Portfolio

of

investments

(unaudited)

Growth

&

Income

Fund

January

31,

2023

1

SHARES

COMPANY

REFERENCERATE

&

SPREAD

VALUE

COMMON

STOCKS

-

99.5%

AUTOMOBILES

&

COMPONENTS

-

2

.4

%

733,288

*

Tesla,

Inc

$

127,020,147‌

TOTAL

AUTOMOBILES

&

COMPONENTS

127,020,147‌

BANKS

-

2

.1

%

120,754

*

SVB

Financial

Group

36,520,840‌

1,568,095

Wells

Fargo

&

Co

73,496,612‌

TOTAL

BANKS

110,017,452‌

CAPITAL

GOODS

-

8

.8

%

325,350

Caterpillar,

Inc

82,082,552‌

397,640

Dover

Corp

60,373,681‌

1,156,893

Fortive

Corp

78,703,431‌

304,028

Honeywell

International,

Inc

63,383,757‌

310,540

Hubbell,

Inc

71,085,711‌

96,420

W.W.

Grainger,

Inc

56,837,662‌

506,111

Westinghouse

Air

Brake

Technologies

Corp

52,539,383‌

TOTAL

CAPITAL

GOODS

465,006,177‌

DIVERSIFIED

FINANCIALS

-

6

.6

%

645,524

American

Express

Co

112,921,513‌

132,006

Ameriprise

Financial,

Inc

46,217,941‌

737,702

Ares

Management

Corp

61,221,889‌

1,240,606

Bank

of

New

York

Mellon

Corp

62,737,445‌

534,468

Discover

Financial

Services

62,388,450‌

TOTAL

DIVERSIFIED

FINANCIALS

345,487,238‌

ENERGY

-

5

.0

%

672,965

EOG

Resources,

Inc

88,999,621‌

1,734,941

EQT

Corp

56,680,523‌

1,003,317

Exxon

Mobil

Corp

116,394,805‌

TOTAL

ENERGY

262,074,949‌

FOOD

&

STAPLES

RETAILING

-

1

.7

%

174,522

Costco

Wholesale

Corp

89,205,175‌

TOTAL

FOOD

&

STAPLES

RETAILING

89,205,175‌

HEALTH

CARE

EQUIPMENT

&

SERVICES

-

4

.0

%

697,879

Abbott

Laboratories

77,150,524‌

195,290

Cigna

Corp

61,842,484‌

912,981

*

Edwards

Lifesciences

Corp

70,025,643‌

TOTAL

HEALTH

CARE

EQUIPMENT

&

SERVICES

209,018,651‌

HOUSEHOLD

&

PERSONAL

PRODUCTS

-

3

.4

%

183,681

Estee

Lauder

Cos

(Class

A)

50,894,331‌

902,681

Procter

&

Gamble

Co

128,523,721‌

TOTAL

HOUSEHOLD

&

PERSONAL

PRODUCTS

179,418,052‌

INSURANCE

-

5

.7

%

1,867,074

American

International

Group,

Inc

118,036,418‌

958,688

*

Arch

Capital

Group

Ltd

61,691,573‌

537,314

Chubb

Ltd

122,233,562‌

TOTAL

INSURANCE

301,961,553‌

MATERIALS

-

4

.1

%

1,637,639

Corteva,

Inc

105,545,834‌

194,602

Linde

plc

64,401,586‌

874,041

Sealed

Air

Corp

47,862,485‌

TOTAL

MATERIALS

217,809,905‌

Portfolio

of

investments

(unaudited)

Growth

&

Income

Fund

January

31,

2023

2

continued

SHARES

COMPANY

REFERENCERATE

&

SPREAD

VALUE

MEDIA

&

ENTERTAINMENT

-

5

.4

%

1,043,474

*

Alphabet,

Inc

(Class

A)

$

103,136,970‌

945,277

*

Alphabet,

Inc

(Class

C)

94,404,814‌

581,732

*

Meta

Platforms,

Inc

86,660,616‌

TOTAL

MEDIA

&

ENTERTAINMENT

284,202,400‌

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES

-

7

.2

%

1,595,559

Bristol-Myers

Squibb

Co

115,917,361‌

1,328,472

Merck

&

Co,

Inc

142,691,177‌

41,417

*

Mettler-Toledo

International,

Inc

63,488,948‌

172,694

*

Waters

Corp

56,743,795‌

TOTAL

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES

378,841,281‌

REAL

ESTATE

-

2

.9

%

563,600

Prologis,

Inc

72,862,208‌

623,069

Simon

Property

Group,

Inc

80,039,444‌

TOTAL

REAL

ESTATE

152,901,652‌

RETAILING

-

8

.3

%

1,776,947

*

Amazon.com,

Inc

183,256,544‌

315,444

Home

Depot,

Inc

102,257,481‌

448,263

Lowe's

Companies,

Inc

93,350,770‌

115,026

*

Ulta

Beauty,

Inc

59,118,763‌

TOTAL

RETAILING

437,983,558‌

SEMICONDUCTORS

&

SEMICONDUCTOR

EQUIPMENT

-

7

.0

%

140,553

Broadcom,

Inc

82,224,910‌

131,757

Lam

Research

Corp

65,891,676‌

740,735

NVIDIA

Corp

144,717,397‌

593,196

QUALCOMM,

Inc

79,019,639‌

TOTAL

SEMICONDUCTORS

&

SEMICONDUCTOR

EQUIPMENT

371,853,622‌

SOFTWARE

&

SERVICES

-

14

.5

%

1,449,717

Microsoft

Corp

359,254,370‌

1,618,708

Oracle

Corp

143,190,910‌

582,040

*

Palo

Alto

Networks,

Inc

92,334,825‌

165,374

*

ServiceNow,

Inc

75,266,669‌

268,559

*

Synopsys,

Inc

95,002,746‌

TOTAL

SOFTWARE

&

SERVICES

765,049,520‌

TECHNOLOGY

HARDWARE

&

EQUIPMENT

-

5

.9

%

1,519,950

Apple,

Inc

219,313,586‌

714,946

*

Arista

Networks,

Inc

90,097,495‌

TOTAL

TECHNOLOGY

HARDWARE

&

EQUIPMENT

309,411,081‌

UTILITIES

-

4

.5

%

962,121

Alliant

Energy

Corp

51,983,398‌

620,293

American

Electric

Power

Co,

Inc

58,282,730‌

1,844,502

Centerpoint

Energy,

Inc

55,556,400‌

950,449

NextEra

Energy,

Inc

70,932,009‌

TOTAL

UTILITIES

236,754,537‌

TOTAL

COMMON

STOCKS

5,244,016,950‌

(Cost

$4,128,331,089)

PRINCIPAL

ISSUER

RATE

MATURITY

DATE

SHORT-TERM

INVESTMENTS

-

0.4%

GOVERNMENT

AGENCY

DEBT

-

0

.2

%

$

6,000,000

Federal

Farm

Credit

Bank

(FFCB)

0

.000

%

02/02/23

5,999,252‌

Portfolio

of

investments

(unaudited)

Growth

&

Income

Fund

January

31,

2023

3

concluded

PRINCIPAL

ISSUER

REFERENCERATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

GOVERNMENT

AGENCY

DEBT—continued

$

5,000,000

Federal

Home

Loan

Bank

(FHLB)

0

.000

%

02/03/23

$

4,998,725‌

TOTAL

GOVERNMENT

AGENCY

DEBT

10,997,977‌

REPURCHASE

AGREEMENT

-

0

.2

%

11,320,000

r

Fixed

Income

Clearing

Corp

(FICC)

4

.290

02/01/23

11,320,000‌

TOTAL

REPURCHASE

AGREEMENT

11,320,000‌

SHARES

COMPANY

EXP

INVESTMENTS

IN

REGISTERED

INVESTMENT

COMPANIES

-

0

.0

%

19

c

State

Street

Navigator

Securities

Lending

Government

Money

Market

Portfolio

4

.550

19‌

TOTAL

INVESTMENTS

IN

REGISTERED

INVESTMENT

COMPANIES

19‌

TOTAL

SHORT-TERM

INVESTMENTS

22,317,996‌

(Cost

$22,318,147)

TOTAL

INVESTMENTS

-

99.9%

5,266,334,946‌

(Cost

$4,150,649,236)

OTHER

ASSETS

&

LIABILITIES,

NET

-

0.1%

7,800,685‌

NET

ASSETS

-

100.0%

$

5,274,135,631‌

*

Non-income

producing

c

Investments

made

with

cash

collateral

received

from

securities

on

loan.

r

Agreement

with

Fixed

Income

Clearing

Corp

(FICC),

4.290%

dated

1/31/23

to

be

repurchased

at

$11,320,000

on

2/1/23,

collateralized

by

Government

Agency

Securities,

with

coupon

rate

2.875%

and

maturity

date

6/15/25,

valued

at

$11,546,442.

Large-Cap

Growth

Fund

January

31,

2023

Portfolio

of

investments

(unaudited)

4

SHARES

COMPANY

REFERENCERATE

&

SPREAD

VALUE

COMMON

STOCKS

-

99.0%

AUTOMOBILES

&

COMPONENTS

-

1

.4

%

387,335

*

Tesla,

Inc

$

67,094,169‌

TOTAL

AUTOMOBILES

&

COMPONENTS

67,094,169‌

CAPITAL

GOODS

-

3

.0

%

324,931

*

Boeing

Co

69,210,303‌

112,986

Deere

&

Co

47,775,000‌

186,676

Safran

S.A.

26,843,170‌

TOTAL

CAPITAL

GOODS

143,828,473‌

COMMERCIAL

&

PROFESSIONAL

SERVICES

-

2

.6

%

503,526

Experian

Group

Ltd

18,413,680‌

196,686

Verisk

Analytics,

Inc

35,755,548‌

537,843

Waste

Connections,

Inc

71,479,335‌

TOTAL

COMMERCIAL

&

PROFESSIONAL

SERVICES

125,648,563‌

CONSUMER

DURABLES

&

APPAREL

-

1

.4

%

156,703

Essilor

International

S.A.

28,751,762‌

111,320

Nike,

Inc

(Class

B)

14,174,376‌

3,378,400

Prada

S.p.A

21,603,354‌

TOTAL

CONSUMER

DURABLES

&

APPAREL

64,529,492‌

CONSUMER

SERVICES

-

5

.4

%

77,263

*

Booking

Holdings,

Inc

188,065,868‌

777,931

*

Las

Vegas

Sands

Corp

45,897,929‌

220,633

Starbucks

Corp

24,079,886‌

TOTAL

CONSUMER

SERVICES

258,043,683‌

DIVERSIFIED

FINANCIALS

-

1

.6

%

129,204

American

Express

Co

22,601,656‌

3,133,698

*

Grab

Holdings

Ltd.

11,876,715‌

109,781

S&P

Global,

Inc

41,161,288‌

TOTAL

DIVERSIFIED

FINANCIALS

75,639,659‌

ENERGY

-

2

.9

%

444,199

ConocoPhillips

54,134,532‌

222,545

Pioneer

Natural

Resources

Co

51,263,241‌

216,079

Valero

Energy

Corp

30,257,542‌

TOTAL

ENERGY

135,655,315‌

FOOD

&

STAPLES

RETAILING

-

1

.8

%

163,055

Costco

Wholesale

Corp

83,343,933‌

TOTAL

FOOD

&

STAPLES

RETAILING

83,343,933‌

FOOD,

BEVERAGE

&

TOBACCO

-

3

.5

%

1,694,442

Davide

Campari-Milano

NV

18,176,414‌

787,477

*

Monster

Beverage

Corp

81,960,606‌

383,383

PepsiCo,

Inc

65,566,161‌

TOTAL

FOOD,

BEVERAGE

&

TOBACCO

165,703,181‌

HEALTH

CARE

EQUIPMENT

&

SERVICES

-

5

.8

%

161,486

*

Align

Technology,

Inc

43,557,619‌

469,412

*

Dexcom,

Inc

50,269,331‌

322,131

*

Intuitive

Surgical,

Inc

79,144,365‌

200,701

UnitedHealth

Group,

Inc

100,187,932‌

TOTAL

HEALTH

CARE

EQUIPMENT

&

SERVICES

273,159,247‌

Portfolio

of

investments

(unaudited)

Large-Cap

Growth

Fund

January

31,

2023

5

continued

SHARES

COMPANY

REFERENCERATE

&

SPREAD

VALUE

HOUSEHOLD

&

PERSONAL

PRODUCTS

-

0

.5

%

84,157

Estee

Lauder

Cos

(Class

A)

$

23,318,222‌

TOTAL

HOUSEHOLD

&

PERSONAL

PRODUCTS

23,318,222‌

INSURANCE

-

0

.9

%

656,598

American

International

Group,

Inc

41,510,126‌

TOTAL

INSURANCE

41,510,126‌

MATERIALS

-

1

.6

%

545,293

Corteva,

Inc

35,144,134‌

123,232

Linde

plc

40,782,398‌

TOTAL

MATERIALS

75,926,532‌

MEDIA

&

ENTERTAINMENT

-

7

.7

%

1,754,781

*

Alphabet,

Inc

(Class

C)

175,249,979‌

299,686

*

Match

Group,

Inc

16,219,006‌

758,623

*

Meta

Platforms,

Inc

113,012,068‌

5,838

NetEase,

Inc

(ADR)

517,305‌

63,804

*

Netflix,

Inc

22,577,684‌

496,282

*

ROBLOX

Corp

18,466,653‌

167,217

*

Walt

Disney

Co

18,141,372‌

TOTAL

MEDIA

&

ENTERTAINMENT

364,184,067‌

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES

-

5

.2

%

443,112

AbbVie,

Inc

65,469,798‌

76,002

Amgen,

Inc

19,182,905‌

895,805

*

Avantor,

Inc

21,409,740‌

270,354

Gilead

Sciences,

Inc

22,693,515‌

187,581

*

Horizon

Therapeutics

Plc

20,581,387‌

184,412

*

Illumina,

Inc

39,501,050‌

169,833

Novo

Nordisk

AS

23,503,149‌

216,951

Zoetis,

Inc

35,903,221‌

TOTAL

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES

248,244,765‌

RETAILING

-

11

.8

%

401,697

*

Alibaba

Group

Holding

Ltd

(ADR)

44,267,009‌

3,844,868

*

Amazon.com,

Inc

396,521,237‌

671,811

*

Coupang,

Inc

11,346,888‌

420,899

eBay,

Inc

20,834,501‌

31,065

Kering

19,383,215‌

797,576

TJX

Companies,

Inc

65,289,571‌

TOTAL

RETAILING

557,642,421‌

SEMICONDUCTORS

&

SEMICONDUCTOR

EQUIPMENT

-

6

.7

%

700,720

*

Advanced

Micro

Devices,

Inc

52,659,108‌

469,072

Applied

Materials,

Inc

52,296,837‌

131,315

Broadcom,

Inc

76,820,588‌

405,147

Marvell

Technology,

Inc

17,482,093‌

595,719

NVIDIA

Corp

116,385,621‌

TOTAL

SEMICONDUCTORS

&

SEMICONDUCTOR

EQUIPMENT

315,644,247‌

SOFTWARE

&

SERVICES

-

26

.6

%

169,792

Accenture

plc

47,380,458‌

14,500

*,g

Adyen

NV

21,922,651‌

86,343

*

Atlassian

Corp

13,954,756‌

240,598

*

DocuSign,

Inc

14,589,863‌

210,506

Intuit,

Inc

88,974,571‌

1,788,638

Microsoft

Corp

443,242,383‌

589,593

Oracle

Corp

52,155,397‌

155,010

*

Palo

Alto

Networks,

Inc

24,590,786‌

549,907

*

PayPal

Holdings,

Inc

44,811,921‌

752,650

*

Qualtrics

International,

Inc

11,869,290‌

Portfolio

of

investments

(unaudited)

Large-Cap

Growth

Fund

January

31,

2023

6

concluded

SHARES

COMPANY

REFERENCERATE

&

SPREAD

VALUE

SOFTWARE

&

SERVICES—continued

82,871

Roper

Technologies,

Inc

$

35,365,199‌

475,350

*

Salesforce,

Inc

79,844,540‌

104,982

*

ServiceNow,

Inc

47,780,458‌

75,971

*

Synopsys,

Inc

26,874,741‌

1,198,790

Visa,

Inc

(Class

A)

275,973,446‌

173,528

*

Workday,

Inc

31,483,185‌

TOTAL

SOFTWARE

&

SERVICES

1,260,813,645‌

TECHNOLOGY

HARDWARE

&

EQUIPMENT

-

6

.1

%

2,016,618

Apple,

Inc

290,977,811‌

TOTAL

TECHNOLOGY

HARDWARE

&

EQUIPMENT

290,977,811‌

TRANSPORTATION

-

2

.5

%

2,058,281

*

Uber

Technologies,

Inc

63,662,631‌

280,294

Union

Pacific

Corp

57,233,232‌

TOTAL

TRANSPORTATION

120,895,863‌

TOTAL

COMMON

STOCKS

4,691,803,414‌

(Cost

$3,193,784,625)

PRINCIPAL

ISSUER

RATE

MATURITY

DATE

SHORT-TERM

INVESTMENTS

-

1.2%

REPURCHASE

AGREEMENT

-

1

.2

%

$

55,270,000

r

Fixed

Income

Clearing

Corp

(FICC)

4

.290

%

02/01/23

55,270,000‌

TOTAL

REPURCHASE

AGREEMENT

55,270,000‌

TOTAL

SHORT-TERM

INVESTMENTS

55,270,000‌

(Cost

$55,270,000)

TOTAL

INVESTMENTS

-

100.2%

4,747,073,414‌

(Cost

$3,249,054,625)

OTHER

ASSETS

&

LIABILITIES,

NET

-

(0.2)%

(

9,397,984‌

)

NET

ASSETS

-

100.0%

$

4,737,675,430‌

ADR

American

Depositary

Receipt

*

Non-income

producing

g

Security

is

exempt

from

registration

under

Rule

144(A)

of

the

Securities

Act

of

1933,

as

amended.

These

securities

are

deemed

liquid

and

may

be

resold

in

transactions

exempt

from

registration,

which

are

normally

those

transactions

with

qualified

institutional

buyers.

r

Agreement

with

Fixed

Income

Clearing

Corp

(FICC),

4.290%

dated

1/31/23

to

be

repurchased

at

$55,270,000

on

2/1/23,

collateralized

by

Government

Agency

Securities,

with

coupon

rates

1.125%–3.000%

and

maturity

dates

1/15/33–5/15/47,

valued

at

$56,375,471.

Portfolio

of

investments

(unaudited)

Large-Cap

Value

Fund

January

31,

2023

7

SHARES

COMPANY

REFERENCERATE

&

SPREAD

VALUE

COMMON

STOCKS

-

99.0%

BANKS

-

10

.4

%

3,274,830

Bank

of

America

Corp

$

116,190,968‌

1,136,913

JPMorgan

Chase

&

Co

159,122,344‌

387,294

PNC

Financial

Services

Group,

Inc

64,070,046‌

1,217,999

US

Bancorp

60,656,350‌

2,329,535

Wells

Fargo

&

Co

109,185,306‌

TOTAL

BANKS

509,225,014‌

CAPITAL

GOODS

-

11

.4

%

182,903

Allegion

plc

21,500,248‌

167,502

*

Boeing

Co

35,677,926‌

84,313

Caterpillar,

Inc

21,271,327‌

116,578

Deere

&

Co

49,293,841‌

349,064

Dover

Corp

52,998,387‌

366,774

Eaton

Corp

59,494,411‌

349,433

Honeywell

International,

Inc

72,849,792‌

762,257

Masco

Corp

40,552,072‌

215,966

Parker-Hannifin

Corp

70,404,916‌

1,063,545

Raytheon

Technologies

Corp

106,194,968‌

145,952

Trane

Technologies

plc

26,142,922‌

TOTAL

CAPITAL

GOODS

556,380,810‌

CONSUMER

DURABLES

&

APPAREL

-

1

.0

%

9,308

*

NVR,

Inc

49,053,160‌

TOTAL

CONSUMER

DURABLES

&

APPAREL

49,053,160‌

CONSUMER

SERVICES

-

3

.7

%

14,677

*

Booking

Holdings,

Inc

35,725,286‌

488,562

Hilton

Worldwide

Holdings,

Inc

70,885,460‌

272,444

McDonald's

Corp

72,851,526‌

TOTAL

CONSUMER

SERVICES

179,462,272‌

DIVERSIFIED

FINANCIALS

-

6

.5

%

435,917

American

Express

Co

76,254,961‌

289,164

*

Berkshire

Hathaway,

Inc

(Class

B)

90,080,369‌

69,129

BlackRock,

Inc

52,483,428‌

386,422

Charles

Schwab

Corp

29,916,791‌

196,745

Goldman

Sachs

Group,

Inc

71,971,289‌

TOTAL

DIVERSIFIED

FINANCIALS

320,706,838‌

ENERGY

-

9

.6

%

624,143

Chevron

Corp

108,613,365‌

1,095,165

ConocoPhillips

133,467,758‌

536,208

EOG

Resources,

Inc

70,913,508‌

615,792

Exxon

Mobil

Corp

71,438,030‌

79,033

Pioneer

Natural

Resources

Co

18,205,252‌

501,211

Valero

Energy

Corp

70,184,576‌

TOTAL

ENERGY

472,822,489‌

FOOD

&

STAPLES

RETAILING

-

1

.6

%

532,828

Walmart,

Inc

76,657,964‌

TOTAL

FOOD

&

STAPLES

RETAILING

76,657,964‌

FOOD,

BEVERAGE

&

TOBACCO

-

1

.0

%

725,748

Mondelez

International,

Inc

47,492,949‌

TOTAL

FOOD,

BEVERAGE

&

TOBACCO

47,492,949‌

HEALTH

CARE

EQUIPMENT

&

SERVICES

-

8

.4

%

590,632

Abbott

Laboratories

65,294,368‌

234,096

Cigna

Corp

74,131,180‌

Portfolio

of

investments

(unaudited)

Large-Cap

Value

Fund

January

31,

2023

8

continued

SHARES

COMPANY

REFERENCERATE

&

SPREAD

VALUE

HEALTH

CARE

EQUIPMENT

&

SERVICES—continued

159,827

Elevance

Health,

Inc

$

79,911,902‌

220,942

HCA

Healthcare,

Inc

56,355,676‌

666,637

Medtronic

plc

55,790,850‌

118,163

UnitedHealth

Group,

Inc

58,985,788‌

178,350

Zimmer

Biomet

Holdings,

Inc

22,711,089‌

TOTAL

HEALTH

CARE

EQUIPMENT

&

SERVICES

413,180,853‌

HOUSEHOLD

&

PERSONAL

PRODUCTS

-

0

.7

%

244,025

Procter

&

Gamble

Co

34,744,279‌

TOTAL

HOUSEHOLD

&

PERSONAL

PRODUCTS

34,744,279‌

INSURANCE

-

5

.8

%

1,259,254

American

International

Group,

Inc

79,610,038‌

416,343

Chubb

Ltd

94,713,869‌

333,007

Marsh

&

McLennan

Cos,

Inc

58,246,254‌

713,951

Metlife,

Inc

52,132,702‌

TOTAL

INSURANCE

284,702,863‌

MATERIALS

-

4

.4

%

594,841

Crown

Holdings,

Inc

52,441,183‌

728,557

DuPont

de

Nemours,

Inc

53,876,790‌

248,037

Linde

plc

82,085,365‌

122,512

Reliance

Steel

&

Aluminum

Co

27,865,354‌

TOTAL

MATERIALS

216,268,692‌

MEDIA

&

ENTERTAINMENT

-

5

.3

%

635,622

*

Alphabet,

Inc

(Class

C)

63,479,569‌

1,745,503

Comcast

Corp

(Class

A)

68,685,543‌

453,462

*

Meta

Platforms,

Inc

67,552,234‌

538,741

*

Walt

Disney

Co

58,448,011‌

TOTAL

MEDIA

&

ENTERTAINMENT

258,165,357‌

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES

-

7

.9

%

182,712

AbbVie,

Inc

26,995,698‌

1,053,294

Bristol-Myers

Squibb

Co

76,521,809‌

99,423

Danaher

Corp

26,285,453‌

977,433

Johnson

&

Johnson

159,732,101‌

545,390

Merck

&

Co,

Inc

58,580,340‌

890,504

Pfizer,

Inc

39,324,656‌

TOTAL

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES

387,440,057‌

REAL

ESTATE

-

1

.3

%

477,595

Prologis,

Inc

61,743,482‌

TOTAL

REAL

ESTATE

61,743,482‌

RETAILING

-

1

.5

%

221,740

Home

Depot,

Inc

71,881,456‌

TOTAL

RETAILING

71,881,456‌

SEMICONDUCTORS

&

SEMICONDUCTOR

EQUIPMENT

-

4

.4

%

323,223

Analog

Devices,

Inc

55,423,048‌

370,779

Applied

Materials,

Inc

41,338,151‌

29,556

Broadcom,

Inc

17,290,555‌

42,942

Lam

Research

Corp

21,475,294‌

691,609

Micron

Technology,

Inc

41,704,023‌

217,367

NXP

Semiconductors

NV

40,062,912‌

TOTAL

SEMICONDUCTORS

&

SEMICONDUCTOR

EQUIPMENT

217,293,983‌

SOFTWARE

&

SERVICES

-

4

.5

%

124,202

Accenture

plc

34,658,568‌

537,589

*

Fiserv,

Inc

57,349,995‌

Portfolio

of

investments

(unaudited)

Large-Cap

Value

Fund

January

31,

2023

9

continued

SHARES

COMPANY

REFERENCERATE

&

SPREAD

VALUE

SOFTWARE

&

SERVICES—continued

251,152

Microsoft

Corp

$

62,237,977‌

757,152

Oracle

Corp

66,977,666‌

TOTAL

SOFTWARE

&

SERVICES

221,224,206‌

TECHNOLOGY

HARDWARE

&

EQUIPMENT

-

2

.5

%

1,062,316

Cisco

Systems,

Inc

51,702,920‌

571,486

TE

Connectivity

Ltd

72,664,445‌

TOTAL

TECHNOLOGY

HARDWARE

&

EQUIPMENT

124,367,365‌

TELECOMMUNICATION

SERVICES

-

1

.2

%

404,397

*

T-Mobile

US,

Inc

60,380,516‌

TOTAL

TELECOMMUNICATION

SERVICES

60,380,516‌

TRANSPORTATION

-

2

.4

%

726,667

*,†,b

AMR

Corporation

7,267‌

1,128,666

CSX

Corp

34,898,353‌

264,692

Union

Pacific

Corp

54,047,459‌

146,968

United

Parcel

Service,

Inc

(Class

B)

27,222,883‌

TOTAL

TRANSPORTATION

116,175,962‌

UTILITIES

-

3

.5

%

478,949

Ameren

Corp

41,606,299‌

498,634

American

Electric

Power

Co,

Inc

46,851,651‌

1,177,126

Centerpoint

Energy,

Inc

35,455,035‌

124,323

Dominion

Energy,

Inc

7,911,916‌

562,237

NextEra

Energy,

Inc

41,959,747‌

TOTAL

UTILITIES

173,784,648‌

TOTAL

COMMON

STOCKS

4,853,155,215‌

(Cost

$3,217,888,185)

PRINCIPAL

ISSUER

RATE

MATURITY

DATE

SHORT-TERM

INVESTMENTS

-

1.6%

REPURCHASE

AGREEMENT

-

1

.4

%

$

70,200,000

r

Fixed

Income

Clearing

Corp

(FICC)

4

.290

%

02/01/23

70,200,000‌

TOTAL

REPURCHASE

AGREEMENT

70,200,000‌

GOVERNMENT

AGENCY

DEBT

-

0

.1

%

5,000,000

Tennessee

Valley

Authority

(TVA)

0

.000

02/08/23

4,995,639‌

TOTAL

GOVERNMENT

AGENCY

DEBT

4,995,639‌

TREASURY

DEBT

-

0

.1

%

5,000,000

United

States

Treasury

Bill

0

.000

02/23/23

4,986,395‌

TOTAL

TREASURY

DEBT

4,986,395‌

SHARES

COMPANY

EXP

INVESTMENTS

IN

REGISTERED

INVESTMENT

COMPANIES

-

0

.0

%

21

c

State

Street

Navigator

Securities

Lending

Government

Money

Market

Portfolio

4

.550

21‌

TOTAL

INVESTMENTS

IN

REGISTERED

INVESTMENT

COMPANIES

21‌

TOTAL

SHORT-TERM

INVESTMENTS

80,182,055‌

(Cost

$80,182,208)

TOTAL

INVESTMENTS

-

100.6%

4,933,337,270‌

(Cost

$3,298,070,393)

OTHER

ASSETS

&

LIABILITIES,

NET

-

(0.6)%

(

28,541,449‌

)

NET

ASSETS

-

100.0%

$

4,904,795,821‌

Portfolio

of

investments

(unaudited)

Large-Cap

Value

Fund

January

31,

2023

10

concluded

*

Non-income

producing

†

For

fair

value

measurement

disclosure

purposes,

investment

classified

as

Level

3.

b

In

bankruptcy

c

Investments

made

with

cash

collateral

received

from

securities

on

loan.

r

Agreement

with

Fixed

Income

Clearing

Corp

(FICC),

4.290%

dated

1/31/23

to

be

repurchased

at

$70,200,000

on

2/1/23,

collateralized

by

Government

Agency

Securities,

with

coupon

rate

2.875%

and

maturity

date

6/15/25,

valued

at

$71,604,037.

Portfolio

of

investments

(unaudited)

Mid-Cap

Growth

Fund

January

31,

2023

11

SHARES

COMPANY

REFERENCERATE

&

SPREAD

VALUE

COMMON

STOCKS

-

99.2%

CAPITAL

GOODS

-

7

.1

%

53,601

Ametek,

Inc

$

7,767,857‌

33,079

Carlisle

Cos,

Inc

8,298,198‌

199,297

Carrier

Global

Corp

9,073,993‌

260,635

Spirit

Aerosystems

Holdings,

Inc

(Class

A)

9,421,955‌

27,192

TransDigm

Group,

Inc

19,517,058‌

40,154

W.W.

Grainger,

Inc

23,669,980‌

TOTAL

CAPITAL

GOODS

77,749,041‌

COMMERCIAL

&

PROFESSIONAL

SERVICES

-

8

.3

%

547,800

*

ACV

Auctions,

Inc

5,368,440‌

317,184

*

Cimpress

plc

10,368,745‌

440,911

*

Driven

Brands

Holdings,

Inc

12,870,192‌

294,741

Experian

Group

Ltd

10,778,523‌

443,583

*

First

Advantage

Corp

6,156,932‌

145,570

Verisk

Analytics,

Inc

26,463,170‌

148,574

Waste

Connections,

Inc

19,745,485‌

TOTAL

COMMERCIAL

&

PROFESSIONAL

SERVICES

91,751,487‌

CONSUMER

DURABLES

&

APPAREL

-

3

.2

%

171,194

*

Capri

Holdings

Ltd

11,382,689‌

75,740

*

Garmin

Ltd

7,489,171‌

2,028,700

Prada

S.p.A

12,972,627‌

821,120

*

Traeger,

Inc

2,980,666‌

TOTAL

CONSUMER

DURABLES

&

APPAREL

34,825,153‌

CONSUMER

SERVICES

-

6

.3

%

468,868

Entain

PLC

8,646,246‌

460,682

e

European

Wax

Center,

Inc

8,679,249‌

146,226

*

Expedia

Group,

Inc

16,713,632‌

71,486

*

Hyatt

Hotels

Corp

7,800,552‌

141,768

MGM

Resorts

International

5,870,613‌

153,436

e

Restaurant

Brands

International,

Inc

10,269,471‌

106,180

*

Wynn

Resorts

Ltd

11,004,495‌

TOTAL

CONSUMER

SERVICES

68,984,258‌

DIVERSIFIED

FINANCIALS

-

4

.4

%

39,258

Ameriprise

Financial,

Inc

13,745,011‌

814,235

*

Grab

Holdings

Ltd.

3,085,951‌

242,247

Jefferies

Financial

Group,

Inc

9,515,462‌

48,293

LPL

Financial

Holdings,

Inc

11,451,236‌

133,184

Tradeweb

Markets,

Inc

9,927,535‌

29,081

*

Vitesse

Energy,

Inc

464,133‌

TOTAL

DIVERSIFIED

FINANCIALS

48,189,328‌

ENERGY

-

5

.3

%

189,387

*

Antero

Resources

Corp

5,461,921‌

134,817

Cheniere

Energy,

Inc

20,598,689‌

283,328

Halliburton

Co

11,678,780‌

89,756

Pioneer

Natural

Resources

Co

20,675,295‌

TOTAL

ENERGY

58,414,685‌

FOOD

&

STAPLES

RETAILING

-

0

.6

%

117,141

*

Performance

Food

Group

Co

7,183,086‌

TOTAL

FOOD

&

STAPLES

RETAILING

7,183,086‌

FOOD,

BEVERAGE

&

TOBACCO

-

2

.8

%

1,078,137

Davide

Campari-Milano

NV

11,565,262‌

365,710

Fevertree

Drinks

plc

4,930,870‌

85,912

*

Freshpet,

Inc

5,440,807‌

Portfolio

of

investments

(unaudited)

Mid-Cap

Growth

Fund

January

31,

2023

12

continued

SHARES

COMPANY

REFERENCERATE

&

SPREAD

VALUE

FOOD,

BEVERAGE

&

TOBACCO—continued

39,734

Hershey

Co

$

8,924,256‌

TOTAL

FOOD,

BEVERAGE

&

TOBACCO

30,861,195‌

HEALTH

CARE

EQUIPMENT

&

SERVICES

-

8

.9

%

72,678

*

Align

Technology,

Inc

19,603,437‌

261,571

*

Dexcom,

Inc

28,011,638‌

137,785

*

Guardant

Health,

Inc

4,330,583‌

13,172

*

IDEXX

Laboratories,

Inc

6,329,146‌

68,523

*

Molina

Healthcare,

Inc

21,367,527‌

110,066

*

Veeva

Systems,

Inc

18,771,756‌

TOTAL

HEALTH

CARE

EQUIPMENT

&

SERVICES

98,414,087‌

INSURANCE

-

1

.6

%

174,569

*

Arch

Capital

Group

Ltd

11,233,515‌

101,209

*,e

Trupanion,

Inc

5,973,355‌

TOTAL

INSURANCE

17,206,870‌

MATERIALS

-

3

.0

%

170,830

Corteva,

Inc

11,009,994‌

93,676

Crown

Holdings,

Inc

8,258,476‌

146,614

Sealed

Air

Corp

8,028,583‌

48,191

Westlake

Chemical

Corp

5,915,445‌

TOTAL

MATERIALS

33,212,498‌

MEDIA

&

ENTERTAINMENT

-

3

.3

%

41,222

Electronic

Arts,

Inc

5,304,447‌

296,006

*

Match

Group,

Inc

16,019,845‌

281,170

*

ROBLOX

Corp

10,462,335‌

288,812

*

Warner

Bros

Discovery,

Inc

4,280,194‌

TOTAL

MEDIA

&

ENTERTAINMENT

36,066,821‌

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES

-

7

.6

%

150,929

Agilent

Technologies,

Inc

22,953,282‌

37,246

*

Alnylam

Pharmaceuticals,

Inc

8,432,495‌

476,501

*

Avantor,

Inc

11,388,374‌

48,789

*

Charles

River

Laboratories

International,

Inc

11,867,924‌

393,127

*

Elanco

Animal

Health,

Inc

5,397,634‌

83,917

*

Horizon

Therapeutics

Plc

9,207,373‌

55,244

West

Pharmaceutical

Services,

Inc

14,672,806‌

TOTAL

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES

83,919,888‌

REAL

ESTATE

-

1

.6

%

137,575

Simon

Property

Group,

Inc

17,672,885‌

TOTAL

REAL

ESTATE

17,672,885‌

RETAILING

-

6

.3

%

4,419

*

AutoZone,

Inc

10,777,278‌

87,515

*

Burlington

Stores,

Inc

20,113,572‌

184,272

*

Coupang,

Inc

3,112,354‌

76,116

*

Dollar

Tree,

Inc

11,431,101‌

568,885

*,e

Farfetch

Ltd

3,879,796‌

102,923

*

Five

Below,

Inc

20,289,211‌

TOTAL

RETAILING

69,603,312‌

SEMICONDUCTORS

&

SEMICONDUCTOR

EQUIPMENT

-

4

.5

%

131,286

Entegris,

Inc

10,596,093‌

195,567

Marvell

Technology,

Inc

8,438,716‌

50,516

Monolithic

Power

Systems,

Inc

21,548,105‌

47,242

NXP

Semiconductors

NV

8,707,173‌

TOTAL

SEMICONDUCTORS

&

SEMICONDUCTOR

EQUIPMENT

49,290,087‌

Portfolio

of

investments

(unaudited)

Mid-Cap

Growth

Fund

January

31,

2023

13

continued

SHARES

COMPANY

REFERENCERATE

&

SPREAD

VALUE

SOFTWARE

&

SERVICES

-

20

.4

%

5,592

*,g

Adyen

NV

$

8,454,584‌

202,949

Bentley

Systems,

Inc

7,925,158‌

297,870

Clear

Secure,

Inc

9,350,139‌

190,285

*

DocuSign,

Inc

11,538,882‌

32,338

*

EPAM

Systems,

Inc

10,757,236‌

68,931

*

Five9,

Inc

5,430,384‌

45,076

*

Gartner,

Inc

15,241,999‌

42,552

*

HubSpot,

Inc

14,765,969‌

782,271

*

Marqeta,

Inc

5,186,457‌

37,811

*

MongoDB,

Inc

8,099,494‌

81,519

*

Okta,

Inc

6,000,614‌

68,009

*

Palo

Alto

Networks,

Inc

10,788,948‌

92,827

*

Paylocity

Holding

Corp

19,334,936‌

512,389

*

Qualtrics

International,

Inc

8,080,375‌

2,681,935

*

Sabre

Corp

18,263,977‌

406,577

*

SentinelOne,

Inc

6,135,247‌

107,416

*

Synopsys,

Inc

37,998,410‌

134,587

*

Trade

Desk,

Inc

6,823,561‌

122,593

*

Twilio,

Inc

7,335,965‌

211,369

*

Unity

Software,

Inc

7,507,827‌

TOTAL

SOFTWARE

&

SERVICES

225,020,162‌

TECHNOLOGY

HARDWARE

&

EQUIPMENT

-

1

.4

%

122,494

*

Arista

Networks,

Inc

15,436,694‌

TOTAL

TECHNOLOGY

HARDWARE

&

EQUIPMENT

15,436,694‌

TRANSPORTATION

-

2

.6

%

724,091

*

Grab

Holdings

Ltd

2,744,305‌

588,810

*

Hertz

Global

Holdings,

Inc

10,610,356‌

51,117

JB

Hunt

Transport

Services,

Inc

9,663,669‌

318,300

*

Lyft,

Inc

(Class

A)

5,172,375‌

TOTAL

TRANSPORTATION

28,190,705‌

TOTAL

COMMON

STOCKS

1,091,992,242‌

(Cost

$1,030,539,981)

EXPIRATION

DATE

RIGHTS/WARRANTS

-

0.2%

TRANSPORTATION

-

0

.2

%

169,870

Hertz

Global

Holdings,

Inc

06/30/51

1,574,695‌

TOTAL

TRANSPORTATION

1,574,695‌

TOTAL

RIGHTS/WARRANTS

1,574,695‌

(Cost

$2,029,947)

PRINCIPAL

ISSUER

RATE

MATURITY

DATE

SHORT-TERM

INVESTMENTS

-

1.5%

REPURCHASE

AGREEMENT

-

0

.8

%

$

9,540,000

r

Fixed

Income

Clearing

Corp

(FICC)

4

.290

%

02/01/23

9,540,000‌

TOTAL

REPURCHASE

AGREEMENT

9,540,000‌

Portfolio

of

investments

(unaudited)

Mid-Cap

Growth

Fund

January

31,

2023

14

concluded

SHARES

COMPANY

RATE

EXP

VALUE

INVESTMENTS

IN

REGISTERED

INVESTMENT

COMPANIES

-

0

.7

%

7,411,138

c

State

Street

Navigator

Securities

Lending

Government

Money

Market

Portfolio

4

.550

%

$

7,411,138‌

TOTAL

INVESTMENTS

IN

REGISTERED

INVESTMENT

COMPANIES

7,411,138‌

TOTAL

SHORT-TERM

INVESTMENTS

16,951,138‌

(Cost

$16,951,138)

TOTAL

INVESTMENTS

-

100.9%

1,110,518,075‌

(Cost

$1,049,521,066)

OTHER

ASSETS

&

LIABILITIES,

NET

-

(0.9)%

(

9,686,702‌

)

NET

ASSETS

-

100.0%

$

1,100,831,373‌

*

Non-income

producing

c

Investments

made

with

cash

collateral

received

from

securities

on

loan.

e

All

or

a

portion

of

these

securities

are

out

on

loan.

The

aggregate

value

of

securities

on

loan

is

$11,367,983.

g

Security

is

exempt

from

registration

under

Rule

144(A)

of

the

Securities

Act

of

1933,

as

amended.

These

securities

are

deemed

liquid

and

may

be

resold

in

transactions

exempt

from

registration,

which

are

normally

those

transactions

with

qualified

institutional

buyers.

r

Agreement

with

Fixed

Income

Clearing

Corp

(FICC),

4.290%

dated

1/31/23

to

be

repurchased

at

$9,540,000

on

2/1/23,

collateralized

by

Government

Agency

Securities,

with

coupon

rate

2.875%

and

maturity

date

6/15/25,

valued

at

$9,730,810.

Portfolio

of

investments

(unaudited)

Mid-Cap

Value

Fund

January

31,

2023

15

SHARES

COMPANY

REFERENCERATE

&

SPREAD

VALUE

COMMON

STOCKS

-

99.2%

BANKS

-

5

.3

%

345,295

East

West

Bancorp,

Inc

$

27,112,563‌

356,488

First

Interstate

Bancsystem,

Inc

12,790,790‌

2,535,972

New

York

Community

Bancorp,

Inc

25,334,360‌

112,295

Signature

Bank

14,480,440‌

331,251

Webster

Financial

Corp

17,440,365‌

TOTAL

BANKS

97,158,518‌

CAPITAL

GOODS

-

17

.3

%

201,469

Ametek,

Inc

29,196,888‌

559,455

Carrier

Global

Corp

25,471,986‌

196,189

Crane

Holdings

Co

22,740,267‌

114,774

Curtiss-Wright

Corp

19,029,529‌

180,834

Dover

Corp

27,456,026‌

125,060

Eaton

Corp

20,285,983‌

524,158

Howmet

Aerospace,

Inc

21,327,989‌

312,054

Johnson

Controls

International

plc

21,709,597‌

489,621

nVent

Electric

plc

19,462,435‌

88,497

Parker-Hannifin

Corp

28,850,022‌

128,558

Regal-Beloit

Corp

17,895,274‌

1,271,761

Vertiv

Holdings

Co

18,084,441‌

164,530

*

WESCO

International,

Inc

24,516,615‌

195,268

Westinghouse

Air

Brake

Technologies

Corp

20,270,771‌

TOTAL

CAPITAL

GOODS

316,297,823‌

CONSUMER

DURABLES

&

APPAREL

-

3

.1

%

1,826,260

Newell

Brands

Inc

29,147,110‌

2,477,506

*

Under

Armour,

Inc

(Class

C)

27,004,815‌

TOTAL

CONSUMER

DURABLES

&

APPAREL

56,151,925‌

CONSUMER

SERVICES

-

5

.3

%

204,042

*

Expedia

Group,

Inc

23,322,000‌

367,030

*

Las

Vegas

Sands

Corp

21,654,770‌

726,087

MGM

Resorts

International

30,067,263‌

279,688

Wyndham

Hotels

&

Resorts,

Inc

21,678,617‌

TOTAL

CONSUMER

SERVICES

96,722,650‌

DIVERSIFIED

FINANCIALS

-

5

.1

%

84,294

Ameriprise

Financial,

Inc

29,513,015‌

747,311

Equitable

Holdings,

Inc

23,966,264‌

99,451

LPL

Financial

Holdings,

Inc

23,581,821‌

382,378

OneMain

Holdings,

Inc

16,495,787‌

TOTAL

DIVERSIFIED

FINANCIALS

93,556,887‌

ENERGY

-

7

.1

%

637,277

*

Antero

Resources

Corp

18,379,069‌

110,585

Diamondback

Energy,

Inc

16,158,680‌

412,016

PBF

Energy,

Inc

17,300,552‌

1,874,668

Permian

Resources

Corp

20,377,641‌

154,716

Phillips

66

15,513,373‌

95,603

Pioneer

Natural

Resources

Co

22,022,151‌

140,507

Valero

Energy

Corp

19,675,195‌

TOTAL

ENERGY

129,426,661‌

FOOD

&

STAPLES

RETAILING

-

1

.4

%

414,699

*

Performance

Food

Group

Co

25,429,343‌

TOTAL

FOOD

&

STAPLES

RETAILING

25,429,343‌

Portfolio

of

investments

(unaudited)

Mid-Cap

Value

Fund

January

31,

2023

16

continued

SHARES

COMPANY

REFERENCERATE

&

SPREAD

VALUE

FOOD,

BEVERAGE

&

TOBACCO

-

1

.3

%

589,047

Kraft

Heinz

Co

$

23,874,075‌

TOTAL

FOOD,

BEVERAGE

&

TOBACCO

23,874,075‌

HEALTH

CARE

EQUIPMENT

&

SERVICES

-

2

.9

%

511,691

Baxter

International,

Inc

23,379,162‌

131,554

*

Centene

Corp

10,029,677‌

19,023

Humana,

Inc

9,734,069‌

32,942

*

Molina

Healthcare,

Inc

10,272,304‌

TOTAL

HEALTH

CARE

EQUIPMENT

&

SERVICES

53,415,212‌

HOUSEHOLD

&

PERSONAL

PRODUCTS

-

1

.2

%

332,045

Spectrum

Brands

Holdings,

Inc

22,539,215‌

TOTAL

HOUSEHOLD

&

PERSONAL

PRODUCTS

22,539,215‌

INSURANCE

-

6

.5

%

329,462

American

International

Group,

Inc

20,828,588‌

394,055

*

BRP

Group,

Inc

11,289,676‌

62,261

Everest

Re

Group

Ltd

21,772,049‌

246,245

Metlife,

Inc

17,980,810‌

429,073

Unum

Group

18,033,938‌

111,011

Willis

Towers

Watson

plc

28,217,886‌

TOTAL

INSURANCE

118,122,947‌

MATERIALS

-

6

.6

%

3,017,853

Ardagh

Metal

Packaging

S.A.

16,960,334‌

484,740

Corteva,

Inc

31,241,493‌

429,137

DuPont

de

Nemours,

Inc

31,734,681‌

799,543

Graphic

Packaging

Holding

Co

19,260,991‌

380,620

Sealed

Air

Corp

20,842,751‌

TOTAL

MATERIALS

120,040,250‌

MEDIA

&

ENTERTAINMENT

-

1

.9

%

268,958

Omnicom

Group,

Inc

23,127,698‌

133,217

*

Ziff

Davis

Inc

11,920,257‌

TOTAL

MEDIA

&

ENTERTAINMENT

35,047,955‌

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES

-

3

.5

%

86,632

*

Biogen,

Inc

25,201,249‌

123,563

*

Jazz

Pharmaceuticals

plc

19,357,379‌

76,464

*

United

Therapeutics

Corp

20,123,031‌

TOTAL

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES

64,681,659‌

REAL

ESTATE

-

10

.6

%

565,645

Apartment

Income

REIT

Corp

21,641,578‌

120,324

EastGroup

Properties,

Inc

20,244,513‌

108,883

Extra

Space

Storage,

Inc

17,185,004‌

916,381

Kimco

Realty

Corp

20,581,917‌

1,440,812

Medical

Properties

Trust,

Inc

18,658,515‌

349,611

Rexford

Industrial

Realty,

Inc

22,189,810‌

88,994

SBA

Communications

Corp

26,478,385‌

135,938

Sun

Communities,

Inc

21,323,235‌

772,268

VICI

Properties,

Inc

26,396,120‌

TOTAL

REAL

ESTATE

194,699,077‌

SEMICONDUCTORS

&

SEMICONDUCTOR

EQUIPMENT

-

2

.3

%

50,413

Lam

Research

Corp

25,211,541‌

278,438

Micron

Technology,

Inc

16,789,812‌

TOTAL

SEMICONDUCTORS

&

SEMICONDUCTOR

EQUIPMENT

42,001,353‌

SOFTWARE

&

SERVICES

-

5

.3

%

681,686

*

DXC

Technology

Co

19,584,839‌

Portfolio

of

investments

(unaudited)

Mid-Cap

Value

Fund

January

31,

2023

17

concluded

SHARES

COMPANY

REFERENCERATE

&

SPREAD

VALUE

SOFTWARE

&

SERVICES—continued

349,601

Fidelity

National

Information

Services,

Inc

$

26,234,059‌

249,716

*

Fiserv,

Inc

26,639,703‌

1,030,938

Gen

Digital,

Inc

23,721,883‌

TOTAL

SOFTWARE

&

SERVICES

96,180,484‌

TECHNOLOGY

HARDWARE

&

EQUIPMENT

-

3

.4

%

503,246

*

Ciena

Corp

26,178,857‌

2,210,470

Hewlett

Packard

Enterprise

Co

35,654,881‌

TOTAL

TECHNOLOGY

HARDWARE

&

EQUIPMENT

61,833,738‌

TRANSPORTATION

-

2

.8

%

383,427

*

Delta

Air

Lines,

Inc

14,991,996‌

631,160

Southwest

Airlines

Co

22,576,593‌

122,334

TFI

International,

Inc

13,615,774‌

TOTAL

TRANSPORTATION

51,184,363‌

UTILITIES

-

6

.3

%

632,236

Alliant

Energy

Corp

34,159,711‌

276,583

American

Electric

Power

Co,

Inc

25,987,739‌

522,249

Brookfield

Renewable

Corp

16,461,288‌

344,215

Evergy,

Inc

21,565,070‌

244,414

Xcel

Energy,

Inc

16,808,351‌

TOTAL

UTILITIES

114,982,159‌

TOTAL

COMMON

STOCKS

1,813,346,294‌

(Cost

$1,591,944,499)

PRINCIPAL

ISSUER

RATE

MATURITY

DATE

SHORT-TERM

INVESTMENTS

-

1.1%

REPURCHASE

AGREEMENT

-

1

.1

%

$

20,250,000

r

Fixed

Income

Clearing

Corp

(FICC)

4

.290

%

02/01/23

20,250,000‌

TOTAL

REPURCHASE

AGREEMENT

20,250,000‌

SHARES

COMPANY

EXP

INVESTMENTS

IN

REGISTERED

INVESTMENT

COMPANIES

-

0

.0

%

4,681

c

State

Street

Navigator

Securities

Lending

Government

Money

Market

Portfolio

4

.550

4,681‌

TOTAL

INVESTMENTS

IN

REGISTERED

INVESTMENT

COMPANIES

4,681‌

TOTAL

SHORT-TERM

INVESTMENTS

20,254,681‌

(Cost

$20,254,681)

TOTAL

INVESTMENTS

-

100.3%

1,833,600,975‌

(Cost

$1,612,199,180)

OTHER

ASSETS

&

LIABILITIES,

NET

-

(0.3)%

(

6,274,455‌

)

NET

ASSETS

-

100.0%

$

1,827,326,520‌

REIT

Real

Estate

Investment

Trust

*

Non-income

producing

c

Investments

made

with

cash

collateral

received

from

securities

on

loan.

r

Agreement

with

Fixed

Income

Clearing

Corp

(FICC),

4.290%

dated

1/31/23

to

be

repurchased

at

$20,250,000

on

2/1/23,

collateralized

by

Government

Agency

Securities,

with

coupon

rate

2.875%

and

maturity

date

6/15/25,

valued

at

$20,655,029.

