# EDGAR Filing Document

**Accession Number:** 0001532203
**File Stem:** 0001104659-25-064870
**Filing Date:** 2025-7
**Character Count:** 2803892
**Document Hash:** f7e9dd97258fb14f090db41e0e71d938
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001104659-25-064870.hdr.sgml**: 20250702

**ACCESSION NUMBER**: 0001104659-25-064870

**CONFORMED SUBMISSION TYPE**: N-CSRS

**PUBLIC DOCUMENT COUNT**: 17

**CONFORMED PERIOD OF REPORT**: 20250430

**FILED AS OF DATE**: 20250702

**DATE AS OF CHANGE**: 20250701

**EFFECTIVENESS DATE**: 20250702

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Vanguard Charlotte Funds
- **CENTRAL INDEX KEY:** 0001532203

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** N-CSRS
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22619
- **FILM NUMBER:** 251097898

**BUSINESS ADDRESS:**
- **STREET 1:** P.O. BOX 2600
- **STREET 2:** V26
- **CITY:** VALLEY FORGE
- **STATE:** PA
- **ZIP:** 19482
- **BUSINESS PHONE:** 6106695410

**MAIL ADDRESS:**
- **STREET 1:** P.O. BOX 2600
- **STREET 2:** V26
- **CITY:** VALLEY FORGE
- **STATE:** PA
- **ZIP:** 19482

## Series and Classes Contracts Data

### Vanguard Total International Bond Index Fund (Series ID: S000035729)

| Class ID   | Class Name           | Ticker Symbol   |
|:---|:---|:---|
| C000109500 | Investor Shares      | VTIBX           |
| C000109501 | Admiral Shares       | VTABX           |
| C000109502 | Institutional Shares | VTIFX           |
| C000109503 | ETF Shares           | BNDX            |

### Vanguard Total International Bond II Index Fund (Series ID: S000067956)

| Class ID   | Class Name           | Ticker Symbol   |
|:---|:---|:---|
| C000217896 | Investor Shares      | VTIIX           |
| C000217897 | Institutional Shares | VTILX           |

?xml version='1.0' encoding='ASCII'? Consolidated ssr-output-EDGAR XBRL File

**UNITED STATES**

**SECURITIES AND EXCHANGE COMMISSION**

**Washington, D.C. 20549**

**FORM N-CSR**

**CERTIFIED SHAREHOLDER REPORT**

**OF**

**REGISTERED MANAGEMENT INVESTMENT COMPANIES**

Investment Company Act file number**: 811-22619**

---

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

---

---

| | |
|:---|:---|
| Name and address of agent for service: | **Tonya T. Robinson, Esquire** |
|  | **P.O. Box 876** |
|  | **Valley Forge, PA 19482** |

---

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

Date of fiscal year end: October 31

Date of reporting period: November 1, 2024—April 30, 2025

**Item 1: Reports to Shareholders.**

**TABLE OF CONTENTS**

---

| |
|:---|
|  [Total International Bond Index Fund](#classname2fec860a-75a8-4752-9159-245af2c6f7b8)<br> **[Investor Shares - VTIBX](#classname2fec860a-75a8-4752-9159-245af2c6f7b8)**  |
|  [Total International Bond Index Fund](#classname119cf634-8f44-465e-9b30-aec6f96a58e2)<br> **[ETF Shares - BNDX](#classname119cf634-8f44-465e-9b30-aec6f96a58e2)**  |
|  [Total International Bond Index Fund](#classnameb04b1a7b-3989-4aa7-9804-0b7b7ea1e298)<br> **[Admiral™ Shares - VTABX](#classnameb04b1a7b-3989-4aa7-9804-0b7b7ea1e298)**  |
|  [Total International Bond Index Fund](#classname646cd7b4-33c7-4a72-ad4a-b1dd0eb1cfe5)<br> **[Institutional Shares - VTIFX](#classname646cd7b4-33c7-4a72-ad4a-b1dd0eb1cfe5)**  |
|  [Total International Bond II Index Fund](#classname72f6159c-ae7e-43cb-9ce1-d4ebe7f849a9)<br> **[Investor Shares - VTIIX](#classname72f6159c-ae7e-43cb-9ce1-d4ebe7f849a9)**  |
|  [Total International Bond II Index Fund](#classname3202c375-1ce4-47e9-bdec-12b90b5cecc6)<br> **[Institutional Shares - VTILX](#classname3202c375-1ce4-47e9-bdec-12b90b5cecc6)**  |

---

# Vanguard Total International Bond Index Fund
![Image](tm2515692d9_tsrimg001.jpg)

# Investor Shares (VTIBX)

#### Semi-Annual Shareholder Report \| April 30, 2025
This semi-annual shareholder report contains important information about Vanguard Total International Bond Index Fund (the "Fund") for the period of November 1, 2024, to April 30, 2025. You can find additional information about the Fund at https://personal1.vanguard.com/ngf-next-gen-form-webapp/fund-literature. You can also request this information by contacting us at 800-662-7447.

## What were the Fund costs for the last six months?
(based on a hypothetical $10,000 investment)

---

| | | |
|:---|:---|:---|
| **Share Class Name** | **Costs of a $10,000 investment** | **Costs paid as a percentage of a $10,000 investment** |
| Investor Shares | $7 | 0.13%<sup>Footnote Reference1</sup> |

---

---

| | |
|:---|:---|
| Footnote | Description |
| &nbsp;&nbsp;Footnote<sup>1</sup> | &nbsp;&nbsp;Annualized. |

---

#### This table reflects the Fund's investments, including short-term investments, derivatives and other assets and liabilities.

### Portfolio Composition % of Net Assets (as of April 30, 2025)

---

| | |
|:---|:---|
| Africa | 0.0% |
| Asia | 19.9% |
| Europe | 62.7% |
| North America | 10.4% |
| Oceania | 3.8% |
| South America | 0.6% |
| Other Assets and Liabilities—Net | 2.6% |

---

## Fund Statistics (as of April 30, 2025)

---

| | |
|:---|:---|
| Fund Net Assets (in millions) | $102917 |
| Number of Portfolio Holdings | 7403 |
| Portfolio Turnover Rate | 14% |

---

## Where can I find additional information about the Fund?
Additional information about the Fund, including its prospectus, financial information, holdings, and proxy voting information is available at https://personal1.vanguard.com/ngf-next-gen-form-webapp/fund-literature.

**Connect with Vanguard<sup>®</sup>** • vanguard.com

**Fund Information** • 800-662-7447

**Direct Investor Account Services** • 800-662-2739

**Text Telephone for People Who Are Deaf or Hard of Hearing** •

800-749-7273© 2025 The Vanguard Group, Inc.

All rights reserved.

Vanguard Marketing Corporation, Distributor.

SR1231

# Vanguard Total International Bond Index Fund
![Image](tm2515692d9_tsrimg001.jpg)

# ETF Shares (BNDX) Nasdaq

#### Semi-Annual Shareholder Report \| April 30, 2025
This semi-annual shareholder report contains important information about Vanguard Total International Bond Index Fund (the "Fund") for the period of November 1, 2024, to April 30, 2025. You can find additional information about the Fund at https://personal1.vanguard.com/ngf-next-gen-form-webapp/fund-literature. You can also request this information by contacting us at 800-662-7447.

## What were the Fund costs for the last six months?
(based on a hypothetical $10,000 investment)

---

| | | |
|:---|:---|:---|
| **Share Class Name** | **Costs of a $10,000 investment** | **Costs paid as a percentage of a $10,000 investment** |
| ETF Shares | $4 | 0.07%<sup>Footnote Reference1</sup> |

---

---

| | |
|:---|:---|
| Footnote | Description |
| &nbsp;&nbsp;Footnote<sup>1</sup> | &nbsp;&nbsp;Annualized. |

---

#### This table reflects the Fund's investments, including short-term investments, derivatives and other assets and liabilities.

### Portfolio Composition % of Net Assets (as of April 30, 2025)

---

| | |
|:---|:---|
| Africa | 0.0% |
| Asia | 19.9% |
| Europe | 62.7% |
| North America | 10.4% |
| Oceania | 3.8% |
| South America | 0.6% |
| Other Assets and Liabilities—Net | 2.6% |

---

## Fund Statistics (as of April 30, 2025)

---

| | |
|:---|:---|
| Fund Net Assets (in millions) | $102917 |
| Number of Portfolio Holdings | 7403 |
| Portfolio Turnover Rate | 14% |

---

## Where can I find additional information about the Fund?
Additional information about the Fund, including its prospectus, financial information, holdings, and proxy voting information is available at https://personal1.vanguard.com/ngf-next-gen-form-webapp/fund-literature.

**Connect with Vanguard<sup>®</sup>** • vanguard.com

**Fund Information** • 800-662-7447

**Direct Investor Account Services** • 800-662-2739

**Text Telephone for People Who Are Deaf or Hard of Hearing** •

800-749-7273© 2025 The Vanguard Group, Inc.

All rights reserved.

Vanguard Marketing Corporation, Distributor.

SR3711

# Vanguard Total International Bond Index Fund
![Image](tm2515692d9_tsrimg001.jpg)

# Admiral™ Shares (VTABX)

#### Semi-Annual Shareholder Report \| April 30, 2025
This semi-annual shareholder report contains important information about Vanguard Total International Bond Index Fund (the "Fund") for the period of November 1, 2024, to April 30, 2025. You can find additional information about the Fund at https://personal1.vanguard.com/ngf-next-gen-form-webapp/fund-literature. You can also request this information by contacting us at 800-662-7447.

## What were the Fund costs for the last six months?
(based on a hypothetical $10,000 investment)

---

| | | |
|:---|:---|:---|
| **Share Class Name** | **Costs of a $10,000 investment** | **Costs paid as a percentage of a $10,000 investment** |
| Admiral Shares | $6 | 0.11%<sup>Footnote Reference1</sup> |

---

---

| | |
|:---|:---|
| Footnote | Description |
| &nbsp;&nbsp;Footnote<sup>1</sup> | &nbsp;&nbsp;Annualized. |

---

#### This table reflects the Fund's investments, including short-term investments, derivatives and other assets and liabilities.

### Portfolio Composition % of Net Assets (as of April 30, 2025)

---

| | |
|:---|:---|
| Africa | 0.0% |
| Asia | 19.9% |
| Europe | 62.7% |
| North America | 10.4% |
| Oceania | 3.8% |
| South America | 0.6% |
| Other Assets and Liabilities—Net | 2.6% |

---

## Fund Statistics (as of April 30, 2025)

---

| | |
|:---|:---|
| Fund Net Assets (in millions) | $102917 |
| Number of Portfolio Holdings | 7403 |
| Portfolio Turnover Rate | 14% |

---

## Where can I find additional information about the Fund?
Additional information about the Fund, including its prospectus, financial information, holdings, and proxy voting information is available at https://personal1.vanguard.com/ngf-next-gen-form-webapp/fund-literature.

**Connect with Vanguard<sup>®</sup>** • vanguard.com

**Fund Information** • 800-662-7447

**Direct Investor Account Services** • 800-662-2739

**Text Telephone for People Who Are Deaf or Hard of Hearing** •

800-749-7273© 2025 The Vanguard Group, Inc.

All rights reserved.

Vanguard Marketing Corporation, Distributor.

SR511

# Vanguard Total International Bond Index Fund
![Image](tm2515692d9_tsrimg001.jpg)

# Institutional Shares (VTIFX)

#### Semi-Annual Shareholder Report \| April 30, 2025
This semi-annual shareholder report contains important information about Vanguard Total International Bond Index Fund (the "Fund") for the period of November 1, 2024, to April 30, 2025. You can find additional information about the Fund at https://personal1.vanguard.com/ngf-next-gen-form-webapp/fund-literature. You can also request this information by contacting us at 800-662-7447.

## What were the Fund costs for the last six months?
(based on a hypothetical $10,000 investment)

---

| | | |
|:---|:---|:---|
| **Share Class Name** | **Costs of a $10,000 investment** | **Costs paid as a percentage of a $10,000 investment** |
| Institutional Shares | $4 | 0.07%<sup>Footnote Reference1</sup> |

---

---

| | |
|:---|:---|
| Footnote | Description |
| &nbsp;&nbsp;Footnote<sup>1</sup> | &nbsp;&nbsp;Annualized. |

---

#### This table reflects the Fund's investments, including short-term investments, derivatives and other assets and liabilities.

### Portfolio Composition % of Net Assets (as of April 30, 2025)

---

| | |
|:---|:---|
| Africa | 0.0% |
| Asia | 19.9% |
| Europe | 62.7% |
| North America | 10.4% |
| Oceania | 3.8% |
| South America | 0.6% |
| Other Assets and Liabilities—Net | 2.6% |

---

## Fund Statistics (as of April 30, 2025)

---

| | |
|:---|:---|
| Fund Net Assets (in millions) | $102917 |
| Number of Portfolio Holdings | 7403 |
| Portfolio Turnover Rate | 14% |

---

## Where can I find additional information about the Fund?
Additional information about the Fund, including its prospectus, financial information, holdings, and proxy voting information is available at https://personal1.vanguard.com/ngf-next-gen-form-webapp/fund-literature.

**Connect with Vanguard<sup>®</sup>** • vanguard.com

**Fund Information** • 800-662-7447

**Institutional Investor Services** • 800-523-1036

**Text Telephone for People Who Are Deaf or Hard of Hearing** •

800-749-7273© 2025 The Vanguard Group, Inc.

All rights reserved.

Vanguard Marketing Corporation, Distributor.

SR2011

# Vanguard Total International Bond II Index Fund
![Image](tm2515692d9_tsrimg001.jpg)

# Investor Shares (VTIIX)

#### Semi-Annual Shareholder Report \| April 30, 2025
This semi-annual shareholder report contains important information about Vanguard Total International Bond II Index Fund (the "Fund") for the period of November 1, 2024, to April 30, 2025. You can find additional information about the Fund at https://personal1.vanguard.com/ngf-next-gen-form-webapp/fund-literature. You can also request this information by contacting us at 800-662-7447.

## What were the Fund costs for the last six months?
(based on a hypothetical $10,000 investment)

---

| | | |
|:---|:---|:---|
| **Share Class Name** | **Costs of a $10,000 investment** | **Costs paid as a percentage of a $10,000 investment** |
| Investor Shares | $7 | 0.13%<sup>Footnote Reference1</sup> |

---

---

| | |
|:---|:---|
| Footnote | Description |
| &nbsp;&nbsp;Footnote<sup>1</sup> | &nbsp;&nbsp;Annualized. |

---

#### This table reflects the Fund's investments, including short-term investments, derivatives and other assets and liabilities.

### Portfolio Composition % of Net Assets (as of April 30, 2025)

---

| | |
|:---|:---|
| Africa | 0.0% |
| Asia | 19.8% |
| Europe | 62.7% |
| North America | 10.4% |
| Oceania | 3.8% |
| South America | 0.7% |
| Other Assets and Liabilities—Net | 2.6% |

---

## Fund Statistics (as of April 30, 2025)

---

| | |
|:---|:---|
| Fund Net Assets (in millions) | $126982 |
| Number of Portfolio Holdings | 7865 |
| Portfolio Turnover Rate | 14% |

---

## Where can I find additional information about the Fund?
Additional information about the Fund, including its prospectus, financial information, holdings, and proxy voting information is available at https://personal1.vanguard.com/ngf-next-gen-form-webapp/fund-literature.

**Connect with Vanguard<sup>®</sup>** • vanguard.com

**Fund Information** • 800-662-7447

**Direct Investor Account Services** • 800-662-2739

**Text Telephone for People Who Are Deaf or Hard of Hearing** •

800-749-7273© 2025 The Vanguard Group, Inc.

All rights reserved.

Vanguard Marketing Corporation, Distributor.

SR4438

# Vanguard Total International Bond II Index Fund
![Image](tm2515692d9_tsrimg001.jpg)

# Institutional Shares (VTILX)

#### Semi-Annual Shareholder Report \| April 30, 2025
This semi-annual shareholder report contains important information about Vanguard Total International Bond II Index Fund (the "Fund") for the period of November 1, 2024, to April 30, 2025. You can find additional information about the Fund at https://personal1.vanguard.com/ngf-next-gen-form-webapp/fund-literature. You can also request this information by contacting us at 800-662-7447.

## What were the Fund costs for the last six months?
(based on a hypothetical $10,000 investment)

---

| | | |
|:---|:---|:---|
| **Share Class Name** | **Costs of a $10,000 investment** | **Costs paid as a percentage of a $10,000 investment** |
| Institutional Shares | $4 | 0.07%<sup>Footnote Reference1</sup> |

---

---

| | |
|:---|:---|
| Footnote | Description |
| &nbsp;&nbsp;Footnote<sup>1</sup> | &nbsp;&nbsp;Annualized. |

---

#### This table reflects the Fund's investments, including short-term investments, derivatives and other assets and liabilities.

### Portfolio Composition % of Net Assets (as of April 30, 2025)

---

| | |
|:---|:---|
| Africa | 0.0% |
| Asia | 19.8% |
| Europe | 62.7% |
| North America | 10.4% |
| Oceania | 3.8% |
| South America | 0.7% |
| Other Assets and Liabilities—Net | 2.6% |

---

## Fund Statistics (as of April 30, 2025)

---

| | |
|:---|:---|
| Fund Net Assets (in millions) | $126982 |
| Number of Portfolio Holdings | 7865 |
| Portfolio Turnover Rate | 14% |

---

## Where can I find additional information about the Fund?
Additional information about the Fund, including its prospectus, financial information, holdings, and proxy voting information is available at https://personal1.vanguard.com/ngf-next-gen-form-webapp/fund-literature.

**Connect with Vanguard<sup>®</sup>** • vanguard.com

**Fund Information** • 800-662-7447

**Institutional Investor Services** • 800-523-1036

**Text Telephone for People Who Are Deaf or Hard of Hearing** •

800-749-7273© 2025 The Vanguard Group, Inc.

All rights reserved.

Vanguard Marketing Corporation, Distributor.

SR2595

**Item 2: Code of Ethics.** 

Not applicable.

**Item 3**: **Audit Committee Financial Expert.**

Not applicable.

**Item 4**: **Principal Accountant Fees and Services.**

Not applicable.

**Item 5: Audit Committee of Listed Registrants.**

Not applicable.

**Item 6**: **Investments.**

Not applicable. The complete schedule of investments is included in the financial statements filed under Item 7 of this Form.

**Item 7**: **Financial Statements and Financial Highlights for Open-End Management Investment Companies.**

![](tm2515692d9tointerbonindi001.jpg)

#### Financial Statements

#### For the six-months ended April 30, 2025

#### Vanguard Total International Bond Index Fund

------

#### Contents
Financial Statements 1 <br>

------

Total International Bond Index Fund

Financial Statements (unaudited)

#### Schedule of Investments
As of April 30, 2025

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 | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;&nbsp;&nbsp;Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| **U.S. Government and Agency Obligations (0.0%)** | **U.S. Government and Agency Obligations (0.0%)** | **U.S. Government and Agency Obligations (0.0%)** | **U.S. Government and Agency Obligations (0.0%)** |  |  |  |
|  | &nbsp;&nbsp;&nbsp;Tennessee Valley Authority **(Cost $1,239)** | 5.625% | &nbsp;&nbsp;&nbsp;&nbsp; 6/7/32 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 716 | &nbsp;&nbsp;&nbsp;&nbsp; **996** |
| **Asset-Backed/Commercial Mortgage-Backed Securities (0.0%)** | **Asset-Backed/Commercial Mortgage-Backed Securities (0.0%)** | **Asset-Backed/Commercial Mortgage-Backed Securities (0.0%)** | **Asset-Backed/Commercial Mortgage-Backed Securities (0.0%)** |  |  |  |
| **United Kingdom (0.0%)** | **United Kingdom (0.0%)** | **United Kingdom (0.0%)** | **United Kingdom (0.0%)** |  |  |  |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Canary Wharf Finance II plc **(Cost $459)** | 5.952% | &nbsp;&nbsp;&nbsp;&nbsp; 10/22/37 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 296 | &nbsp;&nbsp;&nbsp;&nbsp; **410** |
| **Corporate Bonds (20.8%)** | **Corporate Bonds (20.8%)** | **Corporate Bonds (20.8%)** | **Corporate Bonds (20.8%)** |  |  |  |
| **Australia (0.6%)** | **Australia (0.6%)** | **Australia (0.6%)** | **Australia (0.6%)** |  |  |  |
|  | &nbsp;&nbsp;&nbsp;AGI Finance Pty Ltd. | 2.119% | &nbsp;&nbsp;&nbsp;&nbsp; 6/24/27 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3067 |
|  | &nbsp;&nbsp;&nbsp;AGI Finance Pty Ltd. | 6.109% | &nbsp;&nbsp;&nbsp;&nbsp; 6/28/30 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 540 |
|  | &nbsp;&nbsp;&nbsp;Amcor UK Finance plc | 1.125% | &nbsp;&nbsp;&nbsp;&nbsp; 6/23/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2543 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2779 |
|  | &nbsp;&nbsp;&nbsp;APA Infrastructure Ltd. | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/22/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4309 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4838 |
|  | &nbsp;&nbsp;&nbsp;APA Infrastructure Ltd. | 0.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1040 |
|  | &nbsp;&nbsp;&nbsp;APA Infrastructure Ltd. | 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/22/30 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3700 |
|  | &nbsp;&nbsp;&nbsp;APA Infrastructure Ltd. | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 9000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9591 |
|  | &nbsp;&nbsp;&nbsp;APA Infrastructure Ltd. | 3.125% | &nbsp;&nbsp;&nbsp;&nbsp; 7/18/31 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1179 |
|  | &nbsp;&nbsp;&nbsp;APA Infrastructure Ltd. | 1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4608 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4341 |
|  | &nbsp;&nbsp;&nbsp;APA Infrastructure Ltd. | 2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 5176 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5007 |
|  | &nbsp;&nbsp;&nbsp;Aurizon Network Pty Ltd. | 6.100% | &nbsp;&nbsp;&nbsp;&nbsp; 9/12/31 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 4700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3103 |
|  | &nbsp;&nbsp;&nbsp;Ausgrid Finance Pty Ltd. | 1.814% | &nbsp;&nbsp;&nbsp;&nbsp; 2/5/27 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 1010 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 620 |
|  | &nbsp;&nbsp;&nbsp;Ausgrid Finance Pty Ltd. | 5.408% | &nbsp;&nbsp;&nbsp;&nbsp; 3/28/31 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6504 |
|  | &nbsp;&nbsp;&nbsp;AusNet Services Holdings Pty Ltd. | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 2/26/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2269 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2522 |
|  | &nbsp;&nbsp;&nbsp;AusNet Services Holdings Pty Ltd. | 4.400% | &nbsp;&nbsp;&nbsp;&nbsp; 8/16/27 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 418 |
|  | &nbsp;&nbsp;&nbsp;AusNet Services Holdings Pty Ltd. | 4.200% | &nbsp;&nbsp;&nbsp;&nbsp; 8/21/28 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 1410 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 896 |
|  | &nbsp;&nbsp;&nbsp;AusNet Services Holdings Pty Ltd. | 2.600% | &nbsp;&nbsp;&nbsp;&nbsp; 7/31/29 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 3160 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1855 |
|  | &nbsp;&nbsp;&nbsp;AusNet Services Holdings Pty Ltd. | 6.134% | &nbsp;&nbsp;&nbsp;&nbsp; 5/31/33 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 2630 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1767 |
|  | &nbsp;&nbsp;&nbsp;AusNet Services Holdings Pty Ltd. | 1.625% | &nbsp;&nbsp;&nbsp;&nbsp; 3/11/81 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1645 |
|  | &nbsp;&nbsp;&nbsp;Australia & New Zealand Banking Group Ltd. | 5.350% | &nbsp;&nbsp;&nbsp;&nbsp; 11/4/27 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 3500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2314 |
|  | &nbsp;&nbsp;&nbsp;Australia & New Zealand Banking Group Ltd. | 4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 9/11/28 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 6030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3962 |
|  | &nbsp;&nbsp;&nbsp;Australia & New Zealand Banking Group Ltd. | 4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 2/5/29 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 20630 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13545 |
|  | &nbsp;&nbsp;&nbsp;Australia & New Zealand Banking Group Ltd. | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/18/29 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3292 |
|  | &nbsp;&nbsp;&nbsp;Australia & New Zealand Banking Group Ltd. | 0.669% | &nbsp;&nbsp;&nbsp;&nbsp; 5/5/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6185 |
|  | &nbsp;&nbsp;&nbsp;Australia & New Zealand Banking Group Ltd. | 5.906% | &nbsp;&nbsp;&nbsp;&nbsp; 8/12/32 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 9135 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5994 |
|  | &nbsp;&nbsp;&nbsp;Australia & New Zealand Banking Group Ltd. | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1396 |
|  | &nbsp;&nbsp;&nbsp;Australia & New Zealand Banking Group Ltd. | 6.405% | &nbsp;&nbsp;&nbsp;&nbsp; 9/20/34 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 7532 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5053 |
|  | &nbsp;&nbsp;&nbsp;Australia Pacific Airports Melbourne Pty Ltd. | 4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 5/24/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5963 |
|  | &nbsp;&nbsp;&nbsp;BHP Billiton Finance Ltd. | 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 9/24/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4653 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5353 |
|  | &nbsp;&nbsp;&nbsp;BHP Billiton Finance Ltd. | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/29/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7299 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7698 |
|  | &nbsp;&nbsp;&nbsp;BHP Billiton Finance Ltd. | 3.125% | &nbsp;&nbsp;&nbsp;&nbsp; 4/29/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1545 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1712 |
|  | &nbsp;&nbsp;&nbsp;BHP Billiton Finance Ltd. | 4.300% | &nbsp;&nbsp;&nbsp;&nbsp; 9/25/42 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 2859 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3139 |
|  | &nbsp;&nbsp;&nbsp;Brisbane Airport Corp. Pty Ltd. | 5.900% | &nbsp;&nbsp;&nbsp;&nbsp; 3/8/34 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6554 |
|  | &nbsp;&nbsp;&nbsp;CIMIC Finance Ltd. | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/28/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2927 |
|  | &nbsp;&nbsp;&nbsp;Coles Group Treasury Pty Ltd. | 2.650% | &nbsp;&nbsp;&nbsp;&nbsp; 11/6/29 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 2610 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1531 |
|  | &nbsp;&nbsp;&nbsp;Coles Group Treasury Pty Ltd. | 2.100% | &nbsp;&nbsp;&nbsp;&nbsp; 8/27/30 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 1860 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1028 |
|  | &nbsp;&nbsp;&nbsp;Commonwealth Bank of Australia | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/4/26 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 3376 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4428 |
|  | &nbsp;&nbsp;&nbsp;Commonwealth Bank of Australia | 4.400% | &nbsp;&nbsp;&nbsp;&nbsp; 8/18/27 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6466 |
|  | &nbsp;&nbsp;&nbsp;Commonwealth Bank of Australia | 3.768% | &nbsp;&nbsp;&nbsp;&nbsp; 8/31/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4108 |
|  | &nbsp;&nbsp;&nbsp;Commonwealth Bank of Australia | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/13/28 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 15000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9845 |
|  | &nbsp;&nbsp;&nbsp;Commonwealth Bank of Australia | 4.900% | &nbsp;&nbsp;&nbsp;&nbsp; 8/17/28 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 9250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6067 |
|  | &nbsp;&nbsp;&nbsp;Commonwealth Bank of Australia | 0.875% | &nbsp;&nbsp;&nbsp;&nbsp; 2/19/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5087 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5452 |
|  | &nbsp;&nbsp;&nbsp;Commonwealth Bank of Australia | 0.125% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 20000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 20440 |
|  | &nbsp;&nbsp;&nbsp;Commonwealth Bank of Australia | 4.946% | &nbsp;&nbsp;&nbsp;&nbsp; 4/14/32 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 1310 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 842 |
|  | &nbsp;&nbsp;&nbsp;Commonwealth Bank of Australia | 6.860% | &nbsp;&nbsp;&nbsp;&nbsp; 11/9/32 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 20000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13427 |
|  | &nbsp;&nbsp;&nbsp;Computershare US Inc. | 3.147% | &nbsp;&nbsp;&nbsp;&nbsp; 11/30/27 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1844 |
|  | &nbsp;&nbsp;&nbsp;CPIF Finance Pty Ltd. | 2.485% | &nbsp;&nbsp;&nbsp;&nbsp; 10/28/30 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 2700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1494 |
|  | &nbsp;&nbsp;&nbsp;DEXUS Finance Pty Ltd. | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/3/32 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 3720 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2052 |
|  | &nbsp;&nbsp;&nbsp;ElectraNet Pty Ltd. | 2.474% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 1800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1072 |
|  | &nbsp;&nbsp;&nbsp;GAIF Bond Issuer Pty Ltd. | 2.584% | &nbsp;&nbsp;&nbsp;&nbsp; 11/18/27 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 1800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1105 |
|  | &nbsp;&nbsp;&nbsp;GAIF Bond Issuer Pty Ltd. | 1.900% | &nbsp;&nbsp;&nbsp;&nbsp; 12/14/28 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 2490 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1448 |
|  | &nbsp;&nbsp;&nbsp;Glencore Capital Finance DAC | 1.125% | &nbsp;&nbsp;&nbsp;&nbsp; 3/10/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6070 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6535 |
|  | &nbsp;&nbsp;&nbsp;Glencore Capital Finance DAC | 4.154% | &nbsp;&nbsp;&nbsp;&nbsp; 4/29/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3509 |

---

------

Total International Bond Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;&nbsp;&nbsp;Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| &nbsp;&nbsp;&nbsp;Glencore Capital Finance DAC | 1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4429 | &nbsp;&nbsp;&nbsp;&nbsp; 4157 |
| &nbsp;&nbsp;&nbsp;Glencore Finance Europe Ltd. | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp; 223 |
| &nbsp;&nbsp;&nbsp;GTA Finance Co. Pty Ltd. | 2.200% | &nbsp;&nbsp;&nbsp;&nbsp; 8/26/27 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 2810 | &nbsp;&nbsp;&nbsp;&nbsp; 1693 |
| &nbsp;&nbsp;&nbsp;ING Bank Australia Ltd. | 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/26/29 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 3000 | &nbsp;&nbsp;&nbsp;&nbsp; 1935 |
| &nbsp;&nbsp;&nbsp;Lendlease Finance Ltd. | 3.400% | &nbsp;&nbsp;&nbsp;&nbsp; 10/27/27 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 930 | &nbsp;&nbsp;&nbsp;&nbsp; 571 |
| &nbsp;&nbsp;&nbsp;Lendlease Finance Ltd. | 3.700% | &nbsp;&nbsp;&nbsp;&nbsp; 3/31/31 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 2980 | &nbsp;&nbsp;&nbsp;&nbsp; 1647 |
| &nbsp;&nbsp;&nbsp;Lonsdale Finance Pty Ltd. | 2.100% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 1490 | &nbsp;&nbsp;&nbsp;&nbsp; 903 |
| &nbsp;&nbsp;&nbsp;Macquarie Group Ltd. | 0.350% | &nbsp;&nbsp;&nbsp;&nbsp; 3/3/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 11316 | &nbsp;&nbsp;&nbsp;&nbsp; 12030 |
| &nbsp;&nbsp;&nbsp;Macquarie Group Ltd. | 0.943% | &nbsp;&nbsp;&nbsp;&nbsp; 1/19/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5275 |
| &nbsp;&nbsp;&nbsp;Macquarie Group Ltd. | 4.080% | &nbsp;&nbsp;&nbsp;&nbsp; 5/31/29 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 3700 | &nbsp;&nbsp;&nbsp;&nbsp; 4812 |
| &nbsp;&nbsp;&nbsp;Macquarie Group Ltd. | 2.723% | &nbsp;&nbsp;&nbsp;&nbsp; 8/21/29 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1495 | &nbsp;&nbsp;&nbsp;&nbsp; 1048 |
| &nbsp;&nbsp;&nbsp;Macquarie Group Ltd. | 0.950% | &nbsp;&nbsp;&nbsp;&nbsp; 5/21/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2214 | &nbsp;&nbsp;&nbsp;&nbsp; 2204 |
| &nbsp;&nbsp;&nbsp;National Australia Bank Ltd. | 0.875% | &nbsp;&nbsp;&nbsp;&nbsp; 2/19/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6087 | &nbsp;&nbsp;&nbsp;&nbsp; 6733 |
| &nbsp;&nbsp;&nbsp;National Australia Bank Ltd. | 2.900% | &nbsp;&nbsp;&nbsp;&nbsp; 2/25/27 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 9086 | &nbsp;&nbsp;&nbsp;&nbsp; 5714 |
| &nbsp;&nbsp;&nbsp;National Australia Bank Ltd. | 4.400% | &nbsp;&nbsp;&nbsp;&nbsp; 5/12/28 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 16716 | &nbsp;&nbsp;&nbsp;&nbsp; 10794 |
| &nbsp;&nbsp;&nbsp;National Australia Bank Ltd. | 2.125% | &nbsp;&nbsp;&nbsp;&nbsp; 5/24/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10000 | &nbsp;&nbsp;&nbsp;&nbsp; 11236 |
| &nbsp;&nbsp;&nbsp;National Australia Bank Ltd. | 1.375% | &nbsp;&nbsp;&nbsp;&nbsp; 8/30/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2500 | &nbsp;&nbsp;&nbsp;&nbsp; 2728 |
| &nbsp;&nbsp;&nbsp;National Australia Bank Ltd. | 5.400% | &nbsp;&nbsp;&nbsp;&nbsp; 11/16/28 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 10000 | &nbsp;&nbsp;&nbsp;&nbsp; 6666 |
| &nbsp;&nbsp;&nbsp;National Australia Bank Ltd. | 0.010% | &nbsp;&nbsp;&nbsp;&nbsp; 1/6/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 28000 | &nbsp;&nbsp;&nbsp;&nbsp; 29038 |
| &nbsp;&nbsp;&nbsp;National Australia Bank Ltd. | 4.850% | &nbsp;&nbsp;&nbsp;&nbsp; 3/22/29 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 9839 | &nbsp;&nbsp;&nbsp;&nbsp; 6445 |
| &nbsp;&nbsp;&nbsp;National Australia Bank Ltd. | 3.125% | &nbsp;&nbsp;&nbsp;&nbsp; 2/28/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10000 | &nbsp;&nbsp;&nbsp;&nbsp; 11514 |
| &nbsp;&nbsp;&nbsp;National Australia Bank Ltd. | 1.125% | &nbsp;&nbsp;&nbsp;&nbsp; 5/20/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2500 | &nbsp;&nbsp;&nbsp;&nbsp; 2586 |
| &nbsp;&nbsp;&nbsp;National Australia Bank Ltd. | 1.699% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 2214 | &nbsp;&nbsp;&nbsp;&nbsp; 2801 |
| &nbsp;&nbsp;&nbsp;National Australia Bank Ltd. | 6.322% | &nbsp;&nbsp;&nbsp;&nbsp; 8/3/32 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 3311 |
| &nbsp;&nbsp;&nbsp;National Australia Bank Ltd. | 6.163% | &nbsp;&nbsp;&nbsp;&nbsp; 3/9/33 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 5640 | &nbsp;&nbsp;&nbsp;&nbsp; 3737 |
| &nbsp;&nbsp;&nbsp;NBN Co. Ltd. | 2.150% | &nbsp;&nbsp;&nbsp;&nbsp; 6/2/28 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 4650 | &nbsp;&nbsp;&nbsp;&nbsp; 2800 |
| &nbsp;&nbsp;&nbsp;NBN Co. Ltd. | 4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 8500 | &nbsp;&nbsp;&nbsp;&nbsp; 10119 |
| &nbsp;&nbsp;&nbsp;NBN Co. Ltd. | 2.200% | &nbsp;&nbsp;&nbsp;&nbsp; 12/16/30 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 3730 | &nbsp;&nbsp;&nbsp;&nbsp; 2097 |
| &nbsp;&nbsp;&nbsp;NBN Co. Ltd. | 4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4185 | &nbsp;&nbsp;&nbsp;&nbsp; 5095 |
| &nbsp;&nbsp;&nbsp;Network Finance Co. Pty Ltd. | 2.579% | &nbsp;&nbsp;&nbsp;&nbsp; 10/3/28 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 1160 | &nbsp;&nbsp;&nbsp;&nbsp; 697 |
| &nbsp;&nbsp;&nbsp;Network Finance Co. Pty Ltd. | 6.061% | &nbsp;&nbsp;&nbsp;&nbsp; 6/19/30 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 1370 | &nbsp;&nbsp;&nbsp;&nbsp; 923 |
| &nbsp;&nbsp;&nbsp;Norfina Ltd. | 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 8/24/26 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 400 | &nbsp;&nbsp;&nbsp;&nbsp; 253 |
| &nbsp;&nbsp;&nbsp;NSW Electricity Networks Finance Pty Ltd. | 2.732% | &nbsp;&nbsp;&nbsp;&nbsp; 4/23/29 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 2240 | &nbsp;&nbsp;&nbsp;&nbsp; 1332 |
| &nbsp;&nbsp;&nbsp;NSW Electricity Networks Finance Pty Ltd. | 2.543% | &nbsp;&nbsp;&nbsp;&nbsp; 9/23/30 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 1250 | &nbsp;&nbsp;&nbsp;&nbsp; 701 |
| &nbsp;&nbsp;&nbsp;Optus Finance Pty Ltd. | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/20/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5211 |
| &nbsp;&nbsp;&nbsp;Origin Energy Finance Ltd. | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/17/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2599 | &nbsp;&nbsp;&nbsp;&nbsp; 2663 |
| &nbsp;&nbsp;&nbsp;Pacific National Finance Pty Ltd. | 3.800% | &nbsp;&nbsp;&nbsp;&nbsp; 9/8/31 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 2741 |
| &nbsp;&nbsp;&nbsp;Qantas Airways Ltd. | 3.150% | &nbsp;&nbsp;&nbsp;&nbsp; 9/27/28 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 12280 | &nbsp;&nbsp;&nbsp;&nbsp; 7438 |
| &nbsp;&nbsp;&nbsp;Qantas Airways Ltd. | 2.950% | &nbsp;&nbsp;&nbsp;&nbsp; 11/27/29 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 740 | &nbsp;&nbsp;&nbsp;&nbsp; 432 |
| &nbsp;&nbsp;&nbsp;Qantas Airways Ltd. | 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 9/9/30 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 2530 | &nbsp;&nbsp;&nbsp;&nbsp; 1621 |
| &nbsp;&nbsp;&nbsp;Scentre Group Trust 1 | 3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 7/16/26 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 2591 | &nbsp;&nbsp;&nbsp;&nbsp; 3416 |
| &nbsp;&nbsp;&nbsp;Scentre Group Trust 1 / Scentre Group Trust 2 | 1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 4/11/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2539 | &nbsp;&nbsp;&nbsp;&nbsp; 2778 |
| &nbsp;&nbsp;&nbsp;Scentre Group Trust 1 / Scentre Group Trust 2 | 1.450% | &nbsp;&nbsp;&nbsp;&nbsp; 3/28/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1958 | &nbsp;&nbsp;&nbsp;&nbsp; 2104 |
| &nbsp;&nbsp;&nbsp;Sydney Airport Finance Co. Pty Ltd. | 4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 5/3/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 9000 | &nbsp;&nbsp;&nbsp;&nbsp; 10726 |
| &nbsp;&nbsp;&nbsp;Sydney Airport Finance Co. Pty Ltd. | 5.900% | &nbsp;&nbsp;&nbsp;&nbsp; 4/19/34 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 3273 |
| &nbsp;&nbsp;&nbsp;Telstra Corp. Ltd. | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/19/27 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 890 | &nbsp;&nbsp;&nbsp;&nbsp; 570 |
| &nbsp;&nbsp;&nbsp;Telstra Corp. Ltd. | 1.375% | &nbsp;&nbsp;&nbsp;&nbsp; 3/26/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1263 | &nbsp;&nbsp;&nbsp;&nbsp; 1363 |
| &nbsp;&nbsp;&nbsp;Telstra Corp. Ltd. | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/23/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2543 | &nbsp;&nbsp;&nbsp;&nbsp; 2643 |
| &nbsp;&nbsp;&nbsp;Telstra Group Ltd. | 5.650% | &nbsp;&nbsp;&nbsp;&nbsp; 3/6/34 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 8000 | &nbsp;&nbsp;&nbsp;&nbsp; 5304 |
| &nbsp;&nbsp;&nbsp;Toyota Finance Australia Ltd. | 2.280% | &nbsp;&nbsp;&nbsp;&nbsp; 10/21/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7631 | &nbsp;&nbsp;&nbsp;&nbsp; 8599 |
| &nbsp;&nbsp;&nbsp;Toyota Finance Australia Ltd. | 3.386% | &nbsp;&nbsp;&nbsp;&nbsp; 3/18/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7800 | &nbsp;&nbsp;&nbsp;&nbsp; 8990 |
| &nbsp;&nbsp;&nbsp;Transurban Finance Co. Pty Ltd. | 4.555% | &nbsp;&nbsp;&nbsp;&nbsp; 11/14/28 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1213 | &nbsp;&nbsp;&nbsp;&nbsp; 899 |
| &nbsp;&nbsp;&nbsp;Transurban Finance Co. Pty Ltd. | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/8/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 9539 | &nbsp;&nbsp;&nbsp;&nbsp; 10821 |
| &nbsp;&nbsp;&nbsp;Transurban Finance Co. Pty Ltd. | 3.713% | &nbsp;&nbsp;&nbsp;&nbsp; 3/12/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5802 |
| &nbsp;&nbsp;&nbsp;Transurban Finance Co. Pty Ltd. | 4.225% | &nbsp;&nbsp;&nbsp;&nbsp; 4/26/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3500 | &nbsp;&nbsp;&nbsp;&nbsp; 4149 |
| &nbsp;&nbsp;&nbsp;Transurban Queensland Finance Pty Ltd. | 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 8/5/31 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 2160 | &nbsp;&nbsp;&nbsp;&nbsp; 1227 |
| &nbsp;&nbsp;&nbsp;University of Technology Sydney | 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 7/20/27 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 220 | &nbsp;&nbsp;&nbsp;&nbsp; 140 |
| &nbsp;&nbsp;&nbsp;Vicinity Centres Trust | 1.125% | &nbsp;&nbsp;&nbsp;&nbsp; 11/7/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1512 | &nbsp;&nbsp;&nbsp;&nbsp; 1554 |
| &nbsp;&nbsp;&nbsp;Wesfarmers Ltd. | 1.941% | &nbsp;&nbsp;&nbsp;&nbsp; 6/23/28 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 500 | &nbsp;&nbsp;&nbsp;&nbsp; 298 |
| &nbsp;&nbsp;&nbsp;Wesfarmers Ltd. | 0.954% | &nbsp;&nbsp;&nbsp;&nbsp; 10/21/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 8836 | &nbsp;&nbsp;&nbsp;&nbsp; 8182 |
| &nbsp;&nbsp;&nbsp;WestConnex Finance Co. Pty Ltd. | 3.150% | &nbsp;&nbsp;&nbsp;&nbsp; 3/31/31 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 3360 | &nbsp;&nbsp;&nbsp;&nbsp; 1922 |
| &nbsp;&nbsp;&nbsp;Westpac Banking Corp. | 4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 6/4/26 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 700 | &nbsp;&nbsp;&nbsp;&nbsp; 449 |
| &nbsp;&nbsp;&nbsp;Westpac Banking Corp. | 1.079% | &nbsp;&nbsp;&nbsp;&nbsp; 4/5/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 8921 | &nbsp;&nbsp;&nbsp;&nbsp; 9886 |
| &nbsp;&nbsp;&nbsp;Westpac Banking Corp. | 0.875% | &nbsp;&nbsp;&nbsp;&nbsp; 4/17/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp; 110 |
| &nbsp;&nbsp;&nbsp;Westpac Banking Corp. | 1.125% | &nbsp;&nbsp;&nbsp;&nbsp; 9/5/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5690 | &nbsp;&nbsp;&nbsp;&nbsp; 6243 |
| &nbsp;&nbsp;&nbsp;Westpac Banking Corp. | 5.300% | &nbsp;&nbsp;&nbsp;&nbsp; 11/11/27 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 15000 | &nbsp;&nbsp;&nbsp;&nbsp; 9903 |
| &nbsp;&nbsp;&nbsp;Westpac Banking Corp. | 4.800% | &nbsp;&nbsp;&nbsp;&nbsp; 2/16/28 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 3266 |
| &nbsp;&nbsp;&nbsp;Westpac Banking Corp. | 1.450% | &nbsp;&nbsp;&nbsp;&nbsp; 7/17/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 418 | &nbsp;&nbsp;&nbsp;&nbsp; 458 |
| &nbsp;&nbsp;&nbsp;Westpac Banking Corp. | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/19/28 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 7900 | &nbsp;&nbsp;&nbsp;&nbsp; 5197 |
| &nbsp;&nbsp;&nbsp;Westpac Banking Corp. | 0.010% | &nbsp;&nbsp;&nbsp;&nbsp; 9/22/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 19280 | &nbsp;&nbsp;&nbsp;&nbsp; 20146 |

---

------

Total International Bond Index Fund

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;&nbsp;&nbsp;Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Westpac Banking Corp. | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 10000 | &nbsp;&nbsp;&nbsp;&nbsp; 6582 |
|  | &nbsp;&nbsp;&nbsp;Westpac Banking Corp. | 5.100% | &nbsp;&nbsp;&nbsp;&nbsp; 5/14/29 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 68000 | &nbsp;&nbsp;&nbsp;&nbsp; 44987 |
|  | &nbsp;&nbsp;&nbsp;Westpac Banking Corp. | 3.799% | &nbsp;&nbsp;&nbsp;&nbsp; 1/17/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10000 | &nbsp;&nbsp;&nbsp;&nbsp; 11837 |
|  | &nbsp;&nbsp;&nbsp;Westpac Banking Corp. | 1.375% | &nbsp;&nbsp;&nbsp;&nbsp; 5/17/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5087 | &nbsp;&nbsp;&nbsp;&nbsp; 5234 |
|  | &nbsp;&nbsp;&nbsp;Westpac Banking Corp. | 6.491% | &nbsp;&nbsp;&nbsp;&nbsp; 6/23/33 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 6000 | &nbsp;&nbsp;&nbsp;&nbsp; 4017 |
|  | &nbsp;&nbsp;&nbsp;Woolworths Group Ltd. | 1.850% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 2980 | &nbsp;&nbsp;&nbsp;&nbsp; 1803 |
|  | &nbsp;&nbsp;&nbsp;Woolworths Group Ltd. | 0.375% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 9300 | &nbsp;&nbsp;&nbsp;&nbsp; 9605 |
|  | &nbsp;&nbsp;&nbsp;Woolworths Group Ltd. | 2.800% | &nbsp;&nbsp;&nbsp;&nbsp; 5/20/30 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 7340 | &nbsp;&nbsp;&nbsp;&nbsp; 4241 |
|  | &nbsp;&nbsp;&nbsp;Woolworths Group Ltd. | 5.910% | &nbsp;&nbsp;&nbsp;&nbsp; 11/29/34 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 10000 | &nbsp;&nbsp;&nbsp;&nbsp; 6536 |
|  | &nbsp;&nbsp;&nbsp;WSO Finance Pty Ltd. | 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/31/27 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 2180 | &nbsp;&nbsp;&nbsp;&nbsp; 1407 |
|  |  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **643783** |
| **Austria (0.3%)** | **Austria (0.3%)** | **Austria (0.3%)** | **Austria (0.3%)** |  |  |  |
|  | &nbsp;&nbsp;&nbsp;BAWAG PSK Bank fuer Arbeit und Wirtschaft und Oesterreichische Postsparkasse AG | 1.125% | &nbsp;&nbsp;&nbsp;&nbsp; 7/31/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 35800 | &nbsp;&nbsp;&nbsp;&nbsp; 38991 |
|  | &nbsp;&nbsp;&nbsp;BAWAG PSK Bank fuer Arbeit und Wirtschaft und Oesterreichische Postsparkasse AG | 1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/8/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10000 | &nbsp;&nbsp;&nbsp;&nbsp; 10897 |
|  | &nbsp;&nbsp;&nbsp;Erste Group Bank AG | 0.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/17/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 8100 | &nbsp;&nbsp;&nbsp;&nbsp; 8826 |
|  | &nbsp;&nbsp;&nbsp;Erste Group Bank AG | 0.010% | &nbsp;&nbsp;&nbsp;&nbsp; 9/11/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 16500 | &nbsp;&nbsp;&nbsp;&nbsp; 16821 |
|  | &nbsp;&nbsp;&nbsp;Erste Group Bank AG | 0.250% | &nbsp;&nbsp;&nbsp;&nbsp; 9/14/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2200 | &nbsp;&nbsp;&nbsp;&nbsp; 2222 |
|  | &nbsp;&nbsp;&nbsp;Erste Group Bank AG | 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/30/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5939 |
|  | &nbsp;&nbsp;&nbsp;Erste Group Bank AG | 2.875% | &nbsp;&nbsp;&nbsp;&nbsp; 1/9/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10000 | &nbsp;&nbsp;&nbsp;&nbsp; 11499 |
|  | &nbsp;&nbsp;&nbsp;Erste Group Bank AG | 0.250% | &nbsp;&nbsp;&nbsp;&nbsp; 1/27/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2500 | &nbsp;&nbsp;&nbsp;&nbsp; 2414 |
|  | &nbsp;&nbsp;&nbsp;Erste Group Bank AG | 0.875% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6000 | &nbsp;&nbsp;&nbsp;&nbsp; 6428 |
|  | &nbsp;&nbsp;&nbsp;Erste Group Bank AG | 0.875% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7600 | &nbsp;&nbsp;&nbsp;&nbsp; 7183 |
|  | &nbsp;&nbsp;&nbsp;HYPO NOE Landesbank fuer Niederoesterreich und Wien AG | 1.625% | &nbsp;&nbsp;&nbsp;&nbsp; 5/11/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 18200 | &nbsp;&nbsp;&nbsp;&nbsp; 19946 |
|  | &nbsp;&nbsp;&nbsp;Hypo Vorarlberg Bank AG | 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 2/19/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5770 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;OeBB-Infrastruktur AG | 2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/28/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1536 | &nbsp;&nbsp;&nbsp;&nbsp; 1732 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;OeBB-Infrastruktur AG | 3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 5/18/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5362 | &nbsp;&nbsp;&nbsp;&nbsp; 6352 |
|  | &nbsp;&nbsp;&nbsp;OMV AG | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 12/14/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1767 | &nbsp;&nbsp;&nbsp;&nbsp; 1960 |
|  | &nbsp;&nbsp;&nbsp;OMV AG | 1.875% | &nbsp;&nbsp;&nbsp;&nbsp; 12/4/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2327 | &nbsp;&nbsp;&nbsp;&nbsp; 2572 |
|  | &nbsp;&nbsp;&nbsp;OMV AG | 2.375% | &nbsp;&nbsp;&nbsp;&nbsp; 4/9/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7683 | &nbsp;&nbsp;&nbsp;&nbsp; 8374 |
|  | &nbsp;&nbsp;&nbsp;OMV AG | 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 9/4/36 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5723 |
|  | &nbsp;&nbsp;&nbsp;OMV AG | 2.875% | Perpetual | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3300 | &nbsp;&nbsp;&nbsp;&nbsp; 3514 |
|  | &nbsp;&nbsp;&nbsp;Raiffeisen Bank International AG | 0.375% | &nbsp;&nbsp;&nbsp;&nbsp; 9/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3100 | &nbsp;&nbsp;&nbsp;&nbsp; 3404 |
|  | &nbsp;&nbsp;&nbsp;Raiffeisen Bank International AG | 0.050% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 400 | &nbsp;&nbsp;&nbsp;&nbsp; 428 |
|  | &nbsp;&nbsp;&nbsp;Raiffeisen Bank International AG | 5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/27/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 22000 | &nbsp;&nbsp;&nbsp;&nbsp; 26948 |
|  | &nbsp;&nbsp;&nbsp;Raiffeisen Bank International AG | 6.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2500 | &nbsp;&nbsp;&nbsp;&nbsp; 3026 |
|  | &nbsp;&nbsp;&nbsp;Raiffeisen Bank International AG | 4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 8/21/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5841 |
|  | &nbsp;&nbsp;&nbsp;Raiffeisen Bank International AG | 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/31/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 8000 | &nbsp;&nbsp;&nbsp;&nbsp; 9457 |
|  | &nbsp;&nbsp;&nbsp;Raiffeisen Bank International AG | 2.875% | &nbsp;&nbsp;&nbsp;&nbsp; 6/18/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2500 | &nbsp;&nbsp;&nbsp;&nbsp; 2761 |
|  | &nbsp;&nbsp;&nbsp;Raiffeisen Bank International AG | 7.375% | &nbsp;&nbsp;&nbsp;&nbsp; 12/20/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4800 | &nbsp;&nbsp;&nbsp;&nbsp; 5825 |
|  | &nbsp;&nbsp;&nbsp;Raiffeisenlandesbank Niederoesterreich-Wien AG | 0.625% | &nbsp;&nbsp;&nbsp;&nbsp; 8/28/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2500 | &nbsp;&nbsp;&nbsp;&nbsp; 2777 |
|  | &nbsp;&nbsp;&nbsp;Raiffeisenlandesbank Niederoesterreich-Wien AG | 1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 4/21/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 12400 | &nbsp;&nbsp;&nbsp;&nbsp; 13777 |
|  | &nbsp;&nbsp;&nbsp;Raiffeisenlandesbank Niederoesterreich-Wien AG | 0.875% | &nbsp;&nbsp;&nbsp;&nbsp; 1/30/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6000 | &nbsp;&nbsp;&nbsp;&nbsp; 6403 |
|  | &nbsp;&nbsp;&nbsp;Raiffeisenlandesbank Niederoesterreich-Wien AG | 2.375% | &nbsp;&nbsp;&nbsp;&nbsp; 8/31/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 12500 | &nbsp;&nbsp;&nbsp;&nbsp; 13680 |
|  | &nbsp;&nbsp;&nbsp;Raiffeisenlandesbank Oberoesterreich AG | 3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 12/13/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7000 | &nbsp;&nbsp;&nbsp;&nbsp; 8186 |
|  | &nbsp;&nbsp;&nbsp;Raiffeisen-Landesbank Steiermark AG | 1.375% | &nbsp;&nbsp;&nbsp;&nbsp; 5/11/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2500 | &nbsp;&nbsp;&nbsp;&nbsp; 2514 |
|  | &nbsp;&nbsp;&nbsp;UniCredit Bank Austria AG | 0.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/4/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5453 |
|  | &nbsp;&nbsp;&nbsp;UniCredit Bank Austria AG | 2.375% | &nbsp;&nbsp;&nbsp;&nbsp; 9/20/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2400 | &nbsp;&nbsp;&nbsp;&nbsp; 2730 |
|  | &nbsp;&nbsp;&nbsp;UniCredit Bank Austria AG | 0.625% | &nbsp;&nbsp;&nbsp;&nbsp; 3/20/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6200 | &nbsp;&nbsp;&nbsp;&nbsp; 6562 |
|  | &nbsp;&nbsp;&nbsp;UniCredit Bank Austria AG | 0.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/21/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10500 | &nbsp;&nbsp;&nbsp;&nbsp; 10601 |
|  | &nbsp;&nbsp;&nbsp;UNIQA Insurance Group AG | 6.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/27/46 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 700 | &nbsp;&nbsp;&nbsp;&nbsp; 812 |
|  |  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **298348** |
| **Belgium (0.4%)** | **Belgium (0.4%)** | **Belgium (0.4%)** | **Belgium (0.4%)** |  |  |  |
|  | &nbsp;&nbsp;&nbsp;AG Insurance SA | 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/30/47 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3400 | &nbsp;&nbsp;&nbsp;&nbsp; 3844 |
|  | &nbsp;&nbsp;&nbsp;Ageas SA | 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 7/2/49 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1700 | &nbsp;&nbsp;&nbsp;&nbsp; 1894 |
|  | &nbsp;&nbsp;&nbsp;Anheuser-Busch InBev Finance Inc. | 4.320% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 5171 | &nbsp;&nbsp;&nbsp;&nbsp; 3509 |
|  | &nbsp;&nbsp;&nbsp;Anheuser-Busch InBev SA NV | 1.150% | &nbsp;&nbsp;&nbsp;&nbsp; 1/22/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 13411 | &nbsp;&nbsp;&nbsp;&nbsp; 14891 |
|  | &nbsp;&nbsp;&nbsp;Anheuser-Busch InBev SA NV | 1.125% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10638 | &nbsp;&nbsp;&nbsp;&nbsp; 11727 |
|  | &nbsp;&nbsp;&nbsp;Anheuser-Busch InBev SA NV | 2.125% | &nbsp;&nbsp;&nbsp;&nbsp; 12/2/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 9861 | &nbsp;&nbsp;&nbsp;&nbsp; 11072 |
|  | &nbsp;&nbsp;&nbsp;Anheuser-Busch InBev SA NV | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/17/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 16068 | &nbsp;&nbsp;&nbsp;&nbsp; 17999 |
|  | &nbsp;&nbsp;&nbsp;Anheuser-Busch InBev SA NV | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/18/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 461 | &nbsp;&nbsp;&nbsp;&nbsp; 493 |
|  | &nbsp;&nbsp;&nbsp;Anheuser-Busch InBev SA NV | 1.650% | &nbsp;&nbsp;&nbsp;&nbsp; 3/28/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 14558 | &nbsp;&nbsp;&nbsp;&nbsp; 15319 |
|  | &nbsp;&nbsp;&nbsp;Anheuser-Busch InBev SA NV | 2.875% | &nbsp;&nbsp;&nbsp;&nbsp; 4/2/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 9127 | &nbsp;&nbsp;&nbsp;&nbsp; 10178 |
|  | &nbsp;&nbsp;&nbsp;Anheuser-Busch InBev SA NV | 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 1/24/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2599 | &nbsp;&nbsp;&nbsp;&nbsp; 2961 |
|  | &nbsp;&nbsp;&nbsp;Anheuser-Busch InBev SA NV | 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/17/36 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5495 | &nbsp;&nbsp;&nbsp;&nbsp; 5843 |
|  | &nbsp;&nbsp;&nbsp;Anheuser-Busch InBev SA NV | 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/22/37 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 8000 | &nbsp;&nbsp;&nbsp;&nbsp; 9109 |
|  | &nbsp;&nbsp;&nbsp;Anheuser-Busch InBev SA NV | 3.700% | &nbsp;&nbsp;&nbsp;&nbsp; 4/2/40 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 9527 | &nbsp;&nbsp;&nbsp;&nbsp; 10517 |
|  | &nbsp;&nbsp;&nbsp;Anheuser-Busch InBev SA NV | 3.950% | &nbsp;&nbsp;&nbsp;&nbsp; 3/22/44 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5500 | &nbsp;&nbsp;&nbsp;&nbsp; 6082 |
|  | &nbsp;&nbsp;&nbsp;Anheuser-Busch InBev Worldwide Inc. | 4.100% | &nbsp;&nbsp;&nbsp;&nbsp; 9/6/27 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 1210 | &nbsp;&nbsp;&nbsp;&nbsp; 775 |
|  | &nbsp;&nbsp;&nbsp;Argenta Spaarbank NV | 5.375% | &nbsp;&nbsp;&nbsp;&nbsp; 11/29/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 13000 | &nbsp;&nbsp;&nbsp;&nbsp; 15271 |

---

------

Total International Bond Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;&nbsp;&nbsp;Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| &nbsp;&nbsp;&nbsp;Argenta Spaarbank NV | 3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 6/22/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5838 |
| &nbsp;&nbsp;&nbsp;Argenta Spaarbank NV | 1.375% | &nbsp;&nbsp;&nbsp;&nbsp; 2/8/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 12000 | &nbsp;&nbsp;&nbsp;&nbsp; 12957 |
| &nbsp;&nbsp;&nbsp;Belfius Bank SA | 3.125% | &nbsp;&nbsp;&nbsp;&nbsp; 5/11/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6000 | &nbsp;&nbsp;&nbsp;&nbsp; 6799 |
| &nbsp;&nbsp;&nbsp;Belfius Bank SA | 0.125% | &nbsp;&nbsp;&nbsp;&nbsp; 9/14/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5519 |
| &nbsp;&nbsp;&nbsp;Belfius Bank SA | 0.125% | &nbsp;&nbsp;&nbsp;&nbsp; 2/8/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6300 | &nbsp;&nbsp;&nbsp;&nbsp; 6665 |
| &nbsp;&nbsp;&nbsp;Belfius Bank SA | 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 4/19/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10600 | &nbsp;&nbsp;&nbsp;&nbsp; 12549 |
| &nbsp;&nbsp;&nbsp;Belfius Bank SA | 4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 6/11/35 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1800 | &nbsp;&nbsp;&nbsp;&nbsp; 2118 |
| &nbsp;&nbsp;&nbsp;BNP Paribas Fortis SA | 0.875% | &nbsp;&nbsp;&nbsp;&nbsp; 3/22/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5446 |
| &nbsp;&nbsp;&nbsp;Cofinimmo SA | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/24/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3800 | &nbsp;&nbsp;&nbsp;&nbsp; 4066 |
| &nbsp;&nbsp;&nbsp;Cofinimmo SA | 0.875% | &nbsp;&nbsp;&nbsp;&nbsp; 12/2/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1500 | &nbsp;&nbsp;&nbsp;&nbsp; 1446 |
| &nbsp;&nbsp;&nbsp;Elia Group SA | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 9/5/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1200 | &nbsp;&nbsp;&nbsp;&nbsp; 1313 |
| &nbsp;&nbsp;&nbsp;Elia Transmission Belgium SA | 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 4/4/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp; 231 |
| &nbsp;&nbsp;&nbsp;Elia Transmission Belgium SA | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/7/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 300 | &nbsp;&nbsp;&nbsp;&nbsp; 343 |
| &nbsp;&nbsp;&nbsp;Elia Transmission Belgium SA | 0.875% | &nbsp;&nbsp;&nbsp;&nbsp; 4/28/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 13700 | &nbsp;&nbsp;&nbsp;&nbsp; 14112 |
| &nbsp;&nbsp;&nbsp;Elia Transmission Belgium SA | 3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 1/18/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4000 | &nbsp;&nbsp;&nbsp;&nbsp; 4655 |
| &nbsp;&nbsp;&nbsp;Elia Transmission Belgium SA | 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/16/36 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4000 | &nbsp;&nbsp;&nbsp;&nbsp; 4529 |
| &nbsp;&nbsp;&nbsp;Euroclear Bank SA | 3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 10/13/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4000 | &nbsp;&nbsp;&nbsp;&nbsp; 4650 |
| &nbsp;&nbsp;&nbsp;Euroclear Holding NV | 1.125% | &nbsp;&nbsp;&nbsp;&nbsp; 12/7/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 8000 | &nbsp;&nbsp;&nbsp;&nbsp; 8859 |
| &nbsp;&nbsp;&nbsp;Euroclear Holding NV | 2.625% | &nbsp;&nbsp;&nbsp;&nbsp; 4/11/48 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5524 |
| &nbsp;&nbsp;&nbsp;FLUVIUS System Operator CV | 1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 12/4/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3000 | &nbsp;&nbsp;&nbsp;&nbsp; 3351 |
| &nbsp;&nbsp;&nbsp;FLUVIUS System Operator CV | 0.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/14/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3900 | &nbsp;&nbsp;&nbsp;&nbsp; 4112 |
| &nbsp;&nbsp;&nbsp;FLUVIUS System Operator CV | 2.875% | &nbsp;&nbsp;&nbsp;&nbsp; 5/7/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1800 | &nbsp;&nbsp;&nbsp;&nbsp; 2051 |
| &nbsp;&nbsp;&nbsp;FLUVIUS System Operator CV | 0.250% | &nbsp;&nbsp;&nbsp;&nbsp; 12/2/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5200 | &nbsp;&nbsp;&nbsp;&nbsp; 5051 |
| &nbsp;&nbsp;&nbsp;FLUVIUS System Operator CV | 0.625% | &nbsp;&nbsp;&nbsp;&nbsp; 11/24/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10500 | &nbsp;&nbsp;&nbsp;&nbsp; 10088 |
| &nbsp;&nbsp;&nbsp;FLUVIUS System Operator CV | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/6/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3000 | &nbsp;&nbsp;&nbsp;&nbsp; 3503 |
| &nbsp;&nbsp;&nbsp;FLUVIUS System Operator CV | 3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 5/9/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5822 |
| &nbsp;&nbsp;&nbsp;Groupe Bruxelles Lambert NV | 0.125% | &nbsp;&nbsp;&nbsp;&nbsp; 1/28/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 4804 |
| &nbsp;&nbsp;&nbsp;ING Belgium SA | 0.750% | &nbsp;&nbsp;&nbsp;&nbsp; 9/28/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5900 | &nbsp;&nbsp;&nbsp;&nbsp; 6567 |
| &nbsp;&nbsp;&nbsp;ING Belgium SA | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/19/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5800 | &nbsp;&nbsp;&nbsp;&nbsp; 6343 |
| &nbsp;&nbsp;&nbsp;ING Belgium SA | 0.010% | &nbsp;&nbsp;&nbsp;&nbsp; 2/20/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 15000 | &nbsp;&nbsp;&nbsp;&nbsp; 15102 |
| &nbsp;&nbsp;&nbsp;ING Belgium SA | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3200 | &nbsp;&nbsp;&nbsp;&nbsp; 3696 |
| &nbsp;&nbsp;&nbsp;KBC Bank NV | 0.750% | &nbsp;&nbsp;&nbsp;&nbsp; 10/24/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3600 | &nbsp;&nbsp;&nbsp;&nbsp; 3938 |
| &nbsp;&nbsp;&nbsp;KBC Group NV | 0.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/21/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 21400 | &nbsp;&nbsp;&nbsp;&nbsp; 23480 |
| &nbsp;&nbsp;&nbsp;KBC Group NV | 5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 9/20/28 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 3000 | &nbsp;&nbsp;&nbsp;&nbsp; 4057 |
| &nbsp;&nbsp;&nbsp;KBC Group NV | 0.125% | &nbsp;&nbsp;&nbsp;&nbsp; 1/14/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 15100 | &nbsp;&nbsp;&nbsp;&nbsp; 15990 |
| &nbsp;&nbsp;&nbsp;KBC Group NV | 4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 4/19/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 9000 | &nbsp;&nbsp;&nbsp;&nbsp; 10712 |
| &nbsp;&nbsp;&nbsp;KBC Group NV | 0.625% | &nbsp;&nbsp;&nbsp;&nbsp; 12/7/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1000 | &nbsp;&nbsp;&nbsp;&nbsp; 1093 |
| &nbsp;&nbsp;&nbsp;KBC Group NV | 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/27/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 8000 | &nbsp;&nbsp;&nbsp;&nbsp; 9288 |
| &nbsp;&nbsp;&nbsp;KBC Group NV | 4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 4/25/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4000 | &nbsp;&nbsp;&nbsp;&nbsp; 4683 |
| &nbsp;&nbsp;&nbsp;KBC Group NV | 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 4/17/35 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3500 | &nbsp;&nbsp;&nbsp;&nbsp; 4116 |
| &nbsp;&nbsp;&nbsp;Proximus SADP | 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/27/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6500 | &nbsp;&nbsp;&nbsp;&nbsp; 7468 |
| &nbsp;&nbsp;&nbsp;Proximus SADP | 0.750% | &nbsp;&nbsp;&nbsp;&nbsp; 11/17/36 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4500 | &nbsp;&nbsp;&nbsp;&nbsp; 3823 |
| &nbsp;&nbsp;&nbsp;Syensqo SA | 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 12/2/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4100 | &nbsp;&nbsp;&nbsp;&nbsp; 4639 |
| &nbsp;&nbsp;&nbsp;VGP NV | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/8/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3300 | &nbsp;&nbsp;&nbsp;&nbsp; 3408 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **416288** |
| **Bermuda (0.0%)** | **Bermuda (0.0%)** | **Bermuda (0.0%)** |  |  |  |
| &nbsp;&nbsp;&nbsp;Athora Holding Ltd. | 5.875% | &nbsp;&nbsp;&nbsp;&nbsp; 9/10/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2700 | &nbsp;&nbsp;&nbsp;&nbsp; 3174 |
| **Canada (1.7%)** | **Canada (1.7%)** | **Canada (1.7%)** |  |  |  |
| &nbsp;&nbsp;&nbsp;407 International Inc. | 2.430% | &nbsp;&nbsp;&nbsp;&nbsp; 5/4/27 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1096 | &nbsp;&nbsp;&nbsp;&nbsp; 789 |
| &nbsp;&nbsp;&nbsp;407 International Inc. | 4.220% | &nbsp;&nbsp;&nbsp;&nbsp; 2/14/28 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 4500 | &nbsp;&nbsp;&nbsp;&nbsp; 3347 |
| &nbsp;&nbsp;&nbsp;407 International Inc. | 3.140% | &nbsp;&nbsp;&nbsp;&nbsp; 3/6/30 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 791 | &nbsp;&nbsp;&nbsp;&nbsp; 569 |
| &nbsp;&nbsp;&nbsp;407 International Inc. | 3.430% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 900 | &nbsp;&nbsp;&nbsp;&nbsp; 640 |
| &nbsp;&nbsp;&nbsp;407 International Inc. | 5.960% | &nbsp;&nbsp;&nbsp;&nbsp; 12/3/35 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 450 | &nbsp;&nbsp;&nbsp;&nbsp; 379 |
| &nbsp;&nbsp;&nbsp;407 International Inc. | 5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 2/14/36 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 800 | &nbsp;&nbsp;&nbsp;&nbsp; 654 |
| &nbsp;&nbsp;&nbsp;407 International Inc. | 4.450% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2550 | &nbsp;&nbsp;&nbsp;&nbsp; 1812 |
| &nbsp;&nbsp;&nbsp;407 International Inc. | 4.190% | &nbsp;&nbsp;&nbsp;&nbsp; 4/25/42 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2805 | &nbsp;&nbsp;&nbsp;&nbsp; 1929 |
| &nbsp;&nbsp;&nbsp;407 International Inc. | 3.650% | &nbsp;&nbsp;&nbsp;&nbsp; 9/8/44 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 5102 | &nbsp;&nbsp;&nbsp;&nbsp; 3236 |
| &nbsp;&nbsp;&nbsp;407 International Inc. | 3.830% | &nbsp;&nbsp;&nbsp;&nbsp; 5/11/46 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 5102 | &nbsp;&nbsp;&nbsp;&nbsp; 3300 |
| &nbsp;&nbsp;&nbsp;407 International Inc. | 3.720% | &nbsp;&nbsp;&nbsp;&nbsp; 5/11/48 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 26 | &nbsp;&nbsp;&nbsp;&nbsp; 16 |
| &nbsp;&nbsp;&nbsp;407 International Inc. | 3.670% | &nbsp;&nbsp;&nbsp;&nbsp; 3/8/49 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1019 | &nbsp;&nbsp;&nbsp;&nbsp; 637 |
| &nbsp;&nbsp;&nbsp;407 International Inc. | 2.840% | &nbsp;&nbsp;&nbsp;&nbsp; 3/7/50 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2092 | &nbsp;&nbsp;&nbsp;&nbsp; 1119 |
| &nbsp;&nbsp;&nbsp;407 International Inc. | 4.860% | &nbsp;&nbsp;&nbsp;&nbsp; 7/31/53 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp;&nbsp; 1498 |
| &nbsp;&nbsp;&nbsp;407 International Inc. | 4.890% | &nbsp;&nbsp;&nbsp;&nbsp; 4/4/54 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 750 | &nbsp;&nbsp;&nbsp;&nbsp; 565 |
| &nbsp;&nbsp;&nbsp;407 International Inc. | 4.540% | &nbsp;&nbsp;&nbsp;&nbsp; 10/9/54 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 3975 | &nbsp;&nbsp;&nbsp;&nbsp; 2838 |
| &nbsp;&nbsp;&nbsp;Aeroports de Montreal | 5.170% | &nbsp;&nbsp;&nbsp;&nbsp; 9/17/35 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1848 | &nbsp;&nbsp;&nbsp;&nbsp; 1460 |
| &nbsp;&nbsp;&nbsp;Aeroports de Montreal | 5.670% | &nbsp;&nbsp;&nbsp;&nbsp; 10/16/37 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 946 | &nbsp;&nbsp;&nbsp;&nbsp; 788 |
| &nbsp;&nbsp;&nbsp;Aeroports de Montreal | 3.030% | &nbsp;&nbsp;&nbsp;&nbsp; 4/21/50 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1962 | &nbsp;&nbsp;&nbsp;&nbsp; 1097 |
| &nbsp;&nbsp;&nbsp;Aeroports de Montreal | 3.441% | &nbsp;&nbsp;&nbsp;&nbsp; 4/26/51 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp;&nbsp; 1201 |

---

------

Total International Bond Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;&nbsp;&nbsp;Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| &nbsp;&nbsp;&nbsp;AIMCo Realty Investors LP | 3.367% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 961 | &nbsp;&nbsp;&nbsp;&nbsp; 699 |
| &nbsp;&nbsp;&nbsp;AIMCo Realty Investors LP | 3.043% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1019 | &nbsp;&nbsp;&nbsp;&nbsp; 733 |
| &nbsp;&nbsp;&nbsp;AIMCo Realty Investors LP | 2.712% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 5714 | &nbsp;&nbsp;&nbsp;&nbsp; 4017 |
| &nbsp;&nbsp;&nbsp;AIMCo Realty Investors LP | 4.640% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 690 | &nbsp;&nbsp;&nbsp;&nbsp; 522 |
| &nbsp;&nbsp;&nbsp;AIMCo Realty Investors LP | 4.970% | &nbsp;&nbsp;&nbsp;&nbsp; 5/23/34 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp;&nbsp; 1525 |
| &nbsp;&nbsp;&nbsp;Alberta Powerline LP | 4.065% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/53 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 3415 | &nbsp;&nbsp;&nbsp;&nbsp; 2182 |
| &nbsp;&nbsp;&nbsp;Alberta Powerline LP | 4.065% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/54 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 526 | &nbsp;&nbsp;&nbsp;&nbsp; 336 |
| &nbsp;&nbsp;&nbsp;Alectra Inc. | 2.488% | &nbsp;&nbsp;&nbsp;&nbsp; 5/17/27 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 5585 | &nbsp;&nbsp;&nbsp;&nbsp; 4005 |
| &nbsp;&nbsp;&nbsp;Alectra Inc. | 1.751% | &nbsp;&nbsp;&nbsp;&nbsp; 2/11/31 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 4200 | &nbsp;&nbsp;&nbsp;&nbsp; 2774 |
| &nbsp;&nbsp;&nbsp;Alectra Inc. | 4.309% | &nbsp;&nbsp;&nbsp;&nbsp; 10/30/34 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1125 | &nbsp;&nbsp;&nbsp;&nbsp; 833 |
| &nbsp;&nbsp;&nbsp;Alectra Inc. | 3.958% | &nbsp;&nbsp;&nbsp;&nbsp; 7/30/42 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 800 | &nbsp;&nbsp;&nbsp;&nbsp; 533 |
| &nbsp;&nbsp;&nbsp;Alectra Inc. | 3.458% | &nbsp;&nbsp;&nbsp;&nbsp; 4/12/49 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1118 | &nbsp;&nbsp;&nbsp;&nbsp; 669 |
| &nbsp;&nbsp;&nbsp;Alimentation Couche-Tard Inc. | 1.875% | &nbsp;&nbsp;&nbsp;&nbsp; 5/6/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp; 113 |
| &nbsp;&nbsp;&nbsp;Alimentation Couche-Tard Inc. | 4.603% | &nbsp;&nbsp;&nbsp;&nbsp; 1/25/29 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 3746 |
| &nbsp;&nbsp;&nbsp;Alimentation Couche-Tard Inc. | 5.592% | &nbsp;&nbsp;&nbsp;&nbsp; 9/25/30 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 3902 |
| &nbsp;&nbsp;&nbsp;Alimentation Couche-Tard Inc. | 3.647% | &nbsp;&nbsp;&nbsp;&nbsp; 5/12/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3000 | &nbsp;&nbsp;&nbsp;&nbsp; 3436 |
| &nbsp;&nbsp;&nbsp;Alimentation Couche-Tard Inc. | 4.011% | &nbsp;&nbsp;&nbsp;&nbsp; 2/12/36 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6000 | &nbsp;&nbsp;&nbsp;&nbsp; 6738 |
| &nbsp;&nbsp;&nbsp;Allied Properties REIT | 5.534% | &nbsp;&nbsp;&nbsp;&nbsp; 9/26/28 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 3950 | &nbsp;&nbsp;&nbsp;&nbsp; 2944 |
| &nbsp;&nbsp;&nbsp;AltaGas Ltd. | 3.980% | &nbsp;&nbsp;&nbsp;&nbsp; 10/4/27 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1525 | &nbsp;&nbsp;&nbsp;&nbsp; 1119 |
| &nbsp;&nbsp;&nbsp;AltaGas Ltd. | 2.075% | &nbsp;&nbsp;&nbsp;&nbsp; 5/30/28 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1520 | &nbsp;&nbsp;&nbsp;&nbsp; 1056 |
| &nbsp;&nbsp;&nbsp;AltaGas Ltd. | 4.672% | &nbsp;&nbsp;&nbsp;&nbsp; 1/8/29 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2500 | &nbsp;&nbsp;&nbsp;&nbsp; 1875 |
| &nbsp;&nbsp;&nbsp;AltaGas Ltd. | 5.141% | &nbsp;&nbsp;&nbsp;&nbsp; 3/14/34 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2500 | &nbsp;&nbsp;&nbsp;&nbsp; 1889 |
| &nbsp;&nbsp;&nbsp;AltaGas Ltd. | 5.597% | &nbsp;&nbsp;&nbsp;&nbsp; 3/14/54 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1000 | &nbsp;&nbsp;&nbsp;&nbsp; 751 |
| &nbsp;&nbsp;&nbsp;AltaLink LP | 1.509% | &nbsp;&nbsp;&nbsp;&nbsp; 9/11/30 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 7990 | &nbsp;&nbsp;&nbsp;&nbsp; 5275 |
| &nbsp;&nbsp;&nbsp;AltaLink LP | 4.692% | &nbsp;&nbsp;&nbsp;&nbsp; 11/28/32 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 3150 | &nbsp;&nbsp;&nbsp;&nbsp; 2416 |
| &nbsp;&nbsp;&nbsp;AltaLink LP | 4.872% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2604 | &nbsp;&nbsp;&nbsp;&nbsp; 1938 |
| &nbsp;&nbsp;&nbsp;AltaLink LP | 4.462% | &nbsp;&nbsp;&nbsp;&nbsp; 11/8/41 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1223 | &nbsp;&nbsp;&nbsp;&nbsp; 869 |
| &nbsp;&nbsp;&nbsp;AltaLink LP | 3.990% | &nbsp;&nbsp;&nbsp;&nbsp; 6/30/42 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1491 | &nbsp;&nbsp;&nbsp;&nbsp; 999 |
| &nbsp;&nbsp;&nbsp;AltaLink LP | 4.922% | &nbsp;&nbsp;&nbsp;&nbsp; 9/17/43 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1529 | &nbsp;&nbsp;&nbsp;&nbsp; 1147 |
| &nbsp;&nbsp;&nbsp;AltaLink LP | 4.054% | &nbsp;&nbsp;&nbsp;&nbsp; 11/21/44 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 911 | &nbsp;&nbsp;&nbsp;&nbsp; 611 |
| &nbsp;&nbsp;&nbsp;AltaLink LP | 4.090% | &nbsp;&nbsp;&nbsp;&nbsp; 6/30/45 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 813 | &nbsp;&nbsp;&nbsp;&nbsp; 548 |
| &nbsp;&nbsp;&nbsp;AltaLink LP | 3.717% | &nbsp;&nbsp;&nbsp;&nbsp; 12/3/46 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1648 | &nbsp;&nbsp;&nbsp;&nbsp; 1046 |
| &nbsp;&nbsp;&nbsp;AltaLink LP | 5.463% | &nbsp;&nbsp;&nbsp;&nbsp; 10/11/55 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp;&nbsp; 1643 |
| &nbsp;&nbsp;&nbsp;ARC Resources Ltd. | 3.465% | &nbsp;&nbsp;&nbsp;&nbsp; 3/10/31 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2153 | &nbsp;&nbsp;&nbsp;&nbsp; 1499 |
| &nbsp;&nbsp;&nbsp;Athabasca Indigenous Midstream LP | 6.069% | &nbsp;&nbsp;&nbsp;&nbsp; 2/5/42 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 331 | &nbsp;&nbsp;&nbsp;&nbsp; 257 |
| &nbsp;&nbsp;&nbsp;Bank of Montreal | 1.551% | &nbsp;&nbsp;&nbsp;&nbsp; 5/28/26 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 3742 | &nbsp;&nbsp;&nbsp;&nbsp; 2677 |
| &nbsp;&nbsp;&nbsp;Bank of Montreal | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/9/26 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 2800 | &nbsp;&nbsp;&nbsp;&nbsp; 3551 |
| &nbsp;&nbsp;&nbsp;Bank of Montreal | 2.700% | &nbsp;&nbsp;&nbsp;&nbsp; 12/9/26 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 5102 | &nbsp;&nbsp;&nbsp;&nbsp; 3696 |
| &nbsp;&nbsp;&nbsp;Bank of Montreal | 3.650% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 6236 | &nbsp;&nbsp;&nbsp;&nbsp; 4564 |
| &nbsp;&nbsp;&nbsp;Bank of Montreal | 4.309% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 5033 | &nbsp;&nbsp;&nbsp;&nbsp; 3732 |
| &nbsp;&nbsp;&nbsp;Bank of Montreal | 4.709% | &nbsp;&nbsp;&nbsp;&nbsp; 12/7/27 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 5638 | &nbsp;&nbsp;&nbsp;&nbsp; 4231 |
| &nbsp;&nbsp;&nbsp;Bank of Montreal | 3.190% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 8939 | &nbsp;&nbsp;&nbsp;&nbsp; 6500 |
| &nbsp;&nbsp;&nbsp;Bank of Montreal | 5.039% | &nbsp;&nbsp;&nbsp;&nbsp; 5/29/28 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 5962 | &nbsp;&nbsp;&nbsp;&nbsp; 4534 |
| &nbsp;&nbsp;&nbsp;Bank of Montreal | 4.537% | &nbsp;&nbsp;&nbsp;&nbsp; 12/18/28 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 14000 | &nbsp;&nbsp;&nbsp;&nbsp; 10532 |
| &nbsp;&nbsp;&nbsp;Bank of Montreal | 0.050% | &nbsp;&nbsp;&nbsp;&nbsp; 6/8/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 14781 | &nbsp;&nbsp;&nbsp;&nbsp; 15175 |
| &nbsp;&nbsp;&nbsp;Bank of Montreal | 4.420% | &nbsp;&nbsp;&nbsp;&nbsp; 7/17/29 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 7000 | &nbsp;&nbsp;&nbsp;&nbsp; 5254 |
| &nbsp;&nbsp;&nbsp;Bank of Montreal | 1.928% | &nbsp;&nbsp;&nbsp;&nbsp; 7/22/31 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 4513 | &nbsp;&nbsp;&nbsp;&nbsp; 3218 |
| &nbsp;&nbsp;&nbsp;Bank of Montreal | 6.534% | &nbsp;&nbsp;&nbsp;&nbsp; 10/27/32 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2800 | &nbsp;&nbsp;&nbsp;&nbsp; 2170 |
| &nbsp;&nbsp;&nbsp;Bank of Montreal | 6.034% | &nbsp;&nbsp;&nbsp;&nbsp; 9/7/33 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 8700 | &nbsp;&nbsp;&nbsp;&nbsp; 6738 |
| &nbsp;&nbsp;&nbsp;Bank of Montreal | 4.976% | &nbsp;&nbsp;&nbsp;&nbsp; 7/3/34 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 3744 |
| &nbsp;&nbsp;&nbsp;Bank of Nova Scotia | 5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/8/26 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 14000 | &nbsp;&nbsp;&nbsp;&nbsp; 10405 |
| &nbsp;&nbsp;&nbsp;Bank of Nova Scotia | 0.125% | &nbsp;&nbsp;&nbsp;&nbsp; 9/4/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5938 | &nbsp;&nbsp;&nbsp;&nbsp; 6542 |
| &nbsp;&nbsp;&nbsp;Bank of Nova Scotia | 1.850% | &nbsp;&nbsp;&nbsp;&nbsp; 11/2/26 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 7206 | &nbsp;&nbsp;&nbsp;&nbsp; 5141 |
| &nbsp;&nbsp;&nbsp;Bank of Nova Scotia | 2.620% | &nbsp;&nbsp;&nbsp;&nbsp; 12/2/26 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 7654 | &nbsp;&nbsp;&nbsp;&nbsp; 5535 |
| &nbsp;&nbsp;&nbsp;Bank of Nova Scotia | 2.950% | &nbsp;&nbsp;&nbsp;&nbsp; 3/8/27 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 44577 | &nbsp;&nbsp;&nbsp;&nbsp; 32228 |
| &nbsp;&nbsp;&nbsp;Bank of Nova Scotia | 0.010% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 22181 | &nbsp;&nbsp;&nbsp;&nbsp; 23737 |
| &nbsp;&nbsp;&nbsp;Bank of Nova Scotia | 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 1/18/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 38000 | &nbsp;&nbsp;&nbsp;&nbsp; 44175 |
| &nbsp;&nbsp;&nbsp;Bank of Nova Scotia | 4.680% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 500 | &nbsp;&nbsp;&nbsp;&nbsp; 378 |
| &nbsp;&nbsp;&nbsp;Bank of Nova Scotia | 3.934% | &nbsp;&nbsp;&nbsp;&nbsp; 5/3/32 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 6130 | &nbsp;&nbsp;&nbsp;&nbsp; 4480 |
| &nbsp;&nbsp;&nbsp;Bank of Nova Scotia | 4.442% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 9000 | &nbsp;&nbsp;&nbsp;&nbsp; 6616 |
| &nbsp;&nbsp;&nbsp;BCI QuadReal Realty | 1.747% | &nbsp;&nbsp;&nbsp;&nbsp; 7/24/30 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2274 | &nbsp;&nbsp;&nbsp;&nbsp; 1507 |
| &nbsp;&nbsp;&nbsp;bcIMC Realty Corp. | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/31/27 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1701 | &nbsp;&nbsp;&nbsp;&nbsp; 1231 |
| &nbsp;&nbsp;&nbsp;Bell Telephone Co. of Canada or Bell Canada | 2.900% | &nbsp;&nbsp;&nbsp;&nbsp; 8/12/26 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1529 | &nbsp;&nbsp;&nbsp;&nbsp; 1106 |
| &nbsp;&nbsp;&nbsp;Bell Telephone Co. of Canada or Bell Canada | 1.650% | &nbsp;&nbsp;&nbsp;&nbsp; 8/16/27 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 3000 | &nbsp;&nbsp;&nbsp;&nbsp; 2112 |
| &nbsp;&nbsp;&nbsp;Bell Telephone Co. of Canada or Bell Canada | 3.600% | &nbsp;&nbsp;&nbsp;&nbsp; 9/29/27 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 4700 | &nbsp;&nbsp;&nbsp;&nbsp; 3434 |
| &nbsp;&nbsp;&nbsp;Bell Telephone Co. of Canada or Bell Canada | 3.800% | &nbsp;&nbsp;&nbsp;&nbsp; 8/21/28 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 9529 | &nbsp;&nbsp;&nbsp;&nbsp; 6987 |
| &nbsp;&nbsp;&nbsp;Bell Telephone Co. of Canada or Bell Canada | 2.900% | &nbsp;&nbsp;&nbsp;&nbsp; 9/10/29 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2550 | &nbsp;&nbsp;&nbsp;&nbsp; 1797 |
| &nbsp;&nbsp;&nbsp;Bell Telephone Co. of Canada or Bell Canada | 4.550% | &nbsp;&nbsp;&nbsp;&nbsp; 2/9/30 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 6360 | &nbsp;&nbsp;&nbsp;&nbsp; 4777 |
| &nbsp;&nbsp;&nbsp;Bell Telephone Co. of Canada or Bell Canada | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/17/31 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1850 | &nbsp;&nbsp;&nbsp;&nbsp; 1279 |
| &nbsp;&nbsp;&nbsp;Bell Telephone Co. of Canada or Bell Canada | 7.850% | &nbsp;&nbsp;&nbsp;&nbsp; 4/2/31 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2550 | &nbsp;&nbsp;&nbsp;&nbsp; 2176 |

---

------

Total International Bond Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;&nbsp;&nbsp;Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| &nbsp;&nbsp;&nbsp;Bell Telephone Co. of Canada or Bell Canada | 5.850% | &nbsp;&nbsp;&nbsp;&nbsp; 11/10/32 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 9140 | &nbsp;&nbsp;&nbsp;&nbsp; 7287 |
| &nbsp;&nbsp;&nbsp;Bell Telephone Co. of Canada or Bell Canada | 5.150% | &nbsp;&nbsp;&nbsp;&nbsp; 8/24/34 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 8750 | &nbsp;&nbsp;&nbsp;&nbsp; 6675 |
| &nbsp;&nbsp;&nbsp;Bell Telephone Co. of Canada or Bell Canada | 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 9/29/44 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2086 | &nbsp;&nbsp;&nbsp;&nbsp; 1427 |
| &nbsp;&nbsp;&nbsp;Bell Telephone Co. of Canada or Bell Canada | 4.350% | &nbsp;&nbsp;&nbsp;&nbsp; 12/18/45 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2434 | &nbsp;&nbsp;&nbsp;&nbsp; 1573 |
| &nbsp;&nbsp;&nbsp;Bell Telephone Co. of Canada or Bell Canada | 4.450% | &nbsp;&nbsp;&nbsp;&nbsp; 2/27/47 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 967 | &nbsp;&nbsp;&nbsp;&nbsp; 632 |
| &nbsp;&nbsp;&nbsp;Bell Telephone Co. of Canada or Bell Canada | 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 9/30/50 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1857 | &nbsp;&nbsp;&nbsp;&nbsp; 1020 |
| &nbsp;&nbsp;&nbsp;Bell Telephone Co. of Canada or Bell Canada | 4.050% | &nbsp;&nbsp;&nbsp;&nbsp; 3/17/51 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2106 | &nbsp;&nbsp;&nbsp;&nbsp; 1278 |
| &nbsp;&nbsp;&nbsp;Bell Telephone Co. of Canada or Bell Canada | 5.600% | &nbsp;&nbsp;&nbsp;&nbsp; 8/11/53 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 8280 | &nbsp;&nbsp;&nbsp;&nbsp; 6331 |
| &nbsp;&nbsp;&nbsp;Bridging North America GP | 4.341% | &nbsp;&nbsp;&nbsp;&nbsp; 8/31/53 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 563 | &nbsp;&nbsp;&nbsp;&nbsp; 350 |
| &nbsp;&nbsp;&nbsp;British Columbia Ferry Services Inc. | 4.702% | &nbsp;&nbsp;&nbsp;&nbsp; 10/23/43 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1159 | &nbsp;&nbsp;&nbsp;&nbsp; 846 |
| &nbsp;&nbsp;&nbsp;British Columbia Ferry Services Inc. | 2.794% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2550 | &nbsp;&nbsp;&nbsp;&nbsp; 1351 |
| &nbsp;&nbsp;&nbsp;Brookfield Corp. | 3.800% | &nbsp;&nbsp;&nbsp;&nbsp; 3/16/27 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2160 | &nbsp;&nbsp;&nbsp;&nbsp; 1581 |
| &nbsp;&nbsp;&nbsp;Brookfield Corp. | 5.950% | &nbsp;&nbsp;&nbsp;&nbsp; 6/14/35 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 600 | &nbsp;&nbsp;&nbsp;&nbsp; 482 |
| &nbsp;&nbsp;&nbsp;Brookfield Finance II Inc. | 5.431% | &nbsp;&nbsp;&nbsp;&nbsp; 12/14/32 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 3700 | &nbsp;&nbsp;&nbsp;&nbsp; 2868 |
| &nbsp;&nbsp;&nbsp;Brookfield Infrastructure Finance ULC | 4.193% | &nbsp;&nbsp;&nbsp;&nbsp; 9/11/28 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2166 | &nbsp;&nbsp;&nbsp;&nbsp; 1600 |
| &nbsp;&nbsp;&nbsp;Brookfield Infrastructure Finance ULC | 5.710% | &nbsp;&nbsp;&nbsp;&nbsp; 7/27/30 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 3500 | &nbsp;&nbsp;&nbsp;&nbsp; 2747 |
| &nbsp;&nbsp;&nbsp;Brookfield Infrastructure Finance ULC | 2.855% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 10819 | &nbsp;&nbsp;&nbsp;&nbsp; 7129 |
| &nbsp;&nbsp;&nbsp;Brookfield Infrastructure Finance ULC | 5.439% | &nbsp;&nbsp;&nbsp;&nbsp; 4/25/34 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 4152 | &nbsp;&nbsp;&nbsp;&nbsp; 3194 |
| &nbsp;&nbsp;&nbsp;Brookfield Infrastructure Finance ULC | 5.789% | &nbsp;&nbsp;&nbsp;&nbsp; 4/25/52 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 930 | &nbsp;&nbsp;&nbsp;&nbsp; 713 |
| &nbsp;&nbsp;&nbsp;Brookfield Infrastructure Finance ULC | 5.950% | &nbsp;&nbsp;&nbsp;&nbsp; 7/27/53 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1000 | &nbsp;&nbsp;&nbsp;&nbsp; 783 |
| &nbsp;&nbsp;&nbsp;Brookfield Renewable Partners ULC | 3.630% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1990 | &nbsp;&nbsp;&nbsp;&nbsp; 1451 |
| &nbsp;&nbsp;&nbsp;Brookfield Renewable Partners ULC | 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2750 | &nbsp;&nbsp;&nbsp;&nbsp; 2036 |
| &nbsp;&nbsp;&nbsp;Brookfield Renewable Partners ULC | 3.380% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2805 | &nbsp;&nbsp;&nbsp;&nbsp; 2003 |
| &nbsp;&nbsp;&nbsp;Brookfield Renewable Partners ULC | 5.880% | &nbsp;&nbsp;&nbsp;&nbsp; 11/9/32 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1100 | &nbsp;&nbsp;&nbsp;&nbsp; 880 |
| &nbsp;&nbsp;&nbsp;Brookfield Renewable Partners ULC | 5.292% | &nbsp;&nbsp;&nbsp;&nbsp; 10/28/33 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1300 | &nbsp;&nbsp;&nbsp;&nbsp; 1002 |
| &nbsp;&nbsp;&nbsp;Brookfield Renewable Partners ULC | 4.290% | &nbsp;&nbsp;&nbsp;&nbsp; 11/5/49 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1990 | &nbsp;&nbsp;&nbsp;&nbsp; 1250 |
| &nbsp;&nbsp;&nbsp;Brookfield Renewable Partners ULC | 3.330% | &nbsp;&nbsp;&nbsp;&nbsp; 8/13/50 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 896 | &nbsp;&nbsp;&nbsp;&nbsp; 476 |
| &nbsp;&nbsp;&nbsp;Brookfield Renewable Partners ULC | 5.318% | &nbsp;&nbsp;&nbsp;&nbsp; 1/10/54 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2355 | &nbsp;&nbsp;&nbsp;&nbsp; 1722 |
| &nbsp;&nbsp;&nbsp;Bruce Power LP | 3.969% | &nbsp;&nbsp;&nbsp;&nbsp; 6/23/26 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 7550 | &nbsp;&nbsp;&nbsp;&nbsp; 5515 |
| &nbsp;&nbsp;&nbsp;Bruce Power LP | 2.680% | &nbsp;&nbsp;&nbsp;&nbsp; 12/21/28 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 5200 | &nbsp;&nbsp;&nbsp;&nbsp; 3679 |
| &nbsp;&nbsp;&nbsp;Bruce Power LP | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/21/30 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2021 | &nbsp;&nbsp;&nbsp;&nbsp; 1493 |
| &nbsp;&nbsp;&nbsp;Bruce Power LP | 4.700% | &nbsp;&nbsp;&nbsp;&nbsp; 6/21/31 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp;&nbsp; 1516 |
| &nbsp;&nbsp;&nbsp;Bruce Power LP | 4.990% | &nbsp;&nbsp;&nbsp;&nbsp; 12/21/32 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 900 | &nbsp;&nbsp;&nbsp;&nbsp; 689 |
| &nbsp;&nbsp;&nbsp;Bruce Power LP | 4.132% | &nbsp;&nbsp;&nbsp;&nbsp; 6/21/33 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2245 | &nbsp;&nbsp;&nbsp;&nbsp; 1622 |
| &nbsp;&nbsp;&nbsp;Bruce Power LP | 4.270% | &nbsp;&nbsp;&nbsp;&nbsp; 12/21/34 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 6000 | &nbsp;&nbsp;&nbsp;&nbsp; 4310 |
| &nbsp;&nbsp;&nbsp;Calgary Airport Authority | 3.199% | &nbsp;&nbsp;&nbsp;&nbsp; 10/7/36 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 6901 | &nbsp;&nbsp;&nbsp;&nbsp; 4502 |
| &nbsp;&nbsp;&nbsp;Calgary Airport Authority | 3.341% | &nbsp;&nbsp;&nbsp;&nbsp; 10/7/38 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2452 | &nbsp;&nbsp;&nbsp;&nbsp; 1598 |
| &nbsp;&nbsp;&nbsp;Cameco Corp. | 2.950% | &nbsp;&nbsp;&nbsp;&nbsp; 10/21/27 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1622 | &nbsp;&nbsp;&nbsp;&nbsp; 1163 |
| &nbsp;&nbsp;&nbsp;Canadian Imperial Bank of Commerce | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 12/7/26 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 8500 | &nbsp;&nbsp;&nbsp;&nbsp; 6344 |
| &nbsp;&nbsp;&nbsp;Canadian Imperial Bank of Commerce | 2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 1/7/27 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 4703 | &nbsp;&nbsp;&nbsp;&nbsp; 3364 |
| &nbsp;&nbsp;&nbsp;Canadian Imperial Bank of Commerce | 4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 6/29/27 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 10900 | &nbsp;&nbsp;&nbsp;&nbsp; 8187 |
| &nbsp;&nbsp;&nbsp;Canadian Imperial Bank of Commerce | 5.050% | &nbsp;&nbsp;&nbsp;&nbsp; 10/7/27 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 3700 | &nbsp;&nbsp;&nbsp;&nbsp; 2793 |
| &nbsp;&nbsp;&nbsp;Canadian Imperial Bank of Commerce | 0.010% | &nbsp;&nbsp;&nbsp;&nbsp; 4/30/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 27476 | &nbsp;&nbsp;&nbsp;&nbsp; 28317 |
| &nbsp;&nbsp;&nbsp;Canadian Imperial Bank of Commerce | 4.200% | &nbsp;&nbsp;&nbsp;&nbsp; 4/7/32 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 3348 | &nbsp;&nbsp;&nbsp;&nbsp; 2458 |
| &nbsp;&nbsp;&nbsp;Canadian Imperial Bank of Commerce | 5.330% | &nbsp;&nbsp;&nbsp;&nbsp; 1/20/33 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 13505 | &nbsp;&nbsp;&nbsp;&nbsp; 10199 |
| &nbsp;&nbsp;&nbsp;Canadian Imperial Bank of Commerce | 5.350% | &nbsp;&nbsp;&nbsp;&nbsp; 4/20/33 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2700 | &nbsp;&nbsp;&nbsp;&nbsp; 2044 |
| &nbsp;&nbsp;&nbsp;Canadian Imperial Bank of Commerce | 5.300% | &nbsp;&nbsp;&nbsp;&nbsp; 1/16/34 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 4480 | &nbsp;&nbsp;&nbsp;&nbsp; 3401 |
| &nbsp;&nbsp;&nbsp;Canadian Imperial Bank of Commerce | 4.900% | &nbsp;&nbsp;&nbsp;&nbsp; 6/12/34 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 6300 | &nbsp;&nbsp;&nbsp;&nbsp; 4710 |
| &nbsp;&nbsp;&nbsp;Canadian National Railway Co. | 3.200% | &nbsp;&nbsp;&nbsp;&nbsp; 7/31/28 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1403 | &nbsp;&nbsp;&nbsp;&nbsp; 1020 |
| &nbsp;&nbsp;&nbsp;Canadian National Railway Co. | 4.600% | &nbsp;&nbsp;&nbsp;&nbsp; 5/2/29 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 4000 | &nbsp;&nbsp;&nbsp;&nbsp; 3037 |
| &nbsp;&nbsp;&nbsp;Canadian National Railway Co. | 4.150% | &nbsp;&nbsp;&nbsp;&nbsp; 5/10/30 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 4000 | &nbsp;&nbsp;&nbsp;&nbsp; 2994 |
| &nbsp;&nbsp;&nbsp;Canadian National Railway Co. | 3.600% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 5098 | &nbsp;&nbsp;&nbsp;&nbsp; 3130 |
| &nbsp;&nbsp;&nbsp;Canadian National Railway Co. | 3.600% | &nbsp;&nbsp;&nbsp;&nbsp; 7/31/48 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2800 | &nbsp;&nbsp;&nbsp;&nbsp; 1709 |
| &nbsp;&nbsp;&nbsp;Canadian National Railway Co. | 3.600% | &nbsp;&nbsp;&nbsp;&nbsp; 2/8/49 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1432 | &nbsp;&nbsp;&nbsp;&nbsp; 873 |
| &nbsp;&nbsp;&nbsp;Canadian National Railway Co. | 3.050% | &nbsp;&nbsp;&nbsp;&nbsp; 2/8/50 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 4195 | &nbsp;&nbsp;&nbsp;&nbsp; 2306 |
| &nbsp;&nbsp;&nbsp;Canadian National Railway Co. | 4.700% | &nbsp;&nbsp;&nbsp;&nbsp; 5/10/53 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 75 | &nbsp;&nbsp;&nbsp;&nbsp; 54 |
| &nbsp;&nbsp;&nbsp;Canadian Natural Resources Ltd. | 2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 1/17/28 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2471 | &nbsp;&nbsp;&nbsp;&nbsp; 1751 |
| &nbsp;&nbsp;&nbsp;Canadian Natural Resources Ltd. | 4.150% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2800 | &nbsp;&nbsp;&nbsp;&nbsp; 2020 |
| &nbsp;&nbsp;&nbsp;Canadian Pacific Railway Co. | 2.540% | &nbsp;&nbsp;&nbsp;&nbsp; 2/28/28 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 6865 | &nbsp;&nbsp;&nbsp;&nbsp; 4902 |
| &nbsp;&nbsp;&nbsp;Canadian Pacific Railway Co. | 3.150% | &nbsp;&nbsp;&nbsp;&nbsp; 3/13/29 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2618 | &nbsp;&nbsp;&nbsp;&nbsp; 1887 |
| &nbsp;&nbsp;&nbsp;Canadian Pacific Railway Co. | 6.450% | &nbsp;&nbsp;&nbsp;&nbsp; 11/17/39 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 892 | &nbsp;&nbsp;&nbsp;&nbsp; 769 |
| &nbsp;&nbsp;&nbsp;Canadian Pacific Railway Co. | 3.050% | &nbsp;&nbsp;&nbsp;&nbsp; 3/9/50 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 887 | &nbsp;&nbsp;&nbsp;&nbsp; 487 |
| &nbsp;&nbsp;&nbsp;Canadian Tire Corp. Ltd. | 5.372% | &nbsp;&nbsp;&nbsp;&nbsp; 9/16/30 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1000 | &nbsp;&nbsp;&nbsp;&nbsp; 771 |
| &nbsp;&nbsp;&nbsp;Canadian Tire Corp. Ltd. | 5.610% | &nbsp;&nbsp;&nbsp;&nbsp; 9/4/35 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1016 | &nbsp;&nbsp;&nbsp;&nbsp; 767 |
| &nbsp;&nbsp;&nbsp;Canadian Utilities Ltd. | 4.851% | &nbsp;&nbsp;&nbsp;&nbsp; 6/3/52 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1380 | &nbsp;&nbsp;&nbsp;&nbsp; 996 |
| &nbsp;&nbsp;&nbsp;Capital City Link General Partnership | 4.386% | &nbsp;&nbsp;&nbsp;&nbsp; 3/31/46 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 355 | &nbsp;&nbsp;&nbsp;&nbsp; 246 |
| &nbsp;&nbsp;&nbsp;Capital Power Corp. | 5.378% | &nbsp;&nbsp;&nbsp;&nbsp; 1/25/27 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 3055 | &nbsp;&nbsp;&nbsp;&nbsp; 2286 |
| &nbsp;&nbsp;&nbsp;Capital Power Corp. | 4.424% | &nbsp;&nbsp;&nbsp;&nbsp; 2/8/30 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1069 | &nbsp;&nbsp;&nbsp;&nbsp; 787 |
| &nbsp;&nbsp;&nbsp;Capital Power Corp. | 3.147% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1224 | &nbsp;&nbsp;&nbsp;&nbsp; 820 |
| &nbsp;&nbsp;&nbsp;Capital Power Corp. | 5.973% | &nbsp;&nbsp;&nbsp;&nbsp; 1/25/34 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1665 | &nbsp;&nbsp;&nbsp;&nbsp; 1305 |

---

------

Total International Bond Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;CCL Industries Inc. | 3.864% | &nbsp;&nbsp;&nbsp;&nbsp; 4/13/28&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 825 | &nbsp;&nbsp;&nbsp;&nbsp; 602 |
|  | &nbsp;&nbsp;&nbsp;Cenovus Energy Inc. | 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 2/7/28&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 10249 | &nbsp;&nbsp;&nbsp;&nbsp; 7398 |
|  | &nbsp;&nbsp;&nbsp;Central 1 Credit Union | 4.648% | &nbsp;&nbsp;&nbsp;&nbsp; 2/7/28&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1200 | &nbsp;&nbsp;&nbsp;&nbsp; 893 |
|  | &nbsp;&nbsp;&nbsp;Central 1 Credit Union | 2.391% | &nbsp;&nbsp;&nbsp;&nbsp; 6/30/31&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1496 | &nbsp;&nbsp;&nbsp;&nbsp; 1069 |
|  | &nbsp;&nbsp;&nbsp;Choice Properties REIT | 2.848% | &nbsp;&nbsp;&nbsp;&nbsp; 5/21/27&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 3551 | &nbsp;&nbsp;&nbsp;&nbsp; 2553 |
|  | &nbsp;&nbsp;&nbsp;Choice Properties REIT | 4.178% | &nbsp;&nbsp;&nbsp;&nbsp; 3/8/28&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2550 | &nbsp;&nbsp;&nbsp;&nbsp; 1884 |
|  | &nbsp;&nbsp;&nbsp;Choice Properties REIT | 5.030% | &nbsp;&nbsp;&nbsp;&nbsp; 2/28/31&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 5100 | &nbsp;&nbsp;&nbsp;&nbsp; 3873 |
|  | &nbsp;&nbsp;&nbsp;Choice Properties REIT | 6.003% | &nbsp;&nbsp;&nbsp;&nbsp; 6/24/32&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2900 | &nbsp;&nbsp;&nbsp;&nbsp; 2305 |
|  | &nbsp;&nbsp;&nbsp;Choice Properties REIT | 5.400% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/33&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1700 | &nbsp;&nbsp;&nbsp;&nbsp; 1303 |
|  | &nbsp;&nbsp;&nbsp;Choice Properties REIT | 5.699% | &nbsp;&nbsp;&nbsp;&nbsp; 2/28/34&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1300 | &nbsp;&nbsp;&nbsp;&nbsp; 1013 |
|  | &nbsp;&nbsp;&nbsp;Clover LP | 4.216% | &nbsp;&nbsp;&nbsp;&nbsp; 3/31/34&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 684 | &nbsp;&nbsp;&nbsp;&nbsp; 496 |
|  | &nbsp;&nbsp;&nbsp;Clover LP | 4.216% | &nbsp;&nbsp;&nbsp;&nbsp; 6/30/34&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 661 | &nbsp;&nbsp;&nbsp;&nbsp; 478 |
|  | &nbsp;&nbsp;&nbsp;Coastal Gaslink Pipeline LP | 4.673% | &nbsp;&nbsp;&nbsp;&nbsp; 6/30/27&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1500 | &nbsp;&nbsp;&nbsp;&nbsp; 1120 |
|  | &nbsp;&nbsp;&nbsp;Coastal Gaslink Pipeline LP | 4.691% | &nbsp;&nbsp;&nbsp;&nbsp; 9/30/29&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp;&nbsp; 1519 |
|  | &nbsp;&nbsp;&nbsp;Coastal Gaslink Pipeline LP | 4.907% | &nbsp;&nbsp;&nbsp;&nbsp; 6/30/31&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 6500 | &nbsp;&nbsp;&nbsp;&nbsp; 4987 |
|  | &nbsp;&nbsp;&nbsp;Coastal Gaslink Pipeline LP | 5.538% | &nbsp;&nbsp;&nbsp;&nbsp; 6/30/39&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2500 | &nbsp;&nbsp;&nbsp;&nbsp; 1973 |
|  | &nbsp;&nbsp;&nbsp;Coastal Gaslink Pipeline LP | 5.607% | &nbsp;&nbsp;&nbsp;&nbsp; 6/30/44&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 3977 |
|  | &nbsp;&nbsp;&nbsp;Coastal Gaslink Pipeline LP | 5.606% | &nbsp;&nbsp;&nbsp;&nbsp; 3/30/47&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 3934 |
|  | &nbsp;&nbsp;&nbsp;Coastal Gaslink Pipeline LP | 5.857% | &nbsp;&nbsp;&nbsp;&nbsp; 3/30/49&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 3825 | &nbsp;&nbsp;&nbsp;&nbsp; 3114 |
|  | &nbsp;&nbsp;&nbsp;Coastal Gaslink Pipeline LP | 5.857% | &nbsp;&nbsp;&nbsp;&nbsp; 6/30/49&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1313 | &nbsp;&nbsp;&nbsp;&nbsp; 1068 |
|  | &nbsp;&nbsp;&nbsp;Cogeco Communications Inc. | 2.991% | &nbsp;&nbsp;&nbsp;&nbsp; 9/22/31&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1796 | &nbsp;&nbsp;&nbsp;&nbsp; 1214 |
|  | &nbsp;&nbsp;&nbsp;Cogeco Communications Inc. | 5.299% | &nbsp;&nbsp;&nbsp;&nbsp; 2/16/33&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1000 | &nbsp;&nbsp;&nbsp;&nbsp; 760 |
|  | &nbsp;&nbsp;&nbsp;Concordia University | 6.550% | &nbsp;&nbsp;&nbsp;&nbsp; 9/2/42&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1529 | &nbsp;&nbsp;&nbsp;&nbsp; 1344 |
|  | &nbsp;&nbsp;&nbsp;Co-operators Financial Services Ltd. | 3.327% | &nbsp;&nbsp;&nbsp;&nbsp; 5/13/30&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 835 | &nbsp;&nbsp;&nbsp;&nbsp; 580 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Cordelio Amalco GP I | 4.087% | &nbsp;&nbsp;&nbsp;&nbsp; 6/30/34 &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1751 | &nbsp;&nbsp;&nbsp;&nbsp; 1253 |
|  | &nbsp;&nbsp;&nbsp;Crombie REIT | 3.677% | &nbsp;&nbsp;&nbsp;&nbsp; 8/26/26 &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1529 | &nbsp;&nbsp;&nbsp;&nbsp; 1113 |
|  | &nbsp;&nbsp;&nbsp;Crombie REIT | 3.917% | &nbsp;&nbsp;&nbsp;&nbsp; 6/21/27 &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 917 | &nbsp;&nbsp;&nbsp;&nbsp; 670 |
|  | &nbsp;&nbsp;&nbsp;Crombie REIT | 2.686% | &nbsp;&nbsp;&nbsp;&nbsp; 3/31/28 &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 892 | &nbsp;&nbsp;&nbsp;&nbsp; 628 |
|  | &nbsp;&nbsp;&nbsp;Crombie REIT | 4.732% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/32 &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2725 | &nbsp;&nbsp;&nbsp;&nbsp; 2002 |
|  | &nbsp;&nbsp;&nbsp;Crosslinx Transit Solutions GP | 4.651% | &nbsp;&nbsp;&nbsp;&nbsp; 9/30/46 &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1452 | &nbsp;&nbsp;&nbsp;&nbsp; 989 |
|  | &nbsp;&nbsp;&nbsp;CU Inc. | 4.543% | &nbsp;&nbsp;&nbsp;&nbsp; 10/24/41 &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1019 | &nbsp;&nbsp;&nbsp;&nbsp; 732 |
|  | &nbsp;&nbsp;&nbsp;CU Inc. | 3.805% | &nbsp;&nbsp;&nbsp;&nbsp; 9/10/42 &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 3591 | &nbsp;&nbsp;&nbsp;&nbsp; 2350 |
|  | &nbsp;&nbsp;&nbsp;CU Inc. | 4.722% | &nbsp;&nbsp;&nbsp;&nbsp; 9/9/43 &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 8529 | &nbsp;&nbsp;&nbsp;&nbsp; 6253 |
|  | &nbsp;&nbsp;&nbsp;CU Inc. | 4.085% | &nbsp;&nbsp;&nbsp;&nbsp; 9/2/44 &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1555 | &nbsp;&nbsp;&nbsp;&nbsp; 1049 |
|  | &nbsp;&nbsp;&nbsp;CU Inc. | 3.964% | &nbsp;&nbsp;&nbsp;&nbsp; 7/27/45 &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1529 | &nbsp;&nbsp;&nbsp;&nbsp; 1012 |
|  | &nbsp;&nbsp;&nbsp;CU Inc. | 3.763% | &nbsp;&nbsp;&nbsp;&nbsp; 11/19/46 &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 765 | &nbsp;&nbsp;&nbsp;&nbsp; 490 |
|  | &nbsp;&nbsp;&nbsp;CU Inc. | 3.548% | &nbsp;&nbsp;&nbsp;&nbsp; 11/22/47 &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1267 | &nbsp;&nbsp;&nbsp;&nbsp; 780 |
|  | &nbsp;&nbsp;&nbsp;CU Inc. | 3.950% | &nbsp;&nbsp;&nbsp;&nbsp; 11/23/48 &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 493 | &nbsp;&nbsp;&nbsp;&nbsp; 323 |
|  | &nbsp;&nbsp;&nbsp;CU Inc. | 2.963% | &nbsp;&nbsp;&nbsp;&nbsp; 9/7/49 &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2296 | &nbsp;&nbsp;&nbsp;&nbsp; 1262 |
|  | &nbsp;&nbsp;&nbsp;CU Inc. | 3.174% | &nbsp;&nbsp;&nbsp;&nbsp; 9/5/51 &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 823 | &nbsp;&nbsp;&nbsp;&nbsp; 466 |
|  | &nbsp;&nbsp;&nbsp;CU Inc. | 4.773% | &nbsp;&nbsp;&nbsp;&nbsp; 9/14/52 &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1000 | &nbsp;&nbsp;&nbsp;&nbsp; 738 |
|  | &nbsp;&nbsp;&nbsp;CU Inc. | 5.088% | &nbsp;&nbsp;&nbsp;&nbsp; 9/20/53 &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1600 | &nbsp;&nbsp;&nbsp;&nbsp; 1242 |
|  | &nbsp;&nbsp;&nbsp;CU Inc. | 4.664% | &nbsp;&nbsp;&nbsp;&nbsp; 9/11/54 &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 405 | &nbsp;&nbsp;&nbsp;&nbsp; 295 |
|  | &nbsp;&nbsp;&nbsp;CU Inc. | 4.211% | &nbsp;&nbsp;&nbsp;&nbsp; 10/29/55 &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 5654 | &nbsp;&nbsp;&nbsp;&nbsp; 3798 |
|  | &nbsp;&nbsp;&nbsp;Dollarama Inc. | 1.871% | &nbsp;&nbsp;&nbsp;&nbsp; 7/8/26 &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1496 | &nbsp;&nbsp;&nbsp;&nbsp; 1071 |
|  | &nbsp;&nbsp;&nbsp;Dollarama Inc. | 1.505% | &nbsp;&nbsp;&nbsp;&nbsp; 9/20/27 &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1019 | &nbsp;&nbsp;&nbsp;&nbsp; 713 |
|  | &nbsp;&nbsp;&nbsp;Dollarama Inc. | 2.443% | &nbsp;&nbsp;&nbsp;&nbsp; 7/9/29 &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2189 | &nbsp;&nbsp;&nbsp;&nbsp; 1520 |
|  | &nbsp;&nbsp;&nbsp;Dollarama Inc. | 5.165% | &nbsp;&nbsp;&nbsp;&nbsp; 4/26/30 &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1300 | &nbsp;&nbsp;&nbsp;&nbsp; 1002 |
|  | &nbsp;&nbsp;&nbsp;Dream Industrial REIT | 2.539% | &nbsp;&nbsp;&nbsp;&nbsp; 12/7/26 &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 900 | &nbsp;&nbsp;&nbsp;&nbsp; 643 |
|  | &nbsp;&nbsp;&nbsp;Dream Industrial REIT | 2.057% | &nbsp;&nbsp;&nbsp;&nbsp; 6/17/27 &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2095 | &nbsp;&nbsp;&nbsp;&nbsp; 1472 |
|  | &nbsp;&nbsp;&nbsp;Dream Summit Industrial LP | 2.440% | &nbsp;&nbsp;&nbsp;&nbsp; 7/14/28 &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1496 | &nbsp;&nbsp;&nbsp;&nbsp; 1042 |
|  | &nbsp;&nbsp;&nbsp;Dream Summit Industrial LP | 4.507% | &nbsp;&nbsp;&nbsp;&nbsp; 2/12/31 &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1050 | &nbsp;&nbsp;&nbsp;&nbsp; 767 |
|  | &nbsp;&nbsp;&nbsp;Emera Inc. | 4.838% | &nbsp;&nbsp;&nbsp;&nbsp; 5/2/30 &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1700 | &nbsp;&nbsp;&nbsp;&nbsp; 1284 |
|  | &nbsp;&nbsp;&nbsp;Enbridge Gas Inc. | 2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 8/5/26 &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1016 | &nbsp;&nbsp;&nbsp;&nbsp; 732 |
|  | &nbsp;&nbsp;&nbsp;Enbridge Gas Inc. | 2.880% | &nbsp;&nbsp;&nbsp;&nbsp; 11/22/27 &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 8800 | &nbsp;&nbsp;&nbsp;&nbsp; 6346 |
|  | &nbsp;&nbsp;&nbsp;Enbridge Gas Inc. | 5.460% | &nbsp;&nbsp;&nbsp;&nbsp; 10/6/28 &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 3884 |
|  | &nbsp;&nbsp;&nbsp;Enbridge Gas Inc. | 2.900% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/30 &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2550 | &nbsp;&nbsp;&nbsp;&nbsp; 1809 |
|  | &nbsp;&nbsp;&nbsp;Enbridge Gas Inc. | 4.150% | &nbsp;&nbsp;&nbsp;&nbsp; 8/17/32 &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2200 | &nbsp;&nbsp;&nbsp;&nbsp; 1633 |
|  | &nbsp;&nbsp;&nbsp;Enbridge Gas Inc. | 4.880% | &nbsp;&nbsp;&nbsp;&nbsp; 6/21/41 &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1759 | &nbsp;&nbsp;&nbsp;&nbsp; 1295 |
|  | &nbsp;&nbsp;&nbsp;Enbridge Gas Inc. | 4.200% | &nbsp;&nbsp;&nbsp;&nbsp; 6/2/44 &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 6953 | &nbsp;&nbsp;&nbsp;&nbsp; 4702 |
|  | &nbsp;&nbsp;&nbsp;Enbridge Gas Inc. | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 8/22/44 &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1916 | &nbsp;&nbsp;&nbsp;&nbsp; 1260 |
|  | &nbsp;&nbsp;&nbsp;Enbridge Gas Inc. | 3.800% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/46 &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1529 | &nbsp;&nbsp;&nbsp;&nbsp; 970 |
|  | &nbsp;&nbsp;&nbsp;Enbridge Gas Inc. | 3.590% | &nbsp;&nbsp;&nbsp;&nbsp; 11/22/47 &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 917 | &nbsp;&nbsp;&nbsp;&nbsp; 559 |
|  | &nbsp;&nbsp;&nbsp;Enbridge Gas Inc. | 3.510% | &nbsp;&nbsp;&nbsp;&nbsp; 11/29/47 &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2391 | &nbsp;&nbsp;&nbsp;&nbsp; 1441 |
|  | &nbsp;&nbsp;&nbsp;Enbridge Gas Inc. | 4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 11/22/50 &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1377 | &nbsp;&nbsp;&nbsp;&nbsp; 1026 |
|  | &nbsp;&nbsp;&nbsp;Enbridge Gas Inc. | 3.200% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/51 &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1871 | &nbsp;&nbsp;&nbsp;&nbsp; 1044 |
|  | &nbsp;&nbsp;&nbsp;Enbridge Gas Inc. | 4.550% | &nbsp;&nbsp;&nbsp;&nbsp; 8/17/52 &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1200 | &nbsp;&nbsp;&nbsp;&nbsp; 844 |
|  | &nbsp;&nbsp;&nbsp;Enbridge Inc. | 4.900% | &nbsp;&nbsp;&nbsp;&nbsp; 5/26/28 &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1200 | &nbsp;&nbsp;&nbsp;&nbsp; 906 |
|  | &nbsp;&nbsp;&nbsp;Enbridge Inc. | 6.100% | &nbsp;&nbsp;&nbsp;&nbsp; 11/9/32 &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 11700 | &nbsp;&nbsp;&nbsp;&nbsp; 9434 |
|  | &nbsp;&nbsp;&nbsp;Enbridge Inc. | 5.360% | &nbsp;&nbsp;&nbsp;&nbsp; 5/26/33 &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2250 | &nbsp;&nbsp;&nbsp;&nbsp; 1742 |

---

------

Total International Bond Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Enbridge Inc. | 3.100% | &nbsp;&nbsp;&nbsp;&nbsp; 9/21/33&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2990 | &nbsp;&nbsp;&nbsp;&nbsp; 1982 |
|  | &nbsp;&nbsp;&nbsp;Enbridge Inc. | 4.730% | &nbsp;&nbsp;&nbsp;&nbsp; 8/22/34&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 8500 | &nbsp;&nbsp;&nbsp;&nbsp; 6270 |
|  | &nbsp;&nbsp;&nbsp;Enbridge Inc. | 4.560% | &nbsp;&nbsp;&nbsp;&nbsp; 2/25/35&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1500 | &nbsp;&nbsp;&nbsp;&nbsp; 1085 |
|  | &nbsp;&nbsp;&nbsp;Enbridge Inc. | 4.240% | &nbsp;&nbsp;&nbsp;&nbsp; 8/27/42&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1322 | &nbsp;&nbsp;&nbsp;&nbsp; 841 |
|  | &nbsp;&nbsp;&nbsp;Enbridge Inc. | 4.570% | &nbsp;&nbsp;&nbsp;&nbsp; 3/11/44&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 3107 | &nbsp;&nbsp;&nbsp;&nbsp; 2050 |
|  | &nbsp;&nbsp;&nbsp;Enbridge Inc. | 4.870% | &nbsp;&nbsp;&nbsp;&nbsp; 11/21/44&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2142 | &nbsp;&nbsp;&nbsp;&nbsp; 1465 |
|  | &nbsp;&nbsp;&nbsp;Enbridge Inc. | 4.100% | &nbsp;&nbsp;&nbsp;&nbsp; 9/21/51&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1497 | &nbsp;&nbsp;&nbsp;&nbsp; 895 |
|  | &nbsp;&nbsp;&nbsp;Enbridge Inc. | 6.510% | &nbsp;&nbsp;&nbsp;&nbsp; 11/9/52&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 800 | &nbsp;&nbsp;&nbsp;&nbsp; 675 |
|  | &nbsp;&nbsp;&nbsp;Enbridge Inc. | 5.760% | &nbsp;&nbsp;&nbsp;&nbsp; 5/26/53&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1300 | &nbsp;&nbsp;&nbsp;&nbsp; 997 |
|  | &nbsp;&nbsp;&nbsp;Enbridge Pipelines Inc. | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 8/10/26&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1800 | &nbsp;&nbsp;&nbsp;&nbsp; 1302 |
|  | &nbsp;&nbsp;&nbsp;Enbridge Pipelines Inc. | 2.820% | &nbsp;&nbsp;&nbsp;&nbsp; 5/12/31&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2093 | &nbsp;&nbsp;&nbsp;&nbsp; 1430 |
|  | &nbsp;&nbsp;&nbsp;Enbridge Pipelines Inc. | 5.330% | &nbsp;&nbsp;&nbsp;&nbsp; 4/6/40&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1000 | &nbsp;&nbsp;&nbsp;&nbsp; 728 |
|  | &nbsp;&nbsp;&nbsp;Enbridge Pipelines Inc. | 4.550% | &nbsp;&nbsp;&nbsp;&nbsp; 9/29/45&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2856 | &nbsp;&nbsp;&nbsp;&nbsp; 1879 |
|  | &nbsp;&nbsp;&nbsp;Enbridge Pipelines Inc. | 4.330% | &nbsp;&nbsp;&nbsp;&nbsp; 2/22/49&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2079 | &nbsp;&nbsp;&nbsp;&nbsp; 1311 |
|  | &nbsp;&nbsp;&nbsp;Enbridge Pipelines Inc. | 4.200% | &nbsp;&nbsp;&nbsp;&nbsp; 5/12/51&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1651 | &nbsp;&nbsp;&nbsp;&nbsp; 1012 |
|  | &nbsp;&nbsp;&nbsp;Enbridge Pipelines Inc. | 5.820% | &nbsp;&nbsp;&nbsp;&nbsp; 8/17/53&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2750 | &nbsp;&nbsp;&nbsp;&nbsp; 2139 |
|  | &nbsp;&nbsp;&nbsp;Energir Inc. | 2.100% | &nbsp;&nbsp;&nbsp;&nbsp; 4/16/27&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 737 | &nbsp;&nbsp;&nbsp;&nbsp; 524 |
|  | &nbsp;&nbsp;&nbsp;Energir Inc. | 3.530% | &nbsp;&nbsp;&nbsp;&nbsp; 5/16/47&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1085 | &nbsp;&nbsp;&nbsp;&nbsp; 665 |
|  | &nbsp;&nbsp;&nbsp;Energir LP | 3.040% | &nbsp;&nbsp;&nbsp;&nbsp; 2/9/32&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2516 | &nbsp;&nbsp;&nbsp;&nbsp; 1744 |
|  | &nbsp;&nbsp;&nbsp;Energir LP | 4.830% | &nbsp;&nbsp;&nbsp;&nbsp; 6/2/53&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1300 | &nbsp;&nbsp;&nbsp;&nbsp; 965 |
|  | &nbsp;&nbsp;&nbsp;ENMAX Corp. | 3.836% | &nbsp;&nbsp;&nbsp;&nbsp; 6/5/28&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 946 | &nbsp;&nbsp;&nbsp;&nbsp; 692 |
|  | &nbsp;&nbsp;&nbsp;ENMAX Corp. | 3.876% | &nbsp;&nbsp;&nbsp;&nbsp; 10/18/29&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2443 | &nbsp;&nbsp;&nbsp;&nbsp; 1783 |
|  | &nbsp;&nbsp;&nbsp;ENMAX Corp. | 4.695% | &nbsp;&nbsp;&nbsp;&nbsp; 10/9/34&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2200 | &nbsp;&nbsp;&nbsp;&nbsp; 1620 |
|  | &nbsp;&nbsp;&nbsp;EPCOR Utilities Inc. | 2.411% | &nbsp;&nbsp;&nbsp;&nbsp; 6/30/31&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2250 | &nbsp;&nbsp;&nbsp;&nbsp; 1526 |
|  | &nbsp;&nbsp;&nbsp;EPCOR Utilities Inc. | 4.550% | &nbsp;&nbsp;&nbsp;&nbsp; 2/28/42&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1522 | &nbsp;&nbsp;&nbsp;&nbsp; 1092 |
|  | &nbsp;&nbsp;&nbsp;EPCOR Utilities Inc. | 3.554% | &nbsp;&nbsp;&nbsp;&nbsp; 11/27/47&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1271 | &nbsp;&nbsp;&nbsp;&nbsp; 782 |
|  | &nbsp;&nbsp;&nbsp;EPCOR Utilities Inc. | 3.106% | &nbsp;&nbsp;&nbsp;&nbsp; 7/8/49&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1272 | &nbsp;&nbsp;&nbsp;&nbsp; 715 |
|  | &nbsp;&nbsp;&nbsp;EPCOR Utilities Inc. | 2.899% | &nbsp;&nbsp;&nbsp;&nbsp; 5/19/50&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1961 | &nbsp;&nbsp;&nbsp;&nbsp; 1057 |
|  | &nbsp;&nbsp;&nbsp;EPCOR Utilities Inc. | 3.287% | &nbsp;&nbsp;&nbsp;&nbsp; 6/28/51&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 747 | &nbsp;&nbsp;&nbsp;&nbsp; 431 |
|  | &nbsp;&nbsp;&nbsp;EPCOR Utilities Inc. | 4.725% | &nbsp;&nbsp;&nbsp;&nbsp; 9/2/52&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp;&nbsp; 1462 |
|  | &nbsp;&nbsp;&nbsp;EPCOR Utilities Inc. | 5.326% | &nbsp;&nbsp;&nbsp;&nbsp; 10/3/53&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 3200 | &nbsp;&nbsp;&nbsp;&nbsp; 2557 |
|  | &nbsp;&nbsp;&nbsp;EPCOR Utilities Inc. | 4.990% | &nbsp;&nbsp;&nbsp;&nbsp; 5/31/54&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp;&nbsp; 1525 |
|  | &nbsp;&nbsp;&nbsp;Fair Hydro Trust | 3.357% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/35&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 3609 | &nbsp;&nbsp;&nbsp;&nbsp; 2549 |
|  | &nbsp;&nbsp;&nbsp;Fairfax Financial Holdings Ltd. | 4.700% | &nbsp;&nbsp;&nbsp;&nbsp; 12/16/26&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2550 | &nbsp;&nbsp;&nbsp;&nbsp; 1886 |
|  | &nbsp;&nbsp;&nbsp;Fairfax Financial Holdings Ltd. | 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 12/6/27&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 4657 | &nbsp;&nbsp;&nbsp;&nbsp; 3445 |
|  | &nbsp;&nbsp;&nbsp;Fairfax Financial Holdings Ltd. | 4.230% | &nbsp;&nbsp;&nbsp;&nbsp; 6/14/29&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1195 | &nbsp;&nbsp;&nbsp;&nbsp; 886 |
|  | &nbsp;&nbsp;&nbsp;Fairfax Financial Holdings Ltd. | 4.730% | &nbsp;&nbsp;&nbsp;&nbsp; 11/22/34&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 6800 | &nbsp;&nbsp;&nbsp;&nbsp; 5019 |
|  | &nbsp;&nbsp;&nbsp;Federation des Caisses Desjardins du Quebec | 1.587% | &nbsp;&nbsp;&nbsp;&nbsp; 9/10/26&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1100 | &nbsp;&nbsp;&nbsp;&nbsp; 784 |
|  | &nbsp;&nbsp;&nbsp;Federation des Caisses Desjardins du Quebec | 5.475% | &nbsp;&nbsp;&nbsp;&nbsp; 8/16/28&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 5800 | &nbsp;&nbsp;&nbsp;&nbsp; 4486 |
|  | &nbsp;&nbsp;&nbsp;Federation des Caisses Desjardins du Quebec | 5.467% | &nbsp;&nbsp;&nbsp;&nbsp; 11/17/28&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 10500 | &nbsp;&nbsp;&nbsp;&nbsp; 8125 |
|  | &nbsp;&nbsp;&nbsp;Federation des Caisses Desjardins du Quebec | 3.804% | &nbsp;&nbsp;&nbsp;&nbsp; 9/24/29&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 8000 | &nbsp;&nbsp;&nbsp;&nbsp; 5863 |
|  | &nbsp;&nbsp;&nbsp;Federation des Caisses Desjardins du Quebec | 1.992% | &nbsp;&nbsp;&nbsp;&nbsp; 5/28/31&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 3506 | &nbsp;&nbsp;&nbsp;&nbsp; 2510 |
|  | &nbsp;&nbsp;&nbsp;Federation des Caisses Desjardins du Quebec | 5.035% | &nbsp;&nbsp;&nbsp;&nbsp; 8/23/32&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 7900 | &nbsp;&nbsp;&nbsp;&nbsp; 5910 |
|  | &nbsp;&nbsp;&nbsp;Finning International Inc. | 5.077% | &nbsp;&nbsp;&nbsp;&nbsp; 6/13/42&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 900 | &nbsp;&nbsp;&nbsp;&nbsp; 622 |
|  | &nbsp;&nbsp;&nbsp;First Capital REIT | 3.753% | &nbsp;&nbsp;&nbsp;&nbsp; 7/12/27&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1553 | &nbsp;&nbsp;&nbsp;&nbsp; 1129 |
|  | &nbsp;&nbsp;&nbsp;Fortis Inc. | 2.180% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/28&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1568 | &nbsp;&nbsp;&nbsp;&nbsp; 1105 |
|  | &nbsp;&nbsp;&nbsp;Fortis Inc. | 4.431% | &nbsp;&nbsp;&nbsp;&nbsp; 5/31/29&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2600 | &nbsp;&nbsp;&nbsp;&nbsp; 1942 |
|  | &nbsp;&nbsp;&nbsp;Fortis Inc. | 4.090% | &nbsp;&nbsp;&nbsp;&nbsp; 3/26/32&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2640 | &nbsp;&nbsp;&nbsp;&nbsp; 1918 |
|  | &nbsp;&nbsp;&nbsp;FortisAlberta Inc. | 3.672% | &nbsp;&nbsp;&nbsp;&nbsp; 9/9/47&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2136 | &nbsp;&nbsp;&nbsp;&nbsp; 1337 |
|  | &nbsp;&nbsp;&nbsp;FortisAlberta Inc. | 2.632% | &nbsp;&nbsp;&nbsp;&nbsp; 6/8/51&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 748 | &nbsp;&nbsp;&nbsp;&nbsp; 377 |
|  | &nbsp;&nbsp;&nbsp;FortisAlberta Inc. | 4.862% | &nbsp;&nbsp;&nbsp;&nbsp; 5/26/53&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1500 | &nbsp;&nbsp;&nbsp;&nbsp; 1117 |
|  | &nbsp;&nbsp;&nbsp;FortisAlberta Inc. | 4.897% | &nbsp;&nbsp;&nbsp;&nbsp; 5/27/54&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1000 | &nbsp;&nbsp;&nbsp;&nbsp; 750 |
|  | &nbsp;&nbsp;&nbsp;FortisBC Energy Inc. | 6.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/34&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 5102 | &nbsp;&nbsp;&nbsp;&nbsp; 4342 |
|  | &nbsp;&nbsp;&nbsp;FortisBC Energy Inc. | 5.900% | &nbsp;&nbsp;&nbsp;&nbsp; 2/26/35&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1300 | &nbsp;&nbsp;&nbsp;&nbsp; 1072 |
|  | &nbsp;&nbsp;&nbsp;FortisBC Energy Inc. | 6.050% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/38&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 5102 | &nbsp;&nbsp;&nbsp;&nbsp; 4183 |
|  | &nbsp;&nbsp;&nbsp;FortisBC Inc. | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/28/44&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1071 | &nbsp;&nbsp;&nbsp;&nbsp; 698 |
|  | &nbsp;&nbsp;&nbsp;Gibson Energy Inc. | 2.850% | &nbsp;&nbsp;&nbsp;&nbsp; 7/14/27&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1321 | &nbsp;&nbsp;&nbsp;&nbsp; 946 |
|  | &nbsp;&nbsp;&nbsp;Gibson Energy Inc. | 3.600% | &nbsp;&nbsp;&nbsp;&nbsp; 9/17/29&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 5892 | &nbsp;&nbsp;&nbsp;&nbsp; 4220 |
|  | &nbsp;&nbsp;&nbsp;Gibson Energy Inc. | 4.450% | &nbsp;&nbsp;&nbsp;&nbsp; 11/12/31&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1300 | &nbsp;&nbsp;&nbsp;&nbsp; 950 |
|  | &nbsp;&nbsp;&nbsp;Gibson Energy Inc. | 5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 7/12/33&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1200 | &nbsp;&nbsp;&nbsp;&nbsp; 935 |
|  | &nbsp;&nbsp;&nbsp;Gildan Activewear Inc. | 4.362% | &nbsp;&nbsp;&nbsp;&nbsp; 11/22/29&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 5200 | &nbsp;&nbsp;&nbsp;&nbsp; 3838 |
|  | &nbsp;&nbsp;&nbsp;Granite REIT Holdings LP | 3.062% | &nbsp;&nbsp;&nbsp;&nbsp; 6/4/27&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1949 | &nbsp;&nbsp;&nbsp;&nbsp; 1400 |
|  | &nbsp;&nbsp;&nbsp;Granite REIT Holdings LP | 2.378% | &nbsp;&nbsp;&nbsp;&nbsp; 12/18/30&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2028 | &nbsp;&nbsp;&nbsp;&nbsp; 1340 |
|  | &nbsp;&nbsp;&nbsp;Granite REIT Holdings LP | 4.348% | &nbsp;&nbsp;&nbsp;&nbsp; 10/4/31&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 6390 | &nbsp;&nbsp;&nbsp;&nbsp; 4612 |
|  | &nbsp;&nbsp;&nbsp;Greater Toronto Airports Authority | 1.540% | &nbsp;&nbsp;&nbsp;&nbsp; 5/3/28&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 4121 | &nbsp;&nbsp;&nbsp;&nbsp; 2863 |
|  | &nbsp;&nbsp;&nbsp;Greater Toronto Airports Authority | 2.730% | &nbsp;&nbsp;&nbsp;&nbsp; 4/3/29&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 3009 | &nbsp;&nbsp;&nbsp;&nbsp; 2149 |
|  | &nbsp;&nbsp;&nbsp;Greater Toronto Airports Authority | 6.980% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/32&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1700 | &nbsp;&nbsp;&nbsp;&nbsp; 1476 |
|  | &nbsp;&nbsp;&nbsp;Greater Toronto Airports Authority | 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 10/17/39&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1389 | &nbsp;&nbsp;&nbsp;&nbsp; 830 |
|  | &nbsp;&nbsp;&nbsp;Greater Toronto Airports Authority | 5.300% | &nbsp;&nbsp;&nbsp;&nbsp; 2/25/41&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 4081 | &nbsp;&nbsp;&nbsp;&nbsp; 3208 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Greater Toronto Airports Authority | 5.300% | &nbsp;&nbsp;&nbsp;&nbsp; 2/25/41 &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2550 | &nbsp;&nbsp;&nbsp;&nbsp; 1845 |

---

------

Total International Bond Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;&nbsp;&nbsp;Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| &nbsp;&nbsp;&nbsp;Greater Toronto Airports Authority | 3.150% | &nbsp;&nbsp;&nbsp;&nbsp; 10/5/51 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 190 | &nbsp;&nbsp;&nbsp;&nbsp; 108 |
| &nbsp;&nbsp;&nbsp;Great-West Lifeco Inc. | 1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 12/7/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 400 | &nbsp;&nbsp;&nbsp;&nbsp; 447 |
| &nbsp;&nbsp;&nbsp;Great-West Lifeco Inc. | 3.337% | &nbsp;&nbsp;&nbsp;&nbsp; 2/28/28 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 4500 | &nbsp;&nbsp;&nbsp;&nbsp; 3280 |
| &nbsp;&nbsp;&nbsp;Great-West Lifeco Inc. | 2.379% | &nbsp;&nbsp;&nbsp;&nbsp; 5/14/30 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 7284 | &nbsp;&nbsp;&nbsp;&nbsp; 5029 |
| &nbsp;&nbsp;&nbsp;Great-West Lifeco Inc. | 6.670% | &nbsp;&nbsp;&nbsp;&nbsp; 3/21/33 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1015 | &nbsp;&nbsp;&nbsp;&nbsp; 857 |
| &nbsp;&nbsp;&nbsp;Great-West Lifeco Inc. | 5.998% | &nbsp;&nbsp;&nbsp;&nbsp; 11/16/39 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 5612 | &nbsp;&nbsp;&nbsp;&nbsp; 4588 |
| &nbsp;&nbsp;&nbsp;Great-West Lifeco Inc. | 2.981% | &nbsp;&nbsp;&nbsp;&nbsp; 7/8/50 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 770 | &nbsp;&nbsp;&nbsp;&nbsp; 413 |
| &nbsp;&nbsp;&nbsp;H&R REIT | 2.906% | &nbsp;&nbsp;&nbsp;&nbsp; 6/2/26 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2550 | &nbsp;&nbsp;&nbsp;&nbsp; 1838 |
| &nbsp;&nbsp;&nbsp;Honda Canada Finance Inc. | 1.711% | &nbsp;&nbsp;&nbsp;&nbsp; 9/28/26 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1494 | &nbsp;&nbsp;&nbsp;&nbsp; 1063 |
| &nbsp;&nbsp;&nbsp;Honda Canada Finance Inc. | 4.873% | &nbsp;&nbsp;&nbsp;&nbsp; 9/23/27 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 4200 | &nbsp;&nbsp;&nbsp;&nbsp; 3148 |
| &nbsp;&nbsp;&nbsp;Honda Canada Finance Inc. | 4.899% | &nbsp;&nbsp;&nbsp;&nbsp; 2/21/29 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 6700 | &nbsp;&nbsp;&nbsp;&nbsp; 5089 |
| &nbsp;&nbsp;&nbsp;Honda Canada Finance Inc. | 4.900% | &nbsp;&nbsp;&nbsp;&nbsp; 6/4/29 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 5500 | &nbsp;&nbsp;&nbsp;&nbsp; 4182 |
| &nbsp;&nbsp;&nbsp;Hospital for Sick Children | 3.416% | &nbsp;&nbsp;&nbsp;&nbsp; 12/7/57 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1346 | &nbsp;&nbsp;&nbsp;&nbsp; 773 |
| &nbsp;&nbsp;&nbsp;Hospital Infrastructure Partners NOH Partnership | 5.439% | &nbsp;&nbsp;&nbsp;&nbsp; 1/31/45 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2719 | &nbsp;&nbsp;&nbsp;&nbsp; 2082 |
| &nbsp;&nbsp;&nbsp;Hydro One Inc. | 3.930% | &nbsp;&nbsp;&nbsp;&nbsp; 11/30/29 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 3734 |
| &nbsp;&nbsp;&nbsp;Hydro One Inc. | 7.350% | &nbsp;&nbsp;&nbsp;&nbsp; 6/3/30 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1019 | &nbsp;&nbsp;&nbsp;&nbsp; 863 |
| &nbsp;&nbsp;&nbsp;Hydro One Inc. | 1.690% | &nbsp;&nbsp;&nbsp;&nbsp; 1/16/31 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 3000 | &nbsp;&nbsp;&nbsp;&nbsp; 1993 |
| &nbsp;&nbsp;&nbsp;Hydro One Inc. | 6.930% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 578 | &nbsp;&nbsp;&nbsp;&nbsp; 494 |
| &nbsp;&nbsp;&nbsp;Hydro One Inc. | 4.160% | &nbsp;&nbsp;&nbsp;&nbsp; 1/27/33 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 7000 | &nbsp;&nbsp;&nbsp;&nbsp; 5213 |
| &nbsp;&nbsp;&nbsp;Hydro One Inc. | 5.360% | &nbsp;&nbsp;&nbsp;&nbsp; 5/20/36 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 509 | &nbsp;&nbsp;&nbsp;&nbsp; 408 |
| &nbsp;&nbsp;&nbsp;Hydro One Inc. | 4.890% | &nbsp;&nbsp;&nbsp;&nbsp; 3/13/37 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2550 | &nbsp;&nbsp;&nbsp;&nbsp; 2003 |
| &nbsp;&nbsp;&nbsp;Hydro One Inc. | 5.490% | &nbsp;&nbsp;&nbsp;&nbsp; 7/16/40 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1798 | &nbsp;&nbsp;&nbsp;&nbsp; 1425 |
| &nbsp;&nbsp;&nbsp;Hydro One Inc. | 4.390% | &nbsp;&nbsp;&nbsp;&nbsp; 9/26/41 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2610 | &nbsp;&nbsp;&nbsp;&nbsp; 1843 |
| &nbsp;&nbsp;&nbsp;Hydro One Inc. | 4.590% | &nbsp;&nbsp;&nbsp;&nbsp; 10/9/43 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2805 | &nbsp;&nbsp;&nbsp;&nbsp; 2023 |
| &nbsp;&nbsp;&nbsp;Hydro One Inc. | 4.170% | &nbsp;&nbsp;&nbsp;&nbsp; 6/6/44 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1300 | &nbsp;&nbsp;&nbsp;&nbsp; 888 |
| &nbsp;&nbsp;&nbsp;Hydro One Inc. | 3.910% | &nbsp;&nbsp;&nbsp;&nbsp; 2/23/46 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1633 | &nbsp;&nbsp;&nbsp;&nbsp; 1072 |
| &nbsp;&nbsp;&nbsp;Hydro One Inc. | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/19/46 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1019 | &nbsp;&nbsp;&nbsp;&nbsp; 774 |
| &nbsp;&nbsp;&nbsp;Hydro One Inc. | 3.720% | &nbsp;&nbsp;&nbsp;&nbsp; 11/18/47 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1734 | &nbsp;&nbsp;&nbsp;&nbsp; 1099 |
| &nbsp;&nbsp;&nbsp;Hydro One Inc. | 3.630% | &nbsp;&nbsp;&nbsp;&nbsp; 6/25/49 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 4653 | &nbsp;&nbsp;&nbsp;&nbsp; 2884 |
| &nbsp;&nbsp;&nbsp;Hydro One Inc. | 2.710% | &nbsp;&nbsp;&nbsp;&nbsp; 2/28/50 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1713 | &nbsp;&nbsp;&nbsp;&nbsp; 894 |
| &nbsp;&nbsp;&nbsp;Hydro One Inc. | 3.100% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2170 | &nbsp;&nbsp;&nbsp;&nbsp; 1207 |
| &nbsp;&nbsp;&nbsp;Hydro One Inc. | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 12/22/51 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1023 | &nbsp;&nbsp;&nbsp;&nbsp; 667 |
| &nbsp;&nbsp;&nbsp;Hydro One Inc. | 4.460% | &nbsp;&nbsp;&nbsp;&nbsp; 1/27/53 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1100 | &nbsp;&nbsp;&nbsp;&nbsp; 776 |
| &nbsp;&nbsp;&nbsp;Hydro One Inc. | 4.850% | &nbsp;&nbsp;&nbsp;&nbsp; 11/30/54 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 4000 | &nbsp;&nbsp;&nbsp;&nbsp; 3002 |
| &nbsp;&nbsp;&nbsp;Hydro One Inc. | 3.790% | &nbsp;&nbsp;&nbsp;&nbsp; 7/31/62 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1019 | &nbsp;&nbsp;&nbsp;&nbsp; 621 |
| &nbsp;&nbsp;&nbsp;Hydro One Ltd. | 1.410% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 5859 | &nbsp;&nbsp;&nbsp;&nbsp; 4116 |
| &nbsp;&nbsp;&nbsp;Hydro Ottawa Capital Corp. | 3.991% | &nbsp;&nbsp;&nbsp;&nbsp; 5/14/43 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1071 | &nbsp;&nbsp;&nbsp;&nbsp; 708 |
| &nbsp;&nbsp;&nbsp;Hyundai Capital Canada Inc. | 2.008% | &nbsp;&nbsp;&nbsp;&nbsp; 5/12/26 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1996 | &nbsp;&nbsp;&nbsp;&nbsp; 1429 |
| &nbsp;&nbsp;&nbsp;Hyundai Capital Canada Inc. | 3.196% | &nbsp;&nbsp;&nbsp;&nbsp; 2/16/27 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 4974 | &nbsp;&nbsp;&nbsp;&nbsp; 3591 |
| &nbsp;&nbsp;&nbsp;Hyundai Capital Canada Inc. | 5.565% | &nbsp;&nbsp;&nbsp;&nbsp; 3/8/28 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 6200 | &nbsp;&nbsp;&nbsp;&nbsp; 4717 |
| &nbsp;&nbsp;&nbsp;iA Financial Corp. Inc. | 3.072% | &nbsp;&nbsp;&nbsp;&nbsp; 9/24/31 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1529 | &nbsp;&nbsp;&nbsp;&nbsp; 1105 |
| &nbsp;&nbsp;&nbsp;iA Financial Corp. Inc. | 3.187% | &nbsp;&nbsp;&nbsp;&nbsp; 2/25/32 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1700 | &nbsp;&nbsp;&nbsp;&nbsp; 1228 |
| &nbsp;&nbsp;&nbsp;IGM Financial Inc. | 3.440% | &nbsp;&nbsp;&nbsp;&nbsp; 1/26/27 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 86 | &nbsp;&nbsp;&nbsp;&nbsp; 63 |
| &nbsp;&nbsp;&nbsp;IGM Financial Inc. | 4.115% | &nbsp;&nbsp;&nbsp;&nbsp; 12/9/47 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 3104 | &nbsp;&nbsp;&nbsp;&nbsp; 2001 |
| &nbsp;&nbsp;&nbsp;IGM Financial Inc. | 4.174% | &nbsp;&nbsp;&nbsp;&nbsp; 7/13/48 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 500 | &nbsp;&nbsp;&nbsp;&nbsp; 325 |
| &nbsp;&nbsp;&nbsp;IGM Financial Inc. | 4.206% | &nbsp;&nbsp;&nbsp;&nbsp; 3/21/50 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1513 | &nbsp;&nbsp;&nbsp;&nbsp; 983 |
| &nbsp;&nbsp;&nbsp;IGM Financial Inc. | 5.426% | &nbsp;&nbsp;&nbsp;&nbsp; 5/26/53 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 800 | &nbsp;&nbsp;&nbsp;&nbsp; 622 |
| &nbsp;&nbsp;&nbsp;InPower BC General Partnership | 4.471% | &nbsp;&nbsp;&nbsp;&nbsp; 3/31/33 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1742 | &nbsp;&nbsp;&nbsp;&nbsp; 1289 |
| &nbsp;&nbsp;&nbsp;Intact Financial Corp. | 2.850% | &nbsp;&nbsp;&nbsp;&nbsp; 6/7/27 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1179 | &nbsp;&nbsp;&nbsp;&nbsp; 850 |
| &nbsp;&nbsp;&nbsp;Intact Financial Corp. | 2.179% | &nbsp;&nbsp;&nbsp;&nbsp; 5/18/28 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1800 | &nbsp;&nbsp;&nbsp;&nbsp; 1267 |
| &nbsp;&nbsp;&nbsp;Intact Financial Corp. | 1.928% | &nbsp;&nbsp;&nbsp;&nbsp; 12/16/30 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 3776 | &nbsp;&nbsp;&nbsp;&nbsp; 2529 |
| &nbsp;&nbsp;&nbsp;Intact Financial Corp. | 4.653% | &nbsp;&nbsp;&nbsp;&nbsp; 5/16/34 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1200 | &nbsp;&nbsp;&nbsp;&nbsp; 900 |
| &nbsp;&nbsp;&nbsp;Intact Financial Corp. | 5.160% | &nbsp;&nbsp;&nbsp;&nbsp; 6/16/42 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1520 | &nbsp;&nbsp;&nbsp;&nbsp; 1150 |
| &nbsp;&nbsp;&nbsp;Intact Financial Corp. | 2.954% | &nbsp;&nbsp;&nbsp;&nbsp; 12/16/50 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1254 | &nbsp;&nbsp;&nbsp;&nbsp; 669 |
| &nbsp;&nbsp;&nbsp;Intact Financial Corp. | 3.765% | &nbsp;&nbsp;&nbsp;&nbsp; 5/20/53 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1000 | &nbsp;&nbsp;&nbsp;&nbsp; 614 |
| &nbsp;&nbsp;&nbsp;Integrated Team Solutions SJHC Partnership | 5.946% | &nbsp;&nbsp;&nbsp;&nbsp; 11/30/42 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 73 | &nbsp;&nbsp;&nbsp;&nbsp; 58 |
| &nbsp;&nbsp;&nbsp;Inter Pipeline Ltd. | 3.484% | &nbsp;&nbsp;&nbsp;&nbsp; 12/16/26 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1675 | &nbsp;&nbsp;&nbsp;&nbsp; 1213 |
| &nbsp;&nbsp;&nbsp;Inter Pipeline Ltd. | 4.232% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 196 | &nbsp;&nbsp;&nbsp;&nbsp; 143 |
| &nbsp;&nbsp;&nbsp;Inter Pipeline Ltd. | 5.760% | &nbsp;&nbsp;&nbsp;&nbsp; 2/17/28 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 5096 | &nbsp;&nbsp;&nbsp;&nbsp; 3870 |
| &nbsp;&nbsp;&nbsp;Inter Pipeline Ltd. | 5.710% | &nbsp;&nbsp;&nbsp;&nbsp; 5/29/30 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2700 | &nbsp;&nbsp;&nbsp;&nbsp; 2074 |
| &nbsp;&nbsp;&nbsp;Inter Pipeline Ltd. | 3.983% | &nbsp;&nbsp;&nbsp;&nbsp; 11/25/31 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 4818 | &nbsp;&nbsp;&nbsp;&nbsp; 3346 |
| &nbsp;&nbsp;&nbsp;Inter Pipeline Ltd. | 5.849% | &nbsp;&nbsp;&nbsp;&nbsp; 5/18/32 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2060 | &nbsp;&nbsp;&nbsp;&nbsp; 1579 |
| &nbsp;&nbsp;&nbsp;Inter Pipeline Ltd. | 6.380% | &nbsp;&nbsp;&nbsp;&nbsp; 2/17/33 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1700 | &nbsp;&nbsp;&nbsp;&nbsp; 1336 |
| &nbsp;&nbsp;&nbsp;Inter Pipeline Ltd. | 6.590% | &nbsp;&nbsp;&nbsp;&nbsp; 2/9/34 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2943 | &nbsp;&nbsp;&nbsp;&nbsp; 2343 |
| &nbsp;&nbsp;&nbsp;Inter Pipeline Ltd. | 4.637% | &nbsp;&nbsp;&nbsp;&nbsp; 5/30/44 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1792 | &nbsp;&nbsp;&nbsp;&nbsp; 1116 |
| &nbsp;&nbsp;&nbsp;Inter Pipeline Ltd. | 5.091% | &nbsp;&nbsp;&nbsp;&nbsp; 11/27/51 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 847 | &nbsp;&nbsp;&nbsp;&nbsp; 549 |
| &nbsp;&nbsp;&nbsp;Keyera Corp. | 3.934% | &nbsp;&nbsp;&nbsp;&nbsp; 6/21/28 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1123 | &nbsp;&nbsp;&nbsp;&nbsp; 819 |
| &nbsp;&nbsp;&nbsp;Keyera Corp. | 3.959% | &nbsp;&nbsp;&nbsp;&nbsp; 5/29/30 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1622 | &nbsp;&nbsp;&nbsp;&nbsp; 1172 |
| &nbsp;&nbsp;&nbsp;Keyera Corp. | 5.022% | &nbsp;&nbsp;&nbsp;&nbsp; 3/28/32 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1488 | &nbsp;&nbsp;&nbsp;&nbsp; 1119 |
| &nbsp;&nbsp;&nbsp;Keyera Corp. | 5.663% | &nbsp;&nbsp;&nbsp;&nbsp; 1/4/54 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp;&nbsp; 1496 |

---

------

Total International Bond Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Kingston Solar LP | 3.571% | &nbsp;&nbsp;&nbsp;&nbsp; 7/31/35&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 18 | &nbsp;&nbsp;&nbsp;&nbsp; 12 |
|  | &nbsp;&nbsp;&nbsp;Liberty Utilities Canada LP | 3.315% | &nbsp;&nbsp;&nbsp;&nbsp; 2/14/50&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 3700 | &nbsp;&nbsp;&nbsp;&nbsp; 1991 |
|  | &nbsp;&nbsp;&nbsp;Loblaw Cos. Ltd. | 4.488% | &nbsp;&nbsp;&nbsp;&nbsp; 12/11/28&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1782 | &nbsp;&nbsp;&nbsp;&nbsp; 1339 |
|  | &nbsp;&nbsp;&nbsp;Loblaw Cos. Ltd. | 3.564% | &nbsp;&nbsp;&nbsp;&nbsp; 12/12/29&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 5765 | &nbsp;&nbsp;&nbsp;&nbsp; 4183 |
|  | &nbsp;&nbsp;&nbsp;Loblaw Cos. Ltd. | 2.284% | &nbsp;&nbsp;&nbsp;&nbsp; 5/7/30&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1833 | &nbsp;&nbsp;&nbsp;&nbsp; 1258 |
|  | &nbsp;&nbsp;&nbsp;Loblaw Cos. Ltd. | 5.008% | &nbsp;&nbsp;&nbsp;&nbsp; 9/13/32&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 600 | &nbsp;&nbsp;&nbsp;&nbsp; 461 |
|  | &nbsp;&nbsp;&nbsp;Loblaw Cos. Ltd. | 5.900% | &nbsp;&nbsp;&nbsp;&nbsp; 1/18/36&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1272 | &nbsp;&nbsp;&nbsp;&nbsp; 1019 |
|  | &nbsp;&nbsp;&nbsp;Loblaw Cos. Ltd. | 5.336% | &nbsp;&nbsp;&nbsp;&nbsp; 9/13/52&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp;&nbsp; 1501 |
|  | &nbsp;&nbsp;&nbsp;Loblaw Cos. Ltd. | 5.115% | &nbsp;&nbsp;&nbsp;&nbsp; 3/4/54&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2665 | &nbsp;&nbsp;&nbsp;&nbsp; 1935 |
|  | &nbsp;&nbsp;&nbsp;Lower Mattagami Energy LP | 2.433% | &nbsp;&nbsp;&nbsp;&nbsp; 5/14/31&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1459 | &nbsp;&nbsp;&nbsp;&nbsp; 994 |
|  | &nbsp;&nbsp;&nbsp;Lower Mattagami Energy LP | 5.139% | &nbsp;&nbsp;&nbsp;&nbsp; 5/18/41&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2443 | &nbsp;&nbsp;&nbsp;&nbsp; 1871 |
|  | &nbsp;&nbsp;&nbsp;Lower Mattagami Energy LP | 4.175% | &nbsp;&nbsp;&nbsp;&nbsp; 4/23/52&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 900 | &nbsp;&nbsp;&nbsp;&nbsp; 606 |
|  | &nbsp;&nbsp;&nbsp;Magna International Inc. | 4.800% | &nbsp;&nbsp;&nbsp;&nbsp; 5/30/29&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1700 | &nbsp;&nbsp;&nbsp;&nbsp; 1271 |
|  | &nbsp;&nbsp;&nbsp;Magna International Inc. | 4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 1/31/31&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1200 | &nbsp;&nbsp;&nbsp;&nbsp; 900 |
|  | &nbsp;&nbsp;&nbsp;Magna International Inc. | 4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 3/17/32 | &nbsp;&nbsp; 2500 | &nbsp;&nbsp;&nbsp;&nbsp; 2948 |
|  | &nbsp;&nbsp;&nbsp;Manulife Bank of Canada | 1.536% | &nbsp;&nbsp;&nbsp;&nbsp; 9/14/26&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1496 | &nbsp;&nbsp;&nbsp;&nbsp; 1064 |
|  | &nbsp;&nbsp;&nbsp;Manulife Bank of Canada | 2.864% | &nbsp;&nbsp;&nbsp;&nbsp; 2/16/27&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 4418 | &nbsp;&nbsp;&nbsp;&nbsp; 3192 |
|  | &nbsp;&nbsp;&nbsp;Manulife Bank of Canada | 4.546% | &nbsp;&nbsp;&nbsp;&nbsp; 3/8/29&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp;&nbsp; 1508 |
|  | &nbsp;&nbsp;&nbsp;Manulife Finance Delaware LP | 5.059% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/41&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1933 | &nbsp;&nbsp;&nbsp;&nbsp; 1423 |
|  | &nbsp;&nbsp;&nbsp;Manulife Financial Corp. | 5.409% | &nbsp;&nbsp;&nbsp;&nbsp; 3/10/33&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 4100 | &nbsp;&nbsp;&nbsp;&nbsp; 3117 |
|  | &nbsp;&nbsp;&nbsp;Manulife Financial Corp. | 2.818% | &nbsp;&nbsp;&nbsp;&nbsp; 5/13/35&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 13704 | &nbsp;&nbsp;&nbsp;&nbsp; 9486 |
|  | &nbsp;&nbsp;&nbsp;Metro Inc. | 3.390% | &nbsp;&nbsp;&nbsp;&nbsp; 12/6/27&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1514 | &nbsp;&nbsp;&nbsp;&nbsp; 1104 |
|  | &nbsp;&nbsp;&nbsp;Metro Inc. | 3.998% | &nbsp;&nbsp;&nbsp;&nbsp; 11/27/29&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 17420 | &nbsp;&nbsp;&nbsp;&nbsp; 12880 |
|  | &nbsp;&nbsp;&nbsp;Metro Inc. | 5.970% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/35&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 575 | &nbsp;&nbsp;&nbsp;&nbsp; 473 |
|  | &nbsp;&nbsp;&nbsp;Metro Inc. | 5.030% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/44&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1900 | &nbsp;&nbsp;&nbsp;&nbsp; 1370 |
|  | &nbsp;&nbsp;&nbsp;Metro Inc. | 4.270% | &nbsp;&nbsp;&nbsp;&nbsp; 12/4/47&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1334 | &nbsp;&nbsp;&nbsp;&nbsp; 864 |
|  | &nbsp;&nbsp;&nbsp;Metro Inc. | 3.413% | &nbsp;&nbsp;&nbsp;&nbsp; 2/28/50&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1224 | &nbsp;&nbsp;&nbsp;&nbsp; 682 |
|  | &nbsp;&nbsp;&nbsp;Mountain View Partners GP | 3.974% | &nbsp;&nbsp;&nbsp;&nbsp; 3/31/51&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 84 | &nbsp;&nbsp;&nbsp;&nbsp; 52 |
|  | &nbsp;&nbsp;&nbsp;National Bank of Canada | 1.534% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/26&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 9791 | &nbsp;&nbsp;&nbsp;&nbsp; 6998 |
|  | &nbsp;&nbsp;&nbsp;National Bank of Canada | 2.237% | &nbsp;&nbsp;&nbsp;&nbsp; 11/4/26&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 3367 | &nbsp;&nbsp;&nbsp;&nbsp; 2413 |
|  | &nbsp;&nbsp;&nbsp;National Bank of Canada | 4.968% | &nbsp;&nbsp;&nbsp;&nbsp; 12/7/26&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 10000 | &nbsp;&nbsp;&nbsp;&nbsp; 7460 |
|  | &nbsp;&nbsp;&nbsp;National Bank of Canada | 0.125% | &nbsp;&nbsp;&nbsp;&nbsp; 1/27/27 | &nbsp;&nbsp; 12800 | &nbsp;&nbsp;&nbsp;&nbsp; 14014 |
|  | &nbsp;&nbsp;&nbsp;National Bank of Canada | 5.146% | &nbsp;&nbsp;&nbsp;&nbsp; 9/2/27&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1500 | &nbsp;&nbsp;&nbsp;&nbsp; 1138 |
|  | &nbsp;&nbsp;&nbsp;National Bank of Canada | 1.818% | &nbsp;&nbsp;&nbsp;&nbsp; 12/16/27&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1496 | &nbsp;&nbsp;&nbsp;&nbsp; 1055 |
|  | &nbsp;&nbsp;&nbsp;National Bank of Canada | 5.219% | &nbsp;&nbsp;&nbsp;&nbsp; 6/14/28&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2200 | &nbsp;&nbsp;&nbsp;&nbsp; 1684 |
|  | &nbsp;&nbsp;&nbsp;National Bank of Canada | 5.426% | &nbsp;&nbsp;&nbsp;&nbsp; 8/16/32&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1015 | &nbsp;&nbsp;&nbsp;&nbsp; 766 |
|  | &nbsp;&nbsp;&nbsp;National Bank of Canada | 5.937% | &nbsp;&nbsp;&nbsp;&nbsp; 12/22/32&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1000 | &nbsp;&nbsp;&nbsp;&nbsp; 766 |
|  | &nbsp;&nbsp;&nbsp;National Bank of Canada | 5.279% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/34&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 4000 | &nbsp;&nbsp;&nbsp;&nbsp; 3033 |
|  | &nbsp;&nbsp;&nbsp;NAV Canada | 2.063% | &nbsp;&nbsp;&nbsp;&nbsp; 5/29/30&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2994 | &nbsp;&nbsp;&nbsp;&nbsp; 2042 |
|  | &nbsp;&nbsp;&nbsp;NAV Canada | 3.293% | &nbsp;&nbsp;&nbsp;&nbsp; 3/30/48&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 3572 | &nbsp;&nbsp;&nbsp;&nbsp; 2131 |
|  | &nbsp;&nbsp;&nbsp;NAV Canada | 2.924% | &nbsp;&nbsp;&nbsp;&nbsp; 9/29/51&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 227 | &nbsp;&nbsp;&nbsp;&nbsp; 124 |
|  | &nbsp;&nbsp;&nbsp;North Battleford Power LP | 4.958% | &nbsp;&nbsp;&nbsp;&nbsp; 12/31/32&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1383 | &nbsp;&nbsp;&nbsp;&nbsp; 1016 |
|  | &nbsp;&nbsp;&nbsp;North West Redwater Partnership / NWR Financing Co. Ltd. | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/26&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2095 | &nbsp;&nbsp;&nbsp;&nbsp; 1492 |
|  | &nbsp;&nbsp;&nbsp;North West Redwater Partnership / NWR Financing Co. Ltd. | 2.800% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/27&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 3870 | &nbsp;&nbsp;&nbsp;&nbsp; 2782 |
|  | &nbsp;&nbsp;&nbsp;North West Redwater Partnership / NWR Financing Co. Ltd. | 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/29&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 5524 | &nbsp;&nbsp;&nbsp;&nbsp; 4111 |
|  | &nbsp;&nbsp;&nbsp;North West Redwater Partnership / NWR Financing Co. Ltd. | 4.150% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/33&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2805 | &nbsp;&nbsp;&nbsp;&nbsp; 2046 |
|  | &nbsp;&nbsp;&nbsp;North West Redwater Partnership / NWR Financing Co. Ltd. | 4.850% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/34&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 4350 | &nbsp;&nbsp;&nbsp;&nbsp; 3301 |
|  | &nbsp;&nbsp;&nbsp;North West Redwater Partnership / NWR Financing Co. Ltd. | 3.650% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/35&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2493 | &nbsp;&nbsp;&nbsp;&nbsp; 1707 |
|  | &nbsp;&nbsp;&nbsp;North West Redwater Partnership / NWR Financing Co. Ltd. | 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/37&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 3729 | &nbsp;&nbsp;&nbsp;&nbsp; 2763 |
|  | &nbsp;&nbsp;&nbsp;North West Redwater Partnership / NWR Financing Co. Ltd. | 4.350% | &nbsp;&nbsp;&nbsp;&nbsp; 1/10/39&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 5644 | &nbsp;&nbsp;&nbsp;&nbsp; 4047 |
|  | &nbsp;&nbsp;&nbsp;North West Redwater Partnership / NWR Financing Co. Ltd. | 3.700% | &nbsp;&nbsp;&nbsp;&nbsp; 2/23/43&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1950 | &nbsp;&nbsp;&nbsp;&nbsp; 1227 |
|  | &nbsp;&nbsp;&nbsp;North West Redwater Partnership / NWR Financing Co. Ltd. | 4.050% | &nbsp;&nbsp;&nbsp;&nbsp; 7/22/44&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2522 | &nbsp;&nbsp;&nbsp;&nbsp; 1655 |
|  | &nbsp;&nbsp;&nbsp;North West Redwater Partnership / NWR Financing Co. Ltd. | 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/51&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2700 | &nbsp;&nbsp;&nbsp;&nbsp; 1652 |
|  | &nbsp;&nbsp;&nbsp;North West Redwater Partnership / NWR Financing Co. Ltd. | 5.080% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/54&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp;&nbsp; 1510 |
|  | &nbsp;&nbsp;&nbsp;Northern Courier Pipeline LP | 3.365% | &nbsp;&nbsp;&nbsp;&nbsp; 6/30/42&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 724 | &nbsp;&nbsp;&nbsp;&nbsp; 493 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Northern Courier Pipeline LP | 3.365% | &nbsp;&nbsp;&nbsp;&nbsp; 6/30/42 &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1485 | &nbsp;&nbsp;&nbsp;&nbsp; 1011 |
|  | &nbsp;&nbsp;&nbsp;Northwestern Hydro Acquisition Co. II LP | 3.877% | &nbsp;&nbsp;&nbsp;&nbsp; 12/31/36 &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 730 | &nbsp;&nbsp;&nbsp;&nbsp; 475 |
|  | &nbsp;&nbsp;&nbsp;Northwestern Hydro Acquisition Co. III LP | 3.940% | &nbsp;&nbsp;&nbsp;&nbsp; 12/31/38 &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1174 | &nbsp;&nbsp;&nbsp;&nbsp; 744 |
|  | &nbsp;&nbsp;&nbsp;Nouvelle Autoroute 30 Financement Inc. | 4.114% | &nbsp;&nbsp;&nbsp;&nbsp; 3/31/42 &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2820 | &nbsp;&nbsp;&nbsp;&nbsp; 1885 |
|  | &nbsp;&nbsp;&nbsp;Nouvelle Autoroute 30 Financement Inc. | 4.115% | &nbsp;&nbsp;&nbsp;&nbsp; 6/30/42 &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 772 | &nbsp;&nbsp;&nbsp;&nbsp; 512 |
|  | &nbsp;&nbsp;&nbsp;Nova Scotia Power Inc. | 4.951% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/32 &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1000 | &nbsp;&nbsp;&nbsp;&nbsp; 758 |
|  | &nbsp;&nbsp;&nbsp;Nova Scotia Power Inc. | 5.610% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/40 &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1053 | &nbsp;&nbsp;&nbsp;&nbsp; 805 |
|  | &nbsp;&nbsp;&nbsp;Nova Scotia Power Inc. | 4.150% | &nbsp;&nbsp;&nbsp;&nbsp; 3/6/42 &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 900 | &nbsp;&nbsp;&nbsp;&nbsp; 590 |
|  | &nbsp;&nbsp;&nbsp;Nova Scotia Power Inc. | 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 7/20/43 &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1052 | &nbsp;&nbsp;&nbsp;&nbsp; 718 |
|  | &nbsp;&nbsp;&nbsp;Nova Scotia Power Inc. | 3.571% | &nbsp;&nbsp;&nbsp;&nbsp; 4/5/49 &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1401 | &nbsp;&nbsp;&nbsp;&nbsp; 821 |
|  | &nbsp;&nbsp;&nbsp;Nova Scotia Power Inc. | 3.307% | &nbsp;&nbsp;&nbsp;&nbsp; 4/25/50 &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 946 | &nbsp;&nbsp;&nbsp;&nbsp; 522 |
|  | &nbsp;&nbsp;&nbsp;Nova Scotia Power Inc. | 5.355% | &nbsp;&nbsp;&nbsp;&nbsp; 3/24/53 &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp;&nbsp; 1527 |
|  | &nbsp;&nbsp;&nbsp;Noverco Inc. | 4.568% | &nbsp;&nbsp;&nbsp;&nbsp; 1/28/35 &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp;&nbsp; 1479 |
|  | &nbsp;&nbsp;&nbsp;OMERS Realty Corp. | 5.381% | &nbsp;&nbsp;&nbsp;&nbsp; 11/14/28 &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 5460 | &nbsp;&nbsp;&nbsp;&nbsp; 4210 |
|  | &nbsp;&nbsp;&nbsp;OMERS Realty Corp. | 3.628% | &nbsp;&nbsp;&nbsp;&nbsp; 6/5/30 &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2296 | &nbsp;&nbsp;&nbsp;&nbsp; 1662 |

---

------

Total International Bond Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;&nbsp;&nbsp;Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| &nbsp;&nbsp;&nbsp;Ontario Power Generation Inc. | 3.315% | &nbsp;&nbsp;&nbsp;&nbsp; 10/4/27 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 6195 | &nbsp;&nbsp;&nbsp;&nbsp; 4515 |
| &nbsp;&nbsp;&nbsp;Ontario Power Generation Inc. | 2.977% | &nbsp;&nbsp;&nbsp;&nbsp; 9/13/29 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 4082 | &nbsp;&nbsp;&nbsp;&nbsp; 2915 |
| &nbsp;&nbsp;&nbsp;Ontario Power Generation Inc. | 4.831% | &nbsp;&nbsp;&nbsp;&nbsp; 6/28/34 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 9000 | &nbsp;&nbsp;&nbsp;&nbsp; 6925 |
| &nbsp;&nbsp;&nbsp;Ontario Power Generation Inc. | 3.838% | &nbsp;&nbsp;&nbsp;&nbsp; 6/22/48 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1941 | &nbsp;&nbsp;&nbsp;&nbsp; 1219 |
| &nbsp;&nbsp;&nbsp;Ontario Power Generation Inc. | 4.248% | &nbsp;&nbsp;&nbsp;&nbsp; 1/18/49 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 800 | &nbsp;&nbsp;&nbsp;&nbsp; 535 |
| &nbsp;&nbsp;&nbsp;Ontario Power Generation Inc. | 3.651% | &nbsp;&nbsp;&nbsp;&nbsp; 9/13/50 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 923 | &nbsp;&nbsp;&nbsp;&nbsp; 557 |
| &nbsp;&nbsp;&nbsp;Ontario Power Generation Inc. | 2.947% | &nbsp;&nbsp;&nbsp;&nbsp; 2/21/51 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1457 | &nbsp;&nbsp;&nbsp;&nbsp; 768 |
| &nbsp;&nbsp;&nbsp;Ontario Power Generation Inc. | 4.990% | &nbsp;&nbsp;&nbsp;&nbsp; 6/28/54 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp;&nbsp; 1491 |
| &nbsp;&nbsp;&nbsp;Ontario Power Generation Inc. | 4.866% | &nbsp;&nbsp;&nbsp;&nbsp; 3/13/55 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp;&nbsp; 1464 |
| &nbsp;&nbsp;&nbsp;OPB Finance Trust | 2.980% | &nbsp;&nbsp;&nbsp;&nbsp; 1/25/27 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2543 | &nbsp;&nbsp;&nbsp;&nbsp; 1851 |
| &nbsp;&nbsp;&nbsp;OPB Finance Trust | 3.890% | &nbsp;&nbsp;&nbsp;&nbsp; 7/4/42 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp;&nbsp; 1337 |
| &nbsp;&nbsp;&nbsp;Original Wempi Inc. | 7.791% | &nbsp;&nbsp;&nbsp;&nbsp; 10/4/27 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 4000 | &nbsp;&nbsp;&nbsp;&nbsp; 3117 |
| &nbsp;&nbsp;&nbsp;Ottawa MacDonald-Cartier International Airport Authority | 3.933% | &nbsp;&nbsp;&nbsp;&nbsp; 6/9/45 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 810 | &nbsp;&nbsp;&nbsp;&nbsp; 539 |
| &nbsp;&nbsp;&nbsp;Pembina Pipeline Corp. | 3.710% | &nbsp;&nbsp;&nbsp;&nbsp; 8/11/26 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2470 | &nbsp;&nbsp;&nbsp;&nbsp; 1799 |
| &nbsp;&nbsp;&nbsp;Pembina Pipeline Corp. | 4.240% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1000 | &nbsp;&nbsp;&nbsp;&nbsp; 736 |
| &nbsp;&nbsp;&nbsp;Pembina Pipeline Corp. | 4.020% | &nbsp;&nbsp;&nbsp;&nbsp; 3/27/28 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1000 | &nbsp;&nbsp;&nbsp;&nbsp; 736 |
| &nbsp;&nbsp;&nbsp;Pembina Pipeline Corp. | 3.620% | &nbsp;&nbsp;&nbsp;&nbsp; 4/3/29 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2229 | &nbsp;&nbsp;&nbsp;&nbsp; 1618 |
| &nbsp;&nbsp;&nbsp;Pembina Pipeline Corp. | 3.530% | &nbsp;&nbsp;&nbsp;&nbsp; 12/10/31 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 6300 | &nbsp;&nbsp;&nbsp;&nbsp; 4392 |
| &nbsp;&nbsp;&nbsp;Pembina Pipeline Corp. | 5.020% | &nbsp;&nbsp;&nbsp;&nbsp; 1/12/32 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 7500 | &nbsp;&nbsp;&nbsp;&nbsp; 5670 |
| &nbsp;&nbsp;&nbsp;Pembina Pipeline Corp. | 5.220% | &nbsp;&nbsp;&nbsp;&nbsp; 6/28/33 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 3801 |
| &nbsp;&nbsp;&nbsp;Pembina Pipeline Corp. | 5.210% | &nbsp;&nbsp;&nbsp;&nbsp; 1/12/34 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2250 | &nbsp;&nbsp;&nbsp;&nbsp; 1710 |
| &nbsp;&nbsp;&nbsp;Pembina Pipeline Corp. | 4.740% | &nbsp;&nbsp;&nbsp;&nbsp; 1/21/47 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1723 | &nbsp;&nbsp;&nbsp;&nbsp; 1143 |
| &nbsp;&nbsp;&nbsp;Pembina Pipeline Corp. | 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/26/48 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 6314 | &nbsp;&nbsp;&nbsp;&nbsp; 4185 |
| &nbsp;&nbsp;&nbsp;Pembina Pipeline Corp. | 4.540% | &nbsp;&nbsp;&nbsp;&nbsp; 4/3/49 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2856 | &nbsp;&nbsp;&nbsp;&nbsp; 1830 |
| &nbsp;&nbsp;&nbsp;Pembina Pipeline Corp. | 4.670% | &nbsp;&nbsp;&nbsp;&nbsp; 5/28/50 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1523 | &nbsp;&nbsp;&nbsp;&nbsp; 993 |
| &nbsp;&nbsp;&nbsp;Plenary Health Bridgepoint LP | 7.246% | &nbsp;&nbsp;&nbsp;&nbsp; 8/31/42 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 816 | &nbsp;&nbsp;&nbsp;&nbsp; 719 |
| &nbsp;&nbsp;&nbsp;Plenary Health Care Partnerships Humber LP | 4.895% | &nbsp;&nbsp;&nbsp;&nbsp; 5/31/39 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1024 | &nbsp;&nbsp;&nbsp;&nbsp; 757 |
| &nbsp;&nbsp;&nbsp;Plenary PCL Health HIEP LP | 4.907% | &nbsp;&nbsp;&nbsp;&nbsp; 6/30/60 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2933 | &nbsp;&nbsp;&nbsp;&nbsp; 2108 |
| &nbsp;&nbsp;&nbsp;Plenary Properties LTAP LP | 6.288% | &nbsp;&nbsp;&nbsp;&nbsp; 1/31/44 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 3116 | &nbsp;&nbsp;&nbsp;&nbsp; 2535 |
| &nbsp;&nbsp;&nbsp;Power Corp. of Canada | 4.455% | &nbsp;&nbsp;&nbsp;&nbsp; 7/27/48 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1496 | &nbsp;&nbsp;&nbsp;&nbsp; 1024 |
| &nbsp;&nbsp;&nbsp;Primaris REIT | 4.727% | &nbsp;&nbsp;&nbsp;&nbsp; 3/30/27 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 900 | &nbsp;&nbsp;&nbsp;&nbsp; 666 |
| &nbsp;&nbsp;&nbsp;Reliance LP | 2.680% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1543 | &nbsp;&nbsp;&nbsp;&nbsp; 1097 |
| &nbsp;&nbsp;&nbsp;Reliance LP | 2.670% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1496 | &nbsp;&nbsp;&nbsp;&nbsp; 1049 |
| &nbsp;&nbsp;&nbsp;RioCan REIT | 1.974% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 17719 | &nbsp;&nbsp;&nbsp;&nbsp; 12682 |
| &nbsp;&nbsp;&nbsp;RioCan REIT | 2.361% | &nbsp;&nbsp;&nbsp;&nbsp; 3/10/27 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 917 | &nbsp;&nbsp;&nbsp;&nbsp; 652 |
| &nbsp;&nbsp;&nbsp;RioCan REIT | 2.829% | &nbsp;&nbsp;&nbsp;&nbsp; 11/8/28 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2424 | &nbsp;&nbsp;&nbsp;&nbsp; 1700 |
| &nbsp;&nbsp;&nbsp;RioCan REIT | 5.962% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1400 | &nbsp;&nbsp;&nbsp;&nbsp; 1086 |
| &nbsp;&nbsp;&nbsp;RioCan REIT | 5.470% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp;&nbsp; 1528 |
| &nbsp;&nbsp;&nbsp;Rogers Communications Inc. | 5.650% | &nbsp;&nbsp;&nbsp;&nbsp; 9/21/26 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 14075 | &nbsp;&nbsp;&nbsp;&nbsp; 10542 |
| &nbsp;&nbsp;&nbsp;Rogers Communications Inc. | 3.800% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp;&nbsp; 1462 |
| &nbsp;&nbsp;&nbsp;Rogers Communications Inc. | 3.650% | &nbsp;&nbsp;&nbsp;&nbsp; 3/31/27 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 10983 | &nbsp;&nbsp;&nbsp;&nbsp; 8011 |
| &nbsp;&nbsp;&nbsp;Rogers Communications Inc. | 4.400% | &nbsp;&nbsp;&nbsp;&nbsp; 11/2/28 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1066 | &nbsp;&nbsp;&nbsp;&nbsp; 795 |
| &nbsp;&nbsp;&nbsp;Rogers Communications Inc. | 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 12162 | &nbsp;&nbsp;&nbsp;&nbsp; 8843 |
| &nbsp;&nbsp;&nbsp;Rogers Communications Inc. | 3.300% | &nbsp;&nbsp;&nbsp;&nbsp; 12/10/29 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2200 | &nbsp;&nbsp;&nbsp;&nbsp; 1564 |
| &nbsp;&nbsp;&nbsp;Rogers Communications Inc. | 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 9262 | &nbsp;&nbsp;&nbsp;&nbsp; 6724 |
| &nbsp;&nbsp;&nbsp;Rogers Communications Inc. | 5.900% | &nbsp;&nbsp;&nbsp;&nbsp; 9/21/33 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 7070 | &nbsp;&nbsp;&nbsp;&nbsp; 5630 |
| &nbsp;&nbsp;&nbsp;Rogers Communications Inc. | 6.680% | &nbsp;&nbsp;&nbsp;&nbsp; 11/4/39 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1553 | &nbsp;&nbsp;&nbsp;&nbsp; 1290 |
| &nbsp;&nbsp;&nbsp;Rogers Communications Inc. | 6.750% | &nbsp;&nbsp;&nbsp;&nbsp; 11/9/39 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2481 | &nbsp;&nbsp;&nbsp;&nbsp; 2074 |
| &nbsp;&nbsp;&nbsp;Rogers Communications Inc. | 6.110% | &nbsp;&nbsp;&nbsp;&nbsp; 8/25/40 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 3150 | &nbsp;&nbsp;&nbsp;&nbsp; 2489 |
| &nbsp;&nbsp;&nbsp;Rogers Communications Inc. | 6.560% | &nbsp;&nbsp;&nbsp;&nbsp; 3/22/41 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1652 | &nbsp;&nbsp;&nbsp;&nbsp; 1365 |
| &nbsp;&nbsp;&nbsp;Rogers Communications Inc. | 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 3720 | &nbsp;&nbsp;&nbsp;&nbsp; 2700 |
| &nbsp;&nbsp;&nbsp;Royal Bank of Canada | 1.589% | &nbsp;&nbsp;&nbsp;&nbsp; 5/4/26 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 4490 | &nbsp;&nbsp;&nbsp;&nbsp; 3217 |
| &nbsp;&nbsp;&nbsp;Royal Bank of Canada | 1.782% | &nbsp;&nbsp;&nbsp;&nbsp; 5/20/26 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 5791 | &nbsp;&nbsp;&nbsp;&nbsp; 4158 |
| &nbsp;&nbsp;&nbsp;Royal Bank of Canada | 5.235% | &nbsp;&nbsp;&nbsp;&nbsp; 11/2/26 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 6400 | &nbsp;&nbsp;&nbsp;&nbsp; 4788 |
| &nbsp;&nbsp;&nbsp;Royal Bank of Canada | 0.010% | &nbsp;&nbsp;&nbsp;&nbsp; 1/21/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7631 | &nbsp;&nbsp;&nbsp;&nbsp; 8343 |
| &nbsp;&nbsp;&nbsp;Royal Bank of Canada | 2.328% | &nbsp;&nbsp;&nbsp;&nbsp; 1/28/27 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 19232 | &nbsp;&nbsp;&nbsp;&nbsp; 13780 |
| &nbsp;&nbsp;&nbsp;Royal Bank of Canada | 0.125% | &nbsp;&nbsp;&nbsp;&nbsp; 4/26/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 25000 | &nbsp;&nbsp;&nbsp;&nbsp; 27251 |
| &nbsp;&nbsp;&nbsp;Royal Bank of Canada | 3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 6/14/27 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 6519 |
| &nbsp;&nbsp;&nbsp;Royal Bank of Canada | 4.612% | &nbsp;&nbsp;&nbsp;&nbsp; 7/26/27 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 8600 | &nbsp;&nbsp;&nbsp;&nbsp; 6432 |
| &nbsp;&nbsp;&nbsp;Royal Bank of Canada | 2.375% | &nbsp;&nbsp;&nbsp;&nbsp; 9/13/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7500 | &nbsp;&nbsp;&nbsp;&nbsp; 8536 |
| &nbsp;&nbsp;&nbsp;Royal Bank of Canada | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10300 | &nbsp;&nbsp;&nbsp;&nbsp; 11484 |
| &nbsp;&nbsp;&nbsp;Royal Bank of Canada | 4.642% | &nbsp;&nbsp;&nbsp;&nbsp; 1/17/28 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 5380 | &nbsp;&nbsp;&nbsp;&nbsp; 4043 |
| &nbsp;&nbsp;&nbsp;Royal Bank of Canada | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/24/28 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 6723 |
| &nbsp;&nbsp;&nbsp;Royal Bank of Canada | 4.632% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 11200 | &nbsp;&nbsp;&nbsp;&nbsp; 8434 |
| &nbsp;&nbsp;&nbsp;Royal Bank of Canada | 2.125% | &nbsp;&nbsp;&nbsp;&nbsp; 4/26/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 9600 | &nbsp;&nbsp;&nbsp;&nbsp; 10615 |
| &nbsp;&nbsp;&nbsp;Royal Bank of Canada | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/17/30 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 13060 | &nbsp;&nbsp;&nbsp;&nbsp; 9636 |
| &nbsp;&nbsp;&nbsp;Royal Bank of Canada | 2.140% | &nbsp;&nbsp;&nbsp;&nbsp; 11/3/31 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 4415 | &nbsp;&nbsp;&nbsp;&nbsp; 3146 |
| &nbsp;&nbsp;&nbsp;Royal Bank of Canada | 2.940% | &nbsp;&nbsp;&nbsp;&nbsp; 5/3/32 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 3860 | &nbsp;&nbsp;&nbsp;&nbsp; 2771 |
| &nbsp;&nbsp;&nbsp;Royal Bank of Canada | 5.010% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 4700 | &nbsp;&nbsp;&nbsp;&nbsp; 3526 |
| &nbsp;&nbsp;&nbsp;Royal Bank of Canada | 5.096% | &nbsp;&nbsp;&nbsp;&nbsp; 4/3/34 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 3778 |

---

------

Total International Bond Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;&nbsp;&nbsp;Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| &nbsp;&nbsp;&nbsp;Royal Bank of Canada | 4.829% | &nbsp;&nbsp;&nbsp;&nbsp; 8/8/34 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 10440 | &nbsp;&nbsp;&nbsp;&nbsp; 7818 |
| &nbsp;&nbsp;&nbsp;Royal Bank of Canada | 4.464% | &nbsp;&nbsp;&nbsp;&nbsp; 10/17/35 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 16580 | &nbsp;&nbsp;&nbsp;&nbsp; 12265 |
| &nbsp;&nbsp;&nbsp;Sagen MI Canada Inc. | 2.955% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 943 | &nbsp;&nbsp;&nbsp;&nbsp; 677 |
| &nbsp;&nbsp;&nbsp;Sagen MI Canada Inc. | 3.261% | &nbsp;&nbsp;&nbsp;&nbsp; 3/5/31 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1600 | &nbsp;&nbsp;&nbsp;&nbsp; 1069 |
| &nbsp;&nbsp;&nbsp;Saputo Inc. | 2.242% | &nbsp;&nbsp;&nbsp;&nbsp; 6/16/27 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1000 | &nbsp;&nbsp;&nbsp;&nbsp; 711 |
| &nbsp;&nbsp;&nbsp;Saputo Inc. | 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 11/29/29 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1100 | &nbsp;&nbsp;&nbsp;&nbsp; 846 |
| &nbsp;&nbsp;&nbsp;Saputo Inc. | 5.492% | &nbsp;&nbsp;&nbsp;&nbsp; 11/20/30 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2950 | &nbsp;&nbsp;&nbsp;&nbsp; 2303 |
| &nbsp;&nbsp;&nbsp;Scotiabank Capital Trust | 5.650% | &nbsp;&nbsp;&nbsp;&nbsp; 12/31/56 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2013 | &nbsp;&nbsp;&nbsp;&nbsp; 1530 |
| &nbsp;&nbsp;&nbsp;SEC LP & Arci Ltd. | 5.188% | &nbsp;&nbsp;&nbsp;&nbsp; 8/29/33 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2079 | &nbsp;&nbsp;&nbsp;&nbsp; 1483 |
| &nbsp;&nbsp;&nbsp;SGTP Highway Bypass LP | 4.105% | &nbsp;&nbsp;&nbsp;&nbsp; 1/31/45 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1402 | &nbsp;&nbsp;&nbsp;&nbsp; 967 |
| &nbsp;&nbsp;&nbsp;Simon Fraser University | 5.613% | &nbsp;&nbsp;&nbsp;&nbsp; 6/10/43 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 130 | &nbsp;&nbsp;&nbsp;&nbsp; 104 |
| &nbsp;&nbsp;&nbsp;SmartCentres REIT | 3.834% | &nbsp;&nbsp;&nbsp;&nbsp; 12/21/27 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2550 | &nbsp;&nbsp;&nbsp;&nbsp; 1855 |
| &nbsp;&nbsp;&nbsp;SmartCentres REIT | 2.307% | &nbsp;&nbsp;&nbsp;&nbsp; 12/18/28 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1326 | &nbsp;&nbsp;&nbsp;&nbsp; 909 |
| &nbsp;&nbsp;&nbsp;SmartCentres REIT | 3.526% | &nbsp;&nbsp;&nbsp;&nbsp; 12/20/29 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 816 | &nbsp;&nbsp;&nbsp;&nbsp; 575 |
| &nbsp;&nbsp;&nbsp;SmartCentres REIT | 5.162% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1100 | &nbsp;&nbsp;&nbsp;&nbsp; 826 |
| &nbsp;&nbsp;&nbsp;SmartCentres REIT | 3.648% | &nbsp;&nbsp;&nbsp;&nbsp; 12/11/30 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1019 | &nbsp;&nbsp;&nbsp;&nbsp; 711 |
| &nbsp;&nbsp;&nbsp;South Bow Canadian Infrastructure Holdings Ltd. | 4.323% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp;&nbsp; 1470 |
| &nbsp;&nbsp;&nbsp;South Bow Canadian Infrastructure Holdings Ltd. | 4.616% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2500 | &nbsp;&nbsp;&nbsp;&nbsp; 1836 |
| &nbsp;&nbsp;&nbsp;South Bow Canadian Infrastructure Holdings Ltd. | 4.933% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 4500 | &nbsp;&nbsp;&nbsp;&nbsp; 3301 |
| &nbsp;&nbsp;&nbsp;SSL Finance Inc. | 4.099% | &nbsp;&nbsp;&nbsp;&nbsp; 10/31/45 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1401 | &nbsp;&nbsp;&nbsp;&nbsp; 954 |
| &nbsp;&nbsp;&nbsp;Stantec Inc. | 5.393% | &nbsp;&nbsp;&nbsp;&nbsp; 6/27/30 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 900 | &nbsp;&nbsp;&nbsp;&nbsp; 695 |
| &nbsp;&nbsp;&nbsp;Stella-Jones Inc. | 4.312% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 3336 | &nbsp;&nbsp;&nbsp;&nbsp; 2430 |
| &nbsp;&nbsp;&nbsp;Sun Life Financial Inc. | 2.460% | &nbsp;&nbsp;&nbsp;&nbsp; 11/18/31 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp;&nbsp; 1433 |
| &nbsp;&nbsp;&nbsp;Sun Life Financial Inc. | 2.580% | &nbsp;&nbsp;&nbsp;&nbsp; 5/10/32 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 5780 | &nbsp;&nbsp;&nbsp;&nbsp; 4131 |
| &nbsp;&nbsp;&nbsp;Sun Life Financial Inc. | 2.800% | &nbsp;&nbsp;&nbsp;&nbsp; 11/21/33 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 4019 | &nbsp;&nbsp;&nbsp;&nbsp; 2841 |
| &nbsp;&nbsp;&nbsp;Sun Life Financial Inc. | 4.780% | &nbsp;&nbsp;&nbsp;&nbsp; 8/10/34 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 3300 | &nbsp;&nbsp;&nbsp;&nbsp; 2484 |
| &nbsp;&nbsp;&nbsp;Sun Life Financial Inc. | 5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 7/4/35 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2250 | &nbsp;&nbsp;&nbsp;&nbsp; 1748 |
| &nbsp;&nbsp;&nbsp;Sun Life Financial Inc. | 2.060% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2523 | &nbsp;&nbsp;&nbsp;&nbsp; 1676 |
| &nbsp;&nbsp;&nbsp;Sun Life Financial Inc. | 5.120% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp;&nbsp; 1527 |
| &nbsp;&nbsp;&nbsp;Sun Life Financial Inc. | 5.400% | &nbsp;&nbsp;&nbsp;&nbsp; 5/29/42 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2473 | &nbsp;&nbsp;&nbsp;&nbsp; 1886 |
| &nbsp;&nbsp;&nbsp;Suncor Energy Inc. | 5.400% | &nbsp;&nbsp;&nbsp;&nbsp; 11/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 3739 |
| &nbsp;&nbsp;&nbsp;Suncor Energy Inc. | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/9/30 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp;&nbsp; 1498 |
| &nbsp;&nbsp;&nbsp;Suncor Energy Inc. | 4.340% | &nbsp;&nbsp;&nbsp;&nbsp; 9/13/46 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1141 | &nbsp;&nbsp;&nbsp;&nbsp; 728 |
| &nbsp;&nbsp;&nbsp;Suncor Energy Inc. | 3.950% | &nbsp;&nbsp;&nbsp;&nbsp; 3/4/51 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2162 | &nbsp;&nbsp;&nbsp;&nbsp; 1275 |
| &nbsp;&nbsp;&nbsp;TELUS Corp. | 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 7/8/26 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1500 | &nbsp;&nbsp;&nbsp;&nbsp; 1082 |
| &nbsp;&nbsp;&nbsp;TELUS Corp. | 2.350% | &nbsp;&nbsp;&nbsp;&nbsp; 1/27/28 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 3061 | &nbsp;&nbsp;&nbsp;&nbsp; 2167 |
| &nbsp;&nbsp;&nbsp;TELUS Corp. | 3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 9899 | &nbsp;&nbsp;&nbsp;&nbsp; 7229 |
| &nbsp;&nbsp;&nbsp;TELUS Corp. | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/13/29 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2200 | &nbsp;&nbsp;&nbsp;&nbsp; 1678 |
| &nbsp;&nbsp;&nbsp;TELUS Corp. | 5.600% | &nbsp;&nbsp;&nbsp;&nbsp; 9/9/30 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 4993 | &nbsp;&nbsp;&nbsp;&nbsp; 3910 |
| &nbsp;&nbsp;&nbsp;TELUS Corp. | 4.650% | &nbsp;&nbsp;&nbsp;&nbsp; 8/13/31 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp;&nbsp; 1495 |
| &nbsp;&nbsp;&nbsp;TELUS Corp. | 2.850% | &nbsp;&nbsp;&nbsp;&nbsp; 11/13/31 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1600 | &nbsp;&nbsp;&nbsp;&nbsp; 1083 |
| &nbsp;&nbsp;&nbsp;TELUS Corp. | 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 10400 | &nbsp;&nbsp;&nbsp;&nbsp; 7998 |
| &nbsp;&nbsp;&nbsp;TELUS Corp. | 4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 3/28/33 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp;&nbsp; 1509 |
| &nbsp;&nbsp;&nbsp;TELUS Corp. | 5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 9/8/33 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 3010 | &nbsp;&nbsp;&nbsp;&nbsp; 2384 |
| &nbsp;&nbsp;&nbsp;TELUS Corp. | 4.400% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1490 | &nbsp;&nbsp;&nbsp;&nbsp; 979 |
| &nbsp;&nbsp;&nbsp;TELUS Corp. | 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/17/45 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1403 | &nbsp;&nbsp;&nbsp;&nbsp; 959 |
| &nbsp;&nbsp;&nbsp;TELUS Corp. | 4.400% | &nbsp;&nbsp;&nbsp;&nbsp; 1/29/46 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1250 | &nbsp;&nbsp;&nbsp;&nbsp; 812 |
| &nbsp;&nbsp;&nbsp;TELUS Corp. | 4.700% | &nbsp;&nbsp;&nbsp;&nbsp; 3/6/48 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2457 | &nbsp;&nbsp;&nbsp;&nbsp; 1660 |
| &nbsp;&nbsp;&nbsp;TELUS Corp. | 3.950% | &nbsp;&nbsp;&nbsp;&nbsp; 2/16/50 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1260 | &nbsp;&nbsp;&nbsp;&nbsp; 760 |
| &nbsp;&nbsp;&nbsp;TELUS Corp. | 4.100% | &nbsp;&nbsp;&nbsp;&nbsp; 4/5/51 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2028 | &nbsp;&nbsp;&nbsp;&nbsp; 1244 |
| &nbsp;&nbsp;&nbsp;TELUS Corp. | 5.650% | &nbsp;&nbsp;&nbsp;&nbsp; 9/13/52 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 4400 | &nbsp;&nbsp;&nbsp;&nbsp; 3385 |
| &nbsp;&nbsp;&nbsp;TELUS Corp. | 5.950% | &nbsp;&nbsp;&nbsp;&nbsp; 9/8/53 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1160 | &nbsp;&nbsp;&nbsp;&nbsp; 929 |
| &nbsp;&nbsp;&nbsp;Teranet Holdings LP | 5.754% | &nbsp;&nbsp;&nbsp;&nbsp; 12/17/40 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1732 | &nbsp;&nbsp;&nbsp;&nbsp; 1257 |
| &nbsp;&nbsp;&nbsp;Teranet Holdings LP | 6.100% | &nbsp;&nbsp;&nbsp;&nbsp; 6/17/41 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1198 | &nbsp;&nbsp;&nbsp;&nbsp; 886 |
| &nbsp;&nbsp;&nbsp;TMX Group Ltd. | 3.779% | &nbsp;&nbsp;&nbsp;&nbsp; 6/5/28 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2300 | &nbsp;&nbsp;&nbsp;&nbsp; 1690 |
| &nbsp;&nbsp;&nbsp;TMX Group Ltd. | 4.678% | &nbsp;&nbsp;&nbsp;&nbsp; 8/16/29 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1984 | &nbsp;&nbsp;&nbsp;&nbsp; 1504 |
| &nbsp;&nbsp;&nbsp;TMX Group Ltd. | 4.836% | &nbsp;&nbsp;&nbsp;&nbsp; 2/18/32 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 4950 | &nbsp;&nbsp;&nbsp;&nbsp; 3777 |
| &nbsp;&nbsp;&nbsp;TMX Group Ltd. | 4.970% | &nbsp;&nbsp;&nbsp;&nbsp; 2/16/34 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1600 | &nbsp;&nbsp;&nbsp;&nbsp; 1225 |
| &nbsp;&nbsp;&nbsp;Toromont Industries Ltd. | 3.842% | &nbsp;&nbsp;&nbsp;&nbsp; 10/27/27 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1119 | &nbsp;&nbsp;&nbsp;&nbsp; 821 |
| &nbsp;&nbsp;&nbsp;Toronto Hydro Corp. | 2.520% | &nbsp;&nbsp;&nbsp;&nbsp; 8/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2805 | &nbsp;&nbsp;&nbsp;&nbsp; 2026 |
| &nbsp;&nbsp;&nbsp;Toronto Hydro Corp. | 2.430% | &nbsp;&nbsp;&nbsp;&nbsp; 12/11/29 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 3061 | &nbsp;&nbsp;&nbsp;&nbsp; 2150 |
| &nbsp;&nbsp;&nbsp;Toronto Hydro Corp. | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 3600 | &nbsp;&nbsp;&nbsp;&nbsp; 2380 |
| &nbsp;&nbsp;&nbsp;Toronto Hydro Corp. | 3.550% | &nbsp;&nbsp;&nbsp;&nbsp; 7/28/45 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 846 | &nbsp;&nbsp;&nbsp;&nbsp; 528 |
| &nbsp;&nbsp;&nbsp;Toronto Hydro Corp. | 3.485% | &nbsp;&nbsp;&nbsp;&nbsp; 2/28/48 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2603 | &nbsp;&nbsp;&nbsp;&nbsp; 1588 |
| &nbsp;&nbsp;&nbsp;Toronto Hydro Corp. | 3.270% | &nbsp;&nbsp;&nbsp;&nbsp; 10/18/51 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 897 | &nbsp;&nbsp;&nbsp;&nbsp; 518 |
| &nbsp;&nbsp;&nbsp;Toronto Hydro Corp. | 4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 10/13/52 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1500 | &nbsp;&nbsp;&nbsp;&nbsp; 1142 |
| &nbsp;&nbsp;&nbsp;Toronto-Dominion Bank | 5.423% | &nbsp;&nbsp;&nbsp;&nbsp; 7/10/26 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 6000 | &nbsp;&nbsp;&nbsp;&nbsp; 4475 |
| &nbsp;&nbsp;&nbsp;Toronto-Dominion Bank | 3.765% | &nbsp;&nbsp;&nbsp;&nbsp; 9/8/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 20000 | &nbsp;&nbsp;&nbsp;&nbsp; 23159 |
| &nbsp;&nbsp;&nbsp;Toronto-Dominion Bank | 2.260% | &nbsp;&nbsp;&nbsp;&nbsp; 1/7/27 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 18080 | &nbsp;&nbsp;&nbsp;&nbsp; 12935 |
| &nbsp;&nbsp;&nbsp;Toronto-Dominion Bank | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 1/18/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3700 | &nbsp;&nbsp;&nbsp;&nbsp; 4054 |

---

------

Total International Bond Index Fund

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;&nbsp;&nbsp;Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Toronto-Dominion Bank | 2.875% | &nbsp;&nbsp;&nbsp;&nbsp; 4/5/27 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 5800 | &nbsp;&nbsp;&nbsp;&nbsp; 7464 |
|  | &nbsp;&nbsp;&nbsp;Toronto-Dominion Bank | 4.210% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 11904 | &nbsp;&nbsp;&nbsp;&nbsp; 8817 |
|  | &nbsp;&nbsp;&nbsp;Toronto-Dominion Bank | 0.100% | &nbsp;&nbsp;&nbsp;&nbsp; 7/19/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10219 | &nbsp;&nbsp;&nbsp;&nbsp; 11063 |
|  | &nbsp;&nbsp;&nbsp;Toronto-Dominion Bank | 2.551% | &nbsp;&nbsp;&nbsp;&nbsp; 8/3/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4000 | &nbsp;&nbsp;&nbsp;&nbsp; 4532 |
|  | &nbsp;&nbsp;&nbsp;Toronto-Dominion Bank | 2.776% | &nbsp;&nbsp;&nbsp;&nbsp; 9/3/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 20000 | &nbsp;&nbsp;&nbsp;&nbsp; 22946 |
|  | &nbsp;&nbsp;&nbsp;Toronto-Dominion Bank | 5.376% | &nbsp;&nbsp;&nbsp;&nbsp; 10/21/27 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 7000 | &nbsp;&nbsp;&nbsp;&nbsp; 5331 |
|  | &nbsp;&nbsp;&nbsp;Toronto-Dominion Bank | 4.477% | &nbsp;&nbsp;&nbsp;&nbsp; 1/18/28 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 7500 | &nbsp;&nbsp;&nbsp;&nbsp; 5610 |
|  | &nbsp;&nbsp;&nbsp;Toronto-Dominion Bank | 5.491% | &nbsp;&nbsp;&nbsp;&nbsp; 9/8/28 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 10000 | &nbsp;&nbsp;&nbsp;&nbsp; 7730 |
|  | &nbsp;&nbsp;&nbsp;Toronto-Dominion Bank | 4.680% | &nbsp;&nbsp;&nbsp;&nbsp; 1/8/29 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 10000 | &nbsp;&nbsp;&nbsp;&nbsp; 7572 |
|  | &nbsp;&nbsp;&nbsp;Toronto-Dominion Bank | 3.631% | &nbsp;&nbsp;&nbsp;&nbsp; 12/13/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10000 | &nbsp;&nbsp;&nbsp;&nbsp; 11596 |
|  | &nbsp;&nbsp;&nbsp;Toronto-Dominion Bank | 1.952% | &nbsp;&nbsp;&nbsp;&nbsp; 4/8/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 8600 | &nbsp;&nbsp;&nbsp;&nbsp; 9194 |
|  | &nbsp;&nbsp;&nbsp;Toronto-Dominion Bank | 4.002% | &nbsp;&nbsp;&nbsp;&nbsp; 10/31/30 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 3500 | &nbsp;&nbsp;&nbsp;&nbsp; 2582 |
|  | &nbsp;&nbsp;&nbsp;Toronto-Dominion Bank | 3.129% | &nbsp;&nbsp;&nbsp;&nbsp; 8/3/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp;&nbsp; 2212 |
|  | &nbsp;&nbsp;&nbsp;Toronto-Dominion Bank | 3.247% | &nbsp;&nbsp;&nbsp;&nbsp; 2/16/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4738 | &nbsp;&nbsp;&nbsp;&nbsp; 5471 |
|  | &nbsp;&nbsp;&nbsp;Toronto-Dominion Bank | 5.177% | &nbsp;&nbsp;&nbsp;&nbsp; 4/9/34 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 10700 | &nbsp;&nbsp;&nbsp;&nbsp; 8097 |
|  | &nbsp;&nbsp;&nbsp;Toronto-Dominion Bank | 4.231% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 3000 | &nbsp;&nbsp;&nbsp;&nbsp; 2177 |
|  | &nbsp;&nbsp;&nbsp;Toronto-Dominion Bank | 4.423% | &nbsp;&nbsp;&nbsp;&nbsp; 10/31/35 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 6500 | &nbsp;&nbsp;&nbsp;&nbsp; 4773 |
|  | &nbsp;&nbsp;&nbsp;Tourmaline Oil Corp. | 2.529% | &nbsp;&nbsp;&nbsp;&nbsp; 2/12/29 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1500 | &nbsp;&nbsp;&nbsp;&nbsp; 1043 |
|  | &nbsp;&nbsp;&nbsp;Toyota Credit Canada Inc. | 1.660% | &nbsp;&nbsp;&nbsp;&nbsp; 7/20/26 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1408 | &nbsp;&nbsp;&nbsp;&nbsp; 1006 |
|  | &nbsp;&nbsp;&nbsp;Toyota Credit Canada Inc. | 4.420% | &nbsp;&nbsp;&nbsp;&nbsp; 6/28/27 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp;&nbsp; 1487 |
|  | &nbsp;&nbsp;&nbsp;Toyota Credit Canada Inc. | 3.550% | &nbsp;&nbsp;&nbsp;&nbsp; 10/4/27 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 7500 | &nbsp;&nbsp;&nbsp;&nbsp; 5473 |
|  | &nbsp;&nbsp;&nbsp;Toyota Credit Canada Inc. | 4.330% | &nbsp;&nbsp;&nbsp;&nbsp; 1/24/28 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1200 | &nbsp;&nbsp;&nbsp;&nbsp; 893 |
|  | &nbsp;&nbsp;&nbsp;Toyota Credit Canada Inc. | 5.160% | &nbsp;&nbsp;&nbsp;&nbsp; 7/12/28 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1600 | &nbsp;&nbsp;&nbsp;&nbsp; 1222 |
|  | &nbsp;&nbsp;&nbsp;TransCanada PipeLines Ltd. | 3.800% | &nbsp;&nbsp;&nbsp;&nbsp; 4/5/27 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 6230 | &nbsp;&nbsp;&nbsp;&nbsp; 4556 |
|  | &nbsp;&nbsp;&nbsp;TransCanada PipeLines Ltd. | 3.390% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 3125 | &nbsp;&nbsp;&nbsp;&nbsp; 2268 |
|  | &nbsp;&nbsp;&nbsp;TransCanada PipeLines Ltd. | 6.280% | &nbsp;&nbsp;&nbsp;&nbsp; 5/26/28 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2303 | &nbsp;&nbsp;&nbsp;&nbsp; 1780 |
|  | &nbsp;&nbsp;&nbsp;TransCanada PipeLines Ltd. | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/18/29 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 4000 | &nbsp;&nbsp;&nbsp;&nbsp; 2835 |
|  | &nbsp;&nbsp;&nbsp;TransCanada PipeLines Ltd. | 5.277% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 800 | &nbsp;&nbsp;&nbsp;&nbsp; 618 |
|  | &nbsp;&nbsp;&nbsp;TransCanada PipeLines Ltd. | 2.970% | &nbsp;&nbsp;&nbsp;&nbsp; 6/9/31 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp;&nbsp; 1382 |
|  | &nbsp;&nbsp;&nbsp;TransCanada PipeLines Ltd. | 5.330% | &nbsp;&nbsp;&nbsp;&nbsp; 5/12/32 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 6995 | &nbsp;&nbsp;&nbsp;&nbsp; 5417 |
|  | &nbsp;&nbsp;&nbsp;TransCanada PipeLines Ltd. | 4.550% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 5071 | &nbsp;&nbsp;&nbsp;&nbsp; 3399 |
|  | &nbsp;&nbsp;&nbsp;TransCanada PipeLines Ltd. | 4.350% | &nbsp;&nbsp;&nbsp;&nbsp; 6/6/46 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1559 | &nbsp;&nbsp;&nbsp;&nbsp; 1011 |
|  | &nbsp;&nbsp;&nbsp;TransCanada PipeLines Ltd. | 4.330% | &nbsp;&nbsp;&nbsp;&nbsp; 9/16/47 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 8996 | &nbsp;&nbsp;&nbsp;&nbsp; 5739 |
|  | &nbsp;&nbsp;&nbsp;TransCanada PipeLines Ltd. | 4.180% | &nbsp;&nbsp;&nbsp;&nbsp; 7/3/48 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 3540 | &nbsp;&nbsp;&nbsp;&nbsp; 2202 |
|  | &nbsp;&nbsp;&nbsp;Trillium Health Partners Volunteers | 3.702% | &nbsp;&nbsp;&nbsp;&nbsp; 12/20/58 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 315 | &nbsp;&nbsp;&nbsp;&nbsp; 192 |
|  | &nbsp;&nbsp;&nbsp;University of Ottawa | 2.635% | &nbsp;&nbsp;&nbsp;&nbsp; 2/13/60 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1869 | &nbsp;&nbsp;&nbsp;&nbsp; 881 |
|  | &nbsp;&nbsp;&nbsp;University of Toronto | 4.251% | &nbsp;&nbsp;&nbsp;&nbsp; 12/7/51 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1275 | &nbsp;&nbsp;&nbsp;&nbsp; 876 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Vancouver Airport Authority | 7.425% | &nbsp;&nbsp;&nbsp;&nbsp; 12/7/26 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 7654 | &nbsp;&nbsp;&nbsp;&nbsp; 5916 |
|  | &nbsp;&nbsp;&nbsp;Vancouver Airport Authority | 2.874% | &nbsp;&nbsp;&nbsp;&nbsp; 10/18/49 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1074 | &nbsp;&nbsp;&nbsp;&nbsp; 587 |
|  | &nbsp;&nbsp;&nbsp;Vancouver Airport Authority | 2.800% | &nbsp;&nbsp;&nbsp;&nbsp; 9/21/50 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1222 | &nbsp;&nbsp;&nbsp;&nbsp; 653 |
|  | &nbsp;&nbsp;&nbsp;Veren Inc. | 4.968% | &nbsp;&nbsp;&nbsp;&nbsp; 6/21/29 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1000 | &nbsp;&nbsp;&nbsp;&nbsp; 747 |
|  | &nbsp;&nbsp;&nbsp;Veren Inc. | 5.503% | &nbsp;&nbsp;&nbsp;&nbsp; 6/21/34 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 4000 | &nbsp;&nbsp;&nbsp;&nbsp; 2994 |
|  | &nbsp;&nbsp;&nbsp;Videotron Ltd. | 4.650% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 10000 | &nbsp;&nbsp;&nbsp;&nbsp; 7504 |
|  | &nbsp;&nbsp;&nbsp;Videotron Ltd. | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1667 | &nbsp;&nbsp;&nbsp;&nbsp; 1247 |
|  | &nbsp;&nbsp;&nbsp;Westcoast Energy Inc. | 4.791% | &nbsp;&nbsp;&nbsp;&nbsp; 10/28/41 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1129 | &nbsp;&nbsp;&nbsp;&nbsp; 793 |
|  | &nbsp;&nbsp;&nbsp;WSP Global Inc. | 2.408% | &nbsp;&nbsp;&nbsp;&nbsp; 4/19/28 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1821 | &nbsp;&nbsp;&nbsp;&nbsp; 1284 |
|  | &nbsp;&nbsp;&nbsp;WSP Global Inc. | 5.548% | &nbsp;&nbsp;&nbsp;&nbsp; 11/22/30 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 8965 | &nbsp;&nbsp;&nbsp;&nbsp; 7015 |
|  | &nbsp;&nbsp;&nbsp;York University | 6.480% | &nbsp;&nbsp;&nbsp;&nbsp; 3/7/42 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 879 | &nbsp;&nbsp;&nbsp;&nbsp; 764 |
|  |  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **1728463** |
| **China (0.0%)** | **China (0.0%)** | **China (0.0%)** | **China (0.0%)** |  |  |  |
|  | &nbsp;&nbsp;&nbsp;Prosus NV | 1.539% | &nbsp;&nbsp;&nbsp;&nbsp; 8/3/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 400 | &nbsp;&nbsp;&nbsp;&nbsp; 427 |
|  | &nbsp;&nbsp;&nbsp;Prosus NV | 1.288% | &nbsp;&nbsp;&nbsp;&nbsp; 7/13/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1416 | &nbsp;&nbsp;&nbsp;&nbsp; 1459 |
|  | &nbsp;&nbsp;&nbsp;Prosus NV | 2.031% | &nbsp;&nbsp;&nbsp;&nbsp; 8/3/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5485 | &nbsp;&nbsp;&nbsp;&nbsp; 5328 |
|  | &nbsp;&nbsp;&nbsp;Prosus NV | 2.778% | &nbsp;&nbsp;&nbsp;&nbsp; 1/19/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2294 | &nbsp;&nbsp;&nbsp;&nbsp; 2278 |
|  |  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **9492** |
| **Czech Republic (0.0%)** | **Czech Republic (0.0%)** | **Czech Republic (0.0%)** | **Czech Republic (0.0%)** |  |  |  |
|  | &nbsp;&nbsp;&nbsp;CEZ A/S | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/5/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6359 | &nbsp;&nbsp;&nbsp;&nbsp; 7196 |
|  | &nbsp;&nbsp;&nbsp;Czech Gas Networks Investments Sarl | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/16/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7000 | &nbsp;&nbsp;&nbsp;&nbsp; 7642 |
|  | &nbsp;&nbsp;&nbsp;Czech Gas Networks Investments Sarl | 0.450% | &nbsp;&nbsp;&nbsp;&nbsp; 9/8/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2100 | &nbsp;&nbsp;&nbsp;&nbsp; 2116 |
|  | &nbsp;&nbsp;&nbsp;Czech Gas Networks Investments Sarl | 0.875% | &nbsp;&nbsp;&nbsp;&nbsp; 3/31/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6000 | &nbsp;&nbsp;&nbsp;&nbsp; 5806 |
|  | &nbsp;&nbsp;&nbsp;EP Infrastructure A/S | 1.698% | &nbsp;&nbsp;&nbsp;&nbsp; 7/30/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 414 | &nbsp;&nbsp;&nbsp;&nbsp; 458 |
|  | &nbsp;&nbsp;&nbsp;EP Infrastructure A/S | 2.045% | &nbsp;&nbsp;&nbsp;&nbsp; 10/9/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3187 | &nbsp;&nbsp;&nbsp;&nbsp; 3350 |
|  | &nbsp;&nbsp;&nbsp;EP Infrastructure A/S | 1.816% | &nbsp;&nbsp;&nbsp;&nbsp; 3/2/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2060 | &nbsp;&nbsp;&nbsp;&nbsp; 2034 |
|  | &nbsp;&nbsp;&nbsp;EPH Financing International A/S | 6.651% | &nbsp;&nbsp;&nbsp;&nbsp; 11/13/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4000 | &nbsp;&nbsp;&nbsp;&nbsp; 4869 |
|  | &nbsp;&nbsp;&nbsp;EPH Financing International A/S | 5.875% | &nbsp;&nbsp;&nbsp;&nbsp; 11/30/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4700 | &nbsp;&nbsp;&nbsp;&nbsp; 5615 |
|  |  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **39086** |
| **Denmark (0.6%)** | **Denmark (0.6%)** | **Denmark (0.6%)** | **Denmark (0.6%)** |  |  |  |
|  | &nbsp;&nbsp;&nbsp;AP Moller - Maersk A/S | 0.750% | &nbsp;&nbsp;&nbsp;&nbsp; 11/25/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7214 | &nbsp;&nbsp;&nbsp;&nbsp; 6968 |
|  | &nbsp;&nbsp;&nbsp;Carlsberg Breweries A/S | 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 11/26/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 12000 | &nbsp;&nbsp;&nbsp;&nbsp; 13815 |

---

------

Total International Bond Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;&nbsp;&nbsp;Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| &nbsp;&nbsp;&nbsp;Carlsberg Breweries A/S | 0.875% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5500 | &nbsp;&nbsp;&nbsp;&nbsp; 5790 |
| &nbsp;&nbsp;&nbsp;Carlsberg Breweries A/S | 0.625% | &nbsp;&nbsp;&nbsp;&nbsp; 3/9/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5895 | &nbsp;&nbsp;&nbsp;&nbsp; 6014 |
| &nbsp;&nbsp;&nbsp;Danfoss Finance I BV | 0.375% | &nbsp;&nbsp;&nbsp;&nbsp; 10/28/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp;&nbsp; 2077 |
| &nbsp;&nbsp;&nbsp;Danfoss Finance II BV | 4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 12/2/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5902 |
| &nbsp;&nbsp;&nbsp;Danmarks Skibskredit A/S | 0.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/21/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 9300 | &nbsp;&nbsp;&nbsp;&nbsp; 9797 |
| &nbsp;&nbsp;&nbsp;Danske Bank A/S | 0.750% | &nbsp;&nbsp;&nbsp;&nbsp; 11/22/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7631 | &nbsp;&nbsp;&nbsp;&nbsp; 8339 |
| &nbsp;&nbsp;&nbsp;Danske Bank A/S | 2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 1/14/28 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 6285 | &nbsp;&nbsp;&nbsp;&nbsp; 8023 |
| &nbsp;&nbsp;&nbsp;Danske Bank A/S | 6.500% | &nbsp;&nbsp;&nbsp;&nbsp; 8/23/28 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 2500 | &nbsp;&nbsp;&nbsp;&nbsp; 3457 |
| &nbsp;&nbsp;&nbsp;Danske Bank A/S | 0.750% | &nbsp;&nbsp;&nbsp;&nbsp; 6/9/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10224 | &nbsp;&nbsp;&nbsp;&nbsp; 10880 |
| &nbsp;&nbsp;&nbsp;Danske Bank A/S | 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 6/21/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 20000 | &nbsp;&nbsp;&nbsp;&nbsp; 24203 |
| &nbsp;&nbsp;&nbsp;Danske Bank A/S | 4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 1/10/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 18000 | &nbsp;&nbsp;&nbsp;&nbsp; 21459 |
| &nbsp;&nbsp;&nbsp;Danske Bank A/S | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10000 | &nbsp;&nbsp;&nbsp;&nbsp; 11123 |
| &nbsp;&nbsp;&nbsp;Danske Bank A/S | 3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 1/9/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10000 | &nbsp;&nbsp;&nbsp;&nbsp; 11642 |
| &nbsp;&nbsp;&nbsp;Danske Bank A/S | 4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 5/14/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10000 | &nbsp;&nbsp;&nbsp;&nbsp; 11761 |
| &nbsp;&nbsp;&nbsp;DSV Finance BV | 1.375% | &nbsp;&nbsp;&nbsp;&nbsp; 3/16/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5296 |
| &nbsp;&nbsp;&nbsp;DSV Finance BV | 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 11/6/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5717 |
| &nbsp;&nbsp;&nbsp;DSV Finance BV | 3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 11/6/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5546 |
| &nbsp;&nbsp;&nbsp;DSV Finance BV | 0.875% | &nbsp;&nbsp;&nbsp;&nbsp; 9/17/36 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3724 | &nbsp;&nbsp;&nbsp;&nbsp; 3219 |
| &nbsp;&nbsp;&nbsp;ISS Global A/S | 0.875% | &nbsp;&nbsp;&nbsp;&nbsp; 6/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp; 111 |
| &nbsp;&nbsp;&nbsp;ISS Global A/S | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 8/31/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10329 | &nbsp;&nbsp;&nbsp;&nbsp; 11398 |
| &nbsp;&nbsp;&nbsp;Jyske Bank A/S | 4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 11/10/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 6005 |
| &nbsp;&nbsp;&nbsp;Jyske Realkredit A/S | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 11370 | &nbsp;&nbsp;&nbsp;&nbsp; 12613 |
| &nbsp;&nbsp;&nbsp;Nordea Kredit Realkreditaktieselskab | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;DKK | &nbsp;&nbsp; 186000 | &nbsp;&nbsp;&nbsp;&nbsp; 27891 |
| &nbsp;&nbsp;&nbsp;Nordea Kredit Realkreditaktieselskab | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;DKK | &nbsp;&nbsp; 100000 | &nbsp;&nbsp;&nbsp;&nbsp; 14502 |
| &nbsp;&nbsp;&nbsp;Novo Nordisk Finance Netherlands BV | 0.125% | &nbsp;&nbsp;&nbsp;&nbsp; 6/4/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3000 | &nbsp;&nbsp;&nbsp;&nbsp; 3170 |
| &nbsp;&nbsp;&nbsp;Novo Nordisk Finance Netherlands BV | 1.375% | &nbsp;&nbsp;&nbsp;&nbsp; 3/31/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1000 | &nbsp;&nbsp;&nbsp;&nbsp; 1066 |
| &nbsp;&nbsp;&nbsp;Nykredit Realkredit A/S | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;DKK | &nbsp;&nbsp; 419419 | &nbsp;&nbsp;&nbsp;&nbsp; 62972 |
| &nbsp;&nbsp;&nbsp;Nykredit Realkredit A/S | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;DKK | &nbsp;&nbsp; 149698 | &nbsp;&nbsp;&nbsp;&nbsp; 22396 |
| &nbsp;&nbsp;&nbsp;Nykredit Realkredit A/S | 0.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/20/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10000 | &nbsp;&nbsp;&nbsp;&nbsp; 10951 |
| &nbsp;&nbsp;&nbsp;Nykredit Realkredit A/S | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;DKK | &nbsp;&nbsp; 250000 | &nbsp;&nbsp;&nbsp;&nbsp; 37206 |
| &nbsp;&nbsp;&nbsp;Nykredit Realkredit A/S | 0.375% | &nbsp;&nbsp;&nbsp;&nbsp; 1/17/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 11996 | &nbsp;&nbsp;&nbsp;&nbsp; 12691 |
| &nbsp;&nbsp;&nbsp;Nykredit Realkredit A/S | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;DKK | &nbsp;&nbsp; 100000 | &nbsp;&nbsp;&nbsp;&nbsp; 14676 |
| &nbsp;&nbsp;&nbsp;Nykredit Realkredit A/S | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;DKK | &nbsp;&nbsp; 125000 | &nbsp;&nbsp;&nbsp;&nbsp; 18202 |
| &nbsp;&nbsp;&nbsp;Nykredit Realkredit A/S | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;DKK | &nbsp;&nbsp; 50000 | &nbsp;&nbsp;&nbsp;&nbsp; 7155 |
| &nbsp;&nbsp;&nbsp;Nykredit Realkredit A/S | 3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 1/10/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7000 | &nbsp;&nbsp;&nbsp;&nbsp; 7968 |
| &nbsp;&nbsp;&nbsp;Nykredit Realkredit A/S | 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 7/10/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 18000 | &nbsp;&nbsp;&nbsp;&nbsp; 20347 |
| &nbsp;&nbsp;&nbsp;Nykredit Realkredit A/S | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/24/35 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7000 | &nbsp;&nbsp;&nbsp;&nbsp; 7936 |
| &nbsp;&nbsp;&nbsp;Nykredit Realkredit A/S | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;DKK | &nbsp;&nbsp; 16351 | &nbsp;&nbsp;&nbsp;&nbsp; 2213 |
| &nbsp;&nbsp;&nbsp;Orsted A/S | 2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/14/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5575 |
| &nbsp;&nbsp;&nbsp;Orsted A/S | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 11/26/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 14971 | &nbsp;&nbsp;&nbsp;&nbsp; 15887 |
| &nbsp;&nbsp;&nbsp;Orsted A/S | 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 9/13/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7900 | &nbsp;&nbsp;&nbsp;&nbsp; 8853 |
| &nbsp;&nbsp;&nbsp;Orsted A/S | 4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 1/12/32 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 6761 | &nbsp;&nbsp;&nbsp;&nbsp; 8670 |
| &nbsp;&nbsp;&nbsp;Orsted A/S | 2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/16/33 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 1185 | &nbsp;&nbsp;&nbsp;&nbsp; 1259 |
| &nbsp;&nbsp;&nbsp;Orsted A/S | 2.875% | &nbsp;&nbsp;&nbsp;&nbsp; 6/14/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5350 |
| &nbsp;&nbsp;&nbsp;Orsted A/S | 5.125% | &nbsp;&nbsp;&nbsp;&nbsp; 9/13/34 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 3500 | &nbsp;&nbsp;&nbsp;&nbsp; 4430 |
| &nbsp;&nbsp;&nbsp;Orsted A/S | 5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 4/9/40 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 2298 | &nbsp;&nbsp;&nbsp;&nbsp; 2889 |
| &nbsp;&nbsp;&nbsp;Pandora A/S | 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/10/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 8885 | &nbsp;&nbsp;&nbsp;&nbsp; 10462 |
| &nbsp;&nbsp;&nbsp;Realkredit Danmark A/S | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;DKK | &nbsp;&nbsp; 250000 | &nbsp;&nbsp;&nbsp;&nbsp; 36402 |
| &nbsp;&nbsp;&nbsp;TDC Net A/S | 5.186% | &nbsp;&nbsp;&nbsp;&nbsp; 8/2/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1500 | &nbsp;&nbsp;&nbsp;&nbsp; 1761 |
| &nbsp;&nbsp;&nbsp;TDC Net A/S | 6.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1500 | &nbsp;&nbsp;&nbsp;&nbsp; 1855 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **585890** |
| **Finland (0.3%)** | **Finland (0.3%)** | **Finland (0.3%)** |  |  |  |
| &nbsp;&nbsp;&nbsp;Fortum OYJ | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/26/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5879 |
| &nbsp;&nbsp;&nbsp;Fortum OYJ | 2.125% | &nbsp;&nbsp;&nbsp;&nbsp; 2/27/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 900 | &nbsp;&nbsp;&nbsp;&nbsp; 993 |
| &nbsp;&nbsp;&nbsp;Fortum OYJ | 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/26/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3000 | &nbsp;&nbsp;&nbsp;&nbsp; 3631 |
| &nbsp;&nbsp;&nbsp;Kojamo OYJ | 0.875% | &nbsp;&nbsp;&nbsp;&nbsp; 5/28/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3438 | &nbsp;&nbsp;&nbsp;&nbsp; 3504 |
| &nbsp;&nbsp;&nbsp;Neste OYJ | 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 3/16/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5809 |
| &nbsp;&nbsp;&nbsp;Nokia OYJ | 3.125% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4000 | &nbsp;&nbsp;&nbsp;&nbsp; 4571 |
| &nbsp;&nbsp;&nbsp;Nokia OYJ | 4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 8/21/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1000 | &nbsp;&nbsp;&nbsp;&nbsp; 1183 |
| &nbsp;&nbsp;&nbsp;Nordea Bank Abp | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/14/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5087 | &nbsp;&nbsp;&nbsp;&nbsp; 5543 |
| &nbsp;&nbsp;&nbsp;Nordea Bank Abp | 4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 5/5/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10000 | &nbsp;&nbsp;&nbsp;&nbsp; 11777 |
| &nbsp;&nbsp;&nbsp;Nordea Bank Abp | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 11/2/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 14938 | &nbsp;&nbsp;&nbsp;&nbsp; 15650 |
| &nbsp;&nbsp;&nbsp;Nordea Bank Abp | 2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/23/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 9600 | &nbsp;&nbsp;&nbsp;&nbsp; 10724 |
| &nbsp;&nbsp;&nbsp;Nordea Bank Abp | 3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 6/11/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4162 | &nbsp;&nbsp;&nbsp;&nbsp; 4836 |
| &nbsp;&nbsp;&nbsp;Nordea Bank Abp | 2.875% | &nbsp;&nbsp;&nbsp;&nbsp; 8/24/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7000 | &nbsp;&nbsp;&nbsp;&nbsp; 7686 |
| &nbsp;&nbsp;&nbsp;Nordea Bank Abp | 1.625% | &nbsp;&nbsp;&nbsp;&nbsp; 12/9/32 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 2709 | &nbsp;&nbsp;&nbsp;&nbsp; 3315 |
| &nbsp;&nbsp;&nbsp;Nordea Bank Abp | 3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5709 |
| &nbsp;&nbsp;&nbsp;Nordea Kiinnitysluottopankki OYJ | 0.625% | &nbsp;&nbsp;&nbsp;&nbsp; 3/17/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 11820 | &nbsp;&nbsp;&nbsp;&nbsp; 13036 |
| &nbsp;&nbsp;&nbsp;Nordea Kiinnitysluottopankki OYJ | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/20/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 15000 | &nbsp;&nbsp;&nbsp;&nbsp; 17418 |

---

------

Total International Bond Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;&nbsp;&nbsp;Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| &nbsp;&nbsp;&nbsp;Nordea Kiinnitysluottopankki OYJ | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/31/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 20000 | &nbsp;&nbsp;&nbsp;&nbsp; 23171 |
| &nbsp;&nbsp;&nbsp;Nordea Kiinnitysluottopankki OYJ | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/12/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 14000 | &nbsp;&nbsp;&nbsp;&nbsp; 16076 |
| &nbsp;&nbsp;&nbsp;Oma Saastopankki OYJ | 0.010% | &nbsp;&nbsp;&nbsp;&nbsp; 11/25/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4700 | &nbsp;&nbsp;&nbsp;&nbsp; 5018 |
| &nbsp;&nbsp;&nbsp;OP Corporate Bank plc | 0.600% | &nbsp;&nbsp;&nbsp;&nbsp; 1/18/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6271 | &nbsp;&nbsp;&nbsp;&nbsp; 6879 |
| &nbsp;&nbsp;&nbsp;OP Corporate Bank plc | 0.625% | &nbsp;&nbsp;&nbsp;&nbsp; 7/27/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5429 |
| &nbsp;&nbsp;&nbsp;OP Corporate Bank plc | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/13/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10000 | &nbsp;&nbsp;&nbsp;&nbsp; 11808 |
| &nbsp;&nbsp;&nbsp;OP Mortgage Bank | 0.010% | &nbsp;&nbsp;&nbsp;&nbsp; 11/19/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5087 | &nbsp;&nbsp;&nbsp;&nbsp; 5588 |
| &nbsp;&nbsp;&nbsp;OP Mortgage Bank | 0.625% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5087 | &nbsp;&nbsp;&nbsp;&nbsp; 5406 |
| &nbsp;&nbsp;&nbsp;OP Mortgage Bank | 2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 10/3/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4450 | &nbsp;&nbsp;&nbsp;&nbsp; 5058 |
| &nbsp;&nbsp;&nbsp;OP Mortgage Bank | 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/25/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 15000 | &nbsp;&nbsp;&nbsp;&nbsp; 17207 |
| &nbsp;&nbsp;&nbsp;OP Mortgage Bank | 0.010% | &nbsp;&nbsp;&nbsp;&nbsp; 11/19/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 15362 | &nbsp;&nbsp;&nbsp;&nbsp; 15133 |
| &nbsp;&nbsp;&nbsp;Sampo OYJ | 3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 5/23/49 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4964 | &nbsp;&nbsp;&nbsp;&nbsp; 5547 |
| &nbsp;&nbsp;&nbsp;Sampo OYJ | 2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 9/3/52 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 13827 | &nbsp;&nbsp;&nbsp;&nbsp; 14091 |
| &nbsp;&nbsp;&nbsp;SATO OYJ | 1.375% | &nbsp;&nbsp;&nbsp;&nbsp; 2/24/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2100 | &nbsp;&nbsp;&nbsp;&nbsp; 2269 |
| &nbsp;&nbsp;&nbsp;SP-Kiinnitysluottopankki OYJ | 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/2/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5841 |
| &nbsp;&nbsp;&nbsp;Stora Enso OYJ | 2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/7/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2269 | &nbsp;&nbsp;&nbsp;&nbsp; 2559 |
| &nbsp;&nbsp;&nbsp;Stora Enso OYJ | 2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/21/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2294 | &nbsp;&nbsp;&nbsp;&nbsp; 2568 |
| &nbsp;&nbsp;&nbsp;Stora Enso OYJ | 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6273 | &nbsp;&nbsp;&nbsp;&nbsp; 7371 |
| &nbsp;&nbsp;&nbsp;Teollisuuden Voima OYJ | 1.375% | &nbsp;&nbsp;&nbsp;&nbsp; 6/23/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3000 | &nbsp;&nbsp;&nbsp;&nbsp; 3242 |
| &nbsp;&nbsp;&nbsp;Teollisuuden Voima OYJ | 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 6054 |
| &nbsp;&nbsp;&nbsp;UPM-Kymmene OYJ | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/22/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7000 | &nbsp;&nbsp;&nbsp;&nbsp; 6851 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **294430** |
| **France (3.2%)** | **France (3.2%)** | **France (3.2%)** |  |  |  |
| &nbsp;&nbsp;&nbsp;Aeroports de Paris SA | 2.125% | &nbsp;&nbsp;&nbsp;&nbsp; 10/2/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6100 | &nbsp;&nbsp;&nbsp;&nbsp; 6886 |
| &nbsp;&nbsp;&nbsp;Aeroports de Paris SA | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/5/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2600 | &nbsp;&nbsp;&nbsp;&nbsp; 2753 |
| &nbsp;&nbsp;&nbsp;Aeroports de Paris SA | 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 4/2/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5700 | &nbsp;&nbsp;&nbsp;&nbsp; 6383 |
| &nbsp;&nbsp;&nbsp;Aeroports de Paris SA | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 7/2/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3400 | &nbsp;&nbsp;&nbsp;&nbsp; 3432 |
| &nbsp;&nbsp;&nbsp;Aeroports de Paris SA | 1.125% | &nbsp;&nbsp;&nbsp;&nbsp; 6/18/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1500 | &nbsp;&nbsp;&nbsp;&nbsp; 1395 |
| &nbsp;&nbsp;&nbsp;Aeroports de Paris SA | 2.125% | &nbsp;&nbsp;&nbsp;&nbsp; 10/11/38 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3700 | &nbsp;&nbsp;&nbsp;&nbsp; 3503 |
| &nbsp;&nbsp;&nbsp;Air Liquide Finance SA | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/8/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp; 110 |
| &nbsp;&nbsp;&nbsp;Air Liquide Finance SA | 1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/13/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 500 | &nbsp;&nbsp;&nbsp;&nbsp; 545 |
| &nbsp;&nbsp;&nbsp;Air Liquide Finance SA | 1.375% | &nbsp;&nbsp;&nbsp;&nbsp; 4/2/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7300 | &nbsp;&nbsp;&nbsp;&nbsp; 7806 |
| &nbsp;&nbsp;&nbsp;Airbus SE | 1.625% | &nbsp;&nbsp;&nbsp;&nbsp; 6/9/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2100 | &nbsp;&nbsp;&nbsp;&nbsp; 2261 |
| &nbsp;&nbsp;&nbsp;Airbus SE | 1.375% | &nbsp;&nbsp;&nbsp;&nbsp; 5/13/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4904 | &nbsp;&nbsp;&nbsp;&nbsp; 5111 |
| &nbsp;&nbsp;&nbsp;Airbus SE | 2.375% | &nbsp;&nbsp;&nbsp;&nbsp; 4/7/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2314 | &nbsp;&nbsp;&nbsp;&nbsp; 2527 |
| &nbsp;&nbsp;&nbsp;Airbus SE | 2.375% | &nbsp;&nbsp;&nbsp;&nbsp; 6/9/40 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4513 | &nbsp;&nbsp;&nbsp;&nbsp; 4260 |
| &nbsp;&nbsp;&nbsp;Alstom SA | 0.250% | &nbsp;&nbsp;&nbsp;&nbsp; 10/14/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6900 | &nbsp;&nbsp;&nbsp;&nbsp; 7582 |
| &nbsp;&nbsp;&nbsp;Alstom SA | 0.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/11/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3900 | &nbsp;&nbsp;&nbsp;&nbsp; 3944 |
| &nbsp;&nbsp;&nbsp;Altarea SCA | 1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/16/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1500 | &nbsp;&nbsp;&nbsp;&nbsp; 1489 |
| &nbsp;&nbsp;&nbsp;APRR SA | 1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 1/6/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5400 | &nbsp;&nbsp;&nbsp;&nbsp; 6027 |
| &nbsp;&nbsp;&nbsp;APRR SA | 1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 1/14/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7700 | &nbsp;&nbsp;&nbsp;&nbsp; 8579 |
| &nbsp;&nbsp;&nbsp;APRR SA | 1.875% | &nbsp;&nbsp;&nbsp;&nbsp; 1/3/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5517 |
| &nbsp;&nbsp;&nbsp;APRR SA | 3.125% | &nbsp;&nbsp;&nbsp;&nbsp; 1/24/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7000 | &nbsp;&nbsp;&nbsp;&nbsp; 8056 |
| &nbsp;&nbsp;&nbsp;APRR SA | 1.625% | &nbsp;&nbsp;&nbsp;&nbsp; 1/13/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4700 | &nbsp;&nbsp;&nbsp;&nbsp; 4881 |
| &nbsp;&nbsp;&nbsp;Arkea Home Loans SFH SA | 0.125% | &nbsp;&nbsp;&nbsp;&nbsp; 7/12/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 15000 | &nbsp;&nbsp;&nbsp;&nbsp; 15425 |
| &nbsp;&nbsp;&nbsp;Arkea Home Loans SFH SA | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5081 |
| &nbsp;&nbsp;&nbsp;Arkea Public Sector SCF SA | 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 1/10/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10000 | &nbsp;&nbsp;&nbsp;&nbsp; 11660 |
| &nbsp;&nbsp;&nbsp;Arkema SA | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/20/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 8900 | &nbsp;&nbsp;&nbsp;&nbsp; 9885 |
| &nbsp;&nbsp;&nbsp;Arkema SA | 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/20/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10000 | &nbsp;&nbsp;&nbsp;&nbsp; 11991 |
| &nbsp;&nbsp;&nbsp;Arval Service Lease SA | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/22/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7500 | &nbsp;&nbsp;&nbsp;&nbsp; 8599 |
| &nbsp;&nbsp;&nbsp;Autoroutes du Sud de la France SA | 1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 1/18/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10300 | &nbsp;&nbsp;&nbsp;&nbsp; 11455 |
| &nbsp;&nbsp;&nbsp;Autoroutes du Sud de la France SA | 1.375% | &nbsp;&nbsp;&nbsp;&nbsp; 6/27/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6000 | &nbsp;&nbsp;&nbsp;&nbsp; 6564 |
| &nbsp;&nbsp;&nbsp;Autoroutes du Sud de la France SA | 1.375% | &nbsp;&nbsp;&nbsp;&nbsp; 1/22/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5326 |
| &nbsp;&nbsp;&nbsp;Autoroutes du Sud de la France SA | 1.375% | &nbsp;&nbsp;&nbsp;&nbsp; 2/21/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 9000 | &nbsp;&nbsp;&nbsp;&nbsp; 9339 |
| &nbsp;&nbsp;&nbsp;AXA Home Loan SFH SA | 0.010% | &nbsp;&nbsp;&nbsp;&nbsp; 10/16/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5062 |
| &nbsp;&nbsp;&nbsp;AXA SA | 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 10/12/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4500 | &nbsp;&nbsp;&nbsp;&nbsp; 5304 |
| &nbsp;&nbsp;&nbsp;AXA SA | 3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 5/31/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 11000 | &nbsp;&nbsp;&nbsp;&nbsp; 12583 |
| &nbsp;&nbsp;&nbsp;AXA SA | 1.375% | &nbsp;&nbsp;&nbsp;&nbsp; 10/7/41 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3724 | &nbsp;&nbsp;&nbsp;&nbsp; 3686 |
| &nbsp;&nbsp;&nbsp;AXA SA | 1.875% | &nbsp;&nbsp;&nbsp;&nbsp; 7/10/42 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6600 | &nbsp;&nbsp;&nbsp;&nbsp; 6545 |
| &nbsp;&nbsp;&nbsp;AXA SA | 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 3/10/43 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4450 | &nbsp;&nbsp;&nbsp;&nbsp; 5092 |
| &nbsp;&nbsp;&nbsp;AXA SA | 5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 7/11/43 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6955 | &nbsp;&nbsp;&nbsp;&nbsp; 8558 |
| &nbsp;&nbsp;&nbsp;AXA SA | 3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 7/6/47 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3943 | &nbsp;&nbsp;&nbsp;&nbsp; 4494 |
| &nbsp;&nbsp;&nbsp;AXA SA | 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/28/49 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 16004 | &nbsp;&nbsp;&nbsp;&nbsp; 17977 |
| &nbsp;&nbsp;&nbsp;Ayvens SA | 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 1/18/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp;&nbsp; 2330 |
| &nbsp;&nbsp;&nbsp;Ayvens SA | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/5/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4600 | &nbsp;&nbsp;&nbsp;&nbsp; 5370 |
| &nbsp;&nbsp;&nbsp;Ayvens SA | 3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 1/24/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3800 | &nbsp;&nbsp;&nbsp;&nbsp; 4418 |
| &nbsp;&nbsp;&nbsp;Ayvens SA | 4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 10/6/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3700 | &nbsp;&nbsp;&nbsp;&nbsp; 4441 |
| &nbsp;&nbsp;&nbsp;Ayvens SA | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/24/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1900 | &nbsp;&nbsp;&nbsp;&nbsp; 2222 |
| &nbsp;&nbsp;&nbsp;Banque Federative du Credit Mutuel SA | 0.010% | &nbsp;&nbsp;&nbsp;&nbsp; 5/11/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 9000 | &nbsp;&nbsp;&nbsp;&nbsp; 9956 |

---

------

Total International Bond Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;&nbsp;&nbsp;Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| &nbsp;&nbsp;&nbsp;Banque Federative du Credit Mutuel SA | 0.750% | &nbsp;&nbsp;&nbsp;&nbsp; 6/8/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 8600 | &nbsp;&nbsp;&nbsp;&nbsp; 9571 |
| &nbsp;&nbsp;&nbsp;Banque Federative du Credit Mutuel SA | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/16/26 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 7500 | &nbsp;&nbsp;&nbsp;&nbsp; 9567 |
| &nbsp;&nbsp;&nbsp;Banque Federative du Credit Mutuel SA | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 10/7/26 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp; 127 |
| &nbsp;&nbsp;&nbsp;Banque Federative du Credit Mutuel SA | 1.875% | &nbsp;&nbsp;&nbsp;&nbsp; 11/4/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2800 | &nbsp;&nbsp;&nbsp;&nbsp; 3132 |
| &nbsp;&nbsp;&nbsp;Banque Federative du Credit Mutuel SA | 0.100% | &nbsp;&nbsp;&nbsp;&nbsp; 10/8/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3700 | &nbsp;&nbsp;&nbsp;&nbsp; 3944 |
| &nbsp;&nbsp;&nbsp;Banque Federative du Credit Mutuel SA | 1.625% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2300 | &nbsp;&nbsp;&nbsp;&nbsp; 2516 |
| &nbsp;&nbsp;&nbsp;Banque Federative du Credit Mutuel SA | 0.875% | &nbsp;&nbsp;&nbsp;&nbsp; 12/7/27 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 7900 | &nbsp;&nbsp;&nbsp;&nbsp; 9583 |
| &nbsp;&nbsp;&nbsp;Banque Federative du Credit Mutuel SA | 2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/25/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7500 | &nbsp;&nbsp;&nbsp;&nbsp; 8294 |
| &nbsp;&nbsp;&nbsp;Banque Federative du Credit Mutuel SA | 0.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/29/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4800 | &nbsp;&nbsp;&nbsp;&nbsp; 5034 |
| &nbsp;&nbsp;&nbsp;Banque Federative du Credit Mutuel SA | 0.250% | &nbsp;&nbsp;&nbsp;&nbsp; 7/19/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10600 | &nbsp;&nbsp;&nbsp;&nbsp; 11051 |
| &nbsp;&nbsp;&nbsp;Banque Federative du Credit Mutuel SA | 1.203% | &nbsp;&nbsp;&nbsp;&nbsp; 10/16/28 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 500000 | &nbsp;&nbsp;&nbsp;&nbsp; 3479 |
| &nbsp;&nbsp;&nbsp;Banque Federative du Credit Mutuel SA | 1.875% | &nbsp;&nbsp;&nbsp;&nbsp; 10/26/28 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 2800 | &nbsp;&nbsp;&nbsp;&nbsp; 3397 |
| &nbsp;&nbsp;&nbsp;Banque Federative du Credit Mutuel SA | 0.625% | &nbsp;&nbsp;&nbsp;&nbsp; 11/3/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 18300 | &nbsp;&nbsp;&nbsp;&nbsp; 19173 |
| &nbsp;&nbsp;&nbsp;Banque Federative du Credit Mutuel SA | 4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 3/13/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10000 | &nbsp;&nbsp;&nbsp;&nbsp; 11842 |
| &nbsp;&nbsp;&nbsp;Banque Federative du Credit Mutuel SA | 1.875% | &nbsp;&nbsp;&nbsp;&nbsp; 6/18/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5310 |
| &nbsp;&nbsp;&nbsp;Banque Federative du Credit Mutuel SA | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/22/29 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 6685 |
| &nbsp;&nbsp;&nbsp;Banque Federative du Credit Mutuel SA | 0.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/17/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1000 | &nbsp;&nbsp;&nbsp;&nbsp; 1012 |
| &nbsp;&nbsp;&nbsp;Banque Federative du Credit Mutuel SA | 1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/3/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 11000 | &nbsp;&nbsp;&nbsp;&nbsp; 11241 |
| &nbsp;&nbsp;&nbsp;Banque Federative du Credit Mutuel SA | 0.625% | &nbsp;&nbsp;&nbsp;&nbsp; 2/21/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 12500 | &nbsp;&nbsp;&nbsp;&nbsp; 12066 |
| &nbsp;&nbsp;&nbsp;Banque Federative du Credit Mutuel SA | 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 11/10/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 6048 |
| &nbsp;&nbsp;&nbsp;Banque Federative du Credit Mutuel SA | 1.125% | &nbsp;&nbsp;&nbsp;&nbsp; 11/19/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 8100 | &nbsp;&nbsp;&nbsp;&nbsp; 7747 |
| &nbsp;&nbsp;&nbsp;Banque Federative du Credit Mutuel SA | 3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 9/14/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 9000 | &nbsp;&nbsp;&nbsp;&nbsp; 10335 |
| &nbsp;&nbsp;&nbsp;Banque Federative du Credit Mutuel SA | 5.125% | &nbsp;&nbsp;&nbsp;&nbsp; 1/13/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 9000 | &nbsp;&nbsp;&nbsp;&nbsp; 10906 |
| &nbsp;&nbsp;&nbsp;Banque Federative du Credit Mutuel SA | 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 21700 | &nbsp;&nbsp;&nbsp;&nbsp; 25136 |
| &nbsp;&nbsp;&nbsp;Banque Federative du Credit Mutuel SA | 4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 6/14/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 12000 | &nbsp;&nbsp;&nbsp;&nbsp; 14249 |
| &nbsp;&nbsp;&nbsp;Banque Federative du Credit Mutuel SA | 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 2/3/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10000 | &nbsp;&nbsp;&nbsp;&nbsp; 11480 |
| &nbsp;&nbsp;&nbsp;BNP Paribas Home Loan SFH SA | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/31/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3100 | &nbsp;&nbsp;&nbsp;&nbsp; 3586 |
| &nbsp;&nbsp;&nbsp;BNP Paribas SA | 0.375% | &nbsp;&nbsp;&nbsp;&nbsp; 10/14/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 9300 | &nbsp;&nbsp;&nbsp;&nbsp; 10197 |
| &nbsp;&nbsp;&nbsp;BNP Paribas SA | 1.875% | &nbsp;&nbsp;&nbsp;&nbsp; 12/14/27 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 3000 | &nbsp;&nbsp;&nbsp;&nbsp; 3711 |
| &nbsp;&nbsp;&nbsp;BNP Paribas SA | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 2/19/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 13800 | &nbsp;&nbsp;&nbsp;&nbsp; 15027 |
| &nbsp;&nbsp;&nbsp;BNP Paribas SA | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/30/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 14000 | &nbsp;&nbsp;&nbsp;&nbsp; 15168 |
| &nbsp;&nbsp;&nbsp;BNP Paribas SA | 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 7/25/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 20000 | &nbsp;&nbsp;&nbsp;&nbsp; 22646 |
| &nbsp;&nbsp;&nbsp;BNP Paribas SA | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4400 | &nbsp;&nbsp;&nbsp;&nbsp; 4733 |
| &nbsp;&nbsp;&nbsp;BNP Paribas SA | 3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 2/23/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10000 | &nbsp;&nbsp;&nbsp;&nbsp; 11699 |
| &nbsp;&nbsp;&nbsp;BNP Paribas SA | 2.875% | &nbsp;&nbsp;&nbsp;&nbsp; 2/24/29 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 6188 |
| &nbsp;&nbsp;&nbsp;BNP Paribas SA | 1.125% | &nbsp;&nbsp;&nbsp;&nbsp; 4/17/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5378 |
| &nbsp;&nbsp;&nbsp;BNP Paribas SA | 1.375% | &nbsp;&nbsp;&nbsp;&nbsp; 5/28/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 12100 | &nbsp;&nbsp;&nbsp;&nbsp; 12840 |
| &nbsp;&nbsp;&nbsp;BNP Paribas SA | 2.538% | &nbsp;&nbsp;&nbsp;&nbsp; 7/13/29 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2109 | &nbsp;&nbsp;&nbsp;&nbsp; 1479 |
| &nbsp;&nbsp;&nbsp;BNP Paribas SA | 6.000% | &nbsp;&nbsp;&nbsp;&nbsp; 8/18/29 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 4000 | &nbsp;&nbsp;&nbsp;&nbsp; 5505 |
| &nbsp;&nbsp;&nbsp;BNP Paribas SA | 3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5794 |
| &nbsp;&nbsp;&nbsp;BNP Paribas SA | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 1/19/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7600 | &nbsp;&nbsp;&nbsp;&nbsp; 7835 |
| &nbsp;&nbsp;&nbsp;BNP Paribas SA | 0.875% | &nbsp;&nbsp;&nbsp;&nbsp; 7/11/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4600 | &nbsp;&nbsp;&nbsp;&nbsp; 4732 |
| &nbsp;&nbsp;&nbsp;BNP Paribas SA | 3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 1/10/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5903 |
| &nbsp;&nbsp;&nbsp;BNP Paribas SA | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/24/31 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 3000 | &nbsp;&nbsp;&nbsp;&nbsp; 3860 |
| &nbsp;&nbsp;&nbsp;BNP Paribas SA | 1.625% | &nbsp;&nbsp;&nbsp;&nbsp; 7/2/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2800 | &nbsp;&nbsp;&nbsp;&nbsp; 2821 |
| &nbsp;&nbsp;&nbsp;BNP Paribas SA | 1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 7/13/31 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 13000 | &nbsp;&nbsp;&nbsp;&nbsp; 13663 |
| &nbsp;&nbsp;&nbsp;BNP Paribas SA | 4.042% | &nbsp;&nbsp;&nbsp;&nbsp; 1/10/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5821 |
| &nbsp;&nbsp;&nbsp;BNP Paribas SA | 2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/31/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6000 | &nbsp;&nbsp;&nbsp;&nbsp; 6701 |
| &nbsp;&nbsp;&nbsp;BNP Paribas SA | 2.100% | &nbsp;&nbsp;&nbsp;&nbsp; 4/7/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4000 | &nbsp;&nbsp;&nbsp;&nbsp; 4113 |
| &nbsp;&nbsp;&nbsp;BNP Paribas SA | 4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 9/26/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6000 | &nbsp;&nbsp;&nbsp;&nbsp; 7174 |
| &nbsp;&nbsp;&nbsp;BNP Paribas SA | 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 11/13/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 19000 | &nbsp;&nbsp;&nbsp;&nbsp; 22883 |
| &nbsp;&nbsp;&nbsp;BNP Paribas SA | 4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 5/24/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5999 |
| &nbsp;&nbsp;&nbsp;BNP Paribas SA | 0.875% | &nbsp;&nbsp;&nbsp;&nbsp; 8/31/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 9000 | &nbsp;&nbsp;&nbsp;&nbsp; 9368 |
| &nbsp;&nbsp;&nbsp;BNP Paribas SA | 4.159% | &nbsp;&nbsp;&nbsp;&nbsp; 8/28/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10000 | &nbsp;&nbsp;&nbsp;&nbsp; 11512 |
| &nbsp;&nbsp;&nbsp;BNP Paribas SA | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/13/36 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 1900 | &nbsp;&nbsp;&nbsp;&nbsp; 1747 |
| &nbsp;&nbsp;&nbsp;Bouygues SA | 5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 10/6/26 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 3050 | &nbsp;&nbsp;&nbsp;&nbsp; 4118 |
| &nbsp;&nbsp;&nbsp;Bouygues SA | 1.375% | &nbsp;&nbsp;&nbsp;&nbsp; 6/7/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7500 | &nbsp;&nbsp;&nbsp;&nbsp; 8328 |
| &nbsp;&nbsp;&nbsp;Bouygues SA | 1.125% | &nbsp;&nbsp;&nbsp;&nbsp; 7/24/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2500 | &nbsp;&nbsp;&nbsp;&nbsp; 2709 |
| &nbsp;&nbsp;&nbsp;Bouygues SA | 2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/29/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 13100 | &nbsp;&nbsp;&nbsp;&nbsp; 14591 |
| &nbsp;&nbsp;&nbsp;Bouygues SA | 4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 6/7/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7500 | &nbsp;&nbsp;&nbsp;&nbsp; 9236 |
| &nbsp;&nbsp;&nbsp;Bouygues SA | 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/30/37 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4500 | &nbsp;&nbsp;&nbsp;&nbsp; 4919 |
| &nbsp;&nbsp;&nbsp;Bouygues SA | 5.375% | &nbsp;&nbsp;&nbsp;&nbsp; 6/30/42 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2800 | &nbsp;&nbsp;&nbsp;&nbsp; 3602 |
| &nbsp;&nbsp;&nbsp;BPCE SA | 0.713% | &nbsp;&nbsp;&nbsp;&nbsp; 7/13/26 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 1391 |
| &nbsp;&nbsp;&nbsp;BPCE SA | 1.375% | &nbsp;&nbsp;&nbsp;&nbsp; 12/23/26 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 3500 | &nbsp;&nbsp;&nbsp;&nbsp; 4424 |
| &nbsp;&nbsp;&nbsp;BPCE SA | 0.010% | &nbsp;&nbsp;&nbsp;&nbsp; 1/14/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2300 | &nbsp;&nbsp;&nbsp;&nbsp; 2504 |
| &nbsp;&nbsp;&nbsp;BPCE SA | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 2/24/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4600 | &nbsp;&nbsp;&nbsp;&nbsp; 5013 |
| &nbsp;&nbsp;&nbsp;BPCE SA | 1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 4/26/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5583 |
| &nbsp;&nbsp;&nbsp;BPCE SA | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 1/14/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6500 | &nbsp;&nbsp;&nbsp;&nbsp; 7106 |
| &nbsp;&nbsp;&nbsp;BPCE SA | 1.625% | &nbsp;&nbsp;&nbsp;&nbsp; 1/31/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5700 | &nbsp;&nbsp;&nbsp;&nbsp; 6272 |
| &nbsp;&nbsp;&nbsp;BPCE SA | 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/26/28 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 4500 | &nbsp;&nbsp;&nbsp;&nbsp; 2841 |

---

------

Total International Bond Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;&nbsp;&nbsp;Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| &nbsp;&nbsp;&nbsp;BPCE SA | 0.914% | &nbsp;&nbsp;&nbsp;&nbsp; 7/13/28 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 1379 |
| &nbsp;&nbsp;&nbsp;BPCE SA | 6.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/29/28 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp;&nbsp; 2720 |
| &nbsp;&nbsp;&nbsp;BPCE SA | 1.625% | &nbsp;&nbsp;&nbsp;&nbsp; 3/2/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 8000 | &nbsp;&nbsp;&nbsp;&nbsp; 8752 |
| &nbsp;&nbsp;&nbsp;BPCE SA | 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 4/16/29 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 4500 | &nbsp;&nbsp;&nbsp;&nbsp; 5961 |
| &nbsp;&nbsp;&nbsp;BPCE SA | 0.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/3/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4000 | &nbsp;&nbsp;&nbsp;&nbsp; 3894 |
| &nbsp;&nbsp;&nbsp;BPCE SA | 1.100% | &nbsp;&nbsp;&nbsp;&nbsp; 12/16/31 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 500000 | &nbsp;&nbsp;&nbsp;&nbsp; 3441 |
| &nbsp;&nbsp;&nbsp;BPCE SA | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/14/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4400 | &nbsp;&nbsp;&nbsp;&nbsp; 4225 |
| &nbsp;&nbsp;&nbsp;BPCE SA | 2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 3/2/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4500 | &nbsp;&nbsp;&nbsp;&nbsp; 4998 |
| &nbsp;&nbsp;&nbsp;BPCE SA | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 11/29/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 9000 | &nbsp;&nbsp;&nbsp;&nbsp; 10650 |
| &nbsp;&nbsp;&nbsp;BPCE SA | 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 1/13/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 17000 | &nbsp;&nbsp;&nbsp;&nbsp; 20209 |
| &nbsp;&nbsp;&nbsp;BPCE SA | 4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 3/8/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 8000 | &nbsp;&nbsp;&nbsp;&nbsp; 9272 |
| &nbsp;&nbsp;&nbsp;BPCE SA | 1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 2/2/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7500 | &nbsp;&nbsp;&nbsp;&nbsp; 7919 |
| &nbsp;&nbsp;&nbsp;BPCE SA | 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 6/14/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 6004 |
| &nbsp;&nbsp;&nbsp;BPCE SA | 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 1/11/35 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5812 |
| &nbsp;&nbsp;&nbsp;BPCE SA | 5.125% | &nbsp;&nbsp;&nbsp;&nbsp; 1/25/35 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp;&nbsp; 2383 |
| &nbsp;&nbsp;&nbsp;BPCE SA | 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 7/16/35 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5734 |
| &nbsp;&nbsp;&nbsp;BPCE SA | 3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 1/25/36 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5766 |
| &nbsp;&nbsp;&nbsp;BPCE SA | 4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 2/26/36 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6000 | &nbsp;&nbsp;&nbsp;&nbsp; 7077 |
| &nbsp;&nbsp;&nbsp;BPCE SFH SA | 0.010% | &nbsp;&nbsp;&nbsp;&nbsp; 11/8/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 21000 | &nbsp;&nbsp;&nbsp;&nbsp; 23078 |
| &nbsp;&nbsp;&nbsp;BPCE SFH SA | 0.625% | &nbsp;&nbsp;&nbsp;&nbsp; 9/22/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2500 | &nbsp;&nbsp;&nbsp;&nbsp; 2730 |
| &nbsp;&nbsp;&nbsp;BPCE SFH SA | 0.010% | &nbsp;&nbsp;&nbsp;&nbsp; 11/10/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 26100 | &nbsp;&nbsp;&nbsp;&nbsp; 28008 |
| &nbsp;&nbsp;&nbsp;BPCE SFH SA | 0.875% | &nbsp;&nbsp;&nbsp;&nbsp; 4/13/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6000 | &nbsp;&nbsp;&nbsp;&nbsp; 6521 |
| &nbsp;&nbsp;&nbsp;BPCE SFH SA | 0.750% | &nbsp;&nbsp;&nbsp;&nbsp; 2/23/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 23000 | &nbsp;&nbsp;&nbsp;&nbsp; 24489 |
| &nbsp;&nbsp;&nbsp;BPCE SFH SA | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/8/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2200 | &nbsp;&nbsp;&nbsp;&nbsp; 2349 |
| &nbsp;&nbsp;&nbsp;BPCE SFH SA | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/17/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5778 |
| &nbsp;&nbsp;&nbsp;BPCE SFH SA | 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 2/12/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 25300 | &nbsp;&nbsp;&nbsp;&nbsp; 28911 |
| &nbsp;&nbsp;&nbsp;BPCE SFH SA | 1.125% | &nbsp;&nbsp;&nbsp;&nbsp; 4/12/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 13800 | &nbsp;&nbsp;&nbsp;&nbsp; 14582 |
| &nbsp;&nbsp;&nbsp;BPCE SFH SA | 0.010% | &nbsp;&nbsp;&nbsp;&nbsp; 3/18/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 14700 | &nbsp;&nbsp;&nbsp;&nbsp; 14216 |
| &nbsp;&nbsp;&nbsp;BPCE SFH SA | 0.625% | &nbsp;&nbsp;&nbsp;&nbsp; 5/29/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 8900 | &nbsp;&nbsp;&nbsp;&nbsp; 8899 |
| &nbsp;&nbsp;&nbsp;BPCE SFH SA | 0.375% | &nbsp;&nbsp;&nbsp;&nbsp; 1/21/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 13100 | &nbsp;&nbsp;&nbsp;&nbsp; 12656 |
| &nbsp;&nbsp;&nbsp;BPCE SFH SA | 3.125% | &nbsp;&nbsp;&nbsp;&nbsp; 2/20/36 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10000 | &nbsp;&nbsp;&nbsp;&nbsp; 11284 |
| &nbsp;&nbsp;&nbsp;Bureau Veritas SA | 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/22/36 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp;&nbsp; 2242 |
| &nbsp;&nbsp;&nbsp;Caisse de Refinancement de l'Habitat SA | 0.010% | &nbsp;&nbsp;&nbsp;&nbsp; 2/7/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5325 |
| &nbsp;&nbsp;&nbsp;Caisse de Refinancement de l'Habitat SA | 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 4/12/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 12000 | &nbsp;&nbsp;&nbsp;&nbsp; 13766 |
| &nbsp;&nbsp;&nbsp;Caisse de Refinancement de l'Habitat SA | 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/12/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 15400 | &nbsp;&nbsp;&nbsp;&nbsp; 17699 |
| &nbsp;&nbsp;&nbsp;Caisse de Refinancement de l'Habitat SA | 0.010% | &nbsp;&nbsp;&nbsp;&nbsp; 10/8/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10700 | &nbsp;&nbsp;&nbsp;&nbsp; 10881 |
| &nbsp;&nbsp;&nbsp;Caisse de Refinancement de l'Habitat SA | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/11/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5783 |
| &nbsp;&nbsp;&nbsp;Caisse de Refinancement de l'Habitat SA | 3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 6/28/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10000 | &nbsp;&nbsp;&nbsp;&nbsp; 11721 |
| &nbsp;&nbsp;&nbsp;Caisse de Refinancement de l'Habitat SA | 3.125% | &nbsp;&nbsp;&nbsp;&nbsp; 2/23/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4500 | &nbsp;&nbsp;&nbsp;&nbsp; 5165 |
| &nbsp;&nbsp;&nbsp;Caisse Nationale de Reassurance Mutuelle Agricole Groupama | 0.750% | &nbsp;&nbsp;&nbsp;&nbsp; 7/7/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4800 | &nbsp;&nbsp;&nbsp;&nbsp; 5071 |
| &nbsp;&nbsp;&nbsp;Caisse Nationale de Reassurance Mutuelle Agricole Groupama | 3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 9/24/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1700 | &nbsp;&nbsp;&nbsp;&nbsp; 1921 |
| &nbsp;&nbsp;&nbsp;Capgemini SE | 1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 4/18/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7800 | &nbsp;&nbsp;&nbsp;&nbsp; 8618 |
| &nbsp;&nbsp;&nbsp;Capgemini SE | 1.125% | &nbsp;&nbsp;&nbsp;&nbsp; 6/23/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3000 | &nbsp;&nbsp;&nbsp;&nbsp; 3104 |
| &nbsp;&nbsp;&nbsp;Capgemini SE | 2.375% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5700 | &nbsp;&nbsp;&nbsp;&nbsp; 6084 |
| &nbsp;&nbsp;&nbsp;Carmila SA | 1.625% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 900 | &nbsp;&nbsp;&nbsp;&nbsp; 953 |
| &nbsp;&nbsp;&nbsp;Carmila SA | 3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 1/25/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1500 | &nbsp;&nbsp;&nbsp;&nbsp; 1693 |
| &nbsp;&nbsp;&nbsp;Carrefour SA | 1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 5/4/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 500 | &nbsp;&nbsp;&nbsp;&nbsp; 562 |
| &nbsp;&nbsp;&nbsp;Carrefour SA | 1.875% | &nbsp;&nbsp;&nbsp;&nbsp; 10/30/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4000 | &nbsp;&nbsp;&nbsp;&nbsp; 4488 |
| &nbsp;&nbsp;&nbsp;Carrefour SA | 2.625% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5665 |
| &nbsp;&nbsp;&nbsp;Carrefour SA | 2.375% | &nbsp;&nbsp;&nbsp;&nbsp; 10/30/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4800 | &nbsp;&nbsp;&nbsp;&nbsp; 5325 |
| &nbsp;&nbsp;&nbsp;Carrefour SA | 4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 11/14/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 9000 | &nbsp;&nbsp;&nbsp;&nbsp; 10786 |
| &nbsp;&nbsp;&nbsp;CCF SFH SACA | 2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/28/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 8800 | &nbsp;&nbsp;&nbsp;&nbsp; 9997 |
| &nbsp;&nbsp;&nbsp;Cie de Financement Foncier SA | 0.225% | &nbsp;&nbsp;&nbsp;&nbsp; 9/14/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2800 | &nbsp;&nbsp;&nbsp;&nbsp; 3094 |
| &nbsp;&nbsp;&nbsp;Cie de Financement Foncier SA | 0.375% | &nbsp;&nbsp;&nbsp;&nbsp; 4/9/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 30000 | &nbsp;&nbsp;&nbsp;&nbsp; 32877 |
| &nbsp;&nbsp;&nbsp;Cie de Financement Foncier SA | 0.010% | &nbsp;&nbsp;&nbsp;&nbsp; 11/10/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5353 |
| &nbsp;&nbsp;&nbsp;Cie de Financement Foncier SA | 0.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/11/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5600 | &nbsp;&nbsp;&nbsp;&nbsp; 6092 |
| &nbsp;&nbsp;&nbsp;Cie de Financement Foncier SA | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/16/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 9600 | &nbsp;&nbsp;&nbsp;&nbsp; 10336 |
| &nbsp;&nbsp;&nbsp;Cie de Financement Foncier SA | 0.875% | &nbsp;&nbsp;&nbsp;&nbsp; 9/11/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 9400 | &nbsp;&nbsp;&nbsp;&nbsp; 10137 |
| &nbsp;&nbsp;&nbsp;Cie de Financement Foncier SA | 0.010% | &nbsp;&nbsp;&nbsp;&nbsp; 4/16/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10000 | &nbsp;&nbsp;&nbsp;&nbsp; 10293 |
| &nbsp;&nbsp;&nbsp;Cie de Financement Foncier SA | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/24/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 20900 | &nbsp;&nbsp;&nbsp;&nbsp; 23813 |
| &nbsp;&nbsp;&nbsp;Cie de Financement Foncier SA | 0.010% | &nbsp;&nbsp;&nbsp;&nbsp; 10/29/35 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 19000 | &nbsp;&nbsp;&nbsp;&nbsp; 15520 |
| &nbsp;&nbsp;&nbsp;Cie de Financement Foncier SA | 0.600% | &nbsp;&nbsp;&nbsp;&nbsp; 10/25/41 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 13800 | &nbsp;&nbsp;&nbsp;&nbsp; 10323 |
| &nbsp;&nbsp;&nbsp;Cie de Financement Foncier SA | 3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 4/25/55 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2049 | &nbsp;&nbsp;&nbsp;&nbsp; 2472 |
| &nbsp;&nbsp;&nbsp;Cie de Saint-Gobain SA | 1.375% | &nbsp;&nbsp;&nbsp;&nbsp; 6/14/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 8000 | &nbsp;&nbsp;&nbsp;&nbsp; 8887 |
| &nbsp;&nbsp;&nbsp;Cie de Saint-Gobain SA | 2.375% | &nbsp;&nbsp;&nbsp;&nbsp; 10/4/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2200 | &nbsp;&nbsp;&nbsp;&nbsp; 2489 |
| &nbsp;&nbsp;&nbsp;Cie de Saint-Gobain SA | 2.125% | &nbsp;&nbsp;&nbsp;&nbsp; 6/10/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2500 | &nbsp;&nbsp;&nbsp;&nbsp; 2788 |
| &nbsp;&nbsp;&nbsp;Cie de Saint-Gobain SA | 1.875% | &nbsp;&nbsp;&nbsp;&nbsp; 9/21/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6200 | &nbsp;&nbsp;&nbsp;&nbsp; 6825 |
| &nbsp;&nbsp;&nbsp;Cie de Saint-Gobain SA | 3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 11/29/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10000 | &nbsp;&nbsp;&nbsp;&nbsp; 11768 |
| &nbsp;&nbsp;&nbsp;Cie de Saint-Gobain SA | 1.875% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2800 | &nbsp;&nbsp;&nbsp;&nbsp; 2965 |
| &nbsp;&nbsp;&nbsp;Cie de Saint-Gobain SA | 2.625% | &nbsp;&nbsp;&nbsp;&nbsp; 8/10/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2200 | &nbsp;&nbsp;&nbsp;&nbsp; 2378 |

---

------

Total International Bond Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;&nbsp;&nbsp;Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| &nbsp;&nbsp;&nbsp;Cie de Saint-Gobain SA | 3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 8/9/36 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 9000 | &nbsp;&nbsp;&nbsp;&nbsp; 10095 |
| &nbsp;&nbsp;&nbsp;Cie Generale des Etablissements Michelin SCA | 1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 5/28/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp; 112 |
| &nbsp;&nbsp;&nbsp;Cie Generale des Etablissements Michelin SCA | 0.000% | &nbsp;&nbsp;&nbsp;&nbsp; 11/2/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6300 | &nbsp;&nbsp;&nbsp;&nbsp; 6514 |
| &nbsp;&nbsp;&nbsp;Cie Generale des Etablissements Michelin SCA | 1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 9/3/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1000 | &nbsp;&nbsp;&nbsp;&nbsp; 1069 |
| &nbsp;&nbsp;&nbsp;Cie Generale des Etablissements Michelin SCA | 3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 5/16/36 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4000 | &nbsp;&nbsp;&nbsp;&nbsp; 4436 |
| &nbsp;&nbsp;&nbsp;Cie Generale des Etablissements Michelin SCA | 2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 9/3/38 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2600 | &nbsp;&nbsp;&nbsp;&nbsp; 2557 |
| &nbsp;&nbsp;&nbsp;CNP Assurances SACA | 1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 1/27/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp;&nbsp; 2117 |
| &nbsp;&nbsp;&nbsp;CNP Assurances SACA | 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/10/47 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3800 | &nbsp;&nbsp;&nbsp;&nbsp; 4390 |
| &nbsp;&nbsp;&nbsp;CNP Assurances SACA | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/27/50 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6500 | &nbsp;&nbsp;&nbsp;&nbsp; 6713 |
| &nbsp;&nbsp;&nbsp;CNP Assurances SACA | 2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/30/51 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3100 | &nbsp;&nbsp;&nbsp;&nbsp; 3247 |
| &nbsp;&nbsp;&nbsp;CNP Assurances SACA | 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 7/18/53 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4700 | &nbsp;&nbsp;&nbsp;&nbsp; 5651 |
| &nbsp;&nbsp;&nbsp;Coentreprise de Transport d'Electricite SA | 2.125% | &nbsp;&nbsp;&nbsp;&nbsp; 7/29/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 8400 | &nbsp;&nbsp;&nbsp;&nbsp; 8778 |
| &nbsp;&nbsp;&nbsp;Covivio Hotels SACA | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/27/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2800 | &nbsp;&nbsp;&nbsp;&nbsp; 2903 |
| &nbsp;&nbsp;&nbsp;Covivio SA | 1.875% | &nbsp;&nbsp;&nbsp;&nbsp; 5/20/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp; 225 |
| &nbsp;&nbsp;&nbsp;Covivio SA | 2.375% | &nbsp;&nbsp;&nbsp;&nbsp; 2/20/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp; 114 |
| &nbsp;&nbsp;&nbsp;Covivio SA | 1.625% | &nbsp;&nbsp;&nbsp;&nbsp; 6/23/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2200 | &nbsp;&nbsp;&nbsp;&nbsp; 2317 |
| &nbsp;&nbsp;&nbsp;Covivio SA | 1.125% | &nbsp;&nbsp;&nbsp;&nbsp; 9/17/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4000 | &nbsp;&nbsp;&nbsp;&nbsp; 3951 |
| &nbsp;&nbsp;&nbsp;Covivio SA | 4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 6/5/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1900 | &nbsp;&nbsp;&nbsp;&nbsp; 2275 |
| &nbsp;&nbsp;&nbsp;Credit Agricole Assurances SA | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/17/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2800 | &nbsp;&nbsp;&nbsp;&nbsp; 2918 |
| &nbsp;&nbsp;&nbsp;Credit Agricole Assurances SA | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 10/6/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7400 | &nbsp;&nbsp;&nbsp;&nbsp; 7244 |
| &nbsp;&nbsp;&nbsp;Credit Agricole Assurances SA | 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 12/17/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2800 | &nbsp;&nbsp;&nbsp;&nbsp; 3219 |
| &nbsp;&nbsp;&nbsp;Credit Agricole Assurances SA | 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 9/27/48 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1200 | &nbsp;&nbsp;&nbsp;&nbsp; 1405 |
| &nbsp;&nbsp;&nbsp;Credit Agricole Home Loan SFH SA | 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 9/28/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3700 | &nbsp;&nbsp;&nbsp;&nbsp; 4260 |
| &nbsp;&nbsp;&nbsp;Credit Agricole Home Loan SFH SA | 0.750% | &nbsp;&nbsp;&nbsp;&nbsp; 5/5/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 18400 | &nbsp;&nbsp;&nbsp;&nbsp; 20286 |
| &nbsp;&nbsp;&nbsp;Credit Agricole Home Loan SFH SA | 0.875% | &nbsp;&nbsp;&nbsp;&nbsp; 8/31/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6100 | &nbsp;&nbsp;&nbsp;&nbsp; 6705 |
| &nbsp;&nbsp;&nbsp;Credit Agricole Home Loan SFH SA | 0.875% | &nbsp;&nbsp;&nbsp;&nbsp; 8/11/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 14100 | &nbsp;&nbsp;&nbsp;&nbsp; 15239 |
| &nbsp;&nbsp;&nbsp;Credit Agricole Home Loan SFH SA | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/16/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7600 | &nbsp;&nbsp;&nbsp;&nbsp; 8188 |
| &nbsp;&nbsp;&nbsp;Credit Agricole Home Loan SFH SA | 0.050% | &nbsp;&nbsp;&nbsp;&nbsp; 12/6/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 15000 | &nbsp;&nbsp;&nbsp;&nbsp; 15206 |
| &nbsp;&nbsp;&nbsp;Credit Agricole Home Loan SFH SA | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 12500 | &nbsp;&nbsp;&nbsp;&nbsp; 14452 |
| &nbsp;&nbsp;&nbsp;Credit Agricole Home Loan SFH SA | 1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 3/24/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 9100 | &nbsp;&nbsp;&nbsp;&nbsp; 9517 |
| &nbsp;&nbsp;&nbsp;Credit Agricole Home Loan SFH SA | 0.010% | &nbsp;&nbsp;&nbsp;&nbsp; 11/3/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 13700 | &nbsp;&nbsp;&nbsp;&nbsp; 13009 |
| &nbsp;&nbsp;&nbsp;Credit Agricole Home Loan SFH SA | 1.375% | &nbsp;&nbsp;&nbsp;&nbsp; 2/3/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2200 | &nbsp;&nbsp;&nbsp;&nbsp; 2281 |
| &nbsp;&nbsp;&nbsp;Credit Agricole Home Loan SFH SA | 0.875% | &nbsp;&nbsp;&nbsp;&nbsp; 5/6/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10100 | &nbsp;&nbsp;&nbsp;&nbsp; 9508 |
| &nbsp;&nbsp;&nbsp;Credit Agricole Home Loan SFH SA | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 9/28/38 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2500 | &nbsp;&nbsp;&nbsp;&nbsp; 2279 |
| &nbsp;&nbsp;&nbsp;Credit Agricole Public Sector SCF SA | 0.875% | &nbsp;&nbsp;&nbsp;&nbsp; 8/2/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 20402 | &nbsp;&nbsp;&nbsp;&nbsp; 22458 |
| &nbsp;&nbsp;&nbsp;Credit Agricole Public Sector SCF SA | 0.010% | &nbsp;&nbsp;&nbsp;&nbsp; 9/13/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5240 |
| &nbsp;&nbsp;&nbsp;Credit Agricole Public Sector SCF SA | 0.625% | &nbsp;&nbsp;&nbsp;&nbsp; 3/29/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7100 | &nbsp;&nbsp;&nbsp;&nbsp; 7521 |
| &nbsp;&nbsp;&nbsp;Credit Agricole SA | 1.875% | &nbsp;&nbsp;&nbsp;&nbsp; 12/20/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5100 | &nbsp;&nbsp;&nbsp;&nbsp; 5714 |
| &nbsp;&nbsp;&nbsp;Credit Agricole SA | 0.514% | &nbsp;&nbsp;&nbsp;&nbsp; 7/6/27 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 400000 | &nbsp;&nbsp;&nbsp;&nbsp; 2770 |
| &nbsp;&nbsp;&nbsp;Credit Agricole SA | 5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 11/29/27 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 3000 | &nbsp;&nbsp;&nbsp;&nbsp; 4044 |
| &nbsp;&nbsp;&nbsp;Credit Agricole SA | 0.375% | &nbsp;&nbsp;&nbsp;&nbsp; 4/20/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4800 | &nbsp;&nbsp;&nbsp;&nbsp; 5081 |
| &nbsp;&nbsp;&nbsp;Credit Agricole SA | 1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/5/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6000 | &nbsp;&nbsp;&nbsp;&nbsp; 6493 |
| &nbsp;&nbsp;&nbsp;Credit Agricole SA | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/25/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6400 | &nbsp;&nbsp;&nbsp;&nbsp; 6942 |
| &nbsp;&nbsp;&nbsp;Credit Agricole SA | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/3/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7300 | &nbsp;&nbsp;&nbsp;&nbsp; 7691 |
| &nbsp;&nbsp;&nbsp;Credit Agricole SA | 2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 8/29/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 9000 | &nbsp;&nbsp;&nbsp;&nbsp; 10090 |
| &nbsp;&nbsp;&nbsp;Credit Agricole SA | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 9/21/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 13600 | &nbsp;&nbsp;&nbsp;&nbsp; 14220 |
| &nbsp;&nbsp;&nbsp;Credit Agricole SA | 4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 10/23/29 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp;&nbsp; 2670 |
| &nbsp;&nbsp;&nbsp;Credit Agricole SA | 4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 3/7/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6300 | &nbsp;&nbsp;&nbsp;&nbsp; 7492 |
| &nbsp;&nbsp;&nbsp;Credit Agricole SA | 3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 4/20/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4000 | &nbsp;&nbsp;&nbsp;&nbsp; 4721 |
| &nbsp;&nbsp;&nbsp;Credit Agricole SA | 0.875% | &nbsp;&nbsp;&nbsp;&nbsp; 1/14/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6400 | &nbsp;&nbsp;&nbsp;&nbsp; 6136 |
| &nbsp;&nbsp;&nbsp;Credit Agricole SA | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/18/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3000 | &nbsp;&nbsp;&nbsp;&nbsp; 3543 |
| &nbsp;&nbsp;&nbsp;Credit Agricole SA | 2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/22/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 8000 | &nbsp;&nbsp;&nbsp;&nbsp; 8230 |
| &nbsp;&nbsp;&nbsp;Credit Agricole SA | 3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 11/28/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 11000 | &nbsp;&nbsp;&nbsp;&nbsp; 12864 |
| &nbsp;&nbsp;&nbsp;Credit Agricole SA | 4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 2/26/36 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5799 |
| &nbsp;&nbsp;&nbsp;Credit Mutuel Arkea SA | 0.875% | &nbsp;&nbsp;&nbsp;&nbsp; 5/7/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1000 | &nbsp;&nbsp;&nbsp;&nbsp; 1097 |
| &nbsp;&nbsp;&nbsp;Credit Mutuel Arkea SA | 0.375% | &nbsp;&nbsp;&nbsp;&nbsp; 10/3/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5100 | &nbsp;&nbsp;&nbsp;&nbsp; 5323 |
| &nbsp;&nbsp;&nbsp;Credit Mutuel Arkea SA | 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 2/9/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10000 | &nbsp;&nbsp;&nbsp;&nbsp; 11461 |
| &nbsp;&nbsp;&nbsp;Credit Mutuel Arkea SA | 1.125% | &nbsp;&nbsp;&nbsp;&nbsp; 5/23/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1100 | &nbsp;&nbsp;&nbsp;&nbsp; 1163 |
| &nbsp;&nbsp;&nbsp;Credit Mutuel Arkea SA | 3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 3/11/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp;&nbsp; 2228 |
| &nbsp;&nbsp;&nbsp;Credit Mutuel Arkea SA | 0.875% | &nbsp;&nbsp;&nbsp;&nbsp; 10/25/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4200 | &nbsp;&nbsp;&nbsp;&nbsp; 4061 |
| &nbsp;&nbsp;&nbsp;Credit Mutuel Arkea SA | 0.875% | &nbsp;&nbsp;&nbsp;&nbsp; 3/11/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6000 | &nbsp;&nbsp;&nbsp;&nbsp; 5539 |
| &nbsp;&nbsp;&nbsp;Credit Mutuel Arkea SA | 4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7000 | &nbsp;&nbsp;&nbsp;&nbsp; 8303 |
| &nbsp;&nbsp;&nbsp;Credit Mutuel Arkea SA | 4.810% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7000 | &nbsp;&nbsp;&nbsp;&nbsp; 8139 |
| &nbsp;&nbsp;&nbsp;Credit Mutuel Home Loan SFH SA | 0.625% | &nbsp;&nbsp;&nbsp;&nbsp; 3/4/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 23000 | &nbsp;&nbsp;&nbsp;&nbsp; 25381 |
| &nbsp;&nbsp;&nbsp;Credit Mutuel Home Loan SFH SA | 0.750% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 30700 | &nbsp;&nbsp;&nbsp;&nbsp; 33621 |
| &nbsp;&nbsp;&nbsp;Credit Mutuel Home Loan SFH SA | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/30/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7500 | &nbsp;&nbsp;&nbsp;&nbsp; 8172 |
| &nbsp;&nbsp;&nbsp;Credit Mutuel Home Loan SFH SA | 0.010% | &nbsp;&nbsp;&nbsp;&nbsp; 7/20/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 9200 | &nbsp;&nbsp;&nbsp;&nbsp; 9674 |
| &nbsp;&nbsp;&nbsp;Credit Mutuel Home Loan SFH SA | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/30/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2800 | &nbsp;&nbsp;&nbsp;&nbsp; 3012 |
| &nbsp;&nbsp;&nbsp;Credit Mutuel Home Loan SFH SA | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/3/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 20400 | &nbsp;&nbsp;&nbsp;&nbsp; 23486 |
| &nbsp;&nbsp;&nbsp;Crelan Home Loan SCF | 1.375% | &nbsp;&nbsp;&nbsp;&nbsp; 4/18/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7900 | &nbsp;&nbsp;&nbsp;&nbsp; 7930 |

---

------

Total International Bond Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;&nbsp;&nbsp;Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| &nbsp;&nbsp;&nbsp;Danone SA | 0.571% | &nbsp;&nbsp;&nbsp;&nbsp; 3/17/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5491 |
| &nbsp;&nbsp;&nbsp;Danone SA | 0.395% | &nbsp;&nbsp;&nbsp;&nbsp; 6/10/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 9300 | &nbsp;&nbsp;&nbsp;&nbsp; 9644 |
| &nbsp;&nbsp;&nbsp;Danone SA | 3.706% | &nbsp;&nbsp;&nbsp;&nbsp; 11/13/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 500 | &nbsp;&nbsp;&nbsp;&nbsp; 588 |
| &nbsp;&nbsp;&nbsp;Danone SA | 3.481% | &nbsp;&nbsp;&nbsp;&nbsp; 5/3/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4600 | &nbsp;&nbsp;&nbsp;&nbsp; 5363 |
| &nbsp;&nbsp;&nbsp;Danone SA | 3.470% | &nbsp;&nbsp;&nbsp;&nbsp; 5/22/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5400 | &nbsp;&nbsp;&nbsp;&nbsp; 6278 |
| &nbsp;&nbsp;&nbsp;Dassault Systemes SE | 0.125% | &nbsp;&nbsp;&nbsp;&nbsp; 9/16/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2500 | &nbsp;&nbsp;&nbsp;&nbsp; 2733 |
| &nbsp;&nbsp;&nbsp;Dassault Systemes SE | 0.375% | &nbsp;&nbsp;&nbsp;&nbsp; 9/16/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5101 |
| &nbsp;&nbsp;&nbsp;Edenred SE | 3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 6/13/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1000 | &nbsp;&nbsp;&nbsp;&nbsp; 1141 |
| &nbsp;&nbsp;&nbsp;Edenred SE | 3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 8/5/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2500 | &nbsp;&nbsp;&nbsp;&nbsp; 2820 |
| &nbsp;&nbsp;&nbsp;Electricite de France SA | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/13/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 8300 | &nbsp;&nbsp;&nbsp;&nbsp; 9215 |
| &nbsp;&nbsp;&nbsp;Electricite de France SA | 4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 10/12/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 13500 | &nbsp;&nbsp;&nbsp;&nbsp; 16187 |
| &nbsp;&nbsp;&nbsp;Electricite de France SA | 5.875% | &nbsp;&nbsp;&nbsp;&nbsp; 7/18/31 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 1588 | &nbsp;&nbsp;&nbsp;&nbsp; 2195 |
| &nbsp;&nbsp;&nbsp;Electricite de France SA | 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 1/25/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1500 | &nbsp;&nbsp;&nbsp;&nbsp; 1791 |
| &nbsp;&nbsp;&nbsp;Electricite de France SA | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 11/29/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 8700 | &nbsp;&nbsp;&nbsp;&nbsp; 7995 |
| &nbsp;&nbsp;&nbsp;Electricite de France SA | 5.379% | &nbsp;&nbsp;&nbsp;&nbsp; 5/17/34 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2200 | &nbsp;&nbsp;&nbsp;&nbsp; 1673 |
| &nbsp;&nbsp;&nbsp;Electricite de France SA | 6.125% | &nbsp;&nbsp;&nbsp;&nbsp; 6/2/34 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 8050 | &nbsp;&nbsp;&nbsp;&nbsp; 10997 |
| &nbsp;&nbsp;&nbsp;Electricite de France SA | 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 10/12/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5700 | &nbsp;&nbsp;&nbsp;&nbsp; 6990 |
| &nbsp;&nbsp;&nbsp;Electricite de France SA | 1.875% | &nbsp;&nbsp;&nbsp;&nbsp; 10/13/36 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10400 | &nbsp;&nbsp;&nbsp;&nbsp; 9652 |
| &nbsp;&nbsp;&nbsp;Electricite de France SA | 5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/27/37 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 4600 | &nbsp;&nbsp;&nbsp;&nbsp; 5775 |
| &nbsp;&nbsp;&nbsp;Electricite de France SA | 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 11/12/40 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1900 | &nbsp;&nbsp;&nbsp;&nbsp; 2211 |
| &nbsp;&nbsp;&nbsp;Electricite de France SA | 5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 10/17/41 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 6500 | &nbsp;&nbsp;&nbsp;&nbsp; 7711 |
| &nbsp;&nbsp;&nbsp;Electricite de France SA | 4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 1/25/43 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4800 | &nbsp;&nbsp;&nbsp;&nbsp; 5439 |
| &nbsp;&nbsp;&nbsp;Electricite de France SA | 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 6/17/44 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp;&nbsp; 2279 |
| &nbsp;&nbsp;&nbsp;Electricite de France SA | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 12/9/49 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6800 | &nbsp;&nbsp;&nbsp;&nbsp; 4768 |
| &nbsp;&nbsp;&nbsp;Electricite de France SA | 5.125% | &nbsp;&nbsp;&nbsp;&nbsp; 9/22/50 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 3000 | &nbsp;&nbsp;&nbsp;&nbsp; 3213 |
| &nbsp;&nbsp;&nbsp;Electricite de France SA | 5.777% | &nbsp;&nbsp;&nbsp;&nbsp; 5/17/54 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2500 | &nbsp;&nbsp;&nbsp;&nbsp; 1861 |
| &nbsp;&nbsp;&nbsp;Electricite de France SA | 6.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/23/14 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 5100 | &nbsp;&nbsp;&nbsp;&nbsp; 5948 |
| &nbsp;&nbsp;&nbsp;Engie SA | 2.375% | &nbsp;&nbsp;&nbsp;&nbsp; 5/19/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp; 113 |
| &nbsp;&nbsp;&nbsp;Engie SA | 0.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/4/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp;&nbsp; 2168 |
| &nbsp;&nbsp;&nbsp;Engie SA | 0.375% | &nbsp;&nbsp;&nbsp;&nbsp; 6/11/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 8200 | &nbsp;&nbsp;&nbsp;&nbsp; 8899 |
| &nbsp;&nbsp;&nbsp;Engie SA | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/27/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5498 |
| &nbsp;&nbsp;&nbsp;Engie SA | 1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/27/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7600 | &nbsp;&nbsp;&nbsp;&nbsp; 8380 |
| &nbsp;&nbsp;&nbsp;Engie SA | 1.375% | &nbsp;&nbsp;&nbsp;&nbsp; 6/22/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10700 | &nbsp;&nbsp;&nbsp;&nbsp; 11704 |
| &nbsp;&nbsp;&nbsp;Engie SA | 7.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/30/28 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 2750 | &nbsp;&nbsp;&nbsp;&nbsp; 3943 |
| &nbsp;&nbsp;&nbsp;Engie SA | 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 9/27/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 9000 | &nbsp;&nbsp;&nbsp;&nbsp; 10449 |
| &nbsp;&nbsp;&nbsp;Engie SA | 0.375% | &nbsp;&nbsp;&nbsp;&nbsp; 10/26/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1000 | &nbsp;&nbsp;&nbsp;&nbsp; 1014 |
| &nbsp;&nbsp;&nbsp;Engie SA | 3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 1/11/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3500 | &nbsp;&nbsp;&nbsp;&nbsp; 4080 |
| &nbsp;&nbsp;&nbsp;Engie SA | 2.125% | &nbsp;&nbsp;&nbsp;&nbsp; 3/30/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6100 | &nbsp;&nbsp;&nbsp;&nbsp; 6411 |
| &nbsp;&nbsp;&nbsp;Engie SA | 1.875% | &nbsp;&nbsp;&nbsp;&nbsp; 9/19/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1200 | &nbsp;&nbsp;&nbsp;&nbsp; 1230 |
| &nbsp;&nbsp;&nbsp;Engie SA | 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 9/6/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5935 |
| &nbsp;&nbsp;&nbsp;Engie SA | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/11/35 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6300 | &nbsp;&nbsp;&nbsp;&nbsp; 7331 |
| &nbsp;&nbsp;&nbsp;Engie SA | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/13/35 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 4675 |
| &nbsp;&nbsp;&nbsp;Engie SA | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/26/36 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3500 | &nbsp;&nbsp;&nbsp;&nbsp; 2971 |
| &nbsp;&nbsp;&nbsp;Engie SA | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/28/37 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3600 | &nbsp;&nbsp;&nbsp;&nbsp; 3334 |
| &nbsp;&nbsp;&nbsp;Engie SA | 1.375% | &nbsp;&nbsp;&nbsp;&nbsp; 6/21/39 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4800 | &nbsp;&nbsp;&nbsp;&nbsp; 3870 |
| &nbsp;&nbsp;&nbsp;Engie SA | 1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 10/24/41 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4500 | &nbsp;&nbsp;&nbsp;&nbsp; 3305 |
| &nbsp;&nbsp;&nbsp;Engie SA | 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 9/6/42 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5400 | &nbsp;&nbsp;&nbsp;&nbsp; 6304 |
| &nbsp;&nbsp;&nbsp;Engie SA | 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 1/11/43 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp;&nbsp; 2257 |
| &nbsp;&nbsp;&nbsp;Engie SA | 5.625% | &nbsp;&nbsp;&nbsp;&nbsp; 4/3/53 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 1000 | &nbsp;&nbsp;&nbsp;&nbsp; 1191 |
| &nbsp;&nbsp;&nbsp;Engie SA | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/60 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 3550 | &nbsp;&nbsp;&nbsp;&nbsp; 3820 |
| &nbsp;&nbsp;&nbsp;Engie SA | 5.950% | &nbsp;&nbsp;&nbsp;&nbsp; 3/16/11 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1625 | &nbsp;&nbsp;&nbsp;&nbsp; 2323 |
| &nbsp;&nbsp;&nbsp;Engie SA | 1.500% | Perpetual | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7500 | &nbsp;&nbsp;&nbsp;&nbsp; 7876 |
| &nbsp;&nbsp;&nbsp;Engie SA | 1.875% | Perpetual | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4000 | &nbsp;&nbsp;&nbsp;&nbsp; 3945 |
| &nbsp;&nbsp;&nbsp;EssilorLuxottica SA | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/5/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10200 | &nbsp;&nbsp;&nbsp;&nbsp; 10888 |
| &nbsp;&nbsp;&nbsp;Gecina SA | 1.375% | &nbsp;&nbsp;&nbsp;&nbsp; 6/30/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp; 111 |
| &nbsp;&nbsp;&nbsp;Gecina SA | 1.375% | &nbsp;&nbsp;&nbsp;&nbsp; 1/26/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1700 | &nbsp;&nbsp;&nbsp;&nbsp; 1862 |
| &nbsp;&nbsp;&nbsp;Gecina SA | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/30/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1100 | &nbsp;&nbsp;&nbsp;&nbsp; 1164 |
| &nbsp;&nbsp;&nbsp;Gecina SA | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/30/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4400 | &nbsp;&nbsp;&nbsp;&nbsp; 4589 |
| &nbsp;&nbsp;&nbsp;Gecina SA | 0.875% | &nbsp;&nbsp;&nbsp;&nbsp; 1/25/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4000 | &nbsp;&nbsp;&nbsp;&nbsp; 3763 |
| &nbsp;&nbsp;&nbsp;Gecina SA | 0.875% | &nbsp;&nbsp;&nbsp;&nbsp; 6/30/36 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3600 | &nbsp;&nbsp;&nbsp;&nbsp; 3035 |
| &nbsp;&nbsp;&nbsp;GELF Bond Issuer I SA | 1.125% | &nbsp;&nbsp;&nbsp;&nbsp; 7/18/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2104 | &nbsp;&nbsp;&nbsp;&nbsp; 2206 |
| &nbsp;&nbsp;&nbsp;GELF Bond Issuer I SA | 3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 11/27/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1100 | &nbsp;&nbsp;&nbsp;&nbsp; 1239 |
| &nbsp;&nbsp;&nbsp;Groupe des Assurances du Credit Mutuel SADIR | 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 4/30/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1800 | &nbsp;&nbsp;&nbsp;&nbsp; 2075 |
| &nbsp;&nbsp;&nbsp;Groupe des Assurances du Credit Mutuel SADIR | 1.850% | &nbsp;&nbsp;&nbsp;&nbsp; 4/21/42 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2700 | &nbsp;&nbsp;&nbsp;&nbsp; 2639 |
| &nbsp;&nbsp;&nbsp;Groupe VYV | 1.625% | &nbsp;&nbsp;&nbsp;&nbsp; 7/2/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp;&nbsp; 2108 |
| &nbsp;&nbsp;&nbsp;Holding d'Infrastructures de Transport SASU | 1.625% | &nbsp;&nbsp;&nbsp;&nbsp; 11/27/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5900 | &nbsp;&nbsp;&nbsp;&nbsp; 6527 |
| &nbsp;&nbsp;&nbsp;Holding d'Infrastructures de Transport SASU | 1.475% | &nbsp;&nbsp;&nbsp;&nbsp; 1/18/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 8000 | &nbsp;&nbsp;&nbsp;&nbsp; 8196 |
| &nbsp;&nbsp;&nbsp;HSBC Continental Europe SA | 0.100% | &nbsp;&nbsp;&nbsp;&nbsp; 9/3/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5100 | &nbsp;&nbsp;&nbsp;&nbsp; 5466 |
| &nbsp;&nbsp;&nbsp;ICADE | 1.625% | &nbsp;&nbsp;&nbsp;&nbsp; 2/28/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp;&nbsp; 2184 |
| &nbsp;&nbsp;&nbsp;ICADE | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/19/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1400 | &nbsp;&nbsp;&nbsp;&nbsp; 1416 |

---

------

Total International Bond Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;&nbsp;&nbsp;Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| &nbsp;&nbsp;&nbsp;ICADE | 0.625% | &nbsp;&nbsp;&nbsp;&nbsp; 1/18/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3700 | &nbsp;&nbsp;&nbsp;&nbsp; 3537 |
| &nbsp;&nbsp;&nbsp;Imerys SA | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2500 | &nbsp;&nbsp;&nbsp;&nbsp; 2420 |
| &nbsp;&nbsp;&nbsp;In'li SA | 1.125% | &nbsp;&nbsp;&nbsp;&nbsp; 7/2/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1000 | &nbsp;&nbsp;&nbsp;&nbsp; 1053 |
| &nbsp;&nbsp;&nbsp;ITM Entreprises SASU | 5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 7/22/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2500 | &nbsp;&nbsp;&nbsp;&nbsp; 3003 |
| &nbsp;&nbsp;&nbsp;JCDecaux SE | 2.625% | &nbsp;&nbsp;&nbsp;&nbsp; 4/24/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2500 | &nbsp;&nbsp;&nbsp;&nbsp; 2823 |
| &nbsp;&nbsp;&nbsp;JCDecaux SE | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/11/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1500 | &nbsp;&nbsp;&nbsp;&nbsp; 1799 |
| &nbsp;&nbsp;&nbsp;JCDecaux SE | 1.625% | &nbsp;&nbsp;&nbsp;&nbsp; 2/7/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2300 | &nbsp;&nbsp;&nbsp;&nbsp; 2416 |
| &nbsp;&nbsp;&nbsp;Kering SA | 1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/10/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4600 | &nbsp;&nbsp;&nbsp;&nbsp; 5140 |
| &nbsp;&nbsp;&nbsp;Kering SA | 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 2/27/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 9000 | &nbsp;&nbsp;&nbsp;&nbsp; 10358 |
| &nbsp;&nbsp;&nbsp;Kering SA | 3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 9/5/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 9000 | &nbsp;&nbsp;&nbsp;&nbsp; 10295 |
| &nbsp;&nbsp;&nbsp;Kering SA | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 11/23/32 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 7500 | &nbsp;&nbsp;&nbsp;&nbsp; 9644 |
| &nbsp;&nbsp;&nbsp;Kering SA | 3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 2/27/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 9000 | &nbsp;&nbsp;&nbsp;&nbsp; 9899 |
| &nbsp;&nbsp;&nbsp;Kering SA | 3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 3/11/36 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2500 | &nbsp;&nbsp;&nbsp;&nbsp; 2720 |
| &nbsp;&nbsp;&nbsp;Klepierre SA | 1.375% | &nbsp;&nbsp;&nbsp;&nbsp; 2/16/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3300 | &nbsp;&nbsp;&nbsp;&nbsp; 3670 |
| &nbsp;&nbsp;&nbsp;Klepierre SA | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/12/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2100 | &nbsp;&nbsp;&nbsp;&nbsp; 2311 |
| &nbsp;&nbsp;&nbsp;Klepierre SA | 0.625% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6800 | &nbsp;&nbsp;&nbsp;&nbsp; 6818 |
| &nbsp;&nbsp;&nbsp;Klepierre SA | 0.875% | &nbsp;&nbsp;&nbsp;&nbsp; 2/17/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1900 | &nbsp;&nbsp;&nbsp;&nbsp; 1894 |
| &nbsp;&nbsp;&nbsp;Klepierre SA | 1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 9/29/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2300 | &nbsp;&nbsp;&nbsp;&nbsp; 2325 |
| &nbsp;&nbsp;&nbsp;Klepierre SA | 1.625% | &nbsp;&nbsp;&nbsp;&nbsp; 12/13/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1500 | &nbsp;&nbsp;&nbsp;&nbsp; 1523 |
| &nbsp;&nbsp;&nbsp;Klepierre SA | 3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 9/23/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2300 | &nbsp;&nbsp;&nbsp;&nbsp; 2660 |
| &nbsp;&nbsp;&nbsp;La Banque Postale Home Loan SFH SA | 0.625% | &nbsp;&nbsp;&nbsp;&nbsp; 6/23/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6350 | &nbsp;&nbsp;&nbsp;&nbsp; 6970 |
| &nbsp;&nbsp;&nbsp;La Banque Postale Home Loan SFH SA | 0.875% | &nbsp;&nbsp;&nbsp;&nbsp; 2/7/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4500 | &nbsp;&nbsp;&nbsp;&nbsp; 4905 |
| &nbsp;&nbsp;&nbsp;La Banque Postale Home Loan SFH SA | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/4/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2500 | &nbsp;&nbsp;&nbsp;&nbsp; 2709 |
| &nbsp;&nbsp;&nbsp;La Banque Postale Home Loan SFH SA | 3.125% | &nbsp;&nbsp;&nbsp;&nbsp; 2/19/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10000 | &nbsp;&nbsp;&nbsp;&nbsp; 11590 |
| &nbsp;&nbsp;&nbsp;La Banque Postale Home Loan SFH SA | 0.010% | &nbsp;&nbsp;&nbsp;&nbsp; 10/22/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 23600 | &nbsp;&nbsp;&nbsp;&nbsp; 23891 |
| &nbsp;&nbsp;&nbsp;La Banque Postale SA | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/9/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10000 | &nbsp;&nbsp;&nbsp;&nbsp; 10979 |
| &nbsp;&nbsp;&nbsp;La Banque Postale SA | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/9/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3800 | &nbsp;&nbsp;&nbsp;&nbsp; 4271 |
| &nbsp;&nbsp;&nbsp;La Banque Postale SA | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/13/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4700 | &nbsp;&nbsp;&nbsp;&nbsp; 5165 |
| &nbsp;&nbsp;&nbsp;La Banque Postale SA | 1.375% | &nbsp;&nbsp;&nbsp;&nbsp; 4/24/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5311 |
| &nbsp;&nbsp;&nbsp;La Banque Postale SA | 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/13/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7700 | &nbsp;&nbsp;&nbsp;&nbsp; 8898 |
| &nbsp;&nbsp;&nbsp;La Banque Postale SA | 0.750% | &nbsp;&nbsp;&nbsp;&nbsp; 8/2/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2400 | &nbsp;&nbsp;&nbsp;&nbsp; 2567 |
| &nbsp;&nbsp;&nbsp;La Banque Postale SA | 5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/5/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2500 | &nbsp;&nbsp;&nbsp;&nbsp; 3010 |
| &nbsp;&nbsp;&nbsp;La Poste SA | 0.625% | &nbsp;&nbsp;&nbsp;&nbsp; 10/21/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4900 | &nbsp;&nbsp;&nbsp;&nbsp; 5418 |
| &nbsp;&nbsp;&nbsp;La Poste SA | 0.375% | &nbsp;&nbsp;&nbsp;&nbsp; 9/17/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10100 | &nbsp;&nbsp;&nbsp;&nbsp; 10935 |
| &nbsp;&nbsp;&nbsp;La Poste SA | 1.375% | &nbsp;&nbsp;&nbsp;&nbsp; 4/21/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 18200 | &nbsp;&nbsp;&nbsp;&nbsp; 18353 |
| &nbsp;&nbsp;&nbsp;La Poste SA | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/12/35 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4200 | &nbsp;&nbsp;&nbsp;&nbsp; 4950 |
| &nbsp;&nbsp;&nbsp;Legrand SA | 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/29/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7000 | &nbsp;&nbsp;&nbsp;&nbsp; 8161 |
| &nbsp;&nbsp;&nbsp;Legrand SA | 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/26/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3000 | &nbsp;&nbsp;&nbsp;&nbsp; 3436 |
| &nbsp;&nbsp;&nbsp;LVMH Moet Hennessy Louis Vuitton SE | 1.125% | &nbsp;&nbsp;&nbsp;&nbsp; 2/11/27 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 4400 | &nbsp;&nbsp;&nbsp;&nbsp; 5558 |
| &nbsp;&nbsp;&nbsp;LVMH Moet Hennessy Louis Vuitton SE | 0.125% | &nbsp;&nbsp;&nbsp;&nbsp; 2/11/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5309 |
| &nbsp;&nbsp;&nbsp;LVMH Moet Hennessy Louis Vuitton SE | 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 9/7/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4000 | &nbsp;&nbsp;&nbsp;&nbsp; 4625 |
| &nbsp;&nbsp;&nbsp;LVMH Moet Hennessy Louis Vuitton SE | 0.375% | &nbsp;&nbsp;&nbsp;&nbsp; 2/11/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4600 | &nbsp;&nbsp;&nbsp;&nbsp; 4531 |
| &nbsp;&nbsp;&nbsp;LVMH Moet Hennessy Louis Vuitton SE | 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 9/7/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 23200 | &nbsp;&nbsp;&nbsp;&nbsp; 26802 |
| &nbsp;&nbsp;&nbsp;LVMH Moet Hennessy Louis Vuitton SE | 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 10/5/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10000 | &nbsp;&nbsp;&nbsp;&nbsp; 11534 |
| &nbsp;&nbsp;&nbsp;Mercialys SA | 2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 2/28/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1400 | &nbsp;&nbsp;&nbsp;&nbsp; 1534 |
| &nbsp;&nbsp;&nbsp;MMS USA Holdings Inc. | 1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/13/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2100 | &nbsp;&nbsp;&nbsp;&nbsp; 2282 |
| &nbsp;&nbsp;&nbsp;MMS USA Holdings Inc. | 1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 6/13/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2600 | &nbsp;&nbsp;&nbsp;&nbsp; 2720 |
| &nbsp;&nbsp;&nbsp;Mutuelle Assurance Des Commercants et Industriels de France et Des Cadres et Sal | 2.125% | &nbsp;&nbsp;&nbsp;&nbsp; 6/21/52 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1500 | &nbsp;&nbsp;&nbsp;&nbsp; 1450 |
| &nbsp;&nbsp;&nbsp;Nerval SAS | 2.875% | &nbsp;&nbsp;&nbsp;&nbsp; 4/14/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3800 | &nbsp;&nbsp;&nbsp;&nbsp; 4050 |
| &nbsp;&nbsp;&nbsp;Orange SA | 0.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/4/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp;&nbsp; 2199 |
| &nbsp;&nbsp;&nbsp;Orange SA | 0.875% | &nbsp;&nbsp;&nbsp;&nbsp; 2/3/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 900 | &nbsp;&nbsp;&nbsp;&nbsp; 994 |
| &nbsp;&nbsp;&nbsp;Orange SA | 1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 7/7/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4000 | &nbsp;&nbsp;&nbsp;&nbsp; 4428 |
| &nbsp;&nbsp;&nbsp;Orange SA | 1.375% | &nbsp;&nbsp;&nbsp;&nbsp; 3/20/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 18400 | &nbsp;&nbsp;&nbsp;&nbsp; 20265 |
| &nbsp;&nbsp;&nbsp;Orange SA | 8.125% | &nbsp;&nbsp;&nbsp;&nbsp; 11/20/28 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 3316 | &nbsp;&nbsp;&nbsp;&nbsp; 4931 |
| &nbsp;&nbsp;&nbsp;Orange SA | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp;&nbsp; 2221 |
| &nbsp;&nbsp;&nbsp;Orange SA | 1.375% | &nbsp;&nbsp;&nbsp;&nbsp; 1/16/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 13100 | &nbsp;&nbsp;&nbsp;&nbsp; 14061 |
| &nbsp;&nbsp;&nbsp;Orange SA | 1.875% | &nbsp;&nbsp;&nbsp;&nbsp; 9/12/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 16900 | &nbsp;&nbsp;&nbsp;&nbsp; 18251 |
| &nbsp;&nbsp;&nbsp;Orange SA | 3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 11/16/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5888 |
| &nbsp;&nbsp;&nbsp;Orange SA | 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 11000 | &nbsp;&nbsp;&nbsp;&nbsp; 13234 |
| &nbsp;&nbsp;&nbsp;Orange SA | 1.625% | &nbsp;&nbsp;&nbsp;&nbsp; 4/7/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5178 |
| &nbsp;&nbsp;&nbsp;Orange SA | 2.375% | &nbsp;&nbsp;&nbsp;&nbsp; 5/18/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4000 | &nbsp;&nbsp;&nbsp;&nbsp; 4353 |
| &nbsp;&nbsp;&nbsp;Orange SA | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 9/4/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3800 | &nbsp;&nbsp;&nbsp;&nbsp; 3580 |
| &nbsp;&nbsp;&nbsp;Orange SA | 8.125% | &nbsp;&nbsp;&nbsp;&nbsp; 1/28/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 362 | &nbsp;&nbsp;&nbsp;&nbsp; 551 |
| &nbsp;&nbsp;&nbsp;Orange SA | 0.625% | &nbsp;&nbsp;&nbsp;&nbsp; 12/16/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10700 | &nbsp;&nbsp;&nbsp;&nbsp; 9764 |
| &nbsp;&nbsp;&nbsp;Orange SA | 5.625% | &nbsp;&nbsp;&nbsp;&nbsp; 1/23/34 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 1700 | &nbsp;&nbsp;&nbsp;&nbsp; 2324 |
| &nbsp;&nbsp;&nbsp;Orange SA | 1.200% | &nbsp;&nbsp;&nbsp;&nbsp; 7/11/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp;&nbsp; 1871 |
| &nbsp;&nbsp;&nbsp;Orange SA | 1.375% | Perpetual | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1900 | &nbsp;&nbsp;&nbsp;&nbsp; 1968 |
| &nbsp;&nbsp;&nbsp;Orange SA | 1.750% | Perpetual | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1300 | &nbsp;&nbsp;&nbsp;&nbsp; 1389 |
| &nbsp;&nbsp;&nbsp;Orange SA | 5.000% | Perpetual | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7171 | &nbsp;&nbsp;&nbsp;&nbsp; 8295 |
| &nbsp;&nbsp;&nbsp;Orange SA | 5.375% | Perpetual | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4000 | &nbsp;&nbsp;&nbsp;&nbsp; 4783 |

---

------

Total International Bond Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;&nbsp;&nbsp;Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| &nbsp;&nbsp;&nbsp;Orano SA | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/12/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5811 |
| &nbsp;&nbsp;&nbsp;Pernod Ricard SA | 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 11/2/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5745 |
| &nbsp;&nbsp;&nbsp;Pernod Ricard SA | 1.375% | &nbsp;&nbsp;&nbsp;&nbsp; 4/7/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3300 | &nbsp;&nbsp;&nbsp;&nbsp; 3526 |
| &nbsp;&nbsp;&nbsp;Pernod Ricard SA | 0.125% | &nbsp;&nbsp;&nbsp;&nbsp; 10/4/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1000 | &nbsp;&nbsp;&nbsp;&nbsp; 1004 |
| &nbsp;&nbsp;&nbsp;Pernod Ricard SA | 1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 4/8/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2600 | &nbsp;&nbsp;&nbsp;&nbsp; 2781 |
| &nbsp;&nbsp;&nbsp;Pernod Ricard SA | 3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 11/7/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5722 |
| &nbsp;&nbsp;&nbsp;Pernod Ricard SA | 0.875% | &nbsp;&nbsp;&nbsp;&nbsp; 10/24/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4000 | &nbsp;&nbsp;&nbsp;&nbsp; 3905 |
| &nbsp;&nbsp;&nbsp;Pernod Ricard SA | 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5703 |
| &nbsp;&nbsp;&nbsp;Pernod Ricard SA | 3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 5/7/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7000 | &nbsp;&nbsp;&nbsp;&nbsp; 7874 |
| &nbsp;&nbsp;&nbsp;Praemia Healthcare SACA | 0.875% | &nbsp;&nbsp;&nbsp;&nbsp; 11/4/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4600 | &nbsp;&nbsp;&nbsp;&nbsp; 4717 |
| &nbsp;&nbsp;&nbsp;PSA Tresorerie GIE | 6.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/19/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4024 | &nbsp;&nbsp;&nbsp;&nbsp; 4989 |
| &nbsp;&nbsp;&nbsp;RCI Banque SA | 1.625% | &nbsp;&nbsp;&nbsp;&nbsp; 5/26/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7666 | &nbsp;&nbsp;&nbsp;&nbsp; 8590 |
| &nbsp;&nbsp;&nbsp;RCI Banque SA | 1.125% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3900 | &nbsp;&nbsp;&nbsp;&nbsp; 4308 |
| &nbsp;&nbsp;&nbsp;RCI Banque SA | 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/6/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5825 |
| &nbsp;&nbsp;&nbsp;RCI Banque SA | 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 7/6/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4000 | &nbsp;&nbsp;&nbsp;&nbsp; 4693 |
| &nbsp;&nbsp;&nbsp;RCI Banque SA | 4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 6/14/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4000 | &nbsp;&nbsp;&nbsp;&nbsp; 4765 |
| &nbsp;&nbsp;&nbsp;RCI Banque SA | 4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 10/2/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 22000 | &nbsp;&nbsp;&nbsp;&nbsp; 26513 |
| &nbsp;&nbsp;&nbsp;RCI Banque SA | 4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 4/4/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3000 | &nbsp;&nbsp;&nbsp;&nbsp; 3472 |
| &nbsp;&nbsp;&nbsp;RTE Reseau de Transport d'Electricite SADIR | 0.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/9/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 11100 | &nbsp;&nbsp;&nbsp;&nbsp; 11835 |
| &nbsp;&nbsp;&nbsp;RTE Reseau de Transport d'Electricite SADIR | 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 6/20/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 500 | &nbsp;&nbsp;&nbsp;&nbsp; 564 |
| &nbsp;&nbsp;&nbsp;RTE Reseau de Transport d'Electricite SADIR | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 9/27/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2500 | &nbsp;&nbsp;&nbsp;&nbsp; 2640 |
| &nbsp;&nbsp;&nbsp;RTE Reseau de Transport d'Electricite SADIR | 0.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/12/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 4553 |
| &nbsp;&nbsp;&nbsp;RTE Reseau de Transport d'Electricite SADIR | 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 7/4/35 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 11900 | &nbsp;&nbsp;&nbsp;&nbsp; 13760 |
| &nbsp;&nbsp;&nbsp;RTE Reseau de Transport d'Electricite SADIR | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/18/36 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3100 | &nbsp;&nbsp;&nbsp;&nbsp; 3060 |
| &nbsp;&nbsp;&nbsp;RTE Reseau de Transport d'Electricite SADIR | 1.875% | &nbsp;&nbsp;&nbsp;&nbsp; 10/23/37 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 4674 |
| &nbsp;&nbsp;&nbsp;RTE Reseau de Transport d'Electricite SADIR | 1.125% | &nbsp;&nbsp;&nbsp;&nbsp; 7/8/40 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7500 | &nbsp;&nbsp;&nbsp;&nbsp; 5914 |
| &nbsp;&nbsp;&nbsp;SCOR SE | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/8/46 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5800 | &nbsp;&nbsp;&nbsp;&nbsp; 6540 |
| &nbsp;&nbsp;&nbsp;SCOR SE | 3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 5/27/48 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4900 | &nbsp;&nbsp;&nbsp;&nbsp; 5546 |
| &nbsp;&nbsp;&nbsp;SCOR SE | 1.375% | &nbsp;&nbsp;&nbsp;&nbsp; 9/17/51 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2200 | &nbsp;&nbsp;&nbsp;&nbsp; 2138 |
| &nbsp;&nbsp;&nbsp;Societe Fonciere Lyonnaise SA | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/5/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1900 | &nbsp;&nbsp;&nbsp;&nbsp; 2115 |
| &nbsp;&nbsp;&nbsp;Societe Fonciere Lyonnaise SA | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/21/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1900 | &nbsp;&nbsp;&nbsp;&nbsp; 2015 |
| &nbsp;&nbsp;&nbsp;Societe Generale SA | 0.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/25/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 8600 | &nbsp;&nbsp;&nbsp;&nbsp; 9418 |
| &nbsp;&nbsp;&nbsp;Societe Generale SA | 0.847% | &nbsp;&nbsp;&nbsp;&nbsp; 5/26/27 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 1000000 | &nbsp;&nbsp;&nbsp;&nbsp; 6827 |
| &nbsp;&nbsp;&nbsp;Societe Generale SA | 4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 6/2/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5844 |
| &nbsp;&nbsp;&nbsp;Societe Generale SA | 0.250% | &nbsp;&nbsp;&nbsp;&nbsp; 7/8/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7500 | &nbsp;&nbsp;&nbsp;&nbsp; 8080 |
| &nbsp;&nbsp;&nbsp;Societe Generale SA | 1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 12/7/27 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 3700 | &nbsp;&nbsp;&nbsp;&nbsp; 4513 |
| &nbsp;&nbsp;&nbsp;Societe Generale SA | 2.125% | &nbsp;&nbsp;&nbsp;&nbsp; 9/27/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 8600 | &nbsp;&nbsp;&nbsp;&nbsp; 9476 |
| &nbsp;&nbsp;&nbsp;Societe Generale SA | 1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/22/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4500 | &nbsp;&nbsp;&nbsp;&nbsp; 4838 |
| &nbsp;&nbsp;&nbsp;Societe Generale SA | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/12/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 9100 | &nbsp;&nbsp;&nbsp;&nbsp; 9522 |
| &nbsp;&nbsp;&nbsp;Societe Generale SA | 1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/12/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4200 | &nbsp;&nbsp;&nbsp;&nbsp; 4285 |
| &nbsp;&nbsp;&nbsp;Societe Generale SA | 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 12/6/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 12000 | &nbsp;&nbsp;&nbsp;&nbsp; 14041 |
| &nbsp;&nbsp;&nbsp;Societe Generale SA | 1.125% | &nbsp;&nbsp;&nbsp;&nbsp; 6/30/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2500 | &nbsp;&nbsp;&nbsp;&nbsp; 2767 |
| &nbsp;&nbsp;&nbsp;Societe Generale SA | 4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 11/21/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10000 | &nbsp;&nbsp;&nbsp;&nbsp; 12009 |
| &nbsp;&nbsp;&nbsp;Societe Generale SA | 5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/22/32 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 7000 | &nbsp;&nbsp;&nbsp;&nbsp; 9358 |
| &nbsp;&nbsp;&nbsp;Societe Generale SA | 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 11/16/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4000 | &nbsp;&nbsp;&nbsp;&nbsp; 4816 |
| &nbsp;&nbsp;&nbsp;Societe Generale SA | 5.625% | &nbsp;&nbsp;&nbsp;&nbsp; 6/2/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3000 | &nbsp;&nbsp;&nbsp;&nbsp; 3678 |
| &nbsp;&nbsp;&nbsp;Societe Generale SA | 6.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/22/33 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp;&nbsp; 2796 |
| &nbsp;&nbsp;&nbsp;Societe Generale SFH SA | 3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 7/31/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4700 | &nbsp;&nbsp;&nbsp;&nbsp; 5425 |
| &nbsp;&nbsp;&nbsp;Societe Generale SFH SA | 0.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/19/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5440 |
| &nbsp;&nbsp;&nbsp;Societe Generale SFH SA | 1.375% | &nbsp;&nbsp;&nbsp;&nbsp; 5/5/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 12500 | &nbsp;&nbsp;&nbsp;&nbsp; 13773 |
| &nbsp;&nbsp;&nbsp;Societe Generale SFH SA | 0.125% | &nbsp;&nbsp;&nbsp;&nbsp; 2/2/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 21900 | &nbsp;&nbsp;&nbsp;&nbsp; 22776 |
| &nbsp;&nbsp;&nbsp;Societe Generale SFH SA | 0.010% | &nbsp;&nbsp;&nbsp;&nbsp; 2/5/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10400 | &nbsp;&nbsp;&nbsp;&nbsp; 10113 |
| &nbsp;&nbsp;&nbsp;Sodexo SA | 2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/24/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 383 | &nbsp;&nbsp;&nbsp;&nbsp; 434 |
| &nbsp;&nbsp;&nbsp;Sodexo SA | 0.750% | &nbsp;&nbsp;&nbsp;&nbsp; 4/14/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5914 | &nbsp;&nbsp;&nbsp;&nbsp; 6517 |
| &nbsp;&nbsp;&nbsp;Sodexo SA | 1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 6/26/28 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 4090 | &nbsp;&nbsp;&nbsp;&nbsp; 4985 |
| &nbsp;&nbsp;&nbsp;Sodexo SA | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/27/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3700 | &nbsp;&nbsp;&nbsp;&nbsp; 3905 |
| &nbsp;&nbsp;&nbsp;Sogecap SA | 6.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/16/44 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2900 | &nbsp;&nbsp;&nbsp;&nbsp; 3667 |
| &nbsp;&nbsp;&nbsp;Suez SACA | 2.375% | &nbsp;&nbsp;&nbsp;&nbsp; 5/24/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1600 | &nbsp;&nbsp;&nbsp;&nbsp; 1761 |
| &nbsp;&nbsp;&nbsp;Suez SACA | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 11/3/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1500 | &nbsp;&nbsp;&nbsp;&nbsp; 1854 |
| &nbsp;&nbsp;&nbsp;Suez SACA | 2.875% | &nbsp;&nbsp;&nbsp;&nbsp; 5/24/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7400 | &nbsp;&nbsp;&nbsp;&nbsp; 7813 |
| &nbsp;&nbsp;&nbsp;Suez SACA | 6.625% | &nbsp;&nbsp;&nbsp;&nbsp; 10/5/43 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 6793 |
| &nbsp;&nbsp;&nbsp;TDF Infrastructure SASU | 1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6700 | &nbsp;&nbsp;&nbsp;&nbsp; 6985 |
| &nbsp;&nbsp;&nbsp;Teleperformance SE | 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 6/24/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp;&nbsp; 2284 |
| &nbsp;&nbsp;&nbsp;Terega SA | 0.875% | &nbsp;&nbsp;&nbsp;&nbsp; 9/17/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2500 | &nbsp;&nbsp;&nbsp;&nbsp; 2482 |
| &nbsp;&nbsp;&nbsp;Thales SA | 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 10/18/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 6032 |
| &nbsp;&nbsp;&nbsp;TotalEnergies Capital Canada Ltd. | 2.125% | &nbsp;&nbsp;&nbsp;&nbsp; 9/18/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6700 | &nbsp;&nbsp;&nbsp;&nbsp; 7405 |
| &nbsp;&nbsp;&nbsp;TotalEnergies Capital International SA | 1.491% | &nbsp;&nbsp;&nbsp;&nbsp; 4/8/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3000 | &nbsp;&nbsp;&nbsp;&nbsp; 3343 |
| &nbsp;&nbsp;&nbsp;TotalEnergies Capital International SA | 0.696% | &nbsp;&nbsp;&nbsp;&nbsp; 5/31/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 12400 | &nbsp;&nbsp;&nbsp;&nbsp; 13242 |
| &nbsp;&nbsp;&nbsp;TotalEnergies Capital International SA | 1.994% | &nbsp;&nbsp;&nbsp;&nbsp; 4/8/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3200 | &nbsp;&nbsp;&nbsp;&nbsp; 3375 |
| &nbsp;&nbsp;&nbsp;TotalEnergies Capital International SA | 1.618% | &nbsp;&nbsp;&nbsp;&nbsp; 5/18/40 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10000 | &nbsp;&nbsp;&nbsp;&nbsp; 8478 |

---

------

Total International Bond Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;&nbsp;&nbsp;Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| &nbsp;&nbsp;&nbsp;TotalEnergies SE | 1.625% | Perpetual | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6316 | &nbsp;&nbsp;&nbsp;&nbsp; 6776 |
| &nbsp;&nbsp;&nbsp;TotalEnergies SE | 2.000% | Perpetual | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 19309 | &nbsp;&nbsp;&nbsp;&nbsp; 19711 |
| &nbsp;&nbsp;&nbsp;TotalEnergies SE | 2.000% | Perpetual | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4000 | &nbsp;&nbsp;&nbsp;&nbsp; 4412 |
| &nbsp;&nbsp;&nbsp;TotalEnergies SE | 2.125% | Perpetual | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7219 | &nbsp;&nbsp;&nbsp;&nbsp; 6948 |
| &nbsp;&nbsp;&nbsp;TotalEnergies SE | 3.369% | Perpetual | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3650 | &nbsp;&nbsp;&nbsp;&nbsp; 4121 |
| &nbsp;&nbsp;&nbsp;Unibail-Rodamco-Westfield SE | 2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/4/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 400 | &nbsp;&nbsp;&nbsp;&nbsp; 454 |
| &nbsp;&nbsp;&nbsp;Unibail-Rodamco-Westfield SE | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/27/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1800 | &nbsp;&nbsp;&nbsp;&nbsp; 1996 |
| &nbsp;&nbsp;&nbsp;Unibail-Rodamco-Westfield SE | 0.750% | &nbsp;&nbsp;&nbsp;&nbsp; 10/25/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1900 | &nbsp;&nbsp;&nbsp;&nbsp; 2012 |
| &nbsp;&nbsp;&nbsp;Unibail-Rodamco-Westfield SE | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/29/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp; 211 |
| &nbsp;&nbsp;&nbsp;Unibail-Rodamco-Westfield SE | 1.375% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3815 | &nbsp;&nbsp;&nbsp;&nbsp; 3998 |
| &nbsp;&nbsp;&nbsp;Unibail-Rodamco-Westfield SE | 1.875% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10500 | &nbsp;&nbsp;&nbsp;&nbsp; 10945 |
| &nbsp;&nbsp;&nbsp;Unibail-Rodamco-Westfield SE | 1.375% | &nbsp;&nbsp;&nbsp;&nbsp; 12/4/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6100 | &nbsp;&nbsp;&nbsp;&nbsp; 6018 |
| &nbsp;&nbsp;&nbsp;Unibail-Rodamco-Westfield SE | 0.875% | &nbsp;&nbsp;&nbsp;&nbsp; 3/29/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6300 | &nbsp;&nbsp;&nbsp;&nbsp; 6021 |
| &nbsp;&nbsp;&nbsp;Unibail-Rodamco-Westfield SE | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/29/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1200 | &nbsp;&nbsp;&nbsp;&nbsp; 1220 |
| &nbsp;&nbsp;&nbsp;Unibail-Rodamco-Westfield SE | 1.375% | &nbsp;&nbsp;&nbsp;&nbsp; 5/25/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2200 | &nbsp;&nbsp;&nbsp;&nbsp; 2079 |
| &nbsp;&nbsp;&nbsp;Unibail-Rodamco-Westfield SE | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/28/36 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7113 | &nbsp;&nbsp;&nbsp;&nbsp; 6606 |
| &nbsp;&nbsp;&nbsp;Unibail-Rodamco-Westfield SE | 2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/14/38 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2400 | &nbsp;&nbsp;&nbsp;&nbsp; 2213 |
| &nbsp;&nbsp;&nbsp;Unibail-Rodamco-Westfield SE | 1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1700 | &nbsp;&nbsp;&nbsp;&nbsp; 1116 |
| &nbsp;&nbsp;&nbsp;Unibail-Rodamco-Westfield SE | 2.875% | Perpetual | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3500 | &nbsp;&nbsp;&nbsp;&nbsp; 3923 |
| &nbsp;&nbsp;&nbsp;Veolia Environnement SA | 0.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/9/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1000 | &nbsp;&nbsp;&nbsp;&nbsp; 1101 |
| &nbsp;&nbsp;&nbsp;Veolia Environnement SA | 4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 3/30/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5100 | &nbsp;&nbsp;&nbsp;&nbsp; 5992 |
| &nbsp;&nbsp;&nbsp;Veolia Environnement SA | 1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 4/2/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10200 | &nbsp;&nbsp;&nbsp;&nbsp; 11288 |
| &nbsp;&nbsp;&nbsp;Veolia Environnement SA | 1.590% | &nbsp;&nbsp;&nbsp;&nbsp; 1/10/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3000 | &nbsp;&nbsp;&nbsp;&nbsp; 3319 |
| &nbsp;&nbsp;&nbsp;Veolia Environnement SA | 1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2100 | &nbsp;&nbsp;&nbsp;&nbsp; 2293 |
| &nbsp;&nbsp;&nbsp;Veolia Environnement SA | 0.927% | &nbsp;&nbsp;&nbsp;&nbsp; 1/4/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2500 | &nbsp;&nbsp;&nbsp;&nbsp; 2668 |
| &nbsp;&nbsp;&nbsp;Veolia Environnement SA | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/3/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 800 | &nbsp;&nbsp;&nbsp;&nbsp; 863 |
| &nbsp;&nbsp;&nbsp;Veolia Environnement SA | 1.940% | &nbsp;&nbsp;&nbsp;&nbsp; 1/7/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5427 |
| &nbsp;&nbsp;&nbsp;Veolia Environnement SA | 1.625% | &nbsp;&nbsp;&nbsp;&nbsp; 9/17/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 400 | &nbsp;&nbsp;&nbsp;&nbsp; 422 |
| &nbsp;&nbsp;&nbsp;Veolia Environnement SA | 5.375% | &nbsp;&nbsp;&nbsp;&nbsp; 12/2/30 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 600 | &nbsp;&nbsp;&nbsp;&nbsp; 817 |
| &nbsp;&nbsp;&nbsp;Veolia Environnement SA | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 10/14/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2700 | &nbsp;&nbsp;&nbsp;&nbsp; 2585 |
| &nbsp;&nbsp;&nbsp;Veolia Environnement SA | 0.800% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7800 | &nbsp;&nbsp;&nbsp;&nbsp; 7589 |
| &nbsp;&nbsp;&nbsp;Veolia Environnement SA | 6.125% | &nbsp;&nbsp;&nbsp;&nbsp; 11/25/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2244 | &nbsp;&nbsp;&nbsp;&nbsp; 3075 |
| &nbsp;&nbsp;&nbsp;Veolia Environnement SA | 1.625% | Perpetual | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 900 | &nbsp;&nbsp;&nbsp;&nbsp; 991 |
| &nbsp;&nbsp;&nbsp;Verallia SA | 1.625% | &nbsp;&nbsp;&nbsp;&nbsp; 5/14/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10000 | &nbsp;&nbsp;&nbsp;&nbsp; 11165 |
| &nbsp;&nbsp;&nbsp;Vinci SA | 1.625% | &nbsp;&nbsp;&nbsp;&nbsp; 1/18/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7200 | &nbsp;&nbsp;&nbsp;&nbsp; 7871 |
| &nbsp;&nbsp;&nbsp;Vinci SA | 1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 9/26/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3400 | &nbsp;&nbsp;&nbsp;&nbsp; 3640 |
| &nbsp;&nbsp;&nbsp;Vinci SA | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 1/9/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 11200 | &nbsp;&nbsp;&nbsp;&nbsp; 10717 |
| &nbsp;&nbsp;&nbsp;Vinci SA | 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 2600 | &nbsp;&nbsp;&nbsp;&nbsp; 2872 |
| &nbsp;&nbsp;&nbsp;Wendel SE | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7800 | &nbsp;&nbsp;&nbsp;&nbsp; 7750 |
| &nbsp;&nbsp;&nbsp;Westfield America Management Ltd. | 2.625% | &nbsp;&nbsp;&nbsp;&nbsp; 3/30/29 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 2100 | &nbsp;&nbsp;&nbsp;&nbsp; 2532 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **3325007** |
| **Germany (2.4%)** | **Germany (2.4%)** | **Germany (2.4%)** |  |  |  |
| &nbsp;&nbsp;&nbsp;Aareal Bank AG | 0.250% | &nbsp;&nbsp;&nbsp;&nbsp; 11/23/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1000 | &nbsp;&nbsp;&nbsp;&nbsp; 1049 |
| &nbsp;&nbsp;&nbsp;Aareal Bank AG | 0.750% | &nbsp;&nbsp;&nbsp;&nbsp; 4/18/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2100 | &nbsp;&nbsp;&nbsp;&nbsp; 2218 |
| &nbsp;&nbsp;&nbsp;Aareal Bank AG | 0.010% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7100 | &nbsp;&nbsp;&nbsp;&nbsp; 7447 |
| &nbsp;&nbsp;&nbsp;Aareal Bank AG | 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/17/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 20000 | &nbsp;&nbsp;&nbsp;&nbsp; 23366 |
| &nbsp;&nbsp;&nbsp;Allianz Finance II BV | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/13/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1400 | &nbsp;&nbsp;&nbsp;&nbsp; 1623 |
| &nbsp;&nbsp;&nbsp;Allianz Finance II BV | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 1/14/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 11700 | &nbsp;&nbsp;&nbsp;&nbsp; 11677 |
| &nbsp;&nbsp;&nbsp;Allianz Finance II BV | 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/13/43 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 3000 | &nbsp;&nbsp;&nbsp;&nbsp; 3475 |
| &nbsp;&nbsp;&nbsp;Allianz SE | 4.597% | &nbsp;&nbsp;&nbsp;&nbsp; 9/7/38 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7000 | &nbsp;&nbsp;&nbsp;&nbsp; 8239 |
| &nbsp;&nbsp;&nbsp;Allianz SE | 1.301% | &nbsp;&nbsp;&nbsp;&nbsp; 9/25/49 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp;&nbsp; 2057 |
| &nbsp;&nbsp;&nbsp;Allianz SE | 2.121% | &nbsp;&nbsp;&nbsp;&nbsp; 7/8/50 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 12000 | &nbsp;&nbsp;&nbsp;&nbsp; 12657 |
| &nbsp;&nbsp;&nbsp;Allianz SE | 4.252% | &nbsp;&nbsp;&nbsp;&nbsp; 7/5/52 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6900 | &nbsp;&nbsp;&nbsp;&nbsp; 7912 |
| &nbsp;&nbsp;&nbsp;Allianz SE | 5.824% | &nbsp;&nbsp;&nbsp;&nbsp; 7/25/53 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 8300 | &nbsp;&nbsp;&nbsp;&nbsp; 10432 |
| &nbsp;&nbsp;&nbsp;Amprion GmbH | 3.450% | &nbsp;&nbsp;&nbsp;&nbsp; 9/22/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 18000 | &nbsp;&nbsp;&nbsp;&nbsp; 20703 |
| &nbsp;&nbsp;&nbsp;Amprion GmbH | 3.971% | &nbsp;&nbsp;&nbsp;&nbsp; 9/22/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp;&nbsp; 2351 |
| &nbsp;&nbsp;&nbsp;Amprion GmbH | 0.625% | &nbsp;&nbsp;&nbsp;&nbsp; 9/23/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10100 | &nbsp;&nbsp;&nbsp;&nbsp; 9061 |
| &nbsp;&nbsp;&nbsp;Amprion GmbH | 4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 9/7/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5886 |
| &nbsp;&nbsp;&nbsp;Aroundtown SA | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/28/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1900 | &nbsp;&nbsp;&nbsp;&nbsp; 2117 |
| &nbsp;&nbsp;&nbsp;Aroundtown SA | 0.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/16/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7600 | &nbsp;&nbsp;&nbsp;&nbsp; 8247 |
| &nbsp;&nbsp;&nbsp;Aroundtown SA | 0.375% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 12800 | &nbsp;&nbsp;&nbsp;&nbsp; 13678 |
| &nbsp;&nbsp;&nbsp;Aroundtown SA | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/16/29 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 1983 | &nbsp;&nbsp;&nbsp;&nbsp; 2309 |
| &nbsp;&nbsp;&nbsp;Aroundtown SA | 3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 4/10/31 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 1100 | &nbsp;&nbsp;&nbsp;&nbsp; 1261 |
| &nbsp;&nbsp;&nbsp;Aroundtown SA | 1.625% | Perpetual | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2300 | &nbsp;&nbsp;&nbsp;&nbsp; 2326 |
| &nbsp;&nbsp;&nbsp;BASF SE | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/8/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3000 | &nbsp;&nbsp;&nbsp;&nbsp; 3560 |
| &nbsp;&nbsp;&nbsp;BASF SE | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/22/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2099 | &nbsp;&nbsp;&nbsp;&nbsp; 2260 |
| &nbsp;&nbsp;&nbsp;BASF SE | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/17/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2800 | &nbsp;&nbsp;&nbsp;&nbsp; 2924 |
| &nbsp;&nbsp;&nbsp;BASF SE | 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 3/8/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10000 | &nbsp;&nbsp;&nbsp;&nbsp; 12121 |
| &nbsp;&nbsp;&nbsp;BASF SE | 1.450% | &nbsp;&nbsp;&nbsp;&nbsp; 12/13/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 8400 | &nbsp;&nbsp;&nbsp;&nbsp; 8271 |

---

------

Total International Bond Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;&nbsp;&nbsp;Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| &nbsp;&nbsp;&nbsp;Bausparkasse Schwaebisch Hall AG | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/17/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 20200 | &nbsp;&nbsp;&nbsp;&nbsp; 21280 |
| &nbsp;&nbsp;&nbsp;Bayer AG | 0.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/6/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6500 | &nbsp;&nbsp;&nbsp;&nbsp; 7143 |
| &nbsp;&nbsp;&nbsp;Bayer AG | 1.125% | &nbsp;&nbsp;&nbsp;&nbsp; 1/6/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4900 | &nbsp;&nbsp;&nbsp;&nbsp; 5059 |
| &nbsp;&nbsp;&nbsp;Bayer AG | 0.625% | &nbsp;&nbsp;&nbsp;&nbsp; 7/12/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4400 | &nbsp;&nbsp;&nbsp;&nbsp; 4183 |
| &nbsp;&nbsp;&nbsp;Bayer AG | 1.375% | &nbsp;&nbsp;&nbsp;&nbsp; 7/6/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 13600 | &nbsp;&nbsp;&nbsp;&nbsp; 13172 |
| &nbsp;&nbsp;&nbsp;Bayer AG | 4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 5/26/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2500 | &nbsp;&nbsp;&nbsp;&nbsp; 2968 |
| &nbsp;&nbsp;&nbsp;Bayer AG | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/12/36 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4400 | &nbsp;&nbsp;&nbsp;&nbsp; 3672 |
| &nbsp;&nbsp;&nbsp;Bayer Capital Corp. BV | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/26/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5900 | &nbsp;&nbsp;&nbsp;&nbsp; 6591 |
| &nbsp;&nbsp;&nbsp;Bayer Capital Corp. BV | 2.125% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10100 | &nbsp;&nbsp;&nbsp;&nbsp; 10906 |
| &nbsp;&nbsp;&nbsp;Bayerische Landesbank | 4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 9/21/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2500 | &nbsp;&nbsp;&nbsp;&nbsp; 2981 |
| &nbsp;&nbsp;&nbsp;Bayerische Landesbank | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/22/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 12500 | &nbsp;&nbsp;&nbsp;&nbsp; 14518 |
| &nbsp;&nbsp;&nbsp;Bayerische Landesbank | 0.050% | &nbsp;&nbsp;&nbsp;&nbsp; 4/30/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 14000 | &nbsp;&nbsp;&nbsp;&nbsp; 13700 |
| &nbsp;&nbsp;&nbsp;Bayerische Landesbank | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/23/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 8000 | &nbsp;&nbsp;&nbsp;&nbsp; 8772 |
| &nbsp;&nbsp;&nbsp;Berlin Hyp AG | 1.125% | &nbsp;&nbsp;&nbsp;&nbsp; 10/25/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp; 109 |
| &nbsp;&nbsp;&nbsp;Berlin Hyp AG | 0.010% | &nbsp;&nbsp;&nbsp;&nbsp; 1/24/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6348 | &nbsp;&nbsp;&nbsp;&nbsp; 6788 |
| &nbsp;&nbsp;&nbsp;Berlin Hyp AG | 0.010% | &nbsp;&nbsp;&nbsp;&nbsp; 7/7/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 18080 | &nbsp;&nbsp;&nbsp;&nbsp; 19122 |
| &nbsp;&nbsp;&nbsp;Berlin Hyp AG | 0.125% | &nbsp;&nbsp;&nbsp;&nbsp; 1/18/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10000 | &nbsp;&nbsp;&nbsp;&nbsp; 10186 |
| &nbsp;&nbsp;&nbsp;Berlin Hyp AG | 0.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/19/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6673 | &nbsp;&nbsp;&nbsp;&nbsp; 6205 |
| &nbsp;&nbsp;&nbsp;Bertelsmann SE & Co. KGaA | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4000 | &nbsp;&nbsp;&nbsp;&nbsp; 4435 |
| &nbsp;&nbsp;&nbsp;Bertelsmann SE & Co. KGaA | 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/29/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7500 | &nbsp;&nbsp;&nbsp;&nbsp; 8690 |
| &nbsp;&nbsp;&nbsp;BMW Canada Inc. | 4.410% | &nbsp;&nbsp;&nbsp;&nbsp; 2/10/27 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1200 | &nbsp;&nbsp;&nbsp;&nbsp; 887 |
| &nbsp;&nbsp;&nbsp;BMW Finance NV | 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 11/22/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1000 | &nbsp;&nbsp;&nbsp;&nbsp; 1147 |
| &nbsp;&nbsp;&nbsp;BMW Finance NV | 0.375% | &nbsp;&nbsp;&nbsp;&nbsp; 1/14/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3686 | &nbsp;&nbsp;&nbsp;&nbsp; 4044 |
| &nbsp;&nbsp;&nbsp;BMW Finance NV | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 2/6/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 12112 | &nbsp;&nbsp;&nbsp;&nbsp; 13154 |
| &nbsp;&nbsp;&nbsp;BMW Finance NV | 0.200% | &nbsp;&nbsp;&nbsp;&nbsp; 1/11/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2455 | &nbsp;&nbsp;&nbsp;&nbsp; 2210 |
| &nbsp;&nbsp;&nbsp;BMW Finance NV | 3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 5/22/35 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp;&nbsp; 2258 |
| &nbsp;&nbsp;&nbsp;BMW International Investment BV | 3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 8/27/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5250 | &nbsp;&nbsp;&nbsp;&nbsp; 5839 |
| &nbsp;&nbsp;&nbsp;BMW US Capital LLC | 3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 2/2/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4000 | &nbsp;&nbsp;&nbsp;&nbsp; 4440 |
| &nbsp;&nbsp;&nbsp;Brenntag Finance BV | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 10/6/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6000 | &nbsp;&nbsp;&nbsp;&nbsp; 6157 |
| &nbsp;&nbsp;&nbsp;Commerzbank AG | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/9/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7686 | &nbsp;&nbsp;&nbsp;&nbsp; 8559 |
| &nbsp;&nbsp;&nbsp;Commerzbank AG | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 12/4/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7686 | &nbsp;&nbsp;&nbsp;&nbsp; 8458 |
| &nbsp;&nbsp;&nbsp;Commerzbank AG | 0.875% | &nbsp;&nbsp;&nbsp;&nbsp; 1/22/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2500 | &nbsp;&nbsp;&nbsp;&nbsp; 2743 |
| &nbsp;&nbsp;&nbsp;Commerzbank AG | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/14/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6500 | &nbsp;&nbsp;&nbsp;&nbsp; 7407 |
| &nbsp;&nbsp;&nbsp;Commerzbank AG | 4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 3/21/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7200 | &nbsp;&nbsp;&nbsp;&nbsp; 8459 |
| &nbsp;&nbsp;&nbsp;Commerzbank AG | 3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 8/28/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 16984 | &nbsp;&nbsp;&nbsp;&nbsp; 19992 |
| &nbsp;&nbsp;&nbsp;Commerzbank AG | 3.125% | &nbsp;&nbsp;&nbsp;&nbsp; 4/20/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 18000 | &nbsp;&nbsp;&nbsp;&nbsp; 21007 |
| &nbsp;&nbsp;&nbsp;Commerzbank AG | 2.625% | &nbsp;&nbsp;&nbsp;&nbsp; 9/3/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 21472 | &nbsp;&nbsp;&nbsp;&nbsp; 24597 |
| &nbsp;&nbsp;&nbsp;Commerzbank AG | 5.125% | &nbsp;&nbsp;&nbsp;&nbsp; 1/18/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6000 | &nbsp;&nbsp;&nbsp;&nbsp; 7248 |
| &nbsp;&nbsp;&nbsp;Commerzbank AG | 0.010% | &nbsp;&nbsp;&nbsp;&nbsp; 3/11/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4612 | &nbsp;&nbsp;&nbsp;&nbsp; 4647 |
| &nbsp;&nbsp;&nbsp;Commerzbank AG | 4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 1/17/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7500 | &nbsp;&nbsp;&nbsp;&nbsp; 8926 |
| &nbsp;&nbsp;&nbsp;Commerzbank AG | 3.125% | &nbsp;&nbsp;&nbsp;&nbsp; 6/13/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5829 |
| &nbsp;&nbsp;&nbsp;Commerzbank AG | 6.750% | &nbsp;&nbsp;&nbsp;&nbsp; 10/5/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 11000 | &nbsp;&nbsp;&nbsp;&nbsp; 13615 |
| &nbsp;&nbsp;&nbsp;Commerzbank AG | 1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 1/9/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3587 | &nbsp;&nbsp;&nbsp;&nbsp; 3579 |
| &nbsp;&nbsp;&nbsp;Commerzbank AG | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/13/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10000 | &nbsp;&nbsp;&nbsp;&nbsp; 11484 |
| &nbsp;&nbsp;&nbsp;Continental AG | 2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 8/27/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3500 | &nbsp;&nbsp;&nbsp;&nbsp; 3968 |
| &nbsp;&nbsp;&nbsp;Continental AG | 3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 11/30/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2500 | &nbsp;&nbsp;&nbsp;&nbsp; 2897 |
| &nbsp;&nbsp;&nbsp;Covestro AG | 1.375% | &nbsp;&nbsp;&nbsp;&nbsp; 6/12/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp;&nbsp; 2100 |
| &nbsp;&nbsp;&nbsp;Daimler Truck Finance Canada Inc. | 2.460% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1496 | &nbsp;&nbsp;&nbsp;&nbsp; 1070 |
| &nbsp;&nbsp;&nbsp;Daimler Truck International Finance BV | 3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 6/19/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5752 |
| &nbsp;&nbsp;&nbsp;Daimler Truck International Finance BV | 1.625% | &nbsp;&nbsp;&nbsp;&nbsp; 4/6/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 13000 | &nbsp;&nbsp;&nbsp;&nbsp; 14497 |
| &nbsp;&nbsp;&nbsp;Daimler Truck International Finance BV | 3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 6/19/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp;&nbsp; 2353 |
| &nbsp;&nbsp;&nbsp;DekaBank Deutsche Girozentrale | 0.300% | &nbsp;&nbsp;&nbsp;&nbsp; 11/20/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2600 | &nbsp;&nbsp;&nbsp;&nbsp; 2856 |
| &nbsp;&nbsp;&nbsp;Deutsche Apotheker-und Aerztebank eG | 0.750% | &nbsp;&nbsp;&nbsp;&nbsp; 7/5/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 9900 | &nbsp;&nbsp;&nbsp;&nbsp; 10691 |
| &nbsp;&nbsp;&nbsp;Deutsche Bahn Finance GmbH | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/9/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2880 | &nbsp;&nbsp;&nbsp;&nbsp; 3163 |
| &nbsp;&nbsp;&nbsp;Deutsche Bahn Finance GmbH | 1.125% | &nbsp;&nbsp;&nbsp;&nbsp; 12/18/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 15000 | &nbsp;&nbsp;&nbsp;&nbsp; 16232 |
| &nbsp;&nbsp;&nbsp;Deutsche Bahn Finance GmbH | 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/19/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1794 | &nbsp;&nbsp;&nbsp;&nbsp; 2061 |
| &nbsp;&nbsp;&nbsp;Deutsche Bahn Finance GmbH | 1.375% | &nbsp;&nbsp;&nbsp;&nbsp; 3/28/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6036 | &nbsp;&nbsp;&nbsp;&nbsp; 6366 |
| &nbsp;&nbsp;&nbsp;Deutsche Bahn Finance GmbH | 0.200% | &nbsp;&nbsp;&nbsp;&nbsp; 5/20/33 | &nbsp;&nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp; 4485 | &nbsp;&nbsp;&nbsp;&nbsp; 5187 |
| &nbsp;&nbsp;&nbsp;Deutsche Bahn Finance GmbH | 1.625% | &nbsp;&nbsp;&nbsp;&nbsp; 8/16/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5021 | &nbsp;&nbsp;&nbsp;&nbsp; 5178 |
| &nbsp;&nbsp;&nbsp;Deutsche Bahn Finance GmbH | 0.750% | &nbsp;&nbsp;&nbsp;&nbsp; 7/16/35 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7161 | &nbsp;&nbsp;&nbsp;&nbsp; 6462 |
| &nbsp;&nbsp;&nbsp;Deutsche Bahn Finance GmbH | 0.625% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 17705 | &nbsp;&nbsp;&nbsp;&nbsp; 15221 |
| &nbsp;&nbsp;&nbsp;Deutsche Bahn Finance GmbH | 1.375% | &nbsp;&nbsp;&nbsp;&nbsp; 4/16/40 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5183 | &nbsp;&nbsp;&nbsp;&nbsp; 4421 |
| &nbsp;&nbsp;&nbsp;Deutsche Bahn Finance GmbH | 0.625% | &nbsp;&nbsp;&nbsp;&nbsp; 12/8/50 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10981 | &nbsp;&nbsp;&nbsp;&nbsp; 6273 |
| &nbsp;&nbsp;&nbsp;Deutsche Bahn Finance GmbH | 1.125% | &nbsp;&nbsp;&nbsp;&nbsp; 5/29/51 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3006 | &nbsp;&nbsp;&nbsp;&nbsp; 1963 |
| &nbsp;&nbsp;&nbsp;Deutsche Bank AG | 0.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2841 | &nbsp;&nbsp;&nbsp;&nbsp; 3071 |
| &nbsp;&nbsp;&nbsp;Deutsche Bank AG | 1.625% | &nbsp;&nbsp;&nbsp;&nbsp; 1/20/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 13600 | &nbsp;&nbsp;&nbsp;&nbsp; 15131 |
| &nbsp;&nbsp;&nbsp;Deutsche Bank AG | 1.875% | &nbsp;&nbsp;&nbsp;&nbsp; 2/23/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5555 |
| &nbsp;&nbsp;&nbsp;Deutsche Bank AG | 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/24/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7000 | &nbsp;&nbsp;&nbsp;&nbsp; 7980 |
| &nbsp;&nbsp;&nbsp;Deutsche Bank AG | 0.250% | &nbsp;&nbsp;&nbsp;&nbsp; 8/31/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2561 | &nbsp;&nbsp;&nbsp;&nbsp; 2712 |
| &nbsp;&nbsp;&nbsp;Deutsche Bank AG | 5.375% | &nbsp;&nbsp;&nbsp;&nbsp; 1/11/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3000 | &nbsp;&nbsp;&nbsp;&nbsp; 3598 |

---

------

Total International Bond Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;&nbsp;&nbsp;Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| &nbsp;&nbsp;&nbsp;Deutsche Bank AG | 3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 3/13/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10700 | &nbsp;&nbsp;&nbsp;&nbsp; 12551 |
| &nbsp;&nbsp;&nbsp;Deutsche Bank AG | 4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 4/4/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5807 |
| &nbsp;&nbsp;&nbsp;Deutsche Bank AG | 1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 11/19/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 8500 | &nbsp;&nbsp;&nbsp;&nbsp; 8901 |
| &nbsp;&nbsp;&nbsp;Deutsche Bank AG | 6.125% | &nbsp;&nbsp;&nbsp;&nbsp; 12/12/30 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 7000 | &nbsp;&nbsp;&nbsp;&nbsp; 9620 |
| &nbsp;&nbsp;&nbsp;Deutsche Bank AG | 5.625% | &nbsp;&nbsp;&nbsp;&nbsp; 5/19/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5753 |
| &nbsp;&nbsp;&nbsp;Deutsche Bank AG | 1.375% | &nbsp;&nbsp;&nbsp;&nbsp; 2/17/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 15500 | &nbsp;&nbsp;&nbsp;&nbsp; 15445 |
| &nbsp;&nbsp;&nbsp;Deutsche Bank AG | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/24/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 8100 | &nbsp;&nbsp;&nbsp;&nbsp; 9228 |
| &nbsp;&nbsp;&nbsp;Deutsche Boerse AG | 1.125% | &nbsp;&nbsp;&nbsp;&nbsp; 3/26/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2124 | &nbsp;&nbsp;&nbsp;&nbsp; 2334 |
| &nbsp;&nbsp;&nbsp;Deutsche Boerse AG | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/4/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3200 | &nbsp;&nbsp;&nbsp;&nbsp; 3295 |
| &nbsp;&nbsp;&nbsp;Deutsche Boerse AG | 3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 9/28/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4000 | &nbsp;&nbsp;&nbsp;&nbsp; 4753 |
| &nbsp;&nbsp;&nbsp;Deutsche Kreditbank AG | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/31/35 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10000 | &nbsp;&nbsp;&nbsp;&nbsp; 11456 |
| &nbsp;&nbsp;&nbsp;Deutsche Lufthansa AG | 2.875% | &nbsp;&nbsp;&nbsp;&nbsp; 5/16/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 16500 | &nbsp;&nbsp;&nbsp;&nbsp; 18764 |
| &nbsp;&nbsp;&nbsp;Deutsche Lufthansa AG | 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 2/11/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 12000 | &nbsp;&nbsp;&nbsp;&nbsp; 13866 |
| &nbsp;&nbsp;&nbsp;Deutsche Pfandbriefbank AG | 0.625% | &nbsp;&nbsp;&nbsp;&nbsp; 8/30/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 15300 | &nbsp;&nbsp;&nbsp;&nbsp; 16713 |
| &nbsp;&nbsp;&nbsp;Deutsche Pfandbriefbank AG | 2.375% | &nbsp;&nbsp;&nbsp;&nbsp; 5/29/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3125 | &nbsp;&nbsp;&nbsp;&nbsp; 3536 |
| &nbsp;&nbsp;&nbsp;Deutsche Post AG | 0.375% | &nbsp;&nbsp;&nbsp;&nbsp; 5/20/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3698 | &nbsp;&nbsp;&nbsp;&nbsp; 4106 |
| &nbsp;&nbsp;&nbsp;Deutsche Post AG | 1.625% | &nbsp;&nbsp;&nbsp;&nbsp; 12/5/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4265 | &nbsp;&nbsp;&nbsp;&nbsp; 4712 |
| &nbsp;&nbsp;&nbsp;Deutsche Post AG | 0.750% | &nbsp;&nbsp;&nbsp;&nbsp; 5/20/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7182 | &nbsp;&nbsp;&nbsp;&nbsp; 7628 |
| &nbsp;&nbsp;&nbsp;Deutsche Post AG | 3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 7/3/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5750 |
| &nbsp;&nbsp;&nbsp;Deutsche Post AG | 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/25/36 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5597 |
| &nbsp;&nbsp;&nbsp;Deutsche Telekom AG | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 7/5/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 14064 | &nbsp;&nbsp;&nbsp;&nbsp; 15349 |
| &nbsp;&nbsp;&nbsp;Deutsche Telekom AG | 1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/25/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2500 | &nbsp;&nbsp;&nbsp;&nbsp; 2689 |
| &nbsp;&nbsp;&nbsp;Deutsche Telekom AG | 3.125% | &nbsp;&nbsp;&nbsp;&nbsp; 2/6/34 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 934 | &nbsp;&nbsp;&nbsp;&nbsp; 1085 |
| &nbsp;&nbsp;&nbsp;Deutsche Telekom AG | 2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 3/29/39 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2177 | &nbsp;&nbsp;&nbsp;&nbsp; 2101 |
| &nbsp;&nbsp;&nbsp;Deutsche Telekom AG | 1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 12/9/49 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3523 | &nbsp;&nbsp;&nbsp;&nbsp; 2604 |
| &nbsp;&nbsp;&nbsp;Deutsche Telekom International Finance BV | 1.125% | &nbsp;&nbsp;&nbsp;&nbsp; 5/22/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1578 | &nbsp;&nbsp;&nbsp;&nbsp; 1767 |
| &nbsp;&nbsp;&nbsp;Deutsche Telekom International Finance BV | 1.375% | &nbsp;&nbsp;&nbsp;&nbsp; 1/30/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 649 | &nbsp;&nbsp;&nbsp;&nbsp; 724 |
| &nbsp;&nbsp;&nbsp;Deutsche Telekom International Finance BV | 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 1/17/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 75 | &nbsp;&nbsp;&nbsp;&nbsp; 87 |
| &nbsp;&nbsp;&nbsp;Deutsche Telekom International Finance BV | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/3/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4285 | &nbsp;&nbsp;&nbsp;&nbsp; 4735 |
| &nbsp;&nbsp;&nbsp;Deutsche Telekom International Finance BV | 8.875% | &nbsp;&nbsp;&nbsp;&nbsp; 11/27/28 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 3961 | &nbsp;&nbsp;&nbsp;&nbsp; 6039 |
| &nbsp;&nbsp;&nbsp;Deutsche Telekom International Finance BV | 2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 4/13/29 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 1868 | &nbsp;&nbsp;&nbsp;&nbsp; 2302 |
| &nbsp;&nbsp;&nbsp;Deutsche Telekom International Finance BV | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4458 | &nbsp;&nbsp;&nbsp;&nbsp; 4942 |
| &nbsp;&nbsp;&nbsp;Deutsche Telekom International Finance BV | 7.500% | &nbsp;&nbsp;&nbsp;&nbsp; 1/24/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2715 | &nbsp;&nbsp;&nbsp;&nbsp; 3934 |
| &nbsp;&nbsp;&nbsp;Deutsche Wohnen SE | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/30/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3000 | &nbsp;&nbsp;&nbsp;&nbsp; 3174 |
| &nbsp;&nbsp;&nbsp;Deutsche Wohnen SE | 1.300% | &nbsp;&nbsp;&nbsp;&nbsp; 4/7/41 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 900 | &nbsp;&nbsp;&nbsp;&nbsp; 708 |
| &nbsp;&nbsp;&nbsp;DZ HYP AG | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 9/30/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5124 | &nbsp;&nbsp;&nbsp;&nbsp; 5677 |
| &nbsp;&nbsp;&nbsp;DZ HYP AG | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2500 | &nbsp;&nbsp;&nbsp;&nbsp; 2748 |
| &nbsp;&nbsp;&nbsp;DZ HYP AG | 0.625% | &nbsp;&nbsp;&nbsp;&nbsp; 8/30/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5472 |
| &nbsp;&nbsp;&nbsp;DZ HYP AG | 0.875% | &nbsp;&nbsp;&nbsp;&nbsp; 3/22/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 9245 | &nbsp;&nbsp;&nbsp;&nbsp; 10087 |
| &nbsp;&nbsp;&nbsp;DZ HYP AG | 0.875% | &nbsp;&nbsp;&nbsp;&nbsp; 1/30/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5124 | &nbsp;&nbsp;&nbsp;&nbsp; 5503 |
| &nbsp;&nbsp;&nbsp;DZ HYP AG | 0.010% | &nbsp;&nbsp;&nbsp;&nbsp; 4/20/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 17577 | &nbsp;&nbsp;&nbsp;&nbsp; 18170 |
| &nbsp;&nbsp;&nbsp;DZ HYP AG | 0.050% | &nbsp;&nbsp;&nbsp;&nbsp; 6/29/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5124 | &nbsp;&nbsp;&nbsp;&nbsp; 5281 |
| &nbsp;&nbsp;&nbsp;DZ HYP AG | 0.875% | &nbsp;&nbsp;&nbsp;&nbsp; 1/18/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 16100 | &nbsp;&nbsp;&nbsp;&nbsp; 16989 |
| &nbsp;&nbsp;&nbsp;DZ HYP AG | 0.010% | &nbsp;&nbsp;&nbsp;&nbsp; 3/29/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 12731 | &nbsp;&nbsp;&nbsp;&nbsp; 12813 |
| &nbsp;&nbsp;&nbsp;DZ HYP AG | 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/31/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10000 | &nbsp;&nbsp;&nbsp;&nbsp; 11744 |
| &nbsp;&nbsp;&nbsp;E.ON International Finance BV | 1.625% | &nbsp;&nbsp;&nbsp;&nbsp; 5/30/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6558 | &nbsp;&nbsp;&nbsp;&nbsp; 7374 |
| &nbsp;&nbsp;&nbsp;E.ON International Finance BV | 1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 10/19/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6537 | &nbsp;&nbsp;&nbsp;&nbsp; 7175 |
| &nbsp;&nbsp;&nbsp;E.ON International Finance BV | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 7/31/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 11962 | &nbsp;&nbsp;&nbsp;&nbsp; 12867 |
| &nbsp;&nbsp;&nbsp;E.ON International Finance BV | 6.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/3/30 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 10966 | &nbsp;&nbsp;&nbsp;&nbsp; 15452 |
| &nbsp;&nbsp;&nbsp;E.ON International Finance BV | 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/31/34 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 2600 | &nbsp;&nbsp;&nbsp;&nbsp; 3289 |
| &nbsp;&nbsp;&nbsp;E.ON International Finance BV | 5.875% | &nbsp;&nbsp;&nbsp;&nbsp; 10/30/37 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 3550 | &nbsp;&nbsp;&nbsp;&nbsp; 4731 |
| &nbsp;&nbsp;&nbsp;E.ON International Finance BV | 6.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/27/39 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 600 | &nbsp;&nbsp;&nbsp;&nbsp; 864 |
| &nbsp;&nbsp;&nbsp;E.ON International Finance BV | 6.125% | &nbsp;&nbsp;&nbsp;&nbsp; 7/6/39 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 1500 | &nbsp;&nbsp;&nbsp;&nbsp; 2023 |
| &nbsp;&nbsp;&nbsp;E.ON SE | 0.250% | &nbsp;&nbsp;&nbsp;&nbsp; 10/24/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1149 | &nbsp;&nbsp;&nbsp;&nbsp; 1266 |
| &nbsp;&nbsp;&nbsp;E.ON SE | 0.375% | &nbsp;&nbsp;&nbsp;&nbsp; 9/29/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4561 | &nbsp;&nbsp;&nbsp;&nbsp; 4924 |
| &nbsp;&nbsp;&nbsp;E.ON SE | 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 1/12/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3000 | &nbsp;&nbsp;&nbsp;&nbsp; 3481 |
| &nbsp;&nbsp;&nbsp;E.ON SE | 0.750% | &nbsp;&nbsp;&nbsp;&nbsp; 2/20/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1299 | &nbsp;&nbsp;&nbsp;&nbsp; 1401 |
| &nbsp;&nbsp;&nbsp;E.ON SE | 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10000 | &nbsp;&nbsp;&nbsp;&nbsp; 11781 |
| &nbsp;&nbsp;&nbsp;E.ON SE | 1.625% | &nbsp;&nbsp;&nbsp;&nbsp; 5/22/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 9016 | &nbsp;&nbsp;&nbsp;&nbsp; 9862 |
| &nbsp;&nbsp;&nbsp;E.ON SE | 0.350% | &nbsp;&nbsp;&nbsp;&nbsp; 2/28/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4783 | &nbsp;&nbsp;&nbsp;&nbsp; 4849 |
| &nbsp;&nbsp;&nbsp;E.ON SE | 1.625% | &nbsp;&nbsp;&nbsp;&nbsp; 3/29/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 9218 | &nbsp;&nbsp;&nbsp;&nbsp; 9701 |
| &nbsp;&nbsp;&nbsp;E.ON SE | 0.625% | &nbsp;&nbsp;&nbsp;&nbsp; 11/7/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5864 | &nbsp;&nbsp;&nbsp;&nbsp; 5735 |
| &nbsp;&nbsp;&nbsp;E.ON SE | 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/25/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4000 | &nbsp;&nbsp;&nbsp;&nbsp; 4626 |
| &nbsp;&nbsp;&nbsp;E.ON SE | 0.875% | &nbsp;&nbsp;&nbsp;&nbsp; 10/18/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1900 | &nbsp;&nbsp;&nbsp;&nbsp; 1716 |
| &nbsp;&nbsp;&nbsp;E.ON SE | 3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 1/12/35 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1500 | &nbsp;&nbsp;&nbsp;&nbsp; 1742 |
| &nbsp;&nbsp;&nbsp;E.ON SE | 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp;&nbsp; 2282 |
| &nbsp;&nbsp;&nbsp;E.ON SE | 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 10/26/37 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4400 | &nbsp;&nbsp;&nbsp;&nbsp; 4930 |
| &nbsp;&nbsp;&nbsp;E.ON SE | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/16/40 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6000 | &nbsp;&nbsp;&nbsp;&nbsp; 6775 |
| &nbsp;&nbsp;&nbsp;E.ON SE | 4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 3/25/44 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6500 | &nbsp;&nbsp;&nbsp;&nbsp; 7321 |
| &nbsp;&nbsp;&nbsp;EnBW Energie Baden-Wuerttemberg AG | 1.625% | &nbsp;&nbsp;&nbsp;&nbsp; 8/5/79 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5500 | &nbsp;&nbsp;&nbsp;&nbsp; 5944 |

---

------

Total International Bond Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;&nbsp;&nbsp;Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| &nbsp;&nbsp;&nbsp;EnBW Energie Baden-Wuerttemberg AG | 1.875% | &nbsp;&nbsp;&nbsp;&nbsp; 6/29/80 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5700 | &nbsp;&nbsp;&nbsp;&nbsp; 6328 |
| &nbsp;&nbsp;&nbsp;EnBW Energie Baden-Wuerttemberg AG | 1.375% | &nbsp;&nbsp;&nbsp;&nbsp; 8/31/81 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4000 | &nbsp;&nbsp;&nbsp;&nbsp; 4167 |
| &nbsp;&nbsp;&nbsp;EnBW International Finance BV | 2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/4/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 8023 | &nbsp;&nbsp;&nbsp;&nbsp; 9092 |
| &nbsp;&nbsp;&nbsp;EnBW International Finance BV | 0.250% | &nbsp;&nbsp;&nbsp;&nbsp; 10/19/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5619 | &nbsp;&nbsp;&nbsp;&nbsp; 5605 |
| &nbsp;&nbsp;&nbsp;EnBW International Finance BV | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3000 | &nbsp;&nbsp;&nbsp;&nbsp; 2784 |
| &nbsp;&nbsp;&nbsp;EnBW International Finance BV | 4.300% | &nbsp;&nbsp;&nbsp;&nbsp; 5/23/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 19300 | &nbsp;&nbsp;&nbsp;&nbsp; 23039 |
| &nbsp;&nbsp;&nbsp;EnBW International Finance BV | 6.125% | &nbsp;&nbsp;&nbsp;&nbsp; 7/7/39 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2195 | &nbsp;&nbsp;&nbsp;&nbsp; 3140 |
| &nbsp;&nbsp;&nbsp;Eurogrid GmbH | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/18/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 8100 | &nbsp;&nbsp;&nbsp;&nbsp; 8890 |
| &nbsp;&nbsp;&nbsp;Eurogrid GmbH | 3.598% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6000 | &nbsp;&nbsp;&nbsp;&nbsp; 6952 |
| &nbsp;&nbsp;&nbsp;Eurogrid GmbH | 3.722% | &nbsp;&nbsp;&nbsp;&nbsp; 4/27/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 9400 | &nbsp;&nbsp;&nbsp;&nbsp; 10931 |
| &nbsp;&nbsp;&nbsp;Eurogrid GmbH | 1.113% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6000 | &nbsp;&nbsp;&nbsp;&nbsp; 5877 |
| &nbsp;&nbsp;&nbsp;Eurogrid GmbH | 0.741% | &nbsp;&nbsp;&nbsp;&nbsp; 4/21/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4600 | &nbsp;&nbsp;&nbsp;&nbsp; 4274 |
| &nbsp;&nbsp;&nbsp;Eurogrid GmbH | 3.915% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp;&nbsp; 2316 |
| &nbsp;&nbsp;&nbsp;EWE AG | 0.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/8/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp;&nbsp; 2092 |
| &nbsp;&nbsp;&nbsp;EWE AG | 0.375% | &nbsp;&nbsp;&nbsp;&nbsp; 10/22/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2592 | &nbsp;&nbsp;&nbsp;&nbsp; 2342 |
| &nbsp;&nbsp;&nbsp;Fresenius Finance Ireland plc | 2.125% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3000 | &nbsp;&nbsp;&nbsp;&nbsp; 3369 |
| &nbsp;&nbsp;&nbsp;Fresenius Finance Ireland plc | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6365 | &nbsp;&nbsp;&nbsp;&nbsp; 6678 |
| &nbsp;&nbsp;&nbsp;Fresenius Finance Ireland plc | 0.875% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6000 | &nbsp;&nbsp;&nbsp;&nbsp; 5871 |
| &nbsp;&nbsp;&nbsp;Fresenius Finance Ireland plc | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/30/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp;&nbsp; 2209 |
| &nbsp;&nbsp;&nbsp;Fresenius Medical Care AG | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/29/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2381 | &nbsp;&nbsp;&nbsp;&nbsp; 2494 |
| &nbsp;&nbsp;&nbsp;Fresenius SE & Co. KGaA | 1.625% | &nbsp;&nbsp;&nbsp;&nbsp; 10/8/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5124 | &nbsp;&nbsp;&nbsp;&nbsp; 5668 |
| &nbsp;&nbsp;&nbsp;Fresenius SE & Co. KGaA | 0.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5892 | &nbsp;&nbsp;&nbsp;&nbsp; 6351 |
| &nbsp;&nbsp;&nbsp;Fresenius SE & Co. KGaA | 2.875% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3648 | &nbsp;&nbsp;&nbsp;&nbsp; 4182 |
| &nbsp;&nbsp;&nbsp;Fresenius SE & Co. KGaA | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 11/28/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5100 | &nbsp;&nbsp;&nbsp;&nbsp; 6222 |
| &nbsp;&nbsp;&nbsp;Fresenius SE & Co. KGaA | 1.125% | &nbsp;&nbsp;&nbsp;&nbsp; 1/28/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7000 | &nbsp;&nbsp;&nbsp;&nbsp; 6735 |
| &nbsp;&nbsp;&nbsp;Grand City Properties SA | 0.125% | &nbsp;&nbsp;&nbsp;&nbsp; 1/11/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2500 | &nbsp;&nbsp;&nbsp;&nbsp; 2603 |
| &nbsp;&nbsp;&nbsp;Grand City Properties SA | 4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 1/9/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1900 | &nbsp;&nbsp;&nbsp;&nbsp; 2222 |
| &nbsp;&nbsp;&nbsp;Hamburg Commercial Bank AG | 0.010% | &nbsp;&nbsp;&nbsp;&nbsp; 1/19/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2300 | &nbsp;&nbsp;&nbsp;&nbsp; 2506 |
| &nbsp;&nbsp;&nbsp;Hamburg Commercial Bank AG | 3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10070 | &nbsp;&nbsp;&nbsp;&nbsp; 11733 |
| &nbsp;&nbsp;&nbsp;Hannover Rueck SE | 1.125% | &nbsp;&nbsp;&nbsp;&nbsp; 10/9/39 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1700 | &nbsp;&nbsp;&nbsp;&nbsp; 1738 |
| &nbsp;&nbsp;&nbsp;Hannover Rueck SE | 5.875% | &nbsp;&nbsp;&nbsp;&nbsp; 8/26/43 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6900 | &nbsp;&nbsp;&nbsp;&nbsp; 8776 |
| &nbsp;&nbsp;&nbsp;Heidelberg Materials AG | 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 5/31/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7000 | &nbsp;&nbsp;&nbsp;&nbsp; 8124 |
| &nbsp;&nbsp;&nbsp;Heidelberg Materials Finance Luxembourg SA | 1.125% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6627 | &nbsp;&nbsp;&nbsp;&nbsp; 7263 |
| &nbsp;&nbsp;&nbsp;Heidelberg Materials Finance Luxembourg SA | 4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 11/21/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6500 | &nbsp;&nbsp;&nbsp;&nbsp; 7981 |
| &nbsp;&nbsp;&nbsp;Henkel AG & Co. KGaA | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 11/17/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2500 | &nbsp;&nbsp;&nbsp;&nbsp; 2371 |
| &nbsp;&nbsp;&nbsp;HOCHTIEF AG | 0.625% | &nbsp;&nbsp;&nbsp;&nbsp; 4/26/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4002 | &nbsp;&nbsp;&nbsp;&nbsp; 4129 |
| &nbsp;&nbsp;&nbsp;HOWOGE Wohnungs-baugesellschaft mbH | 0.625% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4100 | &nbsp;&nbsp;&nbsp;&nbsp; 4267 |
| &nbsp;&nbsp;&nbsp;HOWOGE Wohnungs-baugesellschaft mbH | 1.125% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2100 | &nbsp;&nbsp;&nbsp;&nbsp; 1897 |
| &nbsp;&nbsp;&nbsp;Infineon Technologies AG | 1.625% | &nbsp;&nbsp;&nbsp;&nbsp; 6/24/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2100 | &nbsp;&nbsp;&nbsp;&nbsp; 2266 |
| &nbsp;&nbsp;&nbsp;Infineon Technologies AG | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/24/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2200 | &nbsp;&nbsp;&nbsp;&nbsp; 2285 |
| &nbsp;&nbsp;&nbsp;ING-DiBa AG | 0.125% | &nbsp;&nbsp;&nbsp;&nbsp; 5/23/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2500 | &nbsp;&nbsp;&nbsp;&nbsp; 2723 |
| &nbsp;&nbsp;&nbsp;ING-DiBa AG | 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 9/9/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10000 | &nbsp;&nbsp;&nbsp;&nbsp; 11521 |
| &nbsp;&nbsp;&nbsp;ING-DiBa AG | 1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 10/9/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5200 | &nbsp;&nbsp;&nbsp;&nbsp; 5193 |
| &nbsp;&nbsp;&nbsp;ING-DiBa AG | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/23/39 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 9700 | &nbsp;&nbsp;&nbsp;&nbsp; 8289 |
| &nbsp;&nbsp;&nbsp;K&S AG | 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/19/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4800 | &nbsp;&nbsp;&nbsp;&nbsp; 5602 |
| &nbsp;&nbsp;&nbsp;Landesbank Baden-Wuerttemberg | 0.375% | &nbsp;&nbsp;&nbsp;&nbsp; 2/18/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 17800 | &nbsp;&nbsp;&nbsp;&nbsp; 19393 |
| &nbsp;&nbsp;&nbsp;Landesbank Baden-Wuerttemberg | 0.010% | &nbsp;&nbsp;&nbsp;&nbsp; 7/16/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 22287 | &nbsp;&nbsp;&nbsp;&nbsp; 24128 |
| &nbsp;&nbsp;&nbsp;Landesbank Baden-Wuerttemberg | 2.625% | &nbsp;&nbsp;&nbsp;&nbsp; 11/12/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 15174 | &nbsp;&nbsp;&nbsp;&nbsp; 17410 |
| &nbsp;&nbsp;&nbsp;Landesbank Baden-Wuerttemberg | 0.375% | &nbsp;&nbsp;&nbsp;&nbsp; 2/28/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4000 | &nbsp;&nbsp;&nbsp;&nbsp; 4247 |
| &nbsp;&nbsp;&nbsp;Landesbank Baden-Wuerttemberg | 0.010% | &nbsp;&nbsp;&nbsp;&nbsp; 9/18/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4207 | &nbsp;&nbsp;&nbsp;&nbsp; 4428 |
| &nbsp;&nbsp;&nbsp;Landesbank Baden-Wuerttemberg | 2.375% | &nbsp;&nbsp;&nbsp;&nbsp; 10/31/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 16062 | &nbsp;&nbsp;&nbsp;&nbsp; 18285 |
| &nbsp;&nbsp;&nbsp;Landesbank Baden-Wuerttemberg | 0.375% | &nbsp;&nbsp;&nbsp;&nbsp; 5/7/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1500 | &nbsp;&nbsp;&nbsp;&nbsp; 1530 |
| &nbsp;&nbsp;&nbsp;Landesbank Hessen-Thueringen Girozentrale | 2.375% | &nbsp;&nbsp;&nbsp;&nbsp; 9/21/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 14500 | &nbsp;&nbsp;&nbsp;&nbsp; 16501 |
| &nbsp;&nbsp;&nbsp;Landesbank Hessen-Thueringen Girozentrale | 0.625% | &nbsp;&nbsp;&nbsp;&nbsp; 1/12/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4000 | &nbsp;&nbsp;&nbsp;&nbsp; 4427 |
| &nbsp;&nbsp;&nbsp;Landesbank Hessen-Thueringen Girozentrale | 0.010% | &nbsp;&nbsp;&nbsp;&nbsp; 7/19/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 22500 | &nbsp;&nbsp;&nbsp;&nbsp; 24362 |
| &nbsp;&nbsp;&nbsp;Landesbank Hessen-Thueringen Girozentrale | 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 8/31/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 12500 | &nbsp;&nbsp;&nbsp;&nbsp; 14606 |
| &nbsp;&nbsp;&nbsp;Landesbank Hessen-Thueringen Girozentrale | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/4/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5903 |
| &nbsp;&nbsp;&nbsp;Landesbank Hessen-Thueringen Girozentrale | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 1/19/37 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4000 | &nbsp;&nbsp;&nbsp;&nbsp; 3366 |
| &nbsp;&nbsp;&nbsp;LANXESS AG | 1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/22/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2200 | &nbsp;&nbsp;&nbsp;&nbsp; 2376 |
| &nbsp;&nbsp;&nbsp;LANXESS AG | 0.625% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2200 | &nbsp;&nbsp;&nbsp;&nbsp; 2175 |
| &nbsp;&nbsp;&nbsp;LEG Immobilien SE | 0.875% | &nbsp;&nbsp;&nbsp;&nbsp; 11/28/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4400 | &nbsp;&nbsp;&nbsp;&nbsp; 4757 |
| &nbsp;&nbsp;&nbsp;LEG Immobilien SE | 0.875% | &nbsp;&nbsp;&nbsp;&nbsp; 1/17/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4200 | &nbsp;&nbsp;&nbsp;&nbsp; 4401 |
| &nbsp;&nbsp;&nbsp;LEG Immobilien SE | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 11/19/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1800 | &nbsp;&nbsp;&nbsp;&nbsp; 1669 |
| &nbsp;&nbsp;&nbsp;LEG Immobilien SE | 0.875% | &nbsp;&nbsp;&nbsp;&nbsp; 3/30/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1700 | &nbsp;&nbsp;&nbsp;&nbsp; 1536 |
| &nbsp;&nbsp;&nbsp;LEG Immobilien SE | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 1/17/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3400 | &nbsp;&nbsp;&nbsp;&nbsp; 3117 |
| &nbsp;&nbsp;&nbsp;Lloyds Bank GmbH | 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 9/10/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6700 | &nbsp;&nbsp;&nbsp;&nbsp; 7687 |
| &nbsp;&nbsp;&nbsp;Mercedes-Benz Finance Canada Inc. | 5.140% | &nbsp;&nbsp;&nbsp;&nbsp; 6/29/26 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 3400 | &nbsp;&nbsp;&nbsp;&nbsp; 2520 |
| &nbsp;&nbsp;&nbsp;Mercedes-Benz Finance Canada Inc. | 5.120% | &nbsp;&nbsp;&nbsp;&nbsp; 6/27/28 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1000 | &nbsp;&nbsp;&nbsp;&nbsp; 759 |
| &nbsp;&nbsp;&nbsp;Mercedes-Benz Group AG | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5260 | &nbsp;&nbsp;&nbsp;&nbsp; 5758 |
| &nbsp;&nbsp;&nbsp;Mercedes-Benz Group AG | 1.375% | &nbsp;&nbsp;&nbsp;&nbsp; 5/11/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2500 | &nbsp;&nbsp;&nbsp;&nbsp; 2733 |

---

------

Total International Bond Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;&nbsp;&nbsp;Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| &nbsp;&nbsp;&nbsp;Mercedes-Benz Group AG | 0.750% | &nbsp;&nbsp;&nbsp;&nbsp; 2/8/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4612 | &nbsp;&nbsp;&nbsp;&nbsp; 4733 |
| &nbsp;&nbsp;&nbsp;Mercedes-Benz Group AG | 2.375% | &nbsp;&nbsp;&nbsp;&nbsp; 5/22/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2100 | &nbsp;&nbsp;&nbsp;&nbsp; 2320 |
| &nbsp;&nbsp;&nbsp;Mercedes-Benz Group AG | 0.750% | &nbsp;&nbsp;&nbsp;&nbsp; 9/10/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2561 | &nbsp;&nbsp;&nbsp;&nbsp; 2587 |
| &nbsp;&nbsp;&nbsp;Mercedes-Benz Group AG | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/27/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7219 | &nbsp;&nbsp;&nbsp;&nbsp; 7701 |
| &nbsp;&nbsp;&nbsp;Mercedes-Benz Group AG | 1.125% | &nbsp;&nbsp;&nbsp;&nbsp; 11/6/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5124 | &nbsp;&nbsp;&nbsp;&nbsp; 5095 |
| &nbsp;&nbsp;&nbsp;Mercedes-Benz Group AG | 0.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/11/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4800 | &nbsp;&nbsp;&nbsp;&nbsp; 4474 |
| &nbsp;&nbsp;&nbsp;Mercedes-Benz Group AG | 2.125% | &nbsp;&nbsp;&nbsp;&nbsp; 7/3/37 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3182 | &nbsp;&nbsp;&nbsp;&nbsp; 3080 |
| &nbsp;&nbsp;&nbsp;Mercedes-Benz International Finance BV | 1.375% | &nbsp;&nbsp;&nbsp;&nbsp; 6/26/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 9916 | &nbsp;&nbsp;&nbsp;&nbsp; 11100 |
| &nbsp;&nbsp;&nbsp;Mercedes-Benz International Finance BV | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 8/22/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4928 | &nbsp;&nbsp;&nbsp;&nbsp; 5555 |
| &nbsp;&nbsp;&nbsp;Mercedes-Benz International Finance BV | 0.375% | &nbsp;&nbsp;&nbsp;&nbsp; 11/8/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7686 | &nbsp;&nbsp;&nbsp;&nbsp; 8444 |
| &nbsp;&nbsp;&nbsp;Mercedes-Benz International Finance BV | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 2/9/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4000 | &nbsp;&nbsp;&nbsp;&nbsp; 4473 |
| &nbsp;&nbsp;&nbsp;Mercedes-Benz International Finance BV | 0.625% | &nbsp;&nbsp;&nbsp;&nbsp; 5/6/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7686 | &nbsp;&nbsp;&nbsp;&nbsp; 8401 |
| &nbsp;&nbsp;&nbsp;Mercedes-Benz International Finance BV | 3.700% | &nbsp;&nbsp;&nbsp;&nbsp; 5/30/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6000 | &nbsp;&nbsp;&nbsp;&nbsp; 7014 |
| &nbsp;&nbsp;&nbsp;Mercedes-Benz International Finance BV | 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 1/10/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1200 | &nbsp;&nbsp;&nbsp;&nbsp; 1359 |
| &nbsp;&nbsp;&nbsp;Merck Financial Services GmbH | 2.375% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4500 | &nbsp;&nbsp;&nbsp;&nbsp; 4991 |
| &nbsp;&nbsp;&nbsp;Merck Financial Services GmbH | 0.875% | &nbsp;&nbsp;&nbsp;&nbsp; 7/5/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 400 | &nbsp;&nbsp;&nbsp;&nbsp; 401 |
| &nbsp;&nbsp;&nbsp;Merck KGaA | 3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 8/27/54 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3000 | &nbsp;&nbsp;&nbsp;&nbsp; 3380 |
| &nbsp;&nbsp;&nbsp;Merck KGaA | 1.625% | &nbsp;&nbsp;&nbsp;&nbsp; 9/9/80 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5600 | &nbsp;&nbsp;&nbsp;&nbsp; 6201 |
| &nbsp;&nbsp;&nbsp;Muenchener Hypothekenbank eG | 0.625% | &nbsp;&nbsp;&nbsp;&nbsp; 5/7/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6661 | &nbsp;&nbsp;&nbsp;&nbsp; 7337 |
| &nbsp;&nbsp;&nbsp;Muenchener Hypothekenbank eG | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 8/4/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 15000 | &nbsp;&nbsp;&nbsp;&nbsp; 17343 |
| &nbsp;&nbsp;&nbsp;Muenchener Hypothekenbank eG | 0.625% | &nbsp;&nbsp;&nbsp;&nbsp; 11/10/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7686 | &nbsp;&nbsp;&nbsp;&nbsp; 8390 |
| &nbsp;&nbsp;&nbsp;Muenchener Hypothekenbank eG | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/14/28 | &nbsp;&nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp; 8000 | &nbsp;&nbsp;&nbsp;&nbsp; 9715 |
| &nbsp;&nbsp;&nbsp;Muenchener Hypothekenbank eG | 2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 7/4/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6533 | &nbsp;&nbsp;&nbsp;&nbsp; 7471 |
| &nbsp;&nbsp;&nbsp;Muenchener Hypothekenbank eG | 2.625% | &nbsp;&nbsp;&nbsp;&nbsp; 2/3/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6000 | &nbsp;&nbsp;&nbsp;&nbsp; 6843 |
| &nbsp;&nbsp;&nbsp;Muenchener Hypothekenbank eG | 1.875% | &nbsp;&nbsp;&nbsp;&nbsp; 8/25/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 15000 | &nbsp;&nbsp;&nbsp;&nbsp; 16124 |
| &nbsp;&nbsp;&nbsp;Muenchener Hypothekenbank eG | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/18/39 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4765 | &nbsp;&nbsp;&nbsp;&nbsp; 4076 |
| &nbsp;&nbsp;&nbsp;Muenchener Hypothekenbank eG | 0.010% | &nbsp;&nbsp;&nbsp;&nbsp; 10/19/39 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6365 | &nbsp;&nbsp;&nbsp;&nbsp; 4538 |
| &nbsp;&nbsp;&nbsp;Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen | 1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/26/41 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4600 | &nbsp;&nbsp;&nbsp;&nbsp; 4547 |
| &nbsp;&nbsp;&nbsp;Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/26/42 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 8000 | &nbsp;&nbsp;&nbsp;&nbsp; 7545 |
| &nbsp;&nbsp;&nbsp;Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen | 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/26/44 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5400 | &nbsp;&nbsp;&nbsp;&nbsp; 6191 |
| &nbsp;&nbsp;&nbsp;Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen | 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/26/49 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2100 | &nbsp;&nbsp;&nbsp;&nbsp; 2353 |
| &nbsp;&nbsp;&nbsp;Norddeutsche Landesbank-Girozentrale | 0.010% | &nbsp;&nbsp;&nbsp;&nbsp; 9/23/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 26100 | &nbsp;&nbsp;&nbsp;&nbsp; 28739 |
| &nbsp;&nbsp;&nbsp;Norddeutsche Landesbank-Girozentrale | 0.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/5/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 23345 | &nbsp;&nbsp;&nbsp;&nbsp; 24906 |
| &nbsp;&nbsp;&nbsp;Robert Bosch GmbH | 3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 6/2/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp;&nbsp; 2331 |
| &nbsp;&nbsp;&nbsp;Robert Bosch GmbH | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/2/35 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3000 | &nbsp;&nbsp;&nbsp;&nbsp; 3500 |
| &nbsp;&nbsp;&nbsp;Robert Bosch GmbH | 4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 6/2/43 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 8200 | &nbsp;&nbsp;&nbsp;&nbsp; 9348 |
| &nbsp;&nbsp;&nbsp;Robert Bosch Investment Nederland BV | 2.625% | &nbsp;&nbsp;&nbsp;&nbsp; 5/24/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 500 | &nbsp;&nbsp;&nbsp;&nbsp; 572 |
| &nbsp;&nbsp;&nbsp;RWE AG | 2.125% | &nbsp;&nbsp;&nbsp;&nbsp; 5/24/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp;&nbsp; 2260 |
| &nbsp;&nbsp;&nbsp;RWE AG | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 11/26/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 8305 | &nbsp;&nbsp;&nbsp;&nbsp; 8778 |
| &nbsp;&nbsp;&nbsp;RWE AG | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 11/26/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2735 | &nbsp;&nbsp;&nbsp;&nbsp; 2540 |
| &nbsp;&nbsp;&nbsp;RWE AG | 4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 2/13/35 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4500 | &nbsp;&nbsp;&nbsp;&nbsp; 5326 |
| &nbsp;&nbsp;&nbsp;Santander Consumer Bank AG | 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/30/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5804 |
| &nbsp;&nbsp;&nbsp;SAP SE | 1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 3/10/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2900 | &nbsp;&nbsp;&nbsp;&nbsp; 3194 |
| &nbsp;&nbsp;&nbsp;SAP SE | 0.375% | &nbsp;&nbsp;&nbsp;&nbsp; 5/18/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7600 | &nbsp;&nbsp;&nbsp;&nbsp; 7957 |
| &nbsp;&nbsp;&nbsp;SAP SE | 1.625% | &nbsp;&nbsp;&nbsp;&nbsp; 3/10/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6800 | &nbsp;&nbsp;&nbsp;&nbsp; 7260 |
| &nbsp;&nbsp;&nbsp;Sartorius Finance BV | 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 9/14/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6000 | &nbsp;&nbsp;&nbsp;&nbsp; 7099 |
| &nbsp;&nbsp;&nbsp;Sartorius Finance BV | 4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 9/14/35 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp;&nbsp; 2397 |
| &nbsp;&nbsp;&nbsp;Siemens Financieringsmaatschappij NV | 2.875% | &nbsp;&nbsp;&nbsp;&nbsp; 3/10/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4577 | &nbsp;&nbsp;&nbsp;&nbsp; 5276 |
| &nbsp;&nbsp;&nbsp;Siemens Financieringsmaatschappij NV | 0.250% | &nbsp;&nbsp;&nbsp;&nbsp; 2/20/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4300 | &nbsp;&nbsp;&nbsp;&nbsp; 4511 |
| &nbsp;&nbsp;&nbsp;Siemens Financieringsmaatschappij NV | 0.125% | &nbsp;&nbsp;&nbsp;&nbsp; 9/5/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 9404 | &nbsp;&nbsp;&nbsp;&nbsp; 9797 |
| &nbsp;&nbsp;&nbsp;Siemens Financieringsmaatschappij NV | 1.375% | &nbsp;&nbsp;&nbsp;&nbsp; 9/6/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3225 | &nbsp;&nbsp;&nbsp;&nbsp; 3445 |
| &nbsp;&nbsp;&nbsp;Siemens Financieringsmaatschappij NV | 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 9/9/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5686 |
| &nbsp;&nbsp;&nbsp;Siemens Financieringsmaatschappij NV | 1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 2/28/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2721 | &nbsp;&nbsp;&nbsp;&nbsp; 2867 |
| &nbsp;&nbsp;&nbsp;Siemens Financieringsmaatschappij NV | 3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 8/24/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp;&nbsp; 2343 |
| &nbsp;&nbsp;&nbsp;Siemens Financieringsmaatschappij NV | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 2/20/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7200 | &nbsp;&nbsp;&nbsp;&nbsp; 6956 |
| &nbsp;&nbsp;&nbsp;Siemens Financieringsmaatschappij NV | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/8/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4000 | &nbsp;&nbsp;&nbsp;&nbsp; 4524 |
| &nbsp;&nbsp;&nbsp;Siemens Financieringsmaatschappij NV | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 9/5/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3587 | &nbsp;&nbsp;&nbsp;&nbsp; 3268 |
| &nbsp;&nbsp;&nbsp;Siemens Financieringsmaatschappij NV | 1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 2/25/35 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6600 | &nbsp;&nbsp;&nbsp;&nbsp; 6257 |
| &nbsp;&nbsp;&nbsp;Siemens Financieringsmaatschappij NV | 3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 2/22/37 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 8000 | &nbsp;&nbsp;&nbsp;&nbsp; 8877 |
| &nbsp;&nbsp;&nbsp;Siemens Financieringsmaatschappij NV | 1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 2/28/39 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7214 | &nbsp;&nbsp;&nbsp;&nbsp; 6600 |
| &nbsp;&nbsp;&nbsp;Siemens Financieringsmaatschappij NV | 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 9/10/42 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 6200 | &nbsp;&nbsp;&nbsp;&nbsp; 6598 |
| &nbsp;&nbsp;&nbsp;Siemens Financieringsmaatschappij NV | 3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 2/22/44 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4000 | &nbsp;&nbsp;&nbsp;&nbsp; 4347 |
| &nbsp;&nbsp;&nbsp;Sirius Real Estate Ltd. | 1.125% | &nbsp;&nbsp;&nbsp;&nbsp; 6/22/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 900 | &nbsp;&nbsp;&nbsp;&nbsp; 994 |
| &nbsp;&nbsp;&nbsp;TAG Immobilien AG | 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 3/4/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1900 | &nbsp;&nbsp;&nbsp;&nbsp; 2187 |
| &nbsp;&nbsp;&nbsp;Talanx AG | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/25/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7500 | &nbsp;&nbsp;&nbsp;&nbsp; 8919 |
| &nbsp;&nbsp;&nbsp;Talanx AG | 2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 12/5/47 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 11800 | &nbsp;&nbsp;&nbsp;&nbsp; 12983 |
| &nbsp;&nbsp;&nbsp;Traton Finance Luxembourg SA | 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/16/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5848 |
| &nbsp;&nbsp;&nbsp;Traton Finance Luxembourg SA | 0.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/24/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5163 |
| &nbsp;&nbsp;&nbsp;Traton Finance Luxembourg SA | 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/27/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3500 | &nbsp;&nbsp;&nbsp;&nbsp; 4021 |
| &nbsp;&nbsp;&nbsp;Traton Finance Luxembourg SA | 1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 3/24/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4400 | &nbsp;&nbsp;&nbsp;&nbsp; 4103 |

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------

Total International Bond Index Fund

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;&nbsp;&nbsp;Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| &nbsp;&nbsp;&nbsp;UniCredit Bank GmbH | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 2/23/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 23000 | &nbsp;&nbsp;&nbsp;&nbsp; 25326 |
| &nbsp;&nbsp;&nbsp;UniCredit Bank GmbH | 0.010% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 33855 | &nbsp;&nbsp;&nbsp;&nbsp; 35509 |
| &nbsp;&nbsp;&nbsp;UniCredit Bank GmbH | 0.875% | &nbsp;&nbsp;&nbsp;&nbsp; 1/11/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6508 | &nbsp;&nbsp;&nbsp;&nbsp; 6989 |
| &nbsp;&nbsp;&nbsp;UniCredit Bank GmbH | 0.010% | &nbsp;&nbsp;&nbsp;&nbsp; 6/24/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3758 | &nbsp;&nbsp;&nbsp;&nbsp; 3748 |
| &nbsp;&nbsp;&nbsp;UniCredit Bank GmbH | 0.250% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 9992 | &nbsp;&nbsp;&nbsp;&nbsp; 9666 |
| &nbsp;&nbsp;&nbsp;UniCredit Bank GmbH | 0.850% | &nbsp;&nbsp;&nbsp;&nbsp; 5/22/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7737 | &nbsp;&nbsp;&nbsp;&nbsp; 7302 |
| &nbsp;&nbsp;&nbsp;Vier Gas Transport GmbH | 4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 9/26/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 6058 |
| &nbsp;&nbsp;&nbsp;Volkswagen Bank GmbH | 2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 7/31/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2600 | &nbsp;&nbsp;&nbsp;&nbsp; 2941 |
| &nbsp;&nbsp;&nbsp;Volkswagen Bank GmbH | 4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 5/3/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 9000 | &nbsp;&nbsp;&nbsp;&nbsp; 10606 |
| &nbsp;&nbsp;&nbsp;Volkswagen Financial Services AG | 2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 10/16/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2897 | &nbsp;&nbsp;&nbsp;&nbsp; 3273 |
| &nbsp;&nbsp;&nbsp;Volkswagen Financial Services AG | 0.875% | &nbsp;&nbsp;&nbsp;&nbsp; 1/31/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 13217 | &nbsp;&nbsp;&nbsp;&nbsp; 14160 |
| &nbsp;&nbsp;&nbsp;Volkswagen Financial Services AG | 3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 4/6/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6019 | &nbsp;&nbsp;&nbsp;&nbsp; 6910 |
| &nbsp;&nbsp;&nbsp;Volkswagen Financial Services AG | 3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 5/19/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2600 | &nbsp;&nbsp;&nbsp;&nbsp; 2961 |
| &nbsp;&nbsp;&nbsp;Volkswagen Financial Services AG | 0.375% | &nbsp;&nbsp;&nbsp;&nbsp; 2/12/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3603 | &nbsp;&nbsp;&nbsp;&nbsp; 3527 |
| &nbsp;&nbsp;&nbsp;Volkswagen Financial Services AG | 3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 9/10/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4000 | &nbsp;&nbsp;&nbsp;&nbsp; 4594 |
| &nbsp;&nbsp;&nbsp;Volkswagen Financial Services Australia Pty Ltd. | 5.300% | &nbsp;&nbsp;&nbsp;&nbsp; 2/9/27 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 3225 |
| &nbsp;&nbsp;&nbsp;Volkswagen Financial Services NV | 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 4/13/27 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 1900 | &nbsp;&nbsp;&nbsp;&nbsp; 2435 |
| &nbsp;&nbsp;&nbsp;Volkswagen Financial Services NV | 6.500% | &nbsp;&nbsp;&nbsp;&nbsp; 9/18/27 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 2500 | &nbsp;&nbsp;&nbsp;&nbsp; 3404 |
| &nbsp;&nbsp;&nbsp;Volkswagen Financial Services NV | 2.125% | &nbsp;&nbsp;&nbsp;&nbsp; 1/18/28 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 9300 | &nbsp;&nbsp;&nbsp;&nbsp; 11371 |
| &nbsp;&nbsp;&nbsp;Volkswagen Financial Services NV | 1.375% | &nbsp;&nbsp;&nbsp;&nbsp; 9/14/28 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 3700 | &nbsp;&nbsp;&nbsp;&nbsp; 4338 |
| &nbsp;&nbsp;&nbsp;Volkswagen Financial Services NV | 2.493% | &nbsp;&nbsp;&nbsp;&nbsp; 2/12/30 | &nbsp;&nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp;&nbsp; 2518 |
| &nbsp;&nbsp;&nbsp;Volkswagen International Finance NV | 3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 11/16/26 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 3500 | &nbsp;&nbsp;&nbsp;&nbsp; 4533 |
| &nbsp;&nbsp;&nbsp;Volkswagen International Finance NV | 1.875% | &nbsp;&nbsp;&nbsp;&nbsp; 3/30/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 15700 | &nbsp;&nbsp;&nbsp;&nbsp; 17485 |
| &nbsp;&nbsp;&nbsp;Volkswagen International Finance NV | 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 9/28/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4000 | &nbsp;&nbsp;&nbsp;&nbsp; 4626 |
| &nbsp;&nbsp;&nbsp;Volkswagen International Finance NV | 2.625% | &nbsp;&nbsp;&nbsp;&nbsp; 11/16/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3000 | &nbsp;&nbsp;&nbsp;&nbsp; 3387 |
| &nbsp;&nbsp;&nbsp;Volkswagen International Finance NV | 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 3/29/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5836 |
| &nbsp;&nbsp;&nbsp;Volkswagen International Finance NV | 1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 9/23/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2900 | &nbsp;&nbsp;&nbsp;&nbsp; 2740 |
| &nbsp;&nbsp;&nbsp;Volkswagen International Finance NV | 3.300% | &nbsp;&nbsp;&nbsp;&nbsp; 3/22/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 500 | &nbsp;&nbsp;&nbsp;&nbsp; 542 |
| &nbsp;&nbsp;&nbsp;Volkswagen International Finance NV | 4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 11/16/38 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6500 | &nbsp;&nbsp;&nbsp;&nbsp; 7203 |
| &nbsp;&nbsp;&nbsp;Volkswagen International Finance NV | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 1/21/41 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3800 | &nbsp;&nbsp;&nbsp;&nbsp; 2721 |
| &nbsp;&nbsp;&nbsp;Volkswagen International Finance NV | 3.500% | Perpetual | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2500 | &nbsp;&nbsp;&nbsp;&nbsp; 2578 |
| &nbsp;&nbsp;&nbsp;Volkswagen International Finance NV | 3.748% | Perpetual | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 11000 | &nbsp;&nbsp;&nbsp;&nbsp; 12158 |
| &nbsp;&nbsp;&nbsp;Volkswagen International Finance NV | 3.875% | Perpetual | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7700 | &nbsp;&nbsp;&nbsp;&nbsp; 8560 |
| &nbsp;&nbsp;&nbsp;Volkswagen International Finance NV | 3.875% | Perpetual | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 11600 | &nbsp;&nbsp;&nbsp;&nbsp; 12271 |
| &nbsp;&nbsp;&nbsp;Volkswagen International Finance NV | 4.375% | Perpetual | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4000 | &nbsp;&nbsp;&nbsp;&nbsp; 4211 |
| &nbsp;&nbsp;&nbsp;Volkswagen International Finance NV | 4.625% | Perpetual | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5200 | &nbsp;&nbsp;&nbsp;&nbsp; 5815 |
| &nbsp;&nbsp;&nbsp;Volkswagen International Finance NV | 7.875% | Perpetual | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp;&nbsp; 2523 |
| &nbsp;&nbsp;&nbsp;Volkswagen Leasing GmbH | 0.375% | &nbsp;&nbsp;&nbsp;&nbsp; 7/20/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 16853 | &nbsp;&nbsp;&nbsp;&nbsp; 18611 |
| &nbsp;&nbsp;&nbsp;Volkswagen Leasing GmbH | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 1/12/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 8851 | &nbsp;&nbsp;&nbsp;&nbsp; 9150 |
| &nbsp;&nbsp;&nbsp;Vonovia SE | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/10/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2500 | &nbsp;&nbsp;&nbsp;&nbsp; 2797 |
| &nbsp;&nbsp;&nbsp;Vonovia SE | 1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/25/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp; 112 |
| &nbsp;&nbsp;&nbsp;Vonovia SE | 0.375% | &nbsp;&nbsp;&nbsp;&nbsp; 6/16/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5411 |
| &nbsp;&nbsp;&nbsp;Vonovia SE | 0.625% | &nbsp;&nbsp;&nbsp;&nbsp; 10/7/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3000 | &nbsp;&nbsp;&nbsp;&nbsp; 3237 |
| &nbsp;&nbsp;&nbsp;Vonovia SE | 1.875% | &nbsp;&nbsp;&nbsp;&nbsp; 6/28/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 9200 | &nbsp;&nbsp;&nbsp;&nbsp; 10103 |
| &nbsp;&nbsp;&nbsp;Vonovia SE | 0.250% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3000 | &nbsp;&nbsp;&nbsp;&nbsp; 3107 |
| &nbsp;&nbsp;&nbsp;Vonovia SE | 0.625% | &nbsp;&nbsp;&nbsp;&nbsp; 12/14/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6900 | &nbsp;&nbsp;&nbsp;&nbsp; 7012 |
| &nbsp;&nbsp;&nbsp;Vonovia SE | 2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 4/7/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3100 | &nbsp;&nbsp;&nbsp;&nbsp; 3379 |
| &nbsp;&nbsp;&nbsp;Vonovia SE | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/9/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp;&nbsp; 2025 |
| &nbsp;&nbsp;&nbsp;Vonovia SE | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 11/23/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1000 | &nbsp;&nbsp;&nbsp;&nbsp; 1227 |
| &nbsp;&nbsp;&nbsp;Vonovia SE | 2.375% | &nbsp;&nbsp;&nbsp;&nbsp; 3/25/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5800 | &nbsp;&nbsp;&nbsp;&nbsp; 6083 |
| &nbsp;&nbsp;&nbsp;Vonovia SE | 0.750% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 12400 | &nbsp;&nbsp;&nbsp;&nbsp; 11451 |
| &nbsp;&nbsp;&nbsp;Vonovia SE | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/16/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3500 | &nbsp;&nbsp;&nbsp;&nbsp; 3185 |
| &nbsp;&nbsp;&nbsp;Vonovia SE | 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 4/10/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3100 | &nbsp;&nbsp;&nbsp;&nbsp; 3607 |
| &nbsp;&nbsp;&nbsp;Vonovia SE | 1.125% | &nbsp;&nbsp;&nbsp;&nbsp; 9/14/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3800 | &nbsp;&nbsp;&nbsp;&nbsp; 3332 |
| &nbsp;&nbsp;&nbsp;Vonovia SE | 5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 1/18/36 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 1700 | &nbsp;&nbsp;&nbsp;&nbsp; 2163 |
| &nbsp;&nbsp;&nbsp;Vonovia SE | 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/22/38 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp;&nbsp; 1934 |
| &nbsp;&nbsp;&nbsp;Vonovia SE | 1.625% | &nbsp;&nbsp;&nbsp;&nbsp; 10/7/39 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4100 | &nbsp;&nbsp;&nbsp;&nbsp; 3346 |
| &nbsp;&nbsp;&nbsp;Vonovia SE | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/14/41 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1800 | &nbsp;&nbsp;&nbsp;&nbsp; 1337 |
| &nbsp;&nbsp;&nbsp;VW Credit Canada Inc. | 2.450% | &nbsp;&nbsp;&nbsp;&nbsp; 12/10/26 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1200 | &nbsp;&nbsp;&nbsp;&nbsp; 857 |
| &nbsp;&nbsp;&nbsp;VW Credit Canada Inc. | 5.860% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1100 | &nbsp;&nbsp;&nbsp;&nbsp; 838 |
| &nbsp;&nbsp;&nbsp;Wintershall Dea Finance BV | 1.332% | &nbsp;&nbsp;&nbsp;&nbsp; 9/25/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4500 | &nbsp;&nbsp;&nbsp;&nbsp; 4760 |
| &nbsp;&nbsp;&nbsp;Wintershall Dea Finance BV | 1.823% | &nbsp;&nbsp;&nbsp;&nbsp; 9/25/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3100 | &nbsp;&nbsp;&nbsp;&nbsp; 3039 |
| &nbsp;&nbsp;&nbsp;Wintershall Dea Finance BV | 4.357% | &nbsp;&nbsp;&nbsp;&nbsp; 10/3/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5556 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **2448044** |
| **Greece (0.0%)** | **Greece (0.0%)** | **Greece (0.0%)** |  |  |  |
| &nbsp;&nbsp;&nbsp;Eurobank SA | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/7/36 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6000 | &nbsp;&nbsp;&nbsp;&nbsp; 6658 |
| **Hong Kong (0.0%)** | **Hong Kong (0.0%)** | **Hong Kong (0.0%)** |  |  |  |
| &nbsp;&nbsp;&nbsp;Prudential Funding Asia plc | 5.875% | &nbsp;&nbsp;&nbsp;&nbsp; 5/11/29 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 1824 | &nbsp;&nbsp;&nbsp;&nbsp; 2531 |