Quant

Small-Cap

Equity

Fund

January

31,

2023

Portfolio

of

investments

(unaudited)

18

SHARES

COMPANY

REFERENCERATE

&

SPREAD

VALUE

COMMON

STOCKS

-

99.3%

AUTOMOBILES

&

COMPONENTS

-

1

.1

%

128,550

*

Fox

Factory

Holding

Corp

$

15,180,469‌

790,930

*

Goodyear

Tire

&

Rubber

Co

8,897,963‌

304,090

*

Modine

Manufacturing

Co

7,264,710‌

TOTAL

AUTOMOBILES

&

COMPONENTS

31,343,142‌

BANKS

-

10

.3

%

114,027

Amalgamated

Financial

Corp

2,616,920‌

274,672

Associated

Banc-Corp

6,155,400‌

223,910

*

Axos

Financial,

Inc

10,774,549‌

135,731

Bank

of

NT

Butterfield

&

Son

Ltd

4,337,963‌

125,574

Banner

Corp

8,140,962‌

542,280

Cadence

BanCorp

13,871,522‌

232,692

Cathay

General

Bancorp

10,229,140‌

155,130

Central

Pacific

Financial

Corp

3,505,938‌

303,980

Columbia

Banking

System,

Inc

9,396,022‌

160,373

ConnectOne

Bancorp,

Inc

3,812,066‌

173,620

*

Customers

Bancorp,

Inc

5,272,839‌

289,860

CVB

Financial

Corp

7,020,409‌

166,300

Eagle

Bancorp,

Inc

7,897,587‌

178,270

Enact

Holdings,

Inc

4,483,490‌

103,160

Enterprise

Financial

Services

Corp

5,500,491‌

290,070

Essent

Group

Ltd

12,771,782‌

28,240

Federal

Agricultural

Mortgage

Corp

(FAMC)

3,755,073‌

164,810

First

Busey

Corp

3,934,015‌

92,990

First

Financial

Corp

4,177,111‌

246,650

First

Foundation,

Inc

3,830,474‌

170,170

First

Merchants

Corp

7,256,049‌

253,400

Hancock

Whitney

Corp

13,045,032‌

120,660

Heartland

Financial

USA,

Inc

5,969,050‌

193,180

Heritage

Commerce

Corp

2,341,342‌

143,560

Horizon

Bancorp

2,245,278‌

81,449

Independent

Bank

Corp

1,805,724‌

221,270

Lakeland

Bancorp,

Inc

4,263,873‌

75,510

*

Metropolitan

Bank

Holding

Corp

4,483,784‌

153,920

National

Bank

Holdings

Corp

6,500,042‌

394,825

*

NMI

Holdings,

Inc

9,171,785‌

264,620

OceanFirst

Financial

Corp

6,329,710‌

430,470

OFG

Bancorp

12,186,606‌

326,543

Old

National

Bancorp

5,714,503‌

48,490

Pacific

Premier

Bancorp,

Inc

1,568,167‌

55,270

Peapack

Gladstone

Financial

Corp

2,049,964‌

11,915

PennyMac

Financial

Services,

Inc

803,309‌

46,180

Premier

Financial

Corp

1,155,424‌

62,405

QCR

Holdings,

Inc

3,280,007‌

674,170

Radian

Group,

Inc

14,899,157‌

218,160

Renasant

Corp

7,762,133‌

224,160

Towne

Bank

6,830,155‌

40,840

Trico

Bancshares

2,064,462‌

324,782

United

Community

Banks,

Inc

10,568,406‌

261,380

Washington

Federal,

Inc

9,268,535‌

176,100

WesBanco,

Inc

6,545,637‌

108,790

Westamerica

Bancorporation

6,044,372‌

TOTAL

BANKS

285,636,259‌

CAPITAL

GOODS

-

11

.5

%

230,080

Altra

Industrial

Motion

Corp

14,050,986‌

304,700

*

API

Group

Corp

6,776,528‌

101,100

Applied

Industrial

Technologies,

Inc

14,478,531‌

154,363

*

Atkore

International

Group,

Inc

20,105,781‌

Portfolio

of

investments

(unaudited)

Quant

Small-Cap

Equity

Fund

January

31,

2023

19

continued

SHARES

COMPANY

REFERENCERATE

&

SPREAD

VALUE

CAPITAL

GOODS—continued

198,210

Comfort

Systems

USA,

Inc

$

23,991,338‌

43,179

CSW

Industrials,

Inc

5,838,233‌

27,820

EMCOR

Group,

Inc

4,124,315‌

56,860

Encore

Wire

Corp

9,178,910‌

281,790

Enerpac

Tool

Group

Corp

7,478,707‌

78,775

EnPro

Industries,

Inc

9,537,289‌

109,020

*

Evoqua

Water

Technologies

Corp

5,288,560‌

220,140

Federal

Signal

Corp

11,722,455‌

416,530

*

Fluor

Corp

15,307,477‌

42,300

Franklin

Electric

Co,

Inc

3,819,690‌

56,520

H&E

Equipment

Services,

Inc

2,876,303‌

444,840

*

Janus

International

Group,

Inc

4,893,240‌

78,140

Kennametal,

Inc

2,226,990‌

91,000

McGrath

RentCorp

9,058,140‌

576,021

*

MRC

Global,

Inc

7,833,886‌

168,030

Mueller

Industries,

Inc

11,014,366‌

533,050

*

NOW,

Inc

7,484,022‌

54,630

*

NV5

Global

Inc

7,281,633‌

194,160

*

Parsons

Corp

8,449,843‌

324,970

*

PGT

Innovations,

Inc

7,051,849‌

165,640

Rush

Enterprises,

Inc

(Class

A)

8,913,088‌

426,620

*

Shoals

Technologies

Group,

Inc

11,898,432‌

61,400

Simpson

Manufacturing

Co,

Inc

6,576,554‌

96,780

*

SPX

Technologies,

Inc

7,259,468‌

33,440

Standex

International

Corp

3,864,661‌

418,590

*,e

Stem,

Inc

4,127,297‌

150,400

Terex

Corp

7,665,888‌

132,930

*

Titan

Machinery,

Inc

5,840,944‌

545,590

*

Triumph

Group,

Inc

6,214,270‌

165,350

UFP

Industries,

Inc

15,468,493‌

277,510

Wabash

National

Corp

7,148,658‌

196,070

*

WillScot

Mobile

Mini

Holdings

Corp

9,501,552‌

232,754

Zurn

Water

Solutions

Corp

5,088,002‌

TOTAL

CAPITAL

GOODS

319,436,379‌

COMMERCIAL

&

PROFESSIONAL

SERVICES

-

2

.3

%

202,370

*

CBIZ,

Inc

9,630,789‌

99,602

Exponent,

Inc

10,213,189‌

370,700

*

First

Advantage

Corp

5,145,316‌

82,180

*

Franklin

Covey

Co

3,813,152‌

93,170

Heidrick

&

Struggles

International,

Inc

2,865,909‌

103,570

*

Huron

Consulting

Group,

Inc

7,046,903‌

72,053

ICF

International,

Inc

7,363,096‌

166,540

KBR,

Inc

8,531,844‌

100,230

Kforce,

Inc

5,625,910‌

159,570

*

TrueBlue,

Inc

3,132,359‌

TOTAL

COMMERCIAL

&

PROFESSIONAL

SERVICES

63,368,467‌

CONSUMER

DURABLES

&

APPAREL

-

2

.1

%

258,090

*

Callaway

Golf

Co

6,320,624‌

239,530

e

Clarus

Corp

2,407,277‌

106,100

*

Crocs,

Inc

12,919,797‌

95,269

*

G-III

Apparel

Group

Ltd

1,611,952‌

49,370

Installed

Building

Products,

Inc

5,435,143‌

81,510

*

M/I

Homes,

Inc

4,874,298‌

49,120

*

Malibu

Boats,

Inc

2,976,181‌

170,472

*

Skyline

Champion

Corp

10,049,324‌

196,050

*

Taylor

Morrison

Home

Corp

7,018,590‌

298,280

Wolverine

World

Wide,

Inc

4,811,256‌

TOTAL

CONSUMER

DURABLES

&

APPAREL

58,424,442‌

Portfolio

of

investments

(unaudited)

Quant

Small-Cap

Equity

Fund

January

31,

2023

20

continued

SHARES

COMPANY

REFERENCERATE

&

SPREAD

VALUE

CONSUMER

SERVICES

-

4

.5

%

11,900

*

Biglari

Holdings,

Inc

(B

Shares)

$

1,940,533‌

190,800

Bloomin'

Brands,

Inc

4,626,900‌

42,580

Bluegreen

Vacations

Holding

Corp

1,381,295‌

75,890

Carriage

Services,

Inc

2,460,354‌

393,380

*

Chegg,

Inc

8,166,569‌

475,520

*

Coursera,

Inc

7,584,544‌

207,180

*

Dave

&

Buster's

Entertainment,

Inc

8,981,253‌

238,440

*

Denny's

Corp

2,866,049‌

87,198

*

Duolingo,

Inc

8,326,537‌

481,320

*

Everi

Holdings,

Inc

8,360,528‌

8,190

Graham

Holdings

Co

5,350,609‌

251,330

*

Hilton

Grand

Vacations,

Inc

11,902,989‌

416,870

International

Game

Technology

plc

11,026,211‌

425,214

Laureate

Education,

Inc

4,668,850‌

306,130

*

Portillo's,

Inc

6,906,293‌

279,300

*

PowerSchool

Holdings,

Inc

6,289,836‌

129,710

Ruth's

Hospitality

Group

Inc

2,245,280‌

284,300

*,e

Target

Hospitality

Corp

4,365,426‌

163,120

Texas

Roadhouse,

Inc

(Class

A)

16,382,142‌

TOTAL

CONSUMER

SERVICES

123,832,198‌

DIVERSIFIED

FINANCIALS

-

3

.5

%

139,540

A-Mark

Precious

Metals,

Inc

5,372,290‌

264,410

Artisan

Partners

Asset

Management,

Inc

9,735,576‌

1,948,600

BGC

Partners,

Inc

(Class

A)

8,476,410‌

706,770

Broadmark

Realty

Capital,

Inc

3,095,653‌

95,040

Cohen

&

Steers,

Inc

6,982,589‌

224,553

*

Enova

International,

Inc

10,250,845‌

356,970

*

Green

Dot

Corp

6,454,018‌

542,160

*

LendingClub

Corp

5,253,530‌

265,920

Navient

Corp

5,044,502‌

526,390

*

Open

Lending

Corp

4,616,440‌

67,240

Piper

Jaffray

Cos

9,554,804‌

183,440

Sculptor

Capital

Management,

Inc

1,704,158‌

152,990

StepStone

Group,

Inc

4,465,778‌

192,730

Victory

Capital

Holdings,

Inc

5,712,517‌

40,940

Virtus

Investment

Partners,

Inc

8,797,187‌

TOTAL

DIVERSIFIED

FINANCIALS

95,516,297‌

ENERGY

-

6

.3

%

158,670

*

Ardmore

Shipping

Corp

2,324,516‌

699,710

Berry

Petroleum

Co

LLC

6,437,332‌

42,970

Bonanza

Creek

Energy,

Inc

2,859,654‌

151,270

Chesapeake

Energy

Corp

13,118,134‌

550,620

Comstock

Resources

Inc

6,690,033‌

315,710

CVR

Energy,

Inc

10,481,572‌

152,150

Delek

US

Holdings,

Inc

4,071,534‌

96,662

*

Denbury,

Inc

8,388,328‌

300,440

*

Diamond

Offshore

Drilling,

Inc

3,443,042‌

62,660

Helmerich

&

Payne,

Inc

3,035,250‌

621,810

Liberty

Oilfield

Services,

Inc

9,843,252‌

180,120

Murphy

Oil

Corp

7,855,033‌

2,145,363

Nordic

American

Tankers

Ltd

6,521,904‌

436,320

*

Oceaneering

International,

Inc

9,315,432‌

150,670

Ovintiv,

Inc

7,417,484‌

426,169

*

Par

Pacific

Holdings,

Inc

11,391,497‌

319,479

PBF

Energy,

Inc

13,414,923‌

740,210

RPC,

Inc

7,342,883‌

218,823

Sitio

Royalties

Corp

5,814,127‌

152,390

*

Teekay

Tankers

Ltd

4,676,849‌

1,528,959

*,e

Tellurian,

Inc

3,042,629‌

Portfolio

of

investments

(unaudited)

Quant

Small-Cap

Equity

Fund

January

31,

2023

21

continued

SHARES

COMPANY

REFERENCERATE

&

SPREAD

VALUE

ENERGY—continued

270,510

*

US

Silica

Holdings,

Inc

$

3,311,042‌

90,260

*

Valaris

Ltd

6,556,487‌

278,230

*

Weatherford

International

Ltd

15,825,723‌

TOTAL

ENERGY

173,178,660‌

FOOD

&

STAPLES

RETAILING

-

0

.9

%

144,588

Andersons,

Inc

5,317,947‌

69,491

*,d

BJ's

Wholesale

Club

Holdings,

Inc

5,036,013‌

201,330

*

Chefs'

Warehouse

Holdings,

Inc

7,696,846‌

85,330

*

Performance

Food

Group

Co

5,232,435‌

331,760

*,e

Rite

Aid

Corp

1,210,924‌

TOTAL

FOOD

&

STAPLES

RETAILING

24,494,165‌

FOOD,

BEVERAGE

&

TOBACCO

-

1

.9

%

124,422

Calavo

Growers,

Inc

3,987,725‌

155,190

Cal-Maine

Foods,

Inc

8,879,972‌

16,770

Coca-Cola

Consolidated

Inc

8,498,701‌

373,626

*

Hostess

Brands,

Inc

8,641,969‌

44,970

MGP

Ingredients,

Inc

4,386,374‌

627,150

Primo

Water

Corp

9,814,897‌

85,580

*

TreeHouse

Foods,

Inc

4,144,639‌

41,870

Universal

Corp

2,276,472‌

101,400

*

Vital

Farms,

Inc

1,782,612‌

TOTAL

FOOD,

BEVERAGE

&

TOBACCO

52,413,361‌

HEALTH

CARE

EQUIPMENT

&

SERVICES

-

6

.4

%

472,614

*

1Life

Healthcare,

Inc

7,557,098‌

78,397

*

AdaptHealth

Corp

1,680,048‌

467,010

*

Allscripts

Healthcare

Solutions,

Inc

8,364,149‌

557,820

*

Alphatec

Holdings

Inc

7,262,816‌

112,000

*

Angiodynamics,

Inc

1,458,240‌

144,197

*

Avanos

Medical,

Inc

4,418,196‌

43,252

*

Axonics

Modulation

Technologies,

Inc

2,655,673‌

330,990

*

Cardiovascular

Systems,

Inc

4,614,001‌

11,535

*

Castle

Biosciences,

Inc

312,368‌

241,560

*

Cross

Country

Healthcare,

Inc

6,703,290‌

198,090

*

Health

Catalyst,

Inc

2,753,451‌

130,224

*

HealthStream,

Inc

3,148,816‌

717,300

*,e

Hims

&

Hers

Health,

Inc

5,939,244‌

122,980

*

Integer

Holding

Corp

8,093,314‌

199,677

*

Lantheus

Holdings,

Inc

11,481,427‌

162,990

*

Meridian

Bioscience,

Inc

5,541,660‌

146,590

*

Merit

Medical

Systems,

Inc

10,459,197‌

62,670

*

ModivCare,

Inc

6,721,984‌

361,330

*

Neogen

Corp

7,736,075‌

223,040

*

NextGen

Healthcare,

Inc

4,242,221‌

263,725

*

Option

Care

Health,

Inc

7,613,741‌

272,140

*

Owens

&

Minor,

Inc

5,372,044‌

235,980

*

Phreesia,

Inc

8,846,890‌

282,370

*

Privia

Health

Group,

Inc

7,635,285‌

141,790

*

PROCEPT

BioRobotics

Corp

5,514,213‌

240,480

*

Progyny,

Inc

8,270,107‌

70,600

*

Shockwave

Medical

Inc

13,267,858‌

256,470

*

Surgery

Partners,

Inc

8,514,804‌

17,280

*

UFP

Technologies,

Inc

1,965,254‌

TOTAL

HEALTH

CARE

EQUIPMENT

&

SERVICES

178,143,464‌

HOUSEHOLD

&

PERSONAL

PRODUCTS

-

0

.9

%

355,090

*

BellRing

Brands,

Inc

10,070,352‌

Portfolio

of

investments

(unaudited)

Quant

Small-Cap

Equity

Fund

January

31,

2023

22

continued

SHARES

COMPANY

REFERENCERATE

&

SPREAD

VALUE

HOUSEHOLD

&

PERSONAL

PRODUCTS—continued

272,750

*

elf

Beauty,

Inc

$

15,696,763‌

TOTAL

HOUSEHOLD

&

PERSONAL

PRODUCTS

25,767,115‌

INSURANCE

-

1

.8

%

48,300

American

Equity

Investment

Life

Holding

Co

2,301,495‌

252,925

*

BRP

Group,

Inc

7,246,301‌

100,820

Employers

Holdings,

Inc

4,422,974‌

2,282,840

*

Genworth

Financial,

Inc

(Class

A)

12,601,277‌

114,540

Selective

Insurance

Group,

Inc

10,881,300‌

141,700

Stewart

Information

Services

Corp

6,769,009‌

87,110

*,e

Trupanion,

Inc

5,141,232‌

TOTAL

INSURANCE

49,363,588‌

MATERIALS

-

5

.2

%

100,752

AdvanSix,

Inc

4,356,516‌

184,700

*

Arconic

Corp

4,342,297‌

177,200

*

Aspen

Aerogels,

Inc

1,860,600‌

127,890

Avient

Corp

5,182,103‌

225,610

Commercial

Metals

Co

12,243,855‌

612,070

*

Constellium

SE

8,893,377‌

129,750

*

Ingevity

Corp

10,696,590‌

64,620

Innospec,

Inc

7,303,352‌

285,870

*

LSB

Industries,

Inc

3,633,408‌

55,625

Materion

Corp

5,020,156‌

146,234

Myers

Industries,

Inc

3,521,315‌

664,390

*

O-I

Glass,

Inc

12,789,507‌

67,204

Olympic

Steel,

Inc

2,973,105‌

55,520

*

Piedmont

Lithium,

Inc

3,810,893‌

324,700

*

Rayonier

Advanced

Materials,

Inc

2,250,171‌

231,700

Ryerson

Holding

Corp

8,843,989‌

184,375

Schnitzer

Steel

Industries,

Inc

(Class

A)

6,239,250‌

192,110

Schweitzer-Mauduit

International,

Inc

5,294,552‌

126,720

Sensient

Technologies

Corp

9,591,437‌

36,640

Stepan

Co

4,024,538‌

139,370

Sylvamo

Corp

6,624,256‌

458,670

Tronox

Holdings

plc

7,866,190‌

87,318

Worthington

Industries,

Inc

4,965,775‌

TOTAL

MATERIALS

142,327,232‌

MEDIA

&

ENTERTAINMENT

-

2

.2

%

351,850

*

Cars.com,

Inc

6,016,635‌

1,591,540

*

Clear

Channel

3,039,841‌

577,350

Entravision

Communications

Corp

(Class

A)

3,752,775‌

252,755

Gray

Television,

Inc

3,275,705‌

336,800

*

Integral

Ad

Science

Holding

Corp

3,462,304‌

136,790

*

Liberty

Braves

Group

(Class

C)

4,743,877‌

284,100

*

Magnite,

Inc

3,431,928‌

286,080

*,e

PubMatic,

Inc

4,385,606‌

344,220

Sinclair

Broadcast

Group,

Inc

(Class

A)

7,101,259‌

594,140

TEGNA,

Inc

11,841,210‌

247,270

*

WideOpenWest,

Inc

2,841,132‌

215,250

*

Yelp,

Inc

6,782,528‌

TOTAL

MEDIA

&

ENTERTAINMENT

60,674,800‌

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES

-

9

.3

%

168,600

*,e

AbCellera

Biologics,

Inc

1,775,358‌

1,620,590

*

ADMA

Biologics,

Inc

5,979,977‌

427,400

*

Alkermes

plc

12,240,736‌

210,910

*

Amphastar

Pharmaceuticals,

Inc

6,382,137‌

125,610

*

Amylyx

Pharmaceuticals,

Inc

4,922,656‌

208,658

*

Arcus

Biosciences,

Inc

4,513,272‌

Portfolio

of

investments

(unaudited)

Quant

Small-Cap

Equity

Fund

January

31,

2023

23

continued

SHARES

COMPANY

REFERENCERATE

&

SPREAD

VALUE

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES—continued

57,072

*

Arrowhead

Pharmaceuticals

Inc

$

1,996,949‌

412,400

*

BioCryst

Pharmaceuticals,

Inc

4,350,820‌

356,200

*

Biohaven

Ltd

6,799,858‌

699,840

*

Bluebird

Bio,

Inc

4,443,984‌

253,180

*

C4

Therapeutics,

Inc

1,972,272‌

146,022

*

CareDx,

Inc

2,181,569‌

117,683

*

Catalyst

Pharmaceuticals,

Inc

1,822,910‌

308,465

*

Chinook

Therapeutics,

Inc

7,794,911‌

435,391

*

Codexis,

Inc

2,677,655‌

385,790

*

Coherus

Biosciences,

Inc

3,271,499‌

64,680

*

Collegium

Pharmaceutical,

Inc

1,816,214‌

988,140

*,e

CTI

BioPharma

Corp

5,464,414‌

258,020

*

Cytek

Biosciences,

Inc

3,109,141‌

235,730

*

Day

One

Biopharmaceuticals,

Inc

5,131,842‌

348,380

*

Deciphera

Pharmaceuticals,

Inc

5,925,944‌

190,282

*,e

Dynavax

Technologies

Corp

2,165,409‌

278,950

*

Editas

Medicine,

Inc

2,758,815‌

640,160

*,e

Esperion

Thereapeutics,

Inc

4,071,418‌

467,680

*

Evolus,

Inc

4,859,195‌

48,543

*

FibroGen,

Inc

1,145,615‌

132,683

*

Harmony

Biosciences

Holdings,

Inc

6,391,340‌

265,110

*

Ideaya

Biosciences,

Inc

4,514,823‌

1,167,390

*

Immunogen,

Inc

5,369,994‌

269,150

*

Immunovant,

Inc

4,782,795‌

349,280

*

Insmed,

Inc

7,519,998‌

43,630

*

Intellia

Therapeutics,

Inc

1,851,657‌

365,710

*

Intercept

Pharmaceuticals,

Inc

6,677,865‌

223,304

*

Intra-Cellular

Therapies,

Inc

10,700,728‌

747,439

*

Iovance

Biotherapeutics,

Inc

5,949,614‌

461,432

*

Ironwood

Pharmaceuticals,

Inc

5,315,697‌

273,459

*

IVERIC

bio,

Inc

6,316,903‌

841,140

*

Karyopharm

Therapeutics,

Inc

2,775,762‌

633,710

*

Kezar

Life

Sciences,

Inc

4,543,701‌

299,530

*

Kura

Oncology,

Inc

4,139,505‌

540,660

*

MannKind

Corp

2,957,410‌

809,710

*

Mersana

Therapeutics,

Inc

5,327,892‌

152,810

*

Morphic

Holding,

Inc

5,001,471‌

312,830

*

NGM

Biopharmaceuticals

Inc

1,639,229‌

396,760

*,e

Nkarta,

Inc

2,114,731‌

349,820

*

Nurix

Therapeutics,

Inc

4,299,288‌

140,324

Phibro

Animal

Health

Corp

2,160,990‌

90,000

*

Prometheus

Biosciences,

Inc

10,229,400‌

238,285

*

Protagonist

Therapeutics,

Inc

3,166,808‌

223,080

*

RAPT

Therapeutics,

Inc

6,480,474‌

593,170

*

Recursion

Pharmaceuticals,

Inc

4,941,106‌

79,460

*

Replimune

Group,

Inc

2,212,961‌

1,935,500

*

Rigel

Pharmaceuticals,

Inc

3,174,220‌

1,088,796

*

Sangamo

Therapeutics

Inc

3,799,898‌

387,760

*

Vanda

Pharmaceuticals,

Inc

2,977,997‌

157,960

*

Vir

Biotechnology,

Inc

4,667,718‌

135,220

*

Viridian

Therapeutics,

Inc

4,938,234‌

TOTAL

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES

256,514,779‌

REAL

ESTATE

-

6

.6

%

137,630

Alexander

&

Baldwin,

Inc

2,755,352‌

637,720

Apple

Hospitality

REIT,

Inc

11,306,775‌

563,680

*

Ashford

Hospitality

Trust,

Inc

3,883,755‌

993,620

Brandywine

Realty

Trust

6,518,147‌

441,956

Broadstone

Net

Lease,

Inc

8,003,823‌

222,280

Corporate

Office

Properties

Trust

6,239,400‌

139,330

*

Cushman

&

Wakefield

plc

2,010,532‌

Portfolio

of

investments

(unaudited)

Quant

Small-Cap

Equity

Fund

January

31,

2023

24

continued

SHARES

COMPANY

REFERENCERATE

&

SPREAD

VALUE

REAL

ESTATE—continued

845,090

DiamondRock

Hospitality

Co

$

8,138,217‌

19,800

EastGroup

Properties,

Inc

3,331,350‌

436,750

Essential

Properties

Realty

Trust,

Inc

11,128,390‌

31,100

Four

Corners

Property

Trust,

Inc

894,436‌

500,840

Macerich

Co

6,881,542‌

144,080

National

Storage

Affiliates

Trust

5,878,464‌

324,980

Office

Properties

Income

Trust

5,576,657‌

161,230

Outfront

Media,

Inc

3,208,477‌

844,540

Paramount

Group,

Inc

5,447,283‌

362,490

Phillips

Edison

&

Co,

Inc

12,150,665‌

514,770

Piedmont

Office

Realty

Trust,

Inc

5,456,562‌

246,600

PotlatchDeltic

Corp

12,071,070‌

590,060

Retail

Opportunities

Investment

Corp

9,340,650‌

715,140

RLJ

Lodging

Trust

8,989,310‌

125,218

Ryman

Hospitality

Properties

11,631,500‌

921,760

Service

Properties

Trust

8,212,882‌

554,810

Summit

Hotel

Properties,

Inc

4,726,981‌

497,990

Tanger

Factory

Outlet

Centers,

Inc

9,516,589‌

406,650

Whitestone

REIT

4,233,226‌

417,500

Xenia

Hotels

&

Resorts,

Inc

6,220,750‌

TOTAL

REAL

ESTATE

183,752,785‌

RETAILING

-

2

.6

%

273,190

*

Abercrombie

&

Fitch

Co

(Class

A)

7,911,582‌

146,980

Academy

Sports

&

Outdoors,

Inc

8,586,572‌

94,950

*

Boot

Barn

Holdings,

Inc

7,927,375‌

649,960

*

CarParts.com,

Inc

4,432,727‌

92,000

*

Destination

XL

Group,

Inc

655,960‌

222,460

Foot

Locker,

Inc

9,679,235‌

186,070

*

MarineMax,

Inc

5,814,687‌

167,800

Monro

Muffler,

Inc

8,541,020‌

194,050

*,e

Overstock.com,

Inc

4,697,951‌

387,660

*

Sally

Beauty

Holdings,

Inc

6,039,743‌

88,850

Signet

Jewelers

Ltd

6,824,568‌

TOTAL

RETAILING

71,111,420‌

SEMICONDUCTORS

&

SEMICONDUCTOR

EQUIPMENT

-

3

.0

%

184,148

*,e

Credo

Technology

Group

Holding

Ltd

3,191,285‌

202,660

Kulicke

&

Soffa

Industries,

Inc

10,355,926‌

147,637

*

Lattice

Semiconductor

Corp

11,189,408‌

133,830

*

MACOM

Technology

Solutions

Holdings,

Inc

8,969,287‌

278,650

*

MaxLinear,

Inc

11,480,380‌

432,930

*

Photronics,

Inc

7,844,692‌

215,090

*

Rambus,

Inc

8,704,692‌

273,310

*

Semtech

Corp

9,027,429‌

351,540

*

SMART

Global

Holdings,

Inc

6,042,973‌

293,120

*

Veeco

Instruments,

Inc

5,821,363‌

TOTAL

SEMICONDUCTORS

&

SEMICONDUCTOR

EQUIPMENT

82,627,435‌

SOFTWARE

&

SERVICES

-

7

.2

%

247,440

A10

Networks,

Inc

3,830,371‌

228,380

*

ACI

Worldwide,

Inc

6,378,653‌

214,990

*

Alkami

Technology,

Inc

3,519,386‌

787,260

*

AvidXchange

Holdings,

Inc

8,754,331‌

426,955

*

Box,

Inc

13,658,291‌

206,850

*

Brightcove,

Inc

1,311,429‌

296,060

Clear

Secure,

Inc

9,293,323‌

112,140

*

Commvault

Systems,

Inc

6,978,472‌

514,850

*

Conduent,

Inc

2,455,835‌

124,840

*

Domo,

Inc

1,936,268‌

321,870

*

EngageSmart,

Inc

6,340,839‌

Portfolio

of

investments

(unaudited)

Quant

Small-Cap

Equity

Fund

January

31,

2023

25

continued

SHARES

COMPANY

REFERENCERATE

&

SPREAD

VALUE

SOFTWARE

&

SERVICES—continued

93,420

*

ExlService

Holdings,

Inc

$

15,937,452‌

324,150

*

Flywire

Corp

8,742,326‌

411,020

*

Grid

Dynamics

Holdings,

Inc

5,145,970‌

91,520

*

International

Money

Express

Inc

2,082,995‌

172,550

*

Model

N,

Inc

6,843,333‌

436,214

*

Olo,

Inc

3,498,436‌

143,090

*

Pagerduty,

Inc

4,262,651‌

631,710

*

Payoneer

Global,

Inc

3,764,992‌

120,880

*

Perficient,

Inc

8,962,043‌

158,085

Progress

Software

Corp

8,384,828‌

43,050

*

Qualys,

Inc

4,966,248‌

51,054

*

Rapid7,

Inc

2,035,523‌

697,650

*

Repay

Holdings

Corp

6,795,111‌

159,770

*

Sprout

Social,

Inc

10,220,487‌

39,000

*

SPS

Commerce,

Inc

5,307,120‌

958,340

*

StoneCo

Ltd

10,695,075‌

700,200

*

Sumo

Logic,

Inc

8,283,366‌

324,589

*

Tenable

Holdings,

Inc

13,058,216‌

756,670

*

Zeta

Global

Holdings

Corp

6,870,564‌

TOTAL

SOFTWARE

&

SERVICES

200,313,934‌

TECHNOLOGY

HARDWARE

&

EQUIPMENT

-

3

.9

%

170,550

Belden

CDT,

Inc

13,829,899‌

120,960

*

Coherent

Corp

5,249,664‌

996,070

*

CommScope

Holding

Co,

Inc

8,366,988‌

619,810

*

Extreme

Networks,

Inc

11,175,174‌

94,870

*

Fabrinet

12,490,584‌

249,560

*

Knowles

Corp

4,799,039‌

47,273

*

OSI

Systems,

Inc

4,477,226‌

235,616

*

Ribbon

Communications,

Inc

827,012‌

360,901

*

Sanmina

Corp

21,989,698‌

52,392

*

Scansource,

Inc

1,725,269‌

152,270

*

Super

Micro

Computer,

Inc

11,013,689‌

491,720

Vishay

Intertechnology,

Inc

11,255,471‌

43,409

*

Vishay

Precision

Group,

Inc

1,874,401‌

TOTAL

TECHNOLOGY

HARDWARE

&

EQUIPMENT

109,074,114‌

TELECOMMUNICATION

SERVICES

-

0

.9

%

137,990

*

Bandwidth

Inc

3,433,191‌

267,120

*

EchoStar

Corp

(Class

A)

4,997,815‌

2,542,820

*,e

Globalstar,

Inc

3,585,376‌

334,990

*

Gogo,

Inc

5,617,782‌

11,647

*

Iridium

Communications,

Inc

696,957‌

518,330

*

Radius

Global

Infrastructure,

Inc

6,981,905‌

TOTAL

TELECOMMUNICATION

SERVICES

25,313,026‌

TRANSPORTATION

-

2

.1

%

132,372

ArcBest

Corp

11,046,443‌

105,196

Forward

Air

Corp

11,345,389‌

159,839

*

Hub

Group,

Inc

(Class

A)

13,629,472‌

749,790

e

Safe

Bulkers,

Inc

2,466,809‌

52,130

*

Saia,

Inc

14,220,021‌

297,782

Spirit

Airlines,

Inc

5,907,995‌

TOTAL

TRANSPORTATION

58,616,129‌

UTILITIES

-

2

.8

%

233,800

Avista

Corp

9,328,620‌

171,498

Black

Hills

Corp

12,413,025‌

261,759

e

Brookfield

Infrastructure

Corp

11,574,983‌

267,630

Clearway

Energy,

Inc

(Class

C)

9,043,218‌

155,020

Northwest

Natural

Holding

Co

7,772,703‌

Portfolio

of

investments

(unaudited)

Quant

Small-Cap

Equity

Fund

January

31,

2023

26

concluded

SHARES

COMPANY

REFERENCERATE

&

SPREAD

VALUE

UTILITIES—continued

46,730

NorthWestern

Corp

$

2,654,264‌

151,630

Otter

Tail

Corp

9,727,064‌

242,991

e

Portland

General

Electric

Co

11,561,512‌

66,970

Unitil

Corp

3,493,825‌

TOTAL

UTILITIES

77,569,214‌

TOTAL

COMMON

STOCKS

2,748,812,405‌

(Cost

$2,372,226,550)

PRINCIPAL

ISSUER

RATE

MATURITY

DATE

SHORT-TERM

INVESTMENTS

-

1.8%

REPURCHASE

AGREEMENT

-

0

.7

%

$

19,745,000

r

Fixed

Income

Clearing

Corp

(FICC)

4

.290

%

02/01/23

19,745,000‌

TOTAL

REPURCHASE

AGREEMENT

19,745,000‌

SHARES

COMPANY

EXP

INVESTMENTS

IN

REGISTERED

INVESTMENT

COMPANIES

-

1

.1

%

29,934,238

c

State

Street

Navigator

Securities

Lending

Government

Money

Market

Portfolio

4

.550

29,934,238‌

TOTAL

INVESTMENTS

IN

REGISTERED

INVESTMENT

COMPANIES

29,934,238‌

TOTAL

SHORT-TERM

INVESTMENTS

49,679,238‌

(Cost

$49,679,238)

TOTAL

INVESTMENTS

-

101.1%

2,798,491,643‌

(Cost

$2,421,905,788)

OTHER

ASSETS

&

LIABILITIES,

NET

-

(1.1)%

(

29,329,755‌

)

NET

ASSETS

-

100.0%

$

2,769,161,888‌

REIT

Real

Estate

Investment

Trust

*

Non-income

producing

c

Investments

made

with

cash

collateral

received

from

securities

on

loan.

d

All

or

a

portion

of

these

securities

have

been

segregated

to

cover

margin

requirements

on

open

futures

contracts.

e

All

or

a

portion

of

these

securities

are

out

on

loan.

The

aggregate

value

of

securities

on

loan

is

$49,530,562.

r

Agreement

with

Fixed

Income

Clearing

Corp

(FICC),

4.290%

dated

1/31/23

to

be

repurchased

at

$19,745,000

on

2/1/23,

collateralized

by

Government

Agency

Securities,

with

coupon

rate

2.875%

and

maturity

date

5/31/25,

valued

at

$20,139,918.

Futures

contracts

outstanding

as

of

January

31,

2023

were

as

follows:

Description

Number

of

long

(short)

contracts

Expiration

date

Notional

amount

Value

Unrealized

appreciation

(depreciation)

Russell

2000

E

Mini

Index

140‌

03/17/23

 $

12,769,055‌

$

13,575,800‌

$

806,745‌

Portfolio

of

investments

(unaudited)

Quant

Small/Mid-Cap

Equity

Fund

January

31,

2023

27

SHARES

COMPANY

REFERENCERATE

&

SPREAD

VALUE

COMMON

STOCKS

-

99.7%

AUTOMOBILES

&

COMPONENTS

-

1

.0

%

88,449

*

Goodyear

Tire

&

Rubber

Co

$

995,051‌

71,665

*

Stoneridge,

Inc

1,767,259‌

48,729

Thor

Industries,

Inc

4,645,336‌

26,620

*

Visteon

Corp

4,161,771‌

TOTAL

AUTOMOBILES

&

COMPONENTS

11,569,417‌

BANKS

-

7

.2

%

46,972

*

Axos

Financial,

Inc

2,260,293‌

70,288

Bank

of

NT

Butterfield

&

Son

Ltd

2,246,404‌

44,300

Bank

OZK

2,023,181‌

75,832

Berkshire

Hills

Bancorp,

Inc

2,354,584‌

108,846

Cadence

BanCorp

2,784,281‌

162,988

Capitol

Federal

Financial

1,364,210‌

76,520

Cathay

General

Bancorp

3,363,819‌

84,634

Central

Pacific

Financial

Corp

1,912,728‌

104,117

Columbia

Banking

System,

Inc

3,218,256‌

53,212

Community

Bank

System,

Inc

3,070,865‌

53,495

ConnectOne

Bancorp,

Inc

1,271,576‌

29,154

Eagle

Bancorp,

Inc

1,384,523‌

29,197

Enterprise

Financial

Services

Corp

1,556,784‌

81,762

Essent

Group

Ltd

3,599,981‌

142,858

First

Bancorp

1,921,440‌

97,825

First

Financial

Bankshares,

Inc

3,484,527‌

122,808

First

Hawaiian,

Inc

3,369,852‌

101,944

First

Interstate

Bancsystem,

Inc

3,657,751‌

49,254

Glacier

Bancorp,

Inc

2,245,490‌

48,830

Hancock

Whitney

Corp

2,513,768‌

16,307

HomeStreet,

Inc

449,584‌

47,820

International

Bancshares

Corp

2,241,323‌

86,856

National

Bank

Holdings

Corp

3,667,929‌

33,812

NBT

Bancorp,

Inc

1,329,150‌

70,752

*

NMI

Holdings,

Inc

1,643,569‌

102,824

OFG

Bancorp

2,910,947‌

199,485

Old

National

Bancorp

3,490,988‌

52,254

Prosperity

Bancshares,

Inc

3,963,988‌

77,306

Renasant

Corp

2,750,547‌

19,494

Signature

Bank

2,513,751‌

32,658

South

State

Corp

2,599,577‌

52,752

Washington

Federal,

Inc

1,870,586‌

33,960

Westamerica

Bancorporation

1,886,818‌

TOTAL

BANKS

80,923,070‌

CAPITAL

GOODS

-

15

.6

%

12,554

Advanced

Drainage

Systems,

Inc

1,265,945‌

64,356

Aecom

Technology

Corp

5,616,348‌

24,147

*

Aerojet

Rocketdyne

Holdings,

Inc

1,350,300‌

90,826

Allison

Transmission

Holdings,

Inc

4,094,436‌

200,816

*

API

Group

Corp

4,466,148‌

37,472

Applied

Industrial

Technologies,

Inc

5,366,365‌

71,358

*

Atkore

International

Group,

Inc

9,294,379‌

25,701

AZZ,

Inc

1,091,778‌

61,975

Boise

Cascade

Co

4,646,266‌

115,615

*

Builders

FirstSource,

Inc

9,214,515‌

8,844

Carlisle

Cos,

Inc

2,218,606‌

215,839

*,e

ChargePoint

Holdings,

Inc

2,620,285‌

32,957

Comfort

Systems

USA,

Inc

3,989,115‌

64,328

Donaldson

Co,

Inc

4,010,851‌

31,872

*

Dycom

Industries,

Inc

3,039,633‌

37,519

EMCOR

Group,

Inc

5,562,192‌

Portfolio

of

investments

(unaudited)

Quant

Small/Mid-Cap

Equity

Fund

January

31,

2023

28

continued

SHARES

COMPANY

REFERENCERATE

&

SPREAD

VALUE

CAPITAL

GOODS—continued

116,216

Enerpac

Tool

Group

Corp

$

3,084,373‌

14,913

EnPro

Industries,

Inc

1,805,517‌

56,634

Esab

Corp

3,274,012‌

61,913

Federal

Signal

Corp

3,296,867‌

78,354

Fortune

Brands

Home

&

Security,

Inc

5,054,617‌

37,983

*

Gibraltar

Industries,

Inc

2,034,749‌

102,501

Howmet

Aerospace,

Inc

4,170,766‌

62,393

ITT,

Inc

5,714,575‌

171,597

*

Janus

International

Group,

Inc

1,887,567‌

94,593

*

Kratos

Defense

&

Security

Solutions,

Inc

1,083,090‌

7,472

Lincoln

Electric

Holdings,

Inc

1,246,853‌

244,733

*

MRC

Global,

Inc

3,328,369‌

34,362

Mueller

Industries,

Inc

2,252,429‌

17,889

Nordson

Corp

4,352,394‌

219,457

*

NOW,

Inc

3,081,176‌

139,987

nVent

Electric

plc

5,564,483‌

99,302

Pentair

plc

5,499,345‌

12,007

Quanta

Services,

Inc

1,827,345‌

100,745

Shyft

Group,

Inc

3,353,801‌

5,541

Snap-On,

Inc

1,378,213‌

35,804

*

SPX

Technologies,

Inc

2,685,658‌

128,710

*

Sunrun,

Inc

3,382,499‌

103,292

Textron,

Inc

7,524,822‌

54,558

*

Titan

Machinery,

Inc

2,397,278‌

53,873

*

Trex

Co,

Inc

2,840,185‌

172,692

*

Triumph

Group,

Inc

1,966,962‌

88,030

UFP

Industries,

Inc

8,235,206‌

141,433

*

Univar

Solutions

Inc

4,876,610‌

39,635

*

Vectrus,

Inc

1,750,282‌

21,327

Veritiv

Corp

2,666,728‌

143,785

Wabash

National

Corp

3,703,902‌

12,628

*

WESCO

International,

Inc

1,881,698‌

TOTAL

CAPITAL

GOODS

175,049,533‌

COMMERCIAL

&

PROFESSIONAL

SERVICES

-

2

.7

%

66,346

Booz

Allen

Hamilton

Holding

Co

6,278,985‌

36,301

Brink's

Co

2,381,346‌

91,033

*

First

Advantage

Corp

1,263,538‌

35,305

Insperity,

Inc

3,902,968‌

48,030

KBR,

Inc

2,460,577‌

76,108

Kforce,

Inc

4,271,942‌

26,426

Manpower,

Inc

2,303,290‌

32,885

Tetra

Tech,

Inc

5,114,275‌

39,807

*

TriNet

Group,

Inc

3,003,438‌

TOTAL

COMMERCIAL

&

PROFESSIONAL

SERVICES

30,980,359‌

CONSUMER

DURABLES

&

APPAREL

-

2

.3

%

11,108

*

Cavco

Industries,

Inc

2,955,839‌

73,924

*

G-III

Apparel

Group

Ltd

1,250,794‌

60,246

*

Skyline

Champion

Corp

3,551,502‌

81,833

Smith

&

Wesson

Brands,

Inc

906,710‌

91,230

Steven

Madden

Ltd

3,270,595‌

82,629

Tapestry,

Inc

3,765,404‌

24,548

*

TopBuild

Corp

4,911,073‌

246,216

*

Under

Armour,

Inc

(Class

A)

3,050,616‌

177,658

*

Under

Armour,

Inc

(Class

C)

1,936,472‌

TOTAL

CONSUMER

DURABLES

&

APPAREL

25,599,005‌

CONSUMER

SERVICES

-

4

.0

%

148,697

ADT,

Inc

1,307,047‌

134,556

ARAMARK

Holdings

Corp

5,991,779‌

Portfolio

of

investments

(unaudited)

Quant

Small/Mid-Cap

Equity

Fund

January

31,

2023

29

continued

SHARES

COMPANY

REFERENCERATE

&

SPREAD

VALUE

CONSUMER

SERVICES—continued

75,759

Boyd

Gaming

Corp

$

4,720,543‌

62,613

*

Chegg,

Inc

1,299,846‌

221,868

*

Denny's

Corp

2,666,853‌

33,113

*

Duolingo,

Inc

3,161,960‌

180,228

*

Everi

Holdings,

Inc

3,130,560‌

100,597

H&R

Block,

Inc

3,921,271‌

79,339

*

Hilton

Grand

Vacations,

Inc

3,757,495‌

152,087

International

Game

Technology

plc

4,022,701‌

43,663

Red

Rock

Resorts,

Inc

1,965,272‌

43,448

Texas

Roadhouse,

Inc

(Class

A)

4,363,483‌

11,268

Vail

Resorts,

Inc

2,956,047‌

59,598

Wendy's

1,329,036‌

TOTAL

CONSUMER

SERVICES

44,593,893‌

DIVERSIFIED

FINANCIALS

-

5

.5

%

13,982

Affiliated

Managers

Group,

Inc

2,415,251‌

76,354

A-Mark

Precious

Metals,

Inc

2,939,629‌

135,424

Brightsphere

Investment

Group,

Inc

3,175,693‌

128,388

*

Cannae

Holdings,

Inc

3,137,803‌

133,584

Carlyle

Group,

Inc

4,805,017‌

53,108

CBOE

Global

Markets,

Inc

6,525,911‌

25,928

Cohen

&

Steers,

Inc

1,904,930‌

18,851

Evercore

Inc

2,447,048‌

13,266

Factset

Research

Systems,

Inc

5,610,722‌

12,296

Houlihan

Lokey,

Inc

1,218,165‌

17,500

e

iShares

Russell

2000

Index

Fund

3,350,900‌

223,870

*

LendingClub

Corp

2,169,300‌

23,424

LPL

Financial

Holdings,

Inc

5,554,299‌

15,411

MarketAxess

Holdings,

Inc

5,607,292‌

545,836

*

SoFi

Technologies,

Inc

3,782,643‌

41,134

StepStone

Group,

Inc

1,200,701‌

16,000

e

Vanguard

Small-Cap

ETF

3,234,880‌

142,702

Virtu

Financial,

Inc

2,755,576‌

TOTAL

DIVERSIFIED

FINANCIALS

61,835,760‌

ENERGY

-

5

.3

%

226,017

*

Alto

Ingredients,

Inc

766,198‌

148,188

APA

Corp

6,569,174‌

15,266

Chesapeake

Energy

Corp

1,323,867‌

64,328

Comstock

Resources

Inc

781,585‌

54,148

CVR

Energy,

Inc

1,797,714‌

85,728

Delek

US

Holdings,

Inc

2,294,081‌

31,985

*

Denbury,

Inc

2,775,658‌

21,674

Devon

Energy

Corp

1,370,664‌

91,735

*

Diamond

Offshore

Drilling,

Inc

1,051,283‌

98,449

*

Kosmos

Energy

Ltd

778,732‌

220,138

Liberty

Oilfield

Services,

Inc

3,484,785‌

19,321

*

Nabors

Industries

Ltd

3,430,250‌

391,957

*

NexTier

Oilfield

Solutions,

Inc

3,692,235‌

160,703

*

Par

Pacific

Holdings,

Inc

4,295,591‌

96,366

Patterson-UTI

Energy,

Inc

1,618,949‌

190,129

PBF

Energy,

Inc

7,983,517‌

105,226

Range

Resources

Corp

2,632,755‌

76,788

Sitio

Royalties

Corp

2,040,257‌

43,762

SM

Energy

Co

1,438,457‌

269,243

*

Southwestern

Energy

Co

1,486,221‌

67,587

*

Talos

Energy,

Inc

1,338,898‌

82,628

*

Weatherford

International

Ltd

4,699,881‌

53,778

World

Fuel

Services

Corp

1,521,917‌

TOTAL

ENERGY

59,172,669‌

Portfolio

of

investments

(unaudited)

Quant

Small/Mid-Cap

Equity

Fund

January

31,

2023

30

continued

SHARES

COMPANY

REFERENCERATE

&

SPREAD

VALUE

FOOD

&

STAPLES

RETAILING

-

1

.6

%

59,705

Albertsons

Cos,

Inc

$

1,265,746‌

75,598

*

Chefs'

Warehouse

Holdings,

Inc

2,890,112‌

84,136

*

Performance

Food

Group

Co

5,159,219‌

81,157

*

United

Natural

Foods,

Inc

3,377,754‌

134,381

*

US

Foods

Holding

Corp

5,123,948‌

TOTAL

FOOD

&

STAPLES

RETAILING

17,816,779‌

FOOD,

BEVERAGE

&

TOBACCO

-

1

.5

%

150,089

*

Hostess

Brands,

Inc

3,471,559‌

68,698

Lamb

Weston

Holdings,

Inc

6,862,243‌

63,664

*

Pilgrim's

Pride

Corp

1,545,762‌

221,545

Primo

Water

Corp

3,467,179‌

147,909

Vector

Group

Ltd

1,915,421‌

TOTAL

FOOD,

BEVERAGE

&

TOBACCO

17,262,164‌

HEALTH

CARE

EQUIPMENT

&

SERVICES

-

5

.4

%

194,515

*

Allscripts

Healthcare

Solutions,

Inc

3,483,764‌

48,616

*

Axonics

Modulation

Technologies,

Inc

2,985,022‌

72,291

*

Cardiovascular

Systems,

Inc

1,007,737‌

137,519

*

Cross

Country

Healthcare,

Inc

3,816,152‌

24,856

*

DaVita,

Inc

2,047,886‌

44,992

*

Enovis

Corp

2,832,246‌

132,800

*

Evolent

Health,

Inc

4,278,816‌

312,124

*

Hims

&

Hers

Health,

Inc

2,584,387‌

38,925

*

Integra

LifeSciences

Holdings

Corp

2,230,402‌

53,225

*

Lantheus

Holdings,

Inc

3,060,438‌

57,006

*

Merit

Medical

Systems,

Inc

4,067,378‌

126,874

*

Option

Care

Health,

Inc

3,662,852‌

29,040

*

Outset

Medical,

Inc

816,605‌

112,443

Patterson

Cos,

Inc

3,394,654‌

102,187

*

Phreesia,

Inc

3,830,991‌

60,247

Premier,

Inc

2,009,840‌

76,983

*

Progyny,

Inc

2,647,445‌

16,640

*

Shockwave

Medical

Inc

3,127,155‌

141,845

*

Signify

Health,

Inc

4,036,909‌

47,734

*

Silk

Road

Medical

Inc

2,594,820‌

35,225

*

Surgery

Partners,

Inc

1,169,470‌

32,885

*

Tandem

Diabetes

Care,

Inc

1,339,735‌

TOTAL

HEALTH

CARE

EQUIPMENT

&

SERVICES

61,024,704‌

HOUSEHOLD

&

PERSONAL

PRODUCTS

-

1

.1

%

124,585

*

BellRing

Brands,

Inc

3,533,230‌

108,596

*

elf

Beauty,

Inc

6,249,700‌

24,077

Medifast,

Inc

2,683,382‌

TOTAL

HOUSEHOLD

&

PERSONAL

PRODUCTS

12,466,312‌

INSURANCE

-

2

.8

%

34,771

American

Financial

Group,

Inc

4,957,997‌

64,967

Axis

Capital

Holdings

Ltd

4,064,985‌

103,733

Brown

&

Brown,

Inc

6,074,605‌

103,069

Conseco,

Inc

2,655,057‌

132,222

Lincoln

National

Corp

4,684,625‌

163,387

Old

Republic

International

Corp

4,311,783‌

32,588

W.R.

Berkley

Corp

2,285,722‌

1,686

White

Mountains

Insurance

Group

Ltd

2,576,141‌

TOTAL

INSURANCE

31,610,915‌

MATERIALS

-

6

.8

%

45,402

Chemours

Co

1,652,179‌

711,423

*

Coeur

Mining,

Inc

2,767,435‌

30,613

Compass

Minerals

International,

Inc

1,428,403‌

Portfolio

of

investments

(unaudited)

Quant

Small/Mid-Cap

Equity

Fund

January

31,

2023

31

continued

SHARES

COMPANY

REFERENCERATE

&

SPREAD

VALUE

MATERIALS—continued

253,767

*

Constellium

SE

$

3,687,234‌

28,980

Eagle

Materials,

Inc

4,233,398‌

194,316

Element

Solutions,

Inc

3,979,592‌

51,782

Graphic

Packaging

Holding

Co

1,247,428‌

41,997

*

Ingevity

Corp

3,462,233‌

11,806

Innospec,

Inc

1,334,314‌

185,366

*

LSB

Industries,

Inc

2,356,002‌

48,881

Minerals

Technologies,

Inc

3,394,785‌

102,364

*

MP

Materials

Corp

3,327,854‌

178,372

*

Novagold

Resources

Inc

1,125,527‌

34,567

Reliance

Steel

&

Aluminum

Co

7,862,264‌

28,395

Royal

Gold,

Inc

3,607,017‌

93,806

Sealed

Air

Corp

5,136,817‌

75,911

Silgan

Holdings,

Inc

4,090,844‌

36,625

Sonoco

Products

Co

2,238,154‌

213,108

SSR

Mining,

Inc

3,610,049‌

39,998

Steel

Dynamics,

Inc

4,825,359‌

90,009

*

Summit

Materials,

Inc

2,957,696‌

26,351

Sylvamo

Corp

1,252,463‌

136,278

Valvoline,

Inc

4,995,951‌

25,878

Worthington

Industries,

Inc

1,471,682‌

TOTAL

MATERIALS

76,044,680‌

MEDIA

&

ENTERTAINMENT

-

1

.7

%

798,145

*

Clear

Channel

1,524,457‌

84,429

*

Eventbrite

Inc

750,574‌

71,726

*

Liberty

Media

Group

(Class

C)

5,078,201‌

107,946

*

Lions

Gate

Entertainment

Corp

(Class

A)

860,330‌

19,811

Madison

Square

Garden

Co

3,602,432‌

119,223

*

Magnite,

Inc

1,440,214‌

98,284

Sinclair

Broadcast

Group,

Inc

(Class

A)

2,027,599‌

110,610

TEGNA,

Inc

2,204,457‌

41,144

*

Yelp,

Inc

1,296,447‌

TOTAL

MEDIA

&

ENTERTAINMENT

18,784,711‌

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES

-

6

.5

%

119,050

*

Alkermes

plc

3,409,592‌

32,776

*

AnaptysBio,

Inc

815,795‌

160,615

*

Aurinia

Pharmaceuticals,

Inc

1,453,566‌

56,332

*,e

Bioxcel

Therapeutics

Inc

1,606,589‌

133,989

*

Chinook

Therapeutics,

Inc

3,385,902‌

212,335

*

Codexis,

Inc

1,305,860‌

135,649

*

Cytek

Biosciences,

Inc

1,634,571‌

28,272

*

Day

One

Biopharmaceuticals,

Inc

615,481‌

143,636

*

Deciphera

Pharmaceuticals,

Inc

2,443,248‌

113,041

*

Evolus,

Inc

1,174,496‌

89,995

*

Exact

Sciences

Corp

6,076,462‌

144,965

*

FibroGen,

Inc

3,421,174‌

77,762

*

Halozyme

Therapeutics,

Inc

4,025,739‌

112,263

*

Innoviva,

Inc

1,420,127‌

139,039

*

Insmed,

Inc

2,993,510‌

62,226

*

Intellia

Therapeutics,

Inc

2,640,871‌

130,833

*

Intercept

Pharmaceuticals,

Inc

2,389,011‌

235,869

*

Ironwood

Pharmaceuticals,

Inc

2,717,211‌

329,273

*

Karyopharm

Therapeutics,

Inc

1,086,601‌

109,571

*

Kezar

Life

Sciences,

Inc

785,624‌

88,920

*

Kura

Oncology,

Inc

1,228,874‌

10,887

*

Ligand

Pharmaceuticals,

Inc

(Class

B)

758,824‌

40,165

*

Morphic

Holding,

Inc

1,314,601‌

57,582

Perrigo

Co

plc

2,154,718‌

40,478

Phibro

Animal

Health

Corp

623,361‌

Portfolio

of

investments

(unaudited)

Quant

Small/Mid-Cap

Equity

Fund

January

31,

2023

32

continued

SHARES

COMPANY

REFERENCERATE

&

SPREAD

VALUE

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES—continued

27,965

*

Prestige

Consumer

Healthcare,

Inc.

$

1,838,978‌

121,307

*

QIAGEN

NV

5,944,043‌

56,988

*

Rocket

Pharmaceuticals,

Inc

1,238,349‌

464,982

*

Sangamo

Therapeutics

Inc

1,622,787‌

36,171

*

Sarepta

Therapeutics,

Inc

4,520,290‌

87,986

*

Supernus

Pharmaceuticals,

Inc

3,608,306‌

58,474

*

Syneos

Health,

Inc

2,100,386‌

48,794

*

Veracyte,

Inc

1,226,193‌

TOTAL

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES

73,581,140‌

REAL

ESTATE

-

7

.9

%

144,947

Acadia

Realty

Trust

2,251,027‌

93,002

Alexander

&

Baldwin,

Inc

1,861,900‌

85,650

American

Assets

Trust,

Inc

2,437,599‌

98,219

Apartment

Income

REIT

Corp

3,757,859‌

119,845

Brandywine

Realty

Trust

786,183‌

130,598

Brixmor

Property

Group,

Inc

3,072,971‌

38,251

Camden

Property

Trust

4,712,906‌

27,436

CubeSmart

1,256,294‌

87,941

Douglas

Elliman,

Inc

409,805‌

81,365

EPR

Properties

3,456,385‌

78,256

Equity

Lifestyle

Properties,

Inc

5,617,216‌

160,730

Essential

Properties

Realty

Trust,

Inc

4,095,400‌

49,300

e

eXp

World

Holdings

Inc

768,587‌

64,529

First

Industrial

Realty

Trust,

Inc

3,442,622‌

68,087

Gaming

and

Leisure

Properties,

Inc

3,646,740‌

91,449

Host

Hotels

and

Resorts,

Inc

1,723,814‌

43,343

Life

Storage,

Inc

4,682,778‌

34,129

Marcus

&

Millichap,

Inc

1,236,835‌

76,394

National

Retail

Properties,

Inc

3,617,256‌

62,934

NexPoint

Residential

Trust,

Inc

3,178,167‌

167,738

Outfront

Media,

Inc

3,337,986‌

393,522

Paramount

Group,

Inc

2,538,217‌

111,471

Physicians

Realty

Trust

1,767,930‌

186,337

Piedmont

Office

Realty

Trust,

Inc

1,975,172‌

69,826

Regency

Centers

Corp

4,652,506‌

68,298

Retail

Opportunities

Investment

Corp

1,081,157‌

171,119

RLJ

Lodging

Trust

2,150,966‌

15,143

RMR

Group,

Inc

469,736‌

35,497

Ryman

Hospitality

Properties

3,297,316‌

318,261

Service

Properties

Trust

2,835,706‌

105,023

Spirit

Realty

Capital,

Inc

4,608,409‌

32,956

VICI

Properties,

Inc

1,126,436‌

66,965

Whitestone

REIT

697,106‌

67,126

*

Zillow

Group,

Inc

(Class

A)

2,883,733‌

TOTAL

REAL

ESTATE

89,434,720‌

RETAILING

-

2

.0

%

34,203

*

Autonation,

Inc

4,334,204‌

334,167

*

CarParts.com,

Inc

2,279,019‌

411,901

*

Chico's

FAS,

Inc

2,170,718‌

187,100

Designer

Brands,

Inc

1,929,001‌

4,020

*

Five

Below,

Inc

792,463‌

13,774

*

Genesco,

Inc

665,147‌

22,928

Kohl's

Corp

742,179‌

10,908

Murphy

USA,

Inc

2,967,303‌

74,414

*

ODP

Corp

3,839,762‌

201,688

*

Sally

Beauty

Holdings,

Inc

3,142,299‌

TOTAL

RETAILING

22,862,095‌

Portfolio

of

investments

(unaudited)

Quant

Small/Mid-Cap

Equity

Fund

January

31,

2023

33

continued

SHARES

COMPANY

REFERENCERATE

&

SPREAD

VALUE

SEMICONDUCTORS

&

SEMICONDUCTOR

EQUIPMENT

-

3

.0

%

115,969

*

Allegro

MicroSystems,

Inc

$

4,426,537‌

34,231

*

Ambarella,

Inc

3,075,313‌

76,313

Amkor

Technology,

Inc

2,232,918‌

11,916

*

Enphase

Energy,

Inc

2,637,964‌

47,992

*

Formfactor,

Inc

1,350,495‌

37,732

*

Impinj,

Inc

4,896,859‌

95,760

*

Lattice

Semiconductor

Corp

7,257,650‌

190,907

*

Photronics,

Inc

3,459,235‌

60,449

*

Semtech

Corp

1,996,630‌

61,017

*

Ultra

Clean

Holdings

2,053,222‌

TOTAL

SEMICONDUCTORS

&

SEMICONDUCTOR

EQUIPMENT

33,386,823‌

SOFTWARE

&

SERVICES

-

8

.8

%

57,626

*

Alteryx,

Inc

3,197,667‌

60,607

Amdocs

Ltd

5,571,602‌

338,458

*

AvidXchange

Holdings,

Inc

3,763,653‌

38,213

*

Bill.Com

Holdings,

Inc

4,418,187‌

64,685

*

Black

Knight,

Inc

3,919,264‌

19,384

Concentrix

Corp

2,748,845‌

67,719

*

Domo,

Inc

1,050,322‌

93,397

*

Dropbox,

Inc

2,169,612‌

59,692

*

Elastic

NV

3,512,277‌

34,521

EVERTEC,

Inc

1,275,206‌

9,927

*

ExlService

Holdings,

Inc

1,693,546‌

127,967

*

Flywire

Corp

3,451,270‌

148,899

Gen

Digital,

Inc

3,426,166‌

79,849

Genpact

Ltd

3,775,261‌

4,018

*

Globant

S.A.

651,639‌

205,134

*

Grid

Dynamics

Holdings,

Inc

2,568,278‌

19,348

Jack

Henry

&

Associates,

Inc

3,484,381‌

144,201

*

Kyndryl

Holdings,

Inc

1,930,851‌

37,518

*

Manhattan

Associates,

Inc

4,890,847‌

158,935

*

Nutanix,

Inc

4,429,518‌

134,102

*

Paya

Holdings,

Inc

1,303,471‌

24,537

*

Paylocity

Holding

Corp

5,110,812‌

42,804

*

RingCentral,

Inc

1,670,640‌

132,372

*

SentinelOne,

Inc

1,997,493‌

42,134

*

SPS

Commerce,

Inc

5,733,595‌

332,948

*

StoneCo

Ltd

3,715,700‌

39,220

*

SVMK,

Inc

302,386‌

99,631

*

Teradata

Corp

3,475,129‌

154,258

*

Toast,

Inc

3,441,496‌

111,450

*

Varonis

Systems,

Inc

2,879,868‌

163,430

Western

Union

Co

2,315,803‌

378,132

*

Zeta

Global

Holdings

Corp

3,433,439‌

189,237

*

Zuora

Inc

1,498,757‌

TOTAL

SOFTWARE

&

SERVICES

98,806,981‌

TECHNOLOGY

HARDWARE

&

EQUIPMENT

-

3

.0

%

168,105

*

Arlo

Technologies,

Inc

630,394‌

80,243

Avnet,

Inc

3,681,549‌

43,742

Belden

CDT,

Inc

3,547,039‌

28,630

*

Calix,

Inc

1,507,083‌

77,151

*

Extreme

Networks,

Inc

1,391,033‌

31,016

*

Fabrinet

4,083,567‌

180,996

*

Harmonic,

Inc

2,383,717‌

81,673

Jabil

Inc

6,421,948‌

73,220

National

Instruments

Corp

3,953,880‌

29,050

*

Sanmina

Corp

1,770,016‌

Portfolio

of

investments

(unaudited)

Quant

Small/Mid-Cap

Equity

Fund

January

31,

2023

34

continued

SHARES

COMPANY

REFERENCERATE

&

SPREAD

VALUE

TECHNOLOGY

HARDWARE

&

EQUIPMENT—continued

54,864

*

Super

Micro

Computer,

Inc

$

3,968,313‌

TOTAL

TECHNOLOGY

HARDWARE

&

EQUIPMENT

33,338,539‌

TELECOMMUNICATION

SERVICES

-

0

.3

%

979,087

*

Globalstar,

Inc

1,380,513‌

127,367

*

Liberty

Latin

America

Ltd

(Class

C)

1,254,565‌

102,417

*

Radius

Global

Infrastructure,

Inc

1,379,557‌

TOTAL

TELECOMMUNICATION

SERVICES

4,014,635‌

TRANSPORTATION

-

2

.5

%

25,248

*

Alaska

Air

Group,

Inc

1,296,232‌

44,867

*

Copa

Holdings

S.A.