---

------

Total International Bond Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;&nbsp;&nbsp;Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| &nbsp;&nbsp;&nbsp;Prudential Funding Asia plc | 6.125% | &nbsp;&nbsp;&nbsp;&nbsp; 12/19/31 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 1578 | &nbsp;&nbsp;&nbsp;&nbsp; 2146 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **4677** |
| **Indonesia (0.0%)** | **Indonesia (0.0%)** | **Indonesia (0.0%)** |  |  |  |
| &nbsp;&nbsp;&nbsp;Perusahaan Perseroan Persero PT Perusahaan Listrik Negara | 1.875% | &nbsp;&nbsp;&nbsp;&nbsp; 11/5/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 900 | &nbsp;&nbsp;&nbsp;&nbsp; 877 |
| **Ireland (0.1%)** | **Ireland (0.1%)** | **Ireland (0.1%)** |  |  |  |
| &nbsp;&nbsp;&nbsp;AIB Group plc | 2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 4/4/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 13000 | &nbsp;&nbsp;&nbsp;&nbsp; 14571 |
| &nbsp;&nbsp;&nbsp;AIB Group plc | 5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 2/16/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 6080 |
| &nbsp;&nbsp;&nbsp;AIB Group plc | 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 10/23/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10000 | &nbsp;&nbsp;&nbsp;&nbsp; 12328 |
| &nbsp;&nbsp;&nbsp;Bank of Ireland Group plc | 4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 7/16/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 9000 | &nbsp;&nbsp;&nbsp;&nbsp; 10619 |
| &nbsp;&nbsp;&nbsp;Bank of Ireland Group plc | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/4/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 6099 |
| &nbsp;&nbsp;&nbsp;Bank of Ireland Group plc | 7.594% | &nbsp;&nbsp;&nbsp;&nbsp; 12/6/32 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 900 | &nbsp;&nbsp;&nbsp;&nbsp; 1250 |
| &nbsp;&nbsp;&nbsp;Bank of Ireland Group plc | 6.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7000 | &nbsp;&nbsp;&nbsp;&nbsp; 8515 |
| &nbsp;&nbsp;&nbsp;Bank of Ireland Group plc | 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 8/10/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 17892 | &nbsp;&nbsp;&nbsp;&nbsp; 20873 |
| &nbsp;&nbsp;&nbsp;Dell Bank International DAC | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 10/27/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6500 | &nbsp;&nbsp;&nbsp;&nbsp; 7150 |
| &nbsp;&nbsp;&nbsp;ESB Finance DAC | 2.125% | &nbsp;&nbsp;&nbsp;&nbsp; 6/8/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3170 | &nbsp;&nbsp;&nbsp;&nbsp; 3570 |
| &nbsp;&nbsp;&nbsp;ESB Finance DAC | 1.875% | &nbsp;&nbsp;&nbsp;&nbsp; 6/14/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6263 | &nbsp;&nbsp;&nbsp;&nbsp; 6641 |
| &nbsp;&nbsp;&nbsp;ESB Finance DAC | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/3/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1500 | &nbsp;&nbsp;&nbsp;&nbsp; 1787 |
| &nbsp;&nbsp;&nbsp;ESB Finance DAC | 2.125% | &nbsp;&nbsp;&nbsp;&nbsp; 11/5/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2671 | &nbsp;&nbsp;&nbsp;&nbsp; 2764 |
| &nbsp;&nbsp;&nbsp;ESB Finance DAC | 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/25/43 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3000 | &nbsp;&nbsp;&nbsp;&nbsp; 3302 |
| &nbsp;&nbsp;&nbsp;Freshwater Finance plc | 4.607% | &nbsp;&nbsp;&nbsp;&nbsp; 10/17/36 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 1517 | &nbsp;&nbsp;&nbsp;&nbsp; 1787 |
| &nbsp;&nbsp;&nbsp;Kerry Group Financial Services Unltd Co. | 3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 3/5/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5681 |
| &nbsp;&nbsp;&nbsp;PartnerRe Ireland Finance DAC | 1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3463 | &nbsp;&nbsp;&nbsp;&nbsp; 3858 |
| &nbsp;&nbsp;&nbsp;Smurfit Kappa Treasury ULC | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6500 | &nbsp;&nbsp;&nbsp;&nbsp; 7183 |
| &nbsp;&nbsp;&nbsp;Smurfit Kappa Treasury ULC | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/22/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5429 | &nbsp;&nbsp;&nbsp;&nbsp; 5030 |
| &nbsp;&nbsp;&nbsp;Smurfit Kappa Treasury ULC | 3.807% | &nbsp;&nbsp;&nbsp;&nbsp; 11/27/36 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7000 | &nbsp;&nbsp;&nbsp;&nbsp; 7760 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **136848** |
| **Italy (0.9%)** | **Italy (0.9%)** | **Italy (0.9%)** |  |  |  |
| &nbsp;&nbsp;&nbsp;2i Rete Gas SpA | 1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 8/28/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 300 | &nbsp;&nbsp;&nbsp;&nbsp; 337 |
| &nbsp;&nbsp;&nbsp;2i Rete Gas SpA | 1.608% | &nbsp;&nbsp;&nbsp;&nbsp; 10/31/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3266 | &nbsp;&nbsp;&nbsp;&nbsp; 3610 |
| &nbsp;&nbsp;&nbsp;2i Rete Gas SpA | 0.579% | &nbsp;&nbsp;&nbsp;&nbsp; 1/29/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5800 | &nbsp;&nbsp;&nbsp;&nbsp; 5793 |
| &nbsp;&nbsp;&nbsp;A2A SpA | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/16/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5250 |
| &nbsp;&nbsp;&nbsp;A2A SpA | 0.625% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp;&nbsp; 1949 |
| &nbsp;&nbsp;&nbsp;A2A SpA | 0.625% | &nbsp;&nbsp;&nbsp;&nbsp; 10/28/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1998 | &nbsp;&nbsp;&nbsp;&nbsp; 1857 |
| &nbsp;&nbsp;&nbsp;A2A SpA | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 11/2/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp;&nbsp; 1851 |
| &nbsp;&nbsp;&nbsp;A2A SpA | 4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 2/3/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp;&nbsp; 2404 |
| &nbsp;&nbsp;&nbsp;ACEA SpA | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/24/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3058 | &nbsp;&nbsp;&nbsp;&nbsp; 3396 |
| &nbsp;&nbsp;&nbsp;ACEA SpA | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/8/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 12881 | &nbsp;&nbsp;&nbsp;&nbsp; 14345 |
| &nbsp;&nbsp;&nbsp;ACEA SpA | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/6/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6896 | &nbsp;&nbsp;&nbsp;&nbsp; 7158 |
| &nbsp;&nbsp;&nbsp;ACEA SpA | 0.250% | &nbsp;&nbsp;&nbsp;&nbsp; 7/28/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4007 | &nbsp;&nbsp;&nbsp;&nbsp; 3962 |
| &nbsp;&nbsp;&nbsp;Aeroporti di Roma SpA | 1.625% | &nbsp;&nbsp;&nbsp;&nbsp; 6/8/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2040 | &nbsp;&nbsp;&nbsp;&nbsp; 2267 |
| &nbsp;&nbsp;&nbsp;Aeroporti di Roma SpA | 1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 7/30/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5900 | &nbsp;&nbsp;&nbsp;&nbsp; 6054 |
| &nbsp;&nbsp;&nbsp;ASTM SpA | 1.625% | &nbsp;&nbsp;&nbsp;&nbsp; 2/8/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3729 | &nbsp;&nbsp;&nbsp;&nbsp; 4101 |
| &nbsp;&nbsp;&nbsp;ASTM SpA | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 1/25/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 8700 | &nbsp;&nbsp;&nbsp;&nbsp; 9153 |
| &nbsp;&nbsp;&nbsp;ASTM SpA | 2.375% | &nbsp;&nbsp;&nbsp;&nbsp; 11/25/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2800 | &nbsp;&nbsp;&nbsp;&nbsp; 2821 |
| &nbsp;&nbsp;&nbsp;Autostrade per l'Italia SpA | 1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2359 | &nbsp;&nbsp;&nbsp;&nbsp; 2633 |
| &nbsp;&nbsp;&nbsp;Autostrade per l'Italia SpA | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 12/4/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7000 | &nbsp;&nbsp;&nbsp;&nbsp; 7695 |
| &nbsp;&nbsp;&nbsp;Autostrade per l'Italia SpA | 1.875% | &nbsp;&nbsp;&nbsp;&nbsp; 9/26/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4000 | &nbsp;&nbsp;&nbsp;&nbsp; 4332 |
| &nbsp;&nbsp;&nbsp;Autostrade per l'Italia SpA | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 9000 | &nbsp;&nbsp;&nbsp;&nbsp; 9675 |
| &nbsp;&nbsp;&nbsp;Autostrade per l'Italia SpA | 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/24/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 6030 |
| &nbsp;&nbsp;&nbsp;Autostrade per l'Italia SpA | 2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 1/25/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 8000 | &nbsp;&nbsp;&nbsp;&nbsp; 8343 |
| &nbsp;&nbsp;&nbsp;Banca Monte dei Paschi di Siena SpA | 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/23/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10000 | &nbsp;&nbsp;&nbsp;&nbsp; 11726 |
| &nbsp;&nbsp;&nbsp;Banco BPM SpA | 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 6/27/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6000 | &nbsp;&nbsp;&nbsp;&nbsp; 7064 |
| &nbsp;&nbsp;&nbsp;Banco BPM SpA | 4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 1/17/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10000 | &nbsp;&nbsp;&nbsp;&nbsp; 11927 |
| &nbsp;&nbsp;&nbsp;Banco BPM SpA | 3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 9/9/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7000 | &nbsp;&nbsp;&nbsp;&nbsp; 8097 |
| &nbsp;&nbsp;&nbsp;BPER Banca SpA | 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 10/22/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 23300 | &nbsp;&nbsp;&nbsp;&nbsp; 27573 |
| &nbsp;&nbsp;&nbsp;BPER Banca SpA | 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 1/22/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 12054 | &nbsp;&nbsp;&nbsp;&nbsp; 13990 |
| &nbsp;&nbsp;&nbsp;Coca-Cola HBC Finance BV | 1.625% | &nbsp;&nbsp;&nbsp;&nbsp; 5/14/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 9000 | &nbsp;&nbsp;&nbsp;&nbsp; 9390 |
| &nbsp;&nbsp;&nbsp;Credit Agricole Italia SpA | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/25/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7600 | &nbsp;&nbsp;&nbsp;&nbsp; 8415 |
| &nbsp;&nbsp;&nbsp;Credit Agricole Italia SpA | 0.250% | &nbsp;&nbsp;&nbsp;&nbsp; 1/17/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2500 | &nbsp;&nbsp;&nbsp;&nbsp; 2676 |
| &nbsp;&nbsp;&nbsp;Credit Agricole Italia SpA | 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 17100 | &nbsp;&nbsp;&nbsp;&nbsp; 20135 |
| &nbsp;&nbsp;&nbsp;Credit Agricole Italia SpA | 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/11/36 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10000 | &nbsp;&nbsp;&nbsp;&nbsp; 11540 |
| &nbsp;&nbsp;&nbsp;Credit Agricole Italia SpA | 1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2500 | &nbsp;&nbsp;&nbsp;&nbsp; 2343 |
| &nbsp;&nbsp;&nbsp;Enel Finance International NV | 1.375% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 9114 | &nbsp;&nbsp;&nbsp;&nbsp; 10216 |
| &nbsp;&nbsp;&nbsp;Enel Finance International NV | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/20/27 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 6901 | &nbsp;&nbsp;&nbsp;&nbsp; 8433 |
| &nbsp;&nbsp;&nbsp;Enel Finance International NV | 2.875% | &nbsp;&nbsp;&nbsp;&nbsp; 4/11/29 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 3700 | &nbsp;&nbsp;&nbsp;&nbsp; 4607 |
| &nbsp;&nbsp;&nbsp;Enel Finance International NV | 0.625% | &nbsp;&nbsp;&nbsp;&nbsp; 5/28/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 19900 | &nbsp;&nbsp;&nbsp;&nbsp; 20629 |
| &nbsp;&nbsp;&nbsp;Enel Finance International NV | 0.750% | &nbsp;&nbsp;&nbsp;&nbsp; 6/17/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 27800 | &nbsp;&nbsp;&nbsp;&nbsp; 28233 |
| &nbsp;&nbsp;&nbsp;Enel Finance International NV | 0.875% | &nbsp;&nbsp;&nbsp;&nbsp; 1/17/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1000 | &nbsp;&nbsp;&nbsp;&nbsp; 1005 |

---

------

Total International Bond Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;&nbsp;&nbsp;Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| &nbsp;&nbsp;&nbsp;Enel Finance International NV | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/20/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5931 |
| &nbsp;&nbsp;&nbsp;Enel Finance International NV | 0.875% | &nbsp;&nbsp;&nbsp;&nbsp; 9/28/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1900 | &nbsp;&nbsp;&nbsp;&nbsp; 1691 |
| &nbsp;&nbsp;&nbsp;Enel Finance International NV | 1.125% | &nbsp;&nbsp;&nbsp;&nbsp; 10/17/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3653 | &nbsp;&nbsp;&nbsp;&nbsp; 3356 |
| &nbsp;&nbsp;&nbsp;Enel Finance International NV | 1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 1/17/35 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3000 | &nbsp;&nbsp;&nbsp;&nbsp; 2773 |
| &nbsp;&nbsp;&nbsp;Enel Finance International NV | 3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 1/23/35 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4000 | &nbsp;&nbsp;&nbsp;&nbsp; 4594 |
| &nbsp;&nbsp;&nbsp;Enel Finance International NV | 0.875% | &nbsp;&nbsp;&nbsp;&nbsp; 6/17/36 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2214 | &nbsp;&nbsp;&nbsp;&nbsp; 1856 |
| &nbsp;&nbsp;&nbsp;Enel Finance International NV | 5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 9/14/40 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 5410 | &nbsp;&nbsp;&nbsp;&nbsp; 7003 |
| &nbsp;&nbsp;&nbsp;Enel SpA | 5.625% | &nbsp;&nbsp;&nbsp;&nbsp; 6/21/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5536 | &nbsp;&nbsp;&nbsp;&nbsp; 6675 |
| &nbsp;&nbsp;&nbsp;Enel SpA | 1.375% | Perpetual | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7448 | &nbsp;&nbsp;&nbsp;&nbsp; 8031 |
| &nbsp;&nbsp;&nbsp;Enel SpA | 1.875% | Perpetual | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7000 | &nbsp;&nbsp;&nbsp;&nbsp; 6936 |
| &nbsp;&nbsp;&nbsp;Enel SpA | 2.250% | Perpetual | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 8977 | &nbsp;&nbsp;&nbsp;&nbsp; 9978 |
| &nbsp;&nbsp;&nbsp;Enel SpA | 3.375% | Perpetual | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6180 | &nbsp;&nbsp;&nbsp;&nbsp; 6993 |
| &nbsp;&nbsp;&nbsp;Enel SpA | 4.750% | Perpetual | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp;&nbsp; 2306 |
| &nbsp;&nbsp;&nbsp;Eni SpA | 1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2667 | &nbsp;&nbsp;&nbsp;&nbsp; 2984 |
| &nbsp;&nbsp;&nbsp;Eni SpA | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 1/17/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2543 | &nbsp;&nbsp;&nbsp;&nbsp; 2837 |
| &nbsp;&nbsp;&nbsp;Eni SpA | 1.625% | &nbsp;&nbsp;&nbsp;&nbsp; 5/17/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2574 | &nbsp;&nbsp;&nbsp;&nbsp; 2836 |
| &nbsp;&nbsp;&nbsp;Eni SpA | 0.375% | &nbsp;&nbsp;&nbsp;&nbsp; 6/14/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10982 | &nbsp;&nbsp;&nbsp;&nbsp; 11649 |
| &nbsp;&nbsp;&nbsp;Eni SpA | 1.125% | &nbsp;&nbsp;&nbsp;&nbsp; 9/19/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2817 | &nbsp;&nbsp;&nbsp;&nbsp; 3028 |
| &nbsp;&nbsp;&nbsp;Eni SpA | 3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 1/29/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2600 | &nbsp;&nbsp;&nbsp;&nbsp; 3039 |
| &nbsp;&nbsp;&nbsp;Eni SpA | 0.625% | &nbsp;&nbsp;&nbsp;&nbsp; 1/23/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 8911 | &nbsp;&nbsp;&nbsp;&nbsp; 9094 |
| &nbsp;&nbsp;&nbsp;Eni SpA | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/18/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7000 | &nbsp;&nbsp;&nbsp;&nbsp; 7434 |
| &nbsp;&nbsp;&nbsp;Eni SpA | 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/19/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7000 | &nbsp;&nbsp;&nbsp;&nbsp; 8301 |
| &nbsp;&nbsp;&nbsp;Eni SpA | 3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5719 |
| &nbsp;&nbsp;&nbsp;Eni SpA | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/11/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3092 | &nbsp;&nbsp;&nbsp;&nbsp; 2755 |
| &nbsp;&nbsp;&nbsp;Eni SpA | 2.000% | Perpetual | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2500 | &nbsp;&nbsp;&nbsp;&nbsp; 2755 |
| &nbsp;&nbsp;&nbsp;Eni SpA | 2.750% | Perpetual | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3724 | &nbsp;&nbsp;&nbsp;&nbsp; 3871 |
| &nbsp;&nbsp;&nbsp;Eni SpA | 3.375% | Perpetual | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5563 | &nbsp;&nbsp;&nbsp;&nbsp; 6080 |
| &nbsp;&nbsp;&nbsp;Ferrovie dello Stato Italiane SpA | 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 4/14/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10000 | &nbsp;&nbsp;&nbsp;&nbsp; 11616 |
| &nbsp;&nbsp;&nbsp;Ferrovie dello Stato Italiane SpA | 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/23/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6000 | &nbsp;&nbsp;&nbsp;&nbsp; 7268 |
| &nbsp;&nbsp;&nbsp;Generali | 3.212% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp;&nbsp; 2306 |
| &nbsp;&nbsp;&nbsp;Generali | 2.124% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7200 | &nbsp;&nbsp;&nbsp;&nbsp; 7637 |
| &nbsp;&nbsp;&nbsp;Generali | 2.429% | &nbsp;&nbsp;&nbsp;&nbsp; 7/14/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp;&nbsp; 2123 |
| &nbsp;&nbsp;&nbsp;Generali | 1.713% | &nbsp;&nbsp;&nbsp;&nbsp; 6/30/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2300 | &nbsp;&nbsp;&nbsp;&nbsp; 2267 |
| &nbsp;&nbsp;&nbsp;Generali | 5.800% | &nbsp;&nbsp;&nbsp;&nbsp; 7/6/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3000 | &nbsp;&nbsp;&nbsp;&nbsp; 3754 |
| &nbsp;&nbsp;&nbsp;Generali | 5.399% | &nbsp;&nbsp;&nbsp;&nbsp; 4/20/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 6165 |
| &nbsp;&nbsp;&nbsp;Generali | 3.547% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3000 | &nbsp;&nbsp;&nbsp;&nbsp; 3395 |
| &nbsp;&nbsp;&nbsp;Generali | 5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 10/27/47 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 8669 | &nbsp;&nbsp;&nbsp;&nbsp; 10280 |
| &nbsp;&nbsp;&nbsp;Hera SpA | 0.875% | &nbsp;&nbsp;&nbsp;&nbsp; 10/14/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2543 | &nbsp;&nbsp;&nbsp;&nbsp; 2816 |
| &nbsp;&nbsp;&nbsp;Hera SpA | 0.875% | &nbsp;&nbsp;&nbsp;&nbsp; 7/5/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5087 | &nbsp;&nbsp;&nbsp;&nbsp; 5567 |
| &nbsp;&nbsp;&nbsp;Hera SpA | 5.200% | &nbsp;&nbsp;&nbsp;&nbsp; 1/29/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3092 | &nbsp;&nbsp;&nbsp;&nbsp; 3730 |
| &nbsp;&nbsp;&nbsp;Hera SpA | 0.250% | &nbsp;&nbsp;&nbsp;&nbsp; 12/3/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2100 | &nbsp;&nbsp;&nbsp;&nbsp; 2031 |
| &nbsp;&nbsp;&nbsp;Hera SpA | 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 4/20/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3400 | &nbsp;&nbsp;&nbsp;&nbsp; 4030 |
| &nbsp;&nbsp;&nbsp;Hera SpA | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/25/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1509 | &nbsp;&nbsp;&nbsp;&nbsp; 1378 |
| &nbsp;&nbsp;&nbsp;Iccrea Banca SpA | 6.875% | &nbsp;&nbsp;&nbsp;&nbsp; 1/20/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 6053 |
| &nbsp;&nbsp;&nbsp;Iccrea Banca SpA | 3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 1/12/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 25000 | &nbsp;&nbsp;&nbsp;&nbsp; 29598 |
| &nbsp;&nbsp;&nbsp;Iccrea Banca SpA | 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/4/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 25000 | &nbsp;&nbsp;&nbsp;&nbsp; 29243 |
| &nbsp;&nbsp;&nbsp;Intesa Sanpaolo SpA | 0.375% | &nbsp;&nbsp;&nbsp;&nbsp; 9/14/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5087 | &nbsp;&nbsp;&nbsp;&nbsp; 5633 |
| &nbsp;&nbsp;&nbsp;Intesa Sanpaolo SpA | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 11/19/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6633 | &nbsp;&nbsp;&nbsp;&nbsp; 7358 |
| &nbsp;&nbsp;&nbsp;Intesa Sanpaolo SpA | 1.125% | &nbsp;&nbsp;&nbsp;&nbsp; 10/4/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7017 | &nbsp;&nbsp;&nbsp;&nbsp; 7747 |
| &nbsp;&nbsp;&nbsp;Intesa Sanpaolo SpA | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/8/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2500 | &nbsp;&nbsp;&nbsp;&nbsp; 2943 |
| &nbsp;&nbsp;&nbsp;Intesa Sanpaolo SpA | 1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/20/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 13409 | &nbsp;&nbsp;&nbsp;&nbsp; 14770 |
| &nbsp;&nbsp;&nbsp;Intesa Sanpaolo SpA | 3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 6/30/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6000 | &nbsp;&nbsp;&nbsp;&nbsp; 7054 |
| &nbsp;&nbsp;&nbsp;Intesa Sanpaolo SpA | 6.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/14/29 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 3500 | &nbsp;&nbsp;&nbsp;&nbsp; 4825 |
| &nbsp;&nbsp;&nbsp;Intesa Sanpaolo SpA | 1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 7/4/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4539 | &nbsp;&nbsp;&nbsp;&nbsp; 4902 |
| &nbsp;&nbsp;&nbsp;Intesa Sanpaolo SpA | 2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 4545 | &nbsp;&nbsp;&nbsp;&nbsp; 5391 |
| &nbsp;&nbsp;&nbsp;Intesa Sanpaolo SpA | 4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 5/19/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 15000 | &nbsp;&nbsp;&nbsp;&nbsp; 18392 |
| &nbsp;&nbsp;&nbsp;Intesa Sanpaolo SpA | 1.350% | &nbsp;&nbsp;&nbsp;&nbsp; 2/24/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 8250 | &nbsp;&nbsp;&nbsp;&nbsp; 8316 |
| &nbsp;&nbsp;&nbsp;Intesa Sanpaolo SpA | 5.125% | &nbsp;&nbsp;&nbsp;&nbsp; 8/29/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4430 | &nbsp;&nbsp;&nbsp;&nbsp; 5522 |
| &nbsp;&nbsp;&nbsp;Intesa Sanpaolo SpA | 5.625% | &nbsp;&nbsp;&nbsp;&nbsp; 3/8/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp;&nbsp; 2529 |
| &nbsp;&nbsp;&nbsp;Intesa Sanpaolo SpA | 2.625% | &nbsp;&nbsp;&nbsp;&nbsp; 3/11/36 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 6724 | &nbsp;&nbsp;&nbsp;&nbsp; 6628 |
| &nbsp;&nbsp;&nbsp;Iren SpA | 3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 7/22/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp;&nbsp; 2329 |
| &nbsp;&nbsp;&nbsp;Italgas SpA | 3.125% | &nbsp;&nbsp;&nbsp;&nbsp; 2/8/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5400 | &nbsp;&nbsp;&nbsp;&nbsp; 6165 |
| &nbsp;&nbsp;&nbsp;Italgas SpA | 0.875% | &nbsp;&nbsp;&nbsp;&nbsp; 4/24/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5092 | &nbsp;&nbsp;&nbsp;&nbsp; 5223 |
| &nbsp;&nbsp;&nbsp;Leasys SpA | 3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7000 | &nbsp;&nbsp;&nbsp;&nbsp; 8120 |
| &nbsp;&nbsp;&nbsp;Mediobanca Banca di Credito Finanziario SpA | 0.750% | &nbsp;&nbsp;&nbsp;&nbsp; 11/2/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5381 |
| &nbsp;&nbsp;&nbsp;Mediobanca Banca di Credito Finanziario SpA | 4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7000 | &nbsp;&nbsp;&nbsp;&nbsp; 8276 |
| &nbsp;&nbsp;&nbsp;Snam SpA | 0.875% | &nbsp;&nbsp;&nbsp;&nbsp; 10/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10085 | &nbsp;&nbsp;&nbsp;&nbsp; 11169 |
| &nbsp;&nbsp;&nbsp;Snam SpA | 3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 12/5/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp;&nbsp; 2297 |
| &nbsp;&nbsp;&nbsp;Snam SpA | 0.750% | &nbsp;&nbsp;&nbsp;&nbsp; 6/20/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 8400 | &nbsp;&nbsp;&nbsp;&nbsp; 8735 |
| &nbsp;&nbsp;&nbsp;Snam SpA | 0.750% | &nbsp;&nbsp;&nbsp;&nbsp; 6/17/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10500 | &nbsp;&nbsp;&nbsp;&nbsp; 10661 |

---

------

Total International Bond Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;&nbsp;&nbsp;Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| &nbsp;&nbsp;&nbsp;Snam SpA | 0.625% | &nbsp;&nbsp;&nbsp;&nbsp; 6/30/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 4873 |
| &nbsp;&nbsp;&nbsp;Snam SpA | 3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 2/19/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2500 | &nbsp;&nbsp;&nbsp;&nbsp; 2876 |
| &nbsp;&nbsp;&nbsp;Snam SpA | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/12/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4090 | &nbsp;&nbsp;&nbsp;&nbsp; 3691 |
| &nbsp;&nbsp;&nbsp;Snam SpA | 4.500% | Perpetual | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3000 | &nbsp;&nbsp;&nbsp;&nbsp; 3435 |
| &nbsp;&nbsp;&nbsp;Terna - Rete Elettrica Nazionale | 1.375% | &nbsp;&nbsp;&nbsp;&nbsp; 7/26/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4944 | &nbsp;&nbsp;&nbsp;&nbsp; 5456 |
| &nbsp;&nbsp;&nbsp;Terna - Rete Elettrica Nazionale | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/11/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6798 | &nbsp;&nbsp;&nbsp;&nbsp; 7285 |
| &nbsp;&nbsp;&nbsp;Terna - Rete Elettrica Nazionale | 3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 4/21/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3000 | &nbsp;&nbsp;&nbsp;&nbsp; 3490 |
| &nbsp;&nbsp;&nbsp;Terna - Rete Elettrica Nazionale | 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 1/17/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6000 | &nbsp;&nbsp;&nbsp;&nbsp; 6952 |
| &nbsp;&nbsp;&nbsp;UniCredit SpA | 0.375% | &nbsp;&nbsp;&nbsp;&nbsp; 10/31/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 9753 | &nbsp;&nbsp;&nbsp;&nbsp; 10776 |
| &nbsp;&nbsp;&nbsp;UniCredit SpA | 2.200% | &nbsp;&nbsp;&nbsp;&nbsp; 7/22/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 12535 | &nbsp;&nbsp;&nbsp;&nbsp; 14109 |
| &nbsp;&nbsp;&nbsp;UniCredit SpA | 0.925% | &nbsp;&nbsp;&nbsp;&nbsp; 1/18/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 13000 | &nbsp;&nbsp;&nbsp;&nbsp; 14318 |
| &nbsp;&nbsp;&nbsp;UniCredit SpA | 3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 6/11/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10000 | &nbsp;&nbsp;&nbsp;&nbsp; 11566 |
| &nbsp;&nbsp;&nbsp;UniCredit SpA | 4.450% | &nbsp;&nbsp;&nbsp;&nbsp; 2/16/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 8000 | &nbsp;&nbsp;&nbsp;&nbsp; 9423 |
| &nbsp;&nbsp;&nbsp;UniCredit SpA | 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 7/31/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 12500 | &nbsp;&nbsp;&nbsp;&nbsp; 14713 |
| &nbsp;&nbsp;&nbsp;UniCredit SpA | 0.850% | &nbsp;&nbsp;&nbsp;&nbsp; 1/19/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 11986 | &nbsp;&nbsp;&nbsp;&nbsp; 11854 |
| &nbsp;&nbsp;&nbsp;UniCredit SpA | 4.300% | &nbsp;&nbsp;&nbsp;&nbsp; 1/23/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5900 |
| &nbsp;&nbsp;&nbsp;UniCredit SpA | 5.375% | &nbsp;&nbsp;&nbsp;&nbsp; 4/16/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2947 | &nbsp;&nbsp;&nbsp;&nbsp; 3519 |
| &nbsp;&nbsp;&nbsp;UniCredit SpA | 4.200% | &nbsp;&nbsp;&nbsp;&nbsp; 6/11/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5823 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **915202** |
| **Japan (0.5%)** | **Japan (0.5%)** | **Japan (0.5%)** |  |  |  |
| &nbsp;&nbsp;&nbsp;Asahi Group Holdings Ltd. | 0.336% | &nbsp;&nbsp;&nbsp;&nbsp; 4/19/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2500 | &nbsp;&nbsp;&nbsp;&nbsp; 2719 |
| &nbsp;&nbsp;&nbsp;Asahi Group Holdings Ltd. | 0.290% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 100000 | &nbsp;&nbsp;&nbsp;&nbsp; 690 |
| &nbsp;&nbsp;&nbsp;Asahi Group Holdings Ltd. | 0.541% | &nbsp;&nbsp;&nbsp;&nbsp; 10/23/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4750 | &nbsp;&nbsp;&nbsp;&nbsp; 5006 |
| &nbsp;&nbsp;&nbsp;Astellas Pharma Inc. | 0.320% | &nbsp;&nbsp;&nbsp;&nbsp; 8/31/26 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 500000 | &nbsp;&nbsp;&nbsp;&nbsp; 3472 |
| &nbsp;&nbsp;&nbsp;Astellas Pharma Inc. | 0.519% | &nbsp;&nbsp;&nbsp;&nbsp; 8/31/28 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 500000 | &nbsp;&nbsp;&nbsp;&nbsp; 3434 |
| &nbsp;&nbsp;&nbsp;Bridgestone Corp. | 0.295% | &nbsp;&nbsp;&nbsp;&nbsp; 4/21/27 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 300000 | &nbsp;&nbsp;&nbsp;&nbsp; 2071 |
| &nbsp;&nbsp;&nbsp;Central Nippon Expressway Co. Ltd. | 0.050% | &nbsp;&nbsp;&nbsp;&nbsp; 7/27/26 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 520000 | &nbsp;&nbsp;&nbsp;&nbsp; 3603 |
| &nbsp;&nbsp;&nbsp;Central Nippon Expressway Co. Ltd. | 0.040% | &nbsp;&nbsp;&nbsp;&nbsp; 9/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 300000 | &nbsp;&nbsp;&nbsp;&nbsp; 2076 |
| &nbsp;&nbsp;&nbsp;Central Nippon Expressway Co. Ltd. | 0.125% | &nbsp;&nbsp;&nbsp;&nbsp; 3/18/27 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 500000 | &nbsp;&nbsp;&nbsp;&nbsp; 3448 |
| &nbsp;&nbsp;&nbsp;Central Nippon Expressway Co. Ltd. | 0.166% | &nbsp;&nbsp;&nbsp;&nbsp; 8/18/27 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 1000000 | &nbsp;&nbsp;&nbsp;&nbsp; 6879 |
| &nbsp;&nbsp;&nbsp;Central Nippon Expressway Co. Ltd. | 0.439% | &nbsp;&nbsp;&nbsp;&nbsp; 12/13/27 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 500000 | &nbsp;&nbsp;&nbsp;&nbsp; 3456 |
| &nbsp;&nbsp;&nbsp;Central Nippon Expressway Co. Ltd. | 0.514% | &nbsp;&nbsp;&nbsp;&nbsp; 2/21/28 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 1383 |
| &nbsp;&nbsp;&nbsp;Central Nippon Expressway Co. Ltd. | 0.385% | &nbsp;&nbsp;&nbsp;&nbsp; 5/18/28 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 400000 | &nbsp;&nbsp;&nbsp;&nbsp; 2751 |
| &nbsp;&nbsp;&nbsp;Central Nippon Expressway Co. Ltd. | 0.439% | &nbsp;&nbsp;&nbsp;&nbsp; 8/17/28 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 900000 | &nbsp;&nbsp;&nbsp;&nbsp; 6192 |
| &nbsp;&nbsp;&nbsp;Central Nippon Expressway Co. Ltd. | 0.464% | &nbsp;&nbsp;&nbsp;&nbsp; 9/14/28 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 500000 | &nbsp;&nbsp;&nbsp;&nbsp; 3439 |
| &nbsp;&nbsp;&nbsp;Central Nippon Expressway Co. Ltd. | 0.597% | &nbsp;&nbsp;&nbsp;&nbsp; 3/28/29 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 500000 | &nbsp;&nbsp;&nbsp;&nbsp; 3441 |
| &nbsp;&nbsp;&nbsp;Central Nippon Expressway Co. Ltd. | 0.759% | &nbsp;&nbsp;&nbsp;&nbsp; 5/29/29 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 400000 | &nbsp;&nbsp;&nbsp;&nbsp; 2767 |
| &nbsp;&nbsp;&nbsp;Central Nippon Expressway Co. Ltd. | 1.021% | &nbsp;&nbsp;&nbsp;&nbsp; 1/25/30 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 1900000 | &nbsp;&nbsp;&nbsp;&nbsp; 13248 |
| &nbsp;&nbsp;&nbsp;Chugoku Electric Power Co. Inc. | 0.920% | &nbsp;&nbsp;&nbsp;&nbsp; 5/25/33 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 300000 | &nbsp;&nbsp;&nbsp;&nbsp; 1988 |
| &nbsp;&nbsp;&nbsp;Daiichi Sankyo Co. Ltd. | 0.810% | &nbsp;&nbsp;&nbsp;&nbsp; 7/25/36 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 100000 | &nbsp;&nbsp;&nbsp;&nbsp; 623 |
| &nbsp;&nbsp;&nbsp;Denso Corp. | 0.315% | &nbsp;&nbsp;&nbsp;&nbsp; 3/17/28 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 300000 | &nbsp;&nbsp;&nbsp;&nbsp; 2058 |
| &nbsp;&nbsp;&nbsp;East Japan Railway Co. | 1.162% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 6119 | &nbsp;&nbsp;&nbsp;&nbsp; 7321 |
| &nbsp;&nbsp;&nbsp;East Japan Railway Co. | 3.245% | &nbsp;&nbsp;&nbsp;&nbsp; 9/8/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5792 |
| &nbsp;&nbsp;&nbsp;East Japan Railway Co. | 4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 6/14/34 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 2800 | &nbsp;&nbsp;&nbsp;&nbsp; 3653 |
| &nbsp;&nbsp;&nbsp;East Japan Railway Co. | 1.104% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/39 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3714 | &nbsp;&nbsp;&nbsp;&nbsp; 2975 |
| &nbsp;&nbsp;&nbsp;East Japan Railway Co. | 4.110% | &nbsp;&nbsp;&nbsp;&nbsp; 2/22/43 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 8500 | &nbsp;&nbsp;&nbsp;&nbsp; 9764 |
| &nbsp;&nbsp;&nbsp;East Nippon Expressway Co. Ltd. | 0.230% | &nbsp;&nbsp;&nbsp;&nbsp; 6/18/27 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 400000 | &nbsp;&nbsp;&nbsp;&nbsp; 2759 |
| &nbsp;&nbsp;&nbsp;East Nippon Expressway Co. Ltd. | 0.140% | &nbsp;&nbsp;&nbsp;&nbsp; 7/31/29 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 670000 | &nbsp;&nbsp;&nbsp;&nbsp; 4508 |
| &nbsp;&nbsp;&nbsp;East Nippon Expressway Co. Ltd. | 0.140% | &nbsp;&nbsp;&nbsp;&nbsp; 11/29/29 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 100000 | &nbsp;&nbsp;&nbsp;&nbsp; 670 |
| &nbsp;&nbsp;&nbsp;East Nippon Expressway Co. Ltd. | 0.220% | &nbsp;&nbsp;&nbsp;&nbsp; 1/31/30 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 230000 | &nbsp;&nbsp;&nbsp;&nbsp; 1544 |
| &nbsp;&nbsp;&nbsp;East Nippon Expressway Co. Ltd. | 0.230% | &nbsp;&nbsp;&nbsp;&nbsp; 4/23/31 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 300000 | &nbsp;&nbsp;&nbsp;&nbsp; 1988 |
| &nbsp;&nbsp;&nbsp;East Nippon Expressway Co. Ltd. | 0.140% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 90000 | &nbsp;&nbsp;&nbsp;&nbsp; 591 |
| &nbsp;&nbsp;&nbsp;ENEOS Holdings Inc. | 0.834% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 300000 | &nbsp;&nbsp;&nbsp;&nbsp; 2005 |
| &nbsp;&nbsp;&nbsp;Fast Retailing Co. Ltd. | 0.405% | &nbsp;&nbsp;&nbsp;&nbsp; 6/6/28 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 600000 | &nbsp;&nbsp;&nbsp;&nbsp; 4115 |
| &nbsp;&nbsp;&nbsp;FUJIFILM Holdings Corp. | 0.195% | &nbsp;&nbsp;&nbsp;&nbsp; 4/20/27 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 1379 |
| &nbsp;&nbsp;&nbsp;Hikari Tsushin Inc. | 1.790% | &nbsp;&nbsp;&nbsp;&nbsp; 3/23/33 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 1302 |
| &nbsp;&nbsp;&nbsp;Hitachi Ltd. | 0.290% | &nbsp;&nbsp;&nbsp;&nbsp; 3/12/30 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 100000 | &nbsp;&nbsp;&nbsp;&nbsp; 669 |
| &nbsp;&nbsp;&nbsp;JT International Financial Services BV | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 11/26/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1545 | &nbsp;&nbsp;&nbsp;&nbsp; 1613 |
| &nbsp;&nbsp;&nbsp;JT International Financial Services BV | 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 9/28/33 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 2599 | &nbsp;&nbsp;&nbsp;&nbsp; 2860 |
| &nbsp;&nbsp;&nbsp;Kansai Electric Power Co. Inc. | 0.470% | &nbsp;&nbsp;&nbsp;&nbsp; 5/25/27 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 289000 | &nbsp;&nbsp;&nbsp;&nbsp; 2000 |
| &nbsp;&nbsp;&nbsp;Kansai Electric Power Co. Inc. | 0.490% | &nbsp;&nbsp;&nbsp;&nbsp; 7/23/27 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 125000 | &nbsp;&nbsp;&nbsp;&nbsp; 864 |
| &nbsp;&nbsp;&nbsp;Kansai Electric Power Co. Inc. | 0.460% | &nbsp;&nbsp;&nbsp;&nbsp; 12/20/27 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 359000 | &nbsp;&nbsp;&nbsp;&nbsp; 2474 |
| &nbsp;&nbsp;&nbsp;Kansai Electric Power Co. Inc. | 0.435% | &nbsp;&nbsp;&nbsp;&nbsp; 4/25/28 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 400000 | &nbsp;&nbsp;&nbsp;&nbsp; 2746 |
| &nbsp;&nbsp;&nbsp;Kansai Electric Power Co. Inc. | 0.405% | &nbsp;&nbsp;&nbsp;&nbsp; 6/20/29 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 300000 | &nbsp;&nbsp;&nbsp;&nbsp; 2033 |
| &nbsp;&nbsp;&nbsp;Kansai Electric Power Co. Inc. | 0.440% | &nbsp;&nbsp;&nbsp;&nbsp; 12/20/30 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 327000 | &nbsp;&nbsp;&nbsp;&nbsp; 2174 |
| &nbsp;&nbsp;&nbsp;Kansai Electric Power Co. Inc. | 0.370% | &nbsp;&nbsp;&nbsp;&nbsp; 9/19/31 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 187000 | &nbsp;&nbsp;&nbsp;&nbsp; 1205 |
| &nbsp;&nbsp;&nbsp;Kirin Holdings Co. Ltd. | 0.090% | &nbsp;&nbsp;&nbsp;&nbsp; 6/3/26 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 1388 |
| &nbsp;&nbsp;&nbsp;Kubota Corp. | 0.300% | &nbsp;&nbsp;&nbsp;&nbsp; 6/2/27 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 500000 | &nbsp;&nbsp;&nbsp;&nbsp; 3447 |
| &nbsp;&nbsp;&nbsp;Kyushu Electric Power Co. Inc. | 0.360% | &nbsp;&nbsp;&nbsp;&nbsp; 4/23/27 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 100000 | &nbsp;&nbsp;&nbsp;&nbsp; 691 |

---

------

Total International Bond Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;&nbsp;&nbsp;Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| &nbsp;&nbsp;&nbsp;Kyushu Electric Power Co. Inc. | 0.430% | &nbsp;&nbsp;&nbsp;&nbsp; 5/25/29 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 191000 | &nbsp;&nbsp;&nbsp;&nbsp; 1298 |
| &nbsp;&nbsp;&nbsp;Kyushu Electric Power Co. Inc. | 0.340% | &nbsp;&nbsp;&nbsp;&nbsp; 4/25/31 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 100000 | &nbsp;&nbsp;&nbsp;&nbsp; 658 |
| &nbsp;&nbsp;&nbsp;Mitsubishi Corp. | 1.518% | &nbsp;&nbsp;&nbsp;&nbsp; 6/25/32 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 700000 | &nbsp;&nbsp;&nbsp;&nbsp; 4949 |
| &nbsp;&nbsp;&nbsp;Mitsubishi Heavy Industries Ltd. | 0.270% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 400000 | &nbsp;&nbsp;&nbsp;&nbsp; 2621 |
| &nbsp;&nbsp;&nbsp;Mitsubishi UFJ Financial Group Inc. | 0.250% | &nbsp;&nbsp;&nbsp;&nbsp; 11/4/27 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 100000 | &nbsp;&nbsp;&nbsp;&nbsp; 691 |
| &nbsp;&nbsp;&nbsp;Mitsubishi UFJ Financial Group Inc. | 1.029% | &nbsp;&nbsp;&nbsp;&nbsp; 3/7/29 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 400000 | &nbsp;&nbsp;&nbsp;&nbsp; 2779 |
| &nbsp;&nbsp;&nbsp;Mitsubishi UFJ Financial Group Inc. | 0.848% | &nbsp;&nbsp;&nbsp;&nbsp; 7/19/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 8179 | &nbsp;&nbsp;&nbsp;&nbsp; 8509 |
| &nbsp;&nbsp;&nbsp;Mitsubishi UFJ Financial Group Inc. | 3.556% | &nbsp;&nbsp;&nbsp;&nbsp; 9/5/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7000 | &nbsp;&nbsp;&nbsp;&nbsp; 7993 |
| &nbsp;&nbsp;&nbsp;Mitsui Fudosan Co. Ltd. | 0.810% | &nbsp;&nbsp;&nbsp;&nbsp; 6/6/33 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 400000 | &nbsp;&nbsp;&nbsp;&nbsp; 2627 |
| &nbsp;&nbsp;&nbsp;Mitsui Fudosan Co. Ltd. | 1.057% | &nbsp;&nbsp;&nbsp;&nbsp; 9/12/33 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 1100000 | &nbsp;&nbsp;&nbsp;&nbsp; 7335 |
| &nbsp;&nbsp;&nbsp;Mizuho Financial Group Inc. | 0.650% | &nbsp;&nbsp;&nbsp;&nbsp; 1/26/27 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 134000 | &nbsp;&nbsp;&nbsp;&nbsp; 928 |
| &nbsp;&nbsp;&nbsp;Mizuho Financial Group Inc. | 5.628% | &nbsp;&nbsp;&nbsp;&nbsp; 6/13/28 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp;&nbsp; 2734 |
| &nbsp;&nbsp;&nbsp;Mizuho Financial Group Inc. | 0.402% | &nbsp;&nbsp;&nbsp;&nbsp; 9/6/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2543 | &nbsp;&nbsp;&nbsp;&nbsp; 2586 |
| &nbsp;&nbsp;&nbsp;Mizuho Financial Group Inc. | 0.797% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5087 | &nbsp;&nbsp;&nbsp;&nbsp; 5162 |
| &nbsp;&nbsp;&nbsp;Mizuho Financial Group Inc. | 0.895% | &nbsp;&nbsp;&nbsp;&nbsp; 6/24/30 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 100000 | &nbsp;&nbsp;&nbsp;&nbsp; 674 |
| &nbsp;&nbsp;&nbsp;Mizuho Financial Group Inc. | 0.693% | &nbsp;&nbsp;&nbsp;&nbsp; 10/7/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 18700 | &nbsp;&nbsp;&nbsp;&nbsp; 18588 |
| &nbsp;&nbsp;&nbsp;Mizuho Financial Group Inc. | 4.029% | &nbsp;&nbsp;&nbsp;&nbsp; 9/5/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3000 | &nbsp;&nbsp;&nbsp;&nbsp; 3508 |
| &nbsp;&nbsp;&nbsp;Nomura Holdings Inc. | 0.280% | &nbsp;&nbsp;&nbsp;&nbsp; 9/4/26 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 100000 | &nbsp;&nbsp;&nbsp;&nbsp; 692 |
| &nbsp;&nbsp;&nbsp;NTT Finance Corp. | 0.280% | &nbsp;&nbsp;&nbsp;&nbsp; 12/20/27 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 300000 | &nbsp;&nbsp;&nbsp;&nbsp; 2056 |
| &nbsp;&nbsp;&nbsp;NTT Finance Corp. | 0.614% | &nbsp;&nbsp;&nbsp;&nbsp; 9/20/28 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 400000 | &nbsp;&nbsp;&nbsp;&nbsp; 2750 |
| &nbsp;&nbsp;&nbsp;NTT Finance Corp. | 0.399% | &nbsp;&nbsp;&nbsp;&nbsp; 12/13/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10600 | &nbsp;&nbsp;&nbsp;&nbsp; 11103 |
| &nbsp;&nbsp;&nbsp;NTT Finance Corp. | 0.967% | &nbsp;&nbsp;&nbsp;&nbsp; 6/20/29 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 600000 | &nbsp;&nbsp;&nbsp;&nbsp; 4149 |
| &nbsp;&nbsp;&nbsp;NTT Finance Corp. | 0.923% | &nbsp;&nbsp;&nbsp;&nbsp; 12/20/29 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 500000 | &nbsp;&nbsp;&nbsp;&nbsp; 3443 |
| &nbsp;&nbsp;&nbsp;NTT Finance Corp. | 0.648% | &nbsp;&nbsp;&nbsp;&nbsp; 6/20/30 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 1000000 | &nbsp;&nbsp;&nbsp;&nbsp; 6752 |
| &nbsp;&nbsp;&nbsp;NTT Finance Corp. | 0.380% | &nbsp;&nbsp;&nbsp;&nbsp; 9/20/30 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 3100000 | &nbsp;&nbsp;&nbsp;&nbsp; 20606 |
| &nbsp;&nbsp;&nbsp;NTT Finance Corp. | 3.359% | &nbsp;&nbsp;&nbsp;&nbsp; 3/12/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5780 |
| &nbsp;&nbsp;&nbsp;NTT Finance Corp. | 0.270% | &nbsp;&nbsp;&nbsp;&nbsp; 9/19/31 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 1303 |
| &nbsp;&nbsp;&nbsp;NTT Finance Corp. | 0.838% | &nbsp;&nbsp;&nbsp;&nbsp; 6/20/33 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 1100000 | &nbsp;&nbsp;&nbsp;&nbsp; 7218 |
| &nbsp;&nbsp;&nbsp;NTT Finance Corp. | 1.476% | &nbsp;&nbsp;&nbsp;&nbsp; 3/17/34 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 300000 | &nbsp;&nbsp;&nbsp;&nbsp; 2050 |
| &nbsp;&nbsp;&nbsp;ORIX Corp. | 4.477% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3500 | &nbsp;&nbsp;&nbsp;&nbsp; 4161 |
| &nbsp;&nbsp;&nbsp;ORIX Corp. | 3.780% | &nbsp;&nbsp;&nbsp;&nbsp; 5/29/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1900 | &nbsp;&nbsp;&nbsp;&nbsp; 2207 |
| &nbsp;&nbsp;&nbsp;Panasonic Holdings Corp. | 0.470% | &nbsp;&nbsp;&nbsp;&nbsp; 9/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 800000 | &nbsp;&nbsp;&nbsp;&nbsp; 5538 |
| &nbsp;&nbsp;&nbsp;Panasonic Holdings Corp. | 0.709% | &nbsp;&nbsp;&nbsp;&nbsp; 9/14/28 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 500000 | &nbsp;&nbsp;&nbsp;&nbsp; 3439 |
| &nbsp;&nbsp;&nbsp;Panasonic Holdings Corp. | 0.370% | &nbsp;&nbsp;&nbsp;&nbsp; 3/5/30 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 1331 |
| &nbsp;&nbsp;&nbsp;Panasonic Holdings Corp. | 1.342% | &nbsp;&nbsp;&nbsp;&nbsp; 9/14/33 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 400000 | &nbsp;&nbsp;&nbsp;&nbsp; 2716 |
| &nbsp;&nbsp;&nbsp;Seven & i Holdings Co. Ltd. | 0.280% | &nbsp;&nbsp;&nbsp;&nbsp; 12/20/27 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 100000 | &nbsp;&nbsp;&nbsp;&nbsp; 682 |
| &nbsp;&nbsp;&nbsp;Seven & i Holdings Co. Ltd. | 1.392% | &nbsp;&nbsp;&nbsp;&nbsp; 11/2/33 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 400000 | &nbsp;&nbsp;&nbsp;&nbsp; 2665 |
| &nbsp;&nbsp;&nbsp;Shinkin Central Bank | 0.720% | &nbsp;&nbsp;&nbsp;&nbsp; 6/27/29 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 300000 | &nbsp;&nbsp;&nbsp;&nbsp; 2072 |
| &nbsp;&nbsp;&nbsp;Sompo Japan Insurance Inc. | 0.425% | &nbsp;&nbsp;&nbsp;&nbsp; 10/14/27 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 1377 |
| &nbsp;&nbsp;&nbsp;Sony Group Corp. | 0.300% | &nbsp;&nbsp;&nbsp;&nbsp; 10/10/29 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 500000 | &nbsp;&nbsp;&nbsp;&nbsp; 3373 |
| &nbsp;&nbsp;&nbsp;Sumitomo Electric Industries Ltd. | 0.809% | &nbsp;&nbsp;&nbsp;&nbsp; 7/13/33 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 1324 |
| &nbsp;&nbsp;&nbsp;Sumitomo Mitsui Banking Corp. | 0.267% | &nbsp;&nbsp;&nbsp;&nbsp; 6/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5087 | &nbsp;&nbsp;&nbsp;&nbsp; 5637 |
| &nbsp;&nbsp;&nbsp;Sumitomo Mitsui Banking Corp. | 0.409% | &nbsp;&nbsp;&nbsp;&nbsp; 11/7/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3541 | &nbsp;&nbsp;&nbsp;&nbsp; 3639 |
| &nbsp;&nbsp;&nbsp;Sumitomo Mitsui Financial Group Inc. | 1.546% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5745 | &nbsp;&nbsp;&nbsp;&nbsp; 6443 |
| &nbsp;&nbsp;&nbsp;Sumitomo Mitsui Financial Group Inc. | 1.054% | &nbsp;&nbsp;&nbsp;&nbsp; 1/26/29 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 800000 | &nbsp;&nbsp;&nbsp;&nbsp; 5570 |
| &nbsp;&nbsp;&nbsp;Sumitomo Mitsui Financial Group Inc. | 0.750% | &nbsp;&nbsp;&nbsp;&nbsp; 6/8/29 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 900000 | &nbsp;&nbsp;&nbsp;&nbsp; 6189 |
| &nbsp;&nbsp;&nbsp;Sumitomo Mitsui Financial Group Inc. | 0.632% | &nbsp;&nbsp;&nbsp;&nbsp; 10/23/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 11635 | &nbsp;&nbsp;&nbsp;&nbsp; 11872 |
| &nbsp;&nbsp;&nbsp;Sumitomo Mitsui Trust Bank Ltd. | 0.010% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 9232 | &nbsp;&nbsp;&nbsp;&nbsp; 9885 |
| &nbsp;&nbsp;&nbsp;Suntory Holdings Ltd. | 0.300% | &nbsp;&nbsp;&nbsp;&nbsp; 6/8/27 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 100000 | &nbsp;&nbsp;&nbsp;&nbsp; 688 |
| &nbsp;&nbsp;&nbsp;Suntory Holdings Ltd. | 0.800% | &nbsp;&nbsp;&nbsp;&nbsp; 5/25/33 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 1312 |
| &nbsp;&nbsp;&nbsp;Takeda Pharmaceutical Co. Ltd. | 2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 11/21/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4419 | &nbsp;&nbsp;&nbsp;&nbsp; 4985 |
| &nbsp;&nbsp;&nbsp;Takeda Pharmaceutical Co. Ltd. | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 11/21/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 13514 | &nbsp;&nbsp;&nbsp;&nbsp; 15324 |
| &nbsp;&nbsp;&nbsp;Takeda Pharmaceutical Co. Ltd. | 0.400% | &nbsp;&nbsp;&nbsp;&nbsp; 10/14/31 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 900000 | &nbsp;&nbsp;&nbsp;&nbsp; 5885 |
| &nbsp;&nbsp;&nbsp;Takeda Pharmaceutical Co. Ltd. | 1.375% | &nbsp;&nbsp;&nbsp;&nbsp; 7/9/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2500 | &nbsp;&nbsp;&nbsp;&nbsp; 2506 |
| &nbsp;&nbsp;&nbsp;Takeda Pharmaceutical Co. Ltd. | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/9/40 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4364 | &nbsp;&nbsp;&nbsp;&nbsp; 3860 |
| &nbsp;&nbsp;&nbsp;TDK Corp. | 0.430% | &nbsp;&nbsp;&nbsp;&nbsp; 7/26/30 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 100000 | &nbsp;&nbsp;&nbsp;&nbsp; 668 |
| &nbsp;&nbsp;&nbsp;Toyota Finance Corp. | 0.370% | &nbsp;&nbsp;&nbsp;&nbsp; 10/13/26 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 500000 | &nbsp;&nbsp;&nbsp;&nbsp; 3473 |
| &nbsp;&nbsp;&nbsp;Toyota Motor Corp. | 0.219% | &nbsp;&nbsp;&nbsp;&nbsp; 3/18/31 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 500000 | &nbsp;&nbsp;&nbsp;&nbsp; 3303 |
| &nbsp;&nbsp;&nbsp;Toyota Motor Corp. | 0.735% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 300000 | &nbsp;&nbsp;&nbsp;&nbsp; 1994 |
| &nbsp;&nbsp;&nbsp;Toyota Motor Finance Netherlands BV | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/2/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4800 | &nbsp;&nbsp;&nbsp;&nbsp; 5588 |
| &nbsp;&nbsp;&nbsp;West Nippon Expressway Co. Ltd. | 0.170% | &nbsp;&nbsp;&nbsp;&nbsp; 5/22/26 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 560000 | &nbsp;&nbsp;&nbsp;&nbsp; 3893 |
| &nbsp;&nbsp;&nbsp;West Nippon Expressway Co. Ltd. | 0.175% | &nbsp;&nbsp;&nbsp;&nbsp; 8/28/26 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 1260000 | &nbsp;&nbsp;&nbsp;&nbsp; 8744 |
| &nbsp;&nbsp;&nbsp;West Nippon Expressway Co. Ltd. | 0.040% | &nbsp;&nbsp;&nbsp;&nbsp; 9/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 100000 | &nbsp;&nbsp;&nbsp;&nbsp; 692 |
| &nbsp;&nbsp;&nbsp;West Nippon Expressway Co. Ltd. | 0.200% | &nbsp;&nbsp;&nbsp;&nbsp; 10/19/26 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 100000 | &nbsp;&nbsp;&nbsp;&nbsp; 693 |
| &nbsp;&nbsp;&nbsp;West Nippon Expressway Co. Ltd. | 0.100% | &nbsp;&nbsp;&nbsp;&nbsp; 12/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 100000 | &nbsp;&nbsp;&nbsp;&nbsp; 691 |
| &nbsp;&nbsp;&nbsp;West Nippon Expressway Co. Ltd. | 0.105% | &nbsp;&nbsp;&nbsp;&nbsp; 3/19/27 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 500000 | &nbsp;&nbsp;&nbsp;&nbsp; 3447 |
| &nbsp;&nbsp;&nbsp;West Nippon Expressway Co. Ltd. | 0.225% | &nbsp;&nbsp;&nbsp;&nbsp; 6/18/27 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 100000 | &nbsp;&nbsp;&nbsp;&nbsp; 690 |
| &nbsp;&nbsp;&nbsp;West Nippon Expressway Co. Ltd. | 0.315% | &nbsp;&nbsp;&nbsp;&nbsp; 9/17/27 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 1380 |
| &nbsp;&nbsp;&nbsp;West Nippon Expressway Co. Ltd. | 0.395% | &nbsp;&nbsp;&nbsp;&nbsp; 9/17/27 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 500000 | &nbsp;&nbsp;&nbsp;&nbsp; 3457 |
| &nbsp;&nbsp;&nbsp;West Nippon Expressway Co. Ltd. | 0.390% | &nbsp;&nbsp;&nbsp;&nbsp; 5/25/28 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 500000 | &nbsp;&nbsp;&nbsp;&nbsp; 3439 |

---

------

Total International Bond Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;&nbsp;&nbsp;Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| &nbsp;&nbsp;&nbsp;West Nippon Expressway Co. Ltd. | 0.369% | &nbsp;&nbsp;&nbsp;&nbsp; 7/27/28 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 1000000 | &nbsp;&nbsp;&nbsp;&nbsp; 6864 |
| &nbsp;&nbsp;&nbsp;West Nippon Expressway Co. Ltd. | 0.484% | &nbsp;&nbsp;&nbsp;&nbsp; 8/31/28 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 400000 | &nbsp;&nbsp;&nbsp;&nbsp; 2754 |
| &nbsp;&nbsp;&nbsp;West Nippon Expressway Co. Ltd. | 0.715% | &nbsp;&nbsp;&nbsp;&nbsp; 5/23/29 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 800000 | &nbsp;&nbsp;&nbsp;&nbsp; 5525 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **462791** |
| **Luxembourg (0.2%)** | **Luxembourg (0.2%)** | **Luxembourg (0.2%)** |  |  |  |
| &nbsp;&nbsp;&nbsp;Acef Holding SCA | 0.750% | &nbsp;&nbsp;&nbsp;&nbsp; 6/14/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1107 | &nbsp;&nbsp;&nbsp;&nbsp; 1168 |
| &nbsp;&nbsp;&nbsp;Acef Holding SCA | 1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 4/26/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4914 | &nbsp;&nbsp;&nbsp;&nbsp; 4999 |
| &nbsp;&nbsp;&nbsp;Aroundtown Finance Sarl | 8.625% | Perpetual | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 1200 | &nbsp;&nbsp;&nbsp;&nbsp; 1554 |
| &nbsp;&nbsp;&nbsp;AXA Logistics Europe Master SCA | 0.375% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3000 | &nbsp;&nbsp;&nbsp;&nbsp; 3271 |
| &nbsp;&nbsp;&nbsp;AXA Logistics Europe Master SCA | 0.875% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 800 | &nbsp;&nbsp;&nbsp;&nbsp; 814 |
| &nbsp;&nbsp;&nbsp;Bevco Lux Sarl | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/16/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3214 | &nbsp;&nbsp;&nbsp;&nbsp; 3234 |
| &nbsp;&nbsp;&nbsp;Blackstone Property Partners Europe Holdings Sarl | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/20/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3529 | &nbsp;&nbsp;&nbsp;&nbsp; 3900 |
| &nbsp;&nbsp;&nbsp;Blackstone Property Partners Europe Holdings Sarl | 1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 4/26/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4840 | &nbsp;&nbsp;&nbsp;&nbsp; 5284 |
| &nbsp;&nbsp;&nbsp;Blackstone Property Partners Europe Holdings Sarl | 2.625% | &nbsp;&nbsp;&nbsp;&nbsp; 10/20/28 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 2800 | &nbsp;&nbsp;&nbsp;&nbsp; 3432 |
| &nbsp;&nbsp;&nbsp;Blackstone Property Partners Europe Holdings Sarl | 3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 10/29/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6900 | &nbsp;&nbsp;&nbsp;&nbsp; 7819 |
| &nbsp;&nbsp;&nbsp;Blackstone Property Partners Europe Holdings Sarl | 4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 4/29/32 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 2800 | &nbsp;&nbsp;&nbsp;&nbsp; 3506 |
| &nbsp;&nbsp;&nbsp;CBRE Global Investors Open-Ended Fund SCA SICAV-SIF Pan European Core Fund | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 1/27/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4000 | &nbsp;&nbsp;&nbsp;&nbsp; 4230 |
| &nbsp;&nbsp;&nbsp;CBRE Global Investors Open-Ended Fund SCA SICAV-SIF Pan European Core Fund | 0.900% | &nbsp;&nbsp;&nbsp;&nbsp; 10/12/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1400 | &nbsp;&nbsp;&nbsp;&nbsp; 1423 |
| &nbsp;&nbsp;&nbsp;Eurofins Scientific SE | 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 7/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2300 | &nbsp;&nbsp;&nbsp;&nbsp; 2634 |
| &nbsp;&nbsp;&nbsp;Eurofins Scientific SE | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/6/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5843 | &nbsp;&nbsp;&nbsp;&nbsp; 6797 |
| &nbsp;&nbsp;&nbsp;Eurofins Scientific SE | 0.875% | &nbsp;&nbsp;&nbsp;&nbsp; 5/19/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3500 | &nbsp;&nbsp;&nbsp;&nbsp; 3358 |
| &nbsp;&nbsp;&nbsp;JAB Holdings BV | 1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 6/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7100 | &nbsp;&nbsp;&nbsp;&nbsp; 7981 |
| &nbsp;&nbsp;&nbsp;JAB Holdings BV | 2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/17/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2500 | &nbsp;&nbsp;&nbsp;&nbsp; 2822 |
| &nbsp;&nbsp;&nbsp;JAB Holdings BV | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 12/20/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3000 | &nbsp;&nbsp;&nbsp;&nbsp; 3247 |
| &nbsp;&nbsp;&nbsp;JAB Holdings BV | 2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/25/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6400 | &nbsp;&nbsp;&nbsp;&nbsp; 7120 |
| &nbsp;&nbsp;&nbsp;JAB Holdings BV | 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 6/29/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6000 | &nbsp;&nbsp;&nbsp;&nbsp; 7187 |
| &nbsp;&nbsp;&nbsp;JAB Holdings BV | 3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 4/17/35 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3000 | &nbsp;&nbsp;&nbsp;&nbsp; 3238 |
| &nbsp;&nbsp;&nbsp;JAB Holdings BV | 2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 12/19/39 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7900 | &nbsp;&nbsp;&nbsp;&nbsp; 6740 |
| &nbsp;&nbsp;&nbsp;Logicor Financing Sarl | 1.625% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5087 | &nbsp;&nbsp;&nbsp;&nbsp; 5579 |
| &nbsp;&nbsp;&nbsp;Logicor Financing Sarl | 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 11/13/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5980 | &nbsp;&nbsp;&nbsp;&nbsp; 6745 |
| &nbsp;&nbsp;&nbsp;Logicor Financing Sarl | 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5844 |
| &nbsp;&nbsp;&nbsp;Logicor Financing Sarl | 0.875% | &nbsp;&nbsp;&nbsp;&nbsp; 1/14/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3914 | &nbsp;&nbsp;&nbsp;&nbsp; 3787 |
| &nbsp;&nbsp;&nbsp;P3 Group Sarl | 1.625% | &nbsp;&nbsp;&nbsp;&nbsp; 1/26/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2500 | &nbsp;&nbsp;&nbsp;&nbsp; 2645 |
| &nbsp;&nbsp;&nbsp;Prologis International Funding II SA | 1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6125 | &nbsp;&nbsp;&nbsp;&nbsp; 6753 |
| &nbsp;&nbsp;&nbsp;Prologis International Funding II SA | 0.875% | &nbsp;&nbsp;&nbsp;&nbsp; 7/9/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3042 | &nbsp;&nbsp;&nbsp;&nbsp; 3164 |
| &nbsp;&nbsp;&nbsp;Prologis International Funding II SA | 3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 3/7/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2500 | &nbsp;&nbsp;&nbsp;&nbsp; 2891 |
| &nbsp;&nbsp;&nbsp;Prologis International Funding II SA | 3.125% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3000 | &nbsp;&nbsp;&nbsp;&nbsp; 3356 |
| &nbsp;&nbsp;&nbsp;Prologis International Funding II SA | 1.625% | &nbsp;&nbsp;&nbsp;&nbsp; 6/17/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2819 | &nbsp;&nbsp;&nbsp;&nbsp; 2832 |
| &nbsp;&nbsp;&nbsp;Prologis International Funding II SA | 3.700% | &nbsp;&nbsp;&nbsp;&nbsp; 10/7/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2300 | &nbsp;&nbsp;&nbsp;&nbsp; 2574 |
| &nbsp;&nbsp;&nbsp;SELP Finance Sarl | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 12/20/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7448 | &nbsp;&nbsp;&nbsp;&nbsp; 8279 |
| &nbsp;&nbsp;&nbsp;SELP Finance Sarl | 0.875% | &nbsp;&nbsp;&nbsp;&nbsp; 5/27/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1000 | &nbsp;&nbsp;&nbsp;&nbsp; 1035 |
| &nbsp;&nbsp;&nbsp;SES SA | 0.875% | &nbsp;&nbsp;&nbsp;&nbsp; 11/4/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1590 | &nbsp;&nbsp;&nbsp;&nbsp; 1700 |
| &nbsp;&nbsp;&nbsp;SES SA | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/2/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1900 | &nbsp;&nbsp;&nbsp;&nbsp; 2053 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **154995** |
| **Mexico (0.0%)** | **Mexico (0.0%)** | **Mexico (0.0%)** |  |  |  |
| &nbsp;&nbsp;&nbsp;America Movil SAB de CV | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/27/26 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 3161 | &nbsp;&nbsp;&nbsp;&nbsp; 4223 |
| &nbsp;&nbsp;&nbsp;America Movil SAB de CV | 0.750% | &nbsp;&nbsp;&nbsp;&nbsp; 6/26/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2159 | &nbsp;&nbsp;&nbsp;&nbsp; 2347 |
| &nbsp;&nbsp;&nbsp;America Movil SAB de CV | 2.125% | &nbsp;&nbsp;&nbsp;&nbsp; 3/10/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2599 | &nbsp;&nbsp;&nbsp;&nbsp; 2887 |
| &nbsp;&nbsp;&nbsp;America Movil SAB de CV | 5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 6/28/30 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 2990 | &nbsp;&nbsp;&nbsp;&nbsp; 4098 |
| &nbsp;&nbsp;&nbsp;America Movil SAB de CV | 4.948% | &nbsp;&nbsp;&nbsp;&nbsp; 7/22/33 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 900 | &nbsp;&nbsp;&nbsp;&nbsp; 1158 |
| &nbsp;&nbsp;&nbsp;America Movil SAB de CV | 4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 8/7/41 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 3096 | &nbsp;&nbsp;&nbsp;&nbsp; 3383 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **18096** |
| **Netherlands (1.0%)** | **Netherlands (1.0%)** | **Netherlands (1.0%)** |  |  |  |
| &nbsp;&nbsp;&nbsp;ABN AMRO Bank NV | 2.375% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10700 | &nbsp;&nbsp;&nbsp;&nbsp; 12069 |
| &nbsp;&nbsp;&nbsp;ABN AMRO Bank NV | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/16/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5867 |
| &nbsp;&nbsp;&nbsp;ABN AMRO Bank NV | 5.125% | &nbsp;&nbsp;&nbsp;&nbsp; 2/22/28 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 7500 | &nbsp;&nbsp;&nbsp;&nbsp; 10094 |
| &nbsp;&nbsp;&nbsp;ABN AMRO Bank NV | 4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 10/20/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 13000 | &nbsp;&nbsp;&nbsp;&nbsp; 15465 |
| &nbsp;&nbsp;&nbsp;ABN AMRO Bank NV | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 9/30/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 11107 | &nbsp;&nbsp;&nbsp;&nbsp; 11952 |
| &nbsp;&nbsp;&nbsp;ABN AMRO Bank NV | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/13/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4000 | &nbsp;&nbsp;&nbsp;&nbsp; 4148 |
| &nbsp;&nbsp;&nbsp;ABN AMRO Bank NV | 5.125% | &nbsp;&nbsp;&nbsp;&nbsp; 2/22/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10000 | &nbsp;&nbsp;&nbsp;&nbsp; 11790 |
| &nbsp;&nbsp;&nbsp;ABN AMRO Bank NV | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/2/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 4694 |
| &nbsp;&nbsp;&nbsp;ABN AMRO Bank NV | 1.375% | &nbsp;&nbsp;&nbsp;&nbsp; 1/10/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7300 | &nbsp;&nbsp;&nbsp;&nbsp; 7333 |
| &nbsp;&nbsp;&nbsp;ABN AMRO Bank NV | 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 11/21/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 12000 | &nbsp;&nbsp;&nbsp;&nbsp; 14607 |
| &nbsp;&nbsp;&nbsp;ABN AMRO Bank NV | 0.375% | &nbsp;&nbsp;&nbsp;&nbsp; 1/14/35 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 20400 | &nbsp;&nbsp;&nbsp;&nbsp; 18113 |
| &nbsp;&nbsp;&nbsp;ABN AMRO Bank NV | 1.375% | &nbsp;&nbsp;&nbsp;&nbsp; 1/12/37 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 11100 | &nbsp;&nbsp;&nbsp;&nbsp; 10451 |
| &nbsp;&nbsp;&nbsp;ABN AMRO Bank NV | 1.125% | &nbsp;&nbsp;&nbsp;&nbsp; 4/23/39 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2500 | &nbsp;&nbsp;&nbsp;&nbsp; 2153 |
| &nbsp;&nbsp;&nbsp;ABN AMRO Bank NV | 0.400% | &nbsp;&nbsp;&nbsp;&nbsp; 9/17/41 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10000 | &nbsp;&nbsp;&nbsp;&nbsp; 7111 |
| &nbsp;&nbsp;&nbsp;Achmea BV | 6.750% | &nbsp;&nbsp;&nbsp;&nbsp; 12/26/43 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3000 | &nbsp;&nbsp;&nbsp;&nbsp; 3802 |
| &nbsp;&nbsp;&nbsp;Achmea BV | 5.625% | &nbsp;&nbsp;&nbsp;&nbsp; 11/2/44 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2700 | &nbsp;&nbsp;&nbsp;&nbsp; 3194 |

---

------

Total International Bond Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;&nbsp;&nbsp;Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| &nbsp;&nbsp;&nbsp;Akzo Nobel NV | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/28/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4000 | &nbsp;&nbsp;&nbsp;&nbsp; 4363 |
| &nbsp;&nbsp;&nbsp;Akzo Nobel NV | 1.625% | &nbsp;&nbsp;&nbsp;&nbsp; 4/14/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4600 | &nbsp;&nbsp;&nbsp;&nbsp; 4843 |
| &nbsp;&nbsp;&nbsp;Akzo Nobel NV | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/24/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5820 |
| &nbsp;&nbsp;&nbsp;Alliander NV | 0.375% | &nbsp;&nbsp;&nbsp;&nbsp; 6/10/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6316 | &nbsp;&nbsp;&nbsp;&nbsp; 6343 |
| &nbsp;&nbsp;&nbsp;ASML Holding NV | 1.375% | &nbsp;&nbsp;&nbsp;&nbsp; 7/7/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 13525 | &nbsp;&nbsp;&nbsp;&nbsp; 15155 |
| &nbsp;&nbsp;&nbsp;ASML Holding NV | 1.625% | &nbsp;&nbsp;&nbsp;&nbsp; 5/28/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 667 | &nbsp;&nbsp;&nbsp;&nbsp; 745 |
| &nbsp;&nbsp;&nbsp;ASML Holding NV | 0.625% | &nbsp;&nbsp;&nbsp;&nbsp; 5/7/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2214 | &nbsp;&nbsp;&nbsp;&nbsp; 2318 |
| &nbsp;&nbsp;&nbsp;ASR Nederland NV | 7.000% | &nbsp;&nbsp;&nbsp;&nbsp; 12/7/43 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7200 | &nbsp;&nbsp;&nbsp;&nbsp; 9463 |
| &nbsp;&nbsp;&nbsp;ASR Nederland NV | 3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 5/2/49 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3862 | &nbsp;&nbsp;&nbsp;&nbsp; 4290 |
| &nbsp;&nbsp;&nbsp;Ayvens Bank NV | 0.250% | &nbsp;&nbsp;&nbsp;&nbsp; 9/7/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3500 | &nbsp;&nbsp;&nbsp;&nbsp; 3852 |
| &nbsp;&nbsp;&nbsp;Citycon Treasury BV | 6.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/8/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1100 | &nbsp;&nbsp;&nbsp;&nbsp; 1320 |
| &nbsp;&nbsp;&nbsp;Cooperatieve Rabobank UA | 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/12/26 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 300 | &nbsp;&nbsp;&nbsp;&nbsp; 192 |
| &nbsp;&nbsp;&nbsp;Cooperatieve Rabobank UA | 3.125% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp; 3530 | &nbsp;&nbsp;&nbsp;&nbsp; 4434 |
| &nbsp;&nbsp;&nbsp;Cooperatieve Rabobank UA | 1.375% | &nbsp;&nbsp;&nbsp;&nbsp; 2/3/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2254 | &nbsp;&nbsp;&nbsp;&nbsp; 2510 |
| &nbsp;&nbsp;&nbsp;Cooperatieve Rabobank UA | 0.375% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 13100 | &nbsp;&nbsp;&nbsp;&nbsp; 14330 |
| &nbsp;&nbsp;&nbsp;Cooperatieve Rabobank UA | 0.875% | &nbsp;&nbsp;&nbsp;&nbsp; 2/8/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 16600 | &nbsp;&nbsp;&nbsp;&nbsp; 18187 |
| &nbsp;&nbsp;&nbsp;Cooperatieve Rabobank UA | 1.875% | &nbsp;&nbsp;&nbsp;&nbsp; 7/12/28 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 10400 | &nbsp;&nbsp;&nbsp;&nbsp; 13071 |
| &nbsp;&nbsp;&nbsp;Cooperatieve Rabobank UA | 0.875% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 15000 | &nbsp;&nbsp;&nbsp;&nbsp; 16118 |
| &nbsp;&nbsp;&nbsp;Cooperatieve Rabobank UA | 5.051% | &nbsp;&nbsp;&nbsp;&nbsp; 2/26/29 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 8300 | &nbsp;&nbsp;&nbsp;&nbsp; 5451 |
| &nbsp;&nbsp;&nbsp;Cooperatieve Rabobank UA | 4.233% | &nbsp;&nbsp;&nbsp;&nbsp; 4/25/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 13000 | &nbsp;&nbsp;&nbsp;&nbsp; 15335 |
| &nbsp;&nbsp;&nbsp;Cooperatieve Rabobank UA | 4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 5/23/29 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 3812 | &nbsp;&nbsp;&nbsp;&nbsp; 4972 |
| &nbsp;&nbsp;&nbsp;Cooperatieve Rabobank UA | 4.550% | &nbsp;&nbsp;&nbsp;&nbsp; 8/30/29 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 3642 | &nbsp;&nbsp;&nbsp;&nbsp; 4883 |
| &nbsp;&nbsp;&nbsp;Cooperatieve Rabobank UA | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/10/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 11000 | &nbsp;&nbsp;&nbsp;&nbsp; 13012 |
| &nbsp;&nbsp;&nbsp;Cooperatieve Rabobank UA | 0.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/2/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3000 | &nbsp;&nbsp;&nbsp;&nbsp; 2998 |
| &nbsp;&nbsp;&nbsp;Cooperatieve Rabobank UA | 1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/31/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3800 | &nbsp;&nbsp;&nbsp;&nbsp; 3907 |
| &nbsp;&nbsp;&nbsp;Cooperatieve Rabobank UA | 7.074% | &nbsp;&nbsp;&nbsp;&nbsp; 10/26/32 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 2700 | &nbsp;&nbsp;&nbsp;&nbsp; 1811 |
| &nbsp;&nbsp;&nbsp;Cooperatieve Rabobank UA | 3.106% | &nbsp;&nbsp;&nbsp;&nbsp; 6/7/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 12500 | &nbsp;&nbsp;&nbsp;&nbsp; 14500 |
| &nbsp;&nbsp;&nbsp;Cooperatieve Rabobank UA | 3.064% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10000 | &nbsp;&nbsp;&nbsp;&nbsp; 11544 |
| &nbsp;&nbsp;&nbsp;Cooperatieve Rabobank UA | 3.822% | &nbsp;&nbsp;&nbsp;&nbsp; 7/26/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 8000 | &nbsp;&nbsp;&nbsp;&nbsp; 9214 |
| &nbsp;&nbsp;&nbsp;Cooperatieve Rabobank UA | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/26/38 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 24400 | &nbsp;&nbsp;&nbsp;&nbsp; 22577 |
| &nbsp;&nbsp;&nbsp;Cooperatieve Rabobank UA | 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/23/41 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 484 | &nbsp;&nbsp;&nbsp;&nbsp; 620 |
| &nbsp;&nbsp;&nbsp;CTP NV | 0.750% | &nbsp;&nbsp;&nbsp;&nbsp; 2/18/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5214 | &nbsp;&nbsp;&nbsp;&nbsp; 5673 |
| &nbsp;&nbsp;&nbsp;CTP NV | 1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/21/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3200 | &nbsp;&nbsp;&nbsp;&nbsp; 3316 |
| &nbsp;&nbsp;&nbsp;CTP NV | 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 2/5/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3100 | &nbsp;&nbsp;&nbsp;&nbsp; 3675 |
| &nbsp;&nbsp;&nbsp;CTP NV | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 9/27/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1904 | &nbsp;&nbsp;&nbsp;&nbsp; 1874 |
| &nbsp;&nbsp;&nbsp;de Volksbank NV | 2.375% | &nbsp;&nbsp;&nbsp;&nbsp; 5/4/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 9300 | &nbsp;&nbsp;&nbsp;&nbsp; 10493 |
| &nbsp;&nbsp;&nbsp;de Volksbank NV | 0.750% | &nbsp;&nbsp;&nbsp;&nbsp; 5/18/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2500 | &nbsp;&nbsp;&nbsp;&nbsp; 2758 |
| &nbsp;&nbsp;&nbsp;de Volksbank NV | 0.375% | &nbsp;&nbsp;&nbsp;&nbsp; 3/3/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3700 | &nbsp;&nbsp;&nbsp;&nbsp; 3921 |
| &nbsp;&nbsp;&nbsp;de Volksbank NV | 0.750% | &nbsp;&nbsp;&nbsp;&nbsp; 10/24/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2543 | &nbsp;&nbsp;&nbsp;&nbsp; 2552 |
| &nbsp;&nbsp;&nbsp;DSM BV | 0.750% | &nbsp;&nbsp;&nbsp;&nbsp; 9/28/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 9400 | &nbsp;&nbsp;&nbsp;&nbsp; 10418 |
| &nbsp;&nbsp;&nbsp;DSM BV | 0.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/23/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7000 | &nbsp;&nbsp;&nbsp;&nbsp; 7406 |
| &nbsp;&nbsp;&nbsp;DSM BV | 0.625% | &nbsp;&nbsp;&nbsp;&nbsp; 6/23/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7500 | &nbsp;&nbsp;&nbsp;&nbsp; 7236 |
| &nbsp;&nbsp;&nbsp;Enexis Holding NV | 0.750% | &nbsp;&nbsp;&nbsp;&nbsp; 7/2/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp;&nbsp; 1996 |
| &nbsp;&nbsp;&nbsp;Enexis Holding NV | 3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 6/12/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5850 |
| &nbsp;&nbsp;&nbsp;Euronext NV | 1.125% | &nbsp;&nbsp;&nbsp;&nbsp; 6/12/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5300 | &nbsp;&nbsp;&nbsp;&nbsp; 5627 |
| &nbsp;&nbsp;&nbsp;Euronext NV | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/17/41 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2800 | &nbsp;&nbsp;&nbsp;&nbsp; 2315 |
| &nbsp;&nbsp;&nbsp;EXOR NV | 1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/18/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2708 | &nbsp;&nbsp;&nbsp;&nbsp; 2987 |
| &nbsp;&nbsp;&nbsp;EXOR NV | 2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 4/29/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5053 | &nbsp;&nbsp;&nbsp;&nbsp; 5493 |
| &nbsp;&nbsp;&nbsp;EXOR NV | 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 2/14/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1364 | &nbsp;&nbsp;&nbsp;&nbsp; 1557 |
| &nbsp;&nbsp;&nbsp;Heineken NV | 1.375% | &nbsp;&nbsp;&nbsp;&nbsp; 1/29/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5142 | &nbsp;&nbsp;&nbsp;&nbsp; 5722 |
| &nbsp;&nbsp;&nbsp;Heineken NV | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 10/3/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 400 | &nbsp;&nbsp;&nbsp;&nbsp; 431 |
| &nbsp;&nbsp;&nbsp;Heineken NV | 2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 3/30/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7631 | &nbsp;&nbsp;&nbsp;&nbsp; 8427 |
| &nbsp;&nbsp;&nbsp;Heineken NV | 3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 9/23/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7500 | &nbsp;&nbsp;&nbsp;&nbsp; 8880 |
| &nbsp;&nbsp;&nbsp;Heineken NV | 1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 5/7/40 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6471 | &nbsp;&nbsp;&nbsp;&nbsp; 5609 |
| &nbsp;&nbsp;&nbsp;IMCD NV | 4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 9/18/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4000 | &nbsp;&nbsp;&nbsp;&nbsp; 4748 |
| &nbsp;&nbsp;&nbsp;ING Bank NV | 0.875% | &nbsp;&nbsp;&nbsp;&nbsp; 4/11/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7900 | &nbsp;&nbsp;&nbsp;&nbsp; 8617 |
| &nbsp;&nbsp;&nbsp;ING Bank NV | 1.053% | &nbsp;&nbsp;&nbsp;&nbsp; 12/7/28 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 400000 | &nbsp;&nbsp;&nbsp;&nbsp; 2785 |
| &nbsp;&nbsp;&nbsp;ING Bank NV | 2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 2/21/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 30000 | &nbsp;&nbsp;&nbsp;&nbsp; 34060 |
| &nbsp;&nbsp;&nbsp;ING Bank NV | 0.125% | &nbsp;&nbsp;&nbsp;&nbsp; 12/8/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 15700 | &nbsp;&nbsp;&nbsp;&nbsp; 15101 |
| &nbsp;&nbsp;&nbsp;ING Groep NV | 0.375% | &nbsp;&nbsp;&nbsp;&nbsp; 9/29/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 27700 | &nbsp;&nbsp;&nbsp;&nbsp; 29637 |
| &nbsp;&nbsp;&nbsp;ING Groep NV | 0.250% | &nbsp;&nbsp;&nbsp;&nbsp; 2/18/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4400 | &nbsp;&nbsp;&nbsp;&nbsp; 4627 |
| &nbsp;&nbsp;&nbsp;ING Groep NV | 0.250% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2500 | &nbsp;&nbsp;&nbsp;&nbsp; 2555 |
| &nbsp;&nbsp;&nbsp;ING Groep NV | 0.875% | &nbsp;&nbsp;&nbsp;&nbsp; 11/29/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3000 | &nbsp;&nbsp;&nbsp;&nbsp; 3079 |
| &nbsp;&nbsp;&nbsp;ING Groep NV | 1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 2/16/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4500 | &nbsp;&nbsp;&nbsp;&nbsp; 4774 |
| &nbsp;&nbsp;&nbsp;ING Groep NV | 2.125% | &nbsp;&nbsp;&nbsp;&nbsp; 5/26/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7000 | &nbsp;&nbsp;&nbsp;&nbsp; 7852 |
| &nbsp;&nbsp;&nbsp;ING Groep NV | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 11/16/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5376 |
| &nbsp;&nbsp;&nbsp;ING Groep NV | 6.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/20/33 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 1500 | &nbsp;&nbsp;&nbsp;&nbsp; 2039 |
| &nbsp;&nbsp;&nbsp;ING Groep NV | 4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 8/24/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp;&nbsp; 2310 |
| &nbsp;&nbsp;&nbsp;ING Groep NV | 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 11/14/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp;&nbsp; 2511 |
| &nbsp;&nbsp;&nbsp;ING Groep NV | 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 5/23/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 15000 | &nbsp;&nbsp;&nbsp;&nbsp; 18197 |

---

------

Total International Bond Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;&nbsp;&nbsp;Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| &nbsp;&nbsp;&nbsp;ING Groep NV | 4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5808 |
| &nbsp;&nbsp;&nbsp;ING Groep NV | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/12/35 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp;&nbsp; 2314 |
| &nbsp;&nbsp;&nbsp;ING Groep NV | 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 9/3/35 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 8000 | &nbsp;&nbsp;&nbsp;&nbsp; 8993 |
| &nbsp;&nbsp;&nbsp;JDE Peet's NV | 0.625% | &nbsp;&nbsp;&nbsp;&nbsp; 2/9/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7700 | &nbsp;&nbsp;&nbsp;&nbsp; 8211 |
| &nbsp;&nbsp;&nbsp;JDE Peet's NV | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 1/16/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 9500 | &nbsp;&nbsp;&nbsp;&nbsp; 9827 |
| &nbsp;&nbsp;&nbsp;JDE Peet's NV | 4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 1/23/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5865 |
| &nbsp;&nbsp;&nbsp;JDE Peet's NV | 1.125% | &nbsp;&nbsp;&nbsp;&nbsp; 6/16/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3000 | &nbsp;&nbsp;&nbsp;&nbsp; 2792 |
| &nbsp;&nbsp;&nbsp;JDE Peet's NV | 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 1/23/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1500 | &nbsp;&nbsp;&nbsp;&nbsp; 1775 |
| &nbsp;&nbsp;&nbsp;Koninklijke Ahold Delhaize NV | 0.375% | &nbsp;&nbsp;&nbsp;&nbsp; 3/18/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2531 | &nbsp;&nbsp;&nbsp;&nbsp; 2539 |
| &nbsp;&nbsp;&nbsp;Koninklijke Ahold Delhaize NV | 3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 3/11/36 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp;&nbsp; 2304 |
| &nbsp;&nbsp;&nbsp;Koninklijke KPN NV | 5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 9/17/29 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 2771 | &nbsp;&nbsp;&nbsp;&nbsp; 3829 |
| &nbsp;&nbsp;&nbsp;Koninklijke KPN NV | 3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 7/3/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2500 | &nbsp;&nbsp;&nbsp;&nbsp; 2954 |
| &nbsp;&nbsp;&nbsp;Koninklijke KPN NV | 0.875% | &nbsp;&nbsp;&nbsp;&nbsp; 12/14/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6200 | &nbsp;&nbsp;&nbsp;&nbsp; 5898 |
| &nbsp;&nbsp;&nbsp;Koninklijke KPN NV | 3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 2/16/36 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5715 |
| &nbsp;&nbsp;&nbsp;Koninklijke Philips NV | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/22/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1100 | &nbsp;&nbsp;&nbsp;&nbsp; 1223 |
| &nbsp;&nbsp;&nbsp;Koninklijke Philips NV | 1.375% | &nbsp;&nbsp;&nbsp;&nbsp; 5/2/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3925 | &nbsp;&nbsp;&nbsp;&nbsp; 4291 |
| &nbsp;&nbsp;&nbsp;Koninklijke Philips NV | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/30/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5087 | &nbsp;&nbsp;&nbsp;&nbsp; 5517 |
| &nbsp;&nbsp;&nbsp;Louis Dreyfus Co. Finance BV | 1.625% | &nbsp;&nbsp;&nbsp;&nbsp; 4/28/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2200 | &nbsp;&nbsp;&nbsp;&nbsp; 2409 |
| &nbsp;&nbsp;&nbsp;Nationale-Nederlanden Bank NV | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 9/21/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2900 | &nbsp;&nbsp;&nbsp;&nbsp; 3055 |
| &nbsp;&nbsp;&nbsp;Nederlandse Gasunie NV | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/11/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6403 | &nbsp;&nbsp;&nbsp;&nbsp; 7175 |
| &nbsp;&nbsp;&nbsp;Nederlandse Gasunie NV | 0.375% | &nbsp;&nbsp;&nbsp;&nbsp; 10/3/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1545 | &nbsp;&nbsp;&nbsp;&nbsp; 1493 |
| &nbsp;&nbsp;&nbsp;NIBC Bank NV | 0.625% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5900 | &nbsp;&nbsp;&nbsp;&nbsp; 6577 |
| &nbsp;&nbsp;&nbsp;NIBC Bank NV | 0.250% | &nbsp;&nbsp;&nbsp;&nbsp; 9/9/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 9000 | &nbsp;&nbsp;&nbsp;&nbsp; 9870 |
| &nbsp;&nbsp;&nbsp;NIBC Bank NV | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/19/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7700 | &nbsp;&nbsp;&nbsp;&nbsp; 8466 |
| &nbsp;&nbsp;&nbsp;NIBC Bank NV | 1.875% | &nbsp;&nbsp;&nbsp;&nbsp; 6/16/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6200 | &nbsp;&nbsp;&nbsp;&nbsp; 6977 |
| &nbsp;&nbsp;&nbsp;NIBC Bank NV | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/11/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2500 | &nbsp;&nbsp;&nbsp;&nbsp; 2699 |
| &nbsp;&nbsp;&nbsp;NIBC Bank NV | 0.010% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5064 |
| &nbsp;&nbsp;&nbsp;NIBC Bank NV | 0.125% | &nbsp;&nbsp;&nbsp;&nbsp; 4/21/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 19700 | &nbsp;&nbsp;&nbsp;&nbsp; 19135 |
| &nbsp;&nbsp;&nbsp;NN Group NV | 1.625% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 230 | &nbsp;&nbsp;&nbsp;&nbsp; 257 |
| &nbsp;&nbsp;&nbsp;NN Group NV | 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp;&nbsp; 2401 |
| &nbsp;&nbsp;&nbsp;NN Group NV | 6.000% | &nbsp;&nbsp;&nbsp;&nbsp; 11/3/43 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5800 | &nbsp;&nbsp;&nbsp;&nbsp; 7240 |
| &nbsp;&nbsp;&nbsp;NN Group NV | 4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 1/13/48 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4809 | &nbsp;&nbsp;&nbsp;&nbsp; 5651 |
| &nbsp;&nbsp;&nbsp;PostNL NV | 0.625% | &nbsp;&nbsp;&nbsp;&nbsp; 9/23/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2543 | &nbsp;&nbsp;&nbsp;&nbsp; 2800 |
| &nbsp;&nbsp;&nbsp;RELX Finance BV | 3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 3/20/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2500 | &nbsp;&nbsp;&nbsp;&nbsp; 2830 |
| &nbsp;&nbsp;&nbsp;Royal Schiphol Group NV | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/6/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 18454 | &nbsp;&nbsp;&nbsp;&nbsp; 20360 |
| &nbsp;&nbsp;&nbsp;Sandoz Finance BV | 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 11/17/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2500 | &nbsp;&nbsp;&nbsp;&nbsp; 3002 |
| &nbsp;&nbsp;&nbsp;Shell International Finance BV | 1.625% | &nbsp;&nbsp;&nbsp;&nbsp; 1/20/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 12506 | &nbsp;&nbsp;&nbsp;&nbsp; 13956 |
| &nbsp;&nbsp;&nbsp;Shell International Finance BV | 1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/12/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3678 | &nbsp;&nbsp;&nbsp;&nbsp; 4002 |
| &nbsp;&nbsp;&nbsp;Shell International Finance BV | 0.750% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5087 | &nbsp;&nbsp;&nbsp;&nbsp; 5429 |
| &nbsp;&nbsp;&nbsp;Shell International Finance BV | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 12/10/30 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 1729 | &nbsp;&nbsp;&nbsp;&nbsp; 1926 |
| &nbsp;&nbsp;&nbsp;Shell International Finance BV | 1.875% | &nbsp;&nbsp;&nbsp;&nbsp; 4/7/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7587 | &nbsp;&nbsp;&nbsp;&nbsp; 7950 |
| &nbsp;&nbsp;&nbsp;Shell International Finance BV | 0.875% | &nbsp;&nbsp;&nbsp;&nbsp; 11/8/39 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6032 | &nbsp;&nbsp;&nbsp;&nbsp; 4594 |
| &nbsp;&nbsp;&nbsp;Shell International Finance BV | 1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 9/10/52 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 2543 | &nbsp;&nbsp;&nbsp;&nbsp; 1490 |
| &nbsp;&nbsp;&nbsp;Stedin Holding NV | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 11/14/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2543 | &nbsp;&nbsp;&nbsp;&nbsp; 2619 |
| &nbsp;&nbsp;&nbsp;Stedin Holding NV | 2.375% | &nbsp;&nbsp;&nbsp;&nbsp; 6/3/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2500 | &nbsp;&nbsp;&nbsp;&nbsp; 2784 |
| &nbsp;&nbsp;&nbsp;TenneT Holding BV | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/13/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp;&nbsp; 2236 |
| &nbsp;&nbsp;&nbsp;TenneT Holding BV | 1.625% | &nbsp;&nbsp;&nbsp;&nbsp; 11/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7200 | &nbsp;&nbsp;&nbsp;&nbsp; 8077 |
| &nbsp;&nbsp;&nbsp;TenneT Holding BV | 1.375% | &nbsp;&nbsp;&nbsp;&nbsp; 6/5/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6835 | &nbsp;&nbsp;&nbsp;&nbsp; 7528 |
| &nbsp;&nbsp;&nbsp;TenneT Holding BV | 3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 10/28/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3600 | &nbsp;&nbsp;&nbsp;&nbsp; 4245 |
| &nbsp;&nbsp;&nbsp;TenneT Holding BV | 1.375% | &nbsp;&nbsp;&nbsp;&nbsp; 6/26/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5374 | &nbsp;&nbsp;&nbsp;&nbsp; 5859 |
| &nbsp;&nbsp;&nbsp;TenneT Holding BV | 2.125% | &nbsp;&nbsp;&nbsp;&nbsp; 11/17/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5569 |
| &nbsp;&nbsp;&nbsp;TenneT Holding BV | 0.875% | &nbsp;&nbsp;&nbsp;&nbsp; 6/3/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp;&nbsp; 2098 |
| &nbsp;&nbsp;&nbsp;TenneT Holding BV | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/9/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3300 | &nbsp;&nbsp;&nbsp;&nbsp; 3332 |
| &nbsp;&nbsp;&nbsp;TenneT Holding BV | 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 4/28/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1500 | &nbsp;&nbsp;&nbsp;&nbsp; 1827 |
| &nbsp;&nbsp;&nbsp;TenneT Holding BV | 0.125% | &nbsp;&nbsp;&nbsp;&nbsp; 11/30/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 500 | &nbsp;&nbsp;&nbsp;&nbsp; 470 |
| &nbsp;&nbsp;&nbsp;TenneT Holding BV | 2.375% | &nbsp;&nbsp;&nbsp;&nbsp; 5/17/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2650 | &nbsp;&nbsp;&nbsp;&nbsp; 2915 |
| &nbsp;&nbsp;&nbsp;TenneT Holding BV | 1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 10/24/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 778 | &nbsp;&nbsp;&nbsp;&nbsp; 784 |
| &nbsp;&nbsp;&nbsp;TenneT Holding BV | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/5/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1000 | &nbsp;&nbsp;&nbsp;&nbsp; 1056 |
| &nbsp;&nbsp;&nbsp;TenneT Holding BV | 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 10/28/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1900 | &nbsp;&nbsp;&nbsp;&nbsp; 2362 |
| &nbsp;&nbsp;&nbsp;TenneT Holding BV | 0.875% | &nbsp;&nbsp;&nbsp;&nbsp; 6/16/35 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 9400 | &nbsp;&nbsp;&nbsp;&nbsp; 8731 |
| &nbsp;&nbsp;&nbsp;TenneT Holding BV | 1.875% | &nbsp;&nbsp;&nbsp;&nbsp; 6/13/36 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1263 | &nbsp;&nbsp;&nbsp;&nbsp; 1281 |
| &nbsp;&nbsp;&nbsp;TenneT Holding BV | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/3/39 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3668 | &nbsp;&nbsp;&nbsp;&nbsp; 3378 |
| &nbsp;&nbsp;&nbsp;TenneT Holding BV | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 11/30/40 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6484 | &nbsp;&nbsp;&nbsp;&nbsp; 5167 |
| &nbsp;&nbsp;&nbsp;TenneT Holding BV | 1.125% | &nbsp;&nbsp;&nbsp;&nbsp; 6/9/41 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3200 | &nbsp;&nbsp;&nbsp;&nbsp; 2690 |
| &nbsp;&nbsp;&nbsp;TenneT Holding BV | 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 5/17/42 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3100 | &nbsp;&nbsp;&nbsp;&nbsp; 3265 |
| &nbsp;&nbsp;&nbsp;TenneT Holding BV | 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 10/28/42 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3100 | &nbsp;&nbsp;&nbsp;&nbsp; 3825 |
| &nbsp;&nbsp;&nbsp;Universal Music Group NV | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/30/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4300 | &nbsp;&nbsp;&nbsp;&nbsp; 4926 |
| &nbsp;&nbsp;&nbsp;Universal Music Group NV | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/13/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3000 | &nbsp;&nbsp;&nbsp;&nbsp; 3537 |
| &nbsp;&nbsp;&nbsp;Vesteda Finance BV | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/24/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2094 | &nbsp;&nbsp;&nbsp;&nbsp; 2322 |
| &nbsp;&nbsp;&nbsp;Vesteda Finance BV | 0.750% | &nbsp;&nbsp;&nbsp;&nbsp; 10/18/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2214 | &nbsp;&nbsp;&nbsp;&nbsp; 2124 |

---

------

Total International Bond Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;&nbsp;&nbsp;Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| &nbsp;&nbsp;&nbsp;VIA Outlets BV | 1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp;&nbsp; 2154 |
| &nbsp;&nbsp;&nbsp;Wolters Kluwer NV | 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 3/18/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5776 |
| &nbsp;&nbsp;&nbsp;Wolters Kluwer NV | 0.750% | &nbsp;&nbsp;&nbsp;&nbsp; 7/3/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1500 | &nbsp;&nbsp;&nbsp;&nbsp; 1531 |
| &nbsp;&nbsp;&nbsp;Wolters Kluwer NV | 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 4/3/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp;&nbsp; 2355 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **986991** |
| **New Zealand (0.1%)** | **New Zealand (0.1%)** | **New Zealand (0.1%)** |  |  |  |
| &nbsp;&nbsp;&nbsp;ANZ New Zealand International Ltd. | 0.200% | &nbsp;&nbsp;&nbsp;&nbsp; 9/23/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 13124 | &nbsp;&nbsp;&nbsp;&nbsp; 14082 |
| &nbsp;&nbsp;&nbsp;ASB Bank Ltd. | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 9/24/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2500 | &nbsp;&nbsp;&nbsp;&nbsp; 2543 |
| &nbsp;&nbsp;&nbsp;ASB Bank Ltd. | 0.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/21/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10301 | &nbsp;&nbsp;&nbsp;&nbsp; 10062 |
| &nbsp;&nbsp;&nbsp;Bank of New Zealand | 2.552% | &nbsp;&nbsp;&nbsp;&nbsp; 6/29/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 12456 | &nbsp;&nbsp;&nbsp;&nbsp; 14203 |
| &nbsp;&nbsp;&nbsp;Fonterra Co-operative Group Ltd. | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 11/2/27 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp; 63 |
| &nbsp;&nbsp;&nbsp;Kiwibank Ltd. | 6.254% | &nbsp;&nbsp;&nbsp;&nbsp; 10/19/28 | &nbsp;&nbsp;&nbsp;&nbsp;NZD | &nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp;&nbsp; 1267 |
| &nbsp;&nbsp;&nbsp;Westpac New Zealand Ltd. | 4.337% | &nbsp;&nbsp;&nbsp;&nbsp; 9/24/29 | &nbsp;&nbsp;&nbsp;&nbsp;NZD | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 2965 |
| &nbsp;&nbsp;&nbsp;Westpac New Zealand Ltd. | 6.730% | &nbsp;&nbsp;&nbsp;&nbsp; 2/14/34 | &nbsp;&nbsp;&nbsp;&nbsp;NZD | &nbsp;&nbsp; 1000 | &nbsp;&nbsp;&nbsp;&nbsp; 628 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **45813** |
| **Norway (0.3%)** | **Norway (0.3%)** | **Norway (0.3%)** |  |  |  |
| &nbsp;&nbsp;&nbsp;Aker BP ASA | 1.125% | &nbsp;&nbsp;&nbsp;&nbsp; 5/12/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2800 | &nbsp;&nbsp;&nbsp;&nbsp; 2923 |
| &nbsp;&nbsp;&nbsp;Aker BP ASA | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/29/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5683 |
| &nbsp;&nbsp;&nbsp;Avinor A/S | 0.750% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp;&nbsp; 2022 |
| &nbsp;&nbsp;&nbsp;DNB Bank ASA | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 8/17/27 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 9000 | &nbsp;&nbsp;&nbsp;&nbsp; 11866 |
| &nbsp;&nbsp;&nbsp;DNB Bank ASA | 3.125% | &nbsp;&nbsp;&nbsp;&nbsp; 9/21/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10600 | &nbsp;&nbsp;&nbsp;&nbsp; 12123 |
| &nbsp;&nbsp;&nbsp;DNB Bank ASA | 0.375% | &nbsp;&nbsp;&nbsp;&nbsp; 1/18/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2800 | &nbsp;&nbsp;&nbsp;&nbsp; 3064 |
| &nbsp;&nbsp;&nbsp;DNB Bank ASA | 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 7/19/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 22500 | &nbsp;&nbsp;&nbsp;&nbsp; 26425 |
| &nbsp;&nbsp;&nbsp;DNB Bank ASA | 0.250% | &nbsp;&nbsp;&nbsp;&nbsp; 2/23/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 13000 | &nbsp;&nbsp;&nbsp;&nbsp; 13736 |
| &nbsp;&nbsp;&nbsp;DNB Bank ASA | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/14/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 15000 | &nbsp;&nbsp;&nbsp;&nbsp; 17665 |
| &nbsp;&nbsp;&nbsp;DNB Bank ASA | 4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 2/28/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 8000 | &nbsp;&nbsp;&nbsp;&nbsp; 9373 |
| &nbsp;&nbsp;&nbsp;DNB Boligkreditt A/S | 0.250% | &nbsp;&nbsp;&nbsp;&nbsp; 9/7/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 19524 | &nbsp;&nbsp;&nbsp;&nbsp; 21594 |
| &nbsp;&nbsp;&nbsp;DNB Boligkreditt A/S | 2.625% | &nbsp;&nbsp;&nbsp;&nbsp; 1/28/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 20000 | &nbsp;&nbsp;&nbsp;&nbsp; 22862 |
| &nbsp;&nbsp;&nbsp;Eika Boligkreditt A/S | 0.010% | &nbsp;&nbsp;&nbsp;&nbsp; 3/23/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 15943 | &nbsp;&nbsp;&nbsp;&nbsp; 16967 |
| &nbsp;&nbsp;&nbsp;Eika Boligkreditt A/S | 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/14/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2500 | &nbsp;&nbsp;&nbsp;&nbsp; 2918 |
| &nbsp;&nbsp;&nbsp;Equinor ASA | 0.750% | &nbsp;&nbsp;&nbsp;&nbsp; 11/9/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7347 | &nbsp;&nbsp;&nbsp;&nbsp; 8132 |
| &nbsp;&nbsp;&nbsp;Equinor ASA | 1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 2/17/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 13219 | &nbsp;&nbsp;&nbsp;&nbsp; 14683 |
| &nbsp;&nbsp;&nbsp;Equinor ASA | 6.875% | &nbsp;&nbsp;&nbsp;&nbsp; 3/11/31 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 3673 | &nbsp;&nbsp;&nbsp;&nbsp; 5438 |
| &nbsp;&nbsp;&nbsp;Equinor ASA | 1.375% | &nbsp;&nbsp;&nbsp;&nbsp; 5/22/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10083 | &nbsp;&nbsp;&nbsp;&nbsp; 10228 |
| &nbsp;&nbsp;&nbsp;Equinor ASA | 1.625% | &nbsp;&nbsp;&nbsp;&nbsp; 2/17/35 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2599 | &nbsp;&nbsp;&nbsp;&nbsp; 2516 |
| &nbsp;&nbsp;&nbsp;Equinor ASA | 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 4/10/41 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 2657 | &nbsp;&nbsp;&nbsp;&nbsp; 3019 |
| &nbsp;&nbsp;&nbsp;SpareBank 1 Boligkreditt A/S | 1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 5/25/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 15000 | &nbsp;&nbsp;&nbsp;&nbsp; 16888 |
| &nbsp;&nbsp;&nbsp;SpareBank 1 Boligkreditt A/S | 0.125% | &nbsp;&nbsp;&nbsp;&nbsp; 11/5/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 9387 | &nbsp;&nbsp;&nbsp;&nbsp; 9605 |
| &nbsp;&nbsp;&nbsp;SpareBank 1 Boligkreditt A/S | 1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 5/11/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 15000 | &nbsp;&nbsp;&nbsp;&nbsp; 15954 |
| &nbsp;&nbsp;&nbsp;SpareBank 1 Boligkreditt A/S | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 15000 | &nbsp;&nbsp;&nbsp;&nbsp; 17203 |
| &nbsp;&nbsp;&nbsp;SpareBank 1 SMN | 0.010% | &nbsp;&nbsp;&nbsp;&nbsp; 2/18/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5053 | &nbsp;&nbsp;&nbsp;&nbsp; 5336 |
| &nbsp;&nbsp;&nbsp;SR-Boligkreditt A/S | 0.010% | &nbsp;&nbsp;&nbsp;&nbsp; 6/26/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4300 | &nbsp;&nbsp;&nbsp;&nbsp; 4660 |
| &nbsp;&nbsp;&nbsp;SR-Boligkreditt A/S | 0.010% | &nbsp;&nbsp;&nbsp;&nbsp; 9/8/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4300 | &nbsp;&nbsp;&nbsp;&nbsp; 4519 |
| &nbsp;&nbsp;&nbsp;Statkraft A/S | 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/9/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3000 | &nbsp;&nbsp;&nbsp;&nbsp; 3484 |
| &nbsp;&nbsp;&nbsp;Statkraft A/S | 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/22/39 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp;&nbsp; 2345 |
| &nbsp;&nbsp;&nbsp;Statnett SF | 1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 4/26/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3273 | &nbsp;&nbsp;&nbsp;&nbsp; 3470 |
| &nbsp;&nbsp;&nbsp;Storebrand Livsforsikring A/S | 1.875% | &nbsp;&nbsp;&nbsp;&nbsp; 9/30/51 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2804 | &nbsp;&nbsp;&nbsp;&nbsp; 2789 |
| &nbsp;&nbsp;&nbsp;Telenor ASA | 0.750% | &nbsp;&nbsp;&nbsp;&nbsp; 5/31/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 8289 | &nbsp;&nbsp;&nbsp;&nbsp; 9239 |
| &nbsp;&nbsp;&nbsp;Telenor ASA | 1.125% | &nbsp;&nbsp;&nbsp;&nbsp; 5/31/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6836 | &nbsp;&nbsp;&nbsp;&nbsp; 7293 |
| &nbsp;&nbsp;&nbsp;Telenor ASA | 0.625% | &nbsp;&nbsp;&nbsp;&nbsp; 9/25/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2500 | &nbsp;&nbsp;&nbsp;&nbsp; 2448 |
| &nbsp;&nbsp;&nbsp;Telenor ASA | 0.875% | &nbsp;&nbsp;&nbsp;&nbsp; 2/14/35 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 4532 |
| &nbsp;&nbsp;&nbsp;Var Energi ASA | 5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/4/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 6069 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **329071** |
| **Poland (0.0%)** | **Poland (0.0%)** | **Poland (0.0%)** |  |  |  |
| &nbsp;&nbsp;&nbsp;ORLEN SA | 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 7/13/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3420 | &nbsp;&nbsp;&nbsp;&nbsp; 4105 |
| **Portugal (0.1%)** | **Portugal (0.1%)** | **Portugal (0.1%)** |  |  |  |
| &nbsp;&nbsp;&nbsp;Banco BPI SA | 3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 7/4/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10000 | &nbsp;&nbsp;&nbsp;&nbsp; 11751 |
| &nbsp;&nbsp;&nbsp;Banco Santander Totta SA | 1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 9/26/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4600 | &nbsp;&nbsp;&nbsp;&nbsp; 5089 |
| &nbsp;&nbsp;&nbsp;Banco Santander Totta SA | 3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 4/19/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 8700 | &nbsp;&nbsp;&nbsp;&nbsp; 10154 |
| &nbsp;&nbsp;&nbsp;Banco Santander Totta SA | 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10000 | &nbsp;&nbsp;&nbsp;&nbsp; 11704 |
| &nbsp;&nbsp;&nbsp;BCR-Brisa Concessao Rodoviaria SA | 2.375% | &nbsp;&nbsp;&nbsp;&nbsp; 5/10/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6800 | &nbsp;&nbsp;&nbsp;&nbsp; 7681 |
| &nbsp;&nbsp;&nbsp;EDP Finance BV | 0.375% | &nbsp;&nbsp;&nbsp;&nbsp; 9/16/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5087 | &nbsp;&nbsp;&nbsp;&nbsp; 5606 |
| &nbsp;&nbsp;&nbsp;EDP Finance BV | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 11/22/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1477 | &nbsp;&nbsp;&nbsp;&nbsp; 1630 |
| &nbsp;&nbsp;&nbsp;EDP SA | 2.875% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2300 | &nbsp;&nbsp;&nbsp;&nbsp; 2612 |
| &nbsp;&nbsp;&nbsp;EDP SA | 1.625% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 8400 | &nbsp;&nbsp;&nbsp;&nbsp; 9389 |
| &nbsp;&nbsp;&nbsp;EDP Servicios Financieros Espana SA | 4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 4/4/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3000 | &nbsp;&nbsp;&nbsp;&nbsp; 3537 |
| &nbsp;&nbsp;&nbsp;EDP Servicios Financieros Espana SA | 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 7/16/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp;&nbsp; 2314 |
| &nbsp;&nbsp;&nbsp;EDP Servicios Financieros Espana SA | 4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 4/4/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 16000 | &nbsp;&nbsp;&nbsp;&nbsp; 19329 |

---

------

Total International Bond Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;&nbsp;&nbsp;Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| &nbsp;&nbsp;&nbsp;Fidelidade - Co. De Seguros SA | 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 9/4/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1500 | &nbsp;&nbsp;&nbsp;&nbsp; 1700 |
| &nbsp;&nbsp;&nbsp;Novo Banco SA | 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 19100 | &nbsp;&nbsp;&nbsp;&nbsp; 22023 |
| &nbsp;&nbsp;&nbsp;Ren Finance BV | 1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/18/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1354 | &nbsp;&nbsp;&nbsp;&nbsp; 1488 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **116007** |
| **Romania (0.0%)** | **Romania (0.0%)** | **Romania (0.0%)** |  |  |  |
| &nbsp;&nbsp;&nbsp;NE Property BV | 1.875% | &nbsp;&nbsp;&nbsp;&nbsp; 10/9/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3092 | &nbsp;&nbsp;&nbsp;&nbsp; 3455 |
| &nbsp;&nbsp;&nbsp;NE Property BV | 3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 7/14/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1107 | &nbsp;&nbsp;&nbsp;&nbsp; 1262 |
| &nbsp;&nbsp;&nbsp;NE Property BV | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/20/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1000 | &nbsp;&nbsp;&nbsp;&nbsp; 1056 |
| &nbsp;&nbsp;&nbsp;NE Property BV | 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 1/21/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp;&nbsp; 2302 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **8075** |
| **Singapore (0.0%)** | **Singapore (0.0%)** | **Singapore (0.0%)** |  |  |  |
| &nbsp;&nbsp;&nbsp;Temasek Financial I Ltd. | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 11/20/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 11171 | &nbsp;&nbsp;&nbsp;&nbsp; 10924 |
| &nbsp;&nbsp;&nbsp;Temasek Financial I Ltd. | 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3985 | &nbsp;&nbsp;&nbsp;&nbsp; 4640 |
| &nbsp;&nbsp;&nbsp;Temasek Financial I Ltd. | 5.125% | &nbsp;&nbsp;&nbsp;&nbsp; 7/26/40 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 3266 | &nbsp;&nbsp;&nbsp;&nbsp; 4278 |
| &nbsp;&nbsp;&nbsp;Temasek Financial I Ltd. | 1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 11/20/49 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2556 | &nbsp;&nbsp;&nbsp;&nbsp; 1809 |
| &nbsp;&nbsp;&nbsp;United Overseas Bank Ltd. | 0.100% | &nbsp;&nbsp;&nbsp;&nbsp; 5/25/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 14452 | &nbsp;&nbsp;&nbsp;&nbsp; 14822 |
| &nbsp;&nbsp;&nbsp;United Overseas Bank Ltd. | 3.580% | Perpetual | &nbsp;&nbsp;&nbsp;&nbsp;SGD | &nbsp;&nbsp; 1250 | &nbsp;&nbsp;&nbsp;&nbsp; 957 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **37430** |
| **South Africa (0.0%)** | **South Africa (0.0%)** | **South Africa (0.0%)** |  |  |  |
| &nbsp;&nbsp;&nbsp;Anglo American Capital plc | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4000 | &nbsp;&nbsp;&nbsp;&nbsp; 4878 |
| &nbsp;&nbsp;&nbsp;Anglo American Capital plc | 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 9/21/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 6020 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **10898** |
| **South Korea (0.0%)** | **South Korea (0.0%)** | **South Korea (0.0%)** |  |  |  |
| &nbsp;&nbsp;&nbsp;SK Hynix Inc. | 4.266% | &nbsp;&nbsp;&nbsp;&nbsp; 2/14/28 | &nbsp;&nbsp;&nbsp;&nbsp;KRW | &nbsp;&nbsp; 4940000 | &nbsp;&nbsp;&nbsp;&nbsp; 3643 |
| **Spain (0.8%)** | **Spain (0.8%)** | **Spain (0.8%)** |  |  |  |
| &nbsp;&nbsp;&nbsp;Abanca Corp. Bancaria SA | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 9/8/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1200 | &nbsp;&nbsp;&nbsp;&nbsp; 1320 |
| &nbsp;&nbsp;&nbsp;Abanca Corp. Bancaria SA | 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 9/14/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2400 | &nbsp;&nbsp;&nbsp;&nbsp; 2874 |
| &nbsp;&nbsp;&nbsp;Abertis Infraestructuras SA | 3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 11/27/26 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 1500 | &nbsp;&nbsp;&nbsp;&nbsp; 1948 |
| &nbsp;&nbsp;&nbsp;Abertis Infraestructuras SA | 2.375% | &nbsp;&nbsp;&nbsp;&nbsp; 9/27/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3400 | &nbsp;&nbsp;&nbsp;&nbsp; 3827 |
| &nbsp;&nbsp;&nbsp;Abertis Infraestructuras SA | 4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 1/31/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5872 |
| &nbsp;&nbsp;&nbsp;Abertis Infraestructuras SA | 1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 2/7/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6200 | &nbsp;&nbsp;&nbsp;&nbsp; 6757 |
| &nbsp;&nbsp;&nbsp;Abertis Infraestructuras SA | 2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 3/29/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 8500 | &nbsp;&nbsp;&nbsp;&nbsp; 9398 |
| &nbsp;&nbsp;&nbsp;Abertis Infraestructuras SA | 1.875% | &nbsp;&nbsp;&nbsp;&nbsp; 3/26/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3000 | &nbsp;&nbsp;&nbsp;&nbsp; 3081 |
| &nbsp;&nbsp;&nbsp;Acciona Energia Financiacion Filiales SA | 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 4/25/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2500 | &nbsp;&nbsp;&nbsp;&nbsp; 2868 |
| &nbsp;&nbsp;&nbsp;Acciona Energia Financiacion Filiales SA | 1.375% | &nbsp;&nbsp;&nbsp;&nbsp; 1/26/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2800 | &nbsp;&nbsp;&nbsp;&nbsp; 2724 |
| &nbsp;&nbsp;&nbsp;Amadeus IT Group SA | 2.875% | &nbsp;&nbsp;&nbsp;&nbsp; 5/20/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1500 | &nbsp;&nbsp;&nbsp;&nbsp; 1714 |
| &nbsp;&nbsp;&nbsp;Amadeus IT Group SA | 1.875% | &nbsp;&nbsp;&nbsp;&nbsp; 9/24/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2300 | &nbsp;&nbsp;&nbsp;&nbsp; 2535 |
| &nbsp;&nbsp;&nbsp;Amadeus IT Group SA | 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/21/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5796 |
| &nbsp;&nbsp;&nbsp;AYT Cedulas Cajas Global FTA | 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 5/25/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 16400 | &nbsp;&nbsp;&nbsp;&nbsp; 19489 |
| &nbsp;&nbsp;&nbsp;Banco Bilbao Vizcaya Argentaria SA | 0.875% | &nbsp;&nbsp;&nbsp;&nbsp; 11/22/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7600 | &nbsp;&nbsp;&nbsp;&nbsp; 8458 |
| &nbsp;&nbsp;&nbsp;Banco Bilbao Vizcaya Argentaria SA | 3.125% | &nbsp;&nbsp;&nbsp;&nbsp; 7/17/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6500 | &nbsp;&nbsp;&nbsp;&nbsp; 7526 |
| &nbsp;&nbsp;&nbsp;Banco Bilbao Vizcaya Argentaria SA | 3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 9/20/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10000 | &nbsp;&nbsp;&nbsp;&nbsp; 11592 |
| &nbsp;&nbsp;&nbsp;Banco Bilbao Vizcaya Argentaria SA | 3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 6/7/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7000 | &nbsp;&nbsp;&nbsp;&nbsp; 8193 |
| &nbsp;&nbsp;&nbsp;Banco Bilbao Vizcaya Argentaria SA | 4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 1/13/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 9500 | &nbsp;&nbsp;&nbsp;&nbsp; 11411 |
| &nbsp;&nbsp;&nbsp;Banco Bilbao Vizcaya Argentaria SA | 5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3000 | &nbsp;&nbsp;&nbsp;&nbsp; 3631 |
| &nbsp;&nbsp;&nbsp;Banco Bilbao Vizcaya Argentaria SA | 4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 2/8/36 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10000 | &nbsp;&nbsp;&nbsp;&nbsp; 11784 |
| &nbsp;&nbsp;&nbsp;Banco de Sabadell SA | 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 8/28/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5767 |
| &nbsp;&nbsp;&nbsp;Banco de Sabadell SA | 5.125% | &nbsp;&nbsp;&nbsp;&nbsp; 11/10/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4000 | &nbsp;&nbsp;&nbsp;&nbsp; 4786 |
| &nbsp;&nbsp;&nbsp;Banco de Sabadell SA | 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 2/7/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7000 | &nbsp;&nbsp;&nbsp;&nbsp; 8403 |
| &nbsp;&nbsp;&nbsp;Banco de Sabadell SA | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/7/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10000 | &nbsp;&nbsp;&nbsp;&nbsp; 12027 |
| &nbsp;&nbsp;&nbsp;Banco de Sabadell SA | 5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 9/8/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 8700 | &nbsp;&nbsp;&nbsp;&nbsp; 10594 |
| &nbsp;&nbsp;&nbsp;Banco de Sabadell SA | 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 9/13/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 8000 | &nbsp;&nbsp;&nbsp;&nbsp; 9456 |
| &nbsp;&nbsp;&nbsp;Banco Santander SA | 0.300% | &nbsp;&nbsp;&nbsp;&nbsp; 10/4/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5502 |
| &nbsp;&nbsp;&nbsp;Banco Santander SA | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 2/4/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2500 | &nbsp;&nbsp;&nbsp;&nbsp; 2732 |
| &nbsp;&nbsp;&nbsp;Banco Santander SA | 1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 2/17/27 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 3000 | &nbsp;&nbsp;&nbsp;&nbsp; 3784 |
| &nbsp;&nbsp;&nbsp;Banco Santander SA | 4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 5/4/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 8100 | &nbsp;&nbsp;&nbsp;&nbsp; 9639 |
| &nbsp;&nbsp;&nbsp;Banco Santander SA | 2.375% | &nbsp;&nbsp;&nbsp;&nbsp; 9/8/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 21000 | &nbsp;&nbsp;&nbsp;&nbsp; 23938 |
| &nbsp;&nbsp;&nbsp;Banco Santander SA | 3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 1/16/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5847 |
| &nbsp;&nbsp;&nbsp;Banco Santander SA | 2.125% | &nbsp;&nbsp;&nbsp;&nbsp; 2/8/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1200 | &nbsp;&nbsp;&nbsp;&nbsp; 1329 |
| &nbsp;&nbsp;&nbsp;Banco Santander SA | 0.200% | &nbsp;&nbsp;&nbsp;&nbsp; 2/11/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3700 | &nbsp;&nbsp;&nbsp;&nbsp; 3916 |
| &nbsp;&nbsp;&nbsp;Banco Santander SA | 0.310% | &nbsp;&nbsp;&nbsp;&nbsp; 6/9/28 | &nbsp;&nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp; 4335 | &nbsp;&nbsp;&nbsp;&nbsp; 5197 |
| &nbsp;&nbsp;&nbsp;Banco Santander SA | 1.125% | &nbsp;&nbsp;&nbsp;&nbsp; 10/25/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2600 | &nbsp;&nbsp;&nbsp;&nbsp; 2831 |
| &nbsp;&nbsp;&nbsp;Banco Santander SA | 3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 1/11/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5888 |
| &nbsp;&nbsp;&nbsp;Banco Santander SA | 5.125% | &nbsp;&nbsp;&nbsp;&nbsp; 1/25/30 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 4000 | &nbsp;&nbsp;&nbsp;&nbsp; 5386 |
| &nbsp;&nbsp;&nbsp;Banco Santander SA | 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/12/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7000 | &nbsp;&nbsp;&nbsp;&nbsp; 8432 |
| &nbsp;&nbsp;&nbsp;Banco Santander SA | 1.625% | &nbsp;&nbsp;&nbsp;&nbsp; 10/22/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 8000 | &nbsp;&nbsp;&nbsp;&nbsp; 8238 |
| &nbsp;&nbsp;&nbsp;Banco Santander SA | 5.375% | &nbsp;&nbsp;&nbsp;&nbsp; 1/17/31 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 4000 | &nbsp;&nbsp;&nbsp;&nbsp; 5401 |

---

------

Total International Bond Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;&nbsp;&nbsp;Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| &nbsp;&nbsp;&nbsp;Banco Santander SA | 0.875% | &nbsp;&nbsp;&nbsp;&nbsp; 5/9/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5100 | &nbsp;&nbsp;&nbsp;&nbsp; 5217 |
| &nbsp;&nbsp;&nbsp;Banco Santander SA | 4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 10/18/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 18000 | &nbsp;&nbsp;&nbsp;&nbsp; 22010 |
| &nbsp;&nbsp;&nbsp;Banco Santander SA | 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 9/8/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 20000 | &nbsp;&nbsp;&nbsp;&nbsp; 22670 |
| &nbsp;&nbsp;&nbsp;Banco Santander SA | 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 10/2/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 19000 | &nbsp;&nbsp;&nbsp;&nbsp; 21438 |
| &nbsp;&nbsp;&nbsp;Banco Santander SA | 2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 10/4/32 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 3000 | &nbsp;&nbsp;&nbsp;&nbsp; 3729 |
| &nbsp;&nbsp;&nbsp;Banco Santander SA | 5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 8/23/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 6036 |
| &nbsp;&nbsp;&nbsp;Banco Santander SA | 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/9/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 20300 | &nbsp;&nbsp;&nbsp;&nbsp; 23519 |
| &nbsp;&nbsp;&nbsp;Banco Santander SA | 4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 4/22/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7000 | &nbsp;&nbsp;&nbsp;&nbsp; 8239 |
| &nbsp;&nbsp;&nbsp;Banco Santander SA | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/22/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6000 | &nbsp;&nbsp;&nbsp;&nbsp; 7111 |
| &nbsp;&nbsp;&nbsp;Banco Santander SA | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 11/27/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5900 | &nbsp;&nbsp;&nbsp;&nbsp; 6182 |
| &nbsp;&nbsp;&nbsp;Bankinter SA | 0.875% | &nbsp;&nbsp;&nbsp;&nbsp; 7/8/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3000 | &nbsp;&nbsp;&nbsp;&nbsp; 3336 |
| &nbsp;&nbsp;&nbsp;Bankinter SA | 0.625% | &nbsp;&nbsp;&nbsp;&nbsp; 10/6/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1500 | &nbsp;&nbsp;&nbsp;&nbsp; 1617 |
| &nbsp;&nbsp;&nbsp;Bankinter SA | 4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 5/3/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4000 | &nbsp;&nbsp;&nbsp;&nbsp; 4762 |
| &nbsp;&nbsp;&nbsp;Bankinter SA | 4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 9/13/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3000 | &nbsp;&nbsp;&nbsp;&nbsp; 3658 |
| &nbsp;&nbsp;&nbsp;CaixaBank SA | 1.375% | &nbsp;&nbsp;&nbsp;&nbsp; 6/19/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2500 | &nbsp;&nbsp;&nbsp;&nbsp; 2798 |
| &nbsp;&nbsp;&nbsp;CaixaBank SA | 0.750% | &nbsp;&nbsp;&nbsp;&nbsp; 7/9/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 12500 | &nbsp;&nbsp;&nbsp;&nbsp; 13899 |
| &nbsp;&nbsp;&nbsp;CaixaBank SA | 1.125% | &nbsp;&nbsp;&nbsp;&nbsp; 11/12/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2500 | &nbsp;&nbsp;&nbsp;&nbsp; 2775 |
| &nbsp;&nbsp;&nbsp;CaixaBank SA | 4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 5/16/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4000 | &nbsp;&nbsp;&nbsp;&nbsp; 4625 |
| &nbsp;&nbsp;&nbsp;CaixaBank SA | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/17/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 17700 | &nbsp;&nbsp;&nbsp;&nbsp; 19406 |
| &nbsp;&nbsp;&nbsp;CaixaBank SA | 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/6/28 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 6000 | &nbsp;&nbsp;&nbsp;&nbsp; 7797 |
| &nbsp;&nbsp;&nbsp;CaixaBank SA | 0.750% | &nbsp;&nbsp;&nbsp;&nbsp; 5/26/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 9100 | &nbsp;&nbsp;&nbsp;&nbsp; 9940 |
| &nbsp;&nbsp;&nbsp;CaixaBank SA | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 2/9/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1900 | &nbsp;&nbsp;&nbsp;&nbsp; 2024 |
| &nbsp;&nbsp;&nbsp;CaixaBank SA | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/19/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4000 | &nbsp;&nbsp;&nbsp;&nbsp; 4827 |
| &nbsp;&nbsp;&nbsp;CaixaBank SA | 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 9/7/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3000 | &nbsp;&nbsp;&nbsp;&nbsp; 3530 |
| &nbsp;&nbsp;&nbsp;CaixaBank SA | 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 9/6/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10200 | &nbsp;&nbsp;&nbsp;&nbsp; 12240 |
| &nbsp;&nbsp;&nbsp;CaixaBank SA | 5.375% | &nbsp;&nbsp;&nbsp;&nbsp; 11/14/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 8000 | &nbsp;&nbsp;&nbsp;&nbsp; 9923 |
| &nbsp;&nbsp;&nbsp;CaixaBank SA | 1.625% | &nbsp;&nbsp;&nbsp;&nbsp; 7/14/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5236 |
| &nbsp;&nbsp;&nbsp;CaixaBank SA | 3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 9/19/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10000 | &nbsp;&nbsp;&nbsp;&nbsp; 11419 |
| &nbsp;&nbsp;&nbsp;CaixaBank SA | 6.250% | &nbsp;&nbsp;&nbsp;&nbsp; 2/23/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3000 | &nbsp;&nbsp;&nbsp;&nbsp; 3628 |
| &nbsp;&nbsp;&nbsp;CaixaBank SA | 6.875% | &nbsp;&nbsp;&nbsp;&nbsp; 10/25/33 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 4000 | &nbsp;&nbsp;&nbsp;&nbsp; 5537 |
| &nbsp;&nbsp;&nbsp;CaixaBank SA | 4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 11/29/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10500 | &nbsp;&nbsp;&nbsp;&nbsp; 12665 |
| &nbsp;&nbsp;&nbsp;CaixaBank SA | 6.125% | &nbsp;&nbsp;&nbsp;&nbsp; 5/30/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 8000 | &nbsp;&nbsp;&nbsp;&nbsp; 9821 |
| &nbsp;&nbsp;&nbsp;CaixaBank SA | 5.125% | &nbsp;&nbsp;&nbsp;&nbsp; 7/19/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp;&nbsp; 2496 |
| &nbsp;&nbsp;&nbsp;CaixaBank SA | 4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 3/24/36 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2350 | &nbsp;&nbsp;&nbsp;&nbsp; 2895 |
| &nbsp;&nbsp;&nbsp;CaixaBank SA | 4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 8/8/36 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 8000 | &nbsp;&nbsp;&nbsp;&nbsp; 9201 |
| &nbsp;&nbsp;&nbsp;Cajamar Caja Rural SCC | 3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 7/25/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 8200 | &nbsp;&nbsp;&nbsp;&nbsp; 9577 |
| &nbsp;&nbsp;&nbsp;Cellnex Finance Co. SA | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 9200 | &nbsp;&nbsp;&nbsp;&nbsp; 10059 |
| &nbsp;&nbsp;&nbsp;Cellnex Finance Co. SA | 1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5336 |
| &nbsp;&nbsp;&nbsp;Cellnex Finance Co. SA | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp;&nbsp; 2036 |
| &nbsp;&nbsp;&nbsp;Cellnex Finance Co. SA | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5015 |
| &nbsp;&nbsp;&nbsp;Cellnex Telecom SA | 1.875% | &nbsp;&nbsp;&nbsp;&nbsp; 6/26/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6000 | &nbsp;&nbsp;&nbsp;&nbsp; 6493 |
| &nbsp;&nbsp;&nbsp;Cellnex Telecom SA | 1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 10/23/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7100 | &nbsp;&nbsp;&nbsp;&nbsp; 7446 |
| &nbsp;&nbsp;&nbsp;Cepsa Finance SA | 0.750% | &nbsp;&nbsp;&nbsp;&nbsp; 2/12/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3000 | &nbsp;&nbsp;&nbsp;&nbsp; 3225 |
| &nbsp;&nbsp;&nbsp;Cepsa Finance SA | 4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 4/11/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp;&nbsp; 2299 |
| &nbsp;&nbsp;&nbsp;Criteria Caixa SA | 0.875% | &nbsp;&nbsp;&nbsp;&nbsp; 10/28/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3100 | &nbsp;&nbsp;&nbsp;&nbsp; 3360 |
| &nbsp;&nbsp;&nbsp;Enagas Financiaciones SA | 1.375% | &nbsp;&nbsp;&nbsp;&nbsp; 5/5/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp; 110 |
| &nbsp;&nbsp;&nbsp;Enagas Financiaciones SA | 0.375% | &nbsp;&nbsp;&nbsp;&nbsp; 11/5/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp;&nbsp; 1839 |
| &nbsp;&nbsp;&nbsp;Enagas Financiaciones SA | 3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 1/24/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp;&nbsp; 2260 |
| &nbsp;&nbsp;&nbsp;FCC Aqualia SA | 2.629% | &nbsp;&nbsp;&nbsp;&nbsp; 6/8/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1107 | &nbsp;&nbsp;&nbsp;&nbsp; 1249 |
| &nbsp;&nbsp;&nbsp;Iberdrola Finanzas SA | 3.125% | &nbsp;&nbsp;&nbsp;&nbsp; 11/22/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6000 | &nbsp;&nbsp;&nbsp;&nbsp; 6929 |
| &nbsp;&nbsp;&nbsp;Iberdrola Finanzas SA | 1.621% | &nbsp;&nbsp;&nbsp;&nbsp; 11/29/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1900 | &nbsp;&nbsp;&nbsp;&nbsp; 2079 |
| &nbsp;&nbsp;&nbsp;Iberdrola Finanzas SA | 1.375% | &nbsp;&nbsp;&nbsp;&nbsp; 3/11/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1900 | &nbsp;&nbsp;&nbsp;&nbsp; 1920 |
| &nbsp;&nbsp;&nbsp;Iberdrola Finanzas SA | 3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 11/22/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7500 | &nbsp;&nbsp;&nbsp;&nbsp; 8593 |
| &nbsp;&nbsp;&nbsp;Iberdrola Finanzas SA | 3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 7/13/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1000 | &nbsp;&nbsp;&nbsp;&nbsp; 1163 |
| &nbsp;&nbsp;&nbsp;Iberdrola Finanzas SA | 3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 7/18/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4000 | &nbsp;&nbsp;&nbsp;&nbsp; 4592 |
| &nbsp;&nbsp;&nbsp;Iberdrola Finanzas SA | 5.870% | &nbsp;&nbsp;&nbsp;&nbsp; 11/28/34 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 3331 |
| &nbsp;&nbsp;&nbsp;Iberdrola Finanzas SA | 1.575% | Perpetual | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3000 | &nbsp;&nbsp;&nbsp;&nbsp; 3258 |
| &nbsp;&nbsp;&nbsp;Iberdrola Finanzas SA | 4.871% | Perpetual | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5810 |
| &nbsp;&nbsp;&nbsp;Iberdrola Finanzas SA | 4.875% | Perpetual | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3000 | &nbsp;&nbsp;&nbsp;&nbsp; 3512 |
| &nbsp;&nbsp;&nbsp;Iberdrola International BV | 1.825% | Perpetual | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2600 | &nbsp;&nbsp;&nbsp;&nbsp; 2675 |
| &nbsp;&nbsp;&nbsp;Iberdrola International BV | 2.250% | Perpetual | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10000 | &nbsp;&nbsp;&nbsp;&nbsp; 10642 |
| &nbsp;&nbsp;&nbsp;Inmobiliaria Colonial Socimi SA | 1.350% | &nbsp;&nbsp;&nbsp;&nbsp; 10/14/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1400 | &nbsp;&nbsp;&nbsp;&nbsp; 1519 |
| &nbsp;&nbsp;&nbsp;Inmobiliaria Colonial Socimi SA | 2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 11/28/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1900 | &nbsp;&nbsp;&nbsp;&nbsp; 2103 |
| &nbsp;&nbsp;&nbsp;Mapfre SA | 1.625% | &nbsp;&nbsp;&nbsp;&nbsp; 5/19/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 900 | &nbsp;&nbsp;&nbsp;&nbsp; 1010 |
| &nbsp;&nbsp;&nbsp;Mapfre SA | 4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 3/31/47 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2400 | &nbsp;&nbsp;&nbsp;&nbsp; 2757 |
| &nbsp;&nbsp;&nbsp;Mapfre SA | 4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 9/7/48 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3500 | &nbsp;&nbsp;&nbsp;&nbsp; 3997 |
| &nbsp;&nbsp;&nbsp;Merlin Properties Socimi SA | 1.875% | &nbsp;&nbsp;&nbsp;&nbsp; 11/2/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3000 | &nbsp;&nbsp;&nbsp;&nbsp; 3363 |
| &nbsp;&nbsp;&nbsp;Merlin Properties Socimi SA | 2.375% | &nbsp;&nbsp;&nbsp;&nbsp; 9/18/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3000 | &nbsp;&nbsp;&nbsp;&nbsp; 3281 |
| &nbsp;&nbsp;&nbsp;Merlin Properties Socimi SA | 1.375% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4600 | &nbsp;&nbsp;&nbsp;&nbsp; 4725 |
| &nbsp;&nbsp;&nbsp;Merlin Properties Socimi SA | 1.875% | &nbsp;&nbsp;&nbsp;&nbsp; 12/4/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp;&nbsp; 1913 |

---

------

Total International Bond Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;&nbsp;&nbsp;Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| &nbsp;&nbsp;&nbsp;Naturgy Finance Iberia SA | 1.375% | &nbsp;&nbsp;&nbsp;&nbsp; 1/19/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp; 112 |
| &nbsp;&nbsp;&nbsp;Naturgy Finance Iberia SA | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 1/29/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1300 | &nbsp;&nbsp;&nbsp;&nbsp; 1434 |
| &nbsp;&nbsp;&nbsp;Naturgy Finance Iberia SA | 0.750% | &nbsp;&nbsp;&nbsp;&nbsp; 11/28/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3100 | &nbsp;&nbsp;&nbsp;&nbsp; 3218 |
| &nbsp;&nbsp;&nbsp;NorteGas Energia Distribucion SA | 2.065% | &nbsp;&nbsp;&nbsp;&nbsp; 9/28/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2361 | &nbsp;&nbsp;&nbsp;&nbsp; 2619 |
| &nbsp;&nbsp;&nbsp;NorteGas Energia Distribucion SA | 0.905% | &nbsp;&nbsp;&nbsp;&nbsp; 1/22/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3000 | &nbsp;&nbsp;&nbsp;&nbsp; 2884 |
| &nbsp;&nbsp;&nbsp;Programa Cedulas TDA Fondo de Titulizacion de Activos | 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 3/28/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4300 | &nbsp;&nbsp;&nbsp;&nbsp; 5059 |
| &nbsp;&nbsp;&nbsp;Programa Cedulas TDA Fondo de Titulizacion de Activos | 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 4/10/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 18100 | &nbsp;&nbsp;&nbsp;&nbsp; 22333 |
| &nbsp;&nbsp;&nbsp;Red Electrica Financiaciones SA | 1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 3/13/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2500 | &nbsp;&nbsp;&nbsp;&nbsp; 2783 |
| &nbsp;&nbsp;&nbsp;Red Electrica Financiaciones SA | 0.375% | &nbsp;&nbsp;&nbsp;&nbsp; 7/24/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp;&nbsp; 2122 |
| &nbsp;&nbsp;&nbsp;Redeia Corp. SA | 3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 7/9/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2600 | &nbsp;&nbsp;&nbsp;&nbsp; 2966 |
| &nbsp;&nbsp;&nbsp;Redexis Gas Finance BV | 1.875% | &nbsp;&nbsp;&nbsp;&nbsp; 4/27/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2104 | &nbsp;&nbsp;&nbsp;&nbsp; 2357 |
| &nbsp;&nbsp;&nbsp;Repsol Europe Finance Sarl | 0.375% | &nbsp;&nbsp;&nbsp;&nbsp; 7/6/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4000 | &nbsp;&nbsp;&nbsp;&nbsp; 4089 |
| &nbsp;&nbsp;&nbsp;Repsol Europe Finance Sarl | 0.875% | &nbsp;&nbsp;&nbsp;&nbsp; 7/6/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3100 | &nbsp;&nbsp;&nbsp;&nbsp; 2880 |
| &nbsp;&nbsp;&nbsp;Repsol International Finance BV | 2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 12/10/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5100 | &nbsp;&nbsp;&nbsp;&nbsp; 5763 |
| &nbsp;&nbsp;&nbsp;Repsol International Finance BV | 2.500% | Perpetual | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3000 | &nbsp;&nbsp;&nbsp;&nbsp; 3313 |
| &nbsp;&nbsp;&nbsp;Repsol International Finance BV | 3.750% | Perpetual | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3000 | &nbsp;&nbsp;&nbsp;&nbsp; 3393 |
| &nbsp;&nbsp;&nbsp;Repsol International Finance BV | 4.247% | Perpetual | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3000 | &nbsp;&nbsp;&nbsp;&nbsp; 3424 |
| &nbsp;&nbsp;&nbsp;Santander Consumer Finance SA | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 1/14/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 9300 | &nbsp;&nbsp;&nbsp;&nbsp; 10198 |
| &nbsp;&nbsp;&nbsp;Telefonica Emisiones SA | 1.447% | &nbsp;&nbsp;&nbsp;&nbsp; 1/22/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 8000 | &nbsp;&nbsp;&nbsp;&nbsp; 8936 |
| &nbsp;&nbsp;&nbsp;Telefonica Emisiones SA | 2.318% | &nbsp;&nbsp;&nbsp;&nbsp; 10/17/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 400 | &nbsp;&nbsp;&nbsp;&nbsp; 448 |
| &nbsp;&nbsp;&nbsp;Telefonica Emisiones SA | 1.788% | &nbsp;&nbsp;&nbsp;&nbsp; 3/12/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1300 | &nbsp;&nbsp;&nbsp;&nbsp; 1425 |
| &nbsp;&nbsp;&nbsp;Telefonica Emisiones SA | 5.445% | &nbsp;&nbsp;&nbsp;&nbsp; 10/8/29 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 1700 | &nbsp;&nbsp;&nbsp;&nbsp; 2321 |
| &nbsp;&nbsp;&nbsp;Telefonica Emisiones SA | 2.932% | &nbsp;&nbsp;&nbsp;&nbsp; 10/17/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5700 | &nbsp;&nbsp;&nbsp;&nbsp; 6505 |
| &nbsp;&nbsp;&nbsp;Telefonica Emisiones SA | 0.664% | &nbsp;&nbsp;&nbsp;&nbsp; 2/3/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3400 | &nbsp;&nbsp;&nbsp;&nbsp; 3471 |
| &nbsp;&nbsp;&nbsp;Telefonica Emisiones SA | 2.592% | &nbsp;&nbsp;&nbsp;&nbsp; 5/25/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 11400 | &nbsp;&nbsp;&nbsp;&nbsp; 12508 |
| &nbsp;&nbsp;&nbsp;Telefonica Emisiones SA | 1.807% | &nbsp;&nbsp;&nbsp;&nbsp; 5/21/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4000 | &nbsp;&nbsp;&nbsp;&nbsp; 4094 |
| &nbsp;&nbsp;&nbsp;Telefonica Emisiones SA | 3.724% | &nbsp;&nbsp;&nbsp;&nbsp; 1/23/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5649 |
| &nbsp;&nbsp;&nbsp;Telefonica Emisiones SA | 1.864% | &nbsp;&nbsp;&nbsp;&nbsp; 7/13/40 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4000 | &nbsp;&nbsp;&nbsp;&nbsp; 3318 |
| &nbsp;&nbsp;&nbsp;Telefonica Europe BV | 5.875% | &nbsp;&nbsp;&nbsp;&nbsp; 2/14/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2680 | &nbsp;&nbsp;&nbsp;&nbsp; 3501 |
| &nbsp;&nbsp;&nbsp;Unicaja Banco SA | 5.125% | &nbsp;&nbsp;&nbsp;&nbsp; 2/21/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4500 | &nbsp;&nbsp;&nbsp;&nbsp; 5390 |
| &nbsp;&nbsp;&nbsp;Werfen SA | 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/3/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3000 | &nbsp;&nbsp;&nbsp;&nbsp; 3511 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **859597** |
| **Sweden (1.0%)** | **Sweden (1.0%)** | **Sweden (1.0%)** |  |  |  |
| &nbsp;&nbsp;&nbsp;Akelius Residential Property Financing BV | 1.125% | &nbsp;&nbsp;&nbsp;&nbsp; 1/11/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2995 | &nbsp;&nbsp;&nbsp;&nbsp; 3114 |
| &nbsp;&nbsp;&nbsp;Akelius Residential Property Financing BV | 0.750% | &nbsp;&nbsp;&nbsp;&nbsp; 2/22/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5938 | &nbsp;&nbsp;&nbsp;&nbsp; 5824 |
| &nbsp;&nbsp;&nbsp;Assa Abloy AB | 3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 9/13/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 9615 | &nbsp;&nbsp;&nbsp;&nbsp; 11362 |
| &nbsp;&nbsp;&nbsp;Balder Finland OYJ | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/20/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 500 | &nbsp;&nbsp;&nbsp;&nbsp; 520 |
| &nbsp;&nbsp;&nbsp;Balder Finland OYJ | 1.375% | &nbsp;&nbsp;&nbsp;&nbsp; 5/24/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2429 | &nbsp;&nbsp;&nbsp;&nbsp; 2441 |
| &nbsp;&nbsp;&nbsp;Balder Finland OYJ | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/18/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1000 | &nbsp;&nbsp;&nbsp;&nbsp; 1024 |
| &nbsp;&nbsp;&nbsp;Castellum AB | 4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 12/10/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1890 | &nbsp;&nbsp;&nbsp;&nbsp; 2167 |
| &nbsp;&nbsp;&nbsp;Castellum Helsinki Finance Holding Abp | 0.875% | &nbsp;&nbsp;&nbsp;&nbsp; 9/17/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4953 | &nbsp;&nbsp;&nbsp;&nbsp; 5010 |
| &nbsp;&nbsp;&nbsp;Danske Hypotek AB | 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 12/20/28 | &nbsp;&nbsp;&nbsp;&nbsp;SEK | &nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 21366 |
| &nbsp;&nbsp;&nbsp;Ellevio AB | 4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 3/7/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3000 | &nbsp;&nbsp;&nbsp;&nbsp; 3512 |
| &nbsp;&nbsp;&nbsp;EQT AB | 2.375% | &nbsp;&nbsp;&nbsp;&nbsp; 4/6/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3500 | &nbsp;&nbsp;&nbsp;&nbsp; 3887 |
| &nbsp;&nbsp;&nbsp;EQT AB | 2.875% | &nbsp;&nbsp;&nbsp;&nbsp; 4/6/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4600 | &nbsp;&nbsp;&nbsp;&nbsp; 4921 |
| &nbsp;&nbsp;&nbsp;Essity AB | 1.625% | &nbsp;&nbsp;&nbsp;&nbsp; 3/30/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 778 | &nbsp;&nbsp;&nbsp;&nbsp; 866 |
| &nbsp;&nbsp;&nbsp;Essity AB | 0.250% | &nbsp;&nbsp;&nbsp;&nbsp; 2/8/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6316 | &nbsp;&nbsp;&nbsp;&nbsp; 6103 |
| &nbsp;&nbsp;&nbsp;Fastighets AB Balder | 1.125% | &nbsp;&nbsp;&nbsp;&nbsp; 1/29/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2700 | &nbsp;&nbsp;&nbsp;&nbsp; 2969 |
| &nbsp;&nbsp;&nbsp;Fastighets AB Balder | 1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 1/28/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2843 | &nbsp;&nbsp;&nbsp;&nbsp; 3051 |
| &nbsp;&nbsp;&nbsp;Heimstaden Bostad Treasury BV | 1.375% | &nbsp;&nbsp;&nbsp;&nbsp; 3/3/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2498 | &nbsp;&nbsp;&nbsp;&nbsp; 2704 |
| &nbsp;&nbsp;&nbsp;Heimstaden Bostad Treasury BV | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/13/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 8009 | &nbsp;&nbsp;&nbsp;&nbsp; 8362 |
| &nbsp;&nbsp;&nbsp;Heimstaden Bostad Treasury BV | 1.375% | &nbsp;&nbsp;&nbsp;&nbsp; 7/24/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3300 | &nbsp;&nbsp;&nbsp;&nbsp; 3459 |
| &nbsp;&nbsp;&nbsp;Heimstaden Bostad Treasury BV | 0.750% | &nbsp;&nbsp;&nbsp;&nbsp; 9/6/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1800 | &nbsp;&nbsp;&nbsp;&nbsp; 1783 |
| &nbsp;&nbsp;&nbsp;Heimstaden Bostad Treasury BV | 1.625% | &nbsp;&nbsp;&nbsp;&nbsp; 10/13/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1000 | &nbsp;&nbsp;&nbsp;&nbsp; 959 |
| &nbsp;&nbsp;&nbsp;Investor AB | 0.375% | &nbsp;&nbsp;&nbsp;&nbsp; 10/29/35 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6500 | &nbsp;&nbsp;&nbsp;&nbsp; 5349 |
| &nbsp;&nbsp;&nbsp;Lansforsakringar Hypotek AB | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;SEK | &nbsp;&nbsp; 413000 | &nbsp;&nbsp;&nbsp;&nbsp; 41509 |
| &nbsp;&nbsp;&nbsp;Nordea Hypotek AB | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 9/16/26 | &nbsp;&nbsp;&nbsp;&nbsp;SEK | &nbsp;&nbsp; 74700 | &nbsp;&nbsp;&nbsp;&nbsp; 7543 |
| &nbsp;&nbsp;&nbsp;Nordea Hypotek AB | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/16/27 | &nbsp;&nbsp;&nbsp;&nbsp;SEK | &nbsp;&nbsp; 334000 | &nbsp;&nbsp;&nbsp;&nbsp; 33625 |
| &nbsp;&nbsp;&nbsp;Nordea Hypotek AB | 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 9/20/28 | &nbsp;&nbsp;&nbsp;&nbsp;SEK | &nbsp;&nbsp; 660000 | &nbsp;&nbsp;&nbsp;&nbsp; 70751 |
| &nbsp;&nbsp;&nbsp;Nordea Hypotek AB | 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 10/26/29 | &nbsp;&nbsp;&nbsp;&nbsp;SEK | &nbsp;&nbsp; 86000 | &nbsp;&nbsp;&nbsp;&nbsp; 9299 |
| &nbsp;&nbsp;&nbsp;Sagax AB | 4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 5/29/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3000 | &nbsp;&nbsp;&nbsp;&nbsp; 3522 |
| &nbsp;&nbsp;&nbsp;Sagax Euro Mtn NL BV | 0.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/26/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2214 | &nbsp;&nbsp;&nbsp;&nbsp; 2347 |
| &nbsp;&nbsp;&nbsp;Sagax Euro Mtn NL BV | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/17/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1900 | &nbsp;&nbsp;&nbsp;&nbsp; 1958 |
| &nbsp;&nbsp;&nbsp;Sandvik AB | 2.125% | &nbsp;&nbsp;&nbsp;&nbsp; 6/7/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6050 | &nbsp;&nbsp;&nbsp;&nbsp; 6790 |
| &nbsp;&nbsp;&nbsp;Securitas Treasury Ireland DAC | 3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 2/23/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5863 |
| &nbsp;&nbsp;&nbsp;Skandinaviska Enskilda Banken AB | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 11/9/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 8000 | &nbsp;&nbsp;&nbsp;&nbsp; 9286 |
| &nbsp;&nbsp;&nbsp;Skandinaviska Enskilda Banken AB | 1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 11/11/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10000 | &nbsp;&nbsp;&nbsp;&nbsp; 11244 |
| &nbsp;&nbsp;&nbsp;Skandinaviska Enskilda Banken AB | 0.375% | &nbsp;&nbsp;&nbsp;&nbsp; 2/11/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3641 | &nbsp;&nbsp;&nbsp;&nbsp; 3974 |
| &nbsp;&nbsp;&nbsp;Skandinaviska Enskilda Banken AB | 4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 6/29/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5874 |

---

------

Total International Bond Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;&nbsp;&nbsp;Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| &nbsp;&nbsp;&nbsp;Skandinaviska Enskilda Banken AB | 0.750% | &nbsp;&nbsp;&nbsp;&nbsp; 8/9/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10000 | &nbsp;&nbsp;&nbsp;&nbsp; 10872 |
| &nbsp;&nbsp;&nbsp;Skandinaviska Enskilda Banken AB | 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 2/7/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp;&nbsp; 2337 |
| &nbsp;&nbsp;&nbsp;Skandinaviska Enskilda Banken AB | 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/4/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3500 | &nbsp;&nbsp;&nbsp;&nbsp; 4080 |
| &nbsp;&nbsp;&nbsp;Skandinaviska Enskilda Banken AB | 3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 5/9/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 13000 | &nbsp;&nbsp;&nbsp;&nbsp; 15296 |
| &nbsp;&nbsp;&nbsp;Skandinaviska Enskilda Banken AB | 0.375% | &nbsp;&nbsp;&nbsp;&nbsp; 6/21/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6000 | &nbsp;&nbsp;&nbsp;&nbsp; 6334 |
| &nbsp;&nbsp;&nbsp;Skandinaviska Enskilda Banken AB | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 11/6/28 | &nbsp;&nbsp;&nbsp;&nbsp;SEK | &nbsp;&nbsp; 580000 | &nbsp;&nbsp;&nbsp;&nbsp; 62100 |
| &nbsp;&nbsp;&nbsp;Skandinaviska Enskilda Banken AB | 0.625% | &nbsp;&nbsp;&nbsp;&nbsp; 11/12/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5087 | &nbsp;&nbsp;&nbsp;&nbsp; 5183 |
| &nbsp;&nbsp;&nbsp;Skandinaviska Enskilda Banken AB | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 12/19/29 | &nbsp;&nbsp;&nbsp;&nbsp;SEK | &nbsp;&nbsp; 74000 | &nbsp;&nbsp;&nbsp;&nbsp; 7097 |
| &nbsp;&nbsp;&nbsp;Skandinaviska Enskilda Banken AB | 3.125% | &nbsp;&nbsp;&nbsp;&nbsp; 11/5/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 11000 | &nbsp;&nbsp;&nbsp;&nbsp; 12385 |
| &nbsp;&nbsp;&nbsp;Skandinaviska Enskilda Banken AB | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 8/17/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2600 | &nbsp;&nbsp;&nbsp;&nbsp; 3085 |
| &nbsp;&nbsp;&nbsp;SKF AB | 0.250% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2906 | &nbsp;&nbsp;&nbsp;&nbsp; 2993 |
| &nbsp;&nbsp;&nbsp;Stadshypotek AB | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;SEK | &nbsp;&nbsp; 566000 | &nbsp;&nbsp;&nbsp;&nbsp; 57699 |
| &nbsp;&nbsp;&nbsp;Stadshypotek AB | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;SEK | &nbsp;&nbsp; 232000 | &nbsp;&nbsp;&nbsp;&nbsp; 23526 |
| &nbsp;&nbsp;&nbsp;Stadshypotek AB | 0.750% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3541 | &nbsp;&nbsp;&nbsp;&nbsp; 3879 |
| &nbsp;&nbsp;&nbsp;Stadshypotek AB | 2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;SEK | &nbsp;&nbsp; 386000 | &nbsp;&nbsp;&nbsp;&nbsp; 40099 |
| &nbsp;&nbsp;&nbsp;Stadshypotek AB | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;SEK | &nbsp;&nbsp; 50000 | &nbsp;&nbsp;&nbsp;&nbsp; 5088 |
| &nbsp;&nbsp;&nbsp;Stadshypotek AB | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/2/29 | &nbsp;&nbsp;&nbsp;&nbsp;SEK | &nbsp;&nbsp; 650000 | &nbsp;&nbsp;&nbsp;&nbsp; 70610 |
| &nbsp;&nbsp;&nbsp;Svenska Handelsbanken AB | 0.125% | &nbsp;&nbsp;&nbsp;&nbsp; 11/3/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3907 | &nbsp;&nbsp;&nbsp;&nbsp; 4293 |
| &nbsp;&nbsp;&nbsp;Svenska Handelsbanken AB | 3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 2/17/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6000 | &nbsp;&nbsp;&nbsp;&nbsp; 6968 |
| &nbsp;&nbsp;&nbsp;Svenska Handelsbanken AB | 1.375% | &nbsp;&nbsp;&nbsp;&nbsp; 2/23/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 16500 | &nbsp;&nbsp;&nbsp;&nbsp; 17687 |
| &nbsp;&nbsp;&nbsp;Svenska Handelsbanken AB | 2.625% | &nbsp;&nbsp;&nbsp;&nbsp; 9/5/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5650 |
| &nbsp;&nbsp;&nbsp;Svenska Handelsbanken AB | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 2/18/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5087 | &nbsp;&nbsp;&nbsp;&nbsp; 5126 |
| &nbsp;&nbsp;&nbsp;Svenska Handelsbanken AB | 4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 8/23/32 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 4000 | &nbsp;&nbsp;&nbsp;&nbsp; 5239 |
| &nbsp;&nbsp;&nbsp;Svenska Handelsbanken AB | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 8/16/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4924 | &nbsp;&nbsp;&nbsp;&nbsp; 5896 |
| &nbsp;&nbsp;&nbsp;Sveriges Sakerstallda Obligationer AB | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;SEK | &nbsp;&nbsp; 59000 | &nbsp;&nbsp;&nbsp;&nbsp; 6077 |
| &nbsp;&nbsp;&nbsp;Sveriges Sakerstallda Obligationer AB | 0.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/9/27 | &nbsp;&nbsp;&nbsp;&nbsp;SEK | &nbsp;&nbsp; 300000 | &nbsp;&nbsp;&nbsp;&nbsp; 29654 |
| &nbsp;&nbsp;&nbsp;Sveriges Sakerstallda Obligationer AB | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/12/30 | &nbsp;&nbsp;&nbsp;&nbsp;SEK | &nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 18709 |
| &nbsp;&nbsp;&nbsp;Sveriges Sakerstallda Obligationer AB | 1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 2/10/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 24000 | &nbsp;&nbsp;&nbsp;&nbsp; 25606 |
| &nbsp;&nbsp;&nbsp;Swedbank AB | 0.250% | &nbsp;&nbsp;&nbsp;&nbsp; 11/2/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 15233 | &nbsp;&nbsp;&nbsp;&nbsp; 16749 |
| &nbsp;&nbsp;&nbsp;Swedbank AB | 0.300% | &nbsp;&nbsp;&nbsp;&nbsp; 5/20/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 19324 | &nbsp;&nbsp;&nbsp;&nbsp; 21402 |
| &nbsp;&nbsp;&nbsp;Swedbank AB | 2.100% | &nbsp;&nbsp;&nbsp;&nbsp; 5/25/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10000 | &nbsp;&nbsp;&nbsp;&nbsp; 11249 |
| &nbsp;&nbsp;&nbsp;Swedbank AB | 1.375% | &nbsp;&nbsp;&nbsp;&nbsp; 12/8/27 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 1289 | &nbsp;&nbsp;&nbsp;&nbsp; 1632 |
| &nbsp;&nbsp;&nbsp;Swedbank AB | 0.200% | &nbsp;&nbsp;&nbsp;&nbsp; 1/12/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10841 | &nbsp;&nbsp;&nbsp;&nbsp; 11453 |
| &nbsp;&nbsp;&nbsp;Swedbank AB | 4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 11/13/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5937 |
| &nbsp;&nbsp;&nbsp;Swedbank AB | 3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 5/29/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4000 | &nbsp;&nbsp;&nbsp;&nbsp; 4636 |
| &nbsp;&nbsp;&nbsp;Swedbank AB | 3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 8/23/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 11700 | &nbsp;&nbsp;&nbsp;&nbsp; 13413 |
| &nbsp;&nbsp;&nbsp;Swedbank AB | 7.272% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 3000 | &nbsp;&nbsp;&nbsp;&nbsp; 4176 |
| &nbsp;&nbsp;&nbsp;Swedbank Hypotek AB | 1.375% | &nbsp;&nbsp;&nbsp;&nbsp; 5/31/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 16900 | &nbsp;&nbsp;&nbsp;&nbsp; 18880 |
| &nbsp;&nbsp;&nbsp;Swedbank Hypotek AB | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;SEK | &nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 20925 |
| &nbsp;&nbsp;&nbsp;Swedbank Hypotek AB | 3.125% | &nbsp;&nbsp;&nbsp;&nbsp; 7/5/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 20000 | &nbsp;&nbsp;&nbsp;&nbsp; 23244 |
| &nbsp;&nbsp;&nbsp;Swedbank Hypotek AB | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/28/29 | &nbsp;&nbsp;&nbsp;&nbsp;SEK | &nbsp;&nbsp; 771200 | &nbsp;&nbsp;&nbsp;&nbsp; 80577 |
| &nbsp;&nbsp;&nbsp;Tele2 AB | 2.125% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1692 | &nbsp;&nbsp;&nbsp;&nbsp; 1891 |
| &nbsp;&nbsp;&nbsp;Tele2 AB | 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 11/22/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp;&nbsp; 2344 |
| &nbsp;&nbsp;&nbsp;Telefonaktiebolaget LM Ericsson | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/26/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3000 | &nbsp;&nbsp;&nbsp;&nbsp; 3135 |
| &nbsp;&nbsp;&nbsp;Telia Co. AB | 0.125% | &nbsp;&nbsp;&nbsp;&nbsp; 11/27/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2245 | &nbsp;&nbsp;&nbsp;&nbsp; 2184 |
| &nbsp;&nbsp;&nbsp;Telia Co. AB | 2.125% | &nbsp;&nbsp;&nbsp;&nbsp; 2/20/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6139 | &nbsp;&nbsp;&nbsp;&nbsp; 6381 |
| &nbsp;&nbsp;&nbsp;Telia Co. AB | 1.625% | &nbsp;&nbsp;&nbsp;&nbsp; 2/23/35 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1900 | &nbsp;&nbsp;&nbsp;&nbsp; 1844 |
| &nbsp;&nbsp;&nbsp;Telia Co. AB | 1.375% | &nbsp;&nbsp;&nbsp;&nbsp; 5/11/81 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1900 | &nbsp;&nbsp;&nbsp;&nbsp; 2108 |
| &nbsp;&nbsp;&nbsp;Telia Co. AB | 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 6/30/83 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp;&nbsp; 2200 |
| &nbsp;&nbsp;&nbsp;Vattenfall AB | 6.875% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/39 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 5543 | &nbsp;&nbsp;&nbsp;&nbsp; 8006 |
| &nbsp;&nbsp;&nbsp;Volvo Treasury AB | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 8/19/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 11400 | &nbsp;&nbsp;&nbsp;&nbsp; 12749 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **1055021** |
| **Switzerland (1.2%)** | **Switzerland (1.2%)** | **Switzerland (1.2%)** |  |  |  |
| &nbsp;&nbsp;&nbsp;ABB Finance BV | 0.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/19/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 8984 | &nbsp;&nbsp;&nbsp;&nbsp; 8906 |
| &nbsp;&nbsp;&nbsp;ABB Finance BV | 3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 1/16/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5783 |
| &nbsp;&nbsp;&nbsp;Adecco Group AG | 2.378% | &nbsp;&nbsp;&nbsp;&nbsp; 11/17/27 | &nbsp;&nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp;&nbsp; 2519 |
| &nbsp;&nbsp;&nbsp;Adecco International Financial Services BV | 0.125% | &nbsp;&nbsp;&nbsp;&nbsp; 9/21/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7500 | &nbsp;&nbsp;&nbsp;&nbsp; 7817 |
| &nbsp;&nbsp;&nbsp;Argentum Netherlands BV for Givaudan SA | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/17/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 9300 | &nbsp;&nbsp;&nbsp;&nbsp; 10097 |
| &nbsp;&nbsp;&nbsp;Argentum Netherlands BV for Zurich Insurance Co. Ltd. | 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/46 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 18293 | &nbsp;&nbsp;&nbsp;&nbsp; 20872 |
| &nbsp;&nbsp;&nbsp;Argentum Netherlands BV for Zurich Insurance Co. Ltd. | 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 2/19/49 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 996 | &nbsp;&nbsp;&nbsp;&nbsp; 1096 |
| &nbsp;&nbsp;&nbsp;Basellandschaftliche Kantonalbank | 0.375% | &nbsp;&nbsp;&nbsp;&nbsp; 5/13/30 | &nbsp;&nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp; 2545 | &nbsp;&nbsp;&nbsp;&nbsp; 3052 |
| &nbsp;&nbsp;&nbsp;Basler Kantonalbank | 0.300% | &nbsp;&nbsp;&nbsp;&nbsp; 6/22/27 | &nbsp;&nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp; 2290 | &nbsp;&nbsp;&nbsp;&nbsp; 2773 |
| &nbsp;&nbsp;&nbsp;Cloverie plc for Zurich Insurance Co. Ltd. | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5405 |
| &nbsp;&nbsp;&nbsp;ELM BV for Helvetia Schweizerische Versicherungsgesellschaft AG | 3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 9/29/47 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5892 | &nbsp;&nbsp;&nbsp;&nbsp; 6627 |
| &nbsp;&nbsp;&nbsp;ELM BV for Julius Baer Group Ltd. | 3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 9/13/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4000 | &nbsp;&nbsp;&nbsp;&nbsp; 4635 |
| &nbsp;&nbsp;&nbsp;Firmenich Productions Participations SAS | 1.375% | &nbsp;&nbsp;&nbsp;&nbsp; 10/30/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5087 | &nbsp;&nbsp;&nbsp;&nbsp; 5690 |
| &nbsp;&nbsp;&nbsp;Firmenich Productions Participations SAS | 1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 4/30/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4087 | &nbsp;&nbsp;&nbsp;&nbsp; 4379 |
| &nbsp;&nbsp;&nbsp;Givaudan Finance Europe BV | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/22/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5087 | &nbsp;&nbsp;&nbsp;&nbsp; 5616 |
| &nbsp;&nbsp;&nbsp;Helvetia Europe SA | 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 9/30/41 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2743 | &nbsp;&nbsp;&nbsp;&nbsp; 2873 |

---

------

Total International Bond Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;&nbsp;&nbsp;Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| &nbsp;&nbsp;&nbsp;Holcim Finance Luxembourg SA | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 11/29/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2214 | &nbsp;&nbsp;&nbsp;&nbsp; 2438 |
| &nbsp;&nbsp;&nbsp;Holcim Finance Luxembourg SA | 2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/26/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5288 | &nbsp;&nbsp;&nbsp;&nbsp; 5960 |
| &nbsp;&nbsp;&nbsp;Holcim Finance Luxembourg SA | 1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 8/29/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5392 |
| &nbsp;&nbsp;&nbsp;Holcim Finance Luxembourg SA | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 9/3/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2101 | &nbsp;&nbsp;&nbsp;&nbsp; 2080 |
| &nbsp;&nbsp;&nbsp;Holcim Finance Luxembourg SA | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/23/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7631 | &nbsp;&nbsp;&nbsp;&nbsp; 7388 |
| &nbsp;&nbsp;&nbsp;IWG US Finance LLC | 6.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/28/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2400 | &nbsp;&nbsp;&nbsp;&nbsp; 2946 |
| &nbsp;&nbsp;&nbsp;Lonza Finance International NV | 3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 4/24/36 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5749 |
| &nbsp;&nbsp;&nbsp;Luzerner Kantonalbank AG | 0.125% | &nbsp;&nbsp;&nbsp;&nbsp; 11/25/32 | &nbsp;&nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp; 9300 | &nbsp;&nbsp;&nbsp;&nbsp; 10775 |
| &nbsp;&nbsp;&nbsp;Luzerner Kantonalbank AG | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 11/19/38 | &nbsp;&nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp; 8000 | &nbsp;&nbsp;&nbsp;&nbsp; 10983 |
| &nbsp;&nbsp;&nbsp;Novartis AG | 0.625% | &nbsp;&nbsp;&nbsp;&nbsp; 11/13/29 | &nbsp;&nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp; 2395 | &nbsp;&nbsp;&nbsp;&nbsp; 2908 |
| &nbsp;&nbsp;&nbsp;Novartis AG | 1.050% | &nbsp;&nbsp;&nbsp;&nbsp; 5/11/35 | &nbsp;&nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp; 1000 | &nbsp;&nbsp;&nbsp;&nbsp; 1225 |
| &nbsp;&nbsp;&nbsp;Novartis Finance SA | 1.625% | &nbsp;&nbsp;&nbsp;&nbsp; 11/9/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2543 | &nbsp;&nbsp;&nbsp;&nbsp; 2860 |
| &nbsp;&nbsp;&nbsp;Novartis Finance SA | 0.625% | &nbsp;&nbsp;&nbsp;&nbsp; 9/20/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp; 107 |
| &nbsp;&nbsp;&nbsp;Novartis Finance SA | 0.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/23/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp;&nbsp; 2089 |
| &nbsp;&nbsp;&nbsp;Novartis Finance SA | 1.375% | &nbsp;&nbsp;&nbsp;&nbsp; 8/14/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 9144 | &nbsp;&nbsp;&nbsp;&nbsp; 9704 |
| &nbsp;&nbsp;&nbsp;Pfandbriefbank schweizerischer Hypothekarinstitute AG | 0.250% | &nbsp;&nbsp;&nbsp;&nbsp; 9/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp; 5455 | &nbsp;&nbsp;&nbsp;&nbsp; 6616 |
| &nbsp;&nbsp;&nbsp;Pfandbriefbank schweizerischer Hypothekarinstitute AG | 0.250% | &nbsp;&nbsp;&nbsp;&nbsp; 1/18/27 | &nbsp;&nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp; 13920 | &nbsp;&nbsp;&nbsp;&nbsp; 16872 |
| &nbsp;&nbsp;&nbsp;Pfandbriefbank schweizerischer Hypothekarinstitute AG | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/27/27 | &nbsp;&nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp; 7500 | &nbsp;&nbsp;&nbsp;&nbsp; 9322 |
| &nbsp;&nbsp;&nbsp;Pfandbriefbank schweizerischer Hypothekarinstitute AG | 0.375% | &nbsp;&nbsp;&nbsp;&nbsp; 5/12/27 | &nbsp;&nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp; 12750 | &nbsp;&nbsp;&nbsp;&nbsp; 15494 |
| &nbsp;&nbsp;&nbsp;Pfandbriefbank schweizerischer Hypothekarinstitute AG | 0.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp; 16275 | &nbsp;&nbsp;&nbsp;&nbsp; 19624 |
| &nbsp;&nbsp;&nbsp;Pfandbriefbank schweizerischer Hypothekarinstitute AG | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/5/28 | &nbsp;&nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp; 4080 | &nbsp;&nbsp;&nbsp;&nbsp; 4972 |
| &nbsp;&nbsp;&nbsp;Pfandbriefbank schweizerischer Hypothekarinstitute AG | 0.375% | &nbsp;&nbsp;&nbsp;&nbsp; 7/10/28 | &nbsp;&nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp; 2545 | &nbsp;&nbsp;&nbsp;&nbsp; 3090 |
| &nbsp;&nbsp;&nbsp;Pfandbriefbank schweizerischer Hypothekarinstitute AG | 0.125% | &nbsp;&nbsp;&nbsp;&nbsp; 9/6/28 | &nbsp;&nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp; 14280 | &nbsp;&nbsp;&nbsp;&nbsp; 17179 |
| &nbsp;&nbsp;&nbsp;Pfandbriefbank schweizerischer Hypothekarinstitute AG | 0.625% | &nbsp;&nbsp;&nbsp;&nbsp; 10/9/28 | &nbsp;&nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp; 7645 | &nbsp;&nbsp;&nbsp;&nbsp; 9354 |
| &nbsp;&nbsp;&nbsp;Pfandbriefbank schweizerischer Hypothekarinstitute AG | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 1/22/29 | &nbsp;&nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp; 22465 | &nbsp;&nbsp;&nbsp;&nbsp; 27363 |
| &nbsp;&nbsp;&nbsp;Pfandbriefbank schweizerischer Hypothekarinstitute AG | 0.125% | &nbsp;&nbsp;&nbsp;&nbsp; 5/8/29 | &nbsp;&nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp; 3820 | &nbsp;&nbsp;&nbsp;&nbsp; 4581 |
| &nbsp;&nbsp;&nbsp;Pfandbriefbank schweizerischer Hypothekarinstitute AG | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp; 7645 | &nbsp;&nbsp;&nbsp;&nbsp; 9305 |
| &nbsp;&nbsp;&nbsp;Pfandbriefbank schweizerischer Hypothekarinstitute AG | 0.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/26/29 | &nbsp;&nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp; 16305 | &nbsp;&nbsp;&nbsp;&nbsp; 19386 |
| &nbsp;&nbsp;&nbsp;Pfandbriefbank schweizerischer Hypothekarinstitute AG | 0.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/26/30 | &nbsp;&nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp; 9155 | &nbsp;&nbsp;&nbsp;&nbsp; 10842 |
| &nbsp;&nbsp;&nbsp;Pfandbriefbank schweizerischer Hypothekarinstitute AG | 0.250% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp; 5100 | &nbsp;&nbsp;&nbsp;&nbsp; 6113 |
| &nbsp;&nbsp;&nbsp;Pfandbriefbank schweizerischer Hypothekarinstitute AG | 2.625% | &nbsp;&nbsp;&nbsp;&nbsp; 2/14/31 | &nbsp;&nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp; 10000 | &nbsp;&nbsp;&nbsp;&nbsp; 13559 |
| &nbsp;&nbsp;&nbsp;Pfandbriefbank schweizerischer Hypothekarinstitute AG | 0.125% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp; 4715 | &nbsp;&nbsp;&nbsp;&nbsp; 5564 |
| &nbsp;&nbsp;&nbsp;Pfandbriefbank schweizerischer Hypothekarinstitute AG | 1.875% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp; 17605 | &nbsp;&nbsp;&nbsp;&nbsp; 22984 |
| &nbsp;&nbsp;&nbsp;Pfandbriefbank schweizerischer Hypothekarinstitute AG | 0.125% | &nbsp;&nbsp;&nbsp;&nbsp; 12/19/31 | &nbsp;&nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp; 6510 | &nbsp;&nbsp;&nbsp;&nbsp; 7622 |
| &nbsp;&nbsp;&nbsp;Pfandbriefbank schweizerischer Hypothekarinstitute AG | 1.375% | &nbsp;&nbsp;&nbsp;&nbsp; 4/9/32 | &nbsp;&nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp; 12500 | &nbsp;&nbsp;&nbsp;&nbsp; 15938 |
| &nbsp;&nbsp;&nbsp;Pfandbriefbank schweizerischer Hypothekarinstitute AG | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/12/32 | &nbsp;&nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp; 3820 | &nbsp;&nbsp;&nbsp;&nbsp; 4728 |
| &nbsp;&nbsp;&nbsp;Pfandbriefbank schweizerischer Hypothekarinstitute AG | 2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 8/13/32 | &nbsp;&nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp; 5200 | &nbsp;&nbsp;&nbsp;&nbsp; 7034 |
| &nbsp;&nbsp;&nbsp;Pfandbriefbank schweizerischer Hypothekarinstitute AG | 0.125% | &nbsp;&nbsp;&nbsp;&nbsp; 11/19/32 | &nbsp;&nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp; 4860 | &nbsp;&nbsp;&nbsp;&nbsp; 5670 |
| &nbsp;&nbsp;&nbsp;Pfandbriefbank schweizerischer Hypothekarinstitute AG | 0.625% | &nbsp;&nbsp;&nbsp;&nbsp; 4/25/33 | &nbsp;&nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp; 12545 | &nbsp;&nbsp;&nbsp;&nbsp; 15140 |
| &nbsp;&nbsp;&nbsp;Pfandbriefbank schweizerischer Hypothekarinstitute AG | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 8/2/33 | &nbsp;&nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp; 8925 | &nbsp;&nbsp;&nbsp;&nbsp; 11492 |
| &nbsp;&nbsp;&nbsp;Pfandbriefbank schweizerischer Hypothekarinstitute AG | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 9/6/33 | &nbsp;&nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 6461 |
| &nbsp;&nbsp;&nbsp;Pfandbriefbank schweizerischer Hypothekarinstitute AG | 0.750% | &nbsp;&nbsp;&nbsp;&nbsp; 11/28/34 | &nbsp;&nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp; 12500 | &nbsp;&nbsp;&nbsp;&nbsp; 15046 |
| &nbsp;&nbsp;&nbsp;Pfandbriefbank schweizerischer Hypothekarinstitute AG | 0.625% | &nbsp;&nbsp;&nbsp;&nbsp; 1/25/35 | &nbsp;&nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp; 10000 | &nbsp;&nbsp;&nbsp;&nbsp; 11930 |
| &nbsp;&nbsp;&nbsp;Pfandbriefbank schweizerischer Hypothekarinstitute AG | 0.875% | &nbsp;&nbsp;&nbsp;&nbsp; 5/7/35 | &nbsp;&nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp; 16015 | &nbsp;&nbsp;&nbsp;&nbsp; 19534 |
| &nbsp;&nbsp;&nbsp;Pfandbriefbank schweizerischer Hypothekarinstitute AG | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 10/5/35 | &nbsp;&nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp; 2545 | &nbsp;&nbsp;&nbsp;&nbsp; 2990 |
| &nbsp;&nbsp;&nbsp;Pfandbriefbank schweizerischer Hypothekarinstitute AG | 0.250% | &nbsp;&nbsp;&nbsp;&nbsp; 10/14/36 | &nbsp;&nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp; 2060 | &nbsp;&nbsp;&nbsp;&nbsp; 2319 |
| &nbsp;&nbsp;&nbsp;Pfandbriefbank schweizerischer Hypothekarinstitute AG | 0.625% | &nbsp;&nbsp;&nbsp;&nbsp; 1/23/37 | &nbsp;&nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp; 2035 | &nbsp;&nbsp;&nbsp;&nbsp; 2395 |
| &nbsp;&nbsp;&nbsp;Pfandbriefbank schweizerischer Hypothekarinstitute AG | 0.875% | &nbsp;&nbsp;&nbsp;&nbsp; 6/25/37 | &nbsp;&nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp; 2800 | &nbsp;&nbsp;&nbsp;&nbsp; 3388 |
| &nbsp;&nbsp;&nbsp;Pfandbriefbank schweizerischer Hypothekarinstitute AG | 0.250% | &nbsp;&nbsp;&nbsp;&nbsp; 8/4/38 | &nbsp;&nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp; 18600 | &nbsp;&nbsp;&nbsp;&nbsp; 20639 |
| &nbsp;&nbsp;&nbsp;Pfandbriefbank schweizerischer Hypothekarinstitute AG | 1.625% | &nbsp;&nbsp;&nbsp;&nbsp; 1/28/39 | &nbsp;&nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp; 7500 | &nbsp;&nbsp;&nbsp;&nbsp; 9962 |
| &nbsp;&nbsp;&nbsp;Pfandbriefbank schweizerischer Hypothekarinstitute AG | 0.375% | &nbsp;&nbsp;&nbsp;&nbsp; 7/8/39 | &nbsp;&nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp; 4235 | &nbsp;&nbsp;&nbsp;&nbsp; 4743 |
| &nbsp;&nbsp;&nbsp;Pfandbriefbank schweizerischer Hypothekarinstitute AG | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 2/14/40 | &nbsp;&nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 6526 |
| &nbsp;&nbsp;&nbsp;Pfandbriefbank schweizerischer Hypothekarinstitute AG | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 12/5/40 | &nbsp;&nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp; 2545 | &nbsp;&nbsp;&nbsp;&nbsp; 3314 |
| &nbsp;&nbsp;&nbsp;Pfandbriefbank schweizerischer Hypothekarinstitute AG | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/17/41 | &nbsp;&nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp; 4195 | &nbsp;&nbsp;&nbsp;&nbsp; 4700 |
| &nbsp;&nbsp;&nbsp;Pfandbriefbank schweizerischer Hypothekarinstitute AG | 0.250% | &nbsp;&nbsp;&nbsp;&nbsp; 10/6/42 | &nbsp;&nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp; 5100 | &nbsp;&nbsp;&nbsp;&nbsp; 5464 |
| &nbsp;&nbsp;&nbsp;Pfandbriefbank schweizerischer Hypothekarinstitute AG | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/25/45 | &nbsp;&nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 6042 |
| &nbsp;&nbsp;&nbsp;Pfandbriefbank schweizerischer Hypothekarinstitute AG | 1.875% | &nbsp;&nbsp;&nbsp;&nbsp; 6/24/50 | &nbsp;&nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp; 10000 | &nbsp;&nbsp;&nbsp;&nbsp; 14762 |
| &nbsp;&nbsp;&nbsp;Pfandbriefzentrale der schweizerischen Kantonalbanken AG | 1.625% | &nbsp;&nbsp;&nbsp;&nbsp; 6/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp; 3570 | &nbsp;&nbsp;&nbsp;&nbsp; 4392 |
| &nbsp;&nbsp;&nbsp;Pfandbriefzentrale der schweizerischen Kantonalbanken AG | 0.050% | &nbsp;&nbsp;&nbsp;&nbsp; 11/6/26 | &nbsp;&nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp; 5100 | &nbsp;&nbsp;&nbsp;&nbsp; 6164 |
| &nbsp;&nbsp;&nbsp;Pfandbriefzentrale der schweizerischen Kantonalbanken AG | 0.375% | &nbsp;&nbsp;&nbsp;&nbsp; 12/7/26 | &nbsp;&nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp; 11500 | &nbsp;&nbsp;&nbsp;&nbsp; 13971 |
| &nbsp;&nbsp;&nbsp;Pfandbriefzentrale der schweizerischen Kantonalbanken AG | 0.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/27/27 | &nbsp;&nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp; 7480 | &nbsp;&nbsp;&nbsp;&nbsp; 9025 |
| &nbsp;&nbsp;&nbsp;Pfandbriefzentrale der schweizerischen Kantonalbanken AG | 1.375% | &nbsp;&nbsp;&nbsp;&nbsp; 3/19/27 | &nbsp;&nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp; 4080 | &nbsp;&nbsp;&nbsp;&nbsp; 5050 |
| &nbsp;&nbsp;&nbsp;Pfandbriefzentrale der schweizerischen Kantonalbanken AG | 0.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/13/28 | &nbsp;&nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp; 18975 | &nbsp;&nbsp;&nbsp;&nbsp; 22795 |
| &nbsp;&nbsp;&nbsp;Pfandbriefzentrale der schweizerischen Kantonalbanken AG | 1.625% | &nbsp;&nbsp;&nbsp;&nbsp; 4/17/28 | &nbsp;&nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp; 7500 | &nbsp;&nbsp;&nbsp;&nbsp; 9441 |
| &nbsp;&nbsp;&nbsp;Pfandbriefzentrale der schweizerischen Kantonalbanken AG | 0.375% | &nbsp;&nbsp;&nbsp;&nbsp; 7/24/28 | &nbsp;&nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp; 20000 | &nbsp;&nbsp;&nbsp;&nbsp; 24201 |
| &nbsp;&nbsp;&nbsp;Pfandbriefzentrale der schweizerischen Kantonalbanken AG | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/22/28 | &nbsp;&nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp; 2545 | &nbsp;&nbsp;&nbsp;&nbsp; 3152 |
| &nbsp;&nbsp;&nbsp;Pfandbriefzentrale der schweizerischen Kantonalbanken AG | 0.300% | &nbsp;&nbsp;&nbsp;&nbsp; 4/9/29 | &nbsp;&nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp; 17685 | &nbsp;&nbsp;&nbsp;&nbsp; 21364 |
| &nbsp;&nbsp;&nbsp;Pfandbriefzentrale der schweizerischen Kantonalbanken AG | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/21/29 | &nbsp;&nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp; 15960 | &nbsp;&nbsp;&nbsp;&nbsp; 20200 |
| &nbsp;&nbsp;&nbsp;Pfandbriefzentrale der schweizerischen Kantonalbanken AG | 0.625% | &nbsp;&nbsp;&nbsp;&nbsp; 7/16/29 | &nbsp;&nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp; 12240 | &nbsp;&nbsp;&nbsp;&nbsp; 14969 |
| &nbsp;&nbsp;&nbsp;Pfandbriefzentrale der schweizerischen Kantonalbanken AG | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/30/30 | &nbsp;&nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp; 2545 | &nbsp;&nbsp;&nbsp;&nbsp; 3089 |

---

------

Total International Bond Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;&nbsp;&nbsp;Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| &nbsp;&nbsp;&nbsp;Pfandbriefzentrale der schweizerischen Kantonalbanken AG | 0.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/19/30 | &nbsp;&nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp; 19060 | &nbsp;&nbsp;&nbsp;&nbsp; 22522 |
| &nbsp;&nbsp;&nbsp;Pfandbriefzentrale der schweizerischen Kantonalbanken AG | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 9/20/30 | &nbsp;&nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp; 8925 | &nbsp;&nbsp;&nbsp;&nbsp; 10812 |
| &nbsp;&nbsp;&nbsp;Pfandbriefzentrale der schweizerischen Kantonalbanken AG | 0.550% | &nbsp;&nbsp;&nbsp;&nbsp; 1/29/31 | &nbsp;&nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp; 4845 | &nbsp;&nbsp;&nbsp;&nbsp; 5875 |
| &nbsp;&nbsp;&nbsp;Pfandbriefzentrale der schweizerischen Kantonalbanken AG | 0.300% | &nbsp;&nbsp;&nbsp;&nbsp; 6/6/31 | &nbsp;&nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp; 3820 | &nbsp;&nbsp;&nbsp;&nbsp; 4550 |
| &nbsp;&nbsp;&nbsp;Pfandbriefzentrale der schweizerischen Kantonalbanken AG | 0.125% | &nbsp;&nbsp;&nbsp;&nbsp; 9/2/31 | &nbsp;&nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp; 15070 | &nbsp;&nbsp;&nbsp;&nbsp; 17765 |
| &nbsp;&nbsp;&nbsp;Pfandbriefzentrale der schweizerischen Kantonalbanken AG | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 2/20/32 | &nbsp;&nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp; 11000 | &nbsp;&nbsp;&nbsp;&nbsp; 13239 |
| &nbsp;&nbsp;&nbsp;Pfandbriefzentrale der schweizerischen Kantonalbanken AG | 0.650% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp; 5100 | &nbsp;&nbsp;&nbsp;&nbsp; 6143 |
| &nbsp;&nbsp;&nbsp;Pfandbriefzentrale der schweizerischen Kantonalbanken AG | 0.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/18/33 | &nbsp;&nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp; 7500 | &nbsp;&nbsp;&nbsp;&nbsp; 8645 |
| &nbsp;&nbsp;&nbsp;Pfandbriefzentrale der schweizerischen Kantonalbanken AG | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp; 3055 | &nbsp;&nbsp;&nbsp;&nbsp; 3617 |
| &nbsp;&nbsp;&nbsp;Pfandbriefzentrale der schweizerischen Kantonalbanken AG | 2.200% | &nbsp;&nbsp;&nbsp;&nbsp; 10/4/34 | &nbsp;&nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp; 5335 | &nbsp;&nbsp;&nbsp;&nbsp; 7301 |
| &nbsp;&nbsp;&nbsp;Pfandbriefzentrale der schweizerischen Kantonalbanken AG | 0.200% | &nbsp;&nbsp;&nbsp;&nbsp; 6/12/35 | &nbsp;&nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp; 8000 | &nbsp;&nbsp;&nbsp;&nbsp; 9147 |
| &nbsp;&nbsp;&nbsp;Pfandbriefzentrale der schweizerischen Kantonalbanken AG | 0.200% | &nbsp;&nbsp;&nbsp;&nbsp; 7/13/35 | &nbsp;&nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp; 7645 | &nbsp;&nbsp;&nbsp;&nbsp; 8718 |
| &nbsp;&nbsp;&nbsp;Pfandbriefzentrale der schweizerischen Kantonalbanken AG | 0.600% | &nbsp;&nbsp;&nbsp;&nbsp; 12/11/35 | &nbsp;&nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp; 6630 | &nbsp;&nbsp;&nbsp;&nbsp; 7836 |
| &nbsp;&nbsp;&nbsp;Pfandbriefzentrale der schweizerischen Kantonalbanken AG | 0.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp; 14965 | &nbsp;&nbsp;&nbsp;&nbsp; 16573 |
| &nbsp;&nbsp;&nbsp;Pfandbriefzentrale der schweizerischen Kantonalbanken AG | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/23/36 | &nbsp;&nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp; 10000 | &nbsp;&nbsp;&nbsp;&nbsp; 12974 |
| &nbsp;&nbsp;&nbsp;Pfandbriefzentrale der schweizerischen Kantonalbanken AG | 1.850% | &nbsp;&nbsp;&nbsp;&nbsp; 7/19/38 | &nbsp;&nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp; 17500 | &nbsp;&nbsp;&nbsp;&nbsp; 23635 |
| &nbsp;&nbsp;&nbsp;Pfandbriefzentrale der schweizerischen Kantonalbanken AG | 0.700% | &nbsp;&nbsp;&nbsp;&nbsp; 3/4/39 | &nbsp;&nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp; 2545 | &nbsp;&nbsp;&nbsp;&nbsp; 2987 |
| &nbsp;&nbsp;&nbsp;Richemont International Holding SA | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/26/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1000 | &nbsp;&nbsp;&nbsp;&nbsp; 1065 |
| &nbsp;&nbsp;&nbsp;Richemont International Holding SA | 1.125% | &nbsp;&nbsp;&nbsp;&nbsp; 5/26/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6316 | &nbsp;&nbsp;&nbsp;&nbsp; 6263 |
| &nbsp;&nbsp;&nbsp;Richemont International Holding SA | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/26/38 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7850 | &nbsp;&nbsp;&nbsp;&nbsp; 7390 |
| &nbsp;&nbsp;&nbsp;Richemont International Holding SA | 1.625% | &nbsp;&nbsp;&nbsp;&nbsp; 5/26/40 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7087 | &nbsp;&nbsp;&nbsp;&nbsp; 6002 |
| &nbsp;&nbsp;&nbsp;Sandoz Group AG | 2.125% | &nbsp;&nbsp;&nbsp;&nbsp; 11/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp; 3600 | &nbsp;&nbsp;&nbsp;&nbsp; 4456 |
| &nbsp;&nbsp;&nbsp;Sika Capital BV | 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 5/3/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 9000 | &nbsp;&nbsp;&nbsp;&nbsp; 10578 |
| &nbsp;&nbsp;&nbsp;Swiss Life Finance I AG | 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 8/31/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 8000 | &nbsp;&nbsp;&nbsp;&nbsp; 9199 |
| &nbsp;&nbsp;&nbsp;Swiss Life Finance I AG | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4250 | &nbsp;&nbsp;&nbsp;&nbsp; 4130 |
| &nbsp;&nbsp;&nbsp;Swisscom Finance BV | 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 11/29/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5500 | &nbsp;&nbsp;&nbsp;&nbsp; 6403 |
| &nbsp;&nbsp;&nbsp;Swisscom Finance BV | 3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 11/29/36 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7000 | &nbsp;&nbsp;&nbsp;&nbsp; 7955 |
| &nbsp;&nbsp;&nbsp;Swisscom Finance BV | 3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 5/29/44 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2500 | &nbsp;&nbsp;&nbsp;&nbsp; 2778 |
| &nbsp;&nbsp;&nbsp;Tyco Electronics Group SA | 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 1/31/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4012 | &nbsp;&nbsp;&nbsp;&nbsp; 4510 |
| &nbsp;&nbsp;&nbsp;UBS AG | 5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 8/20/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 11076 | &nbsp;&nbsp;&nbsp;&nbsp; 13035 |
| &nbsp;&nbsp;&nbsp;UBS AG | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/31/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 13800 | &nbsp;&nbsp;&nbsp;&nbsp; 13449 |
| &nbsp;&nbsp;&nbsp;UBS Group AG | 1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3541 | &nbsp;&nbsp;&nbsp;&nbsp; 3943 |
| &nbsp;&nbsp;&nbsp;UBS Group AG | 7.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/30/27 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 5500 | &nbsp;&nbsp;&nbsp;&nbsp; 7518 |
| &nbsp;&nbsp;&nbsp;UBS Group AG | 0.650% | &nbsp;&nbsp;&nbsp;&nbsp; 1/14/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4875 | &nbsp;&nbsp;&nbsp;&nbsp; 5337 |
| &nbsp;&nbsp;&nbsp;UBS Group AG | 0.250% | &nbsp;&nbsp;&nbsp;&nbsp; 2/24/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5306 | &nbsp;&nbsp;&nbsp;&nbsp; 5610 |
| &nbsp;&nbsp;&nbsp;UBS Group AG | 2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/9/28 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 5179 | &nbsp;&nbsp;&nbsp;&nbsp; 6537 |
| &nbsp;&nbsp;&nbsp;UBS Group AG | 0.250% | &nbsp;&nbsp;&nbsp;&nbsp; 11/5/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 20041 | &nbsp;&nbsp;&nbsp;&nbsp; 21286 |
| &nbsp;&nbsp;&nbsp;UBS Group AG | 7.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 15500 | &nbsp;&nbsp;&nbsp;&nbsp; 19800 |
| &nbsp;&nbsp;&nbsp;UBS Group AG | 0.650% | &nbsp;&nbsp;&nbsp;&nbsp; 9/10/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6777 | &nbsp;&nbsp;&nbsp;&nbsp; 6930 |
| &nbsp;&nbsp;&nbsp;UBS Group AG | 2.125% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 1500 | &nbsp;&nbsp;&nbsp;&nbsp; 1824 |
| &nbsp;&nbsp;&nbsp;UBS Group AG | 4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 1/11/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3000 | &nbsp;&nbsp;&nbsp;&nbsp; 3575 |
| &nbsp;&nbsp;&nbsp;UBS Group AG | 0.875% | &nbsp;&nbsp;&nbsp;&nbsp; 11/3/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3824 | &nbsp;&nbsp;&nbsp;&nbsp; 3722 |
| &nbsp;&nbsp;&nbsp;UBS Group AG | 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/17/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7000 | &nbsp;&nbsp;&nbsp;&nbsp; 8462 |
| &nbsp;&nbsp;&nbsp;UBS Group AG | 2.875% | &nbsp;&nbsp;&nbsp;&nbsp; 4/2/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 23000 | &nbsp;&nbsp;&nbsp;&nbsp; 25242 |
| &nbsp;&nbsp;&nbsp;UBS Group AG | 0.625% | &nbsp;&nbsp;&nbsp;&nbsp; 1/18/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 11100 | &nbsp;&nbsp;&nbsp;&nbsp; 10075 |
| &nbsp;&nbsp;&nbsp;UBS Group AG | 4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 6/9/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 15000 | &nbsp;&nbsp;&nbsp;&nbsp; 17498 |
| &nbsp;&nbsp;&nbsp;UBS Group AG | 7.375% | &nbsp;&nbsp;&nbsp;&nbsp; 9/7/33 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 3500 | &nbsp;&nbsp;&nbsp;&nbsp; 5210 |
| &nbsp;&nbsp;&nbsp;UBS Switzerland AG | 3.146% | &nbsp;&nbsp;&nbsp;&nbsp; 6/21/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 11000 | &nbsp;&nbsp;&nbsp;&nbsp; 12755 |
| &nbsp;&nbsp;&nbsp;Zuercher Kantonalbank | 0.100% | &nbsp;&nbsp;&nbsp;&nbsp; 3/31/31 | &nbsp;&nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5875 |
| &nbsp;&nbsp;&nbsp;Zuercher Kantonalbank | 0.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/21/33 | &nbsp;&nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp; 7000 | &nbsp;&nbsp;&nbsp;&nbsp; 8016 |
| &nbsp;&nbsp;&nbsp;Zurich Finance Ireland Designated Activity Co. | 1.625% | &nbsp;&nbsp;&nbsp;&nbsp; 6/17/39 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1742 | &nbsp;&nbsp;&nbsp;&nbsp; 1506 |
| &nbsp;&nbsp;&nbsp;Zurich Finance Ireland Designated Activity Co. | 5.125% | &nbsp;&nbsp;&nbsp;&nbsp; 11/23/52 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 3500 | &nbsp;&nbsp;&nbsp;&nbsp; 4484 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **1223373** |
| **United Arab Emirates (0.0%)** | **United Arab Emirates (0.0%)** | **United Arab Emirates (0.0%)** |  |  |  |
| &nbsp;&nbsp;&nbsp;DP World Ltd. | 2.375% | &nbsp;&nbsp;&nbsp;&nbsp; 9/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 300 | &nbsp;&nbsp;&nbsp;&nbsp; 337 |
| &nbsp;&nbsp;&nbsp;DP World Ltd. | 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 9/25/30 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 996 | &nbsp;&nbsp;&nbsp;&nbsp; 1272 |
| &nbsp;&nbsp;&nbsp;Emirates NBD Bank PJSC | 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 2/9/28 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 1570 | &nbsp;&nbsp;&nbsp;&nbsp; 1010 |
| &nbsp;&nbsp;&nbsp;Emirates NBD Bank PJSC | 3.050% | &nbsp;&nbsp;&nbsp;&nbsp; 2/26/30 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 1170 | &nbsp;&nbsp;&nbsp;&nbsp; 687 |
| &nbsp;&nbsp;&nbsp;Emirates Telecommunications Group Co. PJSC | 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 6/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5855 | &nbsp;&nbsp;&nbsp;&nbsp; 6624 |
| &nbsp;&nbsp;&nbsp;MDGH GMTN RSC Ltd. | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/10/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp;&nbsp; 1810 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **11740** |
| **United Kingdom (2.1%)** | **United Kingdom (2.1%)** | **United Kingdom (2.1%)** |  |  |  |
| &nbsp;&nbsp;&nbsp;3i Group plc | 5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 12/3/32 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 2561 | &nbsp;&nbsp;&nbsp;&nbsp; 3491 |
| &nbsp;&nbsp;&nbsp;3i Group plc | 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 6/5/40 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 1300 | &nbsp;&nbsp;&nbsp;&nbsp; 1311 |
| &nbsp;&nbsp;&nbsp;A2Dominion Housing Group Ltd. | 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 2452 | &nbsp;&nbsp;&nbsp;&nbsp; 3085 |
| &nbsp;&nbsp;&nbsp;AA Bond Co. Ltd. | 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 7/31/50 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 500 | &nbsp;&nbsp;&nbsp;&nbsp; 612 |
| &nbsp;&nbsp;&nbsp;AA Bond Co. Ltd. | 8.450% | &nbsp;&nbsp;&nbsp;&nbsp; 7/31/50 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 4000 | &nbsp;&nbsp;&nbsp;&nbsp; 5662 |
| &nbsp;&nbsp;&nbsp;Affinity Sutton Capital Markets plc | 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 10/8/42 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 723 | &nbsp;&nbsp;&nbsp;&nbsp; 779 |
| &nbsp;&nbsp;&nbsp;Affinity Water Finance plc | 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/31/36 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 2269 | &nbsp;&nbsp;&nbsp;&nbsp; 2649 |

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Total International Bond Index Fund

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;&nbsp;&nbsp;Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| &nbsp;&nbsp;&nbsp;Affordable Housing Finance plc | 3.800% | &nbsp;&nbsp;&nbsp;&nbsp; 5/20/44 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 2543 | &nbsp;&nbsp;&nbsp;&nbsp; 2803 |
| &nbsp;&nbsp;&nbsp;Amplius Living | 5.125% | &nbsp;&nbsp;&nbsp;&nbsp; 8/2/38 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 885 | &nbsp;&nbsp;&nbsp;&nbsp; 1101 |
| &nbsp;&nbsp;&nbsp;Amplius Living | 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 2800 | &nbsp;&nbsp;&nbsp;&nbsp; 2558 |
| &nbsp;&nbsp;&nbsp;Anchor Hanover Group | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/21/51 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 4509 | &nbsp;&nbsp;&nbsp;&nbsp; 2811 |
| &nbsp;&nbsp;&nbsp;Anglian Water Services Financing plc | 2.625% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 3175 | &nbsp;&nbsp;&nbsp;&nbsp; 3998 |
| &nbsp;&nbsp;&nbsp;Anglian Water Services Financing plc | 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 10/5/27 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 1432 | &nbsp;&nbsp;&nbsp;&nbsp; 1865 |
| &nbsp;&nbsp;&nbsp;Anglian Water Services Financing plc | 6.625% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 373 | &nbsp;&nbsp;&nbsp;&nbsp; 515 |
| &nbsp;&nbsp;&nbsp;Anglian Water Services Financing plc | 5.875% | &nbsp;&nbsp;&nbsp;&nbsp; 6/20/31 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 4000 | &nbsp;&nbsp;&nbsp;&nbsp; 5391 |
| &nbsp;&nbsp;&nbsp;Anglian Water Services Financing plc | 4.525% | &nbsp;&nbsp;&nbsp;&nbsp; 8/26/32 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1300 | &nbsp;&nbsp;&nbsp;&nbsp; 929 |
| &nbsp;&nbsp;&nbsp;Anglian Water Services Financing plc | 6.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/20/39 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 3300 | &nbsp;&nbsp;&nbsp;&nbsp; 4210 |
| &nbsp;&nbsp;&nbsp;Anglian Water Services Financing plc | 5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 6/7/43 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 2500 | &nbsp;&nbsp;&nbsp;&nbsp; 2981 |
| &nbsp;&nbsp;&nbsp;Arqiva Financing plc | 4.882% | &nbsp;&nbsp;&nbsp;&nbsp; 12/31/32 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 1878 | &nbsp;&nbsp;&nbsp;&nbsp; 2479 |
| &nbsp;&nbsp;&nbsp;Artesian Finance II plc | 6.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/30/33 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 1395 | &nbsp;&nbsp;&nbsp;&nbsp; 1868 |
| &nbsp;&nbsp;&nbsp;Aspire Defence Finance plc | 4.674% | &nbsp;&nbsp;&nbsp;&nbsp; 3/31/40 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 1745 | &nbsp;&nbsp;&nbsp;&nbsp; 2210 |
| &nbsp;&nbsp;&nbsp;Aspire Defence Finance plc | 4.674% | &nbsp;&nbsp;&nbsp;&nbsp; 3/31/40 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 1889 | &nbsp;&nbsp;&nbsp;&nbsp; 2389 |
| &nbsp;&nbsp;&nbsp;Assura Financing plc | 1.625% | &nbsp;&nbsp;&nbsp;&nbsp; 6/30/33 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 900 | &nbsp;&nbsp;&nbsp;&nbsp; 919 |
| &nbsp;&nbsp;&nbsp;Aster Treasury plc | 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 12/18/43 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 4381 | &nbsp;&nbsp;&nbsp;&nbsp; 4980 |
| &nbsp;&nbsp;&nbsp;Astrazeneca Finance LLC | 3.121% | &nbsp;&nbsp;&nbsp;&nbsp; 8/5/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5100 | &nbsp;&nbsp;&nbsp;&nbsp; 5883 |
| &nbsp;&nbsp;&nbsp;AstraZeneca plc | 1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/12/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp; 110 |
| &nbsp;&nbsp;&nbsp;AstraZeneca plc | 0.375% | &nbsp;&nbsp;&nbsp;&nbsp; 6/3/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 16500 | &nbsp;&nbsp;&nbsp;&nbsp; 17084 |
| &nbsp;&nbsp;&nbsp;AstraZeneca plc | 5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 11/13/31 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 2044 | &nbsp;&nbsp;&nbsp;&nbsp; 2887 |
| &nbsp;&nbsp;&nbsp;Aviva plc | 1.875% | &nbsp;&nbsp;&nbsp;&nbsp; 11/13/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2094 | &nbsp;&nbsp;&nbsp;&nbsp; 2328 |
| &nbsp;&nbsp;&nbsp;Aviva plc | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/2/30 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1663 | &nbsp;&nbsp;&nbsp;&nbsp; 1188 |
| &nbsp;&nbsp;&nbsp;Aviva plc | 4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 9/12/49 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 538 | &nbsp;&nbsp;&nbsp;&nbsp; 682 |
| &nbsp;&nbsp;&nbsp;Aviva plc | 6.875% | &nbsp;&nbsp;&nbsp;&nbsp; 11/27/53 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 1800 | &nbsp;&nbsp;&nbsp;&nbsp; 2457 |
| &nbsp;&nbsp;&nbsp;Aviva plc | 6.125% | &nbsp;&nbsp;&nbsp;&nbsp; 9/12/54 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 1900 | &nbsp;&nbsp;&nbsp;&nbsp; 2454 |
| &nbsp;&nbsp;&nbsp;Aviva plc | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/3/55 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 1971 | &nbsp;&nbsp;&nbsp;&nbsp; 2146 |
| &nbsp;&nbsp;&nbsp;Aviva plc | 6.875% | &nbsp;&nbsp;&nbsp;&nbsp; 5/20/58 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 4469 | &nbsp;&nbsp;&nbsp;&nbsp; 5954 |
| &nbsp;&nbsp;&nbsp;Babcock International Group plc | 1.875% | &nbsp;&nbsp;&nbsp;&nbsp; 10/5/26 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 2094 | &nbsp;&nbsp;&nbsp;&nbsp; 2681 |
| &nbsp;&nbsp;&nbsp;Barclays plc | 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 2/12/27 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 3744 | &nbsp;&nbsp;&nbsp;&nbsp; 4851 |
| &nbsp;&nbsp;&nbsp;Barclays plc | 2.166% | &nbsp;&nbsp;&nbsp;&nbsp; 6/23/27 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1409 | &nbsp;&nbsp;&nbsp;&nbsp; 1009 |
| &nbsp;&nbsp;&nbsp;Barclays plc | 0.877% | &nbsp;&nbsp;&nbsp;&nbsp; 1/28/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 11800 | &nbsp;&nbsp;&nbsp;&nbsp; 12949 |
| &nbsp;&nbsp;&nbsp;Barclays plc | 0.577% | &nbsp;&nbsp;&nbsp;&nbsp; 8/9/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4548 | &nbsp;&nbsp;&nbsp;&nbsp; 4778 |
| &nbsp;&nbsp;&nbsp;Barclays plc | 6.369% | &nbsp;&nbsp;&nbsp;&nbsp; 1/31/31 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 12000 | &nbsp;&nbsp;&nbsp;&nbsp; 16626 |
| &nbsp;&nbsp;&nbsp;Barclays plc | 1.106% | &nbsp;&nbsp;&nbsp;&nbsp; 5/12/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7448 | &nbsp;&nbsp;&nbsp;&nbsp; 7319 |
| &nbsp;&nbsp;&nbsp;Barclays plc | 8.407% | &nbsp;&nbsp;&nbsp;&nbsp; 11/14/32 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 7500 | &nbsp;&nbsp;&nbsp;&nbsp; 10622 |
| &nbsp;&nbsp;&nbsp;Barclays plc | 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 1/17/33 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 4400 | &nbsp;&nbsp;&nbsp;&nbsp; 4951 |
| &nbsp;&nbsp;&nbsp;Barclays plc | 4.506% | &nbsp;&nbsp;&nbsp;&nbsp; 1/31/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 17000 | &nbsp;&nbsp;&nbsp;&nbsp; 20035 |
| &nbsp;&nbsp;&nbsp;Barclays plc | 5.262% | &nbsp;&nbsp;&nbsp;&nbsp; 1/29/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7000 | &nbsp;&nbsp;&nbsp;&nbsp; 8625 |
| &nbsp;&nbsp;&nbsp;Barclays plc | 5.851% | &nbsp;&nbsp;&nbsp;&nbsp; 3/21/35 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 13000 | &nbsp;&nbsp;&nbsp;&nbsp; 17142 |
| &nbsp;&nbsp;&nbsp;Barclays plc | 4.347% | &nbsp;&nbsp;&nbsp;&nbsp; 5/8/35 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 8000 | &nbsp;&nbsp;&nbsp;&nbsp; 9271 |
| &nbsp;&nbsp;&nbsp;Barclays plc | 4.973% | &nbsp;&nbsp;&nbsp;&nbsp; 5/31/36 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5865 |
| &nbsp;&nbsp;&nbsp;BAT International Finance plc | 1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 3/13/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 835 | &nbsp;&nbsp;&nbsp;&nbsp; 928 |
| &nbsp;&nbsp;&nbsp;BAT International Finance plc | 2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/26/28 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 7600 | &nbsp;&nbsp;&nbsp;&nbsp; 9376 |
| &nbsp;&nbsp;&nbsp;BAT International Finance plc | 2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 1/16/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 9177 | &nbsp;&nbsp;&nbsp;&nbsp; 9985 |
| &nbsp;&nbsp;&nbsp;BAT International Finance plc | 4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 4/12/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2500 | &nbsp;&nbsp;&nbsp;&nbsp; 2891 |
| &nbsp;&nbsp;&nbsp;BAT International Finance plc | 6.000% | &nbsp;&nbsp;&nbsp;&nbsp; 11/24/34 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 3037 | &nbsp;&nbsp;&nbsp;&nbsp; 4093 |
| &nbsp;&nbsp;&nbsp;BAT International Finance plc | 5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 7/5/40 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 1657 | &nbsp;&nbsp;&nbsp;&nbsp; 2073 |
| &nbsp;&nbsp;&nbsp;BAT International Finance plc | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/13/45 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 360 | &nbsp;&nbsp;&nbsp;&nbsp; 281 |
| &nbsp;&nbsp;&nbsp;BAT Netherlands Finance BV | 5.375% | &nbsp;&nbsp;&nbsp;&nbsp; 2/16/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp;&nbsp; 2478 |
| &nbsp;&nbsp;&nbsp;Bazalgette Finance plc | 2.375% | &nbsp;&nbsp;&nbsp;&nbsp; 11/29/27 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 1308 | &nbsp;&nbsp;&nbsp;&nbsp; 1635 |
| &nbsp;&nbsp;&nbsp;Beyond Housing Ltd. | 2.125% | &nbsp;&nbsp;&nbsp;&nbsp; 5/17/51 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 3807 | &nbsp;&nbsp;&nbsp;&nbsp; 2508 |
| &nbsp;&nbsp;&nbsp;BG Energy Capital plc | 2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 11/21/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2812 | &nbsp;&nbsp;&nbsp;&nbsp; 3110 |
| &nbsp;&nbsp;&nbsp;BG Energy Capital plc | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 11/4/36 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp;&nbsp; 2599 |
| &nbsp;&nbsp;&nbsp;Blend Funding plc | 3.459% | &nbsp;&nbsp;&nbsp;&nbsp; 9/21/49 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 7000 | &nbsp;&nbsp;&nbsp;&nbsp; 6440 |
| &nbsp;&nbsp;&nbsp;Blend Funding plc | 2.922% | &nbsp;&nbsp;&nbsp;&nbsp; 4/5/56 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 4355 | &nbsp;&nbsp;&nbsp;&nbsp; 3408 |
| &nbsp;&nbsp;&nbsp;BP Capital Markets plc | 2.274% | &nbsp;&nbsp;&nbsp;&nbsp; 7/3/26 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 4275 | &nbsp;&nbsp;&nbsp;&nbsp; 5553 |
| &nbsp;&nbsp;&nbsp;BP Capital Markets plc | 2.213% | &nbsp;&nbsp;&nbsp;&nbsp; 9/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6633 | &nbsp;&nbsp;&nbsp;&nbsp; 7495 |
| &nbsp;&nbsp;&nbsp;BP Capital Markets plc | 1.573% | &nbsp;&nbsp;&nbsp;&nbsp; 2/16/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 13498 | &nbsp;&nbsp;&nbsp;&nbsp; 15085 |
| &nbsp;&nbsp;&nbsp;BP Capital Markets plc | 0.831% | &nbsp;&nbsp;&nbsp;&nbsp; 11/8/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7106 | &nbsp;&nbsp;&nbsp;&nbsp; 7752 |
| &nbsp;&nbsp;&nbsp;BP Capital Markets plc | 2.519% | &nbsp;&nbsp;&nbsp;&nbsp; 4/7/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 16233 | &nbsp;&nbsp;&nbsp;&nbsp; 18347 |
| &nbsp;&nbsp;&nbsp;BP Capital Markets plc | 2.822% | &nbsp;&nbsp;&nbsp;&nbsp; 4/7/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6401 | &nbsp;&nbsp;&nbsp;&nbsp; 7014 |
| &nbsp;&nbsp;&nbsp;BP Capital Markets plc | 1.104% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3700 | &nbsp;&nbsp;&nbsp;&nbsp; 3340 |
| &nbsp;&nbsp;&nbsp;BP Capital Markets plc | 5.773% | &nbsp;&nbsp;&nbsp;&nbsp; 5/25/38 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 3000 | &nbsp;&nbsp;&nbsp;&nbsp; 3992 |
| &nbsp;&nbsp;&nbsp;BP Capital Markets plc | 3.250% | Perpetual | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 9529 | &nbsp;&nbsp;&nbsp;&nbsp; 10742 |
| &nbsp;&nbsp;&nbsp;BP Capital Markets plc | 3.625% | Perpetual | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 13911 | &nbsp;&nbsp;&nbsp;&nbsp; 15419 |
| &nbsp;&nbsp;&nbsp;BP Capital Markets plc | 4.250% | Perpetual | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 5087 | &nbsp;&nbsp;&nbsp;&nbsp; 6569 |
| &nbsp;&nbsp;&nbsp;BPHA Finance plc | 4.816% | &nbsp;&nbsp;&nbsp;&nbsp; 4/11/44 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 613 | &nbsp;&nbsp;&nbsp;&nbsp; 712 |
| &nbsp;&nbsp;&nbsp;British American Tobacco plc | 3.000% | Perpetual | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3100 | &nbsp;&nbsp;&nbsp;&nbsp; 3454 |
| &nbsp;&nbsp;&nbsp;British American Tobacco plc | 3.750% | Perpetual | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5500 | &nbsp;&nbsp;&nbsp;&nbsp; 5927 |

---

------

Total International Bond Index Fund

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;&nbsp;&nbsp;Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;British Land Co. plc | 2.375% | &nbsp;&nbsp;&nbsp;&nbsp; 9/14/29 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 887 | &nbsp;&nbsp;&nbsp;&nbsp; 1067 |
|  | &nbsp;&nbsp;&nbsp;British Telecommunications plc | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/23/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5087 | &nbsp;&nbsp;&nbsp;&nbsp; 5645 |
|  | &nbsp;&nbsp;&nbsp;British Telecommunications plc | 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 8/30/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp;&nbsp; 2275 |
|  | &nbsp;&nbsp;&nbsp;British Telecommunications plc | 2.125% | &nbsp;&nbsp;&nbsp;&nbsp; 9/26/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp; 112 |
|  | &nbsp;&nbsp;&nbsp;British Telecommunications plc | 5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 12/7/28 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 756 | &nbsp;&nbsp;&nbsp;&nbsp; 1045 |
|  | &nbsp;&nbsp;&nbsp;British Telecommunications plc | 1.125% | &nbsp;&nbsp;&nbsp;&nbsp; 9/12/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4000 | &nbsp;&nbsp;&nbsp;&nbsp; 4223 |
|  | &nbsp;&nbsp;&nbsp;British Telecommunications plc | 3.125% | &nbsp;&nbsp;&nbsp;&nbsp; 11/21/31 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 800 | &nbsp;&nbsp;&nbsp;&nbsp; 950 |
|  | &nbsp;&nbsp;&nbsp;British Telecommunications plc | 3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 8/30/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1000 | &nbsp;&nbsp;&nbsp;&nbsp; 1132 |
|  | &nbsp;&nbsp;&nbsp;British Telecommunications plc | 3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 1/20/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5758 |
|  | &nbsp;&nbsp;&nbsp;British Telecommunications plc | 6.375% | &nbsp;&nbsp;&nbsp;&nbsp; 6/23/37 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 2015 | &nbsp;&nbsp;&nbsp;&nbsp; 2775 |
|  | &nbsp;&nbsp;&nbsp;British Telecommunications plc | 5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 2/13/41 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp;&nbsp; 2545 |
|  | &nbsp;&nbsp;&nbsp;British Telecommunications plc | 5.625% | &nbsp;&nbsp;&nbsp;&nbsp; 12/3/41 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp;&nbsp; 2503 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Broadgate Financing plc | 4.999% | &nbsp;&nbsp;&nbsp;&nbsp; 10/5/33 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 2930 | &nbsp;&nbsp;&nbsp;&nbsp; 3865 |
|  | &nbsp;&nbsp;&nbsp;Bromford Housing Group Ltd. | 3.125% | &nbsp;&nbsp;&nbsp;&nbsp; 5/3/48 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 943 | &nbsp;&nbsp;&nbsp;&nbsp; 822 |
|  | &nbsp;&nbsp;&nbsp;BUPA Finance plc | 4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 6/14/35 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 1200 | &nbsp;&nbsp;&nbsp;&nbsp; 1338 |
|  | &nbsp;&nbsp;&nbsp;Cadent Finance plc | 2.125% | &nbsp;&nbsp;&nbsp;&nbsp; 9/22/28 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 5585 | &nbsp;&nbsp;&nbsp;&nbsp; 6840 |
|  | &nbsp;&nbsp;&nbsp;Cadent Finance plc | 0.625% | &nbsp;&nbsp;&nbsp;&nbsp; 3/19/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 9383 | &nbsp;&nbsp;&nbsp;&nbsp; 9448 |
|  | &nbsp;&nbsp;&nbsp;Cadent Finance plc | 0.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/11/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 643 | &nbsp;&nbsp;&nbsp;&nbsp; 608 |
|  | &nbsp;&nbsp;&nbsp;Cadent Finance plc | 2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 10/10/35 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 7012 | &nbsp;&nbsp;&nbsp;&nbsp; 6724 |
|  | &nbsp;&nbsp;&nbsp;Cadent Finance plc | 2.625% | &nbsp;&nbsp;&nbsp;&nbsp; 9/22/38 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 3410 | &nbsp;&nbsp;&nbsp;&nbsp; 3109 |
|  | &nbsp;&nbsp;&nbsp;Cadent Finance plc | 3.125% | &nbsp;&nbsp;&nbsp;&nbsp; 3/21/40 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 1023 | &nbsp;&nbsp;&nbsp;&nbsp; 959 |
|  | &nbsp;&nbsp;&nbsp;Cadent Finance plc | 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 9/22/46 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 482 | &nbsp;&nbsp;&nbsp;&nbsp; 371 |
|  | &nbsp;&nbsp;&nbsp;Cardiff University | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 12/7/55 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 1996 | &nbsp;&nbsp;&nbsp;&nbsp; 1542 |
|  | &nbsp;&nbsp;&nbsp;Catalyst Housing Ltd. | 3.125% | &nbsp;&nbsp;&nbsp;&nbsp; 10/31/47 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 1509 | &nbsp;&nbsp;&nbsp;&nbsp; 1268 |
|  | &nbsp;&nbsp;&nbsp;CCEP Finance Ireland DAC | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 9/6/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5938 | &nbsp;&nbsp;&nbsp;&nbsp; 6124 |
|  | &nbsp;&nbsp;&nbsp;CCEP Finance Ireland DAC | 0.875% | &nbsp;&nbsp;&nbsp;&nbsp; 5/6/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 14724 | &nbsp;&nbsp;&nbsp;&nbsp; 13824 |
|  | &nbsp;&nbsp;&nbsp;CCEP Finance Ireland DAC | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/6/41 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2704 | &nbsp;&nbsp;&nbsp;&nbsp; 2185 |
|  | &nbsp;&nbsp;&nbsp;Centrica plc | 4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 3/13/29 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 1376 | &nbsp;&nbsp;&nbsp;&nbsp; 1799 |
|  | &nbsp;&nbsp;&nbsp;Centrica plc | 7.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/19/33 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 2545 | &nbsp;&nbsp;&nbsp;&nbsp; 3702 |
|  | &nbsp;&nbsp;&nbsp;Centrica plc | 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 9/12/44 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 5183 | &nbsp;&nbsp;&nbsp;&nbsp; 5243 |
|  | &nbsp;&nbsp;&nbsp;Chancellor Masters & Scholars of The University of Cambridge | 2.350% | &nbsp;&nbsp;&nbsp;&nbsp; 6/27/78 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 1398 | &nbsp;&nbsp;&nbsp;&nbsp; 925 |
|  | &nbsp;&nbsp;&nbsp;Channel Link Enterprises Finance plc | 3.043% | &nbsp;&nbsp;&nbsp;&nbsp; 6/30/50 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 3102 | &nbsp;&nbsp;&nbsp;&nbsp; 3759 |
|  | &nbsp;&nbsp;&nbsp;Church Commissioners for England | 3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 7/14/52 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 1500 | &nbsp;&nbsp;&nbsp;&nbsp; 1419 |
|  | &nbsp;&nbsp;&nbsp;Circle Anglia Social Housing plc | 7.250% | &nbsp;&nbsp;&nbsp;&nbsp; 11/12/38 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 2460 | &nbsp;&nbsp;&nbsp;&nbsp; 3724 |
|  | &nbsp;&nbsp;&nbsp;Circle Anglia Social Housing plc | 5.200% | &nbsp;&nbsp;&nbsp;&nbsp; 3/2/44 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 1450 | &nbsp;&nbsp;&nbsp;&nbsp; 1734 |
|  | &nbsp;&nbsp;&nbsp;Citizen Treasury plc | 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 10/20/48 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 5778 | &nbsp;&nbsp;&nbsp;&nbsp; 5003 |
|  | &nbsp;&nbsp;&nbsp;CK Hutchison Europe Finance 18 Ltd. | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/13/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2800 | &nbsp;&nbsp;&nbsp;&nbsp; 2997 |
|  | &nbsp;&nbsp;&nbsp;CK Hutchison Finance 16 Ltd. | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/6/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp;&nbsp; 2214 |
|  | &nbsp;&nbsp;&nbsp;CK Hutchison Group Telecom Finance SA | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/17/27 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 2543 | &nbsp;&nbsp;&nbsp;&nbsp; 3152 |
|  | &nbsp;&nbsp;&nbsp;CK Hutchison Group Telecom Finance SA | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 10/17/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5633 | &nbsp;&nbsp;&nbsp;&nbsp; 5619 |
|  | &nbsp;&nbsp;&nbsp;CK Hutchison Group Telecom Finance SA | 2.625% | &nbsp;&nbsp;&nbsp;&nbsp; 10/17/34 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 1409 | &nbsp;&nbsp;&nbsp;&nbsp; 1363 |
|  | &nbsp;&nbsp;&nbsp;Clarion Funding plc | 2.625% | &nbsp;&nbsp;&nbsp;&nbsp; 1/18/29 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 752 | &nbsp;&nbsp;&nbsp;&nbsp; 931 |
|  | &nbsp;&nbsp;&nbsp;Clarion Funding plc | 3.125% | &nbsp;&nbsp;&nbsp;&nbsp; 4/19/48 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 1634 | &nbsp;&nbsp;&nbsp;&nbsp; 1389 |
|  | &nbsp;&nbsp;&nbsp;Clarion Funding plc | 5.375% | &nbsp;&nbsp;&nbsp;&nbsp; 5/30/57 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 945 | &nbsp;&nbsp;&nbsp;&nbsp; 1145 |
|  | &nbsp;&nbsp;&nbsp;Clydesdale Bank plc | 4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 6/8/26 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 6633 | &nbsp;&nbsp;&nbsp;&nbsp; 8898 |
|  | &nbsp;&nbsp;&nbsp;Coca-Cola Europacific Partners plc | 1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 5/26/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2653 | &nbsp;&nbsp;&nbsp;&nbsp; 2948 |
|  | &nbsp;&nbsp;&nbsp;Coca-Cola Europacific Partners plc | 0.200% | &nbsp;&nbsp;&nbsp;&nbsp; 12/2/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6316 | &nbsp;&nbsp;&nbsp;&nbsp; 6532 |
|  | &nbsp;&nbsp;&nbsp;Coca-Cola Europacific Partners plc | 1.875% | &nbsp;&nbsp;&nbsp;&nbsp; 3/18/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2500 | &nbsp;&nbsp;&nbsp;&nbsp; 2691 |
|  | &nbsp;&nbsp;&nbsp;Coca-Cola Europacific Partners plc | 0.700% | &nbsp;&nbsp;&nbsp;&nbsp; 9/12/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4364 | &nbsp;&nbsp;&nbsp;&nbsp; 4298 |
|  | &nbsp;&nbsp;&nbsp;Compass Group plc | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/3/29 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 3028 | &nbsp;&nbsp;&nbsp;&nbsp; 3685 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Connect Plus M25 Issuer plc | 2.607% | &nbsp;&nbsp;&nbsp;&nbsp; 3/31/39 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 1237 | &nbsp;&nbsp;&nbsp;&nbsp; 1367 |
|  | &nbsp;&nbsp;&nbsp;Coventry Building Society | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 12/20/30 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 2938 | &nbsp;&nbsp;&nbsp;&nbsp; 3287 |
|  | &nbsp;&nbsp;&nbsp;CPUK Finance Ltd. | 5.876% | &nbsp;&nbsp;&nbsp;&nbsp; 8/28/27 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 1000 | &nbsp;&nbsp;&nbsp;&nbsp; 1348 |
|  | &nbsp;&nbsp;&nbsp;CPUK Finance Ltd. | 3.690% | &nbsp;&nbsp;&nbsp;&nbsp; 2/28/47 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp; 127 |
| <sup>1,4</sup> | &nbsp;&nbsp;&nbsp;CTRL Section 1 Finance plc | 5.234% | &nbsp;&nbsp;&nbsp;&nbsp; 5/2/35 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 450 | &nbsp;&nbsp;&nbsp;&nbsp; 615 |
|  | &nbsp;&nbsp;&nbsp;Dali Capital plc | 4.799% | &nbsp;&nbsp;&nbsp;&nbsp; 12/21/37 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 350 | &nbsp;&nbsp;&nbsp;&nbsp; 416 |
|  | &nbsp;&nbsp;&nbsp;Derby Healthcare plc | 5.564% | &nbsp;&nbsp;&nbsp;&nbsp; 6/30/41 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 691 | &nbsp;&nbsp;&nbsp;&nbsp; 910 |
|  | &nbsp;&nbsp;&nbsp;Derwent London plc | 1.875% | &nbsp;&nbsp;&nbsp;&nbsp; 11/17/31 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 1500 | &nbsp;&nbsp;&nbsp;&nbsp; 1635 |
|  | &nbsp;&nbsp;&nbsp;Diageo Capital BV | 0.125% | &nbsp;&nbsp;&nbsp;&nbsp; 9/28/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 9300 | &nbsp;&nbsp;&nbsp;&nbsp; 9694 |
|  | &nbsp;&nbsp;&nbsp;Diageo Finance plc | 2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/27/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6431 | &nbsp;&nbsp;&nbsp;&nbsp; 7021 |
|  | &nbsp;&nbsp;&nbsp;Diageo Finance plc | 1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 3/28/33 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 2541 | &nbsp;&nbsp;&nbsp;&nbsp; 2610 |
|  | &nbsp;&nbsp;&nbsp;Diageo Finance plc | 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 6/8/38 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 6000 | &nbsp;&nbsp;&nbsp;&nbsp; 5970 |
|  | &nbsp;&nbsp;&nbsp;DS Smith plc | 0.875% | &nbsp;&nbsp;&nbsp;&nbsp; 9/12/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3019 | &nbsp;&nbsp;&nbsp;&nbsp; 3347 |
|  | &nbsp;&nbsp;&nbsp;DS Smith plc | 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 7/27/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5950 |
|  | &nbsp;&nbsp;&nbsp;DWR Cymru Financing UK plc | 6.015% | &nbsp;&nbsp;&nbsp;&nbsp; 3/31/28 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 375 | &nbsp;&nbsp;&nbsp;&nbsp; 518 |
|  | &nbsp;&nbsp;&nbsp;DWR Cymru Financing UK plc | 1.375% | &nbsp;&nbsp;&nbsp;&nbsp; 3/31/33 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 500 | &nbsp;&nbsp;&nbsp;&nbsp; 491 |
|  | &nbsp;&nbsp;&nbsp;DWR Cymru Financing UK plc | 2.375% | &nbsp;&nbsp;&nbsp;&nbsp; 3/31/34 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 4058 | &nbsp;&nbsp;&nbsp;&nbsp; 3913 |
|  | &nbsp;&nbsp;&nbsp;DWR Cymru Financing UK plc | 2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/31/36 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 383 | &nbsp;&nbsp;&nbsp;&nbsp; 374 |
|  | &nbsp;&nbsp;&nbsp;Eastern Power Networks plc | 2.125% | &nbsp;&nbsp;&nbsp;&nbsp; 11/25/33 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 3500 | &nbsp;&nbsp;&nbsp;&nbsp; 3659 |
|  | &nbsp;&nbsp;&nbsp;Eastern Power Networks plc | 6.250% | &nbsp;&nbsp;&nbsp;&nbsp; 11/12/36 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 6000 | &nbsp;&nbsp;&nbsp;&nbsp; 8385 |

---

------

Total International Bond Index Fund

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;&nbsp;&nbsp;Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Eastern Power Networks plc | 5.375% | &nbsp;&nbsp;&nbsp;&nbsp; 10/2/39 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 4000 | &nbsp;&nbsp;&nbsp;&nbsp; 5073 |
|  | &nbsp;&nbsp;&nbsp;easyJet FinCo BV | 1.875% | &nbsp;&nbsp;&nbsp;&nbsp; 3/3/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5536 |
|  | &nbsp;&nbsp;&nbsp;EMH Treasury plc | 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 1/29/44 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 1545 | &nbsp;&nbsp;&nbsp;&nbsp; 1720 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Eversholt Funding plc | 3.529% | &nbsp;&nbsp;&nbsp;&nbsp; 8/7/42 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 5765 | &nbsp;&nbsp;&nbsp;&nbsp; 5965 |
|  | &nbsp;&nbsp;&nbsp;FIL Ltd. | 2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 11/4/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1402 | &nbsp;&nbsp;&nbsp;&nbsp; 1575 |
|  | &nbsp;&nbsp;&nbsp;Flagship Finance plc | 1.875% | &nbsp;&nbsp;&nbsp;&nbsp; 7/14/61 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 946 | &nbsp;&nbsp;&nbsp;&nbsp; 519 |
|  | &nbsp;&nbsp;&nbsp;Futures Treasury plc | 3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 2/8/44 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 1492 | &nbsp;&nbsp;&nbsp;&nbsp; 1415 |
|  | &nbsp;&nbsp;&nbsp;Gatwick Funding Ltd. | 2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 2800 | &nbsp;&nbsp;&nbsp;&nbsp; 3317 |
|  | &nbsp;&nbsp;&nbsp;Gatwick Funding Ltd. | 3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 10/16/35 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5616 |
|  | &nbsp;&nbsp;&nbsp;Gatwick Funding Ltd. | 5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/23/39 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 3448 | &nbsp;&nbsp;&nbsp;&nbsp; 4535 |
|  | &nbsp;&nbsp;&nbsp;Gatwick Funding Ltd. | 3.125% | &nbsp;&nbsp;&nbsp;&nbsp; 9/28/41 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 2159 | &nbsp;&nbsp;&nbsp;&nbsp; 2071 |
|  | &nbsp;&nbsp;&nbsp;Gatwick Funding Ltd. | 6.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/2/43 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp;&nbsp; 2743 |
|  | &nbsp;&nbsp;&nbsp;Genfinance II plc | 6.064% | &nbsp;&nbsp;&nbsp;&nbsp; 12/21/39 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 3037 | &nbsp;&nbsp;&nbsp;&nbsp; 4035 |
|  | &nbsp;&nbsp;&nbsp;GlaxoSmithKline Capital plc | 1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/21/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7631 | &nbsp;&nbsp;&nbsp;&nbsp; 8558 |
|  | &nbsp;&nbsp;&nbsp;GlaxoSmithKline Capital plc | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/12/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 400 | &nbsp;&nbsp;&nbsp;&nbsp; 446 |
|  | &nbsp;&nbsp;&nbsp;GlaxoSmithKline Capital plc | 3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 12/20/27 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 2040 | &nbsp;&nbsp;&nbsp;&nbsp; 2662 |
|  | &nbsp;&nbsp;&nbsp;GlaxoSmithKline Capital plc | 1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 10/12/28 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 9524 | &nbsp;&nbsp;&nbsp;&nbsp; 11509 |
|  | &nbsp;&nbsp;&nbsp;GlaxoSmithKline Capital plc | 1.375% | &nbsp;&nbsp;&nbsp;&nbsp; 9/12/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5364 |
|  | &nbsp;&nbsp;&nbsp;GlaxoSmithKline Capital plc | 1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 5/21/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 9098 | &nbsp;&nbsp;&nbsp;&nbsp; 9805 |
|  | &nbsp;&nbsp;&nbsp;GlaxoSmithKline Capital plc | 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 12/19/33 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 3760 | &nbsp;&nbsp;&nbsp;&nbsp; 5150 |
|  | &nbsp;&nbsp;&nbsp;GlaxoSmithKline Capital plc | 1.625% | &nbsp;&nbsp;&nbsp;&nbsp; 5/12/35 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 9611 | &nbsp;&nbsp;&nbsp;&nbsp; 9245 |
|  | &nbsp;&nbsp;&nbsp;GlaxoSmithKline Capital plc | 6.375% | &nbsp;&nbsp;&nbsp;&nbsp; 3/9/39 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 578 | &nbsp;&nbsp;&nbsp;&nbsp; 826 |
|  | &nbsp;&nbsp;&nbsp;GlaxoSmithKline Capital plc | 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 4/10/42 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 2239 | &nbsp;&nbsp;&nbsp;&nbsp; 2826 |
|  | &nbsp;&nbsp;&nbsp;GlaxoSmithKline Capital plc | 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 12/18/45 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 383 | &nbsp;&nbsp;&nbsp;&nbsp; 411 |
|  | &nbsp;&nbsp;&nbsp;Global Switch Finance BV | 1.375% | &nbsp;&nbsp;&nbsp;&nbsp; 10/7/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2300 | &nbsp;&nbsp;&nbsp;&nbsp; 2451 |
|  | &nbsp;&nbsp;&nbsp;Global Switch Holdings Ltd. | 2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/31/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 400 | &nbsp;&nbsp;&nbsp;&nbsp; 450 |
|  | &nbsp;&nbsp;&nbsp;Grainger plc | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/3/30 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 1500 | &nbsp;&nbsp;&nbsp;&nbsp; 1791 |
|  | &nbsp;&nbsp;&nbsp;Great Places Housing Group Ltd. | 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 10/22/42 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 1545 | &nbsp;&nbsp;&nbsp;&nbsp; 1784 |
|  | &nbsp;&nbsp;&nbsp;Greene King Finance plc | 5.318% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 541 | &nbsp;&nbsp;&nbsp;&nbsp; 723 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Greene King Finance plc | 4.064% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 828 | &nbsp;&nbsp;&nbsp;&nbsp; 1043 |
|  | &nbsp;&nbsp;&nbsp;GSK Capital BV | 3.125% | &nbsp;&nbsp;&nbsp;&nbsp; 11/28/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 9000 | &nbsp;&nbsp;&nbsp;&nbsp; 10155 |
|  | &nbsp;&nbsp;&nbsp;Guinness Partnership Ltd. | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/24/44 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 1436 | &nbsp;&nbsp;&nbsp;&nbsp; 1487 |
|  | &nbsp;&nbsp;&nbsp;Guinness Partnership Ltd. | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/22/55 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 800 | &nbsp;&nbsp;&nbsp;&nbsp; 474 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Gwynt y Mor OFTO plc | 2.778% | &nbsp;&nbsp;&nbsp;&nbsp; 2/17/34 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 1057 | &nbsp;&nbsp;&nbsp;&nbsp; 1234 |
|  | &nbsp;&nbsp;&nbsp;Hammerson Ireland Finance DAC | 1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 6/3/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2214 | &nbsp;&nbsp;&nbsp;&nbsp; 2454 |
|  | &nbsp;&nbsp;&nbsp;Hammerson plc | 5.875% | &nbsp;&nbsp;&nbsp;&nbsp; 10/8/36 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 2700 | &nbsp;&nbsp;&nbsp;&nbsp; 3438 |
|  | &nbsp;&nbsp;&nbsp;Heathrow Funding Ltd. | 6.750% | &nbsp;&nbsp;&nbsp;&nbsp; 12/3/28 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 3724 | &nbsp;&nbsp;&nbsp;&nbsp; 5095 |
|  | &nbsp;&nbsp;&nbsp;Heathrow Funding Ltd. | 2.694% | &nbsp;&nbsp;&nbsp;&nbsp; 10/13/29 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 9519 | &nbsp;&nbsp;&nbsp;&nbsp; 6808 |
|  | &nbsp;&nbsp;&nbsp;Heathrow Funding Ltd. | 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 10/13/31 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 6543 | &nbsp;&nbsp;&nbsp;&nbsp; 7951 |
|  | &nbsp;&nbsp;&nbsp;Heathrow Funding Ltd. | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 2/11/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6096 | &nbsp;&nbsp;&nbsp;&nbsp; 6425 |
|  | &nbsp;&nbsp;&nbsp;Heathrow Funding Ltd. | 1.125% | &nbsp;&nbsp;&nbsp;&nbsp; 10/8/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 16500 | &nbsp;&nbsp;&nbsp;&nbsp; 16775 |
|  | &nbsp;&nbsp;&nbsp;Heathrow Funding Ltd. | 3.661% | &nbsp;&nbsp;&nbsp;&nbsp; 1/13/33 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 4330 | &nbsp;&nbsp;&nbsp;&nbsp; 3100 |
|  | &nbsp;&nbsp;&nbsp;Heathrow Funding Ltd. | 6.450% | &nbsp;&nbsp;&nbsp;&nbsp; 12/10/33 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 1523 | &nbsp;&nbsp;&nbsp;&nbsp; 2152 |
|  | &nbsp;&nbsp;&nbsp;Heathrow Funding Ltd. | 3.726% | &nbsp;&nbsp;&nbsp;&nbsp; 4/13/35 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 407 | &nbsp;&nbsp;&nbsp;&nbsp; 284 |
|  | &nbsp;&nbsp;&nbsp;Heathrow Funding Ltd. | 1.875% | &nbsp;&nbsp;&nbsp;&nbsp; 3/14/36 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2404 | &nbsp;&nbsp;&nbsp;&nbsp; 2338 |
|  | &nbsp;&nbsp;&nbsp;Heathrow Funding Ltd. | 5.875% | &nbsp;&nbsp;&nbsp;&nbsp; 5/13/43 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 6469 | &nbsp;&nbsp;&nbsp;&nbsp; 8330 |
|  | &nbsp;&nbsp;&nbsp;Heathrow Funding Ltd. | 4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 10/31/48 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 1272 | &nbsp;&nbsp;&nbsp;&nbsp; 1355 |
|  | &nbsp;&nbsp;&nbsp;Hexagon Housing Association Ltd. | 3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 4/22/48 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 1000 | &nbsp;&nbsp;&nbsp;&nbsp; 899 |
|  | &nbsp;&nbsp;&nbsp;High Speed Rail Finance 1 plc | 4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/38 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 3376 | &nbsp;&nbsp;&nbsp;&nbsp; 4144 |
|  | &nbsp;&nbsp;&nbsp;Home Group Ltd. | 3.125% | &nbsp;&nbsp;&nbsp;&nbsp; 3/27/43 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 2996 | &nbsp;&nbsp;&nbsp;&nbsp; 2695 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Housing & Care 21 | 3.288% | &nbsp;&nbsp;&nbsp;&nbsp; 11/8/49 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 1640 | &nbsp;&nbsp;&nbsp;&nbsp; 1436 |
|  | &nbsp;&nbsp;&nbsp;HSBC Bank Capital Funding Sterling 1 LP | 5.844% | Perpetual | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 188 | &nbsp;&nbsp;&nbsp;&nbsp; 261 |
|  | &nbsp;&nbsp;&nbsp;HSBC Bank plc | 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/24/46 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 1000 | &nbsp;&nbsp;&nbsp;&nbsp; 1052 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | 3.019% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 8200 | &nbsp;&nbsp;&nbsp;&nbsp; 9310 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | 4.752% | &nbsp;&nbsp;&nbsp;&nbsp; 3/10/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10000 | &nbsp;&nbsp;&nbsp;&nbsp; 11743 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/22/28 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 4886 | &nbsp;&nbsp;&nbsp;&nbsp; 6235 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | 2.625% | &nbsp;&nbsp;&nbsp;&nbsp; 8/16/28 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 1615 | &nbsp;&nbsp;&nbsp;&nbsp; 2013 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | 0.641% | &nbsp;&nbsp;&nbsp;&nbsp; 9/24/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5938 | &nbsp;&nbsp;&nbsp;&nbsp; 6203 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/29/30 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 2185 | &nbsp;&nbsp;&nbsp;&nbsp; 2678 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | 3.445% | &nbsp;&nbsp;&nbsp;&nbsp; 9/25/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5701 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | 6.800% | &nbsp;&nbsp;&nbsp;&nbsp; 9/14/31 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 7105 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | 4.787% | &nbsp;&nbsp;&nbsp;&nbsp; 3/10/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10000 | &nbsp;&nbsp;&nbsp;&nbsp; 12101 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | 5.290% | &nbsp;&nbsp;&nbsp;&nbsp; 9/16/32 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 3000 | &nbsp;&nbsp;&nbsp;&nbsp; 3975 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | 6.364% | &nbsp;&nbsp;&nbsp;&nbsp; 11/16/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 14000 | &nbsp;&nbsp;&nbsp;&nbsp; 16955 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | 4.856% | &nbsp;&nbsp;&nbsp;&nbsp; 5/23/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7000 | &nbsp;&nbsp;&nbsp;&nbsp; 8507 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | 8.201% | &nbsp;&nbsp;&nbsp;&nbsp; 11/16/34 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 2500 | &nbsp;&nbsp;&nbsp;&nbsp; 3638 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | 3.834% | &nbsp;&nbsp;&nbsp;&nbsp; 9/25/35 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5632 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | 7.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/7/38 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 7150 | &nbsp;&nbsp;&nbsp;&nbsp; 9960 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | 6.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/29/40 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 3898 | &nbsp;&nbsp;&nbsp;&nbsp; 4895 |
|  | &nbsp;&nbsp;&nbsp;Hyde Housing Association Ltd. | 5.125% | &nbsp;&nbsp;&nbsp;&nbsp; 7/23/40 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 221 | &nbsp;&nbsp;&nbsp;&nbsp; 277 |

---

------

Total International Bond Index Fund

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;&nbsp;&nbsp;Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Hyde Housing Association Ltd. | 1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 8/18/55 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 2580 | &nbsp;&nbsp;&nbsp;&nbsp; 1383 |
|  | &nbsp;&nbsp;&nbsp;IG Group Holdings plc | 3.125% | &nbsp;&nbsp;&nbsp;&nbsp; 11/18/28 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 3000 | &nbsp;&nbsp;&nbsp;&nbsp; 3702 |
|  | &nbsp;&nbsp;&nbsp;Imperial Brands Finance Netherlands BV | 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 800 | &nbsp;&nbsp;&nbsp;&nbsp; 986 |
|  | &nbsp;&nbsp;&nbsp;Imperial Brands Finance Netherlands BV | 1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/18/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5053 | &nbsp;&nbsp;&nbsp;&nbsp; 4918 |
|  | &nbsp;&nbsp;&nbsp;Imperial Brands Finance plc | 2.125% | &nbsp;&nbsp;&nbsp;&nbsp; 2/12/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7905 | &nbsp;&nbsp;&nbsp;&nbsp; 8907 |
|  | &nbsp;&nbsp;&nbsp;Imperial Brands Finance plc | 4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 6/7/32 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 3870 | &nbsp;&nbsp;&nbsp;&nbsp; 4926 |
|  | &nbsp;&nbsp;&nbsp;Inchcape plc | 6.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/9/28 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 6829 |
|  | &nbsp;&nbsp;&nbsp;Incommunities Treasury plc | 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 3/21/49 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 1601 | &nbsp;&nbsp;&nbsp;&nbsp; 1377 |
|  | &nbsp;&nbsp;&nbsp;Informa plc | 3.125% | &nbsp;&nbsp;&nbsp;&nbsp; 7/5/26 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 581 | &nbsp;&nbsp;&nbsp;&nbsp; 759 |
|  | &nbsp;&nbsp;&nbsp;Informa plc | 1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 4/22/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5403 |
|  | &nbsp;&nbsp;&nbsp;Informa plc | 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 10/23/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp;&nbsp; 2248 |
|  | &nbsp;&nbsp;&nbsp;InterContinental Hotels Group plc | 2.125% | &nbsp;&nbsp;&nbsp;&nbsp; 8/24/26 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp;&nbsp; 2572 |
|  | &nbsp;&nbsp;&nbsp;InterContinental Hotels Group plc | 2.125% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1500 | &nbsp;&nbsp;&nbsp;&nbsp; 1685 |
|  | &nbsp;&nbsp;&nbsp;InterContinental Hotels Group plc | 3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 10/8/28 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp;&nbsp; 2533 |
|  | &nbsp;&nbsp;&nbsp;Intermediate Capital Group plc | 1.625% | &nbsp;&nbsp;&nbsp;&nbsp; 2/17/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3400 | &nbsp;&nbsp;&nbsp;&nbsp; 3757 |
|  | &nbsp;&nbsp;&nbsp;Intermediate Capital Group plc | 2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 1/28/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1395 | &nbsp;&nbsp;&nbsp;&nbsp; 1515 |
|  | &nbsp;&nbsp;&nbsp;International Consolidated Airlines Group SA | 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/25/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5765 |
|  | &nbsp;&nbsp;&nbsp;International Distribution Services plc | 1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 10/8/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2543 | &nbsp;&nbsp;&nbsp;&nbsp; 2820 |
|  | &nbsp;&nbsp;&nbsp;Jigsaw Funding plc | 3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 5/5/52 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 1200 | &nbsp;&nbsp;&nbsp;&nbsp; 1055 |
|  | &nbsp;&nbsp;&nbsp;Just Group plc | 6.875% | &nbsp;&nbsp;&nbsp;&nbsp; 3/30/35 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 1500 | &nbsp;&nbsp;&nbsp;&nbsp; 1962 |
|  | &nbsp;&nbsp;&nbsp;Juturna European Loan Conduit No. 16 plc | 5.064% | &nbsp;&nbsp;&nbsp;&nbsp; 8/10/33 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 3088 | &nbsp;&nbsp;&nbsp;&nbsp; 4175 |
|  | &nbsp;&nbsp;&nbsp;Karbon Homes Ltd. | 3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 3815 | &nbsp;&nbsp;&nbsp;&nbsp; 3472 |
|  | &nbsp;&nbsp;&nbsp;Land Securities Capital Markets plc | 2.375% | &nbsp;&nbsp;&nbsp;&nbsp; 3/29/29 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 418 | &nbsp;&nbsp;&nbsp;&nbsp; 533 |
|  | &nbsp;&nbsp;&nbsp;Land Securities Capital Markets plc | 2.399% | &nbsp;&nbsp;&nbsp;&nbsp; 2/8/31 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 2800 | &nbsp;&nbsp;&nbsp;&nbsp; 3442 |
|  | &nbsp;&nbsp;&nbsp;Land Securities Capital Markets plc | 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 9/18/31 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp;&nbsp; 2638 |
|  | &nbsp;&nbsp;&nbsp;Land Securities Capital Markets plc | 2.625% | &nbsp;&nbsp;&nbsp;&nbsp; 9/22/39 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 904 | &nbsp;&nbsp;&nbsp;&nbsp; 900 |
|  | &nbsp;&nbsp;&nbsp;Land Securities Capital Markets plc | 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 9/22/59 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 1713 | &nbsp;&nbsp;&nbsp;&nbsp; 1247 |
|  | &nbsp;&nbsp;&nbsp;Leeds Building Society | 1.375% | &nbsp;&nbsp;&nbsp;&nbsp; 10/6/27 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 6904 | &nbsp;&nbsp;&nbsp;&nbsp; 8508 |
|  | &nbsp;&nbsp;&nbsp;Legal & General Finance plc | 5.875% | &nbsp;&nbsp;&nbsp;&nbsp; 12/11/31 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 3587 | &nbsp;&nbsp;&nbsp;&nbsp; 5038 |
|  | &nbsp;&nbsp;&nbsp;Legal & General Group plc | 5.125% | &nbsp;&nbsp;&nbsp;&nbsp; 11/14/48 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 2548 | &nbsp;&nbsp;&nbsp;&nbsp; 3361 |
|  | &nbsp;&nbsp;&nbsp;Legal & General Group plc | 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 3600 | &nbsp;&nbsp;&nbsp;&nbsp; 4529 |
|  | &nbsp;&nbsp;&nbsp;Legal & General Group plc | 5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/27/64 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 702 | &nbsp;&nbsp;&nbsp;&nbsp; 899 |
|  | &nbsp;&nbsp;&nbsp;LiveWest Treasury plc | 1.875% | &nbsp;&nbsp;&nbsp;&nbsp; 2/18/56 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 1100 | &nbsp;&nbsp;&nbsp;&nbsp; 617 |
|  | &nbsp;&nbsp;&nbsp;Lloyds Bank plc | 0.125% | &nbsp;&nbsp;&nbsp;&nbsp; 6/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5087 | &nbsp;&nbsp;&nbsp;&nbsp; 5637 |
|  | &nbsp;&nbsp;&nbsp;Lloyds Bank plc | 6.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/8/29 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 5278 | &nbsp;&nbsp;&nbsp;&nbsp; 7474 |
|  | &nbsp;&nbsp;&nbsp;Lloyds Bank plc | 0.125% | &nbsp;&nbsp;&nbsp;&nbsp; 9/23/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 20450 | &nbsp;&nbsp;&nbsp;&nbsp; 20911 |
|  | &nbsp;&nbsp;&nbsp;Lloyds Banking Group plc | 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 11/22/27 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 2520 | &nbsp;&nbsp;&nbsp;&nbsp; 1601 |
|  | &nbsp;&nbsp;&nbsp;Lloyds Banking Group plc | 3.125% | &nbsp;&nbsp;&nbsp;&nbsp; 8/24/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7000 | &nbsp;&nbsp;&nbsp;&nbsp; 7912 |
|  | &nbsp;&nbsp;&nbsp;Lloyds Banking Group plc | 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 9/21/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 6044 |
|  | &nbsp;&nbsp;&nbsp;Lloyds Banking Group plc | 1.985% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp;&nbsp; 2537 |
|  | &nbsp;&nbsp;&nbsp;Lloyds Banking Group plc | 2.707% | &nbsp;&nbsp;&nbsp;&nbsp; 12/3/35 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 6545 | &nbsp;&nbsp;&nbsp;&nbsp; 7451 |
|  | &nbsp;&nbsp;&nbsp;Logicor 2019-1 UK plc | 1.875% | &nbsp;&nbsp;&nbsp;&nbsp; 11/17/31 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 5014 | &nbsp;&nbsp;&nbsp;&nbsp; 6405 |
|  | &nbsp;&nbsp;&nbsp;London & Quadrant Housing Trust | 2.625% | &nbsp;&nbsp;&nbsp;&nbsp; 2/28/28 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 4372 | &nbsp;&nbsp;&nbsp;&nbsp; 5496 |
|  | &nbsp;&nbsp;&nbsp;London & Quadrant Housing Trust | 2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 7/20/29 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 2800 | &nbsp;&nbsp;&nbsp;&nbsp; 3340 |
|  | &nbsp;&nbsp;&nbsp;London & Quadrant Housing Trust | 2.125% | &nbsp;&nbsp;&nbsp;&nbsp; 3/31/32 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 1900 | &nbsp;&nbsp;&nbsp;&nbsp; 2067 |
|  | &nbsp;&nbsp;&nbsp;London & Quadrant Housing Trust | 4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 12/5/33 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 400 | &nbsp;&nbsp;&nbsp;&nbsp; 501 |
|  | &nbsp;&nbsp;&nbsp;London & Quadrant Housing Trust | 5.486% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 1300 | &nbsp;&nbsp;&nbsp;&nbsp; 1619 |
|  | &nbsp;&nbsp;&nbsp;London & Quadrant Housing Trust | 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 10/27/49 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 1985 | &nbsp;&nbsp;&nbsp;&nbsp; 1829 |
|  | &nbsp;&nbsp;&nbsp;London & Quadrant Housing Trust | 3.125% | &nbsp;&nbsp;&nbsp;&nbsp; 2/28/53 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 832 | &nbsp;&nbsp;&nbsp;&nbsp; 661 |
|  | &nbsp;&nbsp;&nbsp;London Power Networks plc | 6.125% | &nbsp;&nbsp;&nbsp;&nbsp; 6/7/27 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 362 | &nbsp;&nbsp;&nbsp;&nbsp; 496 |
|  | &nbsp;&nbsp;&nbsp;London Stock Exchange Group plc | 1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 12/6/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6798 | &nbsp;&nbsp;&nbsp;&nbsp; 7556 |
|  | &nbsp;&nbsp;&nbsp;Lseg Netherlands BV | 0.750% | &nbsp;&nbsp;&nbsp;&nbsp; 4/6/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5938 | &nbsp;&nbsp;&nbsp;&nbsp; 5534 |
|  | &nbsp;&nbsp;&nbsp;M&G plc | 5.625% | &nbsp;&nbsp;&nbsp;&nbsp; 10/20/51 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 4998 | &nbsp;&nbsp;&nbsp;&nbsp; 6410 |
|  | &nbsp;&nbsp;&nbsp;M&G plc | 5.560% | &nbsp;&nbsp;&nbsp;&nbsp; 7/20/55 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 3777 | &nbsp;&nbsp;&nbsp;&nbsp; 4559 |
|  | &nbsp;&nbsp;&nbsp;M&G plc | 6.340% | &nbsp;&nbsp;&nbsp;&nbsp; 12/19/63 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 1710 | &nbsp;&nbsp;&nbsp;&nbsp; 2060 |
|  | &nbsp;&nbsp;&nbsp;M&G plc | 6.250% | &nbsp;&nbsp;&nbsp;&nbsp; 10/20/68 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 1600 | &nbsp;&nbsp;&nbsp;&nbsp; 1856 |
|  | &nbsp;&nbsp;&nbsp;Manchester Airport Group Funding plc | 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/31/34 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 2996 | &nbsp;&nbsp;&nbsp;&nbsp; 3831 |
|  | &nbsp;&nbsp;&nbsp;Manchester Airport Group Funding plc | 6.125% | &nbsp;&nbsp;&nbsp;&nbsp; 9/30/41 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 1183 | &nbsp;&nbsp;&nbsp;&nbsp; 1573 |
|  | &nbsp;&nbsp;&nbsp;Manchester Airport Group Funding plc | 2.875% | &nbsp;&nbsp;&nbsp;&nbsp; 9/30/44 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 2094 | &nbsp;&nbsp;&nbsp;&nbsp; 1728 |
|  | &nbsp;&nbsp;&nbsp;Martlet Homes Ltd. | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/9/52 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 1765 | &nbsp;&nbsp;&nbsp;&nbsp; 1373 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Meadowhall Finance plc | 4.986% | &nbsp;&nbsp;&nbsp;&nbsp; 7/12/37 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 1122 | &nbsp;&nbsp;&nbsp;&nbsp; 1435 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Metropolitan Funding plc | 4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 4/5/48 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 996 | &nbsp;&nbsp;&nbsp;&nbsp; 990 |
|  | &nbsp;&nbsp;&nbsp;Moat Homes Finance plc | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/23/41 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 865 | &nbsp;&nbsp;&nbsp;&nbsp; 1044 |
|  | &nbsp;&nbsp;&nbsp;Morhomes plc | 3.400% | &nbsp;&nbsp;&nbsp;&nbsp; 2/19/40 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 887 | &nbsp;&nbsp;&nbsp;&nbsp; 922 |
|  | &nbsp;&nbsp;&nbsp;Motability Operations Group plc | 4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 2/8/27 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 4419 | &nbsp;&nbsp;&nbsp;&nbsp; 5853 |
|  | &nbsp;&nbsp;&nbsp;Motability Operations Group plc | 0.125% | &nbsp;&nbsp;&nbsp;&nbsp; 7/20/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 14444 | &nbsp;&nbsp;&nbsp;&nbsp; 15077 |
|  | &nbsp;&nbsp;&nbsp;Motability Operations Group plc | 1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 7/3/29 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 4956 | &nbsp;&nbsp;&nbsp;&nbsp; 5883 |
|  | &nbsp;&nbsp;&nbsp;Motability Operations Group plc | 5.625% | &nbsp;&nbsp;&nbsp;&nbsp; 11/29/30 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 996 | &nbsp;&nbsp;&nbsp;&nbsp; 1372 |
|  | &nbsp;&nbsp;&nbsp;Motability Operations Group plc | 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 7/17/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5737 |
|  | &nbsp;&nbsp;&nbsp;Motability Operations Group plc | 2.375% | &nbsp;&nbsp;&nbsp;&nbsp; 3/14/32 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 3218 | &nbsp;&nbsp;&nbsp;&nbsp; 3600 |

---

------

Total International Bond Index Fund

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;&nbsp;&nbsp;Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Motability Operations Group plc | 3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 1/24/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6000 | &nbsp;&nbsp;&nbsp;&nbsp; 6860 |
|  | &nbsp;&nbsp;&nbsp;Motability Operations Group plc | 3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 3/10/36 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 2100 | &nbsp;&nbsp;&nbsp;&nbsp; 2348 |
|  | &nbsp;&nbsp;&nbsp;Motability Operations Group plc | 2.375% | &nbsp;&nbsp;&nbsp;&nbsp; 7/3/39 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 3100 | &nbsp;&nbsp;&nbsp;&nbsp; 2764 |
|  | &nbsp;&nbsp;&nbsp;Motability Operations Group plc | 2.125% | &nbsp;&nbsp;&nbsp;&nbsp; 1/18/42 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 1200 | &nbsp;&nbsp;&nbsp;&nbsp; 938 |
|  | &nbsp;&nbsp;&nbsp;Motability Operations Group plc | 4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 1/17/43 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 4000 | &nbsp;&nbsp;&nbsp;&nbsp; 4561 |
|  | &nbsp;&nbsp;&nbsp;Motability Operations Group plc | 5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 9/11/48 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 1800 | &nbsp;&nbsp;&nbsp;&nbsp; 2261 |
|  | &nbsp;&nbsp;&nbsp;Motability Operations Group plc | 5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 6/17/51 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp;&nbsp; 2487 |
|  | &nbsp;&nbsp;&nbsp;Motability Operations Group plc | 5.625% | &nbsp;&nbsp;&nbsp;&nbsp; 1/24/54 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp;&nbsp; 2415 |
|  | &nbsp;&nbsp;&nbsp;Myriad Capital plc | 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 12/20/43 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 900 | &nbsp;&nbsp;&nbsp;&nbsp; 1025 |
|  | &nbsp;&nbsp;&nbsp;National Gas Transmission plc | 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 4/5/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5100 | &nbsp;&nbsp;&nbsp;&nbsp; 6047 |
|  | &nbsp;&nbsp;&nbsp;National Gas Transmission plc | 1.125% | &nbsp;&nbsp;&nbsp;&nbsp; 1/14/33 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 4625 | &nbsp;&nbsp;&nbsp;&nbsp; 4504 |
|  | &nbsp;&nbsp;&nbsp;National Grid Electricity Distribution East Midlands plc | 3.530% | &nbsp;&nbsp;&nbsp;&nbsp; 9/20/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3000 | &nbsp;&nbsp;&nbsp;&nbsp; 3487 |
|  | &nbsp;&nbsp;&nbsp;National Grid Electricity Distribution East Midlands plc | 1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 9/9/31 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 1200 | &nbsp;&nbsp;&nbsp;&nbsp; 1306 |
|  | &nbsp;&nbsp;&nbsp;National Grid Electricity Distribution East Midlands plc | 3.949% | &nbsp;&nbsp;&nbsp;&nbsp; 9/20/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5400 | &nbsp;&nbsp;&nbsp;&nbsp; 6337 |
|  | &nbsp;&nbsp;&nbsp;National Grid Electricity Distribution plc | 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 10/16/26 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 2897 | &nbsp;&nbsp;&nbsp;&nbsp; 3789 |
|  | &nbsp;&nbsp;&nbsp;National Grid Electricity Distribution South Wales plc | 1.625% | &nbsp;&nbsp;&nbsp;&nbsp; 10/7/35 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 2414 | &nbsp;&nbsp;&nbsp;&nbsp; 2198 |
|  | &nbsp;&nbsp;&nbsp;National Grid Electricity Distribution South Wales plc | 5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/23/40 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 1100 | &nbsp;&nbsp;&nbsp;&nbsp; 1411 |
|  | &nbsp;&nbsp;&nbsp;National Grid Electricity Distribution South West plc | 5.875% | &nbsp;&nbsp;&nbsp;&nbsp; 3/25/27 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 1127 | &nbsp;&nbsp;&nbsp;&nbsp; 1529 |
|  | &nbsp;&nbsp;&nbsp;National Grid Electricity Distribution South West plc | 5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/23/40 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 900 | &nbsp;&nbsp;&nbsp;&nbsp; 1152 |
|  | &nbsp;&nbsp;&nbsp;National Grid Electricity Distribution South West plc | 5.818% | &nbsp;&nbsp;&nbsp;&nbsp; 7/31/41 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 4500 | &nbsp;&nbsp;&nbsp;&nbsp; 5775 |
|  | &nbsp;&nbsp;&nbsp;National Grid Electricity Distribution West Midlands plc | 5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 4/16/32 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 2872 | &nbsp;&nbsp;&nbsp;&nbsp; 3912 |
|  | &nbsp;&nbsp;&nbsp;National Grid Electricity Transmission plc | 1.375% | &nbsp;&nbsp;&nbsp;&nbsp; 9/16/26 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 2104 | &nbsp;&nbsp;&nbsp;&nbsp; 2678 |
|  | &nbsp;&nbsp;&nbsp;National Grid Electricity Transmission plc | 2.301% | &nbsp;&nbsp;&nbsp;&nbsp; 6/22/29 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2536 | &nbsp;&nbsp;&nbsp;&nbsp; 1754 |
|  | &nbsp;&nbsp;&nbsp;National Grid Electricity Transmission plc | 5.221% | &nbsp;&nbsp;&nbsp;&nbsp; 9/16/31 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2400 | &nbsp;&nbsp;&nbsp;&nbsp; 1856 |
|  | &nbsp;&nbsp;&nbsp;National Grid Electricity Transmission plc | 0.823% | &nbsp;&nbsp;&nbsp;&nbsp; 7/7/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2800 | &nbsp;&nbsp;&nbsp;&nbsp; 2672 |
|  | &nbsp;&nbsp;&nbsp;National Grid Electricity Transmission plc | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/16/38 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 2982 | &nbsp;&nbsp;&nbsp;&nbsp; 2584 |
|  | &nbsp;&nbsp;&nbsp;National Grid Electricity Transmission plc | 0.872% | &nbsp;&nbsp;&nbsp;&nbsp; 11/26/40 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1900 | &nbsp;&nbsp;&nbsp;&nbsp; 1396 |
|  | &nbsp;&nbsp;&nbsp;National Grid plc | 2.179% | &nbsp;&nbsp;&nbsp;&nbsp; 6/30/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1100 | &nbsp;&nbsp;&nbsp;&nbsp; 1241 |
|  | &nbsp;&nbsp;&nbsp;National Grid plc | 0.163% | &nbsp;&nbsp;&nbsp;&nbsp; 1/20/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7000 | &nbsp;&nbsp;&nbsp;&nbsp; 7416 |
|  | &nbsp;&nbsp;&nbsp;National Grid plc | 0.553% | &nbsp;&nbsp;&nbsp;&nbsp; 9/18/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2243 | &nbsp;&nbsp;&nbsp;&nbsp; 2295 |
|  | &nbsp;&nbsp;&nbsp;National Grid plc | 2.949% | &nbsp;&nbsp;&nbsp;&nbsp; 3/30/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 8000 | &nbsp;&nbsp;&nbsp;&nbsp; 8997 |
|  | &nbsp;&nbsp;&nbsp;National Grid plc | 0.750% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1200 | &nbsp;&nbsp;&nbsp;&nbsp; 1090 |
|  | &nbsp;&nbsp;&nbsp;National Grid plc | 3.245% | &nbsp;&nbsp;&nbsp;&nbsp; 3/30/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3000 | &nbsp;&nbsp;&nbsp;&nbsp; 3267 |
|  | &nbsp;&nbsp;&nbsp;National Grid plc | 4.275% | &nbsp;&nbsp;&nbsp;&nbsp; 1/16/35 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6600 | &nbsp;&nbsp;&nbsp;&nbsp; 7797 |
|  | &nbsp;&nbsp;&nbsp;Nationwide Building Society | 0.625% | &nbsp;&nbsp;&nbsp;&nbsp; 3/25/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 19395 | &nbsp;&nbsp;&nbsp;&nbsp; 21360 |
|  | &nbsp;&nbsp;&nbsp;Nationwide Building Society | 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 1/20/28 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 4725 | &nbsp;&nbsp;&nbsp;&nbsp; 6085 |
|  | &nbsp;&nbsp;&nbsp;Nationwide Building Society | 3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 12500 | &nbsp;&nbsp;&nbsp;&nbsp; 14694 |
|  | &nbsp;&nbsp;&nbsp;Nationwide Building Society | 0.250% | &nbsp;&nbsp;&nbsp;&nbsp; 9/14/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 8406 | &nbsp;&nbsp;&nbsp;&nbsp; 8775 |
|  | &nbsp;&nbsp;&nbsp;Nationwide Building Society | 2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/25/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2543 | &nbsp;&nbsp;&nbsp;&nbsp; 2858 |
|  | &nbsp;&nbsp;&nbsp;Nationwide Building Society | 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 9/5/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5748 |
|  | &nbsp;&nbsp;&nbsp;Nationwide Building Society | 1.375% | &nbsp;&nbsp;&nbsp;&nbsp; 6/29/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 8179 | &nbsp;&nbsp;&nbsp;&nbsp; 8415 |
|  | &nbsp;&nbsp;&nbsp;NatWest Group plc | 2.057% | &nbsp;&nbsp;&nbsp;&nbsp; 11/9/28 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 2900 | &nbsp;&nbsp;&nbsp;&nbsp; 3607 |
|  | &nbsp;&nbsp;&nbsp;NatWest Group plc | 3.619% | &nbsp;&nbsp;&nbsp;&nbsp; 3/29/29 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 9600 | &nbsp;&nbsp;&nbsp;&nbsp; 12361 |
|  | &nbsp;&nbsp;&nbsp;NatWest Group plc | 0.670% | &nbsp;&nbsp;&nbsp;&nbsp; 9/14/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 11800 | &nbsp;&nbsp;&nbsp;&nbsp; 12390 |
|  | &nbsp;&nbsp;&nbsp;NatWest Group plc | 3.673% | &nbsp;&nbsp;&nbsp;&nbsp; 8/5/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10000 | &nbsp;&nbsp;&nbsp;&nbsp; 11547 |
|  | &nbsp;&nbsp;&nbsp;NatWest Group plc | 1.043% | &nbsp;&nbsp;&nbsp;&nbsp; 9/14/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 8700 | &nbsp;&nbsp;&nbsp;&nbsp; 9378 |
|  | &nbsp;&nbsp;&nbsp;NatWest Group plc | 7.416% | &nbsp;&nbsp;&nbsp;&nbsp; 6/6/33 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 3000 | &nbsp;&nbsp;&nbsp;&nbsp; 4203 |
|  | &nbsp;&nbsp;&nbsp;NatWest Group plc | 5.763% | &nbsp;&nbsp;&nbsp;&nbsp; 2/28/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 8000 | &nbsp;&nbsp;&nbsp;&nbsp; 9709 |
|  | &nbsp;&nbsp;&nbsp;NatWest Markets plc | 1.375% | &nbsp;&nbsp;&nbsp;&nbsp; 3/2/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 15900 | &nbsp;&nbsp;&nbsp;&nbsp; 17639 |
|  | &nbsp;&nbsp;&nbsp;NatWest Markets plc | 3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 1/9/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 9400 | &nbsp;&nbsp;&nbsp;&nbsp; 10969 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Network Rail Infrastructure Finance plc | 4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 12/9/30 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 4533 | &nbsp;&nbsp;&nbsp;&nbsp; 6080 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Network Rail Infrastructure Finance plc | 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 11/29/35 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 2154 | &nbsp;&nbsp;&nbsp;&nbsp; 2861 |
|  | &nbsp;&nbsp;&nbsp;NewRiver REIT plc | 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/7/28 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 887 | &nbsp;&nbsp;&nbsp;&nbsp; 1121 |
|  | &nbsp;&nbsp;&nbsp;Next Group plc | 3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 5/18/28 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 5541 | &nbsp;&nbsp;&nbsp;&nbsp; 7191 |
|  | &nbsp;&nbsp;&nbsp;NIE Finance plc | 5.875% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 3000 | &nbsp;&nbsp;&nbsp;&nbsp; 4112 |
|  | &nbsp;&nbsp;&nbsp;Northern Gas Networks Finance plc | 4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 6/30/27 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 241 | &nbsp;&nbsp;&nbsp;&nbsp; 322 |
|  | &nbsp;&nbsp;&nbsp;Northern Gas Networks Finance plc | 4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 1535 | &nbsp;&nbsp;&nbsp;&nbsp; 1886 |
|  | &nbsp;&nbsp;&nbsp;Northern Powergrid Northeast plc | 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 2100 | &nbsp;&nbsp;&nbsp;&nbsp; 1729 |
|  | &nbsp;&nbsp;&nbsp;Northern Powergrid Yorkshire plc | 2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 10/9/59 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 1278 | &nbsp;&nbsp;&nbsp;&nbsp; 767 |
|  | &nbsp;&nbsp;&nbsp;Northumbrian Water Finance plc | 1.625% | &nbsp;&nbsp;&nbsp;&nbsp; 10/11/26 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 3485 | &nbsp;&nbsp;&nbsp;&nbsp; 4429 |
|  | &nbsp;&nbsp;&nbsp;Northumbrian Water Finance plc | 2.375% | &nbsp;&nbsp;&nbsp;&nbsp; 10/5/27 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 300 | &nbsp;&nbsp;&nbsp;&nbsp; 374 |
|  | &nbsp;&nbsp;&nbsp;Northumbrian Water Finance plc | 5.625% | &nbsp;&nbsp;&nbsp;&nbsp; 4/29/33 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 1329 | &nbsp;&nbsp;&nbsp;&nbsp; 1747 |
|  | &nbsp;&nbsp;&nbsp;Northumbrian Water Finance plc | 6.375% | &nbsp;&nbsp;&nbsp;&nbsp; 10/28/34 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 4000 | &nbsp;&nbsp;&nbsp;&nbsp; 5500 |
|  | &nbsp;&nbsp;&nbsp;Northumbrian Water Finance plc | 5.125% | &nbsp;&nbsp;&nbsp;&nbsp; 1/23/42 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 486 | &nbsp;&nbsp;&nbsp;&nbsp; 550 |
|  | &nbsp;&nbsp;&nbsp;Notting Hill Genesis | 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 12/20/32 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 2762 | &nbsp;&nbsp;&nbsp;&nbsp; 3305 |
|  | &nbsp;&nbsp;&nbsp;Notting Hill Genesis | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/3/36 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 803 | &nbsp;&nbsp;&nbsp;&nbsp; 740 |
|  | &nbsp;&nbsp;&nbsp;Notting Hill Genesis | 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 7/7/42 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 723 | &nbsp;&nbsp;&nbsp;&nbsp; 864 |
|  | &nbsp;&nbsp;&nbsp;Notting Hill Genesis | 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 10/12/48 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 150 | &nbsp;&nbsp;&nbsp;&nbsp; 127 |
|  | &nbsp;&nbsp;&nbsp;Notting Hill Genesis | 4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 2/20/54 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 1758 | &nbsp;&nbsp;&nbsp;&nbsp; 1746 |
|  | &nbsp;&nbsp;&nbsp;Omnicom Finance Holdings plc | 0.800% | &nbsp;&nbsp;&nbsp;&nbsp; 7/8/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7904 | &nbsp;&nbsp;&nbsp;&nbsp; 8601 |

---

------

Total International Bond Index Fund

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;&nbsp;&nbsp;Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Omnicom Finance Holdings plc | 1.400% | &nbsp;&nbsp;&nbsp;&nbsp; 7/8/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2269 | &nbsp;&nbsp;&nbsp;&nbsp; 2309 |
|  | &nbsp;&nbsp;&nbsp;Omnicom Finance Holdings plc | 3.700% | &nbsp;&nbsp;&nbsp;&nbsp; 3/6/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5710 |
|  | &nbsp;&nbsp;&nbsp;Optivo Finance plc | 2.857% | &nbsp;&nbsp;&nbsp;&nbsp; 10/7/35 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 2100 | &nbsp;&nbsp;&nbsp;&nbsp; 2177 |
|  | &nbsp;&nbsp;&nbsp;Optivo Finance plc | 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 3/13/43 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 1300 | &nbsp;&nbsp;&nbsp;&nbsp; 1566 |
|  | &nbsp;&nbsp;&nbsp;Optivo Finance plc | 3.283% | &nbsp;&nbsp;&nbsp;&nbsp; 3/22/48 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 900 | &nbsp;&nbsp;&nbsp;&nbsp; 780 |
|  | &nbsp;&nbsp;&nbsp;Orbit Capital plc | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 11/24/38 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 1500 | &nbsp;&nbsp;&nbsp;&nbsp; 1309 |
|  | &nbsp;&nbsp;&nbsp;Orbit Capital plc | 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/24/45 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 1977 | &nbsp;&nbsp;&nbsp;&nbsp; 1858 |
|  | &nbsp;&nbsp;&nbsp;Orbit Capital plc | 3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 6/14/48 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 516 | &nbsp;&nbsp;&nbsp;&nbsp; 457 |
|  | &nbsp;&nbsp;&nbsp;Paradigm Homes Charitable Housing Association Ltd. | 2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/20/51 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 2777 | &nbsp;&nbsp;&nbsp;&nbsp; 1893 |
|  | &nbsp;&nbsp;&nbsp;Paragon Treasury plc | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/7/36 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 1509 | &nbsp;&nbsp;&nbsp;&nbsp; 1391 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Paragon Treasury plc | 3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 1/21/47 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 996 | &nbsp;&nbsp;&nbsp;&nbsp; 923 |
|  | &nbsp;&nbsp;&nbsp;Peabody Capital No. 2 plc | 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/2/34 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp;&nbsp; 2156 |
|  | &nbsp;&nbsp;&nbsp;Peabody Capital No. 2 plc | 4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 12/12/53 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 150 | &nbsp;&nbsp;&nbsp;&nbsp; 157 |
|  | &nbsp;&nbsp;&nbsp;Peabody Capital plc | 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 3/17/43 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 2900 | &nbsp;&nbsp;&nbsp;&nbsp; 3520 |
|  | &nbsp;&nbsp;&nbsp;Pearson Funding plc | 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 6/4/30 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 1107 | &nbsp;&nbsp;&nbsp;&nbsp; 1390 |
|  | &nbsp;&nbsp;&nbsp;Pearson Funding plc | 5.375% | &nbsp;&nbsp;&nbsp;&nbsp; 9/12/34 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 1000 | &nbsp;&nbsp;&nbsp;&nbsp; 1298 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Penarian Housing Finance plc | 3.212% | &nbsp;&nbsp;&nbsp;&nbsp; 6/7/52 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 723 | &nbsp;&nbsp;&nbsp;&nbsp; 633 |
|  | &nbsp;&nbsp;&nbsp;Pension Insurance Corp. plc | 5.625% | &nbsp;&nbsp;&nbsp;&nbsp; 9/20/30 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 3809 | &nbsp;&nbsp;&nbsp;&nbsp; 4983 |
|  | &nbsp;&nbsp;&nbsp;Pension Insurance Corp. plc | 8.000% | &nbsp;&nbsp;&nbsp;&nbsp; 11/13/33 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 1800 | &nbsp;&nbsp;&nbsp;&nbsp; 2594 |
|  | &nbsp;&nbsp;&nbsp;Phoenix Group Holdings plc | 4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 1/24/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7466 | &nbsp;&nbsp;&nbsp;&nbsp; 8586 |
|  | &nbsp;&nbsp;&nbsp;Phoenix Group Holdings plc | 5.867% | &nbsp;&nbsp;&nbsp;&nbsp; 6/13/29 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 1819 | &nbsp;&nbsp;&nbsp;&nbsp; 2437 |
|  | &nbsp;&nbsp;&nbsp;Phoenix Group Holdings plc | 5.625% | &nbsp;&nbsp;&nbsp;&nbsp; 4/28/31 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 3381 | &nbsp;&nbsp;&nbsp;&nbsp; 4376 |
|  | &nbsp;&nbsp;&nbsp;Platform HG Financing plc | 1.926% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 1000 | &nbsp;&nbsp;&nbsp;&nbsp; 799 |
|  | &nbsp;&nbsp;&nbsp;Platform HG Financing plc | 1.625% | &nbsp;&nbsp;&nbsp;&nbsp; 8/10/55 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 2348 | &nbsp;&nbsp;&nbsp;&nbsp; 1236 |
|  | &nbsp;&nbsp;&nbsp;Porterbrook Rail Finance Ltd. | 7.125% | &nbsp;&nbsp;&nbsp;&nbsp; 10/20/26 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 1545 | &nbsp;&nbsp;&nbsp;&nbsp; 2126 |
|  | &nbsp;&nbsp;&nbsp;PRS Finance plc | 1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 11/24/26 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 9099 | &nbsp;&nbsp;&nbsp;&nbsp; 11706 |
|  | &nbsp;&nbsp;&nbsp;PRS Finance plc | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/23/29 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 8131 | &nbsp;&nbsp;&nbsp;&nbsp; 10050 |
|  | &nbsp;&nbsp;&nbsp;Quadgas Finance plc | 3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 9/17/29 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 2379 | &nbsp;&nbsp;&nbsp;&nbsp; 2878 |
|  | &nbsp;&nbsp;&nbsp;RAC Bond Co. plc | 4.870% | &nbsp;&nbsp;&nbsp;&nbsp; 5/6/46 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 1545 | &nbsp;&nbsp;&nbsp;&nbsp; 2055 |
|  | &nbsp;&nbsp;&nbsp;Reckitt Benckiser Treasury Services Nederland BV | 0.375% | &nbsp;&nbsp;&nbsp;&nbsp; 5/19/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2543 | &nbsp;&nbsp;&nbsp;&nbsp; 2817 |
|  | &nbsp;&nbsp;&nbsp;Reckitt Benckiser Treasury Services Nederland BV | 0.750% | &nbsp;&nbsp;&nbsp;&nbsp; 5/19/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7596 | &nbsp;&nbsp;&nbsp;&nbsp; 7804 |
|  | &nbsp;&nbsp;&nbsp;Reckitt Benckiser Treasury Services plc | 1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 5/19/32 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 2159 | &nbsp;&nbsp;&nbsp;&nbsp; 2358 |
|  | &nbsp;&nbsp;&nbsp;RELX Finance BV | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/10/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7631 | &nbsp;&nbsp;&nbsp;&nbsp; 8182 |
|  | &nbsp;&nbsp;&nbsp;RELX Finance BV | 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 6/12/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6667 | &nbsp;&nbsp;&nbsp;&nbsp; 7804 |
|  | &nbsp;&nbsp;&nbsp;RELX Finance BV | 0.875% | &nbsp;&nbsp;&nbsp;&nbsp; 3/10/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 8108 | &nbsp;&nbsp;&nbsp;&nbsp; 7958 |
|  | &nbsp;&nbsp;&nbsp;Rentokil Initial Finance BV | 3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 6/27/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6500 | &nbsp;&nbsp;&nbsp;&nbsp; 7511 |
|  | &nbsp;&nbsp;&nbsp;Rentokil Initial Finance BV | 4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 6/27/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3000 | &nbsp;&nbsp;&nbsp;&nbsp; 3560 |
|  | &nbsp;&nbsp;&nbsp;Rio Tinto Finance plc | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 12/11/29 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 4600 | &nbsp;&nbsp;&nbsp;&nbsp; 6001 |
|  | &nbsp;&nbsp;&nbsp;Riverside Finance plc | 3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 12/5/44 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 1107 | &nbsp;&nbsp;&nbsp;&nbsp; 1060 |
|  | &nbsp;&nbsp;&nbsp;RL Finance Bonds No. 3 plc | 6.125% | &nbsp;&nbsp;&nbsp;&nbsp; 11/13/28 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 1656 | &nbsp;&nbsp;&nbsp;&nbsp; 2246 |
|  | &nbsp;&nbsp;&nbsp;RL Finance Bonds No. 4 plc | 4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 10/7/49 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 5971 | &nbsp;&nbsp;&nbsp;&nbsp; 6293 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;RMPA Services plc | 5.337% | &nbsp;&nbsp;&nbsp;&nbsp; 9/30/38 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 1227 | &nbsp;&nbsp;&nbsp;&nbsp; 1656 |
|  | &nbsp;&nbsp;&nbsp;Rothesay Life plc | 3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 7/12/26 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 7011 | &nbsp;&nbsp;&nbsp;&nbsp; 9167 |
|  | &nbsp;&nbsp;&nbsp;Rothesay Life plc | 7.734% | &nbsp;&nbsp;&nbsp;&nbsp; 5/16/33 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 6000 | &nbsp;&nbsp;&nbsp;&nbsp; 8475 |
|  | &nbsp;&nbsp;&nbsp;Rothesay Life plc | 7.019% | &nbsp;&nbsp;&nbsp;&nbsp; 12/10/34 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 10600 | &nbsp;&nbsp;&nbsp;&nbsp; 14375 |
|  | &nbsp;&nbsp;&nbsp;Sage Group plc | 1.625% | &nbsp;&nbsp;&nbsp;&nbsp; 2/25/31 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 4608 | &nbsp;&nbsp;&nbsp;&nbsp; 5084 |
|  | &nbsp;&nbsp;&nbsp;Sanctuary Capital plc | 6.697% | &nbsp;&nbsp;&nbsp;&nbsp; 3/23/39 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 1052 | &nbsp;&nbsp;&nbsp;&nbsp; 1540 |
|  | &nbsp;&nbsp;&nbsp;Sanctuary Capital plc | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/26/47 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 2055 | &nbsp;&nbsp;&nbsp;&nbsp; 2406 |
|  | &nbsp;&nbsp;&nbsp;Sanctuary Capital plc | 2.375% | &nbsp;&nbsp;&nbsp;&nbsp; 4/14/50 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 548 | &nbsp;&nbsp;&nbsp;&nbsp; 395 |
|  | &nbsp;&nbsp;&nbsp;Santander UK Group Holdings plc | 2.421% | &nbsp;&nbsp;&nbsp;&nbsp; 1/17/29 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 5100 | &nbsp;&nbsp;&nbsp;&nbsp; 6348 |
|  | &nbsp;&nbsp;&nbsp;Santander UK Group Holdings plc | 0.603% | &nbsp;&nbsp;&nbsp;&nbsp; 9/13/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 8958 | &nbsp;&nbsp;&nbsp;&nbsp; 9346 |
|  | &nbsp;&nbsp;&nbsp;Santander UK plc | 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 2/16/29 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 3122 | &nbsp;&nbsp;&nbsp;&nbsp; 4305 |
|  | &nbsp;&nbsp;&nbsp;Santander UK plc | 3.125% | &nbsp;&nbsp;&nbsp;&nbsp; 5/12/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 25100 | &nbsp;&nbsp;&nbsp;&nbsp; 29105 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Saxon Weald Capital plc | 5.375% | &nbsp;&nbsp;&nbsp;&nbsp; 6/6/42 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 515 | &nbsp;&nbsp;&nbsp;&nbsp; 650 |
|  | &nbsp;&nbsp;&nbsp;Scotland Gas Networks plc | 4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 12/21/34 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 498 | &nbsp;&nbsp;&nbsp;&nbsp; 621 |
|  | &nbsp;&nbsp;&nbsp;Scottish Hydro Electric Transmission plc | 2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 9/27/35 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 300 | &nbsp;&nbsp;&nbsp;&nbsp; 296 |
|  | &nbsp;&nbsp;&nbsp;Scottish Widows Ltd. | 7.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/16/43 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 700 | &nbsp;&nbsp;&nbsp;&nbsp; 934 |
|  | &nbsp;&nbsp;&nbsp;Segro Capital Sarl | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 9/22/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7724 | &nbsp;&nbsp;&nbsp;&nbsp; 7333 |
|  | &nbsp;&nbsp;&nbsp;Segro plc | 2.375% | &nbsp;&nbsp;&nbsp;&nbsp; 10/11/29 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 558 | &nbsp;&nbsp;&nbsp;&nbsp; 675 |
|  | &nbsp;&nbsp;&nbsp;Segro plc | 2.875% | &nbsp;&nbsp;&nbsp;&nbsp; 10/11/37 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp; 200 |
|  | &nbsp;&nbsp;&nbsp;Severn Trent Utilities Finance plc | 6.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/7/29 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp;&nbsp; 2787 |
|  | &nbsp;&nbsp;&nbsp;Severn Trent Utilities Finance plc | 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 12/5/31 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 1613 | &nbsp;&nbsp;&nbsp;&nbsp; 1854 |
|  | &nbsp;&nbsp;&nbsp;Severn Trent Utilities Finance plc | 4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 11/30/34 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 3000 | &nbsp;&nbsp;&nbsp;&nbsp; 3720 |
|  | &nbsp;&nbsp;&nbsp;Severn Trent Utilities Finance plc | 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 4/4/36 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 1300 | &nbsp;&nbsp;&nbsp;&nbsp; 1672 |
|  | &nbsp;&nbsp;&nbsp;Severn Trent Utilities Finance plc | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/2/40 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 658 | &nbsp;&nbsp;&nbsp;&nbsp; 524 |
|  | &nbsp;&nbsp;&nbsp;Severn Trent Utilities Finance plc | 4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 1/24/42 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 7891 | &nbsp;&nbsp;&nbsp;&nbsp; 9107 |
|  | &nbsp;&nbsp;&nbsp;Sky Ltd. | 2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10774 | &nbsp;&nbsp;&nbsp;&nbsp; 12214 |
|  | &nbsp;&nbsp;&nbsp;Sky Ltd. | 6.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/21/27 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 150 | &nbsp;&nbsp;&nbsp;&nbsp; 206 |
|  | &nbsp;&nbsp;&nbsp;Sky Ltd. | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 11/26/29 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 2434 | &nbsp;&nbsp;&nbsp;&nbsp; 3151 |
|  | &nbsp;&nbsp;&nbsp;Smith & Nephew plc | 4.565% | &nbsp;&nbsp;&nbsp;&nbsp; 10/11/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1000 | &nbsp;&nbsp;&nbsp;&nbsp; 1206 |

---

------

Total International Bond Index Fund

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;&nbsp;&nbsp;Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;South Eastern Power Networks plc | 5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/5/26 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 362 | &nbsp;&nbsp;&nbsp;&nbsp; 487 |
|  | &nbsp;&nbsp;&nbsp;South Eastern Power Networks plc | 5.625% | &nbsp;&nbsp;&nbsp;&nbsp; 9/30/30 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 1299 | &nbsp;&nbsp;&nbsp;&nbsp; 1787 |
|  | &nbsp;&nbsp;&nbsp;South Eastern Power Networks plc | 6.375% | &nbsp;&nbsp;&nbsp;&nbsp; 11/12/31 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 1463 | &nbsp;&nbsp;&nbsp;&nbsp; 2078 |
|  | &nbsp;&nbsp;&nbsp;South Eastern Power Networks plc | 1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 9/30/34 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 785 | &nbsp;&nbsp;&nbsp;&nbsp; 769 |
|  | &nbsp;&nbsp;&nbsp;Southern Electric Power Distribution plc | 4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 2/20/37 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 2864 | &nbsp;&nbsp;&nbsp;&nbsp; 3447 |
|  | &nbsp;&nbsp;&nbsp;Southern Gas Networks plc | 1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 12/2/31 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 4600 | &nbsp;&nbsp;&nbsp;&nbsp; 4792 |
|  | &nbsp;&nbsp;&nbsp;Southern Gas Networks plc | 3.100% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 3500 | &nbsp;&nbsp;&nbsp;&nbsp; 3578 |
|  | &nbsp;&nbsp;&nbsp;Southern Gas Networks plc | 6.375% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 338 | &nbsp;&nbsp;&nbsp;&nbsp; 454 |
|  | &nbsp;&nbsp;&nbsp;Southern Housing | 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 10/19/47 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 723 | &nbsp;&nbsp;&nbsp;&nbsp; 647 |
|  | &nbsp;&nbsp;&nbsp;Southern Water Services Finance Ltd. | 1.625% | &nbsp;&nbsp;&nbsp;&nbsp; 3/30/27 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 2514 | &nbsp;&nbsp;&nbsp;&nbsp; 2930 |
|  | &nbsp;&nbsp;&nbsp;Southern Water Services Finance Ltd. | 6.192% | &nbsp;&nbsp;&nbsp;&nbsp; 3/31/29 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 1536 | &nbsp;&nbsp;&nbsp;&nbsp; 2112 |
|  | &nbsp;&nbsp;&nbsp;Southern Water Services Finance Ltd. | 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/31/52 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 150 | &nbsp;&nbsp;&nbsp;&nbsp; 148 |
|  | &nbsp;&nbsp;&nbsp;Southern Water Services Finance Ltd. | 5.125% | &nbsp;&nbsp;&nbsp;&nbsp; 9/30/56 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 50 | &nbsp;&nbsp;&nbsp;&nbsp; 54 |
|  | &nbsp;&nbsp;&nbsp;Sovereign Housing Capital plc | 4.768% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 189 | &nbsp;&nbsp;&nbsp;&nbsp; 216 |
|  | &nbsp;&nbsp;&nbsp;Sovereign Housing Capital plc | 2.375% | &nbsp;&nbsp;&nbsp;&nbsp; 11/4/48 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 2345 | &nbsp;&nbsp;&nbsp;&nbsp; 1680 |
|  | &nbsp;&nbsp;&nbsp;SP Distribution plc | 5.875% | &nbsp;&nbsp;&nbsp;&nbsp; 7/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 3213 | &nbsp;&nbsp;&nbsp;&nbsp; 4340 |
|  | &nbsp;&nbsp;&nbsp;SP Manweb plc | 4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 9/20/27 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp; 268 |
|  | &nbsp;&nbsp;&nbsp;SSE plc | 8.375% | &nbsp;&nbsp;&nbsp;&nbsp; 11/20/28 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 1512 | &nbsp;&nbsp;&nbsp;&nbsp; 2252 |
|  | &nbsp;&nbsp;&nbsp;SSE plc | 2.875% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5667 |
|  | &nbsp;&nbsp;&nbsp;SSE plc | 1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 4/16/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10000 | &nbsp;&nbsp;&nbsp;&nbsp; 10691 |
|  | &nbsp;&nbsp;&nbsp;SSE plc | 6.250% | &nbsp;&nbsp;&nbsp;&nbsp; 8/27/38 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 3328 | &nbsp;&nbsp;&nbsp;&nbsp; 4557 |
|  | &nbsp;&nbsp;&nbsp;SSE plc | 3.125% | Perpetual | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp;&nbsp; 2242 |
|  | &nbsp;&nbsp;&nbsp;SSE plc | 4.000% | Perpetual | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 8933 | &nbsp;&nbsp;&nbsp;&nbsp; 10124 |
|  | &nbsp;&nbsp;&nbsp;Standard Chartered plc | 1.625% | &nbsp;&nbsp;&nbsp;&nbsp; 10/3/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 353 | &nbsp;&nbsp;&nbsp;&nbsp; 393 |
|  | &nbsp;&nbsp;&nbsp;Standard Chartered plc | 4.874% | &nbsp;&nbsp;&nbsp;&nbsp; 5/10/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 6037 |
|  | &nbsp;&nbsp;&nbsp;Standard Chartered plc | 4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 1/18/38 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 1545 | &nbsp;&nbsp;&nbsp;&nbsp; 1777 |
|  | &nbsp;&nbsp;&nbsp;SW Finance I plc | 7.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/16/40 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp;&nbsp; 2484 |
|  | &nbsp;&nbsp;&nbsp;SW Finance I plc | 7.375% | &nbsp;&nbsp;&nbsp;&nbsp; 12/12/41 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 1100 | &nbsp;&nbsp;&nbsp;&nbsp; 1382 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;TC Dudgeon Ofto plc | 3.158% | &nbsp;&nbsp;&nbsp;&nbsp; 11/12/38 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 664 | &nbsp;&nbsp;&nbsp;&nbsp; 757 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Telereal Secured Finance plc | 4.010% | &nbsp;&nbsp;&nbsp;&nbsp; 12/10/33 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 2280 | &nbsp;&nbsp;&nbsp;&nbsp; 2882 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Telereal Securitisation plc | 6.165% | &nbsp;&nbsp;&nbsp;&nbsp; 12/10/33 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 492 | &nbsp;&nbsp;&nbsp;&nbsp; 668 |
|  | &nbsp;&nbsp;&nbsp;Telereal Securitisation plc | 3.563% | &nbsp;&nbsp;&nbsp;&nbsp; 12/10/36 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 1100 | &nbsp;&nbsp;&nbsp;&nbsp; 1346 |
|  | &nbsp;&nbsp;&nbsp;Tesco Corporate Treasury Services plc | 0.875% | &nbsp;&nbsp;&nbsp;&nbsp; 5/29/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 15142 | &nbsp;&nbsp;&nbsp;&nbsp; 16852 |
|  | &nbsp;&nbsp;&nbsp;Tesco Corporate Treasury Services plc | 0.375% | &nbsp;&nbsp;&nbsp;&nbsp; 7/27/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 16750 | &nbsp;&nbsp;&nbsp;&nbsp; 17005 |
|  | &nbsp;&nbsp;&nbsp;Tesco Corporate Treasury Services plc | 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 2/27/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1700 | &nbsp;&nbsp;&nbsp;&nbsp; 2020 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Tesco Property Finance 1 plc | 7.623% | &nbsp;&nbsp;&nbsp;&nbsp; 7/13/39 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 1357 | &nbsp;&nbsp;&nbsp;&nbsp; 2021 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Tesco Property Finance 2 plc | 6.052% | &nbsp;&nbsp;&nbsp;&nbsp; 10/13/39 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 1752 | &nbsp;&nbsp;&nbsp;&nbsp; 2375 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Tesco Property Finance 3 plc | 5.744% | &nbsp;&nbsp;&nbsp;&nbsp; 4/13/40 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 919 | &nbsp;&nbsp;&nbsp;&nbsp; 1211 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Tesco Property Finance 4 plc | 5.801% | &nbsp;&nbsp;&nbsp;&nbsp; 10/13/40 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 2348 | &nbsp;&nbsp;&nbsp;&nbsp; 3106 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Tesco Property Finance 5 plc | 5.661% | &nbsp;&nbsp;&nbsp;&nbsp; 10/13/41 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 1092 | &nbsp;&nbsp;&nbsp;&nbsp; 1416 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Tesco Property Finance 6 plc | 5.411% | &nbsp;&nbsp;&nbsp;&nbsp; 7/13/44 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 3117 | &nbsp;&nbsp;&nbsp;&nbsp; 3967 |
|  | &nbsp;&nbsp;&nbsp;THFC Funding No.1 plc | 5.125% | &nbsp;&nbsp;&nbsp;&nbsp; 12/21/37 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp;&nbsp; 2598 |
|  | &nbsp;&nbsp;&nbsp;THFC Funding No.2 plc | 6.350% | &nbsp;&nbsp;&nbsp;&nbsp; 7/8/41 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 1216 | &nbsp;&nbsp;&nbsp;&nbsp; 1711 |
|  | &nbsp;&nbsp;&nbsp;THFC Funding No.3 plc | 5.200% | &nbsp;&nbsp;&nbsp;&nbsp; 10/11/45 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 2163 | &nbsp;&nbsp;&nbsp;&nbsp; 2633 |
|  | &nbsp;&nbsp;&nbsp;Tritax EuroBox plc | 0.950% | &nbsp;&nbsp;&nbsp;&nbsp; 6/2/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 704 | &nbsp;&nbsp;&nbsp;&nbsp; 778 |
|  | &nbsp;&nbsp;&nbsp;Unilever Capital Corp. | 3.400% | &nbsp;&nbsp;&nbsp;&nbsp; 6/6/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2900 | &nbsp;&nbsp;&nbsp;&nbsp; 3350 |
|  | &nbsp;&nbsp;&nbsp;Unilever Finance Netherlands BV | 1.125% | &nbsp;&nbsp;&nbsp;&nbsp; 2/12/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5142 | &nbsp;&nbsp;&nbsp;&nbsp; 5716 |
|  | &nbsp;&nbsp;&nbsp;Unilever Finance Netherlands BV | 1.375% | &nbsp;&nbsp;&nbsp;&nbsp; 7/31/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4708 | &nbsp;&nbsp;&nbsp;&nbsp; 5102 |
|  | &nbsp;&nbsp;&nbsp;Unilever Finance Netherlands BV | 1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/25/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 14587 | &nbsp;&nbsp;&nbsp;&nbsp; 15896 |
|  | &nbsp;&nbsp;&nbsp;Unilever Finance Netherlands BV | 1.375% | &nbsp;&nbsp;&nbsp;&nbsp; 9/4/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 613 | &nbsp;&nbsp;&nbsp;&nbsp; 648 |
|  | &nbsp;&nbsp;&nbsp;Unilever Finance Netherlands BV | 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 9000 | &nbsp;&nbsp;&nbsp;&nbsp; 10398 |
|  | &nbsp;&nbsp;&nbsp;Unilever plc | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 7/22/26 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp; 129 |
|  | &nbsp;&nbsp;&nbsp;Unilever plc | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/11/39 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2653 | &nbsp;&nbsp;&nbsp;&nbsp; 2333 |
|  | &nbsp;&nbsp;&nbsp;UNITE Group plc | 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 704 | &nbsp;&nbsp;&nbsp;&nbsp; 898 |
|  | &nbsp;&nbsp;&nbsp;United Utilities Water Finance plc | 0.875% | &nbsp;&nbsp;&nbsp;&nbsp; 10/28/29 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 4519 | &nbsp;&nbsp;&nbsp;&nbsp; 5089 |
|  | &nbsp;&nbsp;&nbsp;United Utilities Water Finance plc | 2.625% | &nbsp;&nbsp;&nbsp;&nbsp; 2/12/31 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 4034 | &nbsp;&nbsp;&nbsp;&nbsp; 4713 |
|  | &nbsp;&nbsp;&nbsp;United Utilities Water Finance plc | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/3/33 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 996 | &nbsp;&nbsp;&nbsp;&nbsp; 1028 |
|  | &nbsp;&nbsp;&nbsp;United Utilities Water Finance plc | 5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 6/26/36 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 5300 | &nbsp;&nbsp;&nbsp;&nbsp; 6997 |
|  | &nbsp;&nbsp;&nbsp;United Utilities Water Finance plc | 1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 2/10/38 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp;&nbsp; 1688 |
|  | &nbsp;&nbsp;&nbsp;United Utilities Water Finance plc | 1.875% | &nbsp;&nbsp;&nbsp;&nbsp; 6/3/42 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 371 | &nbsp;&nbsp;&nbsp;&nbsp; 276 |
|  | &nbsp;&nbsp;&nbsp;United Utilities Water Finance plc | 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 1/22/46 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp;&nbsp; 2316 |
|  | &nbsp;&nbsp;&nbsp;United Utilities Water Ltd. | 5.625% | &nbsp;&nbsp;&nbsp;&nbsp; 12/20/27 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 3489 | &nbsp;&nbsp;&nbsp;&nbsp; 4741 |
|  | &nbsp;&nbsp;&nbsp;University College London | 1.625% | &nbsp;&nbsp;&nbsp;&nbsp; 6/4/61 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 2800 | &nbsp;&nbsp;&nbsp;&nbsp; 1407 |
|  | &nbsp;&nbsp;&nbsp;University of Leeds | 3.125% | &nbsp;&nbsp;&nbsp;&nbsp; 12/19/50 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 1900 | &nbsp;&nbsp;&nbsp;&nbsp; 1615 |
|  | &nbsp;&nbsp;&nbsp;University of Manchester | 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 7/4/53 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 943 | &nbsp;&nbsp;&nbsp;&nbsp; 971 |
|  | &nbsp;&nbsp;&nbsp;University of Oxford | 2.544% | &nbsp;&nbsp;&nbsp;&nbsp; 12/8/17 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 3541 | &nbsp;&nbsp;&nbsp;&nbsp; 2262 |
|  | &nbsp;&nbsp;&nbsp;Utmost Group plc | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 1500 | &nbsp;&nbsp;&nbsp;&nbsp; 1720 |
|  | &nbsp;&nbsp;&nbsp;Virgin Money UK plc | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/3/27 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 2872 | &nbsp;&nbsp;&nbsp;&nbsp; 3782 |
|  | &nbsp;&nbsp;&nbsp;Vodafone Group plc | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 7/24/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6599 | &nbsp;&nbsp;&nbsp;&nbsp; 7354 |
|  | &nbsp;&nbsp;&nbsp;Vodafone Group plc | 1.875% | &nbsp;&nbsp;&nbsp;&nbsp; 11/20/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1400 | &nbsp;&nbsp;&nbsp;&nbsp; 1544 |

---

------

Total International Bond Index Fund

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;&nbsp;&nbsp;Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Vodafone Group plc | 1.625% | &nbsp;&nbsp;&nbsp;&nbsp; 11/24/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3839 | &nbsp;&nbsp;&nbsp;&nbsp; 4072 |
|  | &nbsp;&nbsp;&nbsp;Vodafone Group plc | 1.600% | &nbsp;&nbsp;&nbsp;&nbsp; 7/29/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2949 | &nbsp;&nbsp;&nbsp;&nbsp; 3082 |
|  | &nbsp;&nbsp;&nbsp;Vodafone Group plc | 5.900% | &nbsp;&nbsp;&nbsp;&nbsp; 11/26/32 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 6690 | &nbsp;&nbsp;&nbsp;&nbsp; 9361 |
|  | &nbsp;&nbsp;&nbsp;Vodafone Group plc | 2.875% | &nbsp;&nbsp;&nbsp;&nbsp; 11/20/37 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3146 | &nbsp;&nbsp;&nbsp;&nbsp; 3250 |
|  | &nbsp;&nbsp;&nbsp;Vodafone Group plc | 2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/24/39 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 11269 | &nbsp;&nbsp;&nbsp;&nbsp; 10900 |
|  | &nbsp;&nbsp;&nbsp;Vodafone Group plc | 3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 8/8/49 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 3291 | &nbsp;&nbsp;&nbsp;&nbsp; 2745 |
|  | &nbsp;&nbsp;&nbsp;Vodafone Group plc | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 8/12/56 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 3252 | &nbsp;&nbsp;&nbsp;&nbsp; 2311 |
|  | &nbsp;&nbsp;&nbsp;Vodafone International Financing DAC | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/10/43 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1500 | &nbsp;&nbsp;&nbsp;&nbsp; 1654 |
|  | &nbsp;&nbsp;&nbsp;Wales & West Utilities Finance plc | 5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/29/30 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 2543 | &nbsp;&nbsp;&nbsp;&nbsp; 3499 |
|  | &nbsp;&nbsp;&nbsp;Wales & West Utilities Finance plc | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 8/3/38 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 723 | &nbsp;&nbsp;&nbsp;&nbsp; 721 |
|  | &nbsp;&nbsp;&nbsp;Wellcome Trust Finance plc | 4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 7/25/36 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 4454 | &nbsp;&nbsp;&nbsp;&nbsp; 5669 |
|  | &nbsp;&nbsp;&nbsp;Wellcome Trust Ltd. | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/9/59 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 1107 | &nbsp;&nbsp;&nbsp;&nbsp; 1142 |
|  | &nbsp;&nbsp;&nbsp;Wellcome Trust Ltd. | 2.517% | &nbsp;&nbsp;&nbsp;&nbsp; 2/7/18 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 2159 | &nbsp;&nbsp;&nbsp;&nbsp; 1379 |
|  | &nbsp;&nbsp;&nbsp;Wessex Water Services Finance plc | 5.375% | &nbsp;&nbsp;&nbsp;&nbsp; 3/10/28 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 484 | &nbsp;&nbsp;&nbsp;&nbsp; 647 |
|  | &nbsp;&nbsp;&nbsp;Wessex Water Services Finance plc | 1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 1/12/36 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 2214 | &nbsp;&nbsp;&nbsp;&nbsp; 1843 |
|  | &nbsp;&nbsp;&nbsp;Westfield Stratford City Finance No. 2 plc | 1.642% | &nbsp;&nbsp;&nbsp;&nbsp; 8/4/31 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 1272 | &nbsp;&nbsp;&nbsp;&nbsp; 1622 |
|  | &nbsp;&nbsp;&nbsp;Wheatley Group Capital plc | 4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 11/28/44 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 869 | &nbsp;&nbsp;&nbsp;&nbsp; 943 |
|  | &nbsp;&nbsp;&nbsp;WHG Treasury plc | 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 10/6/45 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 2394 | &nbsp;&nbsp;&nbsp;&nbsp; 2529 |
|  | &nbsp;&nbsp;&nbsp;White City Property Finance plc | 5.120% | &nbsp;&nbsp;&nbsp;&nbsp; 4/17/35 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 1727 | &nbsp;&nbsp;&nbsp;&nbsp; 2337 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Wods Transmission plc | 3.446% | &nbsp;&nbsp;&nbsp;&nbsp; 8/24/34 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 358 | &nbsp;&nbsp;&nbsp;&nbsp; 446 |
|  | &nbsp;&nbsp;&nbsp;WPP Finance 2013 | 2.875% | &nbsp;&nbsp;&nbsp;&nbsp; 9/14/46 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 1107 | &nbsp;&nbsp;&nbsp;&nbsp; 891 |
|  | &nbsp;&nbsp;&nbsp;WPP Finance 2017 | 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 5/19/32 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 704 | &nbsp;&nbsp;&nbsp;&nbsp; 848 |
|  | &nbsp;&nbsp;&nbsp;WPP Finance Deutschland GmbH | 1.625% | &nbsp;&nbsp;&nbsp;&nbsp; 3/23/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5531 | &nbsp;&nbsp;&nbsp;&nbsp; 5888 |
|  | &nbsp;&nbsp;&nbsp;WPP Finance SA | 2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 9/22/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp; 225 |
|  | &nbsp;&nbsp;&nbsp;WPP Finance SA | 2.375% | &nbsp;&nbsp;&nbsp;&nbsp; 5/19/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2553 | &nbsp;&nbsp;&nbsp;&nbsp; 2886 |
|  | &nbsp;&nbsp;&nbsp;Yorkshire Building Society | 0.010% | &nbsp;&nbsp;&nbsp;&nbsp; 10/13/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 9722 | &nbsp;&nbsp;&nbsp;&nbsp; 10439 |
|  | &nbsp;&nbsp;&nbsp;Yorkshire Building Society | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3019 | &nbsp;&nbsp;&nbsp;&nbsp; 3177 |
|  | &nbsp;&nbsp;&nbsp;Yorkshire Building Society | 3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 9/13/28 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 3724 | &nbsp;&nbsp;&nbsp;&nbsp; 4744 |
|  | &nbsp;&nbsp;&nbsp;Yorkshire Building Society | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 2214 | &nbsp;&nbsp;&nbsp;&nbsp; 2633 |
|  | &nbsp;&nbsp;&nbsp;Yorkshire Housing Finance plc | 4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 10/31/44 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 1509 | &nbsp;&nbsp;&nbsp;&nbsp; 1542 |
|  | &nbsp;&nbsp;&nbsp;Yorkshire Power Finance Ltd. | 7.250% | &nbsp;&nbsp;&nbsp;&nbsp; 8/4/28 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 1649 | &nbsp;&nbsp;&nbsp;&nbsp; 2332 |
|  | &nbsp;&nbsp;&nbsp;Yorkshire Water Finance plc | 3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 3212 | &nbsp;&nbsp;&nbsp;&nbsp; 4037 |
|  | &nbsp;&nbsp;&nbsp;Yorkshire Water Finance plc | 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 4/28/30 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp;&nbsp; 2635 |
|  | &nbsp;&nbsp;&nbsp;Yorkshire Water Finance plc | 6.375% | &nbsp;&nbsp;&nbsp;&nbsp; 11/18/34 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 2380 | &nbsp;&nbsp;&nbsp;&nbsp; 3254 |
|  | &nbsp;&nbsp;&nbsp;Yorkshire Water Finance plc | 5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/28/35 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 6322 |
|  | &nbsp;&nbsp;&nbsp;Yorkshire Water Finance plc | 6.375% | &nbsp;&nbsp;&nbsp;&nbsp; 8/19/39 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 803 | &nbsp;&nbsp;&nbsp;&nbsp; 1056 |
|  | &nbsp;&nbsp;&nbsp;Yorkshire Water Finance plc | 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 4/18/41 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 4961 | &nbsp;&nbsp;&nbsp;&nbsp; 4180 |
|  | &nbsp;&nbsp;&nbsp;Yorkshire Water Services Finance Ltd. | 5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/28/37 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 700 | &nbsp;&nbsp;&nbsp;&nbsp; 902 |
|  |  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **2164925** |
| **United States (3.0%)** | **United States (3.0%)** | **United States (3.0%)** | **United States (3.0%)** |  |  |  |
|  | &nbsp;&nbsp;&nbsp;Abbott Ireland Financing DAC | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 9/27/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 9067 | &nbsp;&nbsp;&nbsp;&nbsp; 10150 |
|  | &nbsp;&nbsp;&nbsp;Abbott Ireland Financing DAC | 0.375% | &nbsp;&nbsp;&nbsp;&nbsp; 11/19/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5087 | &nbsp;&nbsp;&nbsp;&nbsp; 5476 |
|  | &nbsp;&nbsp;&nbsp;AbbVie Inc. | 0.750% | &nbsp;&nbsp;&nbsp;&nbsp; 11/18/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 11943 | &nbsp;&nbsp;&nbsp;&nbsp; 12971 |
|  | &nbsp;&nbsp;&nbsp;AbbVie Inc. | 2.625% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7196 | &nbsp;&nbsp;&nbsp;&nbsp; 8156 |
|  | &nbsp;&nbsp;&nbsp;AbbVie Inc. | 2.125% | &nbsp;&nbsp;&nbsp;&nbsp; 11/17/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10219 | &nbsp;&nbsp;&nbsp;&nbsp; 11401 |
|  | &nbsp;&nbsp;&nbsp;AbbVie Inc. | 2.125% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1000 | &nbsp;&nbsp;&nbsp;&nbsp; 1107 |
|  | &nbsp;&nbsp;&nbsp;AGCO International Holdings BV | 0.800% | &nbsp;&nbsp;&nbsp;&nbsp; 10/6/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2500 | &nbsp;&nbsp;&nbsp;&nbsp; 2622 |
|  | &nbsp;&nbsp;&nbsp;Air Lease Corp. | 5.400% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 8425 | &nbsp;&nbsp;&nbsp;&nbsp; 6397 |
|  | &nbsp;&nbsp;&nbsp;Air Lease Corp. | 3.700% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2300 | &nbsp;&nbsp;&nbsp;&nbsp; 2638 |
|  | &nbsp;&nbsp;&nbsp;Air Products & Chemicals Inc. | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/5/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1985 | &nbsp;&nbsp;&nbsp;&nbsp; 2115 |
|  | &nbsp;&nbsp;&nbsp;Air Products & Chemicals Inc. | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/3/35 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 11000 | &nbsp;&nbsp;&nbsp;&nbsp; 12880 |
|  | &nbsp;&nbsp;&nbsp;Altria Group Inc. | 2.200% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6386 | &nbsp;&nbsp;&nbsp;&nbsp; 7152 |
|  | &nbsp;&nbsp;&nbsp;Altria Group Inc. | 3.125% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10280 | &nbsp;&nbsp;&nbsp;&nbsp; 11346 |
|  | &nbsp;&nbsp;&nbsp;American Honda Finance Corp. | 0.750% | &nbsp;&nbsp;&nbsp;&nbsp; 11/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 3266 | &nbsp;&nbsp;&nbsp;&nbsp; 4092 |
|  | &nbsp;&nbsp;&nbsp;American Honda Finance Corp. | 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 10/25/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5822 |
|  | &nbsp;&nbsp;&nbsp;American Honda Finance Corp. | 0.300% | &nbsp;&nbsp;&nbsp;&nbsp; 7/7/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6000 | &nbsp;&nbsp;&nbsp;&nbsp; 6299 |
|  | &nbsp;&nbsp;&nbsp;American Honda Finance Corp. | 5.600% | &nbsp;&nbsp;&nbsp;&nbsp; 9/6/30 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 5750 | &nbsp;&nbsp;&nbsp;&nbsp; 7833 |
|  | &nbsp;&nbsp;&nbsp;American International Group Inc. | 1.875% | &nbsp;&nbsp;&nbsp;&nbsp; 6/21/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1730 | &nbsp;&nbsp;&nbsp;&nbsp; 1931 |
|  | &nbsp;&nbsp;&nbsp;American Medical Systems Europe BV | 1.625% | &nbsp;&nbsp;&nbsp;&nbsp; 3/8/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 8500 | &nbsp;&nbsp;&nbsp;&nbsp; 8913 |
|  | &nbsp;&nbsp;&nbsp;American Medical Systems Europe BV | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/8/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5635 |
|  | &nbsp;&nbsp;&nbsp;American Medical Systems Europe BV | 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/8/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5739 |
|  | &nbsp;&nbsp;&nbsp;American Medical Systems Europe BV | 1.875% | &nbsp;&nbsp;&nbsp;&nbsp; 3/8/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 9752 | &nbsp;&nbsp;&nbsp;&nbsp; 9738 |
|  | &nbsp;&nbsp;&nbsp;American Medical Systems Europe BV | 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 3/8/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5762 | &nbsp;&nbsp;&nbsp;&nbsp; 6404 |
|  | &nbsp;&nbsp;&nbsp;American Tower Corp. | 1.950% | &nbsp;&nbsp;&nbsp;&nbsp; 5/22/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7489 | &nbsp;&nbsp;&nbsp;&nbsp; 8421 |
|  | &nbsp;&nbsp;&nbsp;American Tower Corp. | 0.450% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4618 | &nbsp;&nbsp;&nbsp;&nbsp; 5052 |
|  | &nbsp;&nbsp;&nbsp;American Tower Corp. | 0.400% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3643 | &nbsp;&nbsp;&nbsp;&nbsp; 3968 |
|  | &nbsp;&nbsp;&nbsp;American Tower Corp. | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2653 | &nbsp;&nbsp;&nbsp;&nbsp; 2826 |
|  | &nbsp;&nbsp;&nbsp;American Tower Corp. | 0.875% | &nbsp;&nbsp;&nbsp;&nbsp; 5/21/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4335 | &nbsp;&nbsp;&nbsp;&nbsp; 4513 |
|  | &nbsp;&nbsp;&nbsp;American Tower Corp. | 3.900% | &nbsp;&nbsp;&nbsp;&nbsp; 5/16/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3500 | &nbsp;&nbsp;&nbsp;&nbsp; 4102 |

---

------

Total International Bond Index Fund

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;&nbsp;&nbsp;Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| &nbsp;&nbsp;&nbsp;American Tower Corp. | 0.950% | &nbsp;&nbsp;&nbsp;&nbsp; 10/5/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6402 | &nbsp;&nbsp;&nbsp;&nbsp; 6413 |
| &nbsp;&nbsp;&nbsp;American Tower Corp. | 4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 5/16/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 6046 |
| &nbsp;&nbsp;&nbsp;American Tower Corp. | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 4840 |
| &nbsp;&nbsp;&nbsp;American Tower Corp. | 4.100% | &nbsp;&nbsp;&nbsp;&nbsp; 5/16/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1000 | &nbsp;&nbsp;&nbsp;&nbsp; 1165 |
| &nbsp;&nbsp;&nbsp;Amgen Inc. | 5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 12/7/26 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 2214 | &nbsp;&nbsp;&nbsp;&nbsp; 2987 |
| &nbsp;&nbsp;&nbsp;Amgen Inc. | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/13/29 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 5269 | &nbsp;&nbsp;&nbsp;&nbsp; 6823 |
| &nbsp;&nbsp;&nbsp;Aon Global Ltd. | 2.875% | &nbsp;&nbsp;&nbsp;&nbsp; 5/14/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1765 | &nbsp;&nbsp;&nbsp;&nbsp; 2001 |
| &nbsp;&nbsp;&nbsp;Apple Inc. | 3.600% | &nbsp;&nbsp;&nbsp;&nbsp; 6/10/26 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 950 | &nbsp;&nbsp;&nbsp;&nbsp; 607 |
| &nbsp;&nbsp;&nbsp;Apple Inc. | 1.625% | &nbsp;&nbsp;&nbsp;&nbsp; 11/10/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5607 |
| &nbsp;&nbsp;&nbsp;Apple Inc. | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/17/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3584 | &nbsp;&nbsp;&nbsp;&nbsp; 4035 |
| &nbsp;&nbsp;&nbsp;Apple Inc. | 1.375% | &nbsp;&nbsp;&nbsp;&nbsp; 5/24/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1640 | &nbsp;&nbsp;&nbsp;&nbsp; 1779 |
| &nbsp;&nbsp;&nbsp;Apple Inc. | 0.750% | &nbsp;&nbsp;&nbsp;&nbsp; 2/25/30 | &nbsp;&nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp; 2800 | &nbsp;&nbsp;&nbsp;&nbsp; 3418 |
| &nbsp;&nbsp;&nbsp;Apple Inc. | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5113 | &nbsp;&nbsp;&nbsp;&nbsp; 5034 |
| &nbsp;&nbsp;&nbsp;Apple Inc. | 3.600% | &nbsp;&nbsp;&nbsp;&nbsp; 7/31/42 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 1936 | &nbsp;&nbsp;&nbsp;&nbsp; 2066 |
| &nbsp;&nbsp;&nbsp;AT&T Inc. | 2.900% | &nbsp;&nbsp;&nbsp;&nbsp; 12/4/26 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 1656 | &nbsp;&nbsp;&nbsp;&nbsp; 2145 |
| &nbsp;&nbsp;&nbsp;AT&T Inc. | 5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 750 | &nbsp;&nbsp;&nbsp;&nbsp; 1011 |
| &nbsp;&nbsp;&nbsp;AT&T Inc. | 4.600% | &nbsp;&nbsp;&nbsp;&nbsp; 9/19/28 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 5180 | &nbsp;&nbsp;&nbsp;&nbsp; 3328 |
| &nbsp;&nbsp;&nbsp;AT&T Inc. | 2.350% | &nbsp;&nbsp;&nbsp;&nbsp; 9/5/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7069 | &nbsp;&nbsp;&nbsp;&nbsp; 7830 |
| &nbsp;&nbsp;&nbsp;AT&T Inc. | 4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 9/14/29 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 1900 | &nbsp;&nbsp;&nbsp;&nbsp; 2474 |
| &nbsp;&nbsp;&nbsp;AT&T Inc. | 0.800% | &nbsp;&nbsp;&nbsp;&nbsp; 3/4/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5130 |
| &nbsp;&nbsp;&nbsp;AT&T Inc. | 3.950% | &nbsp;&nbsp;&nbsp;&nbsp; 4/30/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5892 |
| &nbsp;&nbsp;&nbsp;AT&T Inc. | 3.550% | &nbsp;&nbsp;&nbsp;&nbsp; 12/17/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6066 | &nbsp;&nbsp;&nbsp;&nbsp; 6921 |
| &nbsp;&nbsp;&nbsp;AT&T Inc. | 5.200% | &nbsp;&nbsp;&nbsp;&nbsp; 11/18/33 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 3072 | &nbsp;&nbsp;&nbsp;&nbsp; 4020 |
| &nbsp;&nbsp;&nbsp;AT&T Inc. | 4.300% | &nbsp;&nbsp;&nbsp;&nbsp; 11/18/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1950 | &nbsp;&nbsp;&nbsp;&nbsp; 2302 |
| &nbsp;&nbsp;&nbsp;AT&T Inc. | 2.450% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2599 | &nbsp;&nbsp;&nbsp;&nbsp; 2630 |
| &nbsp;&nbsp;&nbsp;AT&T Inc. | 3.150% | &nbsp;&nbsp;&nbsp;&nbsp; 9/4/36 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 9266 | &nbsp;&nbsp;&nbsp;&nbsp; 9784 |
| &nbsp;&nbsp;&nbsp;AT&T Inc. | 2.600% | &nbsp;&nbsp;&nbsp;&nbsp; 5/19/38 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6101 | &nbsp;&nbsp;&nbsp;&nbsp; 5919 |
| &nbsp;&nbsp;&nbsp;AT&T Inc. | 7.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/30/40 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 4400 | &nbsp;&nbsp;&nbsp;&nbsp; 6372 |
| &nbsp;&nbsp;&nbsp;AT&T Inc. | 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 6553 | &nbsp;&nbsp;&nbsp;&nbsp; 6846 |
| &nbsp;&nbsp;&nbsp;AT&T Inc. | 4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 2174 | &nbsp;&nbsp;&nbsp;&nbsp; 2434 |
| &nbsp;&nbsp;&nbsp;AT&T Inc. | 4.850% | &nbsp;&nbsp;&nbsp;&nbsp; 5/25/47 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 5587 | &nbsp;&nbsp;&nbsp;&nbsp; 3877 |
| &nbsp;&nbsp;&nbsp;AT&T Inc. | 5.100% | &nbsp;&nbsp;&nbsp;&nbsp; 11/25/48 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1805 | &nbsp;&nbsp;&nbsp;&nbsp; 1293 |
| &nbsp;&nbsp;&nbsp;Athene Global Funding | 0.832% | &nbsp;&nbsp;&nbsp;&nbsp; 1/8/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3500 | &nbsp;&nbsp;&nbsp;&nbsp; 3838 |
| &nbsp;&nbsp;&nbsp;Athene Global Funding | 1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 11/24/27 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 3019 | &nbsp;&nbsp;&nbsp;&nbsp; 3742 |
| &nbsp;&nbsp;&nbsp;Athene Global Funding | 0.625% | &nbsp;&nbsp;&nbsp;&nbsp; 1/12/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3287 | &nbsp;&nbsp;&nbsp;&nbsp; 3520 |
| &nbsp;&nbsp;&nbsp;Athene Global Funding | 2.470% | &nbsp;&nbsp;&nbsp;&nbsp; 6/9/28 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 5244 | &nbsp;&nbsp;&nbsp;&nbsp; 3682 |
| &nbsp;&nbsp;&nbsp;Bank of America Corp. | 0.253% | &nbsp;&nbsp;&nbsp;&nbsp; 6/12/26 | &nbsp;&nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp; 3000 | &nbsp;&nbsp;&nbsp;&nbsp; 3627 |
| &nbsp;&nbsp;&nbsp;Bank of America Corp. | 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 12/10/26 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 2227 | &nbsp;&nbsp;&nbsp;&nbsp; 2954 |
| &nbsp;&nbsp;&nbsp;Bank of America Corp. | 1.776% | &nbsp;&nbsp;&nbsp;&nbsp; 5/4/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 11327 | &nbsp;&nbsp;&nbsp;&nbsp; 12720 |
| &nbsp;&nbsp;&nbsp;Bank of America Corp. | 1.978% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 3511 | &nbsp;&nbsp;&nbsp;&nbsp; 2506 |
| &nbsp;&nbsp;&nbsp;Bank of America Corp. | 3.615% | &nbsp;&nbsp;&nbsp;&nbsp; 3/16/28 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 9002 | &nbsp;&nbsp;&nbsp;&nbsp; 6565 |
| &nbsp;&nbsp;&nbsp;Bank of America Corp. | 1.662% | &nbsp;&nbsp;&nbsp;&nbsp; 4/25/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1306 | &nbsp;&nbsp;&nbsp;&nbsp; 1451 |
| &nbsp;&nbsp;&nbsp;Bank of America Corp. | 0.583% | &nbsp;&nbsp;&nbsp;&nbsp; 8/24/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 16511 | &nbsp;&nbsp;&nbsp;&nbsp; 17807 |
| &nbsp;&nbsp;&nbsp;Bank of America Corp. | 1.667% | &nbsp;&nbsp;&nbsp;&nbsp; 6/2/29 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 10000 | &nbsp;&nbsp;&nbsp;&nbsp; 12132 |
| &nbsp;&nbsp;&nbsp;Bank of America Corp. | 0.694% | &nbsp;&nbsp;&nbsp;&nbsp; 3/22/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 22267 | &nbsp;&nbsp;&nbsp;&nbsp; 22354 |
| &nbsp;&nbsp;&nbsp;Bank of America Corp. | 3.584% | &nbsp;&nbsp;&nbsp;&nbsp; 4/27/31 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 5800 | &nbsp;&nbsp;&nbsp;&nbsp; 7256 |
| &nbsp;&nbsp;&nbsp;Bank of America Corp. | 0.654% | &nbsp;&nbsp;&nbsp;&nbsp; 10/26/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 21875 | &nbsp;&nbsp;&nbsp;&nbsp; 21490 |
| &nbsp;&nbsp;&nbsp;Bank of America Corp. | 1.102% | &nbsp;&nbsp;&nbsp;&nbsp; 5/24/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 8000 | &nbsp;&nbsp;&nbsp;&nbsp; 7909 |
| &nbsp;&nbsp;&nbsp;Baxter International Inc. | 1.300% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3705 | &nbsp;&nbsp;&nbsp;&nbsp; 3943 |
| &nbsp;&nbsp;&nbsp;Becton Dickinson & Co. | 1.900% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2985 | &nbsp;&nbsp;&nbsp;&nbsp; 3349 |
| &nbsp;&nbsp;&nbsp;Becton Dickinson & Co. | 3.519% | &nbsp;&nbsp;&nbsp;&nbsp; 2/8/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1266 | &nbsp;&nbsp;&nbsp;&nbsp; 1456 |
| &nbsp;&nbsp;&nbsp;Becton Dickinson & Co. | 3.828% | &nbsp;&nbsp;&nbsp;&nbsp; 6/7/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 9000 | &nbsp;&nbsp;&nbsp;&nbsp; 10420 |
| &nbsp;&nbsp;&nbsp;Becton Dickinson Euro Finance Sarl | 1.208% | &nbsp;&nbsp;&nbsp;&nbsp; 6/4/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4144 | &nbsp;&nbsp;&nbsp;&nbsp; 4633 |
| &nbsp;&nbsp;&nbsp;Becton Dickinson Euro Finance Sarl | 0.334% | &nbsp;&nbsp;&nbsp;&nbsp; 8/13/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4151 | &nbsp;&nbsp;&nbsp;&nbsp; 4353 |
| &nbsp;&nbsp;&nbsp;Becton Dickinson Euro Finance Sarl | 3.553% | &nbsp;&nbsp;&nbsp;&nbsp; 9/13/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 11500 | &nbsp;&nbsp;&nbsp;&nbsp; 13369 |
| &nbsp;&nbsp;&nbsp;Becton Dickinson Euro Finance Sarl | 1.336% | &nbsp;&nbsp;&nbsp;&nbsp; 8/13/41 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2294 | &nbsp;&nbsp;&nbsp;&nbsp; 1731 |
| &nbsp;&nbsp;&nbsp;Berkshire Hathaway Finance Corp. | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/18/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7800 | &nbsp;&nbsp;&nbsp;&nbsp; 7959 |
| &nbsp;&nbsp;&nbsp;Berkshire Hathaway Finance Corp. | 2.375% | &nbsp;&nbsp;&nbsp;&nbsp; 6/19/39 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 3941 | &nbsp;&nbsp;&nbsp;&nbsp; 3591 |
| &nbsp;&nbsp;&nbsp;Berkshire Hathaway Finance Corp. | 2.625% | &nbsp;&nbsp;&nbsp;&nbsp; 6/19/59 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 3875 | &nbsp;&nbsp;&nbsp;&nbsp; 2747 |
| &nbsp;&nbsp;&nbsp;Berkshire Hathaway Inc. | 2.150% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2850 | &nbsp;&nbsp;&nbsp;&nbsp; 3208 |
| &nbsp;&nbsp;&nbsp;Berkshire Hathaway Inc. | 0.440% | &nbsp;&nbsp;&nbsp;&nbsp; 9/13/29 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 2810000 | &nbsp;&nbsp;&nbsp;&nbsp; 18809 |
| &nbsp;&nbsp;&nbsp;Berkshire Hathaway Inc. | 1.625% | &nbsp;&nbsp;&nbsp;&nbsp; 3/16/35 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4692 | &nbsp;&nbsp;&nbsp;&nbsp; 4510 |
| &nbsp;&nbsp;&nbsp;Berkshire Hathaway Inc. | 1.108% | &nbsp;&nbsp;&nbsp;&nbsp; 9/13/49 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 330000 | &nbsp;&nbsp;&nbsp;&nbsp; 1569 |
| &nbsp;&nbsp;&nbsp;Berry Global Inc. | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2214 | &nbsp;&nbsp;&nbsp;&nbsp; 2443 |
| &nbsp;&nbsp;&nbsp;Blackrock Inc. | 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 7/18/35 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6012 | &nbsp;&nbsp;&nbsp;&nbsp; 6961 |
| &nbsp;&nbsp;&nbsp;Blackstone Holdings Finance Co. LLC | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/5/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 387 | &nbsp;&nbsp;&nbsp;&nbsp; 429 |
| &nbsp;&nbsp;&nbsp;Blackstone Holdings Finance Co. LLC | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/10/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3049 | &nbsp;&nbsp;&nbsp;&nbsp; 3272 |
| &nbsp;&nbsp;&nbsp;Blackstone Holdings Finance Co. LLC | 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp;&nbsp; 2264 |
| &nbsp;&nbsp;&nbsp;Blackstone Private Credit Fund | 1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 11/30/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3000 | &nbsp;&nbsp;&nbsp;&nbsp; 3329 |
| &nbsp;&nbsp;&nbsp;Booking Holdings Inc. | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6800 | &nbsp;&nbsp;&nbsp;&nbsp; 7880 |

---

------

Total International Bond Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;&nbsp;&nbsp;Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| &nbsp;&nbsp;&nbsp;Booking Holdings Inc. | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/8/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 9906 | &nbsp;&nbsp;&nbsp;&nbsp; 10548 |
| &nbsp;&nbsp;&nbsp;Booking Holdings Inc. | 3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 11/12/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1000 | &nbsp;&nbsp;&nbsp;&nbsp; 1163 |
| &nbsp;&nbsp;&nbsp;Booking Holdings Inc. | 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1000 | &nbsp;&nbsp;&nbsp;&nbsp; 1192 |
| &nbsp;&nbsp;&nbsp;Booking Holdings Inc. | 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7000 | &nbsp;&nbsp;&nbsp;&nbsp; 8477 |
| &nbsp;&nbsp;&nbsp;Booking Holdings Inc. | 4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 5/12/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 9500 | &nbsp;&nbsp;&nbsp;&nbsp; 11143 |
| &nbsp;&nbsp;&nbsp;Booking Holdings Inc. | 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5700 | &nbsp;&nbsp;&nbsp;&nbsp; 6974 |
| &nbsp;&nbsp;&nbsp;Booking Holdings Inc. | 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/36 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2500 | &nbsp;&nbsp;&nbsp;&nbsp; 2799 |
| &nbsp;&nbsp;&nbsp;Booking Holdings Inc. | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3200 | &nbsp;&nbsp;&nbsp;&nbsp; 3496 |
| &nbsp;&nbsp;&nbsp;Booking Holdings Inc. | 3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 3/21/45 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3200 | &nbsp;&nbsp;&nbsp;&nbsp; 3403 |
| &nbsp;&nbsp;&nbsp;BorgWarner Inc. | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/19/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4471 | &nbsp;&nbsp;&nbsp;&nbsp; 4342 |
| &nbsp;&nbsp;&nbsp;Boston Scientific Corp. | 0.625% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2516 | &nbsp;&nbsp;&nbsp;&nbsp; 2718 |
| &nbsp;&nbsp;&nbsp;BP Capital Markets BV | 3.773% | &nbsp;&nbsp;&nbsp;&nbsp; 5/12/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4500 | &nbsp;&nbsp;&nbsp;&nbsp; 5276 |
| &nbsp;&nbsp;&nbsp;BP Capital Markets BV | 3.360% | &nbsp;&nbsp;&nbsp;&nbsp; 9/12/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5694 |
| &nbsp;&nbsp;&nbsp;BP Capital Markets BV | 4.323% | &nbsp;&nbsp;&nbsp;&nbsp; 5/12/35 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp;&nbsp; 2377 |
| &nbsp;&nbsp;&nbsp;BP Capital Markets BV | 0.933% | &nbsp;&nbsp;&nbsp;&nbsp; 12/4/40 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3541 | &nbsp;&nbsp;&nbsp;&nbsp; 2522 |
| &nbsp;&nbsp;&nbsp;BP Capital Markets BV | 1.467% | &nbsp;&nbsp;&nbsp;&nbsp; 9/21/41 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3019 | &nbsp;&nbsp;&nbsp;&nbsp; 2298 |
| &nbsp;&nbsp;&nbsp;Bristol-Myers Squibb Co. | 1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2094 | &nbsp;&nbsp;&nbsp;&nbsp; 2049 |
| &nbsp;&nbsp;&nbsp;Brown-Forman Corp. | 1.200% | &nbsp;&nbsp;&nbsp;&nbsp; 7/7/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1304 | &nbsp;&nbsp;&nbsp;&nbsp; 1455 |
| &nbsp;&nbsp;&nbsp;Brown-Forman Corp. | 2.600% | &nbsp;&nbsp;&nbsp;&nbsp; 7/7/28 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 4713 | &nbsp;&nbsp;&nbsp;&nbsp; 5922 |
| &nbsp;&nbsp;&nbsp;Capital One Financial Corp. | 1.650% | &nbsp;&nbsp;&nbsp;&nbsp; 6/12/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1947 | &nbsp;&nbsp;&nbsp;&nbsp; 2071 |
| &nbsp;&nbsp;&nbsp;Cargill Inc. | 3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 4/24/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 8000 | &nbsp;&nbsp;&nbsp;&nbsp; 9437 |
| &nbsp;&nbsp;&nbsp;Carrier Global Corp. | 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 11/29/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10000 | &nbsp;&nbsp;&nbsp;&nbsp; 12020 |
| &nbsp;&nbsp;&nbsp;Chubb INA Holdings LLC | 1.550% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4627 | &nbsp;&nbsp;&nbsp;&nbsp; 5049 |
| &nbsp;&nbsp;&nbsp;Chubb INA Holdings LLC | 0.875% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6212 | &nbsp;&nbsp;&nbsp;&nbsp; 6395 |
| &nbsp;&nbsp;&nbsp;Chubb INA Holdings LLC | 1.400% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2434 | &nbsp;&nbsp;&nbsp;&nbsp; 2470 |
| &nbsp;&nbsp;&nbsp;Chubb INA Holdings LLC | 2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3599 | &nbsp;&nbsp;&nbsp;&nbsp; 3511 |
| &nbsp;&nbsp;&nbsp;Citigroup Inc. | 2.125% | &nbsp;&nbsp;&nbsp;&nbsp; 9/10/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2763 | &nbsp;&nbsp;&nbsp;&nbsp; 3115 |
| &nbsp;&nbsp;&nbsp;Citigroup Inc. | 1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 10/23/26 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 5745 | &nbsp;&nbsp;&nbsp;&nbsp; 7329 |
| &nbsp;&nbsp;&nbsp;Citigroup Inc. | 2.800% | &nbsp;&nbsp;&nbsp;&nbsp; 6/25/27 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 202600 | &nbsp;&nbsp;&nbsp;&nbsp; 1453 |
| &nbsp;&nbsp;&nbsp;Citigroup Inc. | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 10/8/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 19633 | &nbsp;&nbsp;&nbsp;&nbsp; 21572 |
| &nbsp;&nbsp;&nbsp;Citigroup Inc. | 1.625% | &nbsp;&nbsp;&nbsp;&nbsp; 3/21/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3000 | &nbsp;&nbsp;&nbsp;&nbsp; 3301 |
| &nbsp;&nbsp;&nbsp;Citigroup Inc. | 5.070% | &nbsp;&nbsp;&nbsp;&nbsp; 4/29/28 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 4400 | &nbsp;&nbsp;&nbsp;&nbsp; 3272 |
| &nbsp;&nbsp;&nbsp;Citigroup Inc. | 1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 4/10/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1545 | &nbsp;&nbsp;&nbsp;&nbsp; 1643 |
| &nbsp;&nbsp;&nbsp;Citigroup Inc. | 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/3/31 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 498 | &nbsp;&nbsp;&nbsp;&nbsp; 638 |
| &nbsp;&nbsp;&nbsp;Citigroup Inc. | 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 5/14/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10000 | &nbsp;&nbsp;&nbsp;&nbsp; 11473 |
| &nbsp;&nbsp;&nbsp;Citigroup Inc. | 6.800% | &nbsp;&nbsp;&nbsp;&nbsp; 6/25/38 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 321 | &nbsp;&nbsp;&nbsp;&nbsp; 472 |
| &nbsp;&nbsp;&nbsp;CNH Industrial Capital Canada Ltd. | 5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 8/11/26 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2300 | &nbsp;&nbsp;&nbsp;&nbsp; 1715 |
| &nbsp;&nbsp;&nbsp;CNH Industrial Capital Canada Ltd. | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/11/28 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1125 | &nbsp;&nbsp;&nbsp;&nbsp; 827 |
| &nbsp;&nbsp;&nbsp;CNH Industrial Finance Europe SA | 1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/25/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2800 | &nbsp;&nbsp;&nbsp;&nbsp; 3117 |
| &nbsp;&nbsp;&nbsp;CNH Industrial Finance Europe SA | 1.625% | &nbsp;&nbsp;&nbsp;&nbsp; 7/3/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7366 | &nbsp;&nbsp;&nbsp;&nbsp; 7886 |
| &nbsp;&nbsp;&nbsp;Coca-Cola Co. | 1.125% | &nbsp;&nbsp;&nbsp;&nbsp; 3/9/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6688 | &nbsp;&nbsp;&nbsp;&nbsp; 7409 |
| &nbsp;&nbsp;&nbsp;Coca-Cola Co. | 0.125% | &nbsp;&nbsp;&nbsp;&nbsp; 3/9/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2389 | &nbsp;&nbsp;&nbsp;&nbsp; 2460 |
| &nbsp;&nbsp;&nbsp;Coca-Cola Co. | 0.400% | &nbsp;&nbsp;&nbsp;&nbsp; 5/6/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6930 | &nbsp;&nbsp;&nbsp;&nbsp; 6995 |
| &nbsp;&nbsp;&nbsp;Coca-Cola Co. | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/9/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5571 | &nbsp;&nbsp;&nbsp;&nbsp; 5152 |
| &nbsp;&nbsp;&nbsp;Coca-Cola Co. | 0.375% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2873 | &nbsp;&nbsp;&nbsp;&nbsp; 2626 |
| &nbsp;&nbsp;&nbsp;Coca-Cola Co. | 1.625% | &nbsp;&nbsp;&nbsp;&nbsp; 3/9/35 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2900 | &nbsp;&nbsp;&nbsp;&nbsp; 2801 |
| &nbsp;&nbsp;&nbsp;Coca-Cola Co. | 0.950% | &nbsp;&nbsp;&nbsp;&nbsp; 5/6/36 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3244 | &nbsp;&nbsp;&nbsp;&nbsp; 2821 |
| &nbsp;&nbsp;&nbsp;Coca-Cola Co. | 0.800% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5637 | &nbsp;&nbsp;&nbsp;&nbsp; 4286 |
| &nbsp;&nbsp;&nbsp;Coca-Cola Co. | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/9/41 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2700 | &nbsp;&nbsp;&nbsp;&nbsp; 2049 |
| &nbsp;&nbsp;&nbsp;Colgate-Palmolive Co. | 0.300% | &nbsp;&nbsp;&nbsp;&nbsp; 11/10/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4000 | &nbsp;&nbsp;&nbsp;&nbsp; 4107 |
| &nbsp;&nbsp;&nbsp;Colgate-Palmolive Co. | 1.375% | &nbsp;&nbsp;&nbsp;&nbsp; 3/6/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1326 | &nbsp;&nbsp;&nbsp;&nbsp; 1329 |
| &nbsp;&nbsp;&nbsp;Colgate-Palmolive Co. | 0.875% | &nbsp;&nbsp;&nbsp;&nbsp; 11/12/39 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 383 | &nbsp;&nbsp;&nbsp;&nbsp; 301 |
| &nbsp;&nbsp;&nbsp;Comcast Corp. | 0.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/14/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3694 | &nbsp;&nbsp;&nbsp;&nbsp; 4048 |
| &nbsp;&nbsp;&nbsp;Comcast Corp. | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 2/20/29 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 2231 | &nbsp;&nbsp;&nbsp;&nbsp; 2658 |
| &nbsp;&nbsp;&nbsp;Comcast Corp. | 0.250% | &nbsp;&nbsp;&nbsp;&nbsp; 9/14/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6482 | &nbsp;&nbsp;&nbsp;&nbsp; 6583 |
| &nbsp;&nbsp;&nbsp;Comcast Corp. | 5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 11/23/29 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 2044 | &nbsp;&nbsp;&nbsp;&nbsp; 2809 |
| &nbsp;&nbsp;&nbsp;Comcast Corp. | 0.750% | &nbsp;&nbsp;&nbsp;&nbsp; 2/20/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1600 | &nbsp;&nbsp;&nbsp;&nbsp; 1538 |
| &nbsp;&nbsp;&nbsp;Comcast Corp. | 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 9/26/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5593 |
| &nbsp;&nbsp;&nbsp;Comcast Corp. | 1.875% | &nbsp;&nbsp;&nbsp;&nbsp; 2/20/36 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 3358 | &nbsp;&nbsp;&nbsp;&nbsp; 3169 |
| &nbsp;&nbsp;&nbsp;Comcast Corp. | 3.550% | &nbsp;&nbsp;&nbsp;&nbsp; 9/26/36 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 8000 | &nbsp;&nbsp;&nbsp;&nbsp; 8845 |
| &nbsp;&nbsp;&nbsp;Comcast Corp. | 1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 2/20/40 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1248 | &nbsp;&nbsp;&nbsp;&nbsp; 1009 |
| &nbsp;&nbsp;&nbsp;Corning Inc. | 0.992% | &nbsp;&nbsp;&nbsp;&nbsp; 8/10/27 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 830000 | &nbsp;&nbsp;&nbsp;&nbsp; 5637 |
| &nbsp;&nbsp;&nbsp;CRH Finance UK plc | 4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 12/2/29 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 2927 | &nbsp;&nbsp;&nbsp;&nbsp; 3806 |
| &nbsp;&nbsp;&nbsp;CRH Funding BV | 1.625% | &nbsp;&nbsp;&nbsp;&nbsp; 5/5/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 9397 | &nbsp;&nbsp;&nbsp;&nbsp; 9922 |
| &nbsp;&nbsp;&nbsp;CRH SMW Finance DAC | 1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 11/5/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3724 | &nbsp;&nbsp;&nbsp;&nbsp; 4156 |
| &nbsp;&nbsp;&nbsp;CRH SMW Finance DAC | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/11/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7059 | &nbsp;&nbsp;&nbsp;&nbsp; 8332 |
| &nbsp;&nbsp;&nbsp;Danaher Corp. | 2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/30/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5910 | &nbsp;&nbsp;&nbsp;&nbsp; 6588 |
| &nbsp;&nbsp;&nbsp;DH Europe Finance II Sarl | 0.450% | &nbsp;&nbsp;&nbsp;&nbsp; 3/18/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7810 | &nbsp;&nbsp;&nbsp;&nbsp; 8343 |
| &nbsp;&nbsp;&nbsp;DH Europe Finance II Sarl | 0.750% | &nbsp;&nbsp;&nbsp;&nbsp; 9/18/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 11315 | &nbsp;&nbsp;&nbsp;&nbsp; 11105 |
| &nbsp;&nbsp;&nbsp;DH Europe Finance II Sarl | 1.350% | &nbsp;&nbsp;&nbsp;&nbsp; 9/18/39 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6025 | &nbsp;&nbsp;&nbsp;&nbsp; 5010 |

---

------

Total International Bond Index Fund

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;&nbsp;&nbsp;Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;DH Europe Finance II Sarl | 1.800% | &nbsp;&nbsp;&nbsp;&nbsp; 9/18/49 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1092 | &nbsp;&nbsp;&nbsp;&nbsp; 805 |
|  | &nbsp;&nbsp;&nbsp;Digital Dutch Finco BV | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7300 | &nbsp;&nbsp;&nbsp;&nbsp; 7600 |
|  | &nbsp;&nbsp;&nbsp;Digital Dutch Finco BV | 1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2316 | &nbsp;&nbsp;&nbsp;&nbsp; 2318 |
|  | &nbsp;&nbsp;&nbsp;Digital Dutch Finco BV | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5250 | &nbsp;&nbsp;&nbsp;&nbsp; 5010 |
|  | &nbsp;&nbsp;&nbsp;Digital Dutch Finco BV | 3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 9/13/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3200 | &nbsp;&nbsp;&nbsp;&nbsp; 3594 |
|  | &nbsp;&nbsp;&nbsp;Digital Intrepid Holding BV | 0.625% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 8297 | &nbsp;&nbsp;&nbsp;&nbsp; 7897 |
|  | &nbsp;&nbsp;&nbsp;Digital Intrepid Holding BV | 1.375% | &nbsp;&nbsp;&nbsp;&nbsp; 7/18/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2900 | &nbsp;&nbsp;&nbsp;&nbsp; 2774 |
|  | &nbsp;&nbsp;&nbsp;Digital Stout Holding LLC | 3.300% | &nbsp;&nbsp;&nbsp;&nbsp; 7/19/29 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 3515 | &nbsp;&nbsp;&nbsp;&nbsp; 4364 |
|  | &nbsp;&nbsp;&nbsp;Digital Stout Holding LLC | 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 10/17/30 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 2094 | &nbsp;&nbsp;&nbsp;&nbsp; 2585 |
|  | &nbsp;&nbsp;&nbsp;Discovery Communications LLC | 1.900% | &nbsp;&nbsp;&nbsp;&nbsp; 3/19/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7041 | &nbsp;&nbsp;&nbsp;&nbsp; 7789 |
|  | &nbsp;&nbsp;&nbsp;Dover Corp. | 1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 11/9/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 13810 | &nbsp;&nbsp;&nbsp;&nbsp; 15333 |
|  | &nbsp;&nbsp;&nbsp;Dow Chemical Co. | 1.125% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7000 | &nbsp;&nbsp;&nbsp;&nbsp; 6728 |
|  | &nbsp;&nbsp;&nbsp;Dow Chemical Co. | 1.875% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1840 | &nbsp;&nbsp;&nbsp;&nbsp; 1505 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Corp. | 3.100% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2500 | &nbsp;&nbsp;&nbsp;&nbsp; 2840 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Corp. | 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 14150 | &nbsp;&nbsp;&nbsp;&nbsp; 16258 |
|  | &nbsp;&nbsp;&nbsp;DXC Capital Funding DAC | 0.450% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2697 | &nbsp;&nbsp;&nbsp;&nbsp; 2864 |
|  | &nbsp;&nbsp;&nbsp;DXC Capital Funding DAC | 0.950% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4129 | &nbsp;&nbsp;&nbsp;&nbsp; 3902 |
|  | &nbsp;&nbsp;&nbsp;Eli Lilly & Co. | 2.125% | &nbsp;&nbsp;&nbsp;&nbsp; 6/3/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5044 | &nbsp;&nbsp;&nbsp;&nbsp; 5548 |
|  | &nbsp;&nbsp;&nbsp;Eli Lilly & Co. | 1.700% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 9102 | &nbsp;&nbsp;&nbsp;&nbsp; 7032 |
|  | &nbsp;&nbsp;&nbsp;Eli Lilly & Co. | 1.375% | &nbsp;&nbsp;&nbsp;&nbsp; 9/14/61 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3000 | &nbsp;&nbsp;&nbsp;&nbsp; 1720 |
|  | &nbsp;&nbsp;&nbsp;Equinix Europe 2 Financing Corp. LLC | 3.650% | &nbsp;&nbsp;&nbsp;&nbsp; 9/3/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5594 |
|  | &nbsp;&nbsp;&nbsp;Equinix Inc. | 0.250% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2214 | &nbsp;&nbsp;&nbsp;&nbsp; 2401 |
|  | &nbsp;&nbsp;&nbsp;Euronet Worldwide Inc. | 1.375% | &nbsp;&nbsp;&nbsp;&nbsp; 5/22/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3156 | &nbsp;&nbsp;&nbsp;&nbsp; 3507 |
|  | &nbsp;&nbsp;&nbsp;Experian Europe DAC | 1.560% | &nbsp;&nbsp;&nbsp;&nbsp; 5/16/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1400 | &nbsp;&nbsp;&nbsp;&nbsp; 1472 |
|  | &nbsp;&nbsp;&nbsp;Experian Finance plc | 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 4/7/32 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 2872 | &nbsp;&nbsp;&nbsp;&nbsp; 3444 |
|  | &nbsp;&nbsp;&nbsp;Experian Finance plc | 3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 10/10/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp;&nbsp; 2230 |
|  | &nbsp;&nbsp;&nbsp;Exxon Mobil Corp. | 0.835% | &nbsp;&nbsp;&nbsp;&nbsp; 6/26/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 13032 | &nbsp;&nbsp;&nbsp;&nbsp; 12544 |
|  | &nbsp;&nbsp;&nbsp;FedEx Corp. | 1.625% | &nbsp;&nbsp;&nbsp;&nbsp; 1/11/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3541 | &nbsp;&nbsp;&nbsp;&nbsp; 3955 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;FedEx Corp. | 0.950% | &nbsp;&nbsp;&nbsp;&nbsp; 5/4/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6723 | &nbsp;&nbsp;&nbsp;&nbsp; 6261 |
|  | &nbsp;&nbsp;&nbsp;Fidelity National Information Services Inc. | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/21/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 14734 | &nbsp;&nbsp;&nbsp;&nbsp; 16225 |
|  | &nbsp;&nbsp;&nbsp;Fidelity National Information Services Inc. | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/21/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2214 | &nbsp;&nbsp;&nbsp;&nbsp; 2352 |
|  | &nbsp;&nbsp;&nbsp;Fidelity National Information Services Inc. | 2.950% | &nbsp;&nbsp;&nbsp;&nbsp; 5/21/39 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 706 | &nbsp;&nbsp;&nbsp;&nbsp; 701 |
|  | &nbsp;&nbsp;&nbsp;Fiserv Inc. | 1.125% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1467 | &nbsp;&nbsp;&nbsp;&nbsp; 1609 |
|  | &nbsp;&nbsp;&nbsp;Fiserv Inc. | 1.625% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 9285 | &nbsp;&nbsp;&nbsp;&nbsp; 9711 |
|  | &nbsp;&nbsp;&nbsp;Fiserv Inc. | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 3315 | &nbsp;&nbsp;&nbsp;&nbsp; 3904 |
|  | &nbsp;&nbsp;&nbsp;Ford Credit Canada Co. | 5.581% | &nbsp;&nbsp;&nbsp;&nbsp; 2/22/27 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2500 | &nbsp;&nbsp;&nbsp;&nbsp; 1828 |
|  | &nbsp;&nbsp;&nbsp;Ford Credit Canada Co. | 4.222% | &nbsp;&nbsp;&nbsp;&nbsp; 1/10/28 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 7000 | &nbsp;&nbsp;&nbsp;&nbsp; 4938 |
|  | &nbsp;&nbsp;&nbsp;Ford Credit Canada Co. | 5.242% | &nbsp;&nbsp;&nbsp;&nbsp; 5/23/28 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 7000 | &nbsp;&nbsp;&nbsp;&nbsp; 5054 |
|  | &nbsp;&nbsp;&nbsp;Ford Credit Canada Co. | 5.441% | &nbsp;&nbsp;&nbsp;&nbsp; 2/9/29 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2800 | &nbsp;&nbsp;&nbsp;&nbsp; 2013 |
|  | &nbsp;&nbsp;&nbsp;Ford Credit Canada Co. | 5.668% | &nbsp;&nbsp;&nbsp;&nbsp; 2/20/30 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 3000 | &nbsp;&nbsp;&nbsp;&nbsp; 2149 |
|  | &nbsp;&nbsp;&nbsp;Ford Credit Canada Co. | 5.582% | &nbsp;&nbsp;&nbsp;&nbsp; 5/23/31 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2500 | &nbsp;&nbsp;&nbsp;&nbsp; 1753 |
|  | &nbsp;&nbsp;&nbsp;Ford Motor Credit Co. LLC | 4.867% | &nbsp;&nbsp;&nbsp;&nbsp; 8/3/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4600 | &nbsp;&nbsp;&nbsp;&nbsp; 5380 |
|  | &nbsp;&nbsp;&nbsp;Ford Motor Credit Co. LLC | 4.165% | &nbsp;&nbsp;&nbsp;&nbsp; 11/21/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6900 | &nbsp;&nbsp;&nbsp;&nbsp; 7889 |
|  | &nbsp;&nbsp;&nbsp;Ford Motor Credit Co. LLC | 5.125% | &nbsp;&nbsp;&nbsp;&nbsp; 2/20/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 9000 | &nbsp;&nbsp;&nbsp;&nbsp; 10547 |
|  | &nbsp;&nbsp;&nbsp;Ford Motor Credit Co. LLC | 4.445% | &nbsp;&nbsp;&nbsp;&nbsp; 2/14/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5700 | &nbsp;&nbsp;&nbsp;&nbsp; 6478 |
|  | &nbsp;&nbsp;&nbsp;Ford Motor Credit Co. LLC | 5.780% | &nbsp;&nbsp;&nbsp;&nbsp; 4/30/30 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 1400 | &nbsp;&nbsp;&nbsp;&nbsp; 1836 |
|  | &nbsp;&nbsp;&nbsp;GE Capital Canada Funding Co. | 5.730% | &nbsp;&nbsp;&nbsp;&nbsp; 10/22/37 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 765 | &nbsp;&nbsp;&nbsp;&nbsp; 561 |
|  | &nbsp;&nbsp;&nbsp;GE Capital UK Funding Unlimited Co. | 5.875% | &nbsp;&nbsp;&nbsp;&nbsp; 1/18/33 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 4579 | &nbsp;&nbsp;&nbsp;&nbsp; 6317 |
|  | &nbsp;&nbsp;&nbsp;General Electric Co. | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/17/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2278 | &nbsp;&nbsp;&nbsp;&nbsp; 2460 |
|  | &nbsp;&nbsp;&nbsp;General Electric Co. | 4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 9/19/35 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7715 | &nbsp;&nbsp;&nbsp;&nbsp; 9071 |
|  | &nbsp;&nbsp;&nbsp;General Electric Co. | 2.125% | &nbsp;&nbsp;&nbsp;&nbsp; 5/17/37 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2994 | &nbsp;&nbsp;&nbsp;&nbsp; 2860 |
|  | &nbsp;&nbsp;&nbsp;General Electric Co. | 4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 9/18/37 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 453 | &nbsp;&nbsp;&nbsp;&nbsp; 544 |
|  | &nbsp;&nbsp;&nbsp;General Mills Inc. | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/27/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 996 | &nbsp;&nbsp;&nbsp;&nbsp; 1105 |
|  | &nbsp;&nbsp;&nbsp;General Mills Inc. | 3.907% | &nbsp;&nbsp;&nbsp;&nbsp; 4/13/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4598 | &nbsp;&nbsp;&nbsp;&nbsp; 5393 |
|  | &nbsp;&nbsp;&nbsp;General Mills Inc. | 3.650% | &nbsp;&nbsp;&nbsp;&nbsp; 10/23/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4400 | &nbsp;&nbsp;&nbsp;&nbsp; 5093 |
|  | &nbsp;&nbsp;&nbsp;General Mills Inc. | 3.850% | &nbsp;&nbsp;&nbsp;&nbsp; 4/23/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3063 | &nbsp;&nbsp;&nbsp;&nbsp; 3494 |
|  | &nbsp;&nbsp;&nbsp;General Motors Financial Co. Inc. | 5.150% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 1000 | &nbsp;&nbsp;&nbsp;&nbsp; 1330 |
|  | &nbsp;&nbsp;&nbsp;General Motors Financial Co. Inc. | 0.600% | &nbsp;&nbsp;&nbsp;&nbsp; 5/20/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1000 | &nbsp;&nbsp;&nbsp;&nbsp; 1086 |
|  | &nbsp;&nbsp;&nbsp;General Motors Financial Co. Inc. | 0.650% | &nbsp;&nbsp;&nbsp;&nbsp; 9/7/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4019 | &nbsp;&nbsp;&nbsp;&nbsp; 4219 |
|  | &nbsp;&nbsp;&nbsp;General Motors Financial Co. Inc. | 4.300% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7700 | &nbsp;&nbsp;&nbsp;&nbsp; 9034 |
|  | &nbsp;&nbsp;&nbsp;General Motors Financial Co. Inc. | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/10/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7000 | &nbsp;&nbsp;&nbsp;&nbsp; 8022 |
|  | &nbsp;&nbsp;&nbsp;General Motors Financial of Canada Ltd. | 5.200% | &nbsp;&nbsp;&nbsp;&nbsp; 2/9/28 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp;&nbsp; 1490 |
|  | &nbsp;&nbsp;&nbsp;General Motors Financial of Canada Ltd. | 5.100% | &nbsp;&nbsp;&nbsp;&nbsp; 7/14/28 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 6000 | &nbsp;&nbsp;&nbsp;&nbsp; 4465 |
|  | &nbsp;&nbsp;&nbsp;General Motors Financial of Canada Ltd. | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/9/29 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 5600 | &nbsp;&nbsp;&nbsp;&nbsp; 4146 |
|  | &nbsp;&nbsp;&nbsp;General Motors Financial of Canada Ltd. | 4.450% | &nbsp;&nbsp;&nbsp;&nbsp; 2/25/30 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 4500 | &nbsp;&nbsp;&nbsp;&nbsp; 3242 |
|  | &nbsp;&nbsp;&nbsp;Global Payments Inc. | 4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 3/17/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 11055 | &nbsp;&nbsp;&nbsp;&nbsp; 13092 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | 2.875% | &nbsp;&nbsp;&nbsp;&nbsp; 6/3/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 11899 | &nbsp;&nbsp;&nbsp;&nbsp; 13542 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | 1.625% | &nbsp;&nbsp;&nbsp;&nbsp; 7/27/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1389 | &nbsp;&nbsp;&nbsp;&nbsp; 1558 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | 2.599% | &nbsp;&nbsp;&nbsp;&nbsp; 11/30/27 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 14135 | &nbsp;&nbsp;&nbsp;&nbsp; 10153 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 12/7/27 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 7515 | &nbsp;&nbsp;&nbsp;&nbsp; 9241 |

---

------

Total International Bond Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;&nbsp;&nbsp;Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | 0.250% | &nbsp;&nbsp;&nbsp;&nbsp; 1/26/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1365 | &nbsp;&nbsp;&nbsp;&nbsp; 1455 |
| &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/22/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3638 | &nbsp;&nbsp;&nbsp;&nbsp; 4066 |
| &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | 1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 2/7/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5338 |
| &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | 2.013% | &nbsp;&nbsp;&nbsp;&nbsp; 2/28/29 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 8201 | &nbsp;&nbsp;&nbsp;&nbsp; 5725 |
| &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | 0.875% | &nbsp;&nbsp;&nbsp;&nbsp; 5/9/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 9300 | &nbsp;&nbsp;&nbsp;&nbsp; 9713 |
| &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | 3.125% | &nbsp;&nbsp;&nbsp;&nbsp; 7/25/29 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 3211 | &nbsp;&nbsp;&nbsp;&nbsp; 4015 |
| &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | 3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 10/29/29 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 934 | &nbsp;&nbsp;&nbsp;&nbsp; 1196 |
| &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | 1.875% | &nbsp;&nbsp;&nbsp;&nbsp; 12/16/30 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 375 | &nbsp;&nbsp;&nbsp;&nbsp; 422 |
| &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | 0.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/23/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 11206 | &nbsp;&nbsp;&nbsp;&nbsp; 10614 |
| &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/18/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2769 | &nbsp;&nbsp;&nbsp;&nbsp; 2600 |
| &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | 6.875% | &nbsp;&nbsp;&nbsp;&nbsp; 1/18/38 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 1263 | &nbsp;&nbsp;&nbsp;&nbsp; 1745 |
| &nbsp;&nbsp;&nbsp;Haleon Netherlands Capital BV | 2.125% | &nbsp;&nbsp;&nbsp;&nbsp; 3/29/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4800 | &nbsp;&nbsp;&nbsp;&nbsp; 4897 |
| &nbsp;&nbsp;&nbsp;HCN Canadian Holdings-1 LP | 2.950% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 917 | &nbsp;&nbsp;&nbsp;&nbsp; 660 |
| &nbsp;&nbsp;&nbsp;Highland Holdings Sarl | 0.318% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10300 | &nbsp;&nbsp;&nbsp;&nbsp; 11280 |
| &nbsp;&nbsp;&nbsp;Highland Holdings Sarl | 0.934% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp;&nbsp; 1942 |
| &nbsp;&nbsp;&nbsp;Honeywell International Inc. | 2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 2/22/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3772 | &nbsp;&nbsp;&nbsp;&nbsp; 4246 |
| &nbsp;&nbsp;&nbsp;Honeywell International Inc. | 3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 14000 | &nbsp;&nbsp;&nbsp;&nbsp; 16137 |
| &nbsp;&nbsp;&nbsp;Honeywell International Inc. | 0.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/10/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1000 | &nbsp;&nbsp;&nbsp;&nbsp; 957 |
| &nbsp;&nbsp;&nbsp;Honeywell International Inc. | 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 5/17/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7100 | &nbsp;&nbsp;&nbsp;&nbsp; 8259 |
| &nbsp;&nbsp;&nbsp;Honeywell International Inc. | 4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 11/2/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2507 | &nbsp;&nbsp;&nbsp;&nbsp; 2939 |
| &nbsp;&nbsp;&nbsp;Illinois Tool Works Inc. | 0.625% | &nbsp;&nbsp;&nbsp;&nbsp; 12/5/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5617 | &nbsp;&nbsp;&nbsp;&nbsp; 6101 |
| &nbsp;&nbsp;&nbsp;Illinois Tool Works Inc. | 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/17/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5200 | &nbsp;&nbsp;&nbsp;&nbsp; 6008 |
| &nbsp;&nbsp;&nbsp;Illinois Tool Works Inc. | 2.125% | &nbsp;&nbsp;&nbsp;&nbsp; 5/22/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5920 | &nbsp;&nbsp;&nbsp;&nbsp; 6498 |
| &nbsp;&nbsp;&nbsp;Illinois Tool Works Inc. | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/5/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3102 | &nbsp;&nbsp;&nbsp;&nbsp; 3140 |
| &nbsp;&nbsp;&nbsp;Illinois Tool Works Inc. | 3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 5/17/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5741 |
| &nbsp;&nbsp;&nbsp;International Business Machines Corp. | 1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 1/29/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3265 | &nbsp;&nbsp;&nbsp;&nbsp; 3625 |
| &nbsp;&nbsp;&nbsp;International Business Machines Corp. | 0.300% | &nbsp;&nbsp;&nbsp;&nbsp; 2/11/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7815 | &nbsp;&nbsp;&nbsp;&nbsp; 8328 |
| &nbsp;&nbsp;&nbsp;International Business Machines Corp. | 1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/7/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1900 | &nbsp;&nbsp;&nbsp;&nbsp; 2106 |
| &nbsp;&nbsp;&nbsp;International Business Machines Corp. | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/23/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3700 | &nbsp;&nbsp;&nbsp;&nbsp; 3990 |
| &nbsp;&nbsp;&nbsp;International Business Machines Corp. | 0.875% | &nbsp;&nbsp;&nbsp;&nbsp; 2/9/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5150 |
| &nbsp;&nbsp;&nbsp;International Business Machines Corp. | 1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/31/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4758 | &nbsp;&nbsp;&nbsp;&nbsp; 5010 |
| &nbsp;&nbsp;&nbsp;International Business Machines Corp. | 3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 2/6/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1000 | &nbsp;&nbsp;&nbsp;&nbsp; 1162 |
| &nbsp;&nbsp;&nbsp;International Business Machines Corp. | 0.650% | &nbsp;&nbsp;&nbsp;&nbsp; 2/11/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4000 | &nbsp;&nbsp;&nbsp;&nbsp; 3808 |
| &nbsp;&nbsp;&nbsp;International Business Machines Corp. | 3.150% | &nbsp;&nbsp;&nbsp;&nbsp; 2/10/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4000 | &nbsp;&nbsp;&nbsp;&nbsp; 4433 |
| &nbsp;&nbsp;&nbsp;International Business Machines Corp. | 1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 2/9/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5100 | &nbsp;&nbsp;&nbsp;&nbsp; 4805 |
| &nbsp;&nbsp;&nbsp;International Business Machines Corp. | 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 2/6/35 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp;&nbsp; 2290 |
| &nbsp;&nbsp;&nbsp;International Business Machines Corp. | 1.200% | &nbsp;&nbsp;&nbsp;&nbsp; 2/11/40 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2763 | &nbsp;&nbsp;&nbsp;&nbsp; 2146 |
| &nbsp;&nbsp;&nbsp;International Business Machines Corp. | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/6/43 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2584 | &nbsp;&nbsp;&nbsp;&nbsp; 2851 |
| &nbsp;&nbsp;&nbsp;International Business Machines Corp. | 3.800% | &nbsp;&nbsp;&nbsp;&nbsp; 2/10/45 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5300 | &nbsp;&nbsp;&nbsp;&nbsp; 5661 |
| &nbsp;&nbsp;&nbsp;International Flavors & Fragrances Inc. | 1.800% | &nbsp;&nbsp;&nbsp;&nbsp; 9/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4502 | &nbsp;&nbsp;&nbsp;&nbsp; 5026 |
| &nbsp;&nbsp;&nbsp;John Deere Capital Corp. | 3.450% | &nbsp;&nbsp;&nbsp;&nbsp; 7/16/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 9000 | &nbsp;&nbsp;&nbsp;&nbsp; 10386 |
| &nbsp;&nbsp;&nbsp;John Deere Cash Management Sarl | 2.200% | &nbsp;&nbsp;&nbsp;&nbsp; 4/2/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3087 | &nbsp;&nbsp;&nbsp;&nbsp; 3338 |
| &nbsp;&nbsp;&nbsp;John Deere Cash Management Sarl | 1.650% | &nbsp;&nbsp;&nbsp;&nbsp; 6/13/39 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2543 | &nbsp;&nbsp;&nbsp;&nbsp; 2253 |
| &nbsp;&nbsp;&nbsp;John Deere Financial Inc. | 2.580% | &nbsp;&nbsp;&nbsp;&nbsp; 10/16/26 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 969 | &nbsp;&nbsp;&nbsp;&nbsp; 699 |
| &nbsp;&nbsp;&nbsp;John Deere Financial Inc. | 4.360% | &nbsp;&nbsp;&nbsp;&nbsp; 1/20/27 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 4000 | &nbsp;&nbsp;&nbsp;&nbsp; 2964 |
| &nbsp;&nbsp;&nbsp;John Deere Financial Inc. | 4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 6/14/27 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp;&nbsp; 1505 |
| &nbsp;&nbsp;&nbsp;John Deere Financial Inc. | 5.170% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 5111 | &nbsp;&nbsp;&nbsp;&nbsp; 3924 |
| &nbsp;&nbsp;&nbsp;John Deere Financial Inc. | 4.630% | &nbsp;&nbsp;&nbsp;&nbsp; 4/4/29 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 3000 | &nbsp;&nbsp;&nbsp;&nbsp; 2274 |
| &nbsp;&nbsp;&nbsp;Johnson & Johnson | 1.150% | &nbsp;&nbsp;&nbsp;&nbsp; 11/20/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 558 | &nbsp;&nbsp;&nbsp;&nbsp; 605 |
| &nbsp;&nbsp;&nbsp;Johnson & Johnson | 3.200% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5748 |
| &nbsp;&nbsp;&nbsp;Johnson & Johnson | 3.050% | &nbsp;&nbsp;&nbsp;&nbsp; 2/26/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5673 |
| &nbsp;&nbsp;&nbsp;Johnson & Johnson | 1.650% | &nbsp;&nbsp;&nbsp;&nbsp; 5/20/35 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 150 | &nbsp;&nbsp;&nbsp;&nbsp; 148 |
| &nbsp;&nbsp;&nbsp;Johnson & Johnson | 3.350% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/36 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4600 | &nbsp;&nbsp;&nbsp;&nbsp; 5183 |
| &nbsp;&nbsp;&nbsp;Johnson & Johnson | 3.350% | &nbsp;&nbsp;&nbsp;&nbsp; 2/26/37 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp;&nbsp; 2243 |
| &nbsp;&nbsp;&nbsp;Johnson & Johnson | 3.550% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4600 | &nbsp;&nbsp;&nbsp;&nbsp; 5039 |
| &nbsp;&nbsp;&nbsp;Johnson & Johnson | 3.600% | &nbsp;&nbsp;&nbsp;&nbsp; 2/26/45 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4392 | &nbsp;&nbsp;&nbsp;&nbsp; 4792 |
| &nbsp;&nbsp;&nbsp;Johnson & Johnson | 3.700% | &nbsp;&nbsp;&nbsp;&nbsp; 2/26/55 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3500 | &nbsp;&nbsp;&nbsp;&nbsp; 3732 |
| &nbsp;&nbsp;&nbsp;Johnson Controls International plc | 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/23/35 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 9680 | &nbsp;&nbsp;&nbsp;&nbsp; 11423 |
| &nbsp;&nbsp;&nbsp;Johnson Controls International plc / Tyco Fire & Security Finance SCA | 0.375% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2532 | &nbsp;&nbsp;&nbsp;&nbsp; 2741 |
| &nbsp;&nbsp;&nbsp;Johnson Controls International plc / Tyco Fire & Security Finance SCA | 3.125% | &nbsp;&nbsp;&nbsp;&nbsp; 12/11/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1200 | &nbsp;&nbsp;&nbsp;&nbsp; 1312 |
| &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 12/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 2543 | &nbsp;&nbsp;&nbsp;&nbsp; 3332 |
| &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 0.389% | &nbsp;&nbsp;&nbsp;&nbsp; 2/24/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 16892 | &nbsp;&nbsp;&nbsp;&nbsp; 18360 |
| &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 1.896% | &nbsp;&nbsp;&nbsp;&nbsp; 3/5/28 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 8150 | &nbsp;&nbsp;&nbsp;&nbsp; 5775 |
| &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 1.638% | &nbsp;&nbsp;&nbsp;&nbsp; 5/18/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 12084 | &nbsp;&nbsp;&nbsp;&nbsp; 13388 |
| &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 1.963% | &nbsp;&nbsp;&nbsp;&nbsp; 3/23/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 21500 | &nbsp;&nbsp;&nbsp;&nbsp; 23452 |
| &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 1.001% | &nbsp;&nbsp;&nbsp;&nbsp; 7/25/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 8800 | &nbsp;&nbsp;&nbsp;&nbsp; 8936 |
| &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 4.457% | &nbsp;&nbsp;&nbsp;&nbsp; 11/13/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 6004 |
| &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 1.047% | &nbsp;&nbsp;&nbsp;&nbsp; 11/4/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 8000 | &nbsp;&nbsp;&nbsp;&nbsp; 7840 |
| &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 1.895% | &nbsp;&nbsp;&nbsp;&nbsp; 4/28/33 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 3000 | &nbsp;&nbsp;&nbsp;&nbsp; 3261 |
| &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 3.761% | &nbsp;&nbsp;&nbsp;&nbsp; 3/21/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 17000 | &nbsp;&nbsp;&nbsp;&nbsp; 19448 |

---

------

Total International Bond Index Fund

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;&nbsp;&nbsp;Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Kellanova | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/20/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp;&nbsp; 2074 |
|  | &nbsp;&nbsp;&nbsp;KKR Group Finance Co. V LLC | 1.625% | &nbsp;&nbsp;&nbsp;&nbsp; 5/22/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5132 | &nbsp;&nbsp;&nbsp;&nbsp; 5483 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;KKR Group Finance Co. XI LLC | 1.559% | &nbsp;&nbsp;&nbsp;&nbsp; 5/30/29 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 400000 | &nbsp;&nbsp;&nbsp;&nbsp; 2780 |
|  | &nbsp;&nbsp;&nbsp;Kraft Heinz Foods Co. | 2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/25/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 12500 | &nbsp;&nbsp;&nbsp;&nbsp; 13986 |
|  | &nbsp;&nbsp;&nbsp;Liberty Mutual Group Inc. | 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 5/4/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7182 | &nbsp;&nbsp;&nbsp;&nbsp; 8145 |
|  | &nbsp;&nbsp;&nbsp;Linde Finance BV | 0.550% | &nbsp;&nbsp;&nbsp;&nbsp; 5/19/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 8200 | &nbsp;&nbsp;&nbsp;&nbsp; 7810 |
|  | &nbsp;&nbsp;&nbsp;Linde plc | 3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 6/12/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7500 | &nbsp;&nbsp;&nbsp;&nbsp; 8741 |
|  | &nbsp;&nbsp;&nbsp;Linde plc | 3.200% | &nbsp;&nbsp;&nbsp;&nbsp; 2/14/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 11000 | &nbsp;&nbsp;&nbsp;&nbsp; 12683 |
|  | &nbsp;&nbsp;&nbsp;Linde plc | 1.625% | &nbsp;&nbsp;&nbsp;&nbsp; 3/31/35 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 4820 |
|  | &nbsp;&nbsp;&nbsp;Linde plc | 3.400% | &nbsp;&nbsp;&nbsp;&nbsp; 2/14/36 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5606 |
|  | &nbsp;&nbsp;&nbsp;Linde plc | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/30/51 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6700 | &nbsp;&nbsp;&nbsp;&nbsp; 4105 |
|  | &nbsp;&nbsp;&nbsp;LYB International Finance II BV | 0.875% | &nbsp;&nbsp;&nbsp;&nbsp; 9/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4539 | &nbsp;&nbsp;&nbsp;&nbsp; 5022 |
|  | &nbsp;&nbsp;&nbsp;ManpowerGroup Inc. | 1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 6/22/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 250 | &nbsp;&nbsp;&nbsp;&nbsp; 281 |
|  | &nbsp;&nbsp;&nbsp;MassMutual Global Funding II | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 12/12/27 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp;&nbsp; 2699 |
|  | &nbsp;&nbsp;&nbsp;MassMutual Global Funding II | 4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 10/5/29 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 1500 | &nbsp;&nbsp;&nbsp;&nbsp; 2003 |
|  | &nbsp;&nbsp;&nbsp;Mastercard Inc. | 2.100% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4165 | &nbsp;&nbsp;&nbsp;&nbsp; 4676 |
|  | &nbsp;&nbsp;&nbsp;Mastercard Inc. | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/22/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6800 | &nbsp;&nbsp;&nbsp;&nbsp; 7260 |
|  | &nbsp;&nbsp;&nbsp;McDonald's Corp. | 0.900% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp; 111 |
|  | &nbsp;&nbsp;&nbsp;McDonald's Corp. | 1.875% | &nbsp;&nbsp;&nbsp;&nbsp; 5/26/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp; 112 |
|  | &nbsp;&nbsp;&nbsp;McDonald's Corp. | 1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 5/3/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1900 | &nbsp;&nbsp;&nbsp;&nbsp; 2100 |
|  | &nbsp;&nbsp;&nbsp;McDonald's Corp. | 0.250% | &nbsp;&nbsp;&nbsp;&nbsp; 10/4/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5300 | &nbsp;&nbsp;&nbsp;&nbsp; 5528 |
|  | &nbsp;&nbsp;&nbsp;McDonald's Corp. | 2.375% | &nbsp;&nbsp;&nbsp;&nbsp; 5/31/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3000 | &nbsp;&nbsp;&nbsp;&nbsp; 3342 |
|  | &nbsp;&nbsp;&nbsp;McDonald's Corp. | 2.625% | &nbsp;&nbsp;&nbsp;&nbsp; 6/11/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp; 112 |
|  | &nbsp;&nbsp;&nbsp;McDonald's Corp. | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 11/28/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7200 | &nbsp;&nbsp;&nbsp;&nbsp; 7676 |
|  | &nbsp;&nbsp;&nbsp;McDonald's Corp. | 2.950% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 2800 | &nbsp;&nbsp;&nbsp;&nbsp; 3138 |
|  | &nbsp;&nbsp;&nbsp;McDonald's Corp. | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/31/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4900 | &nbsp;&nbsp;&nbsp;&nbsp; 5302 |
|  | &nbsp;&nbsp;&nbsp;McDonald's Corp. | 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 3/7/35 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7000 | &nbsp;&nbsp;&nbsp;&nbsp; 8257 |
|  | &nbsp;&nbsp;&nbsp;McDonald's Corp. | 4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 11/28/35 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4000 | &nbsp;&nbsp;&nbsp;&nbsp; 4639 |
|  | &nbsp;&nbsp;&nbsp;McDonald's Corp. | 4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 6/11/54 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 800 | &nbsp;&nbsp;&nbsp;&nbsp; 765 |
|  | &nbsp;&nbsp;&nbsp;McKesson Corp. | 1.625% | &nbsp;&nbsp;&nbsp;&nbsp; 10/30/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5197 | &nbsp;&nbsp;&nbsp;&nbsp; 5816 |
|  | &nbsp;&nbsp;&nbsp;McKesson Corp. | 3.125% | &nbsp;&nbsp;&nbsp;&nbsp; 2/17/29 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 398 | &nbsp;&nbsp;&nbsp;&nbsp; 503 |
|  | &nbsp;&nbsp;&nbsp;Medtronic Global Holdings SCA | 0.375% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3196 | &nbsp;&nbsp;&nbsp;&nbsp; 3352 |
|  | &nbsp;&nbsp;&nbsp;Medtronic Global Holdings SCA | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1725 | &nbsp;&nbsp;&nbsp;&nbsp; 1972 |
|  | &nbsp;&nbsp;&nbsp;Medtronic Global Holdings SCA | 1.625% | &nbsp;&nbsp;&nbsp;&nbsp; 3/7/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1500 | &nbsp;&nbsp;&nbsp;&nbsp; 1573 |
|  | &nbsp;&nbsp;&nbsp;Medtronic Global Holdings SCA | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/2/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6186 | &nbsp;&nbsp;&nbsp;&nbsp; 6215 |
|  | &nbsp;&nbsp;&nbsp;Medtronic Global Holdings SCA | 0.750% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2087 | &nbsp;&nbsp;&nbsp;&nbsp; 1976 |
|  | &nbsp;&nbsp;&nbsp;Medtronic Global Holdings SCA | 3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1547 | &nbsp;&nbsp;&nbsp;&nbsp; 1746 |
|  | &nbsp;&nbsp;&nbsp;Medtronic Global Holdings SCA | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 7/2/39 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1297 | &nbsp;&nbsp;&nbsp;&nbsp; 1098 |
|  | &nbsp;&nbsp;&nbsp;Medtronic Global Holdings SCA | 1.375% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4934 | &nbsp;&nbsp;&nbsp;&nbsp; 3907 |
|  | &nbsp;&nbsp;&nbsp;Medtronic Global Holdings SCA | 1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 7/2/49 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7796 | &nbsp;&nbsp;&nbsp;&nbsp; 5610 |
|  | &nbsp;&nbsp;&nbsp;Medtronic Global Holdings SCA | 1.625% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7158 | &nbsp;&nbsp;&nbsp;&nbsp; 4888 |
|  | &nbsp;&nbsp;&nbsp;Medtronic Inc. | 3.650% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1968 | &nbsp;&nbsp;&nbsp;&nbsp; 2304 |
|  | &nbsp;&nbsp;&nbsp;Medtronic Inc. | 3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1750 | &nbsp;&nbsp;&nbsp;&nbsp; 2021 |
|  | &nbsp;&nbsp;&nbsp;Medtronic Inc. | 4.150% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2966 | &nbsp;&nbsp;&nbsp;&nbsp; 3284 |
|  | &nbsp;&nbsp;&nbsp;Merck & Co. Inc. | 1.875% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1710 | &nbsp;&nbsp;&nbsp;&nbsp; 1924 |
|  | &nbsp;&nbsp;&nbsp;Merck & Co. Inc. | 2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2686 | &nbsp;&nbsp;&nbsp;&nbsp; 2858 |
|  | &nbsp;&nbsp;&nbsp;Merck & Co. Inc. | 1.375% | &nbsp;&nbsp;&nbsp;&nbsp; 11/2/36 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1216 | &nbsp;&nbsp;&nbsp;&nbsp; 1111 |
|  | &nbsp;&nbsp;&nbsp;MetLife Inc. | 0.769% | &nbsp;&nbsp;&nbsp;&nbsp; 5/23/29 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 670000 | &nbsp;&nbsp;&nbsp;&nbsp; 4570 |
|  | &nbsp;&nbsp;&nbsp;Metropolitan Life Global Funding I | 5.180% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 18130 | &nbsp;&nbsp;&nbsp;&nbsp; 13462 |
|  | &nbsp;&nbsp;&nbsp;Metropolitan Life Global Funding I | 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 9/30/26 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 1800 | &nbsp;&nbsp;&nbsp;&nbsp; 2363 |
|  | &nbsp;&nbsp;&nbsp;Metropolitan Life Global Funding I | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/13/27 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 1281 | &nbsp;&nbsp;&nbsp;&nbsp; 817 |
|  | &nbsp;&nbsp;&nbsp;Metropolitan Life Global Funding I | 0.625% | &nbsp;&nbsp;&nbsp;&nbsp; 12/8/27 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 6471 | &nbsp;&nbsp;&nbsp;&nbsp; 7824 |
|  | &nbsp;&nbsp;&nbsp;Metropolitan Life Global Funding I | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/5/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3000 | &nbsp;&nbsp;&nbsp;&nbsp; 3529 |
|  | &nbsp;&nbsp;&nbsp;Metropolitan Life Global Funding I | 2.450% | &nbsp;&nbsp;&nbsp;&nbsp; 1/12/29 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1650 | &nbsp;&nbsp;&nbsp;&nbsp; 1164 |
|  | &nbsp;&nbsp;&nbsp;Metropolitan Life Global Funding I | 1.625% | &nbsp;&nbsp;&nbsp;&nbsp; 9/21/29 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 3000 | &nbsp;&nbsp;&nbsp;&nbsp; 3541 |
|  | &nbsp;&nbsp;&nbsp;Metropolitan Life Global Funding I | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/10/30 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 6755 |
|  | &nbsp;&nbsp;&nbsp;Metropolitan Life Global Funding I | 3.394% | &nbsp;&nbsp;&nbsp;&nbsp; 4/9/30 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2128 | &nbsp;&nbsp;&nbsp;&nbsp; 1535 |
|  | &nbsp;&nbsp;&nbsp;Metropolitan Life Global Funding I | 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 12/5/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10400 | &nbsp;&nbsp;&nbsp;&nbsp; 12174 |
|  | &nbsp;&nbsp;&nbsp;Metropolitan Life Global Funding I | 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 12/7/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3600 | &nbsp;&nbsp;&nbsp;&nbsp; 4218 |
|  | &nbsp;&nbsp;&nbsp;Microsoft Corp. | 3.125% | &nbsp;&nbsp;&nbsp;&nbsp; 12/6/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 11236 | &nbsp;&nbsp;&nbsp;&nbsp; 13033 |
|  | &nbsp;&nbsp;&nbsp;Microsoft Corp. | 2.625% | &nbsp;&nbsp;&nbsp;&nbsp; 5/2/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2094 | &nbsp;&nbsp;&nbsp;&nbsp; 2362 |
|  | &nbsp;&nbsp;&nbsp;Molson Coors Beverage Co. | 3.800% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3000 | &nbsp;&nbsp;&nbsp;&nbsp; 3467 |
|  | &nbsp;&nbsp;&nbsp;Molson Coors International LP | 3.440% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1853 | &nbsp;&nbsp;&nbsp;&nbsp; 1347 |
|  | &nbsp;&nbsp;&nbsp;Mondelez International Holdings Netherlands BV | 0.250% | &nbsp;&nbsp;&nbsp;&nbsp; 9/9/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3563 | &nbsp;&nbsp;&nbsp;&nbsp; 3626 |
|  | &nbsp;&nbsp;&nbsp;Mondelez International Holdings Netherlands BV | 1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 9/9/41 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3590 | &nbsp;&nbsp;&nbsp;&nbsp; 2694 |
|  | &nbsp;&nbsp;&nbsp;Mondelez International Inc. | 1.625% | &nbsp;&nbsp;&nbsp;&nbsp; 3/8/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6011 | &nbsp;&nbsp;&nbsp;&nbsp; 6705 |
|  | &nbsp;&nbsp;&nbsp;Mondelez International Inc. | 0.250% | &nbsp;&nbsp;&nbsp;&nbsp; 3/17/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 18430 | &nbsp;&nbsp;&nbsp;&nbsp; 19470 |
|  | &nbsp;&nbsp;&nbsp;Mondelez International Inc. | 4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 7/3/31 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 3000 | &nbsp;&nbsp;&nbsp;&nbsp; 2268 |
|  | &nbsp;&nbsp;&nbsp;Mondelez International Inc. | 2.375% | &nbsp;&nbsp;&nbsp;&nbsp; 3/6/35 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2137 | &nbsp;&nbsp;&nbsp;&nbsp; 2147 |
|  | &nbsp;&nbsp;&nbsp;Moody's Corp. | 0.950% | &nbsp;&nbsp;&nbsp;&nbsp; 2/25/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4892 | &nbsp;&nbsp;&nbsp;&nbsp; 5053 |

---

------

Total International Bond Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;&nbsp;&nbsp;Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| &nbsp;&nbsp;&nbsp;Morgan Stanley | 1.375% | &nbsp;&nbsp;&nbsp;&nbsp; 10/27/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3700 | &nbsp;&nbsp;&nbsp;&nbsp; 4125 |
| &nbsp;&nbsp;&nbsp;Morgan Stanley | 1.779% | &nbsp;&nbsp;&nbsp;&nbsp; 8/4/27 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 3309 | &nbsp;&nbsp;&nbsp;&nbsp; 2358 |
| &nbsp;&nbsp;&nbsp;Morgan Stanley | 0.406% | &nbsp;&nbsp;&nbsp;&nbsp; 10/29/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7430 | &nbsp;&nbsp;&nbsp;&nbsp; 8133 |
| &nbsp;&nbsp;&nbsp;Morgan Stanley | 0.495% | &nbsp;&nbsp;&nbsp;&nbsp; 10/26/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 17019 | &nbsp;&nbsp;&nbsp;&nbsp; 17688 |
| &nbsp;&nbsp;&nbsp;Morgan Stanley | 0.497% | &nbsp;&nbsp;&nbsp;&nbsp; 2/7/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 11470 | &nbsp;&nbsp;&nbsp;&nbsp; 11433 |
| &nbsp;&nbsp;&nbsp;Morgan Stanley | 5.789% | &nbsp;&nbsp;&nbsp;&nbsp; 11/18/33 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 8800 | &nbsp;&nbsp;&nbsp;&nbsp; 12088 |
| &nbsp;&nbsp;&nbsp;Morgan Stanley | 5.148% | &nbsp;&nbsp;&nbsp;&nbsp; 1/25/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 18000 | &nbsp;&nbsp;&nbsp;&nbsp; 22298 |
| &nbsp;&nbsp;&nbsp;Morgan Stanley | 3.955% | &nbsp;&nbsp;&nbsp;&nbsp; 3/21/35 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 13860 | &nbsp;&nbsp;&nbsp;&nbsp; 15774 |
| &nbsp;&nbsp;&nbsp;Morgan Stanley | 5.213% | &nbsp;&nbsp;&nbsp;&nbsp; 10/24/35 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 4421 | &nbsp;&nbsp;&nbsp;&nbsp; 5726 |
| &nbsp;&nbsp;&nbsp;MSD Netherlands Capital BV | 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/30/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6500 | &nbsp;&nbsp;&nbsp;&nbsp; 7427 |
| &nbsp;&nbsp;&nbsp;MSD Netherlands Capital BV | 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/30/37 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3700 | &nbsp;&nbsp;&nbsp;&nbsp; 4135 |
| &nbsp;&nbsp;&nbsp;MSD Netherlands Capital BV | 3.700% | &nbsp;&nbsp;&nbsp;&nbsp; 5/30/44 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3000 | &nbsp;&nbsp;&nbsp;&nbsp; 3254 |
| &nbsp;&nbsp;&nbsp;MSD Netherlands Capital BV | 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 5/30/54 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2300 | &nbsp;&nbsp;&nbsp;&nbsp; 2407 |
| &nbsp;&nbsp;&nbsp;Nasdaq Inc. | 1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/28/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4812 | &nbsp;&nbsp;&nbsp;&nbsp; 5228 |
| &nbsp;&nbsp;&nbsp;Nasdaq Inc. | 0.875% | &nbsp;&nbsp;&nbsp;&nbsp; 2/13/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5864 | &nbsp;&nbsp;&nbsp;&nbsp; 6013 |
| &nbsp;&nbsp;&nbsp;Nasdaq Inc. | 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4509 | &nbsp;&nbsp;&nbsp;&nbsp; 5427 |
| &nbsp;&nbsp;&nbsp;Nasdaq Inc. | 0.900% | &nbsp;&nbsp;&nbsp;&nbsp; 7/30/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2800 | &nbsp;&nbsp;&nbsp;&nbsp; 2579 |
| &nbsp;&nbsp;&nbsp;National Grid North America Inc. | 1.054% | &nbsp;&nbsp;&nbsp;&nbsp; 1/20/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 11500 | &nbsp;&nbsp;&nbsp;&nbsp; 11582 |
| &nbsp;&nbsp;&nbsp;Nestle Capital Corp. | 4.600% | &nbsp;&nbsp;&nbsp;&nbsp; 4/4/29 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 10080 | &nbsp;&nbsp;&nbsp;&nbsp; 6542 |
| &nbsp;&nbsp;&nbsp;Nestle Finance International Ltd. | 0.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/14/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3500 | &nbsp;&nbsp;&nbsp;&nbsp; 3865 |
| &nbsp;&nbsp;&nbsp;Nestle Finance International Ltd. | 1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 11/2/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5536 | &nbsp;&nbsp;&nbsp;&nbsp; 5953 |
| &nbsp;&nbsp;&nbsp;Nestle Finance International Ltd. | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5124 | &nbsp;&nbsp;&nbsp;&nbsp; 5537 |
| &nbsp;&nbsp;&nbsp;Nestle Finance International Ltd. | 1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 3/29/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp;&nbsp; 2109 |
| &nbsp;&nbsp;&nbsp;Nestle Finance International Ltd. | 0.375% | &nbsp;&nbsp;&nbsp;&nbsp; 5/12/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4000 | &nbsp;&nbsp;&nbsp;&nbsp; 3807 |
| &nbsp;&nbsp;&nbsp;Nestle Finance International Ltd. | 0.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/3/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4455 | &nbsp;&nbsp;&nbsp;&nbsp; 4060 |
| &nbsp;&nbsp;&nbsp;Nestle Finance International Ltd. | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/29/35 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3500 | &nbsp;&nbsp;&nbsp;&nbsp; 3380 |
| &nbsp;&nbsp;&nbsp;Nestle Finance International Ltd. | 1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 11/2/37 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4125 | &nbsp;&nbsp;&nbsp;&nbsp; 3860 |
| &nbsp;&nbsp;&nbsp;Nestle Finance International Ltd. | 0.375% | &nbsp;&nbsp;&nbsp;&nbsp; 12/3/40 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3587 | &nbsp;&nbsp;&nbsp;&nbsp; 2554 |
| &nbsp;&nbsp;&nbsp;Nestle Finance International Ltd. | 0.875% | &nbsp;&nbsp;&nbsp;&nbsp; 6/14/41 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 9260 | &nbsp;&nbsp;&nbsp;&nbsp; 7105 |
| &nbsp;&nbsp;&nbsp;Nestle Holdings Inc. | 2.125% | &nbsp;&nbsp;&nbsp;&nbsp; 4/4/27 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 1250 | &nbsp;&nbsp;&nbsp;&nbsp; 1599 |
| &nbsp;&nbsp;&nbsp;Nestle Holdings Inc. | 2.192% | &nbsp;&nbsp;&nbsp;&nbsp; 1/26/29 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 7380 | &nbsp;&nbsp;&nbsp;&nbsp; 5154 |
| &nbsp;&nbsp;&nbsp;Nestle Holdings Inc. | 2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/4/32 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 3000 | &nbsp;&nbsp;&nbsp;&nbsp; 3470 |
| &nbsp;&nbsp;&nbsp;Nestle Holdings Inc. | 5.125% | &nbsp;&nbsp;&nbsp;&nbsp; 9/21/32 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 6784 |
| &nbsp;&nbsp;&nbsp;Nestle Holdings Inc. | 1.375% | &nbsp;&nbsp;&nbsp;&nbsp; 6/23/33 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 3000 | &nbsp;&nbsp;&nbsp;&nbsp; 3091 |
| &nbsp;&nbsp;&nbsp;Nestle SA | 1.875% | &nbsp;&nbsp;&nbsp;&nbsp; 6/28/29 | &nbsp;&nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 6386 |
| &nbsp;&nbsp;&nbsp;Nestle SA | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/28/33 | &nbsp;&nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp;&nbsp; 2646 |
| &nbsp;&nbsp;&nbsp;Nestle SA | 2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 7/14/34 | &nbsp;&nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp; 4900 | &nbsp;&nbsp;&nbsp;&nbsp; 6758 |
| &nbsp;&nbsp;&nbsp;Nestle SA | 2.125% | &nbsp;&nbsp;&nbsp;&nbsp; 6/28/38 | &nbsp;&nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp; 7000 | &nbsp;&nbsp;&nbsp;&nbsp; 9477 |
| &nbsp;&nbsp;&nbsp;Nestle SA | 1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 5/30/40 | &nbsp;&nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp; 2500 | &nbsp;&nbsp;&nbsp;&nbsp; 3267 |
| &nbsp;&nbsp;&nbsp;Netflix Inc. | 4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2500 | &nbsp;&nbsp;&nbsp;&nbsp; 3030 |
| &nbsp;&nbsp;&nbsp;Netflix Inc. | 3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10000 | &nbsp;&nbsp;&nbsp;&nbsp; 11838 |
| &nbsp;&nbsp;&nbsp;Netflix Inc. | 3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5500 | &nbsp;&nbsp;&nbsp;&nbsp; 6453 |
| &nbsp;&nbsp;&nbsp;New York Life Global Funding | 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/30/26 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2300 | &nbsp;&nbsp;&nbsp;&nbsp; 1710 |
| &nbsp;&nbsp;&nbsp;New York Life Global Funding | 1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 12/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 3724 | &nbsp;&nbsp;&nbsp;&nbsp; 4704 |
| &nbsp;&nbsp;&nbsp;New York Life Global Funding | 0.250% | &nbsp;&nbsp;&nbsp;&nbsp; 1/23/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 9787 | &nbsp;&nbsp;&nbsp;&nbsp; 10694 |
| &nbsp;&nbsp;&nbsp;New York Life Global Funding | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 2300 | &nbsp;&nbsp;&nbsp;&nbsp; 2877 |
| &nbsp;&nbsp;&nbsp;New York Life Global Funding | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/17/28 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2993 | &nbsp;&nbsp;&nbsp;&nbsp; 2098 |
| &nbsp;&nbsp;&nbsp;New York Life Global Funding | 4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 12/7/29 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 3500 | &nbsp;&nbsp;&nbsp;&nbsp; 4743 |
| &nbsp;&nbsp;&nbsp;New York Life Global Funding | 3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 1/9/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6000 | &nbsp;&nbsp;&nbsp;&nbsp; 7072 |
| &nbsp;&nbsp;&nbsp;New York Life Global Funding | 3.450% | &nbsp;&nbsp;&nbsp;&nbsp; 1/30/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3500 | &nbsp;&nbsp;&nbsp;&nbsp; 4085 |
| &nbsp;&nbsp;&nbsp;NextEra Energy Capital Holdings Inc. | 2.200% | &nbsp;&nbsp;&nbsp;&nbsp; 12/2/26 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 2290 | &nbsp;&nbsp;&nbsp;&nbsp; 1424 |
| &nbsp;&nbsp;&nbsp;NextEra Energy Capital Holdings Inc. | 4.850% | &nbsp;&nbsp;&nbsp;&nbsp; 4/30/31 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 3500 | &nbsp;&nbsp;&nbsp;&nbsp; 2675 |
| &nbsp;&nbsp;&nbsp;Omnicom Capital Holdings plc | 2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 11/22/33 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 2429 | &nbsp;&nbsp;&nbsp;&nbsp; 2533 |
| &nbsp;&nbsp;&nbsp;Parker-Hannifin Corp. | 2.900% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 9861 | &nbsp;&nbsp;&nbsp;&nbsp; 11098 |
| &nbsp;&nbsp;&nbsp;PepsiCo Inc. | 0.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/18/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 996 | &nbsp;&nbsp;&nbsp;&nbsp; 1096 |
| &nbsp;&nbsp;&nbsp;PepsiCo Inc. | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/6/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5974 | &nbsp;&nbsp;&nbsp;&nbsp; 6382 |
| &nbsp;&nbsp;&nbsp;PepsiCo Inc. | 0.875% | &nbsp;&nbsp;&nbsp;&nbsp; 7/18/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1875 | &nbsp;&nbsp;&nbsp;&nbsp; 2013 |
| &nbsp;&nbsp;&nbsp;PepsiCo Inc. | 1.125% | &nbsp;&nbsp;&nbsp;&nbsp; 3/18/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 943 | &nbsp;&nbsp;&nbsp;&nbsp; 965 |
| &nbsp;&nbsp;&nbsp;PepsiCo Inc. | 0.400% | &nbsp;&nbsp;&nbsp;&nbsp; 10/9/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6028 | &nbsp;&nbsp;&nbsp;&nbsp; 5633 |
| &nbsp;&nbsp;&nbsp;PepsiCo Inc. | 0.750% | &nbsp;&nbsp;&nbsp;&nbsp; 10/14/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3343 | &nbsp;&nbsp;&nbsp;&nbsp; 3099 |
| &nbsp;&nbsp;&nbsp;PepsiCo Inc. | 0.875% | &nbsp;&nbsp;&nbsp;&nbsp; 10/16/39 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5032 | &nbsp;&nbsp;&nbsp;&nbsp; 3978 |
| &nbsp;&nbsp;&nbsp;PepsiCo Inc. | 1.050% | &nbsp;&nbsp;&nbsp;&nbsp; 10/9/50 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1107 | &nbsp;&nbsp;&nbsp;&nbsp; 709 |
| &nbsp;&nbsp;&nbsp;Pershing Square Holdings Ltd. | 1.375% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1500 | &nbsp;&nbsp;&nbsp;&nbsp; 1616 |
| &nbsp;&nbsp;&nbsp;Pfizer Inc. | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/6/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1765 | &nbsp;&nbsp;&nbsp;&nbsp; 1955 |
| &nbsp;&nbsp;&nbsp;Pfizer Inc. | 2.735% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 4634 | &nbsp;&nbsp;&nbsp;&nbsp; 4064 |
| &nbsp;&nbsp;&nbsp;Philip Morris International Inc. | 2.875% | &nbsp;&nbsp;&nbsp;&nbsp; 5/14/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1272 | &nbsp;&nbsp;&nbsp;&nbsp; 1444 |
| &nbsp;&nbsp;&nbsp;Philip Morris International Inc. | 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5809 |
| &nbsp;&nbsp;&nbsp;Philip Morris International Inc. | 0.800% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4539 | &nbsp;&nbsp;&nbsp;&nbsp; 4405 |
| &nbsp;&nbsp;&nbsp;Philip Morris International Inc. | 3.125% | &nbsp;&nbsp;&nbsp;&nbsp; 6/3/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 548 | &nbsp;&nbsp;&nbsp;&nbsp; 605 |
| &nbsp;&nbsp;&nbsp;Philip Morris International Inc. | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/9/36 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2090 | &nbsp;&nbsp;&nbsp;&nbsp; 1963 |

---

------

Total International Bond Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;&nbsp;&nbsp;Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| &nbsp;&nbsp;&nbsp;Philip Morris International Inc. | 1.875% | &nbsp;&nbsp;&nbsp;&nbsp; 11/6/37 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1463 | &nbsp;&nbsp;&nbsp;&nbsp; 1292 |
| &nbsp;&nbsp;&nbsp;Philip Morris International Inc. | 1.450% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/39 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7902 | &nbsp;&nbsp;&nbsp;&nbsp; 6350 |
| &nbsp;&nbsp;&nbsp;PPG Industries Inc. | 1.400% | &nbsp;&nbsp;&nbsp;&nbsp; 3/13/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp; 222 |
| &nbsp;&nbsp;&nbsp;PPG Industries Inc. | 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2906 | &nbsp;&nbsp;&nbsp;&nbsp; 3262 |
| &nbsp;&nbsp;&nbsp;PPG Industries Inc. | 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 3/4/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5612 |
| &nbsp;&nbsp;&nbsp;Procter & Gamble Co. | 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 8/2/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6625 | &nbsp;&nbsp;&nbsp;&nbsp; 7578 |
| &nbsp;&nbsp;&nbsp;Procter & Gamble Co. | 4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 5/11/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5949 |
| &nbsp;&nbsp;&nbsp;Procter & Gamble Co. | 1.200% | &nbsp;&nbsp;&nbsp;&nbsp; 10/30/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2379 | &nbsp;&nbsp;&nbsp;&nbsp; 2586 |
| &nbsp;&nbsp;&nbsp;Procter & Gamble Co. | 1.800% | &nbsp;&nbsp;&nbsp;&nbsp; 5/3/29 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 2427 | &nbsp;&nbsp;&nbsp;&nbsp; 2963 |
| &nbsp;&nbsp;&nbsp;Procter & Gamble Co. | 1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 10/25/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3541 | &nbsp;&nbsp;&nbsp;&nbsp; 3803 |
| &nbsp;&nbsp;&nbsp;Procter & Gamble Co. | 0.350% | &nbsp;&nbsp;&nbsp;&nbsp; 5/5/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 8000 | &nbsp;&nbsp;&nbsp;&nbsp; 8097 |
| &nbsp;&nbsp;&nbsp;Procter & Gamble Co. | 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 8/2/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3000 | &nbsp;&nbsp;&nbsp;&nbsp; 3487 |
| &nbsp;&nbsp;&nbsp;Procter & Gamble Co. | 1.875% | &nbsp;&nbsp;&nbsp;&nbsp; 10/30/38 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1216 | &nbsp;&nbsp;&nbsp;&nbsp; 1169 |
| &nbsp;&nbsp;&nbsp;Prologis Euro Finance LLC | 0.250% | &nbsp;&nbsp;&nbsp;&nbsp; 9/10/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5728 | &nbsp;&nbsp;&nbsp;&nbsp; 6107 |
| &nbsp;&nbsp;&nbsp;Prologis Euro Finance LLC | 0.375% | &nbsp;&nbsp;&nbsp;&nbsp; 2/6/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1729 | &nbsp;&nbsp;&nbsp;&nbsp; 1841 |
| &nbsp;&nbsp;&nbsp;Prologis Euro Finance LLC | 1.875% | &nbsp;&nbsp;&nbsp;&nbsp; 1/5/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5481 | &nbsp;&nbsp;&nbsp;&nbsp; 6003 |
| &nbsp;&nbsp;&nbsp;Prologis Euro Finance LLC | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/8/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4967 | &nbsp;&nbsp;&nbsp;&nbsp; 5255 |
| &nbsp;&nbsp;&nbsp;Prologis Euro Finance LLC | 0.625% | &nbsp;&nbsp;&nbsp;&nbsp; 9/10/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3019 | &nbsp;&nbsp;&nbsp;&nbsp; 2896 |
| &nbsp;&nbsp;&nbsp;Prologis Euro Finance LLC | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 2/16/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3697 | &nbsp;&nbsp;&nbsp;&nbsp; 3490 |
| &nbsp;&nbsp;&nbsp;Prologis Euro Finance LLC | 4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 5/23/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7650 | &nbsp;&nbsp;&nbsp;&nbsp; 9346 |
| &nbsp;&nbsp;&nbsp;Prologis Euro Finance LLC | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 2/8/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1300 | &nbsp;&nbsp;&nbsp;&nbsp; 1235 |
| &nbsp;&nbsp;&nbsp;Prologis Euro Finance LLC | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/5/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2200 | &nbsp;&nbsp;&nbsp;&nbsp; 2537 |
| &nbsp;&nbsp;&nbsp;Prologis Euro Finance LLC | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/6/35 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4010 | &nbsp;&nbsp;&nbsp;&nbsp; 3539 |
| &nbsp;&nbsp;&nbsp;Prologis Euro Finance LLC | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/16/41 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2130 | &nbsp;&nbsp;&nbsp;&nbsp; 1505 |
| &nbsp;&nbsp;&nbsp;Prologis Euro Finance LLC | 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 1/31/43 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp;&nbsp; 2185 |
| &nbsp;&nbsp;&nbsp;Prologis Euro Finance LLC | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 9/10/49 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1619 | &nbsp;&nbsp;&nbsp;&nbsp; 1036 |
| &nbsp;&nbsp;&nbsp;Prologis LP | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/2/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 778 | &nbsp;&nbsp;&nbsp;&nbsp; 884 |
| &nbsp;&nbsp;&nbsp;Prologis LP | 2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/30/29 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 4469 | &nbsp;&nbsp;&nbsp;&nbsp; 5410 |
| &nbsp;&nbsp;&nbsp;Prologis LP | 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 4000 | &nbsp;&nbsp;&nbsp;&nbsp; 3098 |
| &nbsp;&nbsp;&nbsp;Prologis LP | 4.200% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 17500 | &nbsp;&nbsp;&nbsp;&nbsp; 12679 |
| &nbsp;&nbsp;&nbsp;Prologis LP | 5.625% | &nbsp;&nbsp;&nbsp;&nbsp; 5/4/40 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 4620 | &nbsp;&nbsp;&nbsp;&nbsp; 5883 |
| &nbsp;&nbsp;&nbsp;Public Storage Operating Co. | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 9/9/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3241 | &nbsp;&nbsp;&nbsp;&nbsp; 3188 |
| &nbsp;&nbsp;&nbsp;Public Storage Operating Co. | 0.875% | &nbsp;&nbsp;&nbsp;&nbsp; 1/24/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3376 | &nbsp;&nbsp;&nbsp;&nbsp; 3219 |
| &nbsp;&nbsp;&nbsp;Realty Income Corp. | 1.875% | &nbsp;&nbsp;&nbsp;&nbsp; 1/14/27 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 624 | &nbsp;&nbsp;&nbsp;&nbsp; 790 |
| &nbsp;&nbsp;&nbsp;Realty Income Corp. | 1.125% | &nbsp;&nbsp;&nbsp;&nbsp; 7/13/27 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 5938 | &nbsp;&nbsp;&nbsp;&nbsp; 7300 |
| &nbsp;&nbsp;&nbsp;Realty Income Corp. | 4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 7/6/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1769 | &nbsp;&nbsp;&nbsp;&nbsp; 2152 |
| &nbsp;&nbsp;&nbsp;Realty Income Corp. | 5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 12/5/31 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 3077 | &nbsp;&nbsp;&nbsp;&nbsp; 4171 |
| &nbsp;&nbsp;&nbsp;Realty Income Corp. | 1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 7/13/33 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 4043 | &nbsp;&nbsp;&nbsp;&nbsp; 4069 |
| &nbsp;&nbsp;&nbsp;Realty Income Corp. | 5.125% | &nbsp;&nbsp;&nbsp;&nbsp; 7/6/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6000 | &nbsp;&nbsp;&nbsp;&nbsp; 7435 |
| &nbsp;&nbsp;&nbsp;Realty Income Corp. | 6.000% | &nbsp;&nbsp;&nbsp;&nbsp; 12/5/39 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 4614 | &nbsp;&nbsp;&nbsp;&nbsp; 6027 |
| &nbsp;&nbsp;&nbsp;Realty Income Corp. | 2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 1/14/42 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 946 | &nbsp;&nbsp;&nbsp;&nbsp; 784 |
| &nbsp;&nbsp;&nbsp;Revvity Inc. | 1.875% | &nbsp;&nbsp;&nbsp;&nbsp; 7/19/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2323 | &nbsp;&nbsp;&nbsp;&nbsp; 2602 |
| &nbsp;&nbsp;&nbsp;Roche Finance Europe BV | 3.564% | &nbsp;&nbsp;&nbsp;&nbsp; 5/3/44 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3000 | &nbsp;&nbsp;&nbsp;&nbsp; 3284 |
| &nbsp;&nbsp;&nbsp;Roche Kapitalmarkt AG | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/23/32 | &nbsp;&nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 6607 |
| &nbsp;&nbsp;&nbsp;Roche Kapitalmarkt AG | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/25/37 | &nbsp;&nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp; 4000 | &nbsp;&nbsp;&nbsp;&nbsp; 4837 |
| &nbsp;&nbsp;&nbsp;RTX Corp. | 2.150% | &nbsp;&nbsp;&nbsp;&nbsp; 5/18/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6316 | &nbsp;&nbsp;&nbsp;&nbsp; 6833 |
| &nbsp;&nbsp;&nbsp;Sanofi SA | 1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 9/10/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 13400 | &nbsp;&nbsp;&nbsp;&nbsp; 15063 |
| &nbsp;&nbsp;&nbsp;Sanofi SA | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 1/13/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 400 | &nbsp;&nbsp;&nbsp;&nbsp; 440 |
| &nbsp;&nbsp;&nbsp;Sanofi SA | 1.125% | &nbsp;&nbsp;&nbsp;&nbsp; 4/5/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5200 | &nbsp;&nbsp;&nbsp;&nbsp; 5693 |
| &nbsp;&nbsp;&nbsp;Sanofi SA | 0.875% | &nbsp;&nbsp;&nbsp;&nbsp; 3/21/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5318 |
| &nbsp;&nbsp;&nbsp;Sanofi SA | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7600 | &nbsp;&nbsp;&nbsp;&nbsp; 8176 |
| &nbsp;&nbsp;&nbsp;Sanofi SA | 1.875% | &nbsp;&nbsp;&nbsp;&nbsp; 3/21/38 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3500 | &nbsp;&nbsp;&nbsp;&nbsp; 3361 |
| &nbsp;&nbsp;&nbsp;Schlumberger Finance BV | 0.250% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5087 | &nbsp;&nbsp;&nbsp;&nbsp; 5465 |
| &nbsp;&nbsp;&nbsp;Schlumberger Finance BV | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5087 | &nbsp;&nbsp;&nbsp;&nbsp; 4857 |
| &nbsp;&nbsp;&nbsp;Schlumberger Finance BV | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/6/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3019 | &nbsp;&nbsp;&nbsp;&nbsp; 3138 |
| &nbsp;&nbsp;&nbsp;Schneider Electric SE | 1.375% | &nbsp;&nbsp;&nbsp;&nbsp; 6/21/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2200 | &nbsp;&nbsp;&nbsp;&nbsp; 2439 |
| &nbsp;&nbsp;&nbsp;Schneider Electric SE | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5600 | &nbsp;&nbsp;&nbsp;&nbsp; 6199 |
| &nbsp;&nbsp;&nbsp;Schneider Electric SE | 0.250% | &nbsp;&nbsp;&nbsp;&nbsp; 3/11/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4600 | &nbsp;&nbsp;&nbsp;&nbsp; 4779 |
| &nbsp;&nbsp;&nbsp;Schneider Electric SE | 3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 4/13/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5726 |
| &nbsp;&nbsp;&nbsp;Schneider Electric SE | 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 10/10/35 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5578 |
| &nbsp;&nbsp;&nbsp;Schneider Electric SE | 3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 9/3/36 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5610 |
| &nbsp;&nbsp;&nbsp;Signify NV | 2.375% | &nbsp;&nbsp;&nbsp;&nbsp; 5/11/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3450 | &nbsp;&nbsp;&nbsp;&nbsp; 3861 |
| &nbsp;&nbsp;&nbsp;Simon International Finance SCA | 1.125% | &nbsp;&nbsp;&nbsp;&nbsp; 3/19/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2821 | &nbsp;&nbsp;&nbsp;&nbsp; 2687 |
| &nbsp;&nbsp;&nbsp;Southern Co. | 1.875% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/81 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4624 | &nbsp;&nbsp;&nbsp;&nbsp; 4937 |
| &nbsp;&nbsp;&nbsp;Southern Power Co. | 1.850% | &nbsp;&nbsp;&nbsp;&nbsp; 6/20/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5471 | &nbsp;&nbsp;&nbsp;&nbsp; 6162 |
| &nbsp;&nbsp;&nbsp;Stellantis NV | 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4600 | &nbsp;&nbsp;&nbsp;&nbsp; 5217 |
| &nbsp;&nbsp;&nbsp;Stellantis NV | 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 7/7/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 9077 | &nbsp;&nbsp;&nbsp;&nbsp; 10684 |
| &nbsp;&nbsp;&nbsp;Stellantis NV | 0.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/18/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp;&nbsp; 2063 |
| &nbsp;&nbsp;&nbsp;Stellantis NV | 4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 3/14/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5855 |
| &nbsp;&nbsp;&nbsp;Stellantis NV | 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/16/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10100 | &nbsp;&nbsp;&nbsp;&nbsp; 11611 |

---

------

Total International Bond Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;&nbsp;&nbsp;Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| &nbsp;&nbsp;&nbsp;Stellantis NV | 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3500 | &nbsp;&nbsp;&nbsp;&nbsp; 3630 |
| &nbsp;&nbsp;&nbsp;Stellantis NV | 1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/20/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 9448 | &nbsp;&nbsp;&nbsp;&nbsp; 8510 |
| &nbsp;&nbsp;&nbsp;Stryker Corp. | 2.125% | &nbsp;&nbsp;&nbsp;&nbsp; 11/30/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3943 | &nbsp;&nbsp;&nbsp;&nbsp; 4412 |
| &nbsp;&nbsp;&nbsp;Stryker Corp. | 3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 12/11/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4477 | &nbsp;&nbsp;&nbsp;&nbsp; 5175 |
| &nbsp;&nbsp;&nbsp;Stryker Corp. | 0.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4600 | &nbsp;&nbsp;&nbsp;&nbsp; 4828 |
| &nbsp;&nbsp;&nbsp;Stryker Corp. | 2.625% | &nbsp;&nbsp;&nbsp;&nbsp; 11/30/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2052 | &nbsp;&nbsp;&nbsp;&nbsp; 2276 |
| &nbsp;&nbsp;&nbsp;Stryker Corp. | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 12/3/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5635 | &nbsp;&nbsp;&nbsp;&nbsp; 5564 |
| &nbsp;&nbsp;&nbsp;Stryker Corp. | 3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 9/11/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3500 | &nbsp;&nbsp;&nbsp;&nbsp; 3971 |
| &nbsp;&nbsp;&nbsp;Stryker Corp. | 3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 9/11/36 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3500 | &nbsp;&nbsp;&nbsp;&nbsp; 3897 |
| &nbsp;&nbsp;&nbsp;Swiss Re Finance UK plc | 2.714% | &nbsp;&nbsp;&nbsp;&nbsp; 6/4/52 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2300 | &nbsp;&nbsp;&nbsp;&nbsp; 2393 |
| &nbsp;&nbsp;&nbsp;Thermo Fisher Scientific Finance I BV | 0.800% | &nbsp;&nbsp;&nbsp;&nbsp; 10/18/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2122 | &nbsp;&nbsp;&nbsp;&nbsp; 2153 |
| &nbsp;&nbsp;&nbsp;Thermo Fisher Scientific Finance I BV | 1.125% | &nbsp;&nbsp;&nbsp;&nbsp; 10/18/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7693 | &nbsp;&nbsp;&nbsp;&nbsp; 7337 |
| &nbsp;&nbsp;&nbsp;Thermo Fisher Scientific Finance I BV | 1.625% | &nbsp;&nbsp;&nbsp;&nbsp; 10/18/41 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4753 | &nbsp;&nbsp;&nbsp;&nbsp; 3833 |
| &nbsp;&nbsp;&nbsp;Thermo Fisher Scientific Finance I BV | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/18/51 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 3653 |
| &nbsp;&nbsp;&nbsp;Thermo Fisher Scientific Inc. | 1.450% | &nbsp;&nbsp;&nbsp;&nbsp; 3/16/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1500 | &nbsp;&nbsp;&nbsp;&nbsp; 1669 |
| &nbsp;&nbsp;&nbsp;Thermo Fisher Scientific Inc. | 1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1545 | &nbsp;&nbsp;&nbsp;&nbsp; 1729 |
| &nbsp;&nbsp;&nbsp;Thermo Fisher Scientific Inc. | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6201 | &nbsp;&nbsp;&nbsp;&nbsp; 6637 |
| &nbsp;&nbsp;&nbsp;Thermo Fisher Scientific Inc. | 1.375% | &nbsp;&nbsp;&nbsp;&nbsp; 9/12/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 448 | &nbsp;&nbsp;&nbsp;&nbsp; 487 |
| &nbsp;&nbsp;&nbsp;Thermo Fisher Scientific Inc. | 1.950% | &nbsp;&nbsp;&nbsp;&nbsp; 7/24/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5490 |
| &nbsp;&nbsp;&nbsp;Thermo Fisher Scientific Inc. | 0.875% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 9000 | &nbsp;&nbsp;&nbsp;&nbsp; 8926 |
| &nbsp;&nbsp;&nbsp;Thermo Fisher Scientific Inc. | 3.650% | &nbsp;&nbsp;&nbsp;&nbsp; 11/21/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2800 | &nbsp;&nbsp;&nbsp;&nbsp; 3241 |
| &nbsp;&nbsp;&nbsp;Thermo Fisher Scientific Inc. | 2.875% | &nbsp;&nbsp;&nbsp;&nbsp; 7/24/37 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3333 | &nbsp;&nbsp;&nbsp;&nbsp; 3499 |
| &nbsp;&nbsp;&nbsp;Thermo Fisher Scientific Inc. | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/39 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2094 | &nbsp;&nbsp;&nbsp;&nbsp; 1741 |
| &nbsp;&nbsp;&nbsp;Thermo Fisher Scientific Inc. | 1.875% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4581 | &nbsp;&nbsp;&nbsp;&nbsp; 3348 |
| &nbsp;&nbsp;&nbsp;Time Warner Cable LLC | 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 3037 | &nbsp;&nbsp;&nbsp;&nbsp; 3290 |
| &nbsp;&nbsp;&nbsp;T-Mobile USA Inc. | 3.550% | &nbsp;&nbsp;&nbsp;&nbsp; 5/8/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7100 | &nbsp;&nbsp;&nbsp;&nbsp; 8251 |
| &nbsp;&nbsp;&nbsp;T-Mobile USA Inc. | 3.150% | &nbsp;&nbsp;&nbsp;&nbsp; 2/11/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5561 |
| &nbsp;&nbsp;&nbsp;T-Mobile USA Inc. | 3.700% | &nbsp;&nbsp;&nbsp;&nbsp; 5/8/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4000 | &nbsp;&nbsp;&nbsp;&nbsp; 4612 |
| &nbsp;&nbsp;&nbsp;T-Mobile USA Inc. | 3.850% | &nbsp;&nbsp;&nbsp;&nbsp; 5/8/36 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5645 |
| &nbsp;&nbsp;&nbsp;T-Mobile USA Inc. | 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 2/11/37 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3000 | &nbsp;&nbsp;&nbsp;&nbsp; 3243 |
| &nbsp;&nbsp;&nbsp;T-Mobile USA Inc. | 3.800% | &nbsp;&nbsp;&nbsp;&nbsp; 2/11/45 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3000 | &nbsp;&nbsp;&nbsp;&nbsp; 3116 |
| &nbsp;&nbsp;&nbsp;Toyota Motor Credit Corp. | 0.750% | &nbsp;&nbsp;&nbsp;&nbsp; 11/19/26 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 3724 | &nbsp;&nbsp;&nbsp;&nbsp; 4662 |
| &nbsp;&nbsp;&nbsp;Toyota Motor Credit Corp. | 0.125% | &nbsp;&nbsp;&nbsp;&nbsp; 11/5/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7448 | &nbsp;&nbsp;&nbsp;&nbsp; 7952 |
| &nbsp;&nbsp;&nbsp;Toyota Motor Credit Corp. | 4.050% | &nbsp;&nbsp;&nbsp;&nbsp; 9/13/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5200 | &nbsp;&nbsp;&nbsp;&nbsp; 6149 |
| &nbsp;&nbsp;&nbsp;Toyota Motor Credit Corp. | 3.850% | &nbsp;&nbsp;&nbsp;&nbsp; 7/24/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp;&nbsp; 2347 |
| &nbsp;&nbsp;&nbsp;Toyota Motor Credit Corp. | 3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7500 | &nbsp;&nbsp;&nbsp;&nbsp; 8685 |
| &nbsp;&nbsp;&nbsp;Trillium Windpower LP | 5.803% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 610 | &nbsp;&nbsp;&nbsp;&nbsp; 459 |
| &nbsp;&nbsp;&nbsp;Tyco Electronics Group SA | 0.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/16/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4644 | &nbsp;&nbsp;&nbsp;&nbsp; 4759 |
| &nbsp;&nbsp;&nbsp;United Parcel Service Inc. | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5350 |
| &nbsp;&nbsp;&nbsp;Upjohn Finance BV | 1.362% | &nbsp;&nbsp;&nbsp;&nbsp; 6/23/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4090 | &nbsp;&nbsp;&nbsp;&nbsp; 4489 |
| &nbsp;&nbsp;&nbsp;Upjohn Finance BV | 1.908% | &nbsp;&nbsp;&nbsp;&nbsp; 6/23/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4590 | &nbsp;&nbsp;&nbsp;&nbsp; 4446 |
| &nbsp;&nbsp;&nbsp;Utah Acquisition Sub Inc. | 3.125% | &nbsp;&nbsp;&nbsp;&nbsp; 11/22/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3147 | &nbsp;&nbsp;&nbsp;&nbsp; 3544 |
| &nbsp;&nbsp;&nbsp;Ventas Canada Finance Ltd. | 2.450% | &nbsp;&nbsp;&nbsp;&nbsp; 1/4/27 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1200 | &nbsp;&nbsp;&nbsp;&nbsp; 857 |
| &nbsp;&nbsp;&nbsp;Ventas Canada Finance Ltd. | 5.100% | &nbsp;&nbsp;&nbsp;&nbsp; 3/5/29 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2669 | &nbsp;&nbsp;&nbsp;&nbsp; 2022 |
| &nbsp;&nbsp;&nbsp;Verizon Communications Inc. | 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 8/17/27 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 6420 | &nbsp;&nbsp;&nbsp;&nbsp; 4136 |
| &nbsp;&nbsp;&nbsp;Verizon Communications Inc. | 2.375% | &nbsp;&nbsp;&nbsp;&nbsp; 3/22/28 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 7693 | &nbsp;&nbsp;&nbsp;&nbsp; 5449 |
| &nbsp;&nbsp;&nbsp;Verizon Communications Inc. | 2.350% | &nbsp;&nbsp;&nbsp;&nbsp; 3/23/28 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 2800 | &nbsp;&nbsp;&nbsp;&nbsp; 1696 |
| &nbsp;&nbsp;&nbsp;Verizon Communications Inc. | 1.125% | &nbsp;&nbsp;&nbsp;&nbsp; 11/3/28 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 4685 | &nbsp;&nbsp;&nbsp;&nbsp; 5543 |
| &nbsp;&nbsp;&nbsp;Verizon Communications Inc. | 0.375% | &nbsp;&nbsp;&nbsp;&nbsp; 3/22/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7917 | &nbsp;&nbsp;&nbsp;&nbsp; 8170 |
| &nbsp;&nbsp;&nbsp;Verizon Communications Inc. | 1.875% | &nbsp;&nbsp;&nbsp;&nbsp; 10/26/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1718 | &nbsp;&nbsp;&nbsp;&nbsp; 1863 |
| &nbsp;&nbsp;&nbsp;Verizon Communications Inc. | 1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 4/8/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5787 | &nbsp;&nbsp;&nbsp;&nbsp; 6036 |
| &nbsp;&nbsp;&nbsp;Verizon Communications Inc. | 1.875% | &nbsp;&nbsp;&nbsp;&nbsp; 9/19/30 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 778 | &nbsp;&nbsp;&nbsp;&nbsp; 888 |
| &nbsp;&nbsp;&nbsp;Verizon Communications Inc. | 2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/8/31 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 1345 | &nbsp;&nbsp;&nbsp;&nbsp; 1561 |
| &nbsp;&nbsp;&nbsp;Verizon Communications Inc. | 2.625% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3509 | &nbsp;&nbsp;&nbsp;&nbsp; 3836 |
| &nbsp;&nbsp;&nbsp;Verizon Communications Inc. | 0.875% | &nbsp;&nbsp;&nbsp;&nbsp; 3/19/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3724 | &nbsp;&nbsp;&nbsp;&nbsp; 3590 |
| &nbsp;&nbsp;&nbsp;Verizon Communications Inc. | 0.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/22/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3902 | &nbsp;&nbsp;&nbsp;&nbsp; 3718 |
| &nbsp;&nbsp;&nbsp;Verizon Communications Inc. | 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/28/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3700 | &nbsp;&nbsp;&nbsp;&nbsp; 4213 |
| &nbsp;&nbsp;&nbsp;Verizon Communications Inc. | 1.300% | &nbsp;&nbsp;&nbsp;&nbsp; 5/18/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1796 | &nbsp;&nbsp;&nbsp;&nbsp; 1724 |
| &nbsp;&nbsp;&nbsp;Verizon Communications Inc. | 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 10/31/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 12167 | &nbsp;&nbsp;&nbsp;&nbsp; 14933 |
| &nbsp;&nbsp;&nbsp;Verizon Communications Inc. | 1.125% | &nbsp;&nbsp;&nbsp;&nbsp; 9/19/35 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5904 | &nbsp;&nbsp;&nbsp;&nbsp; 5196 |
| &nbsp;&nbsp;&nbsp;Verizon Communications Inc. | 3.125% | &nbsp;&nbsp;&nbsp;&nbsp; 11/2/35 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 2671 | &nbsp;&nbsp;&nbsp;&nbsp; 2869 |
| &nbsp;&nbsp;&nbsp;Verizon Communications Inc. | 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 2/28/36 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 8900 | &nbsp;&nbsp;&nbsp;&nbsp; 9979 |
| &nbsp;&nbsp;&nbsp;Verizon Communications Inc. | 3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 10/27/36 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 6524 | &nbsp;&nbsp;&nbsp;&nbsp; 7005 |
| &nbsp;&nbsp;&nbsp;Verizon Communications Inc. | 2.875% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5515 | &nbsp;&nbsp;&nbsp;&nbsp; 5555 |
| &nbsp;&nbsp;&nbsp;Verizon Communications Inc. | 1.875% | &nbsp;&nbsp;&nbsp;&nbsp; 11/3/38 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 4194 | &nbsp;&nbsp;&nbsp;&nbsp; 3585 |
| &nbsp;&nbsp;&nbsp;Verizon Communications Inc. | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 9/19/39 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1155 | &nbsp;&nbsp;&nbsp;&nbsp; 955 |
| &nbsp;&nbsp;&nbsp;Verizon Communications Inc. | 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 11/4/39 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 600 | &nbsp;&nbsp;&nbsp;&nbsp; 283 |
| &nbsp;&nbsp;&nbsp;Verizon Communications Inc. | 1.850% | &nbsp;&nbsp;&nbsp;&nbsp; 5/18/40 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1504 | &nbsp;&nbsp;&nbsp;&nbsp; 1276 |
| &nbsp;&nbsp;&nbsp;Verizon Communications Inc. | 3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 5/16/50 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2300 | &nbsp;&nbsp;&nbsp;&nbsp; 1317 |
| &nbsp;&nbsp;&nbsp;Visa Inc. | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 9300 | &nbsp;&nbsp;&nbsp;&nbsp; 10440 |

---

------

Total International Bond Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;&nbsp;&nbsp;Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| &nbsp;&nbsp;&nbsp;Visa Inc. | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7700 | &nbsp;&nbsp;&nbsp;&nbsp; 8510 |
| &nbsp;&nbsp;&nbsp;Visa Inc. | 2.375% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2500 | &nbsp;&nbsp;&nbsp;&nbsp; 2662 |
| &nbsp;&nbsp;&nbsp;Wabtec Transportation Netherlands BV | 1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 12/3/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2093 | &nbsp;&nbsp;&nbsp;&nbsp; 2284 |
| &nbsp;&nbsp;&nbsp;Walmart Inc. | 4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 9/21/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5498 | &nbsp;&nbsp;&nbsp;&nbsp; 6809 |
| &nbsp;&nbsp;&nbsp;Walmart Inc. | 5.625% | &nbsp;&nbsp;&nbsp;&nbsp; 3/27/34 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 6590 | &nbsp;&nbsp;&nbsp;&nbsp; 9274 |
| &nbsp;&nbsp;&nbsp;Walt Disney Co. | 3.057% | &nbsp;&nbsp;&nbsp;&nbsp; 3/30/27 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 7225 | &nbsp;&nbsp;&nbsp;&nbsp; 5236 |
| &nbsp;&nbsp;&nbsp;Warnermedia Holdings Inc. | 4.302% | &nbsp;&nbsp;&nbsp;&nbsp; 1/17/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4820 | &nbsp;&nbsp;&nbsp;&nbsp; 5441 |
| &nbsp;&nbsp;&nbsp;Warnermedia Holdings Inc. | 4.693% | &nbsp;&nbsp;&nbsp;&nbsp; 5/17/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2500 | &nbsp;&nbsp;&nbsp;&nbsp; 2719 |
| &nbsp;&nbsp;&nbsp;Waste Management of Canada Corp. | 2.600% | &nbsp;&nbsp;&nbsp;&nbsp; 9/23/26 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1903 | &nbsp;&nbsp;&nbsp;&nbsp; 1371 |
| &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | 2.975% | &nbsp;&nbsp;&nbsp;&nbsp; 5/19/26 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2652 | &nbsp;&nbsp;&nbsp;&nbsp; 1919 |
| &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | 1.375% | &nbsp;&nbsp;&nbsp;&nbsp; 10/26/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6798 | &nbsp;&nbsp;&nbsp;&nbsp; 7579 |
| &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/2/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 12065 | &nbsp;&nbsp;&nbsp;&nbsp; 13277 |
| &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | 2.493% | &nbsp;&nbsp;&nbsp;&nbsp; 2/18/27 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 9099 | &nbsp;&nbsp;&nbsp;&nbsp; 6519 |
| &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/24/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10275 | &nbsp;&nbsp;&nbsp;&nbsp; 11368 |
| &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | 3.473% | &nbsp;&nbsp;&nbsp;&nbsp; 4/26/28 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 3700 | &nbsp;&nbsp;&nbsp;&nbsp; 4804 |
| &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | 5.083% | &nbsp;&nbsp;&nbsp;&nbsp; 4/26/28 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 5065 | &nbsp;&nbsp;&nbsp;&nbsp; 3797 |
| &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 9/12/29 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 2175 | &nbsp;&nbsp;&nbsp;&nbsp; 2749 |
| &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | 1.741% | &nbsp;&nbsp;&nbsp;&nbsp; 5/4/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5087 | &nbsp;&nbsp;&nbsp;&nbsp; 5460 |
| &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | 2.125% | &nbsp;&nbsp;&nbsp;&nbsp; 9/24/31 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 10000 | &nbsp;&nbsp;&nbsp;&nbsp; 11270 |
| &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | 4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 11/2/35 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 1263 | &nbsp;&nbsp;&nbsp;&nbsp; 1550 |
| &nbsp;&nbsp;&nbsp;Welltower OP LLC | 4.800% | &nbsp;&nbsp;&nbsp;&nbsp; 11/20/28 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 6225 | &nbsp;&nbsp;&nbsp;&nbsp; 8275 |
| &nbsp;&nbsp;&nbsp;Welltower OP LLC | 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 1934 | &nbsp;&nbsp;&nbsp;&nbsp; 2353 |
| &nbsp;&nbsp;&nbsp;Westlake Corp. | 1.625% | &nbsp;&nbsp;&nbsp;&nbsp; 7/17/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1900 | &nbsp;&nbsp;&nbsp;&nbsp; 2019 |
| &nbsp;&nbsp;&nbsp;Whirlpool Finance Luxembourg Sarl | 1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 11/2/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5471 | &nbsp;&nbsp;&nbsp;&nbsp; 6036 |
| &nbsp;&nbsp;&nbsp;Whirlpool Finance Luxembourg Sarl | 1.100% | &nbsp;&nbsp;&nbsp;&nbsp; 11/9/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1875 | &nbsp;&nbsp;&nbsp;&nbsp; 2001 |
| &nbsp;&nbsp;&nbsp;WP Carey Inc. | 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 7/23/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2240 | &nbsp;&nbsp;&nbsp;&nbsp; 2607 |
| &nbsp;&nbsp;&nbsp;WP Carey Inc. | 3.700% | &nbsp;&nbsp;&nbsp;&nbsp; 11/19/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3262 | &nbsp;&nbsp;&nbsp;&nbsp; 3566 |
| &nbsp;&nbsp;&nbsp;WPC Eurobond BV | 2.125% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4195 | &nbsp;&nbsp;&nbsp;&nbsp; 4696 |
| &nbsp;&nbsp;&nbsp;WPC Eurobond BV | 1.350% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2539 | &nbsp;&nbsp;&nbsp;&nbsp; 2748 |
| &nbsp;&nbsp;&nbsp;WPC Eurobond BV | 0.950% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1876 | &nbsp;&nbsp;&nbsp;&nbsp; 1889 |
| &nbsp;&nbsp;&nbsp;Zimmer Biomet Holdings Inc. | 3.518% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6900 | &nbsp;&nbsp;&nbsp;&nbsp; 7789 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **3097363** |
| **Total Corporate Bonds (Cost $21,285,833)** | **Total Corporate Bonds (Cost $21,285,833)** | **Total Corporate Bonds (Cost $21,285,833)** |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**21446201** |
| **Sovereign Bonds (76.6%)** | **Sovereign Bonds (76.6%)** | **Sovereign Bonds (76.6%)** |  |  |  |
| **Australia (2.7%)** | **Australia (2.7%)** | **Australia (2.7%)** |  |  |  |
| &nbsp;&nbsp;&nbsp;Australian Capital Territory | 2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/21/26 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 1010 | &nbsp;&nbsp;&nbsp;&nbsp; 640 |
| &nbsp;&nbsp;&nbsp;Australian Capital Territory | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/18/28 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 290 | &nbsp;&nbsp;&nbsp;&nbsp; 183 |
| &nbsp;&nbsp;&nbsp;Australian Capital Territory | 2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/22/29 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 5100 | &nbsp;&nbsp;&nbsp;&nbsp; 3080 |
| &nbsp;&nbsp;&nbsp;Australian Capital Territory | 1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 5/17/30 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 1110 | &nbsp;&nbsp;&nbsp;&nbsp; 638 |
| &nbsp;&nbsp;&nbsp;Australian Capital Territory | 1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 10/23/31 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 440 | &nbsp;&nbsp;&nbsp;&nbsp; 242 |
| &nbsp;&nbsp;&nbsp;Australian Capital Territory | 2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 10/22/32 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 13010 | &nbsp;&nbsp;&nbsp;&nbsp; 7281 |
| &nbsp;&nbsp;&nbsp;Australian Capital Territory | 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 10/23/34 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 10000 | &nbsp;&nbsp;&nbsp;&nbsp; 6203 |
| &nbsp;&nbsp;&nbsp;Australian Capital Territory | 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 10/23/36 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 13000 | &nbsp;&nbsp;&nbsp;&nbsp; 8413 |
| &nbsp;&nbsp;&nbsp;Commonwealth of Australia | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 9/21/26 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 161297 | &nbsp;&nbsp;&nbsp;&nbsp; 99401 |
| &nbsp;&nbsp;&nbsp;Commonwealth of Australia | 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 4/21/27 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 120892 | &nbsp;&nbsp;&nbsp;&nbsp; 79612 |
| &nbsp;&nbsp;&nbsp;Commonwealth of Australia | 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 11/21/27 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 71570 | &nbsp;&nbsp;&nbsp;&nbsp; 45253 |
| &nbsp;&nbsp;&nbsp;Commonwealth of Australia | 2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/21/28 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 147029 | &nbsp;&nbsp;&nbsp;&nbsp; 91347 |
| &nbsp;&nbsp;&nbsp;Commonwealth of Australia | 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 11/21/28 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 163083 | &nbsp;&nbsp;&nbsp;&nbsp; 102385 |
| &nbsp;&nbsp;&nbsp;Commonwealth of Australia | 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 4/21/29 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 137331 | &nbsp;&nbsp;&nbsp;&nbsp; 87530 |
| &nbsp;&nbsp;&nbsp;Commonwealth of Australia | 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 11/21/29 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 183635 | &nbsp;&nbsp;&nbsp;&nbsp; 114128 |
| &nbsp;&nbsp;&nbsp;Commonwealth of Australia | 2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/21/30 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 152075 | &nbsp;&nbsp;&nbsp;&nbsp; 92764 |
| &nbsp;&nbsp;&nbsp;Commonwealth of Australia | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 12/21/30 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 174721 | &nbsp;&nbsp;&nbsp;&nbsp; 96940 |
| &nbsp;&nbsp;&nbsp;Commonwealth of Australia | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/21/31 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 167648 | &nbsp;&nbsp;&nbsp;&nbsp; 94351 |
| &nbsp;&nbsp;&nbsp;Commonwealth of Australia | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 11/21/31 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 163115 | &nbsp;&nbsp;&nbsp;&nbsp; 87590 |
| &nbsp;&nbsp;&nbsp;Commonwealth of Australia | 1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/21/32 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 138342 | &nbsp;&nbsp;&nbsp;&nbsp; 74316 |
| &nbsp;&nbsp;&nbsp;Commonwealth of Australia | 1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 11/21/32 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 115401 | &nbsp;&nbsp;&nbsp;&nbsp; 63347 |
| &nbsp;&nbsp;&nbsp;Commonwealth of Australia | 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/21/33 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 108520 | &nbsp;&nbsp;&nbsp;&nbsp; 71977 |
| &nbsp;&nbsp;&nbsp;Commonwealth of Australia | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 11/21/33 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 32580 | &nbsp;&nbsp;&nbsp;&nbsp; 19281 |
| &nbsp;&nbsp;&nbsp;Commonwealth of Australia | 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 5/21/34 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 83000 | &nbsp;&nbsp;&nbsp;&nbsp; 51780 |
| &nbsp;&nbsp;&nbsp;Commonwealth of Australia | 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/21/34 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 25000 | &nbsp;&nbsp;&nbsp;&nbsp; 16197 |
| &nbsp;&nbsp;&nbsp;Commonwealth of Australia | 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 12/21/34 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 80000 | &nbsp;&nbsp;&nbsp;&nbsp; 48640 |
| &nbsp;&nbsp;&nbsp;Commonwealth of Australia | 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 6/21/35 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 73547 | &nbsp;&nbsp;&nbsp;&nbsp; 41531 |
| &nbsp;&nbsp;&nbsp;Commonwealth of Australia | 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 12/21/35 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 29000 | &nbsp;&nbsp;&nbsp;&nbsp; 18644 |
| &nbsp;&nbsp;&nbsp;Commonwealth of Australia | 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 3/21/36 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 60000 | &nbsp;&nbsp;&nbsp;&nbsp; 38525 |
| &nbsp;&nbsp;&nbsp;Commonwealth of Australia | 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 4/21/37 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 60769 | &nbsp;&nbsp;&nbsp;&nbsp; 36942 |
| &nbsp;&nbsp;&nbsp;Commonwealth of Australia | 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/21/39 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 37313 | &nbsp;&nbsp;&nbsp;&nbsp; 20960 |
| &nbsp;&nbsp;&nbsp;Commonwealth of Australia | 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 5/21/41 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 50029 | &nbsp;&nbsp;&nbsp;&nbsp; 25518 |
| &nbsp;&nbsp;&nbsp;Commonwealth of Australia | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/21/47 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 46184 | &nbsp;&nbsp;&nbsp;&nbsp; 22588 |

---

------

Total International Bond Index Fund

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;&nbsp;&nbsp;Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Commonwealth of Australia | 1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 6/21/51 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 79849 | &nbsp;&nbsp;&nbsp;&nbsp; 27718 |
|  | &nbsp;&nbsp;&nbsp;Commonwealth of Australia | 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 6/21/54 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 32000 | &nbsp;&nbsp;&nbsp;&nbsp; 20182 |
|  | &nbsp;&nbsp;&nbsp;Housing Australia | 2.380% | &nbsp;&nbsp;&nbsp;&nbsp; 3/28/29 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 1485 | &nbsp;&nbsp;&nbsp;&nbsp; 907 |
|  | &nbsp;&nbsp;&nbsp;Housing Australia | 1.410% | &nbsp;&nbsp;&nbsp;&nbsp; 6/29/32 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 15020 | &nbsp;&nbsp;&nbsp;&nbsp; 7925 |
|  | &nbsp;&nbsp;&nbsp;Housing Australia | 2.335% | &nbsp;&nbsp;&nbsp;&nbsp; 6/30/36 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 3735 | &nbsp;&nbsp;&nbsp;&nbsp; 1896 |
|  | &nbsp;&nbsp;&nbsp;New South Wales Treasury Corp. | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/20/26 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 4899 | &nbsp;&nbsp;&nbsp;&nbsp; 3155 |
|  | &nbsp;&nbsp;&nbsp;New South Wales Treasury Corp. | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/20/27 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 76841 | &nbsp;&nbsp;&nbsp;&nbsp; 48820 |
|  | &nbsp;&nbsp;&nbsp;New South Wales Treasury Corp. | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/20/28 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 74075 | &nbsp;&nbsp;&nbsp;&nbsp; 46784 |
|  | &nbsp;&nbsp;&nbsp;New South Wales Treasury Corp. | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 20206 | &nbsp;&nbsp;&nbsp;&nbsp; 12700 |
|  | &nbsp;&nbsp;&nbsp;New South Wales Treasury Corp. | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/20/29 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 11737 | &nbsp;&nbsp;&nbsp;&nbsp; 7330 |
|  | &nbsp;&nbsp;&nbsp;New South Wales Treasury Corp. | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/20/30 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 58558 | &nbsp;&nbsp;&nbsp;&nbsp; 36084 |
|  | &nbsp;&nbsp;&nbsp;New South Wales Treasury Corp. | 1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 11/20/30 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 7484 | &nbsp;&nbsp;&nbsp;&nbsp; 4149 |
|  | &nbsp;&nbsp;&nbsp;New South Wales Treasury Corp. | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/20/31 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 21309 | &nbsp;&nbsp;&nbsp;&nbsp; 12158 |
|  | &nbsp;&nbsp;&nbsp;New South Wales Treasury Corp. | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 2/20/32 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 56169 | &nbsp;&nbsp;&nbsp;&nbsp; 29974 |
|  | &nbsp;&nbsp;&nbsp;New South Wales Treasury Corp. | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/8/33 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 84288 | &nbsp;&nbsp;&nbsp;&nbsp; 44945 |
|  | &nbsp;&nbsp;&nbsp;New South Wales Treasury Corp. | 1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/20/34 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 66500 | &nbsp;&nbsp;&nbsp;&nbsp; 33342 |
|  | &nbsp;&nbsp;&nbsp;New South Wales Treasury Corp. | 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/20/34 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 422 | &nbsp;&nbsp;&nbsp;&nbsp; 247 |
|  | &nbsp;&nbsp;&nbsp;New South Wales Treasury Corp. | 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 2/20/35 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 57000 | &nbsp;&nbsp;&nbsp;&nbsp; 36228 |
|  | &nbsp;&nbsp;&nbsp;New South Wales Treasury Corp. | 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 2/20/36 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 27000 | &nbsp;&nbsp;&nbsp;&nbsp; 16234 |
|  | &nbsp;&nbsp;&nbsp;New South Wales Treasury Corp. | 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 2/20/37 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 17000 | &nbsp;&nbsp;&nbsp;&nbsp; 10514 |
|  | &nbsp;&nbsp;&nbsp;New South Wales Treasury Corp. | 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 11/20/37 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 13742 | &nbsp;&nbsp;&nbsp;&nbsp; 7452 |
|  | &nbsp;&nbsp;&nbsp;New South Wales Treasury Corp. | 2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 11/20/40 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 11397 | &nbsp;&nbsp;&nbsp;&nbsp; 4941 |
|  | &nbsp;&nbsp;&nbsp;New South Wales Treasury Corp. | 2.450% | &nbsp;&nbsp;&nbsp;&nbsp; 8/24/50 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 261 | &nbsp;&nbsp;&nbsp;&nbsp; 96 |
|  | &nbsp;&nbsp;&nbsp;Northern Territory Treasury Corp. | 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 4/21/27 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 15200 | &nbsp;&nbsp;&nbsp;&nbsp; 9597 |
|  | &nbsp;&nbsp;&nbsp;Northern Territory Treasury Corp. | 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/21/28 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 800 | &nbsp;&nbsp;&nbsp;&nbsp; 510 |
|  | &nbsp;&nbsp;&nbsp;Northern Territory Treasury Corp. | 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/21/30 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 2300 | &nbsp;&nbsp;&nbsp;&nbsp; 1433 |
|  | &nbsp;&nbsp;&nbsp;Northern Territory Treasury Corp. | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/21/31 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 4100 | &nbsp;&nbsp;&nbsp;&nbsp; 2298 |
|  | &nbsp;&nbsp;&nbsp;Northern Territory Treasury Corp. | 2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/21/32 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 14000 | &nbsp;&nbsp;&nbsp;&nbsp; 7829 |
|  | &nbsp;&nbsp;&nbsp;Northern Territory Treasury Corp. | 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 4/21/33 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 10600 | &nbsp;&nbsp;&nbsp;&nbsp; 6296 |
|  | &nbsp;&nbsp;&nbsp;Northern Territory Treasury Corp. | 5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/21/36 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 12000 | &nbsp;&nbsp;&nbsp;&nbsp; 7802 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Queensland Treasury Corp. | 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 7/21/26 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 31895 | &nbsp;&nbsp;&nbsp;&nbsp; 20382 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Queensland Treasury Corp. | 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 8/20/27 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 40997 | &nbsp;&nbsp;&nbsp;&nbsp; 25866 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Queensland Treasury Corp. | 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 7/21/28 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 41599 | &nbsp;&nbsp;&nbsp;&nbsp; 26413 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Queensland Treasury Corp. | 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 8/21/29 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 23651 | &nbsp;&nbsp;&nbsp;&nbsp; 14853 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Queensland Treasury Corp. | 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 8/21/30 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 40817 | &nbsp;&nbsp;&nbsp;&nbsp; 25561 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Queensland Treasury Corp. | 1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 8/21/31 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 28822 | &nbsp;&nbsp;&nbsp;&nbsp; 15959 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Queensland Treasury Corp. | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/2/32 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 9300 | &nbsp;&nbsp;&nbsp;&nbsp; 4945 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Queensland Treasury Corp. | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 8/20/32 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 40669 | &nbsp;&nbsp;&nbsp;&nbsp; 21258 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Queensland Treasury Corp. | 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/9/33 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 5500 | &nbsp;&nbsp;&nbsp;&nbsp; 3515 |
|  | &nbsp;&nbsp;&nbsp;Queensland Treasury Corp. | 6.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/14/33 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 4235 | &nbsp;&nbsp;&nbsp;&nbsp; 3063 |
|  | &nbsp;&nbsp;&nbsp;Queensland Treasury Corp. | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 8/22/33 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 36000 | &nbsp;&nbsp;&nbsp;&nbsp; 18829 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Queensland Treasury Corp. | 1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 7/20/34 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 35225 | &nbsp;&nbsp;&nbsp;&nbsp; 17384 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Queensland Treasury Corp. | 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 8/22/35 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 56000 | &nbsp;&nbsp;&nbsp;&nbsp; 34544 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Queensland Treasury Corp. | 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 7/21/36 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 41000 | &nbsp;&nbsp;&nbsp;&nbsp; 26650 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Queensland Treasury Corp. | 2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 4/16/40 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 7654 | &nbsp;&nbsp;&nbsp;&nbsp; 3318 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Queensland Treasury Corp. | 2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 11/20/41 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 7552 | &nbsp;&nbsp;&nbsp;&nbsp; 3160 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Queensland Treasury Corp. | 4.200% | &nbsp;&nbsp;&nbsp;&nbsp; 2/20/47 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 4011 | &nbsp;&nbsp;&nbsp;&nbsp; 2124 |
|  | &nbsp;&nbsp;&nbsp;South Australian Government Financing Authority | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/20/26 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 4210 | &nbsp;&nbsp;&nbsp;&nbsp; 2682 |
|  | &nbsp;&nbsp;&nbsp;South Australian Government Financing Authority | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/20/27 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 637 | &nbsp;&nbsp;&nbsp;&nbsp; 404 |
|  | &nbsp;&nbsp;&nbsp;South Australian Government Financing Authority | 1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 5/24/32 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 14335 | &nbsp;&nbsp;&nbsp;&nbsp; 7717 |
|  | &nbsp;&nbsp;&nbsp;South Australian Government Financing Authority | 1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 5/24/34 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 15000 | &nbsp;&nbsp;&nbsp;&nbsp; 7465 |
|  | &nbsp;&nbsp;&nbsp;South Australian Government Financing Authority | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/23/36 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 20238 | &nbsp;&nbsp;&nbsp;&nbsp; 9614 |
|  | &nbsp;&nbsp;&nbsp;South Australian Government Financing Authority | 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 5/24/38 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 23000 | &nbsp;&nbsp;&nbsp;&nbsp; 14046 |
|  | &nbsp;&nbsp;&nbsp;South Australian Government Financing Authority | 2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/24/40 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 2171 |
|  | &nbsp;&nbsp;&nbsp;Tasmanian Public Finance Corp. | 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 1/24/28 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 765 | &nbsp;&nbsp;&nbsp;&nbsp; 487 |
|  | &nbsp;&nbsp;&nbsp;Tasmanian Public Finance Corp. | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/24/30 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 7607 | &nbsp;&nbsp;&nbsp;&nbsp; 4466 |
|  | &nbsp;&nbsp;&nbsp;Tasmanian Public Finance Corp. | 2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 1/22/32 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 3742 | &nbsp;&nbsp;&nbsp;&nbsp; 2094 |
|  | &nbsp;&nbsp;&nbsp;Tasmanian Public Finance Corp. | 2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 1/21/33 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 8481 | &nbsp;&nbsp;&nbsp;&nbsp; 4683 |
|  | &nbsp;&nbsp;&nbsp;Tasmanian Public Finance Corp. | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/20/34 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 5500 | &nbsp;&nbsp;&nbsp;&nbsp; 3313 |
|  | &nbsp;&nbsp;&nbsp;Tasmanian Public Finance Corp. | 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/25/35 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 12000 | &nbsp;&nbsp;&nbsp;&nbsp; 7555 |
|  | &nbsp;&nbsp;&nbsp;Treasury Corp. of Victoria | 5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 11/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 26537 | &nbsp;&nbsp;&nbsp;&nbsp; 17514 |
|  | &nbsp;&nbsp;&nbsp;Treasury Corp. of Victoria | 1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 11/19/27 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 37679 | &nbsp;&nbsp;&nbsp;&nbsp; 22812 |
|  | &nbsp;&nbsp;&nbsp;Treasury Corp. of Victoria | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/20/28 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 34456 | &nbsp;&nbsp;&nbsp;&nbsp; 21601 |
|  | &nbsp;&nbsp;&nbsp;Treasury Corp. of Victoria | 2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 10/22/29 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 36511 | &nbsp;&nbsp;&nbsp;&nbsp; 22071 |
|  | &nbsp;&nbsp;&nbsp;Treasury Corp. of Victoria | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 11/20/30 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 58760 | &nbsp;&nbsp;&nbsp;&nbsp; 32786 |
|  | &nbsp;&nbsp;&nbsp;Treasury Corp. of Victoria | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 9/10/31 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 73101 | &nbsp;&nbsp;&nbsp;&nbsp; 39455 |
|  | &nbsp;&nbsp;&nbsp;Treasury Corp. of Victoria | 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 12/20/32 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 62168 | &nbsp;&nbsp;&nbsp;&nbsp; 39000 |
|  | &nbsp;&nbsp;&nbsp;Treasury Corp. of Victoria | 2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 51784 | &nbsp;&nbsp;&nbsp;&nbsp; 27471 |
|  | &nbsp;&nbsp;&nbsp;Treasury Corp. of Victoria | 2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 11/20/34 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 37218 | &nbsp;&nbsp;&nbsp;&nbsp; 18937 |
|  | &nbsp;&nbsp;&nbsp;Treasury Corp. of Victoria | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/17/35 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 62484 | &nbsp;&nbsp;&nbsp;&nbsp; 30128 |

---

------

Total International Bond Index Fund

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;&nbsp;&nbsp;Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Treasury Corp. of Victoria | 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 66000 | &nbsp;&nbsp;&nbsp;&nbsp; 40779 |
|  | &nbsp;&nbsp;&nbsp;Treasury Corp. of Victoria | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 11/20/37 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 57484 | &nbsp;&nbsp;&nbsp;&nbsp; 25601 |
|  | &nbsp;&nbsp;&nbsp;Treasury Corp. of Victoria | 2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 11/20/41 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 15283 | &nbsp;&nbsp;&nbsp;&nbsp; 6322 |
|  | &nbsp;&nbsp;&nbsp;Treasury Corp. of Victoria | 2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 11/20/42 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 2018 |
|  | &nbsp;&nbsp;&nbsp;Western Australian Treasury Corp. | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/21/26 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 22674 | &nbsp;&nbsp;&nbsp;&nbsp; 14448 |
|  | &nbsp;&nbsp;&nbsp;Western Australian Treasury Corp. | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/21/27 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 15103 | &nbsp;&nbsp;&nbsp;&nbsp; 9587 |
|  | &nbsp;&nbsp;&nbsp;Western Australian Treasury Corp. | 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 7/20/28 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 16293 | &nbsp;&nbsp;&nbsp;&nbsp; 10364 |
|  | &nbsp;&nbsp;&nbsp;Western Australian Treasury Corp. | 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 7/24/29 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 7409 | &nbsp;&nbsp;&nbsp;&nbsp; 4576 |
|  | &nbsp;&nbsp;&nbsp;Western Australian Treasury Corp. | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 10/22/30 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 18600 | &nbsp;&nbsp;&nbsp;&nbsp; 10519 |
|  | &nbsp;&nbsp;&nbsp;Western Australian Treasury Corp. | 1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 10/22/31 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 15769 | &nbsp;&nbsp;&nbsp;&nbsp; 8736 |
|  | &nbsp;&nbsp;&nbsp;Western Australian Treasury Corp. | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/24/34 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 7821 | &nbsp;&nbsp;&nbsp;&nbsp; 3981 |
|  | &nbsp;&nbsp;&nbsp;Western Australian Treasury Corp. | 2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 7/23/41 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 2994 | &nbsp;&nbsp;&nbsp;&nbsp; 1302 |
|  |  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **2762302** |
| **Austria (1.2%)** | **Austria (1.2%)** | **Austria (1.2%)** | **Austria (1.2%)** |  |  |  |
|  | &nbsp;&nbsp;&nbsp;Autobahnen- und Schnell- strassen-Finanzierungs AG | 0.100% | &nbsp;&nbsp;&nbsp;&nbsp; 7/9/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4539 | &nbsp;&nbsp;&nbsp;&nbsp; 4689 |
|  | &nbsp;&nbsp;&nbsp;Autobahnen- und Schnell- strassen-Finanzierungs AG | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 12450 | &nbsp;&nbsp;&nbsp;&nbsp; 13430 |
|  | &nbsp;&nbsp;&nbsp;Autobahnen- und Schnell- strassen-Finanzierungs AG | 0.125% | &nbsp;&nbsp;&nbsp;&nbsp; 6/2/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5550 | &nbsp;&nbsp;&nbsp;&nbsp; 5443 |
|  | &nbsp;&nbsp;&nbsp;Autobahnen- und Schnell- strassen-Finanzierungs AG | 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 6/20/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2308 | &nbsp;&nbsp;&nbsp;&nbsp; 2604 |
|  | &nbsp;&nbsp;&nbsp;Autobahnen- und Schnell- strassen-Finanzierungs AG | 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 10/2/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 12000 | &nbsp;&nbsp;&nbsp;&nbsp; 13424 |
|  | &nbsp;&nbsp;&nbsp;Autobahnen- und Schnell- strassen-Finanzierungs AG | 0.100% | &nbsp;&nbsp;&nbsp;&nbsp; 7/16/35 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2250 | &nbsp;&nbsp;&nbsp;&nbsp; 1924 |
|  | &nbsp;&nbsp;&nbsp;Kommunalkredit Austria AG | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/16/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 20700 | &nbsp;&nbsp;&nbsp;&nbsp; 23718 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Oesterreichische Kontrollbank AG | 0.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/8/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2543 | &nbsp;&nbsp;&nbsp;&nbsp; 2805 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Oesterreichische Kontrollbank AG | 2.875% | &nbsp;&nbsp;&nbsp;&nbsp; 2/25/30 | &nbsp;&nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp; 8290 | &nbsp;&nbsp;&nbsp;&nbsp; 11247 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Republic of Austria | 0.750% | &nbsp;&nbsp;&nbsp;&nbsp; 10/20/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 39558 | &nbsp;&nbsp;&nbsp;&nbsp; 44144 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Republic of Austria | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/20/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 176009 | &nbsp;&nbsp;&nbsp;&nbsp; 194197 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Republic of Austria | 0.750% | &nbsp;&nbsp;&nbsp;&nbsp; 2/20/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 12810 | &nbsp;&nbsp;&nbsp;&nbsp; 14034 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Republic of Austria | 0.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/20/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 49483 | &nbsp;&nbsp;&nbsp;&nbsp; 52198 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Republic of Austria | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 2/20/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 894 | &nbsp;&nbsp;&nbsp;&nbsp; 954 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Republic of Austria | 2.900% | &nbsp;&nbsp;&nbsp;&nbsp; 5/23/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 14895 | &nbsp;&nbsp;&nbsp;&nbsp; 17348 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Republic of Austria | 2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 10/20/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 39976 | &nbsp;&nbsp;&nbsp;&nbsp; 45826 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Republic of Austria | 0.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/20/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 40771 | &nbsp;&nbsp;&nbsp;&nbsp; 41438 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Republic of Austria | 3.450% | &nbsp;&nbsp;&nbsp;&nbsp; 10/20/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 55000 | &nbsp;&nbsp;&nbsp;&nbsp; 65721 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Republic of Austria | 0.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/20/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 30003 | &nbsp;&nbsp;&nbsp;&nbsp; 29608 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Republic of Austria | 0.900% | &nbsp;&nbsp;&nbsp;&nbsp; 2/20/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 39161 | &nbsp;&nbsp;&nbsp;&nbsp; 39798 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Republic of Austria | 2.900% | &nbsp;&nbsp;&nbsp;&nbsp; 2/20/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 79546 | &nbsp;&nbsp;&nbsp;&nbsp; 91524 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Republic of Austria | 2.900% | &nbsp;&nbsp;&nbsp;&nbsp; 2/20/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 133000 | &nbsp;&nbsp;&nbsp;&nbsp; 151858 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Republic of Austria | 5.375% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 827 | &nbsp;&nbsp;&nbsp;&nbsp; 668 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Republic of Austria | 0.250% | &nbsp;&nbsp;&nbsp;&nbsp; 10/20/36 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 44718 | &nbsp;&nbsp;&nbsp;&nbsp; 37039 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Republic of Austria | 4.150% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 42782 | &nbsp;&nbsp;&nbsp;&nbsp; 53601 |
|  | &nbsp;&nbsp;&nbsp;Republic of Austria | 3.200% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/39 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 26658 | &nbsp;&nbsp;&nbsp;&nbsp; 30196 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Republic of Austria | 0.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/20/40 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 34412 | &nbsp;&nbsp;&nbsp;&nbsp; 23718 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Republic of Austria | 3.150% | &nbsp;&nbsp;&nbsp;&nbsp; 6/20/44 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 25743 | &nbsp;&nbsp;&nbsp;&nbsp; 28420 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Republic of Austria | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 2/20/47 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 40129 | &nbsp;&nbsp;&nbsp;&nbsp; 32567 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Republic of Austria | 1.850% | &nbsp;&nbsp;&nbsp;&nbsp; 5/23/49 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 33348 | &nbsp;&nbsp;&nbsp;&nbsp; 28514 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Republic of Austria | 0.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/20/51 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 43910 | &nbsp;&nbsp;&nbsp;&nbsp; 27718 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Republic of Austria | 3.150% | &nbsp;&nbsp;&nbsp;&nbsp; 10/20/53 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 34000 | &nbsp;&nbsp;&nbsp;&nbsp; 36625 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Republic of Austria | 3.800% | &nbsp;&nbsp;&nbsp;&nbsp; 1/26/62 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5687 | &nbsp;&nbsp;&nbsp;&nbsp; 6929 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Republic of Austria | 0.700% | &nbsp;&nbsp;&nbsp;&nbsp; 4/20/71 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 42525 | &nbsp;&nbsp;&nbsp;&nbsp; 19058 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Republic of Austria | 2.100% | &nbsp;&nbsp;&nbsp;&nbsp; 9/20/17 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 26008 | &nbsp;&nbsp;&nbsp;&nbsp; 19454 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Republic of Austria | 0.850% | &nbsp;&nbsp;&nbsp;&nbsp; 6/30/20 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 8241 | &nbsp;&nbsp;&nbsp;&nbsp; 3273 |
|  |  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **1215712** |
| **Belgium (1.8%)** | **Belgium (1.8%)** | **Belgium (1.8%)** | **Belgium (1.8%)** |  |  |  |
|  | &nbsp;&nbsp;&nbsp;Communaute Francaise de Belgique | 0.625% | &nbsp;&nbsp;&nbsp;&nbsp; 6/11/35 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 14000 | &nbsp;&nbsp;&nbsp;&nbsp; 12145 |
|  | &nbsp;&nbsp;&nbsp;Communaute Francaise de Belgique | 3.800% | &nbsp;&nbsp;&nbsp;&nbsp; 6/22/40 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10700 | &nbsp;&nbsp;&nbsp;&nbsp; 12092 |
|  | &nbsp;&nbsp;&nbsp;Crelan SA | 6.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/28/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 17700 | &nbsp;&nbsp;&nbsp;&nbsp; 21900 |
|  | &nbsp;&nbsp;&nbsp;Crelan SA | 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 1/23/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 21000 | &nbsp;&nbsp;&nbsp;&nbsp; 25653 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Kingdom of Belgium | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/22/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 95319 | &nbsp;&nbsp;&nbsp;&nbsp; 107027 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Kingdom of Belgium | 0.800% | &nbsp;&nbsp;&nbsp;&nbsp; 6/22/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 116920 | &nbsp;&nbsp;&nbsp;&nbsp; 129580 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Kingdom of Belgium | 0.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/22/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 34416 | &nbsp;&nbsp;&nbsp;&nbsp; 37219 |
|  | &nbsp;&nbsp;&nbsp;Kingdom of Belgium | 5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/28/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 38054 | &nbsp;&nbsp;&nbsp;&nbsp; 47327 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Kingdom of Belgium | 0.800% | &nbsp;&nbsp;&nbsp;&nbsp; 6/22/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 54256 | &nbsp;&nbsp;&nbsp;&nbsp; 59219 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Kingdom of Belgium | 0.900% | &nbsp;&nbsp;&nbsp;&nbsp; 6/22/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 73411 | &nbsp;&nbsp;&nbsp;&nbsp; 79034 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Kingdom of Belgium | 2.700% | &nbsp;&nbsp;&nbsp;&nbsp; 10/22/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 92376 | &nbsp;&nbsp;&nbsp;&nbsp; 106683 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Kingdom of Belgium | 0.100% | &nbsp;&nbsp;&nbsp;&nbsp; 6/22/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 79861 | &nbsp;&nbsp;&nbsp;&nbsp; 80739 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Kingdom of Belgium | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/22/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 24823 | &nbsp;&nbsp;&nbsp;&nbsp; 25781 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Kingdom of Belgium | 0.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/22/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 91874 | &nbsp;&nbsp;&nbsp;&nbsp; 88572 |
|  | &nbsp;&nbsp;&nbsp;Kingdom of Belgium | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/28/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 32057 | &nbsp;&nbsp;&nbsp;&nbsp; 39485 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Kingdom of Belgium | 0.350% | &nbsp;&nbsp;&nbsp;&nbsp; 6/22/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 121002 | &nbsp;&nbsp;&nbsp;&nbsp; 116783 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Kingdom of Belgium | 1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 4/22/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 37266 | &nbsp;&nbsp;&nbsp;&nbsp; 37883 |

---

------

Total International Bond Index Fund

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;&nbsp;&nbsp;Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Kingdom of Belgium | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/22/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 21282 | &nbsp;&nbsp;&nbsp;&nbsp; 24509 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Kingdom of Belgium | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/22/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 29814 | &nbsp;&nbsp;&nbsp;&nbsp; 34081 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Kingdom of Belgium | 2.850% | &nbsp;&nbsp;&nbsp;&nbsp; 10/22/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 27538 | &nbsp;&nbsp;&nbsp;&nbsp; 30940 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Kingdom of Belgium | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/28/35 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 13655 | &nbsp;&nbsp;&nbsp;&nbsp; 18142 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Kingdom of Belgium | 3.100% | &nbsp;&nbsp;&nbsp;&nbsp; 6/22/35 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 121720 | &nbsp;&nbsp;&nbsp;&nbsp; 138669 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Kingdom of Belgium | 1.450% | &nbsp;&nbsp;&nbsp;&nbsp; 6/22/37 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 25000 | &nbsp;&nbsp;&nbsp;&nbsp; 23306 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Kingdom of Belgium | 1.900% | &nbsp;&nbsp;&nbsp;&nbsp; 6/22/38 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 27063 | &nbsp;&nbsp;&nbsp;&nbsp; 26091 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Kingdom of Belgium | 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 4/22/39 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10550 | &nbsp;&nbsp;&nbsp;&nbsp; 11158 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Kingdom of Belgium | 0.400% | &nbsp;&nbsp;&nbsp;&nbsp; 6/22/40 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 31043 | &nbsp;&nbsp;&nbsp;&nbsp; 22605 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Kingdom of Belgium | 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 3/28/41 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 19716 | &nbsp;&nbsp;&nbsp;&nbsp; 24383 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Kingdom of Belgium | 3.450% | &nbsp;&nbsp;&nbsp;&nbsp; 6/22/43 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 63243 | &nbsp;&nbsp;&nbsp;&nbsp; 70557 |
|  | &nbsp;&nbsp;&nbsp;Kingdom of Belgium | 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 6/22/45 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 42923 | &nbsp;&nbsp;&nbsp;&nbsp; 49575 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Kingdom of Belgium | 1.600% | &nbsp;&nbsp;&nbsp;&nbsp; 6/22/47 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 40386 | &nbsp;&nbsp;&nbsp;&nbsp; 31518 |
| <sup>3,5</sup> | &nbsp;&nbsp;&nbsp;Kingdom of Belgium | 1.700% | &nbsp;&nbsp;&nbsp;&nbsp; 6/22/50 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 24220 | &nbsp;&nbsp;&nbsp;&nbsp; 18396 |
| <sup>3,5</sup> | &nbsp;&nbsp;&nbsp;Kingdom of Belgium | 1.400% | &nbsp;&nbsp;&nbsp;&nbsp; 6/22/53 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 20272 | &nbsp;&nbsp;&nbsp;&nbsp; 13658 |
| <sup>3,5</sup> | &nbsp;&nbsp;&nbsp;Kingdom of Belgium | 3.300% | &nbsp;&nbsp;&nbsp;&nbsp; 6/22/54 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 54285 | &nbsp;&nbsp;&nbsp;&nbsp; 56222 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Kingdom of Belgium | 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/22/55 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 41967 | &nbsp;&nbsp;&nbsp;&nbsp; 44861 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Kingdom of Belgium | 2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/22/57 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 15831 | &nbsp;&nbsp;&nbsp;&nbsp; 12724 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Kingdom of Belgium | 2.150% | &nbsp;&nbsp;&nbsp;&nbsp; 6/22/66 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 44276 | &nbsp;&nbsp;&nbsp;&nbsp; 32903 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Kingdom of Belgium | 0.650% | &nbsp;&nbsp;&nbsp;&nbsp; 6/22/71 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 18467 | &nbsp;&nbsp;&nbsp;&nbsp; 7281 |
|  | &nbsp;&nbsp;&nbsp;Ministeries Van de Vlaamse Gemeenschap | 0.375% | &nbsp;&nbsp;&nbsp;&nbsp; 10/13/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2500 | &nbsp;&nbsp;&nbsp;&nbsp; 2761 |
|  | &nbsp;&nbsp;&nbsp;Ministeries Van de Vlaamse Gemeenschap | 0.010% | &nbsp;&nbsp;&nbsp;&nbsp; 6/23/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4700 | &nbsp;&nbsp;&nbsp;&nbsp; 5089 |
|  | &nbsp;&nbsp;&nbsp;Ministeries Van de Vlaamse Gemeenschap | 0.300% | &nbsp;&nbsp;&nbsp;&nbsp; 10/20/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 13400 | &nbsp;&nbsp;&nbsp;&nbsp; 12984 |
|  | &nbsp;&nbsp;&nbsp;Ministeries Van de Vlaamse Gemeenschap | 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 4/5/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7300 | &nbsp;&nbsp;&nbsp;&nbsp; 8423 |
|  | &nbsp;&nbsp;&nbsp;Ministeries Van de Vlaamse Gemeenschap | 3.125% | &nbsp;&nbsp;&nbsp;&nbsp; 6/22/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 14100 | &nbsp;&nbsp;&nbsp;&nbsp; 16032 |
|  | &nbsp;&nbsp;&nbsp;Ministeries Van de Vlaamse Gemeenschap | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/13/36 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5200 | &nbsp;&nbsp;&nbsp;&nbsp; 4587 |
|  | &nbsp;&nbsp;&nbsp;Ministeries Van de Vlaamse Gemeenschap | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 7/12/38 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1500 | &nbsp;&nbsp;&nbsp;&nbsp; 1345 |
|  | &nbsp;&nbsp;&nbsp;Ministeries Van de Vlaamse Gemeenschap | 1.875% | &nbsp;&nbsp;&nbsp;&nbsp; 6/2/42 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1800 | &nbsp;&nbsp;&nbsp;&nbsp; 1582 |
|  | &nbsp;&nbsp;&nbsp;Ministeries Van de Vlaamse Gemeenschap | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/26/42 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 17200 | &nbsp;&nbsp;&nbsp;&nbsp; 20154 |
|  | &nbsp;&nbsp;&nbsp;Ministeries Van de Vlaamse Gemeenschap | 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 1/12/43 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 12000 | &nbsp;&nbsp;&nbsp;&nbsp; 12707 |
|  | &nbsp;&nbsp;&nbsp;Ministeries Van de Vlaamse Gemeenschap | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/11/44 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1600 | &nbsp;&nbsp;&nbsp;&nbsp; 1265 |
|  | &nbsp;&nbsp;&nbsp;Ministeries Van de Vlaamse Gemeenschap | 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/22/45 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4000 | &nbsp;&nbsp;&nbsp;&nbsp; 4354 |
|  | &nbsp;&nbsp;&nbsp;Ministeries Van de Vlaamse Gemeenschap | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/23/51 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 8400 | &nbsp;&nbsp;&nbsp;&nbsp; 5097 |
|  | &nbsp;&nbsp;&nbsp;Region Wallonne Belgium | 0.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/3/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 26200 | &nbsp;&nbsp;&nbsp;&nbsp; 29088 |
|  | &nbsp;&nbsp;&nbsp;Region Wallonne Belgium | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/8/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6100 | &nbsp;&nbsp;&nbsp;&nbsp; 6218 |
|  | &nbsp;&nbsp;&nbsp;Region Wallonne Belgium | 0.375% | &nbsp;&nbsp;&nbsp;&nbsp; 10/22/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2400 | &nbsp;&nbsp;&nbsp;&nbsp; 2319 |
|  | &nbsp;&nbsp;&nbsp;Region Wallonne Belgium | 1.375% | &nbsp;&nbsp;&nbsp;&nbsp; 4/6/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5092 |
|  | &nbsp;&nbsp;&nbsp;Region Wallonne Belgium | 1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/3/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 12400 | &nbsp;&nbsp;&nbsp;&nbsp; 11873 |
|  | &nbsp;&nbsp;&nbsp;Region Wallonne Belgium | 2.875% | &nbsp;&nbsp;&nbsp;&nbsp; 1/14/38 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5228 |
|  | &nbsp;&nbsp;&nbsp;Region Wallonne Belgium | 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 8100 | &nbsp;&nbsp;&nbsp;&nbsp; 8672 |
|  | &nbsp;&nbsp;&nbsp;Region Wallonne Belgium | 0.650% | &nbsp;&nbsp;&nbsp;&nbsp; 1/16/51 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1900 | &nbsp;&nbsp;&nbsp;&nbsp; 989 |
|  | &nbsp;&nbsp;&nbsp;Region Wallonne Belgium | 1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/22/71 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2200 | &nbsp;&nbsp;&nbsp;&nbsp; 1075 |
|  |  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **1885635** |
| **Bulgaria (0.1%)** | **Bulgaria (0.1%)** | **Bulgaria (0.1%)** | **Bulgaria (0.1%)** |  |  |  |
|  | &nbsp;&nbsp;&nbsp;Republic of Bulgaria | 2.625% | &nbsp;&nbsp;&nbsp;&nbsp; 3/26/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1545 | &nbsp;&nbsp;&nbsp;&nbsp; 1749 |
|  | &nbsp;&nbsp;&nbsp;Republic of Bulgaria | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/21/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 12816 | &nbsp;&nbsp;&nbsp;&nbsp; 14682 |
|  | &nbsp;&nbsp;&nbsp;Republic of Bulgaria | 4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 9/23/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3800 | &nbsp;&nbsp;&nbsp;&nbsp; 4554 |
|  | &nbsp;&nbsp;&nbsp;Republic of Bulgaria | 4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 5/13/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 19481 | &nbsp;&nbsp;&nbsp;&nbsp; 23690 |
|  | &nbsp;&nbsp;&nbsp;Republic of Bulgaria | 3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 9/5/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2266 | &nbsp;&nbsp;&nbsp;&nbsp; 2629 |
|  | &nbsp;&nbsp;&nbsp;Republic of Bulgaria | 4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 9/23/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3121 | &nbsp;&nbsp;&nbsp;&nbsp; 3841 |
|  | &nbsp;&nbsp;&nbsp;Republic of Bulgaria | 4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 5/13/36 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 20291 | &nbsp;&nbsp;&nbsp;&nbsp; 25069 |
|  | &nbsp;&nbsp;&nbsp;Republic of Bulgaria | 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 9/5/44 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 9466 | &nbsp;&nbsp;&nbsp;&nbsp; 10611 |
|  |  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **86825** |
| **Canada (4.9%)** | **Canada (4.9%)** | **Canada (4.9%)** | **Canada (4.9%)** |  |  |  |
|  | &nbsp;&nbsp;&nbsp;55 Ontario School Board Trust | 5.900% | &nbsp;&nbsp;&nbsp;&nbsp; 6/2/33 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2623 | &nbsp;&nbsp;&nbsp;&nbsp; 2167 |
|  | &nbsp;&nbsp;&nbsp;British Columbia Investment Management Corp. | 3.400% | &nbsp;&nbsp;&nbsp;&nbsp; 6/2/30 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 12500 | &nbsp;&nbsp;&nbsp;&nbsp; 9226 |
|  | &nbsp;&nbsp;&nbsp;British Columbia Investment Management Corp. | 4.900% | &nbsp;&nbsp;&nbsp;&nbsp; 6/2/33 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 8000 | &nbsp;&nbsp;&nbsp;&nbsp; 6340 |
|  | &nbsp;&nbsp;&nbsp;British Columbia Municipal Finance Authority | 3.050% | &nbsp;&nbsp;&nbsp;&nbsp; 10/23/28 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 3888 | &nbsp;&nbsp;&nbsp;&nbsp; 2864 |
|  | &nbsp;&nbsp;&nbsp;British Columbia Municipal Finance Authority | 2.300% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1871 | &nbsp;&nbsp;&nbsp;&nbsp; 1293 |
|  | &nbsp;&nbsp;&nbsp;Canada | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 164380 | &nbsp;&nbsp;&nbsp;&nbsp; 121000 |
|  | &nbsp;&nbsp;&nbsp;Canada | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 8658 | &nbsp;&nbsp;&nbsp;&nbsp; 6217 |
|  | &nbsp;&nbsp;&nbsp;Canada | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 93320 | &nbsp;&nbsp;&nbsp;&nbsp; 68950 |
|  | &nbsp;&nbsp;&nbsp;Canada | 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 80950 | &nbsp;&nbsp;&nbsp;&nbsp; 59376 |
|  | &nbsp;&nbsp;&nbsp;Canada | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 87715 | &nbsp;&nbsp;&nbsp;&nbsp; 64192 |
|  | &nbsp;&nbsp;&nbsp;Canada | 1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 11449 | &nbsp;&nbsp;&nbsp;&nbsp; 8123 |
|  | &nbsp;&nbsp;&nbsp;Canada | 8.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2603 | &nbsp;&nbsp;&nbsp;&nbsp; 2099 |
|  | &nbsp;&nbsp;&nbsp;Canada | 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 60626 | &nbsp;&nbsp;&nbsp;&nbsp; 44218 |
|  | &nbsp;&nbsp;&nbsp;Canada | 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 67204 | &nbsp;&nbsp;&nbsp;&nbsp; 50044 |
|  | &nbsp;&nbsp;&nbsp;Canada | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 19423 | &nbsp;&nbsp;&nbsp;&nbsp; 13875 |

---

------

Total International Bond Index Fund

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;&nbsp;&nbsp;Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Canada | 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 84146 | &nbsp;&nbsp;&nbsp;&nbsp; 62373 |
|  | &nbsp;&nbsp;&nbsp;Canada | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 124112 | &nbsp;&nbsp;&nbsp;&nbsp; 94582 |
|  | &nbsp;&nbsp;&nbsp;Canada | 2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 50173 | &nbsp;&nbsp;&nbsp;&nbsp; 35917 |
|  | &nbsp;&nbsp;&nbsp;Canada | 5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 20608 | &nbsp;&nbsp;&nbsp;&nbsp; 16757 |
|  | &nbsp;&nbsp;&nbsp;Canada | 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 125872 | &nbsp;&nbsp;&nbsp;&nbsp; 94526 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Canada | 2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 6800 | &nbsp;&nbsp;&nbsp;&nbsp; 4848 |
|  | &nbsp;&nbsp;&nbsp;Canada | 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 88703 | &nbsp;&nbsp;&nbsp;&nbsp; 64574 |
|  | &nbsp;&nbsp;&nbsp;Canada | 1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 138682 | &nbsp;&nbsp;&nbsp;&nbsp; 93664 |
|  | &nbsp;&nbsp;&nbsp;Canada | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 68873 | &nbsp;&nbsp;&nbsp;&nbsp; 44178 |
|  | &nbsp;&nbsp;&nbsp;Canada | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 106680 | &nbsp;&nbsp;&nbsp;&nbsp; 71756 |
|  | &nbsp;&nbsp;&nbsp;Canada | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 135106 | &nbsp;&nbsp;&nbsp;&nbsp; 90102 |
|  | &nbsp;&nbsp;&nbsp;Canada | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 51934 | &nbsp;&nbsp;&nbsp;&nbsp; 35516 |
|  | &nbsp;&nbsp;&nbsp;Canada | 2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 62896 | &nbsp;&nbsp;&nbsp;&nbsp; 44290 |
|  | &nbsp;&nbsp;&nbsp;Canada | 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 57576 | &nbsp;&nbsp;&nbsp;&nbsp; 41125 |
|  | &nbsp;&nbsp;&nbsp;Canada | 5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 41063 | &nbsp;&nbsp;&nbsp;&nbsp; 35657 |
|  | &nbsp;&nbsp;&nbsp;Canada | 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 107703 | &nbsp;&nbsp;&nbsp;&nbsp; 79616 |
|  | &nbsp;&nbsp;&nbsp;Canada | 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 22000 | &nbsp;&nbsp;&nbsp;&nbsp; 16561 |
|  | &nbsp;&nbsp;&nbsp;Canada | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 163623 | &nbsp;&nbsp;&nbsp;&nbsp; 118331 |
|  | &nbsp;&nbsp;&nbsp;Canada | 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 77061 | &nbsp;&nbsp;&nbsp;&nbsp; 56719 |
|  | &nbsp;&nbsp;&nbsp;Canada | 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 16320 | &nbsp;&nbsp;&nbsp;&nbsp; 11989 |
|  | &nbsp;&nbsp;&nbsp;Canada | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/37 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 14673 | &nbsp;&nbsp;&nbsp;&nbsp; 12586 |
|  | &nbsp;&nbsp;&nbsp;Canada | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 31898 | &nbsp;&nbsp;&nbsp;&nbsp; 25206 |
|  | &nbsp;&nbsp;&nbsp;Canada | 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 36920 | &nbsp;&nbsp;&nbsp;&nbsp; 27378 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Canada | 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 25613 | &nbsp;&nbsp;&nbsp;&nbsp; 16615 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Canada | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 119087 | &nbsp;&nbsp;&nbsp;&nbsp; 65011 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Canada | 1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/53 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 114344 | &nbsp;&nbsp;&nbsp;&nbsp; 57884 |
|  | &nbsp;&nbsp;&nbsp;Canada | 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/55 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 104464 | &nbsp;&nbsp;&nbsp;&nbsp; 66235 |
|  | &nbsp;&nbsp;&nbsp;Canada | 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/57 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 9500 | &nbsp;&nbsp;&nbsp;&nbsp; 6960 |
|  | &nbsp;&nbsp;&nbsp;Canada | 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/64 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 24064 | &nbsp;&nbsp;&nbsp;&nbsp; 15252 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Canada Housing Trust No. 1 | 1.900% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 21560 | &nbsp;&nbsp;&nbsp;&nbsp; 15508 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Canada Housing Trust No. 1 | 1.100% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 14965 | &nbsp;&nbsp;&nbsp;&nbsp; 10611 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Canada Housing Trust No. 1 | 1.550% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 19345 | &nbsp;&nbsp;&nbsp;&nbsp; 13816 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Canada Housing Trust No. 1 | 2.350% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 52915 | &nbsp;&nbsp;&nbsp;&nbsp; 38226 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Canada Housing Trust No. 1 | 3.800% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 13950 | &nbsp;&nbsp;&nbsp;&nbsp; 10379 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Canada Housing Trust No. 1 | 3.600% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 38200 | &nbsp;&nbsp;&nbsp;&nbsp; 28340 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Canada Housing Trust No. 1 | 2.350% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 10675 | &nbsp;&nbsp;&nbsp;&nbsp; 7664 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Canada Housing Trust No. 1 | 2.650% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 24405 | &nbsp;&nbsp;&nbsp;&nbsp; 17667 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Canada Housing Trust No. 1 | 3.100% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 13800 | &nbsp;&nbsp;&nbsp;&nbsp; 10143 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Canada Housing Trust No. 1 | 3.950% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 10050 | &nbsp;&nbsp;&nbsp;&nbsp; 7571 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Canada Housing Trust No. 1 | 2.650% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 30320 | &nbsp;&nbsp;&nbsp;&nbsp; 22020 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Canada Housing Trust No. 1 | 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 40250 | &nbsp;&nbsp;&nbsp;&nbsp; 30835 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Canada Housing Trust No. 1 | 3.700% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 31995 | &nbsp;&nbsp;&nbsp;&nbsp; 24137 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Canada Housing Trust No. 1 | 2.100% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 19310 | &nbsp;&nbsp;&nbsp;&nbsp; 13629 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Canada Housing Trust No. 1 | 1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 19190 | &nbsp;&nbsp;&nbsp;&nbsp; 13228 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Canada Housing Trust No. 1 | 2.850% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 17350 | &nbsp;&nbsp;&nbsp;&nbsp; 12574 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Canada Housing Trust No. 1 | 1.100% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 9810 | &nbsp;&nbsp;&nbsp;&nbsp; 6403 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Canada Housing Trust No. 1 | 1.400% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 14510 | &nbsp;&nbsp;&nbsp;&nbsp; 9641 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Canada Housing Trust No. 1 | 1.900% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 5545 | &nbsp;&nbsp;&nbsp;&nbsp; 3791 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Canada Housing Trust No. 1 | 1.600% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 23180 | &nbsp;&nbsp;&nbsp;&nbsp; 15343 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Canada Housing Trust No. 1 | 2.150% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 11260 | &nbsp;&nbsp;&nbsp;&nbsp; 7719 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Canada Housing Trust No. 1 | 2.450% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 5145 | &nbsp;&nbsp;&nbsp;&nbsp; 3594 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Canada Housing Trust No. 1 | 3.550% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 23550 | &nbsp;&nbsp;&nbsp;&nbsp; 17498 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Canada Housing Trust No. 1 | 3.650% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 46900 | &nbsp;&nbsp;&nbsp;&nbsp; 34943 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Canada Housing Trust No. 1 | 4.150% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 14500 | &nbsp;&nbsp;&nbsp;&nbsp; 11176 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Canada Housing Trust No. 1 | 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 48280 | &nbsp;&nbsp;&nbsp;&nbsp; 37385 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Canada Housing Trust No. 1 | 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 51500 | &nbsp;&nbsp;&nbsp;&nbsp; 37607 |
|  | &nbsp;&nbsp;&nbsp;Canada Housing Trust No. 1 | 3.450% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 13500 | &nbsp;&nbsp;&nbsp;&nbsp; 9700 |
|  | &nbsp;&nbsp;&nbsp;Canada Post Corp. | 4.360% | &nbsp;&nbsp;&nbsp;&nbsp; 7/16/40 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1861 | &nbsp;&nbsp;&nbsp;&nbsp; 1376 |
|  | &nbsp;&nbsp;&nbsp;CDP Financial Inc. | 1.125% | &nbsp;&nbsp;&nbsp;&nbsp; 4/6/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10000 | &nbsp;&nbsp;&nbsp;&nbsp; 11110 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;CDP Financial Inc. | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/11/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 9318 | &nbsp;&nbsp;&nbsp;&nbsp; 10816 |
|  | &nbsp;&nbsp;&nbsp;CDP Financial Inc. | 4.200% | &nbsp;&nbsp;&nbsp;&nbsp; 12/2/30 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 6000 | &nbsp;&nbsp;&nbsp;&nbsp; 4585 |
|  | &nbsp;&nbsp;&nbsp;CDP Financial Inc. | 3.650% | &nbsp;&nbsp;&nbsp;&nbsp; 6/2/34 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 3500 | &nbsp;&nbsp;&nbsp;&nbsp; 2522 |
|  | &nbsp;&nbsp;&nbsp;City of Montreal | 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 3400 | &nbsp;&nbsp;&nbsp;&nbsp; 2472 |
|  | &nbsp;&nbsp;&nbsp;City of Montreal | 3.150% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1555 | &nbsp;&nbsp;&nbsp;&nbsp; 1144 |
|  | &nbsp;&nbsp;&nbsp;City of Montreal | 2.300% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1169 | &nbsp;&nbsp;&nbsp;&nbsp; 825 |
|  | &nbsp;&nbsp;&nbsp;City of Montreal | 1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 3051 | &nbsp;&nbsp;&nbsp;&nbsp; 2061 |
|  | &nbsp;&nbsp;&nbsp;City of Montreal | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 3442 | &nbsp;&nbsp;&nbsp;&nbsp; 2305 |
|  | &nbsp;&nbsp;&nbsp;City of Montreal | 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2046 | &nbsp;&nbsp;&nbsp;&nbsp; 1550 |
|  | &nbsp;&nbsp;&nbsp;City of Montreal | 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1100 | &nbsp;&nbsp;&nbsp;&nbsp; 829 |
|  | &nbsp;&nbsp;&nbsp;City of Montreal | 3.900% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 10000 | &nbsp;&nbsp;&nbsp;&nbsp; 7290 |

---

------

Total International Bond Index Fund

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;&nbsp;&nbsp;Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;City of Montreal | 4.100% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1629 | &nbsp;&nbsp;&nbsp;&nbsp; 1201 |
|  | &nbsp;&nbsp;&nbsp;City of Montreal | 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/38 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 3061 | &nbsp;&nbsp;&nbsp;&nbsp; 2088 |
|  | &nbsp;&nbsp;&nbsp;City of Montreal | 2.400% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 4776 | &nbsp;&nbsp;&nbsp;&nbsp; 2624 |
|  | &nbsp;&nbsp;&nbsp;City of Montreal | 4.700% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2046 | &nbsp;&nbsp;&nbsp;&nbsp; 1516 |
|  | &nbsp;&nbsp;&nbsp;City of Montreal | 6.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2070 | &nbsp;&nbsp;&nbsp;&nbsp; 1761 |
|  | &nbsp;&nbsp;&nbsp;City of Montreal | 4.400% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 900 | &nbsp;&nbsp;&nbsp;&nbsp; 636 |
|  | &nbsp;&nbsp;&nbsp;CPPIB Capital Inc. | 0.250% | &nbsp;&nbsp;&nbsp;&nbsp; 4/6/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2700 | &nbsp;&nbsp;&nbsp;&nbsp; 2953 |
|  | &nbsp;&nbsp;&nbsp;CPPIB Capital Inc. | 4.450% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 10500 | &nbsp;&nbsp;&nbsp;&nbsp; 6848 |
|  | &nbsp;&nbsp;&nbsp;CPPIB Capital Inc. | 1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 12/7/27 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 4750 | &nbsp;&nbsp;&nbsp;&nbsp; 5897 |
|  | &nbsp;&nbsp;&nbsp;CPPIB Capital Inc. | 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 3/8/28 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 10900 | &nbsp;&nbsp;&nbsp;&nbsp; 8059 |
|  | &nbsp;&nbsp;&nbsp;CPPIB Capital Inc. | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 3873 | &nbsp;&nbsp;&nbsp;&nbsp; 2848 |
|  | &nbsp;&nbsp;&nbsp;CPPIB Capital Inc. | 4.400% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 4000 | &nbsp;&nbsp;&nbsp;&nbsp; 2611 |
|  | &nbsp;&nbsp;&nbsp;CPPIB Capital Inc. | 0.875% | &nbsp;&nbsp;&nbsp;&nbsp; 2/6/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 9767 | &nbsp;&nbsp;&nbsp;&nbsp; 10500 |
|  | &nbsp;&nbsp;&nbsp;CPPIB Capital Inc. | 3.600% | &nbsp;&nbsp;&nbsp;&nbsp; 6/2/29 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 8000 | &nbsp;&nbsp;&nbsp;&nbsp; 5975 |
|  | &nbsp;&nbsp;&nbsp;CPPIB Capital Inc. | 3.350% | &nbsp;&nbsp;&nbsp;&nbsp; 12/2/30 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp;&nbsp; 1473 |
|  | &nbsp;&nbsp;&nbsp;CPPIB Capital Inc. | 0.050% | &nbsp;&nbsp;&nbsp;&nbsp; 2/24/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4750 | &nbsp;&nbsp;&nbsp;&nbsp; 4644 |
|  | &nbsp;&nbsp;&nbsp;CPPIB Capital Inc. | 3.950% | &nbsp;&nbsp;&nbsp;&nbsp; 6/2/32 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 23700 | &nbsp;&nbsp;&nbsp;&nbsp; 17843 |
|  | &nbsp;&nbsp;&nbsp;CPPIB Capital Inc. | 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 6/2/33 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 15500 | &nbsp;&nbsp;&nbsp;&nbsp; 12226 |
|  | &nbsp;&nbsp;&nbsp;CPPIB Capital Inc. | 5.200% | &nbsp;&nbsp;&nbsp;&nbsp; 3/4/34 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 14447 | &nbsp;&nbsp;&nbsp;&nbsp; 9582 |
|  | &nbsp;&nbsp;&nbsp;CPPIB Capital Inc. | 4.300% | &nbsp;&nbsp;&nbsp;&nbsp; 6/2/34 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 15500 | &nbsp;&nbsp;&nbsp;&nbsp; 11806 |
|  | &nbsp;&nbsp;&nbsp;CPPIB Capital Inc. | 0.250% | &nbsp;&nbsp;&nbsp;&nbsp; 1/18/41 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 19712 | &nbsp;&nbsp;&nbsp;&nbsp; 13848 |
|  | &nbsp;&nbsp;&nbsp;CPPIB Capital Inc. | 0.750% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2273 | &nbsp;&nbsp;&nbsp;&nbsp; 1448 |
|  | &nbsp;&nbsp;&nbsp;CPPIB Capital Inc. | 1.625% | &nbsp;&nbsp;&nbsp;&nbsp; 10/22/71 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 3050 | &nbsp;&nbsp;&nbsp;&nbsp; 1530 |
|  | &nbsp;&nbsp;&nbsp;Export Development Canada | 2.875% | &nbsp;&nbsp;&nbsp;&nbsp; 1/19/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 25000 | &nbsp;&nbsp;&nbsp;&nbsp; 28882 |
|  | &nbsp;&nbsp;&nbsp;Export Development Canada | 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 9/6/28 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 10000 | &nbsp;&nbsp;&nbsp;&nbsp; 6573 |
|  | &nbsp;&nbsp;&nbsp;First Nations Finance Authority | 3.050% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 528 | &nbsp;&nbsp;&nbsp;&nbsp; 386 |
|  | &nbsp;&nbsp;&nbsp;First Nations Finance Authority | 1.710% | &nbsp;&nbsp;&nbsp;&nbsp; 6/16/30 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1706 | &nbsp;&nbsp;&nbsp;&nbsp; 1155 |
|  | &nbsp;&nbsp;&nbsp;First Nations Finance Authority | 2.850% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 3255 | &nbsp;&nbsp;&nbsp;&nbsp; 2261 |
|  | &nbsp;&nbsp;&nbsp;First Nations Finance Authority | 4.100% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1600 | &nbsp;&nbsp;&nbsp;&nbsp; 1186 |
|  | &nbsp;&nbsp;&nbsp;First Nations Finance Authority | 4.050% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2500 | &nbsp;&nbsp;&nbsp;&nbsp; 1834 |
|  | &nbsp;&nbsp;&nbsp;Greater Sudbury Canada | 2.416% | &nbsp;&nbsp;&nbsp;&nbsp; 3/12/50 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 723 | &nbsp;&nbsp;&nbsp;&nbsp; 355 |
|  | &nbsp;&nbsp;&nbsp;Hydro-Quebec | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 6873 | &nbsp;&nbsp;&nbsp;&nbsp; 4865 |
|  | &nbsp;&nbsp;&nbsp;Hydro-Quebec | 3.400% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 8700 | &nbsp;&nbsp;&nbsp;&nbsp; 6450 |
|  | &nbsp;&nbsp;&nbsp;Hydro-Quebec | 6.000% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 4740 | &nbsp;&nbsp;&nbsp;&nbsp; 3974 |
|  | &nbsp;&nbsp;&nbsp;Hydro-Quebec | 6.500% | &nbsp;&nbsp;&nbsp;&nbsp; 1/16/35 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 3620 | &nbsp;&nbsp;&nbsp;&nbsp; 3171 |
|  | &nbsp;&nbsp;&nbsp;Hydro-Quebec | 6.500% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 13992 | &nbsp;&nbsp;&nbsp;&nbsp; 12247 |
|  | &nbsp;&nbsp;&nbsp;Hydro-Quebec | 6.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 11583 | &nbsp;&nbsp;&nbsp;&nbsp; 10070 |
|  | &nbsp;&nbsp;&nbsp;Hydro-Quebec | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 18675 | &nbsp;&nbsp;&nbsp;&nbsp; 14549 |
|  | &nbsp;&nbsp;&nbsp;Hydro-Quebec | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 24849 | &nbsp;&nbsp;&nbsp;&nbsp; 19531 |
|  | &nbsp;&nbsp;&nbsp;Hydro-Quebec | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/55 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 21955 | &nbsp;&nbsp;&nbsp;&nbsp; 14815 |
|  | &nbsp;&nbsp;&nbsp;Hydro-Quebec | 2.100% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/60 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 25463 | &nbsp;&nbsp;&nbsp;&nbsp; 10992 |
|  | &nbsp;&nbsp;&nbsp;Hydro-Quebec | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/63 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 32307 | &nbsp;&nbsp;&nbsp;&nbsp; 21748 |
|  | &nbsp;&nbsp;&nbsp;Hydro-Quebec | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/65 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 8300 | &nbsp;&nbsp;&nbsp;&nbsp; 5579 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Labrador-Island Link Funding Trust | 3.760% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 4035 | &nbsp;&nbsp;&nbsp;&nbsp; 2983 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Labrador-Island Link Funding Trust | 3.860% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2179 | &nbsp;&nbsp;&nbsp;&nbsp; 1489 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Labrador-Island Link Funding Trust | 3.850% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/53 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 3502 | &nbsp;&nbsp;&nbsp;&nbsp; 2341 |
|  | &nbsp;&nbsp;&nbsp;Maritime Link Financing Trust | 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 3336 | &nbsp;&nbsp;&nbsp;&nbsp; 2265 |
|  | &nbsp;&nbsp;&nbsp;Maritime Link Financing Trust | 4.048% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1000 | &nbsp;&nbsp;&nbsp;&nbsp; 722 |
|  | &nbsp;&nbsp;&nbsp;Municipal Finance Authority of British Columbia | 4.050% | &nbsp;&nbsp;&nbsp;&nbsp; 12/3/33 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2200 | &nbsp;&nbsp;&nbsp;&nbsp; 1656 |
|  | &nbsp;&nbsp;&nbsp;Municipal Finance Authority of British Columbia | 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 12/3/34 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 3700 | &nbsp;&nbsp;&nbsp;&nbsp; 2701 |
|  | &nbsp;&nbsp;&nbsp;Municipal Finance Authority of British Columbia | 2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 9/27/41 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 8547 | &nbsp;&nbsp;&nbsp;&nbsp; 4871 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Muskrat Falls / Labrador Transmission Assets Funding Trust | 3.630% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2608 | &nbsp;&nbsp;&nbsp;&nbsp; 1947 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Muskrat Falls / Labrador Transmission Assets Funding Trust | 3.830% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/37 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 3545 | &nbsp;&nbsp;&nbsp;&nbsp; 2547 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Muskrat Falls / Labrador Transmission Assets Funding Trust | 3.860% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 3689 | &nbsp;&nbsp;&nbsp;&nbsp; 2479 |
|  | &nbsp;&nbsp;&nbsp;Muskrat Falls / Labrador Transmission Assets Funding Trust | 3.382% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/57 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1860 | &nbsp;&nbsp;&nbsp;&nbsp; 1140 |
|  | &nbsp;&nbsp;&nbsp;New Brunswick F-M Project Co. Inc. | 6.470% | &nbsp;&nbsp;&nbsp;&nbsp; 11/30/27 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 305 | &nbsp;&nbsp;&nbsp;&nbsp; 228 |
|  | &nbsp;&nbsp;&nbsp;Newfoundland & Labrador Hydro | 6.650% | &nbsp;&nbsp;&nbsp;&nbsp; 8/27/31 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1019 | &nbsp;&nbsp;&nbsp;&nbsp; 877 |
|  | &nbsp;&nbsp;&nbsp;Newfoundland & Labrador Hydro | 3.600% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1529 | &nbsp;&nbsp;&nbsp;&nbsp; 951 |
|  | &nbsp;&nbsp;&nbsp;OMERS Finance Trust | 1.550% | &nbsp;&nbsp;&nbsp;&nbsp; 4/21/27 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 3097 | &nbsp;&nbsp;&nbsp;&nbsp; 2196 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;OMERS Finance Trust | 3.125% | &nbsp;&nbsp;&nbsp;&nbsp; 1/25/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10500 | &nbsp;&nbsp;&nbsp;&nbsp; 12170 |
|  | &nbsp;&nbsp;&nbsp;OMERS Finance Trust | 2.600% | &nbsp;&nbsp;&nbsp;&nbsp; 5/14/29 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 4195 | &nbsp;&nbsp;&nbsp;&nbsp; 2998 |
|  | &nbsp;&nbsp;&nbsp;Ontario Electricity Financial Corp. | 8.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/22/26 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 7161 | &nbsp;&nbsp;&nbsp;&nbsp; 5506 |
|  | &nbsp;&nbsp;&nbsp;Ontario Infrastructure & Lands Corp. | 4.700% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/37 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 915 | &nbsp;&nbsp;&nbsp;&nbsp; 688 |
|  | &nbsp;&nbsp;&nbsp;Ontario Teachers Finance Trust | 0.100% | &nbsp;&nbsp;&nbsp;&nbsp; 5/19/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6900 | &nbsp;&nbsp;&nbsp;&nbsp; 7317 |
|  | &nbsp;&nbsp;&nbsp;Ontario Teachers Finance Trust | 4.150% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 3500 | &nbsp;&nbsp;&nbsp;&nbsp; 2667 |
|  | &nbsp;&nbsp;&nbsp;Ontario Teachers Finance Trust | 1.850% | &nbsp;&nbsp;&nbsp;&nbsp; 5/3/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 13950 | &nbsp;&nbsp;&nbsp;&nbsp; 14798 |
|  | &nbsp;&nbsp;&nbsp;Ontario Teachers Finance Trust | 4.300% | &nbsp;&nbsp;&nbsp;&nbsp; 6/2/34 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 3500 | &nbsp;&nbsp;&nbsp;&nbsp; 2643 |
|  | &nbsp;&nbsp;&nbsp;Ontario Teachers Finance Trust | 0.900% | &nbsp;&nbsp;&nbsp;&nbsp; 5/20/41 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7770 | &nbsp;&nbsp;&nbsp;&nbsp; 6041 |
|  | &nbsp;&nbsp;&nbsp;Ottawa Ontario | 4.600% | &nbsp;&nbsp;&nbsp;&nbsp; 7/14/42 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 969 | &nbsp;&nbsp;&nbsp;&nbsp; 714 |
|  | &nbsp;&nbsp;&nbsp;Ottawa Ontario | 3.100% | &nbsp;&nbsp;&nbsp;&nbsp; 7/27/48 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2205 | &nbsp;&nbsp;&nbsp;&nbsp; 1246 |

---

------

Total International Bond Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;&nbsp;&nbsp;Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| &nbsp;&nbsp;&nbsp;Ottawa Ontario | 2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/11/51 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp;&nbsp; 989 |
| &nbsp;&nbsp;&nbsp;Ottawa Ontario | 4.100% | &nbsp;&nbsp;&nbsp;&nbsp; 12/6/52 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1116 | &nbsp;&nbsp;&nbsp;&nbsp; 744 |
| &nbsp;&nbsp;&nbsp;Ottawa Ontario | 4.200% | &nbsp;&nbsp;&nbsp;&nbsp; 7/30/53 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 3092 | &nbsp;&nbsp;&nbsp;&nbsp; 2090 |
| &nbsp;&nbsp;&nbsp;Province of Alberta | 2.200% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 13206 | &nbsp;&nbsp;&nbsp;&nbsp; 9548 |
| &nbsp;&nbsp;&nbsp;Province of Alberta | 3.100% | &nbsp;&nbsp;&nbsp;&nbsp; 12/14/26 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 952 | &nbsp;&nbsp;&nbsp;&nbsp; 604 |
| &nbsp;&nbsp;&nbsp;Province of Alberta | 2.550% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 19196 | &nbsp;&nbsp;&nbsp;&nbsp; 13921 |
| &nbsp;&nbsp;&nbsp;Province of Alberta | 3.600% | &nbsp;&nbsp;&nbsp;&nbsp; 4/11/28 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 325 | &nbsp;&nbsp;&nbsp;&nbsp; 206 |
| &nbsp;&nbsp;&nbsp;Province of Alberta | 2.900% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 12586 | &nbsp;&nbsp;&nbsp;&nbsp; 9184 |
| &nbsp;&nbsp;&nbsp;Province of Alberta | 1.403% | &nbsp;&nbsp;&nbsp;&nbsp; 2/20/29 | &nbsp;&nbsp;&nbsp;&nbsp;SEK | &nbsp;&nbsp; 64000 | &nbsp;&nbsp;&nbsp;&nbsp; 6309 |
| &nbsp;&nbsp;&nbsp;Province of Alberta | 2.900% | &nbsp;&nbsp;&nbsp;&nbsp; 9/20/29 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 11228 | &nbsp;&nbsp;&nbsp;&nbsp; 8161 |
| &nbsp;&nbsp;&nbsp;Province of Alberta | 2.050% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 28559 | &nbsp;&nbsp;&nbsp;&nbsp; 19823 |
| &nbsp;&nbsp;&nbsp;Province of Alberta | 1.650% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 12609 | &nbsp;&nbsp;&nbsp;&nbsp; 8391 |
| &nbsp;&nbsp;&nbsp;Province of Alberta | 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2346 | &nbsp;&nbsp;&nbsp;&nbsp; 1734 |
| &nbsp;&nbsp;&nbsp;Province of Alberta | 3.900% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 7873 | &nbsp;&nbsp;&nbsp;&nbsp; 5851 |
| &nbsp;&nbsp;&nbsp;Province of Alberta | 5.200% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 7000 | &nbsp;&nbsp;&nbsp;&nbsp; 4622 |
| &nbsp;&nbsp;&nbsp;Province of Alberta | 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2550 | &nbsp;&nbsp;&nbsp;&nbsp; 1909 |
| &nbsp;&nbsp;&nbsp;Province of Alberta | 3.450% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 9733 | &nbsp;&nbsp;&nbsp;&nbsp; 6249 |
| &nbsp;&nbsp;&nbsp;Province of Alberta | 3.300% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/46 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 19049 | &nbsp;&nbsp;&nbsp;&nbsp; 11653 |
| &nbsp;&nbsp;&nbsp;Province of Alberta | 3.050% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 26056 | &nbsp;&nbsp;&nbsp;&nbsp; 15064 |
| &nbsp;&nbsp;&nbsp;Province of Alberta | 3.100% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 32409 | &nbsp;&nbsp;&nbsp;&nbsp; 18817 |
| &nbsp;&nbsp;&nbsp;Province of Alberta | 2.950% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 13929 | &nbsp;&nbsp;&nbsp;&nbsp; 7802 |
| &nbsp;&nbsp;&nbsp;Province of Alberta | 4.450% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/54 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 7300 | &nbsp;&nbsp;&nbsp;&nbsp; 5327 |
| &nbsp;&nbsp;&nbsp;Province of British Columbia | 2.300% | &nbsp;&nbsp;&nbsp;&nbsp; 6/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 9514 | &nbsp;&nbsp;&nbsp;&nbsp; 6889 |
| &nbsp;&nbsp;&nbsp;Province of British Columbia | 2.550% | &nbsp;&nbsp;&nbsp;&nbsp; 6/18/27 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 11826 | &nbsp;&nbsp;&nbsp;&nbsp; 8578 |
| &nbsp;&nbsp;&nbsp;Province of British Columbia | 2.950% | &nbsp;&nbsp;&nbsp;&nbsp; 12/18/28 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 8858 | &nbsp;&nbsp;&nbsp;&nbsp; 6477 |
| &nbsp;&nbsp;&nbsp;Province of British Columbia | 5.700% | &nbsp;&nbsp;&nbsp;&nbsp; 6/18/29 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 14276 | &nbsp;&nbsp;&nbsp;&nbsp; 11521 |
| &nbsp;&nbsp;&nbsp;Province of British Columbia | 5.861% | &nbsp;&nbsp;&nbsp;&nbsp; 6/18/29 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2450 | &nbsp;&nbsp;&nbsp;&nbsp; 1973 |
| &nbsp;&nbsp;&nbsp;Province of British Columbia | 2.200% | &nbsp;&nbsp;&nbsp;&nbsp; 6/18/30 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 18390 | &nbsp;&nbsp;&nbsp;&nbsp; 12853 |
| &nbsp;&nbsp;&nbsp;Province of British Columbia | 1.550% | &nbsp;&nbsp;&nbsp;&nbsp; 6/18/31 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 16315 | &nbsp;&nbsp;&nbsp;&nbsp; 10781 |
| &nbsp;&nbsp;&nbsp;Province of British Columbia | 6.350% | &nbsp;&nbsp;&nbsp;&nbsp; 6/18/31 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 7654 | &nbsp;&nbsp;&nbsp;&nbsp; 6527 |
| &nbsp;&nbsp;&nbsp;Province of British Columbia | 3.550% | &nbsp;&nbsp;&nbsp;&nbsp; 6/18/33 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2900 | &nbsp;&nbsp;&nbsp;&nbsp; 2107 |
| &nbsp;&nbsp;&nbsp;Province of British Columbia | 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/23/34 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 6000 | &nbsp;&nbsp;&nbsp;&nbsp; 3977 |
| &nbsp;&nbsp;&nbsp;Province of British Columbia | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/24/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 15000 | &nbsp;&nbsp;&nbsp;&nbsp; 16909 |
| &nbsp;&nbsp;&nbsp;Province of British Columbia | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/18/35 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 10000 | &nbsp;&nbsp;&nbsp;&nbsp; 7398 |
| &nbsp;&nbsp;&nbsp;Province of British Columbia | 5.400% | &nbsp;&nbsp;&nbsp;&nbsp; 6/18/35 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 3750 | &nbsp;&nbsp;&nbsp;&nbsp; 3079 |
| &nbsp;&nbsp;&nbsp;Province of British Columbia | 4.700% | &nbsp;&nbsp;&nbsp;&nbsp; 6/18/37 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 4251 | &nbsp;&nbsp;&nbsp;&nbsp; 3284 |
| &nbsp;&nbsp;&nbsp;Province of British Columbia | 4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 6/18/40 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 7127 | &nbsp;&nbsp;&nbsp;&nbsp; 5600 |
| &nbsp;&nbsp;&nbsp;Province of British Columbia | 4.300% | &nbsp;&nbsp;&nbsp;&nbsp; 6/18/42 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 14237 | &nbsp;&nbsp;&nbsp;&nbsp; 10305 |
| &nbsp;&nbsp;&nbsp;Province of British Columbia | 3.200% | &nbsp;&nbsp;&nbsp;&nbsp; 6/18/44 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 14120 | &nbsp;&nbsp;&nbsp;&nbsp; 8676 |
| &nbsp;&nbsp;&nbsp;Province of British Columbia | 2.800% | &nbsp;&nbsp;&nbsp;&nbsp; 6/18/48 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 19003 | &nbsp;&nbsp;&nbsp;&nbsp; 10506 |
| &nbsp;&nbsp;&nbsp;Province of British Columbia | 4.900% | &nbsp;&nbsp;&nbsp;&nbsp; 6/18/48 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1529 | &nbsp;&nbsp;&nbsp;&nbsp; 1177 |
| &nbsp;&nbsp;&nbsp;Province of British Columbia | 2.950% | &nbsp;&nbsp;&nbsp;&nbsp; 6/18/50 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 24853 | &nbsp;&nbsp;&nbsp;&nbsp; 13995 |
| &nbsp;&nbsp;&nbsp;Province of British Columbia | 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 6/18/52 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 15981 | &nbsp;&nbsp;&nbsp;&nbsp; 8546 |
| &nbsp;&nbsp;&nbsp;Province of British Columbia | 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 12/18/53 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 17492 | &nbsp;&nbsp;&nbsp;&nbsp; 12296 |
| &nbsp;&nbsp;&nbsp;Province of British Columbia | 4.450% | &nbsp;&nbsp;&nbsp;&nbsp; 12/18/55 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 22500 | &nbsp;&nbsp;&nbsp;&nbsp; 16452 |
| &nbsp;&nbsp;&nbsp;Province of Manitoba | 2.550% | &nbsp;&nbsp;&nbsp;&nbsp; 6/2/26 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 9696 | &nbsp;&nbsp;&nbsp;&nbsp; 7037 |
| &nbsp;&nbsp;&nbsp;Province of Manitoba | 2.600% | &nbsp;&nbsp;&nbsp;&nbsp; 6/2/27 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 9616 | &nbsp;&nbsp;&nbsp;&nbsp; 6976 |
| &nbsp;&nbsp;&nbsp;Province of Manitoba | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/2/28 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 3027 | &nbsp;&nbsp;&nbsp;&nbsp; 2216 |
| &nbsp;&nbsp;&nbsp;Province of Manitoba | 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 6/2/29 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 11371 | &nbsp;&nbsp;&nbsp;&nbsp; 8226 |
| &nbsp;&nbsp;&nbsp;Province of Manitoba | 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 9/5/29 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1157 | &nbsp;&nbsp;&nbsp;&nbsp; 853 |
| &nbsp;&nbsp;&nbsp;Province of Manitoba | 2.050% | &nbsp;&nbsp;&nbsp;&nbsp; 6/2/30 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1303 | &nbsp;&nbsp;&nbsp;&nbsp; 903 |
| &nbsp;&nbsp;&nbsp;Province of Manitoba | 6.300% | &nbsp;&nbsp;&nbsp;&nbsp; 3/5/31 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 486 | &nbsp;&nbsp;&nbsp;&nbsp; 410 |
| &nbsp;&nbsp;&nbsp;Province of Manitoba | 2.050% | &nbsp;&nbsp;&nbsp;&nbsp; 6/2/31 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 19 | &nbsp;&nbsp;&nbsp;&nbsp; 13 |
| &nbsp;&nbsp;&nbsp;Province of Manitoba | 3.900% | &nbsp;&nbsp;&nbsp;&nbsp; 12/2/32 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 6500 | &nbsp;&nbsp;&nbsp;&nbsp; 4860 |
| &nbsp;&nbsp;&nbsp;Province of Manitoba | 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/2/34 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 17790 | &nbsp;&nbsp;&nbsp;&nbsp; 13445 |
| &nbsp;&nbsp;&nbsp;Province of Manitoba | 4.850% | &nbsp;&nbsp;&nbsp;&nbsp; 8/28/34 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 3500 | &nbsp;&nbsp;&nbsp;&nbsp; 2250 |
| &nbsp;&nbsp;&nbsp;Province of Manitoba | 3.700% | &nbsp;&nbsp;&nbsp;&nbsp; 6/2/35 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 5500 | &nbsp;&nbsp;&nbsp;&nbsp; 3955 |
| &nbsp;&nbsp;&nbsp;Province of Manitoba | 5.700% | &nbsp;&nbsp;&nbsp;&nbsp; 3/5/37 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1529 | &nbsp;&nbsp;&nbsp;&nbsp; 1281 |
| &nbsp;&nbsp;&nbsp;Province of Manitoba | 4.600% | &nbsp;&nbsp;&nbsp;&nbsp; 3/5/38 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2895 | &nbsp;&nbsp;&nbsp;&nbsp; 2204 |
| &nbsp;&nbsp;&nbsp;Province of Manitoba | 4.650% | &nbsp;&nbsp;&nbsp;&nbsp; 3/5/40 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2040 | &nbsp;&nbsp;&nbsp;&nbsp; 1540 |
| &nbsp;&nbsp;&nbsp;Province of Manitoba | 4.400% | &nbsp;&nbsp;&nbsp;&nbsp; 3/5/42 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 3316 | &nbsp;&nbsp;&nbsp;&nbsp; 2421 |
| &nbsp;&nbsp;&nbsp;Province of Manitoba | 3.350% | &nbsp;&nbsp;&nbsp;&nbsp; 3/5/43 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1919 | &nbsp;&nbsp;&nbsp;&nbsp; 1203 |
| &nbsp;&nbsp;&nbsp;Province of Manitoba | 4.050% | &nbsp;&nbsp;&nbsp;&nbsp; 9/5/45 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 6669 | &nbsp;&nbsp;&nbsp;&nbsp; 4556 |
| &nbsp;&nbsp;&nbsp;Province of Manitoba | 2.850% | &nbsp;&nbsp;&nbsp;&nbsp; 9/5/46 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 7365 | &nbsp;&nbsp;&nbsp;&nbsp; 4126 |
| &nbsp;&nbsp;&nbsp;Province of Manitoba | 3.400% | &nbsp;&nbsp;&nbsp;&nbsp; 9/5/48 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 10479 | &nbsp;&nbsp;&nbsp;&nbsp; 6375 |
| &nbsp;&nbsp;&nbsp;Province of Manitoba | 3.200% | &nbsp;&nbsp;&nbsp;&nbsp; 3/5/50 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 9640 | &nbsp;&nbsp;&nbsp;&nbsp; 5619 |
| &nbsp;&nbsp;&nbsp;Province of Manitoba | 2.050% | &nbsp;&nbsp;&nbsp;&nbsp; 9/5/52 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 6991 | &nbsp;&nbsp;&nbsp;&nbsp; 3128 |
| &nbsp;&nbsp;&nbsp;Province of Manitoba | 3.150% | &nbsp;&nbsp;&nbsp;&nbsp; 9/5/52 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 3114 | &nbsp;&nbsp;&nbsp;&nbsp; 1779 |
| &nbsp;&nbsp;&nbsp;Province of Manitoba | 3.800% | &nbsp;&nbsp;&nbsp;&nbsp; 9/5/53 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 8311 | &nbsp;&nbsp;&nbsp;&nbsp; 5344 |
| &nbsp;&nbsp;&nbsp;Province of Manitoba | 4.400% | &nbsp;&nbsp;&nbsp;&nbsp; 9/5/55 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 6895 | &nbsp;&nbsp;&nbsp;&nbsp; 4930 |

---

------

Total International Bond Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;&nbsp;&nbsp;Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| &nbsp;&nbsp;&nbsp;Province of New Brunswick | 2.600% | &nbsp;&nbsp;&nbsp;&nbsp; 8/14/26 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 5102 | &nbsp;&nbsp;&nbsp;&nbsp; 3705 |
| &nbsp;&nbsp;&nbsp;Province of New Brunswick | 2.350% | &nbsp;&nbsp;&nbsp;&nbsp; 8/14/27 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 4030 | &nbsp;&nbsp;&nbsp;&nbsp; 2908 |
| &nbsp;&nbsp;&nbsp;Province of New Brunswick | 3.100% | &nbsp;&nbsp;&nbsp;&nbsp; 8/14/28 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 4211 | &nbsp;&nbsp;&nbsp;&nbsp; 3092 |
| &nbsp;&nbsp;&nbsp;Province of New Brunswick | 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 8/14/29 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1990 | &nbsp;&nbsp;&nbsp;&nbsp; 1526 |
| &nbsp;&nbsp;&nbsp;Province of New Brunswick | 3.950% | &nbsp;&nbsp;&nbsp;&nbsp; 8/14/32 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 7800 | &nbsp;&nbsp;&nbsp;&nbsp; 5862 |
| &nbsp;&nbsp;&nbsp;Province of New Brunswick | 4.450% | &nbsp;&nbsp;&nbsp;&nbsp; 8/14/33 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 3800 | &nbsp;&nbsp;&nbsp;&nbsp; 2933 |
| &nbsp;&nbsp;&nbsp;Province of New Brunswick | 5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 1/27/34 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2040 | &nbsp;&nbsp;&nbsp;&nbsp; 1683 |
| &nbsp;&nbsp;&nbsp;Province of New Brunswick | 4.050% | &nbsp;&nbsp;&nbsp;&nbsp; 8/14/34 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 4800 | &nbsp;&nbsp;&nbsp;&nbsp; 3579 |
| &nbsp;&nbsp;&nbsp;Province of New Brunswick | 4.550% | &nbsp;&nbsp;&nbsp;&nbsp; 3/26/37 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 3572 | &nbsp;&nbsp;&nbsp;&nbsp; 2715 |
| &nbsp;&nbsp;&nbsp;Province of New Brunswick | 4.800% | &nbsp;&nbsp;&nbsp;&nbsp; 9/26/39 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 4334 | &nbsp;&nbsp;&nbsp;&nbsp; 3345 |
| &nbsp;&nbsp;&nbsp;Province of New Brunswick | 4.800% | &nbsp;&nbsp;&nbsp;&nbsp; 6/3/41 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1525 | &nbsp;&nbsp;&nbsp;&nbsp; 1165 |
| &nbsp;&nbsp;&nbsp;Province of New Brunswick | 3.550% | &nbsp;&nbsp;&nbsp;&nbsp; 6/3/43 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 4059 | &nbsp;&nbsp;&nbsp;&nbsp; 2623 |
| &nbsp;&nbsp;&nbsp;Province of New Brunswick | 3.800% | &nbsp;&nbsp;&nbsp;&nbsp; 8/14/45 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 4542 | &nbsp;&nbsp;&nbsp;&nbsp; 3000 |
| &nbsp;&nbsp;&nbsp;Province of New Brunswick | 3.100% | &nbsp;&nbsp;&nbsp;&nbsp; 8/14/48 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 4959 | &nbsp;&nbsp;&nbsp;&nbsp; 2862 |
| &nbsp;&nbsp;&nbsp;Province of New Brunswick | 3.050% | &nbsp;&nbsp;&nbsp;&nbsp; 8/14/50 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 5727 | &nbsp;&nbsp;&nbsp;&nbsp; 3255 |
| &nbsp;&nbsp;&nbsp;Province of New Brunswick | 2.900% | &nbsp;&nbsp;&nbsp;&nbsp; 8/14/52 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 3581 | &nbsp;&nbsp;&nbsp;&nbsp; 1958 |
| &nbsp;&nbsp;&nbsp;Province of New Brunswick | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 8/14/54 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 3000 | &nbsp;&nbsp;&nbsp;&nbsp; 2362 |
| &nbsp;&nbsp;&nbsp;Province of Newfoundland & Labrador | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/2/26 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 5102 | &nbsp;&nbsp;&nbsp;&nbsp; 3719 |
| &nbsp;&nbsp;&nbsp;Province of Newfoundland & Labrador | 1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/2/27 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1600 | &nbsp;&nbsp;&nbsp;&nbsp; 1129 |
| &nbsp;&nbsp;&nbsp;Province of Newfoundland & Labrador | 6.150% | &nbsp;&nbsp;&nbsp;&nbsp; 4/17/28 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 509 | &nbsp;&nbsp;&nbsp;&nbsp; 404 |
| &nbsp;&nbsp;&nbsp;Province of Newfoundland & Labrador | 2.850% | &nbsp;&nbsp;&nbsp;&nbsp; 6/2/28 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 7654 | &nbsp;&nbsp;&nbsp;&nbsp; 5572 |
| &nbsp;&nbsp;&nbsp;Province of Newfoundland & Labrador | 2.850% | &nbsp;&nbsp;&nbsp;&nbsp; 6/2/29 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 5593 | &nbsp;&nbsp;&nbsp;&nbsp; 4051 |
| &nbsp;&nbsp;&nbsp;Province of Newfoundland & Labrador | 1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 6/2/30 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 5585 | &nbsp;&nbsp;&nbsp;&nbsp; 3798 |
| &nbsp;&nbsp;&nbsp;Province of Newfoundland & Labrador | 2.050% | &nbsp;&nbsp;&nbsp;&nbsp; 6/2/31 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 6169 | &nbsp;&nbsp;&nbsp;&nbsp; 4183 |
| &nbsp;&nbsp;&nbsp;Province of Newfoundland & Labrador | 4.150% | &nbsp;&nbsp;&nbsp;&nbsp; 6/2/33 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2100 | &nbsp;&nbsp;&nbsp;&nbsp; 1584 |
| &nbsp;&nbsp;&nbsp;Province of Newfoundland & Labrador | 5.700% | &nbsp;&nbsp;&nbsp;&nbsp; 10/17/35 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 509 | &nbsp;&nbsp;&nbsp;&nbsp; 422 |
| &nbsp;&nbsp;&nbsp;Province of Newfoundland & Labrador | 4.650% | &nbsp;&nbsp;&nbsp;&nbsp; 10/17/40 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2720 | &nbsp;&nbsp;&nbsp;&nbsp; 2020 |
| &nbsp;&nbsp;&nbsp;Province of Newfoundland & Labrador | 3.300% | &nbsp;&nbsp;&nbsp;&nbsp; 10/17/46 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 5758 | &nbsp;&nbsp;&nbsp;&nbsp; 3414 |
| &nbsp;&nbsp;&nbsp;Province of Newfoundland & Labrador | 3.700% | &nbsp;&nbsp;&nbsp;&nbsp; 10/17/48 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 5564 | &nbsp;&nbsp;&nbsp;&nbsp; 3484 |
| &nbsp;&nbsp;&nbsp;Province of Newfoundland & Labrador | 2.650% | &nbsp;&nbsp;&nbsp;&nbsp; 10/17/50 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 5120 | &nbsp;&nbsp;&nbsp;&nbsp; 2611 |
| &nbsp;&nbsp;&nbsp;Province of Newfoundland & Labrador | 3.150% | &nbsp;&nbsp;&nbsp;&nbsp; 12/2/52 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2971 | &nbsp;&nbsp;&nbsp;&nbsp; 1662 |
| &nbsp;&nbsp;&nbsp;Province of Newfoundland & Labrador | 4.100% | &nbsp;&nbsp;&nbsp;&nbsp; 10/17/54 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 10000 | &nbsp;&nbsp;&nbsp;&nbsp; 6623 |
| &nbsp;&nbsp;&nbsp;Province of Newfoundland & Labrador | 4.600% | &nbsp;&nbsp;&nbsp;&nbsp; 10/17/55 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 3700 | &nbsp;&nbsp;&nbsp;&nbsp; 2675 |
| &nbsp;&nbsp;&nbsp;Province of Nova Scotia | 2.100% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 7347 | &nbsp;&nbsp;&nbsp;&nbsp; 5279 |
| &nbsp;&nbsp;&nbsp;Province of Nova Scotia | 1.100% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 3813 | &nbsp;&nbsp;&nbsp;&nbsp; 2638 |
| &nbsp;&nbsp;&nbsp;Province of Nova Scotia | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 6787 | &nbsp;&nbsp;&nbsp;&nbsp; 4679 |
| &nbsp;&nbsp;&nbsp;Province of Nova Scotia | 2.400% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 800 | &nbsp;&nbsp;&nbsp;&nbsp; 550 |
| &nbsp;&nbsp;&nbsp;Province of Nova Scotia | 4.050% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1100 | &nbsp;&nbsp;&nbsp;&nbsp; 826 |
| &nbsp;&nbsp;&nbsp;Province of Nova Scotia | 5.800% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1019 | &nbsp;&nbsp;&nbsp;&nbsp; 855 |
| &nbsp;&nbsp;&nbsp;Province of Nova Scotia | 4.900% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2600 | &nbsp;&nbsp;&nbsp;&nbsp; 2031 |
| &nbsp;&nbsp;&nbsp;Province of Nova Scotia | 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/37 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2550 | &nbsp;&nbsp;&nbsp;&nbsp; 1927 |
| &nbsp;&nbsp;&nbsp;Province of Nova Scotia | 4.700% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 3750 | &nbsp;&nbsp;&nbsp;&nbsp; 2830 |
| &nbsp;&nbsp;&nbsp;Province of Nova Scotia | 4.400% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 5034 | &nbsp;&nbsp;&nbsp;&nbsp; 3662 |
| &nbsp;&nbsp;&nbsp;Province of Nova Scotia | 3.450% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2924 | &nbsp;&nbsp;&nbsp;&nbsp; 1833 |
| &nbsp;&nbsp;&nbsp;Province of Nova Scotia | 3.150% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 7675 | &nbsp;&nbsp;&nbsp;&nbsp; 4418 |
| &nbsp;&nbsp;&nbsp;Province of Nova Scotia | 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/54 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 4000 | &nbsp;&nbsp;&nbsp;&nbsp; 3020 |
| &nbsp;&nbsp;&nbsp;Province of Nova Scotia | 4.600% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/55 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2740 | &nbsp;&nbsp;&nbsp;&nbsp; 2016 |
| &nbsp;&nbsp;&nbsp;Province of Nova Scotia | 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/2/62 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 6796 | &nbsp;&nbsp;&nbsp;&nbsp; 4084 |
| &nbsp;&nbsp;&nbsp;Province of Ontario | 2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/26/26 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 6500 | &nbsp;&nbsp;&nbsp;&nbsp; 8492 |
| &nbsp;&nbsp;&nbsp;Province of Ontario | 2.400% | &nbsp;&nbsp;&nbsp;&nbsp; 6/2/26 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 38393 | &nbsp;&nbsp;&nbsp;&nbsp; 27826 |
| &nbsp;&nbsp;&nbsp;Province of Ontario | 1.350% | &nbsp;&nbsp;&nbsp;&nbsp; 9/8/26 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 6436 | &nbsp;&nbsp;&nbsp;&nbsp; 4597 |
| &nbsp;&nbsp;&nbsp;Province of Ontario | 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 1/27/27 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 505 | &nbsp;&nbsp;&nbsp;&nbsp; 322 |
| &nbsp;&nbsp;&nbsp;Province of Ontario | 1.850% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 11477 | &nbsp;&nbsp;&nbsp;&nbsp; 8225 |
| &nbsp;&nbsp;&nbsp;Province of Ontario | 2.600% | &nbsp;&nbsp;&nbsp;&nbsp; 6/2/27 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 38019 | &nbsp;&nbsp;&nbsp;&nbsp; 27605 |
| &nbsp;&nbsp;&nbsp;Province of Ontario | 7.600% | &nbsp;&nbsp;&nbsp;&nbsp; 6/2/27 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 7654 | &nbsp;&nbsp;&nbsp;&nbsp; 6116 |
| &nbsp;&nbsp;&nbsp;Province of Ontario | 1.050% | &nbsp;&nbsp;&nbsp;&nbsp; 9/8/27 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 6545 | &nbsp;&nbsp;&nbsp;&nbsp; 4581 |
| &nbsp;&nbsp;&nbsp;Province of Ontario | 3.600% | &nbsp;&nbsp;&nbsp;&nbsp; 3/8/28 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 14200 | &nbsp;&nbsp;&nbsp;&nbsp; 10570 |
| &nbsp;&nbsp;&nbsp;Province of Ontario | 2.900% | &nbsp;&nbsp;&nbsp;&nbsp; 6/2/28 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 34157 | &nbsp;&nbsp;&nbsp;&nbsp; 24954 |
| &nbsp;&nbsp;&nbsp;Province of Ontario | 3.400% | &nbsp;&nbsp;&nbsp;&nbsp; 9/8/28 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 14000 | &nbsp;&nbsp;&nbsp;&nbsp; 10395 |
| &nbsp;&nbsp;&nbsp;Province of Ontario | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/8/29 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 15290 | &nbsp;&nbsp;&nbsp;&nbsp; 11596 |
| &nbsp;&nbsp;&nbsp;Province of Ontario | 6.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/8/29 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 16100 | &nbsp;&nbsp;&nbsp;&nbsp; 13249 |
| &nbsp;&nbsp;&nbsp;Province of Ontario | 2.700% | &nbsp;&nbsp;&nbsp;&nbsp; 6/2/29 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 35816 | &nbsp;&nbsp;&nbsp;&nbsp; 25869 |
| &nbsp;&nbsp;&nbsp;Province of Ontario | 0.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/28/29 | &nbsp;&nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp; 4485 | &nbsp;&nbsp;&nbsp;&nbsp; 5369 |
| &nbsp;&nbsp;&nbsp;Province of Ontario | 1.550% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 19304 | &nbsp;&nbsp;&nbsp;&nbsp; 13242 |
| &nbsp;&nbsp;&nbsp;Province of Ontario | 2.050% | &nbsp;&nbsp;&nbsp;&nbsp; 6/2/30 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 38486 | &nbsp;&nbsp;&nbsp;&nbsp; 26714 |
| &nbsp;&nbsp;&nbsp;Province of Ontario | 0.010% | &nbsp;&nbsp;&nbsp;&nbsp; 11/25/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 8886 | &nbsp;&nbsp;&nbsp;&nbsp; 8710 |
| &nbsp;&nbsp;&nbsp;Province of Ontario | 1.350% | &nbsp;&nbsp;&nbsp;&nbsp; 12/2/30 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 24486 | &nbsp;&nbsp;&nbsp;&nbsp; 16221 |
| &nbsp;&nbsp;&nbsp;Province of Ontario | 2.150% | &nbsp;&nbsp;&nbsp;&nbsp; 6/2/31 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 34588 | &nbsp;&nbsp;&nbsp;&nbsp; 23658 |
| &nbsp;&nbsp;&nbsp;Province of Ontario | 6.200% | &nbsp;&nbsp;&nbsp;&nbsp; 6/2/31 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 6633 | &nbsp;&nbsp;&nbsp;&nbsp; 5615 |
| &nbsp;&nbsp;&nbsp;Province of Ontario | 0.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/9/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1900 | &nbsp;&nbsp;&nbsp;&nbsp; 1856 |

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------

Total International Bond Index Fund

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;&nbsp;&nbsp;Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| &nbsp;&nbsp;&nbsp;Province of Ontario | 2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 12/2/31 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 22745 | &nbsp;&nbsp;&nbsp;&nbsp; 15540 |
| &nbsp;&nbsp;&nbsp;Province of Ontario | 4.050% | &nbsp;&nbsp;&nbsp;&nbsp; 2/2/32 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 15260 | &nbsp;&nbsp;&nbsp;&nbsp; 11593 |
| &nbsp;&nbsp;&nbsp;Province of Ontario | 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 6/2/32 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 21900 | &nbsp;&nbsp;&nbsp;&nbsp; 16306 |
| &nbsp;&nbsp;&nbsp;Province of Ontario | 4.100% | &nbsp;&nbsp;&nbsp;&nbsp; 3/4/33 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 10500 | &nbsp;&nbsp;&nbsp;&nbsp; 7966 |
| &nbsp;&nbsp;&nbsp;Province of Ontario | 5.850% | &nbsp;&nbsp;&nbsp;&nbsp; 3/8/33 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 13002 | &nbsp;&nbsp;&nbsp;&nbsp; 10936 |
| &nbsp;&nbsp;&nbsp;Province of Ontario | 3.650% | &nbsp;&nbsp;&nbsp;&nbsp; 6/2/33 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 48100 | &nbsp;&nbsp;&nbsp;&nbsp; 35274 |
| &nbsp;&nbsp;&nbsp;Province of Ontario | 3.100% | &nbsp;&nbsp;&nbsp;&nbsp; 1/31/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10000 | &nbsp;&nbsp;&nbsp;&nbsp; 11397 |
| &nbsp;&nbsp;&nbsp;Province of Ontario | 5.350% | &nbsp;&nbsp;&nbsp;&nbsp; 5/8/34 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 6000 | &nbsp;&nbsp;&nbsp;&nbsp; 4001 |
| &nbsp;&nbsp;&nbsp;Province of Ontario | 4.150% | &nbsp;&nbsp;&nbsp;&nbsp; 6/2/34 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 56650 | &nbsp;&nbsp;&nbsp;&nbsp; 42756 |
| &nbsp;&nbsp;&nbsp;Province of Ontario | 3.800% | &nbsp;&nbsp;&nbsp;&nbsp; 12/2/34 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 23000 | &nbsp;&nbsp;&nbsp;&nbsp; 16835 |
| &nbsp;&nbsp;&nbsp;Province of Ontario | 5.600% | &nbsp;&nbsp;&nbsp;&nbsp; 6/2/35 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 34002 | &nbsp;&nbsp;&nbsp;&nbsp; 28471 |
| &nbsp;&nbsp;&nbsp;Province of Ontario | 4.700% | &nbsp;&nbsp;&nbsp;&nbsp; 6/2/37 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 41764 | &nbsp;&nbsp;&nbsp;&nbsp; 32396 |
| &nbsp;&nbsp;&nbsp;Province of Ontario | 4.600% | &nbsp;&nbsp;&nbsp;&nbsp; 6/2/39 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 36704 | &nbsp;&nbsp;&nbsp;&nbsp; 27999 |
| &nbsp;&nbsp;&nbsp;Province of Ontario | 4.650% | &nbsp;&nbsp;&nbsp;&nbsp; 6/2/41 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 43832 | &nbsp;&nbsp;&nbsp;&nbsp; 33322 |
| &nbsp;&nbsp;&nbsp;Province of Ontario | 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/2/43 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 41355 | &nbsp;&nbsp;&nbsp;&nbsp; 26952 |
| &nbsp;&nbsp;&nbsp;Province of Ontario | 3.450% | &nbsp;&nbsp;&nbsp;&nbsp; 6/2/45 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 55960 | &nbsp;&nbsp;&nbsp;&nbsp; 35668 |
| &nbsp;&nbsp;&nbsp;Province of Ontario | 2.900% | &nbsp;&nbsp;&nbsp;&nbsp; 12/2/46 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 48129 | &nbsp;&nbsp;&nbsp;&nbsp; 27725 |
| &nbsp;&nbsp;&nbsp;Province of Ontario | 2.800% | &nbsp;&nbsp;&nbsp;&nbsp; 6/2/48 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 41667 | &nbsp;&nbsp;&nbsp;&nbsp; 23254 |
| &nbsp;&nbsp;&nbsp;Province of Ontario | 2.900% | &nbsp;&nbsp;&nbsp;&nbsp; 6/2/49 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 48028 | &nbsp;&nbsp;&nbsp;&nbsp; 27134 |
| &nbsp;&nbsp;&nbsp;Province of Ontario | 2.650% | &nbsp;&nbsp;&nbsp;&nbsp; 12/2/50 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 48386 | &nbsp;&nbsp;&nbsp;&nbsp; 25820 |
| &nbsp;&nbsp;&nbsp;Province of Ontario | 1.900% | &nbsp;&nbsp;&nbsp;&nbsp; 12/2/51 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 45594 | &nbsp;&nbsp;&nbsp;&nbsp; 20337 |
| &nbsp;&nbsp;&nbsp;Province of Ontario | 2.550% | &nbsp;&nbsp;&nbsp;&nbsp; 12/2/52 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 33070 | &nbsp;&nbsp;&nbsp;&nbsp; 17043 |
| &nbsp;&nbsp;&nbsp;Province of Ontario | 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 12/2/53 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 45141 | &nbsp;&nbsp;&nbsp;&nbsp; 29438 |
| &nbsp;&nbsp;&nbsp;Province of Ontario | 4.100% | &nbsp;&nbsp;&nbsp;&nbsp; 10/7/54 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 4000 | &nbsp;&nbsp;&nbsp;&nbsp; 2773 |
| &nbsp;&nbsp;&nbsp;Province of Ontario | 4.150% | &nbsp;&nbsp;&nbsp;&nbsp; 12/2/54 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 45590 | &nbsp;&nbsp;&nbsp;&nbsp; 31845 |
| &nbsp;&nbsp;&nbsp;Province of Ontario | 4.600% | &nbsp;&nbsp;&nbsp;&nbsp; 12/2/55 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 36650 | &nbsp;&nbsp;&nbsp;&nbsp; 27708 |
| &nbsp;&nbsp;&nbsp;Province of Prince Edward Island | 1.850% | &nbsp;&nbsp;&nbsp;&nbsp; 7/27/31 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1900 | &nbsp;&nbsp;&nbsp;&nbsp; 1270 |
| &nbsp;&nbsp;&nbsp;Province of Prince Edward Island | 3.650% | &nbsp;&nbsp;&nbsp;&nbsp; 6/27/42 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 816 | &nbsp;&nbsp;&nbsp;&nbsp; 538 |
| &nbsp;&nbsp;&nbsp;Province of Prince Edward Island | 2.650% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 999 | &nbsp;&nbsp;&nbsp;&nbsp; 513 |
| &nbsp;&nbsp;&nbsp;Province of Prince Edward Island | 3.600% | &nbsp;&nbsp;&nbsp;&nbsp; 1/17/53 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1527 | &nbsp;&nbsp;&nbsp;&nbsp; 937 |
| &nbsp;&nbsp;&nbsp;Province of Quebec | 3.700% | &nbsp;&nbsp;&nbsp;&nbsp; 5/20/26 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 421 | &nbsp;&nbsp;&nbsp;&nbsp; 269 |
| &nbsp;&nbsp;&nbsp;Province of Quebec | 2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 19136 | &nbsp;&nbsp;&nbsp;&nbsp; 13878 |
| &nbsp;&nbsp;&nbsp;Province of Quebec | 1.850% | &nbsp;&nbsp;&nbsp;&nbsp; 2/13/27 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 3613 | &nbsp;&nbsp;&nbsp;&nbsp; 2587 |
| &nbsp;&nbsp;&nbsp;Province of Quebec | 0.875% | &nbsp;&nbsp;&nbsp;&nbsp; 5/4/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 17851 | &nbsp;&nbsp;&nbsp;&nbsp; 19725 |
| &nbsp;&nbsp;&nbsp;Province of Quebec | 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 21524 | &nbsp;&nbsp;&nbsp;&nbsp; 15682 |
| &nbsp;&nbsp;&nbsp;Province of Quebec | 0.875% | &nbsp;&nbsp;&nbsp;&nbsp; 7/5/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 21256 | &nbsp;&nbsp;&nbsp;&nbsp; 23049 |
| &nbsp;&nbsp;&nbsp;Province of Quebec | 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 23290 | &nbsp;&nbsp;&nbsp;&nbsp; 16938 |
| &nbsp;&nbsp;&nbsp;Province of Quebec | 2.300% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 27817 | &nbsp;&nbsp;&nbsp;&nbsp; 19718 |
| &nbsp;&nbsp;&nbsp;Province of Quebec | 6.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 7654 | &nbsp;&nbsp;&nbsp;&nbsp; 6266 |
| &nbsp;&nbsp;&nbsp;Province of Quebec | 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/22/30 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 32210 | &nbsp;&nbsp;&nbsp;&nbsp; 44016 |
| &nbsp;&nbsp;&nbsp;Province of Quebec | 1.900% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 51000 | &nbsp;&nbsp;&nbsp;&nbsp; 34977 |
| &nbsp;&nbsp;&nbsp;Province of Quebec | 0.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/29/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 16907 | &nbsp;&nbsp;&nbsp;&nbsp; 16644 |
| &nbsp;&nbsp;&nbsp;Province of Quebec | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 44746 | &nbsp;&nbsp;&nbsp;&nbsp; 29258 |
| &nbsp;&nbsp;&nbsp;Province of Quebec | 6.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 15006 | &nbsp;&nbsp;&nbsp;&nbsp; 12843 |
| &nbsp;&nbsp;&nbsp;Province of Quebec | 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 28565 | &nbsp;&nbsp;&nbsp;&nbsp; 20554 |
| &nbsp;&nbsp;&nbsp;Province of Quebec | 3.900% | &nbsp;&nbsp;&nbsp;&nbsp; 11/22/32 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 10600 | &nbsp;&nbsp;&nbsp;&nbsp; 7954 |
| &nbsp;&nbsp;&nbsp;Province of Quebec | 3.600% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 47800 | &nbsp;&nbsp;&nbsp;&nbsp; 34829 |
| &nbsp;&nbsp;&nbsp;Province of Quebec | 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/2/34 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 7500 | &nbsp;&nbsp;&nbsp;&nbsp; 4965 |
| &nbsp;&nbsp;&nbsp;Province of Quebec | 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 5327 | &nbsp;&nbsp;&nbsp;&nbsp; 4316 |
| &nbsp;&nbsp;&nbsp;Province of Quebec | 4.450% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 42540 | &nbsp;&nbsp;&nbsp;&nbsp; 32674 |
| &nbsp;&nbsp;&nbsp;Province of Quebec | 5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/36 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 14581 | &nbsp;&nbsp;&nbsp;&nbsp; 12306 |
| &nbsp;&nbsp;&nbsp;Province of Quebec | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/38 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 7643 | &nbsp;&nbsp;&nbsp;&nbsp; 6044 |
| &nbsp;&nbsp;&nbsp;Province of Quebec | 3.350% | &nbsp;&nbsp;&nbsp;&nbsp; 7/23/39 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 13000 | &nbsp;&nbsp;&nbsp;&nbsp; 14631 |
| &nbsp;&nbsp;&nbsp;Province of Quebec | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 25086 | &nbsp;&nbsp;&nbsp;&nbsp; 19726 |
| &nbsp;&nbsp;&nbsp;Province of Quebec | 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 35083 | &nbsp;&nbsp;&nbsp;&nbsp; 25062 |
| &nbsp;&nbsp;&nbsp;Province of Quebec | 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 32111 | &nbsp;&nbsp;&nbsp;&nbsp; 20438 |
| &nbsp;&nbsp;&nbsp;Province of Quebec | 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 40430 | &nbsp;&nbsp;&nbsp;&nbsp; 25261 |
| &nbsp;&nbsp;&nbsp;Province of Quebec | 3.100% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 52626 | &nbsp;&nbsp;&nbsp;&nbsp; 30337 |
| &nbsp;&nbsp;&nbsp;Province of Quebec | 2.850% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/53 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 40967 | &nbsp;&nbsp;&nbsp;&nbsp; 22200 |
| &nbsp;&nbsp;&nbsp;Province of Quebec | 4.400% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/55 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 62200 | &nbsp;&nbsp;&nbsp;&nbsp; 45070 |
| &nbsp;&nbsp;&nbsp;Province of Quebec | 4.200% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/57 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 15400 | &nbsp;&nbsp;&nbsp;&nbsp; 10779 |
| &nbsp;&nbsp;&nbsp;Province of Saskatchewan | 2.550% | &nbsp;&nbsp;&nbsp;&nbsp; 6/2/26 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 5678 | &nbsp;&nbsp;&nbsp;&nbsp; 4120 |
| &nbsp;&nbsp;&nbsp;Province of Saskatchewan | 2.650% | &nbsp;&nbsp;&nbsp;&nbsp; 6/2/27 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 5102 | &nbsp;&nbsp;&nbsp;&nbsp; 3707 |
| &nbsp;&nbsp;&nbsp;Province of Saskatchewan | 5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/5/29 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 4836 | &nbsp;&nbsp;&nbsp;&nbsp; 3880 |
| &nbsp;&nbsp;&nbsp;Province of Saskatchewan | 2.200% | &nbsp;&nbsp;&nbsp;&nbsp; 6/2/30 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1520 | &nbsp;&nbsp;&nbsp;&nbsp; 1063 |
| &nbsp;&nbsp;&nbsp;Province of Saskatchewan | 2.150% | &nbsp;&nbsp;&nbsp;&nbsp; 6/2/31 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2615 | &nbsp;&nbsp;&nbsp;&nbsp; 1792 |
| &nbsp;&nbsp;&nbsp;Province of Saskatchewan | 6.400% | &nbsp;&nbsp;&nbsp;&nbsp; 9/5/31 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 3441 | &nbsp;&nbsp;&nbsp;&nbsp; 2953 |
| &nbsp;&nbsp;&nbsp;Province of Saskatchewan | 3.900% | &nbsp;&nbsp;&nbsp;&nbsp; 6/2/33 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 5700 | &nbsp;&nbsp;&nbsp;&nbsp; 4252 |
| &nbsp;&nbsp;&nbsp;Province of Saskatchewan | 5.800% | &nbsp;&nbsp;&nbsp;&nbsp; 9/5/33 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1860 | &nbsp;&nbsp;&nbsp;&nbsp; 1568 |
| &nbsp;&nbsp;&nbsp;Province of Saskatchewan | 3.300% | &nbsp;&nbsp;&nbsp;&nbsp; 5/8/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 17266 | &nbsp;&nbsp;&nbsp;&nbsp; 19877 |

---

------

Total International Bond Index Fund

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;&nbsp;&nbsp;Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Province of Saskatchewan | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/5/37 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 179 | &nbsp;&nbsp;&nbsp;&nbsp; 142 |
|  | &nbsp;&nbsp;&nbsp;Province of Saskatchewan | 3.900% | &nbsp;&nbsp;&nbsp;&nbsp; 6/2/45 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 4984 | &nbsp;&nbsp;&nbsp;&nbsp; 3380 |
|  | &nbsp;&nbsp;&nbsp;Province of Saskatchewan | 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 12/2/46 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 7448 | &nbsp;&nbsp;&nbsp;&nbsp; 4153 |
|  | &nbsp;&nbsp;&nbsp;Province of Saskatchewan | 3.300% | &nbsp;&nbsp;&nbsp;&nbsp; 6/2/48 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 8635 | &nbsp;&nbsp;&nbsp;&nbsp; 5240 |
|  | &nbsp;&nbsp;&nbsp;Province of Saskatchewan | 3.100% | &nbsp;&nbsp;&nbsp;&nbsp; 6/2/50 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 8853 | &nbsp;&nbsp;&nbsp;&nbsp; 5148 |
|  | &nbsp;&nbsp;&nbsp;Province of Saskatchewan | 2.800% | &nbsp;&nbsp;&nbsp;&nbsp; 12/2/52 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 12645 | &nbsp;&nbsp;&nbsp;&nbsp; 6840 |
|  | &nbsp;&nbsp;&nbsp;Province of Saskatchewan | 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/5/54 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2686 | &nbsp;&nbsp;&nbsp;&nbsp; 1736 |
|  | &nbsp;&nbsp;&nbsp;Province of Saskatchewan | 4.200% | &nbsp;&nbsp;&nbsp;&nbsp; 12/2/54 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 10100 | &nbsp;&nbsp;&nbsp;&nbsp; 7069 |
|  | &nbsp;&nbsp;&nbsp;Province of Saskatchewan | 2.950% | &nbsp;&nbsp;&nbsp;&nbsp; 6/2/58 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1428 | &nbsp;&nbsp;&nbsp;&nbsp; 774 |
|  | &nbsp;&nbsp;&nbsp;Province of Saskatchewan | 3.800% | &nbsp;&nbsp;&nbsp;&nbsp; 6/2/62 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1000 | &nbsp;&nbsp;&nbsp;&nbsp; 647 |
|  | &nbsp;&nbsp;&nbsp;PSP Capital Inc. | 0.900% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 4550 | &nbsp;&nbsp;&nbsp;&nbsp; 3242 |
|  | &nbsp;&nbsp;&nbsp;PSP Capital Inc. | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 3700 | &nbsp;&nbsp;&nbsp;&nbsp; 2596 |
|  | &nbsp;&nbsp;&nbsp;PSP Capital Inc. | 4.600% | &nbsp;&nbsp;&nbsp;&nbsp; 2/6/29 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 18000 | &nbsp;&nbsp;&nbsp;&nbsp; 11829 |
|  | &nbsp;&nbsp;&nbsp;PSP Capital Inc. | 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 10500 | &nbsp;&nbsp;&nbsp;&nbsp; 7889 |
|  | &nbsp;&nbsp;&nbsp;PSP Capital Inc. | 2.050% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 9572 | &nbsp;&nbsp;&nbsp;&nbsp; 6667 |
|  | &nbsp;&nbsp;&nbsp;PSP Capital Inc. | 2.600% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 3000 | &nbsp;&nbsp;&nbsp;&nbsp; 2082 |
|  | &nbsp;&nbsp;&nbsp;PSP Capital Inc. | 4.150% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 18900 | &nbsp;&nbsp;&nbsp;&nbsp; 14306 |
|  | &nbsp;&nbsp;&nbsp;Regional Municipality of Peel Ontario | 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 12/2/33 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1000 | &nbsp;&nbsp;&nbsp;&nbsp; 758 |
|  | &nbsp;&nbsp;&nbsp;Regional Municipality of Peel Ontario | 5.100% | &nbsp;&nbsp;&nbsp;&nbsp; 6/29/40 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 3561 | &nbsp;&nbsp;&nbsp;&nbsp; 2779 |
|  | &nbsp;&nbsp;&nbsp;Regional Municipality of Peel Ontario | 2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/16/51 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 4547 | &nbsp;&nbsp;&nbsp;&nbsp; 2241 |
|  | &nbsp;&nbsp;&nbsp;Regional Municipality of York | 2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/2/26 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1529 | &nbsp;&nbsp;&nbsp;&nbsp; 1109 |
|  | &nbsp;&nbsp;&nbsp;Regional Municipality of York | 1.700% | &nbsp;&nbsp;&nbsp;&nbsp; 5/27/30 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1512 | &nbsp;&nbsp;&nbsp;&nbsp; 1030 |
|  | &nbsp;&nbsp;&nbsp;Regional Municipality of York | 2.150% | &nbsp;&nbsp;&nbsp;&nbsp; 6/22/31 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1346 | &nbsp;&nbsp;&nbsp;&nbsp; 918 |
|  | &nbsp;&nbsp;&nbsp;Regional Municipality of York | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/31/32 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2365 | &nbsp;&nbsp;&nbsp;&nbsp; 1778 |
|  | &nbsp;&nbsp;&nbsp;Regional Municipality of York | 3.650% | &nbsp;&nbsp;&nbsp;&nbsp; 5/13/33 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1581 | &nbsp;&nbsp;&nbsp;&nbsp; 1151 |
|  | &nbsp;&nbsp;&nbsp;Regional Municipality of York | 4.050% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 5573 | &nbsp;&nbsp;&nbsp;&nbsp; 4121 |
|  | &nbsp;&nbsp;&nbsp;Royal Office Finance LP | 5.209% | &nbsp;&nbsp;&nbsp;&nbsp; 11/12/37 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 4999 | &nbsp;&nbsp;&nbsp;&nbsp; 3893 |
|  | &nbsp;&nbsp;&nbsp;South Coast British Columbia Transportation Authority | 4.450% | &nbsp;&nbsp;&nbsp;&nbsp; 6/9/44 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2100 | &nbsp;&nbsp;&nbsp;&nbsp; 1485 |
|  | &nbsp;&nbsp;&nbsp;South Coast British Columbia Transportation Authority | 3.150% | &nbsp;&nbsp;&nbsp;&nbsp; 11/16/48 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 4793 | &nbsp;&nbsp;&nbsp;&nbsp; 2739 |
|  | &nbsp;&nbsp;&nbsp;South Coast British Columbia Transportation Authority | 4.150% | &nbsp;&nbsp;&nbsp;&nbsp; 12/12/53 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1800 | &nbsp;&nbsp;&nbsp;&nbsp; 1201 |
|  | &nbsp;&nbsp;&nbsp;TCHC Issuer Trust | 5.395% | &nbsp;&nbsp;&nbsp;&nbsp; 2/22/40 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1060 | &nbsp;&nbsp;&nbsp;&nbsp; 835 |
|  | &nbsp;&nbsp;&nbsp;Toronto Canada | 2.400% | &nbsp;&nbsp;&nbsp;&nbsp; 6/7/27 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2587 | &nbsp;&nbsp;&nbsp;&nbsp; 1870 |
|  | &nbsp;&nbsp;&nbsp;Toronto Canada | 2.950% | &nbsp;&nbsp;&nbsp;&nbsp; 4/28/35 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1388 | &nbsp;&nbsp;&nbsp;&nbsp; 930 |
|  | &nbsp;&nbsp;&nbsp;Toronto Canada | 5.200% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 3121 | &nbsp;&nbsp;&nbsp;&nbsp; 2469 |
|  | &nbsp;&nbsp;&nbsp;Toronto Canada | 2.150% | &nbsp;&nbsp;&nbsp;&nbsp; 8/25/40 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2582 | &nbsp;&nbsp;&nbsp;&nbsp; 1415 |
|  | &nbsp;&nbsp;&nbsp;Toronto Canada | 3.800% | &nbsp;&nbsp;&nbsp;&nbsp; 12/13/42 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 3160 | &nbsp;&nbsp;&nbsp;&nbsp; 2100 |
|  | &nbsp;&nbsp;&nbsp;Toronto Canada | 4.150% | &nbsp;&nbsp;&nbsp;&nbsp; 3/10/44 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2515 | &nbsp;&nbsp;&nbsp;&nbsp; 1718 |
|  | &nbsp;&nbsp;&nbsp;Toronto Canada | 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/24/46 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2040 | &nbsp;&nbsp;&nbsp;&nbsp; 1205 |
|  | &nbsp;&nbsp;&nbsp;Toronto Canada | 2.800% | &nbsp;&nbsp;&nbsp;&nbsp; 11/22/49 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2802 | &nbsp;&nbsp;&nbsp;&nbsp; 1486 |
|  | &nbsp;&nbsp;&nbsp;Toronto Canada | 2.900% | &nbsp;&nbsp;&nbsp;&nbsp; 4/29/51 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2796 | &nbsp;&nbsp;&nbsp;&nbsp; 1505 |
|  | &nbsp;&nbsp;&nbsp;Toronto Canada | 4.300% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 5216 | &nbsp;&nbsp;&nbsp;&nbsp; 3596 |
|  | &nbsp;&nbsp;&nbsp;Toronto Canada | 4.900% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2810 | &nbsp;&nbsp;&nbsp;&nbsp; 2132 |
|  | &nbsp;&nbsp;&nbsp;Toronto Canada | 4.550% | &nbsp;&nbsp;&nbsp;&nbsp; 10/29/54 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 800 | &nbsp;&nbsp;&nbsp;&nbsp; 575 |
|  | &nbsp;&nbsp;&nbsp;Winnipeg Canada | 4.100% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1160 | &nbsp;&nbsp;&nbsp;&nbsp; 779 |
|  | &nbsp;&nbsp;&nbsp;Winnipeg Canada | 4.300% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2121 | &nbsp;&nbsp;&nbsp;&nbsp; 1447 |
|  |  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **5004814** |
| **Chile (0.2%)** | **Chile (0.2%)** | **Chile (0.2%)** | **Chile (0.2%)** |  |  |  |
|  | &nbsp;&nbsp;&nbsp;Bonos de la Tesoreria de la Republica en pesos | 0.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/6/27 | &nbsp;&nbsp;&nbsp;&nbsp;CLP | &nbsp;&nbsp; 8955000 | &nbsp;&nbsp;&nbsp;&nbsp; 8471 |
|  | &nbsp;&nbsp;&nbsp;Bonos de la Tesoreria de la Republica en pesos | 4.900% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;CLP | &nbsp;&nbsp; 4290000 | &nbsp;&nbsp;&nbsp;&nbsp; 4508 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Bonos de la Tesoreria de la Republica en pesos | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;CLP | &nbsp;&nbsp; 10500000 | &nbsp;&nbsp;&nbsp;&nbsp; 11040 |
|  | &nbsp;&nbsp;&nbsp;Bonos de la Tesoreria de la Republica en pesos | 0.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;CLP | &nbsp;&nbsp; 10325000 | &nbsp;&nbsp;&nbsp;&nbsp; 9007 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Bonos de la Tesoreria de la Republica en pesos | 5.800% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;CLP | &nbsp;&nbsp; 6400000 | &nbsp;&nbsp;&nbsp;&nbsp; 6889 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Bonos de la Tesoreria de la Republica en pesos | 4.700% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;CLP | &nbsp;&nbsp; 19450000 | &nbsp;&nbsp;&nbsp;&nbsp; 19997 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Bonos de la Tesoreria de la Republica en pesos | 6.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;CLP | &nbsp;&nbsp; 19615000 | &nbsp;&nbsp;&nbsp;&nbsp; 21178 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Bonos de la Tesoreria de la Republica en pesos | 7.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;CLP | &nbsp;&nbsp; 3500000 | &nbsp;&nbsp;&nbsp;&nbsp; 4057 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Bonos de la Tesoreria de la Republica en pesos | 5.800% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;CLP | &nbsp;&nbsp; 7500000 | &nbsp;&nbsp;&nbsp;&nbsp; 7920 |
|  | &nbsp;&nbsp;&nbsp;Bonos de la Tesoreria de la Republica en pesos | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;CLP | &nbsp;&nbsp; 15040000 | &nbsp;&nbsp;&nbsp;&nbsp; 15210 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Bonos de la Tesoreria de la Republica en pesos | 5.300% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/37 | &nbsp;&nbsp;&nbsp;&nbsp;CLP | &nbsp;&nbsp; 6270000 | &nbsp;&nbsp;&nbsp;&nbsp; 6330 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Bonos de la Tesoreria de la Republica en pesos | 6.200% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;CLP | &nbsp;&nbsp; 8685000 | &nbsp;&nbsp;&nbsp;&nbsp; 9552 |
|  | &nbsp;&nbsp;&nbsp;Bonos de la Tesoreria de la Republica en pesos | 6.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;CLP | &nbsp;&nbsp; 15000000 | &nbsp;&nbsp;&nbsp;&nbsp; 16258 |
|  | &nbsp;&nbsp;&nbsp;Bonos de la Tesoreria de la Republica en pesos | 5.100% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;CLP | &nbsp;&nbsp; 11320000 | &nbsp;&nbsp;&nbsp;&nbsp; 10911 |
|  | &nbsp;&nbsp;&nbsp;Bonos de la Tesoreria de la Republica en pesos | 6.100% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/56 | &nbsp;&nbsp;&nbsp;&nbsp;CLP | &nbsp;&nbsp; 1710000 | &nbsp;&nbsp;&nbsp;&nbsp; 1883 |
|  | &nbsp;&nbsp;&nbsp;Republic of Chile | 0.100% | &nbsp;&nbsp;&nbsp;&nbsp; 1/26/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7438 | &nbsp;&nbsp;&nbsp;&nbsp; 8035 |
|  | &nbsp;&nbsp;&nbsp;Republic of Chile | 0.555% | &nbsp;&nbsp;&nbsp;&nbsp; 1/21/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5400 | &nbsp;&nbsp;&nbsp;&nbsp; 5615 |
|  | &nbsp;&nbsp;&nbsp;Republic of Chile | 3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 7/9/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 9600 | &nbsp;&nbsp;&nbsp;&nbsp; 11114 |
|  | &nbsp;&nbsp;&nbsp;Republic of Chile | 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/14/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 11600 | &nbsp;&nbsp;&nbsp;&nbsp; 13342 |
|  | &nbsp;&nbsp;&nbsp;Republic of Chile | 4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 7/5/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4993 | &nbsp;&nbsp;&nbsp;&nbsp; 5801 |
|  | &nbsp;&nbsp;&nbsp;Republic of Chile | 1.300% | &nbsp;&nbsp;&nbsp;&nbsp; 7/26/36 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4046 | &nbsp;&nbsp;&nbsp;&nbsp; 3499 |
|  | &nbsp;&nbsp;&nbsp;Republic of Chile | 1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 1/29/40 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4868 | &nbsp;&nbsp;&nbsp;&nbsp; 3817 |

---

------

Total International Bond Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;&nbsp;&nbsp;Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| &nbsp;&nbsp;&nbsp;Republic of Chile | 1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 1/22/51 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5937 | &nbsp;&nbsp;&nbsp;&nbsp; 3658 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **208092** |
| **China (1.2%)** | **China (1.2%)** | **China (1.2%)** |  |  |  |
| &nbsp;&nbsp;&nbsp;Agricultural Development Bank of China | 3.630% | &nbsp;&nbsp;&nbsp;&nbsp; 7/19/26 | &nbsp;&nbsp;&nbsp;&nbsp;CNY | &nbsp;&nbsp; 50000 | &nbsp;&nbsp;&nbsp;&nbsp; 7050 |
| &nbsp;&nbsp;&nbsp;Agricultural Development Bank of China | 2.900% | &nbsp;&nbsp;&nbsp;&nbsp; 3/8/28 | &nbsp;&nbsp;&nbsp;&nbsp;CNY | &nbsp;&nbsp; 150000 | &nbsp;&nbsp;&nbsp;&nbsp; 21351 |
| &nbsp;&nbsp;&nbsp;Agricultural Development Bank of China | 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/25/29 | &nbsp;&nbsp;&nbsp;&nbsp;CNY | &nbsp;&nbsp; 375200 | &nbsp;&nbsp;&nbsp;&nbsp; 55544 |
| &nbsp;&nbsp;&nbsp;Agricultural Development Bank of China | 2.220% | &nbsp;&nbsp;&nbsp;&nbsp; 4/9/29 | &nbsp;&nbsp;&nbsp;&nbsp;CNY | &nbsp;&nbsp; 165000 | &nbsp;&nbsp;&nbsp;&nbsp; 23205 |
| &nbsp;&nbsp;&nbsp;Agricultural Development Bank of China | 3.520% | &nbsp;&nbsp;&nbsp;&nbsp; 5/24/31 | &nbsp;&nbsp;&nbsp;&nbsp;CNY | &nbsp;&nbsp; 20000 | &nbsp;&nbsp;&nbsp;&nbsp; 3036 |
| &nbsp;&nbsp;&nbsp;Agricultural Development Bank of China | 3.300% | &nbsp;&nbsp;&nbsp;&nbsp; 11/5/31 | &nbsp;&nbsp;&nbsp;&nbsp;CNY | &nbsp;&nbsp; 100000 | &nbsp;&nbsp;&nbsp;&nbsp; 15079 |
| &nbsp;&nbsp;&nbsp;Agricultural Development Bank of China | 3.060% | &nbsp;&nbsp;&nbsp;&nbsp; 6/6/32 | &nbsp;&nbsp;&nbsp;&nbsp;CNY | &nbsp;&nbsp; 170000 | &nbsp;&nbsp;&nbsp;&nbsp; 25414 |
| &nbsp;&nbsp;&nbsp;Agricultural Development Bank of China | 2.470% | &nbsp;&nbsp;&nbsp;&nbsp; 4/2/34 | &nbsp;&nbsp;&nbsp;&nbsp;CNY | &nbsp;&nbsp; 80650 | &nbsp;&nbsp;&nbsp;&nbsp; 11739 |
| &nbsp;&nbsp;&nbsp;Agricultural Development Bank of China | 2.090% | &nbsp;&nbsp;&nbsp;&nbsp; 9/26/34 | &nbsp;&nbsp;&nbsp;&nbsp;CNY | &nbsp;&nbsp; 80000 | &nbsp;&nbsp;&nbsp;&nbsp; 11302 |
| &nbsp;&nbsp;&nbsp;China Development Bank | 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 8/13/26 | &nbsp;&nbsp;&nbsp;&nbsp;CNY | &nbsp;&nbsp; 235300 | &nbsp;&nbsp;&nbsp;&nbsp; 33164 |
| &nbsp;&nbsp;&nbsp;China Development Bank | 3.430% | &nbsp;&nbsp;&nbsp;&nbsp; 1/14/27 | &nbsp;&nbsp;&nbsp;&nbsp;CNY | &nbsp;&nbsp; 50000 | &nbsp;&nbsp;&nbsp;&nbsp; 7091 |
| &nbsp;&nbsp;&nbsp;China Development Bank | 3.390% | &nbsp;&nbsp;&nbsp;&nbsp; 7/10/27 | &nbsp;&nbsp;&nbsp;&nbsp;CNY | &nbsp;&nbsp; 100000 | &nbsp;&nbsp;&nbsp;&nbsp; 14275 |
| &nbsp;&nbsp;&nbsp;China Development Bank | 3.400% | &nbsp;&nbsp;&nbsp;&nbsp; 1/8/28 | &nbsp;&nbsp;&nbsp;&nbsp;CNY | &nbsp;&nbsp; 100000 | &nbsp;&nbsp;&nbsp;&nbsp; 14399 |
| &nbsp;&nbsp;&nbsp;China Development Bank | 2.990% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;CNY | &nbsp;&nbsp; 100000 | &nbsp;&nbsp;&nbsp;&nbsp; 14446 |
| &nbsp;&nbsp;&nbsp;China Development Bank | 3.450% | &nbsp;&nbsp;&nbsp;&nbsp; 9/20/29 | &nbsp;&nbsp;&nbsp;&nbsp;CNY | &nbsp;&nbsp; 50000 | &nbsp;&nbsp;&nbsp;&nbsp; 7400 |
| &nbsp;&nbsp;&nbsp;China Development Bank | 3.070% | &nbsp;&nbsp;&nbsp;&nbsp; 3/10/30 | &nbsp;&nbsp;&nbsp;&nbsp;CNY | &nbsp;&nbsp; 25000 | &nbsp;&nbsp;&nbsp;&nbsp; 3665 |
| &nbsp;&nbsp;&nbsp;China Development Bank | 2.710% | &nbsp;&nbsp;&nbsp;&nbsp; 7/10/30 | &nbsp;&nbsp;&nbsp;&nbsp;CNY | &nbsp;&nbsp; 100000 | &nbsp;&nbsp;&nbsp;&nbsp; 14430 |
| &nbsp;&nbsp;&nbsp;China Development Bank | 3.700% | &nbsp;&nbsp;&nbsp;&nbsp; 10/20/30 | &nbsp;&nbsp;&nbsp;&nbsp;CNY | &nbsp;&nbsp; 50000 | &nbsp;&nbsp;&nbsp;&nbsp; 7604 |
| &nbsp;&nbsp;&nbsp;China Development Bank | 2.640% | &nbsp;&nbsp;&nbsp;&nbsp; 1/8/31 | &nbsp;&nbsp;&nbsp;&nbsp;CNY | &nbsp;&nbsp; 102940 | &nbsp;&nbsp;&nbsp;&nbsp; 14901 |
| &nbsp;&nbsp;&nbsp;China Development Bank | 3.660% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;CNY | &nbsp;&nbsp; 60000 | &nbsp;&nbsp;&nbsp;&nbsp; 9160 |
| &nbsp;&nbsp;&nbsp;China Development Bank | 3.410% | &nbsp;&nbsp;&nbsp;&nbsp; 6/7/31 | &nbsp;&nbsp;&nbsp;&nbsp;CNY | &nbsp;&nbsp; 150000 | &nbsp;&nbsp;&nbsp;&nbsp; 22686 |
| &nbsp;&nbsp;&nbsp;China Development Bank | 3.120% | &nbsp;&nbsp;&nbsp;&nbsp; 9/13/31 | &nbsp;&nbsp;&nbsp;&nbsp;CNY | &nbsp;&nbsp; 120000 | &nbsp;&nbsp;&nbsp;&nbsp; 17925 |
| &nbsp;&nbsp;&nbsp;China Development Bank | 2.820% | &nbsp;&nbsp;&nbsp;&nbsp; 5/22/33 | &nbsp;&nbsp;&nbsp;&nbsp;CNY | &nbsp;&nbsp; 78050 | &nbsp;&nbsp;&nbsp;&nbsp; 11623 |
| &nbsp;&nbsp;&nbsp;China Development Bank | 2.260% | &nbsp;&nbsp;&nbsp;&nbsp; 7/19/34 | &nbsp;&nbsp;&nbsp;&nbsp;CNY | &nbsp;&nbsp; 81000 | &nbsp;&nbsp;&nbsp;&nbsp; 11676 |
| &nbsp;&nbsp;&nbsp;China Development Bank | 4.010% | &nbsp;&nbsp;&nbsp;&nbsp; 1/9/37 | &nbsp;&nbsp;&nbsp;&nbsp;CNY | &nbsp;&nbsp; 74900 | &nbsp;&nbsp;&nbsp;&nbsp; 12673 |
| &nbsp;&nbsp;&nbsp;China Development Bank | 3.490% | &nbsp;&nbsp;&nbsp;&nbsp; 11/8/41 | &nbsp;&nbsp;&nbsp;&nbsp;CNY | &nbsp;&nbsp; 60000 | &nbsp;&nbsp;&nbsp;&nbsp; 10084 |
| &nbsp;&nbsp;&nbsp;China Development Bank | 3.030% | &nbsp;&nbsp;&nbsp;&nbsp; 7/24/43 | &nbsp;&nbsp;&nbsp;&nbsp;CNY | &nbsp;&nbsp; 80000 | &nbsp;&nbsp;&nbsp;&nbsp; 12715 |
| &nbsp;&nbsp;&nbsp;China Government Bond | 2.740% | &nbsp;&nbsp;&nbsp;&nbsp; 8/4/26 | &nbsp;&nbsp;&nbsp;&nbsp;CNY | &nbsp;&nbsp; 85000 | &nbsp;&nbsp;&nbsp;&nbsp; 11889 |
| &nbsp;&nbsp;&nbsp;China Government Bond | 2.180% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;CNY | &nbsp;&nbsp; 193900 | &nbsp;&nbsp;&nbsp;&nbsp; 26929 |
| &nbsp;&nbsp;&nbsp;China Government Bond | 3.120% | &nbsp;&nbsp;&nbsp;&nbsp; 12/5/26 | &nbsp;&nbsp;&nbsp;&nbsp;CNY | &nbsp;&nbsp; 100000 | &nbsp;&nbsp;&nbsp;&nbsp; 14126 |
| &nbsp;&nbsp;&nbsp;China Government Bond | 1.060% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;CNY | &nbsp;&nbsp; 150000 | &nbsp;&nbsp;&nbsp;&nbsp; 20514 |
| &nbsp;&nbsp;&nbsp;China Government Bond | 2.040% | &nbsp;&nbsp;&nbsp;&nbsp; 2/25/27 | &nbsp;&nbsp;&nbsp;&nbsp;CNY | &nbsp;&nbsp; 150000 | &nbsp;&nbsp;&nbsp;&nbsp; 20840 |
| &nbsp;&nbsp;&nbsp;China Government Bond | 2.850% | &nbsp;&nbsp;&nbsp;&nbsp; 6/4/27 | &nbsp;&nbsp;&nbsp;&nbsp;CNY | &nbsp;&nbsp; 130000 | &nbsp;&nbsp;&nbsp;&nbsp; 18409 |
| &nbsp;&nbsp;&nbsp;China Government Bond | 2.440% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;CNY | &nbsp;&nbsp; 155000 | &nbsp;&nbsp;&nbsp;&nbsp; 21822 |
| &nbsp;&nbsp;&nbsp;China Government Bond | 2.640% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;CNY | &nbsp;&nbsp; 150000 | &nbsp;&nbsp;&nbsp;&nbsp; 21270 |
| &nbsp;&nbsp;&nbsp;China Government Bond | 2.620% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;CNY | &nbsp;&nbsp; 172570 | &nbsp;&nbsp;&nbsp;&nbsp; 24555 |
| &nbsp;&nbsp;&nbsp;China Government Bond | 3.010% | &nbsp;&nbsp;&nbsp;&nbsp; 5/13/28 | &nbsp;&nbsp;&nbsp;&nbsp;CNY | &nbsp;&nbsp; 160000 | &nbsp;&nbsp;&nbsp;&nbsp; 23036 |
| &nbsp;&nbsp;&nbsp;China Government Bond | 2.910% | &nbsp;&nbsp;&nbsp;&nbsp; 10/14/28 | &nbsp;&nbsp;&nbsp;&nbsp;CNY | &nbsp;&nbsp; 100000 | &nbsp;&nbsp;&nbsp;&nbsp; 14433 |
| &nbsp;&nbsp;&nbsp;China Government Bond | 2.800% | &nbsp;&nbsp;&nbsp;&nbsp; 3/24/29 | &nbsp;&nbsp;&nbsp;&nbsp;CNY | &nbsp;&nbsp; 40000 | &nbsp;&nbsp;&nbsp;&nbsp; 5778 |
| &nbsp;&nbsp;&nbsp;China Government Bond | 2.050% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;CNY | &nbsp;&nbsp; 171000 | &nbsp;&nbsp;&nbsp;&nbsp; 24047 |
| &nbsp;&nbsp;&nbsp;China Government Bond | 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;CNY | &nbsp;&nbsp; 40000 | &nbsp;&nbsp;&nbsp;&nbsp; 5782 |
| &nbsp;&nbsp;&nbsp;China Government Bond | 1.910% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;CNY | &nbsp;&nbsp; 100000 | &nbsp;&nbsp;&nbsp;&nbsp; 14000 |
| &nbsp;&nbsp;&nbsp;China Government Bond | 2.620% | &nbsp;&nbsp;&nbsp;&nbsp; 9/25/29 | &nbsp;&nbsp;&nbsp;&nbsp;CNY | &nbsp;&nbsp; 70000 | &nbsp;&nbsp;&nbsp;&nbsp; 10074 |
| &nbsp;&nbsp;&nbsp;China Government Bond | 1.740% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;CNY | &nbsp;&nbsp; 154000 | &nbsp;&nbsp;&nbsp;&nbsp; 21390 |
| &nbsp;&nbsp;&nbsp;China Government Bond | 2.790% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;CNY | &nbsp;&nbsp; 100000 | &nbsp;&nbsp;&nbsp;&nbsp; 14543 |
| &nbsp;&nbsp;&nbsp;China Government Bond | 1.430% | &nbsp;&nbsp;&nbsp;&nbsp; 1/25/30 | &nbsp;&nbsp;&nbsp;&nbsp;CNY | &nbsp;&nbsp; 160000 | &nbsp;&nbsp;&nbsp;&nbsp; 21964 |
| &nbsp;&nbsp;&nbsp;China Government Bond | 2.680% | &nbsp;&nbsp;&nbsp;&nbsp; 5/21/30 | &nbsp;&nbsp;&nbsp;&nbsp;CNY | &nbsp;&nbsp; 60000 | &nbsp;&nbsp;&nbsp;&nbsp; 8708 |
| &nbsp;&nbsp;&nbsp;China Government Bond | 3.270% | &nbsp;&nbsp;&nbsp;&nbsp; 11/19/30 | &nbsp;&nbsp;&nbsp;&nbsp;CNY | &nbsp;&nbsp; 40000 | &nbsp;&nbsp;&nbsp;&nbsp; 6049 |
| &nbsp;&nbsp;&nbsp;China Government Bond | 2.280% | &nbsp;&nbsp;&nbsp;&nbsp; 3/25/31 | &nbsp;&nbsp;&nbsp;&nbsp;CNY | &nbsp;&nbsp; 106500 | &nbsp;&nbsp;&nbsp;&nbsp; 15256 |
| &nbsp;&nbsp;&nbsp;China Government Bond | 3.020% | &nbsp;&nbsp;&nbsp;&nbsp; 5/27/31 | &nbsp;&nbsp;&nbsp;&nbsp;CNY | &nbsp;&nbsp; 115000 | &nbsp;&nbsp;&nbsp;&nbsp; 17190 |
| &nbsp;&nbsp;&nbsp;China Government Bond | 2.120% | &nbsp;&nbsp;&nbsp;&nbsp; 6/25/31 | &nbsp;&nbsp;&nbsp;&nbsp;CNY | &nbsp;&nbsp; 115000 | &nbsp;&nbsp;&nbsp;&nbsp; 16365 |
| &nbsp;&nbsp;&nbsp;China Government Bond | 2.890% | &nbsp;&nbsp;&nbsp;&nbsp; 11/18/31 | &nbsp;&nbsp;&nbsp;&nbsp;CNY | &nbsp;&nbsp; 30000 | &nbsp;&nbsp;&nbsp;&nbsp; 4472 |
| &nbsp;&nbsp;&nbsp;China Government Bond | 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 2/17/32 | &nbsp;&nbsp;&nbsp;&nbsp;CNY | &nbsp;&nbsp; 75000 | &nbsp;&nbsp;&nbsp;&nbsp; 11111 |
| &nbsp;&nbsp;&nbsp;China Government Bond | 2.760% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;CNY | &nbsp;&nbsp; 80000 | &nbsp;&nbsp;&nbsp;&nbsp; 11880 |
| &nbsp;&nbsp;&nbsp;China Government Bond | 2.690% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;CNY | &nbsp;&nbsp; 120000 | &nbsp;&nbsp;&nbsp;&nbsp; 17780 |
| &nbsp;&nbsp;&nbsp;China Government Bond | 2.600% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;CNY | &nbsp;&nbsp; 105000 | &nbsp;&nbsp;&nbsp;&nbsp; 15473 |
| &nbsp;&nbsp;&nbsp;China Government Bond | 2.800% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;CNY | &nbsp;&nbsp; 205000 | &nbsp;&nbsp;&nbsp;&nbsp; 30640 |
| &nbsp;&nbsp;&nbsp;China Government Bond | 2.670% | &nbsp;&nbsp;&nbsp;&nbsp; 5/25/33 | &nbsp;&nbsp;&nbsp;&nbsp;CNY | &nbsp;&nbsp; 78740 | &nbsp;&nbsp;&nbsp;&nbsp; 11721 |
| &nbsp;&nbsp;&nbsp;China Government Bond | 2.520% | &nbsp;&nbsp;&nbsp;&nbsp; 8/25/33 | &nbsp;&nbsp;&nbsp;&nbsp;CNY | &nbsp;&nbsp; 81000 | &nbsp;&nbsp;&nbsp;&nbsp; 11952 |
| &nbsp;&nbsp;&nbsp;China Government Bond | 2.670% | &nbsp;&nbsp;&nbsp;&nbsp; 11/25/33 | &nbsp;&nbsp;&nbsp;&nbsp;CNY | &nbsp;&nbsp; 74640 | &nbsp;&nbsp;&nbsp;&nbsp; 11113 |
| &nbsp;&nbsp;&nbsp;China Government Bond | 2.270% | &nbsp;&nbsp;&nbsp;&nbsp; 5/25/34 | &nbsp;&nbsp;&nbsp;&nbsp;CNY | &nbsp;&nbsp; 146000 | &nbsp;&nbsp;&nbsp;&nbsp; 21190 |
| &nbsp;&nbsp;&nbsp;China Government Bond | 2.040% | &nbsp;&nbsp;&nbsp;&nbsp; 11/25/34 | &nbsp;&nbsp;&nbsp;&nbsp;CNY | &nbsp;&nbsp; 50000 | &nbsp;&nbsp;&nbsp;&nbsp; 7141 |
| &nbsp;&nbsp;&nbsp;China Government Bond | 3.970% | &nbsp;&nbsp;&nbsp;&nbsp; 7/23/48 | &nbsp;&nbsp;&nbsp;&nbsp;CNY | &nbsp;&nbsp; 129350 | &nbsp;&nbsp;&nbsp;&nbsp; 24649 |
| &nbsp;&nbsp;&nbsp;China Government Bond | 4.080% | &nbsp;&nbsp;&nbsp;&nbsp; 10/22/48 | &nbsp;&nbsp;&nbsp;&nbsp;CNY | &nbsp;&nbsp; 40000 | &nbsp;&nbsp;&nbsp;&nbsp; 7772 |
| &nbsp;&nbsp;&nbsp;China Government Bond | 3.860% | &nbsp;&nbsp;&nbsp;&nbsp; 7/22/49 | &nbsp;&nbsp;&nbsp;&nbsp;CNY | &nbsp;&nbsp; 135200 | &nbsp;&nbsp;&nbsp;&nbsp; 25537 |
| &nbsp;&nbsp;&nbsp;China Government Bond | 3.390% | &nbsp;&nbsp;&nbsp;&nbsp; 3/16/50 | &nbsp;&nbsp;&nbsp;&nbsp;CNY | &nbsp;&nbsp; 158000 | &nbsp;&nbsp;&nbsp;&nbsp; 28202 |

---

------

Total International Bond Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;&nbsp;&nbsp;Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| &nbsp;&nbsp;&nbsp;China Government Bond | 3.320% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;CNY | &nbsp;&nbsp; 30000 | &nbsp;&nbsp;&nbsp;&nbsp; 5365 |
| &nbsp;&nbsp;&nbsp;China Government Bond | 3.120% | &nbsp;&nbsp;&nbsp;&nbsp; 10/25/52 | &nbsp;&nbsp;&nbsp;&nbsp;CNY | &nbsp;&nbsp; 92000 | &nbsp;&nbsp;&nbsp;&nbsp; 15831 |
| &nbsp;&nbsp;&nbsp;China Government Bond | 3.190% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;CNY | &nbsp;&nbsp; 29570 | &nbsp;&nbsp;&nbsp;&nbsp; 5144 |
| &nbsp;&nbsp;&nbsp;China Government Bond | 4.240% | &nbsp;&nbsp;&nbsp;&nbsp; 11/24/64 | &nbsp;&nbsp;&nbsp;&nbsp;CNY | &nbsp;&nbsp; 20000 | &nbsp;&nbsp;&nbsp;&nbsp; 4480 |
| &nbsp;&nbsp;&nbsp;China Government Bond | 3.730% | &nbsp;&nbsp;&nbsp;&nbsp; 5/25/70 | &nbsp;&nbsp;&nbsp;&nbsp;CNY | &nbsp;&nbsp; 30000 | &nbsp;&nbsp;&nbsp;&nbsp; 6280 |
| &nbsp;&nbsp;&nbsp;China Government Bond | 3.760% | &nbsp;&nbsp;&nbsp;&nbsp; 3/22/71 | &nbsp;&nbsp;&nbsp;&nbsp;CNY | &nbsp;&nbsp; 20000 | &nbsp;&nbsp;&nbsp;&nbsp; 4204 |
| &nbsp;&nbsp;&nbsp;China Government Bond | 3.400% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/72 | &nbsp;&nbsp;&nbsp;&nbsp;CNY | &nbsp;&nbsp; 20000 | &nbsp;&nbsp;&nbsp;&nbsp; 3927 |
| &nbsp;&nbsp;&nbsp;China Government Bond | 2.650% | &nbsp;&nbsp;&nbsp;&nbsp; 3/25/74 | &nbsp;&nbsp;&nbsp;&nbsp;CNY | &nbsp;&nbsp; 24800 | &nbsp;&nbsp;&nbsp;&nbsp; 4128 |
| &nbsp;&nbsp;&nbsp;Export-Import Bank of China | 3.260% | &nbsp;&nbsp;&nbsp;&nbsp; 2/24/27 | &nbsp;&nbsp;&nbsp;&nbsp;CNY | &nbsp;&nbsp; 140000 | &nbsp;&nbsp;&nbsp;&nbsp; 19827 |
| &nbsp;&nbsp;&nbsp;Export-Import Bank of China | 1.670% | &nbsp;&nbsp;&nbsp;&nbsp; 9/13/27 | &nbsp;&nbsp;&nbsp;&nbsp;CNY | &nbsp;&nbsp; 100000 | &nbsp;&nbsp;&nbsp;&nbsp; 13769 |
| &nbsp;&nbsp;&nbsp;Export-Import Bank of China | 3.860% | &nbsp;&nbsp;&nbsp;&nbsp; 5/20/29 | &nbsp;&nbsp;&nbsp;&nbsp;CNY | &nbsp;&nbsp; 50000 | &nbsp;&nbsp;&nbsp;&nbsp; 7466 |
| &nbsp;&nbsp;&nbsp;Export-Import Bank of China | 3.230% | &nbsp;&nbsp;&nbsp;&nbsp; 3/23/30 | &nbsp;&nbsp;&nbsp;&nbsp;CNY | &nbsp;&nbsp; 55000 | &nbsp;&nbsp;&nbsp;&nbsp; 8114 |
| &nbsp;&nbsp;&nbsp;Export-Import Bank of China | 3.380% | &nbsp;&nbsp;&nbsp;&nbsp; 7/16/31 | &nbsp;&nbsp;&nbsp;&nbsp;CNY | &nbsp;&nbsp; 70000 | &nbsp;&nbsp;&nbsp;&nbsp; 10561 |
| &nbsp;&nbsp;&nbsp;Export-Import Bank of China | 3.180% | &nbsp;&nbsp;&nbsp;&nbsp; 3/11/32 | &nbsp;&nbsp;&nbsp;&nbsp;CNY | &nbsp;&nbsp; 130000 | &nbsp;&nbsp;&nbsp;&nbsp; 19523 |
| &nbsp;&nbsp;&nbsp;Export-Import Bank of China | 2.850% | &nbsp;&nbsp;&nbsp;&nbsp; 7/7/33 | &nbsp;&nbsp;&nbsp;&nbsp;CNY | &nbsp;&nbsp; 100000 | &nbsp;&nbsp;&nbsp;&nbsp; 14870 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **1196728** |
| **Colombia (0.3%)** | **Colombia (0.3%)** | **Colombia (0.3%)** |  |  |  |
| &nbsp;&nbsp;&nbsp;Colombian TES | 7.500% | &nbsp;&nbsp;&nbsp;&nbsp; 8/26/26 | &nbsp;&nbsp;&nbsp;&nbsp;COP | &nbsp;&nbsp;122855000 | &nbsp;&nbsp;&nbsp;&nbsp; 29064 |
| &nbsp;&nbsp;&nbsp;Colombian TES | 5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 11/3/27 | &nbsp;&nbsp;&nbsp;&nbsp;COP | &nbsp;&nbsp; 85160000 | &nbsp;&nbsp;&nbsp;&nbsp; 18462 |
| &nbsp;&nbsp;&nbsp;Colombian TES | 6.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/28/28 | &nbsp;&nbsp;&nbsp;&nbsp;COP | &nbsp;&nbsp;143200000 | &nbsp;&nbsp;&nbsp;&nbsp; 30425 |
| &nbsp;&nbsp;&nbsp;Colombian TES | 7.750% | &nbsp;&nbsp;&nbsp;&nbsp; 9/18/30 | &nbsp;&nbsp;&nbsp;&nbsp;COP | &nbsp;&nbsp; 84210000 | &nbsp;&nbsp;&nbsp;&nbsp; 17354 |
| &nbsp;&nbsp;&nbsp;Colombian TES | 7.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/26/31 | &nbsp;&nbsp;&nbsp;&nbsp;COP | &nbsp;&nbsp;125145000 | &nbsp;&nbsp;&nbsp;&nbsp; 24049 |
| &nbsp;&nbsp;&nbsp;Colombian TES | 7.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/26/31 | &nbsp;&nbsp;&nbsp;&nbsp;COP | &nbsp;&nbsp; 11600000 | &nbsp;&nbsp;&nbsp;&nbsp; 2229 |
| &nbsp;&nbsp;&nbsp;Colombian TES | 7.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/30/32 | &nbsp;&nbsp;&nbsp;&nbsp;COP | &nbsp;&nbsp;106780000 | &nbsp;&nbsp;&nbsp;&nbsp; 19668 |
| &nbsp;&nbsp;&nbsp;Colombian TES | 13.250% | &nbsp;&nbsp;&nbsp;&nbsp; 2/9/33 | &nbsp;&nbsp;&nbsp;&nbsp;COP | &nbsp;&nbsp;106275000 | &nbsp;&nbsp;&nbsp;&nbsp; 26961 |
| &nbsp;&nbsp;&nbsp;Colombian TES | 7.250% | &nbsp;&nbsp;&nbsp;&nbsp; 10/18/34 | &nbsp;&nbsp;&nbsp;&nbsp;COP | &nbsp;&nbsp;115945000 | &nbsp;&nbsp;&nbsp;&nbsp; 20216 |
| &nbsp;&nbsp;&nbsp;Colombian TES | 6.250% | &nbsp;&nbsp;&nbsp;&nbsp; 7/9/36 | &nbsp;&nbsp;&nbsp;&nbsp;COP | &nbsp;&nbsp; 75845000 | &nbsp;&nbsp;&nbsp;&nbsp; 11448 |
| &nbsp;&nbsp;&nbsp;Colombian TES | 9.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/28/42 | &nbsp;&nbsp;&nbsp;&nbsp;COP | &nbsp;&nbsp;197220000 | &nbsp;&nbsp;&nbsp;&nbsp; 35576 |
| &nbsp;&nbsp;&nbsp;Colombian TES | 11.500% | &nbsp;&nbsp;&nbsp;&nbsp; 7/25/46 | &nbsp;&nbsp;&nbsp;&nbsp;COP | &nbsp;&nbsp;113430000 | &nbsp;&nbsp;&nbsp;&nbsp; 24260 |
| &nbsp;&nbsp;&nbsp;Colombian TES | 7.250% | &nbsp;&nbsp;&nbsp;&nbsp; 10/26/50 | &nbsp;&nbsp;&nbsp;&nbsp;COP | &nbsp;&nbsp;154040000 | &nbsp;&nbsp;&nbsp;&nbsp; 21456 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **281168** |
| **Croatia (0.1%)** | **Croatia (0.1%)** | **Croatia (0.1%)** |  |  |  |
| &nbsp;&nbsp;&nbsp;Republic of Croatia | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/20/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3541 | &nbsp;&nbsp;&nbsp;&nbsp; 4073 |
| &nbsp;&nbsp;&nbsp;Republic of Croatia | 1.125% | &nbsp;&nbsp;&nbsp;&nbsp; 6/19/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3541 | &nbsp;&nbsp;&nbsp;&nbsp; 3817 |
| &nbsp;&nbsp;&nbsp;Republic of Croatia | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/17/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 26228 | &nbsp;&nbsp;&nbsp;&nbsp; 27779 |
| &nbsp;&nbsp;&nbsp;Republic of Croatia | 2.875% | &nbsp;&nbsp;&nbsp;&nbsp; 4/22/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4600 | &nbsp;&nbsp;&nbsp;&nbsp; 5279 |
| &nbsp;&nbsp;&nbsp;Republic of Croatia | 3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 3/12/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7300 | &nbsp;&nbsp;&nbsp;&nbsp; 8522 |
| &nbsp;&nbsp;&nbsp;Republic of Croatia | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/14/35 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5474 | &nbsp;&nbsp;&nbsp;&nbsp; 6684 |
| &nbsp;&nbsp;&nbsp;Republic of Croatia | 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 2/11/37 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10600 | &nbsp;&nbsp;&nbsp;&nbsp; 11786 |
| &nbsp;&nbsp;&nbsp;Republic of Croatia | 1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/4/41 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5053 | &nbsp;&nbsp;&nbsp;&nbsp; 4456 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **72396** |
| **Cyprus (0.0%)** | **Cyprus (0.0%)** | **Cyprus (0.0%)** |  |  |  |
| &nbsp;&nbsp;&nbsp;Republic of Cyprus | 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/27/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 19894 | &nbsp;&nbsp;&nbsp;&nbsp; 23347 |
| **Czech Republic (0.4%)** | **Czech Republic (0.4%)** | **Czech Republic (0.4%)** |  |  |  |
| &nbsp;&nbsp;&nbsp;Czech Republic | 6.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/26/26 | &nbsp;&nbsp;&nbsp;&nbsp;CZK | &nbsp;&nbsp; 529370 | &nbsp;&nbsp;&nbsp;&nbsp; 24536 |
| &nbsp;&nbsp;&nbsp;Czech Republic | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/26/26 | &nbsp;&nbsp;&nbsp;&nbsp;CZK | &nbsp;&nbsp; 946570 | &nbsp;&nbsp;&nbsp;&nbsp; 41819 |
| &nbsp;&nbsp;&nbsp;Czech Republic | 0.250% | &nbsp;&nbsp;&nbsp;&nbsp; 2/10/27 | &nbsp;&nbsp;&nbsp;&nbsp;CZK | &nbsp;&nbsp; 251570 | &nbsp;&nbsp;&nbsp;&nbsp; 10810 |
| &nbsp;&nbsp;&nbsp;Czech Republic | 2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 8/25/28 | &nbsp;&nbsp;&nbsp;&nbsp;CZK | &nbsp;&nbsp; 188810 | &nbsp;&nbsp;&nbsp;&nbsp; 8335 |
| &nbsp;&nbsp;&nbsp;Czech Republic | 5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 12/12/28 | &nbsp;&nbsp;&nbsp;&nbsp;CZK | &nbsp;&nbsp; 186750 | &nbsp;&nbsp;&nbsp;&nbsp; 9082 |
| &nbsp;&nbsp;&nbsp;Czech Republic | 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 7/23/29 | &nbsp;&nbsp;&nbsp;&nbsp;CZK | &nbsp;&nbsp; 1832470 | &nbsp;&nbsp;&nbsp;&nbsp; 80827 |
| &nbsp;&nbsp;&nbsp;Czech Republic | 0.950% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;CZK | &nbsp;&nbsp; 811930 | &nbsp;&nbsp;&nbsp;&nbsp; 32479 |
| &nbsp;&nbsp;&nbsp;Czech Republic | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/30/30 | &nbsp;&nbsp;&nbsp;&nbsp;CZK | &nbsp;&nbsp; 639980 | &nbsp;&nbsp;&nbsp;&nbsp; 30986 |
| &nbsp;&nbsp;&nbsp;Czech Republic | 1.200% | &nbsp;&nbsp;&nbsp;&nbsp; 3/13/31 | &nbsp;&nbsp;&nbsp;&nbsp;CZK | &nbsp;&nbsp; 548580 | &nbsp;&nbsp;&nbsp;&nbsp; 21701 |
| &nbsp;&nbsp;&nbsp;Czech Republic | 1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 6/23/32 | &nbsp;&nbsp;&nbsp;&nbsp;CZK | &nbsp;&nbsp; 340000 | &nbsp;&nbsp;&nbsp;&nbsp; 13483 |
| &nbsp;&nbsp;&nbsp;Czech Republic | 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 11/11/32 | &nbsp;&nbsp;&nbsp;&nbsp;CZK | &nbsp;&nbsp; 731740 | &nbsp;&nbsp;&nbsp;&nbsp; 34557 |
| &nbsp;&nbsp;&nbsp;Czech Republic | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/13/33 | &nbsp;&nbsp;&nbsp;&nbsp;CZK | &nbsp;&nbsp; 190090 | &nbsp;&nbsp;&nbsp;&nbsp; 7437 |
| &nbsp;&nbsp;&nbsp;Czech Republic | 4.900% | &nbsp;&nbsp;&nbsp;&nbsp; 4/14/34 | &nbsp;&nbsp;&nbsp;&nbsp;CZK | &nbsp;&nbsp; 813480 | &nbsp;&nbsp;&nbsp;&nbsp; 39533 |
| &nbsp;&nbsp;&nbsp;Czech Republic | 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/30/35 | &nbsp;&nbsp;&nbsp;&nbsp;CZK | &nbsp;&nbsp; 504710 | &nbsp;&nbsp;&nbsp;&nbsp; 21888 |
| &nbsp;&nbsp;&nbsp;Czech Republic | 3.600% | &nbsp;&nbsp;&nbsp;&nbsp; 6/3/36 | &nbsp;&nbsp;&nbsp;&nbsp;CZK | &nbsp;&nbsp; 42860 | &nbsp;&nbsp;&nbsp;&nbsp; 1860 |
| &nbsp;&nbsp;&nbsp;Czech Republic | 4.200% | &nbsp;&nbsp;&nbsp;&nbsp; 12/4/36 | &nbsp;&nbsp;&nbsp;&nbsp;CZK | &nbsp;&nbsp; 49580 | &nbsp;&nbsp;&nbsp;&nbsp; 2247 |
| &nbsp;&nbsp;&nbsp;Czech Republic | 1.950% | &nbsp;&nbsp;&nbsp;&nbsp; 7/30/37 | &nbsp;&nbsp;&nbsp;&nbsp;CZK | &nbsp;&nbsp; 253320 | &nbsp;&nbsp;&nbsp;&nbsp; 8978 |
| &nbsp;&nbsp;&nbsp;Czech Republic | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/24/40 | &nbsp;&nbsp;&nbsp;&nbsp;CZK | &nbsp;&nbsp; 159730 | &nbsp;&nbsp;&nbsp;&nbsp; 4973 |
| &nbsp;&nbsp;&nbsp;Czech Republic | 4.850% | &nbsp;&nbsp;&nbsp;&nbsp; 11/26/57 | &nbsp;&nbsp;&nbsp;&nbsp;CZK | &nbsp;&nbsp; 210430 | &nbsp;&nbsp;&nbsp;&nbsp; 9646 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **405177** |
| **Denmark (0.4%)** | **Denmark (0.4%)** | **Denmark (0.4%)** |  |  |  |
| &nbsp;&nbsp;&nbsp;Kingdom of Denmark | 2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 10/2/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 35000 | &nbsp;&nbsp;&nbsp;&nbsp; 39823 |
| &nbsp;&nbsp;&nbsp;Kingdom of Denmark | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;DKK | &nbsp;&nbsp; 338247 | &nbsp;&nbsp;&nbsp;&nbsp; 48430 |

---

------

Total International Bond Index Fund

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;&nbsp;&nbsp;Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Kingdom of Denmark | 0.000% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;DKK | &nbsp;&nbsp; 441612 | &nbsp;&nbsp;&nbsp;&nbsp; 58940 |
|  | &nbsp;&nbsp;&nbsp;Kingdom of Denmark | 2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;DKK | &nbsp;&nbsp; 188370 | &nbsp;&nbsp;&nbsp;&nbsp; 28748 |
|  | &nbsp;&nbsp;&nbsp;Kingdom of Denmark | 2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;DKK | &nbsp;&nbsp; 350921 | &nbsp;&nbsp;&nbsp;&nbsp; 53556 |
|  | &nbsp;&nbsp;&nbsp;Kingdom of Denmark | 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/39 | &nbsp;&nbsp;&nbsp;&nbsp;DKK | &nbsp;&nbsp; 381645 | &nbsp;&nbsp;&nbsp;&nbsp; 71402 |
|  | &nbsp;&nbsp;&nbsp;Kingdom of Denmark | 0.250% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;DKK | &nbsp;&nbsp; 90182 | &nbsp;&nbsp;&nbsp;&nbsp; 7345 |
|  | &nbsp;&nbsp;&nbsp;Kommunekredit | 0.625% | &nbsp;&nbsp;&nbsp;&nbsp; 5/11/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2214 | &nbsp;&nbsp;&nbsp;&nbsp; 2473 |
|  | &nbsp;&nbsp;&nbsp;Kommunekredit | 2.900% | &nbsp;&nbsp;&nbsp;&nbsp; 11/27/26 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 2131 | &nbsp;&nbsp;&nbsp;&nbsp; 1345 |
|  | &nbsp;&nbsp;&nbsp;Kommunekredit | 0.750% | &nbsp;&nbsp;&nbsp;&nbsp; 5/18/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 13135 | &nbsp;&nbsp;&nbsp;&nbsp; 14506 |
|  | &nbsp;&nbsp;&nbsp;Kommunekredit | 0.000% | &nbsp;&nbsp;&nbsp;&nbsp; 11/17/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 30000 | &nbsp;&nbsp;&nbsp;&nbsp; 30617 |
|  | &nbsp;&nbsp;&nbsp;Kommunekredit | 0.010% | &nbsp;&nbsp;&nbsp;&nbsp; 5/4/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 14000 | &nbsp;&nbsp;&nbsp;&nbsp; 12360 |
|  |  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **369545** |
| **Estonia (0.0%)** | **Estonia (0.0%)** | **Estonia (0.0%)** | **Estonia (0.0%)** |  |  |  |
|  | &nbsp;&nbsp;&nbsp;Republic of Estonia | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/12/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6532 | &nbsp;&nbsp;&nbsp;&nbsp; 7880 |
| **Finland (0.6%)** | **Finland (0.6%)** | **Finland (0.6%)** | **Finland (0.6%)** |  |  |  |
|  | &nbsp;&nbsp;&nbsp;Finnvera OYJ | 2.125% | &nbsp;&nbsp;&nbsp;&nbsp; 3/8/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 15300 | &nbsp;&nbsp;&nbsp;&nbsp; 17334 |
|  | &nbsp;&nbsp;&nbsp;Finnvera OYJ | 0.375% | &nbsp;&nbsp;&nbsp;&nbsp; 4/9/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5831 | &nbsp;&nbsp;&nbsp;&nbsp; 6132 |
|  | &nbsp;&nbsp;&nbsp;Finnvera OYJ | 1.125% | &nbsp;&nbsp;&nbsp;&nbsp; 5/17/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1900 | &nbsp;&nbsp;&nbsp;&nbsp; 1953 |
|  | &nbsp;&nbsp;&nbsp;Kuntarahoitus OYJ | 0.625% | &nbsp;&nbsp;&nbsp;&nbsp; 11/26/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2543 | &nbsp;&nbsp;&nbsp;&nbsp; 2822 |
|  | &nbsp;&nbsp;&nbsp;Kuntarahoitus OYJ | 0.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/21/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4600 | &nbsp;&nbsp;&nbsp;&nbsp; 4894 |
|  | &nbsp;&nbsp;&nbsp;Kuntarahoitus OYJ | 4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 10/2/28 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 10000 | &nbsp;&nbsp;&nbsp;&nbsp; 13469 |
|  | &nbsp;&nbsp;&nbsp;Kuntarahoitus OYJ | 2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 8/29/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 40000 | &nbsp;&nbsp;&nbsp;&nbsp; 45592 |
|  | &nbsp;&nbsp;&nbsp;Kuntarahoitus OYJ | 1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 2/23/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5087 | &nbsp;&nbsp;&nbsp;&nbsp; 5161 |
|  | &nbsp;&nbsp;&nbsp;Kuntarahoitus OYJ | 0.050% | &nbsp;&nbsp;&nbsp;&nbsp; 9/10/35 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6823 | &nbsp;&nbsp;&nbsp;&nbsp; 5737 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Republic of Finland | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 26133 | &nbsp;&nbsp;&nbsp;&nbsp; 28632 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Republic of Finland | 2.875% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 52455 | &nbsp;&nbsp;&nbsp;&nbsp; 61016 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Republic of Finland | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 112487 | &nbsp;&nbsp;&nbsp;&nbsp; 118586 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Republic of Finland | 0.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 29510 | &nbsp;&nbsp;&nbsp;&nbsp; 29526 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Republic of Finland | 0.125% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 14549 | &nbsp;&nbsp;&nbsp;&nbsp; 14204 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Republic of Finland | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 67731 | &nbsp;&nbsp;&nbsp;&nbsp; 70759 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Republic of Finland | 1.125% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 16396 | &nbsp;&nbsp;&nbsp;&nbsp; 16096 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Republic of Finland | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 50000 | &nbsp;&nbsp;&nbsp;&nbsp; 57374 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Republic of Finland | 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 34441 | &nbsp;&nbsp;&nbsp;&nbsp; 37362 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Republic of Finland | 0.250% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 38836 | &nbsp;&nbsp;&nbsp;&nbsp; 28076 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Republic of Finland | 2.625% | &nbsp;&nbsp;&nbsp;&nbsp; 7/4/42 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 17532 | &nbsp;&nbsp;&nbsp;&nbsp; 18188 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Republic of Finland | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 14007 | &nbsp;&nbsp;&nbsp;&nbsp; 9885 |
|  | &nbsp;&nbsp;&nbsp;Republic of Finland | 3.200% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 15286 | &nbsp;&nbsp;&nbsp;&nbsp; 16968 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Republic of Finland | 2.950% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/55 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 21194 | &nbsp;&nbsp;&nbsp;&nbsp; 21907 |
|  |  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **631673** |
| **France (8.5%)** | **France (8.5%)** | **France (8.5%)** | **France (8.5%)** |  |  |  |
|  | &nbsp;&nbsp;&nbsp;Action Logement Services | 1.375% | &nbsp;&nbsp;&nbsp;&nbsp; 4/13/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7500 | &nbsp;&nbsp;&nbsp;&nbsp; 7637 |
|  | &nbsp;&nbsp;&nbsp;Action Logement Services | 4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 10/3/38 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 12800 | &nbsp;&nbsp;&nbsp;&nbsp; 15049 |
|  | &nbsp;&nbsp;&nbsp;Action Logement Services | 0.750% | &nbsp;&nbsp;&nbsp;&nbsp; 7/19/41 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 13600 | &nbsp;&nbsp;&nbsp;&nbsp; 9745 |
|  | &nbsp;&nbsp;&nbsp;Agence Francaise de Developpement EPIC | 0.250% | &nbsp;&nbsp;&nbsp;&nbsp; 7/21/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6000 | &nbsp;&nbsp;&nbsp;&nbsp; 6656 |
|  | &nbsp;&nbsp;&nbsp;Agence Francaise de Developpement EPIC | 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1800 | &nbsp;&nbsp;&nbsp;&nbsp; 2099 |
|  | &nbsp;&nbsp;&nbsp;Agence Francaise de Developpement EPIC | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/31/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2500 | &nbsp;&nbsp;&nbsp;&nbsp; 2743 |
|  | &nbsp;&nbsp;&nbsp;Agence Francaise de Developpement EPIC | 0.010% | &nbsp;&nbsp;&nbsp;&nbsp; 11/25/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 11200 | &nbsp;&nbsp;&nbsp;&nbsp; 11685 |
|  | &nbsp;&nbsp;&nbsp;Agence Francaise de Developpement EPIC | 0.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/29/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 19600 | &nbsp;&nbsp;&nbsp;&nbsp; 20249 |
|  | &nbsp;&nbsp;&nbsp;Agence Francaise de Developpement EPIC | 2.875% | &nbsp;&nbsp;&nbsp;&nbsp; 1/21/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7500 | &nbsp;&nbsp;&nbsp;&nbsp; 8600 |
|  | &nbsp;&nbsp;&nbsp;Agence Francaise de Developpement EPIC | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/25/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5300 | &nbsp;&nbsp;&nbsp;&nbsp; 5408 |
|  | &nbsp;&nbsp;&nbsp;Agence Francaise de Developpement EPIC | 1.375% | &nbsp;&nbsp;&nbsp;&nbsp; 7/5/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 20600 | &nbsp;&nbsp;&nbsp;&nbsp; 20968 |
|  | &nbsp;&nbsp;&nbsp;Agence Francaise de Developpement EPIC | 3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 5/25/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 11100 | &nbsp;&nbsp;&nbsp;&nbsp; 12820 |
|  | &nbsp;&nbsp;&nbsp;Agence Francaise de Developpement EPIC | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 10/31/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10000 | &nbsp;&nbsp;&nbsp;&nbsp; 9744 |
|  | &nbsp;&nbsp;&nbsp;Agence Francaise de Developpement EPIC | 3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 1/20/35 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 26900 | &nbsp;&nbsp;&nbsp;&nbsp; 31336 |
|  | &nbsp;&nbsp;&nbsp;Agence Francaise de Developpement EPIC | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/31/35 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 4341 |
|  | &nbsp;&nbsp;&nbsp;Agence Francaise de Developpement EPIC | 1.125% | &nbsp;&nbsp;&nbsp;&nbsp; 3/2/37 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 18200 | &nbsp;&nbsp;&nbsp;&nbsp; 15955 |
|  | &nbsp;&nbsp;&nbsp;Agence France Locale | 0.125% | &nbsp;&nbsp;&nbsp;&nbsp; 6/20/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 8600 | &nbsp;&nbsp;&nbsp;&nbsp; 9540 |
|  | &nbsp;&nbsp;&nbsp;Agence France Locale | 1.125% | &nbsp;&nbsp;&nbsp;&nbsp; 6/20/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4500 | &nbsp;&nbsp;&nbsp;&nbsp; 4922 |
|  | &nbsp;&nbsp;&nbsp;Agence France Locale | 0.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/20/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6400 | &nbsp;&nbsp;&nbsp;&nbsp; 6190 |
|  | &nbsp;&nbsp;&nbsp;Agence France Locale | 3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 6/20/38 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5648 |
|  | &nbsp;&nbsp;&nbsp;Bpifrance SACA | 0.625% | &nbsp;&nbsp;&nbsp;&nbsp; 5/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 35000 | &nbsp;&nbsp;&nbsp;&nbsp; 39090 |
|  | &nbsp;&nbsp;&nbsp;Bpifrance SACA | 2.125% | &nbsp;&nbsp;&nbsp;&nbsp; 11/29/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 12500 | &nbsp;&nbsp;&nbsp;&nbsp; 14181 |
|  | &nbsp;&nbsp;&nbsp;Bpifrance SACA | 0.125% | &nbsp;&nbsp;&nbsp;&nbsp; 11/25/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 8300 | &nbsp;&nbsp;&nbsp;&nbsp; 8697 |
|  | &nbsp;&nbsp;&nbsp;Bpifrance SACA | 0.050% | &nbsp;&nbsp;&nbsp;&nbsp; 9/26/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5085 |
|  | &nbsp;&nbsp;&nbsp;Bpifrance SACA | 1.875% | &nbsp;&nbsp;&nbsp;&nbsp; 5/25/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5470 |
|  | &nbsp;&nbsp;&nbsp;Bpifrance SACA | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/2/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 12000 | &nbsp;&nbsp;&nbsp;&nbsp; 13045 |
|  | &nbsp;&nbsp;&nbsp;Bpifrance SACA | 0.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/4/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 19300 | &nbsp;&nbsp;&nbsp;&nbsp; 18829 |
|  | &nbsp;&nbsp;&nbsp;Bpifrance SACA | 2.875% | &nbsp;&nbsp;&nbsp;&nbsp; 1/31/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 11700 | &nbsp;&nbsp;&nbsp;&nbsp; 13285 |
|  | &nbsp;&nbsp;&nbsp;Bpifrance SACA | 3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 5/25/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 27500 | &nbsp;&nbsp;&nbsp;&nbsp; 31582 |

---

------

Total International Bond Index Fund

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;&nbsp;&nbsp;Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Caisse d'Amortissement de la Dette Sociale | 2.875% | &nbsp;&nbsp;&nbsp;&nbsp; 5/25/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 42000 | &nbsp;&nbsp;&nbsp;&nbsp; 48471 |
|  | &nbsp;&nbsp;&nbsp;Caisse d'Amortissement de la Dette Sociale | 0.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/25/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 9300 | &nbsp;&nbsp;&nbsp;&nbsp; 9928 |
|  | &nbsp;&nbsp;&nbsp;Caisse d'Amortissement de la Dette Sociale | 0.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/25/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 31300 | &nbsp;&nbsp;&nbsp;&nbsp; 32275 |
|  | &nbsp;&nbsp;&nbsp;Caisse d'Amortissement de la Dette Sociale | 3.125% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10000 | &nbsp;&nbsp;&nbsp;&nbsp; 11679 |
|  | &nbsp;&nbsp;&nbsp;Caisse d'Amortissement de la Dette Sociale | 0.010% | &nbsp;&nbsp;&nbsp;&nbsp; 11/25/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 50000 | &nbsp;&nbsp;&nbsp;&nbsp; 49195 |
|  | &nbsp;&nbsp;&nbsp;Caisse d'Amortissement de la Dette Sociale | 0.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/25/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 35700 | &nbsp;&nbsp;&nbsp;&nbsp; 34547 |
|  | &nbsp;&nbsp;&nbsp;Caisse d'Amortissement de la Dette Sociale | 0.125% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 17400 | &nbsp;&nbsp;&nbsp;&nbsp; 16774 |
|  | &nbsp;&nbsp;&nbsp;Caisse d'Amortissement de la Dette Sociale | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 11/25/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10000 | &nbsp;&nbsp;&nbsp;&nbsp; 11504 |
|  | &nbsp;&nbsp;&nbsp;Caisse d'Amortissement de la Dette Sociale | 0.450% | &nbsp;&nbsp;&nbsp;&nbsp; 1/19/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 23100 | &nbsp;&nbsp;&nbsp;&nbsp; 22511 |
|  | &nbsp;&nbsp;&nbsp;Caisse d'Amortissement de la Dette Sociale | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/25/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 22400 | &nbsp;&nbsp;&nbsp;&nbsp; 23294 |
|  | &nbsp;&nbsp;&nbsp;Caisse d'Amortissement de la Dette Sociale | 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 11/25/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 9500 | &nbsp;&nbsp;&nbsp;&nbsp; 10669 |
|  | &nbsp;&nbsp;&nbsp;Caisse des Depots et Consignations | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/25/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 12500 | &nbsp;&nbsp;&nbsp;&nbsp; 14526 |
|  | &nbsp;&nbsp;&nbsp;Caisse Francaise de Financement Local SA | 0.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/11/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp;&nbsp; 2215 |
|  | &nbsp;&nbsp;&nbsp;Caisse Francaise de Financement Local SA | 0.750% | &nbsp;&nbsp;&nbsp;&nbsp; 9/27/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5472 |
|  | &nbsp;&nbsp;&nbsp;Caisse Francaise de Financement Local SA | 0.010% | &nbsp;&nbsp;&nbsp;&nbsp; 4/27/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 11600 | &nbsp;&nbsp;&nbsp;&nbsp; 11911 |
|  | &nbsp;&nbsp;&nbsp;Caisse Francaise de Financement Local SA | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 1/13/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5278 |
|  | &nbsp;&nbsp;&nbsp;Caisse Francaise de Financement Local SA | 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 10/3/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 30000 | &nbsp;&nbsp;&nbsp;&nbsp; 33904 |
|  | &nbsp;&nbsp;&nbsp;Caisse Francaise de Financement Local SA | 1.125% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 30000 | &nbsp;&nbsp;&nbsp;&nbsp; 30542 |
|  | &nbsp;&nbsp;&nbsp;Caisse Francaise de Financement Local SA | 0.375% | &nbsp;&nbsp;&nbsp;&nbsp; 1/20/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7900 | &nbsp;&nbsp;&nbsp;&nbsp; 7642 |
|  | &nbsp;&nbsp;&nbsp;Caisse Francaise de Financement Local SA | 1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/11/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 27400 | &nbsp;&nbsp;&nbsp;&nbsp; 27814 |
|  | &nbsp;&nbsp;&nbsp;Caisse Francaise de Financement Local SA | 1.450% | &nbsp;&nbsp;&nbsp;&nbsp; 1/16/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 16800 | &nbsp;&nbsp;&nbsp;&nbsp; 16753 |
|  | &nbsp;&nbsp;&nbsp;Caisse Francaise de Financement Local SA | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/28/38 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3400 | &nbsp;&nbsp;&nbsp;&nbsp; 3128 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;Dexia Credit Local SA | 0.250% | &nbsp;&nbsp;&nbsp;&nbsp; 12/10/26 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 6267 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;Dexia Credit Local SA | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/18/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4250 | &nbsp;&nbsp;&nbsp;&nbsp; 4682 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;Dexia Credit Local SA | 0.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/21/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5300 | &nbsp;&nbsp;&nbsp;&nbsp; 5659 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;Dexia Credit Local SA | 3.125% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 20000 | &nbsp;&nbsp;&nbsp;&nbsp; 23213 |
| <sup>3,7</sup> | &nbsp;&nbsp;&nbsp;France | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 178321 | &nbsp;&nbsp;&nbsp;&nbsp; 199249 |
| <sup>3,7</sup> | &nbsp;&nbsp;&nbsp;France | 2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 9/24/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 150000 | &nbsp;&nbsp;&nbsp;&nbsp; 171447 |
| <sup>3,7</sup> | &nbsp;&nbsp;&nbsp;France | 0.250% | &nbsp;&nbsp;&nbsp;&nbsp; 11/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 83694 | &nbsp;&nbsp;&nbsp;&nbsp; 92510 |
| <sup>3,7</sup> | &nbsp;&nbsp;&nbsp;France | 0.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/25/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 268188 | &nbsp;&nbsp;&nbsp;&nbsp; 293859 |
| <sup>3,7</sup> | &nbsp;&nbsp;&nbsp;France | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/25/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 164689 | &nbsp;&nbsp;&nbsp;&nbsp; 183277 |
| <sup>3,7</sup> | &nbsp;&nbsp;&nbsp;France | 2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 9/24/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 87308 | &nbsp;&nbsp;&nbsp;&nbsp; 100150 |
| <sup>3,7</sup> | &nbsp;&nbsp;&nbsp;France | 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 10/25/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 179885 | &nbsp;&nbsp;&nbsp;&nbsp; 207629 |
| <sup>3,7</sup> | &nbsp;&nbsp;&nbsp;France | 0.750% | &nbsp;&nbsp;&nbsp;&nbsp; 2/25/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 173278 | &nbsp;&nbsp;&nbsp;&nbsp; 189447 |
| <sup>3,7</sup> | &nbsp;&nbsp;&nbsp;France | 0.750% | &nbsp;&nbsp;&nbsp;&nbsp; 5/25/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 226349 | &nbsp;&nbsp;&nbsp;&nbsp; 246433 |
| <sup>3,7</sup> | &nbsp;&nbsp;&nbsp;France | 0.750% | &nbsp;&nbsp;&nbsp;&nbsp; 11/25/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 248509 | &nbsp;&nbsp;&nbsp;&nbsp; 267916 |
| <sup>3,7</sup> | &nbsp;&nbsp;&nbsp;France | 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 2/25/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 410552 | &nbsp;&nbsp;&nbsp;&nbsp; 473783 |
| <sup>3,7</sup> | &nbsp;&nbsp;&nbsp;France | 5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/25/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 136812 | &nbsp;&nbsp;&nbsp;&nbsp; 173919 |
| <sup>3,7</sup> | &nbsp;&nbsp;&nbsp;France | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/25/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 176702 | &nbsp;&nbsp;&nbsp;&nbsp; 186549 |
| <sup>3,7</sup> | &nbsp;&nbsp;&nbsp;France | 0.000% | &nbsp;&nbsp;&nbsp;&nbsp; 11/25/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 260770 | &nbsp;&nbsp;&nbsp;&nbsp; 265807 |
| <sup>3,7</sup> | &nbsp;&nbsp;&nbsp;France | 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 2/25/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 100054 | &nbsp;&nbsp;&nbsp;&nbsp; 115105 |
| <sup>3,7</sup> | &nbsp;&nbsp;&nbsp;France | 2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/25/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 150946 | &nbsp;&nbsp;&nbsp;&nbsp; 171587 |
| <sup>3,7</sup> | &nbsp;&nbsp;&nbsp;France | 0.000% | &nbsp;&nbsp;&nbsp;&nbsp; 11/25/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 276798 | &nbsp;&nbsp;&nbsp;&nbsp; 273166 |
| <sup>3,7</sup> | &nbsp;&nbsp;&nbsp;France | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/25/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 112885 | &nbsp;&nbsp;&nbsp;&nbsp; 120147 |
| <sup>3,7</sup> | &nbsp;&nbsp;&nbsp;France | 0.000% | &nbsp;&nbsp;&nbsp;&nbsp; 11/25/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 302173 | &nbsp;&nbsp;&nbsp;&nbsp; 287726 |
| <sup>3,7</sup> | &nbsp;&nbsp;&nbsp;France | 0.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/25/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 272980 | &nbsp;&nbsp;&nbsp;&nbsp; 254968 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;France | 5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 10/25/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 52358 | &nbsp;&nbsp;&nbsp;&nbsp; 70969 |
| <sup>3,7</sup> | &nbsp;&nbsp;&nbsp;France | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 11/25/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 149763 | &nbsp;&nbsp;&nbsp;&nbsp; 160006 |
| <sup>3,7</sup> | &nbsp;&nbsp;&nbsp;France | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/25/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 188000 | &nbsp;&nbsp;&nbsp;&nbsp; 214180 |
| <sup>3,7</sup> | &nbsp;&nbsp;&nbsp;France | 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 11/25/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 226070 | &nbsp;&nbsp;&nbsp;&nbsp; 265882 |
| <sup>3,7</sup> | &nbsp;&nbsp;&nbsp;France | 1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/25/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 149386 | &nbsp;&nbsp;&nbsp;&nbsp; 145366 |
| <sup>3,7</sup> | &nbsp;&nbsp;&nbsp;France | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 11/25/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 222755 | &nbsp;&nbsp;&nbsp;&nbsp; 250004 |
| <sup>3,7</sup> | &nbsp;&nbsp;&nbsp;France | 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 4/25/35 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 59460 | &nbsp;&nbsp;&nbsp;&nbsp; 76574 |
| <sup>3,7</sup> | &nbsp;&nbsp;&nbsp;France | 3.200% | &nbsp;&nbsp;&nbsp;&nbsp; 5/25/35 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 71000 | &nbsp;&nbsp;&nbsp;&nbsp; 80617 |
| <sup>3,7</sup> | &nbsp;&nbsp;&nbsp;France | 1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/25/36 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 142099 | &nbsp;&nbsp;&nbsp;&nbsp; 131117 |
| <sup>3,7</sup> | &nbsp;&nbsp;&nbsp;France | 1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/25/38 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 369220 | &nbsp;&nbsp;&nbsp;&nbsp; 322816 |
| <sup>3,7</sup> | &nbsp;&nbsp;&nbsp;France | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/25/38 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 35596 | &nbsp;&nbsp;&nbsp;&nbsp; 42759 |
| <sup>3,7</sup> | &nbsp;&nbsp;&nbsp;France | 1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 6/25/39 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 12004 | &nbsp;&nbsp;&nbsp;&nbsp; 11021 |
| <sup>3,8,9</sup> | &nbsp;&nbsp;&nbsp;France | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/25/40 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 88590 | &nbsp;&nbsp;&nbsp;&nbsp; 64978 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;France | 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/25/41 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 75840 | &nbsp;&nbsp;&nbsp;&nbsp; 95608 |
| <sup>3,7</sup> | &nbsp;&nbsp;&nbsp;France | 3.600% | &nbsp;&nbsp;&nbsp;&nbsp; 5/25/42 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 140103 | &nbsp;&nbsp;&nbsp;&nbsp; 158020 |
| <sup>3,7</sup> | &nbsp;&nbsp;&nbsp;France | 2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/25/43 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 94278 | &nbsp;&nbsp;&nbsp;&nbsp; 90718 |
| <sup>3,7</sup> | &nbsp;&nbsp;&nbsp;France | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/25/44 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 123736 | &nbsp;&nbsp;&nbsp;&nbsp; 80104 |
| <sup>3,7</sup> | &nbsp;&nbsp;&nbsp;France | 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/25/45 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 52375 | &nbsp;&nbsp;&nbsp;&nbsp; 55778 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;France | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/25/48 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 109121 | &nbsp;&nbsp;&nbsp;&nbsp; 90580 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;France | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/25/49 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 54438 | &nbsp;&nbsp;&nbsp;&nbsp; 54303 |
| <sup>3,7</sup> | &nbsp;&nbsp;&nbsp;France | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/25/50 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 130205 | &nbsp;&nbsp;&nbsp;&nbsp; 93278 |
| <sup>3,7</sup> | &nbsp;&nbsp;&nbsp;France | 0.750% | &nbsp;&nbsp;&nbsp;&nbsp; 5/25/52 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 105268 | &nbsp;&nbsp;&nbsp;&nbsp; 58385 |
| <sup>3,7</sup> | &nbsp;&nbsp;&nbsp;France | 0.750% | &nbsp;&nbsp;&nbsp;&nbsp; 5/25/53 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 123989 | &nbsp;&nbsp;&nbsp;&nbsp; 66930 |
| <sup>3,7</sup> | &nbsp;&nbsp;&nbsp;France | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/25/54 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 121133 | &nbsp;&nbsp;&nbsp;&nbsp; 116367 |

---

------

Total International Bond Index Fund

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;&nbsp;&nbsp;Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;France | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/25/55 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 58409 | &nbsp;&nbsp;&nbsp;&nbsp; 67434 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;France | 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/25/55 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 139463 | &nbsp;&nbsp;&nbsp;&nbsp; 139751 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;France | 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 5/25/56 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 20000 | &nbsp;&nbsp;&nbsp;&nbsp; 21914 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;France | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/25/60 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 38756 | &nbsp;&nbsp;&nbsp;&nbsp; 44469 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;France | 1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 5/25/66 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 81794 | &nbsp;&nbsp;&nbsp;&nbsp; 52769 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;France | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/25/72 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 54906 | &nbsp;&nbsp;&nbsp;&nbsp; 19055 |
|  | &nbsp;&nbsp;&nbsp;Gestion Securite de Stocks Securite SA | 3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 6/29/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5860 |
|  | &nbsp;&nbsp;&nbsp;Ile-de-France Mobilites | 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 10/4/39 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4000 | &nbsp;&nbsp;&nbsp;&nbsp; 4440 |
|  | &nbsp;&nbsp;&nbsp;Ile-de-France Mobilites | 0.950% | &nbsp;&nbsp;&nbsp;&nbsp; 5/28/41 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1900 | &nbsp;&nbsp;&nbsp;&nbsp; 1432 |
|  | &nbsp;&nbsp;&nbsp;Ile-de-France Mobilites | 3.800% | &nbsp;&nbsp;&nbsp;&nbsp; 5/25/45 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 17000 | &nbsp;&nbsp;&nbsp;&nbsp; 19208 |
|  | &nbsp;&nbsp;&nbsp;Regie Autonome des Transports Parisiens EPIC | 0.875% | &nbsp;&nbsp;&nbsp;&nbsp; 5/25/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1500 | &nbsp;&nbsp;&nbsp;&nbsp; 1657 |
|  | &nbsp;&nbsp;&nbsp;Regie Autonome des Transports Parisiens EPIC | 1.875% | &nbsp;&nbsp;&nbsp;&nbsp; 5/25/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5300 | &nbsp;&nbsp;&nbsp;&nbsp; 5540 |
|  | &nbsp;&nbsp;&nbsp;Region of Ile de France | 0.625% | &nbsp;&nbsp;&nbsp;&nbsp; 4/23/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2500 | &nbsp;&nbsp;&nbsp;&nbsp; 2752 |
|  | &nbsp;&nbsp;&nbsp;Region of Ile de France | 0.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/20/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2500 | &nbsp;&nbsp;&nbsp;&nbsp; 2649 |
|  | &nbsp;&nbsp;&nbsp;Region of Ile de France | 0.100% | &nbsp;&nbsp;&nbsp;&nbsp; 7/2/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5100 | &nbsp;&nbsp;&nbsp;&nbsp; 5061 |
|  | &nbsp;&nbsp;&nbsp;Region of Ile de France | 2.900% | &nbsp;&nbsp;&nbsp;&nbsp; 4/30/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6000 | &nbsp;&nbsp;&nbsp;&nbsp; 6831 |
|  | &nbsp;&nbsp;&nbsp;Region of Ile de France | 1.375% | &nbsp;&nbsp;&nbsp;&nbsp; 6/20/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3000 | &nbsp;&nbsp;&nbsp;&nbsp; 2978 |
|  | &nbsp;&nbsp;&nbsp;Region of Ile de France | 3.650% | &nbsp;&nbsp;&nbsp;&nbsp; 5/25/35 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 8000 | &nbsp;&nbsp;&nbsp;&nbsp; 9370 |
|  | &nbsp;&nbsp;&nbsp;SFIL SA | 0.050% | &nbsp;&nbsp;&nbsp;&nbsp; 6/4/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 23300 | &nbsp;&nbsp;&nbsp;&nbsp; 23955 |
|  | &nbsp;&nbsp;&nbsp;SFIL SA | 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 11/25/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5817 |
|  | &nbsp;&nbsp;&nbsp;SNCF Reseau | 3.125% | &nbsp;&nbsp;&nbsp;&nbsp; 10/25/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3400 | &nbsp;&nbsp;&nbsp;&nbsp; 3936 |
|  | &nbsp;&nbsp;&nbsp;SNCF Reseau | 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 12/7/28 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 8708 | &nbsp;&nbsp;&nbsp;&nbsp; 12002 |
|  | &nbsp;&nbsp;&nbsp;SNCF Reseau | 0.875% | &nbsp;&nbsp;&nbsp;&nbsp; 1/22/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3000 | &nbsp;&nbsp;&nbsp;&nbsp; 3207 |
|  | &nbsp;&nbsp;&nbsp;SNCF Reseau | 1.125% | &nbsp;&nbsp;&nbsp;&nbsp; 5/25/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 14300 | &nbsp;&nbsp;&nbsp;&nbsp; 14993 |
|  | &nbsp;&nbsp;&nbsp;SNCF Reseau | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 11/9/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7600 | &nbsp;&nbsp;&nbsp;&nbsp; 7630 |
|  | &nbsp;&nbsp;&nbsp;SNCF Reseau | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/10/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7891 | &nbsp;&nbsp;&nbsp;&nbsp; 10110 |
|  | &nbsp;&nbsp;&nbsp;SNCF Reseau | 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 1/31/35 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 2716 | &nbsp;&nbsp;&nbsp;&nbsp; 3686 |
|  | &nbsp;&nbsp;&nbsp;SNCF Reseau | 0.750% | &nbsp;&nbsp;&nbsp;&nbsp; 5/25/36 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10900 | &nbsp;&nbsp;&nbsp;&nbsp; 9267 |
|  | &nbsp;&nbsp;&nbsp;SNCF Reseau | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/29/37 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 9100 | &nbsp;&nbsp;&nbsp;&nbsp; 8194 |
|  | &nbsp;&nbsp;&nbsp;SNCF Reseau | 2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 12/20/47 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6300 | &nbsp;&nbsp;&nbsp;&nbsp; 5222 |
|  | &nbsp;&nbsp;&nbsp;SNCF Reseau | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/5/48 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2500 | &nbsp;&nbsp;&nbsp;&nbsp; 1949 |
|  | &nbsp;&nbsp;&nbsp;SNCF Reseau | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/11/52 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 2574 | &nbsp;&nbsp;&nbsp;&nbsp; 3064 |
|  | &nbsp;&nbsp;&nbsp;Societe Des Grands Projets EPIC | 3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 5/25/45 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5315 |
|  | &nbsp;&nbsp;&nbsp;Societe Du Grand Paris EPIC | 1.125% | &nbsp;&nbsp;&nbsp;&nbsp; 10/22/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5200 | &nbsp;&nbsp;&nbsp;&nbsp; 5656 |
|  | &nbsp;&nbsp;&nbsp;Societe Du Grand Paris EPIC | 0.000% | &nbsp;&nbsp;&nbsp;&nbsp; 11/25/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 14500 | &nbsp;&nbsp;&nbsp;&nbsp; 14197 |
|  | &nbsp;&nbsp;&nbsp;Societe Du Grand Paris EPIC | 1.125% | &nbsp;&nbsp;&nbsp;&nbsp; 5/25/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 23200 | &nbsp;&nbsp;&nbsp;&nbsp; 22066 |
|  | &nbsp;&nbsp;&nbsp;Societe Du Grand Paris EPIC | 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/25/43 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5600 | &nbsp;&nbsp;&nbsp;&nbsp; 6102 |
|  | &nbsp;&nbsp;&nbsp;Societe Du Grand Paris EPIC | 0.875% | &nbsp;&nbsp;&nbsp;&nbsp; 5/10/46 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7000 | &nbsp;&nbsp;&nbsp;&nbsp; 4624 |
|  | &nbsp;&nbsp;&nbsp;Societe Du Grand Paris EPIC | 1.700% | &nbsp;&nbsp;&nbsp;&nbsp; 5/25/50 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 8500 | &nbsp;&nbsp;&nbsp;&nbsp; 6269 |
|  | &nbsp;&nbsp;&nbsp;Societe Du Grand Paris EPIC | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 11/26/51 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 16800 | &nbsp;&nbsp;&nbsp;&nbsp; 9933 |
|  | &nbsp;&nbsp;&nbsp;Societe Du Grand Paris EPIC | 3.700% | &nbsp;&nbsp;&nbsp;&nbsp; 5/25/53 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3300 | &nbsp;&nbsp;&nbsp;&nbsp; 3563 |
|  | &nbsp;&nbsp;&nbsp;Societe Du Grand Paris EPIC | 0.700% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/60 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5100 | &nbsp;&nbsp;&nbsp;&nbsp; 2180 |
|  | &nbsp;&nbsp;&nbsp;Societe Du Grand Paris EPIC | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/18/70 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 9300 | &nbsp;&nbsp;&nbsp;&nbsp; 4052 |
|  | &nbsp;&nbsp;&nbsp;Societe Nationale SNCF SACA | 0.875% | &nbsp;&nbsp;&nbsp;&nbsp; 12/28/26 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 6400 | &nbsp;&nbsp;&nbsp;&nbsp; 8087 |
|  | &nbsp;&nbsp;&nbsp;Societe Nationale SNCF SACA | 5.375% | &nbsp;&nbsp;&nbsp;&nbsp; 3/18/27 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 4134 | &nbsp;&nbsp;&nbsp;&nbsp; 5598 |
|  | &nbsp;&nbsp;&nbsp;Societe Nationale SNCF SACA | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 2/2/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 11600 | &nbsp;&nbsp;&nbsp;&nbsp; 12672 |
|  | &nbsp;&nbsp;&nbsp;Societe Nationale SNCF SACA | 0.625% | &nbsp;&nbsp;&nbsp;&nbsp; 4/17/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6800 | &nbsp;&nbsp;&nbsp;&nbsp; 6999 |
|  | &nbsp;&nbsp;&nbsp;Societe Nationale SNCF SACA | 0.227% | &nbsp;&nbsp;&nbsp;&nbsp; 6/18/30 | &nbsp;&nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp; 4000 | &nbsp;&nbsp;&nbsp;&nbsp; 4722 |
|  | &nbsp;&nbsp;&nbsp;Societe Nationale SNCF SACA | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/25/40 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 14900 | &nbsp;&nbsp;&nbsp;&nbsp; 11540 |
|  | &nbsp;&nbsp;&nbsp;Societe Nationale SNCF SACA | 0.875% | &nbsp;&nbsp;&nbsp;&nbsp; 2/28/51 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5200 | &nbsp;&nbsp;&nbsp;&nbsp; 2792 |
|  | &nbsp;&nbsp;&nbsp;UNEDIC ASSEO | 0.100% | &nbsp;&nbsp;&nbsp;&nbsp; 11/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 43800 | &nbsp;&nbsp;&nbsp;&nbsp; 48232 |
|  | &nbsp;&nbsp;&nbsp;UNEDIC ASSEO | 1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 10/21/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 11000 | &nbsp;&nbsp;&nbsp;&nbsp; 12223 |
|  | &nbsp;&nbsp;&nbsp;UNEDIC ASSEO | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/20/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 12200 | &nbsp;&nbsp;&nbsp;&nbsp; 12901 |
|  | &nbsp;&nbsp;&nbsp;UNEDIC ASSEO | 0.250% | &nbsp;&nbsp;&nbsp;&nbsp; 11/25/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 15300 | &nbsp;&nbsp;&nbsp;&nbsp; 15717 |
|  | &nbsp;&nbsp;&nbsp;UNEDIC ASSEO | 0.000% | &nbsp;&nbsp;&nbsp;&nbsp; 11/19/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 31000 | &nbsp;&nbsp;&nbsp;&nbsp; 30447 |
|  | &nbsp;&nbsp;&nbsp;UNEDIC ASSEO | 1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 11/25/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7000 | &nbsp;&nbsp;&nbsp;&nbsp; 7325 |
|  | &nbsp;&nbsp;&nbsp;UNEDIC ASSEO | 1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/25/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 35000 | &nbsp;&nbsp;&nbsp;&nbsp; 34880 |
|  | &nbsp;&nbsp;&nbsp;UNEDIC ASSEO | 0.100% | &nbsp;&nbsp;&nbsp;&nbsp; 5/25/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 25400 | &nbsp;&nbsp;&nbsp;&nbsp; 22070 |
|  | &nbsp;&nbsp;&nbsp;UNEDIC ASSEO | 0.250% | &nbsp;&nbsp;&nbsp;&nbsp; 7/16/35 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 12400 | &nbsp;&nbsp;&nbsp;&nbsp; 10514 |
|  | &nbsp;&nbsp;&nbsp;Ville de Paris | 1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 1/12/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10000 | &nbsp;&nbsp;&nbsp;&nbsp; 10123 |
|  | &nbsp;&nbsp;&nbsp;Ville de Paris | 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 6/22/48 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5527 |
|  |  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **8774014** |
| **Germany (7.5%)** | **Germany (7.5%)** | **Germany (7.5%)** | **Germany (7.5%)** |  |  |  |
|  | &nbsp;&nbsp;&nbsp;Bundesobligation | 1.300% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 75000 | &nbsp;&nbsp;&nbsp;&nbsp; 84174 |
|  | &nbsp;&nbsp;&nbsp;Bundesobligation | 2.200% | &nbsp;&nbsp;&nbsp;&nbsp; 4/13/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 314000 | &nbsp;&nbsp;&nbsp;&nbsp; 360106 |
|  | &nbsp;&nbsp;&nbsp;Bundesobligation | 2.400% | &nbsp;&nbsp;&nbsp;&nbsp; 10/19/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 120000 | &nbsp;&nbsp;&nbsp;&nbsp; 138501 |
|  | &nbsp;&nbsp;&nbsp;Bundesobligation | 2.100% | &nbsp;&nbsp;&nbsp;&nbsp; 4/12/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 228378 |
|  | &nbsp;&nbsp;&nbsp;Bundesschatzanweisungen | 2.900% | &nbsp;&nbsp;&nbsp;&nbsp; 6/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 400000 | &nbsp;&nbsp;&nbsp;&nbsp; 458849 |
|  | &nbsp;&nbsp;&nbsp;Federal Republic of Germany | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 13872 | &nbsp;&nbsp;&nbsp;&nbsp; 15299 |

---

------

Total International Bond Index Fund

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;&nbsp;&nbsp;Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Federal Republic of Germany | 0.000% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 109252 | &nbsp;&nbsp;&nbsp;&nbsp; 118570 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Federal Republic of Germany | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 123946 | &nbsp;&nbsp;&nbsp;&nbsp; 135756 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Federal Republic of Germany | 0.250% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 79586 | &nbsp;&nbsp;&nbsp;&nbsp; 85814 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Federal Republic of Germany | 0.000% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 178122 | &nbsp;&nbsp;&nbsp;&nbsp; 189491 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Federal Republic of Germany | 2.100% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 100000 | &nbsp;&nbsp;&nbsp;&nbsp; 114012 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Federal Republic of Germany | 2.400% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 230669 |
|  | &nbsp;&nbsp;&nbsp;Federal Republic of Germany | 0.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5458 | &nbsp;&nbsp;&nbsp;&nbsp; 5504 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Federal Republic of Germany | 0.000% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 119486 | &nbsp;&nbsp;&nbsp;&nbsp; 118859 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Federal Republic of Germany | 0.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 136674 | &nbsp;&nbsp;&nbsp;&nbsp; 133917 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Federal Republic of Germany | 1.700% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 155812 | &nbsp;&nbsp;&nbsp;&nbsp; 170571 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Federal Republic of Germany | 2.300% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 115429 | &nbsp;&nbsp;&nbsp;&nbsp; 131015 |
|  | &nbsp;&nbsp;&nbsp;Federal Republic of Germany | 2.300% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 20000 | &nbsp;&nbsp;&nbsp;&nbsp; 22714 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Federal Republic of Germany | 2.600% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 65933 | &nbsp;&nbsp;&nbsp;&nbsp; 76237 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Federal Republic of Germany | 2.200% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 203889 | &nbsp;&nbsp;&nbsp;&nbsp; 227928 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Federal Republic of Germany | 2.600% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 256126 | &nbsp;&nbsp;&nbsp;&nbsp; 294701 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Federal Republic of Germany | 0.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 136581 | &nbsp;&nbsp;&nbsp;&nbsp; 120915 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Federal Republic of Germany | 0.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 120943 | &nbsp;&nbsp;&nbsp;&nbsp; 103613 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Federal Republic of Germany | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/4/37 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 90040 | &nbsp;&nbsp;&nbsp;&nbsp; 116355 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Federal Republic of Germany | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 92398 | &nbsp;&nbsp;&nbsp;&nbsp; 85507 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Federal Republic of Germany | 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 7/4/39 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 45000 | &nbsp;&nbsp;&nbsp;&nbsp; 60146 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Federal Republic of Germany | 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 7/4/40 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 53000 | &nbsp;&nbsp;&nbsp;&nbsp; 74787 |
|  | &nbsp;&nbsp;&nbsp;Federal Republic of Germany | 2.600% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 61556 | &nbsp;&nbsp;&nbsp;&nbsp; 68049 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Federal Republic of Germany | 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 7/4/42 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 109147 | &nbsp;&nbsp;&nbsp;&nbsp; 131052 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Federal Republic of Germany | 2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 7/4/44 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 106968 | &nbsp;&nbsp;&nbsp;&nbsp; 115426 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Federal Republic of Germany | 2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 140573 | &nbsp;&nbsp;&nbsp;&nbsp; 150553 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Federal Republic of Germany | 1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 140421 | &nbsp;&nbsp;&nbsp;&nbsp; 116402 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Federal Republic of Germany | 0.000% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 139190 | &nbsp;&nbsp;&nbsp;&nbsp; 77817 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Federal Republic of Germany | 0.000% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 35000 | &nbsp;&nbsp;&nbsp;&nbsp; 19623 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Federal Republic of Germany | 0.000% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 55000 | &nbsp;&nbsp;&nbsp;&nbsp; 28997 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Federal Republic of Germany | 1.800% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 200855 | &nbsp;&nbsp;&nbsp;&nbsp; 180459 |
|  | &nbsp;&nbsp;&nbsp;Federal Republic of Germany | 2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 120000 | &nbsp;&nbsp;&nbsp;&nbsp; 125549 |
| <sup>10</sup> | &nbsp;&nbsp;&nbsp;FMS Wertmanagement | 0.375% | &nbsp;&nbsp;&nbsp;&nbsp; 4/29/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5600 | &nbsp;&nbsp;&nbsp;&nbsp; 5758 |
|  | &nbsp;&nbsp;&nbsp;Free & Hanseatic City of Hamburg | 0.010% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7500 | &nbsp;&nbsp;&nbsp;&nbsp; 7945 |
|  | &nbsp;&nbsp;&nbsp;Free & Hanseatic City of Hamburg | 1.450% | &nbsp;&nbsp;&nbsp;&nbsp; 11/5/38 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7686 | &nbsp;&nbsp;&nbsp;&nbsp; 7125 |
|  | &nbsp;&nbsp;&nbsp;Free & Hanseatic City of Hamburg | 0.250% | &nbsp;&nbsp;&nbsp;&nbsp; 2/18/41 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 14000 | &nbsp;&nbsp;&nbsp;&nbsp; 10005 |
|  | &nbsp;&nbsp;&nbsp;Free State of Bavaria | 0.030% | &nbsp;&nbsp;&nbsp;&nbsp; 4/3/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 22546 | &nbsp;&nbsp;&nbsp;&nbsp; 24038 |
|  | &nbsp;&nbsp;&nbsp;Free State of Bavaria | 0.150% | &nbsp;&nbsp;&nbsp;&nbsp; 4/3/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5036 | &nbsp;&nbsp;&nbsp;&nbsp; 5114 |
|  | &nbsp;&nbsp;&nbsp;Free State of Bavaria | 0.010% | &nbsp;&nbsp;&nbsp;&nbsp; 1/18/35 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 17718 | &nbsp;&nbsp;&nbsp;&nbsp; 15422 |
|  | &nbsp;&nbsp;&nbsp;Free State of Saxony | 0.010% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2500 | &nbsp;&nbsp;&nbsp;&nbsp; 2693 |
|  | &nbsp;&nbsp;&nbsp;Free State of Saxony | 0.010% | &nbsp;&nbsp;&nbsp;&nbsp; 11/5/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 11459 | &nbsp;&nbsp;&nbsp;&nbsp; 11710 |
|  | &nbsp;&nbsp;&nbsp;Free State of Saxony | 0.010% | &nbsp;&nbsp;&nbsp;&nbsp; 12/17/35 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 15751 | &nbsp;&nbsp;&nbsp;&nbsp; 13241 |
|  | &nbsp;&nbsp;&nbsp;Gemeinsame Deutsche Bundeslaender HB HH MV RP SL SH | 0.010% | &nbsp;&nbsp;&nbsp;&nbsp; 8/26/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 18449 | &nbsp;&nbsp;&nbsp;&nbsp; 18386 |
|  | &nbsp;&nbsp;&nbsp;Gemeinsame Deutsche Bundeslaender HB HH RP SL SH | 0.625% | &nbsp;&nbsp;&nbsp;&nbsp; 2/13/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2049 | &nbsp;&nbsp;&nbsp;&nbsp; 2183 |
|  | &nbsp;&nbsp;&nbsp;Investitionsbank Berlin | 0.250% | &nbsp;&nbsp;&nbsp;&nbsp; 2/3/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10000 | &nbsp;&nbsp;&nbsp;&nbsp; 9698 |
| <sup>10</sup> | &nbsp;&nbsp;&nbsp;KFW | 0.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 38607 | &nbsp;&nbsp;&nbsp;&nbsp; 42839 |
| <sup>10</sup> | &nbsp;&nbsp;&nbsp;KFW | 1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 7/31/26 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 39838 | &nbsp;&nbsp;&nbsp;&nbsp; 51380 |
| <sup>10</sup> | &nbsp;&nbsp;&nbsp;KFW | 3.200% | &nbsp;&nbsp;&nbsp;&nbsp; 9/11/26 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 4317 | &nbsp;&nbsp;&nbsp;&nbsp; 2753 |
| <sup>10</sup> | &nbsp;&nbsp;&nbsp;KFW | 0.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/30/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 22766 | &nbsp;&nbsp;&nbsp;&nbsp; 25122 |
| <sup>10</sup> | &nbsp;&nbsp;&nbsp;KFW | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 9300 | &nbsp;&nbsp;&nbsp;&nbsp; 5803 |
| <sup>10</sup> | &nbsp;&nbsp;&nbsp;KFW | 0.625% | &nbsp;&nbsp;&nbsp;&nbsp; 2/22/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 19471 | &nbsp;&nbsp;&nbsp;&nbsp; 21577 |
| <sup>10</sup> | &nbsp;&nbsp;&nbsp;KFW | 0.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/31/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 26264 | &nbsp;&nbsp;&nbsp;&nbsp; 28719 |
| <sup>10</sup> | &nbsp;&nbsp;&nbsp;KFW | 0.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/30/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 55297 | &nbsp;&nbsp;&nbsp;&nbsp; 60385 |
| <sup>10</sup> | &nbsp;&nbsp;&nbsp;KFW | 1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/30/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 31942 | &nbsp;&nbsp;&nbsp;&nbsp; 35686 |
| <sup>10</sup> | &nbsp;&nbsp;&nbsp;KFW | 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 7/30/27 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 6000 | &nbsp;&nbsp;&nbsp;&nbsp; 7968 |
| <sup>10</sup> | &nbsp;&nbsp;&nbsp;KFW | 2.375% | &nbsp;&nbsp;&nbsp;&nbsp; 8/5/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 51366 | &nbsp;&nbsp;&nbsp;&nbsp; 58784 |
| <sup>10</sup> | &nbsp;&nbsp;&nbsp;KFW | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 17400 | &nbsp;&nbsp;&nbsp;&nbsp; 19067 |
| <sup>10</sup> | &nbsp;&nbsp;&nbsp;KFW | 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 110000 | &nbsp;&nbsp;&nbsp;&nbsp; 126997 |
| <sup>10</sup> | &nbsp;&nbsp;&nbsp;KFW | 0.000% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 13876 | &nbsp;&nbsp;&nbsp;&nbsp; 14943 |
| <sup>10</sup> | &nbsp;&nbsp;&nbsp;KFW | 0.625% | &nbsp;&nbsp;&nbsp;&nbsp; 1/7/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 20497 | &nbsp;&nbsp;&nbsp;&nbsp; 22404 |
| <sup>10</sup> | &nbsp;&nbsp;&nbsp;KFW | 1.375% | &nbsp;&nbsp;&nbsp;&nbsp; 2/2/28 | &nbsp;&nbsp;&nbsp;&nbsp;SEK | &nbsp;&nbsp; 56730 | &nbsp;&nbsp;&nbsp;&nbsp; 5730 |
| <sup>10</sup> | &nbsp;&nbsp;&nbsp;KFW | 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 23204 | &nbsp;&nbsp;&nbsp;&nbsp; 26841 |
| <sup>10</sup> | &nbsp;&nbsp;&nbsp;KFW | 3.200% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 14325 | &nbsp;&nbsp;&nbsp;&nbsp; 9086 |
| <sup>10</sup> | &nbsp;&nbsp;&nbsp;KFW | 0.750% | &nbsp;&nbsp;&nbsp;&nbsp; 6/28/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 15810 | &nbsp;&nbsp;&nbsp;&nbsp; 17210 |
| <sup>10</sup> | &nbsp;&nbsp;&nbsp;KFW | 3.125% | &nbsp;&nbsp;&nbsp;&nbsp; 10/10/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 68285 | &nbsp;&nbsp;&nbsp;&nbsp; 79968 |
| <sup>10</sup> | &nbsp;&nbsp;&nbsp;KFW | 4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 10/10/28 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 6865 |
| <sup>10</sup> | &nbsp;&nbsp;&nbsp;KFW | 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/9/29 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 26856 | &nbsp;&nbsp;&nbsp;&nbsp; 35563 |
| <sup>10</sup> | &nbsp;&nbsp;&nbsp;KFW | 0.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 14123 | &nbsp;&nbsp;&nbsp;&nbsp; 15233 |
| <sup>10</sup> | &nbsp;&nbsp;&nbsp;KFW | 4.200% | &nbsp;&nbsp;&nbsp;&nbsp; 2/8/29 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 3264 |
| <sup>10</sup> | &nbsp;&nbsp;&nbsp;KFW | 2.625% | &nbsp;&nbsp;&nbsp;&nbsp; 4/26/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 20000 | &nbsp;&nbsp;&nbsp;&nbsp; 23033 |
| <sup>10</sup> | &nbsp;&nbsp;&nbsp;KFW | 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 52771 | &nbsp;&nbsp;&nbsp;&nbsp; 60970 |

---

------

Total International Bond Index Fund

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;&nbsp;&nbsp;Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| <sup>10</sup> | &nbsp;&nbsp;&nbsp;KFW | 3.125% | &nbsp;&nbsp;&nbsp;&nbsp; 6/7/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 19562 | &nbsp;&nbsp;&nbsp;&nbsp; 23050 |
| <sup>10</sup> | &nbsp;&nbsp;&nbsp;KFW | 0.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/17/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 38887 | &nbsp;&nbsp;&nbsp;&nbsp; 38870 |
| <sup>10</sup> | &nbsp;&nbsp;&nbsp;KFW | 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 15000 | &nbsp;&nbsp;&nbsp;&nbsp; 20173 |
| <sup>10</sup> | &nbsp;&nbsp;&nbsp;KFW | 0.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/10/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 22546 | &nbsp;&nbsp;&nbsp;&nbsp; 22319 |
| <sup>10</sup> | &nbsp;&nbsp;&nbsp;KFW | 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 2/20/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 45498 | &nbsp;&nbsp;&nbsp;&nbsp; 52516 |
| <sup>10</sup> | &nbsp;&nbsp;&nbsp;KFW | 4.650% | &nbsp;&nbsp;&nbsp;&nbsp; 2/28/31 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 10000 | &nbsp;&nbsp;&nbsp;&nbsp; 6603 |
| <sup>10</sup> | &nbsp;&nbsp;&nbsp;KFW | 0.125% | &nbsp;&nbsp;&nbsp;&nbsp; 1/9/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 28014 | &nbsp;&nbsp;&nbsp;&nbsp; 27170 |
| <sup>10</sup> | &nbsp;&nbsp;&nbsp;KFW | 2.875% | &nbsp;&nbsp;&nbsp;&nbsp; 3/31/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 46100 | &nbsp;&nbsp;&nbsp;&nbsp; 53406 |
| <sup>10</sup> | &nbsp;&nbsp;&nbsp;KFW | 5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 6/7/32 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 5380 | &nbsp;&nbsp;&nbsp;&nbsp; 7815 |
| <sup>10</sup> | &nbsp;&nbsp;&nbsp;KFW | 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 2/14/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 15000 | &nbsp;&nbsp;&nbsp;&nbsp; 17185 |
| <sup>10</sup> | &nbsp;&nbsp;&nbsp;KFW | 1.125% | &nbsp;&nbsp;&nbsp;&nbsp; 5/9/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4148 | &nbsp;&nbsp;&nbsp;&nbsp; 4168 |
| <sup>10</sup> | &nbsp;&nbsp;&nbsp;KFW | 2.875% | &nbsp;&nbsp;&nbsp;&nbsp; 6/7/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 21163 | &nbsp;&nbsp;&nbsp;&nbsp; 24378 |
| <sup>10</sup> | &nbsp;&nbsp;&nbsp;KFW | 0.050% | &nbsp;&nbsp;&nbsp;&nbsp; 9/29/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 13002 | &nbsp;&nbsp;&nbsp;&nbsp; 11477 |
| <sup>10</sup> | &nbsp;&nbsp;&nbsp;KFW | 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/17/35 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 18939 | &nbsp;&nbsp;&nbsp;&nbsp; 21457 |
| <sup>10</sup> | &nbsp;&nbsp;&nbsp;KFW | 1.375% | &nbsp;&nbsp;&nbsp;&nbsp; 7/31/35 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7173 | &nbsp;&nbsp;&nbsp;&nbsp; 7099 |
| <sup>10</sup> | &nbsp;&nbsp;&nbsp;KFW | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/9/36 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 3735 | &nbsp;&nbsp;&nbsp;&nbsp; 5115 |
| <sup>10</sup> | &nbsp;&nbsp;&nbsp;KFW | 1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 7/4/36 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 11784 | &nbsp;&nbsp;&nbsp;&nbsp; 11312 |
| <sup>10</sup> | &nbsp;&nbsp;&nbsp;KFW | 1.125% | &nbsp;&nbsp;&nbsp;&nbsp; 3/31/37 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 21007 | &nbsp;&nbsp;&nbsp;&nbsp; 19518 |
| <sup>10</sup> | &nbsp;&nbsp;&nbsp;KFW | 4.700% | &nbsp;&nbsp;&nbsp;&nbsp; 6/2/37 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1198 | &nbsp;&nbsp;&nbsp;&nbsp; 921 |
| <sup>10</sup> | &nbsp;&nbsp;&nbsp;KFW | 1.125% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5124 | &nbsp;&nbsp;&nbsp;&nbsp; 4742 |
| <sup>10</sup> | &nbsp;&nbsp;&nbsp;KFW | 2.600% | &nbsp;&nbsp;&nbsp;&nbsp; 6/20/37 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 18000 | &nbsp;&nbsp;&nbsp;&nbsp; 143 |
| <sup>10</sup> | &nbsp;&nbsp;&nbsp;KFW | 0.875% | &nbsp;&nbsp;&nbsp;&nbsp; 7/4/39 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 33337 | &nbsp;&nbsp;&nbsp;&nbsp; 28659 |
|  | &nbsp;&nbsp;&nbsp;Land Baden-Wuerttemberg | 0.625% | &nbsp;&nbsp;&nbsp;&nbsp; 2/9/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5124 | &nbsp;&nbsp;&nbsp;&nbsp; 5660 |
|  | &nbsp;&nbsp;&nbsp;Land Baden-Wuerttemberg | 0.800% | &nbsp;&nbsp;&nbsp;&nbsp; 4/5/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5124 | &nbsp;&nbsp;&nbsp;&nbsp; 5583 |
|  | &nbsp;&nbsp;&nbsp;Land Baden-Wuerttemberg | 2.875% | &nbsp;&nbsp;&nbsp;&nbsp; 6/26/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7400 | &nbsp;&nbsp;&nbsp;&nbsp; 8552 |
|  | &nbsp;&nbsp;&nbsp;Land Baden-Wuerttemberg | 0.010% | &nbsp;&nbsp;&nbsp;&nbsp; 7/9/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 16396 | &nbsp;&nbsp;&nbsp;&nbsp; 15466 |
|  | &nbsp;&nbsp;&nbsp;Land Baden-Wuerttemberg | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/27/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10000 | &nbsp;&nbsp;&nbsp;&nbsp; 11597 |
|  | &nbsp;&nbsp;&nbsp;Land Berlin | 0.625% | &nbsp;&nbsp;&nbsp;&nbsp; 2/8/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2869 | &nbsp;&nbsp;&nbsp;&nbsp; 3173 |
|  | &nbsp;&nbsp;&nbsp;Land Berlin | 0.010% | &nbsp;&nbsp;&nbsp;&nbsp; 5/18/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 18140 | &nbsp;&nbsp;&nbsp;&nbsp; 19732 |
|  | &nbsp;&nbsp;&nbsp;Land Berlin | 1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 9000 | &nbsp;&nbsp;&nbsp;&nbsp; 9919 |
|  | &nbsp;&nbsp;&nbsp;Land Berlin | 0.010% | &nbsp;&nbsp;&nbsp;&nbsp; 10/26/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 13835 | &nbsp;&nbsp;&nbsp;&nbsp; 14519 |
|  | &nbsp;&nbsp;&nbsp;Land Berlin | 0.010% | &nbsp;&nbsp;&nbsp;&nbsp; 7/2/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 32085 | &nbsp;&nbsp;&nbsp;&nbsp; 32085 |
|  | &nbsp;&nbsp;&nbsp;Land Berlin | 2.625% | &nbsp;&nbsp;&nbsp;&nbsp; 1/24/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 15000 | &nbsp;&nbsp;&nbsp;&nbsp; 17141 |
|  | &nbsp;&nbsp;&nbsp;Land Berlin | 0.750% | &nbsp;&nbsp;&nbsp;&nbsp; 4/3/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2548 | &nbsp;&nbsp;&nbsp;&nbsp; 2429 |
|  | &nbsp;&nbsp;&nbsp;Land Berlin | 0.125% | &nbsp;&nbsp;&nbsp;&nbsp; 6/4/35 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5124 | &nbsp;&nbsp;&nbsp;&nbsp; 4411 |
|  | &nbsp;&nbsp;&nbsp;Land Berlin | 1.375% | &nbsp;&nbsp;&nbsp;&nbsp; 6/5/37 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2561 | &nbsp;&nbsp;&nbsp;&nbsp; 2414 |
|  | &nbsp;&nbsp;&nbsp;Land Berlin | 1.375% | &nbsp;&nbsp;&nbsp;&nbsp; 8/27/38 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2561 | &nbsp;&nbsp;&nbsp;&nbsp; 2357 |
|  | &nbsp;&nbsp;&nbsp;Land Berlin | 0.050% | &nbsp;&nbsp;&nbsp;&nbsp; 8/6/40 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7686 | &nbsp;&nbsp;&nbsp;&nbsp; 5437 |
|  | &nbsp;&nbsp;&nbsp;Land Berlin | 0.100% | &nbsp;&nbsp;&nbsp;&nbsp; 1/18/41 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 23561 | &nbsp;&nbsp;&nbsp;&nbsp; 16469 |
|  | &nbsp;&nbsp;&nbsp;Land Berlin | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/13/54 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10000 | &nbsp;&nbsp;&nbsp;&nbsp; 10504 |
|  | &nbsp;&nbsp;&nbsp;Land Schleswig-Holstein Germany | 0.010% | &nbsp;&nbsp;&nbsp;&nbsp; 10/22/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 12300 | &nbsp;&nbsp;&nbsp;&nbsp; 13538 |
|  | &nbsp;&nbsp;&nbsp;Land Thueringen | 0.200% | &nbsp;&nbsp;&nbsp;&nbsp; 10/26/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7686 | &nbsp;&nbsp;&nbsp;&nbsp; 8480 |
|  | &nbsp;&nbsp;&nbsp;Land Thueringen | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/2/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 15000 | &nbsp;&nbsp;&nbsp;&nbsp; 15914 |
|  | &nbsp;&nbsp;&nbsp;Land Thueringen | 0.250% | &nbsp;&nbsp;&nbsp;&nbsp; 3/5/40 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4201 | &nbsp;&nbsp;&nbsp;&nbsp; 3108 |
|  | &nbsp;&nbsp;&nbsp;Landeskreditbank Baden-Wuerttemberg Foerderbank | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 20000 | &nbsp;&nbsp;&nbsp;&nbsp; 25413 |
|  | &nbsp;&nbsp;&nbsp;Landeskreditbank Baden-Wuerttemberg Foerderbank | 0.375% | &nbsp;&nbsp;&nbsp;&nbsp; 2/25/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7500 | &nbsp;&nbsp;&nbsp;&nbsp; 8244 |
|  | &nbsp;&nbsp;&nbsp;Landeskreditbank Baden-Wuerttemberg Foerderbank | 0.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/16/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 12000 | &nbsp;&nbsp;&nbsp;&nbsp; 12069 |
| <sup>10</sup> | &nbsp;&nbsp;&nbsp;Landwirtschaftliche Rentenbank | 0.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/28/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 20000 | &nbsp;&nbsp;&nbsp;&nbsp; 22039 |
| <sup>10</sup> | &nbsp;&nbsp;&nbsp;Landwirtschaftliche Rentenbank | 0.875% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 10000 | &nbsp;&nbsp;&nbsp;&nbsp; 12699 |
| <sup>10</sup> | &nbsp;&nbsp;&nbsp;Landwirtschaftliche Rentenbank | 0.100% | &nbsp;&nbsp;&nbsp;&nbsp; 3/8/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5500 | &nbsp;&nbsp;&nbsp;&nbsp; 6020 |
| <sup>10</sup> | &nbsp;&nbsp;&nbsp;Landwirtschaftliche Rentenbank | 2.600% | &nbsp;&nbsp;&nbsp;&nbsp; 3/23/27 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 2390 | &nbsp;&nbsp;&nbsp;&nbsp; 1506 |
| <sup>10</sup> | &nbsp;&nbsp;&nbsp;Landwirtschaftliche Rentenbank | 0.625% | &nbsp;&nbsp;&nbsp;&nbsp; 5/18/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 16551 | &nbsp;&nbsp;&nbsp;&nbsp; 18230 |
| <sup>10</sup> | &nbsp;&nbsp;&nbsp;Landwirtschaftliche Rentenbank | 0.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/22/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5600 | &nbsp;&nbsp;&nbsp;&nbsp; 6047 |
| <sup>10</sup> | &nbsp;&nbsp;&nbsp;Landwirtschaftliche Rentenbank | 0.375% | &nbsp;&nbsp;&nbsp;&nbsp; 2/14/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5124 | &nbsp;&nbsp;&nbsp;&nbsp; 5538 |
| <sup>10</sup> | &nbsp;&nbsp;&nbsp;Landwirtschaftliche Rentenbank | 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 4/12/28 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 7110 | &nbsp;&nbsp;&nbsp;&nbsp; 4510 |
| <sup>10</sup> | &nbsp;&nbsp;&nbsp;Landwirtschaftliche Rentenbank | 0.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/19/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5110 | &nbsp;&nbsp;&nbsp;&nbsp; 5407 |
| <sup>10</sup> | &nbsp;&nbsp;&nbsp;Landwirtschaftliche Rentenbank | 3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 2/9/29 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 10000 | &nbsp;&nbsp;&nbsp;&nbsp; 13291 |
| <sup>10</sup> | &nbsp;&nbsp;&nbsp;Landwirtschaftliche Rentenbank | 4.300% | &nbsp;&nbsp;&nbsp;&nbsp; 2/14/29 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 9100 | &nbsp;&nbsp;&nbsp;&nbsp; 5948 |
| <sup>10</sup> | &nbsp;&nbsp;&nbsp;Landwirtschaftliche Rentenbank | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 2/28/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 28916 | &nbsp;&nbsp;&nbsp;&nbsp; 30691 |
| <sup>10</sup> | &nbsp;&nbsp;&nbsp;Landwirtschaftliche Rentenbank | 0.000% | &nbsp;&nbsp;&nbsp;&nbsp; 11/27/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 16701 | &nbsp;&nbsp;&nbsp;&nbsp; 17040 |
| <sup>10</sup> | &nbsp;&nbsp;&nbsp;Landwirtschaftliche Rentenbank | 0.050% | &nbsp;&nbsp;&nbsp;&nbsp; 12/18/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6000 | &nbsp;&nbsp;&nbsp;&nbsp; 6130 |
| <sup>10</sup> | &nbsp;&nbsp;&nbsp;Landwirtschaftliche Rentenbank | 0.625% | &nbsp;&nbsp;&nbsp;&nbsp; 2/20/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1944 | &nbsp;&nbsp;&nbsp;&nbsp; 2032 |
| <sup>10</sup> | &nbsp;&nbsp;&nbsp;Landwirtschaftliche Rentenbank | 0.050% | &nbsp;&nbsp;&nbsp;&nbsp; 1/31/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 14941 | &nbsp;&nbsp;&nbsp;&nbsp; 14761 |
| <sup>10</sup> | &nbsp;&nbsp;&nbsp;Landwirtschaftliche Rentenbank | 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 2/16/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 18500 | &nbsp;&nbsp;&nbsp;&nbsp; 21232 |
|  | &nbsp;&nbsp;&nbsp;Niedersachsen Invest GmbH | 0.250% | &nbsp;&nbsp;&nbsp;&nbsp; 7/16/35 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10000 | &nbsp;&nbsp;&nbsp;&nbsp; 8876 |
|  | &nbsp;&nbsp;&nbsp;NRW Bank | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/11/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6145 | &nbsp;&nbsp;&nbsp;&nbsp; 6852 |
|  | &nbsp;&nbsp;&nbsp;NRW Bank | 0.250% | &nbsp;&nbsp;&nbsp;&nbsp; 9/28/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3049 | &nbsp;&nbsp;&nbsp;&nbsp; 3372 |
|  | &nbsp;&nbsp;&nbsp;NRW Bank | 0.625% | &nbsp;&nbsp;&nbsp;&nbsp; 2/23/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7686 | &nbsp;&nbsp;&nbsp;&nbsp; 8496 |
|  | &nbsp;&nbsp;&nbsp;NRW Bank | 0.250% | &nbsp;&nbsp;&nbsp;&nbsp; 3/16/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2895 | &nbsp;&nbsp;&nbsp;&nbsp; 3173 |
|  | &nbsp;&nbsp;&nbsp;NRW Bank | 0.125% | &nbsp;&nbsp;&nbsp;&nbsp; 4/12/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 8352 | &nbsp;&nbsp;&nbsp;&nbsp; 9116 |

---

------

Total International Bond Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;&nbsp;&nbsp;Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| &nbsp;&nbsp;&nbsp;NRW Bank | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 9/13/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7686 | &nbsp;&nbsp;&nbsp;&nbsp; 8390 |
| &nbsp;&nbsp;&nbsp;NRW Bank | 0.625% | &nbsp;&nbsp;&nbsp;&nbsp; 1/4/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3587 | &nbsp;&nbsp;&nbsp;&nbsp; 3908 |
| &nbsp;&nbsp;&nbsp;NRW Bank | 0.375% | &nbsp;&nbsp;&nbsp;&nbsp; 5/16/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3715 | &nbsp;&nbsp;&nbsp;&nbsp; 3891 |
| &nbsp;&nbsp;&nbsp;NRW Bank | 0.125% | &nbsp;&nbsp;&nbsp;&nbsp; 2/4/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 25000 | &nbsp;&nbsp;&nbsp;&nbsp; 25457 |
| &nbsp;&nbsp;&nbsp;NRW Bank | 0.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/23/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3500 | &nbsp;&nbsp;&nbsp;&nbsp; 3469 |
| &nbsp;&nbsp;&nbsp;NRW Bank | 0.875% | &nbsp;&nbsp;&nbsp;&nbsp; 4/12/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4669 | &nbsp;&nbsp;&nbsp;&nbsp; 4487 |
| &nbsp;&nbsp;&nbsp;NRW Bank | 2.875% | &nbsp;&nbsp;&nbsp;&nbsp; 7/25/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 15000 | &nbsp;&nbsp;&nbsp;&nbsp; 17042 |
| &nbsp;&nbsp;&nbsp;NRW Bank | 0.100% | &nbsp;&nbsp;&nbsp;&nbsp; 7/9/35 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 8697 | &nbsp;&nbsp;&nbsp;&nbsp; 7427 |
| &nbsp;&nbsp;&nbsp;NRW Bank | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/17/41 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3000 | &nbsp;&nbsp;&nbsp;&nbsp; 2215 |
| &nbsp;&nbsp;&nbsp;NRW Bank | 1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/13/49 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5124 | &nbsp;&nbsp;&nbsp;&nbsp; 3687 |
| &nbsp;&nbsp;&nbsp;State of Brandenburg | 0.010% | &nbsp;&nbsp;&nbsp;&nbsp; 6/26/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2104 | &nbsp;&nbsp;&nbsp;&nbsp; 2228 |
| &nbsp;&nbsp;&nbsp;State of Brandenburg | 0.050% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 12363 | &nbsp;&nbsp;&nbsp;&nbsp; 12072 |
| &nbsp;&nbsp;&nbsp;State of Brandenburg | 1.125% | &nbsp;&nbsp;&nbsp;&nbsp; 7/4/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 8000 | &nbsp;&nbsp;&nbsp;&nbsp; 8041 |
| &nbsp;&nbsp;&nbsp;State of Brandenburg | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/20/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7000 | &nbsp;&nbsp;&nbsp;&nbsp; 8078 |
| &nbsp;&nbsp;&nbsp;State of Brandenburg | 0.750% | &nbsp;&nbsp;&nbsp;&nbsp; 8/8/36 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5124 | &nbsp;&nbsp;&nbsp;&nbsp; 4550 |
| &nbsp;&nbsp;&nbsp;State of Brandenburg | 1.450% | &nbsp;&nbsp;&nbsp;&nbsp; 11/26/38 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7225 | &nbsp;&nbsp;&nbsp;&nbsp; 6642 |
| &nbsp;&nbsp;&nbsp;State of Bremen | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/2/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 9000 | &nbsp;&nbsp;&nbsp;&nbsp; 10428 |
| &nbsp;&nbsp;&nbsp;State of Bremen | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 11/12/38 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2526 | &nbsp;&nbsp;&nbsp;&nbsp; 2336 |
| &nbsp;&nbsp;&nbsp;State of Bremen | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/27/39 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6403 | &nbsp;&nbsp;&nbsp;&nbsp; 5478 |
| &nbsp;&nbsp;&nbsp;State of Bremen | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/6/41 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5260 | &nbsp;&nbsp;&nbsp;&nbsp; 3917 |
| &nbsp;&nbsp;&nbsp;State of Bremen | 0.550% | &nbsp;&nbsp;&nbsp;&nbsp; 2/4/50 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 20198 | &nbsp;&nbsp;&nbsp;&nbsp; 11977 |
| &nbsp;&nbsp;&nbsp;State of Hesse | 0.375% | &nbsp;&nbsp;&nbsp;&nbsp; 7/6/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 30693 | &nbsp;&nbsp;&nbsp;&nbsp; 34120 |
| &nbsp;&nbsp;&nbsp;State of Hesse | 0.625% | &nbsp;&nbsp;&nbsp;&nbsp; 8/2/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5124 | &nbsp;&nbsp;&nbsp;&nbsp; 5525 |
| &nbsp;&nbsp;&nbsp;State of Hesse | 0.010% | &nbsp;&nbsp;&nbsp;&nbsp; 3/11/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 8821 | &nbsp;&nbsp;&nbsp;&nbsp; 8912 |
| &nbsp;&nbsp;&nbsp;State of Hesse | 0.000% | &nbsp;&nbsp;&nbsp;&nbsp; 11/8/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 12810 | &nbsp;&nbsp;&nbsp;&nbsp; 12696 |
| &nbsp;&nbsp;&nbsp;State of Hesse | 0.125% | &nbsp;&nbsp;&nbsp;&nbsp; 10/10/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7400 | &nbsp;&nbsp;&nbsp;&nbsp; 7197 |
| &nbsp;&nbsp;&nbsp;State of Hesse | 1.300% | &nbsp;&nbsp;&nbsp;&nbsp; 10/10/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4099 | &nbsp;&nbsp;&nbsp;&nbsp; 4158 |
| &nbsp;&nbsp;&nbsp;State of Hesse | 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/10/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 18000 | &nbsp;&nbsp;&nbsp;&nbsp; 20371 |
| &nbsp;&nbsp;&nbsp;State of Hesse | 2.625% | &nbsp;&nbsp;&nbsp;&nbsp; 8/25/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 17450 | &nbsp;&nbsp;&nbsp;&nbsp; 19479 |
| &nbsp;&nbsp;&nbsp;State of Lower Saxony | 0.010% | &nbsp;&nbsp;&nbsp;&nbsp; 9/8/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 12731 | &nbsp;&nbsp;&nbsp;&nbsp; 14038 |
| &nbsp;&nbsp;&nbsp;State of Lower Saxony | 0.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/11/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6000 | &nbsp;&nbsp;&nbsp;&nbsp; 6559 |
| &nbsp;&nbsp;&nbsp;State of Lower Saxony | 0.010% | &nbsp;&nbsp;&nbsp;&nbsp; 11/25/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 33879 | &nbsp;&nbsp;&nbsp;&nbsp; 36406 |
| &nbsp;&nbsp;&nbsp;State of Lower Saxony | 0.750% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7686 | &nbsp;&nbsp;&nbsp;&nbsp; 8383 |
| &nbsp;&nbsp;&nbsp;State of Lower Saxony | 0.010% | &nbsp;&nbsp;&nbsp;&nbsp; 2/19/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10002 | &nbsp;&nbsp;&nbsp;&nbsp; 10413 |
| &nbsp;&nbsp;&nbsp;State of Lower Saxony | 0.375% | &nbsp;&nbsp;&nbsp;&nbsp; 5/14/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3074 | &nbsp;&nbsp;&nbsp;&nbsp; 3226 |
| &nbsp;&nbsp;&nbsp;State of Lower Saxony | 0.125% | &nbsp;&nbsp;&nbsp;&nbsp; 1/10/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5124 | &nbsp;&nbsp;&nbsp;&nbsp; 5233 |
| &nbsp;&nbsp;&nbsp;State of Lower Saxony | 0.010% | &nbsp;&nbsp;&nbsp;&nbsp; 8/13/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 13307 | &nbsp;&nbsp;&nbsp;&nbsp; 13289 |
| &nbsp;&nbsp;&nbsp;State of Lower Saxony | 0.010% | &nbsp;&nbsp;&nbsp;&nbsp; 1/10/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4669 | &nbsp;&nbsp;&nbsp;&nbsp; 4609 |
| &nbsp;&nbsp;&nbsp;State of Lower Saxony | 0.050% | &nbsp;&nbsp;&nbsp;&nbsp; 3/9/35 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 28026 | &nbsp;&nbsp;&nbsp;&nbsp; 24180 |
| &nbsp;&nbsp;&nbsp;State of North Rhine-Westphalia Germany | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 2/16/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10453 | &nbsp;&nbsp;&nbsp;&nbsp; 11537 |
| &nbsp;&nbsp;&nbsp;State of North Rhine-Westphalia Germany | 0.200% | &nbsp;&nbsp;&nbsp;&nbsp; 3/31/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 17695 | &nbsp;&nbsp;&nbsp;&nbsp; 19373 |
| &nbsp;&nbsp;&nbsp;State of North Rhine-Westphalia Germany | 0.950% | &nbsp;&nbsp;&nbsp;&nbsp; 3/13/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 14348 | &nbsp;&nbsp;&nbsp;&nbsp; 15723 |
| &nbsp;&nbsp;&nbsp;State of North Rhine-Westphalia Germany | 0.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3119 | &nbsp;&nbsp;&nbsp;&nbsp; 3255 |
| &nbsp;&nbsp;&nbsp;State of North Rhine-Westphalia Germany | 0.200% | &nbsp;&nbsp;&nbsp;&nbsp; 4/9/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5088 |
| &nbsp;&nbsp;&nbsp;State of North Rhine-Westphalia Germany | 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 20000 | &nbsp;&nbsp;&nbsp;&nbsp; 22905 |
| &nbsp;&nbsp;&nbsp;State of North Rhine-Westphalia Germany | 2.375% | &nbsp;&nbsp;&nbsp;&nbsp; 5/13/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 14652 | &nbsp;&nbsp;&nbsp;&nbsp; 16198 |
| &nbsp;&nbsp;&nbsp;State of North Rhine-Westphalia Germany | 2.900% | &nbsp;&nbsp;&nbsp;&nbsp; 6/7/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 49000 | &nbsp;&nbsp;&nbsp;&nbsp; 56221 |
| &nbsp;&nbsp;&nbsp;State of North Rhine-Westphalia Germany | 0.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/12/35 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 20755 | &nbsp;&nbsp;&nbsp;&nbsp; 17364 |
| &nbsp;&nbsp;&nbsp;State of North Rhine-Westphalia Germany | 1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/12/36 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7173 | &nbsp;&nbsp;&nbsp;&nbsp; 6818 |
| &nbsp;&nbsp;&nbsp;State of North Rhine-Westphalia Germany | 1.650% | &nbsp;&nbsp;&nbsp;&nbsp; 2/22/38 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3000 | &nbsp;&nbsp;&nbsp;&nbsp; 2896 |
| &nbsp;&nbsp;&nbsp;State of North Rhine-Westphalia Germany | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 11/25/39 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 12776 | &nbsp;&nbsp;&nbsp;&nbsp; 10035 |
| &nbsp;&nbsp;&nbsp;State of North Rhine-Westphalia Germany | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/12/40 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1742 | &nbsp;&nbsp;&nbsp;&nbsp; 1575 |
| &nbsp;&nbsp;&nbsp;State of North Rhine-Westphalia Germany | 0.600% | &nbsp;&nbsp;&nbsp;&nbsp; 6/4/41 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 8427 | &nbsp;&nbsp;&nbsp;&nbsp; 6393 |
| &nbsp;&nbsp;&nbsp;State of North Rhine-Westphalia Germany | 1.450% | &nbsp;&nbsp;&nbsp;&nbsp; 2/16/43 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2561 | &nbsp;&nbsp;&nbsp;&nbsp; 2175 |
| &nbsp;&nbsp;&nbsp;State of North Rhine-Westphalia Germany | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/16/46 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10735 | &nbsp;&nbsp;&nbsp;&nbsp; 7784 |
| &nbsp;&nbsp;&nbsp;State of North Rhine-Westphalia Germany | 1.650% | &nbsp;&nbsp;&nbsp;&nbsp; 5/16/47 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 12800 | &nbsp;&nbsp;&nbsp;&nbsp; 10665 |
| &nbsp;&nbsp;&nbsp;State of North Rhine-Westphalia Germany | 1.550% | &nbsp;&nbsp;&nbsp;&nbsp; 6/16/48 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5124 | &nbsp;&nbsp;&nbsp;&nbsp; 4137 |
| &nbsp;&nbsp;&nbsp;State of North Rhine-Westphalia Germany | 0.800% | &nbsp;&nbsp;&nbsp;&nbsp; 7/30/49 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 19779 | &nbsp;&nbsp;&nbsp;&nbsp; 12993 |
| &nbsp;&nbsp;&nbsp;State of North Rhine-Westphalia Germany | 0.375% | &nbsp;&nbsp;&nbsp;&nbsp; 9/2/50 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 15000 | &nbsp;&nbsp;&nbsp;&nbsp; 8278 |
| &nbsp;&nbsp;&nbsp;State of North Rhine-Westphalia Germany | 0.200% | &nbsp;&nbsp;&nbsp;&nbsp; 1/27/51 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 16266 | &nbsp;&nbsp;&nbsp;&nbsp; 8384 |
| &nbsp;&nbsp;&nbsp;State of North Rhine-Westphalia Germany | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 8970 | &nbsp;&nbsp;&nbsp;&nbsp; 5048 |
| &nbsp;&nbsp;&nbsp;State of North Rhine-Westphalia Germany | 2.900% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1320 | &nbsp;&nbsp;&nbsp;&nbsp; 1360 |
| &nbsp;&nbsp;&nbsp;State of North Rhine-Westphalia Germany | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/20/54 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 17500 | &nbsp;&nbsp;&nbsp;&nbsp; 18368 |
| &nbsp;&nbsp;&nbsp;State of North Rhine-Westphalia Germany | 1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 10/26/57 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 14734 | &nbsp;&nbsp;&nbsp;&nbsp; 11151 |
| &nbsp;&nbsp;&nbsp;State of North Rhine-Westphalia Germany | 1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 7/11/68 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4932 | &nbsp;&nbsp;&nbsp;&nbsp; 3488 |
| &nbsp;&nbsp;&nbsp;State of North Rhine-Westphalia Germany | 3.400% | &nbsp;&nbsp;&nbsp;&nbsp; 3/7/73 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7000 | &nbsp;&nbsp;&nbsp;&nbsp; 7787 |
| &nbsp;&nbsp;&nbsp;State of North Rhine-Westphalia Germany | 1.950% | &nbsp;&nbsp;&nbsp;&nbsp; 9/26/78 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10515 | &nbsp;&nbsp;&nbsp;&nbsp; 7548 |
| &nbsp;&nbsp;&nbsp;State of North Rhine-Westphalia Germany | 2.150% | &nbsp;&nbsp;&nbsp;&nbsp; 3/21/19 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 9512 | &nbsp;&nbsp;&nbsp;&nbsp; 6995 |
| &nbsp;&nbsp;&nbsp;State of North Rhine-Westphalia Germany | 1.375% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/20 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10651 | &nbsp;&nbsp;&nbsp;&nbsp; 5328 |
| &nbsp;&nbsp;&nbsp;State of North Rhine-Westphalia Germany | 0.950% | &nbsp;&nbsp;&nbsp;&nbsp; 1/10/21 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 15344 | &nbsp;&nbsp;&nbsp;&nbsp; 6182 |

---

------

Total International Bond Index Fund

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;&nbsp;&nbsp;Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;State of North Rhine-Westphalia Germany | 1.450% | &nbsp;&nbsp;&nbsp;&nbsp; 1/19/22 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4202 | &nbsp;&nbsp;&nbsp;&nbsp; 2213 |
|  | &nbsp;&nbsp;&nbsp;State of Rhineland-Palatinate | 0.100% | &nbsp;&nbsp;&nbsp;&nbsp; 8/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5124 | &nbsp;&nbsp;&nbsp;&nbsp; 5663 |
|  | &nbsp;&nbsp;&nbsp;State of Rhineland-Palatinate | 0.375% | &nbsp;&nbsp;&nbsp;&nbsp; 1/26/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5124 | &nbsp;&nbsp;&nbsp;&nbsp; 5643 |
|  | &nbsp;&nbsp;&nbsp;State of Rhineland-Palatinate | 0.700% | &nbsp;&nbsp;&nbsp;&nbsp; 1/26/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5124 | &nbsp;&nbsp;&nbsp;&nbsp; 5585 |
|  | &nbsp;&nbsp;&nbsp;State of Rhineland-Palatinate | 0.750% | &nbsp;&nbsp;&nbsp;&nbsp; 2/23/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 45433 | &nbsp;&nbsp;&nbsp;&nbsp; 45702 |
|  | &nbsp;&nbsp;&nbsp;State of Rhineland-Palatinate | 0.375% | &nbsp;&nbsp;&nbsp;&nbsp; 3/10/51 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6012 | &nbsp;&nbsp;&nbsp;&nbsp; 3309 |
|  | &nbsp;&nbsp;&nbsp;State of Saxony-Anhalt | 0.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/29/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6000 | &nbsp;&nbsp;&nbsp;&nbsp; 6437 |
|  | &nbsp;&nbsp;&nbsp;State of Saxony-Anhalt | 0.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/10/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7250 | &nbsp;&nbsp;&nbsp;&nbsp; 7126 |
|  | &nbsp;&nbsp;&nbsp;State of Saxony-Anhalt | 2.950% | &nbsp;&nbsp;&nbsp;&nbsp; 6/20/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 8800 | &nbsp;&nbsp;&nbsp;&nbsp; 10165 |
|  | &nbsp;&nbsp;&nbsp;State of Saxony-Anhalt | 3.150% | &nbsp;&nbsp;&nbsp;&nbsp; 2/6/54 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6000 | &nbsp;&nbsp;&nbsp;&nbsp; 6426 |
|  | &nbsp;&nbsp;&nbsp;State of Schleswig-Holstein Germany | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/19/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 13442 | &nbsp;&nbsp;&nbsp;&nbsp; 14991 |
|  | &nbsp;&nbsp;&nbsp;State of Schleswig-Holstein Germany | 1.375% | &nbsp;&nbsp;&nbsp;&nbsp; 7/14/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 15000 | &nbsp;&nbsp;&nbsp;&nbsp; 16747 |
|  | &nbsp;&nbsp;&nbsp;State of Schleswig-Holstein Germany | 0.625% | &nbsp;&nbsp;&nbsp;&nbsp; 8/31/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3509 | &nbsp;&nbsp;&nbsp;&nbsp; 3774 |
|  | &nbsp;&nbsp;&nbsp;State of Schleswig-Holstein Germany | 0.010% | &nbsp;&nbsp;&nbsp;&nbsp; 11/26/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 13669 | &nbsp;&nbsp;&nbsp;&nbsp; 13935 |
|  | &nbsp;&nbsp;&nbsp;State of Schleswig-Holstein Germany | 0.010% | &nbsp;&nbsp;&nbsp;&nbsp; 5/22/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1502 | &nbsp;&nbsp;&nbsp;&nbsp; 1510 |
|  | &nbsp;&nbsp;&nbsp;State of Schleswig-Holstein Germany | 0.050% | &nbsp;&nbsp;&nbsp;&nbsp; 7/8/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2574 | &nbsp;&nbsp;&nbsp;&nbsp; 2507 |
|  | &nbsp;&nbsp;&nbsp;State of Schleswig-Holstein Germany | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 8/16/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 22500 | &nbsp;&nbsp;&nbsp;&nbsp; 26093 |
|  | &nbsp;&nbsp;&nbsp;State of Schleswig-Holstein Germany | 2.875% | &nbsp;&nbsp;&nbsp;&nbsp; 5/30/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 15000 | &nbsp;&nbsp;&nbsp;&nbsp; 17163 |
|  |  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **7685694** |
| **Greece (0.3%)** | **Greece (0.3%)** | **Greece (0.3%)** | **Greece (0.3%)** |  |  |  |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Hellenic Republic | 3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 58342 | &nbsp;&nbsp;&nbsp;&nbsp; 69654 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Hellenic Republic | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/18/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 9716 | &nbsp;&nbsp;&nbsp;&nbsp; 10489 |
|  | &nbsp;&nbsp;&nbsp;Hellenic Republic | 3.900% | &nbsp;&nbsp;&nbsp;&nbsp; 1/30/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 12178 | &nbsp;&nbsp;&nbsp;&nbsp; 14623 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Hellenic Republic | 3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 61125 | &nbsp;&nbsp;&nbsp;&nbsp; 71167 |
|  | &nbsp;&nbsp;&nbsp;Hellenic Republic | 4.200% | &nbsp;&nbsp;&nbsp;&nbsp; 1/30/42 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 20375 | &nbsp;&nbsp;&nbsp;&nbsp; 24146 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Hellenic Republic | 1.875% | &nbsp;&nbsp;&nbsp;&nbsp; 1/24/52 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 41034 | &nbsp;&nbsp;&nbsp;&nbsp; 30922 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Hellenic Republic | 4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 36056 | &nbsp;&nbsp;&nbsp;&nbsp; 40910 |
|  |  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **261911** |
| **Hong Kong (0.0%)** | **Hong Kong (0.0%)** | **Hong Kong (0.0%)** | **Hong Kong (0.0%)** |  |  |  |
|  | &nbsp;&nbsp;&nbsp;Hong Kong Government Bond Programme | 3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 6/7/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5769 |
|  | &nbsp;&nbsp;&nbsp;Hong Kong Government Bond Programme | 1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/29/27 | &nbsp;&nbsp;&nbsp;&nbsp;HKD | &nbsp;&nbsp; 3000 | &nbsp;&nbsp;&nbsp;&nbsp; 376 |
|  | &nbsp;&nbsp;&nbsp;Hong Kong Government Bond Programme | 1.970% | &nbsp;&nbsp;&nbsp;&nbsp; 1/17/29 | &nbsp;&nbsp;&nbsp;&nbsp;HKD | &nbsp;&nbsp; 61150 | &nbsp;&nbsp;&nbsp;&nbsp; 7729 |
|  | &nbsp;&nbsp;&nbsp;Hong Kong Government Bond Programme | 2.130% | &nbsp;&nbsp;&nbsp;&nbsp; 7/16/30 | &nbsp;&nbsp;&nbsp;&nbsp;HKD | &nbsp;&nbsp; 40250 | &nbsp;&nbsp;&nbsp;&nbsp; 5038 |
|  | &nbsp;&nbsp;&nbsp;Hong Kong Government Bond Programme | 1.890% | &nbsp;&nbsp;&nbsp;&nbsp; 3/2/32 | &nbsp;&nbsp;&nbsp;&nbsp;HKD | &nbsp;&nbsp; 3250 | &nbsp;&nbsp;&nbsp;&nbsp; 391 |
|  | &nbsp;&nbsp;&nbsp;Hong Kong Government Bond Programme | 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 6/7/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5903 |
|  | &nbsp;&nbsp;&nbsp;Hong Kong Government Bond Programme | 2.020% | &nbsp;&nbsp;&nbsp;&nbsp; 3/7/34 | &nbsp;&nbsp;&nbsp;&nbsp;HKD | &nbsp;&nbsp; 94000 | &nbsp;&nbsp;&nbsp;&nbsp; 11107 |
|  |  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **36313** |
| **Hungary (0.2%)** | **Hungary (0.2%)** | **Hungary (0.2%)** | **Hungary (0.2%)** |  |  |  |
|  | &nbsp;&nbsp;&nbsp;Republic of Hungary | 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 12/22/26 | &nbsp;&nbsp;&nbsp;&nbsp;HUF | &nbsp;&nbsp; 3546820 | &nbsp;&nbsp;&nbsp;&nbsp; 9414 |
|  | &nbsp;&nbsp;&nbsp;Republic of Hungary | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/22/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3245 | &nbsp;&nbsp;&nbsp;&nbsp; 3818 |
|  | &nbsp;&nbsp;&nbsp;Republic of Hungary | 1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 10/10/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2254 | &nbsp;&nbsp;&nbsp;&nbsp; 2481 |
|  | &nbsp;&nbsp;&nbsp;Republic of Hungary | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/27/27 | &nbsp;&nbsp;&nbsp;&nbsp;HUF | &nbsp;&nbsp; 10167150 | &nbsp;&nbsp;&nbsp;&nbsp; 26425 |
|  | &nbsp;&nbsp;&nbsp;Republic of Hungary | 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/23/28 | &nbsp;&nbsp;&nbsp;&nbsp;HUF | &nbsp;&nbsp; 15525090 | &nbsp;&nbsp;&nbsp;&nbsp; 41459 |
|  | &nbsp;&nbsp;&nbsp;Republic of Hungary | 0.125% | &nbsp;&nbsp;&nbsp;&nbsp; 9/21/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3522 | &nbsp;&nbsp;&nbsp;&nbsp; 3598 |
|  | &nbsp;&nbsp;&nbsp;Republic of Hungary | 6.750% | &nbsp;&nbsp;&nbsp;&nbsp; 10/22/28 | &nbsp;&nbsp;&nbsp;&nbsp;HUF | &nbsp;&nbsp; 2390670 | &nbsp;&nbsp;&nbsp;&nbsp; 6782 |
|  | &nbsp;&nbsp;&nbsp;Republic of Hungary | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/23/29 | &nbsp;&nbsp;&nbsp;&nbsp;HUF | &nbsp;&nbsp; 2058080 | &nbsp;&nbsp;&nbsp;&nbsp; 4903 |
|  | &nbsp;&nbsp;&nbsp;Republic of Hungary | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/25/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 27629 | &nbsp;&nbsp;&nbsp;&nbsp; 31944 |
|  | &nbsp;&nbsp;&nbsp;Republic of Hungary | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 8/21/30 | &nbsp;&nbsp;&nbsp;&nbsp;HUF | &nbsp;&nbsp; 11004490 | &nbsp;&nbsp;&nbsp;&nbsp; 26200 |
|  | &nbsp;&nbsp;&nbsp;Republic of Hungary | 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 10/22/31 | &nbsp;&nbsp;&nbsp;&nbsp;HUF | &nbsp;&nbsp; 484810 | &nbsp;&nbsp;&nbsp;&nbsp; 1127 |
|  | &nbsp;&nbsp;&nbsp;Republic of Hungary | 1.625% | &nbsp;&nbsp;&nbsp;&nbsp; 4/28/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 12262 | &nbsp;&nbsp;&nbsp;&nbsp; 11787 |
|  | &nbsp;&nbsp;&nbsp;Republic of Hungary | 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 11/24/32 | &nbsp;&nbsp;&nbsp;&nbsp;HUF | &nbsp;&nbsp; 5500000 | &nbsp;&nbsp;&nbsp;&nbsp; 13689 |
|  | &nbsp;&nbsp;&nbsp;Republic of Hungary | 2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 4/20/33 | &nbsp;&nbsp;&nbsp;&nbsp;HUF | &nbsp;&nbsp; 4559780 | &nbsp;&nbsp;&nbsp;&nbsp; 9353 |
|  | &nbsp;&nbsp;&nbsp;Republic of Hungary | 7.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/24/35 | &nbsp;&nbsp;&nbsp;&nbsp;HUF | &nbsp;&nbsp; 1461110 | &nbsp;&nbsp;&nbsp;&nbsp; 4141 |
|  | &nbsp;&nbsp;&nbsp;Republic of Hungary | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/27/38 | &nbsp;&nbsp;&nbsp;&nbsp;HUF | &nbsp;&nbsp; 6731000 | &nbsp;&nbsp;&nbsp;&nbsp; 12381 |
|  | &nbsp;&nbsp;&nbsp;Republic of Hungary | 4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 3/22/40 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 25968 | &nbsp;&nbsp;&nbsp;&nbsp; 27930 |
|  | &nbsp;&nbsp;&nbsp;Republic of Hungary | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/25/41 | &nbsp;&nbsp;&nbsp;&nbsp;HUF | &nbsp;&nbsp; 3970350 | &nbsp;&nbsp;&nbsp;&nbsp; 6896 |
|  |  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **244328** |
| **Indonesia (1.0%)** | **Indonesia (1.0%)** | **Indonesia (1.0%)** | **Indonesia (1.0%)** |  |  |  |
|  | &nbsp;&nbsp;&nbsp;Indonesia Treasury Bond | 8.375% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;IDR | &nbsp;&nbsp;344475000 | &nbsp;&nbsp;&nbsp;&nbsp; 21242 |
|  | &nbsp;&nbsp;&nbsp;Indonesia Treasury Bond | 5.125% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;IDR | &nbsp;&nbsp;348269000 | &nbsp;&nbsp;&nbsp;&nbsp; 20453 |
|  | &nbsp;&nbsp;&nbsp;Indonesia Treasury Bond | 7.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;IDR | &nbsp;&nbsp;761037000 | &nbsp;&nbsp;&nbsp;&nbsp; 46249 |
|  | &nbsp;&nbsp;&nbsp;Indonesia Treasury Bond | 6.125% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;IDR | &nbsp;&nbsp;736413000 | &nbsp;&nbsp;&nbsp;&nbsp; 43915 |
|  | &nbsp;&nbsp;&nbsp;Indonesia Treasury Bond | 6.375% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;IDR | &nbsp;&nbsp;670000000 | &nbsp;&nbsp;&nbsp;&nbsp; 40169 |
|  | &nbsp;&nbsp;&nbsp;Indonesia Treasury Bond | 9.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;IDR | &nbsp;&nbsp; 25516000 | &nbsp;&nbsp;&nbsp;&nbsp; 1661 |
|  | &nbsp;&nbsp;&nbsp;Indonesia Treasury Bond | 6.875% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;IDR | &nbsp;&nbsp;800000000 | &nbsp;&nbsp;&nbsp;&nbsp; 48711 |
|  | &nbsp;&nbsp;&nbsp;Indonesia Treasury Bond | 8.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;IDR | &nbsp;&nbsp;629199000 | &nbsp;&nbsp;&nbsp;&nbsp; 40161 |
|  | &nbsp;&nbsp;&nbsp;Indonesia Treasury Bond | 7.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;IDR | &nbsp;&nbsp;750587000 | &nbsp;&nbsp;&nbsp;&nbsp; 45918 |
|  | &nbsp;&nbsp;&nbsp;Indonesia Treasury Bond | 6.500% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;IDR | &nbsp;&nbsp;646998000 | &nbsp;&nbsp;&nbsp;&nbsp; 38471 |

---

------

Total International Bond Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;&nbsp;&nbsp;Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| &nbsp;&nbsp;&nbsp;Indonesia Treasury Bond | 8.750% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;IDR | &nbsp;&nbsp;143138000 | &nbsp;&nbsp;&nbsp;&nbsp; 9440 |
| &nbsp;&nbsp;&nbsp;Indonesia Treasury Bond | 6.375% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;IDR | &nbsp;&nbsp;726872000 | &nbsp;&nbsp;&nbsp;&nbsp; 42891 |
| &nbsp;&nbsp;&nbsp;Indonesia Treasury Bond | 7.500% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;IDR | &nbsp;&nbsp;286121000 | &nbsp;&nbsp;&nbsp;&nbsp; 17803 |
| &nbsp;&nbsp;&nbsp;Indonesia Treasury Bond | 7.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;IDR | &nbsp;&nbsp;867143000 | &nbsp;&nbsp;&nbsp;&nbsp; 52779 |
| &nbsp;&nbsp;&nbsp;Indonesia Treasury Bond | 6.625% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;IDR | &nbsp;&nbsp;928627000 | &nbsp;&nbsp;&nbsp;&nbsp; 55082 |
| &nbsp;&nbsp;&nbsp;Indonesia Treasury Bond | 6.625% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;IDR | &nbsp;&nbsp;604639000 | &nbsp;&nbsp;&nbsp;&nbsp; 35914 |
| &nbsp;&nbsp;&nbsp;Indonesia Treasury Bond | 8.375% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;IDR | &nbsp;&nbsp;472741000 | &nbsp;&nbsp;&nbsp;&nbsp; 31221 |
| &nbsp;&nbsp;&nbsp;Indonesia Treasury Bond | 7.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;IDR | &nbsp;&nbsp;549847000 | &nbsp;&nbsp;&nbsp;&nbsp; 34370 |
| &nbsp;&nbsp;&nbsp;Indonesia Treasury Bond | 6.750% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;IDR | &nbsp;&nbsp;520000000 | &nbsp;&nbsp;&nbsp;&nbsp; 31019 |
| &nbsp;&nbsp;&nbsp;Indonesia Treasury Bond | 8.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;IDR | &nbsp;&nbsp;398139000 | &nbsp;&nbsp;&nbsp;&nbsp; 26213 |
| &nbsp;&nbsp;&nbsp;Indonesia Treasury Bond | 9.750% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;IDR | &nbsp;&nbsp; 66511000 | &nbsp;&nbsp;&nbsp;&nbsp; 4873 |
| &nbsp;&nbsp;&nbsp;Indonesia Treasury Bond | 7.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;IDR | &nbsp;&nbsp;435166000 | &nbsp;&nbsp;&nbsp;&nbsp; 27041 |
| &nbsp;&nbsp;&nbsp;Indonesia Treasury Bond | 7.125% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;IDR | &nbsp;&nbsp;220000000 | &nbsp;&nbsp;&nbsp;&nbsp; 13400 |
| &nbsp;&nbsp;&nbsp;Indonesia Treasury Bond | 8.375% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/39 | &nbsp;&nbsp;&nbsp;&nbsp;IDR | &nbsp;&nbsp;316832000 | &nbsp;&nbsp;&nbsp;&nbsp; 21230 |
| &nbsp;&nbsp;&nbsp;Indonesia Treasury Bond | 7.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;IDR | &nbsp;&nbsp;598682000 | &nbsp;&nbsp;&nbsp;&nbsp; 37209 |
| &nbsp;&nbsp;&nbsp;Indonesia Treasury Bond | 7.125% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;IDR | &nbsp;&nbsp;170000000 | &nbsp;&nbsp;&nbsp;&nbsp; 10318 |
| &nbsp;&nbsp;&nbsp;Indonesia Treasury Bond | 9.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;IDR | &nbsp;&nbsp; 81900000 | &nbsp;&nbsp;&nbsp;&nbsp; 6042 |
| &nbsp;&nbsp;&nbsp;Indonesia Treasury Bond | 7.125% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;IDR | &nbsp;&nbsp;530449000 | &nbsp;&nbsp;&nbsp;&nbsp; 32149 |
| &nbsp;&nbsp;&nbsp;Indonesia Treasury Bond | 7.125% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;IDR | &nbsp;&nbsp;570000000 | &nbsp;&nbsp;&nbsp;&nbsp; 34464 |
| &nbsp;&nbsp;&nbsp;Indonesia Treasury Bond | 7.375% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;IDR | &nbsp;&nbsp;388193000 | &nbsp;&nbsp;&nbsp;&nbsp; 23952 |
| &nbsp;&nbsp;&nbsp;Indonesia Treasury Bond | 6.875% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;IDR | &nbsp;&nbsp;332981000 | &nbsp;&nbsp;&nbsp;&nbsp; 19456 |
| &nbsp;&nbsp;&nbsp;Indonesia Treasury Bond | 6.875% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;IDR | &nbsp;&nbsp;630000000 | &nbsp;&nbsp;&nbsp;&nbsp; 36713 |
| &nbsp;&nbsp;&nbsp;Republic of Indonesia | 0.740% | &nbsp;&nbsp;&nbsp;&nbsp; 5/26/26 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 300000 | &nbsp;&nbsp;&nbsp;&nbsp; 2086 |
| &nbsp;&nbsp;&nbsp;Republic of Indonesia | 1.450% | &nbsp;&nbsp;&nbsp;&nbsp; 9/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2224 | &nbsp;&nbsp;&nbsp;&nbsp; 2473 |
| &nbsp;&nbsp;&nbsp;Republic of Indonesia | 0.900% | &nbsp;&nbsp;&nbsp;&nbsp; 2/14/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4195 | &nbsp;&nbsp;&nbsp;&nbsp; 4592 |
| &nbsp;&nbsp;&nbsp;Republic of Indonesia | 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 6/14/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 9561 | &nbsp;&nbsp;&nbsp;&nbsp; 11067 |
| &nbsp;&nbsp;&nbsp;Republic of Indonesia | 3.650% | &nbsp;&nbsp;&nbsp;&nbsp; 9/10/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10000 | &nbsp;&nbsp;&nbsp;&nbsp; 11212 |
| &nbsp;&nbsp;&nbsp;Republic of Indonesia | 1.100% | &nbsp;&nbsp;&nbsp;&nbsp; 3/12/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4791 | &nbsp;&nbsp;&nbsp;&nbsp; 4426 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **986385** |
| **Ireland (0.5%)** | **Ireland (0.5%)** | **Ireland (0.5%)** |  |  |  |
| &nbsp;&nbsp;&nbsp;Republic of Ireland | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 47116 | &nbsp;&nbsp;&nbsp;&nbsp; 52975 |
| &nbsp;&nbsp;&nbsp;Republic of Ireland | 0.200% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 61450 | &nbsp;&nbsp;&nbsp;&nbsp; 67467 |
| &nbsp;&nbsp;&nbsp;Republic of Ireland | 0.900% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 32172 | &nbsp;&nbsp;&nbsp;&nbsp; 35406 |
| &nbsp;&nbsp;&nbsp;Republic of Ireland | 1.100% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 25620 | &nbsp;&nbsp;&nbsp;&nbsp; 27956 |
| &nbsp;&nbsp;&nbsp;Republic of Ireland | 0.200% | &nbsp;&nbsp;&nbsp;&nbsp; 10/18/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 68768 | &nbsp;&nbsp;&nbsp;&nbsp; 69567 |
| &nbsp;&nbsp;&nbsp;Republic of Ireland | 0.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/18/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 54640 | &nbsp;&nbsp;&nbsp;&nbsp; 53004 |
| &nbsp;&nbsp;&nbsp;Republic of Ireland | 0.350% | &nbsp;&nbsp;&nbsp;&nbsp; 10/18/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 32683 | &nbsp;&nbsp;&nbsp;&nbsp; 31571 |
| &nbsp;&nbsp;&nbsp;Republic of Ireland | 1.300% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10453 | &nbsp;&nbsp;&nbsp;&nbsp; 10742 |
| &nbsp;&nbsp;&nbsp;Republic of Ireland | 2.600% | &nbsp;&nbsp;&nbsp;&nbsp; 10/18/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 18186 | &nbsp;&nbsp;&nbsp;&nbsp; 20286 |
| &nbsp;&nbsp;&nbsp;Republic of Ireland | 0.400% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 11459 | &nbsp;&nbsp;&nbsp;&nbsp; 10235 |
| &nbsp;&nbsp;&nbsp;Republic of Ireland | 0.550% | &nbsp;&nbsp;&nbsp;&nbsp; 4/22/41 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 61283 | &nbsp;&nbsp;&nbsp;&nbsp; 46755 |
| &nbsp;&nbsp;&nbsp;Republic of Ireland | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/18/45 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 13159 | &nbsp;&nbsp;&nbsp;&nbsp; 12333 |
| &nbsp;&nbsp;&nbsp;Republic of Ireland | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 58911 | &nbsp;&nbsp;&nbsp;&nbsp; 47283 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **485580** |
| **Isle of Man (0.0%)** | **Isle of Man (0.0%)** | **Isle of Man (0.0%)** |  |  |  |
| &nbsp;&nbsp;&nbsp;Isle of Man | 1.625% | &nbsp;&nbsp;&nbsp;&nbsp; 9/14/51 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 4968 | &nbsp;&nbsp;&nbsp;&nbsp; 2960 |
| **Israel (0.4%)** | **Israel (0.4%)** | **Israel (0.4%)** |  |  |  |
| &nbsp;&nbsp;&nbsp;State of Israel | 6.250% | &nbsp;&nbsp;&nbsp;&nbsp; 10/30/26 | &nbsp;&nbsp;&nbsp;&nbsp;ILS | &nbsp;&nbsp; 28757 | &nbsp;&nbsp;&nbsp;&nbsp; 8150 |
| &nbsp;&nbsp;&nbsp;State of Israel | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 1/18/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 31096 | &nbsp;&nbsp;&nbsp;&nbsp; 34322 |
| &nbsp;&nbsp;&nbsp;State of Israel | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/31/27 | &nbsp;&nbsp;&nbsp;&nbsp;ILS | &nbsp;&nbsp; 82667 | &nbsp;&nbsp;&nbsp;&nbsp; 21870 |
| &nbsp;&nbsp;&nbsp;State of Israel | 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 9/30/27 | &nbsp;&nbsp;&nbsp;&nbsp;ILS | &nbsp;&nbsp; 40630 | &nbsp;&nbsp;&nbsp;&nbsp; 11080 |
| &nbsp;&nbsp;&nbsp;State of Israel | 2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 9/28/28 | &nbsp;&nbsp;&nbsp;&nbsp;ILS | &nbsp;&nbsp; 116708 | &nbsp;&nbsp;&nbsp;&nbsp; 30223 |
| &nbsp;&nbsp;&nbsp;State of Israel | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 1/16/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 8763 | &nbsp;&nbsp;&nbsp;&nbsp; 9311 |
| &nbsp;&nbsp;&nbsp;State of Israel | 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 2/28/29 | &nbsp;&nbsp;&nbsp;&nbsp;ILS | &nbsp;&nbsp; 161830 | &nbsp;&nbsp;&nbsp;&nbsp; 43938 |
| &nbsp;&nbsp;&nbsp;State of Israel | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/31/30 | &nbsp;&nbsp;&nbsp;&nbsp;ILS | &nbsp;&nbsp; 150127 | &nbsp;&nbsp;&nbsp;&nbsp; 35634 |
| &nbsp;&nbsp;&nbsp;State of Israel | 0.625% | &nbsp;&nbsp;&nbsp;&nbsp; 1/18/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 8843 | &nbsp;&nbsp;&nbsp;&nbsp; 8071 |
| &nbsp;&nbsp;&nbsp;State of Israel | 1.300% | &nbsp;&nbsp;&nbsp;&nbsp; 4/30/32 | &nbsp;&nbsp;&nbsp;&nbsp;ILS | &nbsp;&nbsp; 166100 | &nbsp;&nbsp;&nbsp;&nbsp; 37741 |
| &nbsp;&nbsp;&nbsp;State of Israel | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/30/35 | &nbsp;&nbsp;&nbsp;&nbsp;ILS | &nbsp;&nbsp; 172969 | &nbsp;&nbsp;&nbsp;&nbsp; 46361 |
| &nbsp;&nbsp;&nbsp;State of Israel | 2.375% | &nbsp;&nbsp;&nbsp;&nbsp; 1/18/37 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6600 | &nbsp;&nbsp;&nbsp;&nbsp; 6241 |
| &nbsp;&nbsp;&nbsp;State of Israel | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/31/37 | &nbsp;&nbsp;&nbsp;&nbsp;ILS | &nbsp;&nbsp; 93550 | &nbsp;&nbsp;&nbsp;&nbsp; 18808 |
| &nbsp;&nbsp;&nbsp;State of Israel | 5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 1/31/42 | &nbsp;&nbsp;&nbsp;&nbsp;ILS | &nbsp;&nbsp; 33676 | &nbsp;&nbsp;&nbsp;&nbsp; 10300 |
| &nbsp;&nbsp;&nbsp;State of Israel | 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/31/47 | &nbsp;&nbsp;&nbsp;&nbsp;ILS | &nbsp;&nbsp; 92481 | &nbsp;&nbsp;&nbsp;&nbsp; 22374 |
| &nbsp;&nbsp;&nbsp;State of Israel | 2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 1/16/49 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1281 | &nbsp;&nbsp;&nbsp;&nbsp; 1130 |
| &nbsp;&nbsp;&nbsp;State of Israel | 2.800% | &nbsp;&nbsp;&nbsp;&nbsp; 11/29/52 | &nbsp;&nbsp;&nbsp;&nbsp;ILS | &nbsp;&nbsp; 147160 | &nbsp;&nbsp;&nbsp;&nbsp; 28453 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **374007** |
| **Italy (6.6%)** | **Italy (6.6%)** | **Italy (6.6%)** |  |  |  |
| &nbsp;&nbsp;&nbsp;AMCO - Asset Management Co. SpA | 0.750% | &nbsp;&nbsp;&nbsp;&nbsp; 4/20/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7448 | &nbsp;&nbsp;&nbsp;&nbsp; 8010 |
| &nbsp;&nbsp;&nbsp;Cassa Depositi e Prestiti SpA | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/20/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7600 | &nbsp;&nbsp;&nbsp;&nbsp; 8586 |

---

------

Total International Bond Index Fund

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;&nbsp;&nbsp;Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Cassa Depositi e Prestiti SpA | 3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 1/13/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5862 |
|  | &nbsp;&nbsp;&nbsp;Cassa Depositi e Prestiti SpA | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/11/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 8600 | &nbsp;&nbsp;&nbsp;&nbsp; 8959 |
|  | &nbsp;&nbsp;&nbsp;Cassa Depositi e Prestiti SpA | 3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 7/12/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5858 |
|  | &nbsp;&nbsp;&nbsp;Italy Buoni Poliennali Del Tesoro | 0.000% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 47626 | &nbsp;&nbsp;&nbsp;&nbsp; 52761 |
|  | &nbsp;&nbsp;&nbsp;Italy Buoni Poliennali Del Tesoro | 3.100% | &nbsp;&nbsp;&nbsp;&nbsp; 8/28/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 188204 | &nbsp;&nbsp;&nbsp;&nbsp; 216408 |
|  | &nbsp;&nbsp;&nbsp;Italy Buoni Poliennali Del Tesoro | 3.850% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 60000 | &nbsp;&nbsp;&nbsp;&nbsp; 69698 |
|  | &nbsp;&nbsp;&nbsp;Italy Buoni Poliennali Del Tesoro | 0.850% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 69546 | &nbsp;&nbsp;&nbsp;&nbsp; 77492 |
|  | &nbsp;&nbsp;&nbsp;Italy Buoni Poliennali Del Tesoro | 2.950% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 90000 | &nbsp;&nbsp;&nbsp;&nbsp; 103737 |
|  | &nbsp;&nbsp;&nbsp;Italy Buoni Poliennali Del Tesoro | 1.100% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 101436 | &nbsp;&nbsp;&nbsp;&nbsp; 113170 |
|  | &nbsp;&nbsp;&nbsp;Italy Buoni Poliennali Del Tesoro | 3.450% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 89946 | &nbsp;&nbsp;&nbsp;&nbsp; 105079 |
|  | &nbsp;&nbsp;&nbsp;Italy Buoni Poliennali Del Tesoro | 2.050% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 65766 | &nbsp;&nbsp;&nbsp;&nbsp; 74719 |
|  | &nbsp;&nbsp;&nbsp;Italy Buoni Poliennali Del Tesoro | 0.950% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 53475 | &nbsp;&nbsp;&nbsp;&nbsp; 59218 |
|  | &nbsp;&nbsp;&nbsp;Italy Buoni Poliennali Del Tesoro | 2.700% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 70000 | &nbsp;&nbsp;&nbsp;&nbsp; 80540 |
|  | &nbsp;&nbsp;&nbsp;Italy Buoni Poliennali Del Tesoro | 6.500% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 45150 | &nbsp;&nbsp;&nbsp;&nbsp; 56715 |
|  | &nbsp;&nbsp;&nbsp;Italy Buoni Poliennali Del Tesoro | 2.650% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 126036 | &nbsp;&nbsp;&nbsp;&nbsp; 145013 |
|  | &nbsp;&nbsp;&nbsp;Italy Buoni Poliennali Del Tesoro | 0.250% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 125426 | &nbsp;&nbsp;&nbsp;&nbsp; 134931 |
|  | &nbsp;&nbsp;&nbsp;Italy Buoni Poliennali Del Tesoro | 3.400% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 175391 | &nbsp;&nbsp;&nbsp;&nbsp; 205848 |
|  | &nbsp;&nbsp;&nbsp;Italy Buoni Poliennali Del Tesoro | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 53889 | &nbsp;&nbsp;&nbsp;&nbsp; 57939 |
|  | &nbsp;&nbsp;&nbsp;Italy Buoni Poliennali Del Tesoro | 3.800% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 88875 | &nbsp;&nbsp;&nbsp;&nbsp; 105623 |
|  | &nbsp;&nbsp;&nbsp;Italy Buoni Poliennali Del Tesoro | 4.100% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 180000 | &nbsp;&nbsp;&nbsp;&nbsp; 216628 |
|  | &nbsp;&nbsp;&nbsp;Italy Buoni Poliennali Del Tesoro | 2.800% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 221952 | &nbsp;&nbsp;&nbsp;&nbsp; 255600 |
|  | &nbsp;&nbsp;&nbsp;Italy Buoni Poliennali Del Tesoro | 3.350% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 237000 | &nbsp;&nbsp;&nbsp;&nbsp; 277971 |
|  | &nbsp;&nbsp;&nbsp;Italy Buoni Poliennali Del Tesoro | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 152735 | &nbsp;&nbsp;&nbsp;&nbsp; 176507 |
|  | &nbsp;&nbsp;&nbsp;Italy Buoni Poliennali Del Tesoro | 3.850% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 50000 | &nbsp;&nbsp;&nbsp;&nbsp; 59910 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Italy Buoni Poliennali Del Tesoro | 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 52219 | &nbsp;&nbsp;&nbsp;&nbsp; 61832 |
|  | &nbsp;&nbsp;&nbsp;Italy Buoni Poliennali Del Tesoro | 1.350% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 69175 | &nbsp;&nbsp;&nbsp;&nbsp; 74007 |
|  | &nbsp;&nbsp;&nbsp;Italy Buoni Poliennali Del Tesoro | 3.700% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 68242 | &nbsp;&nbsp;&nbsp;&nbsp; 81122 |
|  | &nbsp;&nbsp;&nbsp;Italy Buoni Poliennali Del Tesoro | 0.950% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 65523 | &nbsp;&nbsp;&nbsp;&nbsp; 68038 |
|  | &nbsp;&nbsp;&nbsp;Italy Buoni Poliennali Del Tesoro | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 60000 | &nbsp;&nbsp;&nbsp;&nbsp; 72264 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Italy Buoni Poliennali Del Tesoro | 1.650% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 83599 | &nbsp;&nbsp;&nbsp;&nbsp; 89386 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Italy Buoni Poliennali Del Tesoro | 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 95581 | &nbsp;&nbsp;&nbsp;&nbsp; 112183 |
|  | &nbsp;&nbsp;&nbsp;Italy Buoni Poliennali Del Tesoro | 0.900% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 113029 | &nbsp;&nbsp;&nbsp;&nbsp; 114802 |
|  | &nbsp;&nbsp;&nbsp;Italy Buoni Poliennali Del Tesoro | 3.450% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 198663 | &nbsp;&nbsp;&nbsp;&nbsp; 231844 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Italy Buoni Poliennali Del Tesoro | 0.600% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 28621 | &nbsp;&nbsp;&nbsp;&nbsp; 28233 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Italy Buoni Poliennali Del Tesoro | 3.150% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 150382 | &nbsp;&nbsp;&nbsp;&nbsp; 171858 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Italy Buoni Poliennali Del Tesoro | 0.950% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 70000 | &nbsp;&nbsp;&nbsp;&nbsp; 69964 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Italy Buoni Poliennali Del Tesoro | 1.650% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 53714 | &nbsp;&nbsp;&nbsp;&nbsp; 55933 |
|  | &nbsp;&nbsp;&nbsp;Italy Buoni Poliennali Del Tesoro | 0.950% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 84388 | &nbsp;&nbsp;&nbsp;&nbsp; 83089 |
|  | &nbsp;&nbsp;&nbsp;Italy Buoni Poliennali Del Tesoro | 2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 60997 | &nbsp;&nbsp;&nbsp;&nbsp; 66303 |
|  | &nbsp;&nbsp;&nbsp;Italy Buoni Poliennali Del Tesoro | 5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 100845 | &nbsp;&nbsp;&nbsp;&nbsp; 134399 |
|  | &nbsp;&nbsp;&nbsp;Italy Buoni Poliennali Del Tesoro | 4.400% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 38449 | &nbsp;&nbsp;&nbsp;&nbsp; 47276 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Italy Buoni Poliennali Del Tesoro | 2.450% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 35354 | &nbsp;&nbsp;&nbsp;&nbsp; 37806 |
|  | &nbsp;&nbsp;&nbsp;Italy Buoni Poliennali Del Tesoro | 4.350% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 214045 | &nbsp;&nbsp;&nbsp;&nbsp; 261646 |
|  | &nbsp;&nbsp;&nbsp;Italy Buoni Poliennali Del Tesoro | 4.200% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 107000 | &nbsp;&nbsp;&nbsp;&nbsp; 129245 |
|  | &nbsp;&nbsp;&nbsp;Italy Buoni Poliennali Del Tesoro | 3.850% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 79105 | &nbsp;&nbsp;&nbsp;&nbsp; 92859 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Italy Buoni Poliennali Del Tesoro | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 19080 | &nbsp;&nbsp;&nbsp;&nbsp; 24409 |
|  | &nbsp;&nbsp;&nbsp;Italy Buoni Poliennali Del Tesoro | 3.850% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 149190 | &nbsp;&nbsp;&nbsp;&nbsp; 174279 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Italy Buoni Poliennali Del Tesoro | 3.350% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 30219 | &nbsp;&nbsp;&nbsp;&nbsp; 33984 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Italy Buoni Poliennali Del Tesoro | 3.650% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 164013 | &nbsp;&nbsp;&nbsp;&nbsp; 187643 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Italy Buoni Poliennali Del Tesoro | 1.450% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/36 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 73981 | &nbsp;&nbsp;&nbsp;&nbsp; 67868 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Italy Buoni Poliennali Del Tesoro | 2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/36 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 20000 | &nbsp;&nbsp;&nbsp;&nbsp; 19820 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Italy Buoni Poliennali Del Tesoro | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/37 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 8594 | &nbsp;&nbsp;&nbsp;&nbsp; 10089 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Italy Buoni Poliennali Del Tesoro | 0.950% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/37 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 59952 | &nbsp;&nbsp;&nbsp;&nbsp; 50357 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Italy Buoni Poliennali Del Tesoro | 4.050% | &nbsp;&nbsp;&nbsp;&nbsp; 10/30/37 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 61623 | &nbsp;&nbsp;&nbsp;&nbsp; 72120 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Italy Buoni Poliennali Del Tesoro | 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/38 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 184600 | &nbsp;&nbsp;&nbsp;&nbsp; 197855 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Italy Buoni Poliennali Del Tesoro | 2.950% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/38 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 11971 | &nbsp;&nbsp;&nbsp;&nbsp; 12375 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Italy Buoni Poliennali Del Tesoro | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/39 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 86507 | &nbsp;&nbsp;&nbsp;&nbsp; 110046 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Italy Buoni Poliennali Del Tesoro | 4.150% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/39 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 70000 | &nbsp;&nbsp;&nbsp;&nbsp; 81308 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Italy Buoni Poliennali Del Tesoro | 3.100% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 57451 | &nbsp;&nbsp;&nbsp;&nbsp; 59178 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Italy Buoni Poliennali Del Tesoro | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 58949 | &nbsp;&nbsp;&nbsp;&nbsp; 74762 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Italy Buoni Poliennali Del Tesoro | 3.850% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 53537 | &nbsp;&nbsp;&nbsp;&nbsp; 59568 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Italy Buoni Poliennali Del Tesoro | 1.800% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 58187 | &nbsp;&nbsp;&nbsp;&nbsp; 49196 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Italy Buoni Poliennali Del Tesoro | 4.450% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 96201 | &nbsp;&nbsp;&nbsp;&nbsp; 113854 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Italy Buoni Poliennali Del Tesoro | 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 27724 | &nbsp;&nbsp;&nbsp;&nbsp; 34165 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Italy Buoni Poliennali Del Tesoro | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/30/45 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 47279 | &nbsp;&nbsp;&nbsp;&nbsp; 35105 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Italy Buoni Poliennali Del Tesoro | 4.100% | &nbsp;&nbsp;&nbsp;&nbsp; 4/30/46 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 37742 | &nbsp;&nbsp;&nbsp;&nbsp; 42671 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Italy Buoni Poliennali Del Tesoro | 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/46 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 50172 | &nbsp;&nbsp;&nbsp;&nbsp; 49762 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Italy Buoni Poliennali Del Tesoro | 2.700% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 44750 | &nbsp;&nbsp;&nbsp;&nbsp; 40398 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Italy Buoni Poliennali Del Tesoro | 3.450% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 66690 | &nbsp;&nbsp;&nbsp;&nbsp; 67608 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Italy Buoni Poliennali Del Tesoro | 3.850% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 102843 | &nbsp;&nbsp;&nbsp;&nbsp; 110312 |

---

------

Total International Bond Index Fund

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;&nbsp;&nbsp;Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Italy Buoni Poliennali Del Tesoro | 2.450% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 79209 | &nbsp;&nbsp;&nbsp;&nbsp; 65448 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Italy Buoni Poliennali Del Tesoro | 1.700% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 60444 | &nbsp;&nbsp;&nbsp;&nbsp; 41995 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Italy Buoni Poliennali Del Tesoro | 2.150% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 15000 | &nbsp;&nbsp;&nbsp;&nbsp; 11350 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Italy Buoni Poliennali Del Tesoro | 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/53 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 25828 | &nbsp;&nbsp;&nbsp;&nbsp; 30052 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Italy Buoni Poliennali Del Tesoro | 4.300% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/54 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 67384 | &nbsp;&nbsp;&nbsp;&nbsp; 75591 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Italy Buoni Poliennali Del Tesoro | 2.800% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/67 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 43717 | &nbsp;&nbsp;&nbsp;&nbsp; 35617 |
|  | &nbsp;&nbsp;&nbsp;Republic of Italy | 6.000% | &nbsp;&nbsp;&nbsp;&nbsp; 8/4/28 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 6098 | &nbsp;&nbsp;&nbsp;&nbsp; 8415 |
|  |  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **6814071** |
| **Japan (11.7%)** | **Japan (11.7%)** | **Japan (11.7%)** | **Japan (11.7%)** |  |  |  |
|  | &nbsp;&nbsp;&nbsp;Aichi Prefecture | 0.001% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 100000 | &nbsp;&nbsp;&nbsp;&nbsp; 692 |
|  | &nbsp;&nbsp;&nbsp;Aichi Prefecture | 0.050% | &nbsp;&nbsp;&nbsp;&nbsp; 9/20/29 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 100000 | &nbsp;&nbsp;&nbsp;&nbsp; 672 |
|  | &nbsp;&nbsp;&nbsp;Aichi Prefecture | 0.150% | &nbsp;&nbsp;&nbsp;&nbsp; 9/20/30 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 100000 | &nbsp;&nbsp;&nbsp;&nbsp; 667 |
|  | &nbsp;&nbsp;&nbsp;Aichi Prefecture | 0.772% | &nbsp;&nbsp;&nbsp;&nbsp; 9/20/33 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 300000 | &nbsp;&nbsp;&nbsp;&nbsp; 2016 |
|  | &nbsp;&nbsp;&nbsp;City of Yokohama Japan | 0.150% | &nbsp;&nbsp;&nbsp;&nbsp; 6/12/30 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 1000000 | &nbsp;&nbsp;&nbsp;&nbsp; 6686 |
|  | &nbsp;&nbsp;&nbsp;Development Bank of Japan Inc. | 0.810% | &nbsp;&nbsp;&nbsp;&nbsp; 3/19/59 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 729 |
|  | &nbsp;&nbsp;&nbsp;Fukuoka Prefecture | 0.432% | &nbsp;&nbsp;&nbsp;&nbsp; 6/18/49 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 350000 | &nbsp;&nbsp;&nbsp;&nbsp; 1489 |
|  | &nbsp;&nbsp;&nbsp;Hyogo Prefecture | 1.020% | &nbsp;&nbsp;&nbsp;&nbsp; 7/13/29 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 850000 | &nbsp;&nbsp;&nbsp;&nbsp; 5959 |
|  | &nbsp;&nbsp;&nbsp;Hyogo Prefecture | 1.400% | &nbsp;&nbsp;&nbsp;&nbsp; 9/8/34 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 1399 |
|  | &nbsp;&nbsp;&nbsp;Japan | 0.400% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 8000000 | &nbsp;&nbsp;&nbsp;&nbsp; 55852 |
|  | &nbsp;&nbsp;&nbsp;Japan | 0.005% | &nbsp;&nbsp;&nbsp;&nbsp; 6/20/26 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 8821400 | &nbsp;&nbsp;&nbsp;&nbsp; 61309 |
|  | &nbsp;&nbsp;&nbsp;Japan | 0.100% | &nbsp;&nbsp;&nbsp;&nbsp; 6/20/26 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 2784100 | &nbsp;&nbsp;&nbsp;&nbsp; 19371 |
|  | &nbsp;&nbsp;&nbsp;Japan | 0.400% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 10000000 | &nbsp;&nbsp;&nbsp;&nbsp; 69794 |
|  | &nbsp;&nbsp;&nbsp;Japan | 0.400% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 11000000 | &nbsp;&nbsp;&nbsp;&nbsp; 76758 |
|  | &nbsp;&nbsp;&nbsp;Japan | 0.400% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 3321050 | &nbsp;&nbsp;&nbsp;&nbsp; 23166 |
|  | &nbsp;&nbsp;&nbsp;Japan | 0.005% | &nbsp;&nbsp;&nbsp;&nbsp; 9/20/26 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 5865650 | &nbsp;&nbsp;&nbsp;&nbsp; 40693 |
|  | &nbsp;&nbsp;&nbsp;Japan | 0.100% | &nbsp;&nbsp;&nbsp;&nbsp; 9/20/26 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 3558700 | &nbsp;&nbsp;&nbsp;&nbsp; 24720 |
|  | &nbsp;&nbsp;&nbsp;Japan | 2.200% | &nbsp;&nbsp;&nbsp;&nbsp; 9/20/26 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 1530700 | &nbsp;&nbsp;&nbsp;&nbsp; 10940 |
|  | &nbsp;&nbsp;&nbsp;Japan | 2.300% | &nbsp;&nbsp;&nbsp;&nbsp; 9/20/26 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 17900 | &nbsp;&nbsp;&nbsp;&nbsp; 128 |
|  | &nbsp;&nbsp;&nbsp;Japan | 0.400% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 10000000 | &nbsp;&nbsp;&nbsp;&nbsp; 69736 |
|  | &nbsp;&nbsp;&nbsp;Japan | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 10000000 | &nbsp;&nbsp;&nbsp;&nbsp; 69808 |
|  | &nbsp;&nbsp;&nbsp;Japan | 0.600% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 5000000 | &nbsp;&nbsp;&nbsp;&nbsp; 34954 |
|  | &nbsp;&nbsp;&nbsp;Japan | 0.005% | &nbsp;&nbsp;&nbsp;&nbsp; 12/20/26 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 9699800 | &nbsp;&nbsp;&nbsp;&nbsp; 67154 |
|  | &nbsp;&nbsp;&nbsp;Japan | 0.100% | &nbsp;&nbsp;&nbsp;&nbsp; 12/20/26 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 8358350 | &nbsp;&nbsp;&nbsp;&nbsp; 57956 |
|  | &nbsp;&nbsp;&nbsp;Japan | 2.100% | &nbsp;&nbsp;&nbsp;&nbsp; 12/20/26 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 2562050 | &nbsp;&nbsp;&nbsp;&nbsp; 18344 |
|  | &nbsp;&nbsp;&nbsp;Japan | 0.600% | &nbsp;&nbsp;&nbsp;&nbsp; 1/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 13000000 | &nbsp;&nbsp;&nbsp;&nbsp; 90863 |
|  | &nbsp;&nbsp;&nbsp;Japan | 0.700% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 8000000 | &nbsp;&nbsp;&nbsp;&nbsp; 56001 |
|  | &nbsp;&nbsp;&nbsp;Japan | 0.800% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 7700000 | &nbsp;&nbsp;&nbsp;&nbsp; 53997 |
|  | &nbsp;&nbsp;&nbsp;Japan | 0.005% | &nbsp;&nbsp;&nbsp;&nbsp; 3/20/27 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 8990650 | &nbsp;&nbsp;&nbsp;&nbsp; 62123 |
|  | &nbsp;&nbsp;&nbsp;Japan | 0.100% | &nbsp;&nbsp;&nbsp;&nbsp; 3/20/27 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 8316950 | &nbsp;&nbsp;&nbsp;&nbsp; 57567 |
|  | &nbsp;&nbsp;&nbsp;Japan | 0.100% | &nbsp;&nbsp;&nbsp;&nbsp; 3/20/27 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 5331150 | &nbsp;&nbsp;&nbsp;&nbsp; 36903 |
|  | &nbsp;&nbsp;&nbsp;Japan | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/20/27 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 512400 | &nbsp;&nbsp;&nbsp;&nbsp; 3673 |
|  | &nbsp;&nbsp;&nbsp;Japan | 2.100% | &nbsp;&nbsp;&nbsp;&nbsp; 3/20/27 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 179300 | &nbsp;&nbsp;&nbsp;&nbsp; 1288 |
|  | &nbsp;&nbsp;&nbsp;Japan | 0.900% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 11000000 | &nbsp;&nbsp;&nbsp;&nbsp; 77282 |
|  | &nbsp;&nbsp;&nbsp;Japan | 0.005% | &nbsp;&nbsp;&nbsp;&nbsp; 6/20/27 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 8482000 | &nbsp;&nbsp;&nbsp;&nbsp; 58501 |
|  | &nbsp;&nbsp;&nbsp;Japan | 0.100% | &nbsp;&nbsp;&nbsp;&nbsp; 6/20/27 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 5347850 | &nbsp;&nbsp;&nbsp;&nbsp; 36958 |
|  | &nbsp;&nbsp;&nbsp;Japan | 2.100% | &nbsp;&nbsp;&nbsp;&nbsp; 6/20/27 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 1000000 | &nbsp;&nbsp;&nbsp;&nbsp; 7205 |
|  | &nbsp;&nbsp;&nbsp;Japan | 2.300% | &nbsp;&nbsp;&nbsp;&nbsp; 6/20/27 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 1010200 | &nbsp;&nbsp;&nbsp;&nbsp; 7308 |
|  | &nbsp;&nbsp;&nbsp;Japan | 0.100% | &nbsp;&nbsp;&nbsp;&nbsp; 9/20/27 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 7584000 | &nbsp;&nbsp;&nbsp;&nbsp; 52316 |
|  | &nbsp;&nbsp;&nbsp;Japan | 0.100% | &nbsp;&nbsp;&nbsp;&nbsp; 9/20/27 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 6850000 | &nbsp;&nbsp;&nbsp;&nbsp; 47255 |
|  | &nbsp;&nbsp;&nbsp;Japan | 2.200% | &nbsp;&nbsp;&nbsp;&nbsp; 9/20/27 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 1007650 | &nbsp;&nbsp;&nbsp;&nbsp; 7300 |
|  | &nbsp;&nbsp;&nbsp;Japan | 0.100% | &nbsp;&nbsp;&nbsp;&nbsp; 12/20/27 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 5264400 | &nbsp;&nbsp;&nbsp;&nbsp; 36253 |
|  | &nbsp;&nbsp;&nbsp;Japan | 0.200% | &nbsp;&nbsp;&nbsp;&nbsp; 12/20/27 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 5000000 | &nbsp;&nbsp;&nbsp;&nbsp; 34522 |
|  | &nbsp;&nbsp;&nbsp;Japan | 2.100% | &nbsp;&nbsp;&nbsp;&nbsp; 12/20/27 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 2988300 | &nbsp;&nbsp;&nbsp;&nbsp; 21668 |
|  | &nbsp;&nbsp;&nbsp;Japan | 0.100% | &nbsp;&nbsp;&nbsp;&nbsp; 3/20/28 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 6412050 | &nbsp;&nbsp;&nbsp;&nbsp; 44073 |
|  | &nbsp;&nbsp;&nbsp;Japan | 0.100% | &nbsp;&nbsp;&nbsp;&nbsp; 3/20/28 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 7418550 | &nbsp;&nbsp;&nbsp;&nbsp; 50991 |
|  | &nbsp;&nbsp;&nbsp;Japan | 0.200% | &nbsp;&nbsp;&nbsp;&nbsp; 3/20/28 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 5600000 | &nbsp;&nbsp;&nbsp;&nbsp; 38601 |
|  | &nbsp;&nbsp;&nbsp;Japan | 2.200% | &nbsp;&nbsp;&nbsp;&nbsp; 3/20/28 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 3824050 | &nbsp;&nbsp;&nbsp;&nbsp; 27886 |
|  | &nbsp;&nbsp;&nbsp;Japan | 2.400% | &nbsp;&nbsp;&nbsp;&nbsp; 3/20/28 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 2997600 | &nbsp;&nbsp;&nbsp;&nbsp; 21974 |
|  | &nbsp;&nbsp;&nbsp;Japan | 0.100% | &nbsp;&nbsp;&nbsp;&nbsp; 6/20/28 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 5095250 | &nbsp;&nbsp;&nbsp;&nbsp; 34952 |
|  | &nbsp;&nbsp;&nbsp;Japan | 0.100% | &nbsp;&nbsp;&nbsp;&nbsp; 6/20/28 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 2226400 | &nbsp;&nbsp;&nbsp;&nbsp; 15270 |
|  | &nbsp;&nbsp;&nbsp;Japan | 0.200% | &nbsp;&nbsp;&nbsp;&nbsp; 6/20/28 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 4117200 | &nbsp;&nbsp;&nbsp;&nbsp; 28328 |
|  | &nbsp;&nbsp;&nbsp;Japan | 0.300% | &nbsp;&nbsp;&nbsp;&nbsp; 6/20/28 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 1200000 | &nbsp;&nbsp;&nbsp;&nbsp; 8282 |
|  | &nbsp;&nbsp;&nbsp;Japan | 2.300% | &nbsp;&nbsp;&nbsp;&nbsp; 6/20/28 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 760000 | &nbsp;&nbsp;&nbsp;&nbsp; 5573 |
|  | &nbsp;&nbsp;&nbsp;Japan | 2.400% | &nbsp;&nbsp;&nbsp;&nbsp; 6/20/28 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 1282800 | &nbsp;&nbsp;&nbsp;&nbsp; 9435 |
|  | &nbsp;&nbsp;&nbsp;Japan | 0.100% | &nbsp;&nbsp;&nbsp;&nbsp; 9/20/28 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 6030450 | &nbsp;&nbsp;&nbsp;&nbsp; 41277 |
|  | &nbsp;&nbsp;&nbsp;Japan | 0.300% | &nbsp;&nbsp;&nbsp;&nbsp; 9/20/28 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 3000000 | &nbsp;&nbsp;&nbsp;&nbsp; 20670 |
|  | &nbsp;&nbsp;&nbsp;Japan | 0.400% | &nbsp;&nbsp;&nbsp;&nbsp; 9/20/28 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 4500000 | &nbsp;&nbsp;&nbsp;&nbsp; 31108 |
|  | &nbsp;&nbsp;&nbsp;Japan | 2.100% | &nbsp;&nbsp;&nbsp;&nbsp; 9/20/28 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 3139100 | &nbsp;&nbsp;&nbsp;&nbsp; 22945 |
|  | &nbsp;&nbsp;&nbsp;Japan | 2.200% | &nbsp;&nbsp;&nbsp;&nbsp; 9/20/28 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 614850 | &nbsp;&nbsp;&nbsp;&nbsp; 4509 |

---

------

Total International Bond Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;&nbsp;&nbsp;Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| &nbsp;&nbsp;&nbsp;Japan | 0.100% | &nbsp;&nbsp;&nbsp;&nbsp; 12/20/28 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 4828750 | &nbsp;&nbsp;&nbsp;&nbsp; 32961 |
| &nbsp;&nbsp;&nbsp;Japan | 0.200% | &nbsp;&nbsp;&nbsp;&nbsp; 12/20/28 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 10500000 | &nbsp;&nbsp;&nbsp;&nbsp; 71948 |
| &nbsp;&nbsp;&nbsp;Japan | 0.300% | &nbsp;&nbsp;&nbsp;&nbsp; 12/20/28 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 3000000 | &nbsp;&nbsp;&nbsp;&nbsp; 20609 |
| &nbsp;&nbsp;&nbsp;Japan | 0.300% | &nbsp;&nbsp;&nbsp;&nbsp; 12/20/28 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 3000000 | &nbsp;&nbsp;&nbsp;&nbsp; 20628 |
| &nbsp;&nbsp;&nbsp;Japan | 0.400% | &nbsp;&nbsp;&nbsp;&nbsp; 12/20/28 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 4500000 | &nbsp;&nbsp;&nbsp;&nbsp; 31052 |
| &nbsp;&nbsp;&nbsp;Japan | 1.900% | &nbsp;&nbsp;&nbsp;&nbsp; 12/20/28 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 3709800 | &nbsp;&nbsp;&nbsp;&nbsp; 27000 |
| &nbsp;&nbsp;&nbsp;Japan | 2.100% | &nbsp;&nbsp;&nbsp;&nbsp; 12/20/28 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 307400 | &nbsp;&nbsp;&nbsp;&nbsp; 2252 |
| &nbsp;&nbsp;&nbsp;Japan | 0.100% | &nbsp;&nbsp;&nbsp;&nbsp; 3/20/29 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 8564400 | &nbsp;&nbsp;&nbsp;&nbsp; 58315 |
| &nbsp;&nbsp;&nbsp;Japan | 0.400% | &nbsp;&nbsp;&nbsp;&nbsp; 3/20/29 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 6000000 | &nbsp;&nbsp;&nbsp;&nbsp; 41331 |
| &nbsp;&nbsp;&nbsp;Japan | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/20/29 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 7000000 | &nbsp;&nbsp;&nbsp;&nbsp; 48416 |
| &nbsp;&nbsp;&nbsp;Japan | 0.600% | &nbsp;&nbsp;&nbsp;&nbsp; 3/20/29 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 10000000 | &nbsp;&nbsp;&nbsp;&nbsp; 69415 |
| &nbsp;&nbsp;&nbsp;Japan | 1.900% | &nbsp;&nbsp;&nbsp;&nbsp; 3/20/29 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 2126500 | &nbsp;&nbsp;&nbsp;&nbsp; 15500 |
| &nbsp;&nbsp;&nbsp;Japan | 2.100% | &nbsp;&nbsp;&nbsp;&nbsp; 3/20/29 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 2312500 | &nbsp;&nbsp;&nbsp;&nbsp; 16978 |
| &nbsp;&nbsp;&nbsp;Japan | 0.100% | &nbsp;&nbsp;&nbsp;&nbsp; 6/20/29 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 5856400 | &nbsp;&nbsp;&nbsp;&nbsp; 39786 |
| &nbsp;&nbsp;&nbsp;Japan | 0.400% | &nbsp;&nbsp;&nbsp;&nbsp; 6/20/29 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 6500000 | &nbsp;&nbsp;&nbsp;&nbsp; 44703 |
| &nbsp;&nbsp;&nbsp;Japan | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/20/29 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 2000000 | &nbsp;&nbsp;&nbsp;&nbsp; 13779 |
| &nbsp;&nbsp;&nbsp;Japan | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/20/29 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 6000000 | &nbsp;&nbsp;&nbsp;&nbsp; 41398 |
| &nbsp;&nbsp;&nbsp;Japan | 0.600% | &nbsp;&nbsp;&nbsp;&nbsp; 6/20/29 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 10000000 | &nbsp;&nbsp;&nbsp;&nbsp; 69332 |
| &nbsp;&nbsp;&nbsp;Japan | 2.100% | &nbsp;&nbsp;&nbsp;&nbsp; 6/20/29 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 2833600 | &nbsp;&nbsp;&nbsp;&nbsp; 20856 |
| &nbsp;&nbsp;&nbsp;Japan | 0.100% | &nbsp;&nbsp;&nbsp;&nbsp; 9/20/29 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 5603400 | &nbsp;&nbsp;&nbsp;&nbsp; 37957 |
| &nbsp;&nbsp;&nbsp;Japan | 0.600% | &nbsp;&nbsp;&nbsp;&nbsp; 9/20/29 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 6000000 | &nbsp;&nbsp;&nbsp;&nbsp; 41531 |
| &nbsp;&nbsp;&nbsp;Japan | 0.700% | &nbsp;&nbsp;&nbsp;&nbsp; 9/20/29 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 20000000 | &nbsp;&nbsp;&nbsp;&nbsp; 139044 |
| &nbsp;&nbsp;&nbsp;Japan | 2.100% | &nbsp;&nbsp;&nbsp;&nbsp; 9/20/29 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 3705350 | &nbsp;&nbsp;&nbsp;&nbsp; 27326 |
| &nbsp;&nbsp;&nbsp;Japan | 2.800% | &nbsp;&nbsp;&nbsp;&nbsp; 9/20/29 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 1383450 | &nbsp;&nbsp;&nbsp;&nbsp; 10488 |
| &nbsp;&nbsp;&nbsp;Japan | 0.100% | &nbsp;&nbsp;&nbsp;&nbsp; 12/20/29 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 5851550 | &nbsp;&nbsp;&nbsp;&nbsp; 39552 |
| &nbsp;&nbsp;&nbsp;Japan | 0.900% | &nbsp;&nbsp;&nbsp;&nbsp; 12/20/29 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 4150000 | &nbsp;&nbsp;&nbsp;&nbsp; 29083 |
| &nbsp;&nbsp;&nbsp;Japan | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 12/20/29 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 3150000 | &nbsp;&nbsp;&nbsp;&nbsp; 22175 |
| &nbsp;&nbsp;&nbsp;Japan | 1.100% | &nbsp;&nbsp;&nbsp;&nbsp; 12/20/29 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 3000000 | &nbsp;&nbsp;&nbsp;&nbsp; 21211 |
| &nbsp;&nbsp;&nbsp;Japan | 2.100% | &nbsp;&nbsp;&nbsp;&nbsp; 12/20/29 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 3843100 | &nbsp;&nbsp;&nbsp;&nbsp; 28391 |
| &nbsp;&nbsp;&nbsp;Japan | 2.200% | &nbsp;&nbsp;&nbsp;&nbsp; 12/20/29 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 2941200 | &nbsp;&nbsp;&nbsp;&nbsp; 21823 |
| &nbsp;&nbsp;&nbsp;Japan | 2.100% | &nbsp;&nbsp;&nbsp;&nbsp; 3/20/30 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 6340950 | &nbsp;&nbsp;&nbsp;&nbsp; 46942 |
| &nbsp;&nbsp;&nbsp;Japan | 2.200% | &nbsp;&nbsp;&nbsp;&nbsp; 3/20/30 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 3228150 | &nbsp;&nbsp;&nbsp;&nbsp; 24003 |
| &nbsp;&nbsp;&nbsp;Japan | 2.300% | &nbsp;&nbsp;&nbsp;&nbsp; 5/20/30 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 87100 | &nbsp;&nbsp;&nbsp;&nbsp; 652 |
| &nbsp;&nbsp;&nbsp;Japan | 0.100% | &nbsp;&nbsp;&nbsp;&nbsp; 6/20/30 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 5053050 | &nbsp;&nbsp;&nbsp;&nbsp; 33957 |
| &nbsp;&nbsp;&nbsp;Japan | 1.600% | &nbsp;&nbsp;&nbsp;&nbsp; 6/20/30 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 292050 | &nbsp;&nbsp;&nbsp;&nbsp; 2116 |
| &nbsp;&nbsp;&nbsp;Japan | 1.800% | &nbsp;&nbsp;&nbsp;&nbsp; 6/20/30 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 20450 | &nbsp;&nbsp;&nbsp;&nbsp; 150 |
| &nbsp;&nbsp;&nbsp;Japan | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/20/30 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 2562050 | &nbsp;&nbsp;&nbsp;&nbsp; 18927 |
| &nbsp;&nbsp;&nbsp;Japan | 0.100% | &nbsp;&nbsp;&nbsp;&nbsp; 9/20/30 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 4906850 | &nbsp;&nbsp;&nbsp;&nbsp; 32892 |
| &nbsp;&nbsp;&nbsp;Japan | 1.800% | &nbsp;&nbsp;&nbsp;&nbsp; 9/20/30 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 717350 | &nbsp;&nbsp;&nbsp;&nbsp; 5257 |
| &nbsp;&nbsp;&nbsp;Japan | 1.900% | &nbsp;&nbsp;&nbsp;&nbsp; 9/20/30 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 2239250 | &nbsp;&nbsp;&nbsp;&nbsp; 16492 |
| &nbsp;&nbsp;&nbsp;Japan | 0.100% | &nbsp;&nbsp;&nbsp;&nbsp; 12/20/30 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 3308400 | &nbsp;&nbsp;&nbsp;&nbsp; 22132 |
| &nbsp;&nbsp;&nbsp;Japan | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 12/20/30 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 2837200 | &nbsp;&nbsp;&nbsp;&nbsp; 21049 |
| &nbsp;&nbsp;&nbsp;Japan | 2.100% | &nbsp;&nbsp;&nbsp;&nbsp; 12/20/30 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 5436400 | &nbsp;&nbsp;&nbsp;&nbsp; 40533 |
| &nbsp;&nbsp;&nbsp;Japan | 0.100% | &nbsp;&nbsp;&nbsp;&nbsp; 3/20/31 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 4480300 | &nbsp;&nbsp;&nbsp;&nbsp; 29918 |
| &nbsp;&nbsp;&nbsp;Japan | 1.900% | &nbsp;&nbsp;&nbsp;&nbsp; 3/20/31 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 3074450 | &nbsp;&nbsp;&nbsp;&nbsp; 22726 |
| &nbsp;&nbsp;&nbsp;Japan | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/20/31 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 6241250 | &nbsp;&nbsp;&nbsp;&nbsp; 46373 |
| &nbsp;&nbsp;&nbsp;Japan | 2.200% | &nbsp;&nbsp;&nbsp;&nbsp; 3/20/31 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 4556200 | &nbsp;&nbsp;&nbsp;&nbsp; 34217 |
| &nbsp;&nbsp;&nbsp;Japan | 1.800% | &nbsp;&nbsp;&nbsp;&nbsp; 6/20/31 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 3185250 | &nbsp;&nbsp;&nbsp;&nbsp; 23439 |
| &nbsp;&nbsp;&nbsp;Japan | 1.900% | &nbsp;&nbsp;&nbsp;&nbsp; 6/20/31 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 5348850 | &nbsp;&nbsp;&nbsp;&nbsp; 39588 |
| &nbsp;&nbsp;&nbsp;Japan | 0.100% | &nbsp;&nbsp;&nbsp;&nbsp; 9/20/31 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 1677250 | &nbsp;&nbsp;&nbsp;&nbsp; 11122 |
| &nbsp;&nbsp;&nbsp;Japan | 1.700% | &nbsp;&nbsp;&nbsp;&nbsp; 9/20/31 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 7040350 | &nbsp;&nbsp;&nbsp;&nbsp; 51581 |
| &nbsp;&nbsp;&nbsp;Japan | 1.800% | &nbsp;&nbsp;&nbsp;&nbsp; 9/20/31 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 6581550 | &nbsp;&nbsp;&nbsp;&nbsp; 48494 |
| &nbsp;&nbsp;&nbsp;Japan | 0.100% | &nbsp;&nbsp;&nbsp;&nbsp; 12/20/31 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 2544700 | &nbsp;&nbsp;&nbsp;&nbsp; 16832 |
| &nbsp;&nbsp;&nbsp;Japan | 1.700% | &nbsp;&nbsp;&nbsp;&nbsp; 12/20/31 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 4833200 | &nbsp;&nbsp;&nbsp;&nbsp; 35436 |
| &nbsp;&nbsp;&nbsp;Japan | 1.800% | &nbsp;&nbsp;&nbsp;&nbsp; 12/20/31 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 8444650 | &nbsp;&nbsp;&nbsp;&nbsp; 62298 |
| &nbsp;&nbsp;&nbsp;Japan | 0.200% | &nbsp;&nbsp;&nbsp;&nbsp; 3/20/32 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 1000000 | &nbsp;&nbsp;&nbsp;&nbsp; 6636 |
| &nbsp;&nbsp;&nbsp;Japan | 1.600% | &nbsp;&nbsp;&nbsp;&nbsp; 3/20/32 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 3586150 | &nbsp;&nbsp;&nbsp;&nbsp; 26160 |
| &nbsp;&nbsp;&nbsp;Japan | 1.700% | &nbsp;&nbsp;&nbsp;&nbsp; 3/20/32 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 2639700 | &nbsp;&nbsp;&nbsp;&nbsp; 19366 |
| &nbsp;&nbsp;&nbsp;Japan | 1.800% | &nbsp;&nbsp;&nbsp;&nbsp; 3/20/32 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 5379000 | &nbsp;&nbsp;&nbsp;&nbsp; 39719 |
| &nbsp;&nbsp;&nbsp;Japan | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/20/32 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 2228150 | &nbsp;&nbsp;&nbsp;&nbsp; 16137 |
| &nbsp;&nbsp;&nbsp;Japan | 1.600% | &nbsp;&nbsp;&nbsp;&nbsp; 6/20/32 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 3792600 | &nbsp;&nbsp;&nbsp;&nbsp; 27644 |
| &nbsp;&nbsp;&nbsp;Japan | 1.700% | &nbsp;&nbsp;&nbsp;&nbsp; 6/20/32 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 3000000 | &nbsp;&nbsp;&nbsp;&nbsp; 22017 |
| &nbsp;&nbsp;&nbsp;Japan | 0.200% | &nbsp;&nbsp;&nbsp;&nbsp; 9/20/32 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 3500000 | &nbsp;&nbsp;&nbsp;&nbsp; 23071 |
| &nbsp;&nbsp;&nbsp;Japan | 1.700% | &nbsp;&nbsp;&nbsp;&nbsp; 9/20/32 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 8517100 | &nbsp;&nbsp;&nbsp;&nbsp; 62467 |
| &nbsp;&nbsp;&nbsp;Japan | 1.800% | &nbsp;&nbsp;&nbsp;&nbsp; 11/22/32 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 800000 | &nbsp;&nbsp;&nbsp;&nbsp; 5907 |
| &nbsp;&nbsp;&nbsp;Japan | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 12/20/32 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 3500000 | &nbsp;&nbsp;&nbsp;&nbsp; 23514 |
| &nbsp;&nbsp;&nbsp;Japan | 1.700% | &nbsp;&nbsp;&nbsp;&nbsp; 12/20/32 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 6254400 | &nbsp;&nbsp;&nbsp;&nbsp; 45862 |
| &nbsp;&nbsp;&nbsp;Japan | 1.800% | &nbsp;&nbsp;&nbsp;&nbsp; 12/20/32 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 4074450 | &nbsp;&nbsp;&nbsp;&nbsp; 30084 |
| &nbsp;&nbsp;&nbsp;Japan | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/20/33 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 5007450 | &nbsp;&nbsp;&nbsp;&nbsp; 33541 |
| &nbsp;&nbsp;&nbsp;Japan | 1.100% | &nbsp;&nbsp;&nbsp;&nbsp; 3/20/33 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 800000 | &nbsp;&nbsp;&nbsp;&nbsp; 5612 |

---

------

Total International Bond Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;&nbsp;&nbsp;Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| &nbsp;&nbsp;&nbsp;Japan | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/20/33 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 6311250 | &nbsp;&nbsp;&nbsp;&nbsp; 45606 |
| &nbsp;&nbsp;&nbsp;Japan | 1.600% | &nbsp;&nbsp;&nbsp;&nbsp; 3/20/33 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 5101150 | &nbsp;&nbsp;&nbsp;&nbsp; 37135 |
| &nbsp;&nbsp;&nbsp;Japan | 0.400% | &nbsp;&nbsp;&nbsp;&nbsp; 6/20/33 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 14355600 | &nbsp;&nbsp;&nbsp;&nbsp; 95000 |
| &nbsp;&nbsp;&nbsp;Japan | 1.700% | &nbsp;&nbsp;&nbsp;&nbsp; 6/20/33 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 1294250 | &nbsp;&nbsp;&nbsp;&nbsp; 9484 |
| &nbsp;&nbsp;&nbsp;Japan | 1.700% | &nbsp;&nbsp;&nbsp;&nbsp; 6/20/33 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 6138450 | &nbsp;&nbsp;&nbsp;&nbsp; 44980 |
| &nbsp;&nbsp;&nbsp;Japan | 0.800% | &nbsp;&nbsp;&nbsp;&nbsp; 9/20/33 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 16960050 | &nbsp;&nbsp;&nbsp;&nbsp; 115646 |
| &nbsp;&nbsp;&nbsp;Japan | 1.700% | &nbsp;&nbsp;&nbsp;&nbsp; 9/20/33 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 7838600 | &nbsp;&nbsp;&nbsp;&nbsp; 57373 |
| &nbsp;&nbsp;&nbsp;Japan | 0.600% | &nbsp;&nbsp;&nbsp;&nbsp; 12/20/33 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 21050000 | &nbsp;&nbsp;&nbsp;&nbsp; 140648 |
| &nbsp;&nbsp;&nbsp;Japan | 0.700% | &nbsp;&nbsp;&nbsp;&nbsp; 12/20/33 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 2000000 | &nbsp;&nbsp;&nbsp;&nbsp; 13407 |
| &nbsp;&nbsp;&nbsp;Japan | 1.600% | &nbsp;&nbsp;&nbsp;&nbsp; 12/20/33 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 7503300 | &nbsp;&nbsp;&nbsp;&nbsp; 54443 |
| &nbsp;&nbsp;&nbsp;Japan | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 12/20/33 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 256200 | &nbsp;&nbsp;&nbsp;&nbsp; 1918 |
| &nbsp;&nbsp;&nbsp;Japan | 0.800% | &nbsp;&nbsp;&nbsp;&nbsp; 3/20/34 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 20000000 | &nbsp;&nbsp;&nbsp;&nbsp; 135404 |
| &nbsp;&nbsp;&nbsp;Japan | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/20/34 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 3000000 | &nbsp;&nbsp;&nbsp;&nbsp; 20580 |
| &nbsp;&nbsp;&nbsp;Japan | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/20/34 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 5500000 | &nbsp;&nbsp;&nbsp;&nbsp; 39503 |
| &nbsp;&nbsp;&nbsp;Japan | 2.400% | &nbsp;&nbsp;&nbsp;&nbsp; 3/20/34 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 1895900 | &nbsp;&nbsp;&nbsp;&nbsp; 14617 |
| &nbsp;&nbsp;&nbsp;Japan | 1.100% | &nbsp;&nbsp;&nbsp;&nbsp; 6/20/34 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 27276250 | &nbsp;&nbsp;&nbsp;&nbsp; 188883 |
| &nbsp;&nbsp;&nbsp;Japan | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/20/34 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 8276150 | &nbsp;&nbsp;&nbsp;&nbsp; 59306 |
| &nbsp;&nbsp;&nbsp;Japan | 2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/20/34 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 1031450 | &nbsp;&nbsp;&nbsp;&nbsp; 8014 |
| &nbsp;&nbsp;&nbsp;Japan | 0.900% | &nbsp;&nbsp;&nbsp;&nbsp; 9/20/34 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 29000000 | &nbsp;&nbsp;&nbsp;&nbsp; 196588 |
| &nbsp;&nbsp;&nbsp;Japan | 1.400% | &nbsp;&nbsp;&nbsp;&nbsp; 9/20/34 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 11128950 | &nbsp;&nbsp;&nbsp;&nbsp; 78865 |
| &nbsp;&nbsp;&nbsp;Japan | 2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 9/20/34 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 1004950 | &nbsp;&nbsp;&nbsp;&nbsp; 7805 |
| &nbsp;&nbsp;&nbsp;Japan | 1.200% | &nbsp;&nbsp;&nbsp;&nbsp; 12/20/34 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 9566650 | &nbsp;&nbsp;&nbsp;&nbsp; 66414 |
| &nbsp;&nbsp;&nbsp;Japan | 1.200% | &nbsp;&nbsp;&nbsp;&nbsp; 12/20/34 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 9600000 | &nbsp;&nbsp;&nbsp;&nbsp; 66649 |
| &nbsp;&nbsp;&nbsp;Japan | 2.400% | &nbsp;&nbsp;&nbsp;&nbsp; 12/20/34 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 1178550 | &nbsp;&nbsp;&nbsp;&nbsp; 9075 |
| &nbsp;&nbsp;&nbsp;Japan | 1.200% | &nbsp;&nbsp;&nbsp;&nbsp; 3/20/35 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 10380300 | &nbsp;&nbsp;&nbsp;&nbsp; 71850 |
| &nbsp;&nbsp;&nbsp;Japan | 2.300% | &nbsp;&nbsp;&nbsp;&nbsp; 3/20/35 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 1281000 | &nbsp;&nbsp;&nbsp;&nbsp; 9774 |
| &nbsp;&nbsp;&nbsp;Japan | 1.300% | &nbsp;&nbsp;&nbsp;&nbsp; 6/20/35 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 7640850 | &nbsp;&nbsp;&nbsp;&nbsp; 53209 |
| &nbsp;&nbsp;&nbsp;Japan | 2.300% | &nbsp;&nbsp;&nbsp;&nbsp; 6/20/35 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 1834450 | &nbsp;&nbsp;&nbsp;&nbsp; 13986 |
| &nbsp;&nbsp;&nbsp;Japan | 1.200% | &nbsp;&nbsp;&nbsp;&nbsp; 9/20/35 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 9898000 | &nbsp;&nbsp;&nbsp;&nbsp; 68036 |
| &nbsp;&nbsp;&nbsp;Japan | 2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 9/20/35 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 512400 | &nbsp;&nbsp;&nbsp;&nbsp; 3972 |
| &nbsp;&nbsp;&nbsp;Japan | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 12/20/35 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 9160050 | &nbsp;&nbsp;&nbsp;&nbsp; 61465 |
| &nbsp;&nbsp;&nbsp;Japan | 2.300% | &nbsp;&nbsp;&nbsp;&nbsp; 12/20/35 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 1286150 | &nbsp;&nbsp;&nbsp;&nbsp; 9784 |
| &nbsp;&nbsp;&nbsp;Japan | 0.400% | &nbsp;&nbsp;&nbsp;&nbsp; 3/20/36 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 7584800 | &nbsp;&nbsp;&nbsp;&nbsp; 47519 |
| &nbsp;&nbsp;&nbsp;Japan | 2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/20/36 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 1131400 | &nbsp;&nbsp;&nbsp;&nbsp; 8758 |
| &nbsp;&nbsp;&nbsp;Japan | 0.200% | &nbsp;&nbsp;&nbsp;&nbsp; 6/20/36 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 7397900 | &nbsp;&nbsp;&nbsp;&nbsp; 45022 |
| &nbsp;&nbsp;&nbsp;Japan | 2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/20/36 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 2242950 | &nbsp;&nbsp;&nbsp;&nbsp; 17346 |
| &nbsp;&nbsp;&nbsp;Japan | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 9/20/36 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 13247850 | &nbsp;&nbsp;&nbsp;&nbsp; 83032 |
| &nbsp;&nbsp;&nbsp;Japan | 2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 9/20/36 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 307400 | &nbsp;&nbsp;&nbsp;&nbsp; 2375 |
| &nbsp;&nbsp;&nbsp;Japan | 0.600% | &nbsp;&nbsp;&nbsp;&nbsp; 12/20/36 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 11445400 | &nbsp;&nbsp;&nbsp;&nbsp; 72197 |
| &nbsp;&nbsp;&nbsp;Japan | 2.300% | &nbsp;&nbsp;&nbsp;&nbsp; 12/20/36 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 414050 | &nbsp;&nbsp;&nbsp;&nbsp; 3134 |
| &nbsp;&nbsp;&nbsp;Japan | 0.700% | &nbsp;&nbsp;&nbsp;&nbsp; 3/20/37 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 10055500 | &nbsp;&nbsp;&nbsp;&nbsp; 63839 |
| &nbsp;&nbsp;&nbsp;Japan | 2.400% | &nbsp;&nbsp;&nbsp;&nbsp; 3/20/37 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 1851850 | &nbsp;&nbsp;&nbsp;&nbsp; 14139 |
| &nbsp;&nbsp;&nbsp;Japan | 0.600% | &nbsp;&nbsp;&nbsp;&nbsp; 6/20/37 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 9009250 | &nbsp;&nbsp;&nbsp;&nbsp; 56209 |
| &nbsp;&nbsp;&nbsp;Japan | 0.600% | &nbsp;&nbsp;&nbsp;&nbsp; 9/20/37 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 11083150 | &nbsp;&nbsp;&nbsp;&nbsp; 68739 |
| &nbsp;&nbsp;&nbsp;Japan | 2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 9/20/37 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 1688650 | &nbsp;&nbsp;&nbsp;&nbsp; 12987 |
| &nbsp;&nbsp;&nbsp;Japan | 0.600% | &nbsp;&nbsp;&nbsp;&nbsp; 12/20/37 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 9556950 | &nbsp;&nbsp;&nbsp;&nbsp; 58944 |
| &nbsp;&nbsp;&nbsp;Japan | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/20/38 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 10475050 | &nbsp;&nbsp;&nbsp;&nbsp; 63349 |
| &nbsp;&nbsp;&nbsp;Japan | 2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/20/38 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 3134700 | &nbsp;&nbsp;&nbsp;&nbsp; 24030 |
| &nbsp;&nbsp;&nbsp;Japan | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/20/38 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 12818600 | &nbsp;&nbsp;&nbsp;&nbsp; 77016 |
| &nbsp;&nbsp;&nbsp;Japan | 0.700% | &nbsp;&nbsp;&nbsp;&nbsp; 9/20/38 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 11771800 | &nbsp;&nbsp;&nbsp;&nbsp; 72250 |
| &nbsp;&nbsp;&nbsp;Japan | 2.400% | &nbsp;&nbsp;&nbsp;&nbsp; 9/20/38 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 3072400 | &nbsp;&nbsp;&nbsp;&nbsp; 23204 |
| &nbsp;&nbsp;&nbsp;Japan | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 12/20/38 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 11990450 | &nbsp;&nbsp;&nbsp;&nbsp; 71125 |
| &nbsp;&nbsp;&nbsp;Japan | 0.400% | &nbsp;&nbsp;&nbsp;&nbsp; 3/20/39 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 11064900 | &nbsp;&nbsp;&nbsp;&nbsp; 64291 |
| &nbsp;&nbsp;&nbsp;Japan | 2.300% | &nbsp;&nbsp;&nbsp;&nbsp; 3/20/39 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 5549950 | &nbsp;&nbsp;&nbsp;&nbsp; 41276 |
| &nbsp;&nbsp;&nbsp;Japan | 0.300% | &nbsp;&nbsp;&nbsp;&nbsp; 6/20/39 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 11702400 | &nbsp;&nbsp;&nbsp;&nbsp; 66516 |
| &nbsp;&nbsp;&nbsp;Japan | 0.300% | &nbsp;&nbsp;&nbsp;&nbsp; 9/20/39 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 12042900 | &nbsp;&nbsp;&nbsp;&nbsp; 67963 |
| &nbsp;&nbsp;&nbsp;Japan | 2.200% | &nbsp;&nbsp;&nbsp;&nbsp; 9/20/39 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 5874850 | &nbsp;&nbsp;&nbsp;&nbsp; 42968 |
| &nbsp;&nbsp;&nbsp;Japan | 0.300% | &nbsp;&nbsp;&nbsp;&nbsp; 12/20/39 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 9787400 | &nbsp;&nbsp;&nbsp;&nbsp; 54855 |
| &nbsp;&nbsp;&nbsp;Japan | 0.400% | &nbsp;&nbsp;&nbsp;&nbsp; 3/20/40 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 12734200 | &nbsp;&nbsp;&nbsp;&nbsp; 72037 |
| &nbsp;&nbsp;&nbsp;Japan | 2.300% | &nbsp;&nbsp;&nbsp;&nbsp; 3/20/40 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 6626850 | &nbsp;&nbsp;&nbsp;&nbsp; 48894 |
| &nbsp;&nbsp;&nbsp;Japan | 0.400% | &nbsp;&nbsp;&nbsp;&nbsp; 6/20/40 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 14934450 | &nbsp;&nbsp;&nbsp;&nbsp; 83909 |
| &nbsp;&nbsp;&nbsp;Japan | 0.400% | &nbsp;&nbsp;&nbsp;&nbsp; 9/20/40 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 13926800 | &nbsp;&nbsp;&nbsp;&nbsp; 77681 |
| &nbsp;&nbsp;&nbsp;Japan | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/20/40 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 9206700 | &nbsp;&nbsp;&nbsp;&nbsp; 65045 |
| &nbsp;&nbsp;&nbsp;Japan | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 12/20/40 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 14647250 | &nbsp;&nbsp;&nbsp;&nbsp; 82488 |
| &nbsp;&nbsp;&nbsp;Japan | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/20/41 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 12965650 | &nbsp;&nbsp;&nbsp;&nbsp; 72583 |
| &nbsp;&nbsp;&nbsp;Japan | 2.200% | &nbsp;&nbsp;&nbsp;&nbsp; 3/20/41 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 8298700 | &nbsp;&nbsp;&nbsp;&nbsp; 59864 |
| &nbsp;&nbsp;&nbsp;Japan | 0.400% | &nbsp;&nbsp;&nbsp;&nbsp; 6/20/41 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 14576750 | &nbsp;&nbsp;&nbsp;&nbsp; 79653 |
| &nbsp;&nbsp;&nbsp;Japan | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 9/20/41 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 14702750 | &nbsp;&nbsp;&nbsp;&nbsp; 81179 |
| &nbsp;&nbsp;&nbsp;Japan | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/20/41 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 9808600 | &nbsp;&nbsp;&nbsp;&nbsp; 68461 |
| &nbsp;&nbsp;&nbsp;Japan | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 12/20/41 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 14086400 | &nbsp;&nbsp;&nbsp;&nbsp; 77282 |

---

------

Total International Bond Index Fund

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;&nbsp;&nbsp;Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Japan | 0.800% | &nbsp;&nbsp;&nbsp;&nbsp; 3/20/42 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 14733450 | &nbsp;&nbsp;&nbsp;&nbsp; 84766 |
|  | &nbsp;&nbsp;&nbsp;Japan | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/20/42 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 9954450 | &nbsp;&nbsp;&nbsp;&nbsp; 69148 |
|  | &nbsp;&nbsp;&nbsp;Japan | 0.900% | &nbsp;&nbsp;&nbsp;&nbsp; 6/20/42 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 13214000 | &nbsp;&nbsp;&nbsp;&nbsp; 76930 |
|  | &nbsp;&nbsp;&nbsp;Japan | 1.100% | &nbsp;&nbsp;&nbsp;&nbsp; 9/20/42 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 11040000 | &nbsp;&nbsp;&nbsp;&nbsp; 66183 |
|  | &nbsp;&nbsp;&nbsp;Japan | 1.900% | &nbsp;&nbsp;&nbsp;&nbsp; 9/20/42 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 12501050 | &nbsp;&nbsp;&nbsp;&nbsp; 85144 |
|  | &nbsp;&nbsp;&nbsp;Japan | 1.400% | &nbsp;&nbsp;&nbsp;&nbsp; 12/20/42 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 8462600 | &nbsp;&nbsp;&nbsp;&nbsp; 53122 |
|  | &nbsp;&nbsp;&nbsp;Japan | 1.100% | &nbsp;&nbsp;&nbsp;&nbsp; 3/20/43 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 10770000 | &nbsp;&nbsp;&nbsp;&nbsp; 63994 |
|  | &nbsp;&nbsp;&nbsp;Japan | 1.800% | &nbsp;&nbsp;&nbsp;&nbsp; 3/20/43 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 9454750 | &nbsp;&nbsp;&nbsp;&nbsp; 63042 |
|  | &nbsp;&nbsp;&nbsp;Japan | 1.100% | &nbsp;&nbsp;&nbsp;&nbsp; 6/20/43 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 11718150 | &nbsp;&nbsp;&nbsp;&nbsp; 69318 |
|  | &nbsp;&nbsp;&nbsp;Japan | 1.900% | &nbsp;&nbsp;&nbsp;&nbsp; 6/20/43 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 6897750 | &nbsp;&nbsp;&nbsp;&nbsp; 46590 |
|  | &nbsp;&nbsp;&nbsp;Japan | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 9/20/43 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 12446350 | &nbsp;&nbsp;&nbsp;&nbsp; 78588 |
|  | &nbsp;&nbsp;&nbsp;Japan | 1.800% | &nbsp;&nbsp;&nbsp;&nbsp; 9/20/43 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 5721800 | &nbsp;&nbsp;&nbsp;&nbsp; 37931 |
|  | &nbsp;&nbsp;&nbsp;Japan | 1.300% | &nbsp;&nbsp;&nbsp;&nbsp; 12/20/43 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 11000000 | &nbsp;&nbsp;&nbsp;&nbsp; 66795 |
|  | &nbsp;&nbsp;&nbsp;Japan | 1.700% | &nbsp;&nbsp;&nbsp;&nbsp; 12/20/43 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 5589800 | &nbsp;&nbsp;&nbsp;&nbsp; 36326 |
|  | &nbsp;&nbsp;&nbsp;Japan | 1.600% | &nbsp;&nbsp;&nbsp;&nbsp; 3/20/44 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 10500000 | &nbsp;&nbsp;&nbsp;&nbsp; 66889 |
|  | &nbsp;&nbsp;&nbsp;Japan | 1.700% | &nbsp;&nbsp;&nbsp;&nbsp; 3/20/44 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 5946700 | &nbsp;&nbsp;&nbsp;&nbsp; 38532 |
|  | &nbsp;&nbsp;&nbsp;Japan | 1.700% | &nbsp;&nbsp;&nbsp;&nbsp; 6/20/44 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 4962200 | &nbsp;&nbsp;&nbsp;&nbsp; 32039 |
|  | &nbsp;&nbsp;&nbsp;Japan | 1.900% | &nbsp;&nbsp;&nbsp;&nbsp; 6/20/44 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 10583450 | &nbsp;&nbsp;&nbsp;&nbsp; 70638 |
|  | &nbsp;&nbsp;&nbsp;Japan | 1.700% | &nbsp;&nbsp;&nbsp;&nbsp; 9/20/44 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 5165800 | &nbsp;&nbsp;&nbsp;&nbsp; 33264 |
|  | &nbsp;&nbsp;&nbsp;Japan | 1.800% | &nbsp;&nbsp;&nbsp;&nbsp; 9/20/44 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 10500000 | &nbsp;&nbsp;&nbsp;&nbsp; 68785 |
|  | &nbsp;&nbsp;&nbsp;Japan | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 12/20/44 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 2986800 | &nbsp;&nbsp;&nbsp;&nbsp; 18523 |
|  | &nbsp;&nbsp;&nbsp;Japan | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 12/20/44 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 6000000 | &nbsp;&nbsp;&nbsp;&nbsp; 40512 |
|  | &nbsp;&nbsp;&nbsp;Japan | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/20/45 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 6954900 | &nbsp;&nbsp;&nbsp;&nbsp; 42972 |
|  | &nbsp;&nbsp;&nbsp;Japan | 2.400% | &nbsp;&nbsp;&nbsp;&nbsp; 3/20/45 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 1000000 | &nbsp;&nbsp;&nbsp;&nbsp; 7197 |
|  | &nbsp;&nbsp;&nbsp;Japan | 1.600% | &nbsp;&nbsp;&nbsp;&nbsp; 6/20/45 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 3205100 | &nbsp;&nbsp;&nbsp;&nbsp; 20106 |
|  | &nbsp;&nbsp;&nbsp;Japan | 1.400% | &nbsp;&nbsp;&nbsp;&nbsp; 9/20/45 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 3165500 | &nbsp;&nbsp;&nbsp;&nbsp; 19066 |
|  | &nbsp;&nbsp;&nbsp;Japan | 1.400% | &nbsp;&nbsp;&nbsp;&nbsp; 12/20/45 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 4272150 | &nbsp;&nbsp;&nbsp;&nbsp; 25631 |
|  | &nbsp;&nbsp;&nbsp;Japan | 0.800% | &nbsp;&nbsp;&nbsp;&nbsp; 3/20/46 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 6612650 | &nbsp;&nbsp;&nbsp;&nbsp; 34937 |
|  | &nbsp;&nbsp;&nbsp;Japan | 0.300% | &nbsp;&nbsp;&nbsp;&nbsp; 6/20/46 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 5982000 | &nbsp;&nbsp;&nbsp;&nbsp; 27947 |
|  | &nbsp;&nbsp;&nbsp;Japan | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 9/20/46 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 6827950 | &nbsp;&nbsp;&nbsp;&nbsp; 33285 |
|  | &nbsp;&nbsp;&nbsp;Japan | 0.600% | &nbsp;&nbsp;&nbsp;&nbsp; 12/20/46 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 5607150 | &nbsp;&nbsp;&nbsp;&nbsp; 27813 |
|  | &nbsp;&nbsp;&nbsp;Japan | 0.800% | &nbsp;&nbsp;&nbsp;&nbsp; 3/20/47 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 5638400 | &nbsp;&nbsp;&nbsp;&nbsp; 29159 |
|  | &nbsp;&nbsp;&nbsp;Japan | 0.800% | &nbsp;&nbsp;&nbsp;&nbsp; 6/20/47 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 5115400 | &nbsp;&nbsp;&nbsp;&nbsp; 26293 |
|  | &nbsp;&nbsp;&nbsp;Japan | 0.800% | &nbsp;&nbsp;&nbsp;&nbsp; 9/20/47 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 6227600 | &nbsp;&nbsp;&nbsp;&nbsp; 31836 |
|  | &nbsp;&nbsp;&nbsp;Japan | 0.800% | &nbsp;&nbsp;&nbsp;&nbsp; 12/20/47 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 6082550 | &nbsp;&nbsp;&nbsp;&nbsp; 30909 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Japan | 0.800% | &nbsp;&nbsp;&nbsp;&nbsp; 3/20/48 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 3814200 | &nbsp;&nbsp;&nbsp;&nbsp; 19285 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Japan | 2.400% | &nbsp;&nbsp;&nbsp;&nbsp; 3/20/48 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 1209950 | &nbsp;&nbsp;&nbsp;&nbsp; 8492 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Japan | 0.700% | &nbsp;&nbsp;&nbsp;&nbsp; 6/20/48 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 7192400 | &nbsp;&nbsp;&nbsp;&nbsp; 35238 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Japan | 0.900% | &nbsp;&nbsp;&nbsp;&nbsp; 9/20/48 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 4363500 | &nbsp;&nbsp;&nbsp;&nbsp; 22348 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Japan | 0.700% | &nbsp;&nbsp;&nbsp;&nbsp; 12/20/48 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 5466600 | &nbsp;&nbsp;&nbsp;&nbsp; 26492 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Japan | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/20/49 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 5526050 | &nbsp;&nbsp;&nbsp;&nbsp; 25235 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Japan | 2.200% | &nbsp;&nbsp;&nbsp;&nbsp; 3/20/49 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 2632650 | &nbsp;&nbsp;&nbsp;&nbsp; 17663 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Japan | 0.400% | &nbsp;&nbsp;&nbsp;&nbsp; 6/20/49 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 6198550 | &nbsp;&nbsp;&nbsp;&nbsp; 27326 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Japan | 0.400% | &nbsp;&nbsp;&nbsp;&nbsp; 9/20/49 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 2998950 | &nbsp;&nbsp;&nbsp;&nbsp; 13132 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Japan | 0.400% | &nbsp;&nbsp;&nbsp;&nbsp; 12/20/49 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 8540250 | &nbsp;&nbsp;&nbsp;&nbsp; 37132 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Japan | 0.400% | &nbsp;&nbsp;&nbsp;&nbsp; 3/20/50 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 8362550 | &nbsp;&nbsp;&nbsp;&nbsp; 36079 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Japan | 2.200% | &nbsp;&nbsp;&nbsp;&nbsp; 3/20/50 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 1597800 | &nbsp;&nbsp;&nbsp;&nbsp; 10617 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Japan | 0.600% | &nbsp;&nbsp;&nbsp;&nbsp; 6/20/50 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 9658350 | &nbsp;&nbsp;&nbsp;&nbsp; 43800 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Japan | 0.600% | &nbsp;&nbsp;&nbsp;&nbsp; 9/20/50 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 10050000 | &nbsp;&nbsp;&nbsp;&nbsp; 45259 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Japan | 0.700% | &nbsp;&nbsp;&nbsp;&nbsp; 12/20/50 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 10375450 | &nbsp;&nbsp;&nbsp;&nbsp; 47756 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Japan | 0.700% | &nbsp;&nbsp;&nbsp;&nbsp; 3/20/51 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 9903400 | &nbsp;&nbsp;&nbsp;&nbsp; 45235 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Japan | 2.200% | &nbsp;&nbsp;&nbsp;&nbsp; 3/20/51 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 4574950 | &nbsp;&nbsp;&nbsp;&nbsp; 29952 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Japan | 0.700% | &nbsp;&nbsp;&nbsp;&nbsp; 6/20/51 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 9096800 | &nbsp;&nbsp;&nbsp;&nbsp; 41222 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Japan | 0.700% | &nbsp;&nbsp;&nbsp;&nbsp; 9/20/51 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 10410300 | &nbsp;&nbsp;&nbsp;&nbsp; 46920 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Japan | 0.700% | &nbsp;&nbsp;&nbsp;&nbsp; 12/20/51 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 11380100 | &nbsp;&nbsp;&nbsp;&nbsp; 51008 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Japan | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/20/52 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 10784000 | &nbsp;&nbsp;&nbsp;&nbsp; 52408 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Japan | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/20/52 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 6967350 | &nbsp;&nbsp;&nbsp;&nbsp; 43228 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Japan | 1.300% | &nbsp;&nbsp;&nbsp;&nbsp; 6/20/52 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 7613400 | &nbsp;&nbsp;&nbsp;&nbsp; 39925 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Japan | 1.400% | &nbsp;&nbsp;&nbsp;&nbsp; 9/20/52 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 9755000 | &nbsp;&nbsp;&nbsp;&nbsp; 52287 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Japan | 1.600% | &nbsp;&nbsp;&nbsp;&nbsp; 12/20/52 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 8884550 | &nbsp;&nbsp;&nbsp;&nbsp; 49860 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Japan | 1.400% | &nbsp;&nbsp;&nbsp;&nbsp; 3/20/53 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 10692950 | &nbsp;&nbsp;&nbsp;&nbsp; 56925 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Japan | 1.900% | &nbsp;&nbsp;&nbsp;&nbsp; 3/20/53 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 3782450 | &nbsp;&nbsp;&nbsp;&nbsp; 22731 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Japan | 1.200% | &nbsp;&nbsp;&nbsp;&nbsp; 6/20/53 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 10337000 | &nbsp;&nbsp;&nbsp;&nbsp; 51945 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Japan | 1.800% | &nbsp;&nbsp;&nbsp;&nbsp; 9/20/53 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 10001000 | &nbsp;&nbsp;&nbsp;&nbsp; 58404 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Japan | 1.600% | &nbsp;&nbsp;&nbsp;&nbsp; 12/20/53 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 10200000 | &nbsp;&nbsp;&nbsp;&nbsp; 56521 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Japan | 1.700% | &nbsp;&nbsp;&nbsp;&nbsp; 3/20/54 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 3676550 | &nbsp;&nbsp;&nbsp;&nbsp; 20828 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Japan | 1.800% | &nbsp;&nbsp;&nbsp;&nbsp; 3/20/54 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 11690000 | &nbsp;&nbsp;&nbsp;&nbsp; 67854 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Japan | 2.200% | &nbsp;&nbsp;&nbsp;&nbsp; 6/20/54 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 10412350 | &nbsp;&nbsp;&nbsp;&nbsp; 66212 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Japan | 2.100% | &nbsp;&nbsp;&nbsp;&nbsp; 9/20/54 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 9500000 | &nbsp;&nbsp;&nbsp;&nbsp; 59017 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Japan | 2.300% | &nbsp;&nbsp;&nbsp;&nbsp; 12/20/54 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 5500000 | &nbsp;&nbsp;&nbsp;&nbsp; 35620 |

---

------

Total International Bond Index Fund

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;&nbsp;&nbsp;Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Japan | 1.400% | &nbsp;&nbsp;&nbsp;&nbsp; 3/20/55 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 4276950 | &nbsp;&nbsp;&nbsp;&nbsp; 22213 |
|  | &nbsp;&nbsp;&nbsp;Japan | 2.400% | &nbsp;&nbsp;&nbsp;&nbsp; 3/20/55 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 1000000 | &nbsp;&nbsp;&nbsp;&nbsp; 6620 |
|  | &nbsp;&nbsp;&nbsp;Japan | 0.400% | &nbsp;&nbsp;&nbsp;&nbsp; 3/20/56 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 9966050 | &nbsp;&nbsp;&nbsp;&nbsp; 36573 |
|  | &nbsp;&nbsp;&nbsp;Japan | 0.900% | &nbsp;&nbsp;&nbsp;&nbsp; 3/20/57 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 9075400 | &nbsp;&nbsp;&nbsp;&nbsp; 39223 |
|  | &nbsp;&nbsp;&nbsp;Japan | 0.800% | &nbsp;&nbsp;&nbsp;&nbsp; 3/20/58 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 8618300 | &nbsp;&nbsp;&nbsp;&nbsp; 35256 |
|  | &nbsp;&nbsp;&nbsp;Japan | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/20/59 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 9807450 | &nbsp;&nbsp;&nbsp;&nbsp; 34759 |
|  | &nbsp;&nbsp;&nbsp;Japan | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/20/60 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 14834450 | &nbsp;&nbsp;&nbsp;&nbsp; 51291 |
|  | &nbsp;&nbsp;&nbsp;Japan | 0.700% | &nbsp;&nbsp;&nbsp;&nbsp; 3/20/61 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 14287800 | &nbsp;&nbsp;&nbsp;&nbsp; 52584 |
|  | &nbsp;&nbsp;&nbsp;Japan | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/20/62 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 13732700 | &nbsp;&nbsp;&nbsp;&nbsp; 55873 |
|  | &nbsp;&nbsp;&nbsp;Japan | 1.300% | &nbsp;&nbsp;&nbsp;&nbsp; 3/20/63 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 14679000 | &nbsp;&nbsp;&nbsp;&nbsp; 65637 |
|  | &nbsp;&nbsp;&nbsp;Japan | 2.200% | &nbsp;&nbsp;&nbsp;&nbsp; 3/20/64 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 12365200 | &nbsp;&nbsp;&nbsp;&nbsp; 72309 |
|  | &nbsp;&nbsp;&nbsp;Japan Bank for International Cooperation | 2.625% | &nbsp;&nbsp;&nbsp;&nbsp; 10/17/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7422 | &nbsp;&nbsp;&nbsp;&nbsp; 8449 |
|  | &nbsp;&nbsp;&nbsp;Japan Expressway Holding & Debt Repayment Agency | 2.280% | &nbsp;&nbsp;&nbsp;&nbsp; 4/20/27 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 30000 | &nbsp;&nbsp;&nbsp;&nbsp; 216 |
|  | &nbsp;&nbsp;&nbsp;Japan Expressway Holding & Debt Repayment Agency | 0.140% | &nbsp;&nbsp;&nbsp;&nbsp; 4/30/27 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 1216600 | &nbsp;&nbsp;&nbsp;&nbsp; 8400 |
|  | &nbsp;&nbsp;&nbsp;Japan Expressway Holding & Debt Repayment Agency | 0.110% | &nbsp;&nbsp;&nbsp;&nbsp; 5/31/27 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 5600 | &nbsp;&nbsp;&nbsp;&nbsp; 39 |
|  | &nbsp;&nbsp;&nbsp;Japan Expressway Holding & Debt Repayment Agency | 0.130% | &nbsp;&nbsp;&nbsp;&nbsp; 6/30/27 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 650400 | &nbsp;&nbsp;&nbsp;&nbsp; 4484 |
|  | &nbsp;&nbsp;&nbsp;Japan Expressway Holding & Debt Repayment Agency | 0.160% | &nbsp;&nbsp;&nbsp;&nbsp; 7/30/27 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 500000 | &nbsp;&nbsp;&nbsp;&nbsp; 3447 |
|  | &nbsp;&nbsp;&nbsp;Japan Expressway Holding & Debt Repayment Agency | 0.155% | &nbsp;&nbsp;&nbsp;&nbsp; 8/31/27 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 429700 | &nbsp;&nbsp;&nbsp;&nbsp; 2960 |
|  | &nbsp;&nbsp;&nbsp;Japan Expressway Holding & Debt Repayment Agency | 0.090% | &nbsp;&nbsp;&nbsp;&nbsp; 9/30/27 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 1521300 | &nbsp;&nbsp;&nbsp;&nbsp; 10456 |
|  | &nbsp;&nbsp;&nbsp;Japan Expressway Holding & Debt Repayment Agency | 2.340% | &nbsp;&nbsp;&nbsp;&nbsp; 10/20/27 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 640000 | &nbsp;&nbsp;&nbsp;&nbsp; 4637 |
|  | &nbsp;&nbsp;&nbsp;Japan Expressway Holding & Debt Repayment Agency | 0.170% | &nbsp;&nbsp;&nbsp;&nbsp; 10/29/27 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 614800 | &nbsp;&nbsp;&nbsp;&nbsp; 4231 |
|  | &nbsp;&nbsp;&nbsp;Japan Expressway Holding & Debt Repayment Agency | 0.160% | &nbsp;&nbsp;&nbsp;&nbsp; 11/30/27 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 307500 | &nbsp;&nbsp;&nbsp;&nbsp; 2114 |
|  | &nbsp;&nbsp;&nbsp;Japan Expressway Holding & Debt Repayment Agency | 2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 12/20/27 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 40000 | &nbsp;&nbsp;&nbsp;&nbsp; 290 |
|  | &nbsp;&nbsp;&nbsp;Japan Expressway Holding & Debt Repayment Agency | 0.185% | &nbsp;&nbsp;&nbsp;&nbsp; 1/31/28 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 379400 | &nbsp;&nbsp;&nbsp;&nbsp; 2607 |
|  | &nbsp;&nbsp;&nbsp;Japan Expressway Holding & Debt Repayment Agency | 0.155% | &nbsp;&nbsp;&nbsp;&nbsp; 5/31/28 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 100000 | &nbsp;&nbsp;&nbsp;&nbsp; 685 |
|  | &nbsp;&nbsp;&nbsp;Japan Expressway Holding & Debt Repayment Agency | 2.420% | &nbsp;&nbsp;&nbsp;&nbsp; 6/20/28 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 750000 | &nbsp;&nbsp;&nbsp;&nbsp; 5491 |
|  | &nbsp;&nbsp;&nbsp;Japan Expressway Holding & Debt Repayment Agency | 0.150% | &nbsp;&nbsp;&nbsp;&nbsp; 6/30/28 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 500000 | &nbsp;&nbsp;&nbsp;&nbsp; 3420 |
|  | &nbsp;&nbsp;&nbsp;Japan Expressway Holding & Debt Repayment Agency | 0.135% | &nbsp;&nbsp;&nbsp;&nbsp; 7/31/28 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 1000000 | &nbsp;&nbsp;&nbsp;&nbsp; 6830 |
|  | &nbsp;&nbsp;&nbsp;Japan Expressway Holding & Debt Repayment Agency | 2.370% | &nbsp;&nbsp;&nbsp;&nbsp; 9/20/28 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 330000 | &nbsp;&nbsp;&nbsp;&nbsp; 2419 |
|  | &nbsp;&nbsp;&nbsp;Japan Expressway Holding & Debt Repayment Agency | 2.410% | &nbsp;&nbsp;&nbsp;&nbsp; 4/20/29 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 620000 | &nbsp;&nbsp;&nbsp;&nbsp; 4578 |
|  | &nbsp;&nbsp;&nbsp;Japan Expressway Holding & Debt Repayment Agency | 2.100% | &nbsp;&nbsp;&nbsp;&nbsp; 12/28/29 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 100000 | &nbsp;&nbsp;&nbsp;&nbsp; 735 |
|  | &nbsp;&nbsp;&nbsp;Japan Expressway Holding & Debt Repayment Agency | 1.427% | &nbsp;&nbsp;&nbsp;&nbsp; 7/31/34 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 1406 |
|  | &nbsp;&nbsp;&nbsp;Japan Expressway Holding & Debt Repayment Agency | 1.338% | &nbsp;&nbsp;&nbsp;&nbsp; 10/31/34 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 100000 | &nbsp;&nbsp;&nbsp;&nbsp; 696 |
|  | &nbsp;&nbsp;&nbsp;Japan Expressway Holding & Debt Repayment Agency | 0.970% | &nbsp;&nbsp;&nbsp;&nbsp; 1/31/35 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 1000000 | &nbsp;&nbsp;&nbsp;&nbsp; 6699 |
|  | &nbsp;&nbsp;&nbsp;Japan Expressway Holding & Debt Repayment Agency | 1.240% | &nbsp;&nbsp;&nbsp;&nbsp; 7/31/35 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 1365 |
|  | &nbsp;&nbsp;&nbsp;Japan Expressway Holding & Debt Repayment Agency | 2.700% | &nbsp;&nbsp;&nbsp;&nbsp; 9/20/35 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 100000 | &nbsp;&nbsp;&nbsp;&nbsp; 775 |
|  | &nbsp;&nbsp;&nbsp;Japan Expressway Holding & Debt Repayment Agency | 1.119% | &nbsp;&nbsp;&nbsp;&nbsp; 10/31/35 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 300000 | &nbsp;&nbsp;&nbsp;&nbsp; 2018 |
|  | &nbsp;&nbsp;&nbsp;Japan Expressway Holding & Debt Repayment Agency | 0.934% | &nbsp;&nbsp;&nbsp;&nbsp; 1/31/36 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 1800000 | &nbsp;&nbsp;&nbsp;&nbsp; 11816 |
|  | &nbsp;&nbsp;&nbsp;Japan Expressway Holding & Debt Repayment Agency | 0.306% | &nbsp;&nbsp;&nbsp;&nbsp; 4/30/36 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 100000 | &nbsp;&nbsp;&nbsp;&nbsp; 610 |
|  | &nbsp;&nbsp;&nbsp;Japan Expressway Holding & Debt Repayment Agency | 0.149% | &nbsp;&nbsp;&nbsp;&nbsp; 7/31/36 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 1000000 | &nbsp;&nbsp;&nbsp;&nbsp; 5947 |
|  | &nbsp;&nbsp;&nbsp;Japan Expressway Holding & Debt Repayment Agency | 0.397% | &nbsp;&nbsp;&nbsp;&nbsp; 10/31/36 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 100000 | &nbsp;&nbsp;&nbsp;&nbsp; 609 |
|  | &nbsp;&nbsp;&nbsp;Japan Expressway Holding & Debt Repayment Agency | 0.591% | &nbsp;&nbsp;&nbsp;&nbsp; 1/29/38 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 1000000 | &nbsp;&nbsp;&nbsp;&nbsp; 6050 |
|  | &nbsp;&nbsp;&nbsp;Japan Expressway Holding & Debt Repayment Agency | 0.538% | &nbsp;&nbsp;&nbsp;&nbsp; 5/31/38 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 400000 | &nbsp;&nbsp;&nbsp;&nbsp; 2381 |
|  | &nbsp;&nbsp;&nbsp;Japan Expressway Holding & Debt Repayment Agency | 0.543% | &nbsp;&nbsp;&nbsp;&nbsp; 6/30/38 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 100000 | &nbsp;&nbsp;&nbsp;&nbsp; 596 |
|  | &nbsp;&nbsp;&nbsp;Japan Expressway Holding & Debt Repayment Agency | 0.625% | &nbsp;&nbsp;&nbsp;&nbsp; 8/31/38 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 300000 | &nbsp;&nbsp;&nbsp;&nbsp; 1799 |
|  | &nbsp;&nbsp;&nbsp;Japan Expressway Holding & Debt Repayment Agency | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 9/17/38 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 100000 | &nbsp;&nbsp;&nbsp;&nbsp; 582 |
|  | &nbsp;&nbsp;&nbsp;Japan Expressway Holding & Debt Repayment Agency | 0.625% | &nbsp;&nbsp;&nbsp;&nbsp; 9/30/38 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 800000 | &nbsp;&nbsp;&nbsp;&nbsp; 4789 |
|  | &nbsp;&nbsp;&nbsp;Japan Expressway Holding & Debt Repayment Agency | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/18/39 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 1148 |
|  | &nbsp;&nbsp;&nbsp;Japan Expressway Holding & Debt Repayment Agency | 2.300% | &nbsp;&nbsp;&nbsp;&nbsp; 2/29/40 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 100000 | &nbsp;&nbsp;&nbsp;&nbsp; 728 |
|  | &nbsp;&nbsp;&nbsp;Japan Expressway Holding & Debt Repayment Agency | 2.960% | &nbsp;&nbsp;&nbsp;&nbsp; 3/19/46 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 270000 | &nbsp;&nbsp;&nbsp;&nbsp; 2030 |
|  | &nbsp;&nbsp;&nbsp;Japan Expressway Holding & Debt Repayment Agency | 2.870% | &nbsp;&nbsp;&nbsp;&nbsp; 12/20/46 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 70000 | &nbsp;&nbsp;&nbsp;&nbsp; 517 |
|  | &nbsp;&nbsp;&nbsp;Japan Expressway Holding & Debt Repayment Agency | 2.700% | &nbsp;&nbsp;&nbsp;&nbsp; 3/20/48 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 1050000 | &nbsp;&nbsp;&nbsp;&nbsp; 7422 |
|  | &nbsp;&nbsp;&nbsp;Japan Expressway Holding & Debt Repayment Agency | 0.730% | &nbsp;&nbsp;&nbsp;&nbsp; 4/30/48 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 100000 | &nbsp;&nbsp;&nbsp;&nbsp; 484 |
|  | &nbsp;&nbsp;&nbsp;Japan Expressway Holding & Debt Repayment Agency | 0.686% | &nbsp;&nbsp;&nbsp;&nbsp; 7/31/48 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 100000 | &nbsp;&nbsp;&nbsp;&nbsp; 476 |
|  | &nbsp;&nbsp;&nbsp;Japan Expressway Holding & Debt Repayment Agency | 0.542% | &nbsp;&nbsp;&nbsp;&nbsp; 5/31/49 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 300000 | &nbsp;&nbsp;&nbsp;&nbsp; 1344 |
|  | &nbsp;&nbsp;&nbsp;Japan Expressway Holding & Debt Repayment Agency | 0.297% | &nbsp;&nbsp;&nbsp;&nbsp; 9/30/49 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 825 |
|  | &nbsp;&nbsp;&nbsp;Japan Expressway Holding & Debt Repayment Agency | 0.422% | &nbsp;&nbsp;&nbsp;&nbsp; 12/28/49 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 500000 | &nbsp;&nbsp;&nbsp;&nbsp; 2128 |
|  | &nbsp;&nbsp;&nbsp;Japan Expressway Holding & Debt Repayment Agency | 0.306% | &nbsp;&nbsp;&nbsp;&nbsp; 3/31/50 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 100000 | &nbsp;&nbsp;&nbsp;&nbsp; 408 |
|  | &nbsp;&nbsp;&nbsp;Japan Expressway Holding & Debt Repayment Agency | 1.861% | &nbsp;&nbsp;&nbsp;&nbsp; 3/19/55 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 1220000 | &nbsp;&nbsp;&nbsp;&nbsp; 6718 |
|  | &nbsp;&nbsp;&nbsp;Japan Expressway Holding & Debt Repayment Agency | 1.866% | &nbsp;&nbsp;&nbsp;&nbsp; 3/19/55 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 140000 | &nbsp;&nbsp;&nbsp;&nbsp; 772 |
|  | &nbsp;&nbsp;&nbsp;Japan Expressway Holding & Debt Repayment Agency | 1.291% | &nbsp;&nbsp;&nbsp;&nbsp; 3/19/57 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 50000 | &nbsp;&nbsp;&nbsp;&nbsp; 225 |
|  | &nbsp;&nbsp;&nbsp;Japan Finance Organization for Municipalities | 0.140% | &nbsp;&nbsp;&nbsp;&nbsp; 4/16/27 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 128000 | &nbsp;&nbsp;&nbsp;&nbsp; 884 |
|  | &nbsp;&nbsp;&nbsp;Japan Finance Organization for Municipalities | 0.110% | &nbsp;&nbsp;&nbsp;&nbsp; 5/21/27 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 768600 | &nbsp;&nbsp;&nbsp;&nbsp; 5302 |
|  | &nbsp;&nbsp;&nbsp;Japan Finance Organization for Municipalities | 0.130% | &nbsp;&nbsp;&nbsp;&nbsp; 6/14/27 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 600000 | &nbsp;&nbsp;&nbsp;&nbsp; 4139 |
|  | &nbsp;&nbsp;&nbsp;Japan Finance Organization for Municipalities | 2.320% | &nbsp;&nbsp;&nbsp;&nbsp; 6/18/27 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 300000 | &nbsp;&nbsp;&nbsp;&nbsp; 2163 |
|  | &nbsp;&nbsp;&nbsp;Japan Finance Organization for Municipalities | 0.160% | &nbsp;&nbsp;&nbsp;&nbsp; 7/16/27 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 542400 | &nbsp;&nbsp;&nbsp;&nbsp; 3742 |
|  | &nbsp;&nbsp;&nbsp;Japan Finance Organization for Municipalities | 0.090% | &nbsp;&nbsp;&nbsp;&nbsp; 9/17/27 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 100000 | &nbsp;&nbsp;&nbsp;&nbsp; 688 |
|  | &nbsp;&nbsp;&nbsp;Japan Finance Organization for Municipalities | 0.170% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 512400 | &nbsp;&nbsp;&nbsp;&nbsp; 3529 |
|  | &nbsp;&nbsp;&nbsp;Japan Finance Organization for Municipalities | 0.160% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 1024800 | &nbsp;&nbsp;&nbsp;&nbsp; 7051 |
|  | &nbsp;&nbsp;&nbsp;Japan Finance Organization for Municipalities | 0.155% | &nbsp;&nbsp;&nbsp;&nbsp; 12/17/27 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 400000 | &nbsp;&nbsp;&nbsp;&nbsp; 2750 |

---

------

Total International Bond Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;&nbsp;&nbsp;Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| &nbsp;&nbsp;&nbsp;Japan Finance Organization for Municipalities | 0.185% | &nbsp;&nbsp;&nbsp;&nbsp; 1/21/28 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 1024800 | &nbsp;&nbsp;&nbsp;&nbsp; 7045 |
| &nbsp;&nbsp;&nbsp;Japan Finance Organization for Municipalities | 0.195% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 22500 | &nbsp;&nbsp;&nbsp;&nbsp; 155 |
| &nbsp;&nbsp;&nbsp;Japan Finance Organization for Municipalities | 2.290% | &nbsp;&nbsp;&nbsp;&nbsp; 4/25/28 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 290000 | &nbsp;&nbsp;&nbsp;&nbsp; 2111 |
| &nbsp;&nbsp;&nbsp;Japan Finance Organization for Municipalities | 0.494% | &nbsp;&nbsp;&nbsp;&nbsp; 7/28/28 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 1000000 | &nbsp;&nbsp;&nbsp;&nbsp; 6913 |
| &nbsp;&nbsp;&nbsp;Japan Finance Organization for Municipalities | 0.450% | &nbsp;&nbsp;&nbsp;&nbsp; 9/27/28 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 1000000 | &nbsp;&nbsp;&nbsp;&nbsp; 6895 |
| &nbsp;&nbsp;&nbsp;Japan Finance Organization for Municipalities | 2.290% | &nbsp;&nbsp;&nbsp;&nbsp; 4/27/29 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 30000 | &nbsp;&nbsp;&nbsp;&nbsp; 220 |
| &nbsp;&nbsp;&nbsp;Japan Finance Organization for Municipalities | 2.266% | &nbsp;&nbsp;&nbsp;&nbsp; 8/28/29 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 100000 | &nbsp;&nbsp;&nbsp;&nbsp; 736 |
| &nbsp;&nbsp;&nbsp;Japan Finance Organization for Municipalities | 2.220% | &nbsp;&nbsp;&nbsp;&nbsp; 1/28/30 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 1150000 | &nbsp;&nbsp;&nbsp;&nbsp; 8478 |
| &nbsp;&nbsp;&nbsp;Japan Finance Organization for Municipalities | 0.160% | &nbsp;&nbsp;&nbsp;&nbsp; 8/28/30 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 1000000 | &nbsp;&nbsp;&nbsp;&nbsp; 6662 |
| &nbsp;&nbsp;&nbsp;Japan Finance Organization for Municipalities | 0.145% | &nbsp;&nbsp;&nbsp;&nbsp; 9/27/30 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 1330 |
| &nbsp;&nbsp;&nbsp;Japan Finance Organization for Municipalities | 0.145% | &nbsp;&nbsp;&nbsp;&nbsp; 11/28/30 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 1200000 | &nbsp;&nbsp;&nbsp;&nbsp; 7967 |
| &nbsp;&nbsp;&nbsp;Japan Finance Organization for Municipalities | 0.224% | &nbsp;&nbsp;&nbsp;&nbsp; 3/28/31 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 900000 | &nbsp;&nbsp;&nbsp;&nbsp; 5969 |
| &nbsp;&nbsp;&nbsp;Japan Finance Organization for Municipalities | 0.160% | &nbsp;&nbsp;&nbsp;&nbsp; 5/28/31 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 700000 | &nbsp;&nbsp;&nbsp;&nbsp; 4613 |
| &nbsp;&nbsp;&nbsp;Japan Finance Organization for Municipalities | 2.030% | &nbsp;&nbsp;&nbsp;&nbsp; 6/27/31 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 90000 | &nbsp;&nbsp;&nbsp;&nbsp; 664 |
| &nbsp;&nbsp;&nbsp;Japan Finance Organization for Municipalities | 0.681% | &nbsp;&nbsp;&nbsp;&nbsp; 6/28/33 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 100000 | &nbsp;&nbsp;&nbsp;&nbsp; 667 |
| &nbsp;&nbsp;&nbsp;Japan Finance Organization for Municipalities | 0.788% | &nbsp;&nbsp;&nbsp;&nbsp; 8/26/33 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 1343 |
| &nbsp;&nbsp;&nbsp;Japan Finance Organization for Municipalities | 2.950% | &nbsp;&nbsp;&nbsp;&nbsp; 3/24/34 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 150000 | &nbsp;&nbsp;&nbsp;&nbsp; 1187 |
| &nbsp;&nbsp;&nbsp;Japan Highway Public Corp. | 2.660% | &nbsp;&nbsp;&nbsp;&nbsp; 12/20/34 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 1549 |
| &nbsp;&nbsp;&nbsp;Japan Housing Finance Agency | 0.060% | &nbsp;&nbsp;&nbsp;&nbsp; 7/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 1000000 | &nbsp;&nbsp;&nbsp;&nbsp; 6934 |
| &nbsp;&nbsp;&nbsp;Japan Housing Finance Agency | 0.075% | &nbsp;&nbsp;&nbsp;&nbsp; 10/20/26 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 2130000 | &nbsp;&nbsp;&nbsp;&nbsp; 14741 |
| &nbsp;&nbsp;&nbsp;Japan Housing Finance Agency | 0.658% | &nbsp;&nbsp;&nbsp;&nbsp; 3/19/49 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 1000000 | &nbsp;&nbsp;&nbsp;&nbsp; 4522 |
| &nbsp;&nbsp;&nbsp;Japan Housing Finance Agency | 0.547% | &nbsp;&nbsp;&nbsp;&nbsp; 3/18/50 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 370000 | &nbsp;&nbsp;&nbsp;&nbsp; 1577 |
| &nbsp;&nbsp;&nbsp;Kanagawa Prefecture | 0.400% | &nbsp;&nbsp;&nbsp;&nbsp; 6/20/41 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 100000 | &nbsp;&nbsp;&nbsp;&nbsp; 533 |
| &nbsp;&nbsp;&nbsp;Major Joint Local Government Bond | 0.060% | &nbsp;&nbsp;&nbsp;&nbsp; 8/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 22500 | &nbsp;&nbsp;&nbsp;&nbsp; 156 |
| &nbsp;&nbsp;&nbsp;Major Joint Local Government Bond | 0.060% | &nbsp;&nbsp;&nbsp;&nbsp; 10/23/26 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 14900 | &nbsp;&nbsp;&nbsp;&nbsp; 103 |
| &nbsp;&nbsp;&nbsp;Major Joint Local Government Bond | 0.050% | &nbsp;&nbsp;&nbsp;&nbsp; 11/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 600000 | &nbsp;&nbsp;&nbsp;&nbsp; 4150 |
| &nbsp;&nbsp;&nbsp;Major Joint Local Government Bond | 0.145% | &nbsp;&nbsp;&nbsp;&nbsp; 12/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 1690900 | &nbsp;&nbsp;&nbsp;&nbsp; 11701 |
| &nbsp;&nbsp;&nbsp;Major Joint Local Government Bond | 0.180% | &nbsp;&nbsp;&nbsp;&nbsp; 1/25/27 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 1583300 | &nbsp;&nbsp;&nbsp;&nbsp; 10956 |
| &nbsp;&nbsp;&nbsp;Major Joint Local Government Bond | 0.245% | &nbsp;&nbsp;&nbsp;&nbsp; 2/25/27 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 871000 | &nbsp;&nbsp;&nbsp;&nbsp; 6030 |
| &nbsp;&nbsp;&nbsp;Major Joint Local Government Bond | 0.210% | &nbsp;&nbsp;&nbsp;&nbsp; 3/25/27 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 998100 | &nbsp;&nbsp;&nbsp;&nbsp; 6902 |
| &nbsp;&nbsp;&nbsp;Major Joint Local Government Bond | 0.215% | &nbsp;&nbsp;&nbsp;&nbsp; 10/25/27 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 406100 | &nbsp;&nbsp;&nbsp;&nbsp; 2800 |
| &nbsp;&nbsp;&nbsp;Major Joint Local Government Bond | 0.240% | &nbsp;&nbsp;&nbsp;&nbsp; 2/25/28 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 245400 | &nbsp;&nbsp;&nbsp;&nbsp; 1687 |
| &nbsp;&nbsp;&nbsp;Major Joint Local Government Bond | 0.180% | &nbsp;&nbsp;&nbsp;&nbsp; 4/25/28 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 2920700 | &nbsp;&nbsp;&nbsp;&nbsp; 20017 |
| &nbsp;&nbsp;&nbsp;Major Joint Local Government Bond | 0.200% | &nbsp;&nbsp;&nbsp;&nbsp; 5/25/28 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 456000 | &nbsp;&nbsp;&nbsp;&nbsp; 3125 |
| &nbsp;&nbsp;&nbsp;Major Joint Local Government Bond | 0.205% | &nbsp;&nbsp;&nbsp;&nbsp; 6/23/28 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 536000 | &nbsp;&nbsp;&nbsp;&nbsp; 3672 |
| &nbsp;&nbsp;&nbsp;Major Joint Local Government Bond | 0.175% | &nbsp;&nbsp;&nbsp;&nbsp; 7/25/28 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 22800 | &nbsp;&nbsp;&nbsp;&nbsp; 156 |
| &nbsp;&nbsp;&nbsp;Major Joint Local Government Bond | 0.245% | &nbsp;&nbsp;&nbsp;&nbsp; 8/25/28 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 267500 | &nbsp;&nbsp;&nbsp;&nbsp; 1832 |
| &nbsp;&nbsp;&nbsp;Major Joint Local Government Bond | 0.250% | &nbsp;&nbsp;&nbsp;&nbsp; 9/25/28 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 698100 | &nbsp;&nbsp;&nbsp;&nbsp; 4778 |
| &nbsp;&nbsp;&nbsp;Major Joint Local Government Bond | 0.269% | &nbsp;&nbsp;&nbsp;&nbsp; 10/25/28 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 93400 | &nbsp;&nbsp;&nbsp;&nbsp; 639 |
| &nbsp;&nbsp;&nbsp;Major Joint Local Government Bond | 0.264% | &nbsp;&nbsp;&nbsp;&nbsp; 11/24/28 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 100000 | &nbsp;&nbsp;&nbsp;&nbsp; 683 |
| &nbsp;&nbsp;&nbsp;Major Joint Local Government Bond | 0.160% | &nbsp;&nbsp;&nbsp;&nbsp; 1/25/29 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 825000 | &nbsp;&nbsp;&nbsp;&nbsp; 5609 |
| &nbsp;&nbsp;&nbsp;Major Joint Local Government Bond | 0.140% | &nbsp;&nbsp;&nbsp;&nbsp; 2/22/29 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 820000 | &nbsp;&nbsp;&nbsp;&nbsp; 5565 |
| &nbsp;&nbsp;&nbsp;Major Joint Local Government Bond | 0.100% | &nbsp;&nbsp;&nbsp;&nbsp; 4/25/29 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 1878900 | &nbsp;&nbsp;&nbsp;&nbsp; 12710 |
| &nbsp;&nbsp;&nbsp;Major Joint Local Government Bond | 0.060% | &nbsp;&nbsp;&nbsp;&nbsp; 8/24/29 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 1000000 | &nbsp;&nbsp;&nbsp;&nbsp; 6724 |
| &nbsp;&nbsp;&nbsp;Major Joint Local Government Bond | 0.050% | &nbsp;&nbsp;&nbsp;&nbsp; 9/25/29 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 25600 | &nbsp;&nbsp;&nbsp;&nbsp; 172 |
| &nbsp;&nbsp;&nbsp;Major Joint Local Government Bond | 0.050% | &nbsp;&nbsp;&nbsp;&nbsp; 10/25/29 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 1000000 | &nbsp;&nbsp;&nbsp;&nbsp; 6707 |
| &nbsp;&nbsp;&nbsp;Major Joint Local Government Bond | 0.070% | &nbsp;&nbsp;&nbsp;&nbsp; 11/22/29 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 2372100 | &nbsp;&nbsp;&nbsp;&nbsp; 15909 |
| &nbsp;&nbsp;&nbsp;Major Joint Local Government Bond | 0.095% | &nbsp;&nbsp;&nbsp;&nbsp; 2/25/30 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 15300 | &nbsp;&nbsp;&nbsp;&nbsp; 102 |
| &nbsp;&nbsp;&nbsp;Major Joint Local Government Bond | 0.135% | &nbsp;&nbsp;&nbsp;&nbsp; 4/25/30 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 2000000 | &nbsp;&nbsp;&nbsp;&nbsp; 13387 |
| &nbsp;&nbsp;&nbsp;Major Joint Local Government Bond | 0.150% | &nbsp;&nbsp;&nbsp;&nbsp; 6/25/30 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 512400 | &nbsp;&nbsp;&nbsp;&nbsp; 3426 |
| &nbsp;&nbsp;&nbsp;Major Joint Local Government Bond | 0.125% | &nbsp;&nbsp;&nbsp;&nbsp; 8/23/30 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 225500 | &nbsp;&nbsp;&nbsp;&nbsp; 1503 |
| &nbsp;&nbsp;&nbsp;Major Joint Local Government Bond | 0.150% | &nbsp;&nbsp;&nbsp;&nbsp; 9/25/30 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 75100 | &nbsp;&nbsp;&nbsp;&nbsp; 501 |
| &nbsp;&nbsp;&nbsp;Major Joint Local Government Bond | 0.125% | &nbsp;&nbsp;&nbsp;&nbsp; 10/25/30 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 1749400 | &nbsp;&nbsp;&nbsp;&nbsp; 11639 |
| &nbsp;&nbsp;&nbsp;Major Joint Local Government Bond | 0.120% | &nbsp;&nbsp;&nbsp;&nbsp; 11/25/30 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 833200 | &nbsp;&nbsp;&nbsp;&nbsp; 5535 |
| &nbsp;&nbsp;&nbsp;Major Joint Local Government Bond | 0.125% | &nbsp;&nbsp;&nbsp;&nbsp; 12/25/30 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 600000 | &nbsp;&nbsp;&nbsp;&nbsp; 3950 |
| &nbsp;&nbsp;&nbsp;Major Joint Local Government Bond | 0.130% | &nbsp;&nbsp;&nbsp;&nbsp; 1/24/31 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 500000 | &nbsp;&nbsp;&nbsp;&nbsp; 3317 |
| &nbsp;&nbsp;&nbsp;Major Joint Local Government Bond | 0.145% | &nbsp;&nbsp;&nbsp;&nbsp; 2/25/31 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 1368800 | &nbsp;&nbsp;&nbsp;&nbsp; 9082 |
| &nbsp;&nbsp;&nbsp;Major Joint Local Government Bond | 0.199% | &nbsp;&nbsp;&nbsp;&nbsp; 4/25/31 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 90100 | &nbsp;&nbsp;&nbsp;&nbsp; 599 |
| &nbsp;&nbsp;&nbsp;Major Joint Local Government Bond | 0.145% | &nbsp;&nbsp;&nbsp;&nbsp; 6/25/31 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 375800 | &nbsp;&nbsp;&nbsp;&nbsp; 2483 |
| &nbsp;&nbsp;&nbsp;Major Joint Local Government Bond | 0.095% | &nbsp;&nbsp;&nbsp;&nbsp; 7/25/31 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 1200000 | &nbsp;&nbsp;&nbsp;&nbsp; 7897 |
| &nbsp;&nbsp;&nbsp;Major Joint Local Government Bond | 0.070% | &nbsp;&nbsp;&nbsp;&nbsp; 8/25/31 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 1000000 | &nbsp;&nbsp;&nbsp;&nbsp; 6563 |
| &nbsp;&nbsp;&nbsp;Major Joint Local Government Bond | 0.115% | &nbsp;&nbsp;&nbsp;&nbsp; 9/25/31 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 1315 |
| &nbsp;&nbsp;&nbsp;Major Joint Local Government Bond | 0.110% | &nbsp;&nbsp;&nbsp;&nbsp; 12/25/31 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 1000000 | &nbsp;&nbsp;&nbsp;&nbsp; 6550 |
| &nbsp;&nbsp;&nbsp;Major Joint Local Government Bond | 0.179% | &nbsp;&nbsp;&nbsp;&nbsp; 1/23/32 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 330000 | &nbsp;&nbsp;&nbsp;&nbsp; 2169 |
| &nbsp;&nbsp;&nbsp;Major Joint Local Government Bond | 0.299% | &nbsp;&nbsp;&nbsp;&nbsp; 4/23/32 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 3763200 | &nbsp;&nbsp;&nbsp;&nbsp; 24856 |
| &nbsp;&nbsp;&nbsp;Major Joint Local Government Bond | 0.364% | &nbsp;&nbsp;&nbsp;&nbsp; 7/23/32 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 250000 | &nbsp;&nbsp;&nbsp;&nbsp; 1654 |
| &nbsp;&nbsp;&nbsp;Major Joint Local Government Bond | 0.315% | &nbsp;&nbsp;&nbsp;&nbsp; 8/25/32 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 250000 | &nbsp;&nbsp;&nbsp;&nbsp; 1645 |
| &nbsp;&nbsp;&nbsp;Major Joint Local Government Bond | 0.444% | &nbsp;&nbsp;&nbsp;&nbsp; 10/25/32 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 1000000 | &nbsp;&nbsp;&nbsp;&nbsp; 6632 |
| &nbsp;&nbsp;&nbsp;Major Joint Local Government Bond | 0.765% | &nbsp;&nbsp;&nbsp;&nbsp; 4/25/33 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 600000 | &nbsp;&nbsp;&nbsp;&nbsp; 4050 |
| &nbsp;&nbsp;&nbsp;Major Joint Local Government Bond | 0.590% | &nbsp;&nbsp;&nbsp;&nbsp; 7/25/33 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 300000 | &nbsp;&nbsp;&nbsp;&nbsp; 1990 |