(Class

A)

4,131,354‌

28,053

Forward

Air

Corp

3,025,516‌

84,839

*

GXO

Logistics,

Inc

4,439,625‌

42,364

*

Hub

Group,

Inc

(Class

A)

3,612,378‌

136,544

*

RXO,

Inc

2,501,486‌

36,302

Ryder

System,

Inc

3,427,272‌

115,195

Schneider

National,

Inc

3,052,668‌

73,469

*

XPO

Logistics,

Inc

2,928,474‌

TOTAL

TRANSPORTATION

28,415,005‌

UTILITIES

-

1

.2

%

56,799

Clearway

Energy,

Inc

(Class

A)

1,820,408‌

15,981

Essential

Utilities

Inc

746,792‌

11,562

MGE

Energy,

Inc

845,298‌

48,913

Northwest

Natural

Holding

Co

2,452,498‌

63,247

OGE

Energy

Corp

2,486,872‌

229,566

Vistra

Energy

Corp

5,293,792‌

TOTAL

UTILITIES

13,645,660‌

TOTAL

COMMON

STOCKS

1,122,219,569‌

(Cost

$919,731,660)

PRINCIPAL

ISSUER

RATE

MATURITY

DATE

SHORT-TERM

INVESTMENTS

-

1.3%

REPURCHASE

AGREEMENT

-

0

.2

%

$

1,950,000

r

Fixed

Income

Clearing

Corp

(FICC)

4

.290

%

02/01/23

1,950,000‌

TOTAL

REPURCHASE

AGREEMENT

1,950,000‌

SHARES

COMPANY

EXP

INVESTMENTS

IN

REGISTERED

INVESTMENT

COMPANIES

-

1

.1

%

12,386,351

c

State

Street

Navigator

Securities

Lending

Government

Money

Market

Portfolio

4

.550

12,386,351‌

TOTAL

INVESTMENTS

IN

REGISTERED

INVESTMENT

COMPANIES

12,386,351‌

TOTAL

SHORT-TERM

INVESTMENTS

14,336,351‌

(Cost

$14,336,351)

TOTAL

INVESTMENTS

-

101.0%

1,136,555,920‌

(Cost

$934,068,011)

OTHER

ASSETS

&

LIABILITIES,

NET

-

(1.0)%

(

11,405,975‌

)

NET

ASSETS

-

100.0%

$

1,125,149,945‌

ETF

Exchange

Traded

Fund

REIT

Real

Estate

Investment

Trust

Portfolio

of

investments

(unaudited)

Quant

Small/Mid-Cap

Equity

Fund

January

31,

2023

35

concluded

*

Non-income

producing

c

Investments

made

with

cash

collateral

received

from

securities

on

loan.

e

All

or

a

portion

of

these

securities

are

out

on

loan.

The

aggregate

value

of

securities

on

loan

is

$13,277,011.

r

Agreement

with

Fixed

Income

Clearing

Corp

(FICC),

4.290%

dated

1/31/23

to

be

repurchased

at

$1,950,000

on

2/1/23,

collateralized

by

Government

Agency

Securities,

with

coupon

rate

2.875%

and

maturity

date

6/15/25,

valued

at

$1,989,050.

Social

Choice

Equity

Fund

January

31,

2023

Portfolio

of

investments

(unaudited)

36

SHARES

COMPANY

REFERENCERATE

&

SPREAD

VALUE

COMMON

STOCKS

-

99.6%

AUTOMOBILES

&

COMPONENTS

-

1

.9

%

199,551

*

American

Axle

&

Manufacturing

Holdings,

Inc

$

1,770,017‌

110,497

*

Aptiv

plc

12,496,106‌

12,746

BorgWarner,

Inc

602,631‌

236,846

*,e

Canoo,

Inc

284,215‌

271,404

*

Rivian

Automotive,

Inc

5,265,238‌

564,260

*

Tesla,

Inc

97,741,117‌

255,661

*,e

Workhorse

Group,

Inc

565,011‌

TOTAL

AUTOMOBILES

&

COMPONENTS

118,724,335‌

BANKS

-

3

.1

%

1,694

Ameris

Bancorp

79,889‌

47,422

Bank

OZK

2,165,763‌

3,518

Banner

Corp

228,072‌

47,884

Berkshire

Hills

Bancorp,

Inc

1,486,798‌

6,267

Brookline

Bancorp,

Inc

81,972‌

1,259

Cadence

BanCorp

32,205‌

3,985

Camden

National

Corp

168,287‌

830,296

Citigroup,

Inc

43,358,057‌

471,252

Citizens

Financial

Group,

Inc

20,414,637‌

440

Columbia

Banking

System,

Inc

13,600‌

108,335

Comerica,

Inc

7,942,039‌

388

Commerce

Bancshares,

Inc

25,825‌

1,572

Community

Trust

Bancorp,

Inc

67,722‌

46,110

*

Customers

Bancorp,

Inc

1,400,361‌

6,874

Federal

Agricultural

Mortgage

Corp

(FAMC)

914,036‌

10,587

First

Busey

Corp

252,712‌

44,108

First

Republic

Bank

6,213,935‌

1,130

FNB

Corp

16,125‌

540

Glacier

Bancorp,

Inc

24,619‌

1,279

Hancock

Whitney

Corp

65,843‌

3,902

Heritage

Financial

Corp

111,324‌

19,184

HomeStreet,

Inc

528,903‌

285,811

Huntington

Bancshares,

Inc

4,335,753‌

218,676

Keycorp

4,196,392‌

24,031

Live

Oak

Bancshares,

Inc

822,581‌

15,374

*

Mr

Cooper

Group,

Inc

707,050‌

26,162

National

Bank

Holdings

Corp

1,104,821‌

310

NBT

Bancorp,

Inc

12,186‌

7,838

Old

National

Bancorp

137,165‌

53,702

Pinnacle

Financial

Partners,

Inc

4,227,958‌

232,447

PNC

Financial

Services

Group,

Inc

38,453,707‌

682,855

Regions

Financial

Corp

16,074,407‌

19,485

*

SVB

Financial

Group

5,893,043‌

1,879

*

Texas

Capital

Bancshares,

Inc

124,145‌

10,055

TFS

Financial

Corp

143,284‌

17,614

*

The

Bancorp,

Inc

597,643‌

3,796

Trico

Bancshares

191,888‌

513,618

Truist

Financial

Corp

25,367,593‌

350

Trustmark

Corp

10,192‌

2,167

UMB

Financial

Corp

195,442‌

650

Umpqua

Holdings

Corp

11,830‌

17,523

Univest

Financial

Corp

475,749‌

1,553

Westamerica

Bancorporation

86,285‌

230

Wintrust

Financial

Corp

21,038‌

55,123

Zions

Bancorporation

2,930,339‌

TOTAL

BANKS

191,713,215‌

CAPITAL

GOODS

-

6

.3

%

242,031

3M

Co

27,852,927‌

Portfolio

of

investments

(unaudited)

Social

Choice

Equity

Fund

January

31,

2023

37

continued

SHARES

COMPANY

REFERENCERATE

&

SPREAD

VALUE

CAPITAL

GOODS—continued

954

Acuity

Brands,

Inc

$

179,848‌

85,519

*

Axon

Enterprise,

Inc

16,713,833‌

419

*

Beacon

Roofing

Supply,

Inc

23,833‌

59,987

*,e

Blink

Charging

Co

816,423‌

5,486

*

Bloom

Energy

Corp

136,766‌

244,666

Carrier

Global

Corp

11,139,643‌

197,705

Caterpillar,

Inc

49,878,994‌

35,835

Cummins,

Inc

8,942,266‌

64,215

Curtiss-Wright

Corp

10,646,847‌

106,698

Deere

&

Co

45,116,182‌

180,177

Eaton

Corp

29,226,511‌

1,365

EMCOR

Group,

Inc

202,361‌

48,540

Emerson

Electric

Co

4,379,279‌

119,034

Fastenal

Co

6,017,169‌

99,730

Fortive

Corp

6,784,632‌

300

GATX

Corp

34,335‌

95,088

*

Generac

Holdings,

Inc

11,467,613‌

245

Granite

Construction,

Inc

10,432‌

102,967

*

Great

Lakes

Dredge

&

Dock

Corp

708,413‌

143,741

Hexcel

Corp

10,145,240‌

1,801

IDEX

Corp

431,664‌

175,404

Illinois

Tool

Works,

Inc

41,402,360‌

317,614

Johnson

Controls

International

plc

22,096,406‌

207,920

*

Kratos

Defense

&

Security

Solutions,

Inc

2,380,684‌

12,916

Luxfer

Holdings

plc

213,760‌

36,235

*

Manitowoc

Co,

Inc

496,419‌

171,085

Masco

Corp

9,101,722‌

82,496

*

Mercury

Systems,

Inc

4,123,563‌

7,159

Moog,

Inc

(Class

A)

682,396‌

3,829

*

MYR

Group,

Inc

379,301‌

6,412

Owens

Corning,

Inc

619,720‌

59,731

PACCAR,

Inc

6,529,196‌

44,082

*

Proto

Labs,

Inc

1,348,909‌

37,955

Rockwell

Automation,

Inc

10,704,449‌

3,916

Rush

Enterprises,

Inc

(Class

A)

210,720‌

9,292

Snap-On,

Inc

2,311,199‌

69,059

Trane

Technologies

plc

12,369,848‌

109,782

*

Triumph

Group,

Inc

1,250,417‌

30,230

*

United

Rentals,

Inc

13,329,919‌

20,461

*

Vectrus,

Inc

903,558‌

13,236

W.W.

Grainger,

Inc

7,802,357‌

1,174

Wabash

National

Corp

30,242‌

36,655

Woodward

Inc

3,748,340‌

36,530

Xylem,

Inc

3,799,485‌

TOTAL

CAPITAL

GOODS

386,690,181‌

COMMERCIAL

&

PROFESSIONAL

SERVICES

-

1

.2

%

540

ABM

Industries,

Inc

25,331‌

9,872

ACCO

Brands

Corp

62,687‌

970

*

ASGN

Inc

88,222‌

531,109

*

Copart,

Inc

35,377,171‌

4,282

Heidrick

&

Struggles

International,

Inc

131,714‌

188

Herman

Miller,

Inc

4,489‌

143,033

*

KAR

Auction

Services,

Inc

2,082,561‌

39,570

Kelly

Services,

Inc

(Class

A)

716,217‌

52,605

Robert

Half

International,

Inc

4,416,716‌

1,210

Steelcase,

Inc

(Class

A)

9,438‌

120,100

TransUnion

8,617,175‌

2,825

*

TriNet

Group,

Inc

213,146‌

14,026

Verisk

Analytics,

Inc

2,549,787‌

Portfolio

of

investments

(unaudited)

Social

Choice

Equity

Fund

January

31,

2023

38

continued

SHARES

COMPANY

REFERENCERATE

&

SPREAD

VALUE

COMMERCIAL

&

PROFESSIONAL

SERVICES—continued

145,676

Waste

Management,

Inc

$

22,540,447‌

TOTAL

COMMERCIAL

&

PROFESSIONAL

SERVICES

76,835,101‌

CONSUMER

DURABLES

&

APPAREL

-

1

.4

%

127,412

*

Allbirds,

Inc

350,383‌

396

Columbia

Sportswear

Co

37,976‌

48,547

DR

Horton,

Inc

4,791,103‌

41,286

Ethan

Allen

Interiors,

Inc

1,186,560‌

56,305

*

GoPro,

Inc

346,276‌

9,306

*

Green

Brick

Partners,

Inc

290,347‌

258

Hasbro,

Inc

15,266‌

23,776

*,e

iRobot

Corp

1,069,920‌

61,025

*

Latham

Group,

Inc

268,510‌

20,310

*

Lovesac

Co

522,779‌

27,336

*

Lululemon

Athletica,

Inc

8,388,872‌

5,483

Newell

Brands

Inc

87,509‌

419,632

Nike,

Inc

(Class

B)

53,431,743‌

1,560

*

NVR,

Inc

8,221,200‌

1,614

PVH

Corp

145,099‌

136,133

*

Sonos,

Inc

2,510,292‌

55,879

*,e

Traeger,

Inc

202,841‌

87,275

*

Tupperware

Brands

Corp

386,628‌

57,495

VF

Corp

1,778,895‌

TOTAL

CONSUMER

DURABLES

&

APPAREL

84,032,199‌

CONSUMER

SERVICES

-

2

.4

%

19,997

ADT,

Inc

175,774‌

18,513

*

Booking

Holdings,

Inc

45,062,493‌

33,683

*

Bright

Horizons

Family

Solutions

2,586,181‌

27,978

Carriage

Services,

Inc

907,047‌

79,641

*

Dave

&

Buster's

Entertainment,

Inc

3,452,437‌

61,241

*,e

F45

Training

Holdings,

Inc

189,847‌

252,387

Hilton

Worldwide

Holdings,

Inc

36,618,830‌

28,107

*

Planet

Fitness,

Inc

2,379,258‌

3,259

*

Shake

Shack,

Inc

185,372‌

73,527

*

Six

Flags

Entertainment

Corp

1,974,200‌

444,253

Starbucks

Corp

48,485,772‌

19,207

Vail

Resorts,

Inc

5,038,764‌

74,915

Wendy's

1,670,604‌

94,636

*,e

WW

International

Inc

470,341‌

TOTAL

CONSUMER

SERVICES

149,196,920‌

DIVERSIFIED

FINANCIALS

-

7

.7

%

178,603

Ally

Financial,

Inc

5,802,811‌

266,714

American

Express

Co

46,656,280‌

60,154

Ameriprise

Financial,

Inc

21,061,118‌

502,214

Bank

of

New

York

Mellon

Corp

25,396,962‌

61,390

BlackRock,

Inc

46,607,902‌

570,772

Charles

Schwab

Corp

44,189,168‌

280

Cohen

&

Steers,

Inc

20,572‌

301,117

Discover

Financial

Services

35,149,387‌

8,872

Factset

Research

Systems,

Inc

3,752,324‌

129,940

Goldman

Sachs

Group,

Inc

47,533,351‌

9,333

*

Green

Dot

Corp

168,741‌

335,651

Intercontinental

Exchange

Group,

Inc

36,099,265‌

78,034

Moody's

Corp

25,185,474‌

494,364

Morgan

Stanley

48,116,448‌

68,637

Nasdaq

Inc

4,131,261‌

101,805

Northern

Trust

Corp

9,872,031‌

200,000

Nuveen

ESG

Large-Cap

ETF

6,830,600‌

5,668

*

PRA

Group,

Inc

228,080‌

Portfolio

of

investments

(unaudited)

Social

Choice

Equity

Fund

January

31,

2023

39

continued

SHARES

COMPANY

REFERENCERATE

&

SPREAD

VALUE

DIVERSIFIED

FINANCIALS—continued

2,432

*

PROG

Holdings,

Inc

$

54,209‌

7,993

Raymond

James

Financial,

Inc

901,371‌

130,058

S&P

Global,

Inc

48,763,947‌

123,600

State

Street

Corp

11,288,388‌

65,344

T

Rowe

Price

Group,

Inc

7,610,616‌

25,591

Voya

Financial,

Inc

1,785,484‌

TOTAL

DIVERSIFIED

FINANCIALS

477,205,790‌

ENERGY

-

5

.1

%

365,578

Antero

Midstream

Corp

3,984,800‌

135,197

APA

Corp

5,993,283‌

255,419

Baker

Hughes

Co

8,106,999‌

2,812

ChampionX

Corp

92,852‌

185,947

Cheniere

Energy,

Inc

28,410,842‌

139,693

Chevron

Corp

24,309,376‌

417,216

ConocoPhillips

50,846,114‌

2,207

Delek

US

Holdings,

Inc

59,059‌

148,599

Devon

Energy

Corp

9,397,401‌

26,828

*

DMC

Global,

Inc

610,069‌

42,040

*

Dril-Quip,

Inc

1,291,048‌

181,585

EOG

Resources,

Inc

24,014,616‌

211,025

EQT

Corp

6,894,187‌

96,629

Hess

Corp

14,509,811‌

950,369

Kinder

Morgan,

Inc

17,391,753‌

681,982

*

Kosmos

Energy

Ltd

5,394,478‌

91,865

Marathon

Petroleum

Corp

11,806,490‌

322,948

NOV,

Inc

7,892,849‌

12,097

*

Oceaneering

International,

Inc

258,271‌

19,522

ONEOK,

Inc

1,336,867‌

18,932

Ovintiv,

Inc

932,022‌

81,545

Pioneer

Natural

Resources

Co

18,783,891‌

720,432

Schlumberger

Ltd

41,050,215‌

744,346

*

Southwestern

Energy

Co

4,108,790‌

201,345

Valero

Energy

Corp

28,194,340‌

TOTAL

ENERGY

315,670,423‌

FOOD

&

STAPLES

RETAILING

-

0

.7

%

191,931

*

BJ's

Wholesale

Club

Holdings,

Inc

13,909,240‌

81,080

*

Performance

Food

Group

Co

4,971,826‌

37,095

Pricesmart,

Inc

2,756,529‌

59,184

SpartanNash

Co

1,874,949‌

176,649

*

Sprouts

Farmers

Market,

Inc

5,643,936‌

92,192

*

United

Natural

Foods,

Inc

3,837,031‌

249,841

*

US

Foods

Holding

Corp

9,526,437‌

TOTAL

FOOD

&

STAPLES

RETAILING

42,519,948‌

FOOD,

BEVERAGE

&

TOBACCO

-

3

.1

%

70,442

Archer-Daniels-Midland

Co

5,836,120‌

219,143

*,e

Benson

Hill,

Inc

587,303‌

102,856

*,e

Beyond

Meat,

Inc

1,689,924‌

48,343

Campbell

Soup

Co

2,510,452‌

1,039,714

Coca-Cola

Co

63,755,262‌

13,309

*

Darling

International,

Inc

882,254‌

35,374

Fresh

Del

Monte

Produce,

Inc

1,011,696‌

366,471

General

Mills,

Inc

28,716,668‌

3,800

*

Hain

Celestial

Group,

Inc

77,976‌

206,505

Hormel

Foods

Corp

9,356,742‌

130,364

Kellogg

Co

8,940,363‌

70,056

McCormick

&

Co,

Inc

5,262,607‌

365,021

PepsiCo,

Inc

62,425,891‌

6,553

*

TreeHouse

Foods,

Inc

317,362‌

Portfolio

of

investments

(unaudited)

Social

Choice

Equity

Fund

January

31,

2023

40

continued

SHARES

COMPANY

REFERENCERATE

&

SPREAD

VALUE

FOOD,

BEVERAGE

&

TOBACCO—continued

16,269

*

Vital

Farms,

Inc

$

286,009‌

TOTAL

FOOD,

BEVERAGE

&

TOBACCO

191,656,629‌

HEALTH

CARE

EQUIPMENT

&

SERVICES

-

5

.5

%

303,374

*

1Life

Healthcare,

Inc

4,850,950‌

109,587

*

Accolade,

Inc

1,278,880‌

61,738

*

Allscripts

Healthcare

Solutions,

Inc

1,105,728‌

59,123

*

Angiodynamics,

Inc

769,781‌

7,715

*

AtriCure,

Inc

333,905‌

33,642

*

AxoGen,

Inc

318,590‌

983

*

Axonics

Modulation

Technologies,

Inc

60,356‌

311,579

*

Brookdale

Senior

Living,

Inc

897,348‌

68,626

*

Cardiovascular

Systems,

Inc

956,646‌

36,729

*

Castle

Biosciences,

Inc

994,621‌

289,083

*

Cerus

Corp

907,721‌

129,766

Cigna

Corp

41,092,999‌

19,097

*

Computer

Programs

&

Systems,

Inc

561,070‌

54,734

*

CryoLife,

Inc

713,731‌

191,328

*

Dexcom,

Inc

20,489,316‌

370,002

*

Edwards

Lifesciences

Corp

28,379,153‌

92,210

Elevance

Health,

Inc

46,104,078‌

82,111

*

Enhabit,

Inc

1,261,225‌

141,106

*

Envista

Holdings

Corp

5,501,723‌

35,203

*

Fulgent

Genetics,

Inc

1,189,157‌

11,862

*

Globus

Medical,

Inc

895,581‌

105,672

HCA

Healthcare,

Inc

26,953,757‌

91,888

*

Health

Catalyst,

Inc

1,277,243‌

17,140

*

Henry

Schein,

Inc

1,476,611‌

16,238

*

Heska

Corp

1,452,327‌

92,217

*

Hologic,

Inc

7,503,697‌

49,662

*

IDEXX

Laboratories,

Inc

23,862,591‌

38,318

*

Inogen,

Inc

893,959‌

37,957

Laboratory

Corp

of

America

Holdings

9,569,719‌

25,670

LeMaitre

Vascular,

Inc

1,211,111‌

7,921

*

LivaNova

plc

445,160‌

36,789

*

Merit

Medical

Systems,

Inc

2,624,895‌

26,355

*

Nevro

Corp

967,756‌

94,024

*

NextGen

Healthcare,

Inc

1,788,337‌

73,995

*

Omnicell,

Inc

4,104,503‌

571,723

*

Opko

Health,

Inc

737,523‌

106,594

*

OraSure

Technologies,

Inc

594,795‌

54,888

*

Orthofix

Medical

Inc

1,187,227‌

80,724

*

Outset

Medical,

Inc

2,269,959‌

14,111

*

Pennant

Group,

Inc

182,596‌

13,076

*

Penumbra,

Inc

3,274,361‌

1,887

Premier,

Inc

62,950‌

57,537

*

Pulmonx

Corp

511,504‌

22,904

Quest

Diagnostics,

Inc

3,400,786‌

68,280

Resmed,

Inc

15,593,104‌

17,549

*

SI-BONE,

Inc

298,859‌

20,651

*

Staar

Surgical

Co

1,456,928‌

27,192

STERIS

plc

5,615,420‌

34,844

*

Teladoc,

Inc

1,024,414‌

116,073

UnitedHealth

Group,

Inc

57,942,481‌

TOTAL

HEALTH

CARE

EQUIPMENT

&

SERVICES

336,947,132‌

HOUSEHOLD

&

PERSONAL

PRODUCTS

-

1

.7

%

260,833

Colgate-Palmolive

Co

19,439,883‌

54,856

Kimberly-Clark

Corp

7,131,829‌

553,757

Procter

&

Gamble

Co

78,843,922‌

Portfolio

of

investments

(unaudited)

Social

Choice

Equity

Fund

January

31,

2023

41

continued

SHARES

COMPANY

REFERENCERATE

&

SPREAD

VALUE

HOUSEHOLD

&

PERSONAL

PRODUCTS—continued

108,859

*,e

Veru,

Inc

$

627,028‌

TOTAL

HOUSEHOLD

&

PERSONAL

PRODUCTS

106,042,662‌

INSURANCE

-

3

.1

%

96,775

Allstate

Corp

12,432,684‌

194,143

Chubb

Ltd

44,165,591‌

825,080

*

Genworth

Financial,

Inc

(Class

A)

4,554,441‌

245,899

Marsh

&

McLennan

Cos,

Inc

43,010,194‌

245,742

Progressive

Corp

33,506,922‌

268,139

Prudential

Financial,

Inc

28,138,507‌

128,444

Travelers

Cos,

Inc

24,548,217‌

12,115

Willis

Towers

Watson

plc

3,079,512‌

TOTAL

INSURANCE

193,436,068‌

MATERIALS

-

3

.1

%

15,724

Amcor

plc

189,631‌

10,332

Aptargroup,

Inc

1,194,792‌

298,599

Ball

Corp

17,390,406‌

78,491

*

Century

Aluminum

Co

882,239‌

41,035

*

Coeur

Mining,

Inc

159,626‌

1,709

Compass

Minerals

International,

Inc

79,742‌

98,034

Dow,

Inc

5,818,318‌

194,299

Ecolab,

Inc

30,083,314‌

945

H.B.

Fuller

Co

65,299‌

58,009

International

Flavors

&

Fragrances,

Inc

6,523,692‌

36,220

Koppers

Holdings,

Inc

1,253,574‌

160,905

Linde

plc

53,249,901‌

15,280

Martin

Marietta

Materials,

Inc

5,495,299‌

268,049

Mosaic

Co

13,279,147‌

417,007

Newmont

Goldcorp

Corp

22,072,181‌

159,805

Nucor

Corp

27,010,241‌

19,087

PPG

Industries,

Inc

2,487,800‌

2,337

Reliance

Steel

&

Aluminum

Co

531,551‌

4,126

Schnitzer

Steel

Industries,

Inc

(Class

A)

139,624‌

147,465

*

Summit

Materials,

Inc

4,845,700‌

21,681

Trinseo

plc

601,648‌

TOTAL

MATERIALS

193,353,725‌

MEDIA

&

ENTERTAINMENT

-

4

.2

%

47,970

*

Cardlytics,

Inc

359,775‌

183,270

*

Cinemark

Holdings,

Inc

2,188,244‌

620,466

*

Clear

Channel

1,185,090‌

1,066,497

Comcast

Corp

(Class

A)

41,966,657‌

125,710

Electronic

Arts,

Inc

16,176,363‌

155,166

Gray

Television,

Inc

2,010,951‌

103,389

*

iHeartMedia,

Inc

801,265‌

9,044

*

Imax

Corp

153,748‌

104,365

Interpublic

Group

of

Cos,

Inc

3,805,148‌

13,563

John

Wiley

&

Sons,

Inc

(Class

A)

621,185‌

77,175

*

Liberty

Broadband

Corp

(Class

C)

6,928,772‌

40,262

*

MediaAlpha,

Inc

561,655‌

127,851

*

Netflix,

Inc

45,241,355‌

13,180

New

York

Times

Co

(Class

A)

459,191‌

294,588

Omnicom

Group,

Inc

25,331,622‌

65,900

*

Pinterest,

Inc

1,732,511‌

4,632

*

Roku,

Inc

266,340‌

7,816

Scholastic

Corp

345,780‌

52,081

Sinclair

Broadcast

Group,

Inc

(Class

A)

1,074,431‌

1,176,918

e

Sirius

XM

Holdings,

Inc

6,814,355‌

139,881

*

Take-Two

Interactive

Software,

Inc

15,838,726‌

8,077

TEGNA,

Inc

160,975‌

Portfolio

of

investments

(unaudited)

Social

Choice

Equity

Fund

January

31,

2023

42

continued

SHARES

COMPANY

REFERENCERATE

&

SPREAD

VALUE

MEDIA

&

ENTERTAINMENT—continued

179,898

*

TripAdvisor,

Inc

$

4,191,623‌

239,824

*

Vimeo,

Inc

1,088,801‌

529,662

*

Walt

Disney

Co

57,463,030‌

284,699

*

Warner

Bros

Discovery,

Inc

4,219,239‌

90,288

*

Yelp,

Inc

2,844,975‌

460,969

*

ZoomInfo

Technologies,

Inc

13,013,155‌

TOTAL

MEDIA

&

ENTERTAINMENT

256,844,962‌

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES

-

8

.4

%

185,839

*

Adaptive

Biotechnologies

Corp

1,722,728‌

225,045

Agilent

Technologies,

Inc

34,224,844‌

91,417

*

Agios

Pharmaceuticals,

Inc

2,694,973‌

96,394

*

Alector,

Inc

850,195‌

180,747

Amgen,

Inc

45,620,543‌

155,330

*

Atara

Biotherapeutics,

Inc

787,523‌

125,450

*

Atea

Pharmaceuticals,

Inc

580,834‌

2,503

*,e

Axsome

Therapeutics,

Inc

187,725‌

87,107

*

BioCryst

Pharmaceuticals,

Inc

918,979‌

6,961

*

Biogen,

Inc

2,024,955‌

697,504

Bristol-Myers

Squibb

Co

50,673,666‌

48,565

*

Caribou

Biosciences,

Inc

350,154‌

34,434

*,e

Cassava

Sciences,

Inc

964,152‌

292,907

*

Catalent,

Inc

15,685,170‌

54,314

*

Collegium

Pharmaceutical,

Inc

1,525,137‌

207,590

Danaher

Corp

54,882,644‌

15,155

*

Eagle

Pharmaceuticals,

Inc

514,361‌

206,600

Eli

Lilly

&

Co

71,101,390‌

51,522

*

Erasca,

Inc

206,088‌

65,343

*

Fulcrum

Therapeutics,

Inc

823,975‌

329,410

Gilead

Sciences,

Inc

27,650,675‌

16,585

*,e

IGM

Biosciences,

Inc

376,977‌

56,048

*

Illumina,

Inc

12,005,482‌

414,077

*,e

Inovio

Pharmaceuticals,

Inc

687,368‌

88,123

*

Intellia

Therapeutics,

Inc

3,739,940‌

16,514

*

Intra-Cellular

Therapies,

Inc

791,351‌

64,325

*

IQVIA

Holdings,

Inc

14,756,798‌

27,862

*

Jazz

Pharmaceuticals

plc

4,364,861‌

71,746

*

Kezar

Life

Sciences,

Inc

514,419‌

613,645

Merck

&

Co,

Inc

65,911,609‌

5,838

*

Mettler-Toledo

International,

Inc

8,949,187‌

46,340

*

Mirati

Therapeutics,

Inc

2,475,019‌

209,810

*

NeoGenomics,

Inc

2,492,543‌

54,574

*

NGM

Biopharmaceuticals

Inc

285,968‌

37,789

*

Nkarta,

Inc

201,415‌

75,325

*

Nurix

Therapeutics,

Inc

925,744‌

195,814

*

Nuvation

Bio,

Inc

481,702‌

42,303

Perrigo

Co

plc

1,582,978‌

32,112

Phibro

Animal

Health

Corp

494,525‌

66,120

*

Prothena

Corp

plc

3,739,086‌

98,240

*,e

Provention

Bio,

Inc

850,758‌

23,992

*

Regeneron

Pharmaceuticals,

Inc

18,197,212‌

74,418

*

Revance

Therapeutics,

Inc

2,580,816‌

148,363

*,e

Sana

Biotechnology,

Inc

676,535‌

111,982

*

Ultragenyx

Pharmaceutical,

Inc

5,076,144‌

10,173

*,e

Vera

Therapeutics,

Inc

86,267‌

36,175

*

Viridian

Therapeutics,

Inc

1,321,111‌

18,425

*

Waters

Corp

6,054,087‌

37,317

West

Pharmaceutical

Services,

Inc

9,911,395‌

229,553

Zoetis,

Inc

37,988,726‌

Portfolio

of

investments

(unaudited)

Social

Choice

Equity

Fund

January

31,

2023

43

continued

SHARES

COMPANY

REFERENCERATE

&

SPREAD

VALUE

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES—continued

14,602

*,†

Zogenix,

Inc

$

9,929‌

TOTAL

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES

521,520,663‌

REAL

ESTATE

-

3

.0

%

189,892

American

Tower

Corp

42,419,974‌

72,632

Boston

Properties,

Inc

5,413,989‌

107,830

Brandywine

Realty

Trust

707,365‌

54,010

Brixmor

Property

Group,

Inc

1,270,855‌

84,154

*

CBRE

Group,

Inc

7,196,009‌

50,854

City

Office

REIT,

Inc

500,403‌

50,569

Crown

Castle

International

Corp

7,489,775‌

309,873

DiamondRock

Hospitality

Co

2,984,077‌

8,358

Douglas

Emmett,

Inc

139,996‌

36,148

Equinix,

Inc

26,681,923‌

33,420

First

Industrial

Realty

Trust,

Inc

1,782,957‌

204,267

Healthpeak

Properties

Inc

5,613,257‌

1,487

*

Howard

Hughes

Corp

127,124‌

232,850

Hudson

Pacific

Properties

2,652,162‌

27,253

iStar

Inc

252,908‌

5,945

*

Jones

Lang

LaSalle,

Inc

1,099,052‌

4,739

Kilroy

Realty

Corp

194,489‌

243,312

Macerich

Co

3,343,107‌

384,776

Park

Hotels

&

Resorts,

Inc

5,660,055‌

206,832

Piedmont

Office

Realty

Trust,

Inc

2,192,419‌

6,352

PotlatchDeltic

Corp

310,930‌

321,390

d

Prologis,

Inc

41,549,299‌

59,974

*

Realogy

Holdings

Corp

508,580‌

2,009

RMR

Group,

Inc

62,319‌

2,086

Safehold,

Inc

72,927‌

11,019

*

Tejon

Ranch

Co

220,600‌

63,246

Ventas,

Inc

3,276,775‌

297

Washington

REIT

5,702‌

177,561

Welltower,

Inc

13,324,177‌

238,457

Weyerhaeuser

Co

8,210,075‌

58,638

Xenia

Hotels

&

Resorts,

Inc

873,706‌

TOTAL

REAL

ESTATE

186,136,986‌

RETAILING

-

4

.3

%

42,656

*

1-800-FLOWERS.COM,

Inc

(Class

A)

425,280‌

1,216

Aaron's

Co,

Inc

17,814‌

15,656

Advance

Auto

Parts,

Inc

2,384,096‌

250

Buckle,

Inc

11,000‌

1,601

*

CarMax,

Inc

112,790‌

692,107

eBay,

Inc

34,259,297‌

6,360

*

Five

Below,

Inc

1,253,747‌

24,775

*

Genesco,

Inc

1,196,385‌

245,097

Home

Depot,

Inc

79,453,095‌

25,413

*

Lands'

End,

Inc

229,479‌

42,655

*

Liquidity

Services,

Inc

639,398‌

77,025

LKQ

Corp

4,541,394‌

235,848

Lowe's

Companies,

Inc

49,115,346‌

424,516

Macy's,

Inc

10,031,313‌

35,671

*

MarineMax,

Inc

1,114,719‌

397

Pool

Corp

153,087‌

5,448

*

Sally

Beauty

Holdings,

Inc

84,880‌

32,132

Shoe

Carnival,

Inc

877,525‌

218,871

Target

Corp

37,676,454‌

467,945

TJX

Companies,

Inc

38,305,978‌

15,754

Tractor

Supply

Co

3,591,754‌

293

*

TravelCenters

of

America,

Inc

13,337‌

860

Winmark

Corp

241,488‌

Portfolio

of

investments

(unaudited)

Social

Choice

Equity

Fund

January

31,

2023

44

continued

SHARES

COMPANY

REFERENCERATE

&

SPREAD

VALUE

RETAILING—continued

18,394

*

Zumiez,

Inc

$

475,117‌

TOTAL

RETAILING

266,204,773‌

SEMICONDUCTORS

&

SEMICONDUCTOR

EQUIPMENT

-

5

.4

%

400,793

Applied

Materials,

Inc

44,684,412‌

22,180

*

Cirrus

Logic,

Inc

2,004,850‌

8,947

*

First

Solar,

Inc

1,588,987‌

1,615,550

Intel

Corp

45,655,443‌

79,447

Lam

Research

Corp

39,731,445‌

515,924

NVIDIA

Corp

100,796,072‌

475,421

*

ON

Semiconductor

Corp

34,919,672‌

18,585

*

Silicon

Laboratories,

Inc

2,916,172‌

302,895

Texas

Instruments,

Inc

53,676,023‌

13,239

Universal

Display

Corp

1,754,565‌

119,266

*

Wolfspeed,

Inc

9,184,675‌

TOTAL

SEMICONDUCTORS

&

SEMICONDUCTOR

EQUIPMENT

336,912,316‌

SOFTWARE

&

SERVICES

-

16

.8

%

200,938

Accenture

plc

56,071,749‌

142,621

*

Adobe,

Inc

52,818,261‌

8,948

*

Ansys,

Inc

2,383,389‌

165,953

*

Autodesk,

Inc

35,706,448‌

176,272

Automatic

Data

Processing,

Inc

39,803,980‌

40,384

*

Blackline,

Inc

2,899,571‌

133,543

*

Cadence

Design

Systems,

Inc

24,415,667‌

27,122

Concentrix

Corp

3,846,171‌

55,469

CSG

Systems

International,

Inc

3,309,835‌

105,343

Dolby

Laboratories,

Inc

(Class

A)

8,381,089‌

397,121

*

DXC

Technology

Co

11,409,286‌

53,983

*

ExlService

Holdings,

Inc

9,209,500‌

484,863

Fidelity

National

Information

Services,

Inc

36,384,120‌

10,110

*

Five9,

Inc

796,466‌

182

InterDigital,

Inc

12,731‌

335,038

International

Business

Machines

Corp

45,139,670‌

101,475

Intuit,

Inc

42,890,438‌

208,999

Mastercard,

Inc

(Class

A)

77,455,029‌

1,248,525

d

Microsoft

Corp

309,396,980‌

87,517

*

New

Relic,

Inc

5,342,913‌

123,295

*

Nutanix,

Inc

3,436,232‌

5,290

*

OneSpan,

Inc

73,055‌

548,286

*

PayPal

Holdings,

Inc

44,679,826‌

28,640

*

Rapid7,

Inc

1,141,877‌

36,980

Roper

Technologies,

Inc

15,781,215‌

300,072

*

Salesforce,

Inc

50,403,094‌

90,530

*

ServiceNow,

Inc

41,202,919‌

61,226

*

SPS

Commerce,

Inc

8,331,634‌

110,299

*

SVMK,

Inc

850,405‌

84,432

*

Synopsys,

Inc

29,867,820‌

58,543

*

Teradata

Corp

2,041,980‌

29,975

TTEC

Holdings,

Inc

1,523,929‌

261,013

*

VMware,

Inc

(Class

A)

31,966,262‌

72,985

*

WEX,

Inc

13,500,035‌

160,899

*

Workday,

Inc

29,191,906‌

TOTAL

SOFTWARE

&

SERVICES

1,041,665,482‌

TECHNOLOGY

HARDWARE

&

EQUIPMENT

-

4

.1

%

145,152

Avnet,

Inc

6,659,574‌

20,528

Badger

Meter,

Inc

2,379,195‌

62,976

Benchmark

Electronics,

Inc

1,762,698‌

131,980

*

Ciena

Corp

6,865,600‌

1,219,304

Cisco

Systems,

Inc

59,343,526‌

Portfolio

of

investments

(unaudited)

Social

Choice

Equity

Fund

January

31,

2023

45

continued

SHARES

COMPANY

REFERENCERATE

&

SPREAD

VALUE

TECHNOLOGY

HARDWARE

&

EQUIPMENT—continued

54,705

CTS

Corp

$

2,434,920‌

44,421

*

ePlus,

Inc

2,211,277‌

63,716

*

Fabrinet

8,388,849‌

31,557

*

FARO

Technologies,

Inc

867,186‌

1,675,996

Hewlett

Packard

Enterprise

Co

27,033,815‌

1,163,709

HP,

Inc

33,910,480‌

52,611

*

Insight

Enterprises,

Inc

5,930,312‌

3,493

*

Itron,

Inc

200,743‌

187,194

*

Keysight

Technologies,

Inc

33,573,244‌

37,235

*

Kimball

Electronics,

Inc

950,237‌

155,805

*

Knowles

Corp

2,996,130‌

14,814

*

Lumentum

Holdings,

Inc

891,507‌

6,814

Methode

Electronics,

Inc

325,300‌

288,932

*,e

Microvision,

Inc

725,219‌

228,357

*,e

Mirion

Technologies,

Inc

1,815,438‌

3,474

Motorola

Solutions,

Inc

892,853‌

115,632

National

Instruments

Corp

6,244,128‌

36,539

*

Netgear,

Inc

729,684‌

3,344

*

Novanta,

Inc

539,956‌

14,477

*

OSI

Systems,

Inc

1,371,117‌

42,879

*,e

PAR

Technology

Corp

1,457,457‌

33,414

*

Plexus

Corp

3,207,410‌

55,453

*

Ribbon

Communications,

Inc

194,640‌

33,155

*

Rogers

Corp

4,628,106‌

416,750

*

Trimble

Inc

24,196,505‌

179,596

*

TTM

Technologies,

Inc

2,823,249‌

18,688

*

Vishay

Precision

Group,

Inc

806,948‌

276,797

Vontier

Corp

6,374,635‌

199,540

Xerox

Holdings

Corp

3,268,465‌

27,569

*

Xperi,

Inc

285,339‌

TOTAL

TECHNOLOGY

HARDWARE

&

EQUIPMENT

256,285,742‌

TELECOMMUNICATION

SERVICES

-

1

.1

%

38,843

*

Bandwidth

Inc

966,414‌

167,393

*

Iridium

Communications,

Inc

10,016,797‌

1,345,327

Verizon

Communications,

Inc

55,925,243‌

TOTAL

TELECOMMUNICATION

SERVICES

66,908,454‌

TRANSPORTATION

-

3

.0

%

43,563

ArcBest

Corp

3,635,332‌

55,101

CH

Robinson

Worldwide,

Inc

5,519,467‌

1,221,820

CSX

Corp

37,778,674‌

858,241

*

Delta

Air

Lines,

Inc

33,557,223‌

101,378

Expeditors

International

of

Washington,

Inc

10,964,031‌

180

Landstar

System,

Inc

31,109‌

113,436

Norfolk

Southern

Corp

27,883,703‌

50,452

Old

Dominion

Freight

Line

16,812,625‌

9

Ryder

System,

Inc

850‌

270,060

United

Parcel

Service,

Inc

(Class

B)

50,023,214‌

TOTAL

TRANSPORTATION

186,206,228‌

UTILITIES

-

3

.0

%

276,600

American

Electric

Power

Co,

Inc

25,989,336‌

187,145

Consolidated

Edison,

Inc

17,836,790‌

19,802

DTE

Energy

Co

2,304,359‌

73,702

Eversource

Energy

6,067,886‌

632,716

NextEra

Energy,

Inc

47,219,595‌

163,123

Sempra

Energy

26,153,511‌

6,282

South

Jersey

Industries,

Inc

226,717‌

499,130

Southern

Co

33,781,118‌

30,558

UGI

Corp

1,217,125‌

Portfolio

of

investments

(unaudited)

Social

Choice

Equity

Fund

January

31,

2023

46

concluded

SHARES

COMPANY

REFERENCERATE

&

SPREAD

VALUE

UTILITIES—continued

112,385

WEC

Energy

Group,

Inc

$

10,563,066‌

180,121

Xcel

Energy,

Inc

12,386,921‌

TOTAL

UTILITIES

183,746,424‌

TOTAL

COMMON

STOCKS

6,166,456,358‌

(Cost

$4,126,671,318)

PRINCIPAL

ISSUER

RATE

MATURITY

DATE

SHORT-TERM

INVESTMENTS

-

0.5%

REPURCHASE

AGREEMENT

-

0

.2

%

$

10,785,000

r

Fixed

Income

Clearing

Corp

(FICC)

4

.290

%

02/01/23

10,785,000‌

TOTAL

REPURCHASE

AGREEMENT

10,785,000‌

GOVERNMENT

AGENCY

DEBT

-

0

.1

%

5,000,000

Tennessee

Valley

Authority

(TVA)

0

.000

02/08/23

4,995,639‌

TOTAL

GOVERNMENT

AGENCY

DEBT

4,995,639‌

SHARES

COMPANY

EXP

INVESTMENTS

IN

REGISTERED

INVESTMENT

COMPANIES

-

0

.2

%

14,777,729

c

State

Street

Navigator

Securities

Lending

Government

Money

Market

Portfolio

4

.550

14,777,729‌

TOTAL

INVESTMENTS

IN

REGISTERED

INVESTMENT

COMPANIES

14,777,729‌

TOTAL

SHORT-TERM

INVESTMENTS

30,558,368‌

(Cost

$30,558,529)

TOTAL

INVESTMENTS

-

100.1%

6,197,014,726‌

(Cost

$4,157,229,847)

OTHER

ASSETS

&

LIABILITIES,

NET

-

(0.1)%

(

3,915,802‌

)

NET

ASSETS

-

100.0%

$

6,193,098,924‌

ETF

Exchange

Traded

Fund

REIT

Real

Estate

Investment

Trust

*

Non-income

producing

†

For

fair

value

measurement

disclosure

purposes,

investment

classified

as

Level

3.

c

Investments

made

with

cash

collateral

received

from

securities

on

loan.

d

All

or

a

portion

of

these

securities

have

been

segregated

to

cover

margin

requirements

on

open

futures

contracts.

e

All

or

a

portion

of

these

securities

are

out

on

loan.

The

aggregate

value

of

securities

on

loan

is

$18,672,315.

r

Agreement

with

Fixed

Income

Clearing

Corp

(FICC),

4.290%

dated

1/31/23

to

be

repurchased

at

$10,785,000

on

2/1/23,

collateralized

by

Government

Agency

Securities,

with

coupon

rate

2.875%

and

maturity

date

6/15/25,

valued

at

$11,000,722.

Futures

contracts

outstanding

as

of

January

31,

2023

were

as

follows:

Description

Number

of

long

(short)

contracts

Expiration

date

Notional

amount

Value

Unrealized

appreciation

(depreciation)

S&P

500

E

Mini

Index

110‌

03/17/23

 $

22,097,043‌

$

22,495,000‌

$

397,957‌

Portfolio

of

investments

(unaudited)

Social

Choice

Low

Carbon

Equity

Fund

January

31,

2023

47

SHARES

COMPANY

REFERENCERATE

&

SPREAD

VALUE

COMMON

STOCKS

-

99.2%

AUTOMOBILES

&

COMPONENTS

-

2

.0

%

35,767

*

Aptiv

plc

$

4,044,890‌

51,115

*,e

Canoo,

Inc

61,338‌

44,928

*

Rivian

Automotive,

Inc

871,603‌

102,130

*

Tesla,

Inc

17,690,959‌

25,382

*,e

Workhorse

Group,

Inc

56,094‌

TOTAL

AUTOMOBILES

&

COMPONENTS

22,724,884‌

BANKS

-

4

.3

%

1,105

Amalgamated

Financial

Corp

25,360‌

339

Camden

National

Corp

14,316‌

160,289

Citigroup,

Inc

8,370,292‌

49,591

Citizens

Financial

Group,

Inc

2,148,282‌

4,770

*

Customers

Bancorp,

Inc

144,865‌

129

Federal

Agricultural

Mortgage

Corp

(FAMC)

17,153‌

119

First

Commonwealth

Financial

Corp

1,750‌

5,530

First

Republic

Bank

779,066‌

414

HomeStreet,

Inc

11,414‌

16,834

Huntington

Bancshares,

Inc

255,372‌

5,919

Independent

Bank

Corp

131,224‌

120,984

JPMorgan

Chase

&

Co

16,932,921‌

33,252

Keycorp

638,106‌

262

Live

Oak

Bancshares,

Inc

8,968‌

42,628

PNC

Financial

Services

Group,

Inc

7,051,950‌

1,527

Premier

Financial

Corp

38,205‌

65,064

Regions

Financial

Corp

1,531,606‌

1,460

Stellar

Bancorp,

Inc

41,041‌

10,391

*

SVB

Financial

Group

3,142,654‌

6,131

*

Texas

Capital

Bancshares,

Inc

405,075‌

137,130

Truist

Financial

Corp

6,772,851‌

1,445

Univest

Financial

Corp

39,232‌

TOTAL

BANKS

48,501,703‌

CAPITAL

GOODS

-

8

.0

%

39,841

3M

Co

4,584,902‌

4,387

Aecom

Technology

Corp

382,853‌

2,229

Argan,

Inc

86,909‌

20,238

*

Axon

Enterprise,

Inc

3,955,315‌

10,905

*,e

Blink

Charging

Co

148,417‌

88,108

Carrier

Global

Corp

4,011,557‌

36,069

Caterpillar,

Inc

9,099,848‌

6,110

*

Chart

Industries,

Inc

818,618‌

11,472

Curtiss-Wright

Corp

1,902,058‌

19,763

Deere

&

Co

8,356,587‌

44,176

Eaton

Corp

7,165,789‌

271

EMCOR

Group,

Inc

40,176‌

71,693

Emerson

Electric

Co

6,468,142‌

16,418

*

Energy

Recovery,

Inc

363,330‌

28,654

Fastenal

Co

1,448,460‌

42,857

Fortive

Corp

2,915,562‌

19,087

*

Generac

Holdings,

Inc

2,301,892‌

7,359

Granite

Construction,

Inc

313,346‌

19,903

*

Great

Lakes

Dredge

&

Dock

Corp

136,933‌

14,308

Hexcel

Corp

1,009,859‌

3,189

Hyster-Yale

Materials

Handling,

Inc

103,419‌

32,335

Illinois

Tool

Works,

Inc

7,632,353‌

20,174

Ingersoll

Rand,

Inc

1,129,744‌

32,510

Johnson

Controls

International

plc

2,261,721‌

37,635

*

Kratos

Defense

&

Security

Solutions,

Inc

430,921‌

8,222

Luxfer

Holdings

plc

136,074‌

Portfolio

of

investments

(unaudited)

Social

Choice

Low

Carbon

Equity

Fund

January

31,

2023

48

continued

SHARES

COMPANY

REFERENCERATE

&

SPREAD

VALUE

CAPITAL

GOODS—continued

5,772

*

Manitowoc

Co,

Inc

$

79,076‌

20,763

Maxar

Technologies,

Inc

1,072,824‌

16,074

*

Mercury

Systems,

Inc

803,459‌

4,762

Moog,

Inc

(Class

A)

453,914‌

8,673

*

MRC

Global,

Inc

117,953‌

2,727

*

MYR

Group,

Inc

270,137‌

3,920

Owens

Corning,

Inc

378,868‌

7,907

PACCAR,

Inc

864,314‌

8,823

Primoris

Services

Corp

234,692‌

8,268

*

Proto

Labs,

Inc

253,001‌

23,814

Quanta

Services,

Inc

3,624,253‌

6,567

Rockwell

Automation,

Inc

1,852,091‌

2,387

Trane

Technologies

plc

427,559‌

17,595

*

Triumph

Group,

Inc

200,407‌

14,851

*

United

Rentals,

Inc

6,548,548‌

2,509

*

Vectrus,

Inc

110,797‌

4,195

Veritiv

Corp

524,543‌

4,248

W.W.

Grainger,

Inc

2,504,111‌

14,308

Wabash

National

Corp

368,574‌

6,960

*

WESCO

International,

Inc

1,037,110‌

9,848

Woodward

Inc

1,007,056‌

1,778

Xylem,

Inc

184,930‌

TOTAL

CAPITAL

GOODS

90,123,002‌

COMMERCIAL

&

PROFESSIONAL

SERVICES

-

0

.6

%

6,190

ACCO

Brands

Corp

39,306‌

94,934

*

Copart,

Inc

6,323,554‌

1,243

Heidrick

&

Struggles

International,

Inc

38,235‌

1,324

Herman

Miller,

Inc

31,617‌

278

ICF

International,

Inc

28,409‌

162

Insperity,

Inc

17,909‌

2,761

*

KAR

Auction

Services,

Inc

40,200‌

5,463

Kelly

Services,

Inc

(Class

A)

98,880‌

7

Kforce,

Inc

393‌

5,558

TransUnion

398,787‌

1,943

*

TrueBlue,

Inc

38,141‌

393

Verisk

Analytics,

Inc

71,443‌

TOTAL

COMMERCIAL

&

PROFESSIONAL

SERVICES

7,126,874‌

CONSUMER

DURABLES

&

APPAREL

-

1

.3

%

29,397

*

Allbirds,

Inc

80,842‌

5,721

DR

Horton,

Inc

564,606‌

16,985

*

GoPro,

Inc

104,458‌

5

Hasbro,

Inc

296‌

1,724

*

iRobot

Corp

77,580‌

2,929

*

Lovesac

Co

75,392‌

13,080

*

Lululemon

Athletica,

Inc

4,013,990‌

76,200

Nike,

Inc

(Class

B)

9,702,546‌

9,623

*

Sonos,

Inc

177,448‌

10,943

*

Tupperware

Brands

Corp

48,477‌

TOTAL

CONSUMER

DURABLES

&

APPAREL

14,845,635‌

CONSUMER

SERVICES

-

2

.4

%

21,317

*

2U,

Inc

183,966‌

3,383

*

Booking

Holdings,

Inc

8,234,560‌

12,782

*

Brinker

International,

Inc

504,378‌

4,301

Carriage

Services,

Inc

139,438‌

12,260

*

Dave

&

Buster's

Entertainment,

Inc

531,471‌

6,086

European

Wax

Center,

Inc

114,660‌

128

*

frontdoor,

Inc

3,479‌

46,533

Hilton

Worldwide

Holdings,

Inc

6,751,473‌

Portfolio

of

investments

(unaudited)

Social

Choice

Low

Carbon

Equity

Fund

January

31,

2023

49

continued

SHARES

COMPANY

REFERENCERATE

&

SPREAD

VALUE

CONSUMER

SERVICES—continued

5,037

*

Shake

Shack,

Inc

$

286,505‌

4,968

*

Six

Flags

Entertainment

Corp

133,391‌

82,520

Starbucks

Corp

9,006,233‌

2,511

Vail

Resorts,

Inc

658,736‌

7,087

*

WW

International

Inc

35,222‌

TOTAL

CONSUMER

SERVICES

26,583,512‌

DIVERSIFIED

FINANCIALS

-

6

.6

%

53,145

Ally

Financial,

Inc

1,726,681‌

49,980

American

Express

Co

8,743,001‌

2,628

Ameriprise

Financial,

Inc

920,115‌

54,996

Bank

of

New

York

Mellon

Corp

2,781,148‌

11,367

BlackRock,

Inc

8,629,940‌

105,051

Charles

Schwab

Corp

8,133,048‌

28,027

Discover

Financial

Services

3,271,592‌

23,668

Goldman

Sachs

Group,

Inc

8,657,991‌

66,227

Intercontinental

Exchange

Group,

Inc

7,122,714‌

15,728

Moody's

Corp

5,076,212‌

92,603

Morgan

Stanley

9,013,050‌

12,285

Perella

Weinberg

Partners

125,921‌

23,921

S&P

Global,

Inc

8,968,940‌

19,202

State

Street

Corp

1,753,719‌

1,079

T

Rowe

Price

Group,

Inc

125,671‌

TOTAL

DIVERSIFIED

FINANCIALS

75,049,743‌

ENERGY

-

3

.3

%

5,048

e

Altus

Midstream

Co

157,952‌

38,102

Archrock,

Inc

377,591‌

197,299

Baker

Hughes

Co

6,262,270‌

17,952

Cactus,

Inc

971,383‌

60,854

ChampionX

Corp

2,009,399‌

39,660

Cheniere

Energy,

Inc

6,059,651‌

48,397

*

Clean

Energy

Fuels

Corp

273,927‌

20,124

Delek

US

Holdings,

Inc

538,518‌

4,198

*

DMC

Global,

Inc

95,463‌

10,205

*

Dril-Quip,

Inc

313,396‌

29,690

DT

Midstream,

Inc

1,622,855‌

5,121

Enviva,

Inc

232,903‌

12,894

*

Frank's

International

NV

243,568‌

15,053

*

Green

Plains

Inc

523,393‌

157,273

Halliburton

Co

6,482,793‌

119,912

NOV,

Inc

2,930,649‌

29,233

*

Oceaneering

International,

Inc

624,125‌

89,408

ONEOK,

Inc

6,122,660‌

20,180

*

Weatherford

International

Ltd

1,147,838‌

17,818

World

Fuel

Services

Corp

504,249‌

TOTAL

ENERGY

37,494,583‌

FOOD

&

STAPLES

RETAILING

-

1

.1

%

36,632

*

BJ's

Wholesale

Club

Holdings,

Inc

2,654,721‌

66,862

Kroger

Co

2,984,051‌

40,550

*

Performance

Food

Group

Co

2,486,526‌

397

Pricesmart,

Inc

29,501‌

5,542

SpartanNash

Co

175,571‌

28,639

*

Sprouts

Farmers

Market,

Inc

915,016‌

10,982

*

United

Natural

Foods,

Inc

457,071‌

60,461

*

US

Foods

Holding

Corp

2,305,378‌

TOTAL

FOOD

&

STAPLES

RETAILING

12,007,835‌

FOOD,

BEVERAGE

&

TOBACCO

-

4

.2

%

70,973

Archer-Daniels-Midland

Co

5,880,113‌

Portfolio

of

investments

(unaudited)

Social

Choice

Low

Carbon

Equity

Fund

January

31,

2023

50

continued

SHARES

COMPANY

REFERENCERATE

&

SPREAD

VALUE

FOOD,

BEVERAGE

&

TOBACCO—continued

28,474

*

Benson

Hill,

Inc

$

76,310‌

18,698

*,e

Beyond

Meat,

Inc

307,208‌

17,950

Bunge

Ltd

1,778,845‌

191,448

Coca-Cola

Co

11,739,591‌

46,341

*

Darling

International,

Inc

3,071,945‌

76,568

General

Mills,

Inc

5,999,869‌

87

*

Hain

Celestial

Group,

Inc

1,785‌

38,355

Hormel

Foods

Corp

1,737,865‌

6,455

Kellogg

Co

442,684‌

127,363

Keurig

Dr

Pepper,

Inc

4,493,367‌

11,256

McCormick

&

Co,

Inc

845,551‌

66,906

PepsiCo,

Inc

11,442,264‌

3,305

*

Vital

Farms,

Inc

58,102‌

TOTAL

FOOD,

BEVERAGE

&

TOBACCO

47,875,499‌

HEALTH

CARE

EQUIPMENT

&

SERVICES

-

5

.7

%

126

*

Acadia

Healthcare

Co,

Inc

10,586‌

10,824

*

Accolade,

Inc

126,316‌

12,055

*

Alphatec

Holdings

Inc

156,956‌

43

*

AMN

Healthcare

Services,

Inc

4,121‌

2,779

*

Angiodynamics,

Inc

36,183‌

6,744

*

AxoGen,

Inc

63,866‌

30,935

*

Brookdale

Senior

Living,

Inc

89,093‌

6,607

*

Cardiovascular

Systems,

Inc

92,102‌

28,701

*

Cerus

Corp

90,121‌

24,086

Cigna

Corp

7,627,314‌

2,905

*

Computer

Programs

&

Systems,

Inc

85,349‌

8,877

*

CryoLife,

Inc

115,756‌

47,352

*

Dexcom,

Inc

5,070,926‌

85,618

*

Edwards

Lifesciences

Corp

6,566,901‌

16,292

Elevance

Health,

Inc

8,145,837‌

295

Encompass

Health

Corp

18,423‌

147

*

Enhabit,

Inc

2,258‌

9,467

*

Envista

Holdings

Corp

369,118‌

24,807

HCA

Healthcare,

Inc

6,327,521‌

16,334

*

Health

Catalyst,

Inc

227,043‌

2,939

*

Heska

Corp

262,864‌

6,341

*

Hologic,

Inc

515,967‌

11,236

*

IDEXX

Laboratories,

Inc

5,398,898‌

7,000

*

Inogen,

Inc

163,310‌

1,649

*

Insulet

Corp

473,791‌

90

*

Integer

Holding

Corp

5,923‌

62

*

LivaNova

plc

3,484‌

12,567

*

Meridian

Bioscience,

Inc

427,278‌

7,558

*

NextGen

Healthcare,

Inc

143,753‌

13,518

*

Omnicell,

Inc

749,843‌

122,939

*

Opko

Health,

Inc

158,591‌

17,854

*

OraSure

Technologies,

Inc

99,625‌

5,698

*

Orthofix

Medical

Inc

123,248‌

7,973

*

Outset

Medical,

Inc

224,201‌

69

*

Penumbra,

Inc

17,278‌

586

*

RadNet,

Inc

12,335‌

12,615

Resmed,

Inc

2,880,888‌

5,277

*

Shockwave

Medical

Inc

991,707‌

5,649

*

SI-BONE,

Inc

96,202‌

2,949

*

Staar

Surgical

Co

208,052‌

2,267

*

SurModics,

Inc

63,725‌

30,941

UnitedHealth

Group,

Inc

15,445,438‌

6,424

*

Varex

Imaging

Corp

138,052‌

TOTAL

HEALTH

CARE

EQUIPMENT

&

SERVICES

63,830,243‌

Portfolio

of

investments

(unaudited)

Social

Choice

Low

Carbon

Equity

Fund

January

31,

2023

51

continued

SHARES

COMPANY

REFERENCERATE

&

SPREAD

VALUE

HOUSEHOLD

&

PERSONAL

PRODUCTS

-

1

.8

%

80,172

Colgate-Palmolive

Co

$

5,975,219‌

1,875

Kimberly-Clark

Corp

243,769‌

100,545

Procter

&

Gamble

Co

14,315,597‌

19,788

*

Veru,

Inc

113,979‌

TOTAL

HOUSEHOLD

&

PERSONAL

PRODUCTS

20,648,564‌

INSURANCE

-

3

.3

%

5,460

Allstate

Corp

701,446‌

35,074

Chubb

Ltd

7,978,984‌

33,673

*

Genworth

Financial,

Inc

(Class

A)

185,875‌

44,455

Marsh

&

McLennan

Cos,

Inc

7,775,624‌

8,968

ProAssurance

Corp

173,890‌

56,083

Progressive

Corp

7,646,917‌

57,650

Prudential

Financial,

Inc

6,049,791‌

34,479

Travelers

Cos,

Inc

6,589,627‌

300

Willis

Towers

Watson

plc

76,257‌

TOTAL

INSURANCE

37,178,411‌

MATERIALS

-

3

.1

%

17,080

*

Arconic

Corp

401,551‌

67,071

Ball

Corp

3,906,215‌

4,887

*

Clearwater

Paper

Corp

188,687‌

34,438

*

Coeur

Mining,

Inc

133,964‌

16,584

Commercial

Metals

Co

900,014‌

81

Compass

Minerals

International,

Inc

3,779‌

38,703

Ecolab,

Inc

5,992,385‌

44,407

Graphic

Packaging

Holding

Co

1,069,765‌

3,225

Hawkins,

Inc

125,775‌

34

Innospec,

Inc

3,843‌

6,388

International

Flavors

&

Fragrances,

Inc

718,394‌

3,928

Koppers

Holdings,

Inc

135,948‌

4,790

Materion

Corp

432,297‌

90,600

Mosaic

Co

4,488,324‌

3,959

Myers

Industries,

Inc

95,333‌

122,312

Newmont

Goldcorp

Corp

6,473,974‌

6,517

PPG

Industries,

Inc

849,426‌

6,371

Reliance

Steel

&

Aluminum

Co

1,449,084‌

4,880

Ryerson

Holding

Corp

186,270‌

2,888

Schnitzer

Steel

Industries,

Inc

(Class

A)

97,730‌

48,980

Steel

Dynamics,

Inc

5,908,947‌

10,324

Trinseo

plc

286,491‌

29,586

Valvoline,

Inc

1,084,623‌

TOTAL

MATERIALS

34,932,819‌

MEDIA

&

ENTERTAINMENT

-

4

.3

%

5,481

*

Cardlytics,

Inc

41,107‌

8,442

*

Charter

Communications,

Inc

3,244,345‌

4,181

*

Cinemark

Holdings,

Inc

49,921‌

112,314

*

Clear

Channel

214,520‌

256,863

Comcast

Corp

(Class

A)

10,107,559‌

38,397

Electronic

Arts,

Inc

4,940,926‌

7,502

*

MediaAlpha,

Inc

104,653‌

27,195

*

Netflix,

Inc

9,623,223‌

99,449

*

Pinterest,

Inc

2,614,514‌

4,197

*

Roku,

Inc

241,327‌

13,672

*

Take-Two

Interactive

Software,

Inc

1,548,081‌

29,331

*

TripAdvisor,

Inc

683,412‌

40,872

*

Vimeo,

Inc

185,559‌

101,806

*

Walt

Disney

Co

11,044,933‌

69,536

*

Warner

Bros

Discovery,

Inc

1,030,524‌

20,235

*

Yelp,

Inc

637,605‌

Portfolio

of

investments

(unaudited)

Social

Choice

Low

Carbon

Equity

Fund

January

31,

2023

52

continued

SHARES

COMPANY

REFERENCERATE

&

SPREAD

VALUE

MEDIA

&

ENTERTAINMENT—continued

22,813

*

ZipRecruiter,

Inc

$

448,047‌

81,361

*

ZoomInfo

Technologies,

Inc

2,296,821‌

TOTAL

MEDIA

&

ENTERTAINMENT

49,057,077‌

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES

-

8

.1

%

4,486

*

Aclaris

Therapeutics,

Inc

75,813‌

33,949

*

Adaptive

Biotechnologies

Corp

314,707‌

22,005

Agilent

Technologies,

Inc

3,346,520‌

34,033

Amgen,

Inc

8,589,929‌

3,370

*

AnaptysBio,

Inc

83,879‌

15,421

*

Atara

Biotherapeutics,

Inc

78,185‌

23,235

*

Atea

Pharmaceuticals,

Inc

107,578‌

4,132

*

Axsome

Therapeutics,

Inc

309,900‌

11,247

*

Biogen,

Inc

3,271,752‌

127,235

Bristol-Myers

Squibb

Co

9,243,623‌

9,328

*

Caribou

Biosciences,

Inc

67,255‌

6,343

*,e

Cassava

Sciences,

Inc

177,604‌

29,975

*

Catalent,

Inc

1,605,161‌

5,650

*

Collegium

Pharmaceutical,

Inc

158,652‌

38,360

Danaher

Corp

10,141,617‌

4,081

*

DICE

Therapeutics,

Inc

129,653‌

1,725

*

Eagle

Pharmaceuticals,

Inc

58,547‌

37,834

Eli

Lilly

&

Co

13,020,571‌

10,787

*

Erasca,

Inc

43,148‌

95,446

Gilead

Sciences,

Inc

8,011,737‌

10,958

*

Illumina,

Inc

2,347,204‌

75,272

*

Inovio

Pharmaceuticals,

Inc

124,952‌

1,896

*

IQVIA

Holdings,

Inc

434,961‌

8,754

*

Kezar

Life

Sciences,

Inc

62,766‌

118,262

Merck

&

Co,

Inc

12,702,522‌

9,976

*

Nkarta,

Inc

53,172‌

7,717

*

Nurix

Therapeutics,

Inc

94,842‌

35,444

*

Nuvation

Bio,

Inc

87,192‌

10,477

*,e

Provention

Bio,

Inc

90,731‌

4,598

*

Reata

Pharmaceuticals,

Inc

199,231‌

10,167

*

Regeneron

Pharmaceuticals,

Inc

7,711,365‌

2,210

*

Revance

Therapeutics,

Inc

76,643‌

27,104

*,e

Sana

Biotechnology,

Inc

123,594‌

7,756

*

Tango

Therapeutics,

Inc

51,190‌

10,708

*,e

Theravance

Biopharma,

Inc

115,754‌

4,412

*

Viridian

Therapeutics,

Inc

161,126‌

3,424

West

Pharmaceutical

Services,

Inc

909,414‌

46,274

Zoetis,

Inc

7,657,884‌

TOTAL

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES

91,840,374‌

REAL

ESTATE

-

3

.6

%

36,346

American

Tower

Corp

8,119,333‌

5,091

Boston

Properties,

Inc

379,483‌

41,029

*

CBRE

Group,

Inc

3,508,390‌

11,949

City

Office

REIT,

Inc

117,578‌

40,039

Crown

Castle

International

Corp

5,930,176‌

24,207

DiamondRock

Hospitality

Co

233,113‌

11,972

Empire

State

Realty

Trust,

Inc

99,847‌

10,105

Equinix,

Inc

7,458,804‌

2,503

*

Howard

Hughes

Corp

213,982‌

973

Hudson

Pacific

Properties

11,083‌

6,811

Iron

Mountain,

Inc

371,744‌

22,106

Macerich

Co

303,736‌

33,468

Park

Hotels

&

Resorts,

Inc

492,314‌

3,043

PotlatchDeltic

Corp

148,955‌

69,047

d

Prologis,

Inc

8,926,396‌

Portfolio

of

investments

(unaudited)

Social

Choice

Low

Carbon

Equity

Fund

January

31,

2023

53

continued

SHARES

COMPANY

REFERENCERATE

&

SPREAD

VALUE

REAL

ESTATE—continued

18,005

*

Realogy

Holdings

Corp

$

152,682‌

3,682

SL

Green

Realty

Corp

151,514‌

17,766

Sunstone

Hotel

Investors,

Inc

195,248‌

4,386

*

Tejon

Ranch

Co

87,808‌

3,285

Ventas,

Inc

170,196‌

40,242

Welltower,

Inc

3,019,760‌

13,732

Xenia

Hotels

&

Resorts,

Inc

204,607‌

TOTAL

REAL

ESTATE

40,296,749‌

RETAILING

-

3

.9

%

6,440

*

1-800-FLOWERS.COM,

Inc

(Class

A)

64,207‌

8,640

Big

Lots,

Inc

141,350‌

127,914

eBay,

Inc

6,331,743‌

3,743

Hibbett

Sports,

Inc

248,385‌

44,851

Home

Depot,

Inc

14,539,349‌

2,594

*

Lands'

End,

Inc

23,424‌

6,255

*

Liquidity

Services,

Inc

93,762‌

11

LKQ

Corp

649‌

41,709

Lowe's

Companies,

Inc

8,685,899‌

20,066

Macy's,

Inc

474,160‌

43,725

Target

Corp

7,526,822‌

43,662

TJX

Companies,

Inc

3,574,171‌

1,951

*

TravelCenters

of

America,

Inc

88,810‌

19,030

Williams-Sonoma,

Inc

2,567,908‌

104

Winmark

Corp

29,203‌

309

*

Zumiez,

Inc

7,981‌

TOTAL

RETAILING

44,397,823‌

SEMICONDUCTORS

&

SEMICONDUCTOR

EQUIPMENT

-

5

.3

%

72,358

Applied

Materials,

Inc

8,067,194‌

5,538

*

Cirrus

Logic,

Inc

500,580‌

6,333

*

First

Solar,

Inc

1,124,741‌

287,746

Intel

Corp

8,131,702‌

13,468

Lam

Research

Corp

6,735,347‌

95,108

NVIDIA

Corp

18,581,250‌

82,616

*

ON

Semiconductor

Corp

6,068,145‌

1,540

*

Silicon

Laboratories,

Inc

241,641‌

54,762

Texas

Instruments,

Inc

9,704,374‌

1,125

Universal

Display

Corp

149,096‌

4,925

*

Wolfspeed,

Inc

379,274‌

TOTAL

SEMICONDUCTORS

&

SEMICONDUCTOR

EQUIPMENT

59,683,344‌

SOFTWARE

&

SERVICES

-

17

.1

%

36,138

Accenture

plc

10,084,309‌

27,492

*

Adobe,

Inc

10,181,387‌

22,947

*

Akamai

Technologies,

Inc

2,041,136‌

7,964

*

Ansys,

Inc

2,121,291‌

24,328

*

Autodesk,

Inc

5,234,413‌

32,367

Automatic

Data

Processing,

Inc

7,308,792‌

34,600

*

Cadence

Design

Systems,

Inc

6,325,918‌

11,181

Concentrix

Corp

1,585,578‌

9,357

CSG

Systems

International,

Inc

558,332‌

68,918

*

DXC

Technology

Co

1,980,014‌

330

*

Elastic

NV

19,417‌

9,187

*

ExlService

Holdings,

Inc

1,567,302‌

92,052

Fidelity

National

Information

Services,

Inc

6,907,582‌

62,012

International

Business

Machines

Corp

8,354,877‌

19,662

Intuit,

Inc

8,310,538‌

37,887

Mastercard,

Inc

(Class

A)

14,040,922‌

224,183

d

Microsoft

Corp

55,554,789‌

3,687

*

OneSpan,

Inc

50,918‌

Portfolio

of

investments

(unaudited)

Social

Choice

Low

Carbon

Equity

Fund

January

31,

2023

54

continued

SHARES

COMPANY

REFERENCERATE

&

SPREAD

VALUE

SOFTWARE

&

SERVICES—continued

101,668

*

PayPal

Holdings,

Inc

$

8,284,925‌

2,252

Roper

Technologies,

Inc

961,041‌

58,257

*

Salesforce,

Inc

9,785,428‌

16,419

*

ServiceNow,

Inc

7,472,779‌

19,766

*

Synopsys,

Inc

6,992,223‌

2,488

TTEC

Holdings,

Inc

126,490‌

28,135

*

VeriSign,

Inc

6,134,837‌

27,056

*

VMware,

Inc

(Class

A)

3,313,548‌

55,305

Western

Union

Co

783,672‌

13,008

*

WEX,

Inc

2,406,090‌

26,094

*

Workday,

Inc

4,734,234‌

TOTAL

SOFTWARE

&

SERVICES

193,222,782‌

TECHNOLOGY

HARDWARE

&

EQUIPMENT

-

4

.2

%

28,112

Avnet,

Inc

1,289,779‌

8,425

Badger

Meter,

Inc

976,458‌

10,055

Benchmark

Electronics,

Inc

281,439‌

9,562

*

Ciena

Corp

497,415‌

224,152

Cisco

Systems,

Inc

10,909,478‌

9,052

CTS

Corp

402,905‌

6,932

*

ePlus,

Inc

345,075‌

10,632

*

Fabrinet

1,399,809‌

5,222

*

FARO

Technologies,

Inc

143,501‌

344,033

Hewlett

Packard

Enterprise

Co

5,549,252‌

210,723

HP,

Inc

6,140,468‌

8,966

*

Insight

Enterprises,

Inc

1,010,648‌

34,389

*

Keysight

Technologies,

Inc

6,167,667‌

5,371

*

Kimball

Electronics,

Inc

137,068‌

25,579

*

Knowles

Corp

491,884‌

172

*

Lumentum

Holdings,

Inc

10,351‌

600

Methode

Electronics,

Inc

28,644‌

47,269

*,e

Microvision,

Inc

118,645‌

22,784

*

Mirion

Technologies,

Inc

181,133‌

4,121

Motorola

Solutions,

Inc

1,059,138‌

24,331

National

Instruments

Corp

1,313,874‌

4,710

*

Netgear,

Inc

94,059‌

4,734

*

OSI

Systems,

Inc

448,357‌

7,569

*,e

PAR

Technology

Corp

257,270‌

7,905

*

Plexus

Corp

758,801‌

21,532

*

Ribbon

Communications,

Inc

75,577‌

5,484

*

Rogers

Corp

765,512‌

74,821

*

Trimble

Inc

4,344,107‌

30,181

*

TTM

Technologies,

Inc

474,445‌

2,890

*

Vishay

Precision

Group,

Inc

124,790‌

46,607

Vontier

Corp

1,073,359‌

34,198

Xerox

Holdings

Corp

560,163‌

TOTAL

TECHNOLOGY

HARDWARE

&

EQUIPMENT

47,431,071‌

TELECOMMUNICATION

SERVICES

-

0

.9

%

6,905

*

Bandwidth

Inc

171,796‌

21,856

*

Consolidated

Communications

Holdings,

Inc

95,074‌

238,708

Verizon

Communications,

Inc

9,923,092‌

TOTAL

TELECOMMUNICATION

SERVICES

10,189,962‌

TRANSPORTATION

-

2

.1

%

4,518

CH

Robinson

Worldwide,

Inc

452,568‌

226,095

CSX

Corp

6,990,858‌

27,646

Expeditors

International

of

Washington,

Inc

2,989,915‌

10,134

*

GXO

Logistics,

Inc

530,312‌

20,060

Old

Dominion

Freight

Line

6,684,794‌

8,212

Ryder

System,

Inc

775,295‌

Portfolio

of

investments

(unaudited)

Social

Choice

Low

Carbon

Equity

Fund

January

31,

2023

55

concluded

SHARES

COMPANY

REFERENCERATE

&

SPREAD

VALUE

TRANSPORTATION—continued

26,404

United

Parcel

Service,

Inc

(Class

B)

$

4,890,813‌

TOTAL

TRANSPORTATION

23,314,555‌

UTILITIES

-

2

.0

%

64,587

Consolidated

Edison,

Inc

6,155,787‌

67,495

Eversource

Energy

5,556,863‌

7,098

ONE

Gas,

Inc

584,591‌

41,911

Sempra

Energy

6,719,591‌

28,346

*,e

Sunnova

Energy

International,

Inc

552,180‌

61,559

UGI

Corp

2,451,895‌

TOTAL

UTILITIES

22,020,907‌

TOTAL

COMMON

STOCKS

1,120,377,951‌

(Cost

$1,011,130,918)

PRINCIPAL

ISSUER

RATE

MATURITY

DATE

SHORT-TERM

INVESTMENTS

-

0.8%

REPURCHASE

AGREEMENT

-

0

.3

%

$

3,390,000

r

Fixed

Income

Clearing

Corp

(FICC)

4

.290

%

02/01/23

3,390,000‌

TOTAL

REPURCHASE

AGREEMENT

3,390,000‌

GOVERNMENT

AGENCY

DEBT

-

0

.4

%

5,000,000

Tennessee

Valley

Authority

(TVA)

0

.000

02/08/23

4,995,639‌

TOTAL

GOVERNMENT

AGENCY

DEBT

4,995,639‌

SHARES

COMPANY

EXP

INVESTMENTS

IN

REGISTERED

INVESTMENT

COMPANIES

-

0

.1

%

956,244

c

State

Street

Navigator

Securities

Lending

Government

Money

Market

Portfolio

4

.550

956,244‌

TOTAL

INVESTMENTS

IN

REGISTERED

INVESTMENT

COMPANIES

956,244‌

TOTAL

SHORT-TERM

INVESTMENTS

9,341,883‌

(Cost

$9,342,044)

TOTAL

INVESTMENTS

-

100.0%

1,129,719,834‌

(Cost

$1,020,472,962)

OTHER

ASSETS

&

LIABILITIES,

NET

-

0.0%

365,806‌

NET

ASSETS

-

100.0%

$

1,130,085,640‌

REIT

Real

Estate

Investment

Trust

*

Non-income

producing

c

Investments

made

with

cash

collateral

received

from

securities

on

loan.

d

All

or

a

portion

of

these

securities

have

been

segregated

to

cover

margin

requirements

on

open

futures

contracts.

e

All

or

a

portion

of

these

securities

are

out

on

loan.

The

aggregate

value

of

securities

on

loan

is

$1,823,956.

r

Agreement

with

Fixed

Income

Clearing

Corp

(FICC),

4.290%

dated

1/31/23

to

be

repurchased

at

$3,390,000

on

2/1/23,

collateralized

by

Government

Agency

Securities,

with

coupon

rate

2.875%

and

maturity

date

6/15/25,

valued

at

$3,457,847.

Futures

contracts

outstanding

as

of

January

31,

2023

were

as

follows:

Description

Number

of

long

(short)

contracts

Expiration

date

Notional

amount

Value

Unrealized

appreciation

(depreciation)

S&P

500

E

Mini

Index

40‌

03/17/23

 $

7,967,082‌

$

8,180,000‌

$

212,918‌

Emerging

Markets

Equity

Fund

January

31,

2023

Portfolio

of

investments

(unaudited)

56

SHARES

COMPANY

VALUE

COMMON

STOCKS

-

97.8%

BRAZIL

-

14

.0

%

6,892,655

Arcos

Dorados

Holdings,

Inc

$

58,587,567‌

4,949,400

Cia

Brasileira

de

Distribuicao

20,202,031‌

4,164,600

Cosan

SA

Industria

e

Comercio

13,700,691‌

6,005,400

*

Embraer

S.A.

19,342,492‌

23,332

*

MercadoLibre,

Inc

27,571,191‌

3,708,894

*

Pagseguro

Digital

Ltd

37,422,740‌

5,877,900

Ultrapar

Participacoes

S.A.

15,272,837‌

1,407,000

Vale

S.A.

26,195,373‌

5,368,400

Vibra

Energia

S.A.

17,407,140‌

TOTAL

BRAZIL

235,702,062‌

CHINA

-

27

.4

%

7,823,508

*

Alibaba

Group

Holding

Ltd

107,562,746‌

4,569,558

*

Baidu,

Inc

76,814,441‌

905,373

*

Baozun,

Inc

(ADR)

6,889,889‌

417,000

BYD

Co

Ltd

(H

shares)

13,205,365‌

12,510,000

CSPC

Pharmaceutical

Group

Ltd

14,263,935‌

3,780,527

*,e

HUYA,

Inc

(ADR)

20,792,898‌

269,361

*

iClick

Interactive

Asia

Group

Ltd

(ADR)

1,080,138‌

275,927

*,g,h

Meituan

Dianping

(Class

B)

6,168,590‌

2,762,371

Ping

An

Insurance

Group

Co

of

China

Ltd

(Class

A)

20,940,747‌

69,000

Silergy

Corp

1,404,112‌

2,759,276

Tencent

Holdings

Ltd

134,456,511‌

2,640,497

*

Vipshop

Holdings

Ltd

(ADR)

40,848,489‌

460,200

Wuliangye

Yibin

Co

Ltd

14,319,892‌

TOTAL

CHINA

458,747,753‌

COLOMBIA

-

0

.8

%

425,591

BanColombia

S.A.

(ADR)

12,874,128‌

TOTAL

COLOMBIA

12,874,128‌

HONG

KONG

-

1

.5

%

1,812,362

*

Melco

Crown

Entertainment

Ltd

(ADR)

24,756,865‌

22,290

*,†

Mongolian

Metals

Corporation

0‌

TOTAL

HONG

KONG

24,756,865‌

INDIA

-

14

.1

%

22,956,912

Edelweiss

Capital

Ltd

18,742,091‌

320,684

HDFC

Bank

Ltd

(ADR)

21,601,274‌

1,323,130

Housing

Development

Finance

Corp

42,594,741‌

1,567,324

Life

Insurance

Corp

of

India

12,540,425‌

774,746

Mahindra

&

Mahindra

Ltd

13,095,972‌

2,400,529

Piramal

Healthcare

Ltd

25,291,893‌

9,928,597

*

Piramal

Pharma

Ltd

12,719,627‌

91,651

*,g

RBL

Bank

Ltd

175,427‌

2,376,936

Reliance

Industries

Ltd

68,568,387‌

501,864

Tata

Consultancy

Services

Ltd

20,713,761‌

TOTAL

INDIA

236,043,598‌

INDONESIA

-

2

.5

%

54,229,500

Astra

International

Tbk

PT

21,786,801‌

31,298,700

PT

Bank

Mandiri

Persero

Tbk

20,855,452‌

TOTAL

INDONESIA

42,642,253‌

KOREA,

REPUBLIC

OF

-

9

.0

%

312,790

Hynix

Semiconductor,

Inc

22,628,426‌

173,243

LG

Electronics,

Inc

14,195,453‌

150,353

Naver

Corp

24,977,485‌

1,280,750

Samsung

Electronics

Co

Ltd

63,794,451‌

Portfolio

of

investments

(unaudited)

Emerging

Markets

Equity

Fund

January

31,

2023

57

continued

SHARES

COMPANY

VALUE

KOREA,

REPUBLIC

OF—continued

45,653

Samsung

SDI

Co

Ltd

$

25,584,036‌

TOTAL

KOREA,

REPUBLIC

OF

151,179,851‌

MACAU

-

1

.6

%

23,702,500

*,e

Wynn

Macau

Ltd

27,128,263‌

TOTAL

MACAU

27,128,263‌

MEXICO

-

6

.7

%

15,620,700

America

Movil

S.A.B.

de

C.V.

16,325,396‌

700,215

Fomento

Economico

Mexicano

SAB

de

C.V.

(ADR)

61,478,877‌

1,740,900

Grupo

Financiero

Banorte

S.A.

de

C.V.

14,439,934‌

3,207,638

Grupo

Televisa

SAB

(ADR)

19,726,974‌

TOTAL

MEXICO

111,971,181‌

PERU

-

1

.4

%

173,290

Credicorp

Ltd

23,272,847‌

TOTAL

PERU

23,272,847‌

SAUDI

ARABIA

-

1

.3

%

1,053,943

Alinma

Bank

9,285,271‌

1,379,686

g

Saudi

Arabian

Oil

Co

12,172,263‌

TOTAL

SAUDI

ARABIA

21,457,534‌

SINGAPORE

-

2

.7

%

4,366,891

*

Grab

Holdings

Ltd

16,550,517‌

722,668

*

Grab

Holdings

Ltd.

2,738,912‌

401,112

*

Sea

Ltd

(ADR)

25,851,668‌

TOTAL

SINGAPORE

45,141,097‌

SOUTH

AFRICA

-

0

.9

%

1,544,776

Standard

Bank

Group

Ltd

15,413,326‌

TOTAL

SOUTH

AFRICA

15,413,326‌

TAIWAN

-

13

.9

%

9,432,000

Hon

Hai

Precision

Industry

Co,

Ltd

31,453,190‌

1,742,000

MediaTek,

Inc

42,088,387‌

9,088,400

Taiwan

Semiconductor

Manufacturing

Co

Ltd

160,381,009‌

TOTAL

TAIWAN

233,922,586‌

TOTAL

COMMON

STOCKS

1,640,253,344‌

(Cost

$1,618,983,181)

PRINCIPAL

ISSUER

REFERENCERATE

&

SPREAD

RATE

MATURITY

DATE

SHORT-TERM

INVESTMENTS

-

1.5%

GOVERNMENT

AGENCY

DEBT

-

1

.1

%

$

3,625,000

Federal

Farm

Credit

Bank

(FFCB)

0

.000

%

02/02/23

3,624,548‌

10,000,000

Federal

Home

Loan

Bank

(FHLB)

0

.000

04/14/23

9,906,898‌

5,000,000

Tennessee

Valley

Authority

(TVA)

0

.000

02/08/23

4,995,638‌

TOTAL

GOVERNMENT

AGENCY

DEBT

18,527,084‌

REPURCHASE

AGREEMENT

-

0

.4

%

5,810,000

r

Fixed

Income

Clearing

Corp

(FICC)

4

.290

02/01/23

5,810,000‌

TOTAL

REPURCHASE

AGREEMENT

5,810,000‌

Portfolio

of

investments

(unaudited)

Emerging

Markets

Equity

Fund

January

31,

2023

58

concluded

SHARES

COMPANY

RATE

VALUE

INVESTMENTS

IN

REGISTERED

INVESTMENT

COMPANIES

-

0

.0

%

$

736,367

c

State

Street

Navigator

Securities

Lending

Government

Money

Market

Portfolio

4

.550

%

$

736,367‌

TOTAL

INVESTMENTS

IN

REGISTERED

INVESTMENT

COMPANIES

736,367‌

TOTAL

SHORT-TERM

INVESTMENTS

25,073,451‌

(Cost

$25,076,349)

TOTAL

INVESTMENTS

-

99.3%

1,665,326,795‌

(Cost

$1,644,059,530)

OTHER

ASSETS

&

LIABILITIES,

NET

-

0.7%

11,178,387‌

NET

ASSETS

-

100.0%

$

1,676,505,182‌

ADR

American

Depositary

Receipt

*

Non-income

producing

†

For

fair

value

measurement

disclosure

purposes,

investment

classified

as

Level

3.

c

Investments

made

with

cash

collateral

received

from

securities

on

loan.

e

All

or

a

portion

of

these

securities

are

out

on

loan.

The

aggregate

value

of

securities

on

loan

is

$15,137,395.

g

Security

is

exempt

from

registration

under

Rule

144(A)

of

the

Securities

Act

of

1933,

as

amended.

These

securities

are

deemed

liquid

and

may

be

resold

in

transactions

exempt

from

registration,

which

are

normally

those

transactions

with

qualified

institutional

buyers.

h

All

or

a

portion

of

these

securities

were

purchased

on

a

delayed

delivery

basis.

r

Agreement

with

Fixed

Income

Clearing

Corp

(FICC),

4.290%

dated

1/31/23

to

be

repurchased

at

$5,810,000

on

2/1/23,

collateralized

by

Government

Agency

Securities,

with

coupon

rate

2.875%

and

maturity

date

6/15/25,

valued

at

$5,926,225.

Portfolio

of

investments

(unaudited)

International

Equity

Fund

January

31,

2023

59

SHARES

COMPANY

VALUE

COMMON

STOCKS

-

99.1%

AUSTRALIA

-

7

.2

%

2,966,128

BHP

Billiton

Ltd

$

103,880,124‌

1,676,852

Commonwealth

Bank

of

Australia

130,898,523‌

14,115,692

Glencore

Xstrata

plc

94,531,120‌

1,245,200

Rio

Tinto

plc

97,500,687‌

2,034,916

Woodside

Energy

Group

Ltd

52,691,854‌

TOTAL

AUSTRALIA

479,502,308‌

BRAZIL

-

1

.2

%

13,332,398

Banco

Bradesco

S.A.

(Preference)

36,822,138‌

9,148,000

Itau

Unibanco

Holding

S.A.

45,647,192‌

TOTAL

BRAZIL

82,469,330‌

DENMARK

-

4

.0

%

580,192

DSV

AS

95,981,180‌

1,208,019

Novo

Nordisk

AS

167,177,468‌

TOTAL

DENMARK

263,158,648‌

FINLAND

-

1

.4

%

7,839,039

Nordea

Bank

Abp

91,832,179‌

TOTAL

FINLAND

91,832,179‌

FRANCE

-

11

.8

%

1,506,904

Airbus

SE

188,914,283‌

1,842,896

Compagnie

de

Saint-Gobain

105,839,664‌

654,382

Essilor

International

S.A.

120,065,574‌

189,975

Kering

118,536,173‌

2,180,418

Total

S.A.

134,795,089‌

771,323

Vinci

S.A.

87,151,434‌

2,375,891

Vivendi

Universal

S.A.

25,516,528‌

TOTAL

FRANCE

780,818,745‌

GERMANY

-

9

.2

%

101,379

Adidas-Salomon

AG.

16,323,662‌

2,565,678

Bayer

AG.

159,700,460‌

1,514,153

Deutsche

Post

AG.

65,194,421‌

177,239

*

Dr

ING

hc

F

Porsche

AG.

21,073,492‌

893,721

HeidelbergCement

AG.

61,324,819‌

1,973,881

RWE

AG.

87,874,957‌

863,619

Siemens

AG.

134,901,842‌

442,214

Volkswagen

AG.

(Preference)

61,330,954‌

TOTAL

GERMANY

607,724,607‌

HONG

KONG

-

0

.6

%

838,724

Hong

Kong

Exchanges

and

Clearing

Ltd

37,723,773‌

TOTAL

HONG

KONG

37,723,773‌

IRELAND

-

1

.8

%

2,520,138

CRH

plc

117,747,264‌

TOTAL

IRELAND

117,747,264‌

ITALY

-

2

.2

%

7,850,180

Enel

S.p.A.

46,222,804‌

1,559,862

Moncler

S.p.A

97,628,091‌

TOTAL

ITALY

143,850,895‌

JAPAN

-

21

.2

%

5,349,500

Daiichi

Sankyo

Co

Ltd

168,011,381‌

464,716

Daikin

Industries

Ltd

80,718,649‌

3,229,479

*

Hitachi

Ltd

169,361,783‌

Portfolio

of

investments

(unaudited)

International

Equity

Fund

January

31,

2023

60

continued

SHARES

COMPANY

VALUE

JAPAN—continued

169,600

Keyence

Corp

$

78,078,541‌

9,031,500

Mitsubishi

UFJ

Financial

Group,

Inc

66,154,661‌

2,262,880

Nintendo

Co

Ltd

98,113,424‌

3,423,400

ORIX

Corp

60,193,576‌

2,528,200

Recruit

Holdings

Co

Ltd

81,307,571‌

2,595,300

*

SBI

Holdings,

Inc

55,018,523‌

1,183,500

Shiseido

Co

Ltd

61,513,590‌

2,114,459

Sony

Corp

188,930,156‌

3,142,700

Sumitomo

Mitsui

Financial

Group,

Inc

136,585,086‌

10,833,745

*

Toyota

Motor

Corp

159,101,267‌

TOTAL

JAPAN

1,403,088,208‌

KOREA,

REPUBLIC

OF

-

0

.8

%

94,961

LG

Chem

Ltd

53,596,271‌

TOTAL

KOREA,

REPUBLIC

OF

53,596,271‌

NETHERLANDS

-

11

.2

%

219,015

ASML

Holding

NV

144,910,758‌

888,899

Heineken

NV

88,835,587‌

8,389,866

ING

Groep

NV

121,487,446‌

23,082,817

Koninklijke

KPN

NV

78,916,531‌

8,460,422

Shell

plc

248,379,023‌

2,261,713

Universal

Music

Group

NV

57,814,734‌

TOTAL

NETHERLANDS

740,344,079‌

NORWAY

-

1

.5

%

3,298,722

Equinor

ASA

100,533,971‌

TOTAL

NORWAY

100,533,971‌

SPAIN

-

1

.6

%

14,898,933

Banco

Bilbao

Vizcaya

Argentaria

S.A.

105,242,669‌

TOTAL

SPAIN

105,242,669‌

SWITZERLAND

-

5

.0

%

142,233

Lonza

Group

AG.

81,135,583‌

1,716,683

Novartis

AG.

155,203,654‌

200,539

Zurich

Insurance

Group

AG

99,172,249‌

TOTAL

SWITZERLAND

335,511,486‌

TAIWAN

-

1

.2

%

869,850

Taiwan

Semiconductor

Manufacturing

Co

Ltd

(ADR)

80,661,191‌

TOTAL

TAIWAN

80,661,191‌

UNITED

KINGDOM

-

13

.2

%

1,644,136

Ashtead

Group

plc

108,297,219‌

1,869,611

AstraZeneca

plc

244,942,328‌

8,864,263

BP

plc

53,542,343‌

3,805,838

Diageo

plc

166,414,342‌

427,068

Linde

plc

(Xetra)

141,282,450‌

1,457,214

Reckitt

Benckiser

Group

plc

103,842,380‌

1,169,425

Unilever

plc

59,522,628‌

TOTAL

UNITED

KINGDOM

877,843,690‌

UNITED

STATES

-

4

.0

%

24,732,260

*

Haleon

plc

99,111,560‌

684,500

Nestle

S.A.

83,515,191‌

Portfolio

of

investments

(unaudited)

International

Equity

Fund

January

31,

2023

61

concluded

SHARES

COMPANY

VALUE

UNITED

STATES—continued

268,536

Roche

Holding

AG.

$

83,828,983‌

TOTAL

UNITED

STATES

266,455,734‌

TOTAL

COMMON

STOCKS

6,568,105,048‌

(Cost

$5,524,059,974)

PRINCIPAL

ISSUER

REFERENCERATE

&

SPREAD

RATE

MATURITY

DATE

SHORT-TERM

INVESTMENTS

-

1.3%

GOVERNMENT

AGENCY

DEBT

-

0

.1

%

$

5,000,000

Federal

Home

Loan

Bank

(FHLB)

0

.000

%

02/15/23

4,991,282‌

TOTAL

GOVERNMENT

AGENCY

DEBT

4,991,282‌

REPURCHASE

AGREEMENT

-

1

.0

%

68,695,000

r

Fixed

Income

Clearing

Corp

(FICC)

4

.300

02/01/23

68,695,000‌

TOTAL

REPURCHASE

AGREEMENT

68,695,000‌

TREASURY

DEBT

-

0

.2

%

10,000,000

United

States

Treasury

Bill

0

.000

02/23/23

9,972,790‌

TOTAL

TREASURY

DEBT

9,972,790‌

SHARES

COMPANY

INVESTMENTS

IN

REGISTERED

INVESTMENT

COMPANIES

-

0

.0

%

190,725

c

State

Street

Navigator

Securities

Lending

Government

Money

Market

Portfolio

4

.550

190,725‌

TOTAL

INVESTMENTS

IN

REGISTERED

INVESTMENT

COMPANIES

190,725‌

TOTAL

SHORT-TERM

INVESTMENTS

83,849,797‌

(Cost

$83,849,976)

TOTAL

INVESTMENTS

-

100.4%

6,651,954,845‌

(Cost

$5,607,909,950)

OTHER

ASSETS

&

LIABILITIES,

NET

-

(0.4)%

(

25,379,403‌

)

NET

ASSETS

-

100.0%

$

6,626,575,442‌

ADR

American

Depositary

Receipt

*

Non-income

producing

c

Investments

made

with

cash

collateral

received

from

securities

on

loan.

r

Agreement

with

Fixed

Income

Clearing

Corp

(FICC),

4.300%

dated

1/31/23

to

be

repurchased

at

$68,695,000

on

2/1/23,

collateralized

by

Government

Agency

Securities,

with

coupon

rate

2.875%

and

maturity

date

6/15/25,

valued

at

$70,068,944.

International

Opportunities

Fund

January

31,

2023

Portfolio

of

investments

(unaudited)

62

SHARES

COMPANY

VALUE

COMMON

STOCKS

-

99.9%

AUSTRALIA

-

5

.1

%

1,803,886

Australia

&

New

Zealand

Banking

Group

Ltd

$

32,102,658‌

183,496

*

Flutter

Entertainment

plc

28,470,476‌

1,180,843

IDP

Education

Ltd

26,277,821‌

522,735

Mineral

Resources

Ltd

33,094,392‌

4,173,477

*,e

PointsBet

Holdings

Ltd

4,205,540‌

TOTAL

AUSTRALIA

124,150,887‌

BRAZIL

-

5

.9

%

4,657,000

Itau

Unibanco

Holding

S.A.

23,237,754‌

1,797,100

Localiza

Rent

A

Car

20,961,387‌

30,120,200

*

Magazine

Luiza

S.A.

26,285,382‌

3,359,131

*

NU

Holdings

Ltd

15,619,959‌

3,170,400

*

Petro

Rio

S.A.

26,293,529‌

1,597,600

Vale

S.A.

29,743,943‌

TOTAL

BRAZIL

142,141,954‌

CANADA

-

12

.9

%

1,094,779

Alimentation

Couche-Tard,

Inc

49,993,440‌

472,237

e

Bank

of

Montreal

47,523,606‌

1,216,947

e

Cameco

Corp

34,051,285‌

778,892

e

Dollarama,

Inc

46,579,562‌

1,175,791

*,e

Lightspeed

Commerce,

Inc

21,270,369‌

485,882

e

Nutrien

Ltd

40,220,242‌

789,861

*

Shopify,

Inc

(Class

A)

38,924,645‌

990,087

Suncor

Energy,

Inc

34,363,397‌

TOTAL

CANADA

312,926,546‌

CHINA

-

4

.5

%

1,326,057

JD.com,

Inc

39,375,077‌

467,250

*,g,h

Meituan

Dianping

(Class

B)

10,445,783‌

874,400

Silergy

Corp

17,793,559‌

861,100

Tencent

Holdings

Ltd

41,960,464‌

TOTAL

CHINA

109,574,883‌

DENMARK

-

4

.5

%

209,364

Carlsberg

AS

(Class

B)

29,721,651‌

574,287

Novo

Nordisk

AS

79,475,444‌

TOTAL

DENMARK

109,197,095‌

FRANCE

-

4

.9

%

178,994

Essilor

International

S.A.

32,841,700‌

99,527

L'Oreal

S.A.

41,095,853‌

165,360

Teleperformance

45,967,898‌

TOTAL

FRANCE

119,905,451‌

GERMANY

-

5

.5

%

519,490

Bayer

AG.

32,335,621‌

233,189

Beiersdorf

AG.

28,350,560‌

149,726

Deutsche

Boerse

AG.

26,792,312‌

261,355

*

Dr

ING

hc

F

Porsche

AG.

31,074,777‌

636,498

*

HelloFresh

SE

15,474,078‌

TOTAL

GERMANY

134,027,348‌

INDIA

-

0

.8

%

352,435

g

Larsen

&

Toubro

Infotech

Ltd

18,941,834‌

TOTAL

INDIA

18,941,834‌

Portfolio

of

investments

(unaudited)

International

Opportunities

Fund

January

31,

2023

63

continued

SHARES

COMPANY

VALUE

INDONESIA

-

1

.0

%

81,473,400

Bank

Rakyat

Indonesia

$

24,985,270‌

TOTAL

INDONESIA

24,985,270‌

IRELAND

-

3

.2

%

746,425

CRH

plc

34,874,877‌

382,977

Keywords

Studios

plc

13,451,451‌

700,630

Smurfit

Kappa

Group

plc

29,415,622‌

TOTAL

IRELAND

77,741,950‌

ITALY

-

5

.1

%

749,925

Amplifon

S.p.A.

20,707,865‌

2,467,945

Davide

Campari-Milano

NV

26,473,843‌

159,954

Ferrari

NV

39,969,972‌

567,154

Moncler

S.p.A

35,496,834‌

TOTAL

ITALY

122,648,514‌

JAPAN

-

11

.1

%

745,800

BayCurrent

Consulting,

Inc

31,703,619‌

934,900

Benefit

One,

Inc

15,430,561‌

279,500

GMO

Payment

Gateway,

Inc

25,862,674‌

1,548,600

MonotaRO

Co

Ltd

23,458,739‌

280,500

Murata

Manufacturing

Co

Ltd

16,027,906‌

2,214,000

Nikon

Corp

21,859,721‌

287,200

Paltac

Corp

10,398,667‌

896,500

Recruit

Holdings

Co

Ltd

28,831,674‌

134,199

*

SHIFT,

Inc

25,046,306‌

828,500

SMS

Co

Ltd

21,793,286‌

1,001,900

TechnoPro

Holdings,

Inc

31,194,323‌

51,200

Tokyo

Electron

Ltd

17,895,637‌

TOTAL

JAPAN

269,503,113‌

NETHERLANDS

-

6

.5

%

19,192

*,g

Adyen

NV

29,016,519‌

102,165

ASML

Holding

NV

67,597,231‌

4,162,189

ING

Groep

NV

60,269,582‌

TOTAL

NETHERLANDS

156,883,332‌

NORWAY

-

2

.8

%

1,124,765

Aker

BP

ASA

34,262,292‌

1,104,025

Equinor

ASA

33,646,975‌

TOTAL

NORWAY

67,909,267‌

PHILIPPINES

-

1

.0

%

8,156,104

BDO

Unibank,

Inc

18,395,566‌

5,869,880

Robinsons

Retail

Holdings,

Inc

6,258,843‌

TOTAL

PHILIPPINES

24,654,409‌

PORTUGAL

-

1

.2

%

1,372,734

Jeronimo

Martins

SGPS

S.A.

29,803,053‌

TOTAL

PORTUGAL

29,803,053‌

SPAIN

-

1

.4

%

526,046

*

Amadeus

IT

Holding

S.A.

33,142,977‌

142,139

*,†,e

Let's

GOWEX

S.A.

1,545‌

TOTAL

SPAIN

33,144,522‌

SWEDEN

-

4

.2

%

181,326

g

Evolution

Gaming

Group

AB

20,379,420‌

2,395,336

Hexagon

AB

27,458,938‌

777,037

e

Intrum

Justitia

AB

10,056,088‌

Portfolio

of

investments

(unaudited)

International

Opportunities

Fund

January

31,

2023

64

continued

SHARES

COMPANY

VALUE

SWEDEN—continued

3,901,543

†

Swedish

Match

AB

$

42,930,553‌

TOTAL

SWEDEN

100,824,999‌

SWITZERLAND

-

2

.4

%

7,159

Givaudan

S.A.

23,211,124‌

63,005

Lonza

Group

AG.

35,940,657‌

TOTAL

SWITZERLAND

59,151,781‌

TAIWAN

-

3

.6

%

1,197,540

Dadi

Early-Childhood

Education

Group

Ltd

4,206,595‌

890,000

Eclat

Textile

Co

Ltd

14,842,788‌

2,559,349

Hota

Industrial

Manufacturing

Co

Ltd

6,184,648‌

2,998,000

Taiwan

Semiconductor

Manufacturing

Co

Ltd

52,905,051‌

99,926

Taiwan

Semiconductor

Manufacturing

Co

Ltd

(ADR)

9,266,138‌

TOTAL

TAIWAN

87,405,220‌

UNITED

KINGDOM

-

8

.7

%

797,329

Ashtead

Group

plc

52,519,082‌

3,876,799

Beazley

plc

31,903,720‌

682,122

Compass

Group

plc

16,294,532‌

5,499,130

*,e

Darktrace

plc

14,284,773‌

409,060

Dechra

Pharmaceuticals

plc

14,507,781‌

2,177,451

Electrocomponents

plc

25,314,711‌

752,356

Fevertree

Drinks

plc

10,144,019‌

91,356

Linde

plc

(Xetra)

30,222,352‌

8,740,158

Tritax

Big

Box

REIT

plc

16,840,242‌

TOTAL

UNITED

KINGDOM

212,031,212‌

UNITED

STATES

-

3

.6

%

177,248

Ferguson

plc

24,973,349‌

76,379

*

Lululemon

Athletica,

Inc

23,439,188‌

121,599

Roche

Holding

AG.

37,959,605‌

TOTAL

UNITED

STATES

86,372,142‌

TOTAL

COMMON

STOCKS

2,423,924,782‌

(Cost

$1,884,275,990)

REFERENCERATE

&

SPREAD

EXPIRATION

DATE

RIGHTS/WARRANTS

-

0.0%

AUSTRALIA

-

0

.0

%

211,504

PointsBet

Holdings

Ltd

07/08/24

0‌

TOTAL

AUSTRALIA

0‌

TOTAL

RIGHTS/WARRANTS

0‌

(Cost

$0)

PRINCIPAL

ISSUER

RATE

MATURITY

DATE

SHORT-TERM

INVESTMENTS

-

1.9%

GOVERNMENT

AGENCY

DEBT

-

1

.0

%

$

5,000,000

Federal

Home

Loan

Bank

(FHLB)

0

.000

%

02/03/23

4,998,725‌

10,000,000

FHLB

0

.000

02/15/23

9,982,563‌

10,000,000

FHLB

0

.000

04/14/23

9,906,898‌

TOTAL

GOVERNMENT

AGENCY

DEBT

24,888,186‌

Portfolio

of

investments

(unaudited)

International

Opportunities

Fund

January

31,

2023

65

concluded

PRINCIPAL

ISSUER

REFERENCERATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

REPURCHASE

AGREEMENT

-

0

.4

%

$

9,040,000

r

Fixed

Income

Clearing

Corp

(FICC)

4

.290

%

02/01/23

$

9,040,000‌

TOTAL

REPURCHASE

AGREEMENT

9,040,000‌

SHARES

COMPANY

INVESTMENTS

IN

REGISTERED

INVESTMENT

COMPANIES

-

0

.5

%

12,463,841

c

State

Street

Navigator

Securities

Lending

Government

Money

Market

Portfolio

4

.550

12,463,841‌

TOTAL

INVESTMENTS

IN

REGISTERED

INVESTMENT

COMPANIES

12,463,841‌

TOTAL

SHORT-TERM

INVESTMENTS

46,392,027‌

(Cost

$46,395,636)

TOTAL

INVESTMENTS

-

101.8%

2,470,316,809‌

(Cost

$1,930,671,626)

OTHER

ASSETS

&

LIABILITIES,

NET

-

(1.8)%

(

44,472,483‌

)

NET

ASSETS

-

100.0%

$

2,425,844,326‌

ADR

American

Depositary

Receipt

REIT

Real

Estate

Investment

Trust

*

Non-income

producing

†

For

fair

value

measurement

disclosure

purposes,

investment

classified

as

Level

3.

c

Investments

made

with

cash

collateral

received

from

securities

on

loan.

e

All

or

a

portion

of

these

securities

are

out

on

loan.

The

aggregate

value

of

securities

on

loan

is

$57,403,233.

g

Security

is

exempt

from

registration

under

Rule

144(A)

of

the

Securities

Act

of

1933,

as

amended.

These

securities

are

deemed

liquid

and

may

be

resold

in

transactions

exempt

from

registration,

which

are

normally

those

transactions

with

qualified

institutional

buyers.

h

All

or

a

portion

of

these

securities

were

purchased

on

a

delayed

delivery

basis.

r

Agreement

with

Fixed

Income

Clearing

Corp

(FICC),

4.290%

dated

1/31/23

to

be

repurchased

at

$9,040,000

on

2/1/23,

collateralized

by

Government

Agency

Securities,

with

coupon

rate

2.875%

and

maturity

date

6/15/25,

valued

at

$9,220,862.

Quant

International

Small-Cap

Equity

Fund

January

31,

2023

Portfolio

of

investments

(unaudited)

66

TIAA-CREF

Funds

SHARES

COMPANY

VALUE

COMMON

STOCKS

-

99.7%

AUSTRALIA

-

6

.4

%

1,267,787

Abacus

Property

Group

$

2,512,216‌

299,596

AUB

Group

Ltd

5,018,510‌

146,217

Bank

of

Queensland

Ltd

(ASE)

723,021‌

4,522,044

Beach

Petroleum

Ltd

4,859,327‌

1,391,275

Centuria

Industrial

REIT

3,308,014‌

116,987

Centuria

Office

REIT

132,816‌

11,059

Champion

Iron

Ltd

56,274‌

162,789

Charter

Hall

Education

Trust

401,700‌

1,898,973

Charter

Hall

Long

Wale

REIT

6,145,501‌

4,102,780

g

Coronado

Global

Resources,

Inc

5,944,498‌

22,823

Futuris

Corp

Ltd

157,129‌

288,607

Growthpoint

Properties

Australia

Ltd

666,626‌

178,853

Home

Consortium

585,466‌

1,043,129

HomeCo

Daily

Needs

REIT

1,001,261‌

833,973

Iluka

Resources

Ltd

6,417,152‌

871,693

Incitec

Pivot

Ltd

2,131,472‌

85,091

Independence

Group

NL

884,544‌

1,421,707

Macquarie

CountryWide

Trust

4,037,364‌

1,004,770

*

Mincor

Resources

NL

1,086,570‌

300,357

Monadelphous

Group

Ltd

2,960,376‌

500,802

e

New

Hope

Corp

Ltd

2,075,527‌

1,284,887

Nufarm

Ltd

5,406,577‌

1,767,496

Perenti

Global

Ltd

1,570,446‌

3,993,143

Perseus

Mining

Ltd

6,066,692‌

3,162,394

Qube

Logistics

Holdings

Ltd

6,876,553‌

1,103,936

Region

RE

Ltd

2,118,337‌

339,566

SmartGroup

Corp

Ltd

1,360,623‌

2,332

Super

Retail

Group

Ltd

21,044‌

873,005

United

Malt

Grp

Ltd

2,257,345‌

429,616

*

West

African

Resources

Ltd

340,443‌

TOTAL

AUSTRALIA

77,123,424‌

AUSTRIA

-

0

.8

%

129,213

g

BAWAG

Group

AG.

8,004,077‌

110,193

Raiffeisen

International

Bank

Holding

AG.

1,982,610‌

TOTAL

AUSTRIA

9,986,687‌

BELGIUM

-

0

.3

%

115,702

Fagron

NV

1,710,739‌

12,577

KBC

Ancora

617,502‌

8,733

Melexis

NV

930,278‌

TOTAL

BELGIUM

3,258,519‌

BRAZIL

-

2

.2

%

322,400

Blau

Farmaceutica

S.A.

1,847,530‌

1,006,199

Cia

Brasileira

de

Distribuicao

4,107,016‌

1,467,200

Cia

de

Saneamento

de

Minas

Gerais-COPASA

4,231,390‌

1,305,800

Enauta

Participacoes

S.A.

3,871,381‌

553,400

Jalles

Machado

S.A.

807,812‌

1,299,700

Metalurgica

Gerdau

S.A.

3,709,917‌

1,819,490

Odontoprev

S.A.

4,078,915‌

197,100

Uniao

de

Industrias

Petroquimicas

S.A.

3,313,538‌

TOTAL

BRAZIL

25,967,499‌

CANADA

-

6

.7

%

37,506

AG

Growth

International

Inc

1,404,061‌

135,714

Atco

Ltd

4,318,613‌

626,812

*

Calibre

Mining

Corp

508,780‌

132,859

Definity

Financial

Corp

3,579,719‌

Portfolio

of

investments

(unaudited)

Quant

International

Small-Cap

Equity

Fund

January

31,

2023

67

TIAA-CREF

Funds

continued

SHARES

COMPANY

VALUE

CANADA—continued

234,725

e

Enerplus

Corp

$

4,165,088‌

292,656

Finning

International,

Inc

8,256,966‌

416,464

e

Freehold

Royalty

Trust

5,033,062‌

1,006,398

e

Headwater

Exploration,

Inc

4,916,453‌

271,900

*

Interfor

Corp

5,437,796‌

14,977

g

Jamieson

Wellness,

Inc

417,269‌

187,560

*,e

Kelt

Exploration

Ltd

644,207‌

222,244

Killam

Apartment

Real

Estate

Investment

Trust

3,073,383‌

71,611

*

Major

Drilling

Group

International

593,641‌

7,702

Morguard

Corp

679,117‌

180,668

e

PrairieSky

Royalty

Ltd

3,104,032‌

52,318

*

Precision

Drilling

Corp

4,170,341‌

17,600

*

Solaris

Resources,

Inc

91,932‌

46,683

e

Superior

Plus

Corp

377,520‌

1,338,825

e

Tamarack

Valley

Energy

Ltd

4,849,977‌

322,726

Topaz

Energy

Corp

5,018,377‌

368,787

*

Torex

Gold

Resources,

Inc

5,069,418‌

105,218

Tourmaline

Oil

Corp

4,903,662‌

143,610

e

TransAlta

Corp

1,394,492‌

548,264

e

TransAlta

Renewables,

Inc

5,043,592‌

690,656

*

Trican

Well

Service

Ltd

1,785,620‌

41,915

*

Uni-Select,

Inc

1,250,000‌

124,792

*

Well

Health

Technologies

Corp

335,767‌

TOTAL

CANADA

80,422,885‌

CHILE

-

0

.2

%

15,421,785

Colbun

S.A.

1,794,661‌

235,238

Inversiones

Aguas

Metropolitanas

S.A.