---

------

Total International Bond Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;&nbsp;&nbsp;Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| &nbsp;&nbsp;&nbsp;Major Joint Local Government Bond | 0.778% | &nbsp;&nbsp;&nbsp;&nbsp; 8/25/33 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 100000 | &nbsp;&nbsp;&nbsp;&nbsp; 673 |
| &nbsp;&nbsp;&nbsp;Major Joint Local Government Bond | 0.846% | &nbsp;&nbsp;&nbsp;&nbsp; 11/25/33 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 600000 | &nbsp;&nbsp;&nbsp;&nbsp; 4046 |
| &nbsp;&nbsp;&nbsp;Major Joint Local Government Bond | 0.826% | &nbsp;&nbsp;&nbsp;&nbsp; 3/24/34 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 500000 | &nbsp;&nbsp;&nbsp;&nbsp; 3349 |
| &nbsp;&nbsp;&nbsp;Major Joint Local Government Bond | 0.856% | &nbsp;&nbsp;&nbsp;&nbsp; 4/25/34 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 1000000 | &nbsp;&nbsp;&nbsp;&nbsp; 6705 |
| &nbsp;&nbsp;&nbsp;Major Joint Local Government Bond | 0.986% | &nbsp;&nbsp;&nbsp;&nbsp; 5/25/34 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 500000 | &nbsp;&nbsp;&nbsp;&nbsp; 3386 |
| &nbsp;&nbsp;&nbsp;Major Joint Local Government Bond | 1.162% | &nbsp;&nbsp;&nbsp;&nbsp; 11/24/34 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 2000000 | &nbsp;&nbsp;&nbsp;&nbsp; 13661 |
| &nbsp;&nbsp;&nbsp;Major Joint Local Government Bond | 1.286% | &nbsp;&nbsp;&nbsp;&nbsp; 1/25/35 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 1100000 | &nbsp;&nbsp;&nbsp;&nbsp; 7585 |
| &nbsp;&nbsp;&nbsp;Nuclear Damage Compensation & Decommissioning Facilitation Corp. | 0.001% | &nbsp;&nbsp;&nbsp;&nbsp; 5/29/26 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 400000 | &nbsp;&nbsp;&nbsp;&nbsp; 2777 |
| &nbsp;&nbsp;&nbsp;Nuclear Damage Compensation & Decommissioning Facilitation Corp. | 0.225% | &nbsp;&nbsp;&nbsp;&nbsp; 11/30/26 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 600000 | &nbsp;&nbsp;&nbsp;&nbsp; 4162 |
| &nbsp;&nbsp;&nbsp;Nuclear Damage Compensation & Decommissioning Facilitation Corp. | 0.343% | &nbsp;&nbsp;&nbsp;&nbsp; 6/30/27 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 3000000 | &nbsp;&nbsp;&nbsp;&nbsp; 20823 |
| &nbsp;&nbsp;&nbsp;Osaka Prefecture | 1.453% | &nbsp;&nbsp;&nbsp;&nbsp; 9/26/34 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 140000 | &nbsp;&nbsp;&nbsp;&nbsp; 984 |
| &nbsp;&nbsp;&nbsp;Osaka Prefecture | 0.366% | &nbsp;&nbsp;&nbsp;&nbsp; 9/28/35 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 840000 | &nbsp;&nbsp;&nbsp;&nbsp; 5221 |
| &nbsp;&nbsp;&nbsp;Osaka Prefecture | 1.203% | &nbsp;&nbsp;&nbsp;&nbsp; 9/28/35 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 900000 | &nbsp;&nbsp;&nbsp;&nbsp; 6097 |
| &nbsp;&nbsp;&nbsp;Saitama Prefecture | 2.290% | &nbsp;&nbsp;&nbsp;&nbsp; 6/22/29 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 500000 | &nbsp;&nbsp;&nbsp;&nbsp; 3687 |
| &nbsp;&nbsp;&nbsp;Tokyo Metropolitan Government | 0.075% | &nbsp;&nbsp;&nbsp;&nbsp; 9/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 90900 | &nbsp;&nbsp;&nbsp;&nbsp; 630 |
| &nbsp;&nbsp;&nbsp;Tokyo Metropolitan Government | 0.210% | &nbsp;&nbsp;&nbsp;&nbsp; 3/19/27 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 1024800 | &nbsp;&nbsp;&nbsp;&nbsp; 7087 |
| &nbsp;&nbsp;&nbsp;Tokyo Metropolitan Government | 0.040% | &nbsp;&nbsp;&nbsp;&nbsp; 6/20/29 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 819900 | &nbsp;&nbsp;&nbsp;&nbsp; 5522 |
| &nbsp;&nbsp;&nbsp;Tokyo Metropolitan Government | 2.130% | &nbsp;&nbsp;&nbsp;&nbsp; 6/20/29 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 1465 |
| &nbsp;&nbsp;&nbsp;Tokyo Metropolitan Government | 0.095% | &nbsp;&nbsp;&nbsp;&nbsp; 9/20/30 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 1219200 | &nbsp;&nbsp;&nbsp;&nbsp; 8109 |
| &nbsp;&nbsp;&nbsp;Tokyo Metropolitan Government | 0.150% | &nbsp;&nbsp;&nbsp;&nbsp; 12/20/30 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 811700 | &nbsp;&nbsp;&nbsp;&nbsp; 5401 |
| &nbsp;&nbsp;&nbsp;Tokyo Metropolitan Government | 0.080% | &nbsp;&nbsp;&nbsp;&nbsp; 3/20/31 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 45000 | &nbsp;&nbsp;&nbsp;&nbsp; 297 |
| &nbsp;&nbsp;&nbsp;Tokyo Metropolitan Government | 1.980% | &nbsp;&nbsp;&nbsp;&nbsp; 6/20/31 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 480000 | &nbsp;&nbsp;&nbsp;&nbsp; 3539 |
| &nbsp;&nbsp;&nbsp;Tokyo Metropolitan Government | 1.293% | &nbsp;&nbsp;&nbsp;&nbsp; 6/20/35 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 440000 | &nbsp;&nbsp;&nbsp;&nbsp; 3020 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **12052398** |
| **Kazakhstan (0.0%)** | **Kazakhstan (0.0%)** | **Kazakhstan (0.0%)** |  |  |  |
| &nbsp;&nbsp;&nbsp;Republic of Kazakhstan | 2.375% | &nbsp;&nbsp;&nbsp;&nbsp; 11/9/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2387 | &nbsp;&nbsp;&nbsp;&nbsp; 2624 |
| **Latvia (0.1%)** | **Latvia (0.1%)** | **Latvia (0.1%)** |  |  |  |
| &nbsp;&nbsp;&nbsp;Republic of Latvia | 3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 3/25/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7659 | &nbsp;&nbsp;&nbsp;&nbsp; 8910 |
| &nbsp;&nbsp;&nbsp;Republic of Latvia | 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 1/17/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 23407 | &nbsp;&nbsp;&nbsp;&nbsp; 27214 |
| &nbsp;&nbsp;&nbsp;Republic of Latvia | 0.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/24/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 17000 | &nbsp;&nbsp;&nbsp;&nbsp; 17444 |
| &nbsp;&nbsp;&nbsp;Republic of Latvia | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/24/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 15108 | &nbsp;&nbsp;&nbsp;&nbsp; 16953 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **70521** |
| **Lithuania (0.1%)** | **Lithuania (0.1%)** | **Lithuania (0.1%)** |  |  |  |
| &nbsp;&nbsp;&nbsp;Republic of Lithuania | 2.125% | &nbsp;&nbsp;&nbsp;&nbsp; 10/29/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7072 | &nbsp;&nbsp;&nbsp;&nbsp; 7982 |
| &nbsp;&nbsp;&nbsp;Republic of Lithuania | 2.125% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 26805 | &nbsp;&nbsp;&nbsp;&nbsp; 28395 |
| &nbsp;&nbsp;&nbsp;Republic of Lithuania | 3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 6/14/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 11000 | &nbsp;&nbsp;&nbsp;&nbsp; 12983 |
| &nbsp;&nbsp;&nbsp;Republic of Lithuania | 3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 1/28/40 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 15000 | &nbsp;&nbsp;&nbsp;&nbsp; 16461 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **65821** |
| **Luxembourg (0.1%)** | **Luxembourg (0.1%)** | **Luxembourg (0.1%)** |  |  |  |
| &nbsp;&nbsp;&nbsp;State of the Grand-Duchy of Luxembourg | 0.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/24/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 14000 | &nbsp;&nbsp;&nbsp;&nbsp; 13736 |
| &nbsp;&nbsp;&nbsp;State of the Grand-Duchy of Luxembourg | 0.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/14/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 25000 | &nbsp;&nbsp;&nbsp;&nbsp; 23287 |
| &nbsp;&nbsp;&nbsp;State of the Grand-Duchy of Luxembourg | 2.875% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3010 | &nbsp;&nbsp;&nbsp;&nbsp; 3452 |
| &nbsp;&nbsp;&nbsp;State of the Grand-Duchy of Luxembourg | 2.625% | &nbsp;&nbsp;&nbsp;&nbsp; 10/23/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 12350 | &nbsp;&nbsp;&nbsp;&nbsp; 13807 |
| &nbsp;&nbsp;&nbsp;State of the Grand-Duchy of Luxembourg | 1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 5/25/42 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 14270 | &nbsp;&nbsp;&nbsp;&nbsp; 12899 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **67181** |
| **Malaysia (0.9%)** | **Malaysia (0.9%)** | **Malaysia (0.9%)** |  |  |  |
| &nbsp;&nbsp;&nbsp;Federation of Malaysia | 3.906% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;MYR | &nbsp;&nbsp; 118643 | &nbsp;&nbsp;&nbsp;&nbsp; 27745 |
| &nbsp;&nbsp;&nbsp;Federation of Malaysia | 3.900% | &nbsp;&nbsp;&nbsp;&nbsp; 11/30/26 | &nbsp;&nbsp;&nbsp;&nbsp;MYR | &nbsp;&nbsp; 67108 | &nbsp;&nbsp;&nbsp;&nbsp; 15730 |
| &nbsp;&nbsp;&nbsp;Federation of Malaysia | 3.892% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;MYR | &nbsp;&nbsp; 373 | &nbsp;&nbsp;&nbsp;&nbsp; 88 |
| &nbsp;&nbsp;&nbsp;Federation of Malaysia | 3.422% | &nbsp;&nbsp;&nbsp;&nbsp; 9/30/27 | &nbsp;&nbsp;&nbsp;&nbsp;MYR | &nbsp;&nbsp; 134278 | &nbsp;&nbsp;&nbsp;&nbsp; 31258 |
| &nbsp;&nbsp;&nbsp;Federation of Malaysia | 3.899% | &nbsp;&nbsp;&nbsp;&nbsp; 11/16/27 | &nbsp;&nbsp;&nbsp;&nbsp;MYR | &nbsp;&nbsp; 49502 | &nbsp;&nbsp;&nbsp;&nbsp; 11662 |
| &nbsp;&nbsp;&nbsp;Federation of Malaysia | 3.519% | &nbsp;&nbsp;&nbsp;&nbsp; 4/20/28 | &nbsp;&nbsp;&nbsp;&nbsp;MYR | &nbsp;&nbsp; 184370 | &nbsp;&nbsp;&nbsp;&nbsp; 43048 |
| &nbsp;&nbsp;&nbsp;Federation of Malaysia | 3.733% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;MYR | &nbsp;&nbsp; 130850 | &nbsp;&nbsp;&nbsp;&nbsp; 30720 |
| &nbsp;&nbsp;&nbsp;Federation of Malaysia | 3.871% | &nbsp;&nbsp;&nbsp;&nbsp; 8/8/28 | &nbsp;&nbsp;&nbsp;&nbsp;MYR | &nbsp;&nbsp; 2500 | &nbsp;&nbsp;&nbsp;&nbsp; 589 |
| &nbsp;&nbsp;&nbsp;Federation of Malaysia | 4.369% | &nbsp;&nbsp;&nbsp;&nbsp; 10/31/28 | &nbsp;&nbsp;&nbsp;&nbsp;MYR | &nbsp;&nbsp; 144150 | &nbsp;&nbsp;&nbsp;&nbsp; 34541 |
| &nbsp;&nbsp;&nbsp;Federation of Malaysia | 4.504% | &nbsp;&nbsp;&nbsp;&nbsp; 4/30/29 | &nbsp;&nbsp;&nbsp;&nbsp;MYR | &nbsp;&nbsp; 256000 | &nbsp;&nbsp;&nbsp;&nbsp; 61896 |
| &nbsp;&nbsp;&nbsp;Federation of Malaysia | 4.130% | &nbsp;&nbsp;&nbsp;&nbsp; 7/9/29 | &nbsp;&nbsp;&nbsp;&nbsp;MYR | &nbsp;&nbsp; 94390 | &nbsp;&nbsp;&nbsp;&nbsp; 22530 |
| &nbsp;&nbsp;&nbsp;Federation of Malaysia | 3.885% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;MYR | &nbsp;&nbsp; 77460 | &nbsp;&nbsp;&nbsp;&nbsp; 18330 |
| &nbsp;&nbsp;&nbsp;Federation of Malaysia | 4.498% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;MYR | &nbsp;&nbsp; 71702 | &nbsp;&nbsp;&nbsp;&nbsp; 17438 |
| &nbsp;&nbsp;&nbsp;Federation of Malaysia | 3.465% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;MYR | &nbsp;&nbsp; 139340 | &nbsp;&nbsp;&nbsp;&nbsp; 32319 |
| &nbsp;&nbsp;&nbsp;Federation of Malaysia | 2.632% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;MYR | &nbsp;&nbsp; 32034 | &nbsp;&nbsp;&nbsp;&nbsp; 7077 |
| &nbsp;&nbsp;&nbsp;Federation of Malaysia | 4.232% | &nbsp;&nbsp;&nbsp;&nbsp; 6/30/31 | &nbsp;&nbsp;&nbsp;&nbsp;MYR | &nbsp;&nbsp; 10562 | &nbsp;&nbsp;&nbsp;&nbsp; 2545 |
| &nbsp;&nbsp;&nbsp;Federation of Malaysia | 4.127% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;MYR | &nbsp;&nbsp; 12757 | &nbsp;&nbsp;&nbsp;&nbsp; 3059 |
| &nbsp;&nbsp;&nbsp;Federation of Malaysia | 3.582% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;MYR | &nbsp;&nbsp; 422400 | &nbsp;&nbsp;&nbsp;&nbsp; 98078 |
| &nbsp;&nbsp;&nbsp;Federation of Malaysia | 4.193% | &nbsp;&nbsp;&nbsp;&nbsp; 10/7/32 | &nbsp;&nbsp;&nbsp;&nbsp;MYR | &nbsp;&nbsp; 68600 | &nbsp;&nbsp;&nbsp;&nbsp; 16529 |
| &nbsp;&nbsp;&nbsp;Federation of Malaysia | 3.844% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;MYR | &nbsp;&nbsp; 103536 | &nbsp;&nbsp;&nbsp;&nbsp; 24339 |
| &nbsp;&nbsp;&nbsp;Federation of Malaysia | 4.724% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;MYR | &nbsp;&nbsp; 37424 | &nbsp;&nbsp;&nbsp;&nbsp; 9330 |

---

------

Total International Bond Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;&nbsp;&nbsp;Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| &nbsp;&nbsp;&nbsp;Federation of Malaysia | 4.582% | &nbsp;&nbsp;&nbsp;&nbsp; 8/30/33 | &nbsp;&nbsp;&nbsp;&nbsp;MYR | &nbsp;&nbsp; 13950 | &nbsp;&nbsp;&nbsp;&nbsp; 3451 |
| &nbsp;&nbsp;&nbsp;Federation of Malaysia | 4.642% | &nbsp;&nbsp;&nbsp;&nbsp; 11/7/33 | &nbsp;&nbsp;&nbsp;&nbsp;MYR | &nbsp;&nbsp; 58024 | &nbsp;&nbsp;&nbsp;&nbsp; 14425 |
| &nbsp;&nbsp;&nbsp;Federation of Malaysia | 3.828% | &nbsp;&nbsp;&nbsp;&nbsp; 7/5/34 | &nbsp;&nbsp;&nbsp;&nbsp;MYR | &nbsp;&nbsp; 108288 | &nbsp;&nbsp;&nbsp;&nbsp; 25382 |
| &nbsp;&nbsp;&nbsp;Federation of Malaysia | 4.119% | &nbsp;&nbsp;&nbsp;&nbsp; 11/30/34 | &nbsp;&nbsp;&nbsp;&nbsp;MYR | &nbsp;&nbsp; 80504 | &nbsp;&nbsp;&nbsp;&nbsp; 19331 |
| &nbsp;&nbsp;&nbsp;Federation of Malaysia | 4.254% | &nbsp;&nbsp;&nbsp;&nbsp; 5/31/35 | &nbsp;&nbsp;&nbsp;&nbsp;MYR | &nbsp;&nbsp; 54605 | &nbsp;&nbsp;&nbsp;&nbsp; 13237 |
| &nbsp;&nbsp;&nbsp;Federation of Malaysia | 3.447% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;MYR | &nbsp;&nbsp; 110232 | &nbsp;&nbsp;&nbsp;&nbsp; 24949 |
| &nbsp;&nbsp;&nbsp;Federation of Malaysia | 4.762% | &nbsp;&nbsp;&nbsp;&nbsp; 4/7/37 | &nbsp;&nbsp;&nbsp;&nbsp;MYR | &nbsp;&nbsp; 23781 | &nbsp;&nbsp;&nbsp;&nbsp; 6044 |
| &nbsp;&nbsp;&nbsp;Federation of Malaysia | 4.893% | &nbsp;&nbsp;&nbsp;&nbsp; 6/8/38 | &nbsp;&nbsp;&nbsp;&nbsp;MYR | &nbsp;&nbsp; 100791 | &nbsp;&nbsp;&nbsp;&nbsp; 26038 |
| &nbsp;&nbsp;&nbsp;Federation of Malaysia | 4.054% | &nbsp;&nbsp;&nbsp;&nbsp; 4/18/39 | &nbsp;&nbsp;&nbsp;&nbsp;MYR | &nbsp;&nbsp; 238590 | &nbsp;&nbsp;&nbsp;&nbsp; 56651 |
| &nbsp;&nbsp;&nbsp;Federation of Malaysia | 4.467% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/39 | &nbsp;&nbsp;&nbsp;&nbsp;MYR | &nbsp;&nbsp; 75715 | &nbsp;&nbsp;&nbsp;&nbsp; 18822 |
| &nbsp;&nbsp;&nbsp;Federation of Malaysia | 3.757% | &nbsp;&nbsp;&nbsp;&nbsp; 5/22/40 | &nbsp;&nbsp;&nbsp;&nbsp;MYR | &nbsp;&nbsp; 71446 | &nbsp;&nbsp;&nbsp;&nbsp; 16427 |
| &nbsp;&nbsp;&nbsp;Federation of Malaysia | 4.417% | &nbsp;&nbsp;&nbsp;&nbsp; 9/30/41 | &nbsp;&nbsp;&nbsp;&nbsp;MYR | &nbsp;&nbsp; 104838 | &nbsp;&nbsp;&nbsp;&nbsp; 25893 |
| &nbsp;&nbsp;&nbsp;Federation of Malaysia | 4.696% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;MYR | &nbsp;&nbsp; 238555 | &nbsp;&nbsp;&nbsp;&nbsp; 60964 |
| &nbsp;&nbsp;&nbsp;Federation of Malaysia | 4.935% | &nbsp;&nbsp;&nbsp;&nbsp; 9/30/43 | &nbsp;&nbsp;&nbsp;&nbsp;MYR | &nbsp;&nbsp; 9096 | &nbsp;&nbsp;&nbsp;&nbsp; 2391 |
| &nbsp;&nbsp;&nbsp;Federation of Malaysia | 4.180% | &nbsp;&nbsp;&nbsp;&nbsp; 5/16/44 | &nbsp;&nbsp;&nbsp;&nbsp;MYR | &nbsp;&nbsp; 132000 | &nbsp;&nbsp;&nbsp;&nbsp; 31652 |
| &nbsp;&nbsp;&nbsp;Federation of Malaysia | 4.736% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;MYR | &nbsp;&nbsp; 46330 | &nbsp;&nbsp;&nbsp;&nbsp; 11902 |
| &nbsp;&nbsp;&nbsp;Federation of Malaysia | 4.921% | &nbsp;&nbsp;&nbsp;&nbsp; 7/6/48 | &nbsp;&nbsp;&nbsp;&nbsp;MYR | &nbsp;&nbsp; 58178 | &nbsp;&nbsp;&nbsp;&nbsp; 15293 |
| &nbsp;&nbsp;&nbsp;Federation of Malaysia | 4.638% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;MYR | &nbsp;&nbsp; 119341 | &nbsp;&nbsp;&nbsp;&nbsp; 30190 |
| &nbsp;&nbsp;&nbsp;Federation of Malaysia | 4.065% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;MYR | &nbsp;&nbsp; 93261 | &nbsp;&nbsp;&nbsp;&nbsp; 21640 |
| &nbsp;&nbsp;&nbsp;Federation of Malaysia | 5.357% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;MYR | &nbsp;&nbsp; 29650 | &nbsp;&nbsp;&nbsp;&nbsp; 8319 |
| &nbsp;&nbsp;&nbsp;Federation of Malaysia | 4.457% | &nbsp;&nbsp;&nbsp;&nbsp; 3/31/53 | &nbsp;&nbsp;&nbsp;&nbsp;MYR | &nbsp;&nbsp; 105000 | &nbsp;&nbsp;&nbsp;&nbsp; 25884 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **967736** |
| **Mexico (0.8%)** | **Mexico (0.8%)** | **Mexico (0.8%)** |  |  |  |
| &nbsp;&nbsp;&nbsp;Mexican Bonos | 7.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/3/26 | &nbsp;&nbsp;&nbsp;&nbsp;MXN | &nbsp;&nbsp; 852270 | &nbsp;&nbsp;&nbsp;&nbsp; 42773 |
| &nbsp;&nbsp;&nbsp;Mexican Bonos | 5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/4/27 | &nbsp;&nbsp;&nbsp;&nbsp;MXN | &nbsp;&nbsp; 1211190 | &nbsp;&nbsp;&nbsp;&nbsp; 58836 |
| &nbsp;&nbsp;&nbsp;Mexican Bonos | 7.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/3/27 | &nbsp;&nbsp;&nbsp;&nbsp;MXN | &nbsp;&nbsp; 1459730 | &nbsp;&nbsp;&nbsp;&nbsp; 73310 |
| &nbsp;&nbsp;&nbsp;Mexican Bonos | 8.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/2/28 | &nbsp;&nbsp;&nbsp;&nbsp;MXN | &nbsp;&nbsp; 390000 | &nbsp;&nbsp;&nbsp;&nbsp; 19881 |
| &nbsp;&nbsp;&nbsp;Mexican Bonos | 8.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;MXN | &nbsp;&nbsp; 1473000 | &nbsp;&nbsp;&nbsp;&nbsp; 74643 |
| &nbsp;&nbsp;&nbsp;Mexican Bonos | 8.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/31/29 | &nbsp;&nbsp;&nbsp;&nbsp;MXN | &nbsp;&nbsp; 1375690 | &nbsp;&nbsp;&nbsp;&nbsp; 69616 |
| &nbsp;&nbsp;&nbsp;Mexican Bonos | 8.500% | &nbsp;&nbsp;&nbsp;&nbsp; 2/28/30 | &nbsp;&nbsp;&nbsp;&nbsp;MXN | &nbsp;&nbsp; 460000 | &nbsp;&nbsp;&nbsp;&nbsp; 23172 |
| &nbsp;&nbsp;&nbsp;Mexican Bonos | 7.750% | &nbsp;&nbsp;&nbsp;&nbsp; 5/29/31 | &nbsp;&nbsp;&nbsp;&nbsp;MXN | &nbsp;&nbsp; 1460410 | &nbsp;&nbsp;&nbsp;&nbsp; 70307 |
| &nbsp;&nbsp;&nbsp;Mexican Bonos | 7.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/26/33 | &nbsp;&nbsp;&nbsp;&nbsp;MXN | &nbsp;&nbsp; 1111000 | &nbsp;&nbsp;&nbsp;&nbsp; 51105 |
| &nbsp;&nbsp;&nbsp;Mexican Bonos | 7.750% | &nbsp;&nbsp;&nbsp;&nbsp; 11/23/34 | &nbsp;&nbsp;&nbsp;&nbsp;MXN | &nbsp;&nbsp; 1467830 | &nbsp;&nbsp;&nbsp;&nbsp; 67523 |
| &nbsp;&nbsp;&nbsp;Mexican Bonos | 8.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/24/35 | &nbsp;&nbsp;&nbsp;&nbsp;MXN | &nbsp;&nbsp; 82500 | &nbsp;&nbsp;&nbsp;&nbsp; 3792 |
| &nbsp;&nbsp;&nbsp;Mexican Bonos | 10.000% | &nbsp;&nbsp;&nbsp;&nbsp; 11/20/36 | &nbsp;&nbsp;&nbsp;&nbsp;MXN | &nbsp;&nbsp; 295920 | &nbsp;&nbsp;&nbsp;&nbsp; 15773 |
| &nbsp;&nbsp;&nbsp;Mexican Bonos | 8.500% | &nbsp;&nbsp;&nbsp;&nbsp; 11/18/38 | &nbsp;&nbsp;&nbsp;&nbsp;MXN | &nbsp;&nbsp; 819560 | &nbsp;&nbsp;&nbsp;&nbsp; 38060 |
| &nbsp;&nbsp;&nbsp;Mexican Bonos | 7.750% | &nbsp;&nbsp;&nbsp;&nbsp; 11/13/42 | &nbsp;&nbsp;&nbsp;&nbsp;MXN | &nbsp;&nbsp; 1474640 | &nbsp;&nbsp;&nbsp;&nbsp; 61810 |
| &nbsp;&nbsp;&nbsp;Mexican Bonos | 8.000% | &nbsp;&nbsp;&nbsp;&nbsp; 11/7/47 | &nbsp;&nbsp;&nbsp;&nbsp;MXN | &nbsp;&nbsp; 929390 | &nbsp;&nbsp;&nbsp;&nbsp; 39141 |
| &nbsp;&nbsp;&nbsp;Mexican Bonos | 8.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/31/53 | &nbsp;&nbsp;&nbsp;&nbsp;MXN | &nbsp;&nbsp; 1310500 | &nbsp;&nbsp;&nbsp;&nbsp; 54509 |
| &nbsp;&nbsp;&nbsp;United Mexican States | 1.350% | &nbsp;&nbsp;&nbsp;&nbsp; 9/18/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3030 | &nbsp;&nbsp;&nbsp;&nbsp; 3284 |
| &nbsp;&nbsp;&nbsp;United Mexican States | 1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 4/17/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 9453 | &nbsp;&nbsp;&nbsp;&nbsp; 10259 |
| &nbsp;&nbsp;&nbsp;United Mexican States | 3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 4/9/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4648 | &nbsp;&nbsp;&nbsp;&nbsp; 5262 |
| &nbsp;&nbsp;&nbsp;United Mexican States | 1.125% | &nbsp;&nbsp;&nbsp;&nbsp; 1/17/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3886 | &nbsp;&nbsp;&nbsp;&nbsp; 3892 |
| &nbsp;&nbsp;&nbsp;United Mexican States | 2.375% | &nbsp;&nbsp;&nbsp;&nbsp; 2/11/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4600 | &nbsp;&nbsp;&nbsp;&nbsp; 4889 |
| &nbsp;&nbsp;&nbsp;United Mexican States | 3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 2/23/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4377 | &nbsp;&nbsp;&nbsp;&nbsp; 4803 |
| &nbsp;&nbsp;&nbsp;United Mexican States | 4.490% | &nbsp;&nbsp;&nbsp;&nbsp; 5/25/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 12100 | &nbsp;&nbsp;&nbsp;&nbsp; 13585 |
| &nbsp;&nbsp;&nbsp;United Mexican States | 2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 8/12/36 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3724 | &nbsp;&nbsp;&nbsp;&nbsp; 3186 |
| &nbsp;&nbsp;&nbsp;United Mexican States | 2.875% | &nbsp;&nbsp;&nbsp;&nbsp; 4/8/39 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6024 | &nbsp;&nbsp;&nbsp;&nbsp; 5127 |
| &nbsp;&nbsp;&nbsp;United Mexican States | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/6/45 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2872 | &nbsp;&nbsp;&nbsp;&nbsp; 2252 |
| &nbsp;&nbsp;&nbsp;United Mexican States | 2.125% | &nbsp;&nbsp;&nbsp;&nbsp; 10/25/51 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6382 | &nbsp;&nbsp;&nbsp;&nbsp; 3803 |
| &nbsp;&nbsp;&nbsp;United Mexican States | 5.625% | &nbsp;&nbsp;&nbsp;&nbsp; 3/19/14 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 3095 | &nbsp;&nbsp;&nbsp;&nbsp; 2843 |
| &nbsp;&nbsp;&nbsp;United Mexican States | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/15 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1765 | &nbsp;&nbsp;&nbsp;&nbsp; 1315 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **828751** |
| **Netherlands (1.6%)** | **Netherlands (1.6%)** | **Netherlands (1.6%)** |  |  |  |
| &nbsp;&nbsp;&nbsp;BNG Bank NV | 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 8/24/26 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 373 | &nbsp;&nbsp;&nbsp;&nbsp; 238 |
| &nbsp;&nbsp;&nbsp;BNG Bank NV | 0.625% | &nbsp;&nbsp;&nbsp;&nbsp; 6/19/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7521 | &nbsp;&nbsp;&nbsp;&nbsp; 8276 |
| &nbsp;&nbsp;&nbsp;BNG Bank NV | 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 7/19/27 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 3980 | &nbsp;&nbsp;&nbsp;&nbsp; 2542 |
| &nbsp;&nbsp;&nbsp;BNG Bank NV | 0.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/11/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 11876 | &nbsp;&nbsp;&nbsp;&nbsp; 12989 |
| &nbsp;&nbsp;&nbsp;BNG Bank NV | 3.300% | &nbsp;&nbsp;&nbsp;&nbsp; 7/17/28 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 30104 | &nbsp;&nbsp;&nbsp;&nbsp; 19047 |
| &nbsp;&nbsp;&nbsp;BNG Bank NV | 0.000% | &nbsp;&nbsp;&nbsp;&nbsp; 8/31/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 20209 | &nbsp;&nbsp;&nbsp;&nbsp; 21329 |
| &nbsp;&nbsp;&nbsp;BNG Bank NV | 5.200% | &nbsp;&nbsp;&nbsp;&nbsp; 12/7/28 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 1550 | &nbsp;&nbsp;&nbsp;&nbsp; 2142 |
| &nbsp;&nbsp;&nbsp;BNG Bank NV | 0.100% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7631 | &nbsp;&nbsp;&nbsp;&nbsp; 7776 |
| &nbsp;&nbsp;&nbsp;BNG Bank NV | 1.375% | &nbsp;&nbsp;&nbsp;&nbsp; 10/21/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3074 | &nbsp;&nbsp;&nbsp;&nbsp; 3284 |
| &nbsp;&nbsp;&nbsp;BNG Bank NV | 0.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/20/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 12500 | &nbsp;&nbsp;&nbsp;&nbsp; 12258 |
| &nbsp;&nbsp;&nbsp;BNG Bank NV | 0.250% | &nbsp;&nbsp;&nbsp;&nbsp; 1/12/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5900 | &nbsp;&nbsp;&nbsp;&nbsp; 5713 |
| &nbsp;&nbsp;&nbsp;BNG Bank NV | 1.875% | &nbsp;&nbsp;&nbsp;&nbsp; 7/13/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6000 | &nbsp;&nbsp;&nbsp;&nbsp; 6434 |
| &nbsp;&nbsp;&nbsp;BNG Bank NV | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/11/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 15000 | &nbsp;&nbsp;&nbsp;&nbsp; 17291 |
| &nbsp;&nbsp;&nbsp;BNG Bank NV | 0.125% | &nbsp;&nbsp;&nbsp;&nbsp; 4/19/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7636 | &nbsp;&nbsp;&nbsp;&nbsp; 7027 |
| &nbsp;&nbsp;&nbsp;BNG Bank NV | 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/11/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10000 | &nbsp;&nbsp;&nbsp;&nbsp; 11217 |

---

------

Total International Bond Index Fund

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;&nbsp;&nbsp;Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;BNG Bank NV | 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 8/28/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 23000 | &nbsp;&nbsp;&nbsp;&nbsp; 25689 |
|  | &nbsp;&nbsp;&nbsp;BNG Bank NV | 0.125% | &nbsp;&nbsp;&nbsp;&nbsp; 7/9/35 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 34808 | &nbsp;&nbsp;&nbsp;&nbsp; 29642 |
|  | &nbsp;&nbsp;&nbsp;BNG Bank NV | 0.875% | &nbsp;&nbsp;&nbsp;&nbsp; 10/17/35 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2543 | &nbsp;&nbsp;&nbsp;&nbsp; 2328 |
|  | &nbsp;&nbsp;&nbsp;BNG Bank NV | 0.875% | &nbsp;&nbsp;&nbsp;&nbsp; 10/24/36 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 9300 | &nbsp;&nbsp;&nbsp;&nbsp; 8298 |
|  | &nbsp;&nbsp;&nbsp;BNG Bank NV | 0.250% | &nbsp;&nbsp;&nbsp;&nbsp; 11/22/36 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 29300 | &nbsp;&nbsp;&nbsp;&nbsp; 24095 |
|  | &nbsp;&nbsp;&nbsp;BNG Bank NV | 1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 3/30/37 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 9300 | &nbsp;&nbsp;&nbsp;&nbsp; 8585 |
|  | &nbsp;&nbsp;&nbsp;BNG Bank NV | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/29/38 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1545 | &nbsp;&nbsp;&nbsp;&nbsp; 1442 |
|  | &nbsp;&nbsp;&nbsp;BNG Bank NV | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/39 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2094 | &nbsp;&nbsp;&nbsp;&nbsp; 1908 |
|  | &nbsp;&nbsp;&nbsp;BNG Bank NV | 0.805% | &nbsp;&nbsp;&nbsp;&nbsp; 6/28/49 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3700 | &nbsp;&nbsp;&nbsp;&nbsp; 2391 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Kingdom of Netherlands | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 31742 | &nbsp;&nbsp;&nbsp;&nbsp; 35425 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Kingdom of Netherlands | 0.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 101614 | &nbsp;&nbsp;&nbsp;&nbsp; 111822 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Kingdom of Netherlands | 0.750% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 91458 | &nbsp;&nbsp;&nbsp;&nbsp; 101335 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Kingdom of Netherlands | 0.750% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 51539 | &nbsp;&nbsp;&nbsp;&nbsp; 56301 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Kingdom of Netherlands | 0.250% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 41217 | &nbsp;&nbsp;&nbsp;&nbsp; 43371 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Kingdom of Netherlands | 2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 50000 | &nbsp;&nbsp;&nbsp;&nbsp; 57611 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Kingdom of Netherlands | 0.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 65169 | &nbsp;&nbsp;&nbsp;&nbsp; 66038 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Kingdom of Netherlands | 0.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 153783 | &nbsp;&nbsp;&nbsp;&nbsp; 151378 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Kingdom of Netherlands | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 46987 | &nbsp;&nbsp;&nbsp;&nbsp; 46573 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Kingdom of Netherlands | 2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 35000 | &nbsp;&nbsp;&nbsp;&nbsp; 39604 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Kingdom of Netherlands | 2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 99445 | &nbsp;&nbsp;&nbsp;&nbsp; 111697 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Kingdom of Netherlands | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 48551 | &nbsp;&nbsp;&nbsp;&nbsp; 61582 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Kingdom of Netherlands | 0.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 179960 | &nbsp;&nbsp;&nbsp;&nbsp; 141960 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Kingdom of Netherlands | 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 48516 | &nbsp;&nbsp;&nbsp;&nbsp; 60681 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Kingdom of Netherlands | 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 46393 | &nbsp;&nbsp;&nbsp;&nbsp; 54602 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Kingdom of Netherlands | 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 71146 | &nbsp;&nbsp;&nbsp;&nbsp; 77578 |
| <sup>3,5</sup> | &nbsp;&nbsp;&nbsp;Kingdom of Netherlands | 0.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 59274 | &nbsp;&nbsp;&nbsp;&nbsp; 30903 |
| <sup>3,5</sup> | &nbsp;&nbsp;&nbsp;Kingdom of Netherlands | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 52000 | &nbsp;&nbsp;&nbsp;&nbsp; 47508 |
|  | &nbsp;&nbsp;&nbsp;Nederlandse Waterschapsbank NV | 3.150% | &nbsp;&nbsp;&nbsp;&nbsp; 9/2/26 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 4560 | &nbsp;&nbsp;&nbsp;&nbsp; 2901 |
|  | &nbsp;&nbsp;&nbsp;Nederlandse Waterschapsbank NV | 0.000% | &nbsp;&nbsp;&nbsp;&nbsp; 11/16/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 12782 | &nbsp;&nbsp;&nbsp;&nbsp; 14040 |
|  | &nbsp;&nbsp;&nbsp;Nederlandse Waterschapsbank NV | 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 3/9/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5087 | &nbsp;&nbsp;&nbsp;&nbsp; 5884 |
|  | &nbsp;&nbsp;&nbsp;Nederlandse Waterschapsbank NV | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3092 | &nbsp;&nbsp;&nbsp;&nbsp; 3390 |
|  | &nbsp;&nbsp;&nbsp;Nederlandse Waterschapsbank NV | 3.450% | &nbsp;&nbsp;&nbsp;&nbsp; 7/17/28 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 2030 | &nbsp;&nbsp;&nbsp;&nbsp; 1290 |
|  | &nbsp;&nbsp;&nbsp;Nederlandse Waterschapsbank NV | 3.300% | &nbsp;&nbsp;&nbsp;&nbsp; 5/2/29 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 22290 | &nbsp;&nbsp;&nbsp;&nbsp; 13966 |
|  | &nbsp;&nbsp;&nbsp;Nederlandse Waterschapsbank NV | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/29/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2700 | &nbsp;&nbsp;&nbsp;&nbsp; 2779 |
|  | &nbsp;&nbsp;&nbsp;Nederlandse Waterschapsbank NV | 0.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/8/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 11700 | &nbsp;&nbsp;&nbsp;&nbsp; 11277 |
|  | &nbsp;&nbsp;&nbsp;Nederlandse Waterschapsbank NV | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/11/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3000 | &nbsp;&nbsp;&nbsp;&nbsp; 3480 |
|  | &nbsp;&nbsp;&nbsp;Nederlandse Waterschapsbank NV | 0.250% | &nbsp;&nbsp;&nbsp;&nbsp; 1/19/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 21800 | &nbsp;&nbsp;&nbsp;&nbsp; 21079 |
|  | &nbsp;&nbsp;&nbsp;Nederlandse Waterschapsbank NV | 5.375% | &nbsp;&nbsp;&nbsp;&nbsp; 6/7/32 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 5124 | &nbsp;&nbsp;&nbsp;&nbsp; 7221 |
|  | &nbsp;&nbsp;&nbsp;Nederlandse Waterschapsbank NV | 1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/27/36 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 9287 | &nbsp;&nbsp;&nbsp;&nbsp; 8759 |
|  | &nbsp;&nbsp;&nbsp;Nederlandse Waterschapsbank NV | 0.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/16/37 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 28800 | &nbsp;&nbsp;&nbsp;&nbsp; 22734 |
|  | &nbsp;&nbsp;&nbsp;Nederlandse Waterschapsbank NV | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/39 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2543 | &nbsp;&nbsp;&nbsp;&nbsp; 2313 |
|  | &nbsp;&nbsp;&nbsp;Nederlandse Waterschapsbank NV | 0.750% | &nbsp;&nbsp;&nbsp;&nbsp; 10/4/41 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10000 | &nbsp;&nbsp;&nbsp;&nbsp; 7585 |
|  |  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **1666608** |
| **New Zealand (0.4%)** | **New Zealand (0.4%)** | **New Zealand (0.4%)** | **New Zealand (0.4%)** |  |  |  |
|  | &nbsp;&nbsp;&nbsp;Housing New Zealand Ltd. | 2.247% | &nbsp;&nbsp;&nbsp;&nbsp; 10/5/26 | &nbsp;&nbsp;&nbsp;&nbsp;NZD | &nbsp;&nbsp; 13510 | &nbsp;&nbsp;&nbsp;&nbsp; 7912 |
|  | &nbsp;&nbsp;&nbsp;Housing New Zealand Ltd. | 3.420% | &nbsp;&nbsp;&nbsp;&nbsp; 10/18/28 | &nbsp;&nbsp;&nbsp;&nbsp;NZD | &nbsp;&nbsp; 10000 | &nbsp;&nbsp;&nbsp;&nbsp; 5861 |
|  | &nbsp;&nbsp;&nbsp;Housing New Zealand Ltd. | 2.183% | &nbsp;&nbsp;&nbsp;&nbsp; 4/24/30 | &nbsp;&nbsp;&nbsp;&nbsp;NZD | &nbsp;&nbsp; 8720 | &nbsp;&nbsp;&nbsp;&nbsp; 4726 |
|  | &nbsp;&nbsp;&nbsp;Housing New Zealand Ltd. | 1.534% | &nbsp;&nbsp;&nbsp;&nbsp; 9/10/35 | &nbsp;&nbsp;&nbsp;&nbsp;NZD | &nbsp;&nbsp; 3720 | &nbsp;&nbsp;&nbsp;&nbsp; 1604 |
|  | &nbsp;&nbsp;&nbsp;New Zealand | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;NZD | &nbsp;&nbsp; 58240 | &nbsp;&nbsp;&nbsp;&nbsp; 33643 |
|  | &nbsp;&nbsp;&nbsp;New Zealand | 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;NZD | &nbsp;&nbsp; 76170 | &nbsp;&nbsp;&nbsp;&nbsp; 46292 |
|  | &nbsp;&nbsp;&nbsp;New Zealand | 0.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;NZD | &nbsp;&nbsp; 33981 | &nbsp;&nbsp;&nbsp;&nbsp; 18331 |
|  | &nbsp;&nbsp;&nbsp;New Zealand | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/20/29 | &nbsp;&nbsp;&nbsp;&nbsp;NZD | &nbsp;&nbsp; 43255 | &nbsp;&nbsp;&nbsp;&nbsp; 25107 |
|  | &nbsp;&nbsp;&nbsp;New Zealand | 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;NZD | &nbsp;&nbsp; 59278 | &nbsp;&nbsp;&nbsp;&nbsp; 36335 |
|  | &nbsp;&nbsp;&nbsp;New Zealand | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;NZD | &nbsp;&nbsp; 51269 | &nbsp;&nbsp;&nbsp;&nbsp; 26421 |
|  | &nbsp;&nbsp;&nbsp;New Zealand | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;NZD | &nbsp;&nbsp; 48164 | &nbsp;&nbsp;&nbsp;&nbsp; 24821 |
|  | &nbsp;&nbsp;&nbsp;New Zealand | 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/14/33 | &nbsp;&nbsp;&nbsp;&nbsp;NZD | &nbsp;&nbsp; 65482 | &nbsp;&nbsp;&nbsp;&nbsp; 36899 |
|  | &nbsp;&nbsp;&nbsp;New Zealand | 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;NZD | &nbsp;&nbsp; 32000 | &nbsp;&nbsp;&nbsp;&nbsp; 18835 |
|  | &nbsp;&nbsp;&nbsp;New Zealand | 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;NZD | &nbsp;&nbsp; 30000 | &nbsp;&nbsp;&nbsp;&nbsp; 17853 |
|  | &nbsp;&nbsp;&nbsp;New Zealand | 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;NZD | &nbsp;&nbsp; 24700 | &nbsp;&nbsp;&nbsp;&nbsp; 14267 |
|  | &nbsp;&nbsp;&nbsp;New Zealand | 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;NZD | &nbsp;&nbsp; 39636 | &nbsp;&nbsp;&nbsp;&nbsp; 19415 |
|  | &nbsp;&nbsp;&nbsp;New Zealand | 1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;NZD | &nbsp;&nbsp; 29092 | &nbsp;&nbsp;&nbsp;&nbsp; 11203 |
|  | &nbsp;&nbsp;&nbsp;New Zealand | 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;NZD | &nbsp;&nbsp; 30397 | &nbsp;&nbsp;&nbsp;&nbsp; 11869 |
|  | &nbsp;&nbsp;&nbsp;New Zealand | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;NZD | &nbsp;&nbsp; 15000 | &nbsp;&nbsp;&nbsp;&nbsp; 8648 |
|  | &nbsp;&nbsp;&nbsp;New Zealand Local Government Funding Agency Bond | 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;NZD | &nbsp;&nbsp; 11016 | &nbsp;&nbsp;&nbsp;&nbsp; 6671 |
|  | &nbsp;&nbsp;&nbsp;New Zealand Local Government Funding Agency Bond | 2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;NZD | &nbsp;&nbsp; 20000 | &nbsp;&nbsp;&nbsp;&nbsp; 11383 |
|  | &nbsp;&nbsp;&nbsp;New Zealand Local Government Funding Agency Bond | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/20/29 | &nbsp;&nbsp;&nbsp;&nbsp;NZD | &nbsp;&nbsp; 14855 | &nbsp;&nbsp;&nbsp;&nbsp; 8034 |
|  | &nbsp;&nbsp;&nbsp;New Zealand Local Government Funding Agency Bond | 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/14/33 | &nbsp;&nbsp;&nbsp;&nbsp;NZD | &nbsp;&nbsp; 7381 | &nbsp;&nbsp;&nbsp;&nbsp; 4043 |
|  | &nbsp;&nbsp;&nbsp;New Zealand Local Government Funding Agency Bond | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/8/34 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 7000 | &nbsp;&nbsp;&nbsp;&nbsp; 4569 |
|  |  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **404742** |

---

------

Total International Bond Index Fund

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  |  | **Coupon** | &nbsp;&nbsp;&nbsp;&nbsp;**Maturity<br> Date** | &nbsp;&nbsp;&nbsp;&nbsp;**Currency** | &nbsp;&nbsp;**Face<br> Amount<br> (000)** | &nbsp;&nbsp;&nbsp;&nbsp;**Market<br> Value• ($000)** |
| **Norway (0.2%)** | **Norway (0.2%)** | **Norway (0.2%)** | **Norway (0.2%)** |  |  |  |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Kingdom of Norway | 1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 2/17/27 | &nbsp;&nbsp;&nbsp;&nbsp;NOK | &nbsp;&nbsp; 78080 | &nbsp;&nbsp;&nbsp;&nbsp; 7268 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Kingdom of Norway | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/26/28 | &nbsp;&nbsp;&nbsp;&nbsp;NOK | &nbsp;&nbsp; 102066 | &nbsp;&nbsp;&nbsp;&nbsp; 9382 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Kingdom of Norway | 1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 9/6/29 | &nbsp;&nbsp;&nbsp;&nbsp;NOK | &nbsp;&nbsp; 182140 | &nbsp;&nbsp;&nbsp;&nbsp; 16186 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Kingdom of Norway | 1.375% | &nbsp;&nbsp;&nbsp;&nbsp; 8/19/30 | &nbsp;&nbsp;&nbsp;&nbsp;NOK | &nbsp;&nbsp; 554802 | &nbsp;&nbsp;&nbsp;&nbsp; 47395 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Kingdom of Norway | 1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 9/17/31 | &nbsp;&nbsp;&nbsp;&nbsp;NOK | &nbsp;&nbsp; 221910 | &nbsp;&nbsp;&nbsp;&nbsp; 18335 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Kingdom of Norway | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;NOK | &nbsp;&nbsp; 203269 | &nbsp;&nbsp;&nbsp;&nbsp; 18406 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Kingdom of Norway | 3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 4/13/34 | &nbsp;&nbsp;&nbsp;&nbsp;NOK | &nbsp;&nbsp; 167872 | &nbsp;&nbsp;&nbsp;&nbsp; 15863 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Kingdom of Norway | 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 6/12/35 | &nbsp;&nbsp;&nbsp;&nbsp;NOK | &nbsp;&nbsp; 240812 | &nbsp;&nbsp;&nbsp;&nbsp; 22927 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Kingdom of Norway | 3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 5/31/39 | &nbsp;&nbsp;&nbsp;&nbsp;NOK | &nbsp;&nbsp; 121551 | &nbsp;&nbsp;&nbsp;&nbsp; 11389 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Kingdom of Norway | 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 10/6/42 | &nbsp;&nbsp;&nbsp;&nbsp;NOK | &nbsp;&nbsp; 110000 | &nbsp;&nbsp;&nbsp;&nbsp; 10212 |
|  | &nbsp;&nbsp;&nbsp;Kommunalbanken A/S | 0.600% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 9300 | &nbsp;&nbsp;&nbsp;&nbsp; 5763 |
|  | &nbsp;&nbsp;&nbsp;Kommunalbanken A/S | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 12/9/26 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 4592 | &nbsp;&nbsp;&nbsp;&nbsp; 2912 |
|  | &nbsp;&nbsp;&nbsp;Kommunalbanken A/S | 0.875% | &nbsp;&nbsp;&nbsp;&nbsp; 5/24/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 14748 | &nbsp;&nbsp;&nbsp;&nbsp; 16287 |
|  | &nbsp;&nbsp;&nbsp;Kommunalbanken A/S | 3.400% | &nbsp;&nbsp;&nbsp;&nbsp; 7/24/28 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 4080 | &nbsp;&nbsp;&nbsp;&nbsp; 2589 |
|  | &nbsp;&nbsp;&nbsp;Kommunalbanken A/S | 0.050% | &nbsp;&nbsp;&nbsp;&nbsp; 10/24/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4758 | &nbsp;&nbsp;&nbsp;&nbsp; 4863 |
|  | &nbsp;&nbsp;&nbsp;Kommunalbanken A/S | 1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 7/2/30 | &nbsp;&nbsp;&nbsp;&nbsp;NZD | &nbsp;&nbsp; 10000 | &nbsp;&nbsp;&nbsp;&nbsp; 5179 |
|  | &nbsp;&nbsp;&nbsp;Kommunalbanken A/S | 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 4/18/34 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 4500 | &nbsp;&nbsp;&nbsp;&nbsp; 3037 |
|  |  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **217993** |
| **Peru (0.1%)** | **Peru (0.1%)** | **Peru (0.1%)** | **Peru (0.1%)** |  |  |  |
|  | &nbsp;&nbsp;&nbsp;Republic of Peru | 8.200% | &nbsp;&nbsp;&nbsp;&nbsp; 8/12/26 | &nbsp;&nbsp;&nbsp;&nbsp;PEN | &nbsp;&nbsp; 14140 | &nbsp;&nbsp;&nbsp;&nbsp; 4048 |
|  | &nbsp;&nbsp;&nbsp;Republic of Peru | 6.350% | &nbsp;&nbsp;&nbsp;&nbsp; 8/12/28 | &nbsp;&nbsp;&nbsp;&nbsp;PEN | &nbsp;&nbsp; 22780 | &nbsp;&nbsp;&nbsp;&nbsp; 6624 |
|  | &nbsp;&nbsp;&nbsp;Republic of Peru | 5.940% | &nbsp;&nbsp;&nbsp;&nbsp; 2/12/29 | &nbsp;&nbsp;&nbsp;&nbsp;PEN | &nbsp;&nbsp; 46225 | &nbsp;&nbsp;&nbsp;&nbsp; 13286 |
|  | &nbsp;&nbsp;&nbsp;Republic of Peru | 6.950% | &nbsp;&nbsp;&nbsp;&nbsp; 8/12/31 | &nbsp;&nbsp;&nbsp;&nbsp;PEN | &nbsp;&nbsp; 66325 | &nbsp;&nbsp;&nbsp;&nbsp; 19627 |
|  | &nbsp;&nbsp;&nbsp;Republic of Peru | 6.150% | &nbsp;&nbsp;&nbsp;&nbsp; 8/12/32 | &nbsp;&nbsp;&nbsp;&nbsp;PEN | &nbsp;&nbsp; 73971 | &nbsp;&nbsp;&nbsp;&nbsp; 20556 |
|  | &nbsp;&nbsp;&nbsp;Republic of Peru | 1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 3/11/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4699 | &nbsp;&nbsp;&nbsp;&nbsp; 4366 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Republic of Peru | 7.300% | &nbsp;&nbsp;&nbsp;&nbsp; 8/12/33 | &nbsp;&nbsp;&nbsp;&nbsp;PEN | &nbsp;&nbsp; 64080 | &nbsp;&nbsp;&nbsp;&nbsp; 18535 |
|  | &nbsp;&nbsp;&nbsp;Republic of Peru | 5.400% | &nbsp;&nbsp;&nbsp;&nbsp; 8/12/34 | &nbsp;&nbsp;&nbsp;&nbsp;PEN | &nbsp;&nbsp; 58843 | &nbsp;&nbsp;&nbsp;&nbsp; 14762 |
|  | &nbsp;&nbsp;&nbsp;Republic of Peru | 1.950% | &nbsp;&nbsp;&nbsp;&nbsp; 11/17/36 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4339 | &nbsp;&nbsp;&nbsp;&nbsp; 3916 |
|  | &nbsp;&nbsp;&nbsp;Republic of Peru | 6.900% | &nbsp;&nbsp;&nbsp;&nbsp; 8/12/37 | &nbsp;&nbsp;&nbsp;&nbsp;PEN | &nbsp;&nbsp; 65930 | &nbsp;&nbsp;&nbsp;&nbsp; 17811 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Republic of Peru | 7.600% | &nbsp;&nbsp;&nbsp;&nbsp; 8/12/39 | &nbsp;&nbsp;&nbsp;&nbsp;PEN | &nbsp;&nbsp; 57405 | &nbsp;&nbsp;&nbsp;&nbsp; 16253 |
|  | &nbsp;&nbsp;&nbsp;Republic of Peru | 5.350% | &nbsp;&nbsp;&nbsp;&nbsp; 8/12/40 | &nbsp;&nbsp;&nbsp;&nbsp;PEN | &nbsp;&nbsp; 37749 | &nbsp;&nbsp;&nbsp;&nbsp; 8575 |
|  | &nbsp;&nbsp;&nbsp;Republic of Peru | 6.850% | &nbsp;&nbsp;&nbsp;&nbsp; 2/12/42 | &nbsp;&nbsp;&nbsp;&nbsp;PEN | &nbsp;&nbsp; 21630 | &nbsp;&nbsp;&nbsp;&nbsp; 5717 |
|  | &nbsp;&nbsp;&nbsp;Republic of Peru | 6.714% | &nbsp;&nbsp;&nbsp;&nbsp; 2/12/55 | &nbsp;&nbsp;&nbsp;&nbsp;PEN | &nbsp;&nbsp; 11525 | &nbsp;&nbsp;&nbsp;&nbsp; 3082 |
|  |  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **157158** |
| **Philippines (0.0%)** | **Philippines (0.0%)** | **Philippines (0.0%)** | **Philippines (0.0%)** |  |  |  |
|  | &nbsp;&nbsp;&nbsp;Republic of Philippines | 3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 2/4/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 31266 | &nbsp;&nbsp;&nbsp;&nbsp; 35355 |
|  | &nbsp;&nbsp;&nbsp;Republic of Philippines | 1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 4/28/41 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 459 | &nbsp;&nbsp;&nbsp;&nbsp; 366 |
|  |  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **35721** |
| **Poland (0.8%)** | **Poland (0.8%)** | **Poland (0.8%)** | **Poland (0.8%)** |  |  |  |
|  | &nbsp;&nbsp;&nbsp;Bank Gospodarstwa Krajowego | 1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 5/6/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2094 | &nbsp;&nbsp;&nbsp;&nbsp; 2354 |
|  | &nbsp;&nbsp;&nbsp;Bank Gospodarstwa Krajowego | 1.625% | &nbsp;&nbsp;&nbsp;&nbsp; 4/30/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2615 | &nbsp;&nbsp;&nbsp;&nbsp; 2861 |
|  | &nbsp;&nbsp;&nbsp;Bank Gospodarstwa Krajowego | 0.375% | &nbsp;&nbsp;&nbsp;&nbsp; 10/13/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4300 | &nbsp;&nbsp;&nbsp;&nbsp; 4477 |
|  | &nbsp;&nbsp;&nbsp;Bank Gospodarstwa Krajowego | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/30/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2500 | &nbsp;&nbsp;&nbsp;&nbsp; 2844 |
|  | &nbsp;&nbsp;&nbsp;Bank Gospodarstwa Krajowego | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 394 | &nbsp;&nbsp;&nbsp;&nbsp; 424 |
|  | &nbsp;&nbsp;&nbsp;Bank Gospodarstwa Krajowego | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 7/8/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1250 | &nbsp;&nbsp;&nbsp;&nbsp; 1202 |
|  | &nbsp;&nbsp;&nbsp;Bank Gospodarstwa Krajowego | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/13/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 23200 | &nbsp;&nbsp;&nbsp;&nbsp; 27116 |
|  | &nbsp;&nbsp;&nbsp;Bank Gospodarstwa Krajowego | 5.125% | &nbsp;&nbsp;&nbsp;&nbsp; 2/22/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4645 | &nbsp;&nbsp;&nbsp;&nbsp; 5766 |
|  | &nbsp;&nbsp;&nbsp;Bank Gospodarstwa Krajowego | 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 9/13/44 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 8200 | &nbsp;&nbsp;&nbsp;&nbsp; 8940 |
|  | &nbsp;&nbsp;&nbsp;Republic of Poland | 2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 7/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;PLN | &nbsp;&nbsp; 82417 | &nbsp;&nbsp;&nbsp;&nbsp; 21345 |
|  | &nbsp;&nbsp;&nbsp;Republic of Poland | 1.125% | &nbsp;&nbsp;&nbsp;&nbsp; 8/7/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1794 | &nbsp;&nbsp;&nbsp;&nbsp; 2003 |
|  | &nbsp;&nbsp;&nbsp;Republic of Poland | 0.250% | &nbsp;&nbsp;&nbsp;&nbsp; 10/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;PLN | &nbsp;&nbsp; 135172 | &nbsp;&nbsp;&nbsp;&nbsp; 33714 |
|  | &nbsp;&nbsp;&nbsp;Republic of Poland | 0.875% | &nbsp;&nbsp;&nbsp;&nbsp; 5/10/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 16806 | &nbsp;&nbsp;&nbsp;&nbsp; 18525 |
|  | &nbsp;&nbsp;&nbsp;Republic of Poland | 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 5/25/27 | &nbsp;&nbsp;&nbsp;&nbsp;PLN | &nbsp;&nbsp; 314144 | &nbsp;&nbsp;&nbsp;&nbsp; 82188 |
|  | &nbsp;&nbsp;&nbsp;Republic of Poland | 2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 7/25/27 | &nbsp;&nbsp;&nbsp;&nbsp;PLN | &nbsp;&nbsp; 79101 | &nbsp;&nbsp;&nbsp;&nbsp; 20108 |
|  | &nbsp;&nbsp;&nbsp;Republic of Poland | 1.375% | &nbsp;&nbsp;&nbsp;&nbsp; 10/22/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2075 | &nbsp;&nbsp;&nbsp;&nbsp; 2301 |
|  | &nbsp;&nbsp;&nbsp;Republic of Poland | 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 4/25/28 | &nbsp;&nbsp;&nbsp;&nbsp;PLN | &nbsp;&nbsp; 134365 | &nbsp;&nbsp;&nbsp;&nbsp; 33935 |
|  | &nbsp;&nbsp;&nbsp;Republic of Poland | 7.500% | &nbsp;&nbsp;&nbsp;&nbsp; 7/25/28 | &nbsp;&nbsp;&nbsp;&nbsp;PLN | &nbsp;&nbsp; 215090 | &nbsp;&nbsp;&nbsp;&nbsp; 62015 |
|  | &nbsp;&nbsp;&nbsp;Republic of Poland | 5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 4/25/29 | &nbsp;&nbsp;&nbsp;&nbsp;PLN | &nbsp;&nbsp; 13192 | &nbsp;&nbsp;&nbsp;&nbsp; 3642 |
|  | &nbsp;&nbsp;&nbsp;Republic of Poland | 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 7/25/29 | &nbsp;&nbsp;&nbsp;&nbsp;PLN | &nbsp;&nbsp; 100000 | &nbsp;&nbsp;&nbsp;&nbsp; 26640 |
|  | &nbsp;&nbsp;&nbsp;Republic of Poland | 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 10/25/29 | &nbsp;&nbsp;&nbsp;&nbsp;PLN | &nbsp;&nbsp; 65316 | &nbsp;&nbsp;&nbsp;&nbsp; 16031 |
|  | &nbsp;&nbsp;&nbsp;Republic of Poland | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/16/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 55959 | &nbsp;&nbsp;&nbsp;&nbsp; 64260 |
|  | &nbsp;&nbsp;&nbsp;Republic of Poland | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/25/30 | &nbsp;&nbsp;&nbsp;&nbsp;PLN | &nbsp;&nbsp; 260000 | &nbsp;&nbsp;&nbsp;&nbsp; 69845 |
|  | &nbsp;&nbsp;&nbsp;Republic of Poland | 1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 4/25/32 | &nbsp;&nbsp;&nbsp;&nbsp;PLN | &nbsp;&nbsp; 536810 | &nbsp;&nbsp;&nbsp;&nbsp; 115905 |
|  | &nbsp;&nbsp;&nbsp;Republic of Poland | 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 5/25/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7643 | &nbsp;&nbsp;&nbsp;&nbsp; 8533 |
|  | &nbsp;&nbsp;&nbsp;Republic of Poland | 3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 2/14/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 42 | &nbsp;&nbsp;&nbsp;&nbsp; 50 |
|  | &nbsp;&nbsp;&nbsp;Republic of Poland | 6.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/25/33 | &nbsp;&nbsp;&nbsp;&nbsp;PLN | &nbsp;&nbsp; 213666 | &nbsp;&nbsp;&nbsp;&nbsp; 59887 |
|  | &nbsp;&nbsp;&nbsp;Republic of Poland | 3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 1/11/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 9503 | &nbsp;&nbsp;&nbsp;&nbsp; 11022 |
|  | &nbsp;&nbsp;&nbsp;Republic of Poland | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/25/34 | &nbsp;&nbsp;&nbsp;&nbsp;PLN | &nbsp;&nbsp; 223217 | &nbsp;&nbsp;&nbsp;&nbsp; 58127 |

---

------

Total International Bond Index Fund

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;&nbsp;&nbsp;Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Republic of Poland | 3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 1/16/35 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7850 | &nbsp;&nbsp;&nbsp;&nbsp; 8996 |
|  | &nbsp;&nbsp;&nbsp;Republic of Poland | 2.375% | &nbsp;&nbsp;&nbsp;&nbsp; 1/18/36 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6821 | &nbsp;&nbsp;&nbsp;&nbsp; 6897 |
|  | &nbsp;&nbsp;&nbsp;Republic of Poland | 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 2/14/43 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6990 | &nbsp;&nbsp;&nbsp;&nbsp; 7999 |
|  | &nbsp;&nbsp;&nbsp;Republic of Poland | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/25/47 | &nbsp;&nbsp;&nbsp;&nbsp;PLN | &nbsp;&nbsp; 32636 | &nbsp;&nbsp;&nbsp;&nbsp; 7204 |
|  |  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **797156** |
| **Portugal (0.6%)** | **Portugal (0.6%)** | **Portugal (0.6%)** | **Portugal (0.6%)** |  |  |  |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Portugal Obrigacoes do Tesouro OT | 0.700% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 44950 | &nbsp;&nbsp;&nbsp;&nbsp; 49626 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Portugal Obrigacoes do Tesouro OT | 2.125% | &nbsp;&nbsp;&nbsp;&nbsp; 10/17/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 25000 | &nbsp;&nbsp;&nbsp;&nbsp; 28490 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Portugal Obrigacoes do Tesouro OT | 1.950% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 125692 | &nbsp;&nbsp;&nbsp;&nbsp; 141880 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Portugal Obrigacoes do Tesouro OT | 0.475% | &nbsp;&nbsp;&nbsp;&nbsp; 10/18/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 38430 | &nbsp;&nbsp;&nbsp;&nbsp; 39650 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Portugal Obrigacoes do Tesouro OT | 0.300% | &nbsp;&nbsp;&nbsp;&nbsp; 10/17/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 30062 | &nbsp;&nbsp;&nbsp;&nbsp; 29773 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Portugal Obrigacoes do Tesouro OT | 1.650% | &nbsp;&nbsp;&nbsp;&nbsp; 7/16/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 51521 | &nbsp;&nbsp;&nbsp;&nbsp; 54865 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Portugal Obrigacoes do Tesouro OT | 2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 4/18/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6507 | &nbsp;&nbsp;&nbsp;&nbsp; 7035 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Portugal Obrigacoes do Tesouro OT | 2.875% | &nbsp;&nbsp;&nbsp;&nbsp; 10/20/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 37246 | &nbsp;&nbsp;&nbsp;&nbsp; 42065 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Portugal Obrigacoes do Tesouro OT | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 64070 | &nbsp;&nbsp;&nbsp;&nbsp; 72568 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Portugal Obrigacoes do Tesouro OT | 0.900% | &nbsp;&nbsp;&nbsp;&nbsp; 10/12/35 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 22037 | &nbsp;&nbsp;&nbsp;&nbsp; 20292 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Portugal Obrigacoes do Tesouro OT | 4.100% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 8556 | &nbsp;&nbsp;&nbsp;&nbsp; 10550 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Portugal Obrigacoes do Tesouro OT | 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/18/38 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 19000 | &nbsp;&nbsp;&nbsp;&nbsp; 21945 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Portugal Obrigacoes do Tesouro OT | 1.150% | &nbsp;&nbsp;&nbsp;&nbsp; 4/11/42 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 28981 | &nbsp;&nbsp;&nbsp;&nbsp; 22963 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Portugal Obrigacoes do Tesouro OT | 4.100% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 17266 | &nbsp;&nbsp;&nbsp;&nbsp; 20846 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Portugal Obrigacoes do Tesouro OT | 3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 6/12/54 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 16330 | &nbsp;&nbsp;&nbsp;&nbsp; 17969 |
|  |  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **580517** |
| **Romania (0.5%)** | **Romania (0.5%)** | **Romania (0.5%)** | **Romania (0.5%)** |  |  |  |
|  | &nbsp;&nbsp;&nbsp;Romania | 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/24/26 | &nbsp;&nbsp;&nbsp;&nbsp;RON | &nbsp;&nbsp; 49260 | &nbsp;&nbsp;&nbsp;&nbsp; 10787 |
|  | &nbsp;&nbsp;&nbsp;Romania | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/27/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3980 | &nbsp;&nbsp;&nbsp;&nbsp; 4619 |
|  | &nbsp;&nbsp;&nbsp;Romania | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 12/8/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1869 | &nbsp;&nbsp;&nbsp;&nbsp; 2075 |
|  | &nbsp;&nbsp;&nbsp;Romania | 7.200% | &nbsp;&nbsp;&nbsp;&nbsp; 5/31/27 | &nbsp;&nbsp;&nbsp;&nbsp;RON | &nbsp;&nbsp; 60590 | &nbsp;&nbsp;&nbsp;&nbsp; 13798 |
|  | &nbsp;&nbsp;&nbsp;Romania | 5.800% | &nbsp;&nbsp;&nbsp;&nbsp; 7/26/27 | &nbsp;&nbsp;&nbsp;&nbsp;RON | &nbsp;&nbsp; 116950 | &nbsp;&nbsp;&nbsp;&nbsp; 25814 |
|  | &nbsp;&nbsp;&nbsp;Romania | 2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 10/25/27 | &nbsp;&nbsp;&nbsp;&nbsp;RON | &nbsp;&nbsp; 150000 | &nbsp;&nbsp;&nbsp;&nbsp; 30589 |
|  | &nbsp;&nbsp;&nbsp;Romania | 2.125% | &nbsp;&nbsp;&nbsp;&nbsp; 3/7/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 22354 | &nbsp;&nbsp;&nbsp;&nbsp; 24140 |
|  | &nbsp;&nbsp;&nbsp;Romania | 6.300% | &nbsp;&nbsp;&nbsp;&nbsp; 4/26/28 | &nbsp;&nbsp;&nbsp;&nbsp;RON | &nbsp;&nbsp; 140000 | &nbsp;&nbsp;&nbsp;&nbsp; 31030 |
|  | &nbsp;&nbsp;&nbsp;Romania | 2.875% | &nbsp;&nbsp;&nbsp;&nbsp; 5/26/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 17178 | &nbsp;&nbsp;&nbsp;&nbsp; 18832 |
|  | &nbsp;&nbsp;&nbsp;Romania | 8.750% | &nbsp;&nbsp;&nbsp;&nbsp; 10/30/28 | &nbsp;&nbsp;&nbsp;&nbsp;RON | &nbsp;&nbsp; 79560 | &nbsp;&nbsp;&nbsp;&nbsp; 18842 |
|  | &nbsp;&nbsp;&nbsp;Romania | 6.300% | &nbsp;&nbsp;&nbsp;&nbsp; 4/25/29 | &nbsp;&nbsp;&nbsp;&nbsp;RON | &nbsp;&nbsp; 116030 | &nbsp;&nbsp;&nbsp;&nbsp; 25410 |
|  | &nbsp;&nbsp;&nbsp;Romania | 4.850% | &nbsp;&nbsp;&nbsp;&nbsp; 7/25/29 | &nbsp;&nbsp;&nbsp;&nbsp;RON | &nbsp;&nbsp; 50000 | &nbsp;&nbsp;&nbsp;&nbsp; 10341 |
|  | &nbsp;&nbsp;&nbsp;Romania | 2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 2/8/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3587 | &nbsp;&nbsp;&nbsp;&nbsp; 3648 |
|  | &nbsp;&nbsp;&nbsp;Romania | 3.624% | &nbsp;&nbsp;&nbsp;&nbsp; 5/26/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 26918 | &nbsp;&nbsp;&nbsp;&nbsp; 28304 |
|  | &nbsp;&nbsp;&nbsp;Romania | 1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 7/13/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4366 | &nbsp;&nbsp;&nbsp;&nbsp; 4153 |
|  | &nbsp;&nbsp;&nbsp;Romania | 5.375% | &nbsp;&nbsp;&nbsp;&nbsp; 3/22/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 22953 | &nbsp;&nbsp;&nbsp;&nbsp; 25617 |
|  | &nbsp;&nbsp;&nbsp;Romania | 7.350% | &nbsp;&nbsp;&nbsp;&nbsp; 4/28/31 | &nbsp;&nbsp;&nbsp;&nbsp;RON | &nbsp;&nbsp; 64000 | &nbsp;&nbsp;&nbsp;&nbsp; 14494 |
|  | &nbsp;&nbsp;&nbsp;Romania | 2.124% | &nbsp;&nbsp;&nbsp;&nbsp; 7/16/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2208 | &nbsp;&nbsp;&nbsp;&nbsp; 2031 |
|  | &nbsp;&nbsp;&nbsp;Romania | 6.700% | &nbsp;&nbsp;&nbsp;&nbsp; 2/25/32 | &nbsp;&nbsp;&nbsp;&nbsp;RON | &nbsp;&nbsp; 104000 | &nbsp;&nbsp;&nbsp;&nbsp; 22785 |
|  | &nbsp;&nbsp;&nbsp;Romania | 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/30/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 21652 | &nbsp;&nbsp;&nbsp;&nbsp; 23464 |
|  | &nbsp;&nbsp;&nbsp;Romania | 5.875% | &nbsp;&nbsp;&nbsp;&nbsp; 7/11/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 17228 | &nbsp;&nbsp;&nbsp;&nbsp; 19239 |
|  | &nbsp;&nbsp;&nbsp;Romania | 8.250% | &nbsp;&nbsp;&nbsp;&nbsp; 9/29/32 | &nbsp;&nbsp;&nbsp;&nbsp;RON | &nbsp;&nbsp; 31800 | &nbsp;&nbsp;&nbsp;&nbsp; 7550 |
|  | &nbsp;&nbsp;&nbsp;Romania | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/14/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1892 | &nbsp;&nbsp;&nbsp;&nbsp; 1583 |
|  | &nbsp;&nbsp;&nbsp;Romania | 6.375% | &nbsp;&nbsp;&nbsp;&nbsp; 9/18/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7800 | &nbsp;&nbsp;&nbsp;&nbsp; 8876 |
|  | &nbsp;&nbsp;&nbsp;Romania | 7.200% | &nbsp;&nbsp;&nbsp;&nbsp; 10/30/33 | &nbsp;&nbsp;&nbsp;&nbsp;RON | &nbsp;&nbsp; 40000 | &nbsp;&nbsp;&nbsp;&nbsp; 8970 |
|  | &nbsp;&nbsp;&nbsp;Romania | 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 2/7/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7284 | &nbsp;&nbsp;&nbsp;&nbsp; 6789 |
|  | &nbsp;&nbsp;&nbsp;Romania | 7.100% | &nbsp;&nbsp;&nbsp;&nbsp; 7/31/34 | &nbsp;&nbsp;&nbsp;&nbsp;RON | &nbsp;&nbsp; 20000 | &nbsp;&nbsp;&nbsp;&nbsp; 4464 |
|  | &nbsp;&nbsp;&nbsp;Romania | 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 10/11/34 | &nbsp;&nbsp;&nbsp;&nbsp;RON | &nbsp;&nbsp; 65000 | &nbsp;&nbsp;&nbsp;&nbsp; 12169 |
|  | &nbsp;&nbsp;&nbsp;Romania | 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 4/28/36 | &nbsp;&nbsp;&nbsp;&nbsp;RON | &nbsp;&nbsp; 159810 | &nbsp;&nbsp;&nbsp;&nbsp; 28299 |
|  | &nbsp;&nbsp;&nbsp;Romania | 4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 3/11/39 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1536 | &nbsp;&nbsp;&nbsp;&nbsp; 1315 |
|  | &nbsp;&nbsp;&nbsp;Romania | 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 4/14/41 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6436 | &nbsp;&nbsp;&nbsp;&nbsp; 4333 |
|  | &nbsp;&nbsp;&nbsp;Romania | 2.875% | &nbsp;&nbsp;&nbsp;&nbsp; 4/13/42 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2728 | &nbsp;&nbsp;&nbsp;&nbsp; 1840 |
|  | &nbsp;&nbsp;&nbsp;Romania | 6.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/24/44 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 13487 | &nbsp;&nbsp;&nbsp;&nbsp; 13633 |
|  | &nbsp;&nbsp;&nbsp;Romania | 4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 4/3/49 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 9471 | &nbsp;&nbsp;&nbsp;&nbsp; 7837 |
|  | &nbsp;&nbsp;&nbsp;Romania | 3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 1/28/50 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5124 | &nbsp;&nbsp;&nbsp;&nbsp; 3403 |
|  |  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **471073** |
| **Saudi Arabia (0.0%)** | **Saudi Arabia (0.0%)** | **Saudi Arabia (0.0%)** | **Saudi Arabia (0.0%)** |  |  |  |
|  | &nbsp;&nbsp;&nbsp;Kingdom of Saudi Arabia | 0.750% | &nbsp;&nbsp;&nbsp;&nbsp; 7/9/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2487 | &nbsp;&nbsp;&nbsp;&nbsp; 2704 |
|  | &nbsp;&nbsp;&nbsp;Kingdom of Saudi Arabia | 0.625% | &nbsp;&nbsp;&nbsp;&nbsp; 3/3/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5882 | &nbsp;&nbsp;&nbsp;&nbsp; 5972 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Kingdom of Saudi Arabia | 3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 3/5/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7145 | &nbsp;&nbsp;&nbsp;&nbsp; 8078 |
|  | &nbsp;&nbsp;&nbsp;Kingdom of Saudi Arabia | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/9/39 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7411 | &nbsp;&nbsp;&nbsp;&nbsp; 6485 |
|  |  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **23239** |
| **Singapore (0.5%)** | **Singapore (0.5%)** | **Singapore (0.5%)** | **Singapore (0.5%)** |  |  |  |
|  | &nbsp;&nbsp;&nbsp;Housing & Development Board | 2.035% | &nbsp;&nbsp;&nbsp;&nbsp; 9/16/26 | &nbsp;&nbsp;&nbsp;&nbsp;SGD | &nbsp;&nbsp; 4500 | &nbsp;&nbsp;&nbsp;&nbsp; 3425 |
|  | &nbsp;&nbsp;&nbsp;Housing & Development Board | 2.675% | &nbsp;&nbsp;&nbsp;&nbsp; 1/22/29 | &nbsp;&nbsp;&nbsp;&nbsp;SGD | &nbsp;&nbsp; 3000 | &nbsp;&nbsp;&nbsp;&nbsp; 2322 |

---

------

Total International Bond Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;&nbsp;&nbsp;Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| &nbsp;&nbsp;&nbsp;Housing & Development Board | 2.598% | &nbsp;&nbsp;&nbsp;&nbsp; 10/30/29 | &nbsp;&nbsp;&nbsp;&nbsp;SGD | &nbsp;&nbsp; 2750 | &nbsp;&nbsp;&nbsp;&nbsp; 2124 |
| &nbsp;&nbsp;&nbsp;Housing & Development Board | 3.995% | &nbsp;&nbsp;&nbsp;&nbsp; 12/6/29 | &nbsp;&nbsp;&nbsp;&nbsp;SGD | &nbsp;&nbsp; 23500 | &nbsp;&nbsp;&nbsp;&nbsp; 19237 |
| &nbsp;&nbsp;&nbsp;Housing & Development Board | 3.080% | &nbsp;&nbsp;&nbsp;&nbsp; 5/31/30 | &nbsp;&nbsp;&nbsp;&nbsp;SGD | &nbsp;&nbsp; 7250 | &nbsp;&nbsp;&nbsp;&nbsp; 5723 |
| &nbsp;&nbsp;&nbsp;Housing & Development Board | 2.545% | &nbsp;&nbsp;&nbsp;&nbsp; 7/4/31 | &nbsp;&nbsp;&nbsp;&nbsp;SGD | &nbsp;&nbsp; 1250 | &nbsp;&nbsp;&nbsp;&nbsp; 957 |
| &nbsp;&nbsp;&nbsp;Housing & Development Board | 1.865% | &nbsp;&nbsp;&nbsp;&nbsp; 7/21/33 | &nbsp;&nbsp;&nbsp;&nbsp;SGD | &nbsp;&nbsp; 3500 | &nbsp;&nbsp;&nbsp;&nbsp; 2527 |
| &nbsp;&nbsp;&nbsp;Republic of Singapore | 2.125% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;SGD | &nbsp;&nbsp; 53028 | &nbsp;&nbsp;&nbsp;&nbsp; 40603 |
| &nbsp;&nbsp;&nbsp;Republic of Singapore | 1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;SGD | &nbsp;&nbsp; 53794 | &nbsp;&nbsp;&nbsp;&nbsp; 40680 |
| &nbsp;&nbsp;&nbsp;Republic of Singapore | 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;SGD | &nbsp;&nbsp; 53448 | &nbsp;&nbsp;&nbsp;&nbsp; 41943 |
| &nbsp;&nbsp;&nbsp;Republic of Singapore | 2.875% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;SGD | &nbsp;&nbsp; 18200 | &nbsp;&nbsp;&nbsp;&nbsp; 14184 |
| &nbsp;&nbsp;&nbsp;Republic of Singapore | 2.625% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;SGD | &nbsp;&nbsp; 31923 | &nbsp;&nbsp;&nbsp;&nbsp; 24812 |
| &nbsp;&nbsp;&nbsp;Republic of Singapore | 2.875% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;SGD | &nbsp;&nbsp; 20000 | &nbsp;&nbsp;&nbsp;&nbsp; 15694 |
| &nbsp;&nbsp;&nbsp;Republic of Singapore | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;SGD | &nbsp;&nbsp; 46500 | &nbsp;&nbsp;&nbsp;&nbsp; 36817 |
| &nbsp;&nbsp;&nbsp;Republic of Singapore | 2.875% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;SGD | &nbsp;&nbsp; 25646 | &nbsp;&nbsp;&nbsp;&nbsp; 20224 |
| &nbsp;&nbsp;&nbsp;Republic of Singapore | 2.875% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;SGD | &nbsp;&nbsp; 47004 | &nbsp;&nbsp;&nbsp;&nbsp; 37177 |
| &nbsp;&nbsp;&nbsp;Republic of Singapore | 1.625% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;SGD | &nbsp;&nbsp; 20300 | &nbsp;&nbsp;&nbsp;&nbsp; 14930 |
| &nbsp;&nbsp;&nbsp;Republic of Singapore | 2.625% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;SGD | &nbsp;&nbsp; 22000 | &nbsp;&nbsp;&nbsp;&nbsp; 17082 |
| &nbsp;&nbsp;&nbsp;Republic of Singapore | 3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;SGD | &nbsp;&nbsp; 30104 | &nbsp;&nbsp;&nbsp;&nbsp; 24619 |
| &nbsp;&nbsp;&nbsp;Republic of Singapore | 3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;SGD | &nbsp;&nbsp; 26000 | &nbsp;&nbsp;&nbsp;&nbsp; 21319 |
| &nbsp;&nbsp;&nbsp;Republic of Singapore | 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;SGD | &nbsp;&nbsp; 15000 | &nbsp;&nbsp;&nbsp;&nbsp; 11727 |
| &nbsp;&nbsp;&nbsp;Republic of Singapore | 2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/36 | &nbsp;&nbsp;&nbsp;&nbsp;SGD | &nbsp;&nbsp; 34254 | &nbsp;&nbsp;&nbsp;&nbsp; 25465 |
| &nbsp;&nbsp;&nbsp;Republic of Singapore | 2.375% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/39 | &nbsp;&nbsp;&nbsp;&nbsp;SGD | &nbsp;&nbsp; 29468 | &nbsp;&nbsp;&nbsp;&nbsp; 21952 |
| &nbsp;&nbsp;&nbsp;Republic of Singapore | 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;SGD | &nbsp;&nbsp; 29124 | &nbsp;&nbsp;&nbsp;&nbsp; 22683 |
| &nbsp;&nbsp;&nbsp;Republic of Singapore | 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/46 | &nbsp;&nbsp;&nbsp;&nbsp;SGD | &nbsp;&nbsp; 31282 | &nbsp;&nbsp;&nbsp;&nbsp; 24430 |
| &nbsp;&nbsp;&nbsp;Republic of Singapore | 1.875% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;SGD | &nbsp;&nbsp; 32538 | &nbsp;&nbsp;&nbsp;&nbsp; 21542 |
| &nbsp;&nbsp;&nbsp;Republic of Singapore | 1.875% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;SGD | &nbsp;&nbsp; 22893 | &nbsp;&nbsp;&nbsp;&nbsp; 15033 |
| &nbsp;&nbsp;&nbsp;Republic of Singapore | 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/54 | &nbsp;&nbsp;&nbsp;&nbsp;SGD | &nbsp;&nbsp; 9025 | &nbsp;&nbsp;&nbsp;&nbsp; 7768 |
| &nbsp;&nbsp;&nbsp;Republic of Singapore | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/72 | &nbsp;&nbsp;&nbsp;&nbsp;SGD | &nbsp;&nbsp; 24700 | &nbsp;&nbsp;&nbsp;&nbsp; 20316 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **557315** |
| **Slovakia (0.2%)** | **Slovakia (0.2%)** | **Slovakia (0.2%)** |  |  |  |
| &nbsp;&nbsp;&nbsp;Slovak Republic | 0.625% | &nbsp;&nbsp;&nbsp;&nbsp; 5/22/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6661 | &nbsp;&nbsp;&nbsp;&nbsp; 7418 |
| &nbsp;&nbsp;&nbsp;Slovak Republic | 1.375% | &nbsp;&nbsp;&nbsp;&nbsp; 1/21/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10863 | &nbsp;&nbsp;&nbsp;&nbsp; 12146 |
| &nbsp;&nbsp;&nbsp;Slovak Republic | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/7/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 21500 | &nbsp;&nbsp;&nbsp;&nbsp; 24896 |
| &nbsp;&nbsp;&nbsp;Slovak Republic | 0.750% | &nbsp;&nbsp;&nbsp;&nbsp; 4/9/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 8109 | &nbsp;&nbsp;&nbsp;&nbsp; 8425 |
| &nbsp;&nbsp;&nbsp;Slovak Republic | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 11/6/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 26500 | &nbsp;&nbsp;&nbsp;&nbsp; 30151 |
| &nbsp;&nbsp;&nbsp;Slovak Republic | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/14/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1199 | &nbsp;&nbsp;&nbsp;&nbsp; 1190 |
| &nbsp;&nbsp;&nbsp;Slovak Republic | 3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 6/8/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10000 | &nbsp;&nbsp;&nbsp;&nbsp; 11645 |
| &nbsp;&nbsp;&nbsp;Slovak Republic | 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/6/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 39935 | &nbsp;&nbsp;&nbsp;&nbsp; 46621 |
| &nbsp;&nbsp;&nbsp;Slovak Republic | 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 2/23/35 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 30673 | &nbsp;&nbsp;&nbsp;&nbsp; 35741 |
| &nbsp;&nbsp;&nbsp;Slovak Republic | 0.375% | &nbsp;&nbsp;&nbsp;&nbsp; 4/21/36 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4613 | &nbsp;&nbsp;&nbsp;&nbsp; 3766 |
| &nbsp;&nbsp;&nbsp;Slovak Republic | 1.875% | &nbsp;&nbsp;&nbsp;&nbsp; 3/9/37 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5200 | &nbsp;&nbsp;&nbsp;&nbsp; 4953 |
| &nbsp;&nbsp;&nbsp;Slovak Republic | 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 2/27/40 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 24900 | &nbsp;&nbsp;&nbsp;&nbsp; 27936 |
| &nbsp;&nbsp;&nbsp;Slovak Republic | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/23/43 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 9981 | &nbsp;&nbsp;&nbsp;&nbsp; 11462 |
| &nbsp;&nbsp;&nbsp;Slovak Republic | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/17/47 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 11595 | &nbsp;&nbsp;&nbsp;&nbsp; 9354 |
| &nbsp;&nbsp;&nbsp;Slovak Republic | 2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/12/68 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 12923 | &nbsp;&nbsp;&nbsp;&nbsp; 9024 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **244728** |
| **Slovenia (0.1%)** | **Slovenia (0.1%)** | **Slovenia (0.1%)** |  |  |  |
| &nbsp;&nbsp;&nbsp;Republic of Slovenia | 1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 3/22/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7173 | &nbsp;&nbsp;&nbsp;&nbsp; 8037 |
| &nbsp;&nbsp;&nbsp;Republic of Slovenia | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/6/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 17933 | &nbsp;&nbsp;&nbsp;&nbsp; 19784 |
| &nbsp;&nbsp;&nbsp;Republic of Slovenia | 1.188% | &nbsp;&nbsp;&nbsp;&nbsp; 3/14/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5124 | &nbsp;&nbsp;&nbsp;&nbsp; 5597 |
| &nbsp;&nbsp;&nbsp;Republic of Slovenia | 0.275% | &nbsp;&nbsp;&nbsp;&nbsp; 1/14/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7686 | &nbsp;&nbsp;&nbsp;&nbsp; 7929 |
| &nbsp;&nbsp;&nbsp;Republic of Slovenia | 0.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/12/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 22280 | &nbsp;&nbsp;&nbsp;&nbsp; 21882 |
| &nbsp;&nbsp;&nbsp;Republic of Slovenia | 2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 3/3/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 29681 | &nbsp;&nbsp;&nbsp;&nbsp; 32761 |
| &nbsp;&nbsp;&nbsp;Republic of Slovenia | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/10/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 14717 | &nbsp;&nbsp;&nbsp;&nbsp; 16695 |
| &nbsp;&nbsp;&nbsp;Republic of Slovenia | 3.125% | &nbsp;&nbsp;&nbsp;&nbsp; 8/7/45 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5124 | &nbsp;&nbsp;&nbsp;&nbsp; 5404 |
| &nbsp;&nbsp;&nbsp;Republic of Slovenia | 0.488% | &nbsp;&nbsp;&nbsp;&nbsp; 10/20/50 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 8307 | &nbsp;&nbsp;&nbsp;&nbsp; 4536 |
| &nbsp;&nbsp;&nbsp;Republic of Slovenia | 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/14/55 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 32790 | &nbsp;&nbsp;&nbsp;&nbsp; 35609 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **158234** |
| **South Korea (2.8%)** | **South Korea (2.8%)** | **South Korea (2.8%)** |  |  |  |
| &nbsp;&nbsp;&nbsp;Export-Import Bank of Korea | 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/7/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4433 | &nbsp;&nbsp;&nbsp;&nbsp; 5075 |
| &nbsp;&nbsp;&nbsp;Export-Import Bank of Korea | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/7/27 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 530 | &nbsp;&nbsp;&nbsp;&nbsp; 339 |
| &nbsp;&nbsp;&nbsp;Export-Import Bank of Korea | 3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 6/7/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3810 | &nbsp;&nbsp;&nbsp;&nbsp; 4470 |
| &nbsp;&nbsp;&nbsp;Korea Development Bank | 2.625% | &nbsp;&nbsp;&nbsp;&nbsp; 9/8/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5688 |
| &nbsp;&nbsp;&nbsp;Korea Housing Finance Corp. | 0.010% | &nbsp;&nbsp;&nbsp;&nbsp; 6/29/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6542 | &nbsp;&nbsp;&nbsp;&nbsp; 7216 |
| &nbsp;&nbsp;&nbsp;Korea Housing Finance Corp. | 3.714% | &nbsp;&nbsp;&nbsp;&nbsp; 4/11/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 22500 | &nbsp;&nbsp;&nbsp;&nbsp; 26143 |
| &nbsp;&nbsp;&nbsp;Korea Housing Finance Corp. | 4.082% | &nbsp;&nbsp;&nbsp;&nbsp; 9/25/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10000 | &nbsp;&nbsp;&nbsp;&nbsp; 11783 |
| &nbsp;&nbsp;&nbsp;Korea Treasury Bond | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/10/29 | &nbsp;&nbsp;&nbsp;&nbsp;KRW | &nbsp;&nbsp; 58100000 | &nbsp;&nbsp;&nbsp;&nbsp; 41984 |
| &nbsp;&nbsp;&nbsp;Republic of Korea | 1.875% | &nbsp;&nbsp;&nbsp;&nbsp; 6/10/26 | &nbsp;&nbsp;&nbsp;&nbsp;KRW | &nbsp;&nbsp; 72000000 | &nbsp;&nbsp;&nbsp;&nbsp; 50382 |
| &nbsp;&nbsp;&nbsp;Republic of Korea | 3.125% | &nbsp;&nbsp;&nbsp;&nbsp; 6/10/26 | &nbsp;&nbsp;&nbsp;&nbsp;KRW | &nbsp;&nbsp; 43000000 | &nbsp;&nbsp;&nbsp;&nbsp; 30507 |
| &nbsp;&nbsp;&nbsp;Republic of Korea | 1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 9/10/26 | &nbsp;&nbsp;&nbsp;&nbsp;KRW | &nbsp;&nbsp; 57500000 | &nbsp;&nbsp;&nbsp;&nbsp; 40126 |

---

------

Total International Bond Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;&nbsp;&nbsp;Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| &nbsp;&nbsp;&nbsp;Republic of Korea | 2.875% | &nbsp;&nbsp;&nbsp;&nbsp; 9/10/26 | &nbsp;&nbsp;&nbsp;&nbsp;KRW | &nbsp;&nbsp; 43000000 | &nbsp;&nbsp;&nbsp;&nbsp; 30460 |
| &nbsp;&nbsp;&nbsp;Republic of Korea | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 12/10/26 | &nbsp;&nbsp;&nbsp;&nbsp;KRW | &nbsp;&nbsp; 70000000 | &nbsp;&nbsp;&nbsp;&nbsp; 48597 |
| &nbsp;&nbsp;&nbsp;Republic of Korea | 3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 12/10/26 | &nbsp;&nbsp;&nbsp;&nbsp;KRW | &nbsp;&nbsp; 59000000 | &nbsp;&nbsp;&nbsp;&nbsp; 42519 |
| &nbsp;&nbsp;&nbsp;Republic of Korea | 2.375% | &nbsp;&nbsp;&nbsp;&nbsp; 3/10/27 | &nbsp;&nbsp;&nbsp;&nbsp;KRW | &nbsp;&nbsp;110000000 | &nbsp;&nbsp;&nbsp;&nbsp; 77448 |
| &nbsp;&nbsp;&nbsp;Republic of Korea | 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 3/10/27 | &nbsp;&nbsp;&nbsp;&nbsp;KRW | &nbsp;&nbsp; 15500000 | &nbsp;&nbsp;&nbsp;&nbsp; 11479 |
| &nbsp;&nbsp;&nbsp;Republic of Korea | 2.125% | &nbsp;&nbsp;&nbsp;&nbsp; 6/10/27 | &nbsp;&nbsp;&nbsp;&nbsp;KRW | &nbsp;&nbsp; 75000000 | &nbsp;&nbsp;&nbsp;&nbsp; 52556 |
| &nbsp;&nbsp;&nbsp;Republic of Korea | 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/10/27 | &nbsp;&nbsp;&nbsp;&nbsp;KRW | &nbsp;&nbsp;140000000 | &nbsp;&nbsp;&nbsp;&nbsp; 100419 |
| &nbsp;&nbsp;&nbsp;Republic of Korea | 3.125% | &nbsp;&nbsp;&nbsp;&nbsp; 9/10/27 | &nbsp;&nbsp;&nbsp;&nbsp;KRW | &nbsp;&nbsp; 78000000 | &nbsp;&nbsp;&nbsp;&nbsp; 55900 |
| &nbsp;&nbsp;&nbsp;Republic of Korea | 2.375% | &nbsp;&nbsp;&nbsp;&nbsp; 12/10/27 | &nbsp;&nbsp;&nbsp;&nbsp;KRW | &nbsp;&nbsp; 45000000 | &nbsp;&nbsp;&nbsp;&nbsp; 31728 |
| &nbsp;&nbsp;&nbsp;Republic of Korea | 2.875% | &nbsp;&nbsp;&nbsp;&nbsp; 12/10/27 | &nbsp;&nbsp;&nbsp;&nbsp;KRW | &nbsp;&nbsp; 40000000 | &nbsp;&nbsp;&nbsp;&nbsp; 28571 |
| &nbsp;&nbsp;&nbsp;Republic of Korea | 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 3/10/28 | &nbsp;&nbsp;&nbsp;&nbsp;KRW | &nbsp;&nbsp;165000000 | &nbsp;&nbsp;&nbsp;&nbsp; 119268 |
| &nbsp;&nbsp;&nbsp;Republic of Korea | 5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/10/28 | &nbsp;&nbsp;&nbsp;&nbsp;KRW | &nbsp;&nbsp; 20000000 | &nbsp;&nbsp;&nbsp;&nbsp; 15317 |
| &nbsp;&nbsp;&nbsp;Republic of Korea | 2.625% | &nbsp;&nbsp;&nbsp;&nbsp; 6/10/28 | &nbsp;&nbsp;&nbsp;&nbsp;KRW | &nbsp;&nbsp; 50260000 | &nbsp;&nbsp;&nbsp;&nbsp; 35732 |
| &nbsp;&nbsp;&nbsp;Republic of Korea | 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 9/10/28 | &nbsp;&nbsp;&nbsp;&nbsp;KRW | &nbsp;&nbsp; 12000000 | &nbsp;&nbsp;&nbsp;&nbsp; 8777 |
| &nbsp;&nbsp;&nbsp;Republic of Korea | 2.375% | &nbsp;&nbsp;&nbsp;&nbsp; 12/10/28 | &nbsp;&nbsp;&nbsp;&nbsp;KRW | &nbsp;&nbsp; 50000000 | &nbsp;&nbsp;&nbsp;&nbsp; 35269 |
| &nbsp;&nbsp;&nbsp;Republic of Korea | 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 3/10/29 | &nbsp;&nbsp;&nbsp;&nbsp;KRW | &nbsp;&nbsp;136000000 | &nbsp;&nbsp;&nbsp;&nbsp; 98974 |
| &nbsp;&nbsp;&nbsp;Republic of Korea | 1.875% | &nbsp;&nbsp;&nbsp;&nbsp; 6/10/29 | &nbsp;&nbsp;&nbsp;&nbsp;KRW | &nbsp;&nbsp; 63000000 | &nbsp;&nbsp;&nbsp;&nbsp; 43545 |
| &nbsp;&nbsp;&nbsp;Republic of Korea | 1.375% | &nbsp;&nbsp;&nbsp;&nbsp; 12/10/29 | &nbsp;&nbsp;&nbsp;&nbsp;KRW | &nbsp;&nbsp; 75000000 | &nbsp;&nbsp;&nbsp;&nbsp; 50286 |
| &nbsp;&nbsp;&nbsp;Republic of Korea | 5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 12/10/29 | &nbsp;&nbsp;&nbsp;&nbsp;KRW | &nbsp;&nbsp; 12137000 | &nbsp;&nbsp;&nbsp;&nbsp; 9704 |
| &nbsp;&nbsp;&nbsp;Republic of Korea | 1.375% | &nbsp;&nbsp;&nbsp;&nbsp; 6/10/30 | &nbsp;&nbsp;&nbsp;&nbsp;KRW | &nbsp;&nbsp; 94000000 | &nbsp;&nbsp;&nbsp;&nbsp; 62930 |
| &nbsp;&nbsp;&nbsp;Republic of Korea | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 12/10/30 | &nbsp;&nbsp;&nbsp;&nbsp;KRW | &nbsp;&nbsp; 68000000 | &nbsp;&nbsp;&nbsp;&nbsp; 45554 |
| &nbsp;&nbsp;&nbsp;Republic of Korea | 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 12/10/30 | &nbsp;&nbsp;&nbsp;&nbsp;KRW | &nbsp;&nbsp; 28000000 | &nbsp;&nbsp;&nbsp;&nbsp; 22093 |
| &nbsp;&nbsp;&nbsp;Republic of Korea | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/10/31 | &nbsp;&nbsp;&nbsp;&nbsp;KRW | &nbsp;&nbsp; 83003340 | &nbsp;&nbsp;&nbsp;&nbsp; 56930 |
| &nbsp;&nbsp;&nbsp;Republic of Korea | 2.375% | &nbsp;&nbsp;&nbsp;&nbsp; 12/10/31 | &nbsp;&nbsp;&nbsp;&nbsp;KRW | &nbsp;&nbsp; 55000000 | &nbsp;&nbsp;&nbsp;&nbsp; 38262 |
| &nbsp;&nbsp;&nbsp;Republic of Korea | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 12/10/31 | &nbsp;&nbsp;&nbsp;&nbsp;KRW | &nbsp;&nbsp; 41000000 | &nbsp;&nbsp;&nbsp;&nbsp; 31515 |
| &nbsp;&nbsp;&nbsp;Republic of Korea | 3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 6/10/32 | &nbsp;&nbsp;&nbsp;&nbsp;KRW | &nbsp;&nbsp; 45000000 | &nbsp;&nbsp;&nbsp;&nbsp; 33472 |
| &nbsp;&nbsp;&nbsp;Republic of Korea | 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 12/10/32 | &nbsp;&nbsp;&nbsp;&nbsp;KRW | &nbsp;&nbsp; 37700000 | &nbsp;&nbsp;&nbsp;&nbsp; 29679 |
| &nbsp;&nbsp;&nbsp;Republic of Korea | 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/10/33 | &nbsp;&nbsp;&nbsp;&nbsp;KRW | &nbsp;&nbsp; 52000000 | &nbsp;&nbsp;&nbsp;&nbsp; 38473 |
| &nbsp;&nbsp;&nbsp;Republic of Korea | 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 12/10/33 | &nbsp;&nbsp;&nbsp;&nbsp;KRW | &nbsp;&nbsp; 86500000 | &nbsp;&nbsp;&nbsp;&nbsp; 66445 |
| &nbsp;&nbsp;&nbsp;Republic of Korea | 4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 12/10/33 | &nbsp;&nbsp;&nbsp;&nbsp;KRW | &nbsp;&nbsp; 53000000 | &nbsp;&nbsp;&nbsp;&nbsp; 41786 |
| &nbsp;&nbsp;&nbsp;Republic of Korea | 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/10/34 | &nbsp;&nbsp;&nbsp;&nbsp;KRW | &nbsp;&nbsp; 59500000 | &nbsp;&nbsp;&nbsp;&nbsp; 44685 |
| &nbsp;&nbsp;&nbsp;Republic of Korea | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 12/10/34 | &nbsp;&nbsp;&nbsp;&nbsp;KRW | &nbsp;&nbsp; 35000000 | &nbsp;&nbsp;&nbsp;&nbsp; 25518 |
| &nbsp;&nbsp;&nbsp;Republic of Korea | 2.625% | &nbsp;&nbsp;&nbsp;&nbsp; 9/10/35 | &nbsp;&nbsp;&nbsp;&nbsp;KRW | &nbsp;&nbsp; 49000000 | &nbsp;&nbsp;&nbsp;&nbsp; 34634 |
| &nbsp;&nbsp;&nbsp;Republic of Korea | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 9/10/36 | &nbsp;&nbsp;&nbsp;&nbsp;KRW | &nbsp;&nbsp; 40000000 | &nbsp;&nbsp;&nbsp;&nbsp; 25182 |
| &nbsp;&nbsp;&nbsp;Republic of Korea | 2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 9/10/37 | &nbsp;&nbsp;&nbsp;&nbsp;KRW | &nbsp;&nbsp; 20000000 | &nbsp;&nbsp;&nbsp;&nbsp; 13590 |
| &nbsp;&nbsp;&nbsp;Republic of Korea | 2.375% | &nbsp;&nbsp;&nbsp;&nbsp; 9/10/38 | &nbsp;&nbsp;&nbsp;&nbsp;KRW | &nbsp;&nbsp; 36600000 | &nbsp;&nbsp;&nbsp;&nbsp; 25170 |
| &nbsp;&nbsp;&nbsp;Republic of Korea | 1.125% | &nbsp;&nbsp;&nbsp;&nbsp; 9/10/39 | &nbsp;&nbsp;&nbsp;&nbsp;KRW | &nbsp;&nbsp; 26800000 | &nbsp;&nbsp;&nbsp;&nbsp; 15591 |
| &nbsp;&nbsp;&nbsp;Republic of Korea | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 9/10/40 | &nbsp;&nbsp;&nbsp;&nbsp;KRW | &nbsp;&nbsp; 39700000 | &nbsp;&nbsp;&nbsp;&nbsp; 24146 |
| &nbsp;&nbsp;&nbsp;Republic of Korea | 1.875% | &nbsp;&nbsp;&nbsp;&nbsp; 9/10/41 | &nbsp;&nbsp;&nbsp;&nbsp;KRW | &nbsp;&nbsp; 31000000 | &nbsp;&nbsp;&nbsp;&nbsp; 19795 |
| &nbsp;&nbsp;&nbsp;Republic of Korea | 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 9/10/42 | &nbsp;&nbsp;&nbsp;&nbsp;KRW | &nbsp;&nbsp; 35500000 | &nbsp;&nbsp;&nbsp;&nbsp; 27353 |
| &nbsp;&nbsp;&nbsp;Republic of Korea | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 12/10/42 | &nbsp;&nbsp;&nbsp;&nbsp;KRW | &nbsp;&nbsp; 59500000 | &nbsp;&nbsp;&nbsp;&nbsp; 44423 |
| &nbsp;&nbsp;&nbsp;Republic of Korea | 3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 9/10/43 | &nbsp;&nbsp;&nbsp;&nbsp;KRW | &nbsp;&nbsp; 50000000 | &nbsp;&nbsp;&nbsp;&nbsp; 41901 |
| &nbsp;&nbsp;&nbsp;Republic of Korea | 2.875% | &nbsp;&nbsp;&nbsp;&nbsp; 9/10/44 | &nbsp;&nbsp;&nbsp;&nbsp;KRW | &nbsp;&nbsp; 20000000 | &nbsp;&nbsp;&nbsp;&nbsp; 14746 |
| &nbsp;&nbsp;&nbsp;Republic of Korea | 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 12/10/44 | &nbsp;&nbsp;&nbsp;&nbsp;KRW | &nbsp;&nbsp; 57990000 | &nbsp;&nbsp;&nbsp;&nbsp; 42001 |
| &nbsp;&nbsp;&nbsp;Republic of Korea | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/10/46 | &nbsp;&nbsp;&nbsp;&nbsp;KRW | &nbsp;&nbsp; 49000000 | &nbsp;&nbsp;&nbsp;&nbsp; 31419 |
| &nbsp;&nbsp;&nbsp;Republic of Korea | 2.125% | &nbsp;&nbsp;&nbsp;&nbsp; 3/10/47 | &nbsp;&nbsp;&nbsp;&nbsp;KRW | &nbsp;&nbsp; 62955000 | &nbsp;&nbsp;&nbsp;&nbsp; 41078 |
| &nbsp;&nbsp;&nbsp;Republic of Korea | 2.625% | &nbsp;&nbsp;&nbsp;&nbsp; 3/10/48 | &nbsp;&nbsp;&nbsp;&nbsp;KRW | &nbsp;&nbsp; 98695000 | &nbsp;&nbsp;&nbsp;&nbsp; 70488 |
| &nbsp;&nbsp;&nbsp;Republic of Korea | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/10/49 | &nbsp;&nbsp;&nbsp;&nbsp;KRW | &nbsp;&nbsp; 91360000 | &nbsp;&nbsp;&nbsp;&nbsp; 58198 |
| &nbsp;&nbsp;&nbsp;Republic of Korea | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/10/50 | &nbsp;&nbsp;&nbsp;&nbsp;KRW | &nbsp;&nbsp;153730000 | &nbsp;&nbsp;&nbsp;&nbsp; 87804 |
| &nbsp;&nbsp;&nbsp;Republic of Korea | 1.875% | &nbsp;&nbsp;&nbsp;&nbsp; 3/10/51 | &nbsp;&nbsp;&nbsp;&nbsp;KRW | &nbsp;&nbsp;174845380 | &nbsp;&nbsp;&nbsp;&nbsp; 108105 |
| &nbsp;&nbsp;&nbsp;Republic of Korea | 2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/10/52 | &nbsp;&nbsp;&nbsp;&nbsp;KRW | &nbsp;&nbsp;105490770 | &nbsp;&nbsp;&nbsp;&nbsp; 74552 |
| &nbsp;&nbsp;&nbsp;Republic of Korea | 3.125% | &nbsp;&nbsp;&nbsp;&nbsp; 9/10/52 | &nbsp;&nbsp;&nbsp;&nbsp;KRW | &nbsp;&nbsp; 63000000 | &nbsp;&nbsp;&nbsp;&nbsp; 49760 |
| &nbsp;&nbsp;&nbsp;Republic of Korea | 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 3/10/53 | &nbsp;&nbsp;&nbsp;&nbsp;KRW | &nbsp;&nbsp; 88850000 | &nbsp;&nbsp;&nbsp;&nbsp; 71893 |
| &nbsp;&nbsp;&nbsp;Republic of Korea | 3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 9/10/53 | &nbsp;&nbsp;&nbsp;&nbsp;KRW | &nbsp;&nbsp; 83000000 | &nbsp;&nbsp;&nbsp;&nbsp; 71768 |
| &nbsp;&nbsp;&nbsp;Republic of Korea | 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 3/10/54 | &nbsp;&nbsp;&nbsp;&nbsp;KRW | &nbsp;&nbsp;159500000 | &nbsp;&nbsp;&nbsp;&nbsp; 129689 |
| &nbsp;&nbsp;&nbsp;Republic of Korea | 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 9/10/54 | &nbsp;&nbsp;&nbsp;&nbsp;KRW | &nbsp;&nbsp; 41250000 | &nbsp;&nbsp;&nbsp;&nbsp; 30612 |
| &nbsp;&nbsp;&nbsp;Republic of Korea | 2.625% | &nbsp;&nbsp;&nbsp;&nbsp; 3/10/55 | &nbsp;&nbsp;&nbsp;&nbsp;KRW | &nbsp;&nbsp; 7000000 | &nbsp;&nbsp;&nbsp;&nbsp; 5076 |
| &nbsp;&nbsp;&nbsp;Republic of Korea | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/10/68 | &nbsp;&nbsp;&nbsp;&nbsp;KRW | &nbsp;&nbsp; 35697000 | &nbsp;&nbsp;&nbsp;&nbsp; 22441 |
| &nbsp;&nbsp;&nbsp;Republic of Korea | 1.625% | &nbsp;&nbsp;&nbsp;&nbsp; 9/10/70 | &nbsp;&nbsp;&nbsp;&nbsp;KRW | &nbsp;&nbsp; 34012000 | &nbsp;&nbsp;&nbsp;&nbsp; 18843 |
| &nbsp;&nbsp;&nbsp;Republic of Korea | 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 9/10/72 | &nbsp;&nbsp;&nbsp;&nbsp;KRW | &nbsp;&nbsp; 36600000 | &nbsp;&nbsp;&nbsp;&nbsp; 33772 |
| &nbsp;&nbsp;&nbsp;Republic of Korea | 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 9/10/74 | &nbsp;&nbsp;&nbsp;&nbsp;KRW | &nbsp;&nbsp; 15000000 | &nbsp;&nbsp;&nbsp;&nbsp; 11631 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **2903265** |
| **Spain (4.5%)** | **Spain (4.5%)** | **Spain (4.5%)** |  |  |  |
| &nbsp;&nbsp;&nbsp;Adif Alta Velocidad | 0.950% | &nbsp;&nbsp;&nbsp;&nbsp; 4/30/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7500 | &nbsp;&nbsp;&nbsp;&nbsp; 8302 |
| &nbsp;&nbsp;&nbsp;Adif Alta Velocidad | 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 7/30/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3300 | &nbsp;&nbsp;&nbsp;&nbsp; 3854 |
| &nbsp;&nbsp;&nbsp;Adif Alta Velocidad | 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/31/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 17000 | &nbsp;&nbsp;&nbsp;&nbsp; 19713 |
| &nbsp;&nbsp;&nbsp;Adif Alta Velocidad | 3.125% | &nbsp;&nbsp;&nbsp;&nbsp; 1/31/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 12300 | &nbsp;&nbsp;&nbsp;&nbsp; 14159 |
| &nbsp;&nbsp;&nbsp;Adif Alta Velocidad | 0.550% | &nbsp;&nbsp;&nbsp;&nbsp; 10/31/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4000 | &nbsp;&nbsp;&nbsp;&nbsp; 3875 |
| &nbsp;&nbsp;&nbsp;Autonomous Community of Madrid Spain | 4.300% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10901 | &nbsp;&nbsp;&nbsp;&nbsp; 12718 |

---

------

Total International Bond Index Fund

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;&nbsp;&nbsp;Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Autonomous Community of Madrid Spain | 2.146% | &nbsp;&nbsp;&nbsp;&nbsp; 4/30/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 8710 | &nbsp;&nbsp;&nbsp;&nbsp; 9886 |
|  | &nbsp;&nbsp;&nbsp;Autonomous Community of Madrid Spain | 1.773% | &nbsp;&nbsp;&nbsp;&nbsp; 4/30/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6981 | &nbsp;&nbsp;&nbsp;&nbsp; 7810 |
|  | &nbsp;&nbsp;&nbsp;Autonomous Community of Madrid Spain | 1.571% | &nbsp;&nbsp;&nbsp;&nbsp; 4/30/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10248 | &nbsp;&nbsp;&nbsp;&nbsp; 11259 |
|  | &nbsp;&nbsp;&nbsp;Autonomous Community of Madrid Spain | 2.080% | &nbsp;&nbsp;&nbsp;&nbsp; 3/12/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2561 | &nbsp;&nbsp;&nbsp;&nbsp; 2840 |
|  | &nbsp;&nbsp;&nbsp;Autonomous Community of Madrid Spain | 0.419% | &nbsp;&nbsp;&nbsp;&nbsp; 4/30/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2021 | &nbsp;&nbsp;&nbsp;&nbsp; 2065 |
|  | &nbsp;&nbsp;&nbsp;Autonomous Community of Madrid Spain | 0.420% | &nbsp;&nbsp;&nbsp;&nbsp; 4/30/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 14052 | &nbsp;&nbsp;&nbsp;&nbsp; 13935 |
|  | &nbsp;&nbsp;&nbsp;Basque Government | 0.850% | &nbsp;&nbsp;&nbsp;&nbsp; 4/30/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 8751 | &nbsp;&nbsp;&nbsp;&nbsp; 9140 |
|  | &nbsp;&nbsp;&nbsp;Basque Government | 0.450% | &nbsp;&nbsp;&nbsp;&nbsp; 4/30/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7813 | &nbsp;&nbsp;&nbsp;&nbsp; 7537 |
|  | &nbsp;&nbsp;&nbsp;Basque Government | 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/30/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 8000 | &nbsp;&nbsp;&nbsp;&nbsp; 9421 |
|  | &nbsp;&nbsp;&nbsp;Basque Government | 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 4/30/35 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 14818 | &nbsp;&nbsp;&nbsp;&nbsp; 16893 |
|  | &nbsp;&nbsp;&nbsp;Instituto de Credito Oficial | 2.700% | &nbsp;&nbsp;&nbsp;&nbsp; 10/31/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 20129 | &nbsp;&nbsp;&nbsp;&nbsp; 23066 |
|  | &nbsp;&nbsp;&nbsp;Junta de Andalucia | 3.200% | &nbsp;&nbsp;&nbsp;&nbsp; 4/30/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10943 | &nbsp;&nbsp;&nbsp;&nbsp; 12743 |
|  | &nbsp;&nbsp;&nbsp;Junta de Andalucia | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/30/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 22546 | &nbsp;&nbsp;&nbsp;&nbsp; 22338 |
|  | &nbsp;&nbsp;&nbsp;Junta de Andalucia | 3.400% | &nbsp;&nbsp;&nbsp;&nbsp; 4/30/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10000 | &nbsp;&nbsp;&nbsp;&nbsp; 11498 |
|  | &nbsp;&nbsp;&nbsp;Kingdom of Spain | 2.800% | &nbsp;&nbsp;&nbsp;&nbsp; 5/31/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 138565 | &nbsp;&nbsp;&nbsp;&nbsp; 158481 |
|  | &nbsp;&nbsp;&nbsp;Kingdom of Spain | 0.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/31/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 190792 | &nbsp;&nbsp;&nbsp;&nbsp; 209225 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Kingdom of Spain | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/30/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 13222 | &nbsp;&nbsp;&nbsp;&nbsp; 14878 |
|  | &nbsp;&nbsp;&nbsp;Kingdom of Spain | 2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/31/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 204398 | &nbsp;&nbsp;&nbsp;&nbsp; 234368 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Kingdom of Spain | 0.800% | &nbsp;&nbsp;&nbsp;&nbsp; 7/30/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 77534 | &nbsp;&nbsp;&nbsp;&nbsp; 85729 |
|  | &nbsp;&nbsp;&nbsp;Kingdom of Spain | 0.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/31/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 243681 | &nbsp;&nbsp;&nbsp;&nbsp; 261457 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Kingdom of Spain | 1.400% | &nbsp;&nbsp;&nbsp;&nbsp; 4/30/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 62566 | &nbsp;&nbsp;&nbsp;&nbsp; 69626 |
|  | &nbsp;&nbsp;&nbsp;Kingdom of Spain | 2.400% | &nbsp;&nbsp;&nbsp;&nbsp; 5/31/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 100000 | &nbsp;&nbsp;&nbsp;&nbsp; 114377 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Kingdom of Spain | 1.400% | &nbsp;&nbsp;&nbsp;&nbsp; 7/30/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 61318 | &nbsp;&nbsp;&nbsp;&nbsp; 67994 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Kingdom of Spain | 5.150% | &nbsp;&nbsp;&nbsp;&nbsp; 10/31/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 57949 | &nbsp;&nbsp;&nbsp;&nbsp; 72243 |
|  | &nbsp;&nbsp;&nbsp;Kingdom of Spain | 6.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/31/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 41740 | &nbsp;&nbsp;&nbsp;&nbsp; 53764 |
|  | &nbsp;&nbsp;&nbsp;Kingdom of Spain | 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/31/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 80000 | &nbsp;&nbsp;&nbsp;&nbsp; 95009 |
|  | &nbsp;&nbsp;&nbsp;Kingdom of Spain | 0.800% | &nbsp;&nbsp;&nbsp;&nbsp; 7/30/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 222089 | &nbsp;&nbsp;&nbsp;&nbsp; 236774 |
|  | &nbsp;&nbsp;&nbsp;Kingdom of Spain | 2.700% | &nbsp;&nbsp;&nbsp;&nbsp; 1/31/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 75000 | &nbsp;&nbsp;&nbsp;&nbsp; 86237 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Kingdom of Spain | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/30/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 110000 | &nbsp;&nbsp;&nbsp;&nbsp; 113687 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Kingdom of Spain | 1.950% | &nbsp;&nbsp;&nbsp;&nbsp; 7/30/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 100000 | &nbsp;&nbsp;&nbsp;&nbsp; 110762 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Kingdom of Spain | 1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 10/31/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 88382 | &nbsp;&nbsp;&nbsp;&nbsp; 93889 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Kingdom of Spain | 0.100% | &nbsp;&nbsp;&nbsp;&nbsp; 4/30/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 98000 | &nbsp;&nbsp;&nbsp;&nbsp; 96125 |
|  | &nbsp;&nbsp;&nbsp;Kingdom of Spain | 3.100% | &nbsp;&nbsp;&nbsp;&nbsp; 7/30/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 70000 | &nbsp;&nbsp;&nbsp;&nbsp; 81502 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Kingdom of Spain | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 10/31/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 118193 | &nbsp;&nbsp;&nbsp;&nbsp; 117081 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Kingdom of Spain | 0.700% | &nbsp;&nbsp;&nbsp;&nbsp; 4/30/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 131585 | &nbsp;&nbsp;&nbsp;&nbsp; 130204 |
|  | &nbsp;&nbsp;&nbsp;Kingdom of Spain | 5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 7/30/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 22396 | &nbsp;&nbsp;&nbsp;&nbsp; 30380 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Kingdom of Spain | 2.550% | &nbsp;&nbsp;&nbsp;&nbsp; 10/31/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 81027 | &nbsp;&nbsp;&nbsp;&nbsp; 90376 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Kingdom of Spain | 3.150% | &nbsp;&nbsp;&nbsp;&nbsp; 4/30/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 90772 | &nbsp;&nbsp;&nbsp;&nbsp; 104962 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Kingdom of Spain | 2.350% | &nbsp;&nbsp;&nbsp;&nbsp; 7/30/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 17219 | &nbsp;&nbsp;&nbsp;&nbsp; 18750 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Kingdom of Spain | 3.550% | &nbsp;&nbsp;&nbsp;&nbsp; 10/31/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 173065 | &nbsp;&nbsp;&nbsp;&nbsp; 205046 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Kingdom of Spain | 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 4/30/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 92172 | &nbsp;&nbsp;&nbsp;&nbsp; 106336 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Kingdom of Spain | 3.450% | &nbsp;&nbsp;&nbsp;&nbsp; 10/31/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 153006 | &nbsp;&nbsp;&nbsp;&nbsp; 178667 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Kingdom of Spain | 3.150% | &nbsp;&nbsp;&nbsp;&nbsp; 4/30/35 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 55000 | &nbsp;&nbsp;&nbsp;&nbsp; 62485 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Kingdom of Spain | 1.850% | &nbsp;&nbsp;&nbsp;&nbsp; 7/30/35 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 44301 | &nbsp;&nbsp;&nbsp;&nbsp; 44629 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Kingdom of Spain | 4.200% | &nbsp;&nbsp;&nbsp;&nbsp; 1/31/37 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 19332 | &nbsp;&nbsp;&nbsp;&nbsp; 23812 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Kingdom of Spain | 0.850% | &nbsp;&nbsp;&nbsp;&nbsp; 7/30/37 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 111360 | &nbsp;&nbsp;&nbsp;&nbsp; 94517 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Kingdom of Spain | 3.900% | &nbsp;&nbsp;&nbsp;&nbsp; 7/30/39 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 74407 | &nbsp;&nbsp;&nbsp;&nbsp; 87761 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Kingdom of Spain | 4.900% | &nbsp;&nbsp;&nbsp;&nbsp; 7/30/40 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 50720 | &nbsp;&nbsp;&nbsp;&nbsp; 66303 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Kingdom of Spain | 1.200% | &nbsp;&nbsp;&nbsp;&nbsp; 10/31/40 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 106751 | &nbsp;&nbsp;&nbsp;&nbsp; 86777 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Kingdom of Spain | 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 1/31/41 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 58630 | &nbsp;&nbsp;&nbsp;&nbsp; 65327 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Kingdom of Spain | 4.700% | &nbsp;&nbsp;&nbsp;&nbsp; 7/30/41 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 66035 | &nbsp;&nbsp;&nbsp;&nbsp; 84604 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Kingdom of Spain | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/30/42 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 68941 | &nbsp;&nbsp;&nbsp;&nbsp; 51884 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Kingdom of Spain | 3.450% | &nbsp;&nbsp;&nbsp;&nbsp; 7/30/43 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 33580 | &nbsp;&nbsp;&nbsp;&nbsp; 36590 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Kingdom of Spain | 5.150% | &nbsp;&nbsp;&nbsp;&nbsp; 10/31/44 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 56015 | &nbsp;&nbsp;&nbsp;&nbsp; 75892 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Kingdom of Spain | 2.900% | &nbsp;&nbsp;&nbsp;&nbsp; 10/31/46 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 91405 | &nbsp;&nbsp;&nbsp;&nbsp; 90582 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Kingdom of Spain | 2.700% | &nbsp;&nbsp;&nbsp;&nbsp; 10/31/48 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 84351 | &nbsp;&nbsp;&nbsp;&nbsp; 79408 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Kingdom of Spain | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/31/50 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 33127 | &nbsp;&nbsp;&nbsp;&nbsp; 20545 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Kingdom of Spain | 1.900% | &nbsp;&nbsp;&nbsp;&nbsp; 10/31/52 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 118091 | &nbsp;&nbsp;&nbsp;&nbsp; 89457 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Kingdom of Spain | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/31/54 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 39853 | &nbsp;&nbsp;&nbsp;&nbsp; 45454 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Kingdom of Spain | 3.450% | &nbsp;&nbsp;&nbsp;&nbsp; 7/30/66 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 53292 | &nbsp;&nbsp;&nbsp;&nbsp; 53825 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Kingdom of Spain | 1.450% | &nbsp;&nbsp;&nbsp;&nbsp; 10/31/71 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 36946 | &nbsp;&nbsp;&nbsp;&nbsp; 19970 |
|  | &nbsp;&nbsp;&nbsp;Xunta de Galicia | 3.711% | &nbsp;&nbsp;&nbsp;&nbsp; 7/30/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6300 | &nbsp;&nbsp;&nbsp;&nbsp; 7471 |
|  | &nbsp;&nbsp;&nbsp;Xunta de Galicia | 3.296% | &nbsp;&nbsp;&nbsp;&nbsp; 4/30/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 9100 | &nbsp;&nbsp;&nbsp;&nbsp; 10595 |
|  |  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **4658869** |
| **Supranational (4.8%)** | **Supranational (4.8%)** | **Supranational (4.8%)** | **Supranational (4.8%)** |  |  |  |
|  | &nbsp;&nbsp;&nbsp;African Development Bank | 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/2/26 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 3178 | &nbsp;&nbsp;&nbsp;&nbsp; 2053 |
|  | &nbsp;&nbsp;&nbsp;African Development Bank | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/22/26 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 16308 | &nbsp;&nbsp;&nbsp;&nbsp; 20915 |
|  | &nbsp;&nbsp;&nbsp;African Development Bank | 0.125% | &nbsp;&nbsp;&nbsp;&nbsp; 10/7/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2049 | &nbsp;&nbsp;&nbsp;&nbsp; 2262 |
|  | &nbsp;&nbsp;&nbsp;African Development Bank | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/22/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10191 | &nbsp;&nbsp;&nbsp;&nbsp; 11226 |

---

------

Total International Bond Index Fund

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;&nbsp;&nbsp;Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;African Development Bank | 3.300% | &nbsp;&nbsp;&nbsp;&nbsp; 7/27/27 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 509 | &nbsp;&nbsp;&nbsp;&nbsp; 324 |
|  | &nbsp;&nbsp;&nbsp;African Development Bank | 3.350% | &nbsp;&nbsp;&nbsp;&nbsp; 8/8/28 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 373 | &nbsp;&nbsp;&nbsp;&nbsp; 236 |
|  | &nbsp;&nbsp;&nbsp;African Development Bank | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/21/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7854 | &nbsp;&nbsp;&nbsp;&nbsp; 8313 |
|  | &nbsp;&nbsp;&nbsp;African Development Bank | 2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 9/14/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3696 | &nbsp;&nbsp;&nbsp;&nbsp; 4179 |
|  | &nbsp;&nbsp;&nbsp;Asian Development Bank | 1.342% | &nbsp;&nbsp;&nbsp;&nbsp; 6/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;NOK | &nbsp;&nbsp; 18000 | &nbsp;&nbsp;&nbsp;&nbsp; 1672 |
|  | &nbsp;&nbsp;&nbsp;Asian Development Bank | 4.400% | &nbsp;&nbsp;&nbsp;&nbsp; 7/13/26 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 4725 | &nbsp;&nbsp;&nbsp;&nbsp; 3501 |
|  | &nbsp;&nbsp;&nbsp;Asian Development Bank | 0.625% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 3792 | &nbsp;&nbsp;&nbsp;&nbsp; 4835 |
|  | &nbsp;&nbsp;&nbsp;Asian Development Bank | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/14/26 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 925 | &nbsp;&nbsp;&nbsp;&nbsp; 588 |
|  | &nbsp;&nbsp;&nbsp;Asian Development Bank | 0.125% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 8198 | &nbsp;&nbsp;&nbsp;&nbsp; 10294 |
|  | &nbsp;&nbsp;&nbsp;Asian Development Bank | 4.650% | &nbsp;&nbsp;&nbsp;&nbsp; 2/16/27 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1424 | &nbsp;&nbsp;&nbsp;&nbsp; 1070 |
|  | &nbsp;&nbsp;&nbsp;Asian Development Bank | 4.050% | &nbsp;&nbsp;&nbsp;&nbsp; 4/19/27 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 8100 | &nbsp;&nbsp;&nbsp;&nbsp; 6036 |
|  | &nbsp;&nbsp;&nbsp;Asian Development Bank | 3.400% | &nbsp;&nbsp;&nbsp;&nbsp; 9/10/27 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 11655 | &nbsp;&nbsp;&nbsp;&nbsp; 7443 |
|  | &nbsp;&nbsp;&nbsp;Asian Development Bank | 0.250% | &nbsp;&nbsp;&nbsp;&nbsp; 10/28/27 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 6918 | &nbsp;&nbsp;&nbsp;&nbsp; 8436 |
|  | &nbsp;&nbsp;&nbsp;Asian Development Bank | 0.750% | &nbsp;&nbsp;&nbsp;&nbsp; 12/7/27 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 6365 | &nbsp;&nbsp;&nbsp;&nbsp; 7839 |
|  | &nbsp;&nbsp;&nbsp;Asian Development Bank | 1.125% | &nbsp;&nbsp;&nbsp;&nbsp; 2/10/28 | &nbsp;&nbsp;&nbsp;&nbsp;NZD | &nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp;&nbsp; 1114 |
|  | &nbsp;&nbsp;&nbsp;Asian Development Bank | 3.300% | &nbsp;&nbsp;&nbsp;&nbsp; 5/24/28 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 3900 | &nbsp;&nbsp;&nbsp;&nbsp; 2828 |
|  | &nbsp;&nbsp;&nbsp;Asian Development Bank | 4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 6/29/28 | &nbsp;&nbsp;&nbsp;&nbsp;NZD | &nbsp;&nbsp; 7000 | &nbsp;&nbsp;&nbsp;&nbsp; 4320 |
|  | &nbsp;&nbsp;&nbsp;Asian Development Bank | 3.300% | &nbsp;&nbsp;&nbsp;&nbsp; 8/8/28 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 1320 | &nbsp;&nbsp;&nbsp;&nbsp; 837 |
|  | &nbsp;&nbsp;&nbsp;Asian Development Bank | 0.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/24/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7788 | &nbsp;&nbsp;&nbsp;&nbsp; 7957 |
|  | &nbsp;&nbsp;&nbsp;Asian Development Bank | 0.025% | &nbsp;&nbsp;&nbsp;&nbsp; 1/31/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7834 | &nbsp;&nbsp;&nbsp;&nbsp; 7938 |
|  | &nbsp;&nbsp;&nbsp;Asian Development Bank | 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/20/30 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 4850 | &nbsp;&nbsp;&nbsp;&nbsp; 3178 |
|  | &nbsp;&nbsp;&nbsp;Asian Development Bank | 0.100% | &nbsp;&nbsp;&nbsp;&nbsp; 6/17/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 8447 | &nbsp;&nbsp;&nbsp;&nbsp; 8240 |
|  | &nbsp;&nbsp;&nbsp;Asian Development Bank | 1.950% | &nbsp;&nbsp;&nbsp;&nbsp; 7/22/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 8930 | &nbsp;&nbsp;&nbsp;&nbsp; 9631 |
|  | &nbsp;&nbsp;&nbsp;Asian Development Bank | 4.800% | &nbsp;&nbsp;&nbsp;&nbsp; 1/17/33 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 12000 | &nbsp;&nbsp;&nbsp;&nbsp; 7862 |
|  | &nbsp;&nbsp;&nbsp;Asian Development Bank | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/10/37 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4669 | &nbsp;&nbsp;&nbsp;&nbsp; 4688 |
|  | &nbsp;&nbsp;&nbsp;Asian Infrastructure Investment Bank | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/6/26 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 3742 | &nbsp;&nbsp;&nbsp;&nbsp; 2333 |
|  | &nbsp;&nbsp;&nbsp;Corp. Andina de Fomento | 2.375% | &nbsp;&nbsp;&nbsp;&nbsp; 7/13/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3440 | &nbsp;&nbsp;&nbsp;&nbsp; 3895 |
|  | &nbsp;&nbsp;&nbsp;Corp. Andina de Fomento | 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 9/14/27 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 816 | &nbsp;&nbsp;&nbsp;&nbsp; 522 |
|  | &nbsp;&nbsp;&nbsp;Corp. Andina de Fomento | 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/7/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4057 | &nbsp;&nbsp;&nbsp;&nbsp; 4842 |
|  | &nbsp;&nbsp;&nbsp;Corp. Andina de Fomento | 3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 2/13/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 12500 | &nbsp;&nbsp;&nbsp;&nbsp; 14579 |
|  | &nbsp;&nbsp;&nbsp;Council of Europe Development Bank | 0.375% | &nbsp;&nbsp;&nbsp;&nbsp; 6/8/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 44653 | &nbsp;&nbsp;&nbsp;&nbsp; 49683 |
|  | &nbsp;&nbsp;&nbsp;Council of Europe Development Bank | 0.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/9/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4760 | &nbsp;&nbsp;&nbsp;&nbsp; 5186 |
|  | &nbsp;&nbsp;&nbsp;Council of Europe Development Bank | 0.250% | &nbsp;&nbsp;&nbsp;&nbsp; 1/19/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 9338 | &nbsp;&nbsp;&nbsp;&nbsp; 9072 |
|  | &nbsp;&nbsp;&nbsp;Council of Europe Development Bank | 2.625% | &nbsp;&nbsp;&nbsp;&nbsp; 1/11/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 11000 | &nbsp;&nbsp;&nbsp;&nbsp; 12302 |
|  | &nbsp;&nbsp;&nbsp;Eurofima Europaeische Gesellschaft fuer die Finanzierung von Eisenbahnmaterial | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp; 3315 | &nbsp;&nbsp;&nbsp;&nbsp; 4132 |
|  | &nbsp;&nbsp;&nbsp;Eurofima Europaeische Gesellschaft fuer die Finanzierung von Eisenbahnmaterial | 2.600% | &nbsp;&nbsp;&nbsp;&nbsp; 1/13/27 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 12660 | &nbsp;&nbsp;&nbsp;&nbsp; 7965 |
|  | &nbsp;&nbsp;&nbsp;Eurofima Europaeische Gesellschaft fuer die Finanzierung von Eisenbahnmaterial | 4.550% | &nbsp;&nbsp;&nbsp;&nbsp; 3/30/27 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1372 | &nbsp;&nbsp;&nbsp;&nbsp; 1026 |
|  | &nbsp;&nbsp;&nbsp;Eurofima Europaeische Gesellschaft fuer die Finanzierung von Eisenbahnmaterial | 3.350% | &nbsp;&nbsp;&nbsp;&nbsp; 5/21/29 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 2190 | &nbsp;&nbsp;&nbsp;&nbsp; 1370 |
|  | &nbsp;&nbsp;&nbsp;Eurofima Europaeische Gesellschaft fuer die Finanzierung von Eisenbahnmaterial | 2.875% | &nbsp;&nbsp;&nbsp;&nbsp; 2/4/30 | &nbsp;&nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 6770 |
|  | &nbsp;&nbsp;&nbsp;European Bank for Reconstruction & Development | 2.875% | &nbsp;&nbsp;&nbsp;&nbsp; 7/17/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 12240 | &nbsp;&nbsp;&nbsp;&nbsp; 14163 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;European Financial Stability Facility | 0.400% | &nbsp;&nbsp;&nbsp;&nbsp; 5/31/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 40993 | &nbsp;&nbsp;&nbsp;&nbsp; 45685 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;European Financial Stability Facility | 0.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/20/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 24801 | &nbsp;&nbsp;&nbsp;&nbsp; 27458 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;European Financial Stability Facility | 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 8/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 50000 | &nbsp;&nbsp;&nbsp;&nbsp; 57217 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;European Financial Stability Facility | 0.750% | &nbsp;&nbsp;&nbsp;&nbsp; 5/3/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 28413 | &nbsp;&nbsp;&nbsp;&nbsp; 31436 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;European Financial Stability Facility | 0.875% | &nbsp;&nbsp;&nbsp;&nbsp; 7/26/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 12810 | &nbsp;&nbsp;&nbsp;&nbsp; 14169 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;European Financial Stability Facility | 0.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/13/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 18000 | &nbsp;&nbsp;&nbsp;&nbsp; 19410 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;European Financial Stability Facility | 0.950% | &nbsp;&nbsp;&nbsp;&nbsp; 2/14/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 21454 | &nbsp;&nbsp;&nbsp;&nbsp; 23581 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;European Financial Stability Facility | 0.875% | &nbsp;&nbsp;&nbsp;&nbsp; 9/5/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7003 | &nbsp;&nbsp;&nbsp;&nbsp; 7619 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;European Financial Stability Facility | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 40000 | &nbsp;&nbsp;&nbsp;&nbsp; 46686 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;European Financial Stability Facility | 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/11/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 12500 | &nbsp;&nbsp;&nbsp;&nbsp; 14851 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;European Financial Stability Facility | 2.625% | &nbsp;&nbsp;&nbsp;&nbsp; 7/16/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 30000 | &nbsp;&nbsp;&nbsp;&nbsp; 34507 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;European Financial Stability Facility | 0.050% | &nbsp;&nbsp;&nbsp;&nbsp; 10/17/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7997 | &nbsp;&nbsp;&nbsp;&nbsp; 8198 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;European Financial Stability Facility | 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 12/3/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2817 | &nbsp;&nbsp;&nbsp;&nbsp; 3249 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;European Financial Stability Facility | 0.125% | &nbsp;&nbsp;&nbsp;&nbsp; 3/18/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 9689 | &nbsp;&nbsp;&nbsp;&nbsp; 9852 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;European Financial Stability Facility | 0.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/20/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 53917 | &nbsp;&nbsp;&nbsp;&nbsp; 53077 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;European Financial Stability Facility | 2.875% | &nbsp;&nbsp;&nbsp;&nbsp; 5/28/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 35000 | &nbsp;&nbsp;&nbsp;&nbsp; 40474 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;European Financial Stability Facility | 3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 3/30/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10248 | &nbsp;&nbsp;&nbsp;&nbsp; 12552 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;European Financial Stability Facility | 2.875% | &nbsp;&nbsp;&nbsp;&nbsp; 2/16/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 25000 | &nbsp;&nbsp;&nbsp;&nbsp; 28802 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;European Financial Stability Facility | 1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/24/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 23345 | &nbsp;&nbsp;&nbsp;&nbsp; 23649 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;European Financial Stability Facility | 2.875% | &nbsp;&nbsp;&nbsp;&nbsp; 2/13/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 25000 | &nbsp;&nbsp;&nbsp;&nbsp; 28425 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;European Financial Stability Facility | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/4/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2664 | &nbsp;&nbsp;&nbsp;&nbsp; 3046 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;European Financial Stability Facility | 0.875% | &nbsp;&nbsp;&nbsp;&nbsp; 4/10/35 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 38787 | &nbsp;&nbsp;&nbsp;&nbsp; 36239 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;European Financial Stability Facility | 3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 4/3/37 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5378 | &nbsp;&nbsp;&nbsp;&nbsp; 6252 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;European Financial Stability Facility | 1.450% | &nbsp;&nbsp;&nbsp;&nbsp; 9/5/40 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10447 | &nbsp;&nbsp;&nbsp;&nbsp; 9276 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;European Financial Stability Facility | 1.700% | &nbsp;&nbsp;&nbsp;&nbsp; 2/13/43 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 18810 | &nbsp;&nbsp;&nbsp;&nbsp; 16677 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;European Financial Stability Facility | 2.350% | &nbsp;&nbsp;&nbsp;&nbsp; 7/29/44 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 26968 | &nbsp;&nbsp;&nbsp;&nbsp; 26124 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;European Financial Stability Facility | 1.375% | &nbsp;&nbsp;&nbsp;&nbsp; 5/31/47 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 29083 | &nbsp;&nbsp;&nbsp;&nbsp; 23086 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;European Financial Stability Facility | 1.800% | &nbsp;&nbsp;&nbsp;&nbsp; 7/10/48 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 19554 | &nbsp;&nbsp;&nbsp;&nbsp; 16614 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;European Financial Stability Facility | 0.700% | &nbsp;&nbsp;&nbsp;&nbsp; 1/20/50 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 15370 | &nbsp;&nbsp;&nbsp;&nbsp; 9730 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;European Financial Stability Facility | 0.700% | &nbsp;&nbsp;&nbsp;&nbsp; 1/17/53 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 18093 | &nbsp;&nbsp;&nbsp;&nbsp; 10704 |

---

------

Total International Bond Index Fund

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;&nbsp;&nbsp;Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;European Financial Stability Facility | 1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 7/17/53 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1793 | &nbsp;&nbsp;&nbsp;&nbsp; 1435 |
|  | &nbsp;&nbsp;&nbsp;European Investment Bank | 3.100% | &nbsp;&nbsp;&nbsp;&nbsp; 8/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 17970 | &nbsp;&nbsp;&nbsp;&nbsp; 11452 |
|  | &nbsp;&nbsp;&nbsp;European Investment Bank | 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 8/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;PLN | &nbsp;&nbsp; 5102 | &nbsp;&nbsp;&nbsp;&nbsp; 1320 |
|  | &nbsp;&nbsp;&nbsp;European Investment Bank | 1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 11/12/26 | &nbsp;&nbsp;&nbsp;&nbsp;SEK | &nbsp;&nbsp; 25000 | &nbsp;&nbsp;&nbsp;&nbsp; 2569 |
|  | &nbsp;&nbsp;&nbsp;European Investment Bank | 1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 11/13/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3074 | &nbsp;&nbsp;&nbsp;&nbsp; 3451 |
|  | &nbsp;&nbsp;&nbsp;European Investment Bank | 0.000% | &nbsp;&nbsp;&nbsp;&nbsp; 12/22/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 28656 | &nbsp;&nbsp;&nbsp;&nbsp; 31509 |
|  | &nbsp;&nbsp;&nbsp;European Investment Bank | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 27516 | &nbsp;&nbsp;&nbsp;&nbsp; 30463 |
|  | &nbsp;&nbsp;&nbsp;European Investment Bank | 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 27561 | &nbsp;&nbsp;&nbsp;&nbsp; 32153 |
|  | &nbsp;&nbsp;&nbsp;European Investment Bank | 0.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/17/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 9690 | &nbsp;&nbsp;&nbsp;&nbsp; 10544 |
|  | &nbsp;&nbsp;&nbsp;European Investment Bank | 0.375% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 75514 | &nbsp;&nbsp;&nbsp;&nbsp; 82425 |
|  | &nbsp;&nbsp;&nbsp;European Investment Bank | 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 12/7/27 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 1947 | &nbsp;&nbsp;&nbsp;&nbsp; 2590 |
|  | &nbsp;&nbsp;&nbsp;European Investment Bank | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/28/28 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 5538 | &nbsp;&nbsp;&nbsp;&nbsp; 3846 |
|  | &nbsp;&nbsp;&nbsp;European Investment Bank | 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 1/31/28 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 48858 | &nbsp;&nbsp;&nbsp;&nbsp; 66101 |
|  | &nbsp;&nbsp;&nbsp;European Investment Bank | 3.300% | &nbsp;&nbsp;&nbsp;&nbsp; 2/3/28 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 1147 | &nbsp;&nbsp;&nbsp;&nbsp; 730 |
|  | &nbsp;&nbsp;&nbsp;European Investment Bank | 0.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/28/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 19098 | &nbsp;&nbsp;&nbsp;&nbsp; 20415 |
|  | &nbsp;&nbsp;&nbsp;European Investment Bank | 1.375% | &nbsp;&nbsp;&nbsp;&nbsp; 5/12/28 | &nbsp;&nbsp;&nbsp;&nbsp;SEK | &nbsp;&nbsp; 38260 | &nbsp;&nbsp;&nbsp;&nbsp; 3846 |
|  | &nbsp;&nbsp;&nbsp;European Investment Bank | 0.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5124 | &nbsp;&nbsp;&nbsp;&nbsp; 5461 |
|  | &nbsp;&nbsp;&nbsp;European Investment Bank | 4.200% | &nbsp;&nbsp;&nbsp;&nbsp; 8/21/28 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 24697 | &nbsp;&nbsp;&nbsp;&nbsp; 16109 |
|  | &nbsp;&nbsp;&nbsp;European Investment Bank | 0.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/28/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 11672 | &nbsp;&nbsp;&nbsp;&nbsp; 12318 |
|  | &nbsp;&nbsp;&nbsp;European Investment Bank | 6.000% | &nbsp;&nbsp;&nbsp;&nbsp; 12/7/28 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 8198 | &nbsp;&nbsp;&nbsp;&nbsp; 11678 |
|  | &nbsp;&nbsp;&nbsp;European Investment Bank | 0.625% | &nbsp;&nbsp;&nbsp;&nbsp; 1/22/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 23372 | &nbsp;&nbsp;&nbsp;&nbsp; 25024 |
|  | &nbsp;&nbsp;&nbsp;European Investment Bank | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 43601 | &nbsp;&nbsp;&nbsp;&nbsp; 58269 |
|  | &nbsp;&nbsp;&nbsp;European Investment Bank | 3.300% | &nbsp;&nbsp;&nbsp;&nbsp; 5/25/29 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 3524 | &nbsp;&nbsp;&nbsp;&nbsp; 2223 |
|  | &nbsp;&nbsp;&nbsp;European Investment Bank | 0.125% | &nbsp;&nbsp;&nbsp;&nbsp; 6/20/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5894 | &nbsp;&nbsp;&nbsp;&nbsp; 6132 |
|  | &nbsp;&nbsp;&nbsp;European Investment Bank | 0.250% | &nbsp;&nbsp;&nbsp;&nbsp; 9/14/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 9544 | &nbsp;&nbsp;&nbsp;&nbsp; 9916 |
|  | &nbsp;&nbsp;&nbsp;European Investment Bank | 3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 10/22/29 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 10000 | &nbsp;&nbsp;&nbsp;&nbsp; 13131 |
|  | &nbsp;&nbsp;&nbsp;European Investment Bank | 0.050% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 20000 | &nbsp;&nbsp;&nbsp;&nbsp; 20502 |
|  | &nbsp;&nbsp;&nbsp;European Investment Bank | 0.050% | &nbsp;&nbsp;&nbsp;&nbsp; 1/16/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 16660 | &nbsp;&nbsp;&nbsp;&nbsp; 16970 |
|  | &nbsp;&nbsp;&nbsp;European Investment Bank | 2.375% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 68470 | &nbsp;&nbsp;&nbsp;&nbsp; 77740 |
|  | &nbsp;&nbsp;&nbsp;European Investment Bank | 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 7/30/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 17390 | &nbsp;&nbsp;&nbsp;&nbsp; 20058 |
|  | &nbsp;&nbsp;&nbsp;European Investment Bank | 0.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/9/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 12731 | &nbsp;&nbsp;&nbsp;&nbsp; 12710 |
|  | &nbsp;&nbsp;&nbsp;European Investment Bank | 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 9/13/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 15373 | &nbsp;&nbsp;&nbsp;&nbsp; 17713 |
|  | &nbsp;&nbsp;&nbsp;European Investment Bank | 0.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/14/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 23948 | &nbsp;&nbsp;&nbsp;&nbsp; 23649 |
|  | &nbsp;&nbsp;&nbsp;European Investment Bank | 1.300% | &nbsp;&nbsp;&nbsp;&nbsp; 1/27/31 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 13318 | &nbsp;&nbsp;&nbsp;&nbsp; 7298 |
|  | &nbsp;&nbsp;&nbsp;European Investment Bank | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/14/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 22265 | &nbsp;&nbsp;&nbsp;&nbsp; 23257 |
|  | &nbsp;&nbsp;&nbsp;European Investment Bank | 2.875% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 62986 | &nbsp;&nbsp;&nbsp;&nbsp; 72872 |
|  | &nbsp;&nbsp;&nbsp;European Investment Bank | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/14/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 16396 | &nbsp;&nbsp;&nbsp;&nbsp; 16758 |
|  | &nbsp;&nbsp;&nbsp;European Investment Bank | 5.625% | &nbsp;&nbsp;&nbsp;&nbsp; 6/7/32 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp;&nbsp; 2888 |
|  | &nbsp;&nbsp;&nbsp;European Investment Bank | 1.125% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10248 | &nbsp;&nbsp;&nbsp;&nbsp; 10441 |
|  | &nbsp;&nbsp;&nbsp;European Investment Bank | 2.875% | &nbsp;&nbsp;&nbsp;&nbsp; 1/12/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 18511 | &nbsp;&nbsp;&nbsp;&nbsp; 21269 |
|  | &nbsp;&nbsp;&nbsp;European Investment Bank | 1.125% | &nbsp;&nbsp;&nbsp;&nbsp; 4/13/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 15372 | &nbsp;&nbsp;&nbsp;&nbsp; 15501 |
|  | &nbsp;&nbsp;&nbsp;European Investment Bank | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 41052 | &nbsp;&nbsp;&nbsp;&nbsp; 47507 |
|  | &nbsp;&nbsp;&nbsp;European Investment Bank | 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/16/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 29958 | &nbsp;&nbsp;&nbsp;&nbsp; 34001 |
|  | &nbsp;&nbsp;&nbsp;European Investment Bank | 2.625% | &nbsp;&nbsp;&nbsp;&nbsp; 9/4/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 64000 | &nbsp;&nbsp;&nbsp;&nbsp; 71423 |
|  | &nbsp;&nbsp;&nbsp;European Investment Bank | 2.875% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 59894 | &nbsp;&nbsp;&nbsp;&nbsp; 67875 |
|  | &nbsp;&nbsp;&nbsp;European Investment Bank | 0.200% | &nbsp;&nbsp;&nbsp;&nbsp; 3/17/36 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 14007 | &nbsp;&nbsp;&nbsp;&nbsp; 11819 |
|  | &nbsp;&nbsp;&nbsp;European Investment Bank | 3.125% | &nbsp;&nbsp;&nbsp;&nbsp; 6/30/36 | &nbsp;&nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp; 5505 | &nbsp;&nbsp;&nbsp;&nbsp; 8344 |
|  | &nbsp;&nbsp;&nbsp;European Investment Bank | 1.125% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 14593 | &nbsp;&nbsp;&nbsp;&nbsp; 13609 |
|  | &nbsp;&nbsp;&nbsp;European Investment Bank | 3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 6/8/37 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 10767 | &nbsp;&nbsp;&nbsp;&nbsp; 13178 |
|  | &nbsp;&nbsp;&nbsp;European Investment Bank | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/39 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 3584 | &nbsp;&nbsp;&nbsp;&nbsp; 4822 |
|  | &nbsp;&nbsp;&nbsp;European Investment Bank | 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 9505 | &nbsp;&nbsp;&nbsp;&nbsp; 10185 |
|  | &nbsp;&nbsp;&nbsp;European Investment Bank | 0.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 11552 | &nbsp;&nbsp;&nbsp;&nbsp; 8498 |
|  | &nbsp;&nbsp;&nbsp;European Investment Bank | 0.010% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6000 | &nbsp;&nbsp;&nbsp;&nbsp; 4086 |
|  | &nbsp;&nbsp;&nbsp;European Investment Bank | 3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 3/14/42 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2869 | &nbsp;&nbsp;&nbsp;&nbsp; 3395 |
|  | &nbsp;&nbsp;&nbsp;European Investment Bank | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 11/14/42 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5124 | &nbsp;&nbsp;&nbsp;&nbsp; 4060 |
|  | &nbsp;&nbsp;&nbsp;European Investment Bank | 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/7/44 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 4355 | &nbsp;&nbsp;&nbsp;&nbsp; 5332 |
|  | &nbsp;&nbsp;&nbsp;European Investment Bank | 0.875% | &nbsp;&nbsp;&nbsp;&nbsp; 9/13/47 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5124 | &nbsp;&nbsp;&nbsp;&nbsp; 3633 |
|  | &nbsp;&nbsp;&nbsp;European Investment Bank | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2561 | &nbsp;&nbsp;&nbsp;&nbsp; 2086 |
|  | &nbsp;&nbsp;&nbsp;European Investment Bank | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 10/16/48 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1575 | &nbsp;&nbsp;&nbsp;&nbsp; 1263 |
|  | &nbsp;&nbsp;&nbsp;European Investment Bank | 0.050% | &nbsp;&nbsp;&nbsp;&nbsp; 1/27/51 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10303 | &nbsp;&nbsp;&nbsp;&nbsp; 5158 |
|  | &nbsp;&nbsp;&nbsp;European Investment Bank | 4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 10/12/54 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 3945 | &nbsp;&nbsp;&nbsp;&nbsp; 4782 |
|  | &nbsp;&nbsp;&nbsp;European Stability Mechanism | 0.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 19640 | &nbsp;&nbsp;&nbsp;&nbsp; 21771 |
|  | &nbsp;&nbsp;&nbsp;European Stability Mechanism | 0.750% | &nbsp;&nbsp;&nbsp;&nbsp; 9/5/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 9456 | &nbsp;&nbsp;&nbsp;&nbsp; 10233 |
|  | &nbsp;&nbsp;&nbsp;European Stability Mechanism | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/5/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 21522 | &nbsp;&nbsp;&nbsp;&nbsp; 22847 |
|  | &nbsp;&nbsp;&nbsp;European Stability Mechanism | 0.010% | &nbsp;&nbsp;&nbsp;&nbsp; 3/4/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 26804 | &nbsp;&nbsp;&nbsp;&nbsp; 27132 |
|  | &nbsp;&nbsp;&nbsp;European Stability Mechanism | 0.010% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 12202 | &nbsp;&nbsp;&nbsp;&nbsp; 11803 |
|  | &nbsp;&nbsp;&nbsp;European Stability Mechanism | 1.125% | &nbsp;&nbsp;&nbsp;&nbsp; 5/3/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2680 | &nbsp;&nbsp;&nbsp;&nbsp; 2761 |
|  | &nbsp;&nbsp;&nbsp;European Stability Mechanism | 1.200% | &nbsp;&nbsp;&nbsp;&nbsp; 5/23/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6148 | &nbsp;&nbsp;&nbsp;&nbsp; 6239 |
|  | &nbsp;&nbsp;&nbsp;European Stability Mechanism | 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 25000 | &nbsp;&nbsp;&nbsp;&nbsp; 28192 |
|  | &nbsp;&nbsp;&nbsp;European Stability Mechanism | 1.625% | &nbsp;&nbsp;&nbsp;&nbsp; 11/17/36 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 20471 | &nbsp;&nbsp;&nbsp;&nbsp; 20202 |

---

------

Total International Bond Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;&nbsp;&nbsp;Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| &nbsp;&nbsp;&nbsp;European Stability Mechanism | 1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 10/20/45 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5124 | &nbsp;&nbsp;&nbsp;&nbsp; 4523 |
| &nbsp;&nbsp;&nbsp;European Stability Mechanism | 1.800% | &nbsp;&nbsp;&nbsp;&nbsp; 11/2/46 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 16820 | &nbsp;&nbsp;&nbsp;&nbsp; 14822 |
| &nbsp;&nbsp;&nbsp;European Stability Mechanism | 1.850% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/55 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 17355 | &nbsp;&nbsp;&nbsp;&nbsp; 14044 |
| &nbsp;&nbsp;&nbsp;European Union | 0.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/6/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 48703 | &nbsp;&nbsp;&nbsp;&nbsp; 53996 |
| &nbsp;&nbsp;&nbsp;European Union | 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 10/5/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 115845 | &nbsp;&nbsp;&nbsp;&nbsp; 132784 |
| &nbsp;&nbsp;&nbsp;European Union | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/4/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 41133 | &nbsp;&nbsp;&nbsp;&nbsp; 46638 |
| &nbsp;&nbsp;&nbsp;European Union | 2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 11/4/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 9736 | &nbsp;&nbsp;&nbsp;&nbsp; 11158 |
| &nbsp;&nbsp;&nbsp;European Union | 2.875% | &nbsp;&nbsp;&nbsp;&nbsp; 12/6/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 69319 | &nbsp;&nbsp;&nbsp;&nbsp; 80220 |
| &nbsp;&nbsp;&nbsp;European Union | 2.875% | &nbsp;&nbsp;&nbsp;&nbsp; 4/4/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2561 | &nbsp;&nbsp;&nbsp;&nbsp; 2968 |
| &nbsp;&nbsp;&nbsp;European Union | 0.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/2/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 39303 | &nbsp;&nbsp;&nbsp;&nbsp; 41804 |
| &nbsp;&nbsp;&nbsp;European Union | 0.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/4/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 25684 | &nbsp;&nbsp;&nbsp;&nbsp; 27078 |
| &nbsp;&nbsp;&nbsp;European Union | 3.125% | &nbsp;&nbsp;&nbsp;&nbsp; 12/5/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 129063 | &nbsp;&nbsp;&nbsp;&nbsp; 151007 |
| &nbsp;&nbsp;&nbsp;European Union | 2.875% | &nbsp;&nbsp;&nbsp;&nbsp; 10/5/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 140895 | &nbsp;&nbsp;&nbsp;&nbsp; 163419 |
| &nbsp;&nbsp;&nbsp;European Union | 1.625% | &nbsp;&nbsp;&nbsp;&nbsp; 12/4/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 50505 | &nbsp;&nbsp;&nbsp;&nbsp; 55533 |
| &nbsp;&nbsp;&nbsp;European Union | 0.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/4/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2148 | &nbsp;&nbsp;&nbsp;&nbsp; 2138 |
| &nbsp;&nbsp;&nbsp;European Union | 3.125% | &nbsp;&nbsp;&nbsp;&nbsp; 12/4/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 23634 | &nbsp;&nbsp;&nbsp;&nbsp; 27725 |
| &nbsp;&nbsp;&nbsp;European Union | 0.750% | &nbsp;&nbsp;&nbsp;&nbsp; 4/4/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 16781 | &nbsp;&nbsp;&nbsp;&nbsp; 17203 |
| &nbsp;&nbsp;&nbsp;European Union | 0.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/22/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 20237 | &nbsp;&nbsp;&nbsp;&nbsp; 19731 |
| &nbsp;&nbsp;&nbsp;European Union | 0.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/4/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 102758 | &nbsp;&nbsp;&nbsp;&nbsp; 99886 |
| &nbsp;&nbsp;&nbsp;European Union | 2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 12/4/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 104516 | &nbsp;&nbsp;&nbsp;&nbsp; 117782 |
| &nbsp;&nbsp;&nbsp;European Union | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/6/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 54884 | &nbsp;&nbsp;&nbsp;&nbsp; 55543 |
| &nbsp;&nbsp;&nbsp;European Union | 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 2/4/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 38385 | &nbsp;&nbsp;&nbsp;&nbsp; 43580 |
| &nbsp;&nbsp;&nbsp;European Union | 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 7/4/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 29342 | &nbsp;&nbsp;&nbsp;&nbsp; 34159 |
| &nbsp;&nbsp;&nbsp;European Union | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 12/4/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 73002 | &nbsp;&nbsp;&nbsp;&nbsp; 83039 |
| &nbsp;&nbsp;&nbsp;European Union | 0.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/4/35 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 55110 | &nbsp;&nbsp;&nbsp;&nbsp; 46115 |
| &nbsp;&nbsp;&nbsp;European Union | 0.250% | &nbsp;&nbsp;&nbsp;&nbsp; 4/22/36 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 21290 | &nbsp;&nbsp;&nbsp;&nbsp; 17830 |
| &nbsp;&nbsp;&nbsp;European Union | 0.200% | &nbsp;&nbsp;&nbsp;&nbsp; 6/4/36 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 44216 | &nbsp;&nbsp;&nbsp;&nbsp; 36677 |
| &nbsp;&nbsp;&nbsp;European Union | 0.400% | &nbsp;&nbsp;&nbsp;&nbsp; 2/4/37 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 31007 | &nbsp;&nbsp;&nbsp;&nbsp; 25785 |
| &nbsp;&nbsp;&nbsp;European Union | 0.875% | &nbsp;&nbsp;&nbsp;&nbsp; 3/11/37 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1868 | &nbsp;&nbsp;&nbsp;&nbsp; 1698 |
| &nbsp;&nbsp;&nbsp;European Union | 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 12/4/37 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 18962 | &nbsp;&nbsp;&nbsp;&nbsp; 20455 |
| &nbsp;&nbsp;&nbsp;European Union | 3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 10/4/38 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 68877 | &nbsp;&nbsp;&nbsp;&nbsp; 78276 |
| &nbsp;&nbsp;&nbsp;European Union | 3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 10/4/39 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 93468 | &nbsp;&nbsp;&nbsp;&nbsp; 105327 |
| &nbsp;&nbsp;&nbsp;European Union | 0.450% | &nbsp;&nbsp;&nbsp;&nbsp; 7/4/41 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 74094 | &nbsp;&nbsp;&nbsp;&nbsp; 52848 |
| &nbsp;&nbsp;&nbsp;European Union | 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 4/4/42 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5124 | &nbsp;&nbsp;&nbsp;&nbsp; 5985 |
| &nbsp;&nbsp;&nbsp;European Union | 3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 11/4/42 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 17623 | &nbsp;&nbsp;&nbsp;&nbsp; 19557 |
| &nbsp;&nbsp;&nbsp;European Union | 1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 2/4/43 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 83353 | &nbsp;&nbsp;&nbsp;&nbsp; 66231 |
| &nbsp;&nbsp;&nbsp;European Union | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/4/44 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 45404 | &nbsp;&nbsp;&nbsp;&nbsp; 54148 |
| &nbsp;&nbsp;&nbsp;European Union | 0.450% | &nbsp;&nbsp;&nbsp;&nbsp; 5/2/46 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 17889 | &nbsp;&nbsp;&nbsp;&nbsp; 11382 |
| &nbsp;&nbsp;&nbsp;European Union | 0.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/4/47 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 21887 | &nbsp;&nbsp;&nbsp;&nbsp; 14925 |
| &nbsp;&nbsp;&nbsp;European Union | 2.625% | &nbsp;&nbsp;&nbsp;&nbsp; 2/4/48 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 35988 | &nbsp;&nbsp;&nbsp;&nbsp; 34586 |
| &nbsp;&nbsp;&nbsp;European Union | 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 2/4/50 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 59276 | &nbsp;&nbsp;&nbsp;&nbsp; 62659 |
| &nbsp;&nbsp;&nbsp;European Union | 0.700% | &nbsp;&nbsp;&nbsp;&nbsp; 7/6/51 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 71821 | &nbsp;&nbsp;&nbsp;&nbsp; 42160 |
| &nbsp;&nbsp;&nbsp;European Union | 2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 10/4/52 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 79515 | &nbsp;&nbsp;&nbsp;&nbsp; 71601 |
| &nbsp;&nbsp;&nbsp;European Union | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/4/53 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 9955 | &nbsp;&nbsp;&nbsp;&nbsp; 9900 |
| &nbsp;&nbsp;&nbsp;European Union | 3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 10/5/54 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 114792 | &nbsp;&nbsp;&nbsp;&nbsp; 121275 |
| &nbsp;&nbsp;&nbsp;Inter-American Development Bank | 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/11/26 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 663 | &nbsp;&nbsp;&nbsp;&nbsp; 428 |
| &nbsp;&nbsp;&nbsp;Inter-American Development Bank | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/29/26 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 4800 | &nbsp;&nbsp;&nbsp;&nbsp; 3419 |
| &nbsp;&nbsp;&nbsp;Inter-American Development Bank | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 5124 | &nbsp;&nbsp;&nbsp;&nbsp; 6519 |
| &nbsp;&nbsp;&nbsp;Inter-American Development Bank | 0.875% | &nbsp;&nbsp;&nbsp;&nbsp; 8/27/27 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 3219 | &nbsp;&nbsp;&nbsp;&nbsp; 2244 |
| &nbsp;&nbsp;&nbsp;Inter-American Development Bank | 4.700% | &nbsp;&nbsp;&nbsp;&nbsp; 10/3/30 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 12000 | &nbsp;&nbsp;&nbsp;&nbsp; 7951 |
| &nbsp;&nbsp;&nbsp;Inter-American Development Bank | 3.290% | &nbsp;&nbsp;&nbsp;&nbsp; 6/28/32 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 5238 | &nbsp;&nbsp;&nbsp;&nbsp; 3128 |
| &nbsp;&nbsp;&nbsp;International Bank for Reconstruction & Development | 0.750% | &nbsp;&nbsp;&nbsp;&nbsp; 6/10/26 | &nbsp;&nbsp;&nbsp;&nbsp;NZD | &nbsp;&nbsp; 2993 | &nbsp;&nbsp;&nbsp;&nbsp; 1730 |
| &nbsp;&nbsp;&nbsp;International Bank for Reconstruction & Development | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/22/26 | &nbsp;&nbsp;&nbsp;&nbsp;NZD | &nbsp;&nbsp; 4500 | &nbsp;&nbsp;&nbsp;&nbsp; 2725 |
| &nbsp;&nbsp;&nbsp;International Bank for Reconstruction & Development | 0.250% | &nbsp;&nbsp;&nbsp;&nbsp; 7/22/26 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 2561 | &nbsp;&nbsp;&nbsp;&nbsp; 3264 |
| &nbsp;&nbsp;&nbsp;International Bank for Reconstruction & Development | 1.200% | &nbsp;&nbsp;&nbsp;&nbsp; 7/22/26 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 6735 | &nbsp;&nbsp;&nbsp;&nbsp; 4804 |
| &nbsp;&nbsp;&nbsp;International Bank for Reconstruction & Development | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/19/26 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 8419 | &nbsp;&nbsp;&nbsp;&nbsp; 5352 |
| &nbsp;&nbsp;&nbsp;International Bank for Reconstruction & Development | 0.750% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 7107 | &nbsp;&nbsp;&nbsp;&nbsp; 9011 |
| &nbsp;&nbsp;&nbsp;International Bank for Reconstruction & Development | 0.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 23660 | &nbsp;&nbsp;&nbsp;&nbsp; 25923 |
| &nbsp;&nbsp;&nbsp;International Bank for Reconstruction & Development | 1.800% | &nbsp;&nbsp;&nbsp;&nbsp; 1/19/27 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 5418 | &nbsp;&nbsp;&nbsp;&nbsp; 3879 |
| &nbsp;&nbsp;&nbsp;International Bank for Reconstruction & Development | 0.250% | &nbsp;&nbsp;&nbsp;&nbsp; 9/23/27 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 10248 | &nbsp;&nbsp;&nbsp;&nbsp; 12550 |
| &nbsp;&nbsp;&nbsp;International Bank for Reconstruction & Development | 0.625% | &nbsp;&nbsp;&nbsp;&nbsp; 9/24/27 | &nbsp;&nbsp;&nbsp;&nbsp;NZD | &nbsp;&nbsp; 9490 | &nbsp;&nbsp;&nbsp;&nbsp; 5279 |
| &nbsp;&nbsp;&nbsp;International Bank for Reconstruction & Development | 0.875% | &nbsp;&nbsp;&nbsp;&nbsp; 9/28/27 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2761 | &nbsp;&nbsp;&nbsp;&nbsp; 1922 |
| &nbsp;&nbsp;&nbsp;International Bank for Reconstruction & Development | 0.625% | &nbsp;&nbsp;&nbsp;&nbsp; 11/22/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5635 | &nbsp;&nbsp;&nbsp;&nbsp; 6163 |
| &nbsp;&nbsp;&nbsp;International Bank for Reconstruction & Development | 4.400% | &nbsp;&nbsp;&nbsp;&nbsp; 1/13/28 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 25000 | &nbsp;&nbsp;&nbsp;&nbsp; 16348 |
| &nbsp;&nbsp;&nbsp;International Bank for Reconstruction & Development | 3.700% | &nbsp;&nbsp;&nbsp;&nbsp; 1/18/28 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 9700 | &nbsp;&nbsp;&nbsp;&nbsp; 7227 |
| &nbsp;&nbsp;&nbsp;International Bank for Reconstruction & Development | 0.010% | &nbsp;&nbsp;&nbsp;&nbsp; 4/24/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 26829 | &nbsp;&nbsp;&nbsp;&nbsp; 28568 |
| &nbsp;&nbsp;&nbsp;International Bank for Reconstruction & Development | 1.625% | &nbsp;&nbsp;&nbsp;&nbsp; 5/10/28 | &nbsp;&nbsp;&nbsp;&nbsp;NZD | &nbsp;&nbsp; 6735 | &nbsp;&nbsp;&nbsp;&nbsp; 3783 |
| &nbsp;&nbsp;&nbsp;International Bank for Reconstruction & Development | 0.625% | &nbsp;&nbsp;&nbsp;&nbsp; 7/14/28 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 11122 | &nbsp;&nbsp;&nbsp;&nbsp; 13396 |
| &nbsp;&nbsp;&nbsp;International Bank for Reconstruction & Development | 3.300% | &nbsp;&nbsp;&nbsp;&nbsp; 8/14/28 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 1683 | &nbsp;&nbsp;&nbsp;&nbsp; 1067 |
| &nbsp;&nbsp;&nbsp;International Bank for Reconstruction & Development | 3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 10/2/28 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 24250 | &nbsp;&nbsp;&nbsp;&nbsp; 32298 |

---

------

Total International Bond Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;&nbsp;&nbsp;Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| &nbsp;&nbsp;&nbsp;International Bank for Reconstruction & Development | 1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 12/13/28 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 6012 | &nbsp;&nbsp;&nbsp;&nbsp; 7306 |
| &nbsp;&nbsp;&nbsp;International Bank for Reconstruction & Development | 4.300% | &nbsp;&nbsp;&nbsp;&nbsp; 1/10/29 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 10000 | &nbsp;&nbsp;&nbsp;&nbsp; 6532 |
| &nbsp;&nbsp;&nbsp;International Bank for Reconstruction & Development | 1.950% | &nbsp;&nbsp;&nbsp;&nbsp; 9/20/29 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 919 | &nbsp;&nbsp;&nbsp;&nbsp; 641 |
| &nbsp;&nbsp;&nbsp;International Bank for Reconstruction & Development | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 12/21/29 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 1720 | &nbsp;&nbsp;&nbsp;&nbsp; 2007 |
| &nbsp;&nbsp;&nbsp;International Bank for Reconstruction & Development | 0.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/21/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5854 | &nbsp;&nbsp;&nbsp;&nbsp; 5923 |
| &nbsp;&nbsp;&nbsp;International Bank for Reconstruction & Development | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/16/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2767 | &nbsp;&nbsp;&nbsp;&nbsp; 2858 |
| &nbsp;&nbsp;&nbsp;International Bank for Reconstruction & Development | 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 9/18/30 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 10600 | &nbsp;&nbsp;&nbsp;&nbsp; 8179 |
| &nbsp;&nbsp;&nbsp;International Bank for Reconstruction & Development | 1.100% | &nbsp;&nbsp;&nbsp;&nbsp; 11/18/30 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 3852 | &nbsp;&nbsp;&nbsp;&nbsp; 2106 |
| &nbsp;&nbsp;&nbsp;International Bank for Reconstruction & Development | 4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 7/31/31 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 11548 | &nbsp;&nbsp;&nbsp;&nbsp; 15411 |
| &nbsp;&nbsp;&nbsp;International Bank for Reconstruction & Development | 2.600% | &nbsp;&nbsp;&nbsp;&nbsp; 8/28/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 12500 | &nbsp;&nbsp;&nbsp;&nbsp; 14206 |
| &nbsp;&nbsp;&nbsp;International Bank for Reconstruction & Development | 5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 6/7/32 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 3074 | &nbsp;&nbsp;&nbsp;&nbsp; 4469 |
| &nbsp;&nbsp;&nbsp;International Bank for Reconstruction & Development | 0.625% | &nbsp;&nbsp;&nbsp;&nbsp; 1/12/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 23743 | &nbsp;&nbsp;&nbsp;&nbsp; 23069 |
| &nbsp;&nbsp;&nbsp;International Bank for Reconstruction & Development | 4.200% | &nbsp;&nbsp;&nbsp;&nbsp; 4/21/33 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 6000 | &nbsp;&nbsp;&nbsp;&nbsp; 3769 |
| &nbsp;&nbsp;&nbsp;International Bank for Reconstruction & Development | 2.900% | &nbsp;&nbsp;&nbsp;&nbsp; 2/14/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 20085 | &nbsp;&nbsp;&nbsp;&nbsp; 22892 |
| &nbsp;&nbsp;&nbsp;International Bank for Reconstruction & Development | 1.200% | &nbsp;&nbsp;&nbsp;&nbsp; 8/8/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 16943 | &nbsp;&nbsp;&nbsp;&nbsp; 16618 |
| &nbsp;&nbsp;&nbsp;International Bank for Reconstruction & Development | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/21/35 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1844 | &nbsp;&nbsp;&nbsp;&nbsp; 1644 |
| &nbsp;&nbsp;&nbsp;International Bank for Reconstruction & Development | 0.100% | &nbsp;&nbsp;&nbsp;&nbsp; 9/17/35 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2801 | &nbsp;&nbsp;&nbsp;&nbsp; 2365 |
| &nbsp;&nbsp;&nbsp;International Bank for Reconstruction & Development | 3.100% | &nbsp;&nbsp;&nbsp;&nbsp; 4/14/38 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4400 | &nbsp;&nbsp;&nbsp;&nbsp; 4957 |
| &nbsp;&nbsp;&nbsp;International Bank for Reconstruction & Development | 3.450% | &nbsp;&nbsp;&nbsp;&nbsp; 9/13/38 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 9545 | &nbsp;&nbsp;&nbsp;&nbsp; 11117 |
| &nbsp;&nbsp;&nbsp;International Bank for Reconstruction & Development | 0.700% | &nbsp;&nbsp;&nbsp;&nbsp; 10/22/46 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5260 | &nbsp;&nbsp;&nbsp;&nbsp; 3618 |
| &nbsp;&nbsp;&nbsp;International Bank for Reconstruction & Development | 0.125% | &nbsp;&nbsp;&nbsp;&nbsp; 1/3/51 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4315 | &nbsp;&nbsp;&nbsp;&nbsp; 2229 |
| &nbsp;&nbsp;&nbsp;International Bank for Reconstruction & Development | 0.200% | &nbsp;&nbsp;&nbsp;&nbsp; 1/21/61 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2767 | &nbsp;&nbsp;&nbsp;&nbsp; 1134 |
| &nbsp;&nbsp;&nbsp;International Development Association | 0.750% | &nbsp;&nbsp;&nbsp;&nbsp; 9/21/28 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 1502 | &nbsp;&nbsp;&nbsp;&nbsp; 1802 |
| &nbsp;&nbsp;&nbsp;International Development Association | 0.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 9338 | &nbsp;&nbsp;&nbsp;&nbsp; 9049 |
| &nbsp;&nbsp;&nbsp;International Development Association | 0.350% | &nbsp;&nbsp;&nbsp;&nbsp; 4/22/36 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 23250 | &nbsp;&nbsp;&nbsp;&nbsp; 19823 |
| &nbsp;&nbsp;&nbsp;International Development Association | 1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 5/5/37 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 12000 | &nbsp;&nbsp;&nbsp;&nbsp; 11744 |
| &nbsp;&nbsp;&nbsp;International Development Association | 0.700% | &nbsp;&nbsp;&nbsp;&nbsp; 1/17/42 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5789 | &nbsp;&nbsp;&nbsp;&nbsp; 4368 |
| &nbsp;&nbsp;&nbsp;International Development Association | 3.200% | &nbsp;&nbsp;&nbsp;&nbsp; 1/18/44 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10000 | &nbsp;&nbsp;&nbsp;&nbsp; 11038 |
| &nbsp;&nbsp;&nbsp;International Finance Corp. | 3.200% | &nbsp;&nbsp;&nbsp;&nbsp; 7/22/26 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 12741 | &nbsp;&nbsp;&nbsp;&nbsp; 8123 |
| &nbsp;&nbsp;&nbsp;International Finance Corp. | 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 8/21/26 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1400 | &nbsp;&nbsp;&nbsp;&nbsp; 1041 |
| &nbsp;&nbsp;&nbsp;International Finance Corp. | 1.850% | &nbsp;&nbsp;&nbsp;&nbsp; 1/28/27 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 5138 | &nbsp;&nbsp;&nbsp;&nbsp; 3680 |
| &nbsp;&nbsp;&nbsp;International Finance Corp. | 3.200% | &nbsp;&nbsp;&nbsp;&nbsp; 10/18/27 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 611 | &nbsp;&nbsp;&nbsp;&nbsp; 388 |
| &nbsp;&nbsp;&nbsp;International Finance Corp. | 0.750% | &nbsp;&nbsp;&nbsp;&nbsp; 5/24/28 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 6500 | &nbsp;&nbsp;&nbsp;&nbsp; 3821 |
| &nbsp;&nbsp;&nbsp;International Finance Corp. | 4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 12/19/28 | &nbsp;&nbsp;&nbsp;&nbsp;NZD | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 3093 |
| &nbsp;&nbsp;&nbsp;International Finance Corp. | 3.150% | &nbsp;&nbsp;&nbsp;&nbsp; 6/26/29 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 4864 | &nbsp;&nbsp;&nbsp;&nbsp; 3041 |
| &nbsp;&nbsp;&nbsp;International Finance Corp. | 4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 12/13/29 | &nbsp;&nbsp;&nbsp;&nbsp;NZD | &nbsp;&nbsp; 4400 | &nbsp;&nbsp;&nbsp;&nbsp; 2729 |
| &nbsp;&nbsp;&nbsp;International Finance Corp. | 3.635% | &nbsp;&nbsp;&nbsp;&nbsp; 8/26/33 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 6500 | &nbsp;&nbsp;&nbsp;&nbsp; 3899 |
| &nbsp;&nbsp;&nbsp;International Finance Corp. | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 13020 | &nbsp;&nbsp;&nbsp;&nbsp; 6203 |
| &nbsp;&nbsp;&nbsp;Nordic Investment Bank | 0.125% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 13368 | &nbsp;&nbsp;&nbsp;&nbsp; 16776 |
| &nbsp;&nbsp;&nbsp;Nordic Investment Bank | 4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 2/21/30 | &nbsp;&nbsp;&nbsp;&nbsp;NZD | &nbsp;&nbsp; 2500 | &nbsp;&nbsp;&nbsp;&nbsp; 1515 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **4971633** |
| **Sweden (0.2%)** | **Sweden (0.2%)** | **Sweden (0.2%)** |  |  |  |
| &nbsp;&nbsp;&nbsp;Kingdom of Sweden | 0.750% | &nbsp;&nbsp;&nbsp;&nbsp; 11/12/29 | &nbsp;&nbsp;&nbsp;&nbsp;SEK | &nbsp;&nbsp; 198515 | &nbsp;&nbsp;&nbsp;&nbsp; 19461 |
| &nbsp;&nbsp;&nbsp;Kingdom of Sweden | 0.125% | &nbsp;&nbsp;&nbsp;&nbsp; 5/12/31 | &nbsp;&nbsp;&nbsp;&nbsp;SEK | &nbsp;&nbsp; 582080 | &nbsp;&nbsp;&nbsp;&nbsp; 53668 |
| &nbsp;&nbsp;&nbsp;Kingdom of Sweden | 2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;SEK | &nbsp;&nbsp; 188345 | &nbsp;&nbsp;&nbsp;&nbsp; 19621 |
| &nbsp;&nbsp;&nbsp;Kingdom of Sweden | 1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 11/11/33 | &nbsp;&nbsp;&nbsp;&nbsp;SEK | &nbsp;&nbsp; 195000 | &nbsp;&nbsp;&nbsp;&nbsp; 19429 |
| &nbsp;&nbsp;&nbsp;Kingdom of Sweden | 2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/11/35 | &nbsp;&nbsp;&nbsp;&nbsp;SEK | &nbsp;&nbsp; 370000 | &nbsp;&nbsp;&nbsp;&nbsp; 38084 |
| &nbsp;&nbsp;&nbsp;Kingdom of Sweden | 1.375% | &nbsp;&nbsp;&nbsp;&nbsp; 6/23/71 | &nbsp;&nbsp;&nbsp;&nbsp;SEK | &nbsp;&nbsp; 168410 | &nbsp;&nbsp;&nbsp;&nbsp; 11034 |
| &nbsp;&nbsp;&nbsp;Kommuninvest I Sverige AB | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 11/12/26 | &nbsp;&nbsp;&nbsp;&nbsp;SEK | &nbsp;&nbsp; 306190 | &nbsp;&nbsp;&nbsp;&nbsp; 31127 |
| &nbsp;&nbsp;&nbsp;Kommuninvest I Sverige AB | 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 2/12/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5400 | &nbsp;&nbsp;&nbsp;&nbsp; 6191 |
| &nbsp;&nbsp;&nbsp;Kommuninvest I Sverige AB | 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 11/12/29 | &nbsp;&nbsp;&nbsp;&nbsp;SEK | &nbsp;&nbsp; 120000 | &nbsp;&nbsp;&nbsp;&nbsp; 12748 |
| &nbsp;&nbsp;&nbsp;Kommuninvest I Sverige AB | 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/12/30 | &nbsp;&nbsp;&nbsp;&nbsp;SEK | &nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 21237 |
| &nbsp;&nbsp;&nbsp;Svensk Exportkredit AB | 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 2/23/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 25000 | &nbsp;&nbsp;&nbsp;&nbsp; 28665 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **261265** |
| **Switzerland (0.5%)** | **Switzerland (0.5%)** | **Switzerland (0.5%)** |  |  |  |
| &nbsp;&nbsp;&nbsp;Canton of Basel-Landschaft | 1.375% | &nbsp;&nbsp;&nbsp;&nbsp; 9/29/34 | &nbsp;&nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp; 8465 | &nbsp;&nbsp;&nbsp;&nbsp; 10973 |
| &nbsp;&nbsp;&nbsp;Canton of Basel-Landschaft | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/5/40 | &nbsp;&nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 6254 |
| &nbsp;&nbsp;&nbsp;Canton of Geneva Switzerland | 1.625% | &nbsp;&nbsp;&nbsp;&nbsp; 7/30/29 | &nbsp;&nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp; 1805 | &nbsp;&nbsp;&nbsp;&nbsp; 2311 |
| &nbsp;&nbsp;&nbsp;Canton of Geneva Switzerland | 0.400% | &nbsp;&nbsp;&nbsp;&nbsp; 4/28/36 | &nbsp;&nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp; 2545 | &nbsp;&nbsp;&nbsp;&nbsp; 2976 |
| &nbsp;&nbsp;&nbsp;Canton of Geneva Switzerland | 0.600% | &nbsp;&nbsp;&nbsp;&nbsp; 7/4/46 | &nbsp;&nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp; 1520 | &nbsp;&nbsp;&nbsp;&nbsp; 1746 |
| &nbsp;&nbsp;&nbsp;Canton of Solothurn | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/20/45 | &nbsp;&nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp; 10000 | &nbsp;&nbsp;&nbsp;&nbsp; 12485 |
| &nbsp;&nbsp;&nbsp;Canton of Vaud | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/24/33 | &nbsp;&nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp; 4540 | &nbsp;&nbsp;&nbsp;&nbsp; 6183 |
| &nbsp;&nbsp;&nbsp;Canton of Zurich | 1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 12/3/32 | &nbsp;&nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp; 1525 | &nbsp;&nbsp;&nbsp;&nbsp; 1951 |
| &nbsp;&nbsp;&nbsp;Canton of Zurich | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/29/38 | &nbsp;&nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp; 5100 | &nbsp;&nbsp;&nbsp;&nbsp; 7160 |
| &nbsp;&nbsp;&nbsp;Canton of Zurich | 0.250% | &nbsp;&nbsp;&nbsp;&nbsp; 7/12/39 | &nbsp;&nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp; 13875 | &nbsp;&nbsp;&nbsp;&nbsp; 15624 |
| &nbsp;&nbsp;&nbsp;City of Zurich Switzerland | 2.550% | &nbsp;&nbsp;&nbsp;&nbsp; 3/10/36 | &nbsp;&nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp; 10000 | &nbsp;&nbsp;&nbsp;&nbsp; 14342 |
| &nbsp;&nbsp;&nbsp;Swiss Confederation | 1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/28/26 | &nbsp;&nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp; 51517 | &nbsp;&nbsp;&nbsp;&nbsp; 63269 |
| &nbsp;&nbsp;&nbsp;Swiss Confederation | 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/27/27 | &nbsp;&nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp; 4593 | &nbsp;&nbsp;&nbsp;&nbsp; 5957 |
| &nbsp;&nbsp;&nbsp;Swiss Confederation | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/27/30 | &nbsp;&nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp; 26454 | &nbsp;&nbsp;&nbsp;&nbsp; 32679 |

---

------

Total International Bond Index Fund

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;&nbsp;&nbsp;Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Swiss Confederation | 2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/22/31 | &nbsp;&nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp; 44889 | &nbsp;&nbsp;&nbsp;&nbsp; 61290 |
|  | &nbsp;&nbsp;&nbsp;Swiss Confederation | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/27/32 | &nbsp;&nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp; 7246 | &nbsp;&nbsp;&nbsp;&nbsp; 9011 |
|  | &nbsp;&nbsp;&nbsp;Swiss Confederation | 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/8/33 | &nbsp;&nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp; 10512 | &nbsp;&nbsp;&nbsp;&nbsp; 16018 |
|  | &nbsp;&nbsp;&nbsp;Swiss Confederation | 0.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/26/34 | &nbsp;&nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp; 14655 | &nbsp;&nbsp;&nbsp;&nbsp; 17236 |
|  | &nbsp;&nbsp;&nbsp;Swiss Confederation | 0.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/23/35 | &nbsp;&nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp; 52207 | &nbsp;&nbsp;&nbsp;&nbsp; 62605 |
|  | &nbsp;&nbsp;&nbsp;Swiss Confederation | 2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/8/36 | &nbsp;&nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp; 10137 | &nbsp;&nbsp;&nbsp;&nbsp; 15076 |
|  | &nbsp;&nbsp;&nbsp;Swiss Confederation | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 10/26/38 | &nbsp;&nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp; 10000 | &nbsp;&nbsp;&nbsp;&nbsp; 13877 |
|  | &nbsp;&nbsp;&nbsp;Swiss Confederation | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/30/42 | &nbsp;&nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp; 20974 | &nbsp;&nbsp;&nbsp;&nbsp; 29817 |
|  | &nbsp;&nbsp;&nbsp;Swiss Confederation | 1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/28/43 | &nbsp;&nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp; 8007 | &nbsp;&nbsp;&nbsp;&nbsp; 11048 |
|  | &nbsp;&nbsp;&nbsp;Swiss Confederation | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/28/45 | &nbsp;&nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp; 12757 | &nbsp;&nbsp;&nbsp;&nbsp; 15417 |
|  | &nbsp;&nbsp;&nbsp;Swiss Confederation | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/6/49 | &nbsp;&nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp; 14337 | &nbsp;&nbsp;&nbsp;&nbsp; 31176 |
|  | &nbsp;&nbsp;&nbsp;Swiss Confederation | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/24/55 | &nbsp;&nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp; 3188 | &nbsp;&nbsp;&nbsp;&nbsp; 3936 |
|  | &nbsp;&nbsp;&nbsp;Swiss Confederation | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/30/58 | &nbsp;&nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp; 19513 | &nbsp;&nbsp;&nbsp;&nbsp; 24315 |
|  | &nbsp;&nbsp;&nbsp;Swiss Confederation | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/25/64 | &nbsp;&nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp; 2449 | &nbsp;&nbsp;&nbsp;&nbsp; 4705 |
|  |  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **499437** |
| **Thailand (0.9%)** | **Thailand (0.9%)** | **Thailand (0.9%)** | **Thailand (0.9%)** |  |  |  |
|  | &nbsp;&nbsp;&nbsp;Kingdom of Thailand | 2.125% | &nbsp;&nbsp;&nbsp;&nbsp; 12/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;THB | &nbsp;&nbsp; 496408 | &nbsp;&nbsp;&nbsp;&nbsp; 14996 |
|  | &nbsp;&nbsp;&nbsp;Kingdom of Thailand | 2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 3/17/27 | &nbsp;&nbsp;&nbsp;&nbsp;THB | &nbsp;&nbsp; 900000 | &nbsp;&nbsp;&nbsp;&nbsp; 27286 |
|  | &nbsp;&nbsp;&nbsp;Kingdom of Thailand | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/17/27 | &nbsp;&nbsp;&nbsp;&nbsp;THB | &nbsp;&nbsp; 1423372 | &nbsp;&nbsp;&nbsp;&nbsp; 42129 |
|  | &nbsp;&nbsp;&nbsp;Kingdom of Thailand | 2.400% | &nbsp;&nbsp;&nbsp;&nbsp; 11/17/27 | &nbsp;&nbsp;&nbsp;&nbsp;THB | &nbsp;&nbsp; 1000000 | &nbsp;&nbsp;&nbsp;&nbsp; 30566 |
|  | &nbsp;&nbsp;&nbsp;Kingdom of Thailand | 3.580% | &nbsp;&nbsp;&nbsp;&nbsp; 12/17/27 | &nbsp;&nbsp;&nbsp;&nbsp;THB | &nbsp;&nbsp; 466275 | &nbsp;&nbsp;&nbsp;&nbsp; 14681 |
|  | &nbsp;&nbsp;&nbsp;Kingdom of Thailand | 5.670% | &nbsp;&nbsp;&nbsp;&nbsp; 3/13/28 | &nbsp;&nbsp;&nbsp;&nbsp;THB | &nbsp;&nbsp; 61239 | &nbsp;&nbsp;&nbsp;&nbsp; 2043 |
|  | &nbsp;&nbsp;&nbsp;Kingdom of Thailand | 2.650% | &nbsp;&nbsp;&nbsp;&nbsp; 6/17/28 | &nbsp;&nbsp;&nbsp;&nbsp;THB | &nbsp;&nbsp; 1100000 | &nbsp;&nbsp;&nbsp;&nbsp; 34009 |
|  | &nbsp;&nbsp;&nbsp;Kingdom of Thailand | 2.875% | &nbsp;&nbsp;&nbsp;&nbsp; 12/17/28 | &nbsp;&nbsp;&nbsp;&nbsp;THB | &nbsp;&nbsp; 839187 | &nbsp;&nbsp;&nbsp;&nbsp; 26247 |
|  | &nbsp;&nbsp;&nbsp;Kingdom of Thailand | 2.400% | &nbsp;&nbsp;&nbsp;&nbsp; 3/17/29 | &nbsp;&nbsp;&nbsp;&nbsp;THB | &nbsp;&nbsp; 1485000 | &nbsp;&nbsp;&nbsp;&nbsp; 45774 |
|  | &nbsp;&nbsp;&nbsp;Kingdom of Thailand | 4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 6/22/29 | &nbsp;&nbsp;&nbsp;&nbsp;THB | &nbsp;&nbsp; 887982 | &nbsp;&nbsp;&nbsp;&nbsp; 30050 |
|  | &nbsp;&nbsp;&nbsp;Kingdom of Thailand | 2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 11/17/29 | &nbsp;&nbsp;&nbsp;&nbsp;THB | &nbsp;&nbsp; 600000 | &nbsp;&nbsp;&nbsp;&nbsp; 18653 |
|  | &nbsp;&nbsp;&nbsp;Kingdom of Thailand | 1.600% | &nbsp;&nbsp;&nbsp;&nbsp; 12/17/29 | &nbsp;&nbsp;&nbsp;&nbsp;THB | &nbsp;&nbsp; 744661 | &nbsp;&nbsp;&nbsp;&nbsp; 22229 |
|  | &nbsp;&nbsp;&nbsp;Kingdom of Thailand | 3.650% | &nbsp;&nbsp;&nbsp;&nbsp; 6/20/31 | &nbsp;&nbsp;&nbsp;&nbsp;THB | &nbsp;&nbsp; 627711 | &nbsp;&nbsp;&nbsp;&nbsp; 20934 |
|  | &nbsp;&nbsp;&nbsp;Kingdom of Thailand | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 12/17/31 | &nbsp;&nbsp;&nbsp;&nbsp;THB | &nbsp;&nbsp; 1142818 | &nbsp;&nbsp;&nbsp;&nbsp; 34787 |
|  | &nbsp;&nbsp;&nbsp;Kingdom of Thailand | 3.775% | &nbsp;&nbsp;&nbsp;&nbsp; 6/25/32 | &nbsp;&nbsp;&nbsp;&nbsp;THB | &nbsp;&nbsp; 769585 | &nbsp;&nbsp;&nbsp;&nbsp; 26008 |
|  | &nbsp;&nbsp;&nbsp;Kingdom of Thailand | 3.350% | &nbsp;&nbsp;&nbsp;&nbsp; 6/17/33 | &nbsp;&nbsp;&nbsp;&nbsp;THB | &nbsp;&nbsp; 995000 | &nbsp;&nbsp;&nbsp;&nbsp; 33151 |
|  | &nbsp;&nbsp;&nbsp;Kingdom of Thailand | 2.800% | &nbsp;&nbsp;&nbsp;&nbsp; 6/17/34 | &nbsp;&nbsp;&nbsp;&nbsp;THB | &nbsp;&nbsp; 835000 | &nbsp;&nbsp;&nbsp;&nbsp; 26850 |
|  | &nbsp;&nbsp;&nbsp;Kingdom of Thailand | 1.600% | &nbsp;&nbsp;&nbsp;&nbsp; 6/17/35 | &nbsp;&nbsp;&nbsp;&nbsp;THB | &nbsp;&nbsp; 153099 | &nbsp;&nbsp;&nbsp;&nbsp; 4450 |
|  | &nbsp;&nbsp;&nbsp;Kingdom of Thailand | 1.585% | &nbsp;&nbsp;&nbsp;&nbsp; 12/17/35 | &nbsp;&nbsp;&nbsp;&nbsp;THB | &nbsp;&nbsp; 1231603 | &nbsp;&nbsp;&nbsp;&nbsp; 35379 |
|  | &nbsp;&nbsp;&nbsp;Kingdom of Thailand | 3.400% | &nbsp;&nbsp;&nbsp;&nbsp; 6/17/36 | &nbsp;&nbsp;&nbsp;&nbsp;THB | &nbsp;&nbsp; 1181203 | &nbsp;&nbsp;&nbsp;&nbsp; 39987 |
|  | &nbsp;&nbsp;&nbsp;Kingdom of Thailand | 3.390% | &nbsp;&nbsp;&nbsp;&nbsp; 6/17/37 | &nbsp;&nbsp;&nbsp;&nbsp;THB | &nbsp;&nbsp; 1091000 | &nbsp;&nbsp;&nbsp;&nbsp; 37277 |
|  | &nbsp;&nbsp;&nbsp;Kingdom of Thailand | 4.260% | &nbsp;&nbsp;&nbsp;&nbsp; 12/12/37 | &nbsp;&nbsp;&nbsp;&nbsp;THB | &nbsp;&nbsp; 141362 | &nbsp;&nbsp;&nbsp;&nbsp; 5099 |
|  | &nbsp;&nbsp;&nbsp;Kingdom of Thailand | 3.300% | &nbsp;&nbsp;&nbsp;&nbsp; 6/17/38 | &nbsp;&nbsp;&nbsp;&nbsp;THB | &nbsp;&nbsp; 1076247 | &nbsp;&nbsp;&nbsp;&nbsp; 36286 |
|  | &nbsp;&nbsp;&nbsp;Kingdom of Thailand | 2.700% | &nbsp;&nbsp;&nbsp;&nbsp; 6/17/40 | &nbsp;&nbsp;&nbsp;&nbsp;THB | &nbsp;&nbsp; 250000 | &nbsp;&nbsp;&nbsp;&nbsp; 8060 |
|  | &nbsp;&nbsp;&nbsp;Kingdom of Thailand | 3.800% | &nbsp;&nbsp;&nbsp;&nbsp; 6/14/41 | &nbsp;&nbsp;&nbsp;&nbsp;THB | &nbsp;&nbsp; 76549 | &nbsp;&nbsp;&nbsp;&nbsp; 2767 |
|  | &nbsp;&nbsp;&nbsp;Kingdom of Thailand | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/17/42 | &nbsp;&nbsp;&nbsp;&nbsp;THB | &nbsp;&nbsp; 970118 | &nbsp;&nbsp;&nbsp;&nbsp; 27666 |
|  | &nbsp;&nbsp;&nbsp;Kingdom of Thailand | 3.450% | &nbsp;&nbsp;&nbsp;&nbsp; 6/17/43 | &nbsp;&nbsp;&nbsp;&nbsp;THB | &nbsp;&nbsp; 1110000 | &nbsp;&nbsp;&nbsp;&nbsp; 38075 |
|  | &nbsp;&nbsp;&nbsp;Kingdom of Thailand | 4.675% | &nbsp;&nbsp;&nbsp;&nbsp; 6/29/44 | &nbsp;&nbsp;&nbsp;&nbsp;THB | &nbsp;&nbsp; 429761 | &nbsp;&nbsp;&nbsp;&nbsp; 17103 |
|  | &nbsp;&nbsp;&nbsp;Kingdom of Thailand | 2.980% | &nbsp;&nbsp;&nbsp;&nbsp; 6/17/45 | &nbsp;&nbsp;&nbsp;&nbsp;THB | &nbsp;&nbsp; 438000 | &nbsp;&nbsp;&nbsp;&nbsp; 14125 |
|  | &nbsp;&nbsp;&nbsp;Kingdom of Thailand | 2.875% | &nbsp;&nbsp;&nbsp;&nbsp; 6/17/46 | &nbsp;&nbsp;&nbsp;&nbsp;THB | &nbsp;&nbsp; 576435 | &nbsp;&nbsp;&nbsp;&nbsp; 18006 |
|  | &nbsp;&nbsp;&nbsp;Kingdom of Thailand | 3.140% | &nbsp;&nbsp;&nbsp;&nbsp; 6/17/47 | &nbsp;&nbsp;&nbsp;&nbsp;THB | &nbsp;&nbsp; 811000 | &nbsp;&nbsp;&nbsp;&nbsp; 26600 |
|  | &nbsp;&nbsp;&nbsp;Kingdom of Thailand | 1.875% | &nbsp;&nbsp;&nbsp;&nbsp; 6/17/49 | &nbsp;&nbsp;&nbsp;&nbsp;THB | &nbsp;&nbsp; 472937 | &nbsp;&nbsp;&nbsp;&nbsp; 12408 |
|  | &nbsp;&nbsp;&nbsp;Kingdom of Thailand | 3.150% | &nbsp;&nbsp;&nbsp;&nbsp; 6/17/50 | &nbsp;&nbsp;&nbsp;&nbsp;THB | &nbsp;&nbsp; 190000 | &nbsp;&nbsp;&nbsp;&nbsp; 6240 |
|  | &nbsp;&nbsp;&nbsp;Kingdom of Thailand | 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 6/17/52 | &nbsp;&nbsp;&nbsp;&nbsp;THB | &nbsp;&nbsp; 137200 | &nbsp;&nbsp;&nbsp;&nbsp; 4261 |
|  | &nbsp;&nbsp;&nbsp;Kingdom of Thailand | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/17/55 | &nbsp;&nbsp;&nbsp;&nbsp;THB | &nbsp;&nbsp; 876340 | &nbsp;&nbsp;&nbsp;&nbsp; 33972 |
|  | &nbsp;&nbsp;&nbsp;Kingdom of Thailand | 4.850% | &nbsp;&nbsp;&nbsp;&nbsp; 6/17/61 | &nbsp;&nbsp;&nbsp;&nbsp;THB | &nbsp;&nbsp; 9492 | &nbsp;&nbsp;&nbsp;&nbsp; 409 |
|  | &nbsp;&nbsp;&nbsp;Kingdom of Thailand | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/17/66 | &nbsp;&nbsp;&nbsp;&nbsp;THB | &nbsp;&nbsp; 248447 | &nbsp;&nbsp;&nbsp;&nbsp; 9418 |
|  | &nbsp;&nbsp;&nbsp;Kingdom of Thailand | 3.600% | &nbsp;&nbsp;&nbsp;&nbsp; 6/17/67 | &nbsp;&nbsp;&nbsp;&nbsp;THB | &nbsp;&nbsp; 895459 | &nbsp;&nbsp;&nbsp;&nbsp; 31484 |
|  | &nbsp;&nbsp;&nbsp;Kingdom of Thailand | 2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/17/71 | &nbsp;&nbsp;&nbsp;&nbsp;THB | &nbsp;&nbsp; 93000 | &nbsp;&nbsp;&nbsp;&nbsp; 2537 |
|  | &nbsp;&nbsp;&nbsp;Kingdom of Thailand | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/17/72 | &nbsp;&nbsp;&nbsp;&nbsp;THB | &nbsp;&nbsp; 694000 | &nbsp;&nbsp;&nbsp;&nbsp; 27125 |
|  |  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **889127** |
| **United Kingdom (5.3%)** | **United Kingdom (5.3%)** | **United Kingdom (5.3%)** | **United Kingdom (5.3%)** |  |  |  |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Community Finance Co. 1 plc | 5.017% | &nbsp;&nbsp;&nbsp;&nbsp; 7/31/34 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 2253 | &nbsp;&nbsp;&nbsp;&nbsp; 2993 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;LCR Finance plc | 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 12/7/28 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 3843 | &nbsp;&nbsp;&nbsp;&nbsp; 5204 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;LCR Finance plc | 5.100% | &nbsp;&nbsp;&nbsp;&nbsp; 3/7/51 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 3433 | &nbsp;&nbsp;&nbsp;&nbsp; 4411 |
|  | &nbsp;&nbsp;&nbsp;Transport for London | 3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 2019 | &nbsp;&nbsp;&nbsp;&nbsp; 2006 |
|  | &nbsp;&nbsp;&nbsp;Transport for London | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/7/64 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp;&nbsp; 1937 |
|  | &nbsp;&nbsp;&nbsp;United Kingdom Gilt | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 7/22/26 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 36430 | &nbsp;&nbsp;&nbsp;&nbsp; 47319 |
|  | &nbsp;&nbsp;&nbsp;United Kingdom Gilt | 4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 1/29/27 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 275952 | &nbsp;&nbsp;&nbsp;&nbsp; 369549 |
|  | &nbsp;&nbsp;&nbsp;United Kingdom Gilt | 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/7/27 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 175000 | &nbsp;&nbsp;&nbsp;&nbsp; 232896 |
|  | &nbsp;&nbsp;&nbsp;United Kingdom Gilt | 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 12/7/27 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 43775 | &nbsp;&nbsp;&nbsp;&nbsp; 59240 |
|  | &nbsp;&nbsp;&nbsp;United Kingdom Gilt | 4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 3/7/28 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 30000 | &nbsp;&nbsp;&nbsp;&nbsp; 40577 |
|  | &nbsp;&nbsp;&nbsp;United Kingdom Gilt | 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/7/28 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 195316 | &nbsp;&nbsp;&nbsp;&nbsp; 265573 |

---

------

Total International Bond Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;&nbsp;&nbsp;Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| &nbsp;&nbsp;&nbsp;United Kingdom Gilt | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 1/31/29 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 69837 | &nbsp;&nbsp;&nbsp;&nbsp; 82772 |
| &nbsp;&nbsp;&nbsp;United Kingdom Gilt | 4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 7/22/29 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 312503 | &nbsp;&nbsp;&nbsp;&nbsp; 420877 |
| &nbsp;&nbsp;&nbsp;United Kingdom Gilt | 0.375% | &nbsp;&nbsp;&nbsp;&nbsp; 10/22/30 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 62000 | &nbsp;&nbsp;&nbsp;&nbsp; 68752 |
| &nbsp;&nbsp;&nbsp;United Kingdom Gilt | 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 12/7/30 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 64441 | &nbsp;&nbsp;&nbsp;&nbsp; 89679 |
| &nbsp;&nbsp;&nbsp;United Kingdom Gilt | 0.250% | &nbsp;&nbsp;&nbsp;&nbsp; 7/31/31 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 147814 | &nbsp;&nbsp;&nbsp;&nbsp; 157375 |
| &nbsp;&nbsp;&nbsp;United Kingdom Gilt | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/22/31 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 131289 | &nbsp;&nbsp;&nbsp;&nbsp; 174228 |
| &nbsp;&nbsp;&nbsp;United Kingdom Gilt | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/31/32 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 70000 | &nbsp;&nbsp;&nbsp;&nbsp; 76561 |
| &nbsp;&nbsp;&nbsp;United Kingdom Gilt | 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/7/32 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 98346 | &nbsp;&nbsp;&nbsp;&nbsp; 132427 |
| &nbsp;&nbsp;&nbsp;United Kingdom Gilt | 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 1/31/33 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 140000 | &nbsp;&nbsp;&nbsp;&nbsp; 174657 |
| &nbsp;&nbsp;&nbsp;United Kingdom Gilt | 0.875% | &nbsp;&nbsp;&nbsp;&nbsp; 7/31/33 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 193000 | &nbsp;&nbsp;&nbsp;&nbsp; 197106 |
| &nbsp;&nbsp;&nbsp;United Kingdom Gilt | 4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 1/31/34 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 115100 | &nbsp;&nbsp;&nbsp;&nbsp; 156626 |
| &nbsp;&nbsp;&nbsp;United Kingdom Gilt | 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 7/31/34 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 25979 | &nbsp;&nbsp;&nbsp;&nbsp; 34293 |
| &nbsp;&nbsp;&nbsp;United Kingdom Gilt | 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 9/7/34 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 44109 | &nbsp;&nbsp;&nbsp;&nbsp; 59509 |
| &nbsp;&nbsp;&nbsp;United Kingdom Gilt | 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/7/35 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 40408 | &nbsp;&nbsp;&nbsp;&nbsp; 54063 |
| &nbsp;&nbsp;&nbsp;United Kingdom Gilt | 0.625% | &nbsp;&nbsp;&nbsp;&nbsp; 7/31/35 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 123948 | &nbsp;&nbsp;&nbsp;&nbsp; 113751 |
| &nbsp;&nbsp;&nbsp;United Kingdom Gilt | 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 3/7/36 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 70175 | &nbsp;&nbsp;&nbsp;&nbsp; 91321 |
| &nbsp;&nbsp;&nbsp;United Kingdom Gilt | 1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 9/7/37 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 74538 | &nbsp;&nbsp;&nbsp;&nbsp; 72702 |
| &nbsp;&nbsp;&nbsp;United Kingdom Gilt | 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/29/38 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 186747 | &nbsp;&nbsp;&nbsp;&nbsp; 226958 |
| &nbsp;&nbsp;&nbsp;United Kingdom Gilt | 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 12/7/38 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 59702 | &nbsp;&nbsp;&nbsp;&nbsp; 79825 |
| &nbsp;&nbsp;&nbsp;United Kingdom Gilt | 1.125% | &nbsp;&nbsp;&nbsp;&nbsp; 1/31/39 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 148949 | &nbsp;&nbsp;&nbsp;&nbsp; 126711 |
| &nbsp;&nbsp;&nbsp;United Kingdom Gilt | 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 9/7/39 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 25889 | &nbsp;&nbsp;&nbsp;&nbsp; 32550 |
| &nbsp;&nbsp;&nbsp;United Kingdom Gilt | 4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 1/31/40 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 20020 | &nbsp;&nbsp;&nbsp;&nbsp; 25385 |
| &nbsp;&nbsp;&nbsp;United Kingdom Gilt | 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 12/7/40 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 42342 | &nbsp;&nbsp;&nbsp;&nbsp; 52587 |
| &nbsp;&nbsp;&nbsp;United Kingdom Gilt | 1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 10/22/41 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 99525 | &nbsp;&nbsp;&nbsp;&nbsp; 78411 |
| &nbsp;&nbsp;&nbsp;United Kingdom Gilt | 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 12/7/42 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 76190 | &nbsp;&nbsp;&nbsp;&nbsp; 95708 |
| &nbsp;&nbsp;&nbsp;United Kingdom Gilt | 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 10/22/43 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 122580 | &nbsp;&nbsp;&nbsp;&nbsp; 157310 |
| &nbsp;&nbsp;&nbsp;United Kingdom Gilt | 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 1/22/44 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 68116 | &nbsp;&nbsp;&nbsp;&nbsp; 70847 |
| &nbsp;&nbsp;&nbsp;United Kingdom Gilt | 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 1/22/45 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 74660 | &nbsp;&nbsp;&nbsp;&nbsp; 79775 |
| &nbsp;&nbsp;&nbsp;United Kingdom Gilt | 0.875% | &nbsp;&nbsp;&nbsp;&nbsp; 1/31/46 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 59579 | &nbsp;&nbsp;&nbsp;&nbsp; 37058 |
| &nbsp;&nbsp;&nbsp;United Kingdom Gilt | 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 12/7/46 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 79111 | &nbsp;&nbsp;&nbsp;&nbsp; 93206 |
| &nbsp;&nbsp;&nbsp;United Kingdom Gilt | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 7/22/47 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 85600 | &nbsp;&nbsp;&nbsp;&nbsp; 59952 |
| &nbsp;&nbsp;&nbsp;United Kingdom Gilt | 1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/22/49 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 56486 | &nbsp;&nbsp;&nbsp;&nbsp; 40722 |
| &nbsp;&nbsp;&nbsp;United Kingdom Gilt | 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 12/7/49 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 53888 | &nbsp;&nbsp;&nbsp;&nbsp; 62643 |
| &nbsp;&nbsp;&nbsp;United Kingdom Gilt | 0.625% | &nbsp;&nbsp;&nbsp;&nbsp; 10/22/50 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 58909 | &nbsp;&nbsp;&nbsp;&nbsp; 29530 |
| &nbsp;&nbsp;&nbsp;United Kingdom Gilt | 1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 7/31/51 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 84644 | &nbsp;&nbsp;&nbsp;&nbsp; 50120 |
| &nbsp;&nbsp;&nbsp;United Kingdom Gilt | 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 7/22/52 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 53582 | &nbsp;&nbsp;&nbsp;&nbsp; 56568 |
| &nbsp;&nbsp;&nbsp;United Kingdom Gilt | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 7/31/53 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 73769 | &nbsp;&nbsp;&nbsp;&nbsp; 45377 |
| &nbsp;&nbsp;&nbsp;United Kingdom Gilt | 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 10/22/53 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 129524 | &nbsp;&nbsp;&nbsp;&nbsp; 135398 |
| &nbsp;&nbsp;&nbsp;United Kingdom Gilt | 4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 7/31/54 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 114520 | &nbsp;&nbsp;&nbsp;&nbsp; 133571 |
| &nbsp;&nbsp;&nbsp;United Kingdom Gilt | 1.625% | &nbsp;&nbsp;&nbsp;&nbsp; 10/22/54 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 50592 | &nbsp;&nbsp;&nbsp;&nbsp; 31887 |
| &nbsp;&nbsp;&nbsp;United Kingdom Gilt | 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 12/7/55 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 64510 | &nbsp;&nbsp;&nbsp;&nbsp; 73646 |
| &nbsp;&nbsp;&nbsp;United Kingdom Gilt | 1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 7/22/57 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 92515 | &nbsp;&nbsp;&nbsp;&nbsp; 58718 |
| &nbsp;&nbsp;&nbsp;United Kingdom Gilt | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/22/60 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 48637 | &nbsp;&nbsp;&nbsp;&nbsp; 52792 |
| &nbsp;&nbsp;&nbsp;United Kingdom Gilt | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 10/22/61 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 90029 | &nbsp;&nbsp;&nbsp;&nbsp; 33160 |
| &nbsp;&nbsp;&nbsp;United Kingdom Gilt | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/22/63 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 68331 | &nbsp;&nbsp;&nbsp;&nbsp; 73667 |
| &nbsp;&nbsp;&nbsp;United Kingdom Gilt | 2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 7/22/65 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 68527 | &nbsp;&nbsp;&nbsp;&nbsp; 51685 |
| &nbsp;&nbsp;&nbsp;United Kingdom Gilt | 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 7/22/68 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 68734 | &nbsp;&nbsp;&nbsp;&nbsp; 66920 |
| &nbsp;&nbsp;&nbsp;United Kingdom Gilt | 1.625% | &nbsp;&nbsp;&nbsp;&nbsp; 10/22/71 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 65836 | &nbsp;&nbsp;&nbsp;&nbsp; 36965 |
| &nbsp;&nbsp;&nbsp;United Kingdom Gilt | 1.125% | &nbsp;&nbsp;&nbsp;&nbsp; 10/22/73 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 21639 | &nbsp;&nbsp;&nbsp;&nbsp; 9941 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **5447997** |
| **Total Sovereign Bonds (Cost $83,896,350)** | **Total Sovereign Bonds (Cost $83,896,350)** | **Total Sovereign Bonds (Cost $83,896,350)** |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**78817666** |

---

------

Total International Bond Index Fund

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  | Coupon | &nbsp;&nbsp;Shares | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| **Temporary Cash Investments (3.4%)** | **Temporary Cash Investments (3.4%)** | **Temporary Cash Investments (3.4%)** |  |  |
| **Money Market Fund (3.4%)** | **Money Market Fund (3.4%)** | **Money Market Fund (3.4%)** |  |  |
| <sup>11</sup> | &nbsp;&nbsp;&nbsp;Vanguard Market Liquidity Fund **(Cost** $**3,426,213)** | 4.350% | &nbsp;&nbsp; 34265733 | &nbsp;&nbsp;&nbsp;&nbsp; **3426230** |
| **Total Investments (100.8%) (Cost $108,610,094)** | **Total Investments (100.8%) (Cost $108,610,094)** | **Total Investments (100.8%) (Cost $108,610,094)** |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**103691503** |
| **Other Assets and Liabilities—Net (-0.8%)** | **Other Assets and Liabilities—Net (-0.8%)** | **Other Assets and Liabilities—Net (-0.8%)** |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**(774298)** |
| **Net Assets (100.0%)** | **Net Assets (100.0%)** | **Net Assets (100.0%)** |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**102917205** |
| Cost is in $000. | Cost is in $000. | Cost is in $000. |  |  |

---

---

| | |
|:---|:---|
| • | See Note A in Notes to Financial Statements. |
| 1 | The average or expected maturity is shorter than the final maturity shown because of the possibility of interim principal payments and prepayments or the possibility of the issue being called. |
| 2 | Guaranteed by the Republic of Austria. |
| 3 | Security exempt from registration under Rule 144A of the Securities Act of 1933. Such securities may be sold in transactions exempt from registration, normally to qualified institutional buyers. At April 30, 2025, the aggregate value was $19,066,304, representing 18.5% of net assets. |
| 4 | Guaranteed by the Government of the United Kingdom. |
| 5 | Securities with a value of $1,789,440 have been pledged as collateral for open forward currency contracts. |
| 6 | Guaranteed by multiple countries. |
| 7 | Securities with a value of $4,694,250 have been segregated as collateral for open forward currency contracts. |
| 8 | Securities with a value of $28,804 have been segregated as initial margin for open centrally cleared non-deliverable forward currency contracts. |
| 9 | Securities with a value of $24,156 have been segregated as initial margin for open futures contracts. |
| 10 | Guaranteed by the Federal Republic of Germany. |
| 11 | Affiliated money market fund available only to Vanguard funds and certain trusts and accounts managed by Vanguard. Rate shown is the 7-day yield. |

---

---

| |
|:---|
| DAC—Designated Activity Company. |
| GMTN—Global Medium Term Note. |
| REIT—Real Estate Investment Trust. |
| AUD—Australian dollar. |
| CAD—Canadian dollar. |
| CHF—Swiss franc. |
| CLP—Chilean peso. |
| CNY—Chinese renminbi. |
| COP—Colombian peso. |
| CZK—Czech koruna. |
| DKK—Danish krone. |
| EUR—euro. |
| GBP—British pound. |
| HKD—Hong Kong dollar. |
| HUF—Hungarian forint. |
| IDR—Indonesian rupiah. |
| ILS—Israeli shekel. |
| JPY—Japanese yen. |
| KRW—Korean won. |
| MXN—Mexican peso. |
| MYR—Malaysian ringgit. |
| NOK—Norwegian krone. |
| NZD—New Zealand dollar. |
| PEN—Peruvian sol. |
| PLN—Polish zloty. |
| RON—Romanian leu. |
| SEK—Swedish krona. |
| SGD—Singapore dollar. |
| THB—Thai baht. |
| USD—U.S. dollar. |

---

------

#### Derivative Financial Instruments Outstanding as of Period End

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| Futures Contracts | Futures Contracts | Futures Contracts | Futures Contracts | Futures Contracts |
|  |  |  | ($000) | ($000) |
|  | Expiration | Number of<br> Long (Short) Contracts | Notional<br> Amount | &nbsp;&nbsp;Value and<br> Unrealized<br> Appreciation<br> (Depreciation) |
| Long Futures Contracts |  |  |  |  |
| 10-Year Japanese Government Bond | June 2025 | 14 | 13772 | &nbsp;&nbsp;21 |
| Euro-Bobl | June 2025 | 1661 | 225104 | &nbsp;&nbsp;2540 |
| Euro-Schatz | June 2025 | 4185 | 509987 | &nbsp;&nbsp;1079 |
|  |  |  |  | &nbsp;&nbsp;3640 |

---

------

Total International Bond Index Fund

---

| | | | | |
|:---|:---|:---|:---|:---|
| Futures Contracts (continued) | Futures Contracts (continued) | Futures Contracts (continued) | Futures Contracts (continued) | Futures Contracts (continued) |
|  |  |  | ($000) | ($000) |
|  | Expiration | Number of<br> Long (Short) Contracts | Notional<br> Amount | &nbsp;&nbsp;Value and<br> Unrealized<br> Appreciation<br> (Depreciation) |
| Short Futures Contracts |  |  |  |  |
| Long Gilt | June 2025 | (370) | (46115) | &nbsp;&nbsp;57 |
|  |  |  |  | &nbsp;&nbsp;3697 |

---

&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| Centrally Cleared Non-Deliverable Forward Currency Contracts | Centrally Cleared Non-Deliverable Forward Currency Contracts | Centrally Cleared Non-Deliverable Forward Currency Contracts | Centrally Cleared Non-Deliverable Forward Currency Contracts | Centrally Cleared Non-Deliverable Forward Currency Contracts | Centrally Cleared Non-Deliverable Forward Currency Contracts | Centrally Cleared Non-Deliverable Forward Currency Contracts |
| Contract<br> Settlement<br> Date | Contract Amount (000) | Contract Amount (000) | Contract Amount (000) | Contract Amount (000) | &nbsp;&nbsp;&nbsp;Unrealized<br> Appreciation<br> ($000) | &nbsp;&nbsp;&nbsp;Unrealized<br> Depreciation<br> ($000) |
| Contract<br> Settlement<br> Date | Currency Purchased | Currency Purchased | &nbsp;&nbsp;&nbsp;Currency Sold | &nbsp;&nbsp;&nbsp;Currency Sold | &nbsp;&nbsp;&nbsp;Unrealized<br> Appreciation<br> ($000) | &nbsp;&nbsp;&nbsp;Unrealized<br> Depreciation<br> ($000) |
| 5/6/25 | COP | &nbsp;&nbsp;&nbsp;370000000 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;87751 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(262) |
| 5/6/25 | COP | &nbsp;&nbsp;&nbsp;188000000 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;44256 | &nbsp;&nbsp;&nbsp;198 | &nbsp;&nbsp;&nbsp;— |
| 5/6/25 | USD | &nbsp;&nbsp;&nbsp;269345 | &nbsp;&nbsp;&nbsp;COP | &nbsp;&nbsp;&nbsp;1129000000 | &nbsp;&nbsp;&nbsp;2383 | &nbsp;&nbsp;&nbsp;— |
| 6/5/25 | USD | &nbsp;&nbsp;&nbsp;87377 | &nbsp;&nbsp;&nbsp;COP | &nbsp;&nbsp;&nbsp;370000000 | &nbsp;&nbsp;&nbsp;278 | &nbsp;&nbsp;&nbsp;— |
| 6/5/25 | USD | &nbsp;&nbsp;&nbsp;44068 | &nbsp;&nbsp;&nbsp;COP | &nbsp;&nbsp;&nbsp;188000000 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(188) |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;2859 | &nbsp;&nbsp;&nbsp;(450) |

---

&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| Over-the-Counter Forward Currency Contracts | Over-the-Counter Forward Currency Contracts | Over-the-Counter Forward Currency Contracts | Over-the-Counter Forward Currency Contracts | Over-the-Counter Forward Currency Contracts | Over-the-Counter Forward Currency Contracts | Over-the-Counter Forward Currency Contracts | Over-the-Counter Forward Currency Contracts |
| Counterparty | Contract<br> Settlement<br> Date | &nbsp;&nbsp;&nbsp;Contract Amount (000) | &nbsp;&nbsp;&nbsp;Contract Amount (000) | &nbsp;&nbsp;&nbsp;Contract Amount (000) | &nbsp;&nbsp;&nbsp;Contract Amount (000) | &nbsp;&nbsp;&nbsp;Unrealized<br> Appreciation<br> ($000) | &nbsp;&nbsp;&nbsp;Unrealized<br> Depreciation<br> ($000) |
| Counterparty | Contract<br> Settlement<br> Date |  | &nbsp;&nbsp;&nbsp;Receive |  | &nbsp;&nbsp;&nbsp;Deliver | &nbsp;&nbsp;&nbsp;Unrealized<br> Appreciation<br> ($000) | &nbsp;&nbsp;&nbsp;Unrealized<br> Depreciation<br> ($000) |
| BNP Paribas | 6/3/25 | &nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp;&nbsp;216000 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;137745 | &nbsp;&nbsp;&nbsp;663 | &nbsp;&nbsp;&nbsp;— |
| JPMorgan Chase Bank, N.A. | 5/2/25 | &nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp;&nbsp;121959 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;76045 | &nbsp;&nbsp;&nbsp;2078 | &nbsp;&nbsp;&nbsp;— |
| HSBC Bank plc | 5/2/25 | &nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp;&nbsp;85000 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;54539 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(92) |
| JPMorgan Chase Bank, N.A. | 6/2/25 | &nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp;&nbsp;270000 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;195675 | &nbsp;&nbsp;&nbsp;508 | &nbsp;&nbsp;&nbsp;— |
| Toronto-Dominion Bank | 6/2/25 | &nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp;&nbsp;87650 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;63557 | &nbsp;&nbsp;&nbsp;130 | &nbsp;&nbsp;&nbsp;— |
| JPMorgan Chase Bank, N.A. | 5/1/25 | &nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp;&nbsp;90000 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;62681 | &nbsp;&nbsp;&nbsp;2606 | &nbsp;&nbsp;&nbsp;— |
| Toronto-Dominion Bank | 5/1/25 | &nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp;&nbsp;59482 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;41388 | &nbsp;&nbsp;&nbsp;1760 | &nbsp;&nbsp;&nbsp;— |
| Royal Bank of Canada | 5/1/25 | &nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp;&nbsp;39000 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;28152 | &nbsp;&nbsp;&nbsp;139 | &nbsp;&nbsp;&nbsp;— |
| UBS AG | 5/5/25 | &nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp;&nbsp;716442 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;870683 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(2120) |
| Toronto-Dominion Bank | 5/5/25 | &nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp;&nbsp;145910 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;177560 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(669) |
| BNP Paribas | 5/5/25 | &nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp;&nbsp;136783 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;166453 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(627) |
| Bank of Montreal | 6/3/25 | &nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp;&nbsp;25000 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;30462 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(46) |
| BNP Paribas | 5/5/25 | &nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp;&nbsp;14736 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;16721 | &nbsp;&nbsp;&nbsp;1143 | &nbsp;&nbsp;&nbsp;— |
| Wells Fargo Bank N.A. | 5/6/25 | &nbsp;&nbsp;&nbsp;CLP | &nbsp;&nbsp;&nbsp;49000000 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;52343 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(599) |
| Toronto-Dominion Bank | 5/6/25 | &nbsp;&nbsp;&nbsp;CLP | &nbsp;&nbsp;&nbsp;35000000 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;37192 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(233) |
| Wells Fargo Bank N.A. | 5/6/25 | &nbsp;&nbsp;&nbsp;CLP | &nbsp;&nbsp;&nbsp;34000000 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;35903 | &nbsp;&nbsp;&nbsp;1 | &nbsp;&nbsp;&nbsp;— |
| State Street Bank & Trust Co. | 5/6/25 | &nbsp;&nbsp;&nbsp;CLP | &nbsp;&nbsp;&nbsp;33096869 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;34440 | &nbsp;&nbsp;&nbsp;510 | &nbsp;&nbsp;&nbsp;— |
| HSBC Bank plc | 5/6/25 | &nbsp;&nbsp;&nbsp;CLP | &nbsp;&nbsp;&nbsp;9796198 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;10305 | &nbsp;&nbsp;&nbsp;39 | &nbsp;&nbsp;&nbsp;— |
| Standard Chartered Bank | 5/7/25 | &nbsp;&nbsp;&nbsp;CNY | &nbsp;&nbsp;&nbsp;3681836 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;506443 | &nbsp;&nbsp;&nbsp;4924 | &nbsp;&nbsp;&nbsp;— |
| HSBC Bank plc | 5/7/25 | &nbsp;&nbsp;&nbsp;CNY | &nbsp;&nbsp;&nbsp;3681836 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;504984 | &nbsp;&nbsp;&nbsp;6383 | &nbsp;&nbsp;&nbsp;— |
| State Street Bank & Trust Co. | 5/7/25 | &nbsp;&nbsp;&nbsp;CNY | &nbsp;&nbsp;&nbsp;1840918 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;252426 | &nbsp;&nbsp;&nbsp;3257 | &nbsp;&nbsp;&nbsp;— |
| HSBC Bank plc | 6/4/25 | &nbsp;&nbsp;&nbsp;CNY | &nbsp;&nbsp;&nbsp;361663 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;49896 | &nbsp;&nbsp;&nbsp;310 | &nbsp;&nbsp;&nbsp;— |
| Citibank, N.A. | 5/6/25 | &nbsp;&nbsp;&nbsp;COP | &nbsp;&nbsp;&nbsp;326000000 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;76489 | &nbsp;&nbsp;&nbsp;596 | &nbsp;&nbsp;&nbsp;— |
| Citibank, N.A. | 5/6/25 | &nbsp;&nbsp;&nbsp;COP | &nbsp;&nbsp;&nbsp;185000000 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;44090 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(345) |
| Wells Fargo Bank N.A. | 5/6/25 | &nbsp;&nbsp;&nbsp;COP | &nbsp;&nbsp;&nbsp;183000000 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;43592 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(320) |
| Goldman Sachs & Co. | 5/6/25 | &nbsp;&nbsp;&nbsp;COP | &nbsp;&nbsp;&nbsp;24146535 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;5741 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(31) |
| Goldman Sachs & Co. | 5/6/25 | &nbsp;&nbsp;&nbsp;COP | &nbsp;&nbsp;&nbsp;954267 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;226 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— |
| UBS AG | 5/5/25 | &nbsp;&nbsp;&nbsp;CZK | &nbsp;&nbsp;&nbsp;2847467 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;129957 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(677) |
| Wells Fargo Bank N.A. | 5/5/25 | &nbsp;&nbsp;&nbsp;CZK | &nbsp;&nbsp;&nbsp;2763718 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;126191 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(714) |
| Canadian Imperial Bank of Commerce | 5/5/25 | &nbsp;&nbsp;&nbsp;CZK | &nbsp;&nbsp;&nbsp;2763718 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;126082 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(605) |
| Bank of America, N.A. | 5/5/25 | &nbsp;&nbsp;&nbsp;CZK | &nbsp;&nbsp;&nbsp;1900000 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;86809 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(546) |
| Standard Chartered Bank | 5/5/25 | &nbsp;&nbsp;&nbsp;CZK | &nbsp;&nbsp;&nbsp;817000 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;37235 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(142) |
| Toronto-Dominion Bank | 5/5/25 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;6756969 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;7680979 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(24028) |
| Standard Chartered Bank | 5/5/25 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;4487321 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;5103656 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(18653) |

---

------

Total International Bond Index Fund

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| Over-the-Counter Forward Currency Contracts (continued) | Over-the-Counter Forward Currency Contracts (continued) | Over-the-Counter Forward Currency Contracts (continued) | Over-the-Counter Forward Currency Contracts (continued) | Over-the-Counter Forward Currency Contracts (continued) | Over-the-Counter Forward Currency Contracts (continued) | Over-the-Counter Forward Currency Contracts (continued) | Over-the-Counter Forward Currency Contracts (continued) |
| Counterparty | Contract<br> Settlement<br> Date | &nbsp;&nbsp;&nbsp;Contract Amount (000) | &nbsp;&nbsp;&nbsp;Contract Amount (000) | &nbsp;&nbsp;&nbsp;Contract Amount (000) | &nbsp;&nbsp;&nbsp;Contract Amount (000) | &nbsp;&nbsp;&nbsp;Unrealized<br> Appreciation<br> ($000) | &nbsp;&nbsp;&nbsp;Unrealized<br> Depreciation<br> ($000) |
| Counterparty | Contract<br> Settlement<br> Date |  | &nbsp;&nbsp;&nbsp;Receive |  | &nbsp;&nbsp;&nbsp;Deliver | &nbsp;&nbsp;&nbsp;Unrealized<br> Appreciation<br> ($000) | &nbsp;&nbsp;&nbsp;Unrealized<br> Depreciation<br> ($000) |
| HSBC Bank plc | 5/5/25 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;4233000 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;4811075 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(14268) |
| Royal Bank of Canada | 5/5/25 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;4097279 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;4655827 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(12818) |
| Barclays Bank plc | 5/5/25 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;3150000 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;3586050 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(16491) |
| Citibank, N.A. | 5/5/25 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;3004000 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;3414370 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(10257) |
| Canadian Imperial Bank of Commerce | 5/5/25 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;2967131 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;3375546 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(13213) |
| BNP Paribas | 5/5/25 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;2783900 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;3167301 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(12604) |
| Wells Fargo Bank N.A. | 5/5/25 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;2250000 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;2557665 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(7980) |
| Commonwealth Bank of Australia | 5/5/25 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;1800000 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;2045203 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(5454) |
| Societe Generale SA | 5/5/25 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;1800000 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;2044620 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(4872) |
| The Bank of New York Mellon Corp. | 5/5/25 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;1350000 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;1536795 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(6984) |
| State Street Bank & Trust Co. | 5/5/25 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;770000 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;833249 | &nbsp;&nbsp;&nbsp;39310 | &nbsp;&nbsp;&nbsp;— |
| JPMorgan Chase Bank, N.A. | 5/5/25 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;560000 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;636873 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(2284) |
| UBS AG | 5/5/25 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;99000 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;112538 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(352) |
| JPMorgan Chase Bank, N.A. | 6/3/25 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;83000 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;94495 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(273) |
| UBS AG | 5/5/25 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;29444 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;31829 | &nbsp;&nbsp;&nbsp;1537 | &nbsp;&nbsp;&nbsp;— |
| Wells Fargo Bank N.A. | 6/3/25 | &nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;125000 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;166693 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(85) |
| BNP Paribas | 5/2/25 | &nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;81634 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;105363 | &nbsp;&nbsp;&nbsp;3430 | &nbsp;&nbsp;&nbsp;— |
| Morgan Stanley Capital Services Inc. | 5/2/25 | &nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;80000 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;103235 | &nbsp;&nbsp;&nbsp;3381 | &nbsp;&nbsp;&nbsp;— |
| HSBC Bank plc | 5/2/25 | &nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;38000 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;50917 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(275) |
| HSBC Bank plc | 5/6/25 | &nbsp;&nbsp;&nbsp;HKD | &nbsp;&nbsp;&nbsp;180500 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;23275 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(1) |
| Societe Generale SA | 5/6/25 | &nbsp;&nbsp;&nbsp;HUF | &nbsp;&nbsp;&nbsp;28884449 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;81227 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(343) |
| UBS AG | 5/6/25 | &nbsp;&nbsp;&nbsp;HUF | &nbsp;&nbsp;&nbsp;28884449 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;81206 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(322) |
| JPMorgan Chase Bank, N.A. | 5/6/25 | &nbsp;&nbsp;&nbsp;HUF | &nbsp;&nbsp;&nbsp;6800000 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;19161 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(120) |
| Deutsche Bank AG | 5/5/25 | &nbsp;&nbsp;&nbsp;IDR | &nbsp;&nbsp;&nbsp;6639763968 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;396528 | &nbsp;&nbsp;&nbsp;4208 | &nbsp;&nbsp;&nbsp;— |
| Citibank, N.A. | 5/5/25 | &nbsp;&nbsp;&nbsp;IDR | &nbsp;&nbsp;&nbsp;6639763968 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;393840 | &nbsp;&nbsp;&nbsp;6894 | &nbsp;&nbsp;&nbsp;— |
| Standard Chartered Bank | 5/5/25 | &nbsp;&nbsp;&nbsp;IDR | &nbsp;&nbsp;&nbsp;3519881984 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;208752 | &nbsp;&nbsp;&nbsp;3688 | &nbsp;&nbsp;&nbsp;— |
| JPMorgan Chase Bank, N.A. | 5/5/25 | &nbsp;&nbsp;&nbsp;IDR | &nbsp;&nbsp;&nbsp;1127542296 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;66672 | &nbsp;&nbsp;&nbsp;1380 | &nbsp;&nbsp;&nbsp;— |
| Deutsche Bank AG | 6/3/25 | &nbsp;&nbsp;&nbsp;IDR | &nbsp;&nbsp;&nbsp;764399000 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;45716 | &nbsp;&nbsp;&nbsp;408 | &nbsp;&nbsp;&nbsp;— |
| Standard Chartered Bank | 6/3/25 | &nbsp;&nbsp;&nbsp;IDR | &nbsp;&nbsp;&nbsp;300000000 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;17768 | &nbsp;&nbsp;&nbsp;332 | &nbsp;&nbsp;&nbsp;— |
| HSBC Bank plc | 5/5/25 | &nbsp;&nbsp;&nbsp;ILS | &nbsp;&nbsp;&nbsp;872190 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;239877 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(180) |
| Wells Fargo Bank N.A. | 5/5/25 | &nbsp;&nbsp;&nbsp;ILS | &nbsp;&nbsp;&nbsp;290730 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;80091 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(193) |
| Barclays Bank plc | 5/2/25 | &nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;125708000 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;878097 | &nbsp;&nbsp;&nbsp;1300 | &nbsp;&nbsp;&nbsp;— |
| Canadian Imperial Bank of Commerce | 5/2/25 | &nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;76000000 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;509055 | &nbsp;&nbsp;&nbsp;22607 | &nbsp;&nbsp;&nbsp;— |
| The Bank of New York Mellon Corp. | 5/2/25 | &nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;63008000 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;440123 | &nbsp;&nbsp;&nbsp;653 | &nbsp;&nbsp;&nbsp;— |
| HSBC Bank plc | 5/2/25 | &nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;63008000 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;439448 | &nbsp;&nbsp;&nbsp;1328 | &nbsp;&nbsp;&nbsp;— |
| Toronto-Dominion Bank | 5/2/25 | &nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;63140000 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;439174 | &nbsp;&nbsp;&nbsp;2525 | &nbsp;&nbsp;&nbsp;— |
| Canadian Imperial Bank of Commerce | 6/3/25 | &nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;62000000 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;436003 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(714) |
| State Street Bank & Trust Co. | 5/8/25 | &nbsp;&nbsp;&nbsp;KRW | &nbsp;&nbsp;&nbsp;2401341040 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;1677728 | &nbsp;&nbsp;&nbsp;8961 | &nbsp;&nbsp;&nbsp;— |
| HSBC Bank plc | 5/8/25 | &nbsp;&nbsp;&nbsp;KRW | &nbsp;&nbsp;&nbsp;575803069 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;397856 | &nbsp;&nbsp;&nbsp;6586 | &nbsp;&nbsp;&nbsp;— |
| Deutsche Bank AG | 5/8/25 | &nbsp;&nbsp;&nbsp;KRW | &nbsp;&nbsp;&nbsp;338268208 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;236138 | &nbsp;&nbsp;&nbsp;1460 | &nbsp;&nbsp;&nbsp;— |
| Wells Fargo Bank N.A. | 5/8/25 | &nbsp;&nbsp;&nbsp;KRW | &nbsp;&nbsp;&nbsp;338268208 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;236056 | &nbsp;&nbsp;&nbsp;1542 | &nbsp;&nbsp;&nbsp;— |
| Standard Chartered Bank | 5/8/25 | &nbsp;&nbsp;&nbsp;KRW | &nbsp;&nbsp;&nbsp;338268208 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;235448 | &nbsp;&nbsp;&nbsp;2150 | &nbsp;&nbsp;&nbsp;— |
| BNP Paribas | 5/8/25 | &nbsp;&nbsp;&nbsp;KRW | &nbsp;&nbsp;&nbsp;338268208 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;235297 | &nbsp;&nbsp;&nbsp;2301 | &nbsp;&nbsp;&nbsp;— |
| Deutsche Bank AG | 6/4/25 | &nbsp;&nbsp;&nbsp;KRW | &nbsp;&nbsp;&nbsp;58097500 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;40986 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(106) |
| Toronto-Dominion Bank | 5/5/25 | &nbsp;&nbsp;&nbsp;MXN | &nbsp;&nbsp;&nbsp;5218000 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;266564 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(669) |
| BNP Paribas | 5/5/25 | &nbsp;&nbsp;&nbsp;MXN | &nbsp;&nbsp;&nbsp;5218000 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;266564 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(669) |
| Wells Fargo Bank N.A. | 5/5/25 | &nbsp;&nbsp;&nbsp;MXN | &nbsp;&nbsp;&nbsp;1600000 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;78010 | &nbsp;&nbsp;&nbsp;3522 | &nbsp;&nbsp;&nbsp;— |
| Standard Chartered Bank | 5/5/25 | &nbsp;&nbsp;&nbsp;MYR | &nbsp;&nbsp;&nbsp;903162 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;208944 | &nbsp;&nbsp;&nbsp;450 | &nbsp;&nbsp;&nbsp;— |
| BNP Paribas | 5/5/25 | &nbsp;&nbsp;&nbsp;MYR | &nbsp;&nbsp;&nbsp;903162 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;208397 | &nbsp;&nbsp;&nbsp;997 | &nbsp;&nbsp;&nbsp;— |
| Citibank, N.A. | 5/5/25 | &nbsp;&nbsp;&nbsp;MYR | &nbsp;&nbsp;&nbsp;903162 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;206437 | &nbsp;&nbsp;&nbsp;2957 | &nbsp;&nbsp;&nbsp;— |
| Bank of America, N.A. | 5/5/25 | &nbsp;&nbsp;&nbsp;MYR | &nbsp;&nbsp;&nbsp;903162 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;206390 | &nbsp;&nbsp;&nbsp;3004 | &nbsp;&nbsp;&nbsp;— |
| HSBC Bank plc | 5/5/25 | &nbsp;&nbsp;&nbsp;MYR | &nbsp;&nbsp;&nbsp;903162 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;205357 | &nbsp;&nbsp;&nbsp;4037 | &nbsp;&nbsp;&nbsp;— |
| Standard Chartered Bank | 6/4/25 | &nbsp;&nbsp;&nbsp;MYR | &nbsp;&nbsp;&nbsp;171056 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;39729 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(33) |

---

------

Total International Bond Index Fund

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| Over-the-Counter Forward Currency Contracts (continued) | Over-the-Counter Forward Currency Contracts (continued) | Over-the-Counter Forward Currency Contracts (continued) | Over-the-Counter Forward Currency Contracts (continued) | Over-the-Counter Forward Currency Contracts (continued) | Over-the-Counter Forward Currency Contracts (continued) | Over-the-Counter Forward Currency Contracts (continued) | Over-the-Counter Forward Currency Contracts (continued) |
| Counterparty | Contract<br> Settlement<br> Date | &nbsp;&nbsp;&nbsp;Contract Amount (000) | &nbsp;&nbsp;&nbsp;Contract Amount (000) | &nbsp;&nbsp;&nbsp;Contract Amount (000) | &nbsp;&nbsp;&nbsp;Contract Amount (000) | &nbsp;&nbsp;&nbsp;Unrealized<br> Appreciation<br> ($000) | &nbsp;&nbsp;&nbsp;Unrealized<br> Depreciation<br> ($000) |
| Counterparty | Contract<br> Settlement<br> Date |  | &nbsp;&nbsp;&nbsp;Receive |  | &nbsp;&nbsp;&nbsp;Deliver | &nbsp;&nbsp;&nbsp;Unrealized<br> Appreciation<br> ($000) | &nbsp;&nbsp;&nbsp;Unrealized<br> Depreciation<br> ($000) |
| Standard Chartered Bank | 6/4/25 | &nbsp;&nbsp;&nbsp;MYR | &nbsp;&nbsp;&nbsp;36245 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;8291 | &nbsp;&nbsp;&nbsp;120 | &nbsp;&nbsp;&nbsp;— |
| BNP Paribas | 5/5/25 | &nbsp;&nbsp;&nbsp;NOK | &nbsp;&nbsp;&nbsp;1702000 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;164128 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(527) |
| HSBC Bank plc | 5/5/25 | &nbsp;&nbsp;&nbsp;NOK | &nbsp;&nbsp;&nbsp;368373 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;35543 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(134) |
| Commonwealth Bank of Australia | 6/4/25 | &nbsp;&nbsp;&nbsp;NZD | &nbsp;&nbsp;&nbsp;45500 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;27041 | &nbsp;&nbsp;&nbsp;14 | &nbsp;&nbsp;&nbsp;— |
| State Street Bank & Trust Co. | 5/6/25 | &nbsp;&nbsp;&nbsp;PEN | &nbsp;&nbsp;&nbsp;278893 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;75801 | &nbsp;&nbsp;&nbsp;261 | &nbsp;&nbsp;&nbsp;— |
| HSBC Bank plc | 5/6/25 | &nbsp;&nbsp;&nbsp;PEN | &nbsp;&nbsp;&nbsp;160000 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;43597 | &nbsp;&nbsp;&nbsp;40 | &nbsp;&nbsp;&nbsp;— |
| Citibank, N.A. | 5/6/25 | &nbsp;&nbsp;&nbsp;PEN | &nbsp;&nbsp;&nbsp;158893 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;43154 | &nbsp;&nbsp;&nbsp;181 | &nbsp;&nbsp;&nbsp;— |
| Canadian Imperial Bank of Commerce | 5/5/25 | &nbsp;&nbsp;&nbsp;PLN | &nbsp;&nbsp;&nbsp;965784 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;256909 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(1444) |
| Wells Fargo Bank N.A. | 5/5/25 | &nbsp;&nbsp;&nbsp;PLN | &nbsp;&nbsp;&nbsp;597892 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;159261 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(1110) |
| Toronto-Dominion Bank | 5/5/25 | &nbsp;&nbsp;&nbsp;PLN | &nbsp;&nbsp;&nbsp;482892 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;128514 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(782) |
| Standard Chartered Bank | 5/5/25 | &nbsp;&nbsp;&nbsp;PLN | &nbsp;&nbsp;&nbsp;363000 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;96473 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(454) |
| Barclays Bank plc | 5/5/25 | &nbsp;&nbsp;&nbsp;RON | &nbsp;&nbsp;&nbsp;490144 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;112059 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(540) |
| HSBC Bank plc | 5/5/25 | &nbsp;&nbsp;&nbsp;RON | &nbsp;&nbsp;&nbsp;490144 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;111905 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(386) |
| Standard Chartered Bank | 5/5/25 | &nbsp;&nbsp;&nbsp;RON | &nbsp;&nbsp;&nbsp;229000 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;52289 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(187) |
| HSBC Bank plc | 5/5/25 | &nbsp;&nbsp;&nbsp;SEK | &nbsp;&nbsp;&nbsp;3467272 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;360498 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(1664) |
| Wells Fargo Bank N.A. | 5/5/25 | &nbsp;&nbsp;&nbsp;SEK | &nbsp;&nbsp;&nbsp;1733636 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;180118 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(700) |
| Barclays Bank plc | 5/5/25 | &nbsp;&nbsp;&nbsp;SEK | &nbsp;&nbsp;&nbsp;1733636 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;179819 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(402) |
| BNP Paribas | 5/5/25 | &nbsp;&nbsp;&nbsp;SEK | &nbsp;&nbsp;&nbsp;1565000 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;162262 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(297) |
| State Street Bank & Trust Co. | 6/3/25 | &nbsp;&nbsp;&nbsp;SEK | &nbsp;&nbsp;&nbsp;322800 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;33528 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(61) |
| BNP Paribas | 5/5/25 | &nbsp;&nbsp;&nbsp;SEK | &nbsp;&nbsp;&nbsp;70982 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;7081 | &nbsp;&nbsp;&nbsp;265 | &nbsp;&nbsp;&nbsp;— |
| HSBC Bank plc | 5/5/25 | &nbsp;&nbsp;&nbsp;SGD | &nbsp;&nbsp;&nbsp;368175 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;281975 | &nbsp;&nbsp;&nbsp;2 | &nbsp;&nbsp;&nbsp;— |
| Wells Fargo Bank N.A. | 5/5/25 | &nbsp;&nbsp;&nbsp;SGD | &nbsp;&nbsp;&nbsp;368175 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;281932 | &nbsp;&nbsp;&nbsp;46 | &nbsp;&nbsp;&nbsp;— |
| Wells Fargo Bank N.A. | 5/6/25 | &nbsp;&nbsp;&nbsp;THB | &nbsp;&nbsp;&nbsp;7691996 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;228384 | &nbsp;&nbsp;&nbsp;1983 | &nbsp;&nbsp;&nbsp;— |
| Standard Chartered Bank | 5/6/25 | &nbsp;&nbsp;&nbsp;THB | &nbsp;&nbsp;&nbsp;7559628 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;226404 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— |
| BNP Paribas | 5/6/25 | &nbsp;&nbsp;&nbsp;THB | &nbsp;&nbsp;&nbsp;7559628 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;226184 | &nbsp;&nbsp;&nbsp;220 | &nbsp;&nbsp;&nbsp;— |
| Standard Chartered Bank | 5/6/25 | &nbsp;&nbsp;&nbsp;THB | &nbsp;&nbsp;&nbsp;5366628 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;161049 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(323) |
| JPMorgan Chase Bank, N.A. | 5/6/25 | &nbsp;&nbsp;&nbsp;THB | &nbsp;&nbsp;&nbsp;3230628 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;96668 | &nbsp;&nbsp;&nbsp;87 | &nbsp;&nbsp;&nbsp;— |
| UBS AG | 6/5/25 | &nbsp;&nbsp;&nbsp;THB | &nbsp;&nbsp;&nbsp;1350323 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;40578 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(46) |
| Standard Chartered Bank | 6/5/25 | &nbsp;&nbsp;&nbsp;THB | &nbsp;&nbsp;&nbsp;330000 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;9911 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(6) |
| Barclays Bank plc | 6/5/25 | &nbsp;&nbsp;&nbsp;THB | &nbsp;&nbsp;&nbsp;330000 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;9908 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(3) |
| UBS AG | 5/6/25 | &nbsp;&nbsp;&nbsp;THB | &nbsp;&nbsp;&nbsp;219333 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;6347 | &nbsp;&nbsp;&nbsp;222 | &nbsp;&nbsp;&nbsp;— |
| Commonwealth Bank of Australia | 6/3/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;2026807 | &nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp;&nbsp;3166592 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(2282) |
| Commonwealth Bank of Australia | 5/2/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;1757774 | &nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp;&nbsp;2820104 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(48673) |
| JPMorgan Chase Bank, N.A. | 6/3/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;947472 | &nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp;&nbsp;1480300 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(1076) |
| JPMorgan Chase Bank, N.A. | 5/2/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;718469 | &nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp;&nbsp;1152684 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(19894) |
| State Street Bank & Trust Co. | 5/2/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;571089 | &nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp;&nbsp;916103 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(15729) |
| Citibank, N.A. | 6/3/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;550383 | &nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp;&nbsp;859893 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(620) |
| Citibank, N.A. | 5/2/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;439443 | &nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp;&nbsp;705026 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(12168) |
| BNP Paribas | 5/2/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;42187 | &nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp;&nbsp;67683 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(1168) |
| State Street Bank & Trust Co. | 6/3/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;30175 | &nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp;&nbsp;47145 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(34) |
| Toronto-Dominion Bank | 5/2/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;3181 | &nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(22) |
| Toronto-Dominion Bank | 5/1/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;2843852 | &nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp;&nbsp;4087000 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(120898) |
| Toronto-Dominion Bank | 6/2/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;2961320 | &nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp;&nbsp;4084000 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(6124) |
| Royal Bank of Canada | 6/2/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;1675581 | &nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp;&nbsp;2311000 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(3598) |
| The Bank of New York Mellon Corp. | 5/1/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;1548158 | &nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp;&nbsp;2221725 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(63501) |
| Royal Bank of Canada | 5/1/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;1034299 | &nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp;&nbsp;1486345 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(43910) |
| Bank of Montreal | 5/1/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;967901 | &nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp;&nbsp;1391000 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(41144) |
| Bank of Montreal | 6/2/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;977442 | &nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp;&nbsp;1348000 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(2018) |
| The Bank of New York Mellon Corp. | 6/2/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;363098 | &nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp;&nbsp;501765 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(1486) |
| Barclays Bank plc | 6/2/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;323608 | &nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp;&nbsp;447000 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(1184) |
| State Street Bank & Trust Co. | 6/2/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;323572 | &nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp;&nbsp;447000 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(1219) |
| Wells Fargo Bank N.A. | 5/1/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;76636 | &nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp;&nbsp;110037 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(3186) |
| Societe Generale SA | 5/1/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;21670 | &nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp;&nbsp;31142 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(921) |

---

------

Total International Bond Index Fund

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| Over-the-Counter Forward Currency Contracts (continued) | Over-the-Counter Forward Currency Contracts (continued) | Over-the-Counter Forward Currency Contracts (continued) | Over-the-Counter Forward Currency Contracts (continued) | Over-the-Counter Forward Currency Contracts (continued) | Over-the-Counter Forward Currency Contracts (continued) | Over-the-Counter Forward Currency Contracts (continued) | Over-the-Counter Forward Currency Contracts (continued) |
| Counterparty | Contract<br> Settlement<br> Date | &nbsp;&nbsp;&nbsp;Contract Amount (000) | &nbsp;&nbsp;&nbsp;Contract Amount (000) | &nbsp;&nbsp;&nbsp;Contract Amount (000) | &nbsp;&nbsp;&nbsp;Contract Amount (000) | &nbsp;&nbsp;&nbsp;Unrealized<br> Appreciation<br> ($000) | &nbsp;&nbsp;&nbsp;Unrealized<br> Depreciation<br> ($000) |
| Counterparty | Contract<br> Settlement<br> Date |  | &nbsp;&nbsp;&nbsp;Receive |  | &nbsp;&nbsp;&nbsp;Deliver | &nbsp;&nbsp;&nbsp;Unrealized<br> Appreciation<br> ($000) | &nbsp;&nbsp;&nbsp;Unrealized<br> Depreciation<br> ($000) |
| UBS AG | 6/3/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;873733 | &nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp;&nbsp;716442 | &nbsp;&nbsp;&nbsp;2101 | &nbsp;&nbsp;&nbsp;— |
| State Street Bank & Trust Co. | 5/5/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;588234 | &nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp;&nbsp;518201 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(39997) |
| Bank of Montreal | 5/5/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;423041 | &nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp;&nbsp;372703 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(28798) |
| State Street Bank & Trust Co. | 6/3/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;242539 | &nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp;&nbsp;198612 | &nbsp;&nbsp;&nbsp;904 | &nbsp;&nbsp;&nbsp;— |
| Toronto-Dominion Bank | 5/5/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;207508 | &nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp;&nbsp;182870 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(14191) |
| BNP Paribas | 6/3/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;190649 | &nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp;&nbsp;156121 | &nbsp;&nbsp;&nbsp;711 | &nbsp;&nbsp;&nbsp;— |
| Toronto-Dominion Bank | 6/3/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;178180 | &nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp;&nbsp;145910 | &nbsp;&nbsp;&nbsp;665 | &nbsp;&nbsp;&nbsp;— |
| BNP Paribas | 5/5/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;157395 | &nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp;&nbsp;138708 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(10764) |
| State Street Bank & Trust Co. | 5/6/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;79663 | &nbsp;&nbsp;&nbsp;CLP | &nbsp;&nbsp;&nbsp;74000000 | &nbsp;&nbsp;&nbsp;1521 | &nbsp;&nbsp;&nbsp;— |
| Toronto-Dominion Bank | 5/6/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;67175 | &nbsp;&nbsp;&nbsp;CLP | &nbsp;&nbsp;&nbsp;63893067 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(296) |
| Wells Fargo Bank N.A. | 6/4/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;52338 | &nbsp;&nbsp;&nbsp;CLP | &nbsp;&nbsp;&nbsp;49000000 | &nbsp;&nbsp;&nbsp;603 | &nbsp;&nbsp;&nbsp;— |
| Toronto-Dominion Bank | 6/4/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;37186 | &nbsp;&nbsp;&nbsp;CLP | &nbsp;&nbsp;&nbsp;35000000 | &nbsp;&nbsp;&nbsp;232 | &nbsp;&nbsp;&nbsp;— |
| Wells Fargo Bank N.A. | 6/4/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;35895 | &nbsp;&nbsp;&nbsp;CLP | &nbsp;&nbsp;&nbsp;34000000 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(3) |
| State Street Bank & Trust Co. | 6/4/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;34432 | &nbsp;&nbsp;&nbsp;CLP | &nbsp;&nbsp;&nbsp;33096869 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(512) |
| Wells Fargo Bank N.A. | 5/6/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;24267 | &nbsp;&nbsp;&nbsp;CLP | &nbsp;&nbsp;&nbsp;23000000 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(21) |
| Standard Chartered Bank | 5/7/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;762519 | &nbsp;&nbsp;&nbsp;CNY | &nbsp;&nbsp;&nbsp;5523000 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(4564) |
| HSBC Bank plc | 5/7/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;558074 | &nbsp;&nbsp;&nbsp;CNY | &nbsp;&nbsp;&nbsp;4043255 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(3489) |
| Standard Chartered Bank | 6/4/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;507451 | &nbsp;&nbsp;&nbsp;CNY | &nbsp;&nbsp;&nbsp;3681836 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(3655) |
| HSBC Bank plc | 6/4/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;506001 | &nbsp;&nbsp;&nbsp;CNY | &nbsp;&nbsp;&nbsp;3681836 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(5105) |
| State Street Bank & Trust Co. | 6/4/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;252932 | &nbsp;&nbsp;&nbsp;CNY | &nbsp;&nbsp;&nbsp;1840918 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(2620) |
| Citibank, N.A. | 6/5/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;76165 | &nbsp;&nbsp;&nbsp;COP | &nbsp;&nbsp;&nbsp;326000000 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(577) |
| Citibank, N.A. | 6/5/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;43903 | &nbsp;&nbsp;&nbsp;COP | &nbsp;&nbsp;&nbsp;185000000 | &nbsp;&nbsp;&nbsp;353 | &nbsp;&nbsp;&nbsp;— |
| Wells Fargo Bank N.A. | 6/5/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;43406 | &nbsp;&nbsp;&nbsp;COP | &nbsp;&nbsp;&nbsp;183000000 | &nbsp;&nbsp;&nbsp;327 | &nbsp;&nbsp;&nbsp;— |
| Citibank, N.A. | 5/6/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;33888 | &nbsp;&nbsp;&nbsp;COP | &nbsp;&nbsp;&nbsp;140000000 | &nbsp;&nbsp;&nbsp;783 | &nbsp;&nbsp;&nbsp;— |
| Barclays Bank plc | 6/5/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;6129 | &nbsp;&nbsp;&nbsp;COP | &nbsp;&nbsp;&nbsp;26033379 | &nbsp;&nbsp;&nbsp;1 | &nbsp;&nbsp;&nbsp;— |
| Bank of America, N.A. | 5/6/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;1928 | &nbsp;&nbsp;&nbsp;COP | &nbsp;&nbsp;&nbsp;8100802 | &nbsp;&nbsp;&nbsp;12 | &nbsp;&nbsp;&nbsp;— |
| Goldman Sachs & Co. | 6/5/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;225 | &nbsp;&nbsp;&nbsp;COP | &nbsp;&nbsp;&nbsp;954267 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— |
| Canadian Imperial Bank of Commerce | 5/5/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;223703 | &nbsp;&nbsp;&nbsp;CZK | &nbsp;&nbsp;&nbsp;5157452 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(10454) |
| Societe Generale SA | 5/5/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;223587 | &nbsp;&nbsp;&nbsp;CZK | &nbsp;&nbsp;&nbsp;5157452 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(10569) |
| UBS AG | 6/3/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;130046 | &nbsp;&nbsp;&nbsp;CZK | &nbsp;&nbsp;&nbsp;2847467 | &nbsp;&nbsp;&nbsp;675 | &nbsp;&nbsp;&nbsp;— |
| Wells Fargo Bank N.A. | 6/3/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;126278 | &nbsp;&nbsp;&nbsp;CZK | &nbsp;&nbsp;&nbsp;2763718 | &nbsp;&nbsp;&nbsp;712 | &nbsp;&nbsp;&nbsp;— |
| Canadian Imperial Bank of Commerce | 6/3/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;126169 | &nbsp;&nbsp;&nbsp;CZK | &nbsp;&nbsp;&nbsp;2763718 | &nbsp;&nbsp;&nbsp;602 | &nbsp;&nbsp;&nbsp;— |
| Standard Chartered Bank | 6/3/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;37260 | &nbsp;&nbsp;&nbsp;CZK | &nbsp;&nbsp;&nbsp;817000 | &nbsp;&nbsp;&nbsp;141 | &nbsp;&nbsp;&nbsp;— |
| Standard Chartered Bank | 5/5/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;33609 | &nbsp;&nbsp;&nbsp;CZK | &nbsp;&nbsp;&nbsp;777000 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(1668) |
| UBS AG | 5/2/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;381163 | &nbsp;&nbsp;&nbsp;DKK | &nbsp;&nbsp;&nbsp;2624496 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(17203) |
| UBS AG | 6/3/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;267120 | &nbsp;&nbsp;&nbsp;DKK | &nbsp;&nbsp;&nbsp;1749664 | &nbsp;&nbsp;&nbsp;967 | &nbsp;&nbsp;&nbsp;— |
| Bank of America, N.A. | 6/3/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;266967 | &nbsp;&nbsp;&nbsp;DKK | &nbsp;&nbsp;&nbsp;1749664 | &nbsp;&nbsp;&nbsp;813 | &nbsp;&nbsp;&nbsp;— |
| State Street Bank & Trust Co. | 5/2/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;127105 | &nbsp;&nbsp;&nbsp;DKK | &nbsp;&nbsp;&nbsp;874832 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(5683) |
| State Street Bank & Trust Co. | 5/5/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;17657742 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;16322659 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(838985) |
| State Street Bank & Trust Co. | 6/3/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;13105562 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;11509000 | &nbsp;&nbsp;&nbsp;40517 | &nbsp;&nbsp;&nbsp;— |
| Toronto-Dominion Bank | 5/5/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;10328050 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;9544397 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(487598) |
| HSBC Bank plc | 5/5/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;7572170 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;6997066 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(356857) |
| Toronto-Dominion Bank | 6/3/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;7821213 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;6868344 | &nbsp;&nbsp;&nbsp;24250 | &nbsp;&nbsp;&nbsp;— |
| Royal Bank of Canada | 5/5/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;6481416 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;5997195 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(314566) |
| HSBC Bank plc | 6/3/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;4945877 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;4344000 | &nbsp;&nbsp;&nbsp;14558 | &nbsp;&nbsp;&nbsp;— |
| Royal Bank of Canada | 6/3/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;4790348 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;4208279 | &nbsp;&nbsp;&nbsp;13099 | &nbsp;&nbsp;&nbsp;— |
| Barclays Bank plc | 6/3/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;3718187 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;3260519 | &nbsp;&nbsp;&nbsp;16837 | &nbsp;&nbsp;&nbsp;— |
| Standard Chartered Bank | 6/3/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;3661513 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;3217321 | &nbsp;&nbsp;&nbsp;9203 | &nbsp;&nbsp;&nbsp;— |
| Citibank, N.A. | 6/3/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;3547164 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;3115375 | &nbsp;&nbsp;&nbsp;10581 | &nbsp;&nbsp;&nbsp;— |
| Canadian Imperial Bank of Commerce | 6/3/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;3381446 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;2967131 | &nbsp;&nbsp;&nbsp;13151 | &nbsp;&nbsp;&nbsp;— |
| BNP Paribas | 6/3/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;3178699 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;2789050 | &nbsp;&nbsp;&nbsp;12560 | &nbsp;&nbsp;&nbsp;— |
| Barclays Bank plc | 5/5/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;2877552 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;2658000 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(134475) |
| Standard Chartered Bank | 5/5/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;2524637 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;2331591 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(117505) |

---

------

Total International Bond Index Fund

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| Over-the-Counter Forward Currency Contracts (continued) | Over-the-Counter Forward Currency Contracts (continued) | Over-the-Counter Forward Currency Contracts (continued) | Over-the-Counter Forward Currency Contracts (continued) | Over-the-Counter Forward Currency Contracts (continued) | Over-the-Counter Forward Currency Contracts (continued) | Over-the-Counter Forward Currency Contracts (continued) | Over-the-Counter Forward Currency Contracts (continued) |
| Counterparty | Contract<br> Settlement<br> Date | &nbsp;&nbsp;&nbsp;Contract Amount (000) | &nbsp;&nbsp;&nbsp;Contract Amount (000) | &nbsp;&nbsp;&nbsp;Contract Amount (000) | &nbsp;&nbsp;&nbsp;Contract Amount (000) | &nbsp;&nbsp;&nbsp;Unrealized<br> Appreciation<br> ($000) | &nbsp;&nbsp;&nbsp;Unrealized<br> Depreciation<br> ($000) |
| Counterparty | Contract<br> Settlement<br> Date |  | &nbsp;&nbsp;&nbsp;Receive |  | &nbsp;&nbsp;&nbsp;Deliver | &nbsp;&nbsp;&nbsp;Unrealized<br> Appreciation<br> ($000) | &nbsp;&nbsp;&nbsp;Unrealized<br> Depreciation<br> ($000) |
| Wells Fargo Bank N.A. | 6/3/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;2562133 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;2250000 | &nbsp;&nbsp;&nbsp;7927 | &nbsp;&nbsp;&nbsp;— |
| Commonwealth Bank of Australia | 6/3/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;2048777 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;1800000 | &nbsp;&nbsp;&nbsp;5412 | &nbsp;&nbsp;&nbsp;— |
| Societe Generale SA | 6/3/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;2048192 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;1800000 | &nbsp;&nbsp;&nbsp;4828 | &nbsp;&nbsp;&nbsp;— |
| The Bank of New York Mellon Corp. | 6/3/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;1539484 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;1350000 | &nbsp;&nbsp;&nbsp;6960 | &nbsp;&nbsp;&nbsp;— |
| Canadian Imperial Bank of Commerce | 5/5/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;1438975 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;1329000 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(67038) |
| Wells Fargo Bank N.A. | 5/5/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;1438305 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;1329000 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(67709) |
| Societe Generale SA | 5/5/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;1437104 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;1329000 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(68909) |
| Commonwealth Bank of Australia | 5/5/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;958921 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;886000 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(45088) |
| The Bank of New York Mellon Corp. | 5/5/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;957676 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;886000 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(46334) |
| BNP Paribas | 5/5/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;874716 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;808323 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(41270) |
| JPMorgan Chase Bank, N.A. | 6/3/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;764667 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;671250 | &nbsp;&nbsp;&nbsp;2663 | &nbsp;&nbsp;&nbsp;— |
| Citibank, N.A. | 5/5/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;699991 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;646856 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(33023) |
| Bank of America, N.A. | 5/5/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;479436 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;443000 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(22569) |
| Deutsche Bank AG | 5/5/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;478190 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;443000 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(23814) |
| JPMorgan Chase Bank, N.A. | 5/5/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;302218 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;278955 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(13892) |
| UBS AG | 6/3/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;112735 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;99000 | &nbsp;&nbsp;&nbsp;350 | &nbsp;&nbsp;&nbsp;— |
| JPMorgan Chase Bank, N.A. | 5/5/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;94330 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;83000 | &nbsp;&nbsp;&nbsp;275 | &nbsp;&nbsp;&nbsp;— |
| State Street Bank & Trust Co. | 5/2/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;2554017 | &nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;1978827 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(83162) |
| Toronto-Dominion Bank | 5/2/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;2323247 | &nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;1800041 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(75665) |
| Toronto-Dominion Bank | 6/3/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;2360061 | &nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;1766713 | &nbsp;&nbsp;&nbsp;5276 | &nbsp;&nbsp;&nbsp;— |
| State Street Bank & Trust Co. | 6/3/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;2360060 | &nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;1766713 | &nbsp;&nbsp;&nbsp;5275 | &nbsp;&nbsp;&nbsp;— |
| HSBC Bank plc | 6/3/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;1846548 | &nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;1382303 | &nbsp;&nbsp;&nbsp;4128 | &nbsp;&nbsp;&nbsp;— |
| HSBC Bank plc | 5/2/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;1735839 | &nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;1344927 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(56543) |
| Royal Bank of Canada | 5/2/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;1164498 | &nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;902248 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(37926) |
| Royal Bank of Canada | 6/3/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;986436 | &nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;738434 | &nbsp;&nbsp;&nbsp;2205 | &nbsp;&nbsp;&nbsp;— |
| BNP Paribas | 6/3/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;776301 | &nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;581129 | &nbsp;&nbsp;&nbsp;1735 | &nbsp;&nbsp;&nbsp;— |
| BNP Paribas | 5/2/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;527730 | &nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;408883 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(17187) |
| JPMorgan Chase Bank, N.A. | 6/3/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;124006 | &nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;92830 | &nbsp;&nbsp;&nbsp;276 | &nbsp;&nbsp;&nbsp;— |
| State Street Bank & Trust Co. | 6/3/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;14661 | &nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;11000 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— |
| HSBC Bank plc | 6/3/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;23285 | &nbsp;&nbsp;&nbsp;HKD | &nbsp;&nbsp;&nbsp;180500 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— |
| The Bank of New York Mellon Corp. | 5/6/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;23224 | &nbsp;&nbsp;&nbsp;HKD | &nbsp;&nbsp;&nbsp;180500 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(51) |
| BNP Paribas | 5/6/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;86820 | &nbsp;&nbsp;&nbsp;HUF | &nbsp;&nbsp;&nbsp;32284449 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(3585) |
| Standard Chartered Bank | 5/6/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;86768 | &nbsp;&nbsp;&nbsp;HUF | &nbsp;&nbsp;&nbsp;32284449 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(3637) |
| Societe Generale SA | 6/3/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;81111 | &nbsp;&nbsp;&nbsp;HUF | &nbsp;&nbsp;&nbsp;28884449 | &nbsp;&nbsp;&nbsp;343 | &nbsp;&nbsp;&nbsp;— |
| UBS AG | 6/3/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;81090 | &nbsp;&nbsp;&nbsp;HUF | &nbsp;&nbsp;&nbsp;28884449 | &nbsp;&nbsp;&nbsp;322 | &nbsp;&nbsp;&nbsp;— |
| Deutsche Bank AG | 5/5/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;606588 | &nbsp;&nbsp;&nbsp;IDR | &nbsp;&nbsp;&nbsp;10079646000 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(1760) |
| Deutsche Bank AG | 6/3/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;396064 | &nbsp;&nbsp;&nbsp;IDR | &nbsp;&nbsp;&nbsp;6639763968 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(4576) |
| Citibank, N.A. | 6/3/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;393288 | &nbsp;&nbsp;&nbsp;IDR | &nbsp;&nbsp;&nbsp;6639763968 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(7356) |
| Standard Chartered Bank | 5/5/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;202452 | &nbsp;&nbsp;&nbsp;IDR | &nbsp;&nbsp;&nbsp;3359882000 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(332) |
| Standard Chartered Bank | 5/5/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;203332 | &nbsp;&nbsp;&nbsp;IDR | &nbsp;&nbsp;&nbsp;3359881912 | &nbsp;&nbsp;&nbsp;552 | &nbsp;&nbsp;&nbsp;— |
| Standard Chartered Bank | 6/3/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;196652 | &nbsp;&nbsp;&nbsp;IDR | &nbsp;&nbsp;&nbsp;3319881984 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(3668) |
| Citibank, N.A. | 5/5/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;67612 | &nbsp;&nbsp;&nbsp;IDR | &nbsp;&nbsp;&nbsp;1127542296 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(440) |
| JPMorgan Chase Bank, N.A. | 6/3/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;36356 | &nbsp;&nbsp;&nbsp;IDR | &nbsp;&nbsp;&nbsp;613895740 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(684) |
| HSBC Bank plc | 6/4/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;240066 | &nbsp;&nbsp;&nbsp;ILS | &nbsp;&nbsp;&nbsp;872190 | &nbsp;&nbsp;&nbsp;183 | &nbsp;&nbsp;&nbsp;— |
| Wells Fargo Bank N.A. | 5/5/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;156704 | &nbsp;&nbsp;&nbsp;ILS | &nbsp;&nbsp;&nbsp;581460 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(3092) |
| Wells Fargo Bank N.A. | 6/4/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;80151 | &nbsp;&nbsp;&nbsp;ILS | &nbsp;&nbsp;&nbsp;290730 | &nbsp;&nbsp;&nbsp;189 | &nbsp;&nbsp;&nbsp;— |
| UBS AG | 5/5/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;78569 | &nbsp;&nbsp;&nbsp;ILS | &nbsp;&nbsp;&nbsp;290730 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(1329) |
| HSBC Bank plc | 5/5/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;78255 | &nbsp;&nbsp;&nbsp;ILS | &nbsp;&nbsp;&nbsp;290730 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(1643) |
| HSBC Bank plc | 6/4/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;5791 | &nbsp;&nbsp;&nbsp;ILS | &nbsp;&nbsp;&nbsp;21057 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(1) |
| Toronto-Dominion Bank | 5/2/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;2960211 | &nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;442155077 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(132907) |
| Standard Chartered Bank | 6/3/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;1740008 | &nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;247304572 | &nbsp;&nbsp;&nbsp;3736 | &nbsp;&nbsp;&nbsp;— |
| Standard Chartered Bank | 5/2/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;1619730 | &nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;241400129 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(68997) |
| Bank of Montreal | 6/3/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;1451517 | &nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;206489746 | &nbsp;&nbsp;&nbsp;1798 | &nbsp;&nbsp;&nbsp;— |

---

------

Total International Bond Index Fund

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| Over-the-Counter Forward Currency Contracts (continued) | Over-the-Counter Forward Currency Contracts (continued) | Over-the-Counter Forward Currency Contracts (continued) | Over-the-Counter Forward Currency Contracts (continued) | Over-the-Counter Forward Currency Contracts (continued) | Over-the-Counter Forward Currency Contracts (continued) | Over-the-Counter Forward Currency Contracts (continued) | Over-the-Counter Forward Currency Contracts (continued) |
| Counterparty | Contract<br> Settlement<br> Date | &nbsp;&nbsp;&nbsp;Contract Amount (000) | &nbsp;&nbsp;&nbsp;Contract Amount (000) | &nbsp;&nbsp;&nbsp;Contract Amount (000) | &nbsp;&nbsp;&nbsp;Contract Amount (000) | &nbsp;&nbsp;&nbsp;Unrealized<br> Appreciation<br> ($000) | &nbsp;&nbsp;&nbsp;Unrealized<br> Depreciation<br> ($000) |
| Counterparty | Contract<br> Settlement<br> Date |  | &nbsp;&nbsp;&nbsp;Receive |  | &nbsp;&nbsp;&nbsp;Deliver | &nbsp;&nbsp;&nbsp;Unrealized<br> Appreciation<br> ($000) | &nbsp;&nbsp;&nbsp;Unrealized<br> Depreciation<br> ($000) |
| Wells Fargo Bank N.A. | 5/2/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;1330706 | &nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;198000000 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(54414) |
| Barclays Bank plc | 6/3/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;1323227 | &nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;188716000 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(1709) |
| The Bank of New York Mellon Corp. | 6/3/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;1319869 | &nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;187836000 | &nbsp;&nbsp;&nbsp;1113 | &nbsp;&nbsp;&nbsp;— |
| Barclays Bank plc | 5/2/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;1242002 | &nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;185446523 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(55299) |
| Toronto-Dominion Bank | 6/3/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;1249557 | &nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;177597538 | &nbsp;&nbsp;&nbsp;2683 | &nbsp;&nbsp;&nbsp;— |
| JPMorgan Chase Bank, N.A. | 5/2/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;996832 | &nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;148500000 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(42008) |
| The Bank of New York Mellon Corp. | 5/2/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;882244 | &nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;132000000 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(41168) |
| Commonwealth Bank of Australia | 5/2/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;875515 | &nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;130501150 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(37413) |
| Barclays Bank plc | 6/3/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;864693 | &nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;122998165 | &nbsp;&nbsp;&nbsp;1149 | &nbsp;&nbsp;&nbsp;— |
| Royal Bank of Canada | 5/2/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;711247 | &nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;106002271 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(30298) |
| Royal Bank of Canada | 6/3/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;712248 | &nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;101230597 | &nbsp;&nbsp;&nbsp;1529 | &nbsp;&nbsp;&nbsp;— |
| HSBC Bank plc | 6/3/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;632926 | &nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;89794744 | &nbsp;&nbsp;&nbsp;2496 | &nbsp;&nbsp;&nbsp;— |
| Commonwealth Bank of Australia | 6/3/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;505799 | &nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;71938873 | &nbsp;&nbsp;&nbsp;731 | &nbsp;&nbsp;&nbsp;— |
| State Street Bank & Trust Co. | 5/2/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;479395 | &nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;71235606 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(18936) |
| BNP Paribas | 6/3/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;466717 | &nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;66381394 | &nbsp;&nbsp;&nbsp;667 | &nbsp;&nbsp;&nbsp;— |
| HSBC Bank plc | 5/2/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;444118 | &nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;66000000 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(17589) |
| Deutsche Bank AG | 5/2/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;442698 | &nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;66000000 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(19009) |
| UBS AG | 5/2/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;442342 | &nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;66000000 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(19365) |
| Toronto-Dominion Bank | 6/3/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;440760 | &nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;63140000 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(2533) |
| The Bank of New York Mellon Corp. | 6/3/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;441714 | &nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;63008000 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(651) |
| HSBC Bank plc | 6/3/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;441036 | &nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;63008000 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(1330) |
| State Street Bank & Trust Co. | 6/3/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;441680 | &nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;62612000 | &nbsp;&nbsp;&nbsp;2095 | &nbsp;&nbsp;&nbsp;— |
| Deutsche Bank AG | 6/3/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;439913 | &nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;62612000 | &nbsp;&nbsp;&nbsp;328 | &nbsp;&nbsp;&nbsp;— |
| Deutsche Bank AG | 6/3/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;439545 | &nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;62612000 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(41) |
| Canadian Imperial Bank of Commerce | 5/2/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;297861 | &nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;44469482 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(13228) |
| JPMorgan Chase Bank, N.A. | 5/2/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;66727 | &nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;9500000 | &nbsp;&nbsp;&nbsp;269 | &nbsp;&nbsp;&nbsp;— |
| Canadian Imperial Bank of Commerce | 5/2/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;16312 | &nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;2300000 | &nbsp;&nbsp;&nbsp;222 | &nbsp;&nbsp;&nbsp;— |
| JPMorgan Chase Bank, N.A. | 6/3/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;13060 | &nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;1850000 | &nbsp;&nbsp;&nbsp;71 | &nbsp;&nbsp;&nbsp;— |
| State Street Bank & Trust Co. | 6/4/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;1680547 | &nbsp;&nbsp;&nbsp;KRW | &nbsp;&nbsp;&nbsp;2401341040 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(9143) |
| State Street Bank & Trust Co. | 5/8/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;1566538 | &nbsp;&nbsp;&nbsp;KRW | &nbsp;&nbsp;&nbsp;2292284120 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(43551) |
| BNP Paribas | 5/8/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;538856 | &nbsp;&nbsp;&nbsp;KRW | &nbsp;&nbsp;&nbsp;787713648 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(14430) |
| HSBC Bank plc | 5/8/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;537939 | &nbsp;&nbsp;&nbsp;KRW | &nbsp;&nbsp;&nbsp;787713648 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(15347) |
| Deutsche Bank AG | 5/8/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;268529 | &nbsp;&nbsp;&nbsp;KRW | &nbsp;&nbsp;&nbsp;393856824 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(8114) |
| HSBC Bank plc | 6/4/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;236624 | &nbsp;&nbsp;&nbsp;KRW | &nbsp;&nbsp;&nbsp;338268208 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(1396) |
| Deutsche Bank AG | 6/4/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;236540 | &nbsp;&nbsp;&nbsp;KRW | &nbsp;&nbsp;&nbsp;338268208 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(1481) |
| Wells Fargo Bank N.A. | 6/4/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;236440 | &nbsp;&nbsp;&nbsp;KRW | &nbsp;&nbsp;&nbsp;338268208 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(1581) |
| Standard Chartered Bank | 6/4/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;235832 | &nbsp;&nbsp;&nbsp;KRW | &nbsp;&nbsp;&nbsp;338268208 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(2188) |
| BNP Paribas | 6/4/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;235704 | &nbsp;&nbsp;&nbsp;KRW | &nbsp;&nbsp;&nbsp;338268208 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(2316) |
| Deutsche Bank AG | 5/8/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;48344 | &nbsp;&nbsp;&nbsp;KRW | &nbsp;&nbsp;&nbsp;68648700 | &nbsp;&nbsp;&nbsp;126 | &nbsp;&nbsp;&nbsp;— |
| Deutsche Bank AG | 5/7/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;40905 | &nbsp;&nbsp;&nbsp;KRW | &nbsp;&nbsp;&nbsp;58097500 | &nbsp;&nbsp;&nbsp;101 | &nbsp;&nbsp;&nbsp;— |
| State Street Bank & Trust Co. | 5/5/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;289044 | &nbsp;&nbsp;&nbsp;MXN | &nbsp;&nbsp;&nbsp;5939953 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(13640) |
| Toronto-Dominion Bank | 5/5/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;283281 | &nbsp;&nbsp;&nbsp;MXN | &nbsp;&nbsp;&nbsp;5820737 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(13328) |
| BNP Paribas | 5/5/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;274983 | &nbsp;&nbsp;&nbsp;MXN | &nbsp;&nbsp;&nbsp;5651000 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(12976) |
| State Street Bank & Trust Co. | 6/3/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;273516 | &nbsp;&nbsp;&nbsp;MXN | &nbsp;&nbsp;&nbsp;5375690 | &nbsp;&nbsp;&nbsp;663 | &nbsp;&nbsp;&nbsp;— |
| Toronto-Dominion Bank | 6/3/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;273223 | &nbsp;&nbsp;&nbsp;MXN | &nbsp;&nbsp;&nbsp;5369654 | &nbsp;&nbsp;&nbsp;675 | &nbsp;&nbsp;&nbsp;— |
| BNP Paribas | 6/3/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;265505 | &nbsp;&nbsp;&nbsp;MXN | &nbsp;&nbsp;&nbsp;5218000 | &nbsp;&nbsp;&nbsp;656 | &nbsp;&nbsp;&nbsp;— |
| HSBC Bank plc | 5/5/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;408582 | &nbsp;&nbsp;&nbsp;MYR | &nbsp;&nbsp;&nbsp;1806811 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(10320) |
| BNP Paribas | 5/5/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;408402 | &nbsp;&nbsp;&nbsp;MYR | &nbsp;&nbsp;&nbsp;1806000 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(10311) |
| Standard Chartered Bank | 6/4/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;209174 | &nbsp;&nbsp;&nbsp;MYR | &nbsp;&nbsp;&nbsp;903162 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(416) |
| BNP Paribas | 6/4/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;208640 | &nbsp;&nbsp;&nbsp;MYR | &nbsp;&nbsp;&nbsp;903162 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(951) |
| Citibank, N.A. | 6/4/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;206673 | &nbsp;&nbsp;&nbsp;MYR | &nbsp;&nbsp;&nbsp;903162 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(2917) |
| Bank of America, N.A. | 6/4/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;206635 | &nbsp;&nbsp;&nbsp;MYR | &nbsp;&nbsp;&nbsp;903162 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(2956) |
| HSBC Bank plc | 6/4/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;205596 | &nbsp;&nbsp;&nbsp;MYR | &nbsp;&nbsp;&nbsp;903162 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(3995) |

---

------

Total International Bond Index Fund

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| Over-the-Counter Forward Currency Contracts (continued) | Over-the-Counter Forward Currency Contracts (continued) | Over-the-Counter Forward Currency Contracts (continued) | Over-the-Counter Forward Currency Contracts (continued) | Over-the-Counter Forward Currency Contracts (continued) | Over-the-Counter Forward Currency Contracts (continued) | Over-the-Counter Forward Currency Contracts (continued) | Over-the-Counter Forward Currency Contracts (continued) |
| Counterparty | Contract<br> Settlement<br> Date | &nbsp;&nbsp;&nbsp;Contract Amount (000) | &nbsp;&nbsp;&nbsp;Contract Amount (000) | &nbsp;&nbsp;&nbsp;Contract Amount (000) | &nbsp;&nbsp;&nbsp;Contract Amount (000) | &nbsp;&nbsp;&nbsp;Unrealized<br> Appreciation<br> ($000) | &nbsp;&nbsp;&nbsp;Unrealized<br> Depreciation<br> ($000) |
| Counterparty | Contract<br> Settlement<br> Date |  | &nbsp;&nbsp;&nbsp;Receive |  | &nbsp;&nbsp;&nbsp;Deliver | &nbsp;&nbsp;&nbsp;Unrealized<br> Appreciation<br> ($000) | &nbsp;&nbsp;&nbsp;Unrealized<br> Depreciation<br> ($000) |
| Citibank, N.A. | 5/5/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;203718 | &nbsp;&nbsp;&nbsp;MYR | &nbsp;&nbsp;&nbsp;903000 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(5639) |
| Standard Chartered Bank | 5/5/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;39688 | &nbsp;&nbsp;&nbsp;MYR | &nbsp;&nbsp;&nbsp;171056 | &nbsp;&nbsp;&nbsp;30 | &nbsp;&nbsp;&nbsp;— |
| BNP Paribas | 6/3/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;164129 | &nbsp;&nbsp;&nbsp;NOK | &nbsp;&nbsp;&nbsp;1702000 | &nbsp;&nbsp;&nbsp;526 | &nbsp;&nbsp;&nbsp;— |
| BNP Paribas | 5/5/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;158905 | &nbsp;&nbsp;&nbsp;NOK | &nbsp;&nbsp;&nbsp;1674000 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(2004) |
| Toronto-Dominion Bank | 5/5/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;37693 | &nbsp;&nbsp;&nbsp;NOK | &nbsp;&nbsp;&nbsp;396373 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(407) |
| HSBC Bank plc | 6/3/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;35544 | &nbsp;&nbsp;&nbsp;NOK | &nbsp;&nbsp;&nbsp;368373 | &nbsp;&nbsp;&nbsp;134 | &nbsp;&nbsp;&nbsp;— |
| State Street Bank & Trust Co. | 5/2/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;245850 | &nbsp;&nbsp;&nbsp;NZD | &nbsp;&nbsp;&nbsp;432474 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(11054) |
| HSBC Bank plc | 6/4/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;145210 | &nbsp;&nbsp;&nbsp;NZD | &nbsp;&nbsp;&nbsp;244457 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(148) |
| Commonwealth Bank of Australia | 6/4/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;144681 | &nbsp;&nbsp;&nbsp;NZD | &nbsp;&nbsp;&nbsp;243565 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(148) |
| HSBC Bank plc | 5/2/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;132138 | &nbsp;&nbsp;&nbsp;NZD | &nbsp;&nbsp;&nbsp;233145 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(6359) |
| UBS AG | 6/4/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;124768 | &nbsp;&nbsp;&nbsp;NZD | &nbsp;&nbsp;&nbsp;209924 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(56) |
| Commonwealth Bank of Australia | 5/2/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;48005 | &nbsp;&nbsp;&nbsp;NZD | &nbsp;&nbsp;&nbsp;84701 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(2310) |
| State Street Bank & Trust Co. | 6/4/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;49132 | &nbsp;&nbsp;&nbsp;NZD | &nbsp;&nbsp;&nbsp;82712 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(51) |
| JPMorgan Chase Bank, N.A. | 5/2/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;17194 | &nbsp;&nbsp;&nbsp;NZD | &nbsp;&nbsp;&nbsp;30337 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(827) |
| State Street Bank & Trust Co. | 6/4/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;75712 | &nbsp;&nbsp;&nbsp;PEN | &nbsp;&nbsp;&nbsp;278893 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(272) |
| Citibank, N.A. | 5/6/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;65611 | &nbsp;&nbsp;&nbsp;PEN | &nbsp;&nbsp;&nbsp;239786 | &nbsp;&nbsp;&nbsp;215 | &nbsp;&nbsp;&nbsp;— |
| HSBC Bank plc | 6/4/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;43546 | &nbsp;&nbsp;&nbsp;PEN | &nbsp;&nbsp;&nbsp;160000 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(46) |
| Citibank, N.A. | 6/4/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;43100 | &nbsp;&nbsp;&nbsp;PEN | &nbsp;&nbsp;&nbsp;158893 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(190) |
| HSBC Bank plc | 5/6/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;32698 | &nbsp;&nbsp;&nbsp;PEN | &nbsp;&nbsp;&nbsp;120000 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(29) |
| Wells Fargo Bank N.A. | 5/6/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;32578 | &nbsp;&nbsp;&nbsp;PEN | &nbsp;&nbsp;&nbsp;119000 | &nbsp;&nbsp;&nbsp;123 | &nbsp;&nbsp;&nbsp;— |
| HSBC Bank plc | 5/6/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;32563 | &nbsp;&nbsp;&nbsp;PEN | &nbsp;&nbsp;&nbsp;119000 | &nbsp;&nbsp;&nbsp;109 | &nbsp;&nbsp;&nbsp;— |
| Wells Fargo Bank N.A. | 5/5/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;263536 | &nbsp;&nbsp;&nbsp;PLN | &nbsp;&nbsp;&nbsp;1020054 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(6284) |
| Canadian Imperial Bank of Commerce | 6/3/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;256687 | &nbsp;&nbsp;&nbsp;PLN | &nbsp;&nbsp;&nbsp;965784 | &nbsp;&nbsp;&nbsp;1429 | &nbsp;&nbsp;&nbsp;— |
| Canadian Imperial Bank of Commerce | 5/5/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;131798 | &nbsp;&nbsp;&nbsp;PLN | &nbsp;&nbsp;&nbsp;510027 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(3112) |
| Societe Generale SA | 5/5/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;131628 | &nbsp;&nbsp;&nbsp;PLN | &nbsp;&nbsp;&nbsp;510027 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(3282) |
| Wells Fargo Bank N.A. | 6/3/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;128420 | &nbsp;&nbsp;&nbsp;PLN | &nbsp;&nbsp;&nbsp;482892 | &nbsp;&nbsp;&nbsp;791 | &nbsp;&nbsp;&nbsp;— |
| Toronto-Dominion Bank | 6/3/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;128403 | &nbsp;&nbsp;&nbsp;PLN | &nbsp;&nbsp;&nbsp;482892 | &nbsp;&nbsp;&nbsp;774 | &nbsp;&nbsp;&nbsp;— |
| Standard Chartered Bank | 6/3/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;96390 | &nbsp;&nbsp;&nbsp;PLN | &nbsp;&nbsp;&nbsp;363000 | &nbsp;&nbsp;&nbsp;449 | &nbsp;&nbsp;&nbsp;— |
| Standard Chartered Bank | 5/5/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;88338 | &nbsp;&nbsp;&nbsp;PLN | &nbsp;&nbsp;&nbsp;343000 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(2391) |
| HSBC Bank plc | 6/3/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;20156 | &nbsp;&nbsp;&nbsp;PLN | &nbsp;&nbsp;&nbsp;75910 | &nbsp;&nbsp;&nbsp;93 | &nbsp;&nbsp;&nbsp;— |
| BNP Paribas | 5/5/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;6814 | &nbsp;&nbsp;&nbsp;PLN | &nbsp;&nbsp;&nbsp;26459 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(185) |
| Societe Generale SA | 5/5/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;106869 | &nbsp;&nbsp;&nbsp;RON | &nbsp;&nbsp;&nbsp;491644 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(4991) |
| HSBC Bank plc | 5/5/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;106669 | &nbsp;&nbsp;&nbsp;RON | &nbsp;&nbsp;&nbsp;491644 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(5191) |
| Barclays Bank plc | 6/3/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;111913 | &nbsp;&nbsp;&nbsp;RON | &nbsp;&nbsp;&nbsp;490144 | &nbsp;&nbsp;&nbsp;541 | &nbsp;&nbsp;&nbsp;— |
| HSBC Bank plc | 6/3/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;111755 | &nbsp;&nbsp;&nbsp;RON | &nbsp;&nbsp;&nbsp;490144 | &nbsp;&nbsp;&nbsp;384 | &nbsp;&nbsp;&nbsp;— |
| Standard Chartered Bank | 6/3/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;52222 | &nbsp;&nbsp;&nbsp;RON | &nbsp;&nbsp;&nbsp;229000 | &nbsp;&nbsp;&nbsp;189 | &nbsp;&nbsp;&nbsp;— |
| Standard Chartered Bank | 5/5/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;48993 | &nbsp;&nbsp;&nbsp;RON | &nbsp;&nbsp;&nbsp;226000 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(2427) |
| HSBC Bank plc | 6/3/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;374035 | &nbsp;&nbsp;&nbsp;SEK | &nbsp;&nbsp;&nbsp;3591507 | &nbsp;&nbsp;&nbsp;1683 | &nbsp;&nbsp;&nbsp;— |
| UBS AG | 5/5/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;354736 | &nbsp;&nbsp;&nbsp;SEK | &nbsp;&nbsp;&nbsp;3534764 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(11084) |
| Toronto-Dominion Bank | 5/5/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;353938 | &nbsp;&nbsp;&nbsp;SEK | &nbsp;&nbsp;&nbsp;3534764 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(11882) |
| Wells Fargo Bank N.A. | 6/3/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;180436 | &nbsp;&nbsp;&nbsp;SEK | &nbsp;&nbsp;&nbsp;1733636 | &nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp;&nbsp;— |
| Barclays Bank plc | 6/3/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;180136 | &nbsp;&nbsp;&nbsp;SEK | &nbsp;&nbsp;&nbsp;1733636 | &nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;— |
| BNP Paribas | 6/3/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;162547 | &nbsp;&nbsp;&nbsp;SEK | &nbsp;&nbsp;&nbsp;1565000 | &nbsp;&nbsp;&nbsp;295 | &nbsp;&nbsp;&nbsp;— |
| BNP Paribas | 5/5/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;149724 | &nbsp;&nbsp;&nbsp;SEK | &nbsp;&nbsp;&nbsp;1501000 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(5617) |
| HSBC Bank plc | 5/5/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;545095 | &nbsp;&nbsp;&nbsp;SGD | &nbsp;&nbsp;&nbsp;729372 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(13516) |
| HSBC Bank plc | 6/3/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;282435 | &nbsp;&nbsp;&nbsp;SGD | &nbsp;&nbsp;&nbsp;368175 | &nbsp;&nbsp;&nbsp;4 | &nbsp;&nbsp;&nbsp;— |
| Wells Fargo Bank N.A. | 6/3/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;282393 | &nbsp;&nbsp;&nbsp;SGD | &nbsp;&nbsp;&nbsp;368175 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(38) |
| Toronto-Dominion Bank | 6/3/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;8819 | &nbsp;&nbsp;&nbsp;SGD | &nbsp;&nbsp;&nbsp;11496 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— |
| BNP Paribas | 5/5/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;5201 | &nbsp;&nbsp;&nbsp;SGD | &nbsp;&nbsp;&nbsp;6978 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(143) |
| Wells Fargo Bank N.A. | 5/6/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;370788 | &nbsp;&nbsp;&nbsp;THB | &nbsp;&nbsp;&nbsp;12560000 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(5373) |
| Standard Chartered Bank | 5/6/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;370746 | &nbsp;&nbsp;&nbsp;THB | &nbsp;&nbsp;&nbsp;12560000 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(5415) |
| Wells Fargo Bank N.A. | 6/5/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;228799 | &nbsp;&nbsp;&nbsp;THB | &nbsp;&nbsp;&nbsp;7691996 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(2085) |
| Standard Chartered Bank | 6/5/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;226876 | &nbsp;&nbsp;&nbsp;THB | &nbsp;&nbsp;&nbsp;7559628 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(33) |

---

------

Total International Bond Index Fund

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| Over-the-Counter Forward Currency Contracts (continued) | Over-the-Counter Forward Currency Contracts (continued) | Over-the-Counter Forward Currency Contracts (continued) | Over-the-Counter Forward Currency Contracts (continued) | Over-the-Counter Forward Currency Contracts (continued) | Over-the-Counter Forward Currency Contracts (continued) | Over-the-Counter Forward Currency Contracts (continued) | Over-the-Counter Forward Currency Contracts (continued) |
| Counterparty | Contract<br> Settlement<br> Date | &nbsp;&nbsp;&nbsp;Contract Amount (000) | &nbsp;&nbsp;&nbsp;Contract Amount (000) | &nbsp;&nbsp;&nbsp;Contract Amount (000) | &nbsp;&nbsp;&nbsp;Contract Amount (000) | &nbsp;&nbsp;&nbsp;Unrealized<br> Appreciation<br> ($000) | &nbsp;&nbsp;&nbsp;Unrealized<br> Depreciation<br> ($000) |
| Counterparty | Contract<br> Settlement<br> Date |  | &nbsp;&nbsp;&nbsp;Receive |  | &nbsp;&nbsp;&nbsp;Deliver | &nbsp;&nbsp;&nbsp;Unrealized<br> Appreciation<br> ($000) | &nbsp;&nbsp;&nbsp;Unrealized<br> Depreciation<br> ($000) |
| BNP Paribas | 6/5/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;226665 | &nbsp;&nbsp;&nbsp;THB | &nbsp;&nbsp;&nbsp;7559628 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(246) |
| JPMorgan Chase Bank, N.A. | 5/6/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;184742 | &nbsp;&nbsp;&nbsp;THB | &nbsp;&nbsp;&nbsp;6279290 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(3317) |
| Standard Chartered Bank | 6/5/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;161392 | &nbsp;&nbsp;&nbsp;THB | &nbsp;&nbsp;&nbsp;5366628 | &nbsp;&nbsp;&nbsp;307 | &nbsp;&nbsp;&nbsp;— |
| JPMorgan Chase Bank, N.A. | 6/5/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;96921 | &nbsp;&nbsp;&nbsp;THB | &nbsp;&nbsp;&nbsp;3230628 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(50) |
| State Street Bank & Trust Co. | 6/5/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;60204 | &nbsp;&nbsp;&nbsp;THB | &nbsp;&nbsp;&nbsp;2010323 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(138) |
| HSBC Bank plc | 5/6/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;6872 | &nbsp;&nbsp;&nbsp;THB | &nbsp;&nbsp;&nbsp;228551 | &nbsp;&nbsp;&nbsp;27 | &nbsp;&nbsp;&nbsp;— |
|  |  |  |  |  |  | &nbsp;&nbsp;&nbsp;405525 | &nbsp;&nbsp;&nbsp;(4548958) |

---

At April 30, 2025, the counterparties had deposited in segregated accounts securities with a value of $3,978 in connection with open forward currency contracts.

See accompanying Notes, which are an integral part of the Financial Statements.

------

Total International Bond Index Fund

Statement of Assets and Liabilities

As of April 30, 2025

---

| | |
|:---|:---|
| ($000s, except shares and per-share amounts) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Amount |
| **Assets** |  |
| Investments in Securities, at Value |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Unaffiliated Issuers (Cost $105,183,881) | 100265273 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Affiliated Issuers (Cost $3,426,213) | &nbsp;&nbsp;&nbsp;&nbsp;3426230 |
| Total Investments in Securities | 103691503 |
| Investment in Vanguard | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2749 |
| Cash | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49 |
| Foreign Currency, at Value (Cost $224,093) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;158295 |
| Receivables for Investment Securities Sold | &nbsp;&nbsp;&nbsp;&nbsp;2205650 |
| Receivables for Accrued Income | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;984332 |
| Receivables for Capital Shares Issued | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58323 |
| Variation Margin Receivable—Futures Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7809 |
| Variation Margin Receivable—Centrally Cleared Non-Deliverable Forward Currency Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2623 |
| Unrealized Appreciation—Over-the-Counter Forward Currency Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;405525 |
| **Total Assets** | **107516858** |
| **Liabilities** |  |
| Payables for Investment Securities Purchased | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26132 |
| Payables for Capital Shares Redeemed | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16786 |
| Payables for Distributions | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4605 |
| Payables to Vanguard | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3172 |
| Unrealized Depreciation—Over-the-Counter Forward Currency Contracts | &nbsp;&nbsp;&nbsp;&nbsp;4548958 |
| **Total Liabilities** | &nbsp;&nbsp;&nbsp;&nbsp;**4599653** |
| **Net Assets** | **102917205** |
| **At April 30, 2025, net assets consisted of:** |  |
| Paid-in Capital | 111514818 |
| Total Distributable Earnings (Loss) | &nbsp;&nbsp;&nbsp;&nbsp;(8597613) |
| **Net Assets** | **102917205** |
| **Investor Shares—Net Assets** |  |
| **Applicable to 1,827,080 outstanding $.001 par value shares of<br> beneficial interest (unlimited authorization)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**18052** |
| **Net Asset Value Per Share—Investor Shares** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**$9.88** |
| **ETF Shares—Net Assets** |  |
| **Applicable to 1,315,853,901 outstanding $.001 par value shares of<br> beneficial interest (unlimited authorization)** | &nbsp;&nbsp;&nbsp;**65015195** |
| **Net Asset Value Per Share—ETF Shares** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**$49.41** |
| **Admiral™ Shares—Net Assets** |  |
| **Applicable to 1,199,400,273 outstanding $.001 par value shares of<br> beneficial interest (unlimited authorization)** | &nbsp;&nbsp;&nbsp;**23685511** |
| **Net Asset Value Per Share—Admiral Shares** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**$19.75** |
| **Institutional Shares—Net Assets** |  |
| **Applicable to 479,130,489 outstanding $.001 par value shares of<br> beneficial interest (unlimited authorization)** | &nbsp;&nbsp;&nbsp;**14198447** |
| **Net Asset Value Per Share—Institutional Shares** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**$29.63** |

---

See accompanying Notes, which are an integral part of the Financial Statements.

------

Total International Bond Index Fund

Statement of Operations

---

| | |
|:---|:---|
|  | Six Months Ended<br> April 30, 2025 |
|  | ($000) |
| **Investment Income** |  |
| **Income** |  |
| Interest<sup>1,2</sup> | 1280772 |
| Total Income | 1280772 |
| **Expenses** |  |
| The Vanguard Group—Note B |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Investment Advisory Services | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4496 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Management and Administrative—Investor Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Management and Administrative—ETF Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12761 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Management and Administrative—Admiral Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9577 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Management and Administrative—Institutional Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3267 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Marketing and Distribution—Investor Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Marketing and Distribution—ETF Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1541 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Marketing and Distribution—Admiral Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;734 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Marketing and Distribution—Institutional Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;316 |
| Custodian Fees | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1679 |
| Shareholders' Reports and Proxy Fees—Investor Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Shareholders' Reports and Proxy Fees—ETF Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3527 |
| Shareholders' Reports and Proxy Fees—Admiral Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;513 |
| Shareholders' Reports and Proxy Fees—Institutional Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53 |
| Trustees' Fees and Expenses | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25 |
| Other Expenses | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56 |
| Total Expenses | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38550 |
| **Net Investment Income** | **1242222** |
| **Realized Net Gain (Loss)** |  |
| Investment Securities Sold<sup>1</sup> | (1107957) |
| Futures Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2627 |
| Swap Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Forward Currency Contracts | 4025861 |
| Foreign Currencies | &nbsp;&nbsp;&nbsp;&nbsp;808389 |
| **Realized Net Gain (Loss)** | **3728920** |
| **Change in Unrealized Appreciation (Depreciation)** |  |
| Investment Securities<sup>1</sup> | 4860709 |
| Futures Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4801 |
| Forward Currency Contracts | (7426089) |
| Foreign Currencies | &nbsp;&nbsp;&nbsp;(123661) |
| **Change in Unrealized Appreciation (Depreciation)** | **(2684240)** |
| **Net Increase (Decrease) in Net Assets Resulting from Operations** | **2286902** |

---

---

| | |
|:---|:---|
| 1 | Interest income, realized net gain (loss), and change in unrealized appreciation (depreciation) from an affiliated company of the fund were $32,112, $66, and $48, respectively. Purchases and sales are for temporary cash investment purposes. |
| 2 | Interest is net of foreign withholding taxes of $4,108. |

---

See accompanying Notes, which are an integral part of the Financial Statements.

------

Total International Bond Index Fund

Statement of Changes in Net Assets

---

| | | |
|:---|:---|:---|
|  | Six Months Ended<br> April 30,<br> 2025 | &nbsp;&nbsp;&nbsp;Year Ended<br> October 31,<br> 2024 |
|  | ($000) | &nbsp;&nbsp;&nbsp;($000) |
| **Increase (Decrease) in Net Assets** |  |  |
| **Operations** |  |  |
| Net Investment Income | &nbsp;&nbsp;&nbsp;&nbsp;1242222 | &nbsp;&nbsp;&nbsp;&nbsp;2090414 |
| Realized Net Gain (Loss) | &nbsp;&nbsp;&nbsp;&nbsp;3728920 | &nbsp;&nbsp;&nbsp;&nbsp;(5022039) |
| Change in Unrealized Appreciation (Depreciation) | &nbsp;&nbsp;&nbsp;&nbsp;(2684240) | &nbsp;&nbsp;&nbsp;11197867 |
| Net Increase (Decrease) in Net Assets Resulting from Operations | &nbsp;&nbsp;&nbsp;&nbsp;2286902 | &nbsp;&nbsp;&nbsp;&nbsp;8266242 |
| **Distributions** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Investor Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(554) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1027) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;ETF Shares | &nbsp;&nbsp;&nbsp;&nbsp;(1904456) | &nbsp;&nbsp;&nbsp;&nbsp;(2623719) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Admiral Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(719850) | &nbsp;&nbsp;&nbsp;&nbsp;(1136742) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Institutional Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(426803) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(601981) |
| Total Distributions | &nbsp;&nbsp;&nbsp;&nbsp;(3051663) | &nbsp;&nbsp;&nbsp;&nbsp;(4363469) |
| **Capital Share Transactions** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Investor Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;585 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(5255) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;ETF Shares | &nbsp;&nbsp;&nbsp;&nbsp;4298171 | &nbsp;&nbsp;&nbsp;&nbsp;8335599 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Admiral Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;151310 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(377582) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Institutional Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;485420 | &nbsp;&nbsp;&nbsp;&nbsp;1700795 |
| Net Increase (Decrease) from Capital Share Transactions | &nbsp;&nbsp;&nbsp;&nbsp;4935486 | &nbsp;&nbsp;&nbsp;&nbsp;9653557 |
| Total Increase (Decrease) | &nbsp;&nbsp;&nbsp;&nbsp;4170725 | &nbsp;&nbsp;&nbsp;13556330 |
| **Net Assets** |  |  |
| **Beginning of Period** | &nbsp;&nbsp;&nbsp;**98746480** | &nbsp;&nbsp;&nbsp;**85190150** |
| **End of Period** | **102917205** | &nbsp;&nbsp;&nbsp;**98746480** |

---

See accompanying Notes, which are an integral part of the Financial Statements.

------

Total International Bond Index Fund

Financial Highlights

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Investor Shares** |  |  |  |  |  |  |
| For a Share Outstanding<br> Throughout Each Period | Six Months<br> Ended<br> April 30,<br> 2025 | &nbsp;&nbsp;&nbsp;Year Ended October 31, | &nbsp;&nbsp;&nbsp;Year Ended October 31, | &nbsp;&nbsp;&nbsp;Year Ended October 31, | &nbsp;&nbsp;&nbsp;Year Ended October 31, | &nbsp;&nbsp;&nbsp;Year Ended October 31, |
| For a Share Outstanding<br> Throughout Each Period | Six Months<br> Ended<br> April 30,<br> 2025 | 2024 | 2023 | &nbsp;&nbsp;&nbsp;2022 | &nbsp;&nbsp;&nbsp;2021 | &nbsp;&nbsp;&nbsp;2020 |
| **Net Asset Value, Beginning of Period** | **$9.96** | &nbsp;&nbsp;&nbsp;**$9.53** | &nbsp;&nbsp;&nbsp;**$9.58** | &nbsp;&nbsp;&nbsp;**$11.32** | &nbsp;&nbsp;&nbsp;**$11.66** | &nbsp;&nbsp;&nbsp;**$11.68** |
| **Investment Operations** |  |  |  |  |  |  |
| Net Investment Income<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;.120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.217 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.160 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.086 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.092 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.109 |
| Net Realized and Unrealized Gain (Loss) on Investments | &nbsp;&nbsp;&nbsp;&nbsp;.102 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.684 | &nbsp;&nbsp;&nbsp;&nbsp;(.013) | &nbsp;&nbsp;&nbsp;&nbsp;(1.417) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.320) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.240 |
| Total from Investment Operations | &nbsp;&nbsp;&nbsp;&nbsp;.222 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.901 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.147 | &nbsp;&nbsp;&nbsp;&nbsp;(1.331) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.228) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.349 |
| **Distributions** |  |  |  |  |  |  |
| Dividends from Net Investment Income | &nbsp;&nbsp;&nbsp;(.302) | &nbsp;&nbsp;&nbsp;&nbsp;(.471) | &nbsp;&nbsp;&nbsp;&nbsp;(.197) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.336) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.094) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.369) |
| Distributions from Realized Capital Gains |  | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.073) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.018) | &nbsp;&nbsp;&nbsp;— |
| Total Distributions | &nbsp;&nbsp;&nbsp;(.302) | &nbsp;&nbsp;&nbsp;&nbsp;(.471) | &nbsp;&nbsp;&nbsp;&nbsp;(.197) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.409) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.112) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.369) |
| **Net Asset Value, End of Period** | **$9.88** | &nbsp;&nbsp;&nbsp;**$9.96** | &nbsp;&nbsp;&nbsp;**$9.53** | &nbsp;&nbsp;&nbsp;&nbsp;**$9.58** | &nbsp;&nbsp;&nbsp;**$11.32** | &nbsp;&nbsp;&nbsp;**$11.66** |
| **Total Return<sup>2</sup>** | **2.27%** | &nbsp;&nbsp;&nbsp;**9.58%** | &nbsp;&nbsp;&nbsp;**1.52%** | &nbsp;&nbsp;&nbsp;**-12.16%** | &nbsp;&nbsp;&nbsp;**-1.97%** | &nbsp;&nbsp;&nbsp;**3.09%** |
| **Ratios/Supplemental Data** |  |  |  |  |  |  |
| Net Assets, End of Period (Millions) | $18 | &nbsp;&nbsp;&nbsp;$18 | &nbsp;&nbsp;&nbsp;$22 | &nbsp;&nbsp;&nbsp;$59 | &nbsp;&nbsp;&nbsp;$30174 | &nbsp;&nbsp;&nbsp;$32054 |
| Ratio of Total Expenses to Average Net Assets | 0.13% | &nbsp;&nbsp;&nbsp;0.13%<sup>3</sup> | &nbsp;&nbsp;&nbsp;0.13%<sup>3</sup> | &nbsp;&nbsp;&nbsp;0.13%<sup>3</sup> | &nbsp;&nbsp;&nbsp;0.13% | &nbsp;&nbsp;&nbsp;0.13% |
| Ratio of Net Investment Income to Average Net Assets | 2.45% | &nbsp;&nbsp;&nbsp;2.21% | &nbsp;&nbsp;&nbsp;1.65% | &nbsp;&nbsp;&nbsp;0.79% | &nbsp;&nbsp;&nbsp;0.80% | &nbsp;&nbsp;&nbsp;0.95% |
| Portfolio Turnover Rate | 14% | &nbsp;&nbsp;&nbsp;26% | &nbsp;&nbsp;&nbsp;29% | &nbsp;&nbsp;&nbsp;27%<sup>4</sup> | &nbsp;&nbsp;&nbsp;25%<sup>4</sup> | &nbsp;&nbsp;&nbsp;31%<sup>4</sup> |
| The expense ratio and net investment income ratio for the current period have been annualized. | The expense ratio and net investment income ratio for the current period have been annualized. | The expense ratio and net investment income ratio for the current period have been annualized. | The expense ratio and net investment income ratio for the current period have been annualized. | The expense ratio and net investment income ratio for the current period have been annualized. | The expense ratio and net investment income ratio for the current period have been annualized. | The expense ratio and net investment income ratio for the current period have been annualized. |

---

---

| | |
|:---|:---|
| 1 | Calculated based on average shares outstanding. |
| 2 | Total returns do not include account service fees that may have applied in the periods shown. Fund prospectuses provide information about any applicable account service fees. |
| 3 | The ratio of expenses to average net assets for the period net of reduction from custody fee offset arrangements was 0.13%. |
| 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.

------

Total International Bond Index Fund

Financial Highlights

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **ETF Shares** |  |  |  |  |  |  |
| For a Share Outstanding<br> Throughout Each Period | Six Months<br> Ended<br> April 30,<br> 2025 | &nbsp;&nbsp;&nbsp;Year Ended October 31, | &nbsp;&nbsp;&nbsp;Year Ended October 31, | &nbsp;&nbsp;&nbsp;Year Ended October 31, | &nbsp;&nbsp;&nbsp;Year Ended October 31, | &nbsp;&nbsp;&nbsp;Year Ended October 31, |
| For a Share Outstanding<br> Throughout Each Period | Six Months<br> Ended<br> April 30,<br> 2025 | 2024 | 2023 | &nbsp;&nbsp;&nbsp;2022 | &nbsp;&nbsp;&nbsp;2021 | &nbsp;&nbsp;&nbsp;2020 |
| **Net Asset Value, Beginning of Period** | **$49.80** | &nbsp;&nbsp;&nbsp;**$47.66** | &nbsp;&nbsp;&nbsp;**$47.84** | &nbsp;&nbsp;&nbsp;**$56.56** | &nbsp;&nbsp;&nbsp;**$58.27** | &nbsp;&nbsp;&nbsp;**$58.34** |
| **Investment Operations** |  |  |  |  |  |  |
| Net Investment Income<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.612 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.118 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.868 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.510 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.492 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.572 |
| Net Realized and Unrealized Gain (Loss) on Investments | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.514 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.389 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.065) | &nbsp;&nbsp;&nbsp;&nbsp;(7.150) | &nbsp;&nbsp;&nbsp;&nbsp;(1.603) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.232 |
| Total from Investment Operations | &nbsp;&nbsp;&nbsp;&nbsp;1.126 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.507 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.803 | &nbsp;&nbsp;&nbsp;&nbsp;(6.640) | &nbsp;&nbsp;&nbsp;&nbsp;(1.111) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.804 |
| **Distributions** |  |  |  |  |  |  |
| Dividends from Net Investment Income | &nbsp;&nbsp;&nbsp;(1.516) | &nbsp;&nbsp;&nbsp;&nbsp;(2.367) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.983) | &nbsp;&nbsp;&nbsp;&nbsp;(1.713) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.510) | &nbsp;&nbsp;&nbsp;&nbsp;(1.874) |
| Distributions from Realized Capital Gains |  | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.367) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.089) | &nbsp;&nbsp;&nbsp;— |
| Total Distributions | &nbsp;&nbsp;&nbsp;(1.516) | &nbsp;&nbsp;&nbsp;&nbsp;(2.367) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.983) | &nbsp;&nbsp;&nbsp;&nbsp;(2.080) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.599) | &nbsp;&nbsp;&nbsp;&nbsp;(1.874) |
| **Net Asset Value, End of Period** | **$49.41** | &nbsp;&nbsp;&nbsp;**$49.80** | &nbsp;&nbsp;&nbsp;**$47.66** | &nbsp;&nbsp;&nbsp;**$47.84** | &nbsp;&nbsp;&nbsp;**$56.56** | &nbsp;&nbsp;&nbsp;**$58.27** |
| **Total Return** | **2.30%** | &nbsp;&nbsp;&nbsp;**9.60%** | &nbsp;&nbsp;&nbsp;**1.67%** | &nbsp;&nbsp;&nbsp;**-12.16%** | &nbsp;&nbsp;&nbsp;**-1.92%** | &nbsp;&nbsp;&nbsp;**3.20%** |
| **Ratios/Supplemental Data** |  |  |  |  |  |  |
| Net Assets, End of Period (Millions) | $65015 | &nbsp;&nbsp;&nbsp;$61189 | &nbsp;&nbsp;&nbsp;$50508 | &nbsp;&nbsp;&nbsp;$44751 | &nbsp;&nbsp;&nbsp;$45348 | &nbsp;&nbsp;&nbsp;$33941 |
| Ratio of Total Expenses to Average Net Assets | 0.07% | &nbsp;&nbsp;&nbsp;0.07%<sup>2</sup> | &nbsp;&nbsp;&nbsp;0.07%<sup>2</sup> | &nbsp;&nbsp;&nbsp;0.07%<sup>2</sup> | &nbsp;&nbsp;&nbsp;0.07% | &nbsp;&nbsp;&nbsp;0.08% |
| Ratio of Net Investment Income to Average Net Assets | 2.51% | &nbsp;&nbsp;&nbsp;2.28% | &nbsp;&nbsp;&nbsp;1.79% | &nbsp;&nbsp;&nbsp;0.99% | &nbsp;&nbsp;&nbsp;0.86% | &nbsp;&nbsp;&nbsp;0.99% |
| Portfolio Turnover Rate | 14% | &nbsp;&nbsp;&nbsp;26% | &nbsp;&nbsp;&nbsp;29% | &nbsp;&nbsp;&nbsp;27%<sup>3</sup> | &nbsp;&nbsp;&nbsp;25%<sup>3</sup> | &nbsp;&nbsp;&nbsp;31%<sup>3</sup> |
| The expense ratio and net investment income ratio for the current period have been annualized. | The expense ratio and net investment income ratio for the current period have been annualized. | The expense ratio and net investment income ratio for the current period have been annualized. | The expense ratio and net investment income ratio for the current period have been annualized. | The expense ratio and net investment income ratio for the current period have been annualized. | The expense ratio and net investment income ratio for the current period have been annualized. | The expense ratio and net investment income ratio for the current period have been annualized. |

---

---

| | |
|:---|:---|
| 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 0.07%. |
| 3 | Excludes the value of portfolio securities received or delivered as a result of in-kind purchases or redemptions of the fund's capital shares, including ETF Creation Units. |

---

See accompanying Notes, which are an integral part of the Financial Statements.

------

Total International Bond Index Fund

Financial Highlights

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Admiral Shares** |  |  |  |  |  |  |
| For a Share Outstanding<br> Throughout Each Period | Six Months<br> Ended<br> April 30,<br> 2025 | &nbsp;&nbsp;&nbsp;Year Ended October 31, | &nbsp;&nbsp;&nbsp;Year Ended October 31, | &nbsp;&nbsp;&nbsp;Year Ended October 31, | &nbsp;&nbsp;&nbsp;Year Ended October 31, | &nbsp;&nbsp;&nbsp;Year Ended October 31, |
| For a Share Outstanding<br> Throughout Each Period | Six Months<br> Ended<br> April 30,<br> 2025 | 2024 | 2023 | &nbsp;&nbsp;&nbsp;2022 | &nbsp;&nbsp;&nbsp;2021 | &nbsp;&nbsp;&nbsp;2020 |
| **Net Asset Value, Beginning of Period** | **$19.91** | &nbsp;&nbsp;&nbsp;**$19.05** | &nbsp;&nbsp;&nbsp;**$19.14** | &nbsp;&nbsp;&nbsp;**$22.64** | &nbsp;&nbsp;&nbsp;**$23.32** | &nbsp;&nbsp;&nbsp;**$23.35** |
| **Investment Operations** |  |  |  |  |  |  |
| Net Investment Income<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.242 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.439 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.338 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.195 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.191 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.223 |
| Net Realized and Unrealized Gain (Loss) on Investments | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.204 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.366 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.030) | &nbsp;&nbsp;&nbsp;&nbsp;(2.864) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.644) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.489 |
| Total from Investment Operations | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.446 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.805 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.308 | &nbsp;&nbsp;&nbsp;&nbsp;(2.669) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.453) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.712 |
| **Distributions** |  |  |  |  |  |  |
| Dividends from Net Investment Income | &nbsp;&nbsp;&nbsp;&nbsp;(.606) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.945) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.398) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.684) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.191) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.742) |
| Distributions from Realized Capital Gains |  | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.147) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.036) | &nbsp;&nbsp;&nbsp;— |
| Total Distributions | &nbsp;&nbsp;&nbsp;&nbsp;(.606) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.945) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.398) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.831) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.227) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.742) |
| **Net Asset Value, End of Period** | **$19.75** | &nbsp;&nbsp;&nbsp;**$19.91** | &nbsp;&nbsp;&nbsp;**$19.05** | &nbsp;&nbsp;&nbsp;**$19.14** | &nbsp;&nbsp;&nbsp;**$22.64** | &nbsp;&nbsp;&nbsp;**$23.32** |
| **Total Return<sup>2</sup>** | **2.28%** | &nbsp;&nbsp;&nbsp;**9.61%** | &nbsp;&nbsp;&nbsp;**1.60%** | &nbsp;&nbsp;&nbsp;**-12.20%** | &nbsp;&nbsp;&nbsp;**-1.96%** | &nbsp;&nbsp;&nbsp;**3.15%** |
| **Ratios/Supplemental Data** |  |  |  |  |  |  |
| Net Assets, End of Period (Millions) | $23686 | &nbsp;&nbsp;&nbsp;$23721 | &nbsp;&nbsp;&nbsp;$23079 | &nbsp;&nbsp;&nbsp;$23933 | &nbsp;&nbsp;&nbsp;$29241 | &nbsp;&nbsp;&nbsp;$50818 |
| Ratio of Total Expenses to Average Net Assets | 0.11% | &nbsp;&nbsp;&nbsp;0.11%<sup>3</sup> | &nbsp;&nbsp;&nbsp;0.11%<sup>3</sup> | &nbsp;&nbsp;&nbsp;0.11%<sup>3</sup> | &nbsp;&nbsp;&nbsp;0.11% | &nbsp;&nbsp;&nbsp;0.11% |
| Ratio of Net Investment Income to Average Net Assets | 2.47% | &nbsp;&nbsp;&nbsp;2.23% | &nbsp;&nbsp;&nbsp;1.74% | &nbsp;&nbsp;&nbsp;0.94% | &nbsp;&nbsp;&nbsp;0.83% | &nbsp;&nbsp;&nbsp;0.97% |
| Portfolio Turnover Rate | 14% | &nbsp;&nbsp;&nbsp;26% | &nbsp;&nbsp;&nbsp;29% | &nbsp;&nbsp;&nbsp;27%<sup>4</sup> | &nbsp;&nbsp;&nbsp;25%<sup>4</sup> | &nbsp;&nbsp;&nbsp;31%<sup>4</sup> |
| The expense ratio and net investment income ratio for the current period have been annualized. | The expense ratio and net investment income ratio for the current period have been annualized. | The expense ratio and net investment income ratio for the current period have been annualized. | The expense ratio and net investment income ratio for the current period have been annualized. | The expense ratio and net investment income ratio for the current period have been annualized. | The expense ratio and net investment income ratio for the current period have been annualized. | The expense ratio and net investment income ratio for the current period have been annualized. |

---

---

| | |
|:---|:---|
| 1 | Calculated based on average shares outstanding. |
| 2 | Total returns do not include account service fees that may have applied in the periods shown. Fund prospectuses provide information about any applicable account service fees. |
| 3 | The ratio of expenses to average net assets for the period net of reduction from custody fee offset arrangements was 0.11%. |
| 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.

------

Total International Bond Index Fund

Financial Highlights

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Institutional Shares** |  |  |  |  |  |  |
| For a Share Outstanding<br> Throughout Each Period | Six Months<br> Ended<br> April 30,<br> 2025 | &nbsp;&nbsp;&nbsp;Year Ended October 31, | &nbsp;&nbsp;&nbsp;Year Ended October 31, | &nbsp;&nbsp;&nbsp;Year Ended October 31, | &nbsp;&nbsp;&nbsp;Year Ended October 31, | &nbsp;&nbsp;&nbsp;Year Ended October 31, |
| For a Share Outstanding<br> Throughout Each Period | Six Months<br> Ended<br> April 30,<br> 2025 | 2024 | 2023 | &nbsp;&nbsp;&nbsp;2022 | &nbsp;&nbsp;&nbsp;2021 | &nbsp;&nbsp;&nbsp;2020 |
| **Net Asset Value, Beginning of Period** | **$29.87** | &nbsp;&nbsp;&nbsp;**$28.59** | &nbsp;&nbsp;&nbsp;**$28.72** | &nbsp;&nbsp;&nbsp;**$33.97** | &nbsp;&nbsp;&nbsp;**$34.99** | &nbsp;&nbsp;&nbsp;**$35.03** |
| **Investment Operations** |  |  |  |  |  |  |
| Net Investment Income<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.369 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.672 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.520 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.305 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.310 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.348 |
| Net Realized and Unrealized Gain (Loss) on Investments | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.306 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.038 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.041) | &nbsp;&nbsp;&nbsp;&nbsp;(4.297) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.977) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.739 |
| Total from Investment Operations | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.675 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.710 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.479 | &nbsp;&nbsp;&nbsp;&nbsp;(3.992) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.667) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.087 |
| **Distributions** |  |  |  |  |  |  |
| Dividends from Net Investment Income | &nbsp;&nbsp;&nbsp;&nbsp;(.915) | &nbsp;&nbsp;&nbsp;&nbsp;(1.430) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.609) | &nbsp;&nbsp;&nbsp;&nbsp;(1.038) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.299) | &nbsp;&nbsp;&nbsp;&nbsp;(1.127) |
| Distributions from Realized Capital Gains |  | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.220) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.054) | &nbsp;&nbsp;&nbsp;— |
| Total Distributions | &nbsp;&nbsp;&nbsp;&nbsp;(.915) | &nbsp;&nbsp;&nbsp;&nbsp;(1.430) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.609) | &nbsp;&nbsp;&nbsp;&nbsp;(1.258) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.353) | &nbsp;&nbsp;&nbsp;&nbsp;(1.127) |
| **Net Asset Value, End of Period** | **$29.63** | &nbsp;&nbsp;&nbsp;**$29.87** | &nbsp;&nbsp;&nbsp;**$28.59** | &nbsp;&nbsp;&nbsp;**$28.72** | &nbsp;&nbsp;&nbsp;**$33.97** | &nbsp;&nbsp;&nbsp;**$34.99** |
| **Total Return** | **2.30%** | &nbsp;&nbsp;&nbsp;**9.61%** | &nbsp;&nbsp;&nbsp;**1.66%** | &nbsp;&nbsp;&nbsp;**-12.17%** | &nbsp;&nbsp;&nbsp;**-1.92%** | &nbsp;&nbsp;&nbsp;**3.21%** |
| **Ratios/Supplemental Data** |  |  |  |  |  |  |
| Net Assets, End of Period (Millions) | $14198 | &nbsp;&nbsp;&nbsp;$13819 | &nbsp;&nbsp;&nbsp;$11581 | &nbsp;&nbsp;&nbsp;$10989 | &nbsp;&nbsp;&nbsp;$12538 | &nbsp;&nbsp;&nbsp;$40548 |
| Ratio of Total Expenses to Average Net Assets | 0.07% | &nbsp;&nbsp;&nbsp;0.07%<sup>2</sup> | &nbsp;&nbsp;&nbsp;0.07%<sup>2</sup> | &nbsp;&nbsp;&nbsp;0.07%<sup>2</sup> | &nbsp;&nbsp;&nbsp;0.07% | &nbsp;&nbsp;&nbsp;0.07% |
| Ratio of Net Investment Income to Average Net Assets | 2.51% | &nbsp;&nbsp;&nbsp;2.28% | &nbsp;&nbsp;&nbsp;1.79% | &nbsp;&nbsp;&nbsp;0.98% | &nbsp;&nbsp;&nbsp;0.89% | &nbsp;&nbsp;&nbsp;1.01% |
| Portfolio Turnover Rate | 14% | &nbsp;&nbsp;&nbsp;26% | &nbsp;&nbsp;&nbsp;29% | &nbsp;&nbsp;&nbsp;27%<sup>3</sup> | &nbsp;&nbsp;&nbsp;25%<sup>3</sup> | &nbsp;&nbsp;&nbsp;31%<sup>3</sup> |
| The expense ratio and net investment income ratio for the current period have been annualized. | The expense ratio and net investment income ratio for the current period have been annualized. | The expense ratio and net investment income ratio for the current period have been annualized. | The expense ratio and net investment income ratio for the current period have been annualized. | The expense ratio and net investment income ratio for the current period have been annualized. | The expense ratio and net investment income ratio for the current period have been annualized. | The expense ratio and net investment income ratio for the current period have been annualized. |

---

---

| | |
|:---|:---|
| 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 0.07%. |
| 3 | Excludes the value of portfolio securities received or delivered as a result of in-kind purchases or redemptions of the fund's capital shares, including ETF Creation Units. |

---

See accompanying Notes, which are an integral part of the Financial Statements.

------

Total International Bond Index Fund

Notes to Financial Statements

Vanguard Total International Bond Index Fund is registered under the Investment Company Act of 1940 as an open-end investment company, or mutual fund. The fund offers four classes of shares: Investor Shares, ETF Shares, Admiral Shares, and Institutional Shares. Each of the share classes has different eligibility and minimum purchase requirements, and is designed for different types of investors. ETF Shares are listed for trading on Nasdaq; they can be purchased and sold through a broker.

**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. Structured debt securities, including mortgages and asset-backed securities, are valued using the latest bid prices or using valuations based on a matrix system that considers such factors as issuer, tranche, nominal or option-adjusted spreads, weighted average coupon, weighted average maturity, credit enhancements, and collateral, as furnished by independent pricing services. Investments in Vanguard Market Liquidity Fund are valued at that fund's net asset value. Securities for which market quotations are not readily available, or whose values have been affected by events occurring before the fund's pricing time but after the close of the securities' primary markets, are valued by methods deemed by the valuation designee to represent fair value and subject to oversight by the board of trustees. These procedures include obtaining quotations from an independent pricing service, monitoring news to identify significant market- or security-specific events, and evaluating changes in the values of foreign market proxies (for example, fixed income benchmark curves, foreign exchange rates, futures contracts, or exchange-traded funds), between the time the foreign markets close and the fund's pricing time.

2. Foreign Currency: Securities and other assets and liabilities denominated in foreign currencies are translated into U.S. dollars using exchange rates obtained from an independent third party as of the fund's pricing time on the valuation date. Realized gains (losses) and unrealized appreciation (depreciation) on investment securities include the effects of changes in exchange rates since the securities were purchased, combined with the effects of changes in security prices. Fluctuations in the value of other assets and liabilities resulting from changes in exchange rates are recorded as unrealized foreign currency gains (losses) until the assets or liabilities are settled in cash, at which time they are recorded as realized foreign currency gains (losses).

3. Futures Contracts: The fund uses futures contracts to invest in fixed income asset classes with greater efficiency and lower cost than is possible through direct investment, to add value when these instruments are attractively priced, or to adjust sensitivity to changes in interest rates. The primary risks associated with the use of futures contracts are imperfect correlation between changes in market values of bonds held by the fund and the prices of futures contracts, and the possibility of an illiquid market. Counterparty risk involving futures is mitigated because a regulated clearinghouse is the counterparty instead of the clearing broker. To further mitigate counterparty risk, the fund trades futures contracts on an exchange, monitors the financial strength of its clearing brokers and clearinghouse, and has entered into clearing agreements with its clearing brokers. The clearinghouse imposes initial margin requirements to secure the fund's performance and requires daily settlement of variation margin representing changes in the market value of each contract. Any securities pledged as initial margin for open contracts are noted in the Schedule of Investments.

Futures contracts are valued at their quoted daily settlement prices. The notional amounts of the contracts are not recorded in the Statement of Assets and Liabilities. Fluctuations in the value of the contracts are recorded in the Statement of Assets and Liabilities as an asset (liability) and in the Statement of Operations as unrealized appreciation (depreciation) until the contracts are closed, when they are recorded as realized gains (losses) on futures contracts.

During the six months ended April 30, 2025, the fund's average investments in long and short futures contracts represented 1% and less than 1% of net assets, respectively, based on the average of the notional amounts at each quarter-end during the period.

4. Forward Currency Contracts: The fund enters into forward currency contracts to protect the value of securities and related receivables and payables against changes in future foreign exchange rates. The fund enters into centrally cleared non-deliverable forward currency contracts to achieve the same objective specified with respect to the equivalent over-the-counter forward currency contracts; rather than physical delivery of the two currencies at maturity, a net cash settlement is made by one party to the other in accordance with contract terms. Additionally, there is less counterparty risk because a regulated clearinghouse is the counterparty instead of the clearing broker or executing broker. The clearinghouse imposes initial margin requirements to secure the fund's performance, and requires daily settlement of variation margin representing changes in the market value of each contract. To further mitigate counterparty risk, the fund trades with a diverse group of prequalified executing brokers; monitors the financial strength of its clearing brokers, executing brokers, and clearinghouse; and has entered into agreements with its clearing brokers and executing brokers. Risks associated with all types of forward currency contracts include movement in the values of the foreign currencies relative to the U.S. dollar and the ability of the counterparties to fulfill their obligations under the contracts. The fund mitigates its counterparty risk by entering into forward currency contracts only with a diverse group of prequalified counterparties, monitoring their financial strength, entering into master netting arrangements with its counterparties, and requiring its counterparties to transfer collateral as security for their performance. In the absence of a default, the collateral pledged or received by the fund cannot be repledged, rehypothecated or (under master netting agreements) resold. The master netting arrangements provide that, in the event of a counterparty's default (including bankruptcy), the fund may terminate the forward currency contracts, determine the net amount owed by either party in accordance with its master netting arrangements, and sell or retain any collateral held up to the net amount owed to the fund under the master netting arrangements. The forward currency contracts contain provisions whereby a counterparty may terminate open contracts if the fund's net assets decline below a certain level, triggering a payment by the fund if the fund is in a net liability position at the time of the termination. The payment amount would be reduced by any collateral the fund has pledged. Any securities pledged as collateral for open contracts are noted in the Schedule of Investments. The value of collateral received or pledged is compared daily to the value of the forward currency contracts exposure with each counterparty, and any difference, if in excess of a specified minimum transfer amount, is adjusted and settled within two business days.

------

Total International Bond Index Fund

Forward currency contracts are valued at their quoted daily prices obtained from an independent third party, adjusted for currency risk based on the expiration date of each contract. The notional amounts of the contracts are not recorded in the Statement of Assets and Liabilities. Fluctuations in the value of the contracts are recorded in the Statement of Assets and Liabilities as an asset (liability) and in the Statement of Operations as unrealized appreciation (depreciation) until the contracts are closed, when they are recorded as realized gains (losses) on forward currency contracts.

During the six months ended April 30, 2025, the fund's average investment in forward currency contracts represented 154% of net assets, based on the average of the net amounts of notional exposure.

5. Swap Contracts: The fund invests in credit default swaps to adjust the overall credit risk of the fund or to actively overweight or underweight credit risk to a specific issuer or group of issuers. The fund may sell credit protection through credit default swaps to simulate investments in long positions that are either unavailable or considered to be less attractively priced in the bond market. The fund may purchase credit protection through credit default swaps to reduce credit exposure to a given issuer or issuers. Under the terms of the swaps, an up-front payment may be exchanged between the seller and buyer. In addition, the seller of the credit protection receives a periodic payment of premium from the buyer that is a fixed percentage applied to a notional amount. If, for example, the reference entity is subject to a credit event (such as bankruptcy, failure to pay, or obligation acceleration) during the term of the swap, the seller agrees to either physically settle or cash settle the swap contract. If the swap is physically settled, the seller agrees to pay the buyer an amount equal to the notional amount and take delivery of a debt instrument of the reference issuer with a par amount equal to such notional amount. If the swap is cash settled, the seller agrees to pay the buyer the difference between the notional amount and the final price for the relevant debt instrument, as determined either in a market auction or pursuant to a pre-agreed-upon valuation procedure.

The fund enters into centrally cleared credit default swaps to achieve the same objectives specified with respect to the equivalent over-the-counter swaps but with less counterparty risk because a regulated clearinghouse is the counterparty instead of the clearing broker or executing broker. The clearinghouse imposes initial margin requirements to secure the fund's performance, and requires daily settlement of variation margin representing changes in the market value of each contract. To further mitigate counterparty risk, the fund trades with a diverse group of prequalified executing brokers; monitors the financial strength of its clearing brokers, executing brokers, and clearinghouse; and has entered into agreements with its clearing brokers and executing brokers.

The primary risk associated with selling credit protection is that, upon the occurrence of a defined credit event, the market value of the debt instrument received by the fund (or, in a cash settled swap, the debt instruments used to determine the settlement payment by the fund) will be significantly less than the amount paid by the fund and, in a physically settled swap, the fund may receive an illiquid debt instrument. A risk associated with all types of swaps is the possibility that a counterparty may default on its obligation to pay net amounts due to the fund. The fund's maximum amount subject to counterparty risk is the unrealized appreciation on the swap contract. The fund mitigates its counterparty risk by entering into swaps only with a diverse group of prequalified counterparties, monitoring their financial strength, entering into master netting arrangements with its counterparties, and requiring its counterparties to transfer collateral as security for their performance. In the absence of a default, the collateral pledged or received by the fund cannot be repledged, resold, or rehypothecated. In the event of a counterparty's default (including bankruptcy), the fund may terminate any swap contracts with that counterparty, determine the net amount owed by either party in accordance with its master netting arrangements, and sell or retain any collateral held up to the net amount owed to the fund under the master netting arrangements. The swap contracts contain provisions whereby a counterparty may terminate open contracts if the fund's net assets decline below a certain level, triggering a payment by the fund if the fund is in a net liability position at the time of the termination. The payment amount would be reduced by any collateral the fund has pledged. Any securities pledged as collateral for open contracts are noted in the Schedule of Investments. The value of collateral received or pledged is compared daily to the value of the swap contracts exposure with each counterparty, and any difference, if in excess of a specified minimum transfer amount, is adjusted and settled within two business days.

The notional amounts of swap contracts are not recorded in the Statement of Assets and Liabilities. Swaps are valued daily based on market quotations received from independent pricing services or recognized dealers and the change in value is recorded in the Statement of Assets and Liabilities as an asset (liability) and in the Statement of Operations as unrealized appreciation (depreciation) until the seller of credit protection is required to take delivery (or, in a cash settled swap, pay the settlement amount determined) upon occurrence of a credit event, periodic payments are made, or the swap terminates, at which time realized gain (loss) is recorded. The net premium to be received or paid by the fund under swap contracts is accrued daily and recorded as realized gain (loss) over the life of the contract.

During the six months ended April 30, 2025, the fund's average amounts of investments in credit protection sold and credit protection purchased represented 0% of net assets, based on the average of the notional amounts at each quarter-end during the period. The fund had no open credit default swap contracts at April 30, 2025.

The following table summarizes the fund's derivative assets and liabilities by counterparty for derivatives subject to arrangements that provide for offsetting assets and liabilities. Exchange traded derivatives are listed separately.

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  | Assets<br> Reflected in<br> Statement of<br> Assets and<br> Liabilities<sup>1</sup><br> ($000) | &nbsp;&nbsp;Liabilities<br> Reflected in<br> Statement of<br> Assets and<br> Liabilities<sup>1</sup><br> ($000) | &nbsp;&nbsp;Net Amount<br> Receivable<br> (Payable) ($000) | &nbsp;&nbsp;Amounts Not Offset in<br> the<br> Statement of Assets<br> and Liabilities | &nbsp;&nbsp;Amounts Not Offset in<br> the<br> Statement of Assets<br> and Liabilities | &nbsp;&nbsp;Net<br> Exposure<sup>3</sup><br> (Not Less<br> Than $0) ($000) |
|  | Assets<br> Reflected in<br> Statement of<br> Assets and<br> Liabilities<sup>1</sup><br> ($000) | &nbsp;&nbsp;Liabilities<br> Reflected in<br> Statement of<br> Assets and<br> Liabilities<sup>1</sup><br> ($000) | &nbsp;&nbsp;Net Amount<br> Receivable<br> (Payable) ($000) | &nbsp;&nbsp;Collateral<br> Pledged<sup>2</sup><br> ($000) | &nbsp;&nbsp;Collateral<br> Received<sup>2</sup><br> ($000) | &nbsp;&nbsp;Net<br> Exposure<sup>3</sup><br> (Not Less<br> Than $0) ($000) |
| Derivatives Subject to<br> Offsetting Arrangements, by Counterparty |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Bank of America, N.A. | &nbsp;&nbsp;&nbsp;3829 | &nbsp;&nbsp;&nbsp;&nbsp;(26071) | &nbsp;&nbsp;&nbsp;&nbsp;(22242) | &nbsp;&nbsp;&nbsp;&nbsp;26569 | &nbsp;&nbsp;— | &nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Bank of Montreal | &nbsp;&nbsp;&nbsp;1798 | &nbsp;&nbsp;&nbsp;&nbsp;(72006) | &nbsp;&nbsp;&nbsp;&nbsp;(70208) | &nbsp;&nbsp;&nbsp;&nbsp;69258 | &nbsp;&nbsp;— | &nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Barclays Bank plc | 20228 | &nbsp;&nbsp;(210103) | &nbsp;&nbsp;(189875) | &nbsp;&nbsp;228336 | &nbsp;&nbsp;— | &nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;BNP Paribas | 26169 | &nbsp;&nbsp;(137877) | &nbsp;&nbsp;(111708) | &nbsp;&nbsp;123028 | &nbsp;&nbsp;— | &nbsp;&nbsp;— |

---

------

Total International Bond Index Fund

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  | Assets<br> Reflected in<br> Statement of<br> Assets and<br> Liabilities<sup>1</sup><br> ($000) | &nbsp;&nbsp;Liabilities<br> Reflected in<br> Statement of<br> Assets and<br> Liabilities<sup>1</sup><br> ($000) | &nbsp;&nbsp;Net Amount<br> Receivable<br> (Payable) ($000) | &nbsp;&nbsp;Amounts Not Offset in<br> the<br> Statement of Assets<br> and Liabilities | &nbsp;&nbsp;Amounts Not Offset in<br> the<br> Statement of Assets<br> and Liabilities | &nbsp;&nbsp;Net<br> Exposure<sup>3</sup><br> (Not Less<br> Than $0) ($000) |
|  | Assets<br> Reflected in<br> Statement of<br> Assets and<br> Liabilities<sup>1</sup><br> ($000) | &nbsp;&nbsp;Liabilities<br> Reflected in<br> Statement of<br> Assets and<br> Liabilities<sup>1</sup><br> ($000) | &nbsp;&nbsp;Net Amount<br> Receivable<br> (Payable) ($000) | &nbsp;&nbsp;Collateral<br> Pledged<sup>2</sup><br> ($000) | &nbsp;&nbsp;Collateral<br> Received<sup>2</sup><br> ($000) | &nbsp;&nbsp;Net<br> Exposure<sup>3</sup><br> (Not Less<br> Than $0) ($000) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Canadian Imperial Bank of Commerce | &nbsp;&nbsp;&nbsp;38011 | &nbsp;&nbsp;&nbsp;&nbsp;(109808) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(71797) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;83067 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Citibank, N.A. | &nbsp;&nbsp;&nbsp;22560 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(73532) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(50972) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54938 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Commonwealth Bank of Australia | &nbsp;&nbsp;&nbsp;&nbsp;6157 | &nbsp;&nbsp;&nbsp;&nbsp;(141368) | &nbsp;&nbsp;&nbsp;&nbsp;(135211) | &nbsp;&nbsp;&nbsp;&nbsp;144500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Deutsche Bank AG | &nbsp;&nbsp;&nbsp;&nbsp;6631 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(58901) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(52270) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49573 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Goldman Sachs & Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(31) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(31) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;HSBC Bank plc | &nbsp;&nbsp;&nbsp;42524 | &nbsp;&nbsp;&nbsp;&nbsp;(515904) | &nbsp;&nbsp;&nbsp;&nbsp;(473380) | &nbsp;&nbsp;&nbsp;&nbsp;540404 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;JPMorgan Chase Bank, N.A. | &nbsp;&nbsp;&nbsp;10213 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(84425) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(74212) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;82413 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Morgan Stanley Capital Services Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3381 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3381 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;3978 | &nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Royal Bank of Canada | &nbsp;&nbsp;&nbsp;16972 | &nbsp;&nbsp;&nbsp;&nbsp;(443116) | &nbsp;&nbsp;&nbsp;&nbsp;(426144) | &nbsp;&nbsp;&nbsp;&nbsp;484630 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Societe Generale SA | &nbsp;&nbsp;&nbsp;&nbsp;5171 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(93887) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(88716) | &nbsp;&nbsp;&nbsp;&nbsp;103607 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;&nbsp;26271 | &nbsp;&nbsp;&nbsp;&nbsp;(236694) | &nbsp;&nbsp;&nbsp;&nbsp;(210423) | &nbsp;&nbsp;&nbsp;&nbsp;229417 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;State Street Bank & Trust Co. | 103274 | &nbsp;&nbsp;(1084787) | &nbsp;&nbsp;&nbsp;&nbsp;(981513) | &nbsp;&nbsp;1145905 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;The Bank of New York Mellon Corp. | &nbsp;&nbsp;&nbsp;&nbsp;8726 | &nbsp;&nbsp;&nbsp;&nbsp;(160175) | &nbsp;&nbsp;&nbsp;&nbsp;(151449) | &nbsp;&nbsp;&nbsp;&nbsp;156298 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Toronto-Dominion Bank | &nbsp;&nbsp;&nbsp;38970 | &nbsp;&nbsp;&nbsp;&nbsp;(892232) | &nbsp;&nbsp;&nbsp;&nbsp;(853262) | &nbsp;&nbsp;&nbsp;&nbsp;960205 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;6174 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(52554) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(46380) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Wells Fargo Bank N.A. | &nbsp;&nbsp;&nbsp;18466 | &nbsp;&nbsp;&nbsp;&nbsp;(155487) | &nbsp;&nbsp;&nbsp;&nbsp;(137021) | &nbsp;&nbsp;&nbsp;&nbsp;157073 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;— |
| Centrally Cleared Non-Deliverable<br> Forward Currency Contracts | &nbsp;&nbsp;&nbsp;&nbsp;2623 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2623 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28804 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;— |
| Exchange-Traded<br> Futures Contracts | &nbsp;&nbsp;&nbsp;&nbsp;7809 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7809 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24156 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;— |
| Total | 415957 | &nbsp;&nbsp;(4548958) | &nbsp;&nbsp;(4133001) | &nbsp;&nbsp;4747210 | &nbsp;&nbsp;3978 | &nbsp;&nbsp;— |

---

1 Absent an event of default or early termination, derivative assets and liabilities are presented gross and not offset in the Statement of Assets and Liabilities.

2 Securities or other assets pledged as collateral are noted in the Schedule of Investments and Statement of Assets and Liabilities, which may include amounts not subject to offsetting. Securities or other assets received as collateral are held in a segregated account and not included in the fund's security holdings in the Schedule of Investments, which may include amounts not subject to offsetting agreements.

3 Net Exposure represents the net amount receivable from the counterparty in the event of default. Counterparties are not required to exchange collateral if amount is below a specified minimum transfer amount.

6. Federal Income Taxes: The fund intends to continue to qualify as a regulated investment company and distribute virtually all of its taxable income. The fund's tax returns are open to examination by the relevant tax authorities until expiration of the applicable statute of limitations, which is generally three years after the filing of the tax return. Management has analyzed the fund's tax positions taken for all open federal and state income tax years, and has concluded that no provision for income tax is required in the fund's financial statements.

7. Distributions: Distributions to shareholders are recorded on the ex-dividend date. Distributions are determined on a tax basis at the fiscal year-end and may differ from net investment income and realized capital gains for financial reporting purposes.

8. 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 six months ended April 30, 2025, the fund did not utilize the credit facilities or the Interfund Lending Program.

------

Total International Bond Index Fund

9. Other: Interest income includes income distributions received from Vanguard Market Liquidity Fund and is accrued daily. Premiums and discounts on debt securities are amortized and accreted, respectively, to interest income over the lives of the respective securities, except for premiums on certain callable debt securities that are amortized to the earliest call date. Security transactions are accounted for on the date securities are bought or sold. Costs used to determine realized gains (losses) on the sale of investment securities are those of the specific securities sold.

Each class of shares has equal rights as to assets and earnings, except that each class separately bears certain class-specific expenses related to maintenance of shareholder accounts (included in Management and Administrative expenses), shareholder reporting, and proxy fees. Marketing and distribution expenses are allocated to each class of shares based on a method approved by the board of trustees. Income, other non-class-specific expenses, and gains and losses on investments are allocated to each class of shares based on its relative net assets.

**B.** In accordance with the terms of a Funds' Service Agreement (the "FSA") between Vanguard and the fund, Vanguard furnishes to the fund investment advisory, corporate management, administrative, marketing,
and distribution services at Vanguard's cost of operations (as defined by the FSA). These costs of operations are allocated to the fund based on methods and guidelines approved by the board of trustees and are
generally settled twice a month.

Upon the request of Vanguard, the fund may invest up to 0.40% of its net assets as capital in Vanguard. At April 30, 2025, the fund had contributed to Vanguard capital in the amount of $2,749,000, representing less than 0.01% of the fund's net assets and 1.10% of Vanguard's capital received pursuant to the FSA. The fund's trustees and officers are also directors and employees, respectively, of Vanguard.

**C.** Various inputs may be used to determine the value of the fund's investments and derivatives. These inputs are summarized in three broad levels for financial statement purposes. The inputs or methodologies used
to value securities are not necessarily an indication of the risk associated with investing in those securities.

#### Level 1 —Quoted prices in active markets for identical securities.

#### Level 2 —Other significant observable inputs (including quoted prices for similar securities, interest rates, prepayment speeds, credit risk, etc.).
**Level 3—Significant unobservable inputs (including the fund's own assumptions used to determine the fair value of investments). Any investments and derivatives valued with significant unobservable inputs are noted on the Schedule of Investments.**

The following table summarizes the market value of the fund's investments and derivatives as of April 30, 2025, based on the inputs used to value them:

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | Level 1<br> ($000) | &nbsp;&nbsp;&nbsp;Level 2<br> ($000) | &nbsp;&nbsp;&nbsp;Level 3<br> ($000) | &nbsp;&nbsp;&nbsp;Total<br> ($000) |
| **Investments** |  |  |  |  |
| Assets |  |  |  |  |
| U.S. Government and Agency Obligations | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;996 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;996 |
| Asset-Backed/Commercial Mortgage-Backed Securities | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;410 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;410 |
| Corporate Bonds | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;21446201 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;21446201 |
| Sovereign Bonds | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;78817666 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;78817666 |
| Temporary Cash Investments | 3426230 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3426230 |
| Total | 3426230 | &nbsp;&nbsp;&nbsp;100265273 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;103691503 |
| **Derivative Financial Instruments** |  |  |  |  |
| Assets |  |  |  |  |
| Futures Contracts<sup>1</sup> | &nbsp;&nbsp;&nbsp;3697 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3697 |
| Forward Currency Contracts | 2859<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;405525 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;408384 |
| Total | &nbsp;&nbsp;&nbsp;6556 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;405525 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;412081 |
| Liabilities |  |  |  |  |
| Forward Currency Contracts | &nbsp;&nbsp;&nbsp;&nbsp;(450)<sup>1</sup> | &nbsp;&nbsp;&nbsp;(4548958) | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(4549408) |

---

1 Includes cumulative appreciation (depreciation) on futures contracts and centrally cleared non-deliverable forward currency contracts, if any, as reported in the Schedule of Investments. Only current day's variation margin is reported within the Statement of Assets and Liabilities.

------

Total International Bond Index Fund

**D.** At April 30, 2025, the fair values of derivatives were reflected in the Statement of Assets and Liabilities as follows:

&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | |
|:---|:---|:---|:---|
| Statement of Assets and Liabilities | Interest Rate<br> Contracts<br> ($000) | &nbsp;&nbsp;&nbsp;Foreign<br> Exchange<br> Contracts<br> ($000) | &nbsp;&nbsp;&nbsp;Total<br> ($000) |
| Unrealized Appreciation—Futures Contracts<sup>1</sup> | 3697 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;3697 |
| Unrealized Appreciation—Forward Currency Contracts<sup>1</sup> |  | &nbsp;&nbsp;&nbsp;408384 | &nbsp;&nbsp;&nbsp;408384 |
| Total Assets | 3697 | &nbsp;&nbsp;&nbsp;408384 | &nbsp;&nbsp;&nbsp;412081 |
| Unrealized Depreciation—Forward Currency Contracts<sup>1</sup> |  | &nbsp;&nbsp;&nbsp;(4549408) | &nbsp;&nbsp;&nbsp;(4549408) |
| Total Liabilities |  | &nbsp;&nbsp;&nbsp;(4549408) | &nbsp;&nbsp;&nbsp;(4549408) |

---

1 Includes cumulative appreciation (depreciation) on futures contracts and centrally cleared non-deliverable forward currency contracts, if any, as reported in the Schedule of Investments. Only current day's variation margin is reported within the Statement of Assets and Liabilities.

Realized net gain (loss) and the change in unrealized appreciation (depreciation) on derivatives for the six months ended April 30, 2025, were:

---

| | | | | |
|:---|:---|:---|:---|:---|
| Realized Net Gain (Loss) on Derivatives | Interest Rate<br> Contracts<br> ($000) | Foreign<br> Exchange<br> Contracts<br> ($000) | Credit<br> Contracts<br> ($000) | &nbsp;&nbsp;Total<br> ($000) |
| Futures Contracts | 2627 |  |  | &nbsp;&nbsp;2627 |
| Swap Contracts |  |  |  | &nbsp;&nbsp;— |
| Forward Currency Contracts |  | 4025861 |  | &nbsp;&nbsp;4025861 |
| Realized Net Gain (Loss) on Derivatives | 2627 | 4025861 |  | &nbsp;&nbsp;4028488 |
| Change in Unrealized Appreciation (Depreciation) on Derivatives |  |  |  |  |
| Futures Contracts | 4801 |  |  | &nbsp;&nbsp;4801 |
| Forward Currency Contracts |  | (7426089) |  | &nbsp;&nbsp;(7426089) |
| Change in Unrealized Appreciation (Depreciation) on Derivatives | 4801 | (7426089) |  | &nbsp;&nbsp;(7421288) |

---

**E.** As of April 30, 2025, gross unrealized appreciation and depreciation for investments and derivatives based on cost for U.S. federal income tax purposes were as follows:

---

| | |
|:---|:---|
|  | &nbsp;&nbsp;&nbsp;Amount<br> ($000) |
| Tax Cost | &nbsp;&nbsp;&nbsp;104687190 |
| Gross Unrealized Appreciation | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8248803 |
| Gross Unrealized Depreciation | &nbsp;&nbsp;&nbsp;&nbsp;(13381817) |
| Net Unrealized Appreciation (Depreciation) | &nbsp;&nbsp;&nbsp;&nbsp;(5133014) |

---

The fund's tax-basis capital gains and losses are determined only at the end of each fiscal year. For tax purposes, at October 31, 2024, the fund had available capital losses totaling $4,045,690,000 that may be carried forward indefinitely to offset future net capital gains. The fund will use these capital losses to offset net taxable capital gains, if any, realized during the year ending October 31, 2025; should the fund realize net capital losses for the year, the losses will be added to the loss carryforward balance above.

**F.** During the six months ended April 30, 2025, the fund purchased $13,927,926,000 of investment securities and sold $13,948,126,000 of investment securities, other than temporary cash investments.

**G.** Capital share transactions for each class of shares were:

&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | Six Months Ended<br> April 30, 2025 | Six Months Ended<br> April 30, 2025 | &nbsp;&nbsp;&nbsp;Year Ended<br> October 31, 2024 | &nbsp;&nbsp;&nbsp;Year Ended<br> October 31, 2024 |
|  | Amount<br> ($000) | &nbsp;&nbsp;Shares<br> (000) | &nbsp;&nbsp;Amount<br> ($000) | &nbsp;&nbsp;Shares<br> (000) |
| **Investor Shares** |  |  |  |  |
| Issued | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2834 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;287 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5889 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;602 |
| Issued in Lieu of Cash Distributions | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;554 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;104 |
| Redeemed | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2803) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(286) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(12171) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1235) |
| Net Increase (Decrease)—Investor Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;585 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(5255) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(529) |
| **ETF Shares** |  |  |  |  |
| Issued | &nbsp;&nbsp;4334854 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;87889 | &nbsp;&nbsp;&nbsp;10063259 | &nbsp;&nbsp;&nbsp;&nbsp;204349 |
| Issued in Lieu of Cash Distributions | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Redeemed | &nbsp;&nbsp;&nbsp;&nbsp;(36683) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(750) | &nbsp;&nbsp;(1727660) | &nbsp;&nbsp;&nbsp;&nbsp;(35500) |
| Net Increase (Decrease)—ETF Shares | &nbsp;&nbsp;4298171 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;87139 | &nbsp;&nbsp;&nbsp;&nbsp;8335599 | &nbsp;&nbsp;&nbsp;&nbsp;168849 |

---

------

Total International Bond Index Fund

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | Six Months Ended<br> April 30, 2025 | Six Months Ended<br> April 30, 2025 | &nbsp;&nbsp;&nbsp;Year Ended<br> October 31, 2024 | &nbsp;&nbsp;&nbsp;Year Ended<br> October 31, 2024 |
|  | Amount<br> ($000) | &nbsp;&nbsp;Shares<br> (000) | &nbsp;&nbsp;Amount<br> ($000) | &nbsp;&nbsp;Shares<br> (000) |
| **Admiral Shares** |  |  |  |  |
| Issued | &nbsp;&nbsp;1695282 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85982 | &nbsp;&nbsp;&nbsp;&nbsp;3163331 | &nbsp;&nbsp;&nbsp;&nbsp;160658 |
| Issued in Lieu of Cash Distributions | &nbsp;&nbsp;&nbsp;&nbsp;656468 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33392 | &nbsp;&nbsp;&nbsp;&nbsp;1049900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53264 |
| Redeemed | (2200440) | &nbsp;&nbsp;(111586) | &nbsp;&nbsp;(4590813) | &nbsp;&nbsp;(233617) |
| Net Increase (Decrease)—Admiral Shares | &nbsp;&nbsp;&nbsp;&nbsp;151310 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7788 | &nbsp;&nbsp;&nbsp;&nbsp;(377582) | &nbsp;&nbsp;&nbsp;&nbsp;(19695) |
| **Institutional Shares** |  |  |  |  |
| Issued | &nbsp;&nbsp;1186714 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40201 | &nbsp;&nbsp;&nbsp;&nbsp;2665964 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90078 |
| Issued in Lieu of Cash Distributions | &nbsp;&nbsp;&nbsp;&nbsp;423757 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14365 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;592335 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20027 |
| Redeemed | (1125051) | &nbsp;&nbsp;&nbsp;&nbsp;(38032) | &nbsp;&nbsp;(1557504) | &nbsp;&nbsp;&nbsp;&nbsp;(52554) |
| Net Increase (Decrease)—Institutional Shares | &nbsp;&nbsp;&nbsp;&nbsp;485420 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16534 | &nbsp;&nbsp;&nbsp;&nbsp;1700795 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57551 |

---

**H.** Significant market disruptions, such as those caused by pandemics, natural or environmental disasters, war, acts of terrorism, political or regulatory conditions, 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.

The use of derivatives may expose the fund to various risks. Derivatives can be highly volatile, and any initial investment is generally small relative to the notional amount so that transactions may be leveraged in terms of market exposure. A relatively small market movement may have a potentially larger impact on derivatives than on standard securities. Leveraged derivatives positions can, therefore, increase volatility. Additional information regarding the fund's use of derivative(s) and the specific risks associated is described under significant accounting policies.

**I.** The fund adopted Accounting Standards Update 2023-07, Segment Reporting - Improvements to Reportable Segment Disclosures. The new guidance did not change how the fund identifies operating segments but did require
incremental disclosure of information not previously required. Operating segments are components of an entity that engage in business activities, have discrete financial information available, and have their operating
results regularly reviewed by a chief operating decision maker ("CODM"). The fund is considered a single segment. Vanguard's chief executive officer, chief investment officer, and chief financial
officer, who are also officers of the fund, as well as the fund's chief financial officer collectively act as the CODM. Vanguard has established various management committees to assist the CODM with overseeing
aspects of the fund's daily operations. Through these committees, the CODM manages the fund's operations to achieve a single investment objective, as detailed in its prospectus, through the execution of
the fund's investment strategies. When assessing segment performance and making decisions about segment resources, the CODM relies on the fund's portfolio composition, total returns, expense ratios and
changes in net assets which are consistent with the information contained in the fund's financial statements. Segment assets, liabilities, income, and expenses are also detailed in the accompanying financial
statements.

**J.** Management has determined that no subsequent events or transactions occurred through the date the financial statements were issued that would require recognition or disclosure in
these financial statements.