138,695‌

TOTAL

CHILE

1,933,356‌

CHINA

-

2

.6

%

975,000

*,g

Akeso,

Inc

5,931,088‌

84,250

e,g

A-Living

Services

Co

Ltd

106,620‌

3,911,200

China

BlueChemical

Ltd

1,075,197‌

812,000

g

China

New

Higher

Education

Group

Ltd

415,355‌

716,000

China

Oriental

Group

Co

Ltd

147,342‌

648,000

China

Shineway

Pharmaceutical

Group

Ltd

604,974‌

381,500

China

Tobacco

International

HK

Co

Ltd

589,179‌

2,903,149

China

XLX

Fertiliser

Ltd

1,698,093‌

4,565,760

*,†,e

China

Zhongwang

Holdings

Ltd

5,823‌

8,090,000

Citic

Resources

Holdings

Ltd

511,798‌

702,000

Citic

Telecom

International

Holdings

Ltd

250,062‌

1,468,000

Cofco

International

Ltd

547,050‌

1,990,000

CSSC

Hong

Kong

Shipping

Co

Ltd

327,830‌

313,000

e

Excellence

Commercial

Property

&

Facilities

Management

Group

Ltd

157,789‌

4,220,000

*,†,e

Fire

Rock

Holdings

Ltd

226,038‌

1,379,000

Fu

Shou

Yuan

International

Group

Ltd

1,163,554‌

9,228,023

Fushan

International

Energy

Group

Ltd

3,342,592‌

3,094,000

g

Greentown

Management

Holdings

Co

Ltd

2,555,947‌

614,000

g

Haitong

UniTrust

International

Leasing

Co

Ltd

72,824‌

650,000

*

Harbin

Power

Equipment

333,665‌

97,300

Hopson

Development

Holdings

Ltd

115,325‌

1,552,500

*,e

HUTCHMED

China

Ltd

5,732,498‌

1,005,100

e

Jinke

Smart

Services

Group

Co

Ltd

1,785,551‌

493,000

JNBY

Design

Ltd

639,477‌

2,944,000

Kinetic

Development

Group

Ltd

240,291‌

1,348,000

Shoucheng

Holdings

Ltd

324,079‌

278,400

Shui

On

Land

Ltd

37,707‌

880,500

Sinopec

Engineering

Group

Co

Ltd

443,831‌

1,808,000

Sinopec

Kantons

Holdings

Ltd

641,991‌

Portfolio

of

investments

(unaudited)

Quant

International

Small-Cap

Equity

Fund

January

31,

2023

68

TIAA-CREF

Funds

continued

SHARES

COMPANY

VALUE

CHINA—continued

650,000

Tianjin

Port

Development

Holdings

Ltd

$

53,042‌

654,000

VST

Holdings

Ltd

409,196‌

575,900

Yanlord

Land

Group

Ltd

487,738‌

TOTAL

CHINA

30,973,546‌

CZECH

REPUBLIC

-

0

.0

%

617

Philip

Morris

CR

473,776‌

TOTAL

CZECH

REPUBLIC

473,776‌

DENMARK

-

1

.8

%

336,279

Alm

Brand

AS

624,069‌

46,000

*

Jyske

Bank

3,317,674‌

67,435

Matas

A.S.

733,846‌

93,651

*

NKT

Holding

AS

5,843,995‌

18,548

PER

Aarsleff

A.S.

769,818‌

9,626

Solar

Holdings

AS

(B

Shares)

889,367‌

16,386

Spar

Nord

Bank

AS

261,010‌

117,841

Sydbank

AS

5,373,348‌

77,958

Topdanmark

AS

4,207,993‌

TOTAL

DENMARK

22,021,120‌

EGYPT

-

0

.3

%

1,025,868

Abou

Kir

Fertilizers

&

Chemical

Industries

1,464,853‌

904,139

Centamin

plc

1,239,452‌

79,197

Misr

Fertilizers

Production

Co

SAE

402,405‌

TOTAL

EGYPT

3,106,710‌

FINLAND

-

0

.4

%

170,100

Kesko

Oyj

(B

Shares)

3,962,221‌

25,014

Marimekko

Oyj

250,784‌

TOTAL

FINLAND

4,213,005‌

FRANCE

-

2

.8

%

2,971,079

*

Air

France-KLM

5,022,610‌

20,012

Beneteau

S.A.

328,021‌

5,431,948

*

CGG

S.A.

4,574,575‌

12,866

Cie

des

Alpes

203,476‌

32,648

Derichebourg

224,071‌

157,497

Elis

S.A.

2,766,169‌

32,989

Eramet

3,297,022‌

395,158

Etablissements

Maurel

et

Prom

1,587,878‌

51,080

*

McPhy

Energy

S.A.

777,458‌

53,476

Nexans

S.A.

5,670,785‌

16,346

Rubis

S.C.A

457,448‌

10,980

Sa

des

Ciments

Vicat

306,601‌

278,355

SPIE

S.A.

7,599,164‌

4,486

Vilmorin

&

Cie

225,559‌

TOTAL

FRANCE

33,040,837‌

GEORGIA

-

0

.0

%

15,372

TBC

Bank

Group

plc

451,042‌

TOTAL

GEORGIA

451,042‌

GERMANY

-

3

.1

%

2,499

Amadeus

Fire

AG

348,096‌

25,227

Aurubis

AG.

2,667,927‌

65,718

*

CureVac

NV

728,371‌

17,487

Elmos

Semiconductor

AG.

1,188,021‌

59,937

ElringKlinger

AG.

521,691‌

67,941

Gerresheimer

AG.

5,024,515‌

193,886

Hensoldt

AG.

5,621,372‌

Portfolio

of

investments

(unaudited)

Quant

International

Small-Cap

Equity

Fund

January

31,

2023

69

TIAA-CREF

Funds

continued

SHARES

COMPANY

VALUE

GERMANY—continued

4,570

Hornbach

Holding

AG.

&

Co

KGaA

$

404,853‌

121,362

Hugo

Boss

AG.

8,241,712‌

260,479

K&S

AG.

6,234,941‌

12,552

KWS

Saat

AG.

850,873‌

19,856

*

Medios

AG.

389,298‌

16,803

*,g

Montana

Aerospace

AG.

307,529‌

90,148

*

Morphosys

AG.

1,811,118‌

70,433

*

PVA

TePla

AG.

1,680,091‌

586

Steico

SE

31,542‌

25,434

TAG

Tegernsee

Immobilien

und

Beteiligungs

AG.

217,813‌

51,528

Wacker

Construction

Equipment

AG.

1,019,833‌

TOTAL

GERMANY

37,289,596‌

GREECE

-

0

.5

%

39,879

*

Aegean

Airlines

S.A.

282,937‌

78,464

Hellenic

Petroleum

S.A.

662,379‌

206,100

Holding

CO

ADMIE

IPTO

S.A.

446,181‌

157,935

Motor

Oil

Hellas

Corinth

Refineries

S.A.

3,859,582‌

446,443

*

Piraeus

Financial

Holdings

S.A.

924,617‌

36,206

Sarantis

S.A.

303,083‌

TOTAL

GREECE

6,478,779‌

GUERNSEY,

C.I.

-

0

.0

%

369,839

BMO

Commercial

Property

Trust

Ltd

362,029‌

TOTAL

GUERNSEY,

C.I.

362,029‌

HONG

KONG

-

1

.0

%

574,100

ASM

Pacific

Technology

4,741,850‌

3,196,000

China

Grand

Pharmaceutical

and

Healthcare

Holdings

Ltd

1,991,764‌

2,089,000

Digital

China

Holdings

Ltd

1,065,431‌

1,021,200

Far

East

Consortium

267,347‌

863,000

Hang

Lung

Group

Ltd

1,592,594‌

2,834,600

Hutchison

Port

Holdings

Trust

583,225‌

182,000

IVD

Medical

Holding

Ltd

45,261‌

772,000

e

Nissin

Foods

Co

Ltd

667,262‌

739,800

PCCW

Ltd

363,510‌

149,000

Sun

Hung

Kai

&

Co

Ltd

63,677‌

TOTAL

HONG

KONG

11,381,921‌

HUNGARY

-

0

.0

%

353,745

Magyar

Telekom

375,578‌

TOTAL

HUNGARY

375,578‌

INDIA

-

5

.1

%

1,141,709

*

Alok

Industries

Ltd

187,442‌

16,854

Amara

Raja

Batteries

Ltd

117,004‌

55,053

APL

Apollo

Tubes

Ltd

771,595‌

40,566

Astral

Polytechnik

Ltd

1,020,744‌

9,473

AstraZeneca

Pharma

India

Ltd

389,111‌

62,101

Bajaj

Electricals

Ltd

816,168‌

7,548

Bayer

CropScience

Ltd

410,744‌

374,145

Bharat

Dynamics

Ltd

4,339,336‌

6,029

Blue

Dart

Express

Ltd

465,926‌

76,961

BSE

Ltd

484,417‌

49,110

Caplin

Point

Laboratories

Ltd

416,413‌

1,071,314

Castrol

India

Ltd

1,545,420‌

60,738

Central

Depository

Services

India

Ltd

776,747‌

137,147

Chambal

Fertilizers

&

Chemicals

Ltd

526,336‌

57,211

g

Cochin

Shipyard

Ltd

358,512‌

425,013

Coromandel

International

Ltd

4,660,130‌

Portfolio

of

investments

(unaudited)

Quant

International

Small-Cap

Equity

Fund

January

31,

2023

70

TIAA-CREF

Funds

continued

SHARES

COMPANY

VALUE

INDIA—continued

8,121

Cummins

India

Ltd

$

142,947‌

25,910

Emami

Ltd

140,529‌

261,647

Finolex

Cables

Ltd

1,775,954‌

9,465

GHCL

Ltd

56,992‌

3,243

Gillette

India

Ltd

193,906‌

70,192

GlaxoSmithKline

Pharmaceuticals

Ltd

1,069,635‌

87,161

Glenmark

Pharmaceuticals

Ltd

409,498‌

89,822

GMM

Pfaudler

Ltd

1,807,551‌

146,985

Godfrey

Phillips

India

Ltd

3,464,118‌

11,156

Gujarat

Alkalies

&

Chemicals

Ltd

93,934‌

1,365

Gujarat

Fluorochemicals

Ltd

46,528‌

936,437

Gujarat

Mineral

Development

Corp

Ltd

1,626,943‌

433,696

Gujarat

Narmada

Valley

Fertilizers

Co

Ltd

2,924,679‌

251,336

Gujarat

Pipavav

Port

Ltd

289,458‌

53,861

Happiest

Minds

Technologies

Ltd

560,668‌

26,435

g

ICICI

Securities

Ltd

159,714‌

2,169,244

g

Indian

Energy

Exchange

Ltd

3,689,612‌

14,903,946

*

Jaiprakash

Power

Ventures

Ltd

1,307,549‌

142,533

Kaveri

Seed

Co

Ltd

922,162‌

90,772

*

Latent

View

Analytics

Ltd

412,408‌

8,474

Linde

India

Ltd

344,731‌

32,332

Mahanagar

Gas

Ltd

349,716‌

50,470

Manappuram

General

Finance

&

Leasing

Ltd

71,242‌

7,866

Merck

Ltd

393,381‌

10,250

Multi

Commodity

Exchange

of

India

Ltd

190,238‌

336,220

Nagarjuna

Construction

Co

372,086‌

4,958,828

National

Aluminium

Co

Ltd

5,088,766‌

1,326,685

NBCC

India

Ltd

596,360‌

15,261

g

Nippon

Life

India

Asset

Management

Ltd

46,511‌

7,036

Oracle

Financial

Services

Software

Ltd

262,789‌

55,784

Polycab

India

Ltd

1,997,853‌

149,061

Rain

Commodities

Ltd

309,146‌

271,217

Redington

India

Ltd

616,093‌

13,053,344

*

Reliance

Power

Ltd

2,041,885‌

25,613

Route

Mobile

Ltd

386,938‌

2,989

SKF

India

Ltd

160,704‌

4,558

Solar

Industries

India

Ltd

223,504‌

40,656

Sonata

Software

Ltd

302,487‌

168,025

Sumitomo

Chemical

India

Ltd

935,161‌

705,594

Triveni

Turbine

Ltd

2,347,345‌

353,049

TVS

Motor

Co

Ltd

4,488,470‌

806,465

Vakrangee

Ltd

267,085‌

24,380

Vinati

Organics

Ltd

547,057‌

4,121

VST

Industries

Ltd

152,478‌

36,326

Zydus

Wellness

Ltd

621,352‌

TOTAL

INDIA

61,494,208‌

INDONESIA

-

1

.9

%

4,613,600

Bank

Pembangunan

Daerah

Jawa

Barat

Dan

Banten

Tbk

PT

420,118‌

5,291,700

Bank

Pembangunan

Daerah

Jawa

Timur

Tbk

PT

259,597‌

1,592,100

Bumitama

Agri

Ltd

736,405‌

3,684,000

First

Pacific

Co

1,284,735‌

1,359,060

First

Resources

Ltd

1,592,800‌

19,027,500

Golden

Agri-Resources

Ltd

3,624,726‌

30,283,937

Industri

Jamu

Dan

Farmasi

Sido

Muncul

Tbk

PT

1,525,308‌

2,609,700

Matahari

Department

Store

Tbk

PT

765,102‌

14,936,800

*

Mitra

Adiperkasa

Tbk

PT

1,297,251‌

1,636,700

PT

Astra

Agro

Lestari

Tbk

898,819‌

253,189,692

*

PT

Benakat

Petroleum

Energy

3,011,904‌

14,436,700

PT

Harum

Energy

Indonesia

Tbk

1,673,898‌

Portfolio

of

investments

(unaudited)

Quant

International

Small-Cap

Equity

Fund

January

31,

2023

71

TIAA-CREF

Funds

continued

SHARES

COMPANY

VALUE

INDONESIA—continued

14,961,500

PT

Indika

Energy

Tbk

$

2,413,577‌

10,380,100

PT

Perusahaan

Perkebunan

London

Sumatra

Indonesia

Tbk

734,808‌

8,250,400

PT

Sawit

Sumbermas

Sarana

Tbk

872,374‌

5,648,800

PT

Tambang

Batubara

Bukit

Asam

Tbk

1,284,228‌

TOTAL

INDONESIA

22,395,650‌

IRELAND

-

0

.1

%

42,065

Bank

of

Ireland

Group

plc

449,416‌

202,149

Origin

Enterprises

plc

916,425‌

TOTAL

IRELAND

1,365,841‌

ISRAEL

-

2

.2

%

2,306,279

Bezeq

Israeli

Telecommunication

Corp

Ltd

3,821,995‌

11,895

Carasso

Motors

Ltd

75,899‌

20,434

Danya

Cebus

Ltd

526,576‌

15,429

*

Fattal

Holdings

1998

Ltd

1,492,484‌

137,745

First

International

Bank

Of

Israel

Ltd

5,564,045‌

73,125

Gazit

Globe

Ltd

285,834‌

198,611

Harel

Insurance

Investments

&

Finances

Ltd

1,921,309‌

8,441

IDI

Insurance

Co

Ltd

201,808‌

1,918

Israel

Corp

Ltd

711,667‌

15,457

Ituran

Location

and

Control

Ltd

339,281‌

25,072

Magic

Software

Enterprises

Ltd

407,554‌

17,691

Malam-Team

Ltd

375,706‌

32,019

*

OY

Nofar

Energy

Ltd

861,984‌

235,854

Plus500

Ltd

5,405,461‌

15,794

Rami

Levi

Chain

Stores

Hashikma

Marketing

Ltd

1,005,340‌

2,197

*

Scope

Metals

Group

Ltd

81,698‌

491,895

Shufersal

Ltd

2,760,165‌

TOTAL

ISRAEL

25,838,806‌

ITALY

-

1

.5

%

118,528

ACEA

S.p.A.

1,816,972‌

242,308

Banca

Popolare

di

Sondrio

SCARL

1,190,088‌

45,716

Danieli

&

Co

S.p.A.

(RSP)

852,482‌

1,787,880

Iride

S.p.A.

3,238,010‌

6,266

Italmobiliare

S.p.A

167,838‌

16,401

MARR

S.p.A.

215,648‌

424,500

Piaggio

&

C

S.p.A.

1,603,625‌

19,917

Reply

S.p.A

2,585,369‌

170,338

*

Saras

S.p.A.

295,321‌

23,270

Sesa

S.p.A

3,166,494‌

21,439

SOL

S.p.A.

473,069‌

164,834

Tamburi

Investment

Partners

S.p.A.

1,371,261‌

25,410

Zignago

Vetro

S.p.A.

433,729‌

TOTAL

ITALY

17,409,906‌

JAPAN

-

19

.3

%

40,500

Aeon

Delight

Co

Ltd

961,435‌

75,300

Alfresa

Holdings

Corp

942,530‌

648,500

Amada

Co

Ltd

5,825,323‌

127,700

*,e

Bengo4.com,

Inc

2,657,735‌

3,000

*

C

Uyemura

&

Co

Ltd

153,192‌

46,000

*

Canon

Electronics,

Inc

604,523‌

53,300

*,e

CellSource

Co

Ltd

1,504,002‌

60,700

e

Chudenko

Corp

1,000,933‌

243,200

Coca-Cola

West

Japan

Co

Ltd

2,560,620‌

20,100

Comture

Corp

386,473‌

91,000

Digital

Arts,

Inc

4,064,708‌

60,900

Doutor

Nichires

Holdings

Co

Ltd

876,476‌

Portfolio

of

investments

(unaudited)

Quant

International

Small-Cap

Equity

Fund

January

31,

2023

72

TIAA-CREF

Funds

continued

SHARES

COMPANY

VALUE

JAPAN—continued

29,900

Eiken

Chemical

Co

Ltd

$

366,136‌

357,700

Electric

Power

Development

Co

5,772,751‌

25,740

Fuji

Machine

Manufacturing

Co

Ltd

428,573‌

879,100

Fujikura

Ltd

6,682,354‌

63,900

Fujimi,

Inc

3,240,679‌

75,500

Funai

Soken

Holdings,

Inc

1,634,017‌

74,100

Fuso

Chemical

Co

Ltd

2,105,409‌

17,200

Fuyo

General

Lease

Co

Ltd

1,182,115‌

82,100

Geo

Holdings

Corp

1,199,352‌

6,000

Hanwa

Co

Ltd

191,047‌

888,000

Hitachi

Zosen

Corp

5,880,102‌

569,400

Iino

Kaiun

Kaisha

Ltd

4,031,411‌

86,400

Inaba

Denki

Sangyo

Co

Ltd

1,877,112‌

525,900

Infomart

Corp

1,701,317‌

215,100

Insource

Co

Ltd

2,419,986‌

1,199

ITOCHU

Advance

Logistics

Investment

Corp

1,289,736‌

103,900

Itochu

Enex

Co

Ltd

890,568‌

327,500

e

Jafco

Co

Ltd

5,844,275‌

219,900

Japan

Petroleum

Exploration

Co

7,128,415‌

2,800

Japan

Pulp

&

Paper

Co

Ltd

118,135‌

287,200

JCR

Pharmaceuticals

Co

Ltd

3,543,585‌

38,000

Justsystems

Corp

946,380‌

10,800

Kanamoto

Co

Ltd

187,844‌

238,600

Kandenko

Co

Ltd

1,603,665‌

21,700

Kanematsu

Electronics

Ltd

1,036,331‌

109,600

Kanto

Denka

Kogyo

Co

Ltd

850,821‌

166,000

Kawasaki

Heavy

Industries

Ltd

3,798,513‌

33,200

e

Kentucky

Fried

Chicken

Japan

Ltd

714,629‌

135,400

Kinden

Corp

1,551,893‌

7,600

*

Kintetsu

Department

Store

Co

Ltd

150,435‌

166,400

Kitz

Corp

1,053,754‌

590,200

Kobe

Steel

Ltd

3,179,720‌

64,200

Komeri

Co

Ltd

1,316,993‌

16,100

Konoike

Transport

Co

Ltd

191,007‌

17,500

Kyokuto

Kaihatsu

Kogyo

Co

Ltd

201,027‌

860,800

Kyushu

Electric

Power

Co,

Inc

4,955,313‌

36,200

Lintec

Corp

626,876‌

6,900

*

M&A

Capital

Partners

Co

Ltd

233,703‌

37,300

Mandom

Corp

422,883‌

12,800

Maruzen

Showa

Unyu

Co

Ltd

310,162‌

15,000

Maxvalu

Tokai

Co

Ltd

325,333‌

156,200

Mediceo

Paltac

Holdings

Co

Ltd

2,085,423‌

111,540

*,e

Medley,

Inc

3,952,234‌

73,000

METAWATER

Co

Ltd

963,541‌

32,600

Milbon

Co

Ltd

1,433,677‌

91,400

Mimasu

Semiconductor

Industry

Co

Ltd

1,812,907‌

308,600

Miraito

Holdings

Corp

3,763,439‌

30,100

Mitsubishi

Research

Institute,

Inc

1,171,139‌

33,300

Mitsui

Sugar

Co

Ltd

520,838‌

52,300

Mitsui-Soko

Co

Ltd

1,503,681‌

77,200

Mizuno

Corp

1,751,630‌

38,500

Morita

Holdings

Corp

360,343‌

82,200

e

MOS

Food

Services,

Inc

1,949,684‌

8,300

Nichiden

Corp

115,166‌

53,300

Nihon

Unisys

Ltd

1,392,554‌

60,400

Nippon

Ceramic

Co

Ltd

1,125,811‌

156,100

Nippon

System

Development

Co

Ltd

2,804,473‌

45,600

Nishi-Nippon

Financial

Holdings,

Inc

379,551‌

43,700

Nissan

Shatai

Co

Ltd

303,639‌

124,600

Nissin

Electric

Co

Ltd

1,291,873‌

13,220

Nittetsu

Mining

Co

Ltd

368,141‌

Portfolio

of

investments

(unaudited)

Quant

International

Small-Cap

Equity

Fund

January

31,

2023

73

TIAA-CREF

Funds

continued

SHARES

COMPANY

VALUE

JAPAN—continued

7,900

Noevir

Holdings

Co

Ltd

$

347,876‌

129,300

NOF

Corp

5,507,817‌

283,900

e

Nomura

Co

Ltd

2,042,691‌

69,100

Noritsu

Koki

Co

Ltd

1,251,564‌

12,800

Oiles

Corp

152,347‌

11,400

Okamoto

Industries,

Inc

343,091‌

70,100

Okuma

Holdings,

Inc

2,841,366‌

88,600

*

Osaka

Titanium

Technologies

2,513,973‌

91,600

Pacific

Metals

Co

Ltd

1,414,210‌

269,800

PHC

Holdings

Corp

3,200,966‌

426,400

Pola

Orbis

Holdings,

Inc

6,151,978‌

53,800

Prima

Meat

Packers

Ltd

912,672‌

66,340

Raito

Kogyo

Co

Ltd

984,536‌

543,100

e

Riso

Kyoiku

Co

Ltd

1,526,248‌

487,500

Ryohin

Keikaku

Co

Ltd

5,405,469‌

32,200

Ryoshoku

Ltd

776,159‌

106,100

Sakata

Seed

Corp

3,389,691‌

180,600

Sankyo

Co

Ltd

7,294,726‌

217,500

Seria

Co

Ltd

4,779,593‌

7,600

Shibuya

Kogyo

Co

Ltd

148,203‌

273,900

Shikoku

Electric

Power

Co,

Inc

1,583,609‌

51,800

Shinko

Plantech

Co

Ltd

526,679‌

163,140

Shinwa

Kaiun

Kaisha

Ltd

4,913,213‌

72,100

Shoei

Co

Ltd

2,776,254‌

689,700

Sky

Perfect

Jsat

Corp

2,662,459‌

36,100

Star

Micronics

Co

Ltd

470,997‌

3,300

Strike

Co

Ltd

106,920‌

608,600

Sumitomo

Dainippon

Pharma

Co

Ltd

4,278,984‌

208,400

Suzuken

Co

Ltd

5,488,859‌

11,000

Taihei

Dengyo

Kaisha

Ltd

294,729‌

28,200

e

Taisho

Pharmaceutical

Holdings

Co

Ltd

1,186,252‌

262,300

Takara

Bio,

Inc

3,472,343‌

44,200

Takasago

Thermal

Engineering

Co

Ltd

640,965‌

190,100

e

Takeuchi

Manufacturing

Co

Ltd

4,207,377‌

77,200

Takiron

Co

Ltd

311,107‌

11,432

Tamron

Co

Ltd

277,136‌

48,800

TKC

1,390,514‌

12,100

Tokai

Corp

(GIFU)

182,081‌

5,800

Tokyo

Seimitsu

Co

Ltd

199,693‌

222,100

Tokyo

Steel

Manufacturing

Co

Ltd

2,416,521‌

40,200

Torii

Pharmaceutical

Co

Ltd

963,239‌

180,800

UBE

Industries

Ltd

2,835,913‌

19,800

*

Universal

Entertainment

Corp

376,399‌

16,800

Wakita

&

Co

Ltd

156,706‌

109,500

Yamato

Kogyo

Co

Ltd

4,150,230‌

90,700

Yellow

Hat

Ltd

1,243,499‌

13,200

Yokogawa

Bridge

Holdings

Corp

203,740‌

181,220

Yonex

Co

Ltd

1,772,265‌

TOTAL

JAPAN

231,845,910‌

KOREA,

REPUBLIC

OF

-

4

.0

%

237,849

*

ABLBio,

Inc

3,806,070‌

167,144

*

Boryung

Pharmaceutical

Co

Ltd

1,313,152‌

18,440

*

Chong

Kun

Dang

Pharmaceutical

Corp

1,224,500‌

88,779

Daewoo

International

Corp

1,699,899‌

60,760

*

Daewoong

Co

Ltd

1,096,374‌

60,305

*

Daishin

Securities

Co

Ltd

660,273‌

28,387

*

Daishin

Securities

Co

Ltd

PF

284,412‌

5,531

Dong-A

Pharmaceutical

Co

Ltd

456,889‌

8,556

*

Dong-A

ST

Co

Ltd

450,099‌

17,409

*

Golfzon

co

Ltd

2,004,222‌

Portfolio

of

investments

(unaudited)

Quant

International

Small-Cap

Equity

Fund

January

31,

2023

74

TIAA-CREF

Funds

continued

SHARES

COMPANY

VALUE

KOREA,

REPUBLIC

OF—continued

1,476,209

*

Hanwha

Life

Insurance

Co

Ltd

$

3,297,333‌

195,412

*

Hyundai

Marine

&

Fire

Insurance

Co

Ltd

4,919,787‌

5,586

Innocean

Worldwide,

Inc

203,505‌

212,856

JB

Financial

Group

Co

Ltd

1,758,665‌

745,591

*

Korea

Line

Corp

1,397,741‌

66,411

*

LIG

Nex1

Co

Ltd

4,373,066‌

76,365

*

LS

Cable

Ltd

4,389,543‌

28,949

Medy-Tox,

Inc

3,152,789‌

15,753

Nong

Shim

Co

Ltd

4,392,307‌

179,538

*

SAM

KANG

M&T

Co

Ltd

3,033,143‌

5,777

*

Sam

Kwang

Glass

Ind

Co

Ltd

152,409‌

5,869

Shinyoung

Securities

Co

Ltd

279,848‌

531,176

*

SK

Networks

Co

Ltd

1,757,521‌

26,738

*

Tokai

Carbon

Korea

Co

Ltd

2,277,255‌

20,337

*

Tongyang

Life

Insurance

Co

Ltd

79,076‌

TOTAL

KOREA,

REPUBLIC

OF

48,459,878‌

KUWAIT

-

0

.3

%

360,647

Al

Ahli

Bank

of

Kuwait

KSCP

404,202‌

1,627,642

Burgan

Bank

SAK

1,197,070‌

105,266

Humansoft

Holding

Co

KSC

1,171,595‌

153,627

Kuwait

International

Bank

KSCP

102,442‌

894,590

*

Warba

Bank

KSCP

705,629‌

TOTAL

KUWAIT

3,580,938‌

KYRGYZSTAN

-

0

.1

%

213,530

Centerra

Gold,

Inc

1,370,521‌

TOTAL

KYRGYZSTAN

1,370,521‌

MALAYSIA

-

0

.7

%

1,208,100

Berjaya

Auto

BHD

615,421‌

91,000

British

American

Tobacco

Malaysia

BHD

270,373‌

106,400

Carlsberg

Brewery-Malay

BHD

587,950‌

856,650

Frontken

Corp

BHD

667,918‌

125,100

Genting

Plantations

BHD

178,013‌

214,200

Guinness

Anchor

BHD

1,405,990‌

2,152,900

IGB

Real

Estate

Investment

Trust

888,473‌

567,609

g

Lotte

Chemical

Titan

Holding

BHD

209,269‌

3,081,100

Malakoff

Corp

BHD

499,203‌

414,200

Sunway

Real

Estate

Investment

152,652‌

35,000

Ta

Ann

Holdings

BHD

27,979‌

451,400

Time

dotCom

BHD

556,611‌

4,783,100

TSH

Resources

BHD

1,246,474‌

187,000

United

Plantations

BHD

680,137‌

5,089,200

YTL

Corp

BHD

675,685‌

TOTAL

MALAYSIA

8,662,148‌

MALTA

-

0

.1

%

79,781

Kindred

Group

plc

803,971‌

TOTAL

MALTA

803,971‌

MEXICO

-

1

.0

%

1,652,100

e,g

Banco

del

Bajio

S.A.

6,652,969‌

947,500

Bolsa

Mexicana

de

Valores

S.A.

de

C.V.

2,054,959‌

43,500

Concentradora

Fibra

Danhos

S.A.

de

C.V.

57,544‌

591,900

g

Macquarie

Mexico

Real

Estate

Management

SA

de

CV

1,000,514‌

293,374

Regional

SAB

de

C.V.

2,531,238‌

TOTAL

MEXICO

12,297,224‌

NETHERLANDS

-

1

.4

%

145,593

Aalberts

Industries

NV

6,884,010‌

Portfolio

of

investments

(unaudited)

Quant

International

Small-Cap

Equity

Fund

January

31,

2023

75

TIAA-CREF

Funds

continued

SHARES

COMPANY

VALUE

NETHERLANDS—continued

84,776

AMG

Advanced

Metallurgical

Group

NV

$

3,311,573‌

459,174

*

Fugro

NV

6,114,281‌

20,022

OCI

NV

681,558‌

TOTAL

NETHERLANDS

16,991,422‌

NEW

ZEALAND

-

0

.5

%

355,120

Contact

Energy

Ltd

1,785,953‌

1,109,381

Fletcher

Building

Ltd

3,653,135‌

TOTAL

NEW

ZEALAND

5,439,088‌

NORWAY

-

1

.6

%

688,619

*

Aker

Carbon

Capture

AS.

1,020,676‌

83,281

Atea

ASA

939,389‌

1,356,924

DNO

International

ASA

1,674,045‌

137,435

Kongsberg

Gruppen

ASA

5,471,520‌

283,396

*

Odfjell

Drilling

Ltd

755,998‌

17,725

Protector

Forsikring

ASA

255,375‌

16,564

Sparebank

Oestlandet

194,012‌

108,339

Sparebanken

Nord-Norge

1,008,408‌

19,328

Stolt-Nielsen

S.A.

508,188‌

360,844

TGS

Nopec

Geophysical

Co

ASA

5,974,532‌

420,232

*

Vaccibody

AS.

1,205,796‌

72,005

Veidekke

ASA

743,486‌

TOTAL

NORWAY

19,751,425‌

PHILIPPINES

-

0

.4

%

8,469,940

DMCI

Holdings,

Inc

1,710,035‌

290,100

Filinvest

REIT

Corp

30,307‌

1,152,500

RL

Commercial

REIT,

Inc

124,897‌

4,139,400

Semirara

Mining

&

Power

Corp

2,433,084‌

TOTAL

PHILIPPINES

4,298,323‌

POLAND

-

0

.3

%

35,587

Asseco

Poland

S.A.

626,286‌

44,927

Ciech

S.A.

498,597‌

555,032

*

Enea

S.A.

866,075‌

120,171

*

Grupa

Azoty

S.A.

1,263,010‌

74,914

g

X-Trade

Brokers

Dom

Maklerski

S.A.

573,510‌

TOTAL

POLAND

3,827,478‌

PORTUGAL

-

0

.3

%

383,781

*

Greenvolt-Energias

Renovaveis

S.A.

3,217,307‌

22,412

Semapa-Sociedade

de

Investimento

e

Gestao

295,787‌

TOTAL

PORTUGAL

3,513,094‌

QATAR

-

0

.0

%

630,962

Vodafone

Qatar

297,919‌

TOTAL

QATAR

297,919‌

RUSSIA

-

0

.0

%

81,310

*,†

Sistema

PJSFC

(GDR)

813‌

TOTAL

RUSSIA

813‌

SAUDI

ARABIA

-

0

.9

%

126,871

Abdullah

Al

Othaim

Markets

Co

3,569,055‌

117,413

*

Co

for

Cooperative

Insurance

2,637,023‌

206,043

*

Saudi

Airlines

Catering

Co

4,168,138‌

TOTAL

SAUDI

ARABIA

10,374,216‌

SINGAPORE

-

1

.0

%

207,945

g

BW

LPG

Ltd

1,721,008‌

Portfolio

of

investments

(unaudited)

Quant

International

Small-Cap

Equity

Fund

January

31,

2023

76

TIAA-CREF

Funds

continued

SHARES

COMPANY

VALUE

SINGAPORE—continued

371,000

Far

East

Hospitality

Trust

$

189,664‌

7,148,600

NetLink

NBN

Trust

4,767,504‌

1,006,500

Raffles

Medical

Group

Ltd

1,113,293‌

544,900

Sasseur

Real

Estate

Investment

Trust

338,447‌

1,793,100

Sheng

Siong

Group

Ltd

2,240,891‌

390,900

*

SIA

Engineering

Co

Ltd

743,554‌

263,800

*,e

Singapore

Airport

Terminal

Services

Ltd

608,772‌

793,300

StarHub

Ltd

689,989‌

TOTAL

SINGAPORE

12,413,122‌

SOUTH

AFRICA

-

0

.9

%

63,973

Astral

Foods

Ltd

592,559‌

1,024,225

Coronation

Fund

Managers

Ltd

2,059,045‌

626,865

Omnia

Holdings

Ltd

2,260,317‌

1,361,992

Pick'n

Pay

Stores

Ltd

4,367,767‌

363,706

PSG

Konsult

Ltd

266,927‌

460,838

Super

Group

Ltd

731,542‌

TOTAL

SOUTH

AFRICA

10,278,157‌

SPAIN

-

2

.0

%

158,640

Applus

Services

S.A.

1,217,523‌

385,684

Ence

Energia

y

Celulosa

S.A.

1,270,959‌

466,195

Faes

Farma

S.A.

(Sigma)

1,747,441‌

357,871

g

Gestamp

Automocion

S.A.

1,580,120‌

18,847

Grupo

Catalana

Occidente

S.A.

584,192‌

57,441

Pharma

Mar

S.A.

3,787,879‌

408,961

Prosegur

Cia

de

Seguridad

S.A.

925,609‌

207,306

*

Solaria

Energia

y

Medio

Ambiente

S.A.

4,253,644‌

3,989,136

g

Unicaja

Banco

S.A.

4,903,249‌

32,012

*,e

Vidrala

S.A.

3,229,210‌

TOTAL

SPAIN

23,499,826‌

SWEDEN

-

4

.3

%

263,918

AddTech

AB

4,214,594‌

164,298

AF

AB

2,965,993‌

585,772

*

Alleima

AB

2,929,228‌

47,169

g

Ambea

AB

177,066‌

358,379

Arjo

AB

1,390,689‌

49,699

Beijer

Alma

AB

985,547‌

140,584

Billerud

AB

1,633,197‌

76,117

BioGaia

AB

669,052‌

115,562

Bure

Equity

AB

2,910,800‌

48,219

*

Camurus

AB

1,153,990‌

349,793

*

Cint

Group

AB

1,312,923‌

700,300

Corem

Property

Group

AB

641,119‌

60,723

e

Creades

AB

517,584‌

54,929

Dios

Fastigheter

AB

418,576‌

111,747

Fagerhult

AB

521,463‌

32,083

Investment

AB

Oresund

384,253‌

128,539

Inwido

AB

1,400,846‌

76,922

Mekonomen

AB

852,554‌

16,623

Micronic

AB

355,328‌

153,729

g

Munters

Group

AB

1,473,970‌

99,481

e

NCC

AB

(B

Shares)

984,152‌

124,178

Nyfosa

AB

1,082,819‌

19,208

*

OX2

AB

148,279‌

85,557

Saab

AB

(Class

B)

3,502,573‌

71,441

*

Sdiptech

AB

1,744,293‌

142,541

Sectra

AB

2,018,623‌

102,111

Ssab

Svenskt

Stal

AB

(Series

A)

729,852‌

1,041,612

Ssab

Svenskt

Stal

AB

(Series

B)

7,098,235‌

Portfolio

of

investments

(unaudited)

Quant

International

Small-Cap

Equity

Fund

January

31,

2023

77

TIAA-CREF

Funds

continued

SHARES

COMPANY

VALUE

SWEDEN—continued

2,112,950

*

Stillfront

Group

AB

$

3,687,762‌

100,580

Synsam

AB

411,708‌

112,028

Vitrolife

AB

2,401,949‌

94,767

Wihlborgs

Fastigheter

AB

780,228‌

20,154

*

Xvivo

Perfusion

AB

413,652‌

TOTAL

SWEDEN

51,912,897‌

SWITZERLAND

-

2

.3

%

3,197,822

*

Aryzta

AG.

4,354,242‌

2,812

Belimo

Holding

AG.

1,483,174‌

9,453

BKW

S.A.

1,359,363‌

11,745

Bucher

Industries

AG.

5,351,802‌

1,427

Burkhalter

Holding

AG.

132,600‌

70,114

DKSH

Holding

AG.

5,973,370‌

8,960

Helvetia

Holding

AG.

1,120,881‌

596

Inficon

Holding

AG.

624,014‌

192

LEM

Holding

S.A.

424,686‌

525,128

OC

Oerlikon

Corp

AG.

3,605,397‌

7,841

Orior

AG.

649,114‌

8,328

Swissquote

Group

Holding

S.A.

1,504,090‌

10,904

Vetropack

Holding

AG.

503,034‌

8,451

Zehnder

Group

AG.

628,995‌

TOTAL

SWITZERLAND

27,714,762‌

TAIWAN

-

4

.3

%

1,041,000

Asia

Vital

Components

Co

Ltd

3,710,503‌

15,000

Chang

Wah

Technology

Co

Ltd

15,837‌

1,430,000

China

Bills

Finance

Corp

719,838‌

18,000

ECOVE

Environment

Corp

155,508‌

367,000

Faraday

Technology

Corp

2,099,281‌

456,000

Feng

Hsin

Iron

&

Steel

Co

1,051,957‌

546,000

FLEXium

Interconnect,

Inc

1,829,277‌

116,000

Formosa

Advanced

Technologies

Co

Ltd

155,061‌

183,000

Global

Unichip

Corp

4,830,000‌

58,000

Grape

King

Industrial

Co

334,173‌

240,000

Hannstar

Board

Corp

263,051‌

97,000

Hotai

Finance

Co

Ltd

342,328‌

258,000

International

Games

System

Co

Ltd

4,268,331‌

536,000

Lung

Yen

Life

Service

Corp

682,017‌

1,248,000

*

Medigen

Vaccine

Biologics

Corp

3,058,674‌

56,034

*

Mercuries

Life

Insurance

Co

Lt

10,344‌

2,734,000

Sesoda

Corp

3,892,531‌

458,000

Shin

Zu

Shing

Co

Ltd

1,261,706‌

466,000

Shinkong

Insurance

Co

Ltd

782,632‌

290,000

Simplo

Technology

Co

Ltd

2,873,003‌

118,000

Sinbon

Electronics

Co

Ltd

1,133,711‌

5,337,000

Sincere

Navigation

3,623,923‌

2,364,000

Taiwan

Fertilizer

Co

Ltd

4,407,482‌

721,000

Taiwan

Glass

Industrial

Corp

563,772‌

168,000

Taiwan

Secom

Co

Ltd

563,433‌

146,400

Tong

Hsing

Electronic

Industries

Ltd

1,123,587‌

145,000

Topco

Scientific

Co

Ltd

820,282‌

15,000

Ttet

Union

Corp

72,018‌

711,000

TTY

Biopharm

Co

Ltd

1,842,109‌

135,000

Tung

Ho

Steel

Enterprise

Corp

260,906‌

2,413,000

Wisdom

Marine

Lines

Co

Ltd

4,911,893‌

124,000

YungShin

Global

Holding

Corp

176,351‌

TOTAL

TAIWAN

51,835,519‌

THAILAND

-

1

.3

%

339,300

*

Bangkok

Aviation

Fuel

Services

PCL

339,927‌

Portfolio

of

investments

(unaudited)

Quant

International

Small-Cap

Equity

Fund

January

31,

2023

78

TIAA-CREF

Funds

continued

SHARES

COMPANY

VALUE

THAILAND—continued

1,413,100

Bangkok

Life

Assurance

PCL

$

1,252,141‌

1,069,700

Mega

Lifesciences

PCL

1,693,179‌

4,641,600

Sino

Thai

Engineering

&

Construction

PCL

2,032,249‌

599,200

SPCG

PCL

267,146‌

2,324,600

Supalai

PCL

1,707,238‌

10,530,340

Thoresen

Thai

Agencies

PCL

2,607,252‌

1,643,500

Tisco

Bank

PCL

5,113,522‌

841,700

TPI

Polene

Power

PCL

89,310‌

TOTAL

THAILAND

15,101,964‌

TURKEY

-

0

.5

%

456,760

*

Migros

Ticaret

AS

3,353,830‌

1,199,178

Sok

Marketler

Ticaret

AS.

1,683,124‌

2,941,969

Turkiye

Sinai

Kalkinma

Bankasi

AS

657,389‌

TOTAL

TURKEY

5,694,343‌

UNITED

ARAB

EMIRATES

-

0

.2

%

185,639

*

Borr

Drilling

Ltd

1,114,499‌

4,029,665

Dana

Gas

PJSC

909,544‌

TOTAL

UNITED

ARAB

EMIRATES

2,024,043‌

UNITED

KINGDOM

-

9

.4

%

82,179

Advanced

Medical

Solutions

Group

plc

257,338‌

85,589

AG.

Barr

plc

578,857‌

254,393

Alliance

Pharma

plc

197,586‌

17,884

Alpha

Financial

Markets

Consulting

plc

102,524‌

259,492

*,e,g

Aston

Martin

Lagonda

Global

Holdings

plc

530,265‌

263,453

Big

Yellow

Group

plc

3,929,453‌

560,108

Britvic

plc

5,365,409‌

294,342

Bytes

Technology

Group

plc

1,404,343‌

1,423,478

Capital

&

Counties

Properties

2,018,174‌

245,458

Central

Asia

Metals

plc

854,956‌

682,662

Chemring

Group

plc

2,373,367‌

19,502

Clarkson

plc

739,323‌

23,040

Computacenter

plc

633,196‌

189,414

Diploma

plc

6,407,383‌

1,328,915

DS

Smith

plc

5,817,867‌

1,241,208

*

easyJet

plc

7,560,924‌

16,003

Grafton

Group

plc

181,649‌

512,069

Halfords

Group

plc

1,295,436‌

464,468

Harbour

Energy

plc

1,796,472‌

25,631

Hill

&

Smith

Holdings

plc

398,149‌

829,814

Howden

Joinery

Group

plc

7,080,619‌

377,286

Hunting

plc

1,621,002‌

236,297

IG

Group

Holdings

plc

2,323,337‌

611,754

Inchcape

plc

6,897,356‌

1,708,000

Just

Retirement

Group

plc

1,727,733‌

12,302

Kainos

Group

plc

223,403‌

10,586

Keller

Group

plc

105,582‌

23,757

Liontrust

Asset

Management

plc

340,387‌

82,812

*

Marlowe

plc

512,516‌

204,841

Morgan

Crucible

Co

plc

794,998‌

58,461

Morgan

Sindall

plc

1,183,449‌

1,325,950

*

National

Express

Group

plc

2,184,185‌

181,023

Polar

Capital

Holdings

plc

1,156,042‌

350,177

Polypipe

Group

plc

1,411,710‌

1,137,439

QinetiQ

plc

5,102,082‌

734,023

Redrow

plc

4,708,207‌

1,479,618

Rotork

plc

5,828,558‌

98,930

Safestore

Holdings

plc

1,231,846‌

343,642

Senior

plc

646,503‌

Portfolio

of

investments

(unaudited)

Quant

International

Small-Cap

Equity

Fund

January

31,

2023

79

TIAA-CREF

Funds

concluded

SHARES

COMPANY

VALUE

UNITED

KINGDOM—continued

222,540

Softcat

plc

$

3,330,067‌

156,649

Spectris

plc

6,210,345‌

1,214,835

Spirent

Communications

plc

3,292,314‌

1,270,379

Tritax

Big

Box

REIT

plc

2,447,723‌

47,707

Vesuvius

plc

240,556‌

2,263,940

Virgin

Money

UK

plc

5,416,937‌

88,386

WH

Smith

plc

1,745,407‌

289,459

Wickes

Group

plc

542,783‌

80,303

Workspace

Group

plc

499,958‌

146,878

YouGov

plc

1,764,590‌

TOTAL

UNITED

KINGDOM

113,012,866‌

UNITED

STATES

-

2

.7

%

152,554

iShares

Core

MSCI

Emerging

Markets

ETF

7,760,422‌

63,728

iShares

MSCI

Canada

Index

Fund

2,283,374‌

334,088

e

iShares

MSCI

EAFE

Small-Cap

ETF

20,426,140‌

169,032

*

MDA

Ltd

876,571‌

22,105

*

Taro

Pharmaceutical

Industries

Ltd

659,171‌

TOTAL

UNITED

STATES

32,005,678‌

TOTAL

COMMON

STOCKS

1,194,372,265‌

(Cost

$1,154,865,090)

SHORT-TERM

INVESTMENTS

-

3.2%

RATE

INVESTMENTS

IN

REGISTERED

INVESTMENT

COMPANIES

-

3

.2

%

$

38,745,962

c

State

Street

Navigator

Securities

Lending

Government

Money

Market

Portfolio

4

.340

%

38,745,962‌

TOTAL

INVESTMENTS

IN

REGISTERED

INVESTMENT

COMPANIES

38,745,962‌

TOTAL

SHORT-TERM

INVESTMENTS

38,745,962‌

(Cost

$38,745,962)

TOTAL

INVESTMENTS

-

102.9%

1,233,118,227‌

(Cost

$1,193,611,052)

OTHER

ASSETS

&

LIABILITIES,

NET

-

(2.9)%

(

34,652,037‌

)

NET

ASSETS

-

100.0%

$

1,198,466,190‌

ETF

Exchange

Traded

Fund

GDR

Global

Depositary

Receipt

REIT

Real

Estate

Investment

Trust

*

Non-income

producing

†

For

fair

value

measurement

disclosure

purposes,

investment

classified

as

Level

3.

c

Investments

made

with

cash

collateral

received

from

securities

on

loan.

e

All

or

a

portion

of

these

securities

are

out

on

loan.

The

aggregate

value

of

securities

on

loan

is

$63,500,304.

g

Security

is

exempt

from

registration

under

Rule

144(A)

of

the

Securities

Act

of

1933,

as

amended.

These

securities

are

deemed

liquid

and

may

be

resold

in

transactions

exempt

from

registration,

which

are

normally

those

transactions

with

qualified

institutional

buyers.

Social

Choice

International

Equity

Fund

January

31,

2023

Portfolio

of

investments

(unaudited)

80

SHARES

COMPANY

VALUE

COMMON

STOCKS

-

98.3%

AUSTRALIA

-

5

.8

%

103,207

APA

Group

$

772,392‌

353,306

Aurizon

Holdings

Ltd

923,457‌

489,351

Australia

&

New

Zealand

Banking

Group

Ltd

8,708,681‌

11,414

Australian

Stock

Exchange

Ltd

558,546‌

135,330

BlueScope

Steel

Ltd

1,845,425‌

133,935

Brambles

Ltd

1,138,923‌

8,415

Cochlear

Ltd

1,271,310‌

465,787

Coles

Group

Ltd

5,858,494‌

342,826

Fortescue

Metals

Group

Ltd

5,415,126‌

134,218

Goodman

Group

1,914,428‌

17,118

IDP

Education

Ltd

380,934‌

56,382

Independence

Group

NL

586,106‌

241,783

Insurance

Australia

Group

Ltd

839,657‌

125,987

Lend

Lease

Corp

Ltd

769,315‌

41,655

Macquarie

Group

Ltd

5,557,149‌

84,718

Mineral

Resources

Ltd

5,363,503‌

225,239

Newcrest

Mining

Ltd

3,578,844‌

98,399

Northern

Star

Resources

Ltd

876,786‌

47,766

Orica

Ltd

501,235‌

500,029

Origin

Energy

Ltd

2,654,939‌

231,543

*

Pilbara

Minerals

Ltd

787,690‌

99,499

QBE

Insurance

Group

Ltd

970,803‌

34,083

Ramsay

Health

Care

Ltd

1,610,548‌

28,331

e

REA

Group

Ltd

2,540,489‌

72,273

Seek

Ltd

1,251,692‌

709,237

Transurban

Group

6,953,457‌

186,464

Vicinity

Centres

272,804‌

122,902

Wesfarmers

Ltd

4,333,119‌

78,730

Wisetech

Global

Ltd

3,413,697‌

266,528

Woodside

Energy

Group

Ltd

6,901,442‌

282,182

Woolworths

Ltd

7,211,850‌

TOTAL

AUSTRALIA

85,762,841‌

AUSTRIA

-

0

.8

%

133,850

Erste

Bank

der

Oesterreichischen

Sparkassen

AG.

5,078,822‌

102,928

Mondi

plc

1,941,000‌

77,589

OMV

AG.

3,886,451‌

9,307

Voestalpine

AG.

309,240‌

TOTAL

AUSTRIA

11,215,513‌

BELGIUM

-

1

.3

%

13,342

Dieteren

S.A.

2,549,861‌

83,540

KBC

Groep

NV

6,187,580‌

15,423

Solvay

S.A.

1,797,265‌

60,483

UCB

S.A.

4,965,933‌

91,229

Umicore

S.A.

3,448,865‌

TOTAL

BELGIUM

18,949,504‌

CHILE

-

0

.3

%

211,409

Antofagasta

plc

4,542,449‌

TOTAL

CHILE

4,542,449‌

CHINA

-

1

.2

%

1,497,517

BOC

Hong

Kong

Holdings

Ltd

5,233,653‌

115,791

Prosus

NV

9,349,571‌

852,500

Wilmar

International

Ltd

2,650,440‌

TOTAL

CHINA

17,233,664‌

Portfolio

of

investments

(unaudited)

Social

Choice

International

Equity

Fund

January

31,

2023

81

continued

SHARES

COMPANY

VALUE

DENMARK

-

2

.8

%

10,904

Chr

Hansen

Holding

A/S

$

805,096‌

15,833

Coloplast

AS

1,911,588‌

45,400

*

Demant

A.S.

1,285,124‌

15,196

*

Genmab

AS

5,955,259‌

180,232

Novo

Nordisk

AS

24,942,264‌

21,200

Novozymes

AS

1,103,175‌

17,137

g

Orsted

AS

1,526,084‌

8,777

Pandora

AS

730,869‌

89,641

Vestas

Wind

Systems

A.S.

2,623,039‌

TOTAL

DENMARK

40,882,498‌

FINLAND

-

0

.9

%

28,301

Elisa

Oyj

(Series

A)

1,612,396‌

23,571

Kesko

Oyj

(B

Shares)

549,051‌

108,684

Neste

Oil

Oyj

5,195,343‌

33,572

Orion

Oyj

(Class

B)

1,798,607‌

70,307

Stora

Enso

Oyj

(R

Shares)

1,005,065‌

71,775

UPM-Kymmene

Oyj

2,601,572‌

3,049

Wartsila

Oyj

(B

Shares)

28,999‌

TOTAL

FINLAND

12,791,033‌

FRANCE

-

10

.4

%

95,722

*

Accor

S.A.

3,106,941‌

311,432

AXA

S.A.

9,716,374‌

22,388

BioMerieux

2,282,364‌

128,517

Bouygues

S.A.

4,233,856‌

113,173

Bureau

Veritas

S.A.

3,235,782‌

196,510

Cie

Generale

des

Etablissements

Michelin

S.C.A

6,213,608‌

133,491

Danone

7,320,547‌

170,515

Dassault

Systemes

SE

6,341,605‌

46,644

Eiffage

S.A.

4,982,072‌

48,341

Essilor

International

S.A.

8,869,574‌

24,399

Eurazeo

1,711,521‌

22,717

Fonciere

Des

Regions

1,559,394‌

7,636

Gecina

S.A.

904,482‌

5,401

Hermes

International

10,108,021‌

13,280

Kering

8,286,145‌

120,471

Klepierre

3,057,596‌

49,517

Legrand

S.A.

4,415,137‌

33,294

L'Oreal

S.A.

13,747,479‌

575,635

Orange

S.

A.

6,091,802‌

82,193

Publicis

Groupe

S.A.

5,797,863‌

5,764

SEB

S.A.

602,776‌

226,346

Societe

Generale

6,737,544‌

6,283

Teleperformance

1,746,591‌

294,205

Total

S.A.

18,187,976‌

35,211

*

Unibail-Rodamco-Westfield

2,265,007‌

30,833

*

Unibail-Rodamco-Westfield

1,995,366‌

115,455

Valeo

S.A.

2,523,241‌

403,481

Vivendi

Universal

S.A.

4,333,294‌

14,907

Wendel

1,578,473‌

TOTAL

FRANCE

151,952,431‌

GERMANY

-

7

.7

%

24,317

Adidas-Salomon

AG.

3,915,431‌

56,073

Allianz

AG.

13,407,829‌

79,636

Bayerische

Motoren

Werke

AG.

8,112,092‌

14,765

Brenntag

AG.

1,102,178‌

19,676

Carl

Zeiss

Meditec

AG.

2,839,605‌

24,893

g

Covestro

AG.

1,146,186‌

133,061

Daimler

AG.

(Registered)

9,901,339‌

Portfolio

of

investments

(unaudited)

Social

Choice

International

Equity

Fund

January

31,

2023

82

continued

SHARES

COMPANY

VALUE

GERMANY—continued

32,851

Deutsche

Boerse

AG.

$

5,878,433‌

49,343

*

Dr

ING

hc

F

Porsche

AG.

5,866,820‌

53,820

Evonik

Industries

AG.

1,196,340‌

43,960

HeidelbergCement

AG.

3,016,421‌

6,104

LEG

Immobilien

AG.

477,175‌

32,385

Merck

KGaA

6,759,662‌

22,174

MTU

Aero

Engines

Holding

AG.

5,541,561‌

18,228

Muenchener

Rueckver

AG.

6,584,087‌

9,891

Puma

AG.

Rudolf

Dassler

Sport

675,440‌

134,282

SAP

AG.

15,917,783‌

99,547

Siemens

AG.

15,549,766‌

17,391

Symrise

AG.

1,848,831‌

582,963

Telefonica

Deutschland

Holding

AG.

1,717,043‌

19,070

*,g

Zalando

SE

889,330‌

TOTAL

GERMANY

112,343,352‌

HONG

KONG

-

2

.7

%

1,165,000

AIA

Group

Ltd

13,173,406‌

366,500

CLP

Holdings

Ltd

2,723,069‌

299,681

Hang

Seng

Bank

Ltd

4,990,652‌

359,000

HKT

Trust

and

HKT

Ltd

470,353‌

115,638

Hong

Kong

Exchanges

and

Clearing

Ltd

5,201,117‌

429,230

Link

REIT

3,435,711‌

867,731

MTR

Corp

4,643,669‌

278,968

Swire

Pacific

Ltd

(Class

A)

2,556,432‌

655,200

Swire

Properties

Ltd

1,841,476‌

TOTAL

HONG

KONG

39,035,885‌

IRELAND

-

0

.9

%

161,306

CRH

plc

7,536,627‌

57,014

Kerry

Group

plc

(Class

A)

5,342,217‌

25,708

Smurfit

Kappa

Group

plc

1,079,338‌

TOTAL

IRELAND

13,958,182‌

ISRAEL

-

0

.3

%

545,857

Bank

Hapoalim

Ltd

4,913,016‌

TOTAL

ISRAEL

4,913,016‌

ITALY

-

2

.3

%

69,722

Amplifon

S.p.A.

1,925,251‌

319,042

Assicurazioni

Generali

S.p.A.

6,228,117‌

108,041

Coca-Cola

HBC

AG.

2,625,544‌

1,446,149

Enel

S.p.A.

8,515,099‌

3,300,199

Intesa

Sanpaolo

S.p.A.