Q12312 062025

------

![](tm2515692d9tointboniiindi001.jpg)

#### Financial Statements

#### For the six-months ended April 30, 2025

#### Vanguard Total International Bond II Index Fund

------

#### Contents
Financial Statements 1 <br>

------

Total International Bond II Index Fund

Financial Statements (unaudited)

#### Schedule of Investments
As of April 30, 2025

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 | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;&nbsp;&nbsp;Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| **U.S. Government and Agency Obligations (0.0%)** | **U.S. Government and Agency Obligations (0.0%)** | **U.S. Government and Agency Obligations (0.0%)** | **U.S. Government and Agency Obligations (0.0%)** |  |  |  |
|  | &nbsp;&nbsp;&nbsp;Tennessee Valley Authority **(Cost $1,199)** | 5.625% | &nbsp;&nbsp;&nbsp;&nbsp; 6/7/32 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 684 | &nbsp;&nbsp;&nbsp;&nbsp; **952** |
| **Asset-Backed/Commercial Mortgage-Backed Securities (0.0%)** | **Asset-Backed/Commercial Mortgage-Backed Securities (0.0%)** | **Asset-Backed/Commercial Mortgage-Backed Securities (0.0%)** | **Asset-Backed/Commercial Mortgage-Backed Securities (0.0%)** |  |  |  |
| **United Kingdom (0.0%)** | **United Kingdom (0.0%)** | **United Kingdom (0.0%)** | **United Kingdom (0.0%)** |  |  |  |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Canary Wharf Finance II plc **(Cost $520)** | 5.952% | &nbsp;&nbsp;&nbsp;&nbsp; 10/22/37 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 338 | &nbsp;&nbsp;&nbsp;&nbsp; **467** |
| **Corporate Bonds (20.8%)** | **Corporate Bonds (20.8%)** | **Corporate Bonds (20.8%)** | **Corporate Bonds (20.8%)** |  |  |  |
| **Australia (0.6%)** | **Australia (0.6%)** | **Australia (0.6%)** | **Australia (0.6%)** |  |  |  |
|  | &nbsp;&nbsp;&nbsp;AGI Finance Pty Ltd. | 2.119% | &nbsp;&nbsp;&nbsp;&nbsp; 6/24/27 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 2500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1534 |
|  | &nbsp;&nbsp;&nbsp;AGI Finance Pty Ltd. | 6.109% | &nbsp;&nbsp;&nbsp;&nbsp; 6/28/30 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 1650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1113 |
|  | &nbsp;&nbsp;&nbsp;Amcor UK Finance plc | 1.125% | &nbsp;&nbsp;&nbsp;&nbsp; 6/23/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2457 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2685 |
|  | &nbsp;&nbsp;&nbsp;APA Infrastructure Ltd. | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/22/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4091 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4593 |
|  | &nbsp;&nbsp;&nbsp;APA Infrastructure Ltd. | 0.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4577 |
|  | &nbsp;&nbsp;&nbsp;APA Infrastructure Ltd. | 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/22/30 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6166 |
|  | &nbsp;&nbsp;&nbsp;APA Infrastructure Ltd. | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5328 |
|  | &nbsp;&nbsp;&nbsp;APA Infrastructure Ltd. | 3.125% | &nbsp;&nbsp;&nbsp;&nbsp; 7/18/31 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1179 |
|  | &nbsp;&nbsp;&nbsp;APA Infrastructure Ltd. | 1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5092 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4797 |
|  | &nbsp;&nbsp;&nbsp;APA Infrastructure Ltd. | 2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 4924 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4763 |
|  | &nbsp;&nbsp;&nbsp;Aurizon Network Pty Ltd. | 3.125% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 8081 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9217 |
|  | &nbsp;&nbsp;&nbsp;Ausgrid Finance Pty Ltd. | 1.814% | &nbsp;&nbsp;&nbsp;&nbsp; 2/5/27 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 990 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 608 |
|  | &nbsp;&nbsp;&nbsp;AusNet Services Holdings Pty Ltd. | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 2/26/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2231 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2480 |
|  | &nbsp;&nbsp;&nbsp;AusNet Services Holdings Pty Ltd. | 4.400% | &nbsp;&nbsp;&nbsp;&nbsp; 8/16/27 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 390 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 251 |
|  | &nbsp;&nbsp;&nbsp;AusNet Services Holdings Pty Ltd. | 4.200% | &nbsp;&nbsp;&nbsp;&nbsp; 8/21/28 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 1390 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 883 |
|  | &nbsp;&nbsp;&nbsp;AusNet Services Holdings Pty Ltd. | 2.600% | &nbsp;&nbsp;&nbsp;&nbsp; 7/31/29 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 14200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8337 |
|  | &nbsp;&nbsp;&nbsp;AusNet Services Holdings Pty Ltd. | 1.625% | &nbsp;&nbsp;&nbsp;&nbsp; 3/11/81 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 219 |
|  | &nbsp;&nbsp;&nbsp;Australia & New Zealand Banking Group Ltd. | 5.350% | &nbsp;&nbsp;&nbsp;&nbsp; 11/4/27 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 5864 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3876 |
|  | &nbsp;&nbsp;&nbsp;Australia & New Zealand Banking Group Ltd. | 4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 9/11/28 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 32336 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 21244 |
|  | &nbsp;&nbsp;&nbsp;Australia & New Zealand Banking Group Ltd. | 4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 2/5/29 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 10630 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6980 |
|  | &nbsp;&nbsp;&nbsp;Australia & New Zealand Banking Group Ltd. | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/18/29 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 7400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4872 |
|  | &nbsp;&nbsp;&nbsp;Australia & New Zealand Banking Group Ltd. | 0.669% | &nbsp;&nbsp;&nbsp;&nbsp; 5/5/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4859 |
|  | &nbsp;&nbsp;&nbsp;Australia & New Zealand Banking Group Ltd. | 5.906% | &nbsp;&nbsp;&nbsp;&nbsp; 8/12/32 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 10280 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6745 |
|  | &nbsp;&nbsp;&nbsp;Australia & New Zealand Banking Group Ltd. | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 300000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2094 |
|  | &nbsp;&nbsp;&nbsp;Australian Energy Market Operator Ltd. | 5.354% | &nbsp;&nbsp;&nbsp;&nbsp; 12/6/28 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 2840 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1871 |
|  | &nbsp;&nbsp;&nbsp;BHP Billiton Finance Ltd. | 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 9/24/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7847 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9028 |
|  | &nbsp;&nbsp;&nbsp;BHP Billiton Finance Ltd. | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/29/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2801 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2954 |
|  | &nbsp;&nbsp;&nbsp;BHP Billiton Finance Ltd. | 3.125% | &nbsp;&nbsp;&nbsp;&nbsp; 4/29/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6455 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7152 |
|  | &nbsp;&nbsp;&nbsp;BHP Billiton Finance Ltd. | 4.300% | &nbsp;&nbsp;&nbsp;&nbsp; 9/25/42 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 7316 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8034 |
|  | &nbsp;&nbsp;&nbsp;Brisbane Airport Corp. Pty Ltd. | 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 12/30/30 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1869 |
|  | &nbsp;&nbsp;&nbsp;CIMIC Finance Ltd. | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/28/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3345 |
|  | &nbsp;&nbsp;&nbsp;Coles Group Treasury Pty Ltd. | 2.650% | &nbsp;&nbsp;&nbsp;&nbsp; 11/6/29 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 890 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 522 |
|  | &nbsp;&nbsp;&nbsp;Coles Group Treasury Pty Ltd. | 2.100% | &nbsp;&nbsp;&nbsp;&nbsp; 8/27/30 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 640 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 354 |
|  | &nbsp;&nbsp;&nbsp;Coles Group Treasury Pty Ltd. | 5.800% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1331 |
|  | &nbsp;&nbsp;&nbsp;Commonwealth Bank of Australia | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 7/27/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 13235 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14707 |
|  | &nbsp;&nbsp;&nbsp;Commonwealth Bank of Australia | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/4/26 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 3324 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4359 |
|  | &nbsp;&nbsp;&nbsp;Commonwealth Bank of Australia | 3.768% | &nbsp;&nbsp;&nbsp;&nbsp; 8/31/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4108 |
|  | &nbsp;&nbsp;&nbsp;Commonwealth Bank of Australia | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/13/28 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3282 |
|  | &nbsp;&nbsp;&nbsp;Commonwealth Bank of Australia | 0.750% | &nbsp;&nbsp;&nbsp;&nbsp; 2/28/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7603 |
|  | &nbsp;&nbsp;&nbsp;Commonwealth Bank of Australia | 4.900% | &nbsp;&nbsp;&nbsp;&nbsp; 8/17/28 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 21760 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14272 |
|  | &nbsp;&nbsp;&nbsp;Commonwealth Bank of Australia | 0.875% | &nbsp;&nbsp;&nbsp;&nbsp; 2/19/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4913 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5266 |
|  | &nbsp;&nbsp;&nbsp;Commonwealth Bank of Australia | 0.125% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 29280 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 29925 |
|  | &nbsp;&nbsp;&nbsp;Commonwealth Bank of Australia | 1.940% | &nbsp;&nbsp;&nbsp;&nbsp; 6/26/30 | &nbsp;&nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp; 10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12914 |
|  | &nbsp;&nbsp;&nbsp;Commonwealth Bank of Australia | 6.860% | &nbsp;&nbsp;&nbsp;&nbsp; 11/9/32 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 15000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10070 |
|  | &nbsp;&nbsp;&nbsp;Commonwealth Bank of Australia | 6.704% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 6980 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4799 |
|  | &nbsp;&nbsp;&nbsp;Commonwealth Bank of Australia | 6.152% | &nbsp;&nbsp;&nbsp;&nbsp; 11/27/39 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6622 |
|  | &nbsp;&nbsp;&nbsp;CPIF Finance Pty Ltd. | 2.485% | &nbsp;&nbsp;&nbsp;&nbsp; 10/28/30 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 3800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2102 |
|  | &nbsp;&nbsp;&nbsp;DEXUS Finance Pty Ltd. | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/3/32 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 2780 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1533 |
|  | &nbsp;&nbsp;&nbsp;ElectraNet Pty Ltd. | 2.474% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 1400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 833 |
|  | &nbsp;&nbsp;&nbsp;GAIF Bond Issuer Pty Ltd. | 2.584% | &nbsp;&nbsp;&nbsp;&nbsp; 11/18/27 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 2200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1351 |
|  | &nbsp;&nbsp;&nbsp;GAIF Bond Issuer Pty Ltd. | 1.900% | &nbsp;&nbsp;&nbsp;&nbsp; 12/14/28 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 2260 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1314 |
|  | &nbsp;&nbsp;&nbsp;Glencore Capital Finance DAC | 1.125% | &nbsp;&nbsp;&nbsp;&nbsp; 3/10/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7930 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8537 |
|  | &nbsp;&nbsp;&nbsp;Glencore Capital Finance DAC | 4.154% | &nbsp;&nbsp;&nbsp;&nbsp; 4/29/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5848 |

---

------

Total International Bond II Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;&nbsp;&nbsp;Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| &nbsp;&nbsp;&nbsp;Glencore Capital Finance DAC | 1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3771 | &nbsp;&nbsp;&nbsp;&nbsp; 3539 |
| &nbsp;&nbsp;&nbsp;Glencore Finance Europe Ltd. | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4100 | &nbsp;&nbsp;&nbsp;&nbsp; 4576 |
| &nbsp;&nbsp;&nbsp;GTA Finance Co. Pty Ltd. | 2.200% | &nbsp;&nbsp;&nbsp;&nbsp; 8/26/27 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 1190 | &nbsp;&nbsp;&nbsp;&nbsp; 717 |
| &nbsp;&nbsp;&nbsp;Lendlease Finance Ltd. | 3.400% | &nbsp;&nbsp;&nbsp;&nbsp; 10/27/27 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 2070 | &nbsp;&nbsp;&nbsp;&nbsp; 1271 |
| &nbsp;&nbsp;&nbsp;Lendlease Finance Ltd. | 3.700% | &nbsp;&nbsp;&nbsp;&nbsp; 3/31/31 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 1020 | &nbsp;&nbsp;&nbsp;&nbsp; 564 |
| &nbsp;&nbsp;&nbsp;Lonsdale Finance Pty Ltd. | 2.100% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 510 | &nbsp;&nbsp;&nbsp;&nbsp; 309 |
| &nbsp;&nbsp;&nbsp;Macquarie Group Ltd. | 0.350% | &nbsp;&nbsp;&nbsp;&nbsp; 3/3/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 9684 | &nbsp;&nbsp;&nbsp;&nbsp; 10295 |
| &nbsp;&nbsp;&nbsp;Macquarie Group Ltd. | 0.943% | &nbsp;&nbsp;&nbsp;&nbsp; 1/19/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5275 |
| &nbsp;&nbsp;&nbsp;Macquarie Group Ltd. | 4.080% | &nbsp;&nbsp;&nbsp;&nbsp; 5/31/29 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 4300 | &nbsp;&nbsp;&nbsp;&nbsp; 5592 |
| &nbsp;&nbsp;&nbsp;Macquarie Group Ltd. | 2.723% | &nbsp;&nbsp;&nbsp;&nbsp; 8/21/29 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1605 | &nbsp;&nbsp;&nbsp;&nbsp; 1125 |
| &nbsp;&nbsp;&nbsp;Macquarie Group Ltd. | 0.950% | &nbsp;&nbsp;&nbsp;&nbsp; 5/21/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4786 | &nbsp;&nbsp;&nbsp;&nbsp; 4765 |
| &nbsp;&nbsp;&nbsp;National Australia Bank Ltd. | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/4/26 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp; 131 |
| &nbsp;&nbsp;&nbsp;National Australia Bank Ltd. | 0.875% | &nbsp;&nbsp;&nbsp;&nbsp; 2/19/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5913 | &nbsp;&nbsp;&nbsp;&nbsp; 6540 |
| &nbsp;&nbsp;&nbsp;National Australia Bank Ltd. | 2.900% | &nbsp;&nbsp;&nbsp;&nbsp; 2/25/27 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 10454 | &nbsp;&nbsp;&nbsp;&nbsp; 6574 |
| &nbsp;&nbsp;&nbsp;National Australia Bank Ltd. | 4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 11/25/27 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 35000 | &nbsp;&nbsp;&nbsp;&nbsp; 22924 |
| &nbsp;&nbsp;&nbsp;National Australia Bank Ltd. | 4.400% | &nbsp;&nbsp;&nbsp;&nbsp; 5/12/28 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 10000 | &nbsp;&nbsp;&nbsp;&nbsp; 6457 |
| &nbsp;&nbsp;&nbsp;National Australia Bank Ltd. | 2.125% | &nbsp;&nbsp;&nbsp;&nbsp; 5/24/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10000 | &nbsp;&nbsp;&nbsp;&nbsp; 11236 |
| &nbsp;&nbsp;&nbsp;National Australia Bank Ltd. | 1.375% | &nbsp;&nbsp;&nbsp;&nbsp; 8/30/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2500 | &nbsp;&nbsp;&nbsp;&nbsp; 2728 |
| &nbsp;&nbsp;&nbsp;National Australia Bank Ltd. | 0.010% | &nbsp;&nbsp;&nbsp;&nbsp; 1/6/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 28000 | &nbsp;&nbsp;&nbsp;&nbsp; 29038 |
| &nbsp;&nbsp;&nbsp;National Australia Bank Ltd. | 1.125% | &nbsp;&nbsp;&nbsp;&nbsp; 5/20/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2500 | &nbsp;&nbsp;&nbsp;&nbsp; 2586 |
| &nbsp;&nbsp;&nbsp;National Australia Bank Ltd. | 1.699% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 4036 | &nbsp;&nbsp;&nbsp;&nbsp; 5106 |
| &nbsp;&nbsp;&nbsp;NBN Co. Ltd. | 2.150% | &nbsp;&nbsp;&nbsp;&nbsp; 6/2/28 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 350 | &nbsp;&nbsp;&nbsp;&nbsp; 211 |
| &nbsp;&nbsp;&nbsp;NBN Co. Ltd. | 4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4500 | &nbsp;&nbsp;&nbsp;&nbsp; 5357 |
| &nbsp;&nbsp;&nbsp;NBN Co. Ltd. | 2.200% | &nbsp;&nbsp;&nbsp;&nbsp; 12/16/30 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 8520 | &nbsp;&nbsp;&nbsp;&nbsp; 4791 |
| &nbsp;&nbsp;&nbsp;NBN Co. Ltd. | 4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4185 | &nbsp;&nbsp;&nbsp;&nbsp; 5095 |
| &nbsp;&nbsp;&nbsp;Network Finance Co. Pty Ltd. | 2.579% | &nbsp;&nbsp;&nbsp;&nbsp; 10/3/28 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 2250 | &nbsp;&nbsp;&nbsp;&nbsp; 1351 |
| &nbsp;&nbsp;&nbsp;Norfina Ltd. | 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 8/24/26 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 600 | &nbsp;&nbsp;&nbsp;&nbsp; 380 |
| &nbsp;&nbsp;&nbsp;NSW Electricity Networks Finance Pty Ltd. | 2.732% | &nbsp;&nbsp;&nbsp;&nbsp; 4/23/29 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 760 | &nbsp;&nbsp;&nbsp;&nbsp; 452 |
| &nbsp;&nbsp;&nbsp;NSW Electricity Networks Finance Pty Ltd. | 2.543% | &nbsp;&nbsp;&nbsp;&nbsp; 9/23/30 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 2500 | &nbsp;&nbsp;&nbsp;&nbsp; 1403 |
| &nbsp;&nbsp;&nbsp;Optus Finance Pty Ltd. | 2.600% | &nbsp;&nbsp;&nbsp;&nbsp; 11/24/28 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 500 | &nbsp;&nbsp;&nbsp;&nbsp; 299 |
| &nbsp;&nbsp;&nbsp;Optus Finance Pty Ltd. | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/20/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5211 |
| &nbsp;&nbsp;&nbsp;Optus Finance Pty Ltd. | 2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 10200 | &nbsp;&nbsp;&nbsp;&nbsp; 5783 |
| &nbsp;&nbsp;&nbsp;Origin Energy Finance Ltd. | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/17/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2501 | &nbsp;&nbsp;&nbsp;&nbsp; 2562 |
| &nbsp;&nbsp;&nbsp;Origin Energy Finance Ltd. | 5.350% | &nbsp;&nbsp;&nbsp;&nbsp; 9/26/31 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 10000 | &nbsp;&nbsp;&nbsp;&nbsp; 6411 |
| &nbsp;&nbsp;&nbsp;Pacific National Finance Pty Ltd. | 3.700% | &nbsp;&nbsp;&nbsp;&nbsp; 9/24/29 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 2931 |
| &nbsp;&nbsp;&nbsp;Qantas Airways Ltd. | 3.150% | &nbsp;&nbsp;&nbsp;&nbsp; 9/27/28 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 12290 | &nbsp;&nbsp;&nbsp;&nbsp; 7445 |
| &nbsp;&nbsp;&nbsp;Qantas Airways Ltd. | 2.950% | &nbsp;&nbsp;&nbsp;&nbsp; 11/27/29 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 5260 | &nbsp;&nbsp;&nbsp;&nbsp; 3071 |
| &nbsp;&nbsp;&nbsp;Qantas Airways Ltd. | 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 9/9/30 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 6470 | &nbsp;&nbsp;&nbsp;&nbsp; 4146 |
| &nbsp;&nbsp;&nbsp;Scentre Group Trust 1 | 3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 7/16/26 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 2259 | &nbsp;&nbsp;&nbsp;&nbsp; 2978 |
| &nbsp;&nbsp;&nbsp;Scentre Group Trust 1 | 5.900% | &nbsp;&nbsp;&nbsp;&nbsp; 11/27/34 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 6500 | &nbsp;&nbsp;&nbsp;&nbsp; 4252 |
| &nbsp;&nbsp;&nbsp;Scentre Group Trust 1 / Scentre Group Trust 2 | 1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 4/11/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4461 | &nbsp;&nbsp;&nbsp;&nbsp; 4882 |
| &nbsp;&nbsp;&nbsp;Scentre Group Trust 1 / Scentre Group Trust 2 | 1.450% | &nbsp;&nbsp;&nbsp;&nbsp; 3/28/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3042 | &nbsp;&nbsp;&nbsp;&nbsp; 3269 |
| &nbsp;&nbsp;&nbsp;SGSP Australia Assets Pty Ltd. | 1.843% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp;&nbsp; 1175 |
| &nbsp;&nbsp;&nbsp;Sydney Airport Finance Co. Pty Ltd. | 4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 5/3/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 11000 | &nbsp;&nbsp;&nbsp;&nbsp; 13110 |
| &nbsp;&nbsp;&nbsp;Sydney Airport Finance Co. Pty Ltd. | 5.900% | &nbsp;&nbsp;&nbsp;&nbsp; 4/19/34 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 20000 | &nbsp;&nbsp;&nbsp;&nbsp; 13091 |
| &nbsp;&nbsp;&nbsp;Telstra Corp. Ltd. | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/19/27 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 1110 | &nbsp;&nbsp;&nbsp;&nbsp; 711 |
| &nbsp;&nbsp;&nbsp;Telstra Corp. Ltd. | 1.375% | &nbsp;&nbsp;&nbsp;&nbsp; 3/26/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2737 | &nbsp;&nbsp;&nbsp;&nbsp; 2954 |
| &nbsp;&nbsp;&nbsp;Telstra Corp. Ltd. | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/23/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2457 | &nbsp;&nbsp;&nbsp;&nbsp; 2554 |
| &nbsp;&nbsp;&nbsp;Telstra Group Ltd. | 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 9/6/31 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 3277 |
| &nbsp;&nbsp;&nbsp;Telstra Group Ltd. | 5.650% | &nbsp;&nbsp;&nbsp;&nbsp; 3/6/34 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 3315 |
| &nbsp;&nbsp;&nbsp;Toyota Finance Australia Ltd. | 2.280% | &nbsp;&nbsp;&nbsp;&nbsp; 10/21/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7369 | &nbsp;&nbsp;&nbsp;&nbsp; 8304 |
| &nbsp;&nbsp;&nbsp;Toyota Finance Australia Ltd. | 3.386% | &nbsp;&nbsp;&nbsp;&nbsp; 3/18/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4200 | &nbsp;&nbsp;&nbsp;&nbsp; 4841 |
| &nbsp;&nbsp;&nbsp;Transurban Finance Co. Pty Ltd. | 4.555% | &nbsp;&nbsp;&nbsp;&nbsp; 11/14/28 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 787 | &nbsp;&nbsp;&nbsp;&nbsp; 583 |
| &nbsp;&nbsp;&nbsp;Transurban Finance Co. Pty Ltd. | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/8/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 12461 | &nbsp;&nbsp;&nbsp;&nbsp; 14135 |
| &nbsp;&nbsp;&nbsp;Transurban Finance Co. Pty Ltd. | 3.713% | &nbsp;&nbsp;&nbsp;&nbsp; 3/12/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6000 | &nbsp;&nbsp;&nbsp;&nbsp; 6963 |
| &nbsp;&nbsp;&nbsp;Transurban Finance Co. Pty Ltd. | 4.225% | &nbsp;&nbsp;&nbsp;&nbsp; 4/26/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4000 | &nbsp;&nbsp;&nbsp;&nbsp; 4742 |
| &nbsp;&nbsp;&nbsp;Transurban Queensland Finance Pty Ltd. | 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 8/5/31 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 740 | &nbsp;&nbsp;&nbsp;&nbsp; 420 |
| &nbsp;&nbsp;&nbsp;University of Technology Sydney | 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 7/20/27 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 80 | &nbsp;&nbsp;&nbsp;&nbsp; 51 |
| &nbsp;&nbsp;&nbsp;Vicinity Centres Trust | 1.125% | &nbsp;&nbsp;&nbsp;&nbsp; 11/7/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2188 | &nbsp;&nbsp;&nbsp;&nbsp; 2249 |
| &nbsp;&nbsp;&nbsp;Vicinity Centres Trust | 6.190% | &nbsp;&nbsp;&nbsp;&nbsp; 4/24/34 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 1100 | &nbsp;&nbsp;&nbsp;&nbsp; 739 |
| &nbsp;&nbsp;&nbsp;Wesfarmers Ltd. | 1.941% | &nbsp;&nbsp;&nbsp;&nbsp; 6/23/28 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 500 | &nbsp;&nbsp;&nbsp;&nbsp; 298 |
| &nbsp;&nbsp;&nbsp;Wesfarmers Ltd. | 2.550% | &nbsp;&nbsp;&nbsp;&nbsp; 6/23/31 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 5380 | &nbsp;&nbsp;&nbsp;&nbsp; 2979 |
| &nbsp;&nbsp;&nbsp;Wesfarmers Ltd. | 0.954% | &nbsp;&nbsp;&nbsp;&nbsp; 10/21/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 13264 | &nbsp;&nbsp;&nbsp;&nbsp; 12282 |
| &nbsp;&nbsp;&nbsp;WestConnex Finance Co. Pty Ltd. | 6.150% | &nbsp;&nbsp;&nbsp;&nbsp; 10/9/30 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 7000 | &nbsp;&nbsp;&nbsp;&nbsp; 4702 |
| &nbsp;&nbsp;&nbsp;WestConnex Finance Co. Pty Ltd. | 3.150% | &nbsp;&nbsp;&nbsp;&nbsp; 3/31/31 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 1140 | &nbsp;&nbsp;&nbsp;&nbsp; 652 |
| &nbsp;&nbsp;&nbsp;Westpac Banking Corp. | 4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 6/4/26 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 1500 | &nbsp;&nbsp;&nbsp;&nbsp; 962 |
| &nbsp;&nbsp;&nbsp;Westpac Banking Corp. | 1.079% | &nbsp;&nbsp;&nbsp;&nbsp; 4/5/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10079 | &nbsp;&nbsp;&nbsp;&nbsp; 11169 |
| &nbsp;&nbsp;&nbsp;Westpac Banking Corp. | 0.875% | &nbsp;&nbsp;&nbsp;&nbsp; 4/17/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp; 110 |
| &nbsp;&nbsp;&nbsp;Westpac Banking Corp. | 1.125% | &nbsp;&nbsp;&nbsp;&nbsp; 9/5/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5410 | &nbsp;&nbsp;&nbsp;&nbsp; 5935 |
| &nbsp;&nbsp;&nbsp;Westpac Banking Corp. | 4.800% | &nbsp;&nbsp;&nbsp;&nbsp; 2/16/28 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 12000 | &nbsp;&nbsp;&nbsp;&nbsp; 7838 |

---

------

Total International Bond II Index Fund

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;&nbsp;&nbsp;Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Westpac Banking Corp. | 1.450% | &nbsp;&nbsp;&nbsp;&nbsp; 7/17/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 382 | &nbsp;&nbsp;&nbsp;&nbsp; 418 |
|  | &nbsp;&nbsp;&nbsp;Westpac Banking Corp. | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/19/28 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 25900 | &nbsp;&nbsp;&nbsp;&nbsp; 17039 |
|  | &nbsp;&nbsp;&nbsp;Westpac Banking Corp. | 0.010% | &nbsp;&nbsp;&nbsp;&nbsp; 9/22/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 22080 | &nbsp;&nbsp;&nbsp;&nbsp; 23071 |
|  | &nbsp;&nbsp;&nbsp;Westpac Banking Corp. | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 9600 | &nbsp;&nbsp;&nbsp;&nbsp; 6319 |
|  | &nbsp;&nbsp;&nbsp;Westpac Banking Corp. | 5.100% | &nbsp;&nbsp;&nbsp;&nbsp; 5/14/29 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 78900 | &nbsp;&nbsp;&nbsp;&nbsp; 52198 |
|  | &nbsp;&nbsp;&nbsp;Westpac Banking Corp. | 3.799% | &nbsp;&nbsp;&nbsp;&nbsp; 1/17/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10000 | &nbsp;&nbsp;&nbsp;&nbsp; 11837 |
|  | &nbsp;&nbsp;&nbsp;Westpac Banking Corp. | 0.766% | &nbsp;&nbsp;&nbsp;&nbsp; 5/13/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3000 | &nbsp;&nbsp;&nbsp;&nbsp; 3318 |
|  | &nbsp;&nbsp;&nbsp;Westpac Banking Corp. | 1.375% | &nbsp;&nbsp;&nbsp;&nbsp; 5/17/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4913 | &nbsp;&nbsp;&nbsp;&nbsp; 5055 |
|  | &nbsp;&nbsp;&nbsp;Westpac Banking Corp. | 6.491% | &nbsp;&nbsp;&nbsp;&nbsp; 6/23/33 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 5900 | &nbsp;&nbsp;&nbsp;&nbsp; 3951 |
|  | &nbsp;&nbsp;&nbsp;Woolworths Group Ltd. | 1.850% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 12020 | &nbsp;&nbsp;&nbsp;&nbsp; 7272 |
|  | &nbsp;&nbsp;&nbsp;Woolworths Group Ltd. | 0.375% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 12700 | &nbsp;&nbsp;&nbsp;&nbsp; 13117 |
|  | &nbsp;&nbsp;&nbsp;Woolworths Group Ltd. | 2.800% | &nbsp;&nbsp;&nbsp;&nbsp; 5/20/30 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 5660 | &nbsp;&nbsp;&nbsp;&nbsp; 3270 |
|  | &nbsp;&nbsp;&nbsp;Woolworths Group Ltd. | 5.762% | &nbsp;&nbsp;&nbsp;&nbsp; 4/18/31 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 3315 |
|  | &nbsp;&nbsp;&nbsp;WSO Finance Pty Ltd. | 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/31/27 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 1270 | &nbsp;&nbsp;&nbsp;&nbsp; 820 |
|  |  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **770074** |
| **Austria (0.3%)** | **Austria (0.3%)** | **Austria (0.3%)** | **Austria (0.3%)** |  |  |  |
|  | &nbsp;&nbsp;&nbsp;BAWAG PSK Bank fuer Arbeit und Wirtschaft und Oesterreichische Postsparkasse AG | 1.125% | &nbsp;&nbsp;&nbsp;&nbsp; 7/31/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 39200 | &nbsp;&nbsp;&nbsp;&nbsp; 42694 |
|  | &nbsp;&nbsp;&nbsp;BAWAG PSK Bank fuer Arbeit und Wirtschaft und Oesterreichische Postsparkasse AG | 1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/8/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10000 | &nbsp;&nbsp;&nbsp;&nbsp; 10897 |
|  | &nbsp;&nbsp;&nbsp;BAWAG PSK Bank fuer Arbeit und Wirtschaft und Oesterreichische Postsparkasse AG | 0.375% | &nbsp;&nbsp;&nbsp;&nbsp; 3/25/41 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 12000 | &nbsp;&nbsp;&nbsp;&nbsp; 8735 |
|  | &nbsp;&nbsp;&nbsp;Erste Group Bank AG | 0.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/17/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 8000 | &nbsp;&nbsp;&nbsp;&nbsp; 8717 |
|  | &nbsp;&nbsp;&nbsp;Erste Group Bank AG | 0.010% | &nbsp;&nbsp;&nbsp;&nbsp; 9/11/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 17500 | &nbsp;&nbsp;&nbsp;&nbsp; 17841 |
|  | &nbsp;&nbsp;&nbsp;Erste Group Bank AG | 0.250% | &nbsp;&nbsp;&nbsp;&nbsp; 9/14/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 800 | &nbsp;&nbsp;&nbsp;&nbsp; 808 |
|  | &nbsp;&nbsp;&nbsp;Erste Group Bank AG | 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/30/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5939 |
|  | &nbsp;&nbsp;&nbsp;Erste Group Bank AG | 0.250% | &nbsp;&nbsp;&nbsp;&nbsp; 1/27/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2500 | &nbsp;&nbsp;&nbsp;&nbsp; 2414 |
|  | &nbsp;&nbsp;&nbsp;Erste Group Bank AG | 0.875% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 8000 | &nbsp;&nbsp;&nbsp;&nbsp; 8571 |
|  | &nbsp;&nbsp;&nbsp;Erste Group Bank AG | 0.875% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7400 | &nbsp;&nbsp;&nbsp;&nbsp; 6994 |
|  | &nbsp;&nbsp;&nbsp;HYPO NOE Landesbank fuer Niederoesterreich und Wien AG | 1.625% | &nbsp;&nbsp;&nbsp;&nbsp; 5/11/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 20800 | &nbsp;&nbsp;&nbsp;&nbsp; 22795 |
|  | &nbsp;&nbsp;&nbsp;Hypo Vorarlberg Bank AG | 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 2/19/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5770 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;OeBB-Infrastruktur AG | 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 10/19/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 878 | &nbsp;&nbsp;&nbsp;&nbsp; 1013 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;OeBB-Infrastruktur AG | 2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/28/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1464 | &nbsp;&nbsp;&nbsp;&nbsp; 1651 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;OeBB-Infrastruktur AG | 3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 5/18/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3413 | &nbsp;&nbsp;&nbsp;&nbsp; 4043 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;OeBB-Infrastruktur AG | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/24/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 14038 | &nbsp;&nbsp;&nbsp;&nbsp; 16193 |
|  | &nbsp;&nbsp;&nbsp;OMV AG | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 12/14/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1683 | &nbsp;&nbsp;&nbsp;&nbsp; 1866 |
|  | &nbsp;&nbsp;&nbsp;OMV AG | 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 9/27/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1500 | &nbsp;&nbsp;&nbsp;&nbsp; 1739 |
|  | &nbsp;&nbsp;&nbsp;OMV AG | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/9/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3500 | &nbsp;&nbsp;&nbsp;&nbsp; 3918 |
|  | &nbsp;&nbsp;&nbsp;OMV AG | 1.875% | &nbsp;&nbsp;&nbsp;&nbsp; 12/4/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1073 | &nbsp;&nbsp;&nbsp;&nbsp; 1186 |
|  | &nbsp;&nbsp;&nbsp;OMV AG | 2.375% | &nbsp;&nbsp;&nbsp;&nbsp; 4/9/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7317 | &nbsp;&nbsp;&nbsp;&nbsp; 7975 |
|  | &nbsp;&nbsp;&nbsp;OMV AG | 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 9/4/36 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6000 | &nbsp;&nbsp;&nbsp;&nbsp; 6868 |
|  | &nbsp;&nbsp;&nbsp;OMV AG | 2.875% | Perpetual | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4700 | &nbsp;&nbsp;&nbsp;&nbsp; 5005 |
|  | &nbsp;&nbsp;&nbsp;Raiffeisen Bank International AG | 0.375% | &nbsp;&nbsp;&nbsp;&nbsp; 9/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 8200 | &nbsp;&nbsp;&nbsp;&nbsp; 9004 |
|  | &nbsp;&nbsp;&nbsp;Raiffeisen Bank International AG | 0.050% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1500 | &nbsp;&nbsp;&nbsp;&nbsp; 1606 |
|  | &nbsp;&nbsp;&nbsp;Raiffeisen Bank International AG | 5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/27/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 15000 | &nbsp;&nbsp;&nbsp;&nbsp; 18374 |
|  | &nbsp;&nbsp;&nbsp;Raiffeisen Bank International AG | 6.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10500 | &nbsp;&nbsp;&nbsp;&nbsp; 12707 |
|  | &nbsp;&nbsp;&nbsp;Raiffeisen Bank International AG | 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/31/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10000 | &nbsp;&nbsp;&nbsp;&nbsp; 11822 |
|  | &nbsp;&nbsp;&nbsp;Raiffeisen Bank International AG | 2.875% | &nbsp;&nbsp;&nbsp;&nbsp; 6/18/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4500 | &nbsp;&nbsp;&nbsp;&nbsp; 4969 |
|  | &nbsp;&nbsp;&nbsp;Raiffeisen Bank International AG | 7.375% | &nbsp;&nbsp;&nbsp;&nbsp; 12/20/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3700 | &nbsp;&nbsp;&nbsp;&nbsp; 4490 |
|  | &nbsp;&nbsp;&nbsp;Raiffeisenlandesbank Niederoesterreich-Wien AG | 0.625% | &nbsp;&nbsp;&nbsp;&nbsp; 8/28/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2500 | &nbsp;&nbsp;&nbsp;&nbsp; 2777 |
|  | &nbsp;&nbsp;&nbsp;Raiffeisenlandesbank Niederoesterreich-Wien AG | 1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 4/21/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 20500 | &nbsp;&nbsp;&nbsp;&nbsp; 22777 |
|  | &nbsp;&nbsp;&nbsp;Raiffeisenlandesbank Niederoesterreich-Wien AG | 0.875% | &nbsp;&nbsp;&nbsp;&nbsp; 1/24/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1500 | &nbsp;&nbsp;&nbsp;&nbsp; 1633 |
|  | &nbsp;&nbsp;&nbsp;Raiffeisenlandesbank Niederoesterreich-Wien AG | 3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 7/24/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 17000 | &nbsp;&nbsp;&nbsp;&nbsp; 19810 |
|  | &nbsp;&nbsp;&nbsp;Raiffeisenlandesbank Niederoesterreich-Wien AG | 0.875% | &nbsp;&nbsp;&nbsp;&nbsp; 1/30/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6100 | &nbsp;&nbsp;&nbsp;&nbsp; 6510 |
|  | &nbsp;&nbsp;&nbsp;Raiffeisenlandesbank Niederoesterreich-Wien AG | 2.375% | &nbsp;&nbsp;&nbsp;&nbsp; 8/31/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 12500 | &nbsp;&nbsp;&nbsp;&nbsp; 13680 |
|  | &nbsp;&nbsp;&nbsp;Raiffeisenlandesbank Oberoesterreich AG | 3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 12/13/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 8000 | &nbsp;&nbsp;&nbsp;&nbsp; 9355 |
|  | &nbsp;&nbsp;&nbsp;Raiffeisen-Landesbank Steiermark AG | 2.375% | &nbsp;&nbsp;&nbsp;&nbsp; 6/14/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp; 113 |
|  | &nbsp;&nbsp;&nbsp;Raiffeisen-Landesbank Steiermark AG | 1.375% | &nbsp;&nbsp;&nbsp;&nbsp; 5/11/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2500 | &nbsp;&nbsp;&nbsp;&nbsp; 2514 |
|  | &nbsp;&nbsp;&nbsp;UniCredit Bank Austria AG | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/31/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 14200 | &nbsp;&nbsp;&nbsp;&nbsp; 16274 |
|  | &nbsp;&nbsp;&nbsp;UniCredit Bank Austria AG | 0.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/4/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5453 |
|  | &nbsp;&nbsp;&nbsp;UniCredit Bank Austria AG | 2.375% | &nbsp;&nbsp;&nbsp;&nbsp; 9/20/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2400 | &nbsp;&nbsp;&nbsp;&nbsp; 2730 |
|  | &nbsp;&nbsp;&nbsp;UNIQA Insurance Group AG | 6.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/27/46 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 900 | &nbsp;&nbsp;&nbsp;&nbsp; 1043 |
|  |  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **361273** |
| **Belgium (0.4%)** | **Belgium (0.4%)** | **Belgium (0.4%)** | **Belgium (0.4%)** |  |  |  |
|  | &nbsp;&nbsp;&nbsp;AG Insurance SA | 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/30/47 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1300 | &nbsp;&nbsp;&nbsp;&nbsp; 1470 |
|  | &nbsp;&nbsp;&nbsp;Ageas SA | 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 7/2/49 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5200 | &nbsp;&nbsp;&nbsp;&nbsp; 5792 |
|  | &nbsp;&nbsp;&nbsp;Ageas SA | 1.875% | &nbsp;&nbsp;&nbsp;&nbsp; 11/24/51 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3000 | &nbsp;&nbsp;&nbsp;&nbsp; 3000 |
|  | &nbsp;&nbsp;&nbsp;Aliaxis Finance SA | 0.875% | &nbsp;&nbsp;&nbsp;&nbsp; 11/8/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5178 |
|  | &nbsp;&nbsp;&nbsp;Anheuser-Busch InBev Finance Inc. | 4.320% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 6053 | &nbsp;&nbsp;&nbsp;&nbsp; 4108 |
|  | &nbsp;&nbsp;&nbsp;Anheuser-Busch InBev SA NV | 1.150% | &nbsp;&nbsp;&nbsp;&nbsp; 1/22/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 16589 | &nbsp;&nbsp;&nbsp;&nbsp; 18419 |
|  | &nbsp;&nbsp;&nbsp;Anheuser-Busch InBev SA NV | 1.125% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 8362 | &nbsp;&nbsp;&nbsp;&nbsp; 9218 |
|  | &nbsp;&nbsp;&nbsp;Anheuser-Busch InBev SA NV | 2.125% | &nbsp;&nbsp;&nbsp;&nbsp; 12/2/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 13940 | &nbsp;&nbsp;&nbsp;&nbsp; 15652 |

---

------

Total International Bond II Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;&nbsp;&nbsp;Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| &nbsp;&nbsp;&nbsp;Anheuser-Busch InBev SA NV | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/17/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 21508 | &nbsp;&nbsp;&nbsp;&nbsp; 24093 |
| &nbsp;&nbsp;&nbsp;Anheuser-Busch InBev SA NV | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/18/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 439 | &nbsp;&nbsp;&nbsp;&nbsp; 469 |
| &nbsp;&nbsp;&nbsp;Anheuser-Busch InBev SA NV | 1.650% | &nbsp;&nbsp;&nbsp;&nbsp; 3/28/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 16142 | &nbsp;&nbsp;&nbsp;&nbsp; 16986 |
| &nbsp;&nbsp;&nbsp;Anheuser-Busch InBev SA NV | 2.875% | &nbsp;&nbsp;&nbsp;&nbsp; 4/2/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 14513 | &nbsp;&nbsp;&nbsp;&nbsp; 16185 |
| &nbsp;&nbsp;&nbsp;Anheuser-Busch InBev SA NV | 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 1/24/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2501 | &nbsp;&nbsp;&nbsp;&nbsp; 2849 |
| &nbsp;&nbsp;&nbsp;Anheuser-Busch InBev SA NV | 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/17/36 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 11255 | &nbsp;&nbsp;&nbsp;&nbsp; 11969 |
| &nbsp;&nbsp;&nbsp;Anheuser-Busch InBev SA NV | 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/22/37 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 8000 | &nbsp;&nbsp;&nbsp;&nbsp; 9109 |
| &nbsp;&nbsp;&nbsp;Anheuser-Busch InBev SA NV | 3.700% | &nbsp;&nbsp;&nbsp;&nbsp; 4/2/40 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 11198 | &nbsp;&nbsp;&nbsp;&nbsp; 12362 |
| &nbsp;&nbsp;&nbsp;Anheuser-Busch InBev SA NV | 3.950% | &nbsp;&nbsp;&nbsp;&nbsp; 3/22/44 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4500 | &nbsp;&nbsp;&nbsp;&nbsp; 4976 |
| &nbsp;&nbsp;&nbsp;Anheuser-Busch InBev Worldwide Inc. | 4.100% | &nbsp;&nbsp;&nbsp;&nbsp; 9/6/27 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 1210 | &nbsp;&nbsp;&nbsp;&nbsp; 775 |
| &nbsp;&nbsp;&nbsp;Argenta Spaarbank NV | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/29/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3000 | &nbsp;&nbsp;&nbsp;&nbsp; 3287 |
| &nbsp;&nbsp;&nbsp;Argenta Spaarbank NV | 5.375% | &nbsp;&nbsp;&nbsp;&nbsp; 11/29/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 13000 | &nbsp;&nbsp;&nbsp;&nbsp; 15271 |
| &nbsp;&nbsp;&nbsp;Argenta Spaarbank NV | 3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 6/22/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5838 |
| &nbsp;&nbsp;&nbsp;Argenta Spaarbank NV | 1.375% | &nbsp;&nbsp;&nbsp;&nbsp; 2/8/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10000 | &nbsp;&nbsp;&nbsp;&nbsp; 10798 |
| &nbsp;&nbsp;&nbsp;Belfius Bank SA | 3.125% | &nbsp;&nbsp;&nbsp;&nbsp; 5/11/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5800 | &nbsp;&nbsp;&nbsp;&nbsp; 6572 |
| &nbsp;&nbsp;&nbsp;Belfius Bank SA | 0.125% | &nbsp;&nbsp;&nbsp;&nbsp; 9/14/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5519 |
| &nbsp;&nbsp;&nbsp;Belfius Bank SA | 0.125% | &nbsp;&nbsp;&nbsp;&nbsp; 2/8/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 8700 | &nbsp;&nbsp;&nbsp;&nbsp; 9204 |
| &nbsp;&nbsp;&nbsp;Belfius Bank SA | 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 4/19/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 13500 | &nbsp;&nbsp;&nbsp;&nbsp; 15982 |
| &nbsp;&nbsp;&nbsp;Belfius Bank SA | 4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 6/11/35 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2300 | &nbsp;&nbsp;&nbsp;&nbsp; 2706 |
| &nbsp;&nbsp;&nbsp;BNP Paribas Fortis SA | 0.875% | &nbsp;&nbsp;&nbsp;&nbsp; 3/22/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5446 |
| &nbsp;&nbsp;&nbsp;Cofinimmo SA | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/24/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2100 | &nbsp;&nbsp;&nbsp;&nbsp; 2247 |
| &nbsp;&nbsp;&nbsp;Cofinimmo SA | 0.875% | &nbsp;&nbsp;&nbsp;&nbsp; 12/2/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1800 | &nbsp;&nbsp;&nbsp;&nbsp; 1735 |
| &nbsp;&nbsp;&nbsp;Elia Group SA | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 9/5/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1300 | &nbsp;&nbsp;&nbsp;&nbsp; 1423 |
| &nbsp;&nbsp;&nbsp;Elia Transmission Belgium SA | 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 4/4/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp; 115 |
| &nbsp;&nbsp;&nbsp;Elia Transmission Belgium SA | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/7/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp; 114 |
| &nbsp;&nbsp;&nbsp;Elia Transmission Belgium SA | 0.875% | &nbsp;&nbsp;&nbsp;&nbsp; 4/28/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 21700 | &nbsp;&nbsp;&nbsp;&nbsp; 22353 |
| &nbsp;&nbsp;&nbsp;Elia Transmission Belgium SA | 3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 1/18/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7700 | &nbsp;&nbsp;&nbsp;&nbsp; 8962 |
| &nbsp;&nbsp;&nbsp;Elia Transmission Belgium SA | 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/16/36 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6000 | &nbsp;&nbsp;&nbsp;&nbsp; 6793 |
| &nbsp;&nbsp;&nbsp;Euroclear Bank SA | 3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 10/13/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5813 |
| &nbsp;&nbsp;&nbsp;Euroclear Holding NV | 1.125% | &nbsp;&nbsp;&nbsp;&nbsp; 12/7/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3000 | &nbsp;&nbsp;&nbsp;&nbsp; 3322 |
| &nbsp;&nbsp;&nbsp;Euroclear Holding NV | 2.625% | &nbsp;&nbsp;&nbsp;&nbsp; 4/11/48 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3000 | &nbsp;&nbsp;&nbsp;&nbsp; 3314 |
| &nbsp;&nbsp;&nbsp;Euroclear Investments SA | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/11/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp;&nbsp; 2142 |
| &nbsp;&nbsp;&nbsp;FLUVIUS System Operator CV | 1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 12/4/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2900 | &nbsp;&nbsp;&nbsp;&nbsp; 3239 |
| &nbsp;&nbsp;&nbsp;FLUVIUS System Operator CV | 0.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/14/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3900 | &nbsp;&nbsp;&nbsp;&nbsp; 4112 |
| &nbsp;&nbsp;&nbsp;FLUVIUS System Operator CV | 2.875% | &nbsp;&nbsp;&nbsp;&nbsp; 5/7/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4300 | &nbsp;&nbsp;&nbsp;&nbsp; 4898 |
| &nbsp;&nbsp;&nbsp;FLUVIUS System Operator CV | 0.250% | &nbsp;&nbsp;&nbsp;&nbsp; 12/2/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3300 | &nbsp;&nbsp;&nbsp;&nbsp; 3205 |
| &nbsp;&nbsp;&nbsp;FLUVIUS System Operator CV | 0.625% | &nbsp;&nbsp;&nbsp;&nbsp; 11/24/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 8500 | &nbsp;&nbsp;&nbsp;&nbsp; 8166 |
| &nbsp;&nbsp;&nbsp;FLUVIUS System Operator CV | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/6/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp;&nbsp; 2335 |
| &nbsp;&nbsp;&nbsp;FLUVIUS System Operator CV | 3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 5/9/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5822 |
| &nbsp;&nbsp;&nbsp;Groupe Bruxelles Lambert NV | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5910 |
| &nbsp;&nbsp;&nbsp;ING Belgium SA | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/19/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 15800 | &nbsp;&nbsp;&nbsp;&nbsp; 17279 |
| &nbsp;&nbsp;&nbsp;ING Belgium SA | 0.010% | &nbsp;&nbsp;&nbsp;&nbsp; 2/20/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 15000 | &nbsp;&nbsp;&nbsp;&nbsp; 15102 |
| &nbsp;&nbsp;&nbsp;ING Belgium SA | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3300 | &nbsp;&nbsp;&nbsp;&nbsp; 3812 |
| &nbsp;&nbsp;&nbsp;KBC Bank NV | 0.750% | &nbsp;&nbsp;&nbsp;&nbsp; 10/24/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3700 | &nbsp;&nbsp;&nbsp;&nbsp; 4048 |
| &nbsp;&nbsp;&nbsp;KBC Group NV | 0.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/21/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 14600 | &nbsp;&nbsp;&nbsp;&nbsp; 16019 |
| &nbsp;&nbsp;&nbsp;KBC Group NV | 5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 9/20/28 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 3000 | &nbsp;&nbsp;&nbsp;&nbsp; 4057 |
| &nbsp;&nbsp;&nbsp;KBC Group NV | 0.125% | &nbsp;&nbsp;&nbsp;&nbsp; 1/14/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 17000 | &nbsp;&nbsp;&nbsp;&nbsp; 18003 |
| &nbsp;&nbsp;&nbsp;KBC Group NV | 4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 4/19/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 15000 | &nbsp;&nbsp;&nbsp;&nbsp; 17853 |
| &nbsp;&nbsp;&nbsp;KBC Group NV | 0.625% | &nbsp;&nbsp;&nbsp;&nbsp; 12/7/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1000 | &nbsp;&nbsp;&nbsp;&nbsp; 1093 |
| &nbsp;&nbsp;&nbsp;KBC Group NV | 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/27/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 12000 | &nbsp;&nbsp;&nbsp;&nbsp; 13932 |
| &nbsp;&nbsp;&nbsp;KBC Group NV | 4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 4/25/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4000 | &nbsp;&nbsp;&nbsp;&nbsp; 4683 |
| &nbsp;&nbsp;&nbsp;KBC Group NV | 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 4/17/35 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4500 | &nbsp;&nbsp;&nbsp;&nbsp; 5291 |
| &nbsp;&nbsp;&nbsp;Proximus SADP | 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/27/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6500 | &nbsp;&nbsp;&nbsp;&nbsp; 7468 |
| &nbsp;&nbsp;&nbsp;Proximus SADP | 0.750% | &nbsp;&nbsp;&nbsp;&nbsp; 11/17/36 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5500 | &nbsp;&nbsp;&nbsp;&nbsp; 4673 |
| &nbsp;&nbsp;&nbsp;Syensqo SA | 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 12/2/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5700 | &nbsp;&nbsp;&nbsp;&nbsp; 6449 |
| &nbsp;&nbsp;&nbsp;VGP NV | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/8/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3100 | &nbsp;&nbsp;&nbsp;&nbsp; 3202 |
| &nbsp;&nbsp;&nbsp;VGP NV | 2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 1/17/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1100 | &nbsp;&nbsp;&nbsp;&nbsp; 1148 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **483365** |
| **Bermuda (0.0%)** | **Bermuda (0.0%)** | **Bermuda (0.0%)** |  |  |  |
| &nbsp;&nbsp;&nbsp;Athora Holding Ltd. | 5.875% | &nbsp;&nbsp;&nbsp;&nbsp; 9/10/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3300 | &nbsp;&nbsp;&nbsp;&nbsp; 3880 |
| **Canada (1.7%)** | **Canada (1.7%)** | **Canada (1.7%)** |  |  |  |
| &nbsp;&nbsp;&nbsp;407 International Inc. | 2.430% | &nbsp;&nbsp;&nbsp;&nbsp; 5/4/27 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1054 | &nbsp;&nbsp;&nbsp;&nbsp; 759 |
| &nbsp;&nbsp;&nbsp;407 International Inc. | 4.220% | &nbsp;&nbsp;&nbsp;&nbsp; 2/14/28 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2250 | &nbsp;&nbsp;&nbsp;&nbsp; 1674 |
| &nbsp;&nbsp;&nbsp;407 International Inc. | 3.140% | &nbsp;&nbsp;&nbsp;&nbsp; 3/6/30 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 681 | &nbsp;&nbsp;&nbsp;&nbsp; 490 |
| &nbsp;&nbsp;&nbsp;407 International Inc. | 3.430% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp;&nbsp; 1422 |
| &nbsp;&nbsp;&nbsp;407 International Inc. | 5.960% | &nbsp;&nbsp;&nbsp;&nbsp; 12/3/35 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1300 | &nbsp;&nbsp;&nbsp;&nbsp; 1095 |
| &nbsp;&nbsp;&nbsp;407 International Inc. | 5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 2/14/36 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1800 | &nbsp;&nbsp;&nbsp;&nbsp; 1471 |
| &nbsp;&nbsp;&nbsp;407 International Inc. | 4.450% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2450 | &nbsp;&nbsp;&nbsp;&nbsp; 1741 |

---

------

Total International Bond II Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;&nbsp;&nbsp;Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| &nbsp;&nbsp;&nbsp;407 International Inc. | 4.190% | &nbsp;&nbsp;&nbsp;&nbsp; 4/25/42 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2695 | &nbsp;&nbsp;&nbsp;&nbsp; 1853 |
| &nbsp;&nbsp;&nbsp;407 International Inc. | 3.650% | &nbsp;&nbsp;&nbsp;&nbsp; 9/8/44 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 4898 | &nbsp;&nbsp;&nbsp;&nbsp; 3107 |
| &nbsp;&nbsp;&nbsp;407 International Inc. | 3.300% | &nbsp;&nbsp;&nbsp;&nbsp; 3/27/45 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 500 | &nbsp;&nbsp;&nbsp;&nbsp; 300 |
| &nbsp;&nbsp;&nbsp;407 International Inc. | 3.830% | &nbsp;&nbsp;&nbsp;&nbsp; 5/11/46 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 4898 | &nbsp;&nbsp;&nbsp;&nbsp; 3168 |
| &nbsp;&nbsp;&nbsp;407 International Inc. | 3.720% | &nbsp;&nbsp;&nbsp;&nbsp; 5/11/48 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2109 | &nbsp;&nbsp;&nbsp;&nbsp; 1332 |
| &nbsp;&nbsp;&nbsp;407 International Inc. | 3.670% | &nbsp;&nbsp;&nbsp;&nbsp; 3/8/49 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 981 | &nbsp;&nbsp;&nbsp;&nbsp; 613 |
| &nbsp;&nbsp;&nbsp;407 International Inc. | 2.840% | &nbsp;&nbsp;&nbsp;&nbsp; 3/7/50 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2008 | &nbsp;&nbsp;&nbsp;&nbsp; 1074 |
| &nbsp;&nbsp;&nbsp;407 International Inc. | 4.860% | &nbsp;&nbsp;&nbsp;&nbsp; 7/31/53 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 3000 | &nbsp;&nbsp;&nbsp;&nbsp; 2246 |
| &nbsp;&nbsp;&nbsp;407 International Inc. | 4.890% | &nbsp;&nbsp;&nbsp;&nbsp; 4/4/54 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1000 | &nbsp;&nbsp;&nbsp;&nbsp; 754 |
| &nbsp;&nbsp;&nbsp;407 International Inc. | 4.540% | &nbsp;&nbsp;&nbsp;&nbsp; 10/9/54 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 4375 | &nbsp;&nbsp;&nbsp;&nbsp; 3123 |
| &nbsp;&nbsp;&nbsp;Aeroports de Montreal | 5.170% | &nbsp;&nbsp;&nbsp;&nbsp; 9/17/35 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1777 | &nbsp;&nbsp;&nbsp;&nbsp; 1404 |
| &nbsp;&nbsp;&nbsp;Aeroports de Montreal | 5.670% | &nbsp;&nbsp;&nbsp;&nbsp; 10/16/37 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1054 | &nbsp;&nbsp;&nbsp;&nbsp; 878 |
| &nbsp;&nbsp;&nbsp;Aeroports de Montreal | 5.472% | &nbsp;&nbsp;&nbsp;&nbsp; 4/16/40 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1300 | &nbsp;&nbsp;&nbsp;&nbsp; 1032 |
| &nbsp;&nbsp;&nbsp;Aeroports de Montreal | 3.030% | &nbsp;&nbsp;&nbsp;&nbsp; 4/21/50 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 4078 | &nbsp;&nbsp;&nbsp;&nbsp; 2281 |
| &nbsp;&nbsp;&nbsp;Aeroports de Montreal | 3.441% | &nbsp;&nbsp;&nbsp;&nbsp; 4/26/51 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp;&nbsp; 1201 |
| &nbsp;&nbsp;&nbsp;AIMCo Realty Investors LP | 3.367% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 924 | &nbsp;&nbsp;&nbsp;&nbsp; 673 |
| &nbsp;&nbsp;&nbsp;AIMCo Realty Investors LP | 3.043% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 981 | &nbsp;&nbsp;&nbsp;&nbsp; 705 |
| &nbsp;&nbsp;&nbsp;AIMCo Realty Investors LP | 2.712% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 5486 | &nbsp;&nbsp;&nbsp;&nbsp; 3857 |
| &nbsp;&nbsp;&nbsp;AIMCo Realty Investors LP | 4.640% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 680 | &nbsp;&nbsp;&nbsp;&nbsp; 515 |
| &nbsp;&nbsp;&nbsp;AIMCo Realty Investors LP | 4.970% | &nbsp;&nbsp;&nbsp;&nbsp; 5/23/34 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp;&nbsp; 1525 |
| &nbsp;&nbsp;&nbsp;Alberta Powerline LP | 4.065% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/53 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 3947 | &nbsp;&nbsp;&nbsp;&nbsp; 2522 |
| &nbsp;&nbsp;&nbsp;Alberta Powerline LP | 4.065% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/54 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 797 | &nbsp;&nbsp;&nbsp;&nbsp; 509 |
| &nbsp;&nbsp;&nbsp;Alectra Inc. | 2.488% | &nbsp;&nbsp;&nbsp;&nbsp; 5/17/27 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 5415 | &nbsp;&nbsp;&nbsp;&nbsp; 3883 |
| &nbsp;&nbsp;&nbsp;Alectra Inc. | 1.751% | &nbsp;&nbsp;&nbsp;&nbsp; 2/11/31 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 4600 | &nbsp;&nbsp;&nbsp;&nbsp; 3038 |
| &nbsp;&nbsp;&nbsp;Alectra Inc. | 4.309% | &nbsp;&nbsp;&nbsp;&nbsp; 10/30/34 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1425 | &nbsp;&nbsp;&nbsp;&nbsp; 1055 |
| &nbsp;&nbsp;&nbsp;Alectra Inc. | 3.958% | &nbsp;&nbsp;&nbsp;&nbsp; 7/30/42 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 900 | &nbsp;&nbsp;&nbsp;&nbsp; 599 |
| &nbsp;&nbsp;&nbsp;Alectra Inc. | 3.458% | &nbsp;&nbsp;&nbsp;&nbsp; 4/12/49 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1193 | &nbsp;&nbsp;&nbsp;&nbsp; 714 |
| &nbsp;&nbsp;&nbsp;Alectra Inc. | 5.225% | &nbsp;&nbsp;&nbsp;&nbsp; 11/14/52 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 900 | &nbsp;&nbsp;&nbsp;&nbsp; 708 |
| &nbsp;&nbsp;&nbsp;Alimentation Couche-Tard Inc. | 4.603% | &nbsp;&nbsp;&nbsp;&nbsp; 1/25/29 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 3746 |
| &nbsp;&nbsp;&nbsp;Alimentation Couche-Tard Inc. | 5.592% | &nbsp;&nbsp;&nbsp;&nbsp; 9/25/30 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 6000 | &nbsp;&nbsp;&nbsp;&nbsp; 4683 |
| &nbsp;&nbsp;&nbsp;Alimentation Couche-Tard Inc. | 3.647% | &nbsp;&nbsp;&nbsp;&nbsp; 5/12/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6000 | &nbsp;&nbsp;&nbsp;&nbsp; 6872 |
| &nbsp;&nbsp;&nbsp;Alimentation Couche-Tard Inc. | 4.011% | &nbsp;&nbsp;&nbsp;&nbsp; 2/12/36 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4000 | &nbsp;&nbsp;&nbsp;&nbsp; 4492 |
| &nbsp;&nbsp;&nbsp;AltaGas Ltd. | 3.980% | &nbsp;&nbsp;&nbsp;&nbsp; 10/4/27 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1475 | &nbsp;&nbsp;&nbsp;&nbsp; 1082 |
| &nbsp;&nbsp;&nbsp;AltaGas Ltd. | 2.075% | &nbsp;&nbsp;&nbsp;&nbsp; 5/30/28 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2180 | &nbsp;&nbsp;&nbsp;&nbsp; 1514 |
| &nbsp;&nbsp;&nbsp;AltaGas Ltd. | 4.672% | &nbsp;&nbsp;&nbsp;&nbsp; 1/8/29 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2500 | &nbsp;&nbsp;&nbsp;&nbsp; 1875 |
| &nbsp;&nbsp;&nbsp;AltaGas Ltd. | 2.477% | &nbsp;&nbsp;&nbsp;&nbsp; 11/30/30 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1000 | &nbsp;&nbsp;&nbsp;&nbsp; 672 |
| &nbsp;&nbsp;&nbsp;AltaGas Ltd. | 5.141% | &nbsp;&nbsp;&nbsp;&nbsp; 3/14/34 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2500 | &nbsp;&nbsp;&nbsp;&nbsp; 1889 |
| &nbsp;&nbsp;&nbsp;AltaGas Ltd. | 5.597% | &nbsp;&nbsp;&nbsp;&nbsp; 3/14/54 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp;&nbsp; 1502 |
| &nbsp;&nbsp;&nbsp;AltaLink LP | 4.692% | &nbsp;&nbsp;&nbsp;&nbsp; 11/28/32 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 4550 | &nbsp;&nbsp;&nbsp;&nbsp; 3490 |
| &nbsp;&nbsp;&nbsp;AltaLink LP | 4.872% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2501 | &nbsp;&nbsp;&nbsp;&nbsp; 1861 |
| &nbsp;&nbsp;&nbsp;AltaLink LP | 4.462% | &nbsp;&nbsp;&nbsp;&nbsp; 11/8/41 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1177 | &nbsp;&nbsp;&nbsp;&nbsp; 836 |
| &nbsp;&nbsp;&nbsp;AltaLink LP | 3.990% | &nbsp;&nbsp;&nbsp;&nbsp; 6/30/42 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2334 | &nbsp;&nbsp;&nbsp;&nbsp; 1565 |
| &nbsp;&nbsp;&nbsp;AltaLink LP | 4.922% | &nbsp;&nbsp;&nbsp;&nbsp; 9/17/43 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1471 | &nbsp;&nbsp;&nbsp;&nbsp; 1104 |
| &nbsp;&nbsp;&nbsp;AltaLink LP | 4.054% | &nbsp;&nbsp;&nbsp;&nbsp; 11/21/44 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1089 | &nbsp;&nbsp;&nbsp;&nbsp; 731 |
| &nbsp;&nbsp;&nbsp;AltaLink LP | 4.090% | &nbsp;&nbsp;&nbsp;&nbsp; 6/30/45 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1537 | &nbsp;&nbsp;&nbsp;&nbsp; 1035 |
| &nbsp;&nbsp;&nbsp;AltaLink LP | 3.717% | &nbsp;&nbsp;&nbsp;&nbsp; 12/3/46 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2232 | &nbsp;&nbsp;&nbsp;&nbsp; 1417 |
| &nbsp;&nbsp;&nbsp;AltaLink LP | 4.446% | &nbsp;&nbsp;&nbsp;&nbsp; 7/11/53 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 700 | &nbsp;&nbsp;&nbsp;&nbsp; 492 |
| &nbsp;&nbsp;&nbsp;AltaLink LP | 4.742% | &nbsp;&nbsp;&nbsp;&nbsp; 5/22/54 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1500 | &nbsp;&nbsp;&nbsp;&nbsp; 1104 |
| &nbsp;&nbsp;&nbsp;AltaLink LP | 5.463% | &nbsp;&nbsp;&nbsp;&nbsp; 10/11/55 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp;&nbsp; 1643 |
| &nbsp;&nbsp;&nbsp;ARC Resources Ltd. | 3.465% | &nbsp;&nbsp;&nbsp;&nbsp; 3/10/31 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2147 | &nbsp;&nbsp;&nbsp;&nbsp; 1495 |
| &nbsp;&nbsp;&nbsp;Athabasca Indigenous Midstream LP | 6.069% | &nbsp;&nbsp;&nbsp;&nbsp; 2/5/42 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 396 | &nbsp;&nbsp;&nbsp;&nbsp; 308 |
| &nbsp;&nbsp;&nbsp;Bank of Montreal | 1.551% | &nbsp;&nbsp;&nbsp;&nbsp; 5/28/26 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 4813 | &nbsp;&nbsp;&nbsp;&nbsp; 3444 |
| &nbsp;&nbsp;&nbsp;Bank of Montreal | 3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 7/4/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 8000 | &nbsp;&nbsp;&nbsp;&nbsp; 9202 |
| &nbsp;&nbsp;&nbsp;Bank of Montreal | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/9/26 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 1700 | &nbsp;&nbsp;&nbsp;&nbsp; 2156 |
| &nbsp;&nbsp;&nbsp;Bank of Montreal | 2.700% | &nbsp;&nbsp;&nbsp;&nbsp; 12/9/26 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 4898 | &nbsp;&nbsp;&nbsp;&nbsp; 3548 |
| &nbsp;&nbsp;&nbsp;Bank of Montreal | 3.650% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 7764 | &nbsp;&nbsp;&nbsp;&nbsp; 5683 |
| &nbsp;&nbsp;&nbsp;Bank of Montreal | 4.309% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 3708 |
| &nbsp;&nbsp;&nbsp;Bank of Montreal | 4.709% | &nbsp;&nbsp;&nbsp;&nbsp; 12/7/27 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 17686 | &nbsp;&nbsp;&nbsp;&nbsp; 13273 |
| &nbsp;&nbsp;&nbsp;Bank of Montreal | 3.190% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 9461 | &nbsp;&nbsp;&nbsp;&nbsp; 6880 |
| &nbsp;&nbsp;&nbsp;Bank of Montreal | 5.039% | &nbsp;&nbsp;&nbsp;&nbsp; 5/29/28 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 12514 | &nbsp;&nbsp;&nbsp;&nbsp; 9517 |
| &nbsp;&nbsp;&nbsp;Bank of Montreal | 4.537% | &nbsp;&nbsp;&nbsp;&nbsp; 12/18/28 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 10000 | &nbsp;&nbsp;&nbsp;&nbsp; 7523 |
| &nbsp;&nbsp;&nbsp;Bank of Montreal | 0.050% | &nbsp;&nbsp;&nbsp;&nbsp; 6/8/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 14819 | &nbsp;&nbsp;&nbsp;&nbsp; 15214 |
| &nbsp;&nbsp;&nbsp;Bank of Montreal | 4.420% | &nbsp;&nbsp;&nbsp;&nbsp; 7/17/29 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 7500 | &nbsp;&nbsp;&nbsp;&nbsp; 5630 |
| &nbsp;&nbsp;&nbsp;Bank of Montreal | 1.928% | &nbsp;&nbsp;&nbsp;&nbsp; 7/22/31 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 4087 | &nbsp;&nbsp;&nbsp;&nbsp; 2914 |
| &nbsp;&nbsp;&nbsp;Bank of Montreal | 6.534% | &nbsp;&nbsp;&nbsp;&nbsp; 10/27/32 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2700 | &nbsp;&nbsp;&nbsp;&nbsp; 2092 |
| &nbsp;&nbsp;&nbsp;Bank of Montreal | 6.034% | &nbsp;&nbsp;&nbsp;&nbsp; 9/7/33 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 10250 | &nbsp;&nbsp;&nbsp;&nbsp; 7938 |
| &nbsp;&nbsp;&nbsp;Bank of Nova Scotia | 5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/8/26 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 16000 | &nbsp;&nbsp;&nbsp;&nbsp; 11891 |
| &nbsp;&nbsp;&nbsp;Bank of Nova Scotia | 0.125% | &nbsp;&nbsp;&nbsp;&nbsp; 9/4/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4062 | &nbsp;&nbsp;&nbsp;&nbsp; 4475 |
| &nbsp;&nbsp;&nbsp;Bank of Nova Scotia | 1.850% | &nbsp;&nbsp;&nbsp;&nbsp; 11/2/26 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 10694 | &nbsp;&nbsp;&nbsp;&nbsp; 7630 |
| &nbsp;&nbsp;&nbsp;Bank of Nova Scotia | 2.620% | &nbsp;&nbsp;&nbsp;&nbsp; 12/2/26 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 7346 | &nbsp;&nbsp;&nbsp;&nbsp; 5312 |

---

------

Total International Bond II Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;&nbsp;&nbsp;Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| &nbsp;&nbsp;&nbsp;Bank of Nova Scotia | 2.950% | &nbsp;&nbsp;&nbsp;&nbsp; 3/8/27 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 54223 | &nbsp;&nbsp;&nbsp;&nbsp; 39201 |
| &nbsp;&nbsp;&nbsp;Bank of Nova Scotia | 0.010% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 27319 | &nbsp;&nbsp;&nbsp;&nbsp; 29236 |
| &nbsp;&nbsp;&nbsp;Bank of Nova Scotia | 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 1/18/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 48000 | &nbsp;&nbsp;&nbsp;&nbsp; 55800 |
| &nbsp;&nbsp;&nbsp;Bank of Nova Scotia | 4.680% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 7500 | &nbsp;&nbsp;&nbsp;&nbsp; 5675 |
| &nbsp;&nbsp;&nbsp;Bank of Nova Scotia | 3.934% | &nbsp;&nbsp;&nbsp;&nbsp; 5/3/32 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 7070 | &nbsp;&nbsp;&nbsp;&nbsp; 5166 |
| &nbsp;&nbsp;&nbsp;Bank of Nova Scotia | 5.679% | &nbsp;&nbsp;&nbsp;&nbsp; 8/2/33 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1725 | &nbsp;&nbsp;&nbsp;&nbsp; 1320 |
| &nbsp;&nbsp;&nbsp;Bank of Nova Scotia | 4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1710 | &nbsp;&nbsp;&nbsp;&nbsp; 1284 |
| &nbsp;&nbsp;&nbsp;Bank of Nova Scotia | 4.442% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 10000 | &nbsp;&nbsp;&nbsp;&nbsp; 7352 |
| &nbsp;&nbsp;&nbsp;BCI QuadReal Realty | 1.747% | &nbsp;&nbsp;&nbsp;&nbsp; 7/24/30 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 23686 | &nbsp;&nbsp;&nbsp;&nbsp; 15692 |
| &nbsp;&nbsp;&nbsp;bcIMC Realty Corp. | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/31/27 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1074 | &nbsp;&nbsp;&nbsp;&nbsp; 777 |
| &nbsp;&nbsp;&nbsp;Bell Telephone Co. of Canada or Bell Canada | 2.900% | &nbsp;&nbsp;&nbsp;&nbsp; 8/12/26 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1471 | &nbsp;&nbsp;&nbsp;&nbsp; 1064 |
| &nbsp;&nbsp;&nbsp;Bell Telephone Co. of Canada or Bell Canada | 1.650% | &nbsp;&nbsp;&nbsp;&nbsp; 8/16/27 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 3000 | &nbsp;&nbsp;&nbsp;&nbsp; 2112 |
| &nbsp;&nbsp;&nbsp;Bell Telephone Co. of Canada or Bell Canada | 3.600% | &nbsp;&nbsp;&nbsp;&nbsp; 9/29/27 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 16000 | &nbsp;&nbsp;&nbsp;&nbsp; 11690 |
| &nbsp;&nbsp;&nbsp;Bell Telephone Co. of Canada or Bell Canada | 3.800% | &nbsp;&nbsp;&nbsp;&nbsp; 8/21/28 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 20771 | &nbsp;&nbsp;&nbsp;&nbsp; 15230 |
| &nbsp;&nbsp;&nbsp;Bell Telephone Co. of Canada or Bell Canada | 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2600 | &nbsp;&nbsp;&nbsp;&nbsp; 1996 |
| &nbsp;&nbsp;&nbsp;Bell Telephone Co. of Canada or Bell Canada | 4.550% | &nbsp;&nbsp;&nbsp;&nbsp; 2/9/30 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 9400 | &nbsp;&nbsp;&nbsp;&nbsp; 7060 |
| &nbsp;&nbsp;&nbsp;Bell Telephone Co. of Canada or Bell Canada | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/17/31 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2350 | &nbsp;&nbsp;&nbsp;&nbsp; 1624 |
| &nbsp;&nbsp;&nbsp;Bell Telephone Co. of Canada or Bell Canada | 7.850% | &nbsp;&nbsp;&nbsp;&nbsp; 4/2/31 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2450 | &nbsp;&nbsp;&nbsp;&nbsp; 2090 |
| &nbsp;&nbsp;&nbsp;Bell Telephone Co. of Canada or Bell Canada | 5.150% | &nbsp;&nbsp;&nbsp;&nbsp; 8/24/34 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 3750 | &nbsp;&nbsp;&nbsp;&nbsp; 2861 |
| &nbsp;&nbsp;&nbsp;Bell Telephone Co. of Canada or Bell Canada | 6.170% | &nbsp;&nbsp;&nbsp;&nbsp; 2/26/37 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 400 | &nbsp;&nbsp;&nbsp;&nbsp; 331 |
| &nbsp;&nbsp;&nbsp;Bell Telephone Co. of Canada or Bell Canada | 4.350% | &nbsp;&nbsp;&nbsp;&nbsp; 12/18/45 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 3137 | &nbsp;&nbsp;&nbsp;&nbsp; 2027 |
| &nbsp;&nbsp;&nbsp;Bell Telephone Co. of Canada or Bell Canada | 4.450% | &nbsp;&nbsp;&nbsp;&nbsp; 2/27/47 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 3066 | &nbsp;&nbsp;&nbsp;&nbsp; 2003 |
| &nbsp;&nbsp;&nbsp;Bell Telephone Co. of Canada or Bell Canada | 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 9/30/50 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2043 | &nbsp;&nbsp;&nbsp;&nbsp; 1122 |
| &nbsp;&nbsp;&nbsp;Bell Telephone Co. of Canada or Bell Canada | 4.050% | &nbsp;&nbsp;&nbsp;&nbsp; 3/17/51 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2194 | &nbsp;&nbsp;&nbsp;&nbsp; 1331 |
| &nbsp;&nbsp;&nbsp;Bell Telephone Co. of Canada or Bell Canada | 5.600% | &nbsp;&nbsp;&nbsp;&nbsp; 8/11/53 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 10650 | &nbsp;&nbsp;&nbsp;&nbsp; 8143 |
| &nbsp;&nbsp;&nbsp;Bridging North America GP | 4.341% | &nbsp;&nbsp;&nbsp;&nbsp; 8/31/53 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 615 | &nbsp;&nbsp;&nbsp;&nbsp; 382 |
| &nbsp;&nbsp;&nbsp;British Columbia Ferry Services Inc. | 5.021% | &nbsp;&nbsp;&nbsp;&nbsp; 3/20/37 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1550 | &nbsp;&nbsp;&nbsp;&nbsp; 1168 |
| &nbsp;&nbsp;&nbsp;British Columbia Ferry Services Inc. | 4.702% | &nbsp;&nbsp;&nbsp;&nbsp; 10/23/43 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2746 | &nbsp;&nbsp;&nbsp;&nbsp; 2005 |
| &nbsp;&nbsp;&nbsp;British Columbia Ferry Services Inc. | 4.289% | &nbsp;&nbsp;&nbsp;&nbsp; 4/28/44 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 500 | &nbsp;&nbsp;&nbsp;&nbsp; 347 |
| &nbsp;&nbsp;&nbsp;British Columbia Ferry Services Inc. | 2.794% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 950 | &nbsp;&nbsp;&nbsp;&nbsp; 503 |
| &nbsp;&nbsp;&nbsp;Brookfield Corp. | 3.800% | &nbsp;&nbsp;&nbsp;&nbsp; 3/16/27 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2075 | &nbsp;&nbsp;&nbsp;&nbsp; 1518 |
| &nbsp;&nbsp;&nbsp;Brookfield Corp. | 5.950% | &nbsp;&nbsp;&nbsp;&nbsp; 6/14/35 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp;&nbsp; 1607 |
| &nbsp;&nbsp;&nbsp;Brookfield Finance II Inc. | 5.431% | &nbsp;&nbsp;&nbsp;&nbsp; 12/14/32 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 4100 | &nbsp;&nbsp;&nbsp;&nbsp; 3178 |
| &nbsp;&nbsp;&nbsp;Brookfield Infrastructure Finance ULC | 4.193% | &nbsp;&nbsp;&nbsp;&nbsp; 9/11/28 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2082 | &nbsp;&nbsp;&nbsp;&nbsp; 1538 |
| &nbsp;&nbsp;&nbsp;Brookfield Infrastructure Finance ULC | 5.710% | &nbsp;&nbsp;&nbsp;&nbsp; 7/27/30 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 4700 | &nbsp;&nbsp;&nbsp;&nbsp; 3689 |
| &nbsp;&nbsp;&nbsp;Brookfield Infrastructure Finance ULC | 2.855% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 10681 | &nbsp;&nbsp;&nbsp;&nbsp; 7038 |
| &nbsp;&nbsp;&nbsp;Brookfield Infrastructure Finance ULC | 5.439% | &nbsp;&nbsp;&nbsp;&nbsp; 4/25/34 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 5148 | &nbsp;&nbsp;&nbsp;&nbsp; 3960 |
| &nbsp;&nbsp;&nbsp;Brookfield Infrastructure Finance ULC | 5.789% | &nbsp;&nbsp;&nbsp;&nbsp; 4/25/52 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 770 | &nbsp;&nbsp;&nbsp;&nbsp; 590 |
| &nbsp;&nbsp;&nbsp;Brookfield Infrastructure Finance ULC | 5.950% | &nbsp;&nbsp;&nbsp;&nbsp; 7/27/53 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1000 | &nbsp;&nbsp;&nbsp;&nbsp; 783 |
| &nbsp;&nbsp;&nbsp;Brookfield Renewable Partners ULC | 3.630% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1910 | &nbsp;&nbsp;&nbsp;&nbsp; 1393 |
| &nbsp;&nbsp;&nbsp;Brookfield Renewable Partners ULC | 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2750 | &nbsp;&nbsp;&nbsp;&nbsp; 2036 |
| &nbsp;&nbsp;&nbsp;Brookfield Renewable Partners ULC | 3.380% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2695 | &nbsp;&nbsp;&nbsp;&nbsp; 1924 |
| &nbsp;&nbsp;&nbsp;Brookfield Renewable Partners ULC | 5.292% | &nbsp;&nbsp;&nbsp;&nbsp; 10/28/33 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp;&nbsp; 1542 |
| &nbsp;&nbsp;&nbsp;Brookfield Renewable Partners ULC | 4.290% | &nbsp;&nbsp;&nbsp;&nbsp; 11/5/49 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1910 | &nbsp;&nbsp;&nbsp;&nbsp; 1199 |
| &nbsp;&nbsp;&nbsp;Brookfield Renewable Partners ULC | 3.330% | &nbsp;&nbsp;&nbsp;&nbsp; 8/13/50 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 3104 | &nbsp;&nbsp;&nbsp;&nbsp; 1649 |
| &nbsp;&nbsp;&nbsp;Brookfield Renewable Partners ULC | 5.318% | &nbsp;&nbsp;&nbsp;&nbsp; 1/10/54 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2355 | &nbsp;&nbsp;&nbsp;&nbsp; 1722 |
| &nbsp;&nbsp;&nbsp;Bruce Power LP | 3.969% | &nbsp;&nbsp;&nbsp;&nbsp; 6/23/26 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 7450 | &nbsp;&nbsp;&nbsp;&nbsp; 5442 |
| &nbsp;&nbsp;&nbsp;Bruce Power LP | 4.700% | &nbsp;&nbsp;&nbsp;&nbsp; 12/21/27 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp;&nbsp; 1501 |
| &nbsp;&nbsp;&nbsp;Bruce Power LP | 2.680% | &nbsp;&nbsp;&nbsp;&nbsp; 12/21/28 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 3000 | &nbsp;&nbsp;&nbsp;&nbsp; 2122 |
| &nbsp;&nbsp;&nbsp;Bruce Power LP | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/21/30 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2459 | &nbsp;&nbsp;&nbsp;&nbsp; 1817 |
| &nbsp;&nbsp;&nbsp;Bruce Power LP | 4.700% | &nbsp;&nbsp;&nbsp;&nbsp; 6/21/31 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp;&nbsp; 1516 |
| &nbsp;&nbsp;&nbsp;Bruce Power LP | 4.990% | &nbsp;&nbsp;&nbsp;&nbsp; 12/21/32 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1000 | &nbsp;&nbsp;&nbsp;&nbsp; 766 |
| &nbsp;&nbsp;&nbsp;Bruce Power LP | 4.132% | &nbsp;&nbsp;&nbsp;&nbsp; 6/21/33 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 3855 | &nbsp;&nbsp;&nbsp;&nbsp; 2785 |
| &nbsp;&nbsp;&nbsp;Calgary Airport Authority | 3.199% | &nbsp;&nbsp;&nbsp;&nbsp; 10/7/36 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 8099 | &nbsp;&nbsp;&nbsp;&nbsp; 5284 |
| &nbsp;&nbsp;&nbsp;Calgary Airport Authority | 3.341% | &nbsp;&nbsp;&nbsp;&nbsp; 10/7/38 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 4648 | &nbsp;&nbsp;&nbsp;&nbsp; 3030 |
| &nbsp;&nbsp;&nbsp;Calgary Airport Authority | 3.454% | &nbsp;&nbsp;&nbsp;&nbsp; 10/7/41 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1450 | &nbsp;&nbsp;&nbsp;&nbsp; 914 |
| &nbsp;&nbsp;&nbsp;Cameco Corp. | 2.950% | &nbsp;&nbsp;&nbsp;&nbsp; 10/21/27 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1578 | &nbsp;&nbsp;&nbsp;&nbsp; 1132 |
| &nbsp;&nbsp;&nbsp;Canadian Imperial Bank of Commerce | 1.700% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 6199 | &nbsp;&nbsp;&nbsp;&nbsp; 4434 |
| &nbsp;&nbsp;&nbsp;Canadian Imperial Bank of Commerce | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 12/7/26 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 18500 | &nbsp;&nbsp;&nbsp;&nbsp; 13809 |
| &nbsp;&nbsp;&nbsp;Canadian Imperial Bank of Commerce | 2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 1/7/27 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 11897 | &nbsp;&nbsp;&nbsp;&nbsp; 8510 |
| &nbsp;&nbsp;&nbsp;Canadian Imperial Bank of Commerce | 4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 6/29/27 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 12000 | &nbsp;&nbsp;&nbsp;&nbsp; 9013 |
| &nbsp;&nbsp;&nbsp;Canadian Imperial Bank of Commerce | 5.050% | &nbsp;&nbsp;&nbsp;&nbsp; 10/7/27 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 5800 | &nbsp;&nbsp;&nbsp;&nbsp; 4377 |
| &nbsp;&nbsp;&nbsp;Canadian Imperial Bank of Commerce | 5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 1/14/28 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 4900 | &nbsp;&nbsp;&nbsp;&nbsp; 3750 |
| &nbsp;&nbsp;&nbsp;Canadian Imperial Bank of Commerce | 1.910% | &nbsp;&nbsp;&nbsp;&nbsp; 7/14/28 | &nbsp;&nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp; 10000 | &nbsp;&nbsp;&nbsp;&nbsp; 12676 |
| &nbsp;&nbsp;&nbsp;Canadian Imperial Bank of Commerce | 0.010% | &nbsp;&nbsp;&nbsp;&nbsp; 4/30/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 31454 | &nbsp;&nbsp;&nbsp;&nbsp; 32417 |
| &nbsp;&nbsp;&nbsp;Canadian Imperial Bank of Commerce | 4.200% | &nbsp;&nbsp;&nbsp;&nbsp; 4/7/32 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 4042 | &nbsp;&nbsp;&nbsp;&nbsp; 2968 |
| &nbsp;&nbsp;&nbsp;Canadian Imperial Bank of Commerce | 5.330% | &nbsp;&nbsp;&nbsp;&nbsp; 1/20/33 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 4000 | &nbsp;&nbsp;&nbsp;&nbsp; 3021 |
| &nbsp;&nbsp;&nbsp;Canadian Imperial Bank of Commerce | 5.350% | &nbsp;&nbsp;&nbsp;&nbsp; 4/20/33 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 3100 | &nbsp;&nbsp;&nbsp;&nbsp; 2347 |
| &nbsp;&nbsp;&nbsp;Canadian Imperial Bank of Commerce | 5.300% | &nbsp;&nbsp;&nbsp;&nbsp; 1/16/34 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2630 | &nbsp;&nbsp;&nbsp;&nbsp; 1996 |
| &nbsp;&nbsp;&nbsp;Canadian Imperial Bank of Commerce | 4.900% | &nbsp;&nbsp;&nbsp;&nbsp; 6/12/34 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 9700 | &nbsp;&nbsp;&nbsp;&nbsp; 7252 |

---

------

Total International Bond II Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Canadian National Railway Co. | 3.200% | &nbsp;&nbsp;&nbsp;&nbsp; 7/31/28&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1347 | &nbsp;&nbsp;&nbsp;&nbsp; 980 |
|  | &nbsp;&nbsp;&nbsp;Canadian National Railway Co. | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/8/29&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 225 | &nbsp;&nbsp;&nbsp;&nbsp; 162 |
|  | &nbsp;&nbsp;&nbsp;Canadian National Railway Co. | 4.600% | &nbsp;&nbsp;&nbsp;&nbsp; 5/2/29&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 4000 | &nbsp;&nbsp;&nbsp;&nbsp; 3037 |
|  | &nbsp;&nbsp;&nbsp;Canadian National Railway Co. | 4.150% | &nbsp;&nbsp;&nbsp;&nbsp; 5/10/30&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1400 | &nbsp;&nbsp;&nbsp;&nbsp; 1048 |
|  | &nbsp;&nbsp;&nbsp;Canadian National Railway Co. | 3.950% | &nbsp;&nbsp;&nbsp;&nbsp; 9/22/45&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp;&nbsp; 1305 |
|  | &nbsp;&nbsp;&nbsp;Canadian National Railway Co. | 3.600% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/47&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 4892 | &nbsp;&nbsp;&nbsp;&nbsp; 3004 |
|  | &nbsp;&nbsp;&nbsp;Canadian National Railway Co. | 3.600% | &nbsp;&nbsp;&nbsp;&nbsp; 7/31/48&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 3200 | &nbsp;&nbsp;&nbsp;&nbsp; 1953 |
|  | &nbsp;&nbsp;&nbsp;Canadian National Railway Co. | 3.600% | &nbsp;&nbsp;&nbsp;&nbsp; 2/8/49&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1048 | &nbsp;&nbsp;&nbsp;&nbsp; 639 |
|  | &nbsp;&nbsp;&nbsp;Canadian National Railway Co. | 3.050% | &nbsp;&nbsp;&nbsp;&nbsp; 2/8/50&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1339 | &nbsp;&nbsp;&nbsp;&nbsp; 736 |
|  | &nbsp;&nbsp;&nbsp;Canadian National Railway Co. | 4.700% | &nbsp;&nbsp;&nbsp;&nbsp; 5/10/53&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 675 | &nbsp;&nbsp;&nbsp;&nbsp; 487 |
|  | &nbsp;&nbsp;&nbsp;Canadian National Railway Co. | 5.100% | &nbsp;&nbsp;&nbsp;&nbsp; 5/2/54&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2555 | &nbsp;&nbsp;&nbsp;&nbsp; 1959 |
|  | &nbsp;&nbsp;&nbsp;Canadian Natural Resources Ltd. | 3.420% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/26&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 10260 | &nbsp;&nbsp;&nbsp;&nbsp; 7460 |
|  | &nbsp;&nbsp;&nbsp;Canadian Natural Resources Ltd. | 2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 1/17/28&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2464 | &nbsp;&nbsp;&nbsp;&nbsp; 1746 |
|  | &nbsp;&nbsp;&nbsp;Canadian Natural Resources Ltd. | 4.150% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/31&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 5800 | &nbsp;&nbsp;&nbsp;&nbsp; 4185 |
|  | &nbsp;&nbsp;&nbsp;Canadian Pacific Railway Co. | 2.540% | &nbsp;&nbsp;&nbsp;&nbsp; 2/28/28&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1535 | &nbsp;&nbsp;&nbsp;&nbsp; 1096 |
|  | &nbsp;&nbsp;&nbsp;Canadian Pacific Railway Co. | 3.150% | &nbsp;&nbsp;&nbsp;&nbsp; 3/13/29&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 4516 | &nbsp;&nbsp;&nbsp;&nbsp; 3255 |
|  | &nbsp;&nbsp;&nbsp;Canadian Pacific Railway Co. | 6.450% | &nbsp;&nbsp;&nbsp;&nbsp; 11/17/39&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 858 | &nbsp;&nbsp;&nbsp;&nbsp; 740 |
|  | &nbsp;&nbsp;&nbsp;Canadian Pacific Railway Co. | 3.050% | &nbsp;&nbsp;&nbsp;&nbsp; 3/9/50&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 3613 | &nbsp;&nbsp;&nbsp;&nbsp; 1983 |
|  | &nbsp;&nbsp;&nbsp;Canadian Tire Corp. Ltd. | 5.372% | &nbsp;&nbsp;&nbsp;&nbsp; 9/16/30&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp;&nbsp; 1542 |
|  | &nbsp;&nbsp;&nbsp;Canadian Tire Corp. Ltd. | 6.570% | &nbsp;&nbsp;&nbsp;&nbsp; 2/24/34&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 425 | &nbsp;&nbsp;&nbsp;&nbsp; 341 |
|  | &nbsp;&nbsp;&nbsp;Canadian Tire Corp. Ltd. | 5.610% | &nbsp;&nbsp;&nbsp;&nbsp; 9/4/35&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 984 | &nbsp;&nbsp;&nbsp;&nbsp; 743 |
|  | &nbsp;&nbsp;&nbsp;Canadian Utilities Ltd. | 4.851% | &nbsp;&nbsp;&nbsp;&nbsp; 6/3/52&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 620 | &nbsp;&nbsp;&nbsp;&nbsp; 448 |
|  | &nbsp;&nbsp;&nbsp;Capital City Link General Partnership | 4.386% | &nbsp;&nbsp;&nbsp;&nbsp; 3/31/46&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 375 | &nbsp;&nbsp;&nbsp;&nbsp; 259 |
|  | &nbsp;&nbsp;&nbsp;Capital Power Corp. | 5.378% | &nbsp;&nbsp;&nbsp;&nbsp; 1/25/27&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1650 | &nbsp;&nbsp;&nbsp;&nbsp; 1235 |
|  | &nbsp;&nbsp;&nbsp;Capital Power Corp. | 5.816% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/28&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp;&nbsp; 1543 |
|  | &nbsp;&nbsp;&nbsp;Capital Power Corp. | 4.424% | &nbsp;&nbsp;&nbsp;&nbsp; 2/8/30&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1139 | &nbsp;&nbsp;&nbsp;&nbsp; 838 |
|  | &nbsp;&nbsp;&nbsp;Capital Power Corp. | 3.147% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/32&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1466 | &nbsp;&nbsp;&nbsp;&nbsp; 982 |
|  | &nbsp;&nbsp;&nbsp;Capital Power Corp. | 5.973% | &nbsp;&nbsp;&nbsp;&nbsp; 1/25/34&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1265 | &nbsp;&nbsp;&nbsp;&nbsp; 992 |
|  | &nbsp;&nbsp;&nbsp;CCL Industries Inc. | 3.864% | &nbsp;&nbsp;&nbsp;&nbsp; 4/13/28&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 795 | &nbsp;&nbsp;&nbsp;&nbsp; 580 |
|  | &nbsp;&nbsp;&nbsp;Cenovus Energy Inc. | 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 2/7/28&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 10390 | &nbsp;&nbsp;&nbsp;&nbsp; 7499 |
|  | &nbsp;&nbsp;&nbsp;Central 1 Credit Union | 4.648% | &nbsp;&nbsp;&nbsp;&nbsp; 2/7/28&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp;&nbsp; 1488 |
|  | &nbsp;&nbsp;&nbsp;Central 1 Credit Union | 2.391% | &nbsp;&nbsp;&nbsp;&nbsp; 6/30/31&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2104 | &nbsp;&nbsp;&nbsp;&nbsp; 1503 |
|  | &nbsp;&nbsp;&nbsp;Choice Properties REIT | 2.848% | &nbsp;&nbsp;&nbsp;&nbsp; 5/21/27&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 3409 | &nbsp;&nbsp;&nbsp;&nbsp; 2451 |
|  | &nbsp;&nbsp;&nbsp;Choice Properties REIT | 4.178% | &nbsp;&nbsp;&nbsp;&nbsp; 3/8/28&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2450 | &nbsp;&nbsp;&nbsp;&nbsp; 1810 |
|  | &nbsp;&nbsp;&nbsp;Choice Properties REIT | 5.030% | &nbsp;&nbsp;&nbsp;&nbsp; 2/28/31&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 6000 | &nbsp;&nbsp;&nbsp;&nbsp; 4557 |
|  | &nbsp;&nbsp;&nbsp;Choice Properties REIT | 6.003% | &nbsp;&nbsp;&nbsp;&nbsp; 6/24/32&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1600 | &nbsp;&nbsp;&nbsp;&nbsp; 1272 |
|  | &nbsp;&nbsp;&nbsp;Choice Properties REIT | 5.400% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/33&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2200 | &nbsp;&nbsp;&nbsp;&nbsp; 1686 |
|  | &nbsp;&nbsp;&nbsp;Choice Properties REIT | 5.699% | &nbsp;&nbsp;&nbsp;&nbsp; 2/28/34&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 850 | &nbsp;&nbsp;&nbsp;&nbsp; 662 |
|  | &nbsp;&nbsp;&nbsp;Clover LP | 4.216% | &nbsp;&nbsp;&nbsp;&nbsp; 3/31/34&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 319 | &nbsp;&nbsp;&nbsp;&nbsp; 231 |
|  | &nbsp;&nbsp;&nbsp;Clover LP | 4.216% | &nbsp;&nbsp;&nbsp;&nbsp; 6/30/34&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 478 | &nbsp;&nbsp;&nbsp;&nbsp; 346 |
|  | &nbsp;&nbsp;&nbsp;Coastal Gaslink Pipeline LP | 4.673% | &nbsp;&nbsp;&nbsp;&nbsp; 6/30/27&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp;&nbsp; 1494 |
|  | &nbsp;&nbsp;&nbsp;Coastal Gaslink Pipeline LP | 4.691% | &nbsp;&nbsp;&nbsp;&nbsp; 9/30/29&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2500 | &nbsp;&nbsp;&nbsp;&nbsp; 1898 |
|  | &nbsp;&nbsp;&nbsp;Coastal Gaslink Pipeline LP | 4.907% | &nbsp;&nbsp;&nbsp;&nbsp; 6/30/31&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 8500 | &nbsp;&nbsp;&nbsp;&nbsp; 6522 |
|  | &nbsp;&nbsp;&nbsp;Coastal Gaslink Pipeline LP | 5.538% | &nbsp;&nbsp;&nbsp;&nbsp; 6/30/39&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 3500 | &nbsp;&nbsp;&nbsp;&nbsp; 2762 |
|  | &nbsp;&nbsp;&nbsp;Coastal Gaslink Pipeline LP | 5.607% | &nbsp;&nbsp;&nbsp;&nbsp; 6/30/44&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 7000 | &nbsp;&nbsp;&nbsp;&nbsp; 5568 |
|  | &nbsp;&nbsp;&nbsp;Coastal Gaslink Pipeline LP | 5.606% | &nbsp;&nbsp;&nbsp;&nbsp; 3/30/47&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 6500 | &nbsp;&nbsp;&nbsp;&nbsp; 5115 |
|  | &nbsp;&nbsp;&nbsp;Coastal Gaslink Pipeline LP | 5.857% | &nbsp;&nbsp;&nbsp;&nbsp; 3/30/49&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 4800 | &nbsp;&nbsp;&nbsp;&nbsp; 3908 |
|  | &nbsp;&nbsp;&nbsp;Coastal Gaslink Pipeline LP | 5.857% | &nbsp;&nbsp;&nbsp;&nbsp; 6/30/49&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1312 | &nbsp;&nbsp;&nbsp;&nbsp; 1067 |
|  | &nbsp;&nbsp;&nbsp;Cogeco Communications Inc. | 2.991% | &nbsp;&nbsp;&nbsp;&nbsp; 9/22/31&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2104 | &nbsp;&nbsp;&nbsp;&nbsp; 1422 |
|  | &nbsp;&nbsp;&nbsp;Cogeco Communications Inc. | 5.299% | &nbsp;&nbsp;&nbsp;&nbsp; 2/16/33&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1100 | &nbsp;&nbsp;&nbsp;&nbsp; 836 |
|  | &nbsp;&nbsp;&nbsp;Concordia University | 6.550% | &nbsp;&nbsp;&nbsp;&nbsp; 9/2/42&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1471 | &nbsp;&nbsp;&nbsp;&nbsp; 1293 |
|  | &nbsp;&nbsp;&nbsp;Co-operators Financial Services Ltd. | 3.327% | &nbsp;&nbsp;&nbsp;&nbsp; 5/13/30&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2960 | &nbsp;&nbsp;&nbsp;&nbsp; 2056 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Cordelio Amalco GP I | 4.087% | &nbsp;&nbsp;&nbsp;&nbsp; 6/30/34 &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1252 | &nbsp;&nbsp;&nbsp;&nbsp; 896 |
|  | &nbsp;&nbsp;&nbsp;Cordelio Amalco GP I | 4.087% | &nbsp;&nbsp;&nbsp;&nbsp; 9/30/34 &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 3097 | &nbsp;&nbsp;&nbsp;&nbsp; 2229 |
|  | &nbsp;&nbsp;&nbsp;Crombie REIT | 3.677% | &nbsp;&nbsp;&nbsp;&nbsp; 8/26/26 &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1471 | &nbsp;&nbsp;&nbsp;&nbsp; 1070 |
|  | &nbsp;&nbsp;&nbsp;Crombie REIT | 3.917% | &nbsp;&nbsp;&nbsp;&nbsp; 6/21/27 &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 883 | &nbsp;&nbsp;&nbsp;&nbsp; 645 |
|  | &nbsp;&nbsp;&nbsp;Crombie REIT | 2.686% | &nbsp;&nbsp;&nbsp;&nbsp; 3/31/28 &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 858 | &nbsp;&nbsp;&nbsp;&nbsp; 604 |
|  | &nbsp;&nbsp;&nbsp;Crombie REIT | 3.211% | &nbsp;&nbsp;&nbsp;&nbsp; 10/9/30 &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 319 | &nbsp;&nbsp;&nbsp;&nbsp; 220 |
|  | &nbsp;&nbsp;&nbsp;Crombie REIT | 3.133% | &nbsp;&nbsp;&nbsp;&nbsp; 8/12/31 &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp;&nbsp; 1347 |
|  | &nbsp;&nbsp;&nbsp;Crombie REIT | 4.732% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/32 &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 4025 | &nbsp;&nbsp;&nbsp;&nbsp; 2956 |
|  | &nbsp;&nbsp;&nbsp;Crosslinx Transit Solutions GP | 4.651% | &nbsp;&nbsp;&nbsp;&nbsp; 9/30/46 &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1447 | &nbsp;&nbsp;&nbsp;&nbsp; 986 |
|  | &nbsp;&nbsp;&nbsp;CSS FSCC Partnership | 6.915% | &nbsp;&nbsp;&nbsp;&nbsp; 7/31/42 &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 6 | &nbsp;&nbsp;&nbsp;&nbsp; 5 |
|  | &nbsp;&nbsp;&nbsp;CT REIT | 3.289% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/26 &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp;&nbsp; 1450 |
|  | &nbsp;&nbsp;&nbsp;CT REIT | 3.469% | &nbsp;&nbsp;&nbsp;&nbsp; 6/16/27 &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 654 | &nbsp;&nbsp;&nbsp;&nbsp; 473 |
|  | &nbsp;&nbsp;&nbsp;CT REIT | 3.029% | &nbsp;&nbsp;&nbsp;&nbsp; 2/5/29 &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp;&nbsp; 1402 |
|  | &nbsp;&nbsp;&nbsp;CU Inc. | 5.032% | &nbsp;&nbsp;&nbsp;&nbsp; 11/20/36 &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1550 | &nbsp;&nbsp;&nbsp;&nbsp; 1201 |
|  | &nbsp;&nbsp;&nbsp;CU Inc. | 4.543% | &nbsp;&nbsp;&nbsp;&nbsp; 10/24/41 &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2381 | &nbsp;&nbsp;&nbsp;&nbsp; 1710 |
|  | &nbsp;&nbsp;&nbsp;CU Inc. | 3.805% | &nbsp;&nbsp;&nbsp;&nbsp; 9/10/42 &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 4199 | &nbsp;&nbsp;&nbsp;&nbsp; 2748 |
|  | &nbsp;&nbsp;&nbsp;CU Inc. | 4.722% | &nbsp;&nbsp;&nbsp;&nbsp; 9/9/43 &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 8471 | &nbsp;&nbsp;&nbsp;&nbsp; 6210 |
|  | &nbsp;&nbsp;&nbsp;CU Inc. | 4.085% | &nbsp;&nbsp;&nbsp;&nbsp; 9/2/44 &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 745 | &nbsp;&nbsp;&nbsp;&nbsp; 503 |

---

------

Total International Bond II Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;CU Inc. | 3.964% | &nbsp;&nbsp;&nbsp;&nbsp; 7/27/45&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1471 | &nbsp;&nbsp;&nbsp;&nbsp; 973 |
|  | &nbsp;&nbsp;&nbsp;CU Inc. | 3.763% | &nbsp;&nbsp;&nbsp;&nbsp; 11/19/46&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1535 | &nbsp;&nbsp;&nbsp;&nbsp; 982 |
|  | &nbsp;&nbsp;&nbsp;CU Inc. | 3.548% | &nbsp;&nbsp;&nbsp;&nbsp; 11/22/47&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1333 | &nbsp;&nbsp;&nbsp;&nbsp; 821 |
|  | &nbsp;&nbsp;&nbsp;CU Inc. | 3.950% | &nbsp;&nbsp;&nbsp;&nbsp; 11/23/48&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2177 | &nbsp;&nbsp;&nbsp;&nbsp; 1425 |
|  | &nbsp;&nbsp;&nbsp;CU Inc. | 2.963% | &nbsp;&nbsp;&nbsp;&nbsp; 9/7/49&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2204 | &nbsp;&nbsp;&nbsp;&nbsp; 1211 |
|  | &nbsp;&nbsp;&nbsp;CU Inc. | 3.174% | &nbsp;&nbsp;&nbsp;&nbsp; 9/5/51&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1677 | &nbsp;&nbsp;&nbsp;&nbsp; 949 |
|  | &nbsp;&nbsp;&nbsp;CU Inc. | 4.773% | &nbsp;&nbsp;&nbsp;&nbsp; 9/14/52&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp;&nbsp; 1476 |
|  | &nbsp;&nbsp;&nbsp;CU Inc. | 3.857% | &nbsp;&nbsp;&nbsp;&nbsp; 11/14/52&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 400 | &nbsp;&nbsp;&nbsp;&nbsp; 255 |
|  | &nbsp;&nbsp;&nbsp;CU Inc. | 5.088% | &nbsp;&nbsp;&nbsp;&nbsp; 9/20/53&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1400 | &nbsp;&nbsp;&nbsp;&nbsp; 1086 |
|  | &nbsp;&nbsp;&nbsp;CU Inc. | 4.664% | &nbsp;&nbsp;&nbsp;&nbsp; 9/11/54&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 500 | &nbsp;&nbsp;&nbsp;&nbsp; 364 |
|  | &nbsp;&nbsp;&nbsp;CU Inc. | 4.211% | &nbsp;&nbsp;&nbsp;&nbsp; 10/29/55&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 7346 | &nbsp;&nbsp;&nbsp;&nbsp; 4934 |
|  | &nbsp;&nbsp;&nbsp;CU Inc. | 4.593% | &nbsp;&nbsp;&nbsp;&nbsp; 10/24/61&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 218 | &nbsp;&nbsp;&nbsp;&nbsp; 155 |
|  | &nbsp;&nbsp;&nbsp;Dollarama Inc. | 1.871% | &nbsp;&nbsp;&nbsp;&nbsp; 7/8/26&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2504 | &nbsp;&nbsp;&nbsp;&nbsp; 1792 |
|  | &nbsp;&nbsp;&nbsp;Dollarama Inc. | 1.505% | &nbsp;&nbsp;&nbsp;&nbsp; 9/20/27&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 981 | &nbsp;&nbsp;&nbsp;&nbsp; 687 |
|  | &nbsp;&nbsp;&nbsp;Dollarama Inc. | 5.533% | &nbsp;&nbsp;&nbsp;&nbsp; 9/26/28&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 3000 | &nbsp;&nbsp;&nbsp;&nbsp; 2322 |
|  | &nbsp;&nbsp;&nbsp;Dollarama Inc. | 2.443% | &nbsp;&nbsp;&nbsp;&nbsp; 7/9/29&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2356 | &nbsp;&nbsp;&nbsp;&nbsp; 1636 |
|  | &nbsp;&nbsp;&nbsp;Dollarama Inc. | 5.165% | &nbsp;&nbsp;&nbsp;&nbsp; 4/26/30&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1300 | &nbsp;&nbsp;&nbsp;&nbsp; 1002 |
|  | &nbsp;&nbsp;&nbsp;Dream Industrial REIT | 2.057% | &nbsp;&nbsp;&nbsp;&nbsp; 6/17/27&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2305 | &nbsp;&nbsp;&nbsp;&nbsp; 1620 |
|  | &nbsp;&nbsp;&nbsp;Dream Industrial REIT | 5.383% | &nbsp;&nbsp;&nbsp;&nbsp; 3/22/28&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 300 | &nbsp;&nbsp;&nbsp;&nbsp; 227 |
|  | &nbsp;&nbsp;&nbsp;Dream Summit Industrial LP | 2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 1/12/27&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1000 | &nbsp;&nbsp;&nbsp;&nbsp; 710 |
|  | &nbsp;&nbsp;&nbsp;Dream Summit Industrial LP | 2.440% | &nbsp;&nbsp;&nbsp;&nbsp; 7/14/28&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2504 | &nbsp;&nbsp;&nbsp;&nbsp; 1744 |
|  | &nbsp;&nbsp;&nbsp;Dream Summit Industrial LP | 4.507% | &nbsp;&nbsp;&nbsp;&nbsp; 2/12/31&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1195 | &nbsp;&nbsp;&nbsp;&nbsp; 873 |
|  | &nbsp;&nbsp;&nbsp;E-L Financial Corp. Ltd. | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/22/50&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1000 | &nbsp;&nbsp;&nbsp;&nbsp; 622 |
|  | &nbsp;&nbsp;&nbsp;Emera Inc. | 4.838% | &nbsp;&nbsp;&nbsp;&nbsp; 5/2/30&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp;&nbsp; 1510 |
|  | &nbsp;&nbsp;&nbsp;Empire Life Insurance Co. | 2.024% | &nbsp;&nbsp;&nbsp;&nbsp; 9/24/31&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1500 | &nbsp;&nbsp;&nbsp;&nbsp; 1064 |
|  | &nbsp;&nbsp;&nbsp;Enbridge Gas Inc. | 2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 8/5/26&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 984 | &nbsp;&nbsp;&nbsp;&nbsp; 709 |
|  | &nbsp;&nbsp;&nbsp;Enbridge Gas Inc. | 2.880% | &nbsp;&nbsp;&nbsp;&nbsp; 11/22/27&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 3500 | &nbsp;&nbsp;&nbsp;&nbsp; 2524 |
|  | &nbsp;&nbsp;&nbsp;Enbridge Gas Inc. | 5.460% | &nbsp;&nbsp;&nbsp;&nbsp; 10/6/28&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 3000 | &nbsp;&nbsp;&nbsp;&nbsp; 2330 |
|  | &nbsp;&nbsp;&nbsp;Enbridge Gas Inc. | 2.370% | &nbsp;&nbsp;&nbsp;&nbsp; 8/9/29&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1500 | &nbsp;&nbsp;&nbsp;&nbsp; 1049 |
|  | &nbsp;&nbsp;&nbsp;Enbridge Gas Inc. | 2.900% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/30&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2450 | &nbsp;&nbsp;&nbsp;&nbsp; 1738 |
|  | &nbsp;&nbsp;&nbsp;Enbridge Gas Inc. | 4.150% | &nbsp;&nbsp;&nbsp;&nbsp; 8/17/32&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1300 | &nbsp;&nbsp;&nbsp;&nbsp; 965 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Enbridge Gas Inc. | 5.210% | &nbsp;&nbsp;&nbsp;&nbsp; 2/25/36 &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1600 | &nbsp;&nbsp;&nbsp;&nbsp; 1252 |
|  | &nbsp;&nbsp;&nbsp;Enbridge Gas Inc. | 5.460% | &nbsp;&nbsp;&nbsp;&nbsp; 9/11/36 &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1550 | &nbsp;&nbsp;&nbsp;&nbsp; 1233 |
|  | &nbsp;&nbsp;&nbsp;Enbridge Gas Inc. | 5.200% | &nbsp;&nbsp;&nbsp;&nbsp; 7/23/40 &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 700 | &nbsp;&nbsp;&nbsp;&nbsp; 532 |
|  | &nbsp;&nbsp;&nbsp;Enbridge Gas Inc. | 4.880% | &nbsp;&nbsp;&nbsp;&nbsp; 6/21/41 &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1691 | &nbsp;&nbsp;&nbsp;&nbsp; 1245 |
|  | &nbsp;&nbsp;&nbsp;Enbridge Gas Inc. | 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 11/23/43 &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp; 141 |
|  | &nbsp;&nbsp;&nbsp;Enbridge Gas Inc. | 4.200% | &nbsp;&nbsp;&nbsp;&nbsp; 6/2/44 &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 7747 | &nbsp;&nbsp;&nbsp;&nbsp; 5239 |
|  | &nbsp;&nbsp;&nbsp;Enbridge Gas Inc. | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 8/22/44 &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 984 | &nbsp;&nbsp;&nbsp;&nbsp; 647 |
|  | &nbsp;&nbsp;&nbsp;Enbridge Gas Inc. | 3.800% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/46 &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1471 | &nbsp;&nbsp;&nbsp;&nbsp; 934 |
|  | &nbsp;&nbsp;&nbsp;Enbridge Gas Inc. | 3.590% | &nbsp;&nbsp;&nbsp;&nbsp; 11/22/47 &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1183 | &nbsp;&nbsp;&nbsp;&nbsp; 721 |
|  | &nbsp;&nbsp;&nbsp;Enbridge Gas Inc. | 3.510% | &nbsp;&nbsp;&nbsp;&nbsp; 11/29/47 &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2305 | &nbsp;&nbsp;&nbsp;&nbsp; 1390 |
|  | &nbsp;&nbsp;&nbsp;Enbridge Gas Inc. | 4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 11/22/50 &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1323 | &nbsp;&nbsp;&nbsp;&nbsp; 986 |
|  | &nbsp;&nbsp;&nbsp;Enbridge Gas Inc. | 3.200% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/51 &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2329 | &nbsp;&nbsp;&nbsp;&nbsp; 1299 |
|  | &nbsp;&nbsp;&nbsp;Enbridge Gas Inc. | 4.550% | &nbsp;&nbsp;&nbsp;&nbsp; 8/17/52 &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2200 | &nbsp;&nbsp;&nbsp;&nbsp; 1548 |
|  | &nbsp;&nbsp;&nbsp;Enbridge Gas Inc. | 5.670% | &nbsp;&nbsp;&nbsp;&nbsp; 10/6/53 &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1000 | &nbsp;&nbsp;&nbsp;&nbsp; 827 |
|  | &nbsp;&nbsp;&nbsp;Enbridge Inc. | 4.900% | &nbsp;&nbsp;&nbsp;&nbsp; 5/26/28 &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1300 | &nbsp;&nbsp;&nbsp;&nbsp; 982 |
|  | &nbsp;&nbsp;&nbsp;Enbridge Inc. | 2.990% | &nbsp;&nbsp;&nbsp;&nbsp; 10/3/29 &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 85 | &nbsp;&nbsp;&nbsp;&nbsp; 60 |
|  | &nbsp;&nbsp;&nbsp;Enbridge Inc. | 6.100% | &nbsp;&nbsp;&nbsp;&nbsp; 11/9/32 &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 14200 | &nbsp;&nbsp;&nbsp;&nbsp; 11450 |
|  | &nbsp;&nbsp;&nbsp;Enbridge Inc. | 5.360% | &nbsp;&nbsp;&nbsp;&nbsp; 5/26/33 &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 4350 | &nbsp;&nbsp;&nbsp;&nbsp; 3367 |
|  | &nbsp;&nbsp;&nbsp;Enbridge Inc. | 3.100% | &nbsp;&nbsp;&nbsp;&nbsp; 9/21/33 &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 3625 | &nbsp;&nbsp;&nbsp;&nbsp; 2403 |
|  | &nbsp;&nbsp;&nbsp;Enbridge Inc. | 4.730% | &nbsp;&nbsp;&nbsp;&nbsp; 8/22/34 &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 8500 | &nbsp;&nbsp;&nbsp;&nbsp; 6270 |
|  | &nbsp;&nbsp;&nbsp;Enbridge Inc. | 4.560% | &nbsp;&nbsp;&nbsp;&nbsp; 2/25/35 &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1500 | &nbsp;&nbsp;&nbsp;&nbsp; 1085 |
|  | &nbsp;&nbsp;&nbsp;Enbridge Inc. | 4.240% | &nbsp;&nbsp;&nbsp;&nbsp; 8/27/42 &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1638 | &nbsp;&nbsp;&nbsp;&nbsp; 1043 |
|  | &nbsp;&nbsp;&nbsp;Enbridge Inc. | 4.570% | &nbsp;&nbsp;&nbsp;&nbsp; 3/11/44 &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 3299 | &nbsp;&nbsp;&nbsp;&nbsp; 2177 |
|  | &nbsp;&nbsp;&nbsp;Enbridge Inc. | 4.870% | &nbsp;&nbsp;&nbsp;&nbsp; 11/21/44 &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2058 | &nbsp;&nbsp;&nbsp;&nbsp; 1407 |
|  | &nbsp;&nbsp;&nbsp;Enbridge Inc. | 4.100% | &nbsp;&nbsp;&nbsp;&nbsp; 9/21/51 &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1603 | &nbsp;&nbsp;&nbsp;&nbsp; 958 |
|  | &nbsp;&nbsp;&nbsp;Enbridge Inc. | 6.510% | &nbsp;&nbsp;&nbsp;&nbsp; 11/9/52 &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1500 | &nbsp;&nbsp;&nbsp;&nbsp; 1266 |
|  | &nbsp;&nbsp;&nbsp;Enbridge Inc. | 5.760% | &nbsp;&nbsp;&nbsp;&nbsp; 5/26/53 &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2700 | &nbsp;&nbsp;&nbsp;&nbsp; 2071 |
|  | &nbsp;&nbsp;&nbsp;Enbridge Inc. | 5.320% | &nbsp;&nbsp;&nbsp;&nbsp; 8/22/54 &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 3615 |
|  | &nbsp;&nbsp;&nbsp;Enbridge Pipelines Inc. | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 8/10/26 &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1700 | &nbsp;&nbsp;&nbsp;&nbsp; 1230 |
|  | &nbsp;&nbsp;&nbsp;Enbridge Pipelines Inc. | 3.520% | &nbsp;&nbsp;&nbsp;&nbsp; 2/22/29 &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1350 | &nbsp;&nbsp;&nbsp;&nbsp; 976 |
|  | &nbsp;&nbsp;&nbsp;Enbridge Pipelines Inc. | 2.820% | &nbsp;&nbsp;&nbsp;&nbsp; 5/12/31 &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2207 | &nbsp;&nbsp;&nbsp;&nbsp; 1508 |
|  | &nbsp;&nbsp;&nbsp;Enbridge Pipelines Inc. | 4.550% | &nbsp;&nbsp;&nbsp;&nbsp; 8/17/43 &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 992 | &nbsp;&nbsp;&nbsp;&nbsp; 657 |
|  | &nbsp;&nbsp;&nbsp;Enbridge Pipelines Inc. | 4.550% | &nbsp;&nbsp;&nbsp;&nbsp; 9/29/45 &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2744 | &nbsp;&nbsp;&nbsp;&nbsp; 1805 |
|  | &nbsp;&nbsp;&nbsp;Enbridge Pipelines Inc. | 4.330% | &nbsp;&nbsp;&nbsp;&nbsp; 2/22/49 &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2621 | &nbsp;&nbsp;&nbsp;&nbsp; 1652 |
|  | &nbsp;&nbsp;&nbsp;Enbridge Pipelines Inc. | 4.200% | &nbsp;&nbsp;&nbsp;&nbsp; 5/12/51 &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1849 | &nbsp;&nbsp;&nbsp;&nbsp; 1133 |
|  | &nbsp;&nbsp;&nbsp;Energir Inc. | 2.100% | &nbsp;&nbsp;&nbsp;&nbsp; 4/16/27 &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 963 | &nbsp;&nbsp;&nbsp;&nbsp; 685 |
|  | &nbsp;&nbsp;&nbsp;Energir Inc. | 3.530% | &nbsp;&nbsp;&nbsp;&nbsp; 5/16/47 &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1227 | &nbsp;&nbsp;&nbsp;&nbsp; 752 |
|  | &nbsp;&nbsp;&nbsp;Energir LP | 3.040% | &nbsp;&nbsp;&nbsp;&nbsp; 2/9/32 &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2684 | &nbsp;&nbsp;&nbsp;&nbsp; 1861 |
|  | &nbsp;&nbsp;&nbsp;Energir LP | 4.830% | &nbsp;&nbsp;&nbsp;&nbsp; 6/2/53 &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1600 | &nbsp;&nbsp;&nbsp;&nbsp; 1188 |

---

------

Total International Bond II Index Fund

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;&nbsp;&nbsp;Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;ENMAX Corp. | 3.836% | &nbsp;&nbsp;&nbsp;&nbsp; 6/5/28 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1054 | &nbsp;&nbsp;&nbsp;&nbsp; 771 |
|  | &nbsp;&nbsp;&nbsp;ENMAX Corp. | 3.876% | &nbsp;&nbsp;&nbsp;&nbsp; 10/18/29 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2557 | &nbsp;&nbsp;&nbsp;&nbsp; 1866 |
|  | &nbsp;&nbsp;&nbsp;ENMAX Corp. | 4.695% | &nbsp;&nbsp;&nbsp;&nbsp; 10/9/34 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2800 | &nbsp;&nbsp;&nbsp;&nbsp; 2061 |
|  | &nbsp;&nbsp;&nbsp;EPCOR Utilities Inc. | 2.411% | &nbsp;&nbsp;&nbsp;&nbsp; 6/30/31 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 4250 | &nbsp;&nbsp;&nbsp;&nbsp; 2883 |
|  | &nbsp;&nbsp;&nbsp;EPCOR Utilities Inc. | 6.650% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1300 | &nbsp;&nbsp;&nbsp;&nbsp; 1126 |
|  | &nbsp;&nbsp;&nbsp;EPCOR Utilities Inc. | 4.550% | &nbsp;&nbsp;&nbsp;&nbsp; 2/28/42 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1463 | &nbsp;&nbsp;&nbsp;&nbsp; 1050 |
|  | &nbsp;&nbsp;&nbsp;EPCOR Utilities Inc. | 3.554% | &nbsp;&nbsp;&nbsp;&nbsp; 11/27/47 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 3429 | &nbsp;&nbsp;&nbsp;&nbsp; 2110 |
|  | &nbsp;&nbsp;&nbsp;EPCOR Utilities Inc. | 3.949% | &nbsp;&nbsp;&nbsp;&nbsp; 11/26/48 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1035 | &nbsp;&nbsp;&nbsp;&nbsp; 675 |
|  | &nbsp;&nbsp;&nbsp;EPCOR Utilities Inc. | 3.106% | &nbsp;&nbsp;&nbsp;&nbsp; 7/8/49 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 528 | &nbsp;&nbsp;&nbsp;&nbsp; 297 |
|  | &nbsp;&nbsp;&nbsp;EPCOR Utilities Inc. | 3.287% | &nbsp;&nbsp;&nbsp;&nbsp; 6/28/51 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 953 | &nbsp;&nbsp;&nbsp;&nbsp; 550 |
|  | &nbsp;&nbsp;&nbsp;EPCOR Utilities Inc. | 4.725% | &nbsp;&nbsp;&nbsp;&nbsp; 9/2/52 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2400 | &nbsp;&nbsp;&nbsp;&nbsp; 1755 |
|  | &nbsp;&nbsp;&nbsp;EPCOR Utilities Inc. | 5.326% | &nbsp;&nbsp;&nbsp;&nbsp; 10/3/53 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp;&nbsp; 1598 |
|  | &nbsp;&nbsp;&nbsp;EPCOR Utilities Inc. | 4.990% | &nbsp;&nbsp;&nbsp;&nbsp; 5/31/54 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp;&nbsp; 1525 |
|  | &nbsp;&nbsp;&nbsp;Fair Hydro Trust | 3.357% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 3516 | &nbsp;&nbsp;&nbsp;&nbsp; 2484 |
|  | &nbsp;&nbsp;&nbsp;Fair Hydro Trust | 3.520% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 3800 | &nbsp;&nbsp;&nbsp;&nbsp; 2592 |
|  | &nbsp;&nbsp;&nbsp;Fairfax Financial Holdings Ltd. | 4.700% | &nbsp;&nbsp;&nbsp;&nbsp; 12/16/26 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2450 | &nbsp;&nbsp;&nbsp;&nbsp; 1812 |
|  | &nbsp;&nbsp;&nbsp;Fairfax Financial Holdings Ltd. | 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 12/6/27 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 5708 | &nbsp;&nbsp;&nbsp;&nbsp; 4223 |
|  | &nbsp;&nbsp;&nbsp;Fairfax Financial Holdings Ltd. | 4.230% | &nbsp;&nbsp;&nbsp;&nbsp; 6/14/29 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1355 | &nbsp;&nbsp;&nbsp;&nbsp; 1004 |
|  | &nbsp;&nbsp;&nbsp;Fairfax Financial Holdings Ltd. | 4.730% | &nbsp;&nbsp;&nbsp;&nbsp; 11/22/34 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 7200 | &nbsp;&nbsp;&nbsp;&nbsp; 5315 |
|  | &nbsp;&nbsp;&nbsp;Federation des Caisses Desjardins du Quebec | 1.587% | &nbsp;&nbsp;&nbsp;&nbsp; 9/10/26 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp;&nbsp; 1426 |
|  | &nbsp;&nbsp;&nbsp;Federation des Caisses Desjardins du Quebec | 5.475% | &nbsp;&nbsp;&nbsp;&nbsp; 8/16/28 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 7300 | &nbsp;&nbsp;&nbsp;&nbsp; 5647 |
|  | &nbsp;&nbsp;&nbsp;Federation des Caisses Desjardins du Quebec | 5.467% | &nbsp;&nbsp;&nbsp;&nbsp; 11/17/28 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 10000 | &nbsp;&nbsp;&nbsp;&nbsp; 7738 |
|  | &nbsp;&nbsp;&nbsp;Federation des Caisses Desjardins du Quebec | 1.992% | &nbsp;&nbsp;&nbsp;&nbsp; 5/28/31 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 3559 | &nbsp;&nbsp;&nbsp;&nbsp; 2548 |
|  | &nbsp;&nbsp;&nbsp;Federation des Caisses Desjardins du Quebec | 5.035% | &nbsp;&nbsp;&nbsp;&nbsp; 8/23/32 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 8300 | &nbsp;&nbsp;&nbsp;&nbsp; 6209 |
|  | &nbsp;&nbsp;&nbsp;Federation des Caisses Desjardins du Quebec | 5.279% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 4500 | &nbsp;&nbsp;&nbsp;&nbsp; 3405 |
|  | &nbsp;&nbsp;&nbsp;Finning International Inc. | 4.445% | &nbsp;&nbsp;&nbsp;&nbsp; 5/16/28 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 6900 | &nbsp;&nbsp;&nbsp;&nbsp; 5141 |
|  | &nbsp;&nbsp;&nbsp;Finning International Inc. | 5.077% | &nbsp;&nbsp;&nbsp;&nbsp; 6/13/42 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 600 | &nbsp;&nbsp;&nbsp;&nbsp; 415 |
|  | &nbsp;&nbsp;&nbsp;First Capital REIT | 3.604% | &nbsp;&nbsp;&nbsp;&nbsp; 5/6/26 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1700 | &nbsp;&nbsp;&nbsp;&nbsp; 1236 |
|  | &nbsp;&nbsp;&nbsp;First Capital REIT | 3.456% | &nbsp;&nbsp;&nbsp;&nbsp; 1/22/27 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp;&nbsp; 1449 |
|  | &nbsp;&nbsp;&nbsp;First Capital REIT | 3.753% | &nbsp;&nbsp;&nbsp;&nbsp; 7/12/27 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1422 | &nbsp;&nbsp;&nbsp;&nbsp; 1034 |
|  | &nbsp;&nbsp;&nbsp;First Capital REIT | 5.455% | &nbsp;&nbsp;&nbsp;&nbsp; 6/12/32 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp;&nbsp; 1518 |
|  | &nbsp;&nbsp;&nbsp;Fortis Inc. | 2.180% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1407 | &nbsp;&nbsp;&nbsp;&nbsp; 992 |
|  | &nbsp;&nbsp;&nbsp;Fortis Inc. | 4.431% | &nbsp;&nbsp;&nbsp;&nbsp; 5/31/29 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2500 | &nbsp;&nbsp;&nbsp;&nbsp; 1867 |
|  | &nbsp;&nbsp;&nbsp;Fortis Inc. | 4.090% | &nbsp;&nbsp;&nbsp;&nbsp; 3/26/32 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 4730 | &nbsp;&nbsp;&nbsp;&nbsp; 3436 |
|  | &nbsp;&nbsp;&nbsp;FortisAlberta Inc. | 6.220% | &nbsp;&nbsp;&nbsp;&nbsp; 10/31/34 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 18 | &nbsp;&nbsp;&nbsp;&nbsp; 15 |
|  | &nbsp;&nbsp;&nbsp;FortisAlberta Inc. | 4.850% | &nbsp;&nbsp;&nbsp;&nbsp; 9/11/43 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 300 | &nbsp;&nbsp;&nbsp;&nbsp; 222 |
|  | &nbsp;&nbsp;&nbsp;FortisAlberta Inc. | 3.672% | &nbsp;&nbsp;&nbsp;&nbsp; 9/9/47 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2052 | &nbsp;&nbsp;&nbsp;&nbsp; 1284 |
|  | &nbsp;&nbsp;&nbsp;FortisAlberta Inc. | 3.734% | &nbsp;&nbsp;&nbsp;&nbsp; 9/18/48 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 900 | &nbsp;&nbsp;&nbsp;&nbsp; 566 |
|  | &nbsp;&nbsp;&nbsp;FortisAlberta Inc. | 2.632% | &nbsp;&nbsp;&nbsp;&nbsp; 6/8/51 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 652 | &nbsp;&nbsp;&nbsp;&nbsp; 329 |
|  | &nbsp;&nbsp;&nbsp;FortisAlberta Inc. | 4.862% | &nbsp;&nbsp;&nbsp;&nbsp; 5/26/53 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1700 | &nbsp;&nbsp;&nbsp;&nbsp; 1266 |
|  | &nbsp;&nbsp;&nbsp;FortisAlberta Inc. | 4.897% | &nbsp;&nbsp;&nbsp;&nbsp; 5/27/54 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1500 | &nbsp;&nbsp;&nbsp;&nbsp; 1125 |
|  | &nbsp;&nbsp;&nbsp;FortisBC Energy Inc. | 6.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 4898 | &nbsp;&nbsp;&nbsp;&nbsp; 4169 |
|  | &nbsp;&nbsp;&nbsp;FortisBC Energy Inc. | 5.900% | &nbsp;&nbsp;&nbsp;&nbsp; 2/26/35 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1600 | &nbsp;&nbsp;&nbsp;&nbsp; 1319 |
|  | &nbsp;&nbsp;&nbsp;FortisBC Energy Inc. | 6.050% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 4898 | &nbsp;&nbsp;&nbsp;&nbsp; 4015 |
|  | &nbsp;&nbsp;&nbsp;FortisBC Energy Inc. | 2.820% | &nbsp;&nbsp;&nbsp;&nbsp; 8/9/49 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 700 | &nbsp;&nbsp;&nbsp;&nbsp; 373 |
|  | &nbsp;&nbsp;&nbsp;FortisBC Energy Inc. | 2.540% | &nbsp;&nbsp;&nbsp;&nbsp; 7/13/50 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 800 | &nbsp;&nbsp;&nbsp;&nbsp; 400 |
|  | &nbsp;&nbsp;&nbsp;FortisBC Energy Inc. | 4.670% | &nbsp;&nbsp;&nbsp;&nbsp; 11/28/52 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 400 | &nbsp;&nbsp;&nbsp;&nbsp; 290 |
|  | &nbsp;&nbsp;&nbsp;FortisBC Inc. | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/28/44 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1029 | &nbsp;&nbsp;&nbsp;&nbsp; 671 |
|  | &nbsp;&nbsp;&nbsp;George Weston Ltd. | 4.193% | &nbsp;&nbsp;&nbsp;&nbsp; 9/5/29 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp;&nbsp; 1479 |
|  | &nbsp;&nbsp;&nbsp;Gibson Energy Inc. | 2.850% | &nbsp;&nbsp;&nbsp;&nbsp; 7/14/27 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1311 | &nbsp;&nbsp;&nbsp;&nbsp; 939 |
|  | &nbsp;&nbsp;&nbsp;Gibson Energy Inc. | 3.600% | &nbsp;&nbsp;&nbsp;&nbsp; 9/17/29 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 12047 | &nbsp;&nbsp;&nbsp;&nbsp; 8629 |
|  | &nbsp;&nbsp;&nbsp;Gibson Energy Inc. | 5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 7/12/33 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1400 | &nbsp;&nbsp;&nbsp;&nbsp; 1091 |
|  | &nbsp;&nbsp;&nbsp;Gildan Activewear Inc. | 4.362% | &nbsp;&nbsp;&nbsp;&nbsp; 11/22/29 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 5800 | &nbsp;&nbsp;&nbsp;&nbsp; 4281 |
|  | &nbsp;&nbsp;&nbsp;Granite REIT Holdings LP | 3.062% | &nbsp;&nbsp;&nbsp;&nbsp; 6/4/27 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1051 | &nbsp;&nbsp;&nbsp;&nbsp; 755 |
|  | &nbsp;&nbsp;&nbsp;Granite REIT Holdings LP | 6.074% | &nbsp;&nbsp;&nbsp;&nbsp; 4/12/29 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 3902 |
|  | &nbsp;&nbsp;&nbsp;Granite REIT Holdings LP | 3.999% | &nbsp;&nbsp;&nbsp;&nbsp; 10/4/29 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 3623 |
|  | &nbsp;&nbsp;&nbsp;Granite REIT Holdings LP | 2.378% | &nbsp;&nbsp;&nbsp;&nbsp; 12/18/30 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1172 | &nbsp;&nbsp;&nbsp;&nbsp; 774 |
|  | &nbsp;&nbsp;&nbsp;Granite REIT Holdings LP | 4.348% | &nbsp;&nbsp;&nbsp;&nbsp; 10/4/31 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 6990 | &nbsp;&nbsp;&nbsp;&nbsp; 5045 |
|  | &nbsp;&nbsp;&nbsp;Greater Toronto Airports Authority | 1.540% | &nbsp;&nbsp;&nbsp;&nbsp; 5/3/28 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 5109 | &nbsp;&nbsp;&nbsp;&nbsp; 3550 |
|  | &nbsp;&nbsp;&nbsp;Greater Toronto Airports Authority | 2.730% | &nbsp;&nbsp;&nbsp;&nbsp; 4/3/29 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 4791 | &nbsp;&nbsp;&nbsp;&nbsp; 3422 |
|  | &nbsp;&nbsp;&nbsp;Greater Toronto Airports Authority | 6.980% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2100 | &nbsp;&nbsp;&nbsp;&nbsp; 1823 |
|  | &nbsp;&nbsp;&nbsp;Greater Toronto Airports Authority | 3.260% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/37 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 4424 | &nbsp;&nbsp;&nbsp;&nbsp; 2878 |
|  | &nbsp;&nbsp;&nbsp;Greater Toronto Airports Authority | 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 10/17/39 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2046 | &nbsp;&nbsp;&nbsp;&nbsp; 1223 |
|  | &nbsp;&nbsp;&nbsp;Greater Toronto Airports Authority | 5.300% | &nbsp;&nbsp;&nbsp;&nbsp; 2/25/41 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 5019 | &nbsp;&nbsp;&nbsp;&nbsp; 3946 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Greater Toronto Airports Authority | 5.300% | &nbsp;&nbsp;&nbsp;&nbsp; 2/25/41 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2450 | &nbsp;&nbsp;&nbsp;&nbsp; 1772 |
|  | &nbsp;&nbsp;&nbsp;Greater Toronto Airports Authority | 3.150% | &nbsp;&nbsp;&nbsp;&nbsp; 10/5/51 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 590 | &nbsp;&nbsp;&nbsp;&nbsp; 336 |
|  | &nbsp;&nbsp;&nbsp;Great-West Lifeco Inc. | 1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 12/7/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp; 112 |
|  | &nbsp;&nbsp;&nbsp;Great-West Lifeco Inc. | 2.379% | &nbsp;&nbsp;&nbsp;&nbsp; 5/14/30 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 7696 | &nbsp;&nbsp;&nbsp;&nbsp; 5313 |
|  | &nbsp;&nbsp;&nbsp;Great-West Lifeco Inc. | 6.670% | &nbsp;&nbsp;&nbsp;&nbsp; 3/21/33 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 975 | &nbsp;&nbsp;&nbsp;&nbsp; 823 |
|  | &nbsp;&nbsp;&nbsp;Great-West Lifeco Inc. | 5.998% | &nbsp;&nbsp;&nbsp;&nbsp; 11/16/39 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 3388 | &nbsp;&nbsp;&nbsp;&nbsp; 2770 |

---

------

Total International Bond II Index Fund

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| &nbsp;&nbsp;&nbsp;Great-West Lifeco Inc. | 2.981% | &nbsp;&nbsp;&nbsp;&nbsp; 7/8/50 &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2365 | &nbsp;&nbsp;&nbsp;&nbsp; 1268 |
| &nbsp;&nbsp;&nbsp;H&R REIT | 2.906% | &nbsp;&nbsp;&nbsp;&nbsp; 6/2/26 &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2450 | &nbsp;&nbsp;&nbsp;&nbsp; 1766 |
| &nbsp;&nbsp;&nbsp;H&R REIT | 2.633% | &nbsp;&nbsp;&nbsp;&nbsp; 2/19/27 &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1452 | &nbsp;&nbsp;&nbsp;&nbsp; 1034 |
| &nbsp;&nbsp;&nbsp;Halifax International Airport Authority | 5.503% | &nbsp;&nbsp;&nbsp;&nbsp; 7/19/41 &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 52 | &nbsp;&nbsp;&nbsp;&nbsp; 40 |
| &nbsp;&nbsp;&nbsp;Honda Canada Finance Inc. | 1.711% | &nbsp;&nbsp;&nbsp;&nbsp; 9/28/26 &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1706 | &nbsp;&nbsp;&nbsp;&nbsp; 1213 |
| &nbsp;&nbsp;&nbsp;Honda Canada Finance Inc. | 4.899% | &nbsp;&nbsp;&nbsp;&nbsp; 2/21/29 &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 10000 | &nbsp;&nbsp;&nbsp;&nbsp; 7595 |
| &nbsp;&nbsp;&nbsp;Honda Canada Finance Inc. | 4.900% | &nbsp;&nbsp;&nbsp;&nbsp; 6/4/29 &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 5500 | &nbsp;&nbsp;&nbsp;&nbsp; 4182 |
| &nbsp;&nbsp;&nbsp;Hospital for Sick Children | 5.217% | &nbsp;&nbsp;&nbsp;&nbsp; 12/16/49 &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 850 | &nbsp;&nbsp;&nbsp;&nbsp; 666 |
| &nbsp;&nbsp;&nbsp;Hospital for Sick Children | 3.416% | &nbsp;&nbsp;&nbsp;&nbsp; 12/7/57 &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1381 | &nbsp;&nbsp;&nbsp;&nbsp; 793 |
| &nbsp;&nbsp;&nbsp;Hospital Infrastructure Partners NOH Partnership | 5.439% | &nbsp;&nbsp;&nbsp;&nbsp; 1/31/45 &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2073 | &nbsp;&nbsp;&nbsp;&nbsp; 1587 |
| &nbsp;&nbsp;&nbsp;Hydro One Inc. | 3.930% | &nbsp;&nbsp;&nbsp;&nbsp; 11/30/29 &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 16700 | &nbsp;&nbsp;&nbsp;&nbsp; 12470 |
| &nbsp;&nbsp;&nbsp;Hydro One Inc. | 7.350% | &nbsp;&nbsp;&nbsp;&nbsp; 6/3/30 &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 981 | &nbsp;&nbsp;&nbsp;&nbsp; 831 |
| &nbsp;&nbsp;&nbsp;Hydro One Inc. | 1.690% | &nbsp;&nbsp;&nbsp;&nbsp; 1/16/31 &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1900 | &nbsp;&nbsp;&nbsp;&nbsp; 1262 |
| &nbsp;&nbsp;&nbsp;Hydro One Inc. | 6.930% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/32 &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 557 | &nbsp;&nbsp;&nbsp;&nbsp; 476 |
| &nbsp;&nbsp;&nbsp;Hydro One Inc. | 4.160% | &nbsp;&nbsp;&nbsp;&nbsp; 1/27/33 &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 7100 | &nbsp;&nbsp;&nbsp;&nbsp; 5288 |
| &nbsp;&nbsp;&nbsp;Hydro One Inc. | 5.360% | &nbsp;&nbsp;&nbsp;&nbsp; 5/20/36 &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2491 | &nbsp;&nbsp;&nbsp;&nbsp; 1997 |
| &nbsp;&nbsp;&nbsp;Hydro One Inc. | 4.890% | &nbsp;&nbsp;&nbsp;&nbsp; 3/13/37 &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2450 | &nbsp;&nbsp;&nbsp;&nbsp; 1925 |
| &nbsp;&nbsp;&nbsp;Hydro One Inc. | 5.490% | &nbsp;&nbsp;&nbsp;&nbsp; 7/16/40 &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1727 | &nbsp;&nbsp;&nbsp;&nbsp; 1369 |
| &nbsp;&nbsp;&nbsp;Hydro One Inc. | 4.390% | &nbsp;&nbsp;&nbsp;&nbsp; 9/26/41 &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2505 | &nbsp;&nbsp;&nbsp;&nbsp; 1769 |
| &nbsp;&nbsp;&nbsp;Hydro One Inc. | 4.590% | &nbsp;&nbsp;&nbsp;&nbsp; 10/9/43 &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2695 | &nbsp;&nbsp;&nbsp;&nbsp; 1944 |
| &nbsp;&nbsp;&nbsp;Hydro One Inc. | 4.170% | &nbsp;&nbsp;&nbsp;&nbsp; 6/6/44 &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp; 68 |
| &nbsp;&nbsp;&nbsp;Hydro One Inc. | 3.910% | &nbsp;&nbsp;&nbsp;&nbsp; 2/23/46 &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1567 | &nbsp;&nbsp;&nbsp;&nbsp; 1028 |
| &nbsp;&nbsp;&nbsp;Hydro One Inc. | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/19/46 &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 981 | &nbsp;&nbsp;&nbsp;&nbsp; 745 |
| &nbsp;&nbsp;&nbsp;Hydro One Inc. | 3.720% | &nbsp;&nbsp;&nbsp;&nbsp; 11/18/47 &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1907 | &nbsp;&nbsp;&nbsp;&nbsp; 1208 |
| &nbsp;&nbsp;&nbsp;Hydro One Inc. | 3.630% | &nbsp;&nbsp;&nbsp;&nbsp; 6/25/49 &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 4467 | &nbsp;&nbsp;&nbsp;&nbsp; 2769 |
| &nbsp;&nbsp;&nbsp;Hydro One Inc. | 2.710% | &nbsp;&nbsp;&nbsp;&nbsp; 2/28/50 &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1877 | &nbsp;&nbsp;&nbsp;&nbsp; 980 |
| &nbsp;&nbsp;&nbsp;Hydro One Inc. | 3.640% | &nbsp;&nbsp;&nbsp;&nbsp; 4/5/50 &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1802 | &nbsp;&nbsp;&nbsp;&nbsp; 1114 |
| &nbsp;&nbsp;&nbsp;Hydro One Inc. | 3.100% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/51 &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2530 | &nbsp;&nbsp;&nbsp;&nbsp; 1408 |
| &nbsp;&nbsp;&nbsp;Hydro One Inc. | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 12/22/51 &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1077 | &nbsp;&nbsp;&nbsp;&nbsp; 703 |
| &nbsp;&nbsp;&nbsp;Hydro One Inc. | 4.460% | &nbsp;&nbsp;&nbsp;&nbsp; 1/27/53 &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 3200 | &nbsp;&nbsp;&nbsp;&nbsp; 2257 |
| &nbsp;&nbsp;&nbsp;Hydro One Inc. | 4.850% | &nbsp;&nbsp;&nbsp;&nbsp; 11/30/54 &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 6500 | &nbsp;&nbsp;&nbsp;&nbsp; 4879 |
| &nbsp;&nbsp;&nbsp;Hydro One Inc. | 3.790% | &nbsp;&nbsp;&nbsp;&nbsp; 7/31/62 &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 981 | &nbsp;&nbsp;&nbsp;&nbsp; 598 |
| &nbsp;&nbsp;&nbsp;Hydro One Ltd. | 1.410% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/27 &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 5541 | &nbsp;&nbsp;&nbsp;&nbsp; 3893 |
| &nbsp;&nbsp;&nbsp;Hydro Ottawa Capital Corp. | 3.991% | &nbsp;&nbsp;&nbsp;&nbsp; 5/14/43 &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1029 | &nbsp;&nbsp;&nbsp;&nbsp; 680 |
| &nbsp;&nbsp;&nbsp;Hyundai Capital Canada Inc. | 2.008% | &nbsp;&nbsp;&nbsp;&nbsp; 5/12/26 &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 3604 | &nbsp;&nbsp;&nbsp;&nbsp; 2580 |
| &nbsp;&nbsp;&nbsp;Hyundai Capital Canada Inc. | 4.813% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/27 &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1500 | &nbsp;&nbsp;&nbsp;&nbsp; 1113 |
| &nbsp;&nbsp;&nbsp;Hyundai Capital Canada Inc. | 3.196% | &nbsp;&nbsp;&nbsp;&nbsp; 2/16/27 &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 9166 | &nbsp;&nbsp;&nbsp;&nbsp; 6618 |
| &nbsp;&nbsp;&nbsp;Hyundai Capital Canada Inc. | 5.565% | &nbsp;&nbsp;&nbsp;&nbsp; 3/8/28 &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp;&nbsp; 1522 |
| &nbsp;&nbsp;&nbsp;iA Financial Corp. Inc. | 3.072% | &nbsp;&nbsp;&nbsp;&nbsp; 9/24/31 &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1471 | &nbsp;&nbsp;&nbsp;&nbsp; 1063 |
| &nbsp;&nbsp;&nbsp;iA Financial Corp. Inc. | 3.187% | &nbsp;&nbsp;&nbsp;&nbsp; 2/25/32 &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1700 | &nbsp;&nbsp;&nbsp;&nbsp; 1228 |
| &nbsp;&nbsp;&nbsp;iA Financial Corp. Inc. | 5.685% | &nbsp;&nbsp;&nbsp;&nbsp; 6/20/33 &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1900 | &nbsp;&nbsp;&nbsp;&nbsp; 1457 |
| &nbsp;&nbsp;&nbsp;IGM Financial Inc. | 3.440% | &nbsp;&nbsp;&nbsp;&nbsp; 1/26/27 &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 564 | &nbsp;&nbsp;&nbsp;&nbsp; 410 |
| &nbsp;&nbsp;&nbsp;IGM Financial Inc. | 6.000% | &nbsp;&nbsp;&nbsp;&nbsp; 12/10/40 &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1250 | &nbsp;&nbsp;&nbsp;&nbsp; 1013 |
| &nbsp;&nbsp;&nbsp;IGM Financial Inc. | 4.560% | &nbsp;&nbsp;&nbsp;&nbsp; 1/25/47 &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1041 | &nbsp;&nbsp;&nbsp;&nbsp; 718 |
| &nbsp;&nbsp;&nbsp;IGM Financial Inc. | 4.115% | &nbsp;&nbsp;&nbsp;&nbsp; 12/9/47 &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2981 | &nbsp;&nbsp;&nbsp;&nbsp; 1922 |
| &nbsp;&nbsp;&nbsp;IGM Financial Inc. | 4.174% | &nbsp;&nbsp;&nbsp;&nbsp; 7/13/48 &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 600 | &nbsp;&nbsp;&nbsp;&nbsp; 389 |
| &nbsp;&nbsp;&nbsp;IGM Financial Inc. | 4.206% | &nbsp;&nbsp;&nbsp;&nbsp; 3/21/50 &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 687 | &nbsp;&nbsp;&nbsp;&nbsp; 446 |
| &nbsp;&nbsp;&nbsp;IGM Financial Inc. | 5.426% | &nbsp;&nbsp;&nbsp;&nbsp; 5/26/53 &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1100 | &nbsp;&nbsp;&nbsp;&nbsp; 855 |
| &nbsp;&nbsp;&nbsp;Independent Order of Foresters | 2.885% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/35 &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 557 | &nbsp;&nbsp;&nbsp;&nbsp; 371 |
| &nbsp;&nbsp;&nbsp;InPower BC General Partnership | 4.471% | &nbsp;&nbsp;&nbsp;&nbsp; 3/31/33 &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1365 | &nbsp;&nbsp;&nbsp;&nbsp; 1010 |
| &nbsp;&nbsp;&nbsp;Intact Financial Corp. | 2.179% | &nbsp;&nbsp;&nbsp;&nbsp; 5/18/28 &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1500 | &nbsp;&nbsp;&nbsp;&nbsp; 1055 |
| &nbsp;&nbsp;&nbsp;Intact Financial Corp. | 4.653% | &nbsp;&nbsp;&nbsp;&nbsp; 5/16/34 &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 16800 | &nbsp;&nbsp;&nbsp;&nbsp; 12605 |
| &nbsp;&nbsp;&nbsp;Intact Financial Corp. | 6.400% | &nbsp;&nbsp;&nbsp;&nbsp; 11/23/39 &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 25 | &nbsp;&nbsp;&nbsp;&nbsp; 21 |
| &nbsp;&nbsp;&nbsp;Intact Financial Corp. | 5.160% | &nbsp;&nbsp;&nbsp;&nbsp; 6/16/42 &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1460 | &nbsp;&nbsp;&nbsp;&nbsp; 1105 |
| &nbsp;&nbsp;&nbsp;Intact Financial Corp. | 2.954% | &nbsp;&nbsp;&nbsp;&nbsp; 12/16/50 &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1946 | &nbsp;&nbsp;&nbsp;&nbsp; 1038 |
| &nbsp;&nbsp;&nbsp;Intact Financial Corp. | 3.765% | &nbsp;&nbsp;&nbsp;&nbsp; 5/20/53 &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1000 | &nbsp;&nbsp;&nbsp;&nbsp; 614 |
| &nbsp;&nbsp;&nbsp;Integrated Team Solutions SJHC Partnership | 5.946% | &nbsp;&nbsp;&nbsp;&nbsp; 11/30/42 &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 21 | &nbsp;&nbsp;&nbsp;&nbsp; 17 |
| &nbsp;&nbsp;&nbsp;Inter Pipeline Ltd. | 3.484% | &nbsp;&nbsp;&nbsp;&nbsp; 12/16/26 &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1825 | &nbsp;&nbsp;&nbsp;&nbsp; 1322 |
| &nbsp;&nbsp;&nbsp;Inter Pipeline Ltd. | 4.232% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/27 &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 904 | &nbsp;&nbsp;&nbsp;&nbsp; 661 |
| &nbsp;&nbsp;&nbsp;Inter Pipeline Ltd. | 5.760% | &nbsp;&nbsp;&nbsp;&nbsp; 2/17/28 &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 4990 | &nbsp;&nbsp;&nbsp;&nbsp; 3790 |
| &nbsp;&nbsp;&nbsp;Inter Pipeline Ltd. | 5.710% | &nbsp;&nbsp;&nbsp;&nbsp; 5/29/30 &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 3100 | &nbsp;&nbsp;&nbsp;&nbsp; 2381 |
| &nbsp;&nbsp;&nbsp;Inter Pipeline Ltd. | 3.983% | &nbsp;&nbsp;&nbsp;&nbsp; 11/25/31 &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 6082 | &nbsp;&nbsp;&nbsp;&nbsp; 4224 |
| &nbsp;&nbsp;&nbsp;Inter Pipeline Ltd. | 5.849% | &nbsp;&nbsp;&nbsp;&nbsp; 5/18/32 &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2240 | &nbsp;&nbsp;&nbsp;&nbsp; 1717 |
| &nbsp;&nbsp;&nbsp;Inter Pipeline Ltd. | 6.380% | &nbsp;&nbsp;&nbsp;&nbsp; 2/17/33 &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp;&nbsp; 1572 |
| &nbsp;&nbsp;&nbsp;Inter Pipeline Ltd. | 6.590% | &nbsp;&nbsp;&nbsp;&nbsp; 2/9/34 &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 3057 | &nbsp;&nbsp;&nbsp;&nbsp; 2434 |
| &nbsp;&nbsp;&nbsp;Inter Pipeline Ltd. | 4.637% | &nbsp;&nbsp;&nbsp;&nbsp; 5/30/44 &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2943 | &nbsp;&nbsp;&nbsp;&nbsp; 1833 |
| &nbsp;&nbsp;&nbsp;Inter Pipeline Ltd. | 5.091% | &nbsp;&nbsp;&nbsp;&nbsp; 11/27/51 &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1053 | &nbsp;&nbsp;&nbsp;&nbsp; 683 |
| &nbsp;&nbsp;&nbsp;Ivanhoe Cambridge II Inc. | 4.994% | &nbsp;&nbsp;&nbsp;&nbsp; 6/2/28 &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1200 | &nbsp;&nbsp;&nbsp;&nbsp; 913 |
| &nbsp;&nbsp;&nbsp;Keyera Corp. | 3.959% | &nbsp;&nbsp;&nbsp;&nbsp; 5/29/30 &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1378 | &nbsp;&nbsp;&nbsp;&nbsp; 996 |
| &nbsp;&nbsp;&nbsp;Keyera Corp. | 5.022% | &nbsp;&nbsp;&nbsp;&nbsp; 3/28/32 &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1812 | &nbsp;&nbsp;&nbsp;&nbsp; 1363 |

---

------

Total International Bond II Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Keyera Corp. | 5.663% | &nbsp;&nbsp;&nbsp;&nbsp; 1/4/54&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp;&nbsp; 1496 |
|  | &nbsp;&nbsp;&nbsp;Liberty Utilities Canada LP | 3.315% | &nbsp;&nbsp;&nbsp;&nbsp; 2/14/50&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 5350 | &nbsp;&nbsp;&nbsp;&nbsp; 2879 |
|  | &nbsp;&nbsp;&nbsp;Loblaw Cos. Ltd. | 4.488% | &nbsp;&nbsp;&nbsp;&nbsp; 12/11/28&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1631 | &nbsp;&nbsp;&nbsp;&nbsp; 1225 |
|  | &nbsp;&nbsp;&nbsp;Loblaw Cos. Ltd. | 3.564% | &nbsp;&nbsp;&nbsp;&nbsp; 12/12/29&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 4925 | &nbsp;&nbsp;&nbsp;&nbsp; 3573 |
|  | &nbsp;&nbsp;&nbsp;Loblaw Cos. Ltd. | 2.284% | &nbsp;&nbsp;&nbsp;&nbsp; 5/7/30&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 3167 | &nbsp;&nbsp;&nbsp;&nbsp; 2173 |
|  | &nbsp;&nbsp;&nbsp;Loblaw Cos. Ltd. | 5.008% | &nbsp;&nbsp;&nbsp;&nbsp; 9/13/32&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 3700 | &nbsp;&nbsp;&nbsp;&nbsp; 2842 |
|  | &nbsp;&nbsp;&nbsp;Loblaw Cos. Ltd. | 5.900% | &nbsp;&nbsp;&nbsp;&nbsp; 1/18/36&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1228 | &nbsp;&nbsp;&nbsp;&nbsp; 983 |
|  | &nbsp;&nbsp;&nbsp;Loblaw Cos. Ltd. | 5.336% | &nbsp;&nbsp;&nbsp;&nbsp; 9/13/52&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 600 | &nbsp;&nbsp;&nbsp;&nbsp; 450 |
|  | &nbsp;&nbsp;&nbsp;Loblaw Cos. Ltd. | 5.115% | &nbsp;&nbsp;&nbsp;&nbsp; 3/4/54&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 4900 | &nbsp;&nbsp;&nbsp;&nbsp; 3559 |
|  | &nbsp;&nbsp;&nbsp;Lower Mattagami Energy LP | 2.433% | &nbsp;&nbsp;&nbsp;&nbsp; 5/14/31&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 3241 | &nbsp;&nbsp;&nbsp;&nbsp; 2207 |
|  | &nbsp;&nbsp;&nbsp;Lower Mattagami Energy LP | 5.139% | &nbsp;&nbsp;&nbsp;&nbsp; 5/18/41&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2557 | &nbsp;&nbsp;&nbsp;&nbsp; 1958 |
|  | &nbsp;&nbsp;&nbsp;Lower Mattagami Energy LP | 4.944% | &nbsp;&nbsp;&nbsp;&nbsp; 9/21/43&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 277 | &nbsp;&nbsp;&nbsp;&nbsp; 208 |
|  | &nbsp;&nbsp;&nbsp;Lower Mattagami Energy LP | 4.176% | &nbsp;&nbsp;&nbsp;&nbsp; 2/23/46&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 400 | &nbsp;&nbsp;&nbsp;&nbsp; 272 |
|  | &nbsp;&nbsp;&nbsp;Lower Mattagami Energy LP | 4.175% | &nbsp;&nbsp;&nbsp;&nbsp; 4/23/52&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 800 | &nbsp;&nbsp;&nbsp;&nbsp; 539 |
|  | &nbsp;&nbsp;&nbsp;Magna International Inc. | 4.800% | &nbsp;&nbsp;&nbsp;&nbsp; 5/30/29&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2125 | &nbsp;&nbsp;&nbsp;&nbsp; 1588 |
|  | &nbsp;&nbsp;&nbsp;Magna International Inc. | 4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 1/31/31&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1400 | &nbsp;&nbsp;&nbsp;&nbsp; 1050 |
|  | &nbsp;&nbsp;&nbsp;Magna International Inc. | 4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 3/17/32 | &nbsp;&nbsp; 2500 | &nbsp;&nbsp;&nbsp;&nbsp; 2948 |
|  | &nbsp;&nbsp;&nbsp;Manulife Bank of Canada | 1.536% | &nbsp;&nbsp;&nbsp;&nbsp; 9/14/26&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1504 | &nbsp;&nbsp;&nbsp;&nbsp; 1070 |
|  | &nbsp;&nbsp;&nbsp;Manulife Bank of Canada | 2.864% | &nbsp;&nbsp;&nbsp;&nbsp; 2/16/27&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 6782 | &nbsp;&nbsp;&nbsp;&nbsp; 4900 |
|  | &nbsp;&nbsp;&nbsp;Manulife Finance Delaware LP | 5.059% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/41&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1857 | &nbsp;&nbsp;&nbsp;&nbsp; 1367 |
|  | &nbsp;&nbsp;&nbsp;Manulife Financial Corp. | 5.409% | &nbsp;&nbsp;&nbsp;&nbsp; 3/10/33&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 4100 | &nbsp;&nbsp;&nbsp;&nbsp; 3117 |
|  | &nbsp;&nbsp;&nbsp;Manulife Financial Corp. | 5.054% | &nbsp;&nbsp;&nbsp;&nbsp; 2/23/34&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 3500 | &nbsp;&nbsp;&nbsp;&nbsp; 2648 |
|  | &nbsp;&nbsp;&nbsp;Manulife Financial Corp. | 4.064% | &nbsp;&nbsp;&nbsp;&nbsp; 12/6/34&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 9000 | &nbsp;&nbsp;&nbsp;&nbsp; 6555 |
|  | &nbsp;&nbsp;&nbsp;Manulife Financial Corp. | 2.818% | &nbsp;&nbsp;&nbsp;&nbsp; 5/13/35&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 9796 | &nbsp;&nbsp;&nbsp;&nbsp; 6781 |
|  | &nbsp;&nbsp;&nbsp;McGill University | 6.150% | &nbsp;&nbsp;&nbsp;&nbsp; 9/22/42&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 16 | &nbsp;&nbsp;&nbsp;&nbsp; 14 |
|  | &nbsp;&nbsp;&nbsp;McGill University | 3.975% | &nbsp;&nbsp;&nbsp;&nbsp; 1/29/56&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 169 | &nbsp;&nbsp;&nbsp;&nbsp; 108 |
|  | &nbsp;&nbsp;&nbsp;McGill University Health Centre | 5.360% | &nbsp;&nbsp;&nbsp;&nbsp; 12/31/43&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 306 | &nbsp;&nbsp;&nbsp;&nbsp; 240 |
|  | &nbsp;&nbsp;&nbsp;Metro Inc. | 3.390% | &nbsp;&nbsp;&nbsp;&nbsp; 12/6/27&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2098 | &nbsp;&nbsp;&nbsp;&nbsp; 1529 |
|  | &nbsp;&nbsp;&nbsp;Metro Inc. | 3.998% | &nbsp;&nbsp;&nbsp;&nbsp; 11/27/29&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 17420 | &nbsp;&nbsp;&nbsp;&nbsp; 12880 |
|  | &nbsp;&nbsp;&nbsp;Metro Inc. | 5.970% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/35&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1123 | &nbsp;&nbsp;&nbsp;&nbsp; 923 |
|  | &nbsp;&nbsp;&nbsp;Metro Inc. | 5.030% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/44&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 3100 | &nbsp;&nbsp;&nbsp;&nbsp; 2236 |
|  | &nbsp;&nbsp;&nbsp;Metro Inc. | 4.270% | &nbsp;&nbsp;&nbsp;&nbsp; 12/4/47&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 3283 | &nbsp;&nbsp;&nbsp;&nbsp; 2126 |
|  | &nbsp;&nbsp;&nbsp;Metro Inc. | 3.413% | &nbsp;&nbsp;&nbsp;&nbsp; 2/28/50&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1681 | &nbsp;&nbsp;&nbsp;&nbsp; 936 |
|  | &nbsp;&nbsp;&nbsp;Mountain View Partners GP | 3.974% | &nbsp;&nbsp;&nbsp;&nbsp; 3/31/51&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 30 | &nbsp;&nbsp;&nbsp;&nbsp; 19 |
|  | &nbsp;&nbsp;&nbsp;National Bank of Canada | 1.534% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/26&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 4379 | &nbsp;&nbsp;&nbsp;&nbsp; 3130 |
|  | &nbsp;&nbsp;&nbsp;National Bank of Canada | 2.237% | &nbsp;&nbsp;&nbsp;&nbsp; 11/4/26&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 5233 | &nbsp;&nbsp;&nbsp;&nbsp; 3750 |
|  | &nbsp;&nbsp;&nbsp;National Bank of Canada | 4.968% | &nbsp;&nbsp;&nbsp;&nbsp; 12/7/26&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 10000 | &nbsp;&nbsp;&nbsp;&nbsp; 7460 |
|  | &nbsp;&nbsp;&nbsp;National Bank of Canada | 0.125% | &nbsp;&nbsp;&nbsp;&nbsp; 1/27/27 | &nbsp;&nbsp; 12800 | &nbsp;&nbsp;&nbsp;&nbsp; 14014 |
|  | &nbsp;&nbsp;&nbsp;National Bank of Canada | 5.146% | &nbsp;&nbsp;&nbsp;&nbsp; 9/2/27&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2200 | &nbsp;&nbsp;&nbsp;&nbsp; 1669 |
|  | &nbsp;&nbsp;&nbsp;National Bank of Canada | 1.818% | &nbsp;&nbsp;&nbsp;&nbsp; 12/16/27&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2504 | &nbsp;&nbsp;&nbsp;&nbsp; 1766 |
|  | &nbsp;&nbsp;&nbsp;National Bank of Canada | 5.219% | &nbsp;&nbsp;&nbsp;&nbsp; 6/14/28&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 4800 | &nbsp;&nbsp;&nbsp;&nbsp; 3674 |
|  | &nbsp;&nbsp;&nbsp;National Bank of Canada | 5.426% | &nbsp;&nbsp;&nbsp;&nbsp; 8/16/32&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp;&nbsp; 1510 |
|  | &nbsp;&nbsp;&nbsp;National Bank of Canada | 5.949% | &nbsp;&nbsp;&nbsp;&nbsp; 1/29/34&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 4050 | &nbsp;&nbsp;&nbsp;&nbsp; 3143 |
|  | &nbsp;&nbsp;&nbsp;National Bank of Canada | 5.279% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/34&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 6000 | &nbsp;&nbsp;&nbsp;&nbsp; 4550 |
|  | &nbsp;&nbsp;&nbsp;NAV Canada | 2.063% | &nbsp;&nbsp;&nbsp;&nbsp; 5/29/30&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2106 | &nbsp;&nbsp;&nbsp;&nbsp; 1436 |
|  | &nbsp;&nbsp;&nbsp;NAV Canada | 3.534% | &nbsp;&nbsp;&nbsp;&nbsp; 2/23/46&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 491 | &nbsp;&nbsp;&nbsp;&nbsp; 308 |
|  | &nbsp;&nbsp;&nbsp;NAV Canada | 3.293% | &nbsp;&nbsp;&nbsp;&nbsp; 3/30/48&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 3428 | &nbsp;&nbsp;&nbsp;&nbsp; 2045 |
|  | &nbsp;&nbsp;&nbsp;North Battleford Power LP | 4.958% | &nbsp;&nbsp;&nbsp;&nbsp; 12/31/32&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1530 | &nbsp;&nbsp;&nbsp;&nbsp; 1124 |
|  | &nbsp;&nbsp;&nbsp;North West Redwater Partnership / NWR Financing Co. Ltd. | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/26&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 3705 | &nbsp;&nbsp;&nbsp;&nbsp; 2639 |
|  | &nbsp;&nbsp;&nbsp;North West Redwater Partnership / NWR Financing Co. Ltd. | 2.800% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/27&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 3730 | &nbsp;&nbsp;&nbsp;&nbsp; 2682 |
|  | &nbsp;&nbsp;&nbsp;North West Redwater Partnership / NWR Financing Co. Ltd. | 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/29&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 5426 | &nbsp;&nbsp;&nbsp;&nbsp; 4038 |
|  | &nbsp;&nbsp;&nbsp;North West Redwater Partnership / NWR Financing Co. Ltd. | 4.150% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/33&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2695 | &nbsp;&nbsp;&nbsp;&nbsp; 1966 |
|  | &nbsp;&nbsp;&nbsp;North West Redwater Partnership / NWR Financing Co. Ltd. | 3.650% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/35&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 5307 | &nbsp;&nbsp;&nbsp;&nbsp; 3635 |
|  | &nbsp;&nbsp;&nbsp;North West Redwater Partnership / NWR Financing Co. Ltd. | 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/37&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 4421 | &nbsp;&nbsp;&nbsp;&nbsp; 3276 |
|  | &nbsp;&nbsp;&nbsp;North West Redwater Partnership / NWR Financing Co. Ltd. | 4.350% | &nbsp;&nbsp;&nbsp;&nbsp; 1/10/39&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 7206 | &nbsp;&nbsp;&nbsp;&nbsp; 5167 |
|  | &nbsp;&nbsp;&nbsp;North West Redwater Partnership / NWR Financing Co. Ltd. | 3.700% | &nbsp;&nbsp;&nbsp;&nbsp; 2/23/43&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 150 | &nbsp;&nbsp;&nbsp;&nbsp; 94 |
|  | &nbsp;&nbsp;&nbsp;North West Redwater Partnership / NWR Financing Co. Ltd. | 4.050% | &nbsp;&nbsp;&nbsp;&nbsp; 7/22/44&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2828 | &nbsp;&nbsp;&nbsp;&nbsp; 1856 |
|  | &nbsp;&nbsp;&nbsp;North West Redwater Partnership / NWR Financing Co. Ltd. | 5.080% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/54&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 3000 | &nbsp;&nbsp;&nbsp;&nbsp; 2265 |
|  | &nbsp;&nbsp;&nbsp;Northern Courier Pipeline LP | 3.365% | &nbsp;&nbsp;&nbsp;&nbsp; 6/30/42&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 670 | &nbsp;&nbsp;&nbsp;&nbsp; 456 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Northern Courier Pipeline LP | 3.365% | &nbsp;&nbsp;&nbsp;&nbsp; 6/30/42 &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1182 | &nbsp;&nbsp;&nbsp;&nbsp; 805 |
|  | &nbsp;&nbsp;&nbsp;Northwestern Hydro Acquisition Co. II LP | 3.877% | &nbsp;&nbsp;&nbsp;&nbsp; 12/31/36 &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2040 | &nbsp;&nbsp;&nbsp;&nbsp; 1327 |
|  | &nbsp;&nbsp;&nbsp;Northwestern Hydro Acquisition Co. III LP | 3.940% | &nbsp;&nbsp;&nbsp;&nbsp; 12/31/38 &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2147 | &nbsp;&nbsp;&nbsp;&nbsp; 1361 |
|  | &nbsp;&nbsp;&nbsp;Nouvelle Autoroute 30 Financement Inc. | 4.114% | &nbsp;&nbsp;&nbsp;&nbsp; 3/31/42 &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2858 | &nbsp;&nbsp;&nbsp;&nbsp; 1911 |
|  | &nbsp;&nbsp;&nbsp;Nouvelle Autoroute 30 Financement Inc. | 4.115% | &nbsp;&nbsp;&nbsp;&nbsp; 6/30/42 &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1431 | &nbsp;&nbsp;&nbsp;&nbsp; 949 |
|  | &nbsp;&nbsp;&nbsp;Nova Scotia Power Inc. | 4.951% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/32 &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1200 | &nbsp;&nbsp;&nbsp;&nbsp; 910 |
|  | &nbsp;&nbsp;&nbsp;Nova Scotia Power Inc. | 6.950% | &nbsp;&nbsp;&nbsp;&nbsp; 8/25/33 &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 800 | &nbsp;&nbsp;&nbsp;&nbsp; 680 |
|  | &nbsp;&nbsp;&nbsp;Nova Scotia Power Inc. | 5.670% | &nbsp;&nbsp;&nbsp;&nbsp; 11/14/35 &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2300 | &nbsp;&nbsp;&nbsp;&nbsp; 1798 |
|  | &nbsp;&nbsp;&nbsp;Nova Scotia Power Inc. | 5.610% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/40 &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1212 | &nbsp;&nbsp;&nbsp;&nbsp; 926 |
|  | &nbsp;&nbsp;&nbsp;Nova Scotia Power Inc. | 4.150% | &nbsp;&nbsp;&nbsp;&nbsp; 3/6/42 &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1000 | &nbsp;&nbsp;&nbsp;&nbsp; 656 |
|  | &nbsp;&nbsp;&nbsp;Nova Scotia Power Inc. | 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 7/20/43 &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1211 | &nbsp;&nbsp;&nbsp;&nbsp; 826 |

---

------

Total International Bond II Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;&nbsp;&nbsp;Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| &nbsp;&nbsp;&nbsp;Nova Scotia Power Inc. | 3.612% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 700 | &nbsp;&nbsp;&nbsp;&nbsp; 420 |
| &nbsp;&nbsp;&nbsp;Nova Scotia Power Inc. | 3.571% | &nbsp;&nbsp;&nbsp;&nbsp; 4/5/49 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1614 | &nbsp;&nbsp;&nbsp;&nbsp; 945 |
| &nbsp;&nbsp;&nbsp;Nova Scotia Power Inc. | 3.307% | &nbsp;&nbsp;&nbsp;&nbsp; 4/25/50 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1254 | &nbsp;&nbsp;&nbsp;&nbsp; 693 |
| &nbsp;&nbsp;&nbsp;Nova Scotia Power Inc. | 5.355% | &nbsp;&nbsp;&nbsp;&nbsp; 3/24/53 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 800 | &nbsp;&nbsp;&nbsp;&nbsp; 611 |
| &nbsp;&nbsp;&nbsp;Noverco Inc. | 4.568% | &nbsp;&nbsp;&nbsp;&nbsp; 1/28/35 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp;&nbsp; 1479 |
| &nbsp;&nbsp;&nbsp;OMERS Realty Corp. | 5.381% | &nbsp;&nbsp;&nbsp;&nbsp; 11/14/28 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 7990 | &nbsp;&nbsp;&nbsp;&nbsp; 6161 |
| &nbsp;&nbsp;&nbsp;OMERS Realty Corp. | 3.628% | &nbsp;&nbsp;&nbsp;&nbsp; 6/5/30 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2204 | &nbsp;&nbsp;&nbsp;&nbsp; 1595 |
| &nbsp;&nbsp;&nbsp;Ontario Power Generation Inc. | 3.315% | &nbsp;&nbsp;&nbsp;&nbsp; 10/4/27 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 4405 | &nbsp;&nbsp;&nbsp;&nbsp; 3210 |
| &nbsp;&nbsp;&nbsp;Ontario Power Generation Inc. | 2.977% | &nbsp;&nbsp;&nbsp;&nbsp; 9/13/29 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 3918 | &nbsp;&nbsp;&nbsp;&nbsp; 2798 |
| &nbsp;&nbsp;&nbsp;Ontario Power Generation Inc. | 3.215% | &nbsp;&nbsp;&nbsp;&nbsp; 4/8/30 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 5720 | &nbsp;&nbsp;&nbsp;&nbsp; 4101 |
| &nbsp;&nbsp;&nbsp;Ontario Power Generation Inc. | 4.831% | &nbsp;&nbsp;&nbsp;&nbsp; 6/28/34 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 3000 | &nbsp;&nbsp;&nbsp;&nbsp; 2308 |
| &nbsp;&nbsp;&nbsp;Ontario Power Generation Inc. | 3.838% | &nbsp;&nbsp;&nbsp;&nbsp; 6/22/48 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2939 | &nbsp;&nbsp;&nbsp;&nbsp; 1845 |
| &nbsp;&nbsp;&nbsp;Ontario Power Generation Inc. | 4.248% | &nbsp;&nbsp;&nbsp;&nbsp; 1/18/49 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2100 | &nbsp;&nbsp;&nbsp;&nbsp; 1403 |
| &nbsp;&nbsp;&nbsp;Ontario Power Generation Inc. | 3.651% | &nbsp;&nbsp;&nbsp;&nbsp; 9/13/50 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1277 | &nbsp;&nbsp;&nbsp;&nbsp; 770 |
| &nbsp;&nbsp;&nbsp;Ontario Power Generation Inc. | 2.947% | &nbsp;&nbsp;&nbsp;&nbsp; 2/21/51 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1743 | &nbsp;&nbsp;&nbsp;&nbsp; 919 |
| &nbsp;&nbsp;&nbsp;Ontario Power Generation Inc. | 4.990% | &nbsp;&nbsp;&nbsp;&nbsp; 6/28/54 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 3000 | &nbsp;&nbsp;&nbsp;&nbsp; 2236 |
| &nbsp;&nbsp;&nbsp;Ontario Power Generation Inc. | 4.866% | &nbsp;&nbsp;&nbsp;&nbsp; 3/13/55 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 3000 | &nbsp;&nbsp;&nbsp;&nbsp; 2195 |
| &nbsp;&nbsp;&nbsp;OPB Finance Trust | 2.980% | &nbsp;&nbsp;&nbsp;&nbsp; 1/25/27 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2442 | &nbsp;&nbsp;&nbsp;&nbsp; 1778 |
| &nbsp;&nbsp;&nbsp;OPB Finance Trust | 3.890% | &nbsp;&nbsp;&nbsp;&nbsp; 7/4/42 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1000 | &nbsp;&nbsp;&nbsp;&nbsp; 669 |
| &nbsp;&nbsp;&nbsp;Original Wempi Inc. | 7.791% | &nbsp;&nbsp;&nbsp;&nbsp; 10/4/27 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 4000 | &nbsp;&nbsp;&nbsp;&nbsp; 3117 |
| &nbsp;&nbsp;&nbsp;Ottawa MacDonald-Cartier International Airport Authority | 3.933% | &nbsp;&nbsp;&nbsp;&nbsp; 6/9/45 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 620 | &nbsp;&nbsp;&nbsp;&nbsp; 413 |
| &nbsp;&nbsp;&nbsp;Pembina Pipeline Corp. | 3.710% | &nbsp;&nbsp;&nbsp;&nbsp; 8/11/26 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2380 | &nbsp;&nbsp;&nbsp;&nbsp; 1734 |
| &nbsp;&nbsp;&nbsp;Pembina Pipeline Corp. | 3.620% | &nbsp;&nbsp;&nbsp;&nbsp; 4/3/29 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2071 | &nbsp;&nbsp;&nbsp;&nbsp; 1503 |
| &nbsp;&nbsp;&nbsp;Pembina Pipeline Corp. | 3.530% | &nbsp;&nbsp;&nbsp;&nbsp; 12/10/31 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 5700 | &nbsp;&nbsp;&nbsp;&nbsp; 3973 |
| &nbsp;&nbsp;&nbsp;Pembina Pipeline Corp. | 5.020% | &nbsp;&nbsp;&nbsp;&nbsp; 1/12/32 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 13000 | &nbsp;&nbsp;&nbsp;&nbsp; 9827 |
| &nbsp;&nbsp;&nbsp;Pembina Pipeline Corp. | 5.220% | &nbsp;&nbsp;&nbsp;&nbsp; 6/28/33 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 3801 |
| &nbsp;&nbsp;&nbsp;Pembina Pipeline Corp. | 5.210% | &nbsp;&nbsp;&nbsp;&nbsp; 1/12/34 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2750 | &nbsp;&nbsp;&nbsp;&nbsp; 2090 |
| &nbsp;&nbsp;&nbsp;Pembina Pipeline Corp. | 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 4/30/43 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 3475 | &nbsp;&nbsp;&nbsp;&nbsp; 2331 |
| &nbsp;&nbsp;&nbsp;Pembina Pipeline Corp. | 4.740% | &nbsp;&nbsp;&nbsp;&nbsp; 1/21/47 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2577 | &nbsp;&nbsp;&nbsp;&nbsp; 1710 |
| &nbsp;&nbsp;&nbsp;Pembina Pipeline Corp. | 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/26/48 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 7256 | &nbsp;&nbsp;&nbsp;&nbsp; 4809 |
| &nbsp;&nbsp;&nbsp;Pembina Pipeline Corp. | 4.540% | &nbsp;&nbsp;&nbsp;&nbsp; 4/3/49 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 3244 | &nbsp;&nbsp;&nbsp;&nbsp; 2078 |
| &nbsp;&nbsp;&nbsp;Pembina Pipeline Corp. | 4.670% | &nbsp;&nbsp;&nbsp;&nbsp; 5/28/50 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1872 | &nbsp;&nbsp;&nbsp;&nbsp; 1220 |
| &nbsp;&nbsp;&nbsp;Plenary Health Bridgepoint LP | 7.246% | &nbsp;&nbsp;&nbsp;&nbsp; 8/31/42 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 816 | &nbsp;&nbsp;&nbsp;&nbsp; 719 |
| &nbsp;&nbsp;&nbsp;Plenary Health Care Partnerships Humber LP | 4.895% | &nbsp;&nbsp;&nbsp;&nbsp; 5/31/39 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1172 | &nbsp;&nbsp;&nbsp;&nbsp; 867 |
| &nbsp;&nbsp;&nbsp;Plenary PCL Health HIEP LP | 4.907% | &nbsp;&nbsp;&nbsp;&nbsp; 6/30/60 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2932 | &nbsp;&nbsp;&nbsp;&nbsp; 2107 |
| &nbsp;&nbsp;&nbsp;Plenary Properties LTAP LP | 6.288% | &nbsp;&nbsp;&nbsp;&nbsp; 1/31/44 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2326 | &nbsp;&nbsp;&nbsp;&nbsp; 1893 |
| &nbsp;&nbsp;&nbsp;Power Corp. of Canada | 4.810% | &nbsp;&nbsp;&nbsp;&nbsp; 1/31/47 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1100 | &nbsp;&nbsp;&nbsp;&nbsp; 792 |
| &nbsp;&nbsp;&nbsp;Power Corp. of Canada | 4.455% | &nbsp;&nbsp;&nbsp;&nbsp; 7/27/48 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1664 | &nbsp;&nbsp;&nbsp;&nbsp; 1139 |
| &nbsp;&nbsp;&nbsp;Power Financial Corp. | 6.900% | &nbsp;&nbsp;&nbsp;&nbsp; 3/11/33 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 615 | &nbsp;&nbsp;&nbsp;&nbsp; 520 |
| &nbsp;&nbsp;&nbsp;Primaris REIT | 5.934% | &nbsp;&nbsp;&nbsp;&nbsp; 3/29/28 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1500 | &nbsp;&nbsp;&nbsp;&nbsp; 1149 |
| &nbsp;&nbsp;&nbsp;Primaris REIT | 5.304% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2800 | &nbsp;&nbsp;&nbsp;&nbsp; 2101 |
| &nbsp;&nbsp;&nbsp;Reliance LP | 2.680% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2187 | &nbsp;&nbsp;&nbsp;&nbsp; 1554 |
| &nbsp;&nbsp;&nbsp;Reliance LP | 2.670% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1704 | &nbsp;&nbsp;&nbsp;&nbsp; 1195 |
| &nbsp;&nbsp;&nbsp;RioCan REIT | 1.974% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 17661 | &nbsp;&nbsp;&nbsp;&nbsp; 12640 |
| &nbsp;&nbsp;&nbsp;RioCan REIT | 2.361% | &nbsp;&nbsp;&nbsp;&nbsp; 3/10/27 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2583 | &nbsp;&nbsp;&nbsp;&nbsp; 1837 |
| &nbsp;&nbsp;&nbsp;RioCan REIT | 5.611% | &nbsp;&nbsp;&nbsp;&nbsp; 10/6/27 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 800 | &nbsp;&nbsp;&nbsp;&nbsp; 605 |
| &nbsp;&nbsp;&nbsp;RioCan REIT | 4.004% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 3500 | &nbsp;&nbsp;&nbsp;&nbsp; 2557 |
| &nbsp;&nbsp;&nbsp;RioCan REIT | 2.829% | &nbsp;&nbsp;&nbsp;&nbsp; 11/8/28 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1776 | &nbsp;&nbsp;&nbsp;&nbsp; 1246 |
| &nbsp;&nbsp;&nbsp;RioCan REIT | 4.628% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1200 | &nbsp;&nbsp;&nbsp;&nbsp; 887 |
| &nbsp;&nbsp;&nbsp;RioCan REIT | 5.962% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2200 | &nbsp;&nbsp;&nbsp;&nbsp; 1707 |
| &nbsp;&nbsp;&nbsp;RioCan REIT | 5.470% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 3000 | &nbsp;&nbsp;&nbsp;&nbsp; 2291 |
| &nbsp;&nbsp;&nbsp;RioCan REIT | 5.455% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp;&nbsp; 1520 |
| &nbsp;&nbsp;&nbsp;Rogers Communications Inc. | 5.650% | &nbsp;&nbsp;&nbsp;&nbsp; 9/21/26 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 14200 | &nbsp;&nbsp;&nbsp;&nbsp; 10636 |
| &nbsp;&nbsp;&nbsp;Rogers Communications Inc. | 3.650% | &nbsp;&nbsp;&nbsp;&nbsp; 3/31/27 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 14892 | &nbsp;&nbsp;&nbsp;&nbsp; 10862 |
| &nbsp;&nbsp;&nbsp;Rogers Communications Inc. | 4.400% | &nbsp;&nbsp;&nbsp;&nbsp; 11/2/28 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 64 | &nbsp;&nbsp;&nbsp;&nbsp; 48 |
| &nbsp;&nbsp;&nbsp;Rogers Communications Inc. | 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 11938 | &nbsp;&nbsp;&nbsp;&nbsp; 8680 |
| &nbsp;&nbsp;&nbsp;Rogers Communications Inc. | 3.300% | &nbsp;&nbsp;&nbsp;&nbsp; 12/10/29 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2700 | &nbsp;&nbsp;&nbsp;&nbsp; 1919 |
| &nbsp;&nbsp;&nbsp;Rogers Communications Inc. | 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 9838 | &nbsp;&nbsp;&nbsp;&nbsp; 7143 |
| &nbsp;&nbsp;&nbsp;Rogers Communications Inc. | 5.900% | &nbsp;&nbsp;&nbsp;&nbsp; 9/21/33 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 8370 | &nbsp;&nbsp;&nbsp;&nbsp; 6665 |
| &nbsp;&nbsp;&nbsp;Rogers Communications Inc. | 6.680% | &nbsp;&nbsp;&nbsp;&nbsp; 11/4/39 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1891 | &nbsp;&nbsp;&nbsp;&nbsp; 1571 |
| &nbsp;&nbsp;&nbsp;Rogers Communications Inc. | 6.750% | &nbsp;&nbsp;&nbsp;&nbsp; 11/9/39 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 6217 | &nbsp;&nbsp;&nbsp;&nbsp; 5197 |
| &nbsp;&nbsp;&nbsp;Rogers Communications Inc. | 6.110% | &nbsp;&nbsp;&nbsp;&nbsp; 8/25/40 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 3650 | &nbsp;&nbsp;&nbsp;&nbsp; 2884 |
| &nbsp;&nbsp;&nbsp;Rogers Communications Inc. | 6.560% | &nbsp;&nbsp;&nbsp;&nbsp; 3/22/41 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1698 | &nbsp;&nbsp;&nbsp;&nbsp; 1403 |
| &nbsp;&nbsp;&nbsp;Rogers Communications Inc. | 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 5780 | &nbsp;&nbsp;&nbsp;&nbsp; 4195 |
| &nbsp;&nbsp;&nbsp;Royal Bank of Canada | 1.589% | &nbsp;&nbsp;&nbsp;&nbsp; 5/4/26 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 5570 | &nbsp;&nbsp;&nbsp;&nbsp; 3990 |
| &nbsp;&nbsp;&nbsp;Royal Bank of Canada | 1.782% | &nbsp;&nbsp;&nbsp;&nbsp; 5/20/26 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 5989 | &nbsp;&nbsp;&nbsp;&nbsp; 4300 |
| &nbsp;&nbsp;&nbsp;Royal Bank of Canada | 5.341% | &nbsp;&nbsp;&nbsp;&nbsp; 6/23/26 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 6000 | &nbsp;&nbsp;&nbsp;&nbsp; 4468 |
| &nbsp;&nbsp;&nbsp;Royal Bank of Canada | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/9/26 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 6348 |
| &nbsp;&nbsp;&nbsp;Royal Bank of Canada | 5.235% | &nbsp;&nbsp;&nbsp;&nbsp; 11/2/26 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 7000 | &nbsp;&nbsp;&nbsp;&nbsp; 5237 |
| &nbsp;&nbsp;&nbsp;Royal Bank of Canada | 0.010% | &nbsp;&nbsp;&nbsp;&nbsp; 1/21/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 22369 | &nbsp;&nbsp;&nbsp;&nbsp; 24456 |

---

------

Total International Bond II Index Fund

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;&nbsp;&nbsp;Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| &nbsp;&nbsp;&nbsp;Royal Bank of Canada | 2.328% | &nbsp;&nbsp;&nbsp;&nbsp; 1/28/27 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 20898 | &nbsp;&nbsp;&nbsp;&nbsp; 14973 |
| &nbsp;&nbsp;&nbsp;Royal Bank of Canada | 0.125% | &nbsp;&nbsp;&nbsp;&nbsp; 4/26/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 32500 | &nbsp;&nbsp;&nbsp;&nbsp; 35426 |
| &nbsp;&nbsp;&nbsp;Royal Bank of Canada | 3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 6/14/27 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 3000 | &nbsp;&nbsp;&nbsp;&nbsp; 3911 |
| &nbsp;&nbsp;&nbsp;Royal Bank of Canada | 4.612% | &nbsp;&nbsp;&nbsp;&nbsp; 7/26/27 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 8100 | &nbsp;&nbsp;&nbsp;&nbsp; 6058 |
| &nbsp;&nbsp;&nbsp;Royal Bank of Canada | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10300 | &nbsp;&nbsp;&nbsp;&nbsp; 11484 |
| &nbsp;&nbsp;&nbsp;Royal Bank of Canada | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/24/28 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 7000 | &nbsp;&nbsp;&nbsp;&nbsp; 9412 |
| &nbsp;&nbsp;&nbsp;Royal Bank of Canada | 4.632% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 14300 | &nbsp;&nbsp;&nbsp;&nbsp; 10768 |
| &nbsp;&nbsp;&nbsp;Royal Bank of Canada | 2.125% | &nbsp;&nbsp;&nbsp;&nbsp; 4/26/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 15400 | &nbsp;&nbsp;&nbsp;&nbsp; 17028 |
| &nbsp;&nbsp;&nbsp;Royal Bank of Canada | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/17/30 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 21990 | &nbsp;&nbsp;&nbsp;&nbsp; 16225 |
| &nbsp;&nbsp;&nbsp;Royal Bank of Canada | 0.010% | &nbsp;&nbsp;&nbsp;&nbsp; 1/27/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 9000 | &nbsp;&nbsp;&nbsp;&nbsp; 8773 |
| &nbsp;&nbsp;&nbsp;Royal Bank of Canada | 2.140% | &nbsp;&nbsp;&nbsp;&nbsp; 11/3/31 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 6985 | &nbsp;&nbsp;&nbsp;&nbsp; 4977 |
| &nbsp;&nbsp;&nbsp;Royal Bank of Canada | 2.940% | &nbsp;&nbsp;&nbsp;&nbsp; 5/3/32 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 11140 | &nbsp;&nbsp;&nbsp;&nbsp; 7999 |
| &nbsp;&nbsp;&nbsp;Royal Bank of Canada | 5.010% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 4900 | &nbsp;&nbsp;&nbsp;&nbsp; 3676 |
| &nbsp;&nbsp;&nbsp;Royal Bank of Canada | 5.096% | &nbsp;&nbsp;&nbsp;&nbsp; 4/3/34 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 9000 | &nbsp;&nbsp;&nbsp;&nbsp; 6801 |
| &nbsp;&nbsp;&nbsp;Royal Bank of Canada | 4.829% | &nbsp;&nbsp;&nbsp;&nbsp; 8/8/34 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2670 | &nbsp;&nbsp;&nbsp;&nbsp; 1999 |
| &nbsp;&nbsp;&nbsp;Royal Bank of Canada | 4.464% | &nbsp;&nbsp;&nbsp;&nbsp; 10/17/35 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 19140 | &nbsp;&nbsp;&nbsp;&nbsp; 14159 |
| &nbsp;&nbsp;&nbsp;Sagen MI Canada Inc. | 2.955% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 908 | &nbsp;&nbsp;&nbsp;&nbsp; 652 |
| &nbsp;&nbsp;&nbsp;Sagen MI Canada Inc. | 3.261% | &nbsp;&nbsp;&nbsp;&nbsp; 3/5/31 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1800 | &nbsp;&nbsp;&nbsp;&nbsp; 1203 |
| &nbsp;&nbsp;&nbsp;Saputo Inc. | 2.242% | &nbsp;&nbsp;&nbsp;&nbsp; 6/16/27 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1000 | &nbsp;&nbsp;&nbsp;&nbsp; 711 |
| &nbsp;&nbsp;&nbsp;Saputo Inc. | 2.297% | &nbsp;&nbsp;&nbsp;&nbsp; 6/22/28 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1600 | &nbsp;&nbsp;&nbsp;&nbsp; 1123 |
| &nbsp;&nbsp;&nbsp;Saputo Inc. | 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 11/29/29 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 800 | &nbsp;&nbsp;&nbsp;&nbsp; 615 |
| &nbsp;&nbsp;&nbsp;Saputo Inc. | 5.492% | &nbsp;&nbsp;&nbsp;&nbsp; 11/20/30 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 3820 | &nbsp;&nbsp;&nbsp;&nbsp; 2982 |
| &nbsp;&nbsp;&nbsp;Scotiabank Capital Trust | 5.650% | &nbsp;&nbsp;&nbsp;&nbsp; 12/31/56 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1933 | &nbsp;&nbsp;&nbsp;&nbsp; 1469 |
| &nbsp;&nbsp;&nbsp;SEC LP & Arci Ltd. | 5.188% | &nbsp;&nbsp;&nbsp;&nbsp; 8/29/33 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1599 | &nbsp;&nbsp;&nbsp;&nbsp; 1140 |
| &nbsp;&nbsp;&nbsp;Simon Fraser University | 5.613% | &nbsp;&nbsp;&nbsp;&nbsp; 6/10/43 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 160 | &nbsp;&nbsp;&nbsp;&nbsp; 128 |
| &nbsp;&nbsp;&nbsp;SmartCentres REIT | 3.444% | &nbsp;&nbsp;&nbsp;&nbsp; 8/28/26 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 107 | &nbsp;&nbsp;&nbsp;&nbsp; 78 |
| &nbsp;&nbsp;&nbsp;SmartCentres REIT | 3.192% | &nbsp;&nbsp;&nbsp;&nbsp; 6/11/27 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp;&nbsp; 1438 |
| &nbsp;&nbsp;&nbsp;SmartCentres REIT | 3.834% | &nbsp;&nbsp;&nbsp;&nbsp; 12/21/27 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2450 | &nbsp;&nbsp;&nbsp;&nbsp; 1782 |
| &nbsp;&nbsp;&nbsp;SmartCentres REIT | 2.307% | &nbsp;&nbsp;&nbsp;&nbsp; 12/18/28 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1274 | &nbsp;&nbsp;&nbsp;&nbsp; 873 |
| &nbsp;&nbsp;&nbsp;SmartCentres REIT | 3.526% | &nbsp;&nbsp;&nbsp;&nbsp; 12/20/29 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 684 | &nbsp;&nbsp;&nbsp;&nbsp; 482 |
| &nbsp;&nbsp;&nbsp;SmartCentres REIT | 5.162% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1200 | &nbsp;&nbsp;&nbsp;&nbsp; 902 |
| &nbsp;&nbsp;&nbsp;SmartCentres REIT | 3.648% | &nbsp;&nbsp;&nbsp;&nbsp; 12/11/30 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 981 | &nbsp;&nbsp;&nbsp;&nbsp; 684 |
| &nbsp;&nbsp;&nbsp;South Bow Canadian Infrastructure Holdings Ltd. | 4.616% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2500 | &nbsp;&nbsp;&nbsp;&nbsp; 1836 |
| &nbsp;&nbsp;&nbsp;South Bow Canadian Infrastructure Holdings Ltd. | 4.933% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 5500 | &nbsp;&nbsp;&nbsp;&nbsp; 4034 |
| &nbsp;&nbsp;&nbsp;SSL Finance Inc. | 4.099% | &nbsp;&nbsp;&nbsp;&nbsp; 10/31/45 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1276 | &nbsp;&nbsp;&nbsp;&nbsp; 869 |
| &nbsp;&nbsp;&nbsp;Stantec Inc. | 5.393% | &nbsp;&nbsp;&nbsp;&nbsp; 6/27/30 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1000 | &nbsp;&nbsp;&nbsp;&nbsp; 772 |
| &nbsp;&nbsp;&nbsp;Stella-Jones Inc. | 4.312% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 3715 | &nbsp;&nbsp;&nbsp;&nbsp; 2706 |
| &nbsp;&nbsp;&nbsp;Sun Life Capital Trust | 7.093% | &nbsp;&nbsp;&nbsp;&nbsp; 6/30/52 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 900 | &nbsp;&nbsp;&nbsp;&nbsp; 736 |
| &nbsp;&nbsp;&nbsp;Sun Life Financial Inc. | 2.460% | &nbsp;&nbsp;&nbsp;&nbsp; 11/18/31 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 7500 | &nbsp;&nbsp;&nbsp;&nbsp; 5374 |
| &nbsp;&nbsp;&nbsp;Sun Life Financial Inc. | 2.580% | &nbsp;&nbsp;&nbsp;&nbsp; 5/10/32 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 5995 | &nbsp;&nbsp;&nbsp;&nbsp; 4284 |
| &nbsp;&nbsp;&nbsp;Sun Life Financial Inc. | 2.800% | &nbsp;&nbsp;&nbsp;&nbsp; 11/21/33 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 4481 | &nbsp;&nbsp;&nbsp;&nbsp; 3167 |
| &nbsp;&nbsp;&nbsp;Sun Life Financial Inc. | 4.780% | &nbsp;&nbsp;&nbsp;&nbsp; 8/10/34 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 3100 | &nbsp;&nbsp;&nbsp;&nbsp; 2333 |
| &nbsp;&nbsp;&nbsp;Sun Life Financial Inc. | 5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 7/4/35 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2750 | &nbsp;&nbsp;&nbsp;&nbsp; 2136 |
| &nbsp;&nbsp;&nbsp;Sun Life Financial Inc. | 2.060% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 3377 | &nbsp;&nbsp;&nbsp;&nbsp; 2244 |
| &nbsp;&nbsp;&nbsp;Sun Life Financial Inc. | 5.120% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 5500 | &nbsp;&nbsp;&nbsp;&nbsp; 4198 |
| &nbsp;&nbsp;&nbsp;Sun Life Financial Inc. | 5.400% | &nbsp;&nbsp;&nbsp;&nbsp; 5/29/42 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2377 | &nbsp;&nbsp;&nbsp;&nbsp; 1813 |
| &nbsp;&nbsp;&nbsp;Suncor Energy Inc. | 5.400% | &nbsp;&nbsp;&nbsp;&nbsp; 11/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 3739 |
| &nbsp;&nbsp;&nbsp;Suncor Energy Inc. | 4.340% | &nbsp;&nbsp;&nbsp;&nbsp; 9/13/46 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1113 | &nbsp;&nbsp;&nbsp;&nbsp; 710 |
| &nbsp;&nbsp;&nbsp;Suncor Energy Inc. | 3.950% | &nbsp;&nbsp;&nbsp;&nbsp; 3/4/51 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 3878 | &nbsp;&nbsp;&nbsp;&nbsp; 2287 |
| &nbsp;&nbsp;&nbsp;TELUS Corp. | 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 7/8/26 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2550 | &nbsp;&nbsp;&nbsp;&nbsp; 1840 |
| &nbsp;&nbsp;&nbsp;TELUS Corp. | 2.350% | &nbsp;&nbsp;&nbsp;&nbsp; 1/27/28 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2939 | &nbsp;&nbsp;&nbsp;&nbsp; 2080 |
| &nbsp;&nbsp;&nbsp;TELUS Corp. | 3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 9701 | &nbsp;&nbsp;&nbsp;&nbsp; 7085 |
| &nbsp;&nbsp;&nbsp;TELUS Corp. | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/13/29 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1500 | &nbsp;&nbsp;&nbsp;&nbsp; 1144 |
| &nbsp;&nbsp;&nbsp;TELUS Corp. | 3.150% | &nbsp;&nbsp;&nbsp;&nbsp; 2/19/30 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 3100 | &nbsp;&nbsp;&nbsp;&nbsp; 2196 |
| &nbsp;&nbsp;&nbsp;TELUS Corp. | 5.600% | &nbsp;&nbsp;&nbsp;&nbsp; 9/9/30 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 5020 | &nbsp;&nbsp;&nbsp;&nbsp; 3931 |
| &nbsp;&nbsp;&nbsp;TELUS Corp. | 4.650% | &nbsp;&nbsp;&nbsp;&nbsp; 8/13/31 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp;&nbsp; 1495 |
| &nbsp;&nbsp;&nbsp;TELUS Corp. | 2.850% | &nbsp;&nbsp;&nbsp;&nbsp; 11/13/31 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 3100 | &nbsp;&nbsp;&nbsp;&nbsp; 2098 |
| &nbsp;&nbsp;&nbsp;TELUS Corp. | 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 12600 | &nbsp;&nbsp;&nbsp;&nbsp; 9690 |
| &nbsp;&nbsp;&nbsp;TELUS Corp. | 4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 3/28/33 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp;&nbsp; 1509 |
| &nbsp;&nbsp;&nbsp;TELUS Corp. | 5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 9/8/33 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 4200 | &nbsp;&nbsp;&nbsp;&nbsp; 3326 |
| &nbsp;&nbsp;&nbsp;TELUS Corp. | 5.100% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1000 | &nbsp;&nbsp;&nbsp;&nbsp; 761 |
| &nbsp;&nbsp;&nbsp;TELUS Corp. | 4.400% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1165 | &nbsp;&nbsp;&nbsp;&nbsp; 766 |
| &nbsp;&nbsp;&nbsp;TELUS Corp. | 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/17/45 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1727 | &nbsp;&nbsp;&nbsp;&nbsp; 1181 |
| &nbsp;&nbsp;&nbsp;TELUS Corp. | 4.400% | &nbsp;&nbsp;&nbsp;&nbsp; 1/29/46 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1250 | &nbsp;&nbsp;&nbsp;&nbsp; 812 |
| &nbsp;&nbsp;&nbsp;TELUS Corp. | 4.700% | &nbsp;&nbsp;&nbsp;&nbsp; 3/6/48 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2668 | &nbsp;&nbsp;&nbsp;&nbsp; 1802 |
| &nbsp;&nbsp;&nbsp;TELUS Corp. | 3.950% | &nbsp;&nbsp;&nbsp;&nbsp; 2/16/50 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1290 | &nbsp;&nbsp;&nbsp;&nbsp; 778 |
| &nbsp;&nbsp;&nbsp;TELUS Corp. | 4.100% | &nbsp;&nbsp;&nbsp;&nbsp; 4/5/51 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2272 | &nbsp;&nbsp;&nbsp;&nbsp; 1394 |
| &nbsp;&nbsp;&nbsp;TELUS Corp. | 5.650% | &nbsp;&nbsp;&nbsp;&nbsp; 9/13/52 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 6700 | &nbsp;&nbsp;&nbsp;&nbsp; 5154 |
| &nbsp;&nbsp;&nbsp;TELUS Corp. | 5.950% | &nbsp;&nbsp;&nbsp;&nbsp; 9/8/53 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp;&nbsp; 1601 |
| &nbsp;&nbsp;&nbsp;Teranet Holdings LP | 5.754% | &nbsp;&nbsp;&nbsp;&nbsp; 12/17/40 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1663 | &nbsp;&nbsp;&nbsp;&nbsp; 1207 |

---

------

Total International Bond II Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Teranet Holdings LP | 6.100% | &nbsp;&nbsp;&nbsp;&nbsp; 6/17/41&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1802 | &nbsp;&nbsp;&nbsp;&nbsp; 1332 |
|  | &nbsp;&nbsp;&nbsp;TMX Group Ltd. | 3.779% | &nbsp;&nbsp;&nbsp;&nbsp; 6/5/28&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1400 | &nbsp;&nbsp;&nbsp;&nbsp; 1029 |
|  | &nbsp;&nbsp;&nbsp;TMX Group Ltd. | 4.678% | &nbsp;&nbsp;&nbsp;&nbsp; 8/16/29&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1984 | &nbsp;&nbsp;&nbsp;&nbsp; 1504 |
|  | &nbsp;&nbsp;&nbsp;TMX Group Ltd. | 2.016% | &nbsp;&nbsp;&nbsp;&nbsp; 2/12/31&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 800 | &nbsp;&nbsp;&nbsp;&nbsp; 534 |
|  | &nbsp;&nbsp;&nbsp;TMX Group Ltd. | 4.836% | &nbsp;&nbsp;&nbsp;&nbsp; 2/18/32&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 3500 | &nbsp;&nbsp;&nbsp;&nbsp; 2671 |
|  | &nbsp;&nbsp;&nbsp;TMX Group Ltd. | 4.970% | &nbsp;&nbsp;&nbsp;&nbsp; 2/16/34&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 4100 | &nbsp;&nbsp;&nbsp;&nbsp; 3138 |
|  | &nbsp;&nbsp;&nbsp;Toromont Industries Ltd. | 3.842% | &nbsp;&nbsp;&nbsp;&nbsp; 10/27/27&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2277 | &nbsp;&nbsp;&nbsp;&nbsp; 1671 |
|  | &nbsp;&nbsp;&nbsp;Toronto Hydro Corp. | 2.520% | &nbsp;&nbsp;&nbsp;&nbsp; 8/25/26&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2695 | &nbsp;&nbsp;&nbsp;&nbsp; 1947 |
|  | &nbsp;&nbsp;&nbsp;Toronto Hydro Corp. | 2.430% | &nbsp;&nbsp;&nbsp;&nbsp; 12/11/29&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2939 | &nbsp;&nbsp;&nbsp;&nbsp; 2065 |
|  | &nbsp;&nbsp;&nbsp;Toronto Hydro Corp. | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/30&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 4400 | &nbsp;&nbsp;&nbsp;&nbsp; 2909 |
|  | &nbsp;&nbsp;&nbsp;Toronto Hydro Corp. | 5.540% | &nbsp;&nbsp;&nbsp;&nbsp; 5/21/40&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 652 | &nbsp;&nbsp;&nbsp;&nbsp; 520 |
|  | &nbsp;&nbsp;&nbsp;Toronto Hydro Corp. | 3.550% | &nbsp;&nbsp;&nbsp;&nbsp; 7/28/45&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 684 | &nbsp;&nbsp;&nbsp;&nbsp; 427 |
|  | &nbsp;&nbsp;&nbsp;Toronto Hydro Corp. | 3.485% | &nbsp;&nbsp;&nbsp;&nbsp; 2/28/48&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2497 | &nbsp;&nbsp;&nbsp;&nbsp; 1523 |
|  | &nbsp;&nbsp;&nbsp;Toronto Hydro Corp. | 3.270% | &nbsp;&nbsp;&nbsp;&nbsp; 10/18/51&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1103 | &nbsp;&nbsp;&nbsp;&nbsp; 636 |
|  | &nbsp;&nbsp;&nbsp;Toronto Hydro Corp. | 4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 10/13/52&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1800 | &nbsp;&nbsp;&nbsp;&nbsp; 1370 |
|  | &nbsp;&nbsp;&nbsp;Toronto-Dominion Bank | 3.765% | &nbsp;&nbsp;&nbsp;&nbsp; 9/8/26 | &nbsp;&nbsp; 17599 | &nbsp;&nbsp;&nbsp;&nbsp; 20379 |
|  | &nbsp;&nbsp;&nbsp;Toronto-Dominion Bank | 2.260% | &nbsp;&nbsp;&nbsp;&nbsp; 1/7/27&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 8120 | &nbsp;&nbsp;&nbsp;&nbsp; 5809 |
|  | &nbsp;&nbsp;&nbsp;Toronto-Dominion Bank | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 1/18/27 | &nbsp;&nbsp; 14300 | &nbsp;&nbsp;&nbsp;&nbsp; 15669 |
|  | &nbsp;&nbsp;&nbsp;Toronto-Dominion Bank | 2.875% | &nbsp;&nbsp;&nbsp;&nbsp; 4/5/27 | &nbsp;&nbsp; 3200 | &nbsp;&nbsp;&nbsp;&nbsp; 4118 |
|  | &nbsp;&nbsp;&nbsp;Toronto-Dominion Bank | 4.210% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/27&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 10396 | &nbsp;&nbsp;&nbsp;&nbsp; 7700 |
|  | &nbsp;&nbsp;&nbsp;Toronto-Dominion Bank | 0.100% | &nbsp;&nbsp;&nbsp;&nbsp; 7/19/27 | &nbsp;&nbsp; 9681 | &nbsp;&nbsp;&nbsp;&nbsp; 10481 |
|  | &nbsp;&nbsp;&nbsp;Toronto-Dominion Bank | 2.551% | &nbsp;&nbsp;&nbsp;&nbsp; 8/3/27 | &nbsp;&nbsp; 4000 | &nbsp;&nbsp;&nbsp;&nbsp; 4532 |
|  | &nbsp;&nbsp;&nbsp;Toronto-Dominion Bank | 2.776% | &nbsp;&nbsp;&nbsp;&nbsp; 9/3/27 | &nbsp;&nbsp; 20000 | &nbsp;&nbsp;&nbsp;&nbsp; 22946 |
|  | &nbsp;&nbsp;&nbsp;Toronto-Dominion Bank | 5.376% | &nbsp;&nbsp;&nbsp;&nbsp; 10/21/27&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 6850 | &nbsp;&nbsp;&nbsp;&nbsp; 5217 |
|  | &nbsp;&nbsp;&nbsp;Toronto-Dominion Bank | 4.477% | &nbsp;&nbsp;&nbsp;&nbsp; 1/18/28&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 8900 | &nbsp;&nbsp;&nbsp;&nbsp; 6657 |
|  | &nbsp;&nbsp;&nbsp;Toronto-Dominion Bank | 1.888% | &nbsp;&nbsp;&nbsp;&nbsp; 3/8/28&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1100 | &nbsp;&nbsp;&nbsp;&nbsp; 772 |
|  | &nbsp;&nbsp;&nbsp;Toronto-Dominion Bank | 5.491% | &nbsp;&nbsp;&nbsp;&nbsp; 9/8/28&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 10000 | &nbsp;&nbsp;&nbsp;&nbsp; 7730 |
|  | &nbsp;&nbsp;&nbsp;Toronto-Dominion Bank | 4.680% | &nbsp;&nbsp;&nbsp;&nbsp; 1/8/29&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 27500 | &nbsp;&nbsp;&nbsp;&nbsp; 20824 |
|  | &nbsp;&nbsp;&nbsp;Toronto-Dominion Bank | 3.631% | &nbsp;&nbsp;&nbsp;&nbsp; 12/13/29 | &nbsp;&nbsp; 10000 | &nbsp;&nbsp;&nbsp;&nbsp; 11596 |
|  | &nbsp;&nbsp;&nbsp;Toronto-Dominion Bank | 1.952% | &nbsp;&nbsp;&nbsp;&nbsp; 4/8/30 | &nbsp;&nbsp; 22400 | &nbsp;&nbsp;&nbsp;&nbsp; 23947 |
|  | &nbsp;&nbsp;&nbsp;Toronto-Dominion Bank | 4.002% | &nbsp;&nbsp;&nbsp;&nbsp; 10/31/30&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 4000 | &nbsp;&nbsp;&nbsp;&nbsp; 2951 |
|  | &nbsp;&nbsp;&nbsp;Toronto-Dominion Bank | 3.129% | &nbsp;&nbsp;&nbsp;&nbsp; 8/3/32 | &nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp;&nbsp; 2212 |
|  | &nbsp;&nbsp;&nbsp;Toronto-Dominion Bank | 3.247% | &nbsp;&nbsp;&nbsp;&nbsp; 2/16/34 | &nbsp;&nbsp; 14212 | &nbsp;&nbsp;&nbsp;&nbsp; 16410 |
|  | &nbsp;&nbsp;&nbsp;Toronto-Dominion Bank | 5.177% | &nbsp;&nbsp;&nbsp;&nbsp; 4/9/34&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 8420 | &nbsp;&nbsp;&nbsp;&nbsp; 6372 |
|  | &nbsp;&nbsp;&nbsp;Toronto-Dominion Bank | 4.231% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/35&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 3000 | &nbsp;&nbsp;&nbsp;&nbsp; 2177 |
|  | &nbsp;&nbsp;&nbsp;Toronto-Dominion Bank | 4.423% | &nbsp;&nbsp;&nbsp;&nbsp; 10/31/35&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 7500 | &nbsp;&nbsp;&nbsp;&nbsp; 5507 |
|  | &nbsp;&nbsp;&nbsp;Tourmaline Oil Corp. | 2.529% | &nbsp;&nbsp;&nbsp;&nbsp; 2/12/29&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1700 | &nbsp;&nbsp;&nbsp;&nbsp; 1182 |
|  | &nbsp;&nbsp;&nbsp;Toyota Credit Canada Inc. | 5.290% | &nbsp;&nbsp;&nbsp;&nbsp; 7/13/26&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 4000 | &nbsp;&nbsp;&nbsp;&nbsp; 2978 |
|  | &nbsp;&nbsp;&nbsp;Toyota Credit Canada Inc. | 1.660% | &nbsp;&nbsp;&nbsp;&nbsp; 7/20/26&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 592 | &nbsp;&nbsp;&nbsp;&nbsp; 423 |
|  | &nbsp;&nbsp;&nbsp;Toyota Credit Canada Inc. | 4.420% | &nbsp;&nbsp;&nbsp;&nbsp; 6/28/27&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp;&nbsp; 1487 |
|  | &nbsp;&nbsp;&nbsp;Toyota Credit Canada Inc. | 3.550% | &nbsp;&nbsp;&nbsp;&nbsp; 10/4/27&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 17500 | &nbsp;&nbsp;&nbsp;&nbsp; 12769 |
|  | &nbsp;&nbsp;&nbsp;Toyota Credit Canada Inc. | 4.330% | &nbsp;&nbsp;&nbsp;&nbsp; 1/24/28&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1900 | &nbsp;&nbsp;&nbsp;&nbsp; 1413 |
|  | &nbsp;&nbsp;&nbsp;TransCanada PipeLines Ltd. | 4.350% | &nbsp;&nbsp;&nbsp;&nbsp; 5/12/26&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1300 | &nbsp;&nbsp;&nbsp;&nbsp; 953 |
|  | &nbsp;&nbsp;&nbsp;TransCanada PipeLines Ltd. | 3.800% | &nbsp;&nbsp;&nbsp;&nbsp; 4/5/27&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 4440 | &nbsp;&nbsp;&nbsp;&nbsp; 3247 |
|  | &nbsp;&nbsp;&nbsp;TransCanada PipeLines Ltd. | 3.390% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/28&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2575 | &nbsp;&nbsp;&nbsp;&nbsp; 1869 |
|  | &nbsp;&nbsp;&nbsp;TransCanada PipeLines Ltd. | 6.280% | &nbsp;&nbsp;&nbsp;&nbsp; 5/26/28&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2211 | &nbsp;&nbsp;&nbsp;&nbsp; 1709 |
|  | &nbsp;&nbsp;&nbsp;TransCanada PipeLines Ltd. | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/18/29&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 6275 | &nbsp;&nbsp;&nbsp;&nbsp; 4448 |
|  | &nbsp;&nbsp;&nbsp;TransCanada PipeLines Ltd. | 5.277% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/30&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 4700 | &nbsp;&nbsp;&nbsp;&nbsp; 3631 |
|  | &nbsp;&nbsp;&nbsp;TransCanada PipeLines Ltd. | 5.330% | &nbsp;&nbsp;&nbsp;&nbsp; 5/12/32&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 7205 | &nbsp;&nbsp;&nbsp;&nbsp; 5580 |
|  | &nbsp;&nbsp;&nbsp;TransCanada PipeLines Ltd. | 8.050% | &nbsp;&nbsp;&nbsp;&nbsp; 2/17/39&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 24 | &nbsp;&nbsp;&nbsp;&nbsp; 22 |
|  | &nbsp;&nbsp;&nbsp;TransCanada PipeLines Ltd. | 4.350% | &nbsp;&nbsp;&nbsp;&nbsp; 6/6/46&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2341 | &nbsp;&nbsp;&nbsp;&nbsp; 1518 |
|  | &nbsp;&nbsp;&nbsp;TransCanada PipeLines Ltd. | 4.330% | &nbsp;&nbsp;&nbsp;&nbsp; 9/16/47&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 4504 | &nbsp;&nbsp;&nbsp;&nbsp; 2873 |
|  | &nbsp;&nbsp;&nbsp;TransCanada PipeLines Ltd. | 4.180% | &nbsp;&nbsp;&nbsp;&nbsp; 7/3/48&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 4847 | &nbsp;&nbsp;&nbsp;&nbsp; 3015 |
|  | &nbsp;&nbsp;&nbsp;TransCanada PipeLines Ltd. | 4.340% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/49&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 5790 | &nbsp;&nbsp;&nbsp;&nbsp; 3680 |
|  | &nbsp;&nbsp;&nbsp;TransCanada PipeLines Ltd. | 5.920% | &nbsp;&nbsp;&nbsp;&nbsp; 5/12/52&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1200 | &nbsp;&nbsp;&nbsp;&nbsp; 953 |
|  | &nbsp;&nbsp;&nbsp;Trillium Health Partners Volunteers | 3.702% | &nbsp;&nbsp;&nbsp;&nbsp; 12/20/58&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 635 | &nbsp;&nbsp;&nbsp;&nbsp; 387 |
|  | &nbsp;&nbsp;&nbsp;TriSummit Utilities Inc. | 4.260% | &nbsp;&nbsp;&nbsp;&nbsp; 12/5/28&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1335 | &nbsp;&nbsp;&nbsp;&nbsp; 988 |
|  | &nbsp;&nbsp;&nbsp;University of Ottawa | 6.280% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/43&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 800 | &nbsp;&nbsp;&nbsp;&nbsp; 682 |
|  | &nbsp;&nbsp;&nbsp;University of Ottawa | 2.635% | &nbsp;&nbsp;&nbsp;&nbsp; 2/13/60&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1811 | &nbsp;&nbsp;&nbsp;&nbsp; 853 |
|  | &nbsp;&nbsp;&nbsp;University of Toronto | 5.841% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/43&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 34 | &nbsp;&nbsp;&nbsp;&nbsp; 28 |
|  | &nbsp;&nbsp;&nbsp;University of Toronto | 4.251% | &nbsp;&nbsp;&nbsp;&nbsp; 12/7/51&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1225 | &nbsp;&nbsp;&nbsp;&nbsp; 842 |
|  | &nbsp;&nbsp;&nbsp;University of Western Ontario | 4.798% | &nbsp;&nbsp;&nbsp;&nbsp; 5/24/47&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 47 | &nbsp;&nbsp;&nbsp;&nbsp; 35 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Vancouver Airport Authority | 7.425% | &nbsp;&nbsp;&nbsp;&nbsp; 12/7/26 &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 7346 | &nbsp;&nbsp;&nbsp;&nbsp; 5678 |
|  | &nbsp;&nbsp;&nbsp;Vancouver Airport Authority | 3.857% | &nbsp;&nbsp;&nbsp;&nbsp; 11/10/45 &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 626 | &nbsp;&nbsp;&nbsp;&nbsp; 411 |
|  | &nbsp;&nbsp;&nbsp;Vancouver Airport Authority | 3.656% | &nbsp;&nbsp;&nbsp;&nbsp; 11/23/48 &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1000 | &nbsp;&nbsp;&nbsp;&nbsp; 629 |
|  | &nbsp;&nbsp;&nbsp;Vancouver Airport Authority | 2.874% | &nbsp;&nbsp;&nbsp;&nbsp; 10/18/49 &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1026 | &nbsp;&nbsp;&nbsp;&nbsp; 560 |
|  | &nbsp;&nbsp;&nbsp;Vancouver Airport Authority | 2.800% | &nbsp;&nbsp;&nbsp;&nbsp; 9/21/50 &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1678 | &nbsp;&nbsp;&nbsp;&nbsp; 896 |
|  | &nbsp;&nbsp;&nbsp;Veren Inc. | 5.503% | &nbsp;&nbsp;&nbsp;&nbsp; 6/21/34 &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 3000 | &nbsp;&nbsp;&nbsp;&nbsp; 2246 |
|  | &nbsp;&nbsp;&nbsp;Videotron Ltd. | 4.650% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/29 &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 10500 | &nbsp;&nbsp;&nbsp;&nbsp; 7879 |
|  | &nbsp;&nbsp;&nbsp;Videotron Ltd. | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/34 &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 3333 | &nbsp;&nbsp;&nbsp;&nbsp; 2494 |

---

------

Total International Bond II Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;&nbsp;&nbsp;Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| &nbsp;&nbsp;&nbsp;Westcoast Energy Inc. | 4.791% | &nbsp;&nbsp;&nbsp;&nbsp; 10/28/41 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1885 | &nbsp;&nbsp;&nbsp;&nbsp; 1324 |
| &nbsp;&nbsp;&nbsp;WSP Global Inc. | 2.408% | &nbsp;&nbsp;&nbsp;&nbsp; 4/19/28 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2079 | &nbsp;&nbsp;&nbsp;&nbsp; 1466 |
| &nbsp;&nbsp;&nbsp;WSP Global Inc. | 5.548% | &nbsp;&nbsp;&nbsp;&nbsp; 11/22/30 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 10000 | &nbsp;&nbsp;&nbsp;&nbsp; 7825 |
| &nbsp;&nbsp;&nbsp;York University | 6.480% | &nbsp;&nbsp;&nbsp;&nbsp; 3/7/42 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 846 | &nbsp;&nbsp;&nbsp;&nbsp; 736 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **2142758** |
| **China (0.0%)** | **China (0.0%)** | **China (0.0%)** |  |  |  |
| &nbsp;&nbsp;&nbsp;Prosus NV | 1.539% | &nbsp;&nbsp;&nbsp;&nbsp; 8/3/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 500 | &nbsp;&nbsp;&nbsp;&nbsp; 534 |
| &nbsp;&nbsp;&nbsp;Prosus NV | 1.288% | &nbsp;&nbsp;&nbsp;&nbsp; 7/13/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 884 | &nbsp;&nbsp;&nbsp;&nbsp; 911 |
| &nbsp;&nbsp;&nbsp;Prosus NV | 2.031% | &nbsp;&nbsp;&nbsp;&nbsp; 8/3/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4515 | &nbsp;&nbsp;&nbsp;&nbsp; 4386 |
| &nbsp;&nbsp;&nbsp;Prosus NV | 2.778% | &nbsp;&nbsp;&nbsp;&nbsp; 1/19/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3768 | &nbsp;&nbsp;&nbsp;&nbsp; 3742 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **9573** |
| **Czech Republic (0.0%)** | **Czech Republic (0.0%)** | **Czech Republic (0.0%)** |  |  |  |
| &nbsp;&nbsp;&nbsp;CEZ A/S | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/5/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6141 | &nbsp;&nbsp;&nbsp;&nbsp; 6949 |
| &nbsp;&nbsp;&nbsp;Czech Gas Networks Investments Sarl | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/16/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 8000 | &nbsp;&nbsp;&nbsp;&nbsp; 8733 |
| &nbsp;&nbsp;&nbsp;Czech Gas Networks Investments Sarl | 0.450% | &nbsp;&nbsp;&nbsp;&nbsp; 9/8/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1400 | &nbsp;&nbsp;&nbsp;&nbsp; 1411 |
| &nbsp;&nbsp;&nbsp;Czech Gas Networks Investments Sarl | 0.875% | &nbsp;&nbsp;&nbsp;&nbsp; 3/31/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 12000 | &nbsp;&nbsp;&nbsp;&nbsp; 11612 |
| &nbsp;&nbsp;&nbsp;EP Infrastructure A/S | 1.698% | &nbsp;&nbsp;&nbsp;&nbsp; 7/30/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 836 | &nbsp;&nbsp;&nbsp;&nbsp; 925 |
| &nbsp;&nbsp;&nbsp;EP Infrastructure A/S | 2.045% | &nbsp;&nbsp;&nbsp;&nbsp; 10/9/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6808 | &nbsp;&nbsp;&nbsp;&nbsp; 7156 |
| &nbsp;&nbsp;&nbsp;EP Infrastructure A/S | 1.816% | &nbsp;&nbsp;&nbsp;&nbsp; 3/2/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2046 | &nbsp;&nbsp;&nbsp;&nbsp; 2020 |
| &nbsp;&nbsp;&nbsp;EPH Financing International A/S | 6.651% | &nbsp;&nbsp;&nbsp;&nbsp; 11/13/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6500 | &nbsp;&nbsp;&nbsp;&nbsp; 7913 |
| &nbsp;&nbsp;&nbsp;EPH Financing International A/S | 5.875% | &nbsp;&nbsp;&nbsp;&nbsp; 11/30/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5973 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **52692** |
| **Denmark (0.5%)** | **Denmark (0.5%)** | **Denmark (0.5%)** |  |  |  |
| &nbsp;&nbsp;&nbsp;AP Moller - Maersk A/S | 0.750% | &nbsp;&nbsp;&nbsp;&nbsp; 11/25/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 12786 | &nbsp;&nbsp;&nbsp;&nbsp; 12350 |
| &nbsp;&nbsp;&nbsp;Carlsberg Breweries A/S | 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 11/26/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 18000 | &nbsp;&nbsp;&nbsp;&nbsp; 20723 |
| &nbsp;&nbsp;&nbsp;Carlsberg Breweries A/S | 0.375% | &nbsp;&nbsp;&nbsp;&nbsp; 6/30/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4000 | &nbsp;&nbsp;&nbsp;&nbsp; 4345 |
| &nbsp;&nbsp;&nbsp;Carlsberg Breweries A/S | 0.875% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 11500 | &nbsp;&nbsp;&nbsp;&nbsp; 12107 |
| &nbsp;&nbsp;&nbsp;Carlsberg Breweries A/S | 0.625% | &nbsp;&nbsp;&nbsp;&nbsp; 3/9/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 400 | &nbsp;&nbsp;&nbsp;&nbsp; 408 |
| &nbsp;&nbsp;&nbsp;Danfoss Finance I BV | 0.375% | &nbsp;&nbsp;&nbsp;&nbsp; 10/28/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2200 | &nbsp;&nbsp;&nbsp;&nbsp; 2285 |
| &nbsp;&nbsp;&nbsp;Danfoss Finance II BV | 4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 12/2/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6000 | &nbsp;&nbsp;&nbsp;&nbsp; 7083 |
| &nbsp;&nbsp;&nbsp;Danmarks Skibskredit A/S | 0.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/21/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 700 | &nbsp;&nbsp;&nbsp;&nbsp; 737 |
| &nbsp;&nbsp;&nbsp;Danske Bank A/S | 0.750% | &nbsp;&nbsp;&nbsp;&nbsp; 11/22/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7369 | &nbsp;&nbsp;&nbsp;&nbsp; 8053 |
| &nbsp;&nbsp;&nbsp;Danske Bank A/S | 2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 1/14/28 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 9315 | &nbsp;&nbsp;&nbsp;&nbsp; 11891 |
| &nbsp;&nbsp;&nbsp;Danske Bank A/S | 6.500% | &nbsp;&nbsp;&nbsp;&nbsp; 8/23/28 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 2500 | &nbsp;&nbsp;&nbsp;&nbsp; 3457 |
| &nbsp;&nbsp;&nbsp;Danske Bank A/S | 0.750% | &nbsp;&nbsp;&nbsp;&nbsp; 6/9/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 11776 | &nbsp;&nbsp;&nbsp;&nbsp; 12531 |
| &nbsp;&nbsp;&nbsp;Danske Bank A/S | 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 6/21/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10000 | &nbsp;&nbsp;&nbsp;&nbsp; 12101 |
| &nbsp;&nbsp;&nbsp;Danske Bank A/S | 4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 1/10/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 17000 | &nbsp;&nbsp;&nbsp;&nbsp; 20267 |
| &nbsp;&nbsp;&nbsp;Danske Bank A/S | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10000 | &nbsp;&nbsp;&nbsp;&nbsp; 11123 |
| &nbsp;&nbsp;&nbsp;Danske Bank A/S | 3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 1/9/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 15000 | &nbsp;&nbsp;&nbsp;&nbsp; 17463 |
| &nbsp;&nbsp;&nbsp;Danske Bank A/S | 4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 5/14/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10000 | &nbsp;&nbsp;&nbsp;&nbsp; 11761 |
| &nbsp;&nbsp;&nbsp;DSV Finance BV | 1.375% | &nbsp;&nbsp;&nbsp;&nbsp; 3/16/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5296 |
| &nbsp;&nbsp;&nbsp;DSV Finance BV | 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 11/6/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7000 | &nbsp;&nbsp;&nbsp;&nbsp; 8004 |
| &nbsp;&nbsp;&nbsp;DSV Finance BV | 3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 11/6/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6000 | &nbsp;&nbsp;&nbsp;&nbsp; 6655 |
| &nbsp;&nbsp;&nbsp;DSV Finance BV | 0.875% | &nbsp;&nbsp;&nbsp;&nbsp; 9/17/36 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4276 | &nbsp;&nbsp;&nbsp;&nbsp; 3696 |
| &nbsp;&nbsp;&nbsp;ISS Global A/S | 0.875% | &nbsp;&nbsp;&nbsp;&nbsp; 6/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp; 111 |
| &nbsp;&nbsp;&nbsp;ISS Global A/S | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 8/31/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 9771 | &nbsp;&nbsp;&nbsp;&nbsp; 10782 |
| &nbsp;&nbsp;&nbsp;Jyske Bank A/S | 4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 11/10/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 6005 |
| &nbsp;&nbsp;&nbsp;Jyske Realkredit A/S | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10810 | &nbsp;&nbsp;&nbsp;&nbsp; 11992 |
| &nbsp;&nbsp;&nbsp;Nordea Kredit Realkreditaktieselskab | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;DKK | &nbsp;&nbsp; 214000 | &nbsp;&nbsp;&nbsp;&nbsp; 32090 |
| &nbsp;&nbsp;&nbsp;Nordea Kredit Realkreditaktieselskab | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;DKK | &nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 29004 |
| &nbsp;&nbsp;&nbsp;Nordea Kredit Realkreditaktieselskab | 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;DKK | &nbsp;&nbsp; 49 | &nbsp;&nbsp;&nbsp;&nbsp; 8 |
| &nbsp;&nbsp;&nbsp;Novo Nordisk Finance Netherlands BV | 1.375% | &nbsp;&nbsp;&nbsp;&nbsp; 3/31/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5329 |
| &nbsp;&nbsp;&nbsp;Nykredit Realkredit A/S | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;DKK | &nbsp;&nbsp; 337560 | &nbsp;&nbsp;&nbsp;&nbsp; 50682 |
| &nbsp;&nbsp;&nbsp;Nykredit Realkredit A/S | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;DKK | &nbsp;&nbsp; 350302 | &nbsp;&nbsp;&nbsp;&nbsp; 52407 |
| &nbsp;&nbsp;&nbsp;Nykredit Realkredit A/S | 0.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/20/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10000 | &nbsp;&nbsp;&nbsp;&nbsp; 10951 |
| &nbsp;&nbsp;&nbsp;Nykredit Realkredit A/S | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;DKK | &nbsp;&nbsp; 250000 | &nbsp;&nbsp;&nbsp;&nbsp; 37206 |
| &nbsp;&nbsp;&nbsp;Nykredit Realkredit A/S | 0.375% | &nbsp;&nbsp;&nbsp;&nbsp; 1/17/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 17604 | &nbsp;&nbsp;&nbsp;&nbsp; 18624 |
| &nbsp;&nbsp;&nbsp;Nykredit Realkredit A/S | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;DKK | &nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 29351 |
| &nbsp;&nbsp;&nbsp;Nykredit Realkredit A/S | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;DKK | &nbsp;&nbsp; 125000 | &nbsp;&nbsp;&nbsp;&nbsp; 18202 |
| &nbsp;&nbsp;&nbsp;Nykredit Realkredit A/S | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;DKK | &nbsp;&nbsp; 100000 | &nbsp;&nbsp;&nbsp;&nbsp; 14310 |
| &nbsp;&nbsp;&nbsp;Nykredit Realkredit A/S | 3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 1/10/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 8000 | &nbsp;&nbsp;&nbsp;&nbsp; 9107 |
| &nbsp;&nbsp;&nbsp;Nykredit Realkredit A/S | 3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 7/24/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10000 | &nbsp;&nbsp;&nbsp;&nbsp; 11460 |
| &nbsp;&nbsp;&nbsp;Nykredit Realkredit A/S | 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 7/10/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10000 | &nbsp;&nbsp;&nbsp;&nbsp; 11304 |
| &nbsp;&nbsp;&nbsp;Nykredit Realkredit A/S | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/24/35 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5669 |
| &nbsp;&nbsp;&nbsp;Nykredit Realkredit A/S | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;DKK | &nbsp;&nbsp; 15690 | &nbsp;&nbsp;&nbsp;&nbsp; 2123 |
| &nbsp;&nbsp;&nbsp;Orsted A/S | 2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/14/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5575 |
| &nbsp;&nbsp;&nbsp;Orsted A/S | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 11/26/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 21318 | &nbsp;&nbsp;&nbsp;&nbsp; 22622 |
| &nbsp;&nbsp;&nbsp;Orsted A/S | 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 9/13/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 13000 | &nbsp;&nbsp;&nbsp;&nbsp; 14568 |
| &nbsp;&nbsp;&nbsp;Orsted A/S | 4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 1/12/32 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 8901 | &nbsp;&nbsp;&nbsp;&nbsp; 11414 |

---

------

Total International Bond II Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;&nbsp;&nbsp;Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| &nbsp;&nbsp;&nbsp;Orsted A/S | 2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/16/33 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 2200 | &nbsp;&nbsp;&nbsp;&nbsp; 2337 |
| &nbsp;&nbsp;&nbsp;Orsted A/S | 2.875% | &nbsp;&nbsp;&nbsp;&nbsp; 6/14/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7000 | &nbsp;&nbsp;&nbsp;&nbsp; 7490 |
| &nbsp;&nbsp;&nbsp;Orsted A/S | 5.125% | &nbsp;&nbsp;&nbsp;&nbsp; 9/13/34 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 3000 | &nbsp;&nbsp;&nbsp;&nbsp; 3797 |
| &nbsp;&nbsp;&nbsp;Orsted A/S | 5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 4/9/40 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 1702 | &nbsp;&nbsp;&nbsp;&nbsp; 2140 |
| &nbsp;&nbsp;&nbsp;Pandora A/S | 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/10/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 11535 | &nbsp;&nbsp;&nbsp;&nbsp; 13582 |
| &nbsp;&nbsp;&nbsp;Realkredit Danmark A/S | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;DKK | &nbsp;&nbsp; 250000 | &nbsp;&nbsp;&nbsp;&nbsp; 36402 |
| &nbsp;&nbsp;&nbsp;TDC Net A/S | 5.186% | &nbsp;&nbsp;&nbsp;&nbsp; 8/2/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1500 | &nbsp;&nbsp;&nbsp;&nbsp; 1761 |
| &nbsp;&nbsp;&nbsp;TDC Net A/S | 6.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1500 | &nbsp;&nbsp;&nbsp;&nbsp; 1855 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **682596** |
| **Finland (0.3%)** | **Finland (0.3%)** | **Finland (0.3%)** |  |  |  |
| &nbsp;&nbsp;&nbsp;Fortum OYJ | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/26/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5880 |
| &nbsp;&nbsp;&nbsp;Fortum OYJ | 2.125% | &nbsp;&nbsp;&nbsp;&nbsp; 2/27/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1100 | &nbsp;&nbsp;&nbsp;&nbsp; 1214 |
| &nbsp;&nbsp;&nbsp;Fortum OYJ | 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/26/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4000 | &nbsp;&nbsp;&nbsp;&nbsp; 4841 |
| &nbsp;&nbsp;&nbsp;Kojamo OYJ | 1.875% | &nbsp;&nbsp;&nbsp;&nbsp; 5/27/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp;&nbsp; 2227 |
| &nbsp;&nbsp;&nbsp;Kojamo OYJ | 0.875% | &nbsp;&nbsp;&nbsp;&nbsp; 5/28/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3762 | &nbsp;&nbsp;&nbsp;&nbsp; 3834 |
| &nbsp;&nbsp;&nbsp;Metso OYJ | 0.875% | &nbsp;&nbsp;&nbsp;&nbsp; 5/26/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1500 | &nbsp;&nbsp;&nbsp;&nbsp; 1596 |
| &nbsp;&nbsp;&nbsp;Neste OYJ | 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 3/16/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7000 | &nbsp;&nbsp;&nbsp;&nbsp; 8132 |
| &nbsp;&nbsp;&nbsp;Nokia OYJ | 3.125% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4000 | &nbsp;&nbsp;&nbsp;&nbsp; 4571 |
| &nbsp;&nbsp;&nbsp;Nokia OYJ | 4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 8/21/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1500 | &nbsp;&nbsp;&nbsp;&nbsp; 1774 |
| &nbsp;&nbsp;&nbsp;Nordea Bank Abp | 1.125% | &nbsp;&nbsp;&nbsp;&nbsp; 2/16/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 15800 | &nbsp;&nbsp;&nbsp;&nbsp; 17447 |
| &nbsp;&nbsp;&nbsp;Nordea Bank Abp | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/14/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 9913 | &nbsp;&nbsp;&nbsp;&nbsp; 10802 |
| &nbsp;&nbsp;&nbsp;Nordea Bank Abp | 4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 5/5/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 12000 | &nbsp;&nbsp;&nbsp;&nbsp; 14132 |
| &nbsp;&nbsp;&nbsp;Nordea Bank Abp | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 11/2/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6062 | &nbsp;&nbsp;&nbsp;&nbsp; 6351 |
| &nbsp;&nbsp;&nbsp;Nordea Bank Abp | 2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/23/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 13400 | &nbsp;&nbsp;&nbsp;&nbsp; 14968 |
| &nbsp;&nbsp;&nbsp;Nordea Bank Abp | 3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 6/11/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4278 | &nbsp;&nbsp;&nbsp;&nbsp; 4971 |
| &nbsp;&nbsp;&nbsp;Nordea Bank Abp | 2.875% | &nbsp;&nbsp;&nbsp;&nbsp; 8/24/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3000 | &nbsp;&nbsp;&nbsp;&nbsp; 3294 |
| &nbsp;&nbsp;&nbsp;Nordea Bank Abp | 1.625% | &nbsp;&nbsp;&nbsp;&nbsp; 12/9/32 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 2491 | &nbsp;&nbsp;&nbsp;&nbsp; 3048 |
| &nbsp;&nbsp;&nbsp;Nordea Bank Abp | 3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5709 |
| &nbsp;&nbsp;&nbsp;Nordea Kiinnitysluottopankki OYJ | 0.625% | &nbsp;&nbsp;&nbsp;&nbsp; 3/17/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 11180 | &nbsp;&nbsp;&nbsp;&nbsp; 12330 |
| &nbsp;&nbsp;&nbsp;Nordea Kiinnitysluottopankki OYJ | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/30/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10000 | &nbsp;&nbsp;&nbsp;&nbsp; 10783 |
| &nbsp;&nbsp;&nbsp;Nordea Kiinnitysluottopankki OYJ | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/20/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 15000 | &nbsp;&nbsp;&nbsp;&nbsp; 17419 |
| &nbsp;&nbsp;&nbsp;Nordea Kiinnitysluottopankki OYJ | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/31/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10000 | &nbsp;&nbsp;&nbsp;&nbsp; 11585 |
| &nbsp;&nbsp;&nbsp;Nordea Kiinnitysluottopankki OYJ | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/12/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 8000 | &nbsp;&nbsp;&nbsp;&nbsp; 9186 |
| &nbsp;&nbsp;&nbsp;Oma Saastopankki OYJ | 0.010% | &nbsp;&nbsp;&nbsp;&nbsp; 11/25/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4800 | &nbsp;&nbsp;&nbsp;&nbsp; 5125 |
| &nbsp;&nbsp;&nbsp;OP Corporate Bank plc | 0.600% | &nbsp;&nbsp;&nbsp;&nbsp; 1/18/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10729 | &nbsp;&nbsp;&nbsp;&nbsp; 11769 |
| &nbsp;&nbsp;&nbsp;OP Corporate Bank plc | 4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 4/18/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5838 |
| &nbsp;&nbsp;&nbsp;OP Corporate Bank plc | 0.100% | &nbsp;&nbsp;&nbsp;&nbsp; 11/16/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 15431 | &nbsp;&nbsp;&nbsp;&nbsp; 16450 |
| &nbsp;&nbsp;&nbsp;OP Corporate Bank plc | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/13/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10000 | &nbsp;&nbsp;&nbsp;&nbsp; 11808 |
| &nbsp;&nbsp;&nbsp;OP Corporate Bank plc | 0.375% | &nbsp;&nbsp;&nbsp;&nbsp; 12/8/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5184 |
| &nbsp;&nbsp;&nbsp;OP Mortgage Bank | 0.010% | &nbsp;&nbsp;&nbsp;&nbsp; 11/19/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4913 | &nbsp;&nbsp;&nbsp;&nbsp; 5397 |
| &nbsp;&nbsp;&nbsp;OP Mortgage Bank | 0.750% | &nbsp;&nbsp;&nbsp;&nbsp; 6/7/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5514 |
| &nbsp;&nbsp;&nbsp;OP Mortgage Bank | 0.625% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4913 | &nbsp;&nbsp;&nbsp;&nbsp; 5221 |
| &nbsp;&nbsp;&nbsp;OP Mortgage Bank | 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/25/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 11000 | &nbsp;&nbsp;&nbsp;&nbsp; 12618 |
| &nbsp;&nbsp;&nbsp;OP Mortgage Bank | 0.010% | &nbsp;&nbsp;&nbsp;&nbsp; 11/19/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 19638 | &nbsp;&nbsp;&nbsp;&nbsp; 19345 |
| &nbsp;&nbsp;&nbsp;OP Mortgage Bank | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/17/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 30380 | &nbsp;&nbsp;&nbsp;&nbsp; 35123 |
| &nbsp;&nbsp;&nbsp;Sampo OYJ | 3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 5/23/49 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6836 | &nbsp;&nbsp;&nbsp;&nbsp; 7639 |
| &nbsp;&nbsp;&nbsp;Sampo OYJ | 2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 9/3/52 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 17673 | &nbsp;&nbsp;&nbsp;&nbsp; 18010 |
| &nbsp;&nbsp;&nbsp;SATO OYJ | 1.375% | &nbsp;&nbsp;&nbsp;&nbsp; 2/24/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1700 | &nbsp;&nbsp;&nbsp;&nbsp; 1837 |
| &nbsp;&nbsp;&nbsp;SP-Kiinnitysluottopankki OYJ | 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/2/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5841 |
| &nbsp;&nbsp;&nbsp;Stora Enso OYJ | 2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/7/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2231 | &nbsp;&nbsp;&nbsp;&nbsp; 2516 |
| &nbsp;&nbsp;&nbsp;Stora Enso OYJ | 2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/21/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2806 | &nbsp;&nbsp;&nbsp;&nbsp; 3142 |
| &nbsp;&nbsp;&nbsp;Stora Enso OYJ | 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 8727 | &nbsp;&nbsp;&nbsp;&nbsp; 10254 |
| &nbsp;&nbsp;&nbsp;Teollisuuden Voima OYJ | 1.375% | &nbsp;&nbsp;&nbsp;&nbsp; 6/23/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3000 | &nbsp;&nbsp;&nbsp;&nbsp; 3242 |
| &nbsp;&nbsp;&nbsp;Teollisuuden Voima OYJ | 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 6054 |
| &nbsp;&nbsp;&nbsp;UPM-Kymmene OYJ | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/22/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 9000 | &nbsp;&nbsp;&nbsp;&nbsp; 8809 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **382830** |
| **France (3.3%)** | **France (3.3%)** | **France (3.3%)** |  |  |  |
| &nbsp;&nbsp;&nbsp;Aeroports de Paris SA | 2.125% | &nbsp;&nbsp;&nbsp;&nbsp; 10/2/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 9300 | &nbsp;&nbsp;&nbsp;&nbsp; 10499 |
| &nbsp;&nbsp;&nbsp;Aeroports de Paris SA | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/5/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3000 | &nbsp;&nbsp;&nbsp;&nbsp; 3176 |
| &nbsp;&nbsp;&nbsp;Aeroports de Paris SA | 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 4/2/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 9300 | &nbsp;&nbsp;&nbsp;&nbsp; 10414 |
| &nbsp;&nbsp;&nbsp;Aeroports de Paris SA | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 7/2/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3600 | &nbsp;&nbsp;&nbsp;&nbsp; 3634 |
| &nbsp;&nbsp;&nbsp;Aeroports de Paris SA | 1.125% | &nbsp;&nbsp;&nbsp;&nbsp; 6/18/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1500 | &nbsp;&nbsp;&nbsp;&nbsp; 1395 |
| &nbsp;&nbsp;&nbsp;Aeroports de Paris SA | 2.125% | &nbsp;&nbsp;&nbsp;&nbsp; 10/11/38 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3700 | &nbsp;&nbsp;&nbsp;&nbsp; 3503 |
| &nbsp;&nbsp;&nbsp;Air Liquide Finance SA | 1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/13/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 500 | &nbsp;&nbsp;&nbsp;&nbsp; 545 |
| &nbsp;&nbsp;&nbsp;Air Liquide Finance SA | 1.375% | &nbsp;&nbsp;&nbsp;&nbsp; 4/2/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7700 | &nbsp;&nbsp;&nbsp;&nbsp; 8233 |
| &nbsp;&nbsp;&nbsp;Airbus SE | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/7/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10000 | &nbsp;&nbsp;&nbsp;&nbsp; 11216 |
| &nbsp;&nbsp;&nbsp;Airbus SE | 2.125% | &nbsp;&nbsp;&nbsp;&nbsp; 10/29/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1547 | &nbsp;&nbsp;&nbsp;&nbsp; 1723 |
| &nbsp;&nbsp;&nbsp;Airbus SE | 1.625% | &nbsp;&nbsp;&nbsp;&nbsp; 6/9/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2400 | &nbsp;&nbsp;&nbsp;&nbsp; 2583 |
| &nbsp;&nbsp;&nbsp;Airbus SE | 1.375% | &nbsp;&nbsp;&nbsp;&nbsp; 5/13/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4331 | &nbsp;&nbsp;&nbsp;&nbsp; 4514 |

---

------

Total International Bond II Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;&nbsp;&nbsp;Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| &nbsp;&nbsp;&nbsp;Airbus SE | 2.375% | &nbsp;&nbsp;&nbsp;&nbsp; 4/7/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2686 | &nbsp;&nbsp;&nbsp;&nbsp; 2933 |
| &nbsp;&nbsp;&nbsp;Airbus SE | 2.375% | &nbsp;&nbsp;&nbsp;&nbsp; 6/9/40 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6487 | &nbsp;&nbsp;&nbsp;&nbsp; 6124 |
| &nbsp;&nbsp;&nbsp;Alstom SA | 0.250% | &nbsp;&nbsp;&nbsp;&nbsp; 10/14/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7100 | &nbsp;&nbsp;&nbsp;&nbsp; 7802 |
| &nbsp;&nbsp;&nbsp;Alstom SA | 0.125% | &nbsp;&nbsp;&nbsp;&nbsp; 7/27/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4000 | &nbsp;&nbsp;&nbsp;&nbsp; 4298 |
| &nbsp;&nbsp;&nbsp;Alstom SA | 0.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/11/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3400 | &nbsp;&nbsp;&nbsp;&nbsp; 3438 |
| &nbsp;&nbsp;&nbsp;Altarea SCA | 1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/16/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1500 | &nbsp;&nbsp;&nbsp;&nbsp; 1489 |
| &nbsp;&nbsp;&nbsp;APRR SA | 1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 1/6/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5400 | &nbsp;&nbsp;&nbsp;&nbsp; 6027 |
| &nbsp;&nbsp;&nbsp;APRR SA | 1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 1/18/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3500 | &nbsp;&nbsp;&nbsp;&nbsp; 3847 |
| &nbsp;&nbsp;&nbsp;APRR SA | 1.875% | &nbsp;&nbsp;&nbsp;&nbsp; 1/3/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5517 |
| &nbsp;&nbsp;&nbsp;APRR SA | 3.125% | &nbsp;&nbsp;&nbsp;&nbsp; 1/24/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 13000 | &nbsp;&nbsp;&nbsp;&nbsp; 14962 |
| &nbsp;&nbsp;&nbsp;APRR SA | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 1/25/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp; 214 |
| &nbsp;&nbsp;&nbsp;APRR SA | 1.875% | &nbsp;&nbsp;&nbsp;&nbsp; 1/6/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp; 107 |
| &nbsp;&nbsp;&nbsp;APRR SA | 1.625% | &nbsp;&nbsp;&nbsp;&nbsp; 1/13/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4700 | &nbsp;&nbsp;&nbsp;&nbsp; 4881 |
| &nbsp;&nbsp;&nbsp;APRR SA | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 1/17/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp; 100 |
| &nbsp;&nbsp;&nbsp;Arkea Home Loans SFH SA | 0.750% | &nbsp;&nbsp;&nbsp;&nbsp; 10/5/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 25 | &nbsp;&nbsp;&nbsp;&nbsp; 27 |
| &nbsp;&nbsp;&nbsp;Arkea Home Loans SFH SA | 0.125% | &nbsp;&nbsp;&nbsp;&nbsp; 7/12/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10000 | &nbsp;&nbsp;&nbsp;&nbsp; 10283 |
| &nbsp;&nbsp;&nbsp;Arkea Home Loans SFH SA | 0.010% | &nbsp;&nbsp;&nbsp;&nbsp; 10/4/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 12600 | &nbsp;&nbsp;&nbsp;&nbsp; 12391 |
| &nbsp;&nbsp;&nbsp;Arkea Home Loans SFH SA | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5081 |
| &nbsp;&nbsp;&nbsp;Arkema SA | 0.125% | &nbsp;&nbsp;&nbsp;&nbsp; 10/14/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10000 | &nbsp;&nbsp;&nbsp;&nbsp; 10935 |
| &nbsp;&nbsp;&nbsp;Arkema SA | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/20/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 13600 | &nbsp;&nbsp;&nbsp;&nbsp; 15105 |
| &nbsp;&nbsp;&nbsp;Arkema SA | 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/20/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 11000 | &nbsp;&nbsp;&nbsp;&nbsp; 13190 |
| &nbsp;&nbsp;&nbsp;Arval Service Lease SA | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/22/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2500 | &nbsp;&nbsp;&nbsp;&nbsp; 2866 |
| &nbsp;&nbsp;&nbsp;Autoroutes du Sud de la France SA | 1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 1/18/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 15100 | &nbsp;&nbsp;&nbsp;&nbsp; 16794 |
| &nbsp;&nbsp;&nbsp;Autoroutes du Sud de la France SA | 1.375% | &nbsp;&nbsp;&nbsp;&nbsp; 6/27/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 11000 | &nbsp;&nbsp;&nbsp;&nbsp; 12035 |
| &nbsp;&nbsp;&nbsp;Autoroutes du Sud de la France SA | 1.375% | &nbsp;&nbsp;&nbsp;&nbsp; 1/22/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5326 |
| &nbsp;&nbsp;&nbsp;Autoroutes du Sud de la France SA | 1.375% | &nbsp;&nbsp;&nbsp;&nbsp; 2/21/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 8000 | &nbsp;&nbsp;&nbsp;&nbsp; 8301 |
| &nbsp;&nbsp;&nbsp;AXA Home Loan SFH SA | 0.010% | &nbsp;&nbsp;&nbsp;&nbsp; 10/16/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5062 |
| &nbsp;&nbsp;&nbsp;AXA SA | 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 10/12/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4500 | &nbsp;&nbsp;&nbsp;&nbsp; 5304 |
| &nbsp;&nbsp;&nbsp;AXA SA | 3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 5/31/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 13500 | &nbsp;&nbsp;&nbsp;&nbsp; 15443 |
| &nbsp;&nbsp;&nbsp;AXA SA | 1.375% | &nbsp;&nbsp;&nbsp;&nbsp; 10/7/41 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4276 | &nbsp;&nbsp;&nbsp;&nbsp; 4233 |
| &nbsp;&nbsp;&nbsp;AXA SA | 1.875% | &nbsp;&nbsp;&nbsp;&nbsp; 7/10/42 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 8300 | &nbsp;&nbsp;&nbsp;&nbsp; 8231 |
| &nbsp;&nbsp;&nbsp;AXA SA | 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 3/10/43 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5550 | &nbsp;&nbsp;&nbsp;&nbsp; 6350 |
| &nbsp;&nbsp;&nbsp;AXA SA | 5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 7/11/43 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7630 | &nbsp;&nbsp;&nbsp;&nbsp; 9388 |
| &nbsp;&nbsp;&nbsp;AXA SA | 3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 7/6/47 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6007 | &nbsp;&nbsp;&nbsp;&nbsp; 6846 |
| &nbsp;&nbsp;&nbsp;AXA SA | 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/28/49 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 17896 | &nbsp;&nbsp;&nbsp;&nbsp; 20102 |
| &nbsp;&nbsp;&nbsp;Ayvens SA | 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 1/18/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 8100 | &nbsp;&nbsp;&nbsp;&nbsp; 9435 |
| &nbsp;&nbsp;&nbsp;Ayvens SA | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/5/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4600 | &nbsp;&nbsp;&nbsp;&nbsp; 5370 |
| &nbsp;&nbsp;&nbsp;Ayvens SA | 3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 1/24/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4800 | &nbsp;&nbsp;&nbsp;&nbsp; 5581 |
| &nbsp;&nbsp;&nbsp;Ayvens SA | 4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 10/6/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4600 | &nbsp;&nbsp;&nbsp;&nbsp; 5521 |
| &nbsp;&nbsp;&nbsp;Ayvens SA | 3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 7/16/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5833 |
| &nbsp;&nbsp;&nbsp;Ayvens SA | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/24/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2400 | &nbsp;&nbsp;&nbsp;&nbsp; 2806 |
| &nbsp;&nbsp;&nbsp;Banque Federative du Credit Mutuel SA | 0.750% | &nbsp;&nbsp;&nbsp;&nbsp; 6/8/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 11200 | &nbsp;&nbsp;&nbsp;&nbsp; 12465 |
| &nbsp;&nbsp;&nbsp;Banque Federative du Credit Mutuel SA | 1.875% | &nbsp;&nbsp;&nbsp;&nbsp; 11/4/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2800 | &nbsp;&nbsp;&nbsp;&nbsp; 3132 |
| &nbsp;&nbsp;&nbsp;Banque Federative du Credit Mutuel SA | 2.625% | &nbsp;&nbsp;&nbsp;&nbsp; 3/31/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 500 | &nbsp;&nbsp;&nbsp;&nbsp; 563 |
| &nbsp;&nbsp;&nbsp;Banque Federative du Credit Mutuel SA | 0.100% | &nbsp;&nbsp;&nbsp;&nbsp; 10/8/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4300 | &nbsp;&nbsp;&nbsp;&nbsp; 4584 |
| &nbsp;&nbsp;&nbsp;Banque Federative du Credit Mutuel SA | 1.625% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2500 | &nbsp;&nbsp;&nbsp;&nbsp; 2735 |
| &nbsp;&nbsp;&nbsp;Banque Federative du Credit Mutuel SA | 0.875% | &nbsp;&nbsp;&nbsp;&nbsp; 12/7/27 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 6100 | &nbsp;&nbsp;&nbsp;&nbsp; 7400 |
| &nbsp;&nbsp;&nbsp;Banque Federative du Credit Mutuel SA | 2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/25/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7500 | &nbsp;&nbsp;&nbsp;&nbsp; 8294 |
| &nbsp;&nbsp;&nbsp;Banque Federative du Credit Mutuel SA | 0.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/29/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6200 | &nbsp;&nbsp;&nbsp;&nbsp; 6502 |
| &nbsp;&nbsp;&nbsp;Banque Federative du Credit Mutuel SA | 0.250% | &nbsp;&nbsp;&nbsp;&nbsp; 7/19/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 13200 | &nbsp;&nbsp;&nbsp;&nbsp; 13761 |
| &nbsp;&nbsp;&nbsp;Banque Federative du Credit Mutuel SA | 1.875% | &nbsp;&nbsp;&nbsp;&nbsp; 10/26/28 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 3200 | &nbsp;&nbsp;&nbsp;&nbsp; 3882 |
| &nbsp;&nbsp;&nbsp;Banque Federative du Credit Mutuel SA | 0.625% | &nbsp;&nbsp;&nbsp;&nbsp; 11/3/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 26400 | &nbsp;&nbsp;&nbsp;&nbsp; 27660 |
| &nbsp;&nbsp;&nbsp;Banque Federative du Credit Mutuel SA | 4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 3/13/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10000 | &nbsp;&nbsp;&nbsp;&nbsp; 11842 |
| &nbsp;&nbsp;&nbsp;Banque Federative du Credit Mutuel SA | 1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5406 |
| &nbsp;&nbsp;&nbsp;Banque Federative du Credit Mutuel SA | 1.875% | &nbsp;&nbsp;&nbsp;&nbsp; 6/18/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5310 |
| &nbsp;&nbsp;&nbsp;Banque Federative du Credit Mutuel SA | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/22/29 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 6000 | &nbsp;&nbsp;&nbsp;&nbsp; 8022 |
| &nbsp;&nbsp;&nbsp;Banque Federative du Credit Mutuel SA | 0.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/17/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1200 | &nbsp;&nbsp;&nbsp;&nbsp; 1215 |
| &nbsp;&nbsp;&nbsp;Banque Federative du Credit Mutuel SA | 1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/3/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 11000 | &nbsp;&nbsp;&nbsp;&nbsp; 11241 |
| &nbsp;&nbsp;&nbsp;Banque Federative du Credit Mutuel SA | 0.625% | &nbsp;&nbsp;&nbsp;&nbsp; 2/21/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 15200 | &nbsp;&nbsp;&nbsp;&nbsp; 14673 |
| &nbsp;&nbsp;&nbsp;Banque Federative du Credit Mutuel SA | 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 11/10/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 16000 | &nbsp;&nbsp;&nbsp;&nbsp; 19355 |
| &nbsp;&nbsp;&nbsp;Banque Federative du Credit Mutuel SA | 1.125% | &nbsp;&nbsp;&nbsp;&nbsp; 11/19/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 8900 | &nbsp;&nbsp;&nbsp;&nbsp; 8512 |
| &nbsp;&nbsp;&nbsp;Banque Federative du Credit Mutuel SA | 3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 9/14/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 9000 | &nbsp;&nbsp;&nbsp;&nbsp; 10335 |
| &nbsp;&nbsp;&nbsp;Banque Federative du Credit Mutuel SA | 5.125% | &nbsp;&nbsp;&nbsp;&nbsp; 1/13/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6000 | &nbsp;&nbsp;&nbsp;&nbsp; 7270 |
| &nbsp;&nbsp;&nbsp;Banque Federative du Credit Mutuel SA | 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 30000 | &nbsp;&nbsp;&nbsp;&nbsp; 34750 |
| &nbsp;&nbsp;&nbsp;Banque Federative du Credit Mutuel SA | 4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 6/14/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 18000 | &nbsp;&nbsp;&nbsp;&nbsp; 21373 |
| &nbsp;&nbsp;&nbsp;Banque Federative du Credit Mutuel SA | 4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 1/11/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 9000 | &nbsp;&nbsp;&nbsp;&nbsp; 10317 |
| &nbsp;&nbsp;&nbsp;BNP Paribas Home Loan SFH SA | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/25/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10000 | &nbsp;&nbsp;&nbsp;&nbsp; 11583 |
| &nbsp;&nbsp;&nbsp;BNP Paribas SA | 0.375% | &nbsp;&nbsp;&nbsp;&nbsp; 10/14/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10700 | &nbsp;&nbsp;&nbsp;&nbsp; 11732 |
| &nbsp;&nbsp;&nbsp;BNP Paribas SA | 1.875% | &nbsp;&nbsp;&nbsp;&nbsp; 12/14/27 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 3000 | &nbsp;&nbsp;&nbsp;&nbsp; 3711 |
| &nbsp;&nbsp;&nbsp;BNP Paribas SA | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 2/19/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 16200 | &nbsp;&nbsp;&nbsp;&nbsp; 17640 |

---

------

Total International Bond II Index Fund

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;&nbsp;&nbsp;Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| &nbsp;&nbsp;&nbsp;BNP Paribas SA | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/25/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5505 |
| &nbsp;&nbsp;&nbsp;BNP Paribas SA | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/30/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1000 | &nbsp;&nbsp;&nbsp;&nbsp; 1083 |
| &nbsp;&nbsp;&nbsp;BNP Paribas SA | 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 7/25/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 20000 | &nbsp;&nbsp;&nbsp;&nbsp; 22646 |
| &nbsp;&nbsp;&nbsp;BNP Paribas SA | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5600 | &nbsp;&nbsp;&nbsp;&nbsp; 6024 |
| &nbsp;&nbsp;&nbsp;BNP Paribas SA | 3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 2/23/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 16000 | &nbsp;&nbsp;&nbsp;&nbsp; 18719 |
| &nbsp;&nbsp;&nbsp;BNP Paribas SA | 2.875% | &nbsp;&nbsp;&nbsp;&nbsp; 2/24/29 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 6000 | &nbsp;&nbsp;&nbsp;&nbsp; 7425 |
| &nbsp;&nbsp;&nbsp;BNP Paribas SA | 1.125% | &nbsp;&nbsp;&nbsp;&nbsp; 4/17/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5378 |
| &nbsp;&nbsp;&nbsp;BNP Paribas SA | 1.375% | &nbsp;&nbsp;&nbsp;&nbsp; 5/28/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 13300 | &nbsp;&nbsp;&nbsp;&nbsp; 14113 |
| &nbsp;&nbsp;&nbsp;BNP Paribas SA | 2.538% | &nbsp;&nbsp;&nbsp;&nbsp; 7/13/29 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2491 | &nbsp;&nbsp;&nbsp;&nbsp; 1747 |
| &nbsp;&nbsp;&nbsp;BNP Paribas SA | 6.000% | &nbsp;&nbsp;&nbsp;&nbsp; 8/18/29 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 4000 | &nbsp;&nbsp;&nbsp;&nbsp; 5505 |
| &nbsp;&nbsp;&nbsp;BNP Paribas SA | 3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6000 | &nbsp;&nbsp;&nbsp;&nbsp; 6952 |
| &nbsp;&nbsp;&nbsp;BNP Paribas SA | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 1/19/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 9400 | &nbsp;&nbsp;&nbsp;&nbsp; 9690 |
| &nbsp;&nbsp;&nbsp;BNP Paribas SA | 0.875% | &nbsp;&nbsp;&nbsp;&nbsp; 7/11/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10400 | &nbsp;&nbsp;&nbsp;&nbsp; 10699 |
| &nbsp;&nbsp;&nbsp;BNP Paribas SA | 3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 1/10/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5903 |
| &nbsp;&nbsp;&nbsp;BNP Paribas SA | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/24/31 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 3000 | &nbsp;&nbsp;&nbsp;&nbsp; 3860 |
| &nbsp;&nbsp;&nbsp;BNP Paribas SA | 1.625% | &nbsp;&nbsp;&nbsp;&nbsp; 7/2/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3200 | &nbsp;&nbsp;&nbsp;&nbsp; 3224 |
| &nbsp;&nbsp;&nbsp;BNP Paribas SA | 1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 7/13/31 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 19100 | &nbsp;&nbsp;&nbsp;&nbsp; 20074 |
| &nbsp;&nbsp;&nbsp;BNP Paribas SA | 4.042% | &nbsp;&nbsp;&nbsp;&nbsp; 1/10/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4000 | &nbsp;&nbsp;&nbsp;&nbsp; 4657 |
| &nbsp;&nbsp;&nbsp;BNP Paribas SA | 1.125% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 12000 | &nbsp;&nbsp;&nbsp;&nbsp; 13095 |
| &nbsp;&nbsp;&nbsp;BNP Paribas SA | 2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/31/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7000 | &nbsp;&nbsp;&nbsp;&nbsp; 7818 |
| &nbsp;&nbsp;&nbsp;BNP Paribas SA | 2.100% | &nbsp;&nbsp;&nbsp;&nbsp; 4/7/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6000 | &nbsp;&nbsp;&nbsp;&nbsp; 6170 |
| &nbsp;&nbsp;&nbsp;BNP Paribas SA | 4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 9/26/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7000 | &nbsp;&nbsp;&nbsp;&nbsp; 8370 |
| &nbsp;&nbsp;&nbsp;BNP Paribas SA | 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 11/13/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 18000 | &nbsp;&nbsp;&nbsp;&nbsp; 21679 |
| &nbsp;&nbsp;&nbsp;BNP Paribas SA | 0.625% | &nbsp;&nbsp;&nbsp;&nbsp; 12/3/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6000 | &nbsp;&nbsp;&nbsp;&nbsp; 5467 |
| &nbsp;&nbsp;&nbsp;BNP Paribas SA | 4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 5/24/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5999 |
| &nbsp;&nbsp;&nbsp;BNP Paribas SA | 0.875% | &nbsp;&nbsp;&nbsp;&nbsp; 8/31/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 14000 | &nbsp;&nbsp;&nbsp;&nbsp; 14573 |
| &nbsp;&nbsp;&nbsp;BNP Paribas SA | 4.159% | &nbsp;&nbsp;&nbsp;&nbsp; 8/28/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6000 | &nbsp;&nbsp;&nbsp;&nbsp; 6907 |
| &nbsp;&nbsp;&nbsp;BNP Paribas SA | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/13/36 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 2200 | &nbsp;&nbsp;&nbsp;&nbsp; 2023 |
| &nbsp;&nbsp;&nbsp;Bouygues SA | 5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 10/6/26 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 3050 | &nbsp;&nbsp;&nbsp;&nbsp; 4118 |
| &nbsp;&nbsp;&nbsp;Bouygues SA | 1.375% | &nbsp;&nbsp;&nbsp;&nbsp; 6/7/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 8200 | &nbsp;&nbsp;&nbsp;&nbsp; 9105 |
| &nbsp;&nbsp;&nbsp;Bouygues SA | 1.125% | &nbsp;&nbsp;&nbsp;&nbsp; 7/24/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp; 217 |
| &nbsp;&nbsp;&nbsp;Bouygues SA | 2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/29/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 9500 | &nbsp;&nbsp;&nbsp;&nbsp; 10581 |
| &nbsp;&nbsp;&nbsp;Bouygues SA | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 2/11/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2500 | &nbsp;&nbsp;&nbsp;&nbsp; 2548 |
| &nbsp;&nbsp;&nbsp;Bouygues SA | 4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 6/7/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7500 | &nbsp;&nbsp;&nbsp;&nbsp; 9236 |
| &nbsp;&nbsp;&nbsp;Bouygues SA | 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/30/37 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6200 | &nbsp;&nbsp;&nbsp;&nbsp; 6778 |
| &nbsp;&nbsp;&nbsp;Bouygues SA | 5.375% | &nbsp;&nbsp;&nbsp;&nbsp; 6/30/42 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5600 | &nbsp;&nbsp;&nbsp;&nbsp; 7204 |
| &nbsp;&nbsp;&nbsp;BPCE SA | 0.713% | &nbsp;&nbsp;&nbsp;&nbsp; 7/13/26 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 300000 | &nbsp;&nbsp;&nbsp;&nbsp; 2086 |
| &nbsp;&nbsp;&nbsp;BPCE SA | 1.375% | &nbsp;&nbsp;&nbsp;&nbsp; 12/23/26 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 3600 | &nbsp;&nbsp;&nbsp;&nbsp; 4550 |
| &nbsp;&nbsp;&nbsp;BPCE SA | 0.010% | &nbsp;&nbsp;&nbsp;&nbsp; 1/14/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2400 | &nbsp;&nbsp;&nbsp;&nbsp; 2613 |
| &nbsp;&nbsp;&nbsp;BPCE SA | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 2/24/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 400 | &nbsp;&nbsp;&nbsp;&nbsp; 436 |
| &nbsp;&nbsp;&nbsp;BPCE SA | 1.163% | &nbsp;&nbsp;&nbsp;&nbsp; 7/13/27 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 1600000 | &nbsp;&nbsp;&nbsp;&nbsp; 11167 |
| &nbsp;&nbsp;&nbsp;BPCE SA | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5504 |
| &nbsp;&nbsp;&nbsp;BPCE SA | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 1/14/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3500 | &nbsp;&nbsp;&nbsp;&nbsp; 3826 |
| &nbsp;&nbsp;&nbsp;BPCE SA | 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/26/28 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 9640 | &nbsp;&nbsp;&nbsp;&nbsp; 6087 |
| &nbsp;&nbsp;&nbsp;BPCE SA | 0.914% | &nbsp;&nbsp;&nbsp;&nbsp; 7/13/28 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 300000 | &nbsp;&nbsp;&nbsp;&nbsp; 2068 |
| &nbsp;&nbsp;&nbsp;BPCE SA | 6.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/29/28 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 3000 | &nbsp;&nbsp;&nbsp;&nbsp; 4081 |
| &nbsp;&nbsp;&nbsp;BPCE SA | 1.625% | &nbsp;&nbsp;&nbsp;&nbsp; 3/2/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 12000 | &nbsp;&nbsp;&nbsp;&nbsp; 13129 |
| &nbsp;&nbsp;&nbsp;BPCE SA | 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 4/16/29 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 9500 | &nbsp;&nbsp;&nbsp;&nbsp; 12585 |
| &nbsp;&nbsp;&nbsp;BPCE SA | 4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 3/2/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 20000 | &nbsp;&nbsp;&nbsp;&nbsp; 23862 |
| &nbsp;&nbsp;&nbsp;BPCE SA | 0.250% | &nbsp;&nbsp;&nbsp;&nbsp; 1/14/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 22500 | &nbsp;&nbsp;&nbsp;&nbsp; 21690 |
| &nbsp;&nbsp;&nbsp;BPCE SA | 0.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/3/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6000 | &nbsp;&nbsp;&nbsp;&nbsp; 5841 |
| &nbsp;&nbsp;&nbsp;BPCE SA | 1.100% | &nbsp;&nbsp;&nbsp;&nbsp; 12/16/31 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 400000 | &nbsp;&nbsp;&nbsp;&nbsp; 2752 |
| &nbsp;&nbsp;&nbsp;BPCE SA | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/14/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5600 | &nbsp;&nbsp;&nbsp;&nbsp; 5377 |
| &nbsp;&nbsp;&nbsp;BPCE SA | 2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 3/2/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 8500 | &nbsp;&nbsp;&nbsp;&nbsp; 9441 |
| &nbsp;&nbsp;&nbsp;BPCE SA | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 11/29/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 9000 | &nbsp;&nbsp;&nbsp;&nbsp; 10650 |
| &nbsp;&nbsp;&nbsp;BPCE SA | 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 1/13/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 14000 | &nbsp;&nbsp;&nbsp;&nbsp; 16643 |
| &nbsp;&nbsp;&nbsp;BPCE SA | 4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 3/8/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7000 | &nbsp;&nbsp;&nbsp;&nbsp; 8113 |
| &nbsp;&nbsp;&nbsp;BPCE SA | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/20/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10000 | &nbsp;&nbsp;&nbsp;&nbsp; 11413 |
| &nbsp;&nbsp;&nbsp;BPCE SA | 1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 2/2/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 9500 | &nbsp;&nbsp;&nbsp;&nbsp; 10030 |
| &nbsp;&nbsp;&nbsp;BPCE SA | 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 6/14/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 6004 |
| &nbsp;&nbsp;&nbsp;BPCE SA | 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 1/11/35 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5812 |
| &nbsp;&nbsp;&nbsp;BPCE SA | 5.125% | &nbsp;&nbsp;&nbsp;&nbsp; 1/25/35 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp;&nbsp; 2383 |
| &nbsp;&nbsp;&nbsp;BPCE SA | 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 7/16/35 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5734 |
| &nbsp;&nbsp;&nbsp;BPCE SA | 3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 1/25/36 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5766 |
| &nbsp;&nbsp;&nbsp;BPCE SFH SA | 0.625% | &nbsp;&nbsp;&nbsp;&nbsp; 9/22/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2500 | &nbsp;&nbsp;&nbsp;&nbsp; 2730 |
| &nbsp;&nbsp;&nbsp;BPCE SFH SA | 0.010% | &nbsp;&nbsp;&nbsp;&nbsp; 11/10/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 28900 | &nbsp;&nbsp;&nbsp;&nbsp; 31013 |
| &nbsp;&nbsp;&nbsp;BPCE SFH SA | 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 4/12/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 20000 | &nbsp;&nbsp;&nbsp;&nbsp; 23272 |
| &nbsp;&nbsp;&nbsp;BPCE SFH SA | 0.875% | &nbsp;&nbsp;&nbsp;&nbsp; 4/13/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6100 | &nbsp;&nbsp;&nbsp;&nbsp; 6630 |
| &nbsp;&nbsp;&nbsp;BPCE SFH SA | 0.750% | &nbsp;&nbsp;&nbsp;&nbsp; 2/23/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 27000 | &nbsp;&nbsp;&nbsp;&nbsp; 28748 |
| &nbsp;&nbsp;&nbsp;BPCE SFH SA | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/8/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2400 | &nbsp;&nbsp;&nbsp;&nbsp; 2563 |

---

------

Total International Bond II Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;&nbsp;&nbsp;Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| &nbsp;&nbsp;&nbsp;BPCE SFH SA | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/17/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5778 |
| &nbsp;&nbsp;&nbsp;BPCE SFH SA | 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 2/12/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 25300 | &nbsp;&nbsp;&nbsp;&nbsp; 28911 |
| &nbsp;&nbsp;&nbsp;BPCE SFH SA | 1.125% | &nbsp;&nbsp;&nbsp;&nbsp; 4/12/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 16200 | &nbsp;&nbsp;&nbsp;&nbsp; 17118 |
| &nbsp;&nbsp;&nbsp;BPCE SFH SA | 0.125% | &nbsp;&nbsp;&nbsp;&nbsp; 12/3/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 33500 | &nbsp;&nbsp;&nbsp;&nbsp; 33044 |
| &nbsp;&nbsp;&nbsp;BPCE SFH SA | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 20000 | &nbsp;&nbsp;&nbsp;&nbsp; 23033 |
| &nbsp;&nbsp;&nbsp;BPCE SFH SA | 0.010% | &nbsp;&nbsp;&nbsp;&nbsp; 3/18/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 14400 | &nbsp;&nbsp;&nbsp;&nbsp; 13926 |
| &nbsp;&nbsp;&nbsp;BPCE SFH SA | 0.625% | &nbsp;&nbsp;&nbsp;&nbsp; 5/29/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5200 | &nbsp;&nbsp;&nbsp;&nbsp; 5199 |
| &nbsp;&nbsp;&nbsp;Bureau Veritas SA | 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/22/36 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5606 |
| &nbsp;&nbsp;&nbsp;Caisse de Refinancement de l'Habitat SA | 0.010% | &nbsp;&nbsp;&nbsp;&nbsp; 2/7/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5325 |
| &nbsp;&nbsp;&nbsp;Caisse de Refinancement de l'Habitat SA | 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 4/12/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6500 | &nbsp;&nbsp;&nbsp;&nbsp; 7457 |
| &nbsp;&nbsp;&nbsp;Caisse de Refinancement de l'Habitat SA | 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/12/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 15400 | &nbsp;&nbsp;&nbsp;&nbsp; 17699 |
| &nbsp;&nbsp;&nbsp;Caisse de Refinancement de l'Habitat SA | 0.010% | &nbsp;&nbsp;&nbsp;&nbsp; 10/8/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10300 | &nbsp;&nbsp;&nbsp;&nbsp; 10474 |
| &nbsp;&nbsp;&nbsp;Caisse de Refinancement de l'Habitat SA | 3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 6/28/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10000 | &nbsp;&nbsp;&nbsp;&nbsp; 11721 |
| &nbsp;&nbsp;&nbsp;Caisse de Refinancement de l'Habitat SA | 3.125% | &nbsp;&nbsp;&nbsp;&nbsp; 2/23/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 20000 | &nbsp;&nbsp;&nbsp;&nbsp; 22956 |
| &nbsp;&nbsp;&nbsp;Caisse Nationale de Reassurance Mutuelle Agricole Groupama | 0.750% | &nbsp;&nbsp;&nbsp;&nbsp; 7/7/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3500 | &nbsp;&nbsp;&nbsp;&nbsp; 3698 |
| &nbsp;&nbsp;&nbsp;Caisse Nationale de Reassurance Mutuelle Agricole Groupama | 3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 9/24/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3100 | &nbsp;&nbsp;&nbsp;&nbsp; 3503 |
| &nbsp;&nbsp;&nbsp;Capgemini SE | 1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 4/18/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6500 | &nbsp;&nbsp;&nbsp;&nbsp; 7182 |
| &nbsp;&nbsp;&nbsp;Capgemini SE | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3000 | &nbsp;&nbsp;&nbsp;&nbsp; 3298 |
| &nbsp;&nbsp;&nbsp;Capgemini SE | 1.125% | &nbsp;&nbsp;&nbsp;&nbsp; 6/23/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5174 |
| &nbsp;&nbsp;&nbsp;Capgemini SE | 2.375% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5800 | &nbsp;&nbsp;&nbsp;&nbsp; 6190 |
| &nbsp;&nbsp;&nbsp;Carmila SA | 1.625% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1200 | &nbsp;&nbsp;&nbsp;&nbsp; 1270 |
| &nbsp;&nbsp;&nbsp;Carmila SA | 3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 1/25/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp;&nbsp; 2257 |
| &nbsp;&nbsp;&nbsp;Carrefour SA | 1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 5/4/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5500 | &nbsp;&nbsp;&nbsp;&nbsp; 6178 |
| &nbsp;&nbsp;&nbsp;Carrefour SA | 1.875% | &nbsp;&nbsp;&nbsp;&nbsp; 10/30/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6000 | &nbsp;&nbsp;&nbsp;&nbsp; 6732 |
| &nbsp;&nbsp;&nbsp;Carrefour SA | 2.625% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5665 |
| &nbsp;&nbsp;&nbsp;Carrefour SA | 2.375% | &nbsp;&nbsp;&nbsp;&nbsp; 10/30/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4800 | &nbsp;&nbsp;&nbsp;&nbsp; 5325 |
| &nbsp;&nbsp;&nbsp;Carrefour SA | 4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 11/14/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 11000 | &nbsp;&nbsp;&nbsp;&nbsp; 13183 |
| &nbsp;&nbsp;&nbsp;CCF SFH SACA | 2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/28/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 8800 | &nbsp;&nbsp;&nbsp;&nbsp; 9997 |
| &nbsp;&nbsp;&nbsp;Cie de Financement Foncier SA | 0.750% | &nbsp;&nbsp;&nbsp;&nbsp; 5/29/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1100 | &nbsp;&nbsp;&nbsp;&nbsp; 1229 |
| &nbsp;&nbsp;&nbsp;Cie de Financement Foncier SA | 0.225% | &nbsp;&nbsp;&nbsp;&nbsp; 9/14/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2800 | &nbsp;&nbsp;&nbsp;&nbsp; 3094 |
| &nbsp;&nbsp;&nbsp;Cie de Financement Foncier SA | 5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 1/26/27 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 1146 | &nbsp;&nbsp;&nbsp;&nbsp; 1549 |
| &nbsp;&nbsp;&nbsp;Cie de Financement Foncier SA | 0.375% | &nbsp;&nbsp;&nbsp;&nbsp; 4/9/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 34000 | &nbsp;&nbsp;&nbsp;&nbsp; 37260 |
| &nbsp;&nbsp;&nbsp;Cie de Financement Foncier SA | 0.010% | &nbsp;&nbsp;&nbsp;&nbsp; 11/10/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 23000 | &nbsp;&nbsp;&nbsp;&nbsp; 24622 |
| &nbsp;&nbsp;&nbsp;Cie de Financement Foncier SA | 0.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/11/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5400 | &nbsp;&nbsp;&nbsp;&nbsp; 5874 |
| &nbsp;&nbsp;&nbsp;Cie de Financement Foncier SA | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/16/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 11400 | &nbsp;&nbsp;&nbsp;&nbsp; 12274 |
| &nbsp;&nbsp;&nbsp;Cie de Financement Foncier SA | 0.875% | &nbsp;&nbsp;&nbsp;&nbsp; 9/11/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 9200 | &nbsp;&nbsp;&nbsp;&nbsp; 9922 |
| &nbsp;&nbsp;&nbsp;Cie de Financement Foncier SA | 0.010% | &nbsp;&nbsp;&nbsp;&nbsp; 4/16/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10000 | &nbsp;&nbsp;&nbsp;&nbsp; 10293 |
| &nbsp;&nbsp;&nbsp;Cie de Financement Foncier SA | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/24/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 8300 | &nbsp;&nbsp;&nbsp;&nbsp; 9457 |
| &nbsp;&nbsp;&nbsp;Cie de Financement Foncier SA | 0.010% | &nbsp;&nbsp;&nbsp;&nbsp; 10/29/35 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 21000 | &nbsp;&nbsp;&nbsp;&nbsp; 17154 |
| &nbsp;&nbsp;&nbsp;Cie de Financement Foncier SA | 0.600% | &nbsp;&nbsp;&nbsp;&nbsp; 10/25/41 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 19600 | &nbsp;&nbsp;&nbsp;&nbsp; 14662 |
| &nbsp;&nbsp;&nbsp;Cie de Financement Foncier SA | 3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 4/25/55 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6951 | &nbsp;&nbsp;&nbsp;&nbsp; 8386 |
| &nbsp;&nbsp;&nbsp;Cie de Saint-Gobain SA | 1.375% | &nbsp;&nbsp;&nbsp;&nbsp; 6/14/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5554 |
| &nbsp;&nbsp;&nbsp;Cie de Saint-Gobain SA | 2.375% | &nbsp;&nbsp;&nbsp;&nbsp; 10/4/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4800 | &nbsp;&nbsp;&nbsp;&nbsp; 5431 |
| &nbsp;&nbsp;&nbsp;Cie de Saint-Gobain SA | 2.125% | &nbsp;&nbsp;&nbsp;&nbsp; 6/10/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2500 | &nbsp;&nbsp;&nbsp;&nbsp; 2788 |
| &nbsp;&nbsp;&nbsp;Cie de Saint-Gobain SA | 1.875% | &nbsp;&nbsp;&nbsp;&nbsp; 9/21/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 9700 | &nbsp;&nbsp;&nbsp;&nbsp; 10677 |
| &nbsp;&nbsp;&nbsp;Cie de Saint-Gobain SA | 3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 11/29/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 14000 | &nbsp;&nbsp;&nbsp;&nbsp; 16475 |
| &nbsp;&nbsp;&nbsp;Cie de Saint-Gobain SA | 1.875% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2700 | &nbsp;&nbsp;&nbsp;&nbsp; 2859 |
| &nbsp;&nbsp;&nbsp;Cie de Saint-Gobain SA | 2.625% | &nbsp;&nbsp;&nbsp;&nbsp; 8/10/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2100 | &nbsp;&nbsp;&nbsp;&nbsp; 2270 |
| &nbsp;&nbsp;&nbsp;Cie de Saint-Gobain SA | 3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 8/9/36 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 12000 | &nbsp;&nbsp;&nbsp;&nbsp; 13460 |
| &nbsp;&nbsp;&nbsp;Cie Generale des Etablissements Michelin SCA | 0.000% | &nbsp;&nbsp;&nbsp;&nbsp; 11/2/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7700 | &nbsp;&nbsp;&nbsp;&nbsp; 7962 |
| &nbsp;&nbsp;&nbsp;Cie Generale des Etablissements Michelin SCA | 1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 9/3/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5346 |
| &nbsp;&nbsp;&nbsp;Cie Generale des Etablissements Michelin SCA | 0.250% | &nbsp;&nbsp;&nbsp;&nbsp; 11/2/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4000 | &nbsp;&nbsp;&nbsp;&nbsp; 3652 |
| &nbsp;&nbsp;&nbsp;Cie Generale des Etablissements Michelin SCA | 3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 5/16/36 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp;&nbsp; 2218 |
| &nbsp;&nbsp;&nbsp;Cie Generale des Etablissements Michelin SCA | 2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 9/3/38 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2500 | &nbsp;&nbsp;&nbsp;&nbsp; 2458 |
| &nbsp;&nbsp;&nbsp;CNP Assurances SACA | 1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 1/27/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp;&nbsp; 2117 |
| &nbsp;&nbsp;&nbsp;CNP Assurances SACA | 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/10/47 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3800 | &nbsp;&nbsp;&nbsp;&nbsp; 4390 |
| &nbsp;&nbsp;&nbsp;CNP Assurances SACA | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/27/50 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6000 | &nbsp;&nbsp;&nbsp;&nbsp; 6197 |
| &nbsp;&nbsp;&nbsp;CNP Assurances SACA | 2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/30/51 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3400 | &nbsp;&nbsp;&nbsp;&nbsp; 3561 |
| &nbsp;&nbsp;&nbsp;CNP Assurances SACA | 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 7/18/53 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 6012 |
| &nbsp;&nbsp;&nbsp;Coentreprise de Transport d'Electricite SA | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 7/29/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3900 | &nbsp;&nbsp;&nbsp;&nbsp; 4256 |
| &nbsp;&nbsp;&nbsp;Coentreprise de Transport d'Electricite SA | 2.125% | &nbsp;&nbsp;&nbsp;&nbsp; 7/29/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 8000 | &nbsp;&nbsp;&nbsp;&nbsp; 8360 |
| &nbsp;&nbsp;&nbsp;Covivio Hotels SACA | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/27/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5400 | &nbsp;&nbsp;&nbsp;&nbsp; 5598 |
| &nbsp;&nbsp;&nbsp;Covivio SA | 1.875% | &nbsp;&nbsp;&nbsp;&nbsp; 5/20/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp; 113 |
| &nbsp;&nbsp;&nbsp;Covivio SA | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/21/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp;&nbsp; 2221 |
| &nbsp;&nbsp;&nbsp;Covivio SA | 2.375% | &nbsp;&nbsp;&nbsp;&nbsp; 2/20/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp; 114 |
| &nbsp;&nbsp;&nbsp;Covivio SA | 1.625% | &nbsp;&nbsp;&nbsp;&nbsp; 6/23/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6800 | &nbsp;&nbsp;&nbsp;&nbsp; 7163 |
| &nbsp;&nbsp;&nbsp;Covivio SA | 1.125% | &nbsp;&nbsp;&nbsp;&nbsp; 9/17/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp;&nbsp; 1975 |
| &nbsp;&nbsp;&nbsp;Covivio SA | 4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 6/5/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2400 | &nbsp;&nbsp;&nbsp;&nbsp; 2874 |
| &nbsp;&nbsp;&nbsp;Credit Agricole Assurances SA | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/17/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3200 | &nbsp;&nbsp;&nbsp;&nbsp; 3335 |
| &nbsp;&nbsp;&nbsp;Credit Agricole Assurances SA | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 10/6/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4000 | &nbsp;&nbsp;&nbsp;&nbsp; 3916 |

---

------

Total International Bond II Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;&nbsp;&nbsp;Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| &nbsp;&nbsp;&nbsp;Credit Agricole Assurances SA | 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 12/17/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3600 | &nbsp;&nbsp;&nbsp;&nbsp; 4139 |
| &nbsp;&nbsp;&nbsp;Credit Agricole Assurances SA | 2.625% | &nbsp;&nbsp;&nbsp;&nbsp; 1/29/48 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4000 | &nbsp;&nbsp;&nbsp;&nbsp; 4401 |
| &nbsp;&nbsp;&nbsp;Credit Agricole Assurances SA | 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 9/27/48 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2400 | &nbsp;&nbsp;&nbsp;&nbsp; 2810 |
| &nbsp;&nbsp;&nbsp;Credit Agricole Home Loan SFH SA | 0.750% | &nbsp;&nbsp;&nbsp;&nbsp; 5/5/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 17600 | &nbsp;&nbsp;&nbsp;&nbsp; 19404 |
| &nbsp;&nbsp;&nbsp;Credit Agricole Home Loan SFH SA | 0.875% | &nbsp;&nbsp;&nbsp;&nbsp; 8/31/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5500 | &nbsp;&nbsp;&nbsp;&nbsp; 6046 |
| &nbsp;&nbsp;&nbsp;Credit Agricole Home Loan SFH SA | 0.875% | &nbsp;&nbsp;&nbsp;&nbsp; 8/11/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 53900 | &nbsp;&nbsp;&nbsp;&nbsp; 58254 |
| &nbsp;&nbsp;&nbsp;Credit Agricole Home Loan SFH SA | 0.050% | &nbsp;&nbsp;&nbsp;&nbsp; 12/6/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 15000 | &nbsp;&nbsp;&nbsp;&nbsp; 15206 |
| &nbsp;&nbsp;&nbsp;Credit Agricole Home Loan SFH SA | 1.625% | &nbsp;&nbsp;&nbsp;&nbsp; 5/31/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 9000 | &nbsp;&nbsp;&nbsp;&nbsp; 9754 |
| &nbsp;&nbsp;&nbsp;Credit Agricole Home Loan SFH SA | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 12500 | &nbsp;&nbsp;&nbsp;&nbsp; 14452 |
| &nbsp;&nbsp;&nbsp;Credit Agricole Home Loan SFH SA | 1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 3/24/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 18900 | &nbsp;&nbsp;&nbsp;&nbsp; 19767 |
| &nbsp;&nbsp;&nbsp;Credit Agricole Home Loan SFH SA | 0.010% | &nbsp;&nbsp;&nbsp;&nbsp; 11/3/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10100 | &nbsp;&nbsp;&nbsp;&nbsp; 9590 |
| &nbsp;&nbsp;&nbsp;Credit Agricole Home Loan SFH SA | 1.375% | &nbsp;&nbsp;&nbsp;&nbsp; 2/3/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10300 | &nbsp;&nbsp;&nbsp;&nbsp; 10679 |
| &nbsp;&nbsp;&nbsp;Credit Agricole Home Loan SFH SA | 0.875% | &nbsp;&nbsp;&nbsp;&nbsp; 5/6/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 9900 | &nbsp;&nbsp;&nbsp;&nbsp; 9320 |
| &nbsp;&nbsp;&nbsp;Credit Agricole Home Loan SFH SA | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 9/28/38 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2500 | &nbsp;&nbsp;&nbsp;&nbsp; 2279 |
| &nbsp;&nbsp;&nbsp;Credit Agricole Public Sector SCF SA | 0.875% | &nbsp;&nbsp;&nbsp;&nbsp; 8/2/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 20257 | &nbsp;&nbsp;&nbsp;&nbsp; 22299 |
| &nbsp;&nbsp;&nbsp;Credit Agricole Public Sector SCF SA | 0.010% | &nbsp;&nbsp;&nbsp;&nbsp; 9/13/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5240 |
| &nbsp;&nbsp;&nbsp;Credit Agricole SA | 1.875% | &nbsp;&nbsp;&nbsp;&nbsp; 12/20/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5602 |
| &nbsp;&nbsp;&nbsp;Credit Agricole SA | 1.375% | &nbsp;&nbsp;&nbsp;&nbsp; 5/3/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 20500 | &nbsp;&nbsp;&nbsp;&nbsp; 22708 |
| &nbsp;&nbsp;&nbsp;Credit Agricole SA | 0.514% | &nbsp;&nbsp;&nbsp;&nbsp; 7/6/27 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 1100000 | &nbsp;&nbsp;&nbsp;&nbsp; 7617 |
| &nbsp;&nbsp;&nbsp;Credit Agricole SA | 5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 11/29/27 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 3000 | &nbsp;&nbsp;&nbsp;&nbsp; 4044 |
| &nbsp;&nbsp;&nbsp;Credit Agricole SA | 0.375% | &nbsp;&nbsp;&nbsp;&nbsp; 4/20/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6200 | &nbsp;&nbsp;&nbsp;&nbsp; 6563 |
| &nbsp;&nbsp;&nbsp;Credit Agricole SA | 0.983% | &nbsp;&nbsp;&nbsp;&nbsp; 1/26/29 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 900000 | &nbsp;&nbsp;&nbsp;&nbsp; 6249 |
| &nbsp;&nbsp;&nbsp;Credit Agricole SA | 1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/5/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 11000 | &nbsp;&nbsp;&nbsp;&nbsp; 11905 |
| &nbsp;&nbsp;&nbsp;Credit Agricole SA | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/25/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6600 | &nbsp;&nbsp;&nbsp;&nbsp; 7159 |
| &nbsp;&nbsp;&nbsp;Credit Agricole SA | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/3/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7700 | &nbsp;&nbsp;&nbsp;&nbsp; 8113 |
| &nbsp;&nbsp;&nbsp;Credit Agricole SA | 2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 8/29/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 12000 | &nbsp;&nbsp;&nbsp;&nbsp; 13454 |
| &nbsp;&nbsp;&nbsp;Credit Agricole SA | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 9/21/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 11400 | &nbsp;&nbsp;&nbsp;&nbsp; 11920 |
| &nbsp;&nbsp;&nbsp;Credit Agricole SA | 4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 10/23/29 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp;&nbsp; 2670 |
| &nbsp;&nbsp;&nbsp;Credit Agricole SA | 3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 4/20/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4000 | &nbsp;&nbsp;&nbsp;&nbsp; 4721 |
| &nbsp;&nbsp;&nbsp;Credit Agricole SA | 0.875% | &nbsp;&nbsp;&nbsp;&nbsp; 1/14/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3600 | &nbsp;&nbsp;&nbsp;&nbsp; 3452 |
| &nbsp;&nbsp;&nbsp;Credit Agricole SA | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/18/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3000 | &nbsp;&nbsp;&nbsp;&nbsp; 3543 |
| &nbsp;&nbsp;&nbsp;Credit Agricole SA | 4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 11/27/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5943 |
| &nbsp;&nbsp;&nbsp;Credit Agricole SA | 2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/22/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 12000 | &nbsp;&nbsp;&nbsp;&nbsp; 12345 |
| &nbsp;&nbsp;&nbsp;Credit Agricole SA | 3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 11/28/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 14000 | &nbsp;&nbsp;&nbsp;&nbsp; 16372 |
| &nbsp;&nbsp;&nbsp;Credit Agricole SA | 4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 2/26/36 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5799 |
| &nbsp;&nbsp;&nbsp;Credit Agricole SA | 4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5780 |
| &nbsp;&nbsp;&nbsp;Credit Mutuel Arkea SA | 0.875% | &nbsp;&nbsp;&nbsp;&nbsp; 5/7/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6000 | &nbsp;&nbsp;&nbsp;&nbsp; 6581 |
| &nbsp;&nbsp;&nbsp;Credit Mutuel Arkea SA | 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 2/9/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 9700 | &nbsp;&nbsp;&nbsp;&nbsp; 11117 |
| &nbsp;&nbsp;&nbsp;Credit Mutuel Arkea SA | 1.125% | &nbsp;&nbsp;&nbsp;&nbsp; 5/23/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1200 | &nbsp;&nbsp;&nbsp;&nbsp; 1269 |
| &nbsp;&nbsp;&nbsp;Credit Mutuel Arkea SA | 0.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/18/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10000 | &nbsp;&nbsp;&nbsp;&nbsp; 10228 |
| &nbsp;&nbsp;&nbsp;Credit Mutuel Arkea SA | 3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 3/11/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 8000 | &nbsp;&nbsp;&nbsp;&nbsp; 8911 |
| &nbsp;&nbsp;&nbsp;Credit Mutuel Arkea SA | 0.875% | &nbsp;&nbsp;&nbsp;&nbsp; 10/25/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4300 | &nbsp;&nbsp;&nbsp;&nbsp; 4158 |
| &nbsp;&nbsp;&nbsp;Credit Mutuel Arkea SA | 0.875% | &nbsp;&nbsp;&nbsp;&nbsp; 3/11/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 4616 |
| &nbsp;&nbsp;&nbsp;Credit Mutuel Arkea SA | 4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 15000 | &nbsp;&nbsp;&nbsp;&nbsp; 17792 |
| &nbsp;&nbsp;&nbsp;Credit Mutuel Home Loan SFH SA | 0.625% | &nbsp;&nbsp;&nbsp;&nbsp; 3/4/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 26500 | &nbsp;&nbsp;&nbsp;&nbsp; 29243 |
| &nbsp;&nbsp;&nbsp;Credit Mutuel Home Loan SFH SA | 3.125% | &nbsp;&nbsp;&nbsp;&nbsp; 6/22/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 24000 | &nbsp;&nbsp;&nbsp;&nbsp; 27698 |
| &nbsp;&nbsp;&nbsp;Credit Mutuel Home Loan SFH SA | 0.750% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6200 | &nbsp;&nbsp;&nbsp;&nbsp; 6790 |
| &nbsp;&nbsp;&nbsp;Credit Mutuel Home Loan SFH SA | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/30/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 22500 | &nbsp;&nbsp;&nbsp;&nbsp; 24518 |
| &nbsp;&nbsp;&nbsp;Credit Mutuel Home Loan SFH SA | 0.010% | &nbsp;&nbsp;&nbsp;&nbsp; 7/20/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10800 | &nbsp;&nbsp;&nbsp;&nbsp; 11357 |
| &nbsp;&nbsp;&nbsp;Credit Mutuel Home Loan SFH SA | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/30/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2900 | &nbsp;&nbsp;&nbsp;&nbsp; 3120 |
| &nbsp;&nbsp;&nbsp;Credit Mutuel Home Loan SFH SA | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/3/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 20500 | &nbsp;&nbsp;&nbsp;&nbsp; 23601 |
| &nbsp;&nbsp;&nbsp;Crelan Home Loan SCF | 1.375% | &nbsp;&nbsp;&nbsp;&nbsp; 4/18/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7700 | &nbsp;&nbsp;&nbsp;&nbsp; 7729 |
| &nbsp;&nbsp;&nbsp;Danone SA | 0.571% | &nbsp;&nbsp;&nbsp;&nbsp; 3/17/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 9000 | &nbsp;&nbsp;&nbsp;&nbsp; 9884 |
| &nbsp;&nbsp;&nbsp;Danone SA | 0.395% | &nbsp;&nbsp;&nbsp;&nbsp; 6/10/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 700 | &nbsp;&nbsp;&nbsp;&nbsp; 726 |
| &nbsp;&nbsp;&nbsp;Danone SA | 3.706% | &nbsp;&nbsp;&nbsp;&nbsp; 11/13/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 500 | &nbsp;&nbsp;&nbsp;&nbsp; 588 |
| &nbsp;&nbsp;&nbsp;Danone SA | 3.481% | &nbsp;&nbsp;&nbsp;&nbsp; 5/3/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4600 | &nbsp;&nbsp;&nbsp;&nbsp; 5363 |
| &nbsp;&nbsp;&nbsp;Danone SA | 0.520% | &nbsp;&nbsp;&nbsp;&nbsp; 11/9/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4000 | &nbsp;&nbsp;&nbsp;&nbsp; 3990 |
| &nbsp;&nbsp;&nbsp;Danone SA | 3.470% | &nbsp;&nbsp;&nbsp;&nbsp; 5/22/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5400 | &nbsp;&nbsp;&nbsp;&nbsp; 6278 |
| &nbsp;&nbsp;&nbsp;Dassault Systemes SE | 0.125% | &nbsp;&nbsp;&nbsp;&nbsp; 9/16/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2500 | &nbsp;&nbsp;&nbsp;&nbsp; 2733 |
| &nbsp;&nbsp;&nbsp;Dassault Systemes SE | 0.375% | &nbsp;&nbsp;&nbsp;&nbsp; 9/16/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5101 |
| &nbsp;&nbsp;&nbsp;Edenred SE | 1.375% | &nbsp;&nbsp;&nbsp;&nbsp; 6/18/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3000 | &nbsp;&nbsp;&nbsp;&nbsp; 3221 |
| &nbsp;&nbsp;&nbsp;Edenred SE | 3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 6/13/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1000 | &nbsp;&nbsp;&nbsp;&nbsp; 1141 |
| &nbsp;&nbsp;&nbsp;Edenred SE | 3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 8/5/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2500 | &nbsp;&nbsp;&nbsp;&nbsp; 2820 |
| &nbsp;&nbsp;&nbsp;Electricite de France SA | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/13/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 8000 | &nbsp;&nbsp;&nbsp;&nbsp; 8882 |
| &nbsp;&nbsp;&nbsp;Electricite de France SA | 4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 3/25/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1600 | &nbsp;&nbsp;&nbsp;&nbsp; 1866 |
| &nbsp;&nbsp;&nbsp;Electricite de France SA | 4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 10/12/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 13500 | &nbsp;&nbsp;&nbsp;&nbsp; 16187 |
| &nbsp;&nbsp;&nbsp;Electricite de France SA | 4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 4/26/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10000 | &nbsp;&nbsp;&nbsp;&nbsp; 12166 |
| &nbsp;&nbsp;&nbsp;Electricite de France SA | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/2/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1000 | &nbsp;&nbsp;&nbsp;&nbsp; 1072 |
| &nbsp;&nbsp;&nbsp;Electricite de France SA | 5.875% | &nbsp;&nbsp;&nbsp;&nbsp; 7/18/31 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 1512 | &nbsp;&nbsp;&nbsp;&nbsp; 2090 |
| &nbsp;&nbsp;&nbsp;Electricite de France SA | 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 1/25/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2500 | &nbsp;&nbsp;&nbsp;&nbsp; 2984 |

---

------

Total International Bond II Index Fund

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;&nbsp;&nbsp;Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| &nbsp;&nbsp;&nbsp;Electricite de France SA | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 11/29/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 9900 | &nbsp;&nbsp;&nbsp;&nbsp; 9097 |
| &nbsp;&nbsp;&nbsp;Electricite de France SA | 5.379% | &nbsp;&nbsp;&nbsp;&nbsp; 5/17/34 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2800 | &nbsp;&nbsp;&nbsp;&nbsp; 2130 |
| &nbsp;&nbsp;&nbsp;Electricite de France SA | 6.125% | &nbsp;&nbsp;&nbsp;&nbsp; 6/2/34 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 13050 | &nbsp;&nbsp;&nbsp;&nbsp; 17827 |
| &nbsp;&nbsp;&nbsp;Electricite de France SA | 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 10/12/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6800 | &nbsp;&nbsp;&nbsp;&nbsp; 8338 |
| &nbsp;&nbsp;&nbsp;Electricite de France SA | 5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 1/25/35 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 700 | &nbsp;&nbsp;&nbsp;&nbsp; 900 |
| &nbsp;&nbsp;&nbsp;Electricite de France SA | 1.875% | &nbsp;&nbsp;&nbsp;&nbsp; 10/13/36 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 12800 | &nbsp;&nbsp;&nbsp;&nbsp; 11880 |
| &nbsp;&nbsp;&nbsp;Electricite de France SA | 5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/27/37 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 6800 | &nbsp;&nbsp;&nbsp;&nbsp; 8538 |
| &nbsp;&nbsp;&nbsp;Electricite de France SA | 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 11/12/40 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp;&nbsp; 2327 |
| &nbsp;&nbsp;&nbsp;Electricite de France SA | 5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 10/17/41 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 9600 | &nbsp;&nbsp;&nbsp;&nbsp; 11388 |
| &nbsp;&nbsp;&nbsp;Electricite de France SA | 4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 1/25/43 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 9000 | &nbsp;&nbsp;&nbsp;&nbsp; 10199 |
| &nbsp;&nbsp;&nbsp;Electricite de France SA | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 12/9/49 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7700 | &nbsp;&nbsp;&nbsp;&nbsp; 5399 |
| &nbsp;&nbsp;&nbsp;Electricite de France SA | 5.125% | &nbsp;&nbsp;&nbsp;&nbsp; 9/22/50 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 3150 | &nbsp;&nbsp;&nbsp;&nbsp; 3374 |
| &nbsp;&nbsp;&nbsp;Electricite de France SA | 5.777% | &nbsp;&nbsp;&nbsp;&nbsp; 5/17/54 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2500 | &nbsp;&nbsp;&nbsp;&nbsp; 1861 |
| &nbsp;&nbsp;&nbsp;Electricite de France SA | 6.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/23/14 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 5900 | &nbsp;&nbsp;&nbsp;&nbsp; 6881 |
| &nbsp;&nbsp;&nbsp;Engie SA | 2.375% | &nbsp;&nbsp;&nbsp;&nbsp; 5/19/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp; 113 |
| &nbsp;&nbsp;&nbsp;Engie SA | 0.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/4/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3000 | &nbsp;&nbsp;&nbsp;&nbsp; 3253 |
| &nbsp;&nbsp;&nbsp;Engie SA | 0.375% | &nbsp;&nbsp;&nbsp;&nbsp; 6/11/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 8200 | &nbsp;&nbsp;&nbsp;&nbsp; 8899 |
| &nbsp;&nbsp;&nbsp;Engie SA | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/27/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5498 |
| &nbsp;&nbsp;&nbsp;Engie SA | 1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/27/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 8500 | &nbsp;&nbsp;&nbsp;&nbsp; 9372 |
| &nbsp;&nbsp;&nbsp;Engie SA | 1.375% | &nbsp;&nbsp;&nbsp;&nbsp; 6/22/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 12000 | &nbsp;&nbsp;&nbsp;&nbsp; 13126 |
| &nbsp;&nbsp;&nbsp;Engie SA | 7.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/30/28 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 2950 | &nbsp;&nbsp;&nbsp;&nbsp; 4230 |
| &nbsp;&nbsp;&nbsp;Engie SA | 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 9/27/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 14600 | &nbsp;&nbsp;&nbsp;&nbsp; 16950 |
| &nbsp;&nbsp;&nbsp;Engie SA | 0.375% | &nbsp;&nbsp;&nbsp;&nbsp; 10/26/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1000 | &nbsp;&nbsp;&nbsp;&nbsp; 1014 |
| &nbsp;&nbsp;&nbsp;Engie SA | 3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 1/11/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3500 | &nbsp;&nbsp;&nbsp;&nbsp; 4080 |
| &nbsp;&nbsp;&nbsp;Engie SA | 2.125% | &nbsp;&nbsp;&nbsp;&nbsp; 3/30/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6400 | &nbsp;&nbsp;&nbsp;&nbsp; 6727 |
| &nbsp;&nbsp;&nbsp;Engie SA | 1.875% | &nbsp;&nbsp;&nbsp;&nbsp; 9/19/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2700 | &nbsp;&nbsp;&nbsp;&nbsp; 2768 |
| &nbsp;&nbsp;&nbsp;Engie SA | 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 9/6/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6000 | &nbsp;&nbsp;&nbsp;&nbsp; 7122 |
| &nbsp;&nbsp;&nbsp;Engie SA | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/11/35 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6300 | &nbsp;&nbsp;&nbsp;&nbsp; 7331 |
| &nbsp;&nbsp;&nbsp;Engie SA | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/13/35 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7900 | &nbsp;&nbsp;&nbsp;&nbsp; 7386 |
| &nbsp;&nbsp;&nbsp;Engie SA | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/26/36 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3500 | &nbsp;&nbsp;&nbsp;&nbsp; 2971 |
| &nbsp;&nbsp;&nbsp;Engie SA | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/28/37 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4100 | &nbsp;&nbsp;&nbsp;&nbsp; 3797 |
| &nbsp;&nbsp;&nbsp;Engie SA | 1.375% | &nbsp;&nbsp;&nbsp;&nbsp; 6/21/39 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5200 | &nbsp;&nbsp;&nbsp;&nbsp; 4193 |
| &nbsp;&nbsp;&nbsp;Engie SA | 1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 10/24/41 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4400 | &nbsp;&nbsp;&nbsp;&nbsp; 3231 |
| &nbsp;&nbsp;&nbsp;Engie SA | 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 9/6/42 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 14100 | &nbsp;&nbsp;&nbsp;&nbsp; 16460 |
| &nbsp;&nbsp;&nbsp;Engie SA | 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 1/11/43 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp;&nbsp; 2257 |
| &nbsp;&nbsp;&nbsp;Engie SA | 5.625% | &nbsp;&nbsp;&nbsp;&nbsp; 4/3/53 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 4000 | &nbsp;&nbsp;&nbsp;&nbsp; 4765 |
| &nbsp;&nbsp;&nbsp;Engie SA | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/60 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 4500 | &nbsp;&nbsp;&nbsp;&nbsp; 4842 |
| &nbsp;&nbsp;&nbsp;Engie SA | 5.950% | &nbsp;&nbsp;&nbsp;&nbsp; 3/16/11 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1547 | &nbsp;&nbsp;&nbsp;&nbsp; 2212 |
| &nbsp;&nbsp;&nbsp;Engie SA | 1.500% | Perpetual | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5500 | &nbsp;&nbsp;&nbsp;&nbsp; 5776 |
| &nbsp;&nbsp;&nbsp;Engie SA | 1.875% | Perpetual | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7000 | &nbsp;&nbsp;&nbsp;&nbsp; 6903 |
| &nbsp;&nbsp;&nbsp;EssilorLuxottica SA | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/5/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 9800 | &nbsp;&nbsp;&nbsp;&nbsp; 10461 |
| &nbsp;&nbsp;&nbsp;Gecina SA | 1.375% | &nbsp;&nbsp;&nbsp;&nbsp; 1/26/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 800 | &nbsp;&nbsp;&nbsp;&nbsp; 876 |
| &nbsp;&nbsp;&nbsp;Gecina SA | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/30/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1200 | &nbsp;&nbsp;&nbsp;&nbsp; 1270 |
| &nbsp;&nbsp;&nbsp;Gecina SA | 1.625% | &nbsp;&nbsp;&nbsp;&nbsp; 3/14/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4000 | &nbsp;&nbsp;&nbsp;&nbsp; 4261 |
| &nbsp;&nbsp;&nbsp;Gecina SA | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/30/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5600 | &nbsp;&nbsp;&nbsp;&nbsp; 5841 |
| &nbsp;&nbsp;&nbsp;Gecina SA | 0.875% | &nbsp;&nbsp;&nbsp;&nbsp; 1/25/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3600 | &nbsp;&nbsp;&nbsp;&nbsp; 3387 |
| &nbsp;&nbsp;&nbsp;Gecina SA | 0.875% | &nbsp;&nbsp;&nbsp;&nbsp; 6/30/36 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4200 | &nbsp;&nbsp;&nbsp;&nbsp; 3541 |
| &nbsp;&nbsp;&nbsp;GELF Bond Issuer I SA | 1.125% | &nbsp;&nbsp;&nbsp;&nbsp; 7/18/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2096 | &nbsp;&nbsp;&nbsp;&nbsp; 2197 |
| &nbsp;&nbsp;&nbsp;GELF Bond Issuer I SA | 3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 11/27/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2800 | &nbsp;&nbsp;&nbsp;&nbsp; 3154 |
| &nbsp;&nbsp;&nbsp;Groupe des Assurances du Credit Mutuel SADIR | 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 4/30/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2300 | &nbsp;&nbsp;&nbsp;&nbsp; 2652 |
| &nbsp;&nbsp;&nbsp;Groupe des Assurances du Credit Mutuel SADIR | 1.850% | &nbsp;&nbsp;&nbsp;&nbsp; 4/21/42 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3400 | &nbsp;&nbsp;&nbsp;&nbsp; 3323 |
| &nbsp;&nbsp;&nbsp;Groupe VYV | 1.625% | &nbsp;&nbsp;&nbsp;&nbsp; 7/2/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp;&nbsp; 2108 |
| &nbsp;&nbsp;&nbsp;Holding d'Infrastructures de Transport SASU | 1.625% | &nbsp;&nbsp;&nbsp;&nbsp; 11/27/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7500 | &nbsp;&nbsp;&nbsp;&nbsp; 8297 |
| &nbsp;&nbsp;&nbsp;Holding d'Infrastructures de Transport SASU | 1.625% | &nbsp;&nbsp;&nbsp;&nbsp; 9/18/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3000 | &nbsp;&nbsp;&nbsp;&nbsp; 3193 |
| &nbsp;&nbsp;&nbsp;Holding d'Infrastructures de Transport SASU | 1.475% | &nbsp;&nbsp;&nbsp;&nbsp; 1/18/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 8100 | &nbsp;&nbsp;&nbsp;&nbsp; 8298 |
| &nbsp;&nbsp;&nbsp;HSBC Continental Europe SA | 0.100% | &nbsp;&nbsp;&nbsp;&nbsp; 9/3/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5359 |
| &nbsp;&nbsp;&nbsp;ICADE | 1.625% | &nbsp;&nbsp;&nbsp;&nbsp; 2/28/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 300 | &nbsp;&nbsp;&nbsp;&nbsp; 328 |
| &nbsp;&nbsp;&nbsp;ICADE | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/19/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1800 | &nbsp;&nbsp;&nbsp;&nbsp; 1821 |
| &nbsp;&nbsp;&nbsp;ICADE | 0.625% | &nbsp;&nbsp;&nbsp;&nbsp; 1/18/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5100 | &nbsp;&nbsp;&nbsp;&nbsp; 4875 |
| &nbsp;&nbsp;&nbsp;Imerys SA | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5500 | &nbsp;&nbsp;&nbsp;&nbsp; 6109 |
| &nbsp;&nbsp;&nbsp;Imerys SA | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 500 | &nbsp;&nbsp;&nbsp;&nbsp; 484 |
| &nbsp;&nbsp;&nbsp;Indigo Group SAS | 1.625% | &nbsp;&nbsp;&nbsp;&nbsp; 4/19/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp; 109 |
| &nbsp;&nbsp;&nbsp;In'li SA | 1.125% | &nbsp;&nbsp;&nbsp;&nbsp; 7/2/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 900 | &nbsp;&nbsp;&nbsp;&nbsp; 948 |
| &nbsp;&nbsp;&nbsp;ITM Entreprises SASU | 5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 7/22/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2500 | &nbsp;&nbsp;&nbsp;&nbsp; 3003 |
| &nbsp;&nbsp;&nbsp;JCDecaux SE | 2.625% | &nbsp;&nbsp;&nbsp;&nbsp; 4/24/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2500 | &nbsp;&nbsp;&nbsp;&nbsp; 2823 |
| &nbsp;&nbsp;&nbsp;JCDecaux SE | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/11/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1500 | &nbsp;&nbsp;&nbsp;&nbsp; 1799 |
| &nbsp;&nbsp;&nbsp;JCDecaux SE | 1.625% | &nbsp;&nbsp;&nbsp;&nbsp; 2/7/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3100 | &nbsp;&nbsp;&nbsp;&nbsp; 3257 |
| &nbsp;&nbsp;&nbsp;Kering SA | 1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/10/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4700 | &nbsp;&nbsp;&nbsp;&nbsp; 5252 |
| &nbsp;&nbsp;&nbsp;Kering SA | 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 2/27/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 11000 | &nbsp;&nbsp;&nbsp;&nbsp; 12660 |
| &nbsp;&nbsp;&nbsp;Kering SA | 3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 9/5/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 23000 | &nbsp;&nbsp;&nbsp;&nbsp; 26309 |

---

------

Total International Bond II Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;&nbsp;&nbsp;Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| &nbsp;&nbsp;&nbsp;Kering SA | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 11/23/32 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 7500 | &nbsp;&nbsp;&nbsp;&nbsp; 9644 |
| &nbsp;&nbsp;&nbsp;Kering SA | 3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 2/27/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 9000 | &nbsp;&nbsp;&nbsp;&nbsp; 9899 |
| &nbsp;&nbsp;&nbsp;Kering SA | 3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 3/11/36 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2500 | &nbsp;&nbsp;&nbsp;&nbsp; 2720 |
| &nbsp;&nbsp;&nbsp;Klepierre SA | 1.375% | &nbsp;&nbsp;&nbsp;&nbsp; 2/16/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5500 | &nbsp;&nbsp;&nbsp;&nbsp; 6117 |
| &nbsp;&nbsp;&nbsp;Klepierre SA | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/12/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2500 | &nbsp;&nbsp;&nbsp;&nbsp; 2751 |
| &nbsp;&nbsp;&nbsp;Klepierre SA | 0.625% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 8200 | &nbsp;&nbsp;&nbsp;&nbsp; 8222 |
| &nbsp;&nbsp;&nbsp;Klepierre SA | 0.875% | &nbsp;&nbsp;&nbsp;&nbsp; 2/17/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2100 | &nbsp;&nbsp;&nbsp;&nbsp; 2094 |
| &nbsp;&nbsp;&nbsp;Klepierre SA | 1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 9/29/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2900 | &nbsp;&nbsp;&nbsp;&nbsp; 2931 |
| &nbsp;&nbsp;&nbsp;Klepierre SA | 1.625% | &nbsp;&nbsp;&nbsp;&nbsp; 12/13/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3500 | &nbsp;&nbsp;&nbsp;&nbsp; 3554 |
| &nbsp;&nbsp;&nbsp;Klepierre SA | 3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 9/23/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2900 | &nbsp;&nbsp;&nbsp;&nbsp; 3353 |
| &nbsp;&nbsp;&nbsp;La Banque Postale Home Loan SFH SA | 0.875% | &nbsp;&nbsp;&nbsp;&nbsp; 2/7/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4500 | &nbsp;&nbsp;&nbsp;&nbsp; 4905 |
| &nbsp;&nbsp;&nbsp;La Banque Postale Home Loan SFH SA | 3.125% | &nbsp;&nbsp;&nbsp;&nbsp; 2/19/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 19600 | &nbsp;&nbsp;&nbsp;&nbsp; 22717 |
| &nbsp;&nbsp;&nbsp;La Banque Postale Home Loan SFH SA | 0.010% | &nbsp;&nbsp;&nbsp;&nbsp; 10/22/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 27000 | &nbsp;&nbsp;&nbsp;&nbsp; 27333 |
| &nbsp;&nbsp;&nbsp;La Banque Postale Home Loan SFH SA | 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 10/30/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 19200 | &nbsp;&nbsp;&nbsp;&nbsp; 21859 |
| &nbsp;&nbsp;&nbsp;La Banque Postale SA | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/9/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4000 | &nbsp;&nbsp;&nbsp;&nbsp; 4496 |
| &nbsp;&nbsp;&nbsp;La Banque Postale SA | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/13/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4800 | &nbsp;&nbsp;&nbsp;&nbsp; 5275 |
| &nbsp;&nbsp;&nbsp;La Banque Postale SA | 1.375% | &nbsp;&nbsp;&nbsp;&nbsp; 4/24/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1800 | &nbsp;&nbsp;&nbsp;&nbsp; 1912 |
| &nbsp;&nbsp;&nbsp;La Banque Postale SA | 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/13/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 8500 | &nbsp;&nbsp;&nbsp;&nbsp; 9822 |
| &nbsp;&nbsp;&nbsp;La Banque Postale SA | 0.750% | &nbsp;&nbsp;&nbsp;&nbsp; 6/23/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10000 | &nbsp;&nbsp;&nbsp;&nbsp; 9691 |
| &nbsp;&nbsp;&nbsp;La Banque Postale SA | 0.750% | &nbsp;&nbsp;&nbsp;&nbsp; 8/2/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3500 | &nbsp;&nbsp;&nbsp;&nbsp; 3743 |
| &nbsp;&nbsp;&nbsp;La Banque Postale SA | 5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/5/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2500 | &nbsp;&nbsp;&nbsp;&nbsp; 3010 |
| &nbsp;&nbsp;&nbsp;La Poste SA | 0.625% | &nbsp;&nbsp;&nbsp;&nbsp; 10/21/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4800 | &nbsp;&nbsp;&nbsp;&nbsp; 5307 |
| &nbsp;&nbsp;&nbsp;La Poste SA | 0.375% | &nbsp;&nbsp;&nbsp;&nbsp; 9/17/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 9700 | &nbsp;&nbsp;&nbsp;&nbsp; 10501 |
| &nbsp;&nbsp;&nbsp;La Poste SA | 1.450% | &nbsp;&nbsp;&nbsp;&nbsp; 11/30/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1100 | &nbsp;&nbsp;&nbsp;&nbsp; 1196 |
| &nbsp;&nbsp;&nbsp;La Poste SA | 0.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/18/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5800 | &nbsp;&nbsp;&nbsp;&nbsp; 5861 |
| &nbsp;&nbsp;&nbsp;La Poste SA | 1.375% | &nbsp;&nbsp;&nbsp;&nbsp; 4/21/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 22800 | &nbsp;&nbsp;&nbsp;&nbsp; 22991 |
| &nbsp;&nbsp;&nbsp;Legrand SA | 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/29/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5829 |
| &nbsp;&nbsp;&nbsp;Legrand SA | 0.750% | &nbsp;&nbsp;&nbsp;&nbsp; 5/20/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 8500 | &nbsp;&nbsp;&nbsp;&nbsp; 8685 |
| &nbsp;&nbsp;&nbsp;Legrand SA | 0.375% | &nbsp;&nbsp;&nbsp;&nbsp; 10/6/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 800 | &nbsp;&nbsp;&nbsp;&nbsp; 768 |
| &nbsp;&nbsp;&nbsp;LVMH Moet Hennessy Louis Vuitton SE | 1.125% | &nbsp;&nbsp;&nbsp;&nbsp; 2/11/27 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 7600 | &nbsp;&nbsp;&nbsp;&nbsp; 9600 |
| &nbsp;&nbsp;&nbsp;LVMH Moet Hennessy Louis Vuitton SE | 0.125% | &nbsp;&nbsp;&nbsp;&nbsp; 2/11/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5309 |
| &nbsp;&nbsp;&nbsp;LVMH Moet Hennessy Louis Vuitton SE | 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 9/7/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6000 | &nbsp;&nbsp;&nbsp;&nbsp; 6937 |
| &nbsp;&nbsp;&nbsp;LVMH Moet Hennessy Louis Vuitton SE | 0.375% | &nbsp;&nbsp;&nbsp;&nbsp; 2/11/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7400 | &nbsp;&nbsp;&nbsp;&nbsp; 7289 |
| &nbsp;&nbsp;&nbsp;LVMH Moet Hennessy Louis Vuitton SE | 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 9/7/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 29000 | &nbsp;&nbsp;&nbsp;&nbsp; 33502 |
| &nbsp;&nbsp;&nbsp;LVMH Moet Hennessy Louis Vuitton SE | 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 10/5/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 15000 | &nbsp;&nbsp;&nbsp;&nbsp; 17302 |
| &nbsp;&nbsp;&nbsp;Mercialys SA | 2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 2/28/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1600 | &nbsp;&nbsp;&nbsp;&nbsp; 1753 |
| &nbsp;&nbsp;&nbsp;MMS USA Holdings Inc. | 1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/13/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 12100 | &nbsp;&nbsp;&nbsp;&nbsp; 13150 |
| &nbsp;&nbsp;&nbsp;MMS USA Holdings Inc. | 1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 6/13/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3300 | &nbsp;&nbsp;&nbsp;&nbsp; 3452 |
| &nbsp;&nbsp;&nbsp;Mutuelle Assurance Des Commercants et Industriels de France et Des Cadres et Sal | 2.125% | &nbsp;&nbsp;&nbsp;&nbsp; 6/21/52 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1500 | &nbsp;&nbsp;&nbsp;&nbsp; 1450 |
| &nbsp;&nbsp;&nbsp;Nerval SAS | 2.875% | &nbsp;&nbsp;&nbsp;&nbsp; 4/14/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3100 | &nbsp;&nbsp;&nbsp;&nbsp; 3304 |
| &nbsp;&nbsp;&nbsp;Orange SA | 0.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/29/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5514 |
| &nbsp;&nbsp;&nbsp;Orange SA | 0.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/4/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3000 | &nbsp;&nbsp;&nbsp;&nbsp; 3298 |
| &nbsp;&nbsp;&nbsp;Orange SA | 0.875% | &nbsp;&nbsp;&nbsp;&nbsp; 2/3/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 600 | &nbsp;&nbsp;&nbsp;&nbsp; 663 |
| &nbsp;&nbsp;&nbsp;Orange SA | 1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 7/7/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4000 | &nbsp;&nbsp;&nbsp;&nbsp; 4428 |
| &nbsp;&nbsp;&nbsp;Orange SA | 1.375% | &nbsp;&nbsp;&nbsp;&nbsp; 3/20/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 17800 | &nbsp;&nbsp;&nbsp;&nbsp; 19604 |
| &nbsp;&nbsp;&nbsp;Orange SA | 8.125% | &nbsp;&nbsp;&nbsp;&nbsp; 11/20/28 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 3184 | &nbsp;&nbsp;&nbsp;&nbsp; 4735 |
| &nbsp;&nbsp;&nbsp;Orange SA | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp; 222 |
| &nbsp;&nbsp;&nbsp;Orange SA | 1.375% | &nbsp;&nbsp;&nbsp;&nbsp; 1/16/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 16300 | &nbsp;&nbsp;&nbsp;&nbsp; 17496 |
| &nbsp;&nbsp;&nbsp;Orange SA | 1.875% | &nbsp;&nbsp;&nbsp;&nbsp; 9/12/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 19400 | &nbsp;&nbsp;&nbsp;&nbsp; 20951 |
| &nbsp;&nbsp;&nbsp;Orange SA | 3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 11/16/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 15000 | &nbsp;&nbsp;&nbsp;&nbsp; 17664 |
| &nbsp;&nbsp;&nbsp;Orange SA | 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 12000 | &nbsp;&nbsp;&nbsp;&nbsp; 14437 |
| &nbsp;&nbsp;&nbsp;Orange SA | 1.625% | &nbsp;&nbsp;&nbsp;&nbsp; 4/7/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7300 | &nbsp;&nbsp;&nbsp;&nbsp; 7559 |
| &nbsp;&nbsp;&nbsp;Orange SA | 2.375% | &nbsp;&nbsp;&nbsp;&nbsp; 5/18/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5441 |
| &nbsp;&nbsp;&nbsp;Orange SA | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 9/4/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5500 | &nbsp;&nbsp;&nbsp;&nbsp; 5181 |
| &nbsp;&nbsp;&nbsp;Orange SA | 8.125% | &nbsp;&nbsp;&nbsp;&nbsp; 1/28/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 238 | &nbsp;&nbsp;&nbsp;&nbsp; 362 |
| &nbsp;&nbsp;&nbsp;Orange SA | 0.625% | &nbsp;&nbsp;&nbsp;&nbsp; 12/16/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 9500 | &nbsp;&nbsp;&nbsp;&nbsp; 8669 |
| &nbsp;&nbsp;&nbsp;Orange SA | 5.625% | &nbsp;&nbsp;&nbsp;&nbsp; 1/23/34 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 1900 | &nbsp;&nbsp;&nbsp;&nbsp; 2598 |
| &nbsp;&nbsp;&nbsp;Orange SA | 0.750% | &nbsp;&nbsp;&nbsp;&nbsp; 6/29/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp;&nbsp; 1809 |
| &nbsp;&nbsp;&nbsp;Orange SA | 1.200% | &nbsp;&nbsp;&nbsp;&nbsp; 7/11/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3000 | &nbsp;&nbsp;&nbsp;&nbsp; 2807 |
| &nbsp;&nbsp;&nbsp;Orange SA | 1.375% | Perpetual | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1600 | &nbsp;&nbsp;&nbsp;&nbsp; 1657 |
| &nbsp;&nbsp;&nbsp;Orange SA | 1.750% | Perpetual | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3200 | &nbsp;&nbsp;&nbsp;&nbsp; 3419 |
| &nbsp;&nbsp;&nbsp;Orange SA | 5.000% | Perpetual | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6529 | &nbsp;&nbsp;&nbsp;&nbsp; 7552 |
| &nbsp;&nbsp;&nbsp;Orange SA | 5.375% | Perpetual | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4000 | &nbsp;&nbsp;&nbsp;&nbsp; 4783 |
| &nbsp;&nbsp;&nbsp;Pernod Ricard SA | 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 11/2/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3000 | &nbsp;&nbsp;&nbsp;&nbsp; 3447 |
| &nbsp;&nbsp;&nbsp;Pernod Ricard SA | 1.375% | &nbsp;&nbsp;&nbsp;&nbsp; 4/7/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6400 | &nbsp;&nbsp;&nbsp;&nbsp; 6839 |
| &nbsp;&nbsp;&nbsp;Pernod Ricard SA | 0.125% | &nbsp;&nbsp;&nbsp;&nbsp; 10/4/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5019 |
| &nbsp;&nbsp;&nbsp;Pernod Ricard SA | 1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 4/8/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2600 | &nbsp;&nbsp;&nbsp;&nbsp; 2781 |
| &nbsp;&nbsp;&nbsp;Pernod Ricard SA | 0.875% | &nbsp;&nbsp;&nbsp;&nbsp; 10/24/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 4881 |
| &nbsp;&nbsp;&nbsp;Pernod Ricard SA | 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6000 | &nbsp;&nbsp;&nbsp;&nbsp; 6844 |
| &nbsp;&nbsp;&nbsp;Pernod Ricard SA | 3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 5/7/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 8000 | &nbsp;&nbsp;&nbsp;&nbsp; 8999 |

---

------

Total International Bond II Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;&nbsp;&nbsp;Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| &nbsp;&nbsp;&nbsp;Praemia Healthcare SACA | 0.875% | &nbsp;&nbsp;&nbsp;&nbsp; 11/4/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 8400 | &nbsp;&nbsp;&nbsp;&nbsp; 8614 |
| &nbsp;&nbsp;&nbsp;PSA Tresorerie GIE | 6.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/19/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3926 | &nbsp;&nbsp;&nbsp;&nbsp; 4867 |
| &nbsp;&nbsp;&nbsp;RCI Banque SA | 1.625% | &nbsp;&nbsp;&nbsp;&nbsp; 5/26/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3634 | &nbsp;&nbsp;&nbsp;&nbsp; 4072 |
| &nbsp;&nbsp;&nbsp;RCI Banque SA | 1.125% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3900 | &nbsp;&nbsp;&nbsp;&nbsp; 4308 |
| &nbsp;&nbsp;&nbsp;RCI Banque SA | 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/6/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5825 |
| &nbsp;&nbsp;&nbsp;RCI Banque SA | 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 7/6/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6000 | &nbsp;&nbsp;&nbsp;&nbsp; 7039 |
| &nbsp;&nbsp;&nbsp;RCI Banque SA | 4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 6/14/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7000 | &nbsp;&nbsp;&nbsp;&nbsp; 8339 |
| &nbsp;&nbsp;&nbsp;RCI Banque SA | 4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 10/2/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 29000 | &nbsp;&nbsp;&nbsp;&nbsp; 34949 |
| &nbsp;&nbsp;&nbsp;RCI Banque SA | 4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 4/4/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5787 |
| &nbsp;&nbsp;&nbsp;RTE Reseau de Transport d'Electricite SADIR | 0.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/9/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 15900 | &nbsp;&nbsp;&nbsp;&nbsp; 16953 |
| &nbsp;&nbsp;&nbsp;RTE Reseau de Transport d'Electricite SADIR | 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 6/20/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1000 | &nbsp;&nbsp;&nbsp;&nbsp; 1128 |
| &nbsp;&nbsp;&nbsp;RTE Reseau de Transport d'Electricite SADIR | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 9/27/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2500 | &nbsp;&nbsp;&nbsp;&nbsp; 2640 |
| &nbsp;&nbsp;&nbsp;RTE Reseau de Transport d'Electricite SADIR | 0.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/12/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 4553 |
| &nbsp;&nbsp;&nbsp;RTE Reseau de Transport d'Electricite SADIR | 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 7/4/35 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 13200 | &nbsp;&nbsp;&nbsp;&nbsp; 15263 |
| &nbsp;&nbsp;&nbsp;RTE Reseau de Transport d'Electricite SADIR | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/18/36 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2900 | &nbsp;&nbsp;&nbsp;&nbsp; 2862 |
| &nbsp;&nbsp;&nbsp;RTE Reseau de Transport d'Electricite SADIR | 1.875% | &nbsp;&nbsp;&nbsp;&nbsp; 10/23/37 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 4674 |
| &nbsp;&nbsp;&nbsp;RTE Reseau de Transport d'Electricite SADIR | 1.125% | &nbsp;&nbsp;&nbsp;&nbsp; 7/8/40 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 8800 | &nbsp;&nbsp;&nbsp;&nbsp; 6939 |
| &nbsp;&nbsp;&nbsp;SANEF SA | 0.950% | &nbsp;&nbsp;&nbsp;&nbsp; 10/19/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1000 | &nbsp;&nbsp;&nbsp;&nbsp; 1056 |
| &nbsp;&nbsp;&nbsp;SCOR SE | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/8/46 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 9000 | &nbsp;&nbsp;&nbsp;&nbsp; 10148 |
| &nbsp;&nbsp;&nbsp;SCOR SE | 3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 5/27/48 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3600 | &nbsp;&nbsp;&nbsp;&nbsp; 4075 |
| &nbsp;&nbsp;&nbsp;SCOR SE | 1.375% | &nbsp;&nbsp;&nbsp;&nbsp; 9/17/51 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3300 | &nbsp;&nbsp;&nbsp;&nbsp; 3206 |
| &nbsp;&nbsp;&nbsp;Societe Fonciere Lyonnaise SA | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/5/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3000 | &nbsp;&nbsp;&nbsp;&nbsp; 3340 |
| &nbsp;&nbsp;&nbsp;Societe Fonciere Lyonnaise SA | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/21/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1900 | &nbsp;&nbsp;&nbsp;&nbsp; 2015 |
| &nbsp;&nbsp;&nbsp;Societe Generale SA | 0.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/25/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 11500 | &nbsp;&nbsp;&nbsp;&nbsp; 12594 |
| &nbsp;&nbsp;&nbsp;Societe Generale SA | 0.847% | &nbsp;&nbsp;&nbsp;&nbsp; 5/26/27 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 1000000 | &nbsp;&nbsp;&nbsp;&nbsp; 6827 |
| &nbsp;&nbsp;&nbsp;Societe Generale SA | 4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 6/2/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5844 |
| &nbsp;&nbsp;&nbsp;Societe Generale SA | 0.250% | &nbsp;&nbsp;&nbsp;&nbsp; 7/8/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4500 | &nbsp;&nbsp;&nbsp;&nbsp; 4848 |
| &nbsp;&nbsp;&nbsp;Societe Generale SA | 1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 12/7/27 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 5300 | &nbsp;&nbsp;&nbsp;&nbsp; 6465 |
| &nbsp;&nbsp;&nbsp;Societe Generale SA | 2.125% | &nbsp;&nbsp;&nbsp;&nbsp; 9/27/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7400 | &nbsp;&nbsp;&nbsp;&nbsp; 8154 |
| &nbsp;&nbsp;&nbsp;Societe Generale SA | 4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 11/21/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10000 | &nbsp;&nbsp;&nbsp;&nbsp; 11870 |
| &nbsp;&nbsp;&nbsp;Societe Generale SA | 1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/22/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5500 | &nbsp;&nbsp;&nbsp;&nbsp; 5913 |
| &nbsp;&nbsp;&nbsp;Societe Generale SA | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/12/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 16900 | &nbsp;&nbsp;&nbsp;&nbsp; 17685 |
| &nbsp;&nbsp;&nbsp;Societe Generale SA | 1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/12/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4000 | &nbsp;&nbsp;&nbsp;&nbsp; 4081 |
| &nbsp;&nbsp;&nbsp;Societe Generale SA | 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 12/6/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 17000 | &nbsp;&nbsp;&nbsp;&nbsp; 19892 |
| &nbsp;&nbsp;&nbsp;Societe Generale SA | 1.125% | &nbsp;&nbsp;&nbsp;&nbsp; 6/30/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2500 | &nbsp;&nbsp;&nbsp;&nbsp; 2767 |
| &nbsp;&nbsp;&nbsp;Societe Generale SA | 4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 11/21/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10000 | &nbsp;&nbsp;&nbsp;&nbsp; 12009 |
| &nbsp;&nbsp;&nbsp;Societe Generale SA | 5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/22/32 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 8000 | &nbsp;&nbsp;&nbsp;&nbsp; 10694 |
| &nbsp;&nbsp;&nbsp;Societe Generale SA | 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 9/6/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10000 | &nbsp;&nbsp;&nbsp;&nbsp; 11787 |
| &nbsp;&nbsp;&nbsp;Societe Generale SA | 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 11/16/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4000 | &nbsp;&nbsp;&nbsp;&nbsp; 4816 |
| &nbsp;&nbsp;&nbsp;Societe Generale SA | 6.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/22/33 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 2500 | &nbsp;&nbsp;&nbsp;&nbsp; 3495 |
| &nbsp;&nbsp;&nbsp;Societe Generale SFH SA | 0.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/19/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5440 |
| &nbsp;&nbsp;&nbsp;Societe Generale SFH SA | 1.375% | &nbsp;&nbsp;&nbsp;&nbsp; 5/5/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 12500 | &nbsp;&nbsp;&nbsp;&nbsp; 13773 |
| &nbsp;&nbsp;&nbsp;Societe Generale SFH SA | 0.125% | &nbsp;&nbsp;&nbsp;&nbsp; 2/2/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 25100 | &nbsp;&nbsp;&nbsp;&nbsp; 26104 |
| &nbsp;&nbsp;&nbsp;Societe Generale SFH SA | 0.010% | &nbsp;&nbsp;&nbsp;&nbsp; 2/11/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1800 | &nbsp;&nbsp;&nbsp;&nbsp; 1807 |
| &nbsp;&nbsp;&nbsp;Societe Generale SFH SA | 0.010% | &nbsp;&nbsp;&nbsp;&nbsp; 2/5/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 40500 | &nbsp;&nbsp;&nbsp;&nbsp; 39382 |
| &nbsp;&nbsp;&nbsp;Sodexo SA | 2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/24/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 217 | &nbsp;&nbsp;&nbsp;&nbsp; 246 |
| &nbsp;&nbsp;&nbsp;Sodexo SA | 0.750% | &nbsp;&nbsp;&nbsp;&nbsp; 4/14/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4086 | &nbsp;&nbsp;&nbsp;&nbsp; 4503 |
| &nbsp;&nbsp;&nbsp;Sodexo SA | 1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 6/26/28 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 3910 | &nbsp;&nbsp;&nbsp;&nbsp; 4765 |
| &nbsp;&nbsp;&nbsp;Sodexo SA | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/27/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3300 | &nbsp;&nbsp;&nbsp;&nbsp; 3483 |
| &nbsp;&nbsp;&nbsp;Sogecap SA | 6.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/16/44 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3700 | &nbsp;&nbsp;&nbsp;&nbsp; 4678 |
| &nbsp;&nbsp;&nbsp;Suez SACA | 2.375% | &nbsp;&nbsp;&nbsp;&nbsp; 5/24/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp;&nbsp; 2202 |
| &nbsp;&nbsp;&nbsp;Suez SACA | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 11/3/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1400 | &nbsp;&nbsp;&nbsp;&nbsp; 1730 |
| &nbsp;&nbsp;&nbsp;Suez SACA | 2.875% | &nbsp;&nbsp;&nbsp;&nbsp; 5/24/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 9100 | &nbsp;&nbsp;&nbsp;&nbsp; 9607 |
| &nbsp;&nbsp;&nbsp;Suez SACA | 6.625% | &nbsp;&nbsp;&nbsp;&nbsp; 10/5/43 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 6500 | &nbsp;&nbsp;&nbsp;&nbsp; 8832 |
| &nbsp;&nbsp;&nbsp;TDF Infrastructure SASU | 1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7200 | &nbsp;&nbsp;&nbsp;&nbsp; 7506 |
| &nbsp;&nbsp;&nbsp;Teleperformance SE | 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 11/22/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3000 | &nbsp;&nbsp;&nbsp;&nbsp; 3604 |
| &nbsp;&nbsp;&nbsp;Terega SA | 0.875% | &nbsp;&nbsp;&nbsp;&nbsp; 9/17/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2500 | &nbsp;&nbsp;&nbsp;&nbsp; 2482 |
| &nbsp;&nbsp;&nbsp;Terega SASU | 0.625% | &nbsp;&nbsp;&nbsp;&nbsp; 2/27/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1000 | &nbsp;&nbsp;&nbsp;&nbsp; 1060 |
| &nbsp;&nbsp;&nbsp;Thales SA | 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 10/18/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 6032 |
| &nbsp;&nbsp;&nbsp;Tikehau Capital SCA | 6.625% | &nbsp;&nbsp;&nbsp;&nbsp; 3/14/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3000 | &nbsp;&nbsp;&nbsp;&nbsp; 3788 |
| &nbsp;&nbsp;&nbsp;TotalEnergies Capital Canada Ltd. | 2.125% | &nbsp;&nbsp;&nbsp;&nbsp; 9/18/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7700 | &nbsp;&nbsp;&nbsp;&nbsp; 8510 |
| &nbsp;&nbsp;&nbsp;TotalEnergies Capital International SA | 1.491% | &nbsp;&nbsp;&nbsp;&nbsp; 4/8/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7000 | &nbsp;&nbsp;&nbsp;&nbsp; 7799 |
| &nbsp;&nbsp;&nbsp;TotalEnergies Capital International SA | 0.696% | &nbsp;&nbsp;&nbsp;&nbsp; 5/31/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 12000 | &nbsp;&nbsp;&nbsp;&nbsp; 12815 |
| &nbsp;&nbsp;&nbsp;TotalEnergies Capital International SA | 1.491% | &nbsp;&nbsp;&nbsp;&nbsp; 9/4/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 500 | &nbsp;&nbsp;&nbsp;&nbsp; 529 |
| &nbsp;&nbsp;&nbsp;TotalEnergies Capital International SA | 0.952% | &nbsp;&nbsp;&nbsp;&nbsp; 5/18/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3000 | &nbsp;&nbsp;&nbsp;&nbsp; 3026 |
| &nbsp;&nbsp;&nbsp;TotalEnergies Capital International SA | 1.994% | &nbsp;&nbsp;&nbsp;&nbsp; 4/8/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5200 | &nbsp;&nbsp;&nbsp;&nbsp; 5484 |
| &nbsp;&nbsp;&nbsp;TotalEnergies Capital International SA | 1.618% | &nbsp;&nbsp;&nbsp;&nbsp; 5/18/40 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 13000 | &nbsp;&nbsp;&nbsp;&nbsp; 11021 |
| &nbsp;&nbsp;&nbsp;TotalEnergies SE | 1.625% | Perpetual | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 8684 | &nbsp;&nbsp;&nbsp;&nbsp; 9317 |
| &nbsp;&nbsp;&nbsp;TotalEnergies SE | 2.000% | Perpetual | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 21691 | &nbsp;&nbsp;&nbsp;&nbsp; 22142 |
| &nbsp;&nbsp;&nbsp;TotalEnergies SE | 2.125% | Perpetual | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7781 | &nbsp;&nbsp;&nbsp;&nbsp; 7488 |

---

------

Total International Bond II Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;&nbsp;&nbsp;Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| &nbsp;&nbsp;&nbsp;TotalEnergies SE | 3.250% | Perpetual | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp;&nbsp; 1929 |
| &nbsp;&nbsp;&nbsp;TotalEnergies SE | 3.369% | Perpetual | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3550 | &nbsp;&nbsp;&nbsp;&nbsp; 4008 |
| &nbsp;&nbsp;&nbsp;Unibail-Rodamco-Westfield SE | 2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/4/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp; 113 |
| &nbsp;&nbsp;&nbsp;Unibail-Rodamco-Westfield SE | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/27/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1700 | &nbsp;&nbsp;&nbsp;&nbsp; 1885 |
| &nbsp;&nbsp;&nbsp;Unibail-Rodamco-Westfield SE | 0.750% | &nbsp;&nbsp;&nbsp;&nbsp; 10/25/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2100 | &nbsp;&nbsp;&nbsp;&nbsp; 2224 |
| &nbsp;&nbsp;&nbsp;Unibail-Rodamco-Westfield SE | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/29/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp; 106 |
| &nbsp;&nbsp;&nbsp;Unibail-Rodamco-Westfield SE | 2.625% | &nbsp;&nbsp;&nbsp;&nbsp; 4/9/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3000 | &nbsp;&nbsp;&nbsp;&nbsp; 3350 |
| &nbsp;&nbsp;&nbsp;Unibail-Rodamco-Westfield SE | 1.375% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4685 | &nbsp;&nbsp;&nbsp;&nbsp; 4910 |
| &nbsp;&nbsp;&nbsp;Unibail-Rodamco-Westfield SE | 1.875% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 11000 | &nbsp;&nbsp;&nbsp;&nbsp; 11466 |
| &nbsp;&nbsp;&nbsp;Unibail-Rodamco-Westfield SE | 1.375% | &nbsp;&nbsp;&nbsp;&nbsp; 12/4/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7200 | &nbsp;&nbsp;&nbsp;&nbsp; 7104 |
| &nbsp;&nbsp;&nbsp;Unibail-Rodamco-Westfield SE | 0.875% | &nbsp;&nbsp;&nbsp;&nbsp; 3/29/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 9200 | &nbsp;&nbsp;&nbsp;&nbsp; 8793 |
| &nbsp;&nbsp;&nbsp;Unibail-Rodamco-Westfield SE | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/29/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1400 | &nbsp;&nbsp;&nbsp;&nbsp; 1424 |
| &nbsp;&nbsp;&nbsp;Unibail-Rodamco-Westfield SE | 1.375% | &nbsp;&nbsp;&nbsp;&nbsp; 5/25/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 800 | &nbsp;&nbsp;&nbsp;&nbsp; 756 |
| &nbsp;&nbsp;&nbsp;Unibail-Rodamco-Westfield SE | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/28/36 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7187 | &nbsp;&nbsp;&nbsp;&nbsp; 6675 |
| &nbsp;&nbsp;&nbsp;Unibail-Rodamco-Westfield SE | 2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/14/38 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 400 | &nbsp;&nbsp;&nbsp;&nbsp; 369 |
| &nbsp;&nbsp;&nbsp;Unibail-Rodamco-Westfield SE | 1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp;&nbsp; 1312 |
| &nbsp;&nbsp;&nbsp;Unibail-Rodamco-Westfield SE | 2.875% | Perpetual | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3500 | &nbsp;&nbsp;&nbsp;&nbsp; 3923 |
| &nbsp;&nbsp;&nbsp;Veolia Environnement SA | 0.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/9/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1000 | &nbsp;&nbsp;&nbsp;&nbsp; 1101 |
| &nbsp;&nbsp;&nbsp;Veolia Environnement SA | 4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 3/30/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4900 | &nbsp;&nbsp;&nbsp;&nbsp; 5757 |
| &nbsp;&nbsp;&nbsp;Veolia Environnement SA | 1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 4/2/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 9800 | &nbsp;&nbsp;&nbsp;&nbsp; 10845 |
| &nbsp;&nbsp;&nbsp;Veolia Environnement SA | 1.590% | &nbsp;&nbsp;&nbsp;&nbsp; 1/10/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3100 | &nbsp;&nbsp;&nbsp;&nbsp; 3429 |
| &nbsp;&nbsp;&nbsp;Veolia Environnement SA | 1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4900 | &nbsp;&nbsp;&nbsp;&nbsp; 5350 |
| &nbsp;&nbsp;&nbsp;Veolia Environnement SA | 0.927% | &nbsp;&nbsp;&nbsp;&nbsp; 1/4/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2500 | &nbsp;&nbsp;&nbsp;&nbsp; 2668 |
| &nbsp;&nbsp;&nbsp;Veolia Environnement SA | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/3/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1100 | &nbsp;&nbsp;&nbsp;&nbsp; 1186 |
| &nbsp;&nbsp;&nbsp;Veolia Environnement SA | 1.940% | &nbsp;&nbsp;&nbsp;&nbsp; 1/7/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 16800 | &nbsp;&nbsp;&nbsp;&nbsp; 18235 |
| &nbsp;&nbsp;&nbsp;Veolia Environnement SA | 1.625% | &nbsp;&nbsp;&nbsp;&nbsp; 9/17/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp; 211 |
| &nbsp;&nbsp;&nbsp;Veolia Environnement SA | 5.375% | &nbsp;&nbsp;&nbsp;&nbsp; 12/2/30 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 500 | &nbsp;&nbsp;&nbsp;&nbsp; 681 |
| &nbsp;&nbsp;&nbsp;Veolia Environnement SA | 0.800% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 4865 |
| &nbsp;&nbsp;&nbsp;Veolia Environnement SA | 6.125% | &nbsp;&nbsp;&nbsp;&nbsp; 11/25/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2136 | &nbsp;&nbsp;&nbsp;&nbsp; 2927 |
| &nbsp;&nbsp;&nbsp;Veolia Environnement SA | 1.625% | Perpetual | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4100 | &nbsp;&nbsp;&nbsp;&nbsp; 4513 |
| &nbsp;&nbsp;&nbsp;Verallia SA | 1.625% | &nbsp;&nbsp;&nbsp;&nbsp; 5/14/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 12000 | &nbsp;&nbsp;&nbsp;&nbsp; 13398 |
| &nbsp;&nbsp;&nbsp;Vinci SA | 2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 500 | &nbsp;&nbsp;&nbsp;&nbsp; 641 |
| &nbsp;&nbsp;&nbsp;Vinci SA | 0.000% | &nbsp;&nbsp;&nbsp;&nbsp; 11/27/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp;&nbsp; 2078 |
| &nbsp;&nbsp;&nbsp;Vinci SA | 1.625% | &nbsp;&nbsp;&nbsp;&nbsp; 1/18/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 15000 | &nbsp;&nbsp;&nbsp;&nbsp; 16399 |
| &nbsp;&nbsp;&nbsp;Vinci SA | 1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 9/26/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 9400 | &nbsp;&nbsp;&nbsp;&nbsp; 10065 |
| &nbsp;&nbsp;&nbsp;Vinci SA | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 1/9/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5800 | &nbsp;&nbsp;&nbsp;&nbsp; 5550 |
| &nbsp;&nbsp;&nbsp;Vinci SA | 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 4400 | &nbsp;&nbsp;&nbsp;&nbsp; 4860 |
| &nbsp;&nbsp;&nbsp;Wendel SE | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3200 | &nbsp;&nbsp;&nbsp;&nbsp; 3180 |
| &nbsp;&nbsp;&nbsp;Westfield America Management Ltd. | 2.625% | &nbsp;&nbsp;&nbsp;&nbsp; 3/30/29 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 3400 | &nbsp;&nbsp;&nbsp;&nbsp; 4099 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **4175651** |
| **Germany (2.4%)** | **Germany (2.4%)** | **Germany (2.4%)** |  |  |  |
| &nbsp;&nbsp;&nbsp;Aareal Bank AG | 0.250% | &nbsp;&nbsp;&nbsp;&nbsp; 11/23/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1000 | &nbsp;&nbsp;&nbsp;&nbsp; 1049 |
| &nbsp;&nbsp;&nbsp;Aareal Bank AG | 0.010% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 18800 | &nbsp;&nbsp;&nbsp;&nbsp; 20030 |
| &nbsp;&nbsp;&nbsp;Aareal Bank AG | 0.750% | &nbsp;&nbsp;&nbsp;&nbsp; 4/18/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp;&nbsp; 2113 |
| &nbsp;&nbsp;&nbsp;Aareal Bank AG | 0.010% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 11900 | &nbsp;&nbsp;&nbsp;&nbsp; 12481 |
| &nbsp;&nbsp;&nbsp;Allianz Finance II BV | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/13/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1400 | &nbsp;&nbsp;&nbsp;&nbsp; 1623 |
| &nbsp;&nbsp;&nbsp;Allianz Finance II BV | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 1/14/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 14900 | &nbsp;&nbsp;&nbsp;&nbsp; 14871 |
| &nbsp;&nbsp;&nbsp;Allianz Finance II BV | 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/13/43 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 3500 | &nbsp;&nbsp;&nbsp;&nbsp; 4054 |
| &nbsp;&nbsp;&nbsp;Allianz SE | 4.597% | &nbsp;&nbsp;&nbsp;&nbsp; 9/7/38 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 9000 | &nbsp;&nbsp;&nbsp;&nbsp; 10592 |
| &nbsp;&nbsp;&nbsp;Allianz SE | 1.301% | &nbsp;&nbsp;&nbsp;&nbsp; 9/25/49 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4100 | &nbsp;&nbsp;&nbsp;&nbsp; 4218 |
| &nbsp;&nbsp;&nbsp;Allianz SE | 2.121% | &nbsp;&nbsp;&nbsp;&nbsp; 7/8/50 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10000 | &nbsp;&nbsp;&nbsp;&nbsp; 10547 |
| &nbsp;&nbsp;&nbsp;Allianz SE | 4.252% | &nbsp;&nbsp;&nbsp;&nbsp; 7/5/52 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7100 | &nbsp;&nbsp;&nbsp;&nbsp; 8141 |
| &nbsp;&nbsp;&nbsp;Allianz SE | 5.824% | &nbsp;&nbsp;&nbsp;&nbsp; 7/25/53 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 9900 | &nbsp;&nbsp;&nbsp;&nbsp; 12443 |
| &nbsp;&nbsp;&nbsp;Amprion GmbH | 3.450% | &nbsp;&nbsp;&nbsp;&nbsp; 9/22/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 8000 | &nbsp;&nbsp;&nbsp;&nbsp; 9202 |
| &nbsp;&nbsp;&nbsp;Amprion GmbH | 3.971% | &nbsp;&nbsp;&nbsp;&nbsp; 9/22/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 8000 | &nbsp;&nbsp;&nbsp;&nbsp; 9405 |
| &nbsp;&nbsp;&nbsp;Amprion GmbH | 0.625% | &nbsp;&nbsp;&nbsp;&nbsp; 9/23/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 11600 | &nbsp;&nbsp;&nbsp;&nbsp; 10407 |
| &nbsp;&nbsp;&nbsp;Amprion GmbH | 4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 9/7/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5885 |
| &nbsp;&nbsp;&nbsp;Aroundtown SA | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/28/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5900 | &nbsp;&nbsp;&nbsp;&nbsp; 6575 |
| &nbsp;&nbsp;&nbsp;Aroundtown SA | 0.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/16/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2400 | &nbsp;&nbsp;&nbsp;&nbsp; 2604 |
| &nbsp;&nbsp;&nbsp;Aroundtown SA | 0.375% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 11400 | &nbsp;&nbsp;&nbsp;&nbsp; 12182 |
| &nbsp;&nbsp;&nbsp;Aroundtown SA | 1.450% | &nbsp;&nbsp;&nbsp;&nbsp; 7/9/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3000 | &nbsp;&nbsp;&nbsp;&nbsp; 3198 |
| &nbsp;&nbsp;&nbsp;Aroundtown SA | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/16/29 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 5017 | &nbsp;&nbsp;&nbsp;&nbsp; 5841 |
| &nbsp;&nbsp;&nbsp;Aroundtown SA | 3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 4/10/31 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 3987 | &nbsp;&nbsp;&nbsp;&nbsp; 4571 |
| &nbsp;&nbsp;&nbsp;Aroundtown SA | 1.625% | Perpetual | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp;&nbsp; 2023 |
| &nbsp;&nbsp;&nbsp;BASF SE | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/8/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3000 | &nbsp;&nbsp;&nbsp;&nbsp; 3560 |
| &nbsp;&nbsp;&nbsp;BASF SE | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/22/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3901 | &nbsp;&nbsp;&nbsp;&nbsp; 4200 |
| &nbsp;&nbsp;&nbsp;BASF SE | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/17/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10200 | &nbsp;&nbsp;&nbsp;&nbsp; 10650 |
| &nbsp;&nbsp;&nbsp;BASF SE | 0.875% | &nbsp;&nbsp;&nbsp;&nbsp; 10/6/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 238 | &nbsp;&nbsp;&nbsp;&nbsp; 240 |
| &nbsp;&nbsp;&nbsp;BASF SE | 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 3/8/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10000 | &nbsp;&nbsp;&nbsp;&nbsp; 12121 |

---

------

Total International Bond II Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;&nbsp;&nbsp;Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| &nbsp;&nbsp;&nbsp;BASF SE | 1.450% | &nbsp;&nbsp;&nbsp;&nbsp; 12/13/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 8100 | &nbsp;&nbsp;&nbsp;&nbsp; 7976 |
| &nbsp;&nbsp;&nbsp;BASF SE | 1.625% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 746 | &nbsp;&nbsp;&nbsp;&nbsp; 663 |
| &nbsp;&nbsp;&nbsp;Bausparkasse Schwaebisch Hall AG | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/17/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 23100 | &nbsp;&nbsp;&nbsp;&nbsp; 24335 |
| &nbsp;&nbsp;&nbsp;Bayer AG | 0.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/6/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6500 | &nbsp;&nbsp;&nbsp;&nbsp; 7143 |
| &nbsp;&nbsp;&nbsp;Bayer AG | 0.375% | &nbsp;&nbsp;&nbsp;&nbsp; 1/12/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4000 | &nbsp;&nbsp;&nbsp;&nbsp; 4108 |
| &nbsp;&nbsp;&nbsp;Bayer AG | 1.125% | &nbsp;&nbsp;&nbsp;&nbsp; 1/6/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 700 | &nbsp;&nbsp;&nbsp;&nbsp; 723 |
| &nbsp;&nbsp;&nbsp;Bayer AG | 0.625% | &nbsp;&nbsp;&nbsp;&nbsp; 7/12/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4600 | &nbsp;&nbsp;&nbsp;&nbsp; 4373 |
| &nbsp;&nbsp;&nbsp;Bayer AG | 1.375% | &nbsp;&nbsp;&nbsp;&nbsp; 7/6/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 18000 | &nbsp;&nbsp;&nbsp;&nbsp; 17434 |
| &nbsp;&nbsp;&nbsp;Bayer AG | 4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 5/26/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2500 | &nbsp;&nbsp;&nbsp;&nbsp; 2968 |
| &nbsp;&nbsp;&nbsp;Bayer AG | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/12/36 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4600 | &nbsp;&nbsp;&nbsp;&nbsp; 3838 |
| &nbsp;&nbsp;&nbsp;Bayer Capital Corp. BV | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/26/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7100 | &nbsp;&nbsp;&nbsp;&nbsp; 7931 |
| &nbsp;&nbsp;&nbsp;Bayer Capital Corp. BV | 2.125% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10100 | &nbsp;&nbsp;&nbsp;&nbsp; 10906 |
| &nbsp;&nbsp;&nbsp;Bayerische Landesbank | 0.625% | &nbsp;&nbsp;&nbsp;&nbsp; 7/19/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 977 | &nbsp;&nbsp;&nbsp;&nbsp; 1073 |
| &nbsp;&nbsp;&nbsp;Bayerische Landesbank | 4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 9/21/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2500 | &nbsp;&nbsp;&nbsp;&nbsp; 2981 |
| &nbsp;&nbsp;&nbsp;Bayerische Landesbank | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/22/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 12500 | &nbsp;&nbsp;&nbsp;&nbsp; 14518 |
| &nbsp;&nbsp;&nbsp;Bayerische Landesbank | 0.200% | &nbsp;&nbsp;&nbsp;&nbsp; 5/20/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 20000 | &nbsp;&nbsp;&nbsp;&nbsp; 20309 |
| &nbsp;&nbsp;&nbsp;Bayerische Landesbank | 0.050% | &nbsp;&nbsp;&nbsp;&nbsp; 4/30/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 14000 | &nbsp;&nbsp;&nbsp;&nbsp; 13700 |
| &nbsp;&nbsp;&nbsp;Bayerische Landesbank | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/23/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 8000 | &nbsp;&nbsp;&nbsp;&nbsp; 8772 |
| &nbsp;&nbsp;&nbsp;Berlin Hyp AG | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/25/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 30000 | &nbsp;&nbsp;&nbsp;&nbsp; 34704 |
| &nbsp;&nbsp;&nbsp;Berlin Hyp AG | 0.010% | &nbsp;&nbsp;&nbsp;&nbsp; 1/24/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7299 | &nbsp;&nbsp;&nbsp;&nbsp; 7805 |
| &nbsp;&nbsp;&nbsp;Berlin Hyp AG | 0.010% | &nbsp;&nbsp;&nbsp;&nbsp; 7/7/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 20510 | &nbsp;&nbsp;&nbsp;&nbsp; 21692 |
| &nbsp;&nbsp;&nbsp;Berlin Hyp AG | 0.375% | &nbsp;&nbsp;&nbsp;&nbsp; 5/29/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10000 | &nbsp;&nbsp;&nbsp;&nbsp; 10474 |
| &nbsp;&nbsp;&nbsp;Berlin Hyp AG | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 11/5/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3000 | &nbsp;&nbsp;&nbsp;&nbsp; 3078 |
| &nbsp;&nbsp;&nbsp;Berlin Hyp AG | 0.125% | &nbsp;&nbsp;&nbsp;&nbsp; 1/18/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1126 | &nbsp;&nbsp;&nbsp;&nbsp; 1147 |
| &nbsp;&nbsp;&nbsp;Berlin Hyp AG | 0.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/19/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 8127 | &nbsp;&nbsp;&nbsp;&nbsp; 7558 |
| &nbsp;&nbsp;&nbsp;Bertelsmann SE & Co. KGaA | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4000 | &nbsp;&nbsp;&nbsp;&nbsp; 4435 |
| &nbsp;&nbsp;&nbsp;Bertelsmann SE & Co. KGaA | 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/29/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7900 | &nbsp;&nbsp;&nbsp;&nbsp; 9153 |
| &nbsp;&nbsp;&nbsp;BMW Canada Inc. | 4.410% | &nbsp;&nbsp;&nbsp;&nbsp; 2/10/27 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1200 | &nbsp;&nbsp;&nbsp;&nbsp; 887 |
| &nbsp;&nbsp;&nbsp;BMW Canada Inc. | 3.990% | &nbsp;&nbsp;&nbsp;&nbsp; 10/10/28 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 3670 |
| &nbsp;&nbsp;&nbsp;BMW Finance NV | 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 11/22/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3000 | &nbsp;&nbsp;&nbsp;&nbsp; 3442 |
| &nbsp;&nbsp;&nbsp;BMW Finance NV | 0.375% | &nbsp;&nbsp;&nbsp;&nbsp; 1/14/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3174 | &nbsp;&nbsp;&nbsp;&nbsp; 3482 |
| &nbsp;&nbsp;&nbsp;BMW Finance NV | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 2/6/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 12227 | &nbsp;&nbsp;&nbsp;&nbsp; 13278 |
| &nbsp;&nbsp;&nbsp;BMW Finance NV | 0.200% | &nbsp;&nbsp;&nbsp;&nbsp; 1/11/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2545 | &nbsp;&nbsp;&nbsp;&nbsp; 2291 |
| &nbsp;&nbsp;&nbsp;BMW Finance NV | 3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 5/22/35 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3000 | &nbsp;&nbsp;&nbsp;&nbsp; 3387 |
| &nbsp;&nbsp;&nbsp;BMW International Investment BV | 3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 8/27/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5250 | &nbsp;&nbsp;&nbsp;&nbsp; 5839 |
| &nbsp;&nbsp;&nbsp;BMW US Capital LLC | 3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 2/2/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6000 | &nbsp;&nbsp;&nbsp;&nbsp; 6660 |
| &nbsp;&nbsp;&nbsp;Commerzbank AG | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/9/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7314 | &nbsp;&nbsp;&nbsp;&nbsp; 8145 |
| &nbsp;&nbsp;&nbsp;Commerzbank AG | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 12/4/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7314 | &nbsp;&nbsp;&nbsp;&nbsp; 8048 |
| &nbsp;&nbsp;&nbsp;Commerzbank AG | 0.875% | &nbsp;&nbsp;&nbsp;&nbsp; 1/22/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2500 | &nbsp;&nbsp;&nbsp;&nbsp; 2743 |
| &nbsp;&nbsp;&nbsp;Commerzbank AG | 0.625% | &nbsp;&nbsp;&nbsp;&nbsp; 8/24/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 537 | &nbsp;&nbsp;&nbsp;&nbsp; 588 |
| &nbsp;&nbsp;&nbsp;Commerzbank AG | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/14/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 11500 | &nbsp;&nbsp;&nbsp;&nbsp; 13104 |
| &nbsp;&nbsp;&nbsp;Commerzbank AG | 4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 3/21/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7200 | &nbsp;&nbsp;&nbsp;&nbsp; 8459 |
| &nbsp;&nbsp;&nbsp;Commerzbank AG | 3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 8/28/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 16985 | &nbsp;&nbsp;&nbsp;&nbsp; 19993 |
| &nbsp;&nbsp;&nbsp;Commerzbank AG | 3.125% | &nbsp;&nbsp;&nbsp;&nbsp; 4/20/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 22000 | &nbsp;&nbsp;&nbsp;&nbsp; 25675 |
| &nbsp;&nbsp;&nbsp;Commerzbank AG | 2.625% | &nbsp;&nbsp;&nbsp;&nbsp; 9/3/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 21473 | &nbsp;&nbsp;&nbsp;&nbsp; 24598 |
| &nbsp;&nbsp;&nbsp;Commerzbank AG | 5.125% | &nbsp;&nbsp;&nbsp;&nbsp; 1/18/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10000 | &nbsp;&nbsp;&nbsp;&nbsp; 12081 |
| &nbsp;&nbsp;&nbsp;Commerzbank AG | 0.010% | &nbsp;&nbsp;&nbsp;&nbsp; 3/11/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4388 | &nbsp;&nbsp;&nbsp;&nbsp; 4422 |
| &nbsp;&nbsp;&nbsp;Commerzbank AG | 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/9/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10000 | &nbsp;&nbsp;&nbsp;&nbsp; 11445 |
| &nbsp;&nbsp;&nbsp;Commerzbank AG | 4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 1/17/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7500 | &nbsp;&nbsp;&nbsp;&nbsp; 8926 |
| &nbsp;&nbsp;&nbsp;Commerzbank AG | 6.750% | &nbsp;&nbsp;&nbsp;&nbsp; 10/5/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 6188 |
| &nbsp;&nbsp;&nbsp;Commerzbank AG | 1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 1/9/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3413 | &nbsp;&nbsp;&nbsp;&nbsp; 3405 |
| &nbsp;&nbsp;&nbsp;Commerzbank AG | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/13/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 20000 | &nbsp;&nbsp;&nbsp;&nbsp; 22968 |
| &nbsp;&nbsp;&nbsp;Commerzbank AG | 4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 10/16/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 14000 | &nbsp;&nbsp;&nbsp;&nbsp; 16440 |
| &nbsp;&nbsp;&nbsp;Continental AG | 2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 8/27/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6500 | &nbsp;&nbsp;&nbsp;&nbsp; 7370 |
| &nbsp;&nbsp;&nbsp;Continental AG | 3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 11/30/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2500 | &nbsp;&nbsp;&nbsp;&nbsp; 2897 |
| &nbsp;&nbsp;&nbsp;Covestro AG | 1.375% | &nbsp;&nbsp;&nbsp;&nbsp; 6/12/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp;&nbsp; 2100 |
| &nbsp;&nbsp;&nbsp;Daimler Truck Finance Canada Inc. | 5.810% | &nbsp;&nbsp;&nbsp;&nbsp; 9/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 6000 | &nbsp;&nbsp;&nbsp;&nbsp; 4498 |
| &nbsp;&nbsp;&nbsp;Daimler Truck Finance Canada Inc. | 2.460% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1504 | &nbsp;&nbsp;&nbsp;&nbsp; 1076 |
| &nbsp;&nbsp;&nbsp;Daimler Truck Finance Canada Inc. | 5.220% | &nbsp;&nbsp;&nbsp;&nbsp; 9/20/27 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 600 | &nbsp;&nbsp;&nbsp;&nbsp; 453 |
| &nbsp;&nbsp;&nbsp;Daimler Truck International Finance BV | 3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 6/19/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5752 |
| &nbsp;&nbsp;&nbsp;Daimler Truck International Finance BV | 1.625% | &nbsp;&nbsp;&nbsp;&nbsp; 4/6/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 17000 | &nbsp;&nbsp;&nbsp;&nbsp; 18958 |
| &nbsp;&nbsp;&nbsp;Daimler Truck International Finance BV | 3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 6/19/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4000 | &nbsp;&nbsp;&nbsp;&nbsp; 4707 |
| &nbsp;&nbsp;&nbsp;DekaBank Deutsche Girozentrale | 0.300% | &nbsp;&nbsp;&nbsp;&nbsp; 11/20/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2500 | &nbsp;&nbsp;&nbsp;&nbsp; 2746 |
| &nbsp;&nbsp;&nbsp;Deutsche Apotheker-und Aerztebank eG | 0.750% | &nbsp;&nbsp;&nbsp;&nbsp; 10/5/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 300 | &nbsp;&nbsp;&nbsp;&nbsp; 328 |
| &nbsp;&nbsp;&nbsp;Deutsche Bahn Finance GmbH | 3.125% | &nbsp;&nbsp;&nbsp;&nbsp; 7/24/26 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 125 | &nbsp;&nbsp;&nbsp;&nbsp; 165 |
| &nbsp;&nbsp;&nbsp;Deutsche Bahn Finance GmbH | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/9/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6740 | &nbsp;&nbsp;&nbsp;&nbsp; 7402 |
| &nbsp;&nbsp;&nbsp;Deutsche Bahn Finance GmbH | 1.125% | &nbsp;&nbsp;&nbsp;&nbsp; 12/18/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 249 | &nbsp;&nbsp;&nbsp;&nbsp; 269 |
| &nbsp;&nbsp;&nbsp;Deutsche Bahn Finance GmbH | 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/19/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6706 | &nbsp;&nbsp;&nbsp;&nbsp; 7705 |
| &nbsp;&nbsp;&nbsp;Deutsche Bahn Finance GmbH | 0.375% | &nbsp;&nbsp;&nbsp;&nbsp; 6/23/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1390 | &nbsp;&nbsp;&nbsp;&nbsp; 1448 |
| &nbsp;&nbsp;&nbsp;Deutsche Bahn Finance GmbH | 1.625% | &nbsp;&nbsp;&nbsp;&nbsp; 11/6/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 25 | &nbsp;&nbsp;&nbsp;&nbsp; 27 |

---

------

Total International Bond II Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;&nbsp;&nbsp;Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| &nbsp;&nbsp;&nbsp;Deutsche Bahn Finance GmbH | 1.375% | &nbsp;&nbsp;&nbsp;&nbsp; 3/28/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1464 | &nbsp;&nbsp;&nbsp;&nbsp; 1544 |
| &nbsp;&nbsp;&nbsp;Deutsche Bahn Finance GmbH | 0.875% | &nbsp;&nbsp;&nbsp;&nbsp; 7/11/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 11317 | &nbsp;&nbsp;&nbsp;&nbsp; 11488 |
| &nbsp;&nbsp;&nbsp;Deutsche Bahn Finance GmbH | 0.200% | &nbsp;&nbsp;&nbsp;&nbsp; 5/20/33 | &nbsp;&nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp; 6515 | &nbsp;&nbsp;&nbsp;&nbsp; 7535 |
| &nbsp;&nbsp;&nbsp;Deutsche Bahn Finance GmbH | 1.625% | &nbsp;&nbsp;&nbsp;&nbsp; 8/16/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 14779 | &nbsp;&nbsp;&nbsp;&nbsp; 15242 |
| &nbsp;&nbsp;&nbsp;Deutsche Bahn Finance GmbH | 0.750% | &nbsp;&nbsp;&nbsp;&nbsp; 7/16/35 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6935 | &nbsp;&nbsp;&nbsp;&nbsp; 6258 |
| &nbsp;&nbsp;&nbsp;Deutsche Bahn Finance GmbH | 0.625% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 17995 | &nbsp;&nbsp;&nbsp;&nbsp; 15470 |
| &nbsp;&nbsp;&nbsp;Deutsche Bahn Finance GmbH | 1.375% | &nbsp;&nbsp;&nbsp;&nbsp; 4/16/40 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4932 | &nbsp;&nbsp;&nbsp;&nbsp; 4206 |
| &nbsp;&nbsp;&nbsp;Deutsche Bahn Finance GmbH | 0.625% | &nbsp;&nbsp;&nbsp;&nbsp; 12/8/50 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10449 | &nbsp;&nbsp;&nbsp;&nbsp; 5969 |
| &nbsp;&nbsp;&nbsp;Deutsche Bahn Finance GmbH | 1.125% | &nbsp;&nbsp;&nbsp;&nbsp; 5/29/51 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4494 | &nbsp;&nbsp;&nbsp;&nbsp; 2935 |
| &nbsp;&nbsp;&nbsp;Deutsche Bank AG | 1.625% | &nbsp;&nbsp;&nbsp;&nbsp; 1/20/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 9000 | &nbsp;&nbsp;&nbsp;&nbsp; 10013 |
| &nbsp;&nbsp;&nbsp;Deutsche Bank AG | 1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/17/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3700 | &nbsp;&nbsp;&nbsp;&nbsp; 4079 |
| &nbsp;&nbsp;&nbsp;Deutsche Bank AG | 1.875% | &nbsp;&nbsp;&nbsp;&nbsp; 2/23/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7000 | &nbsp;&nbsp;&nbsp;&nbsp; 7777 |
| &nbsp;&nbsp;&nbsp;Deutsche Bank AG | 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/24/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 8500 | &nbsp;&nbsp;&nbsp;&nbsp; 9690 |
| &nbsp;&nbsp;&nbsp;Deutsche Bank AG | 0.250% | &nbsp;&nbsp;&nbsp;&nbsp; 8/31/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2439 | &nbsp;&nbsp;&nbsp;&nbsp; 2583 |
| &nbsp;&nbsp;&nbsp;Deutsche Bank AG | 5.375% | &nbsp;&nbsp;&nbsp;&nbsp; 1/11/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp;&nbsp; 2399 |
| &nbsp;&nbsp;&nbsp;Deutsche Bank AG | 3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 3/13/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 12200 | &nbsp;&nbsp;&nbsp;&nbsp; 14311 |
| &nbsp;&nbsp;&nbsp;Deutsche Bank AG | 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 8000 | &nbsp;&nbsp;&nbsp;&nbsp; 9340 |
| &nbsp;&nbsp;&nbsp;Deutsche Bank AG | 4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 4/4/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10000 | &nbsp;&nbsp;&nbsp;&nbsp; 11614 |
| &nbsp;&nbsp;&nbsp;Deutsche Bank AG | 1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 11/19/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 12000 | &nbsp;&nbsp;&nbsp;&nbsp; 12566 |
| &nbsp;&nbsp;&nbsp;Deutsche Bank AG | 6.125% | &nbsp;&nbsp;&nbsp;&nbsp; 12/12/30 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 8100 | &nbsp;&nbsp;&nbsp;&nbsp; 11132 |
| &nbsp;&nbsp;&nbsp;Deutsche Bank AG | 5.625% | &nbsp;&nbsp;&nbsp;&nbsp; 5/19/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7000 | &nbsp;&nbsp;&nbsp;&nbsp; 8054 |
| &nbsp;&nbsp;&nbsp;Deutsche Bank AG | 1.375% | &nbsp;&nbsp;&nbsp;&nbsp; 2/17/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 16500 | &nbsp;&nbsp;&nbsp;&nbsp; 16441 |
| &nbsp;&nbsp;&nbsp;Deutsche Bank AG | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/24/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 9400 | &nbsp;&nbsp;&nbsp;&nbsp; 10709 |
| &nbsp;&nbsp;&nbsp;Deutsche Bank AG | 2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 9/20/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10000 | &nbsp;&nbsp;&nbsp;&nbsp; 11171 |
| &nbsp;&nbsp;&nbsp;Deutsche Boerse AG | 1.125% | &nbsp;&nbsp;&nbsp;&nbsp; 3/26/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1876 | &nbsp;&nbsp;&nbsp;&nbsp; 2062 |
| &nbsp;&nbsp;&nbsp;Deutsche Boerse AG | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/4/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4800 | &nbsp;&nbsp;&nbsp;&nbsp; 4943 |
| &nbsp;&nbsp;&nbsp;Deutsche Boerse AG | 3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 9/28/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6000 | &nbsp;&nbsp;&nbsp;&nbsp; 7129 |
| &nbsp;&nbsp;&nbsp;Deutsche Kreditbank AG | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/19/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 900 | &nbsp;&nbsp;&nbsp;&nbsp; 990 |
| &nbsp;&nbsp;&nbsp;Deutsche Kreditbank AG | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/31/35 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10000 | &nbsp;&nbsp;&nbsp;&nbsp; 11456 |
| &nbsp;&nbsp;&nbsp;Deutsche Lufthansa AG | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/29/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5675 |
| &nbsp;&nbsp;&nbsp;Deutsche Lufthansa AG | 2.875% | &nbsp;&nbsp;&nbsp;&nbsp; 5/16/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 26500 | &nbsp;&nbsp;&nbsp;&nbsp; 30137 |
| &nbsp;&nbsp;&nbsp;Deutsche Lufthansa AG | 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 2/11/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 8000 | &nbsp;&nbsp;&nbsp;&nbsp; 9244 |
| &nbsp;&nbsp;&nbsp;Deutsche Pfandbriefbank AG | 0.625% | &nbsp;&nbsp;&nbsp;&nbsp; 8/30/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 23300 | &nbsp;&nbsp;&nbsp;&nbsp; 25452 |
| &nbsp;&nbsp;&nbsp;Deutsche Pfandbriefbank AG | 2.375% | &nbsp;&nbsp;&nbsp;&nbsp; 5/29/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2975 | &nbsp;&nbsp;&nbsp;&nbsp; 3367 |
| &nbsp;&nbsp;&nbsp;Deutsche Post AG | 0.375% | &nbsp;&nbsp;&nbsp;&nbsp; 5/20/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 13302 | &nbsp;&nbsp;&nbsp;&nbsp; 14768 |
| &nbsp;&nbsp;&nbsp;Deutsche Post AG | 1.625% | &nbsp;&nbsp;&nbsp;&nbsp; 12/5/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 8735 | &nbsp;&nbsp;&nbsp;&nbsp; 9650 |
| &nbsp;&nbsp;&nbsp;Deutsche Post AG | 0.750% | &nbsp;&nbsp;&nbsp;&nbsp; 5/20/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1818 | &nbsp;&nbsp;&nbsp;&nbsp; 1931 |
| &nbsp;&nbsp;&nbsp;Deutsche Post AG | 3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 7/3/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5750 |
| &nbsp;&nbsp;&nbsp;Deutsche Post AG | 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/25/36 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6000 | &nbsp;&nbsp;&nbsp;&nbsp; 6717 |
| &nbsp;&nbsp;&nbsp;Deutsche Telekom AG | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 7/5/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 12348 | &nbsp;&nbsp;&nbsp;&nbsp; 13476 |
| &nbsp;&nbsp;&nbsp;Deutsche Telekom AG | 1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/25/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2500 | &nbsp;&nbsp;&nbsp;&nbsp; 2689 |
| &nbsp;&nbsp;&nbsp;Deutsche Telekom AG | 3.125% | &nbsp;&nbsp;&nbsp;&nbsp; 2/6/34 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 766 | &nbsp;&nbsp;&nbsp;&nbsp; 890 |
| &nbsp;&nbsp;&nbsp;Deutsche Telekom AG | 1.375% | &nbsp;&nbsp;&nbsp;&nbsp; 7/5/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1710 | &nbsp;&nbsp;&nbsp;&nbsp; 1649 |
| &nbsp;&nbsp;&nbsp;Deutsche Telekom AG | 2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 3/29/39 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2073 | &nbsp;&nbsp;&nbsp;&nbsp; 2001 |
| &nbsp;&nbsp;&nbsp;Deutsche Telekom AG | 1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 12/9/49 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6007 | &nbsp;&nbsp;&nbsp;&nbsp; 4440 |
| &nbsp;&nbsp;&nbsp;Deutsche Telekom International Finance BV | 1.125% | &nbsp;&nbsp;&nbsp;&nbsp; 5/22/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2522 | &nbsp;&nbsp;&nbsp;&nbsp; 2825 |
| &nbsp;&nbsp;&nbsp;Deutsche Telekom International Finance BV | 1.375% | &nbsp;&nbsp;&nbsp;&nbsp; 1/30/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3851 | &nbsp;&nbsp;&nbsp;&nbsp; 4299 |
| &nbsp;&nbsp;&nbsp;Deutsche Telekom International Finance BV | 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 1/17/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 25 | &nbsp;&nbsp;&nbsp;&nbsp; 29 |
| &nbsp;&nbsp;&nbsp;Deutsche Telekom International Finance BV | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/3/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 9950 | &nbsp;&nbsp;&nbsp;&nbsp; 10995 |
| &nbsp;&nbsp;&nbsp;Deutsche Telekom International Finance BV | 8.875% | &nbsp;&nbsp;&nbsp;&nbsp; 11/27/28 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 4439 | &nbsp;&nbsp;&nbsp;&nbsp; 6767 |
| &nbsp;&nbsp;&nbsp;Deutsche Telekom International Finance BV | 2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 4/13/29 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 2132 | &nbsp;&nbsp;&nbsp;&nbsp; 2627 |
| &nbsp;&nbsp;&nbsp;Deutsche Telekom International Finance BV | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 8242 | &nbsp;&nbsp;&nbsp;&nbsp; 9137 |
| &nbsp;&nbsp;&nbsp;Deutsche Telekom International Finance BV | 7.625% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 498 | &nbsp;&nbsp;&nbsp;&nbsp; 756 |
| &nbsp;&nbsp;&nbsp;Deutsche Telekom International Finance BV | 7.500% | &nbsp;&nbsp;&nbsp;&nbsp; 1/24/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1185 | &nbsp;&nbsp;&nbsp;&nbsp; 1717 |
| &nbsp;&nbsp;&nbsp;Deutsche Wohnen SE | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/30/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4000 | &nbsp;&nbsp;&nbsp;&nbsp; 4232 |
| &nbsp;&nbsp;&nbsp;DZ HYP AG | 0.100% | &nbsp;&nbsp;&nbsp;&nbsp; 8/31/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 500 | &nbsp;&nbsp;&nbsp;&nbsp; 552 |
| &nbsp;&nbsp;&nbsp;DZ HYP AG | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 9/30/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4876 | &nbsp;&nbsp;&nbsp;&nbsp; 5403 |
| &nbsp;&nbsp;&nbsp;DZ HYP AG | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2500 | &nbsp;&nbsp;&nbsp;&nbsp; 2748 |
| &nbsp;&nbsp;&nbsp;DZ HYP AG | 0.750% | &nbsp;&nbsp;&nbsp;&nbsp; 6/30/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 586 | &nbsp;&nbsp;&nbsp;&nbsp; 645 |
| &nbsp;&nbsp;&nbsp;DZ HYP AG | 0.625% | &nbsp;&nbsp;&nbsp;&nbsp; 8/30/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5472 |
| &nbsp;&nbsp;&nbsp;DZ HYP AG | 0.875% | &nbsp;&nbsp;&nbsp;&nbsp; 3/22/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10755 | &nbsp;&nbsp;&nbsp;&nbsp; 11735 |
| &nbsp;&nbsp;&nbsp;DZ HYP AG | 0.010% | &nbsp;&nbsp;&nbsp;&nbsp; 6/23/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 35000 | &nbsp;&nbsp;&nbsp;&nbsp; 37012 |
| &nbsp;&nbsp;&nbsp;DZ HYP AG | 0.010% | &nbsp;&nbsp;&nbsp;&nbsp; 10/27/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 9000 | &nbsp;&nbsp;&nbsp;&nbsp; 9426 |
| &nbsp;&nbsp;&nbsp;DZ HYP AG | 0.875% | &nbsp;&nbsp;&nbsp;&nbsp; 1/30/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4876 | &nbsp;&nbsp;&nbsp;&nbsp; 5237 |
| &nbsp;&nbsp;&nbsp;DZ HYP AG | 0.050% | &nbsp;&nbsp;&nbsp;&nbsp; 6/29/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4876 | &nbsp;&nbsp;&nbsp;&nbsp; 5025 |
| &nbsp;&nbsp;&nbsp;DZ HYP AG | 0.875% | &nbsp;&nbsp;&nbsp;&nbsp; 1/18/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6100 | &nbsp;&nbsp;&nbsp;&nbsp; 6437 |
| &nbsp;&nbsp;&nbsp;DZ HYP AG | 0.010% | &nbsp;&nbsp;&nbsp;&nbsp; 3/29/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 17269 | &nbsp;&nbsp;&nbsp;&nbsp; 17381 |
| &nbsp;&nbsp;&nbsp;DZ HYP AG | 0.010% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10000 | &nbsp;&nbsp;&nbsp;&nbsp; 9881 |
| &nbsp;&nbsp;&nbsp;DZ HYP AG | 0.875% | &nbsp;&nbsp;&nbsp;&nbsp; 4/17/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4876 | &nbsp;&nbsp;&nbsp;&nbsp; 4664 |
| &nbsp;&nbsp;&nbsp;DZ HYP AG | 0.375% | &nbsp;&nbsp;&nbsp;&nbsp; 11/10/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 4481 |

---

------

Total International Bond II Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;&nbsp;&nbsp;Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| &nbsp;&nbsp;&nbsp;E.ON International Finance BV | 1.625% | &nbsp;&nbsp;&nbsp;&nbsp; 5/30/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6242 | &nbsp;&nbsp;&nbsp;&nbsp; 7019 |
| &nbsp;&nbsp;&nbsp;E.ON International Finance BV | 1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 10/19/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5463 | &nbsp;&nbsp;&nbsp;&nbsp; 5996 |
| &nbsp;&nbsp;&nbsp;E.ON International Finance BV | 6.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/3/30 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 10434 | &nbsp;&nbsp;&nbsp;&nbsp; 14703 |
| &nbsp;&nbsp;&nbsp;E.ON International Finance BV | 6.375% | &nbsp;&nbsp;&nbsp;&nbsp; 6/7/32 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 3073 | &nbsp;&nbsp;&nbsp;&nbsp; 4381 |
| &nbsp;&nbsp;&nbsp;E.ON International Finance BV | 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/31/34 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 2800 | &nbsp;&nbsp;&nbsp;&nbsp; 3542 |
| &nbsp;&nbsp;&nbsp;E.ON International Finance BV | 5.875% | &nbsp;&nbsp;&nbsp;&nbsp; 10/30/37 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 5600 | &nbsp;&nbsp;&nbsp;&nbsp; 7463 |
| &nbsp;&nbsp;&nbsp;E.ON International Finance BV | 6.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/27/39 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 400 | &nbsp;&nbsp;&nbsp;&nbsp; 576 |
| &nbsp;&nbsp;&nbsp;E.ON International Finance BV | 6.125% | &nbsp;&nbsp;&nbsp;&nbsp; 7/6/39 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 1500 | &nbsp;&nbsp;&nbsp;&nbsp; 2023 |
| &nbsp;&nbsp;&nbsp;E.ON SE | 0.250% | &nbsp;&nbsp;&nbsp;&nbsp; 10/24/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1851 | &nbsp;&nbsp;&nbsp;&nbsp; 2039 |
| &nbsp;&nbsp;&nbsp;E.ON SE | 0.375% | &nbsp;&nbsp;&nbsp;&nbsp; 9/29/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10439 | &nbsp;&nbsp;&nbsp;&nbsp; 11269 |
| &nbsp;&nbsp;&nbsp;E.ON SE | 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 1/12/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7000 | &nbsp;&nbsp;&nbsp;&nbsp; 8121 |
| &nbsp;&nbsp;&nbsp;E.ON SE | 0.750% | &nbsp;&nbsp;&nbsp;&nbsp; 2/20/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4526 | &nbsp;&nbsp;&nbsp;&nbsp; 4880 |
| &nbsp;&nbsp;&nbsp;E.ON SE | 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 27000 | &nbsp;&nbsp;&nbsp;&nbsp; 31810 |
| &nbsp;&nbsp;&nbsp;E.ON SE | 1.625% | &nbsp;&nbsp;&nbsp;&nbsp; 5/22/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 9984 | &nbsp;&nbsp;&nbsp;&nbsp; 10921 |
| &nbsp;&nbsp;&nbsp;E.ON SE | 1.625% | &nbsp;&nbsp;&nbsp;&nbsp; 3/29/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10782 | &nbsp;&nbsp;&nbsp;&nbsp; 11347 |
| &nbsp;&nbsp;&nbsp;E.ON SE | 0.625% | &nbsp;&nbsp;&nbsp;&nbsp; 11/7/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6436 | &nbsp;&nbsp;&nbsp;&nbsp; 6294 |
| &nbsp;&nbsp;&nbsp;E.ON SE | 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/25/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4000 | &nbsp;&nbsp;&nbsp;&nbsp; 4626 |
| &nbsp;&nbsp;&nbsp;E.ON SE | 0.875% | &nbsp;&nbsp;&nbsp;&nbsp; 10/18/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2875 | &nbsp;&nbsp;&nbsp;&nbsp; 2597 |
| &nbsp;&nbsp;&nbsp;E.ON SE | 3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 1/12/35 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4500 | &nbsp;&nbsp;&nbsp;&nbsp; 5226 |
| &nbsp;&nbsp;&nbsp;E.ON SE | 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4000 | &nbsp;&nbsp;&nbsp;&nbsp; 4564 |
| &nbsp;&nbsp;&nbsp;E.ON SE | 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 10/26/37 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6500 | &nbsp;&nbsp;&nbsp;&nbsp; 7283 |
| &nbsp;&nbsp;&nbsp;E.ON SE | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/16/40 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6000 | &nbsp;&nbsp;&nbsp;&nbsp; 6775 |
| &nbsp;&nbsp;&nbsp;E.ON SE | 4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 3/25/44 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6500 | &nbsp;&nbsp;&nbsp;&nbsp; 7321 |
| &nbsp;&nbsp;&nbsp;EnBW Energie Baden-Wuerttemberg AG | 1.625% | &nbsp;&nbsp;&nbsp;&nbsp; 8/5/79 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7600 | &nbsp;&nbsp;&nbsp;&nbsp; 8213 |
| &nbsp;&nbsp;&nbsp;EnBW Energie Baden-Wuerttemberg AG | 1.875% | &nbsp;&nbsp;&nbsp;&nbsp; 6/29/80 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5300 | &nbsp;&nbsp;&nbsp;&nbsp; 5884 |
| &nbsp;&nbsp;&nbsp;EnBW Energie Baden-Wuerttemberg AG | 1.375% | &nbsp;&nbsp;&nbsp;&nbsp; 8/31/81 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4000 | &nbsp;&nbsp;&nbsp;&nbsp; 4167 |
| &nbsp;&nbsp;&nbsp;EnBW International Finance BV | 2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/4/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5560 | &nbsp;&nbsp;&nbsp;&nbsp; 6301 |
| &nbsp;&nbsp;&nbsp;EnBW International Finance BV | 0.250% | &nbsp;&nbsp;&nbsp;&nbsp; 10/19/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6881 | &nbsp;&nbsp;&nbsp;&nbsp; 6864 |
| &nbsp;&nbsp;&nbsp;EnBW International Finance BV | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5650 | &nbsp;&nbsp;&nbsp;&nbsp; 5244 |
| &nbsp;&nbsp;&nbsp;EnBW International Finance BV | 4.300% | &nbsp;&nbsp;&nbsp;&nbsp; 5/23/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 17700 | &nbsp;&nbsp;&nbsp;&nbsp; 21129 |
| &nbsp;&nbsp;&nbsp;EnBW International Finance BV | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/24/35 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 8000 | &nbsp;&nbsp;&nbsp;&nbsp; 9316 |
| &nbsp;&nbsp;&nbsp;EnBW International Finance BV | 6.125% | &nbsp;&nbsp;&nbsp;&nbsp; 7/7/39 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2090 | &nbsp;&nbsp;&nbsp;&nbsp; 2990 |
| &nbsp;&nbsp;&nbsp;Eurogrid GmbH | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/18/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10800 | &nbsp;&nbsp;&nbsp;&nbsp; 11854 |
| &nbsp;&nbsp;&nbsp;Eurogrid GmbH | 3.598% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6000 | &nbsp;&nbsp;&nbsp;&nbsp; 6952 |
| &nbsp;&nbsp;&nbsp;Eurogrid GmbH | 3.722% | &nbsp;&nbsp;&nbsp;&nbsp; 4/27/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10700 | &nbsp;&nbsp;&nbsp;&nbsp; 12442 |
| &nbsp;&nbsp;&nbsp;Eurogrid GmbH | 1.113% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4000 | &nbsp;&nbsp;&nbsp;&nbsp; 3918 |
| &nbsp;&nbsp;&nbsp;Eurogrid GmbH | 0.741% | &nbsp;&nbsp;&nbsp;&nbsp; 4/21/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5400 | &nbsp;&nbsp;&nbsp;&nbsp; 5017 |
| &nbsp;&nbsp;&nbsp;Eurogrid GmbH | 3.915% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3000 | &nbsp;&nbsp;&nbsp;&nbsp; 3474 |
| &nbsp;&nbsp;&nbsp;EWE AG | 0.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/8/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5231 |
| &nbsp;&nbsp;&nbsp;EWE AG | 0.375% | &nbsp;&nbsp;&nbsp;&nbsp; 10/22/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 9038 | &nbsp;&nbsp;&nbsp;&nbsp; 8166 |
| &nbsp;&nbsp;&nbsp;Fresenius Finance Ireland plc | 2.125% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5614 |
| &nbsp;&nbsp;&nbsp;Fresenius Finance Ireland plc | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5635 | &nbsp;&nbsp;&nbsp;&nbsp; 5912 |
| &nbsp;&nbsp;&nbsp;Fresenius Finance Ireland plc | 0.875% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7000 | &nbsp;&nbsp;&nbsp;&nbsp; 6849 |
| &nbsp;&nbsp;&nbsp;Fresenius Finance Ireland plc | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/30/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2710 | &nbsp;&nbsp;&nbsp;&nbsp; 2993 |
| &nbsp;&nbsp;&nbsp;Fresenius Medical Care AG | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/29/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2276 | &nbsp;&nbsp;&nbsp;&nbsp; 2384 |
| &nbsp;&nbsp;&nbsp;Fresenius SE & Co. KGaA | 1.625% | &nbsp;&nbsp;&nbsp;&nbsp; 10/8/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4876 | &nbsp;&nbsp;&nbsp;&nbsp; 5394 |
| &nbsp;&nbsp;&nbsp;Fresenius SE & Co. KGaA | 0.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5608 | &nbsp;&nbsp;&nbsp;&nbsp; 6045 |
| &nbsp;&nbsp;&nbsp;Fresenius SE & Co. KGaA | 2.875% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3352 | &nbsp;&nbsp;&nbsp;&nbsp; 3842 |
| &nbsp;&nbsp;&nbsp;Fresenius SE & Co. KGaA | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 11/28/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5900 | &nbsp;&nbsp;&nbsp;&nbsp; 7198 |
| &nbsp;&nbsp;&nbsp;Fresenius SE & Co. KGaA | 1.125% | &nbsp;&nbsp;&nbsp;&nbsp; 1/28/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 8000 | &nbsp;&nbsp;&nbsp;&nbsp; 7697 |
| &nbsp;&nbsp;&nbsp;Grand City Properties SA | 0.125% | &nbsp;&nbsp;&nbsp;&nbsp; 1/11/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4400 | &nbsp;&nbsp;&nbsp;&nbsp; 4582 |
| &nbsp;&nbsp;&nbsp;Grand City Properties SA | 4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 1/9/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2400 | &nbsp;&nbsp;&nbsp;&nbsp; 2807 |
| &nbsp;&nbsp;&nbsp;Hamburg Commercial Bank AG | 0.010% | &nbsp;&nbsp;&nbsp;&nbsp; 1/19/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2700 | &nbsp;&nbsp;&nbsp;&nbsp; 2942 |
| &nbsp;&nbsp;&nbsp;Hamburg Commercial Bank AG | 3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2008 | &nbsp;&nbsp;&nbsp;&nbsp; 2340 |
| &nbsp;&nbsp;&nbsp;Hannover Rueck SE | 1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 10/8/40 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10100 | &nbsp;&nbsp;&nbsp;&nbsp; 10410 |
| &nbsp;&nbsp;&nbsp;Hannover Rueck SE | 5.875% | &nbsp;&nbsp;&nbsp;&nbsp; 8/26/43 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6100 | &nbsp;&nbsp;&nbsp;&nbsp; 7758 |
| &nbsp;&nbsp;&nbsp;Heidelberg Materials AG | 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 5/31/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 8000 | &nbsp;&nbsp;&nbsp;&nbsp; 9285 |
| &nbsp;&nbsp;&nbsp;Heidelberg Materials Finance Luxembourg SA | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/14/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp; 111 |
| &nbsp;&nbsp;&nbsp;Heidelberg Materials Finance Luxembourg SA | 1.125% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 8373 | &nbsp;&nbsp;&nbsp;&nbsp; 9176 |
| &nbsp;&nbsp;&nbsp;Heidelberg Materials Finance Luxembourg SA | 1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 4/24/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2200 | &nbsp;&nbsp;&nbsp;&nbsp; 2434 |
| &nbsp;&nbsp;&nbsp;Heidelberg Materials Finance Luxembourg SA | 4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 11/21/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 8000 | &nbsp;&nbsp;&nbsp;&nbsp; 9822 |
| &nbsp;&nbsp;&nbsp;Henkel AG & Co. KGaA | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 11/17/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2500 | &nbsp;&nbsp;&nbsp;&nbsp; 2371 |
| &nbsp;&nbsp;&nbsp;HOCHTIEF AG | 0.625% | &nbsp;&nbsp;&nbsp;&nbsp; 4/26/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4998 | &nbsp;&nbsp;&nbsp;&nbsp; 5156 |
| &nbsp;&nbsp;&nbsp;HOWOGE Wohnungs-baugesellschaft mbH | 0.625% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2900 | &nbsp;&nbsp;&nbsp;&nbsp; 3018 |
| &nbsp;&nbsp;&nbsp;HOWOGE Wohnungs-baugesellschaft mbH | 1.125% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3600 | &nbsp;&nbsp;&nbsp;&nbsp; 3253 |
| &nbsp;&nbsp;&nbsp;Infineon Technologies AG | 1.625% | &nbsp;&nbsp;&nbsp;&nbsp; 6/24/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4200 | &nbsp;&nbsp;&nbsp;&nbsp; 4532 |
| &nbsp;&nbsp;&nbsp;Infineon Technologies AG | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/24/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1800 | &nbsp;&nbsp;&nbsp;&nbsp; 1870 |
| &nbsp;&nbsp;&nbsp;ING-DiBa AG | 0.125% | &nbsp;&nbsp;&nbsp;&nbsp; 5/23/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 17500 | &nbsp;&nbsp;&nbsp;&nbsp; 19058 |
| &nbsp;&nbsp;&nbsp;ING-DiBa AG | 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 9/9/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 11200 | &nbsp;&nbsp;&nbsp;&nbsp; 12903 |
| &nbsp;&nbsp;&nbsp;ING-DiBa AG | 1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 10/9/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6000 | &nbsp;&nbsp;&nbsp;&nbsp; 5992 |

---

------

Total International Bond II Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;&nbsp;&nbsp;Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| &nbsp;&nbsp;&nbsp;ING-DiBa AG | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/23/39 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 9400 | &nbsp;&nbsp;&nbsp;&nbsp; 8033 |
| &nbsp;&nbsp;&nbsp;K&S AG | 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/19/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6000 | &nbsp;&nbsp;&nbsp;&nbsp; 7003 |
| &nbsp;&nbsp;&nbsp;Landesbank Baden-Wuerttemberg | 0.375% | &nbsp;&nbsp;&nbsp;&nbsp; 2/18/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 24500 | &nbsp;&nbsp;&nbsp;&nbsp; 26693 |
| &nbsp;&nbsp;&nbsp;Landesbank Baden-Wuerttemberg | 0.010% | &nbsp;&nbsp;&nbsp;&nbsp; 7/16/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1580 | &nbsp;&nbsp;&nbsp;&nbsp; 1711 |
| &nbsp;&nbsp;&nbsp;Landesbank Baden-Wuerttemberg | 2.625% | &nbsp;&nbsp;&nbsp;&nbsp; 11/12/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 41826 | &nbsp;&nbsp;&nbsp;&nbsp; 47989 |
| &nbsp;&nbsp;&nbsp;Landesbank Baden-Wuerttemberg | 0.010% | &nbsp;&nbsp;&nbsp;&nbsp; 9/18/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4003 | &nbsp;&nbsp;&nbsp;&nbsp; 4213 |
| &nbsp;&nbsp;&nbsp;Landesbank Baden-Wuerttemberg | 2.375% | &nbsp;&nbsp;&nbsp;&nbsp; 10/31/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 15350 | &nbsp;&nbsp;&nbsp;&nbsp; 17474 |
| &nbsp;&nbsp;&nbsp;Landesbank Baden-Wuerttemberg | 0.375% | &nbsp;&nbsp;&nbsp;&nbsp; 5/7/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6500 | &nbsp;&nbsp;&nbsp;&nbsp; 6630 |
| &nbsp;&nbsp;&nbsp;Landesbank Hessen-Thueringen Girozentrale | 2.375% | &nbsp;&nbsp;&nbsp;&nbsp; 9/21/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 15000 | &nbsp;&nbsp;&nbsp;&nbsp; 17070 |
| &nbsp;&nbsp;&nbsp;Landesbank Hessen-Thueringen Girozentrale | 0.625% | &nbsp;&nbsp;&nbsp;&nbsp; 1/12/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4000 | &nbsp;&nbsp;&nbsp;&nbsp; 4427 |
| &nbsp;&nbsp;&nbsp;Landesbank Hessen-Thueringen Girozentrale | 0.010% | &nbsp;&nbsp;&nbsp;&nbsp; 7/19/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 22500 | &nbsp;&nbsp;&nbsp;&nbsp; 24362 |
| &nbsp;&nbsp;&nbsp;Landesbank Hessen-Thueringen Girozentrale | 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 8/31/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 12500 | &nbsp;&nbsp;&nbsp;&nbsp; 14606 |
| &nbsp;&nbsp;&nbsp;Landesbank Hessen-Thueringen Girozentrale | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/4/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5903 |
| &nbsp;&nbsp;&nbsp;Landesbank Hessen-Thueringen Girozentrale | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 1/19/37 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4000 | &nbsp;&nbsp;&nbsp;&nbsp; 3366 |
| &nbsp;&nbsp;&nbsp;LANXESS AG | 0.625% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6600 | &nbsp;&nbsp;&nbsp;&nbsp; 6524 |
| &nbsp;&nbsp;&nbsp;LEG Immobilien SE | 0.875% | &nbsp;&nbsp;&nbsp;&nbsp; 11/28/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4500 | &nbsp;&nbsp;&nbsp;&nbsp; 4865 |
| &nbsp;&nbsp;&nbsp;LEG Immobilien SE | 0.875% | &nbsp;&nbsp;&nbsp;&nbsp; 1/17/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4600 | &nbsp;&nbsp;&nbsp;&nbsp; 4820 |
| &nbsp;&nbsp;&nbsp;LEG Immobilien SE | 0.750% | &nbsp;&nbsp;&nbsp;&nbsp; 6/30/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3000 | &nbsp;&nbsp;&nbsp;&nbsp; 2895 |
| &nbsp;&nbsp;&nbsp;LEG Immobilien SE | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 11/19/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1700 | &nbsp;&nbsp;&nbsp;&nbsp; 1577 |
| &nbsp;&nbsp;&nbsp;LEG Immobilien SE | 0.875% | &nbsp;&nbsp;&nbsp;&nbsp; 3/30/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2300 | &nbsp;&nbsp;&nbsp;&nbsp; 2078 |
| &nbsp;&nbsp;&nbsp;LEG Immobilien SE | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 1/17/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4900 | &nbsp;&nbsp;&nbsp;&nbsp; 4492 |
| &nbsp;&nbsp;&nbsp;Lloyds Bank GmbH | 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 9/10/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6800 | &nbsp;&nbsp;&nbsp;&nbsp; 7802 |
| &nbsp;&nbsp;&nbsp;Mercedes-Benz Finance Canada Inc. | 5.120% | &nbsp;&nbsp;&nbsp;&nbsp; 6/27/28 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1700 | &nbsp;&nbsp;&nbsp;&nbsp; 1290 |
| &nbsp;&nbsp;&nbsp;Mercedes-Benz Group AG | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4740 | &nbsp;&nbsp;&nbsp;&nbsp; 5189 |
| &nbsp;&nbsp;&nbsp;Mercedes-Benz Group AG | 1.375% | &nbsp;&nbsp;&nbsp;&nbsp; 5/11/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2500 | &nbsp;&nbsp;&nbsp;&nbsp; 2733 |
| &nbsp;&nbsp;&nbsp;Mercedes-Benz Group AG | 0.750% | &nbsp;&nbsp;&nbsp;&nbsp; 2/8/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 9388 | &nbsp;&nbsp;&nbsp;&nbsp; 9634 |
| &nbsp;&nbsp;&nbsp;Mercedes-Benz Group AG | 2.375% | &nbsp;&nbsp;&nbsp;&nbsp; 5/22/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 11900 | &nbsp;&nbsp;&nbsp;&nbsp; 13147 |
| &nbsp;&nbsp;&nbsp;Mercedes-Benz Group AG | 0.750% | &nbsp;&nbsp;&nbsp;&nbsp; 9/10/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2439 | &nbsp;&nbsp;&nbsp;&nbsp; 2464 |
| &nbsp;&nbsp;&nbsp;Mercedes-Benz Group AG | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/27/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5581 | &nbsp;&nbsp;&nbsp;&nbsp; 5953 |
| &nbsp;&nbsp;&nbsp;Mercedes-Benz Group AG | 1.125% | &nbsp;&nbsp;&nbsp;&nbsp; 11/6/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4876 | &nbsp;&nbsp;&nbsp;&nbsp; 4848 |
| &nbsp;&nbsp;&nbsp;Mercedes-Benz Group AG | 0.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/11/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4900 | &nbsp;&nbsp;&nbsp;&nbsp; 4567 |
| &nbsp;&nbsp;&nbsp;Mercedes-Benz Group AG | 2.125% | &nbsp;&nbsp;&nbsp;&nbsp; 7/3/37 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1818 | &nbsp;&nbsp;&nbsp;&nbsp; 1760 |
| &nbsp;&nbsp;&nbsp;Mercedes-Benz International Finance BV | 1.375% | &nbsp;&nbsp;&nbsp;&nbsp; 6/26/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 17484 | &nbsp;&nbsp;&nbsp;&nbsp; 19572 |
| &nbsp;&nbsp;&nbsp;Mercedes-Benz International Finance BV | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 8/22/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 12072 | &nbsp;&nbsp;&nbsp;&nbsp; 13608 |
| &nbsp;&nbsp;&nbsp;Mercedes-Benz International Finance BV | 0.375% | &nbsp;&nbsp;&nbsp;&nbsp; 11/8/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7314 | &nbsp;&nbsp;&nbsp;&nbsp; 8036 |
| &nbsp;&nbsp;&nbsp;Mercedes-Benz International Finance BV | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 2/9/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4700 | &nbsp;&nbsp;&nbsp;&nbsp; 5256 |
| &nbsp;&nbsp;&nbsp;Mercedes-Benz International Finance BV | 0.625% | &nbsp;&nbsp;&nbsp;&nbsp; 5/6/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7314 | &nbsp;&nbsp;&nbsp;&nbsp; 7995 |
| &nbsp;&nbsp;&nbsp;Mercedes-Benz International Finance BV | 3.700% | &nbsp;&nbsp;&nbsp;&nbsp; 5/30/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 8000 | &nbsp;&nbsp;&nbsp;&nbsp; 9352 |
| &nbsp;&nbsp;&nbsp;Mercedes-Benz International Finance BV | 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 1/10/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6800 | &nbsp;&nbsp;&nbsp;&nbsp; 7698 |
| &nbsp;&nbsp;&nbsp;Merck Financial Services GmbH | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 7/16/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4000 | &nbsp;&nbsp;&nbsp;&nbsp; 4255 |
| &nbsp;&nbsp;&nbsp;Merck Financial Services GmbH | 0.875% | &nbsp;&nbsp;&nbsp;&nbsp; 7/5/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp; 200 |
| &nbsp;&nbsp;&nbsp;Merck KGaA | 3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 8/27/54 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3000 | &nbsp;&nbsp;&nbsp;&nbsp; 3380 |
| &nbsp;&nbsp;&nbsp;Merck KGaA | 1.625% | &nbsp;&nbsp;&nbsp;&nbsp; 9/9/80 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5400 | &nbsp;&nbsp;&nbsp;&nbsp; 5979 |
| &nbsp;&nbsp;&nbsp;Muenchener Hypothekenbank eG | 0.625% | &nbsp;&nbsp;&nbsp;&nbsp; 10/23/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 586 | &nbsp;&nbsp;&nbsp;&nbsp; 651 |
| &nbsp;&nbsp;&nbsp;Muenchener Hypothekenbank eG | 0.625% | &nbsp;&nbsp;&nbsp;&nbsp; 5/7/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6339 | &nbsp;&nbsp;&nbsp;&nbsp; 6982 |
| &nbsp;&nbsp;&nbsp;Muenchener Hypothekenbank eG | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 8/4/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 15000 | &nbsp;&nbsp;&nbsp;&nbsp; 17343 |
| &nbsp;&nbsp;&nbsp;Muenchener Hypothekenbank eG | 0.625% | &nbsp;&nbsp;&nbsp;&nbsp; 11/10/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7314 | &nbsp;&nbsp;&nbsp;&nbsp; 7984 |
| &nbsp;&nbsp;&nbsp;Muenchener Hypothekenbank eG | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/14/28 | &nbsp;&nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp; 8000 | &nbsp;&nbsp;&nbsp;&nbsp; 9715 |
| &nbsp;&nbsp;&nbsp;Muenchener Hypothekenbank eG | 2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 7/4/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6217 | &nbsp;&nbsp;&nbsp;&nbsp; 7110 |
| &nbsp;&nbsp;&nbsp;Muenchener Hypothekenbank eG | 2.625% | &nbsp;&nbsp;&nbsp;&nbsp; 2/3/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6000 | &nbsp;&nbsp;&nbsp;&nbsp; 6843 |
| &nbsp;&nbsp;&nbsp;Muenchener Hypothekenbank eG | 1.875% | &nbsp;&nbsp;&nbsp;&nbsp; 8/25/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 32000 | &nbsp;&nbsp;&nbsp;&nbsp; 34397 |
| &nbsp;&nbsp;&nbsp;Muenchener Hypothekenbank eG | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/18/39 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4535 | &nbsp;&nbsp;&nbsp;&nbsp; 3879 |
| &nbsp;&nbsp;&nbsp;Muenchener Hypothekenbank eG | 0.010% | &nbsp;&nbsp;&nbsp;&nbsp; 10/19/39 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3635 | &nbsp;&nbsp;&nbsp;&nbsp; 2592 |
| &nbsp;&nbsp;&nbsp;Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen | 1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/26/41 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6700 | &nbsp;&nbsp;&nbsp;&nbsp; 6623 |
| &nbsp;&nbsp;&nbsp;Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/26/42 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10100 | &nbsp;&nbsp;&nbsp;&nbsp; 9526 |
| &nbsp;&nbsp;&nbsp;Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen | 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/26/44 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6900 | &nbsp;&nbsp;&nbsp;&nbsp; 7911 |
| &nbsp;&nbsp;&nbsp;Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen | 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/26/49 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2200 | &nbsp;&nbsp;&nbsp;&nbsp; 2465 |
| &nbsp;&nbsp;&nbsp;Norddeutsche Landesbank-Girozentrale | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/29/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 25 | &nbsp;&nbsp;&nbsp;&nbsp; 28 |
| &nbsp;&nbsp;&nbsp;Norddeutsche Landesbank-Girozentrale | 0.010% | &nbsp;&nbsp;&nbsp;&nbsp; 9/23/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 14600 | &nbsp;&nbsp;&nbsp;&nbsp; 16076 |
| &nbsp;&nbsp;&nbsp;Norddeutsche Landesbank-Girozentrale | 0.250% | &nbsp;&nbsp;&nbsp;&nbsp; 10/28/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4876 | &nbsp;&nbsp;&nbsp;&nbsp; 5379 |
| &nbsp;&nbsp;&nbsp;Norddeutsche Landesbank-Girozentrale | 0.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/5/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 39655 | &nbsp;&nbsp;&nbsp;&nbsp; 42307 |
| &nbsp;&nbsp;&nbsp;Roadster Finance DAC | 2.375% | &nbsp;&nbsp;&nbsp;&nbsp; 12/8/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp; 110 |
| &nbsp;&nbsp;&nbsp;Robert Bosch GmbH | 3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 6/2/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3000 | &nbsp;&nbsp;&nbsp;&nbsp; 3496 |
| &nbsp;&nbsp;&nbsp;Robert Bosch GmbH | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/2/35 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4000 | &nbsp;&nbsp;&nbsp;&nbsp; 4667 |
| &nbsp;&nbsp;&nbsp;Robert Bosch GmbH | 4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 6/2/43 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 11700 | &nbsp;&nbsp;&nbsp;&nbsp; 13339 |
| &nbsp;&nbsp;&nbsp;Robert Bosch Investment Nederland BV | 2.625% | &nbsp;&nbsp;&nbsp;&nbsp; 5/24/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 500 | &nbsp;&nbsp;&nbsp;&nbsp; 572 |
| &nbsp;&nbsp;&nbsp;RWE AG | 2.125% | &nbsp;&nbsp;&nbsp;&nbsp; 5/24/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp;&nbsp; 2260 |
| &nbsp;&nbsp;&nbsp;RWE AG | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 11/26/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 8695 | &nbsp;&nbsp;&nbsp;&nbsp; 9190 |
| &nbsp;&nbsp;&nbsp;RWE AG | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 11/26/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6585 | &nbsp;&nbsp;&nbsp;&nbsp; 6115 |
| &nbsp;&nbsp;&nbsp;RWE AG | 4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 2/13/35 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3000 | &nbsp;&nbsp;&nbsp;&nbsp; 3551 |

---

------

Total International Bond II Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;&nbsp;&nbsp;Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| &nbsp;&nbsp;&nbsp;Santander Consumer Bank AG | 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/30/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5804 |
| &nbsp;&nbsp;&nbsp;SAP SE | 0.125% | &nbsp;&nbsp;&nbsp;&nbsp; 5/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5541 |
| &nbsp;&nbsp;&nbsp;SAP SE | 1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 2/22/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3000 | &nbsp;&nbsp;&nbsp;&nbsp; 3376 |
| &nbsp;&nbsp;&nbsp;SAP SE | 1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 3/10/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2900 | &nbsp;&nbsp;&nbsp;&nbsp; 3194 |
| &nbsp;&nbsp;&nbsp;SAP SE | 0.375% | &nbsp;&nbsp;&nbsp;&nbsp; 5/18/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6900 | &nbsp;&nbsp;&nbsp;&nbsp; 7224 |
| &nbsp;&nbsp;&nbsp;SAP SE | 1.625% | &nbsp;&nbsp;&nbsp;&nbsp; 3/10/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7600 | &nbsp;&nbsp;&nbsp;&nbsp; 8114 |
| &nbsp;&nbsp;&nbsp;Sartorius Finance BV | 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 9/14/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 9000 | &nbsp;&nbsp;&nbsp;&nbsp; 10649 |
| &nbsp;&nbsp;&nbsp;Sartorius Finance BV | 4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 9/14/35 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5992 |
| &nbsp;&nbsp;&nbsp;Siemens Energy Finance BV | 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 4/5/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5897 |
| &nbsp;&nbsp;&nbsp;Siemens Financieringsmaatschappij NV | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/6/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1000 | &nbsp;&nbsp;&nbsp;&nbsp; 1101 |
| &nbsp;&nbsp;&nbsp;Siemens Financieringsmaatschappij NV | 0.900% | &nbsp;&nbsp;&nbsp;&nbsp; 2/28/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1000 | &nbsp;&nbsp;&nbsp;&nbsp; 1094 |
| &nbsp;&nbsp;&nbsp;Siemens Financieringsmaatschappij NV | 2.875% | &nbsp;&nbsp;&nbsp;&nbsp; 3/10/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7523 | &nbsp;&nbsp;&nbsp;&nbsp; 8673 |
| &nbsp;&nbsp;&nbsp;Siemens Financieringsmaatschappij NV | 0.250% | &nbsp;&nbsp;&nbsp;&nbsp; 2/20/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 13200 | &nbsp;&nbsp;&nbsp;&nbsp; 13847 |
| &nbsp;&nbsp;&nbsp;Siemens Financieringsmaatschappij NV | 0.125% | &nbsp;&nbsp;&nbsp;&nbsp; 9/5/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5179 | &nbsp;&nbsp;&nbsp;&nbsp; 5395 |
| &nbsp;&nbsp;&nbsp;Siemens Financieringsmaatschappij NV | 1.375% | &nbsp;&nbsp;&nbsp;&nbsp; 9/6/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 13275 | &nbsp;&nbsp;&nbsp;&nbsp; 14179 |
| &nbsp;&nbsp;&nbsp;Siemens Financieringsmaatschappij NV | 3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 8/24/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7000 | &nbsp;&nbsp;&nbsp;&nbsp; 8199 |
| &nbsp;&nbsp;&nbsp;Siemens Financieringsmaatschappij NV | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 2/20/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3800 | &nbsp;&nbsp;&nbsp;&nbsp; 3671 |
| &nbsp;&nbsp;&nbsp;Siemens Financieringsmaatschappij NV | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/8/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5655 |
| &nbsp;&nbsp;&nbsp;Siemens Financieringsmaatschappij NV | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 9/5/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3413 | &nbsp;&nbsp;&nbsp;&nbsp; 3109 |
| &nbsp;&nbsp;&nbsp;Siemens Financieringsmaatschappij NV | 1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 2/25/35 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7600 | &nbsp;&nbsp;&nbsp;&nbsp; 7206 |
| &nbsp;&nbsp;&nbsp;Siemens Financieringsmaatschappij NV | 3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 2/22/37 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 14000 | &nbsp;&nbsp;&nbsp;&nbsp; 15535 |
| &nbsp;&nbsp;&nbsp;Siemens Financieringsmaatschappij NV | 1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 2/28/39 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7984 | &nbsp;&nbsp;&nbsp;&nbsp; 7305 |
| &nbsp;&nbsp;&nbsp;Siemens Financieringsmaatschappij NV | 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 9/10/42 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 7400 | &nbsp;&nbsp;&nbsp;&nbsp; 7875 |
| &nbsp;&nbsp;&nbsp;Siemens Financieringsmaatschappij NV | 3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 2/22/44 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3000 | &nbsp;&nbsp;&nbsp;&nbsp; 3260 |
| &nbsp;&nbsp;&nbsp;Sirius Real Estate Ltd. | 1.125% | &nbsp;&nbsp;&nbsp;&nbsp; 6/22/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp; 110 |
| &nbsp;&nbsp;&nbsp;TAG Immobilien AG | 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 3/4/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2400 | &nbsp;&nbsp;&nbsp;&nbsp; 2762 |
| &nbsp;&nbsp;&nbsp;Talanx AG | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/25/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1500 | &nbsp;&nbsp;&nbsp;&nbsp; 1784 |
| &nbsp;&nbsp;&nbsp;Talanx AG | 2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 12/5/47 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 13800 | &nbsp;&nbsp;&nbsp;&nbsp; 15184 |
| &nbsp;&nbsp;&nbsp;Traton Finance Luxembourg SA | 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/16/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5848 |
| &nbsp;&nbsp;&nbsp;Traton Finance Luxembourg SA | 0.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/24/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 8000 | &nbsp;&nbsp;&nbsp;&nbsp; 8261 |
| &nbsp;&nbsp;&nbsp;Traton Finance Luxembourg SA | 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/27/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3500 | &nbsp;&nbsp;&nbsp;&nbsp; 4021 |
| &nbsp;&nbsp;&nbsp;Traton Finance Luxembourg SA | 1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 3/24/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4600 | &nbsp;&nbsp;&nbsp;&nbsp; 4289 |
| &nbsp;&nbsp;&nbsp;UniCredit Bank GmbH | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/4/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 125 | &nbsp;&nbsp;&nbsp;&nbsp; 139 |
| &nbsp;&nbsp;&nbsp;UniCredit Bank GmbH | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 2/23/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 27000 | &nbsp;&nbsp;&nbsp;&nbsp; 29730 |
| &nbsp;&nbsp;&nbsp;UniCredit Bank GmbH | 0.010% | &nbsp;&nbsp;&nbsp;&nbsp; 11/19/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10000 | &nbsp;&nbsp;&nbsp;&nbsp; 10719 |
| &nbsp;&nbsp;&nbsp;UniCredit Bank GmbH | 0.010% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7545 | &nbsp;&nbsp;&nbsp;&nbsp; 7914 |
| &nbsp;&nbsp;&nbsp;UniCredit Bank GmbH | 0.875% | &nbsp;&nbsp;&nbsp;&nbsp; 1/11/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6192 | &nbsp;&nbsp;&nbsp;&nbsp; 6650 |
| &nbsp;&nbsp;&nbsp;UniCredit Bank GmbH | 0.125% | &nbsp;&nbsp;&nbsp;&nbsp; 11/22/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7000 | &nbsp;&nbsp;&nbsp;&nbsp; 7143 |
| &nbsp;&nbsp;&nbsp;UniCredit Bank GmbH | 0.010% | &nbsp;&nbsp;&nbsp;&nbsp; 6/24/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6242 | &nbsp;&nbsp;&nbsp;&nbsp; 6226 |
| &nbsp;&nbsp;&nbsp;UniCredit Bank GmbH | 0.250% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 9508 | &nbsp;&nbsp;&nbsp;&nbsp; 9198 |
| &nbsp;&nbsp;&nbsp;UniCredit Bank GmbH | 0.850% | &nbsp;&nbsp;&nbsp;&nbsp; 5/22/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 17363 | &nbsp;&nbsp;&nbsp;&nbsp; 16386 |
| &nbsp;&nbsp;&nbsp;Vier Gas Transport GmbH | 0.125% | &nbsp;&nbsp;&nbsp;&nbsp; 9/10/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4000 | &nbsp;&nbsp;&nbsp;&nbsp; 4002 |
| &nbsp;&nbsp;&nbsp;Vier Gas Transport GmbH | 4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 9/26/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 6058 |
| &nbsp;&nbsp;&nbsp;Volkswagen Bank GmbH | 2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 7/31/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2700 | &nbsp;&nbsp;&nbsp;&nbsp; 3054 |
| &nbsp;&nbsp;&nbsp;Volkswagen Bank GmbH | 4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 5/3/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 11000 | &nbsp;&nbsp;&nbsp;&nbsp; 12962 |
| &nbsp;&nbsp;&nbsp;Volkswagen Financial Services AG | 2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 10/16/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4103 | &nbsp;&nbsp;&nbsp;&nbsp; 4635 |
| &nbsp;&nbsp;&nbsp;Volkswagen Financial Services AG | 0.125% | &nbsp;&nbsp;&nbsp;&nbsp; 2/12/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 16000 | &nbsp;&nbsp;&nbsp;&nbsp; 17355 |
| &nbsp;&nbsp;&nbsp;Volkswagen Financial Services AG | 0.875% | &nbsp;&nbsp;&nbsp;&nbsp; 1/31/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 13583 | &nbsp;&nbsp;&nbsp;&nbsp; 14552 |
| &nbsp;&nbsp;&nbsp;Volkswagen Financial Services AG | 3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 4/6/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7838 | &nbsp;&nbsp;&nbsp;&nbsp; 8998 |
| &nbsp;&nbsp;&nbsp;Volkswagen Financial Services AG | 3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 5/19/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3000 | &nbsp;&nbsp;&nbsp;&nbsp; 3416 |
| &nbsp;&nbsp;&nbsp;Volkswagen Financial Services AG | 0.375% | &nbsp;&nbsp;&nbsp;&nbsp; 2/12/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2397 | &nbsp;&nbsp;&nbsp;&nbsp; 2347 |
| &nbsp;&nbsp;&nbsp;Volkswagen Financial Services AG | 3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 9/10/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6000 | &nbsp;&nbsp;&nbsp;&nbsp; 6892 |
| &nbsp;&nbsp;&nbsp;Volkswagen Financial Services Australia Pty Ltd. | 5.300% | &nbsp;&nbsp;&nbsp;&nbsp; 2/9/27 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 3225 |
| &nbsp;&nbsp;&nbsp;Volkswagen Financial Services NV | 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 4/13/27 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 1900 | &nbsp;&nbsp;&nbsp;&nbsp; 2435 |
| &nbsp;&nbsp;&nbsp;Volkswagen Financial Services NV | 6.500% | &nbsp;&nbsp;&nbsp;&nbsp; 9/18/27 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 2500 | &nbsp;&nbsp;&nbsp;&nbsp; 3404 |
| &nbsp;&nbsp;&nbsp;Volkswagen Financial Services NV | 2.125% | &nbsp;&nbsp;&nbsp;&nbsp; 1/18/28 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 8700 | &nbsp;&nbsp;&nbsp;&nbsp; 10638 |
| &nbsp;&nbsp;&nbsp;Volkswagen Financial Services NV | 1.375% | &nbsp;&nbsp;&nbsp;&nbsp; 9/14/28 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 4300 | &nbsp;&nbsp;&nbsp;&nbsp; 5041 |
| &nbsp;&nbsp;&nbsp;Volkswagen Financial Services NV | 2.493% | &nbsp;&nbsp;&nbsp;&nbsp; 2/12/30 | &nbsp;&nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp;&nbsp; 2518 |
| &nbsp;&nbsp;&nbsp;Volkswagen International Finance NV | 3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 11/16/26 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 3600 | &nbsp;&nbsp;&nbsp;&nbsp; 4662 |
| &nbsp;&nbsp;&nbsp;Volkswagen International Finance NV | 1.875% | &nbsp;&nbsp;&nbsp;&nbsp; 3/30/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 20000 | &nbsp;&nbsp;&nbsp;&nbsp; 22274 |
| &nbsp;&nbsp;&nbsp;Volkswagen International Finance NV | 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 9/28/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4000 | &nbsp;&nbsp;&nbsp;&nbsp; 4626 |
| &nbsp;&nbsp;&nbsp;Volkswagen International Finance NV | 2.625% | &nbsp;&nbsp;&nbsp;&nbsp; 11/16/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3000 | &nbsp;&nbsp;&nbsp;&nbsp; 3387 |
| &nbsp;&nbsp;&nbsp;Volkswagen International Finance NV | 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 3/29/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5836 |
| &nbsp;&nbsp;&nbsp;Volkswagen International Finance NV | 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 11/18/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp; 223 |
| &nbsp;&nbsp;&nbsp;Volkswagen International Finance NV | 1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 9/23/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2900 | &nbsp;&nbsp;&nbsp;&nbsp; 2740 |
| &nbsp;&nbsp;&nbsp;Volkswagen International Finance NV | 3.300% | &nbsp;&nbsp;&nbsp;&nbsp; 3/22/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 300 | &nbsp;&nbsp;&nbsp;&nbsp; 325 |
| &nbsp;&nbsp;&nbsp;Volkswagen International Finance NV | 4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 11/16/38 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5700 | &nbsp;&nbsp;&nbsp;&nbsp; 6316 |
| &nbsp;&nbsp;&nbsp;Volkswagen International Finance NV | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 1/21/41 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 8000 | &nbsp;&nbsp;&nbsp;&nbsp; 5728 |
| &nbsp;&nbsp;&nbsp;Volkswagen International Finance NV | 3.500% | Perpetual | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4500 | &nbsp;&nbsp;&nbsp;&nbsp; 4641 |
| &nbsp;&nbsp;&nbsp;Volkswagen International Finance NV | 3.748% | Perpetual | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 12100 | &nbsp;&nbsp;&nbsp;&nbsp; 13374 |

---

------

Total International Bond II Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;&nbsp;&nbsp;Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| &nbsp;&nbsp;&nbsp;Volkswagen International Finance NV | 3.875% | Perpetual | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7700 | &nbsp;&nbsp;&nbsp;&nbsp; 8560 |
| &nbsp;&nbsp;&nbsp;Volkswagen International Finance NV | 3.875% | Perpetual | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 15700 | &nbsp;&nbsp;&nbsp;&nbsp; 16609 |
| &nbsp;&nbsp;&nbsp;Volkswagen International Finance NV | 4.375% | Perpetual | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4000 | &nbsp;&nbsp;&nbsp;&nbsp; 4211 |
| &nbsp;&nbsp;&nbsp;Volkswagen International Finance NV | 4.625% | Perpetual | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5700 | &nbsp;&nbsp;&nbsp;&nbsp; 6374 |
| &nbsp;&nbsp;&nbsp;Volkswagen International Finance NV | 7.875% | Perpetual | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3000 | &nbsp;&nbsp;&nbsp;&nbsp; 3784 |
| &nbsp;&nbsp;&nbsp;Volkswagen Leasing GmbH | 0.375% | &nbsp;&nbsp;&nbsp;&nbsp; 7/20/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 8147 | &nbsp;&nbsp;&nbsp;&nbsp; 8997 |
| &nbsp;&nbsp;&nbsp;Volkswagen Leasing GmbH | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 1/12/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 12099 | &nbsp;&nbsp;&nbsp;&nbsp; 12508 |
| &nbsp;&nbsp;&nbsp;Volkswagen Leasing GmbH | 0.625% | &nbsp;&nbsp;&nbsp;&nbsp; 7/19/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4000 | &nbsp;&nbsp;&nbsp;&nbsp; 4062 |
| &nbsp;&nbsp;&nbsp;Vonovia SE | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/10/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2500 | &nbsp;&nbsp;&nbsp;&nbsp; 2797 |
| &nbsp;&nbsp;&nbsp;Vonovia SE | 0.625% | &nbsp;&nbsp;&nbsp;&nbsp; 7/9/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 8000 | &nbsp;&nbsp;&nbsp;&nbsp; 8881 |
| &nbsp;&nbsp;&nbsp;Vonovia SE | 1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/25/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp; 112 |
| &nbsp;&nbsp;&nbsp;Vonovia SE | 0.375% | &nbsp;&nbsp;&nbsp;&nbsp; 6/16/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3500 | &nbsp;&nbsp;&nbsp;&nbsp; 3787 |
| &nbsp;&nbsp;&nbsp;Vonovia SE | 0.625% | &nbsp;&nbsp;&nbsp;&nbsp; 10/7/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3000 | &nbsp;&nbsp;&nbsp;&nbsp; 3237 |
| &nbsp;&nbsp;&nbsp;Vonovia SE | 1.875% | &nbsp;&nbsp;&nbsp;&nbsp; 6/28/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10400 | &nbsp;&nbsp;&nbsp;&nbsp; 11420 |
| &nbsp;&nbsp;&nbsp;Vonovia SE | 0.250% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6000 | &nbsp;&nbsp;&nbsp;&nbsp; 6214 |
| &nbsp;&nbsp;&nbsp;Vonovia SE | 0.625% | &nbsp;&nbsp;&nbsp;&nbsp; 12/14/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 11300 | &nbsp;&nbsp;&nbsp;&nbsp; 11484 |
| &nbsp;&nbsp;&nbsp;Vonovia SE | 2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 4/7/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1900 | &nbsp;&nbsp;&nbsp;&nbsp; 2071 |
| &nbsp;&nbsp;&nbsp;Vonovia SE | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/9/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2800 | &nbsp;&nbsp;&nbsp;&nbsp; 2836 |
| &nbsp;&nbsp;&nbsp;Vonovia SE | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 11/23/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp;&nbsp; 2453 |
| &nbsp;&nbsp;&nbsp;Vonovia SE | 2.375% | &nbsp;&nbsp;&nbsp;&nbsp; 3/25/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5100 | &nbsp;&nbsp;&nbsp;&nbsp; 5348 |
| &nbsp;&nbsp;&nbsp;Vonovia SE | 0.750% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 9800 | &nbsp;&nbsp;&nbsp;&nbsp; 9050 |
| &nbsp;&nbsp;&nbsp;Vonovia SE | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/16/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 9400 | &nbsp;&nbsp;&nbsp;&nbsp; 8554 |
| &nbsp;&nbsp;&nbsp;Vonovia SE | 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 4/10/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3900 | &nbsp;&nbsp;&nbsp;&nbsp; 4537 |
| &nbsp;&nbsp;&nbsp;Vonovia SE | 1.125% | &nbsp;&nbsp;&nbsp;&nbsp; 9/14/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10000 | &nbsp;&nbsp;&nbsp;&nbsp; 8768 |
| &nbsp;&nbsp;&nbsp;Vonovia SE | 5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 1/18/36 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp;&nbsp; 2545 |
| &nbsp;&nbsp;&nbsp;Vonovia SE | 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/22/38 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 700 | &nbsp;&nbsp;&nbsp;&nbsp; 677 |
| &nbsp;&nbsp;&nbsp;Vonovia SE | 1.625% | &nbsp;&nbsp;&nbsp;&nbsp; 10/7/39 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1400 | &nbsp;&nbsp;&nbsp;&nbsp; 1143 |
| &nbsp;&nbsp;&nbsp;Vonovia SE | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/28/41 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp;&nbsp; 1409 |
| &nbsp;&nbsp;&nbsp;Vonovia SE | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/14/41 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp;&nbsp; 1485 |
| &nbsp;&nbsp;&nbsp;VW Credit Canada Inc. | 2.450% | &nbsp;&nbsp;&nbsp;&nbsp; 12/10/26 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp;&nbsp; 1429 |
| &nbsp;&nbsp;&nbsp;VW Credit Canada Inc. | 5.860% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp;&nbsp; 1524 |
| &nbsp;&nbsp;&nbsp;Wintershall Dea Finance BV | 1.332% | &nbsp;&nbsp;&nbsp;&nbsp; 9/25/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3500 | &nbsp;&nbsp;&nbsp;&nbsp; 3702 |
| &nbsp;&nbsp;&nbsp;Wintershall Dea Finance BV | 1.823% | &nbsp;&nbsp;&nbsp;&nbsp; 9/25/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4900 | &nbsp;&nbsp;&nbsp;&nbsp; 4804 |
| &nbsp;&nbsp;&nbsp;Wintershall Dea Finance BV | 4.357% | &nbsp;&nbsp;&nbsp;&nbsp; 10/3/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6000 | &nbsp;&nbsp;&nbsp;&nbsp; 6667 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **3043321** |
| **Greece (0.0%)** | **Greece (0.0%)** | **Greece (0.0%)** |  |  |  |
| &nbsp;&nbsp;&nbsp;Eurobank SA | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/7/36 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5548 |
| **Hong Kong (0.0%)** | **Hong Kong (0.0%)** | **Hong Kong (0.0%)** |  |  |  |
| &nbsp;&nbsp;&nbsp;Prudential Funding Asia plc | 5.875% | &nbsp;&nbsp;&nbsp;&nbsp; 5/11/29 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 1541 | &nbsp;&nbsp;&nbsp;&nbsp; 2139 |
| &nbsp;&nbsp;&nbsp;Prudential Funding Asia plc | 6.125% | &nbsp;&nbsp;&nbsp;&nbsp; 12/19/31 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 1922 | &nbsp;&nbsp;&nbsp;&nbsp; 2614 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **4753** |
| **Indonesia (0.0%)** | **Indonesia (0.0%)** | **Indonesia (0.0%)** |  |  |  |
| &nbsp;&nbsp;&nbsp;Perusahaan Perseroan Persero PT Perusahaan Listrik Negara | 1.875% | &nbsp;&nbsp;&nbsp;&nbsp; 11/5/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1100 | &nbsp;&nbsp;&nbsp;&nbsp; 1072 |
| **Ireland (0.1%)** | **Ireland (0.1%)** | **Ireland (0.1%)** |  |  |  |
| &nbsp;&nbsp;&nbsp;AIB Group plc | 5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 2/16/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6300 | &nbsp;&nbsp;&nbsp;&nbsp; 7661 |
| &nbsp;&nbsp;&nbsp;AIB Group plc | 4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 7/23/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10000 | &nbsp;&nbsp;&nbsp;&nbsp; 11856 |
| &nbsp;&nbsp;&nbsp;AIB Group plc | 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 10/23/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10000 | &nbsp;&nbsp;&nbsp;&nbsp; 12328 |
| &nbsp;&nbsp;&nbsp;Bank of Ireland Group plc | 4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 7/16/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 9000 | &nbsp;&nbsp;&nbsp;&nbsp; 10619 |
| &nbsp;&nbsp;&nbsp;Bank of Ireland Group plc | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/4/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 6099 |
| &nbsp;&nbsp;&nbsp;Bank of Ireland Group plc | 7.594% | &nbsp;&nbsp;&nbsp;&nbsp; 12/6/32 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 1000 | &nbsp;&nbsp;&nbsp;&nbsp; 1389 |
| &nbsp;&nbsp;&nbsp;Bank of Ireland Group plc | 6.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4260 | &nbsp;&nbsp;&nbsp;&nbsp; 5182 |
| &nbsp;&nbsp;&nbsp;Bank of Ireland Group plc | 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 8/10/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 15370 | &nbsp;&nbsp;&nbsp;&nbsp; 17931 |
| &nbsp;&nbsp;&nbsp;Dell Bank International DAC | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 10/27/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 12500 | &nbsp;&nbsp;&nbsp;&nbsp; 13749 |
| &nbsp;&nbsp;&nbsp;Dell Bank International DAC | 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 10/18/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5880 |
| &nbsp;&nbsp;&nbsp;ESB Finance DAC | 2.125% | &nbsp;&nbsp;&nbsp;&nbsp; 6/8/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3154 | &nbsp;&nbsp;&nbsp;&nbsp; 3551 |
| &nbsp;&nbsp;&nbsp;ESB Finance DAC | 1.875% | &nbsp;&nbsp;&nbsp;&nbsp; 6/14/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 8037 | &nbsp;&nbsp;&nbsp;&nbsp; 8522 |
| &nbsp;&nbsp;&nbsp;ESB Finance DAC | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/3/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1500 | &nbsp;&nbsp;&nbsp;&nbsp; 1787 |
| &nbsp;&nbsp;&nbsp;ESB Finance DAC | 2.125% | &nbsp;&nbsp;&nbsp;&nbsp; 11/5/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3429 | &nbsp;&nbsp;&nbsp;&nbsp; 3548 |
| &nbsp;&nbsp;&nbsp;ESB Finance DAC | 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/25/43 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6500 | &nbsp;&nbsp;&nbsp;&nbsp; 7154 |
| &nbsp;&nbsp;&nbsp;Freshwater Finance plc | 4.607% | &nbsp;&nbsp;&nbsp;&nbsp; 10/17/36 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 2108 | &nbsp;&nbsp;&nbsp;&nbsp; 2483 |
| &nbsp;&nbsp;&nbsp;GAS Networks Ireland | 1.375% | &nbsp;&nbsp;&nbsp;&nbsp; 12/5/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1228 | &nbsp;&nbsp;&nbsp;&nbsp; 1373 |
| &nbsp;&nbsp;&nbsp;Kerry Group Financial Services Unltd Co. | 3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 3/5/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7000 | &nbsp;&nbsp;&nbsp;&nbsp; 7953 |
| &nbsp;&nbsp;&nbsp;PartnerRe Ireland Finance DAC | 1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3396 | &nbsp;&nbsp;&nbsp;&nbsp; 3784 |
| &nbsp;&nbsp;&nbsp;Smurfit Kappa Treasury ULC | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 8500 | &nbsp;&nbsp;&nbsp;&nbsp; 9393 |
| &nbsp;&nbsp;&nbsp;Smurfit Kappa Treasury ULC | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/22/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6571 | &nbsp;&nbsp;&nbsp;&nbsp; 6088 |
| &nbsp;&nbsp;&nbsp;Smurfit Kappa Treasury ULC | 3.807% | &nbsp;&nbsp;&nbsp;&nbsp; 11/27/36 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 9000 | &nbsp;&nbsp;&nbsp;&nbsp; 9978 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **158308** |

---

------

Total International Bond II Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | **Coupon** | &nbsp;&nbsp;&nbsp;&nbsp;**Maturity<br> Date** | &nbsp;&nbsp;&nbsp;&nbsp;**Currency** | &nbsp;&nbsp;**Face<br> Amount<br> (000)** | &nbsp;&nbsp;&nbsp;&nbsp;**Market<br> Value• ($000)** |
| **Italy (0.9%)** | **Italy (0.9%)** | **Italy (0.9%)** |  |  |  |
| &nbsp;&nbsp;&nbsp;2i Rete Gas SpA | 1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 8/28/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 465 | &nbsp;&nbsp;&nbsp;&nbsp; 522 |
| &nbsp;&nbsp;&nbsp;2i Rete Gas SpA | 1.608% | &nbsp;&nbsp;&nbsp;&nbsp; 10/31/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3234 | &nbsp;&nbsp;&nbsp;&nbsp; 3575 |
| &nbsp;&nbsp;&nbsp;2i Rete Gas SpA | 0.579% | &nbsp;&nbsp;&nbsp;&nbsp; 1/29/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10200 | &nbsp;&nbsp;&nbsp;&nbsp; 10188 |
| &nbsp;&nbsp;&nbsp;A2A SpA | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/16/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5250 |
| &nbsp;&nbsp;&nbsp;A2A SpA | 0.625% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp;&nbsp; 1948 |
| &nbsp;&nbsp;&nbsp;A2A SpA | 0.625% | &nbsp;&nbsp;&nbsp;&nbsp; 10/28/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2302 | &nbsp;&nbsp;&nbsp;&nbsp; 2139 |
| &nbsp;&nbsp;&nbsp;A2A SpA | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 11/2/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3000 | &nbsp;&nbsp;&nbsp;&nbsp; 2777 |
| &nbsp;&nbsp;&nbsp;A2A SpA | 4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 2/3/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp;&nbsp; 2404 |
| &nbsp;&nbsp;&nbsp;ACEA SpA | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/24/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3063 | &nbsp;&nbsp;&nbsp;&nbsp; 3402 |
| &nbsp;&nbsp;&nbsp;ACEA SpA | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/8/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 11966 | &nbsp;&nbsp;&nbsp;&nbsp; 13326 |
| &nbsp;&nbsp;&nbsp;ACEA SpA | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/6/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 16904 | &nbsp;&nbsp;&nbsp;&nbsp; 17547 |
| &nbsp;&nbsp;&nbsp;ACEA SpA | 0.250% | &nbsp;&nbsp;&nbsp;&nbsp; 7/28/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1093 | &nbsp;&nbsp;&nbsp;&nbsp; 1081 |
| &nbsp;&nbsp;&nbsp;Aeroporti di Roma SpA | 1.625% | &nbsp;&nbsp;&nbsp;&nbsp; 6/8/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1860 | &nbsp;&nbsp;&nbsp;&nbsp; 2067 |
| &nbsp;&nbsp;&nbsp;Aeroporti di Roma SpA | 1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 7/30/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6863 | &nbsp;&nbsp;&nbsp;&nbsp; 7042 |
| &nbsp;&nbsp;&nbsp;ASTM SpA | 1.625% | &nbsp;&nbsp;&nbsp;&nbsp; 2/8/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3182 | &nbsp;&nbsp;&nbsp;&nbsp; 3499 |
| &nbsp;&nbsp;&nbsp;ASTM SpA | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 1/25/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10707 | &nbsp;&nbsp;&nbsp;&nbsp; 11264 |
| &nbsp;&nbsp;&nbsp;ASTM SpA | 2.375% | &nbsp;&nbsp;&nbsp;&nbsp; 11/25/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3200 | &nbsp;&nbsp;&nbsp;&nbsp; 3224 |
| &nbsp;&nbsp;&nbsp;Autostrade per l'Italia SpA | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 12/4/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 13500 | &nbsp;&nbsp;&nbsp;&nbsp; 14841 |
| &nbsp;&nbsp;&nbsp;Autostrade per l'Italia SpA | 1.875% | &nbsp;&nbsp;&nbsp;&nbsp; 9/26/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4000 | &nbsp;&nbsp;&nbsp;&nbsp; 4332 |
| &nbsp;&nbsp;&nbsp;Autostrade per l'Italia SpA | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4000 | &nbsp;&nbsp;&nbsp;&nbsp; 4300 |
| &nbsp;&nbsp;&nbsp;Autostrade per l'Italia SpA | 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/24/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6000 | &nbsp;&nbsp;&nbsp;&nbsp; 7235 |
| &nbsp;&nbsp;&nbsp;Autostrade per l'Italia SpA | 2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 1/25/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 9000 | &nbsp;&nbsp;&nbsp;&nbsp; 9386 |
| &nbsp;&nbsp;&nbsp;Autostrade per l'Italia SpA | 5.125% | &nbsp;&nbsp;&nbsp;&nbsp; 6/14/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4000 | &nbsp;&nbsp;&nbsp;&nbsp; 4839 |
| &nbsp;&nbsp;&nbsp;Banca Monte dei Paschi di Siena SpA | 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/23/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10000 | &nbsp;&nbsp;&nbsp;&nbsp; 11726 |
| &nbsp;&nbsp;&nbsp;Banco BPM SpA | 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 6/27/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7500 | &nbsp;&nbsp;&nbsp;&nbsp; 8831 |
| &nbsp;&nbsp;&nbsp;Banco BPM SpA | 4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 1/17/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10000 | &nbsp;&nbsp;&nbsp;&nbsp; 11927 |
| &nbsp;&nbsp;&nbsp;Banco BPM SpA | 3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 1/24/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 18300 | &nbsp;&nbsp;&nbsp;&nbsp; 21418 |
| &nbsp;&nbsp;&nbsp;Banco BPM SpA | 3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 9/9/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10000 | &nbsp;&nbsp;&nbsp;&nbsp; 11566 |
| &nbsp;&nbsp;&nbsp;BPER Banca SpA | 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 10/22/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 31700 | &nbsp;&nbsp;&nbsp;&nbsp; 37514 |
| &nbsp;&nbsp;&nbsp;BPER Banca SpA | 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 1/22/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10500 | &nbsp;&nbsp;&nbsp;&nbsp; 12186 |
| &nbsp;&nbsp;&nbsp;Coca-Cola HBC Finance BV | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/14/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5507 |
| &nbsp;&nbsp;&nbsp;Coca-Cola HBC Finance BV | 1.625% | &nbsp;&nbsp;&nbsp;&nbsp; 5/14/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 13000 | &nbsp;&nbsp;&nbsp;&nbsp; 13564 |
| &nbsp;&nbsp;&nbsp;Credit Agricole Italia SpA | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/25/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7400 | &nbsp;&nbsp;&nbsp;&nbsp; 8194 |
| &nbsp;&nbsp;&nbsp;Credit Agricole Italia SpA | 0.250% | &nbsp;&nbsp;&nbsp;&nbsp; 1/17/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2500 | &nbsp;&nbsp;&nbsp;&nbsp; 2676 |
| &nbsp;&nbsp;&nbsp;Credit Agricole Italia SpA | 1.625% | &nbsp;&nbsp;&nbsp;&nbsp; 3/21/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1000 | &nbsp;&nbsp;&nbsp;&nbsp; 1096 |
| &nbsp;&nbsp;&nbsp;Credit Agricole Italia SpA | 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 21900 | &nbsp;&nbsp;&nbsp;&nbsp; 25787 |
| &nbsp;&nbsp;&nbsp;Credit Agricole Italia SpA | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/30/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 14100 | &nbsp;&nbsp;&nbsp;&nbsp; 14301 |
| &nbsp;&nbsp;&nbsp;Credit Agricole Italia SpA | 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/11/36 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 20000 | &nbsp;&nbsp;&nbsp;&nbsp; 23079 |
| &nbsp;&nbsp;&nbsp;Credit Agricole Italia SpA | 1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2500 | &nbsp;&nbsp;&nbsp;&nbsp; 2343 |
| &nbsp;&nbsp;&nbsp;Credit Agricole Italia SpA | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/17/45 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 300 | &nbsp;&nbsp;&nbsp;&nbsp; 216 |
| &nbsp;&nbsp;&nbsp;Enel Finance International NV | 1.375% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 11270 | &nbsp;&nbsp;&nbsp;&nbsp; 12633 |
| &nbsp;&nbsp;&nbsp;Enel Finance International NV | 0.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/17/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3000 | &nbsp;&nbsp;&nbsp;&nbsp; 3239 |
| &nbsp;&nbsp;&nbsp;Enel Finance International NV | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/20/27 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 13727 | &nbsp;&nbsp;&nbsp;&nbsp; 16774 |
| &nbsp;&nbsp;&nbsp;Enel Finance International NV | 2.875% | &nbsp;&nbsp;&nbsp;&nbsp; 4/11/29 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 5300 | &nbsp;&nbsp;&nbsp;&nbsp; 6599 |
| &nbsp;&nbsp;&nbsp;Enel Finance International NV | 0.625% | &nbsp;&nbsp;&nbsp;&nbsp; 5/28/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 13100 | &nbsp;&nbsp;&nbsp;&nbsp; 13580 |
| &nbsp;&nbsp;&nbsp;Enel Finance International NV | 0.750% | &nbsp;&nbsp;&nbsp;&nbsp; 6/17/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 43800 | &nbsp;&nbsp;&nbsp;&nbsp; 44482 |
| &nbsp;&nbsp;&nbsp;Enel Finance International NV | 0.875% | &nbsp;&nbsp;&nbsp;&nbsp; 1/17/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4000 | &nbsp;&nbsp;&nbsp;&nbsp; 4018 |
| &nbsp;&nbsp;&nbsp;Enel Finance International NV | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/20/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7000 | &nbsp;&nbsp;&nbsp;&nbsp; 8303 |
| &nbsp;&nbsp;&nbsp;Enel Finance International NV | 0.875% | &nbsp;&nbsp;&nbsp;&nbsp; 9/28/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3100 | &nbsp;&nbsp;&nbsp;&nbsp; 2759 |
| &nbsp;&nbsp;&nbsp;Enel Finance International NV | 1.125% | &nbsp;&nbsp;&nbsp;&nbsp; 10/17/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4547 | &nbsp;&nbsp;&nbsp;&nbsp; 4177 |
| &nbsp;&nbsp;&nbsp;Enel Finance International NV | 1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 1/17/35 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3000 | &nbsp;&nbsp;&nbsp;&nbsp; 2773 |
| &nbsp;&nbsp;&nbsp;Enel Finance International NV | 3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 1/23/35 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6000 | &nbsp;&nbsp;&nbsp;&nbsp; 6890 |
| &nbsp;&nbsp;&nbsp;Enel Finance International NV | 0.875% | &nbsp;&nbsp;&nbsp;&nbsp; 6/17/36 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2786 | &nbsp;&nbsp;&nbsp;&nbsp; 2336 |
| &nbsp;&nbsp;&nbsp;Enel Finance International NV | 5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 9/14/40 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 3390 | &nbsp;&nbsp;&nbsp;&nbsp; 4388 |
| &nbsp;&nbsp;&nbsp;Enel SpA | 5.625% | &nbsp;&nbsp;&nbsp;&nbsp; 6/21/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7060 | &nbsp;&nbsp;&nbsp;&nbsp; 8512 |
| &nbsp;&nbsp;&nbsp;Enel SpA | 5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 6/22/37 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 1455 | &nbsp;&nbsp;&nbsp;&nbsp; 1917 |
| &nbsp;&nbsp;&nbsp;Enel SpA | 1.375% | Perpetual | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 12552 | &nbsp;&nbsp;&nbsp;&nbsp; 13534 |
| &nbsp;&nbsp;&nbsp;Enel SpA | 1.875% | Perpetual | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 8000 | &nbsp;&nbsp;&nbsp;&nbsp; 7926 |
| &nbsp;&nbsp;&nbsp;Enel SpA | 2.250% | Perpetual | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 13023 | &nbsp;&nbsp;&nbsp;&nbsp; 14475 |
| &nbsp;&nbsp;&nbsp;Enel SpA | 3.375% | Perpetual | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 8120 | &nbsp;&nbsp;&nbsp;&nbsp; 9189 |
| &nbsp;&nbsp;&nbsp;Enel SpA | 4.750% | Perpetual | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5764 |
| &nbsp;&nbsp;&nbsp;Eni SpA | 1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10333 | &nbsp;&nbsp;&nbsp;&nbsp; 11563 |
| &nbsp;&nbsp;&nbsp;Eni SpA | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 1/17/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2457 | &nbsp;&nbsp;&nbsp;&nbsp; 2741 |
| &nbsp;&nbsp;&nbsp;Eni SpA | 1.625% | &nbsp;&nbsp;&nbsp;&nbsp; 5/17/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1209 | &nbsp;&nbsp;&nbsp;&nbsp; 1332 |
| &nbsp;&nbsp;&nbsp;Eni SpA | 0.375% | &nbsp;&nbsp;&nbsp;&nbsp; 6/14/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5304 |
| &nbsp;&nbsp;&nbsp;Eni SpA | 1.125% | &nbsp;&nbsp;&nbsp;&nbsp; 9/19/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2683 | &nbsp;&nbsp;&nbsp;&nbsp; 2884 |
| &nbsp;&nbsp;&nbsp;Eni SpA | 3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 1/29/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3400 | &nbsp;&nbsp;&nbsp;&nbsp; 3974 |
| &nbsp;&nbsp;&nbsp;Eni SpA | 0.625% | &nbsp;&nbsp;&nbsp;&nbsp; 1/23/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7089 | &nbsp;&nbsp;&nbsp;&nbsp; 7234 |
| &nbsp;&nbsp;&nbsp;Eni SpA | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/18/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7000 | &nbsp;&nbsp;&nbsp;&nbsp; 7434 |