8,677,114‌

90,657

Moncler

S.p.A

5,674,008‌

TOTAL

ITALY

33,645,133‌

JAPAN

-

21

.3

%

58,500

e

Aeon

Co

Ltd

1,199,348‌

154,700

Ajinomoto

Co,

Inc

5,100,241‌

85,714

*

All

Nippon

Airways

Co

Ltd

1,897,086‌

137,300

Asahi

Kasei

Corp

1,040,409‌

228,100

Astellas

Pharma,

Inc

3,357,662‌

6,400

Azbil

Corp

180,470‌

212,265

Chugai

Pharmaceutical

Co

Ltd

5,502,987‌

9,127

Dai

Nippon

Printing

Co

Ltd

215,485‌

9,400

Daifuku

Co

Ltd

517,599‌

274,300

Daiichi

Sankyo

Co

Ltd

8,614,921‌

25,075

Daikin

Industries

Ltd

4,355,391‌

93,649

Daiwa

House

Industry

Co

Ltd

2,248,982‌

97,232

East

Japan

Railway

Co

5,421,482‌

Portfolio

of

investments

(unaudited)

Social

Choice

International

Equity

Fund

January

31,

2023

83

continued

SHARES

COMPANY

VALUE

JAPAN—continued

62,848

Eisai

Co

Ltd

$

3,888,403‌

17,700

*

Fanuc

Ltd

3,127,405‌

5,500

Fast

Retailing

Co

Ltd

3,340,476‌

72,300

Fujifilm

Holdings

Corp

3,826,198‌

43,372

Fujitsu

Ltd

6,175,276‌

95,816

Hankyu

Hanshin

Holdings,

Inc

2,847,884‌

21,900

*

Hitachi

Construction

Machinery

Co

Ltd

516,475‌

70,141

Hulic

Co

Ltd

576,544‌

51,300

Ibiden

Co

Ltd

2,002,182‌

375,950

Inpex

Holdings,

Inc

4,131,179‌

178,500

JFE

Holdings,

Inc

2,353,638‌

99,200

JSR

Corp

2,232,016‌

77,100

Kao

Corp

3,116,524‌

260,596

KDDI

Corp

8,141,914‌

3,600

Keio

Corp

132,136‌

22,700

Keisei

Electric

Railway

Co

Ltd

662,136‌

26,146

Keyence

Corp

12,036,802‌

73,200

Kikkoman

Corp

3,871,701‌

46,365

Kintetsu

Corp

1,509,875‌

104,100

Komatsu

Ltd

2,558,201‌

109,572

Kubota

Corp

1,646,680‌

8,600

Kurita

Water

Industries

Ltd

388,877‌

48,200

Kyowa

Hakko

Kogyo

Co

Ltd

1,074,906‌

34,500

LIXIL

Group

Corp

595,600‌

463,300

Marubeni

Corp

5,684,031‌

20,100

MEIJI

Holdings

Co

Ltd

1,036,611‌

154,279

Mitsubishi

Chemical

Holdings

Corp

865,728‌

227,079

Mitsubishi

Corp

7,603,957‌

214,126

Mitsubishi

Estate

Co

Ltd

2,752,187‌

123,200

Mitsui

&

Co

Ltd

3,634,737‌

7,000

Mitsui

Chemicals,

Inc

164,770‌

236,000

Mitsui

Fudosan

Co

Ltd

4,423,500‌

44,200

MS&AD

Insurance

Group

Holdings

Inc

1,417,658‌

62,800

Murata

Manufacturing

Co

Ltd

3,588,422‌

86,801

NEC

Corp

3,135,912‌

5,600

NGK

Insulators

Ltd

77,511‌

167,540

Nintendo

Co

Ltd

7,264,160‌

18,500

Nippon

Express

Holdings,

Inc

1,073,605‌

172,000

Nippon

Paint

Co

Ltd

1,570,270‌

298,254

Nippon

Steel

Corp

6,208,074‌

147,000

e

Nippon

Yusen

Kabushiki

Kaisha

3,496,961‌

32,913

Nissin

Food

Products

Co

Ltd

2,573,060‌

27,900

Nitto

Denko

Corp

1,803,384‌

1,349,800

*

Nomura

Holdings,

Inc

5,386,822‌

21,100

Nomura

Real

Estate

Holdings,

Inc

465,053‌

111,200

Nomura

Research

Institute

Ltd

2,669,642‌

48,485

Obayashi

Corp

376,085‌

44,521

Odakyu

Electric

Railway

Co

Ltd

585,334‌

14,600

Omron

Corp

844,764‌

71,200

Ono

Pharmaceutical

Co

Ltd

1,544,946‌

38,782

Oriental

Land

Co

Ltd

6,461,851‌

241,600

ORIX

Corp

4,248,048‌

92,900

Osaka

Gas

Co

Ltd

1,499,116‌

20,800

Otsuka

Corp

684,310‌

398,806

Panasonic

Corp

3,698,275‌

125,129

Recruit

Holdings

Co

Ltd

4,024,181‌

919,700

Resona

Holdings,

Inc

5,089,366‌

6,224

Sekisui

Chemical

Co

Ltd

87,188‌

17,563

e

Sekisui

House

Ltd

331,928‌

74,200

SG

Holdings

Co

Ltd

1,145,004‌

29,300

Shimadzu

Corp

900,420‌

Portfolio

of

investments

(unaudited)

Social

Choice

International

Equity

Fund

January

31,

2023

84

continued

SHARES

COMPANY

VALUE

JAPAN—continued

18,468

Shimizu

Corp

$

103,526‌

42,500

Shin-Etsu

Chemical

Co

Ltd

6,265,478‌

61,300

Shionogi

&

Co

Ltd

2,921,220‌

85,000

Shiseido

Co

Ltd

4,417,960‌

419,800

e

Softbank

Corp

4,803,391‌

25,600

Sompo

Holdings,

Inc

1,102,051‌

158,615

Sony

Corp

14,172,494‌

75,400

Sumisho

Computer

Systems

Corp

1,228,071‌

470,700

Sumitomo

Chemical

Co

Ltd

1,806,844‌

122,671

Sumitomo

Metal

Mining

Co

Ltd

4,980,839‌

142,000

Sumitomo

Mitsui

Trust

Holdings,

Inc

5,172,866‌

77,900

Suntory

Beverage

&

Food

Ltd

2,630,507‌

32,100

Sysmex

Corp

2,130,960‌

78,900

TDK

Corp

2,818,802‌

79,300

Terumo

Corp

2,308,451‌

124,800

Tokio

Marine

Holdings,

Inc

2,613,899‌

26,400

Tokyo

Electron

Ltd

9,227,438‌

38,100

Tokyo

Gas

Co

Ltd

797,802‌

30,400

Tokyu

Corp

390,925‌

150,400

Toray

Industries,

Inc

924,065‌

5,724

Toto

Ltd

222,451‌

1,273,075

*

Toyota

Motor

Corp

18,696,014‌

94,900

Uni-Charm

Corp

3,620,020‌

28,800

West

Japan

Railway

Co

1,206,101‌

12,270

Yamaha

Corp

477,107‌

159,600

Yamaha

Motor

Co

Ltd

3,931,057‌

16,486

Yaskawa

Electric

Corp

644,423‌

34,098

Yokogawa

Electric

Corp

598,747‌

1,359,200

Z

Holdings

Corp

3,954,889‌

TOTAL

JAPAN

312,990,360‌

KOREA,

REPUBLIC

OF

-

0

.3

%

67,008

*,g

Delivery

Hero

AG.

4,051,094‌

TOTAL

KOREA,

REPUBLIC

OF

4,051,094‌

NETHERLANDS

-

4

.8

%

868,068

Aegon

NV

4,788,082‌

13,938

Akzo

Nobel

NV

1,038,171‌

44,642

ASML

Holding

NV

29,537,274‌

17,823

DSM

NV

2,292,073‌

725,752

Koninklijke

KPN

NV

2,481,232‌

81,907

NN

Group

NV

3,558,702‌

16,959

Randstad

Holdings

NV

1,087,044‌

814,090

Shell

plc

23,899,857‌

22,927

Wolters

Kluwer

NV

2,499,571‌

TOTAL

NETHERLANDS

71,182,006‌

NEW

ZEALAND

-

0

.4

%

277,049

*

Auckland

International

Airport

Ltd

1,524,749‌

16,973

Fisher

&

Paykel

Healthcare

Corp

278,547‌

147,799

Mercury

NZ

Ltd

574,191‌

176,761

Meridian

Energy

Ltd

610,922‌

109,408

Telecom

Corp

of

New

Zealand

Ltd

368,895‌

52,549

*

Xero

Ltd

2,896,315‌

TOTAL

NEW

ZEALAND

6,253,619‌

NORWAY

-

1

.2

%

124,676

DNB

Bank

ASA

2,331,387‌

186,858

Equinor

ASA

5,694,804‌

118,241

Mowi

ASA

2,186,473‌

599,235

Norsk

Hydro

ASA

4,858,506‌

Portfolio

of

investments

(unaudited)

Social

Choice

International

Equity

Fund

January

31,

2023

85

continued

SHARES

COMPANY

VALUE

NORWAY—continued

301,625

Orkla

ASA

$

2,251,847‌

77,234

Telenor

ASA

808,533‌

TOTAL

NORWAY

18,131,550‌

PORTUGAL

-

0

.4

%

276,523

Energias

de

Portugal

S.A.

1,373,837‌

280,682

Galp

Energia

SGPS

S.A.

3,841,988‌

TOTAL

PORTUGAL

5,215,825‌

SINGAPORE

-

1

.8

%

604,508

Capitaland

Investment

Ltd

1,831,424‌

145,168

CapitaMall

Trust

237,514‌

49,700

City

Developments

Ltd

315,437‌

322,291

DBS

Group

Holdings

Ltd

8,823,126‌

266,857

*

Grab

Holdings

Ltd

1,011,388‌

389,500

Keppel

Corp

Ltd

2,248,840‌

522,600

Oversea-Chinese

Banking

Corp

5,163,470‌

567,195

e

Singapore

Airlines

Ltd

2,564,779‌

36,200

Singapore

Exchange

Ltd

254,975‌

688,000

Singapore

Technologies

Engineering

Ltd

1,934,341‌

1,031,625

Singapore

Telecommunications

Ltd

1,975,728‌

40,800

UOL

Group

Ltd

217,691‌

TOTAL

SINGAPORE

26,578,713‌

SOUTH

AFRICA

-

0

.2

%

75,030

Anglo

American

plc

3,236,072‌

TOTAL

SOUTH

AFRICA

3,236,072‌

SPAIN

-

2

.0

%

1,188,470

Banco

Bilbao

Vizcaya

Argentaria

S.A.

8,395,081‌

14,978

*

Iberdrola

S.A.

175,714‌

898,652

Iberdrola

S.A.

10,542,774‌

230,212

Industria

De

Diseno

Textil

S.A.

7,187,405‌

81,440

Naturgy

Energy

Group

S.A.

2,309,818‌

47,780

Red

Electrica

Corp

S.A.

845,653‌

TOTAL

SPAIN

29,456,445‌

SWEDEN

-

3

.1

%

242,872

Assa

Abloy

AB

5,721,154‌

345,989

Atlas

Copco

AB

4,105,527‌

456,274

Atlas

Copco

AB

4,812,598‌

123,380

Boliden

AB

5,536,921‌

10,733

e

Electrolux

AB

152,021‌

17,046

Epiroc

AB

331,660‌

153,811

Essity

AB

4,018,179‌

96,857

e

Hennes

&

Mauritz

AB

(B

Shares)

1,192,918‌

16,030

Holmen

AB

661,166‌

30,581

Husqvarna

AB

(B

Shares)

260,180‌

129,308

Sandvik

AB

2,672,491‌

47,299

SKF

AB

(B

Shares)

837,112‌

145,363

Svenska

Cellulosa

AB

(B

Shares)

2,018,559‌

525,708

Svenska

Handelsbanken

AB

5,482,092‌

85,007

Tele2

AB

(B

Shares)

734,165‌

905,615

TeliaSonera

AB

2,338,878‌

262,393

Volvo

AB

(B

Shares)

5,206,797‌

TOTAL

SWEDEN

46,082,418‌

SWITZERLAND

-

7

.0

%

274,044

ABB

Ltd

9,541,020‌

45,245

Clariant

AG.

775,880‌

5,253

Geberit

AG.

2,988,864‌

Portfolio

of

investments

(unaudited)

Social

Choice

International

Equity

Fund

January

31,

2023

86

continued

SHARES

COMPANY

VALUE

SWITZERLAND—continued

1,485

Givaudan

S.A.

$

4,814,712‌

18,635

Kuehne

&

Nagel

International

AG.

4,443,638‌

14,935

Lonza

Group

AG.

8,519,542‌

244,352

Novartis

AG.

22,091,629‌

1,128

SGS

S.A.

2,750,779‌

64,052

SIG

Combibloc

Group

AG.

1,587,590‌

28,941

Sika

AG.

8,223,494‌

16,041

Sonova

Holdings

AG

4,011,399‌

9,617

Swiss

Life

Holding

5,691,799‌

9,559

Swisscom

AG.

5,647,988‌

514,114

UBS

Group

AG

10,973,956‌

22,135

Zurich

Insurance

Group

AG

10,946,388‌

TOTAL

SWITZERLAND

103,008,678‌

UNITED

KINGDOM

-

12

.7

%

322,208

3i

Group

plc

6,286,191‌

75,875

Ashtead

Group

plc

4,997,793‌

173,115

AstraZeneca

plc

22,680,221‌

250,567

Barratt

Developments

plc

1,424,154‌

13,766

Berkeley

Group

Holdings

plc

704,925‌

239,677

British

Land

Co

plc

1,311,722‌

1,924,138

BT

Group

plc

2,964,506‌

190,287

Burberry

Group

plc

5,796,315‌

327,999

CNH

Industrial

NV

5,802,746‌

87,882

*

Coca-Cola

European

Partners

plc

(Class

A)

4,940,726‌

322,274

Compass

Group

plc

7,698,482‌

39,851

Croda

International

plc

3,396,769‌

10,324

DCC

plc

588,033‌

2,435,360

HSBC

Holdings

plc

17,944,575‌

630,980

Informa

plc

5,218,676‌

70,008

InterContinental

Hotels

Group

plc

4,860,204‌

22,639

Intertek

Group

plc

1,216,779‌

934,156

J

Sainsbury

plc

3,029,542‌

57,739

Johnson

Matthey

plc

1,612,810‌

95,660

*,g

Just

Eat

Takeaway.com

NV

2,454,021‌

92,142

Kingfisher

plc

317,882‌

155,413

Land

Securities

Group

plc

1,361,543‌

1,760,327

Legal

&

General

Group

plc

5,539,641‌

67,342

London

Stock

Exchange

Group

plc

6,164,815‌

606,526

National

Grid

plc

7,710,701‌

148,566

Pearson

plc

1,694,273‌

35,168

Persimmon

plc

614,220‌

295,807

RELX

plc

8,788,101‌

267,905

Schroders

plc

1,584,333‌

185,409

Scottish

&

Southern

Energy

plc

3,957,494‌

265,361

Segro

plc

2,731,517‌

147,275

St.

James's

Place

plc

2,233,239‌

719,186

Standard

Chartered

plc

6,040,884‌

974,688

Standard

Life

Aberdeen

plc

2,567,166‌

693,589

Taylor

Wimpey

plc

1,006,343‌

306,658

Unilever

plc

15,608,603‌

6,258,187

Vodafone

Group

plc

7,220,776‌

66,922

Whitbread

plc

2,520,431‌

284,301

WPP

plc

3,321,697‌

TOTAL

UNITED

KINGDOM

185,912,849‌

UNITED

STATES

-

5

.7

%

188,469

Computershare

Ltd

3,174,167‌

65,078

CSL

Ltd

13,741,247‌

546,758

GSK

plc

9,603,812‌

85,109

James

Hardie

Industries

NV

1,909,720‌

Portfolio

of

investments

(unaudited)

Social

Choice

International

Equity

Fund

January

31,

2023

87

concluded

SHARES

COMPANY

VALUE

UNITED

STATES—continued

289,804

Nestle

S.A.

$

35,358,709‌

77,941

Schneider

Electric

S.A.

12,643,242‌

62,772

Swiss

Re

Ltd

6,572,913‌

TOTAL

UNITED

STATES

83,003,810‌

TOTAL

COMMON

STOCKS

1,442,328,940‌

(Cost

$1,341,589,365)

PRINCIPAL

ISSUER

REFERENCERATE

&

SPREAD

RATE

MATURITY

DATE

SHORT-TERM

INVESTMENTS

-

2.2%

REPURCHASE

AGREEMENT

-

1

.4

%

$

21,540,000

r

Fixed

Income

Clearing

Corp

(FICC)

4

.290

%

02/01/23

21,540,000‌

TOTAL

REPURCHASE

AGREEMENT

21,540,000‌

SHARES

COMPANY

INVESTMENTS

IN

REGISTERED

INVESTMENT

COMPANIES

-

0

.8

%

11,279,762

c

State

Street

Navigator

Securities

Lending

Government

Money

Market

Portfolio

4

.550

11,279,762‌

TOTAL

INVESTMENTS

IN

REGISTERED

INVESTMENT

COMPANIES

11,279,762‌

TOTAL

SHORT-TERM

INVESTMENTS

32,819,762‌

(Cost

$32,819,762)

TOTAL

INVESTMENTS

-

100.5%

1,475,148,702‌

(Cost

$1,374,409,127)

OTHER

ASSETS

&

LIABILITIES,

NET

-

(0.5)%

(

7,488,965‌

)

NET

ASSETS

-

100.0%

$

1,467,659,737‌

REIT

Real

Estate

Investment

Trust

*

Non-income

producing

c

Investments

made

with

cash

collateral

received

from

securities

on

loan.

e

All

or

a

portion

of

these

securities

are

out

on

loan.

The

aggregate

value

of

securities

on

loan

is

$12,995,889.

g

Security

is

exempt

from

registration

under

Rule

144(A)

of

the

Securities

Act

of

1933,

as

amended.

These

securities

are

deemed

liquid

and

may

be

resold

in

transactions

exempt

from

registration,

which

are

normally

those

transactions

with

qualified

institutional

buyers.

r

Agreement

with

Fixed

Income

Clearing

Corp

(FICC),

4.290%

dated

1/31/23

to

be

repurchased

at

$21,540,000

on

2/1/23,

collateralized

by

Government

Agency

Securities,

with

coupon

rate

2.875%

and

maturity

date

6/15/25,

valued

at

$21,970,823.

Futures

contracts

outstanding

as

of

January

31,

2023

were

as

follows:

Description

Number

of

long

(short)

contracts

Expiration

date

Notional

amount

Value

Unrealized

appreciation

(depreciation)

MSCI

EAFE

Index

196‌

03/17/23

 $

19,894,393‌

$

20,766,200‌

$

871,807‌

Equity

Index

Fund

January

31,

2023

Portfolio

of

investments

(unaudited)

88

SHARES

COMPANY

REFERENCERATE

&

SPREAD

VALUE

COMMON

STOCKS

-

99.6%

AUTOMOBILES

&

COMPONENTS

-

1

.7

%

73,044

*

Adient

plc

$

3,288,441‌

85,722

*

American

Axle

&

Manufacturing

Holdings,

Inc

760,354‌

237,586

*

Aptiv

plc

26,868,601‌

211,892

BorgWarner,

Inc

10,018,254‌

194,066

*,e

Canoo,

Inc

232,879‌

150,754

*

Cenntro

Electric

Group

Ltd

114,980‌

111,367

Dana

Inc

2,020,197‌

20,723

*

Dorman

Products,

Inc

2,011,374‌

119,971

*,e

Fisker,

Inc

893,784‌

3,452,313

Ford

Motor

Co

46,640,749‌

41,798

*

Fox

Factory

Holding

Corp

4,935,926‌

1,268,657

General

Motors

Co

49,883,593‌

225,393

Gentex

Corp

6,651,347‌

26,007

*

Gentherm,

Inc

1,935,701‌

296,266

*

Goodyear

Tire

&

Rubber

Co

3,332,993‌

132,079

Harley-Davidson,

Inc

6,079,596‌

41,093

*,e

Holley,

Inc

136,018‌

18,753

LCI

Industries,

Inc

2,104,462‌

53,688

Lear

Corp

7,826,637‌

298,149

*,e

Lordstown

Motors

Corp

390,575‌

428,068

*,e

Lucid

Group,

Inc

5,004,115‌

200,900

*,e

Luminar

Technologies,

Inc

1,340,003‌

37,350

*

Modine

Manufacturing

Co

892,292‌

12,250

*

Motorcar

Parts

of

America,

Inc

178,360‌

197,369

*,e

Mullen

Automotive,

Inc

67,875‌

17,563

Patrick

Industries,

Inc

1,246,446‌

187,621

*,e

QuantumScape

Corp

1,596,655‌

457,865

*

Rivian

Automotive,

Inc

8,882,581‌

46,512

*,e

Solid

Power,

Inc

155,815‌

16,474

Standard

Motor

Products,

Inc

666,538‌

20,436

*

Stoneridge,

Inc

503,952‌

2,294,990

*

Tesla,

Inc

397,538,168‌

42,695

Thor

Industries,

Inc

4,070,114‌

29,149

*

Visteon

Corp

4,557,155‌

24,358

Winnebago

Industries,

Inc

1,551,117‌

183,399

*,e

Workhorse

Group,

Inc

405,312‌

28,689

*

XPEL,

Inc

2,182,372‌

TOTAL

AUTOMOBILES

&

COMPONENTS

606,965,331‌

BANKS

-

4

.3

%

19,264

1st

Source

Corp

947,596‌

15,222

Amalgamated

Financial

Corp

349,345‌

26,709

Amerant

Bancorp

Inc

743,579‌

4,767

American

National

Bankshares,

Inc

164,986‌

50,096

Ameris

Bancorp

2,362,527‌

7,416

Arrow

Financial

Corp

244,061‌

161,860

Associated

Banc-Corp

3,627,283‌

87,996

Atlantic

Union

Bankshares

Corp

3,404,565‌

46,076

*

Axos

Financial,

Inc

2,217,177‌

52,464

Banc

of

California,

Inc

913,923‌

25,552

Bancfirst

Corp

2,200,794‌

8,255

e

Bank

First

Corp

659,244‌

6,230,334

Bank

of

America

Corp

221,052,250‌

35,591

e

Bank

of

Hawaii

Corp

2,722,356‌

6,797

Bank

of

Marin

Bancorp

207,105‌

41,122

Bank

of

NT

Butterfield

&

Son

Ltd

1,314,259‌

93,778

Bank

OZK

4,282,841‌

64,540

BankUnited

2,429,286‌

42,465

Banner

Corp

2,753,006‌

Portfolio

of

investments

(unaudited)

Equity

Index

Fund

January

31,

2023

89

continued

SHARES

COMPANY

REFERENCERATE

&

SPREAD

VALUE

BANKS—continued

13,280

Bar

Harbor

Bankshares

$

412,610‌

16,845

BCB

Bancorp,

Inc

303,042‌

45,048

Berkshire

Hills

Bancorp,

Inc

1,398,740‌

13,256

Blue

Ridge

Bankshares,

Inc

167,821‌

25,187

BOK

Financial

Corp

2,531,293‌

16,126

*

Bridgewater

Bancshares,

Inc

250,921‌

69,725

Brookline

Bancorp,

Inc

911,996‌

20,231

Business

First

Bancshares,

Inc

419,591‌

26,674

Byline

Bancorp,

Inc

661,515‌

147,992

Cadence

BanCorp

3,785,635‌

5,146

Cambridge

Bancorp

411,680‌

11,481

Camden

National

Corp

484,843‌

197

Capital

Bancorp,

Inc

4,235‌

4,674

Capital

City

Bank

Group,

Inc

151,765‌

109,579

Capitol

Federal

Financial

917,176‌

21,751

Capstar

Financial

Holdings,

Inc

378,685‌

16,499

*

Carter

Bankshares,

Inc

274,213‌

85,440

Cathay

General

Bancorp

3,755,942‌

16,564

Central

Pacific

Financial

Corp

374,346‌

1,706,878

Citigroup,

Inc

89,133,169‌

5,365

Citizens

&

Northern

Corp

126,936‌

420,949

Citizens

Financial

Group,

Inc

18,235,511‌

13,730

City

Holding

Co

1,301,467‌

5,944

Civista

Bancshares,

Inc

128,985‌

8,140

CNB

Financial

Corp

196,337‌

15,203

*

Coastal

Financial

Corp

694,321‌

59,238

Columbia

Banking

System,

Inc

1,831,047‌

28,774

*

Columbia

Financial,

Inc

571,164‌

103,353

Comerica,

Inc

7,576,808‌

114,783

Commerce

Bancshares,

Inc

7,639,956‌

62,057

Community

Bank

System,

Inc

3,581,309‌

14,544

Community

Trust

Bancorp,

Inc

626,556‌

34,091

ConnectOne

Bancorp,

Inc

810,343‌

33,310

*

CrossFirst

Bankshares,

Inc

449,685‌

48,386

Cullen/Frost

Bankers,

Inc

6,303,728‌

22,797

*

Customers

Bancorp,

Inc

692,345‌

144,179

CVB

Financial

Corp

3,492,015‌

29,954

Dime

Community

Bancshares,

Inc

893,228‌

27,023

Eagle

Bancorp,

Inc

1,283,322‌

130,541

East

West

Bancorp,

Inc

10,250,079‌

138,123

Eastern

Bankshares,

Inc

2,233,449‌

34,703

Enact

Holdings,

Inc

872,780‌

5,411

Enterprise

Bancorp,

Inc

192,307‌

29,950

Enterprise

Financial

Services

Corp

1,596,934‌

11,532

Equity

Bancshares,

Inc

344,230‌

8,798

Esquire

Financial

Holdings,

Inc

409,459‌

116,589

Essent

Group

Ltd

5,133,414‌

9,707

Farmers

&

Merchants

Bancorp,

Inc

276,164‌

12,212

Farmers

National

Banc

Corp

175,609‌

35,572

FB

Financial

Corp

1,336,084‌

8,455

Federal

Agricultural

Mortgage

Corp

(FAMC)

1,124,261‌

574,825

Fifth

Third

Bancorp

20,860,399‌

191,298

*,e

Finance

Of

America

Cos,

Inc

336,684‌

9,067

Financial

Institutions,

Inc

224,046‌

163,833

First

Bancorp

2,203,554‌

25,537

First

Bancorp

1,017,649‌

7,861

First

Bancorp,

Inc

233,157‌

15,263

First

Bancshares,

Inc

467,811‌

607

First

Bank

8,213‌

39,833

First

Busey

Corp

950,814‌

9,091

First

Business

Financial

Services,

Inc

325,458‌

Portfolio

of

investments

(unaudited)

Equity

Index

Fund

January

31,

2023

90

continued

SHARES

COMPANY

REFERENCERATE

&

SPREAD

VALUE

BANKS—continued

10,170

First

Citizens

Bancshares,

Inc

(Class

A)

$

7,909,006‌

139,668

First

Commonwealth

Financial

Corp

2,054,516‌

14,507

First

Community

Bancshares,

Inc

471,623‌

76,443

First

Financial

Bancorp

1,936,301‌

115,831

First

Financial

Bankshares,

Inc

4,125,900‌

4,468

First

Financial

Corp

200,703‌

29,791

First

Foundation,

Inc

462,654‌

11,724

e

First

Guaranty

Bancshares,

Inc

256,873‌

140,002

First

Hawaiian,

Inc

3,841,655‌

479,644

First

Horizon

National

Corp

11,861,596‌

11,154

First

Internet

Bancorp

293,239‌

100,128

First

Interstate

Bancsystem,

Inc

3,592,593‌

48,621

First

Merchants

Corp

2,073,199‌

12,500

First

Mid-Illinois

Bancshares,

Inc

401,625‌

12,953

First

of

Long

Island

Corp

228,750‌

157,032

First

Republic

Bank

22,122,668‌

10,253

*

First

Western

Financial,

Inc

269,141‌

15,793

Five

Star

Bancorp

425,779‌

13,945

Flushing

Financial

Corp

267,605‌

336,180

FNB

Corp

4,797,289‌

129,937

Fulton

Financial

Corp

2,173,846‌

16,035

*,e

FVCBankcorp,

Inc

274,680‌

20,011

German

American

Bancorp,

Inc

770,824‌

104,952

Glacier

Bancorp,

Inc

4,784,762‌

7,373

Great

Southern

Bancorp,

Inc

430,878‌

6,186

Greene

County

Bancorp,

Inc

302,805‌

5,229

Guaranty

Bancshares,

Inc

172,452‌

72,550

Hancock

Whitney

Corp

3,734,874‌

30,069

Hanmi

Financial

Corp

700,307‌

40,940

HarborOne

Northeast

Bancorp,

Inc

558,422‌

7,463

HBT

Financial,

Inc

156,499‌

35,713

Heartland

Financial

USA,

Inc

1,766,722‌

57,544

Heritage

Commerce

Corp

697,433‌

29,249

Heritage

Financial

Corp

834,474‌

48,488

Hilltop

Holdings,

Inc

1,585,558‌

1,749

Hingham

Institution

for

Savings

511,303‌

2,987

Home

Bancorp,

Inc

114,701‌

189,289

Home

Bancshares,

Inc

4,518,328‌

15,661

HomeStreet,

Inc

431,774‌

8,504

HomeTrust

Bancshares,

Inc

229,608‌

102,627

Hope

Bancorp,

Inc

1,322,862‌

39,049

Horizon

Bancorp

610,726‌

1,232,845

Huntington

Bancshares,

Inc

18,702,259‌

42,450

Independent

Bank

Corp

3,382,840‌

16,543

Independent

Bank

Corp

366,758‌

28,509

Independent

Bank

Group,

Inc

1,747,602‌

65,744

International

Bancshares

Corp

3,081,421‌

11,079

John

Marshall

Bancorp,

Inc

274,094‌

2,587,420

JPMorgan

Chase

&

Co

362,135,303‌

64,314

Kearny

Financial

Corp

603,265‌

749,627

Keycorp

14,385,342‌

56,398

Lakeland

Bancorp,

Inc

1,086,789‌

20,428

Lakeland

Financial

Corp

1,444,464‌

23,838

Live

Oak

Bancshares,

Inc

815,975‌

650

Luther

Burbank

Corp

7,631‌

149,665

M&T

Bank

Corp

23,347,740‌

13,130

Macatawa

Bank

Corp

144,693‌

9,212

Mercantile

Bank

Corp

316,248‌

14,385

Merchants

Bancorp

413,856‌

23,658

Meta

Financial

Group,

Inc

1,173,910‌

29,419

Metrocity

Bankshares,

Inc

594,852‌

Portfolio

of

investments

(unaudited)

Equity

Index

Fund

January

31,

2023

91

continued

SHARES

COMPANY

REFERENCERATE

&

SPREAD

VALUE

BANKS—continued

7,388

*

Metropolitan

Bank

Holding

Corp

$

438,699‌

329,728

MGIC

Investment

Corp

4,655,759‌

11,416

Mid

Penn

Bancorp,

Inc

359,262‌

23,372

Midland

States

Bancorp,

Inc

595,519‌

6,127

MidWestOne

Financial

Group,

Inc

190,856‌

80,446

*

Mr

Cooper

Group,

Inc

3,699,712‌

7,598

MVB

Financial

Corp

167,764‌

22,010

National

Bank

Holdings

Corp

929,482‌

35,972

NBT

Bancorp,

Inc

1,414,059‌

597,633

New

York

Community

Bancorp,

Inc

5,970,354‌

9,277

*

Nicolet

Bankshares,

Inc

676,201‌

62,520

*

NMI

Holdings,

Inc

1,452,340‌

46,460

Northfield

Bancorp,

Inc

694,577‌

104,851

Northwest

Bancshares,

Inc

1,482,593‌

53,843

OceanFirst

Financial

Corp

1,287,925‌

39,594

OFG

Bancorp

1,120,906‌

241,962

Old

National

Bancorp

4,234,335‌

15,788

Old

Second

Bancorp,

Inc

268,238‌

21,000

Origin

Bancorp,

Inc

787,500‌

3,740

Orrstown

Financial

Services,

Inc

92,565‌

92,085

Pacific

Premier

Bancorp,

Inc

2,978,029‌

89,618

PacWest

Bancorp

2,478,834‌

11,966

Park

National

Corp

1,498,741‌

13,292

Parke

Bancorp,

Inc

275,211‌

10,600

Peapack

Gladstone

Financial

Corp

393,154‌

25,625

PennyMac

Financial

Services,

Inc

1,727,637‌

23,909

Peoples

Bancorp,

Inc

709,380‌

8,413

Peoples

Financial

Services

Corp

428,895‌

58,710

Pinnacle

Financial

Partners,

Inc

4,622,238‌

398

*

Pioneer

Bancorp,

Inc

4,477‌

360,462

PNC

Financial

Services

Group,

Inc

59,631,229‌

61,128

Popular,

Inc

4,195,826‌

12,596

Preferred

Bank

895,953‌

29,544

Premier

Financial

Corp

739,191‌

5,879

Primis

Financial

Corp

69,607‌

85,183

Prosperity

Bancshares,

Inc

6,461,982‌

5,101

Provident

Bancorp

Inc

46,011‌

106,697

Provident

Financial

Services,

Inc

2,503,112‌

14,544

QCR

Holdings,

Inc

764,433‌

137,907

Radian

Group,

Inc

3,047,745‌

23,011

RBB

Bancorp

463,442‌

4,675

Red

River

Bancshares

Inc

237,957‌

802,304

Regions

Financial

Corp

18,886,236‌

44,579

Renasant

Corp

1,586,121‌

4,277

Republic

Bancorp,

Inc

(Class

A)

192,379‌

30,260

*,e

Republic

First

Bancorp,

Inc

66,572‌

102,918

e

Rocket

Cos,

Inc

968,458‌

34,231

S&T

Bancorp,

Inc

1,245,324‌

35,885

Sandy

Spring

Bancorp,

Inc

1,212,913‌

71,343

Seacoast

Banking

Corp

of

Florida

2,290,824‌

43,049

ServisFirst

Bancshares,

Inc

2,935,081‌

15,425

Shore

Bancshares,

Inc

269,629‌

5,427

Sierra

Bancorp

114,293‌

54,637

Signature

Bank

7,045,441‌

27,691

*,e

Silvergate

Capital

Corp

394,320‌

101,705

Simmons

First

National

Corp

(Class

A)

2,269,039‌

16,613

SmartFinancial,

Inc

448,053‌

366

South

Plains

Financial

Inc

10,285‌

72,091

South

State

Corp

5,738,444‌

2,839

*

Southern

First

Bancshares,

Inc

119,493‌

5,867

Southern

Missouri

Bancorp,

Inc

284,080‌

Portfolio

of

investments

(unaudited)

Equity

Index

Fund

January

31,

2023

92

continued

SHARES

COMPANY

REFERENCERATE

&

SPREAD

VALUE

BANKS—continued

25,174

Southside

Bancshares,

Inc

$

953,591‌

39,498

Stellar

Bancorp,

Inc

1,110,289‌

21,811

Stock

Yards

Bancorp,

Inc

1,307,788‌

6,059

e

Summit

Financial

Group,

Inc

157,231‌

53,505

*

SVB

Financial

Group

16,182,052‌

114,400

Synovus

Financial

Corp

4,799,080‌

40,076

*

Texas

Capital

Bancshares,

Inc

2,647,821‌

41,223

TFS

Financial

Corp

587,428‌

38,659

*

The

Bancorp,

Inc

1,311,700‌

11,508

Tompkins

Financial

Corp

866,898‌

58,073

Towne

Bank

1,769,484‌

25,146

Trico

Bancshares

1,271,130‌

18,271

Triumph

Bancorp,

Inc

1,018,243‌

1,176,757

Truist

Financial

Corp

58,120,028‌

20,180

TrustCo

Bank

Corp

NY

724,664‌

47,111

Trustmark

Corp

1,371,872‌

40,148

UMB

Financial

Corp

3,620,948‌

191,110

Umpqua

Holdings

Corp

3,478,202‌

106,114

United

Bankshares,

Inc

4,265,783‌

107,111

United

Community

Banks,

Inc

3,485,392‌

22,856

Univest

Financial

Corp

620,540‌

1,200,795

US

Bancorp

59,799,591‌

75,868

e

UWM

Holdings

Corp

347,475‌

428,136

Valley

National

Bancorp

5,086,256‌

35,703

Veritex

Holdings,

Inc

1,005,039‌

34,749

Walker

&

Dunlop,

Inc

3,314,360‌

83,828

Washington

Federal,

Inc

2,972,541‌

16,423

Washington

Trust

Bancorp,

Inc

702,412‌

20,122

Waterstone

Financial,

Inc

323,964‌

158,736

Webster

Financial

Corp

8,357,450‌

3,384,618

Wells

Fargo

&

Co

158,637,046‌

53,314

WesBanco,

Inc

1,981,681‌

8,649

West

Bancorporation,

Inc

189,413‌

21,091

Westamerica

Bancorporation

1,171,816‌

99,588

Western

Alliance

Bancorp

7,505,948‌

47,645

Wintrust

Financial

Corp

4,358,088‌

48,660

WSFS

Financial

Corp

2,350,765‌

122,076

Zions

Bancorporation

6,489,560‌

TOTAL

BANKS

1,539,666,898‌

CAPITAL

GOODS

-

6

.5

%

487,886

3M

Co

56,145,921‌

119,824

A.O.

Smith

Corp

8,112,085‌

37,675

Aaon,

Inc

2,875,356‌

24,480

*

AAR

Corp

1,259,251‌

27,479

Acuity

Brands,

Inc

5,180,341‌

57,047

Advanced

Drainage

Systems,

Inc

5,752,620‌

108,026

Aecom

Technology

Corp

9,427,429‌

83,155

*

Aerojet

Rocketdyne

Holdings,

Inc

4,650,028‌

22,936

*

Aerovironment,

Inc

2,040,616‌

28,197

*

AerSale

Corp

524,746‌

55,228

AGCO

Corp

7,628,644‌

109,268

Air

Lease

Corp

4,913,782‌

7,671

Alamo

Group,

Inc

1,200,281‌

35,627

Albany

International

Corp

(Class

A)

3,995,568‌

80,166

Allegion

plc

9,423,513‌

6,418

Allied

Motion

Technologies,

Inc

260,828‌

101,357

Allison

Transmission

Holdings,

Inc

4,569,174‌

13,325

Alta

Equipment

Group,

Inc

225,859‌

66,517

Altra

Industrial

Motion

Corp

4,062,193‌

36,782

*

Ameresco,

Inc

2,371,336‌

Portfolio

of

investments

(unaudited)

Equity

Index

Fund

January

31,

2023

93

continued

SHARES

COMPANY

REFERENCERATE

&

SPREAD

VALUE

CAPITAL

GOODS—continued

13,260

*

American

Woodmark

Corp

$

759,665‌

208,598

Ametek,

Inc

30,230,022‌

175,284

*

API

Group

Corp

3,898,316‌

18,861

Apogee

Enterprises,

Inc

883,449‌

31,823

Applied

Industrial

Technologies,

Inc

4,557,372‌

99,588

*,e

Archer

Aviation,

Inc

288,805‌

53,235

Arcosa,

Inc

3,155,238‌

11,927

Argan,

Inc

465,034‌

49,889

Armstrong

World

Industries,

Inc

3,861,908‌

120,554

*

Array

Technologies,

Inc

2,679,915‌

18,121

Astec

Industries,

Inc

799,861‌

185,186

*

Astra

Space,

Inc

117,741‌

18,079

*

Astronics

Corp

268,473‌

35,759

*

Atkore

International

Group,

Inc

4,657,610‌

62,164

*

Axon

Enterprise,

Inc

12,149,332‌

86,875

*

AZEK

Co,

Inc

2,096,294‌

18,636

AZZ,

Inc

791,657‌

42,265

*

Babcock

&

Wilcox

Enterprises,

Inc

280,640‌

38,782

Barnes

Group,

Inc

1,716,491‌

47,218

*

Beacon

Roofing

Supply,

Inc

2,685,760‌

170,455

*,e

Berkshire

Grey,

Inc

192,614‌

29,480

*,e

Blink

Charging

Co

401,223‌

142,113

*

Bloom

Energy

Corp

3,542,877‌

11,902

*

Blue

Bird

Corp

172,579‌

11,443

*

BlueLinx

Holdings,

Inc

993,481‌

488,108

*

Boeing

Co

103,967,004‌

34,874

Boise

Cascade

Co

2,614,504‌

20,563

Brookfield

Business

Corp

465,752‌

138,501

*

Builders

FirstSource,

Inc

11,038,530‌

90,817

BWX

Technologies,

Inc

5,527,123‌

9,104

Cadre

Holdings,

Inc

208,391‌

13,838

Caesarstone

Sdot-Yam

Ltd

86,349‌

46,674

Carlisle

Cos,

Inc

11,708,640‌

749,984

Carrier

Global

Corp

34,146,772‌

459,994

Caterpillar,

Inc

116,051,886‌

241,193

*,e

ChargePoint

Holdings,

Inc

2,928,083‌

38,028

*

Chart

Industries,

Inc

5,094,991‌

21,040

*

CIRCOR

International,

Inc

581,756‌

20,834

Columbus

McKinnon

Corp

748,982‌

29,839

Comfort

Systems

USA,

Inc

3,611,713‌

917

*

Concrete

Pumping

Holdings

Inc

7,464‌

29,596

*

Construction

Partners

Inc

837,271‌

56,775

*

Core

&

Main,

Inc

1,253,024‌

39,888

Crane

Holdings

Co

4,623,418‌

12,276

CSW

Industrials,

Inc

1,659,838‌

121,648

Cummins,

Inc

30,356,042‌

34,560

Curtiss-Wright

Corp

5,730,048‌

57,706

*,e

Custom

Truck

One

Source,

Inc

408,559‌

82,645

*,e

Decarbonization

Plus

Acquisition

Corp

176,034‌

245,535

Deere

&

Co

103,822,019‌

322,322

*,e

Desktop

Metal,

Inc

541,501‌

124,844

Donaldson

Co,

Inc

7,784,023‌

17,667

Douglas

Dynamics,

Inc

713,923‌

120,680

Dover

Corp

18,322,844‌

7,712

*

Ducommun,

Inc

445,599‌

13,025

*

DXP

Enterprises,

Inc

394,658‌

22,700

*

Dycom

Industries,

Inc

2,164,899‌

351,928

Eaton

Corp

57,086,241‌

40,967

EMCOR

Group,

Inc

6,073,358‌

526,103

Emerson

Electric

Co

47,465,013‌

16,665

Encore

Wire

Corp

2,690,231‌

Portfolio

of

investments

(unaudited)

Equity

Index

Fund

January

31,

2023

94

continued

SHARES

COMPANY

REFERENCERATE

&

SPREAD

VALUE

CAPITAL

GOODS—continued

47,978

*

Energy

Recovery,

Inc

$

1,061,753‌

98,206

*,e

Energy

Vault

Holdings,

Inc

416,393‌

57,294

Enerpac

Tool

Group

Corp

1,520,583‌

34,599

EnerSys

2,872,409‌

87,496

*

Enovix

Corp

694,718‌

16,945

EnPro

Industries,

Inc

2,051,531‌

58,011

Esab

Corp

3,353,616‌

19,986

ESCO

Technologies,

Inc

1,967,422‌

83,566

*,e

ESS

Tech,

Inc

184,681‌

114,014

*

Evoqua

Water

Technologies

Corp

5,530,819‌

503,026

Fastenal

Co

25,427,964‌

47,719

Federal

Signal

Corp

2,541,037‌

101,738

Flowserve

Corp

3,501,822‌

25,385

*,e

Fluence

Energy,

Inc

612,794‌

147,778

*

Fluor

Corp

5,430,842‌

320,741

Fortive

Corp

21,820,010‌

107,925

Fortune

Brands

Home

&

Security,

Inc

6,962,242‌

38,542

Franklin

Electric

Co,

Inc

3,480,343‌

61,150

*,e

FTC

Solar,

Inc

168,163‌

358,973

*,e

FuelCell

Energy,

Inc

1,313,841‌

160,708

*

Gates

Industrial

Corp

plc

2,122,953‌

27,685

GATX

Corp

3,168,548‌

59,839

*

Generac

Holdings,

Inc

7,216,583‌

216,720

General

Dynamics

Corp

50,508,763‌

969,543

General

Electric

Co

78,028,821‌

27,344

*

Gibraltar

Industries,

Inc

1,464,818‌

11,337

Global

Industrial

Co

298,050‌

39,078

*

GMS,

Inc

2,318,107‌

19,536

Gorman-Rupp

Co

561,269‌

152,702

Graco,

Inc

10,432,601‌

154,211

GrafTech

International

Ltd

1,008,540‌

40,702

Granite

Construction,

Inc

1,733,091‌

63,016

*

Great

Lakes

Dredge

&

Dock

Corp

433,550‌

25,927

Greenbrier

Cos,

Inc

801,663‌

42,215

Griffon

Corp

1,725,749‌

22,964

H&E

Equipment

Services,

Inc

1,168,638‌

56,695

*,e

Hayward

Holdings,

Inc

764,816‌

43,343

HEICO

Corp

7,409,486‌

72,600

HEICO

Corp

(Class

A)

9,705,168‌

441,054

*

Heliogen,

Inc

281,216‌

24,756

Helios

Technologies,

Inc

1,633,896‌

26,573

Herc

Holdings,

Inc

4,127,318‌

81,651

Hexcel

Corp

5,762,928‌

55,966

Hillenbrand,

Inc

2,622,567‌

106,925

*

Hillman

Solutions

Corp

1,026,480‌

598,496

Honeywell

International,

Inc

124,774,446‌

328,533

Howmet

Aerospace,

Inc

13,368,008‌

47,823

Hubbell,

Inc

10,947,163‌

34,578

*

Hudson

Technologies,

Inc

353,041‌

32,215

Huntington

Ingalls

7,104,696‌

39,661

*,e

Hydrofarm

Holdings

Group,

Inc

74,166‌

88,714

*,e

Hyliion

Holdings

Corp

317,596‌

7,398

Hyster-Yale

Materials

Handling,

Inc

239,917‌

68,298

IDEX

Corp

16,369,665‌

9,052

*

IES

Holdings,

Inc

360,360‌

272,147

Illinois

Tool

Works,

Inc

64,237,578‌

365,372

Ingersoll

Rand,

Inc

20,460,832‌

16,162

Insteel

Industries,

Inc

484,698‌

68,836

ITT,

Inc

6,304,689‌

65,108

*

Janus

International

Group,

Inc

716,188‌

169,585

*

JELD-WEN

Holding,

Inc

2,145,250‌

Portfolio

of

investments

(unaudited)

Equity

Index

Fund

January

31,

2023

95

continued

SHARES

COMPANY

REFERENCERATE

&

SPREAD

VALUE

CAPITAL

GOODS—continued

31,877

John

Bean

Technologies

Corp

$

3,561,617‌

611,073

Johnson

Controls

International

plc

42,512,349‌

9,592

Kadant,

Inc

1,954,562‌

23,713

Kaman

Corp

598,042‌

65,544

Kennametal,

Inc

1,868,004‌

92,618

*

Kratos

Defense

&

Security

Solutions,

Inc

1,060,476‌

164,799

L3Harris

Technologies,

Inc

35,402,121‌

2,093

*

Lawson

Products,

Inc

86,441‌

26,217

Lennox

International,

Inc

6,832,675‌

49,125

Lincoln

Electric

Holdings,

Inc

8,197,489‌

8,690

Lindsay

Corp

1,361,028‌

207,445

Lockheed

Martin

Corp

96,100,971‌

31,560

Luxfer

Holdings

plc

522,318‌

26,764

*

Manitowoc

Co,

Inc

366,667‌

189,513

Masco

Corp

10,082,092‌

17,983

*

Masonite

International

Corp

1,640,409‌

49,502

*

Mastec,

Inc

4,862,581‌

107,925

*

Masterbrand,

Inc

992,910‌

61,987

Maxar

Technologies,

Inc

3,202,868‌

22,508

McGrath

RentCorp

2,240,446‌

203,967

MDU

Resources

Group,

Inc

6,304,620‌

57,974

*

Mercury

Systems,

Inc

2,897,830‌

136,621

*

Microvast

Holdings,

Inc

222,692‌

44,005

*

Middleby

Corp

6,840,577‌

12,956

Miller

Industries,

Inc

375,854‌

28,046

Moog,

Inc

(Class

A)

2,673,345‌

77,007

*

MRC

Global,

Inc

1,047,295‌

41,467

MSC

Industrial

Direct

Co

(Class

A)

3,429,321‌

47,311

Mueller

Industries,

Inc

3,101,236‌

127,783

Mueller

Water

Products,

Inc

(Class

A)

1,616,455‌

16,136

*

MYR

Group,

Inc

1,598,432‌

3,880

National

Presto

Industries,

Inc

297,247‌

234,141

*,e

Nikola

Corp

634,522‌

51,791

Nordson

Corp

12,600,750‌

128,456

Northrop

Grumman

Corp

57,553,426‌

5,310

*

Northwest

Pipe

Co

198,594‌

82,939

*

NOW,

Inc

1,164,464‌

26,440

*,e

NuScale

Power

Corp

281,850‌

11,407

*

NV5

Global

Inc

1,520,439‌

162,635

nVent

Electric

plc

6,464,741‌

2,460

e

Omega

Flex,

Inc

261,498‌

52,982

Oshkosh

Corp

5,339,526‌

373,738

Otis

Worldwide

Corp

30,732,476‌

80,311

Owens

Corning,

Inc

7,762,058‌

302,152

PACCAR,

Inc

33,028,235‌

17,936

Park

Aerospace

Corp

249,490‌

113,285

Parker-Hannifin

Corp

36,930,910‌

28,133

*

Parsons

Corp

1,224,348‌

138,317

Pentair

plc

7,659,995‌

44,109

*

PGT

Innovations,

Inc

957,165‌

460,362

*,e

Plug

Power,

Inc

7,835,361‌

6,448

Powell

Industries,

Inc

255,986‌

1,196

Preformed

Line

Products

Co

105,643‌

60,342

Primoris

Services

Corp

1,605,097‌

177,926

*,e

Proterra,

Inc

907,423‌

21,351

*

Proto

Labs,

Inc

653,341‌

25,421

Quanex

Building

Products

Corp

658,150‌

122,446

Quanta

Services,

Inc

18,635,057‌

1,301,698

Raytheon

Technologies

Corp

129,974,545‌

26,664

*

RBC

Bearings,

Inc

6,505,216‌

60,117

Regal-Beloit

Corp

8,368,286‌

Portfolio

of

investments

(unaudited)

Equity

Index

Fund

January

31,

2023

96

continued

SHARES

COMPANY

REFERENCERATE

&

SPREAD

VALUE

CAPITAL

GOODS—continued

115,983

*

Resideo

Technologies,

Inc

$

2,230,353‌

36,153

REV

Group,

Inc

463,120‌

170,591

*,e

Rocket

Lab

USA,

Inc

847,837‌

101,640

Rockwell

Automation,

Inc

28,665,529‌

30,831

Rush

Enterprises,

Inc

(Class

A)

1,659,016‌

4,548

Rush

Enterprises,

Inc

(Class

B)

264,557‌

103,449

*

Sarcos

Technology

and

Robotics

Corp

62,069‌

119,164

Sensata

Technologies

Holding

plc

6,059,489‌

145,211

*

Shoals

Technologies

Group,

Inc

4,049,935‌

25,668

Shyft

Group,

Inc

854,488‌

38,684

Simpson

Manufacturing

Co,

Inc

4,143,443‌

42,241

*

SiteOne

Landscape

Supply,

Inc

6,399,934‌

47,587

Snap-On,

Inc

11,836,315‌

122,961

Spirit

Aerosystems

Holdings,

Inc

(Class

A)

4,445,040‌

34,159

*

SPX

Technologies,

Inc

2,562,267‌

8,739

Standex

International

Corp

1,009,966‌

121,491

Stanley

Black

&

Decker,

Inc

10,850,361‌

126,000

*,e

Stem,

Inc

1,242,360‌

20,407

*

Sterling

Construction

Co,

Inc

742,611‌

184,580

*

Sunrun,

Inc

4,850,762‌

14,704

Tennant

Co

1,031,192‌

80,118

Terex

Corp

4,083,614‌

40,242

Textainer

Group

Holdings

Ltd

1,364,204‌

175,046

Textron,

Inc

12,752,101‌

23,343

*

Thermon

Group

Holdings

539,690‌

50,017

Timken

Co

4,118,900‌

53,749

*

Titan

International,

Inc

897,071‌

14,352

*

Titan

Machinery,

Inc

630,627‌

94,336

Toro

Co

10,520,351‌

45,085

*

TPI

Composites,

Inc

588,359‌

205,359

Trane

Technologies

plc

36,783,904‌

5,325

*

Transcat

Inc

444,744‌

45,551

TransDigm

Group,

Inc

32,694,230‌

90,020

*

Trex

Co,

Inc

4,745,854‌

69,451

Trinity

Industries,

Inc

1,998,105‌

63,930

Triton

International

Ltd

4,516,015‌

48,910

*

Triumph

Group,

Inc

557,085‌

51,028

*

Tutor

Perini

Corp

467,927‌

50,326

UFP

Industries,

Inc

4,707,997‌

61,097

*

United

Rentals,

Inc

26,940,722‌

140,651

*

Univar

Solutions

Inc

4,849,646‌

19,082

Valmont

Industries,

Inc

6,291,908‌

11,878

*

Vectrus,

Inc

524,532‌

236,670

*,e

Velo3D,

Inc

568,008‌

11,760

Veritiv

Corp

1,470,470‌

249,794

Vertiv

Holdings

Co

3,552,071‌

16,098

*

Vicor

Corp

1,117,684‌

164,836

*

View,

Inc

135,166‌

217,140

*,e

Virgin

Galactic

Holdings,

Inc

1,198,613‌

38,746

W.W.