---

------

Total International Bond II Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;&nbsp;&nbsp;Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| &nbsp;&nbsp;&nbsp;Eni SpA | 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/19/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 11000 | &nbsp;&nbsp;&nbsp;&nbsp; 13045 |
| &nbsp;&nbsp;&nbsp;Eni SpA | 3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 9000 | &nbsp;&nbsp;&nbsp;&nbsp; 10294 |
| &nbsp;&nbsp;&nbsp;Eni SpA | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/11/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2908 | &nbsp;&nbsp;&nbsp;&nbsp; 2591 |
| &nbsp;&nbsp;&nbsp;Eni SpA | 2.000% | Perpetual | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp;&nbsp; 2204 |
| &nbsp;&nbsp;&nbsp;Eni SpA | 2.750% | Perpetual | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6276 | &nbsp;&nbsp;&nbsp;&nbsp; 6524 |
| &nbsp;&nbsp;&nbsp;Eni SpA | 3.375% | Perpetual | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6437 | &nbsp;&nbsp;&nbsp;&nbsp; 7035 |
| &nbsp;&nbsp;&nbsp;Ferrovie dello Stato Italiane SpA | 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 4/14/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10000 | &nbsp;&nbsp;&nbsp;&nbsp; 11616 |
| &nbsp;&nbsp;&nbsp;Ferrovie dello Stato Italiane SpA | 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/23/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7000 | &nbsp;&nbsp;&nbsp;&nbsp; 8480 |
| &nbsp;&nbsp;&nbsp;Generali | 3.212% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2500 | &nbsp;&nbsp;&nbsp;&nbsp; 2883 |
| &nbsp;&nbsp;&nbsp;Generali | 2.124% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 9200 | &nbsp;&nbsp;&nbsp;&nbsp; 9759 |
| &nbsp;&nbsp;&nbsp;Generali | 2.429% | &nbsp;&nbsp;&nbsp;&nbsp; 7/14/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp;&nbsp; 2123 |
| &nbsp;&nbsp;&nbsp;Generali | 1.713% | &nbsp;&nbsp;&nbsp;&nbsp; 6/30/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2700 | &nbsp;&nbsp;&nbsp;&nbsp; 2661 |
| &nbsp;&nbsp;&nbsp;Generali | 5.800% | &nbsp;&nbsp;&nbsp;&nbsp; 7/6/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3000 | &nbsp;&nbsp;&nbsp;&nbsp; 3754 |
| &nbsp;&nbsp;&nbsp;Generali | 5.399% | &nbsp;&nbsp;&nbsp;&nbsp; 4/20/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6000 | &nbsp;&nbsp;&nbsp;&nbsp; 7398 |
| &nbsp;&nbsp;&nbsp;Generali | 3.547% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3600 | &nbsp;&nbsp;&nbsp;&nbsp; 4074 |
| &nbsp;&nbsp;&nbsp;Generali | 5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 10/27/47 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10936 | &nbsp;&nbsp;&nbsp;&nbsp; 12968 |
| &nbsp;&nbsp;&nbsp;Generali | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/8/48 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4000 | &nbsp;&nbsp;&nbsp;&nbsp; 4715 |
| &nbsp;&nbsp;&nbsp;Hera SpA | 0.875% | &nbsp;&nbsp;&nbsp;&nbsp; 10/14/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2457 | &nbsp;&nbsp;&nbsp;&nbsp; 2721 |
| &nbsp;&nbsp;&nbsp;Hera SpA | 0.875% | &nbsp;&nbsp;&nbsp;&nbsp; 7/5/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4913 | &nbsp;&nbsp;&nbsp;&nbsp; 5376 |
| &nbsp;&nbsp;&nbsp;Hera SpA | 5.200% | &nbsp;&nbsp;&nbsp;&nbsp; 1/29/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2908 | &nbsp;&nbsp;&nbsp;&nbsp; 3508 |
| &nbsp;&nbsp;&nbsp;Hera SpA | 0.250% | &nbsp;&nbsp;&nbsp;&nbsp; 12/3/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2900 | &nbsp;&nbsp;&nbsp;&nbsp; 2805 |
| &nbsp;&nbsp;&nbsp;Hera SpA | 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 4/20/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3400 | &nbsp;&nbsp;&nbsp;&nbsp; 4030 |
| &nbsp;&nbsp;&nbsp;Hera SpA | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/25/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3491 | &nbsp;&nbsp;&nbsp;&nbsp; 3189 |
| &nbsp;&nbsp;&nbsp;Iccrea Banca SpA | 6.875% | &nbsp;&nbsp;&nbsp;&nbsp; 1/20/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 6053 |
| &nbsp;&nbsp;&nbsp;Iccrea Banca SpA | 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/5/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10000 | &nbsp;&nbsp;&nbsp;&nbsp; 11578 |
| &nbsp;&nbsp;&nbsp;Intesa Sanpaolo SpA | 0.375% | &nbsp;&nbsp;&nbsp;&nbsp; 9/14/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4913 | &nbsp;&nbsp;&nbsp;&nbsp; 5440 |
| &nbsp;&nbsp;&nbsp;Intesa Sanpaolo SpA | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 11/19/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6367 | &nbsp;&nbsp;&nbsp;&nbsp; 7063 |
| &nbsp;&nbsp;&nbsp;Intesa Sanpaolo SpA | 1.125% | &nbsp;&nbsp;&nbsp;&nbsp; 10/4/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6683 | &nbsp;&nbsp;&nbsp;&nbsp; 7378 |
| &nbsp;&nbsp;&nbsp;Intesa Sanpaolo SpA | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/8/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5886 |
| &nbsp;&nbsp;&nbsp;Intesa Sanpaolo SpA | 1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/20/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 12669 | &nbsp;&nbsp;&nbsp;&nbsp; 13955 |
| &nbsp;&nbsp;&nbsp;Intesa Sanpaolo SpA | 3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 6/30/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 11000 | &nbsp;&nbsp;&nbsp;&nbsp; 12933 |
| &nbsp;&nbsp;&nbsp;Intesa Sanpaolo SpA | 6.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/14/29 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 4500 | &nbsp;&nbsp;&nbsp;&nbsp; 6204 |
| &nbsp;&nbsp;&nbsp;Intesa Sanpaolo SpA | 1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp; 107 |
| &nbsp;&nbsp;&nbsp;Intesa Sanpaolo SpA | 2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 6455 | &nbsp;&nbsp;&nbsp;&nbsp; 7656 |
| &nbsp;&nbsp;&nbsp;Intesa Sanpaolo SpA | 4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 5/19/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 15000 | &nbsp;&nbsp;&nbsp;&nbsp; 18392 |
| &nbsp;&nbsp;&nbsp;Intesa Sanpaolo SpA | 1.350% | &nbsp;&nbsp;&nbsp;&nbsp; 2/24/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 18875 | &nbsp;&nbsp;&nbsp;&nbsp; 19026 |
| &nbsp;&nbsp;&nbsp;Intesa Sanpaolo SpA | 5.125% | &nbsp;&nbsp;&nbsp;&nbsp; 8/29/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 8570 | &nbsp;&nbsp;&nbsp;&nbsp; 10683 |
| &nbsp;&nbsp;&nbsp;Intesa Sanpaolo SpA | 5.625% | &nbsp;&nbsp;&nbsp;&nbsp; 3/8/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp;&nbsp; 2528 |
| &nbsp;&nbsp;&nbsp;Intesa Sanpaolo SpA | 2.625% | &nbsp;&nbsp;&nbsp;&nbsp; 3/11/36 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 2776 | &nbsp;&nbsp;&nbsp;&nbsp; 2736 |
| &nbsp;&nbsp;&nbsp;Iren SpA | 3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 7/22/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp;&nbsp; 2329 |
| &nbsp;&nbsp;&nbsp;Italgas SpA | 3.125% | &nbsp;&nbsp;&nbsp;&nbsp; 2/8/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4600 | &nbsp;&nbsp;&nbsp;&nbsp; 5252 |
| &nbsp;&nbsp;&nbsp;Italgas SpA | 0.875% | &nbsp;&nbsp;&nbsp;&nbsp; 4/24/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3908 | &nbsp;&nbsp;&nbsp;&nbsp; 4009 |
| &nbsp;&nbsp;&nbsp;Leasys SpA | 3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 9000 | &nbsp;&nbsp;&nbsp;&nbsp; 10440 |
| &nbsp;&nbsp;&nbsp;Mediobanca Banca di Credito Finanziario SpA | 0.750% | &nbsp;&nbsp;&nbsp;&nbsp; 11/2/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5381 |
| &nbsp;&nbsp;&nbsp;Mediobanca Banca di Credito Finanziario SpA | 1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 11/24/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 11274 | &nbsp;&nbsp;&nbsp;&nbsp; 12046 |
| &nbsp;&nbsp;&nbsp;Mediobanca Banca di Credito Finanziario SpA | 4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 13000 | &nbsp;&nbsp;&nbsp;&nbsp; 15370 |
| &nbsp;&nbsp;&nbsp;Mediobanca Banca di Credito Finanziario SpA | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/4/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3200 | &nbsp;&nbsp;&nbsp;&nbsp; 3657 |
| &nbsp;&nbsp;&nbsp;Snam SpA | 0.875% | &nbsp;&nbsp;&nbsp;&nbsp; 10/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 9570 | &nbsp;&nbsp;&nbsp;&nbsp; 10599 |
| &nbsp;&nbsp;&nbsp;Snam SpA | 3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 12/5/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5743 |
| &nbsp;&nbsp;&nbsp;Snam SpA | 0.750% | &nbsp;&nbsp;&nbsp;&nbsp; 6/20/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10600 | &nbsp;&nbsp;&nbsp;&nbsp; 11022 |
| &nbsp;&nbsp;&nbsp;Snam SpA | 0.750% | &nbsp;&nbsp;&nbsp;&nbsp; 6/17/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 12500 | &nbsp;&nbsp;&nbsp;&nbsp; 12692 |
| &nbsp;&nbsp;&nbsp;Snam SpA | 0.625% | &nbsp;&nbsp;&nbsp;&nbsp; 6/30/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10000 | &nbsp;&nbsp;&nbsp;&nbsp; 9746 |
| &nbsp;&nbsp;&nbsp;Snam SpA | 3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 2/19/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2500 | &nbsp;&nbsp;&nbsp;&nbsp; 2876 |
| &nbsp;&nbsp;&nbsp;Snam SpA | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/12/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3910 | &nbsp;&nbsp;&nbsp;&nbsp; 3528 |
| &nbsp;&nbsp;&nbsp;Snam SpA | 4.500% | Perpetual | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5725 |
| &nbsp;&nbsp;&nbsp;Terna - Rete Elettrica Nazionale | 1.375% | &nbsp;&nbsp;&nbsp;&nbsp; 7/26/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4796 | &nbsp;&nbsp;&nbsp;&nbsp; 5293 |
| &nbsp;&nbsp;&nbsp;Terna - Rete Elettrica Nazionale | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/11/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6502 | &nbsp;&nbsp;&nbsp;&nbsp; 6968 |
| &nbsp;&nbsp;&nbsp;Terna - Rete Elettrica Nazionale | 3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 4/21/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 8000 | &nbsp;&nbsp;&nbsp;&nbsp; 9307 |
| &nbsp;&nbsp;&nbsp;Terna - Rete Elettrica Nazionale | 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 1/17/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7000 | &nbsp;&nbsp;&nbsp;&nbsp; 8111 |
| &nbsp;&nbsp;&nbsp;UniCredit SpA | 2.200% | &nbsp;&nbsp;&nbsp;&nbsp; 7/22/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 18465 | &nbsp;&nbsp;&nbsp;&nbsp; 20784 |
| &nbsp;&nbsp;&nbsp;UniCredit SpA | 0.925% | &nbsp;&nbsp;&nbsp;&nbsp; 1/18/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5507 |
| &nbsp;&nbsp;&nbsp;UniCredit SpA | 3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 6/11/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10000 | &nbsp;&nbsp;&nbsp;&nbsp; 11566 |
| &nbsp;&nbsp;&nbsp;UniCredit SpA | 4.450% | &nbsp;&nbsp;&nbsp;&nbsp; 2/16/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 9000 | &nbsp;&nbsp;&nbsp;&nbsp; 10601 |
| &nbsp;&nbsp;&nbsp;UniCredit SpA | 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 7/31/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 22834 | &nbsp;&nbsp;&nbsp;&nbsp; 26876 |
| &nbsp;&nbsp;&nbsp;UniCredit SpA | 0.850% | &nbsp;&nbsp;&nbsp;&nbsp; 1/19/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 12014 | &nbsp;&nbsp;&nbsp;&nbsp; 11882 |
| &nbsp;&nbsp;&nbsp;UniCredit SpA | 4.300% | &nbsp;&nbsp;&nbsp;&nbsp; 1/23/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 15000 | &nbsp;&nbsp;&nbsp;&nbsp; 17700 |
| &nbsp;&nbsp;&nbsp;UniCredit SpA | 5.375% | &nbsp;&nbsp;&nbsp;&nbsp; 4/16/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4053 | &nbsp;&nbsp;&nbsp;&nbsp; 4840 |
| &nbsp;&nbsp;&nbsp;UniCredit SpA | 4.200% | &nbsp;&nbsp;&nbsp;&nbsp; 6/11/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7000 | &nbsp;&nbsp;&nbsp;&nbsp; 8152 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **1124226** |

---

------

Total International Bond II Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | **Coupon** | &nbsp;&nbsp;&nbsp;&nbsp;**Maturity<br> Date** | &nbsp;&nbsp;&nbsp;&nbsp;**Currency** | &nbsp;&nbsp;**Face<br> Amount<br> (000)** | &nbsp;&nbsp;&nbsp;&nbsp;**Market<br> Value• ($000)** |
| **Japan (0.4%)** | **Japan (0.4%)** | **Japan (0.4%)** |  |  |  |
| &nbsp;&nbsp;&nbsp;Asahi Group Holdings Ltd. | 0.336% | &nbsp;&nbsp;&nbsp;&nbsp; 4/19/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5500 | &nbsp;&nbsp;&nbsp;&nbsp; 5983 |
| &nbsp;&nbsp;&nbsp;Asahi Group Holdings Ltd. | 0.290% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 1379 |
| &nbsp;&nbsp;&nbsp;Asahi Group Holdings Ltd. | 0.541% | &nbsp;&nbsp;&nbsp;&nbsp; 10/23/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4750 | &nbsp;&nbsp;&nbsp;&nbsp; 5006 |
| &nbsp;&nbsp;&nbsp;Astellas Pharma Inc. | 0.519% | &nbsp;&nbsp;&nbsp;&nbsp; 8/31/28 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 1374 |
| &nbsp;&nbsp;&nbsp;Bridgestone Corp. | 0.295% | &nbsp;&nbsp;&nbsp;&nbsp; 4/21/27 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 300000 | &nbsp;&nbsp;&nbsp;&nbsp; 2071 |
| &nbsp;&nbsp;&nbsp;Central Japan Railway Co. | 2.157% | &nbsp;&nbsp;&nbsp;&nbsp; 12/18/29 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 500000 | &nbsp;&nbsp;&nbsp;&nbsp; 3652 |
| &nbsp;&nbsp;&nbsp;Central Nippon Expressway Co. Ltd. | 0.050% | &nbsp;&nbsp;&nbsp;&nbsp; 5/8/26 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 4600000 | &nbsp;&nbsp;&nbsp;&nbsp; 31941 |
| &nbsp;&nbsp;&nbsp;Central Nippon Expressway Co. Ltd. | 0.050% | &nbsp;&nbsp;&nbsp;&nbsp; 7/27/26 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 480000 | &nbsp;&nbsp;&nbsp;&nbsp; 3326 |
| &nbsp;&nbsp;&nbsp;Central Nippon Expressway Co. Ltd. | 0.040% | &nbsp;&nbsp;&nbsp;&nbsp; 9/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 300000 | &nbsp;&nbsp;&nbsp;&nbsp; 2076 |
| &nbsp;&nbsp;&nbsp;Central Nippon Expressway Co. Ltd. | 0.125% | &nbsp;&nbsp;&nbsp;&nbsp; 3/18/27 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 300000 | &nbsp;&nbsp;&nbsp;&nbsp; 2069 |
| &nbsp;&nbsp;&nbsp;Central Nippon Expressway Co. Ltd. | 0.166% | &nbsp;&nbsp;&nbsp;&nbsp; 8/18/27 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 1000000 | &nbsp;&nbsp;&nbsp;&nbsp; 6878 |
| &nbsp;&nbsp;&nbsp;Central Nippon Expressway Co. Ltd. | 0.439% | &nbsp;&nbsp;&nbsp;&nbsp; 12/13/27 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 400000 | &nbsp;&nbsp;&nbsp;&nbsp; 2765 |
| &nbsp;&nbsp;&nbsp;Central Nippon Expressway Co. Ltd. | 0.628% | &nbsp;&nbsp;&nbsp;&nbsp; 1/21/28 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 1389 |
| &nbsp;&nbsp;&nbsp;Central Nippon Expressway Co. Ltd. | 0.514% | &nbsp;&nbsp;&nbsp;&nbsp; 2/21/28 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 300000 | &nbsp;&nbsp;&nbsp;&nbsp; 2075 |
| &nbsp;&nbsp;&nbsp;Central Nippon Expressway Co. Ltd. | 0.385% | &nbsp;&nbsp;&nbsp;&nbsp; 5/18/28 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 400000 | &nbsp;&nbsp;&nbsp;&nbsp; 2751 |
| &nbsp;&nbsp;&nbsp;Central Nippon Expressway Co. Ltd. | 0.439% | &nbsp;&nbsp;&nbsp;&nbsp; 8/17/28 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 1200000 | &nbsp;&nbsp;&nbsp;&nbsp; 8256 |
| &nbsp;&nbsp;&nbsp;Central Nippon Expressway Co. Ltd. | 0.464% | &nbsp;&nbsp;&nbsp;&nbsp; 9/14/28 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 500000 | &nbsp;&nbsp;&nbsp;&nbsp; 3439 |
| &nbsp;&nbsp;&nbsp;Central Nippon Expressway Co. Ltd. | 0.597% | &nbsp;&nbsp;&nbsp;&nbsp; 3/28/29 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 400000 | &nbsp;&nbsp;&nbsp;&nbsp; 2753 |
| &nbsp;&nbsp;&nbsp;Central Nippon Expressway Co. Ltd. | 0.759% | &nbsp;&nbsp;&nbsp;&nbsp; 5/29/29 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 1000000 | &nbsp;&nbsp;&nbsp;&nbsp; 6918 |
| &nbsp;&nbsp;&nbsp;Central Nippon Expressway Co. Ltd. | 1.021% | &nbsp;&nbsp;&nbsp;&nbsp; 1/25/30 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 900000 | &nbsp;&nbsp;&nbsp;&nbsp; 6275 |
| &nbsp;&nbsp;&nbsp;Chugoku Electric Power Co. Inc. | 0.920% | &nbsp;&nbsp;&nbsp;&nbsp; 5/25/33 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 500000 | &nbsp;&nbsp;&nbsp;&nbsp; 3313 |
| &nbsp;&nbsp;&nbsp;Daiichi Sankyo Co. Ltd. | 0.810% | &nbsp;&nbsp;&nbsp;&nbsp; 7/25/36 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 700000 | &nbsp;&nbsp;&nbsp;&nbsp; 4363 |
| &nbsp;&nbsp;&nbsp;Denso Corp. | 0.315% | &nbsp;&nbsp;&nbsp;&nbsp; 3/17/28 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 500000 | &nbsp;&nbsp;&nbsp;&nbsp; 3430 |
| &nbsp;&nbsp;&nbsp;East Japan Railway Co. | 1.162% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 3326 | &nbsp;&nbsp;&nbsp;&nbsp; 3979 |
| &nbsp;&nbsp;&nbsp;East Japan Railway Co. | 3.245% | &nbsp;&nbsp;&nbsp;&nbsp; 9/8/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5792 |
| &nbsp;&nbsp;&nbsp;East Japan Railway Co. | 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 12/8/31 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 6606 |
| &nbsp;&nbsp;&nbsp;East Japan Railway Co. | 4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 6/14/34 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 5150 | &nbsp;&nbsp;&nbsp;&nbsp; 6718 |
| &nbsp;&nbsp;&nbsp;East Japan Railway Co. | 1.104% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/39 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5786 | &nbsp;&nbsp;&nbsp;&nbsp; 4635 |
| &nbsp;&nbsp;&nbsp;East Japan Railway Co. | 4.110% | &nbsp;&nbsp;&nbsp;&nbsp; 2/22/43 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10500 | &nbsp;&nbsp;&nbsp;&nbsp; 12061 |
| &nbsp;&nbsp;&nbsp;East Nippon Expressway Co. Ltd. | 0.230% | &nbsp;&nbsp;&nbsp;&nbsp; 6/18/27 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 600000 | &nbsp;&nbsp;&nbsp;&nbsp; 4139 |
| &nbsp;&nbsp;&nbsp;East Nippon Expressway Co. Ltd. | 0.140% | &nbsp;&nbsp;&nbsp;&nbsp; 7/31/29 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 630000 | &nbsp;&nbsp;&nbsp;&nbsp; 4239 |
| &nbsp;&nbsp;&nbsp;East Nippon Expressway Co. Ltd. | 0.140% | &nbsp;&nbsp;&nbsp;&nbsp; 11/29/29 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 400000 | &nbsp;&nbsp;&nbsp;&nbsp; 2680 |
| &nbsp;&nbsp;&nbsp;East Nippon Expressway Co. Ltd. | 0.220% | &nbsp;&nbsp;&nbsp;&nbsp; 1/31/30 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 370000 | &nbsp;&nbsp;&nbsp;&nbsp; 2483 |
| &nbsp;&nbsp;&nbsp;East Nippon Expressway Co. Ltd. | 0.190% | &nbsp;&nbsp;&nbsp;&nbsp; 11/29/30 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 1800000 | &nbsp;&nbsp;&nbsp;&nbsp; 11959 |
| &nbsp;&nbsp;&nbsp;East Nippon Expressway Co. Ltd. | 0.185% | &nbsp;&nbsp;&nbsp;&nbsp; 1/29/31 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 1326 |
| &nbsp;&nbsp;&nbsp;East Nippon Expressway Co. Ltd. | 0.230% | &nbsp;&nbsp;&nbsp;&nbsp; 4/23/31 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 600000 | &nbsp;&nbsp;&nbsp;&nbsp; 3976 |
| &nbsp;&nbsp;&nbsp;East Nippon Expressway Co. Ltd. | 0.140% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 10000 | &nbsp;&nbsp;&nbsp;&nbsp; 66 |
| &nbsp;&nbsp;&nbsp;ENEOS Holdings Inc. | 0.834% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 1337 |
| &nbsp;&nbsp;&nbsp;Fast Retailing Co. Ltd. | 0.405% | &nbsp;&nbsp;&nbsp;&nbsp; 6/6/28 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 800000 | &nbsp;&nbsp;&nbsp;&nbsp; 5487 |
| &nbsp;&nbsp;&nbsp;FUJIFILM Holdings Corp. | 0.195% | &nbsp;&nbsp;&nbsp;&nbsp; 4/20/27 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 1379 |
| &nbsp;&nbsp;&nbsp;Hikari Tsushin Inc. | 1.790% | &nbsp;&nbsp;&nbsp;&nbsp; 3/23/33 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 300000 | &nbsp;&nbsp;&nbsp;&nbsp; 1953 |
| &nbsp;&nbsp;&nbsp;Hitachi Ltd. | 0.290% | &nbsp;&nbsp;&nbsp;&nbsp; 3/12/30 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 1337 |
| &nbsp;&nbsp;&nbsp;JT International Financial Services BV | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 11/26/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3696 | &nbsp;&nbsp;&nbsp;&nbsp; 3859 |
| &nbsp;&nbsp;&nbsp;JT International Financial Services BV | 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 9/28/33 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 2501 | &nbsp;&nbsp;&nbsp;&nbsp; 2752 |
| &nbsp;&nbsp;&nbsp;Kansai Electric Power Co. Inc. | 0.470% | &nbsp;&nbsp;&nbsp;&nbsp; 5/25/27 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 586000 | &nbsp;&nbsp;&nbsp;&nbsp; 4055 |
| &nbsp;&nbsp;&nbsp;Kansai Electric Power Co. Inc. | 0.490% | &nbsp;&nbsp;&nbsp;&nbsp; 7/23/27 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 119000 | &nbsp;&nbsp;&nbsp;&nbsp; 823 |
| &nbsp;&nbsp;&nbsp;Kansai Electric Power Co. Inc. | 0.460% | &nbsp;&nbsp;&nbsp;&nbsp; 12/20/27 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 341000 | &nbsp;&nbsp;&nbsp;&nbsp; 2350 |
| &nbsp;&nbsp;&nbsp;Kansai Electric Power Co. Inc. | 0.440% | &nbsp;&nbsp;&nbsp;&nbsp; 12/20/30 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 373000 | &nbsp;&nbsp;&nbsp;&nbsp; 2480 |
| &nbsp;&nbsp;&nbsp;Kansai Electric Power Co. Inc. | 0.370% | &nbsp;&nbsp;&nbsp;&nbsp; 9/19/31 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 213000 | &nbsp;&nbsp;&nbsp;&nbsp; 1372 |
| &nbsp;&nbsp;&nbsp;Kirin Holdings Co. Ltd. | 0.090% | &nbsp;&nbsp;&nbsp;&nbsp; 6/3/26 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 1388 |
| &nbsp;&nbsp;&nbsp;Kubota Corp. | 0.300% | &nbsp;&nbsp;&nbsp;&nbsp; 6/2/27 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 400000 | &nbsp;&nbsp;&nbsp;&nbsp; 2758 |
| &nbsp;&nbsp;&nbsp;Kubota Corp. | 0.514% | &nbsp;&nbsp;&nbsp;&nbsp; 6/2/32 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 300000 | &nbsp;&nbsp;&nbsp;&nbsp; 1979 |
| &nbsp;&nbsp;&nbsp;Kyushu Electric Power Co. Inc. | 0.430% | &nbsp;&nbsp;&nbsp;&nbsp; 5/25/29 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 89000 | &nbsp;&nbsp;&nbsp;&nbsp; 605 |
| &nbsp;&nbsp;&nbsp;Kyushu Electric Power Co. Inc. | 0.375% | &nbsp;&nbsp;&nbsp;&nbsp; 11/22/29 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 600000 | &nbsp;&nbsp;&nbsp;&nbsp; 4041 |
| &nbsp;&nbsp;&nbsp;Kyushu Electric Power Co. Inc. | 0.340% | &nbsp;&nbsp;&nbsp;&nbsp; 4/25/31 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 50000 | &nbsp;&nbsp;&nbsp;&nbsp; 329 |
| &nbsp;&nbsp;&nbsp;Mitsubishi Corp. | 1.518% | &nbsp;&nbsp;&nbsp;&nbsp; 6/25/32 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 800000 | &nbsp;&nbsp;&nbsp;&nbsp; 5656 |
| &nbsp;&nbsp;&nbsp;Mitsubishi Heavy Industries Ltd. | 0.270% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 400000 | &nbsp;&nbsp;&nbsp;&nbsp; 2621 |
| &nbsp;&nbsp;&nbsp;Mitsubishi UFJ Financial Group Inc. | 0.250% | &nbsp;&nbsp;&nbsp;&nbsp; 11/4/27 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 300000 | &nbsp;&nbsp;&nbsp;&nbsp; 2072 |
| &nbsp;&nbsp;&nbsp;Mitsubishi UFJ Financial Group Inc. | 1.029% | &nbsp;&nbsp;&nbsp;&nbsp; 3/7/29 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 500000 | &nbsp;&nbsp;&nbsp;&nbsp; 3473 |
| &nbsp;&nbsp;&nbsp;Mitsubishi UFJ Financial Group Inc. | 0.848% | &nbsp;&nbsp;&nbsp;&nbsp; 7/19/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7821 | &nbsp;&nbsp;&nbsp;&nbsp; 8137 |
| &nbsp;&nbsp;&nbsp;Mitsubishi UFJ Financial Group Inc. | 3.556% | &nbsp;&nbsp;&nbsp;&nbsp; 9/5/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 8000 | &nbsp;&nbsp;&nbsp;&nbsp; 9135 |
| &nbsp;&nbsp;&nbsp;Mitsui Fudosan Co. Ltd. | 0.810% | &nbsp;&nbsp;&nbsp;&nbsp; 6/6/33 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 600000 | &nbsp;&nbsp;&nbsp;&nbsp; 3940 |
| &nbsp;&nbsp;&nbsp;Mitsui Fudosan Co. Ltd. | 1.057% | &nbsp;&nbsp;&nbsp;&nbsp; 9/12/33 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 500000 | &nbsp;&nbsp;&nbsp;&nbsp; 3334 |
| &nbsp;&nbsp;&nbsp;Mizuho Financial Group Inc. | 0.650% | &nbsp;&nbsp;&nbsp;&nbsp; 1/26/27 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 127000 | &nbsp;&nbsp;&nbsp;&nbsp; 879 |
| &nbsp;&nbsp;&nbsp;Mizuho Financial Group Inc. | 5.628% | &nbsp;&nbsp;&nbsp;&nbsp; 6/13/28 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 2100 | &nbsp;&nbsp;&nbsp;&nbsp; 2870 |
| &nbsp;&nbsp;&nbsp;Mizuho Financial Group Inc. | 0.402% | &nbsp;&nbsp;&nbsp;&nbsp; 9/6/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2457 | &nbsp;&nbsp;&nbsp;&nbsp; 2499 |
| &nbsp;&nbsp;&nbsp;Mizuho Financial Group Inc. | 0.797% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4913 | &nbsp;&nbsp;&nbsp;&nbsp; 4985 |
| &nbsp;&nbsp;&nbsp;Mizuho Financial Group Inc. | 0.895% | &nbsp;&nbsp;&nbsp;&nbsp; 6/24/30 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 100000 | &nbsp;&nbsp;&nbsp;&nbsp; 674 |
| &nbsp;&nbsp;&nbsp;Mizuho Financial Group Inc. | 4.608% | &nbsp;&nbsp;&nbsp;&nbsp; 8/28/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3200 | &nbsp;&nbsp;&nbsp;&nbsp; 3880 |

---

------

Total International Bond II Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;&nbsp;&nbsp;Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| &nbsp;&nbsp;&nbsp;Mizuho Financial Group Inc. | 0.693% | &nbsp;&nbsp;&nbsp;&nbsp; 10/7/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 19300 | &nbsp;&nbsp;&nbsp;&nbsp; 19184 |
| &nbsp;&nbsp;&nbsp;Mizuho Financial Group Inc. | 4.029% | &nbsp;&nbsp;&nbsp;&nbsp; 9/5/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp;&nbsp; 2339 |
| &nbsp;&nbsp;&nbsp;Mizuho Financial Group Inc. | 0.843% | &nbsp;&nbsp;&nbsp;&nbsp; 4/12/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3000 | &nbsp;&nbsp;&nbsp;&nbsp; 2840 |
| &nbsp;&nbsp;&nbsp;NTT Finance Corp. | 0.280% | &nbsp;&nbsp;&nbsp;&nbsp; 12/20/27 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 500000 | &nbsp;&nbsp;&nbsp;&nbsp; 3427 |
| &nbsp;&nbsp;&nbsp;NTT Finance Corp. | 0.614% | &nbsp;&nbsp;&nbsp;&nbsp; 9/20/28 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 400000 | &nbsp;&nbsp;&nbsp;&nbsp; 2750 |
| &nbsp;&nbsp;&nbsp;NTT Finance Corp. | 0.399% | &nbsp;&nbsp;&nbsp;&nbsp; 12/13/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 8400 | &nbsp;&nbsp;&nbsp;&nbsp; 8798 |
| &nbsp;&nbsp;&nbsp;NTT Finance Corp. | 0.923% | &nbsp;&nbsp;&nbsp;&nbsp; 12/20/29 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 700000 | &nbsp;&nbsp;&nbsp;&nbsp; 4820 |
| &nbsp;&nbsp;&nbsp;NTT Finance Corp. | 0.648% | &nbsp;&nbsp;&nbsp;&nbsp; 6/20/30 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 1350 |
| &nbsp;&nbsp;&nbsp;NTT Finance Corp. | 0.380% | &nbsp;&nbsp;&nbsp;&nbsp; 9/20/30 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 4300000 | &nbsp;&nbsp;&nbsp;&nbsp; 28582 |
| &nbsp;&nbsp;&nbsp;NTT Finance Corp. | 3.359% | &nbsp;&nbsp;&nbsp;&nbsp; 3/12/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5780 |
| &nbsp;&nbsp;&nbsp;NTT Finance Corp. | 0.270% | &nbsp;&nbsp;&nbsp;&nbsp; 9/19/31 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 1303 |
| &nbsp;&nbsp;&nbsp;NTT Finance Corp. | 0.838% | &nbsp;&nbsp;&nbsp;&nbsp; 6/20/33 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 1500000 | &nbsp;&nbsp;&nbsp;&nbsp; 9843 |
| &nbsp;&nbsp;&nbsp;ORIX Corp. | 4.477% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4500 | &nbsp;&nbsp;&nbsp;&nbsp; 5349 |
| &nbsp;&nbsp;&nbsp;ORIX Corp. | 3.780% | &nbsp;&nbsp;&nbsp;&nbsp; 5/29/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2400 | &nbsp;&nbsp;&nbsp;&nbsp; 2787 |
| &nbsp;&nbsp;&nbsp;Panasonic Holdings Corp. | 0.470% | &nbsp;&nbsp;&nbsp;&nbsp; 9/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 1000000 | &nbsp;&nbsp;&nbsp;&nbsp; 6923 |
| &nbsp;&nbsp;&nbsp;Panasonic Holdings Corp. | 0.709% | &nbsp;&nbsp;&nbsp;&nbsp; 9/14/28 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 700000 | &nbsp;&nbsp;&nbsp;&nbsp; 4815 |
| &nbsp;&nbsp;&nbsp;Panasonic Holdings Corp. | 0.370% | &nbsp;&nbsp;&nbsp;&nbsp; 3/5/30 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 300000 | &nbsp;&nbsp;&nbsp;&nbsp; 1996 |
| &nbsp;&nbsp;&nbsp;Panasonic Holdings Corp. | 1.342% | &nbsp;&nbsp;&nbsp;&nbsp; 9/14/33 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 500000 | &nbsp;&nbsp;&nbsp;&nbsp; 3395 |
| &nbsp;&nbsp;&nbsp;Seven & i Holdings Co. Ltd. | 0.280% | &nbsp;&nbsp;&nbsp;&nbsp; 12/20/27 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 1364 |
| &nbsp;&nbsp;&nbsp;Seven & i Holdings Co. Ltd. | 1.392% | &nbsp;&nbsp;&nbsp;&nbsp; 11/2/33 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 500000 | &nbsp;&nbsp;&nbsp;&nbsp; 3332 |
| &nbsp;&nbsp;&nbsp;Sompo Japan Insurance Inc. | 0.425% | &nbsp;&nbsp;&nbsp;&nbsp; 10/14/27 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 1377 |
| &nbsp;&nbsp;&nbsp;Sony Group Corp. | 0.450% | &nbsp;&nbsp;&nbsp;&nbsp; 12/8/27 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 100000 | &nbsp;&nbsp;&nbsp;&nbsp; 691 |
| &nbsp;&nbsp;&nbsp;Sony Group Corp. | 0.300% | &nbsp;&nbsp;&nbsp;&nbsp; 10/10/29 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 300000 | &nbsp;&nbsp;&nbsp;&nbsp; 2024 |
| &nbsp;&nbsp;&nbsp;Sumitomo Electric Industries Ltd. | 0.809% | &nbsp;&nbsp;&nbsp;&nbsp; 7/13/33 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 300000 | &nbsp;&nbsp;&nbsp;&nbsp; 1987 |
| &nbsp;&nbsp;&nbsp;Sumitomo Mitsui Banking Corp. | 0.267% | &nbsp;&nbsp;&nbsp;&nbsp; 6/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4913 | &nbsp;&nbsp;&nbsp;&nbsp; 5444 |
| &nbsp;&nbsp;&nbsp;Sumitomo Mitsui Banking Corp. | 0.409% | &nbsp;&nbsp;&nbsp;&nbsp; 11/7/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3459 | &nbsp;&nbsp;&nbsp;&nbsp; 3554 |
| &nbsp;&nbsp;&nbsp;Sumitomo Mitsui Financial Group Inc. | 1.546% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5455 | &nbsp;&nbsp;&nbsp;&nbsp; 6118 |
| &nbsp;&nbsp;&nbsp;Sumitomo Mitsui Financial Group Inc. | 0.550% | &nbsp;&nbsp;&nbsp;&nbsp; 6/8/27 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 1392 |
| &nbsp;&nbsp;&nbsp;Sumitomo Mitsui Financial Group Inc. | 0.750% | &nbsp;&nbsp;&nbsp;&nbsp; 6/8/29 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 300000 | &nbsp;&nbsp;&nbsp;&nbsp; 2063 |
| &nbsp;&nbsp;&nbsp;Sumitomo Mitsui Financial Group Inc. | 0.632% | &nbsp;&nbsp;&nbsp;&nbsp; 10/23/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 12365 | &nbsp;&nbsp;&nbsp;&nbsp; 12617 |
| &nbsp;&nbsp;&nbsp;Sumitomo Mitsui Trust Bank Ltd. | 0.010% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 8868 | &nbsp;&nbsp;&nbsp;&nbsp; 9496 |
| &nbsp;&nbsp;&nbsp;Suntory Holdings Ltd. | 0.800% | &nbsp;&nbsp;&nbsp;&nbsp; 5/25/33 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 1312 |
| &nbsp;&nbsp;&nbsp;Takeda Pharmaceutical Co. Ltd. | 2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 11/21/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4181 | &nbsp;&nbsp;&nbsp;&nbsp; 4717 |
| &nbsp;&nbsp;&nbsp;Takeda Pharmaceutical Co. Ltd. | 0.750% | &nbsp;&nbsp;&nbsp;&nbsp; 7/9/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5459 |
| &nbsp;&nbsp;&nbsp;Takeda Pharmaceutical Co. Ltd. | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 11/21/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 12286 | &nbsp;&nbsp;&nbsp;&nbsp; 13932 |
| &nbsp;&nbsp;&nbsp;Takeda Pharmaceutical Co. Ltd. | 0.400% | &nbsp;&nbsp;&nbsp;&nbsp; 10/14/31 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 1000000 | &nbsp;&nbsp;&nbsp;&nbsp; 6539 |
| &nbsp;&nbsp;&nbsp;Takeda Pharmaceutical Co. Ltd. | 1.375% | &nbsp;&nbsp;&nbsp;&nbsp; 7/9/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5500 | &nbsp;&nbsp;&nbsp;&nbsp; 5513 |
| &nbsp;&nbsp;&nbsp;Takeda Pharmaceutical Co. Ltd. | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/9/40 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4136 | &nbsp;&nbsp;&nbsp;&nbsp; 3659 |
| &nbsp;&nbsp;&nbsp;TDK Corp. | 0.260% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 400000 | &nbsp;&nbsp;&nbsp;&nbsp; 2702 |
| &nbsp;&nbsp;&nbsp;Toyota Motor Corp. | 0.219% | &nbsp;&nbsp;&nbsp;&nbsp; 3/18/31 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 500000 | &nbsp;&nbsp;&nbsp;&nbsp; 3303 |
| &nbsp;&nbsp;&nbsp;Toyota Motor Corp. | 0.735% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 400000 | &nbsp;&nbsp;&nbsp;&nbsp; 2658 |
| &nbsp;&nbsp;&nbsp;Toyota Motor Finance Netherlands BV | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/2/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4900 | &nbsp;&nbsp;&nbsp;&nbsp; 5704 |
| &nbsp;&nbsp;&nbsp;West Nippon Expressway Co. Ltd. | 0.170% | &nbsp;&nbsp;&nbsp;&nbsp; 5/22/26 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 470000 | &nbsp;&nbsp;&nbsp;&nbsp; 3267 |
| &nbsp;&nbsp;&nbsp;West Nippon Expressway Co. Ltd. | 0.175% | &nbsp;&nbsp;&nbsp;&nbsp; 8/28/26 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 1440000 | &nbsp;&nbsp;&nbsp;&nbsp; 9993 |
| &nbsp;&nbsp;&nbsp;West Nippon Expressway Co. Ltd. | 0.200% | &nbsp;&nbsp;&nbsp;&nbsp; 10/19/26 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 1387 |
| &nbsp;&nbsp;&nbsp;West Nippon Expressway Co. Ltd. | 0.105% | &nbsp;&nbsp;&nbsp;&nbsp; 3/19/27 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 500000 | &nbsp;&nbsp;&nbsp;&nbsp; 3447 |
| &nbsp;&nbsp;&nbsp;West Nippon Expressway Co. Ltd. | 0.390% | &nbsp;&nbsp;&nbsp;&nbsp; 5/25/28 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 700000 | &nbsp;&nbsp;&nbsp;&nbsp; 4814 |
| &nbsp;&nbsp;&nbsp;West Nippon Expressway Co. Ltd. | 0.369% | &nbsp;&nbsp;&nbsp;&nbsp; 7/27/28 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 500000 | &nbsp;&nbsp;&nbsp;&nbsp; 3432 |
| &nbsp;&nbsp;&nbsp;West Nippon Expressway Co. Ltd. | 0.484% | &nbsp;&nbsp;&nbsp;&nbsp; 8/31/28 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 400000 | &nbsp;&nbsp;&nbsp;&nbsp; 2754 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **530912** |
| **Luxembourg (0.2%)** | **Luxembourg (0.2%)** | **Luxembourg (0.2%)** |  |  |  |
| &nbsp;&nbsp;&nbsp;Acef Holding SCA | 0.750% | &nbsp;&nbsp;&nbsp;&nbsp; 6/14/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6393 | &nbsp;&nbsp;&nbsp;&nbsp; 6746 |
| &nbsp;&nbsp;&nbsp;Acef Holding SCA | 1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 4/26/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 8086 | &nbsp;&nbsp;&nbsp;&nbsp; 8226 |
| &nbsp;&nbsp;&nbsp;Aroundtown Finance Sarl | 8.625% | Perpetual | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 1700 | &nbsp;&nbsp;&nbsp;&nbsp; 2202 |
| &nbsp;&nbsp;&nbsp;AXA Logistics Europe Master SCA | 0.375% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3000 | &nbsp;&nbsp;&nbsp;&nbsp; 3271 |
| &nbsp;&nbsp;&nbsp;AXA Logistics Europe Master SCA | 0.875% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1000 | &nbsp;&nbsp;&nbsp;&nbsp; 1018 |
| &nbsp;&nbsp;&nbsp;Bevco Lux Sarl | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/16/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3786 | &nbsp;&nbsp;&nbsp;&nbsp; 3810 |
| &nbsp;&nbsp;&nbsp;Blackstone Property Partners Europe Holdings Sarl | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/20/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6471 | &nbsp;&nbsp;&nbsp;&nbsp; 7150 |
| &nbsp;&nbsp;&nbsp;Blackstone Property Partners Europe Holdings Sarl | 1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 4/26/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4710 | &nbsp;&nbsp;&nbsp;&nbsp; 5142 |
| &nbsp;&nbsp;&nbsp;Blackstone Property Partners Europe Holdings Sarl | 2.625% | &nbsp;&nbsp;&nbsp;&nbsp; 10/20/28 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 1200 | &nbsp;&nbsp;&nbsp;&nbsp; 1471 |
| &nbsp;&nbsp;&nbsp;Blackstone Property Partners Europe Holdings Sarl | 1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/12/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4272 | &nbsp;&nbsp;&nbsp;&nbsp; 4541 |
| &nbsp;&nbsp;&nbsp;Blackstone Property Partners Europe Holdings Sarl | 3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 10/29/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6200 | &nbsp;&nbsp;&nbsp;&nbsp; 7025 |
| &nbsp;&nbsp;&nbsp;Blackstone Property Partners Europe Holdings Sarl | 4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 4/29/32 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 4200 | &nbsp;&nbsp;&nbsp;&nbsp; 5259 |
| &nbsp;&nbsp;&nbsp;CBRE Global Investors Open-Ended Fund SCA SICAV-SIF Pan European Core Fund | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 1/27/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4658 | &nbsp;&nbsp;&nbsp;&nbsp; 4926 |
| &nbsp;&nbsp;&nbsp;CBRE Global Investors Open-Ended Fund SCA SICAV-SIF Pan European Core Fund | 0.900% | &nbsp;&nbsp;&nbsp;&nbsp; 10/12/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1600 | &nbsp;&nbsp;&nbsp;&nbsp; 1626 |
| &nbsp;&nbsp;&nbsp;CBRE Global Investors Open-Ended Fund SCA SICAV-SIF-Pan European Core Fund | 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/27/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1400 | &nbsp;&nbsp;&nbsp;&nbsp; 1668 |
| &nbsp;&nbsp;&nbsp;Eurofins Scientific SE | 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 7/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5100 | &nbsp;&nbsp;&nbsp;&nbsp; 5841 |
| &nbsp;&nbsp;&nbsp;Eurofins Scientific SE | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/6/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 8157 | &nbsp;&nbsp;&nbsp;&nbsp; 9489 |
| &nbsp;&nbsp;&nbsp;Eurofins Scientific SE | 0.875% | &nbsp;&nbsp;&nbsp;&nbsp; 5/19/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3000 | &nbsp;&nbsp;&nbsp;&nbsp; 2878 |

---

------

Total International Bond II Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;&nbsp;&nbsp;Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| &nbsp;&nbsp;&nbsp;JAB Holdings BV | 1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 6/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6900 | &nbsp;&nbsp;&nbsp;&nbsp; 7757 |
| &nbsp;&nbsp;&nbsp;JAB Holdings BV | 2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/17/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2500 | &nbsp;&nbsp;&nbsp;&nbsp; 2822 |
| &nbsp;&nbsp;&nbsp;JAB Holdings BV | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 12/20/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3000 | &nbsp;&nbsp;&nbsp;&nbsp; 3246 |
| &nbsp;&nbsp;&nbsp;JAB Holdings BV | 2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/25/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1900 | &nbsp;&nbsp;&nbsp;&nbsp; 2114 |
| &nbsp;&nbsp;&nbsp;JAB Holdings BV | 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 6/29/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 9000 | &nbsp;&nbsp;&nbsp;&nbsp; 10781 |
| &nbsp;&nbsp;&nbsp;JAB Holdings BV | 3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 4/17/35 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3000 | &nbsp;&nbsp;&nbsp;&nbsp; 3238 |
| &nbsp;&nbsp;&nbsp;JAB Holdings BV | 2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 12/19/39 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 11200 | &nbsp;&nbsp;&nbsp;&nbsp; 9556 |
| &nbsp;&nbsp;&nbsp;Logicor Financing Sarl | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 7/13/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4000 | &nbsp;&nbsp;&nbsp;&nbsp; 4461 |
| &nbsp;&nbsp;&nbsp;Logicor Financing Sarl | 1.625% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4913 | &nbsp;&nbsp;&nbsp;&nbsp; 5389 |
| &nbsp;&nbsp;&nbsp;Logicor Financing Sarl | 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 11/13/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5820 | &nbsp;&nbsp;&nbsp;&nbsp; 6565 |
| &nbsp;&nbsp;&nbsp;Logicor Financing Sarl | 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 5600 | &nbsp;&nbsp;&nbsp;&nbsp; 6546 |
| &nbsp;&nbsp;&nbsp;Logicor Financing Sarl | 1.625% | &nbsp;&nbsp;&nbsp;&nbsp; 1/17/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp;&nbsp; 2063 |
| &nbsp;&nbsp;&nbsp;Logicor Financing Sarl | 0.875% | &nbsp;&nbsp;&nbsp;&nbsp; 1/14/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1986 | &nbsp;&nbsp;&nbsp;&nbsp; 1921 |
| &nbsp;&nbsp;&nbsp;P3 Group Sarl | 1.625% | &nbsp;&nbsp;&nbsp;&nbsp; 1/26/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5600 | &nbsp;&nbsp;&nbsp;&nbsp; 5924 |
| &nbsp;&nbsp;&nbsp;Prologis International Funding II SA | 1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 375 | &nbsp;&nbsp;&nbsp;&nbsp; 413 |
| &nbsp;&nbsp;&nbsp;Prologis International Funding II SA | 0.875% | &nbsp;&nbsp;&nbsp;&nbsp; 7/9/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2958 | &nbsp;&nbsp;&nbsp;&nbsp; 3077 |
| &nbsp;&nbsp;&nbsp;Prologis International Funding II SA | 3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 3/7/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4000 | &nbsp;&nbsp;&nbsp;&nbsp; 4625 |
| &nbsp;&nbsp;&nbsp;Prologis International Funding II SA | 3.125% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3000 | &nbsp;&nbsp;&nbsp;&nbsp; 3356 |
| &nbsp;&nbsp;&nbsp;Prologis International Funding II SA | 1.625% | &nbsp;&nbsp;&nbsp;&nbsp; 6/17/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6181 | &nbsp;&nbsp;&nbsp;&nbsp; 6210 |
| &nbsp;&nbsp;&nbsp;Prologis International Funding II SA | 3.700% | &nbsp;&nbsp;&nbsp;&nbsp; 10/7/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2800 | &nbsp;&nbsp;&nbsp;&nbsp; 3133 |
| &nbsp;&nbsp;&nbsp;Prologis International Funding II SA | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/22/42 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 800 | &nbsp;&nbsp;&nbsp;&nbsp; 736 |
| &nbsp;&nbsp;&nbsp;SELP Finance Sarl | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 12/20/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2552 | &nbsp;&nbsp;&nbsp;&nbsp; 2837 |
| &nbsp;&nbsp;&nbsp;SELP Finance Sarl | 0.875% | &nbsp;&nbsp;&nbsp;&nbsp; 5/27/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10900 | &nbsp;&nbsp;&nbsp;&nbsp; 11277 |
| &nbsp;&nbsp;&nbsp;SES SA | 0.875% | &nbsp;&nbsp;&nbsp;&nbsp; 11/4/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1810 | &nbsp;&nbsp;&nbsp;&nbsp; 1936 |
| &nbsp;&nbsp;&nbsp;SES SA | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/2/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2100 | &nbsp;&nbsp;&nbsp;&nbsp; 2269 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **194541** |
| **Mexico (0.0%)** | **Mexico (0.0%)** | **Mexico (0.0%)** |  |  |  |
| &nbsp;&nbsp;&nbsp;America Movil SAB de CV | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/27/26 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 3139 | &nbsp;&nbsp;&nbsp;&nbsp; 4194 |
| &nbsp;&nbsp;&nbsp;America Movil SAB de CV | 0.750% | &nbsp;&nbsp;&nbsp;&nbsp; 6/26/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2141 | &nbsp;&nbsp;&nbsp;&nbsp; 2328 |
| &nbsp;&nbsp;&nbsp;America Movil SAB de CV | 2.125% | &nbsp;&nbsp;&nbsp;&nbsp; 3/10/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2501 | &nbsp;&nbsp;&nbsp;&nbsp; 2778 |
| &nbsp;&nbsp;&nbsp;America Movil SAB de CV | 5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 6/28/30 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 3410 | &nbsp;&nbsp;&nbsp;&nbsp; 4674 |
| &nbsp;&nbsp;&nbsp;America Movil SAB de CV | 4.948% | &nbsp;&nbsp;&nbsp;&nbsp; 7/22/33 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 1100 | &nbsp;&nbsp;&nbsp;&nbsp; 1415 |
| &nbsp;&nbsp;&nbsp;America Movil SAB de CV | 4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 8/7/41 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 3704 | &nbsp;&nbsp;&nbsp;&nbsp; 4047 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **19436** |
| **Netherlands (1.0%)** | **Netherlands (1.0%)** | **Netherlands (1.0%)** |  |  |  |
| &nbsp;&nbsp;&nbsp;ABN AMRO Bank NV | 2.375% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7000 | &nbsp;&nbsp;&nbsp;&nbsp; 7896 |
| &nbsp;&nbsp;&nbsp;ABN AMRO Bank NV | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/16/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5867 |
| &nbsp;&nbsp;&nbsp;ABN AMRO Bank NV | 5.125% | &nbsp;&nbsp;&nbsp;&nbsp; 2/22/28 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 7600 | &nbsp;&nbsp;&nbsp;&nbsp; 10229 |
| &nbsp;&nbsp;&nbsp;ABN AMRO Bank NV | 4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 10/20/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 22000 | &nbsp;&nbsp;&nbsp;&nbsp; 26172 |
| &nbsp;&nbsp;&nbsp;ABN AMRO Bank NV | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 9/23/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10000 | &nbsp;&nbsp;&nbsp;&nbsp; 10174 |
| &nbsp;&nbsp;&nbsp;ABN AMRO Bank NV | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 9/30/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10593 | &nbsp;&nbsp;&nbsp;&nbsp; 11399 |
| &nbsp;&nbsp;&nbsp;ABN AMRO Bank NV | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/13/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4000 | &nbsp;&nbsp;&nbsp;&nbsp; 4148 |
| &nbsp;&nbsp;&nbsp;ABN AMRO Bank NV | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2100 | &nbsp;&nbsp;&nbsp;&nbsp; 2311 |
| &nbsp;&nbsp;&nbsp;ABN AMRO Bank NV | 5.125% | &nbsp;&nbsp;&nbsp;&nbsp; 2/22/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10000 | &nbsp;&nbsp;&nbsp;&nbsp; 11790 |
| &nbsp;&nbsp;&nbsp;ABN AMRO Bank NV | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/2/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4300 | &nbsp;&nbsp;&nbsp;&nbsp; 4037 |
| &nbsp;&nbsp;&nbsp;ABN AMRO Bank NV | 5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 9/21/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10000 | &nbsp;&nbsp;&nbsp;&nbsp; 12001 |
| &nbsp;&nbsp;&nbsp;ABN AMRO Bank NV | 1.375% | &nbsp;&nbsp;&nbsp;&nbsp; 1/10/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7000 | &nbsp;&nbsp;&nbsp;&nbsp; 7032 |
| &nbsp;&nbsp;&nbsp;ABN AMRO Bank NV | 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 11/21/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10000 | &nbsp;&nbsp;&nbsp;&nbsp; 12172 |
| &nbsp;&nbsp;&nbsp;ABN AMRO Bank NV | 0.375% | &nbsp;&nbsp;&nbsp;&nbsp; 1/14/35 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 19600 | &nbsp;&nbsp;&nbsp;&nbsp; 17403 |
| &nbsp;&nbsp;&nbsp;ABN AMRO Bank NV | 1.375% | &nbsp;&nbsp;&nbsp;&nbsp; 1/12/37 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10800 | &nbsp;&nbsp;&nbsp;&nbsp; 10168 |
| &nbsp;&nbsp;&nbsp;ABN AMRO Bank NV | 1.450% | &nbsp;&nbsp;&nbsp;&nbsp; 4/12/38 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 13700 | &nbsp;&nbsp;&nbsp;&nbsp; 12600 |
| &nbsp;&nbsp;&nbsp;ABN AMRO Bank NV | 1.125% | &nbsp;&nbsp;&nbsp;&nbsp; 4/23/39 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2500 | &nbsp;&nbsp;&nbsp;&nbsp; 2153 |
| &nbsp;&nbsp;&nbsp;ABN AMRO Bank NV | 0.400% | &nbsp;&nbsp;&nbsp;&nbsp; 9/17/41 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 11400 | &nbsp;&nbsp;&nbsp;&nbsp; 8107 |
| &nbsp;&nbsp;&nbsp;Achmea Bank NV | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/7/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 12900 | &nbsp;&nbsp;&nbsp;&nbsp; 14683 |
| &nbsp;&nbsp;&nbsp;Achmea BV | 5.625% | &nbsp;&nbsp;&nbsp;&nbsp; 11/2/44 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3400 | &nbsp;&nbsp;&nbsp;&nbsp; 4023 |
| &nbsp;&nbsp;&nbsp;Aegon Ltd. | 6.125% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 1000 | &nbsp;&nbsp;&nbsp;&nbsp; 1410 |
| &nbsp;&nbsp;&nbsp;Akzo Nobel NV | 1.625% | &nbsp;&nbsp;&nbsp;&nbsp; 4/14/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 11400 | &nbsp;&nbsp;&nbsp;&nbsp; 12003 |
| &nbsp;&nbsp;&nbsp;Akzo Nobel NV | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/24/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5820 |
| &nbsp;&nbsp;&nbsp;Alliander NV | 0.375% | &nbsp;&nbsp;&nbsp;&nbsp; 6/10/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3684 | &nbsp;&nbsp;&nbsp;&nbsp; 3700 |
| &nbsp;&nbsp;&nbsp;Alliander NV | 0.875% | &nbsp;&nbsp;&nbsp;&nbsp; 6/24/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp;&nbsp; 1964 |
| &nbsp;&nbsp;&nbsp;ASML Holding NV | 1.375% | &nbsp;&nbsp;&nbsp;&nbsp; 7/7/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 9275 | &nbsp;&nbsp;&nbsp;&nbsp; 10393 |
| &nbsp;&nbsp;&nbsp;ASML Holding NV | 1.625% | &nbsp;&nbsp;&nbsp;&nbsp; 5/28/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 733 | &nbsp;&nbsp;&nbsp;&nbsp; 819 |
| &nbsp;&nbsp;&nbsp;ASML Holding NV | 0.625% | &nbsp;&nbsp;&nbsp;&nbsp; 5/7/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3786 | &nbsp;&nbsp;&nbsp;&nbsp; 3964 |
| &nbsp;&nbsp;&nbsp;ASML Holding NV | 0.250% | &nbsp;&nbsp;&nbsp;&nbsp; 2/25/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7934 | &nbsp;&nbsp;&nbsp;&nbsp; 7992 |
| &nbsp;&nbsp;&nbsp;ASR Nederland NV | 7.000% | &nbsp;&nbsp;&nbsp;&nbsp; 12/7/43 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 9200 | &nbsp;&nbsp;&nbsp;&nbsp; 12092 |
| &nbsp;&nbsp;&nbsp;ASR Nederland NV | 3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 5/2/49 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4075 | &nbsp;&nbsp;&nbsp;&nbsp; 4527 |
| &nbsp;&nbsp;&nbsp;Ayvens Bank NV | 0.250% | &nbsp;&nbsp;&nbsp;&nbsp; 9/7/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4000 | &nbsp;&nbsp;&nbsp;&nbsp; 4403 |
| &nbsp;&nbsp;&nbsp;Citycon Treasury BV | 6.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/8/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1400 | &nbsp;&nbsp;&nbsp;&nbsp; 1680 |
| &nbsp;&nbsp;&nbsp;Cooperatieve Rabobank UA | 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/12/26 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 500 | &nbsp;&nbsp;&nbsp;&nbsp; 321 |

---

------

Total International Bond II Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;&nbsp;&nbsp;Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| &nbsp;&nbsp;&nbsp;Cooperatieve Rabobank UA | 3.125% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp; 6470 | &nbsp;&nbsp;&nbsp;&nbsp; 8126 |
| &nbsp;&nbsp;&nbsp;Cooperatieve Rabobank UA | 1.375% | &nbsp;&nbsp;&nbsp;&nbsp; 2/3/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2146 | &nbsp;&nbsp;&nbsp;&nbsp; 2390 |
| &nbsp;&nbsp;&nbsp;Cooperatieve Rabobank UA | 0.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/21/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 22600 | &nbsp;&nbsp;&nbsp;&nbsp; 24530 |
| &nbsp;&nbsp;&nbsp;Cooperatieve Rabobank UA | 0.375% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 12900 | &nbsp;&nbsp;&nbsp;&nbsp; 14112 |
| &nbsp;&nbsp;&nbsp;Cooperatieve Rabobank UA | 0.875% | &nbsp;&nbsp;&nbsp;&nbsp; 2/8/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 18500 | &nbsp;&nbsp;&nbsp;&nbsp; 20268 |
| &nbsp;&nbsp;&nbsp;Cooperatieve Rabobank UA | 1.875% | &nbsp;&nbsp;&nbsp;&nbsp; 7/12/28 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 10500 | &nbsp;&nbsp;&nbsp;&nbsp; 13197 |
| &nbsp;&nbsp;&nbsp;Cooperatieve Rabobank UA | 0.875% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 20000 | &nbsp;&nbsp;&nbsp;&nbsp; 21491 |
| &nbsp;&nbsp;&nbsp;Cooperatieve Rabobank UA | 5.051% | &nbsp;&nbsp;&nbsp;&nbsp; 2/26/29 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 8300 | &nbsp;&nbsp;&nbsp;&nbsp; 5451 |
| &nbsp;&nbsp;&nbsp;Cooperatieve Rabobank UA | 4.233% | &nbsp;&nbsp;&nbsp;&nbsp; 4/25/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 14000 | &nbsp;&nbsp;&nbsp;&nbsp; 16514 |
| &nbsp;&nbsp;&nbsp;Cooperatieve Rabobank UA | 4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 5/23/29 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 3688 | &nbsp;&nbsp;&nbsp;&nbsp; 4810 |
| &nbsp;&nbsp;&nbsp;Cooperatieve Rabobank UA | 4.550% | &nbsp;&nbsp;&nbsp;&nbsp; 8/30/29 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 3466 | &nbsp;&nbsp;&nbsp;&nbsp; 4647 |
| &nbsp;&nbsp;&nbsp;Cooperatieve Rabobank UA | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/10/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 9000 | &nbsp;&nbsp;&nbsp;&nbsp; 10646 |
| &nbsp;&nbsp;&nbsp;Cooperatieve Rabobank UA | 0.125% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10800 | &nbsp;&nbsp;&nbsp;&nbsp; 10425 |
| &nbsp;&nbsp;&nbsp;Cooperatieve Rabobank UA | 0.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/2/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3000 | &nbsp;&nbsp;&nbsp;&nbsp; 2998 |
| &nbsp;&nbsp;&nbsp;Cooperatieve Rabobank UA | 1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/31/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3700 | &nbsp;&nbsp;&nbsp;&nbsp; 3804 |
| &nbsp;&nbsp;&nbsp;Cooperatieve Rabobank UA | 7.074% | &nbsp;&nbsp;&nbsp;&nbsp; 10/26/32 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 1700 | &nbsp;&nbsp;&nbsp;&nbsp; 1140 |
| &nbsp;&nbsp;&nbsp;Cooperatieve Rabobank UA | 0.625% | &nbsp;&nbsp;&nbsp;&nbsp; 2/25/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 11800 | &nbsp;&nbsp;&nbsp;&nbsp; 10916 |
| &nbsp;&nbsp;&nbsp;Cooperatieve Rabobank UA | 3.106% | &nbsp;&nbsp;&nbsp;&nbsp; 6/7/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 12500 | &nbsp;&nbsp;&nbsp;&nbsp; 14500 |
| &nbsp;&nbsp;&nbsp;Cooperatieve Rabobank UA | 3.064% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10000 | &nbsp;&nbsp;&nbsp;&nbsp; 11545 |
| &nbsp;&nbsp;&nbsp;Cooperatieve Rabobank UA | 3.822% | &nbsp;&nbsp;&nbsp;&nbsp; 7/26/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5759 |
| &nbsp;&nbsp;&nbsp;Cooperatieve Rabobank UA | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/26/38 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3500 | &nbsp;&nbsp;&nbsp;&nbsp; 3238 |
| &nbsp;&nbsp;&nbsp;Cooperatieve Rabobank UA | 0.750% | &nbsp;&nbsp;&nbsp;&nbsp; 6/21/39 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6000 | &nbsp;&nbsp;&nbsp;&nbsp; 4881 |
| &nbsp;&nbsp;&nbsp;Cooperatieve Rabobank UA | 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/23/41 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 316 | &nbsp;&nbsp;&nbsp;&nbsp; 405 |
| &nbsp;&nbsp;&nbsp;CTP NV | 0.750% | &nbsp;&nbsp;&nbsp;&nbsp; 2/18/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5786 | &nbsp;&nbsp;&nbsp;&nbsp; 6296 |
| &nbsp;&nbsp;&nbsp;CTP NV | 1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/21/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 300 | &nbsp;&nbsp;&nbsp;&nbsp; 311 |
| &nbsp;&nbsp;&nbsp;CTP NV | 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 2/5/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5800 | &nbsp;&nbsp;&nbsp;&nbsp; 6876 |
| &nbsp;&nbsp;&nbsp;CTP NV | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 9/27/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2496 | &nbsp;&nbsp;&nbsp;&nbsp; 2456 |
| &nbsp;&nbsp;&nbsp;de Volksbank NV | 0.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/22/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3000 | &nbsp;&nbsp;&nbsp;&nbsp; 3314 |
| &nbsp;&nbsp;&nbsp;de Volksbank NV | 2.375% | &nbsp;&nbsp;&nbsp;&nbsp; 5/4/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6700 | &nbsp;&nbsp;&nbsp;&nbsp; 7560 |
| &nbsp;&nbsp;&nbsp;de Volksbank NV | 0.750% | &nbsp;&nbsp;&nbsp;&nbsp; 5/18/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2500 | &nbsp;&nbsp;&nbsp;&nbsp; 2758 |
| &nbsp;&nbsp;&nbsp;de Volksbank NV | 0.375% | &nbsp;&nbsp;&nbsp;&nbsp; 3/3/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7300 | &nbsp;&nbsp;&nbsp;&nbsp; 7736 |
| &nbsp;&nbsp;&nbsp;de Volksbank NV | 0.750% | &nbsp;&nbsp;&nbsp;&nbsp; 10/24/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2457 | &nbsp;&nbsp;&nbsp;&nbsp; 2466 |
| &nbsp;&nbsp;&nbsp;DSM BV | 0.750% | &nbsp;&nbsp;&nbsp;&nbsp; 9/28/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10700 | &nbsp;&nbsp;&nbsp;&nbsp; 11859 |
| &nbsp;&nbsp;&nbsp;DSM BV | 0.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/23/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4000 | &nbsp;&nbsp;&nbsp;&nbsp; 4232 |
| &nbsp;&nbsp;&nbsp;DSM BV | 0.625% | &nbsp;&nbsp;&nbsp;&nbsp; 6/23/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 8500 | &nbsp;&nbsp;&nbsp;&nbsp; 8201 |
| &nbsp;&nbsp;&nbsp;Enexis Holding NV | 0.750% | &nbsp;&nbsp;&nbsp;&nbsp; 7/2/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 4990 |
| &nbsp;&nbsp;&nbsp;Enexis Holding NV | 3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 6/12/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5850 |
| &nbsp;&nbsp;&nbsp;Euronext NV | 1.125% | &nbsp;&nbsp;&nbsp;&nbsp; 6/12/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4000 | &nbsp;&nbsp;&nbsp;&nbsp; 4247 |
| &nbsp;&nbsp;&nbsp;Euronext NV | 0.750% | &nbsp;&nbsp;&nbsp;&nbsp; 5/17/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3000 | &nbsp;&nbsp;&nbsp;&nbsp; 2960 |
| &nbsp;&nbsp;&nbsp;Euronext NV | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/17/41 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3200 | &nbsp;&nbsp;&nbsp;&nbsp; 2646 |
| &nbsp;&nbsp;&nbsp;EXOR NV | 1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/18/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2592 | &nbsp;&nbsp;&nbsp;&nbsp; 2859 |
| &nbsp;&nbsp;&nbsp;EXOR NV | 2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 4/29/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5947 | &nbsp;&nbsp;&nbsp;&nbsp; 6465 |
| &nbsp;&nbsp;&nbsp;EXOR NV | 0.875% | &nbsp;&nbsp;&nbsp;&nbsp; 1/19/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3000 | &nbsp;&nbsp;&nbsp;&nbsp; 2996 |
| &nbsp;&nbsp;&nbsp;EXOR NV | 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 2/14/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1636 | &nbsp;&nbsp;&nbsp;&nbsp; 1867 |
| &nbsp;&nbsp;&nbsp;Heineken NV | 1.375% | &nbsp;&nbsp;&nbsp;&nbsp; 1/29/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4958 | &nbsp;&nbsp;&nbsp;&nbsp; 5517 |
| &nbsp;&nbsp;&nbsp;Heineken NV | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 10/3/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp; 108 |
| &nbsp;&nbsp;&nbsp;Heineken NV | 2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 3/30/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7369 | &nbsp;&nbsp;&nbsp;&nbsp; 8138 |
| &nbsp;&nbsp;&nbsp;Heineken NV | 3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 9/23/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7500 | &nbsp;&nbsp;&nbsp;&nbsp; 8880 |
| &nbsp;&nbsp;&nbsp;Heineken NV | 1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/7/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4000 | &nbsp;&nbsp;&nbsp;&nbsp; 3902 |
| &nbsp;&nbsp;&nbsp;Heineken NV | 1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 5/7/40 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 11529 | &nbsp;&nbsp;&nbsp;&nbsp; 9992 |
| &nbsp;&nbsp;&nbsp;IMCD NV | 4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 9/18/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5935 |
| &nbsp;&nbsp;&nbsp;ING Bank NV | 2.625% | &nbsp;&nbsp;&nbsp;&nbsp; 1/10/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5733 |
| &nbsp;&nbsp;&nbsp;ING Bank NV | 0.875% | &nbsp;&nbsp;&nbsp;&nbsp; 4/11/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7700 | &nbsp;&nbsp;&nbsp;&nbsp; 8399 |
| &nbsp;&nbsp;&nbsp;ING Bank NV | 2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 2/21/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 30000 | &nbsp;&nbsp;&nbsp;&nbsp; 34060 |
| &nbsp;&nbsp;&nbsp;ING Bank NV | 0.125% | &nbsp;&nbsp;&nbsp;&nbsp; 12/8/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 18400 | &nbsp;&nbsp;&nbsp;&nbsp; 17698 |
| &nbsp;&nbsp;&nbsp;ING Bank NV | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/21/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10000 | &nbsp;&nbsp;&nbsp;&nbsp; 11433 |
| &nbsp;&nbsp;&nbsp;ING Groep NV | 0.375% | &nbsp;&nbsp;&nbsp;&nbsp; 9/29/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 24800 | &nbsp;&nbsp;&nbsp;&nbsp; 26535 |
| &nbsp;&nbsp;&nbsp;ING Groep NV | 0.250% | &nbsp;&nbsp;&nbsp;&nbsp; 2/18/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 19800 | &nbsp;&nbsp;&nbsp;&nbsp; 20824 |
| &nbsp;&nbsp;&nbsp;ING Groep NV | 0.250% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 9500 | &nbsp;&nbsp;&nbsp;&nbsp; 9707 |
| &nbsp;&nbsp;&nbsp;ING Groep NV | 0.875% | &nbsp;&nbsp;&nbsp;&nbsp; 11/29/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3000 | &nbsp;&nbsp;&nbsp;&nbsp; 3079 |
| &nbsp;&nbsp;&nbsp;ING Groep NV | 1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 2/16/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5400 | &nbsp;&nbsp;&nbsp;&nbsp; 5729 |
| &nbsp;&nbsp;&nbsp;ING Groep NV | 2.125% | &nbsp;&nbsp;&nbsp;&nbsp; 5/26/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 8000 | &nbsp;&nbsp;&nbsp;&nbsp; 8974 |
| &nbsp;&nbsp;&nbsp;ING Groep NV | 0.875% | &nbsp;&nbsp;&nbsp;&nbsp; 6/9/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3000 | &nbsp;&nbsp;&nbsp;&nbsp; 3248 |
| &nbsp;&nbsp;&nbsp;ING Groep NV | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 11/16/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5376 |
| &nbsp;&nbsp;&nbsp;ING Groep NV | 6.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/20/33 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 3500 | &nbsp;&nbsp;&nbsp;&nbsp; 4758 |
| &nbsp;&nbsp;&nbsp;ING Groep NV | 4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 8/24/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp;&nbsp; 2310 |
| &nbsp;&nbsp;&nbsp;ING Groep NV | 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 11/14/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp;&nbsp; 2511 |
| &nbsp;&nbsp;&nbsp;ING Groep NV | 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 5/23/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10000 | &nbsp;&nbsp;&nbsp;&nbsp; 12131 |
| &nbsp;&nbsp;&nbsp;ING Groep NV | 4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 8000 | &nbsp;&nbsp;&nbsp;&nbsp; 9293 |
| &nbsp;&nbsp;&nbsp;ING Groep NV | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/12/35 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3000 | &nbsp;&nbsp;&nbsp;&nbsp; 3471 |

---

------

Total International Bond II Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;&nbsp;&nbsp;Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| &nbsp;&nbsp;&nbsp;ING Groep NV | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/20/35 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5500 | &nbsp;&nbsp;&nbsp;&nbsp; 6554 |
| &nbsp;&nbsp;&nbsp;ING Groep NV | 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 9/3/35 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10000 | &nbsp;&nbsp;&nbsp;&nbsp; 11241 |
| &nbsp;&nbsp;&nbsp;JDE Peet's NV | 0.625% | &nbsp;&nbsp;&nbsp;&nbsp; 2/9/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 8300 | &nbsp;&nbsp;&nbsp;&nbsp; 8850 |
| &nbsp;&nbsp;&nbsp;JDE Peet's NV | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 1/16/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10500 | &nbsp;&nbsp;&nbsp;&nbsp; 10861 |
| &nbsp;&nbsp;&nbsp;JDE Peet's NV | 4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 1/23/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5865 |
| &nbsp;&nbsp;&nbsp;JDE Peet's NV | 1.125% | &nbsp;&nbsp;&nbsp;&nbsp; 6/16/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 8000 | &nbsp;&nbsp;&nbsp;&nbsp; 7445 |
| &nbsp;&nbsp;&nbsp;JDE Peet's NV | 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 1/23/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6300 | &nbsp;&nbsp;&nbsp;&nbsp; 7456 |
| &nbsp;&nbsp;&nbsp;Knab NV | 0.750% | &nbsp;&nbsp;&nbsp;&nbsp; 6/27/59 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1300 | &nbsp;&nbsp;&nbsp;&nbsp; 1426 |
| &nbsp;&nbsp;&nbsp;Koninklijke Ahold Delhaize NV | 1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 4/2/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5591 |
| &nbsp;&nbsp;&nbsp;Koninklijke Ahold Delhaize NV | 0.375% | &nbsp;&nbsp;&nbsp;&nbsp; 3/18/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4000 | &nbsp;&nbsp;&nbsp;&nbsp; 4013 |
| &nbsp;&nbsp;&nbsp;Koninklijke Ahold Delhaize NV | 3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 3/11/36 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7000 | &nbsp;&nbsp;&nbsp;&nbsp; 8065 |
| &nbsp;&nbsp;&nbsp;Koninklijke KPN NV | 5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 9/17/29 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 3944 | &nbsp;&nbsp;&nbsp;&nbsp; 5449 |
| &nbsp;&nbsp;&nbsp;Koninklijke KPN NV | 3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 7/3/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2500 | &nbsp;&nbsp;&nbsp;&nbsp; 2954 |
| &nbsp;&nbsp;&nbsp;Koninklijke KPN NV | 0.875% | &nbsp;&nbsp;&nbsp;&nbsp; 12/14/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6900 | &nbsp;&nbsp;&nbsp;&nbsp; 6563 |
| &nbsp;&nbsp;&nbsp;Koninklijke KPN NV | 0.875% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1800 | &nbsp;&nbsp;&nbsp;&nbsp; 1665 |
| &nbsp;&nbsp;&nbsp;Koninklijke KPN NV | 3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 2/16/36 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5715 |
| &nbsp;&nbsp;&nbsp;Koninklijke Philips NV | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/22/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3000 | &nbsp;&nbsp;&nbsp;&nbsp; 3335 |
| &nbsp;&nbsp;&nbsp;Koninklijke Philips NV | 1.375% | &nbsp;&nbsp;&nbsp;&nbsp; 5/2/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3775 | &nbsp;&nbsp;&nbsp;&nbsp; 4127 |
| &nbsp;&nbsp;&nbsp;Koninklijke Philips NV | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/30/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4913 | &nbsp;&nbsp;&nbsp;&nbsp; 5328 |
| &nbsp;&nbsp;&nbsp;Louis Dreyfus Co. Finance BV | 1.625% | &nbsp;&nbsp;&nbsp;&nbsp; 4/28/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2100 | &nbsp;&nbsp;&nbsp;&nbsp; 2300 |
| &nbsp;&nbsp;&nbsp;Nationale-Nederlanden Bank NV | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 9/21/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 9000 | &nbsp;&nbsp;&nbsp;&nbsp; 9480 |
| &nbsp;&nbsp;&nbsp;Nationale-Nederlanden Bank NV | 0.375% | &nbsp;&nbsp;&nbsp;&nbsp; 3/4/41 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10000 | &nbsp;&nbsp;&nbsp;&nbsp; 7192 |
| &nbsp;&nbsp;&nbsp;Nederlandse Gasunie NV | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/11/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 8293 | &nbsp;&nbsp;&nbsp;&nbsp; 9292 |
| &nbsp;&nbsp;&nbsp;Nederlandse Gasunie NV | 0.375% | &nbsp;&nbsp;&nbsp;&nbsp; 10/3/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1455 | &nbsp;&nbsp;&nbsp;&nbsp; 1406 |
| &nbsp;&nbsp;&nbsp;NIBC Bank NV | 0.625% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5700 | &nbsp;&nbsp;&nbsp;&nbsp; 6354 |
| &nbsp;&nbsp;&nbsp;NIBC Bank NV | 0.250% | &nbsp;&nbsp;&nbsp;&nbsp; 9/9/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10000 | &nbsp;&nbsp;&nbsp;&nbsp; 10966 |
| &nbsp;&nbsp;&nbsp;NIBC Bank NV | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/19/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7600 | &nbsp;&nbsp;&nbsp;&nbsp; 8356 |
| &nbsp;&nbsp;&nbsp;NIBC Bank NV | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/11/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2500 | &nbsp;&nbsp;&nbsp;&nbsp; 2699 |
| &nbsp;&nbsp;&nbsp;NIBC Bank NV | 0.010% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5064 |
| &nbsp;&nbsp;&nbsp;NIBC Bank NV | 0.125% | &nbsp;&nbsp;&nbsp;&nbsp; 4/21/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 23000 | &nbsp;&nbsp;&nbsp;&nbsp; 22340 |
| &nbsp;&nbsp;&nbsp;NN Group NV | 1.625% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3100 | &nbsp;&nbsp;&nbsp;&nbsp; 3468 |
| &nbsp;&nbsp;&nbsp;NN Group NV | 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3800 | &nbsp;&nbsp;&nbsp;&nbsp; 4561 |
| &nbsp;&nbsp;&nbsp;NN Group NV | 6.000% | &nbsp;&nbsp;&nbsp;&nbsp; 11/3/43 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7500 | &nbsp;&nbsp;&nbsp;&nbsp; 9362 |
| &nbsp;&nbsp;&nbsp;NN Group NV | 4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 1/13/48 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6591 | &nbsp;&nbsp;&nbsp;&nbsp; 7746 |
| &nbsp;&nbsp;&nbsp;PostNL NV | 0.625% | &nbsp;&nbsp;&nbsp;&nbsp; 9/23/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2457 | &nbsp;&nbsp;&nbsp;&nbsp; 2705 |
| &nbsp;&nbsp;&nbsp;RELX Finance BV | 3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 3/20/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2500 | &nbsp;&nbsp;&nbsp;&nbsp; 2830 |
| &nbsp;&nbsp;&nbsp;Royal Schiphol Group NV | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/6/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 17546 | &nbsp;&nbsp;&nbsp;&nbsp; 19358 |
| &nbsp;&nbsp;&nbsp;Royal Schiphol Group NV | 0.875% | &nbsp;&nbsp;&nbsp;&nbsp; 9/8/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 4813 |
| &nbsp;&nbsp;&nbsp;Sandoz Finance BV | 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 11/17/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2500 | &nbsp;&nbsp;&nbsp;&nbsp; 3002 |
| &nbsp;&nbsp;&nbsp;Shell International Finance BV | 1.625% | &nbsp;&nbsp;&nbsp;&nbsp; 1/20/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 11925 | &nbsp;&nbsp;&nbsp;&nbsp; 13308 |
| &nbsp;&nbsp;&nbsp;Shell International Finance BV | 0.125% | &nbsp;&nbsp;&nbsp;&nbsp; 11/8/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2457 | &nbsp;&nbsp;&nbsp;&nbsp; 2619 |
| &nbsp;&nbsp;&nbsp;Shell International Finance BV | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/7/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 8000 | &nbsp;&nbsp;&nbsp;&nbsp; 8796 |
| &nbsp;&nbsp;&nbsp;Shell International Finance BV | 1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/12/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4217 | &nbsp;&nbsp;&nbsp;&nbsp; 4588 |
| &nbsp;&nbsp;&nbsp;Shell International Finance BV | 0.750% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4913 | &nbsp;&nbsp;&nbsp;&nbsp; 5243 |
| &nbsp;&nbsp;&nbsp;Shell International Finance BV | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 12/10/30 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 2771 | &nbsp;&nbsp;&nbsp;&nbsp; 3086 |
| &nbsp;&nbsp;&nbsp;Shell International Finance BV | 1.875% | &nbsp;&nbsp;&nbsp;&nbsp; 4/7/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 13913 | &nbsp;&nbsp;&nbsp;&nbsp; 14579 |
| &nbsp;&nbsp;&nbsp;Shell International Finance BV | 0.875% | &nbsp;&nbsp;&nbsp;&nbsp; 11/8/39 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4868 | &nbsp;&nbsp;&nbsp;&nbsp; 3708 |
| &nbsp;&nbsp;&nbsp;Shell International Finance BV | 1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 9/10/52 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 2457 | &nbsp;&nbsp;&nbsp;&nbsp; 1439 |
| &nbsp;&nbsp;&nbsp;Stedin Holding NV | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 11/14/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2457 | &nbsp;&nbsp;&nbsp;&nbsp; 2530 |
| &nbsp;&nbsp;&nbsp;Stedin Holding NV | 2.375% | &nbsp;&nbsp;&nbsp;&nbsp; 6/3/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2500 | &nbsp;&nbsp;&nbsp;&nbsp; 2784 |
| &nbsp;&nbsp;&nbsp;TenneT Holding BV | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/13/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2100 | &nbsp;&nbsp;&nbsp;&nbsp; 2348 |
| &nbsp;&nbsp;&nbsp;TenneT Holding BV | 1.625% | &nbsp;&nbsp;&nbsp;&nbsp; 11/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7200 | &nbsp;&nbsp;&nbsp;&nbsp; 8077 |
| &nbsp;&nbsp;&nbsp;TenneT Holding BV | 1.375% | &nbsp;&nbsp;&nbsp;&nbsp; 6/5/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 13613 | &nbsp;&nbsp;&nbsp;&nbsp; 14993 |
| &nbsp;&nbsp;&nbsp;TenneT Holding BV | 3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 10/28/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3600 | &nbsp;&nbsp;&nbsp;&nbsp; 4245 |
| &nbsp;&nbsp;&nbsp;TenneT Holding BV | 1.375% | &nbsp;&nbsp;&nbsp;&nbsp; 6/26/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5149 | &nbsp;&nbsp;&nbsp;&nbsp; 5614 |
| &nbsp;&nbsp;&nbsp;TenneT Holding BV | 2.125% | &nbsp;&nbsp;&nbsp;&nbsp; 11/17/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5500 | &nbsp;&nbsp;&nbsp;&nbsp; 6126 |
| &nbsp;&nbsp;&nbsp;TenneT Holding BV | 0.875% | &nbsp;&nbsp;&nbsp;&nbsp; 6/3/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5403 | &nbsp;&nbsp;&nbsp;&nbsp; 5669 |
| &nbsp;&nbsp;&nbsp;TenneT Holding BV | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/9/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3000 | &nbsp;&nbsp;&nbsp;&nbsp; 3029 |
| &nbsp;&nbsp;&nbsp;TenneT Holding BV | 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 4/28/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2500 | &nbsp;&nbsp;&nbsp;&nbsp; 3045 |
| &nbsp;&nbsp;&nbsp;TenneT Holding BV | 0.125% | &nbsp;&nbsp;&nbsp;&nbsp; 11/30/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 500 | &nbsp;&nbsp;&nbsp;&nbsp; 470 |
| &nbsp;&nbsp;&nbsp;TenneT Holding BV | 2.375% | &nbsp;&nbsp;&nbsp;&nbsp; 5/17/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3350 | &nbsp;&nbsp;&nbsp;&nbsp; 3685 |
| &nbsp;&nbsp;&nbsp;TenneT Holding BV | 1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 10/24/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 822 | &nbsp;&nbsp;&nbsp;&nbsp; 828 |
| &nbsp;&nbsp;&nbsp;TenneT Holding BV | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/5/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp;&nbsp; 2112 |
| &nbsp;&nbsp;&nbsp;TenneT Holding BV | 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 10/28/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp;&nbsp; 2487 |
| &nbsp;&nbsp;&nbsp;TenneT Holding BV | 0.875% | &nbsp;&nbsp;&nbsp;&nbsp; 6/16/35 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 11600 | &nbsp;&nbsp;&nbsp;&nbsp; 10775 |
| &nbsp;&nbsp;&nbsp;TenneT Holding BV | 1.875% | &nbsp;&nbsp;&nbsp;&nbsp; 6/13/36 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2737 | &nbsp;&nbsp;&nbsp;&nbsp; 2776 |
| &nbsp;&nbsp;&nbsp;TenneT Holding BV | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/3/39 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5062 | &nbsp;&nbsp;&nbsp;&nbsp; 4661 |
| &nbsp;&nbsp;&nbsp;TenneT Holding BV | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 11/30/40 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7516 | &nbsp;&nbsp;&nbsp;&nbsp; 5989 |
| &nbsp;&nbsp;&nbsp;TenneT Holding BV | 1.125% | &nbsp;&nbsp;&nbsp;&nbsp; 6/9/41 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5300 | &nbsp;&nbsp;&nbsp;&nbsp; 4455 |
| &nbsp;&nbsp;&nbsp;TenneT Holding BV | 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 5/17/42 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3900 | &nbsp;&nbsp;&nbsp;&nbsp; 4107 |

---

------

Total International Bond II Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;&nbsp;&nbsp;Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| &nbsp;&nbsp;&nbsp;TenneT Holding BV | 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 10/28/42 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3500 | &nbsp;&nbsp;&nbsp;&nbsp; 4318 |
| &nbsp;&nbsp;&nbsp;Universal Music Group NV | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/30/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4028 | &nbsp;&nbsp;&nbsp;&nbsp; 4614 |
| &nbsp;&nbsp;&nbsp;Universal Music Group NV | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/13/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5895 |
| &nbsp;&nbsp;&nbsp;Vesteda Finance BV | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/24/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1906 | &nbsp;&nbsp;&nbsp;&nbsp; 2114 |
| &nbsp;&nbsp;&nbsp;Vesteda Finance BV | 0.750% | &nbsp;&nbsp;&nbsp;&nbsp; 10/18/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2786 | &nbsp;&nbsp;&nbsp;&nbsp; 2673 |
| &nbsp;&nbsp;&nbsp;VIA Outlets BV | 1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2400 | &nbsp;&nbsp;&nbsp;&nbsp; 2585 |
| &nbsp;&nbsp;&nbsp;Wolters Kluwer NV | 0.250% | &nbsp;&nbsp;&nbsp;&nbsp; 3/30/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1500 | &nbsp;&nbsp;&nbsp;&nbsp; 1594 |
| &nbsp;&nbsp;&nbsp;Wolters Kluwer NV | 0.750% | &nbsp;&nbsp;&nbsp;&nbsp; 7/3/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2800 | &nbsp;&nbsp;&nbsp;&nbsp; 2858 |
| &nbsp;&nbsp;&nbsp;Wolters Kluwer NV | 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 4/3/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5888 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **1264439** |
| **New Zealand (0.1%)** | **New Zealand (0.1%)** | **New Zealand (0.1%)** |  |  |  |
| &nbsp;&nbsp;&nbsp;ANZ New Zealand International Ltd. | 0.200% | &nbsp;&nbsp;&nbsp;&nbsp; 9/23/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 16876 | &nbsp;&nbsp;&nbsp;&nbsp; 18108 |
| &nbsp;&nbsp;&nbsp;ASB Bank Ltd. | 1.646% | &nbsp;&nbsp;&nbsp;&nbsp; 5/4/26 | &nbsp;&nbsp;&nbsp;&nbsp;NZD | &nbsp;&nbsp; 3000 | &nbsp;&nbsp;&nbsp;&nbsp; 1751 |
| &nbsp;&nbsp;&nbsp;ASB Bank Ltd. | 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/16/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 8000 | &nbsp;&nbsp;&nbsp;&nbsp; 9389 |
| &nbsp;&nbsp;&nbsp;ASB Bank Ltd. | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 9/24/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2500 | &nbsp;&nbsp;&nbsp;&nbsp; 2543 |
| &nbsp;&nbsp;&nbsp;ASB Bank Ltd. | 0.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/21/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 34362 | &nbsp;&nbsp;&nbsp;&nbsp; 33564 |
| &nbsp;&nbsp;&nbsp;Bank of New Zealand | 1.884% | &nbsp;&nbsp;&nbsp;&nbsp; 6/8/26 | &nbsp;&nbsp;&nbsp;&nbsp;NZD | &nbsp;&nbsp; 1000 | &nbsp;&nbsp;&nbsp;&nbsp; 584 |
| &nbsp;&nbsp;&nbsp;Contact Energy Ltd. | 6.398% | &nbsp;&nbsp;&nbsp;&nbsp; 11/21/30 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 7900 | &nbsp;&nbsp;&nbsp;&nbsp; 5392 |
| &nbsp;&nbsp;&nbsp;Fonterra Co-operative Group Ltd. | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 11/2/27 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp; 127 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **71458** |
| **Norway (0.3%)** | **Norway (0.3%)** | **Norway (0.3%)** |  |  |  |
| &nbsp;&nbsp;&nbsp;Aker BP ASA | 1.125% | &nbsp;&nbsp;&nbsp;&nbsp; 5/12/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 8200 | &nbsp;&nbsp;&nbsp;&nbsp; 8559 |
| &nbsp;&nbsp;&nbsp;Aker BP ASA | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/29/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4000 | &nbsp;&nbsp;&nbsp;&nbsp; 4546 |
| &nbsp;&nbsp;&nbsp;Avinor A/S | 0.750% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 8000 | &nbsp;&nbsp;&nbsp;&nbsp; 8087 |
| &nbsp;&nbsp;&nbsp;DNB Bank ASA | 3.125% | &nbsp;&nbsp;&nbsp;&nbsp; 9/21/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 12400 | &nbsp;&nbsp;&nbsp;&nbsp; 14181 |
| &nbsp;&nbsp;&nbsp;DNB Bank ASA | 0.375% | &nbsp;&nbsp;&nbsp;&nbsp; 1/18/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp; 219 |
| &nbsp;&nbsp;&nbsp;DNB Bank ASA | 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 7/19/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 26500 | &nbsp;&nbsp;&nbsp;&nbsp; 31123 |
| &nbsp;&nbsp;&nbsp;DNB Bank ASA | 0.250% | &nbsp;&nbsp;&nbsp;&nbsp; 2/23/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 12000 | &nbsp;&nbsp;&nbsp;&nbsp; 12680 |
| &nbsp;&nbsp;&nbsp;DNB Bank ASA | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/14/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 19000 | &nbsp;&nbsp;&nbsp;&nbsp; 22376 |
| &nbsp;&nbsp;&nbsp;DNB Bank ASA | 4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 2/28/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 8000 | &nbsp;&nbsp;&nbsp;&nbsp; 9373 |
| &nbsp;&nbsp;&nbsp;DNB Bank ASA | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/13/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10000 | &nbsp;&nbsp;&nbsp;&nbsp; 11882 |
| &nbsp;&nbsp;&nbsp;DNB Boligkreditt A/S | 0.250% | &nbsp;&nbsp;&nbsp;&nbsp; 9/7/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 20576 | &nbsp;&nbsp;&nbsp;&nbsp; 22758 |
| &nbsp;&nbsp;&nbsp;DNB Boligkreditt A/S | 0.010% | &nbsp;&nbsp;&nbsp;&nbsp; 5/12/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 27000 | &nbsp;&nbsp;&nbsp;&nbsp; 28658 |
| &nbsp;&nbsp;&nbsp;DNB Boligkreditt A/S | 2.625% | &nbsp;&nbsp;&nbsp;&nbsp; 1/28/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5715 |
| &nbsp;&nbsp;&nbsp;Eika Boligkreditt A/S | 0.010% | &nbsp;&nbsp;&nbsp;&nbsp; 3/23/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 9057 | &nbsp;&nbsp;&nbsp;&nbsp; 9639 |
| &nbsp;&nbsp;&nbsp;Eika Boligkreditt A/S | 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/14/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2500 | &nbsp;&nbsp;&nbsp;&nbsp; 2918 |
| &nbsp;&nbsp;&nbsp;Equinor ASA | 0.750% | &nbsp;&nbsp;&nbsp;&nbsp; 5/22/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5518 | &nbsp;&nbsp;&nbsp;&nbsp; 6152 |
| &nbsp;&nbsp;&nbsp;Equinor ASA | 0.750% | &nbsp;&nbsp;&nbsp;&nbsp; 11/9/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6953 | &nbsp;&nbsp;&nbsp;&nbsp; 7696 |
| &nbsp;&nbsp;&nbsp;Equinor ASA | 1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 2/17/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 14481 | &nbsp;&nbsp;&nbsp;&nbsp; 16085 |
| &nbsp;&nbsp;&nbsp;Equinor ASA | 6.125% | &nbsp;&nbsp;&nbsp;&nbsp; 11/27/28 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 4302 | &nbsp;&nbsp;&nbsp;&nbsp; 6057 |
| &nbsp;&nbsp;&nbsp;Equinor ASA | 6.875% | &nbsp;&nbsp;&nbsp;&nbsp; 3/11/31 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 3477 | &nbsp;&nbsp;&nbsp;&nbsp; 5148 |
| &nbsp;&nbsp;&nbsp;Equinor ASA | 1.375% | &nbsp;&nbsp;&nbsp;&nbsp; 5/22/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 12567 | &nbsp;&nbsp;&nbsp;&nbsp; 12748 |
| &nbsp;&nbsp;&nbsp;Equinor ASA | 1.625% | &nbsp;&nbsp;&nbsp;&nbsp; 2/17/35 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4501 | &nbsp;&nbsp;&nbsp;&nbsp; 4358 |
| &nbsp;&nbsp;&nbsp;Equinor ASA | 1.625% | &nbsp;&nbsp;&nbsp;&nbsp; 11/9/36 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1004 | &nbsp;&nbsp;&nbsp;&nbsp; 938 |
| &nbsp;&nbsp;&nbsp;Equinor ASA | 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 4/10/41 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 2293 | &nbsp;&nbsp;&nbsp;&nbsp; 2605 |
| &nbsp;&nbsp;&nbsp;SpareBank 1 Boligkreditt A/S | 0.125% | &nbsp;&nbsp;&nbsp;&nbsp; 5/14/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4913 | &nbsp;&nbsp;&nbsp;&nbsp; 5460 |
| &nbsp;&nbsp;&nbsp;SpareBank 1 Boligkreditt A/S | 0.250% | &nbsp;&nbsp;&nbsp;&nbsp; 8/30/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 20228 | &nbsp;&nbsp;&nbsp;&nbsp; 22393 |
| &nbsp;&nbsp;&nbsp;SpareBank 1 Boligkreditt A/S | 0.125% | &nbsp;&nbsp;&nbsp;&nbsp; 1/20/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 29000 | &nbsp;&nbsp;&nbsp;&nbsp; 31104 |
| &nbsp;&nbsp;&nbsp;SpareBank 1 Boligkreditt A/S | 0.125% | &nbsp;&nbsp;&nbsp;&nbsp; 11/5/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10013 | &nbsp;&nbsp;&nbsp;&nbsp; 10245 |
| &nbsp;&nbsp;&nbsp;SpareBank 1 Boligkreditt A/S | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 20000 | &nbsp;&nbsp;&nbsp;&nbsp; 22937 |
| &nbsp;&nbsp;&nbsp;SpareBank 1 SMN | 0.010% | &nbsp;&nbsp;&nbsp;&nbsp; 2/18/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 9017 | &nbsp;&nbsp;&nbsp;&nbsp; 9522 |
| &nbsp;&nbsp;&nbsp;SR-Boligkreditt A/S | 1.625% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 28840 | &nbsp;&nbsp;&nbsp;&nbsp; 32174 |
| &nbsp;&nbsp;&nbsp;Statkraft A/S | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/26/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1323 | &nbsp;&nbsp;&nbsp;&nbsp; 1414 |
| &nbsp;&nbsp;&nbsp;Statkraft A/S | 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/9/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp;&nbsp; 2322 |
| &nbsp;&nbsp;&nbsp;Statkraft A/S | 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/22/39 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3500 | &nbsp;&nbsp;&nbsp;&nbsp; 4103 |
| &nbsp;&nbsp;&nbsp;Statnett SF | 1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 4/26/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5597 | &nbsp;&nbsp;&nbsp;&nbsp; 5934 |
| &nbsp;&nbsp;&nbsp;Storebrand Livsforsikring A/S | 1.875% | &nbsp;&nbsp;&nbsp;&nbsp; 9/30/51 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4321 | &nbsp;&nbsp;&nbsp;&nbsp; 4298 |
| &nbsp;&nbsp;&nbsp;Telenor ASA | 0.750% | &nbsp;&nbsp;&nbsp;&nbsp; 5/31/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7911 | &nbsp;&nbsp;&nbsp;&nbsp; 8818 |
| &nbsp;&nbsp;&nbsp;Telenor ASA | 1.125% | &nbsp;&nbsp;&nbsp;&nbsp; 5/31/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6614 | &nbsp;&nbsp;&nbsp;&nbsp; 7057 |
| &nbsp;&nbsp;&nbsp;Telenor ASA | 0.625% | &nbsp;&nbsp;&nbsp;&nbsp; 9/25/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2500 | &nbsp;&nbsp;&nbsp;&nbsp; 2448 |
| &nbsp;&nbsp;&nbsp;Telenor ASA | 0.875% | &nbsp;&nbsp;&nbsp;&nbsp; 2/14/35 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 4532 |
| &nbsp;&nbsp;&nbsp;Var Energi ASA | 5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/4/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 6069 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **435331** |
| **Poland (0.0%)** | **Poland (0.0%)** | **Poland (0.0%)** |  |  |  |
| &nbsp;&nbsp;&nbsp;ORLEN SA | 1.125% | &nbsp;&nbsp;&nbsp;&nbsp; 5/27/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1000 | &nbsp;&nbsp;&nbsp;&nbsp; 1066 |
| &nbsp;&nbsp;&nbsp;ORLEN SA | 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 7/13/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3420 | &nbsp;&nbsp;&nbsp;&nbsp; 4105 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **5171** |

---

------

Total International Bond II Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | **Coupon** | &nbsp;&nbsp;&nbsp;&nbsp;**Maturity<br> Date** | &nbsp;&nbsp;&nbsp;&nbsp;**Currency** | &nbsp;&nbsp;**Face<br> Amount<br> (000)** | &nbsp;&nbsp;&nbsp;&nbsp;**Market<br> Value• ($000)** |
| **Portugal (0.1%)** | **Portugal (0.1%)** | **Portugal (0.1%)** |  |  |  |
| &nbsp;&nbsp;&nbsp;Banco BPI SA | 3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 7/4/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 20000 | &nbsp;&nbsp;&nbsp;&nbsp; 23502 |
| &nbsp;&nbsp;&nbsp;Banco Santander Totta SA | 1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 9/26/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4600 | &nbsp;&nbsp;&nbsp;&nbsp; 5089 |
| &nbsp;&nbsp;&nbsp;Banco Santander Totta SA | 3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 4/19/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 8800 | &nbsp;&nbsp;&nbsp;&nbsp; 10270 |
| &nbsp;&nbsp;&nbsp;Banco Santander Totta SA | 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10000 | &nbsp;&nbsp;&nbsp;&nbsp; 11704 |
| &nbsp;&nbsp;&nbsp;BCR-Brisa Concessao Rodoviaria SA | 2.375% | &nbsp;&nbsp;&nbsp;&nbsp; 5/10/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6500 | &nbsp;&nbsp;&nbsp;&nbsp; 7342 |
| &nbsp;&nbsp;&nbsp;EDP Finance BV | 0.375% | &nbsp;&nbsp;&nbsp;&nbsp; 9/16/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4913 | &nbsp;&nbsp;&nbsp;&nbsp; 5415 |
| &nbsp;&nbsp;&nbsp;EDP Finance BV | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 11/22/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1398 | &nbsp;&nbsp;&nbsp;&nbsp; 1543 |
| &nbsp;&nbsp;&nbsp;EDP SA | 2.875% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1900 | &nbsp;&nbsp;&nbsp;&nbsp; 2158 |
| &nbsp;&nbsp;&nbsp;EDP SA | 1.625% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 8200 | &nbsp;&nbsp;&nbsp;&nbsp; 9165 |
| &nbsp;&nbsp;&nbsp;EDP Servicios Financieros Espana SA | 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 7/16/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3000 | &nbsp;&nbsp;&nbsp;&nbsp; 3471 |
| &nbsp;&nbsp;&nbsp;EDP Servicios Financieros Espana SA | 4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 4/4/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 25000 | &nbsp;&nbsp;&nbsp;&nbsp; 30201 |
| &nbsp;&nbsp;&nbsp;Fidelidade - Co. De Seguros SA | 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 9/4/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1500 | &nbsp;&nbsp;&nbsp;&nbsp; 1700 |
| &nbsp;&nbsp;&nbsp;Ren Finance BV | 1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/18/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1296 | &nbsp;&nbsp;&nbsp;&nbsp; 1425 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **112985** |
| **Romania (0.0%)** | **Romania (0.0%)** | **Romania (0.0%)** |  |  |  |
| &nbsp;&nbsp;&nbsp;NE Property BV | 1.875% | &nbsp;&nbsp;&nbsp;&nbsp; 10/9/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2908 | &nbsp;&nbsp;&nbsp;&nbsp; 3249 |
| &nbsp;&nbsp;&nbsp;NE Property BV | 3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 7/14/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 393 | &nbsp;&nbsp;&nbsp;&nbsp; 448 |
| &nbsp;&nbsp;&nbsp;NE Property BV | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/20/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp;&nbsp; 2111 |
| &nbsp;&nbsp;&nbsp;NE Property BV | 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 1/21/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2500 | &nbsp;&nbsp;&nbsp;&nbsp; 2878 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **8686** |
| **Singapore (0.0%)** | **Singapore (0.0%)** | **Singapore (0.0%)** |  |  |  |
| &nbsp;&nbsp;&nbsp;Temasek Financial I Ltd. | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 11/20/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10829 | &nbsp;&nbsp;&nbsp;&nbsp; 10590 |
| &nbsp;&nbsp;&nbsp;Temasek Financial I Ltd. | 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4587 | &nbsp;&nbsp;&nbsp;&nbsp; 5341 |
| &nbsp;&nbsp;&nbsp;Temasek Financial I Ltd. | 5.125% | &nbsp;&nbsp;&nbsp;&nbsp; 7/26/40 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 3234 | &nbsp;&nbsp;&nbsp;&nbsp; 4236 |
| &nbsp;&nbsp;&nbsp;Temasek Financial I Ltd. | 1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 11/20/49 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2444 | &nbsp;&nbsp;&nbsp;&nbsp; 1730 |
| &nbsp;&nbsp;&nbsp;United Overseas Bank Ltd. | 0.100% | &nbsp;&nbsp;&nbsp;&nbsp; 5/25/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 15348 | &nbsp;&nbsp;&nbsp;&nbsp; 15741 |
| &nbsp;&nbsp;&nbsp;United Overseas Bank Ltd. | 3.580% | Perpetual | &nbsp;&nbsp;&nbsp;&nbsp;SGD | &nbsp;&nbsp; 1500 | &nbsp;&nbsp;&nbsp;&nbsp; 1148 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **38786** |
| **Slovakia (0.0%)** | **Slovakia (0.0%)** | **Slovakia (0.0%)** |  |  |  |
| &nbsp;&nbsp;&nbsp;Tatra Banka A/S | 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 10/9/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 30000 | &nbsp;&nbsp;&nbsp;&nbsp; 34209 |
| **South Africa (0.0%)** | **South Africa (0.0%)** | **South Africa (0.0%)** |  |  |  |
| &nbsp;&nbsp;&nbsp;Anglo American Capital plc | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 6097 |
| &nbsp;&nbsp;&nbsp;Anglo American Capital plc | 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 9/21/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6500 | &nbsp;&nbsp;&nbsp;&nbsp; 7826 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **13923** |
| **South Korea (0.0%)** | **South Korea (0.0%)** | **South Korea (0.0%)** |  |  |  |
| &nbsp;&nbsp;&nbsp;SK Hynix Inc. | 4.266% | &nbsp;&nbsp;&nbsp;&nbsp; 2/14/28 | &nbsp;&nbsp;&nbsp;&nbsp;KRW | &nbsp;&nbsp; 4940000 | &nbsp;&nbsp;&nbsp;&nbsp; 3643 |
| **Spain (0.9%)** | **Spain (0.9%)** | **Spain (0.9%)** |  |  |  |
| &nbsp;&nbsp;&nbsp;Abanca Corp. Bancaria SA | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 9/8/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1600 | &nbsp;&nbsp;&nbsp;&nbsp; 1759 |
| &nbsp;&nbsp;&nbsp;Abanca Corp. Bancaria SA | 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 9/14/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2500 | &nbsp;&nbsp;&nbsp;&nbsp; 2994 |
| &nbsp;&nbsp;&nbsp;Abertis Infraestructuras SA | 1.375% | &nbsp;&nbsp;&nbsp;&nbsp; 5/20/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 300 | &nbsp;&nbsp;&nbsp;&nbsp; 337 |
| &nbsp;&nbsp;&nbsp;Abertis Infraestructuras SA | 3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 11/27/26 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 1500 | &nbsp;&nbsp;&nbsp;&nbsp; 1948 |
| &nbsp;&nbsp;&nbsp;Abertis Infraestructuras SA | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/27/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 600 | &nbsp;&nbsp;&nbsp;&nbsp; 663 |
| &nbsp;&nbsp;&nbsp;Abertis Infraestructuras SA | 2.375% | &nbsp;&nbsp;&nbsp;&nbsp; 9/27/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3600 | &nbsp;&nbsp;&nbsp;&nbsp; 4052 |
| &nbsp;&nbsp;&nbsp;Abertis Infraestructuras SA | 4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 1/31/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6000 | &nbsp;&nbsp;&nbsp;&nbsp; 7046 |
| &nbsp;&nbsp;&nbsp;Abertis Infraestructuras SA | 1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 2/7/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1800 | &nbsp;&nbsp;&nbsp;&nbsp; 1962 |
| &nbsp;&nbsp;&nbsp;Abertis Infraestructuras SA | 1.125% | &nbsp;&nbsp;&nbsp;&nbsp; 3/26/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3000 | &nbsp;&nbsp;&nbsp;&nbsp; 3246 |
| &nbsp;&nbsp;&nbsp;Abertis Infraestructuras SA | 2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 3/29/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 16500 | &nbsp;&nbsp;&nbsp;&nbsp; 18243 |
| &nbsp;&nbsp;&nbsp;Abertis Infraestructuras SA | 1.875% | &nbsp;&nbsp;&nbsp;&nbsp; 3/26/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3000 | &nbsp;&nbsp;&nbsp;&nbsp; 3081 |
| &nbsp;&nbsp;&nbsp;Acciona Energia Financiacion Filiales SA | 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 4/25/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2500 | &nbsp;&nbsp;&nbsp;&nbsp; 2868 |
| &nbsp;&nbsp;&nbsp;Acciona Energia Financiacion Filiales SA | 1.375% | &nbsp;&nbsp;&nbsp;&nbsp; 1/26/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3200 | &nbsp;&nbsp;&nbsp;&nbsp; 3114 |
| &nbsp;&nbsp;&nbsp;Amadeus IT Group SA | 1.875% | &nbsp;&nbsp;&nbsp;&nbsp; 9/24/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 8300 | &nbsp;&nbsp;&nbsp;&nbsp; 9149 |
| &nbsp;&nbsp;&nbsp;AYT Cedulas Cajas Global FTA | 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 5/25/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 17300 | &nbsp;&nbsp;&nbsp;&nbsp; 20559 |
| &nbsp;&nbsp;&nbsp;Banco Bilbao Vizcaya Argentaria SA | 0.875% | &nbsp;&nbsp;&nbsp;&nbsp; 11/22/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7400 | &nbsp;&nbsp;&nbsp;&nbsp; 8235 |
| &nbsp;&nbsp;&nbsp;Banco Bilbao Vizcaya Argentaria SA | 3.125% | &nbsp;&nbsp;&nbsp;&nbsp; 7/17/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10900 | &nbsp;&nbsp;&nbsp;&nbsp; 12620 |
| &nbsp;&nbsp;&nbsp;Banco Bilbao Vizcaya Argentaria SA | 3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 9/20/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 12000 | &nbsp;&nbsp;&nbsp;&nbsp; 13910 |
| &nbsp;&nbsp;&nbsp;Banco Bilbao Vizcaya Argentaria SA | 4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 10/14/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3700 | &nbsp;&nbsp;&nbsp;&nbsp; 4466 |
| &nbsp;&nbsp;&nbsp;Banco Bilbao Vizcaya Argentaria SA | 3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 6/7/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 13000 | &nbsp;&nbsp;&nbsp;&nbsp; 15216 |
| &nbsp;&nbsp;&nbsp;Banco Bilbao Vizcaya Argentaria SA | 4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 1/13/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 9500 | &nbsp;&nbsp;&nbsp;&nbsp; 11411 |
| &nbsp;&nbsp;&nbsp;Banco Bilbao Vizcaya Argentaria SA | 5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3000 | &nbsp;&nbsp;&nbsp;&nbsp; 3631 |
| &nbsp;&nbsp;&nbsp;Banco Bilbao Vizcaya Argentaria SA | 4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 2/8/36 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 17000 | &nbsp;&nbsp;&nbsp;&nbsp; 20034 |
| &nbsp;&nbsp;&nbsp;Banco de Sabadell SA | 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 8/28/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5767 |
| &nbsp;&nbsp;&nbsp;Banco de Sabadell SA | 5.125% | &nbsp;&nbsp;&nbsp;&nbsp; 11/10/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4000 | &nbsp;&nbsp;&nbsp;&nbsp; 4786 |
| &nbsp;&nbsp;&nbsp;Banco de Sabadell SA | 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 2/7/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 17600 | &nbsp;&nbsp;&nbsp;&nbsp; 21127 |
| &nbsp;&nbsp;&nbsp;Banco de Sabadell SA | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/7/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10000 | &nbsp;&nbsp;&nbsp;&nbsp; 12027 |
| &nbsp;&nbsp;&nbsp;Banco de Sabadell SA | 5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 9/8/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 17000 | &nbsp;&nbsp;&nbsp;&nbsp; 20702 |

---

------

Total International Bond II Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;&nbsp;&nbsp;Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| &nbsp;&nbsp;&nbsp;Banco Santander SA | 0.300% | &nbsp;&nbsp;&nbsp;&nbsp; 10/4/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5502 |
| &nbsp;&nbsp;&nbsp;Banco Santander SA | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 2/4/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4500 | &nbsp;&nbsp;&nbsp;&nbsp; 4918 |
| &nbsp;&nbsp;&nbsp;Banco Santander SA | 1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 2/17/27 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 3000 | &nbsp;&nbsp;&nbsp;&nbsp; 3784 |
| &nbsp;&nbsp;&nbsp;Banco Santander SA | 4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 5/4/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 900 | &nbsp;&nbsp;&nbsp;&nbsp; 1071 |
| &nbsp;&nbsp;&nbsp;Banco Santander SA | 2.375% | &nbsp;&nbsp;&nbsp;&nbsp; 9/8/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 30000 | &nbsp;&nbsp;&nbsp;&nbsp; 34197 |
| &nbsp;&nbsp;&nbsp;Banco Santander SA | 3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 1/16/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5847 |
| &nbsp;&nbsp;&nbsp;Banco Santander SA | 2.125% | &nbsp;&nbsp;&nbsp;&nbsp; 2/8/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1400 | &nbsp;&nbsp;&nbsp;&nbsp; 1550 |
| &nbsp;&nbsp;&nbsp;Banco Santander SA | 0.200% | &nbsp;&nbsp;&nbsp;&nbsp; 2/11/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7300 | &nbsp;&nbsp;&nbsp;&nbsp; 7726 |
| &nbsp;&nbsp;&nbsp;Banco Santander SA | 0.310% | &nbsp;&nbsp;&nbsp;&nbsp; 6/9/28 | &nbsp;&nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp; 3465 | &nbsp;&nbsp;&nbsp;&nbsp; 4154 |
| &nbsp;&nbsp;&nbsp;Banco Santander SA | 1.125% | &nbsp;&nbsp;&nbsp;&nbsp; 10/25/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2500 | &nbsp;&nbsp;&nbsp;&nbsp; 2722 |
| &nbsp;&nbsp;&nbsp;Banco Santander SA | 5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/11/29 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 10000 | &nbsp;&nbsp;&nbsp;&nbsp; 13533 |
| &nbsp;&nbsp;&nbsp;Banco Santander SA | 3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 1/11/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5888 |
| &nbsp;&nbsp;&nbsp;Banco Santander SA | 5.125% | &nbsp;&nbsp;&nbsp;&nbsp; 1/25/30 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 6733 |
| &nbsp;&nbsp;&nbsp;Banco Santander SA | 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/12/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10000 | &nbsp;&nbsp;&nbsp;&nbsp; 12045 |
| &nbsp;&nbsp;&nbsp;Banco Santander SA | 1.625% | &nbsp;&nbsp;&nbsp;&nbsp; 10/22/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 8000 | &nbsp;&nbsp;&nbsp;&nbsp; 8238 |
| &nbsp;&nbsp;&nbsp;Banco Santander SA | 5.375% | &nbsp;&nbsp;&nbsp;&nbsp; 1/17/31 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 6751 |
| &nbsp;&nbsp;&nbsp;Banco Santander SA | 0.875% | &nbsp;&nbsp;&nbsp;&nbsp; 5/9/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5100 | &nbsp;&nbsp;&nbsp;&nbsp; 5217 |
| &nbsp;&nbsp;&nbsp;Banco Santander SA | 4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 10/18/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 22000 | &nbsp;&nbsp;&nbsp;&nbsp; 26901 |
| &nbsp;&nbsp;&nbsp;Banco Santander SA | 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 9/8/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 25000 | &nbsp;&nbsp;&nbsp;&nbsp; 28338 |
| &nbsp;&nbsp;&nbsp;Banco Santander SA | 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 10/2/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 14000 | &nbsp;&nbsp;&nbsp;&nbsp; 15797 |
| &nbsp;&nbsp;&nbsp;Banco Santander SA | 2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 10/4/32 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 3000 | &nbsp;&nbsp;&nbsp;&nbsp; 3729 |
| &nbsp;&nbsp;&nbsp;Banco Santander SA | 5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 8/23/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 17500 | &nbsp;&nbsp;&nbsp;&nbsp; 21126 |
| &nbsp;&nbsp;&nbsp;Banco Santander SA | 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/9/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 25300 | &nbsp;&nbsp;&nbsp;&nbsp; 29311 |
| &nbsp;&nbsp;&nbsp;Banco Santander SA | 4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 4/22/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 8000 | &nbsp;&nbsp;&nbsp;&nbsp; 9416 |
| &nbsp;&nbsp;&nbsp;Banco Santander SA | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/22/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5925 |
| &nbsp;&nbsp;&nbsp;Banco Santander SA | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 11/27/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5700 | &nbsp;&nbsp;&nbsp;&nbsp; 5972 |
| &nbsp;&nbsp;&nbsp;Bankinter SA | 0.875% | &nbsp;&nbsp;&nbsp;&nbsp; 7/8/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3000 | &nbsp;&nbsp;&nbsp;&nbsp; 3336 |
| &nbsp;&nbsp;&nbsp;Bankinter SA | 0.625% | &nbsp;&nbsp;&nbsp;&nbsp; 10/6/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3500 | &nbsp;&nbsp;&nbsp;&nbsp; 3773 |
| &nbsp;&nbsp;&nbsp;Bankinter SA | 1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 2/7/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp; 110 |
| &nbsp;&nbsp;&nbsp;Bankinter SA | 4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 5/3/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4000 | &nbsp;&nbsp;&nbsp;&nbsp; 4762 |
| &nbsp;&nbsp;&nbsp;Bankinter SA | 4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 9/13/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp;&nbsp; 2438 |
| &nbsp;&nbsp;&nbsp;CaixaBank SA | 1.375% | &nbsp;&nbsp;&nbsp;&nbsp; 6/19/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2500 | &nbsp;&nbsp;&nbsp;&nbsp; 2799 |
| &nbsp;&nbsp;&nbsp;CaixaBank SA | 0.750% | &nbsp;&nbsp;&nbsp;&nbsp; 7/9/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 23300 | &nbsp;&nbsp;&nbsp;&nbsp; 25907 |
| &nbsp;&nbsp;&nbsp;CaixaBank SA | 1.125% | &nbsp;&nbsp;&nbsp;&nbsp; 11/12/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2500 | &nbsp;&nbsp;&nbsp;&nbsp; 2775 |
| &nbsp;&nbsp;&nbsp;CaixaBank SA | 1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 1/11/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp; 224 |
| &nbsp;&nbsp;&nbsp;CaixaBank SA | 4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 5/16/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4000 | &nbsp;&nbsp;&nbsp;&nbsp; 4625 |
| &nbsp;&nbsp;&nbsp;CaixaBank SA | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/17/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 30700 | &nbsp;&nbsp;&nbsp;&nbsp; 33659 |
| &nbsp;&nbsp;&nbsp;CaixaBank SA | 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/6/28 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 8000 | &nbsp;&nbsp;&nbsp;&nbsp; 10396 |
| &nbsp;&nbsp;&nbsp;CaixaBank SA | 0.750% | &nbsp;&nbsp;&nbsp;&nbsp; 5/26/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10900 | &nbsp;&nbsp;&nbsp;&nbsp; 11906 |
| &nbsp;&nbsp;&nbsp;CaixaBank SA | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 2/9/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1500 | &nbsp;&nbsp;&nbsp;&nbsp; 1598 |
| &nbsp;&nbsp;&nbsp;CaixaBank SA | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/19/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10000 | &nbsp;&nbsp;&nbsp;&nbsp; 12067 |
| &nbsp;&nbsp;&nbsp;CaixaBank SA | 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 9/7/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4000 | &nbsp;&nbsp;&nbsp;&nbsp; 4707 |
| &nbsp;&nbsp;&nbsp;CaixaBank SA | 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 9/6/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10000 | &nbsp;&nbsp;&nbsp;&nbsp; 12000 |
| &nbsp;&nbsp;&nbsp;CaixaBank SA | 5.375% | &nbsp;&nbsp;&nbsp;&nbsp; 11/14/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 8000 | &nbsp;&nbsp;&nbsp;&nbsp; 9923 |
| &nbsp;&nbsp;&nbsp;CaixaBank SA | 1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/18/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3000 | &nbsp;&nbsp;&nbsp;&nbsp; 3341 |
| &nbsp;&nbsp;&nbsp;CaixaBank SA | 4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 2/9/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5888 |
| &nbsp;&nbsp;&nbsp;CaixaBank SA | 1.625% | &nbsp;&nbsp;&nbsp;&nbsp; 7/14/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5236 |
| &nbsp;&nbsp;&nbsp;CaixaBank SA | 3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 9/19/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10000 | &nbsp;&nbsp;&nbsp;&nbsp; 11419 |
| &nbsp;&nbsp;&nbsp;CaixaBank SA | 6.250% | &nbsp;&nbsp;&nbsp;&nbsp; 2/23/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2500 | &nbsp;&nbsp;&nbsp;&nbsp; 3023 |
| &nbsp;&nbsp;&nbsp;CaixaBank SA | 6.875% | &nbsp;&nbsp;&nbsp;&nbsp; 10/25/33 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 6921 |
| &nbsp;&nbsp;&nbsp;CaixaBank SA | 4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 11/29/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10000 | &nbsp;&nbsp;&nbsp;&nbsp; 12062 |
| &nbsp;&nbsp;&nbsp;CaixaBank SA | 6.125% | &nbsp;&nbsp;&nbsp;&nbsp; 5/30/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 19000 | &nbsp;&nbsp;&nbsp;&nbsp; 23326 |
| &nbsp;&nbsp;&nbsp;CaixaBank SA | 5.125% | &nbsp;&nbsp;&nbsp;&nbsp; 7/19/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp;&nbsp; 2496 |
| &nbsp;&nbsp;&nbsp;CaixaBank SA | 4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 3/24/36 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2350 | &nbsp;&nbsp;&nbsp;&nbsp; 2895 |
| &nbsp;&nbsp;&nbsp;Cajamar Caja Rural SCC | 3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 7/25/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10400 | &nbsp;&nbsp;&nbsp;&nbsp; 12147 |
| &nbsp;&nbsp;&nbsp;Cellnex Finance Co. SA | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 14200 | &nbsp;&nbsp;&nbsp;&nbsp; 15525 |
| &nbsp;&nbsp;&nbsp;Cellnex Finance Co. SA | 1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10000 | &nbsp;&nbsp;&nbsp;&nbsp; 10673 |
| &nbsp;&nbsp;&nbsp;Cellnex Finance Co. SA | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3000 | &nbsp;&nbsp;&nbsp;&nbsp; 3053 |
| &nbsp;&nbsp;&nbsp;Cellnex Finance Co. SA | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5015 |
| &nbsp;&nbsp;&nbsp;Cellnex Telecom SA | 1.875% | &nbsp;&nbsp;&nbsp;&nbsp; 6/26/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7400 | &nbsp;&nbsp;&nbsp;&nbsp; 8008 |
| &nbsp;&nbsp;&nbsp;Cellnex Telecom SA | 1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 10/23/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 8900 | &nbsp;&nbsp;&nbsp;&nbsp; 9334 |
| &nbsp;&nbsp;&nbsp;Cepsa Finance SA | 0.750% | &nbsp;&nbsp;&nbsp;&nbsp; 2/12/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3000 | &nbsp;&nbsp;&nbsp;&nbsp; 3225 |
| &nbsp;&nbsp;&nbsp;Cepsa Finance SA | 4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 4/11/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4000 | &nbsp;&nbsp;&nbsp;&nbsp; 4597 |
| &nbsp;&nbsp;&nbsp;Criteria Caixa SA | 0.875% | &nbsp;&nbsp;&nbsp;&nbsp; 10/28/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3300 | &nbsp;&nbsp;&nbsp;&nbsp; 3576 |
| &nbsp;&nbsp;&nbsp;Enagas Financiaciones SA | 1.375% | &nbsp;&nbsp;&nbsp;&nbsp; 5/5/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp; 110 |
| &nbsp;&nbsp;&nbsp;Enagas Financiaciones SA | 0.375% | &nbsp;&nbsp;&nbsp;&nbsp; 11/5/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4000 | &nbsp;&nbsp;&nbsp;&nbsp; 3679 |
| &nbsp;&nbsp;&nbsp;Enagas Financiaciones SA | 3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 1/24/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 800 | &nbsp;&nbsp;&nbsp;&nbsp; 904 |
| &nbsp;&nbsp;&nbsp;FCC Aqualia SA | 2.629% | &nbsp;&nbsp;&nbsp;&nbsp; 6/8/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1893 | &nbsp;&nbsp;&nbsp;&nbsp; 2136 |
| &nbsp;&nbsp;&nbsp;Iberdrola Finanzas SA | 3.125% | &nbsp;&nbsp;&nbsp;&nbsp; 11/22/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6000 | &nbsp;&nbsp;&nbsp;&nbsp; 6929 |
| &nbsp;&nbsp;&nbsp;Iberdrola Finanzas SA | 1.621% | &nbsp;&nbsp;&nbsp;&nbsp; 11/29/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2100 | &nbsp;&nbsp;&nbsp;&nbsp; 2298 |

---

------

Total International Bond II Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;&nbsp;&nbsp;Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| &nbsp;&nbsp;&nbsp;Iberdrola Finanzas SA | 1.375% | &nbsp;&nbsp;&nbsp;&nbsp; 3/11/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3100 | &nbsp;&nbsp;&nbsp;&nbsp; 3133 |
| &nbsp;&nbsp;&nbsp;Iberdrola Finanzas SA | 3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 11/22/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7500 | &nbsp;&nbsp;&nbsp;&nbsp; 8593 |
| &nbsp;&nbsp;&nbsp;Iberdrola Finanzas SA | 3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 7/13/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4000 | &nbsp;&nbsp;&nbsp;&nbsp; 4651 |
| &nbsp;&nbsp;&nbsp;Iberdrola Finanzas SA | 3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 7/18/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6000 | &nbsp;&nbsp;&nbsp;&nbsp; 6887 |
| &nbsp;&nbsp;&nbsp;Iberdrola Finanzas SA | 5.870% | &nbsp;&nbsp;&nbsp;&nbsp; 11/28/34 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 3331 |
| &nbsp;&nbsp;&nbsp;Iberdrola Finanzas SA | 1.575% | Perpetual | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1000 | &nbsp;&nbsp;&nbsp;&nbsp; 1086 |
| &nbsp;&nbsp;&nbsp;Iberdrola Finanzas SA | 4.871% | Perpetual | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10000 | &nbsp;&nbsp;&nbsp;&nbsp; 11620 |
| &nbsp;&nbsp;&nbsp;Iberdrola Finanzas SA | 4.875% | Perpetual | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5100 | &nbsp;&nbsp;&nbsp;&nbsp; 5970 |
| &nbsp;&nbsp;&nbsp;Iberdrola International BV | 1.450% | Perpetual | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6000 | &nbsp;&nbsp;&nbsp;&nbsp; 6579 |
| &nbsp;&nbsp;&nbsp;Iberdrola International BV | 1.825% | Perpetual | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3400 | &nbsp;&nbsp;&nbsp;&nbsp; 3498 |
| &nbsp;&nbsp;&nbsp;Iberdrola International BV | 2.250% | Perpetual | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 14800 | &nbsp;&nbsp;&nbsp;&nbsp; 15750 |
| &nbsp;&nbsp;&nbsp;Inmobiliaria Colonial Socimi SA | 1.350% | &nbsp;&nbsp;&nbsp;&nbsp; 10/14/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp;&nbsp; 2170 |
| &nbsp;&nbsp;&nbsp;Inmobiliaria Colonial Socimi SA | 2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 11/28/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1000 | &nbsp;&nbsp;&nbsp;&nbsp; 1107 |
| &nbsp;&nbsp;&nbsp;Mapfre SA | 1.625% | &nbsp;&nbsp;&nbsp;&nbsp; 5/19/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 600 | &nbsp;&nbsp;&nbsp;&nbsp; 673 |
| &nbsp;&nbsp;&nbsp;Mapfre SA | 4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 3/31/47 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2600 | &nbsp;&nbsp;&nbsp;&nbsp; 2987 |
| &nbsp;&nbsp;&nbsp;Mapfre SA | 4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 9/7/48 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3600 | &nbsp;&nbsp;&nbsp;&nbsp; 4112 |
| &nbsp;&nbsp;&nbsp;Merlin Properties Socimi SA | 1.875% | &nbsp;&nbsp;&nbsp;&nbsp; 11/2/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7000 | &nbsp;&nbsp;&nbsp;&nbsp; 7846 |
| &nbsp;&nbsp;&nbsp;Merlin Properties Socimi SA | 2.375% | &nbsp;&nbsp;&nbsp;&nbsp; 9/18/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp;&nbsp; 2187 |
| &nbsp;&nbsp;&nbsp;Merlin Properties Socimi SA | 1.375% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5200 | &nbsp;&nbsp;&nbsp;&nbsp; 5342 |
| &nbsp;&nbsp;&nbsp;Merlin Properties Socimi SA | 1.875% | &nbsp;&nbsp;&nbsp;&nbsp; 12/4/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3000 | &nbsp;&nbsp;&nbsp;&nbsp; 2870 |
| &nbsp;&nbsp;&nbsp;Naturgy Finance Iberia SA | 1.375% | &nbsp;&nbsp;&nbsp;&nbsp; 1/19/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp; 112 |
| &nbsp;&nbsp;&nbsp;Naturgy Finance Iberia SA | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 1/29/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1000 | &nbsp;&nbsp;&nbsp;&nbsp; 1103 |
| &nbsp;&nbsp;&nbsp;Naturgy Finance Iberia SA | 0.750% | &nbsp;&nbsp;&nbsp;&nbsp; 11/28/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3200 | &nbsp;&nbsp;&nbsp;&nbsp; 3322 |
| &nbsp;&nbsp;&nbsp;NorteGas Energia Distribucion SA | 2.065% | &nbsp;&nbsp;&nbsp;&nbsp; 9/28/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2139 | &nbsp;&nbsp;&nbsp;&nbsp; 2373 |
| &nbsp;&nbsp;&nbsp;NorteGas Energia Distribucion SA | 0.905% | &nbsp;&nbsp;&nbsp;&nbsp; 1/22/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3000 | &nbsp;&nbsp;&nbsp;&nbsp; 2884 |
| &nbsp;&nbsp;&nbsp;Programa Cedulas TDA Fondo de Titulizacion de Activos | 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 3/28/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4200 | &nbsp;&nbsp;&nbsp;&nbsp; 4941 |
| &nbsp;&nbsp;&nbsp;Programa Cedulas TDA Fondo de Titulizacion de Activos | 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 4/10/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 17700 | &nbsp;&nbsp;&nbsp;&nbsp; 21839 |
| &nbsp;&nbsp;&nbsp;Red Electrica Financiaciones SA | 1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 3/13/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1200 | &nbsp;&nbsp;&nbsp;&nbsp; 1336 |
| &nbsp;&nbsp;&nbsp;Red Electrica Financiaciones SA | 0.375% | &nbsp;&nbsp;&nbsp;&nbsp; 7/24/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp;&nbsp; 2122 |
| &nbsp;&nbsp;&nbsp;Redeia Corp. SA | 3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 7/9/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6100 | &nbsp;&nbsp;&nbsp;&nbsp; 6959 |
| &nbsp;&nbsp;&nbsp;Redexis Gas Finance BV | 1.875% | &nbsp;&nbsp;&nbsp;&nbsp; 4/27/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7596 | &nbsp;&nbsp;&nbsp;&nbsp; 8508 |
| &nbsp;&nbsp;&nbsp;Repsol Europe Finance Sarl | 0.375% | &nbsp;&nbsp;&nbsp;&nbsp; 7/6/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7000 | &nbsp;&nbsp;&nbsp;&nbsp; 7156 |
| &nbsp;&nbsp;&nbsp;Repsol Europe Finance Sarl | 0.875% | &nbsp;&nbsp;&nbsp;&nbsp; 7/6/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2900 | &nbsp;&nbsp;&nbsp;&nbsp; 2694 |
| &nbsp;&nbsp;&nbsp;Repsol International Finance BV | 2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 12/10/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5650 |
| &nbsp;&nbsp;&nbsp;Repsol International Finance BV | 0.250% | &nbsp;&nbsp;&nbsp;&nbsp; 8/2/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 500 | &nbsp;&nbsp;&nbsp;&nbsp; 539 |
| &nbsp;&nbsp;&nbsp;Repsol International Finance BV | 2.500% | Perpetual | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3000 | &nbsp;&nbsp;&nbsp;&nbsp; 3313 |
| &nbsp;&nbsp;&nbsp;Repsol International Finance BV | 3.750% | Perpetual | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3500 | &nbsp;&nbsp;&nbsp;&nbsp; 3959 |
| &nbsp;&nbsp;&nbsp;Repsol International Finance BV | 4.247% | Perpetual | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3500 | &nbsp;&nbsp;&nbsp;&nbsp; 3995 |
| &nbsp;&nbsp;&nbsp;Santander Consumer Finance SA | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 1/14/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10700 | &nbsp;&nbsp;&nbsp;&nbsp; 11733 |
| &nbsp;&nbsp;&nbsp;Telefonica Emisiones SA | 1.447% | &nbsp;&nbsp;&nbsp;&nbsp; 1/22/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10100 | &nbsp;&nbsp;&nbsp;&nbsp; 11281 |
| &nbsp;&nbsp;&nbsp;Telefonica Emisiones SA | 2.318% | &nbsp;&nbsp;&nbsp;&nbsp; 10/17/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 400 | &nbsp;&nbsp;&nbsp;&nbsp; 448 |
| &nbsp;&nbsp;&nbsp;Telefonica Emisiones SA | 1.788% | &nbsp;&nbsp;&nbsp;&nbsp; 3/12/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4300 | &nbsp;&nbsp;&nbsp;&nbsp; 4714 |
| &nbsp;&nbsp;&nbsp;Telefonica Emisiones SA | 5.445% | &nbsp;&nbsp;&nbsp;&nbsp; 10/8/29 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 2850 | &nbsp;&nbsp;&nbsp;&nbsp; 3892 |
| &nbsp;&nbsp;&nbsp;Telefonica Emisiones SA | 2.932% | &nbsp;&nbsp;&nbsp;&nbsp; 10/17/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5600 | &nbsp;&nbsp;&nbsp;&nbsp; 6391 |
| &nbsp;&nbsp;&nbsp;Telefonica Emisiones SA | 0.664% | &nbsp;&nbsp;&nbsp;&nbsp; 2/3/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5900 | &nbsp;&nbsp;&nbsp;&nbsp; 6022 |
| &nbsp;&nbsp;&nbsp;Telefonica Emisiones SA | 2.592% | &nbsp;&nbsp;&nbsp;&nbsp; 5/25/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 11900 | &nbsp;&nbsp;&nbsp;&nbsp; 13056 |
| &nbsp;&nbsp;&nbsp;Telefonica Emisiones SA | 1.807% | &nbsp;&nbsp;&nbsp;&nbsp; 5/21/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3900 | &nbsp;&nbsp;&nbsp;&nbsp; 3992 |
| &nbsp;&nbsp;&nbsp;Telefonica Emisiones SA | 3.724% | &nbsp;&nbsp;&nbsp;&nbsp; 1/23/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5649 |
| &nbsp;&nbsp;&nbsp;Telefonica Emisiones SA | 1.864% | &nbsp;&nbsp;&nbsp;&nbsp; 7/13/40 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3900 | &nbsp;&nbsp;&nbsp;&nbsp; 3235 |
| &nbsp;&nbsp;&nbsp;Telefonica Europe BV | 5.875% | &nbsp;&nbsp;&nbsp;&nbsp; 2/14/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3152 | &nbsp;&nbsp;&nbsp;&nbsp; 4118 |
| &nbsp;&nbsp;&nbsp;Unicaja Banco SA | 5.125% | &nbsp;&nbsp;&nbsp;&nbsp; 2/21/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5500 | &nbsp;&nbsp;&nbsp;&nbsp; 6588 |
| &nbsp;&nbsp;&nbsp;Werfen SA | 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/3/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7000 | &nbsp;&nbsp;&nbsp;&nbsp; 8193 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **1098674** |
| **Sweden (0.9%)** | **Sweden (0.9%)** | **Sweden (0.9%)** |  |  |  |
| &nbsp;&nbsp;&nbsp;Akelius Residential Property Financing BV | 1.125% | &nbsp;&nbsp;&nbsp;&nbsp; 1/11/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4005 | &nbsp;&nbsp;&nbsp;&nbsp; 4165 |
| &nbsp;&nbsp;&nbsp;Akelius Residential Property Financing BV | 0.750% | &nbsp;&nbsp;&nbsp;&nbsp; 2/22/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5262 | &nbsp;&nbsp;&nbsp;&nbsp; 5161 |
| &nbsp;&nbsp;&nbsp;Alfa Laval Treasury International AB | 1.375% | &nbsp;&nbsp;&nbsp;&nbsp; 2/18/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1100 | &nbsp;&nbsp;&nbsp;&nbsp; 1177 |
| &nbsp;&nbsp;&nbsp;Assa Abloy AB | 3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 9/13/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5385 | &nbsp;&nbsp;&nbsp;&nbsp; 6364 |
| &nbsp;&nbsp;&nbsp;Balder Finland OYJ | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/20/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3000 | &nbsp;&nbsp;&nbsp;&nbsp; 3120 |
| &nbsp;&nbsp;&nbsp;Balder Finland OYJ | 1.375% | &nbsp;&nbsp;&nbsp;&nbsp; 5/24/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1071 | &nbsp;&nbsp;&nbsp;&nbsp; 1076 |
| &nbsp;&nbsp;&nbsp;Balder Finland OYJ | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/18/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp;&nbsp; 2047 |
| &nbsp;&nbsp;&nbsp;Castellum AB | 4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 12/10/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2382 | &nbsp;&nbsp;&nbsp;&nbsp; 2731 |
| &nbsp;&nbsp;&nbsp;Castellum Helsinki Finance Holding Abp | 0.875% | &nbsp;&nbsp;&nbsp;&nbsp; 9/17/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5609 | &nbsp;&nbsp;&nbsp;&nbsp; 5674 |
| &nbsp;&nbsp;&nbsp;Danske Hypotek AB | 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 12/20/28 | &nbsp;&nbsp;&nbsp;&nbsp;SEK | &nbsp;&nbsp; 250000 | &nbsp;&nbsp;&nbsp;&nbsp; 26708 |
| &nbsp;&nbsp;&nbsp;Ellevio AB | 4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 3/7/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7000 | &nbsp;&nbsp;&nbsp;&nbsp; 8194 |
| &nbsp;&nbsp;&nbsp;EQT AB | 2.375% | &nbsp;&nbsp;&nbsp;&nbsp; 4/6/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3500 | &nbsp;&nbsp;&nbsp;&nbsp; 3887 |
| &nbsp;&nbsp;&nbsp;EQT AB | 2.875% | &nbsp;&nbsp;&nbsp;&nbsp; 4/6/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5400 | &nbsp;&nbsp;&nbsp;&nbsp; 5776 |
| &nbsp;&nbsp;&nbsp;Essity AB | 1.625% | &nbsp;&nbsp;&nbsp;&nbsp; 3/30/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 822 | &nbsp;&nbsp;&nbsp;&nbsp; 915 |
| &nbsp;&nbsp;&nbsp;Essity AB | 0.250% | &nbsp;&nbsp;&nbsp;&nbsp; 2/8/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5684 | &nbsp;&nbsp;&nbsp;&nbsp; 5493 |

---

------

Total International Bond II Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;&nbsp;&nbsp;Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| &nbsp;&nbsp;&nbsp;Fastighets AB Balder | 1.125% | &nbsp;&nbsp;&nbsp;&nbsp; 1/29/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3300 | &nbsp;&nbsp;&nbsp;&nbsp; 3629 |
| &nbsp;&nbsp;&nbsp;Fastighets AB Balder | 1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 1/28/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1257 | &nbsp;&nbsp;&nbsp;&nbsp; 1349 |
| &nbsp;&nbsp;&nbsp;Heimstaden Bostad Treasury BV | 1.375% | &nbsp;&nbsp;&nbsp;&nbsp; 3/3/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4952 | &nbsp;&nbsp;&nbsp;&nbsp; 5360 |
| &nbsp;&nbsp;&nbsp;Heimstaden Bostad Treasury BV | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/13/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 13933 | &nbsp;&nbsp;&nbsp;&nbsp; 14546 |
| &nbsp;&nbsp;&nbsp;Heimstaden Bostad Treasury BV | 1.375% | &nbsp;&nbsp;&nbsp;&nbsp; 7/24/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3000 | &nbsp;&nbsp;&nbsp;&nbsp; 3144 |
| &nbsp;&nbsp;&nbsp;Investor AB | 0.375% | &nbsp;&nbsp;&nbsp;&nbsp; 10/29/35 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4500 | &nbsp;&nbsp;&nbsp;&nbsp; 3703 |
| &nbsp;&nbsp;&nbsp;Investor AB | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/20/39 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7000 | &nbsp;&nbsp;&nbsp;&nbsp; 5976 |
| &nbsp;&nbsp;&nbsp;Lansforsakringar Hypotek AB | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;SEK | &nbsp;&nbsp; 420800 | &nbsp;&nbsp;&nbsp;&nbsp; 42293 |
| &nbsp;&nbsp;&nbsp;Lansforsakringar Hypotek AB | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/19/29 | &nbsp;&nbsp;&nbsp;&nbsp;SEK | &nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 20993 |
| &nbsp;&nbsp;&nbsp;Nordea Hypotek AB | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 9/16/26 | &nbsp;&nbsp;&nbsp;&nbsp;SEK | &nbsp;&nbsp; 25300 | &nbsp;&nbsp;&nbsp;&nbsp; 2555 |
| &nbsp;&nbsp;&nbsp;Nordea Hypotek AB | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/16/27 | &nbsp;&nbsp;&nbsp;&nbsp;SEK | &nbsp;&nbsp; 390000 | &nbsp;&nbsp;&nbsp;&nbsp; 39263 |
| &nbsp;&nbsp;&nbsp;Nordea Hypotek AB | 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 9/20/28 | &nbsp;&nbsp;&nbsp;&nbsp;SEK | &nbsp;&nbsp; 850000 | &nbsp;&nbsp;&nbsp;&nbsp; 91118 |
| &nbsp;&nbsp;&nbsp;Nordea Hypotek AB | 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 10/26/29 | &nbsp;&nbsp;&nbsp;&nbsp;SEK | &nbsp;&nbsp; 104000 | &nbsp;&nbsp;&nbsp;&nbsp; 11246 |
| &nbsp;&nbsp;&nbsp;Sagax AB | 4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 5/29/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2285 | &nbsp;&nbsp;&nbsp;&nbsp; 2683 |
| &nbsp;&nbsp;&nbsp;Sagax Euro Mtn NL BV | 0.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/26/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5786 | &nbsp;&nbsp;&nbsp;&nbsp; 6135 |
| &nbsp;&nbsp;&nbsp;Sagax Euro Mtn NL BV | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/17/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp; 103 |
| &nbsp;&nbsp;&nbsp;Sandvik AB | 2.125% | &nbsp;&nbsp;&nbsp;&nbsp; 6/7/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7000 | &nbsp;&nbsp;&nbsp;&nbsp; 7857 |
| &nbsp;&nbsp;&nbsp;Securitas Treasury Ireland DAC | 3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 2/23/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5863 |
| &nbsp;&nbsp;&nbsp;Skandinaviska Enskilda Banken AB | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 11/9/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 8000 | &nbsp;&nbsp;&nbsp;&nbsp; 9286 |
| &nbsp;&nbsp;&nbsp;Skandinaviska Enskilda Banken AB | 1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 11/11/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5622 |
| &nbsp;&nbsp;&nbsp;Skandinaviska Enskilda Banken AB | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 12/16/26 | &nbsp;&nbsp;&nbsp;&nbsp;SEK | &nbsp;&nbsp; 180000 | &nbsp;&nbsp;&nbsp;&nbsp; 18221 |
| &nbsp;&nbsp;&nbsp;Skandinaviska Enskilda Banken AB | 0.375% | &nbsp;&nbsp;&nbsp;&nbsp; 2/11/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3359 | &nbsp;&nbsp;&nbsp;&nbsp; 3666 |
| &nbsp;&nbsp;&nbsp;Skandinaviska Enskilda Banken AB | 4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 6/29/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5874 |
| &nbsp;&nbsp;&nbsp;Skandinaviska Enskilda Banken AB | 0.750% | &nbsp;&nbsp;&nbsp;&nbsp; 8/9/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 11000 | &nbsp;&nbsp;&nbsp;&nbsp; 11959 |
| &nbsp;&nbsp;&nbsp;Skandinaviska Enskilda Banken AB | 0.750% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 597 | &nbsp;&nbsp;&nbsp;&nbsp; 653 |
| &nbsp;&nbsp;&nbsp;Skandinaviska Enskilda Banken AB | 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 2/7/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp;&nbsp; 2337 |
| &nbsp;&nbsp;&nbsp;Skandinaviska Enskilda Banken AB | 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/4/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3500 | &nbsp;&nbsp;&nbsp;&nbsp; 4080 |
| &nbsp;&nbsp;&nbsp;Skandinaviska Enskilda Banken AB | 3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 5/9/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 23000 | &nbsp;&nbsp;&nbsp;&nbsp; 27062 |
| &nbsp;&nbsp;&nbsp;Skandinaviska Enskilda Banken AB | 0.375% | &nbsp;&nbsp;&nbsp;&nbsp; 6/21/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5278 |
| &nbsp;&nbsp;&nbsp;Skandinaviska Enskilda Banken AB | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 11/6/28 | &nbsp;&nbsp;&nbsp;&nbsp;SEK | &nbsp;&nbsp; 576000 | &nbsp;&nbsp;&nbsp;&nbsp; 61672 |
| &nbsp;&nbsp;&nbsp;Skandinaviska Enskilda Banken AB | 0.625% | &nbsp;&nbsp;&nbsp;&nbsp; 11/12/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4913 | &nbsp;&nbsp;&nbsp;&nbsp; 5005 |
| &nbsp;&nbsp;&nbsp;Skandinaviska Enskilda Banken AB | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 12/19/29 | &nbsp;&nbsp;&nbsp;&nbsp;SEK | &nbsp;&nbsp; 26000 | &nbsp;&nbsp;&nbsp;&nbsp; 2494 |
| &nbsp;&nbsp;&nbsp;Skandinaviska Enskilda Banken AB | 3.125% | &nbsp;&nbsp;&nbsp;&nbsp; 11/5/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4000 | &nbsp;&nbsp;&nbsp;&nbsp; 4504 |
| &nbsp;&nbsp;&nbsp;Skandinaviska Enskilda Banken AB | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 8/17/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4600 | &nbsp;&nbsp;&nbsp;&nbsp; 5458 |
| &nbsp;&nbsp;&nbsp;SKF AB | 0.250% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2845 | &nbsp;&nbsp;&nbsp;&nbsp; 2930 |
| &nbsp;&nbsp;&nbsp;Stadshypotek AB | 0.125% | &nbsp;&nbsp;&nbsp;&nbsp; 10/5/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp; 110 |
| &nbsp;&nbsp;&nbsp;Stadshypotek AB | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;SEK | &nbsp;&nbsp; 268000 | &nbsp;&nbsp;&nbsp;&nbsp; 27176 |
| &nbsp;&nbsp;&nbsp;Stadshypotek AB | 0.750% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3459 | &nbsp;&nbsp;&nbsp;&nbsp; 3789 |
| &nbsp;&nbsp;&nbsp;Stadshypotek AB | 2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;SEK | &nbsp;&nbsp; 584000 | &nbsp;&nbsp;&nbsp;&nbsp; 60668 |
| &nbsp;&nbsp;&nbsp;Stadshypotek AB | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;SEK | &nbsp;&nbsp; 50000 | &nbsp;&nbsp;&nbsp;&nbsp; 5088 |
| &nbsp;&nbsp;&nbsp;Stadshypotek AB | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/2/29 | &nbsp;&nbsp;&nbsp;&nbsp;SEK | &nbsp;&nbsp; 500000 | &nbsp;&nbsp;&nbsp;&nbsp; 54315 |
| &nbsp;&nbsp;&nbsp;Stadshypotek AB | 2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;SEK | &nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 20436 |
| &nbsp;&nbsp;&nbsp;Svenska Handelsbanken AB | 0.125% | &nbsp;&nbsp;&nbsp;&nbsp; 11/3/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 13603 | &nbsp;&nbsp;&nbsp;&nbsp; 14948 |
| &nbsp;&nbsp;&nbsp;Svenska Handelsbanken AB | 3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 2/17/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6000 | &nbsp;&nbsp;&nbsp;&nbsp; 6968 |
| &nbsp;&nbsp;&nbsp;Svenska Handelsbanken AB | 1.375% | &nbsp;&nbsp;&nbsp;&nbsp; 2/23/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 13500 | &nbsp;&nbsp;&nbsp;&nbsp; 14471 |
| &nbsp;&nbsp;&nbsp;Svenska Handelsbanken AB | 2.625% | &nbsp;&nbsp;&nbsp;&nbsp; 9/5/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5650 |
| &nbsp;&nbsp;&nbsp;Svenska Handelsbanken AB | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 2/18/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4913 | &nbsp;&nbsp;&nbsp;&nbsp; 4951 |
| &nbsp;&nbsp;&nbsp;Svenska Handelsbanken AB | 4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 8/23/32 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 4000 | &nbsp;&nbsp;&nbsp;&nbsp; 5239 |
| &nbsp;&nbsp;&nbsp;Svenska Handelsbanken AB | 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 8000 | &nbsp;&nbsp;&nbsp;&nbsp; 9286 |
| &nbsp;&nbsp;&nbsp;Svenska Handelsbanken AB | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 8/16/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1176 | &nbsp;&nbsp;&nbsp;&nbsp; 1408 |
| &nbsp;&nbsp;&nbsp;Sveriges Sakerstallda Obligationer AB | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;SEK | &nbsp;&nbsp; 59000 | &nbsp;&nbsp;&nbsp;&nbsp; 6077 |
| &nbsp;&nbsp;&nbsp;Sveriges Sakerstallda Obligationer AB | 0.875% | &nbsp;&nbsp;&nbsp;&nbsp; 3/29/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 382 | &nbsp;&nbsp;&nbsp;&nbsp; 423 |
| &nbsp;&nbsp;&nbsp;Sveriges Sakerstallda Obligationer AB | 0.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/9/27 | &nbsp;&nbsp;&nbsp;&nbsp;SEK | &nbsp;&nbsp; 300000 | &nbsp;&nbsp;&nbsp;&nbsp; 29654 |
| &nbsp;&nbsp;&nbsp;Sveriges Sakerstallda Obligationer AB | 1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 2/10/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 36000 | &nbsp;&nbsp;&nbsp;&nbsp; 38409 |
| &nbsp;&nbsp;&nbsp;Sveriges Sakerstallda Obligationer AB | 0.750% | &nbsp;&nbsp;&nbsp;&nbsp; 6/9/32 | &nbsp;&nbsp;&nbsp;&nbsp;SEK | &nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 18020 |
| &nbsp;&nbsp;&nbsp;Swedbank AB | 0.250% | &nbsp;&nbsp;&nbsp;&nbsp; 11/2/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 16767 | &nbsp;&nbsp;&nbsp;&nbsp; 18435 |
| &nbsp;&nbsp;&nbsp;Swedbank AB | 1.300% | &nbsp;&nbsp;&nbsp;&nbsp; 2/17/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10000 | &nbsp;&nbsp;&nbsp;&nbsp; 11074 |
| &nbsp;&nbsp;&nbsp;Swedbank AB | 0.300% | &nbsp;&nbsp;&nbsp;&nbsp; 5/20/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 23262 | &nbsp;&nbsp;&nbsp;&nbsp; 25763 |
| &nbsp;&nbsp;&nbsp;Swedbank AB | 2.100% | &nbsp;&nbsp;&nbsp;&nbsp; 5/25/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10000 | &nbsp;&nbsp;&nbsp;&nbsp; 11249 |
| &nbsp;&nbsp;&nbsp;Swedbank AB | 1.375% | &nbsp;&nbsp;&nbsp;&nbsp; 12/8/27 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 6100 | &nbsp;&nbsp;&nbsp;&nbsp; 7722 |
| &nbsp;&nbsp;&nbsp;Swedbank AB | 0.200% | &nbsp;&nbsp;&nbsp;&nbsp; 1/12/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 16759 | &nbsp;&nbsp;&nbsp;&nbsp; 17705 |
| &nbsp;&nbsp;&nbsp;Swedbank AB | 4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 11/13/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10000 | &nbsp;&nbsp;&nbsp;&nbsp; 11874 |
| &nbsp;&nbsp;&nbsp;Swedbank AB | 3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 5/29/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5500 | &nbsp;&nbsp;&nbsp;&nbsp; 6374 |
| &nbsp;&nbsp;&nbsp;Swedbank AB | 3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 8/23/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 16500 | &nbsp;&nbsp;&nbsp;&nbsp; 18916 |
| &nbsp;&nbsp;&nbsp;Swedbank AB | 7.272% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 3000 | &nbsp;&nbsp;&nbsp;&nbsp; 4176 |
| &nbsp;&nbsp;&nbsp;Swedbank Hypotek AB | 1.375% | &nbsp;&nbsp;&nbsp;&nbsp; 5/31/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 16800 | &nbsp;&nbsp;&nbsp;&nbsp; 18769 |
| &nbsp;&nbsp;&nbsp;Swedbank Hypotek AB | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;SEK | &nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 20925 |
| &nbsp;&nbsp;&nbsp;Swedbank Hypotek AB | 3.125% | &nbsp;&nbsp;&nbsp;&nbsp; 7/5/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 20000 | &nbsp;&nbsp;&nbsp;&nbsp; 23244 |
| &nbsp;&nbsp;&nbsp;Swedbank Hypotek AB | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/28/29 | &nbsp;&nbsp;&nbsp;&nbsp;SEK | &nbsp;&nbsp; 1054500 | &nbsp;&nbsp;&nbsp;&nbsp; 110177 |
| &nbsp;&nbsp;&nbsp;Tele2 AB | 2.125% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1508 | &nbsp;&nbsp;&nbsp;&nbsp; 1686 |

---

------

Total International Bond II Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;&nbsp;&nbsp;Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| &nbsp;&nbsp;&nbsp;Tele2 AB | 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 11/22/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp;&nbsp; 2344 |
| &nbsp;&nbsp;&nbsp;Telefonaktiebolaget LM Ericsson | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/26/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3800 | &nbsp;&nbsp;&nbsp;&nbsp; 3971 |
| &nbsp;&nbsp;&nbsp;Telia Co. AB | 0.125% | &nbsp;&nbsp;&nbsp;&nbsp; 11/27/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5255 | &nbsp;&nbsp;&nbsp;&nbsp; 5113 |
| &nbsp;&nbsp;&nbsp;Telia Co. AB | 2.125% | &nbsp;&nbsp;&nbsp;&nbsp; 2/20/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5961 | &nbsp;&nbsp;&nbsp;&nbsp; 6196 |
| &nbsp;&nbsp;&nbsp;Telia Co. AB | 1.625% | &nbsp;&nbsp;&nbsp;&nbsp; 2/23/35 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1100 | &nbsp;&nbsp;&nbsp;&nbsp; 1068 |
| &nbsp;&nbsp;&nbsp;Telia Co. AB | 1.375% | &nbsp;&nbsp;&nbsp;&nbsp; 5/11/81 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2100 | &nbsp;&nbsp;&nbsp;&nbsp; 2330 |
| &nbsp;&nbsp;&nbsp;Telia Co. AB | 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 6/30/83 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp;&nbsp; 2200 |
| &nbsp;&nbsp;&nbsp;Vattenfall AB | 6.875% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/39 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 6457 | &nbsp;&nbsp;&nbsp;&nbsp; 9326 |
| &nbsp;&nbsp;&nbsp;Volvo Treasury AB | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 8/19/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7600 | &nbsp;&nbsp;&nbsp;&nbsp; 8499 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **1202627** |
| **Switzerland (1.3%)** | **Switzerland (1.3%)** | **Switzerland (1.3%)** |  |  |  |
| &nbsp;&nbsp;&nbsp;ABB Finance BV | 0.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/19/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 12151 | &nbsp;&nbsp;&nbsp;&nbsp; 12046 |
| &nbsp;&nbsp;&nbsp;ABB Finance BV | 3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 1/16/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 9500 | &nbsp;&nbsp;&nbsp;&nbsp; 10988 |
| &nbsp;&nbsp;&nbsp;Adecco Group AG | 2.378% | &nbsp;&nbsp;&nbsp;&nbsp; 11/17/27 | &nbsp;&nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp; 2125 | &nbsp;&nbsp;&nbsp;&nbsp; 2676 |
| &nbsp;&nbsp;&nbsp;Adecco International Financial Services BV | 0.125% | &nbsp;&nbsp;&nbsp;&nbsp; 9/21/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7500 | &nbsp;&nbsp;&nbsp;&nbsp; 7817 |
| &nbsp;&nbsp;&nbsp;Argentum Netherlands BV for Givaudan SA | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/17/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7600 | &nbsp;&nbsp;&nbsp;&nbsp; 8252 |
| &nbsp;&nbsp;&nbsp;Argentum Netherlands BV for Zurich Insurance Co. Ltd. | 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/46 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 17657 | &nbsp;&nbsp;&nbsp;&nbsp; 20146 |
| &nbsp;&nbsp;&nbsp;Argentum Netherlands BV for Zurich Insurance Co. Ltd. | 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 2/19/49 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1004 | &nbsp;&nbsp;&nbsp;&nbsp; 1105 |
| &nbsp;&nbsp;&nbsp;Basellandschaftliche Kantonalbank | 0.375% | &nbsp;&nbsp;&nbsp;&nbsp; 5/13/30 | &nbsp;&nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp; 2455 | &nbsp;&nbsp;&nbsp;&nbsp; 2945 |
| &nbsp;&nbsp;&nbsp;Basler Kantonalbank | 0.300% | &nbsp;&nbsp;&nbsp;&nbsp; 6/22/27 | &nbsp;&nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp; 2210 | &nbsp;&nbsp;&nbsp;&nbsp; 2676 |
| &nbsp;&nbsp;&nbsp;Cloverie plc for Zurich Insurance Co. Ltd. | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5405 |
| &nbsp;&nbsp;&nbsp;ELM BV for Helvetia Schweizerische Versicherungsgesellschaft AG | 3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 9/29/47 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3108 | &nbsp;&nbsp;&nbsp;&nbsp; 3496 |
| &nbsp;&nbsp;&nbsp;ELM BV for Julius Baer Group Ltd. | 3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 9/13/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6000 | &nbsp;&nbsp;&nbsp;&nbsp; 6953 |
| &nbsp;&nbsp;&nbsp;Firmenich Productions Participations SAS | 1.375% | &nbsp;&nbsp;&nbsp;&nbsp; 10/30/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4913 | &nbsp;&nbsp;&nbsp;&nbsp; 5495 |
| &nbsp;&nbsp;&nbsp;Firmenich Productions Participations SAS | 1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 4/30/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4913 | &nbsp;&nbsp;&nbsp;&nbsp; 5263 |
| &nbsp;&nbsp;&nbsp;Givaudan Finance Europe BV | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/22/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4913 | &nbsp;&nbsp;&nbsp;&nbsp; 5423 |
| &nbsp;&nbsp;&nbsp;Givaudan Finance Europe BV | 1.625% | &nbsp;&nbsp;&nbsp;&nbsp; 4/22/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4000 | &nbsp;&nbsp;&nbsp;&nbsp; 4117 |
| &nbsp;&nbsp;&nbsp;Helvetia Europe SA | 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 9/30/41 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6257 | &nbsp;&nbsp;&nbsp;&nbsp; 6554 |
| &nbsp;&nbsp;&nbsp;Holcim Finance Luxembourg SA | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 11/29/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1786 | &nbsp;&nbsp;&nbsp;&nbsp; 1967 |
| &nbsp;&nbsp;&nbsp;Holcim Finance Luxembourg SA | 0.125% | &nbsp;&nbsp;&nbsp;&nbsp; 7/19/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3000 | &nbsp;&nbsp;&nbsp;&nbsp; 3236 |
| &nbsp;&nbsp;&nbsp;Holcim Finance Luxembourg SA | 2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/26/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4712 | &nbsp;&nbsp;&nbsp;&nbsp; 5311 |
| &nbsp;&nbsp;&nbsp;Holcim Finance Luxembourg SA | 1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 8/29/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5392 |
| &nbsp;&nbsp;&nbsp;Holcim Finance Luxembourg SA | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 9/3/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1249 | &nbsp;&nbsp;&nbsp;&nbsp; 1236 |
| &nbsp;&nbsp;&nbsp;Holcim Finance Luxembourg SA | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/23/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7369 | &nbsp;&nbsp;&nbsp;&nbsp; 7135 |
| &nbsp;&nbsp;&nbsp;Holcim Finance Luxembourg SA | 0.625% | &nbsp;&nbsp;&nbsp;&nbsp; 1/19/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4300 | &nbsp;&nbsp;&nbsp;&nbsp; 3983 |
| &nbsp;&nbsp;&nbsp;Holcim Sterling Finance Netherlands BV | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/12/32 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 1282 | &nbsp;&nbsp;&nbsp;&nbsp; 1479 |
| &nbsp;&nbsp;&nbsp;Holcim Sterling Finance Netherlands BV | 2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 4/4/34 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 1100 | &nbsp;&nbsp;&nbsp;&nbsp; 1127 |
| &nbsp;&nbsp;&nbsp;IWG US Finance LLC | 6.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/28/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3000 | &nbsp;&nbsp;&nbsp;&nbsp; 3683 |
| &nbsp;&nbsp;&nbsp;Lonza Finance International NV | 3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 4/24/36 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7000 | &nbsp;&nbsp;&nbsp;&nbsp; 8049 |
| &nbsp;&nbsp;&nbsp;Luzerner Kantonalbank AG | 0.125% | &nbsp;&nbsp;&nbsp;&nbsp; 11/25/32 | &nbsp;&nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp; 700 | &nbsp;&nbsp;&nbsp;&nbsp; 811 |
| &nbsp;&nbsp;&nbsp;Luzerner Kantonalbank AG | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 11/19/38 | &nbsp;&nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp; 17000 | &nbsp;&nbsp;&nbsp;&nbsp; 23339 |
| &nbsp;&nbsp;&nbsp;Novartis AG | 0.625% | &nbsp;&nbsp;&nbsp;&nbsp; 11/13/29 | &nbsp;&nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp; 6355 | &nbsp;&nbsp;&nbsp;&nbsp; 7717 |
| &nbsp;&nbsp;&nbsp;Novartis AG | 1.050% | &nbsp;&nbsp;&nbsp;&nbsp; 5/11/35 | &nbsp;&nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp; 3000 | &nbsp;&nbsp;&nbsp;&nbsp; 3675 |
| &nbsp;&nbsp;&nbsp;Novartis Finance SA | 1.625% | &nbsp;&nbsp;&nbsp;&nbsp; 11/9/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2457 | &nbsp;&nbsp;&nbsp;&nbsp; 2763 |
| &nbsp;&nbsp;&nbsp;Novartis Finance SA | 0.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/23/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 17000 | &nbsp;&nbsp;&nbsp;&nbsp; 17754 |
| &nbsp;&nbsp;&nbsp;Novartis Finance SA | 1.375% | &nbsp;&nbsp;&nbsp;&nbsp; 8/14/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 8956 | &nbsp;&nbsp;&nbsp;&nbsp; 9504 |
| &nbsp;&nbsp;&nbsp;Pfandbriefbank schweizerischer Hypothekarinstitute AG | 0.250% | &nbsp;&nbsp;&nbsp;&nbsp; 9/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp; 5245 | &nbsp;&nbsp;&nbsp;&nbsp; 6361 |
| &nbsp;&nbsp;&nbsp;Pfandbriefbank schweizerischer Hypothekarinstitute AG | 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp; 1475 | &nbsp;&nbsp;&nbsp;&nbsp; 1861 |
| &nbsp;&nbsp;&nbsp;Pfandbriefbank schweizerischer Hypothekarinstitute AG | 0.250% | &nbsp;&nbsp;&nbsp;&nbsp; 1/18/27 | &nbsp;&nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp; 10080 | &nbsp;&nbsp;&nbsp;&nbsp; 12218 |
| &nbsp;&nbsp;&nbsp;Pfandbriefbank schweizerischer Hypothekarinstitute AG | 2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 2/16/27 | &nbsp;&nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp; 985 | &nbsp;&nbsp;&nbsp;&nbsp; 1242 |
| &nbsp;&nbsp;&nbsp;Pfandbriefbank schweizerischer Hypothekarinstitute AG | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/27/27 | &nbsp;&nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp; 7500 | &nbsp;&nbsp;&nbsp;&nbsp; 9322 |
| &nbsp;&nbsp;&nbsp;Pfandbriefbank schweizerischer Hypothekarinstitute AG | 0.375% | &nbsp;&nbsp;&nbsp;&nbsp; 5/12/27 | &nbsp;&nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp; 12250 | &nbsp;&nbsp;&nbsp;&nbsp; 14886 |
| &nbsp;&nbsp;&nbsp;Pfandbriefbank schweizerischer Hypothekarinstitute AG | 0.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp; 18725 | &nbsp;&nbsp;&nbsp;&nbsp; 22578 |
| &nbsp;&nbsp;&nbsp;Pfandbriefbank schweizerischer Hypothekarinstitute AG | 0.250% | &nbsp;&nbsp;&nbsp;&nbsp; 10/12/27 | &nbsp;&nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp; 10000 | &nbsp;&nbsp;&nbsp;&nbsp; 12116 |
| &nbsp;&nbsp;&nbsp;Pfandbriefbank schweizerischer Hypothekarinstitute AG | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 1/21/28 | &nbsp;&nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 6261 |
| &nbsp;&nbsp;&nbsp;Pfandbriefbank schweizerischer Hypothekarinstitute AG | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/5/28 | &nbsp;&nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp; 3920 | &nbsp;&nbsp;&nbsp;&nbsp; 4777 |
| &nbsp;&nbsp;&nbsp;Pfandbriefbank schweizerischer Hypothekarinstitute AG | 0.375% | &nbsp;&nbsp;&nbsp;&nbsp; 7/10/28 | &nbsp;&nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp; 2455 | &nbsp;&nbsp;&nbsp;&nbsp; 2981 |
| &nbsp;&nbsp;&nbsp;Pfandbriefbank schweizerischer Hypothekarinstitute AG | 0.125% | &nbsp;&nbsp;&nbsp;&nbsp; 9/6/28 | &nbsp;&nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp; 13720 | &nbsp;&nbsp;&nbsp;&nbsp; 16505 |
| &nbsp;&nbsp;&nbsp;Pfandbriefbank schweizerischer Hypothekarinstitute AG | 0.625% | &nbsp;&nbsp;&nbsp;&nbsp; 10/9/28 | &nbsp;&nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp; 7355 | &nbsp;&nbsp;&nbsp;&nbsp; 8999 |
| &nbsp;&nbsp;&nbsp;Pfandbriefbank schweizerischer Hypothekarinstitute AG | 2.125% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp; 15000 | &nbsp;&nbsp;&nbsp;&nbsp; 19314 |
| &nbsp;&nbsp;&nbsp;Pfandbriefbank schweizerischer Hypothekarinstitute AG | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 1/22/29 | &nbsp;&nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp; 29435 | &nbsp;&nbsp;&nbsp;&nbsp; 35853 |
| &nbsp;&nbsp;&nbsp;Pfandbriefbank schweizerischer Hypothekarinstitute AG | 0.125% | &nbsp;&nbsp;&nbsp;&nbsp; 5/8/29 | &nbsp;&nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp; 3680 | &nbsp;&nbsp;&nbsp;&nbsp; 4413 |
| &nbsp;&nbsp;&nbsp;Pfandbriefbank schweizerischer Hypothekarinstitute AG | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp; 7355 | &nbsp;&nbsp;&nbsp;&nbsp; 8952 |
| &nbsp;&nbsp;&nbsp;Pfandbriefbank schweizerischer Hypothekarinstitute AG | 1.375% | &nbsp;&nbsp;&nbsp;&nbsp; 9/20/29 | &nbsp;&nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp; 985 | &nbsp;&nbsp;&nbsp;&nbsp; 1242 |
| &nbsp;&nbsp;&nbsp;Pfandbriefbank schweizerischer Hypothekarinstitute AG | 0.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/26/29 | &nbsp;&nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp; 46990 | &nbsp;&nbsp;&nbsp;&nbsp; 55869 |
| &nbsp;&nbsp;&nbsp;Pfandbriefbank schweizerischer Hypothekarinstitute AG | 0.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/26/30 | &nbsp;&nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp; 43885 | &nbsp;&nbsp;&nbsp;&nbsp; 51970 |
| &nbsp;&nbsp;&nbsp;Pfandbriefbank schweizerischer Hypothekarinstitute AG | 0.250% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp; 4900 | &nbsp;&nbsp;&nbsp;&nbsp; 5874 |
| &nbsp;&nbsp;&nbsp;Pfandbriefbank schweizerischer Hypothekarinstitute AG | 1.625% | &nbsp;&nbsp;&nbsp;&nbsp; 7/3/30 | &nbsp;&nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp; 985 | &nbsp;&nbsp;&nbsp;&nbsp; 1263 |
| &nbsp;&nbsp;&nbsp;Pfandbriefbank schweizerischer Hypothekarinstitute AG | 2.625% | &nbsp;&nbsp;&nbsp;&nbsp; 2/14/31 | &nbsp;&nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp; 25000 | &nbsp;&nbsp;&nbsp;&nbsp; 33897 |

---

------

Total International Bond II Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;&nbsp;&nbsp;Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| &nbsp;&nbsp;&nbsp;Pfandbriefbank schweizerischer Hypothekarinstitute AG | 0.125% | &nbsp;&nbsp;&nbsp;&nbsp; 3/19/31 | &nbsp;&nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp; 15000 | &nbsp;&nbsp;&nbsp;&nbsp; 17641 |
| &nbsp;&nbsp;&nbsp;Pfandbriefbank schweizerischer Hypothekarinstitute AG | 0.625% | &nbsp;&nbsp;&nbsp;&nbsp; 5/16/31 | &nbsp;&nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp; 1720 | &nbsp;&nbsp;&nbsp;&nbsp; 2095 |
| &nbsp;&nbsp;&nbsp;Pfandbriefbank schweizerischer Hypothekarinstitute AG | 0.125% | &nbsp;&nbsp;&nbsp;&nbsp; 6/20/31 | &nbsp;&nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp; 20000 | &nbsp;&nbsp;&nbsp;&nbsp; 23617 |
| &nbsp;&nbsp;&nbsp;Pfandbriefbank schweizerischer Hypothekarinstitute AG | 0.125% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp; 4535 | &nbsp;&nbsp;&nbsp;&nbsp; 5351 |
| &nbsp;&nbsp;&nbsp;Pfandbriefbank schweizerischer Hypothekarinstitute AG | 1.875% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp; 13275 | &nbsp;&nbsp;&nbsp;&nbsp; 17331 |
| &nbsp;&nbsp;&nbsp;Pfandbriefbank schweizerischer Hypothekarinstitute AG | 0.125% | &nbsp;&nbsp;&nbsp;&nbsp; 12/19/31 | &nbsp;&nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp; 7490 | &nbsp;&nbsp;&nbsp;&nbsp; 8769 |
| &nbsp;&nbsp;&nbsp;Pfandbriefbank schweizerischer Hypothekarinstitute AG | 1.375% | &nbsp;&nbsp;&nbsp;&nbsp; 4/9/32 | &nbsp;&nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp; 12500 | &nbsp;&nbsp;&nbsp;&nbsp; 15938 |
| &nbsp;&nbsp;&nbsp;Pfandbriefbank schweizerischer Hypothekarinstitute AG | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/12/32 | &nbsp;&nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp; 3680 | &nbsp;&nbsp;&nbsp;&nbsp; 4555 |
| &nbsp;&nbsp;&nbsp;Pfandbriefbank schweizerischer Hypothekarinstitute AG | 2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 8/13/32 | &nbsp;&nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 6763 |
| &nbsp;&nbsp;&nbsp;Pfandbriefbank schweizerischer Hypothekarinstitute AG | 0.125% | &nbsp;&nbsp;&nbsp;&nbsp; 11/19/32 | &nbsp;&nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp; 4140 | &nbsp;&nbsp;&nbsp;&nbsp; 4830 |
| &nbsp;&nbsp;&nbsp;Pfandbriefbank schweizerischer Hypothekarinstitute AG | 0.625% | &nbsp;&nbsp;&nbsp;&nbsp; 4/25/33 | &nbsp;&nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp; 12455 | &nbsp;&nbsp;&nbsp;&nbsp; 15032 |
| &nbsp;&nbsp;&nbsp;Pfandbriefbank schweizerischer Hypothekarinstitute AG | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 8/2/33 | &nbsp;&nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp; 8575 | &nbsp;&nbsp;&nbsp;&nbsp; 11042 |
| &nbsp;&nbsp;&nbsp;Pfandbriefbank schweizerischer Hypothekarinstitute AG | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 9/6/33 | &nbsp;&nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 6461 |
| &nbsp;&nbsp;&nbsp;Pfandbriefbank schweizerischer Hypothekarinstitute AG | 0.750% | &nbsp;&nbsp;&nbsp;&nbsp; 11/28/34 | &nbsp;&nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp; 12500 | &nbsp;&nbsp;&nbsp;&nbsp; 15046 |
| &nbsp;&nbsp;&nbsp;Pfandbriefbank schweizerischer Hypothekarinstitute AG | 0.625% | &nbsp;&nbsp;&nbsp;&nbsp; 1/25/35 | &nbsp;&nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp; 10000 | &nbsp;&nbsp;&nbsp;&nbsp; 11930 |
| &nbsp;&nbsp;&nbsp;Pfandbriefbank schweizerischer Hypothekarinstitute AG | 0.875% | &nbsp;&nbsp;&nbsp;&nbsp; 5/7/35 | &nbsp;&nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp; 985 | &nbsp;&nbsp;&nbsp;&nbsp; 1201 |
| &nbsp;&nbsp;&nbsp;Pfandbriefbank schweizerischer Hypothekarinstitute AG | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 10/5/35 | &nbsp;&nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp; 2455 | &nbsp;&nbsp;&nbsp;&nbsp; 2884 |
| &nbsp;&nbsp;&nbsp;Pfandbriefbank schweizerischer Hypothekarinstitute AG | 0.250% | &nbsp;&nbsp;&nbsp;&nbsp; 10/14/36 | &nbsp;&nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp; 1990 | &nbsp;&nbsp;&nbsp;&nbsp; 2240 |
| &nbsp;&nbsp;&nbsp;Pfandbriefbank schweizerischer Hypothekarinstitute AG | 0.625% | &nbsp;&nbsp;&nbsp;&nbsp; 1/23/37 | &nbsp;&nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp; 1965 | &nbsp;&nbsp;&nbsp;&nbsp; 2313 |
| &nbsp;&nbsp;&nbsp;Pfandbriefbank schweizerischer Hypothekarinstitute AG | 0.875% | &nbsp;&nbsp;&nbsp;&nbsp; 6/25/37 | &nbsp;&nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp; 2700 | &nbsp;&nbsp;&nbsp;&nbsp; 3267 |
| &nbsp;&nbsp;&nbsp;Pfandbriefbank schweizerischer Hypothekarinstitute AG | 2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 9/25/37 | &nbsp;&nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp; 10000 | &nbsp;&nbsp;&nbsp;&nbsp; 14109 |
| &nbsp;&nbsp;&nbsp;Pfandbriefbank schweizerischer Hypothekarinstitute AG | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/2/38 | &nbsp;&nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp; 15000 | &nbsp;&nbsp;&nbsp;&nbsp; 20682 |
| &nbsp;&nbsp;&nbsp;Pfandbriefbank schweizerischer Hypothekarinstitute AG | 0.250% | &nbsp;&nbsp;&nbsp;&nbsp; 8/4/38 | &nbsp;&nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp; 1400 | &nbsp;&nbsp;&nbsp;&nbsp; 1553 |
| &nbsp;&nbsp;&nbsp;Pfandbriefbank schweizerischer Hypothekarinstitute AG | 1.625% | &nbsp;&nbsp;&nbsp;&nbsp; 1/28/39 | &nbsp;&nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp; 7500 | &nbsp;&nbsp;&nbsp;&nbsp; 9962 |
| &nbsp;&nbsp;&nbsp;Pfandbriefbank schweizerischer Hypothekarinstitute AG | 0.375% | &nbsp;&nbsp;&nbsp;&nbsp; 7/8/39 | &nbsp;&nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp; 4065 | &nbsp;&nbsp;&nbsp;&nbsp; 4553 |
| &nbsp;&nbsp;&nbsp;Pfandbriefbank schweizerischer Hypothekarinstitute AG | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 2/14/40 | &nbsp;&nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 6526 |
| &nbsp;&nbsp;&nbsp;Pfandbriefbank schweizerischer Hypothekarinstitute AG | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 12/5/40 | &nbsp;&nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp; 2455 | &nbsp;&nbsp;&nbsp;&nbsp; 3197 |
| &nbsp;&nbsp;&nbsp;Pfandbriefbank schweizerischer Hypothekarinstitute AG | 0.250% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp; 17780 | &nbsp;&nbsp;&nbsp;&nbsp; 19237 |
| &nbsp;&nbsp;&nbsp;Pfandbriefbank schweizerischer Hypothekarinstitute AG | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/17/41 | &nbsp;&nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp; 4045 | &nbsp;&nbsp;&nbsp;&nbsp; 4532 |
| &nbsp;&nbsp;&nbsp;Pfandbriefbank schweizerischer Hypothekarinstitute AG | 0.250% | &nbsp;&nbsp;&nbsp;&nbsp; 10/6/42 | &nbsp;&nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp; 4900 | &nbsp;&nbsp;&nbsp;&nbsp; 5249 |
| &nbsp;&nbsp;&nbsp;Pfandbriefbank schweizerischer Hypothekarinstitute AG | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/25/45 | &nbsp;&nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 6042 |
| &nbsp;&nbsp;&nbsp;Pfandbriefbank schweizerischer Hypothekarinstitute AG | 1.875% | &nbsp;&nbsp;&nbsp;&nbsp; 6/24/50 | &nbsp;&nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp; 7500 | &nbsp;&nbsp;&nbsp;&nbsp; 11072 |
| &nbsp;&nbsp;&nbsp;Pfandbriefzentrale der schweizerischen Kantonalbanken AG | 1.625% | &nbsp;&nbsp;&nbsp;&nbsp; 6/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp; 3430 | &nbsp;&nbsp;&nbsp;&nbsp; 4219 |
| &nbsp;&nbsp;&nbsp;Pfandbriefzentrale der schweizerischen Kantonalbanken AG | 0.050% | &nbsp;&nbsp;&nbsp;&nbsp; 11/6/26 | &nbsp;&nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp; 4900 | &nbsp;&nbsp;&nbsp;&nbsp; 5923 |
| &nbsp;&nbsp;&nbsp;Pfandbriefzentrale der schweizerischen Kantonalbanken AG | 0.375% | &nbsp;&nbsp;&nbsp;&nbsp; 12/7/26 | &nbsp;&nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp; 13500 | &nbsp;&nbsp;&nbsp;&nbsp; 16401 |
| &nbsp;&nbsp;&nbsp;Pfandbriefzentrale der schweizerischen Kantonalbanken AG | 0.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/27/27 | &nbsp;&nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp; 27520 | &nbsp;&nbsp;&nbsp;&nbsp; 33204 |
| &nbsp;&nbsp;&nbsp;Pfandbriefzentrale der schweizerischen Kantonalbanken AG | 1.375% | &nbsp;&nbsp;&nbsp;&nbsp; 3/19/27 | &nbsp;&nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp; 3920 | &nbsp;&nbsp;&nbsp;&nbsp; 4852 |
| &nbsp;&nbsp;&nbsp;Pfandbriefzentrale der schweizerischen Kantonalbanken AG | 0.250% | &nbsp;&nbsp;&nbsp;&nbsp; 2/11/28 | &nbsp;&nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp; 1365 | &nbsp;&nbsp;&nbsp;&nbsp; 1653 |
| &nbsp;&nbsp;&nbsp;Pfandbriefzentrale der schweizerischen Kantonalbanken AG | 0.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/13/28 | &nbsp;&nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp; 15025 | &nbsp;&nbsp;&nbsp;&nbsp; 18050 |
| &nbsp;&nbsp;&nbsp;Pfandbriefzentrale der schweizerischen Kantonalbanken AG | 1.625% | &nbsp;&nbsp;&nbsp;&nbsp; 4/17/28 | &nbsp;&nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp; 7500 | &nbsp;&nbsp;&nbsp;&nbsp; 9441 |
| &nbsp;&nbsp;&nbsp;Pfandbriefzentrale der schweizerischen Kantonalbanken AG | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/22/28 | &nbsp;&nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp; 2455 | &nbsp;&nbsp;&nbsp;&nbsp; 3041 |
| &nbsp;&nbsp;&nbsp;Pfandbriefzentrale der schweizerischen Kantonalbanken AG | 0.300% | &nbsp;&nbsp;&nbsp;&nbsp; 4/9/29 | &nbsp;&nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp; 12315 | &nbsp;&nbsp;&nbsp;&nbsp; 14877 |
| &nbsp;&nbsp;&nbsp;Pfandbriefzentrale der schweizerischen Kantonalbanken AG | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/21/29 | &nbsp;&nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp; 23740 | &nbsp;&nbsp;&nbsp;&nbsp; 30046 |
| &nbsp;&nbsp;&nbsp;Pfandbriefzentrale der schweizerischen Kantonalbanken AG | 0.625% | &nbsp;&nbsp;&nbsp;&nbsp; 7/16/29 | &nbsp;&nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp; 11760 | &nbsp;&nbsp;&nbsp;&nbsp; 14382 |
| &nbsp;&nbsp;&nbsp;Pfandbriefzentrale der schweizerischen Kantonalbanken AG | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 10/12/29 | &nbsp;&nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp; 22000 | &nbsp;&nbsp;&nbsp;&nbsp; 26741 |
| &nbsp;&nbsp;&nbsp;Pfandbriefzentrale der schweizerischen Kantonalbanken AG | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/30/30 | &nbsp;&nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp; 2455 | &nbsp;&nbsp;&nbsp;&nbsp; 2980 |
| &nbsp;&nbsp;&nbsp;Pfandbriefzentrale der schweizerischen Kantonalbanken AG | 0.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/19/30 | &nbsp;&nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp; 14640 | &nbsp;&nbsp;&nbsp;&nbsp; 17300 |
| &nbsp;&nbsp;&nbsp;Pfandbriefzentrale der schweizerischen Kantonalbanken AG | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 9/20/30 | &nbsp;&nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp; 8575 | &nbsp;&nbsp;&nbsp;&nbsp; 10388 |
| &nbsp;&nbsp;&nbsp;Pfandbriefzentrale der schweizerischen Kantonalbanken AG | 0.550% | &nbsp;&nbsp;&nbsp;&nbsp; 1/29/31 | &nbsp;&nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp; 4655 | &nbsp;&nbsp;&nbsp;&nbsp; 5645 |
| &nbsp;&nbsp;&nbsp;Pfandbriefzentrale der schweizerischen Kantonalbanken AG | 0.300% | &nbsp;&nbsp;&nbsp;&nbsp; 6/6/31 | &nbsp;&nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp; 3680 | &nbsp;&nbsp;&nbsp;&nbsp; 4383 |
| &nbsp;&nbsp;&nbsp;Pfandbriefzentrale der schweizerischen Kantonalbanken AG | 0.125% | &nbsp;&nbsp;&nbsp;&nbsp; 9/2/31 | &nbsp;&nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp; 15230 | &nbsp;&nbsp;&nbsp;&nbsp; 17954 |
| &nbsp;&nbsp;&nbsp;Pfandbriefzentrale der schweizerischen Kantonalbanken AG | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 2/20/32 | &nbsp;&nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp; 14000 | &nbsp;&nbsp;&nbsp;&nbsp; 16849 |
| &nbsp;&nbsp;&nbsp;Pfandbriefzentrale der schweizerischen Kantonalbanken AG | 0.125% | &nbsp;&nbsp;&nbsp;&nbsp; 4/23/32 | &nbsp;&nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp; 25000 | &nbsp;&nbsp;&nbsp;&nbsp; 29146 |
| &nbsp;&nbsp;&nbsp;Pfandbriefzentrale der schweizerischen Kantonalbanken AG | 0.650% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp; 4900 | &nbsp;&nbsp;&nbsp;&nbsp; 5902 |
| &nbsp;&nbsp;&nbsp;Pfandbriefzentrale der schweizerischen Kantonalbanken AG | 0.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/18/33 | &nbsp;&nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp; 7500 | &nbsp;&nbsp;&nbsp;&nbsp; 8645 |
| &nbsp;&nbsp;&nbsp;Pfandbriefzentrale der schweizerischen Kantonalbanken AG | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp; 2945 | &nbsp;&nbsp;&nbsp;&nbsp; 3487 |
| &nbsp;&nbsp;&nbsp;Pfandbriefzentrale der schweizerischen Kantonalbanken AG | 2.200% | &nbsp;&nbsp;&nbsp;&nbsp; 10/4/34 | &nbsp;&nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp; 4665 | &nbsp;&nbsp;&nbsp;&nbsp; 6384 |
| &nbsp;&nbsp;&nbsp;Pfandbriefzentrale der schweizerischen Kantonalbanken AG | 0.200% | &nbsp;&nbsp;&nbsp;&nbsp; 6/12/35 | &nbsp;&nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp; 19000 | &nbsp;&nbsp;&nbsp;&nbsp; 21724 |
| &nbsp;&nbsp;&nbsp;Pfandbriefzentrale der schweizerischen Kantonalbanken AG | 0.200% | &nbsp;&nbsp;&nbsp;&nbsp; 7/13/35 | &nbsp;&nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp; 7355 | &nbsp;&nbsp;&nbsp;&nbsp; 8387 |
| &nbsp;&nbsp;&nbsp;Pfandbriefzentrale der schweizerischen Kantonalbanken AG | 0.600% | &nbsp;&nbsp;&nbsp;&nbsp; 12/11/35 | &nbsp;&nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp; 6370 | &nbsp;&nbsp;&nbsp;&nbsp; 7529 |
| &nbsp;&nbsp;&nbsp;Pfandbriefzentrale der schweizerischen Kantonalbanken AG | 0.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp; 5035 | &nbsp;&nbsp;&nbsp;&nbsp; 5576 |
| &nbsp;&nbsp;&nbsp;Pfandbriefzentrale der schweizerischen Kantonalbanken AG | 1.850% | &nbsp;&nbsp;&nbsp;&nbsp; 4/2/37 | &nbsp;&nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp; 10000 | &nbsp;&nbsp;&nbsp;&nbsp; 13438 |
| &nbsp;&nbsp;&nbsp;Pfandbriefzentrale der schweizerischen Kantonalbanken AG | 1.850% | &nbsp;&nbsp;&nbsp;&nbsp; 7/19/38 | &nbsp;&nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp; 7500 | &nbsp;&nbsp;&nbsp;&nbsp; 10129 |
| &nbsp;&nbsp;&nbsp;Pfandbriefzentrale der schweizerischen Kantonalbanken AG | 0.700% | &nbsp;&nbsp;&nbsp;&nbsp; 3/4/39 | &nbsp;&nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp; 2455 | &nbsp;&nbsp;&nbsp;&nbsp; 2881 |
| &nbsp;&nbsp;&nbsp;Pfandbriefzentrale der schweizerischen Kantonalbanken AG | 0.020% | &nbsp;&nbsp;&nbsp;&nbsp; 1/30/40 | &nbsp;&nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5288 |
| &nbsp;&nbsp;&nbsp;Richemont International Holding SA | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/26/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 9000 | &nbsp;&nbsp;&nbsp;&nbsp; 9587 |
| &nbsp;&nbsp;&nbsp;Richemont International Holding SA | 1.125% | &nbsp;&nbsp;&nbsp;&nbsp; 5/26/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3684 | &nbsp;&nbsp;&nbsp;&nbsp; 3653 |
| &nbsp;&nbsp;&nbsp;Richemont International Holding SA | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/26/38 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7550 | &nbsp;&nbsp;&nbsp;&nbsp; 7107 |
| &nbsp;&nbsp;&nbsp;Richemont International Holding SA | 1.625% | &nbsp;&nbsp;&nbsp;&nbsp; 5/26/40 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7913 | &nbsp;&nbsp;&nbsp;&nbsp; 6702 |
| &nbsp;&nbsp;&nbsp;Sandoz Group AG | 2.125% | &nbsp;&nbsp;&nbsp;&nbsp; 11/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp; 3700 | &nbsp;&nbsp;&nbsp;&nbsp; 4580 |

---

------

Total International Bond II Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;&nbsp;&nbsp;Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| &nbsp;&nbsp;&nbsp;Sika Capital BV | 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 5/3/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 11000 | &nbsp;&nbsp;&nbsp;&nbsp; 12929 |
| &nbsp;&nbsp;&nbsp;Swiss Life Finance I AG | 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 8/31/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10500 | &nbsp;&nbsp;&nbsp;&nbsp; 12073 |
| &nbsp;&nbsp;&nbsp;Swiss Life Finance I AG | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5750 | &nbsp;&nbsp;&nbsp;&nbsp; 5588 |
| &nbsp;&nbsp;&nbsp;Swisscom Finance BV | 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 11/29/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 9500 | &nbsp;&nbsp;&nbsp;&nbsp; 11059 |
| &nbsp;&nbsp;&nbsp;Swisscom Finance BV | 3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 11/29/36 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 8000 | &nbsp;&nbsp;&nbsp;&nbsp; 9091 |
| &nbsp;&nbsp;&nbsp;Swisscom Finance BV | 3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 5/29/44 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2500 | &nbsp;&nbsp;&nbsp;&nbsp; 2778 |
| &nbsp;&nbsp;&nbsp;Tyco Electronics Group SA | 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 1/31/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4223 | &nbsp;&nbsp;&nbsp;&nbsp; 4747 |
| &nbsp;&nbsp;&nbsp;UBS AG | 5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 8/20/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 12246 | &nbsp;&nbsp;&nbsp;&nbsp; 14412 |
| &nbsp;&nbsp;&nbsp;UBS AG | 0.250% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10000 | &nbsp;&nbsp;&nbsp;&nbsp; 10447 |
| &nbsp;&nbsp;&nbsp;UBS AG | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/31/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 13200 | &nbsp;&nbsp;&nbsp;&nbsp; 12864 |
| &nbsp;&nbsp;&nbsp;UBS Group AG | 1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4959 | &nbsp;&nbsp;&nbsp;&nbsp; 5522 |
| &nbsp;&nbsp;&nbsp;UBS Group AG | 7.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/30/27 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 2500 | &nbsp;&nbsp;&nbsp;&nbsp; 3417 |
| &nbsp;&nbsp;&nbsp;UBS Group AG | 0.650% | &nbsp;&nbsp;&nbsp;&nbsp; 1/14/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 17725 | &nbsp;&nbsp;&nbsp;&nbsp; 19405 |
| &nbsp;&nbsp;&nbsp;UBS Group AG | 0.250% | &nbsp;&nbsp;&nbsp;&nbsp; 2/24/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6784 | &nbsp;&nbsp;&nbsp;&nbsp; 7172 |
| &nbsp;&nbsp;&nbsp;UBS Group AG | 2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/9/28 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 8521 | &nbsp;&nbsp;&nbsp;&nbsp; 10756 |
| &nbsp;&nbsp;&nbsp;UBS Group AG | 0.250% | &nbsp;&nbsp;&nbsp;&nbsp; 11/5/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10959 | &nbsp;&nbsp;&nbsp;&nbsp; 11640 |
| &nbsp;&nbsp;&nbsp;UBS Group AG | 7.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 18000 | &nbsp;&nbsp;&nbsp;&nbsp; 22994 |
| &nbsp;&nbsp;&nbsp;UBS Group AG | 0.650% | &nbsp;&nbsp;&nbsp;&nbsp; 9/10/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7241 | &nbsp;&nbsp;&nbsp;&nbsp; 7405 |
| &nbsp;&nbsp;&nbsp;UBS Group AG | 2.125% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 500 | &nbsp;&nbsp;&nbsp;&nbsp; 608 |
| &nbsp;&nbsp;&nbsp;UBS Group AG | 4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 1/11/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4000 | &nbsp;&nbsp;&nbsp;&nbsp; 4767 |
| &nbsp;&nbsp;&nbsp;UBS Group AG | 0.875% | &nbsp;&nbsp;&nbsp;&nbsp; 11/3/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 12176 | &nbsp;&nbsp;&nbsp;&nbsp; 11850 |
| &nbsp;&nbsp;&nbsp;UBS Group AG | 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/17/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 13000 | &nbsp;&nbsp;&nbsp;&nbsp; 15714 |
| &nbsp;&nbsp;&nbsp;UBS Group AG | 2.875% | &nbsp;&nbsp;&nbsp;&nbsp; 4/2/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 23000 | &nbsp;&nbsp;&nbsp;&nbsp; 25242 |
| &nbsp;&nbsp;&nbsp;UBS Group AG | 0.625% | &nbsp;&nbsp;&nbsp;&nbsp; 1/18/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 12900 | &nbsp;&nbsp;&nbsp;&nbsp; 11709 |
| &nbsp;&nbsp;&nbsp;UBS Group AG | 0.625% | &nbsp;&nbsp;&nbsp;&nbsp; 2/24/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3000 | &nbsp;&nbsp;&nbsp;&nbsp; 2744 |
| &nbsp;&nbsp;&nbsp;UBS Group AG | 4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 6/9/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 12000 | &nbsp;&nbsp;&nbsp;&nbsp; 13998 |
| &nbsp;&nbsp;&nbsp;UBS Group AG | 7.375% | &nbsp;&nbsp;&nbsp;&nbsp; 9/7/33 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 4500 | &nbsp;&nbsp;&nbsp;&nbsp; 6698 |
| &nbsp;&nbsp;&nbsp;UBS Switzerland AG | 3.146% | &nbsp;&nbsp;&nbsp;&nbsp; 6/21/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 11000 | &nbsp;&nbsp;&nbsp;&nbsp; 12755 |
| &nbsp;&nbsp;&nbsp;Zuercher Kantonalbank | 0.125% | &nbsp;&nbsp;&nbsp;&nbsp; 5/13/26 | &nbsp;&nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp; 805 | &nbsp;&nbsp;&nbsp;&nbsp; 972 |
| &nbsp;&nbsp;&nbsp;Zuercher Kantonalbank | 0.300% | &nbsp;&nbsp;&nbsp;&nbsp; 1/25/28 | &nbsp;&nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp; 10000 | &nbsp;&nbsp;&nbsp;&nbsp; 12080 |
| &nbsp;&nbsp;&nbsp;Zuercher Kantonalbank | 0.100% | &nbsp;&nbsp;&nbsp;&nbsp; 3/31/31 | &nbsp;&nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5875 |
| &nbsp;&nbsp;&nbsp;Zuercher Kantonalbank | 0.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/21/33 | &nbsp;&nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp; 3000 | &nbsp;&nbsp;&nbsp;&nbsp; 3435 |
| &nbsp;&nbsp;&nbsp;Zurich Finance Ireland Designated Activity Co. | 1.625% | &nbsp;&nbsp;&nbsp;&nbsp; 6/17/39 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7369 | &nbsp;&nbsp;&nbsp;&nbsp; 6371 |
| &nbsp;&nbsp;&nbsp;Zurich Finance Ireland Designated Activity Co. | 5.125% | &nbsp;&nbsp;&nbsp;&nbsp; 11/23/52 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 4000 | &nbsp;&nbsp;&nbsp;&nbsp; 5124 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **1586007** |
| **United Arab Emirates (0.0%)** | **United Arab Emirates (0.0%)** | **United Arab Emirates (0.0%)** |  |  |  |
| &nbsp;&nbsp;&nbsp;DP World Ltd. | 2.375% | &nbsp;&nbsp;&nbsp;&nbsp; 9/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp; 112 |
| &nbsp;&nbsp;&nbsp;DP World Ltd. | 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 9/25/30 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 1004 | &nbsp;&nbsp;&nbsp;&nbsp; 1282 |
| &nbsp;&nbsp;&nbsp;Emirates NBD Bank PJSC | 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 2/9/28 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 1530 | &nbsp;&nbsp;&nbsp;&nbsp; 985 |
| &nbsp;&nbsp;&nbsp;Emirates NBD Bank PJSC | 3.050% | &nbsp;&nbsp;&nbsp;&nbsp; 2/26/30 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 1130 | &nbsp;&nbsp;&nbsp;&nbsp; 664 |
| &nbsp;&nbsp;&nbsp;Emirates Telecommunications Group Co. PJSC | 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 6/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 8145 | &nbsp;&nbsp;&nbsp;&nbsp; 9214 |
| &nbsp;&nbsp;&nbsp;Emirates Telecommunications Group Co. PJSC | 0.375% | &nbsp;&nbsp;&nbsp;&nbsp; 5/17/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2265 | &nbsp;&nbsp;&nbsp;&nbsp; 2392 |
| &nbsp;&nbsp;&nbsp;MDGH GMTN RSC Ltd. | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/10/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp;&nbsp; 1810 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **16459** |
| **United Kingdom (2.1%)** | **United Kingdom (2.1%)** | **United Kingdom (2.1%)** |  |  |  |
| &nbsp;&nbsp;&nbsp;3i Group plc | 5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 12/3/32 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 2439 | &nbsp;&nbsp;&nbsp;&nbsp; 3324 |
| &nbsp;&nbsp;&nbsp;3i Group plc | 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 6/5/40 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 1300 | &nbsp;&nbsp;&nbsp;&nbsp; 1311 |
| &nbsp;&nbsp;&nbsp;A2Dominion Housing Group Ltd. | 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 3098 | &nbsp;&nbsp;&nbsp;&nbsp; 3898 |
| &nbsp;&nbsp;&nbsp;AA Bond Co. Ltd. | 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 7/31/50 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 500 | &nbsp;&nbsp;&nbsp;&nbsp; 612 |
| &nbsp;&nbsp;&nbsp;AA Bond Co. Ltd. | 5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 7/31/50 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 500 | &nbsp;&nbsp;&nbsp;&nbsp; 670 |
| &nbsp;&nbsp;&nbsp;AA Bond Co. Ltd. | 8.450% | &nbsp;&nbsp;&nbsp;&nbsp; 7/31/50 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 4000 | &nbsp;&nbsp;&nbsp;&nbsp; 5662 |
| &nbsp;&nbsp;&nbsp;Affinity Sutton Capital Markets plc | 5.981% | &nbsp;&nbsp;&nbsp;&nbsp; 9/17/38 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 1000 | &nbsp;&nbsp;&nbsp;&nbsp; 1364 |
| &nbsp;&nbsp;&nbsp;Affinity Sutton Capital Markets plc | 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 10/8/42 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 777 | &nbsp;&nbsp;&nbsp;&nbsp; 837 |
| &nbsp;&nbsp;&nbsp;Affinity Water Finance plc | 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/31/36 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 2231 | &nbsp;&nbsp;&nbsp;&nbsp; 2605 |
| &nbsp;&nbsp;&nbsp;Affordable Housing Finance plc | 3.800% | &nbsp;&nbsp;&nbsp;&nbsp; 5/20/44 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 2457 | &nbsp;&nbsp;&nbsp;&nbsp; 2708 |
| &nbsp;&nbsp;&nbsp;Affordable Housing Finance plc | 2.893% | &nbsp;&nbsp;&nbsp;&nbsp; 8/11/45 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 1307 | &nbsp;&nbsp;&nbsp;&nbsp; 1241 |
| &nbsp;&nbsp;&nbsp;Amplius Living | 5.125% | &nbsp;&nbsp;&nbsp;&nbsp; 8/2/38 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 912 | &nbsp;&nbsp;&nbsp;&nbsp; 1134 |
| &nbsp;&nbsp;&nbsp;Amplius Living | 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 2603 | &nbsp;&nbsp;&nbsp;&nbsp; 2378 |
| &nbsp;&nbsp;&nbsp;Anchor Hanover Group | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/21/51 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 4491 | &nbsp;&nbsp;&nbsp;&nbsp; 2800 |
| &nbsp;&nbsp;&nbsp;Anglian Water Services Financing plc | 2.625% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 14425 | &nbsp;&nbsp;&nbsp;&nbsp; 18166 |
| &nbsp;&nbsp;&nbsp;Anglian Water Services Financing plc | 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 10/5/27 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 1360 | &nbsp;&nbsp;&nbsp;&nbsp; 1772 |
| &nbsp;&nbsp;&nbsp;Anglian Water Services Financing plc | 6.625% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 242 | &nbsp;&nbsp;&nbsp;&nbsp; 334 |
| &nbsp;&nbsp;&nbsp;Anglian Water Services Financing plc | 4.525% | &nbsp;&nbsp;&nbsp;&nbsp; 8/26/32 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1500 | &nbsp;&nbsp;&nbsp;&nbsp; 1072 |
| &nbsp;&nbsp;&nbsp;Anglian Water Services Financing plc | 6.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/20/39 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 4561 | &nbsp;&nbsp;&nbsp;&nbsp; 5818 |
| &nbsp;&nbsp;&nbsp;Anglian Water Services Financing plc | 5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 6/7/43 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 2500 | &nbsp;&nbsp;&nbsp;&nbsp; 2981 |
| &nbsp;&nbsp;&nbsp;Arqiva Financing plc | 4.882% | &nbsp;&nbsp;&nbsp;&nbsp; 12/31/32 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 1055 | &nbsp;&nbsp;&nbsp;&nbsp; 1392 |
| &nbsp;&nbsp;&nbsp;Artesian Finance II plc | 6.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/30/33 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 1495 | &nbsp;&nbsp;&nbsp;&nbsp; 2002 |
| &nbsp;&nbsp;&nbsp;Aspire Defence Finance plc | 4.674% | &nbsp;&nbsp;&nbsp;&nbsp; 3/31/40 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 2701 | &nbsp;&nbsp;&nbsp;&nbsp; 3421 |
| &nbsp;&nbsp;&nbsp;Aspire Defence Finance plc | 4.674% | &nbsp;&nbsp;&nbsp;&nbsp; 3/31/40 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 1277 | &nbsp;&nbsp;&nbsp;&nbsp; 1615 |

---

------

Total International Bond II Index Fund

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;&nbsp;&nbsp;Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Assura Financing plc | 1.625% | &nbsp;&nbsp;&nbsp;&nbsp; 6/30/33 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 1100 | &nbsp;&nbsp;&nbsp;&nbsp; 1124 |
|  | &nbsp;&nbsp;&nbsp;Aster Treasury plc | 1.405% | &nbsp;&nbsp;&nbsp;&nbsp; 1/27/36 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp;&nbsp; 1804 |
|  | &nbsp;&nbsp;&nbsp;Aster Treasury plc | 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 12/18/43 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 1319 | &nbsp;&nbsp;&nbsp;&nbsp; 1499 |
|  | &nbsp;&nbsp;&nbsp;Astrazeneca Finance LLC | 3.121% | &nbsp;&nbsp;&nbsp;&nbsp; 8/5/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5200 | &nbsp;&nbsp;&nbsp;&nbsp; 5998 |
|  | &nbsp;&nbsp;&nbsp;AstraZeneca plc | 0.375% | &nbsp;&nbsp;&nbsp;&nbsp; 6/3/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 17500 | &nbsp;&nbsp;&nbsp;&nbsp; 18119 |
|  | &nbsp;&nbsp;&nbsp;AstraZeneca plc | 5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 11/13/31 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 1956 | &nbsp;&nbsp;&nbsp;&nbsp; 2763 |
|  | &nbsp;&nbsp;&nbsp;Aviva plc | 1.875% | &nbsp;&nbsp;&nbsp;&nbsp; 11/13/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4906 | &nbsp;&nbsp;&nbsp;&nbsp; 5453 |
|  | &nbsp;&nbsp;&nbsp;Aviva plc | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/2/30 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1537 | &nbsp;&nbsp;&nbsp;&nbsp; 1098 |
|  | &nbsp;&nbsp;&nbsp;Aviva plc | 4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 9/12/49 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 1453 | &nbsp;&nbsp;&nbsp;&nbsp; 1842 |
|  | &nbsp;&nbsp;&nbsp;Aviva plc | 6.875% | &nbsp;&nbsp;&nbsp;&nbsp; 11/27/53 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 2300 | &nbsp;&nbsp;&nbsp;&nbsp; 3140 |
|  | &nbsp;&nbsp;&nbsp;Aviva plc | 6.125% | &nbsp;&nbsp;&nbsp;&nbsp; 9/12/54 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 2400 | &nbsp;&nbsp;&nbsp;&nbsp; 3100 |
|  | &nbsp;&nbsp;&nbsp;Aviva plc | 6.875% | &nbsp;&nbsp;&nbsp;&nbsp; 5/20/58 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 2623 | &nbsp;&nbsp;&nbsp;&nbsp; 3495 |
|  | &nbsp;&nbsp;&nbsp;Babcock International Group plc | 1.875% | &nbsp;&nbsp;&nbsp;&nbsp; 10/5/26 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 1906 | &nbsp;&nbsp;&nbsp;&nbsp; 2440 |
|  | &nbsp;&nbsp;&nbsp;Babcock International Group plc | 1.375% | &nbsp;&nbsp;&nbsp;&nbsp; 9/13/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 217 | &nbsp;&nbsp;&nbsp;&nbsp; 238 |
|  | &nbsp;&nbsp;&nbsp;Barclays plc | 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 2/12/27 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 4131 | &nbsp;&nbsp;&nbsp;&nbsp; 5352 |
|  | &nbsp;&nbsp;&nbsp;Barclays plc | 2.166% | &nbsp;&nbsp;&nbsp;&nbsp; 6/23/27 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1591 | &nbsp;&nbsp;&nbsp;&nbsp; 1139 |
|  | &nbsp;&nbsp;&nbsp;Barclays plc | 0.877% | &nbsp;&nbsp;&nbsp;&nbsp; 1/28/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 9200 | &nbsp;&nbsp;&nbsp;&nbsp; 10096 |
|  | &nbsp;&nbsp;&nbsp;Barclays plc | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/26/29 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 1000 | &nbsp;&nbsp;&nbsp;&nbsp; 615 |
|  | &nbsp;&nbsp;&nbsp;Barclays plc | 0.577% | &nbsp;&nbsp;&nbsp;&nbsp; 8/9/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 16052 | &nbsp;&nbsp;&nbsp;&nbsp; 16865 |
|  | &nbsp;&nbsp;&nbsp;Barclays plc | 6.369% | &nbsp;&nbsp;&nbsp;&nbsp; 1/31/31 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 8000 | &nbsp;&nbsp;&nbsp;&nbsp; 11084 |
|  | &nbsp;&nbsp;&nbsp;Barclays plc | 1.106% | &nbsp;&nbsp;&nbsp;&nbsp; 5/12/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5552 | &nbsp;&nbsp;&nbsp;&nbsp; 5456 |
|  | &nbsp;&nbsp;&nbsp;Barclays plc | 8.407% | &nbsp;&nbsp;&nbsp;&nbsp; 11/14/32 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 7500 | &nbsp;&nbsp;&nbsp;&nbsp; 10621 |
|  | &nbsp;&nbsp;&nbsp;Barclays plc | 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 1/17/33 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 5100 | &nbsp;&nbsp;&nbsp;&nbsp; 5739 |
|  | &nbsp;&nbsp;&nbsp;Barclays plc | 4.506% | &nbsp;&nbsp;&nbsp;&nbsp; 1/31/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 17000 | &nbsp;&nbsp;&nbsp;&nbsp; 20035 |
|  | &nbsp;&nbsp;&nbsp;Barclays plc | 5.262% | &nbsp;&nbsp;&nbsp;&nbsp; 1/29/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 8000 | &nbsp;&nbsp;&nbsp;&nbsp; 9857 |
|  | &nbsp;&nbsp;&nbsp;Barclays plc | 5.851% | &nbsp;&nbsp;&nbsp;&nbsp; 3/21/35 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 7000 | &nbsp;&nbsp;&nbsp;&nbsp; 9230 |
|  | &nbsp;&nbsp;&nbsp;Barclays plc | 4.347% | &nbsp;&nbsp;&nbsp;&nbsp; 5/8/35 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 12000 | &nbsp;&nbsp;&nbsp;&nbsp; 13906 |
|  | &nbsp;&nbsp;&nbsp;Barclays plc | 4.973% | &nbsp;&nbsp;&nbsp;&nbsp; 5/31/36 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7000 | &nbsp;&nbsp;&nbsp;&nbsp; 8211 |
|  | &nbsp;&nbsp;&nbsp;BAT International Finance plc | 1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 3/13/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 801 | &nbsp;&nbsp;&nbsp;&nbsp; 890 |
|  | &nbsp;&nbsp;&nbsp;BAT International Finance plc | 2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/26/28 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 13500 | &nbsp;&nbsp;&nbsp;&nbsp; 16655 |
|  | &nbsp;&nbsp;&nbsp;BAT International Finance plc | 2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 1/16/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 8823 | &nbsp;&nbsp;&nbsp;&nbsp; 9600 |
|  | &nbsp;&nbsp;&nbsp;BAT International Finance plc | 4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 4/12/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2500 | &nbsp;&nbsp;&nbsp;&nbsp; 2891 |
|  | &nbsp;&nbsp;&nbsp;BAT International Finance plc | 6.000% | &nbsp;&nbsp;&nbsp;&nbsp; 11/24/34 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 2313 | &nbsp;&nbsp;&nbsp;&nbsp; 3117 |
|  | &nbsp;&nbsp;&nbsp;BAT International Finance plc | 5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 7/5/40 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 1414 | &nbsp;&nbsp;&nbsp;&nbsp; 1769 |
|  | &nbsp;&nbsp;&nbsp;BAT International Finance plc | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/13/45 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 440 | &nbsp;&nbsp;&nbsp;&nbsp; 343 |
|  | &nbsp;&nbsp;&nbsp;BAT Netherlands Finance BV | 3.125% | &nbsp;&nbsp;&nbsp;&nbsp; 4/7/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 8923 | &nbsp;&nbsp;&nbsp;&nbsp; 10231 |
|  | &nbsp;&nbsp;&nbsp;BAT Netherlands Finance BV | 5.375% | &nbsp;&nbsp;&nbsp;&nbsp; 2/16/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp;&nbsp; 2478 |
|  | &nbsp;&nbsp;&nbsp;Bazalgette Finance plc | 2.375% | &nbsp;&nbsp;&nbsp;&nbsp; 11/29/27 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 1392 | &nbsp;&nbsp;&nbsp;&nbsp; 1740 |
|  | &nbsp;&nbsp;&nbsp;Beyond Housing Ltd. | 2.125% | &nbsp;&nbsp;&nbsp;&nbsp; 5/17/51 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 1981 | &nbsp;&nbsp;&nbsp;&nbsp; 1305 |
|  | &nbsp;&nbsp;&nbsp;BG Energy Capital plc | 2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 11/21/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3101 | &nbsp;&nbsp;&nbsp;&nbsp; 3430 |
|  | &nbsp;&nbsp;&nbsp;BG Energy Capital plc | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 11/4/36 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp;&nbsp; 2599 |
|  | &nbsp;&nbsp;&nbsp;Blend Funding plc | 3.459% | &nbsp;&nbsp;&nbsp;&nbsp; 9/21/49 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 9500 | &nbsp;&nbsp;&nbsp;&nbsp; 8740 |
|  | &nbsp;&nbsp;&nbsp;Blend Funding plc | 2.922% | &nbsp;&nbsp;&nbsp;&nbsp; 4/5/56 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 5071 | &nbsp;&nbsp;&nbsp;&nbsp; 3968 |
|  | &nbsp;&nbsp;&nbsp;BP Capital Markets plc | 2.274% | &nbsp;&nbsp;&nbsp;&nbsp; 7/3/26 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 5462 | &nbsp;&nbsp;&nbsp;&nbsp; 7095 |
|  | &nbsp;&nbsp;&nbsp;BP Capital Markets plc | 2.213% | &nbsp;&nbsp;&nbsp;&nbsp; 9/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6367 | &nbsp;&nbsp;&nbsp;&nbsp; 7194 |
|  | &nbsp;&nbsp;&nbsp;BP Capital Markets plc | 1.573% | &nbsp;&nbsp;&nbsp;&nbsp; 2/16/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 14084 | &nbsp;&nbsp;&nbsp;&nbsp; 15739 |
|  | &nbsp;&nbsp;&nbsp;BP Capital Markets plc | 0.831% | &nbsp;&nbsp;&nbsp;&nbsp; 11/8/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6844 | &nbsp;&nbsp;&nbsp;&nbsp; 7467 |
|  | &nbsp;&nbsp;&nbsp;BP Capital Markets plc | 2.519% | &nbsp;&nbsp;&nbsp;&nbsp; 4/7/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 8767 | &nbsp;&nbsp;&nbsp;&nbsp; 9909 |
|  | &nbsp;&nbsp;&nbsp;BP Capital Markets plc | 2.822% | &nbsp;&nbsp;&nbsp;&nbsp; 4/7/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 14599 | &nbsp;&nbsp;&nbsp;&nbsp; 15998 |
|  | &nbsp;&nbsp;&nbsp;BP Capital Markets plc | 1.104% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 8300 | &nbsp;&nbsp;&nbsp;&nbsp; 7493 |
|  | &nbsp;&nbsp;&nbsp;BP Capital Markets plc | 5.773% | &nbsp;&nbsp;&nbsp;&nbsp; 5/25/38 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 6653 |
|  | &nbsp;&nbsp;&nbsp;BP Capital Markets plc | 3.250% | Perpetual | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 12971 | &nbsp;&nbsp;&nbsp;&nbsp; 14623 |
|  | &nbsp;&nbsp;&nbsp;BP Capital Markets plc | 3.625% | Perpetual | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 15089 | &nbsp;&nbsp;&nbsp;&nbsp; 16725 |
|  | &nbsp;&nbsp;&nbsp;BP Capital Markets plc | 4.250% | Perpetual | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 4913 | &nbsp;&nbsp;&nbsp;&nbsp; 6344 |
|  | &nbsp;&nbsp;&nbsp;BPHA Finance plc | 4.816% | &nbsp;&nbsp;&nbsp;&nbsp; 4/11/44 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 987 | &nbsp;&nbsp;&nbsp;&nbsp; 1146 |
|  | &nbsp;&nbsp;&nbsp;British American Tobacco plc | 3.000% | Perpetual | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4200 | &nbsp;&nbsp;&nbsp;&nbsp; 4680 |
|  | &nbsp;&nbsp;&nbsp;British American Tobacco plc | 3.750% | Perpetual | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6800 | &nbsp;&nbsp;&nbsp;&nbsp; 7328 |
|  | &nbsp;&nbsp;&nbsp;British Land Co. plc | 2.375% | &nbsp;&nbsp;&nbsp;&nbsp; 9/14/29 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 913 | &nbsp;&nbsp;&nbsp;&nbsp; 1098 |
|  | &nbsp;&nbsp;&nbsp;British Telecommunications plc | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/23/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10113 | &nbsp;&nbsp;&nbsp;&nbsp; 11223 |
|  | &nbsp;&nbsp;&nbsp;British Telecommunications plc | 5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 12/7/28 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 474 | &nbsp;&nbsp;&nbsp;&nbsp; 655 |
|  | &nbsp;&nbsp;&nbsp;British Telecommunications plc | 1.125% | &nbsp;&nbsp;&nbsp;&nbsp; 9/12/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3000 | &nbsp;&nbsp;&nbsp;&nbsp; 3167 |
|  | &nbsp;&nbsp;&nbsp;British Telecommunications plc | 3.125% | &nbsp;&nbsp;&nbsp;&nbsp; 11/21/31 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 800 | &nbsp;&nbsp;&nbsp;&nbsp; 950 |
|  | &nbsp;&nbsp;&nbsp;British Telecommunications plc | 3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 8/30/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1500 | &nbsp;&nbsp;&nbsp;&nbsp; 1698 |
|  | &nbsp;&nbsp;&nbsp;British Telecommunications plc | 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 1/6/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3000 | &nbsp;&nbsp;&nbsp;&nbsp; 3572 |
|  | &nbsp;&nbsp;&nbsp;British Telecommunications plc | 3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 1/20/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5758 |
|  | &nbsp;&nbsp;&nbsp;British Telecommunications plc | 6.375% | &nbsp;&nbsp;&nbsp;&nbsp; 6/23/37 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 2585 | &nbsp;&nbsp;&nbsp;&nbsp; 3560 |
|  | &nbsp;&nbsp;&nbsp;British Telecommunications plc | 5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 2/13/41 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp;&nbsp; 2545 |
|  | &nbsp;&nbsp;&nbsp;British Telecommunications plc | 5.625% | &nbsp;&nbsp;&nbsp;&nbsp; 12/3/41 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 3000 | &nbsp;&nbsp;&nbsp;&nbsp; 3754 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Broadgate Financing plc | 4.999% | &nbsp;&nbsp;&nbsp;&nbsp; 10/5/33 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 2790 | &nbsp;&nbsp;&nbsp;&nbsp; 3679 |
|  | &nbsp;&nbsp;&nbsp;Bromford Housing Group Ltd. | 3.125% | &nbsp;&nbsp;&nbsp;&nbsp; 5/3/48 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 957 | &nbsp;&nbsp;&nbsp;&nbsp; 834 |

---

------

Total International Bond II Index Fund

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;&nbsp;&nbsp;Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;BUPA Finance plc | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 12/8/26 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 2501 | &nbsp;&nbsp;&nbsp;&nbsp; 3321 |
|  | &nbsp;&nbsp;&nbsp;Cadent Finance plc | 2.125% | &nbsp;&nbsp;&nbsp;&nbsp; 9/22/28 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 5323 | &nbsp;&nbsp;&nbsp;&nbsp; 6519 |
|  | &nbsp;&nbsp;&nbsp;Cadent Finance plc | 0.625% | &nbsp;&nbsp;&nbsp;&nbsp; 3/19/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 12317 | &nbsp;&nbsp;&nbsp;&nbsp; 12402 |
|  | &nbsp;&nbsp;&nbsp;Cadent Finance plc | 0.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/11/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 857 | &nbsp;&nbsp;&nbsp;&nbsp; 810 |
|  | &nbsp;&nbsp;&nbsp;Cadent Finance plc | 2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 10/10/35 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 8078 | &nbsp;&nbsp;&nbsp;&nbsp; 7746 |
|  | &nbsp;&nbsp;&nbsp;Cadent Finance plc | 2.625% | &nbsp;&nbsp;&nbsp;&nbsp; 9/22/38 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 1990 | &nbsp;&nbsp;&nbsp;&nbsp; 1814 |
|  | &nbsp;&nbsp;&nbsp;Cadent Finance plc | 3.125% | &nbsp;&nbsp;&nbsp;&nbsp; 3/21/40 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 3553 | &nbsp;&nbsp;&nbsp;&nbsp; 3332 |
|  | &nbsp;&nbsp;&nbsp;Cadent Finance plc | 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 9/22/46 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 502 | &nbsp;&nbsp;&nbsp;&nbsp; 387 |
|  | &nbsp;&nbsp;&nbsp;Cardiff University | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 12/7/55 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 1004 | &nbsp;&nbsp;&nbsp;&nbsp; 776 |
|  | &nbsp;&nbsp;&nbsp;Catalyst Housing Ltd. | 3.125% | &nbsp;&nbsp;&nbsp;&nbsp; 10/31/47 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 1491 | &nbsp;&nbsp;&nbsp;&nbsp; 1253 |
|  | &nbsp;&nbsp;&nbsp;CCEP Finance Ireland DAC | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 9/6/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4062 | &nbsp;&nbsp;&nbsp;&nbsp; 4189 |
|  | &nbsp;&nbsp;&nbsp;CCEP Finance Ireland DAC | 0.875% | &nbsp;&nbsp;&nbsp;&nbsp; 5/6/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 20276 | &nbsp;&nbsp;&nbsp;&nbsp; 19037 |
|  | &nbsp;&nbsp;&nbsp;CCEP Finance Ireland DAC | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/6/41 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5296 | &nbsp;&nbsp;&nbsp;&nbsp; 4279 |
|  | &nbsp;&nbsp;&nbsp;Centrica plc | 4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 3/13/29 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 3324 | &nbsp;&nbsp;&nbsp;&nbsp; 4345 |
|  | &nbsp;&nbsp;&nbsp;Centrica plc | 7.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/19/33 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 2455 | &nbsp;&nbsp;&nbsp;&nbsp; 3571 |
|  | &nbsp;&nbsp;&nbsp;Centrica plc | 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 9/12/44 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 6567 | &nbsp;&nbsp;&nbsp;&nbsp; 6643 |
|  | &nbsp;&nbsp;&nbsp;Chancellor Masters & Scholars of The University of Cambridge | 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 10/17/52 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 406 | &nbsp;&nbsp;&nbsp;&nbsp; 397 |
|  | &nbsp;&nbsp;&nbsp;Chancellor Masters & Scholars of The University of Cambridge | 2.350% | &nbsp;&nbsp;&nbsp;&nbsp; 6/27/78 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 1452 | &nbsp;&nbsp;&nbsp;&nbsp; 961 |
|  | &nbsp;&nbsp;&nbsp;Channel Link Enterprises Finance plc | 3.043% | &nbsp;&nbsp;&nbsp;&nbsp; 6/30/50 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 3336 | &nbsp;&nbsp;&nbsp;&nbsp; 4043 |
|  | &nbsp;&nbsp;&nbsp;Church Commissioners for England | 3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 7/14/52 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp;&nbsp; 1891 |
|  | &nbsp;&nbsp;&nbsp;Circle Anglia Social Housing plc | 7.250% | &nbsp;&nbsp;&nbsp;&nbsp; 11/12/38 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 2390 | &nbsp;&nbsp;&nbsp;&nbsp; 3618 |
|  | &nbsp;&nbsp;&nbsp;Circle Anglia Social Housing plc | 5.200% | &nbsp;&nbsp;&nbsp;&nbsp; 3/2/44 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 1000 | &nbsp;&nbsp;&nbsp;&nbsp; 1196 |
|  | &nbsp;&nbsp;&nbsp;Citizen Treasury plc | 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 10/20/48 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 4322 | &nbsp;&nbsp;&nbsp;&nbsp; 3742 |
|  | &nbsp;&nbsp;&nbsp;CK Hutchison Europe Finance 18 Ltd. | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/13/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp; 214 |
|  | &nbsp;&nbsp;&nbsp;CK Hutchison Europe Finance 21 Ltd. | 0.750% | &nbsp;&nbsp;&nbsp;&nbsp; 11/2/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3200 | &nbsp;&nbsp;&nbsp;&nbsp; 3242 |
|  | &nbsp;&nbsp;&nbsp;CK Hutchison Europe Finance 21 Ltd. | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 11/2/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3100 | &nbsp;&nbsp;&nbsp;&nbsp; 2802 |
|  | &nbsp;&nbsp;&nbsp;CK Hutchison Finance 16 Ltd. | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/6/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp; 111 |
|  | &nbsp;&nbsp;&nbsp;CK Hutchison Group Telecom Finance SA | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/17/27 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 5457 | &nbsp;&nbsp;&nbsp;&nbsp; 6765 |
|  | &nbsp;&nbsp;&nbsp;CK Hutchison Group Telecom Finance SA | 1.125% | &nbsp;&nbsp;&nbsp;&nbsp; 10/17/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp; 106 |
|  | &nbsp;&nbsp;&nbsp;CK Hutchison Group Telecom Finance SA | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 10/17/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7867 | &nbsp;&nbsp;&nbsp;&nbsp; 7847 |
|  | &nbsp;&nbsp;&nbsp;CK Hutchison Group Telecom Finance SA | 2.625% | &nbsp;&nbsp;&nbsp;&nbsp; 10/17/34 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 1591 | &nbsp;&nbsp;&nbsp;&nbsp; 1539 |
|  | &nbsp;&nbsp;&nbsp;Clarion Funding plc | 2.625% | &nbsp;&nbsp;&nbsp;&nbsp; 1/18/29 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 802 | &nbsp;&nbsp;&nbsp;&nbsp; 993 |
|  | &nbsp;&nbsp;&nbsp;Clarion Funding plc | 1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 11/13/32 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 2900 | &nbsp;&nbsp;&nbsp;&nbsp; 2924 |
|  | &nbsp;&nbsp;&nbsp;Clarion Funding plc | 1.875% | &nbsp;&nbsp;&nbsp;&nbsp; 1/22/35 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 3000 | &nbsp;&nbsp;&nbsp;&nbsp; 2916 |
|  | &nbsp;&nbsp;&nbsp;Clarion Funding plc | 3.125% | &nbsp;&nbsp;&nbsp;&nbsp; 4/19/48 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 2076 | &nbsp;&nbsp;&nbsp;&nbsp; 1765 |
|  | &nbsp;&nbsp;&nbsp;Clarion Funding plc | 5.375% | &nbsp;&nbsp;&nbsp;&nbsp; 5/30/57 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 1191 | &nbsp;&nbsp;&nbsp;&nbsp; 1443 |
|  | &nbsp;&nbsp;&nbsp;Close Brothers Finance plc | 1.625% | &nbsp;&nbsp;&nbsp;&nbsp; 12/3/30 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5283 |
|  | &nbsp;&nbsp;&nbsp;Clydesdale Bank plc | 4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 6/8/26 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 6367 | &nbsp;&nbsp;&nbsp;&nbsp; 8541 |
|  | &nbsp;&nbsp;&nbsp;Coca-Cola Europacific Partners plc | 1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 5/26/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2547 | &nbsp;&nbsp;&nbsp;&nbsp; 2831 |
|  | &nbsp;&nbsp;&nbsp;Coca-Cola Europacific Partners plc | 0.200% | &nbsp;&nbsp;&nbsp;&nbsp; 12/2/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6684 | &nbsp;&nbsp;&nbsp;&nbsp; 6913 |
|  | &nbsp;&nbsp;&nbsp;Coca-Cola Europacific Partners plc | 1.875% | &nbsp;&nbsp;&nbsp;&nbsp; 3/18/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2500 | &nbsp;&nbsp;&nbsp;&nbsp; 2691 |
|  | &nbsp;&nbsp;&nbsp;Coca-Cola Europacific Partners plc | 0.700% | &nbsp;&nbsp;&nbsp;&nbsp; 9/12/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4136 | &nbsp;&nbsp;&nbsp;&nbsp; 4074 |
|  | &nbsp;&nbsp;&nbsp;Compass Group Finance Netherlands BV | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 9/5/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4000 | &nbsp;&nbsp;&nbsp;&nbsp; 4391 |
|  | &nbsp;&nbsp;&nbsp;Compass Group plc | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/3/29 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 3072 | &nbsp;&nbsp;&nbsp;&nbsp; 3739 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Connect Plus M25 Issuer plc | 2.607% | &nbsp;&nbsp;&nbsp;&nbsp; 3/31/39 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 1015 | &nbsp;&nbsp;&nbsp;&nbsp; 1122 |
|  | &nbsp;&nbsp;&nbsp;Coventry Building Society | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 12/20/30 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 2062 | &nbsp;&nbsp;&nbsp;&nbsp; 2307 |
|  | &nbsp;&nbsp;&nbsp;CPUK Finance Ltd. | 5.876% | &nbsp;&nbsp;&nbsp;&nbsp; 8/28/27 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 1000 | &nbsp;&nbsp;&nbsp;&nbsp; 1348 |
| <sup>1,4</sup> | &nbsp;&nbsp;&nbsp;CTRL Section 1 Finance plc | 5.234% | &nbsp;&nbsp;&nbsp;&nbsp; 5/2/35 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp; 136 |
|  | &nbsp;&nbsp;&nbsp;Dali Capital plc | 4.799% | &nbsp;&nbsp;&nbsp;&nbsp; 12/21/37 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp; 238 |
|  | &nbsp;&nbsp;&nbsp;Derby Healthcare plc | 5.564% | &nbsp;&nbsp;&nbsp;&nbsp; 6/30/41 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 1495 | &nbsp;&nbsp;&nbsp;&nbsp; 1969 |
|  | &nbsp;&nbsp;&nbsp;Derwent London plc | 1.875% | &nbsp;&nbsp;&nbsp;&nbsp; 11/17/31 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 1400 | &nbsp;&nbsp;&nbsp;&nbsp; 1526 |
|  | &nbsp;&nbsp;&nbsp;Diageo Capital BV | 0.125% | &nbsp;&nbsp;&nbsp;&nbsp; 9/28/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 700 | &nbsp;&nbsp;&nbsp;&nbsp; 730 |
|  | &nbsp;&nbsp;&nbsp;Diageo Finance plc | 2.875% | &nbsp;&nbsp;&nbsp;&nbsp; 3/27/29 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 6336 |
|  | &nbsp;&nbsp;&nbsp;Diageo Finance plc | 2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/27/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 8569 | &nbsp;&nbsp;&nbsp;&nbsp; 9355 |
|  | &nbsp;&nbsp;&nbsp;Diageo Finance plc | 1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 3/28/33 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 2459 | &nbsp;&nbsp;&nbsp;&nbsp; 2526 |
|  | &nbsp;&nbsp;&nbsp;Diageo Finance plc | 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 6/8/38 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 11000 | &nbsp;&nbsp;&nbsp;&nbsp; 10946 |
|  | &nbsp;&nbsp;&nbsp;Direct Line Insurance Group plc | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/5/32 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 1000 | &nbsp;&nbsp;&nbsp;&nbsp; 1189 |
|  | &nbsp;&nbsp;&nbsp;DS Smith plc | 0.875% | &nbsp;&nbsp;&nbsp;&nbsp; 9/12/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4981 | &nbsp;&nbsp;&nbsp;&nbsp; 5522 |
|  | &nbsp;&nbsp;&nbsp;DS Smith plc | 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 7/27/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5950 |
|  | &nbsp;&nbsp;&nbsp;DWR Cymru Financing UK plc | 6.015% | &nbsp;&nbsp;&nbsp;&nbsp; 3/31/28 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 125 | &nbsp;&nbsp;&nbsp;&nbsp; 173 |
|  | &nbsp;&nbsp;&nbsp;DWR Cymru Financing UK plc | 1.375% | &nbsp;&nbsp;&nbsp;&nbsp; 3/31/33 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 500 | &nbsp;&nbsp;&nbsp;&nbsp; 491 |
|  | &nbsp;&nbsp;&nbsp;DWR Cymru Financing UK plc | 2.375% | &nbsp;&nbsp;&nbsp;&nbsp; 3/31/34 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 5182 | &nbsp;&nbsp;&nbsp;&nbsp; 4997 |
|  | &nbsp;&nbsp;&nbsp;DWR Cymru Financing UK plc | 2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/31/36 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 1217 | &nbsp;&nbsp;&nbsp;&nbsp; 1187 |
|  | &nbsp;&nbsp;&nbsp;Eastern Power Networks plc | 2.125% | &nbsp;&nbsp;&nbsp;&nbsp; 11/25/33 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 1500 | &nbsp;&nbsp;&nbsp;&nbsp; 1568 |
|  | &nbsp;&nbsp;&nbsp;Eastern Power Networks plc | 1.875% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp;&nbsp; 1927 |
|  | &nbsp;&nbsp;&nbsp;Eastern Power Networks plc | 6.250% | &nbsp;&nbsp;&nbsp;&nbsp; 11/12/36 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 6000 | &nbsp;&nbsp;&nbsp;&nbsp; 8385 |
|  | &nbsp;&nbsp;&nbsp;Eastern Power Networks plc | 5.375% | &nbsp;&nbsp;&nbsp;&nbsp; 10/2/39 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 6342 |
|  | &nbsp;&nbsp;&nbsp;easyJet FinCo BV | 1.875% | &nbsp;&nbsp;&nbsp;&nbsp; 3/3/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7000 | &nbsp;&nbsp;&nbsp;&nbsp; 7751 |
|  | &nbsp;&nbsp;&nbsp;EMH Treasury plc | 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 1/29/44 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 449 | &nbsp;&nbsp;&nbsp;&nbsp; 500 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Eversholt Funding plc | 6.697% | &nbsp;&nbsp;&nbsp;&nbsp; 2/22/35 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 646 | &nbsp;&nbsp;&nbsp;&nbsp; 918 |

---

------

Total International Bond II Index Fund

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;&nbsp;&nbsp;Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Eversholt Funding plc | 3.529% | &nbsp;&nbsp;&nbsp;&nbsp; 8/7/42 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 6635 | &nbsp;&nbsp;&nbsp;&nbsp; 6865 |
|  | &nbsp;&nbsp;&nbsp;FIL Ltd. | 2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 11/4/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1337 | &nbsp;&nbsp;&nbsp;&nbsp; 1502 |
|  | &nbsp;&nbsp;&nbsp;Flagship Finance plc | 1.875% | &nbsp;&nbsp;&nbsp;&nbsp; 7/14/61 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 1254 | &nbsp;&nbsp;&nbsp;&nbsp; 687 |
|  | &nbsp;&nbsp;&nbsp;Futures Treasury plc | 3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 2/8/44 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 1306 | &nbsp;&nbsp;&nbsp;&nbsp; 1239 |
|  | &nbsp;&nbsp;&nbsp;Gatwick Funding Ltd. | 2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 6200 | &nbsp;&nbsp;&nbsp;&nbsp; 7345 |
|  | &nbsp;&nbsp;&nbsp;Gatwick Funding Ltd. | 3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 10/16/35 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6000 | &nbsp;&nbsp;&nbsp;&nbsp; 6740 |
|  | &nbsp;&nbsp;&nbsp;Gatwick Funding Ltd. | 5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/23/39 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 4052 | &nbsp;&nbsp;&nbsp;&nbsp; 5329 |
|  | &nbsp;&nbsp;&nbsp;Gatwick Funding Ltd. | 3.125% | &nbsp;&nbsp;&nbsp;&nbsp; 9/28/41 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 2141 | &nbsp;&nbsp;&nbsp;&nbsp; 2053 |
|  | &nbsp;&nbsp;&nbsp;Gatwick Funding Ltd. | 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 2/26/50 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 2100 | &nbsp;&nbsp;&nbsp;&nbsp; 1763 |
|  | &nbsp;&nbsp;&nbsp;Genfinance II plc | 6.064% | &nbsp;&nbsp;&nbsp;&nbsp; 12/21/39 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 2863 | &nbsp;&nbsp;&nbsp;&nbsp; 3804 |
|  | &nbsp;&nbsp;&nbsp;GlaxoSmithKline Capital plc | 1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/21/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 9369 | &nbsp;&nbsp;&nbsp;&nbsp; 10507 |
|  | &nbsp;&nbsp;&nbsp;GlaxoSmithKline Capital plc | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/12/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp; 112 |
|  | &nbsp;&nbsp;&nbsp;GlaxoSmithKline Capital plc | 3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 12/20/27 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 1860 | &nbsp;&nbsp;&nbsp;&nbsp; 2427 |
|  | &nbsp;&nbsp;&nbsp;GlaxoSmithKline Capital plc | 1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 10/12/28 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 12276 | &nbsp;&nbsp;&nbsp;&nbsp; 14834 |
|  | &nbsp;&nbsp;&nbsp;GlaxoSmithKline Capital plc | 1.375% | &nbsp;&nbsp;&nbsp;&nbsp; 9/12/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7000 | &nbsp;&nbsp;&nbsp;&nbsp; 7510 |
|  | &nbsp;&nbsp;&nbsp;GlaxoSmithKline Capital plc | 1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 5/21/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7302 | &nbsp;&nbsp;&nbsp;&nbsp; 7869 |
|  | &nbsp;&nbsp;&nbsp;GlaxoSmithKline Capital plc | 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 12/19/33 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 3579 | &nbsp;&nbsp;&nbsp;&nbsp; 4902 |
|  | &nbsp;&nbsp;&nbsp;GlaxoSmithKline Capital plc | 1.625% | &nbsp;&nbsp;&nbsp;&nbsp; 5/12/35 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 13189 | &nbsp;&nbsp;&nbsp;&nbsp; 12687 |
|  | &nbsp;&nbsp;&nbsp;GlaxoSmithKline Capital plc | 6.375% | &nbsp;&nbsp;&nbsp;&nbsp; 3/9/39 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 567 | &nbsp;&nbsp;&nbsp;&nbsp; 810 |
|  | &nbsp;&nbsp;&nbsp;GlaxoSmithKline Capital plc | 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 4/10/42 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 2116 | &nbsp;&nbsp;&nbsp;&nbsp; 2671 |
|  | &nbsp;&nbsp;&nbsp;GlaxoSmithKline Capital plc | 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 12/18/45 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 3217 | &nbsp;&nbsp;&nbsp;&nbsp; 3451 |
|  | &nbsp;&nbsp;&nbsp;Global Switch Finance BV | 1.375% | &nbsp;&nbsp;&nbsp;&nbsp; 10/7/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2800 | &nbsp;&nbsp;&nbsp;&nbsp; 2983 |
|  | &nbsp;&nbsp;&nbsp;Global Switch Holdings Ltd. | 2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/31/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp; 112 |
|  | &nbsp;&nbsp;&nbsp;Grainger plc | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/3/30 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 900 | &nbsp;&nbsp;&nbsp;&nbsp; 1075 |
|  | &nbsp;&nbsp;&nbsp;Great Places Housing Group Ltd. | 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 10/22/42 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 2955 | &nbsp;&nbsp;&nbsp;&nbsp; 3413 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Great Rolling Stock Co. plc | 6.875% | &nbsp;&nbsp;&nbsp;&nbsp; 7/27/35 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 124 | &nbsp;&nbsp;&nbsp;&nbsp; 178 |
|  | &nbsp;&nbsp;&nbsp;Greene King Finance plc | 5.318% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 168 | &nbsp;&nbsp;&nbsp;&nbsp; 225 |
|  | &nbsp;&nbsp;&nbsp;Greene King Finance plc | 5.106% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 386 | &nbsp;&nbsp;&nbsp;&nbsp; 507 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Greene King Finance plc | 4.064% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 354 | &nbsp;&nbsp;&nbsp;&nbsp; 446 |
|  | &nbsp;&nbsp;&nbsp;GSK Capital BV | 3.125% | &nbsp;&nbsp;&nbsp;&nbsp; 11/28/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 14000 | &nbsp;&nbsp;&nbsp;&nbsp; 15797 |
|  | &nbsp;&nbsp;&nbsp;Guinness Partnership Ltd. | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/24/44 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 2242 | &nbsp;&nbsp;&nbsp;&nbsp; 2322 |
|  | &nbsp;&nbsp;&nbsp;Guinness Partnership Ltd. | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/22/55 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp; 59 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Gwynt y Mor OFTO plc | 2.778% | &nbsp;&nbsp;&nbsp;&nbsp; 2/17/34 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 603 | &nbsp;&nbsp;&nbsp;&nbsp; 704 |
|  | &nbsp;&nbsp;&nbsp;Hammerson Ireland Finance DAC | 1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 6/3/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2686 | &nbsp;&nbsp;&nbsp;&nbsp; 2977 |
|  | &nbsp;&nbsp;&nbsp;Hammerson plc | 5.875% | &nbsp;&nbsp;&nbsp;&nbsp; 10/8/36 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 3400 | &nbsp;&nbsp;&nbsp;&nbsp; 4330 |
|  | &nbsp;&nbsp;&nbsp;Heathrow Funding Ltd. | 2.625% | &nbsp;&nbsp;&nbsp;&nbsp; 3/16/28 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 8000 | &nbsp;&nbsp;&nbsp;&nbsp; 9958 |
|  | &nbsp;&nbsp;&nbsp;Heathrow Funding Ltd. | 6.750% | &nbsp;&nbsp;&nbsp;&nbsp; 12/3/28 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 2888 | &nbsp;&nbsp;&nbsp;&nbsp; 3951 |
|  | &nbsp;&nbsp;&nbsp;Heathrow Funding Ltd. | 2.694% | &nbsp;&nbsp;&nbsp;&nbsp; 10/13/29 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 8232 | &nbsp;&nbsp;&nbsp;&nbsp; 5887 |
|  | &nbsp;&nbsp;&nbsp;Heathrow Funding Ltd. | 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 10/13/31 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 2457 | &nbsp;&nbsp;&nbsp;&nbsp; 2986 |
|  | &nbsp;&nbsp;&nbsp;Heathrow Funding Ltd. | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 2/11/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10504 | &nbsp;&nbsp;&nbsp;&nbsp; 11071 |
|  | &nbsp;&nbsp;&nbsp;Heathrow Funding Ltd. | 1.125% | &nbsp;&nbsp;&nbsp;&nbsp; 10/8/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 19400 | &nbsp;&nbsp;&nbsp;&nbsp; 19723 |
|  | &nbsp;&nbsp;&nbsp;Heathrow Funding Ltd. | 3.661% | &nbsp;&nbsp;&nbsp;&nbsp; 1/13/33 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 5330 | &nbsp;&nbsp;&nbsp;&nbsp; 3816 |
|  | &nbsp;&nbsp;&nbsp;Heathrow Funding Ltd. | 6.450% | &nbsp;&nbsp;&nbsp;&nbsp; 12/10/33 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 1527 | &nbsp;&nbsp;&nbsp;&nbsp; 2157 |
|  | &nbsp;&nbsp;&nbsp;Heathrow Funding Ltd. | 3.726% | &nbsp;&nbsp;&nbsp;&nbsp; 4/13/35 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1393 | &nbsp;&nbsp;&nbsp;&nbsp; 973 |
|  | &nbsp;&nbsp;&nbsp;Heathrow Funding Ltd. | 1.875% | &nbsp;&nbsp;&nbsp;&nbsp; 3/14/36 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1696 | &nbsp;&nbsp;&nbsp;&nbsp; 1649 |
|  | &nbsp;&nbsp;&nbsp;Heathrow Funding Ltd. | 5.875% | &nbsp;&nbsp;&nbsp;&nbsp; 5/13/43 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 7731 | &nbsp;&nbsp;&nbsp;&nbsp; 9955 |
|  | &nbsp;&nbsp;&nbsp;Heathrow Funding Ltd. | 4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 10/31/48 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 1228 | &nbsp;&nbsp;&nbsp;&nbsp; 1308 |
|  | &nbsp;&nbsp;&nbsp;Heathrow Funding Ltd. | 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 8/9/51 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 429 | &nbsp;&nbsp;&nbsp;&nbsp; 320 |
|  | &nbsp;&nbsp;&nbsp;Hexagon Housing Association Ltd. | 3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 4/22/48 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 900 | &nbsp;&nbsp;&nbsp;&nbsp; 809 |
|  | &nbsp;&nbsp;&nbsp;High Speed Rail Finance 1 plc | 4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/38 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 3324 | &nbsp;&nbsp;&nbsp;&nbsp; 4081 |
|  | &nbsp;&nbsp;&nbsp;Home Group Ltd. | 3.125% | &nbsp;&nbsp;&nbsp;&nbsp; 3/27/43 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 1004 | &nbsp;&nbsp;&nbsp;&nbsp; 903 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Housing & Care 21 | 3.288% | &nbsp;&nbsp;&nbsp;&nbsp; 11/8/49 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 2264 | &nbsp;&nbsp;&nbsp;&nbsp; 1982 |
|  | &nbsp;&nbsp;&nbsp;HSBC Bank Capital Funding Sterling 1 LP | 5.844% | Perpetual | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 62 | &nbsp;&nbsp;&nbsp;&nbsp; 86 |
|  | &nbsp;&nbsp;&nbsp;HSBC Bank plc | 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/24/46 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 1200 | &nbsp;&nbsp;&nbsp;&nbsp; 1262 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | 3.019% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5400 | &nbsp;&nbsp;&nbsp;&nbsp; 6131 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | 4.752% | &nbsp;&nbsp;&nbsp;&nbsp; 3/10/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10000 | &nbsp;&nbsp;&nbsp;&nbsp; 11743 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/22/28 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 19044 | &nbsp;&nbsp;&nbsp;&nbsp; 24304 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | 2.625% | &nbsp;&nbsp;&nbsp;&nbsp; 8/16/28 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 1510 | &nbsp;&nbsp;&nbsp;&nbsp; 1882 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | 0.641% | &nbsp;&nbsp;&nbsp;&nbsp; 9/24/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6062 | &nbsp;&nbsp;&nbsp;&nbsp; 6333 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/29/30 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 4815 | &nbsp;&nbsp;&nbsp;&nbsp; 5902 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | 3.445% | &nbsp;&nbsp;&nbsp;&nbsp; 9/25/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7000 | &nbsp;&nbsp;&nbsp;&nbsp; 7981 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | 6.800% | &nbsp;&nbsp;&nbsp;&nbsp; 9/14/31 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 7105 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | 4.787% | &nbsp;&nbsp;&nbsp;&nbsp; 3/10/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 13000 | &nbsp;&nbsp;&nbsp;&nbsp; 15731 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | 5.290% | &nbsp;&nbsp;&nbsp;&nbsp; 9/16/32 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 7000 | &nbsp;&nbsp;&nbsp;&nbsp; 9276 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | 6.364% | &nbsp;&nbsp;&nbsp;&nbsp; 11/16/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 17000 | &nbsp;&nbsp;&nbsp;&nbsp; 20589 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | 4.856% | &nbsp;&nbsp;&nbsp;&nbsp; 5/23/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 13000 | &nbsp;&nbsp;&nbsp;&nbsp; 15799 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | 8.201% | &nbsp;&nbsp;&nbsp;&nbsp; 11/16/34 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 8500 | &nbsp;&nbsp;&nbsp;&nbsp; 12370 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | 3.834% | &nbsp;&nbsp;&nbsp;&nbsp; 9/25/35 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7200 | &nbsp;&nbsp;&nbsp;&nbsp; 8110 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | 7.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/7/38 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 5950 | &nbsp;&nbsp;&nbsp;&nbsp; 8288 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | 6.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/29/40 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 3752 | &nbsp;&nbsp;&nbsp;&nbsp; 4712 |

---

------

Total International Bond II Index Fund

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;&nbsp;&nbsp;Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Hyde Housing Association Ltd. | 5.125% | &nbsp;&nbsp;&nbsp;&nbsp; 7/23/40 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 54 | &nbsp;&nbsp;&nbsp;&nbsp; 68 |
|  | &nbsp;&nbsp;&nbsp;Hyde Housing Association Ltd. | 1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 8/18/55 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 4920 | &nbsp;&nbsp;&nbsp;&nbsp; 2638 |
|  | &nbsp;&nbsp;&nbsp;IG Group Holdings plc | 3.125% | &nbsp;&nbsp;&nbsp;&nbsp; 11/18/28 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp;&nbsp; 2468 |
|  | &nbsp;&nbsp;&nbsp;Imperial Brands Finance Netherlands BV | 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4200 | &nbsp;&nbsp;&nbsp;&nbsp; 5176 |
|  | &nbsp;&nbsp;&nbsp;Imperial Brands Finance Netherlands BV | 1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/18/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4947 | &nbsp;&nbsp;&nbsp;&nbsp; 4814 |
|  | &nbsp;&nbsp;&nbsp;Imperial Brands Finance plc | 2.125% | &nbsp;&nbsp;&nbsp;&nbsp; 2/12/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7595 | &nbsp;&nbsp;&nbsp;&nbsp; 8557 |
|  | &nbsp;&nbsp;&nbsp;Imperial Brands Finance plc | 4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 6/7/32 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 3730 | &nbsp;&nbsp;&nbsp;&nbsp; 4748 |
|  | &nbsp;&nbsp;&nbsp;Inchcape plc | 6.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/9/28 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 4000 | &nbsp;&nbsp;&nbsp;&nbsp; 5463 |
|  | &nbsp;&nbsp;&nbsp;Incommunities Treasury plc | 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 3/21/49 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 2499 | &nbsp;&nbsp;&nbsp;&nbsp; 2149 |
|  | &nbsp;&nbsp;&nbsp;Informa plc | 3.125% | &nbsp;&nbsp;&nbsp;&nbsp; 7/5/26 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 919 | &nbsp;&nbsp;&nbsp;&nbsp; 1201 |
|  | &nbsp;&nbsp;&nbsp;Informa plc | 1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 4/22/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5403 |
|  | &nbsp;&nbsp;&nbsp;Informa plc | 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 10/23/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3000 | &nbsp;&nbsp;&nbsp;&nbsp; 3371 |
|  | &nbsp;&nbsp;&nbsp;InterContinental Hotels Group plc | 2.125% | &nbsp;&nbsp;&nbsp;&nbsp; 8/24/26 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp;&nbsp; 2572 |
|  | &nbsp;&nbsp;&nbsp;InterContinental Hotels Group plc | 2.125% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1500 | &nbsp;&nbsp;&nbsp;&nbsp; 1685 |
|  | &nbsp;&nbsp;&nbsp;InterContinental Hotels Group plc | 3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 10/8/28 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp;&nbsp; 2533 |
|  | &nbsp;&nbsp;&nbsp;Intermediate Capital Group plc | 1.625% | &nbsp;&nbsp;&nbsp;&nbsp; 2/17/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3600 | &nbsp;&nbsp;&nbsp;&nbsp; 3978 |
|  | &nbsp;&nbsp;&nbsp;Intermediate Capital Group plc | 2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 1/28/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1762 | &nbsp;&nbsp;&nbsp;&nbsp; 1914 |
|  | &nbsp;&nbsp;&nbsp;International Consolidated Airlines Group SA | 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/25/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7000 | &nbsp;&nbsp;&nbsp;&nbsp; 8071 |
|  | &nbsp;&nbsp;&nbsp;International Distribution Services plc | 1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 10/8/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2457 | &nbsp;&nbsp;&nbsp;&nbsp; 2725 |
|  | &nbsp;&nbsp;&nbsp;Jigsaw Funding plc | 3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 5/5/52 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 1087 | &nbsp;&nbsp;&nbsp;&nbsp; 956 |
|  | &nbsp;&nbsp;&nbsp;Just Group plc | 6.875% | &nbsp;&nbsp;&nbsp;&nbsp; 3/30/35 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 1900 | &nbsp;&nbsp;&nbsp;&nbsp; 2485 |
|  | &nbsp;&nbsp;&nbsp;Juturna European Loan Conduit No. 16 plc | 5.064% | &nbsp;&nbsp;&nbsp;&nbsp; 8/10/33 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 1651 | &nbsp;&nbsp;&nbsp;&nbsp; 2233 |
|  | &nbsp;&nbsp;&nbsp;Karbon Homes Ltd. | 3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 2685 | &nbsp;&nbsp;&nbsp;&nbsp; 2444 |
|  | &nbsp;&nbsp;&nbsp;Land Securities Capital Markets plc | 2.375% | &nbsp;&nbsp;&nbsp;&nbsp; 3/29/29 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 382 | &nbsp;&nbsp;&nbsp;&nbsp; 487 |
|  | &nbsp;&nbsp;&nbsp;Land Securities Capital Markets plc | 2.399% | &nbsp;&nbsp;&nbsp;&nbsp; 2/8/31 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 2400 | &nbsp;&nbsp;&nbsp;&nbsp; 2951 |
|  | &nbsp;&nbsp;&nbsp;Land Securities Capital Markets plc | 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 9/18/31 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 1500 | &nbsp;&nbsp;&nbsp;&nbsp; 1979 |
|  | &nbsp;&nbsp;&nbsp;Land Securities Capital Markets plc | 2.625% | &nbsp;&nbsp;&nbsp;&nbsp; 9/22/39 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 1996 | &nbsp;&nbsp;&nbsp;&nbsp; 1988 |
|  | &nbsp;&nbsp;&nbsp;Land Securities Capital Markets plc | 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 9/22/59 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 1787 | &nbsp;&nbsp;&nbsp;&nbsp; 1301 |
|  | &nbsp;&nbsp;&nbsp;Leeds Building Society | 1.375% | &nbsp;&nbsp;&nbsp;&nbsp; 10/6/27 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 7606 | &nbsp;&nbsp;&nbsp;&nbsp; 9373 |
|  | &nbsp;&nbsp;&nbsp;Legal & General Finance plc | 5.875% | &nbsp;&nbsp;&nbsp;&nbsp; 12/11/31 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 3413 | &nbsp;&nbsp;&nbsp;&nbsp; 4794 |
|  | &nbsp;&nbsp;&nbsp;Legal & General Group plc | 5.125% | &nbsp;&nbsp;&nbsp;&nbsp; 11/14/48 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 2452 | &nbsp;&nbsp;&nbsp;&nbsp; 3234 |
|  | &nbsp;&nbsp;&nbsp;Legal & General Group plc | 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 4400 | &nbsp;&nbsp;&nbsp;&nbsp; 5535 |
|  | &nbsp;&nbsp;&nbsp;Legal & General Group plc | 5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/27/64 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 3158 | &nbsp;&nbsp;&nbsp;&nbsp; 4043 |
|  | &nbsp;&nbsp;&nbsp;LiveWest Treasury plc | 1.875% | &nbsp;&nbsp;&nbsp;&nbsp; 2/18/56 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 1100 | &nbsp;&nbsp;&nbsp;&nbsp; 617 |
|  | &nbsp;&nbsp;&nbsp;Lloyds Bank Corporate Markets plc | 4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 5/30/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5848 |
|  | &nbsp;&nbsp;&nbsp;Lloyds Bank plc | 0.125% | &nbsp;&nbsp;&nbsp;&nbsp; 6/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4913 | &nbsp;&nbsp;&nbsp;&nbsp; 5445 |
|  | &nbsp;&nbsp;&nbsp;Lloyds Bank plc | 4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 3/30/27 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 1491 | &nbsp;&nbsp;&nbsp;&nbsp; 2011 |
|  | &nbsp;&nbsp;&nbsp;Lloyds Bank plc | 6.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/8/29 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 5072 | &nbsp;&nbsp;&nbsp;&nbsp; 7182 |
|  | &nbsp;&nbsp;&nbsp;Lloyds Bank plc | 0.125% | &nbsp;&nbsp;&nbsp;&nbsp; 9/23/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 19550 | &nbsp;&nbsp;&nbsp;&nbsp; 19991 |
|  | &nbsp;&nbsp;&nbsp;Lloyds Banking Group plc | 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 11/22/27 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 2440 | &nbsp;&nbsp;&nbsp;&nbsp; 1550 |
|  | &nbsp;&nbsp;&nbsp;Lloyds Banking Group plc | 3.125% | &nbsp;&nbsp;&nbsp;&nbsp; 8/24/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 8500 | &nbsp;&nbsp;&nbsp;&nbsp; 9608 |
|  | &nbsp;&nbsp;&nbsp;Lloyds Banking Group plc | 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 9/21/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 6044 |
|  | &nbsp;&nbsp;&nbsp;Lloyds Banking Group plc | 1.985% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp;&nbsp; 2537 |
|  | &nbsp;&nbsp;&nbsp;Lloyds Banking Group plc | 2.707% | &nbsp;&nbsp;&nbsp;&nbsp; 12/3/35 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 10455 | &nbsp;&nbsp;&nbsp;&nbsp; 11902 |
|  | &nbsp;&nbsp;&nbsp;Logicor 2019-1 UK plc | 1.875% | &nbsp;&nbsp;&nbsp;&nbsp; 11/17/31 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 3486 | &nbsp;&nbsp;&nbsp;&nbsp; 4453 |
|  | &nbsp;&nbsp;&nbsp;London & Quadrant Housing Trust | 2.625% | &nbsp;&nbsp;&nbsp;&nbsp; 2/28/28 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 2028 | &nbsp;&nbsp;&nbsp;&nbsp; 2549 |
|  | &nbsp;&nbsp;&nbsp;London & Quadrant Housing Trust | 2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 7/20/29 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 3200 | &nbsp;&nbsp;&nbsp;&nbsp; 3817 |
|  | &nbsp;&nbsp;&nbsp;London & Quadrant Housing Trust | 2.125% | &nbsp;&nbsp;&nbsp;&nbsp; 3/31/32 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 2800 | &nbsp;&nbsp;&nbsp;&nbsp; 3047 |
|  | &nbsp;&nbsp;&nbsp;London & Quadrant Housing Trust | 4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 12/5/33 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp; 125 |
|  | &nbsp;&nbsp;&nbsp;London & Quadrant Housing Trust | 5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 1/27/40 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 400 | &nbsp;&nbsp;&nbsp;&nbsp; 510 |
|  | &nbsp;&nbsp;&nbsp;London & Quadrant Housing Trust | 5.486% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 2500 | &nbsp;&nbsp;&nbsp;&nbsp; 3113 |
|  | &nbsp;&nbsp;&nbsp;London & Quadrant Housing Trust | 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 10/27/49 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 1815 | &nbsp;&nbsp;&nbsp;&nbsp; 1672 |
|  | &nbsp;&nbsp;&nbsp;London & Quadrant Housing Trust | 3.125% | &nbsp;&nbsp;&nbsp;&nbsp; 2/28/53 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 868 | &nbsp;&nbsp;&nbsp;&nbsp; 690 |
|  | &nbsp;&nbsp;&nbsp;London Power Networks plc | 6.125% | &nbsp;&nbsp;&nbsp;&nbsp; 6/7/27 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 238 | &nbsp;&nbsp;&nbsp;&nbsp; 326 |
|  | &nbsp;&nbsp;&nbsp;London Power Networks plc | 2.625% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 1500 | &nbsp;&nbsp;&nbsp;&nbsp; 1852 |
|  | &nbsp;&nbsp;&nbsp;London Stock Exchange Group plc | 1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 12/6/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6502 | &nbsp;&nbsp;&nbsp;&nbsp; 7227 |
|  | &nbsp;&nbsp;&nbsp;London Stock Exchange Group plc | 1.625% | &nbsp;&nbsp;&nbsp;&nbsp; 4/6/30 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 3000 | &nbsp;&nbsp;&nbsp;&nbsp; 3479 |
|  | &nbsp;&nbsp;&nbsp;Lseg Netherlands BV | 0.750% | &nbsp;&nbsp;&nbsp;&nbsp; 4/6/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6062 | &nbsp;&nbsp;&nbsp;&nbsp; 5649 |
|  | &nbsp;&nbsp;&nbsp;M&G plc | 5.625% | &nbsp;&nbsp;&nbsp;&nbsp; 10/20/51 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 4796 | &nbsp;&nbsp;&nbsp;&nbsp; 6151 |
|  | &nbsp;&nbsp;&nbsp;M&G plc | 5.560% | &nbsp;&nbsp;&nbsp;&nbsp; 7/20/55 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 4523 | &nbsp;&nbsp;&nbsp;&nbsp; 5460 |
|  | &nbsp;&nbsp;&nbsp;M&G plc | 6.340% | &nbsp;&nbsp;&nbsp;&nbsp; 12/19/63 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 2590 | &nbsp;&nbsp;&nbsp;&nbsp; 3120 |
|  | &nbsp;&nbsp;&nbsp;M&G plc | 6.250% | &nbsp;&nbsp;&nbsp;&nbsp; 10/20/68 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 2100 | &nbsp;&nbsp;&nbsp;&nbsp; 2436 |
|  | &nbsp;&nbsp;&nbsp;Manchester Airport Group Funding plc | 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/31/34 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 5004 | &nbsp;&nbsp;&nbsp;&nbsp; 6399 |
|  | &nbsp;&nbsp;&nbsp;Manchester Airport Group Funding plc | 6.125% | &nbsp;&nbsp;&nbsp;&nbsp; 9/30/41 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 1577 | &nbsp;&nbsp;&nbsp;&nbsp; 2097 |
|  | &nbsp;&nbsp;&nbsp;Manchester Airport Group Funding plc | 2.875% | &nbsp;&nbsp;&nbsp;&nbsp; 9/30/44 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 1906 | &nbsp;&nbsp;&nbsp;&nbsp; 1573 |
|  | &nbsp;&nbsp;&nbsp;Martlet Homes Ltd. | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/9/52 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 2635 | &nbsp;&nbsp;&nbsp;&nbsp; 2049 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Meadowhall Finance plc | 4.986% | &nbsp;&nbsp;&nbsp;&nbsp; 7/12/37 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 343 | &nbsp;&nbsp;&nbsp;&nbsp; 438 |
| <sup>1,5</sup> | &nbsp;&nbsp;&nbsp;Merseylink Issuer plc | 3.842% | &nbsp;&nbsp;&nbsp;&nbsp; 3/31/43 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp; 115 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Metropolitan Funding plc | 4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 4/5/48 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 1004 | &nbsp;&nbsp;&nbsp;&nbsp; 998 |
|  | &nbsp;&nbsp;&nbsp;Metropolitan Housing Trust Ltd. | 1.875% | &nbsp;&nbsp;&nbsp;&nbsp; 7/28/36 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 600 | &nbsp;&nbsp;&nbsp;&nbsp; 552 |

---

------

Total International Bond II Index Fund

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;&nbsp;&nbsp;Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Moat Homes Finance plc | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/23/41 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 1035 | &nbsp;&nbsp;&nbsp;&nbsp; 1249 |
|  | &nbsp;&nbsp;&nbsp;Morhomes plc | 3.400% | &nbsp;&nbsp;&nbsp;&nbsp; 2/19/40 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 913 | &nbsp;&nbsp;&nbsp;&nbsp; 949 |
|  | &nbsp;&nbsp;&nbsp;Motability Operations Group plc | 4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 2/8/27 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 4181 | &nbsp;&nbsp;&nbsp;&nbsp; 5538 |
|  | &nbsp;&nbsp;&nbsp;Motability Operations Group plc | 0.125% | &nbsp;&nbsp;&nbsp;&nbsp; 7/20/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 11556 | &nbsp;&nbsp;&nbsp;&nbsp; 12062 |
|  | &nbsp;&nbsp;&nbsp;Motability Operations Group plc | 1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 7/3/29 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 4806 | &nbsp;&nbsp;&nbsp;&nbsp; 5705 |
|  | &nbsp;&nbsp;&nbsp;Motability Operations Group plc | 3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 7/24/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10000 | &nbsp;&nbsp;&nbsp;&nbsp; 11652 |
|  | &nbsp;&nbsp;&nbsp;Motability Operations Group plc | 5.625% | &nbsp;&nbsp;&nbsp;&nbsp; 11/29/30 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 1004 | &nbsp;&nbsp;&nbsp;&nbsp; 1383 |
|  | &nbsp;&nbsp;&nbsp;Motability Operations Group plc | 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 7/17/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5737 |
|  | &nbsp;&nbsp;&nbsp;Motability Operations Group plc | 2.375% | &nbsp;&nbsp;&nbsp;&nbsp; 3/14/32 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 582 | &nbsp;&nbsp;&nbsp;&nbsp; 651 |
|  | &nbsp;&nbsp;&nbsp;Motability Operations Group plc | 3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 1/24/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4000 | &nbsp;&nbsp;&nbsp;&nbsp; 4573 |
|  | &nbsp;&nbsp;&nbsp;Motability Operations Group plc | 3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 3/10/36 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 4400 | &nbsp;&nbsp;&nbsp;&nbsp; 4921 |
|  | &nbsp;&nbsp;&nbsp;Motability Operations Group plc | 2.375% | &nbsp;&nbsp;&nbsp;&nbsp; 7/3/39 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 7000 | &nbsp;&nbsp;&nbsp;&nbsp; 6242 |
|  | &nbsp;&nbsp;&nbsp;Motability Operations Group plc | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 1/20/41 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 3649 |
|  | &nbsp;&nbsp;&nbsp;Motability Operations Group plc | 2.125% | &nbsp;&nbsp;&nbsp;&nbsp; 1/18/42 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 5365 | &nbsp;&nbsp;&nbsp;&nbsp; 4192 |
|  | &nbsp;&nbsp;&nbsp;Motability Operations Group plc | 4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 1/17/43 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5701 |
|  | &nbsp;&nbsp;&nbsp;Motability Operations Group plc | 5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 9/11/48 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 2200 | &nbsp;&nbsp;&nbsp;&nbsp; 2763 |
|  | &nbsp;&nbsp;&nbsp;Motability Operations Group plc | 5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 6/17/51 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 2500 | &nbsp;&nbsp;&nbsp;&nbsp; 3109 |
|  | &nbsp;&nbsp;&nbsp;Motability Operations Group plc | 5.625% | &nbsp;&nbsp;&nbsp;&nbsp; 1/24/54 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 1000 | &nbsp;&nbsp;&nbsp;&nbsp; 1208 |
|  | &nbsp;&nbsp;&nbsp;Myriad Capital plc | 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 12/20/43 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 500 | &nbsp;&nbsp;&nbsp;&nbsp; 569 |
|  | &nbsp;&nbsp;&nbsp;National Gas Transmission plc | 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 4/5/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6900 | &nbsp;&nbsp;&nbsp;&nbsp; 8182 |
|  | &nbsp;&nbsp;&nbsp;National Gas Transmission plc | 1.125% | &nbsp;&nbsp;&nbsp;&nbsp; 1/14/33 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 3375 | &nbsp;&nbsp;&nbsp;&nbsp; 3287 |
|  | &nbsp;&nbsp;&nbsp;National Grid Electricity Distribution East Midlands plc | 3.530% | &nbsp;&nbsp;&nbsp;&nbsp; 9/20/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp;&nbsp; 2325 |
|  | &nbsp;&nbsp;&nbsp;National Grid Electricity Distribution East Midlands plc | 1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 9/9/31 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 1000 | &nbsp;&nbsp;&nbsp;&nbsp; 1088 |
|  | &nbsp;&nbsp;&nbsp;National Grid Electricity Distribution East Midlands plc | 3.949% | &nbsp;&nbsp;&nbsp;&nbsp; 9/20/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5900 | &nbsp;&nbsp;&nbsp;&nbsp; 6924 |
|  | &nbsp;&nbsp;&nbsp;National Grid Electricity Distribution plc | 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 10/16/26 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 10097 | &nbsp;&nbsp;&nbsp;&nbsp; 13206 |
|  | &nbsp;&nbsp;&nbsp;National Grid Electricity Distribution South Wales plc | 1.625% | &nbsp;&nbsp;&nbsp;&nbsp; 10/7/35 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 2486 | &nbsp;&nbsp;&nbsp;&nbsp; 2264 |
|  | &nbsp;&nbsp;&nbsp;National Grid Electricity Distribution South Wales plc | 5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/23/40 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 1100 | &nbsp;&nbsp;&nbsp;&nbsp; 1411 |
|  | &nbsp;&nbsp;&nbsp;National Grid Electricity Distribution South West plc | 5.875% | &nbsp;&nbsp;&nbsp;&nbsp; 3/25/27 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 1073 | &nbsp;&nbsp;&nbsp;&nbsp; 1456 |
|  | &nbsp;&nbsp;&nbsp;National Grid Electricity Distribution South West plc | 5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/23/40 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 850 | &nbsp;&nbsp;&nbsp;&nbsp; 1088 |
|  | &nbsp;&nbsp;&nbsp;National Grid Electricity Distribution South West plc | 5.818% | &nbsp;&nbsp;&nbsp;&nbsp; 7/31/41 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 6000 | &nbsp;&nbsp;&nbsp;&nbsp; 7700 |
|  | &nbsp;&nbsp;&nbsp;National Grid Electricity Distribution West Midlands plc | 5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 4/16/32 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 2728 | &nbsp;&nbsp;&nbsp;&nbsp; 3715 |
|  | &nbsp;&nbsp;&nbsp;National Grid Electricity Transmission plc | 1.375% | &nbsp;&nbsp;&nbsp;&nbsp; 9/16/26 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 2096 | &nbsp;&nbsp;&nbsp;&nbsp; 2668 |
|  | &nbsp;&nbsp;&nbsp;National Grid Electricity Transmission plc | 2.301% | &nbsp;&nbsp;&nbsp;&nbsp; 6/22/29 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2764 | &nbsp;&nbsp;&nbsp;&nbsp; 1911 |
|  | &nbsp;&nbsp;&nbsp;National Grid Electricity Transmission plc | 5.221% | &nbsp;&nbsp;&nbsp;&nbsp; 9/16/31 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2700 | &nbsp;&nbsp;&nbsp;&nbsp; 2087 |
|  | &nbsp;&nbsp;&nbsp;National Grid Electricity Transmission plc | 0.823% | &nbsp;&nbsp;&nbsp;&nbsp; 7/7/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3200 | &nbsp;&nbsp;&nbsp;&nbsp; 3054 |
|  | &nbsp;&nbsp;&nbsp;National Grid Electricity Transmission plc | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/16/38 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 2818 | &nbsp;&nbsp;&nbsp;&nbsp; 2442 |
|  | &nbsp;&nbsp;&nbsp;National Grid Electricity Transmission plc | 0.872% | &nbsp;&nbsp;&nbsp;&nbsp; 11/26/40 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1600 | &nbsp;&nbsp;&nbsp;&nbsp; 1175 |
|  | &nbsp;&nbsp;&nbsp;National Grid plc | 2.179% | &nbsp;&nbsp;&nbsp;&nbsp; 6/30/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1000 | &nbsp;&nbsp;&nbsp;&nbsp; 1128 |
|  | &nbsp;&nbsp;&nbsp;National Grid plc | 0.163% | &nbsp;&nbsp;&nbsp;&nbsp; 1/20/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 13000 | &nbsp;&nbsp;&nbsp;&nbsp; 13773 |
|  | &nbsp;&nbsp;&nbsp;National Grid plc | 0.553% | &nbsp;&nbsp;&nbsp;&nbsp; 9/18/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6607 | &nbsp;&nbsp;&nbsp;&nbsp; 6759 |
|  | &nbsp;&nbsp;&nbsp;National Grid plc | 2.949% | &nbsp;&nbsp;&nbsp;&nbsp; 3/30/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6300 | &nbsp;&nbsp;&nbsp;&nbsp; 7085 |
|  | &nbsp;&nbsp;&nbsp;National Grid plc | 0.750% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1100 | &nbsp;&nbsp;&nbsp;&nbsp; 999 |
|  | &nbsp;&nbsp;&nbsp;National Grid plc | 3.245% | &nbsp;&nbsp;&nbsp;&nbsp; 3/30/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3000 | &nbsp;&nbsp;&nbsp;&nbsp; 3267 |
|  | &nbsp;&nbsp;&nbsp;National Grid plc | 4.275% | &nbsp;&nbsp;&nbsp;&nbsp; 1/16/35 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10900 | &nbsp;&nbsp;&nbsp;&nbsp; 12877 |
|  | &nbsp;&nbsp;&nbsp;Nationwide Building Society | 0.625% | &nbsp;&nbsp;&nbsp;&nbsp; 3/25/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 21095 | &nbsp;&nbsp;&nbsp;&nbsp; 23232 |
|  | &nbsp;&nbsp;&nbsp;Nationwide Building Society | 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 1/20/28 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 7493 | &nbsp;&nbsp;&nbsp;&nbsp; 9649 |
|  | &nbsp;&nbsp;&nbsp;Nationwide Building Society | 3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 12500 | &nbsp;&nbsp;&nbsp;&nbsp; 14694 |
|  | &nbsp;&nbsp;&nbsp;Nationwide Building Society | 0.250% | &nbsp;&nbsp;&nbsp;&nbsp; 9/14/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6194 | &nbsp;&nbsp;&nbsp;&nbsp; 6466 |
|  | &nbsp;&nbsp;&nbsp;Nationwide Building Society | 2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/25/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2457 | &nbsp;&nbsp;&nbsp;&nbsp; 2761 |
|  | &nbsp;&nbsp;&nbsp;Nationwide Building Society | 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 9/5/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5748 |
|  | &nbsp;&nbsp;&nbsp;Nationwide Building Society | 1.375% | &nbsp;&nbsp;&nbsp;&nbsp; 6/29/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7821 | &nbsp;&nbsp;&nbsp;&nbsp; 8046 |
|  | &nbsp;&nbsp;&nbsp;NatWest Group plc | 2.057% | &nbsp;&nbsp;&nbsp;&nbsp; 11/9/28 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 2800 | &nbsp;&nbsp;&nbsp;&nbsp; 3482 |
|  | &nbsp;&nbsp;&nbsp;NatWest Group plc | 3.619% | &nbsp;&nbsp;&nbsp;&nbsp; 3/29/29 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 9400 | &nbsp;&nbsp;&nbsp;&nbsp; 12103 |
|  | &nbsp;&nbsp;&nbsp;NatWest Group plc | 0.670% | &nbsp;&nbsp;&nbsp;&nbsp; 9/14/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 17400 | &nbsp;&nbsp;&nbsp;&nbsp; 18270 |
|  | &nbsp;&nbsp;&nbsp;NatWest Group plc | 3.673% | &nbsp;&nbsp;&nbsp;&nbsp; 8/5/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10000 | &nbsp;&nbsp;&nbsp;&nbsp; 11547 |
|  | &nbsp;&nbsp;&nbsp;NatWest Group plc | 1.043% | &nbsp;&nbsp;&nbsp;&nbsp; 9/14/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10000 | &nbsp;&nbsp;&nbsp;&nbsp; 10779 |
|  | &nbsp;&nbsp;&nbsp;NatWest Group plc | 7.416% | &nbsp;&nbsp;&nbsp;&nbsp; 6/6/33 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 4000 | &nbsp;&nbsp;&nbsp;&nbsp; 5603 |
|  | &nbsp;&nbsp;&nbsp;NatWest Group plc | 5.763% | &nbsp;&nbsp;&nbsp;&nbsp; 2/28/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10000 | &nbsp;&nbsp;&nbsp;&nbsp; 12136 |
|  | &nbsp;&nbsp;&nbsp;NatWest Markets plc | 0.125% | &nbsp;&nbsp;&nbsp;&nbsp; 6/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10000 | &nbsp;&nbsp;&nbsp;&nbsp; 11051 |
|  | &nbsp;&nbsp;&nbsp;NatWest Markets plc | 1.375% | &nbsp;&nbsp;&nbsp;&nbsp; 3/2/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 19100 | &nbsp;&nbsp;&nbsp;&nbsp; 21189 |
|  | &nbsp;&nbsp;&nbsp;NatWest Markets plc | 6.375% | &nbsp;&nbsp;&nbsp;&nbsp; 11/8/27 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 3200 | &nbsp;&nbsp;&nbsp;&nbsp; 4423 |
|  | &nbsp;&nbsp;&nbsp;NatWest Markets plc | 5.899% | &nbsp;&nbsp;&nbsp;&nbsp; 8/23/28 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 14320 | &nbsp;&nbsp;&nbsp;&nbsp; 9565 |
|  | &nbsp;&nbsp;&nbsp;NatWest Markets plc | 3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 1/9/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10600 | &nbsp;&nbsp;&nbsp;&nbsp; 12370 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Network Rail Infrastructure Finance plc | 4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 12/9/30 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 4367 | &nbsp;&nbsp;&nbsp;&nbsp; 5857 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Network Rail Infrastructure Finance plc | 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 11/29/35 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 2046 | &nbsp;&nbsp;&nbsp;&nbsp; 2717 |
|  | &nbsp;&nbsp;&nbsp;NewRiver REIT plc | 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/7/28 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 913 | &nbsp;&nbsp;&nbsp;&nbsp; 1154 |
|  | &nbsp;&nbsp;&nbsp;Next Group plc | 3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 5/18/28 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 3459 | &nbsp;&nbsp;&nbsp;&nbsp; 4489 |
|  | &nbsp;&nbsp;&nbsp;NIE Finance plc | 6.375% | &nbsp;&nbsp;&nbsp;&nbsp; 6/2/26 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp;&nbsp; 2711 |
|  | &nbsp;&nbsp;&nbsp;NIE Finance plc | 5.875% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp;&nbsp; 2741 |
|  | &nbsp;&nbsp;&nbsp;Northern Gas Networks Finance plc | 4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 6/30/27 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 59 | &nbsp;&nbsp;&nbsp;&nbsp; 79 |

---

------

Total International Bond II Index Fund

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;&nbsp;&nbsp;Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Northern Gas Networks Finance plc | 4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 1465 | &nbsp;&nbsp;&nbsp;&nbsp; 1800 |
|  | &nbsp;&nbsp;&nbsp;Northern Powergrid Northeast plc | 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 500 | &nbsp;&nbsp;&nbsp;&nbsp; 412 |
|  | &nbsp;&nbsp;&nbsp;Northern Powergrid Yorkshire plc | 5.125% | &nbsp;&nbsp;&nbsp;&nbsp; 5/4/35 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 742 | &nbsp;&nbsp;&nbsp;&nbsp; 959 |
|  | &nbsp;&nbsp;&nbsp;Northern Powergrid Yorkshire plc | 2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 10/9/59 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 922 | &nbsp;&nbsp;&nbsp;&nbsp; 554 |
|  | &nbsp;&nbsp;&nbsp;Northumbrian Water Finance plc | 1.625% | &nbsp;&nbsp;&nbsp;&nbsp; 10/11/26 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 3415 | &nbsp;&nbsp;&nbsp;&nbsp; 4340 |
|  | &nbsp;&nbsp;&nbsp;Northumbrian Water Finance plc | 2.375% | &nbsp;&nbsp;&nbsp;&nbsp; 10/5/27 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp; 125 |
|  | &nbsp;&nbsp;&nbsp;Northumbrian Water Finance plc | 5.625% | &nbsp;&nbsp;&nbsp;&nbsp; 4/29/33 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 1266 | &nbsp;&nbsp;&nbsp;&nbsp; 1664 |
|  | &nbsp;&nbsp;&nbsp;Northumbrian Water Finance plc | 6.375% | &nbsp;&nbsp;&nbsp;&nbsp; 10/28/34 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 6000 | &nbsp;&nbsp;&nbsp;&nbsp; 8251 |
|  | &nbsp;&nbsp;&nbsp;Northumbrian Water Finance plc | 5.125% | &nbsp;&nbsp;&nbsp;&nbsp; 1/23/42 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 264 | &nbsp;&nbsp;&nbsp;&nbsp; 299 |
|  | &nbsp;&nbsp;&nbsp;Notting Hill Genesis | 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 12/20/32 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 2637 | &nbsp;&nbsp;&nbsp;&nbsp; 3156 |
|  | &nbsp;&nbsp;&nbsp;Notting Hill Genesis | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/3/36 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 319 | &nbsp;&nbsp;&nbsp;&nbsp; 294 |
|  | &nbsp;&nbsp;&nbsp;Notting Hill Genesis | 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 7/7/42 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 777 | &nbsp;&nbsp;&nbsp;&nbsp; 929 |
|  | &nbsp;&nbsp;&nbsp;Notting Hill Genesis | 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 10/12/48 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp; 85 |
|  | &nbsp;&nbsp;&nbsp;Notting Hill Genesis | 4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 2/20/54 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 2142 | &nbsp;&nbsp;&nbsp;&nbsp; 2128 |
|  | &nbsp;&nbsp;&nbsp;Omnicom Finance Holdings plc | 0.800% | &nbsp;&nbsp;&nbsp;&nbsp; 7/8/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6896 | &nbsp;&nbsp;&nbsp;&nbsp; 7504 |
|  | &nbsp;&nbsp;&nbsp;Omnicom Finance Holdings plc | 1.400% | &nbsp;&nbsp;&nbsp;&nbsp; 7/8/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2231 | &nbsp;&nbsp;&nbsp;&nbsp; 2270 |
|  | &nbsp;&nbsp;&nbsp;Omnicom Finance Holdings plc | 3.700% | &nbsp;&nbsp;&nbsp;&nbsp; 3/6/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5710 |
|  | &nbsp;&nbsp;&nbsp;Onward Homes Ltd. | 2.125% | &nbsp;&nbsp;&nbsp;&nbsp; 3/25/53 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp;&nbsp; 1246 |
|  | &nbsp;&nbsp;&nbsp;Optivo Finance plc | 2.857% | &nbsp;&nbsp;&nbsp;&nbsp; 10/7/35 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 2500 | &nbsp;&nbsp;&nbsp;&nbsp; 2592 |
|  | &nbsp;&nbsp;&nbsp;Optivo Finance plc | 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 3/13/43 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 4050 | &nbsp;&nbsp;&nbsp;&nbsp; 4878 |
|  | &nbsp;&nbsp;&nbsp;Orbit Capital plc | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 11/24/38 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 1500 | &nbsp;&nbsp;&nbsp;&nbsp; 1309 |
|  | &nbsp;&nbsp;&nbsp;Orbit Capital plc | 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/24/45 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 1090 | &nbsp;&nbsp;&nbsp;&nbsp; 1024 |
|  | &nbsp;&nbsp;&nbsp;Orbit Capital plc | 3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 6/14/48 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 126 | &nbsp;&nbsp;&nbsp;&nbsp; 112 |
|  | &nbsp;&nbsp;&nbsp;Paradigm Homes Charitable Housing Association Ltd. | 2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/20/51 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 2923 | &nbsp;&nbsp;&nbsp;&nbsp; 1993 |
|  | &nbsp;&nbsp;&nbsp;Paragon Treasury plc | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/7/36 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 2091 | &nbsp;&nbsp;&nbsp;&nbsp; 1927 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Paragon Treasury plc | 3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 1/21/47 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 1004 | &nbsp;&nbsp;&nbsp;&nbsp; 931 |
|  | &nbsp;&nbsp;&nbsp;Peabody Capital No. 2 plc | 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/2/34 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 1000 | &nbsp;&nbsp;&nbsp;&nbsp; 1078 |
|  | &nbsp;&nbsp;&nbsp;Peabody Capital No. 2 plc | 4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 12/12/53 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 1700 | &nbsp;&nbsp;&nbsp;&nbsp; 1781 |
|  | &nbsp;&nbsp;&nbsp;Peabody Capital plc | 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 3/17/43 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 2750 | &nbsp;&nbsp;&nbsp;&nbsp; 3338 |
|  | &nbsp;&nbsp;&nbsp;Pearson Funding plc | 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 6/4/30 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 1293 | &nbsp;&nbsp;&nbsp;&nbsp; 1623 |
|  | &nbsp;&nbsp;&nbsp;Pearson Funding plc | 5.375% | &nbsp;&nbsp;&nbsp;&nbsp; 9/12/34 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp;&nbsp; 2596 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Penarian Housing Finance plc | 3.212% | &nbsp;&nbsp;&nbsp;&nbsp; 6/7/52 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 777 | &nbsp;&nbsp;&nbsp;&nbsp; 680 |
|  | &nbsp;&nbsp;&nbsp;Pension Insurance Corp. plc | 5.625% | &nbsp;&nbsp;&nbsp;&nbsp; 9/20/30 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 5680 | &nbsp;&nbsp;&nbsp;&nbsp; 7431 |
|  | &nbsp;&nbsp;&nbsp;Pension Insurance Corp. plc | 4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 5/7/31 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp;&nbsp; 2456 |
|  | &nbsp;&nbsp;&nbsp;Pension Insurance Corp. plc | 8.000% | &nbsp;&nbsp;&nbsp;&nbsp; 11/13/33 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 2300 | &nbsp;&nbsp;&nbsp;&nbsp; 3315 |
|  | &nbsp;&nbsp;&nbsp;Phoenix Group Holdings plc | 4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 1/24/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10234 | &nbsp;&nbsp;&nbsp;&nbsp; 11769 |
|  | &nbsp;&nbsp;&nbsp;Phoenix Group Holdings plc | 5.867% | &nbsp;&nbsp;&nbsp;&nbsp; 6/13/29 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 2181 | &nbsp;&nbsp;&nbsp;&nbsp; 2922 |
|  | &nbsp;&nbsp;&nbsp;Phoenix Group Holdings plc | 5.625% | &nbsp;&nbsp;&nbsp;&nbsp; 4/28/31 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 4319 | &nbsp;&nbsp;&nbsp;&nbsp; 5590 |
|  | &nbsp;&nbsp;&nbsp;Places For People Treasury plc | 6.250% | &nbsp;&nbsp;&nbsp;&nbsp; 12/6/41 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 2900 | &nbsp;&nbsp;&nbsp;&nbsp; 3846 |
|  | &nbsp;&nbsp;&nbsp;Platform HG Financing plc | 1.625% | &nbsp;&nbsp;&nbsp;&nbsp; 8/10/55 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 2452 | &nbsp;&nbsp;&nbsp;&nbsp; 1290 |
|  | &nbsp;&nbsp;&nbsp;Porterbrook Rail Finance Ltd. | 7.125% | &nbsp;&nbsp;&nbsp;&nbsp; 10/20/26 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 1455 | &nbsp;&nbsp;&nbsp;&nbsp; 2002 |
|  | &nbsp;&nbsp;&nbsp;PRS Finance plc | 1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 11/24/26 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 7886 | &nbsp;&nbsp;&nbsp;&nbsp; 10146 |
|  | &nbsp;&nbsp;&nbsp;PRS Finance plc | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/23/29 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 8669 | &nbsp;&nbsp;&nbsp;&nbsp; 10714 |
|  | &nbsp;&nbsp;&nbsp;Quadgas Finance plc | 3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 9/17/29 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 2321 | &nbsp;&nbsp;&nbsp;&nbsp; 2808 |
|  | &nbsp;&nbsp;&nbsp;RAC Bond Co. plc | 4.870% | &nbsp;&nbsp;&nbsp;&nbsp; 5/6/46 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 1455 | &nbsp;&nbsp;&nbsp;&nbsp; 1936 |
|  | &nbsp;&nbsp;&nbsp;Reckitt Benckiser Treasury Services Nederland BV | 0.375% | &nbsp;&nbsp;&nbsp;&nbsp; 5/19/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2457 | &nbsp;&nbsp;&nbsp;&nbsp; 2722 |
|  | &nbsp;&nbsp;&nbsp;Reckitt Benckiser Treasury Services Nederland BV | 0.750% | &nbsp;&nbsp;&nbsp;&nbsp; 5/19/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 8404 | &nbsp;&nbsp;&nbsp;&nbsp; 8634 |
|  | &nbsp;&nbsp;&nbsp;Reckitt Benckiser Treasury Services plc | 1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 5/19/32 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 2141 | &nbsp;&nbsp;&nbsp;&nbsp; 2339 |
|  | &nbsp;&nbsp;&nbsp;RELX Finance BV | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/10/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 9369 | &nbsp;&nbsp;&nbsp;&nbsp; 10045 |
|  | &nbsp;&nbsp;&nbsp;RELX Finance BV | 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 6/12/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 8333 | &nbsp;&nbsp;&nbsp;&nbsp; 9754 |
|  | &nbsp;&nbsp;&nbsp;RELX Finance BV | 0.875% | &nbsp;&nbsp;&nbsp;&nbsp; 3/10/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1892 | &nbsp;&nbsp;&nbsp;&nbsp; 1857 |
|  | &nbsp;&nbsp;&nbsp;Rentokil Initial Finance BV | 3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 6/27/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7500 | &nbsp;&nbsp;&nbsp;&nbsp; 8666 |
|  | &nbsp;&nbsp;&nbsp;Rentokil Initial Finance BV | 4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 6/27/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3000 | &nbsp;&nbsp;&nbsp;&nbsp; 3560 |
|  | &nbsp;&nbsp;&nbsp;Rio Tinto Finance plc | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 12/11/29 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 400 | &nbsp;&nbsp;&nbsp;&nbsp; 522 |
|  | &nbsp;&nbsp;&nbsp;Riverside Finance plc | 3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 12/5/44 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 1093 | &nbsp;&nbsp;&nbsp;&nbsp; 1047 |
|  | &nbsp;&nbsp;&nbsp;RL Finance Bonds No. 3 plc | 6.125% | &nbsp;&nbsp;&nbsp;&nbsp; 11/13/28 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 1544 | &nbsp;&nbsp;&nbsp;&nbsp; 2094 |
|  | &nbsp;&nbsp;&nbsp;RL Finance Bonds No. 4 plc | 4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 10/7/49 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 5829 | &nbsp;&nbsp;&nbsp;&nbsp; 6143 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;RMPA Services plc | 5.337% | &nbsp;&nbsp;&nbsp;&nbsp; 9/30/38 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 1784 | &nbsp;&nbsp;&nbsp;&nbsp; 2407 |
|  | &nbsp;&nbsp;&nbsp;Rothesay Life plc | 3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 7/12/26 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 5484 | &nbsp;&nbsp;&nbsp;&nbsp; 7170 |
|  | &nbsp;&nbsp;&nbsp;Rothesay Life plc | 7.734% | &nbsp;&nbsp;&nbsp;&nbsp; 5/16/33 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 7700 | &nbsp;&nbsp;&nbsp;&nbsp; 10877 |
|  | &nbsp;&nbsp;&nbsp;Rothesay Life plc | 7.019% | &nbsp;&nbsp;&nbsp;&nbsp; 12/10/34 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 12000 | &nbsp;&nbsp;&nbsp;&nbsp; 16273 |
|  | &nbsp;&nbsp;&nbsp;Sage Group plc | 1.625% | &nbsp;&nbsp;&nbsp;&nbsp; 2/25/31 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 5392 | &nbsp;&nbsp;&nbsp;&nbsp; 5949 |
|  | &nbsp;&nbsp;&nbsp;Sanctuary Capital plc | 6.697% | &nbsp;&nbsp;&nbsp;&nbsp; 3/23/39 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 3048 | &nbsp;&nbsp;&nbsp;&nbsp; 4462 |
|  | &nbsp;&nbsp;&nbsp;Sanctuary Capital plc | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/26/47 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 2057 | &nbsp;&nbsp;&nbsp;&nbsp; 2408 |
|  | &nbsp;&nbsp;&nbsp;Sanctuary Capital plc | 2.375% | &nbsp;&nbsp;&nbsp;&nbsp; 4/14/50 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 5452 | &nbsp;&nbsp;&nbsp;&nbsp; 3929 |
|  | &nbsp;&nbsp;&nbsp;Santander UK Group Holdings plc | 2.421% | &nbsp;&nbsp;&nbsp;&nbsp; 1/17/29 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 6000 | &nbsp;&nbsp;&nbsp;&nbsp; 7469 |
|  | &nbsp;&nbsp;&nbsp;Santander UK Group Holdings plc | 0.603% | &nbsp;&nbsp;&nbsp;&nbsp; 9/13/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 13042 | &nbsp;&nbsp;&nbsp;&nbsp; 13607 |
|  | &nbsp;&nbsp;&nbsp;Santander UK plc | 1.125% | &nbsp;&nbsp;&nbsp;&nbsp; 3/12/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10000 | &nbsp;&nbsp;&nbsp;&nbsp; 11123 |
|  | &nbsp;&nbsp;&nbsp;Santander UK plc | 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 2/16/29 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 4696 | &nbsp;&nbsp;&nbsp;&nbsp; 6476 |
|  | &nbsp;&nbsp;&nbsp;Santander UK plc | 3.125% | &nbsp;&nbsp;&nbsp;&nbsp; 5/12/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 30100 | &nbsp;&nbsp;&nbsp;&nbsp; 34903 |

---

------

Total International Bond II Index Fund

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;&nbsp;&nbsp;Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Saxon Weald Capital plc | 5.375% | &nbsp;&nbsp;&nbsp;&nbsp; 6/6/42 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 281 | &nbsp;&nbsp;&nbsp;&nbsp; 355 |
|  | &nbsp;&nbsp;&nbsp;Scotland Gas Networks plc | 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 3/8/27 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 1655 | &nbsp;&nbsp;&nbsp;&nbsp; 2147 |
|  | &nbsp;&nbsp;&nbsp;Scotland Gas Networks plc | 4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 12/21/34 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 502 | &nbsp;&nbsp;&nbsp;&nbsp; 626 |
|  | &nbsp;&nbsp;&nbsp;Scottish Hydro Electric Transmission plc | 2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 9/27/35 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp; 197 |
|  | &nbsp;&nbsp;&nbsp;Scottish Widows Ltd. | 7.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/16/43 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp;&nbsp; 2668 |
|  | &nbsp;&nbsp;&nbsp;Segro Capital Sarl | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 9/22/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4276 | &nbsp;&nbsp;&nbsp;&nbsp; 4059 |
|  | &nbsp;&nbsp;&nbsp;Segro plc | 2.375% | &nbsp;&nbsp;&nbsp;&nbsp; 10/11/29 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 642 | &nbsp;&nbsp;&nbsp;&nbsp; 776 |
|  | &nbsp;&nbsp;&nbsp;Segro plc | 2.875% | &nbsp;&nbsp;&nbsp;&nbsp; 10/11/37 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 1600 | &nbsp;&nbsp;&nbsp;&nbsp; 1600 |
|  | &nbsp;&nbsp;&nbsp;Severn Trent Utilities Finance plc | 6.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/7/29 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 1000 | &nbsp;&nbsp;&nbsp;&nbsp; 1394 |
|  | &nbsp;&nbsp;&nbsp;Severn Trent Utilities Finance plc | 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 12/5/31 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 1687 | &nbsp;&nbsp;&nbsp;&nbsp; 1939 |
|  | &nbsp;&nbsp;&nbsp;Severn Trent Utilities Finance plc | 4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 11/30/34 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 4000 | &nbsp;&nbsp;&nbsp;&nbsp; 4960 |
|  | &nbsp;&nbsp;&nbsp;Severn Trent Utilities Finance plc | 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 4/4/36 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 3700 | &nbsp;&nbsp;&nbsp;&nbsp; 4759 |
|  | &nbsp;&nbsp;&nbsp;Severn Trent Utilities Finance plc | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/2/40 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 542 | &nbsp;&nbsp;&nbsp;&nbsp; 432 |
|  | &nbsp;&nbsp;&nbsp;Severn Trent Utilities Finance plc | 4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 1/24/42 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 8649 | &nbsp;&nbsp;&nbsp;&nbsp; 9982 |
|  | &nbsp;&nbsp;&nbsp;Sky Ltd. | 2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10426 | &nbsp;&nbsp;&nbsp;&nbsp; 11819 |
|  | &nbsp;&nbsp;&nbsp;Sky Ltd. | 6.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/21/27 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 50 | &nbsp;&nbsp;&nbsp;&nbsp; 69 |
|  | &nbsp;&nbsp;&nbsp;Sky Ltd. | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 11/26/29 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 2366 | &nbsp;&nbsp;&nbsp;&nbsp; 3063 |
|  | &nbsp;&nbsp;&nbsp;Smith & Nephew plc | 4.565% | &nbsp;&nbsp;&nbsp;&nbsp; 10/11/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1000 | &nbsp;&nbsp;&nbsp;&nbsp; 1206 |
|  | &nbsp;&nbsp;&nbsp;South Eastern Power Networks plc | 5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/5/26 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 238 | &nbsp;&nbsp;&nbsp;&nbsp; 320 |
|  | &nbsp;&nbsp;&nbsp;South Eastern Power Networks plc | 5.625% | &nbsp;&nbsp;&nbsp;&nbsp; 9/30/30 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 1251 | &nbsp;&nbsp;&nbsp;&nbsp; 1721 |
|  | &nbsp;&nbsp;&nbsp;South Eastern Power Networks plc | 6.375% | &nbsp;&nbsp;&nbsp;&nbsp; 11/12/31 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 1387 | &nbsp;&nbsp;&nbsp;&nbsp; 1970 |
|  | &nbsp;&nbsp;&nbsp;South Eastern Power Networks plc | 1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 9/30/34 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 1315 | &nbsp;&nbsp;&nbsp;&nbsp; 1289 |
|  | &nbsp;&nbsp;&nbsp;Southern Electric Power Distribution plc | 4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 2/20/37 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 4736 | &nbsp;&nbsp;&nbsp;&nbsp; 5700 |
|  | &nbsp;&nbsp;&nbsp;Southern Gas Networks plc | 1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 12/2/31 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 5600 | &nbsp;&nbsp;&nbsp;&nbsp; 5834 |
|  | &nbsp;&nbsp;&nbsp;Southern Gas Networks plc | 3.100% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5111 |
|  | &nbsp;&nbsp;&nbsp;Southern Gas Networks plc | 6.375% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 82 | &nbsp;&nbsp;&nbsp;&nbsp; 110 |
|  | &nbsp;&nbsp;&nbsp;Southern Housing | 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 10/19/47 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 777 | &nbsp;&nbsp;&nbsp;&nbsp; 695 |
|  | &nbsp;&nbsp;&nbsp;Southern Water Services Finance Ltd. | 1.625% | &nbsp;&nbsp;&nbsp;&nbsp; 3/30/27 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 3301 | &nbsp;&nbsp;&nbsp;&nbsp; 3848 |
|  | &nbsp;&nbsp;&nbsp;Southern Water Services Finance Ltd. | 6.192% | &nbsp;&nbsp;&nbsp;&nbsp; 3/31/29 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 1464 | &nbsp;&nbsp;&nbsp;&nbsp; 2013 |
|  | &nbsp;&nbsp;&nbsp;Southern Water Services Finance Ltd. | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/28/37 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 1500 | &nbsp;&nbsp;&nbsp;&nbsp; 1372 |
|  | &nbsp;&nbsp;&nbsp;Southern Water Services Finance Ltd. | 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/31/52 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 450 | &nbsp;&nbsp;&nbsp;&nbsp; 444 |
|  | &nbsp;&nbsp;&nbsp;Southern Water Services Finance Ltd. | 5.125% | &nbsp;&nbsp;&nbsp;&nbsp; 9/30/56 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 50 | &nbsp;&nbsp;&nbsp;&nbsp; 54 |
|  | &nbsp;&nbsp;&nbsp;Sovereign Housing Capital plc | 4.768% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp; 114 |
|  | &nbsp;&nbsp;&nbsp;Sovereign Housing Capital plc | 2.375% | &nbsp;&nbsp;&nbsp;&nbsp; 11/4/48 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 2455 | &nbsp;&nbsp;&nbsp;&nbsp; 1759 |
|  | &nbsp;&nbsp;&nbsp;Sovereign Housing Capital plc | 5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 1/24/57 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 1000 | &nbsp;&nbsp;&nbsp;&nbsp; 1216 |
|  | &nbsp;&nbsp;&nbsp;SP Distribution plc | 5.875% | &nbsp;&nbsp;&nbsp;&nbsp; 7/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 3687 | &nbsp;&nbsp;&nbsp;&nbsp; 4980 |
|  | &nbsp;&nbsp;&nbsp;SP Manweb plc | 4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 9/20/27 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp; 134 |
|  | &nbsp;&nbsp;&nbsp;SSE plc | 8.375% | &nbsp;&nbsp;&nbsp;&nbsp; 11/20/28 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 7518 | &nbsp;&nbsp;&nbsp;&nbsp; 11196 |
|  | &nbsp;&nbsp;&nbsp;SSE plc | 2.875% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5667 |
|  | &nbsp;&nbsp;&nbsp;SSE plc | 1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 4/16/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10000 | &nbsp;&nbsp;&nbsp;&nbsp; 10691 |
|  | &nbsp;&nbsp;&nbsp;SSE plc | 6.250% | &nbsp;&nbsp;&nbsp;&nbsp; 8/27/38 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 3272 | &nbsp;&nbsp;&nbsp;&nbsp; 4481 |
|  | &nbsp;&nbsp;&nbsp;SSE plc | 3.125% | Perpetual | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1000 | &nbsp;&nbsp;&nbsp;&nbsp; 1121 |
|  | &nbsp;&nbsp;&nbsp;SSE plc | 4.000% | Perpetual | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6867 | &nbsp;&nbsp;&nbsp;&nbsp; 7783 |
|  | &nbsp;&nbsp;&nbsp;Standard Chartered plc | 1.625% | &nbsp;&nbsp;&nbsp;&nbsp; 10/3/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 347 | &nbsp;&nbsp;&nbsp;&nbsp; 387 |
|  | &nbsp;&nbsp;&nbsp;Standard Chartered plc | 4.874% | &nbsp;&nbsp;&nbsp;&nbsp; 5/10/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 6037 |
|  | &nbsp;&nbsp;&nbsp;Standard Chartered plc | 1.200% | &nbsp;&nbsp;&nbsp;&nbsp; 9/23/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3000 | &nbsp;&nbsp;&nbsp;&nbsp; 3280 |
|  | &nbsp;&nbsp;&nbsp;Standard Chartered plc | 4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 1/18/38 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 1455 | &nbsp;&nbsp;&nbsp;&nbsp; 1674 |
|  | &nbsp;&nbsp;&nbsp;SW Finance I plc | 7.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/16/40 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 800 | &nbsp;&nbsp;&nbsp;&nbsp; 993 |
|  | &nbsp;&nbsp;&nbsp;SW Finance I plc | 7.375% | &nbsp;&nbsp;&nbsp;&nbsp; 12/12/41 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 1000 | &nbsp;&nbsp;&nbsp;&nbsp; 1257 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;TC Dudgeon Ofto plc | 3.158% | &nbsp;&nbsp;&nbsp;&nbsp; 11/12/38 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 402 | &nbsp;&nbsp;&nbsp;&nbsp; 458 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Telereal Secured Finance plc | 4.010% | &nbsp;&nbsp;&nbsp;&nbsp; 12/10/33 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 947 | &nbsp;&nbsp;&nbsp;&nbsp; 1197 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Telereal Securitisation plc | 6.165% | &nbsp;&nbsp;&nbsp;&nbsp; 12/10/33 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 248 | &nbsp;&nbsp;&nbsp;&nbsp; 336 |
|  | &nbsp;&nbsp;&nbsp;Tesco Corporate Treasury Services plc | 0.875% | &nbsp;&nbsp;&nbsp;&nbsp; 5/29/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 14958 | &nbsp;&nbsp;&nbsp;&nbsp; 16647 |
|  | &nbsp;&nbsp;&nbsp;Tesco Corporate Treasury Services plc | 1.875% | &nbsp;&nbsp;&nbsp;&nbsp; 11/2/28 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp;&nbsp; 2415 |
|  | &nbsp;&nbsp;&nbsp;Tesco Corporate Treasury Services plc | 0.375% | &nbsp;&nbsp;&nbsp;&nbsp; 7/27/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10000 | &nbsp;&nbsp;&nbsp;&nbsp; 10152 |
|  | &nbsp;&nbsp;&nbsp;Tesco Corporate Treasury Services plc | 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 2/27/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5300 | &nbsp;&nbsp;&nbsp;&nbsp; 6297 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Tesco Property Finance 1 plc | 7.623% | &nbsp;&nbsp;&nbsp;&nbsp; 7/13/39 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 854 | &nbsp;&nbsp;&nbsp;&nbsp; 1273 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Tesco Property Finance 2 plc | 6.052% | &nbsp;&nbsp;&nbsp;&nbsp; 10/13/39 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 1391 | &nbsp;&nbsp;&nbsp;&nbsp; 1887 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Tesco Property Finance 3 plc | 5.744% | &nbsp;&nbsp;&nbsp;&nbsp; 4/13/40 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 4721 | &nbsp;&nbsp;&nbsp;&nbsp; 6220 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Tesco Property Finance 4 plc | 5.801% | &nbsp;&nbsp;&nbsp;&nbsp; 10/13/40 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 2681 | &nbsp;&nbsp;&nbsp;&nbsp; 3548 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Tesco Property Finance 6 plc | 5.411% | &nbsp;&nbsp;&nbsp;&nbsp; 7/13/44 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 2616 | &nbsp;&nbsp;&nbsp;&nbsp; 3329 |
|  | &nbsp;&nbsp;&nbsp;THFC Funding No.2 plc | 6.350% | &nbsp;&nbsp;&nbsp;&nbsp; 7/8/41 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 1184 | &nbsp;&nbsp;&nbsp;&nbsp; 1666 |
|  | &nbsp;&nbsp;&nbsp;THFC Funding No.3 plc | 5.200% | &nbsp;&nbsp;&nbsp;&nbsp; 10/11/45 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 7737 | &nbsp;&nbsp;&nbsp;&nbsp; 9418 |
|  | &nbsp;&nbsp;&nbsp;Tritax Big Box REIT plc | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 11/27/33 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 1500 | &nbsp;&nbsp;&nbsp;&nbsp; 1447 |
|  | &nbsp;&nbsp;&nbsp;Tritax EuroBox plc | 0.950% | &nbsp;&nbsp;&nbsp;&nbsp; 6/2/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1796 | &nbsp;&nbsp;&nbsp;&nbsp; 1986 |
|  | &nbsp;&nbsp;&nbsp;Unilever Capital Corp. | 3.400% | &nbsp;&nbsp;&nbsp;&nbsp; 6/6/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4400 | &nbsp;&nbsp;&nbsp;&nbsp; 5083 |
|  | &nbsp;&nbsp;&nbsp;Unilever Finance Netherlands BV | 1.125% | &nbsp;&nbsp;&nbsp;&nbsp; 2/12/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4958 | &nbsp;&nbsp;&nbsp;&nbsp; 5511 |
|  | &nbsp;&nbsp;&nbsp;Unilever Finance Netherlands BV | 1.375% | &nbsp;&nbsp;&nbsp;&nbsp; 7/31/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7592 | &nbsp;&nbsp;&nbsp;&nbsp; 8227 |
|  | &nbsp;&nbsp;&nbsp;Unilever Finance Netherlands BV | 1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/25/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 27413 | &nbsp;&nbsp;&nbsp;&nbsp; 29873 |
|  | &nbsp;&nbsp;&nbsp;Unilever Finance Netherlands BV | 1.375% | &nbsp;&nbsp;&nbsp;&nbsp; 9/4/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 687 | &nbsp;&nbsp;&nbsp;&nbsp; 726 |

---

------

Total International Bond II Index Fund

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;&nbsp;&nbsp;Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Unilever Finance Netherlands BV | 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 11000 | &nbsp;&nbsp;&nbsp;&nbsp; 12708 |
|  | &nbsp;&nbsp;&nbsp;Unilever plc | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 7/22/26 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp; 129 |
|  | &nbsp;&nbsp;&nbsp;Unilever plc | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/11/39 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2547 | &nbsp;&nbsp;&nbsp;&nbsp; 2240 |
|  | &nbsp;&nbsp;&nbsp;UNITE Group plc | 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 1296 | &nbsp;&nbsp;&nbsp;&nbsp; 1653 |
|  | &nbsp;&nbsp;&nbsp;United Utilities Water Finance plc | 0.875% | &nbsp;&nbsp;&nbsp;&nbsp; 10/28/29 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 5751 | &nbsp;&nbsp;&nbsp;&nbsp; 6477 |
|  | &nbsp;&nbsp;&nbsp;United Utilities Water Finance plc | 2.625% | &nbsp;&nbsp;&nbsp;&nbsp; 2/12/31 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 5866 | &nbsp;&nbsp;&nbsp;&nbsp; 6853 |
|  | &nbsp;&nbsp;&nbsp;United Utilities Water Finance plc | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/3/33 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 1004 | &nbsp;&nbsp;&nbsp;&nbsp; 1036 |
|  | &nbsp;&nbsp;&nbsp;United Utilities Water Finance plc | 5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 6/26/36 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 6900 | &nbsp;&nbsp;&nbsp;&nbsp; 9109 |
|  | &nbsp;&nbsp;&nbsp;United Utilities Water Finance plc | 1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 2/10/38 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 2760 | &nbsp;&nbsp;&nbsp;&nbsp; 2330 |
|  | &nbsp;&nbsp;&nbsp;United Utilities Water Finance plc | 1.875% | &nbsp;&nbsp;&nbsp;&nbsp; 6/3/42 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 235 | &nbsp;&nbsp;&nbsp;&nbsp; 175 |
|  | &nbsp;&nbsp;&nbsp;United Utilities Water Finance plc | 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 1/22/46 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp;&nbsp; 2316 |
|  | &nbsp;&nbsp;&nbsp;United Utilities Water Ltd. | 5.625% | &nbsp;&nbsp;&nbsp;&nbsp; 12/20/27 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 3321 | &nbsp;&nbsp;&nbsp;&nbsp; 4513 |
|  | &nbsp;&nbsp;&nbsp;University College London | 1.625% | &nbsp;&nbsp;&nbsp;&nbsp; 6/4/61 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 2200 | &nbsp;&nbsp;&nbsp;&nbsp; 1105 |
|  | &nbsp;&nbsp;&nbsp;University of Leeds | 3.125% | &nbsp;&nbsp;&nbsp;&nbsp; 12/19/50 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 2100 | &nbsp;&nbsp;&nbsp;&nbsp; 1785 |
|  | &nbsp;&nbsp;&nbsp;University of Liverpool | 3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 6/25/55 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp; 84 |
|  | &nbsp;&nbsp;&nbsp;University of Manchester | 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 7/4/53 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 957 | &nbsp;&nbsp;&nbsp;&nbsp; 986 |
|  | &nbsp;&nbsp;&nbsp;University of Oxford | 2.544% | &nbsp;&nbsp;&nbsp;&nbsp; 12/8/17 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 4459 | &nbsp;&nbsp;&nbsp;&nbsp; 2848 |
|  | &nbsp;&nbsp;&nbsp;Utmost Group plc | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp;&nbsp; 2294 |
|  | &nbsp;&nbsp;&nbsp;Virgin Money UK plc | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/3/27 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 2728 | &nbsp;&nbsp;&nbsp;&nbsp; 3592 |
|  | &nbsp;&nbsp;&nbsp;Vodafone Group plc | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 7/24/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4401 | &nbsp;&nbsp;&nbsp;&nbsp; 4904 |
|  | &nbsp;&nbsp;&nbsp;Vodafone Group plc | 1.875% | &nbsp;&nbsp;&nbsp;&nbsp; 11/20/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3195 | &nbsp;&nbsp;&nbsp;&nbsp; 3523 |
|  | &nbsp;&nbsp;&nbsp;Vodafone Group plc | 1.625% | &nbsp;&nbsp;&nbsp;&nbsp; 11/24/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5761 | &nbsp;&nbsp;&nbsp;&nbsp; 6111 |
|  | &nbsp;&nbsp;&nbsp;Vodafone Group plc | 1.600% | &nbsp;&nbsp;&nbsp;&nbsp; 7/29/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6110 | &nbsp;&nbsp;&nbsp;&nbsp; 6386 |
|  | &nbsp;&nbsp;&nbsp;Vodafone Group plc | 5.900% | &nbsp;&nbsp;&nbsp;&nbsp; 11/26/32 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 7210 | &nbsp;&nbsp;&nbsp;&nbsp; 10089 |
|  | &nbsp;&nbsp;&nbsp;Vodafone Group plc | 2.875% | &nbsp;&nbsp;&nbsp;&nbsp; 11/20/37 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4654 | &nbsp;&nbsp;&nbsp;&nbsp; 4808 |
|  | &nbsp;&nbsp;&nbsp;Vodafone Group plc | 2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/24/39 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10931 | &nbsp;&nbsp;&nbsp;&nbsp; 10573 |
|  | &nbsp;&nbsp;&nbsp;Vodafone Group plc | 3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 8/8/49 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 3709 | &nbsp;&nbsp;&nbsp;&nbsp; 3093 |
|  | &nbsp;&nbsp;&nbsp;Vodafone Group plc | 5.125% | &nbsp;&nbsp;&nbsp;&nbsp; 12/2/52 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 3000 | &nbsp;&nbsp;&nbsp;&nbsp; 3289 |
|  | &nbsp;&nbsp;&nbsp;Vodafone Group plc | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 8/12/56 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 3848 | &nbsp;&nbsp;&nbsp;&nbsp; 2734 |
|  | &nbsp;&nbsp;&nbsp;Vodafone International Financing DAC | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/10/43 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1500 | &nbsp;&nbsp;&nbsp;&nbsp; 1654 |
|  | &nbsp;&nbsp;&nbsp;Wales & West Utilities Finance plc | 5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/29/30 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 2457 | &nbsp;&nbsp;&nbsp;&nbsp; 3381 |
|  | &nbsp;&nbsp;&nbsp;Wales & West Utilities Finance plc | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 8/3/38 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 777 | &nbsp;&nbsp;&nbsp;&nbsp; 775 |
|  | &nbsp;&nbsp;&nbsp;Wellcome Trust Finance plc | 4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 7/25/36 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 6416 | &nbsp;&nbsp;&nbsp;&nbsp; 8166 |
|  | &nbsp;&nbsp;&nbsp;Wellcome Trust Ltd. | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/9/59 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 1093 | &nbsp;&nbsp;&nbsp;&nbsp; 1127 |
|  | &nbsp;&nbsp;&nbsp;Wellcome Trust Ltd. | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 7/14/71 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 1000 | &nbsp;&nbsp;&nbsp;&nbsp; 459 |
|  | &nbsp;&nbsp;&nbsp;Wellcome Trust Ltd. | 2.517% | &nbsp;&nbsp;&nbsp;&nbsp; 2/7/18 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 2141 | &nbsp;&nbsp;&nbsp;&nbsp; 1367 |
|  | &nbsp;&nbsp;&nbsp;Wessex Water Services Finance plc | 5.375% | &nbsp;&nbsp;&nbsp;&nbsp; 3/10/28 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 316 | &nbsp;&nbsp;&nbsp;&nbsp; 423 |
|  | &nbsp;&nbsp;&nbsp;Wessex Water Services Finance plc | 1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 1/12/36 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 1786 | &nbsp;&nbsp;&nbsp;&nbsp; 1487 |
|  | &nbsp;&nbsp;&nbsp;Westfield Stratford City Finance No. 2 plc | 1.642% | &nbsp;&nbsp;&nbsp;&nbsp; 8/4/31 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 1228 | &nbsp;&nbsp;&nbsp;&nbsp; 1566 |
|  | &nbsp;&nbsp;&nbsp;Wheatley Group Capital plc | 4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 11/28/44 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 1131 | &nbsp;&nbsp;&nbsp;&nbsp; 1227 |
|  | &nbsp;&nbsp;&nbsp;WHG Treasury plc | 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 10/6/45 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 2906 | &nbsp;&nbsp;&nbsp;&nbsp; 3070 |
|  | &nbsp;&nbsp;&nbsp;White City Property Finance plc | 5.120% | &nbsp;&nbsp;&nbsp;&nbsp; 4/17/35 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 2195 | &nbsp;&nbsp;&nbsp;&nbsp; 2971 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Wods Transmission plc | 3.446% | &nbsp;&nbsp;&nbsp;&nbsp; 8/24/34 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 64 | &nbsp;&nbsp;&nbsp;&nbsp; 80 |
|  | &nbsp;&nbsp;&nbsp;WPP Finance 2013 | 2.875% | &nbsp;&nbsp;&nbsp;&nbsp; 9/14/46 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 1393 | &nbsp;&nbsp;&nbsp;&nbsp; 1122 |
|  | &nbsp;&nbsp;&nbsp;WPP Finance 2017 | 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 5/19/32 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 2067 | &nbsp;&nbsp;&nbsp;&nbsp; 2489 |
|  | &nbsp;&nbsp;&nbsp;WPP Finance Deutschland GmbH | 1.625% | &nbsp;&nbsp;&nbsp;&nbsp; 3/23/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3769 | &nbsp;&nbsp;&nbsp;&nbsp; 4012 |
|  | &nbsp;&nbsp;&nbsp;WPP Finance SA | 2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 9/22/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp; 112 |
|  | &nbsp;&nbsp;&nbsp;WPP Finance SA | 2.375% | &nbsp;&nbsp;&nbsp;&nbsp; 5/19/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5947 | &nbsp;&nbsp;&nbsp;&nbsp; 6723 |
|  | &nbsp;&nbsp;&nbsp;Wrekin Housing Group Ltd. | 2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 10/22/48 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 1000 | &nbsp;&nbsp;&nbsp;&nbsp; 744 |
|  | &nbsp;&nbsp;&nbsp;Yorkshire Building Society | 0.010% | &nbsp;&nbsp;&nbsp;&nbsp; 10/13/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 16178 | &nbsp;&nbsp;&nbsp;&nbsp; 17370 |
|  | &nbsp;&nbsp;&nbsp;Yorkshire Building Society | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6981 | &nbsp;&nbsp;&nbsp;&nbsp; 7346 |
|  | &nbsp;&nbsp;&nbsp;Yorkshire Building Society | 3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 9/13/28 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 9610 | &nbsp;&nbsp;&nbsp;&nbsp; 12241 |
|  | &nbsp;&nbsp;&nbsp;Yorkshire Building Society | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 2786 | &nbsp;&nbsp;&nbsp;&nbsp; 3313 |
|  | &nbsp;&nbsp;&nbsp;Yorkshire Housing Finance plc | 4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 10/31/44 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 1791 | &nbsp;&nbsp;&nbsp;&nbsp; 1830 |
|  | &nbsp;&nbsp;&nbsp;Yorkshire Power Finance Ltd. | 7.250% | &nbsp;&nbsp;&nbsp;&nbsp; 8/4/28 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 1651 | &nbsp;&nbsp;&nbsp;&nbsp; 2335 |
|  | &nbsp;&nbsp;&nbsp;Yorkshire Water Finance plc | 3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 3188 | &nbsp;&nbsp;&nbsp;&nbsp; 4007 |
|  | &nbsp;&nbsp;&nbsp;Yorkshire Water Finance plc | 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 4/28/30 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 2500 | &nbsp;&nbsp;&nbsp;&nbsp; 3294 |
|  | &nbsp;&nbsp;&nbsp;Yorkshire Water Finance plc | 6.375% | &nbsp;&nbsp;&nbsp;&nbsp; 11/18/34 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 2780 | &nbsp;&nbsp;&nbsp;&nbsp; 3801 |
|  | &nbsp;&nbsp;&nbsp;Yorkshire Water Finance plc | 5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/28/35 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 6000 | &nbsp;&nbsp;&nbsp;&nbsp; 7586 |
|  | &nbsp;&nbsp;&nbsp;Yorkshire Water Finance plc | 6.375% | &nbsp;&nbsp;&nbsp;&nbsp; 8/19/39 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 574 | &nbsp;&nbsp;&nbsp;&nbsp; 755 |
|  | &nbsp;&nbsp;&nbsp;Yorkshire Water Finance plc | 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 4/18/41 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 6739 | &nbsp;&nbsp;&nbsp;&nbsp; 5679 |
|  | &nbsp;&nbsp;&nbsp;Yorkshire Water Services Finance Ltd. | 5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/28/37 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 400 | &nbsp;&nbsp;&nbsp;&nbsp; 515 |
|  |  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **2616860** |
| **United States (3.0%)** | **United States (3.0%)** | **United States (3.0%)** | **United States (3.0%)** |  |  |  |
|  | &nbsp;&nbsp;&nbsp;3M Co. | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 11/9/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp; 112 |
|  | &nbsp;&nbsp;&nbsp;3M Co. | 1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 831 | &nbsp;&nbsp;&nbsp;&nbsp; 888 |
|  | &nbsp;&nbsp;&nbsp;Abbott Ireland Financing DAC | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 9/27/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 8733 | &nbsp;&nbsp;&nbsp;&nbsp; 9776 |
|  | &nbsp;&nbsp;&nbsp;Abbott Ireland Financing DAC | 0.375% | &nbsp;&nbsp;&nbsp;&nbsp; 11/19/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4913 | &nbsp;&nbsp;&nbsp;&nbsp; 5289 |
|  | &nbsp;&nbsp;&nbsp;AbbVie Inc. | 0.750% | &nbsp;&nbsp;&nbsp;&nbsp; 11/18/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3057 | &nbsp;&nbsp;&nbsp;&nbsp; 3320 |

---

------

Total International Bond II Index Fund

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;&nbsp;&nbsp;Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| &nbsp;&nbsp;&nbsp;AbbVie Inc. | 2.625% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 11104 | &nbsp;&nbsp;&nbsp;&nbsp; 12586 |
| &nbsp;&nbsp;&nbsp;AbbVie Inc. | 2.125% | &nbsp;&nbsp;&nbsp;&nbsp; 11/17/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 9681 | &nbsp;&nbsp;&nbsp;&nbsp; 10801 |
| &nbsp;&nbsp;&nbsp;AbbVie Inc. | 2.125% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4000 | &nbsp;&nbsp;&nbsp;&nbsp; 4428 |
| &nbsp;&nbsp;&nbsp;AGCO International Holdings BV | 0.800% | &nbsp;&nbsp;&nbsp;&nbsp; 10/6/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2500 | &nbsp;&nbsp;&nbsp;&nbsp; 2622 |
| &nbsp;&nbsp;&nbsp;Air Lease Corp. | 5.400% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 9424 | &nbsp;&nbsp;&nbsp;&nbsp; 7155 |
| &nbsp;&nbsp;&nbsp;Air Lease Corp. | 3.700% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2900 | &nbsp;&nbsp;&nbsp;&nbsp; 3326 |
| &nbsp;&nbsp;&nbsp;Air Products & Chemicals Inc. | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/5/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1815 | &nbsp;&nbsp;&nbsp;&nbsp; 1934 |
| &nbsp;&nbsp;&nbsp;Air Products & Chemicals Inc. | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/3/35 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 13800 | &nbsp;&nbsp;&nbsp;&nbsp; 16159 |
| &nbsp;&nbsp;&nbsp;Altria Group Inc. | 2.200% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6164 | &nbsp;&nbsp;&nbsp;&nbsp; 6904 |
| &nbsp;&nbsp;&nbsp;Altria Group Inc. | 3.125% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 13820 | &nbsp;&nbsp;&nbsp;&nbsp; 15254 |
| &nbsp;&nbsp;&nbsp;American Honda Finance Corp. | 0.750% | &nbsp;&nbsp;&nbsp;&nbsp; 11/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 3234 | &nbsp;&nbsp;&nbsp;&nbsp; 4052 |
| &nbsp;&nbsp;&nbsp;American Honda Finance Corp. | 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 10/25/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5822 |
| &nbsp;&nbsp;&nbsp;American Honda Finance Corp. | 0.300% | &nbsp;&nbsp;&nbsp;&nbsp; 7/7/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5100 | &nbsp;&nbsp;&nbsp;&nbsp; 5354 |
| &nbsp;&nbsp;&nbsp;American Honda Finance Corp. | 5.600% | &nbsp;&nbsp;&nbsp;&nbsp; 9/6/30 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 5750 | &nbsp;&nbsp;&nbsp;&nbsp; 7833 |
| &nbsp;&nbsp;&nbsp;American International Group Inc. | 1.875% | &nbsp;&nbsp;&nbsp;&nbsp; 6/21/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1656 | &nbsp;&nbsp;&nbsp;&nbsp; 1849 |
| &nbsp;&nbsp;&nbsp;American Medical Systems Europe BV | 3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 3/8/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 9100 | &nbsp;&nbsp;&nbsp;&nbsp; 10535 |
| &nbsp;&nbsp;&nbsp;American Medical Systems Europe BV | 1.625% | &nbsp;&nbsp;&nbsp;&nbsp; 3/8/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 17500 | &nbsp;&nbsp;&nbsp;&nbsp; 18350 |
| &nbsp;&nbsp;&nbsp;American Medical Systems Europe BV | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/8/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5635 |
| &nbsp;&nbsp;&nbsp;American Medical Systems Europe BV | 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/8/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 8800 | &nbsp;&nbsp;&nbsp;&nbsp; 10101 |
| &nbsp;&nbsp;&nbsp;American Medical Systems Europe BV | 1.875% | &nbsp;&nbsp;&nbsp;&nbsp; 3/8/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 8200 | &nbsp;&nbsp;&nbsp;&nbsp; 8188 |
| &nbsp;&nbsp;&nbsp;American Medical Systems Europe BV | 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 3/8/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3167 | &nbsp;&nbsp;&nbsp;&nbsp; 3520 |
| &nbsp;&nbsp;&nbsp;American Tower Corp. | 1.950% | &nbsp;&nbsp;&nbsp;&nbsp; 5/22/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 9811 | &nbsp;&nbsp;&nbsp;&nbsp; 11032 |
| &nbsp;&nbsp;&nbsp;American Tower Corp. | 0.450% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 11882 | &nbsp;&nbsp;&nbsp;&nbsp; 12999 |
| &nbsp;&nbsp;&nbsp;American Tower Corp. | 0.400% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1857 | &nbsp;&nbsp;&nbsp;&nbsp; 2023 |
| &nbsp;&nbsp;&nbsp;American Tower Corp. | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5757 | &nbsp;&nbsp;&nbsp;&nbsp; 6133 |
| &nbsp;&nbsp;&nbsp;American Tower Corp. | 0.875% | &nbsp;&nbsp;&nbsp;&nbsp; 5/21/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7765 | &nbsp;&nbsp;&nbsp;&nbsp; 8084 |
| &nbsp;&nbsp;&nbsp;American Tower Corp. | 3.900% | &nbsp;&nbsp;&nbsp;&nbsp; 5/16/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5250 | &nbsp;&nbsp;&nbsp;&nbsp; 6153 |
| &nbsp;&nbsp;&nbsp;American Tower Corp. | 0.950% | &nbsp;&nbsp;&nbsp;&nbsp; 10/5/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5998 | &nbsp;&nbsp;&nbsp;&nbsp; 6009 |
| &nbsp;&nbsp;&nbsp;American Tower Corp. | 4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 5/16/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3000 | &nbsp;&nbsp;&nbsp;&nbsp; 3628 |
| &nbsp;&nbsp;&nbsp;American Tower Corp. | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 4840 |
| &nbsp;&nbsp;&nbsp;American Tower Corp. | 1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/21/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1000 | &nbsp;&nbsp;&nbsp;&nbsp; 942 |
| &nbsp;&nbsp;&nbsp;American Tower Corp. | 4.100% | &nbsp;&nbsp;&nbsp;&nbsp; 5/16/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3000 | &nbsp;&nbsp;&nbsp;&nbsp; 3495 |
| &nbsp;&nbsp;&nbsp;Amgen Inc. | 5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 12/7/26 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 2186 | &nbsp;&nbsp;&nbsp;&nbsp; 2949 |
| &nbsp;&nbsp;&nbsp;Amgen Inc. | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/13/29 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 7231 | &nbsp;&nbsp;&nbsp;&nbsp; 9363 |
| &nbsp;&nbsp;&nbsp;Amphenol Technologies Holding GmbH | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/8/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp;&nbsp; 2224 |
| &nbsp;&nbsp;&nbsp;Aon Global Ltd. | 2.875% | &nbsp;&nbsp;&nbsp;&nbsp; 5/14/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1635 | &nbsp;&nbsp;&nbsp;&nbsp; 1854 |
| &nbsp;&nbsp;&nbsp;Apple Inc. | 3.600% | &nbsp;&nbsp;&nbsp;&nbsp; 6/10/26 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 940 | &nbsp;&nbsp;&nbsp;&nbsp; 601 |
| &nbsp;&nbsp;&nbsp;Apple Inc. | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/17/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3496 | &nbsp;&nbsp;&nbsp;&nbsp; 3936 |
| &nbsp;&nbsp;&nbsp;Apple Inc. | 1.375% | &nbsp;&nbsp;&nbsp;&nbsp; 5/24/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4260 | &nbsp;&nbsp;&nbsp;&nbsp; 4620 |
| &nbsp;&nbsp;&nbsp;Apple Inc. | 0.750% | &nbsp;&nbsp;&nbsp;&nbsp; 2/25/30 | &nbsp;&nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp; 2700 | &nbsp;&nbsp;&nbsp;&nbsp; 3296 |
| &nbsp;&nbsp;&nbsp;Apple Inc. | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 9587 | &nbsp;&nbsp;&nbsp;&nbsp; 9438 |
| &nbsp;&nbsp;&nbsp;Apple Inc. | 3.600% | &nbsp;&nbsp;&nbsp;&nbsp; 7/31/42 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 1564 | &nbsp;&nbsp;&nbsp;&nbsp; 1669 |
| &nbsp;&nbsp;&nbsp;AT&T Inc. | 2.900% | &nbsp;&nbsp;&nbsp;&nbsp; 12/4/26 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 1344 | &nbsp;&nbsp;&nbsp;&nbsp; 1740 |
| &nbsp;&nbsp;&nbsp;AT&T Inc. | 5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 750 | &nbsp;&nbsp;&nbsp;&nbsp; 1011 |
| &nbsp;&nbsp;&nbsp;AT&T Inc. | 1.600% | &nbsp;&nbsp;&nbsp;&nbsp; 5/19/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1000 | &nbsp;&nbsp;&nbsp;&nbsp; 1101 |
| &nbsp;&nbsp;&nbsp;AT&T Inc. | 4.600% | &nbsp;&nbsp;&nbsp;&nbsp; 9/19/28 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 5060 | &nbsp;&nbsp;&nbsp;&nbsp; 3251 |
| &nbsp;&nbsp;&nbsp;AT&T Inc. | 2.350% | &nbsp;&nbsp;&nbsp;&nbsp; 9/5/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6931 | &nbsp;&nbsp;&nbsp;&nbsp; 7677 |
| &nbsp;&nbsp;&nbsp;AT&T Inc. | 4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 9/14/29 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 2300 | &nbsp;&nbsp;&nbsp;&nbsp; 2995 |
| &nbsp;&nbsp;&nbsp;AT&T Inc. | 2.600% | &nbsp;&nbsp;&nbsp;&nbsp; 12/17/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1850 | &nbsp;&nbsp;&nbsp;&nbsp; 2066 |
| &nbsp;&nbsp;&nbsp;AT&T Inc. | 0.800% | &nbsp;&nbsp;&nbsp;&nbsp; 3/4/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6906 | &nbsp;&nbsp;&nbsp;&nbsp; 7086 |
| &nbsp;&nbsp;&nbsp;AT&T Inc. | 3.550% | &nbsp;&nbsp;&nbsp;&nbsp; 12/17/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4896 | &nbsp;&nbsp;&nbsp;&nbsp; 5586 |
| &nbsp;&nbsp;&nbsp;AT&T Inc. | 5.200% | &nbsp;&nbsp;&nbsp;&nbsp; 11/18/33 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 1528 | &nbsp;&nbsp;&nbsp;&nbsp; 1999 |
| &nbsp;&nbsp;&nbsp;AT&T Inc. | 4.300% | &nbsp;&nbsp;&nbsp;&nbsp; 11/18/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 950 | &nbsp;&nbsp;&nbsp;&nbsp; 1121 |
| &nbsp;&nbsp;&nbsp;AT&T Inc. | 2.450% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 13501 | &nbsp;&nbsp;&nbsp;&nbsp; 13662 |
| &nbsp;&nbsp;&nbsp;AT&T Inc. | 3.150% | &nbsp;&nbsp;&nbsp;&nbsp; 9/4/36 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 11534 | &nbsp;&nbsp;&nbsp;&nbsp; 12179 |
| &nbsp;&nbsp;&nbsp;AT&T Inc. | 2.600% | &nbsp;&nbsp;&nbsp;&nbsp; 5/19/38 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7899 | &nbsp;&nbsp;&nbsp;&nbsp; 7664 |
| &nbsp;&nbsp;&nbsp;AT&T Inc. | 1.800% | &nbsp;&nbsp;&nbsp;&nbsp; 9/14/39 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1000 | &nbsp;&nbsp;&nbsp;&nbsp; 870 |
| &nbsp;&nbsp;&nbsp;AT&T Inc. | 7.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/30/40 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 4850 | &nbsp;&nbsp;&nbsp;&nbsp; 7024 |
| &nbsp;&nbsp;&nbsp;AT&T Inc. | 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 12014 | &nbsp;&nbsp;&nbsp;&nbsp; 12552 |
| &nbsp;&nbsp;&nbsp;AT&T Inc. | 4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 1376 | &nbsp;&nbsp;&nbsp;&nbsp; 1541 |
| &nbsp;&nbsp;&nbsp;AT&T Inc. | 4.850% | &nbsp;&nbsp;&nbsp;&nbsp; 5/25/47 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 5613 | &nbsp;&nbsp;&nbsp;&nbsp; 3895 |
| &nbsp;&nbsp;&nbsp;Athene Global Funding | 0.366% | &nbsp;&nbsp;&nbsp;&nbsp; 9/10/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1786 | &nbsp;&nbsp;&nbsp;&nbsp; 1957 |
| &nbsp;&nbsp;&nbsp;Athene Global Funding | 0.832% | &nbsp;&nbsp;&nbsp;&nbsp; 1/8/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp;&nbsp; 2193 |
| &nbsp;&nbsp;&nbsp;Athene Global Funding | 1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 11/24/27 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 4981 | &nbsp;&nbsp;&nbsp;&nbsp; 6174 |
| &nbsp;&nbsp;&nbsp;Athene Global Funding | 0.625% | &nbsp;&nbsp;&nbsp;&nbsp; 1/12/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3713 | &nbsp;&nbsp;&nbsp;&nbsp; 3976 |
| &nbsp;&nbsp;&nbsp;Athene Global Funding | 2.470% | &nbsp;&nbsp;&nbsp;&nbsp; 6/9/28 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 6556 | &nbsp;&nbsp;&nbsp;&nbsp; 4603 |
| &nbsp;&nbsp;&nbsp;Bank of America Corp. | 0.253% | &nbsp;&nbsp;&nbsp;&nbsp; 6/12/26 | &nbsp;&nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp; 2700 | &nbsp;&nbsp;&nbsp;&nbsp; 3265 |
| &nbsp;&nbsp;&nbsp;Bank of America Corp. | 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 12/10/26 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 2196 | &nbsp;&nbsp;&nbsp;&nbsp; 2913 |
| &nbsp;&nbsp;&nbsp;Bank of America Corp. | 1.776% | &nbsp;&nbsp;&nbsp;&nbsp; 5/4/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10773 | &nbsp;&nbsp;&nbsp;&nbsp; 12098 |
| &nbsp;&nbsp;&nbsp;Bank of America Corp. | 1.978% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 4464 | &nbsp;&nbsp;&nbsp;&nbsp; 3186 |

---

------

Total International Bond II Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;&nbsp;&nbsp;Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| &nbsp;&nbsp;&nbsp;Bank of America Corp. | 3.615% | &nbsp;&nbsp;&nbsp;&nbsp; 3/16/28 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 9098 | &nbsp;&nbsp;&nbsp;&nbsp; 6635 |
| &nbsp;&nbsp;&nbsp;Bank of America Corp. | 1.662% | &nbsp;&nbsp;&nbsp;&nbsp; 4/25/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1100 | &nbsp;&nbsp;&nbsp;&nbsp; 1222 |
| &nbsp;&nbsp;&nbsp;Bank of America Corp. | 0.583% | &nbsp;&nbsp;&nbsp;&nbsp; 8/24/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 16789 | &nbsp;&nbsp;&nbsp;&nbsp; 18107 |
| &nbsp;&nbsp;&nbsp;Bank of America Corp. | 1.667% | &nbsp;&nbsp;&nbsp;&nbsp; 6/2/29 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 9000 | &nbsp;&nbsp;&nbsp;&nbsp; 10919 |
| &nbsp;&nbsp;&nbsp;Bank of America Corp. | 0.694% | &nbsp;&nbsp;&nbsp;&nbsp; 3/22/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 24233 | &nbsp;&nbsp;&nbsp;&nbsp; 24327 |
| &nbsp;&nbsp;&nbsp;Bank of America Corp. | 3.584% | &nbsp;&nbsp;&nbsp;&nbsp; 4/27/31 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 2200 | &nbsp;&nbsp;&nbsp;&nbsp; 2752 |
| &nbsp;&nbsp;&nbsp;Bank of America Corp. | 0.654% | &nbsp;&nbsp;&nbsp;&nbsp; 10/26/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 27125 | &nbsp;&nbsp;&nbsp;&nbsp; 26647 |
| &nbsp;&nbsp;&nbsp;Bank of America Corp. | 1.102% | &nbsp;&nbsp;&nbsp;&nbsp; 5/24/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 14000 | &nbsp;&nbsp;&nbsp;&nbsp; 13841 |
| &nbsp;&nbsp;&nbsp;Baxter International Inc. | 1.300% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3595 | &nbsp;&nbsp;&nbsp;&nbsp; 3826 |
| &nbsp;&nbsp;&nbsp;Becton Dickinson & Co. | 1.900% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2833 | &nbsp;&nbsp;&nbsp;&nbsp; 3179 |
| &nbsp;&nbsp;&nbsp;Becton Dickinson & Co. | 3.519% | &nbsp;&nbsp;&nbsp;&nbsp; 2/8/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3734 | &nbsp;&nbsp;&nbsp;&nbsp; 4295 |
| &nbsp;&nbsp;&nbsp;Becton Dickinson & Co. | 3.828% | &nbsp;&nbsp;&nbsp;&nbsp; 6/7/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5789 |
| &nbsp;&nbsp;&nbsp;Becton Dickinson Euro Finance Sarl | 1.208% | &nbsp;&nbsp;&nbsp;&nbsp; 6/4/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 13956 | &nbsp;&nbsp;&nbsp;&nbsp; 15603 |
| &nbsp;&nbsp;&nbsp;Becton Dickinson Euro Finance Sarl | 0.334% | &nbsp;&nbsp;&nbsp;&nbsp; 8/13/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 9049 | &nbsp;&nbsp;&nbsp;&nbsp; 9490 |
| &nbsp;&nbsp;&nbsp;Becton Dickinson Euro Finance Sarl | 3.553% | &nbsp;&nbsp;&nbsp;&nbsp; 9/13/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 11100 | &nbsp;&nbsp;&nbsp;&nbsp; 12904 |
| &nbsp;&nbsp;&nbsp;Becton Dickinson Euro Finance Sarl | 1.213% | &nbsp;&nbsp;&nbsp;&nbsp; 2/12/36 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3000 | &nbsp;&nbsp;&nbsp;&nbsp; 2629 |
| &nbsp;&nbsp;&nbsp;Becton Dickinson Euro Finance Sarl | 1.336% | &nbsp;&nbsp;&nbsp;&nbsp; 8/13/41 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1706 | &nbsp;&nbsp;&nbsp;&nbsp; 1287 |
| &nbsp;&nbsp;&nbsp;Berkshire Hathaway Finance Corp. | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/18/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 16700 | &nbsp;&nbsp;&nbsp;&nbsp; 17826 |
| &nbsp;&nbsp;&nbsp;Berkshire Hathaway Finance Corp. | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/18/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6200 | &nbsp;&nbsp;&nbsp;&nbsp; 6326 |
| &nbsp;&nbsp;&nbsp;Berkshire Hathaway Finance Corp. | 2.375% | &nbsp;&nbsp;&nbsp;&nbsp; 6/19/39 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 4359 | &nbsp;&nbsp;&nbsp;&nbsp; 3972 |
| &nbsp;&nbsp;&nbsp;Berkshire Hathaway Finance Corp. | 2.625% | &nbsp;&nbsp;&nbsp;&nbsp; 6/19/59 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 1725 | &nbsp;&nbsp;&nbsp;&nbsp; 1223 |
| &nbsp;&nbsp;&nbsp;Berkshire Hathaway Inc. | 2.150% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4200 | &nbsp;&nbsp;&nbsp;&nbsp; 4727 |
| &nbsp;&nbsp;&nbsp;Berkshire Hathaway Inc. | 0.440% | &nbsp;&nbsp;&nbsp;&nbsp; 9/13/29 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 2690000 | &nbsp;&nbsp;&nbsp;&nbsp; 18006 |
| &nbsp;&nbsp;&nbsp;Berkshire Hathaway Inc. | 0.437% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 500000 | &nbsp;&nbsp;&nbsp;&nbsp; 3256 |
| &nbsp;&nbsp;&nbsp;Berkshire Hathaway Inc. | 1.625% | &nbsp;&nbsp;&nbsp;&nbsp; 3/16/35 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4408 | &nbsp;&nbsp;&nbsp;&nbsp; 4237 |
| &nbsp;&nbsp;&nbsp;Berkshire Hathaway Inc. | 0.965% | &nbsp;&nbsp;&nbsp;&nbsp; 9/13/39 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 500000 | &nbsp;&nbsp;&nbsp;&nbsp; 2988 |
| &nbsp;&nbsp;&nbsp;Berkshire Hathaway Inc. | 1.108% | &nbsp;&nbsp;&nbsp;&nbsp; 9/13/49 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 470000 | &nbsp;&nbsp;&nbsp;&nbsp; 2235 |
| &nbsp;&nbsp;&nbsp;Berry Global Inc. | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2786 | &nbsp;&nbsp;&nbsp;&nbsp; 3074 |
| &nbsp;&nbsp;&nbsp;Blackrock Inc. | 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 7/18/35 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7511 | &nbsp;&nbsp;&nbsp;&nbsp; 8696 |
| &nbsp;&nbsp;&nbsp;Blackstone Holdings Finance Co. LLC | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/5/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 502 | &nbsp;&nbsp;&nbsp;&nbsp; 557 |
| &nbsp;&nbsp;&nbsp;Blackstone Holdings Finance Co. LLC | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/10/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4938 | &nbsp;&nbsp;&nbsp;&nbsp; 5300 |
| &nbsp;&nbsp;&nbsp;Blackstone Holdings Finance Co. LLC | 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp;&nbsp; 2264 |
| &nbsp;&nbsp;&nbsp;Blackstone Private Credit Fund | 1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 11/30/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5548 |
| &nbsp;&nbsp;&nbsp;Booking Holdings Inc. | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5900 | &nbsp;&nbsp;&nbsp;&nbsp; 6837 |
| &nbsp;&nbsp;&nbsp;Booking Holdings Inc. | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/8/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 14094 | &nbsp;&nbsp;&nbsp;&nbsp; 15007 |
| &nbsp;&nbsp;&nbsp;Booking Holdings Inc. | 3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 11/12/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6000 | &nbsp;&nbsp;&nbsp;&nbsp; 6979 |
| &nbsp;&nbsp;&nbsp;Booking Holdings Inc. | 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp;&nbsp; 2383 |
| &nbsp;&nbsp;&nbsp;Booking Holdings Inc. | 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5300 | &nbsp;&nbsp;&nbsp;&nbsp; 6418 |
| &nbsp;&nbsp;&nbsp;Booking Holdings Inc. | 4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 5/12/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10400 | &nbsp;&nbsp;&nbsp;&nbsp; 12199 |
| &nbsp;&nbsp;&nbsp;Booking Holdings Inc. | 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4900 | &nbsp;&nbsp;&nbsp;&nbsp; 5995 |
| &nbsp;&nbsp;&nbsp;Booking Holdings Inc. | 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/36 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3500 | &nbsp;&nbsp;&nbsp;&nbsp; 3919 |
| &nbsp;&nbsp;&nbsp;Booking Holdings Inc. | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4300 | &nbsp;&nbsp;&nbsp;&nbsp; 4698 |
| &nbsp;&nbsp;&nbsp;Booking Holdings Inc. | 3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 3/21/45 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4700 | &nbsp;&nbsp;&nbsp;&nbsp; 4998 |
| &nbsp;&nbsp;&nbsp;BorgWarner Inc. | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/19/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4629 | &nbsp;&nbsp;&nbsp;&nbsp; 4495 |
| &nbsp;&nbsp;&nbsp;Boston Scientific Corp. | 0.625% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2434 | &nbsp;&nbsp;&nbsp;&nbsp; 2629 |
| &nbsp;&nbsp;&nbsp;BP Capital Markets BV | 3.773% | &nbsp;&nbsp;&nbsp;&nbsp; 5/12/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5500 | &nbsp;&nbsp;&nbsp;&nbsp; 6449 |
| &nbsp;&nbsp;&nbsp;BP Capital Markets BV | 3.360% | &nbsp;&nbsp;&nbsp;&nbsp; 9/12/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6000 | &nbsp;&nbsp;&nbsp;&nbsp; 6833 |
| &nbsp;&nbsp;&nbsp;BP Capital Markets BV | 4.323% | &nbsp;&nbsp;&nbsp;&nbsp; 5/12/35 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3000 | &nbsp;&nbsp;&nbsp;&nbsp; 3566 |
| &nbsp;&nbsp;&nbsp;BP Capital Markets BV | 0.933% | &nbsp;&nbsp;&nbsp;&nbsp; 12/4/40 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4459 | &nbsp;&nbsp;&nbsp;&nbsp; 3176 |
| &nbsp;&nbsp;&nbsp;BP Capital Markets BV | 1.467% | &nbsp;&nbsp;&nbsp;&nbsp; 9/21/41 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 981 | &nbsp;&nbsp;&nbsp;&nbsp; 747 |
| &nbsp;&nbsp;&nbsp;Bristol-Myers Squibb Co. | 1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1906 | &nbsp;&nbsp;&nbsp;&nbsp; 1865 |
| &nbsp;&nbsp;&nbsp;Brown-Forman Corp. | 1.200% | &nbsp;&nbsp;&nbsp;&nbsp; 7/7/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1256 | &nbsp;&nbsp;&nbsp;&nbsp; 1402 |
| &nbsp;&nbsp;&nbsp;Brown-Forman Corp. | 2.600% | &nbsp;&nbsp;&nbsp;&nbsp; 7/7/28 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 4607 | &nbsp;&nbsp;&nbsp;&nbsp; 5789 |
| &nbsp;&nbsp;&nbsp;Capital One Financial Corp. | 1.650% | &nbsp;&nbsp;&nbsp;&nbsp; 6/12/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1803 | &nbsp;&nbsp;&nbsp;&nbsp; 1918 |
| &nbsp;&nbsp;&nbsp;Cargill Inc. | 3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 4/24/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 8000 | &nbsp;&nbsp;&nbsp;&nbsp; 9437 |
| &nbsp;&nbsp;&nbsp;Carrier Global Corp. | 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 11/29/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6000 | &nbsp;&nbsp;&nbsp;&nbsp; 7212 |
| &nbsp;&nbsp;&nbsp;Carrier Global Corp. | 3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5418 |
| &nbsp;&nbsp;&nbsp;Chubb INA Holdings LLC | 1.550% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4535 | &nbsp;&nbsp;&nbsp;&nbsp; 4948 |
| &nbsp;&nbsp;&nbsp;Chubb INA Holdings LLC | 0.875% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7188 | &nbsp;&nbsp;&nbsp;&nbsp; 7399 |
| &nbsp;&nbsp;&nbsp;Chubb INA Holdings LLC | 1.400% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2366 | &nbsp;&nbsp;&nbsp;&nbsp; 2401 |
| &nbsp;&nbsp;&nbsp;Chubb INA Holdings LLC | 2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 9175 | &nbsp;&nbsp;&nbsp;&nbsp; 8950 |
| &nbsp;&nbsp;&nbsp;Citigroup Inc. | 2.125% | &nbsp;&nbsp;&nbsp;&nbsp; 9/10/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2637 | &nbsp;&nbsp;&nbsp;&nbsp; 2973 |
| &nbsp;&nbsp;&nbsp;Citigroup Inc. | 1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 10/23/26 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 5455 | &nbsp;&nbsp;&nbsp;&nbsp; 6959 |
| &nbsp;&nbsp;&nbsp;Citigroup Inc. | 2.800% | &nbsp;&nbsp;&nbsp;&nbsp; 6/25/27 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 199400 | &nbsp;&nbsp;&nbsp;&nbsp; 1430 |
| &nbsp;&nbsp;&nbsp;Citigroup Inc. | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 10/8/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 18367 | &nbsp;&nbsp;&nbsp;&nbsp; 20181 |
| &nbsp;&nbsp;&nbsp;Citigroup Inc. | 1.625% | &nbsp;&nbsp;&nbsp;&nbsp; 3/21/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3000 | &nbsp;&nbsp;&nbsp;&nbsp; 3301 |
| &nbsp;&nbsp;&nbsp;Citigroup Inc. | 5.070% | &nbsp;&nbsp;&nbsp;&nbsp; 4/29/28 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 5950 | &nbsp;&nbsp;&nbsp;&nbsp; 4425 |
| &nbsp;&nbsp;&nbsp;Citigroup Inc. | 1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 4/10/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1455 | &nbsp;&nbsp;&nbsp;&nbsp; 1547 |
| &nbsp;&nbsp;&nbsp;Citigroup Inc. | 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/3/31 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 502 | &nbsp;&nbsp;&nbsp;&nbsp; 643 |
| &nbsp;&nbsp;&nbsp;Citigroup Inc. | 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 5/14/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 12000 | &nbsp;&nbsp;&nbsp;&nbsp; 13768 |

---

------

Total International Bond II Index Fund

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;&nbsp;&nbsp;Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Citigroup Inc. | 6.800% | &nbsp;&nbsp;&nbsp;&nbsp; 6/25/38 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 2079 | &nbsp;&nbsp;&nbsp;&nbsp; 3057 |
|  | &nbsp;&nbsp;&nbsp;CNH Industrial Capital Canada Ltd. | 5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 8/11/26 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2700 | &nbsp;&nbsp;&nbsp;&nbsp; 2013 |
|  | &nbsp;&nbsp;&nbsp;CNH Industrial Capital Canada Ltd. | 4.800% | &nbsp;&nbsp;&nbsp;&nbsp; 3/25/27 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 975 | &nbsp;&nbsp;&nbsp;&nbsp; 726 |
|  | &nbsp;&nbsp;&nbsp;CNH Industrial Capital Canada Ltd. | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/11/28 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1326 | &nbsp;&nbsp;&nbsp;&nbsp; 975 |
|  | &nbsp;&nbsp;&nbsp;CNH Industrial Finance Europe SA | 1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/25/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2200 | &nbsp;&nbsp;&nbsp;&nbsp; 2449 |
|  | &nbsp;&nbsp;&nbsp;CNH Industrial Finance Europe SA | 1.625% | &nbsp;&nbsp;&nbsp;&nbsp; 7/3/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7484 | &nbsp;&nbsp;&nbsp;&nbsp; 8013 |
|  | &nbsp;&nbsp;&nbsp;Coca-Cola Co. | 1.125% | &nbsp;&nbsp;&nbsp;&nbsp; 3/9/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6412 | &nbsp;&nbsp;&nbsp;&nbsp; 7104 |
|  | &nbsp;&nbsp;&nbsp;Coca-Cola Co. | 0.125% | &nbsp;&nbsp;&nbsp;&nbsp; 3/9/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2911 | &nbsp;&nbsp;&nbsp;&nbsp; 2998 |
|  | &nbsp;&nbsp;&nbsp;Coca-Cola Co. | 0.125% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4600 | &nbsp;&nbsp;&nbsp;&nbsp; 4725 |
|  | &nbsp;&nbsp;&nbsp;Coca-Cola Co. | 0.400% | &nbsp;&nbsp;&nbsp;&nbsp; 5/6/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 8770 | &nbsp;&nbsp;&nbsp;&nbsp; 8852 |
|  | &nbsp;&nbsp;&nbsp;Coca-Cola Co. | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/9/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10629 | &nbsp;&nbsp;&nbsp;&nbsp; 9829 |
|  | &nbsp;&nbsp;&nbsp;Coca-Cola Co. | 0.375% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2413 | &nbsp;&nbsp;&nbsp;&nbsp; 2206 |
|  | &nbsp;&nbsp;&nbsp;Coca-Cola Co. | 1.625% | &nbsp;&nbsp;&nbsp;&nbsp; 3/9/35 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2750 | &nbsp;&nbsp;&nbsp;&nbsp; 2656 |
|  | &nbsp;&nbsp;&nbsp;Coca-Cola Co. | 0.950% | &nbsp;&nbsp;&nbsp;&nbsp; 5/6/36 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3356 | &nbsp;&nbsp;&nbsp;&nbsp; 2918 |
|  | &nbsp;&nbsp;&nbsp;Coca-Cola Co. | 0.800% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6413 | &nbsp;&nbsp;&nbsp;&nbsp; 4876 |
|  | &nbsp;&nbsp;&nbsp;Coca-Cola Co. | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/9/41 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3600 | &nbsp;&nbsp;&nbsp;&nbsp; 2732 |
|  | &nbsp;&nbsp;&nbsp;Colgate-Palmolive Co. | 0.300% | &nbsp;&nbsp;&nbsp;&nbsp; 11/10/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5134 |
|  | &nbsp;&nbsp;&nbsp;Colgate-Palmolive Co. | 1.375% | &nbsp;&nbsp;&nbsp;&nbsp; 3/6/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1274 | &nbsp;&nbsp;&nbsp;&nbsp; 1277 |
|  | &nbsp;&nbsp;&nbsp;Colgate-Palmolive Co. | 0.875% | &nbsp;&nbsp;&nbsp;&nbsp; 11/12/39 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 217 | &nbsp;&nbsp;&nbsp;&nbsp; 171 |
|  | &nbsp;&nbsp;&nbsp;Comcast Corp. | 0.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/14/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3606 | &nbsp;&nbsp;&nbsp;&nbsp; 3952 |
|  | &nbsp;&nbsp;&nbsp;Comcast Corp. | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 2/20/29 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 3269 | &nbsp;&nbsp;&nbsp;&nbsp; 3895 |
|  | &nbsp;&nbsp;&nbsp;Comcast Corp. | 0.250% | &nbsp;&nbsp;&nbsp;&nbsp; 9/14/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6118 | &nbsp;&nbsp;&nbsp;&nbsp; 6213 |
|  | &nbsp;&nbsp;&nbsp;Comcast Corp. | 5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 11/23/29 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 1956 | &nbsp;&nbsp;&nbsp;&nbsp; 2689 |
|  | &nbsp;&nbsp;&nbsp;Comcast Corp. | 0.750% | &nbsp;&nbsp;&nbsp;&nbsp; 2/20/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2500 | &nbsp;&nbsp;&nbsp;&nbsp; 2404 |
|  | &nbsp;&nbsp;&nbsp;Comcast Corp. | 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 9/26/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5593 |
|  | &nbsp;&nbsp;&nbsp;Comcast Corp. | 1.875% | &nbsp;&nbsp;&nbsp;&nbsp; 2/20/36 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 3542 | &nbsp;&nbsp;&nbsp;&nbsp; 3342 |
|  | &nbsp;&nbsp;&nbsp;Comcast Corp. | 3.550% | &nbsp;&nbsp;&nbsp;&nbsp; 9/26/36 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp;&nbsp; 2211 |
|  | &nbsp;&nbsp;&nbsp;Comcast Corp. | 1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 2/20/40 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3702 | &nbsp;&nbsp;&nbsp;&nbsp; 2992 |
|  | &nbsp;&nbsp;&nbsp;Corning Inc. | 0.992% | &nbsp;&nbsp;&nbsp;&nbsp; 8/10/27 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 870000 | &nbsp;&nbsp;&nbsp;&nbsp; 5909 |
|  | &nbsp;&nbsp;&nbsp;CRH Finance DAC | 1.375% | &nbsp;&nbsp;&nbsp;&nbsp; 10/18/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 733 | &nbsp;&nbsp;&nbsp;&nbsp; 795 |
|  | &nbsp;&nbsp;&nbsp;CRH Finance UK plc | 4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 12/2/29 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 2773 | &nbsp;&nbsp;&nbsp;&nbsp; 3605 |
|  | &nbsp;&nbsp;&nbsp;CRH Funding BV | 1.625% | &nbsp;&nbsp;&nbsp;&nbsp; 5/5/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5603 | &nbsp;&nbsp;&nbsp;&nbsp; 5916 |
|  | &nbsp;&nbsp;&nbsp;CRH SMW Finance DAC | 1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 11/5/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 11216 | &nbsp;&nbsp;&nbsp;&nbsp; 12518 |
|  | &nbsp;&nbsp;&nbsp;CRH SMW Finance DAC | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/11/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 9941 | &nbsp;&nbsp;&nbsp;&nbsp; 11734 |
|  | &nbsp;&nbsp;&nbsp;Danaher Corp. | 2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/30/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5790 | &nbsp;&nbsp;&nbsp;&nbsp; 6454 |
|  | &nbsp;&nbsp;&nbsp;DH Europe Finance II Sarl | 0.450% | &nbsp;&nbsp;&nbsp;&nbsp; 3/18/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 19631 | &nbsp;&nbsp;&nbsp;&nbsp; 20970 |
|  | &nbsp;&nbsp;&nbsp;DH Europe Finance II Sarl | 0.750% | &nbsp;&nbsp;&nbsp;&nbsp; 9/18/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10985 | &nbsp;&nbsp;&nbsp;&nbsp; 10781 |
|  | &nbsp;&nbsp;&nbsp;DH Europe Finance II Sarl | 1.350% | &nbsp;&nbsp;&nbsp;&nbsp; 9/18/39 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7275 | &nbsp;&nbsp;&nbsp;&nbsp; 6050 |
|  | &nbsp;&nbsp;&nbsp;DH Europe Finance II Sarl | 1.800% | &nbsp;&nbsp;&nbsp;&nbsp; 9/18/49 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1108 | &nbsp;&nbsp;&nbsp;&nbsp; 817 |
|  | &nbsp;&nbsp;&nbsp;Digital Dutch Finco BV | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 11000 | &nbsp;&nbsp;&nbsp;&nbsp; 11451 |
|  | &nbsp;&nbsp;&nbsp;Digital Dutch Finco BV | 1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6684 | &nbsp;&nbsp;&nbsp;&nbsp; 6691 |
|  | &nbsp;&nbsp;&nbsp;Digital Dutch Finco BV | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4000 | &nbsp;&nbsp;&nbsp;&nbsp; 3817 |
|  | &nbsp;&nbsp;&nbsp;Digital Dutch Finco BV | 3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 9/13/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4000 | &nbsp;&nbsp;&nbsp;&nbsp; 4493 |
|  | &nbsp;&nbsp;&nbsp;Digital Intrepid Holding BV | 0.625% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 8108 | &nbsp;&nbsp;&nbsp;&nbsp; 7717 |
|  | &nbsp;&nbsp;&nbsp;Digital Intrepid Holding BV | 1.375% | &nbsp;&nbsp;&nbsp;&nbsp; 7/18/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3600 | &nbsp;&nbsp;&nbsp;&nbsp; 3444 |
|  | &nbsp;&nbsp;&nbsp;Digital Stout Holding LLC | 3.300% | &nbsp;&nbsp;&nbsp;&nbsp; 7/19/29 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 4938 | &nbsp;&nbsp;&nbsp;&nbsp; 6131 |
|  | &nbsp;&nbsp;&nbsp;Digital Stout Holding LLC | 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 10/17/30 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 10906 | &nbsp;&nbsp;&nbsp;&nbsp; 13462 |
|  | &nbsp;&nbsp;&nbsp;Discovery Communications LLC | 1.900% | &nbsp;&nbsp;&nbsp;&nbsp; 3/19/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 8701 | &nbsp;&nbsp;&nbsp;&nbsp; 9626 |
|  | &nbsp;&nbsp;&nbsp;Dover Corp. | 1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 11/9/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10890 | &nbsp;&nbsp;&nbsp;&nbsp; 12091 |
|  | &nbsp;&nbsp;&nbsp;Dover Corp. | 0.750% | &nbsp;&nbsp;&nbsp;&nbsp; 11/4/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3100 | &nbsp;&nbsp;&nbsp;&nbsp; 3354 |
|  | &nbsp;&nbsp;&nbsp;Dow Chemical Co. | 1.125% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 9000 | &nbsp;&nbsp;&nbsp;&nbsp; 8650 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Corp. | 3.100% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5450 | &nbsp;&nbsp;&nbsp;&nbsp; 6191 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Corp. | 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 15850 | &nbsp;&nbsp;&nbsp;&nbsp; 18212 |
|  | &nbsp;&nbsp;&nbsp;DXC Capital Funding DAC | 0.450% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2903 | &nbsp;&nbsp;&nbsp;&nbsp; 3083 |
|  | &nbsp;&nbsp;&nbsp;DXC Capital Funding DAC | 0.950% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4171 | &nbsp;&nbsp;&nbsp;&nbsp; 3942 |
|  | &nbsp;&nbsp;&nbsp;Eaton Capital ULC | 0.577% | &nbsp;&nbsp;&nbsp;&nbsp; 3/8/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3100 | &nbsp;&nbsp;&nbsp;&nbsp; 3152 |
|  | &nbsp;&nbsp;&nbsp;Eli Lilly & Co. | 2.125% | &nbsp;&nbsp;&nbsp;&nbsp; 6/3/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 8602 | &nbsp;&nbsp;&nbsp;&nbsp; 9461 |
|  | &nbsp;&nbsp;&nbsp;Eli Lilly & Co. | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 9/14/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4000 | &nbsp;&nbsp;&nbsp;&nbsp; 3706 |
|  | &nbsp;&nbsp;&nbsp;Eli Lilly & Co. | 1.700% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 11098 | &nbsp;&nbsp;&nbsp;&nbsp; 8574 |
|  | &nbsp;&nbsp;&nbsp;Eli Lilly & Co. | 1.375% | &nbsp;&nbsp;&nbsp;&nbsp; 9/14/61 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3000 | &nbsp;&nbsp;&nbsp;&nbsp; 1720 |
|  | &nbsp;&nbsp;&nbsp;Emerson Electric Co. | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1004 | &nbsp;&nbsp;&nbsp;&nbsp; 1102 |
|  | &nbsp;&nbsp;&nbsp;Equinix Europe 2 Financing Corp. LLC | 3.650% | &nbsp;&nbsp;&nbsp;&nbsp; 9/3/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5594 |
|  | &nbsp;&nbsp;&nbsp;Equinix Inc. | 0.250% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2086 | &nbsp;&nbsp;&nbsp;&nbsp; 2262 |
|  | &nbsp;&nbsp;&nbsp;Euronet Worldwide Inc. | 1.375% | &nbsp;&nbsp;&nbsp;&nbsp; 5/22/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3144 | &nbsp;&nbsp;&nbsp;&nbsp; 3493 |
|  | &nbsp;&nbsp;&nbsp;Experian Europe DAC | 1.560% | &nbsp;&nbsp;&nbsp;&nbsp; 5/16/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1800 | &nbsp;&nbsp;&nbsp;&nbsp; 1892 |
|  | &nbsp;&nbsp;&nbsp;Experian Finance plc | 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 4/7/32 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 3128 | &nbsp;&nbsp;&nbsp;&nbsp; 3751 |
|  | &nbsp;&nbsp;&nbsp;Experian Finance plc | 3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 10/10/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3000 | &nbsp;&nbsp;&nbsp;&nbsp; 3345 |
|  | &nbsp;&nbsp;&nbsp;Exxon Mobil Corp. | 0.835% | &nbsp;&nbsp;&nbsp;&nbsp; 6/26/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 14968 | &nbsp;&nbsp;&nbsp;&nbsp; 14408 |
|  | &nbsp;&nbsp;&nbsp;FedEx Corp. | 1.625% | &nbsp;&nbsp;&nbsp;&nbsp; 1/11/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3459 | &nbsp;&nbsp;&nbsp;&nbsp; 3863 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;FedEx Corp. | 1.300% | &nbsp;&nbsp;&nbsp;&nbsp; 8/5/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1139 | &nbsp;&nbsp;&nbsp;&nbsp; 1176 |

---

------

Total International Bond II Index Fund

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;&nbsp;&nbsp;Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;FedEx Corp. | 0.950% | &nbsp;&nbsp;&nbsp;&nbsp; 5/4/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 8109 | &nbsp;&nbsp;&nbsp;&nbsp; 7551 |
|  | &nbsp;&nbsp;&nbsp;Fidelity National Information Services Inc. | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/21/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 13291 | &nbsp;&nbsp;&nbsp;&nbsp; 14636 |
|  | &nbsp;&nbsp;&nbsp;Fidelity National Information Services Inc. | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 12/3/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6000 | &nbsp;&nbsp;&nbsp;&nbsp; 6303 |
|  | &nbsp;&nbsp;&nbsp;Fidelity National Information Services Inc. | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/21/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1986 | &nbsp;&nbsp;&nbsp;&nbsp; 2110 |
|  | &nbsp;&nbsp;&nbsp;Fidelity National Information Services Inc. | 2.950% | &nbsp;&nbsp;&nbsp;&nbsp; 5/21/39 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 714 | &nbsp;&nbsp;&nbsp;&nbsp; 708 |
|  | &nbsp;&nbsp;&nbsp;Fiserv Inc. | 1.125% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2008 | &nbsp;&nbsp;&nbsp;&nbsp; 2202 |
|  | &nbsp;&nbsp;&nbsp;Fiserv Inc. | 1.625% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 12415 | &nbsp;&nbsp;&nbsp;&nbsp; 12984 |
|  | &nbsp;&nbsp;&nbsp;Fiserv Inc. | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 4100 | &nbsp;&nbsp;&nbsp;&nbsp; 4829 |
|  | &nbsp;&nbsp;&nbsp;Ford Credit Canada Co. | 5.581% | &nbsp;&nbsp;&nbsp;&nbsp; 2/22/27 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2500 | &nbsp;&nbsp;&nbsp;&nbsp; 1828 |
|  | &nbsp;&nbsp;&nbsp;Ford Credit Canada Co. | 4.222% | &nbsp;&nbsp;&nbsp;&nbsp; 1/10/28 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 3000 | &nbsp;&nbsp;&nbsp;&nbsp; 2116 |
|  | &nbsp;&nbsp;&nbsp;Ford Credit Canada Co. | 5.242% | &nbsp;&nbsp;&nbsp;&nbsp; 5/23/28 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 8000 | &nbsp;&nbsp;&nbsp;&nbsp; 5776 |
|  | &nbsp;&nbsp;&nbsp;Ford Credit Canada Co. | 5.441% | &nbsp;&nbsp;&nbsp;&nbsp; 2/9/29 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 3800 | &nbsp;&nbsp;&nbsp;&nbsp; 2732 |
|  | &nbsp;&nbsp;&nbsp;Ford Credit Canada Co. | 5.668% | &nbsp;&nbsp;&nbsp;&nbsp; 2/20/30 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 7000 | &nbsp;&nbsp;&nbsp;&nbsp; 5014 |
|  | &nbsp;&nbsp;&nbsp;Ford Credit Canada Co. | 5.582% | &nbsp;&nbsp;&nbsp;&nbsp; 5/23/31 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2500 | &nbsp;&nbsp;&nbsp;&nbsp; 1753 |
|  | &nbsp;&nbsp;&nbsp;Ford Motor Credit Co. LLC | 4.867% | &nbsp;&nbsp;&nbsp;&nbsp; 8/3/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5200 | &nbsp;&nbsp;&nbsp;&nbsp; 6082 |
|  | &nbsp;&nbsp;&nbsp;Ford Motor Credit Co. LLC | 4.165% | &nbsp;&nbsp;&nbsp;&nbsp; 11/21/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4000 | &nbsp;&nbsp;&nbsp;&nbsp; 4574 |
|  | &nbsp;&nbsp;&nbsp;Ford Motor Credit Co. LLC | 5.125% | &nbsp;&nbsp;&nbsp;&nbsp; 2/20/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 9000 | &nbsp;&nbsp;&nbsp;&nbsp; 10547 |
|  | &nbsp;&nbsp;&nbsp;Ford Motor Credit Co. LLC | 4.445% | &nbsp;&nbsp;&nbsp;&nbsp; 2/14/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10300 | &nbsp;&nbsp;&nbsp;&nbsp; 11706 |
|  | &nbsp;&nbsp;&nbsp;Ford Motor Credit Co. LLC | 5.780% | &nbsp;&nbsp;&nbsp;&nbsp; 4/30/30 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 2200 | &nbsp;&nbsp;&nbsp;&nbsp; 2885 |
|  | &nbsp;&nbsp;&nbsp;GE Capital Canada Funding Co. | 5.730% | &nbsp;&nbsp;&nbsp;&nbsp; 10/22/37 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 735 | &nbsp;&nbsp;&nbsp;&nbsp; 539 |
|  | &nbsp;&nbsp;&nbsp;GE Capital UK Funding Unlimited Co. | 5.875% | &nbsp;&nbsp;&nbsp;&nbsp; 1/18/33 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 4959 | &nbsp;&nbsp;&nbsp;&nbsp; 6841 |
|  | &nbsp;&nbsp;&nbsp;General Electric Co. | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/17/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4771 | &nbsp;&nbsp;&nbsp;&nbsp; 5152 |
|  | &nbsp;&nbsp;&nbsp;General Electric Co. | 4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 9/19/35 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 11585 | &nbsp;&nbsp;&nbsp;&nbsp; 13622 |
|  | &nbsp;&nbsp;&nbsp;General Electric Co. | 2.125% | &nbsp;&nbsp;&nbsp;&nbsp; 5/17/37 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3706 | &nbsp;&nbsp;&nbsp;&nbsp; 3540 |
|  | &nbsp;&nbsp;&nbsp;General Electric Co. | 4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 9/18/37 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 465 | &nbsp;&nbsp;&nbsp;&nbsp; 559 |
|  | &nbsp;&nbsp;&nbsp;General Mills Inc. | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/27/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1004 | &nbsp;&nbsp;&nbsp;&nbsp; 1114 |
|  | &nbsp;&nbsp;&nbsp;General Mills Inc. | 3.907% | &nbsp;&nbsp;&nbsp;&nbsp; 4/13/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5598 | &nbsp;&nbsp;&nbsp;&nbsp; 6566 |
|  | &nbsp;&nbsp;&nbsp;General Mills Inc. | 3.650% | &nbsp;&nbsp;&nbsp;&nbsp; 10/23/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5600 | &nbsp;&nbsp;&nbsp;&nbsp; 6481 |
|  | &nbsp;&nbsp;&nbsp;General Mills Inc. | 3.850% | &nbsp;&nbsp;&nbsp;&nbsp; 4/23/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3937 | &nbsp;&nbsp;&nbsp;&nbsp; 4491 |
|  | &nbsp;&nbsp;&nbsp;General Motors Financial Co. Inc. | 5.150% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 1000 | &nbsp;&nbsp;&nbsp;&nbsp; 1330 |
|  | &nbsp;&nbsp;&nbsp;General Motors Financial Co. Inc. | 0.600% | &nbsp;&nbsp;&nbsp;&nbsp; 5/20/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1000 | &nbsp;&nbsp;&nbsp;&nbsp; 1086 |
|  | &nbsp;&nbsp;&nbsp;General Motors Financial Co. Inc. | 3.900% | &nbsp;&nbsp;&nbsp;&nbsp; 1/12/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10000 | &nbsp;&nbsp;&nbsp;&nbsp; 11589 |
|  | &nbsp;&nbsp;&nbsp;General Motors Financial Co. Inc. | 0.650% | &nbsp;&nbsp;&nbsp;&nbsp; 9/7/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6981 | &nbsp;&nbsp;&nbsp;&nbsp; 7329 |
|  | &nbsp;&nbsp;&nbsp;General Motors Financial Co. Inc. | 4.300% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 12700 | &nbsp;&nbsp;&nbsp;&nbsp; 14900 |
|  | &nbsp;&nbsp;&nbsp;General Motors Financial Co. Inc. | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/10/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7000 | &nbsp;&nbsp;&nbsp;&nbsp; 8022 |
|  | &nbsp;&nbsp;&nbsp;General Motors Financial of Canada Ltd. | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/9/29 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 5985 | &nbsp;&nbsp;&nbsp;&nbsp; 4431 |
|  | &nbsp;&nbsp;&nbsp;General Motors Financial of Canada Ltd. | 4.450% | &nbsp;&nbsp;&nbsp;&nbsp; 2/25/30 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 4500 | &nbsp;&nbsp;&nbsp;&nbsp; 3242 |
|  | &nbsp;&nbsp;&nbsp;Global Payments Inc. | 4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 3/17/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 11380 | &nbsp;&nbsp;&nbsp;&nbsp; 13477 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | 2.875% | &nbsp;&nbsp;&nbsp;&nbsp; 6/3/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 13101 | &nbsp;&nbsp;&nbsp;&nbsp; 14910 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | 1.625% | &nbsp;&nbsp;&nbsp;&nbsp; 7/27/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1324 | &nbsp;&nbsp;&nbsp;&nbsp; 1485 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | 2.599% | &nbsp;&nbsp;&nbsp;&nbsp; 11/30/27 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 14895 | &nbsp;&nbsp;&nbsp;&nbsp; 10699 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 12/7/27 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 8485 | &nbsp;&nbsp;&nbsp;&nbsp; 10434 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | 0.250% | &nbsp;&nbsp;&nbsp;&nbsp; 1/26/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 18635 | &nbsp;&nbsp;&nbsp;&nbsp; 19863 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/22/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3462 | &nbsp;&nbsp;&nbsp;&nbsp; 3869 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | 1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 2/7/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5338 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | 2.013% | &nbsp;&nbsp;&nbsp;&nbsp; 2/28/29 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 8049 | &nbsp;&nbsp;&nbsp;&nbsp; 5619 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | 0.875% | &nbsp;&nbsp;&nbsp;&nbsp; 5/9/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 700 | &nbsp;&nbsp;&nbsp;&nbsp; 731 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | 3.125% | &nbsp;&nbsp;&nbsp;&nbsp; 7/25/29 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 2789 | &nbsp;&nbsp;&nbsp;&nbsp; 3487 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | 3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 10/29/29 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 5066 | &nbsp;&nbsp;&nbsp;&nbsp; 6487 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | 1.875% | &nbsp;&nbsp;&nbsp;&nbsp; 12/16/30 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 625 | &nbsp;&nbsp;&nbsp;&nbsp; 704 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | 0.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/23/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10794 | &nbsp;&nbsp;&nbsp;&nbsp; 10224 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/18/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 8231 | &nbsp;&nbsp;&nbsp;&nbsp; 7729 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | 6.875% | &nbsp;&nbsp;&nbsp;&nbsp; 1/18/38 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 737 | &nbsp;&nbsp;&nbsp;&nbsp; 1018 |
|  | &nbsp;&nbsp;&nbsp;Haleon Netherlands Capital BV | 2.125% | &nbsp;&nbsp;&nbsp;&nbsp; 3/29/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6200 | &nbsp;&nbsp;&nbsp;&nbsp; 6326 |
|  | &nbsp;&nbsp;&nbsp;HCN Canadian Holdings-1 LP | 2.950% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 883 | &nbsp;&nbsp;&nbsp;&nbsp; 635 |
|  | &nbsp;&nbsp;&nbsp;Highland Holdings Sarl | 0.318% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 8700 | &nbsp;&nbsp;&nbsp;&nbsp; 9527 |
|  | &nbsp;&nbsp;&nbsp;Highland Holdings Sarl | 0.934% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4000 | &nbsp;&nbsp;&nbsp;&nbsp; 3885 |
|  | &nbsp;&nbsp;&nbsp;Honeywell International Inc. | 2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 2/22/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4318 | &nbsp;&nbsp;&nbsp;&nbsp; 4861 |
|  | &nbsp;&nbsp;&nbsp;Honeywell International Inc. | 3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 14100 | &nbsp;&nbsp;&nbsp;&nbsp; 16252 |
|  | &nbsp;&nbsp;&nbsp;Honeywell International Inc. | 0.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/10/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1550 | &nbsp;&nbsp;&nbsp;&nbsp; 1483 |
|  | &nbsp;&nbsp;&nbsp;Honeywell International Inc. | 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 5/17/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 8800 | &nbsp;&nbsp;&nbsp;&nbsp; 10236 |
|  | &nbsp;&nbsp;&nbsp;Honeywell International Inc. | 4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 11/2/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5508 | &nbsp;&nbsp;&nbsp;&nbsp; 6457 |
|  | &nbsp;&nbsp;&nbsp;Illinois Tool Works Inc. | 0.625% | &nbsp;&nbsp;&nbsp;&nbsp; 12/5/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2883 | &nbsp;&nbsp;&nbsp;&nbsp; 3131 |
|  | &nbsp;&nbsp;&nbsp;Illinois Tool Works Inc. | 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/17/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5150 | &nbsp;&nbsp;&nbsp;&nbsp; 5951 |
|  | &nbsp;&nbsp;&nbsp;Illinois Tool Works Inc. | 2.125% | &nbsp;&nbsp;&nbsp;&nbsp; 5/22/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7280 | &nbsp;&nbsp;&nbsp;&nbsp; 7990 |
|  | &nbsp;&nbsp;&nbsp;Illinois Tool Works Inc. | 3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 5/17/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 11000 | &nbsp;&nbsp;&nbsp;&nbsp; 12631 |
|  | &nbsp;&nbsp;&nbsp;International Business Machines Corp. | 1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 1/29/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2235 | &nbsp;&nbsp;&nbsp;&nbsp; 2481 |
|  | &nbsp;&nbsp;&nbsp;International Business Machines Corp. | 0.300% | &nbsp;&nbsp;&nbsp;&nbsp; 2/11/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 9685 | &nbsp;&nbsp;&nbsp;&nbsp; 10321 |
|  | &nbsp;&nbsp;&nbsp;International Business Machines Corp. | 1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/7/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2100 | &nbsp;&nbsp;&nbsp;&nbsp; 2328 |
|  | &nbsp;&nbsp;&nbsp;International Business Machines Corp. | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/23/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3300 | &nbsp;&nbsp;&nbsp;&nbsp; 3558 |

---

------

Total International Bond II Index Fund

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;&nbsp;&nbsp;Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;International Business Machines Corp. | 0.875% | &nbsp;&nbsp;&nbsp;&nbsp; 2/9/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 8000 | &nbsp;&nbsp;&nbsp;&nbsp; 8240 |
|  | &nbsp;&nbsp;&nbsp;International Business Machines Corp. | 1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/31/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4642 | &nbsp;&nbsp;&nbsp;&nbsp; 4888 |
|  | &nbsp;&nbsp;&nbsp;International Business Machines Corp. | 3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 2/6/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 700 | &nbsp;&nbsp;&nbsp;&nbsp; 813 |
|  | &nbsp;&nbsp;&nbsp;International Business Machines Corp. | 0.650% | &nbsp;&nbsp;&nbsp;&nbsp; 2/11/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4900 | &nbsp;&nbsp;&nbsp;&nbsp; 4664 |
|  | &nbsp;&nbsp;&nbsp;International Business Machines Corp. | 3.150% | &nbsp;&nbsp;&nbsp;&nbsp; 2/10/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5542 |
|  | &nbsp;&nbsp;&nbsp;International Business Machines Corp. | 1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 2/9/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4900 | &nbsp;&nbsp;&nbsp;&nbsp; 4617 |
|  | &nbsp;&nbsp;&nbsp;International Business Machines Corp. | 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 2/6/35 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5724 |
|  | &nbsp;&nbsp;&nbsp;International Business Machines Corp. | 1.200% | &nbsp;&nbsp;&nbsp;&nbsp; 2/11/40 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2637 | &nbsp;&nbsp;&nbsp;&nbsp; 2048 |
|  | &nbsp;&nbsp;&nbsp;International Business Machines Corp. | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/6/43 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4584 | &nbsp;&nbsp;&nbsp;&nbsp; 5058 |
|  | &nbsp;&nbsp;&nbsp;International Business Machines Corp. | 3.800% | &nbsp;&nbsp;&nbsp;&nbsp; 2/10/45 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6700 | &nbsp;&nbsp;&nbsp;&nbsp; 7157 |
|  | &nbsp;&nbsp;&nbsp;International Flavors & Fragrances Inc. | 1.800% | &nbsp;&nbsp;&nbsp;&nbsp; 9/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4898 | &nbsp;&nbsp;&nbsp;&nbsp; 5468 |
|  | &nbsp;&nbsp;&nbsp;John Deere Capital Corp. | 3.450% | &nbsp;&nbsp;&nbsp;&nbsp; 7/16/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 13000 | &nbsp;&nbsp;&nbsp;&nbsp; 15002 |
|  | &nbsp;&nbsp;&nbsp;John Deere Cash Management Sarl | 2.200% | &nbsp;&nbsp;&nbsp;&nbsp; 4/2/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3913 | &nbsp;&nbsp;&nbsp;&nbsp; 4231 |
|  | &nbsp;&nbsp;&nbsp;John Deere Cash Management Sarl | 1.650% | &nbsp;&nbsp;&nbsp;&nbsp; 6/13/39 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2457 | &nbsp;&nbsp;&nbsp;&nbsp; 2176 |
|  | &nbsp;&nbsp;&nbsp;John Deere Financial Inc. | 2.580% | &nbsp;&nbsp;&nbsp;&nbsp; 10/16/26 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 931 | &nbsp;&nbsp;&nbsp;&nbsp; 671 |
|  | &nbsp;&nbsp;&nbsp;John Deere Financial Inc. | 4.360% | &nbsp;&nbsp;&nbsp;&nbsp; 1/20/27 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 9000 | &nbsp;&nbsp;&nbsp;&nbsp; 6670 |
|  | &nbsp;&nbsp;&nbsp;John Deere Financial Inc. | 4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 6/14/27 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2100 | &nbsp;&nbsp;&nbsp;&nbsp; 1580 |
|  | &nbsp;&nbsp;&nbsp;John Deere Financial Inc. | 5.170% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 5764 | &nbsp;&nbsp;&nbsp;&nbsp; 4425 |
|  | &nbsp;&nbsp;&nbsp;John Deere Financial Inc. | 4.630% | &nbsp;&nbsp;&nbsp;&nbsp; 4/4/29 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 3600 | &nbsp;&nbsp;&nbsp;&nbsp; 2728 |
|  | &nbsp;&nbsp;&nbsp;Johnson & Johnson | 1.150% | &nbsp;&nbsp;&nbsp;&nbsp; 11/20/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 642 | &nbsp;&nbsp;&nbsp;&nbsp; 696 |
|  | &nbsp;&nbsp;&nbsp;Johnson & Johnson | 3.200% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5748 |
|  | &nbsp;&nbsp;&nbsp;Johnson & Johnson | 3.050% | &nbsp;&nbsp;&nbsp;&nbsp; 2/26/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5673 |
|  | &nbsp;&nbsp;&nbsp;Johnson & Johnson | 3.350% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/36 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7400 | &nbsp;&nbsp;&nbsp;&nbsp; 8338 |
|  | &nbsp;&nbsp;&nbsp;Johnson & Johnson | 3.350% | &nbsp;&nbsp;&nbsp;&nbsp; 2/26/37 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp;&nbsp; 2243 |
|  | &nbsp;&nbsp;&nbsp;Johnson & Johnson | 3.550% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7600 | &nbsp;&nbsp;&nbsp;&nbsp; 8325 |
|  | &nbsp;&nbsp;&nbsp;Johnson & Johnson | 3.600% | &nbsp;&nbsp;&nbsp;&nbsp; 2/26/45 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5489 | &nbsp;&nbsp;&nbsp;&nbsp; 5989 |
|  | &nbsp;&nbsp;&nbsp;Johnson & Johnson | 3.700% | &nbsp;&nbsp;&nbsp;&nbsp; 2/26/55 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3500 | &nbsp;&nbsp;&nbsp;&nbsp; 3732 |
|  | &nbsp;&nbsp;&nbsp;Johnson Controls International plc | 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/23/35 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 11020 | &nbsp;&nbsp;&nbsp;&nbsp; 13004 |
|  | &nbsp;&nbsp;&nbsp;Johnson Controls International plc / Tyco Fire & Security Finance SCA | 0.375% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2448 | &nbsp;&nbsp;&nbsp;&nbsp; 2650 |
|  | &nbsp;&nbsp;&nbsp;Johnson Controls International plc / Tyco Fire & Security Finance SCA | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1931 | &nbsp;&nbsp;&nbsp;&nbsp; 2200 |
|  | &nbsp;&nbsp;&nbsp;Johnson Controls International plc / Tyco Fire & Security Finance SCA | 3.125% | &nbsp;&nbsp;&nbsp;&nbsp; 12/11/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1500 | &nbsp;&nbsp;&nbsp;&nbsp; 1639 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 12/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 2457 | &nbsp;&nbsp;&nbsp;&nbsp; 3219 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 0.389% | &nbsp;&nbsp;&nbsp;&nbsp; 2/24/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 14212 | &nbsp;&nbsp;&nbsp;&nbsp; 15447 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 1.896% | &nbsp;&nbsp;&nbsp;&nbsp; 3/5/28 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 7350 | &nbsp;&nbsp;&nbsp;&nbsp; 5208 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 1.638% | &nbsp;&nbsp;&nbsp;&nbsp; 5/18/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7079 | &nbsp;&nbsp;&nbsp;&nbsp; 7843 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 1.963% | &nbsp;&nbsp;&nbsp;&nbsp; 3/23/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 26250 | &nbsp;&nbsp;&nbsp;&nbsp; 28633 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 1.001% | &nbsp;&nbsp;&nbsp;&nbsp; 7/25/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4950 | &nbsp;&nbsp;&nbsp;&nbsp; 5027 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 4.457% | &nbsp;&nbsp;&nbsp;&nbsp; 11/13/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 15000 | &nbsp;&nbsp;&nbsp;&nbsp; 18012 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 1.047% | &nbsp;&nbsp;&nbsp;&nbsp; 11/4/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 16647 | &nbsp;&nbsp;&nbsp;&nbsp; 16314 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 1.895% | &nbsp;&nbsp;&nbsp;&nbsp; 4/28/33 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 6000 | &nbsp;&nbsp;&nbsp;&nbsp; 6523 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 3.761% | &nbsp;&nbsp;&nbsp;&nbsp; 3/21/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 22000 | &nbsp;&nbsp;&nbsp;&nbsp; 25168 |
|  | &nbsp;&nbsp;&nbsp;Kellanova | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/20/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3000 | &nbsp;&nbsp;&nbsp;&nbsp; 3111 |
|  | &nbsp;&nbsp;&nbsp;Kinder Morgan Inc. | 2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 3/16/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3489 | &nbsp;&nbsp;&nbsp;&nbsp; 3909 |
|  | &nbsp;&nbsp;&nbsp;KKR Group Finance Co. V LLC | 1.625% | &nbsp;&nbsp;&nbsp;&nbsp; 5/22/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4368 | &nbsp;&nbsp;&nbsp;&nbsp; 4667 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;KKR Group Finance Co. XI LLC | 1.559% | &nbsp;&nbsp;&nbsp;&nbsp; 5/30/29 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 500000 | &nbsp;&nbsp;&nbsp;&nbsp; 3475 |
|  | &nbsp;&nbsp;&nbsp;Kraft Heinz Foods Co. | 2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/25/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 8500 | &nbsp;&nbsp;&nbsp;&nbsp; 9511 |
|  | &nbsp;&nbsp;&nbsp;Liberty Mutual Group Inc. | 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 5/4/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6818 | &nbsp;&nbsp;&nbsp;&nbsp; 7732 |
|  | &nbsp;&nbsp;&nbsp;Linde Finance BV | 0.550% | &nbsp;&nbsp;&nbsp;&nbsp; 5/19/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6800 | &nbsp;&nbsp;&nbsp;&nbsp; 6477 |
|  | &nbsp;&nbsp;&nbsp;Linde plc | 3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 6/12/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 16500 | &nbsp;&nbsp;&nbsp;&nbsp; 19230 |
|  | &nbsp;&nbsp;&nbsp;Linde plc | 3.200% | &nbsp;&nbsp;&nbsp;&nbsp; 2/14/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 14000 | &nbsp;&nbsp;&nbsp;&nbsp; 16142 |
|  | &nbsp;&nbsp;&nbsp;Linde plc | 3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 6/12/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3000 | &nbsp;&nbsp;&nbsp;&nbsp; 3471 |
|  | &nbsp;&nbsp;&nbsp;Linde plc | 1.625% | &nbsp;&nbsp;&nbsp;&nbsp; 3/31/35 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 14000 | &nbsp;&nbsp;&nbsp;&nbsp; 13496 |
|  | &nbsp;&nbsp;&nbsp;Linde plc | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/30/51 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 8300 | &nbsp;&nbsp;&nbsp;&nbsp; 5085 |
|  | &nbsp;&nbsp;&nbsp;LYB International Finance II BV | 0.875% | &nbsp;&nbsp;&nbsp;&nbsp; 9/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4461 | &nbsp;&nbsp;&nbsp;&nbsp; 4936 |
|  | &nbsp;&nbsp;&nbsp;ManpowerGroup Inc. | 1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 6/22/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp; 112 |
|  | &nbsp;&nbsp;&nbsp;MassMutual Global Funding II | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 12/12/27 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp;&nbsp; 2699 |
|  | &nbsp;&nbsp;&nbsp;MassMutual Global Funding II | 4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 10/5/29 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 1900 | &nbsp;&nbsp;&nbsp;&nbsp; 2537 |
|  | &nbsp;&nbsp;&nbsp;Mastercard Inc. | 2.100% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3975 | &nbsp;&nbsp;&nbsp;&nbsp; 4462 |
|  | &nbsp;&nbsp;&nbsp;Mastercard Inc. | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/22/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10500 | &nbsp;&nbsp;&nbsp;&nbsp; 11210 |
|  | &nbsp;&nbsp;&nbsp;McDonald's Corp. | 1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 5/3/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1200 | &nbsp;&nbsp;&nbsp;&nbsp; 1326 |
|  | &nbsp;&nbsp;&nbsp;McDonald's Corp. | 0.250% | &nbsp;&nbsp;&nbsp;&nbsp; 10/4/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4700 | &nbsp;&nbsp;&nbsp;&nbsp; 4902 |
|  | &nbsp;&nbsp;&nbsp;McDonald's Corp. | 3.800% | &nbsp;&nbsp;&nbsp;&nbsp; 3/8/29 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp;&nbsp; 1257 |
|  | &nbsp;&nbsp;&nbsp;McDonald's Corp. | 2.375% | &nbsp;&nbsp;&nbsp;&nbsp; 5/31/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3000 | &nbsp;&nbsp;&nbsp;&nbsp; 3342 |
|  | &nbsp;&nbsp;&nbsp;McDonald's Corp. | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 11/28/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7700 | &nbsp;&nbsp;&nbsp;&nbsp; 8210 |
|  | &nbsp;&nbsp;&nbsp;McDonald's Corp. | 2.950% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 6200 | &nbsp;&nbsp;&nbsp;&nbsp; 6949 |
|  | &nbsp;&nbsp;&nbsp;McDonald's Corp. | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/31/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4900 | &nbsp;&nbsp;&nbsp;&nbsp; 5302 |
|  | &nbsp;&nbsp;&nbsp;McDonald's Corp. | 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 3/7/35 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3000 | &nbsp;&nbsp;&nbsp;&nbsp; 3539 |
|  | &nbsp;&nbsp;&nbsp;McDonald's Corp. | 4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 11/28/35 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6000 | &nbsp;&nbsp;&nbsp;&nbsp; 6959 |
|  | &nbsp;&nbsp;&nbsp;McDonald's Corp. | 4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 6/11/54 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 600 | &nbsp;&nbsp;&nbsp;&nbsp; 574 |
|  | &nbsp;&nbsp;&nbsp;McKesson Corp. | 1.625% | &nbsp;&nbsp;&nbsp;&nbsp; 10/30/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5003 | &nbsp;&nbsp;&nbsp;&nbsp; 5599 |

---

------

Total International Bond II Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;&nbsp;&nbsp;Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| &nbsp;&nbsp;&nbsp;McKesson Corp. | 3.125% | &nbsp;&nbsp;&nbsp;&nbsp; 2/17/29 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 511 | &nbsp;&nbsp;&nbsp;&nbsp; 646 |
| &nbsp;&nbsp;&nbsp;Medtronic Global Holdings SCA | 0.375% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1904 | &nbsp;&nbsp;&nbsp;&nbsp; 1997 |
| &nbsp;&nbsp;&nbsp;Medtronic Global Holdings SCA | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1730 | &nbsp;&nbsp;&nbsp;&nbsp; 1978 |
| &nbsp;&nbsp;&nbsp;Medtronic Global Holdings SCA | 1.625% | &nbsp;&nbsp;&nbsp;&nbsp; 3/7/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3500 | &nbsp;&nbsp;&nbsp;&nbsp; 3670 |
| &nbsp;&nbsp;&nbsp;Medtronic Global Holdings SCA | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/2/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10364 | &nbsp;&nbsp;&nbsp;&nbsp; 10413 |
| &nbsp;&nbsp;&nbsp;Medtronic Global Holdings SCA | 0.750% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1913 | &nbsp;&nbsp;&nbsp;&nbsp; 1812 |
| &nbsp;&nbsp;&nbsp;Medtronic Global Holdings SCA | 3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1547 | &nbsp;&nbsp;&nbsp;&nbsp; 1746 |
| &nbsp;&nbsp;&nbsp;Medtronic Global Holdings SCA | 2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 3/7/39 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1499 | &nbsp;&nbsp;&nbsp;&nbsp; 1413 |
| &nbsp;&nbsp;&nbsp;Medtronic Global Holdings SCA | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 7/2/39 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3603 | &nbsp;&nbsp;&nbsp;&nbsp; 3050 |
| &nbsp;&nbsp;&nbsp;Medtronic Global Holdings SCA | 1.375% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4866 | &nbsp;&nbsp;&nbsp;&nbsp; 3853 |
| &nbsp;&nbsp;&nbsp;Medtronic Global Holdings SCA | 1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 7/2/49 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7504 | &nbsp;&nbsp;&nbsp;&nbsp; 5400 |
| &nbsp;&nbsp;&nbsp;Medtronic Global Holdings SCA | 1.625% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7042 | &nbsp;&nbsp;&nbsp;&nbsp; 4809 |
| &nbsp;&nbsp;&nbsp;Medtronic Inc. | 3.650% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2258 | &nbsp;&nbsp;&nbsp;&nbsp; 2644 |
| &nbsp;&nbsp;&nbsp;Medtronic Inc. | 3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4750 | &nbsp;&nbsp;&nbsp;&nbsp; 5486 |
| &nbsp;&nbsp;&nbsp;Medtronic Inc. | 4.150% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4953 | &nbsp;&nbsp;&nbsp;&nbsp; 5483 |
| &nbsp;&nbsp;&nbsp;Merck & Co. Inc. | 1.875% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1590 | &nbsp;&nbsp;&nbsp;&nbsp; 1789 |
| &nbsp;&nbsp;&nbsp;Merck & Co. Inc. | 2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2574 | &nbsp;&nbsp;&nbsp;&nbsp; 2739 |
| &nbsp;&nbsp;&nbsp;Merck & Co. Inc. | 1.375% | &nbsp;&nbsp;&nbsp;&nbsp; 11/2/36 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1184 | &nbsp;&nbsp;&nbsp;&nbsp; 1081 |
| &nbsp;&nbsp;&nbsp;MetLife Inc. | 0.769% | &nbsp;&nbsp;&nbsp;&nbsp; 5/23/29 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 730000 | &nbsp;&nbsp;&nbsp;&nbsp; 4980 |
| &nbsp;&nbsp;&nbsp;Metropolitan Life Global Funding I | 5.180% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 20930 | &nbsp;&nbsp;&nbsp;&nbsp; 15541 |
| &nbsp;&nbsp;&nbsp;Metropolitan Life Global Funding I | 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 9/30/26 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 2300 | &nbsp;&nbsp;&nbsp;&nbsp; 3020 |
| &nbsp;&nbsp;&nbsp;Metropolitan Life Global Funding I | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/13/27 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 1419 | &nbsp;&nbsp;&nbsp;&nbsp; 906 |
| &nbsp;&nbsp;&nbsp;Metropolitan Life Global Funding I | 0.625% | &nbsp;&nbsp;&nbsp;&nbsp; 12/8/27 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 4529 | &nbsp;&nbsp;&nbsp;&nbsp; 5476 |
| &nbsp;&nbsp;&nbsp;Metropolitan Life Global Funding I | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/5/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6000 | &nbsp;&nbsp;&nbsp;&nbsp; 7057 |
| &nbsp;&nbsp;&nbsp;Metropolitan Life Global Funding I | 2.450% | &nbsp;&nbsp;&nbsp;&nbsp; 1/12/29 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 750 | &nbsp;&nbsp;&nbsp;&nbsp; 529 |
| &nbsp;&nbsp;&nbsp;Metropolitan Life Global Funding I | 1.625% | &nbsp;&nbsp;&nbsp;&nbsp; 9/21/29 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5902 |
| &nbsp;&nbsp;&nbsp;Metropolitan Life Global Funding I | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/10/30 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 3000 | &nbsp;&nbsp;&nbsp;&nbsp; 4053 |
| &nbsp;&nbsp;&nbsp;Metropolitan Life Global Funding I | 3.394% | &nbsp;&nbsp;&nbsp;&nbsp; 4/9/30 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 3372 | &nbsp;&nbsp;&nbsp;&nbsp; 2433 |
| &nbsp;&nbsp;&nbsp;Metropolitan Life Global Funding I | 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 12/5/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 13100 | &nbsp;&nbsp;&nbsp;&nbsp; 15334 |
| &nbsp;&nbsp;&nbsp;Metropolitan Life Global Funding I | 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 12/7/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5859 |
| &nbsp;&nbsp;&nbsp;Microsoft Corp. | 3.125% | &nbsp;&nbsp;&nbsp;&nbsp; 12/6/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7964 | &nbsp;&nbsp;&nbsp;&nbsp; 9238 |
| &nbsp;&nbsp;&nbsp;Microsoft Corp. | 2.625% | &nbsp;&nbsp;&nbsp;&nbsp; 5/2/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2906 | &nbsp;&nbsp;&nbsp;&nbsp; 3278 |
| &nbsp;&nbsp;&nbsp;Mohawk Capital Finance SA | 1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 6/12/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1400 | &nbsp;&nbsp;&nbsp;&nbsp; 1557 |
| &nbsp;&nbsp;&nbsp;Molson Coors Beverage Co. | 3.800% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6000 | &nbsp;&nbsp;&nbsp;&nbsp; 6934 |
| &nbsp;&nbsp;&nbsp;Molson Coors International LP | 3.440% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1397 | &nbsp;&nbsp;&nbsp;&nbsp; 1015 |
| &nbsp;&nbsp;&nbsp;Mondelez International Holdings Netherlands BV | 0.250% | &nbsp;&nbsp;&nbsp;&nbsp; 9/9/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4637 | &nbsp;&nbsp;&nbsp;&nbsp; 4718 |
| &nbsp;&nbsp;&nbsp;Mondelez International Holdings Netherlands BV | 1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 9/9/41 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3410 | &nbsp;&nbsp;&nbsp;&nbsp; 2559 |
| &nbsp;&nbsp;&nbsp;Mondelez International Inc. | 1.625% | &nbsp;&nbsp;&nbsp;&nbsp; 3/8/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5854 | &nbsp;&nbsp;&nbsp;&nbsp; 6530 |
| &nbsp;&nbsp;&nbsp;Mondelez International Inc. | 0.250% | &nbsp;&nbsp;&nbsp;&nbsp; 3/17/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 35135 | &nbsp;&nbsp;&nbsp;&nbsp; 37118 |
| &nbsp;&nbsp;&nbsp;Mondelez International Inc. | 4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 7/3/31 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 3000 | &nbsp;&nbsp;&nbsp;&nbsp; 2268 |
| &nbsp;&nbsp;&nbsp;Mondelez International Inc. | 0.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/17/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 700 | &nbsp;&nbsp;&nbsp;&nbsp; 644 |
| &nbsp;&nbsp;&nbsp;Mondelez International Inc. | 2.375% | &nbsp;&nbsp;&nbsp;&nbsp; 3/6/35 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1525 | &nbsp;&nbsp;&nbsp;&nbsp; 1532 |
| &nbsp;&nbsp;&nbsp;Moody's Corp. | 0.950% | &nbsp;&nbsp;&nbsp;&nbsp; 2/25/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6108 | &nbsp;&nbsp;&nbsp;&nbsp; 6309 |
| &nbsp;&nbsp;&nbsp;Morgan Stanley | 1.375% | &nbsp;&nbsp;&nbsp;&nbsp; 10/27/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4300 | &nbsp;&nbsp;&nbsp;&nbsp; 4794 |
| &nbsp;&nbsp;&nbsp;Morgan Stanley | 1.875% | &nbsp;&nbsp;&nbsp;&nbsp; 4/27/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4887 | &nbsp;&nbsp;&nbsp;&nbsp; 5456 |
| &nbsp;&nbsp;&nbsp;Morgan Stanley | 1.779% | &nbsp;&nbsp;&nbsp;&nbsp; 8/4/27 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 3891 | &nbsp;&nbsp;&nbsp;&nbsp; 2773 |
| &nbsp;&nbsp;&nbsp;Morgan Stanley | 0.406% | &nbsp;&nbsp;&nbsp;&nbsp; 10/29/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 15920 | &nbsp;&nbsp;&nbsp;&nbsp; 17427 |
| &nbsp;&nbsp;&nbsp;Morgan Stanley | 0.495% | &nbsp;&nbsp;&nbsp;&nbsp; 10/26/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 15981 | &nbsp;&nbsp;&nbsp;&nbsp; 16609 |
| &nbsp;&nbsp;&nbsp;Morgan Stanley | 0.497% | &nbsp;&nbsp;&nbsp;&nbsp; 2/7/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10880 | &nbsp;&nbsp;&nbsp;&nbsp; 10845 |
| &nbsp;&nbsp;&nbsp;Morgan Stanley | 2.950% | &nbsp;&nbsp;&nbsp;&nbsp; 5/7/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6100 | &nbsp;&nbsp;&nbsp;&nbsp; 6727 |
| &nbsp;&nbsp;&nbsp;Morgan Stanley | 5.789% | &nbsp;&nbsp;&nbsp;&nbsp; 11/18/33 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 13700 | &nbsp;&nbsp;&nbsp;&nbsp; 18818 |
| &nbsp;&nbsp;&nbsp;Morgan Stanley | 5.148% | &nbsp;&nbsp;&nbsp;&nbsp; 1/25/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 22000 | &nbsp;&nbsp;&nbsp;&nbsp; 27254 |
| &nbsp;&nbsp;&nbsp;Morgan Stanley | 3.955% | &nbsp;&nbsp;&nbsp;&nbsp; 3/21/35 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 15424 | &nbsp;&nbsp;&nbsp;&nbsp; 17554 |
| &nbsp;&nbsp;&nbsp;Morgan Stanley | 5.213% | &nbsp;&nbsp;&nbsp;&nbsp; 10/24/35 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 5896 | &nbsp;&nbsp;&nbsp;&nbsp; 7637 |
| &nbsp;&nbsp;&nbsp;MSD Netherlands Capital BV | 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/30/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6400 | &nbsp;&nbsp;&nbsp;&nbsp; 7313 |
| &nbsp;&nbsp;&nbsp;MSD Netherlands Capital BV | 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/30/37 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5700 | &nbsp;&nbsp;&nbsp;&nbsp; 6370 |
| &nbsp;&nbsp;&nbsp;MSD Netherlands Capital BV | 3.700% | &nbsp;&nbsp;&nbsp;&nbsp; 5/30/44 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6000 | &nbsp;&nbsp;&nbsp;&nbsp; 6509 |
| &nbsp;&nbsp;&nbsp;MSD Netherlands Capital BV | 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 5/30/54 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2700 | &nbsp;&nbsp;&nbsp;&nbsp; 2826 |
| &nbsp;&nbsp;&nbsp;Nasdaq Inc. | 1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/28/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4688 | &nbsp;&nbsp;&nbsp;&nbsp; 5093 |
| &nbsp;&nbsp;&nbsp;Nasdaq Inc. | 0.875% | &nbsp;&nbsp;&nbsp;&nbsp; 2/13/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7882 | &nbsp;&nbsp;&nbsp;&nbsp; 8083 |
| &nbsp;&nbsp;&nbsp;Nasdaq Inc. | 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7509 | &nbsp;&nbsp;&nbsp;&nbsp; 9037 |
| &nbsp;&nbsp;&nbsp;Nasdaq Inc. | 0.900% | &nbsp;&nbsp;&nbsp;&nbsp; 7/30/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3900 | &nbsp;&nbsp;&nbsp;&nbsp; 3593 |
| &nbsp;&nbsp;&nbsp;National Grid North America Inc. | 1.054% | &nbsp;&nbsp;&nbsp;&nbsp; 1/20/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 13500 | &nbsp;&nbsp;&nbsp;&nbsp; 13596 |
| &nbsp;&nbsp;&nbsp;Nestle Capital Corp. | 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 4/4/34 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp;&nbsp; 1291 |
| &nbsp;&nbsp;&nbsp;Nestle Finance International Ltd. | 0.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/14/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 9000 | &nbsp;&nbsp;&nbsp;&nbsp; 9939 |
| &nbsp;&nbsp;&nbsp;Nestle Finance International Ltd. | 0.125% | &nbsp;&nbsp;&nbsp;&nbsp; 11/12/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6000 | &nbsp;&nbsp;&nbsp;&nbsp; 6449 |
| &nbsp;&nbsp;&nbsp;Nestle Finance International Ltd. | 1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 11/2/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1464 | &nbsp;&nbsp;&nbsp;&nbsp; 1574 |
| &nbsp;&nbsp;&nbsp;Nestle Finance International Ltd. | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4876 | &nbsp;&nbsp;&nbsp;&nbsp; 5269 |
| &nbsp;&nbsp;&nbsp;Nestle Finance International Ltd. | 1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 3/29/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2096 | &nbsp;&nbsp;&nbsp;&nbsp; 2210 |
| &nbsp;&nbsp;&nbsp;Nestle Finance International Ltd. | 0.375% | &nbsp;&nbsp;&nbsp;&nbsp; 5/12/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4000 | &nbsp;&nbsp;&nbsp;&nbsp; 3807 |

---

------

Total International Bond II Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;&nbsp;&nbsp;Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| &nbsp;&nbsp;&nbsp;Nestle Finance International Ltd. | 0.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/3/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 8545 | &nbsp;&nbsp;&nbsp;&nbsp; 7787 |
| &nbsp;&nbsp;&nbsp;Nestle Finance International Ltd. | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/29/35 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3500 | &nbsp;&nbsp;&nbsp;&nbsp; 3380 |
| &nbsp;&nbsp;&nbsp;Nestle Finance International Ltd. | 1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 11/2/37 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2975 | &nbsp;&nbsp;&nbsp;&nbsp; 2784 |
| &nbsp;&nbsp;&nbsp;Nestle Finance International Ltd. | 0.375% | &nbsp;&nbsp;&nbsp;&nbsp; 12/3/40 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3413 | &nbsp;&nbsp;&nbsp;&nbsp; 2430 |
| &nbsp;&nbsp;&nbsp;Nestle Finance International Ltd. | 0.875% | &nbsp;&nbsp;&nbsp;&nbsp; 6/14/41 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 11740 | &nbsp;&nbsp;&nbsp;&nbsp; 9008 |
| &nbsp;&nbsp;&nbsp;Nestle Holdings Inc. | 2.125% | &nbsp;&nbsp;&nbsp;&nbsp; 4/4/27 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 1250 | &nbsp;&nbsp;&nbsp;&nbsp; 1599 |
| &nbsp;&nbsp;&nbsp;Nestle Holdings Inc. | 2.192% | &nbsp;&nbsp;&nbsp;&nbsp; 1/26/29 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 8970 | &nbsp;&nbsp;&nbsp;&nbsp; 6264 |
| &nbsp;&nbsp;&nbsp;Nestle Holdings Inc. | 2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/4/32 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 12000 | &nbsp;&nbsp;&nbsp;&nbsp; 13878 |
| &nbsp;&nbsp;&nbsp;Nestle Holdings Inc. | 5.125% | &nbsp;&nbsp;&nbsp;&nbsp; 9/21/32 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 6784 |
| &nbsp;&nbsp;&nbsp;Nestle Holdings Inc. | 1.375% | &nbsp;&nbsp;&nbsp;&nbsp; 6/23/33 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5151 |
| &nbsp;&nbsp;&nbsp;Nestle SA | 1.875% | &nbsp;&nbsp;&nbsp;&nbsp; 6/28/29 | &nbsp;&nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 6386 |
| &nbsp;&nbsp;&nbsp;Nestle SA | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/28/33 | &nbsp;&nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp;&nbsp; 2646 |
| &nbsp;&nbsp;&nbsp;Nestle SA | 2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 7/14/34 | &nbsp;&nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp; 4900 | &nbsp;&nbsp;&nbsp;&nbsp; 6758 |
| &nbsp;&nbsp;&nbsp;Nestle SA | 2.125% | &nbsp;&nbsp;&nbsp;&nbsp; 6/28/38 | &nbsp;&nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp; 7000 | &nbsp;&nbsp;&nbsp;&nbsp; 9477 |
| &nbsp;&nbsp;&nbsp;Nestle SA | 1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 5/30/40 | &nbsp;&nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp; 2500 | &nbsp;&nbsp;&nbsp;&nbsp; 3267 |
| &nbsp;&nbsp;&nbsp;Netflix Inc. | 3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10000 | &nbsp;&nbsp;&nbsp;&nbsp; 11589 |
| &nbsp;&nbsp;&nbsp;Netflix Inc. | 4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2500 | &nbsp;&nbsp;&nbsp;&nbsp; 3030 |
| &nbsp;&nbsp;&nbsp;Netflix Inc. | 3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 13000 | &nbsp;&nbsp;&nbsp;&nbsp; 15390 |
| &nbsp;&nbsp;&nbsp;Netflix Inc. | 3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5500 | &nbsp;&nbsp;&nbsp;&nbsp; 6453 |
| &nbsp;&nbsp;&nbsp;New York Life Global Funding | 1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 12/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 1276 | &nbsp;&nbsp;&nbsp;&nbsp; 1612 |
| &nbsp;&nbsp;&nbsp;New York Life Global Funding | 0.250% | &nbsp;&nbsp;&nbsp;&nbsp; 1/23/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 8513 | &nbsp;&nbsp;&nbsp;&nbsp; 9302 |
| &nbsp;&nbsp;&nbsp;New York Life Global Funding | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 3635 | &nbsp;&nbsp;&nbsp;&nbsp; 4547 |
| &nbsp;&nbsp;&nbsp;New York Life Global Funding | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/17/28 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 5207 | &nbsp;&nbsp;&nbsp;&nbsp; 3651 |
| &nbsp;&nbsp;&nbsp;New York Life Global Funding | 0.750% | &nbsp;&nbsp;&nbsp;&nbsp; 12/14/28 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp;&nbsp; 2339 |
| &nbsp;&nbsp;&nbsp;New York Life Global Funding | 4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 12/7/29 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 11500 | &nbsp;&nbsp;&nbsp;&nbsp; 15584 |
| &nbsp;&nbsp;&nbsp;New York Life Global Funding | 3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 1/9/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 11000 | &nbsp;&nbsp;&nbsp;&nbsp; 12966 |
| &nbsp;&nbsp;&nbsp;New York Life Global Funding | 3.450% | &nbsp;&nbsp;&nbsp;&nbsp; 1/30/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4200 | &nbsp;&nbsp;&nbsp;&nbsp; 4902 |
| &nbsp;&nbsp;&nbsp;NextEra Energy Capital Holdings Inc. | 2.200% | &nbsp;&nbsp;&nbsp;&nbsp; 12/2/26 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 2210 | &nbsp;&nbsp;&nbsp;&nbsp; 1374 |
| &nbsp;&nbsp;&nbsp;NextEra Energy Capital Holdings Inc. | 4.850% | &nbsp;&nbsp;&nbsp;&nbsp; 4/30/31 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 4500 | &nbsp;&nbsp;&nbsp;&nbsp; 3439 |
| &nbsp;&nbsp;&nbsp;Omnicom Capital Holdings plc | 2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 11/22/33 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 2271 | &nbsp;&nbsp;&nbsp;&nbsp; 2368 |
| &nbsp;&nbsp;&nbsp;Parker-Hannifin Corp. | 2.900% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 9860 | &nbsp;&nbsp;&nbsp;&nbsp; 11097 |
| &nbsp;&nbsp;&nbsp;PepsiCo Inc. | 0.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/18/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1004 | &nbsp;&nbsp;&nbsp;&nbsp; 1105 |
| &nbsp;&nbsp;&nbsp;PepsiCo Inc. | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/6/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5826 | &nbsp;&nbsp;&nbsp;&nbsp; 6224 |
| &nbsp;&nbsp;&nbsp;PepsiCo Inc. | 0.875% | &nbsp;&nbsp;&nbsp;&nbsp; 7/18/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1725 | &nbsp;&nbsp;&nbsp;&nbsp; 1852 |
| &nbsp;&nbsp;&nbsp;PepsiCo Inc. | 1.125% | &nbsp;&nbsp;&nbsp;&nbsp; 3/18/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 957 | &nbsp;&nbsp;&nbsp;&nbsp; 980 |
| &nbsp;&nbsp;&nbsp;PepsiCo Inc. | 0.400% | &nbsp;&nbsp;&nbsp;&nbsp; 10/9/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6172 | &nbsp;&nbsp;&nbsp;&nbsp; 5767 |
| &nbsp;&nbsp;&nbsp;PepsiCo Inc. | 0.750% | &nbsp;&nbsp;&nbsp;&nbsp; 10/14/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3455 | &nbsp;&nbsp;&nbsp;&nbsp; 3202 |
| &nbsp;&nbsp;&nbsp;PepsiCo Inc. | 0.875% | &nbsp;&nbsp;&nbsp;&nbsp; 10/16/39 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4868 | &nbsp;&nbsp;&nbsp;&nbsp; 3848 |
| &nbsp;&nbsp;&nbsp;PepsiCo Inc. | 1.050% | &nbsp;&nbsp;&nbsp;&nbsp; 10/9/50 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3093 | &nbsp;&nbsp;&nbsp;&nbsp; 1980 |
| &nbsp;&nbsp;&nbsp;Pfizer Inc. | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/6/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1635 | &nbsp;&nbsp;&nbsp;&nbsp; 1811 |
| &nbsp;&nbsp;&nbsp;Pfizer Inc. | 2.735% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 5207 | &nbsp;&nbsp;&nbsp;&nbsp; 4566 |
| &nbsp;&nbsp;&nbsp;Philip Morris International Inc. | 2.875% | &nbsp;&nbsp;&nbsp;&nbsp; 5/14/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1228 | &nbsp;&nbsp;&nbsp;&nbsp; 1394 |
| &nbsp;&nbsp;&nbsp;Philip Morris International Inc. | 0.800% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4461 | &nbsp;&nbsp;&nbsp;&nbsp; 4329 |
| &nbsp;&nbsp;&nbsp;Philip Morris International Inc. | 3.125% | &nbsp;&nbsp;&nbsp;&nbsp; 6/3/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 452 | &nbsp;&nbsp;&nbsp;&nbsp; 499 |
| &nbsp;&nbsp;&nbsp;Philip Morris International Inc. | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/9/36 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2910 | &nbsp;&nbsp;&nbsp;&nbsp; 2733 |
| &nbsp;&nbsp;&nbsp;Philip Morris International Inc. | 1.875% | &nbsp;&nbsp;&nbsp;&nbsp; 11/6/37 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1237 | &nbsp;&nbsp;&nbsp;&nbsp; 1092 |
| &nbsp;&nbsp;&nbsp;Philip Morris International Inc. | 1.450% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/39 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7998 | &nbsp;&nbsp;&nbsp;&nbsp; 6427 |
| &nbsp;&nbsp;&nbsp;PPG Industries Inc. | 1.400% | &nbsp;&nbsp;&nbsp;&nbsp; 3/13/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp; 111 |
| &nbsp;&nbsp;&nbsp;PPG Industries Inc. | 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3306 | &nbsp;&nbsp;&nbsp;&nbsp; 3711 |
| &nbsp;&nbsp;&nbsp;PPG Industries Inc. | 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 3/4/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5612 |
| &nbsp;&nbsp;&nbsp;Procter & Gamble Co. | 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 8/2/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6625 | &nbsp;&nbsp;&nbsp;&nbsp; 7578 |
| &nbsp;&nbsp;&nbsp;Procter & Gamble Co. | 4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 5/11/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5949 |
| &nbsp;&nbsp;&nbsp;Procter & Gamble Co. | 1.200% | &nbsp;&nbsp;&nbsp;&nbsp; 10/30/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2321 | &nbsp;&nbsp;&nbsp;&nbsp; 2523 |
| &nbsp;&nbsp;&nbsp;Procter & Gamble Co. | 1.800% | &nbsp;&nbsp;&nbsp;&nbsp; 5/3/29 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 2198 | &nbsp;&nbsp;&nbsp;&nbsp; 2684 |
| &nbsp;&nbsp;&nbsp;Procter & Gamble Co. | 1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 10/25/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3459 | &nbsp;&nbsp;&nbsp;&nbsp; 3715 |
| &nbsp;&nbsp;&nbsp;Procter & Gamble Co. | 0.350% | &nbsp;&nbsp;&nbsp;&nbsp; 5/5/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10000 | &nbsp;&nbsp;&nbsp;&nbsp; 10121 |
| &nbsp;&nbsp;&nbsp;Procter & Gamble Co. | 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 8/2/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3000 | &nbsp;&nbsp;&nbsp;&nbsp; 3487 |
| &nbsp;&nbsp;&nbsp;Procter & Gamble Co. | 1.875% | &nbsp;&nbsp;&nbsp;&nbsp; 10/30/38 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1184 | &nbsp;&nbsp;&nbsp;&nbsp; 1139 |
| &nbsp;&nbsp;&nbsp;Prologis Euro Finance LLC | 0.250% | &nbsp;&nbsp;&nbsp;&nbsp; 9/10/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6272 | &nbsp;&nbsp;&nbsp;&nbsp; 6688 |
| &nbsp;&nbsp;&nbsp;Prologis Euro Finance LLC | 0.375% | &nbsp;&nbsp;&nbsp;&nbsp; 2/6/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2771 | &nbsp;&nbsp;&nbsp;&nbsp; 2950 |
| &nbsp;&nbsp;&nbsp;Prologis Euro Finance LLC | 1.875% | &nbsp;&nbsp;&nbsp;&nbsp; 1/5/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5579 | &nbsp;&nbsp;&nbsp;&nbsp; 6110 |
| &nbsp;&nbsp;&nbsp;Prologis Euro Finance LLC | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/8/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7033 | &nbsp;&nbsp;&nbsp;&nbsp; 7440 |
| &nbsp;&nbsp;&nbsp;Prologis Euro Finance LLC | 0.625% | &nbsp;&nbsp;&nbsp;&nbsp; 9/10/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3031 | &nbsp;&nbsp;&nbsp;&nbsp; 2907 |
| &nbsp;&nbsp;&nbsp;Prologis Euro Finance LLC | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 2/16/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4603 | &nbsp;&nbsp;&nbsp;&nbsp; 4345 |
| &nbsp;&nbsp;&nbsp;Prologis Euro Finance LLC | 4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 5/23/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 9700 | &nbsp;&nbsp;&nbsp;&nbsp; 11851 |
| &nbsp;&nbsp;&nbsp;Prologis Euro Finance LLC | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 2/8/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2100 | &nbsp;&nbsp;&nbsp;&nbsp; 1994 |
| &nbsp;&nbsp;&nbsp;Prologis Euro Finance LLC | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/5/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2800 | &nbsp;&nbsp;&nbsp;&nbsp; 3229 |
| &nbsp;&nbsp;&nbsp;Prologis Euro Finance LLC | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/6/35 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1590 | &nbsp;&nbsp;&nbsp;&nbsp; 1403 |
| &nbsp;&nbsp;&nbsp;Prologis Euro Finance LLC | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/16/41 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3470 | &nbsp;&nbsp;&nbsp;&nbsp; 2451 |
| &nbsp;&nbsp;&nbsp;Prologis Euro Finance LLC | 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 1/31/43 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp;&nbsp; 2185 |