Grainger,

Inc

22,839,992‌

40,766

Wabash

National

Corp

1,050,132‌

26,572

e

Watsco,

Inc

7,635,996‌

27,712

Watts

Water

Technologies,

Inc

(Class

A)

4,531,466‌

41,865

*

WESCO

International,

Inc

6,238,304‌

161,716

Westinghouse

Air

Brake

Technologies

Corp

16,787,738‌

174,669

*

WillScot

Mobile

Mini

Holdings

Corp

8,464,460‌

48,289

Woodward

Inc

4,938,033‌

153,650

Xylem,

Inc

15,981,137‌

92,718

Zurn

Water

Solutions

Corp

2,026,815‌

TOTAL

CAPITAL

GOODS

2,350,843,183‌

Portfolio

of

investments

(unaudited)

Equity

Index

Fund

January

31,

2023

97

continued

SHARES

COMPANY

REFERENCERATE

&

SPREAD

VALUE

COMMERCIAL

&

PROFESSIONAL

SERVICES

-

1

.1

%

74,230

ABM

Industries,

Inc

$

3,482,129‌

94,105

ACCO

Brands

Corp

597,567‌

90,162

*

ACV

Auctions,

Inc

883,588‌

272,563

*

Alight,

Inc

2,559,367‌

14,321

e

Aris

Water

Solution,

Inc

221,832‌

40,816

*

ASGN

Inc

3,712,215‌

10,334

*

Atlas

Technical

Consultants,

Inc

125,351‌

5,507

Barrett

Business

Services,

Inc

547,286‌

113,988

Booz

Allen

Hamilton

Holding

Co

10,787,824‌

59,331

Brady

Corp

(Class

A)

3,172,429‌

35,982

*

BrightView

Holdings,

Inc

286,057‌

36,672

Brink's

Co

2,405,683‌

18,835

*

CACI

International,

Inc

(Class

A)

5,802,875‌

43,026

*

Casella

Waste

Systems,

Inc

(Class

A)

3,447,243‌

44,572

*

CBIZ,

Inc

2,121,182‌

14,083

*

Cimpress

plc

460,373‌

78,541

Cintas

Corp

34,851,783‌

400,916

*

Clarivate

Analytics

plc

4,458,186‌

46,261

*

Clean

Harbors,

Inc

6,027,808‌

385,801

*

Copart,

Inc

25,698,205‌

104,364

*

CoreCivic,

Inc

1,110,433‌

358,171

*

CoStar

Group,

Inc

27,901,521‌

4,636

CRA

International,

Inc

550,942‌

32,030

Deluxe

Corp

640,280‌

41,168

*

Driven

Brands

Holdings,

Inc

1,201,694‌

202,898

Dun

&

Bradstreet

Holdings,

Inc

2,972,456‌

17,354

Ennis,

Inc

368,599‌

107,770

Equifax,

Inc

23,946,494‌

43,415

Exponent,

Inc

4,451,774‌

47,573

*

First

Advantage

Corp

660,313‌

8,467

*

Forrester

Research,

Inc

313,787‌

9,450

*

Franklin

Covey

Co

438,480‌

32,878

*

FTI

Consulting,

Inc

5,244,699‌

100,798

*,e

Geo

Group,

Inc

1,159,177‌

63,399

*

Harsco

Corp

503,388‌

58,399

Healthcare

Services

Group

786,635‌

15,494

Heidrick

&

Struggles

International,

Inc

476,595‌

8,521

*

Heritage-Crystal

Clean,

Inc

316,981‌

57,994

Herman

Miller,

Inc

1,384,897‌

15,884

*

HireRight

Holdings

Corp

181,713‌

37,487

HNI

Corp

1,190,962‌

18,175

*

Huron

Consulting

Group,

Inc

1,236,627‌

129,212

*

IAA,

Inc

5,392,017‌

14,707

ICF

International,

Inc

1,502,908‌

31,153

Insperity,

Inc

3,443,964‌

41,965

Interface,

Inc

477,562‌

112,637

Jacobs

Solutions,

Inc

13,916,301‌

103,138

*

KAR

Auction

Services,

Inc

1,501,689‌

111,182

KBR,

Inc

5,695,854‌

26,308

Kelly

Services,

Inc

(Class

A)

476,175‌

15,300

Kforce,

Inc

858,789‌

27,589

Kimball

International,

Inc

(Class

B)

204,159‌

45,990

Korn/Ferry

International

2,483,000‌

85,584

*

Legalzoom.com,

Inc

725,752‌

119,247

Leidos

Holdings,

Inc

11,786,374‌

106,100

*,e

Li-Cycle

Holdings

Corp

577,184‌

41,289

Manpower,

Inc

3,598,749‌

24,504

Matthews

International

Corp

(Class

A)

907,628‌

20,072

*

Montrose

Environmental

Group,

Inc

1,087,100‌

37,863

MSA

Safety,

Inc

5,164,135‌

8,365

NL

Industries,

Inc

59,057‌

Portfolio

of

investments

(unaudited)

Equity

Index

Fund

January

31,

2023

98

continued

SHARES

COMPANY

REFERENCERATE

&

SPREAD

VALUE

COMMERCIAL

&

PROFESSIONAL

SERVICES—continued

136,262

Pitney

Bowes,

Inc

$

587,289‌

124,185

*,e

Planet

Labs

PBC

614,716‌

86,207

*

Quad

Graphics,

Inc

380,173‌

183,918

Republic

Services,

Inc

22,956,645‌

32,640

Resources

Connection,

Inc

563,693‌

99,094

Robert

Half

International,

Inc

8,319,932‌

224,067

Rollins,

Inc

8,156,039‌

45,185

Science

Applications

International

Corp

4,689,299‌

18,282

*

SP

Plus

Corp

689,414‌

75,038

Steelcase,

Inc

(Class

A)

585,296‌

70,641

*

Stericycle,

Inc

3,801,192‌

12,041

*

Sterling

Check

Corp

167,972‌

49,622

Tetra

Tech,

Inc

7,717,213‌

172,372

TransUnion

12,367,691‌

32,233

*

TriNet

Group,

Inc

2,431,980‌

28,337

*

TrueBlue,

Inc

556,255‌

16,691

Unifirst

Corp

3,312,162‌

89,145

*

Upwork,

Inc

1,155,319‌

138,722

Verisk

Analytics,

Inc

25,218,272‌

14,763

*

Viad

Corp

436,247‌

7,784

VSE

Corp

427,342‌

366,317

Waste

Management,

Inc

56,680,229‌

8,181

*

Willdan

Group,

Inc

155,766‌

TOTAL

COMMERCIAL

&

PROFESSIONAL

SERVICES

410,515,963‌

CONSUMER

DURABLES

&

APPAREL

-

1

.3

%

30,455

Acushnet

Holdings

Corp

1,429,862‌

76,176

*,e

Allbirds,

Inc

209,484‌

49,843

*,e

AMMO,

Inc

123,611‌

38,651

*

Beazer

Homes

USA,

Inc

632,717‌

73,338

Brunswick

Corp

6,184,594‌

111,523

*

Callaway

Golf

Co

2,731,198‌

116,854

*

Capri

Holdings

Ltd

7,769,623‌

32,879

Carter's,

Inc

2,741,122‌

7,789

*

Cavco

Industries,

Inc

2,072,653‌

33,104

Century

Communities,

Inc

2,025,965‌

18,432

Clarus

Corp

185,242‌

31,928

Columbia

Sportswear

Co

3,061,895‌

56,387

*

Crocs,

Inc

6,866,245‌

21,271

*

Deckers

Outdoor

Corp

9,092,927‌

272,299

DR

Horton,

Inc

26,873,188‌

29,383

*,e

Dream

Finders

Homes,

Inc

371,401‌

38,248

Ermenegildo

Zegna

Holditalia

S.p.A

438,322‌

18,468

Ethan

Allen

Interiors,

Inc

530,770‌

39,827

*

Fossil

Group,

Inc

226,217‌

144,532

*

Garmin

Ltd

14,291,324‌

34,007

*

G-III

Apparel

Group

Ltd

575,398‌

98,454

*

GoPro,

Inc

605,492‌

22,959

*

Green

Brick

Partners,

Inc

716,321‌

360,481

e

Hanesbrands,

Inc

3,042,460‌

116,960

Hasbro,

Inc

6,920,523‌

18,508

*

Helen

of

Troy

Ltd

2,093,440‌

5,577

*

Hovnanian

Enterprises,

Inc

322,797‌

18,104

Installed

Building

Products,

Inc

1,993,069‌

21,578

*,e

iRobot

Corp

971,010‌

4,650

Johnson

Outdoors,

Inc

318,339‌

92,103

KB

Home

3,541,360‌

54,223

e

Kontoor

Brands,

Inc

2,589,691‌

43,291

*

Landsea

Homes

Corp

287,019‌

29,783

*

Latham

Group,

Inc

131,045‌

34,974

La-Z-Boy,

Inc

994,311‌

Portfolio

of

investments

(unaudited)

Equity

Index

Fund

January

31,

2023

99

continued

SHARES

COMPANY

REFERENCERATE

&

SPREAD

VALUE

CONSUMER

DURABLES

&

APPAREL—continued

171

*

Legacy

Housing

Corp

$

3,423‌

103,147

Leggett

&

Platt,

Inc

3,771,054‌

205,013

Lennar

Corp

(Class

A)

20,993,331‌

14,807

Lennar

Corp

(Class

B)

1,278,733‌

17,151

*

LGI

Homes,

Inc

1,952,641‌

4,217

Lifetime

Brands,

Inc

33,778‌

9,027

*

Lovesac

Co

232,355‌

97,674

*

Lululemon

Athletica,

Inc

29,974,197‌

44,436

*

M/I

Homes,

Inc

2,657,273‌

16,019

*

Malibu

Boats,

Inc

970,591‌

7,010

Marine

Products

Corp

93,233‌

14,223

*

MasterCraft

Boat

Holdings,

Inc

409,054‌

290,098

*

Mattel,

Inc

5,935,405‌

78,543

MDC

Holdings,

Inc

2,965,784‌

38,891

*

Meritage

Homes

Corp

4,188,172‌

43,705

*

Mohawk

Industries,

Inc

5,247,222‌

11,843

Movado

Group,

Inc

418,769‌

301,601

Newell

Brands

Inc

4,813,552‌

1,094,432

Nike,

Inc

(Class

B)

139,354,027‌

2,456

*

NVR,

Inc

12,943,120‌

12,110

Oxford

Industries,

Inc

1,419,534‌

254,098

*,e

Peloton

Interactive,

Inc

3,285,487‌

29,917

*,e

PLBY

Group,

Inc

87,358‌

55,166

Polaris

Inc

6,335,263‌

190,942

Pulte

Homes,

Inc

10,862,690‌

121,687

*,e

Purple

Innovation,

Inc

705,785‌

55,322

PVH

Corp

4,973,448‌

37,049

Ralph

Lauren

Corp

4,588,519‌

5,184

Rocky

Brands,

Inc

163,192‌

114,981

*

Skechers

U.S.A.,

Inc

(Class

A)

5,536,335‌

47,179

*

Skyline

Champion

Corp

2,781,202‌

40,917

Smith

&

Wesson

Brands,

Inc

453,360‌

10,684

*,e

Snap

One

Holdings

Corp

102,460‌

101,207

*

Sonos,

Inc

1,866,257‌

61,788

Steven

Madden

Ltd

2,215,100‌

13,251

e

Sturm

Ruger

&

Co,

Inc

753,982‌

12,297

Superior

Uniform

Group,

Inc

146,703‌

208,948

Tapestry,

Inc

9,521,760‌

112,429

*

Taylor

Morrison

Home

Corp

4,024,958‌

138,066

Tempur

Sealy

International,

Inc

5,626,190‌

87,165

Toll

Brothers,

Inc

5,185,446‌

25,656

*

TopBuild

Corp

5,132,739‌

17,016

*

Traeger,

Inc

61,768‌

90,288

*

TRI

Pointe

Homes,

Inc

1,994,462‌

37,338

*

Tupperware

Brands

Corp

165,407‌

147,040

*

Under

Armour,

Inc

(Class

A)

1,821,826‌

158,135

*

Under

Armour,

Inc

(Class

C)

1,723,672‌

14,350

*

Unifi,

Inc

122,693‌

11,195

*

Universal

Electronics,

Inc

262,299‌

315,533

VF

Corp

9,762,591‌

147,749

*,e

Vinco

Ventures,

Inc

109,172‌

48,197

*

Vista

Outdoor,

Inc

1,414,582‌

54,490

*,e

Vizio

Holding

Corp

477,332‌

44,357

*,e

Vuzix

Corp

231,100‌

12,871

e

Weber,

Inc

105,027‌

45,873

Whirlpool

Corp

7,137,380‌

62,932

Wolverine

World

Wide,

Inc

1,015,093‌

90,338

*

YETI

Holdings,

Inc

4,043,529‌

TOTAL

CONSUMER

DURABLES

&

APPAREL

457,412,050‌

Portfolio

of

investments

(unaudited)

Equity

Index

Fund

January

31,

2023

100

continued

SHARES

COMPANY

REFERENCERATE

&

SPREAD

VALUE

CONSUMER

SERVICES

-

2

.4

%

53,962

*

2U,

Inc

$

465,692‌

44,163

*

Accel

Entertainment,

Inc

407,183‌

199,257

e

ADT,

Inc

1,751,469‌

40,945

*

Adtalem

Global

Education,

Inc

1,563,280‌

332,714

*

Airbnb,

Inc

36,967,853‌

14,657

*

American

Public

Education,

Inc

177,496‌

210,872

ARAMARK

Holdings

Corp

9,390,130‌

55,862

*,e

Bally's

Corp

1,109,978‌

217,392

*

Beachbody

Co,

Inc

135,044‌

613

*

Biglari

Holdings,

Inc

(B

Shares)

99,962‌

16,786

*

BJ's

Restaurants,

Inc

529,934‌

65,891

Bloomin'

Brands,

Inc

1,597,857‌

20,352

Bluegreen

Vacations

Holding

Corp

660,219‌

34,432

*

Booking

Holdings,

Inc

83,810,931‌

30,766

*

Bowlero

Corp

423,032‌

63,869

Boyd

Gaming

Corp

3,979,677‌

47,078

*

Bright

Horizons

Family

Solutions

3,614,649‌

34,204

*

Brinker

International,

Inc

1,349,690‌

183,476

*

Caesars

Entertainment,

Inc

9,551,761‌

919,645

*,e

Carnival

Corp

9,950,559‌

14,388

Carriage

Services,

Inc

466,459‌

20,956

*

Century

Casinos,

Inc

184,832‌

32,657

e

Cheesecake

Factory

1,281,787‌

111,136

*

Chegg,

Inc

2,307,183‌

24,801

*

Chipotle

Mexican

Grill,

Inc

(Class

A)

40,831,870‌

28,165

Choice

Hotels

International,

Inc

3,461,197‌

33,829

Churchill

Downs,

Inc

8,392,975‌

15,044

*

Chuy's

Holdings,

Inc

514,956‌

90,643

*

Coursera,

Inc

1,445,756‌

17,634

Cracker

Barrel

Old

Country

Store,

Inc

1,967,602‌

107,978

Darden

Restaurants,

Inc

15,977,505‌

31,883

*

Dave

&

Buster's

Entertainment,

Inc

1,382,128‌

51,535

*

Denny's

Corp

619,451‌

13,988

Dine

Brands

Global

Inc.

1,081,412‌

30,612

Domino's

Pizza,

Inc

10,806,036‌

355,745

*,e

DraftKings,

Inc

5,332,618‌

18,865

*

Duolingo,

Inc

1,801,419‌

12,624

El

Pollo

Loco

Holdings,

Inc

154,896‌

9,928

European

Wax

Center,

Inc

187,044‌

65,861

*

Everi

Holdings,

Inc

1,144,006‌

131,381

*

Expedia

Group,

Inc

15,016,848‌

32,101

*,e

F45

Training

Holdings,

Inc

99,513‌

7,507

*

First

Watch

Restaurant

Group,

Inc

121,613‌

65,408

*

frontdoor,

Inc

1,777,789‌

69,442

*,e

Full

House

Resorts,

Inc

612,478‌

20,325

*

Golden

Entertainment,

Inc

802,837‌

2,907

Graham

Holdings

Co

1,899,172‌

25,473

*

Grand

Canyon

Education,

Inc

2,969,133‌

136,267

H&R

Block,

Inc

5,311,688‌

68,714

*

Hilton

Grand

Vacations,

Inc

3,254,295‌

236,739

Hilton

Worldwide

Holdings,

Inc

34,348,462‌

38,154

*

Hyatt

Hotels

Corp

4,163,364‌

31,713

*

Inspired

Entertainment,

Inc

472,524‌

78,452

International

Game

Technology

plc

2,075,055‌

17,850

Jack

in

the

Box,

Inc

1,356,243‌

64,501

e

Krispy

Kreme,

Inc

786,912‌

4,617

*,e

Kura

Sushi

USA,

Inc

286,900‌

287,306

*

Las

Vegas

Sands

Corp

16,951,054‌

156,304

Laureate

Education,

Inc

1,716,218‌

100,776

*,e

Life

Time

Group

Holdings,

Inc

1,893,581‌

52,342

*,e

Lindblad

Expeditions

Holdings,

Inc

622,870‌

Portfolio

of

investments

(unaudited)

Equity

Index

Fund

January

31,

2023

101

continued

SHARES

COMPANY

REFERENCERATE

&

SPREAD

VALUE

CONSUMER

SERVICES—continued

234,176

Marriott

International,

Inc

(Class

A)

$

40,788,776‌

32,099

Marriott

Vacations

Worldwide

Corp

5,137,124‌

657,114

McDonald's

Corp

175,712,284‌

287,171

MGM

Resorts

International

11,891,751‌

58,624

*,e

Mister

Car

Wash,

Inc

602,068‌

9,918

*

Monarch

Casino

&

Resort,

Inc

759,917‌

4,184

*

NEOGAMES

S.A.

53,974‌

87,169

*

Noodles

&

Co

548,293‌

373,089

*

Norwegian

Cruise

Line

Holdings

Ltd

5,674,684‌

14,188

*

ONE

Group

Hospitality,

Inc

106,836‌

40,465

*

OneSpaWorld

Holdings

Ltd

425,287‌

25,431

e

Papa

John's

International,

Inc

2,280,906‌

143,228

*

Penn

National

Gaming,

Inc

5,077,433‌

53,516

*

Perdoceo

Education

Corp

801,135‌

77,329

*

Planet

Fitness,

Inc

6,545,900‌

17,418

*

Portillo's,

Inc

392,950‌

41,267

*

PowerSchool

Holdings,

Inc

929,333‌

6,723

RCI

Hospitality

Holdings,

Inc

610,381‌

44,870

Red

Rock

Resorts,

Inc

2,019,599‌

74,121

*,e

Rover

Group,

Inc

303,155‌

197,534

*

Royal

Caribbean

Cruises

Ltd

12,827,858‌

105,659

*

Rush

Street

Interactive,

Inc

453,277‌

33,773

Ruth's

Hospitality

Group

Inc

584,611‌

74,392

*

Scientific

Games

Corp

(Class

A)

4,854,078‌

39,441

*

SeaWorld

Entertainment,

Inc

2,460,724‌

142,813

Service

Corp

International

10,589,584‌

28,420

*

Shake

Shack,

Inc

1,616,530‌

59,980

*

Six

Flags

Entertainment

Corp

1,610,463‌

1,020,227

Starbucks

Corp

111,347,575‌

18,420

Strategic

Education,

Inc

1,719,507‌

31,895

*

Stride,

Inc

1,369,252‌

72,320

*,e

Sweetgreen,

Inc

749,958‌

24,593

*

Target

Hospitality

Corp

377,626‌

55,054

Texas

Roadhouse,

Inc

(Class

A)

5,529,073‌

65,334

Travel

&

Leisure

Co

2,768,202‌

57,747

*

Udemy,

Inc

724,147‌

92,719

*,e

Vacasa,

Inc

162,258‌

32,385

Vail

Resorts,

Inc

8,495,881‌

96,685

*

Vivint

Smart

Home,

Inc

1,158,286‌

143,392

Wendy's

3,197,642‌

29,256

Wingstop,

Inc

4,636,198‌

85,051

*,e

WW

International

Inc

422,703‌

70,675

Wyndham

Hotels

&

Resorts,

Inc

5,478,019‌

94,498

*

Wynn

Resorts

Ltd

9,793,773‌

30,216

*

Xponential

Fitness,

Inc

830,336‌

250,691

Yum!

Brands,

Inc

32,717,682‌

TOTAL

CONSUMER

SERVICES

850,553,106‌

DIVERSIFIED

FINANCIALS

-

5

.6

%

8,517

AFC

Gamma,

Inc

133,717‌

37,705

Affiliated

Managers

Group,

Inc

6,513,162‌

500,657

AGNC

Investment

Corp

5,807,621‌

11,648

Alerus

Financial

Corp

239,716‌

259,908

Ally

Financial,

Inc

8,444,411‌

12,632

A-Mark

Precious

Metals,

Inc

486,332‌

535,793

American

Express

Co

93,726,269‌

96,288

Ameriprise

Financial,

Inc

33,712,355‌

402,844

Annaly

Capital

Management,

Inc

9,454,749‌

106,416

Apollo

Commercial

Real

Estate

Finance,

Inc

1,295,083‌

432,381

Apollo

Global

Management,

Inc

30,603,927‌

110,220

Arbor

Realty

Trust,

Inc

1,645,585‌

Portfolio

of

investments

(unaudited)

Equity

Index

Fund

January

31,

2023

102

continued

SHARES

COMPANY

REFERENCERATE

&

SPREAD

VALUE

DIVERSIFIED

FINANCIALS—continued

27,305

Ares

Commercial

Real

Estate

Corp

$

335,305‌

140,006

Ares

Management

Corp

11,619,098‌

60,138

ARMOUR

Residential

REIT,

Inc

377,667‌

57,123

Artisan

Partners

Asset

Management,

Inc

2,103,269‌

17,886

*

Assetmark

Financial

Holdings,

Inc

474,694‌

2,527

Associated

Capital

Group,

Inc

96,152‌

3,923

*,e

Atlanticus

Holdings

Corp

127,497‌

14,956

e

B.

Riley

Financial,

Inc

639,070‌

26,431

Banco

Latinoamericano

de

Exportaciones

S.A.

(Class

E)

455,406‌

647,087

Bank

of

New

York

Mellon

Corp

32,723,190‌

1,601,199

*

Berkshire

Hathaway,

Inc

(Class

B)

498,805,512‌

250,087

BGC

Partners,

Inc

(Class

A)

1,087,878‌

134,263

BlackRock,

Inc

101,933,812‌

136,685

Blackstone

Mortgage

Trust,

Inc

3,258,570‌

614,680

Blackstone,

Inc

58,984,693‌

40,435

*

Blucora,

Inc

1,178,276‌

421,235

e

Blue

Owl

Capital,

Inc

5,299,136‌

34,377

Brightsphere

Investment

Group,

Inc

806,141‌

75,213

BrightSpire

Capital,

Inc

573,123‌

101,143

Broadmark

Realty

Capital,

Inc

443,006‌

67,189

*

Cannae

Holdings,

Inc

1,642,099‌

336,140

Capital

One

Financial

Corp

40,000,660‌

167,120

Carlyle

Group,

Inc

6,011,306‌

94,104

CBOE

Global

Markets,

Inc

11,563,500‌

1,356,454

Charles

Schwab

Corp

105,016,669‌

298,910

Chimera

Investment

Corp

2,179,054‌

73,807

Claros

Mortgage

Trust,

Inc

1,235,529‌

323,338

CME

Group,

Inc

57,120,891‌

23,385

Cohen

&

Steers,

Inc

1,718,096‌

140,126

*,e

Coinbase

Global,

Inc

8,194,568‌

48,064

e

Compass

Diversified

Trust

1,072,788‌

21,902

Cowen

Group,

Inc

851,550‌

5,569

*,e

Credit

Acceptance

Corp

2,576,442‌

18,727

e

Curo

Group

Holdings

Corp

75,657‌

2,708

Diamond

Hill

Investment

Group,

Inc

510,268‌

240,086

Discover

Financial

Services

28,025,239‌

22,077

*

Donnelley

Financial

Solutions,

Inc

1,006,932‌

20,144

Dynex

Capital,

Inc

290,275‌

40,420

Ellington

Financial

Inc

554,967‌

20,636

*

Encore

Capital

Group,

Inc

1,149,838‌

29,509

*

Enova

International,

Inc

1,347,086‌

328,033

Equitable

Holdings,

Inc

10,520,018‌

32,470

Evercore

Inc

4,214,931‌

29,783

*

Ezcorp,

Inc

(Class

A)

271,323‌

33,335

Factset

Research

Systems,

Inc

14,098,705‌

77,672

Federated

Investors,

Inc

(Class

B)

3,052,510‌

30,284

FirstCash

Holdings,

Inc

2,791,579‌

50,027

*

Focus

Financial

Partners,

Inc

2,258,719‌

66,905

Franklin

BSP

Realty

Trust,

Inc

970,123‌

268,366

Franklin

Resources,

Inc

8,373,019‌

24,464

GCM

Grosvenor,

Inc

219,197‌

291,999

Goldman

Sachs

Group,

Inc

106,816,154‌

42,206

Granite

Point

Mortgage

Trust,

Inc

281,936‌

40,633

*

Green

Dot

Corp

734,645‌

41,482

Hamilton

Lane,

Inc

3,229,789‌

67,998

Hannon

Armstrong

Sustainable

Infrastructure

Capital,

Inc

2,509,806‌

43,279

Houlihan

Lokey,

Inc

4,287,651‌

74,955

Interactive

Brokers

Group,

Inc

(Class

A)

5,991,903‌

496,028

Intercontinental

Exchange

Group,

Inc

53,347,811‌

301,130

Invesco

Ltd

5,573,916‌

30,169

Invesco

Mortgage

Capital,

Inc

443,183‌

Portfolio

of

investments

(unaudited)

Equity

Index

Fund

January

31,

2023

103

continued

SHARES

COMPANY

REFERENCERATE

&

SPREAD

VALUE

DIVERSIFIED

FINANCIALS—continued

64,698

Jackson

Financial,

Inc

$

2,849,300‌

110,296

Janus

Henderson

Group

plc

2,858,872‌

169,782

Jefferies

Financial

Group,

Inc

6,669,037‌

500,480

KKR

&

Co,

Inc

27,931,789‌

40,213

KKR

Real

Estate

Finance

Trust,

Inc

640,593‌

92,781

Ladder

Capital

Corp

1,039,147‌

77,741

Lazard

Ltd

(Class

A)

3,115,859‌

94,224

*

LendingClub

Corp

913,031‌

9,236

*

LendingTree,

Inc

366,300‌

71,235

LPL

Financial

Holdings,

Inc

16,891,243‌

33,472

MarketAxess

Holdings,

Inc

12,178,787‌

173,248

MFA

Financial,

Inc

2,059,919‌

46,337

Moelis

&

Co

2,166,255‌

141,283

Moody's

Corp

45,599,088‌

1,095,252

Morgan

Stanley

106,600,877‌

24,087

Morningstar,

Inc

5,850,251‌

69,038

MSCI,

Inc

(Class

A)

36,697,839‌

314,338

Nasdaq

Inc

18,920,004‌

92,124

Navient

Corp

1,747,592‌

11,634

Nelnet,

Inc

(Class

A)

1,110,931‌

28,654

*

NerdWallet,

Inc

334,965‌

456,355

New

Residential

Investment

Corp

4,294,301‌

309,429

New

York

Mortgage

Trust,

Inc

965,418‌

187,040

Northern

Trust

Corp

18,137,269‌

112,547

OneMain

Holdings,

Inc

4,855,278‌

78,886

*

Open

Lending

Corp

691,830‌

15,352

*

Oportun

Financial

Corp

107,618‌

8,014

Oppenheimer

Holdings,

Inc

381,547‌

91,464

*,e

OppFi,

Inc

210,367‌

19,881

Orchid

Island

Capital,

Inc

242,349‌

80,688

PennyMac

Mortgage

Investment

Trust

1,230,492‌

13,468

Piper

Jaffray

Cos

1,913,803‌

19,040

PJT

Partners,

Inc

1,523,771‌

35,342

*

PRA

Group,

Inc

1,422,162‌

51,803

*

PROG

Holdings,

Inc

1,154,689‌

172,098

Raymond

James

Financial,

Inc

19,407,491‌

49,956

Ready

Capital

Corp

660,918‌

92,635

Redwood

Trust,

Inc

774,429‌

6,059

Regional

Management

Corp

208,975‌

553,425

*,e

Robinhood

Markets,

Inc

5,761,154‌

289,849

S&P

Global,

Inc

108,675,984‌

16,501

Sculptor

Capital

Management,

Inc

153,294‌

102,332

SEI

Investments

Co

6,388,587‌

223,476

SLM

Corp

3,926,473‌

639,179

*,e

SoFi

Technologies,

Inc

4,429,510‌

224,423

Starwood

Property

Trust,

Inc

4,688,196‌

323,000

State

Street

Corp

29,499,590‌

36,890

StepStone

Group,

Inc

1,076,819‌

101,061

Stifel

Financial

Corp

6,812,522‌

12,459

*

StoneX

Group,

Inc

1,094,897‌

411,530

Synchrony

Financial

15,115,497‌

198,497

T

Rowe

Price

Group,

Inc

23,118,946‌

48,537

TPG

RE

Finance

Trust,

Inc

422,757‌

89,533

Tradeweb

Markets,

Inc

6,673,790‌

65,941

Two

Harbors

Investment

Corp

1,182,982‌

103,135

*,e

Upstart

Holdings,

Inc

1,926,562‌

13,602

Victory

Capital

Holdings,

Inc

403,163‌

83,473

Virtu

Financial,

Inc

1,611,864‌

5,785

Virtus

Investment

Partners,

Inc

1,243,081‌

19,982

*

Vitesse

Energy,

Inc

318,913‌

84,787

Voya

Financial,

Inc

5,915,589‌

Portfolio

of

investments

(unaudited)

Equity

Index

Fund

January

31,

2023

104

continued

SHARES

COMPANY

REFERENCERATE

&

SPREAD

VALUE

DIVERSIFIED

FINANCIALS—continued

103,714

WisdomTree

Investments,

Inc

$

597,393‌

3,402

*,e

World

Acceptance

Corp

325,639‌

TOTAL

DIVERSIFIED

FINANCIALS

2,001,602,342‌

ENERGY

-

5

.1

%

67,342

*,e

Aemetis,

Inc

314,487‌

54,108

*

Alto

Ingredients,

Inc

183,426‌

13,378

e

Altus

Midstream

Co

418,598‌

354,442

Antero

Midstream

Corp

3,863,418‌

236,663

*

Antero

Resources

Corp

6,825,361‌

284,371

APA

Corp

12,606,166‌

12,551

Arch

Resources,

Inc

1,857,799‌

230,335

Archrock,

Inc

2,282,620‌

38,962

*

Ardmore

Shipping

Corp

570,793‌

822,635

Baker

Hughes

Co

26,110,435‌

77,118

Berry

Petroleum

Co

LLC

709,486‌

59,068

Bonanza

Creek

Energy,

Inc

3,930,975‌

184,250

*,e

Borr

Drilling

Ltd

1,096,287‌

23,545

*

Bristow

Group,

Inc

719,064‌

715,309

Cabot

Oil

&

Gas

Corp

17,904,184‌

60,900

Cactus,

Inc

3,295,299‌

63,465

California

Resources

Corp

2,711,859‌

69,106

*

Callon

Petroleum

Co

2,940,460‌

6,408

*,e

Centrus

Energy

Corp

263,048‌

192,188

ChampionX

Corp

6,346,048‌

218,935

Cheniere

Energy,

Inc

33,451,079‌

103,453

Chesapeake

Energy

Corp

8,971,444‌

1,718,018

Chevron

Corp

298,969,492‌

119,423

*

Clean

Energy

Fuels

Corp

675,934‌

160,470

*

CNX

Resources

Corp

2,684,663‌

78,360

Comstock

Resources

Inc

952,074‌

1,102,161

ConocoPhillips

134,320,361‌

35,040

CONSOL

Energy,

Inc

2,026,363‌

38,578

e

Crescent

Energy,

Inc

465,251‌

25,484

CVR

Energy,

Inc

846,069‌

66,404

Delek

US

Holdings,

Inc

1,776,971‌

40,714

*

Denbury,

Inc

3,533,161‌

573,671

Devon

Energy

Corp

36,278,954‌

108,512

DHT

Holdings,

Inc

929,948‌

81,055

*

Diamond

Offshore

Drilling,

Inc

928,890‌

149,976

Diamondback

Energy,

Inc

21,914,493‌

29,682

*

DMC

Global,

Inc

674,969‌

26,271

Dorian

LPG

Ltd

521,479‌

24,796

*

Dril-Quip,

Inc

761,485‌

78,255

DT

Midstream,

Inc

4,277,418‌

34,468

*

Earthstone

Energy,

Inc

479,105‌

18,892

*,e

Empire

Petroleum

Corp

249,185‌

125,659

*,e

Energy

Fuels,

Inc

926,107‌

24,776

e

Enviva,

Inc

1,126,812‌

515,721

EOG

Resources,

Inc

68,204,102‌

321,440

EQT

Corp

10,501,445‌

333,011

Equitrans

Midstream

Corp

2,414,330‌

14,874

Excelerate

Energy,

Inc

346,564‌

3,662,609

d

Exxon

Mobil

Corp

424,899,270‌

45,569

FLEX

LNG

Ltd

1,417,196‌

61,762

*

Frank's

International

NV

1,166,684‌

185,773

e

Frontline

plc

2,569,241‌

155,431

*,e

Gevo,

Inc

329,514‌

74,372

*

Golar

LNG

Ltd

1,743,280‌

36,721

*

Green

Plains

Inc

1,276,789‌

9,482

*

Gulfport

Energy

Operating

Corp

646,198‌

Portfolio

of

investments

(unaudited)

Equity

Index

Fund

January

31,

2023

105

continued

SHARES

COMPANY

REFERENCERATE

&

SPREAD

VALUE

ENERGY—continued

753,386

Halliburton

Co

$

31,054,571‌

115,013

*

Helix

Energy

Solutions

Group,

Inc

912,053‌

80,959

Helmerich

&

Payne,

Inc

3,921,654‌

247,017

Hess

Corp

37,092,073‌

116,336

HF

Sinclair

Corp

6,619,518‌

5,102

e

HighPeak

Energy,

Inc

142,652‌

63,583

International

Seaways,

Inc

2,469,564‌

1,731,219

Kinder

Morgan,

Inc

31,681,308‌

371,399

*

Kosmos

Energy

Ltd

2,937,766‌

30,343

*

Laredo

Petroleum,

Inc

1,707,704‌

182,199

Liberty

Oilfield

Services,

Inc

2,884,210‌

132,805

Magnolia

Oil

&

Gas

Corp

3,135,526‌

568,226

Marathon

Oil

Corp

15,609,168‌

403,705

Marathon

Petroleum

Corp

51,884,167‌

87,382

Matador

Resources

Co

5,781,193‌

112,829

Murphy

Oil

Corp

4,920,473‌

13,020

*

Nabors

Industries

Ltd

2,311,571‌

6,771

Nacco

Industries,

Inc

(Class

A)

263,866‌

21,846

*

National

Energy

Services

Reunited

Corp

165,156‌

64,558

New

Fortress

Energy,

Inc

2,504,205‌

118,239

*

Newpark

Resources,

Inc

536,805‌

55,453

*,e

NextDecade

Corp

332,163‌

148,280

*

NexTier

Oilfield

Solutions,

Inc

1,396,798‌

88,878

*

Noble

Corp

plc

3,616,446‌

173,863

Nordic

American

Tankers

Ltd

528,544‌

80,018

Northern

Oil

and

Gas,

Inc

2,682,203‌

365,081

NOV,

Inc

8,922,580‌

34,605

Oasis

Petroleum,

Inc

4,959,935‌

697,029

Occidental

Petroleum

Corp

45,160,509‌

85,572

*

Oceaneering

International,

Inc

1,826,962‌

51,141

*

Oil

States

International,

Inc

437,767‌

390,310

ONEOK,

Inc

26,728,429‌

226,233

Ovintiv,

Inc

11,137,451‌

73,242

*

Par

Pacific

Holdings,

Inc

1,957,759‌

171,220

Patterson-UTI

Energy,

Inc

2,876,496‌

91,927

PBF

Energy,

Inc

3,860,015‌

75,201

PDC

Energy,

Inc

5,093,364‌

125,909

*

Peabody

Energy

Corp

3,511,602‌

17,240

Penn

Virginia

Corp

724,080‌

207,692

Permian

Resources

Corp

2,257,612‌

410,751

Phillips

66

41,186,003‌

212,659

Pioneer

Natural

Resources

Co

48,986,001‌

20,372

*

ProFrac

Holding

Corp

458,370‌

67,160

*

ProPetro

Holding

Corp

668,242‌

216,789

Range

Resources

Corp

5,424,061‌

12,543

*

Rex

American

Resources

Corp

410,407‌

9,335

Riley

Exploration

Permian,

Inc

309,829‌

83,799

*,e

Ring

Energy,

Inc

197,766‌

56,320

RPC,

Inc

558,694‌

25,758

*

SandRidge

Energy,

Inc

407,234‌

1,247,448

Schlumberger

Ltd

71,079,587‌

41,375

Scorpio

Tankers,

Inc

1,980,621‌

52,003

Select

Energy

Services,

Inc

456,586‌

109,369

SFL

Corp

Ltd

1,113,376‌

9,405

*,e

SilverBow

Resources,

Inc

247,069‌

76,979

Sitio

Royalties

Corp

2,045,332‌

100,220

SM

Energy

Co

3,294,231‌

22,723

Solaris

Oilfield

Infrastructure,

Inc

240,637‌

1,094,448

*

Southwestern

Energy

Co

6,041,353‌

106,268

*

Talos

Energy,

Inc

2,105,169‌

196,593

Targa

Resources

Investments,

Inc

14,748,407‌

Portfolio

of

investments

(unaudited)

Equity

Index

Fund

January

31,

2023

106

continued

SHARES

COMPANY

REFERENCERATE

&

SPREAD

VALUE

ENERGY—continued

114,175

*

Teekay

Corp

$

554,890‌

18,022

*

Teekay

Tankers

Ltd

553,095‌

409,081

*,e

Tellurian,

Inc

814,071‌

92,761

*

Tetra

Technologies,

Inc

367,334‌

5,095

Texas

Pacific

Land

Corp

10,168,856‌

55,469

*

Tidewater,

Inc

2,407,355‌

489,639

*,e

Uranium

Energy

Corp

1,973,245‌

138,061

*,e

Ur-Energy,

Inc

180,860‌

65,825

*

US

Silica

Holdings,

Inc

805,698‌

238,420

e

Vaalco

Energy,

Inc

1,108,653‌

48,936

*

Valaris

Ltd

3,554,711‌

334,355

Valero

Energy

Corp

46,819,731‌

43,503

*,e

Vertex

Energy,

Inc

316,702‌

109,415

*

W&T

Offshore,

Inc

680,561‌

62,988

*

Weatherford

International

Ltd

3,582,757‌

1,077,911

Williams

Cos,

Inc

34,751,851‌

51,846

World

Fuel

Services

Corp

1,467,242‌

TOTAL

ENERGY

1,816,818,638‌

FOOD

&

STAPLES

RETAILING

-

1

.4

%

175,934

Albertsons

Cos,

Inc

3,729,801‌

24,710

Andersons,

Inc

908,834‌

121,048

*

BJ's

Wholesale

Club

Holdings,

Inc

8,772,349‌

31,224

Casey's

General

Stores,

Inc

7,366,054‌

26,760

*

Chefs'

Warehouse

Holdings,

Inc

1,023,035‌

393,409

Costco

Wholesale

Corp

201,087,076‌

88,118

*

Grocery

Outlet

Holding

Corp

2,677,906‌

39,894

*,e

HF

Foods

Group

Inc

185,906‌

10,287

Ingles

Markets,

Inc

(Class

A)

977,265‌

590,696

Kroger

Co

26,362,762‌

10,760

Natural

Grocers

by

Vitamin

C

106,847‌

141,244

*

Performance

Food

Group

Co

8,661,082‌

17,934

Pricesmart,

Inc

1,332,676‌

45,057

*,e

Rite

Aid

Corp

164,458‌

29,053

SpartanNash

Co

920,399‌

90,053

*

Sprouts

Farmers

Market,

Inc

2,877,193‌

451,442

SYSCO

Corp

34,968,697‌

43,334

*

United

Natural

Foods,

Inc

1,803,561‌

171,952

*

US

Foods

Holding

Corp

6,556,530‌

4,683

Village

Super

Market

(Class

A)

108,927‌

617,954

Walgreens

Boots

Alliance,

Inc

22,777,784‌

1,264,227

Walmart,

Inc

181,884,338‌

15,315

Weis

Markets,

Inc

1,322,297‌

TOTAL

FOOD

&

STAPLES

RETAILING

516,575,777‌

FOOD,

BEVERAGE

&

TOBACCO

-

3

.2

%

114,071

*,e

22nd

Century

Group,

Inc

125,478‌

1,606,708

Altria

Group,

Inc

72,366,128‌

479,454

Archer-Daniels-Midland

Co

39,722,764‌

58,750

B&G

Foods,

Inc

(Class

A)

823,675‌

136,900

*,e

Benson

Hill,

Inc

366,892‌

44,201

*,e

Beyond

Meat,

Inc

726,222‌

9,869

*

Boston

Beer

Co,

Inc

(Class

A)

3,835,192‌

39,497

Brown-Forman

Corp

(Class

A)

2,626,550‌

162,711

Brown-Forman

Corp

(Class

B)

10,833,298‌

123,197

Bunge

Ltd

12,208,823‌

14,762

Calavo

Growers,

Inc

473,122‌

30,770

Cal-Maine

Foods,

Inc

1,760,659‌

171,667

Campbell

Soup

Co

8,914,667‌

45,386

*

Celsius

Holdings,

Inc

4,553,124‌

3,464,012

Coca-Cola

Co

212,413,216‌

Portfolio

of

investments

(unaudited)

Equity

Index

Fund

January

31,

2023

107

continued

SHARES

COMPANY

REFERENCERATE

&

SPREAD

VALUE

FOOD,

BEVERAGE

&

TOBACCO—continued

3,983

Coca-Cola

Consolidated

Inc

$

2,018,505‌

429,372

ConAgra

Brands,

Inc

15,968,345‌

133,780

Constellation

Brands,

Inc

(Class

A)

30,972,746‌

142,093

*

Darling

International,

Inc

9,419,345‌

35,513

*

Duckhorn

Portfolio,

Inc

574,600‌

184,112

Flowers

Foods,

Inc

5,098,061‌

35,907

Fresh

Del

Monte

Produce,

Inc

1,026,940‌

36,691

*

Freshpet,

Inc

2,323,641‌

528,321

General

Mills,

Inc

41,399,234‌

70,395

*

Hain

Celestial

Group,

Inc

1,444,505‌

133,591

Hershey

Co

30,004,539‌

272,420

Hormel

Foods

Corp

12,343,350‌

104,620

*

Hostess

Brands,

Inc

2,419,861‌

58,847

Ingredion,

Inc

6,049,472‌

11,897

J&J

Snack

Foods

Corp

1,704,840‌

95,331

J.M.

Smucker

Co

14,566,577‌

7,570

John

B.

Sanfilippo

&

Son,

Inc

639,741‌

222,679

Kellogg

Co

15,271,326‌

770,545

Keurig

Dr

Pepper,

Inc

27,184,828‌

638,058

Kraft

Heinz

Co

25,860,491‌

130,889

Lamb

Weston

Holdings,

Inc

13,074,502‌

15,350

Lancaster

Colony

Corp

2,945,818‌

25,123

*

Landec

Corp

156,014‌

224,720

McCormick

&

Co,

Inc

16,880,966‌

12,847

MGP

Ingredients,

Inc

1,253,096‌

27,917

*

Mission

Produce,

Inc

347,846‌

158,889

Molson

Coors

Brewing

Co

(Class

B)

8,354,384‌

1,221,718

Mondelez

International,

Inc

79,949,226‌

324,476

*

Monster

Beverage

Corp

33,771,462‌

21,824

*

National

Beverage

Corp

964,621‌

1,231,729

PepsiCo,

Inc

210,650,294‌

1,383,472

Philip

Morris

International,

Inc

144,213,121‌

43,159

*

Pilgrim's

Pride

Corp

1,047,901‌

44,550

*

Post

Holdings,

Inc

4,230,022‌

122,967

Primo

Water

Corp

1,924,434‌

241

Seaboard

Corp

944,841‌

4,216

*

Seneca

Foods

Corp

263,500‌

76,518

*

Simply

Good

Foods

Co

2,777,603‌

18,473

*

Sovos

Brands,

Inc

250,494‌

78,204

*

SunOpta,

Inc

638,927‌

35,294

*,e

Tattooed

Chef,

Inc

53,647‌

13,567

Tootsie

Roll

Industries,

Inc

606,852‌

39,282

*

TreeHouse

Foods,

Inc

1,902,427‌

10,723

Turning

Point

Brands,

Inc

248,881‌

248,347

Tyson

Foods,

Inc

(Class

A)

16,328,815‌

19,801

Universal

Corp

1,076,580‌

44,376

Utz

Brands,

Inc

739,304‌

159,177

Vector

Group

Ltd

2,061,342‌

28,681

*

Vita

Coco

Co,

Inc

389,201‌

18,534

*

Vital

Farms,

Inc

325,828‌

28,260

*

Whole

Earth

Brands,

Inc

107,105‌

TOTAL

FOOD,

BEVERAGE

&

TOBACCO

1,166,519,811‌

HEALTH

CARE

EQUIPMENT

&

SERVICES

-

6

.0

%

144,099

*

1Life

Healthcare,

Inc

2,304,143‌

1,525,839

Abbott

Laboratories

168,681,501‌

72,586

*

Acadia

Healthcare

Co,

Inc

6,098,676‌

87,948

*

Accolade,

Inc

1,026,353‌

57,601

*

AdaptHealth

Corp

1,234,389‌

11,376

*

Addus

HomeCare

Corp

1,223,148‌

28,381

*

Agiliti,

Inc

523,629‌

Portfolio

of

investments

(unaudited)

Equity

Index

Fund

January

31,

2023

108

continued

SHARES

COMPANY

REFERENCERATE

&

SPREAD

VALUE

HEALTH

CARE

EQUIPMENT

&

SERVICES—continued

150,845

*

agilon

health,

Inc

$

3,282,387‌

14,195

e

AirSculpt

Technologies,

Inc

82,615‌

67,055

*

Align

Technology,

Inc

18,086,745‌

68,336

*

Alignment

Healthcare,

Inc

843,950‌

106,021

*

Allscripts

Healthcare

Solutions,

Inc

1,898,836‌

52,892

*

Alphatec

Holdings

Inc

688,654‌

24,952

*

Amedisys,

Inc

2,411,860‌

213,233

*

American

Well

Corp

846,535‌

138,695

AmerisourceBergen

Corp

23,433,907‌

35,917

*

AMN

Healthcare

Services,

Inc

3,442,285‌

27,895

*

Angiodynamics,

Inc

363,193‌

32,313

*,e

Apollo

Medical

Holdings,

Inc

1,151,635‌

166,667

*,e

ATI

Physical

Therapy,

Inc

73,333‌

33,960

*

AtriCure,

Inc

1,469,789‌

1,124

Atrion

Corp

772,525‌

37,191

*

Avanos

Medical,

Inc

1,139,532‌

164,083

*

Aveanna

Healthcare

Holdings,

Inc

200,181‌

28,753

*

AxoGen,

Inc

272,291‌

47,663

*

Axonics

Modulation

Technologies,

Inc

2,926,508‌

438,958

Baxter

International,

Inc

20,055,991‌

254,231

Becton

Dickinson

&

Co

64,122,143‌

18,374

*

BioLife

Solutions

Inc

430,687‌

1,277,050

*

Boston

Scientific

Corp

59,063,562‌

146,444

*

Brookdale

Senior

Living,

Inc

421,759‌

139,920

*,e

Butterfly

Network,

Inc

384,780‌

228,351

Cardinal

Health,

Inc

17,640,115‌

31,027

*

Cardiovascular

Systems,

Inc

432,516‌

58,028

*,e

CareMax,

Inc

272,151‌

16,061

*

Castle

Biosciences,

Inc

434,932‌

495,545

*

Centene

Corp

37,780,351‌

104,711

*

Certara,

Inc

2,031,393‌

128,984

*

Cerus

Corp

405,010‌

14,037

Chemed

Corp

7,090,650‌

267,953

Cigna

Corp

84,852,677‌

305,440

*,e

Clover

Health

Investments

Corp

406,235‌

93,838

*

Community

Health

Systems,

Inc

489,834‌

20,990

*

Computer

Programs

&

Systems,

Inc

616,686‌

23,321

Conmed

Corp

2,233,219‌

42,387

Cooper

Cos,

Inc

14,790,096‌

7,699

*

Corvel

Corp

1,371,654‌

55,672

*

Cross

Country

Healthcare,

Inc

1,544,898‌

29,096

*

CryoLife,

Inc

379,412‌

86,186

*

Cue

Health,

Inc

225,807‌

13,300

*

Cutera,

Inc

463,239‌

1,166,446

CVS

Health

Corp

102,903,866‌

46,803

*

DaVita,

Inc

3,856,099‌

20,022

*

Definitive

Healthcare

Corp

247,872‌

172,495

Dentsply

Sirona,

Inc

6,352,991‌

338,848

*

Dexcom,

Inc

36,287,232‌

64,461

*

DocGo,

Inc

644,610‌

108,828

*,e

Doximity,

Inc

3,838,364‌

550,987

*

Edwards

Lifesciences

Corp

42,260,703‌

214,357

Elevance

Health,

Inc

107,176,356‌

45,205

Embecta

Corp

1,192,960‌

92,327

Encompass

Health

Corp

5,765,821‌

37,918

*

Enhabit,

Inc

582,420‌

35,865

*

Enovis

Corp

2,257,702‌

46,696

Ensign

Group,

Inc

4,354,402‌

141,536

*

Envista

Holdings

Corp

5,518,489‌

69,796

*

Evolent

Health,

Inc

2,248,827‌

102,503

*,e

Figs,

Inc

917,402‌

Portfolio

of

investments

(unaudited)

Equity

Index

Fund

January

31,

2023

109

continued

SHARES

COMPANY

REFERENCERATE

&

SPREAD

VALUE

HEALTH

CARE

EQUIPMENT

&

SERVICES—continued

16,372

*

Fulgent

Genetics,

Inc

$

553,046‌

318,274

*

GE

HealthCare

Technologies,

Inc

22,126,408‌

44,797

*

Glaukos

Corp

2,197,293‌

66,139

*

Globus

Medical,

Inc

4,993,494‌

78,396

*

Guardant

Health,

Inc

2,463,986‌

43,166

*

Haemonetics

Corp

3,651,844‌

190,680

HCA

Healthcare,

Inc

48,636,748‌

39,874

*

Health

Catalyst,

Inc

554,249‌

83,371

*

HealthEquity,

Inc

5,073,125‌

20,673

*

HealthStream,

Inc

499,873‌

126,586

*

Henry

Schein,

Inc

10,905,384‌

7,123

*

Heska

Corp

637,081‌

98,260

*,e

Hims

&

Hers

Health,

Inc

813,593‌

228,325

*

Hologic,

Inc

18,578,805‌

112,451

Humana,

Inc

57,541,177‌

21,788

*

ICU

Medical,

Inc

4,210,095‌

72,113

*

IDEXX

Laboratories,

Inc

34,650,296‌

53,613

*

Inari

Medical,

Inc

3,058,622‌

21,438

*

Innovage

Holding

Corp

160,571‌

14,364

*

Inogen,

Inc

335,112‌

23,270

*

Inspire

Medical

Systems,

Inc

5,888,706‌

59,491

*

Insulet

Corp

17,092,954‌

30,115

*

Integer

Holding

Corp

1,981,868‌

60,847

*

Integra

LifeSciences

Holdings

Corp

3,486,533‌

315,332

*

Intuitive

Surgical,

Inc

77,473,919‌

755,099

*,e

Invitae

Corp

1,782,034‌

4,627

iRadimed

Corp

173,050‌

25,639

*

iRhythm

Technologies,

Inc

2,520,314‌

10,450

*

Joint

Corp

189,877‌

78,401

Laboratory

Corp

of

America

Holdings

19,766,460‌

62,350

*

Lantheus

Holdings,

Inc

3,585,125‌

16,588

LeMaitre

Vascular,

Inc

782,622‌

28,791

*

LHC

Group,

Inc

4,566,253‌

56,680

*,e

LifeStance

Health

Group,

Inc

299,270‌

50,174

*

LivaNova

plc

2,819,779‌

41,265

*

Masimo

Corp

7,018,351‌

126,587

McKesson

Corp

47,935,965‌

63,632

*

MEDNAX,

Inc

976,751‌

1,193,653

Medtronic

plc

99,896,820‌

41,458

*

Meridian

Bioscience,

Inc

1,409,572‌

61,933

*

Merit

Medical

Systems,

Inc

4,418,920‌

3,666

Mesa

Laboratories,

Inc

713,184‌

9,626

*

ModivCare,

Inc

1,032,485‌

49,583

*

Molina

Healthcare,

Inc

15,461,467‌

324,704

*,e

Multiplan

Corp

428,609‌

33,763

*,e

Nano-X

Imaging

Ltd

311,295‌

9,997

National

Healthcare

Corp

595,221‌

13,643

National

Research

Corp

633,308‌

186,356

*

Neogen

Corp

3,989,882‌

26,411

*

Nevro

Corp

969,812‌

43,227

*

NextGen

Healthcare,

Inc

822,178‌

94,743

*

Novocure

Ltd

8,638,667‌

644,040

*

Nutex

Health,

Inc

863,014‌

40,332

*

NuVasive,

Inc

1,839,139‌

101,192

*

Oak

Street

Health,

Inc

2,940,640‌

37,732

*

Omnicell,

Inc

2,092,994‌

309,914

*,e

Opko

Health,

Inc

399,789‌

12,737

*

OptimizeRx

Corp

228,629‌

155,359

*

Option

Care

Health,

Inc

4,485,214‌

55,936

*

OraSure

Technologies,

Inc

312,123‌

25,242

*

Orthofix

Medical

Inc

545,984‌

Portfolio

of

investments

(unaudited)

Equity

Index

Fund

January

31,

2023

110

continued

SHARES

COMPANY

REFERENCERATE

&

SPREAD

VALUE

HEALTH

CARE

EQUIPMENT

&

SERVICES—continued

10,643

*

OrthoPediatrics

Corp

$

501,605‌

34,512

*

Outset

Medical,

Inc

970,477‌

56,019

*

Owens

&

Minor,

Inc

1,105,815‌

36,794

*

Paragon

28,

Inc

619,979‌

67,384

Patterson

Cos,

Inc

2,034,323‌

32,233

*

Pennant

Group,

Inc

417,095‌

30,652

*

Penumbra,

Inc

7,675,567‌

18,578

*

PetIQ,

Inc

219,964‌

36,146

*

Phreesia,

Inc

1,355,114‌

127,096

Premier,

Inc

4,239,923‌

32,316

*

Privia

Health

Group,

Inc

873,825‌

20,424

*

PROCEPT

BioRobotics

Corp

794,289‌

72,597

*,†

Progenics

Pharmaceuticals,

Inc

0‌

59,713

*

Progyny,

Inc

2,053,530‌

111,084

*

Project

Roadrunner

Parent,

Inc

1,589,612‌

19,107

*

Pulmonx

Corp

169,861‌

101,408

Quest

Diagnostics,

Inc

15,057,060‌

43,308

*

QuidelOrtho

Corp

3,707,598‌

32,981

*

RadNet,

Inc

694,250‌

127,876

Resmed,

Inc

29,203,042‌

25,084

*,e

RxSight,

Inc

351,176‌

34,225

*

Schrodinger,

Inc

827,561‌

87,546

Select

Medical

Holdings

Corp

2,544,962‌

189,874

*,e

Sema4

Holdings

Corp

80,658‌

313,654

*,e

Senseonics

Holdings,

Inc

354,429‌

152,285

*,e

Sharecare,

Inc

386,804‌

32,620

*

Shockwave

Medical

Inc

6,130,277‌

24,420

*

SI-BONE,

Inc

415,873‌

42,115

*,e

Sight

Sciences,

Inc

484,744‌

80,504

*

Signify

Health,

Inc

2,291,144‌

44,916

*

Silk

Road

Medical

Inc

2,441,634‌

17,839

Simulations

Plus,

Inc

733,896‌

49,752

*

Staar

Surgical

Co

3,510,004‌

87,768

STERIS

plc

18,124,970‌

312,887

Stryker

Corp

79,413,849‌

63,105

*

Surgery

Partners,

Inc

2,095,086‌

12,498

*

SurModics,

Inc

351,319‌

16,594

*

Tactile

Systems

Technology,

Inc

215,224‌

69,826

*

Tandem

Diabetes

Care,

Inc

2,844,711‌

128,799

*

Teladoc,

Inc

3,786,691‌

41,702

Teleflex,

Inc

10,151,101‌

82,151

*

Tenet

Healthcare

Corp

4,505,982‌

29,723

*

Transmedics

Group,

Inc

1,873,143‌

22,626

*

Treace

Medical

Concepts,

Inc

522,434‌

7,338

*

UFP

Technologies,

Inc

834,551‌

831,335

UnitedHealth

Group,

Inc

414,994,119‌

52,043

Universal

Health

Services,

Inc

(Class

B)

7,713,293‌

10,603

US

Physical

Therapy,

Inc

1,051,287‌

1,543

Utah

Medical

Products,

Inc

142,157‌

28,457

*

Varex

Imaging

Corp

611,541‌

122,463

*

Veeva

Systems,

Inc

20,886,065‌

137,710

*,e

VG

Acquisition

Corp

344,275‌

81,082

*,e

Vicarious

Surgical,

Inc

219,732‌

100,633

*

ViewRay,

Inc

461,905‌

184,844

Zimmer

Biomet

Holdings,

Inc

23,538,035‌

16,254

*

Zimvie,

Inc

159,452‌

18,838

*,e

Zynex

Inc

266,181‌

TOTAL

HEALTH

CARE

EQUIPMENT

&

SERVICES

2,150,777,286‌

HOUSEHOLD

&

PERSONAL

PRODUCTS

-

1

.4

%

74,923

*,e

Beauty

Health

Co

854,122‌

Portfolio

of

investments

(unaudited)

Equity

Index

Fund

January

31,

2023

111

continued

SHARES

COMPANY

REFERENCERATE

&

SPREAD

VALUE

HOUSEHOLD

&

PERSONAL

PRODUCTS—continued

127,386

*

BellRing

Brands,

Inc

$

3,612,667‌

8,650

*

Central

Garden

&

Pet

Co

362,781‌

31,768

*

Central

Garden

and

Pet

Co

(Class

A)

1,258,966‌

213,631

Church

&

Dwight

Co,

Inc

17,274,203‌

111,590

Clorox

Co

16,145,957‌

734,899

Colgate-Palmolive

Co

54,772,023‌

285,172

*

Coty,

Inc

2,840,313‌

43,109

Edgewell

Personal

Care

Co

1,847,652‌

50,953

*

elf

Beauty,

Inc

2,932,345‌

49,150

Energizer

Holdings,

Inc

1,823,465‌

206,575

Estee

Lauder

Cos

(Class

A)

57,237,801‌

82,434

*

Herbalife

Nutrition

Ltd

1,448,365‌

63,134

*

Honest

Co,

Inc

208,342‌

13,924

Inter

Parfums,

Inc

1,646,095‌

302,175

Kimberly-Clark

Corp

39,285,772‌

8,832

Medifast,

Inc

984,327‌

9,715

*

Nature's

Sunshine

Products,

Inc

102,590‌

37,408

Nu

Skin

Enterprises,

Inc

(Class

A)

1,604,055‌

99,559

*

Olaplex

Holdings,

Inc

628,217‌

2,096,468

Procter

&

Gamble

Co

298,495,114‌

43,781

Reynolds

Consumer

Products,

Inc

1,303,360‌

33,625

Spectrum

Brands

Holdings,

Inc

2,282,465‌

9,753

*

USANA

Health

Sciences,

Inc

569,965‌

48,983

*,e

Veru,

Inc

282,142‌

10,749

WD-40

Co

1,876,131‌

TOTAL

HOUSEHOLD

&

PERSONAL

PRODUCTS

511,679,235‌

INSURANCE

-

2

.4

%

538,004

Aflac,

Inc

39,543,294‌

229,252

Allstate

Corp

29,452,004‌

31,404

*

AMBAC

Financial

Group,

Inc

523,191‌

64,805

American

Equity

Investment

Life

Holding

Co

3,087,958‌

57,407

American

Financial

Group,

Inc

8,185,664‌

652,746

American

International

Group,

Inc

41,266,602‌

15,389

Amerisafe,

Inc

847,626‌

183,350

Aon

plc

58,429,978‌

308,765

*

Arch

Capital

Group

Ltd

19,869,028‌

23,843

Argo

Group

International

Holdings

Ltd

661,882‌

185,949

Arthur

J.