---

------

Total International Bond II Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;&nbsp;&nbsp;Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| &nbsp;&nbsp;&nbsp;Prologis Euro Finance LLC | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 9/10/49 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1481 | &nbsp;&nbsp;&nbsp;&nbsp; 948 |
| &nbsp;&nbsp;&nbsp;Prologis LP | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/2/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 822 | &nbsp;&nbsp;&nbsp;&nbsp; 934 |
| &nbsp;&nbsp;&nbsp;Prologis LP | 4.700% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 3295 | &nbsp;&nbsp;&nbsp;&nbsp; 2483 |
| &nbsp;&nbsp;&nbsp;Prologis LP | 2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/30/29 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 5549 | &nbsp;&nbsp;&nbsp;&nbsp; 6717 |
| &nbsp;&nbsp;&nbsp;Prologis LP | 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2100 | &nbsp;&nbsp;&nbsp;&nbsp; 1626 |
| &nbsp;&nbsp;&nbsp;Prologis LP | 4.200% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 21375 | &nbsp;&nbsp;&nbsp;&nbsp; 15486 |
| &nbsp;&nbsp;&nbsp;Public Storage Operating Co. | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 9/9/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4259 | &nbsp;&nbsp;&nbsp;&nbsp; 4190 |
| &nbsp;&nbsp;&nbsp;Public Storage Operating Co. | 0.875% | &nbsp;&nbsp;&nbsp;&nbsp; 1/24/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3324 | &nbsp;&nbsp;&nbsp;&nbsp; 3170 |
| &nbsp;&nbsp;&nbsp;Realty Income Corp. | 1.875% | &nbsp;&nbsp;&nbsp;&nbsp; 1/14/27 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 1176 | &nbsp;&nbsp;&nbsp;&nbsp; 1489 |
| &nbsp;&nbsp;&nbsp;Realty Income Corp. | 1.125% | &nbsp;&nbsp;&nbsp;&nbsp; 7/13/27 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 6862 | &nbsp;&nbsp;&nbsp;&nbsp; 8436 |
| &nbsp;&nbsp;&nbsp;Realty Income Corp. | 4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 7/6/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6769 | &nbsp;&nbsp;&nbsp;&nbsp; 8233 |
| &nbsp;&nbsp;&nbsp;Realty Income Corp. | 1.625% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp;&nbsp; 2197 |
| &nbsp;&nbsp;&nbsp;Realty Income Corp. | 5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 12/5/31 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 3077 | &nbsp;&nbsp;&nbsp;&nbsp; 4171 |
| &nbsp;&nbsp;&nbsp;Realty Income Corp. | 1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 7/13/33 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 1257 | &nbsp;&nbsp;&nbsp;&nbsp; 1265 |
| &nbsp;&nbsp;&nbsp;Realty Income Corp. | 5.125% | &nbsp;&nbsp;&nbsp;&nbsp; 7/6/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4000 | &nbsp;&nbsp;&nbsp;&nbsp; 4957 |
| &nbsp;&nbsp;&nbsp;Realty Income Corp. | 6.000% | &nbsp;&nbsp;&nbsp;&nbsp; 12/5/39 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 4614 | &nbsp;&nbsp;&nbsp;&nbsp; 6027 |
| &nbsp;&nbsp;&nbsp;Realty Income Corp. | 2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 1/14/42 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 1254 | &nbsp;&nbsp;&nbsp;&nbsp; 1040 |
| &nbsp;&nbsp;&nbsp;Revvity Inc. | 1.875% | &nbsp;&nbsp;&nbsp;&nbsp; 7/19/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2277 | &nbsp;&nbsp;&nbsp;&nbsp; 2551 |
| &nbsp;&nbsp;&nbsp;Roche Finance Europe BV | 3.564% | &nbsp;&nbsp;&nbsp;&nbsp; 5/3/44 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4550 | &nbsp;&nbsp;&nbsp;&nbsp; 4980 |
| &nbsp;&nbsp;&nbsp;Roche Kapitalmarkt AG | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/23/32 | &nbsp;&nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 6607 |
| &nbsp;&nbsp;&nbsp;Roche Kapitalmarkt AG | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/25/37 | &nbsp;&nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp; 7000 | &nbsp;&nbsp;&nbsp;&nbsp; 8465 |
| &nbsp;&nbsp;&nbsp;RTX Corp. | 2.150% | &nbsp;&nbsp;&nbsp;&nbsp; 5/18/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7184 | &nbsp;&nbsp;&nbsp;&nbsp; 7773 |
| &nbsp;&nbsp;&nbsp;Sanofi SA | 1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 9/10/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 13600 | &nbsp;&nbsp;&nbsp;&nbsp; 15288 |
| &nbsp;&nbsp;&nbsp;Sanofi SA | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 1/13/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp; 110 |
| &nbsp;&nbsp;&nbsp;Sanofi SA | 1.125% | &nbsp;&nbsp;&nbsp;&nbsp; 4/5/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5200 | &nbsp;&nbsp;&nbsp;&nbsp; 5693 |
| &nbsp;&nbsp;&nbsp;Sanofi SA | 0.875% | &nbsp;&nbsp;&nbsp;&nbsp; 3/21/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5318 |
| &nbsp;&nbsp;&nbsp;Sanofi SA | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 13400 | &nbsp;&nbsp;&nbsp;&nbsp; 14416 |
| &nbsp;&nbsp;&nbsp;Sanofi SA | 1.875% | &nbsp;&nbsp;&nbsp;&nbsp; 3/21/38 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3700 | &nbsp;&nbsp;&nbsp;&nbsp; 3553 |
| &nbsp;&nbsp;&nbsp;Schlumberger Finance BV | 0.250% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6913 | &nbsp;&nbsp;&nbsp;&nbsp; 7426 |
| &nbsp;&nbsp;&nbsp;Schlumberger Finance BV | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4913 | &nbsp;&nbsp;&nbsp;&nbsp; 4691 |
| &nbsp;&nbsp;&nbsp;Schlumberger Finance BV | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/6/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2981 | &nbsp;&nbsp;&nbsp;&nbsp; 3098 |
| &nbsp;&nbsp;&nbsp;Schneider Electric SE | 1.375% | &nbsp;&nbsp;&nbsp;&nbsp; 6/21/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7200 | &nbsp;&nbsp;&nbsp;&nbsp; 7983 |
| &nbsp;&nbsp;&nbsp;Schneider Electric SE | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5400 | &nbsp;&nbsp;&nbsp;&nbsp; 5978 |
| &nbsp;&nbsp;&nbsp;Schneider Electric SE | 0.250% | &nbsp;&nbsp;&nbsp;&nbsp; 3/11/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4400 | &nbsp;&nbsp;&nbsp;&nbsp; 4571 |
| &nbsp;&nbsp;&nbsp;Schneider Electric SE | 3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 4/13/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7000 | &nbsp;&nbsp;&nbsp;&nbsp; 8016 |
| &nbsp;&nbsp;&nbsp;Schneider Electric SE | 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 10/10/35 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6000 | &nbsp;&nbsp;&nbsp;&nbsp; 6693 |
| &nbsp;&nbsp;&nbsp;Schneider Electric SE | 3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 9/3/36 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7000 | &nbsp;&nbsp;&nbsp;&nbsp; 7853 |
| &nbsp;&nbsp;&nbsp;Signify NV | 2.375% | &nbsp;&nbsp;&nbsp;&nbsp; 5/11/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4450 | &nbsp;&nbsp;&nbsp;&nbsp; 4980 |
| &nbsp;&nbsp;&nbsp;Simon International Finance SCA | 1.125% | &nbsp;&nbsp;&nbsp;&nbsp; 3/19/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4679 | &nbsp;&nbsp;&nbsp;&nbsp; 4457 |
| &nbsp;&nbsp;&nbsp;Southern Co. | 1.875% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/81 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3776 | &nbsp;&nbsp;&nbsp;&nbsp; 4031 |
| &nbsp;&nbsp;&nbsp;Southern Power Co. | 1.850% | &nbsp;&nbsp;&nbsp;&nbsp; 6/20/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5229 | &nbsp;&nbsp;&nbsp;&nbsp; 5890 |
| &nbsp;&nbsp;&nbsp;Stellantis NV | 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3400 | &nbsp;&nbsp;&nbsp;&nbsp; 3856 |
| &nbsp;&nbsp;&nbsp;Stellantis NV | 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 7/7/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6423 | &nbsp;&nbsp;&nbsp;&nbsp; 7560 |
| &nbsp;&nbsp;&nbsp;Stellantis NV | 0.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/18/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3000 | &nbsp;&nbsp;&nbsp;&nbsp; 3094 |
| &nbsp;&nbsp;&nbsp;Stellantis NV | 1.125% | &nbsp;&nbsp;&nbsp;&nbsp; 9/18/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4000 | &nbsp;&nbsp;&nbsp;&nbsp; 4118 |
| &nbsp;&nbsp;&nbsp;Stellantis NV | 4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 3/14/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5855 |
| &nbsp;&nbsp;&nbsp;Stellantis NV | 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/16/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 12900 | &nbsp;&nbsp;&nbsp;&nbsp; 14830 |
| &nbsp;&nbsp;&nbsp;Stellantis NV | 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5500 | &nbsp;&nbsp;&nbsp;&nbsp; 5705 |
| &nbsp;&nbsp;&nbsp;Stellantis NV | 1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/20/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10052 | &nbsp;&nbsp;&nbsp;&nbsp; 9054 |
| &nbsp;&nbsp;&nbsp;Stryker Corp. | 2.125% | &nbsp;&nbsp;&nbsp;&nbsp; 11/30/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6957 | &nbsp;&nbsp;&nbsp;&nbsp; 7784 |
| &nbsp;&nbsp;&nbsp;Stryker Corp. | 3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 12/11/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4478 | &nbsp;&nbsp;&nbsp;&nbsp; 5176 |
| &nbsp;&nbsp;&nbsp;Stryker Corp. | 0.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 9500 | &nbsp;&nbsp;&nbsp;&nbsp; 9971 |
| &nbsp;&nbsp;&nbsp;Stryker Corp. | 2.625% | &nbsp;&nbsp;&nbsp;&nbsp; 11/30/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5048 | &nbsp;&nbsp;&nbsp;&nbsp; 5599 |
| &nbsp;&nbsp;&nbsp;Stryker Corp. | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 12/3/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5365 | &nbsp;&nbsp;&nbsp;&nbsp; 5298 |
| &nbsp;&nbsp;&nbsp;Stryker Corp. | 3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 9/11/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3500 | &nbsp;&nbsp;&nbsp;&nbsp; 3971 |
| &nbsp;&nbsp;&nbsp;Stryker Corp. | 3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 9/11/36 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3500 | &nbsp;&nbsp;&nbsp;&nbsp; 3897 |
| &nbsp;&nbsp;&nbsp;Swiss Re Finance UK plc | 2.714% | &nbsp;&nbsp;&nbsp;&nbsp; 6/4/52 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2900 | &nbsp;&nbsp;&nbsp;&nbsp; 3017 |
| &nbsp;&nbsp;&nbsp;Thermo Fisher Scientific Finance I BV | 0.800% | &nbsp;&nbsp;&nbsp;&nbsp; 10/18/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5286 | &nbsp;&nbsp;&nbsp;&nbsp; 5362 |
| &nbsp;&nbsp;&nbsp;Thermo Fisher Scientific Finance I BV | 1.125% | &nbsp;&nbsp;&nbsp;&nbsp; 10/18/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 14731 | &nbsp;&nbsp;&nbsp;&nbsp; 14049 |
| &nbsp;&nbsp;&nbsp;Thermo Fisher Scientific Finance I BV | 1.625% | &nbsp;&nbsp;&nbsp;&nbsp; 10/18/41 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6747 | &nbsp;&nbsp;&nbsp;&nbsp; 5441 |
| &nbsp;&nbsp;&nbsp;Thermo Fisher Scientific Finance I BV | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/18/51 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7000 | &nbsp;&nbsp;&nbsp;&nbsp; 5114 |
| &nbsp;&nbsp;&nbsp;Thermo Fisher Scientific Inc. | 1.450% | &nbsp;&nbsp;&nbsp;&nbsp; 3/16/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3500 | &nbsp;&nbsp;&nbsp;&nbsp; 3895 |
| &nbsp;&nbsp;&nbsp;Thermo Fisher Scientific Inc. | 1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1455 | &nbsp;&nbsp;&nbsp;&nbsp; 1628 |
| &nbsp;&nbsp;&nbsp;Thermo Fisher Scientific Inc. | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1899 | &nbsp;&nbsp;&nbsp;&nbsp; 2032 |
| &nbsp;&nbsp;&nbsp;Thermo Fisher Scientific Inc. | 1.375% | &nbsp;&nbsp;&nbsp;&nbsp; 9/12/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 552 | &nbsp;&nbsp;&nbsp;&nbsp; 600 |
| &nbsp;&nbsp;&nbsp;Thermo Fisher Scientific Inc. | 1.950% | &nbsp;&nbsp;&nbsp;&nbsp; 7/24/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5490 |
| &nbsp;&nbsp;&nbsp;Thermo Fisher Scientific Inc. | 0.875% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 11000 | &nbsp;&nbsp;&nbsp;&nbsp; 10909 |
| &nbsp;&nbsp;&nbsp;Thermo Fisher Scientific Inc. | 3.650% | &nbsp;&nbsp;&nbsp;&nbsp; 11/21/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2800 | &nbsp;&nbsp;&nbsp;&nbsp; 3241 |
| &nbsp;&nbsp;&nbsp;Thermo Fisher Scientific Inc. | 2.875% | &nbsp;&nbsp;&nbsp;&nbsp; 7/24/37 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3289 | &nbsp;&nbsp;&nbsp;&nbsp; 3453 |
| &nbsp;&nbsp;&nbsp;Thermo Fisher Scientific Inc. | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/39 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1906 | &nbsp;&nbsp;&nbsp;&nbsp; 1585 |

---

------

Total International Bond II Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;&nbsp;&nbsp;Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| &nbsp;&nbsp;&nbsp;Thermo Fisher Scientific Inc. | 1.875% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2819 | &nbsp;&nbsp;&nbsp;&nbsp; 2060 |
| &nbsp;&nbsp;&nbsp;Time Warner Cable LLC | 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 2863 | &nbsp;&nbsp;&nbsp;&nbsp; 3101 |
| &nbsp;&nbsp;&nbsp;T-Mobile USA Inc. | 3.550% | &nbsp;&nbsp;&nbsp;&nbsp; 5/8/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5200 | &nbsp;&nbsp;&nbsp;&nbsp; 6043 |
| &nbsp;&nbsp;&nbsp;T-Mobile USA Inc. | 3.150% | &nbsp;&nbsp;&nbsp;&nbsp; 2/11/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5561 |
| &nbsp;&nbsp;&nbsp;T-Mobile USA Inc. | 3.700% | &nbsp;&nbsp;&nbsp;&nbsp; 5/8/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6000 | &nbsp;&nbsp;&nbsp;&nbsp; 6918 |
| &nbsp;&nbsp;&nbsp;T-Mobile USA Inc. | 3.850% | &nbsp;&nbsp;&nbsp;&nbsp; 5/8/36 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2900 | &nbsp;&nbsp;&nbsp;&nbsp; 3274 |
| &nbsp;&nbsp;&nbsp;T-Mobile USA Inc. | 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 2/11/37 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5405 |
| &nbsp;&nbsp;&nbsp;T-Mobile USA Inc. | 3.800% | &nbsp;&nbsp;&nbsp;&nbsp; 2/11/45 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3000 | &nbsp;&nbsp;&nbsp;&nbsp; 3116 |
| &nbsp;&nbsp;&nbsp;Toyota Motor Credit Corp. | 0.750% | &nbsp;&nbsp;&nbsp;&nbsp; 11/19/26 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 4376 | &nbsp;&nbsp;&nbsp;&nbsp; 5479 |
| &nbsp;&nbsp;&nbsp;Toyota Motor Credit Corp. | 0.125% | &nbsp;&nbsp;&nbsp;&nbsp; 11/5/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 11552 | &nbsp;&nbsp;&nbsp;&nbsp; 12333 |
| &nbsp;&nbsp;&nbsp;Toyota Motor Credit Corp. | 4.050% | &nbsp;&nbsp;&nbsp;&nbsp; 9/13/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10800 | &nbsp;&nbsp;&nbsp;&nbsp; 12771 |
| &nbsp;&nbsp;&nbsp;Toyota Motor Credit Corp. | 3.850% | &nbsp;&nbsp;&nbsp;&nbsp; 7/24/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5800 | &nbsp;&nbsp;&nbsp;&nbsp; 6806 |
| &nbsp;&nbsp;&nbsp;Toyota Motor Credit Corp. | 3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7500 | &nbsp;&nbsp;&nbsp;&nbsp; 8685 |
| &nbsp;&nbsp;&nbsp;Trillium Windpower LP | 5.803% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 237 | &nbsp;&nbsp;&nbsp;&nbsp; 178 |
| &nbsp;&nbsp;&nbsp;Tyco Electronics Group SA | 0.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/16/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2756 | &nbsp;&nbsp;&nbsp;&nbsp; 2824 |
| &nbsp;&nbsp;&nbsp;United Parcel Service Inc. | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6000 | &nbsp;&nbsp;&nbsp;&nbsp; 6421 |
| &nbsp;&nbsp;&nbsp;United Parcel Service Inc. | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1590 | &nbsp;&nbsp;&nbsp;&nbsp; 1637 |
| &nbsp;&nbsp;&nbsp;United Parcel Service Inc. | 5.125% | &nbsp;&nbsp;&nbsp;&nbsp; 2/12/50 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 500 | &nbsp;&nbsp;&nbsp;&nbsp; 607 |
| &nbsp;&nbsp;&nbsp;Upjohn Finance BV | 1.362% | &nbsp;&nbsp;&nbsp;&nbsp; 6/23/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6910 | &nbsp;&nbsp;&nbsp;&nbsp; 7584 |
| &nbsp;&nbsp;&nbsp;Upjohn Finance BV | 1.908% | &nbsp;&nbsp;&nbsp;&nbsp; 6/23/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5210 | &nbsp;&nbsp;&nbsp;&nbsp; 5046 |
| &nbsp;&nbsp;&nbsp;Utah Acquisition Sub Inc. | 3.125% | &nbsp;&nbsp;&nbsp;&nbsp; 11/22/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4833 | &nbsp;&nbsp;&nbsp;&nbsp; 5443 |
| &nbsp;&nbsp;&nbsp;Ventas Canada Finance Ltd. | 2.450% | &nbsp;&nbsp;&nbsp;&nbsp; 1/4/27 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1000 | &nbsp;&nbsp;&nbsp;&nbsp; 714 |
| &nbsp;&nbsp;&nbsp;Ventas Canada Finance Ltd. | 5.100% | &nbsp;&nbsp;&nbsp;&nbsp; 3/5/29 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 3671 | &nbsp;&nbsp;&nbsp;&nbsp; 2781 |
| &nbsp;&nbsp;&nbsp;Verizon Communications Inc. | 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 8/17/27 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 7000 | &nbsp;&nbsp;&nbsp;&nbsp; 4509 |
| &nbsp;&nbsp;&nbsp;Verizon Communications Inc. | 2.375% | &nbsp;&nbsp;&nbsp;&nbsp; 3/22/28 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 10107 | &nbsp;&nbsp;&nbsp;&nbsp; 7158 |
| &nbsp;&nbsp;&nbsp;Verizon Communications Inc. | 2.350% | &nbsp;&nbsp;&nbsp;&nbsp; 3/23/28 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 600 | &nbsp;&nbsp;&nbsp;&nbsp; 363 |
| &nbsp;&nbsp;&nbsp;Verizon Communications Inc. | 1.125% | &nbsp;&nbsp;&nbsp;&nbsp; 11/3/28 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 9303 | &nbsp;&nbsp;&nbsp;&nbsp; 11006 |
| &nbsp;&nbsp;&nbsp;Verizon Communications Inc. | 0.375% | &nbsp;&nbsp;&nbsp;&nbsp; 3/22/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 12083 | &nbsp;&nbsp;&nbsp;&nbsp; 12470 |
| &nbsp;&nbsp;&nbsp;Verizon Communications Inc. | 1.875% | &nbsp;&nbsp;&nbsp;&nbsp; 10/26/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 951 | &nbsp;&nbsp;&nbsp;&nbsp; 1031 |
| &nbsp;&nbsp;&nbsp;Verizon Communications Inc. | 1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 4/8/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1213 | &nbsp;&nbsp;&nbsp;&nbsp; 1265 |
| &nbsp;&nbsp;&nbsp;Verizon Communications Inc. | 1.875% | &nbsp;&nbsp;&nbsp;&nbsp; 9/19/30 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 2322 | &nbsp;&nbsp;&nbsp;&nbsp; 2649 |
| &nbsp;&nbsp;&nbsp;Verizon Communications Inc. | 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 10/31/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7000 | &nbsp;&nbsp;&nbsp;&nbsp; 8380 |
| &nbsp;&nbsp;&nbsp;Verizon Communications Inc. | 2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/8/31 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 466 | &nbsp;&nbsp;&nbsp;&nbsp; 541 |
| &nbsp;&nbsp;&nbsp;Verizon Communications Inc. | 2.625% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3291 | &nbsp;&nbsp;&nbsp;&nbsp; 3598 |
| &nbsp;&nbsp;&nbsp;Verizon Communications Inc. | 0.875% | &nbsp;&nbsp;&nbsp;&nbsp; 3/19/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 12276 | &nbsp;&nbsp;&nbsp;&nbsp; 11833 |
| &nbsp;&nbsp;&nbsp;Verizon Communications Inc. | 0.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/22/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10098 | &nbsp;&nbsp;&nbsp;&nbsp; 9621 |
| &nbsp;&nbsp;&nbsp;Verizon Communications Inc. | 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/28/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4300 | &nbsp;&nbsp;&nbsp;&nbsp; 4897 |
| &nbsp;&nbsp;&nbsp;Verizon Communications Inc. | 1.300% | &nbsp;&nbsp;&nbsp;&nbsp; 5/18/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7229 | &nbsp;&nbsp;&nbsp;&nbsp; 6940 |
| &nbsp;&nbsp;&nbsp;Verizon Communications Inc. | 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 2/17/34 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp;&nbsp; 2527 |
| &nbsp;&nbsp;&nbsp;Verizon Communications Inc. | 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 10/31/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 16167 | &nbsp;&nbsp;&nbsp;&nbsp; 19842 |
| &nbsp;&nbsp;&nbsp;Verizon Communications Inc. | 1.125% | &nbsp;&nbsp;&nbsp;&nbsp; 9/19/35 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5296 | &nbsp;&nbsp;&nbsp;&nbsp; 4661 |
| &nbsp;&nbsp;&nbsp;Verizon Communications Inc. | 3.125% | &nbsp;&nbsp;&nbsp;&nbsp; 11/2/35 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 2029 | &nbsp;&nbsp;&nbsp;&nbsp; 2179 |
| &nbsp;&nbsp;&nbsp;Verizon Communications Inc. | 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 2/28/36 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 9700 | &nbsp;&nbsp;&nbsp;&nbsp; 10876 |
| &nbsp;&nbsp;&nbsp;Verizon Communications Inc. | 3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 10/27/36 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 5326 | &nbsp;&nbsp;&nbsp;&nbsp; 5719 |
| &nbsp;&nbsp;&nbsp;Verizon Communications Inc. | 2.875% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4785 | &nbsp;&nbsp;&nbsp;&nbsp; 4819 |
| &nbsp;&nbsp;&nbsp;Verizon Communications Inc. | 1.875% | &nbsp;&nbsp;&nbsp;&nbsp; 11/3/38 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 4106 | &nbsp;&nbsp;&nbsp;&nbsp; 3509 |
| &nbsp;&nbsp;&nbsp;Verizon Communications Inc. | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 9/19/39 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2345 | &nbsp;&nbsp;&nbsp;&nbsp; 1939 |
| &nbsp;&nbsp;&nbsp;Verizon Communications Inc. | 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 11/4/39 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 5500 | &nbsp;&nbsp;&nbsp;&nbsp; 2596 |
| &nbsp;&nbsp;&nbsp;Verizon Communications Inc. | 1.850% | &nbsp;&nbsp;&nbsp;&nbsp; 5/18/40 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1696 | &nbsp;&nbsp;&nbsp;&nbsp; 1439 |
| &nbsp;&nbsp;&nbsp;Verizon Communications Inc. | 3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 5/16/50 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2880 | &nbsp;&nbsp;&nbsp;&nbsp; 1649 |
| &nbsp;&nbsp;&nbsp;Visa Inc. | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2700 | &nbsp;&nbsp;&nbsp;&nbsp; 3031 |
| &nbsp;&nbsp;&nbsp;Visa Inc. | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 13500 | &nbsp;&nbsp;&nbsp;&nbsp; 14920 |
| &nbsp;&nbsp;&nbsp;Visa Inc. | 2.375% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4500 | &nbsp;&nbsp;&nbsp;&nbsp; 4791 |
| &nbsp;&nbsp;&nbsp;Wabtec Transportation Netherlands BV | 1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 12/3/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2757 | &nbsp;&nbsp;&nbsp;&nbsp; 3008 |
| &nbsp;&nbsp;&nbsp;Walmart Inc. | 4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 9/21/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5252 | &nbsp;&nbsp;&nbsp;&nbsp; 6504 |
| &nbsp;&nbsp;&nbsp;Walmart Inc. | 5.625% | &nbsp;&nbsp;&nbsp;&nbsp; 3/27/34 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 6045 | &nbsp;&nbsp;&nbsp;&nbsp; 8507 |
| &nbsp;&nbsp;&nbsp;Walt Disney Co. | 3.057% | &nbsp;&nbsp;&nbsp;&nbsp; 3/30/27 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 7275 | &nbsp;&nbsp;&nbsp;&nbsp; 5272 |
| &nbsp;&nbsp;&nbsp;Warnermedia Holdings Inc. | 4.302% | &nbsp;&nbsp;&nbsp;&nbsp; 1/17/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4820 | &nbsp;&nbsp;&nbsp;&nbsp; 5441 |
| &nbsp;&nbsp;&nbsp;Warnermedia Holdings Inc. | 4.693% | &nbsp;&nbsp;&nbsp;&nbsp; 5/17/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4500 | &nbsp;&nbsp;&nbsp;&nbsp; 4894 |
| &nbsp;&nbsp;&nbsp;Waste Management of Canada Corp. | 2.600% | &nbsp;&nbsp;&nbsp;&nbsp; 9/23/26 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1897 | &nbsp;&nbsp;&nbsp;&nbsp; 1366 |
| &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | 2.975% | &nbsp;&nbsp;&nbsp;&nbsp; 5/19/26 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2448 | &nbsp;&nbsp;&nbsp;&nbsp; 1772 |
| &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | 1.375% | &nbsp;&nbsp;&nbsp;&nbsp; 10/26/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 16502 | &nbsp;&nbsp;&nbsp;&nbsp; 18397 |
| &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/2/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 11763 | &nbsp;&nbsp;&nbsp;&nbsp; 12945 |
| &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | 2.493% | &nbsp;&nbsp;&nbsp;&nbsp; 2/18/27 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 8596 | &nbsp;&nbsp;&nbsp;&nbsp; 6158 |
| &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/24/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 9725 | &nbsp;&nbsp;&nbsp;&nbsp; 10760 |
| &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | 3.473% | &nbsp;&nbsp;&nbsp;&nbsp; 4/26/28 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 300 | &nbsp;&nbsp;&nbsp;&nbsp; 390 |
| &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | 5.083% | &nbsp;&nbsp;&nbsp;&nbsp; 4/26/28 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 6275 | &nbsp;&nbsp;&nbsp;&nbsp; 4704 |
| &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 9/12/29 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 2155 | &nbsp;&nbsp;&nbsp;&nbsp; 2724 |
| &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | 1.741% | &nbsp;&nbsp;&nbsp;&nbsp; 5/4/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4913 | &nbsp;&nbsp;&nbsp;&nbsp; 5274 |
| &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | 0.625% | &nbsp;&nbsp;&nbsp;&nbsp; 8/14/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3610 | &nbsp;&nbsp;&nbsp;&nbsp; 3562 |

---

------

Total International Bond II Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;&nbsp;&nbsp;Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | 2.125% | &nbsp;&nbsp;&nbsp;&nbsp; 9/24/31 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 17000 | &nbsp;&nbsp;&nbsp;&nbsp; 19158 |
| &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | 4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 11/2/35 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 1737 | &nbsp;&nbsp;&nbsp;&nbsp; 2132 |
| &nbsp;&nbsp;&nbsp;Welltower OP LLC | 4.800% | &nbsp;&nbsp;&nbsp;&nbsp; 11/20/28 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 8650 | &nbsp;&nbsp;&nbsp;&nbsp; 11499 |
| &nbsp;&nbsp;&nbsp;Welltower OP LLC | 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 6366 | &nbsp;&nbsp;&nbsp;&nbsp; 7744 |
| &nbsp;&nbsp;&nbsp;Westlake Corp. | 1.625% | &nbsp;&nbsp;&nbsp;&nbsp; 7/17/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3100 | &nbsp;&nbsp;&nbsp;&nbsp; 3295 |
| &nbsp;&nbsp;&nbsp;Whirlpool Finance Luxembourg Sarl | 1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 11/2/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5229 | &nbsp;&nbsp;&nbsp;&nbsp; 5769 |
| &nbsp;&nbsp;&nbsp;Whirlpool Finance Luxembourg Sarl | 1.100% | &nbsp;&nbsp;&nbsp;&nbsp; 11/9/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1725 | &nbsp;&nbsp;&nbsp;&nbsp; 1841 |
| &nbsp;&nbsp;&nbsp;WP Carey Inc. | 3.700% | &nbsp;&nbsp;&nbsp;&nbsp; 11/19/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4108 | &nbsp;&nbsp;&nbsp;&nbsp; 4491 |
| &nbsp;&nbsp;&nbsp;WPC Eurobond BV | 2.125% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 8339 | &nbsp;&nbsp;&nbsp;&nbsp; 9335 |
| &nbsp;&nbsp;&nbsp;WPC Eurobond BV | 1.350% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4461 | &nbsp;&nbsp;&nbsp;&nbsp; 4827 |
| &nbsp;&nbsp;&nbsp;WPC Eurobond BV | 0.950% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1024 | &nbsp;&nbsp;&nbsp;&nbsp; 1031 |
| &nbsp;&nbsp;&nbsp;Zimmer Biomet Holdings Inc. | 3.518% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 9100 | &nbsp;&nbsp;&nbsp;&nbsp; 10273 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **3794581** |
| **Total Corporate Bonds (Cost $26,506,212)** | **Total Corporate Bonds (Cost $26,506,212)** | **Total Corporate Bonds (Cost $26,506,212)** |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**26450648** |
| **Sovereign Bonds (76.6%)** | **Sovereign Bonds (76.6%)** | **Sovereign Bonds (76.6%)** |  |  |  |
| **Australia (2.7%)** | **Australia (2.7%)** | **Australia (2.7%)** |  |  |  |
| &nbsp;&nbsp;&nbsp;Australian Capital Territory | 2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/21/26 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 990 | &nbsp;&nbsp;&nbsp;&nbsp; 628 |
| &nbsp;&nbsp;&nbsp;Australian Capital Territory | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/18/28 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 110 | &nbsp;&nbsp;&nbsp;&nbsp; 69 |
| &nbsp;&nbsp;&nbsp;Australian Capital Territory | 2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/22/29 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 4650 | &nbsp;&nbsp;&nbsp;&nbsp; 2808 |
| &nbsp;&nbsp;&nbsp;Australian Capital Territory | 1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 5/17/30 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 390 | &nbsp;&nbsp;&nbsp;&nbsp; 224 |
| &nbsp;&nbsp;&nbsp;Australian Capital Territory | 1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 10/23/31 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 14360 | &nbsp;&nbsp;&nbsp;&nbsp; 7886 |
| &nbsp;&nbsp;&nbsp;Australian Capital Territory | 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 10/23/34 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 15000 | &nbsp;&nbsp;&nbsp;&nbsp; 9305 |
| &nbsp;&nbsp;&nbsp;Australian Capital Territory | 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 10/23/36 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 12000 | &nbsp;&nbsp;&nbsp;&nbsp; 7765 |
| &nbsp;&nbsp;&nbsp;Commonwealth of Australia | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 9/21/26 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 175603 | &nbsp;&nbsp;&nbsp;&nbsp; 108217 |
| &nbsp;&nbsp;&nbsp;Commonwealth of Australia | 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 4/21/27 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 245559 | &nbsp;&nbsp;&nbsp;&nbsp; 161711 |
| &nbsp;&nbsp;&nbsp;Commonwealth of Australia | 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 11/21/27 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 189680 | &nbsp;&nbsp;&nbsp;&nbsp; 119933 |
| &nbsp;&nbsp;&nbsp;Commonwealth of Australia | 2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/21/28 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 151607 | &nbsp;&nbsp;&nbsp;&nbsp; 94191 |
| &nbsp;&nbsp;&nbsp;Commonwealth of Australia | 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 11/21/28 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 193332 | &nbsp;&nbsp;&nbsp;&nbsp; 121376 |
| &nbsp;&nbsp;&nbsp;Commonwealth of Australia | 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 4/21/29 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 149969 | &nbsp;&nbsp;&nbsp;&nbsp; 95586 |
| &nbsp;&nbsp;&nbsp;Commonwealth of Australia | 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 11/21/29 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 160415 | &nbsp;&nbsp;&nbsp;&nbsp; 99697 |
| &nbsp;&nbsp;&nbsp;Commonwealth of Australia | 2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/21/30 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 167425 | &nbsp;&nbsp;&nbsp;&nbsp; 102127 |
| &nbsp;&nbsp;&nbsp;Commonwealth of Australia | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 12/21/30 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 190581 | &nbsp;&nbsp;&nbsp;&nbsp; 105739 |
| &nbsp;&nbsp;&nbsp;Commonwealth of Australia | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/21/31 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 194052 | &nbsp;&nbsp;&nbsp;&nbsp; 109211 |
| &nbsp;&nbsp;&nbsp;Commonwealth of Australia | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 11/21/31 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 136185 | &nbsp;&nbsp;&nbsp;&nbsp; 73129 |
| &nbsp;&nbsp;&nbsp;Commonwealth of Australia | 1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/21/32 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 170458 | &nbsp;&nbsp;&nbsp;&nbsp; 91569 |
| &nbsp;&nbsp;&nbsp;Commonwealth of Australia | 1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 11/21/32 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 162599 | &nbsp;&nbsp;&nbsp;&nbsp; 89255 |
| &nbsp;&nbsp;&nbsp;Commonwealth of Australia | 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/21/33 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 124730 | &nbsp;&nbsp;&nbsp;&nbsp; 82729 |
| &nbsp;&nbsp;&nbsp;Commonwealth of Australia | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 11/21/33 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 44170 | &nbsp;&nbsp;&nbsp;&nbsp; 26140 |
| &nbsp;&nbsp;&nbsp;Commonwealth of Australia | 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 5/21/34 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 111000 | &nbsp;&nbsp;&nbsp;&nbsp; 69248 |
| &nbsp;&nbsp;&nbsp;Commonwealth of Australia | 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/21/34 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 50000 | &nbsp;&nbsp;&nbsp;&nbsp; 32395 |
| &nbsp;&nbsp;&nbsp;Commonwealth of Australia | 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 12/21/34 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 108000 | &nbsp;&nbsp;&nbsp;&nbsp; 65665 |
| &nbsp;&nbsp;&nbsp;Commonwealth of Australia | 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 6/21/35 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 78718 | &nbsp;&nbsp;&nbsp;&nbsp; 44451 |
| &nbsp;&nbsp;&nbsp;Commonwealth of Australia | 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 12/21/35 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 70000 | &nbsp;&nbsp;&nbsp;&nbsp; 45003 |
| &nbsp;&nbsp;&nbsp;Commonwealth of Australia | 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 3/21/36 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 70000 | &nbsp;&nbsp;&nbsp;&nbsp; 44946 |
| &nbsp;&nbsp;&nbsp;Commonwealth of Australia | 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 4/21/37 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 68531 | &nbsp;&nbsp;&nbsp;&nbsp; 41661 |
| &nbsp;&nbsp;&nbsp;Commonwealth of Australia | 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/21/39 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 53137 | &nbsp;&nbsp;&nbsp;&nbsp; 29850 |
| &nbsp;&nbsp;&nbsp;Commonwealth of Australia | 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 5/21/41 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 65669 | &nbsp;&nbsp;&nbsp;&nbsp; 33495 |
| &nbsp;&nbsp;&nbsp;Commonwealth of Australia | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/21/47 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 69016 | &nbsp;&nbsp;&nbsp;&nbsp; 33754 |
| &nbsp;&nbsp;&nbsp;Commonwealth of Australia | 1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 6/21/51 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 85351 | &nbsp;&nbsp;&nbsp;&nbsp; 29628 |
| &nbsp;&nbsp;&nbsp;Commonwealth of Australia | 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 6/21/54 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 40500 | &nbsp;&nbsp;&nbsp;&nbsp; 25543 |
| &nbsp;&nbsp;&nbsp;Housing Australia | 2.380% | &nbsp;&nbsp;&nbsp;&nbsp; 3/28/29 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 1435 | &nbsp;&nbsp;&nbsp;&nbsp; 876 |
| &nbsp;&nbsp;&nbsp;Housing Australia | 1.520% | &nbsp;&nbsp;&nbsp;&nbsp; 5/27/30 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 4500 | &nbsp;&nbsp;&nbsp;&nbsp; 2565 |
| &nbsp;&nbsp;&nbsp;Housing Australia | 1.410% | &nbsp;&nbsp;&nbsp;&nbsp; 6/29/32 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 4550 | &nbsp;&nbsp;&nbsp;&nbsp; 2401 |
| &nbsp;&nbsp;&nbsp;Housing Australia | 2.335% | &nbsp;&nbsp;&nbsp;&nbsp; 6/30/36 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 1265 | &nbsp;&nbsp;&nbsp;&nbsp; 642 |
| &nbsp;&nbsp;&nbsp;Housing Australia | 5.785% | &nbsp;&nbsp;&nbsp;&nbsp; 11/8/38 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 3580 | &nbsp;&nbsp;&nbsp;&nbsp; 2515 |
| &nbsp;&nbsp;&nbsp;New South Wales Treasury Corp. | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/20/26 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 4701 | &nbsp;&nbsp;&nbsp;&nbsp; 3028 |
| &nbsp;&nbsp;&nbsp;New South Wales Treasury Corp. | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/20/27 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 64134 | &nbsp;&nbsp;&nbsp;&nbsp; 40747 |
| &nbsp;&nbsp;&nbsp;New South Wales Treasury Corp. | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/20/28 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 79668 | &nbsp;&nbsp;&nbsp;&nbsp; 50316 |
| &nbsp;&nbsp;&nbsp;New South Wales Treasury Corp. | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 9794 | &nbsp;&nbsp;&nbsp;&nbsp; 6156 |
| &nbsp;&nbsp;&nbsp;New South Wales Treasury Corp. | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/20/29 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 18463 | &nbsp;&nbsp;&nbsp;&nbsp; 11531 |
| &nbsp;&nbsp;&nbsp;New South Wales Treasury Corp. | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/20/30 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 87903 | &nbsp;&nbsp;&nbsp;&nbsp; 54167 |
| &nbsp;&nbsp;&nbsp;New South Wales Treasury Corp. | 1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 11/20/30 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 38516 | &nbsp;&nbsp;&nbsp;&nbsp; 21353 |
| &nbsp;&nbsp;&nbsp;New South Wales Treasury Corp. | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/20/31 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 75691 | &nbsp;&nbsp;&nbsp;&nbsp; 43185 |
| &nbsp;&nbsp;&nbsp;New South Wales Treasury Corp. | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 2/20/32 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 54231 | &nbsp;&nbsp;&nbsp;&nbsp; 28939 |
| &nbsp;&nbsp;&nbsp;New South Wales Treasury Corp. | 2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 11/22/32 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 15000 | &nbsp;&nbsp;&nbsp;&nbsp; 8444 |
| &nbsp;&nbsp;&nbsp;New South Wales Treasury Corp. | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/8/33 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 56212 | &nbsp;&nbsp;&nbsp;&nbsp; 29974 |
| &nbsp;&nbsp;&nbsp;New South Wales Treasury Corp. | 1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/20/34 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 66000 | &nbsp;&nbsp;&nbsp;&nbsp; 33091 |
| &nbsp;&nbsp;&nbsp;New South Wales Treasury Corp. | 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 2/20/35 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 45000 | &nbsp;&nbsp;&nbsp;&nbsp; 28601 |

---

------

Total International Bond II Index Fund

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;&nbsp;&nbsp;Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;New South Wales Treasury Corp. | 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 2/20/36 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 74000 | &nbsp;&nbsp;&nbsp;&nbsp; 44493 |
|  | &nbsp;&nbsp;&nbsp;New South Wales Treasury Corp. | 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 2/20/37 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 20000 | &nbsp;&nbsp;&nbsp;&nbsp; 12369 |
|  | &nbsp;&nbsp;&nbsp;New South Wales Treasury Corp. | 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 11/20/37 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 2158 | &nbsp;&nbsp;&nbsp;&nbsp; 1170 |
|  | &nbsp;&nbsp;&nbsp;New South Wales Treasury Corp. | 2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 11/20/40 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 8603 | &nbsp;&nbsp;&nbsp;&nbsp; 3730 |
|  | &nbsp;&nbsp;&nbsp;New South Wales Treasury Corp. | 2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/7/41 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 24500 | &nbsp;&nbsp;&nbsp;&nbsp; 10503 |
|  | &nbsp;&nbsp;&nbsp;New South Wales Treasury Corp. | 2.450% | &nbsp;&nbsp;&nbsp;&nbsp; 8/24/50 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 89 | &nbsp;&nbsp;&nbsp;&nbsp; 33 |
|  | &nbsp;&nbsp;&nbsp;Northern Territory Treasury Corp. | 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 4/21/27 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 6900 | &nbsp;&nbsp;&nbsp;&nbsp; 4357 |
|  | &nbsp;&nbsp;&nbsp;Northern Territory Treasury Corp. | 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/21/28 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 1100 | &nbsp;&nbsp;&nbsp;&nbsp; 702 |
|  | &nbsp;&nbsp;&nbsp;Northern Territory Treasury Corp. | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/21/29 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 2983 |
|  | &nbsp;&nbsp;&nbsp;Northern Territory Treasury Corp. | 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/21/30 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 6100 | &nbsp;&nbsp;&nbsp;&nbsp; 3799 |
|  | &nbsp;&nbsp;&nbsp;Northern Territory Treasury Corp. | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/21/31 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 7600 | &nbsp;&nbsp;&nbsp;&nbsp; 4260 |
|  | &nbsp;&nbsp;&nbsp;Northern Territory Treasury Corp. | 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 4/21/33 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 7900 | &nbsp;&nbsp;&nbsp;&nbsp; 4692 |
|  | &nbsp;&nbsp;&nbsp;Northern Territory Treasury Corp. | 5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/21/36 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 17500 | &nbsp;&nbsp;&nbsp;&nbsp; 11379 |
|  | &nbsp;&nbsp;&nbsp;Northern Territory Treasury Corp. | 4.100% | &nbsp;&nbsp;&nbsp;&nbsp; 11/21/42 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 500 | &nbsp;&nbsp;&nbsp;&nbsp; 261 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Queensland Treasury Corp. | 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 7/21/26 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 55605 | &nbsp;&nbsp;&nbsp;&nbsp; 35533 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Queensland Treasury Corp. | 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 7/21/28 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 44701 | &nbsp;&nbsp;&nbsp;&nbsp; 28383 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Queensland Treasury Corp. | 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 8/21/29 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 32949 | &nbsp;&nbsp;&nbsp;&nbsp; 20692 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Queensland Treasury Corp. | 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 8/21/30 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 61883 | &nbsp;&nbsp;&nbsp;&nbsp; 38754 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Queensland Treasury Corp. | 1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 3/10/31 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 15000 | &nbsp;&nbsp;&nbsp;&nbsp; 8167 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Queensland Treasury Corp. | 1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 8/21/31 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 64678 | &nbsp;&nbsp;&nbsp;&nbsp; 35812 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Queensland Treasury Corp. | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/2/32 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 10700 | &nbsp;&nbsp;&nbsp;&nbsp; 5689 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Queensland Treasury Corp. | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 8/20/32 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 39631 | &nbsp;&nbsp;&nbsp;&nbsp; 20716 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Queensland Treasury Corp. | 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/9/33 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 6500 | &nbsp;&nbsp;&nbsp;&nbsp; 4154 |
|  | &nbsp;&nbsp;&nbsp;Queensland Treasury Corp. | 6.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/14/33 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 4065 | &nbsp;&nbsp;&nbsp;&nbsp; 2940 |
|  | &nbsp;&nbsp;&nbsp;Queensland Treasury Corp. | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 8/22/33 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 25000 | &nbsp;&nbsp;&nbsp;&nbsp; 13076 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Queensland Treasury Corp. | 1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 7/20/34 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 64875 | &nbsp;&nbsp;&nbsp;&nbsp; 32017 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Queensland Treasury Corp. | 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 8/22/35 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 53000 | &nbsp;&nbsp;&nbsp;&nbsp; 32693 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Queensland Treasury Corp. | 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 7/21/36 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 37000 | &nbsp;&nbsp;&nbsp;&nbsp; 24050 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Queensland Treasury Corp. | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/21/37 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 20000 | &nbsp;&nbsp;&nbsp;&nbsp; 12550 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Queensland Treasury Corp. | 2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 4/16/40 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 7346 | &nbsp;&nbsp;&nbsp;&nbsp; 3184 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Queensland Treasury Corp. | 2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 11/20/41 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 7248 | &nbsp;&nbsp;&nbsp;&nbsp; 3033 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Queensland Treasury Corp. | 4.200% | &nbsp;&nbsp;&nbsp;&nbsp; 2/20/47 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 8749 | &nbsp;&nbsp;&nbsp;&nbsp; 4632 |
|  | &nbsp;&nbsp;&nbsp;South Australian Government Financing Authority | 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 5/24/30 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 37989 | &nbsp;&nbsp;&nbsp;&nbsp; 23035 |
|  | &nbsp;&nbsp;&nbsp;South Australian Government Financing Authority | 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/23/31 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 20000 | &nbsp;&nbsp;&nbsp;&nbsp; 13055 |
|  | &nbsp;&nbsp;&nbsp;South Australian Government Financing Authority | 1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 5/24/32 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 30665 | &nbsp;&nbsp;&nbsp;&nbsp; 16507 |
|  | &nbsp;&nbsp;&nbsp;South Australian Government Financing Authority | 1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 5/24/34 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 35000 | &nbsp;&nbsp;&nbsp;&nbsp; 17418 |
|  | &nbsp;&nbsp;&nbsp;Tasmanian Public Finance Corp. | 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 1/24/28 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 735 | &nbsp;&nbsp;&nbsp;&nbsp; 468 |
|  | &nbsp;&nbsp;&nbsp;Tasmanian Public Finance Corp. | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/24/30 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 265 | &nbsp;&nbsp;&nbsp;&nbsp; 156 |
|  | &nbsp;&nbsp;&nbsp;Tasmanian Public Finance Corp. | 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/21/31 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 3291 |
|  | &nbsp;&nbsp;&nbsp;Tasmanian Public Finance Corp. | 2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 1/22/32 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 28158 | &nbsp;&nbsp;&nbsp;&nbsp; 15758 |
|  | &nbsp;&nbsp;&nbsp;Treasury Corp. of Victoria | 5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 11/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 40463 | &nbsp;&nbsp;&nbsp;&nbsp; 26704 |
|  | &nbsp;&nbsp;&nbsp;Treasury Corp. of Victoria | 1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 11/19/27 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 22321 | &nbsp;&nbsp;&nbsp;&nbsp; 13514 |
|  | &nbsp;&nbsp;&nbsp;Treasury Corp. of Victoria | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/20/28 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 35964 | &nbsp;&nbsp;&nbsp;&nbsp; 22546 |
|  | &nbsp;&nbsp;&nbsp;Treasury Corp. of Victoria | 2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 10/22/29 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 52889 | &nbsp;&nbsp;&nbsp;&nbsp; 31972 |
|  | &nbsp;&nbsp;&nbsp;Treasury Corp. of Victoria | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 11/20/30 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 31540 | &nbsp;&nbsp;&nbsp;&nbsp; 17598 |
|  | &nbsp;&nbsp;&nbsp;Treasury Corp. of Victoria | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 9/10/31 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 54099 | &nbsp;&nbsp;&nbsp;&nbsp; 29199 |
|  | &nbsp;&nbsp;&nbsp;Treasury Corp. of Victoria | 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 12/20/32 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 95982 | &nbsp;&nbsp;&nbsp;&nbsp; 60212 |
|  | &nbsp;&nbsp;&nbsp;Treasury Corp. of Victoria | 2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 99516 | &nbsp;&nbsp;&nbsp;&nbsp; 52792 |
|  | &nbsp;&nbsp;&nbsp;Treasury Corp. of Victoria | 2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 11/20/34 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 84782 | &nbsp;&nbsp;&nbsp;&nbsp; 43138 |
|  | &nbsp;&nbsp;&nbsp;Treasury Corp. of Victoria | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/17/35 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 63116 | &nbsp;&nbsp;&nbsp;&nbsp; 30433 |
|  | &nbsp;&nbsp;&nbsp;Treasury Corp. of Victoria | 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 75000 | &nbsp;&nbsp;&nbsp;&nbsp; 46340 |
|  | &nbsp;&nbsp;&nbsp;Treasury Corp. of Victoria | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 11/20/37 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 17516 | &nbsp;&nbsp;&nbsp;&nbsp; 7801 |
|  | &nbsp;&nbsp;&nbsp;Treasury Corp. of Victoria | 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 29000 | &nbsp;&nbsp;&nbsp;&nbsp; 18387 |
|  | &nbsp;&nbsp;&nbsp;Treasury Corp. of Victoria | 2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 11/20/41 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 17167 | &nbsp;&nbsp;&nbsp;&nbsp; 7101 |
|  | &nbsp;&nbsp;&nbsp;Treasury Corp. of Victoria | 2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 11/20/42 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 2018 |
|  | &nbsp;&nbsp;&nbsp;Western Australian Treasury Corp. | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/21/26 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 12162 | &nbsp;&nbsp;&nbsp;&nbsp; 7750 |
|  | &nbsp;&nbsp;&nbsp;Western Australian Treasury Corp. | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/21/27 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 4897 | &nbsp;&nbsp;&nbsp;&nbsp; 3109 |
|  | &nbsp;&nbsp;&nbsp;Western Australian Treasury Corp. | 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 7/20/28 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 24607 | &nbsp;&nbsp;&nbsp;&nbsp; 15653 |
|  | &nbsp;&nbsp;&nbsp;Western Australian Treasury Corp. | 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 7/24/29 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 22991 | &nbsp;&nbsp;&nbsp;&nbsp; 14199 |
|  | &nbsp;&nbsp;&nbsp;Western Australian Treasury Corp. | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 10/22/30 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 36400 | &nbsp;&nbsp;&nbsp;&nbsp; 20585 |
|  | &nbsp;&nbsp;&nbsp;Western Australian Treasury Corp. | 1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 10/22/31 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 40131 | &nbsp;&nbsp;&nbsp;&nbsp; 22232 |
|  | &nbsp;&nbsp;&nbsp;Western Australian Treasury Corp. | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/24/34 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 7629 | &nbsp;&nbsp;&nbsp;&nbsp; 3883 |
|  | &nbsp;&nbsp;&nbsp;Western Australian Treasury Corp. | 2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 7/23/41 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 1006 | &nbsp;&nbsp;&nbsp;&nbsp; 438 |
|  |  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **3391563** |
| **Austria (1.2%)** | **Austria (1.2%)** | **Austria (1.2%)** | **Austria (1.2%)** |  |  |  |
|  | &nbsp;&nbsp;&nbsp;Autobahnen- und Schnell- strassen-Finanzierungs AG | 0.100% | &nbsp;&nbsp;&nbsp;&nbsp; 7/9/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4461 | &nbsp;&nbsp;&nbsp;&nbsp; 4608 |
|  | &nbsp;&nbsp;&nbsp;Autobahnen- und Schnell- strassen-Finanzierungs AG | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 12450 | &nbsp;&nbsp;&nbsp;&nbsp; 13430 |
|  | &nbsp;&nbsp;&nbsp;Autobahnen- und Schnell- strassen-Finanzierungs AG | 0.125% | &nbsp;&nbsp;&nbsp;&nbsp; 6/2/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6150 | &nbsp;&nbsp;&nbsp;&nbsp; 6031 |
|  | &nbsp;&nbsp;&nbsp;Autobahnen- und Schnell- strassen-Finanzierungs AG | 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 6/11/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp; 114 |

---

------

Total International Bond II Index Fund

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;&nbsp;&nbsp;Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Autobahnen- und Schnell- strassen-Finanzierungs AG | 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 6/20/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2192 | &nbsp;&nbsp;&nbsp;&nbsp; 2473 |
|  | &nbsp;&nbsp;&nbsp;Autobahnen- und Schnell- strassen-Finanzierungs AG | 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 10/2/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 15200 | &nbsp;&nbsp;&nbsp;&nbsp; 17004 |
|  | &nbsp;&nbsp;&nbsp;Autobahnen- und Schnell- strassen-Finanzierungs AG | 0.100% | &nbsp;&nbsp;&nbsp;&nbsp; 7/16/35 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2750 | &nbsp;&nbsp;&nbsp;&nbsp; 2352 |
|  | &nbsp;&nbsp;&nbsp;Kommunalkredit Austria AG | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/16/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 26100 | &nbsp;&nbsp;&nbsp;&nbsp; 29905 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Oesterreichische Kontrollbank AG | 0.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/8/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2457 | &nbsp;&nbsp;&nbsp;&nbsp; 2710 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Oesterreichische Kontrollbank AG | 2.875% | &nbsp;&nbsp;&nbsp;&nbsp; 2/25/30 | &nbsp;&nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp; 8210 | &nbsp;&nbsp;&nbsp;&nbsp; 11139 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Republic of Austria | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 50000 | &nbsp;&nbsp;&nbsp;&nbsp; 56794 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Republic of Austria | 0.750% | &nbsp;&nbsp;&nbsp;&nbsp; 10/20/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 79642 | &nbsp;&nbsp;&nbsp;&nbsp; 88875 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Republic of Austria | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/20/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 149991 | &nbsp;&nbsp;&nbsp;&nbsp; 165490 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Republic of Austria | 0.750% | &nbsp;&nbsp;&nbsp;&nbsp; 2/20/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 37190 | &nbsp;&nbsp;&nbsp;&nbsp; 40743 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Republic of Austria | 0.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/20/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 17760 | &nbsp;&nbsp;&nbsp;&nbsp; 18734 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Republic of Austria | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 2/20/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 743 | &nbsp;&nbsp;&nbsp;&nbsp; 793 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Republic of Austria | 2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 10/20/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 125585 | &nbsp;&nbsp;&nbsp;&nbsp; 143962 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Republic of Austria | 0.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/20/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 35904 | &nbsp;&nbsp;&nbsp;&nbsp; 36491 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Republic of Austria | 3.450% | &nbsp;&nbsp;&nbsp;&nbsp; 10/20/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 85000 | &nbsp;&nbsp;&nbsp;&nbsp; 101569 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Republic of Austria | 0.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/20/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 136491 | &nbsp;&nbsp;&nbsp;&nbsp; 134693 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Republic of Austria | 2.900% | &nbsp;&nbsp;&nbsp;&nbsp; 2/20/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 58779 | &nbsp;&nbsp;&nbsp;&nbsp; 67630 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Republic of Austria | 2.900% | &nbsp;&nbsp;&nbsp;&nbsp; 2/20/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 130000 | &nbsp;&nbsp;&nbsp;&nbsp; 148433 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Republic of Austria | 2.400% | &nbsp;&nbsp;&nbsp;&nbsp; 5/23/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2758 | &nbsp;&nbsp;&nbsp;&nbsp; 3028 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Republic of Austria | 5.375% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 798 | &nbsp;&nbsp;&nbsp;&nbsp; 644 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Republic of Austria | 0.250% | &nbsp;&nbsp;&nbsp;&nbsp; 10/20/36 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 54294 | &nbsp;&nbsp;&nbsp;&nbsp; 44970 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Republic of Austria | 4.150% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 63732 | &nbsp;&nbsp;&nbsp;&nbsp; 79849 |
|  | &nbsp;&nbsp;&nbsp;Republic of Austria | 3.200% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/39 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 33757 | &nbsp;&nbsp;&nbsp;&nbsp; 38237 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Republic of Austria | 0.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/20/40 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 68567 | &nbsp;&nbsp;&nbsp;&nbsp; 47260 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Republic of Austria | 3.150% | &nbsp;&nbsp;&nbsp;&nbsp; 6/20/44 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 24502 | &nbsp;&nbsp;&nbsp;&nbsp; 27050 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Republic of Austria | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 2/20/47 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 38873 | &nbsp;&nbsp;&nbsp;&nbsp; 31548 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Republic of Austria | 1.850% | &nbsp;&nbsp;&nbsp;&nbsp; 5/23/49 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 17899 | &nbsp;&nbsp;&nbsp;&nbsp; 15305 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Republic of Austria | 0.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/20/51 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 50376 | &nbsp;&nbsp;&nbsp;&nbsp; 31800 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Republic of Austria | 3.150% | &nbsp;&nbsp;&nbsp;&nbsp; 10/20/53 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 66309 | &nbsp;&nbsp;&nbsp;&nbsp; 71429 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Republic of Austria | 3.800% | &nbsp;&nbsp;&nbsp;&nbsp; 1/26/62 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 13303 | &nbsp;&nbsp;&nbsp;&nbsp; 16209 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Republic of Austria | 0.700% | &nbsp;&nbsp;&nbsp;&nbsp; 4/20/71 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 75013 | &nbsp;&nbsp;&nbsp;&nbsp; 33618 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Republic of Austria | 2.100% | &nbsp;&nbsp;&nbsp;&nbsp; 9/20/17 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 22687 | &nbsp;&nbsp;&nbsp;&nbsp; 16970 |
|  |  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **1551890** |
| **Belgium (1.8%)** | **Belgium (1.8%)** | **Belgium (1.8%)** | **Belgium (1.8%)** |  |  |  |
|  | &nbsp;&nbsp;&nbsp;Communaute Francaise de Belgique | 0.625% | &nbsp;&nbsp;&nbsp;&nbsp; 6/11/35 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 14100 | &nbsp;&nbsp;&nbsp;&nbsp; 12231 |
|  | &nbsp;&nbsp;&nbsp;Communaute Francaise de Belgique | 3.800% | &nbsp;&nbsp;&nbsp;&nbsp; 6/22/40 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 13500 | &nbsp;&nbsp;&nbsp;&nbsp; 15257 |
|  | &nbsp;&nbsp;&nbsp;Crelan SA | 6.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/28/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 17700 | &nbsp;&nbsp;&nbsp;&nbsp; 21900 |
|  | &nbsp;&nbsp;&nbsp;Crelan SA | 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 1/23/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 29000 | &nbsp;&nbsp;&nbsp;&nbsp; 35426 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Kingdom of Belgium | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/22/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 100000 | &nbsp;&nbsp;&nbsp;&nbsp; 112283 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Kingdom of Belgium | 0.800% | &nbsp;&nbsp;&nbsp;&nbsp; 6/22/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 190380 | &nbsp;&nbsp;&nbsp;&nbsp; 210994 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Kingdom of Belgium | 0.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/22/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 39652 | &nbsp;&nbsp;&nbsp;&nbsp; 42882 |
|  | &nbsp;&nbsp;&nbsp;Kingdom of Belgium | 5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/28/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 47352 | &nbsp;&nbsp;&nbsp;&nbsp; 58891 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Kingdom of Belgium | 0.800% | &nbsp;&nbsp;&nbsp;&nbsp; 6/22/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 55498 | &nbsp;&nbsp;&nbsp;&nbsp; 60575 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Kingdom of Belgium | 0.900% | &nbsp;&nbsp;&nbsp;&nbsp; 6/22/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 74719 | &nbsp;&nbsp;&nbsp;&nbsp; 80442 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Kingdom of Belgium | 2.700% | &nbsp;&nbsp;&nbsp;&nbsp; 10/22/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 118293 | &nbsp;&nbsp;&nbsp;&nbsp; 136615 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Kingdom of Belgium | 0.100% | &nbsp;&nbsp;&nbsp;&nbsp; 6/22/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 49856 | &nbsp;&nbsp;&nbsp;&nbsp; 50404 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Kingdom of Belgium | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/22/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 34229 | &nbsp;&nbsp;&nbsp;&nbsp; 35549 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Kingdom of Belgium | 0.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/22/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 69188 | &nbsp;&nbsp;&nbsp;&nbsp; 66702 |
|  | &nbsp;&nbsp;&nbsp;Kingdom of Belgium | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/28/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 36938 | &nbsp;&nbsp;&nbsp;&nbsp; 45497 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Kingdom of Belgium | 0.350% | &nbsp;&nbsp;&nbsp;&nbsp; 6/22/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 140047 | &nbsp;&nbsp;&nbsp;&nbsp; 135164 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Kingdom of Belgium | 1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 4/22/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 42936 | &nbsp;&nbsp;&nbsp;&nbsp; 43647 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Kingdom of Belgium | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/22/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 57488 | &nbsp;&nbsp;&nbsp;&nbsp; 66207 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Kingdom of Belgium | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/22/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 30258 | &nbsp;&nbsp;&nbsp;&nbsp; 34589 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Kingdom of Belgium | 2.850% | &nbsp;&nbsp;&nbsp;&nbsp; 10/22/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 51735 | &nbsp;&nbsp;&nbsp;&nbsp; 58126 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Kingdom of Belgium | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/28/35 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 23496 | &nbsp;&nbsp;&nbsp;&nbsp; 31218 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Kingdom of Belgium | 3.100% | &nbsp;&nbsp;&nbsp;&nbsp; 6/22/35 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 159751 | &nbsp;&nbsp;&nbsp;&nbsp; 181995 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Kingdom of Belgium | 1.450% | &nbsp;&nbsp;&nbsp;&nbsp; 6/22/37 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 25000 | &nbsp;&nbsp;&nbsp;&nbsp; 23306 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Kingdom of Belgium | 1.900% | &nbsp;&nbsp;&nbsp;&nbsp; 6/22/38 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 33609 | &nbsp;&nbsp;&nbsp;&nbsp; 32402 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Kingdom of Belgium | 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 4/22/39 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 23238 | &nbsp;&nbsp;&nbsp;&nbsp; 24579 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Kingdom of Belgium | 0.400% | &nbsp;&nbsp;&nbsp;&nbsp; 6/22/40 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 40560 | &nbsp;&nbsp;&nbsp;&nbsp; 29535 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Kingdom of Belgium | 3.450% | &nbsp;&nbsp;&nbsp;&nbsp; 6/22/43 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 108531 | &nbsp;&nbsp;&nbsp;&nbsp; 121083 |
|  | &nbsp;&nbsp;&nbsp;Kingdom of Belgium | 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 6/22/45 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 44522 | &nbsp;&nbsp;&nbsp;&nbsp; 51422 |
| <sup>3,6</sup> | &nbsp;&nbsp;&nbsp;Kingdom of Belgium | 1.600% | &nbsp;&nbsp;&nbsp;&nbsp; 6/22/47 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 15980 | &nbsp;&nbsp;&nbsp;&nbsp; 12471 |
| <sup>3,6</sup> | &nbsp;&nbsp;&nbsp;Kingdom of Belgium | 1.700% | &nbsp;&nbsp;&nbsp;&nbsp; 6/22/50 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 62154 | &nbsp;&nbsp;&nbsp;&nbsp; 47208 |
| <sup>3,6</sup> | &nbsp;&nbsp;&nbsp;Kingdom of Belgium | 1.400% | &nbsp;&nbsp;&nbsp;&nbsp; 6/22/53 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 22579 | &nbsp;&nbsp;&nbsp;&nbsp; 15212 |
| <sup>3,6</sup> | &nbsp;&nbsp;&nbsp;Kingdom of Belgium | 3.300% | &nbsp;&nbsp;&nbsp;&nbsp; 6/22/54 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 50200 | &nbsp;&nbsp;&nbsp;&nbsp; 51991 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Kingdom of Belgium | 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/22/55 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 52826 | &nbsp;&nbsp;&nbsp;&nbsp; 56468 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Kingdom of Belgium | 2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/22/57 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 54557 | &nbsp;&nbsp;&nbsp;&nbsp; 43849 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Kingdom of Belgium | 2.150% | &nbsp;&nbsp;&nbsp;&nbsp; 6/22/66 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 42130 | &nbsp;&nbsp;&nbsp;&nbsp; 31309 |

---

------

Total International Bond II Index Fund

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;&nbsp;&nbsp;Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Kingdom of Belgium | 0.650% | &nbsp;&nbsp;&nbsp;&nbsp; 6/22/71 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 21294 | &nbsp;&nbsp;&nbsp;&nbsp; 8396 |
|  | &nbsp;&nbsp;&nbsp;Ministeries Van de Vlaamse Gemeenschap | 0.375% | &nbsp;&nbsp;&nbsp;&nbsp; 10/13/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2500 | &nbsp;&nbsp;&nbsp;&nbsp; 2761 |
|  | &nbsp;&nbsp;&nbsp;Ministeries Van de Vlaamse Gemeenschap | 0.010% | &nbsp;&nbsp;&nbsp;&nbsp; 6/23/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4300 | &nbsp;&nbsp;&nbsp;&nbsp; 4656 |
|  | &nbsp;&nbsp;&nbsp;Ministeries Van de Vlaamse Gemeenschap | 0.300% | &nbsp;&nbsp;&nbsp;&nbsp; 10/20/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 12000 | &nbsp;&nbsp;&nbsp;&nbsp; 11627 |
|  | &nbsp;&nbsp;&nbsp;Ministeries Van de Vlaamse Gemeenschap | 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 4/5/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 12700 | &nbsp;&nbsp;&nbsp;&nbsp; 14653 |
|  | &nbsp;&nbsp;&nbsp;Ministeries Van de Vlaamse Gemeenschap | 3.125% | &nbsp;&nbsp;&nbsp;&nbsp; 6/22/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 17800 | &nbsp;&nbsp;&nbsp;&nbsp; 20240 |
|  | &nbsp;&nbsp;&nbsp;Ministeries Van de Vlaamse Gemeenschap | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/13/36 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5200 | &nbsp;&nbsp;&nbsp;&nbsp; 4587 |
|  | &nbsp;&nbsp;&nbsp;Ministeries Van de Vlaamse Gemeenschap | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 7/12/38 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1500 | &nbsp;&nbsp;&nbsp;&nbsp; 1345 |
|  | &nbsp;&nbsp;&nbsp;Ministeries Van de Vlaamse Gemeenschap | 1.875% | &nbsp;&nbsp;&nbsp;&nbsp; 6/2/42 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1700 | &nbsp;&nbsp;&nbsp;&nbsp; 1494 |
|  | &nbsp;&nbsp;&nbsp;Ministeries Van de Vlaamse Gemeenschap | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/26/42 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 19800 | &nbsp;&nbsp;&nbsp;&nbsp; 23201 |
|  | &nbsp;&nbsp;&nbsp;Ministeries Van de Vlaamse Gemeenschap | 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 1/12/43 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 14000 | &nbsp;&nbsp;&nbsp;&nbsp; 14825 |
|  | &nbsp;&nbsp;&nbsp;Ministeries Van de Vlaamse Gemeenschap | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/11/44 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3200 | &nbsp;&nbsp;&nbsp;&nbsp; 2530 |
|  | &nbsp;&nbsp;&nbsp;Ministeries Van de Vlaamse Gemeenschap | 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/22/45 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 9700 | &nbsp;&nbsp;&nbsp;&nbsp; 10559 |
|  | &nbsp;&nbsp;&nbsp;Ministeries Van de Vlaamse Gemeenschap | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/23/51 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 8100 | &nbsp;&nbsp;&nbsp;&nbsp; 4915 |
|  | &nbsp;&nbsp;&nbsp;Region Wallonne Belgium | 0.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/3/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 18800 | &nbsp;&nbsp;&nbsp;&nbsp; 20872 |
|  | &nbsp;&nbsp;&nbsp;Region Wallonne Belgium | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/8/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6400 | &nbsp;&nbsp;&nbsp;&nbsp; 6524 |
|  | &nbsp;&nbsp;&nbsp;Region Wallonne Belgium | 0.375% | &nbsp;&nbsp;&nbsp;&nbsp; 10/22/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2800 | &nbsp;&nbsp;&nbsp;&nbsp; 2705 |
|  | &nbsp;&nbsp;&nbsp;Region Wallonne Belgium | 1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/3/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 13400 | &nbsp;&nbsp;&nbsp;&nbsp; 12830 |
|  | &nbsp;&nbsp;&nbsp;Region Wallonne Belgium | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/22/37 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7000 | &nbsp;&nbsp;&nbsp;&nbsp; 5542 |
|  | &nbsp;&nbsp;&nbsp;Region Wallonne Belgium | 1.050% | &nbsp;&nbsp;&nbsp;&nbsp; 6/22/40 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3000 | &nbsp;&nbsp;&nbsp;&nbsp; 2313 |
|  | &nbsp;&nbsp;&nbsp;Region Wallonne Belgium | 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 15000 | &nbsp;&nbsp;&nbsp;&nbsp; 16060 |
|  | &nbsp;&nbsp;&nbsp;Region Wallonne Belgium | 0.650% | &nbsp;&nbsp;&nbsp;&nbsp; 1/16/51 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4500 | &nbsp;&nbsp;&nbsp;&nbsp; 2341 |
|  | &nbsp;&nbsp;&nbsp;Region Wallonne Belgium | 1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/22/71 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2800 | &nbsp;&nbsp;&nbsp;&nbsp; 1368 |
|  |  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **2273773** |
| **Bulgaria (0.1%)** | **Bulgaria (0.1%)** | **Bulgaria (0.1%)** | **Bulgaria (0.1%)** |  |  |  |
|  | &nbsp;&nbsp;&nbsp;Republic of Bulgaria | 2.625% | &nbsp;&nbsp;&nbsp;&nbsp; 3/26/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1455 | &nbsp;&nbsp;&nbsp;&nbsp; 1647 |
|  | &nbsp;&nbsp;&nbsp;Republic of Bulgaria | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/21/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 12184 | &nbsp;&nbsp;&nbsp;&nbsp; 13958 |
|  | &nbsp;&nbsp;&nbsp;Republic of Bulgaria | 4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 9/23/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3200 | &nbsp;&nbsp;&nbsp;&nbsp; 3835 |
|  | &nbsp;&nbsp;&nbsp;Republic of Bulgaria | 4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 5/13/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 27912 | &nbsp;&nbsp;&nbsp;&nbsp; 33942 |
|  | &nbsp;&nbsp;&nbsp;Republic of Bulgaria | 3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 9/5/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2701 | &nbsp;&nbsp;&nbsp;&nbsp; 3134 |
|  | &nbsp;&nbsp;&nbsp;Republic of Bulgaria | 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 1/27/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5790 | &nbsp;&nbsp;&nbsp;&nbsp; 7045 |
|  | &nbsp;&nbsp;&nbsp;Republic of Bulgaria | 4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 5/13/36 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 13508 | &nbsp;&nbsp;&nbsp;&nbsp; 16689 |
|  | &nbsp;&nbsp;&nbsp;Republic of Bulgaria | 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 9/5/44 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 11992 | &nbsp;&nbsp;&nbsp;&nbsp; 13443 |
|  |  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **93693** |
| **Canada (4.9%)** | **Canada (4.9%)** | **Canada (4.9%)** | **Canada (4.9%)** |  |  |  |
|  | &nbsp;&nbsp;&nbsp;55 Ontario School Board Trust | 5.900% | &nbsp;&nbsp;&nbsp;&nbsp; 6/2/33 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2520 | &nbsp;&nbsp;&nbsp;&nbsp; 2082 |
|  | &nbsp;&nbsp;&nbsp;British Columbia Investment Management Corp. | 3.400% | &nbsp;&nbsp;&nbsp;&nbsp; 6/2/30 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 22500 | &nbsp;&nbsp;&nbsp;&nbsp; 16606 |
|  | &nbsp;&nbsp;&nbsp;British Columbia Investment Management Corp. | 4.900% | &nbsp;&nbsp;&nbsp;&nbsp; 6/2/33 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 11000 | &nbsp;&nbsp;&nbsp;&nbsp; 8718 |
|  | &nbsp;&nbsp;&nbsp;British Columbia Municipal Finance Authority | 3.050% | &nbsp;&nbsp;&nbsp;&nbsp; 10/23/28 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 3732 | &nbsp;&nbsp;&nbsp;&nbsp; 2749 |
|  | &nbsp;&nbsp;&nbsp;British Columbia Municipal Finance Authority | 2.550% | &nbsp;&nbsp;&nbsp;&nbsp; 10/9/29 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 7326 | &nbsp;&nbsp;&nbsp;&nbsp; 5283 |
|  | &nbsp;&nbsp;&nbsp;British Columbia Municipal Finance Authority | 2.300% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2129 | &nbsp;&nbsp;&nbsp;&nbsp; 1472 |
|  | &nbsp;&nbsp;&nbsp;Canada | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 240950 | &nbsp;&nbsp;&nbsp;&nbsp; 177364 |
|  | &nbsp;&nbsp;&nbsp;Canada | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2486 | &nbsp;&nbsp;&nbsp;&nbsp; 1785 |
|  | &nbsp;&nbsp;&nbsp;Canada | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 108520 | &nbsp;&nbsp;&nbsp;&nbsp; 80181 |
|  | &nbsp;&nbsp;&nbsp;Canada | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 51394 | &nbsp;&nbsp;&nbsp;&nbsp; 36567 |
|  | &nbsp;&nbsp;&nbsp;Canada | 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 43150 | &nbsp;&nbsp;&nbsp;&nbsp; 31650 |
|  | &nbsp;&nbsp;&nbsp;Canada | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 150890 | &nbsp;&nbsp;&nbsp;&nbsp; 110425 |
|  | &nbsp;&nbsp;&nbsp;Canada | 1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 37275 | &nbsp;&nbsp;&nbsp;&nbsp; 26446 |
|  | &nbsp;&nbsp;&nbsp;Canada | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 27135 | &nbsp;&nbsp;&nbsp;&nbsp; 19106 |
|  | &nbsp;&nbsp;&nbsp;Canada | 8.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2497 | &nbsp;&nbsp;&nbsp;&nbsp; 2013 |
|  | &nbsp;&nbsp;&nbsp;Canada | 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 133996 | &nbsp;&nbsp;&nbsp;&nbsp; 97731 |
|  | &nbsp;&nbsp;&nbsp;Canada | 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 63738 | &nbsp;&nbsp;&nbsp;&nbsp; 47463 |
|  | &nbsp;&nbsp;&nbsp;Canada | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 24097 | &nbsp;&nbsp;&nbsp;&nbsp; 17213 |
|  | &nbsp;&nbsp;&nbsp;Canada | 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 87110 | &nbsp;&nbsp;&nbsp;&nbsp; 64570 |
|  | &nbsp;&nbsp;&nbsp;Canada | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 100973 | &nbsp;&nbsp;&nbsp;&nbsp; 76949 |
|  | &nbsp;&nbsp;&nbsp;Canada | 2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 20000 | &nbsp;&nbsp;&nbsp;&nbsp; 14317 |
|  | &nbsp;&nbsp;&nbsp;Canada | 5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 18276 | &nbsp;&nbsp;&nbsp;&nbsp; 14861 |
|  | &nbsp;&nbsp;&nbsp;Canada | 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 125012 | &nbsp;&nbsp;&nbsp;&nbsp; 93881 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Canada | 2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 27982 | &nbsp;&nbsp;&nbsp;&nbsp; 19951 |
|  | &nbsp;&nbsp;&nbsp;Canada | 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 35494 | &nbsp;&nbsp;&nbsp;&nbsp; 25839 |
|  | &nbsp;&nbsp;&nbsp;Canada | 1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 203023 | &nbsp;&nbsp;&nbsp;&nbsp; 137119 |
|  | &nbsp;&nbsp;&nbsp;Canada | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 69222 | &nbsp;&nbsp;&nbsp;&nbsp; 44402 |
|  | &nbsp;&nbsp;&nbsp;Canada | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 179175 | &nbsp;&nbsp;&nbsp;&nbsp; 120519 |
|  | &nbsp;&nbsp;&nbsp;Canada | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 143885 | &nbsp;&nbsp;&nbsp;&nbsp; 95957 |
|  | &nbsp;&nbsp;&nbsp;Canada | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 83199 | &nbsp;&nbsp;&nbsp;&nbsp; 56898 |
|  | &nbsp;&nbsp;&nbsp;Canada | 2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 69480 | &nbsp;&nbsp;&nbsp;&nbsp; 48927 |
|  | &nbsp;&nbsp;&nbsp;Canada | 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 82308 | &nbsp;&nbsp;&nbsp;&nbsp; 58790 |
|  | &nbsp;&nbsp;&nbsp;Canada | 5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 35982 | &nbsp;&nbsp;&nbsp;&nbsp; 31245 |
|  | &nbsp;&nbsp;&nbsp;Canada | 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 93645 | &nbsp;&nbsp;&nbsp;&nbsp; 69224 |

---

------

Total International Bond II Index Fund

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;&nbsp;&nbsp;Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Canada | 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 34500 | &nbsp;&nbsp;&nbsp;&nbsp; 25971 |
|  | &nbsp;&nbsp;&nbsp;Canada | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 206688 | &nbsp;&nbsp;&nbsp;&nbsp; 149475 |
|  | &nbsp;&nbsp;&nbsp;Canada | 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 133834 | &nbsp;&nbsp;&nbsp;&nbsp; 98506 |
|  | &nbsp;&nbsp;&nbsp;Canada | 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 61639 | &nbsp;&nbsp;&nbsp;&nbsp; 45281 |
|  | &nbsp;&nbsp;&nbsp;Canada | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/37 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 18374 | &nbsp;&nbsp;&nbsp;&nbsp; 15760 |
|  | &nbsp;&nbsp;&nbsp;Canada | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 40465 | &nbsp;&nbsp;&nbsp;&nbsp; 31976 |
|  | &nbsp;&nbsp;&nbsp;Canada | 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 23405 | &nbsp;&nbsp;&nbsp;&nbsp; 17356 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;Canada | 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 34852 | &nbsp;&nbsp;&nbsp;&nbsp; 22608 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;Canada | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 153593 | &nbsp;&nbsp;&nbsp;&nbsp; 83848 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;Canada | 1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/53 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 133783 | &nbsp;&nbsp;&nbsp;&nbsp; 67725 |
|  | &nbsp;&nbsp;&nbsp;Canada | 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/55 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 139681 | &nbsp;&nbsp;&nbsp;&nbsp; 88564 |
|  | &nbsp;&nbsp;&nbsp;Canada | 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/57 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 24000 | &nbsp;&nbsp;&nbsp;&nbsp; 17583 |
|  | &nbsp;&nbsp;&nbsp;Canada | 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/64 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 29780 | &nbsp;&nbsp;&nbsp;&nbsp; 18875 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Canada Housing Trust No. 1 | 1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 29895 | &nbsp;&nbsp;&nbsp;&nbsp; 21378 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Canada Housing Trust No. 1 | 1.900% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 16015 | &nbsp;&nbsp;&nbsp;&nbsp; 11520 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Canada Housing Trust No. 1 | 1.100% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 21135 | &nbsp;&nbsp;&nbsp;&nbsp; 14986 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Canada Housing Trust No. 1 | 1.550% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 13005 | &nbsp;&nbsp;&nbsp;&nbsp; 9288 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Canada Housing Trust No. 1 | 2.350% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 41785 | &nbsp;&nbsp;&nbsp;&nbsp; 30186 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Canada Housing Trust No. 1 | 3.800% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 12050 | &nbsp;&nbsp;&nbsp;&nbsp; 8965 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Canada Housing Trust No. 1 | 3.600% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 53050 | &nbsp;&nbsp;&nbsp;&nbsp; 39357 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Canada Housing Trust No. 1 | 2.350% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 10250 | &nbsp;&nbsp;&nbsp;&nbsp; 7359 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Canada Housing Trust No. 1 | 2.650% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 33450 | &nbsp;&nbsp;&nbsp;&nbsp; 24214 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Canada Housing Trust No. 1 | 3.100% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 28100 | &nbsp;&nbsp;&nbsp;&nbsp; 20653 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Canada Housing Trust No. 1 | 3.950% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 15800 | &nbsp;&nbsp;&nbsp;&nbsp; 11903 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Canada Housing Trust No. 1 | 2.650% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 43580 | &nbsp;&nbsp;&nbsp;&nbsp; 31651 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Canada Housing Trust No. 1 | 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 43500 | &nbsp;&nbsp;&nbsp;&nbsp; 33325 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Canada Housing Trust No. 1 | 3.700% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 40360 | &nbsp;&nbsp;&nbsp;&nbsp; 30447 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Canada Housing Trust No. 1 | 2.100% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 18540 | &nbsp;&nbsp;&nbsp;&nbsp; 13086 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Canada Housing Trust No. 1 | 2.900% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 53000 | &nbsp;&nbsp;&nbsp;&nbsp; 38655 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Canada Housing Trust No. 1 | 1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 16505 | &nbsp;&nbsp;&nbsp;&nbsp; 11377 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Canada Housing Trust No. 1 | 2.850% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 30000 | &nbsp;&nbsp;&nbsp;&nbsp; 21743 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Canada Housing Trust No. 1 | 1.100% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 21815 | &nbsp;&nbsp;&nbsp;&nbsp; 14238 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Canada Housing Trust No. 1 | 1.400% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 16490 | &nbsp;&nbsp;&nbsp;&nbsp; 10957 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Canada Housing Trust No. 1 | 1.900% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 7190 | &nbsp;&nbsp;&nbsp;&nbsp; 4916 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Canada Housing Trust No. 1 | 1.600% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 9370 | &nbsp;&nbsp;&nbsp;&nbsp; 6202 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Canada Housing Trust No. 1 | 2.150% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 8640 | &nbsp;&nbsp;&nbsp;&nbsp; 5923 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Canada Housing Trust No. 1 | 2.450% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 6455 | &nbsp;&nbsp;&nbsp;&nbsp; 4509 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Canada Housing Trust No. 1 | 3.550% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 48330 | &nbsp;&nbsp;&nbsp;&nbsp; 35910 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Canada Housing Trust No. 1 | 3.650% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 35700 | &nbsp;&nbsp;&nbsp;&nbsp; 26599 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Canada Housing Trust No. 1 | 4.150% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 18325 | &nbsp;&nbsp;&nbsp;&nbsp; 14124 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Canada Housing Trust No. 1 | 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 68075 | &nbsp;&nbsp;&nbsp;&nbsp; 52713 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Canada Housing Trust No. 1 | 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 38500 | &nbsp;&nbsp;&nbsp;&nbsp; 28114 |
|  | &nbsp;&nbsp;&nbsp;Canada Housing Trust No. 1 | 3.450% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 14500 | &nbsp;&nbsp;&nbsp;&nbsp; 10418 |
|  | &nbsp;&nbsp;&nbsp;Canada Post Corp. | 4.360% | &nbsp;&nbsp;&nbsp;&nbsp; 7/16/40 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1789 | &nbsp;&nbsp;&nbsp;&nbsp; 1323 |
|  | &nbsp;&nbsp;&nbsp;CDP Financial Inc. | 1.125% | &nbsp;&nbsp;&nbsp;&nbsp; 4/6/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 12000 | &nbsp;&nbsp;&nbsp;&nbsp; 13332 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;CDP Financial Inc. | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/11/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 11182 | &nbsp;&nbsp;&nbsp;&nbsp; 12980 |
|  | &nbsp;&nbsp;&nbsp;CDP Financial Inc. | 4.200% | &nbsp;&nbsp;&nbsp;&nbsp; 12/2/30 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 7000 | &nbsp;&nbsp;&nbsp;&nbsp; 5350 |
|  | &nbsp;&nbsp;&nbsp;CDP Financial Inc. | 3.650% | &nbsp;&nbsp;&nbsp;&nbsp; 6/2/34 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 4000 | &nbsp;&nbsp;&nbsp;&nbsp; 2882 |
|  | &nbsp;&nbsp;&nbsp;City of Montreal | 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2700 | &nbsp;&nbsp;&nbsp;&nbsp; 1963 |
|  | &nbsp;&nbsp;&nbsp;City of Montreal | 3.150% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2795 | &nbsp;&nbsp;&nbsp;&nbsp; 2056 |
|  | &nbsp;&nbsp;&nbsp;City of Montreal | 2.300% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2131 | &nbsp;&nbsp;&nbsp;&nbsp; 1503 |
|  | &nbsp;&nbsp;&nbsp;City of Montreal | 1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 3449 | &nbsp;&nbsp;&nbsp;&nbsp; 2330 |
|  | &nbsp;&nbsp;&nbsp;City of Montreal | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 5458 | &nbsp;&nbsp;&nbsp;&nbsp; 3655 |
|  | &nbsp;&nbsp;&nbsp;City of Montreal | 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2154 | &nbsp;&nbsp;&nbsp;&nbsp; 1631 |
|  | &nbsp;&nbsp;&nbsp;City of Montreal | 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1200 | &nbsp;&nbsp;&nbsp;&nbsp; 905 |
|  | &nbsp;&nbsp;&nbsp;City of Montreal | 3.900% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 10000 | &nbsp;&nbsp;&nbsp;&nbsp; 7290 |
|  | &nbsp;&nbsp;&nbsp;City of Montreal | 4.100% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1566 | &nbsp;&nbsp;&nbsp;&nbsp; 1155 |
|  | &nbsp;&nbsp;&nbsp;City of Montreal | 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/38 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 4239 | &nbsp;&nbsp;&nbsp;&nbsp; 2891 |
|  | &nbsp;&nbsp;&nbsp;City of Montreal | 2.400% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1924 | &nbsp;&nbsp;&nbsp;&nbsp; 1057 |
|  | &nbsp;&nbsp;&nbsp;City of Montreal | 4.700% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2354 | &nbsp;&nbsp;&nbsp;&nbsp; 1744 |
|  | &nbsp;&nbsp;&nbsp;City of Montreal | 6.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1987 | &nbsp;&nbsp;&nbsp;&nbsp; 1691 |
|  | &nbsp;&nbsp;&nbsp;City of Montreal | 4.400% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 7600 | &nbsp;&nbsp;&nbsp;&nbsp; 5369 |
|  | &nbsp;&nbsp;&nbsp;CPPIB Capital Inc. | 0.250% | &nbsp;&nbsp;&nbsp;&nbsp; 4/6/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2700 | &nbsp;&nbsp;&nbsp;&nbsp; 2953 |
|  | &nbsp;&nbsp;&nbsp;CPPIB Capital Inc. | 4.450% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 6000 | &nbsp;&nbsp;&nbsp;&nbsp; 3913 |
|  | &nbsp;&nbsp;&nbsp;CPPIB Capital Inc. | 1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 12/7/27 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 5250 | &nbsp;&nbsp;&nbsp;&nbsp; 6518 |
|  | &nbsp;&nbsp;&nbsp;CPPIB Capital Inc. | 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 3/8/28 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 13600 | &nbsp;&nbsp;&nbsp;&nbsp; 10055 |
|  | &nbsp;&nbsp;&nbsp;CPPIB Capital Inc. | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 10697 | &nbsp;&nbsp;&nbsp;&nbsp; 7865 |
|  | &nbsp;&nbsp;&nbsp;CPPIB Capital Inc. | 4.400% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 16000 | &nbsp;&nbsp;&nbsp;&nbsp; 10443 |
|  | &nbsp;&nbsp;&nbsp;CPPIB Capital Inc. | 0.875% | &nbsp;&nbsp;&nbsp;&nbsp; 2/6/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 9133 | &nbsp;&nbsp;&nbsp;&nbsp; 9818 |
|  | &nbsp;&nbsp;&nbsp;CPPIB Capital Inc. | 3.600% | &nbsp;&nbsp;&nbsp;&nbsp; 6/2/29 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 7000 | &nbsp;&nbsp;&nbsp;&nbsp; 5228 |

---

------

Total International Bond II Index Fund

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;&nbsp;&nbsp;Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;CPPIB Capital Inc. | 1.125% | &nbsp;&nbsp;&nbsp;&nbsp; 12/14/29 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 8000 | &nbsp;&nbsp;&nbsp;&nbsp; 9350 |
|  | &nbsp;&nbsp;&nbsp;CPPIB Capital Inc. | 3.350% | &nbsp;&nbsp;&nbsp;&nbsp; 12/2/30 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2830 | &nbsp;&nbsp;&nbsp;&nbsp; 2084 |
|  | &nbsp;&nbsp;&nbsp;CPPIB Capital Inc. | 0.050% | &nbsp;&nbsp;&nbsp;&nbsp; 2/24/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5250 | &nbsp;&nbsp;&nbsp;&nbsp; 5132 |
|  | &nbsp;&nbsp;&nbsp;CPPIB Capital Inc. | 3.950% | &nbsp;&nbsp;&nbsp;&nbsp; 6/2/32 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 30700 | &nbsp;&nbsp;&nbsp;&nbsp; 23113 |
|  | &nbsp;&nbsp;&nbsp;CPPIB Capital Inc. | 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 6/2/33 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 20000 | &nbsp;&nbsp;&nbsp;&nbsp; 15776 |
|  | &nbsp;&nbsp;&nbsp;CPPIB Capital Inc. | 5.200% | &nbsp;&nbsp;&nbsp;&nbsp; 3/4/34 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 17000 | &nbsp;&nbsp;&nbsp;&nbsp; 11276 |
|  | &nbsp;&nbsp;&nbsp;CPPIB Capital Inc. | 4.300% | &nbsp;&nbsp;&nbsp;&nbsp; 6/2/34 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 18500 | &nbsp;&nbsp;&nbsp;&nbsp; 14091 |
|  | &nbsp;&nbsp;&nbsp;CPPIB Capital Inc. | 0.750% | &nbsp;&nbsp;&nbsp;&nbsp; 2/2/37 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 12500 | &nbsp;&nbsp;&nbsp;&nbsp; 10783 |
|  | &nbsp;&nbsp;&nbsp;CPPIB Capital Inc. | 0.250% | &nbsp;&nbsp;&nbsp;&nbsp; 1/18/41 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 18288 | &nbsp;&nbsp;&nbsp;&nbsp; 12847 |
|  | &nbsp;&nbsp;&nbsp;CPPIB Capital Inc. | 0.750% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2327 | &nbsp;&nbsp;&nbsp;&nbsp; 1483 |
|  | &nbsp;&nbsp;&nbsp;CPPIB Capital Inc. | 1.625% | &nbsp;&nbsp;&nbsp;&nbsp; 10/22/71 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 3250 | &nbsp;&nbsp;&nbsp;&nbsp; 1630 |
|  | &nbsp;&nbsp;&nbsp;Export Development Canada | 2.875% | &nbsp;&nbsp;&nbsp;&nbsp; 1/19/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 30000 | &nbsp;&nbsp;&nbsp;&nbsp; 34658 |
|  | &nbsp;&nbsp;&nbsp;Export Development Canada | 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 9/6/28 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 20000 | &nbsp;&nbsp;&nbsp;&nbsp; 13145 |
|  | &nbsp;&nbsp;&nbsp;First Nations Finance Authority | 3.050% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 507 | &nbsp;&nbsp;&nbsp;&nbsp; 370 |
|  | &nbsp;&nbsp;&nbsp;First Nations Finance Authority | 1.710% | &nbsp;&nbsp;&nbsp;&nbsp; 6/16/30 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1639 | &nbsp;&nbsp;&nbsp;&nbsp; 1110 |
|  | &nbsp;&nbsp;&nbsp;First Nations Finance Authority | 2.850% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 3845 | &nbsp;&nbsp;&nbsp;&nbsp; 2671 |
|  | &nbsp;&nbsp;&nbsp;First Nations Finance Authority | 4.100% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1800 | &nbsp;&nbsp;&nbsp;&nbsp; 1334 |
|  | &nbsp;&nbsp;&nbsp;First Nations Finance Authority | 4.050% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 3890 | &nbsp;&nbsp;&nbsp;&nbsp; 2853 |
|  | &nbsp;&nbsp;&nbsp;Government of the Northwest Territories | 2.200% | &nbsp;&nbsp;&nbsp;&nbsp; 9/29/51 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 491 | &nbsp;&nbsp;&nbsp;&nbsp; 225 |
|  | &nbsp;&nbsp;&nbsp;Greater Sudbury Canada | 2.416% | &nbsp;&nbsp;&nbsp;&nbsp; 3/12/50 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 827 | &nbsp;&nbsp;&nbsp;&nbsp; 406 |
|  | &nbsp;&nbsp;&nbsp;Hydro-Quebec | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 8727 | &nbsp;&nbsp;&nbsp;&nbsp; 6178 |
|  | &nbsp;&nbsp;&nbsp;Hydro-Quebec | 3.400% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 5500 | &nbsp;&nbsp;&nbsp;&nbsp; 4078 |
|  | &nbsp;&nbsp;&nbsp;Hydro-Quebec | 6.000% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 4550 | &nbsp;&nbsp;&nbsp;&nbsp; 3815 |
|  | &nbsp;&nbsp;&nbsp;Hydro-Quebec | 6.500% | &nbsp;&nbsp;&nbsp;&nbsp; 1/16/35 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2035 | &nbsp;&nbsp;&nbsp;&nbsp; 1782 |
|  | &nbsp;&nbsp;&nbsp;Hydro-Quebec | 6.500% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 18308 | &nbsp;&nbsp;&nbsp;&nbsp; 16025 |
|  | &nbsp;&nbsp;&nbsp;Hydro-Quebec | 6.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 15732 | &nbsp;&nbsp;&nbsp;&nbsp; 13677 |
|  | &nbsp;&nbsp;&nbsp;Hydro-Quebec | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 20795 | &nbsp;&nbsp;&nbsp;&nbsp; 16200 |
|  | &nbsp;&nbsp;&nbsp;Hydro-Quebec | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 29576 | &nbsp;&nbsp;&nbsp;&nbsp; 23247 |
|  | &nbsp;&nbsp;&nbsp;Hydro-Quebec | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/55 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 30907 | &nbsp;&nbsp;&nbsp;&nbsp; 20855 |
|  | &nbsp;&nbsp;&nbsp;Hydro-Quebec | 2.100% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/60 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 34187 | &nbsp;&nbsp;&nbsp;&nbsp; 14758 |
|  | &nbsp;&nbsp;&nbsp;Hydro-Quebec | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/63 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 42643 | &nbsp;&nbsp;&nbsp;&nbsp; 28706 |
|  | &nbsp;&nbsp;&nbsp;Hydro-Quebec | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/65 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 5050 | &nbsp;&nbsp;&nbsp;&nbsp; 3394 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Labrador-Island Link Funding Trust | 3.760% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 4412 | &nbsp;&nbsp;&nbsp;&nbsp; 3261 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Labrador-Island Link Funding Trust | 3.860% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 3311 | &nbsp;&nbsp;&nbsp;&nbsp; 2262 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Labrador-Island Link Funding Trust | 3.850% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/53 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 3339 | &nbsp;&nbsp;&nbsp;&nbsp; 2232 |
|  | &nbsp;&nbsp;&nbsp;Maritime Link Financing Trust | 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 4558 | &nbsp;&nbsp;&nbsp;&nbsp; 3095 |
|  | &nbsp;&nbsp;&nbsp;Maritime Link Financing Trust | 4.048% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1000 | &nbsp;&nbsp;&nbsp;&nbsp; 722 |
|  | &nbsp;&nbsp;&nbsp;Municipal Finance Authority of British Columbia | 3.350% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 6000 | &nbsp;&nbsp;&nbsp;&nbsp; 4427 |
|  | &nbsp;&nbsp;&nbsp;Municipal Finance Authority of British Columbia | 4.050% | &nbsp;&nbsp;&nbsp;&nbsp; 12/3/33 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2600 | &nbsp;&nbsp;&nbsp;&nbsp; 1957 |
|  | &nbsp;&nbsp;&nbsp;Municipal Finance Authority of British Columbia | 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 12/3/34 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 3800 | &nbsp;&nbsp;&nbsp;&nbsp; 2774 |
|  | &nbsp;&nbsp;&nbsp;Municipal Finance Authority of British Columbia | 2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 9/27/41 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 8153 | &nbsp;&nbsp;&nbsp;&nbsp; 4647 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Muskrat Falls / Labrador Transmission Assets Funding Trust | 3.630% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2692 | &nbsp;&nbsp;&nbsp;&nbsp; 2009 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Muskrat Falls / Labrador Transmission Assets Funding Trust | 3.830% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/37 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2150 | &nbsp;&nbsp;&nbsp;&nbsp; 1545 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Muskrat Falls / Labrador Transmission Assets Funding Trust | 3.860% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 5482 | &nbsp;&nbsp;&nbsp;&nbsp; 3683 |
|  | &nbsp;&nbsp;&nbsp;Muskrat Falls / Labrador Transmission Assets Funding Trust | 3.382% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/57 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2140 | &nbsp;&nbsp;&nbsp;&nbsp; 1311 |
|  | &nbsp;&nbsp;&nbsp;New Brunswick F-M Project Co. Inc. | 6.470% | &nbsp;&nbsp;&nbsp;&nbsp; 11/30/27 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 99 | &nbsp;&nbsp;&nbsp;&nbsp; 74 |
|  | &nbsp;&nbsp;&nbsp;Newfoundland & Labrador Hydro | 6.650% | &nbsp;&nbsp;&nbsp;&nbsp; 8/27/31 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 981 | &nbsp;&nbsp;&nbsp;&nbsp; 844 |
|  | &nbsp;&nbsp;&nbsp;Newfoundland & Labrador Hydro | 3.600% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1771 | &nbsp;&nbsp;&nbsp;&nbsp; 1101 |
|  | &nbsp;&nbsp;&nbsp;OMERS Finance Trust | 1.550% | &nbsp;&nbsp;&nbsp;&nbsp; 4/21/27 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 3003 | &nbsp;&nbsp;&nbsp;&nbsp; 2129 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;OMERS Finance Trust | 3.125% | &nbsp;&nbsp;&nbsp;&nbsp; 1/25/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10500 | &nbsp;&nbsp;&nbsp;&nbsp; 12170 |
|  | &nbsp;&nbsp;&nbsp;OMERS Finance Trust | 2.600% | &nbsp;&nbsp;&nbsp;&nbsp; 5/14/29 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 5105 | &nbsp;&nbsp;&nbsp;&nbsp; 3648 |
|  | &nbsp;&nbsp;&nbsp;Ontario Electricity Financial Corp. | 8.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/22/26 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 6872 | &nbsp;&nbsp;&nbsp;&nbsp; 5284 |
|  | &nbsp;&nbsp;&nbsp;Ontario Electricity Financial Corp. | 0.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/11/31 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1600 | &nbsp;&nbsp;&nbsp;&nbsp; 962 |
|  | &nbsp;&nbsp;&nbsp;Ontario Infrastructure & Lands Corp. | 4.700% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/37 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 878 | &nbsp;&nbsp;&nbsp;&nbsp; 660 |
|  | &nbsp;&nbsp;&nbsp;Ontario School Boards Financing Corp. | 5.483% | &nbsp;&nbsp;&nbsp;&nbsp; 11/26/29 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 13 | &nbsp;&nbsp;&nbsp;&nbsp; 10 |
|  | &nbsp;&nbsp;&nbsp;Ontario Teachers Finance Trust | 0.100% | &nbsp;&nbsp;&nbsp;&nbsp; 5/19/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6900 | &nbsp;&nbsp;&nbsp;&nbsp; 7317 |
|  | &nbsp;&nbsp;&nbsp;Ontario Teachers Finance Trust | 4.150% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 4000 | &nbsp;&nbsp;&nbsp;&nbsp; 3048 |
|  | &nbsp;&nbsp;&nbsp;Ontario Teachers Finance Trust | 1.850% | &nbsp;&nbsp;&nbsp;&nbsp; 5/3/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 31550 | &nbsp;&nbsp;&nbsp;&nbsp; 33467 |
|  | &nbsp;&nbsp;&nbsp;Ontario Teachers Finance Trust | 4.300% | &nbsp;&nbsp;&nbsp;&nbsp; 6/2/34 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 4500 | &nbsp;&nbsp;&nbsp;&nbsp; 3398 |
|  | &nbsp;&nbsp;&nbsp;Ontario Teachers Finance Trust | 0.900% | &nbsp;&nbsp;&nbsp;&nbsp; 5/20/41 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 8330 | &nbsp;&nbsp;&nbsp;&nbsp; 6476 |
|  | &nbsp;&nbsp;&nbsp;Ottawa Ontario | 4.600% | &nbsp;&nbsp;&nbsp;&nbsp; 7/14/42 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 931 | &nbsp;&nbsp;&nbsp;&nbsp; 686 |
|  | &nbsp;&nbsp;&nbsp;Ottawa Ontario | 3.100% | &nbsp;&nbsp;&nbsp;&nbsp; 7/27/48 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2341 | &nbsp;&nbsp;&nbsp;&nbsp; 1323 |
|  | &nbsp;&nbsp;&nbsp;Ottawa Ontario | 2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/11/51 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2620 | &nbsp;&nbsp;&nbsp;&nbsp; 1295 |
|  | &nbsp;&nbsp;&nbsp;Ottawa Ontario | 4.100% | &nbsp;&nbsp;&nbsp;&nbsp; 12/6/52 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1384 | &nbsp;&nbsp;&nbsp;&nbsp; 923 |
|  | &nbsp;&nbsp;&nbsp;Ottawa Ontario | 4.200% | &nbsp;&nbsp;&nbsp;&nbsp; 7/30/53 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 4448 | &nbsp;&nbsp;&nbsp;&nbsp; 3007 |
|  | &nbsp;&nbsp;&nbsp;Province of Alberta | 2.200% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 15094 | &nbsp;&nbsp;&nbsp;&nbsp; 10913 |
|  | &nbsp;&nbsp;&nbsp;Province of Alberta | 3.100% | &nbsp;&nbsp;&nbsp;&nbsp; 12/14/26 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 1148 | &nbsp;&nbsp;&nbsp;&nbsp; 728 |
|  | &nbsp;&nbsp;&nbsp;Province of Alberta | 2.550% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 23104 | &nbsp;&nbsp;&nbsp;&nbsp; 16755 |
|  | &nbsp;&nbsp;&nbsp;Province of Alberta | 3.600% | &nbsp;&nbsp;&nbsp;&nbsp; 4/11/28 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 110 | &nbsp;&nbsp;&nbsp;&nbsp; 70 |
|  | &nbsp;&nbsp;&nbsp;Province of Alberta | 2.900% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 17079 | &nbsp;&nbsp;&nbsp;&nbsp; 12463 |

---

------

Total International Bond II Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;&nbsp;&nbsp;Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| &nbsp;&nbsp;&nbsp;Province of Alberta | 0.375% | &nbsp;&nbsp;&nbsp;&nbsp; 2/7/29 | &nbsp;&nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp; 10000 | &nbsp;&nbsp;&nbsp;&nbsp; 12093 |
| &nbsp;&nbsp;&nbsp;Province of Alberta | 1.403% | &nbsp;&nbsp;&nbsp;&nbsp; 2/20/29 | &nbsp;&nbsp;&nbsp;&nbsp;SEK | &nbsp;&nbsp; 106000 | &nbsp;&nbsp;&nbsp;&nbsp; 10450 |
| &nbsp;&nbsp;&nbsp;Province of Alberta | 4.100% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 8000 | &nbsp;&nbsp;&nbsp;&nbsp; 6091 |
| &nbsp;&nbsp;&nbsp;Province of Alberta | 2.900% | &nbsp;&nbsp;&nbsp;&nbsp; 9/20/29 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 7122 | &nbsp;&nbsp;&nbsp;&nbsp; 5176 |
| &nbsp;&nbsp;&nbsp;Province of Alberta | 2.050% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 35396 | &nbsp;&nbsp;&nbsp;&nbsp; 24568 |
| &nbsp;&nbsp;&nbsp;Province of Alberta | 1.650% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 17391 | &nbsp;&nbsp;&nbsp;&nbsp; 11574 |
| &nbsp;&nbsp;&nbsp;Province of Alberta | 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 4554 | &nbsp;&nbsp;&nbsp;&nbsp; 3366 |
| &nbsp;&nbsp;&nbsp;Province of Alberta | 4.150% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 13000 | &nbsp;&nbsp;&nbsp;&nbsp; 9859 |
| &nbsp;&nbsp;&nbsp;Province of Alberta | 3.900% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 7402 | &nbsp;&nbsp;&nbsp;&nbsp; 5501 |
| &nbsp;&nbsp;&nbsp;Province of Alberta | 5.200% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 9000 | &nbsp;&nbsp;&nbsp;&nbsp; 5943 |
| &nbsp;&nbsp;&nbsp;Province of Alberta | 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 4950 | &nbsp;&nbsp;&nbsp;&nbsp; 3706 |
| &nbsp;&nbsp;&nbsp;Province of Alberta | 3.450% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 10342 | &nbsp;&nbsp;&nbsp;&nbsp; 6640 |
| &nbsp;&nbsp;&nbsp;Province of Alberta | 3.300% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/46 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 23716 | &nbsp;&nbsp;&nbsp;&nbsp; 14509 |
| &nbsp;&nbsp;&nbsp;Province of Alberta | 3.050% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 27875 | &nbsp;&nbsp;&nbsp;&nbsp; 16116 |
| &nbsp;&nbsp;&nbsp;Province of Alberta | 3.100% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 39726 | &nbsp;&nbsp;&nbsp;&nbsp; 23065 |
| &nbsp;&nbsp;&nbsp;Province of Alberta | 2.950% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 15071 | &nbsp;&nbsp;&nbsp;&nbsp; 8442 |
| &nbsp;&nbsp;&nbsp;Province of Alberta | 4.450% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/54 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 11000 | &nbsp;&nbsp;&nbsp;&nbsp; 8027 |
| &nbsp;&nbsp;&nbsp;Province of British Columbia | 2.300% | &nbsp;&nbsp;&nbsp;&nbsp; 6/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 9486 | &nbsp;&nbsp;&nbsp;&nbsp; 6869 |
| &nbsp;&nbsp;&nbsp;Province of British Columbia | 2.550% | &nbsp;&nbsp;&nbsp;&nbsp; 6/18/27 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 14234 | &nbsp;&nbsp;&nbsp;&nbsp; 10324 |
| &nbsp;&nbsp;&nbsp;Province of British Columbia | 2.950% | &nbsp;&nbsp;&nbsp;&nbsp; 12/18/28 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 11974 | &nbsp;&nbsp;&nbsp;&nbsp; 8755 |
| &nbsp;&nbsp;&nbsp;Province of British Columbia | 5.700% | &nbsp;&nbsp;&nbsp;&nbsp; 6/18/29 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 6649 | &nbsp;&nbsp;&nbsp;&nbsp; 5366 |
| &nbsp;&nbsp;&nbsp;Province of British Columbia | 2.200% | &nbsp;&nbsp;&nbsp;&nbsp; 6/18/30 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 19775 | &nbsp;&nbsp;&nbsp;&nbsp; 13822 |
| &nbsp;&nbsp;&nbsp;Province of British Columbia | 1.550% | &nbsp;&nbsp;&nbsp;&nbsp; 6/18/31 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 24285 | &nbsp;&nbsp;&nbsp;&nbsp; 16048 |
| &nbsp;&nbsp;&nbsp;Province of British Columbia | 6.350% | &nbsp;&nbsp;&nbsp;&nbsp; 6/18/31 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 7346 | &nbsp;&nbsp;&nbsp;&nbsp; 6264 |
| &nbsp;&nbsp;&nbsp;Province of British Columbia | 3.550% | &nbsp;&nbsp;&nbsp;&nbsp; 6/18/33 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 3400 | &nbsp;&nbsp;&nbsp;&nbsp; 2471 |
| &nbsp;&nbsp;&nbsp;Province of British Columbia | 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/23/34 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 7500 | &nbsp;&nbsp;&nbsp;&nbsp; 4972 |
| &nbsp;&nbsp;&nbsp;Province of British Columbia | 4.150% | &nbsp;&nbsp;&nbsp;&nbsp; 6/18/34 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 14000 | &nbsp;&nbsp;&nbsp;&nbsp; 10559 |
| &nbsp;&nbsp;&nbsp;Province of British Columbia | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/24/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 19000 | &nbsp;&nbsp;&nbsp;&nbsp; 21418 |
| &nbsp;&nbsp;&nbsp;Province of British Columbia | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/18/35 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 10000 | &nbsp;&nbsp;&nbsp;&nbsp; 7398 |
| &nbsp;&nbsp;&nbsp;Province of British Columbia | 5.400% | &nbsp;&nbsp;&nbsp;&nbsp; 6/18/35 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 3000 | &nbsp;&nbsp;&nbsp;&nbsp; 2463 |
| &nbsp;&nbsp;&nbsp;Province of British Columbia | 4.700% | &nbsp;&nbsp;&nbsp;&nbsp; 6/18/37 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 4859 | &nbsp;&nbsp;&nbsp;&nbsp; 3754 |
| &nbsp;&nbsp;&nbsp;Province of British Columbia | 4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 6/18/40 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 13773 | &nbsp;&nbsp;&nbsp;&nbsp; 10823 |
| &nbsp;&nbsp;&nbsp;Province of British Columbia | 4.300% | &nbsp;&nbsp;&nbsp;&nbsp; 6/18/42 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 18568 | &nbsp;&nbsp;&nbsp;&nbsp; 13441 |
| &nbsp;&nbsp;&nbsp;Province of British Columbia | 3.200% | &nbsp;&nbsp;&nbsp;&nbsp; 6/18/44 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 19315 | &nbsp;&nbsp;&nbsp;&nbsp; 11868 |
| &nbsp;&nbsp;&nbsp;Province of British Columbia | 2.800% | &nbsp;&nbsp;&nbsp;&nbsp; 6/18/48 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 25863 | &nbsp;&nbsp;&nbsp;&nbsp; 14299 |
| &nbsp;&nbsp;&nbsp;Province of British Columbia | 4.900% | &nbsp;&nbsp;&nbsp;&nbsp; 6/18/48 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1471 | &nbsp;&nbsp;&nbsp;&nbsp; 1133 |
| &nbsp;&nbsp;&nbsp;Province of British Columbia | 2.950% | &nbsp;&nbsp;&nbsp;&nbsp; 6/18/50 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 29510 | &nbsp;&nbsp;&nbsp;&nbsp; 16618 |
| &nbsp;&nbsp;&nbsp;Province of British Columbia | 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 6/18/52 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 22419 | &nbsp;&nbsp;&nbsp;&nbsp; 11988 |
| &nbsp;&nbsp;&nbsp;Province of British Columbia | 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 12/18/53 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 22208 | &nbsp;&nbsp;&nbsp;&nbsp; 15611 |
| &nbsp;&nbsp;&nbsp;Province of British Columbia | 4.450% | &nbsp;&nbsp;&nbsp;&nbsp; 12/18/55 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 15240 | &nbsp;&nbsp;&nbsp;&nbsp; 11144 |
| &nbsp;&nbsp;&nbsp;Province of Manitoba | 2.550% | &nbsp;&nbsp;&nbsp;&nbsp; 6/2/26 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 9304 | &nbsp;&nbsp;&nbsp;&nbsp; 6752 |
| &nbsp;&nbsp;&nbsp;Province of Manitoba | 2.600% | &nbsp;&nbsp;&nbsp;&nbsp; 6/2/27 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 7584 | &nbsp;&nbsp;&nbsp;&nbsp; 5502 |
| &nbsp;&nbsp;&nbsp;Province of Manitoba | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/2/28 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 6318 | &nbsp;&nbsp;&nbsp;&nbsp; 4626 |
| &nbsp;&nbsp;&nbsp;Province of Manitoba | 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 6/2/29 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 9669 | &nbsp;&nbsp;&nbsp;&nbsp; 6995 |
| &nbsp;&nbsp;&nbsp;Province of Manitoba | 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 9/5/29 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2213 | &nbsp;&nbsp;&nbsp;&nbsp; 1631 |
| &nbsp;&nbsp;&nbsp;Province of Manitoba | 2.050% | &nbsp;&nbsp;&nbsp;&nbsp; 6/2/30 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 4637 | &nbsp;&nbsp;&nbsp;&nbsp; 3214 |
| &nbsp;&nbsp;&nbsp;Province of Manitoba | 6.300% | &nbsp;&nbsp;&nbsp;&nbsp; 3/5/31 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 469 | &nbsp;&nbsp;&nbsp;&nbsp; 396 |
| &nbsp;&nbsp;&nbsp;Province of Manitoba | 2.050% | &nbsp;&nbsp;&nbsp;&nbsp; 6/2/31 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 10481 | &nbsp;&nbsp;&nbsp;&nbsp; 7129 |
| &nbsp;&nbsp;&nbsp;Province of Manitoba | 3.900% | &nbsp;&nbsp;&nbsp;&nbsp; 12/2/32 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 6000 | &nbsp;&nbsp;&nbsp;&nbsp; 4486 |
| &nbsp;&nbsp;&nbsp;Province of Manitoba | 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/2/34 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 13990 | &nbsp;&nbsp;&nbsp;&nbsp; 10573 |
| &nbsp;&nbsp;&nbsp;Province of Manitoba | 4.850% | &nbsp;&nbsp;&nbsp;&nbsp; 8/28/34 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 3214 |
| &nbsp;&nbsp;&nbsp;Province of Manitoba | 3.700% | &nbsp;&nbsp;&nbsp;&nbsp; 6/2/35 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 5500 | &nbsp;&nbsp;&nbsp;&nbsp; 3955 |
| &nbsp;&nbsp;&nbsp;Province of Manitoba | 5.700% | &nbsp;&nbsp;&nbsp;&nbsp; 3/5/37 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 3171 | &nbsp;&nbsp;&nbsp;&nbsp; 2657 |
| &nbsp;&nbsp;&nbsp;Province of Manitoba | 4.600% | &nbsp;&nbsp;&nbsp;&nbsp; 3/5/38 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 4780 | &nbsp;&nbsp;&nbsp;&nbsp; 3638 |
| &nbsp;&nbsp;&nbsp;Province of Manitoba | 4.650% | &nbsp;&nbsp;&nbsp;&nbsp; 3/5/40 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1960 | &nbsp;&nbsp;&nbsp;&nbsp; 1479 |
| &nbsp;&nbsp;&nbsp;Province of Manitoba | 4.400% | &nbsp;&nbsp;&nbsp;&nbsp; 3/5/42 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 3184 | &nbsp;&nbsp;&nbsp;&nbsp; 2325 |
| &nbsp;&nbsp;&nbsp;Province of Manitoba | 3.350% | &nbsp;&nbsp;&nbsp;&nbsp; 3/5/43 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 4581 | &nbsp;&nbsp;&nbsp;&nbsp; 2871 |
| &nbsp;&nbsp;&nbsp;Province of Manitoba | 4.050% | &nbsp;&nbsp;&nbsp;&nbsp; 9/5/45 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 6326 | &nbsp;&nbsp;&nbsp;&nbsp; 4322 |
| &nbsp;&nbsp;&nbsp;Province of Manitoba | 2.850% | &nbsp;&nbsp;&nbsp;&nbsp; 9/5/46 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 11155 | &nbsp;&nbsp;&nbsp;&nbsp; 6249 |
| &nbsp;&nbsp;&nbsp;Province of Manitoba | 3.400% | &nbsp;&nbsp;&nbsp;&nbsp; 9/5/48 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 12470 | &nbsp;&nbsp;&nbsp;&nbsp; 7586 |
| &nbsp;&nbsp;&nbsp;Province of Manitoba | 3.200% | &nbsp;&nbsp;&nbsp;&nbsp; 3/5/50 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 11025 | &nbsp;&nbsp;&nbsp;&nbsp; 6426 |
| &nbsp;&nbsp;&nbsp;Province of Manitoba | 4.700% | &nbsp;&nbsp;&nbsp;&nbsp; 3/5/50 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2090 | &nbsp;&nbsp;&nbsp;&nbsp; 1548 |
| &nbsp;&nbsp;&nbsp;Province of Manitoba | 2.050% | &nbsp;&nbsp;&nbsp;&nbsp; 9/5/52 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 8409 | &nbsp;&nbsp;&nbsp;&nbsp; 3762 |
| &nbsp;&nbsp;&nbsp;Province of Manitoba | 3.150% | &nbsp;&nbsp;&nbsp;&nbsp; 9/5/52 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 3936 | &nbsp;&nbsp;&nbsp;&nbsp; 2248 |
| &nbsp;&nbsp;&nbsp;Province of Manitoba | 3.800% | &nbsp;&nbsp;&nbsp;&nbsp; 9/5/53 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 8189 | &nbsp;&nbsp;&nbsp;&nbsp; 5266 |
| &nbsp;&nbsp;&nbsp;Province of Manitoba | 4.400% | &nbsp;&nbsp;&nbsp;&nbsp; 9/5/55 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 8945 | &nbsp;&nbsp;&nbsp;&nbsp; 6395 |
| &nbsp;&nbsp;&nbsp;Province of New Brunswick | 2.600% | &nbsp;&nbsp;&nbsp;&nbsp; 8/14/26 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 4898 | &nbsp;&nbsp;&nbsp;&nbsp; 3557 |
| &nbsp;&nbsp;&nbsp;Province of New Brunswick | 2.350% | &nbsp;&nbsp;&nbsp;&nbsp; 8/14/27 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 4770 | &nbsp;&nbsp;&nbsp;&nbsp; 3442 |
| &nbsp;&nbsp;&nbsp;Province of New Brunswick | 3.100% | &nbsp;&nbsp;&nbsp;&nbsp; 8/14/28 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 4044 | &nbsp;&nbsp;&nbsp;&nbsp; 2969 |
| &nbsp;&nbsp;&nbsp;Province of New Brunswick | 5.650% | &nbsp;&nbsp;&nbsp;&nbsp; 12/27/28 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2800 | &nbsp;&nbsp;&nbsp;&nbsp; 2231 |

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Total International Bond II Index Fund

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;&nbsp;&nbsp;Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| &nbsp;&nbsp;&nbsp;Province of New Brunswick | 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 8/14/29 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1995 | &nbsp;&nbsp;&nbsp;&nbsp; 1529 |
| &nbsp;&nbsp;&nbsp;Province of New Brunswick | 3.950% | &nbsp;&nbsp;&nbsp;&nbsp; 8/14/32 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 8800 | &nbsp;&nbsp;&nbsp;&nbsp; 6614 |
| &nbsp;&nbsp;&nbsp;Province of New Brunswick | 4.450% | &nbsp;&nbsp;&nbsp;&nbsp; 8/14/33 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 4200 | &nbsp;&nbsp;&nbsp;&nbsp; 3242 |
| &nbsp;&nbsp;&nbsp;Province of New Brunswick | 5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 1/27/34 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1960 | &nbsp;&nbsp;&nbsp;&nbsp; 1617 |
| &nbsp;&nbsp;&nbsp;Province of New Brunswick | 4.050% | &nbsp;&nbsp;&nbsp;&nbsp; 8/14/34 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 5300 | &nbsp;&nbsp;&nbsp;&nbsp; 3952 |
| &nbsp;&nbsp;&nbsp;Province of New Brunswick | 4.550% | &nbsp;&nbsp;&nbsp;&nbsp; 3/26/37 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 3428 | &nbsp;&nbsp;&nbsp;&nbsp; 2606 |
| &nbsp;&nbsp;&nbsp;Province of New Brunswick | 4.800% | &nbsp;&nbsp;&nbsp;&nbsp; 9/26/39 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 5236 | &nbsp;&nbsp;&nbsp;&nbsp; 4041 |
| &nbsp;&nbsp;&nbsp;Province of New Brunswick | 4.800% | &nbsp;&nbsp;&nbsp;&nbsp; 6/3/41 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 3765 | &nbsp;&nbsp;&nbsp;&nbsp; 2877 |
| &nbsp;&nbsp;&nbsp;Province of New Brunswick | 3.550% | &nbsp;&nbsp;&nbsp;&nbsp; 6/3/43 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 4641 | &nbsp;&nbsp;&nbsp;&nbsp; 3000 |
| &nbsp;&nbsp;&nbsp;Province of New Brunswick | 3.800% | &nbsp;&nbsp;&nbsp;&nbsp; 8/14/45 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 5713 | &nbsp;&nbsp;&nbsp;&nbsp; 3773 |
| &nbsp;&nbsp;&nbsp;Province of New Brunswick | 3.100% | &nbsp;&nbsp;&nbsp;&nbsp; 8/14/48 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 8071 | &nbsp;&nbsp;&nbsp;&nbsp; 4659 |
| &nbsp;&nbsp;&nbsp;Province of New Brunswick | 3.050% | &nbsp;&nbsp;&nbsp;&nbsp; 8/14/50 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 8688 | &nbsp;&nbsp;&nbsp;&nbsp; 4938 |
| &nbsp;&nbsp;&nbsp;Province of New Brunswick | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 8/14/54 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 4000 | &nbsp;&nbsp;&nbsp;&nbsp; 3150 |
| &nbsp;&nbsp;&nbsp;Province of New Brunswick | 3.550% | &nbsp;&nbsp;&nbsp;&nbsp; 6/3/55 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1350 | &nbsp;&nbsp;&nbsp;&nbsp; 831 |
| &nbsp;&nbsp;&nbsp;Province of Newfoundland & Labrador | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/2/26 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 4898 | &nbsp;&nbsp;&nbsp;&nbsp; 3570 |
| &nbsp;&nbsp;&nbsp;Province of Newfoundland & Labrador | 1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/2/27 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1700 | &nbsp;&nbsp;&nbsp;&nbsp; 1200 |
| &nbsp;&nbsp;&nbsp;Province of Newfoundland & Labrador | 6.150% | &nbsp;&nbsp;&nbsp;&nbsp; 4/17/28 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 491 | &nbsp;&nbsp;&nbsp;&nbsp; 390 |
| &nbsp;&nbsp;&nbsp;Province of Newfoundland & Labrador | 2.850% | &nbsp;&nbsp;&nbsp;&nbsp; 6/2/28 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 7346 | &nbsp;&nbsp;&nbsp;&nbsp; 5347 |
| &nbsp;&nbsp;&nbsp;Province of Newfoundland & Labrador | 2.850% | &nbsp;&nbsp;&nbsp;&nbsp; 6/2/29 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 10107 | &nbsp;&nbsp;&nbsp;&nbsp; 7321 |
| &nbsp;&nbsp;&nbsp;Province of Newfoundland & Labrador | 1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 6/2/30 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 7215 | &nbsp;&nbsp;&nbsp;&nbsp; 4906 |
| &nbsp;&nbsp;&nbsp;Province of Newfoundland & Labrador | 2.050% | &nbsp;&nbsp;&nbsp;&nbsp; 6/2/31 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 5331 | &nbsp;&nbsp;&nbsp;&nbsp; 3615 |
| &nbsp;&nbsp;&nbsp;Province of Newfoundland & Labrador | 4.150% | &nbsp;&nbsp;&nbsp;&nbsp; 6/2/33 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 8400 | &nbsp;&nbsp;&nbsp;&nbsp; 6336 |
| &nbsp;&nbsp;&nbsp;Province of Newfoundland & Labrador | 5.700% | &nbsp;&nbsp;&nbsp;&nbsp; 10/17/35 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 491 | &nbsp;&nbsp;&nbsp;&nbsp; 408 |
| &nbsp;&nbsp;&nbsp;Province of Newfoundland & Labrador | 4.650% | &nbsp;&nbsp;&nbsp;&nbsp; 10/17/40 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2550 | &nbsp;&nbsp;&nbsp;&nbsp; 1894 |
| &nbsp;&nbsp;&nbsp;Province of Newfoundland & Labrador | 3.300% | &nbsp;&nbsp;&nbsp;&nbsp; 10/17/46 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 7147 | &nbsp;&nbsp;&nbsp;&nbsp; 4237 |
| &nbsp;&nbsp;&nbsp;Province of Newfoundland & Labrador | 3.700% | &nbsp;&nbsp;&nbsp;&nbsp; 10/17/48 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 5940 | &nbsp;&nbsp;&nbsp;&nbsp; 3720 |
| &nbsp;&nbsp;&nbsp;Province of Newfoundland & Labrador | 2.650% | &nbsp;&nbsp;&nbsp;&nbsp; 10/17/50 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 9380 | &nbsp;&nbsp;&nbsp;&nbsp; 4783 |
| &nbsp;&nbsp;&nbsp;Province of Newfoundland & Labrador | 3.150% | &nbsp;&nbsp;&nbsp;&nbsp; 12/2/52 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 4729 | &nbsp;&nbsp;&nbsp;&nbsp; 2646 |
| &nbsp;&nbsp;&nbsp;Province of Newfoundland & Labrador | 4.100% | &nbsp;&nbsp;&nbsp;&nbsp; 10/17/54 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 11100 | &nbsp;&nbsp;&nbsp;&nbsp; 7351 |
| &nbsp;&nbsp;&nbsp;Province of Newfoundland & Labrador | 4.600% | &nbsp;&nbsp;&nbsp;&nbsp; 10/17/55 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 4600 | &nbsp;&nbsp;&nbsp;&nbsp; 3326 |
| &nbsp;&nbsp;&nbsp;Province of Nova Scotia | 2.100% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 8569 | &nbsp;&nbsp;&nbsp;&nbsp; 6157 |
| &nbsp;&nbsp;&nbsp;Province of Nova Scotia | 1.100% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 5287 | &nbsp;&nbsp;&nbsp;&nbsp; 3657 |
| &nbsp;&nbsp;&nbsp;Province of Nova Scotia | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 8313 | &nbsp;&nbsp;&nbsp;&nbsp; 5731 |
| &nbsp;&nbsp;&nbsp;Province of Nova Scotia | 2.400% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 4700 | &nbsp;&nbsp;&nbsp;&nbsp; 3233 |
| &nbsp;&nbsp;&nbsp;Province of Nova Scotia | 6.600% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 12 | &nbsp;&nbsp;&nbsp;&nbsp; 10 |
| &nbsp;&nbsp;&nbsp;Province of Nova Scotia | 4.050% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2700 | &nbsp;&nbsp;&nbsp;&nbsp; 2027 |
| &nbsp;&nbsp;&nbsp;Province of Nova Scotia | 5.800% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 981 | &nbsp;&nbsp;&nbsp;&nbsp; 823 |
| &nbsp;&nbsp;&nbsp;Province of Nova Scotia | 4.900% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 4650 | &nbsp;&nbsp;&nbsp;&nbsp; 3633 |
| &nbsp;&nbsp;&nbsp;Province of Nova Scotia | 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/37 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 5550 | &nbsp;&nbsp;&nbsp;&nbsp; 4195 |
| &nbsp;&nbsp;&nbsp;Province of Nova Scotia | 4.700% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 4150 | &nbsp;&nbsp;&nbsp;&nbsp; 3132 |
| &nbsp;&nbsp;&nbsp;Province of Nova Scotia | 4.400% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 4866 | &nbsp;&nbsp;&nbsp;&nbsp; 3539 |
| &nbsp;&nbsp;&nbsp;Province of Nova Scotia | 3.150% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 10525 | &nbsp;&nbsp;&nbsp;&nbsp; 6059 |
| &nbsp;&nbsp;&nbsp;Province of Nova Scotia | 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/54 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 9500 | &nbsp;&nbsp;&nbsp;&nbsp; 7173 |
| &nbsp;&nbsp;&nbsp;Province of Nova Scotia | 4.600% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/55 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2725 | &nbsp;&nbsp;&nbsp;&nbsp; 2005 |
| &nbsp;&nbsp;&nbsp;Province of Nova Scotia | 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/2/62 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 6124 | &nbsp;&nbsp;&nbsp;&nbsp; 3680 |
| &nbsp;&nbsp;&nbsp;Province of Ontario | 2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/26/26 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 6500 | &nbsp;&nbsp;&nbsp;&nbsp; 8492 |
| &nbsp;&nbsp;&nbsp;Province of Ontario | 2.400% | &nbsp;&nbsp;&nbsp;&nbsp; 6/2/26 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 44887 | &nbsp;&nbsp;&nbsp;&nbsp; 32532 |
| &nbsp;&nbsp;&nbsp;Province of Ontario | 1.350% | &nbsp;&nbsp;&nbsp;&nbsp; 9/8/26 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 20564 | &nbsp;&nbsp;&nbsp;&nbsp; 14687 |
| &nbsp;&nbsp;&nbsp;Province of Ontario | 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 1/27/27 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 495 | &nbsp;&nbsp;&nbsp;&nbsp; 315 |
| &nbsp;&nbsp;&nbsp;Province of Ontario | 1.850% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 13498 | &nbsp;&nbsp;&nbsp;&nbsp; 9673 |
| &nbsp;&nbsp;&nbsp;Province of Ontario | 0.375% | &nbsp;&nbsp;&nbsp;&nbsp; 4/8/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 957 | &nbsp;&nbsp;&nbsp;&nbsp; 1049 |
| &nbsp;&nbsp;&nbsp;Province of Ontario | 2.600% | &nbsp;&nbsp;&nbsp;&nbsp; 6/2/27 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 36481 | &nbsp;&nbsp;&nbsp;&nbsp; 26488 |
| &nbsp;&nbsp;&nbsp;Province of Ontario | 7.600% | &nbsp;&nbsp;&nbsp;&nbsp; 6/2/27 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 7346 | &nbsp;&nbsp;&nbsp;&nbsp; 5870 |
| &nbsp;&nbsp;&nbsp;Province of Ontario | 1.050% | &nbsp;&nbsp;&nbsp;&nbsp; 9/8/27 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 5255 | &nbsp;&nbsp;&nbsp;&nbsp; 3678 |
| &nbsp;&nbsp;&nbsp;Province of Ontario | 3.600% | &nbsp;&nbsp;&nbsp;&nbsp; 3/8/28 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 25100 | &nbsp;&nbsp;&nbsp;&nbsp; 18684 |
| &nbsp;&nbsp;&nbsp;Province of Ontario | 2.900% | &nbsp;&nbsp;&nbsp;&nbsp; 6/2/28 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 38975 | &nbsp;&nbsp;&nbsp;&nbsp; 28474 |
| &nbsp;&nbsp;&nbsp;Province of Ontario | 3.400% | &nbsp;&nbsp;&nbsp;&nbsp; 9/8/28 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 11100 | &nbsp;&nbsp;&nbsp;&nbsp; 8241 |
| &nbsp;&nbsp;&nbsp;Province of Ontario | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/8/29 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 7290 | &nbsp;&nbsp;&nbsp;&nbsp; 5529 |
| &nbsp;&nbsp;&nbsp;Province of Ontario | 6.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/8/29 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 27610 | &nbsp;&nbsp;&nbsp;&nbsp; 22721 |
| &nbsp;&nbsp;&nbsp;Province of Ontario | 2.700% | &nbsp;&nbsp;&nbsp;&nbsp; 6/2/29 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 47631 | &nbsp;&nbsp;&nbsp;&nbsp; 34402 |
| &nbsp;&nbsp;&nbsp;Province of Ontario | 0.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/28/29 | &nbsp;&nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp; 5515 | &nbsp;&nbsp;&nbsp;&nbsp; 6602 |
| &nbsp;&nbsp;&nbsp;Province of Ontario | 1.550% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 21996 | &nbsp;&nbsp;&nbsp;&nbsp; 15089 |
| &nbsp;&nbsp;&nbsp;Province of Ontario | 2.050% | &nbsp;&nbsp;&nbsp;&nbsp; 6/2/30 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 53829 | &nbsp;&nbsp;&nbsp;&nbsp; 37363 |
| &nbsp;&nbsp;&nbsp;Province of Ontario | 0.010% | &nbsp;&nbsp;&nbsp;&nbsp; 11/25/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10214 | &nbsp;&nbsp;&nbsp;&nbsp; 10011 |
| &nbsp;&nbsp;&nbsp;Province of Ontario | 1.350% | &nbsp;&nbsp;&nbsp;&nbsp; 12/2/30 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 35904 | &nbsp;&nbsp;&nbsp;&nbsp; 23785 |
| &nbsp;&nbsp;&nbsp;Province of Ontario | 2.150% | &nbsp;&nbsp;&nbsp;&nbsp; 6/2/31 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 52612 | &nbsp;&nbsp;&nbsp;&nbsp; 35986 |
| &nbsp;&nbsp;&nbsp;Province of Ontario | 6.200% | &nbsp;&nbsp;&nbsp;&nbsp; 6/2/31 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 6367 | &nbsp;&nbsp;&nbsp;&nbsp; 5389 |
| &nbsp;&nbsp;&nbsp;Province of Ontario | 0.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/9/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7600 | &nbsp;&nbsp;&nbsp;&nbsp; 7423 |
| &nbsp;&nbsp;&nbsp;Province of Ontario | 2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 12/2/31 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 34555 | &nbsp;&nbsp;&nbsp;&nbsp; 23608 |
| &nbsp;&nbsp;&nbsp;Province of Ontario | 4.050% | &nbsp;&nbsp;&nbsp;&nbsp; 2/2/32 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 16470 | &nbsp;&nbsp;&nbsp;&nbsp; 12513 |

---

------

Total International Bond II Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;&nbsp;&nbsp;Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| &nbsp;&nbsp;&nbsp;Province of Ontario | 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 6/2/32 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 43700 | &nbsp;&nbsp;&nbsp;&nbsp; 32537 |
| &nbsp;&nbsp;&nbsp;Province of Ontario | 4.100% | &nbsp;&nbsp;&nbsp;&nbsp; 3/4/33 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 7000 | &nbsp;&nbsp;&nbsp;&nbsp; 5310 |
| &nbsp;&nbsp;&nbsp;Province of Ontario | 5.850% | &nbsp;&nbsp;&nbsp;&nbsp; 3/8/33 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 21398 | &nbsp;&nbsp;&nbsp;&nbsp; 17997 |
| &nbsp;&nbsp;&nbsp;Province of Ontario | 3.650% | &nbsp;&nbsp;&nbsp;&nbsp; 6/2/33 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 56000 | &nbsp;&nbsp;&nbsp;&nbsp; 41067 |
| &nbsp;&nbsp;&nbsp;Province of Ontario | 3.100% | &nbsp;&nbsp;&nbsp;&nbsp; 1/31/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 15000 | &nbsp;&nbsp;&nbsp;&nbsp; 17095 |
| &nbsp;&nbsp;&nbsp;Province of Ontario | 5.350% | &nbsp;&nbsp;&nbsp;&nbsp; 5/8/34 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 9000 | &nbsp;&nbsp;&nbsp;&nbsp; 6001 |
| &nbsp;&nbsp;&nbsp;Province of Ontario | 4.150% | &nbsp;&nbsp;&nbsp;&nbsp; 6/2/34 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 58250 | &nbsp;&nbsp;&nbsp;&nbsp; 43963 |
| &nbsp;&nbsp;&nbsp;Province of Ontario | 3.800% | &nbsp;&nbsp;&nbsp;&nbsp; 12/2/34 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 30000 | &nbsp;&nbsp;&nbsp;&nbsp; 21959 |
| &nbsp;&nbsp;&nbsp;Province of Ontario | 5.600% | &nbsp;&nbsp;&nbsp;&nbsp; 6/2/35 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 38998 | &nbsp;&nbsp;&nbsp;&nbsp; 32655 |
| &nbsp;&nbsp;&nbsp;Province of Ontario | 4.700% | &nbsp;&nbsp;&nbsp;&nbsp; 6/2/37 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 41136 | &nbsp;&nbsp;&nbsp;&nbsp; 31909 |
| &nbsp;&nbsp;&nbsp;Province of Ontario | 4.600% | &nbsp;&nbsp;&nbsp;&nbsp; 6/2/39 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 43696 | &nbsp;&nbsp;&nbsp;&nbsp; 33333 |
| &nbsp;&nbsp;&nbsp;Province of Ontario | 4.650% | &nbsp;&nbsp;&nbsp;&nbsp; 6/2/41 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 59443 | &nbsp;&nbsp;&nbsp;&nbsp; 45190 |
| &nbsp;&nbsp;&nbsp;Province of Ontario | 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/2/43 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 53895 | &nbsp;&nbsp;&nbsp;&nbsp; 35124 |
| &nbsp;&nbsp;&nbsp;Province of Ontario | 3.450% | &nbsp;&nbsp;&nbsp;&nbsp; 6/2/45 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 73275 | &nbsp;&nbsp;&nbsp;&nbsp; 46705 |
| &nbsp;&nbsp;&nbsp;Province of Ontario | 2.900% | &nbsp;&nbsp;&nbsp;&nbsp; 12/2/46 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 63945 | &nbsp;&nbsp;&nbsp;&nbsp; 36835 |
| &nbsp;&nbsp;&nbsp;Province of Ontario | 2.800% | &nbsp;&nbsp;&nbsp;&nbsp; 6/2/48 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 54019 | &nbsp;&nbsp;&nbsp;&nbsp; 30148 |
| &nbsp;&nbsp;&nbsp;Province of Ontario | 2.900% | &nbsp;&nbsp;&nbsp;&nbsp; 6/2/49 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 59773 | &nbsp;&nbsp;&nbsp;&nbsp; 33770 |
| &nbsp;&nbsp;&nbsp;Province of Ontario | 2.650% | &nbsp;&nbsp;&nbsp;&nbsp; 12/2/50 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 59779 | &nbsp;&nbsp;&nbsp;&nbsp; 31900 |
| &nbsp;&nbsp;&nbsp;Province of Ontario | 1.900% | &nbsp;&nbsp;&nbsp;&nbsp; 12/2/51 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 52606 | &nbsp;&nbsp;&nbsp;&nbsp; 23464 |
| &nbsp;&nbsp;&nbsp;Province of Ontario | 2.550% | &nbsp;&nbsp;&nbsp;&nbsp; 12/2/52 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 39380 | &nbsp;&nbsp;&nbsp;&nbsp; 20295 |
| &nbsp;&nbsp;&nbsp;Province of Ontario | 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 12/2/53 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 58529 | &nbsp;&nbsp;&nbsp;&nbsp; 38168 |
| &nbsp;&nbsp;&nbsp;Province of Ontario | 4.100% | &nbsp;&nbsp;&nbsp;&nbsp; 10/7/54 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 3200 | &nbsp;&nbsp;&nbsp;&nbsp; 2219 |
| &nbsp;&nbsp;&nbsp;Province of Ontario | 4.150% | &nbsp;&nbsp;&nbsp;&nbsp; 12/2/54 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 54885 | &nbsp;&nbsp;&nbsp;&nbsp; 38337 |
| &nbsp;&nbsp;&nbsp;Province of Ontario | 4.600% | &nbsp;&nbsp;&nbsp;&nbsp; 12/2/55 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 43150 | &nbsp;&nbsp;&nbsp;&nbsp; 32622 |
| &nbsp;&nbsp;&nbsp;Province of Prince Edward Island | 4.600% | &nbsp;&nbsp;&nbsp;&nbsp; 5/19/41 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 800 | &nbsp;&nbsp;&nbsp;&nbsp; 593 |
| &nbsp;&nbsp;&nbsp;Province of Prince Edward Island | 3.650% | &nbsp;&nbsp;&nbsp;&nbsp; 6/27/42 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1284 | &nbsp;&nbsp;&nbsp;&nbsp; 847 |
| &nbsp;&nbsp;&nbsp;Province of Prince Edward Island | 2.650% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1261 | &nbsp;&nbsp;&nbsp;&nbsp; 647 |
| &nbsp;&nbsp;&nbsp;Province of Prince Edward Island | 3.600% | &nbsp;&nbsp;&nbsp;&nbsp; 1/17/53 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1467 | &nbsp;&nbsp;&nbsp;&nbsp; 900 |
| &nbsp;&nbsp;&nbsp;Province of Quebec | 3.700% | &nbsp;&nbsp;&nbsp;&nbsp; 5/20/26 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 279 | &nbsp;&nbsp;&nbsp;&nbsp; 179 |
| &nbsp;&nbsp;&nbsp;Province of Quebec | 2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 22964 | &nbsp;&nbsp;&nbsp;&nbsp; 16654 |
| &nbsp;&nbsp;&nbsp;Province of Quebec | 1.850% | &nbsp;&nbsp;&nbsp;&nbsp; 2/13/27 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 3112 | &nbsp;&nbsp;&nbsp;&nbsp; 2228 |
| &nbsp;&nbsp;&nbsp;Province of Quebec | 0.875% | &nbsp;&nbsp;&nbsp;&nbsp; 5/4/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 17049 | &nbsp;&nbsp;&nbsp;&nbsp; 18839 |
| &nbsp;&nbsp;&nbsp;Province of Quebec | 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 28554 | &nbsp;&nbsp;&nbsp;&nbsp; 20804 |
| &nbsp;&nbsp;&nbsp;Province of Quebec | 0.875% | &nbsp;&nbsp;&nbsp;&nbsp; 7/5/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 20214 | &nbsp;&nbsp;&nbsp;&nbsp; 21919 |
| &nbsp;&nbsp;&nbsp;Province of Quebec | 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 22350 | &nbsp;&nbsp;&nbsp;&nbsp; 16254 |
| &nbsp;&nbsp;&nbsp;Province of Quebec | 2.300% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 39778 | &nbsp;&nbsp;&nbsp;&nbsp; 28196 |
| &nbsp;&nbsp;&nbsp;Province of Quebec | 6.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 7346 | &nbsp;&nbsp;&nbsp;&nbsp; 6014 |
| &nbsp;&nbsp;&nbsp;Province of Quebec | 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/22/30 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 40895 | &nbsp;&nbsp;&nbsp;&nbsp; 55884 |
| &nbsp;&nbsp;&nbsp;Province of Quebec | 1.900% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 63050 | &nbsp;&nbsp;&nbsp;&nbsp; 43242 |
| &nbsp;&nbsp;&nbsp;Province of Quebec | 0.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/29/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 31093 | &nbsp;&nbsp;&nbsp;&nbsp; 30609 |
| &nbsp;&nbsp;&nbsp;Province of Quebec | 2.100% | &nbsp;&nbsp;&nbsp;&nbsp; 5/27/31 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2300 | &nbsp;&nbsp;&nbsp;&nbsp; 1565 |
| &nbsp;&nbsp;&nbsp;Province of Quebec | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 47164 | &nbsp;&nbsp;&nbsp;&nbsp; 30839 |
| &nbsp;&nbsp;&nbsp;Province of Quebec | 6.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 14564 | &nbsp;&nbsp;&nbsp;&nbsp; 12465 |
| &nbsp;&nbsp;&nbsp;Province of Quebec | 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 49735 | &nbsp;&nbsp;&nbsp;&nbsp; 35788 |
| &nbsp;&nbsp;&nbsp;Province of Quebec | 3.900% | &nbsp;&nbsp;&nbsp;&nbsp; 11/22/32 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 6400 | &nbsp;&nbsp;&nbsp;&nbsp; 4802 |
| &nbsp;&nbsp;&nbsp;Province of Quebec | 3.600% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 55300 | &nbsp;&nbsp;&nbsp;&nbsp; 40294 |
| &nbsp;&nbsp;&nbsp;Province of Quebec | 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/2/34 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 9500 | &nbsp;&nbsp;&nbsp;&nbsp; 6289 |
| &nbsp;&nbsp;&nbsp;Province of Quebec | 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 6253 | &nbsp;&nbsp;&nbsp;&nbsp; 5066 |
| &nbsp;&nbsp;&nbsp;Province of Quebec | 4.450% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 39600 | &nbsp;&nbsp;&nbsp;&nbsp; 30416 |
| &nbsp;&nbsp;&nbsp;Province of Quebec | 5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/36 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 19409 | &nbsp;&nbsp;&nbsp;&nbsp; 16381 |
| &nbsp;&nbsp;&nbsp;Province of Quebec | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/38 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 18257 | &nbsp;&nbsp;&nbsp;&nbsp; 14438 |
| &nbsp;&nbsp;&nbsp;Province of Quebec | 3.350% | &nbsp;&nbsp;&nbsp;&nbsp; 7/23/39 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 17000 | &nbsp;&nbsp;&nbsp;&nbsp; 19132 |
| &nbsp;&nbsp;&nbsp;Province of Quebec | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 34804 | &nbsp;&nbsp;&nbsp;&nbsp; 27368 |
| &nbsp;&nbsp;&nbsp;Province of Quebec | 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 34692 | &nbsp;&nbsp;&nbsp;&nbsp; 24783 |
| &nbsp;&nbsp;&nbsp;Province of Quebec | 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 40914 | &nbsp;&nbsp;&nbsp;&nbsp; 26041 |
| &nbsp;&nbsp;&nbsp;Province of Quebec | 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 51071 | &nbsp;&nbsp;&nbsp;&nbsp; 31910 |
| &nbsp;&nbsp;&nbsp;Province of Quebec | 3.100% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 61855 | &nbsp;&nbsp;&nbsp;&nbsp; 35657 |
| &nbsp;&nbsp;&nbsp;Province of Quebec | 2.850% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/53 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 55283 | &nbsp;&nbsp;&nbsp;&nbsp; 29958 |
| &nbsp;&nbsp;&nbsp;Province of Quebec | 4.400% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/55 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 77000 | &nbsp;&nbsp;&nbsp;&nbsp; 55794 |
| &nbsp;&nbsp;&nbsp;Province of Quebec | 4.200% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/57 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 19000 | &nbsp;&nbsp;&nbsp;&nbsp; 13298 |
| &nbsp;&nbsp;&nbsp;Province of Saskatchewan | 2.550% | &nbsp;&nbsp;&nbsp;&nbsp; 6/2/26 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 4997 | &nbsp;&nbsp;&nbsp;&nbsp; 3626 |
| &nbsp;&nbsp;&nbsp;Province of Saskatchewan | 2.650% | &nbsp;&nbsp;&nbsp;&nbsp; 6/2/27 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 6898 | &nbsp;&nbsp;&nbsp;&nbsp; 5012 |
| &nbsp;&nbsp;&nbsp;Province of Saskatchewan | 5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/5/29 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2939 | &nbsp;&nbsp;&nbsp;&nbsp; 2358 |
| &nbsp;&nbsp;&nbsp;Province of Saskatchewan | 2.200% | &nbsp;&nbsp;&nbsp;&nbsp; 6/2/30 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 4240 | &nbsp;&nbsp;&nbsp;&nbsp; 2964 |
| &nbsp;&nbsp;&nbsp;Province of Saskatchewan | 2.150% | &nbsp;&nbsp;&nbsp;&nbsp; 6/2/31 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 7585 | &nbsp;&nbsp;&nbsp;&nbsp; 5199 |
| &nbsp;&nbsp;&nbsp;Province of Saskatchewan | 6.400% | &nbsp;&nbsp;&nbsp;&nbsp; 9/5/31 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 259 | &nbsp;&nbsp;&nbsp;&nbsp; 222 |
| &nbsp;&nbsp;&nbsp;Province of Saskatchewan | 3.900% | &nbsp;&nbsp;&nbsp;&nbsp; 6/2/33 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 8700 | &nbsp;&nbsp;&nbsp;&nbsp; 6490 |
| &nbsp;&nbsp;&nbsp;Province of Saskatchewan | 5.800% | &nbsp;&nbsp;&nbsp;&nbsp; 9/5/33 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 140 | &nbsp;&nbsp;&nbsp;&nbsp; 118 |
| &nbsp;&nbsp;&nbsp;Province of Saskatchewan | 3.300% | &nbsp;&nbsp;&nbsp;&nbsp; 5/8/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 21761 | &nbsp;&nbsp;&nbsp;&nbsp; 25051 |
| &nbsp;&nbsp;&nbsp;Province of Saskatchewan | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/5/37 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 7561 | &nbsp;&nbsp;&nbsp;&nbsp; 5991 |

---

------

Total International Bond II Index Fund

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;&nbsp;&nbsp;Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Province of Saskatchewan | 3.900% | &nbsp;&nbsp;&nbsp;&nbsp; 6/2/45 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 6816 | &nbsp;&nbsp;&nbsp;&nbsp; 4622 |
|  | &nbsp;&nbsp;&nbsp;Province of Saskatchewan | 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 12/2/46 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 10666 | &nbsp;&nbsp;&nbsp;&nbsp; 5947 |
|  | &nbsp;&nbsp;&nbsp;Province of Saskatchewan | 3.300% | &nbsp;&nbsp;&nbsp;&nbsp; 6/2/48 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 8685 | &nbsp;&nbsp;&nbsp;&nbsp; 5271 |
|  | &nbsp;&nbsp;&nbsp;Province of Saskatchewan | 3.100% | &nbsp;&nbsp;&nbsp;&nbsp; 6/2/50 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 13142 | &nbsp;&nbsp;&nbsp;&nbsp; 7642 |
|  | &nbsp;&nbsp;&nbsp;Province of Saskatchewan | 2.800% | &nbsp;&nbsp;&nbsp;&nbsp; 12/2/52 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 7105 | &nbsp;&nbsp;&nbsp;&nbsp; 3844 |
|  | &nbsp;&nbsp;&nbsp;Province of Saskatchewan | 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/5/54 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 3359 | &nbsp;&nbsp;&nbsp;&nbsp; 2171 |
|  | &nbsp;&nbsp;&nbsp;Province of Saskatchewan | 4.200% | &nbsp;&nbsp;&nbsp;&nbsp; 12/2/54 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 12700 | &nbsp;&nbsp;&nbsp;&nbsp; 8889 |
|  | &nbsp;&nbsp;&nbsp;Province of Saskatchewan | 2.950% | &nbsp;&nbsp;&nbsp;&nbsp; 6/2/58 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1872 | &nbsp;&nbsp;&nbsp;&nbsp; 1015 |
|  | &nbsp;&nbsp;&nbsp;PSP Capital Inc. | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 7700 | &nbsp;&nbsp;&nbsp;&nbsp; 5404 |
|  | &nbsp;&nbsp;&nbsp;PSP Capital Inc. | 4.600% | &nbsp;&nbsp;&nbsp;&nbsp; 2/6/29 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 12000 | &nbsp;&nbsp;&nbsp;&nbsp; 7886 |
|  | &nbsp;&nbsp;&nbsp;PSP Capital Inc. | 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 9500 | &nbsp;&nbsp;&nbsp;&nbsp; 7137 |
|  | &nbsp;&nbsp;&nbsp;PSP Capital Inc. | 2.050% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 6428 | &nbsp;&nbsp;&nbsp;&nbsp; 4478 |
|  | &nbsp;&nbsp;&nbsp;PSP Capital Inc. | 4.400% | &nbsp;&nbsp;&nbsp;&nbsp; 12/2/30 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 10000 | &nbsp;&nbsp;&nbsp;&nbsp; 7738 |
|  | &nbsp;&nbsp;&nbsp;PSP Capital Inc. | 2.600% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 3500 | &nbsp;&nbsp;&nbsp;&nbsp; 2429 |
|  | &nbsp;&nbsp;&nbsp;PSP Capital Inc. | 4.150% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 13900 | &nbsp;&nbsp;&nbsp;&nbsp; 10522 |
|  | &nbsp;&nbsp;&nbsp;PSP Capital Inc. | 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/55 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 3540 |
|  | &nbsp;&nbsp;&nbsp;Regional Municipality of Peel Ontario | 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 12/2/33 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 700 | &nbsp;&nbsp;&nbsp;&nbsp; 531 |
|  | &nbsp;&nbsp;&nbsp;Regional Municipality of Peel Ontario | 5.100% | &nbsp;&nbsp;&nbsp;&nbsp; 6/29/40 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 3419 | &nbsp;&nbsp;&nbsp;&nbsp; 2668 |
|  | &nbsp;&nbsp;&nbsp;Regional Municipality of York | 2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/2/26 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1471 | &nbsp;&nbsp;&nbsp;&nbsp; 1067 |
|  | &nbsp;&nbsp;&nbsp;Regional Municipality of York | 2.350% | &nbsp;&nbsp;&nbsp;&nbsp; 6/9/27 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2 | &nbsp;&nbsp;&nbsp;&nbsp; 1 |
|  | &nbsp;&nbsp;&nbsp;Regional Municipality of York | 1.700% | &nbsp;&nbsp;&nbsp;&nbsp; 5/27/30 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1453 | &nbsp;&nbsp;&nbsp;&nbsp; 989 |
|  | &nbsp;&nbsp;&nbsp;Regional Municipality of York | 2.150% | &nbsp;&nbsp;&nbsp;&nbsp; 6/22/31 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1954 | &nbsp;&nbsp;&nbsp;&nbsp; 1332 |
|  | &nbsp;&nbsp;&nbsp;Regional Municipality of York | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/31/32 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2135 | &nbsp;&nbsp;&nbsp;&nbsp; 1606 |
|  | &nbsp;&nbsp;&nbsp;Regional Municipality of York | 3.650% | &nbsp;&nbsp;&nbsp;&nbsp; 5/13/33 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1519 | &nbsp;&nbsp;&nbsp;&nbsp; 1106 |
|  | &nbsp;&nbsp;&nbsp;Regional Municipality of York | 4.050% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 3427 | &nbsp;&nbsp;&nbsp;&nbsp; 2534 |
|  | &nbsp;&nbsp;&nbsp;Royal Office Finance LP | 5.209% | &nbsp;&nbsp;&nbsp;&nbsp; 11/12/37 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 5499 | &nbsp;&nbsp;&nbsp;&nbsp; 4282 |
|  | &nbsp;&nbsp;&nbsp;South Coast British Columbia Transportation Authority | 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 11/23/28 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1300 | &nbsp;&nbsp;&nbsp;&nbsp; 963 |
|  | &nbsp;&nbsp;&nbsp;South Coast British Columbia Transportation Authority | 1.600% | &nbsp;&nbsp;&nbsp;&nbsp; 7/3/30 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1000 | &nbsp;&nbsp;&nbsp;&nbsp; 677 |
|  | &nbsp;&nbsp;&nbsp;South Coast British Columbia Transportation Authority | 4.450% | &nbsp;&nbsp;&nbsp;&nbsp; 6/9/44 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 500 | &nbsp;&nbsp;&nbsp;&nbsp; 354 |
|  | &nbsp;&nbsp;&nbsp;South Coast British Columbia Transportation Authority | 3.150% | &nbsp;&nbsp;&nbsp;&nbsp; 11/16/48 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 4601 | &nbsp;&nbsp;&nbsp;&nbsp; 2630 |
|  | &nbsp;&nbsp;&nbsp;South Coast British Columbia Transportation Authority | 2.650% | &nbsp;&nbsp;&nbsp;&nbsp; 10/29/50 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 486 | &nbsp;&nbsp;&nbsp;&nbsp; 248 |
|  | &nbsp;&nbsp;&nbsp;South Coast British Columbia Transportation Authority | 4.150% | &nbsp;&nbsp;&nbsp;&nbsp; 12/12/53 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 4700 | &nbsp;&nbsp;&nbsp;&nbsp; 3137 |
|  | &nbsp;&nbsp;&nbsp;TCHC Issuer Trust | 5.395% | &nbsp;&nbsp;&nbsp;&nbsp; 2/22/40 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1018 | &nbsp;&nbsp;&nbsp;&nbsp; 802 |
|  | &nbsp;&nbsp;&nbsp;Toronto Canada | 2.400% | &nbsp;&nbsp;&nbsp;&nbsp; 6/7/27 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2484 | &nbsp;&nbsp;&nbsp;&nbsp; 1796 |
|  | &nbsp;&nbsp;&nbsp;Toronto Canada | 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 7/11/33 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1500 | &nbsp;&nbsp;&nbsp;&nbsp; 1139 |
|  | &nbsp;&nbsp;&nbsp;Toronto Canada | 2.950% | &nbsp;&nbsp;&nbsp;&nbsp; 4/28/35 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1662 | &nbsp;&nbsp;&nbsp;&nbsp; 1114 |
|  | &nbsp;&nbsp;&nbsp;Toronto Canada | 5.200% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 4899 | &nbsp;&nbsp;&nbsp;&nbsp; 3876 |
|  | &nbsp;&nbsp;&nbsp;Toronto Canada | 2.150% | &nbsp;&nbsp;&nbsp;&nbsp; 8/25/40 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2873 | &nbsp;&nbsp;&nbsp;&nbsp; 1574 |
|  | &nbsp;&nbsp;&nbsp;Toronto Canada | 2.850% | &nbsp;&nbsp;&nbsp;&nbsp; 11/23/41 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 500 | &nbsp;&nbsp;&nbsp;&nbsp; 295 |
|  | &nbsp;&nbsp;&nbsp;Toronto Canada | 3.800% | &nbsp;&nbsp;&nbsp;&nbsp; 12/13/42 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 3240 | &nbsp;&nbsp;&nbsp;&nbsp; 2153 |
|  | &nbsp;&nbsp;&nbsp;Toronto Canada | 4.400% | &nbsp;&nbsp;&nbsp;&nbsp; 12/14/42 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 8100 | &nbsp;&nbsp;&nbsp;&nbsp; 5798 |
|  | &nbsp;&nbsp;&nbsp;Toronto Canada | 4.150% | &nbsp;&nbsp;&nbsp;&nbsp; 3/10/44 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2415 | &nbsp;&nbsp;&nbsp;&nbsp; 1650 |
|  | &nbsp;&nbsp;&nbsp;Toronto Canada | 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/24/46 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1960 | &nbsp;&nbsp;&nbsp;&nbsp; 1157 |
|  | &nbsp;&nbsp;&nbsp;Toronto Canada | 2.800% | &nbsp;&nbsp;&nbsp;&nbsp; 11/22/49 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2898 | &nbsp;&nbsp;&nbsp;&nbsp; 1537 |
|  | &nbsp;&nbsp;&nbsp;Toronto Canada | 4.300% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 6084 | &nbsp;&nbsp;&nbsp;&nbsp; 4194 |
|  | &nbsp;&nbsp;&nbsp;Toronto Canada | 4.550% | &nbsp;&nbsp;&nbsp;&nbsp; 10/29/54 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1050 | &nbsp;&nbsp;&nbsp;&nbsp; 755 |
|  | &nbsp;&nbsp;&nbsp;Vancouver Canada | 3.700% | &nbsp;&nbsp;&nbsp;&nbsp; 10/18/52 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 628 | &nbsp;&nbsp;&nbsp;&nbsp; 390 |
|  | &nbsp;&nbsp;&nbsp;Winnipeg Canada | 4.100% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1240 | &nbsp;&nbsp;&nbsp;&nbsp; 832 |
|  | &nbsp;&nbsp;&nbsp;Winnipeg Canada | 4.300% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2537 | &nbsp;&nbsp;&nbsp;&nbsp; 1731 |
|  |  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **6260870** |
| **Chile (0.2%)** | **Chile (0.2%)** | **Chile (0.2%)** | **Chile (0.2%)** |  |  |  |
|  | &nbsp;&nbsp;&nbsp;Bonos de la Tesoreria de la Republica en pesos | 0.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/6/27 | &nbsp;&nbsp;&nbsp;&nbsp;CLP | &nbsp;&nbsp; 11690000 | &nbsp;&nbsp;&nbsp;&nbsp; 11059 |
|  | &nbsp;&nbsp;&nbsp;Bonos de la Tesoreria de la Republica en pesos | 4.900% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;CLP | &nbsp;&nbsp; 4100000 | &nbsp;&nbsp;&nbsp;&nbsp; 4308 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Bonos de la Tesoreria de la Republica en pesos | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;CLP | &nbsp;&nbsp; 10500000 | &nbsp;&nbsp;&nbsp;&nbsp; 11040 |
|  | &nbsp;&nbsp;&nbsp;Bonos de la Tesoreria de la Republica en pesos | 0.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;CLP | &nbsp;&nbsp; 20200000 | &nbsp;&nbsp;&nbsp;&nbsp; 17621 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Bonos de la Tesoreria de la Republica en pesos | 5.800% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;CLP | &nbsp;&nbsp; 8050000 | &nbsp;&nbsp;&nbsp;&nbsp; 8665 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Bonos de la Tesoreria de la Republica en pesos | 4.700% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;CLP | &nbsp;&nbsp; 23135000 | &nbsp;&nbsp;&nbsp;&nbsp; 23786 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Bonos de la Tesoreria de la Republica en pesos | 6.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;CLP | &nbsp;&nbsp; 24585000 | &nbsp;&nbsp;&nbsp;&nbsp; 26544 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Bonos de la Tesoreria de la Republica en pesos | 7.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;CLP | &nbsp;&nbsp; 8190000 | &nbsp;&nbsp;&nbsp;&nbsp; 9494 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Bonos de la Tesoreria de la Republica en pesos | 5.800% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;CLP | &nbsp;&nbsp; 10885000 | &nbsp;&nbsp;&nbsp;&nbsp; 11495 |
|  | &nbsp;&nbsp;&nbsp;Bonos de la Tesoreria de la Republica en pesos | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;CLP | &nbsp;&nbsp; 17725000 | &nbsp;&nbsp;&nbsp;&nbsp; 17925 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Bonos de la Tesoreria de la Republica en pesos | 5.300% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/37 | &nbsp;&nbsp;&nbsp;&nbsp;CLP | &nbsp;&nbsp; 7280000 | &nbsp;&nbsp;&nbsp;&nbsp; 7350 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Bonos de la Tesoreria de la Republica en pesos | 6.200% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;CLP | &nbsp;&nbsp; 13380000 | &nbsp;&nbsp;&nbsp;&nbsp; 14715 |
|  | &nbsp;&nbsp;&nbsp;Bonos de la Tesoreria de la Republica en pesos | 6.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;CLP | &nbsp;&nbsp; 15590000 | &nbsp;&nbsp;&nbsp;&nbsp; 16897 |
|  | &nbsp;&nbsp;&nbsp;Bonos de la Tesoreria de la Republica en pesos | 5.100% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;CLP | &nbsp;&nbsp; 14475000 | &nbsp;&nbsp;&nbsp;&nbsp; 13952 |
|  | &nbsp;&nbsp;&nbsp;Bonos de la Tesoreria de la Republica en pesos | 6.100% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/56 | &nbsp;&nbsp;&nbsp;&nbsp;CLP | &nbsp;&nbsp; 2200000 | &nbsp;&nbsp;&nbsp;&nbsp; 2423 |
|  | &nbsp;&nbsp;&nbsp;Republic of Chile | 0.100% | &nbsp;&nbsp;&nbsp;&nbsp; 1/26/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7762 | &nbsp;&nbsp;&nbsp;&nbsp; 8385 |
|  | &nbsp;&nbsp;&nbsp;Republic of Chile | 0.555% | &nbsp;&nbsp;&nbsp;&nbsp; 1/21/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 8600 | &nbsp;&nbsp;&nbsp;&nbsp; 8943 |
|  | &nbsp;&nbsp;&nbsp;Republic of Chile | 3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 7/9/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 12300 | &nbsp;&nbsp;&nbsp;&nbsp; 14239 |

---

------

Total International Bond II Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;&nbsp;&nbsp;Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| &nbsp;&nbsp;&nbsp;Republic of Chile | 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/14/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 15400 | &nbsp;&nbsp;&nbsp;&nbsp; 17712 |
| &nbsp;&nbsp;&nbsp;Republic of Chile | 4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 7/5/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4808 | &nbsp;&nbsp;&nbsp;&nbsp; 5586 |
| &nbsp;&nbsp;&nbsp;Republic of Chile | 1.300% | &nbsp;&nbsp;&nbsp;&nbsp; 7/26/36 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6554 | &nbsp;&nbsp;&nbsp;&nbsp; 5668 |
| &nbsp;&nbsp;&nbsp;Republic of Chile | 1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 1/29/40 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4732 | &nbsp;&nbsp;&nbsp;&nbsp; 3710 |
| &nbsp;&nbsp;&nbsp;Republic of Chile | 1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 1/22/51 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5795 | &nbsp;&nbsp;&nbsp;&nbsp; 3571 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **265088** |
| **China (1.2%)** | **China (1.2%)** | **China (1.2%)** |  |  |  |
| &nbsp;&nbsp;&nbsp;Agricultural Development Bank of China | 3.630% | &nbsp;&nbsp;&nbsp;&nbsp; 7/19/26 | &nbsp;&nbsp;&nbsp;&nbsp;CNY | &nbsp;&nbsp; 40000 | &nbsp;&nbsp;&nbsp;&nbsp; 5640 |
| &nbsp;&nbsp;&nbsp;Agricultural Development Bank of China | 2.990% | &nbsp;&nbsp;&nbsp;&nbsp; 8/11/26 | &nbsp;&nbsp;&nbsp;&nbsp;CNY | &nbsp;&nbsp; 50000 | &nbsp;&nbsp;&nbsp;&nbsp; 7000 |
| &nbsp;&nbsp;&nbsp;Agricultural Development Bank of China | 2.870% | &nbsp;&nbsp;&nbsp;&nbsp; 5/14/27 | &nbsp;&nbsp;&nbsp;&nbsp;CNY | &nbsp;&nbsp; 50000 | &nbsp;&nbsp;&nbsp;&nbsp; 7056 |
| &nbsp;&nbsp;&nbsp;Agricultural Development Bank of China | 3.480% | &nbsp;&nbsp;&nbsp;&nbsp; 2/4/28 | &nbsp;&nbsp;&nbsp;&nbsp;CNY | &nbsp;&nbsp; 60000 | &nbsp;&nbsp;&nbsp;&nbsp; 8660 |
| &nbsp;&nbsp;&nbsp;Agricultural Development Bank of China | 2.900% | &nbsp;&nbsp;&nbsp;&nbsp; 3/8/28 | &nbsp;&nbsp;&nbsp;&nbsp;CNY | &nbsp;&nbsp; 50000 | &nbsp;&nbsp;&nbsp;&nbsp; 7117 |
| &nbsp;&nbsp;&nbsp;Agricultural Development Bank of China | 3.190% | &nbsp;&nbsp;&nbsp;&nbsp; 8/12/28 | &nbsp;&nbsp;&nbsp;&nbsp;CNY | &nbsp;&nbsp; 80000 | &nbsp;&nbsp;&nbsp;&nbsp; 11559 |
| &nbsp;&nbsp;&nbsp;Agricultural Development Bank of China | 3.010% | &nbsp;&nbsp;&nbsp;&nbsp; 3/16/30 | &nbsp;&nbsp;&nbsp;&nbsp;CNY | &nbsp;&nbsp; 160000 | &nbsp;&nbsp;&nbsp;&nbsp; 23390 |
| &nbsp;&nbsp;&nbsp;Agricultural Development Bank of China | 2.960% | &nbsp;&nbsp;&nbsp;&nbsp; 4/17/30 | &nbsp;&nbsp;&nbsp;&nbsp;CNY | &nbsp;&nbsp; 30000 | &nbsp;&nbsp;&nbsp;&nbsp; 4379 |
| &nbsp;&nbsp;&nbsp;Agricultural Development Bank of China | 3.790% | &nbsp;&nbsp;&nbsp;&nbsp; 10/26/30 | &nbsp;&nbsp;&nbsp;&nbsp;CNY | &nbsp;&nbsp; 50000 | &nbsp;&nbsp;&nbsp;&nbsp; 7630 |
| &nbsp;&nbsp;&nbsp;Agricultural Development Bank of China | 3.520% | &nbsp;&nbsp;&nbsp;&nbsp; 5/24/31 | &nbsp;&nbsp;&nbsp;&nbsp;CNY | &nbsp;&nbsp; 20000 | &nbsp;&nbsp;&nbsp;&nbsp; 3036 |
| &nbsp;&nbsp;&nbsp;Agricultural Development Bank of China | 2.010% | &nbsp;&nbsp;&nbsp;&nbsp; 9/11/31 | &nbsp;&nbsp;&nbsp;&nbsp;CNY | &nbsp;&nbsp; 100000 | &nbsp;&nbsp;&nbsp;&nbsp; 13997 |
| &nbsp;&nbsp;&nbsp;Agricultural Development Bank of China | 3.300% | &nbsp;&nbsp;&nbsp;&nbsp; 11/5/31 | &nbsp;&nbsp;&nbsp;&nbsp;CNY | &nbsp;&nbsp; 90000 | &nbsp;&nbsp;&nbsp;&nbsp; 13571 |
| &nbsp;&nbsp;&nbsp;Agricultural Development Bank of China | 3.060% | &nbsp;&nbsp;&nbsp;&nbsp; 6/6/32 | &nbsp;&nbsp;&nbsp;&nbsp;CNY | &nbsp;&nbsp; 180000 | &nbsp;&nbsp;&nbsp;&nbsp; 26909 |
| &nbsp;&nbsp;&nbsp;Agricultural Development Bank of China | 2.970% | &nbsp;&nbsp;&nbsp;&nbsp; 10/14/32 | &nbsp;&nbsp;&nbsp;&nbsp;CNY | &nbsp;&nbsp; 100000 | &nbsp;&nbsp;&nbsp;&nbsp; 14913 |
| &nbsp;&nbsp;&nbsp;Agricultural Development Bank of China | 2.470% | &nbsp;&nbsp;&nbsp;&nbsp; 4/2/34 | &nbsp;&nbsp;&nbsp;&nbsp;CNY | &nbsp;&nbsp; 92800 | &nbsp;&nbsp;&nbsp;&nbsp; 13507 |
| &nbsp;&nbsp;&nbsp;Agricultural Development Bank of China | 3.920% | &nbsp;&nbsp;&nbsp;&nbsp; 6/18/51 | &nbsp;&nbsp;&nbsp;&nbsp;CNY | &nbsp;&nbsp; 30000 | &nbsp;&nbsp;&nbsp;&nbsp; 5713 |
| &nbsp;&nbsp;&nbsp;China Development Bank | 1.660% | &nbsp;&nbsp;&nbsp;&nbsp; 9/4/26 | &nbsp;&nbsp;&nbsp;&nbsp;CNY | &nbsp;&nbsp; 524000 | &nbsp;&nbsp;&nbsp;&nbsp; 72142 |
| &nbsp;&nbsp;&nbsp;China Development Bank | 3.430% | &nbsp;&nbsp;&nbsp;&nbsp; 1/14/27 | &nbsp;&nbsp;&nbsp;&nbsp;CNY | &nbsp;&nbsp; 110000 | &nbsp;&nbsp;&nbsp;&nbsp; 15601 |
| &nbsp;&nbsp;&nbsp;China Development Bank | 4.240% | &nbsp;&nbsp;&nbsp;&nbsp; 8/24/27 | &nbsp;&nbsp;&nbsp;&nbsp;CNY | &nbsp;&nbsp; 120000 | &nbsp;&nbsp;&nbsp;&nbsp; 17486 |
| &nbsp;&nbsp;&nbsp;China Development Bank | 3.400% | &nbsp;&nbsp;&nbsp;&nbsp; 1/8/28 | &nbsp;&nbsp;&nbsp;&nbsp;CNY | &nbsp;&nbsp; 230000 | &nbsp;&nbsp;&nbsp;&nbsp; 33117 |
| &nbsp;&nbsp;&nbsp;China Development Bank | 3.090% | &nbsp;&nbsp;&nbsp;&nbsp; 8/9/28 | &nbsp;&nbsp;&nbsp;&nbsp;CNY | &nbsp;&nbsp; 70000 | &nbsp;&nbsp;&nbsp;&nbsp; 10082 |
| &nbsp;&nbsp;&nbsp;China Development Bank | 3.480% | &nbsp;&nbsp;&nbsp;&nbsp; 1/8/29 | &nbsp;&nbsp;&nbsp;&nbsp;CNY | &nbsp;&nbsp; 50000 | &nbsp;&nbsp;&nbsp;&nbsp; 7330 |
| &nbsp;&nbsp;&nbsp;China Development Bank | 2.990% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;CNY | &nbsp;&nbsp; 130000 | &nbsp;&nbsp;&nbsp;&nbsp; 18780 |
| &nbsp;&nbsp;&nbsp;China Development Bank | 3.070% | &nbsp;&nbsp;&nbsp;&nbsp; 3/10/30 | &nbsp;&nbsp;&nbsp;&nbsp;CNY | &nbsp;&nbsp; 65000 | &nbsp;&nbsp;&nbsp;&nbsp; 9529 |
| &nbsp;&nbsp;&nbsp;China Development Bank | 3.090% | &nbsp;&nbsp;&nbsp;&nbsp; 6/18/30 | &nbsp;&nbsp;&nbsp;&nbsp;CNY | &nbsp;&nbsp; 125000 | &nbsp;&nbsp;&nbsp;&nbsp; 18398 |
| &nbsp;&nbsp;&nbsp;China Development Bank | 2.710% | &nbsp;&nbsp;&nbsp;&nbsp; 7/10/30 | &nbsp;&nbsp;&nbsp;&nbsp;CNY | &nbsp;&nbsp; 100000 | &nbsp;&nbsp;&nbsp;&nbsp; 14430 |
| &nbsp;&nbsp;&nbsp;China Development Bank | 3.700% | &nbsp;&nbsp;&nbsp;&nbsp; 10/20/30 | &nbsp;&nbsp;&nbsp;&nbsp;CNY | &nbsp;&nbsp; 30000 | &nbsp;&nbsp;&nbsp;&nbsp; 4562 |
| &nbsp;&nbsp;&nbsp;China Development Bank | 3.660% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;CNY | &nbsp;&nbsp; 145000 | &nbsp;&nbsp;&nbsp;&nbsp; 22136 |
| &nbsp;&nbsp;&nbsp;China Development Bank | 3.410% | &nbsp;&nbsp;&nbsp;&nbsp; 6/7/31 | &nbsp;&nbsp;&nbsp;&nbsp;CNY | &nbsp;&nbsp; 50000 | &nbsp;&nbsp;&nbsp;&nbsp; 7562 |
| &nbsp;&nbsp;&nbsp;China Development Bank | 3.120% | &nbsp;&nbsp;&nbsp;&nbsp; 9/13/31 | &nbsp;&nbsp;&nbsp;&nbsp;CNY | &nbsp;&nbsp; 120000 | &nbsp;&nbsp;&nbsp;&nbsp; 17925 |
| &nbsp;&nbsp;&nbsp;China Development Bank | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/17/32 | &nbsp;&nbsp;&nbsp;&nbsp;CNY | &nbsp;&nbsp; 50000 | &nbsp;&nbsp;&nbsp;&nbsp; 7439 |
| &nbsp;&nbsp;&nbsp;China Development Bank | 2.770% | &nbsp;&nbsp;&nbsp;&nbsp; 10/24/32 | &nbsp;&nbsp;&nbsp;&nbsp;CNY | &nbsp;&nbsp; 105300 | &nbsp;&nbsp;&nbsp;&nbsp; 15543 |
| &nbsp;&nbsp;&nbsp;China Development Bank | 2.820% | &nbsp;&nbsp;&nbsp;&nbsp; 5/22/33 | &nbsp;&nbsp;&nbsp;&nbsp;CNY | &nbsp;&nbsp; 99600 | &nbsp;&nbsp;&nbsp;&nbsp; 14832 |
| &nbsp;&nbsp;&nbsp;China Development Bank | 2.260% | &nbsp;&nbsp;&nbsp;&nbsp; 7/19/34 | &nbsp;&nbsp;&nbsp;&nbsp;CNY | &nbsp;&nbsp; 100000 | &nbsp;&nbsp;&nbsp;&nbsp; 14415 |
| &nbsp;&nbsp;&nbsp;China Development Bank | 3.800% | &nbsp;&nbsp;&nbsp;&nbsp; 1/25/36 | &nbsp;&nbsp;&nbsp;&nbsp;CNY | &nbsp;&nbsp; 30000 | &nbsp;&nbsp;&nbsp;&nbsp; 4933 |
| &nbsp;&nbsp;&nbsp;China Development Bank | 3.900% | &nbsp;&nbsp;&nbsp;&nbsp; 8/3/40 | &nbsp;&nbsp;&nbsp;&nbsp;CNY | &nbsp;&nbsp; 160000 | &nbsp;&nbsp;&nbsp;&nbsp; 27796 |
| &nbsp;&nbsp;&nbsp;China Development Bank | 3.560% | &nbsp;&nbsp;&nbsp;&nbsp; 11/19/51 | &nbsp;&nbsp;&nbsp;&nbsp;CNY | &nbsp;&nbsp; 50000 | &nbsp;&nbsp;&nbsp;&nbsp; 9068 |
| &nbsp;&nbsp;&nbsp;China Government Bond | 2.690% | &nbsp;&nbsp;&nbsp;&nbsp; 8/12/26 | &nbsp;&nbsp;&nbsp;&nbsp;CNY | &nbsp;&nbsp; 60000 | &nbsp;&nbsp;&nbsp;&nbsp; 8385 |
| &nbsp;&nbsp;&nbsp;China Government Bond | 2.180% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;CNY | &nbsp;&nbsp; 330000 | &nbsp;&nbsp;&nbsp;&nbsp; 45832 |
| &nbsp;&nbsp;&nbsp;China Government Bond | 2.390% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;CNY | &nbsp;&nbsp; 285000 | &nbsp;&nbsp;&nbsp;&nbsp; 39772 |
| &nbsp;&nbsp;&nbsp;China Government Bond | 2.850% | &nbsp;&nbsp;&nbsp;&nbsp; 6/4/27 | &nbsp;&nbsp;&nbsp;&nbsp;CNY | &nbsp;&nbsp; 40000 | &nbsp;&nbsp;&nbsp;&nbsp; 5664 |
| &nbsp;&nbsp;&nbsp;China Government Bond | 2.440% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;CNY | &nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 28158 |
| &nbsp;&nbsp;&nbsp;China Government Bond | 3.280% | &nbsp;&nbsp;&nbsp;&nbsp; 12/3/27 | &nbsp;&nbsp;&nbsp;&nbsp;CNY | &nbsp;&nbsp; 80000 | &nbsp;&nbsp;&nbsp;&nbsp; 11508 |
| &nbsp;&nbsp;&nbsp;China Government Bond | 2.640% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;CNY | &nbsp;&nbsp; 570000 | &nbsp;&nbsp;&nbsp;&nbsp; 80827 |
| &nbsp;&nbsp;&nbsp;China Government Bond | 3.010% | &nbsp;&nbsp;&nbsp;&nbsp; 5/13/28 | &nbsp;&nbsp;&nbsp;&nbsp;CNY | &nbsp;&nbsp; 130000 | &nbsp;&nbsp;&nbsp;&nbsp; 18716 |
| &nbsp;&nbsp;&nbsp;China Government Bond | 2.480% | &nbsp;&nbsp;&nbsp;&nbsp; 9/25/28 | &nbsp;&nbsp;&nbsp;&nbsp;CNY | &nbsp;&nbsp; 20000 | &nbsp;&nbsp;&nbsp;&nbsp; 2846 |
| &nbsp;&nbsp;&nbsp;China Government Bond | 2.910% | &nbsp;&nbsp;&nbsp;&nbsp; 10/14/28 | &nbsp;&nbsp;&nbsp;&nbsp;CNY | &nbsp;&nbsp; 145000 | &nbsp;&nbsp;&nbsp;&nbsp; 20928 |
| &nbsp;&nbsp;&nbsp;China Government Bond | 2.370% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;CNY | &nbsp;&nbsp; 241740 | &nbsp;&nbsp;&nbsp;&nbsp; 34358 |
| &nbsp;&nbsp;&nbsp;China Government Bond | 2.800% | &nbsp;&nbsp;&nbsp;&nbsp; 3/24/29 | &nbsp;&nbsp;&nbsp;&nbsp;CNY | &nbsp;&nbsp; 100000 | &nbsp;&nbsp;&nbsp;&nbsp; 14446 |
| &nbsp;&nbsp;&nbsp;China Government Bond | 2.050% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;CNY | &nbsp;&nbsp; 205000 | &nbsp;&nbsp;&nbsp;&nbsp; 28829 |
| &nbsp;&nbsp;&nbsp;China Government Bond | 3.290% | &nbsp;&nbsp;&nbsp;&nbsp; 5/23/29 | &nbsp;&nbsp;&nbsp;&nbsp;CNY | &nbsp;&nbsp; 90000 | &nbsp;&nbsp;&nbsp;&nbsp; 13264 |
| &nbsp;&nbsp;&nbsp;China Government Bond | 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;CNY | &nbsp;&nbsp; 50000 | &nbsp;&nbsp;&nbsp;&nbsp; 7227 |
| &nbsp;&nbsp;&nbsp;China Government Bond | 1.910% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;CNY | &nbsp;&nbsp; 20000 | &nbsp;&nbsp;&nbsp;&nbsp; 2800 |
| &nbsp;&nbsp;&nbsp;China Government Bond | 2.620% | &nbsp;&nbsp;&nbsp;&nbsp; 9/25/29 | &nbsp;&nbsp;&nbsp;&nbsp;CNY | &nbsp;&nbsp; 100000 | &nbsp;&nbsp;&nbsp;&nbsp; 14392 |
| &nbsp;&nbsp;&nbsp;China Government Bond | 3.130% | &nbsp;&nbsp;&nbsp;&nbsp; 11/21/29 | &nbsp;&nbsp;&nbsp;&nbsp;CNY | &nbsp;&nbsp; 40000 | &nbsp;&nbsp;&nbsp;&nbsp; 5900 |
| &nbsp;&nbsp;&nbsp;China Government Bond | 2.790% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;CNY | &nbsp;&nbsp; 120000 | &nbsp;&nbsp;&nbsp;&nbsp; 17452 |
| &nbsp;&nbsp;&nbsp;China Government Bond | 2.680% | &nbsp;&nbsp;&nbsp;&nbsp; 5/21/30 | &nbsp;&nbsp;&nbsp;&nbsp;CNY | &nbsp;&nbsp; 90000 | &nbsp;&nbsp;&nbsp;&nbsp; 13062 |
| &nbsp;&nbsp;&nbsp;China Government Bond | 2.620% | &nbsp;&nbsp;&nbsp;&nbsp; 6/25/30 | &nbsp;&nbsp;&nbsp;&nbsp;CNY | &nbsp;&nbsp; 120000 | &nbsp;&nbsp;&nbsp;&nbsp; 17419 |
| &nbsp;&nbsp;&nbsp;China Government Bond | 3.270% | &nbsp;&nbsp;&nbsp;&nbsp; 11/19/30 | &nbsp;&nbsp;&nbsp;&nbsp;CNY | &nbsp;&nbsp; 50000 | &nbsp;&nbsp;&nbsp;&nbsp; 7561 |
| &nbsp;&nbsp;&nbsp;China Government Bond | 2.540% | &nbsp;&nbsp;&nbsp;&nbsp; 12/25/30 | &nbsp;&nbsp;&nbsp;&nbsp;CNY | &nbsp;&nbsp; 134320 | &nbsp;&nbsp;&nbsp;&nbsp; 19499 |
| &nbsp;&nbsp;&nbsp;China Government Bond | 2.280% | &nbsp;&nbsp;&nbsp;&nbsp; 3/25/31 | &nbsp;&nbsp;&nbsp;&nbsp;CNY | &nbsp;&nbsp; 135000 | &nbsp;&nbsp;&nbsp;&nbsp; 19338 |
| &nbsp;&nbsp;&nbsp;China Government Bond | 3.020% | &nbsp;&nbsp;&nbsp;&nbsp; 5/27/31 | &nbsp;&nbsp;&nbsp;&nbsp;CNY | &nbsp;&nbsp; 133000 | &nbsp;&nbsp;&nbsp;&nbsp; 19881 |

---

------

Total International Bond II Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;&nbsp;&nbsp;Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| &nbsp;&nbsp;&nbsp;China Government Bond | 2.120% | &nbsp;&nbsp;&nbsp;&nbsp; 6/25/31 | &nbsp;&nbsp;&nbsp;&nbsp;CNY | &nbsp;&nbsp; 140000 | &nbsp;&nbsp;&nbsp;&nbsp; 19923 |
| &nbsp;&nbsp;&nbsp;China Government Bond | 2.890% | &nbsp;&nbsp;&nbsp;&nbsp; 11/18/31 | &nbsp;&nbsp;&nbsp;&nbsp;CNY | &nbsp;&nbsp; 110000 | &nbsp;&nbsp;&nbsp;&nbsp; 16398 |
| &nbsp;&nbsp;&nbsp;China Government Bond | 2.760% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;CNY | &nbsp;&nbsp; 30000 | &nbsp;&nbsp;&nbsp;&nbsp; 4455 |
| &nbsp;&nbsp;&nbsp;China Government Bond | 2.690% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;CNY | &nbsp;&nbsp; 110000 | &nbsp;&nbsp;&nbsp;&nbsp; 16298 |
| &nbsp;&nbsp;&nbsp;China Government Bond | 2.600% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;CNY | &nbsp;&nbsp; 180000 | &nbsp;&nbsp;&nbsp;&nbsp; 26524 |
| &nbsp;&nbsp;&nbsp;China Government Bond | 2.800% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;CNY | &nbsp;&nbsp; 115000 | &nbsp;&nbsp;&nbsp;&nbsp; 17188 |
| &nbsp;&nbsp;&nbsp;China Government Bond | 2.880% | &nbsp;&nbsp;&nbsp;&nbsp; 2/25/33 | &nbsp;&nbsp;&nbsp;&nbsp;CNY | &nbsp;&nbsp; 140000 | &nbsp;&nbsp;&nbsp;&nbsp; 21085 |
| &nbsp;&nbsp;&nbsp;China Government Bond | 2.520% | &nbsp;&nbsp;&nbsp;&nbsp; 8/25/33 | &nbsp;&nbsp;&nbsp;&nbsp;CNY | &nbsp;&nbsp; 80000 | &nbsp;&nbsp;&nbsp;&nbsp; 11804 |
| &nbsp;&nbsp;&nbsp;China Government Bond | 2.670% | &nbsp;&nbsp;&nbsp;&nbsp; 11/25/33 | &nbsp;&nbsp;&nbsp;&nbsp;CNY | &nbsp;&nbsp; 80000 | &nbsp;&nbsp;&nbsp;&nbsp; 11911 |
| &nbsp;&nbsp;&nbsp;China Government Bond | 2.350% | &nbsp;&nbsp;&nbsp;&nbsp; 2/25/34 | &nbsp;&nbsp;&nbsp;&nbsp;CNY | &nbsp;&nbsp; 80000 | &nbsp;&nbsp;&nbsp;&nbsp; 11589 |
| &nbsp;&nbsp;&nbsp;China Government Bond | 2.270% | &nbsp;&nbsp;&nbsp;&nbsp; 5/25/34 | &nbsp;&nbsp;&nbsp;&nbsp;CNY | &nbsp;&nbsp; 96800 | &nbsp;&nbsp;&nbsp;&nbsp; 14049 |
| &nbsp;&nbsp;&nbsp;China Government Bond | 2.110% | &nbsp;&nbsp;&nbsp;&nbsp; 8/25/34 | &nbsp;&nbsp;&nbsp;&nbsp;CNY | &nbsp;&nbsp; 20000 | &nbsp;&nbsp;&nbsp;&nbsp; 2871 |
| &nbsp;&nbsp;&nbsp;China Government Bond | 2.040% | &nbsp;&nbsp;&nbsp;&nbsp; 11/25/34 | &nbsp;&nbsp;&nbsp;&nbsp;CNY | &nbsp;&nbsp; 102000 | &nbsp;&nbsp;&nbsp;&nbsp; 14567 |
| &nbsp;&nbsp;&nbsp;China Government Bond | 4.270% | &nbsp;&nbsp;&nbsp;&nbsp; 5/17/37 | &nbsp;&nbsp;&nbsp;&nbsp;CNY | &nbsp;&nbsp; 30000 | &nbsp;&nbsp;&nbsp;&nbsp; 5291 |
| &nbsp;&nbsp;&nbsp;China Government Bond | 3.520% | &nbsp;&nbsp;&nbsp;&nbsp; 4/25/46 | &nbsp;&nbsp;&nbsp;&nbsp;CNY | &nbsp;&nbsp; 20000 | &nbsp;&nbsp;&nbsp;&nbsp; 3517 |
| &nbsp;&nbsp;&nbsp;China Government Bond | 3.770% | &nbsp;&nbsp;&nbsp;&nbsp; 2/20/47 | &nbsp;&nbsp;&nbsp;&nbsp;CNY | &nbsp;&nbsp; 20000 | &nbsp;&nbsp;&nbsp;&nbsp; 3667 |
| &nbsp;&nbsp;&nbsp;China Government Bond | 4.050% | &nbsp;&nbsp;&nbsp;&nbsp; 7/24/47 | &nbsp;&nbsp;&nbsp;&nbsp;CNY | &nbsp;&nbsp; 20000 | &nbsp;&nbsp;&nbsp;&nbsp; 3823 |
| &nbsp;&nbsp;&nbsp;China Government Bond | 4.220% | &nbsp;&nbsp;&nbsp;&nbsp; 3/19/48 | &nbsp;&nbsp;&nbsp;&nbsp;CNY | &nbsp;&nbsp; 20000 | &nbsp;&nbsp;&nbsp;&nbsp; 3928 |
| &nbsp;&nbsp;&nbsp;China Government Bond | 3.970% | &nbsp;&nbsp;&nbsp;&nbsp; 7/23/48 | &nbsp;&nbsp;&nbsp;&nbsp;CNY | &nbsp;&nbsp; 20000 | &nbsp;&nbsp;&nbsp;&nbsp; 3811 |
| &nbsp;&nbsp;&nbsp;China Government Bond | 4.080% | &nbsp;&nbsp;&nbsp;&nbsp; 10/22/48 | &nbsp;&nbsp;&nbsp;&nbsp;CNY | &nbsp;&nbsp; 25000 | &nbsp;&nbsp;&nbsp;&nbsp; 4857 |
| &nbsp;&nbsp;&nbsp;China Government Bond | 3.860% | &nbsp;&nbsp;&nbsp;&nbsp; 7/22/49 | &nbsp;&nbsp;&nbsp;&nbsp;CNY | &nbsp;&nbsp; 70000 | &nbsp;&nbsp;&nbsp;&nbsp; 13222 |
| &nbsp;&nbsp;&nbsp;China Government Bond | 3.390% | &nbsp;&nbsp;&nbsp;&nbsp; 3/16/50 | &nbsp;&nbsp;&nbsp;&nbsp;CNY | &nbsp;&nbsp; 60000 | &nbsp;&nbsp;&nbsp;&nbsp; 10710 |
| &nbsp;&nbsp;&nbsp;China Government Bond | 3.810% | &nbsp;&nbsp;&nbsp;&nbsp; 9/14/50 | &nbsp;&nbsp;&nbsp;&nbsp;CNY | &nbsp;&nbsp; 40000 | &nbsp;&nbsp;&nbsp;&nbsp; 7603 |
| &nbsp;&nbsp;&nbsp;China Government Bond | 3.720% | &nbsp;&nbsp;&nbsp;&nbsp; 4/12/51 | &nbsp;&nbsp;&nbsp;&nbsp;CNY | &nbsp;&nbsp; 85000 | &nbsp;&nbsp;&nbsp;&nbsp; 16046 |
| &nbsp;&nbsp;&nbsp;China Government Bond | 3.530% | &nbsp;&nbsp;&nbsp;&nbsp; 10/18/51 | &nbsp;&nbsp;&nbsp;&nbsp;CNY | &nbsp;&nbsp; 75000 | &nbsp;&nbsp;&nbsp;&nbsp; 13723 |
| &nbsp;&nbsp;&nbsp;China Government Bond | 3.320% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;CNY | &nbsp;&nbsp; 50000 | &nbsp;&nbsp;&nbsp;&nbsp; 8942 |
| &nbsp;&nbsp;&nbsp;China Government Bond | 3.120% | &nbsp;&nbsp;&nbsp;&nbsp; 10/25/52 | &nbsp;&nbsp;&nbsp;&nbsp;CNY | &nbsp;&nbsp; 98500 | &nbsp;&nbsp;&nbsp;&nbsp; 16950 |
| &nbsp;&nbsp;&nbsp;China Government Bond | 3.190% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;CNY | &nbsp;&nbsp; 37400 | &nbsp;&nbsp;&nbsp;&nbsp; 6506 |
| &nbsp;&nbsp;&nbsp;China Government Bond | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;CNY | &nbsp;&nbsp; 40000 | &nbsp;&nbsp;&nbsp;&nbsp; 6874 |
| &nbsp;&nbsp;&nbsp;China Government Bond | 4.240% | &nbsp;&nbsp;&nbsp;&nbsp; 11/24/64 | &nbsp;&nbsp;&nbsp;&nbsp;CNY | &nbsp;&nbsp; 4000 | &nbsp;&nbsp;&nbsp;&nbsp; 896 |
| &nbsp;&nbsp;&nbsp;China Government Bond | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/24/69 | &nbsp;&nbsp;&nbsp;&nbsp;CNY | &nbsp;&nbsp; 25500 | &nbsp;&nbsp;&nbsp;&nbsp; 5569 |
| &nbsp;&nbsp;&nbsp;China Government Bond | 3.730% | &nbsp;&nbsp;&nbsp;&nbsp; 5/25/70 | &nbsp;&nbsp;&nbsp;&nbsp;CNY | &nbsp;&nbsp; 45000 | &nbsp;&nbsp;&nbsp;&nbsp; 9419 |
| &nbsp;&nbsp;&nbsp;China Government Bond | 3.760% | &nbsp;&nbsp;&nbsp;&nbsp; 3/22/71 | &nbsp;&nbsp;&nbsp;&nbsp;CNY | &nbsp;&nbsp; 40000 | &nbsp;&nbsp;&nbsp;&nbsp; 8407 |
| &nbsp;&nbsp;&nbsp;China Government Bond | 3.400% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/72 | &nbsp;&nbsp;&nbsp;&nbsp;CNY | &nbsp;&nbsp; 21000 | &nbsp;&nbsp;&nbsp;&nbsp; 4123 |
| &nbsp;&nbsp;&nbsp;China Government Bond | 3.270% | &nbsp;&nbsp;&nbsp;&nbsp; 3/25/73 | &nbsp;&nbsp;&nbsp;&nbsp;CNY | &nbsp;&nbsp; 26500 | &nbsp;&nbsp;&nbsp;&nbsp; 5113 |
| &nbsp;&nbsp;&nbsp;China Government Bond | 2.650% | &nbsp;&nbsp;&nbsp;&nbsp; 3/25/74 | &nbsp;&nbsp;&nbsp;&nbsp;CNY | &nbsp;&nbsp; 10000 | &nbsp;&nbsp;&nbsp;&nbsp; 1665 |
| &nbsp;&nbsp;&nbsp;Export-Import Bank of China | 3.220% | &nbsp;&nbsp;&nbsp;&nbsp; 5/14/26 | &nbsp;&nbsp;&nbsp;&nbsp;CNY | &nbsp;&nbsp; 70000 | &nbsp;&nbsp;&nbsp;&nbsp; 9795 |
| &nbsp;&nbsp;&nbsp;Export-Import Bank of China | 3.400% | &nbsp;&nbsp;&nbsp;&nbsp; 1/11/28 | &nbsp;&nbsp;&nbsp;&nbsp;CNY | &nbsp;&nbsp; 90000 | &nbsp;&nbsp;&nbsp;&nbsp; 12941 |
| &nbsp;&nbsp;&nbsp;Export-Import Bank of China | 3.860% | &nbsp;&nbsp;&nbsp;&nbsp; 5/20/29 | &nbsp;&nbsp;&nbsp;&nbsp;CNY | &nbsp;&nbsp; 40000 | &nbsp;&nbsp;&nbsp;&nbsp; 5973 |
| &nbsp;&nbsp;&nbsp;Export-Import Bank of China | 3.740% | &nbsp;&nbsp;&nbsp;&nbsp; 11/16/30 | &nbsp;&nbsp;&nbsp;&nbsp;CNY | &nbsp;&nbsp; 80000 | &nbsp;&nbsp;&nbsp;&nbsp; 12183 |
| &nbsp;&nbsp;&nbsp;Export-Import Bank of China | 3.180% | &nbsp;&nbsp;&nbsp;&nbsp; 3/11/32 | &nbsp;&nbsp;&nbsp;&nbsp;CNY | &nbsp;&nbsp; 140000 | &nbsp;&nbsp;&nbsp;&nbsp; 21025 |
| &nbsp;&nbsp;&nbsp;Export-Import Bank of China | 3.100% | &nbsp;&nbsp;&nbsp;&nbsp; 2/13/33 | &nbsp;&nbsp;&nbsp;&nbsp;CNY | &nbsp;&nbsp; 110000 | &nbsp;&nbsp;&nbsp;&nbsp; 16581 |
| &nbsp;&nbsp;&nbsp;Export-Import Bank of China | 2.850% | &nbsp;&nbsp;&nbsp;&nbsp; 7/7/33 | &nbsp;&nbsp;&nbsp;&nbsp;CNY | &nbsp;&nbsp; 100000 | &nbsp;&nbsp;&nbsp;&nbsp; 14870 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **1481939** |
| **Colombia (0.3%)** | **Colombia (0.3%)** | **Colombia (0.3%)** |  |  |  |
| &nbsp;&nbsp;&nbsp;Colombian TES | 7.500% | &nbsp;&nbsp;&nbsp;&nbsp; 8/26/26 | &nbsp;&nbsp;&nbsp;&nbsp;COP | &nbsp;&nbsp; 162180000 | &nbsp;&nbsp;&nbsp;&nbsp; 38367 |
| &nbsp;&nbsp;&nbsp;Colombian TES | 5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 11/3/27 | &nbsp;&nbsp;&nbsp;&nbsp;COP | &nbsp;&nbsp; 107575500 | &nbsp;&nbsp;&nbsp;&nbsp; 23322 |
| &nbsp;&nbsp;&nbsp;Colombian TES | 6.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/28/28 | &nbsp;&nbsp;&nbsp;&nbsp;COP | &nbsp;&nbsp; 188995000 | &nbsp;&nbsp;&nbsp;&nbsp; 40156 |
| &nbsp;&nbsp;&nbsp;Colombian TES | 7.750% | &nbsp;&nbsp;&nbsp;&nbsp; 9/18/30 | &nbsp;&nbsp;&nbsp;&nbsp;COP | &nbsp;&nbsp; 105750000 | &nbsp;&nbsp;&nbsp;&nbsp; 21792 |
| &nbsp;&nbsp;&nbsp;Colombian TES | 7.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/26/31 | &nbsp;&nbsp;&nbsp;&nbsp;COP | &nbsp;&nbsp; 160665000 | &nbsp;&nbsp;&nbsp;&nbsp; 30875 |
| &nbsp;&nbsp;&nbsp;Colombian TES | 7.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/26/31 | &nbsp;&nbsp;&nbsp;&nbsp;COP | &nbsp;&nbsp; 13700000 | &nbsp;&nbsp;&nbsp;&nbsp; 2633 |
| &nbsp;&nbsp;&nbsp;Colombian TES | 7.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/30/32 | &nbsp;&nbsp;&nbsp;&nbsp;COP | &nbsp;&nbsp; 135535000 | &nbsp;&nbsp;&nbsp;&nbsp; 24964 |
| &nbsp;&nbsp;&nbsp;Colombian TES | 13.250% | &nbsp;&nbsp;&nbsp;&nbsp; 2/9/33 | &nbsp;&nbsp;&nbsp;&nbsp;COP | &nbsp;&nbsp; 134895000 | &nbsp;&nbsp;&nbsp;&nbsp; 34222 |
| &nbsp;&nbsp;&nbsp;Colombian TES | 7.250% | &nbsp;&nbsp;&nbsp;&nbsp; 10/18/34 | &nbsp;&nbsp;&nbsp;&nbsp;COP | &nbsp;&nbsp; 127955000 | &nbsp;&nbsp;&nbsp;&nbsp; 22310 |
| &nbsp;&nbsp;&nbsp;Colombian TES | 6.250% | &nbsp;&nbsp;&nbsp;&nbsp; 7/9/36 | &nbsp;&nbsp;&nbsp;&nbsp;COP | &nbsp;&nbsp; 104280000 | &nbsp;&nbsp;&nbsp;&nbsp; 15740 |
| &nbsp;&nbsp;&nbsp;Colombian TES | 9.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/28/42 | &nbsp;&nbsp;&nbsp;&nbsp;COP | &nbsp;&nbsp; 246783000 | &nbsp;&nbsp;&nbsp;&nbsp; 44516 |
| &nbsp;&nbsp;&nbsp;Colombian TES | 11.500% | &nbsp;&nbsp;&nbsp;&nbsp; 7/25/46 | &nbsp;&nbsp;&nbsp;&nbsp;COP | &nbsp;&nbsp; 109705000 | &nbsp;&nbsp;&nbsp;&nbsp; 23463 |
| &nbsp;&nbsp;&nbsp;Colombian TES | 7.250% | &nbsp;&nbsp;&nbsp;&nbsp; 10/26/50 | &nbsp;&nbsp;&nbsp;&nbsp;COP | &nbsp;&nbsp; 195520000 | &nbsp;&nbsp;&nbsp;&nbsp; 27234 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **349594** |
| **Croatia (0.1%)** | **Croatia (0.1%)** | **Croatia (0.1%)** |  |  |  |
| &nbsp;&nbsp;&nbsp;Republic of Croatia | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/20/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3459 | &nbsp;&nbsp;&nbsp;&nbsp; 3979 |
| &nbsp;&nbsp;&nbsp;Republic of Croatia | 2.700% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2818 | &nbsp;&nbsp;&nbsp;&nbsp; 3233 |
| &nbsp;&nbsp;&nbsp;Republic of Croatia | 1.125% | &nbsp;&nbsp;&nbsp;&nbsp; 6/19/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 8459 | &nbsp;&nbsp;&nbsp;&nbsp; 9117 |
| &nbsp;&nbsp;&nbsp;Republic of Croatia | 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/27/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4459 | &nbsp;&nbsp;&nbsp;&nbsp; 5121 |
| &nbsp;&nbsp;&nbsp;Republic of Croatia | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/17/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 31506 | &nbsp;&nbsp;&nbsp;&nbsp; 33369 |
| &nbsp;&nbsp;&nbsp;Republic of Croatia | 2.875% | &nbsp;&nbsp;&nbsp;&nbsp; 4/22/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5400 | &nbsp;&nbsp;&nbsp;&nbsp; 6197 |
| &nbsp;&nbsp;&nbsp;Republic of Croatia | 1.125% | &nbsp;&nbsp;&nbsp;&nbsp; 3/4/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4000 | &nbsp;&nbsp;&nbsp;&nbsp; 3988 |
| &nbsp;&nbsp;&nbsp;Republic of Croatia | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/14/35 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5927 | &nbsp;&nbsp;&nbsp;&nbsp; 7237 |
| &nbsp;&nbsp;&nbsp;Republic of Croatia | 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 2/11/37 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 16300 | &nbsp;&nbsp;&nbsp;&nbsp; 18124 |

---

------

Total International Bond II Index Fund

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;&nbsp;&nbsp;Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Republic of Croatia | 1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/4/41 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4947 | &nbsp;&nbsp;&nbsp;&nbsp; 4363 |
|  |  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **94728** |
| **Czech Republic (0.4%)** | **Czech Republic (0.4%)** | **Czech Republic (0.4%)** | **Czech Republic (0.4%)** |  |  |  |
|  | &nbsp;&nbsp;&nbsp;Czech Republic | 6.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/26/26 | &nbsp;&nbsp;&nbsp;&nbsp;CZK | &nbsp;&nbsp; 423130 | &nbsp;&nbsp;&nbsp;&nbsp; 19612 |
|  | &nbsp;&nbsp;&nbsp;Czech Republic | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/26/26 | &nbsp;&nbsp;&nbsp;&nbsp;CZK | &nbsp;&nbsp; 908230 | &nbsp;&nbsp;&nbsp;&nbsp; 40125 |
|  | &nbsp;&nbsp;&nbsp;Czech Republic | 0.250% | &nbsp;&nbsp;&nbsp;&nbsp; 2/10/27 | &nbsp;&nbsp;&nbsp;&nbsp;CZK | &nbsp;&nbsp; 401400 | &nbsp;&nbsp;&nbsp;&nbsp; 17248 |
|  | &nbsp;&nbsp;&nbsp;Czech Republic | 2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 8/25/28 | &nbsp;&nbsp;&nbsp;&nbsp;CZK | &nbsp;&nbsp; 181190 | &nbsp;&nbsp;&nbsp;&nbsp; 7999 |
|  | &nbsp;&nbsp;&nbsp;Czech Republic | 5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 12/12/28 | &nbsp;&nbsp;&nbsp;&nbsp;CZK | &nbsp;&nbsp; 215920 | &nbsp;&nbsp;&nbsp;&nbsp; 10501 |
|  | &nbsp;&nbsp;&nbsp;Czech Republic | 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 7/23/29 | &nbsp;&nbsp;&nbsp;&nbsp;CZK | &nbsp;&nbsp; 2202870 | &nbsp;&nbsp;&nbsp;&nbsp; 97165 |
|  | &nbsp;&nbsp;&nbsp;Czech Republic | 0.950% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;CZK | &nbsp;&nbsp; 779080 | &nbsp;&nbsp;&nbsp;&nbsp; 31165 |
|  | &nbsp;&nbsp;&nbsp;Czech Republic | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/30/30 | &nbsp;&nbsp;&nbsp;&nbsp;CZK | &nbsp;&nbsp; 1039370 | &nbsp;&nbsp;&nbsp;&nbsp; 50323 |
|  | &nbsp;&nbsp;&nbsp;Czech Republic | 1.200% | &nbsp;&nbsp;&nbsp;&nbsp; 3/13/31 | &nbsp;&nbsp;&nbsp;&nbsp;CZK | &nbsp;&nbsp; 541410 | &nbsp;&nbsp;&nbsp;&nbsp; 21417 |
|  | &nbsp;&nbsp;&nbsp;Czech Republic | 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 11/11/32 | &nbsp;&nbsp;&nbsp;&nbsp;CZK | &nbsp;&nbsp; 555590 | &nbsp;&nbsp;&nbsp;&nbsp; 26238 |
|  | &nbsp;&nbsp;&nbsp;Czech Republic | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/13/33 | &nbsp;&nbsp;&nbsp;&nbsp;CZK | &nbsp;&nbsp; 278500 | &nbsp;&nbsp;&nbsp;&nbsp; 10896 |
|  | &nbsp;&nbsp;&nbsp;Czech Republic | 4.900% | &nbsp;&nbsp;&nbsp;&nbsp; 4/14/34 | &nbsp;&nbsp;&nbsp;&nbsp;CZK | &nbsp;&nbsp; 1698020 | &nbsp;&nbsp;&nbsp;&nbsp; 82520 |
|  | &nbsp;&nbsp;&nbsp;Czech Republic | 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/30/35 | &nbsp;&nbsp;&nbsp;&nbsp;CZK | &nbsp;&nbsp; 649690 | &nbsp;&nbsp;&nbsp;&nbsp; 28176 |
|  | &nbsp;&nbsp;&nbsp;Czech Republic | 3.600% | &nbsp;&nbsp;&nbsp;&nbsp; 6/3/36 | &nbsp;&nbsp;&nbsp;&nbsp;CZK | &nbsp;&nbsp; 57140 | &nbsp;&nbsp;&nbsp;&nbsp; 2480 |
|  | &nbsp;&nbsp;&nbsp;Czech Republic | 4.200% | &nbsp;&nbsp;&nbsp;&nbsp; 12/4/36 | &nbsp;&nbsp;&nbsp;&nbsp;CZK | &nbsp;&nbsp; 48170 | &nbsp;&nbsp;&nbsp;&nbsp; 2182 |
|  | &nbsp;&nbsp;&nbsp;Czech Republic | 1.950% | &nbsp;&nbsp;&nbsp;&nbsp; 7/30/37 | &nbsp;&nbsp;&nbsp;&nbsp;CZK | &nbsp;&nbsp; 537750 | &nbsp;&nbsp;&nbsp;&nbsp; 19059 |
|  | &nbsp;&nbsp;&nbsp;Czech Republic | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/24/40 | &nbsp;&nbsp;&nbsp;&nbsp;CZK | &nbsp;&nbsp; 164860 | &nbsp;&nbsp;&nbsp;&nbsp; 5132 |
|  | &nbsp;&nbsp;&nbsp;Czech Republic | 4.850% | &nbsp;&nbsp;&nbsp;&nbsp; 11/26/57 | &nbsp;&nbsp;&nbsp;&nbsp;CZK | &nbsp;&nbsp; 251570 | &nbsp;&nbsp;&nbsp;&nbsp; 11531 |
|  |  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **483769** |
| **Denmark (0.4%)** | **Denmark (0.4%)** | **Denmark (0.4%)** | **Denmark (0.4%)** |  |  |  |
|  | &nbsp;&nbsp;&nbsp;Kingdom of Denmark | 2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 10/2/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 40000 | &nbsp;&nbsp;&nbsp;&nbsp; 45512 |
|  | &nbsp;&nbsp;&nbsp;Kingdom of Denmark | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;DKK | &nbsp;&nbsp; 492636 | &nbsp;&nbsp;&nbsp;&nbsp; 72861 |
|  | &nbsp;&nbsp;&nbsp;Kingdom of Denmark | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;DKK | &nbsp;&nbsp; 311753 | &nbsp;&nbsp;&nbsp;&nbsp; 44637 |
|  | &nbsp;&nbsp;&nbsp;Kingdom of Denmark | 0.000% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;DKK | &nbsp;&nbsp; 608388 | &nbsp;&nbsp;&nbsp;&nbsp; 81200 |
|  | &nbsp;&nbsp;&nbsp;Kingdom of Denmark | 2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;DKK | &nbsp;&nbsp; 216720 | &nbsp;&nbsp;&nbsp;&nbsp; 33075 |
|  | &nbsp;&nbsp;&nbsp;Kingdom of Denmark | 2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;DKK | &nbsp;&nbsp; 571174 | &nbsp;&nbsp;&nbsp;&nbsp; 87169 |
|  | &nbsp;&nbsp;&nbsp;Kingdom of Denmark | 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/39 | &nbsp;&nbsp;&nbsp;&nbsp;DKK | &nbsp;&nbsp; 373185 | &nbsp;&nbsp;&nbsp;&nbsp; 69819 |
|  | &nbsp;&nbsp;&nbsp;Kingdom of Denmark | 0.250% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;DKK | &nbsp;&nbsp; 99818 | &nbsp;&nbsp;&nbsp;&nbsp; 8129 |
|  | &nbsp;&nbsp;&nbsp;Kommunekredit | 0.625% | &nbsp;&nbsp;&nbsp;&nbsp; 5/11/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2186 | &nbsp;&nbsp;&nbsp;&nbsp; 2442 |
|  | &nbsp;&nbsp;&nbsp;Kommunekredit | 2.900% | &nbsp;&nbsp;&nbsp;&nbsp; 11/27/26 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 2047 | &nbsp;&nbsp;&nbsp;&nbsp; 1292 |
|  | &nbsp;&nbsp;&nbsp;Kommunekredit | 0.750% | &nbsp;&nbsp;&nbsp;&nbsp; 5/18/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 12443 | &nbsp;&nbsp;&nbsp;&nbsp; 13741 |
|  | &nbsp;&nbsp;&nbsp;Kommunekredit | 0.000% | &nbsp;&nbsp;&nbsp;&nbsp; 11/17/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 30000 | &nbsp;&nbsp;&nbsp;&nbsp; 30617 |
|  | &nbsp;&nbsp;&nbsp;Kommunekredit | 0.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/3/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 4912 |
|  | &nbsp;&nbsp;&nbsp;Kommunekredit | 2.375% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10450 | &nbsp;&nbsp;&nbsp;&nbsp; 11661 |
|  | &nbsp;&nbsp;&nbsp;Kommunekredit | 0.010% | &nbsp;&nbsp;&nbsp;&nbsp; 5/4/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1000 | &nbsp;&nbsp;&nbsp;&nbsp; 883 |
|  | &nbsp;&nbsp;&nbsp;Kommunekredit | 0.875% | &nbsp;&nbsp;&nbsp;&nbsp; 11/3/36 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4500 | &nbsp;&nbsp;&nbsp;&nbsp; 4054 |
|  |  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **512004** |
| **Estonia (0.0%)** | **Estonia (0.0%)** | **Estonia (0.0%)** | **Estonia (0.0%)** |  |  |  |
|  | &nbsp;&nbsp;&nbsp;Republic of Estonia | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/12/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6998 | &nbsp;&nbsp;&nbsp;&nbsp; 8442 |
| **Finland (0.6%)** | **Finland (0.6%)** | **Finland (0.6%)** | **Finland (0.6%)** |  |  |  |
|  | &nbsp;&nbsp;&nbsp;Finnvera OYJ | 2.125% | &nbsp;&nbsp;&nbsp;&nbsp; 3/8/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 20400 | &nbsp;&nbsp;&nbsp;&nbsp; 23112 |
|  | &nbsp;&nbsp;&nbsp;Finnvera OYJ | 0.375% | &nbsp;&nbsp;&nbsp;&nbsp; 4/9/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4169 | &nbsp;&nbsp;&nbsp;&nbsp; 4384 |
|  | &nbsp;&nbsp;&nbsp;Finnvera OYJ | 1.125% | &nbsp;&nbsp;&nbsp;&nbsp; 5/17/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3100 | &nbsp;&nbsp;&nbsp;&nbsp; 3186 |
|  | &nbsp;&nbsp;&nbsp;Kuntarahoitus OYJ | 0.625% | &nbsp;&nbsp;&nbsp;&nbsp; 11/26/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2457 | &nbsp;&nbsp;&nbsp;&nbsp; 2727 |
|  | &nbsp;&nbsp;&nbsp;Kuntarahoitus OYJ | 0.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/21/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5400 | &nbsp;&nbsp;&nbsp;&nbsp; 5745 |
|  | &nbsp;&nbsp;&nbsp;Kuntarahoitus OYJ | 4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 10/2/28 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 10000 | &nbsp;&nbsp;&nbsp;&nbsp; 13469 |
|  | &nbsp;&nbsp;&nbsp;Kuntarahoitus OYJ | 2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 8/29/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 35000 | &nbsp;&nbsp;&nbsp;&nbsp; 39893 |
|  | &nbsp;&nbsp;&nbsp;Kuntarahoitus OYJ | 0.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/2/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 15800 | &nbsp;&nbsp;&nbsp;&nbsp; 15506 |
|  | &nbsp;&nbsp;&nbsp;Kuntarahoitus OYJ | 1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 2/23/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4913 | &nbsp;&nbsp;&nbsp;&nbsp; 4985 |
|  | &nbsp;&nbsp;&nbsp;Kuntarahoitus OYJ | 0.050% | &nbsp;&nbsp;&nbsp;&nbsp; 9/10/35 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 11277 | &nbsp;&nbsp;&nbsp;&nbsp; 9483 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Republic of Finland | 0.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 35000 | &nbsp;&nbsp;&nbsp;&nbsp; 38692 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Republic of Finland | 1.375% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 25000 | &nbsp;&nbsp;&nbsp;&nbsp; 28077 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Republic of Finland | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 24867 | &nbsp;&nbsp;&nbsp;&nbsp; 27245 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Republic of Finland | 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 7/4/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5535 | &nbsp;&nbsp;&nbsp;&nbsp; 6414 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Republic of Finland | 2.875% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 111017 | &nbsp;&nbsp;&nbsp;&nbsp; 129136 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Republic of Finland | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 22691 | &nbsp;&nbsp;&nbsp;&nbsp; 23921 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Republic of Finland | 0.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 39490 | &nbsp;&nbsp;&nbsp;&nbsp; 39511 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Republic of Finland | 0.125% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 38750 | &nbsp;&nbsp;&nbsp;&nbsp; 37830 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Republic of Finland | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 75514 | &nbsp;&nbsp;&nbsp;&nbsp; 78890 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Republic of Finland | 1.125% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 65604 | &nbsp;&nbsp;&nbsp;&nbsp; 64402 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Republic of Finland | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 65000 | &nbsp;&nbsp;&nbsp;&nbsp; 74586 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Republic of Finland | 0.125% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 13000 | &nbsp;&nbsp;&nbsp;&nbsp; 10781 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Republic of Finland | 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 22026 | &nbsp;&nbsp;&nbsp;&nbsp; 23894 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Republic of Finland | 0.250% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 57995 | &nbsp;&nbsp;&nbsp;&nbsp; 41927 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Republic of Finland | 2.625% | &nbsp;&nbsp;&nbsp;&nbsp; 7/4/42 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 16683 | &nbsp;&nbsp;&nbsp;&nbsp; 17307 |

---

------

Total International Bond II Index Fund

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;&nbsp;&nbsp;Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Republic of Finland | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 993 | &nbsp;&nbsp;&nbsp;&nbsp; 701 |
|  | &nbsp;&nbsp;&nbsp;Republic of Finland | 3.200% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 19351 | &nbsp;&nbsp;&nbsp;&nbsp; 21481 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Republic of Finland | 1.375% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10000 | &nbsp;&nbsp;&nbsp;&nbsp; 7901 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Republic of Finland | 0.125% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 17187 | &nbsp;&nbsp;&nbsp;&nbsp; 8547 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Republic of Finland | 2.950% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/55 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6329 | &nbsp;&nbsp;&nbsp;&nbsp; 6542 |
|  |  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **810275** |
| **France (8.7%)** | **France (8.7%)** | **France (8.7%)** | **France (8.7%)** |  |  |  |
|  | &nbsp;&nbsp;&nbsp;Action Logement Services | 1.375% | &nbsp;&nbsp;&nbsp;&nbsp; 4/13/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 12500 | &nbsp;&nbsp;&nbsp;&nbsp; 12729 |
|  | &nbsp;&nbsp;&nbsp;Action Logement Services | 4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 10/3/38 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 12800 | &nbsp;&nbsp;&nbsp;&nbsp; 15049 |
|  | &nbsp;&nbsp;&nbsp;Action Logement Services | 0.750% | &nbsp;&nbsp;&nbsp;&nbsp; 7/19/41 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 15600 | &nbsp;&nbsp;&nbsp;&nbsp; 11178 |
|  | &nbsp;&nbsp;&nbsp;Agence Francaise de Developpement EPIC | 0.250% | &nbsp;&nbsp;&nbsp;&nbsp; 7/21/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6100 | &nbsp;&nbsp;&nbsp;&nbsp; 6767 |
|  | &nbsp;&nbsp;&nbsp;Agence Francaise de Developpement EPIC | 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1800 | &nbsp;&nbsp;&nbsp;&nbsp; 2099 |
|  | &nbsp;&nbsp;&nbsp;Agence Francaise de Developpement EPIC | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/31/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2500 | &nbsp;&nbsp;&nbsp;&nbsp; 2743 |
|  | &nbsp;&nbsp;&nbsp;Agence Francaise de Developpement EPIC | 0.010% | &nbsp;&nbsp;&nbsp;&nbsp; 11/25/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 13800 | &nbsp;&nbsp;&nbsp;&nbsp; 14397 |
|  | &nbsp;&nbsp;&nbsp;Agence Francaise de Developpement EPIC | 0.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/29/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 27200 | &nbsp;&nbsp;&nbsp;&nbsp; 28101 |
|  | &nbsp;&nbsp;&nbsp;Agence Francaise de Developpement EPIC | 2.875% | &nbsp;&nbsp;&nbsp;&nbsp; 1/21/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7500 | &nbsp;&nbsp;&nbsp;&nbsp; 8600 |
|  | &nbsp;&nbsp;&nbsp;Agence Francaise de Developpement EPIC | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/25/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5900 | &nbsp;&nbsp;&nbsp;&nbsp; 6020 |
|  | &nbsp;&nbsp;&nbsp;Agence Francaise de Developpement EPIC | 1.375% | &nbsp;&nbsp;&nbsp;&nbsp; 7/5/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 20400 | &nbsp;&nbsp;&nbsp;&nbsp; 20765 |
|  | &nbsp;&nbsp;&nbsp;Agence Francaise de Developpement EPIC | 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 2/25/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 9100 | &nbsp;&nbsp;&nbsp;&nbsp; 10629 |
|  | &nbsp;&nbsp;&nbsp;Agence Francaise de Developpement EPIC | 3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 5/25/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 13900 | &nbsp;&nbsp;&nbsp;&nbsp; 16054 |
|  | &nbsp;&nbsp;&nbsp;Agence Francaise de Developpement EPIC | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/17/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 12000 | &nbsp;&nbsp;&nbsp;&nbsp; 13433 |
|  | &nbsp;&nbsp;&nbsp;Agence Francaise de Developpement EPIC | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 10/31/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 13000 | &nbsp;&nbsp;&nbsp;&nbsp; 12667 |
|  | &nbsp;&nbsp;&nbsp;Agence Francaise de Developpement EPIC | 3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 1/20/35 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 34000 | &nbsp;&nbsp;&nbsp;&nbsp; 39607 |
|  | &nbsp;&nbsp;&nbsp;Agence Francaise de Developpement EPIC | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/31/35 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 4341 |
|  | &nbsp;&nbsp;&nbsp;Agence France Locale | 0.125% | &nbsp;&nbsp;&nbsp;&nbsp; 6/20/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 8400 | &nbsp;&nbsp;&nbsp;&nbsp; 9318 |
|  | &nbsp;&nbsp;&nbsp;Agence France Locale | 0.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/20/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 15000 | &nbsp;&nbsp;&nbsp;&nbsp; 16180 |
|  | &nbsp;&nbsp;&nbsp;Agence France Locale | 1.125% | &nbsp;&nbsp;&nbsp;&nbsp; 6/20/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4500 | &nbsp;&nbsp;&nbsp;&nbsp; 4922 |
|  | &nbsp;&nbsp;&nbsp;Agence France Locale | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/20/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7000 | &nbsp;&nbsp;&nbsp;&nbsp; 8080 |
|  | &nbsp;&nbsp;&nbsp;Agence France Locale | 0.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/20/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 500 | &nbsp;&nbsp;&nbsp;&nbsp; 484 |
|  | &nbsp;&nbsp;&nbsp;Agence France Locale | 3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 6/20/38 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7000 | &nbsp;&nbsp;&nbsp;&nbsp; 7907 |
|  | &nbsp;&nbsp;&nbsp;Bpifrance SACA | 0.625% | &nbsp;&nbsp;&nbsp;&nbsp; 5/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 40000 | &nbsp;&nbsp;&nbsp;&nbsp; 44674 |
|  | &nbsp;&nbsp;&nbsp;Bpifrance SACA | 2.125% | &nbsp;&nbsp;&nbsp;&nbsp; 11/29/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 12500 | &nbsp;&nbsp;&nbsp;&nbsp; 14181 |
|  | &nbsp;&nbsp;&nbsp;Bpifrance SACA | 0.125% | &nbsp;&nbsp;&nbsp;&nbsp; 11/25/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 28300 | &nbsp;&nbsp;&nbsp;&nbsp; 29653 |
|  | &nbsp;&nbsp;&nbsp;Bpifrance SACA | 0.050% | &nbsp;&nbsp;&nbsp;&nbsp; 9/26/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5086 |
|  | &nbsp;&nbsp;&nbsp;Bpifrance SACA | 1.875% | &nbsp;&nbsp;&nbsp;&nbsp; 5/25/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5470 |
|  | &nbsp;&nbsp;&nbsp;Bpifrance SACA | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/2/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 14000 | &nbsp;&nbsp;&nbsp;&nbsp; 15219 |
|  | &nbsp;&nbsp;&nbsp;Bpifrance SACA | 0.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/4/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 23200 | &nbsp;&nbsp;&nbsp;&nbsp; 22634 |
|  | &nbsp;&nbsp;&nbsp;Bpifrance SACA | 2.875% | &nbsp;&nbsp;&nbsp;&nbsp; 1/31/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 15000 | &nbsp;&nbsp;&nbsp;&nbsp; 17031 |
|  | &nbsp;&nbsp;&nbsp;Bpifrance SACA | 3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 5/25/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 47000 | &nbsp;&nbsp;&nbsp;&nbsp; 53977 |
|  | &nbsp;&nbsp;&nbsp;Caisse d'Amortissement de la Dette Sociale | 0.000% | &nbsp;&nbsp;&nbsp;&nbsp; 11/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10000 | &nbsp;&nbsp;&nbsp;&nbsp; 10978 |
|  | &nbsp;&nbsp;&nbsp;Caisse d'Amortissement de la Dette Sociale | 2.875% | &nbsp;&nbsp;&nbsp;&nbsp; 5/25/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 50000 | &nbsp;&nbsp;&nbsp;&nbsp; 57703 |
|  | &nbsp;&nbsp;&nbsp;Caisse d'Amortissement de la Dette Sociale | 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 9/24/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 100000 | &nbsp;&nbsp;&nbsp;&nbsp; 115168 |
|  | &nbsp;&nbsp;&nbsp;Caisse d'Amortissement de la Dette Sociale | 0.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/25/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5700 | &nbsp;&nbsp;&nbsp;&nbsp; 6085 |
|  | &nbsp;&nbsp;&nbsp;Caisse d'Amortissement de la Dette Sociale | 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 2/25/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10000 | &nbsp;&nbsp;&nbsp;&nbsp; 11507 |
|  | &nbsp;&nbsp;&nbsp;Caisse d'Amortissement de la Dette Sociale | 0.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/25/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 43700 | &nbsp;&nbsp;&nbsp;&nbsp; 45062 |
|  | &nbsp;&nbsp;&nbsp;Caisse d'Amortissement de la Dette Sociale | 3.125% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10000 | &nbsp;&nbsp;&nbsp;&nbsp; 11679 |
|  | &nbsp;&nbsp;&nbsp;Caisse d'Amortissement de la Dette Sociale | 0.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/25/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 17300 | &nbsp;&nbsp;&nbsp;&nbsp; 16741 |
|  | &nbsp;&nbsp;&nbsp;Caisse d'Amortissement de la Dette Sociale | 0.125% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 22000 | &nbsp;&nbsp;&nbsp;&nbsp; 21209 |
|  | &nbsp;&nbsp;&nbsp;Caisse d'Amortissement de la Dette Sociale | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 11/25/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 40000 | &nbsp;&nbsp;&nbsp;&nbsp; 46017 |
|  | &nbsp;&nbsp;&nbsp;Caisse d'Amortissement de la Dette Sociale | 0.450% | &nbsp;&nbsp;&nbsp;&nbsp; 1/19/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 25800 | &nbsp;&nbsp;&nbsp;&nbsp; 25142 |
|  | &nbsp;&nbsp;&nbsp;Caisse d'Amortissement de la Dette Sociale | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/25/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 33600 | &nbsp;&nbsp;&nbsp;&nbsp; 34942 |
|  | &nbsp;&nbsp;&nbsp;Caisse d'Amortissement de la Dette Sociale | 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 11/25/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 9500 | &nbsp;&nbsp;&nbsp;&nbsp; 10669 |
|  | &nbsp;&nbsp;&nbsp;Caisse des Depots et Consignations | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/25/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 12500 | &nbsp;&nbsp;&nbsp;&nbsp; 14526 |
|  | &nbsp;&nbsp;&nbsp;Caisse Francaise de Financement Local | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/25/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp; 109 |
|  | &nbsp;&nbsp;&nbsp;Caisse Francaise de Financement Local | 0.125% | &nbsp;&nbsp;&nbsp;&nbsp; 6/30/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6700 | &nbsp;&nbsp;&nbsp;&nbsp; 6462 |
|  | &nbsp;&nbsp;&nbsp;Caisse Francaise de Financement Local | 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/16/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 33000 | &nbsp;&nbsp;&nbsp;&nbsp; 38828 |
|  | &nbsp;&nbsp;&nbsp;Caisse Francaise de Financement Local | 1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 1/22/35 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp; 96 |
|  | &nbsp;&nbsp;&nbsp;Caisse Francaise de Financement Local SA | 0.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/11/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp;&nbsp; 2215 |
|  | &nbsp;&nbsp;&nbsp;Caisse Francaise de Financement Local SA | 0.750% | &nbsp;&nbsp;&nbsp;&nbsp; 9/27/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5472 |
|  | &nbsp;&nbsp;&nbsp;Caisse Francaise de Financement Local SA | 0.010% | &nbsp;&nbsp;&nbsp;&nbsp; 4/27/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 14500 | &nbsp;&nbsp;&nbsp;&nbsp; 14889 |
|  | &nbsp;&nbsp;&nbsp;Caisse Francaise de Financement Local SA | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 1/13/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5278 |
|  | &nbsp;&nbsp;&nbsp;Caisse Francaise de Financement Local SA | 0.375% | &nbsp;&nbsp;&nbsp;&nbsp; 1/20/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 8000 | &nbsp;&nbsp;&nbsp;&nbsp; 7739 |
|  | &nbsp;&nbsp;&nbsp;Caisse Francaise de Financement Local SA | 1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/11/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 35900 | &nbsp;&nbsp;&nbsp;&nbsp; 36443 |
|  | &nbsp;&nbsp;&nbsp;Caisse Francaise de Financement Local SA | 1.450% | &nbsp;&nbsp;&nbsp;&nbsp; 1/16/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 37200 | &nbsp;&nbsp;&nbsp;&nbsp; 37097 |
|  | &nbsp;&nbsp;&nbsp;Caisse Francaise de Financement Local SA | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/28/38 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3600 | &nbsp;&nbsp;&nbsp;&nbsp; 3312 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Dexia Credit Local SA | 0.250% | &nbsp;&nbsp;&nbsp;&nbsp; 12/10/26 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 10000 | &nbsp;&nbsp;&nbsp;&nbsp; 12534 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Dexia Credit Local SA | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/18/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5950 | &nbsp;&nbsp;&nbsp;&nbsp; 6555 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Dexia Credit Local SA | 0.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/21/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6100 | &nbsp;&nbsp;&nbsp;&nbsp; 6513 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Dexia Credit Local SA | 3.125% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 20000 | &nbsp;&nbsp;&nbsp;&nbsp; 23213 |

---

------

Total International Bond II Index Fund

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;&nbsp;&nbsp;Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Dexia SA | 0.010% | &nbsp;&nbsp;&nbsp;&nbsp; 1/22/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5463 |
| <sup>3,8</sup> | &nbsp;&nbsp;&nbsp;France | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 169679 | &nbsp;&nbsp;&nbsp;&nbsp; 189592 |
| <sup>3,8</sup> | &nbsp;&nbsp;&nbsp;France | 2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 9/24/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 115000 | &nbsp;&nbsp;&nbsp;&nbsp; 131442 |
| <sup>3,8</sup> | &nbsp;&nbsp;&nbsp;France | 0.250% | &nbsp;&nbsp;&nbsp;&nbsp; 11/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 176306 | &nbsp;&nbsp;&nbsp;&nbsp; 194877 |
| <sup>3,8</sup> | &nbsp;&nbsp;&nbsp;France | 0.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/25/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 305977 | &nbsp;&nbsp;&nbsp;&nbsp; 335265 |
| <sup>3,8</sup> | &nbsp;&nbsp;&nbsp;France | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/25/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 130450 | &nbsp;&nbsp;&nbsp;&nbsp; 145174 |
| <sup>3,8</sup> | &nbsp;&nbsp;&nbsp;France | 2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 9/24/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 427692 | &nbsp;&nbsp;&nbsp;&nbsp; 490601 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;France | 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 10/25/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 148395 | &nbsp;&nbsp;&nbsp;&nbsp; 171282 |
| <sup>3,8</sup> | &nbsp;&nbsp;&nbsp;France | 0.750% | &nbsp;&nbsp;&nbsp;&nbsp; 2/25/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 129364 | &nbsp;&nbsp;&nbsp;&nbsp; 141436 |
| <sup>3,8</sup> | &nbsp;&nbsp;&nbsp;France | 0.750% | &nbsp;&nbsp;&nbsp;&nbsp; 5/25/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 216770 | &nbsp;&nbsp;&nbsp;&nbsp; 236004 |
| <sup>3,8</sup> | &nbsp;&nbsp;&nbsp;France | 0.750% | &nbsp;&nbsp;&nbsp;&nbsp; 11/25/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 638393 | &nbsp;&nbsp;&nbsp;&nbsp; 688247 |
| <sup>3,8</sup> | &nbsp;&nbsp;&nbsp;France | 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 2/25/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 380028 | &nbsp;&nbsp;&nbsp;&nbsp; 438558 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;France | 5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/25/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 117522 | &nbsp;&nbsp;&nbsp;&nbsp; 149397 |
| <sup>3,8</sup> | &nbsp;&nbsp;&nbsp;France | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/25/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 191931 | &nbsp;&nbsp;&nbsp;&nbsp; 202626 |
| <sup>3,8</sup> | &nbsp;&nbsp;&nbsp;France | 0.000% | &nbsp;&nbsp;&nbsp;&nbsp; 11/25/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 288476 | &nbsp;&nbsp;&nbsp;&nbsp; 294048 |
| <sup>3,8</sup> | &nbsp;&nbsp;&nbsp;France | 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 2/25/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 317147 | &nbsp;&nbsp;&nbsp;&nbsp; 364856 |
| <sup>3,8</sup> | &nbsp;&nbsp;&nbsp;France | 2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/25/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 146677 | &nbsp;&nbsp;&nbsp;&nbsp; 166734 |
| <sup>3,8</sup> | &nbsp;&nbsp;&nbsp;France | 0.000% | &nbsp;&nbsp;&nbsp;&nbsp; 11/25/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 231904 | &nbsp;&nbsp;&nbsp;&nbsp; 228861 |
| <sup>3,8</sup> | &nbsp;&nbsp;&nbsp;France | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/25/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 177411 | &nbsp;&nbsp;&nbsp;&nbsp; 188823 |
| <sup>3,8</sup> | &nbsp;&nbsp;&nbsp;France | 0.000% | &nbsp;&nbsp;&nbsp;&nbsp; 11/25/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 395253 | &nbsp;&nbsp;&nbsp;&nbsp; 376356 |
| <sup>3,8</sup> | &nbsp;&nbsp;&nbsp;France | 0.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/25/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 253573 | &nbsp;&nbsp;&nbsp;&nbsp; 236841 |
| <sup>3,8</sup> | &nbsp;&nbsp;&nbsp;France | 5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 10/25/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 140000 | &nbsp;&nbsp;&nbsp;&nbsp; 189764 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;France | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 11/25/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 126218 | &nbsp;&nbsp;&nbsp;&nbsp; 134850 |
| <sup>3,8</sup> | &nbsp;&nbsp;&nbsp;France | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/25/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 304000 | &nbsp;&nbsp;&nbsp;&nbsp; 346333 |
| <sup>3,8</sup> | &nbsp;&nbsp;&nbsp;France | 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 11/25/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 197865 | &nbsp;&nbsp;&nbsp;&nbsp; 232710 |
| <sup>3,8</sup> | &nbsp;&nbsp;&nbsp;France | 1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/25/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 236057 | &nbsp;&nbsp;&nbsp;&nbsp; 229704 |
| <sup>3,8</sup> | &nbsp;&nbsp;&nbsp;France | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 11/25/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 317245 | &nbsp;&nbsp;&nbsp;&nbsp; 356053 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;France | 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 4/25/35 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 36401 | &nbsp;&nbsp;&nbsp;&nbsp; 46879 |
| <sup>3,8</sup> | &nbsp;&nbsp;&nbsp;France | 3.200% | &nbsp;&nbsp;&nbsp;&nbsp; 5/25/35 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 55000 | &nbsp;&nbsp;&nbsp;&nbsp; 62450 |
| <sup>3,8</sup> | &nbsp;&nbsp;&nbsp;France | 1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/25/36 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 210705 | &nbsp;&nbsp;&nbsp;&nbsp; 194420 |
| <sup>3,8</sup> | &nbsp;&nbsp;&nbsp;France | 1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/25/38 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 530092 | &nbsp;&nbsp;&nbsp;&nbsp; 463470 |
| <sup>3,8</sup> | &nbsp;&nbsp;&nbsp;France | 1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 6/25/39 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 27541 | &nbsp;&nbsp;&nbsp;&nbsp; 25286 |
| <sup>3,9,10</sup> | &nbsp;&nbsp;&nbsp;France | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/25/40 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 98263 | &nbsp;&nbsp;&nbsp;&nbsp; 72072 |
| <sup>3,8</sup> | &nbsp;&nbsp;&nbsp;France | 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/25/41 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 85640 | &nbsp;&nbsp;&nbsp;&nbsp; 107963 |
| <sup>3,8</sup> | &nbsp;&nbsp;&nbsp;France | 3.600% | &nbsp;&nbsp;&nbsp;&nbsp; 5/25/42 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 143895 | &nbsp;&nbsp;&nbsp;&nbsp; 162297 |
| <sup>3,8</sup> | &nbsp;&nbsp;&nbsp;France | 2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/25/43 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 106559 | &nbsp;&nbsp;&nbsp;&nbsp; 102535 |
| <sup>3,8</sup> | &nbsp;&nbsp;&nbsp;France | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/25/44 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 134874 | &nbsp;&nbsp;&nbsp;&nbsp; 87314 |
| <sup>3,8</sup> | &nbsp;&nbsp;&nbsp;France | 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/25/45 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 98191 | &nbsp;&nbsp;&nbsp;&nbsp; 104569 |
| <sup>3,8</sup> | &nbsp;&nbsp;&nbsp;France | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/25/48 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 131410 | &nbsp;&nbsp;&nbsp;&nbsp; 109081 |
| <sup>3,8</sup> | &nbsp;&nbsp;&nbsp;France | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/25/49 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 154970 | &nbsp;&nbsp;&nbsp;&nbsp; 154585 |
| <sup>3,8</sup> | &nbsp;&nbsp;&nbsp;France | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/25/50 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 122558 | &nbsp;&nbsp;&nbsp;&nbsp; 87800 |
| <sup>3,8</sup> | &nbsp;&nbsp;&nbsp;France | 0.750% | &nbsp;&nbsp;&nbsp;&nbsp; 5/25/52 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 136375 | &nbsp;&nbsp;&nbsp;&nbsp; 75637 |
| <sup>3,8</sup> | &nbsp;&nbsp;&nbsp;France | 0.750% | &nbsp;&nbsp;&nbsp;&nbsp; 5/25/53 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 177960 | &nbsp;&nbsp;&nbsp;&nbsp; 96063 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;France | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/25/54 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 112695 | &nbsp;&nbsp;&nbsp;&nbsp; 108261 |
| <sup>3,8</sup> | &nbsp;&nbsp;&nbsp;France | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/25/55 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 78930 | &nbsp;&nbsp;&nbsp;&nbsp; 91126 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;France | 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/25/55 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 77272 | &nbsp;&nbsp;&nbsp;&nbsp; 77432 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;France | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/25/60 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 71827 | &nbsp;&nbsp;&nbsp;&nbsp; 82415 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;France | 1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 5/25/66 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 118468 | &nbsp;&nbsp;&nbsp;&nbsp; 76429 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;France | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/25/72 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 70287 | &nbsp;&nbsp;&nbsp;&nbsp; 24392 |
|  | &nbsp;&nbsp;&nbsp;Gestion Securite de Stocks Securite SA | 3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 6/29/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6700 | &nbsp;&nbsp;&nbsp;&nbsp; 7853 |
|  | &nbsp;&nbsp;&nbsp;Ile-de-France Mobilites | 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 10/4/39 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4900 | &nbsp;&nbsp;&nbsp;&nbsp; 5439 |
|  | &nbsp;&nbsp;&nbsp;Ile-de-France Mobilites | 0.950% | &nbsp;&nbsp;&nbsp;&nbsp; 5/28/41 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp; 75 |
|  | &nbsp;&nbsp;&nbsp;Ile-de-France Mobilites | 3.800% | &nbsp;&nbsp;&nbsp;&nbsp; 5/25/45 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 21400 | &nbsp;&nbsp;&nbsp;&nbsp; 24179 |
|  | &nbsp;&nbsp;&nbsp;Regie Autonome des Transports Parisiens EPIC | 0.875% | &nbsp;&nbsp;&nbsp;&nbsp; 5/25/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1500 | &nbsp;&nbsp;&nbsp;&nbsp; 1657 |
|  | &nbsp;&nbsp;&nbsp;Regie Autonome des Transports Parisiens EPIC | 1.875% | &nbsp;&nbsp;&nbsp;&nbsp; 5/25/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5400 | &nbsp;&nbsp;&nbsp;&nbsp; 5645 |
|  | &nbsp;&nbsp;&nbsp;Region of Ile de France | 0.625% | &nbsp;&nbsp;&nbsp;&nbsp; 4/23/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2500 | &nbsp;&nbsp;&nbsp;&nbsp; 2752 |
|  | &nbsp;&nbsp;&nbsp;Region of Ile de France | 0.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/20/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2500 | &nbsp;&nbsp;&nbsp;&nbsp; 2649 |
|  | &nbsp;&nbsp;&nbsp;Region of Ile de France | 0.100% | &nbsp;&nbsp;&nbsp;&nbsp; 7/2/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1200 | &nbsp;&nbsp;&nbsp;&nbsp; 1191 |
|  | &nbsp;&nbsp;&nbsp;Region of Ile de France | 2.900% | &nbsp;&nbsp;&nbsp;&nbsp; 4/30/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6000 | &nbsp;&nbsp;&nbsp;&nbsp; 6831 |
|  | &nbsp;&nbsp;&nbsp;Region of Ile de France | 1.375% | &nbsp;&nbsp;&nbsp;&nbsp; 6/20/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3000 | &nbsp;&nbsp;&nbsp;&nbsp; 2978 |
|  | &nbsp;&nbsp;&nbsp;Region of Ile de France | 3.650% | &nbsp;&nbsp;&nbsp;&nbsp; 5/25/35 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10200 | &nbsp;&nbsp;&nbsp;&nbsp; 11947 |
|  | &nbsp;&nbsp;&nbsp;SFIL SA | 0.050% | &nbsp;&nbsp;&nbsp;&nbsp; 6/4/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1700 | &nbsp;&nbsp;&nbsp;&nbsp; 1748 |
|  | &nbsp;&nbsp;&nbsp;SFIL SA | 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 11/25/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 20000 | &nbsp;&nbsp;&nbsp;&nbsp; 23268 |
|  | &nbsp;&nbsp;&nbsp;SFIL SA | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/5/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 14500 | &nbsp;&nbsp;&nbsp;&nbsp; 14954 |
|  | &nbsp;&nbsp;&nbsp;SNCF Reseau | 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 10/7/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 600 | &nbsp;&nbsp;&nbsp;&nbsp; 700 |
|  | &nbsp;&nbsp;&nbsp;SNCF Reseau | 3.125% | &nbsp;&nbsp;&nbsp;&nbsp; 10/25/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3600 | &nbsp;&nbsp;&nbsp;&nbsp; 4167 |
|  | &nbsp;&nbsp;&nbsp;SNCF Reseau | 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 12/7/28 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 8292 | &nbsp;&nbsp;&nbsp;&nbsp; 11429 |
|  | &nbsp;&nbsp;&nbsp;SNCF Reseau | 0.875% | &nbsp;&nbsp;&nbsp;&nbsp; 1/22/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3000 | &nbsp;&nbsp;&nbsp;&nbsp; 3207 |
|  | &nbsp;&nbsp;&nbsp;SNCF Reseau | 1.125% | &nbsp;&nbsp;&nbsp;&nbsp; 5/25/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 13800 | &nbsp;&nbsp;&nbsp;&nbsp; 14469 |
|  | &nbsp;&nbsp;&nbsp;SNCF Reseau | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 11/9/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7400 | &nbsp;&nbsp;&nbsp;&nbsp; 7429 |

---

------

Total International Bond II Index Fund

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;&nbsp;&nbsp;Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;SNCF Reseau | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/10/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7509 | &nbsp;&nbsp;&nbsp;&nbsp; 9620 |
|  | &nbsp;&nbsp;&nbsp;SNCF Reseau | 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 1/31/35 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 2684 | &nbsp;&nbsp;&nbsp;&nbsp; 3642 |
|  | &nbsp;&nbsp;&nbsp;SNCF Reseau | 0.750% | &nbsp;&nbsp;&nbsp;&nbsp; 5/25/36 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 18200 | &nbsp;&nbsp;&nbsp;&nbsp; 15474 |
|  | &nbsp;&nbsp;&nbsp;SNCF Reseau | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/29/37 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 8900 | &nbsp;&nbsp;&nbsp;&nbsp; 8014 |
|  | &nbsp;&nbsp;&nbsp;SNCF Reseau | 2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 12/20/47 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 8600 | &nbsp;&nbsp;&nbsp;&nbsp; 7129 |
|  | &nbsp;&nbsp;&nbsp;SNCF Reseau | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/5/48 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2500 | &nbsp;&nbsp;&nbsp;&nbsp; 1949 |
|  | &nbsp;&nbsp;&nbsp;SNCF Reseau | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/11/52 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 2451 | &nbsp;&nbsp;&nbsp;&nbsp; 2918 |
|  | &nbsp;&nbsp;&nbsp;SNCF Reseau | 4.830% | &nbsp;&nbsp;&nbsp;&nbsp; 3/25/60 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 4483 | &nbsp;&nbsp;&nbsp;&nbsp; 5042 |
|  | &nbsp;&nbsp;&nbsp;Societe Des Grands Projets EPIC | 3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 5/25/45 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5315 |
|  | &nbsp;&nbsp;&nbsp;Societe Des Grands Projets EPIC | 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/25/49 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5319 |
|  | &nbsp;&nbsp;&nbsp;Societe Du Grand Paris EPIC | 1.125% | &nbsp;&nbsp;&nbsp;&nbsp; 10/22/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5200 | &nbsp;&nbsp;&nbsp;&nbsp; 5656 |
|  | &nbsp;&nbsp;&nbsp;Societe Du Grand Paris EPIC | 0.000% | &nbsp;&nbsp;&nbsp;&nbsp; 11/25/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 47400 | &nbsp;&nbsp;&nbsp;&nbsp; 46409 |
|  | &nbsp;&nbsp;&nbsp;Societe Du Grand Paris EPIC | 1.125% | &nbsp;&nbsp;&nbsp;&nbsp; 5/25/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 23000 | &nbsp;&nbsp;&nbsp;&nbsp; 21876 |
|  | &nbsp;&nbsp;&nbsp;Societe Du Grand Paris EPIC | 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/25/43 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7000 | &nbsp;&nbsp;&nbsp;&nbsp; 7627 |
|  | &nbsp;&nbsp;&nbsp;Societe Du Grand Paris EPIC | 0.875% | &nbsp;&nbsp;&nbsp;&nbsp; 5/10/46 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10000 | &nbsp;&nbsp;&nbsp;&nbsp; 6606 |
|  | &nbsp;&nbsp;&nbsp;Societe Du Grand Paris EPIC | 1.700% | &nbsp;&nbsp;&nbsp;&nbsp; 5/25/50 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6500 | &nbsp;&nbsp;&nbsp;&nbsp; 4794 |
|  | &nbsp;&nbsp;&nbsp;Societe Du Grand Paris EPIC | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 11/26/51 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 22200 | &nbsp;&nbsp;&nbsp;&nbsp; 13126 |
|  | &nbsp;&nbsp;&nbsp;Societe Du Grand Paris EPIC | 3.700% | &nbsp;&nbsp;&nbsp;&nbsp; 5/25/53 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3300 | &nbsp;&nbsp;&nbsp;&nbsp; 3563 |
|  | &nbsp;&nbsp;&nbsp;Societe Du Grand Paris EPIC | 0.700% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/60 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5900 | &nbsp;&nbsp;&nbsp;&nbsp; 2522 |
|  | &nbsp;&nbsp;&nbsp;Societe Du Grand Paris EPIC | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/18/70 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 11000 | &nbsp;&nbsp;&nbsp;&nbsp; 4793 |
|  | &nbsp;&nbsp;&nbsp;Societe Nationale SNCF SACA | 5.375% | &nbsp;&nbsp;&nbsp;&nbsp; 3/18/27 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 3935 | &nbsp;&nbsp;&nbsp;&nbsp; 5329 |
|  | &nbsp;&nbsp;&nbsp;Societe Nationale SNCF SACA | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 2/2/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4600 | &nbsp;&nbsp;&nbsp;&nbsp; 5025 |
|  | &nbsp;&nbsp;&nbsp;Societe Nationale SNCF SACA | 0.625% | &nbsp;&nbsp;&nbsp;&nbsp; 4/17/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 12300 | &nbsp;&nbsp;&nbsp;&nbsp; 12660 |
|  | &nbsp;&nbsp;&nbsp;Societe Nationale SNCF SACA | 0.227% | &nbsp;&nbsp;&nbsp;&nbsp; 6/18/30 | &nbsp;&nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp; 4000 | &nbsp;&nbsp;&nbsp;&nbsp; 4722 |
|  | &nbsp;&nbsp;&nbsp;Societe Nationale SNCF SACA | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/25/40 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 17000 | &nbsp;&nbsp;&nbsp;&nbsp; 13167 |
|  | &nbsp;&nbsp;&nbsp;Societe Nationale SNCF SACA | 0.875% | &nbsp;&nbsp;&nbsp;&nbsp; 2/28/51 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10800 | &nbsp;&nbsp;&nbsp;&nbsp; 5799 |
|  | &nbsp;&nbsp;&nbsp;UNEDIC ASSEO | 0.100% | &nbsp;&nbsp;&nbsp;&nbsp; 11/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 41200 | &nbsp;&nbsp;&nbsp;&nbsp; 45369 |
|  | &nbsp;&nbsp;&nbsp;UNEDIC ASSEO | 1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 10/21/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10500 | &nbsp;&nbsp;&nbsp;&nbsp; 11667 |
|  | &nbsp;&nbsp;&nbsp;UNEDIC ASSEO | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/20/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 11800 | &nbsp;&nbsp;&nbsp;&nbsp; 12478 |
|  | &nbsp;&nbsp;&nbsp;UNEDIC ASSEO | 0.250% | &nbsp;&nbsp;&nbsp;&nbsp; 11/25/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 14700 | &nbsp;&nbsp;&nbsp;&nbsp; 15101 |
|  | &nbsp;&nbsp;&nbsp;UNEDIC ASSEO | 0.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/5/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10000 | &nbsp;&nbsp;&nbsp;&nbsp; 10073 |
|  | &nbsp;&nbsp;&nbsp;UNEDIC ASSEO | 0.000% | &nbsp;&nbsp;&nbsp;&nbsp; 11/19/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 34000 | &nbsp;&nbsp;&nbsp;&nbsp; 33394 |
|  | &nbsp;&nbsp;&nbsp;UNEDIC ASSEO | 0.010% | &nbsp;&nbsp;&nbsp;&nbsp; 5/25/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 15000 | &nbsp;&nbsp;&nbsp;&nbsp; 14493 |
|  | &nbsp;&nbsp;&nbsp;UNEDIC ASSEO | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/20/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 25500 | &nbsp;&nbsp;&nbsp;&nbsp; 26530 |
|  | &nbsp;&nbsp;&nbsp;UNEDIC ASSEO | 1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 11/25/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7000 | &nbsp;&nbsp;&nbsp;&nbsp; 7325 |
|  | &nbsp;&nbsp;&nbsp;UNEDIC ASSEO | 1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/25/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1000 | &nbsp;&nbsp;&nbsp;&nbsp; 997 |
|  | &nbsp;&nbsp;&nbsp;UNEDIC ASSEO | 0.100% | &nbsp;&nbsp;&nbsp;&nbsp; 5/25/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 34600 | &nbsp;&nbsp;&nbsp;&nbsp; 30064 |
|  | &nbsp;&nbsp;&nbsp;UNEDIC ASSEO | 0.250% | &nbsp;&nbsp;&nbsp;&nbsp; 7/16/35 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 14500 | &nbsp;&nbsp;&nbsp;&nbsp; 12295 |
|  | &nbsp;&nbsp;&nbsp;Ville de Paris | 1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 1/12/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 12800 | &nbsp;&nbsp;&nbsp;&nbsp; 12958 |
|  | &nbsp;&nbsp;&nbsp;Ville de Paris | 1.375% | &nbsp;&nbsp;&nbsp;&nbsp; 11/20/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 700 | &nbsp;&nbsp;&nbsp;&nbsp; 663 |
|  | &nbsp;&nbsp;&nbsp;Ville de Paris | 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 6/22/48 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5527 |
|  |  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **11014148** |
| **Germany (7.0%)** | **Germany (7.0%)** | **Germany (7.0%)** | **Germany (7.0%)** |  |  |  |
|  | &nbsp;&nbsp;&nbsp;Bundesobligation | 0.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/16/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 160109 | &nbsp;&nbsp;&nbsp;&nbsp; 175562 |
|  | &nbsp;&nbsp;&nbsp;Bundesobligation | 1.300% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 240000 | &nbsp;&nbsp;&nbsp;&nbsp; 269357 |
|  | &nbsp;&nbsp;&nbsp;Bundesobligation | 2.200% | &nbsp;&nbsp;&nbsp;&nbsp; 4/13/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 195000 | &nbsp;&nbsp;&nbsp;&nbsp; 223632 |
|  | &nbsp;&nbsp;&nbsp;Bundesobligation | 2.400% | &nbsp;&nbsp;&nbsp;&nbsp; 10/19/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 130000 | &nbsp;&nbsp;&nbsp;&nbsp; 150043 |
|  | &nbsp;&nbsp;&nbsp;Federal Republic of Germany | 0.250% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 87560 | &nbsp;&nbsp;&nbsp;&nbsp; 96745 |
|  | &nbsp;&nbsp;&nbsp;Federal Republic of Germany | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4587 | &nbsp;&nbsp;&nbsp;&nbsp; 5059 |
| <sup>8</sup> | &nbsp;&nbsp;&nbsp;Federal Republic of Germany | 0.000% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 45542 | &nbsp;&nbsp;&nbsp;&nbsp; 49426 |
| <sup>8</sup> | &nbsp;&nbsp;&nbsp;Federal Republic of Germany | 5.625% | &nbsp;&nbsp;&nbsp;&nbsp; 1/4/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 68082 | &nbsp;&nbsp;&nbsp;&nbsp; 84887 |
| <sup>8</sup> | &nbsp;&nbsp;&nbsp;Federal Republic of Germany | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 121655 | &nbsp;&nbsp;&nbsp;&nbsp; 133247 |
| <sup>8</sup> | &nbsp;&nbsp;&nbsp;Federal Republic of Germany | 0.250% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 125770 | &nbsp;&nbsp;&nbsp;&nbsp; 135612 |
| <sup>8</sup> | &nbsp;&nbsp;&nbsp;Federal Republic of Germany | 0.000% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 252639 | &nbsp;&nbsp;&nbsp;&nbsp; 268765 |
| <sup>8</sup> | &nbsp;&nbsp;&nbsp;Federal Republic of Germany | 0.000% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 70256 | &nbsp;&nbsp;&nbsp;&nbsp; 73467 |
| <sup>8</sup> | &nbsp;&nbsp;&nbsp;Federal Republic of Germany | 2.100% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 50000 | &nbsp;&nbsp;&nbsp;&nbsp; 57006 |
|  | &nbsp;&nbsp;&nbsp;Federal Republic of Germany | 0.000% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 11000 | &nbsp;&nbsp;&nbsp;&nbsp; 11239 |
| <sup>8</sup> | &nbsp;&nbsp;&nbsp;Federal Republic of Germany | 2.400% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 420000 | &nbsp;&nbsp;&nbsp;&nbsp; 484405 |
| <sup>8</sup> | &nbsp;&nbsp;&nbsp;Federal Republic of Germany | 0.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 104734 | &nbsp;&nbsp;&nbsp;&nbsp; 105625 |
| <sup>8</sup> | &nbsp;&nbsp;&nbsp;Federal Republic of Germany | 0.000% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 262516 | &nbsp;&nbsp;&nbsp;&nbsp; 261139 |
| <sup>8</sup> | &nbsp;&nbsp;&nbsp;Federal Republic of Germany | 0.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 72179 | &nbsp;&nbsp;&nbsp;&nbsp; 70723 |
| <sup>8</sup> | &nbsp;&nbsp;&nbsp;Federal Republic of Germany | 1.700% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 143670 | &nbsp;&nbsp;&nbsp;&nbsp; 157279 |
| <sup>8</sup> | &nbsp;&nbsp;&nbsp;Federal Republic of Germany | 2.300% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 66812 | &nbsp;&nbsp;&nbsp;&nbsp; 75833 |
| <sup>8</sup> | &nbsp;&nbsp;&nbsp;Federal Republic of Germany | 2.600% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 54065 | &nbsp;&nbsp;&nbsp;&nbsp; 62514 |
|  | &nbsp;&nbsp;&nbsp;Federal Republic of Germany | 2.200% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 46111 | &nbsp;&nbsp;&nbsp;&nbsp; 51548 |
| <sup>8</sup> | &nbsp;&nbsp;&nbsp;Federal Republic of Germany | 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 7/4/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 39075 | &nbsp;&nbsp;&nbsp;&nbsp; 52885 |
|  | &nbsp;&nbsp;&nbsp;Federal Republic of Germany | 2.600% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 324874 | &nbsp;&nbsp;&nbsp;&nbsp; 373804 |
| <sup>8</sup> | &nbsp;&nbsp;&nbsp;Federal Republic of Germany | 0.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 184194 | &nbsp;&nbsp;&nbsp;&nbsp; 163066 |
| <sup>8</sup> | &nbsp;&nbsp;&nbsp;Federal Republic of Germany | 0.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 202597 | &nbsp;&nbsp;&nbsp;&nbsp; 173566 |

---

------

Total International Bond II Index Fund

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;&nbsp;&nbsp;Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| <sup>8</sup> | &nbsp;&nbsp;&nbsp;Federal Republic of Germany | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/4/37 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 48904 | &nbsp;&nbsp;&nbsp;&nbsp; 63197 |
| <sup>8</sup> | &nbsp;&nbsp;&nbsp;Federal Republic of Germany | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 169993 | &nbsp;&nbsp;&nbsp;&nbsp; 157315 |
| <sup>8</sup> | &nbsp;&nbsp;&nbsp;Federal Republic of Germany | 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 7/4/39 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 50000 | &nbsp;&nbsp;&nbsp;&nbsp; 66828 |
| <sup>8</sup> | &nbsp;&nbsp;&nbsp;Federal Republic of Germany | 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 7/4/40 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 37079 | &nbsp;&nbsp;&nbsp;&nbsp; 52321 |
| <sup>8</sup> | &nbsp;&nbsp;&nbsp;Federal Republic of Germany | 2.600% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 137000 | &nbsp;&nbsp;&nbsp;&nbsp; 151450 |
| <sup>8</sup> | &nbsp;&nbsp;&nbsp;Federal Republic of Germany | 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 7/4/42 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 107790 | &nbsp;&nbsp;&nbsp;&nbsp; 129423 |
|  | &nbsp;&nbsp;&nbsp;Federal Republic of Germany | 2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 7/4/44 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 120032 | &nbsp;&nbsp;&nbsp;&nbsp; 129523 |
| <sup>8</sup> | &nbsp;&nbsp;&nbsp;Federal Republic of Germany | 2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 251077 | &nbsp;&nbsp;&nbsp;&nbsp; 268904 |
| <sup>8</sup> | &nbsp;&nbsp;&nbsp;Federal Republic of Germany | 1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 159688 | &nbsp;&nbsp;&nbsp;&nbsp; 132374 |
| <sup>8</sup> | &nbsp;&nbsp;&nbsp;Federal Republic of Germany | 0.000% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 234508 | &nbsp;&nbsp;&nbsp;&nbsp; 131107 |
|  | &nbsp;&nbsp;&nbsp;Federal Republic of Germany | 0.000% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 30000 | &nbsp;&nbsp;&nbsp;&nbsp; 16820 |
| <sup>8</sup> | &nbsp;&nbsp;&nbsp;Federal Republic of Germany | 0.000% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 144000 | &nbsp;&nbsp;&nbsp;&nbsp; 75919 |
| <sup>8</sup> | &nbsp;&nbsp;&nbsp;Federal Republic of Germany | 1.800% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 170951 | &nbsp;&nbsp;&nbsp;&nbsp; 153591 |
| <sup>8</sup> | &nbsp;&nbsp;&nbsp;Federal Republic of Germany | 2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 103000 | &nbsp;&nbsp;&nbsp;&nbsp; 107763 |
|  | &nbsp;&nbsp;&nbsp;FMS Wertmanagement | 0.375% | &nbsp;&nbsp;&nbsp;&nbsp; 4/29/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5400 | &nbsp;&nbsp;&nbsp;&nbsp; 5553 |
|  | &nbsp;&nbsp;&nbsp;Free & Hanseatic City of Hamburg | 0.010% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7500 | &nbsp;&nbsp;&nbsp;&nbsp; 7945 |
|  | &nbsp;&nbsp;&nbsp;Free & Hanseatic City of Hamburg | 0.010% | &nbsp;&nbsp;&nbsp;&nbsp; 6/30/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 20000 | &nbsp;&nbsp;&nbsp;&nbsp; 21163 |
|  | &nbsp;&nbsp;&nbsp;Free & Hanseatic City of Hamburg | 0.800% | &nbsp;&nbsp;&nbsp;&nbsp; 4/11/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 977 | &nbsp;&nbsp;&nbsp;&nbsp; 937 |
|  | &nbsp;&nbsp;&nbsp;Free & Hanseatic City of Hamburg | 1.450% | &nbsp;&nbsp;&nbsp;&nbsp; 11/5/38 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7314 | &nbsp;&nbsp;&nbsp;&nbsp; 6780 |
|  | &nbsp;&nbsp;&nbsp;Free & Hanseatic City of Hamburg | 0.250% | &nbsp;&nbsp;&nbsp;&nbsp; 2/18/41 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4750 | &nbsp;&nbsp;&nbsp;&nbsp; 3395 |
|  | &nbsp;&nbsp;&nbsp;Free & Hanseatic City of Hamburg | 0.400% | &nbsp;&nbsp;&nbsp;&nbsp; 11/23/51 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 8000 | &nbsp;&nbsp;&nbsp;&nbsp; 4304 |
|  | &nbsp;&nbsp;&nbsp;Free State of Bavaria | 0.030% | &nbsp;&nbsp;&nbsp;&nbsp; 4/3/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 28454 | &nbsp;&nbsp;&nbsp;&nbsp; 30337 |
|  | &nbsp;&nbsp;&nbsp;Free State of Bavaria | 0.150% | &nbsp;&nbsp;&nbsp;&nbsp; 4/3/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4794 | &nbsp;&nbsp;&nbsp;&nbsp; 4868 |
|  | &nbsp;&nbsp;&nbsp;Free State of Bavaria | 0.010% | &nbsp;&nbsp;&nbsp;&nbsp; 1/18/35 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 19182 | &nbsp;&nbsp;&nbsp;&nbsp; 16696 |
|  | &nbsp;&nbsp;&nbsp;Free State of Saxony | 0.010% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2500 | &nbsp;&nbsp;&nbsp;&nbsp; 2693 |
|  | &nbsp;&nbsp;&nbsp;Free State of Saxony | 0.010% | &nbsp;&nbsp;&nbsp;&nbsp; 11/5/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 20541 | &nbsp;&nbsp;&nbsp;&nbsp; 20991 |
|  | &nbsp;&nbsp;&nbsp;Free State of Saxony | 0.010% | &nbsp;&nbsp;&nbsp;&nbsp; 12/17/35 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 17349 | &nbsp;&nbsp;&nbsp;&nbsp; 14585 |
|  | &nbsp;&nbsp;&nbsp;Gemeinsame Deutsche Bundeslaender HB HH MV RP SL SH | 1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/4/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 15000 | &nbsp;&nbsp;&nbsp;&nbsp; 16309 |
|  | &nbsp;&nbsp;&nbsp;Gemeinsame Deutsche Bundeslaender HB HH MV RP SL SH | 0.010% | &nbsp;&nbsp;&nbsp;&nbsp; 8/26/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 17551 | &nbsp;&nbsp;&nbsp;&nbsp; 17491 |
|  | &nbsp;&nbsp;&nbsp;Gemeinsame Deutsche Bundeslaender HB HH RP SL SH | 0.625% | &nbsp;&nbsp;&nbsp;&nbsp; 2/13/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1951 | &nbsp;&nbsp;&nbsp;&nbsp; 2079 |
|  | &nbsp;&nbsp;&nbsp;Investitionsbank Berlin | 0.250% | &nbsp;&nbsp;&nbsp;&nbsp; 2/3/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5500 | &nbsp;&nbsp;&nbsp;&nbsp; 5334 |
|  | &nbsp;&nbsp;&nbsp;Investitionsbank Berlin | 3.125% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 15000 | &nbsp;&nbsp;&nbsp;&nbsp; 17470 |
| <sup>11</sup> | &nbsp;&nbsp;&nbsp;KFW | 0.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 29860 | &nbsp;&nbsp;&nbsp;&nbsp; 33133 |
| <sup>11</sup> | &nbsp;&nbsp;&nbsp;KFW | 1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 7/31/26 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 51821 | &nbsp;&nbsp;&nbsp;&nbsp; 66834 |
| <sup>11</sup> | &nbsp;&nbsp;&nbsp;KFW | 3.200% | &nbsp;&nbsp;&nbsp;&nbsp; 9/11/26 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 9143 | &nbsp;&nbsp;&nbsp;&nbsp; 5830 |
| <sup>11</sup> | &nbsp;&nbsp;&nbsp;KFW | 0.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/30/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 97483 | &nbsp;&nbsp;&nbsp;&nbsp; 107571 |
| <sup>11</sup> | &nbsp;&nbsp;&nbsp;KFW | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 700 | &nbsp;&nbsp;&nbsp;&nbsp; 437 |
| <sup>11</sup> | &nbsp;&nbsp;&nbsp;KFW | 0.625% | &nbsp;&nbsp;&nbsp;&nbsp; 2/22/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 18529 | &nbsp;&nbsp;&nbsp;&nbsp; 20533 |
| <sup>11</sup> | &nbsp;&nbsp;&nbsp;KFW | 0.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/31/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 26737 | &nbsp;&nbsp;&nbsp;&nbsp; 29236 |
| <sup>11</sup> | &nbsp;&nbsp;&nbsp;KFW | 0.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/30/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 82443 | &nbsp;&nbsp;&nbsp;&nbsp; 90029 |
| <sup>11</sup> | &nbsp;&nbsp;&nbsp;KFW | 1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/30/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 33802 | &nbsp;&nbsp;&nbsp;&nbsp; 37764 |
| <sup>11</sup> | &nbsp;&nbsp;&nbsp;KFW | 4.300% | &nbsp;&nbsp;&nbsp;&nbsp; 7/13/27 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 10000 | &nbsp;&nbsp;&nbsp;&nbsp; 6511 |
| <sup>11</sup> | &nbsp;&nbsp;&nbsp;KFW | 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 7/30/27 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 6000 | &nbsp;&nbsp;&nbsp;&nbsp; 7968 |
| <sup>11</sup> | &nbsp;&nbsp;&nbsp;KFW | 2.375% | &nbsp;&nbsp;&nbsp;&nbsp; 8/5/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 20546 | &nbsp;&nbsp;&nbsp;&nbsp; 23513 |
| <sup>11</sup> | &nbsp;&nbsp;&nbsp;KFW | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 19908 | &nbsp;&nbsp;&nbsp;&nbsp; 21815 |
| <sup>11</sup> | &nbsp;&nbsp;&nbsp;KFW | 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 70000 | &nbsp;&nbsp;&nbsp;&nbsp; 80816 |
| <sup>11</sup> | &nbsp;&nbsp;&nbsp;KFW | 0.750% | &nbsp;&nbsp;&nbsp;&nbsp; 12/7/27 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 20000 | &nbsp;&nbsp;&nbsp;&nbsp; 24623 |
| <sup>11</sup> | &nbsp;&nbsp;&nbsp;KFW | 0.000% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 15905 | &nbsp;&nbsp;&nbsp;&nbsp; 17128 |
| <sup>11</sup> | &nbsp;&nbsp;&nbsp;KFW | 0.625% | &nbsp;&nbsp;&nbsp;&nbsp; 1/7/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 19503 | &nbsp;&nbsp;&nbsp;&nbsp; 21318 |
| <sup>11</sup> | &nbsp;&nbsp;&nbsp;KFW | 1.375% | &nbsp;&nbsp;&nbsp;&nbsp; 2/2/28 | &nbsp;&nbsp;&nbsp;&nbsp;SEK | &nbsp;&nbsp; 65270 | &nbsp;&nbsp;&nbsp;&nbsp; 6593 |
| <sup>11</sup> | &nbsp;&nbsp;&nbsp;KFW | 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 21862 | &nbsp;&nbsp;&nbsp;&nbsp; 25289 |
| <sup>11</sup> | &nbsp;&nbsp;&nbsp;KFW | 3.200% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 17647 | &nbsp;&nbsp;&nbsp;&nbsp; 11193 |
| <sup>11</sup> | &nbsp;&nbsp;&nbsp;KFW | 0.750% | &nbsp;&nbsp;&nbsp;&nbsp; 6/28/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 36890 | &nbsp;&nbsp;&nbsp;&nbsp; 40156 |
| <sup>11</sup> | &nbsp;&nbsp;&nbsp;KFW | 0.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 78 | &nbsp;&nbsp;&nbsp;&nbsp; 82 |
| <sup>11</sup> | &nbsp;&nbsp;&nbsp;KFW | 3.125% | &nbsp;&nbsp;&nbsp;&nbsp; 10/10/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 138944 | &nbsp;&nbsp;&nbsp;&nbsp; 162717 |
| <sup>11</sup> | &nbsp;&nbsp;&nbsp;KFW | 4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 10/10/28 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 6865 |
| <sup>11</sup> | &nbsp;&nbsp;&nbsp;KFW | 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/9/29 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 32091 | &nbsp;&nbsp;&nbsp;&nbsp; 42495 |
| <sup>11</sup> | &nbsp;&nbsp;&nbsp;KFW | 0.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 40577 | &nbsp;&nbsp;&nbsp;&nbsp; 43767 |
| <sup>11</sup> | &nbsp;&nbsp;&nbsp;KFW | 4.200% | &nbsp;&nbsp;&nbsp;&nbsp; 2/8/29 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 3264 |
| <sup>11</sup> | &nbsp;&nbsp;&nbsp;KFW | 2.625% | &nbsp;&nbsp;&nbsp;&nbsp; 4/26/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 30000 | &nbsp;&nbsp;&nbsp;&nbsp; 34550 |
| <sup>11</sup> | &nbsp;&nbsp;&nbsp;KFW | 0.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 20000 | &nbsp;&nbsp;&nbsp;&nbsp; 20733 |
| <sup>11</sup> | &nbsp;&nbsp;&nbsp;KFW | 4.400% | &nbsp;&nbsp;&nbsp;&nbsp; 7/12/29 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 25000 | &nbsp;&nbsp;&nbsp;&nbsp; 16408 |
| <sup>11</sup> | &nbsp;&nbsp;&nbsp;KFW | 0.375% | &nbsp;&nbsp;&nbsp;&nbsp; 4/23/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10000 | &nbsp;&nbsp;&nbsp;&nbsp; 10310 |
| <sup>11</sup> | &nbsp;&nbsp;&nbsp;KFW | 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 44173 | &nbsp;&nbsp;&nbsp;&nbsp; 51036 |
| <sup>11</sup> | &nbsp;&nbsp;&nbsp;KFW | 3.125% | &nbsp;&nbsp;&nbsp;&nbsp; 6/7/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 22307 | &nbsp;&nbsp;&nbsp;&nbsp; 26285 |
| <sup>11</sup> | &nbsp;&nbsp;&nbsp;KFW | 0.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/17/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 44113 | &nbsp;&nbsp;&nbsp;&nbsp; 44094 |
| <sup>11</sup> | &nbsp;&nbsp;&nbsp;KFW | 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 10000 | &nbsp;&nbsp;&nbsp;&nbsp; 13449 |
| <sup>11</sup> | &nbsp;&nbsp;&nbsp;KFW | 0.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/10/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 37454 | &nbsp;&nbsp;&nbsp;&nbsp; 37078 |
| <sup>11</sup> | &nbsp;&nbsp;&nbsp;KFW | 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 2/20/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 55059 | &nbsp;&nbsp;&nbsp;&nbsp; 63552 |
| <sup>11</sup> | &nbsp;&nbsp;&nbsp;KFW | 0.125% | &nbsp;&nbsp;&nbsp;&nbsp; 1/9/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 31986 | &nbsp;&nbsp;&nbsp;&nbsp; 31023 |

---

------

Total International Bond II Index Fund

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;&nbsp;&nbsp;Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| <sup>11</sup> | &nbsp;&nbsp;&nbsp;KFW | 2.875% | &nbsp;&nbsp;&nbsp;&nbsp; 3/31/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 70400 | &nbsp;&nbsp;&nbsp;&nbsp; 81557 |
| <sup>11</sup> | &nbsp;&nbsp;&nbsp;KFW | 5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 6/7/32 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 5120 | &nbsp;&nbsp;&nbsp;&nbsp; 7438 |
| <sup>11</sup> | &nbsp;&nbsp;&nbsp;KFW | 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 2/14/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 15000 | &nbsp;&nbsp;&nbsp;&nbsp; 17185 |
| <sup>11</sup> | &nbsp;&nbsp;&nbsp;KFW | 1.125% | &nbsp;&nbsp;&nbsp;&nbsp; 5/9/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3948 | &nbsp;&nbsp;&nbsp;&nbsp; 3967 |
| <sup>11</sup> | &nbsp;&nbsp;&nbsp;KFW | 2.875% | &nbsp;&nbsp;&nbsp;&nbsp; 6/7/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 13337 | &nbsp;&nbsp;&nbsp;&nbsp; 15363 |
| <sup>11</sup> | &nbsp;&nbsp;&nbsp;KFW | 0.050% | &nbsp;&nbsp;&nbsp;&nbsp; 9/29/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 12373 | &nbsp;&nbsp;&nbsp;&nbsp; 10922 |
| <sup>11</sup> | &nbsp;&nbsp;&nbsp;KFW | 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/17/35 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 19254 | &nbsp;&nbsp;&nbsp;&nbsp; 21814 |
| <sup>11</sup> | &nbsp;&nbsp;&nbsp;KFW | 1.375% | &nbsp;&nbsp;&nbsp;&nbsp; 7/31/35 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6827 | &nbsp;&nbsp;&nbsp;&nbsp; 6756 |
| <sup>11</sup> | &nbsp;&nbsp;&nbsp;KFW | 0.375% | &nbsp;&nbsp;&nbsp;&nbsp; 5/20/36 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1670 | &nbsp;&nbsp;&nbsp;&nbsp; 1454 |
| <sup>11</sup> | &nbsp;&nbsp;&nbsp;KFW | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/9/36 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 4265 | &nbsp;&nbsp;&nbsp;&nbsp; 5841 |
| <sup>11</sup> | &nbsp;&nbsp;&nbsp;KFW | 1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 7/4/36 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 11216 | &nbsp;&nbsp;&nbsp;&nbsp; 10767 |
| <sup>11</sup> | &nbsp;&nbsp;&nbsp;KFW | 4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 969 | &nbsp;&nbsp;&nbsp;&nbsp; 1303 |
| <sup>11</sup> | &nbsp;&nbsp;&nbsp;KFW | 1.125% | &nbsp;&nbsp;&nbsp;&nbsp; 3/31/37 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 22993 | &nbsp;&nbsp;&nbsp;&nbsp; 21363 |
| <sup>11</sup> | &nbsp;&nbsp;&nbsp;KFW | 4.700% | &nbsp;&nbsp;&nbsp;&nbsp; 6/2/37 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1152 | &nbsp;&nbsp;&nbsp;&nbsp; 885 |
| <sup>11</sup> | &nbsp;&nbsp;&nbsp;KFW | 1.125% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4876 | &nbsp;&nbsp;&nbsp;&nbsp; 4513 |
| <sup>11</sup> | &nbsp;&nbsp;&nbsp;KFW | 2.600% | &nbsp;&nbsp;&nbsp;&nbsp; 6/20/37 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 812000 | &nbsp;&nbsp;&nbsp;&nbsp; 6455 |
| <sup>11</sup> | &nbsp;&nbsp;&nbsp;KFW | 0.875% | &nbsp;&nbsp;&nbsp;&nbsp; 7/4/39 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 39958 | &nbsp;&nbsp;&nbsp;&nbsp; 34351 |
|  | &nbsp;&nbsp;&nbsp;Land Baden-Wuerttemberg | 0.625% | &nbsp;&nbsp;&nbsp;&nbsp; 2/9/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4876 | &nbsp;&nbsp;&nbsp;&nbsp; 5386 |
|  | &nbsp;&nbsp;&nbsp;Land Baden-Wuerttemberg | 0.800% | &nbsp;&nbsp;&nbsp;&nbsp; 4/5/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4876 | &nbsp;&nbsp;&nbsp;&nbsp; 5313 |
|  | &nbsp;&nbsp;&nbsp;Land Baden-Wuerttemberg | 2.875% | &nbsp;&nbsp;&nbsp;&nbsp; 6/26/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7400 | &nbsp;&nbsp;&nbsp;&nbsp; 8552 |
|  | &nbsp;&nbsp;&nbsp;Land Baden-Wuerttemberg | 0.010% | &nbsp;&nbsp;&nbsp;&nbsp; 7/9/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 15604 | &nbsp;&nbsp;&nbsp;&nbsp; 14719 |
|  | &nbsp;&nbsp;&nbsp;Land Baden-Wuerttemberg | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/27/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 20000 | &nbsp;&nbsp;&nbsp;&nbsp; 23193 |
|  | &nbsp;&nbsp;&nbsp;Land Berlin | 0.625% | &nbsp;&nbsp;&nbsp;&nbsp; 2/8/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2731 | &nbsp;&nbsp;&nbsp;&nbsp; 3020 |
|  | &nbsp;&nbsp;&nbsp;Land Berlin | 0.010% | &nbsp;&nbsp;&nbsp;&nbsp; 5/18/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 43860 | &nbsp;&nbsp;&nbsp;&nbsp; 47708 |
|  | &nbsp;&nbsp;&nbsp;Land Berlin | 1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 29000 | &nbsp;&nbsp;&nbsp;&nbsp; 31962 |
|  | &nbsp;&nbsp;&nbsp;Land Berlin | 0.010% | &nbsp;&nbsp;&nbsp;&nbsp; 10/26/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 13165 | &nbsp;&nbsp;&nbsp;&nbsp; 13816 |
|  | &nbsp;&nbsp;&nbsp;Land Berlin | 0.010% | &nbsp;&nbsp;&nbsp;&nbsp; 7/2/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 32115 | &nbsp;&nbsp;&nbsp;&nbsp; 32115 |
|  | &nbsp;&nbsp;&nbsp;Land Berlin | 2.625% | &nbsp;&nbsp;&nbsp;&nbsp; 1/24/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 18000 | &nbsp;&nbsp;&nbsp;&nbsp; 20569 |
|  | &nbsp;&nbsp;&nbsp;Land Berlin | 1.300% | &nbsp;&nbsp;&nbsp;&nbsp; 6/13/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 977 | &nbsp;&nbsp;&nbsp;&nbsp; 995 |
|  | &nbsp;&nbsp;&nbsp;Land Berlin | 0.750% | &nbsp;&nbsp;&nbsp;&nbsp; 4/3/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 21835 | &nbsp;&nbsp;&nbsp;&nbsp; 20812 |
|  | &nbsp;&nbsp;&nbsp;Land Berlin | 0.125% | &nbsp;&nbsp;&nbsp;&nbsp; 6/4/35 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4876 | &nbsp;&nbsp;&nbsp;&nbsp; 4198 |
|  | &nbsp;&nbsp;&nbsp;Land Berlin | 0.625% | &nbsp;&nbsp;&nbsp;&nbsp; 8/25/36 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1219 | &nbsp;&nbsp;&nbsp;&nbsp; 1069 |
|  | &nbsp;&nbsp;&nbsp;Land Berlin | 1.375% | &nbsp;&nbsp;&nbsp;&nbsp; 6/5/37 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2439 | &nbsp;&nbsp;&nbsp;&nbsp; 2299 |
|  | &nbsp;&nbsp;&nbsp;Land Berlin | 1.375% | &nbsp;&nbsp;&nbsp;&nbsp; 8/27/38 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2439 | &nbsp;&nbsp;&nbsp;&nbsp; 2245 |
|  | &nbsp;&nbsp;&nbsp;Land Berlin | 0.050% | &nbsp;&nbsp;&nbsp;&nbsp; 8/6/40 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 14314 | &nbsp;&nbsp;&nbsp;&nbsp; 10125 |
|  | &nbsp;&nbsp;&nbsp;Land Berlin | 0.100% | &nbsp;&nbsp;&nbsp;&nbsp; 1/18/41 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 24939 | &nbsp;&nbsp;&nbsp;&nbsp; 17432 |
|  | &nbsp;&nbsp;&nbsp;Land Berlin | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/13/54 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10000 | &nbsp;&nbsp;&nbsp;&nbsp; 10504 |
|  | &nbsp;&nbsp;&nbsp;Land Schleswig-Holstein Germany | 0.010% | &nbsp;&nbsp;&nbsp;&nbsp; 10/22/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 12300 | &nbsp;&nbsp;&nbsp;&nbsp; 13538 |
|  | &nbsp;&nbsp;&nbsp;Land Thueringen | 0.200% | &nbsp;&nbsp;&nbsp;&nbsp; 10/26/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7314 | &nbsp;&nbsp;&nbsp;&nbsp; 8069 |
|  | &nbsp;&nbsp;&nbsp;Land Thueringen | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/2/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 15000 | &nbsp;&nbsp;&nbsp;&nbsp; 15914 |
|  | &nbsp;&nbsp;&nbsp;Land Thueringen | 0.010% | &nbsp;&nbsp;&nbsp;&nbsp; 3/24/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 4905 |
|  | &nbsp;&nbsp;&nbsp;Land Thueringen | 0.250% | &nbsp;&nbsp;&nbsp;&nbsp; 3/5/40 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3999 | &nbsp;&nbsp;&nbsp;&nbsp; 2959 |
|  | &nbsp;&nbsp;&nbsp;Landeskreditbank Baden-Wuerttemberg Foerderbank | 0.375% | &nbsp;&nbsp;&nbsp;&nbsp; 2/25/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7500 | &nbsp;&nbsp;&nbsp;&nbsp; 8244 |
|  | &nbsp;&nbsp;&nbsp;Landeskreditbank Baden-Wuerttemberg Foerderbank | 0.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/16/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 12000 | &nbsp;&nbsp;&nbsp;&nbsp; 12069 |
| <sup>11</sup> | &nbsp;&nbsp;&nbsp;Landwirtschaftliche Rentenbank | 0.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/28/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 20000 | &nbsp;&nbsp;&nbsp;&nbsp; 22039 |
| <sup>11</sup> | &nbsp;&nbsp;&nbsp;Landwirtschaftliche Rentenbank | 0.875% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 10000 | &nbsp;&nbsp;&nbsp;&nbsp; 12699 |
| <sup>11</sup> | &nbsp;&nbsp;&nbsp;Landwirtschaftliche Rentenbank | 0.100% | &nbsp;&nbsp;&nbsp;&nbsp; 3/8/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5500 | &nbsp;&nbsp;&nbsp;&nbsp; 6020 |
| <sup>11</sup> | &nbsp;&nbsp;&nbsp;Landwirtschaftliche Rentenbank | 2.600% | &nbsp;&nbsp;&nbsp;&nbsp; 3/23/27 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 2310 | &nbsp;&nbsp;&nbsp;&nbsp; 1455 |
| <sup>11</sup> | &nbsp;&nbsp;&nbsp;Landwirtschaftliche Rentenbank | 0.625% | &nbsp;&nbsp;&nbsp;&nbsp; 5/18/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 15749 | &nbsp;&nbsp;&nbsp;&nbsp; 17347 |
| <sup>11</sup> | &nbsp;&nbsp;&nbsp;Landwirtschaftliche Rentenbank | 0.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/22/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5600 | &nbsp;&nbsp;&nbsp;&nbsp; 6047 |
| <sup>11</sup> | &nbsp;&nbsp;&nbsp;Landwirtschaftliche Rentenbank | 0.375% | &nbsp;&nbsp;&nbsp;&nbsp; 2/14/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4876 | &nbsp;&nbsp;&nbsp;&nbsp; 5270 |
| <sup>11</sup> | &nbsp;&nbsp;&nbsp;Landwirtschaftliche Rentenbank | 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 4/12/28 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 2140 | &nbsp;&nbsp;&nbsp;&nbsp; 1358 |
| <sup>11</sup> | &nbsp;&nbsp;&nbsp;Landwirtschaftliche Rentenbank | 0.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/19/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5690 | &nbsp;&nbsp;&nbsp;&nbsp; 6020 |
| <sup>11</sup> | &nbsp;&nbsp;&nbsp;Landwirtschaftliche Rentenbank | 0.000% | &nbsp;&nbsp;&nbsp;&nbsp; 12/13/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10000 | &nbsp;&nbsp;&nbsp;&nbsp; 10472 |
| <sup>11</sup> | &nbsp;&nbsp;&nbsp;Landwirtschaftliche Rentenbank | 3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 2/9/29 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 10000 | &nbsp;&nbsp;&nbsp;&nbsp; 13291 |
| <sup>11</sup> | &nbsp;&nbsp;&nbsp;Landwirtschaftliche Rentenbank | 4.300% | &nbsp;&nbsp;&nbsp;&nbsp; 2/14/29 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 20000 | &nbsp;&nbsp;&nbsp;&nbsp; 13072 |
| <sup>11</sup> | &nbsp;&nbsp;&nbsp;Landwirtschaftliche Rentenbank | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 2/28/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 30084 | &nbsp;&nbsp;&nbsp;&nbsp; 31931 |
| <sup>11</sup> | &nbsp;&nbsp;&nbsp;Landwirtschaftliche Rentenbank | 3.200% | &nbsp;&nbsp;&nbsp;&nbsp; 5/25/29 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 10790 | &nbsp;&nbsp;&nbsp;&nbsp; 6769 |
| <sup>11</sup> | &nbsp;&nbsp;&nbsp;Landwirtschaftliche Rentenbank | 0.000% | &nbsp;&nbsp;&nbsp;&nbsp; 11/27/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 18155 | &nbsp;&nbsp;&nbsp;&nbsp; 18524 |
| <sup>11</sup> | &nbsp;&nbsp;&nbsp;Landwirtschaftliche Rentenbank | 0.050% | &nbsp;&nbsp;&nbsp;&nbsp; 12/18/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6000 | &nbsp;&nbsp;&nbsp;&nbsp; 6130 |
| <sup>11</sup> | &nbsp;&nbsp;&nbsp;Landwirtschaftliche Rentenbank | 0.625% | &nbsp;&nbsp;&nbsp;&nbsp; 2/20/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1850 | &nbsp;&nbsp;&nbsp;&nbsp; 1934 |
| <sup>11</sup> | &nbsp;&nbsp;&nbsp;Landwirtschaftliche Rentenbank | 0.050% | &nbsp;&nbsp;&nbsp;&nbsp; 1/31/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 25059 | &nbsp;&nbsp;&nbsp;&nbsp; 24757 |
| <sup>11</sup> | &nbsp;&nbsp;&nbsp;Landwirtschaftliche Rentenbank | 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 2/16/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 21500 | &nbsp;&nbsp;&nbsp;&nbsp; 24675 |
|  | &nbsp;&nbsp;&nbsp;Niedersachsen Invest GmbH | 0.250% | &nbsp;&nbsp;&nbsp;&nbsp; 7/16/35 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10000 | &nbsp;&nbsp;&nbsp;&nbsp; 8876 |
|  | &nbsp;&nbsp;&nbsp;NRW Bank | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/11/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5855 | &nbsp;&nbsp;&nbsp;&nbsp; 6529 |
|  | &nbsp;&nbsp;&nbsp;NRW Bank | 0.250% | &nbsp;&nbsp;&nbsp;&nbsp; 9/28/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2901 | &nbsp;&nbsp;&nbsp;&nbsp; 3209 |
|  | &nbsp;&nbsp;&nbsp;NRW Bank | 0.625% | &nbsp;&nbsp;&nbsp;&nbsp; 2/23/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7314 | &nbsp;&nbsp;&nbsp;&nbsp; 8085 |
|  | &nbsp;&nbsp;&nbsp;NRW Bank | 0.250% | &nbsp;&nbsp;&nbsp;&nbsp; 3/16/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 205 | &nbsp;&nbsp;&nbsp;&nbsp; 225 |
|  | &nbsp;&nbsp;&nbsp;NRW Bank | 0.125% | &nbsp;&nbsp;&nbsp;&nbsp; 4/12/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7948 | &nbsp;&nbsp;&nbsp;&nbsp; 8675 |
|  | &nbsp;&nbsp;&nbsp;NRW Bank | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 9/13/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7314 | &nbsp;&nbsp;&nbsp;&nbsp; 7984 |

---

------

Total International Bond II Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;&nbsp;&nbsp;Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| &nbsp;&nbsp;&nbsp;NRW Bank | 0.625% | &nbsp;&nbsp;&nbsp;&nbsp; 1/4/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3413 | &nbsp;&nbsp;&nbsp;&nbsp; 3718 |
| &nbsp;&nbsp;&nbsp;NRW Bank | 0.375% | &nbsp;&nbsp;&nbsp;&nbsp; 5/16/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3535 | &nbsp;&nbsp;&nbsp;&nbsp; 3702 |
| &nbsp;&nbsp;&nbsp;NRW Bank | 0.125% | &nbsp;&nbsp;&nbsp;&nbsp; 2/4/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 25000 | &nbsp;&nbsp;&nbsp;&nbsp; 25457 |
| &nbsp;&nbsp;&nbsp;NRW Bank | 0.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/23/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3500 | &nbsp;&nbsp;&nbsp;&nbsp; 3469 |
| &nbsp;&nbsp;&nbsp;NRW Bank | 0.875% | &nbsp;&nbsp;&nbsp;&nbsp; 4/12/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 331 | &nbsp;&nbsp;&nbsp;&nbsp; 318 |
| &nbsp;&nbsp;&nbsp;NRW Bank | 2.875% | &nbsp;&nbsp;&nbsp;&nbsp; 7/25/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 20000 | &nbsp;&nbsp;&nbsp;&nbsp; 22723 |
| &nbsp;&nbsp;&nbsp;NRW Bank | 0.100% | &nbsp;&nbsp;&nbsp;&nbsp; 7/9/35 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 13519 | &nbsp;&nbsp;&nbsp;&nbsp; 11545 |
| &nbsp;&nbsp;&nbsp;NRW Bank | 1.200% | &nbsp;&nbsp;&nbsp;&nbsp; 3/28/39 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 4395 |
| &nbsp;&nbsp;&nbsp;NRW Bank | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/17/41 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 8900 | &nbsp;&nbsp;&nbsp;&nbsp; 6572 |
| &nbsp;&nbsp;&nbsp;NRW Bank | 1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/13/49 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4876 | &nbsp;&nbsp;&nbsp;&nbsp; 3509 |
| &nbsp;&nbsp;&nbsp;State of Brandenburg | 0.010% | &nbsp;&nbsp;&nbsp;&nbsp; 6/26/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 15696 | &nbsp;&nbsp;&nbsp;&nbsp; 16621 |
| &nbsp;&nbsp;&nbsp;State of Brandenburg | 0.125% | &nbsp;&nbsp;&nbsp;&nbsp; 2/4/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3275 | &nbsp;&nbsp;&nbsp;&nbsp; 3337 |
| &nbsp;&nbsp;&nbsp;State of Brandenburg | 0.050% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 14013 | &nbsp;&nbsp;&nbsp;&nbsp; 13683 |
| &nbsp;&nbsp;&nbsp;State of Brandenburg | 1.125% | &nbsp;&nbsp;&nbsp;&nbsp; 7/4/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5025 |
| &nbsp;&nbsp;&nbsp;State of Brandenburg | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/20/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 8000 | &nbsp;&nbsp;&nbsp;&nbsp; 9233 |
| &nbsp;&nbsp;&nbsp;State of Brandenburg | 0.750% | &nbsp;&nbsp;&nbsp;&nbsp; 8/8/36 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4876 | &nbsp;&nbsp;&nbsp;&nbsp; 4330 |
| &nbsp;&nbsp;&nbsp;State of Brandenburg | 1.450% | &nbsp;&nbsp;&nbsp;&nbsp; 11/26/38 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6875 | &nbsp;&nbsp;&nbsp;&nbsp; 6320 |
| &nbsp;&nbsp;&nbsp;State of Brandenburg | 0.300% | &nbsp;&nbsp;&nbsp;&nbsp; 10/4/49 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 488 | &nbsp;&nbsp;&nbsp;&nbsp; 270 |
| &nbsp;&nbsp;&nbsp;State of Bremen | 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/30/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 16000 | &nbsp;&nbsp;&nbsp;&nbsp; 18368 |
| &nbsp;&nbsp;&nbsp;State of Bremen | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/2/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 9000 | &nbsp;&nbsp;&nbsp;&nbsp; 10428 |
| &nbsp;&nbsp;&nbsp;State of Bremen | 1.200% | &nbsp;&nbsp;&nbsp;&nbsp; 1/30/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp; 100 |
| &nbsp;&nbsp;&nbsp;State of Bremen | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 11/12/38 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2404 | &nbsp;&nbsp;&nbsp;&nbsp; 2223 |
| &nbsp;&nbsp;&nbsp;State of Bremen | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/27/39 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6097 | &nbsp;&nbsp;&nbsp;&nbsp; 5216 |
| &nbsp;&nbsp;&nbsp;State of Bremen | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/6/41 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 9740 | &nbsp;&nbsp;&nbsp;&nbsp; 7253 |
| &nbsp;&nbsp;&nbsp;State of Bremen | 0.550% | &nbsp;&nbsp;&nbsp;&nbsp; 2/4/50 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 26106 | &nbsp;&nbsp;&nbsp;&nbsp; 15481 |
| &nbsp;&nbsp;&nbsp;State of Hesse | 0.375% | &nbsp;&nbsp;&nbsp;&nbsp; 7/6/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 29207 | &nbsp;&nbsp;&nbsp;&nbsp; 32468 |
| &nbsp;&nbsp;&nbsp;State of Hesse | 0.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/22/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 20000 | &nbsp;&nbsp;&nbsp;&nbsp; 21563 |
| &nbsp;&nbsp;&nbsp;State of Hesse | 0.625% | &nbsp;&nbsp;&nbsp;&nbsp; 8/2/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4876 | &nbsp;&nbsp;&nbsp;&nbsp; 5258 |
| &nbsp;&nbsp;&nbsp;State of Hesse | 0.010% | &nbsp;&nbsp;&nbsp;&nbsp; 3/11/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 12829 | &nbsp;&nbsp;&nbsp;&nbsp; 12961 |
| &nbsp;&nbsp;&nbsp;State of Hesse | 0.000% | &nbsp;&nbsp;&nbsp;&nbsp; 11/8/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 12190 | &nbsp;&nbsp;&nbsp;&nbsp; 12081 |
| &nbsp;&nbsp;&nbsp;State of Hesse | 0.125% | &nbsp;&nbsp;&nbsp;&nbsp; 10/10/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 9600 | &nbsp;&nbsp;&nbsp;&nbsp; 9336 |
| &nbsp;&nbsp;&nbsp;State of Hesse | 1.300% | &nbsp;&nbsp;&nbsp;&nbsp; 10/10/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3901 | &nbsp;&nbsp;&nbsp;&nbsp; 3957 |
| &nbsp;&nbsp;&nbsp;State of Hesse | 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/10/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 22000 | &nbsp;&nbsp;&nbsp;&nbsp; 24897 |
| &nbsp;&nbsp;&nbsp;State of Hesse | 2.625% | &nbsp;&nbsp;&nbsp;&nbsp; 8/25/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 17450 | &nbsp;&nbsp;&nbsp;&nbsp; 19479 |
| &nbsp;&nbsp;&nbsp;State of Lower Saxony | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/8/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1219 | &nbsp;&nbsp;&nbsp;&nbsp; 1358 |
| &nbsp;&nbsp;&nbsp;State of Lower Saxony | 0.010% | &nbsp;&nbsp;&nbsp;&nbsp; 9/8/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 14269 | &nbsp;&nbsp;&nbsp;&nbsp; 15734 |
| &nbsp;&nbsp;&nbsp;State of Lower Saxony | 0.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/11/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6000 | &nbsp;&nbsp;&nbsp;&nbsp; 6559 |
| &nbsp;&nbsp;&nbsp;State of Lower Saxony | 0.010% | &nbsp;&nbsp;&nbsp;&nbsp; 11/25/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 37521 | &nbsp;&nbsp;&nbsp;&nbsp; 40319 |
| &nbsp;&nbsp;&nbsp;State of Lower Saxony | 0.750% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7314 | &nbsp;&nbsp;&nbsp;&nbsp; 7977 |
| &nbsp;&nbsp;&nbsp;State of Lower Saxony | 0.010% | &nbsp;&nbsp;&nbsp;&nbsp; 2/19/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 9518 | &nbsp;&nbsp;&nbsp;&nbsp; 9909 |
| &nbsp;&nbsp;&nbsp;State of Lower Saxony | 0.375% | &nbsp;&nbsp;&nbsp;&nbsp; 5/14/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2926 | &nbsp;&nbsp;&nbsp;&nbsp; 3071 |
| &nbsp;&nbsp;&nbsp;State of Lower Saxony | 0.125% | &nbsp;&nbsp;&nbsp;&nbsp; 1/10/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4876 | &nbsp;&nbsp;&nbsp;&nbsp; 4980 |
| &nbsp;&nbsp;&nbsp;State of Lower Saxony | 0.010% | &nbsp;&nbsp;&nbsp;&nbsp; 8/13/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 33963 | &nbsp;&nbsp;&nbsp;&nbsp; 33917 |
| &nbsp;&nbsp;&nbsp;State of Lower Saxony | 0.010% | &nbsp;&nbsp;&nbsp;&nbsp; 1/10/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5331 | &nbsp;&nbsp;&nbsp;&nbsp; 5263 |
| &nbsp;&nbsp;&nbsp;State of Lower Saxony | 0.050% | &nbsp;&nbsp;&nbsp;&nbsp; 3/9/35 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 29974 | &nbsp;&nbsp;&nbsp;&nbsp; 25861 |
| &nbsp;&nbsp;&nbsp;State of North Rhine-Westphalia Germany | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 2/16/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 9947 | &nbsp;&nbsp;&nbsp;&nbsp; 10979 |
| &nbsp;&nbsp;&nbsp;State of North Rhine-Westphalia Germany | 0.200% | &nbsp;&nbsp;&nbsp;&nbsp; 3/31/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 20205 | &nbsp;&nbsp;&nbsp;&nbsp; 22121 |
| &nbsp;&nbsp;&nbsp;State of North Rhine-Westphalia Germany | 0.950% | &nbsp;&nbsp;&nbsp;&nbsp; 3/13/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 13652 | &nbsp;&nbsp;&nbsp;&nbsp; 14960 |
| &nbsp;&nbsp;&nbsp;State of North Rhine-Westphalia Germany | 0.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6681 | &nbsp;&nbsp;&nbsp;&nbsp; 6972 |
| &nbsp;&nbsp;&nbsp;State of North Rhine-Westphalia Germany | 0.200% | &nbsp;&nbsp;&nbsp;&nbsp; 4/9/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5088 |
| &nbsp;&nbsp;&nbsp;State of North Rhine-Westphalia Germany | 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 25000 | &nbsp;&nbsp;&nbsp;&nbsp; 28631 |
| &nbsp;&nbsp;&nbsp;State of North Rhine-Westphalia Germany | 2.375% | &nbsp;&nbsp;&nbsp;&nbsp; 5/13/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 11748 | &nbsp;&nbsp;&nbsp;&nbsp; 12987 |
| &nbsp;&nbsp;&nbsp;State of North Rhine-Westphalia Germany | 2.900% | &nbsp;&nbsp;&nbsp;&nbsp; 6/7/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 74650 | &nbsp;&nbsp;&nbsp;&nbsp; 85651 |
| &nbsp;&nbsp;&nbsp;State of North Rhine-Westphalia Germany | 0.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/12/35 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 31655 | &nbsp;&nbsp;&nbsp;&nbsp; 26482 |
| &nbsp;&nbsp;&nbsp;State of North Rhine-Westphalia Germany | 1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/12/36 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6827 | &nbsp;&nbsp;&nbsp;&nbsp; 6489 |
| &nbsp;&nbsp;&nbsp;State of North Rhine-Westphalia Germany | 1.650% | &nbsp;&nbsp;&nbsp;&nbsp; 2/22/38 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 12000 | &nbsp;&nbsp;&nbsp;&nbsp; 11584 |
| &nbsp;&nbsp;&nbsp;State of North Rhine-Westphalia Germany | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 11/25/39 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 18224 | &nbsp;&nbsp;&nbsp;&nbsp; 14313 |
| &nbsp;&nbsp;&nbsp;State of North Rhine-Westphalia Germany | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/12/40 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2258 | &nbsp;&nbsp;&nbsp;&nbsp; 2041 |
| &nbsp;&nbsp;&nbsp;State of North Rhine-Westphalia Germany | 0.600% | &nbsp;&nbsp;&nbsp;&nbsp; 6/4/41 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 11573 | &nbsp;&nbsp;&nbsp;&nbsp; 8779 |
| &nbsp;&nbsp;&nbsp;State of North Rhine-Westphalia Germany | 0.750% | &nbsp;&nbsp;&nbsp;&nbsp; 8/16/41 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 977 | &nbsp;&nbsp;&nbsp;&nbsp; 757 |
| &nbsp;&nbsp;&nbsp;State of North Rhine-Westphalia Germany | 1.450% | &nbsp;&nbsp;&nbsp;&nbsp; 2/16/43 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2439 | &nbsp;&nbsp;&nbsp;&nbsp; 2071 |
| &nbsp;&nbsp;&nbsp;State of North Rhine-Westphalia Germany | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/16/46 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 8265 | &nbsp;&nbsp;&nbsp;&nbsp; 5993 |
| &nbsp;&nbsp;&nbsp;State of North Rhine-Westphalia Germany | 1.650% | &nbsp;&nbsp;&nbsp;&nbsp; 5/16/47 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 20200 | &nbsp;&nbsp;&nbsp;&nbsp; 16831 |
| &nbsp;&nbsp;&nbsp;State of North Rhine-Westphalia Germany | 1.550% | &nbsp;&nbsp;&nbsp;&nbsp; 6/16/48 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4876 | &nbsp;&nbsp;&nbsp;&nbsp; 3936 |
| &nbsp;&nbsp;&nbsp;State of North Rhine-Westphalia Germany | 0.800% | &nbsp;&nbsp;&nbsp;&nbsp; 7/30/49 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 12016 | &nbsp;&nbsp;&nbsp;&nbsp; 7894 |
| &nbsp;&nbsp;&nbsp;State of North Rhine-Westphalia Germany | 0.375% | &nbsp;&nbsp;&nbsp;&nbsp; 9/2/50 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 16605 | &nbsp;&nbsp;&nbsp;&nbsp; 9163 |
| &nbsp;&nbsp;&nbsp;State of North Rhine-Westphalia Germany | 0.200% | &nbsp;&nbsp;&nbsp;&nbsp; 1/27/51 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 18134 | &nbsp;&nbsp;&nbsp;&nbsp; 9347 |
| &nbsp;&nbsp;&nbsp;State of North Rhine-Westphalia Germany | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 11530 | &nbsp;&nbsp;&nbsp;&nbsp; 6489 |
| &nbsp;&nbsp;&nbsp;State of North Rhine-Westphalia Germany | 2.900% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3522 | &nbsp;&nbsp;&nbsp;&nbsp; 3629 |
| &nbsp;&nbsp;&nbsp;State of North Rhine-Westphalia Germany | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/20/54 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 22500 | &nbsp;&nbsp;&nbsp;&nbsp; 23616 |

---

------

Total International Bond II Index Fund

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;&nbsp;&nbsp;Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;State of North Rhine-Westphalia Germany | 1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 10/26/57 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 8266 | &nbsp;&nbsp;&nbsp;&nbsp; 6256 |
|  | &nbsp;&nbsp;&nbsp;State of North Rhine-Westphalia Germany | 1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 7/11/68 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7518 | &nbsp;&nbsp;&nbsp;&nbsp; 5317 |
|  | &nbsp;&nbsp;&nbsp;State of North Rhine-Westphalia Germany | 3.400% | &nbsp;&nbsp;&nbsp;&nbsp; 3/7/73 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 8000 | &nbsp;&nbsp;&nbsp;&nbsp; 8899 |
|  | &nbsp;&nbsp;&nbsp;State of North Rhine-Westphalia Germany | 1.950% | &nbsp;&nbsp;&nbsp;&nbsp; 9/26/78 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 14185 | &nbsp;&nbsp;&nbsp;&nbsp; 10182 |
|  | &nbsp;&nbsp;&nbsp;State of North Rhine-Westphalia Germany | 2.150% | &nbsp;&nbsp;&nbsp;&nbsp; 3/21/19 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 9518 | &nbsp;&nbsp;&nbsp;&nbsp; 7000 |
|  | &nbsp;&nbsp;&nbsp;State of North Rhine-Westphalia Germany | 1.375% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/20 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 12019 | &nbsp;&nbsp;&nbsp;&nbsp; 6012 |
|  | &nbsp;&nbsp;&nbsp;State of North Rhine-Westphalia Germany | 0.950% | &nbsp;&nbsp;&nbsp;&nbsp; 1/10/21 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 18536 | &nbsp;&nbsp;&nbsp;&nbsp; 7468 |
|  | &nbsp;&nbsp;&nbsp;State of North Rhine-Westphalia Germany | 1.450% | &nbsp;&nbsp;&nbsp;&nbsp; 1/19/22 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5283 | &nbsp;&nbsp;&nbsp;&nbsp; 2782 |
|  | &nbsp;&nbsp;&nbsp;State of Rhineland-Palatinate | 0.100% | &nbsp;&nbsp;&nbsp;&nbsp; 8/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4876 | &nbsp;&nbsp;&nbsp;&nbsp; 5389 |
|  | &nbsp;&nbsp;&nbsp;State of Rhineland-Palatinate | 0.375% | &nbsp;&nbsp;&nbsp;&nbsp; 1/26/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4876 | &nbsp;&nbsp;&nbsp;&nbsp; 5370 |
|  | &nbsp;&nbsp;&nbsp;State of Rhineland-Palatinate | 0.700% | &nbsp;&nbsp;&nbsp;&nbsp; 1/26/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4876 | &nbsp;&nbsp;&nbsp;&nbsp; 5315 |
|  | &nbsp;&nbsp;&nbsp;State of Rhineland-Palatinate | 0.750% | &nbsp;&nbsp;&nbsp;&nbsp; 2/23/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 50067 | &nbsp;&nbsp;&nbsp;&nbsp; 50364 |
|  | &nbsp;&nbsp;&nbsp;State of Rhineland-Palatinate | 0.375% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3400 | &nbsp;&nbsp;&nbsp;&nbsp; 2494 |
|  | &nbsp;&nbsp;&nbsp;State of Rhineland-Palatinate | 0.375% | &nbsp;&nbsp;&nbsp;&nbsp; 3/10/51 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3988 | &nbsp;&nbsp;&nbsp;&nbsp; 2195 |
|  | &nbsp;&nbsp;&nbsp;State of Saxony-Anhalt | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/25/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1219 | &nbsp;&nbsp;&nbsp;&nbsp; 1336 |
|  | &nbsp;&nbsp;&nbsp;State of Saxony-Anhalt | 0.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/29/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6000 | &nbsp;&nbsp;&nbsp;&nbsp; 6437 |
|  | &nbsp;&nbsp;&nbsp;State of Saxony-Anhalt | 0.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/10/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7250 | &nbsp;&nbsp;&nbsp;&nbsp; 7126 |
|  | &nbsp;&nbsp;&nbsp;State of Saxony-Anhalt | 2.950% | &nbsp;&nbsp;&nbsp;&nbsp; 6/20/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 13200 | &nbsp;&nbsp;&nbsp;&nbsp; 15248 |
|  | &nbsp;&nbsp;&nbsp;State of Saxony-Anhalt | 3.150% | &nbsp;&nbsp;&nbsp;&nbsp; 2/6/54 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6000 | &nbsp;&nbsp;&nbsp;&nbsp; 6426 |
|  | &nbsp;&nbsp;&nbsp;State of Schleswig-Holstein Germany | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/19/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 17458 | &nbsp;&nbsp;&nbsp;&nbsp; 19470 |
|  | &nbsp;&nbsp;&nbsp;State of Schleswig-Holstein Germany | 1.375% | &nbsp;&nbsp;&nbsp;&nbsp; 7/14/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 15000 | &nbsp;&nbsp;&nbsp;&nbsp; 16747 |
|  | &nbsp;&nbsp;&nbsp;State of Schleswig-Holstein Germany | 0.250% | &nbsp;&nbsp;&nbsp;&nbsp; 4/18/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 977 | &nbsp;&nbsp;&nbsp;&nbsp; 1046 |
|  | &nbsp;&nbsp;&nbsp;State of Schleswig-Holstein Germany | 0.625% | &nbsp;&nbsp;&nbsp;&nbsp; 8/31/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3341 | &nbsp;&nbsp;&nbsp;&nbsp; 3593 |
|  | &nbsp;&nbsp;&nbsp;State of Schleswig-Holstein Germany | 0.010% | &nbsp;&nbsp;&nbsp;&nbsp; 11/26/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 14331 | &nbsp;&nbsp;&nbsp;&nbsp; 14610 |
|  | &nbsp;&nbsp;&nbsp;State of Schleswig-Holstein Germany | 0.010% | &nbsp;&nbsp;&nbsp;&nbsp; 5/22/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6998 | &nbsp;&nbsp;&nbsp;&nbsp; 7034 |
|  | &nbsp;&nbsp;&nbsp;State of Schleswig-Holstein Germany | 0.050% | &nbsp;&nbsp;&nbsp;&nbsp; 7/8/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5852 | &nbsp;&nbsp;&nbsp;&nbsp; 5700 |
|  | &nbsp;&nbsp;&nbsp;State of Schleswig-Holstein Germany | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 8/16/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 22500 | &nbsp;&nbsp;&nbsp;&nbsp; 26093 |
|  |  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **8857910** |
| **Greece (0.3%)** | **Greece (0.3%)** | **Greece (0.3%)** | **Greece (0.3%)** |  |  |  |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Hellenic Republic | 3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 71918 | &nbsp;&nbsp;&nbsp;&nbsp; 85862 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Hellenic Republic | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/18/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 11743 | &nbsp;&nbsp;&nbsp;&nbsp; 12677 |
|  | &nbsp;&nbsp;&nbsp;Hellenic Republic | 3.900% | &nbsp;&nbsp;&nbsp;&nbsp; 1/30/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 14208 | &nbsp;&nbsp;&nbsp;&nbsp; 17060 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Hellenic Republic | 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 9080 | &nbsp;&nbsp;&nbsp;&nbsp; 11143 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Hellenic Republic | 3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 86446 | &nbsp;&nbsp;&nbsp;&nbsp; 100648 |
|  | &nbsp;&nbsp;&nbsp;Hellenic Republic | 4.200% | &nbsp;&nbsp;&nbsp;&nbsp; 1/30/42 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 24240 | &nbsp;&nbsp;&nbsp;&nbsp; 28726 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Hellenic Republic | 1.875% | &nbsp;&nbsp;&nbsp;&nbsp; 1/24/52 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 48849 | &nbsp;&nbsp;&nbsp;&nbsp; 36811 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Hellenic Republic | 4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 41067 | &nbsp;&nbsp;&nbsp;&nbsp; 46596 |
|  |  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **339523** |
| **Hong Kong (0.0%)** | **Hong Kong (0.0%)** | **Hong Kong (0.0%)** | **Hong Kong (0.0%)** |  |  |  |
|  | &nbsp;&nbsp;&nbsp;Hong Kong Government Bond Programme | 3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 6/7/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5768 |
|  | &nbsp;&nbsp;&nbsp;Hong Kong Government Bond Programme | 1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/29/27 | &nbsp;&nbsp;&nbsp;&nbsp;HKD | &nbsp;&nbsp; 3000 | &nbsp;&nbsp;&nbsp;&nbsp; 376 |
|  | &nbsp;&nbsp;&nbsp;Hong Kong Government Bond Programme | 1.970% | &nbsp;&nbsp;&nbsp;&nbsp; 1/17/29 | &nbsp;&nbsp;&nbsp;&nbsp;HKD | &nbsp;&nbsp; 58850 | &nbsp;&nbsp;&nbsp;&nbsp; 7438 |
|  | &nbsp;&nbsp;&nbsp;Hong Kong Government Bond Programme | 2.130% | &nbsp;&nbsp;&nbsp;&nbsp; 7/16/30 | &nbsp;&nbsp;&nbsp;&nbsp;HKD | &nbsp;&nbsp; 45500 | &nbsp;&nbsp;&nbsp;&nbsp; 5695 |
|  | &nbsp;&nbsp;&nbsp;Hong Kong Government Bond Programme | 1.890% | &nbsp;&nbsp;&nbsp;&nbsp; 3/2/32 | &nbsp;&nbsp;&nbsp;&nbsp;HKD | &nbsp;&nbsp; 3200 | &nbsp;&nbsp;&nbsp;&nbsp; 385 |
|  | &nbsp;&nbsp;&nbsp;Hong Kong Government Bond Programme | 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 6/7/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6000 | &nbsp;&nbsp;&nbsp;&nbsp; 7084 |
|  | &nbsp;&nbsp;&nbsp;Hong Kong Government Bond Programme | 2.020% | &nbsp;&nbsp;&nbsp;&nbsp; 3/7/34 | &nbsp;&nbsp;&nbsp;&nbsp;HKD | &nbsp;&nbsp; 13600 | &nbsp;&nbsp;&nbsp;&nbsp; 1607 |
|  | &nbsp;&nbsp;&nbsp;Hong Kong Government Bond Programme | 1.590% | &nbsp;&nbsp;&nbsp;&nbsp; 3/4/36 | &nbsp;&nbsp;&nbsp;&nbsp;HKD | &nbsp;&nbsp; 57000 | &nbsp;&nbsp;&nbsp;&nbsp; 6266 |
|  |  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **34619** |
| **Hungary (0.2%)** | **Hungary (0.2%)** | **Hungary (0.2%)** | **Hungary (0.2%)** |  |  |  |
|  | &nbsp;&nbsp;&nbsp;Republic of Hungary | 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 12/22/26 | &nbsp;&nbsp;&nbsp;&nbsp;HUF | &nbsp;&nbsp; 3403180 | &nbsp;&nbsp;&nbsp;&nbsp; 9033 |
|  | &nbsp;&nbsp;&nbsp;Republic of Hungary | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/22/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3244 | &nbsp;&nbsp;&nbsp;&nbsp; 3817 |
|  | &nbsp;&nbsp;&nbsp;Republic of Hungary | 1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 10/10/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2146 | &nbsp;&nbsp;&nbsp;&nbsp; 2362 |
|  | &nbsp;&nbsp;&nbsp;Republic of Hungary | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/27/27 | &nbsp;&nbsp;&nbsp;&nbsp;HUF | &nbsp;&nbsp; 9755340 | &nbsp;&nbsp;&nbsp;&nbsp; 25354 |
|  | &nbsp;&nbsp;&nbsp;Republic of Hungary | 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/23/28 | &nbsp;&nbsp;&nbsp;&nbsp;HUF | &nbsp;&nbsp; 20673470 | &nbsp;&nbsp;&nbsp;&nbsp; 55207 |
|  | &nbsp;&nbsp;&nbsp;Republic of Hungary | 0.125% | &nbsp;&nbsp;&nbsp;&nbsp; 9/21/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3728 | &nbsp;&nbsp;&nbsp;&nbsp; 3809 |
|  | &nbsp;&nbsp;&nbsp;Republic of Hungary | 6.750% | &nbsp;&nbsp;&nbsp;&nbsp; 10/22/28 | &nbsp;&nbsp;&nbsp;&nbsp;HUF | &nbsp;&nbsp; 5609330 | &nbsp;&nbsp;&nbsp;&nbsp; 15913 |
|  | &nbsp;&nbsp;&nbsp;Republic of Hungary | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/23/29 | &nbsp;&nbsp;&nbsp;&nbsp;HUF | &nbsp;&nbsp; 1974720 | &nbsp;&nbsp;&nbsp;&nbsp; 4705 |
|  | &nbsp;&nbsp;&nbsp;Republic of Hungary | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/25/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 32249 | &nbsp;&nbsp;&nbsp;&nbsp; 37285 |
|  | &nbsp;&nbsp;&nbsp;Republic of Hungary | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 8/21/30 | &nbsp;&nbsp;&nbsp;&nbsp;HUF | &nbsp;&nbsp; 14925610 | &nbsp;&nbsp;&nbsp;&nbsp; 35536 |
|  | &nbsp;&nbsp;&nbsp;Republic of Hungary | 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 10/22/31 | &nbsp;&nbsp;&nbsp;&nbsp;HUF | &nbsp;&nbsp; 465190 | &nbsp;&nbsp;&nbsp;&nbsp; 1081 |
|  | &nbsp;&nbsp;&nbsp;Republic of Hungary | 1.625% | &nbsp;&nbsp;&nbsp;&nbsp; 4/28/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 13813 | &nbsp;&nbsp;&nbsp;&nbsp; 13277 |
|  | &nbsp;&nbsp;&nbsp;Republic of Hungary | 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 11/24/32 | &nbsp;&nbsp;&nbsp;&nbsp;HUF | &nbsp;&nbsp; 8500000 | &nbsp;&nbsp;&nbsp;&nbsp; 21156 |
|  | &nbsp;&nbsp;&nbsp;Republic of Hungary | 2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 4/20/33 | &nbsp;&nbsp;&nbsp;&nbsp;HUF | &nbsp;&nbsp; 5247780 | &nbsp;&nbsp;&nbsp;&nbsp; 10764 |
|  | &nbsp;&nbsp;&nbsp;Republic of Hungary | 7.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/24/35 | &nbsp;&nbsp;&nbsp;&nbsp;HUF | &nbsp;&nbsp; 1842970 | &nbsp;&nbsp;&nbsp;&nbsp; 5223 |
|  | &nbsp;&nbsp;&nbsp;Republic of Hungary | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/27/38 | &nbsp;&nbsp;&nbsp;&nbsp;HUF | &nbsp;&nbsp; 7169000 | &nbsp;&nbsp;&nbsp;&nbsp; 13187 |
|  | &nbsp;&nbsp;&nbsp;Republic of Hungary | 4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 3/22/40 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 32165 | &nbsp;&nbsp;&nbsp;&nbsp; 34596 |
|  | &nbsp;&nbsp;&nbsp;Republic of Hungary | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/25/41 | &nbsp;&nbsp;&nbsp;&nbsp;HUF | &nbsp;&nbsp; 5082310 | &nbsp;&nbsp;&nbsp;&nbsp; 8827 |
|  |  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **301132** |

---

------

Total International Bond II Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | **Coupon** | &nbsp;&nbsp;&nbsp;&nbsp;**Maturity<br> Date** | &nbsp;&nbsp;&nbsp;&nbsp;**Currency** | &nbsp;&nbsp;**Face<br> Amount<br> (000)** | &nbsp;&nbsp;&nbsp;&nbsp;**Market<br> Value• ($000)** |
| **Indonesia (1.0%)** | **Indonesia (1.0%)** | **Indonesia (1.0%)** |  |  |  |
| &nbsp;&nbsp;&nbsp;Indonesia Treasury Bond | 8.375% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;IDR | &nbsp;&nbsp; 330525000 | &nbsp;&nbsp;&nbsp;&nbsp; 20381 |
| &nbsp;&nbsp;&nbsp;Indonesia Treasury Bond | 5.125% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;IDR | &nbsp;&nbsp; 635731000 | &nbsp;&nbsp;&nbsp;&nbsp; 37335 |
| &nbsp;&nbsp;&nbsp;Indonesia Treasury Bond | 7.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;IDR | &nbsp;&nbsp; 730214000 | &nbsp;&nbsp;&nbsp;&nbsp; 44376 |
| &nbsp;&nbsp;&nbsp;Indonesia Treasury Bond | 6.125% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;IDR | &nbsp;&nbsp; 706587000 | &nbsp;&nbsp;&nbsp;&nbsp; 42136 |
| &nbsp;&nbsp;&nbsp;Indonesia Treasury Bond | 6.375% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;IDR | &nbsp;&nbsp;1778000000 | &nbsp;&nbsp;&nbsp;&nbsp; 106598 |
| &nbsp;&nbsp;&nbsp;Indonesia Treasury Bond | 9.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;IDR | &nbsp;&nbsp; 24484000 | &nbsp;&nbsp;&nbsp;&nbsp; 1594 |
| &nbsp;&nbsp;&nbsp;Indonesia Treasury Bond | 6.875% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;IDR | &nbsp;&nbsp; 300000000 | &nbsp;&nbsp;&nbsp;&nbsp; 18267 |
| &nbsp;&nbsp;&nbsp;Indonesia Treasury Bond | 8.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;IDR | &nbsp;&nbsp; 710151000 | &nbsp;&nbsp;&nbsp;&nbsp; 45328 |
| &nbsp;&nbsp;&nbsp;Indonesia Treasury Bond | 7.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;IDR | &nbsp;&nbsp; 978735000 | &nbsp;&nbsp;&nbsp;&nbsp; 59875 |
| &nbsp;&nbsp;&nbsp;Indonesia Treasury Bond | 6.500% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;IDR | &nbsp;&nbsp; 953002000 | &nbsp;&nbsp;&nbsp;&nbsp; 56667 |
| &nbsp;&nbsp;&nbsp;Indonesia Treasury Bond | 8.750% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;IDR | &nbsp;&nbsp; 187925000 | &nbsp;&nbsp;&nbsp;&nbsp; 12394 |
| &nbsp;&nbsp;&nbsp;Indonesia Treasury Bond | 6.375% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;IDR | &nbsp;&nbsp; 784458000 | &nbsp;&nbsp;&nbsp;&nbsp; 46289 |
| &nbsp;&nbsp;&nbsp;Indonesia Treasury Bond | 7.500% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;IDR | &nbsp;&nbsp; 318879000 | &nbsp;&nbsp;&nbsp;&nbsp; 19841 |
| &nbsp;&nbsp;&nbsp;Indonesia Treasury Bond | 7.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;IDR | &nbsp;&nbsp;1536857000 | &nbsp;&nbsp;&nbsp;&nbsp; 93542 |
| &nbsp;&nbsp;&nbsp;Indonesia Treasury Bond | 6.625% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;IDR | &nbsp;&nbsp;1025898000 | &nbsp;&nbsp;&nbsp;&nbsp; 60852 |
| &nbsp;&nbsp;&nbsp;Indonesia Treasury Bond | 6.625% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;IDR | &nbsp;&nbsp; 710361000 | &nbsp;&nbsp;&nbsp;&nbsp; 42193 |
| &nbsp;&nbsp;&nbsp;Indonesia Treasury Bond | 8.375% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;IDR | &nbsp;&nbsp; 674148000 | &nbsp;&nbsp;&nbsp;&nbsp; 44523 |
| &nbsp;&nbsp;&nbsp;Indonesia Treasury Bond | 7.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;IDR | &nbsp;&nbsp; 577006000 | &nbsp;&nbsp;&nbsp;&nbsp; 36067 |
| &nbsp;&nbsp;&nbsp;Indonesia Treasury Bond | 6.750% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;IDR | &nbsp;&nbsp; 680000000 | &nbsp;&nbsp;&nbsp;&nbsp; 40564 |
| &nbsp;&nbsp;&nbsp;Indonesia Treasury Bond | 8.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;IDR | &nbsp;&nbsp; 509661000 | &nbsp;&nbsp;&nbsp;&nbsp; 33555 |
| &nbsp;&nbsp;&nbsp;Indonesia Treasury Bond | 9.750% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;IDR | &nbsp;&nbsp; 63792000 | &nbsp;&nbsp;&nbsp;&nbsp; 4674 |
| &nbsp;&nbsp;&nbsp;Indonesia Treasury Bond | 7.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;IDR | &nbsp;&nbsp; 446806000 | &nbsp;&nbsp;&nbsp;&nbsp; 27765 |
| &nbsp;&nbsp;&nbsp;Indonesia Treasury Bond | 7.125% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;IDR | &nbsp;&nbsp; 340000000 | &nbsp;&nbsp;&nbsp;&nbsp; 20710 |
| &nbsp;&nbsp;&nbsp;Indonesia Treasury Bond | 8.375% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/39 | &nbsp;&nbsp;&nbsp;&nbsp;IDR | &nbsp;&nbsp; 523168000 | &nbsp;&nbsp;&nbsp;&nbsp; 35056 |
| &nbsp;&nbsp;&nbsp;Indonesia Treasury Bond | 7.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;IDR | &nbsp;&nbsp; 811318000 | &nbsp;&nbsp;&nbsp;&nbsp; 50424 |
| &nbsp;&nbsp;&nbsp;Indonesia Treasury Bond | 9.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;IDR | &nbsp;&nbsp; 81900000 | &nbsp;&nbsp;&nbsp;&nbsp; 6042 |
| &nbsp;&nbsp;&nbsp;Indonesia Treasury Bond | 7.125% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;IDR | &nbsp;&nbsp; 475210000 | &nbsp;&nbsp;&nbsp;&nbsp; 28801 |
| &nbsp;&nbsp;&nbsp;Indonesia Treasury Bond | 7.125% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;IDR | &nbsp;&nbsp; 970000000 | &nbsp;&nbsp;&nbsp;&nbsp; 58650 |
| &nbsp;&nbsp;&nbsp;Indonesia Treasury Bond | 7.375% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;IDR | &nbsp;&nbsp; 422095000 | &nbsp;&nbsp;&nbsp;&nbsp; 26044 |
| &nbsp;&nbsp;&nbsp;Indonesia Treasury Bond | 6.875% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;IDR | &nbsp;&nbsp; 486019000 | &nbsp;&nbsp;&nbsp;&nbsp; 28397 |
| &nbsp;&nbsp;&nbsp;Indonesia Treasury Bond | 6.875% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;IDR | &nbsp;&nbsp; 660000000 | &nbsp;&nbsp;&nbsp;&nbsp; 38461 |
| &nbsp;&nbsp;&nbsp;Republic of Indonesia | 0.740% | &nbsp;&nbsp;&nbsp;&nbsp; 5/26/26 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 300000 | &nbsp;&nbsp;&nbsp;&nbsp; 2086 |
| &nbsp;&nbsp;&nbsp;Republic of Indonesia | 1.450% | &nbsp;&nbsp;&nbsp;&nbsp; 9/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2196 | &nbsp;&nbsp;&nbsp;&nbsp; 2442 |
| &nbsp;&nbsp;&nbsp;Republic of Indonesia | 0.900% | &nbsp;&nbsp;&nbsp;&nbsp; 2/14/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10565 | &nbsp;&nbsp;&nbsp;&nbsp; 11564 |
| &nbsp;&nbsp;&nbsp;Republic of Indonesia | 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 6/14/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 11139 | &nbsp;&nbsp;&nbsp;&nbsp; 12894 |
| &nbsp;&nbsp;&nbsp;Republic of Indonesia | 3.650% | &nbsp;&nbsp;&nbsp;&nbsp; 9/10/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 12000 | &nbsp;&nbsp;&nbsp;&nbsp; 13454 |
| &nbsp;&nbsp;&nbsp;Republic of Indonesia | 1.100% | &nbsp;&nbsp;&nbsp;&nbsp; 3/12/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4669 | &nbsp;&nbsp;&nbsp;&nbsp; 4313 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **1234154** |
| **Ireland (0.4%)** | **Ireland (0.4%)** | **Ireland (0.4%)** |  |  |  |
| &nbsp;&nbsp;&nbsp;Republic of Ireland | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 44834 | &nbsp;&nbsp;&nbsp;&nbsp; 50410 |
| &nbsp;&nbsp;&nbsp;Republic of Ireland | 0.200% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 58472 | &nbsp;&nbsp;&nbsp;&nbsp; 64197 |
| &nbsp;&nbsp;&nbsp;Republic of Ireland | 0.900% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 36715 | &nbsp;&nbsp;&nbsp;&nbsp; 40406 |
| &nbsp;&nbsp;&nbsp;Republic of Ireland | 1.100% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 24380 | &nbsp;&nbsp;&nbsp;&nbsp; 26603 |
| &nbsp;&nbsp;&nbsp;Republic of Ireland | 0.200% | &nbsp;&nbsp;&nbsp;&nbsp; 10/18/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 55510 | &nbsp;&nbsp;&nbsp;&nbsp; 56155 |
| &nbsp;&nbsp;&nbsp;Republic of Ireland | 0.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/18/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 72535 | &nbsp;&nbsp;&nbsp;&nbsp; 70362 |
| &nbsp;&nbsp;&nbsp;Republic of Ireland | 0.350% | &nbsp;&nbsp;&nbsp;&nbsp; 10/18/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 42317 | &nbsp;&nbsp;&nbsp;&nbsp; 40877 |
| &nbsp;&nbsp;&nbsp;Republic of Ireland | 1.300% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 19947 | &nbsp;&nbsp;&nbsp;&nbsp; 20498 |
| &nbsp;&nbsp;&nbsp;Republic of Ireland | 2.600% | &nbsp;&nbsp;&nbsp;&nbsp; 10/18/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 18133 | &nbsp;&nbsp;&nbsp;&nbsp; 20226 |
| &nbsp;&nbsp;&nbsp;Republic of Ireland | 0.400% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10906 | &nbsp;&nbsp;&nbsp;&nbsp; 9741 |
| &nbsp;&nbsp;&nbsp;Republic of Ireland | 1.700% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2523 | &nbsp;&nbsp;&nbsp;&nbsp; 2495 |
| &nbsp;&nbsp;&nbsp;Republic of Ireland | 0.550% | &nbsp;&nbsp;&nbsp;&nbsp; 4/22/41 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 81592 | &nbsp;&nbsp;&nbsp;&nbsp; 62249 |
| &nbsp;&nbsp;&nbsp;Republic of Ireland | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/18/45 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 39344 | &nbsp;&nbsp;&nbsp;&nbsp; 36874 |
| &nbsp;&nbsp;&nbsp;Republic of Ireland | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 61038 | &nbsp;&nbsp;&nbsp;&nbsp; 48990 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **550083** |
| **Isle of Man (0.0%)** | **Isle of Man (0.0%)** | **Isle of Man (0.0%)** |  |  |  |
| &nbsp;&nbsp;&nbsp;Isle of Man | 1.625% | &nbsp;&nbsp;&nbsp;&nbsp; 9/14/51 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 5732 | &nbsp;&nbsp;&nbsp;&nbsp; 3416 |
| **Israel (0.4%)** | **Israel (0.4%)** | **Israel (0.4%)** |  |  |  |
| &nbsp;&nbsp;&nbsp;State of Israel | 6.250% | &nbsp;&nbsp;&nbsp;&nbsp; 10/30/26 | &nbsp;&nbsp;&nbsp;&nbsp;ILS | &nbsp;&nbsp; 27603 | &nbsp;&nbsp;&nbsp;&nbsp; 7823 |
| &nbsp;&nbsp;&nbsp;State of Israel | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 1/18/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 34011 | &nbsp;&nbsp;&nbsp;&nbsp; 37540 |
| &nbsp;&nbsp;&nbsp;State of Israel | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/31/27 | &nbsp;&nbsp;&nbsp;&nbsp;ILS | &nbsp;&nbsp; 79333 | &nbsp;&nbsp;&nbsp;&nbsp; 20988 |
| &nbsp;&nbsp;&nbsp;State of Israel | 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 9/30/27 | &nbsp;&nbsp;&nbsp;&nbsp;ILS | &nbsp;&nbsp; 52240 | &nbsp;&nbsp;&nbsp;&nbsp; 14246 |
| &nbsp;&nbsp;&nbsp;State of Israel | 2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 9/28/28 | &nbsp;&nbsp;&nbsp;&nbsp;ILS | &nbsp;&nbsp; 166992 | &nbsp;&nbsp;&nbsp;&nbsp; 43245 |
| &nbsp;&nbsp;&nbsp;State of Israel | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 1/16/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 9466 | &nbsp;&nbsp;&nbsp;&nbsp; 10058 |
| &nbsp;&nbsp;&nbsp;State of Israel | 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 2/28/29 | &nbsp;&nbsp;&nbsp;&nbsp;ILS | &nbsp;&nbsp; 262281 | &nbsp;&nbsp;&nbsp;&nbsp; 71211 |
| &nbsp;&nbsp;&nbsp;State of Israel | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/31/30 | &nbsp;&nbsp;&nbsp;&nbsp;ILS | &nbsp;&nbsp; 173975 | &nbsp;&nbsp;&nbsp;&nbsp; 41295 |
| &nbsp;&nbsp;&nbsp;State of Israel | 0.625% | &nbsp;&nbsp;&nbsp;&nbsp; 1/18/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 8922 | &nbsp;&nbsp;&nbsp;&nbsp; 8143 |
| &nbsp;&nbsp;&nbsp;State of Israel | 1.300% | &nbsp;&nbsp;&nbsp;&nbsp; 4/30/32 | &nbsp;&nbsp;&nbsp;&nbsp;ILS | &nbsp;&nbsp; 131900 | &nbsp;&nbsp;&nbsp;&nbsp; 29970 |

---

------

Total International Bond II Index Fund

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;&nbsp;&nbsp;Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;State of Israel | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/30/35 | &nbsp;&nbsp;&nbsp;&nbsp;ILS | &nbsp;&nbsp; 218519 | &nbsp;&nbsp;&nbsp;&nbsp; 58570 |
|  | &nbsp;&nbsp;&nbsp;State of Israel | 2.375% | &nbsp;&nbsp;&nbsp;&nbsp; 1/18/37 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 8200 | &nbsp;&nbsp;&nbsp;&nbsp; 7754 |
|  | &nbsp;&nbsp;&nbsp;State of Israel | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/31/37 | &nbsp;&nbsp;&nbsp;&nbsp;ILS | &nbsp;&nbsp; 157924 | &nbsp;&nbsp;&nbsp;&nbsp; 31750 |
|  | &nbsp;&nbsp;&nbsp;State of Israel | 5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 1/31/42 | &nbsp;&nbsp;&nbsp;&nbsp;ILS | &nbsp;&nbsp; 32324 | &nbsp;&nbsp;&nbsp;&nbsp; 9886 |
|  | &nbsp;&nbsp;&nbsp;State of Israel | 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/31/47 | &nbsp;&nbsp;&nbsp;&nbsp;ILS | &nbsp;&nbsp; 131154 | &nbsp;&nbsp;&nbsp;&nbsp; 31731 |
|  | &nbsp;&nbsp;&nbsp;State of Israel | 2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 1/16/49 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3219 | &nbsp;&nbsp;&nbsp;&nbsp; 2839 |
|  | &nbsp;&nbsp;&nbsp;State of Israel | 2.800% | &nbsp;&nbsp;&nbsp;&nbsp; 11/29/52 | &nbsp;&nbsp;&nbsp;&nbsp;ILS | &nbsp;&nbsp; 176040 | &nbsp;&nbsp;&nbsp;&nbsp; 34037 |
|  |  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **461086** |
| **Italy (6.8%)** | **Italy (6.8%)** | **Italy (6.8%)** | **Italy (6.8%)** |  |  |  |
|  | &nbsp;&nbsp;&nbsp;AMCO - Asset Management Co. SpA | 0.750% | &nbsp;&nbsp;&nbsp;&nbsp; 4/20/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4552 | &nbsp;&nbsp;&nbsp;&nbsp; 4895 |
|  | &nbsp;&nbsp;&nbsp;Cassa Depositi e Prestiti SpA | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/20/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7400 | &nbsp;&nbsp;&nbsp;&nbsp; 8360 |
|  | &nbsp;&nbsp;&nbsp;Cassa Depositi e Prestiti SpA | 3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 1/13/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5862 |
|  | &nbsp;&nbsp;&nbsp;Cassa Depositi e Prestiti SpA | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/11/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 8400 | &nbsp;&nbsp;&nbsp;&nbsp; 8751 |
|  | &nbsp;&nbsp;&nbsp;Cassa Depositi e Prestiti SpA | 3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 7/12/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5858 |
|  | &nbsp;&nbsp;&nbsp;Italy Buoni Poliennali Del Tesoro | 1.600% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 50000 | &nbsp;&nbsp;&nbsp;&nbsp; 56483 |
|  | &nbsp;&nbsp;&nbsp;Italy Buoni Poliennali Del Tesoro | 0.000% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 125660 | &nbsp;&nbsp;&nbsp;&nbsp; 139208 |
|  | &nbsp;&nbsp;&nbsp;Italy Buoni Poliennali Del Tesoro | 3.100% | &nbsp;&nbsp;&nbsp;&nbsp; 8/28/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 338332 | &nbsp;&nbsp;&nbsp;&nbsp; 389034 |
|  | &nbsp;&nbsp;&nbsp;Italy Buoni Poliennali Del Tesoro | 3.850% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 260000 | &nbsp;&nbsp;&nbsp;&nbsp; 302025 |
|  | &nbsp;&nbsp;&nbsp;Italy Buoni Poliennali Del Tesoro | 0.850% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 80136 | &nbsp;&nbsp;&nbsp;&nbsp; 89293 |
|  | &nbsp;&nbsp;&nbsp;Italy Buoni Poliennali Del Tesoro | 2.950% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 100000 | &nbsp;&nbsp;&nbsp;&nbsp; 115263 |
|  | &nbsp;&nbsp;&nbsp;Italy Buoni Poliennali Del Tesoro | 1.100% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 156114 | &nbsp;&nbsp;&nbsp;&nbsp; 174173 |
|  | &nbsp;&nbsp;&nbsp;Italy Buoni Poliennali Del Tesoro | 3.450% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 74099 | &nbsp;&nbsp;&nbsp;&nbsp; 86566 |
|  | &nbsp;&nbsp;&nbsp;Italy Buoni Poliennali Del Tesoro | 2.050% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 75008 | &nbsp;&nbsp;&nbsp;&nbsp; 85219 |
|  | &nbsp;&nbsp;&nbsp;Italy Buoni Poliennali Del Tesoro | 0.950% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 51525 | &nbsp;&nbsp;&nbsp;&nbsp; 57058 |
|  | &nbsp;&nbsp;&nbsp;Italy Buoni Poliennali Del Tesoro | 2.700% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 90000 | &nbsp;&nbsp;&nbsp;&nbsp; 103552 |
|  | &nbsp;&nbsp;&nbsp;Italy Buoni Poliennali Del Tesoro | 6.500% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 32315 | &nbsp;&nbsp;&nbsp;&nbsp; 40593 |
|  | &nbsp;&nbsp;&nbsp;Italy Buoni Poliennali Del Tesoro | 2.650% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 70059 | &nbsp;&nbsp;&nbsp;&nbsp; 80608 |
|  | &nbsp;&nbsp;&nbsp;Italy Buoni Poliennali Del Tesoro | 0.250% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 90622 | &nbsp;&nbsp;&nbsp;&nbsp; 97490 |
|  | &nbsp;&nbsp;&nbsp;Italy Buoni Poliennali Del Tesoro | 3.400% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 90842 | &nbsp;&nbsp;&nbsp;&nbsp; 106617 |
|  | &nbsp;&nbsp;&nbsp;Italy Buoni Poliennali Del Tesoro | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 139312 | &nbsp;&nbsp;&nbsp;&nbsp; 149783 |
|  | &nbsp;&nbsp;&nbsp;Italy Buoni Poliennali Del Tesoro | 3.800% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 206084 | &nbsp;&nbsp;&nbsp;&nbsp; 244920 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Italy Buoni Poliennali Del Tesoro | 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 50000 | &nbsp;&nbsp;&nbsp;&nbsp; 61240 |
|  | &nbsp;&nbsp;&nbsp;Italy Buoni Poliennali Del Tesoro | 4.100% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 283835 | &nbsp;&nbsp;&nbsp;&nbsp; 341591 |
|  | &nbsp;&nbsp;&nbsp;Italy Buoni Poliennali Del Tesoro | 2.800% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 183698 | &nbsp;&nbsp;&nbsp;&nbsp; 211547 |
|  | &nbsp;&nbsp;&nbsp;Italy Buoni Poliennali Del Tesoro | 3.350% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 356177 | &nbsp;&nbsp;&nbsp;&nbsp; 417750 |
|  | &nbsp;&nbsp;&nbsp;Italy Buoni Poliennali Del Tesoro | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 251397 | &nbsp;&nbsp;&nbsp;&nbsp; 290526 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Italy Buoni Poliennali Del Tesoro | 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 71781 | &nbsp;&nbsp;&nbsp;&nbsp; 84995 |
|  | &nbsp;&nbsp;&nbsp;Italy Buoni Poliennali Del Tesoro | 1.350% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 40825 | &nbsp;&nbsp;&nbsp;&nbsp; 43677 |
|  | &nbsp;&nbsp;&nbsp;Italy Buoni Poliennali Del Tesoro | 3.700% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 85006 | &nbsp;&nbsp;&nbsp;&nbsp; 101050 |
|  | &nbsp;&nbsp;&nbsp;Italy Buoni Poliennali Del Tesoro | 2.950% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 30000 | &nbsp;&nbsp;&nbsp;&nbsp; 34392 |
|  | &nbsp;&nbsp;&nbsp;Italy Buoni Poliennali Del Tesoro | 0.950% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 75122 | &nbsp;&nbsp;&nbsp;&nbsp; 78005 |
|  | &nbsp;&nbsp;&nbsp;Italy Buoni Poliennali Del Tesoro | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 75000 | &nbsp;&nbsp;&nbsp;&nbsp; 90330 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Italy Buoni Poliennali Del Tesoro | 1.650% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 35847 | &nbsp;&nbsp;&nbsp;&nbsp; 38328 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Italy Buoni Poliennali Del Tesoro | 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 126375 | &nbsp;&nbsp;&nbsp;&nbsp; 148325 |
|  | &nbsp;&nbsp;&nbsp;Italy Buoni Poliennali Del Tesoro | 0.900% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 158588 | &nbsp;&nbsp;&nbsp;&nbsp; 161076 |
|  | &nbsp;&nbsp;&nbsp;Italy Buoni Poliennali Del Tesoro | 3.450% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 254165 | &nbsp;&nbsp;&nbsp;&nbsp; 296616 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Italy Buoni Poliennali Del Tesoro | 0.600% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 51149 | &nbsp;&nbsp;&nbsp;&nbsp; 50456 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Italy Buoni Poliennali Del Tesoro | 3.150% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 251061 | &nbsp;&nbsp;&nbsp;&nbsp; 286915 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Italy Buoni Poliennali Del Tesoro | 0.950% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 72000 | &nbsp;&nbsp;&nbsp;&nbsp; 71963 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Italy Buoni Poliennali Del Tesoro | 1.650% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 69424 | &nbsp;&nbsp;&nbsp;&nbsp; 72292 |
|  | &nbsp;&nbsp;&nbsp;Italy Buoni Poliennali Del Tesoro | 0.950% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 65399 | &nbsp;&nbsp;&nbsp;&nbsp; 64392 |
|  | &nbsp;&nbsp;&nbsp;Italy Buoni Poliennali Del Tesoro | 2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 68494 | &nbsp;&nbsp;&nbsp;&nbsp; 74453 |
|  | &nbsp;&nbsp;&nbsp;Italy Buoni Poliennali Del Tesoro | 5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 114810 | &nbsp;&nbsp;&nbsp;&nbsp; 153010 |
|  | &nbsp;&nbsp;&nbsp;Italy Buoni Poliennali Del Tesoro | 4.400% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 143790 | &nbsp;&nbsp;&nbsp;&nbsp; 176802 |
|  | &nbsp;&nbsp;&nbsp;Italy Buoni Poliennali Del Tesoro | 4.350% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 182046 | &nbsp;&nbsp;&nbsp;&nbsp; 222531 |
|  | &nbsp;&nbsp;&nbsp;Italy Buoni Poliennali Del Tesoro | 3.850% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 105595 | &nbsp;&nbsp;&nbsp;&nbsp; 123955 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Italy Buoni Poliennali Del Tesoro | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 49264 | &nbsp;&nbsp;&nbsp;&nbsp; 63024 |
|  | &nbsp;&nbsp;&nbsp;Italy Buoni Poliennali Del Tesoro | 3.850% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 165561 | &nbsp;&nbsp;&nbsp;&nbsp; 193404 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Italy Buoni Poliennali Del Tesoro | 3.350% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 43790 | &nbsp;&nbsp;&nbsp;&nbsp; 49245 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Italy Buoni Poliennali Del Tesoro | 3.650% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 156968 | &nbsp;&nbsp;&nbsp;&nbsp; 179583 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Italy Buoni Poliennali Del Tesoro | 1.450% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/36 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 88654 | &nbsp;&nbsp;&nbsp;&nbsp; 81328 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Italy Buoni Poliennali Del Tesoro | 2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/36 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 25000 | &nbsp;&nbsp;&nbsp;&nbsp; 24775 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Italy Buoni Poliennali Del Tesoro | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/37 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7882 | &nbsp;&nbsp;&nbsp;&nbsp; 9253 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Italy Buoni Poliennali Del Tesoro | 0.950% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/37 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 68377 | &nbsp;&nbsp;&nbsp;&nbsp; 57434 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Italy Buoni Poliennali Del Tesoro | 4.050% | &nbsp;&nbsp;&nbsp;&nbsp; 10/30/37 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 98697 | &nbsp;&nbsp;&nbsp;&nbsp; 115509 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Italy Buoni Poliennali Del Tesoro | 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/38 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 230367 | &nbsp;&nbsp;&nbsp;&nbsp; 246908 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Italy Buoni Poliennali Del Tesoro | 2.950% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/38 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 12931 | &nbsp;&nbsp;&nbsp;&nbsp; 13367 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Italy Buoni Poliennali Del Tesoro | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/39 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 98664 | &nbsp;&nbsp;&nbsp;&nbsp; 125511 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Italy Buoni Poliennali Del Tesoro | 4.150% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/39 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 90000 | &nbsp;&nbsp;&nbsp;&nbsp; 104539 |

---

------

Total International Bond II Index Fund

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;&nbsp;&nbsp;Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Italy Buoni Poliennali Del Tesoro | 3.100% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 47884 | &nbsp;&nbsp;&nbsp;&nbsp; 49323 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Italy Buoni Poliennali Del Tesoro | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 89462 | &nbsp;&nbsp;&nbsp;&nbsp; 113460 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Italy Buoni Poliennali Del Tesoro | 3.850% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 67418 | &nbsp;&nbsp;&nbsp;&nbsp; 75013 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Italy Buoni Poliennali Del Tesoro | 1.800% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 140982 | &nbsp;&nbsp;&nbsp;&nbsp; 119197 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Italy Buoni Poliennali Del Tesoro | 4.450% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 108036 | &nbsp;&nbsp;&nbsp;&nbsp; 127861 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Italy Buoni Poliennali Del Tesoro | 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 47379 | &nbsp;&nbsp;&nbsp;&nbsp; 58387 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Italy Buoni Poliennali Del Tesoro | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/30/45 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 66713 | &nbsp;&nbsp;&nbsp;&nbsp; 49535 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Italy Buoni Poliennali Del Tesoro | 4.100% | &nbsp;&nbsp;&nbsp;&nbsp; 4/30/46 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 44174 | &nbsp;&nbsp;&nbsp;&nbsp; 49943 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Italy Buoni Poliennali Del Tesoro | 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/46 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 61036 | &nbsp;&nbsp;&nbsp;&nbsp; 60537 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Italy Buoni Poliennali Del Tesoro | 2.700% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 67658 | &nbsp;&nbsp;&nbsp;&nbsp; 61079 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Italy Buoni Poliennali Del Tesoro | 3.450% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 62810 | &nbsp;&nbsp;&nbsp;&nbsp; 63674 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Italy Buoni Poliennali Del Tesoro | 3.850% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 135249 | &nbsp;&nbsp;&nbsp;&nbsp; 145072 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Italy Buoni Poliennali Del Tesoro | 2.450% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 74319 | &nbsp;&nbsp;&nbsp;&nbsp; 61407 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Italy Buoni Poliennali Del Tesoro | 1.700% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 75969 | &nbsp;&nbsp;&nbsp;&nbsp; 52781 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Italy Buoni Poliennali Del Tesoro | 2.150% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 20000 | &nbsp;&nbsp;&nbsp;&nbsp; 15134 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Italy Buoni Poliennali Del Tesoro | 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/53 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 47423 | &nbsp;&nbsp;&nbsp;&nbsp; 55179 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Italy Buoni Poliennali Del Tesoro | 4.300% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/54 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 93002 | &nbsp;&nbsp;&nbsp;&nbsp; 104329 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Italy Buoni Poliennali Del Tesoro | 2.800% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/67 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 47014 | &nbsp;&nbsp;&nbsp;&nbsp; 38303 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Italy Buoni Poliennali Del Tesoro | 2.150% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/72 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 12000 | &nbsp;&nbsp;&nbsp;&nbsp; 8199 |
|  | &nbsp;&nbsp;&nbsp;Republic of Italy | 6.000% | &nbsp;&nbsp;&nbsp;&nbsp; 8/4/28 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 5802 | &nbsp;&nbsp;&nbsp;&nbsp; 8006 |
|  |  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **8628127** |
| **Japan (11.7%)** | **Japan (11.7%)** | **Japan (11.7%)** | **Japan (11.7%)** |  |  |  |
|  | &nbsp;&nbsp;&nbsp;Aichi Prefecture | 0.075% | &nbsp;&nbsp;&nbsp;&nbsp; 5/20/27 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 2400000 | &nbsp;&nbsp;&nbsp;&nbsp; 16533 |
|  | &nbsp;&nbsp;&nbsp;Aichi Prefecture | 0.050% | &nbsp;&nbsp;&nbsp;&nbsp; 9/20/29 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 400000 | &nbsp;&nbsp;&nbsp;&nbsp; 2686 |
|  | &nbsp;&nbsp;&nbsp;Aichi Prefecture | 0.772% | &nbsp;&nbsp;&nbsp;&nbsp; 9/20/33 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 300000 | &nbsp;&nbsp;&nbsp;&nbsp; 2016 |
|  | &nbsp;&nbsp;&nbsp;Aichi Prefecture | 0.481% | &nbsp;&nbsp;&nbsp;&nbsp; 6/11/41 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 180000 | &nbsp;&nbsp;&nbsp;&nbsp; 974 |
|  | &nbsp;&nbsp;&nbsp;City of Yokohama Japan | 0.050% | &nbsp;&nbsp;&nbsp;&nbsp; 10/16/29 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 1500000 | &nbsp;&nbsp;&nbsp;&nbsp; 10066 |
|  | &nbsp;&nbsp;&nbsp;City of Yokohama Japan | 0.150% | &nbsp;&nbsp;&nbsp;&nbsp; 6/12/30 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 500000 | &nbsp;&nbsp;&nbsp;&nbsp; 3343 |
|  | &nbsp;&nbsp;&nbsp;Fukuoka Prefecture | 0.432% | &nbsp;&nbsp;&nbsp;&nbsp; 6/18/49 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 350000 | &nbsp;&nbsp;&nbsp;&nbsp; 1489 |
|  | &nbsp;&nbsp;&nbsp;Hyogo Prefecture | 1.020% | &nbsp;&nbsp;&nbsp;&nbsp; 7/13/29 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 750000 | &nbsp;&nbsp;&nbsp;&nbsp; 5258 |
|  | &nbsp;&nbsp;&nbsp;Hyogo Prefecture | 1.400% | &nbsp;&nbsp;&nbsp;&nbsp; 9/8/34 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 700000 | &nbsp;&nbsp;&nbsp;&nbsp; 4898 |
|  | &nbsp;&nbsp;&nbsp;Japan | 0.400% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 15000000 | &nbsp;&nbsp;&nbsp;&nbsp; 104723 |
|  | &nbsp;&nbsp;&nbsp;Japan | 0.005% | &nbsp;&nbsp;&nbsp;&nbsp; 6/20/26 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 8381900 | &nbsp;&nbsp;&nbsp;&nbsp; 58255 |
|  | &nbsp;&nbsp;&nbsp;Japan | 0.100% | &nbsp;&nbsp;&nbsp;&nbsp; 6/20/26 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 2649200 | &nbsp;&nbsp;&nbsp;&nbsp; 18433 |
|  | &nbsp;&nbsp;&nbsp;Japan | 0.400% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 10000000 | &nbsp;&nbsp;&nbsp;&nbsp; 69794 |
|  | &nbsp;&nbsp;&nbsp;Japan | 0.400% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 5000000 | &nbsp;&nbsp;&nbsp;&nbsp; 34890 |
|  | &nbsp;&nbsp;&nbsp;Japan | 0.400% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 11000000 | &nbsp;&nbsp;&nbsp;&nbsp; 76730 |
|  | &nbsp;&nbsp;&nbsp;Japan | 0.005% | &nbsp;&nbsp;&nbsp;&nbsp; 9/20/26 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 4996650 | &nbsp;&nbsp;&nbsp;&nbsp; 34664 |
|  | &nbsp;&nbsp;&nbsp;Japan | 0.100% | &nbsp;&nbsp;&nbsp;&nbsp; 9/20/26 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 3391300 | &nbsp;&nbsp;&nbsp;&nbsp; 23557 |
|  | &nbsp;&nbsp;&nbsp;Japan | 2.200% | &nbsp;&nbsp;&nbsp;&nbsp; 9/20/26 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 29300 | &nbsp;&nbsp;&nbsp;&nbsp; 209 |
|  | &nbsp;&nbsp;&nbsp;Japan | 2.300% | &nbsp;&nbsp;&nbsp;&nbsp; 9/20/26 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 17100 | &nbsp;&nbsp;&nbsp;&nbsp; 122 |
|  | &nbsp;&nbsp;&nbsp;Japan | 0.400% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 10000000 | &nbsp;&nbsp;&nbsp;&nbsp; 69736 |
|  | &nbsp;&nbsp;&nbsp;Japan | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 20000000 | &nbsp;&nbsp;&nbsp;&nbsp; 139617 |
|  | &nbsp;&nbsp;&nbsp;Japan | 0.600% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 20000000 | &nbsp;&nbsp;&nbsp;&nbsp; 139815 |
|  | &nbsp;&nbsp;&nbsp;Japan | 0.005% | &nbsp;&nbsp;&nbsp;&nbsp; 12/20/26 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 10100200 | &nbsp;&nbsp;&nbsp;&nbsp; 69926 |
|  | &nbsp;&nbsp;&nbsp;Japan | 0.100% | &nbsp;&nbsp;&nbsp;&nbsp; 12/20/26 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 6316650 | &nbsp;&nbsp;&nbsp;&nbsp; 43799 |
|  | &nbsp;&nbsp;&nbsp;Japan | 2.100% | &nbsp;&nbsp;&nbsp;&nbsp; 12/20/26 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 2437950 | &nbsp;&nbsp;&nbsp;&nbsp; 17455 |
|  | &nbsp;&nbsp;&nbsp;Japan | 0.600% | &nbsp;&nbsp;&nbsp;&nbsp; 1/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 15000000 | &nbsp;&nbsp;&nbsp;&nbsp; 104842 |
|  | &nbsp;&nbsp;&nbsp;Japan | 0.700% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 5000000 | &nbsp;&nbsp;&nbsp;&nbsp; 35000 |
|  | &nbsp;&nbsp;&nbsp;Japan | 0.005% | &nbsp;&nbsp;&nbsp;&nbsp; 3/20/27 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 13513350 | &nbsp;&nbsp;&nbsp;&nbsp; 93373 |
|  | &nbsp;&nbsp;&nbsp;Japan | 0.100% | &nbsp;&nbsp;&nbsp;&nbsp; 3/20/27 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 7478050 | &nbsp;&nbsp;&nbsp;&nbsp; 51760 |
|  | &nbsp;&nbsp;&nbsp;Japan | 0.100% | &nbsp;&nbsp;&nbsp;&nbsp; 3/20/27 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 10608850 | &nbsp;&nbsp;&nbsp;&nbsp; 73436 |
|  | &nbsp;&nbsp;&nbsp;Japan | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/20/27 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 487600 | &nbsp;&nbsp;&nbsp;&nbsp; 3496 |
|  | &nbsp;&nbsp;&nbsp;Japan | 2.100% | &nbsp;&nbsp;&nbsp;&nbsp; 3/20/27 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 170700 | &nbsp;&nbsp;&nbsp;&nbsp; 1226 |
|  | &nbsp;&nbsp;&nbsp;Japan | 0.900% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 15000000 | &nbsp;&nbsp;&nbsp;&nbsp; 105384 |
|  | &nbsp;&nbsp;&nbsp;Japan | 0.005% | &nbsp;&nbsp;&nbsp;&nbsp; 6/20/27 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 11604000 | &nbsp;&nbsp;&nbsp;&nbsp; 80033 |
|  | &nbsp;&nbsp;&nbsp;Japan | 0.100% | &nbsp;&nbsp;&nbsp;&nbsp; 6/20/27 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 9557150 | &nbsp;&nbsp;&nbsp;&nbsp; 66048 |
|  | &nbsp;&nbsp;&nbsp;Japan | 2.300% | &nbsp;&nbsp;&nbsp;&nbsp; 6/20/27 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 9800 | &nbsp;&nbsp;&nbsp;&nbsp; 71 |
|  | &nbsp;&nbsp;&nbsp;Japan | 0.100% | &nbsp;&nbsp;&nbsp;&nbsp; 9/20/27 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 5587000 | &nbsp;&nbsp;&nbsp;&nbsp; 38540 |
|  | &nbsp;&nbsp;&nbsp;Japan | 0.100% | &nbsp;&nbsp;&nbsp;&nbsp; 9/20/27 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 5900000 | &nbsp;&nbsp;&nbsp;&nbsp; 40702 |
|  | &nbsp;&nbsp;&nbsp;Japan | 2.200% | &nbsp;&nbsp;&nbsp;&nbsp; 9/20/27 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 1007350 | &nbsp;&nbsp;&nbsp;&nbsp; 7298 |
|  | &nbsp;&nbsp;&nbsp;Japan | 0.100% | &nbsp;&nbsp;&nbsp;&nbsp; 12/20/27 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 7492600 | &nbsp;&nbsp;&nbsp;&nbsp; 51597 |
|  | &nbsp;&nbsp;&nbsp;Japan | 0.200% | &nbsp;&nbsp;&nbsp;&nbsp; 12/20/27 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 8000000 | &nbsp;&nbsp;&nbsp;&nbsp; 55235 |
|  | &nbsp;&nbsp;&nbsp;Japan | 0.300% | &nbsp;&nbsp;&nbsp;&nbsp; 12/20/27 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 3000000 | &nbsp;&nbsp;&nbsp;&nbsp; 20769 |
|  | &nbsp;&nbsp;&nbsp;Japan | 2.100% | &nbsp;&nbsp;&nbsp;&nbsp; 12/20/27 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 1092700 | &nbsp;&nbsp;&nbsp;&nbsp; 7923 |
|  | &nbsp;&nbsp;&nbsp;Japan | 0.100% | &nbsp;&nbsp;&nbsp;&nbsp; 3/20/28 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 7007950 | &nbsp;&nbsp;&nbsp;&nbsp; 48169 |
|  | &nbsp;&nbsp;&nbsp;Japan | 0.100% | &nbsp;&nbsp;&nbsp;&nbsp; 3/20/28 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 6253000 | &nbsp;&nbsp;&nbsp;&nbsp; 42980 |
|  | &nbsp;&nbsp;&nbsp;Japan | 0.200% | &nbsp;&nbsp;&nbsp;&nbsp; 3/20/28 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 7450000 | &nbsp;&nbsp;&nbsp;&nbsp; 51353 |
|  | &nbsp;&nbsp;&nbsp;Japan | 2.200% | &nbsp;&nbsp;&nbsp;&nbsp; 3/20/28 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 1925950 | &nbsp;&nbsp;&nbsp;&nbsp; 14045 |

---

------

Total International Bond II Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;&nbsp;&nbsp;Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| &nbsp;&nbsp;&nbsp;Japan | 2.400% | &nbsp;&nbsp;&nbsp;&nbsp; 3/20/28 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 2852400 | &nbsp;&nbsp;&nbsp;&nbsp; 20909 |
| &nbsp;&nbsp;&nbsp;Japan | 0.100% | &nbsp;&nbsp;&nbsp;&nbsp; 6/20/28 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 5893400 | &nbsp;&nbsp;&nbsp;&nbsp; 40427 |
| &nbsp;&nbsp;&nbsp;Japan | 0.100% | &nbsp;&nbsp;&nbsp;&nbsp; 6/20/28 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 7000000 | &nbsp;&nbsp;&nbsp;&nbsp; 48011 |
| &nbsp;&nbsp;&nbsp;Japan | 0.200% | &nbsp;&nbsp;&nbsp;&nbsp; 6/20/28 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 6500000 | &nbsp;&nbsp;&nbsp;&nbsp; 44722 |
| &nbsp;&nbsp;&nbsp;Japan | 0.300% | &nbsp;&nbsp;&nbsp;&nbsp; 6/20/28 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 2000000 | &nbsp;&nbsp;&nbsp;&nbsp; 13804 |
| &nbsp;&nbsp;&nbsp;Japan | 2.400% | &nbsp;&nbsp;&nbsp;&nbsp; 6/20/28 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 3260200 | &nbsp;&nbsp;&nbsp;&nbsp; 23978 |
| &nbsp;&nbsp;&nbsp;Japan | 0.100% | &nbsp;&nbsp;&nbsp;&nbsp; 9/20/28 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 6689800 | &nbsp;&nbsp;&nbsp;&nbsp; 45790 |
| &nbsp;&nbsp;&nbsp;Japan | 0.300% | &nbsp;&nbsp;&nbsp;&nbsp; 9/20/28 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 5000000 | &nbsp;&nbsp;&nbsp;&nbsp; 34451 |
| &nbsp;&nbsp;&nbsp;Japan | 0.400% | &nbsp;&nbsp;&nbsp;&nbsp; 9/20/28 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 7600000 | &nbsp;&nbsp;&nbsp;&nbsp; 52538 |
| &nbsp;&nbsp;&nbsp;Japan | 2.100% | &nbsp;&nbsp;&nbsp;&nbsp; 9/20/28 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 2986900 | &nbsp;&nbsp;&nbsp;&nbsp; 21832 |
| &nbsp;&nbsp;&nbsp;Japan | 2.200% | &nbsp;&nbsp;&nbsp;&nbsp; 9/20/28 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 585150 | &nbsp;&nbsp;&nbsp;&nbsp; 4291 |
| &nbsp;&nbsp;&nbsp;Japan | 0.100% | &nbsp;&nbsp;&nbsp;&nbsp; 12/20/28 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 8723850 | &nbsp;&nbsp;&nbsp;&nbsp; 59549 |
| &nbsp;&nbsp;&nbsp;Japan | 0.200% | &nbsp;&nbsp;&nbsp;&nbsp; 12/20/28 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 10000000 | &nbsp;&nbsp;&nbsp;&nbsp; 68522 |
| &nbsp;&nbsp;&nbsp;Japan | 0.300% | &nbsp;&nbsp;&nbsp;&nbsp; 12/20/28 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 2000000 | &nbsp;&nbsp;&nbsp;&nbsp; 13739 |
| &nbsp;&nbsp;&nbsp;Japan | 0.300% | &nbsp;&nbsp;&nbsp;&nbsp; 12/20/28 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 8000000 | &nbsp;&nbsp;&nbsp;&nbsp; 55009 |
| &nbsp;&nbsp;&nbsp;Japan | 0.400% | &nbsp;&nbsp;&nbsp;&nbsp; 12/20/28 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 9000000 | &nbsp;&nbsp;&nbsp;&nbsp; 62104 |
| &nbsp;&nbsp;&nbsp;Japan | 1.900% | &nbsp;&nbsp;&nbsp;&nbsp; 12/20/28 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 3530200 | &nbsp;&nbsp;&nbsp;&nbsp; 25693 |
| &nbsp;&nbsp;&nbsp;Japan | 2.100% | &nbsp;&nbsp;&nbsp;&nbsp; 12/20/28 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 292600 | &nbsp;&nbsp;&nbsp;&nbsp; 2144 |
| &nbsp;&nbsp;&nbsp;Japan | 0.100% | &nbsp;&nbsp;&nbsp;&nbsp; 3/20/29 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 7240600 | &nbsp;&nbsp;&nbsp;&nbsp; 49301 |
| &nbsp;&nbsp;&nbsp;Japan | 0.400% | &nbsp;&nbsp;&nbsp;&nbsp; 3/20/29 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 11000000 | &nbsp;&nbsp;&nbsp;&nbsp; 75774 |
| &nbsp;&nbsp;&nbsp;Japan | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/20/29 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 15000000 | &nbsp;&nbsp;&nbsp;&nbsp; 103749 |
| &nbsp;&nbsp;&nbsp;Japan | 0.600% | &nbsp;&nbsp;&nbsp;&nbsp; 3/20/29 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 7000000 | &nbsp;&nbsp;&nbsp;&nbsp; 48590 |
| &nbsp;&nbsp;&nbsp;Japan | 1.900% | &nbsp;&nbsp;&nbsp;&nbsp; 3/20/29 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 2023500 | &nbsp;&nbsp;&nbsp;&nbsp; 14749 |
| &nbsp;&nbsp;&nbsp;Japan | 2.100% | &nbsp;&nbsp;&nbsp;&nbsp; 3/20/29 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 2200500 | &nbsp;&nbsp;&nbsp;&nbsp; 16155 |
| &nbsp;&nbsp;&nbsp;Japan | 0.100% | &nbsp;&nbsp;&nbsp;&nbsp; 6/20/29 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 7981850 | &nbsp;&nbsp;&nbsp;&nbsp; 54225 |
| &nbsp;&nbsp;&nbsp;Japan | 0.400% | &nbsp;&nbsp;&nbsp;&nbsp; 6/20/29 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 9000000 | &nbsp;&nbsp;&nbsp;&nbsp; 61897 |
| &nbsp;&nbsp;&nbsp;Japan | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/20/29 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 2000000 | &nbsp;&nbsp;&nbsp;&nbsp; 13779 |
| &nbsp;&nbsp;&nbsp;Japan | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/20/29 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 9000000 | &nbsp;&nbsp;&nbsp;&nbsp; 62097 |
| &nbsp;&nbsp;&nbsp;Japan | 0.600% | &nbsp;&nbsp;&nbsp;&nbsp; 6/20/29 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 11000000 | &nbsp;&nbsp;&nbsp;&nbsp; 76266 |
| &nbsp;&nbsp;&nbsp;Japan | 2.100% | &nbsp;&nbsp;&nbsp;&nbsp; 6/20/29 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 2696400 | &nbsp;&nbsp;&nbsp;&nbsp; 19846 |
| &nbsp;&nbsp;&nbsp;Japan | 0.100% | &nbsp;&nbsp;&nbsp;&nbsp; 9/20/29 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 5205600 | &nbsp;&nbsp;&nbsp;&nbsp; 35262 |
| &nbsp;&nbsp;&nbsp;Japan | 0.600% | &nbsp;&nbsp;&nbsp;&nbsp; 9/20/29 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 11000000 | &nbsp;&nbsp;&nbsp;&nbsp; 76140 |
| &nbsp;&nbsp;&nbsp;Japan | 0.700% | &nbsp;&nbsp;&nbsp;&nbsp; 9/20/29 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 20500000 | &nbsp;&nbsp;&nbsp;&nbsp; 142520 |
| &nbsp;&nbsp;&nbsp;Japan | 2.100% | &nbsp;&nbsp;&nbsp;&nbsp; 9/20/29 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 5792650 | &nbsp;&nbsp;&nbsp;&nbsp; 42719 |
| &nbsp;&nbsp;&nbsp;Japan | 2.800% | &nbsp;&nbsp;&nbsp;&nbsp; 9/20/29 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 1316550 | &nbsp;&nbsp;&nbsp;&nbsp; 9981 |
| &nbsp;&nbsp;&nbsp;Japan | 0.100% | &nbsp;&nbsp;&nbsp;&nbsp; 12/20/29 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 6308450 | &nbsp;&nbsp;&nbsp;&nbsp; 42641 |
| &nbsp;&nbsp;&nbsp;Japan | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 12/20/29 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 13000000 | &nbsp;&nbsp;&nbsp;&nbsp; 91516 |
| &nbsp;&nbsp;&nbsp;Japan | 1.100% | &nbsp;&nbsp;&nbsp;&nbsp; 12/20/29 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 12359200 | &nbsp;&nbsp;&nbsp;&nbsp; 87382 |
| &nbsp;&nbsp;&nbsp;Japan | 2.100% | &nbsp;&nbsp;&nbsp;&nbsp; 12/20/29 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 6356900 | &nbsp;&nbsp;&nbsp;&nbsp; 46962 |
| &nbsp;&nbsp;&nbsp;Japan | 2.200% | &nbsp;&nbsp;&nbsp;&nbsp; 12/20/29 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 2798800 | &nbsp;&nbsp;&nbsp;&nbsp; 20766 |
| &nbsp;&nbsp;&nbsp;Japan | 0.100% | &nbsp;&nbsp;&nbsp;&nbsp; 3/20/30 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 6000000 | &nbsp;&nbsp;&nbsp;&nbsp; 40429 |
| &nbsp;&nbsp;&nbsp;Japan | 2.100% | &nbsp;&nbsp;&nbsp;&nbsp; 3/20/30 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 6989050 | &nbsp;&nbsp;&nbsp;&nbsp; 51740 |
| &nbsp;&nbsp;&nbsp;Japan | 2.200% | &nbsp;&nbsp;&nbsp;&nbsp; 3/20/30 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 4771850 | &nbsp;&nbsp;&nbsp;&nbsp; 35481 |
| &nbsp;&nbsp;&nbsp;Japan | 2.300% | &nbsp;&nbsp;&nbsp;&nbsp; 5/20/30 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 82900 | &nbsp;&nbsp;&nbsp;&nbsp; 620 |
| &nbsp;&nbsp;&nbsp;Japan | 0.100% | &nbsp;&nbsp;&nbsp;&nbsp; 6/20/30 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 5066950 | &nbsp;&nbsp;&nbsp;&nbsp; 34051 |
| &nbsp;&nbsp;&nbsp;Japan | 1.600% | &nbsp;&nbsp;&nbsp;&nbsp; 6/20/30 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 277950 | &nbsp;&nbsp;&nbsp;&nbsp; 2014 |
| &nbsp;&nbsp;&nbsp;Japan | 1.800% | &nbsp;&nbsp;&nbsp;&nbsp; 6/20/30 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 19550 | &nbsp;&nbsp;&nbsp;&nbsp; 143 |
| &nbsp;&nbsp;&nbsp;Japan | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/20/30 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 2437950 | &nbsp;&nbsp;&nbsp;&nbsp; 18010 |
| &nbsp;&nbsp;&nbsp;Japan | 0.100% | &nbsp;&nbsp;&nbsp;&nbsp; 9/20/30 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 4883650 | &nbsp;&nbsp;&nbsp;&nbsp; 32737 |
| &nbsp;&nbsp;&nbsp;Japan | 1.800% | &nbsp;&nbsp;&nbsp;&nbsp; 9/20/30 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 682650 | &nbsp;&nbsp;&nbsp;&nbsp; 5003 |
| &nbsp;&nbsp;&nbsp;Japan | 1.900% | &nbsp;&nbsp;&nbsp;&nbsp; 9/20/30 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 2130750 | &nbsp;&nbsp;&nbsp;&nbsp; 15693 |
| &nbsp;&nbsp;&nbsp;Japan | 0.100% | &nbsp;&nbsp;&nbsp;&nbsp; 12/20/30 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 6079600 | &nbsp;&nbsp;&nbsp;&nbsp; 40671 |
| &nbsp;&nbsp;&nbsp;Japan | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 12/20/30 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 1462800 | &nbsp;&nbsp;&nbsp;&nbsp; 10852 |
| &nbsp;&nbsp;&nbsp;Japan | 2.100% | &nbsp;&nbsp;&nbsp;&nbsp; 12/20/30 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 5383600 | &nbsp;&nbsp;&nbsp;&nbsp; 40139 |
| &nbsp;&nbsp;&nbsp;Japan | 0.100% | &nbsp;&nbsp;&nbsp;&nbsp; 3/20/31 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 6583450 | &nbsp;&nbsp;&nbsp;&nbsp; 43962 |
| &nbsp;&nbsp;&nbsp;Japan | 1.900% | &nbsp;&nbsp;&nbsp;&nbsp; 3/20/31 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 2925550 | &nbsp;&nbsp;&nbsp;&nbsp; 21625 |
| &nbsp;&nbsp;&nbsp;Japan | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/20/31 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 5938750 | &nbsp;&nbsp;&nbsp;&nbsp; 44125 |
| &nbsp;&nbsp;&nbsp;Japan | 2.200% | &nbsp;&nbsp;&nbsp;&nbsp; 3/20/31 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 1643800 | &nbsp;&nbsp;&nbsp;&nbsp; 12345 |
| &nbsp;&nbsp;&nbsp;Japan | 0.100% | &nbsp;&nbsp;&nbsp;&nbsp; 6/20/31 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 5795650 | &nbsp;&nbsp;&nbsp;&nbsp; 38539 |
| &nbsp;&nbsp;&nbsp;Japan | 1.800% | &nbsp;&nbsp;&nbsp;&nbsp; 6/20/31 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 3599750 | &nbsp;&nbsp;&nbsp;&nbsp; 26489 |
| &nbsp;&nbsp;&nbsp;Japan | 1.900% | &nbsp;&nbsp;&nbsp;&nbsp; 6/20/31 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 4101150 | &nbsp;&nbsp;&nbsp;&nbsp; 30354 |
| &nbsp;&nbsp;&nbsp;Japan | 0.100% | &nbsp;&nbsp;&nbsp;&nbsp; 9/20/31 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 4362500 | &nbsp;&nbsp;&nbsp;&nbsp; 28929 |
| &nbsp;&nbsp;&nbsp;Japan | 1.700% | &nbsp;&nbsp;&nbsp;&nbsp; 9/20/31 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 5189650 | &nbsp;&nbsp;&nbsp;&nbsp; 38022 |
| &nbsp;&nbsp;&nbsp;Japan | 1.800% | &nbsp;&nbsp;&nbsp;&nbsp; 9/20/31 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 7223450 | &nbsp;&nbsp;&nbsp;&nbsp; 53224 |
| &nbsp;&nbsp;&nbsp;Japan | 0.100% | &nbsp;&nbsp;&nbsp;&nbsp; 12/20/31 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 4498300 | &nbsp;&nbsp;&nbsp;&nbsp; 29755 |
| &nbsp;&nbsp;&nbsp;Japan | 1.700% | &nbsp;&nbsp;&nbsp;&nbsp; 12/20/31 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 6066800 | &nbsp;&nbsp;&nbsp;&nbsp; 44480 |
| &nbsp;&nbsp;&nbsp;Japan | 1.800% | &nbsp;&nbsp;&nbsp;&nbsp; 12/20/31 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 7117350 | &nbsp;&nbsp;&nbsp;&nbsp; 52506 |
| &nbsp;&nbsp;&nbsp;Japan | 0.200% | &nbsp;&nbsp;&nbsp;&nbsp; 3/20/32 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 2300000 | &nbsp;&nbsp;&nbsp;&nbsp; 15264 |
| &nbsp;&nbsp;&nbsp;Japan | 1.600% | &nbsp;&nbsp;&nbsp;&nbsp; 3/20/32 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 2863850 | &nbsp;&nbsp;&nbsp;&nbsp; 20891 |
| &nbsp;&nbsp;&nbsp;Japan | 1.700% | &nbsp;&nbsp;&nbsp;&nbsp; 3/20/32 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 3010300 | &nbsp;&nbsp;&nbsp;&nbsp; 22085 |

---

------

Total International Bond II Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;&nbsp;&nbsp;Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| &nbsp;&nbsp;&nbsp;Japan | 1.800% | &nbsp;&nbsp;&nbsp;&nbsp; 3/20/32 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 5951000 | &nbsp;&nbsp;&nbsp;&nbsp; 43943 |
| &nbsp;&nbsp;&nbsp;Japan | 2.300% | &nbsp;&nbsp;&nbsp;&nbsp; 5/20/32 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 1200000 | &nbsp;&nbsp;&nbsp;&nbsp; 9146 |
| &nbsp;&nbsp;&nbsp;Japan | 0.200% | &nbsp;&nbsp;&nbsp;&nbsp; 6/20/32 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 3900000 | &nbsp;&nbsp;&nbsp;&nbsp; 25788 |
| &nbsp;&nbsp;&nbsp;Japan | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/20/32 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 3971850 | &nbsp;&nbsp;&nbsp;&nbsp; 28765 |
| &nbsp;&nbsp;&nbsp;Japan | 1.600% | &nbsp;&nbsp;&nbsp;&nbsp; 6/20/32 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 4015400 | &nbsp;&nbsp;&nbsp;&nbsp; 29268 |
| &nbsp;&nbsp;&nbsp;Japan | 1.700% | &nbsp;&nbsp;&nbsp;&nbsp; 6/20/32 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 2800000 | &nbsp;&nbsp;&nbsp;&nbsp; 20550 |
| &nbsp;&nbsp;&nbsp;Japan | 0.200% | &nbsp;&nbsp;&nbsp;&nbsp; 9/20/32 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 3000000 | &nbsp;&nbsp;&nbsp;&nbsp; 19775 |
| &nbsp;&nbsp;&nbsp;Japan | 1.700% | &nbsp;&nbsp;&nbsp;&nbsp; 9/20/32 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 9337900 | &nbsp;&nbsp;&nbsp;&nbsp; 68487 |
| &nbsp;&nbsp;&nbsp;Japan | 1.800% | &nbsp;&nbsp;&nbsp;&nbsp; 11/22/32 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 1200000 | &nbsp;&nbsp;&nbsp;&nbsp; 8861 |
| &nbsp;&nbsp;&nbsp;Japan | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 12/20/32 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 4600000 | &nbsp;&nbsp;&nbsp;&nbsp; 30904 |
| &nbsp;&nbsp;&nbsp;Japan | 1.700% | &nbsp;&nbsp;&nbsp;&nbsp; 12/20/32 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 7875600 | &nbsp;&nbsp;&nbsp;&nbsp; 57750 |
| &nbsp;&nbsp;&nbsp;Japan | 1.800% | &nbsp;&nbsp;&nbsp;&nbsp; 12/20/32 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 4625550 | &nbsp;&nbsp;&nbsp;&nbsp; 34153 |
| &nbsp;&nbsp;&nbsp;Japan | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/20/33 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 8450000 | &nbsp;&nbsp;&nbsp;&nbsp; 56599 |
| &nbsp;&nbsp;&nbsp;Japan | 1.100% | &nbsp;&nbsp;&nbsp;&nbsp; 3/20/33 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 1200000 | &nbsp;&nbsp;&nbsp;&nbsp; 8417 |
| &nbsp;&nbsp;&nbsp;Japan | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/20/33 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 6038850 | &nbsp;&nbsp;&nbsp;&nbsp; 43638 |
| &nbsp;&nbsp;&nbsp;Japan | 1.600% | &nbsp;&nbsp;&nbsp;&nbsp; 3/20/33 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 6493850 | &nbsp;&nbsp;&nbsp;&nbsp; 47274 |
| &nbsp;&nbsp;&nbsp;Japan | 0.400% | &nbsp;&nbsp;&nbsp;&nbsp; 6/20/33 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 14500000 | &nbsp;&nbsp;&nbsp;&nbsp; 95955 |
| &nbsp;&nbsp;&nbsp;Japan | 1.700% | &nbsp;&nbsp;&nbsp;&nbsp; 6/20/33 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 2152750 | &nbsp;&nbsp;&nbsp;&nbsp; 15775 |
| &nbsp;&nbsp;&nbsp;Japan | 1.700% | &nbsp;&nbsp;&nbsp;&nbsp; 6/20/33 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 11321550 | &nbsp;&nbsp;&nbsp;&nbsp; 82960 |
| &nbsp;&nbsp;&nbsp;Japan | 0.800% | &nbsp;&nbsp;&nbsp;&nbsp; 9/20/33 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 11121250 | &nbsp;&nbsp;&nbsp;&nbsp; 75833 |
| &nbsp;&nbsp;&nbsp;Japan | 1.700% | &nbsp;&nbsp;&nbsp;&nbsp; 9/20/33 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 11247400 | &nbsp;&nbsp;&nbsp;&nbsp; 82322 |
| &nbsp;&nbsp;&nbsp;Japan | 0.600% | &nbsp;&nbsp;&nbsp;&nbsp; 12/20/33 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 26250000 | &nbsp;&nbsp;&nbsp;&nbsp; 175392 |
| &nbsp;&nbsp;&nbsp;Japan | 0.700% | &nbsp;&nbsp;&nbsp;&nbsp; 12/20/33 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 4000000 | &nbsp;&nbsp;&nbsp;&nbsp; 26813 |
| &nbsp;&nbsp;&nbsp;Japan | 1.600% | &nbsp;&nbsp;&nbsp;&nbsp; 12/20/33 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 8848700 | &nbsp;&nbsp;&nbsp;&nbsp; 64205 |
| &nbsp;&nbsp;&nbsp;Japan | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 12/20/33 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 2560800 | &nbsp;&nbsp;&nbsp;&nbsp; 19166 |
| &nbsp;&nbsp;&nbsp;Japan | 0.800% | &nbsp;&nbsp;&nbsp;&nbsp; 3/20/34 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 31000000 | &nbsp;&nbsp;&nbsp;&nbsp; 209876 |
| &nbsp;&nbsp;&nbsp;Japan | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/20/34 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 4000000 | &nbsp;&nbsp;&nbsp;&nbsp; 27440 |
| &nbsp;&nbsp;&nbsp;Japan | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/20/34 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 8735200 | &nbsp;&nbsp;&nbsp;&nbsp; 62740 |
| &nbsp;&nbsp;&nbsp;Japan | 2.400% | &nbsp;&nbsp;&nbsp;&nbsp; 3/20/34 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 1804100 | &nbsp;&nbsp;&nbsp;&nbsp; 13910 |
| &nbsp;&nbsp;&nbsp;Japan | 1.100% | &nbsp;&nbsp;&nbsp;&nbsp; 6/20/34 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 31000000 | &nbsp;&nbsp;&nbsp;&nbsp; 214670 |
| &nbsp;&nbsp;&nbsp;Japan | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/20/34 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 10287850 | &nbsp;&nbsp;&nbsp;&nbsp; 73721 |
| &nbsp;&nbsp;&nbsp;Japan | 2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/20/34 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 1581550 | &nbsp;&nbsp;&nbsp;&nbsp; 12288 |
| &nbsp;&nbsp;&nbsp;Japan | 0.900% | &nbsp;&nbsp;&nbsp;&nbsp; 9/20/34 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 38000000 | &nbsp;&nbsp;&nbsp;&nbsp; 257598 |
| &nbsp;&nbsp;&nbsp;Japan | 1.400% | &nbsp;&nbsp;&nbsp;&nbsp; 9/20/34 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 11414050 | &nbsp;&nbsp;&nbsp;&nbsp; 80885 |
| &nbsp;&nbsp;&nbsp;Japan | 2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 9/20/34 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 395050 | &nbsp;&nbsp;&nbsp;&nbsp; 3068 |
| &nbsp;&nbsp;&nbsp;Japan | 1.200% | &nbsp;&nbsp;&nbsp;&nbsp; 12/20/34 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 12236350 | &nbsp;&nbsp;&nbsp;&nbsp; 84948 |
| &nbsp;&nbsp;&nbsp;Japan | 1.200% | &nbsp;&nbsp;&nbsp;&nbsp; 12/20/34 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 12300000 | &nbsp;&nbsp;&nbsp;&nbsp; 85393 |
| &nbsp;&nbsp;&nbsp;Japan | 2.400% | &nbsp;&nbsp;&nbsp;&nbsp; 12/20/34 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 1121450 | &nbsp;&nbsp;&nbsp;&nbsp; 8635 |
| &nbsp;&nbsp;&nbsp;Japan | 1.200% | &nbsp;&nbsp;&nbsp;&nbsp; 3/20/35 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 12679700 | &nbsp;&nbsp;&nbsp;&nbsp; 87766 |
| &nbsp;&nbsp;&nbsp;Japan | 2.300% | &nbsp;&nbsp;&nbsp;&nbsp; 3/20/35 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 1419000 | &nbsp;&nbsp;&nbsp;&nbsp; 10827 |
| &nbsp;&nbsp;&nbsp;Japan | 1.300% | &nbsp;&nbsp;&nbsp;&nbsp; 6/20/35 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 10294150 | &nbsp;&nbsp;&nbsp;&nbsp; 71685 |
| &nbsp;&nbsp;&nbsp;Japan | 2.300% | &nbsp;&nbsp;&nbsp;&nbsp; 6/20/35 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 1745550 | &nbsp;&nbsp;&nbsp;&nbsp; 13308 |
| &nbsp;&nbsp;&nbsp;Japan | 1.200% | &nbsp;&nbsp;&nbsp;&nbsp; 9/20/35 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 13302000 | &nbsp;&nbsp;&nbsp;&nbsp; 91434 |
| &nbsp;&nbsp;&nbsp;Japan | 2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 9/20/35 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 487600 | &nbsp;&nbsp;&nbsp;&nbsp; 3780 |
| &nbsp;&nbsp;&nbsp;Japan | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 12/20/35 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 12679950 | &nbsp;&nbsp;&nbsp;&nbsp; 85083 |
| &nbsp;&nbsp;&nbsp;Japan | 2.300% | &nbsp;&nbsp;&nbsp;&nbsp; 12/20/35 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 1223850 | &nbsp;&nbsp;&nbsp;&nbsp; 9310 |
| &nbsp;&nbsp;&nbsp;Japan | 0.400% | &nbsp;&nbsp;&nbsp;&nbsp; 3/20/36 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 11435200 | &nbsp;&nbsp;&nbsp;&nbsp; 71643 |
| &nbsp;&nbsp;&nbsp;Japan | 2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/20/36 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 1076600 | &nbsp;&nbsp;&nbsp;&nbsp; 8334 |
| &nbsp;&nbsp;&nbsp;Japan | 0.200% | &nbsp;&nbsp;&nbsp;&nbsp; 6/20/36 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 11427100 | &nbsp;&nbsp;&nbsp;&nbsp; 69543 |
| &nbsp;&nbsp;&nbsp;Japan | 2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/20/36 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 707050 | &nbsp;&nbsp;&nbsp;&nbsp; 5468 |
| &nbsp;&nbsp;&nbsp;Japan | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 9/20/36 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 14032150 | &nbsp;&nbsp;&nbsp;&nbsp; 87947 |
| &nbsp;&nbsp;&nbsp;Japan | 2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 9/20/36 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 292600 | &nbsp;&nbsp;&nbsp;&nbsp; 2261 |
| &nbsp;&nbsp;&nbsp;Japan | 0.600% | &nbsp;&nbsp;&nbsp;&nbsp; 12/20/36 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 13134600 | &nbsp;&nbsp;&nbsp;&nbsp; 82852 |
| &nbsp;&nbsp;&nbsp;Japan | 2.300% | &nbsp;&nbsp;&nbsp;&nbsp; 12/20/36 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 393950 | &nbsp;&nbsp;&nbsp;&nbsp; 2982 |
| &nbsp;&nbsp;&nbsp;Japan | 0.700% | &nbsp;&nbsp;&nbsp;&nbsp; 3/20/37 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 13279500 | &nbsp;&nbsp;&nbsp;&nbsp; 84307 |
| &nbsp;&nbsp;&nbsp;Japan | 2.400% | &nbsp;&nbsp;&nbsp;&nbsp; 3/20/37 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 2462150 | &nbsp;&nbsp;&nbsp;&nbsp; 18798 |
| &nbsp;&nbsp;&nbsp;Japan | 0.600% | &nbsp;&nbsp;&nbsp;&nbsp; 6/20/37 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 12160750 | &nbsp;&nbsp;&nbsp;&nbsp; 75871 |
| &nbsp;&nbsp;&nbsp;Japan | 0.600% | &nbsp;&nbsp;&nbsp;&nbsp; 9/20/37 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 15326450 | &nbsp;&nbsp;&nbsp;&nbsp; 95056 |
| &nbsp;&nbsp;&nbsp;Japan | 2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 9/20/37 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 1128350 | &nbsp;&nbsp;&nbsp;&nbsp; 8678 |
| &nbsp;&nbsp;&nbsp;Japan | 0.600% | &nbsp;&nbsp;&nbsp;&nbsp; 12/20/37 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 12888600 | &nbsp;&nbsp;&nbsp;&nbsp; 79493 |
| &nbsp;&nbsp;&nbsp;Japan | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/20/38 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 14964950 | &nbsp;&nbsp;&nbsp;&nbsp; 90502 |
| &nbsp;&nbsp;&nbsp;Japan | 2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/20/38 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 3832300 | &nbsp;&nbsp;&nbsp;&nbsp; 29378 |
| &nbsp;&nbsp;&nbsp;Japan | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/20/38 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 16283200 | &nbsp;&nbsp;&nbsp;&nbsp; 97831 |
| &nbsp;&nbsp;&nbsp;Japan | 0.700% | &nbsp;&nbsp;&nbsp;&nbsp; 9/20/38 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 14220350 | &nbsp;&nbsp;&nbsp;&nbsp; 87278 |
| &nbsp;&nbsp;&nbsp;Japan | 2.400% | &nbsp;&nbsp;&nbsp;&nbsp; 9/20/38 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 3654600 | &nbsp;&nbsp;&nbsp;&nbsp; 27601 |
| &nbsp;&nbsp;&nbsp;Japan | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 12/20/38 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 14377150 | &nbsp;&nbsp;&nbsp;&nbsp; 85283 |
| &nbsp;&nbsp;&nbsp;Japan | 0.400% | &nbsp;&nbsp;&nbsp;&nbsp; 3/20/39 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 10093350 | &nbsp;&nbsp;&nbsp;&nbsp; 58646 |
| &nbsp;&nbsp;&nbsp;Japan | 2.300% | &nbsp;&nbsp;&nbsp;&nbsp; 3/20/39 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 4758050 | &nbsp;&nbsp;&nbsp;&nbsp; 35386 |
| &nbsp;&nbsp;&nbsp;Japan | 0.300% | &nbsp;&nbsp;&nbsp;&nbsp; 6/20/39 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 16197650 | &nbsp;&nbsp;&nbsp;&nbsp; 92067 |
| &nbsp;&nbsp;&nbsp;Japan | 0.300% | &nbsp;&nbsp;&nbsp;&nbsp; 9/20/39 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 13447050 | &nbsp;&nbsp;&nbsp;&nbsp; 75887 |

---

------

Total International Bond II Index Fund

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;&nbsp;&nbsp;Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Japan | 2.200% | &nbsp;&nbsp;&nbsp;&nbsp; 9/20/39 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 5453150 | &nbsp;&nbsp;&nbsp;&nbsp; 39884 |
|  | &nbsp;&nbsp;&nbsp;Japan | 0.300% | &nbsp;&nbsp;&nbsp;&nbsp; 12/20/39 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 17048200 | &nbsp;&nbsp;&nbsp;&nbsp; 95550 |
|  | &nbsp;&nbsp;&nbsp;Japan | 0.400% | &nbsp;&nbsp;&nbsp;&nbsp; 3/20/40 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 13326800 | &nbsp;&nbsp;&nbsp;&nbsp; 75389 |
|  | &nbsp;&nbsp;&nbsp;Japan | 2.300% | &nbsp;&nbsp;&nbsp;&nbsp; 3/20/40 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 9003150 | &nbsp;&nbsp;&nbsp;&nbsp; 66426 |
|  | &nbsp;&nbsp;&nbsp;Japan | 0.400% | &nbsp;&nbsp;&nbsp;&nbsp; 6/20/40 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 17481350 | &nbsp;&nbsp;&nbsp;&nbsp; 98219 |
|  | &nbsp;&nbsp;&nbsp;Japan | 0.400% | &nbsp;&nbsp;&nbsp;&nbsp; 9/20/40 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 19256200 | &nbsp;&nbsp;&nbsp;&nbsp; 107408 |
|  | &nbsp;&nbsp;&nbsp;Japan | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/20/40 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 9465300 | &nbsp;&nbsp;&nbsp;&nbsp; 66872 |
|  | &nbsp;&nbsp;&nbsp;Japan | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 12/20/40 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 20446750 | &nbsp;&nbsp;&nbsp;&nbsp; 115149 |
|  | &nbsp;&nbsp;&nbsp;Japan | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/20/41 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 15895350 | &nbsp;&nbsp;&nbsp;&nbsp; 88984 |
|  | &nbsp;&nbsp;&nbsp;Japan | 2.200% | &nbsp;&nbsp;&nbsp;&nbsp; 3/20/41 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 9369300 | &nbsp;&nbsp;&nbsp;&nbsp; 67587 |
|  | &nbsp;&nbsp;&nbsp;Japan | 0.400% | &nbsp;&nbsp;&nbsp;&nbsp; 6/20/41 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 15410200 | &nbsp;&nbsp;&nbsp;&nbsp; 84207 |
|  | &nbsp;&nbsp;&nbsp;Japan | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 9/20/41 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 19537250 | &nbsp;&nbsp;&nbsp;&nbsp; 107871 |
|  | &nbsp;&nbsp;&nbsp;Japan | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/20/41 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 11488400 | &nbsp;&nbsp;&nbsp;&nbsp; 80186 |
|  | &nbsp;&nbsp;&nbsp;Japan | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 12/20/41 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 12801350 | &nbsp;&nbsp;&nbsp;&nbsp; 70232 |
|  | &nbsp;&nbsp;&nbsp;Japan | 0.800% | &nbsp;&nbsp;&nbsp;&nbsp; 3/20/42 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 18138550 | &nbsp;&nbsp;&nbsp;&nbsp; 104356 |
|  | &nbsp;&nbsp;&nbsp;Japan | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/20/42 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 10942400 | &nbsp;&nbsp;&nbsp;&nbsp; 76011 |
|  | &nbsp;&nbsp;&nbsp;Japan | 0.900% | &nbsp;&nbsp;&nbsp;&nbsp; 6/20/42 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 17191000 | &nbsp;&nbsp;&nbsp;&nbsp; 100083 |
|  | &nbsp;&nbsp;&nbsp;Japan | 1.100% | &nbsp;&nbsp;&nbsp;&nbsp; 9/20/42 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 15190000 | &nbsp;&nbsp;&nbsp;&nbsp; 91061 |
|  | &nbsp;&nbsp;&nbsp;Japan | 1.900% | &nbsp;&nbsp;&nbsp;&nbsp; 9/20/42 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 15232950 | &nbsp;&nbsp;&nbsp;&nbsp; 103751 |
|  | &nbsp;&nbsp;&nbsp;Japan | 1.400% | &nbsp;&nbsp;&nbsp;&nbsp; 12/20/42 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 15270000 | &nbsp;&nbsp;&nbsp;&nbsp; 95854 |
|  | &nbsp;&nbsp;&nbsp;Japan | 1.100% | &nbsp;&nbsp;&nbsp;&nbsp; 3/20/43 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 14500000 | &nbsp;&nbsp;&nbsp;&nbsp; 86157 |
|  | &nbsp;&nbsp;&nbsp;Japan | 1.800% | &nbsp;&nbsp;&nbsp;&nbsp; 3/20/43 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 9770250 | &nbsp;&nbsp;&nbsp;&nbsp; 65146 |
|  | &nbsp;&nbsp;&nbsp;Japan | 1.100% | &nbsp;&nbsp;&nbsp;&nbsp; 6/20/43 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 14319250 | &nbsp;&nbsp;&nbsp;&nbsp; 84704 |
|  | &nbsp;&nbsp;&nbsp;Japan | 1.900% | &nbsp;&nbsp;&nbsp;&nbsp; 6/20/43 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 7860900 | &nbsp;&nbsp;&nbsp;&nbsp; 53096 |
|  | &nbsp;&nbsp;&nbsp;Japan | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 9/20/43 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 17377950 | &nbsp;&nbsp;&nbsp;&nbsp; 109727 |
|  | &nbsp;&nbsp;&nbsp;Japan | 1.800% | &nbsp;&nbsp;&nbsp;&nbsp; 9/20/43 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 6908950 | &nbsp;&nbsp;&nbsp;&nbsp; 45800 |
|  | &nbsp;&nbsp;&nbsp;Japan | 1.300% | &nbsp;&nbsp;&nbsp;&nbsp; 12/20/43 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 13000000 | &nbsp;&nbsp;&nbsp;&nbsp; 78940 |
|  | &nbsp;&nbsp;&nbsp;Japan | 1.700% | &nbsp;&nbsp;&nbsp;&nbsp; 12/20/43 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 7751900 | &nbsp;&nbsp;&nbsp;&nbsp; 50376 |
|  | &nbsp;&nbsp;&nbsp;Japan | 1.600% | &nbsp;&nbsp;&nbsp;&nbsp; 3/20/44 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 14000000 | &nbsp;&nbsp;&nbsp;&nbsp; 89185 |
|  | &nbsp;&nbsp;&nbsp;Japan | 1.700% | &nbsp;&nbsp;&nbsp;&nbsp; 3/20/44 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 8401000 | &nbsp;&nbsp;&nbsp;&nbsp; 54435 |
|  | &nbsp;&nbsp;&nbsp;Japan | 1.700% | &nbsp;&nbsp;&nbsp;&nbsp; 6/20/44 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 5029200 | &nbsp;&nbsp;&nbsp;&nbsp; 32471 |
|  | &nbsp;&nbsp;&nbsp;Japan | 1.900% | &nbsp;&nbsp;&nbsp;&nbsp; 6/20/44 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 14500000 | &nbsp;&nbsp;&nbsp;&nbsp; 96779 |
|  | &nbsp;&nbsp;&nbsp;Japan | 1.700% | &nbsp;&nbsp;&nbsp;&nbsp; 9/20/44 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 7417700 | &nbsp;&nbsp;&nbsp;&nbsp; 47764 |
|  | &nbsp;&nbsp;&nbsp;Japan | 1.800% | &nbsp;&nbsp;&nbsp;&nbsp; 9/20/44 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 14000000 | &nbsp;&nbsp;&nbsp;&nbsp; 91714 |
|  | &nbsp;&nbsp;&nbsp;Japan | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 12/20/44 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 4815200 | &nbsp;&nbsp;&nbsp;&nbsp; 29862 |
|  | &nbsp;&nbsp;&nbsp;Japan | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 12/20/44 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 1700000 | &nbsp;&nbsp;&nbsp;&nbsp; 11479 |
|  | &nbsp;&nbsp;&nbsp;Japan | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/20/45 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 8010100 | &nbsp;&nbsp;&nbsp;&nbsp; 49491 |
|  | &nbsp;&nbsp;&nbsp;Japan | 1.600% | &nbsp;&nbsp;&nbsp;&nbsp; 6/20/45 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 4547900 | &nbsp;&nbsp;&nbsp;&nbsp; 28529 |
|  | &nbsp;&nbsp;&nbsp;Japan | 1.400% | &nbsp;&nbsp;&nbsp;&nbsp; 9/20/45 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 3044500 | &nbsp;&nbsp;&nbsp;&nbsp; 18338 |
|  | &nbsp;&nbsp;&nbsp;Japan | 1.400% | &nbsp;&nbsp;&nbsp;&nbsp; 12/20/45 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 4637850 | &nbsp;&nbsp;&nbsp;&nbsp; 27825 |
|  | &nbsp;&nbsp;&nbsp;Japan | 0.800% | &nbsp;&nbsp;&nbsp;&nbsp; 3/20/46 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 8448350 | &nbsp;&nbsp;&nbsp;&nbsp; 44635 |
|  | &nbsp;&nbsp;&nbsp;Japan | 0.300% | &nbsp;&nbsp;&nbsp;&nbsp; 6/20/46 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 7453300 | &nbsp;&nbsp;&nbsp;&nbsp; 34820 |
|  | &nbsp;&nbsp;&nbsp;Japan | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 9/20/46 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 8752050 | &nbsp;&nbsp;&nbsp;&nbsp; 42665 |
|  | &nbsp;&nbsp;&nbsp;Japan | 0.600% | &nbsp;&nbsp;&nbsp;&nbsp; 12/20/46 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 7442850 | &nbsp;&nbsp;&nbsp;&nbsp; 36919 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;Japan | 0.800% | &nbsp;&nbsp;&nbsp;&nbsp; 3/20/47 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 6707600 | &nbsp;&nbsp;&nbsp;&nbsp; 34689 |
|  | &nbsp;&nbsp;&nbsp;Japan | 0.800% | &nbsp;&nbsp;&nbsp;&nbsp; 6/20/47 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 7530600 | &nbsp;&nbsp;&nbsp;&nbsp; 38707 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;Japan | 0.800% | &nbsp;&nbsp;&nbsp;&nbsp; 9/20/47 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 6910400 | &nbsp;&nbsp;&nbsp;&nbsp; 35327 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;Japan | 0.800% | &nbsp;&nbsp;&nbsp;&nbsp; 12/20/47 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 7796450 | &nbsp;&nbsp;&nbsp;&nbsp; 39619 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;Japan | 0.800% | &nbsp;&nbsp;&nbsp;&nbsp; 3/20/48 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 7120450 | &nbsp;&nbsp;&nbsp;&nbsp; 36002 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;Japan | 2.400% | &nbsp;&nbsp;&nbsp;&nbsp; 3/20/48 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 660050 | &nbsp;&nbsp;&nbsp;&nbsp; 4632 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;Japan | 0.700% | &nbsp;&nbsp;&nbsp;&nbsp; 6/20/48 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 9407600 | &nbsp;&nbsp;&nbsp;&nbsp; 46090 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;Japan | 0.900% | &nbsp;&nbsp;&nbsp;&nbsp; 9/20/48 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 5500950 | &nbsp;&nbsp;&nbsp;&nbsp; 28174 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;Japan | 0.700% | &nbsp;&nbsp;&nbsp;&nbsp; 12/20/48 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 7541900 | &nbsp;&nbsp;&nbsp;&nbsp; 36550 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;Japan | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/20/49 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 8208950 | &nbsp;&nbsp;&nbsp;&nbsp; 37486 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;Japan | 2.200% | &nbsp;&nbsp;&nbsp;&nbsp; 3/20/49 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 2992350 | &nbsp;&nbsp;&nbsp;&nbsp; 20077 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;Japan | 0.400% | &nbsp;&nbsp;&nbsp;&nbsp; 6/20/49 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 3325050 | &nbsp;&nbsp;&nbsp;&nbsp; 14658 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;Japan | 0.400% | &nbsp;&nbsp;&nbsp;&nbsp; 9/20/49 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 6870800 | &nbsp;&nbsp;&nbsp;&nbsp; 30086 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;Japan | 0.400% | &nbsp;&nbsp;&nbsp;&nbsp; 12/20/49 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 5895150 | &nbsp;&nbsp;&nbsp;&nbsp; 25631 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;Japan | 0.400% | &nbsp;&nbsp;&nbsp;&nbsp; 3/20/50 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 11219450 | &nbsp;&nbsp;&nbsp;&nbsp; 48404 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;Japan | 2.200% | &nbsp;&nbsp;&nbsp;&nbsp; 3/20/50 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 2352200 | &nbsp;&nbsp;&nbsp;&nbsp; 15629 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;Japan | 0.600% | &nbsp;&nbsp;&nbsp;&nbsp; 6/20/50 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 10665650 | &nbsp;&nbsp;&nbsp;&nbsp; 48368 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;Japan | 0.600% | &nbsp;&nbsp;&nbsp;&nbsp; 9/20/50 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 11171950 | &nbsp;&nbsp;&nbsp;&nbsp; 50312 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;Japan | 0.700% | &nbsp;&nbsp;&nbsp;&nbsp; 12/20/50 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 12867950 | &nbsp;&nbsp;&nbsp;&nbsp; 59228 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;Japan | 0.700% | &nbsp;&nbsp;&nbsp;&nbsp; 3/20/51 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 12841600 | &nbsp;&nbsp;&nbsp;&nbsp; 58655 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;Japan | 2.200% | &nbsp;&nbsp;&nbsp;&nbsp; 3/20/51 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 6451000 | &nbsp;&nbsp;&nbsp;&nbsp; 42234 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;Japan | 0.700% | &nbsp;&nbsp;&nbsp;&nbsp; 6/20/51 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 12125200 | &nbsp;&nbsp;&nbsp;&nbsp; 54946 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;Japan | 0.700% | &nbsp;&nbsp;&nbsp;&nbsp; 9/20/51 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 12652500 | &nbsp;&nbsp;&nbsp;&nbsp; 57026 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;Japan | 0.700% | &nbsp;&nbsp;&nbsp;&nbsp; 12/20/51 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 14199900 | &nbsp;&nbsp;&nbsp;&nbsp; 63646 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;Japan | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/20/52 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 13197000 | &nbsp;&nbsp;&nbsp;&nbsp; 64135 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;Japan | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/20/52 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 7427650 | &nbsp;&nbsp;&nbsp;&nbsp; 46084 |

---

------

Total International Bond II Index Fund

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;&nbsp;&nbsp;Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;Japan | 1.300% | &nbsp;&nbsp;&nbsp;&nbsp; 6/20/52 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 13143000 | &nbsp;&nbsp;&nbsp;&nbsp; 68922 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;Japan | 1.400% | &nbsp;&nbsp;&nbsp;&nbsp; 9/20/52 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 11850000 | &nbsp;&nbsp;&nbsp;&nbsp; 63516 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;Japan | 1.600% | &nbsp;&nbsp;&nbsp;&nbsp; 12/20/52 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 11500000 | &nbsp;&nbsp;&nbsp;&nbsp; 64538 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;Japan | 1.400% | &nbsp;&nbsp;&nbsp;&nbsp; 3/20/53 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 12600000 | &nbsp;&nbsp;&nbsp;&nbsp; 67078 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;Japan | 1.900% | &nbsp;&nbsp;&nbsp;&nbsp; 3/20/53 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 4500550 | &nbsp;&nbsp;&nbsp;&nbsp; 27047 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;Japan | 1.200% | &nbsp;&nbsp;&nbsp;&nbsp; 6/20/53 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 13100000 | &nbsp;&nbsp;&nbsp;&nbsp; 65830 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;Japan | 1.800% | &nbsp;&nbsp;&nbsp;&nbsp; 9/20/53 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 12242500 | &nbsp;&nbsp;&nbsp;&nbsp; 71494 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;Japan | 1.600% | &nbsp;&nbsp;&nbsp;&nbsp; 12/20/53 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 12800000 | &nbsp;&nbsp;&nbsp;&nbsp; 70929 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;Japan | 1.700% | &nbsp;&nbsp;&nbsp;&nbsp; 3/20/54 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 4998450 | &nbsp;&nbsp;&nbsp;&nbsp; 28317 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;Japan | 1.800% | &nbsp;&nbsp;&nbsp;&nbsp; 3/20/54 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 14030000 | &nbsp;&nbsp;&nbsp;&nbsp; 81436 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;Japan | 2.200% | &nbsp;&nbsp;&nbsp;&nbsp; 6/20/54 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 12800000 | &nbsp;&nbsp;&nbsp;&nbsp; 81395 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;Japan | 2.100% | &nbsp;&nbsp;&nbsp;&nbsp; 9/20/54 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 12000000 | &nbsp;&nbsp;&nbsp;&nbsp; 74548 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;Japan | 2.300% | &nbsp;&nbsp;&nbsp;&nbsp; 12/20/54 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 4200000 | &nbsp;&nbsp;&nbsp;&nbsp; 27201 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;Japan | 1.400% | &nbsp;&nbsp;&nbsp;&nbsp; 3/20/55 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 5707050 | &nbsp;&nbsp;&nbsp;&nbsp; 29640 |
|  | &nbsp;&nbsp;&nbsp;Japan | 0.400% | &nbsp;&nbsp;&nbsp;&nbsp; 3/20/56 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 12545950 | &nbsp;&nbsp;&nbsp;&nbsp; 46041 |
|  | &nbsp;&nbsp;&nbsp;Japan | 0.900% | &nbsp;&nbsp;&nbsp;&nbsp; 3/20/57 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 11453900 | &nbsp;&nbsp;&nbsp;&nbsp; 49502 |
|  | &nbsp;&nbsp;&nbsp;Japan | 0.800% | &nbsp;&nbsp;&nbsp;&nbsp; 3/20/58 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 11257650 | &nbsp;&nbsp;&nbsp;&nbsp; 46053 |
|  | &nbsp;&nbsp;&nbsp;Japan | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/20/59 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 12721500 | &nbsp;&nbsp;&nbsp;&nbsp; 45087 |
|  | &nbsp;&nbsp;&nbsp;Japan | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/20/60 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 18550050 | &nbsp;&nbsp;&nbsp;&nbsp; 64137 |
|  | &nbsp;&nbsp;&nbsp;Japan | 0.700% | &nbsp;&nbsp;&nbsp;&nbsp; 3/20/61 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 17662350 | &nbsp;&nbsp;&nbsp;&nbsp; 65003 |
|  | &nbsp;&nbsp;&nbsp;Japan | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/20/62 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 17117300 | &nbsp;&nbsp;&nbsp;&nbsp; 69644 |
|  | &nbsp;&nbsp;&nbsp;Japan | 1.300% | &nbsp;&nbsp;&nbsp;&nbsp; 3/20/63 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 18000000 | &nbsp;&nbsp;&nbsp;&nbsp; 80486 |
|  | &nbsp;&nbsp;&nbsp;Japan | 2.200% | &nbsp;&nbsp;&nbsp;&nbsp; 3/20/64 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 15620500 | &nbsp;&nbsp;&nbsp;&nbsp; 91345 |
|  | &nbsp;&nbsp;&nbsp;Japan Bank for International Cooperation | 2.625% | &nbsp;&nbsp;&nbsp;&nbsp; 10/17/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 9370 | &nbsp;&nbsp;&nbsp;&nbsp; 10666 |
|  | &nbsp;&nbsp;&nbsp;Japan Expressway Holding & Debt Repayment Agency | 2.280% | &nbsp;&nbsp;&nbsp;&nbsp; 4/20/27 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 50000 | &nbsp;&nbsp;&nbsp;&nbsp; 359 |
|  | &nbsp;&nbsp;&nbsp;Japan Expressway Holding & Debt Repayment Agency | 0.140% | &nbsp;&nbsp;&nbsp;&nbsp; 4/30/27 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 1143400 | &nbsp;&nbsp;&nbsp;&nbsp; 7894 |
|  | &nbsp;&nbsp;&nbsp;Japan Expressway Holding & Debt Repayment Agency | 0.110% | &nbsp;&nbsp;&nbsp;&nbsp; 5/31/27 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 5400 | &nbsp;&nbsp;&nbsp;&nbsp; 37 |
|  | &nbsp;&nbsp;&nbsp;Japan Expressway Holding & Debt Repayment Agency | 0.130% | &nbsp;&nbsp;&nbsp;&nbsp; 6/30/27 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 241600 | &nbsp;&nbsp;&nbsp;&nbsp; 1666 |
|  | &nbsp;&nbsp;&nbsp;Japan Expressway Holding & Debt Repayment Agency | 0.160% | &nbsp;&nbsp;&nbsp;&nbsp; 7/30/27 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 400000 | &nbsp;&nbsp;&nbsp;&nbsp; 2758 |
|  | &nbsp;&nbsp;&nbsp;Japan Expressway Holding & Debt Repayment Agency | 0.155% | &nbsp;&nbsp;&nbsp;&nbsp; 8/31/27 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 301300 | &nbsp;&nbsp;&nbsp;&nbsp; 2075 |
|  | &nbsp;&nbsp;&nbsp;Japan Expressway Holding & Debt Repayment Agency | 0.090% | &nbsp;&nbsp;&nbsp;&nbsp; 9/30/27 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 1447700 | &nbsp;&nbsp;&nbsp;&nbsp; 9950 |
|  | &nbsp;&nbsp;&nbsp;Japan Expressway Holding & Debt Repayment Agency | 2.340% | &nbsp;&nbsp;&nbsp;&nbsp; 10/20/27 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 760000 | &nbsp;&nbsp;&nbsp;&nbsp; 5507 |
|  | &nbsp;&nbsp;&nbsp;Japan Expressway Holding & Debt Repayment Agency | 0.170% | &nbsp;&nbsp;&nbsp;&nbsp; 10/29/27 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 585200 | &nbsp;&nbsp;&nbsp;&nbsp; 4027 |
|  | &nbsp;&nbsp;&nbsp;Japan Expressway Holding & Debt Repayment Agency | 0.160% | &nbsp;&nbsp;&nbsp;&nbsp; 11/30/27 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 292500 | &nbsp;&nbsp;&nbsp;&nbsp; 2011 |
|  | &nbsp;&nbsp;&nbsp;Japan Expressway Holding & Debt Repayment Agency | 2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 12/20/27 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 60000 | &nbsp;&nbsp;&nbsp;&nbsp; 435 |
|  | &nbsp;&nbsp;&nbsp;Japan Expressway Holding & Debt Repayment Agency | 0.155% | &nbsp;&nbsp;&nbsp;&nbsp; 12/28/27 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 1371 |
|  | &nbsp;&nbsp;&nbsp;Japan Expressway Holding & Debt Repayment Agency | 0.185% | &nbsp;&nbsp;&nbsp;&nbsp; 1/31/28 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 305800 | &nbsp;&nbsp;&nbsp;&nbsp; 2101 |
|  | &nbsp;&nbsp;&nbsp;Japan Expressway Holding & Debt Repayment Agency | 2.420% | &nbsp;&nbsp;&nbsp;&nbsp; 6/20/28 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 760000 | &nbsp;&nbsp;&nbsp;&nbsp; 5564 |
|  | &nbsp;&nbsp;&nbsp;Japan Expressway Holding & Debt Repayment Agency | 0.150% | &nbsp;&nbsp;&nbsp;&nbsp; 6/30/28 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 500000 | &nbsp;&nbsp;&nbsp;&nbsp; 3420 |
|  | &nbsp;&nbsp;&nbsp;Japan Expressway Holding & Debt Repayment Agency | 0.135% | &nbsp;&nbsp;&nbsp;&nbsp; 7/31/28 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 1000000 | &nbsp;&nbsp;&nbsp;&nbsp; 6831 |
|  | &nbsp;&nbsp;&nbsp;Japan Expressway Holding & Debt Repayment Agency | 2.370% | &nbsp;&nbsp;&nbsp;&nbsp; 9/20/28 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 160000 | &nbsp;&nbsp;&nbsp;&nbsp; 1173 |
|  | &nbsp;&nbsp;&nbsp;Japan Expressway Holding & Debt Repayment Agency | 2.410% | &nbsp;&nbsp;&nbsp;&nbsp; 4/20/29 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 1130000 | &nbsp;&nbsp;&nbsp;&nbsp; 8343 |
|  | &nbsp;&nbsp;&nbsp;Japan Expressway Holding & Debt Repayment Agency | 2.100% | &nbsp;&nbsp;&nbsp;&nbsp; 12/28/29 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 400000 | &nbsp;&nbsp;&nbsp;&nbsp; 2940 |
|  | &nbsp;&nbsp;&nbsp;Japan Expressway Holding & Debt Repayment Agency | 1.427% | &nbsp;&nbsp;&nbsp;&nbsp; 7/31/34 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 500000 | &nbsp;&nbsp;&nbsp;&nbsp; 3516 |
|  | &nbsp;&nbsp;&nbsp;Japan Expressway Holding & Debt Repayment Agency | 1.338% | &nbsp;&nbsp;&nbsp;&nbsp; 10/31/34 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 1600000 | &nbsp;&nbsp;&nbsp;&nbsp; 11131 |
|  | &nbsp;&nbsp;&nbsp;Japan Expressway Holding & Debt Repayment Agency | 0.970% | &nbsp;&nbsp;&nbsp;&nbsp; 1/31/35 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 1000000 | &nbsp;&nbsp;&nbsp;&nbsp; 6699 |
|  | &nbsp;&nbsp;&nbsp;Japan Expressway Holding & Debt Repayment Agency | 1.240% | &nbsp;&nbsp;&nbsp;&nbsp; 7/31/35 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 600000 | &nbsp;&nbsp;&nbsp;&nbsp; 4095 |
|  | &nbsp;&nbsp;&nbsp;Japan Expressway Holding & Debt Repayment Agency | 1.119% | &nbsp;&nbsp;&nbsp;&nbsp; 10/31/35 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 1345 |
|  | &nbsp;&nbsp;&nbsp;Japan Expressway Holding & Debt Repayment Agency | 0.934% | &nbsp;&nbsp;&nbsp;&nbsp; 1/31/36 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 1800000 | &nbsp;&nbsp;&nbsp;&nbsp; 11816 |
|  | &nbsp;&nbsp;&nbsp;Japan Expressway Holding & Debt Repayment Agency | 0.306% | &nbsp;&nbsp;&nbsp;&nbsp; 4/30/36 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 100000 | &nbsp;&nbsp;&nbsp;&nbsp; 610 |
|  | &nbsp;&nbsp;&nbsp;Japan Expressway Holding & Debt Repayment Agency | 0.149% | &nbsp;&nbsp;&nbsp;&nbsp; 7/31/36 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 1100000 | &nbsp;&nbsp;&nbsp;&nbsp; 6541 |
|  | &nbsp;&nbsp;&nbsp;Japan Expressway Holding & Debt Repayment Agency | 0.397% | &nbsp;&nbsp;&nbsp;&nbsp; 10/31/36 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 700000 | &nbsp;&nbsp;&nbsp;&nbsp; 4262 |
|  | &nbsp;&nbsp;&nbsp;Japan Expressway Holding & Debt Repayment Agency | 0.591% | &nbsp;&nbsp;&nbsp;&nbsp; 1/29/38 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 1400000 | &nbsp;&nbsp;&nbsp;&nbsp; 8470 |
|  | &nbsp;&nbsp;&nbsp;Japan Expressway Holding & Debt Repayment Agency | 0.538% | &nbsp;&nbsp;&nbsp;&nbsp; 5/31/38 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 800000 | &nbsp;&nbsp;&nbsp;&nbsp; 4762 |
|  | &nbsp;&nbsp;&nbsp;Japan Expressway Holding & Debt Repayment Agency | 0.625% | &nbsp;&nbsp;&nbsp;&nbsp; 8/31/38 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 400000 | &nbsp;&nbsp;&nbsp;&nbsp; 2399 |
|  | &nbsp;&nbsp;&nbsp;Japan Expressway Holding & Debt Repayment Agency | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 9/17/38 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 300000 | &nbsp;&nbsp;&nbsp;&nbsp; 1747 |
|  | &nbsp;&nbsp;&nbsp;Japan Expressway Holding & Debt Repayment Agency | 0.625% | &nbsp;&nbsp;&nbsp;&nbsp; 9/30/38 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 600000 | &nbsp;&nbsp;&nbsp;&nbsp; 3591 |
|  | &nbsp;&nbsp;&nbsp;Japan Expressway Holding & Debt Repayment Agency | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/18/39 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 300000 | &nbsp;&nbsp;&nbsp;&nbsp; 1722 |
|  | &nbsp;&nbsp;&nbsp;Japan Expressway Holding & Debt Repayment Agency | 2.300% | &nbsp;&nbsp;&nbsp;&nbsp; 2/29/40 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 100000 | &nbsp;&nbsp;&nbsp;&nbsp; 728 |
|  | &nbsp;&nbsp;&nbsp;Japan Expressway Holding & Debt Repayment Agency | 2.960% | &nbsp;&nbsp;&nbsp;&nbsp; 3/19/46 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 180000 | &nbsp;&nbsp;&nbsp;&nbsp; 1354 |
|  | &nbsp;&nbsp;&nbsp;Japan Expressway Holding & Debt Repayment Agency | 2.870% | &nbsp;&nbsp;&nbsp;&nbsp; 12/20/46 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 50000 | &nbsp;&nbsp;&nbsp;&nbsp; 369 |
|  | &nbsp;&nbsp;&nbsp;Japan Expressway Holding & Debt Repayment Agency | 2.790% | &nbsp;&nbsp;&nbsp;&nbsp; 3/20/47 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 1000000 | &nbsp;&nbsp;&nbsp;&nbsp; 7266 |
|  | &nbsp;&nbsp;&nbsp;Japan Expressway Holding & Debt Repayment Agency | 2.700% | &nbsp;&nbsp;&nbsp;&nbsp; 3/20/48 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 1010000 | &nbsp;&nbsp;&nbsp;&nbsp; 7139 |
|  | &nbsp;&nbsp;&nbsp;Japan Expressway Holding & Debt Repayment Agency | 0.730% | &nbsp;&nbsp;&nbsp;&nbsp; 4/30/48 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 100000 | &nbsp;&nbsp;&nbsp;&nbsp; 484 |
|  | &nbsp;&nbsp;&nbsp;Japan Expressway Holding & Debt Repayment Agency | 0.686% | &nbsp;&nbsp;&nbsp;&nbsp; 7/31/48 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 951 |
|  | &nbsp;&nbsp;&nbsp;Japan Expressway Holding & Debt Repayment Agency | 0.542% | &nbsp;&nbsp;&nbsp;&nbsp; 5/31/49 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 600000 | &nbsp;&nbsp;&nbsp;&nbsp; 2688 |
|  | &nbsp;&nbsp;&nbsp;Japan Expressway Holding & Debt Repayment Agency | 0.297% | &nbsp;&nbsp;&nbsp;&nbsp; 9/30/49 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 400000 | &nbsp;&nbsp;&nbsp;&nbsp; 1649 |
|  | &nbsp;&nbsp;&nbsp;Japan Expressway Holding & Debt Repayment Agency | 0.422% | &nbsp;&nbsp;&nbsp;&nbsp; 12/28/49 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 800000 | &nbsp;&nbsp;&nbsp;&nbsp; 3405 |
|  | &nbsp;&nbsp;&nbsp;Japan Expressway Holding & Debt Repayment Agency | 0.306% | &nbsp;&nbsp;&nbsp;&nbsp; 3/31/50 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 815 |
|  | &nbsp;&nbsp;&nbsp;Japan Expressway Holding & Debt Repayment Agency | 1.861% | &nbsp;&nbsp;&nbsp;&nbsp; 3/19/55 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 1180000 | &nbsp;&nbsp;&nbsp;&nbsp; 6498 |

---

------

Total International Bond II Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;&nbsp;&nbsp;Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| &nbsp;&nbsp;&nbsp;Japan Expressway Holding & Debt Repayment Agency | 1.866% | &nbsp;&nbsp;&nbsp;&nbsp; 3/19/55 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 160000 | &nbsp;&nbsp;&nbsp;&nbsp; 882 |
| &nbsp;&nbsp;&nbsp;Japan Expressway Holding & Debt Repayment Agency | 1.291% | &nbsp;&nbsp;&nbsp;&nbsp; 3/19/57 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 60000 | &nbsp;&nbsp;&nbsp;&nbsp; 270 |
| &nbsp;&nbsp;&nbsp;Japan Finance Organization for Municipalities | 0.140% | &nbsp;&nbsp;&nbsp;&nbsp; 4/16/27 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 122000 | &nbsp;&nbsp;&nbsp;&nbsp; 843 |
| &nbsp;&nbsp;&nbsp;Japan Finance Organization for Municipalities | 0.110% | &nbsp;&nbsp;&nbsp;&nbsp; 5/21/27 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 831400 | &nbsp;&nbsp;&nbsp;&nbsp; 5736 |
| &nbsp;&nbsp;&nbsp;Japan Finance Organization for Municipalities | 0.130% | &nbsp;&nbsp;&nbsp;&nbsp; 6/14/27 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 800000 | &nbsp;&nbsp;&nbsp;&nbsp; 5519 |
| &nbsp;&nbsp;&nbsp;Japan Finance Organization for Municipalities | 2.320% | &nbsp;&nbsp;&nbsp;&nbsp; 6/18/27 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 300000 | &nbsp;&nbsp;&nbsp;&nbsp; 2163 |
| &nbsp;&nbsp;&nbsp;Japan Finance Organization for Municipalities | 0.160% | &nbsp;&nbsp;&nbsp;&nbsp; 7/16/27 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 497600 | &nbsp;&nbsp;&nbsp;&nbsp; 3433 |
| &nbsp;&nbsp;&nbsp;Japan Finance Organization for Municipalities | 0.170% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 487600 | &nbsp;&nbsp;&nbsp;&nbsp; 3358 |
| &nbsp;&nbsp;&nbsp;Japan Finance Organization for Municipalities | 0.160% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 975200 | &nbsp;&nbsp;&nbsp;&nbsp; 6710 |
| &nbsp;&nbsp;&nbsp;Japan Finance Organization for Municipalities | 0.155% | &nbsp;&nbsp;&nbsp;&nbsp; 12/17/27 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 600000 | &nbsp;&nbsp;&nbsp;&nbsp; 4125 |
| &nbsp;&nbsp;&nbsp;Japan Finance Organization for Municipalities | 0.185% | &nbsp;&nbsp;&nbsp;&nbsp; 1/21/28 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 975200 | &nbsp;&nbsp;&nbsp;&nbsp; 6704 |
| &nbsp;&nbsp;&nbsp;Japan Finance Organization for Municipalities | 0.195% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 7500 | &nbsp;&nbsp;&nbsp;&nbsp; 52 |
| &nbsp;&nbsp;&nbsp;Japan Finance Organization for Municipalities | 0.145% | &nbsp;&nbsp;&nbsp;&nbsp; 3/14/28 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 116000 | &nbsp;&nbsp;&nbsp;&nbsp; 796 |
| &nbsp;&nbsp;&nbsp;Japan Finance Organization for Municipalities | 2.290% | &nbsp;&nbsp;&nbsp;&nbsp; 4/25/28 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 310000 | &nbsp;&nbsp;&nbsp;&nbsp; 2257 |
| &nbsp;&nbsp;&nbsp;Japan Finance Organization for Municipalities | 0.494% | &nbsp;&nbsp;&nbsp;&nbsp; 7/28/28 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 2000000 | &nbsp;&nbsp;&nbsp;&nbsp; 13826 |
| &nbsp;&nbsp;&nbsp;Japan Finance Organization for Municipalities | 0.450% | &nbsp;&nbsp;&nbsp;&nbsp; 9/27/28 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 1000000 | &nbsp;&nbsp;&nbsp;&nbsp; 6895 |
| &nbsp;&nbsp;&nbsp;Japan Finance Organization for Municipalities | 2.070% | &nbsp;&nbsp;&nbsp;&nbsp; 12/20/28 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 1000000 | &nbsp;&nbsp;&nbsp;&nbsp; 7272 |
| &nbsp;&nbsp;&nbsp;Japan Finance Organization for Municipalities | 2.290% | &nbsp;&nbsp;&nbsp;&nbsp; 4/27/29 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 50000 | &nbsp;&nbsp;&nbsp;&nbsp; 367 |
| &nbsp;&nbsp;&nbsp;Japan Finance Organization for Municipalities | 2.220% | &nbsp;&nbsp;&nbsp;&nbsp; 1/28/30 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 1710000 | &nbsp;&nbsp;&nbsp;&nbsp; 12607 |
| &nbsp;&nbsp;&nbsp;Japan Finance Organization for Municipalities | 0.224% | &nbsp;&nbsp;&nbsp;&nbsp; 3/28/31 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 450000 | &nbsp;&nbsp;&nbsp;&nbsp; 2985 |
| &nbsp;&nbsp;&nbsp;Japan Finance Organization for Municipalities | 0.160% | &nbsp;&nbsp;&nbsp;&nbsp; 5/28/31 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 900000 | &nbsp;&nbsp;&nbsp;&nbsp; 5931 |
| &nbsp;&nbsp;&nbsp;Japan Finance Organization for Municipalities | 2.030% | &nbsp;&nbsp;&nbsp;&nbsp; 6/27/31 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 10000 | &nbsp;&nbsp;&nbsp;&nbsp; 74 |
| &nbsp;&nbsp;&nbsp;Japan Finance Organization for Municipalities | 0.229% | &nbsp;&nbsp;&nbsp;&nbsp; 3/26/32 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 100000 | &nbsp;&nbsp;&nbsp;&nbsp; 657 |
| &nbsp;&nbsp;&nbsp;Japan Finance Organization for Municipalities | 0.788% | &nbsp;&nbsp;&nbsp;&nbsp; 8/26/33 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 300000 | &nbsp;&nbsp;&nbsp;&nbsp; 2015 |
| &nbsp;&nbsp;&nbsp;Japan Highway Public Corp. | 2.660% | &nbsp;&nbsp;&nbsp;&nbsp; 12/20/34 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 100000 | &nbsp;&nbsp;&nbsp;&nbsp; 774 |
| &nbsp;&nbsp;&nbsp;Japan Housing Finance Agency | 0.020% | &nbsp;&nbsp;&nbsp;&nbsp; 6/19/26 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 3000000 | &nbsp;&nbsp;&nbsp;&nbsp; 20807 |
| &nbsp;&nbsp;&nbsp;Japan Housing Finance Agency | 0.060% | &nbsp;&nbsp;&nbsp;&nbsp; 7/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 1000000 | &nbsp;&nbsp;&nbsp;&nbsp; 6934 |
| &nbsp;&nbsp;&nbsp;Japan Housing Finance Agency | 0.075% | &nbsp;&nbsp;&nbsp;&nbsp; 10/20/26 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 2050000 | &nbsp;&nbsp;&nbsp;&nbsp; 14187 |
| &nbsp;&nbsp;&nbsp;Japan Housing Finance Agency | 0.547% | &nbsp;&nbsp;&nbsp;&nbsp; 3/18/50 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 630000 | &nbsp;&nbsp;&nbsp;&nbsp; 2685 |
| &nbsp;&nbsp;&nbsp;Major Joint Local Government Bond | 0.060% | &nbsp;&nbsp;&nbsp;&nbsp; 8/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 7500 | &nbsp;&nbsp;&nbsp;&nbsp; 52 |
| &nbsp;&nbsp;&nbsp;Major Joint Local Government Bond | 0.060% | &nbsp;&nbsp;&nbsp;&nbsp; 10/23/26 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 5100 | &nbsp;&nbsp;&nbsp;&nbsp; 35 |
| &nbsp;&nbsp;&nbsp;Major Joint Local Government Bond | 0.050% | &nbsp;&nbsp;&nbsp;&nbsp; 11/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 700000 | &nbsp;&nbsp;&nbsp;&nbsp; 4842 |
| &nbsp;&nbsp;&nbsp;Major Joint Local Government Bond | 0.145% | &nbsp;&nbsp;&nbsp;&nbsp; 12/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 1609100 | &nbsp;&nbsp;&nbsp;&nbsp; 11135 |
| &nbsp;&nbsp;&nbsp;Major Joint Local Government Bond | 0.180% | &nbsp;&nbsp;&nbsp;&nbsp; 1/25/27 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 1506700 | &nbsp;&nbsp;&nbsp;&nbsp; 10426 |
| &nbsp;&nbsp;&nbsp;Major Joint Local Government Bond | 0.245% | &nbsp;&nbsp;&nbsp;&nbsp; 2/25/27 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 829000 | &nbsp;&nbsp;&nbsp;&nbsp; 5740 |
| &nbsp;&nbsp;&nbsp;Major Joint Local Government Bond | 0.210% | &nbsp;&nbsp;&nbsp;&nbsp; 3/25/27 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 949900 | &nbsp;&nbsp;&nbsp;&nbsp; 6569 |
| &nbsp;&nbsp;&nbsp;Major Joint Local Government Bond | 0.205% | &nbsp;&nbsp;&nbsp;&nbsp; 4/23/27 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 1000000 | &nbsp;&nbsp;&nbsp;&nbsp; 6912 |
| &nbsp;&nbsp;&nbsp;Major Joint Local Government Bond | 0.215% | &nbsp;&nbsp;&nbsp;&nbsp; 10/25/27 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 386300 | &nbsp;&nbsp;&nbsp;&nbsp; 2664 |
| &nbsp;&nbsp;&nbsp;Major Joint Local Government Bond | 0.240% | &nbsp;&nbsp;&nbsp;&nbsp; 2/25/28 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 233600 | &nbsp;&nbsp;&nbsp;&nbsp; 1606 |
| &nbsp;&nbsp;&nbsp;Major Joint Local Government Bond | 0.180% | &nbsp;&nbsp;&nbsp;&nbsp; 4/25/28 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 2779300 | &nbsp;&nbsp;&nbsp;&nbsp; 19048 |
| &nbsp;&nbsp;&nbsp;Major Joint Local Government Bond | 0.200% | &nbsp;&nbsp;&nbsp;&nbsp; 5/25/28 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 434000 | &nbsp;&nbsp;&nbsp;&nbsp; 2975 |
| &nbsp;&nbsp;&nbsp;Major Joint Local Government Bond | 0.205% | &nbsp;&nbsp;&nbsp;&nbsp; 6/23/28 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 510000 | &nbsp;&nbsp;&nbsp;&nbsp; 3494 |
| &nbsp;&nbsp;&nbsp;Major Joint Local Government Bond | 0.175% | &nbsp;&nbsp;&nbsp;&nbsp; 7/25/28 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 1167200 | &nbsp;&nbsp;&nbsp;&nbsp; 7980 |
| &nbsp;&nbsp;&nbsp;Major Joint Local Government Bond | 0.245% | &nbsp;&nbsp;&nbsp;&nbsp; 8/25/28 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 272500 | &nbsp;&nbsp;&nbsp;&nbsp; 1866 |
| &nbsp;&nbsp;&nbsp;Major Joint Local Government Bond | 0.250% | &nbsp;&nbsp;&nbsp;&nbsp; 9/25/28 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 664400 | &nbsp;&nbsp;&nbsp;&nbsp; 4548 |
| &nbsp;&nbsp;&nbsp;Major Joint Local Government Bond | 0.269% | &nbsp;&nbsp;&nbsp;&nbsp; 10/25/28 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 6600 | &nbsp;&nbsp;&nbsp;&nbsp; 45 |
| &nbsp;&nbsp;&nbsp;Major Joint Local Government Bond | 0.264% | &nbsp;&nbsp;&nbsp;&nbsp; 11/24/28 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 100000 | &nbsp;&nbsp;&nbsp;&nbsp; 683 |
| &nbsp;&nbsp;&nbsp;Major Joint Local Government Bond | 0.160% | &nbsp;&nbsp;&nbsp;&nbsp; 1/25/29 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 1085000 | &nbsp;&nbsp;&nbsp;&nbsp; 7377 |
| &nbsp;&nbsp;&nbsp;Major Joint Local Government Bond | 0.140% | &nbsp;&nbsp;&nbsp;&nbsp; 2/22/29 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 780000 | &nbsp;&nbsp;&nbsp;&nbsp; 5294 |
| &nbsp;&nbsp;&nbsp;Major Joint Local Government Bond | 0.100% | &nbsp;&nbsp;&nbsp;&nbsp; 4/25/29 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 1201100 | &nbsp;&nbsp;&nbsp;&nbsp; 8125 |
| &nbsp;&nbsp;&nbsp;Major Joint Local Government Bond | 0.110% | &nbsp;&nbsp;&nbsp;&nbsp; 5/25/29 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 1500000 | &nbsp;&nbsp;&nbsp;&nbsp; 10139 |
| &nbsp;&nbsp;&nbsp;Major Joint Local Government Bond | 0.060% | &nbsp;&nbsp;&nbsp;&nbsp; 8/24/29 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 1000000 | &nbsp;&nbsp;&nbsp;&nbsp; 6724 |
| &nbsp;&nbsp;&nbsp;Major Joint Local Government Bond | 0.050% | &nbsp;&nbsp;&nbsp;&nbsp; 9/25/29 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 24400 | &nbsp;&nbsp;&nbsp;&nbsp; 164 |
| &nbsp;&nbsp;&nbsp;Major Joint Local Government Bond | 0.070% | &nbsp;&nbsp;&nbsp;&nbsp; 11/22/29 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 2227900 | &nbsp;&nbsp;&nbsp;&nbsp; 14942 |
| &nbsp;&nbsp;&nbsp;Major Joint Local Government Bond | 0.095% | &nbsp;&nbsp;&nbsp;&nbsp; 2/25/30 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 314700 | &nbsp;&nbsp;&nbsp;&nbsp; 2106 |
| &nbsp;&nbsp;&nbsp;Major Joint Local Government Bond | 0.150% | &nbsp;&nbsp;&nbsp;&nbsp; 6/25/30 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 487600 | &nbsp;&nbsp;&nbsp;&nbsp; 3260 |
| &nbsp;&nbsp;&nbsp;Major Joint Local Government Bond | 0.125% | &nbsp;&nbsp;&nbsp;&nbsp; 8/23/30 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 74500 | &nbsp;&nbsp;&nbsp;&nbsp; 497 |
| &nbsp;&nbsp;&nbsp;Major Joint Local Government Bond | 0.150% | &nbsp;&nbsp;&nbsp;&nbsp; 9/25/30 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 1824900 | &nbsp;&nbsp;&nbsp;&nbsp; 12166 |
| &nbsp;&nbsp;&nbsp;Major Joint Local Government Bond | 0.125% | &nbsp;&nbsp;&nbsp;&nbsp; 10/25/30 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 1038500 | &nbsp;&nbsp;&nbsp;&nbsp; 6909 |
| &nbsp;&nbsp;&nbsp;Major Joint Local Government Bond | 0.120% | &nbsp;&nbsp;&nbsp;&nbsp; 11/25/30 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 31800 | &nbsp;&nbsp;&nbsp;&nbsp; 211 |
| &nbsp;&nbsp;&nbsp;Major Joint Local Government Bond | 0.130% | &nbsp;&nbsp;&nbsp;&nbsp; 1/24/31 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 600000 | &nbsp;&nbsp;&nbsp;&nbsp; 3981 |
| &nbsp;&nbsp;&nbsp;Major Joint Local Government Bond | 0.145% | &nbsp;&nbsp;&nbsp;&nbsp; 2/25/31 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 781200 | &nbsp;&nbsp;&nbsp;&nbsp; 5184 |
| &nbsp;&nbsp;&nbsp;Major Joint Local Government Bond | 0.204% | &nbsp;&nbsp;&nbsp;&nbsp; 3/25/31 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 2150000 | &nbsp;&nbsp;&nbsp;&nbsp; 14299 |
| &nbsp;&nbsp;&nbsp;Major Joint Local Government Bond | 0.199% | &nbsp;&nbsp;&nbsp;&nbsp; 4/25/31 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 2169900 | &nbsp;&nbsp;&nbsp;&nbsp; 14417 |
| &nbsp;&nbsp;&nbsp;Major Joint Local Government Bond | 0.145% | &nbsp;&nbsp;&nbsp;&nbsp; 6/25/31 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 584200 | &nbsp;&nbsp;&nbsp;&nbsp; 3860 |
| &nbsp;&nbsp;&nbsp;Major Joint Local Government Bond | 0.095% | &nbsp;&nbsp;&nbsp;&nbsp; 7/25/31 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 1200000 | &nbsp;&nbsp;&nbsp;&nbsp; 7897 |
| &nbsp;&nbsp;&nbsp;Major Joint Local Government Bond | 0.070% | &nbsp;&nbsp;&nbsp;&nbsp; 8/25/31 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 1300000 | &nbsp;&nbsp;&nbsp;&nbsp; 8532 |
| &nbsp;&nbsp;&nbsp;Major Joint Local Government Bond | 0.115% | &nbsp;&nbsp;&nbsp;&nbsp; 9/25/31 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 1000000 | &nbsp;&nbsp;&nbsp;&nbsp; 6575 |
| &nbsp;&nbsp;&nbsp;Major Joint Local Government Bond | 0.110% | &nbsp;&nbsp;&nbsp;&nbsp; 12/25/31 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 100000 | &nbsp;&nbsp;&nbsp;&nbsp; 655 |
| &nbsp;&nbsp;&nbsp;Major Joint Local Government Bond | 0.179% | &nbsp;&nbsp;&nbsp;&nbsp; 1/23/32 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 400000 | &nbsp;&nbsp;&nbsp;&nbsp; 2629 |

---

------

Total International Bond II Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;&nbsp;&nbsp;Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| &nbsp;&nbsp;&nbsp;Major Joint Local Government Bond | 0.199% | &nbsp;&nbsp;&nbsp;&nbsp; 3/25/32 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 1314 |
| &nbsp;&nbsp;&nbsp;Major Joint Local Government Bond | 0.299% | &nbsp;&nbsp;&nbsp;&nbsp; 4/23/32 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 3766800 | &nbsp;&nbsp;&nbsp;&nbsp; 24880 |
| &nbsp;&nbsp;&nbsp;Major Joint Local Government Bond | 0.309% | &nbsp;&nbsp;&nbsp;&nbsp; 6/25/32 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 1000000 | &nbsp;&nbsp;&nbsp;&nbsp; 6597 |
| &nbsp;&nbsp;&nbsp;Major Joint Local Government Bond | 0.364% | &nbsp;&nbsp;&nbsp;&nbsp; 7/23/32 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 250000 | &nbsp;&nbsp;&nbsp;&nbsp; 1654 |
| &nbsp;&nbsp;&nbsp;Major Joint Local Government Bond | 0.315% | &nbsp;&nbsp;&nbsp;&nbsp; 8/25/32 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 250000 | &nbsp;&nbsp;&nbsp;&nbsp; 1645 |
| &nbsp;&nbsp;&nbsp;Major Joint Local Government Bond | 0.449% | &nbsp;&nbsp;&nbsp;&nbsp; 11/25/32 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 100000 | &nbsp;&nbsp;&nbsp;&nbsp; 662 |
| &nbsp;&nbsp;&nbsp;Major Joint Local Government Bond | 0.554% | &nbsp;&nbsp;&nbsp;&nbsp; 12/24/32 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 100000 | &nbsp;&nbsp;&nbsp;&nbsp; 667 |
| &nbsp;&nbsp;&nbsp;Major Joint Local Government Bond | 0.765% | &nbsp;&nbsp;&nbsp;&nbsp; 4/25/33 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 600000 | &nbsp;&nbsp;&nbsp;&nbsp; 4050 |
| &nbsp;&nbsp;&nbsp;Major Joint Local Government Bond | 0.590% | &nbsp;&nbsp;&nbsp;&nbsp; 7/25/33 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 400000 | &nbsp;&nbsp;&nbsp;&nbsp; 2653 |
| &nbsp;&nbsp;&nbsp;Major Joint Local Government Bond | 0.778% | &nbsp;&nbsp;&nbsp;&nbsp; 8/25/33 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 400000 | &nbsp;&nbsp;&nbsp;&nbsp; 2691 |
| &nbsp;&nbsp;&nbsp;Major Joint Local Government Bond | 0.948% | &nbsp;&nbsp;&nbsp;&nbsp; 11/25/33 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 750000 | &nbsp;&nbsp;&nbsp;&nbsp; 5100 |
| &nbsp;&nbsp;&nbsp;Major Joint Local Government Bond | 0.826% | &nbsp;&nbsp;&nbsp;&nbsp; 3/24/34 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 800000 | &nbsp;&nbsp;&nbsp;&nbsp; 5358 |
| &nbsp;&nbsp;&nbsp;Major Joint Local Government Bond | 0.856% | &nbsp;&nbsp;&nbsp;&nbsp; 4/25/34 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 1750000 | &nbsp;&nbsp;&nbsp;&nbsp; 11734 |
| &nbsp;&nbsp;&nbsp;Major Joint Local Government Bond | 0.986% | &nbsp;&nbsp;&nbsp;&nbsp; 5/25/34 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 500000 | &nbsp;&nbsp;&nbsp;&nbsp; 3386 |
| &nbsp;&nbsp;&nbsp;Major Joint Local Government Bond | 1.165% | &nbsp;&nbsp;&nbsp;&nbsp; 7/25/34 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 100000 | &nbsp;&nbsp;&nbsp;&nbsp; 686 |
| &nbsp;&nbsp;&nbsp;Major Joint Local Government Bond | 1.162% | &nbsp;&nbsp;&nbsp;&nbsp; 11/24/34 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 100000 | &nbsp;&nbsp;&nbsp;&nbsp; 683 |
| &nbsp;&nbsp;&nbsp;Major Joint Local Government Bond | 1.286% | &nbsp;&nbsp;&nbsp;&nbsp; 1/25/35 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 1379 |
| &nbsp;&nbsp;&nbsp;Nuclear Damage Compensation & Decommissioning Facilitation Corp. | 0.001% | &nbsp;&nbsp;&nbsp;&nbsp; 5/29/26 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 1900000 | &nbsp;&nbsp;&nbsp;&nbsp; 13192 |
| &nbsp;&nbsp;&nbsp;Nuclear Damage Compensation & Decommissioning Facilitation Corp. | 0.225% | &nbsp;&nbsp;&nbsp;&nbsp; 11/30/26 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 600000 | &nbsp;&nbsp;&nbsp;&nbsp; 4162 |
| &nbsp;&nbsp;&nbsp;Nuclear Damage Compensation & Decommissioning Facilitation Corp. | 0.600% | &nbsp;&nbsp;&nbsp;&nbsp; 10/31/28 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 2000000 | &nbsp;&nbsp;&nbsp;&nbsp; 13846 |
| &nbsp;&nbsp;&nbsp;Osaka Prefecture | 1.453% | &nbsp;&nbsp;&nbsp;&nbsp; 9/26/34 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 130000 | &nbsp;&nbsp;&nbsp;&nbsp; 913 |
| &nbsp;&nbsp;&nbsp;Osaka Prefecture | 0.366% | &nbsp;&nbsp;&nbsp;&nbsp; 9/28/35 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 1790000 | &nbsp;&nbsp;&nbsp;&nbsp; 11126 |
| &nbsp;&nbsp;&nbsp;Osaka Prefecture | 1.203% | &nbsp;&nbsp;&nbsp;&nbsp; 9/28/35 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 520000 | &nbsp;&nbsp;&nbsp;&nbsp; 3523 |
| &nbsp;&nbsp;&nbsp;Saitama Prefecture | 2.290% | &nbsp;&nbsp;&nbsp;&nbsp; 6/22/29 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 500000 | &nbsp;&nbsp;&nbsp;&nbsp; 3687 |
| &nbsp;&nbsp;&nbsp;Tokyo Metropolitan Government | 0.075% | &nbsp;&nbsp;&nbsp;&nbsp; 9/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 86500 | &nbsp;&nbsp;&nbsp;&nbsp; 599 |
| &nbsp;&nbsp;&nbsp;Tokyo Metropolitan Government | 0.210% | &nbsp;&nbsp;&nbsp;&nbsp; 3/19/27 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 975200 | &nbsp;&nbsp;&nbsp;&nbsp; 6744 |
| &nbsp;&nbsp;&nbsp;Tokyo Metropolitan Government | 0.040% | &nbsp;&nbsp;&nbsp;&nbsp; 6/20/29 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 1580100 | &nbsp;&nbsp;&nbsp;&nbsp; 10641 |
| &nbsp;&nbsp;&nbsp;Tokyo Metropolitan Government | 0.095% | &nbsp;&nbsp;&nbsp;&nbsp; 9/20/30 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 1275800 | &nbsp;&nbsp;&nbsp;&nbsp; 8485 |
| &nbsp;&nbsp;&nbsp;Tokyo Metropolitan Government | 0.110% | &nbsp;&nbsp;&nbsp;&nbsp; 12/20/30 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 500000 | &nbsp;&nbsp;&nbsp;&nbsp; 3281 |
| &nbsp;&nbsp;&nbsp;Tokyo Metropolitan Government | 0.150% | &nbsp;&nbsp;&nbsp;&nbsp; 12/20/30 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 868300 | &nbsp;&nbsp;&nbsp;&nbsp; 5778 |
| &nbsp;&nbsp;&nbsp;Tokyo Metropolitan Government | 0.080% | &nbsp;&nbsp;&nbsp;&nbsp; 3/20/31 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 15000 | &nbsp;&nbsp;&nbsp;&nbsp; 99 |
| &nbsp;&nbsp;&nbsp;Tokyo Metropolitan Government | 1.980% | &nbsp;&nbsp;&nbsp;&nbsp; 6/20/31 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 110000 | &nbsp;&nbsp;&nbsp;&nbsp; 811 |
| &nbsp;&nbsp;&nbsp;Tokyo Metropolitan Government | 1.293% | &nbsp;&nbsp;&nbsp;&nbsp; 6/20/35 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp; 60000 | &nbsp;&nbsp;&nbsp;&nbsp; 412 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **14862038** |
| **Jersey (0.0%)** | **Jersey (0.0%)** | **Jersey (0.0%)** |  |  |  |
| &nbsp;&nbsp;&nbsp;Bailiwick of Jersey | 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 6/9/54 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 782 | &nbsp;&nbsp;&nbsp;&nbsp; 756 |
| **Kazakhstan (0.0%)** | **Kazakhstan (0.0%)** | **Kazakhstan (0.0%)** |  |  |  |
| &nbsp;&nbsp;&nbsp;Republic of Kazakhstan | 2.375% | &nbsp;&nbsp;&nbsp;&nbsp; 11/9/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3713 | &nbsp;&nbsp;&nbsp;&nbsp; 4082 |
| **Latvia (0.0%)** | **Latvia (0.0%)** | **Latvia (0.0%)** |  |  |  |
| &nbsp;&nbsp;&nbsp;Republic of Latvia | 3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 3/25/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7660 | &nbsp;&nbsp;&nbsp;&nbsp; 8911 |
| &nbsp;&nbsp;&nbsp;Republic of Latvia | 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 1/17/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 27607 | &nbsp;&nbsp;&nbsp;&nbsp; 32097 |
| &nbsp;&nbsp;&nbsp;Republic of Latvia | 0.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/24/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 20000 | &nbsp;&nbsp;&nbsp;&nbsp; 20522 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **61530** |
| **Lithuania (0.1%)** | **Lithuania (0.1%)** | **Lithuania (0.1%)** |  |  |  |
| &nbsp;&nbsp;&nbsp;Republic of Lithuania | 2.125% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 30524 | &nbsp;&nbsp;&nbsp;&nbsp; 32335 |
| &nbsp;&nbsp;&nbsp;Republic of Lithuania | 3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 6/14/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 13000 | &nbsp;&nbsp;&nbsp;&nbsp; 15343 |
| &nbsp;&nbsp;&nbsp;Republic of Lithuania | 3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 1/28/40 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 24000 | &nbsp;&nbsp;&nbsp;&nbsp; 26338 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **74016** |
| **Luxembourg (0.1%)** | **Luxembourg (0.1%)** | **Luxembourg (0.1%)** |  |  |  |
| &nbsp;&nbsp;&nbsp;State of the Grand-Duchy of Luxembourg | 0.625% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2500 | &nbsp;&nbsp;&nbsp;&nbsp; 2768 |
| &nbsp;&nbsp;&nbsp;State of the Grand-Duchy of Luxembourg | 2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 3/19/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1464 | &nbsp;&nbsp;&nbsp;&nbsp; 1666 |
| &nbsp;&nbsp;&nbsp;State of the Grand-Duchy of Luxembourg | 0.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/28/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3000 | &nbsp;&nbsp;&nbsp;&nbsp; 3021 |
| &nbsp;&nbsp;&nbsp;State of the Grand-Duchy of Luxembourg | 0.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/24/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 18000 | &nbsp;&nbsp;&nbsp;&nbsp; 17660 |
| &nbsp;&nbsp;&nbsp;State of the Grand-Duchy of Luxembourg | 0.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/14/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 30000 | &nbsp;&nbsp;&nbsp;&nbsp; 27944 |
| &nbsp;&nbsp;&nbsp;State of the Grand-Duchy of Luxembourg | 2.875% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3788 | &nbsp;&nbsp;&nbsp;&nbsp; 4345 |
| &nbsp;&nbsp;&nbsp;State of the Grand-Duchy of Luxembourg | 2.625% | &nbsp;&nbsp;&nbsp;&nbsp; 10/23/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 15405 | &nbsp;&nbsp;&nbsp;&nbsp; 17223 |
| &nbsp;&nbsp;&nbsp;State of the Grand-Duchy of Luxembourg | 1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 5/25/42 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7500 | &nbsp;&nbsp;&nbsp;&nbsp; 6780 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **81407** |
| **Malaysia (0.9%)** | **Malaysia (0.9%)** | **Malaysia (0.9%)** |  |  |  |
| &nbsp;&nbsp;&nbsp;Federation of Malaysia | 3.906% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;MYR | &nbsp;&nbsp; 64657 | &nbsp;&nbsp;&nbsp;&nbsp; 15120 |
| &nbsp;&nbsp;&nbsp;Federation of Malaysia | 3.900% | &nbsp;&nbsp;&nbsp;&nbsp; 11/30/26 | &nbsp;&nbsp;&nbsp;&nbsp;MYR | &nbsp;&nbsp; 164392 | &nbsp;&nbsp;&nbsp;&nbsp; 38534 |
| &nbsp;&nbsp;&nbsp;Federation of Malaysia | 3.892% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;MYR | &nbsp;&nbsp; 127 | &nbsp;&nbsp;&nbsp;&nbsp; 30 |
| &nbsp;&nbsp;&nbsp;Federation of Malaysia | 3.422% | &nbsp;&nbsp;&nbsp;&nbsp; 9/30/27 | &nbsp;&nbsp;&nbsp;&nbsp;MYR | &nbsp;&nbsp; 115722 | &nbsp;&nbsp;&nbsp;&nbsp; 26938 |
| &nbsp;&nbsp;&nbsp;Federation of Malaysia | 3.899% | &nbsp;&nbsp;&nbsp;&nbsp; 11/16/27 | &nbsp;&nbsp;&nbsp;&nbsp;MYR | &nbsp;&nbsp; 77498 | &nbsp;&nbsp;&nbsp;&nbsp; 18258 |
| &nbsp;&nbsp;&nbsp;Federation of Malaysia | 3.519% | &nbsp;&nbsp;&nbsp;&nbsp; 4/20/28 | &nbsp;&nbsp;&nbsp;&nbsp;MYR | &nbsp;&nbsp; 343525 | &nbsp;&nbsp;&nbsp;&nbsp; 80209 |
| &nbsp;&nbsp;&nbsp;Federation of Malaysia | 3.733% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;MYR | &nbsp;&nbsp; 125550 | &nbsp;&nbsp;&nbsp;&nbsp; 29476 |

---

------

Total International Bond II Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;&nbsp;&nbsp;Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| &nbsp;&nbsp;&nbsp;Federation of Malaysia | 3.871% | &nbsp;&nbsp;&nbsp;&nbsp; 8/8/28 | &nbsp;&nbsp;&nbsp;&nbsp;MYR | &nbsp;&nbsp; 3500 | &nbsp;&nbsp;&nbsp;&nbsp; 825 |
| &nbsp;&nbsp;&nbsp;Federation of Malaysia | 4.369% | &nbsp;&nbsp;&nbsp;&nbsp; 10/31/28 | &nbsp;&nbsp;&nbsp;&nbsp;MYR | &nbsp;&nbsp; 102850 | &nbsp;&nbsp;&nbsp;&nbsp; 24645 |
| &nbsp;&nbsp;&nbsp;Federation of Malaysia | 4.504% | &nbsp;&nbsp;&nbsp;&nbsp; 4/30/29 | &nbsp;&nbsp;&nbsp;&nbsp;MYR | &nbsp;&nbsp; 464000 | &nbsp;&nbsp;&nbsp;&nbsp; 112187 |
| &nbsp;&nbsp;&nbsp;Federation of Malaysia | 4.130% | &nbsp;&nbsp;&nbsp;&nbsp; 7/9/29 | &nbsp;&nbsp;&nbsp;&nbsp;MYR | &nbsp;&nbsp; 70610 | &nbsp;&nbsp;&nbsp;&nbsp; 16854 |
| &nbsp;&nbsp;&nbsp;Federation of Malaysia | 3.885% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;MYR | &nbsp;&nbsp; 107325 | &nbsp;&nbsp;&nbsp;&nbsp; 25397 |
| &nbsp;&nbsp;&nbsp;Federation of Malaysia | 4.498% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;MYR | &nbsp;&nbsp; 68798 | &nbsp;&nbsp;&nbsp;&nbsp; 16732 |
| &nbsp;&nbsp;&nbsp;Federation of Malaysia | 3.465% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;MYR | &nbsp;&nbsp; 274660 | &nbsp;&nbsp;&nbsp;&nbsp; 63706 |
| &nbsp;&nbsp;&nbsp;Federation of Malaysia | 2.632% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;MYR | &nbsp;&nbsp; 38316 | &nbsp;&nbsp;&nbsp;&nbsp; 8465 |
| &nbsp;&nbsp;&nbsp;Federation of Malaysia | 4.232% | &nbsp;&nbsp;&nbsp;&nbsp; 6/30/31 | &nbsp;&nbsp;&nbsp;&nbsp;MYR | &nbsp;&nbsp; 10138 | &nbsp;&nbsp;&nbsp;&nbsp; 2443 |
| &nbsp;&nbsp;&nbsp;Federation of Malaysia | 4.127% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;MYR | &nbsp;&nbsp; 12243 | &nbsp;&nbsp;&nbsp;&nbsp; 2936 |
| &nbsp;&nbsp;&nbsp;Federation of Malaysia | 3.582% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;MYR | &nbsp;&nbsp; 670025 | &nbsp;&nbsp;&nbsp;&nbsp; 155574 |
| &nbsp;&nbsp;&nbsp;Federation of Malaysia | 4.193% | &nbsp;&nbsp;&nbsp;&nbsp; 10/7/32 | &nbsp;&nbsp;&nbsp;&nbsp;MYR | &nbsp;&nbsp; 21400 | &nbsp;&nbsp;&nbsp;&nbsp; 5156 |
| &nbsp;&nbsp;&nbsp;Federation of Malaysia | 3.844% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;MYR | &nbsp;&nbsp; 90014 | &nbsp;&nbsp;&nbsp;&nbsp; 21161 |
| &nbsp;&nbsp;&nbsp;Federation of Malaysia | 4.724% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;MYR | &nbsp;&nbsp; 47576 | &nbsp;&nbsp;&nbsp;&nbsp; 11860 |
| &nbsp;&nbsp;&nbsp;Federation of Malaysia | 4.582% | &nbsp;&nbsp;&nbsp;&nbsp; 8/30/33 | &nbsp;&nbsp;&nbsp;&nbsp;MYR | &nbsp;&nbsp; 16050 | &nbsp;&nbsp;&nbsp;&nbsp; 3970 |
| &nbsp;&nbsp;&nbsp;Federation of Malaysia | 4.642% | &nbsp;&nbsp;&nbsp;&nbsp; 11/7/33 | &nbsp;&nbsp;&nbsp;&nbsp;MYR | &nbsp;&nbsp; 63176 | &nbsp;&nbsp;&nbsp;&nbsp; 15706 |
| &nbsp;&nbsp;&nbsp;Federation of Malaysia | 3.828% | &nbsp;&nbsp;&nbsp;&nbsp; 7/5/34 | &nbsp;&nbsp;&nbsp;&nbsp;MYR | &nbsp;&nbsp; 113902 | &nbsp;&nbsp;&nbsp;&nbsp; 26697 |
| &nbsp;&nbsp;&nbsp;Federation of Malaysia | 4.119% | &nbsp;&nbsp;&nbsp;&nbsp; 11/30/34 | &nbsp;&nbsp;&nbsp;&nbsp;MYR | &nbsp;&nbsp; 84996 | &nbsp;&nbsp;&nbsp;&nbsp; 20409 |
| &nbsp;&nbsp;&nbsp;Federation of Malaysia | 4.254% | &nbsp;&nbsp;&nbsp;&nbsp; 5/31/35 | &nbsp;&nbsp;&nbsp;&nbsp;MYR | &nbsp;&nbsp; 52395 | &nbsp;&nbsp;&nbsp;&nbsp; 12701 |
| &nbsp;&nbsp;&nbsp;Federation of Malaysia | 4.786% | &nbsp;&nbsp;&nbsp;&nbsp; 10/31/35 | &nbsp;&nbsp;&nbsp;&nbsp;MYR | &nbsp;&nbsp; 17000 | &nbsp;&nbsp;&nbsp;&nbsp; 4315 |
| &nbsp;&nbsp;&nbsp;Federation of Malaysia | 3.447% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;MYR | &nbsp;&nbsp; 102768 | &nbsp;&nbsp;&nbsp;&nbsp; 23260 |
| &nbsp;&nbsp;&nbsp;Federation of Malaysia | 4.762% | &nbsp;&nbsp;&nbsp;&nbsp; 4/7/37 | &nbsp;&nbsp;&nbsp;&nbsp;MYR | &nbsp;&nbsp; 57819 | &nbsp;&nbsp;&nbsp;&nbsp; 14695 |
| &nbsp;&nbsp;&nbsp;Federation of Malaysia | 4.755% | &nbsp;&nbsp;&nbsp;&nbsp; 8/4/37 | &nbsp;&nbsp;&nbsp;&nbsp;MYR | &nbsp;&nbsp; 20000 | &nbsp;&nbsp;&nbsp;&nbsp; 5086 |
| &nbsp;&nbsp;&nbsp;Federation of Malaysia | 4.893% | &nbsp;&nbsp;&nbsp;&nbsp; 6/8/38 | &nbsp;&nbsp;&nbsp;&nbsp;MYR | &nbsp;&nbsp; 96709 | &nbsp;&nbsp;&nbsp;&nbsp; 24983 |
| &nbsp;&nbsp;&nbsp;Federation of Malaysia | 4.054% | &nbsp;&nbsp;&nbsp;&nbsp; 4/18/39 | &nbsp;&nbsp;&nbsp;&nbsp;MYR | &nbsp;&nbsp; 176965 | &nbsp;&nbsp;&nbsp;&nbsp; 42019 |
| &nbsp;&nbsp;&nbsp;Federation of Malaysia | 4.467% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/39 | &nbsp;&nbsp;&nbsp;&nbsp;MYR | &nbsp;&nbsp; 105285 | &nbsp;&nbsp;&nbsp;&nbsp; 26173 |
| &nbsp;&nbsp;&nbsp;Federation of Malaysia | 3.757% | &nbsp;&nbsp;&nbsp;&nbsp; 5/22/40 | &nbsp;&nbsp;&nbsp;&nbsp;MYR | &nbsp;&nbsp; 68554 | &nbsp;&nbsp;&nbsp;&nbsp; 15762 |
| &nbsp;&nbsp;&nbsp;Federation of Malaysia | 4.417% | &nbsp;&nbsp;&nbsp;&nbsp; 9/30/41 | &nbsp;&nbsp;&nbsp;&nbsp;MYR | &nbsp;&nbsp; 68162 | &nbsp;&nbsp;&nbsp;&nbsp; 16834 |
| &nbsp;&nbsp;&nbsp;Federation of Malaysia | 4.696% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;MYR | &nbsp;&nbsp; 264020 | &nbsp;&nbsp;&nbsp;&nbsp; 67472 |
| &nbsp;&nbsp;&nbsp;Federation of Malaysia | 4.935% | &nbsp;&nbsp;&nbsp;&nbsp; 9/30/43 | &nbsp;&nbsp;&nbsp;&nbsp;MYR | &nbsp;&nbsp; 9296 | &nbsp;&nbsp;&nbsp;&nbsp; 2443 |
| &nbsp;&nbsp;&nbsp;Federation of Malaysia | 4.180% | &nbsp;&nbsp;&nbsp;&nbsp; 5/16/44 | &nbsp;&nbsp;&nbsp;&nbsp;MYR | &nbsp;&nbsp; 175000 | &nbsp;&nbsp;&nbsp;&nbsp; 41963 |
| &nbsp;&nbsp;&nbsp;Federation of Malaysia | 4.736% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;MYR | &nbsp;&nbsp; 17140 | &nbsp;&nbsp;&nbsp;&nbsp; 4403 |
| &nbsp;&nbsp;&nbsp;Federation of Malaysia | 4.921% | &nbsp;&nbsp;&nbsp;&nbsp; 7/6/48 | &nbsp;&nbsp;&nbsp;&nbsp;MYR | &nbsp;&nbsp; 55822 | &nbsp;&nbsp;&nbsp;&nbsp; 14674 |
| &nbsp;&nbsp;&nbsp;Federation of Malaysia | 4.638% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;MYR | &nbsp;&nbsp; 146959 | &nbsp;&nbsp;&nbsp;&nbsp; 37177 |
| &nbsp;&nbsp;&nbsp;Federation of Malaysia | 4.065% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;MYR | &nbsp;&nbsp; 130259 | &nbsp;&nbsp;&nbsp;&nbsp; 30225 |
| &nbsp;&nbsp;&nbsp;Federation of Malaysia | 5.357% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;MYR | &nbsp;&nbsp; 61350 | &nbsp;&nbsp;&nbsp;&nbsp; 17214 |
| &nbsp;&nbsp;&nbsp;Federation of Malaysia | 4.457% | &nbsp;&nbsp;&nbsp;&nbsp; 3/31/53 | &nbsp;&nbsp;&nbsp;&nbsp;MYR | &nbsp;&nbsp; 247100 | &nbsp;&nbsp;&nbsp;&nbsp; 60915 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **1205602** |
| **Mexico (0.8%)** | **Mexico (0.8%)** | **Mexico (0.8%)** |  |  |  |
| &nbsp;&nbsp;&nbsp;Mexican Bonos | 7.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/3/26 | &nbsp;&nbsp;&nbsp;&nbsp;MXN | &nbsp;&nbsp; 984030 | &nbsp;&nbsp;&nbsp;&nbsp; 49386 |
| &nbsp;&nbsp;&nbsp;Mexican Bonos | 5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/4/27 | &nbsp;&nbsp;&nbsp;&nbsp;MXN | &nbsp;&nbsp; 1497920 | &nbsp;&nbsp;&nbsp;&nbsp; 72765 |
| &nbsp;&nbsp;&nbsp;Mexican Bonos | 7.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/3/27 | &nbsp;&nbsp;&nbsp;&nbsp;MXN | &nbsp;&nbsp; 1866270 | &nbsp;&nbsp;&nbsp;&nbsp; 93727 |
| &nbsp;&nbsp;&nbsp;Mexican Bonos | 8.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/2/28 | &nbsp;&nbsp;&nbsp;&nbsp;MXN | &nbsp;&nbsp; 430000 | &nbsp;&nbsp;&nbsp;&nbsp; 21920 |
| &nbsp;&nbsp;&nbsp;Mexican Bonos | 8.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;MXN | &nbsp;&nbsp; 1687000 | &nbsp;&nbsp;&nbsp;&nbsp; 85487 |
| &nbsp;&nbsp;&nbsp;Mexican Bonos | 8.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/31/29 | &nbsp;&nbsp;&nbsp;&nbsp;MXN | &nbsp;&nbsp; 1769510 | &nbsp;&nbsp;&nbsp;&nbsp; 89544 |
| &nbsp;&nbsp;&nbsp;Mexican Bonos | 8.500% | &nbsp;&nbsp;&nbsp;&nbsp; 2/28/30 | &nbsp;&nbsp;&nbsp;&nbsp;MXN | &nbsp;&nbsp; 570000 | &nbsp;&nbsp;&nbsp;&nbsp; 28713 |
| &nbsp;&nbsp;&nbsp;Mexican Bonos | 7.750% | &nbsp;&nbsp;&nbsp;&nbsp; 5/29/31 | &nbsp;&nbsp;&nbsp;&nbsp;MXN | &nbsp;&nbsp; 1806140 | &nbsp;&nbsp;&nbsp;&nbsp; 86951 |
| &nbsp;&nbsp;&nbsp;Mexican Bonos | 7.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/26/33 | &nbsp;&nbsp;&nbsp;&nbsp;MXN | &nbsp;&nbsp; 1369720 | &nbsp;&nbsp;&nbsp;&nbsp; 63006 |
| &nbsp;&nbsp;&nbsp;Mexican Bonos | 7.750% | &nbsp;&nbsp;&nbsp;&nbsp; 11/23/34 | &nbsp;&nbsp;&nbsp;&nbsp;MXN | &nbsp;&nbsp; 1699170 | &nbsp;&nbsp;&nbsp;&nbsp; 78165 |
| &nbsp;&nbsp;&nbsp;Mexican Bonos | 8.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/24/35 | &nbsp;&nbsp;&nbsp;&nbsp;MXN | &nbsp;&nbsp; 97500 | &nbsp;&nbsp;&nbsp;&nbsp; 4482 |
| &nbsp;&nbsp;&nbsp;Mexican Bonos | 10.000% | &nbsp;&nbsp;&nbsp;&nbsp; 11/20/36 | &nbsp;&nbsp;&nbsp;&nbsp;MXN | &nbsp;&nbsp; 476380 | &nbsp;&nbsp;&nbsp;&nbsp; 25391 |
| &nbsp;&nbsp;&nbsp;Mexican Bonos | 8.500% | &nbsp;&nbsp;&nbsp;&nbsp; 11/18/38 | &nbsp;&nbsp;&nbsp;&nbsp;MXN | &nbsp;&nbsp; 935930 | &nbsp;&nbsp;&nbsp;&nbsp; 43464 |
| &nbsp;&nbsp;&nbsp;Mexican Bonos | 7.750% | &nbsp;&nbsp;&nbsp;&nbsp; 11/13/42 | &nbsp;&nbsp;&nbsp;&nbsp;MXN | &nbsp;&nbsp; 1882360 | &nbsp;&nbsp;&nbsp;&nbsp; 78899 |
| &nbsp;&nbsp;&nbsp;Mexican Bonos | 8.000% | &nbsp;&nbsp;&nbsp;&nbsp; 11/7/47 | &nbsp;&nbsp;&nbsp;&nbsp;MXN | &nbsp;&nbsp; 1147030 | &nbsp;&nbsp;&nbsp;&nbsp; 48307 |
| &nbsp;&nbsp;&nbsp;Mexican Bonos | 8.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/31/53 | &nbsp;&nbsp;&nbsp;&nbsp;MXN | &nbsp;&nbsp; 1660500 | &nbsp;&nbsp;&nbsp;&nbsp; 69067 |
| &nbsp;&nbsp;&nbsp;United Mexican States | 1.350% | &nbsp;&nbsp;&nbsp;&nbsp; 9/18/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3040 | &nbsp;&nbsp;&nbsp;&nbsp; 3295 |
| &nbsp;&nbsp;&nbsp;United Mexican States | 1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 4/17/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 9047 | &nbsp;&nbsp;&nbsp;&nbsp; 9818 |
| &nbsp;&nbsp;&nbsp;United Mexican States | 3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 4/9/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4552 | &nbsp;&nbsp;&nbsp;&nbsp; 5154 |
| &nbsp;&nbsp;&nbsp;United Mexican States | 1.125% | &nbsp;&nbsp;&nbsp;&nbsp; 1/17/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3744 | &nbsp;&nbsp;&nbsp;&nbsp; 3750 |
| &nbsp;&nbsp;&nbsp;United Mexican States | 2.375% | &nbsp;&nbsp;&nbsp;&nbsp; 2/11/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5400 | &nbsp;&nbsp;&nbsp;&nbsp; 5740 |
| &nbsp;&nbsp;&nbsp;United Mexican States | 3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 2/23/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3623 | &nbsp;&nbsp;&nbsp;&nbsp; 3975 |
| &nbsp;&nbsp;&nbsp;United Mexican States | 4.490% | &nbsp;&nbsp;&nbsp;&nbsp; 5/25/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 15100 | &nbsp;&nbsp;&nbsp;&nbsp; 16954 |
| &nbsp;&nbsp;&nbsp;United Mexican States | 1.450% | &nbsp;&nbsp;&nbsp;&nbsp; 10/25/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 8784 | &nbsp;&nbsp;&nbsp;&nbsp; 7629 |
| &nbsp;&nbsp;&nbsp;United Mexican States | 2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 8/12/36 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6276 | &nbsp;&nbsp;&nbsp;&nbsp; 5369 |
| &nbsp;&nbsp;&nbsp;United Mexican States | 2.875% | &nbsp;&nbsp;&nbsp;&nbsp; 4/8/39 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5861 | &nbsp;&nbsp;&nbsp;&nbsp; 4988 |
| &nbsp;&nbsp;&nbsp;United Mexican States | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/6/45 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4728 | &nbsp;&nbsp;&nbsp;&nbsp; 3708 |
| &nbsp;&nbsp;&nbsp;United Mexican States | 2.125% | &nbsp;&nbsp;&nbsp;&nbsp; 10/25/51 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10432 | &nbsp;&nbsp;&nbsp;&nbsp; 6216 |
| &nbsp;&nbsp;&nbsp;United Mexican States | 5.625% | &nbsp;&nbsp;&nbsp;&nbsp; 3/19/14 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 3146 | &nbsp;&nbsp;&nbsp;&nbsp; 2890 |

---

------

Total International Bond II Index Fund

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;&nbsp;&nbsp;Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;United Mexican States | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/15 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1635 | &nbsp;&nbsp;&nbsp;&nbsp; 1218 |
|  |  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **1019978** |
| **Netherlands (1.6%)** | **Netherlands (1.6%)** | **Netherlands (1.6%)** | **Netherlands (1.6%)** |  |  |  |
|  | &nbsp;&nbsp;&nbsp;BNG Bank NV | 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 8/24/26 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 127 | &nbsp;&nbsp;&nbsp;&nbsp; 81 |
|  | &nbsp;&nbsp;&nbsp;BNG Bank NV | 0.625% | &nbsp;&nbsp;&nbsp;&nbsp; 6/19/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7279 | &nbsp;&nbsp;&nbsp;&nbsp; 8010 |
|  | &nbsp;&nbsp;&nbsp;BNG Bank NV | 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 7/19/27 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 3820 | &nbsp;&nbsp;&nbsp;&nbsp; 2440 |
|  | &nbsp;&nbsp;&nbsp;BNG Bank NV | 0.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/11/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 11224 | &nbsp;&nbsp;&nbsp;&nbsp; 12276 |
|  | &nbsp;&nbsp;&nbsp;BNG Bank NV | 3.300% | &nbsp;&nbsp;&nbsp;&nbsp; 7/17/28 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 12696 | &nbsp;&nbsp;&nbsp;&nbsp; 8033 |
|  | &nbsp;&nbsp;&nbsp;BNG Bank NV | 0.000% | &nbsp;&nbsp;&nbsp;&nbsp; 8/31/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 25261 | &nbsp;&nbsp;&nbsp;&nbsp; 26661 |
|  | &nbsp;&nbsp;&nbsp;BNG Bank NV | 5.200% | &nbsp;&nbsp;&nbsp;&nbsp; 12/7/28 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 1650 | &nbsp;&nbsp;&nbsp;&nbsp; 2280 |
|  | &nbsp;&nbsp;&nbsp;BNG Bank NV | 0.100% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7369 | &nbsp;&nbsp;&nbsp;&nbsp; 7509 |
|  | &nbsp;&nbsp;&nbsp;BNG Bank NV | 1.375% | &nbsp;&nbsp;&nbsp;&nbsp; 10/21/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2926 | &nbsp;&nbsp;&nbsp;&nbsp; 3126 |
|  | &nbsp;&nbsp;&nbsp;BNG Bank NV | 0.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/20/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 12680 | &nbsp;&nbsp;&nbsp;&nbsp; 12435 |
|  | &nbsp;&nbsp;&nbsp;BNG Bank NV | 0.250% | &nbsp;&nbsp;&nbsp;&nbsp; 1/12/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7200 | &nbsp;&nbsp;&nbsp;&nbsp; 6972 |
|  | &nbsp;&nbsp;&nbsp;BNG Bank NV | 1.875% | &nbsp;&nbsp;&nbsp;&nbsp; 7/13/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5600 | &nbsp;&nbsp;&nbsp;&nbsp; 6005 |
|  | &nbsp;&nbsp;&nbsp;BNG Bank NV | 2.450% | &nbsp;&nbsp;&nbsp;&nbsp; 7/21/32 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 10000 | &nbsp;&nbsp;&nbsp;&nbsp; 5614 |
|  | &nbsp;&nbsp;&nbsp;BNG Bank NV | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/11/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 25000 | &nbsp;&nbsp;&nbsp;&nbsp; 28818 |
|  | &nbsp;&nbsp;&nbsp;BNG Bank NV | 0.125% | &nbsp;&nbsp;&nbsp;&nbsp; 4/19/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 8598 | &nbsp;&nbsp;&nbsp;&nbsp; 7912 |
|  | &nbsp;&nbsp;&nbsp;BNG Bank NV | 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 8/29/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 18000 | &nbsp;&nbsp;&nbsp;&nbsp; 21055 |
|  | &nbsp;&nbsp;&nbsp;BNG Bank NV | 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/11/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 35000 | &nbsp;&nbsp;&nbsp;&nbsp; 39260 |
|  | &nbsp;&nbsp;&nbsp;BNG Bank NV | 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 8/28/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 29000 | &nbsp;&nbsp;&nbsp;&nbsp; 32390 |
|  | &nbsp;&nbsp;&nbsp;BNG Bank NV | 0.125% | &nbsp;&nbsp;&nbsp;&nbsp; 7/9/35 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 40892 | &nbsp;&nbsp;&nbsp;&nbsp; 34824 |
|  | &nbsp;&nbsp;&nbsp;BNG Bank NV | 0.875% | &nbsp;&nbsp;&nbsp;&nbsp; 10/17/35 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2457 | &nbsp;&nbsp;&nbsp;&nbsp; 2250 |
|  | &nbsp;&nbsp;&nbsp;BNG Bank NV | 0.875% | &nbsp;&nbsp;&nbsp;&nbsp; 10/24/36 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 18700 | &nbsp;&nbsp;&nbsp;&nbsp; 16685 |
|  | &nbsp;&nbsp;&nbsp;BNG Bank NV | 0.250% | &nbsp;&nbsp;&nbsp;&nbsp; 11/22/36 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 700 | &nbsp;&nbsp;&nbsp;&nbsp; 576 |
|  | &nbsp;&nbsp;&nbsp;BNG Bank NV | 1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 3/30/37 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10700 | &nbsp;&nbsp;&nbsp;&nbsp; 9877 |
|  | &nbsp;&nbsp;&nbsp;BNG Bank NV | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/29/38 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1455 | &nbsp;&nbsp;&nbsp;&nbsp; 1358 |
|  | &nbsp;&nbsp;&nbsp;BNG Bank NV | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/39 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1906 | &nbsp;&nbsp;&nbsp;&nbsp; 1737 |
|  | &nbsp;&nbsp;&nbsp;BNG Bank NV | 0.805% | &nbsp;&nbsp;&nbsp;&nbsp; 6/28/49 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4300 | &nbsp;&nbsp;&nbsp;&nbsp; 2778 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Kingdom of Netherlands | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 45482 | &nbsp;&nbsp;&nbsp;&nbsp; 50759 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Kingdom of Netherlands | 0.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 141182 | &nbsp;&nbsp;&nbsp;&nbsp; 155365 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Kingdom of Netherlands | 0.750% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 15661 | &nbsp;&nbsp;&nbsp;&nbsp; 17352 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Kingdom of Netherlands | 0.750% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 49043 | &nbsp;&nbsp;&nbsp;&nbsp; 53574 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Kingdom of Netherlands | 0.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 170000 | &nbsp;&nbsp;&nbsp;&nbsp; 179071 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Kingdom of Netherlands | 0.250% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 37283 | &nbsp;&nbsp;&nbsp;&nbsp; 39232 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Kingdom of Netherlands | 2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 70758 | &nbsp;&nbsp;&nbsp;&nbsp; 81529 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Kingdom of Netherlands | 0.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 152407 | &nbsp;&nbsp;&nbsp;&nbsp; 150024 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Kingdom of Netherlands | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 101001 | &nbsp;&nbsp;&nbsp;&nbsp; 100112 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Kingdom of Netherlands | 2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 75000 | &nbsp;&nbsp;&nbsp;&nbsp; 84865 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Kingdom of Netherlands | 2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 113579 | &nbsp;&nbsp;&nbsp;&nbsp; 127572 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Kingdom of Netherlands | 0.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 230215 | &nbsp;&nbsp;&nbsp;&nbsp; 181603 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Kingdom of Netherlands | 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 88620 | &nbsp;&nbsp;&nbsp;&nbsp; 110839 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Kingdom of Netherlands | 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 58405 | &nbsp;&nbsp;&nbsp;&nbsp; 68740 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Kingdom of Netherlands | 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 72561 | &nbsp;&nbsp;&nbsp;&nbsp; 79121 |
| <sup>3,6</sup> | &nbsp;&nbsp;&nbsp;Kingdom of Netherlands | 0.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 113679 | &nbsp;&nbsp;&nbsp;&nbsp; 59267 |
| <sup>3,6</sup> | &nbsp;&nbsp;&nbsp;Kingdom of Netherlands | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 45000 | &nbsp;&nbsp;&nbsp;&nbsp; 41113 |
|  | &nbsp;&nbsp;&nbsp;Nederlandse Waterschapsbank NV | 3.150% | &nbsp;&nbsp;&nbsp;&nbsp; 9/2/26 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 4420 | &nbsp;&nbsp;&nbsp;&nbsp; 2812 |
|  | &nbsp;&nbsp;&nbsp;Nederlandse Waterschapsbank NV | 0.000% | &nbsp;&nbsp;&nbsp;&nbsp; 11/16/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 12218 | &nbsp;&nbsp;&nbsp;&nbsp; 13420 |
|  | &nbsp;&nbsp;&nbsp;Nederlandse Waterschapsbank NV | 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 3/9/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4913 | &nbsp;&nbsp;&nbsp;&nbsp; 5683 |
|  | &nbsp;&nbsp;&nbsp;Nederlandse Waterschapsbank NV | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2908 | &nbsp;&nbsp;&nbsp;&nbsp; 3189 |
|  | &nbsp;&nbsp;&nbsp;Nederlandse Waterschapsbank NV | 3.450% | &nbsp;&nbsp;&nbsp;&nbsp; 7/17/28 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 1970 | &nbsp;&nbsp;&nbsp;&nbsp; 1252 |
|  | &nbsp;&nbsp;&nbsp;Nederlandse Waterschapsbank NV | 3.300% | &nbsp;&nbsp;&nbsp;&nbsp; 5/2/29 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 12690 | &nbsp;&nbsp;&nbsp;&nbsp; 7951 |
|  | &nbsp;&nbsp;&nbsp;Nederlandse Waterschapsbank NV | 0.050% | &nbsp;&nbsp;&nbsp;&nbsp; 1/28/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1500 | &nbsp;&nbsp;&nbsp;&nbsp; 1521 |
|  | &nbsp;&nbsp;&nbsp;Nederlandse Waterschapsbank NV | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/29/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2800 | &nbsp;&nbsp;&nbsp;&nbsp; 2882 |
|  | &nbsp;&nbsp;&nbsp;Nederlandse Waterschapsbank NV | 0.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/8/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 800 | &nbsp;&nbsp;&nbsp;&nbsp; 771 |
|  | &nbsp;&nbsp;&nbsp;Nederlandse Waterschapsbank NV | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/11/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3000 | &nbsp;&nbsp;&nbsp;&nbsp; 3480 |
|  | &nbsp;&nbsp;&nbsp;Nederlandse Waterschapsbank NV | 0.250% | &nbsp;&nbsp;&nbsp;&nbsp; 1/19/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 23200 | &nbsp;&nbsp;&nbsp;&nbsp; 22432 |
|  | &nbsp;&nbsp;&nbsp;Nederlandse Waterschapsbank NV | 5.375% | &nbsp;&nbsp;&nbsp;&nbsp; 6/7/32 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 4876 | &nbsp;&nbsp;&nbsp;&nbsp; 6872 |
|  | &nbsp;&nbsp;&nbsp;Nederlandse Waterschapsbank NV | 2.625% | &nbsp;&nbsp;&nbsp;&nbsp; 1/10/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10000 | &nbsp;&nbsp;&nbsp;&nbsp; 11120 |
|  | &nbsp;&nbsp;&nbsp;Nederlandse Waterschapsbank NV | 1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/27/36 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 8913 | &nbsp;&nbsp;&nbsp;&nbsp; 8406 |
|  | &nbsp;&nbsp;&nbsp;Nederlandse Waterschapsbank NV | 0.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/16/37 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 39200 | &nbsp;&nbsp;&nbsp;&nbsp; 30943 |
|  | &nbsp;&nbsp;&nbsp;Nederlandse Waterschapsbank NV | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/27/38 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 8000 | &nbsp;&nbsp;&nbsp;&nbsp; 7479 |
|  | &nbsp;&nbsp;&nbsp;Nederlandse Waterschapsbank NV | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/39 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2457 | &nbsp;&nbsp;&nbsp;&nbsp; 2235 |
|  | &nbsp;&nbsp;&nbsp;Nederlandse Waterschapsbank NV | 0.750% | &nbsp;&nbsp;&nbsp;&nbsp; 10/4/41 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10000 | &nbsp;&nbsp;&nbsp;&nbsp; 7584 |
|  |  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **2021132** |
| **New Zealand (0.4%)** | **New Zealand (0.4%)** | **New Zealand (0.4%)** | **New Zealand (0.4%)** |  |  |  |
|  | &nbsp;&nbsp;&nbsp;Housing New Zealand Ltd. | 2.247% | &nbsp;&nbsp;&nbsp;&nbsp; 10/5/26 | &nbsp;&nbsp;&nbsp;&nbsp;NZD | &nbsp;&nbsp; 13040 | &nbsp;&nbsp;&nbsp;&nbsp; 7637 |
|  | &nbsp;&nbsp;&nbsp;Housing New Zealand Ltd. | 3.420% | &nbsp;&nbsp;&nbsp;&nbsp; 10/18/28 | &nbsp;&nbsp;&nbsp;&nbsp;NZD | &nbsp;&nbsp; 9000 | &nbsp;&nbsp;&nbsp;&nbsp; 5274 |
|  | &nbsp;&nbsp;&nbsp;Housing New Zealand Ltd. | 2.183% | &nbsp;&nbsp;&nbsp;&nbsp; 4/24/30 | &nbsp;&nbsp;&nbsp;&nbsp;NZD | &nbsp;&nbsp; 1280 | &nbsp;&nbsp;&nbsp;&nbsp; 694 |

---

------

Total International Bond II Index Fund

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;&nbsp;&nbsp;Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Housing New Zealand Ltd. | 1.534% | &nbsp;&nbsp;&nbsp;&nbsp; 9/10/35 | &nbsp;&nbsp;&nbsp;&nbsp;NZD | &nbsp;&nbsp; 9280 | &nbsp;&nbsp;&nbsp;&nbsp; 4002 |
|  | &nbsp;&nbsp;&nbsp;New Zealand | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;NZD | &nbsp;&nbsp; 75760 | &nbsp;&nbsp;&nbsp;&nbsp; 43763 |
|  | &nbsp;&nbsp;&nbsp;New Zealand | 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;NZD | &nbsp;&nbsp; 79830 | &nbsp;&nbsp;&nbsp;&nbsp; 48517 |
|  | &nbsp;&nbsp;&nbsp;New Zealand | 0.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;NZD | &nbsp;&nbsp; 106019 | &nbsp;&nbsp;&nbsp;&nbsp; 57191 |
|  | &nbsp;&nbsp;&nbsp;New Zealand | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/20/29 | &nbsp;&nbsp;&nbsp;&nbsp;NZD | &nbsp;&nbsp; 98545 | &nbsp;&nbsp;&nbsp;&nbsp; 57200 |
|  | &nbsp;&nbsp;&nbsp;New Zealand | 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;NZD | &nbsp;&nbsp; 60000 | &nbsp;&nbsp;&nbsp;&nbsp; 36778 |
|  | &nbsp;&nbsp;&nbsp;New Zealand | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;NZD | &nbsp;&nbsp; 62161 | &nbsp;&nbsp;&nbsp;&nbsp; 32034 |
|  | &nbsp;&nbsp;&nbsp;New Zealand | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;NZD | &nbsp;&nbsp; 48030 | &nbsp;&nbsp;&nbsp;&nbsp; 24752 |
|  | &nbsp;&nbsp;&nbsp;New Zealand | 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/14/33 | &nbsp;&nbsp;&nbsp;&nbsp;NZD | &nbsp;&nbsp; 73786 | &nbsp;&nbsp;&nbsp;&nbsp; 41579 |
|  | &nbsp;&nbsp;&nbsp;New Zealand | 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;NZD | &nbsp;&nbsp; 36860 | &nbsp;&nbsp;&nbsp;&nbsp; 21695 |
|  | &nbsp;&nbsp;&nbsp;New Zealand | 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;NZD | &nbsp;&nbsp; 50786 | &nbsp;&nbsp;&nbsp;&nbsp; 30223 |
|  | &nbsp;&nbsp;&nbsp;New Zealand | 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;NZD | &nbsp;&nbsp; 22000 | &nbsp;&nbsp;&nbsp;&nbsp; 12707 |
|  | &nbsp;&nbsp;&nbsp;New Zealand | 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;NZD | &nbsp;&nbsp; 42399 | &nbsp;&nbsp;&nbsp;&nbsp; 20769 |
|  | &nbsp;&nbsp;&nbsp;New Zealand | 1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;NZD | &nbsp;&nbsp; 36308 | &nbsp;&nbsp;&nbsp;&nbsp; 13981 |
|  | &nbsp;&nbsp;&nbsp;New Zealand | 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;NZD | &nbsp;&nbsp; 30523 | &nbsp;&nbsp;&nbsp;&nbsp; 11918 |
|  | &nbsp;&nbsp;&nbsp;New Zealand | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;NZD | &nbsp;&nbsp; 15000 | &nbsp;&nbsp;&nbsp;&nbsp; 8648 |
|  | &nbsp;&nbsp;&nbsp;New Zealand Local Government Funding Agency Bond | 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;NZD | &nbsp;&nbsp; 984 | &nbsp;&nbsp;&nbsp;&nbsp; 596 |
|  | &nbsp;&nbsp;&nbsp;New Zealand Local Government Funding Agency Bond | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/20/29 | &nbsp;&nbsp;&nbsp;&nbsp;NZD | &nbsp;&nbsp; 10145 | &nbsp;&nbsp;&nbsp;&nbsp; 5487 |
|  | &nbsp;&nbsp;&nbsp;New Zealand Local Government Funding Agency Bond | 2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;NZD | &nbsp;&nbsp; 10000 | &nbsp;&nbsp;&nbsp;&nbsp; 5268 |
|  | &nbsp;&nbsp;&nbsp;New Zealand Local Government Funding Agency Bond | 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/14/33 | &nbsp;&nbsp;&nbsp;&nbsp;NZD | &nbsp;&nbsp; 7091 | &nbsp;&nbsp;&nbsp;&nbsp; 3884 |
|  | &nbsp;&nbsp;&nbsp;New Zealand Local Government Funding Agency Bond | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/8/34 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 8000 | &nbsp;&nbsp;&nbsp;&nbsp; 5222 |
|  | &nbsp;&nbsp;&nbsp;New Zealand Local Government Funding Agency Bond | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;NZD | &nbsp;&nbsp; 27300 | &nbsp;&nbsp;&nbsp;&nbsp; 13701 |
|  | &nbsp;&nbsp;&nbsp;New Zealand Local Government Funding Agency Bond | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;NZD | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 2130 |
|  |  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **515650** |
| **Norway (0.2%)** | **Norway (0.2%)** | **Norway (0.2%)** | **Norway (0.2%)** |  |  |  |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Kingdom of Norway | 1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 2/17/27 | &nbsp;&nbsp;&nbsp;&nbsp;NOK | &nbsp;&nbsp; 74920 | &nbsp;&nbsp;&nbsp;&nbsp; 6974 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Kingdom of Norway | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/26/28 | &nbsp;&nbsp;&nbsp;&nbsp;NOK | &nbsp;&nbsp; 97934 | &nbsp;&nbsp;&nbsp;&nbsp; 9003 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Kingdom of Norway | 1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 9/6/29 | &nbsp;&nbsp;&nbsp;&nbsp;NOK | &nbsp;&nbsp; 274764 | &nbsp;&nbsp;&nbsp;&nbsp; 24418 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Kingdom of Norway | 1.375% | &nbsp;&nbsp;&nbsp;&nbsp; 8/19/30 | &nbsp;&nbsp;&nbsp;&nbsp;NOK | &nbsp;&nbsp; 542457 | &nbsp;&nbsp;&nbsp;&nbsp; 46340 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Kingdom of Norway | 1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 9/17/31 | &nbsp;&nbsp;&nbsp;&nbsp;NOK | &nbsp;&nbsp; 228090 | &nbsp;&nbsp;&nbsp;&nbsp; 18845 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Kingdom of Norway | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;NOK | &nbsp;&nbsp; 371154 | &nbsp;&nbsp;&nbsp;&nbsp; 33609 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Kingdom of Norway | 3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 4/13/34 | &nbsp;&nbsp;&nbsp;&nbsp;NOK | &nbsp;&nbsp; 200995 | &nbsp;&nbsp;&nbsp;&nbsp; 18993 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Kingdom of Norway | 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 6/12/35 | &nbsp;&nbsp;&nbsp;&nbsp;NOK | &nbsp;&nbsp; 304124 | &nbsp;&nbsp;&nbsp;&nbsp; 28955 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Kingdom of Norway | 3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 5/31/39 | &nbsp;&nbsp;&nbsp;&nbsp;NOK | &nbsp;&nbsp; 167126 | &nbsp;&nbsp;&nbsp;&nbsp; 15659 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Kingdom of Norway | 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 10/6/42 | &nbsp;&nbsp;&nbsp;&nbsp;NOK | &nbsp;&nbsp; 130000 | &nbsp;&nbsp;&nbsp;&nbsp; 12069 |
|  | &nbsp;&nbsp;&nbsp;Kommunalbanken A/S | 0.600% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 9942 | &nbsp;&nbsp;&nbsp;&nbsp; 6161 |
|  | &nbsp;&nbsp;&nbsp;Kommunalbanken A/S | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 12/9/26 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 4408 | &nbsp;&nbsp;&nbsp;&nbsp; 2795 |
|  | &nbsp;&nbsp;&nbsp;Kommunalbanken A/S | 0.875% | &nbsp;&nbsp;&nbsp;&nbsp; 5/24/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 13952 | &nbsp;&nbsp;&nbsp;&nbsp; 15408 |
|  | &nbsp;&nbsp;&nbsp;Kommunalbanken A/S | 3.400% | &nbsp;&nbsp;&nbsp;&nbsp; 7/24/28 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 3920 | &nbsp;&nbsp;&nbsp;&nbsp; 2487 |
|  | &nbsp;&nbsp;&nbsp;Kommunalbanken A/S | 0.050% | &nbsp;&nbsp;&nbsp;&nbsp; 10/24/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4642 | &nbsp;&nbsp;&nbsp;&nbsp; 4744 |
|  | &nbsp;&nbsp;&nbsp;Kommunalbanken A/S | 1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 7/2/30 | &nbsp;&nbsp;&nbsp;&nbsp;NZD | &nbsp;&nbsp; 10000 | &nbsp;&nbsp;&nbsp;&nbsp; 5179 |
|  | &nbsp;&nbsp;&nbsp;Kommunalbanken A/S | 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 4/18/34 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 5544 | &nbsp;&nbsp;&nbsp;&nbsp; 3741 |
|  |  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **255380** |
| **Peru (0.2%)** | **Peru (0.2%)** | **Peru (0.2%)** | **Peru (0.2%)** |  |  |  |
|  | &nbsp;&nbsp;&nbsp;Republic of Peru | 8.200% | &nbsp;&nbsp;&nbsp;&nbsp; 8/12/26 | &nbsp;&nbsp;&nbsp;&nbsp;PEN | &nbsp;&nbsp; 18025 | &nbsp;&nbsp;&nbsp;&nbsp; 5160 |
|  | &nbsp;&nbsp;&nbsp;Republic of Peru | 6.350% | &nbsp;&nbsp;&nbsp;&nbsp; 8/12/28 | &nbsp;&nbsp;&nbsp;&nbsp;PEN | &nbsp;&nbsp; 24269 | &nbsp;&nbsp;&nbsp;&nbsp; 7057 |
|  | &nbsp;&nbsp;&nbsp;Republic of Peru | 5.940% | &nbsp;&nbsp;&nbsp;&nbsp; 2/12/29 | &nbsp;&nbsp;&nbsp;&nbsp;PEN | &nbsp;&nbsp; 63675 | &nbsp;&nbsp;&nbsp;&nbsp; 18302 |
|  | &nbsp;&nbsp;&nbsp;Republic of Peru | 6.950% | &nbsp;&nbsp;&nbsp;&nbsp; 8/12/31 | &nbsp;&nbsp;&nbsp;&nbsp;PEN | &nbsp;&nbsp; 81758 | &nbsp;&nbsp;&nbsp;&nbsp; 24194 |
|  | &nbsp;&nbsp;&nbsp;Republic of Peru | 6.150% | &nbsp;&nbsp;&nbsp;&nbsp; 8/12/32 | &nbsp;&nbsp;&nbsp;&nbsp;PEN | &nbsp;&nbsp; 93324 | &nbsp;&nbsp;&nbsp;&nbsp; 25934 |
|  | &nbsp;&nbsp;&nbsp;Republic of Peru | 1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 3/11/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4781 | &nbsp;&nbsp;&nbsp;&nbsp; 4442 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Republic of Peru | 7.300% | &nbsp;&nbsp;&nbsp;&nbsp; 8/12/33 | &nbsp;&nbsp;&nbsp;&nbsp;PEN | &nbsp;&nbsp; 73297 | &nbsp;&nbsp;&nbsp;&nbsp; 21200 |
|  | &nbsp;&nbsp;&nbsp;Republic of Peru | 5.400% | &nbsp;&nbsp;&nbsp;&nbsp; 8/12/34 | &nbsp;&nbsp;&nbsp;&nbsp;PEN | &nbsp;&nbsp; 73907 | &nbsp;&nbsp;&nbsp;&nbsp; 18542 |
|  | &nbsp;&nbsp;&nbsp;Republic of Peru | 1.950% | &nbsp;&nbsp;&nbsp;&nbsp; 11/17/36 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5021 | &nbsp;&nbsp;&nbsp;&nbsp; 4532 |
|  | &nbsp;&nbsp;&nbsp;Republic of Peru | 6.900% | &nbsp;&nbsp;&nbsp;&nbsp; 8/12/37 | &nbsp;&nbsp;&nbsp;&nbsp;PEN | &nbsp;&nbsp; 84400 | &nbsp;&nbsp;&nbsp;&nbsp; 22800 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Republic of Peru | 7.600% | &nbsp;&nbsp;&nbsp;&nbsp; 8/12/39 | &nbsp;&nbsp;&nbsp;&nbsp;PEN | &nbsp;&nbsp; 67315 | &nbsp;&nbsp;&nbsp;&nbsp; 19059 |
|  | &nbsp;&nbsp;&nbsp;Republic of Peru | 5.350% | &nbsp;&nbsp;&nbsp;&nbsp; 8/12/40 | &nbsp;&nbsp;&nbsp;&nbsp;PEN | &nbsp;&nbsp; 47701 | &nbsp;&nbsp;&nbsp;&nbsp; 10835 |
|  | &nbsp;&nbsp;&nbsp;Republic of Peru | 6.850% | &nbsp;&nbsp;&nbsp;&nbsp; 2/12/42 | &nbsp;&nbsp;&nbsp;&nbsp;PEN | &nbsp;&nbsp; 27700 | &nbsp;&nbsp;&nbsp;&nbsp; 7322 |
|  | &nbsp;&nbsp;&nbsp;Republic of Peru | 6.714% | &nbsp;&nbsp;&nbsp;&nbsp; 2/12/55 | &nbsp;&nbsp;&nbsp;&nbsp;PEN | &nbsp;&nbsp; 14700 | &nbsp;&nbsp;&nbsp;&nbsp; 3931 |
|  |  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **193310** |
| **Philippines (0.0%)** | **Philippines (0.0%)** | **Philippines (0.0%)** | **Philippines (0.0%)** |  |  |  |
|  | &nbsp;&nbsp;&nbsp;Republic of Philippines | 3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 2/4/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 39630 | &nbsp;&nbsp;&nbsp;&nbsp; 44813 |
|  | &nbsp;&nbsp;&nbsp;Republic of Philippines | 1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 4/28/41 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 360 | &nbsp;&nbsp;&nbsp;&nbsp; 287 |
|  |  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **45100** |
| **Poland (0.7%)** | **Poland (0.7%)** | **Poland (0.7%)** | **Poland (0.7%)** |  |  |  |
|  | &nbsp;&nbsp;&nbsp;Bank Gospodarstwa Krajowego | 1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 5/6/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1906 | &nbsp;&nbsp;&nbsp;&nbsp; 2142 |
|  | &nbsp;&nbsp;&nbsp;Bank Gospodarstwa Krajowego | 1.625% | &nbsp;&nbsp;&nbsp;&nbsp; 4/30/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4515 | &nbsp;&nbsp;&nbsp;&nbsp; 4940 |
|  | &nbsp;&nbsp;&nbsp;Bank Gospodarstwa Krajowego | 0.375% | &nbsp;&nbsp;&nbsp;&nbsp; 10/13/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4600 | &nbsp;&nbsp;&nbsp;&nbsp; 4790 |
|  | &nbsp;&nbsp;&nbsp;Bank Gospodarstwa Krajowego | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/30/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2500 | &nbsp;&nbsp;&nbsp;&nbsp; 2844 |

---

------

Total International Bond II Index Fund

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;&nbsp;&nbsp;Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Bank Gospodarstwa Krajowego | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 506 | &nbsp;&nbsp;&nbsp;&nbsp; 545 |
|  | &nbsp;&nbsp;&nbsp;Bank Gospodarstwa Krajowego | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 7/8/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1250 | &nbsp;&nbsp;&nbsp;&nbsp; 1202 |
|  | &nbsp;&nbsp;&nbsp;Bank Gospodarstwa Krajowego | 5.125% | &nbsp;&nbsp;&nbsp;&nbsp; 2/22/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4988 | &nbsp;&nbsp;&nbsp;&nbsp; 6192 |
|  | &nbsp;&nbsp;&nbsp;Bank Gospodarstwa Krajowego | 3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 3/13/35 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 14500 | &nbsp;&nbsp;&nbsp;&nbsp; 16383 |
|  | &nbsp;&nbsp;&nbsp;Bank Gospodarstwa Krajowego | 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 9/13/44 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10800 | &nbsp;&nbsp;&nbsp;&nbsp; 11775 |
|  | &nbsp;&nbsp;&nbsp;Republic of Poland | 2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 7/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;PLN | &nbsp;&nbsp; 79080 | &nbsp;&nbsp;&nbsp;&nbsp; 20480 |
|  | &nbsp;&nbsp;&nbsp;Republic of Poland | 1.125% | &nbsp;&nbsp;&nbsp;&nbsp; 8/7/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1706 | &nbsp;&nbsp;&nbsp;&nbsp; 1905 |
|  | &nbsp;&nbsp;&nbsp;Republic of Poland | 0.250% | &nbsp;&nbsp;&nbsp;&nbsp; 10/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;PLN | &nbsp;&nbsp; 245540 | &nbsp;&nbsp;&nbsp;&nbsp; 61242 |
|  | &nbsp;&nbsp;&nbsp;Republic of Poland | 0.875% | &nbsp;&nbsp;&nbsp;&nbsp; 5/10/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 15994 | &nbsp;&nbsp;&nbsp;&nbsp; 17630 |
|  | &nbsp;&nbsp;&nbsp;Republic of Poland | 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 5/25/27 | &nbsp;&nbsp;&nbsp;&nbsp;PLN | &nbsp;&nbsp; 309056 | &nbsp;&nbsp;&nbsp;&nbsp; 80857 |
|  | &nbsp;&nbsp;&nbsp;Republic of Poland | 2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 7/25/27 | &nbsp;&nbsp;&nbsp;&nbsp;PLN | &nbsp;&nbsp; 75899 | &nbsp;&nbsp;&nbsp;&nbsp; 19294 |
|  | &nbsp;&nbsp;&nbsp;Republic of Poland | 1.375% | &nbsp;&nbsp;&nbsp;&nbsp; 10/22/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1975 | &nbsp;&nbsp;&nbsp;&nbsp; 2190 |
|  | &nbsp;&nbsp;&nbsp;Republic of Poland | 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 4/25/28 | &nbsp;&nbsp;&nbsp;&nbsp;PLN | &nbsp;&nbsp; 128925 | &nbsp;&nbsp;&nbsp;&nbsp; 32561 |
|  | &nbsp;&nbsp;&nbsp;Republic of Poland | 7.500% | &nbsp;&nbsp;&nbsp;&nbsp; 7/25/28 | &nbsp;&nbsp;&nbsp;&nbsp;PLN | &nbsp;&nbsp; 169964 | &nbsp;&nbsp;&nbsp;&nbsp; 49004 |
|  | &nbsp;&nbsp;&nbsp;Republic of Poland | 5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 4/25/29 | &nbsp;&nbsp;&nbsp;&nbsp;PLN | &nbsp;&nbsp; 12658 | &nbsp;&nbsp;&nbsp;&nbsp; 3494 |
|  | &nbsp;&nbsp;&nbsp;Republic of Poland | 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 7/25/29 | &nbsp;&nbsp;&nbsp;&nbsp;PLN | &nbsp;&nbsp; 190000 | &nbsp;&nbsp;&nbsp;&nbsp; 50617 |
|  | &nbsp;&nbsp;&nbsp;Republic of Poland | 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 10/25/29 | &nbsp;&nbsp;&nbsp;&nbsp;PLN | &nbsp;&nbsp; 112704 | &nbsp;&nbsp;&nbsp;&nbsp; 27662 |
|  | &nbsp;&nbsp;&nbsp;Republic of Poland | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/16/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 54491 | &nbsp;&nbsp;&nbsp;&nbsp; 62574 |
|  | &nbsp;&nbsp;&nbsp;Republic of Poland | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/25/30 | &nbsp;&nbsp;&nbsp;&nbsp;PLN | &nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 53727 |
|  | &nbsp;&nbsp;&nbsp;Republic of Poland | 1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 4/25/32 | &nbsp;&nbsp;&nbsp;&nbsp;PLN | &nbsp;&nbsp; 667080 | &nbsp;&nbsp;&nbsp;&nbsp; 144032 |
|  | &nbsp;&nbsp;&nbsp;Republic of Poland | 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 5/25/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10867 | &nbsp;&nbsp;&nbsp;&nbsp; 12132 |
|  | &nbsp;&nbsp;&nbsp;Republic of Poland | 3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 2/14/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 51 | &nbsp;&nbsp;&nbsp;&nbsp; 61 |
|  | &nbsp;&nbsp;&nbsp;Republic of Poland | 6.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/25/33 | &nbsp;&nbsp;&nbsp;&nbsp;PLN | &nbsp;&nbsp; 327778 | &nbsp;&nbsp;&nbsp;&nbsp; 91871 |
|  | &nbsp;&nbsp;&nbsp;Republic of Poland | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/25/34 | &nbsp;&nbsp;&nbsp;&nbsp;PLN | &nbsp;&nbsp; 244979 | &nbsp;&nbsp;&nbsp;&nbsp; 63794 |
|  | &nbsp;&nbsp;&nbsp;Republic of Poland | 3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 1/16/35 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 9418 | &nbsp;&nbsp;&nbsp;&nbsp; 10793 |
|  | &nbsp;&nbsp;&nbsp;Republic of Poland | 2.375% | &nbsp;&nbsp;&nbsp;&nbsp; 1/18/36 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 8492 | &nbsp;&nbsp;&nbsp;&nbsp; 8587 |
|  | &nbsp;&nbsp;&nbsp;Republic of Poland | 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 2/14/43 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7000 | &nbsp;&nbsp;&nbsp;&nbsp; 8010 |
|  | &nbsp;&nbsp;&nbsp;Republic of Poland | 4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 1/11/44 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 17000 | &nbsp;&nbsp;&nbsp;&nbsp; 19102 |
|  | &nbsp;&nbsp;&nbsp;Republic of Poland | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/25/47 | &nbsp;&nbsp;&nbsp;&nbsp;PLN | &nbsp;&nbsp; 31318 | &nbsp;&nbsp;&nbsp;&nbsp; 6913 |
|  |  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **899345** |
| **Portugal (0.6%)** | **Portugal (0.6%)** | **Portugal (0.6%)** | **Portugal (0.6%)** |  |  |  |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Portugal Obrigacoes do Tesouro OT | 0.700% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 78774 | &nbsp;&nbsp;&nbsp;&nbsp; 86968 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Portugal Obrigacoes do Tesouro OT | 2.125% | &nbsp;&nbsp;&nbsp;&nbsp; 10/17/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 19000 | &nbsp;&nbsp;&nbsp;&nbsp; 21652 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Portugal Obrigacoes do Tesouro OT | 1.950% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 171798 | &nbsp;&nbsp;&nbsp;&nbsp; 193924 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Portugal Obrigacoes do Tesouro OT | 0.475% | &nbsp;&nbsp;&nbsp;&nbsp; 10/18/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 36570 | &nbsp;&nbsp;&nbsp;&nbsp; 37731 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Portugal Obrigacoes do Tesouro OT | 0.300% | &nbsp;&nbsp;&nbsp;&nbsp; 10/17/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 44938 | &nbsp;&nbsp;&nbsp;&nbsp; 44506 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Portugal Obrigacoes do Tesouro OT | 1.650% | &nbsp;&nbsp;&nbsp;&nbsp; 7/16/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 64391 | &nbsp;&nbsp;&nbsp;&nbsp; 68571 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Portugal Obrigacoes do Tesouro OT | 2.875% | &nbsp;&nbsp;&nbsp;&nbsp; 10/20/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 30529 | &nbsp;&nbsp;&nbsp;&nbsp; 34479 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Portugal Obrigacoes do Tesouro OT | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 81074 | &nbsp;&nbsp;&nbsp;&nbsp; 91827 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Portugal Obrigacoes do Tesouro OT | 0.900% | &nbsp;&nbsp;&nbsp;&nbsp; 10/12/35 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 25951 | &nbsp;&nbsp;&nbsp;&nbsp; 23896 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Portugal Obrigacoes do Tesouro OT | 4.100% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 28144 | &nbsp;&nbsp;&nbsp;&nbsp; 34702 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Portugal Obrigacoes do Tesouro OT | 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/18/38 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 36678 | &nbsp;&nbsp;&nbsp;&nbsp; 42364 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Portugal Obrigacoes do Tesouro OT | 1.150% | &nbsp;&nbsp;&nbsp;&nbsp; 4/11/42 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 22796 | &nbsp;&nbsp;&nbsp;&nbsp; 18062 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Portugal Obrigacoes do Tesouro OT | 4.100% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 15175 | &nbsp;&nbsp;&nbsp;&nbsp; 18322 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Portugal Obrigacoes do Tesouro OT | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/12/52 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 3095 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Portugal Obrigacoes do Tesouro OT | 3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 6/12/54 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 24303 | &nbsp;&nbsp;&nbsp;&nbsp; 26742 |
|  |  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **746841** |
| **Romania (0.4%)** | **Romania (0.4%)** | **Romania (0.4%)** | **Romania (0.4%)** |  |  |  |
|  | &nbsp;&nbsp;&nbsp;Romania | 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/24/26 | &nbsp;&nbsp;&nbsp;&nbsp;RON | &nbsp;&nbsp; 49260 | &nbsp;&nbsp;&nbsp;&nbsp; 10787 |
|  | &nbsp;&nbsp;&nbsp;Romania | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/27/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3980 | &nbsp;&nbsp;&nbsp;&nbsp; 4619 |
|  | &nbsp;&nbsp;&nbsp;Romania | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 12/8/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1781 | &nbsp;&nbsp;&nbsp;&nbsp; 1978 |
|  | &nbsp;&nbsp;&nbsp;Romania | 7.200% | &nbsp;&nbsp;&nbsp;&nbsp; 5/31/27 | &nbsp;&nbsp;&nbsp;&nbsp;RON | &nbsp;&nbsp; 90880 | &nbsp;&nbsp;&nbsp;&nbsp; 20695 |
|  | &nbsp;&nbsp;&nbsp;Romania | 5.800% | &nbsp;&nbsp;&nbsp;&nbsp; 7/26/27 | &nbsp;&nbsp;&nbsp;&nbsp;RON | &nbsp;&nbsp; 116950 | &nbsp;&nbsp;&nbsp;&nbsp; 25814 |
|  | &nbsp;&nbsp;&nbsp;Romania | 2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 10/25/27 | &nbsp;&nbsp;&nbsp;&nbsp;RON | &nbsp;&nbsp; 150000 | &nbsp;&nbsp;&nbsp;&nbsp; 30589 |
|  | &nbsp;&nbsp;&nbsp;Romania | 2.125% | &nbsp;&nbsp;&nbsp;&nbsp; 3/7/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 27246 | &nbsp;&nbsp;&nbsp;&nbsp; 29423 |
|  | &nbsp;&nbsp;&nbsp;Romania | 6.300% | &nbsp;&nbsp;&nbsp;&nbsp; 4/26/28 | &nbsp;&nbsp;&nbsp;&nbsp;RON | &nbsp;&nbsp; 60000 | &nbsp;&nbsp;&nbsp;&nbsp; 13299 |
|  | &nbsp;&nbsp;&nbsp;Romania | 2.875% | &nbsp;&nbsp;&nbsp;&nbsp; 5/26/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 16347 | &nbsp;&nbsp;&nbsp;&nbsp; 17921 |
|  | &nbsp;&nbsp;&nbsp;Romania | 8.750% | &nbsp;&nbsp;&nbsp;&nbsp; 10/30/28 | &nbsp;&nbsp;&nbsp;&nbsp;RON | &nbsp;&nbsp; 91450 | &nbsp;&nbsp;&nbsp;&nbsp; 21658 |
|  | &nbsp;&nbsp;&nbsp;Romania | 6.300% | &nbsp;&nbsp;&nbsp;&nbsp; 4/25/29 | &nbsp;&nbsp;&nbsp;&nbsp;RON | &nbsp;&nbsp; 240930 | &nbsp;&nbsp;&nbsp;&nbsp; 52763 |
|  | &nbsp;&nbsp;&nbsp;Romania | 4.850% | &nbsp;&nbsp;&nbsp;&nbsp; 7/25/29 | &nbsp;&nbsp;&nbsp;&nbsp;RON | &nbsp;&nbsp; 50000 | &nbsp;&nbsp;&nbsp;&nbsp; 10341 |
|  | &nbsp;&nbsp;&nbsp;Romania | 2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 2/8/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3413 | &nbsp;&nbsp;&nbsp;&nbsp; 3471 |
|  | &nbsp;&nbsp;&nbsp;Romania | 8.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/29/30 | &nbsp;&nbsp;&nbsp;&nbsp;RON | &nbsp;&nbsp; 50000 | &nbsp;&nbsp;&nbsp;&nbsp; 11636 |
|  | &nbsp;&nbsp;&nbsp;Romania | 3.624% | &nbsp;&nbsp;&nbsp;&nbsp; 5/26/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 29202 | &nbsp;&nbsp;&nbsp;&nbsp; 30706 |
|  | &nbsp;&nbsp;&nbsp;Romania | 1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 7/13/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4594 | &nbsp;&nbsp;&nbsp;&nbsp; 4370 |
|  | &nbsp;&nbsp;&nbsp;Romania | 5.375% | &nbsp;&nbsp;&nbsp;&nbsp; 3/22/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 29784 | &nbsp;&nbsp;&nbsp;&nbsp; 33241 |
|  | &nbsp;&nbsp;&nbsp;Romania | 7.350% | &nbsp;&nbsp;&nbsp;&nbsp; 4/28/31 | &nbsp;&nbsp;&nbsp;&nbsp;RON | &nbsp;&nbsp; 63500 | &nbsp;&nbsp;&nbsp;&nbsp; 14381 |
|  | &nbsp;&nbsp;&nbsp;Romania | 2.124% | &nbsp;&nbsp;&nbsp;&nbsp; 7/16/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2102 | &nbsp;&nbsp;&nbsp;&nbsp; 1933 |
|  | &nbsp;&nbsp;&nbsp;Romania | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/28/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2194 | &nbsp;&nbsp;&nbsp;&nbsp; 1950 |
|  | &nbsp;&nbsp;&nbsp;Romania | 6.700% | &nbsp;&nbsp;&nbsp;&nbsp; 2/25/32 | &nbsp;&nbsp;&nbsp;&nbsp;RON | &nbsp;&nbsp; 143000 | &nbsp;&nbsp;&nbsp;&nbsp; 31330 |

---

------

Total International Bond II Index Fund

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;&nbsp;&nbsp;Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Romania | 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/30/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 17233 | &nbsp;&nbsp;&nbsp;&nbsp; 18675 |
|  | &nbsp;&nbsp;&nbsp;Romania | 5.875% | &nbsp;&nbsp;&nbsp;&nbsp; 7/11/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 21536 | &nbsp;&nbsp;&nbsp;&nbsp; 24050 |
|  | &nbsp;&nbsp;&nbsp;Romania | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/14/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3538 | &nbsp;&nbsp;&nbsp;&nbsp; 2960 |
|  | &nbsp;&nbsp;&nbsp;Romania | 6.375% | &nbsp;&nbsp;&nbsp;&nbsp; 9/18/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10700 | &nbsp;&nbsp;&nbsp;&nbsp; 12176 |
|  | &nbsp;&nbsp;&nbsp;Romania | 7.200% | &nbsp;&nbsp;&nbsp;&nbsp; 10/30/33 | &nbsp;&nbsp;&nbsp;&nbsp;RON | &nbsp;&nbsp; 110000 | &nbsp;&nbsp;&nbsp;&nbsp; 24667 |
|  | &nbsp;&nbsp;&nbsp;Romania | 7.100% | &nbsp;&nbsp;&nbsp;&nbsp; 7/31/34 | &nbsp;&nbsp;&nbsp;&nbsp;RON | &nbsp;&nbsp; 68975 | &nbsp;&nbsp;&nbsp;&nbsp; 15395 |
|  | &nbsp;&nbsp;&nbsp;Romania | 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 10/11/34 | &nbsp;&nbsp;&nbsp;&nbsp;RON | &nbsp;&nbsp; 50000 | &nbsp;&nbsp;&nbsp;&nbsp; 9360 |
|  | &nbsp;&nbsp;&nbsp;Romania | 3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 10/29/35 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7533 | &nbsp;&nbsp;&nbsp;&nbsp; 6839 |
|  | &nbsp;&nbsp;&nbsp;Romania | 5.625% | &nbsp;&nbsp;&nbsp;&nbsp; 2/22/36 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 15000 | &nbsp;&nbsp;&nbsp;&nbsp; 15561 |
|  | &nbsp;&nbsp;&nbsp;Romania | 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 4/28/36 | &nbsp;&nbsp;&nbsp;&nbsp;RON | &nbsp;&nbsp; 164005 | &nbsp;&nbsp;&nbsp;&nbsp; 29042 |
|  | &nbsp;&nbsp;&nbsp;Romania | 4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 3/11/39 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3464 | &nbsp;&nbsp;&nbsp;&nbsp; 2966 |
|  | &nbsp;&nbsp;&nbsp;Romania | 2.625% | &nbsp;&nbsp;&nbsp;&nbsp; 12/2/40 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 977 | &nbsp;&nbsp;&nbsp;&nbsp; 657 |
|  | &nbsp;&nbsp;&nbsp;Romania | 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 4/14/41 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7774 | &nbsp;&nbsp;&nbsp;&nbsp; 5234 |
|  | &nbsp;&nbsp;&nbsp;Romania | 2.875% | &nbsp;&nbsp;&nbsp;&nbsp; 4/13/42 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4482 | &nbsp;&nbsp;&nbsp;&nbsp; 3023 |
|  | &nbsp;&nbsp;&nbsp;Romania | 6.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/24/44 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 15488 | &nbsp;&nbsp;&nbsp;&nbsp; 15656 |
|  | &nbsp;&nbsp;&nbsp;Romania | 4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 4/3/49 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 9014 | &nbsp;&nbsp;&nbsp;&nbsp; 7458 |
|  | &nbsp;&nbsp;&nbsp;Romania | 3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 1/28/50 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4876 | &nbsp;&nbsp;&nbsp;&nbsp; 3238 |
|  |  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **569862** |
| **Saudi Arabia (0.0%)** | **Saudi Arabia (0.0%)** | **Saudi Arabia (0.0%)** | **Saudi Arabia (0.0%)** |  |  |  |
|  | &nbsp;&nbsp;&nbsp;Kingdom of Saudi Arabia | 0.750% | &nbsp;&nbsp;&nbsp;&nbsp; 7/9/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2513 | &nbsp;&nbsp;&nbsp;&nbsp; 2732 |
|  | &nbsp;&nbsp;&nbsp;Kingdom of Saudi Arabia | 0.625% | &nbsp;&nbsp;&nbsp;&nbsp; 3/3/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7968 | &nbsp;&nbsp;&nbsp;&nbsp; 8090 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Kingdom of Saudi Arabia | 3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 3/5/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 9525 | &nbsp;&nbsp;&nbsp;&nbsp; 10769 |
|  | &nbsp;&nbsp;&nbsp;Kingdom of Saudi Arabia | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/9/39 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7189 | &nbsp;&nbsp;&nbsp;&nbsp; 6291 |
|  |  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **27882** |
| **Singapore (0.5%)** | **Singapore (0.5%)** | **Singapore (0.5%)** | **Singapore (0.5%)** |  |  |  |
|  | &nbsp;&nbsp;&nbsp;Housing & Development Board | 2.035% | &nbsp;&nbsp;&nbsp;&nbsp; 9/16/26 | &nbsp;&nbsp;&nbsp;&nbsp;SGD | &nbsp;&nbsp; 5250 | &nbsp;&nbsp;&nbsp;&nbsp; 3996 |
|  | &nbsp;&nbsp;&nbsp;Housing & Development Board | 2.675% | &nbsp;&nbsp;&nbsp;&nbsp; 1/22/29 | &nbsp;&nbsp;&nbsp;&nbsp;SGD | &nbsp;&nbsp; 3250 | &nbsp;&nbsp;&nbsp;&nbsp; 2515 |
|  | &nbsp;&nbsp;&nbsp;Housing & Development Board | 1.971% | &nbsp;&nbsp;&nbsp;&nbsp; 1/25/29 | &nbsp;&nbsp;&nbsp;&nbsp;SGD | &nbsp;&nbsp; 250 | &nbsp;&nbsp;&nbsp;&nbsp; 189 |
|  | &nbsp;&nbsp;&nbsp;Housing & Development Board | 2.598% | &nbsp;&nbsp;&nbsp;&nbsp; 10/30/29 | &nbsp;&nbsp;&nbsp;&nbsp;SGD | &nbsp;&nbsp; 7500 | &nbsp;&nbsp;&nbsp;&nbsp; 5793 |
|  | &nbsp;&nbsp;&nbsp;Housing & Development Board | 3.995% | &nbsp;&nbsp;&nbsp;&nbsp; 12/6/29 | &nbsp;&nbsp;&nbsp;&nbsp;SGD | &nbsp;&nbsp; 24750 | &nbsp;&nbsp;&nbsp;&nbsp; 20261 |
|  | &nbsp;&nbsp;&nbsp;Housing & Development Board | 3.080% | &nbsp;&nbsp;&nbsp;&nbsp; 5/31/30 | &nbsp;&nbsp;&nbsp;&nbsp;SGD | &nbsp;&nbsp; 7750 | &nbsp;&nbsp;&nbsp;&nbsp; 6118 |
|  | &nbsp;&nbsp;&nbsp;Housing & Development Board | 2.545% | &nbsp;&nbsp;&nbsp;&nbsp; 7/4/31 | &nbsp;&nbsp;&nbsp;&nbsp;SGD | &nbsp;&nbsp; 1750 | &nbsp;&nbsp;&nbsp;&nbsp; 1340 |
|  | &nbsp;&nbsp;&nbsp;Housing & Development Board | 1.865% | &nbsp;&nbsp;&nbsp;&nbsp; 7/21/33 | &nbsp;&nbsp;&nbsp;&nbsp;SGD | &nbsp;&nbsp; 15500 | &nbsp;&nbsp;&nbsp;&nbsp; 11193 |
|  | &nbsp;&nbsp;&nbsp;Republic of Singapore | 2.125% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;SGD | &nbsp;&nbsp; 58712 | &nbsp;&nbsp;&nbsp;&nbsp; 44956 |
|  | &nbsp;&nbsp;&nbsp;Republic of Singapore | 1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;SGD | &nbsp;&nbsp; 47936 | &nbsp;&nbsp;&nbsp;&nbsp; 36250 |
|  | &nbsp;&nbsp;&nbsp;Republic of Singapore | 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;SGD | &nbsp;&nbsp; 48452 | &nbsp;&nbsp;&nbsp;&nbsp; 38023 |
|  | &nbsp;&nbsp;&nbsp;Republic of Singapore | 2.875% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;SGD | &nbsp;&nbsp; 55000 | &nbsp;&nbsp;&nbsp;&nbsp; 42864 |
|  | &nbsp;&nbsp;&nbsp;Republic of Singapore | 2.625% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;SGD | &nbsp;&nbsp; 25552 | &nbsp;&nbsp;&nbsp;&nbsp; 19860 |
|  | &nbsp;&nbsp;&nbsp;Republic of Singapore | 2.875% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;SGD | &nbsp;&nbsp; 30000 | &nbsp;&nbsp;&nbsp;&nbsp; 23542 |
|  | &nbsp;&nbsp;&nbsp;Republic of Singapore | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;SGD | &nbsp;&nbsp; 68250 | &nbsp;&nbsp;&nbsp;&nbsp; 54037 |
|  | &nbsp;&nbsp;&nbsp;Republic of Singapore | 2.875% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;SGD | &nbsp;&nbsp; 47999 | &nbsp;&nbsp;&nbsp;&nbsp; 37850 |
|  | &nbsp;&nbsp;&nbsp;Republic of Singapore | 2.875% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;SGD | &nbsp;&nbsp; 37296 | &nbsp;&nbsp;&nbsp;&nbsp; 29498 |
|  | &nbsp;&nbsp;&nbsp;Republic of Singapore | 1.625% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;SGD | &nbsp;&nbsp; 40700 | &nbsp;&nbsp;&nbsp;&nbsp; 29934 |
|  | &nbsp;&nbsp;&nbsp;Republic of Singapore | 2.625% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;SGD | &nbsp;&nbsp; 26405 | &nbsp;&nbsp;&nbsp;&nbsp; 20503 |
|  | &nbsp;&nbsp;&nbsp;Republic of Singapore | 3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;SGD | &nbsp;&nbsp; 32146 | &nbsp;&nbsp;&nbsp;&nbsp; 26289 |
|  | &nbsp;&nbsp;&nbsp;Republic of Singapore | 3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;SGD | &nbsp;&nbsp; 18440 | &nbsp;&nbsp;&nbsp;&nbsp; 15120 |
|  | &nbsp;&nbsp;&nbsp;Republic of Singapore | 2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/36 | &nbsp;&nbsp;&nbsp;&nbsp;SGD | &nbsp;&nbsp; 46386 | &nbsp;&nbsp;&nbsp;&nbsp; 34484 |
|  | &nbsp;&nbsp;&nbsp;Republic of Singapore | 2.375% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/39 | &nbsp;&nbsp;&nbsp;&nbsp;SGD | &nbsp;&nbsp; 37832 | &nbsp;&nbsp;&nbsp;&nbsp; 28182 |
|  | &nbsp;&nbsp;&nbsp;Republic of Singapore | 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;SGD | &nbsp;&nbsp; 23361 | &nbsp;&nbsp;&nbsp;&nbsp; 18194 |
|  | &nbsp;&nbsp;&nbsp;Republic of Singapore | 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/46 | &nbsp;&nbsp;&nbsp;&nbsp;SGD | &nbsp;&nbsp; 37968 | &nbsp;&nbsp;&nbsp;&nbsp; 29652 |
|  | &nbsp;&nbsp;&nbsp;Republic of Singapore | 1.875% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;SGD | &nbsp;&nbsp; 30122 | &nbsp;&nbsp;&nbsp;&nbsp; 19942 |
|  | &nbsp;&nbsp;&nbsp;Republic of Singapore | 1.875% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;SGD | &nbsp;&nbsp; 47117 | &nbsp;&nbsp;&nbsp;&nbsp; 30939 |
|  | &nbsp;&nbsp;&nbsp;Republic of Singapore | 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/54 | &nbsp;&nbsp;&nbsp;&nbsp;SGD | &nbsp;&nbsp; 7700 | &nbsp;&nbsp;&nbsp;&nbsp; 6627 |
|  | &nbsp;&nbsp;&nbsp;Republic of Singapore | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/72 | &nbsp;&nbsp;&nbsp;&nbsp;SGD | &nbsp;&nbsp; 35242 | &nbsp;&nbsp;&nbsp;&nbsp; 28987 |
|  |  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **667138** |
| **Slovakia (0.3%)** | **Slovakia (0.3%)** | **Slovakia (0.3%)** | **Slovakia (0.3%)** |  |  |  |
|  | &nbsp;&nbsp;&nbsp;Slovak Republic | 0.625% | &nbsp;&nbsp;&nbsp;&nbsp; 5/22/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6339 | &nbsp;&nbsp;&nbsp;&nbsp; 7059 |
|  | &nbsp;&nbsp;&nbsp;Slovak Republic | 1.375% | &nbsp;&nbsp;&nbsp;&nbsp; 1/21/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10337 | &nbsp;&nbsp;&nbsp;&nbsp; 11558 |
|  | &nbsp;&nbsp;&nbsp;Slovak Republic | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/7/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 37804 | &nbsp;&nbsp;&nbsp;&nbsp; 43775 |
|  | &nbsp;&nbsp;&nbsp;Slovak Republic | 0.750% | &nbsp;&nbsp;&nbsp;&nbsp; 4/9/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 11716 | &nbsp;&nbsp;&nbsp;&nbsp; 12173 |
|  | &nbsp;&nbsp;&nbsp;Slovak Republic | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 11/6/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 43500 | &nbsp;&nbsp;&nbsp;&nbsp; 49493 |
|  | &nbsp;&nbsp;&nbsp;Slovak Republic | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/14/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1131 | &nbsp;&nbsp;&nbsp;&nbsp; 1123 |
|  | &nbsp;&nbsp;&nbsp;Slovak Republic | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/19/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 8000 | &nbsp;&nbsp;&nbsp;&nbsp; 9643 |
|  | &nbsp;&nbsp;&nbsp;Slovak Republic | 3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 6/8/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 11000 | &nbsp;&nbsp;&nbsp;&nbsp; 12809 |
|  | &nbsp;&nbsp;&nbsp;Slovak Republic | 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/6/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 53013 | &nbsp;&nbsp;&nbsp;&nbsp; 61888 |
|  | &nbsp;&nbsp;&nbsp;Slovak Republic | 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 2/23/35 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 35726 | &nbsp;&nbsp;&nbsp;&nbsp; 41628 |
|  | &nbsp;&nbsp;&nbsp;Slovak Republic | 0.375% | &nbsp;&nbsp;&nbsp;&nbsp; 4/21/36 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 24545 | &nbsp;&nbsp;&nbsp;&nbsp; 20040 |
|  | &nbsp;&nbsp;&nbsp;Slovak Republic | 1.875% | &nbsp;&nbsp;&nbsp;&nbsp; 3/9/37 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4950 | &nbsp;&nbsp;&nbsp;&nbsp; 4715 |
|  | &nbsp;&nbsp;&nbsp;Slovak Republic | 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 2/27/40 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 31500 | &nbsp;&nbsp;&nbsp;&nbsp; 35340 |

---

------

Total International Bond II Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;&nbsp;&nbsp;Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| &nbsp;&nbsp;&nbsp;Slovak Republic | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/23/43 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 12837 | &nbsp;&nbsp;&nbsp;&nbsp; 14742 |
| &nbsp;&nbsp;&nbsp;Slovak Republic | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/17/47 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 11530 | &nbsp;&nbsp;&nbsp;&nbsp; 9302 |
| &nbsp;&nbsp;&nbsp;Slovak Republic | 2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/12/68 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2044 | &nbsp;&nbsp;&nbsp;&nbsp; 1427 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **336715** |
| **Slovenia (0.1%)** | **Slovenia (0.1%)** | **Slovenia (0.1%)** |  |  |  |
| &nbsp;&nbsp;&nbsp;Republic of Slovenia | 1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 3/22/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6827 | &nbsp;&nbsp;&nbsp;&nbsp; 7650 |
| &nbsp;&nbsp;&nbsp;Republic of Slovenia | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/6/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 17067 | &nbsp;&nbsp;&nbsp;&nbsp; 18829 |
| &nbsp;&nbsp;&nbsp;Republic of Slovenia | 0.275% | &nbsp;&nbsp;&nbsp;&nbsp; 1/14/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7314 | &nbsp;&nbsp;&nbsp;&nbsp; 7545 |
| &nbsp;&nbsp;&nbsp;Republic of Slovenia | 0.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/12/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 23720 | &nbsp;&nbsp;&nbsp;&nbsp; 23296 |
| &nbsp;&nbsp;&nbsp;Republic of Slovenia | 2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 3/3/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 44548 | &nbsp;&nbsp;&nbsp;&nbsp; 49171 |
| &nbsp;&nbsp;&nbsp;Republic of Slovenia | 3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 3/11/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3850 | &nbsp;&nbsp;&nbsp;&nbsp; 4615 |
| &nbsp;&nbsp;&nbsp;Republic of Slovenia | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/10/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 12807 | &nbsp;&nbsp;&nbsp;&nbsp; 14528 |
| &nbsp;&nbsp;&nbsp;Republic of Slovenia | 3.125% | &nbsp;&nbsp;&nbsp;&nbsp; 8/7/45 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4876 | &nbsp;&nbsp;&nbsp;&nbsp; 5143 |
| &nbsp;&nbsp;&nbsp;Republic of Slovenia | 0.488% | &nbsp;&nbsp;&nbsp;&nbsp; 10/20/50 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 8733 | &nbsp;&nbsp;&nbsp;&nbsp; 4768 |
| &nbsp;&nbsp;&nbsp;Republic of Slovenia | 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/14/55 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 43843 | &nbsp;&nbsp;&nbsp;&nbsp; 47612 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **183157** |
| **South Korea (2.8%)** | **South Korea (2.8%)** | **South Korea (2.8%)** |  |  |  |
| &nbsp;&nbsp;&nbsp;Export-Import Bank of Korea | 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/7/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4435 | &nbsp;&nbsp;&nbsp;&nbsp; 5077 |
| &nbsp;&nbsp;&nbsp;Export-Import Bank of Korea | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/7/27 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 320 | &nbsp;&nbsp;&nbsp;&nbsp; 205 |
| &nbsp;&nbsp;&nbsp;Export-Import Bank of Korea | 3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 6/7/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3810 | &nbsp;&nbsp;&nbsp;&nbsp; 4470 |
| &nbsp;&nbsp;&nbsp;Korea Development Bank | 2.625% | &nbsp;&nbsp;&nbsp;&nbsp; 9/8/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5688 |
| &nbsp;&nbsp;&nbsp;Korea Housing Finance Corp. | 0.010% | &nbsp;&nbsp;&nbsp;&nbsp; 6/29/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 38458 | &nbsp;&nbsp;&nbsp;&nbsp; 42423 |
| &nbsp;&nbsp;&nbsp;Korea Housing Finance Corp. | 3.714% | &nbsp;&nbsp;&nbsp;&nbsp; 4/11/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 22500 | &nbsp;&nbsp;&nbsp;&nbsp; 26143 |
| &nbsp;&nbsp;&nbsp;Korea Treasury Bond | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/10/29 | &nbsp;&nbsp;&nbsp;&nbsp;KRW | &nbsp;&nbsp; 45000000 | &nbsp;&nbsp;&nbsp;&nbsp; 32518 |
| &nbsp;&nbsp;&nbsp;Republic of Korea | 1.875% | &nbsp;&nbsp;&nbsp;&nbsp; 6/10/26 | &nbsp;&nbsp;&nbsp;&nbsp;KRW | &nbsp;&nbsp; 55000000 | &nbsp;&nbsp;&nbsp;&nbsp; 38486 |
| &nbsp;&nbsp;&nbsp;Republic of Korea | 1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 9/10/26 | &nbsp;&nbsp;&nbsp;&nbsp;KRW | &nbsp;&nbsp; 160000000 | &nbsp;&nbsp;&nbsp;&nbsp; 111655 |
| &nbsp;&nbsp;&nbsp;Republic of Korea | 2.875% | &nbsp;&nbsp;&nbsp;&nbsp; 9/10/26 | &nbsp;&nbsp;&nbsp;&nbsp;KRW | &nbsp;&nbsp; 90000000 | &nbsp;&nbsp;&nbsp;&nbsp; 63753 |
| &nbsp;&nbsp;&nbsp;Republic of Korea | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 12/10/26 | &nbsp;&nbsp;&nbsp;&nbsp;KRW | &nbsp;&nbsp; 30000000 | &nbsp;&nbsp;&nbsp;&nbsp; 20827 |
| &nbsp;&nbsp;&nbsp;Republic of Korea | 3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 12/10/26 | &nbsp;&nbsp;&nbsp;&nbsp;KRW | &nbsp;&nbsp; 135000000 | &nbsp;&nbsp;&nbsp;&nbsp; 97289 |
| &nbsp;&nbsp;&nbsp;Republic of Korea | 2.375% | &nbsp;&nbsp;&nbsp;&nbsp; 3/10/27 | &nbsp;&nbsp;&nbsp;&nbsp;KRW | &nbsp;&nbsp; 190000000 | &nbsp;&nbsp;&nbsp;&nbsp; 133774 |
| &nbsp;&nbsp;&nbsp;Republic of Korea | 2.125% | &nbsp;&nbsp;&nbsp;&nbsp; 6/10/27 | &nbsp;&nbsp;&nbsp;&nbsp;KRW | &nbsp;&nbsp; 60000000 | &nbsp;&nbsp;&nbsp;&nbsp; 42045 |
| &nbsp;&nbsp;&nbsp;Republic of Korea | 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/10/27 | &nbsp;&nbsp;&nbsp;&nbsp;KRW | &nbsp;&nbsp; 58000000 | &nbsp;&nbsp;&nbsp;&nbsp; 41602 |
| &nbsp;&nbsp;&nbsp;Republic of Korea | 3.125% | &nbsp;&nbsp;&nbsp;&nbsp; 9/10/27 | &nbsp;&nbsp;&nbsp;&nbsp;KRW | &nbsp;&nbsp; 102000000 | &nbsp;&nbsp;&nbsp;&nbsp; 73100 |
| &nbsp;&nbsp;&nbsp;Republic of Korea | 2.375% | &nbsp;&nbsp;&nbsp;&nbsp; 12/10/27 | &nbsp;&nbsp;&nbsp;&nbsp;KRW | &nbsp;&nbsp; 25000000 | &nbsp;&nbsp;&nbsp;&nbsp; 17627 |
| &nbsp;&nbsp;&nbsp;Republic of Korea | 2.875% | &nbsp;&nbsp;&nbsp;&nbsp; 12/10/27 | &nbsp;&nbsp;&nbsp;&nbsp;KRW | &nbsp;&nbsp; 35000000 | &nbsp;&nbsp;&nbsp;&nbsp; 25000 |
| &nbsp;&nbsp;&nbsp;Republic of Korea | 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 3/10/28 | &nbsp;&nbsp;&nbsp;&nbsp;KRW | &nbsp;&nbsp; 218000000 | &nbsp;&nbsp;&nbsp;&nbsp; 157578 |
| &nbsp;&nbsp;&nbsp;Republic of Korea | 5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/10/28 | &nbsp;&nbsp;&nbsp;&nbsp;KRW | &nbsp;&nbsp; 45000000 | &nbsp;&nbsp;&nbsp;&nbsp; 34464 |
| &nbsp;&nbsp;&nbsp;Republic of Korea | 2.625% | &nbsp;&nbsp;&nbsp;&nbsp; 6/10/28 | &nbsp;&nbsp;&nbsp;&nbsp;KRW | &nbsp;&nbsp; 55000000 | &nbsp;&nbsp;&nbsp;&nbsp; 39102 |
| &nbsp;&nbsp;&nbsp;Republic of Korea | 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 9/10/28 | &nbsp;&nbsp;&nbsp;&nbsp;KRW | &nbsp;&nbsp; 70000000 | &nbsp;&nbsp;&nbsp;&nbsp; 51201 |
| &nbsp;&nbsp;&nbsp;Republic of Korea | 2.375% | &nbsp;&nbsp;&nbsp;&nbsp; 12/10/28 | &nbsp;&nbsp;&nbsp;&nbsp;KRW | &nbsp;&nbsp; 40000000 | &nbsp;&nbsp;&nbsp;&nbsp; 28215 |
| &nbsp;&nbsp;&nbsp;Republic of Korea | 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 3/10/29 | &nbsp;&nbsp;&nbsp;&nbsp;KRW | &nbsp;&nbsp; 170000000 | &nbsp;&nbsp;&nbsp;&nbsp; 123717 |
| &nbsp;&nbsp;&nbsp;Republic of Korea | 1.875% | &nbsp;&nbsp;&nbsp;&nbsp; 6/10/29 | &nbsp;&nbsp;&nbsp;&nbsp;KRW | &nbsp;&nbsp; 40000000 | &nbsp;&nbsp;&nbsp;&nbsp; 27647 |
| &nbsp;&nbsp;&nbsp;Republic of Korea | 1.375% | &nbsp;&nbsp;&nbsp;&nbsp; 12/10/29 | &nbsp;&nbsp;&nbsp;&nbsp;KRW | &nbsp;&nbsp; 70000000 | &nbsp;&nbsp;&nbsp;&nbsp; 46934 |
| &nbsp;&nbsp;&nbsp;Republic of Korea | 5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 12/10/29 | &nbsp;&nbsp;&nbsp;&nbsp;KRW | &nbsp;&nbsp; 43000000 | &nbsp;&nbsp;&nbsp;&nbsp; 34381 |
| &nbsp;&nbsp;&nbsp;Republic of Korea | 1.375% | &nbsp;&nbsp;&nbsp;&nbsp; 6/10/30 | &nbsp;&nbsp;&nbsp;&nbsp;KRW | &nbsp;&nbsp; 130000000 | &nbsp;&nbsp;&nbsp;&nbsp; 87032 |
| &nbsp;&nbsp;&nbsp;Republic of Korea | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 12/10/30 | &nbsp;&nbsp;&nbsp;&nbsp;KRW | &nbsp;&nbsp; 120000000 | &nbsp;&nbsp;&nbsp;&nbsp; 80390 |
| &nbsp;&nbsp;&nbsp;Republic of Korea | 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 12/10/30 | &nbsp;&nbsp;&nbsp;&nbsp;KRW | &nbsp;&nbsp; 20000000 | &nbsp;&nbsp;&nbsp;&nbsp; 15781 |
| &nbsp;&nbsp;&nbsp;Republic of Korea | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/10/31 | &nbsp;&nbsp;&nbsp;&nbsp;KRW | &nbsp;&nbsp; 117409350 | &nbsp;&nbsp;&nbsp;&nbsp; 80528 |
| &nbsp;&nbsp;&nbsp;Republic of Korea | 2.375% | &nbsp;&nbsp;&nbsp;&nbsp; 12/10/31 | &nbsp;&nbsp;&nbsp;&nbsp;KRW | &nbsp;&nbsp; 63600000 | &nbsp;&nbsp;&nbsp;&nbsp; 44245 |
| &nbsp;&nbsp;&nbsp;Republic of Korea | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 12/10/31 | &nbsp;&nbsp;&nbsp;&nbsp;KRW | &nbsp;&nbsp; 30000000 | &nbsp;&nbsp;&nbsp;&nbsp; 23060 |
| &nbsp;&nbsp;&nbsp;Republic of Korea | 3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 6/10/32 | &nbsp;&nbsp;&nbsp;&nbsp;KRW | &nbsp;&nbsp; 50000000 | &nbsp;&nbsp;&nbsp;&nbsp; 37191 |
| &nbsp;&nbsp;&nbsp;Republic of Korea | 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 12/10/32 | &nbsp;&nbsp;&nbsp;&nbsp;KRW | &nbsp;&nbsp; 107000000 | &nbsp;&nbsp;&nbsp;&nbsp; 84236 |
| &nbsp;&nbsp;&nbsp;Republic of Korea | 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/10/33 | &nbsp;&nbsp;&nbsp;&nbsp;KRW | &nbsp;&nbsp; 69700000 | &nbsp;&nbsp;&nbsp;&nbsp; 51568 |
| &nbsp;&nbsp;&nbsp;Republic of Korea | 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 12/10/33 | &nbsp;&nbsp;&nbsp;&nbsp;KRW | &nbsp;&nbsp; 60000000 | &nbsp;&nbsp;&nbsp;&nbsp; 46089 |
| &nbsp;&nbsp;&nbsp;Republic of Korea | 4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 12/10/33 | &nbsp;&nbsp;&nbsp;&nbsp;KRW | &nbsp;&nbsp; 63000000 | &nbsp;&nbsp;&nbsp;&nbsp; 49670 |
| &nbsp;&nbsp;&nbsp;Republic of Korea | 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/10/34 | &nbsp;&nbsp;&nbsp;&nbsp;KRW | &nbsp;&nbsp; 114952000 | &nbsp;&nbsp;&nbsp;&nbsp; 86330 |
| &nbsp;&nbsp;&nbsp;Republic of Korea | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 12/10/34 | &nbsp;&nbsp;&nbsp;&nbsp;KRW | &nbsp;&nbsp; 40000000 | &nbsp;&nbsp;&nbsp;&nbsp; 29163 |
| &nbsp;&nbsp;&nbsp;Republic of Korea | 2.625% | &nbsp;&nbsp;&nbsp;&nbsp; 9/10/35 | &nbsp;&nbsp;&nbsp;&nbsp;KRW | &nbsp;&nbsp; 45000000 | &nbsp;&nbsp;&nbsp;&nbsp; 31806 |
| &nbsp;&nbsp;&nbsp;Republic of Korea | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 9/10/36 | &nbsp;&nbsp;&nbsp;&nbsp;KRW | &nbsp;&nbsp; 40000000 | &nbsp;&nbsp;&nbsp;&nbsp; 25182 |
| &nbsp;&nbsp;&nbsp;Republic of Korea | 2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 9/10/37 | &nbsp;&nbsp;&nbsp;&nbsp;KRW | &nbsp;&nbsp; 35000000 | &nbsp;&nbsp;&nbsp;&nbsp; 23783 |
| &nbsp;&nbsp;&nbsp;Republic of Korea | 2.375% | &nbsp;&nbsp;&nbsp;&nbsp; 9/10/38 | &nbsp;&nbsp;&nbsp;&nbsp;KRW | &nbsp;&nbsp; 31000000 | &nbsp;&nbsp;&nbsp;&nbsp; 21319 |
| &nbsp;&nbsp;&nbsp;Republic of Korea | 1.125% | &nbsp;&nbsp;&nbsp;&nbsp; 9/10/39 | &nbsp;&nbsp;&nbsp;&nbsp;KRW | &nbsp;&nbsp; 45000000 | &nbsp;&nbsp;&nbsp;&nbsp; 26178 |
| &nbsp;&nbsp;&nbsp;Republic of Korea | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 9/10/40 | &nbsp;&nbsp;&nbsp;&nbsp;KRW | &nbsp;&nbsp; 50500000 | &nbsp;&nbsp;&nbsp;&nbsp; 30714 |
| &nbsp;&nbsp;&nbsp;Republic of Korea | 1.875% | &nbsp;&nbsp;&nbsp;&nbsp; 9/10/41 | &nbsp;&nbsp;&nbsp;&nbsp;KRW | &nbsp;&nbsp; 34400000 | &nbsp;&nbsp;&nbsp;&nbsp; 21966 |
| &nbsp;&nbsp;&nbsp;Republic of Korea | 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 9/10/42 | &nbsp;&nbsp;&nbsp;&nbsp;KRW | &nbsp;&nbsp; 91066510 | &nbsp;&nbsp;&nbsp;&nbsp; 70169 |
| &nbsp;&nbsp;&nbsp;Republic of Korea | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 12/10/42 | &nbsp;&nbsp;&nbsp;&nbsp;KRW | &nbsp;&nbsp; 65000000 | &nbsp;&nbsp;&nbsp;&nbsp; 48529 |
| &nbsp;&nbsp;&nbsp;Republic of Korea | 3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 9/10/43 | &nbsp;&nbsp;&nbsp;&nbsp;KRW | &nbsp;&nbsp; 50000000 | &nbsp;&nbsp;&nbsp;&nbsp; 41901 |
| &nbsp;&nbsp;&nbsp;Republic of Korea | 2.875% | &nbsp;&nbsp;&nbsp;&nbsp; 9/10/44 | &nbsp;&nbsp;&nbsp;&nbsp;KRW | &nbsp;&nbsp; 20000000 | &nbsp;&nbsp;&nbsp;&nbsp; 14746 |
| &nbsp;&nbsp;&nbsp;Republic of Korea | 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 12/10/44 | &nbsp;&nbsp;&nbsp;&nbsp;KRW | &nbsp;&nbsp; 45000000 | &nbsp;&nbsp;&nbsp;&nbsp; 32593 |

---

------

Total International Bond II Index Fund

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;&nbsp;&nbsp;Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Republic of Korea | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/10/46 | &nbsp;&nbsp;&nbsp;&nbsp;KRW | &nbsp;&nbsp; 52000000 | &nbsp;&nbsp;&nbsp;&nbsp; 33343 |
|  | &nbsp;&nbsp;&nbsp;Republic of Korea | 2.125% | &nbsp;&nbsp;&nbsp;&nbsp; 3/10/47 | &nbsp;&nbsp;&nbsp;&nbsp;KRW | &nbsp;&nbsp; 85000000 | &nbsp;&nbsp;&nbsp;&nbsp; 55462 |
|  | &nbsp;&nbsp;&nbsp;Republic of Korea | 2.625% | &nbsp;&nbsp;&nbsp;&nbsp; 3/10/48 | &nbsp;&nbsp;&nbsp;&nbsp;KRW | &nbsp;&nbsp; 94950000 | &nbsp;&nbsp;&nbsp;&nbsp; 67813 |
|  | &nbsp;&nbsp;&nbsp;Republic of Korea | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/10/49 | &nbsp;&nbsp;&nbsp;&nbsp;KRW | &nbsp;&nbsp; 139000000 | &nbsp;&nbsp;&nbsp;&nbsp; 88546 |
|  | &nbsp;&nbsp;&nbsp;Republic of Korea | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/10/50 | &nbsp;&nbsp;&nbsp;&nbsp;KRW | &nbsp;&nbsp; 180000000 | &nbsp;&nbsp;&nbsp;&nbsp; 102809 |
|  | &nbsp;&nbsp;&nbsp;Republic of Korea | 1.875% | &nbsp;&nbsp;&nbsp;&nbsp; 3/10/51 | &nbsp;&nbsp;&nbsp;&nbsp;KRW | &nbsp;&nbsp; 190454410 | &nbsp;&nbsp;&nbsp;&nbsp; 117756 |
|  | &nbsp;&nbsp;&nbsp;Republic of Korea | 2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/10/52 | &nbsp;&nbsp;&nbsp;&nbsp;KRW | &nbsp;&nbsp; 123256700 | &nbsp;&nbsp;&nbsp;&nbsp; 87107 |
|  | &nbsp;&nbsp;&nbsp;Republic of Korea | 3.125% | &nbsp;&nbsp;&nbsp;&nbsp; 9/10/52 | &nbsp;&nbsp;&nbsp;&nbsp;KRW | &nbsp;&nbsp; 96500000 | &nbsp;&nbsp;&nbsp;&nbsp; 76220 |
|  | &nbsp;&nbsp;&nbsp;Republic of Korea | 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 3/10/53 | &nbsp;&nbsp;&nbsp;&nbsp;KRW | &nbsp;&nbsp; 167500000 | &nbsp;&nbsp;&nbsp;&nbsp; 135532 |
|  | &nbsp;&nbsp;&nbsp;Republic of Korea | 3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 9/10/53 | &nbsp;&nbsp;&nbsp;&nbsp;KRW | &nbsp;&nbsp; 112900000 | &nbsp;&nbsp;&nbsp;&nbsp; 97622 |
|  | &nbsp;&nbsp;&nbsp;Republic of Korea | 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 3/10/54 | &nbsp;&nbsp;&nbsp;&nbsp;KRW | &nbsp;&nbsp; 211000000 | &nbsp;&nbsp;&nbsp;&nbsp; 171563 |
|  | &nbsp;&nbsp;&nbsp;Republic of Korea | 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 9/10/54 | &nbsp;&nbsp;&nbsp;&nbsp;KRW | &nbsp;&nbsp; 26160090 | &nbsp;&nbsp;&nbsp;&nbsp; 19413 |
|  | &nbsp;&nbsp;&nbsp;Republic of Korea | 2.625% | &nbsp;&nbsp;&nbsp;&nbsp; 3/10/55 | &nbsp;&nbsp;&nbsp;&nbsp;KRW | &nbsp;&nbsp; 10000000 | &nbsp;&nbsp;&nbsp;&nbsp; 7251 |
|  | &nbsp;&nbsp;&nbsp;Republic of Korea | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 9/10/66 | &nbsp;&nbsp;&nbsp;&nbsp;KRW | &nbsp;&nbsp; 3000000 | &nbsp;&nbsp;&nbsp;&nbsp; 1616 |
|  | &nbsp;&nbsp;&nbsp;Republic of Korea | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/10/68 | &nbsp;&nbsp;&nbsp;&nbsp;KRW | &nbsp;&nbsp; 9000000 | &nbsp;&nbsp;&nbsp;&nbsp; 5658 |
|  | &nbsp;&nbsp;&nbsp;Republic of Korea | 1.625% | &nbsp;&nbsp;&nbsp;&nbsp; 9/10/70 | &nbsp;&nbsp;&nbsp;&nbsp;KRW | &nbsp;&nbsp; 51968000 | &nbsp;&nbsp;&nbsp;&nbsp; 28790 |
|  | &nbsp;&nbsp;&nbsp;Republic of Korea | 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 9/10/72 | &nbsp;&nbsp;&nbsp;&nbsp;KRW | &nbsp;&nbsp; 39875000 | &nbsp;&nbsp;&nbsp;&nbsp; 36794 |
|  | &nbsp;&nbsp;&nbsp;Republic of Korea | 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 9/10/74 | &nbsp;&nbsp;&nbsp;&nbsp;KRW | &nbsp;&nbsp; 15000000 | &nbsp;&nbsp;&nbsp;&nbsp; 11631 |
|  |  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **3574016** |
| **Spain (4.6%)** | **Spain (4.6%)** | **Spain (4.6%)** | **Spain (4.6%)** |  |  |  |
|  | &nbsp;&nbsp;&nbsp;Adif Alta Velocidad | 0.950% | &nbsp;&nbsp;&nbsp;&nbsp; 4/30/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7500 | &nbsp;&nbsp;&nbsp;&nbsp; 8302 |
|  | &nbsp;&nbsp;&nbsp;Adif Alta Velocidad | 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 7/30/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6700 | &nbsp;&nbsp;&nbsp;&nbsp; 7825 |
|  | &nbsp;&nbsp;&nbsp;Adif Alta Velocidad | 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/31/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 20400 | &nbsp;&nbsp;&nbsp;&nbsp; 23656 |
|  | &nbsp;&nbsp;&nbsp;Adif Alta Velocidad | 3.125% | &nbsp;&nbsp;&nbsp;&nbsp; 1/31/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 15500 | &nbsp;&nbsp;&nbsp;&nbsp; 17843 |
|  | &nbsp;&nbsp;&nbsp;Adif Alta Velocidad | 0.550% | &nbsp;&nbsp;&nbsp;&nbsp; 10/31/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4000 | &nbsp;&nbsp;&nbsp;&nbsp; 3875 |
|  | &nbsp;&nbsp;&nbsp;Autonomous Community of Madrid Spain | 4.300% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10373 | &nbsp;&nbsp;&nbsp;&nbsp; 12102 |
|  | &nbsp;&nbsp;&nbsp;Autonomous Community of Madrid Spain | 2.146% | &nbsp;&nbsp;&nbsp;&nbsp; 4/30/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 8290 | &nbsp;&nbsp;&nbsp;&nbsp; 9410 |
|  | &nbsp;&nbsp;&nbsp;Autonomous Community of Madrid Spain | 1.773% | &nbsp;&nbsp;&nbsp;&nbsp; 4/30/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6644 | &nbsp;&nbsp;&nbsp;&nbsp; 7433 |
|  | &nbsp;&nbsp;&nbsp;Autonomous Community of Madrid Spain | 1.571% | &nbsp;&nbsp;&nbsp;&nbsp; 4/30/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 9752 | &nbsp;&nbsp;&nbsp;&nbsp; 10714 |
|  | &nbsp;&nbsp;&nbsp;Autonomous Community of Madrid Spain | 2.080% | &nbsp;&nbsp;&nbsp;&nbsp; 3/12/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2439 | &nbsp;&nbsp;&nbsp;&nbsp; 2704 |
|  | &nbsp;&nbsp;&nbsp;Autonomous Community of Madrid Spain | 0.419% | &nbsp;&nbsp;&nbsp;&nbsp; 4/30/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1923 | &nbsp;&nbsp;&nbsp;&nbsp; 1965 |
|  | &nbsp;&nbsp;&nbsp;Autonomous Community of Madrid Spain | 3.137% | &nbsp;&nbsp;&nbsp;&nbsp; 4/30/35 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 21360 | &nbsp;&nbsp;&nbsp;&nbsp; 23979 |
|  | &nbsp;&nbsp;&nbsp;Basque Government | 0.850% | &nbsp;&nbsp;&nbsp;&nbsp; 4/30/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7749 | &nbsp;&nbsp;&nbsp;&nbsp; 8093 |
|  | &nbsp;&nbsp;&nbsp;Basque Government | 0.450% | &nbsp;&nbsp;&nbsp;&nbsp; 4/30/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 9187 | &nbsp;&nbsp;&nbsp;&nbsp; 8862 |
|  | &nbsp;&nbsp;&nbsp;Basque Government | 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/30/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 9000 | &nbsp;&nbsp;&nbsp;&nbsp; 10598 |
|  | &nbsp;&nbsp;&nbsp;Basque Government | 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 4/30/35 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 18590 | &nbsp;&nbsp;&nbsp;&nbsp; 21193 |
|  | &nbsp;&nbsp;&nbsp;Instituto de Credito Oficial | 2.700% | &nbsp;&nbsp;&nbsp;&nbsp; 10/31/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 25458 | &nbsp;&nbsp;&nbsp;&nbsp; 29172 |
|  | &nbsp;&nbsp;&nbsp;Junta de Andalucia | 3.200% | &nbsp;&nbsp;&nbsp;&nbsp; 4/30/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 13898 | &nbsp;&nbsp;&nbsp;&nbsp; 16185 |
|  | &nbsp;&nbsp;&nbsp;Junta de Andalucia | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/30/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 22454 | &nbsp;&nbsp;&nbsp;&nbsp; 22247 |
|  | &nbsp;&nbsp;&nbsp;Junta de Andalucia | 3.400% | &nbsp;&nbsp;&nbsp;&nbsp; 4/30/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 15000 | &nbsp;&nbsp;&nbsp;&nbsp; 17248 |
|  | &nbsp;&nbsp;&nbsp;Kingdom of Spain | 2.800% | &nbsp;&nbsp;&nbsp;&nbsp; 5/31/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 162666 | &nbsp;&nbsp;&nbsp;&nbsp; 186046 |
|  | &nbsp;&nbsp;&nbsp;Kingdom of Spain | 0.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/31/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 233494 | &nbsp;&nbsp;&nbsp;&nbsp; 256053 |
|  | &nbsp;&nbsp;&nbsp;Kingdom of Spain | 2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/31/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 217028 | &nbsp;&nbsp;&nbsp;&nbsp; 248850 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Kingdom of Spain | 0.800% | &nbsp;&nbsp;&nbsp;&nbsp; 7/30/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 99896 | &nbsp;&nbsp;&nbsp;&nbsp; 110454 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Kingdom of Spain | 1.450% | &nbsp;&nbsp;&nbsp;&nbsp; 10/31/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 80000 | &nbsp;&nbsp;&nbsp;&nbsp; 89554 |
|  | &nbsp;&nbsp;&nbsp;Kingdom of Spain | 0.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/31/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 372642 | &nbsp;&nbsp;&nbsp;&nbsp; 399826 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Kingdom of Spain | 1.400% | &nbsp;&nbsp;&nbsp;&nbsp; 4/30/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 59534 | &nbsp;&nbsp;&nbsp;&nbsp; 66252 |
|  | &nbsp;&nbsp;&nbsp;Kingdom of Spain | 2.400% | &nbsp;&nbsp;&nbsp;&nbsp; 5/31/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 75000 | &nbsp;&nbsp;&nbsp;&nbsp; 85783 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Kingdom of Spain | 1.400% | &nbsp;&nbsp;&nbsp;&nbsp; 7/30/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 58348 | &nbsp;&nbsp;&nbsp;&nbsp; 64701 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Kingdom of Spain | 5.150% | &nbsp;&nbsp;&nbsp;&nbsp; 10/31/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 65317 | &nbsp;&nbsp;&nbsp;&nbsp; 81428 |
|  | &nbsp;&nbsp;&nbsp;Kingdom of Spain | 6.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/31/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 50862 | &nbsp;&nbsp;&nbsp;&nbsp; 65513 |
|  | &nbsp;&nbsp;&nbsp;Kingdom of Spain | 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 4/6/29 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 500 | &nbsp;&nbsp;&nbsp;&nbsp; 687 |
|  | &nbsp;&nbsp;&nbsp;Kingdom of Spain | 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/31/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 80000 | &nbsp;&nbsp;&nbsp;&nbsp; 95010 |
|  | &nbsp;&nbsp;&nbsp;Kingdom of Spain | 0.800% | &nbsp;&nbsp;&nbsp;&nbsp; 7/30/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 334911 | &nbsp;&nbsp;&nbsp;&nbsp; 357055 |
|  | &nbsp;&nbsp;&nbsp;Kingdom of Spain | 2.700% | &nbsp;&nbsp;&nbsp;&nbsp; 1/31/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 100000 | &nbsp;&nbsp;&nbsp;&nbsp; 114983 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Kingdom of Spain | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/30/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 80000 | &nbsp;&nbsp;&nbsp;&nbsp; 82681 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Kingdom of Spain | 1.950% | &nbsp;&nbsp;&nbsp;&nbsp; 7/30/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 115000 | &nbsp;&nbsp;&nbsp;&nbsp; 127377 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Kingdom of Spain | 1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 10/31/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 282549 | &nbsp;&nbsp;&nbsp;&nbsp; 300154 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Kingdom of Spain | 0.100% | &nbsp;&nbsp;&nbsp;&nbsp; 4/30/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 100000 | &nbsp;&nbsp;&nbsp;&nbsp; 98086 |
|  | &nbsp;&nbsp;&nbsp;Kingdom of Spain | 3.100% | &nbsp;&nbsp;&nbsp;&nbsp; 7/30/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 90000 | &nbsp;&nbsp;&nbsp;&nbsp; 104788 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Kingdom of Spain | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 10/31/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 204714 | &nbsp;&nbsp;&nbsp;&nbsp; 202788 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Kingdom of Spain | 0.700% | &nbsp;&nbsp;&nbsp;&nbsp; 4/30/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 133074 | &nbsp;&nbsp;&nbsp;&nbsp; 131678 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Kingdom of Spain | 2.550% | &nbsp;&nbsp;&nbsp;&nbsp; 10/31/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 113287 | &nbsp;&nbsp;&nbsp;&nbsp; 126358 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Kingdom of Spain | 3.150% | &nbsp;&nbsp;&nbsp;&nbsp; 4/30/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 114264 | &nbsp;&nbsp;&nbsp;&nbsp; 132126 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Kingdom of Spain | 3.550% | &nbsp;&nbsp;&nbsp;&nbsp; 10/31/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 225238 | &nbsp;&nbsp;&nbsp;&nbsp; 266860 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Kingdom of Spain | 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 4/30/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 155928 | &nbsp;&nbsp;&nbsp;&nbsp; 179889 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Kingdom of Spain | 3.450% | &nbsp;&nbsp;&nbsp;&nbsp; 10/31/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 151540 | &nbsp;&nbsp;&nbsp;&nbsp; 176955 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Kingdom of Spain | 3.150% | &nbsp;&nbsp;&nbsp;&nbsp; 4/30/35 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 70000 | &nbsp;&nbsp;&nbsp;&nbsp; 79527 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Kingdom of Spain | 1.850% | &nbsp;&nbsp;&nbsp;&nbsp; 7/30/35 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 44609 | &nbsp;&nbsp;&nbsp;&nbsp; 44939 |

---

------

Total International Bond II Index Fund

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;&nbsp;&nbsp;Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Kingdom of Spain | 4.200% | &nbsp;&nbsp;&nbsp;&nbsp; 1/31/37 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 35805 | &nbsp;&nbsp;&nbsp;&nbsp; 44103 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Kingdom of Spain | 0.850% | &nbsp;&nbsp;&nbsp;&nbsp; 7/30/37 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 124176 | &nbsp;&nbsp;&nbsp;&nbsp; 105395 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Kingdom of Spain | 3.900% | &nbsp;&nbsp;&nbsp;&nbsp; 7/30/39 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 97763 | &nbsp;&nbsp;&nbsp;&nbsp; 115309 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Kingdom of Spain | 4.900% | &nbsp;&nbsp;&nbsp;&nbsp; 7/30/40 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 65958 | &nbsp;&nbsp;&nbsp;&nbsp; 86223 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Kingdom of Spain | 1.200% | &nbsp;&nbsp;&nbsp;&nbsp; 10/31/40 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 145520 | &nbsp;&nbsp;&nbsp;&nbsp; 118292 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Kingdom of Spain | 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 1/31/41 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 70468 | &nbsp;&nbsp;&nbsp;&nbsp; 78517 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Kingdom of Spain | 4.700% | &nbsp;&nbsp;&nbsp;&nbsp; 7/30/41 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 67556 | &nbsp;&nbsp;&nbsp;&nbsp; 86553 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Kingdom of Spain | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/30/42 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 27236 | &nbsp;&nbsp;&nbsp;&nbsp; 20497 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Kingdom of Spain | 3.450% | &nbsp;&nbsp;&nbsp;&nbsp; 7/30/43 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 62373 | &nbsp;&nbsp;&nbsp;&nbsp; 67963 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Kingdom of Spain | 5.150% | &nbsp;&nbsp;&nbsp;&nbsp; 10/31/44 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 71028 | &nbsp;&nbsp;&nbsp;&nbsp; 96233 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Kingdom of Spain | 2.900% | &nbsp;&nbsp;&nbsp;&nbsp; 10/31/46 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 109655 | &nbsp;&nbsp;&nbsp;&nbsp; 108668 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Kingdom of Spain | 2.700% | &nbsp;&nbsp;&nbsp;&nbsp; 10/31/48 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 82236 | &nbsp;&nbsp;&nbsp;&nbsp; 77417 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Kingdom of Spain | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/31/50 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 39061 | &nbsp;&nbsp;&nbsp;&nbsp; 24225 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Kingdom of Spain | 1.900% | &nbsp;&nbsp;&nbsp;&nbsp; 10/31/52 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 135750 | &nbsp;&nbsp;&nbsp;&nbsp; 102834 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Kingdom of Spain | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/31/54 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 69500 | &nbsp;&nbsp;&nbsp;&nbsp; 79267 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Kingdom of Spain | 3.450% | &nbsp;&nbsp;&nbsp;&nbsp; 7/30/66 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 53737 | &nbsp;&nbsp;&nbsp;&nbsp; 54274 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Kingdom of Spain | 1.450% | &nbsp;&nbsp;&nbsp;&nbsp; 10/31/71 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 42435 | &nbsp;&nbsp;&nbsp;&nbsp; 22937 |
|  | &nbsp;&nbsp;&nbsp;Xunta de Galicia | 3.711% | &nbsp;&nbsp;&nbsp;&nbsp; 7/30/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6300 | &nbsp;&nbsp;&nbsp;&nbsp; 7471 |
|  |  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **5835985** |
| **Supranational (4.9%)** | **Supranational (4.9%)** | **Supranational (4.9%)** | **Supranational (4.9%)** |  |  |  |
|  | &nbsp;&nbsp;&nbsp;African Development Bank | 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/2/26 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 3052 | &nbsp;&nbsp;&nbsp;&nbsp; 1972 |
|  | &nbsp;&nbsp;&nbsp;African Development Bank | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/22/26 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 19692 | &nbsp;&nbsp;&nbsp;&nbsp; 25255 |
|  | &nbsp;&nbsp;&nbsp;African Development Bank | 0.125% | &nbsp;&nbsp;&nbsp;&nbsp; 10/7/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 1951 | &nbsp;&nbsp;&nbsp;&nbsp; 2154 |
|  | &nbsp;&nbsp;&nbsp;African Development Bank | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/22/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 15409 | &nbsp;&nbsp;&nbsp;&nbsp; 16974 |
|  | &nbsp;&nbsp;&nbsp;African Development Bank | 3.300% | &nbsp;&nbsp;&nbsp;&nbsp; 7/27/27 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 5491 | &nbsp;&nbsp;&nbsp;&nbsp; 3494 |
|  | &nbsp;&nbsp;&nbsp;African Development Bank | 3.350% | &nbsp;&nbsp;&nbsp;&nbsp; 8/8/28 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 127 | &nbsp;&nbsp;&nbsp;&nbsp; 80 |
|  | &nbsp;&nbsp;&nbsp;African Development Bank | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/21/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 17477 | &nbsp;&nbsp;&nbsp;&nbsp; 18498 |
|  | &nbsp;&nbsp;&nbsp;African Development Bank | 2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 9/14/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6400 | &nbsp;&nbsp;&nbsp;&nbsp; 7236 |
|  | &nbsp;&nbsp;&nbsp;Asian Development Bank | 1.342% | &nbsp;&nbsp;&nbsp;&nbsp; 6/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;NOK | &nbsp;&nbsp; 58000 | &nbsp;&nbsp;&nbsp;&nbsp; 5388 |
|  | &nbsp;&nbsp;&nbsp;Asian Development Bank | 0.625% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 3608 | &nbsp;&nbsp;&nbsp;&nbsp; 4600 |
|  | &nbsp;&nbsp;&nbsp;Asian Development Bank | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/14/26 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 900 | &nbsp;&nbsp;&nbsp;&nbsp; 572 |
|  | &nbsp;&nbsp;&nbsp;Asian Development Bank | 0.125% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 7802 | &nbsp;&nbsp;&nbsp;&nbsp; 9797 |
|  | &nbsp;&nbsp;&nbsp;Asian Development Bank | 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/28/27 | &nbsp;&nbsp;&nbsp;&nbsp;NZD | &nbsp;&nbsp; 8000 | &nbsp;&nbsp;&nbsp;&nbsp; 4707 |
|  | &nbsp;&nbsp;&nbsp;Asian Development Bank | 4.650% | &nbsp;&nbsp;&nbsp;&nbsp; 2/16/27 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 8438 | &nbsp;&nbsp;&nbsp;&nbsp; 6340 |
|  | &nbsp;&nbsp;&nbsp;Asian Development Bank | 4.050% | &nbsp;&nbsp;&nbsp;&nbsp; 4/19/27 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 5500 | &nbsp;&nbsp;&nbsp;&nbsp; 4099 |
|  | &nbsp;&nbsp;&nbsp;Asian Development Bank | 3.400% | &nbsp;&nbsp;&nbsp;&nbsp; 9/10/27 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 9300 | &nbsp;&nbsp;&nbsp;&nbsp; 5939 |
|  | &nbsp;&nbsp;&nbsp;Asian Development Bank | 0.250% | &nbsp;&nbsp;&nbsp;&nbsp; 10/28/27 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 6582 | &nbsp;&nbsp;&nbsp;&nbsp; 8026 |
|  | &nbsp;&nbsp;&nbsp;Asian Development Bank | 0.750% | &nbsp;&nbsp;&nbsp;&nbsp; 12/7/27 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 10635 | &nbsp;&nbsp;&nbsp;&nbsp; 13098 |
|  | &nbsp;&nbsp;&nbsp;Asian Development Bank | 1.125% | &nbsp;&nbsp;&nbsp;&nbsp; 2/10/28 | &nbsp;&nbsp;&nbsp;&nbsp;NZD | &nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp;&nbsp; 1114 |
|  | &nbsp;&nbsp;&nbsp;Asian Development Bank | 1.100% | &nbsp;&nbsp;&nbsp;&nbsp; 3/2/28 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 8535 | &nbsp;&nbsp;&nbsp;&nbsp; 5103 |
|  | &nbsp;&nbsp;&nbsp;Asian Development Bank | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/4/28 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2600 | &nbsp;&nbsp;&nbsp;&nbsp; 1819 |
|  | &nbsp;&nbsp;&nbsp;Asian Development Bank | 3.300% | &nbsp;&nbsp;&nbsp;&nbsp; 5/24/28 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 5500 | &nbsp;&nbsp;&nbsp;&nbsp; 3989 |
|  | &nbsp;&nbsp;&nbsp;Asian Development Bank | 3.300% | &nbsp;&nbsp;&nbsp;&nbsp; 8/8/28 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 1280 | &nbsp;&nbsp;&nbsp;&nbsp; 812 |
|  | &nbsp;&nbsp;&nbsp;Asian Development Bank | 3.100% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 4500 | &nbsp;&nbsp;&nbsp;&nbsp; 2810 |
|  | &nbsp;&nbsp;&nbsp;Asian Development Bank | 0.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/24/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7412 | &nbsp;&nbsp;&nbsp;&nbsp; 7573 |
|  | &nbsp;&nbsp;&nbsp;Asian Development Bank | 0.025% | &nbsp;&nbsp;&nbsp;&nbsp; 1/31/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3566 | &nbsp;&nbsp;&nbsp;&nbsp; 3613 |
|  | &nbsp;&nbsp;&nbsp;Asian Development Bank | 0.100% | &nbsp;&nbsp;&nbsp;&nbsp; 6/17/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3953 | &nbsp;&nbsp;&nbsp;&nbsp; 3856 |
|  | &nbsp;&nbsp;&nbsp;Asian Development Bank | 1.950% | &nbsp;&nbsp;&nbsp;&nbsp; 7/22/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 9175 | &nbsp;&nbsp;&nbsp;&nbsp; 9896 |
|  | &nbsp;&nbsp;&nbsp;Asian Development Bank | 4.800% | &nbsp;&nbsp;&nbsp;&nbsp; 1/17/33 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 15000 | &nbsp;&nbsp;&nbsp;&nbsp; 9827 |
|  | &nbsp;&nbsp;&nbsp;Asian Development Bank | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/10/37 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5331 | &nbsp;&nbsp;&nbsp;&nbsp; 5353 |
|  | &nbsp;&nbsp;&nbsp;Asian Infrastructure Investment Bank | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/6/26 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 6258 | &nbsp;&nbsp;&nbsp;&nbsp; 3901 |
|  | &nbsp;&nbsp;&nbsp;Corp. Andina de Fomento | 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 9/14/27 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 784 | &nbsp;&nbsp;&nbsp;&nbsp; 502 |
|  | &nbsp;&nbsp;&nbsp;Corp. Andina de Fomento | 3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 2/13/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 15500 | &nbsp;&nbsp;&nbsp;&nbsp; 18078 |
|  | &nbsp;&nbsp;&nbsp;Council of Europe Development Bank | 0.375% | &nbsp;&nbsp;&nbsp;&nbsp; 6/8/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 52357 | &nbsp;&nbsp;&nbsp;&nbsp; 58255 |
|  | &nbsp;&nbsp;&nbsp;Council of Europe Development Bank | 0.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/9/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4530 | &nbsp;&nbsp;&nbsp;&nbsp; 4935 |
|  | &nbsp;&nbsp;&nbsp;Council of Europe Development Bank | 0.250% | &nbsp;&nbsp;&nbsp;&nbsp; 1/19/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10662 | &nbsp;&nbsp;&nbsp;&nbsp; 10359 |
|  | &nbsp;&nbsp;&nbsp;Council of Europe Development Bank | 2.625% | &nbsp;&nbsp;&nbsp;&nbsp; 1/11/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 14000 | &nbsp;&nbsp;&nbsp;&nbsp; 15658 |
|  | &nbsp;&nbsp;&nbsp;Eurofima Europaeische Gesellschaft fuer die Finanzierung von Eisenbahnmaterial | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp; 3185 | &nbsp;&nbsp;&nbsp;&nbsp; 3970 |
|  | &nbsp;&nbsp;&nbsp;Eurofima Europaeische Gesellschaft fuer die Finanzierung von Eisenbahnmaterial | 2.600% | &nbsp;&nbsp;&nbsp;&nbsp; 1/13/27 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 12160 | &nbsp;&nbsp;&nbsp;&nbsp; 7651 |
|  | &nbsp;&nbsp;&nbsp;Eurofima Europaeische Gesellschaft fuer die Finanzierung von Eisenbahnmaterial | 4.550% | &nbsp;&nbsp;&nbsp;&nbsp; 3/30/27 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 1330 | &nbsp;&nbsp;&nbsp;&nbsp; 995 |
|  | &nbsp;&nbsp;&nbsp;Eurofima Europaeische Gesellschaft fuer die Finanzierung von Eisenbahnmaterial | 3.350% | &nbsp;&nbsp;&nbsp;&nbsp; 5/21/29 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 2130 | &nbsp;&nbsp;&nbsp;&nbsp; 1332 |
|  | &nbsp;&nbsp;&nbsp;Eurofima Europaeische Gesellschaft fuer die Finanzierung von Eisenbahnmaterial | 2.875% | &nbsp;&nbsp;&nbsp;&nbsp; 2/4/30 | &nbsp;&nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 6770 |
|  | &nbsp;&nbsp;&nbsp;European Bank for Reconstruction & Development | 5.625% | &nbsp;&nbsp;&nbsp;&nbsp; 12/7/28 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 488 | &nbsp;&nbsp;&nbsp;&nbsp; 686 |
|  | &nbsp;&nbsp;&nbsp;European Bank for Reconstruction & Development | 2.875% | &nbsp;&nbsp;&nbsp;&nbsp; 7/17/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 15607 | &nbsp;&nbsp;&nbsp;&nbsp; 18059 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;European Financial Stability Facility | 0.400% | &nbsp;&nbsp;&nbsp;&nbsp; 5/31/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 39783 | &nbsp;&nbsp;&nbsp;&nbsp; 44336 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;European Financial Stability Facility | 0.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/20/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 30199 | &nbsp;&nbsp;&nbsp;&nbsp; 33434 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;European Financial Stability Facility | 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 8/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 50000 | &nbsp;&nbsp;&nbsp;&nbsp; 57217 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;European Financial Stability Facility | 0.750% | &nbsp;&nbsp;&nbsp;&nbsp; 5/3/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 22287 | &nbsp;&nbsp;&nbsp;&nbsp; 24658 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;European Financial Stability Facility | 0.875% | &nbsp;&nbsp;&nbsp;&nbsp; 7/26/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 12190 | &nbsp;&nbsp;&nbsp;&nbsp; 13483 |

---

------

Total International Bond II Index Fund

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;&nbsp;&nbsp;Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;European Financial Stability Facility | 0.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/13/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 19000 | &nbsp;&nbsp;&nbsp;&nbsp; 20488 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;European Financial Stability Facility | 0.950% | &nbsp;&nbsp;&nbsp;&nbsp; 2/14/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10546 | &nbsp;&nbsp;&nbsp;&nbsp; 11591 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;European Financial Stability Facility | 0.875% | &nbsp;&nbsp;&nbsp;&nbsp; 9/5/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 37997 | &nbsp;&nbsp;&nbsp;&nbsp; 41338 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;European Financial Stability Facility | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 60000 | &nbsp;&nbsp;&nbsp;&nbsp; 70029 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;European Financial Stability Facility | 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/11/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 12500 | &nbsp;&nbsp;&nbsp;&nbsp; 14851 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;European Financial Stability Facility | 2.625% | &nbsp;&nbsp;&nbsp;&nbsp; 7/16/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 60000 | &nbsp;&nbsp;&nbsp;&nbsp; 69013 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;European Financial Stability Facility | 0.050% | &nbsp;&nbsp;&nbsp;&nbsp; 10/17/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 12853 | &nbsp;&nbsp;&nbsp;&nbsp; 13176 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;European Financial Stability Facility | 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 12/3/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2683 | &nbsp;&nbsp;&nbsp;&nbsp; 3095 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;European Financial Stability Facility | 0.125% | &nbsp;&nbsp;&nbsp;&nbsp; 3/18/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 16054 | &nbsp;&nbsp;&nbsp;&nbsp; 16323 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;European Financial Stability Facility | 2.875% | &nbsp;&nbsp;&nbsp;&nbsp; 5/28/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 75000 | &nbsp;&nbsp;&nbsp;&nbsp; 86729 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;European Financial Stability Facility | 3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 3/30/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 9752 | &nbsp;&nbsp;&nbsp;&nbsp; 11945 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;European Financial Stability Facility | 2.375% | &nbsp;&nbsp;&nbsp;&nbsp; 6/21/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10000 | &nbsp;&nbsp;&nbsp;&nbsp; 11186 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;European Financial Stability Facility | 2.875% | &nbsp;&nbsp;&nbsp;&nbsp; 2/16/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 35000 | &nbsp;&nbsp;&nbsp;&nbsp; 40323 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;European Financial Stability Facility | 1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/24/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 26655 | &nbsp;&nbsp;&nbsp;&nbsp; 27002 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;European Financial Stability Facility | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/4/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2536 | &nbsp;&nbsp;&nbsp;&nbsp; 2900 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;European Financial Stability Facility | 0.875% | &nbsp;&nbsp;&nbsp;&nbsp; 4/10/35 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 40133 | &nbsp;&nbsp;&nbsp;&nbsp; 37497 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;European Financial Stability Facility | 3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 4/3/37 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 20095 | &nbsp;&nbsp;&nbsp;&nbsp; 23360 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;European Financial Stability Facility | 3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 8/30/38 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 25000 | &nbsp;&nbsp;&nbsp;&nbsp; 28926 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;European Financial Stability Facility | 1.450% | &nbsp;&nbsp;&nbsp;&nbsp; 9/5/40 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 12046 | &nbsp;&nbsp;&nbsp;&nbsp; 10695 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;European Financial Stability Facility | 1.700% | &nbsp;&nbsp;&nbsp;&nbsp; 2/13/43 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 18100 | &nbsp;&nbsp;&nbsp;&nbsp; 16048 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;European Financial Stability Facility | 2.350% | &nbsp;&nbsp;&nbsp;&nbsp; 7/29/44 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 28632 | &nbsp;&nbsp;&nbsp;&nbsp; 27736 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;European Financial Stability Facility | 1.375% | &nbsp;&nbsp;&nbsp;&nbsp; 5/31/47 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 33282 | &nbsp;&nbsp;&nbsp;&nbsp; 26419 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;European Financial Stability Facility | 1.800% | &nbsp;&nbsp;&nbsp;&nbsp; 7/10/48 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 21896 | &nbsp;&nbsp;&nbsp;&nbsp; 18604 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;European Financial Stability Facility | 0.700% | &nbsp;&nbsp;&nbsp;&nbsp; 1/20/50 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 22235 | &nbsp;&nbsp;&nbsp;&nbsp; 14075 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;European Financial Stability Facility | 0.700% | &nbsp;&nbsp;&nbsp;&nbsp; 1/17/53 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 21535 | &nbsp;&nbsp;&nbsp;&nbsp; 12740 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;European Financial Stability Facility | 1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 7/17/53 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4262 | &nbsp;&nbsp;&nbsp;&nbsp; 3410 |
|  | &nbsp;&nbsp;&nbsp;European Investment Bank | 3.100% | &nbsp;&nbsp;&nbsp;&nbsp; 8/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 17243 | &nbsp;&nbsp;&nbsp;&nbsp; 10989 |
|  | &nbsp;&nbsp;&nbsp;European Investment Bank | 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 8/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;PLN | &nbsp;&nbsp; 4898 | &nbsp;&nbsp;&nbsp;&nbsp; 1267 |
|  | &nbsp;&nbsp;&nbsp;European Investment Bank | 0.100% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 12889 | &nbsp;&nbsp;&nbsp;&nbsp; 14238 |
|  | &nbsp;&nbsp;&nbsp;European Investment Bank | 1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 11/12/26 | &nbsp;&nbsp;&nbsp;&nbsp;SEK | &nbsp;&nbsp; 325000 | &nbsp;&nbsp;&nbsp;&nbsp; 33402 |
|  | &nbsp;&nbsp;&nbsp;European Investment Bank | 1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 11/13/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2926 | &nbsp;&nbsp;&nbsp;&nbsp; 3285 |
|  | &nbsp;&nbsp;&nbsp;European Investment Bank | 0.125% | &nbsp;&nbsp;&nbsp;&nbsp; 12/14/26 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 15000 | &nbsp;&nbsp;&nbsp;&nbsp; 18842 |
|  | &nbsp;&nbsp;&nbsp;European Investment Bank | 0.000% | &nbsp;&nbsp;&nbsp;&nbsp; 12/22/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 32032 | &nbsp;&nbsp;&nbsp;&nbsp; 35221 |
|  | &nbsp;&nbsp;&nbsp;European Investment Bank | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 26184 | &nbsp;&nbsp;&nbsp;&nbsp; 28989 |
|  | &nbsp;&nbsp;&nbsp;European Investment Bank | 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2439 | &nbsp;&nbsp;&nbsp;&nbsp; 2845 |
|  | &nbsp;&nbsp;&nbsp;European Investment Bank | 0.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/17/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 42997 | &nbsp;&nbsp;&nbsp;&nbsp; 46785 |
|  | &nbsp;&nbsp;&nbsp;European Investment Bank | 0.375% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 29486 | &nbsp;&nbsp;&nbsp;&nbsp; 32184 |
|  | &nbsp;&nbsp;&nbsp;European Investment Bank | 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 12/7/27 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 1853 | &nbsp;&nbsp;&nbsp;&nbsp; 2465 |
|  | &nbsp;&nbsp;&nbsp;European Investment Bank | 0.875% | &nbsp;&nbsp;&nbsp;&nbsp; 1/14/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 25000 | &nbsp;&nbsp;&nbsp;&nbsp; 27498 |
|  | &nbsp;&nbsp;&nbsp;European Investment Bank | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/28/28 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 4462 | &nbsp;&nbsp;&nbsp;&nbsp; 3099 |
|  | &nbsp;&nbsp;&nbsp;European Investment Bank | 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 1/31/28 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 62019 | &nbsp;&nbsp;&nbsp;&nbsp; 83906 |
|  | &nbsp;&nbsp;&nbsp;European Investment Bank | 3.300% | &nbsp;&nbsp;&nbsp;&nbsp; 2/3/28 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 1103 | &nbsp;&nbsp;&nbsp;&nbsp; 702 |
|  | &nbsp;&nbsp;&nbsp;European Investment Bank | 0.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/28/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 43652 | &nbsp;&nbsp;&nbsp;&nbsp; 46663 |
|  | &nbsp;&nbsp;&nbsp;European Investment Bank | 1.375% | &nbsp;&nbsp;&nbsp;&nbsp; 5/12/28 | &nbsp;&nbsp;&nbsp;&nbsp;SEK | &nbsp;&nbsp; 36740 | &nbsp;&nbsp;&nbsp;&nbsp; 3693 |
|  | &nbsp;&nbsp;&nbsp;European Investment Bank | 0.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4876 | &nbsp;&nbsp;&nbsp;&nbsp; 5197 |
|  | &nbsp;&nbsp;&nbsp;European Investment Bank | 4.200% | &nbsp;&nbsp;&nbsp;&nbsp; 8/21/28 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 10000 | &nbsp;&nbsp;&nbsp;&nbsp; 6523 |
|  | &nbsp;&nbsp;&nbsp;European Investment Bank | 0.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/28/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 13328 | &nbsp;&nbsp;&nbsp;&nbsp; 14066 |
|  | &nbsp;&nbsp;&nbsp;European Investment Bank | 0.000% | &nbsp;&nbsp;&nbsp;&nbsp; 12/7/28 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 1268 | &nbsp;&nbsp;&nbsp;&nbsp; 1470 |
|  | &nbsp;&nbsp;&nbsp;European Investment Bank | 6.000% | &nbsp;&nbsp;&nbsp;&nbsp; 12/7/28 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 7802 | &nbsp;&nbsp;&nbsp;&nbsp; 11114 |
|  | &nbsp;&nbsp;&nbsp;European Investment Bank | 0.625% | &nbsp;&nbsp;&nbsp;&nbsp; 1/22/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 32628 | &nbsp;&nbsp;&nbsp;&nbsp; 34934 |
|  | &nbsp;&nbsp;&nbsp;European Investment Bank | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 44210 | &nbsp;&nbsp;&nbsp;&nbsp; 59083 |
|  | &nbsp;&nbsp;&nbsp;European Investment Bank | 3.300% | &nbsp;&nbsp;&nbsp;&nbsp; 5/25/29 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 11476 | &nbsp;&nbsp;&nbsp;&nbsp; 7240 |
|  | &nbsp;&nbsp;&nbsp;European Investment Bank | 0.125% | &nbsp;&nbsp;&nbsp;&nbsp; 6/20/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5606 | &nbsp;&nbsp;&nbsp;&nbsp; 5832 |
|  | &nbsp;&nbsp;&nbsp;European Investment Bank | 0.250% | &nbsp;&nbsp;&nbsp;&nbsp; 9/14/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 13856 | &nbsp;&nbsp;&nbsp;&nbsp; 14396 |
|  | &nbsp;&nbsp;&nbsp;European Investment Bank | 3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 10/22/29 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 10000 | &nbsp;&nbsp;&nbsp;&nbsp; 13131 |
|  | &nbsp;&nbsp;&nbsp;European Investment Bank | 0.050% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 20000 | &nbsp;&nbsp;&nbsp;&nbsp; 20502 |
|  | &nbsp;&nbsp;&nbsp;European Investment Bank | 0.050% | &nbsp;&nbsp;&nbsp;&nbsp; 1/16/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 18917 | &nbsp;&nbsp;&nbsp;&nbsp; 19268 |
|  | &nbsp;&nbsp;&nbsp;European Investment Bank | 2.375% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 86557 | &nbsp;&nbsp;&nbsp;&nbsp; 98275 |
|  | &nbsp;&nbsp;&nbsp;European Investment Bank | 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 7/30/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 22007 | &nbsp;&nbsp;&nbsp;&nbsp; 25384 |
|  | &nbsp;&nbsp;&nbsp;European Investment Bank | 0.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/9/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7269 | &nbsp;&nbsp;&nbsp;&nbsp; 7257 |
|  | &nbsp;&nbsp;&nbsp;European Investment Bank | 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 9/13/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 14627 | &nbsp;&nbsp;&nbsp;&nbsp; 16853 |
|  | &nbsp;&nbsp;&nbsp;European Investment Bank | 4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 12/16/30 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 15000 | &nbsp;&nbsp;&nbsp;&nbsp; 20765 |
|  | &nbsp;&nbsp;&nbsp;European Investment Bank | 0.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/14/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 49156 | &nbsp;&nbsp;&nbsp;&nbsp; 48542 |
|  | &nbsp;&nbsp;&nbsp;European Investment Bank | 1.300% | &nbsp;&nbsp;&nbsp;&nbsp; 1/27/31 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 5490 | &nbsp;&nbsp;&nbsp;&nbsp; 3008 |
|  | &nbsp;&nbsp;&nbsp;European Investment Bank | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/14/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 26035 | &nbsp;&nbsp;&nbsp;&nbsp; 27194 |
|  | &nbsp;&nbsp;&nbsp;European Investment Bank | 2.875% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 35555 | &nbsp;&nbsp;&nbsp;&nbsp; 41136 |
|  | &nbsp;&nbsp;&nbsp;European Investment Bank | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/14/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 15604 | &nbsp;&nbsp;&nbsp;&nbsp; 15949 |
|  | &nbsp;&nbsp;&nbsp;European Investment Bank | 1.125% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 9752 | &nbsp;&nbsp;&nbsp;&nbsp; 9936 |
|  | &nbsp;&nbsp;&nbsp;European Investment Bank | 2.875% | &nbsp;&nbsp;&nbsp;&nbsp; 1/12/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 18511 | &nbsp;&nbsp;&nbsp;&nbsp; 21269 |
|  | &nbsp;&nbsp;&nbsp;European Investment Bank | 1.125% | &nbsp;&nbsp;&nbsp;&nbsp; 4/13/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 14628 | &nbsp;&nbsp;&nbsp;&nbsp; 14750 |

---

------

Total International Bond II Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;&nbsp;&nbsp;Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| &nbsp;&nbsp;&nbsp;European Investment Bank | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 47379 | &nbsp;&nbsp;&nbsp;&nbsp; 54829 |
| &nbsp;&nbsp;&nbsp;European Investment Bank | 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/16/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 49683 | &nbsp;&nbsp;&nbsp;&nbsp; 56388 |
| &nbsp;&nbsp;&nbsp;European Investment Bank | 2.625% | &nbsp;&nbsp;&nbsp;&nbsp; 9/4/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 55000 | &nbsp;&nbsp;&nbsp;&nbsp; 61379 |
| &nbsp;&nbsp;&nbsp;European Investment Bank | 0.050% | &nbsp;&nbsp;&nbsp;&nbsp; 10/13/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 23779 | &nbsp;&nbsp;&nbsp;&nbsp; 20800 |
| &nbsp;&nbsp;&nbsp;European Investment Bank | 2.875% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 76060 | &nbsp;&nbsp;&nbsp;&nbsp; 86195 |
| &nbsp;&nbsp;&nbsp;European Investment Bank | 2.625% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3462 | &nbsp;&nbsp;&nbsp;&nbsp; 3825 |
| &nbsp;&nbsp;&nbsp;European Investment Bank | 0.010% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 18659 | &nbsp;&nbsp;&nbsp;&nbsp; 15576 |
| &nbsp;&nbsp;&nbsp;European Investment Bank | 0.200% | &nbsp;&nbsp;&nbsp;&nbsp; 3/17/36 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 20993 | &nbsp;&nbsp;&nbsp;&nbsp; 17714 |
| &nbsp;&nbsp;&nbsp;European Investment Bank | 3.125% | &nbsp;&nbsp;&nbsp;&nbsp; 6/30/36 | &nbsp;&nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp; 5495 | &nbsp;&nbsp;&nbsp;&nbsp; 8329 |
| &nbsp;&nbsp;&nbsp;European Investment Bank | 3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 6/8/37 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 5633 | &nbsp;&nbsp;&nbsp;&nbsp; 6894 |
| &nbsp;&nbsp;&nbsp;European Investment Bank | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 11/13/37 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 720 | &nbsp;&nbsp;&nbsp;&nbsp; 598 |
| &nbsp;&nbsp;&nbsp;European Investment Bank | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/39 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 3416 | &nbsp;&nbsp;&nbsp;&nbsp; 4596 |
| &nbsp;&nbsp;&nbsp;European Investment Bank | 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 9045 | &nbsp;&nbsp;&nbsp;&nbsp; 9692 |
| &nbsp;&nbsp;&nbsp;European Investment Bank | 0.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10993 | &nbsp;&nbsp;&nbsp;&nbsp; 8087 |
| &nbsp;&nbsp;&nbsp;European Investment Bank | 0.010% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 6000 | &nbsp;&nbsp;&nbsp;&nbsp; 4086 |
| &nbsp;&nbsp;&nbsp;European Investment Bank | 3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 3/14/42 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2731 | &nbsp;&nbsp;&nbsp;&nbsp; 3232 |
| &nbsp;&nbsp;&nbsp;European Investment Bank | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 11/14/42 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4876 | &nbsp;&nbsp;&nbsp;&nbsp; 3864 |
| &nbsp;&nbsp;&nbsp;European Investment Bank | 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/7/44 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 4145 | &nbsp;&nbsp;&nbsp;&nbsp; 5074 |
| &nbsp;&nbsp;&nbsp;European Investment Bank | 0.875% | &nbsp;&nbsp;&nbsp;&nbsp; 9/13/47 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4876 | &nbsp;&nbsp;&nbsp;&nbsp; 3457 |
| &nbsp;&nbsp;&nbsp;European Investment Bank | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2439 | &nbsp;&nbsp;&nbsp;&nbsp; 1987 |
| &nbsp;&nbsp;&nbsp;European Investment Bank | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 10/16/48 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 30500 | &nbsp;&nbsp;&nbsp;&nbsp; 24467 |
| &nbsp;&nbsp;&nbsp;European Investment Bank | 0.050% | &nbsp;&nbsp;&nbsp;&nbsp; 1/27/51 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 12351 | &nbsp;&nbsp;&nbsp;&nbsp; 6183 |
| &nbsp;&nbsp;&nbsp;European Investment Bank | 4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 10/12/54 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 3755 | &nbsp;&nbsp;&nbsp;&nbsp; 4552 |
| &nbsp;&nbsp;&nbsp;European Stability Mechanism | 0.000% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 42500 | &nbsp;&nbsp;&nbsp;&nbsp; 46723 |
| &nbsp;&nbsp;&nbsp;European Stability Mechanism | 0.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 21175 | &nbsp;&nbsp;&nbsp;&nbsp; 23472 |
| &nbsp;&nbsp;&nbsp;European Stability Mechanism | 0.750% | &nbsp;&nbsp;&nbsp;&nbsp; 9/5/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 12598 | &nbsp;&nbsp;&nbsp;&nbsp; 13633 |
| &nbsp;&nbsp;&nbsp;European Stability Mechanism | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/5/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 20478 | &nbsp;&nbsp;&nbsp;&nbsp; 21739 |
| &nbsp;&nbsp;&nbsp;European Stability Mechanism | 2.625% | &nbsp;&nbsp;&nbsp;&nbsp; 9/18/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 75000 | &nbsp;&nbsp;&nbsp;&nbsp; 86120 |
| &nbsp;&nbsp;&nbsp;European Stability Mechanism | 0.010% | &nbsp;&nbsp;&nbsp;&nbsp; 3/4/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 33146 | &nbsp;&nbsp;&nbsp;&nbsp; 33551 |
| &nbsp;&nbsp;&nbsp;European Stability Mechanism | 0.010% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 19798 | &nbsp;&nbsp;&nbsp;&nbsp; 19151 |
| &nbsp;&nbsp;&nbsp;European Stability Mechanism | 1.125% | &nbsp;&nbsp;&nbsp;&nbsp; 5/3/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2550 | &nbsp;&nbsp;&nbsp;&nbsp; 2627 |
| &nbsp;&nbsp;&nbsp;European Stability Mechanism | 1.200% | &nbsp;&nbsp;&nbsp;&nbsp; 5/23/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5852 | &nbsp;&nbsp;&nbsp;&nbsp; 5938 |
| &nbsp;&nbsp;&nbsp;European Stability Mechanism | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 8/23/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10000 | &nbsp;&nbsp;&nbsp;&nbsp; 11570 |
| &nbsp;&nbsp;&nbsp;European Stability Mechanism | 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 25000 | &nbsp;&nbsp;&nbsp;&nbsp; 28192 |
| &nbsp;&nbsp;&nbsp;European Stability Mechanism | 1.625% | &nbsp;&nbsp;&nbsp;&nbsp; 11/17/36 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 19479 | &nbsp;&nbsp;&nbsp;&nbsp; 19223 |
| &nbsp;&nbsp;&nbsp;European Stability Mechanism | 1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 10/20/45 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4876 | &nbsp;&nbsp;&nbsp;&nbsp; 4304 |
| &nbsp;&nbsp;&nbsp;European Stability Mechanism | 1.800% | &nbsp;&nbsp;&nbsp;&nbsp; 11/2/46 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 20455 | &nbsp;&nbsp;&nbsp;&nbsp; 18025 |
| &nbsp;&nbsp;&nbsp;European Stability Mechanism | 1.850% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/55 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 17645 | &nbsp;&nbsp;&nbsp;&nbsp; 14279 |
| &nbsp;&nbsp;&nbsp;European Union | 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 10/5/26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 267700 | &nbsp;&nbsp;&nbsp;&nbsp; 306845 |
| &nbsp;&nbsp;&nbsp;European Union | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/4/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 47218 | &nbsp;&nbsp;&nbsp;&nbsp; 53537 |
| &nbsp;&nbsp;&nbsp;European Union | 2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 11/4/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 9264 | &nbsp;&nbsp;&nbsp;&nbsp; 10617 |
| &nbsp;&nbsp;&nbsp;European Union | 2.875% | &nbsp;&nbsp;&nbsp;&nbsp; 12/6/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 87741 | &nbsp;&nbsp;&nbsp;&nbsp; 101539 |
| &nbsp;&nbsp;&nbsp;European Union | 2.875% | &nbsp;&nbsp;&nbsp;&nbsp; 4/4/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2439 | &nbsp;&nbsp;&nbsp;&nbsp; 2826 |
| &nbsp;&nbsp;&nbsp;European Union | 0.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/2/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 50782 | &nbsp;&nbsp;&nbsp;&nbsp; 54013 |
| &nbsp;&nbsp;&nbsp;European Union | 0.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/4/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 30216 | &nbsp;&nbsp;&nbsp;&nbsp; 31856 |
| &nbsp;&nbsp;&nbsp;European Union | 3.125% | &nbsp;&nbsp;&nbsp;&nbsp; 12/5/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 172339 | &nbsp;&nbsp;&nbsp;&nbsp; 201641 |
| &nbsp;&nbsp;&nbsp;European Union | 2.875% | &nbsp;&nbsp;&nbsp;&nbsp; 10/5/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 119407 | &nbsp;&nbsp;&nbsp;&nbsp; 138496 |
| &nbsp;&nbsp;&nbsp;European Union | 1.625% | &nbsp;&nbsp;&nbsp;&nbsp; 12/4/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 72208 | &nbsp;&nbsp;&nbsp;&nbsp; 79396 |
| &nbsp;&nbsp;&nbsp;European Union | 0.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/4/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3000 | &nbsp;&nbsp;&nbsp;&nbsp; 2985 |
| &nbsp;&nbsp;&nbsp;European Union | 3.125% | &nbsp;&nbsp;&nbsp;&nbsp; 12/4/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 25334 | &nbsp;&nbsp;&nbsp;&nbsp; 29718 |
| &nbsp;&nbsp;&nbsp;European Union | 0.750% | &nbsp;&nbsp;&nbsp;&nbsp; 4/4/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 25969 | &nbsp;&nbsp;&nbsp;&nbsp; 26622 |
| &nbsp;&nbsp;&nbsp;European Union | 0.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/22/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 17863 | &nbsp;&nbsp;&nbsp;&nbsp; 17417 |
| &nbsp;&nbsp;&nbsp;European Union | 0.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/4/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 110537 | &nbsp;&nbsp;&nbsp;&nbsp; 107448 |
| &nbsp;&nbsp;&nbsp;European Union | 2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 12/4/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 126160 | &nbsp;&nbsp;&nbsp;&nbsp; 142173 |
| &nbsp;&nbsp;&nbsp;European Union | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/6/32 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 72766 | &nbsp;&nbsp;&nbsp;&nbsp; 73640 |
| &nbsp;&nbsp;&nbsp;European Union | 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 2/4/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 44667 | &nbsp;&nbsp;&nbsp;&nbsp; 50712 |
| &nbsp;&nbsp;&nbsp;European Union | 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 7/4/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 38355 | &nbsp;&nbsp;&nbsp;&nbsp; 44652 |
| &nbsp;&nbsp;&nbsp;European Union | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 12/4/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 78248 | &nbsp;&nbsp;&nbsp;&nbsp; 89006 |
| &nbsp;&nbsp;&nbsp;European Union | 0.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/4/35 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 51797 | &nbsp;&nbsp;&nbsp;&nbsp; 43342 |
| &nbsp;&nbsp;&nbsp;European Union | 0.250% | &nbsp;&nbsp;&nbsp;&nbsp; 4/22/36 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 25620 | &nbsp;&nbsp;&nbsp;&nbsp; 21457 |
| &nbsp;&nbsp;&nbsp;European Union | 0.200% | &nbsp;&nbsp;&nbsp;&nbsp; 6/4/36 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 51634 | &nbsp;&nbsp;&nbsp;&nbsp; 42831 |
| &nbsp;&nbsp;&nbsp;European Union | 0.400% | &nbsp;&nbsp;&nbsp;&nbsp; 2/4/37 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 63606 | &nbsp;&nbsp;&nbsp;&nbsp; 52894 |
| &nbsp;&nbsp;&nbsp;European Union | 0.875% | &nbsp;&nbsp;&nbsp;&nbsp; 3/11/37 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3132 | &nbsp;&nbsp;&nbsp;&nbsp; 2846 |
| &nbsp;&nbsp;&nbsp;European Union | 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 12/4/37 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 22395 | &nbsp;&nbsp;&nbsp;&nbsp; 24158 |
| &nbsp;&nbsp;&nbsp;European Union | 3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 10/4/38 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 71698 | &nbsp;&nbsp;&nbsp;&nbsp; 81482 |
| &nbsp;&nbsp;&nbsp;European Union | 3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 10/4/39 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 101195 | &nbsp;&nbsp;&nbsp;&nbsp; 114034 |
| &nbsp;&nbsp;&nbsp;European Union | 0.450% | &nbsp;&nbsp;&nbsp;&nbsp; 7/4/41 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 62123 | &nbsp;&nbsp;&nbsp;&nbsp; 44310 |
| &nbsp;&nbsp;&nbsp;European Union | 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 4/4/42 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4876 | &nbsp;&nbsp;&nbsp;&nbsp; 5695 |
| &nbsp;&nbsp;&nbsp;European Union | 3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 11/4/42 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 27488 | &nbsp;&nbsp;&nbsp;&nbsp; 30504 |
| &nbsp;&nbsp;&nbsp;European Union | 1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 2/4/43 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 143397 | &nbsp;&nbsp;&nbsp;&nbsp; 113941 |

---

------

Total International Bond II Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;&nbsp;&nbsp;Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| &nbsp;&nbsp;&nbsp;European Union | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/4/44 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 56777 | &nbsp;&nbsp;&nbsp;&nbsp; 67712 |
| &nbsp;&nbsp;&nbsp;European Union | 0.450% | &nbsp;&nbsp;&nbsp;&nbsp; 5/2/46 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 19811 | &nbsp;&nbsp;&nbsp;&nbsp; 12605 |
| &nbsp;&nbsp;&nbsp;European Union | 0.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/4/47 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 32693 | &nbsp;&nbsp;&nbsp;&nbsp; 22294 |
| &nbsp;&nbsp;&nbsp;European Union | 2.625% | &nbsp;&nbsp;&nbsp;&nbsp; 2/4/48 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 43574 | &nbsp;&nbsp;&nbsp;&nbsp; 41877 |
| &nbsp;&nbsp;&nbsp;European Union | 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 2/4/50 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 70207 | &nbsp;&nbsp;&nbsp;&nbsp; 74215 |
| &nbsp;&nbsp;&nbsp;European Union | 0.700% | &nbsp;&nbsp;&nbsp;&nbsp; 7/6/51 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 78368 | &nbsp;&nbsp;&nbsp;&nbsp; 46004 |
| &nbsp;&nbsp;&nbsp;European Union | 2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 10/4/52 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 99345 | &nbsp;&nbsp;&nbsp;&nbsp; 89457 |
| &nbsp;&nbsp;&nbsp;European Union | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/4/53 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 27452 | &nbsp;&nbsp;&nbsp;&nbsp; 27301 |
| &nbsp;&nbsp;&nbsp;European Union | 3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 10/5/54 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 132003 | &nbsp;&nbsp;&nbsp;&nbsp; 139459 |
| &nbsp;&nbsp;&nbsp;Inter-American Development Bank | 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/11/26 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 637 | &nbsp;&nbsp;&nbsp;&nbsp; 411 |
| &nbsp;&nbsp;&nbsp;Inter-American Development Bank | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/29/26 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 3300 | &nbsp;&nbsp;&nbsp;&nbsp; 2351 |
| &nbsp;&nbsp;&nbsp;Inter-American Development Bank | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 4876 | &nbsp;&nbsp;&nbsp;&nbsp; 6204 |
| &nbsp;&nbsp;&nbsp;Inter-American Development Bank | 0.875% | &nbsp;&nbsp;&nbsp;&nbsp; 8/27/27 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 3091 | &nbsp;&nbsp;&nbsp;&nbsp; 2155 |
| &nbsp;&nbsp;&nbsp;Inter-American Development Bank | 3.100% | &nbsp;&nbsp;&nbsp;&nbsp; 2/22/28 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 30000 | &nbsp;&nbsp;&nbsp;&nbsp; 18971 |
| &nbsp;&nbsp;&nbsp;Inter-American Development Bank | 3.400% | &nbsp;&nbsp;&nbsp;&nbsp; 5/24/28 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 5400 | &nbsp;&nbsp;&nbsp;&nbsp; 3998 |
| &nbsp;&nbsp;&nbsp;Inter-American Development Bank | 3.290% | &nbsp;&nbsp;&nbsp;&nbsp; 6/28/32 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 1762 | &nbsp;&nbsp;&nbsp;&nbsp; 1052 |
| &nbsp;&nbsp;&nbsp;International Bank for Reconstruction & Development | 0.750% | &nbsp;&nbsp;&nbsp;&nbsp; 6/10/26 | &nbsp;&nbsp;&nbsp;&nbsp;NZD | &nbsp;&nbsp; 1007 | &nbsp;&nbsp;&nbsp;&nbsp; 582 |
| &nbsp;&nbsp;&nbsp;International Bank for Reconstruction & Development | 0.250% | &nbsp;&nbsp;&nbsp;&nbsp; 7/22/26 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 2439 | &nbsp;&nbsp;&nbsp;&nbsp; 3109 |
| &nbsp;&nbsp;&nbsp;International Bank for Reconstruction & Development | 1.200% | &nbsp;&nbsp;&nbsp;&nbsp; 7/22/26 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2265 | &nbsp;&nbsp;&nbsp;&nbsp; 1616 |
| &nbsp;&nbsp;&nbsp;International Bank for Reconstruction & Development | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/19/26 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 8081 | &nbsp;&nbsp;&nbsp;&nbsp; 5137 |
| &nbsp;&nbsp;&nbsp;International Bank for Reconstruction & Development | 0.750% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 6763 | &nbsp;&nbsp;&nbsp;&nbsp; 8575 |
| &nbsp;&nbsp;&nbsp;International Bank for Reconstruction & Development | 0.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 22515 | &nbsp;&nbsp;&nbsp;&nbsp; 24669 |
| &nbsp;&nbsp;&nbsp;International Bank for Reconstruction & Development | 1.800% | &nbsp;&nbsp;&nbsp;&nbsp; 1/19/27 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 18782 | &nbsp;&nbsp;&nbsp;&nbsp; 13445 |
| &nbsp;&nbsp;&nbsp;International Bank for Reconstruction & Development | 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 7/29/27 | &nbsp;&nbsp;&nbsp;&nbsp;NZD | &nbsp;&nbsp; 4000 | &nbsp;&nbsp;&nbsp;&nbsp; 2421 |
| &nbsp;&nbsp;&nbsp;International Bank for Reconstruction & Development | 0.250% | &nbsp;&nbsp;&nbsp;&nbsp; 9/23/27 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 9752 | &nbsp;&nbsp;&nbsp;&nbsp; 11942 |
| &nbsp;&nbsp;&nbsp;International Bank for Reconstruction & Development | 0.625% | &nbsp;&nbsp;&nbsp;&nbsp; 9/24/27 | &nbsp;&nbsp;&nbsp;&nbsp;NZD | &nbsp;&nbsp; 1510 | &nbsp;&nbsp;&nbsp;&nbsp; 840 |
| &nbsp;&nbsp;&nbsp;International Bank for Reconstruction & Development | 0.875% | &nbsp;&nbsp;&nbsp;&nbsp; 9/28/27 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2649 | &nbsp;&nbsp;&nbsp;&nbsp; 1844 |
| &nbsp;&nbsp;&nbsp;International Bank for Reconstruction & Development | 0.625% | &nbsp;&nbsp;&nbsp;&nbsp; 11/22/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5365 | &nbsp;&nbsp;&nbsp;&nbsp; 5868 |
| &nbsp;&nbsp;&nbsp;International Bank for Reconstruction & Development | 4.400% | &nbsp;&nbsp;&nbsp;&nbsp; 1/13/28 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 30000 | &nbsp;&nbsp;&nbsp;&nbsp; 19617 |
| &nbsp;&nbsp;&nbsp;International Bank for Reconstruction & Development | 3.700% | &nbsp;&nbsp;&nbsp;&nbsp; 1/18/28 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 7600 | &nbsp;&nbsp;&nbsp;&nbsp; 5663 |
| &nbsp;&nbsp;&nbsp;International Bank for Reconstruction & Development | 4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 2/2/28 | &nbsp;&nbsp;&nbsp;&nbsp;NZD | &nbsp;&nbsp; 4000 | &nbsp;&nbsp;&nbsp;&nbsp; 2448 |
| &nbsp;&nbsp;&nbsp;International Bank for Reconstruction & Development | 0.010% | &nbsp;&nbsp;&nbsp;&nbsp; 4/24/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 29171 | &nbsp;&nbsp;&nbsp;&nbsp; 31062 |
| &nbsp;&nbsp;&nbsp;International Bank for Reconstruction & Development | 1.625% | &nbsp;&nbsp;&nbsp;&nbsp; 5/10/28 | &nbsp;&nbsp;&nbsp;&nbsp;NZD | &nbsp;&nbsp; 19265 | &nbsp;&nbsp;&nbsp;&nbsp; 10821 |
| &nbsp;&nbsp;&nbsp;International Bank for Reconstruction & Development | 0.625% | &nbsp;&nbsp;&nbsp;&nbsp; 7/14/28 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 19078 | &nbsp;&nbsp;&nbsp;&nbsp; 22978 |
| &nbsp;&nbsp;&nbsp;International Bank for Reconstruction & Development | 3.300% | &nbsp;&nbsp;&nbsp;&nbsp; 8/14/28 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 21969 | &nbsp;&nbsp;&nbsp;&nbsp; 13932 |
| &nbsp;&nbsp;&nbsp;International Bank for Reconstruction & Development | 3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 10/2/28 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 53999 | &nbsp;&nbsp;&nbsp;&nbsp; 71921 |
| &nbsp;&nbsp;&nbsp;International Bank for Reconstruction & Development | 4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 12/7/28 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp; 137 |
| &nbsp;&nbsp;&nbsp;International Bank for Reconstruction & Development | 1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 12/13/28 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 14488 | &nbsp;&nbsp;&nbsp;&nbsp; 17607 |
| &nbsp;&nbsp;&nbsp;International Bank for Reconstruction & Development | 4.300% | &nbsp;&nbsp;&nbsp;&nbsp; 1/10/29 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 16790 | &nbsp;&nbsp;&nbsp;&nbsp; 10967 |
| &nbsp;&nbsp;&nbsp;International Bank for Reconstruction & Development | 0.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/21/29 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10300 | &nbsp;&nbsp;&nbsp;&nbsp; 10755 |
| &nbsp;&nbsp;&nbsp;International Bank for Reconstruction & Development | 1.950% | &nbsp;&nbsp;&nbsp;&nbsp; 9/20/29 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 886 | &nbsp;&nbsp;&nbsp;&nbsp; 618 |
| &nbsp;&nbsp;&nbsp;International Bank for Reconstruction & Development | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 12/21/29 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 2130 | &nbsp;&nbsp;&nbsp;&nbsp; 2485 |
| &nbsp;&nbsp;&nbsp;International Bank for Reconstruction & Development | 0.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/21/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5571 | &nbsp;&nbsp;&nbsp;&nbsp; 5637 |
| &nbsp;&nbsp;&nbsp;International Bank for Reconstruction & Development | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/16/30 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2633 | &nbsp;&nbsp;&nbsp;&nbsp; 2719 |
| &nbsp;&nbsp;&nbsp;International Bank for Reconstruction & Development | 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 9/18/30 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 15000 | &nbsp;&nbsp;&nbsp;&nbsp; 11574 |
| &nbsp;&nbsp;&nbsp;International Bank for Reconstruction & Development | 4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 7/31/31 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 14723 | &nbsp;&nbsp;&nbsp;&nbsp; 19648 |
| &nbsp;&nbsp;&nbsp;International Bank for Reconstruction & Development | 2.600% | &nbsp;&nbsp;&nbsp;&nbsp; 8/28/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 12500 | &nbsp;&nbsp;&nbsp;&nbsp; 14206 |
| &nbsp;&nbsp;&nbsp;International Bank for Reconstruction & Development | 5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 6/7/32 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 2926 | &nbsp;&nbsp;&nbsp;&nbsp; 4254 |
| &nbsp;&nbsp;&nbsp;International Bank for Reconstruction & Development | 0.625% | &nbsp;&nbsp;&nbsp;&nbsp; 1/12/33 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 25257 | &nbsp;&nbsp;&nbsp;&nbsp; 24540 |
| &nbsp;&nbsp;&nbsp;International Bank for Reconstruction & Development | 4.200% | &nbsp;&nbsp;&nbsp;&nbsp; 4/21/33 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 7000 | &nbsp;&nbsp;&nbsp;&nbsp; 4397 |
| &nbsp;&nbsp;&nbsp;International Bank for Reconstruction & Development | 2.900% | &nbsp;&nbsp;&nbsp;&nbsp; 2/14/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 25106 | &nbsp;&nbsp;&nbsp;&nbsp; 28615 |
| &nbsp;&nbsp;&nbsp;International Bank for Reconstruction & Development | 1.200% | &nbsp;&nbsp;&nbsp;&nbsp; 8/8/34 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 18703 | &nbsp;&nbsp;&nbsp;&nbsp; 18344 |
| &nbsp;&nbsp;&nbsp;International Bank for Reconstruction & Development | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/21/35 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2156 | &nbsp;&nbsp;&nbsp;&nbsp; 1923 |
| &nbsp;&nbsp;&nbsp;International Bank for Reconstruction & Development | 0.100% | &nbsp;&nbsp;&nbsp;&nbsp; 9/17/35 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3699 | &nbsp;&nbsp;&nbsp;&nbsp; 3123 |
| &nbsp;&nbsp;&nbsp;International Bank for Reconstruction & Development | 3.100% | &nbsp;&nbsp;&nbsp;&nbsp; 4/14/38 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 4500 | &nbsp;&nbsp;&nbsp;&nbsp; 5070 |
| &nbsp;&nbsp;&nbsp;International Bank for Reconstruction & Development | 3.450% | &nbsp;&nbsp;&nbsp;&nbsp; 9/13/38 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 15455 | &nbsp;&nbsp;&nbsp;&nbsp; 18000 |
| &nbsp;&nbsp;&nbsp;International Bank for Reconstruction & Development | 0.700% | &nbsp;&nbsp;&nbsp;&nbsp; 10/22/46 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 8840 | &nbsp;&nbsp;&nbsp;&nbsp; 6081 |
| &nbsp;&nbsp;&nbsp;International Bank for Reconstruction & Development | 0.125% | &nbsp;&nbsp;&nbsp;&nbsp; 1/3/51 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 3206 | &nbsp;&nbsp;&nbsp;&nbsp; 1656 |
| &nbsp;&nbsp;&nbsp;International Bank for Reconstruction & Development | 0.200% | &nbsp;&nbsp;&nbsp;&nbsp; 1/21/61 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 2633 | &nbsp;&nbsp;&nbsp;&nbsp; 1079 |
| &nbsp;&nbsp;&nbsp;International Development Association | 0.750% | &nbsp;&nbsp;&nbsp;&nbsp; 9/21/28 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 2498 | &nbsp;&nbsp;&nbsp;&nbsp; 2997 |
| &nbsp;&nbsp;&nbsp;International Development Association | 0.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 10662 | &nbsp;&nbsp;&nbsp;&nbsp; 10332 |
| &nbsp;&nbsp;&nbsp;International Development Association | 0.350% | &nbsp;&nbsp;&nbsp;&nbsp; 4/22/36 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 24750 | &nbsp;&nbsp;&nbsp;&nbsp; 21102 |
| &nbsp;&nbsp;&nbsp;International Development Association | 1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 5/5/37 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 15000 | &nbsp;&nbsp;&nbsp;&nbsp; 14680 |
| &nbsp;&nbsp;&nbsp;International Development Association | 0.700% | &nbsp;&nbsp;&nbsp;&nbsp; 1/17/42 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 7760 | &nbsp;&nbsp;&nbsp;&nbsp; 5855 |
| &nbsp;&nbsp;&nbsp;International Development Association | 3.200% | &nbsp;&nbsp;&nbsp;&nbsp; 1/18/44 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 15000 | &nbsp;&nbsp;&nbsp;&nbsp; 16557 |
| &nbsp;&nbsp;&nbsp;International Finance Corp. | 3.200% | &nbsp;&nbsp;&nbsp;&nbsp; 7/22/26 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 24659 | &nbsp;&nbsp;&nbsp;&nbsp; 15722 |
| &nbsp;&nbsp;&nbsp;International Finance Corp. | 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 8/21/26 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 2425 | &nbsp;&nbsp;&nbsp;&nbsp; 1802 |
| &nbsp;&nbsp;&nbsp;International Finance Corp. | 1.850% | &nbsp;&nbsp;&nbsp;&nbsp; 1/28/27 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp; 11212 | &nbsp;&nbsp;&nbsp;&nbsp; 8031 |
| &nbsp;&nbsp;&nbsp;International Finance Corp. | 3.200% | &nbsp;&nbsp;&nbsp;&nbsp; 10/18/27 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 589 | &nbsp;&nbsp;&nbsp;&nbsp; 374 |
| &nbsp;&nbsp;&nbsp;International Finance Corp. | 0.750% | &nbsp;&nbsp;&nbsp;&nbsp; 5/24/28 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 17000 | &nbsp;&nbsp;&nbsp;&nbsp; 9993 |

---

------

Total International Bond II Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;&nbsp;&nbsp;Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| &nbsp;&nbsp;&nbsp;International Finance Corp. | 4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 12/19/28 | &nbsp;&nbsp;&nbsp;&nbsp;NZD | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 3093 |
| &nbsp;&nbsp;&nbsp;International Finance Corp. | 3.150% | &nbsp;&nbsp;&nbsp;&nbsp; 6/26/29 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 42336 | &nbsp;&nbsp;&nbsp;&nbsp; 26466 |
| &nbsp;&nbsp;&nbsp;International Finance Corp. | 1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 2/6/31 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 10000 | &nbsp;&nbsp;&nbsp;&nbsp; 5456 |
| &nbsp;&nbsp;&nbsp;International Finance Corp. | 3.635% | &nbsp;&nbsp;&nbsp;&nbsp; 8/26/33 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 6500 | &nbsp;&nbsp;&nbsp;&nbsp; 3899 |
| &nbsp;&nbsp;&nbsp;International Finance Corp. | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 6322 | &nbsp;&nbsp;&nbsp;&nbsp; 3012 |
| &nbsp;&nbsp;&nbsp;Nordic Investment Bank | 0.125% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 17632 | &nbsp;&nbsp;&nbsp;&nbsp; 22127 |
| &nbsp;&nbsp;&nbsp;Nordic Investment Bank | 1.375% | &nbsp;&nbsp;&nbsp;&nbsp; 1/27/28 | &nbsp;&nbsp;&nbsp;&nbsp;SEK | &nbsp;&nbsp; 8000 | &nbsp;&nbsp;&nbsp;&nbsp; 806 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **6240198** |
| **Sweden (0.3%)** | **Sweden (0.3%)** | **Sweden (0.3%)** |  |  |  |
| &nbsp;&nbsp;&nbsp;Kingdom of Sweden | 0.750% | &nbsp;&nbsp;&nbsp;&nbsp; 5/12/28 | &nbsp;&nbsp;&nbsp;&nbsp;SEK | &nbsp;&nbsp; 3430 | &nbsp;&nbsp;&nbsp;&nbsp; 343 |
| &nbsp;&nbsp;&nbsp;Kingdom of Sweden | 0.750% | &nbsp;&nbsp;&nbsp;&nbsp; 11/12/29 | &nbsp;&nbsp;&nbsp;&nbsp;SEK | &nbsp;&nbsp; 190485 | &nbsp;&nbsp;&nbsp;&nbsp; 18674 |
| &nbsp;&nbsp;&nbsp;Kingdom of Sweden | 0.125% | &nbsp;&nbsp;&nbsp;&nbsp; 5/12/31 | &nbsp;&nbsp;&nbsp;&nbsp;SEK | &nbsp;&nbsp; 967920 | &nbsp;&nbsp;&nbsp;&nbsp; 89242 |
| &nbsp;&nbsp;&nbsp;Kingdom of Sweden | 2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;SEK | &nbsp;&nbsp; 197155 | &nbsp;&nbsp;&nbsp;&nbsp; 20539 |
| &nbsp;&nbsp;&nbsp;Kingdom of Sweden | 1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 11/11/33 | &nbsp;&nbsp;&nbsp;&nbsp;SEK | &nbsp;&nbsp; 220000 | &nbsp;&nbsp;&nbsp;&nbsp; 21920 |
| &nbsp;&nbsp;&nbsp;Kingdom of Sweden | 2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/11/35 | &nbsp;&nbsp;&nbsp;&nbsp;SEK | &nbsp;&nbsp; 325000 | &nbsp;&nbsp;&nbsp;&nbsp; 33452 |
| &nbsp;&nbsp;&nbsp;Kingdom of Sweden | 1.375% | &nbsp;&nbsp;&nbsp;&nbsp; 6/23/71 | &nbsp;&nbsp;&nbsp;&nbsp;SEK | &nbsp;&nbsp; 206590 | &nbsp;&nbsp;&nbsp;&nbsp; 13535 |
| &nbsp;&nbsp;&nbsp;Kommuninvest I Sverige AB | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 11/12/26 | &nbsp;&nbsp;&nbsp;&nbsp;SEK | &nbsp;&nbsp; 293810 | &nbsp;&nbsp;&nbsp;&nbsp; 29869 |
| &nbsp;&nbsp;&nbsp;Kommuninvest I Sverige AB | 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 2/12/27 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5732 |
| &nbsp;&nbsp;&nbsp;Kommuninvest I Sverige AB | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/12/29 | &nbsp;&nbsp;&nbsp;&nbsp;SEK | &nbsp;&nbsp; 500000 | &nbsp;&nbsp;&nbsp;&nbsp; 52640 |
| &nbsp;&nbsp;&nbsp;Kommuninvest I Sverige AB | 0.875% | &nbsp;&nbsp;&nbsp;&nbsp; 5/16/29 | &nbsp;&nbsp;&nbsp;&nbsp;SEK | &nbsp;&nbsp; 50000 | &nbsp;&nbsp;&nbsp;&nbsp; 4875 |
| &nbsp;&nbsp;&nbsp;Kommuninvest I Sverige AB | 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 11/12/29 | &nbsp;&nbsp;&nbsp;&nbsp;SEK | &nbsp;&nbsp; 150000 | &nbsp;&nbsp;&nbsp;&nbsp; 15935 |
| &nbsp;&nbsp;&nbsp;Svensk Exportkredit AB | 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 2/23/28 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp; 25000 | &nbsp;&nbsp;&nbsp;&nbsp; 28666 |
| &nbsp;&nbsp;&nbsp;Svensk Exportkredit AB | 4.300% | &nbsp;&nbsp;&nbsp;&nbsp; 5/30/28 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp; 11000 | &nbsp;&nbsp;&nbsp;&nbsp; 7139 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **342561** |
| **Switzerland (0.5%)** | **Switzerland (0.5%)** | **Switzerland (0.5%)** |  |  |  |
| &nbsp;&nbsp;&nbsp;Canton of Basel-Landschaft | 1.375% | &nbsp;&nbsp;&nbsp;&nbsp; 9/29/34 | &nbsp;&nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp; 8135 | &nbsp;&nbsp;&nbsp;&nbsp; 10546 |
| &nbsp;&nbsp;&nbsp;Canton of Basel-Landschaft | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/5/40 | &nbsp;&nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 6254 |
| &nbsp;&nbsp;&nbsp;Canton of Geneva Switzerland | 1.625% | &nbsp;&nbsp;&nbsp;&nbsp; 7/30/29 | &nbsp;&nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp; 1745 | &nbsp;&nbsp;&nbsp;&nbsp; 2234 |
| &nbsp;&nbsp;&nbsp;Canton of Geneva Switzerland | 0.030% | &nbsp;&nbsp;&nbsp;&nbsp; 6/28/30 | &nbsp;&nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp; 13000 | &nbsp;&nbsp;&nbsp;&nbsp; 15464 |
| &nbsp;&nbsp;&nbsp;Canton of Geneva Switzerland | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/5/32 | &nbsp;&nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp; 790 | &nbsp;&nbsp;&nbsp;&nbsp; 1019 |
| &nbsp;&nbsp;&nbsp;Canton of Geneva Switzerland | 0.400% | &nbsp;&nbsp;&nbsp;&nbsp; 4/28/36 | &nbsp;&nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp; 2455 | &nbsp;&nbsp;&nbsp;&nbsp; 2870 |
| &nbsp;&nbsp;&nbsp;Canton of Geneva Switzerland | 0.600% | &nbsp;&nbsp;&nbsp;&nbsp; 7/4/46 | &nbsp;&nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp; 1470 | &nbsp;&nbsp;&nbsp;&nbsp; 1689 |
| &nbsp;&nbsp;&nbsp;Canton of Solothurn | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/20/45 | &nbsp;&nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp; 10000 | &nbsp;&nbsp;&nbsp;&nbsp; 12484 |
| &nbsp;&nbsp;&nbsp;Canton of Vaud | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/24/33 | &nbsp;&nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp; 4365 | &nbsp;&nbsp;&nbsp;&nbsp; 5945 |
| &nbsp;&nbsp;&nbsp;Canton of Zurich | 1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 12/3/32 | &nbsp;&nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp; 1475 | &nbsp;&nbsp;&nbsp;&nbsp; 1887 |
| &nbsp;&nbsp;&nbsp;Canton of Zurich | 0.000% | &nbsp;&nbsp;&nbsp;&nbsp; 11/10/33 | &nbsp;&nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp; 1000 | &nbsp;&nbsp;&nbsp;&nbsp; 1156 |
| &nbsp;&nbsp;&nbsp;Canton of Zurich | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/29/38 | &nbsp;&nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp; 4900 | &nbsp;&nbsp;&nbsp;&nbsp; 6879 |
| &nbsp;&nbsp;&nbsp;Canton of Zurich | 0.250% | &nbsp;&nbsp;&nbsp;&nbsp; 7/12/39 | &nbsp;&nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp; 13625 | &nbsp;&nbsp;&nbsp;&nbsp; 15342 |
| &nbsp;&nbsp;&nbsp;City of Zurich Switzerland | 2.550% | &nbsp;&nbsp;&nbsp;&nbsp; 3/10/36 | &nbsp;&nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp; 15000 | &nbsp;&nbsp;&nbsp;&nbsp; 21512 |
| &nbsp;&nbsp;&nbsp;Swiss Confederation | 1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/28/26 | &nbsp;&nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp; 71283 | &nbsp;&nbsp;&nbsp;&nbsp; 87544 |
| &nbsp;&nbsp;&nbsp;Swiss Confederation | 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/27/27 | &nbsp;&nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp; 24407 | &nbsp;&nbsp;&nbsp;&nbsp; 31657 |
| &nbsp;&nbsp;&nbsp;Swiss Confederation | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/27/30 | &nbsp;&nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp; 28348 | &nbsp;&nbsp;&nbsp;&nbsp; 35019 |
| &nbsp;&nbsp;&nbsp;Swiss Confederation | 2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/22/31 | &nbsp;&nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp; 43611 | &nbsp;&nbsp;&nbsp;&nbsp; 59546 |
| &nbsp;&nbsp;&nbsp;Swiss Confederation | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/27/32 | &nbsp;&nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp; 6954 | &nbsp;&nbsp;&nbsp;&nbsp; 8648 |
| &nbsp;&nbsp;&nbsp;Swiss Confederation | 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/8/33 | &nbsp;&nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp; 10088 | &nbsp;&nbsp;&nbsp;&nbsp; 15371 |
| &nbsp;&nbsp;&nbsp;Swiss Confederation | 0.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/26/34 | &nbsp;&nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp; 18081 | &nbsp;&nbsp;&nbsp;&nbsp; 21266 |
| &nbsp;&nbsp;&nbsp;Swiss Confederation | 0.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/23/35 | &nbsp;&nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp; 43369 | &nbsp;&nbsp;&nbsp;&nbsp; 52007 |
| &nbsp;&nbsp;&nbsp;Swiss Confederation | 2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/8/36 | &nbsp;&nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp; 11013 | &nbsp;&nbsp;&nbsp;&nbsp; 16378 |
| &nbsp;&nbsp;&nbsp;Swiss Confederation | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 10/26/38 | &nbsp;&nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp; 16000 | &nbsp;&nbsp;&nbsp;&nbsp; 22203 |
| &nbsp;&nbsp;&nbsp;Swiss Confederation | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/30/42 | &nbsp;&nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp; 20126 | &nbsp;&nbsp;&nbsp;&nbsp; 28612 |
| &nbsp;&nbsp;&nbsp;Swiss Confederation | 1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/28/43 | &nbsp;&nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp; 29680 | &nbsp;&nbsp;&nbsp;&nbsp; 40952 |
| &nbsp;&nbsp;&nbsp;Swiss Confederation | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/28/45 | &nbsp;&nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp; 25243 | &nbsp;&nbsp;&nbsp;&nbsp; 30506 |
| &nbsp;&nbsp;&nbsp;Swiss Confederation | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/6/49 | &nbsp;&nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp; 9163 | &nbsp;&nbsp;&nbsp;&nbsp; 19925 |
| &nbsp;&nbsp;&nbsp;Swiss Confederation | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/24/55 | &nbsp;&nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp; 10062 | &nbsp;&nbsp;&nbsp;&nbsp; 12422 |
| &nbsp;&nbsp;&nbsp;Swiss Confederation | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/30/58 | &nbsp;&nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp; 22657 | &nbsp;&nbsp;&nbsp;&nbsp; 28233 |
| &nbsp;&nbsp;&nbsp;Swiss Confederation | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/25/64 | &nbsp;&nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp; 2351 | &nbsp;&nbsp;&nbsp;&nbsp; 4517 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **620087** |
| **Thailand (0.9%)** | **Thailand (0.9%)** | **Thailand (0.9%)** |  |  |  |
| &nbsp;&nbsp;&nbsp;Kingdom of Thailand | 2.125% | &nbsp;&nbsp;&nbsp;&nbsp; 12/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;THB | &nbsp;&nbsp; 703592 | &nbsp;&nbsp;&nbsp;&nbsp; 21255 |
| &nbsp;&nbsp;&nbsp;Kingdom of Thailand | 2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 3/17/27 | &nbsp;&nbsp;&nbsp;&nbsp;THB | &nbsp;&nbsp; 2550000 | &nbsp;&nbsp;&nbsp;&nbsp; 77310 |
| &nbsp;&nbsp;&nbsp;Kingdom of Thailand | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/17/27 | &nbsp;&nbsp;&nbsp;&nbsp;THB | &nbsp;&nbsp; 1732978 | &nbsp;&nbsp;&nbsp;&nbsp; 51293 |
| &nbsp;&nbsp;&nbsp;Kingdom of Thailand | 2.400% | &nbsp;&nbsp;&nbsp;&nbsp; 11/17/27 | &nbsp;&nbsp;&nbsp;&nbsp;THB | &nbsp;&nbsp; 800000 | &nbsp;&nbsp;&nbsp;&nbsp; 24453 |
| &nbsp;&nbsp;&nbsp;Kingdom of Thailand | 3.580% | &nbsp;&nbsp;&nbsp;&nbsp; 12/17/27 | &nbsp;&nbsp;&nbsp;&nbsp;THB | &nbsp;&nbsp; 470725 | &nbsp;&nbsp;&nbsp;&nbsp; 14821 |
| &nbsp;&nbsp;&nbsp;Kingdom of Thailand | 5.670% | &nbsp;&nbsp;&nbsp;&nbsp; 3/13/28 | &nbsp;&nbsp;&nbsp;&nbsp;THB | &nbsp;&nbsp; 58761 | &nbsp;&nbsp;&nbsp;&nbsp; 1961 |
| &nbsp;&nbsp;&nbsp;Kingdom of Thailand | 2.650% | &nbsp;&nbsp;&nbsp;&nbsp; 6/17/28 | &nbsp;&nbsp;&nbsp;&nbsp;THB | &nbsp;&nbsp; 2403000 | &nbsp;&nbsp;&nbsp;&nbsp; 74294 |
| &nbsp;&nbsp;&nbsp;Kingdom of Thailand | 2.875% | &nbsp;&nbsp;&nbsp;&nbsp; 12/17/28 | &nbsp;&nbsp;&nbsp;&nbsp;THB | &nbsp;&nbsp; 1067863 | &nbsp;&nbsp;&nbsp;&nbsp; 33400 |
| &nbsp;&nbsp;&nbsp;Kingdom of Thailand | 2.400% | &nbsp;&nbsp;&nbsp;&nbsp; 3/17/29 | &nbsp;&nbsp;&nbsp;&nbsp;THB | &nbsp;&nbsp; 1100000 | &nbsp;&nbsp;&nbsp;&nbsp; 33907 |
| &nbsp;&nbsp;&nbsp;Kingdom of Thailand | 4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 6/22/29 | &nbsp;&nbsp;&nbsp;&nbsp;THB | &nbsp;&nbsp; 852018 | &nbsp;&nbsp;&nbsp;&nbsp; 28833 |
| &nbsp;&nbsp;&nbsp;Kingdom of Thailand | 1.600% | &nbsp;&nbsp;&nbsp;&nbsp; 12/17/29 | &nbsp;&nbsp;&nbsp;&nbsp;THB | &nbsp;&nbsp; 1106839 | &nbsp;&nbsp;&nbsp;&nbsp; 33040 |

---

------

Total International Bond II Index Fund

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;&nbsp;&nbsp;Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Kingdom of Thailand | 3.650% | &nbsp;&nbsp;&nbsp;&nbsp; 6/20/31 | &nbsp;&nbsp;&nbsp;&nbsp;THB | &nbsp;&nbsp; 602289 | &nbsp;&nbsp;&nbsp;&nbsp; 20086 |
|  | &nbsp;&nbsp;&nbsp;Kingdom of Thailand | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 12/17/31 | &nbsp;&nbsp;&nbsp;&nbsp;THB | &nbsp;&nbsp; 2366277 | &nbsp;&nbsp;&nbsp;&nbsp; 72028 |
|  | &nbsp;&nbsp;&nbsp;Kingdom of Thailand | 3.775% | &nbsp;&nbsp;&nbsp;&nbsp; 6/25/32 | &nbsp;&nbsp;&nbsp;&nbsp;THB | &nbsp;&nbsp; 738415 | &nbsp;&nbsp;&nbsp;&nbsp; 24954 |
|  | &nbsp;&nbsp;&nbsp;Kingdom of Thailand | 3.350% | &nbsp;&nbsp;&nbsp;&nbsp; 6/17/33 | &nbsp;&nbsp;&nbsp;&nbsp;THB | &nbsp;&nbsp; 1550000 | &nbsp;&nbsp;&nbsp;&nbsp; 51643 |
|  | &nbsp;&nbsp;&nbsp;Kingdom of Thailand | 2.800% | &nbsp;&nbsp;&nbsp;&nbsp; 6/17/34 | &nbsp;&nbsp;&nbsp;&nbsp;THB | &nbsp;&nbsp; 1300000 | &nbsp;&nbsp;&nbsp;&nbsp; 41803 |
|  | &nbsp;&nbsp;&nbsp;Kingdom of Thailand | 1.600% | &nbsp;&nbsp;&nbsp;&nbsp; 6/17/35 | &nbsp;&nbsp;&nbsp;&nbsp;THB | &nbsp;&nbsp; 196901 | &nbsp;&nbsp;&nbsp;&nbsp; 5724 |
|  | &nbsp;&nbsp;&nbsp;Kingdom of Thailand | 1.585% | &nbsp;&nbsp;&nbsp;&nbsp; 12/17/35 | &nbsp;&nbsp;&nbsp;&nbsp;THB | &nbsp;&nbsp; 1280397 | &nbsp;&nbsp;&nbsp;&nbsp; 36780 |
|  | &nbsp;&nbsp;&nbsp;Kingdom of Thailand | 3.400% | &nbsp;&nbsp;&nbsp;&nbsp; 6/17/36 | &nbsp;&nbsp;&nbsp;&nbsp;THB | &nbsp;&nbsp; 899997 | &nbsp;&nbsp;&nbsp;&nbsp; 30467 |
|  | &nbsp;&nbsp;&nbsp;Kingdom of Thailand | 3.390% | &nbsp;&nbsp;&nbsp;&nbsp; 6/17/37 | &nbsp;&nbsp;&nbsp;&nbsp;THB | &nbsp;&nbsp; 1726385 | &nbsp;&nbsp;&nbsp;&nbsp; 58987 |
|  | &nbsp;&nbsp;&nbsp;Kingdom of Thailand | 4.260% | &nbsp;&nbsp;&nbsp;&nbsp; 12/12/37 | &nbsp;&nbsp;&nbsp;&nbsp;THB | &nbsp;&nbsp; 135638 | &nbsp;&nbsp;&nbsp;&nbsp; 4893 |
|  | &nbsp;&nbsp;&nbsp;Kingdom of Thailand | 3.300% | &nbsp;&nbsp;&nbsp;&nbsp; 6/17/38 | &nbsp;&nbsp;&nbsp;&nbsp;THB | &nbsp;&nbsp; 1278753 | &nbsp;&nbsp;&nbsp;&nbsp; 43114 |
|  | &nbsp;&nbsp;&nbsp;Kingdom of Thailand | 2.700% | &nbsp;&nbsp;&nbsp;&nbsp; 6/17/40 | &nbsp;&nbsp;&nbsp;&nbsp;THB | &nbsp;&nbsp; 340000 | &nbsp;&nbsp;&nbsp;&nbsp; 10961 |
|  | &nbsp;&nbsp;&nbsp;Kingdom of Thailand | 3.800% | &nbsp;&nbsp;&nbsp;&nbsp; 6/14/41 | &nbsp;&nbsp;&nbsp;&nbsp;THB | &nbsp;&nbsp; 73451 | &nbsp;&nbsp;&nbsp;&nbsp; 2655 |
|  | &nbsp;&nbsp;&nbsp;Kingdom of Thailand | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/17/42 | &nbsp;&nbsp;&nbsp;&nbsp;THB | &nbsp;&nbsp; 959882 | &nbsp;&nbsp;&nbsp;&nbsp; 27375 |
|  | &nbsp;&nbsp;&nbsp;Kingdom of Thailand | 3.450% | &nbsp;&nbsp;&nbsp;&nbsp; 6/17/43 | &nbsp;&nbsp;&nbsp;&nbsp;THB | &nbsp;&nbsp; 1500000 | &nbsp;&nbsp;&nbsp;&nbsp; 51453 |
|  | &nbsp;&nbsp;&nbsp;Kingdom of Thailand | 4.675% | &nbsp;&nbsp;&nbsp;&nbsp; 6/29/44 | &nbsp;&nbsp;&nbsp;&nbsp;THB | &nbsp;&nbsp; 451239 | &nbsp;&nbsp;&nbsp;&nbsp; 17958 |
|  | &nbsp;&nbsp;&nbsp;Kingdom of Thailand | 2.980% | &nbsp;&nbsp;&nbsp;&nbsp; 6/17/45 | &nbsp;&nbsp;&nbsp;&nbsp;THB | &nbsp;&nbsp; 387000 | &nbsp;&nbsp;&nbsp;&nbsp; 12480 |
|  | &nbsp;&nbsp;&nbsp;Kingdom of Thailand | 2.875% | &nbsp;&nbsp;&nbsp;&nbsp; 6/17/46 | &nbsp;&nbsp;&nbsp;&nbsp;THB | &nbsp;&nbsp; 553090 | &nbsp;&nbsp;&nbsp;&nbsp; 17277 |
|  | &nbsp;&nbsp;&nbsp;Kingdom of Thailand | 3.140% | &nbsp;&nbsp;&nbsp;&nbsp; 6/17/47 | &nbsp;&nbsp;&nbsp;&nbsp;THB | &nbsp;&nbsp; 950000 | &nbsp;&nbsp;&nbsp;&nbsp; 31159 |
|  | &nbsp;&nbsp;&nbsp;Kingdom of Thailand | 1.875% | &nbsp;&nbsp;&nbsp;&nbsp; 6/17/49 | &nbsp;&nbsp;&nbsp;&nbsp;THB | &nbsp;&nbsp; 606063 | &nbsp;&nbsp;&nbsp;&nbsp; 15900 |
|  | &nbsp;&nbsp;&nbsp;Kingdom of Thailand | 3.150% | &nbsp;&nbsp;&nbsp;&nbsp; 6/17/50 | &nbsp;&nbsp;&nbsp;&nbsp;THB | &nbsp;&nbsp; 260000 | &nbsp;&nbsp;&nbsp;&nbsp; 8539 |
|  | &nbsp;&nbsp;&nbsp;Kingdom of Thailand | 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 6/17/52 | &nbsp;&nbsp;&nbsp;&nbsp;THB | &nbsp;&nbsp; 402800 | &nbsp;&nbsp;&nbsp;&nbsp; 12509 |
|  | &nbsp;&nbsp;&nbsp;Kingdom of Thailand | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/17/55 | &nbsp;&nbsp;&nbsp;&nbsp;THB | &nbsp;&nbsp; 875802 | &nbsp;&nbsp;&nbsp;&nbsp; 33951 |
|  | &nbsp;&nbsp;&nbsp;Kingdom of Thailand | 4.850% | &nbsp;&nbsp;&nbsp;&nbsp; 6/17/61 | &nbsp;&nbsp;&nbsp;&nbsp;THB | &nbsp;&nbsp; 7038 | &nbsp;&nbsp;&nbsp;&nbsp; 303 |
|  | &nbsp;&nbsp;&nbsp;Kingdom of Thailand | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/17/66 | &nbsp;&nbsp;&nbsp;&nbsp;THB | &nbsp;&nbsp; 450778 | &nbsp;&nbsp;&nbsp;&nbsp; 17088 |
|  | &nbsp;&nbsp;&nbsp;Kingdom of Thailand | 3.600% | &nbsp;&nbsp;&nbsp;&nbsp; 6/17/67 | &nbsp;&nbsp;&nbsp;&nbsp;THB | &nbsp;&nbsp; 1147041 | &nbsp;&nbsp;&nbsp;&nbsp; 40329 |
|  | &nbsp;&nbsp;&nbsp;Kingdom of Thailand | 2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/17/71 | &nbsp;&nbsp;&nbsp;&nbsp;THB | &nbsp;&nbsp; 217737 | &nbsp;&nbsp;&nbsp;&nbsp; 5940 |
|  | &nbsp;&nbsp;&nbsp;Kingdom of Thailand | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/17/72 | &nbsp;&nbsp;&nbsp;&nbsp;THB | &nbsp;&nbsp; 816000 | &nbsp;&nbsp;&nbsp;&nbsp; 31893 |
|  |  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **1122816** |
| **United Kingdom (5.3%)** | **United Kingdom (5.3%)** | **United Kingdom (5.3%)** | **United Kingdom (5.3%)** |  |  |  |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Community Finance Co. 1 plc | 5.017% | &nbsp;&nbsp;&nbsp;&nbsp; 7/31/34 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 2097 | &nbsp;&nbsp;&nbsp;&nbsp; 2786 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;LCR Finance plc | 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 12/7/28 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 3657 | &nbsp;&nbsp;&nbsp;&nbsp; 4952 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;LCR Finance plc | 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 12/7/38 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 2780 | &nbsp;&nbsp;&nbsp;&nbsp; 3535 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;LCR Finance plc | 5.100% | &nbsp;&nbsp;&nbsp;&nbsp; 3/7/51 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 3267 | &nbsp;&nbsp;&nbsp;&nbsp; 4198 |
|  | &nbsp;&nbsp;&nbsp;Transport for London | 3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 7/23/42 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 282 | &nbsp;&nbsp;&nbsp;&nbsp; 299 |
|  | &nbsp;&nbsp;&nbsp;Transport for London | 3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 2281 | &nbsp;&nbsp;&nbsp;&nbsp; 2266 |
|  | &nbsp;&nbsp;&nbsp;Transport for London | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/7/64 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 3000 | &nbsp;&nbsp;&nbsp;&nbsp; 2906 |
|  | &nbsp;&nbsp;&nbsp;United Kingdom Gilt | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 7/22/26 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 73178 | &nbsp;&nbsp;&nbsp;&nbsp; 95051 |
|  | &nbsp;&nbsp;&nbsp;United Kingdom Gilt | 4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 1/29/27 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 233063 | &nbsp;&nbsp;&nbsp;&nbsp; 312113 |
|  | &nbsp;&nbsp;&nbsp;United Kingdom Gilt | 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/7/27 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 329760 | &nbsp;&nbsp;&nbsp;&nbsp; 438855 |
|  | &nbsp;&nbsp;&nbsp;United Kingdom Gilt | 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 12/7/27 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 33584 | &nbsp;&nbsp;&nbsp;&nbsp; 45449 |
|  | &nbsp;&nbsp;&nbsp;United Kingdom Gilt | 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/7/28 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 302347 | &nbsp;&nbsp;&nbsp;&nbsp; 411105 |
|  | &nbsp;&nbsp;&nbsp;United Kingdom Gilt | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 1/31/29 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 114078 | &nbsp;&nbsp;&nbsp;&nbsp; 135206 |
|  | &nbsp;&nbsp;&nbsp;United Kingdom Gilt | 4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 7/22/29 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 395249 | &nbsp;&nbsp;&nbsp;&nbsp; 532319 |
|  | &nbsp;&nbsp;&nbsp;United Kingdom Gilt | 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 12/7/30 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 85775 | &nbsp;&nbsp;&nbsp;&nbsp; 119368 |
|  | &nbsp;&nbsp;&nbsp;United Kingdom Gilt | 0.250% | &nbsp;&nbsp;&nbsp;&nbsp; 7/31/31 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 129501 | &nbsp;&nbsp;&nbsp;&nbsp; 137877 |
|  | &nbsp;&nbsp;&nbsp;United Kingdom Gilt | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/22/31 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 256271 | &nbsp;&nbsp;&nbsp;&nbsp; 340087 |
|  | &nbsp;&nbsp;&nbsp;United Kingdom Gilt | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/31/32 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 185867 | &nbsp;&nbsp;&nbsp;&nbsp; 203287 |
|  | &nbsp;&nbsp;&nbsp;United Kingdom Gilt | 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/7/32 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 67195 | &nbsp;&nbsp;&nbsp;&nbsp; 90481 |
|  | &nbsp;&nbsp;&nbsp;United Kingdom Gilt | 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 1/31/33 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 120000 | &nbsp;&nbsp;&nbsp;&nbsp; 149706 |
|  | &nbsp;&nbsp;&nbsp;United Kingdom Gilt | 0.875% | &nbsp;&nbsp;&nbsp;&nbsp; 7/31/33 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 243700 | &nbsp;&nbsp;&nbsp;&nbsp; 248885 |
|  | &nbsp;&nbsp;&nbsp;United Kingdom Gilt | 4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 1/31/34 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 30250 | &nbsp;&nbsp;&nbsp;&nbsp; 41163 |
|  | &nbsp;&nbsp;&nbsp;United Kingdom Gilt | 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 7/31/34 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 41640 | &nbsp;&nbsp;&nbsp;&nbsp; 54966 |
|  | &nbsp;&nbsp;&nbsp;United Kingdom Gilt | 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 9/7/34 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 56116 | &nbsp;&nbsp;&nbsp;&nbsp; 75708 |
|  | &nbsp;&nbsp;&nbsp;United Kingdom Gilt | 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/7/35 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 48219 | &nbsp;&nbsp;&nbsp;&nbsp; 64514 |
|  | &nbsp;&nbsp;&nbsp;United Kingdom Gilt | 0.625% | &nbsp;&nbsp;&nbsp;&nbsp; 7/31/35 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 223742 | &nbsp;&nbsp;&nbsp;&nbsp; 205335 |
|  | &nbsp;&nbsp;&nbsp;United Kingdom Gilt | 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 3/7/36 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 78944 | &nbsp;&nbsp;&nbsp;&nbsp; 102732 |
|  | &nbsp;&nbsp;&nbsp;United Kingdom Gilt | 1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 9/7/37 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 138895 | &nbsp;&nbsp;&nbsp;&nbsp; 135474 |
|  | &nbsp;&nbsp;&nbsp;United Kingdom Gilt | 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/29/38 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 224414 | &nbsp;&nbsp;&nbsp;&nbsp; 272735 |
|  | &nbsp;&nbsp;&nbsp;United Kingdom Gilt | 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 12/7/38 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 76041 | &nbsp;&nbsp;&nbsp;&nbsp; 101672 |
|  | &nbsp;&nbsp;&nbsp;United Kingdom Gilt | 1.125% | &nbsp;&nbsp;&nbsp;&nbsp; 1/31/39 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 154557 | &nbsp;&nbsp;&nbsp;&nbsp; 131482 |
|  | &nbsp;&nbsp;&nbsp;United Kingdom Gilt | 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 9/7/39 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 30807 | &nbsp;&nbsp;&nbsp;&nbsp; 38733 |
|  | &nbsp;&nbsp;&nbsp;United Kingdom Gilt | 4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 1/31/40 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 23896 | &nbsp;&nbsp;&nbsp;&nbsp; 30301 |
|  | &nbsp;&nbsp;&nbsp;United Kingdom Gilt | 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 12/7/40 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 33747 | &nbsp;&nbsp;&nbsp;&nbsp; 41912 |
|  | &nbsp;&nbsp;&nbsp;United Kingdom Gilt | 1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 10/22/41 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 138909 | &nbsp;&nbsp;&nbsp;&nbsp; 109440 |
|  | &nbsp;&nbsp;&nbsp;United Kingdom Gilt | 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 12/7/42 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 61370 | &nbsp;&nbsp;&nbsp;&nbsp; 77091 |
|  | &nbsp;&nbsp;&nbsp;United Kingdom Gilt | 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 10/22/43 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 138981 | &nbsp;&nbsp;&nbsp;&nbsp; 178358 |
|  | &nbsp;&nbsp;&nbsp;United Kingdom Gilt | 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 1/22/44 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 100571 | &nbsp;&nbsp;&nbsp;&nbsp; 104604 |
|  | &nbsp;&nbsp;&nbsp;United Kingdom Gilt | 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 1/22/45 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 87493 | &nbsp;&nbsp;&nbsp;&nbsp; 93487 |

---

------

Total International Bond II Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;&nbsp;&nbsp;Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| &nbsp;&nbsp;&nbsp;United Kingdom Gilt | 0.875% | &nbsp;&nbsp;&nbsp;&nbsp; 1/31/46 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 94976 | &nbsp;&nbsp;&nbsp;&nbsp; 59075 |
| &nbsp;&nbsp;&nbsp;United Kingdom Gilt | 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 12/7/46 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 96489 | &nbsp;&nbsp;&nbsp;&nbsp; 113681 |
| &nbsp;&nbsp;&nbsp;United Kingdom Gilt | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 7/22/47 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 97700 | &nbsp;&nbsp;&nbsp;&nbsp; 68427 |
| &nbsp;&nbsp;&nbsp;United Kingdom Gilt | 1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/22/49 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 56167 | &nbsp;&nbsp;&nbsp;&nbsp; 40492 |
| &nbsp;&nbsp;&nbsp;United Kingdom Gilt | 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 12/7/49 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 99044 | &nbsp;&nbsp;&nbsp;&nbsp; 115135 |
| &nbsp;&nbsp;&nbsp;United Kingdom Gilt | 0.625% | &nbsp;&nbsp;&nbsp;&nbsp; 10/22/50 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 41212 | &nbsp;&nbsp;&nbsp;&nbsp; 20659 |
| &nbsp;&nbsp;&nbsp;United Kingdom Gilt | 1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 7/31/51 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 94095 | &nbsp;&nbsp;&nbsp;&nbsp; 55717 |
| &nbsp;&nbsp;&nbsp;United Kingdom Gilt | 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 7/22/52 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 49139 | &nbsp;&nbsp;&nbsp;&nbsp; 51878 |
| &nbsp;&nbsp;&nbsp;United Kingdom Gilt | 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 7/31/53 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 79863 | &nbsp;&nbsp;&nbsp;&nbsp; 49125 |
| &nbsp;&nbsp;&nbsp;United Kingdom Gilt | 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 10/22/53 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 149987 | &nbsp;&nbsp;&nbsp;&nbsp; 156788 |
| &nbsp;&nbsp;&nbsp;United Kingdom Gilt | 4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 7/31/54 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 241935 | &nbsp;&nbsp;&nbsp;&nbsp; 282181 |
| &nbsp;&nbsp;&nbsp;United Kingdom Gilt | 1.625% | &nbsp;&nbsp;&nbsp;&nbsp; 10/22/54 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 67998 | &nbsp;&nbsp;&nbsp;&nbsp; 42858 |
| &nbsp;&nbsp;&nbsp;United Kingdom Gilt | 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 12/7/55 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 77289 | &nbsp;&nbsp;&nbsp;&nbsp; 88235 |
| &nbsp;&nbsp;&nbsp;United Kingdom Gilt | 1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 7/22/57 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 72276 | &nbsp;&nbsp;&nbsp;&nbsp; 45873 |
| &nbsp;&nbsp;&nbsp;United Kingdom Gilt | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/22/60 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 62133 | &nbsp;&nbsp;&nbsp;&nbsp; 67441 |
| &nbsp;&nbsp;&nbsp;United Kingdom Gilt | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 10/22/61 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 110268 | &nbsp;&nbsp;&nbsp;&nbsp; 40614 |
| &nbsp;&nbsp;&nbsp;United Kingdom Gilt | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/22/63 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 80496 | &nbsp;&nbsp;&nbsp;&nbsp; 86781 |
| &nbsp;&nbsp;&nbsp;United Kingdom Gilt | 2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 7/22/65 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 80050 | &nbsp;&nbsp;&nbsp;&nbsp; 60376 |
| &nbsp;&nbsp;&nbsp;United Kingdom Gilt | 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 7/22/68 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 70330 | &nbsp;&nbsp;&nbsp;&nbsp; 68473 |
| &nbsp;&nbsp;&nbsp;United Kingdom Gilt | 1.625% | &nbsp;&nbsp;&nbsp;&nbsp; 10/22/71 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 86164 | &nbsp;&nbsp;&nbsp;&nbsp; 48378 |
| &nbsp;&nbsp;&nbsp;United Kingdom Gilt | 1.125% | &nbsp;&nbsp;&nbsp;&nbsp; 10/22/73 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp; 50509 | &nbsp;&nbsp;&nbsp;&nbsp; 23205 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **6725830** |
| **Total Sovereign Bonds (Cost $103,118,135)** | **Total Sovereign Bonds (Cost $103,118,135)** | **Total Sovereign Bonds (Cost $103,118,135)** |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**97234240** |

---

------

Total International Bond II Index Fund

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  | Coupon | &nbsp;&nbsp;Shares | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| **Temporary Cash Investments (3.1%)** | **Temporary Cash Investments (3.1%)** | **Temporary Cash Investments (3.1%)** |  |  |
| **Money Market Fund (3.1%)** | **Money Market Fund (3.1%)** | **Money Market Fund (3.1%)** |  |  |
| <sup>12</sup> | &nbsp;&nbsp;&nbsp;Vanguard Market Liquidity Fund **(Cost** $**3,879,259)** | 4.350% | &nbsp;&nbsp; 38796961 | &nbsp;&nbsp;&nbsp;&nbsp; **3879308** |
| **Total Investments (100.5%) (Cost $133,505,325)** | **Total Investments (100.5%) (Cost $133,505,325)** | **Total Investments (100.5%) (Cost $133,505,325)** |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**127565615** |
| **Other Assets and Liabilities—Net (-0.5%)** | **Other Assets and Liabilities—Net (-0.5%)** | **Other Assets and Liabilities—Net (-0.5%)** |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**(583308)** |
| **Net Assets (100.0%)** | **Net Assets (100.0%)** | **Net Assets (100.0%)** |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**126982307** |
| Cost is in $000. | Cost is in $000. | Cost is in $000. |  |  |

---

---

| | |
|:---|:---|
| • | See Note A in Notes to Financial Statements. |
| 1 | The average or expected maturity is shorter than the final maturity shown because of the possibility of interim principal payments and prepayments or the possibility of the issue being called. |
| 2 | Guaranteed by the Republic of Austria. |
| 3 | Security exempt from registration under Rule 144A of the Securities Act of 1933. Such securities may be sold in transactions exempt from registration, normally to qualified institutional buyers. At April 30, 2025, the aggregate value was $24,028,076, representing 18.9% of net assets. |
| 4 | Guaranteed by the Government of the United Kingdom. |
| 5 | Guaranteed by Commissioners of His Majesty's Treasury. |
| 6 | Securities with a value of $2,341,792 have been pledged as collateral for open forward currency contracts. |
| 7 | Guaranteed by multiple countries. |
| 8 | Securities with a value of $5,784,598 have been segregated as collateral for open forward currency contracts. |
| 9 | Securities with a value of $36,751 have been segregated as initial margin for open centrally cleared non-deliverable forward currency contracts. |
| 10 | Securities with a value of $28,392 have been segregated as initial margin for open futures contracts. |
| 11 | Guaranteed by the Federal Republic of Germany. |
| 12 | Affiliated money market fund available only to Vanguard funds and certain trusts and accounts managed by Vanguard. Rate shown is the 7-day yield. |

---

---

| |
|:---|
| DAC—Designated Activity Company. |
| GMTN—Global Medium Term Note. |
| REIT—Real Estate Investment Trust. |
| AUD—Australian dollar. |
| CAD—Canadian dollar. |
| CHF—Swiss franc. |
| CLP—Chilean peso. |
| CNY—Chinese renminbi. |
| COP—Colombian peso. |
| CZK—Czech koruna. |
| DKK—Danish krone. |
| EUR—euro. |
| GBP—British pound. |
| HKD—Hong Kong dollar. |
| HUF—Hungarian forint. |
| IDR—Indonesian rupiah. |
| ILS—Israeli shekel. |
| JPY—Japanese yen. |
| KRW—Korean won. |
| MXN—Mexican peso. |
| MYR—Malaysian ringgit. |
| NOK—Norwegian krone. |
| NZD—New Zealand dollar. |
| PEN—Peruvian sol. |
| PLN—Polish zloty. |
| RON—Romanian leu. |
| SEK—Swedish krona. |
| SGD—Singapore dollar. |
| THB—Thai baht. |
| USD—U.S. dollar. |

---

------

#### Derivative Financial Instruments Outstanding as of Period End

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| Futures Contracts | Futures Contracts | Futures Contracts | Futures Contracts | Futures Contracts |
|  |  |  | ($000) | ($000) |
|  | Expiration | Number of<br> Long (Short) Contracts | Notional<br> Amount | &nbsp;&nbsp;Value and<br> Unrealized<br> Appreciation<br> (Depreciation) |
| Long Futures Contracts |  |  |  |  |
| Euro-Bobl | June 2025 | 3416 | 462946 | &nbsp;&nbsp;3440 |
| Euro-Bund | June 2025 | 1100 | 164216 | &nbsp;&nbsp;643 |
| Euro-Schatz | June 2025 | 3012 | 367045 | &nbsp;&nbsp;1209 |
|  |  |  |  | &nbsp;&nbsp;5292 |

---

------

Total International Bond II Index Fund

---

| | | | | |
|:---|:---|:---|:---|:---|
| Futures Contracts (continued) | Futures Contracts (continued) | Futures Contracts (continued) | Futures Contracts (continued) | Futures Contracts (continued) |
|  |  |  | ($000) | ($000) |
|  | Expiration | Number of<br> Long (Short) Contracts | Notional<br> Amount | &nbsp;&nbsp;Value and<br> Unrealized<br> Appreciation<br> (Depreciation) |
| Short Futures Contracts |  |  |  |  |
| Long Gilt | June 2025 | (203) | (25301) | &nbsp;&nbsp;31 |
|  |  |  |  | &nbsp;&nbsp;5323 |

---

&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| Centrally Cleared Non-Deliverable Forward Currency Contracts | Centrally Cleared Non-Deliverable Forward Currency Contracts | Centrally Cleared Non-Deliverable Forward Currency Contracts | Centrally Cleared Non-Deliverable Forward Currency Contracts | Centrally Cleared Non-Deliverable Forward Currency Contracts | Centrally Cleared Non-Deliverable Forward Currency Contracts | Centrally Cleared Non-Deliverable Forward Currency Contracts |
| Contract<br> Settlement<br> Date | Contract Amount (000) | Contract Amount (000) | Contract Amount (000) | Contract Amount (000) | &nbsp;&nbsp;&nbsp;Unrealized<br> Appreciation<br> ($000) | &nbsp;&nbsp;&nbsp;Unrealized<br> Depreciation<br> ($000) |
| Contract<br> Settlement<br> Date | Currency Purchased | Currency Purchased | &nbsp;&nbsp;&nbsp;Currency Sold | &nbsp;&nbsp;&nbsp;Currency Sold | &nbsp;&nbsp;&nbsp;Unrealized<br> Appreciation<br> ($000) | &nbsp;&nbsp;&nbsp;Unrealized<br> Depreciation<br> ($000) |
| 5/6/25 | COP | &nbsp;&nbsp;&nbsp;474000000 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;112417 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(335) |
| 5/6/25 | COP | &nbsp;&nbsp;&nbsp;240000000 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;56498 | &nbsp;&nbsp;&nbsp;252 | &nbsp;&nbsp;&nbsp;— |
| 5/6/25 | USD | &nbsp;&nbsp;&nbsp;338052 | &nbsp;&nbsp;&nbsp;COP | &nbsp;&nbsp;&nbsp;1417000000 | &nbsp;&nbsp;&nbsp;2990 | &nbsp;&nbsp;&nbsp;— |
| 6/5/25 | USD | &nbsp;&nbsp;&nbsp;111937 | &nbsp;&nbsp;&nbsp;COP | &nbsp;&nbsp;&nbsp;474000000 | &nbsp;&nbsp;&nbsp;356 | &nbsp;&nbsp;&nbsp;— |
| 6/5/25 | USD | &nbsp;&nbsp;&nbsp;56256 | &nbsp;&nbsp;&nbsp;COP | &nbsp;&nbsp;&nbsp;240000000 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(240) |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;3598 | &nbsp;&nbsp;&nbsp;(575) |

---

&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| Over-the-Counter Forward Currency Contracts | Over-the-Counter Forward Currency Contracts | Over-the-Counter Forward Currency Contracts | Over-the-Counter Forward Currency Contracts | Over-the-Counter Forward Currency Contracts | Over-the-Counter Forward Currency Contracts | Over-the-Counter Forward Currency Contracts | Over-the-Counter Forward Currency Contracts |
| Counterparty | Contract<br> Settlement<br> Date | &nbsp;&nbsp;&nbsp;Contract Amount (000) | &nbsp;&nbsp;&nbsp;Contract Amount (000) | &nbsp;&nbsp;&nbsp;Contract Amount (000) | &nbsp;&nbsp;&nbsp;Contract Amount (000) | &nbsp;&nbsp;&nbsp;Unrealized<br> Appreciation<br> ($000) | &nbsp;&nbsp;&nbsp;Unrealized<br> Depreciation<br> ($000) |
| Counterparty | Contract<br> Settlement<br> Date |  | &nbsp;&nbsp;&nbsp;Receive |  | &nbsp;&nbsp;&nbsp;Deliver | &nbsp;&nbsp;&nbsp;Unrealized<br> Appreciation<br> ($000) | &nbsp;&nbsp;&nbsp;Unrealized<br> Depreciation<br> ($000) |
| BNP Paribas | 6/3/25 | &nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp;&nbsp;265000 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;168993 | &nbsp;&nbsp;&nbsp;814 | &nbsp;&nbsp;&nbsp;— |
| HSBC Bank plc | 5/2/25 | &nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp;&nbsp;190000 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;121911 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(205) |
| Wells Fargo Bank N.A. | 5/2/25 | &nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp;&nbsp;94000 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;58574 | &nbsp;&nbsp;&nbsp;1639 | &nbsp;&nbsp;&nbsp;— |
| JPMorgan Chase Bank, N.A. | 5/2/25 | &nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp;&nbsp;15000 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;9349 | &nbsp;&nbsp;&nbsp;259 | &nbsp;&nbsp;&nbsp;— |
| Wells Fargo Bank N.A. | 6/2/25 | &nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp;&nbsp;330000 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;239076 | &nbsp;&nbsp;&nbsp;703 | &nbsp;&nbsp;&nbsp;— |
| Royal Bank of Canada | 5/1/25 | &nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp;&nbsp;190000 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;137150 | &nbsp;&nbsp;&nbsp;678 | &nbsp;&nbsp;&nbsp;— |
| Standard Chartered Bank | 5/1/25 | &nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp;&nbsp;163000 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;113438 | &nbsp;&nbsp;&nbsp;4804 | &nbsp;&nbsp;&nbsp;— |
| Toronto-Dominion Bank | 6/2/25 | &nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp;&nbsp;111000 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;80488 | &nbsp;&nbsp;&nbsp;165 | &nbsp;&nbsp;&nbsp;— |
| Toronto-Dominion Bank | 5/1/25 | &nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp;&nbsp;75000 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;52186 | &nbsp;&nbsp;&nbsp;2219 | &nbsp;&nbsp;&nbsp;— |
| UBS AG | 5/5/25 | &nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp;&nbsp;928554 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;1128460 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(2748) |
| Toronto-Dominion Bank | 5/5/25 | &nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp;&nbsp;189108 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;230129 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(867) |
| BNP Paribas | 5/5/25 | &nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp;&nbsp;177279 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;215733 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(813) |
| Wells Fargo Bank N.A. | 6/3/25 | &nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp;&nbsp;33000 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;40209 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(60) |
| BNP Paribas | 5/5/25 | &nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp;&nbsp;17000 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;19291 | &nbsp;&nbsp;&nbsp;1319 | &nbsp;&nbsp;&nbsp;— |
| Deutsche Bank AG | 5/5/25 | &nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp;&nbsp;12500 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;14188 | &nbsp;&nbsp;&nbsp;966 | &nbsp;&nbsp;&nbsp;— |
| Wells Fargo Bank N.A. | 5/6/25 | &nbsp;&nbsp;&nbsp;CLP | &nbsp;&nbsp;&nbsp;62000000 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;66226 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(754) |
| Toronto-Dominion Bank | 5/6/25 | &nbsp;&nbsp;&nbsp;CLP | &nbsp;&nbsp;&nbsp;46000000 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;48882 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(306) |
| Wells Fargo Bank N.A. | 5/6/25 | &nbsp;&nbsp;&nbsp;CLP | &nbsp;&nbsp;&nbsp;43000000 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;45407 | &nbsp;&nbsp;&nbsp;1 | &nbsp;&nbsp;&nbsp;— |
| State Street Bank & Trust Co. | 5/6/25 | &nbsp;&nbsp;&nbsp;CLP | &nbsp;&nbsp;&nbsp;43334082 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;45093 | &nbsp;&nbsp;&nbsp;668 | &nbsp;&nbsp;&nbsp;— |
| HSBC Bank plc | 5/6/25 | &nbsp;&nbsp;&nbsp;CLP | &nbsp;&nbsp;&nbsp;8559153 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;9004 | &nbsp;&nbsp;&nbsp;34 | &nbsp;&nbsp;&nbsp;— |
| Standard Chartered Bank | 5/7/25 | &nbsp;&nbsp;&nbsp;CNY | &nbsp;&nbsp;&nbsp;4592616 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;631722 | &nbsp;&nbsp;&nbsp;6142 | &nbsp;&nbsp;&nbsp;— |
| HSBC Bank plc | 5/7/25 | &nbsp;&nbsp;&nbsp;CNY | &nbsp;&nbsp;&nbsp;4592616 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;629902 | &nbsp;&nbsp;&nbsp;7961 | &nbsp;&nbsp;&nbsp;— |
| State Street Bank & Trust Co. | 5/7/25 | &nbsp;&nbsp;&nbsp;CNY | &nbsp;&nbsp;&nbsp;2296308 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;314869 | &nbsp;&nbsp;&nbsp;4063 | &nbsp;&nbsp;&nbsp;— |
| HSBC Bank plc | 6/4/25 | &nbsp;&nbsp;&nbsp;CNY | &nbsp;&nbsp;&nbsp;455532 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;62846 | &nbsp;&nbsp;&nbsp;390 | &nbsp;&nbsp;&nbsp;— |
| Citibank, N.A. | 5/6/25 | &nbsp;&nbsp;&nbsp;COP | &nbsp;&nbsp;&nbsp;417000000 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;97841 | &nbsp;&nbsp;&nbsp;762 | &nbsp;&nbsp;&nbsp;— |
| Citibank, N.A. | 5/6/25 | &nbsp;&nbsp;&nbsp;COP | &nbsp;&nbsp;&nbsp;237000000 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;56482 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(442) |
| Wells Fargo Bank N.A. | 5/6/25 | &nbsp;&nbsp;&nbsp;COP | &nbsp;&nbsp;&nbsp;235000000 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;55979 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(411) |
| Goldman Sachs & Co. | 5/6/25 | &nbsp;&nbsp;&nbsp;COP | &nbsp;&nbsp;&nbsp;320197 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;76 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— |
| UBS AG | 5/5/25 | &nbsp;&nbsp;&nbsp;CZK | &nbsp;&nbsp;&nbsp;3395288 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;154959 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(807) |
| Wells Fargo Bank N.A. | 5/5/25 | &nbsp;&nbsp;&nbsp;CZK | &nbsp;&nbsp;&nbsp;3295426 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;150469 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(852) |
| Canadian Imperial Bank of Commerce | 5/5/25 | &nbsp;&nbsp;&nbsp;CZK | &nbsp;&nbsp;&nbsp;3295426 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;150339 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(721) |
| Bank of America, N.A. | 5/5/25 | &nbsp;&nbsp;&nbsp;CZK | &nbsp;&nbsp;&nbsp;1170000 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;53456 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(336) |
| Standard Chartered Bank | 5/5/25 | &nbsp;&nbsp;&nbsp;CZK | &nbsp;&nbsp;&nbsp;973000 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;44344 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(169) |
| UBS AG | 5/5/25 | &nbsp;&nbsp;&nbsp;CZK | &nbsp;&nbsp;&nbsp;550000 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;23788 | &nbsp;&nbsp;&nbsp;1183 | &nbsp;&nbsp;&nbsp;— |

---

------

Total International Bond II Index Fund

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| Over-the-Counter Forward Currency Contracts (continued) | Over-the-Counter Forward Currency Contracts (continued) | Over-the-Counter Forward Currency Contracts (continued) | Over-the-Counter Forward Currency Contracts (continued) | Over-the-Counter Forward Currency Contracts (continued) | Over-the-Counter Forward Currency Contracts (continued) | Over-the-Counter Forward Currency Contracts (continued) | Over-the-Counter Forward Currency Contracts (continued) |
| Counterparty | Contract<br> Settlement<br> Date | &nbsp;&nbsp;&nbsp;Contract Amount (000) | &nbsp;&nbsp;&nbsp;Contract Amount (000) | &nbsp;&nbsp;&nbsp;Contract Amount (000) | &nbsp;&nbsp;&nbsp;Contract Amount (000) | &nbsp;&nbsp;&nbsp;Unrealized<br> Appreciation<br> ($000) | &nbsp;&nbsp;&nbsp;Unrealized<br> Depreciation<br> ($000) |
| Counterparty | Contract<br> Settlement<br> Date |  | &nbsp;&nbsp;&nbsp;Receive |  | &nbsp;&nbsp;&nbsp;Deliver | &nbsp;&nbsp;&nbsp;Unrealized<br> Appreciation<br> ($000) | &nbsp;&nbsp;&nbsp;Unrealized<br> Depreciation<br> ($000) |
| Toronto-Dominion Bank | 5/5/25 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;8711099 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;9902224 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(30865) |
| HSBC Bank plc | 5/5/25 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;5173000 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;5879445 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(17439) |
| Royal Bank of Canada | 5/5/25 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;5007721 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;5690382 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(15668) |
| Standard Chartered Bank | 5/5/25 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;4802679 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;5460133 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(17770) |
| Barclays Bank plc | 5/5/25 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;3850000 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;4382950 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(20158) |
| Citibank, N.A. | 5/5/25 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;3672000 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;4173624 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(12539) |
| Canadian Imperial Bank of Commerce | 5/5/25 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;3631996 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;4131922 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(16170) |
| BNP Paribas | 5/5/25 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;3403100 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;3871778 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(15409) |
| Wells Fargo Bank N.A. | 5/5/25 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;2750000 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;3126035 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(9755) |
| Commonwealth Bank of Australia | 5/5/25 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;2200000 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;2499693 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(6667) |
| Societe Generale SA | 5/5/25 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;2200000 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;2498980 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(5956) |
| The Bank of New York Mellon Corp. | 5/5/25 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;1650000 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;1878305 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(8537) |
| State Street Bank & Trust Co. | 5/5/25 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;1289501 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;1395423 | &nbsp;&nbsp;&nbsp;65831 | &nbsp;&nbsp;&nbsp;— |
| The Bank of New York Mellon Corp. | 5/5/25 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;930000 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;1015885 | &nbsp;&nbsp;&nbsp;37985 | &nbsp;&nbsp;&nbsp;— |
| JPMorgan Chase Bank, N.A. | 5/5/25 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;685000 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;779031 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(2794) |
| JPMorgan Chase Bank, N.A. | 5/5/25 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;449499 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;487027 | &nbsp;&nbsp;&nbsp;22343 | &nbsp;&nbsp;&nbsp;— |
| JPMorgan Chase Bank, N.A. | 6/3/25 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;135000 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;153697 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(445) |
| UBS AG | 5/5/25 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;121000 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;137547 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(430) |
| Citibank, N.A. | 5/5/25 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;37000 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;40004 | &nbsp;&nbsp;&nbsp;1924 | &nbsp;&nbsp;&nbsp;— |
| Wells Fargo Bank N.A. | 6/3/25 | &nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;255000 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;340054 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(174) |
| Barclays Bank plc | 5/2/25 | &nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;105000 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;135488 | &nbsp;&nbsp;&nbsp;4445 | &nbsp;&nbsp;&nbsp;— |
| BNP Paribas | 5/2/25 | &nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;103000 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;132940 | &nbsp;&nbsp;&nbsp;4328 | &nbsp;&nbsp;&nbsp;— |
| HSBC Bank plc | 5/2/25 | &nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;88000 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;117914 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(636) |
| HSBC Bank plc | 5/6/25 | &nbsp;&nbsp;&nbsp;HKD | &nbsp;&nbsp;&nbsp;161000 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;20761 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— |
| Societe Generale SA | 5/6/25 | &nbsp;&nbsp;&nbsp;HUF | &nbsp;&nbsp;&nbsp;36521274 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;102703 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(434) |
| UBS AG | 5/6/25 | &nbsp;&nbsp;&nbsp;HUF | &nbsp;&nbsp;&nbsp;36521274 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;102676 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(407) |
| JPMorgan Chase Bank, N.A. | 5/6/25 | &nbsp;&nbsp;&nbsp;HUF | &nbsp;&nbsp;&nbsp;6700000 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;18880 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(118) |
| Deutsche Bank AG | 5/5/25 | &nbsp;&nbsp;&nbsp;IDR | &nbsp;&nbsp;&nbsp;8242555080 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;492132 | &nbsp;&nbsp;&nbsp;5340 | &nbsp;&nbsp;&nbsp;— |
| Citibank, N.A. | 5/5/25 | &nbsp;&nbsp;&nbsp;IDR | &nbsp;&nbsp;&nbsp;7942555080 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;471120 | &nbsp;&nbsp;&nbsp;8248 | &nbsp;&nbsp;&nbsp;— |
| Standard Chartered Bank | 5/5/25 | &nbsp;&nbsp;&nbsp;IDR | &nbsp;&nbsp;&nbsp;4671277540 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;277000 | &nbsp;&nbsp;&nbsp;4928 | &nbsp;&nbsp;&nbsp;— |
| JPMorgan Chase Bank, N.A. | 5/5/25 | &nbsp;&nbsp;&nbsp;IDR | &nbsp;&nbsp;&nbsp;1190066332 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;70492 | &nbsp;&nbsp;&nbsp;1328 | &nbsp;&nbsp;&nbsp;— |
| Deutsche Bank AG | 6/3/25 | &nbsp;&nbsp;&nbsp;IDR | &nbsp;&nbsp;&nbsp;688101000 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;41216 | &nbsp;&nbsp;&nbsp;304 | &nbsp;&nbsp;&nbsp;— |
| BNP Paribas | 5/5/25 | &nbsp;&nbsp;&nbsp;IDR | &nbsp;&nbsp;&nbsp;229748860 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;13540 | &nbsp;&nbsp;&nbsp;328 | &nbsp;&nbsp;&nbsp;— |
| HSBC Bank plc | 5/5/25 | &nbsp;&nbsp;&nbsp;ILS | &nbsp;&nbsp;&nbsp;1072836 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;295059 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(222) |
| Wells Fargo Bank N.A. | 5/5/25 | &nbsp;&nbsp;&nbsp;ILS | &nbsp;&nbsp;&nbsp;357612 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;98516 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(237) |
| State Street Bank & Trust Co. | 5/5/25 | &nbsp;&nbsp;&nbsp;ILS | &nbsp;&nbsp;&nbsp;105000 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;28182 | &nbsp;&nbsp;&nbsp;674 | &nbsp;&nbsp;&nbsp;— |
| Barclays Bank plc | 5/2/25 | &nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;159992000 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;1117579 | &nbsp;&nbsp;&nbsp;1654 | &nbsp;&nbsp;&nbsp;— |
| The Bank of New York Mellon Corp. | 5/2/25 | &nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;80192000 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;560156 | &nbsp;&nbsp;&nbsp;831 | &nbsp;&nbsp;&nbsp;— |
| HSBC Bank plc | 5/2/25 | &nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;80192000 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;559297 | &nbsp;&nbsp;&nbsp;1690 | &nbsp;&nbsp;&nbsp;— |
| Toronto-Dominion Bank | 5/2/25 | &nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;80360000 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;558948 | &nbsp;&nbsp;&nbsp;3214 | &nbsp;&nbsp;&nbsp;— |
| Canadian Imperial Bank of Commerce | 6/3/25 | &nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;77500000 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;545003 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(892) |
| Canadian Imperial Bank of Commerce | 5/2/25 | &nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;79000000 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;529149 | &nbsp;&nbsp;&nbsp;23499 | &nbsp;&nbsp;&nbsp;— |
| Barclays Bank plc | 5/2/25 | &nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;30000000 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;210435 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(568) |
| State Street Bank & Trust Co. | 5/8/25 | &nbsp;&nbsp;&nbsp;KRW | &nbsp;&nbsp;&nbsp;2900030925 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;2025447 | &nbsp;&nbsp;&nbsp;11520 | &nbsp;&nbsp;&nbsp;— |
| HSBC Bank plc | 5/8/25 | &nbsp;&nbsp;&nbsp;KRW | &nbsp;&nbsp;&nbsp;708204194 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;489731 | &nbsp;&nbsp;&nbsp;7708 | &nbsp;&nbsp;&nbsp;— |
| Deutsche Bank AG | 5/8/25 | &nbsp;&nbsp;&nbsp;KRW | &nbsp;&nbsp;&nbsp;457721585 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;319573 | &nbsp;&nbsp;&nbsp;1928 | &nbsp;&nbsp;&nbsp;— |
| Wells Fargo Bank N.A. | 5/8/25 | &nbsp;&nbsp;&nbsp;KRW | &nbsp;&nbsp;&nbsp;438006185 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;305657 | &nbsp;&nbsp;&nbsp;1997 | &nbsp;&nbsp;&nbsp;— |
| Standard Chartered Bank | 5/8/25 | &nbsp;&nbsp;&nbsp;KRW | &nbsp;&nbsp;&nbsp;438006185 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;304870 | &nbsp;&nbsp;&nbsp;2784 | &nbsp;&nbsp;&nbsp;— |
| BNP Paribas | 5/8/25 | &nbsp;&nbsp;&nbsp;KRW | &nbsp;&nbsp;&nbsp;438006185 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;304675 | &nbsp;&nbsp;&nbsp;2979 | &nbsp;&nbsp;&nbsp;— |
| Deutsche Bank AG | 6/4/25 | &nbsp;&nbsp;&nbsp;KRW | &nbsp;&nbsp;&nbsp;148539048 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;104789 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(271) |
| Deutsche Bank AG | 5/8/25 | &nbsp;&nbsp;&nbsp;KRW | &nbsp;&nbsp;&nbsp;14076400 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;9906 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(19) |
| Toronto-Dominion Bank | 5/5/25 | &nbsp;&nbsp;&nbsp;MXN | &nbsp;&nbsp;&nbsp;6472000 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;330626 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(830) |
| BNP Paribas | 5/5/25 | &nbsp;&nbsp;&nbsp;MXN | &nbsp;&nbsp;&nbsp;6472000 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;330626 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(830) |

---

------

Total International Bond II Index Fund

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| Over-the-Counter Forward Currency Contracts (continued) | Over-the-Counter Forward Currency Contracts (continued) | Over-the-Counter Forward Currency Contracts (continued) | Over-the-Counter Forward Currency Contracts (continued) | Over-the-Counter Forward Currency Contracts (continued) | Over-the-Counter Forward Currency Contracts (continued) | Over-the-Counter Forward Currency Contracts (continued) | Over-the-Counter Forward Currency Contracts (continued) |
| Counterparty | Contract<br> Settlement<br> Date | &nbsp;&nbsp;&nbsp;Contract Amount (000) | &nbsp;&nbsp;&nbsp;Contract Amount (000) | &nbsp;&nbsp;&nbsp;Contract Amount (000) | &nbsp;&nbsp;&nbsp;Contract Amount (000) | &nbsp;&nbsp;&nbsp;Unrealized<br> Appreciation<br> ($000) | &nbsp;&nbsp;&nbsp;Unrealized<br> Depreciation<br> ($000) |
| Counterparty | Contract<br> Settlement<br> Date |  | &nbsp;&nbsp;&nbsp;Receive |  | &nbsp;&nbsp;&nbsp;Deliver | &nbsp;&nbsp;&nbsp;Unrealized<br> Appreciation<br> ($000) | &nbsp;&nbsp;&nbsp;Unrealized<br> Depreciation<br> ($000) |
| BNP Paribas | 5/5/25 | &nbsp;&nbsp;&nbsp;MXN | &nbsp;&nbsp;&nbsp;1850000 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;90014 | &nbsp;&nbsp;&nbsp;4257 | &nbsp;&nbsp;&nbsp;— |
| BNP Paribas | 5/5/25 | &nbsp;&nbsp;&nbsp;MYR | &nbsp;&nbsp;&nbsp;1148643 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;264824 | &nbsp;&nbsp;&nbsp;1483 | &nbsp;&nbsp;&nbsp;— |
| HSBC Bank plc | 5/5/25 | &nbsp;&nbsp;&nbsp;MYR | &nbsp;&nbsp;&nbsp;1128947 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;256551 | &nbsp;&nbsp;&nbsp;5190 | &nbsp;&nbsp;&nbsp;— |
| Standard Chartered Bank | 5/5/25 | &nbsp;&nbsp;&nbsp;MYR | &nbsp;&nbsp;&nbsp;1097732 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;253958 | &nbsp;&nbsp;&nbsp;547 | &nbsp;&nbsp;&nbsp;— |
| Citibank, N.A. | 5/5/25 | &nbsp;&nbsp;&nbsp;MYR | &nbsp;&nbsp;&nbsp;1097732 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;250910 | &nbsp;&nbsp;&nbsp;3594 | &nbsp;&nbsp;&nbsp;— |
| Bank of America, N.A. | 5/5/25 | &nbsp;&nbsp;&nbsp;MYR | &nbsp;&nbsp;&nbsp;1097732 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;250853 | &nbsp;&nbsp;&nbsp;3652 | &nbsp;&nbsp;&nbsp;— |
| Standard Chartered Bank | 6/4/25 | &nbsp;&nbsp;&nbsp;MYR | &nbsp;&nbsp;&nbsp;238999 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;55509 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(46) |
| Deutsche Bank AG | 5/5/25 | &nbsp;&nbsp;&nbsp;MYR | &nbsp;&nbsp;&nbsp;169799 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;37858 | &nbsp;&nbsp;&nbsp;1510 | &nbsp;&nbsp;&nbsp;— |
| BNP Paribas | 5/5/25 | &nbsp;&nbsp;&nbsp;NOK | &nbsp;&nbsp;&nbsp;1975000 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;190454 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(612) |
| HSBC Bank plc | 5/5/25 | &nbsp;&nbsp;&nbsp;NOK | &nbsp;&nbsp;&nbsp;427607 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;41259 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(156) |
| Toronto-Dominion Bank | 5/5/25 | &nbsp;&nbsp;&nbsp;NOK | &nbsp;&nbsp;&nbsp;75000 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;7116 | &nbsp;&nbsp;&nbsp;94 | &nbsp;&nbsp;&nbsp;— |
| Commonwealth Bank of Australia | 5/2/25 | &nbsp;&nbsp;&nbsp;NZD | &nbsp;&nbsp;&nbsp;32000 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;18126 | &nbsp;&nbsp;&nbsp;883 | &nbsp;&nbsp;&nbsp;— |
| Standard Chartered Bank | 5/2/25 | &nbsp;&nbsp;&nbsp;NZD | &nbsp;&nbsp;&nbsp;10500 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;6266 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(28) |
| State Street Bank & Trust Co. | 5/6/25 | &nbsp;&nbsp;&nbsp;PEN | &nbsp;&nbsp;&nbsp;359900 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;97818 | &nbsp;&nbsp;&nbsp;337 | &nbsp;&nbsp;&nbsp;— |
| HSBC Bank plc | 5/6/25 | &nbsp;&nbsp;&nbsp;PEN | &nbsp;&nbsp;&nbsp;207000 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;56403 | &nbsp;&nbsp;&nbsp;52 | &nbsp;&nbsp;&nbsp;— |
| Citibank, N.A. | 5/6/25 | &nbsp;&nbsp;&nbsp;PEN | &nbsp;&nbsp;&nbsp;204900 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;55649 | &nbsp;&nbsp;&nbsp;233 | &nbsp;&nbsp;&nbsp;— |
| Canadian Imperial Bank of Commerce | 5/5/25 | &nbsp;&nbsp;&nbsp;PLN | &nbsp;&nbsp;&nbsp;1111742 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;295735 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(1663) |
| Wells Fargo Bank N.A. | 5/5/25 | &nbsp;&nbsp;&nbsp;PLN | &nbsp;&nbsp;&nbsp;737871 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;196590 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(1412) |
| Toronto-Dominion Bank | 5/5/25 | &nbsp;&nbsp;&nbsp;PLN | &nbsp;&nbsp;&nbsp;555871 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;147937 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(900) |
| Standard Chartered Bank | 5/5/25 | &nbsp;&nbsp;&nbsp;PLN | &nbsp;&nbsp;&nbsp;417000 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;110825 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(522) |
| Canadian Imperial Bank of Commerce | 5/5/25 | &nbsp;&nbsp;&nbsp;PLN | &nbsp;&nbsp;&nbsp;33000 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;8500 | &nbsp;&nbsp;&nbsp;229 | &nbsp;&nbsp;&nbsp;— |
| Barclays Bank plc | 5/5/25 | &nbsp;&nbsp;&nbsp;RON | &nbsp;&nbsp;&nbsp;579547 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;132498 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(638) |
| HSBC Bank plc | 5/5/25 | &nbsp;&nbsp;&nbsp;RON | &nbsp;&nbsp;&nbsp;579547 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;132317 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(457) |
| Standard Chartered Bank | 5/5/25 | &nbsp;&nbsp;&nbsp;RON | &nbsp;&nbsp;&nbsp;271000 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;61879 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(221) |
| BNP Paribas | 5/5/25 | &nbsp;&nbsp;&nbsp;RON | &nbsp;&nbsp;&nbsp;38000 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;8700 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(54) |
| HSBC Bank plc | 5/5/25 | &nbsp;&nbsp;&nbsp;SEK | &nbsp;&nbsp;&nbsp;4067492 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;422904 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(1950) |
| Wells Fargo Bank N.A. | 5/5/25 | &nbsp;&nbsp;&nbsp;SEK | &nbsp;&nbsp;&nbsp;2033746 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;211298 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(822) |
| Barclays Bank plc | 5/5/25 | &nbsp;&nbsp;&nbsp;SEK | &nbsp;&nbsp;&nbsp;2033746 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;210948 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(471) |
| BNP Paribas | 5/5/25 | &nbsp;&nbsp;&nbsp;SEK | &nbsp;&nbsp;&nbsp;1835000 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;190256 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(348) |
| State Street Bank & Trust Co. | 5/5/25 | &nbsp;&nbsp;&nbsp;SEK | &nbsp;&nbsp;&nbsp;760000 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;75521 | &nbsp;&nbsp;&nbsp;3133 | &nbsp;&nbsp;&nbsp;— |
| BNP Paribas | 5/5/25 | &nbsp;&nbsp;&nbsp;SEK | &nbsp;&nbsp;&nbsp;110000 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;10973 | &nbsp;&nbsp;&nbsp;411 | &nbsp;&nbsp;&nbsp;— |
| HSBC Bank plc | 5/5/25 | &nbsp;&nbsp;&nbsp;SGD | &nbsp;&nbsp;&nbsp;445157 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;340934 | &nbsp;&nbsp;&nbsp;3 | &nbsp;&nbsp;&nbsp;— |
| Wells Fargo Bank N.A. | 5/5/25 | &nbsp;&nbsp;&nbsp;SGD | &nbsp;&nbsp;&nbsp;445157 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;340882 | &nbsp;&nbsp;&nbsp;55 | &nbsp;&nbsp;&nbsp;— |
| Toronto-Dominion Bank | 5/5/25 | &nbsp;&nbsp;&nbsp;SGD | &nbsp;&nbsp;&nbsp;12500 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;9542 | &nbsp;&nbsp;&nbsp;32 | &nbsp;&nbsp;&nbsp;— |
| Wells Fargo Bank N.A. | 5/6/25 | &nbsp;&nbsp;&nbsp;THB | &nbsp;&nbsp;&nbsp;9581207 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;284478 | &nbsp;&nbsp;&nbsp;2471 | &nbsp;&nbsp;&nbsp;— |
| Standard Chartered Bank | 5/6/25 | &nbsp;&nbsp;&nbsp;THB | &nbsp;&nbsp;&nbsp;9418206 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;282066 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— |
| BNP Paribas | 5/6/25 | &nbsp;&nbsp;&nbsp;THB | &nbsp;&nbsp;&nbsp;9418206 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;281793 | &nbsp;&nbsp;&nbsp;275 | &nbsp;&nbsp;&nbsp;— |
| Standard Chartered Bank | 5/6/25 | &nbsp;&nbsp;&nbsp;THB | &nbsp;&nbsp;&nbsp;6695206 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;200919 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(403) |
| JPMorgan Chase Bank, N.A. | 5/6/25 | &nbsp;&nbsp;&nbsp;THB | &nbsp;&nbsp;&nbsp;4043206 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;120982 | &nbsp;&nbsp;&nbsp;109 | &nbsp;&nbsp;&nbsp;— |
| State Street Bank & Trust Co. | 6/5/25 | &nbsp;&nbsp;&nbsp;THB | &nbsp;&nbsp;&nbsp;1653537 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;49652 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(20) |
| HSBC Bank plc | 5/6/25 | &nbsp;&nbsp;&nbsp;THB | &nbsp;&nbsp;&nbsp;269666 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;8109 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(32) |
| Commonwealth Bank of Australia | 5/2/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;2730855 | &nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp;&nbsp;4381279 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(75617) |
| Commonwealth Bank of Australia | 6/3/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;2507265 | &nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp;&nbsp;3917237 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(2823) |
| JPMorgan Chase Bank, N.A. | 6/3/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;1170371 | &nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp;&nbsp;1828551 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(1329) |
| Citibank, N.A. | 6/3/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;682667 | &nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp;&nbsp;1066569 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(769) |
| JPMorgan Chase Bank, N.A. | 5/2/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;580572 | &nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp;&nbsp;931447 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(16076) |
| Citibank, N.A. | 5/2/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;536663 | &nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp;&nbsp;861002 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(14860) |
| State Street Bank & Trust Co. | 5/2/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;450642 | &nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp;&nbsp;722988 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(12475) |
| BNP Paribas | 5/2/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;52446 | &nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp;&nbsp;84142 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(1452) |
| State Street Bank & Trust Co. | 6/3/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;37443 | &nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp;&nbsp;58500 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(43) |
| UBS AG | 5/2/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;29620 | &nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp;&nbsp;47000 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(486) |
| Bank of America, N.A. | 5/2/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;15636 | &nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp;&nbsp;25000 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(378) |
| Toronto-Dominion Bank | 5/1/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;3554990 | &nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp;&nbsp;5109000 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(151129) |

---

------

Total International Bond II Index Fund

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| Over-the-Counter Forward Currency Contracts (continued) | Over-the-Counter Forward Currency Contracts (continued) | Over-the-Counter Forward Currency Contracts (continued) | Over-the-Counter Forward Currency Contracts (continued) | Over-the-Counter Forward Currency Contracts (continued) | Over-the-Counter Forward Currency Contracts (continued) | Over-the-Counter Forward Currency Contracts (continued) | Over-the-Counter Forward Currency Contracts (continued) |
| Counterparty | Contract<br> Settlement<br> Date | &nbsp;&nbsp;&nbsp;Contract Amount (000) | &nbsp;&nbsp;&nbsp;Contract Amount (000) | &nbsp;&nbsp;&nbsp;Contract Amount (000) | &nbsp;&nbsp;&nbsp;Contract Amount (000) | &nbsp;&nbsp;&nbsp;Unrealized<br> Appreciation<br> ($000) | &nbsp;&nbsp;&nbsp;Unrealized<br> Depreciation<br> ($000) |
| Counterparty | Contract<br> Settlement<br> Date |  | &nbsp;&nbsp;&nbsp;Receive |  | &nbsp;&nbsp;&nbsp;Deliver | &nbsp;&nbsp;&nbsp;Unrealized<br> Appreciation<br> ($000) | &nbsp;&nbsp;&nbsp;Unrealized<br> Depreciation<br> ($000) |
| Toronto-Dominion Bank | 6/2/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;3662494 | &nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp;&nbsp;5051000 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(7574) |
| Royal Bank of Canada | 6/2/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;2072905 | &nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp;&nbsp;2859000 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(4450) |
| The Bank of New York Mellon Corp. | 5/1/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;1935980 | &nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp;&nbsp;2778275 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(79410) |
| Royal Bank of Canada | 5/1/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;1320506 | &nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp;&nbsp;1897655 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(56072) |
| Bank of Montreal | 5/1/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;1210051 | &nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp;&nbsp;1739000 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(51437) |
| Bank of Montreal | 6/2/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;1208751 | &nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp;&nbsp;1667000 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(2496) |
| The Bank of New York Mellon Corp. | 6/2/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;449044 | &nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp;&nbsp;620535 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(1838) |
| Barclays Bank plc | 6/2/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;400347 | &nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp;&nbsp;553000 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(1464) |
| State Street Bank & Trust Co. | 6/2/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;400303 | &nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp;&nbsp;553000 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(1508) |
| Wells Fargo Bank N.A. | 5/1/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;95834 | &nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp;&nbsp;137602 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(3984) |
| JPMorgan Chase Bank, N.A. | 5/1/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;48979 | &nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp;&nbsp;70000 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(1800) |
| UBS AG | 6/3/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;1132412 | &nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp;&nbsp;928554 | &nbsp;&nbsp;&nbsp;2724 | &nbsp;&nbsp;&nbsp;— |
| State Street Bank & Trust Co. | 5/5/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;767435 | &nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp;&nbsp;676067 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(52180) |
| Bank of Montreal | 5/5/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;551917 | &nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp;&nbsp;486244 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(37571) |
| State Street Bank & Trust Co. | 6/3/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;314345 | &nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp;&nbsp;257414 | &nbsp;&nbsp;&nbsp;1172 | &nbsp;&nbsp;&nbsp;— |
| Toronto-Dominion Bank | 5/5/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;270723 | &nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp;&nbsp;238580 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(18515) |
| BNP Paribas | 6/3/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;247016 | &nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp;&nbsp;202279 | &nbsp;&nbsp;&nbsp;922 | &nbsp;&nbsp;&nbsp;— |
| Toronto-Dominion Bank | 6/3/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;230933 | &nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp;&nbsp;189108 | &nbsp;&nbsp;&nbsp;862 | &nbsp;&nbsp;&nbsp;— |
| BNP Paribas | 5/5/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;205345 | &nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp;&nbsp;180964 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(14044) |
| Wells Fargo Bank N.A. | 5/5/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;40068 | &nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp;&nbsp;33000 | &nbsp;&nbsp;&nbsp;62 | &nbsp;&nbsp;&nbsp;— |
| State Street Bank & Trust Co. | 5/6/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;101204 | &nbsp;&nbsp;&nbsp;CLP | &nbsp;&nbsp;&nbsp;94000000 | &nbsp;&nbsp;&nbsp;1940 | &nbsp;&nbsp;&nbsp;— |
| Toronto-Dominion Bank | 5/6/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;83997 | &nbsp;&nbsp;&nbsp;CLP | &nbsp;&nbsp;&nbsp;79893235 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(370) |
| Wells Fargo Bank N.A. | 6/4/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;66220 | &nbsp;&nbsp;&nbsp;CLP | &nbsp;&nbsp;&nbsp;62000000 | &nbsp;&nbsp;&nbsp;760 | &nbsp;&nbsp;&nbsp;— |
| Toronto-Dominion Bank | 6/4/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;48873 | &nbsp;&nbsp;&nbsp;CLP | &nbsp;&nbsp;&nbsp;46000000 | &nbsp;&nbsp;&nbsp;306 | &nbsp;&nbsp;&nbsp;— |
| State Street Bank & Trust Co. | 6/4/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;45082 | &nbsp;&nbsp;&nbsp;CLP | &nbsp;&nbsp;&nbsp;43334082 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(670) |
| Wells Fargo Bank N.A. | 6/4/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;45396 | &nbsp;&nbsp;&nbsp;CLP | &nbsp;&nbsp;&nbsp;43000000 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(3) |
| Wells Fargo Bank N.A. | 5/6/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;30597 | &nbsp;&nbsp;&nbsp;CLP | &nbsp;&nbsp;&nbsp;29000000 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(26) |
| Standard Chartered Bank | 5/7/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;950974 | &nbsp;&nbsp;&nbsp;CNY | &nbsp;&nbsp;&nbsp;6888000 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(5693) |
| HSBC Bank plc | 5/7/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;696902 | &nbsp;&nbsp;&nbsp;CNY | &nbsp;&nbsp;&nbsp;5049070 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(4359) |
| Standard Chartered Bank | 6/4/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;632979 | &nbsp;&nbsp;&nbsp;CNY | &nbsp;&nbsp;&nbsp;4592616 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(4559) |
| HSBC Bank plc | 6/4/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;631170 | &nbsp;&nbsp;&nbsp;CNY | &nbsp;&nbsp;&nbsp;4592616 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(6368) |
| State Street Bank & Trust Co. | 6/4/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;315501 | &nbsp;&nbsp;&nbsp;CNY | &nbsp;&nbsp;&nbsp;2296308 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(3269) |
| Citibank, N.A. | 6/5/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;97425 | &nbsp;&nbsp;&nbsp;COP | &nbsp;&nbsp;&nbsp;417000000 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(738) |
| Citibank, N.A. | 6/5/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;56243 | &nbsp;&nbsp;&nbsp;COP | &nbsp;&nbsp;&nbsp;237000000 | &nbsp;&nbsp;&nbsp;453 | &nbsp;&nbsp;&nbsp;— |
| Wells Fargo Bank N.A. | 6/5/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;55739 | &nbsp;&nbsp;&nbsp;COP | &nbsp;&nbsp;&nbsp;235000000 | &nbsp;&nbsp;&nbsp;420 | &nbsp;&nbsp;&nbsp;— |
| Citibank, N.A. | 5/6/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;42602 | &nbsp;&nbsp;&nbsp;COP | &nbsp;&nbsp;&nbsp;176000000 | &nbsp;&nbsp;&nbsp;985 | &nbsp;&nbsp;&nbsp;— |
| Bank of America, N.A. | 5/6/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;2456 | &nbsp;&nbsp;&nbsp;COP | &nbsp;&nbsp;&nbsp;10320197 | &nbsp;&nbsp;&nbsp;16 | &nbsp;&nbsp;&nbsp;— |
| Goldman Sachs & Co. | 6/5/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;75 | &nbsp;&nbsp;&nbsp;COP | &nbsp;&nbsp;&nbsp;320197 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— |
| Canadian Imperial Bank of Commerce | 5/5/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;255697 | &nbsp;&nbsp;&nbsp;CZK | &nbsp;&nbsp;&nbsp;5895070 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(11948) |
| Societe Generale SA | 5/5/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;255565 | &nbsp;&nbsp;&nbsp;CZK | &nbsp;&nbsp;&nbsp;5895070 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(12080) |
| UBS AG | 6/3/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;155065 | &nbsp;&nbsp;&nbsp;CZK | &nbsp;&nbsp;&nbsp;3395288 | &nbsp;&nbsp;&nbsp;804 | &nbsp;&nbsp;&nbsp;— |
| Wells Fargo Bank N.A. | 6/3/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;150573 | &nbsp;&nbsp;&nbsp;CZK | &nbsp;&nbsp;&nbsp;3295426 | &nbsp;&nbsp;&nbsp;849 | &nbsp;&nbsp;&nbsp;— |
| Canadian Imperial Bank of Commerce | 6/3/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;150442 | &nbsp;&nbsp;&nbsp;CZK | &nbsp;&nbsp;&nbsp;3295426 | &nbsp;&nbsp;&nbsp;718 | &nbsp;&nbsp;&nbsp;— |
| Standard Chartered Bank | 6/3/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;44375 | &nbsp;&nbsp;&nbsp;CZK | &nbsp;&nbsp;&nbsp;973000 | &nbsp;&nbsp;&nbsp;168 | &nbsp;&nbsp;&nbsp;— |
| Standard Chartered Bank | 5/5/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;38453 | &nbsp;&nbsp;&nbsp;CZK | &nbsp;&nbsp;&nbsp;889000 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(1909) |
| UBS AG | 5/2/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;503764 | &nbsp;&nbsp;&nbsp;DKK | &nbsp;&nbsp;&nbsp;3468663 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(22736) |
| UBS AG | 6/3/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;353039 | &nbsp;&nbsp;&nbsp;DKK | &nbsp;&nbsp;&nbsp;2312442 | &nbsp;&nbsp;&nbsp;1278 | &nbsp;&nbsp;&nbsp;— |
| Bank of America, N.A. | 6/3/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;352836 | &nbsp;&nbsp;&nbsp;DKK | &nbsp;&nbsp;&nbsp;2312442 | &nbsp;&nbsp;&nbsp;1074 | &nbsp;&nbsp;&nbsp;— |
| State Street Bank & Trust Co. | 5/2/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;167988 | &nbsp;&nbsp;&nbsp;DKK | &nbsp;&nbsp;&nbsp;1156221 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(7511) |
| State Street Bank & Trust Co. | 5/5/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;22555122 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;20849649 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(1071563) |
| State Street Bank & Trust Co. | 6/3/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;16063972 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;14107000 | &nbsp;&nbsp;&nbsp;49674 | &nbsp;&nbsp;&nbsp;— |
| Toronto-Dominion Bank | 5/5/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;12991373 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;12005639 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(613336) |
| Toronto-Dominion Bank | 6/3/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;10077366 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;8849724 | &nbsp;&nbsp;&nbsp;31137 | &nbsp;&nbsp;&nbsp;— |

---

------

Total International Bond II Index Fund

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| Over-the-Counter Forward Currency Contracts (continued) | Over-the-Counter Forward Currency Contracts (continued) | Over-the-Counter Forward Currency Contracts (continued) | Over-the-Counter Forward Currency Contracts (continued) | Over-the-Counter Forward Currency Contracts (continued) | Over-the-Counter Forward Currency Contracts (continued) | Over-the-Counter Forward Currency Contracts (continued) | Over-the-Counter Forward Currency Contracts (continued) |
| Counterparty | Contract<br> Settlement<br> Date | &nbsp;&nbsp;&nbsp;Contract Amount (000) | &nbsp;&nbsp;&nbsp;Contract Amount (000) | &nbsp;&nbsp;&nbsp;Contract Amount (000) | &nbsp;&nbsp;&nbsp;Contract Amount (000) | &nbsp;&nbsp;&nbsp;Unrealized<br> Appreciation<br> ($000) | &nbsp;&nbsp;&nbsp;Unrealized<br> Depreciation<br> ($000) |
| Counterparty | Contract<br> Settlement<br> Date |  | &nbsp;&nbsp;&nbsp;Receive |  | &nbsp;&nbsp;&nbsp;Deliver | &nbsp;&nbsp;&nbsp;Unrealized<br> Appreciation<br> ($000) | &nbsp;&nbsp;&nbsp;Unrealized<br> Depreciation<br> ($000) |
| HSBC Bank plc | 5/5/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;9521057 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;8797933 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(448702) |
| Royal Bank of Canada | 5/5/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;8154605 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;7545377 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(395765) |
| HSBC Bank plc | 6/3/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;6047998 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;5312000 | &nbsp;&nbsp;&nbsp;17801 | &nbsp;&nbsp;&nbsp;— |
| Royal Bank of Canada | 6/3/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;5858591 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;5146721 | &nbsp;&nbsp;&nbsp;16020 | &nbsp;&nbsp;&nbsp;— |
| Barclays Bank plc | 6/3/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;4547971 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;3988170 | &nbsp;&nbsp;&nbsp;20590 | &nbsp;&nbsp;&nbsp;— |
| Standard Chartered Bank | 6/3/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;4475637 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;3932679 | &nbsp;&nbsp;&nbsp;11250 | &nbsp;&nbsp;&nbsp;— |
| Citibank, N.A. | 6/3/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;4338776 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;3810625 | &nbsp;&nbsp;&nbsp;12944 | &nbsp;&nbsp;&nbsp;— |
| Canadian Imperial Bank of Commerce | 6/3/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;4139143 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;3631996 | &nbsp;&nbsp;&nbsp;16092 | &nbsp;&nbsp;&nbsp;— |
| BNP Paribas | 6/3/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;3878540 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;3403100 | &nbsp;&nbsp;&nbsp;15333 | &nbsp;&nbsp;&nbsp;— |
| Barclays Bank plc | 5/5/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;3618050 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;3342000 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(169081) |
| Standard Chartered Bank | 5/5/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;3174116 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;2931409 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(147736) |
| Wells Fargo Bank N.A. | 6/3/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;3131495 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;2750000 | &nbsp;&nbsp;&nbsp;9690 | &nbsp;&nbsp;&nbsp;— |
| Commonwealth Bank of Australia | 6/3/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;2504059 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;2200000 | &nbsp;&nbsp;&nbsp;6614 | &nbsp;&nbsp;&nbsp;— |
| Societe Generale SA | 6/3/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;2503345 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;2200000 | &nbsp;&nbsp;&nbsp;5900 | &nbsp;&nbsp;&nbsp;— |
| Canadian Imperial Bank of Commerce | 5/5/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;1809276 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;1671000 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(84290) |
| Wells Fargo Bank N.A. | 5/5/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;1808433 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;1671000 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(85133) |
| Societe Generale SA | 5/5/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;1806924 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;1671000 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(86642) |
| The Bank of New York Mellon Corp. | 6/3/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;1881592 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;1650000 | &nbsp;&nbsp;&nbsp;8507 | &nbsp;&nbsp;&nbsp;— |
| Commonwealth Bank of Australia | 5/5/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;1205687 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;1114000 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(56691) |
| The Bank of New York Mellon Corp. | 5/5/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;1204119 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;1114000 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(58257) |
| BNP Paribas | 5/5/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;1100184 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;1016677 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(51907) |
| JPMorgan Chase Bank, N.A. | 6/3/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;938389 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;823750 | &nbsp;&nbsp;&nbsp;3267 | &nbsp;&nbsp;&nbsp;— |
| Citibank, N.A. | 5/5/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;880667 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;813818 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(41546) |
| Bank of America, N.A. | 5/5/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;602812 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;557000 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(28377) |
| Deutsche Bank AG | 5/5/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;601246 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;557000 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(29943) |
| JPMorgan Chase Bank, N.A. | 5/5/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;153429 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;135000 | &nbsp;&nbsp;&nbsp;448 | &nbsp;&nbsp;&nbsp;— |
| UBS AG | 6/3/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;137787 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;121000 | &nbsp;&nbsp;&nbsp;428 | &nbsp;&nbsp;&nbsp;— |
| JPMorgan Chase Bank, N.A. | 5/5/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;27157 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;25095 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(1281) |
| State Street Bank & Trust Co. | 5/2/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;3221682 | &nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;2496131 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(104907) |
| Toronto-Dominion Bank | 5/2/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;2914234 | &nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;2257936 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(94913) |
| State Street Bank & Trust Co. | 6/3/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;2955048 | &nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;2212132 | &nbsp;&nbsp;&nbsp;6581 | &nbsp;&nbsp;&nbsp;— |
| Toronto-Dominion Bank | 6/3/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;2944386 | &nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;2204132 | &nbsp;&nbsp;&nbsp;6582 | &nbsp;&nbsp;&nbsp;— |
| HSBC Bank plc | 6/3/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;2303732 | &nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;1724546 | &nbsp;&nbsp;&nbsp;5150 | &nbsp;&nbsp;&nbsp;— |
| HSBC Bank plc | 5/2/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;2163614 | &nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;1676359 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(70466) |
| Royal Bank of Canada | 5/2/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;1460723 | &nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;1131762 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(47574) |
| Royal Bank of Canada | 6/3/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;1230666 | &nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;921262 | &nbsp;&nbsp;&nbsp;2751 | &nbsp;&nbsp;&nbsp;— |
| BNP Paribas | 6/3/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;968504 | &nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;725010 | &nbsp;&nbsp;&nbsp;2165 | &nbsp;&nbsp;&nbsp;— |
| BNP Paribas | 5/2/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;661974 | &nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;512894 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(21560) |
| JPMorgan Chase Bank, N.A. | 6/3/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;154957 | &nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;116000 | &nbsp;&nbsp;&nbsp;345 | &nbsp;&nbsp;&nbsp;— |
| HSBC Bank plc | 6/3/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;20770 | &nbsp;&nbsp;&nbsp;HKD | &nbsp;&nbsp;&nbsp;161000 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— |
| The Bank of New York Mellon Corp. | 5/6/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;20715 | &nbsp;&nbsp;&nbsp;HKD | &nbsp;&nbsp;&nbsp;161000 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(45) |
| BNP Paribas | 5/6/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;107223 | &nbsp;&nbsp;&nbsp;HUF | &nbsp;&nbsp;&nbsp;39871274 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(4427) |
| Standard Chartered Bank | 5/6/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;107159 | &nbsp;&nbsp;&nbsp;HUF | &nbsp;&nbsp;&nbsp;39871274 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(4491) |
| Societe Generale SA | 6/3/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;102556 | &nbsp;&nbsp;&nbsp;HUF | &nbsp;&nbsp;&nbsp;36521274 | &nbsp;&nbsp;&nbsp;434 | &nbsp;&nbsp;&nbsp;— |
| UBS AG | 6/3/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;102529 | &nbsp;&nbsp;&nbsp;HUF | &nbsp;&nbsp;&nbsp;36521274 | &nbsp;&nbsp;&nbsp;407 | &nbsp;&nbsp;&nbsp;— |
| Deutsche Bank AG | 5/5/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;753076 | &nbsp;&nbsp;&nbsp;IDR | &nbsp;&nbsp;&nbsp;12513834000 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(2180) |
| Deutsche Bank AG | 6/3/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;473776 | &nbsp;&nbsp;&nbsp;IDR | &nbsp;&nbsp;&nbsp;7942555080 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(5472) |
| Citibank, N.A. | 6/3/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;470452 | &nbsp;&nbsp;&nbsp;IDR | &nbsp;&nbsp;&nbsp;7942555080 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(8796) |
| Standard Chartered Bank | 5/5/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;251344 | &nbsp;&nbsp;&nbsp;IDR | &nbsp;&nbsp;&nbsp;4171278000 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(412) |
| Standard Chartered Bank | 5/5/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;252436 | &nbsp;&nbsp;&nbsp;IDR | &nbsp;&nbsp;&nbsp;4171275704 | &nbsp;&nbsp;&nbsp;684 | &nbsp;&nbsp;&nbsp;— |
| Standard Chartered Bank | 6/3/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;235236 | &nbsp;&nbsp;&nbsp;IDR | &nbsp;&nbsp;&nbsp;3971277540 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(4388) |
| Citibank, N.A. | 5/5/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;85136 | &nbsp;&nbsp;&nbsp;IDR | &nbsp;&nbsp;&nbsp;1419815188 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(552) |
| JPMorgan Chase Bank, N.A. | 6/3/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;58636 | &nbsp;&nbsp;&nbsp;IDR | &nbsp;&nbsp;&nbsp;990066332 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(1104) |

---

------

Total International Bond II Index Fund

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| Over-the-Counter Forward Currency Contracts (continued) | Over-the-Counter Forward Currency Contracts (continued) | Over-the-Counter Forward Currency Contracts (continued) | Over-the-Counter Forward Currency Contracts (continued) | Over-the-Counter Forward Currency Contracts (continued) | Over-the-Counter Forward Currency Contracts (continued) | Over-the-Counter Forward Currency Contracts (continued) | Over-the-Counter Forward Currency Contracts (continued) |
| Counterparty | Contract<br> Settlement<br> Date | &nbsp;&nbsp;&nbsp;Contract Amount (000) | &nbsp;&nbsp;&nbsp;Contract Amount (000) | &nbsp;&nbsp;&nbsp;Contract Amount (000) | &nbsp;&nbsp;&nbsp;Contract Amount (000) | &nbsp;&nbsp;&nbsp;Unrealized<br> Appreciation<br> ($000) | &nbsp;&nbsp;&nbsp;Unrealized<br> Depreciation<br> ($000) |
| Counterparty | Contract<br> Settlement<br> Date |  | &nbsp;&nbsp;&nbsp;Receive |  | &nbsp;&nbsp;&nbsp;Deliver | &nbsp;&nbsp;&nbsp;Unrealized<br> Appreciation<br> ($000) | &nbsp;&nbsp;&nbsp;Unrealized<br> Depreciation<br> ($000) |
| HSBC Bank plc | 6/4/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;295293 | &nbsp;&nbsp;&nbsp;ILS | &nbsp;&nbsp;&nbsp;1072836 | &nbsp;&nbsp;&nbsp;225 | &nbsp;&nbsp;&nbsp;— |
| UBS AG | 5/5/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;103738 | &nbsp;&nbsp;&nbsp;ILS | &nbsp;&nbsp;&nbsp;383862 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(1755) |
| Standard Chartered Bank | 5/5/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;103462 | &nbsp;&nbsp;&nbsp;ILS | &nbsp;&nbsp;&nbsp;383862 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(2030) |
| Wells Fargo Bank N.A. | 5/5/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;103451 | &nbsp;&nbsp;&nbsp;ILS | &nbsp;&nbsp;&nbsp;383862 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(2041) |
| HSBC Bank plc | 5/5/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;103323 | &nbsp;&nbsp;&nbsp;ILS | &nbsp;&nbsp;&nbsp;383862 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(2169) |
| Wells Fargo Bank N.A. | 6/4/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;98589 | &nbsp;&nbsp;&nbsp;ILS | &nbsp;&nbsp;&nbsp;357612 | &nbsp;&nbsp;&nbsp;233 | &nbsp;&nbsp;&nbsp;— |
| BNP Paribas | 6/4/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;7150 | &nbsp;&nbsp;&nbsp;ILS | &nbsp;&nbsp;&nbsp;26000 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(1) |
| Toronto-Dominion Bank | 5/2/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;3734678 | &nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;557844923 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(167755) |
| Standard Chartered Bank | 5/2/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;2211010 | &nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;329599871 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(94723) |
| Standard Chartered Bank | 6/3/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;2178984 | &nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;309695428 | &nbsp;&nbsp;&nbsp;4679 | &nbsp;&nbsp;&nbsp;— |
| Wells Fargo Bank N.A. | 5/2/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;1693624 | &nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;252000000 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(69254) |
| Bank of Montreal | 6/3/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;1707735 | &nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;242943658 | &nbsp;&nbsp;&nbsp;2081 | &nbsp;&nbsp;&nbsp;— |
| Barclays Bank plc | 6/3/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;1684106 | &nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;240184000 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(2174) |
| The Bank of New York Mellon Corp. | 6/3/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;1679834 | &nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;239064000 | &nbsp;&nbsp;&nbsp;1416 | &nbsp;&nbsp;&nbsp;— |
| Barclays Bank plc | 5/2/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;1570871 | &nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;234553477 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(69959) |
| Toronto-Dominion Bank | 6/3/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;1564800 | &nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;222402462 | &nbsp;&nbsp;&nbsp;3360 | &nbsp;&nbsp;&nbsp;— |
| JPMorgan Chase Bank, N.A. | 5/2/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;1125396 | &nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;168000000 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(49857) |
| The Bank of New York Mellon Corp. | 5/2/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;1122857 | &nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;168000000 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(52396) |
| Barclays Bank plc | 6/3/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;1023400 | &nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;145568537 | &nbsp;&nbsp;&nbsp;1395 | &nbsp;&nbsp;&nbsp;— |
| Royal Bank of Canada | 5/2/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;885669 | &nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;131997729 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(37728) |
| Commonwealth Bank of Australia | 5/2/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;883296 | &nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;131661136 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(37746) |
| Royal Bank of Canada | 6/3/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;891936 | &nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;126769403 | &nbsp;&nbsp;&nbsp;1915 | &nbsp;&nbsp;&nbsp;— |
| HSBC Bank plc | 6/3/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;666321 | &nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;94483112 | &nbsp;&nbsp;&nbsp;2976 | &nbsp;&nbsp;&nbsp;— |
| HSBC Bank plc | 5/2/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;607726 | &nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;90323000 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(24134) |
| BNP Paribas | 6/3/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;595316 | &nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;84672040 | &nbsp;&nbsp;&nbsp;852 | &nbsp;&nbsp;&nbsp;— |
| State Street Bank & Trust Co. | 5/2/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;565356 | &nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;84000000 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(22271) |
| Deutsche Bank AG | 5/2/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;563433 | &nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;84000000 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(24193) |
| UBS AG | 5/2/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;562980 | &nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;84000000 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(24646) |
| Commonwealth Bank of Australia | 6/3/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;573921 | &nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;81627829 | &nbsp;&nbsp;&nbsp;830 | &nbsp;&nbsp;&nbsp;— |
| Toronto-Dominion Bank | 6/3/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;560967 | &nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;80360000 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(3223) |
| The Bank of New York Mellon Corp. | 6/3/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;562182 | &nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;80192000 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(829) |
| HSBC Bank plc | 6/3/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;561318 | &nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;80192000 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(1692) |
| State Street Bank & Trust Co. | 6/3/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;562139 | &nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;79688000 | &nbsp;&nbsp;&nbsp;2667 | &nbsp;&nbsp;&nbsp;— |
| Deutsche Bank AG | 6/3/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;559890 | &nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;79688000 | &nbsp;&nbsp;&nbsp;418 | &nbsp;&nbsp;&nbsp;— |
| Deutsche Bank AG | 6/3/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;559420 | &nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;79688000 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(52) |
| Canadian Imperial Bank of Commerce | 5/2/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;370098 | &nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;55254292 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(16436) |
| State Street Bank & Trust Co. | 6/4/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;2028844 | &nbsp;&nbsp;&nbsp;KRW | &nbsp;&nbsp;&nbsp;2900030925 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(11745) |
| State Street Bank & Trust Co. | 5/8/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;1956553 | &nbsp;&nbsp;&nbsp;KRW | &nbsp;&nbsp;&nbsp;2862986830 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(54395) |
| BNP Paribas | 5/8/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;673128 | &nbsp;&nbsp;&nbsp;KRW | &nbsp;&nbsp;&nbsp;983994732 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(18026) |
| HSBC Bank plc | 5/8/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;671982 | &nbsp;&nbsp;&nbsp;KRW | &nbsp;&nbsp;&nbsp;983994732 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(19172) |
| Deutsche Bank AG | 5/8/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;383858 | &nbsp;&nbsp;&nbsp;KRW | &nbsp;&nbsp;&nbsp;563075366 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(11644) |
| HSBC Bank plc | 6/4/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;306392 | &nbsp;&nbsp;&nbsp;KRW | &nbsp;&nbsp;&nbsp;438006185 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(1808) |
| Deutsche Bank AG | 6/4/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;306283 | &nbsp;&nbsp;&nbsp;KRW | &nbsp;&nbsp;&nbsp;438006185 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(1917) |
| Wells Fargo Bank N.A. | 6/4/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;306154 | &nbsp;&nbsp;&nbsp;KRW | &nbsp;&nbsp;&nbsp;438006185 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(2047) |
| Standard Chartered Bank | 6/4/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;305367 | &nbsp;&nbsp;&nbsp;KRW | &nbsp;&nbsp;&nbsp;438006185 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(2833) |
| BNP Paribas | 6/4/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;305201 | &nbsp;&nbsp;&nbsp;KRW | &nbsp;&nbsp;&nbsp;438006185 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(2999) |
| Deutsche Bank AG | 5/7/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;104583 | &nbsp;&nbsp;&nbsp;KRW | &nbsp;&nbsp;&nbsp;148539048 | &nbsp;&nbsp;&nbsp;257 | &nbsp;&nbsp;&nbsp;— |
| State Street Bank & Trust Co. | 5/5/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;356247 | &nbsp;&nbsp;&nbsp;MXN | &nbsp;&nbsp;&nbsp;7321000 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(16811) |
| Toronto-Dominion Bank | 5/5/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;349255 | &nbsp;&nbsp;&nbsp;MXN | &nbsp;&nbsp;&nbsp;7176339 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(16432) |
| BNP Paribas | 5/5/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;338875 | &nbsp;&nbsp;&nbsp;MXN | &nbsp;&nbsp;&nbsp;6964000 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(15991) |
| State Street Bank & Trust Co. | 6/3/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;339236 | &nbsp;&nbsp;&nbsp;MXN | &nbsp;&nbsp;&nbsp;6667339 | &nbsp;&nbsp;&nbsp;823 | &nbsp;&nbsp;&nbsp;— |
| Toronto-Dominion Bank | 6/3/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;339081 | &nbsp;&nbsp;&nbsp;MXN | &nbsp;&nbsp;&nbsp;6664000 | &nbsp;&nbsp;&nbsp;838 | &nbsp;&nbsp;&nbsp;— |
| BNP Paribas | 6/3/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;329312 | &nbsp;&nbsp;&nbsp;MXN | &nbsp;&nbsp;&nbsp;6472000 | &nbsp;&nbsp;&nbsp;814 | &nbsp;&nbsp;&nbsp;— |

---

------

Total International Bond II Index Fund

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| Over-the-Counter Forward Currency Contracts (continued) | Over-the-Counter Forward Currency Contracts (continued) | Over-the-Counter Forward Currency Contracts (continued) | Over-the-Counter Forward Currency Contracts (continued) | Over-the-Counter Forward Currency Contracts (continued) | Over-the-Counter Forward Currency Contracts (continued) | Over-the-Counter Forward Currency Contracts (continued) | Over-the-Counter Forward Currency Contracts (continued) |
| Counterparty | Contract<br> Settlement<br> Date | &nbsp;&nbsp;&nbsp;Contract Amount (000) | &nbsp;&nbsp;&nbsp;Contract Amount (000) | &nbsp;&nbsp;&nbsp;Contract Amount (000) | &nbsp;&nbsp;&nbsp;Contract Amount (000) | &nbsp;&nbsp;&nbsp;Unrealized<br> Appreciation<br> ($000) | &nbsp;&nbsp;&nbsp;Unrealized<br> Depreciation<br> ($000) |
| Counterparty | Contract<br> Settlement<br> Date |  | &nbsp;&nbsp;&nbsp;Receive |  | &nbsp;&nbsp;&nbsp;Deliver | &nbsp;&nbsp;&nbsp;Unrealized<br> Appreciation<br> ($000) | &nbsp;&nbsp;&nbsp;Unrealized<br> Depreciation<br> ($000) |
| HSBC Bank plc | 5/5/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;519337 | &nbsp;&nbsp;&nbsp;MYR | &nbsp;&nbsp;&nbsp;2296586 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(13117) |
| BNP Paribas | 5/5/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;519210 | &nbsp;&nbsp;&nbsp;MYR | &nbsp;&nbsp;&nbsp;2296000 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(13108) |
| Citibank, N.A. | 5/5/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;258990 | &nbsp;&nbsp;&nbsp;MYR | &nbsp;&nbsp;&nbsp;1148000 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(7169) |
| Standard Chartered Bank | 6/4/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;254237 | &nbsp;&nbsp;&nbsp;MYR | &nbsp;&nbsp;&nbsp;1097732 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(506) |
| BNP Paribas | 6/4/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;253588 | &nbsp;&nbsp;&nbsp;MYR | &nbsp;&nbsp;&nbsp;1097732 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(1155) |
| Citibank, N.A. | 6/4/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;251197 | &nbsp;&nbsp;&nbsp;MYR | &nbsp;&nbsp;&nbsp;1097732 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(3546) |
| Bank of America, N.A. | 6/4/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;251150 | &nbsp;&nbsp;&nbsp;MYR | &nbsp;&nbsp;&nbsp;1097732 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(3593) |
| HSBC Bank plc | 6/4/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;249888 | &nbsp;&nbsp;&nbsp;MYR | &nbsp;&nbsp;&nbsp;1097732 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(4855) |
| Standard Chartered Bank | 5/5/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;55452 | &nbsp;&nbsp;&nbsp;MYR | &nbsp;&nbsp;&nbsp;238999 | &nbsp;&nbsp;&nbsp;41 | &nbsp;&nbsp;&nbsp;— |
| BNP Paribas | 5/5/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;190136 | &nbsp;&nbsp;&nbsp;NOK | &nbsp;&nbsp;&nbsp;2003000 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(2398) |
| BNP Paribas | 6/3/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;190455 | &nbsp;&nbsp;&nbsp;NOK | &nbsp;&nbsp;&nbsp;1975000 | &nbsp;&nbsp;&nbsp;610 | &nbsp;&nbsp;&nbsp;— |
| Toronto-Dominion Bank | 5/5/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;45133 | &nbsp;&nbsp;&nbsp;NOK | &nbsp;&nbsp;&nbsp;474607 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(488) |
| HSBC Bank plc | 6/3/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;41259 | &nbsp;&nbsp;&nbsp;NOK | &nbsp;&nbsp;&nbsp;427607 | &nbsp;&nbsp;&nbsp;156 | &nbsp;&nbsp;&nbsp;— |
| State Street Bank & Trust Co. | 5/2/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;305329 | &nbsp;&nbsp;&nbsp;NZD | &nbsp;&nbsp;&nbsp;537103 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(13729) |
| HSBC Bank plc | 6/4/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;172436 | &nbsp;&nbsp;&nbsp;NZD | &nbsp;&nbsp;&nbsp;290290 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(176) |
| HSBC Bank plc | 5/2/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;164106 | &nbsp;&nbsp;&nbsp;NZD | &nbsp;&nbsp;&nbsp;289551 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(7897) |
| Commonwealth Bank of Australia | 6/4/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;171807 | &nbsp;&nbsp;&nbsp;NZD | &nbsp;&nbsp;&nbsp;289231 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(176) |
| UBS AG | 6/4/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;144013 | &nbsp;&nbsp;&nbsp;NZD | &nbsp;&nbsp;&nbsp;242303 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(65) |
| Commonwealth Bank of Australia | 5/2/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;59619 | &nbsp;&nbsp;&nbsp;NZD | &nbsp;&nbsp;&nbsp;105193 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(2869) |
| State Street Bank & Trust Co. | 6/4/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;58343 | &nbsp;&nbsp;&nbsp;NZD | &nbsp;&nbsp;&nbsp;98220 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(60) |
| JPMorgan Chase Bank, N.A. | 5/2/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;21354 | &nbsp;&nbsp;&nbsp;NZD | &nbsp;&nbsp;&nbsp;37677 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(1028) |
| Toronto-Dominion Bank | 6/4/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;12474 | &nbsp;&nbsp;&nbsp;NZD | &nbsp;&nbsp;&nbsp;21000 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(13) |
| JPMorgan Chase Bank, N.A. | 6/4/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;4146 | &nbsp;&nbsp;&nbsp;NZD | &nbsp;&nbsp;&nbsp;6980 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(4) |
| State Street Bank & Trust Co. | 6/4/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;97703 | &nbsp;&nbsp;&nbsp;PEN | &nbsp;&nbsp;&nbsp;359900 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(350) |
| Citibank, N.A. | 5/6/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;84495 | &nbsp;&nbsp;&nbsp;PEN | &nbsp;&nbsp;&nbsp;308800 | &nbsp;&nbsp;&nbsp;276 | &nbsp;&nbsp;&nbsp;— |
| HSBC Bank plc | 6/4/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;56337 | &nbsp;&nbsp;&nbsp;PEN | &nbsp;&nbsp;&nbsp;207000 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(59) |
| Citibank, N.A. | 6/4/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;55580 | &nbsp;&nbsp;&nbsp;PEN | &nbsp;&nbsp;&nbsp;204900 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(244) |
| HSBC Bank plc | 5/6/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;42235 | &nbsp;&nbsp;&nbsp;PEN | &nbsp;&nbsp;&nbsp;155000 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(38) |
| Wells Fargo Bank N.A. | 5/6/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;42159 | &nbsp;&nbsp;&nbsp;PEN | &nbsp;&nbsp;&nbsp;154000 | &nbsp;&nbsp;&nbsp;159 | &nbsp;&nbsp;&nbsp;— |
| HSBC Bank plc | 5/6/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;42141 | &nbsp;&nbsp;&nbsp;PEN | &nbsp;&nbsp;&nbsp;154000 | &nbsp;&nbsp;&nbsp;141 | &nbsp;&nbsp;&nbsp;— |
| Wells Fargo Bank N.A. | 5/5/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;312155 | &nbsp;&nbsp;&nbsp;PLN | &nbsp;&nbsp;&nbsp;1208242 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(7443) |
| Canadian Imperial Bank of Commerce | 6/3/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;295479 | &nbsp;&nbsp;&nbsp;PLN | &nbsp;&nbsp;&nbsp;1111742 | &nbsp;&nbsp;&nbsp;1645 | &nbsp;&nbsp;&nbsp;— |
| Canadian Imperial Bank of Commerce | 5/5/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;156113 | &nbsp;&nbsp;&nbsp;PLN | &nbsp;&nbsp;&nbsp;604121 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(3686) |
| Societe Generale SA | 5/5/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;155912 | &nbsp;&nbsp;&nbsp;PLN | &nbsp;&nbsp;&nbsp;604121 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(3888) |
| Wells Fargo Bank N.A. | 6/3/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;147828 | &nbsp;&nbsp;&nbsp;PLN | &nbsp;&nbsp;&nbsp;555871 | &nbsp;&nbsp;&nbsp;910 | &nbsp;&nbsp;&nbsp;— |
| Toronto-Dominion Bank | 6/3/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;147809 | &nbsp;&nbsp;&nbsp;PLN | &nbsp;&nbsp;&nbsp;555871 | &nbsp;&nbsp;&nbsp;891 | &nbsp;&nbsp;&nbsp;— |
| Standard Chartered Bank | 6/3/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;110729 | &nbsp;&nbsp;&nbsp;PLN | &nbsp;&nbsp;&nbsp;417000 | &nbsp;&nbsp;&nbsp;516 | &nbsp;&nbsp;&nbsp;— |
| Standard Chartered Bank | 5/5/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;104821 | &nbsp;&nbsp;&nbsp;PLN | &nbsp;&nbsp;&nbsp;407000 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(2837) |
| BNP Paribas | 5/5/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;8241 | &nbsp;&nbsp;&nbsp;PLN | &nbsp;&nbsp;&nbsp;32000 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(223) |
| Societe Generale SA | 5/5/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;129781 | &nbsp;&nbsp;&nbsp;RON | &nbsp;&nbsp;&nbsp;597047 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(6060) |
| HSBC Bank plc | 5/5/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;129537 | &nbsp;&nbsp;&nbsp;RON | &nbsp;&nbsp;&nbsp;597047 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(6304) |
| Barclays Bank plc | 6/3/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;132326 | &nbsp;&nbsp;&nbsp;RON | &nbsp;&nbsp;&nbsp;579547 | &nbsp;&nbsp;&nbsp;640 | &nbsp;&nbsp;&nbsp;— |
| HSBC Bank plc | 6/3/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;132140 | &nbsp;&nbsp;&nbsp;RON | &nbsp;&nbsp;&nbsp;579547 | &nbsp;&nbsp;&nbsp;454 | &nbsp;&nbsp;&nbsp;— |
| Standard Chartered Bank | 5/5/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;59399 | &nbsp;&nbsp;&nbsp;RON | &nbsp;&nbsp;&nbsp;274000 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(2942) |
| Standard Chartered Bank | 6/3/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;61800 | &nbsp;&nbsp;&nbsp;RON | &nbsp;&nbsp;&nbsp;271000 | &nbsp;&nbsp;&nbsp;223 | &nbsp;&nbsp;&nbsp;— |
| UBS AG | 5/5/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;448644 | &nbsp;&nbsp;&nbsp;SEK | &nbsp;&nbsp;&nbsp;4470492 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(14018) |
| Toronto-Dominion Bank | 5/5/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;447634 | &nbsp;&nbsp;&nbsp;SEK | &nbsp;&nbsp;&nbsp;4470492 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(15028) |
| HSBC Bank plc | 6/3/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;439747 | &nbsp;&nbsp;&nbsp;SEK | &nbsp;&nbsp;&nbsp;4222492 | &nbsp;&nbsp;&nbsp;1975 | &nbsp;&nbsp;&nbsp;— |
| Wells Fargo Bank N.A. | 6/3/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;211671 | &nbsp;&nbsp;&nbsp;SEK | &nbsp;&nbsp;&nbsp;2033746 | &nbsp;&nbsp;&nbsp;821 | &nbsp;&nbsp;&nbsp;— |
| Barclays Bank plc | 6/3/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;211319 | &nbsp;&nbsp;&nbsp;SEK | &nbsp;&nbsp;&nbsp;2033746 | &nbsp;&nbsp;&nbsp;469 | &nbsp;&nbsp;&nbsp;— |
| BNP Paribas | 5/5/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;189425 | &nbsp;&nbsp;&nbsp;SEK | &nbsp;&nbsp;&nbsp;1899000 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(7107) |
| BNP Paribas | 6/3/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;190591 | &nbsp;&nbsp;&nbsp;SEK | &nbsp;&nbsp;&nbsp;1835000 | &nbsp;&nbsp;&nbsp;346 | &nbsp;&nbsp;&nbsp;— |
| HSBC Bank plc | 5/5/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;674717 | &nbsp;&nbsp;&nbsp;SGD | &nbsp;&nbsp;&nbsp;902814 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(16730) |

---

------

Total International Bond II Index Fund

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| Over-the-Counter Forward Currency Contracts (continued) | Over-the-Counter Forward Currency Contracts (continued) | Over-the-Counter Forward Currency Contracts (continued) | Over-the-Counter Forward Currency Contracts (continued) | Over-the-Counter Forward Currency Contracts (continued) | Over-the-Counter Forward Currency Contracts (continued) | Over-the-Counter Forward Currency Contracts (continued) | Over-the-Counter Forward Currency Contracts (continued) |
| Counterparty | Contract<br> Settlement<br> Date | &nbsp;&nbsp;&nbsp;Contract Amount (000) | &nbsp;&nbsp;&nbsp;Contract Amount (000) | &nbsp;&nbsp;&nbsp;Contract Amount (000) | &nbsp;&nbsp;&nbsp;Contract Amount (000) | &nbsp;&nbsp;&nbsp;Unrealized<br> Appreciation<br> ($000) | &nbsp;&nbsp;&nbsp;Unrealized<br> Depreciation<br> ($000) |
| Counterparty | Contract<br> Settlement<br> Date |  | &nbsp;&nbsp;&nbsp;Receive |  | &nbsp;&nbsp;&nbsp;Deliver | &nbsp;&nbsp;&nbsp;Unrealized<br> Appreciation<br> ($000) | &nbsp;&nbsp;&nbsp;Unrealized<br> Depreciation<br> ($000) |
| HSBC Bank plc | 6/3/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;341490 | &nbsp;&nbsp;&nbsp;SGD | &nbsp;&nbsp;&nbsp;445157 | &nbsp;&nbsp;&nbsp;5 | &nbsp;&nbsp;&nbsp;— |
| Wells Fargo Bank N.A. | 6/3/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;341439 | &nbsp;&nbsp;&nbsp;SGD | &nbsp;&nbsp;&nbsp;445157 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(46) |
| BNP Paribas | 6/3/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;16109 | &nbsp;&nbsp;&nbsp;SGD | &nbsp;&nbsp;&nbsp;21000 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— |
| Wells Fargo Bank N.A. | 5/6/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;460769 | &nbsp;&nbsp;&nbsp;THB | &nbsp;&nbsp;&nbsp;15608000 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(6676) |
| Standard Chartered Bank | 5/6/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;460717 | &nbsp;&nbsp;&nbsp;THB | &nbsp;&nbsp;&nbsp;15608000 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(6729) |
| Wells Fargo Bank N.A. | 6/5/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;284994 | &nbsp;&nbsp;&nbsp;THB | &nbsp;&nbsp;&nbsp;9581207 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(2597) |
| Standard Chartered Bank | 6/5/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;282656 | &nbsp;&nbsp;&nbsp;THB | &nbsp;&nbsp;&nbsp;9418206 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(42) |
| BNP Paribas | 6/5/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;282392 | &nbsp;&nbsp;&nbsp;THB | &nbsp;&nbsp;&nbsp;9418206 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(306) |
| JPMorgan Chase Bank, N.A. | 5/6/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;229562 | &nbsp;&nbsp;&nbsp;THB | &nbsp;&nbsp;&nbsp;7802698 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(4122) |
| Standard Chartered Bank | 6/5/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;201347 | &nbsp;&nbsp;&nbsp;THB | &nbsp;&nbsp;&nbsp;6695206 | &nbsp;&nbsp;&nbsp;382 | &nbsp;&nbsp;&nbsp;— |
| JPMorgan Chase Bank, N.A. | 6/5/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;121299 | &nbsp;&nbsp;&nbsp;THB | &nbsp;&nbsp;&nbsp;4043206 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(62) |
| State Street Bank & Trust Co. | 5/6/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;49507 | &nbsp;&nbsp;&nbsp;THB | &nbsp;&nbsp;&nbsp;1653537 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(15) |
| HSBC Bank plc | 5/6/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;12004 | &nbsp;&nbsp;&nbsp;THB | &nbsp;&nbsp;&nbsp;407000 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(185) |
|  |  |  |  |  |  | &nbsp;&nbsp;&nbsp;583876 | &nbsp;&nbsp;&nbsp;(5708615) |

---

See accompanying Notes, which are an integral part of the Financial Statements.

------

Total International Bond II Index Fund

Statement of Assets and Liabilities

As of April 30, 2025

---

| | |
|:---|:---|
| ($000s, except shares and per-share amounts) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Amount |
| **Assets** |  |
| Investments in Securities, at Value |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Unaffiliated Issuers (Cost $129,626,066) | 123686307 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Affiliated Issuers (Cost $3,879,259) | &nbsp;&nbsp;&nbsp;&nbsp;3879308 |
| Total Investments in Securities | 127565615 |
| Investment in Vanguard | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3434 |
| Cash | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 |
| Foreign Currency, at Value (Cost $94,920) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9251 |
| Receivables for Investment Securities Sold | &nbsp;&nbsp;&nbsp;&nbsp;3367945 |
| Receivables for Accrued Income | &nbsp;&nbsp;&nbsp;&nbsp;1177082 |
| Receivables for Capital Shares Issued | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61291 |
| Variation Margin Receivable—Futures Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7681 |
| Variation Margin Receivable—Centrally Cleared Non-Deliverable Forward Currency Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3293 |
| Unrealized Appreciation—Over-the-Counter Forward Currency Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;583876 |
| **Total Assets** | **132779478** |
| **Liabilities** |  |
| Payables for Investment Securities Purchased | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55656 |
| Payables for Capital Shares Redeemed | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29095 |
| Payables to Vanguard | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3805 |
| Unrealized Depreciation—Over-the-Counter Forward Currency Contracts | &nbsp;&nbsp;&nbsp;&nbsp;5708615 |
| **Total Liabilities** | &nbsp;&nbsp;&nbsp;&nbsp;**5797171** |
| **Net Assets** | **126982307** |
| **At April 30, 2025, net assets consisted of:** |  |
| Paid-in Capital | 137224994 |
| Total Distributable Earnings (Loss) | &nbsp;&nbsp;(10242687) |
| **Net Assets** | **126982307** |
| **Investor Shares—Net Assets** |  |
| **Applicable to 739,362,753 outstanding $.001 par value shares of<br> beneficial interest (unlimited authorization)** | &nbsp;&nbsp;&nbsp;&nbsp;**6616503** |
| **Net Asset Value Per Share—Investor Shares** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**$8.95** |
| **Institutional Shares—Net Assets** |  |
| **Applicable to 4,532,371,655 outstanding $.001 par value shares of<br> beneficial interest (unlimited authorization)** | **120365804** |
| **Net Asset Value Per Share—Institutional Shares** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**$26.56** |

---

See accompanying Notes, which are an integral part of the Financial Statements.

------

Total International Bond II Index Fund

Statement of Operations

---

| | |
|:---|:---|
|  | Six Months Ended<br> April 30, 2025 |
|  | ($000) |
| **Investment Income** |  |
| **Income** |  |
| Interest<sup>1,2</sup> | 1611660 |
| Total Income | 1611660 |
| **Expenses** |  |
| The Vanguard Group—Note B |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Investment Advisory Services | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7058 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Management and Administrative—Investor Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3538 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Management and Administrative—Institutional Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30228 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Marketing and Distribution—Investor Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;162 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Marketing and Distribution—Institutional Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2005 |
| Custodian Fees | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2082 |
| Shareholders' Reports and Proxy Fees—Investor Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37 |
| Shareholders' Reports and Proxy Fees—Institutional Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;569 |
| Trustees' Fees and Expenses | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32 |
| Other Expenses | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18 |
| Total Expenses | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45729 |
| **Net Investment Income** | **1565931** |
| **Realized Net Gain (Loss)** |  |
| Investment Securities Sold<sup>1</sup> | (1457813) |
| Futures Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2417) |
| Swap Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Forward Currency Contracts | 5027834 |
| Foreign Currencies | 1016274 |
| **Realized Net Gain (Loss)** | **4583878** |
| **Change in Unrealized Appreciation (Depreciation)** |  |
| Investment Securities<sup>1</sup> | 6134505 |
| Futures Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5874 |
| Forward Currency Contracts | (9262336) |
| Foreign Currencies | &nbsp;&nbsp;&nbsp;(164020) |
| **Change in Unrealized Appreciation (Depreciation)** | **(3285977)** |
| **Net Increase (Decrease) in Net Assets Resulting from Operations** | **2863832** |

---

---

| | |
|:---|:---|
| 1 | Interest income, realized net gain (loss), and change in unrealized appreciation (depreciation) from an affiliated company of the fund were $49,349, ($14), and $9, respectively. Purchases and sales are for temporary cash investment purposes. |
| 2 | Interest is net of foreign withholding taxes of $5,359. |

---

See accompanying Notes, which are an integral part of the Financial Statements.

------

Total International Bond II Index Fund

Statement of Changes in Net Assets

---

| | | |
|:---|:---|:---|
|  | Six Months Ended<br> April 30,<br> 2025 | &nbsp;&nbsp;&nbsp;Year Ended<br> October 31,<br> 2024 |
|  | ($000) | &nbsp;&nbsp;&nbsp;($000) |
| **Increase (Decrease) in Net Assets** |  |  |
| **Operations** |  |  |
| Net Investment Income | &nbsp;&nbsp;&nbsp;&nbsp;1565931 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2587530 |
| Realized Net Gain (Loss) | &nbsp;&nbsp;&nbsp;&nbsp;4583878 | &nbsp;&nbsp;&nbsp;&nbsp;(6032116) |
| Change in Unrealized Appreciation (Depreciation) | &nbsp;&nbsp;&nbsp;&nbsp;(3285977) | &nbsp;&nbsp;&nbsp;&nbsp;13469213 |
| Net Increase (Decrease) in Net Assets Resulting from Operations | &nbsp;&nbsp;&nbsp;&nbsp;2863832 | &nbsp;&nbsp;&nbsp;&nbsp;10024627 |
| **Distributions** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Investor Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(213000) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(296488) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Institutional Shares | &nbsp;&nbsp;&nbsp;&nbsp;(3834927) | &nbsp;&nbsp;&nbsp;&nbsp;(4879865) |
| Total Distributions | &nbsp;&nbsp;&nbsp;&nbsp;(4047927) | &nbsp;&nbsp;&nbsp;&nbsp;(5176353) |
| **Capital Share Transactions** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Investor Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3186 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;305767 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Institutional Shares | &nbsp;&nbsp;&nbsp;&nbsp;4307603 | &nbsp;&nbsp;&nbsp;&nbsp;18876069 |
| Net Increase (Decrease) from Capital Share Transactions | &nbsp;&nbsp;&nbsp;&nbsp;4310789 | &nbsp;&nbsp;&nbsp;&nbsp;19181836 |
| Total Increase (Decrease) | &nbsp;&nbsp;&nbsp;&nbsp;3126694 | &nbsp;&nbsp;&nbsp;&nbsp;24030110 |
| **Net Assets** |  |  |
| **Beginning of Period** | **123855613** | &nbsp;&nbsp;&nbsp;&nbsp;**99825503** |
| **End of Period** | **126982307** | &nbsp;&nbsp;&nbsp;**123855613** |

---

See accompanying Notes, which are an integral part of the Financial Statements.

------

Total International Bond II Index Fund

Financial Highlights

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Investor Shares** |  |  |  |  |  |
| For a Share Outstanding<br> Throughout Each Period | &nbsp;&nbsp;&nbsp;Six Months<br> Ended<br> April 30,<br> 2025 | &nbsp;&nbsp;&nbsp;February 26,<br> 2021<sup>1</sup> to<br> October 31,<br> 2021 | &nbsp;&nbsp;&nbsp;Year Ended October 31, | &nbsp;&nbsp;&nbsp;Year Ended October 31, | &nbsp;&nbsp;&nbsp;Year Ended October 31, |
| For a Share Outstanding<br> Throughout Each Period | &nbsp;&nbsp;&nbsp;Six Months<br> Ended<br> April 30,<br> 2025 | &nbsp;&nbsp;&nbsp;February 26,<br> 2021<sup>1</sup> to<br> October 31,<br> 2021 | &nbsp;&nbsp;&nbsp;2024 | &nbsp;&nbsp;&nbsp;2023 | &nbsp;&nbsp;&nbsp;2022 |
| **Net Asset Value, Beginning of Period** | &nbsp;&nbsp;&nbsp;**$9.03** | &nbsp;&nbsp;&nbsp;**$8.64** | &nbsp;&nbsp;&nbsp;**$8.64** | &nbsp;&nbsp;&nbsp;**$9.95** | &nbsp;&nbsp;&nbsp;**$10.00** |
| **Investment Operations** |  |  |  |  |  |
| Net Investment Income<sup>2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.109 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.196 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.141 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.071 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.023 |
| Net Realized and Unrealized Gain (Loss) on Investments | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.099 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.610 | &nbsp;&nbsp;&nbsp;&nbsp;(.001) | &nbsp;&nbsp;&nbsp;&nbsp;(1.288) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.051) |
| Total from Investment Operations | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.208 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.806 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.140 | &nbsp;&nbsp;&nbsp;&nbsp;(1.217) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.028) |
| **Distributions** |  |  |  |  |  |
| Dividends from Net Investment Income | &nbsp;&nbsp;&nbsp;&nbsp;(.288) | &nbsp;&nbsp;&nbsp;&nbsp;(.416) | &nbsp;&nbsp;&nbsp;&nbsp;(.140) | &nbsp;&nbsp;&nbsp;&nbsp;(.093) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.022) |
| Distributions from Realized Capital Gains | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— |
| Total Distributions | &nbsp;&nbsp;&nbsp;&nbsp;(.288) | &nbsp;&nbsp;&nbsp;&nbsp;(.416) | &nbsp;&nbsp;&nbsp;&nbsp;(.140) | &nbsp;&nbsp;&nbsp;&nbsp;(.093) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.022) |
| **Net Asset Value, End of Period** | &nbsp;&nbsp;&nbsp;**$8.95** | &nbsp;&nbsp;&nbsp;**$9.03** | &nbsp;&nbsp;&nbsp;**$8.64** | &nbsp;&nbsp;&nbsp;**$8.64** | &nbsp;&nbsp;&nbsp;&nbsp;**$9.95** |
| **Total Return<sup>3</sup>** | &nbsp;&nbsp;&nbsp;**2.34%** | &nbsp;&nbsp;&nbsp;**9.45%** | &nbsp;&nbsp;&nbsp;**1.61%** | &nbsp;&nbsp;&nbsp;**-12.30%** | &nbsp;&nbsp;&nbsp;**-0.28%** |
| **Ratios/Supplemental Data** |  |  |  |  |  |
| Net Assets, End of Period (Millions) | &nbsp;&nbsp;&nbsp;$6617 | &nbsp;&nbsp;&nbsp;$6677 | &nbsp;&nbsp;&nbsp;$6088 | &nbsp;&nbsp;&nbsp;$6048 | &nbsp;&nbsp;&nbsp;$1326 |
| Ratio of Total Expenses to Average Net Assets | &nbsp;&nbsp;&nbsp;0.13% | &nbsp;&nbsp;&nbsp;0.13%<sup>4</sup> | &nbsp;&nbsp;&nbsp;0.13%<sup>4</sup> | &nbsp;&nbsp;&nbsp;0.13%<sup>4</sup> | &nbsp;&nbsp;&nbsp;0.13%<sup>5</sup> |
| Ratio of Net Investment Income to Average Net Assets | &nbsp;&nbsp;&nbsp;2.45% | &nbsp;&nbsp;&nbsp;2.19% | &nbsp;&nbsp;&nbsp;1.60% | &nbsp;&nbsp;&nbsp;0.77% | &nbsp;&nbsp;&nbsp;0.34%<sup>5</sup> |
| Portfolio Turnover Rate | &nbsp;&nbsp;&nbsp;14% | &nbsp;&nbsp;&nbsp;25% | &nbsp;&nbsp;&nbsp;26% | &nbsp;&nbsp;&nbsp;28%<sup>6</sup> | &nbsp;&nbsp;&nbsp;19%<sup>6</sup> |
| The expense ratio and net investment income ratio for the current period have been annualized. | The expense ratio and net investment income ratio for the current period have been annualized. | The expense ratio and net investment income ratio for the current period have been annualized. | The expense ratio and net investment income ratio for the current period have been annualized. | The expense ratio and net investment income ratio for the current period have been annualized. | The expense ratio and net investment income ratio for the current period have been annualized. |

---

---

| | |
|:---|:---|
| 1 | Inception. |
| 2 | Calculated based on average shares outstanding. |
| 3 | Total returns do not include account service fees that may have applied in the periods shown. Fund prospectuses provide information about any applicable account service fees. |
| 4 | The ratio of expenses to average net assets for the period net of reduction from custody fee offset arrangements was 0.13%. |
| 5 | Annualized. |
| 6 | Excludes the value of portfolio securities received or delivered as a result of in-kind purchases or redemptions of the fund's capital shares. |

---

See accompanying Notes, which are an integral part of the Financial Statements.

------

Total International Bond II Index Fund

Financial Highlights

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Institutional Shares** |  |  |  |  |  |
| For a Share Outstanding<br> Throughout Each Period | &nbsp;&nbsp;&nbsp;Six Months<br> Ended<br> April 30,<br> 2025 | &nbsp;&nbsp;&nbsp;February 17,<br> 2021<sup>1</sup> to<br> October 31,<br> 2021 | &nbsp;&nbsp;&nbsp;Year Ended October 31, | &nbsp;&nbsp;&nbsp;Year Ended October 31, | &nbsp;&nbsp;&nbsp;Year Ended October 31, |
| For a Share Outstanding<br> Throughout Each Period | &nbsp;&nbsp;&nbsp;Six Months<br> Ended<br> April 30,<br> 2025 | &nbsp;&nbsp;&nbsp;February 17,<br> 2021<sup>1</sup> to<br> October 31,<br> 2021 | &nbsp;&nbsp;&nbsp;2024 | &nbsp;&nbsp;&nbsp;2023 | &nbsp;&nbsp;&nbsp;2022 |
| **Net Asset Value, Beginning of Period** | &nbsp;&nbsp;&nbsp;**$26.81** | &nbsp;&nbsp;&nbsp;**$25.64** | &nbsp;&nbsp;&nbsp;**$25.65** | &nbsp;&nbsp;&nbsp;**$29.53** | &nbsp;&nbsp;&nbsp;**$30.00** |
| **Investment Operations** |  |  |  |  |  |
| Net Investment Income<sup>2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.330 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.599 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.435 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.218 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.080 |
| Net Realized and Unrealized Gain (Loss) on Investments | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.281 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.822 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.013) | &nbsp;&nbsp;&nbsp;&nbsp;(3.810) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.472) |
| Total from Investment Operations | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.611 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.421 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.422 | &nbsp;&nbsp;&nbsp;&nbsp;(3.592) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.392) |
| **Distributions** |  |  |  |  |  |
| Dividends from Net Investment Income | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.861) | &nbsp;&nbsp;&nbsp;&nbsp;(1.251) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.432) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.288) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.078) |
| Distributions from Realized Capital Gains | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— |
| Total Distributions | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.861) | &nbsp;&nbsp;&nbsp;&nbsp;(1.251) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.432) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.288) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.078) |
| **Net Asset Value, End of Period** | &nbsp;&nbsp;&nbsp;**$26.56** | &nbsp;&nbsp;&nbsp;**$26.81** | &nbsp;&nbsp;&nbsp;**$25.64** | &nbsp;&nbsp;&nbsp;**$25.65** | &nbsp;&nbsp;&nbsp;**$29.53** |
| **Total Return** | &nbsp;&nbsp;&nbsp;**2.32%** | &nbsp;&nbsp;&nbsp;**9.57%** | &nbsp;&nbsp;&nbsp;**1.63%** | &nbsp;&nbsp;&nbsp;**-12.24%** | &nbsp;&nbsp;&nbsp;**-1.31%** |
| **Ratios/Supplemental Data** |  |  |  |  |  |
| Net Assets, End of Period (Millions) | &nbsp;&nbsp;&nbsp;$120366 | &nbsp;&nbsp;&nbsp;$117178 | &nbsp;&nbsp;&nbsp;$93738 | &nbsp;&nbsp;&nbsp;$83432 | &nbsp;&nbsp;&nbsp;$39147 |
| Ratio of Total Expenses to Average Net Assets | &nbsp;&nbsp;&nbsp;0.07% | &nbsp;&nbsp;&nbsp;0.07%<sup>3</sup> | &nbsp;&nbsp;&nbsp;0.07%<sup>3</sup> | &nbsp;&nbsp;&nbsp;0.07%<sup>3</sup> | &nbsp;&nbsp;&nbsp;0.07%<sup>4</sup> |
| Ratio of Net Investment Income to Average Net Assets | &nbsp;&nbsp;&nbsp;2.51% | &nbsp;&nbsp;&nbsp;2.26% | &nbsp;&nbsp;&nbsp;1.67% | &nbsp;&nbsp;&nbsp;0.80% | &nbsp;&nbsp;&nbsp;0.38%<sup>4</sup> |
| Portfolio Turnover Rate | &nbsp;&nbsp;&nbsp;14% | &nbsp;&nbsp;&nbsp;25% | &nbsp;&nbsp;&nbsp;26% | &nbsp;&nbsp;&nbsp;28%<sup>5</sup> | &nbsp;&nbsp;&nbsp;19%<sup>5</sup> |
| The expense ratio and net investment income ratio for the current period have been annualized. | The expense ratio and net investment income ratio for the current period have been annualized. | The expense ratio and net investment income ratio for the current period have been annualized. | The expense ratio and net investment income ratio for the current period have been annualized. | The expense ratio and net investment income ratio for the current period have been annualized. | The expense ratio and net investment income ratio for the current period have been annualized. |

---

---

| | |
|:---|:---|
| 1 | Inception. |
| 2 | Calculated based on average shares outstanding. |
| 3 | The ratio of expenses to average net assets for the period net of reduction from custody fee offset arrangements was 0.07%. |
| 4 | Annualized. |
| 5 | Excludes the value of portfolio securities received or delivered as a result of in-kind purchases or redemptions of the fund's capital shares. |

---

See accompanying Notes, which are an integral part of the Financial Statements.

------

Total International Bond II Index Fund

Notes to Financial Statements

Vanguard Total International Bond II Index Fund is registered under the Investment Company Act of 1940 as an open-end investment company, or mutual fund. The fund has been established by Vanguard as an investment vehicle for Vanguard funds of funds as well as certain similar trusts and accounts ("eligible investors"). The fund is not available to other investors. The fund offers two classes of shares: Investor Shares and Institutional Shares. Each of the share classes has different eligibility and minimum purchase requirements, and is designed for different types of investors.

**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. Structured debt securities, including mortgages and asset-backed securities, are valued using the latest bid prices or using valuations based on a matrix system that considers such factors as issuer, tranche, nominal or option-adjusted spreads, weighted average coupon, weighted average maturity, credit enhancements, and collateral, as furnished by independent pricing services. Investments in Vanguard Market Liquidity Fund are valued at that fund's net asset value. Securities for which market quotations are not readily available, or whose values have been affected by events occurring before the fund's pricing time but after the close of the securities' primary markets, are valued by methods deemed by the valuation designee to represent fair value and subject to oversight by the board of trustees. These procedures include obtaining quotations from an independent pricing service, monitoring news to identify significant market- or security-specific events, and evaluating changes in the values of foreign market proxies (for example, fixed income benchmark curves, foreign exchange rates, futures contracts, or exchange-traded funds), between the time the foreign markets close and the fund's pricing time.

2. Foreign Currency: Securities and other assets and liabilities denominated in foreign currencies are translated into U.S. dollars using exchange rates obtained from an independent third party as of the fund's pricing time on the valuation date. Realized gains (losses) and unrealized appreciation (depreciation) on investment securities include the effects of changes in exchange rates since the securities were purchased, combined with the effects of changes in security prices. Fluctuations in the value of other assets and liabilities resulting from changes in exchange rates are recorded as unrealized foreign currency gains (losses) until the assets or liabilities are settled in cash, at which time they are recorded as realized foreign currency gains (losses).

3. Futures Contracts: The fund uses futures contracts to invest in fixed income asset classes with greater efficiency and lower cost than is possible through direct investment, to add value when these instruments are attractively priced, or to adjust sensitivity to changes in interest rates. The primary risks associated with the use of futures contracts are imperfect correlation between changes in market values of bonds held by the fund and the prices of futures contracts, and the possibility of an illiquid market. Counterparty risk involving futures is mitigated because a regulated clearinghouse is the counterparty instead of the clearing broker. To further mitigate counterparty risk, the fund trades futures contracts on an exchange, monitors the financial strength of its clearing brokers and clearinghouse, and has entered into clearing agreements with its clearing brokers. The clearinghouse imposes initial margin requirements to secure the fund's performance and requires daily settlement of variation margin representing changes in the market value of each contract. Any securities pledged as initial margin for open contracts are noted in the Schedule of Investments.

Futures contracts are valued at their quoted daily settlement prices. The notional amounts of the contracts are not recorded in the Statement of Assets and Liabilities. Fluctuations in the value of the contracts are recorded in the Statement of Assets and Liabilities as an asset (liability) and in the Statement of Operations as unrealized appreciation (depreciation) until the contracts are closed, when they are recorded as realized gains (losses) on futures contracts.

During the six months ended April 30, 2025, the fund's average investments in long and short futures contracts represented 1% and less than 1% of net assets, respectively, based on the average of the notional amounts at each quarter-end during the period.

4. Forward Currency Contracts: The fund enters into forward currency contracts to protect the value of securities and related receivables and payables against changes in future foreign exchange rates. The fund enters into centrally cleared non-deliverable forward currency contracts to achieve the same objective specified with respect to the equivalent over-the-counter forward currency contracts; rather than physical delivery of the two currencies at maturity, a net cash settlement is made by one party to the other in accordance with contract terms. Additionally, there is less counterparty risk because a regulated clearinghouse is the counterparty instead of the clearing broker or executing broker. The clearinghouse imposes initial margin requirements to secure the fund's performance, and requires daily settlement of variation margin representing changes in the market value of each contract. To further mitigate counterparty risk, the fund trades with a diverse group of prequalified executing brokers; monitors the financial strength of its clearing brokers, executing brokers, and clearinghouse; and has entered into agreements with its clearing brokers and executing brokers. Risks associated with all types of forward currency contracts include movement in the values of the foreign currencies relative to the U.S. dollar and the ability of the counterparties to fulfill their obligations under the contracts. The fund mitigates its counterparty risk by entering into forward currency contracts only with a diverse group of prequalified counterparties, monitoring their financial strength, entering into master netting arrangements with its counterparties, and requiring its counterparties to transfer collateral as security for their performance. In the absence of a default, the collateral pledged or received by the fund cannot be repledged, rehypothecated or (under master netting agreements) resold. The master netting arrangements provide that, in the event of a counterparty's default (including bankruptcy), the fund may terminate the forward currency contracts, determine the net amount owed by either party in accordance with its master netting arrangements, and sell or retain any collateral held up to the net amount owed to the fund under the master netting arrangements. The forward currency contracts contain provisions whereby a counterparty may terminate open contracts if the fund's net assets decline below a certain level, triggering a payment by the fund if the fund is in a net liability position at the time of the termination. The payment amount would be reduced by any collateral the fund has pledged. Any securities pledged as collateral for open contracts are noted in the Schedule of Investments. The value of collateral received or pledged is compared daily to the value of the forward currency contracts exposure with each counterparty, and any difference, if in excess of a specified minimum transfer amount, is adjusted and settled within two business days.

------

Total International Bond II Index Fund

Forward currency contracts are valued at their quoted daily prices obtained from an independent third party, adjusted for currency risk based on the expiration date of each contract. The notional amounts of the contracts are not recorded in the Statement of Assets and Liabilities. Fluctuations in the value of the contracts are recorded in the Statement of Assets and Liabilities as an asset (liability) and in the Statement of Operations as unrealized appreciation (depreciation) until the contracts are closed, when they are recorded as realized gains (losses) on forward currency contracts.

During the six months ended April 30, 2025, the fund's average investment in forward currency contracts represented 154% of net assets, based on the average of the net amounts of notional exposure.

5. Swap Contracts: The fund invests in credit default swaps to adjust the overall credit risk of the fund or to actively overweight or underweight credit risk to a specific issuer or group of issuers. The fund may sell credit protection through credit default swaps to simulate investments in long positions that are either unavailable or considered to be less attractively priced in the bond market. The fund may purchase credit protection through credit default swaps to reduce credit exposure to a given issuer or issuers. Under the terms of the swaps, an up-front payment may be exchanged between the seller and buyer. In addition, the seller of the credit protection receives a periodic payment of premium from the buyer that is a fixed percentage applied to a notional amount. If, for example, the reference entity is subject to a credit event (such as bankruptcy, failure to pay, or obligation acceleration) during the term of the swap, the seller agrees to either physically settle or cash settle the swap contract. If the swap is physically settled, the seller agrees to pay the buyer an amount equal to the notional amount and take delivery of a debt instrument of the reference issuer with a par amount equal to such notional amount. If the swap is cash settled, the seller agrees to pay the buyer the difference between the notional amount and the final price for the relevant debt instrument, as determined either in a market auction or pursuant to a pre-agreed-upon valuation procedure.

The fund enters into centrally cleared credit default swaps to achieve the same objectives specified with respect to the equivalent over-the-counter swaps but with less counterparty risk because a regulated clearinghouse is the counterparty instead of the clearing broker or executing broker. The clearinghouse imposes initial margin requirements to secure the fund's performance, and requires daily settlement of variation margin representing changes in the market value of each contract. To further mitigate counterparty risk, the fund trades with a diverse group of prequalified executing brokers; monitors the financial strength of its clearing brokers, executing brokers, and clearinghouse; and has entered into agreements with its clearing brokers and executing brokers.

The primary risk associated with selling credit protection is that, upon the occurrence of a defined credit event, the market value of the debt instrument received by the fund (or, in a cash settled swap, the debt instruments used to determine the settlement payment by the fund) will be significantly less than the amount paid by the fund and, in a physically settled swap, the fund may receive an illiquid debt instrument. A risk associated with all types of swaps is the possibility that a counterparty may default on its obligation to pay net amounts due to the fund. The fund's maximum amount subject to counterparty risk is the unrealized appreciation on the swap contract. The fund mitigates its counterparty risk by entering into swaps only with a diverse group of prequalified counterparties, monitoring their financial strength, entering into master netting arrangements with its counterparties, and requiring its counterparties to transfer collateral as security for their performance. In the absence of a default, the collateral pledged or received by the fund cannot be repledged, resold, or rehypothecated. In the event of a counterparty's default (including bankruptcy), the fund may terminate any swap contracts with that counterparty, determine the net amount owed by either party in accordance with its master netting arrangements, and sell or retain any collateral held up to the net amount owed to the fund under the master netting arrangements. The swap contracts contain provisions whereby a counterparty may terminate open contracts if the fund's net assets decline below a certain level, triggering a payment by the fund if the fund is in a net liability position at the time of the termination. The payment amount would be reduced by any collateral the fund has pledged. Any securities pledged as collateral for open contracts are noted in the Schedule of Investments. The value of collateral received or pledged is compared daily to the value of the swap contracts exposure with each counterparty, and any difference, if in excess of a specified minimum transfer amount, is adjusted and settled within two business days.

The notional amounts of swap contracts are not recorded in the Statement of Assets and Liabilities. Swaps are valued daily based on market quotations received from independent pricing services or recognized dealers and the change in value is recorded in the Statement of Assets and Liabilities as an asset (liability) and in the Statement of Operations as unrealized appreciation (depreciation) until the seller of credit protection is required to take delivery (or, in a cash settled swap, pay the settlement amount determined) upon occurrence of a credit event, periodic payments are made, or the swap terminates, at which time realized gain (loss) is recorded. The net premium to be received or paid by the fund under swap contracts is accrued daily and recorded as realized gain (loss) over the life of the contract.

During the six months ended April 30, 2025, the fund's average amounts of investments in credit protection sold and credit protection purchased represented 0% of net assets, based on the average of the notional amounts at each quarter-end during the period. The fund had no open credit default swap contracts at April 30, 2025.

The following table summarizes the fund's derivative assets and liabilities by counterparty for derivatives subject to arrangements that provide for offsetting assets and liabilities. Exchange-traded and centrally cleared derivatives are listed separately.

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  | Assets<br> Reflected in<br> Statement of<br> Assets and<br> Liabilities<sup>1</sup><br> ($000) | &nbsp;&nbsp;Liabilities<br> Reflected in<br> Statement of<br> Assets and<br> Liabilities<sup>1</sup><br> ($000) | &nbsp;&nbsp;Net Amount<br> Receivable<br> (Payable) ($000) | &nbsp;&nbsp;Amounts Not Offset in<br> the<br> Statement of Assets<br> and Liabilities | &nbsp;&nbsp;Amounts Not Offset in<br> the<br> Statement of Assets<br> and Liabilities | &nbsp;&nbsp;Net<br> Exposure<sup>3</sup><br> (Not Less<br> Than $0) ($000) |
|  | Assets<br> Reflected in<br> Statement of<br> Assets and<br> Liabilities<sup>1</sup><br> ($000) | &nbsp;&nbsp;Liabilities<br> Reflected in<br> Statement of<br> Assets and<br> Liabilities<sup>1</sup><br> ($000) | &nbsp;&nbsp;Net Amount<br> Receivable<br> (Payable) ($000) | &nbsp;&nbsp;Collateral<br> Pledged<sup>2</sup><br> ($000) | &nbsp;&nbsp;Collateral<br> Received<sup>2</sup><br> ($000) | &nbsp;&nbsp;Net<br> Exposure<sup>3</sup><br> (Not Less<br> Than $0) ($000) |
| Derivatives Subject to<br> Offsetting Arrangements, by Counterparty |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Bank of America, N.A. | &nbsp;&nbsp;&nbsp;4742 | &nbsp;&nbsp;&nbsp;&nbsp;(32684) | &nbsp;&nbsp;&nbsp;&nbsp;(27942) | &nbsp;&nbsp;&nbsp;&nbsp;33131 | &nbsp;&nbsp;— | &nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Bank of Montreal | &nbsp;&nbsp;&nbsp;2081 | &nbsp;&nbsp;&nbsp;&nbsp;(91504) | &nbsp;&nbsp;&nbsp;&nbsp;(89423) | &nbsp;&nbsp;&nbsp;&nbsp;86871 | &nbsp;&nbsp;— | &nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Barclays Bank plc | 29193 | &nbsp;&nbsp;(264513) | &nbsp;&nbsp;(235320) | &nbsp;&nbsp;278823 | &nbsp;&nbsp;— | &nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;BNP Paribas | 37236 | &nbsp;&nbsp;(172770) | &nbsp;&nbsp;(135534) | &nbsp;&nbsp;146334 | &nbsp;&nbsp;— | &nbsp;&nbsp;— |

---

------

Total International Bond II Index Fund

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  | Assets<br> Reflected in<br> Statement of<br> Assets and<br> Liabilities<sup>1</sup><br> ($000) | &nbsp;&nbsp;Liabilities<br> Reflected in<br> Statement of<br> Assets and<br> Liabilities<sup>1</sup><br> ($000) | &nbsp;&nbsp;Net Amount<br> Receivable<br> (Payable) ($000) | &nbsp;&nbsp;Amounts Not Offset in<br> the<br> Statement of Assets<br> and Liabilities | &nbsp;&nbsp;Amounts Not Offset in<br> the<br> Statement of Assets<br> and Liabilities | &nbsp;&nbsp;Net<br> Exposure<sup>3</sup><br> (Not Less<br> Than $0) ($000) |
|  | Assets<br> Reflected in<br> Statement of<br> Assets and<br> Liabilities<sup>1</sup><br> ($000) | &nbsp;&nbsp;Liabilities<br> Reflected in<br> Statement of<br> Assets and<br> Liabilities<sup>1</sup><br> ($000) | &nbsp;&nbsp;Net Amount<br> Receivable<br> (Payable) ($000) | &nbsp;&nbsp;Collateral<br> Pledged<sup>2</sup><br> ($000) | &nbsp;&nbsp;Collateral<br> Received<sup>2</sup><br> ($000) | &nbsp;&nbsp;Net<br> Exposure<sup>3</sup><br> (Not Less<br> Than $0) ($000) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Canadian Imperial Bank of Commerce | &nbsp;&nbsp;&nbsp;42183 | &nbsp;&nbsp;&nbsp;&nbsp;(135806) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(93623) | &nbsp;&nbsp;&nbsp;&nbsp;107879 | &nbsp;&nbsp;— | &nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Citibank, N.A. | &nbsp;&nbsp;&nbsp;29419 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(91201) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(61782) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65429 | &nbsp;&nbsp;— | &nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Commonwealth Bank of Australia | &nbsp;&nbsp;&nbsp;&nbsp;8327 | &nbsp;&nbsp;&nbsp;&nbsp;(182589) | &nbsp;&nbsp;&nbsp;&nbsp;(174262) | &nbsp;&nbsp;&nbsp;&nbsp;184872 | &nbsp;&nbsp;— | &nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Deutsche Bank AG | &nbsp;&nbsp;&nbsp;10723 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(75691) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(64968) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60806 | &nbsp;&nbsp;— | &nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;HSBC Bank plc | &nbsp;&nbsp;&nbsp;51911 | &nbsp;&nbsp;&nbsp;&nbsp;(649328) | &nbsp;&nbsp;&nbsp;&nbsp;(597417) | &nbsp;&nbsp;&nbsp;&nbsp;686228 | &nbsp;&nbsp;— | &nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;JPMorgan Chase Bank, N.A. | &nbsp;&nbsp;&nbsp;28099 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(80020) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(51921) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56433 | &nbsp;&nbsp;— | &nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Royal Bank of Canada | &nbsp;&nbsp;&nbsp;21364 | &nbsp;&nbsp;&nbsp;&nbsp;(557257) | &nbsp;&nbsp;&nbsp;&nbsp;(535893) | &nbsp;&nbsp;&nbsp;&nbsp;601034 | &nbsp;&nbsp;— | &nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Societe Generale SA | &nbsp;&nbsp;&nbsp;&nbsp;6334 | &nbsp;&nbsp;&nbsp;&nbsp;(115060) | &nbsp;&nbsp;&nbsp;&nbsp;(108726) | &nbsp;&nbsp;&nbsp;&nbsp;125866 | &nbsp;&nbsp;— | &nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;&nbsp;37148 | &nbsp;&nbsp;&nbsp;&nbsp;(300989) | &nbsp;&nbsp;&nbsp;&nbsp;(263841) | &nbsp;&nbsp;&nbsp;&nbsp;294346 | &nbsp;&nbsp;— | &nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;State Street Bank & Trust Co. | 149083 | &nbsp;&nbsp;(1373522) | &nbsp;&nbsp;(1224439) | &nbsp;&nbsp;1451206 | &nbsp;&nbsp;— | &nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;The Bank of New York Mellon Corp. | &nbsp;&nbsp;&nbsp;48739 | &nbsp;&nbsp;&nbsp;&nbsp;(201312) | &nbsp;&nbsp;&nbsp;&nbsp;(152573) | &nbsp;&nbsp;&nbsp;&nbsp;153967 | &nbsp;&nbsp;— | &nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Toronto-Dominion Bank | &nbsp;&nbsp;&nbsp;49700 | &nbsp;&nbsp;(1122544) | &nbsp;&nbsp;(1072844) | &nbsp;&nbsp;1205131 | &nbsp;&nbsp;— | &nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;6824 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(68098) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(61274) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72231 | &nbsp;&nbsp;— | &nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Wells Fargo Bank N.A. | &nbsp;&nbsp;&nbsp;20770 | &nbsp;&nbsp;&nbsp;&nbsp;(193727) | &nbsp;&nbsp;&nbsp;&nbsp;(172957) | &nbsp;&nbsp;&nbsp;&nbsp;174011 | &nbsp;&nbsp;— | &nbsp;&nbsp;— |
| Centrally Cleared Non-Deliverable<br> Forward Currency Contracts | &nbsp;&nbsp;&nbsp;&nbsp;3293 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3293 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36751 | &nbsp;&nbsp;— | &nbsp;&nbsp;— |
| Exchange-Traded<br> Futures Contracts | &nbsp;&nbsp;&nbsp;&nbsp;7681 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7681 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28392 | &nbsp;&nbsp;— | &nbsp;&nbsp;— |
| Total | 594850 | &nbsp;&nbsp;(5708615) | &nbsp;&nbsp;(5113765) | &nbsp;&nbsp;5849741 | &nbsp;&nbsp;— | &nbsp;&nbsp;— |

---

1 Absent an event of default or early termination, derivative assets and liabilities are presented gross and not offset in the Statement of Assets and Liabilities.

2 Securities or other assets pledged as collateral are noted in the Schedule of Investments and Statement of Assets and Liabilities, which may include amounts not subject to offsetting. Securities or other assets received as collateral are held in a segregated account and not included in the fund's security holdings in the Schedule of Investments.

3 Net Exposure represents the net amount receivable from the counterparty in the event of default. Counterparties are not required to exchange collateral if amount is below a specified minimum transfer amount.

6. 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 the open federal and state income tax year, and has concluded that no provision for income tax is required in the fund's financial statements.

7. Distributions: Distributions to shareholders are recorded on the ex-dividend date. Distributions are determined on a tax basis at the fiscal year-end and may differ from net investment income and realized capital gains for financial reporting purposes.

8. 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 six months ended April 30, 2025, the fund did not utilize the credit facilities or the Interfund Lending Program.

9. Other: Interest income includes income distributions received from Vanguard Market Liquidity Fund and is accrued daily. Premiums and discounts on debt securities are amortized and accreted, respectively, to interest income over the lives of the respective securities, except for premiums on certain callable debt securities that are amortized to the earliest call date. Security transactions are accounted for on the date securities are bought or sold. Costs used to determine realized gains (losses) on the sale of investment securities are those of the specific securities sold.

------

Total International Bond II Index Fund

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), shareholder reporting, and proxy fees. Marketing and distribution expenses are allocated to each class of shares based on a method approved by the board of trustees. Income, other non-class-specific expenses, and gains and losses on investments are allocated to each class of shares based on its relative net assets.

**B.** In accordance with the terms of a Funds' Service Agreement (the "FSA") between Vanguard and the fund, Vanguard furnishes to the fund investment advisory, corporate management, administrative, marketing,
and distribution services at Vanguard's cost of operations (as defined by the FSA). These costs of operations are allocated to the fund based on methods and guidelines approved by the board of trustees and are
generally settled twice a month.

Upon the request of Vanguard, the fund may invest up to 0.40% of its net assets as capital in Vanguard. At April 30, 2025, the fund had contributed to Vanguard capital in the amount of $3,434,000, representing less than 0.01% of the fund's net assets and 1.37% of Vanguard's capital received pursuant to the FSA. The fund's trustees and officers are also directors and employees, respectively, of Vanguard.

**C.** Various inputs may be used to determine the value of the fund's investments and derivatives. These inputs are summarized in three broad levels for financial statement purposes. The inputs or methodologies used
to value securities are not necessarily an indication of the risk associated with investing in those securities.

#### Level 1 —Quoted prices in active markets for identical securities.

#### Level 2 —Other significant observable inputs (including quoted prices for similar securities, interest rates, prepayment speeds, credit risk, etc.).
**Level 3—Significant unobservable inputs (including the fund's own assumptions used to determine the fair value of investments). Any investments and derivatives valued with significant unobservable inputs are noted on the Schedule of Investments.**

The following table summarizes the market value of the fund's investments and derivatives as of April 30, 2025, based on the inputs used to value them:

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | Level 1<br> ($000) | &nbsp;&nbsp;&nbsp;Level 2<br> ($000) | &nbsp;&nbsp;&nbsp;Level 3<br> ($000) | &nbsp;&nbsp;&nbsp;Total<br> ($000) |
| **Investments** |  |  |  |  |
| Assets |  |  |  |  |
| U.S. Government and Agency Obligations | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;952 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;952 |
| Asset-Backed/Commercial Mortgage-Backed Securities | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;467 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;467 |
| Corporate Bonds | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;26450648 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;26450648 |
| Sovereign Bonds | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;97234240 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;97234240 |
| Temporary Cash Investments | 3879308 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3879308 |
| Total | 3879308 | &nbsp;&nbsp;&nbsp;123686307 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;127565615 |
| **Derivative Financial Instruments** |  |  |  |  |
| Assets |  |  |  |  |
| Futures Contracts<sup>1</sup> | &nbsp;&nbsp;&nbsp;5323 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5323 |
| Forward Currency Contracts | 3598<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;583876 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;587474 |
| Total | &nbsp;&nbsp;&nbsp;8921 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;583876 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;592797 |
| Liabilities |  |  |  |  |
| Forward Currency Contracts | &nbsp;&nbsp;&nbsp;&nbsp;(575)<sup>1</sup> | &nbsp;&nbsp;&nbsp;(5708615) | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(5709190) |

---

1 Includes cumulative appreciation (depreciation) on futures contracts and centrally cleared non-deliverable forward currency contracts, if any, as reported in the Schedule of Investments. Only current day's variation margin is reported within the Statement of Assets and Liabilities.

**D.** At April 30, 2025, the fair values of derivatives were reflected in the Statement of Assets and Liabilities as follows:

&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | |
|:---|:---|:---|:---|
| Statement of Assets and Liabilities | Interest Rate<br> Contracts<br> ($000) | &nbsp;&nbsp;&nbsp;Foreign<br> Exchange<br> Contracts<br> ($000) | &nbsp;&nbsp;&nbsp;Total<br> ($000) |
| Unrealized Appreciation—Futures Contracts<sup>1</sup> | 5323 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;5323 |
| Unrealized Appreciation—Forward Currency Contracts<sup>1</sup> |  | &nbsp;&nbsp;&nbsp;587474 | &nbsp;&nbsp;&nbsp;587474 |
| Total Assets | 5323 | &nbsp;&nbsp;&nbsp;587474 | &nbsp;&nbsp;&nbsp;592797 |
| Unrealized Depreciation—Forward Currency Contracts<sup>1</sup> |  | &nbsp;&nbsp;&nbsp;(5709190) | &nbsp;&nbsp;&nbsp;(5709190) |
| Total Liabilities |  | &nbsp;&nbsp;&nbsp;(5709190) | &nbsp;&nbsp;&nbsp;(5709190) |

---

1 Includes cumulative appreciation (depreciation) on futures contracts and centrally cleared non-deliverable forward currency contracts, if any, as reported in the Schedule of Investments. Only current day's variation margin is reported within the Statement of Assets and Liabilities.

------

Total International Bond II Index Fund

Realized net gain (loss) and the change in unrealized appreciation (depreciation) on derivatives for the six months ended April 30, 2025, were:

---

| | | | | |
|:---|:---|:---|:---|:---|
| Realized Net Gain (Loss) on Derivatives | Interest Rate<br> Contracts<br> ($000) | Foreign<br> Exchange<br> Contracts<br> ($000) | Credit<br> Contracts<br> ($000) | &nbsp;&nbsp;Total<br> ($000) |
| Futures Contracts | (2417) |  |  | &nbsp;&nbsp;(2417) |
| Swap Contracts |  |  |  | &nbsp;&nbsp;— |
| Forward Currency Contracts |  | 5027834 |  | &nbsp;&nbsp;5027834 |
| Realized Net Gain (Loss) on Derivatives | (2417) | 5027834 |  | &nbsp;&nbsp;5025417 |
| Change in Unrealized Appreciation (Depreciation) on Derivatives |  |  |  |  |
| Futures Contracts | 5874 |  |  | &nbsp;&nbsp;5874 |
| Forward Currency Contracts |  | (9262336) |  | &nbsp;&nbsp;(9262336) |
| Change in Unrealized Appreciation (Depreciation) on Derivatives | 5874 | (9262336) |  | &nbsp;&nbsp;(9256462) |

---

**E.** As of April 30, 2025, gross unrealized appreciation and depreciation for investments and derivatives based on cost for U.S. federal income tax purposes were as follows:

---

| | |
|:---|:---|
|  | &nbsp;&nbsp;&nbsp;Amount<br> ($000) |
| Tax Cost | &nbsp;&nbsp;&nbsp;128627291 |
| Gross Unrealized Appreciation | &nbsp;&nbsp;&nbsp;&nbsp;10117683 |
| Gross Unrealized Depreciation | &nbsp;&nbsp;&nbsp;&nbsp;(16295752) |
| Net Unrealized Appreciation (Depreciation) | &nbsp;&nbsp;&nbsp;&nbsp;(6178069) |

---

The fund's tax-basis capital gains and losses are determined only at the end of each fiscal year. For tax purposes, at October 31, 2024, the fund had available capital losses totaling $4,479,458,000 that may be carried forward indefinitely to offset future net capital gains. The fund will use these capital losses to offset net taxable capital gains, if any, realized during the year ending October 31, 2025; should the fund realize net capital losses for the year, the losses will be added to the loss carryforward balance above.

**F.** During the six months ended April 30, 2025, the fund purchased $17,563,498,000 of investment securities and sold $19,413,925,000 of investment securities, other than temporary cash investments.

**G.** Capital share transactions for each class of shares were:

&nbsp;&nbsp;&nbsp;&nbsp;

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| | | | | |
|:---|:---|:---|:---|:---|
|  | Six Months Ended<br> April 30, 2025 | Six Months Ended<br> April 30, 2025 | &nbsp;&nbsp;&nbsp;Year Ended<br> October 31, 2024 | &nbsp;&nbsp;&nbsp;Year Ended<br> October 31, 2024 |
|  | Amount<br> ($000) | &nbsp;&nbsp;Shares<br> (000) | &nbsp;&nbsp;Amount<br> ($000) | &nbsp;&nbsp;Shares<br> (000) |
| **Investor Shares** |  |  |  |  |
| Issued | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62205 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6979 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;225325 | &nbsp;&nbsp;&nbsp;&nbsp;25394 |
| Issued in Lieu of Cash Distributions | &nbsp;&nbsp;&nbsp;&nbsp;213000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23913 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;296486 | &nbsp;&nbsp;&nbsp;&nbsp;33137 |
| Redeemed | &nbsp;&nbsp;&nbsp;(272019) | &nbsp;&nbsp;&nbsp;&nbsp;(30594) | &nbsp;&nbsp;&nbsp;&nbsp;(216044) | &nbsp;&nbsp;(24161) |
| Net Increase (Decrease)—Investor Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3186 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;298 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;305767 | &nbsp;&nbsp;&nbsp;&nbsp;34370 |
| **Institutional Shares** |  |  |  |  |
| Issued | &nbsp;&nbsp;5266270 | &nbsp;&nbsp;&nbsp;&nbsp;198139 | &nbsp;&nbsp;&nbsp;16390674 | &nbsp;&nbsp;&nbsp;620858 |
| Issued in Lieu of Cash Distributions | &nbsp;&nbsp;3834927 | &nbsp;&nbsp;&nbsp;&nbsp;145037 | &nbsp;&nbsp;&nbsp;&nbsp;4879865 | &nbsp;&nbsp;&nbsp;183805 |
| Redeemed | (4793594) | &nbsp;&nbsp;(181314) | &nbsp;&nbsp;(2394470) | &nbsp;&nbsp;(90361) |
| Net Increase (Decrease)—Institutional Shares | &nbsp;&nbsp;4307603 | &nbsp;&nbsp;&nbsp;&nbsp;161862 | &nbsp;&nbsp;&nbsp;18876069 | &nbsp;&nbsp;&nbsp;714302 |

---

**H.** Significant market disruptions, such as those caused by pandemics, natural or environmental disasters, war, acts of terrorism, political or regulatory conditions, 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.

The use of derivatives may expose the fund to various risks. Derivatives can be highly volatile, and any initial investment is generally small relative to the notional amount so that transactions may be leveraged in terms of market exposure. A relatively small market movement may have a potentially

------

Total International Bond II Index Fund

larger impact on derivatives than on standard securities. Leveraged derivatives positions can, therefore, increase volatility. Additional information regarding the fund's use of derivative(s) and the specific risks associated is described under significant accounting policies.

**I.** The fund adopted Accounting Standards Update 2023-07, Segment Reporting - Improvements to Reportable Segment Disclosures. The new guidance did not change how the fund identifies operating segments but did require
incremental disclosure of information not previously required. Operating segments are components of an entity that engage in business activities, have discrete financial information available, and have their operating
results regularly reviewed by a chief operating decision maker ("CODM"). The fund is considered a single segment. Vanguard's chief executive officer, chief investment officer, and chief financial
officer, who are also officers of the fund, as well as the fund's chief financial officer collectively act as the CODM. Vanguard has established various management committees to assist the CODM with overseeing
aspects of the fund's daily operations. Through these committees, the CODM manages the fund's operations to achieve a single investment objective, as detailed in its prospectus, through the execution of
the fund's investment strategies. When assessing segment performance and making decisions about segment resources, the CODM relies on the fund's portfolio composition, total returns, expense ratios and
changes in net assets which are consistent with the information contained in the fund's financial statements. Segment assets, liabilities, income, and expenses are also detailed in the accompanying financial
statements.

**J.** Management has determined that no subsequent events or transactions occurred through the date the financial statements were issued that would require recognition or disclosure in
these financial statements.

Q44382 062025

------

**Item 8: Changes in and Disagreements with Accountants for Open-End Management Investment Companies.**

Not applicable.

**Item 9: Proxy Disclosures for Open-End Management Investment Companies.**

At a special meeting of shareholders on February 26, 2025, shareholders of Vanguard Charlotte Funds (the "Trust") approved the following proposal:

Proposal 1—Elect Trustees for each fund.\*

The individuals listed in the table below were elected as Trustees. All Trustees with the exception of Mr. Murphy; Ms. Patterson; Mr. Ramji; and Ms. Venneman, served as Trustees prior to the shareholder meeting. Each vote reported below represents one dollar of the total combined net asset value of the Trust's shares held on the record date of November 26, 2024.

---

| | | | | |
|:---|:---|:---|:---|:---|
| Trustee | Votes For | Votes Withheld | Abstained | Broker <br>Non-Votes |
| Tara Bunch | 207768507191 | 3766630022 | N/A | N/A |
| Mark Loughridge | 205992071126 | 5543066086 | N/A | N/A |
| Scott C. Malpass | 206166685872 | 5368451340 | N/A | N/A |
| John Murphy | 207748398623 | 3786738589 | N/A | N/A |
| Lubos Pastor | 207778028893 | 3757108319 | N/A | N/A |
| Rebecca Patterson | 207874139134 | 3660998078 | N/A | N/A |
| André F. Perold | 206287852815 | 5247284397 | N/A | N/A |
| Salim Ramji | 206292335353 | 5242801859 | N/A | N/A |
| Sarah Bloom Raskin | 206252844667 | 5282292546 | N/A | N/A |
| Grant Reid | 207738459498 | 3796677714 | N/A | N/A |
| David Thomas | 207690816479 | 3844320733 | N/A | N/A |
| Barbara Venneman | 207849027717 | 3686109495 | N/A | N/A |
| Peter F. Volanakis | 206022341660 | 5512795553 | N/A | N/A |

---

\* Results are for all funds within the same Trust.

**Item 10: Remuneration Paid to Directors, Officers, and Others of Open-End Management Investment Companies.**

Not applicable. The Trustees' Fees and Expenses are included in the financial statements filed under Item 7 of this Form.

**Item 11: Statement Regarding Basis for Approval of Investment Advisory Contracts.**

**Trustees Approve Advisory Arrangement – Total International Bond Index Fund**

The board of trustees of Vanguard Total International Bond Index Fund has renewed the fund's investment advisory arrangement with The Vanguard Group, Inc. (Vanguard), through its Fixed Income Group. The board determined that continuing the fund's internalized management structure was in the best interests of the fund and its shareholders.

The board based its decision upon an evaluation of the advisor's investment staff, portfolio management process, and performance. This evaluation included information provided to the board by Vanguard's Oversight and Manager Search team, which is responsible for fund and advisor oversight and product management. The Oversight and Manager Search team met regularly with the advisor and made presentations to the board during the fiscal year that directed the board's focus to relevant information and topics.

The board, or an investment committee made up of board members, also received information throughout the year during advisor presentations conducted by the Oversight and Manager Search team. For each advisor presentation, the board was provided with letters and reports that included information about, among other things, the advisory firm and the advisor's assessment of the investment environment, portfolio performance, and portfolio characteristics.

In addition, the board received periodic reports throughout the year, which included information about the fund's performance relative to its peers and benchmark, as applicable, and updates, as needed, on the Oversight and Manager Search team's ongoing assessment of the advisor.

Prior to their meeting, the trustees were provided with a memo and materials that summarized the information they received over the course of the year. They also considered the factors discussed below, among others. However, no single factor determined whether the board approved the arrangement. Rather, it was the totality of the circumstances that drove the board's decision.

**Nature, extent, and quality of services**

The board reviewed the quality of the investment management services over both the short and long term and took into account the organizational depth and stability of the advisor. The board considered that Vanguard has been managing investments for more than four decades. The Fixed Income Group adheres to a sound, disciplined investment management process; the team has considerable experience, stability, and depth.

The board concluded that Vanguard's experience, stability, depth, and performance, among other factors, warranted continuation of the advisory arrangement.

**Investment performance**

The board considered the short- and long-term performance of the fund, including any periods of outperformance or underperformance compared with its target index and peer group. The board concluded that the performance was such that the advisory arrangement should continue.

**Cost**

The board concluded that the fund's expense ratio was below the average expense ratio charged by funds in its peer group and that the fund's advisory expenses were also below the peer-group average.

The board does not conduct a profitability analysis of Vanguard because of Vanguard's unique structure. Unlike most other mutual fund management companies, Vanguard is owned by the funds it oversees.

**The benefit of economies of scale**

The board concluded that the fund's arrangement with Vanguard ensures that the fund will realize economies of scale as it grows, with the cost to shareholders declining as fund assets increase.

The board will consider whether to renew the advisory arrangement again after a one-year period.

**Trustees Approve Advisory Arrangement – Total International Bond II Index Fund**

The board of trustees of Vanguard Total International Bond II Index Fund has renewed the fund's investment advisory arrangement with the Vanguard Group Inc. (Vanguard), through its Fixed Income Group. The board determined that continuing the fund's internalized management structure was in the best interests of the fund and its shareholders.

The board based its decision upon an evaluation of the advisor's investment staff, portfolio management process, and performance. This evaluation included information provided to the board by Vanguard's Oversight and Manager Search team, which is responsible for fund and advisor oversight and product management. The Oversight and Manager Search team met regularly with the advisor and made presentations to the board during the fiscal year that directed the board's focus to relevant information and topics.

The board, or an investment committee made up of board members, also received information throughout the year during advisor presentations conducted by the Oversight and Manager Search team. For each advisor presentation, the board was provided with letters and reports that included information about, among other things, the advisory firm and the advisor's assessment of the investment environment, portfolio performance, and portfolio characteristics.

In addition, the board received periodic reports throughout the year, which included information about the fund's performance relative to its peers and benchmark, as applicable, and updates, as needed, on the Oversight and Manager Search team's ongoing assessment of the advisor.

Prior to their meeting, the trustees were provided with a memo and materials that summarized the information they received over the course of the year. They also considered the factors discussed below, among others. However, no single factor determined whether the board approved the arrangement. Rather, it was the totality of the circumstances that drove the board's decision.

**Nature, extent, and quality of services**

The board reviewed the quality of the investment management services provided to the fund since its inception in 2021; it also took into account the organizational depth and stability of the advisor. The board noted that Vanguard has been managing investments for more than four decades. The Fixed Income Group adheres to sound, disciplined investment management processes; the group's management team has considerable experience, stability, and depth.

The board concluded that Vanguard's experience, stability, depth, and performance, among other factors, warranted continuation of the advisory arrangement.

**Investment performance**

The board considered the fund's performance since its inception in 2021, including any periods of outperformance or underperformance compared with its target index and peer group. The board concluded that the performance was such that the advisory arrangement should continue.

**Cost**

The board concluded that the fund's expense ratio was below the average expense ratio charged by funds in its peer group and that the fund's advisory expenses were also below the peer-group average.

The board does not conduct a profitability analysis of Vanguard because of Vanguard's unique structure. Unlike most other mutual fund management companies, Vanguard is owned by the funds it oversees.

**The benefit of economies of scale**

The board concluded that Vanguard's arrangement with the fund ensures that the fund will realize economies of scale as it grows, with the cost to shareholders declining as fund assets increase.

The board will consider whether to renew the advisory arrangement after a one-year period.

**Item 12: Disclosure of Proxy Voting Policies and Procedures for Closed-End Management Investment Companies.**

Not applicable.

**Item 13: Portfolio Managers of Closed-End Management Investment Companies.**

Not applicable.

**Item 14**: **Purchase of Equity Securities by Closed-End Management Investment Company and Affiliated Purchasers.**

Not applicable.

**Item 15**: **Submission of Matters to a Vote of Security Holders.**

Not applicable.

**Item 16**: **Controls and Procedures.**

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

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(b) Internal Control Over Financial Reporting. There were no changes in the Registrant's Internal Control Over Financial Reporting that occurred during the period covered by this report that has materially affected, or is reasonably likely to materially affect, the Registrant's internal control over financial reporting.

**Item 17**: **Disclosure of Securities Lending Activities for Closed-End Management Investment Companies.**

Not applicable.

**Item 18: Recovery of Erroneously Awarded Compensation.**

Not applicable.

**Item 19: Exhibits.**

---

| | |
|:---|:---|
| (a)(1) | Not applicable. |
| [(a)(2)](tm2515692d9_ex99-cert.htm) | [Certifications filed herewith.](tm2515692d9_ex99-cert.htm) |
| [(a)(2)](tm2515692d9_ex99-906cert.htm) | [Certifications filed herewith.](tm2515692d9_ex99-906cert.htm) |

---

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

---

| | |
|:---|:---|
|  | VANGUARD CHARLOTTE FUNDS |
| BY: | /s/ SALIM RAMJI\* |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SALIM RAMJI |
|  | CHIEF EXECUTIVE OFFICER |

---

Date: June 23, 2025

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

---

| | |
|:---|:---|
|  | VANGUARD CHARLOTTE FUNDS |
| BY: | /s/ SALIM RAMJI\* |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SALIM RAMJI |
|  | CHIEF EXECUTIVE OFFICER |
| Date: June 23, 2025 | Date: June 23, 2025 |
|  | VANGUARD CHARLOTTE FUNDS |
| BY: | /s/ CHRISTINE BUCHANAN\* |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CHRISTINE BUCHANAN |
|  | CHIEF FINANCIAL OFFICER |

---

Date: June 23, 2025

---

| | |
|:---|:---|
| \* By: | /s/ Tonya T. Robinson |

---

Tonya T. Robinson, pursuant to a [Power of Attorney](https://www.sec.gov/Archives/edgar/data/1532203/000168386325001428/f40903d9.htm) filed on February 28, 2025 (see File Number 333-177613), Incorporated by Reference.

## Ex-99.Cert

**Exhibit 99.CERT**

<u>CERTIFICATIONS</u>

I, Salim Ramji, certify that:

1. I have reviewed this report on Form N-CSR of Vanguard Charlotte Funds;

2. Based on my knowledge, this report does not contain any untrue statement of a material fact or omit to state a material fact necessary to make the statements made, in light of the circumstances under which such statements were made, not misleading with respect to the period covered by this report;

3. Based on my knowledge, the financial statements, and other financial information included in this report, fairly present in all material respects the financial condition, results of operations, changes in net assets, and cash flows (if the financial statements are required to include a statement of cash flows) of the registrant as of, and for, the periods presented in this report;

4. The registrant's other certifying officer(s) and I are responsible for establishing and maintaining disclosure controls and procedures (as defined in Rule 30a-3(c) under the Investment Company Act of 1940) and internal control over financial reporting (as defined in Rule 30a-3(d) under the Investment Company Act of 1940) for the registrant and have:

(a) Designed such disclosure controls and procedures, or caused such disclosure controls and procedures to be designed under our supervision, to ensure that material information relating to the registrant, including its consolidated subsidiaries, is made known to us by others within those entities, particularly during the period in which this report is being prepared;

(b) Designed such internal control over financial reporting, or caused such internal control over financial reporting to be designed under our supervision, to provide reasonable assurance regarding the reliability of financial reporting and the preparation of financial statements for external purposes in accordance with generally accepted accounting principles;

(c) Evaluated the effectiveness of the registrant's disclosure controls and procedures and presented in this report our conclusions about the effectiveness of the disclosure controls and procedures, as of a date within 90 days prior to the filing date of this report based on such evaluation; and

(d) Disclosed in this report any change in the registrant's internal control over financial reporting that occurred during the period covered by this report that has materially affected, or is reasonably likely to materially affect, the registrant's internal control over financial reporting; and

5. The registrant's other certifying officer(s) and I have disclosed to the registrant's auditors and the audit committee of the registrant's board of directors (or persons performing the equivalent functions):

(a) All significant deficiencies and material weaknesses in the design or operation of internal control over financial reporting which are reasonably likely to adversely affect the registrant's ability to record, process, summarize, and report financial information; and

(b) Any fraud, whether or not material, that involves management or other employees who have a significant role in the registrant's internal control over financial reporting.

Date: June 23, 2025

---

| |
|:---|
| /s/ Salim Ramji |
| Salim Ramji |
| Chief Executive Officer |

---

<u>CERTIFICATIONS</u>

I, Christine Buchanan, certify that:

1. I have reviewed this report on Form N-CSR of Vanguard Charlotte Funds;

2. Based on my knowledge, this report does not contain any untrue statement of a material fact or omit to state a material fact necessary to make the statements made, in light of the circumstances under which such statements were made, not misleading with respect to the period covered by this report;

3. Based on my knowledge, the financial statements, and other financial information included in this report, fairly present in all material respects the financial condition, results of operations, changes in net assets, and cash flows (if the financial statements are required to include a statement of cash flows) of the registrant as of, and for, the periods presented in this report;

4. The registrant's other certifying officer(s) and I are responsible for establishing and maintaining disclosure controls and procedures (as defined in Rule 30a-3(c) under the Investment Company Act of 1940) and internal control over financial reporting (as defined in Rule 30a-3(d) under the Investment Company Act of 1940) for the registrant and have:

(a) Designed such disclosure controls and procedures, or caused such disclosure controls and procedures to be designed under our supervision, to ensure that material information relating to the registrant, including its consolidated subsidiaries, is made known to us by others within those entities, particularly during the period in which this report is being prepared;

(b) Designed such internal control over financial reporting, or caused such internal control over financial reporting to be designed under our supervision, to provide reasonable assurance regarding the reliability of financial reporting and the preparation of financial statements for external purposes in accordance with generally accepted accounting principles;

(c) Evaluated the effectiveness of the registrant's disclosure controls and procedures and presented in this report our conclusions about the effectiveness of the disclosure controls and procedures, as of a date within 90 days prior to the filing date of this report based on such evaluation; and

(d) Disclosed in this report any change in the registrant's internal control over financial reporting that occurred during the period covered by this report that has materially affected, or is reasonably likely to materially affect, the registrant's internal control over financial reporting; and

5. The registrant's other certifying officer(s) and I have disclosed to the registrant's auditors and the audit committee of the registrant's board of directors (or persons performing the equivalent functions):

(a) All significant deficiencies and material weaknesses in the design or operation of internal control over financial reporting which are reasonably likely to adversely affect the registrant's ability to record, process, summarize, and report financial information; and

(b) Any fraud, whether or not material, that involves management or other employees who have a significant role in the registrant's internal control over financial reporting.

Date: June 23, 2025

---

| |
|:---|
| /s/ Christine Buchanan |
| Christine Buchanan |
| Chief Financial Officer |

---

## Exhibit 99.906

**Exhibit 99.906CERT**

**Certification Pursuant to 18 U.S.C. Section 1350, As Adopted Pursuant to**

**Section 906 of the Sarbanes-Oxley Act of 2002**

Name of Issuer: **<u>Vanguard Charlotte Funds</u>**

In connection with the Report on Form N-CSR of the above-named issuer that is accompanied by this certification, the undersigned hereby certifies, to his knowledge, that:

1. The Report fully complies with the requirements of Section 13(a) or 15(d) of the Securities Exchange Act of 1934; and

2. The information contained in the Report fairly presents, in all material respects, the financial condition and results of operations
of the issuer.

Date: June 23, 2025

---

| |
|:---|
| /s/ Salim Ramji |
| Salim Ramji |
| Chief Executive Officer |

---

**Certification Pursuant to 18 U.S.C. Section 1350, As Adopted Pursuant to**

**Section 906 of the Sarbanes-Oxley Act of 2002**

Name of Issuer: **<u>Vanguard Charlotte Funds</u>**

In connection with the Report on Form N-CSR of the above-named issuer that is accompanied by this certification, the undersigned hereby certifies, to her knowledge, that:

1. The Report fully complies with the requirements of Section 13(a) or 15(d) of the Securities Exchange Act of 1934; and

2. The information contained in the Report fairly presents, in all material respects, the financial condition and results of operations
of the issuer.

Date: June 23, 2025

---

| |
|:---|
| /s/ Christine Buchanan |
| Christine Buchanan |
| Chief Financial Officer |

---