Gallagher

&

Co

36,393,938‌

44,830

Assurant,

Inc

5,944,010‌

55,148

Assured

Guaranty

Ltd

3,452,265‌

77,401

Axis

Capital

Holdings

Ltd

4,842,981‌

154,575

*,e

Bright

Health

Group,

Inc

137,062‌

63,823

*

Brighthouse

Financial,

Inc

3,591,320‌

206,046

Brown

&

Brown,

Inc

12,066,054‌

34,486

*

BRP

Group,

Inc

988,024‌

369,904

Chubb

Ltd

84,149,461‌

133,904

Cincinnati

Financial

Corp

15,151,238‌

25,329

CNA

Financial

Corp

1,103,331‌

99,432

Conseco,

Inc

2,561,368‌

69,146

Corebridge

Financial,

Inc

1,504,617‌

563

Crawford

&

Co

3,643‌

3,646

Donegal

Group,

Inc

(Class

A)

55,346‌

20,297

*

eHealth,

Inc

168,465‌

21,677

Employers

Holdings,

Inc

950,970‌

9,688

*

Enstar

Group

Ltd

2,347,402‌

24,683

Erie

Indemnity

Co

(Class

A)

6,031,291‌

34,324

Everest

Re

Group

Ltd

12,002,760‌

16,186

F&G

Annuities

&

Life,

Inc

347,352‌

238,034

Fidelity

National

Financial

Inc

10,480,637‌

82,599

First

American

Financial

Corp

5,110,400‌

Portfolio

of

investments

(unaudited)

Equity

Index

Fund

January

31,

2023

112

continued

SHARES

COMPANY

REFERENCERATE

&

SPREAD

VALUE

INSURANCE—continued

566,995

*

Genworth

Financial,

Inc

(Class

A)

$

3,129,812‌

81,339

Globe

Life,

Inc

9,829,818‌

13,362

*

Goosehead

Insurance,

Inc

521,786‌

25,827

*

Greenlight

Capital

Re

Ltd

(Class

A)

254,396‌

30,713

Hanover

Insurance

Group,

Inc

4,133,355‌

279,964

Hartford

Financial

Services

Group,

Inc

21,728,006‌

4,272

e

HCI

Group,

Inc

214,497‌

59,087

Horace

Mann

Educators

Corp

2,104,088‌

763

Investors

Title

Co

123,606‌

37,916

James

River

Group

Holdings

Ltd

859,177‌

48,650

Kemper

Corp

2,857,214‌

19,389

Kinsale

Capital

Group,

Inc

5,398,673‌

46,002

*,e

Lemonade,

Inc

748,913‌

142,058

Lincoln

National

Corp

5,033,115‌

179,513

Loews

Corp

11,036,459‌

12,223

*

Markel

Corp

17,221,963‌

443,131

Marsh

&

McLennan

Cos,

Inc

77,508,043‌

55,135

*

MBIA,

Inc

717,306‌

22,360

Mercury

General

Corp

798,923‌

596,574

Metlife,

Inc

43,561,833‌

1,863

National

Western

Life

Group,

Inc

515,678‌

5,736

*

NI

Holdings,

Inc

76,002‌

256,451

Old

Republic

International

Corp

6,767,742‌

94,573

*

Oscar

Health,

Inc

363,160‌

20,068

*

Palomar

Holdings,

Inc

1,025,675‌

30,196

Primerica,

Inc

4,884,203‌

208,860

Principal

Financial

Group

19,329,993‌

43,676

ProAssurance

Corp

846,878‌

524,345

Progressive

Corp

71,494,441‌

325,724

Prudential

Financial,

Inc

34,181,477‌

59,157

Reinsurance

Group

of

America,

Inc

(Class

A)

8,978,258‌

36,472

RenaissanceRe

Holdings

Ltd

7,137,206‌

32,620

RLI

Corp

4,320,519‌

12,919

*,e

Root,

Inc

75,964‌

66,501

*

Ryan

Specialty

Group

Holdings,

Inc

2,834,273‌

12,944

Safety

Insurance

Group,

Inc

1,092,344‌

58,611

Selective

Insurance

Group,

Inc

5,568,045‌

213,619

*

Selectquote,

Inc

184,182‌

89,608

*

SiriusPoint

Ltd

680,125‌

20,193

Stewart

Information

Services

Corp

964,620‌

14,139

Tiptree

Inc

212,226‌

206,844

Travelers

Cos,

Inc

39,532,025‌

29,700

*,e

Trupanion,

Inc

1,752,894‌

12,876

United

Fire

Group

Inc

405,465‌

22,601

Universal

Insurance

Holdings,

Inc

287,937‌

181,393

Unum

Group

7,623,948‌

179,446

W.R.

Berkley

Corp

12,586,342‌

2,249

White

Mountains

Insurance

Group

Ltd

3,436,382‌

95,733

Willis

Towers

Watson

plc

24,334,371‌

TOTAL

INSURANCE

880,524,520‌

MATERIALS

-

3

.1

%

26,589

*

5E

Advanced

Materials,

Inc

261,902‌

21,255

AdvanSix,

Inc

919,066‌

198,005

Air

Products

&

Chemicals,

Inc

63,462,583‌

104,960

Albemarle

Corp

29,540,992‌

148,084

Alcoa

Corp

7,735,908‌

97,921

*

Allegheny

Technologies,

Inc

3,563,345‌

17,393

Alpha

Metallurgical

Resources,

Inc

2,799,055‌

1,387,448

Amcor

plc

16,732,623‌

22,290

American

Vanguard

Corp

503,531‌

Portfolio

of

investments

(unaudited)

Equity

Index

Fund

January

31,

2023

113

continued

SHARES

COMPANY

REFERENCERATE

&

SPREAD

VALUE

MATERIALS—continued

61,800

Aptargroup,

Inc

$

7,146,552‌

84,956

*

Arconic

Corp

1,997,316‌

15,086

*,†

Ardagh

Group

S.A.

211,958‌

130,309

Ardagh

Metal

Packaging

S.A.

732,337‌

43,921

Ashland

Global

Holdings,

Inc

4,799,248‌

16,317

*

Aspen

Aerogels,

Inc

171,328‌

71,696

Avery

Dennison

Corp

13,582,090‌

73,245

Avient

Corp

2,967,887‌

178,749

*

Axalta

Coating

Systems

Ltd

5,380,345‌

33,280

Balchem

Corp

4,347,366‌

270,649

Ball

Corp

15,762,598‌

104,859

Berry

Global

Group,

Inc

6,472,946‌

45,828

Cabot

Corp

3,452,223‌

36,723

Carpenter

Technology

Corp

1,773,354‌

97,667

Celanese

Corp

(Series

A)

12,032,574‌

46,078

*

Century

Aluminum

Co

517,917‌

176,855

CF

Industries

Holdings,

Inc

14,979,618‌

7,750

Chase

Corp

731,445‌

126,652

Chemours

Co

4,608,866‌

12,952

*

Clearwater

Paper

Corp

500,077‌

471,412

*

Cleveland-Cliffs,

Inc

10,064,646‌

191,386

*

Coeur

Mining,

Inc

744,492‌

120,192

Commercial

Metals

Co

6,522,820‌

27,716

Compass

Minerals

International,

Inc

1,293,229‌

92,492

*

Constellium

SE

1,343,909‌

626,415

Corteva,

Inc

40,372,447‌

96,943

Crown

Holdings,

Inc

8,546,495‌

77,919

*,e

Danimer

Scientific,

Inc

177,655‌

58,188

*

Diversey

Holdings

Ltd

353,201‌

616,230

Dow,

Inc

36,573,250‌

441,745

DuPont

de

Nemours,

Inc

32,667,043‌

31,619

Eagle

Materials,

Inc

4,618,903‌

104,315

Eastman

Chemical

Co

9,197,454‌

222,188

Ecolab,

Inc

34,401,368‌

187,571

Element

Solutions,

Inc

3,841,454‌

113,482

FMC

Corp

15,107,859‌

1,263,007

Freeport-McMoRan,

Inc

(Class

B)

56,355,372‌

24,364

FutureFuel

Corp

225,854‌

663,377

*

Ginkgo

Bioworks

Holdings,

Inc

1,293,585‌

38,095

Glatfelter

Corp

166,856‌

246,554

Graphic

Packaging

Holding

Co

5,939,486‌

20,864

Greif,

Inc

(Class

A)

1,490,315‌

5,806

Greif,

Inc

(Class

B)

478,414‌

48,402

H.B.

Fuller

Co

3,344,578‌

14,948

Hawkins,

Inc

582,972‌

7,327

Haynes

International,

Inc

408,041‌

576,496

Hecla

Mining

Co

3,556,980‌

163,765

Huntsman

Corp

5,189,713‌

218,979

*

Hycroft

Mining

Holding

Corp

131,146‌

30,978

*

Ingevity

Corp

2,553,826‌

20,562

Innospec,

Inc

2,323,917‌

222,628

International

Flavors

&

Fragrances,

Inc

25,036,745‌

309,423

International

Paper

Co

12,940,070‌

7,382

*

Intrepid

Potash,

Inc

241,613‌

12,024

Kaiser

Aluminum

Corp

1,052,340‌

14,958

Koppers

Holdings,

Inc

517,696‌

30,158

Kronos

Worldwide,

Inc

351,341‌

438,535

Linde

plc

145,128,773‌

144,842

*

Livent

Corp

3,754,305‌

70,826

Louisiana-Pacific

Corp

4,822,542‌

95,067

*

LSB

Industries,

Inc

1,208,302‌

Portfolio

of

investments

(unaudited)

Equity

Index

Fund

January

31,

2023

114

continued

SHARES

COMPANY

REFERENCERATE

&

SPREAD

VALUE

MATERIALS—continued

220,056

LyondellBasell

Industries

NV

$

21,277,215‌

55,931

Martin

Marietta

Materials,

Inc

20,115,025‌

18,259

Materion

Corp

1,647,875‌

25,661

Minerals

Technologies,

Inc

1,782,156‌

309,211

Mosaic

Co

15,318,313‌

104,359

*

MP

Materials

Corp

3,392,711‌

26,770

Myers

Industries,

Inc

644,622‌

5,513

NewMarket

Corp

1,899,284‌

695,685

Newmont

Goldcorp

Corp

36,822,607‌

181,575

*

Novagold

Resources

Inc

1,145,738‌

222,147

Nucor

Corp

37,547,286‌

127,895

*

O-I

Glass,

Inc

2,461,979‌

115,657

Olin

Corp

7,470,286‌

13,039

Olympic

Steel,

Inc

576,845‌

86,797

*,e

Origin

Materials,

Inc

525,122‌

43,249

Orion

Engineered

Carbons

SA

909,094‌

81,274

Packaging

Corp

of

America

11,597,800‌

30,719

Pactiv

Evergreen,

Inc

353,576‌

97,982

*

Perimeter

Solutions

S.A.

911,233‌

13,878

*

Piedmont

Lithium,

Inc

952,586‌

207,931

PPG

Industries,

Inc

27,101,727‌

38,871

*

PQ

Group

Holdings,

Inc

407,757‌

95,468

*,e

PureCycle

Technologies,

Inc

800,022‌

10,380

Quaker

Chemical

Corp

2,043,511‌

19,231

Ramaco

Resources,

Inc

200,579‌

27,104

*

Ranpak

Holdings

Corp

207,617‌

46,721

*

Rayonier

Advanced

Materials,

Inc

323,776‌

54,852

Reliance

Steel

&

Aluminum

Co

12,476,087‌

54,973

*

Resolute

Forest

Products

1,193,464‌

57,077

Royal

Gold,

Inc

7,250,491‌

119,224

RPM

International,

Inc

10,719,430‌

19,733

Ryerson

Holding

Corp

753,209‌

19,787

Schnitzer

Steel

Industries,

Inc

(Class

A)

669,592‌

45,399

Schweitzer-Mauduit

International,

Inc

1,251,196‌

31,523

e

Scotts

Miracle-Gro

Co

(Class

A)

2,275,645‌

119,781

Sealed

Air

Corp

6,559,208‌

47,514

Sensient

Technologies

Corp

3,596,335‌

213,579

Sherwin-Williams

Co

50,530,656‌

87,173

Silgan

Holdings,

Inc

4,697,753‌

90,286

Sonoco

Products

Co

5,517,377‌

87,914

Southern

Copper

Corp

6,612,012‌

170,870

SSR

Mining,

Inc

2,894,538‌

145,943

Steel

Dynamics,

Inc

17,606,563‌

26,387

Stepan

Co

2,898,348‌

92,435

*

Summit

Materials,

Inc

3,037,414‌

64,626

SunCoke

Energy,

Inc

588,743‌

28,471

Sylvamo

Corp

1,353,227‌

34,451

*

TimkenSteel

Corp

677,651‌

20,458

Tredegar

Corp

248,156‌

33,781

Trimas

Corp

1,040,117‌

30,516

Trinseo

plc

846,819‌

160,322

Tronox

Holdings

plc

2,749,522‌

834

United

States

Lime

&

Minerals,

Inc

126,601‌

215,308

United

States

Steel

Corp

6,134,125‌

6,816

Valhi,

Inc

176,057‌

156,869

Valvoline,

Inc

5,750,818‌

116,637

Vulcan

Materials

Co

21,383,061‌

56,275

Warrior

Met

Coal,

Inc

2,131,697‌

25,371

Westlake

Chemical

Corp

3,114,290‌

232,518

WestRock

Co

9,124,006‌

Portfolio

of

investments

(unaudited)

Equity

Index

Fund

January

31,

2023

115

continued

SHARES

COMPANY

REFERENCERATE

&

SPREAD

VALUE

MATERIALS—continued

25,911

Worthington

Industries,

Inc

$

1,473,559‌

TOTAL

MATERIALS

1,108,502,166‌

MEDIA

&

ENTERTAINMENT

-

6

.1

%

695,356

Activision

Blizzard,

Inc

53,243,409‌

83,734

*

Advantage

Solutions,

Inc

216,871‌

5,345,275

*

Alphabet,

Inc

(Class

A)

528,326,981‌

4,741,669

*

Alphabet,

Inc

(Class

C)

473,550,483‌

162,466

*

Altice

USA,

Inc

796,083‌

495,247

*,e

AMC

Entertainment

Holdings,

Inc

2,649,571‌

24,488

*

AMC

Networks,

Inc

453,273‌

25,952

*

Arena

Group

Holdings,

Inc

232,011‌

13,100

*

Boston

Omaha

Corp

346,495‌

68,892

*

Bumble,

Inc

1,773,969‌

4,801

Cable

One,

Inc

3,792,214‌

24,134

*

Cardlytics,

Inc

181,005‌

75,371

*

Cargurus,

Inc

1,330,298‌

52,392

*

Cars.com,

Inc

895,903‌

94,547

*

Charter

Communications,

Inc

36,335,358‌

85,356

*

Cinemark

Holdings,

Inc

1,019,151‌

516,306

*

Clear

Channel

986,144‌

3,812,454

Comcast

Corp

(Class

A)

150,020,065‌

36,992

*

Cumulus

Media

Inc

247,846‌

470

*

Daily

Journal

Corp

143,820‌

191,138

*

DISH

Network

Corp

(Class

A)

2,750,476‌

253,437

Electronic

Arts,

Inc

32,612,273‌

159,055

*

Entercom

Communications

Corp

51,088‌

41,363

Entravision

Communications

Corp

(Class

A)

268,859‌

56,607

*

Eventbrite

Inc

503,236‌

14,689

*

EverQuote

Inc

229,148‌

41,829

*

EW

Scripps

Co

(Class

A)

625,344‌

252,942

Fox

Corp

(Class

A)

8,584,851‌

120,187

Fox

Corp

(Class

B)

3,809,928‌

224,696

*,e

fuboTV,

Inc

577,469‌

103,352

*

Gannett

Co,

Inc

233,576‌

72,446

Gray

Television,

Inc

938,900‌

59,501

*

IAC

3,361,806‌

84,522

*

iHeartMedia,

Inc

655,046‌

38,923

*

Imax

Corp

661,691‌

25,945

*

Integral

Ad

Science

Holding

Corp

266,715‌

351,936

Interpublic

Group

of

Cos,

Inc

12,831,587‌

32,721

John

Wiley

&

Sons,

Inc

(Class

A)

1,498,622‌

6,341

*,e

Liberty

Braves

Group

(Class

A)

222,759‌

32,042

*

Liberty

Braves

Group

(Class

C)

1,111,217‌

19,423

Liberty

Broadband

Corp

(Class

A)

1,740,689‌

103,945

*

Liberty

Broadband

Corp

(Class

C)

9,332,182‌

18,720

*

Liberty

Media

Group

(Class

A)

1,192,090‌

178,525

*

Liberty

Media

Group

(Class

C)

12,639,570‌

60,840

Liberty

SiriusXM

Group

(Class

A)

2,471,321‌

147,113

*

Liberty

SiriusXM

Group

(Class

C)

5,928,654‌

46,102

*,e

Lions

Gate

Entertainment

Corp

(Class

A)

367,433‌

218,461

*

Lions

Gate

Entertainment

Corp

(Class

B)

1,664,673‌

135,993

*

Live

Nation,

Inc

10,946,077‌

19,505

Madison

Square

Garden

Co

3,546,789‌

20,032

*

Madison

Square

Garden

Entertainment

Corp

1,047,473‌

96,667

*

Magnite,

Inc

1,167,737‌

25,461

e

Marcus

Corp

385,480‌

242,691

*

Match

Group,

Inc

13,134,437‌

15,622

*

MediaAlpha,

Inc

217,927‌

1,997,540

*

Meta

Platforms,

Inc

297,573,534‌

388,503

*

Netflix,

Inc

137,475,672‌

Portfolio

of

investments

(unaudited)

Equity

Index

Fund

January

31,

2023

116

continued

SHARES

COMPANY

REFERENCERATE

&

SPREAD

VALUE

MEDIA

&

ENTERTAINMENT—continued

160,818

New

York

Times

Co

(Class

A)

$

5,602,899‌

303,887

News

Corp

(Class

A)

6,156,751‌

98,394

News

Corp

(Class

B)

2,011,173‌

30,528

Nexstar

Media

Group

Inc

6,251,219‌

177,907

Omnicom

Group,

Inc

15,298,223‌

6,103

Paramount

Global

(Class

A)

162,645‌

501,136

Paramount

Global

(Class

B)

11,606,310‌

512,562

*

Pinterest,

Inc

13,475,255‌

63,301

*

Playstudios,

Inc

292,451‌

77,751

*

Playtika

Holding

Corp

815,608‌

33,339

*

PubMatic,

Inc

511,087‌

42,462

*

QuinStreet,

Inc

650,942‌

411,382

*

ROBLOX

Corp

15,307,524‌

117,461

*

Roku,

Inc

6,754,008‌

23,182

Scholastic

Corp

1,025,572‌

38,405

Sinclair

Broadcast

Group,

Inc

(Class

A)

792,295‌

649,984

e

Sirius

XM

Holdings,

Inc

3,763,407‌

453,727

*,e

Skillz,

Inc

362,709‌

122,402

*

Spotify

Technology

S.A.

13,797,153‌

47,656

*,e

Stagwell,

Inc

334,545‌

149,206

*

Take-Two

Interactive

Software,

Inc

16,894,595‌

19,799

*

TechTarget,

Inc

980,644‌

219,985

TEGNA,

Inc

4,384,301‌

20,321

*

Thryv

Holdings,

Inc

454,581‌

121,623

*

TripAdvisor,

Inc

2,833,816‌

88,583

*

TrueCar,

Inc

276,379‌

109,885

*

Vimeo,

Inc

498,878‌

1,622,360

*

Walt

Disney

Co

176,009,836‌

2,057,685

*

Warner

Bros

Discovery,

Inc

30,494,892‌

40,981

*

WideOpenWest,

Inc

470,872‌

35,350

e

World

Wrestling

Entertainment,

Inc

(Class

A)

2,991,317‌

58,093

*

Yelp,

Inc

1,830,510‌

37,703

*

Ziff

Davis

Inc

3,373,664‌

63,777

*

ZipRecruiter,

Inc

1,252,580‌

244,769

*

ZoomInfo

Technologies,

Inc

6,909,829‌

TOTAL

MEDIA

&

ENTERTAINMENT

2,183,795,749‌

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES

-

8

.5

%

86,165

*

10X

Genomics,

Inc

4,035,107‌

16,553

*

2seventy

bio,

Inc

225,121‌

66,812

*

4D

Molecular

Therapeutics,

Inc

1,406,393‌

1,573,103

AbbVie,

Inc

232,425,968‌

165,439

*,e

AbCellera

Biologics,

Inc

1,742,073‌

61,628

*,e

Absci

Corp

193,512‌

91,291

*

Acadia

Pharmaceuticals,

Inc

1,737,268‌

45,788

*

Aclaris

Therapeutics,

Inc

773,817‌

110,987

*,e

Adagio

Therapeutics,

Inc

253,050‌

122,580

*

Adaptive

Biotechnologies

Corp

1,136,317‌

15,761

*,e

Adicet

Bio,

Inc

144,213‌

148,995

*

ADMA

Biologics,

Inc

549,792‌

24,470

*,e

Aerovate

Therapeutics,

Inc

559,139‌

87,570

*

Affimed

NV

112,965‌

561,584

*

Agenus,

Inc

1,465,734‌

260,385

Agilent

Technologies,

Inc

39,599,351‌

43,567

*

Agios

Pharmaceuticals,

Inc

1,284,355‌

30,198

*

Akero

Therapeutics,

Inc

1,494,801‌

7,525

*,e

Akoya

Biosciences,

Inc

84,656‌

15,708

*

Albireo

Pharma,

Inc

701,519‌

43,454

*

Alector,

Inc

383,264‌

134,539

*

Alkermes

plc

3,853,197‌

51,492

*

Allogene

Therapeutics,

Inc

397,518‌

Portfolio

of

investments

(unaudited)

Equity

Index

Fund

January

31,

2023

117

continued

SHARES

COMPANY

REFERENCERATE

&

SPREAD

VALUE

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES—continued

96,478

*,e

Allovir,

Inc

$

557,643‌

107,518

*

Alnylam

Pharmaceuticals,

Inc

24,342,075‌

57,930

*,e

ALX

Oncology

Holdings,

Inc

538,749‌

474,353

Amgen,

Inc

119,726,697‌

274,673

*

Amicus

Therapeutics,

Inc

3,581,736‌

90,760

*

Amneal

Pharmaceuticals,

Inc

199,672‌

29,714

*

Amphastar

Pharmaceuticals,

Inc

899,146‌

41,583

*

Amylyx

Pharmaceuticals,

Inc

1,629,638‌

15,851

*

AnaptysBio,

Inc

394,531‌

46,837

*,e

Anavex

Life

Sciences

Corp

509,118‌

17,279

*

ANI

Pharmaceuticals,

Inc

772,890‌

11,269

*

Anika

Therapeutics,

Inc

349,452‌

92,137

*

Apellis

Pharmaceuticals,

Inc

4,858,384‌

65,091

*,e

Arbutus

Biopharma

Corp

195,924‌

24,352

*

Arcellx,

Inc

813,600‌

34,556

*

Arcturus

Therapeutics

Holdings,

Inc

730,168‌

34,341

*

Arcus

Biosciences,

Inc

742,796‌

31,261

*

Arcutis

Biotherapeutics,

Inc

517,995‌

78,352

*

Arrowhead

Pharmaceuticals

Inc

2,741,536‌

35,794

*

Arvinas,

Inc

1,172,969‌

355,871

*

Atara

Biotherapeutics,

Inc

1,804,266‌

48,745

*

Atea

Pharmaceuticals,

Inc

225,689‌

25,454

*

Athira

Pharma,

Inc

102,834‌

22,728

*

Aura

Biosciences,

Inc

236,598‌

107,175

*

Aurinia

Pharmaceuticals,

Inc

969,934‌

521,895

*

Avantor,

Inc

12,473,290‌

46,688

*,e

Avid

Bioservices,

Inc

739,071‌

79,443

*

Avidity

Biosciences,

Inc

1,882,799‌

34,999

*,e

Axsome

Therapeutics,

Inc

2,624,925‌

50,764

*

Beam

Therapeutics,

Inc

2,205,696‌

89,988

*

Berkeley

Lights,

Inc

193,474‌

136,958

*

BioCryst

Pharmaceuticals,

Inc

1,444,907‌

125,431

*

Biogen,

Inc

36,487,878‌

96,445

*

Biohaven

Ltd

1,841,135‌

159,531

*

BioMarin

Pharmaceutical,

Inc

18,401,901‌

259,489

*,e

Bionano

Genomics,

Inc

469,675‌

16,807

*

Bio-Rad

Laboratories,

Inc

(Class

A)

7,856,600‌

134,388

Bio-Techne

Corp

10,705,348‌

37,775

*,e

Bioxcel

Therapeutics

Inc

1,077,343‌

121,003

*

Bluebird

Bio,

Inc

768,369‌

67,163

*

Blueprint

Medicines

Corp

3,139,199‌

116,026

*

Bridgebio

Pharma,

Inc

1,076,721‌

1,890,953

Bristol-Myers

Squibb

Co

137,377,735‌

58,078

*

Brooks

Automation,

Inc

3,246,560‌

87,617

Bruker

BioSciences

Corp

6,143,704‌

25,944

*

C4

Therapeutics,

Inc

202,104‌

32,865

*

Cara

Therapeutics,

Inc

383,863‌

37,486

*

CareDx,

Inc

560,041‌

38,668

*

Caribou

Biosciences,

Inc

278,796‌

32,926

*,e

Cassava

Sciences,

Inc

921,928‌

168,174

*

Catalent,

Inc

9,005,718‌

76,486

*

Catalyst

Pharmaceuticals,

Inc

1,184,768‌

34,148

*

Celldex

Therapeutics,

Inc

1,504,561‌

79,366

*

Celularity,

Inc

66,675‌

33,150

*,e

Century

Therapeutics,

Inc

151,495‌

44,803

*

Cerevel

Therapeutics

Holdings,

Inc

1,530,022‌

43,627

*

Charles

River

Laboratories

International,

Inc

10,612,268‌

55,373

*

Chimerix,

Inc

98,010‌

64,415

*

Chinook

Therapeutics,

Inc

1,627,767‌

16,873

*

CinCor

Pharma,

Inc

488,136‌

45,404

*

Codexis,

Inc

279,235‌

Portfolio

of

investments

(unaudited)

Equity

Index

Fund

January

31,

2023

118

continued

SHARES

COMPANY

REFERENCERATE

&

SPREAD

VALUE

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES—continued

90,032

*

Cogent

Biosciences,

Inc

$

1,355,882‌

45,593

*

Coherus

Biosciences,

Inc

386,629‌

28,144

*

Collegium

Pharmaceutical,

Inc

790,284‌

75,382

*

Corcept

Therapeutics,

Inc

1,723,233‌

35,186

*

Crinetics

Pharmaceuticals,

Inc

689,997‌

30,605

*

CryoPort,

Inc

698,712‌

74,159

*

CTI

BioPharma

Corp

410,099‌

19,518

*

Cullinan

Oncology,

Inc

227,190‌

96,552

*

Cytek

Biosciences,

Inc

1,163,452‌

71,559

*

Cytokinetics,

Inc

3,039,826‌

577,205

Danaher

Corp

152,601,458‌

55,266

*

Day

One

Biopharmaceuticals,

Inc

1,203,141‌

29,585

*

Deciphera

Pharmaceuticals,

Inc

503,241‌

105,397

*

Denali

Therapeutics,

Inc

3,190,367‌

20,792

*,e

Design

Therapeutics,

Inc

163,217‌

36,216

*

DICE

Therapeutics,

Inc

1,150,582‌

107,115

*

Dynavax

Technologies

Corp

1,218,969‌

74,820

*

Dyne

Therapeutics,

Inc

1,092,372‌

11,214

*

Eagle

Pharmaceuticals,

Inc

380,603‌

24,594

*,e

Edgewise

Therapeutics,

Inc

251,597‌

78,583

*

Editas

Medicine,

Inc

777,186‌

346,616

*

Elanco

Animal

Health,

Inc

4,759,038‌

749,336

Eli

Lilly

&

Co

257,883,984‌

37,040

*

Emergent

Biosolutions,

Inc

488,558‌

17,038

*

Enanta

Pharmaceuticals,

Inc

909,488‌

93,458

*,e

Enochian

Biosciences

Inc

114,019‌

315,159

*

EQRx,

Inc

772,140‌

61,360

*

Erasca,

Inc

245,440‌

64,431

*

Esperion

Thereapeutics,

Inc

409,781‌

22,516

*

Evolus,

Inc

233,941‌

160,828

*

Exact

Sciences

Corp

10,859,107‌

269,882

*

Exelixis,

Inc

4,755,321‌

15,681

*,e

EyePoint

Pharmaceuticals,

Inc

73,073‌

61,787

*

Fate

Therapeutics,

Inc

368,251‌

65,218

*

FibroGen,

Inc

1,539,145‌

14,735

*

Foghorn

Therapeutics,

Inc

126,721‌

41,192

*

Fulcrum

Therapeutics,

Inc

519,431‌

78,489

*

Generation

Bio

Co

463,085‌

274,233

*

Geron

Corp

904,969‌

1,106,869

Gilead

Sciences,

Inc

92,910,584‌

108,478

*

Halozyme

Therapeutics,

Inc

5,615,906‌

23,390

*

Harmony

Biosciences

Holdings,

Inc

1,126,696‌

69,386

*,e

Heron

Therapeutics,

Inc

188,036‌

192,195

*

Horizon

Therapeutics

Plc

21,087,635‌

10,184

*

Icosavax,

Inc

107,441‌

22,147

*

Ideaya

Biosciences,

Inc

377,163‌

22,092

*,e

IGM

Biosciences,

Inc

502,151‌

141,324

*

Illumina,

Inc

30,271,601‌

90,801

*,e

ImmunityBio,

Inc

345,044‌

145,304

*

Immunogen,

Inc

668,398‌

30,492

*

Immunovant,

Inc

541,843‌

166,165

*

Incyte

Corp

14,147,288‌

20,944

*

Inhibrx,

Inc

523,600‌

51,012

*

Innoviva,

Inc

645,302‌

330,548

*,e

Inovio

Pharmaceuticals,

Inc

548,710‌

88,860

*

Insmed,

Inc

1,913,156‌

63,411

*

Intellia

Therapeutics,

Inc

2,691,163‌

21,877

*

Intercept

Pharmaceuticals,

Inc

399,474‌

73,351

*

Intra-Cellular

Therapies,

Inc

3,514,980‌

132,022

*

Ionis

Pharmaceuticals,

Inc

5,263,717‌

111,258

*

Iovance

Biotherapeutics,

Inc

885,614‌

Portfolio

of

investments

(unaudited)

Equity

Index

Fund

January

31,

2023

119

continued

SHARES

COMPANY

REFERENCERATE

&

SPREAD

VALUE

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES—continued

162,948

*

IQVIA

Holdings,

Inc

$

37,381,901‌

119,898

*

Ironwood

Pharmaceuticals,

Inc

1,381,225‌

15,278

*

iTeos

Therapeutics,

Inc

319,310‌

138,596

*

IVERIC

bio,

Inc

3,201,568‌

25,000

*

Janux

Therapeutics,

Inc

555,250‌

55,270

*

Jazz

Pharmaceuticals

plc

8,658,598‌

2,335,980

Johnson

&

Johnson

381,745,852‌

27,101

*

Jounce

Therapeutics,

Inc

31,708‌

17,147

*

KalVista

Pharmaceuticals

Inc

136,490‌

25,178

*

Karuna

Therapeutics,

Inc

5,020,241‌

57,823

*

Karyopharm

Therapeutics,

Inc

190,816‌

11,863

*

Keros

Therapeutics,

Inc

694,816‌

36,515

*

Kezar

Life

Sciences,

Inc

261,813‌

21,846

*

Kiniksa

Pharmaceuticals

Ltd

315,893‌

41,137

*,e

Kinnate

Biopharma,

Inc

309,762‌

27,348

*

Kodiak

Sciences,

Inc

220,972‌

113,786

*

Kronos

Bio,

Inc

273,086‌

13,379

*

Krystal

Biotech

Inc

1,112,062‌

47,680

*

Kura

Oncology,

Inc

658,938‌

25,415

*

Kymera

Therapeutics,

Inc

950,013‌

56,936

*

Lexicon

Pharmaceuticals,

Inc

127,537‌

11,370

*

Ligand

Pharmaceuticals,

Inc

(Class

B)

792,489‌

63,830

*,e

Liquidia

Corp

421,278‌

126,735

*,e

Lyell

Immunopharma,

Inc

414,423‌

82,299

*

MacroGenics,

Inc

474,865‌

12,457

*

Madrigal

Pharmaceuticals,

Inc

3,590,730‌

186,883

*,e

MannKind

Corp

1,022,250‌

87,401

*

Maravai

LifeSciences

Holdings,

Inc

1,281,299‌

71,270

*

MaxCyte,

Inc

416,217‌

22,342

*

Medpace

Holdings,

Inc

4,939,146‌

22,599

*

MeiraGTx

Holdings

plc

188,928‌

2,250,616

Merck

&

Co,

Inc

241,738,665‌

124,404

*

Mersana

Therapeutics,

Inc

818,578‌

19,253

*

Mettler-Toledo

International,

Inc

29,513,309‌

83,879

*

MiMedx

Group,

Inc

324,612‌

54,149

*

Mirati

Therapeutics,

Inc

2,892,098‌

47,413

*

Mirum

Pharmaceuticals,

Inc

1,113,257‌

297,313

*

Moderna,

Inc

52,344,927‌

32,298

*,e

Monte

Rosa

Therapeutics,

Inc

239,005‌

15,639

*

Morphic

Holding,

Inc

511,864‌

65,991

*

Myriad

Genetics,

Inc

1,301,343‌

34,387

*

NanoString

Technologies,

Inc

363,814‌

91,464

*

Natera,

Inc

3,926,550‌

100,000

*,e

Nautilus

Biotechnology,

Inc

196,000‌

135,344

*

Nektar

Therapeutics

368,136‌

103,711

*

NeoGenomics,

Inc

1,232,087‌

84,777

*

Neurocrine

Biosciences,

Inc

9,404,313‌

22,655

*

NGM

Biopharmaceuticals

Inc

118,712‌

35,412

*

Nkarta,

Inc

188,746‌

159,288

*,e

Novavax,

Inc

1,737,832‌

23,712

*

Nurix

Therapeutics,

Inc

291,420‌

17,310

*

Nuvalent,

Inc

523,627‌

165,406

*,e

Nuvation

Bio,

Inc

406,899‌

266,779

*,e

Ocugen,

Inc

338,809‌

56,023

*

Ocular

Therapeutix,

Inc

219,050‌

4,311

*,†

Omniab,

Inc

0‌

4,311

*,†

Omniab,

Inc

0‌

55,713

*

OmniAb,

Inc

230,652‌

67,101

*

Organogenesis

Holdings

Inc

171,779‌

238,231

Organon

&

Co

7,177,900‌

321,694

*,e

Outlook

Therapeutics,

Inc

369,948‌

Portfolio

of

investments

(unaudited)

Equity

Index

Fund

January

31,

2023

120

continued

SHARES

COMPANY

REFERENCERATE

&

SPREAD

VALUE

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES—continued

215,209

*

Pacific

Biosciences

of

California,

Inc

$

2,386,668‌

33,811

*

Pacira

BioSciences

Inc

1,327,758‌

61,856

*,e

Pardes

Biosciences,

Inc

128,042‌

110,943

PerkinElmer,

Inc

15,257,991‌

103,541

Perrigo

Co

plc

3,874,504‌

5,031,708

Pfizer,

Inc

222,200,225‌

54,910

*,e

Phathom

Pharmaceuticals,

Inc

655,076‌

15,634

Phibro

Animal

Health

Corp

240,764‌

19,770

*

PMV

Pharmaceuticals,

Inc

162,114‌

59,198

*,e

Point

Biopharma

Global,

Inc

473,584‌

76,092

*

Praxis

Precision

Medicines,

Inc

378,938‌

303,574

*,e

Precigen,

Inc

491,790‌

40,272

*

Prestige

Consumer

Healthcare,

Inc.

2,648,287‌

34,077

*

Prometheus

Biosciences,

Inc

3,873,192‌

39,449

*

Protagonist

Therapeutics,

Inc

524,277‌

26,368

*

Prothena

Corp

plc

1,491,110‌

42,697

*,e

Provention

Bio,

Inc

369,756‌

52,242

*

PTC

Therapeutics,

Inc

2,397,385‌

203,644

*

QIAGEN

NV

9,978,556‌

23,244

*

Quanterix

Corp

328,438‌

107,914

*

Quantum-Si,

Inc

239,569‌

30,556

*

RAPT

Therapeutics,

Inc

887,652‌

20,751

*

Reata

Pharmaceuticals,

Inc

899,141‌

121,319

*

Recursion

Pharmaceuticals,

Inc

1,010,587‌

92,001

*

Regeneron

Pharmaceuticals,

Inc

69,779,998‌

28,339

*

REGENXBIO,

Inc

657,748‌

104,105

*

Relay

Therapeutics,

Inc

2,234,093‌

22,557

*

Relmada

Therapeutics,

Inc

91,581‌

51,710

*

Repligen

Corp

9,581,863‌

37,281

*

Replimune

Group,

Inc

1,038,276‌

89,531

*

Revance

Therapeutics,

Inc

3,104,935‌

44,805

*

REVOLUTION

Medicines,

Inc

1,198,086‌

920,303

*

Rigel

Pharmaceuticals,

Inc

1,509,297‌

55,762

*

Rocket

Pharmaceuticals,

Inc

1,211,708‌

341,743

Royalty

Pharma

plc

13,392,908‌

40,249

*

Sage

Therapeutics,

Inc

1,784,641‌

105,792

*,e

Sana

Biotechnology,

Inc

482,412‌

90,778

*

Sangamo

Therapeutics

Inc

316,815‌

71,409

*

Sarepta

Therapeutics,

Inc

8,923,983‌

92,308

*

Science

37

Holdings,

Inc

49,837‌

122,363

*

Seagen,

Inc

17,067,191‌

72,449

*

Seer,

Inc

329,643‌

52,476

*

Seres

Therapeutics,

Inc

287,044‌

48,122

SIGA

Technologies,

Inc

352,734‌

120,397

*,e

Singular

Genomics

Systems,

Inc

322,062‌

119,517

*

SomaLogic,

Inc

415,919‌

60,297

*,e

Sorrento

Therapeutics,

Inc

380,595‌

427,603

*,e

Sorrento

Therapeutics,

Inc

409,857‌

75,271

*

Sotera

Health

Co

1,297,672‌

22,026

*

SpringWorks

Therapeutics,

Inc

691,616‌

14,271

*

Stoke

Therapeutics,

Inc

142,139‌

35,959

*

Supernus

Pharmaceuticals,

Inc

1,474,679‌

109,276

*

Sutro

Biopharma,

Inc

791,158‌

33,941

*

Syndax

Pharmaceuticals,

Inc

974,107‌

79,102

*

Syneos

Health,

Inc

2,841,344‌

8,236

*

Tarsus

Pharmaceuticals,

Inc

129,799‌

10,273

*

Tenaya

Therapeutics,

Inc

35,134‌

201,631

*

TG

Therapeutics,

Inc

3,070,840‌

39,475

*,e

Theravance

Biopharma,

Inc

426,725‌

347,418

Thermo

Fisher

Scientific,

Inc

198,142,908‌

45,002

*

Travere

Therapeutics,

Inc

1,008,045‌

Portfolio

of

investments

(unaudited)

Equity

Index

Fund

January

31,

2023

121

continued

SHARES

COMPANY

REFERENCERATE

&

SPREAD

VALUE

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES—continued

42,685

*

Twist

Bioscience

Corp

$

1,224,633‌

75,826

*

Ultragenyx

Pharmaceutical,

Inc

3,437,193‌

40,250

*

United

Therapeutics

Corp

10,592,592‌

43,796

*

Vanda

Pharmaceuticals,

Inc

336,353‌

182,003

*,e

Vaxart

Inc

196,563‌

67,335

*

Vaxcyte,

Inc

3,053,642‌

154,475

*,e

VBI

Vaccines,

Inc

89,904‌

22,011

*

Ventyx

Biosciences,

Inc

924,462‌

20,906

*,e

Vera

Therapeutics,

Inc

177,283‌

51,135

*

Veracyte,

Inc

1,285,023‌

35,482

*

Vericel

Corp

974,691‌

227,417

*

Vertex

Pharmaceuticals,

Inc

73,478,433‌

31,666

*,e

Verve

Therapeutics,

Inc

720,401‌

1,152,685

Viatris,

Inc

14,016,650‌

57,898

*

Vir

Biotechnology,

Inc

1,710,886‌

56,980

*

Viridian

Therapeutics,

Inc

2,080,910‌

144,499

*

VistaGen

Therapeutics,

Inc

37,396‌

51,146

*

Waters

Corp

16,805,553‌

63,426

West

Pharmaceutical

Services,

Inc

16,845,946‌

43,711

*

Xencor,

Inc

1,438,966‌

164,836

*,e

Xeris

Biopharma

Holdings,

Inc

204,397‌

26,589

*

Y-mAbs

Therapeutics,

Inc

119,385‌

30,704

*

Zentalis

Pharmaceuticals,

Inc

724,614‌

419,069

Zoetis,

Inc

69,351,729‌

43,843

*,†

Zogenix,

Inc

29,813‌

TOTAL

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES

3,038,129,540‌

REAL

ESTATE

-

3

.4

%

70,210

Acadia

Realty

Trust

1,090,361‌

72,510

Agree

Realty

Corp

5,411,421‌

59,342

Alexander

&

Baldwin,

Inc

1,188,027‌

2,420

Alexander's,

Inc

574,218‌

137,933

Alexandria

Real

Estate

Equities,

Inc

22,171,350‌

43,740

American

Assets

Trust,

Inc

1,244,840‌

115,651

American

Finance

Trust,

Inc

789,896‌

244,508

American

Homes

4

Rent

8,384,179‌

414,526

American

Tower

Corp

92,600,963‌

237,549

Americold

Realty

Trust

7,461,414‌

143,763

Apartment

Income

REIT

Corp

5,500,372‌

236,327

Apartment

Investment

and

Management

Co

1,774,816‌

229,668

Apple

Hospitality

REIT,

Inc

4,072,014‌

52,819

Armada

Hoffler

Properties,

Inc

669,745‌

73,661

*

Ashford

Hospitality

Trust,

Inc

507,524‌

120,546

AvalonBay

Communities,

Inc

21,389,682‌

2,852

*

Bluerock

Homes

Trust,

Inc

61,632‌

126,257

Boston

Properties,

Inc

9,411,197‌

33,815

BraeMar

Hotels

&

Resorts,

Inc

179,220‌

127,223

Brandywine

Realty

Trust

834,583‌

250,617

Brixmor

Property

Group,

Inc

5,897,018‌

135,609

Broadstone

Net

Lease,

Inc

2,455,879‌

16,295

Brt

Realty

Trust

341,380‌

83,612

Camden

Property

Trust

10,301,835‌

81,949

CareTrust

REIT,

Inc

1,697,983‌

21,304

CBL

&

Associates

Properties,

Inc

567,752‌

284,647

*

CBRE

Group,

Inc

24,340,165‌

22,358

Centerspace

1,511,848‌

44,654

Chatham

Lodging

Trust

634,533‌

47,291

City

Office

REIT,

Inc

465,343‌

8,392

Clipper

Realty,

Inc

59,080‌

21,853

Community

Healthcare

Trust,

Inc

937,057‌

584,846

*,e

Compass,

Inc

2,351,081‌

Portfolio

of

investments

(unaudited)

Equity

Index

Fund

January

31,

2023

122

continued

SHARES

COMPANY

REFERENCERATE

&

SPREAD

VALUE

REAL

ESTATE—continued

121,800

Corporate

Office

Properties

Trust

$

3,418,926‌

118,941

Cousins

Properties,

Inc

3,261,362‌

377,399

Crown

Castle

International

Corp

55,896,566‌

22,347

CTO

Realty

Growth,

Inc

438,895‌

180,318

CubeSmart

8,256,761‌

136,442

*

Cushman

&

Wakefield

plc

1,968,858‌

162,943

DiamondRock

Hospitality

Co

1,569,141‌

247,449

Digital

Realty

Trust,

Inc

28,362,604‌

118,817

DigitalBridge

Group,

Inc

1,758,492‌

177,635

Diversified

Healthcare

Trust

140,580‌

53,964

Douglas

Elliman,

Inc

251,472‌

187,235

Douglas

Emmett,

Inc

3,136,186‌

100,932

Easterly

Government

Properties,

Inc

1,639,136‌

32,530

EastGroup

Properties,

Inc

5,473,173‌

110,377

Empire

State

Realty

Trust,

Inc

920,544‌

87,529

EPR

Properties

3,718,232‌

82,770

Equinix,

Inc

61,095,020‌

125,637

Equity

Commonwealth

3,206,256‌

143,366

Equity

Lifestyle

Properties,

Inc

10,290,812‌

319,617

Equity

Residential

20,343,622‌

115,336

Essential

Properties

Realty

Trust,

Inc

2,938,761‌

54,640

Essex

Property

Trust,

Inc

12,352,465‌

54,311

e

eXp

World

Holdings

Inc

846,709‌

118,541

Extra

Space

Storage,

Inc

18,709,326‌

21,817

Farmland

Partners,

Inc

281,003‌

63,585

Federal

Realty

Investment

Trust

7,091,635‌

106,640

First

Industrial

Realty

Trust,

Inc

5,689,244‌

23,804

*

Forestar

Group,

Inc

354,204‌

103,027

Four

Corners

Property

Trust,

Inc

2,963,057‌

85,813

Franklin

Street

Properties

Corp

264,304‌

6,315

*

FRP

Holdings,

Inc

354,714‌

210,728

Gaming

and

Leisure

Properties,

Inc

11,286,592‌

41,861

Getty

Realty

Corp

1,524,996‌

38,328

Gladstone

Commercial

Corp

651,193‌

23,351

Gladstone

Land

Corp

456,279‌

56,370

Global

Medical

REIT,

Inc

633,035‌

106,886

Global

Net

Lease,

Inc

1,597,946‌

330,513

Healthcare

Realty

Trust,

Inc

7,115,945‌

435,131

Healthpeak

Properties

Inc

11,957,400‌

41,958

Hersha

Hospitality

Trust

386,014‌

107,642

Highwoods

Properties,

Inc

3,269,088‌

627,398

Host

Hotels

and

Resorts,

Inc

11,826,452‌

33,686

*

Howard

Hughes

Corp

2,879,816‌

177,409

Hudson

Pacific

Properties

2,020,689‌

166,086

Independence

Realty

Trust,

Inc

3,127,399‌

3,478

Indus

Realty

Trust,

Inc

222,940‌

53,373

Industrial

Logistics

Properties

Trust

235,375‌

22,080

Innovative

Industrial

Properties,

Inc

1,982,342‌

53,732

InvenTrust

Properties

Corp

1,336,315‌

523,968

Invitation

Homes,

Inc

17,028,960‌

252,602

Iron

Mountain,

Inc

13,787,017‌

187,449

iStar

Inc

1,739,527‌

93,983

JBG

SMITH

Properties

1,892,818‌

45,989

*

Jones

Lang

LaSalle,

Inc

8,501,986‌

164,728

Kennedy-Wilson

Holdings,

Inc

2,945,337‌

88,635

Kilroy

Realty

Corp

3,637,580‌

483,468

Kimco

Realty

Corp

10,858,691‌

172,019

Kite

Realty

Group

Trust

3,732,812‌

79,369

Lamar

Advertising

Co

8,455,973‌

303,970

Lexington

Realty

Trust

3,510,854‌

67,843

Life

Storage,

Inc

7,329,758‌

Portfolio

of

investments

(unaudited)

Equity

Index

Fund

January

31,

2023

123

continued

SHARES

COMPANY

REFERENCERATE

&

SPREAD

VALUE

REAL

ESTATE—continued

58,244

LTC

Properties,

Inc

$

2,222,009‌

216,644

Macerich

Co

2,976,689‌

78,051

*

Mack-Cali

Realty

Corp

1,350,282‌

21,606

Marcus

&

Millichap,

Inc

783,001‌

518,068

Medical

Properties

Trust,

Inc

6,708,981‌

99,053

Mid-America

Apartment

Communities,

Inc

16,514,116‌

37,480

National

Health

Investors,

Inc

2,204,948‌

168,789

National

Retail

Properties,

Inc

7,992,159‌

65,528

National

Storage

Affiliates

Trust

2,673,542‌

81,798

NETSTREIT

Corp

1,646,594‌

142,665

Newmark

Group,

Inc

1,222,639‌

18,594

NexPoint

Residential

Trust,

Inc

938,997‌

44,187

Office

Properties

Income

Trust

758,249‌

220,547

Omega

Healthcare

Investors,

Inc

6,492,904‌

17,852

One

Liberty

Properties,

Inc

430,412‌

410,827

*,e

Opendoor

Technologies,

Inc

899,711‌

39,959

Orion

Office

REIT,

Inc

385,604‌

137,052

Outfront

Media,

Inc

2,727,335‌

265,481

Paramount

Group,

Inc

1,712,352‌

270,064

Park

Hotels

&

Resorts,

Inc

3,972,641‌

104,427

Pebblebrook

Hotel

Trust

1,712,603‌

89,700

Phillips

Edison

&

Co,

Inc

3,006,744‌

234,666

Physicians

Realty

Trust

3,721,803‌

210,657

Piedmont

Office

Realty

Trust,

Inc

2,232,964‌

23,260

Plymouth

Industrial

REIT,

Inc

520,559‌

15,840

Postal

Realty

Trust,

Inc

244,886‌

66,779

PotlatchDeltic

Corp

3,268,832‌

814,479

Prologis,

Inc

105,295,845‌

137,172

Public

Storage,

Inc

41,746,927‌

128,106

Rayonier,

Inc

4,661,777‌

11,250

Re/Max

Holdings,

Inc

256,613‌

99,115

*

Realogy

Holdings

Corp

840,495‌

559,568

Realty

Income

Corp

37,955,497‌

115,127

*,e

Redfin

Corp

861,150‌

154,727

Regency

Centers

Corp

10,309,460‌

97,039

Retail

Opportunities

Investment

Corp

1,536,127‌

158,434

Rexford

Industrial

Realty,

Inc

10,055,806‌

212,224

RLJ

Lodging

Trust

2,667,656‌

12,116

RMR

Group,

Inc

375,838‌

78,490

RPT

Realty

822,575‌

54,226

Ryman

Hospitality

Properties

5,037,053‌

217,481

Sabra

Healthcare

REIT,

Inc

2,935,994‌

54,843

Safehold,

Inc

1,917,311‌

10,022

Saul

Centers,

Inc

429,042‌

93,881

SBA

Communications

Corp

27,932,414‌

155,385

Service

Properties

Trust

1,384,480‌

290,038

Simon

Property

Group,

Inc

37,258,282‌

156,772

SITE

Centers

Corp

2,139,938‌

73,780

SL

Green

Realty

Corp

3,036,047‌

126,072

Spirit

Realty

Capital,

Inc

5,532,039‌

29,663

St.

Joe

Co

1,397,127‌

137,773

STAG

Industrial,

Inc

4,904,719‌

235,597

STORE

Capital

Corp

7,588,579‌

96,563

Summit

Hotel

Properties,

Inc

822,717‌

104,460

Sun

Communities,

Inc

16,385,596‌

164,654

Sunstone

Hotel

Investors,

Inc

1,809,547‌

108,433

Tanger

Factory

Outlet

Centers,

Inc

2,072,155‌

24,087

*

Tejon

Ranch

Co

482,222‌

58,918

Terreno

Realty

Corp

3,796,087‌

255,856

UDR,

Inc

10,896,907‌

38,434

UMH

Properties,

Inc

688,737‌

Portfolio

of

investments

(unaudited)

Equity

Index

Fund

January

31,

2023

124

continued

SHARES

COMPANY

REFERENCERATE

&

SPREAD

VALUE

REAL

ESTATE—continued

364,029

Uniti

Group,

Inc

$

2,398,951‌

10,411

Universal

Health

Realty

Income

Trust

570,627‌

86,312

Urban

Edge

Properties

1,359,414‌

26,203

Urstadt

Biddle

Properties,

Inc

(Class

A)

492,092‌

343,551

Ventas,

Inc

17,799,377‌

852,493

VICI

Properties,

Inc

29,138,211‌

167,834

Vornado

Realty

Trust

4,093,471‌

69,477

Washington

REIT

1,333,958‌

408,848

d

Welltower,

Inc

30,679,954‌

899,387

*,e

WeWork,

Inc

1,430,025‌

677,443

Weyerhaeuser

Co

23,324,363‌

32,454

Whitestone

REIT

337,846‌

190,247

WP

Carey,

Inc

16,271,826‌

95,278

Xenia

Hotels

&

Resorts,

Inc

1,419,642‌

45,669

*

Zillow

Group,

Inc

(Class

A)

1,961,940‌

131,934

*

Zillow

Group,

Inc

(Class

C)

5,832,802‌

TOTAL

REAL

ESTATE

1,223,400,411‌

RETAILING

-

5

.4

%

20,109

*

1-800-FLOWERS.COM,

Inc

(Class

A)

200,487‌

25,901

Aaron's

Co,

Inc

379,450‌

48,946

*

Abercrombie

&

Fitch

Co

(Class

A)

1,417,476‌

79,404

Academy

Sports

&

Outdoors,

Inc

4,638,782‌

50,551

Advance

Auto

Parts,

Inc

7,697,906‌

7,897,573

*

Amazon.com,

Inc

814,476,703‌

156,421

e

American

Eagle

Outfitters,

Inc

2,524,635‌

4,579

*

America's

Car-Mart,

Inc

394,435‌

91,405

Arko

Corp

766,888‌

17,853

*

Asbury

Automotive

Group,

Inc

3,927,660‌

32,010

*

Autonation,

Inc

4,056,307‌

16,885

*

AutoZone,

Inc

41,179,982‌

202,703

*,e

BARK,

Inc

407,433‌

190,066

Bath

&

Body

Works,

Inc

8,744,937‌

175,667

Best

Buy

Co,

Inc

15,585,176‌

16,018

e

Big

5

Sporting

Goods

Corp

160,020‌

26,843

e

Big

Lots,

Inc

439,151‌

22,700

*

Boot

Barn

Holdings,

Inc

1,895,223‌

44,614

Buckle,

Inc

1,963,016‌

16,988

*

Build-A-Bear

Workshop,

Inc

417,225‌

56,766

*

Burlington

Stores,

Inc

13,046,530‌

28,050

Caleres,

Inc

729,861‌

69,354

Camping

World

Holdings,

Inc

1,762,285‌

129,233

*

CarMax,

Inc

9,104,465‌

35,828

*

CarParts.com,

Inc

244,347‌

26,548

Cato

Corp

(Class

A)

263,887‌

105,197

*

Chico's

FAS,

Inc

554,388‌

10,763

*

Children's

Place,

Inc

488,317‌

26,944

*

Citi

Trends,

Inc

848,197‌

13,492

*

Conn's,

Inc

126,960‌

24,197

*

Container

Store

Group,

Inc

126,066‌

454,948

*,e

ContextLogic,

Inc

312,959‌

45,743

Designer

Brands,

Inc

471,610‌

77,320

*

Destination

XL

Group,

Inc

551,292‌

48,883

Dick's

Sporting

Goods,

Inc

6,391,941‌

3,448

e

Dillard's,

Inc

(Class

A)

1,356,133‌

201,348

Dollar

General

Corp

47,034,893‌

187,121

*

Dollar

Tree,

Inc

28,101,832‌

214,229

*

DoorDash,

Inc

12,408,144‌

9,258

*

Duluth

Holdings,

Inc

61,566‌

494,842

eBay,

Inc

24,494,679‌

107,493

*

Etsy,

Inc

14,788,887‌

Portfolio

of

investments

(unaudited)

Equity

Index

Fund

January

31,

2023

125

continued

SHARES

COMPANY

REFERENCERATE

&

SPREAD

VALUE

RETAILING—continued

54,594

*,e

EVgo,

Inc

$

376,153‌

131,005

*,e

Express

Parent

LLC

151,966‌

48,475

*

Five

Below,

Inc

9,555,877‌

92,753

*

Floor

&

Decor

Holdings,

Inc

8,419,190‌

87,874

Foot

Locker,

Inc

3,823,398‌

21,367

e

Franchise

Group,

Inc

660,027‌

16,819

*,e

Funko,

Inc

203,510‌

261,445

*,e

GameStop

Corp

(Class

A)

5,717,802‌

171,695

Gap,

Inc

2,329,901‌

11,254

*

Genesco,

Inc

543,456‌

128,127

Genuine

Parts

Co

21,502,273‌

13,357

Group

1

Automotive,

Inc

2,856,394‌

18,048

*,e

Groupon,

Inc

149,076‌

117,712

*,e

GrowGeneration

Corp

607,394‌

40,172

e

Guess?,

Inc

930,785‌

12,488

Haverty

Furniture

Cos,

Inc

436,081‌

12,350

Hibbett

Sports,

Inc

819,546‌

916,935

Home

Depot,

Inc

297,242,819‌

26,535

JOANN,

Inc

104,017‌

105,798

Kohl's

Corp

3,424,681‌

11,048

*

Lands'

End,

Inc

99,763‌

123,760

*

Leslie's,

Inc

1,917,042‌

21,175

*

Liquidity

Services,

Inc

317,413‌

26,379

Lithia

Motors,

Inc

(Class

A)

6,942,953‌

223,116

LKQ

Corp

13,154,919‌

552,528

Lowe's

Companies,

Inc

115,063,956‌

23,238

*

Lumber

Liquidators,

Inc

140,822‌

243,089

Macy's,

Inc

5,744,193‌

15,369

*

MarineMax,

Inc

480,281‌

25,760

Monro

Muffler,

Inc

1,311,184‌

18,977

Murphy

USA,

Inc

5,162,313‌

62,250

*

National

Vision

Holdings,

Inc

2,558,475‌

88,988

e

Nordstrom,

Inc

1,738,826‌

36,954

*

ODP

Corp

1,906,826‌

50,189

*

Ollie's

Bargain

Outlet

Holdings,

Inc

2,748,350‌

7,760

*,e

OneWater

Marine,

Inc

254,062‌

54,504

*

O'Reilly

Automotive,

Inc

43,186,244‌

33,221

*,e

Overstock.com,

Inc

804,280‌

24,321

Penske

Auto

Group,

Inc

3,108,710‌

65,216

*,e

Petco

Health

&

Wellness

Co,

Inc

762,375‌

15,878

e

PetMed

Express,

Inc

341,059‌

34,024

Pool

Corp

13,119,995‌

61,858

*

Quotient

Technology,

Inc

250,525‌

282,750

*

Qurate

Retail

Group,

Inc

QVC

Group

729,495‌

89,286

*,e

Rent

the

Runway,

Inc

383,037‌

64,638

Rent-A-Center,

Inc

1,738,116‌

27,156

*,e

Revolve

Group,

Inc

775,032‌

17,233

*,e

RH

5,376,524‌

297,515

Ross

Stores,

Inc

35,163,298‌

85,693

*

Sally

Beauty

Holdings,

Inc

1,335,097‌

11,037

Shoe

Carnival,

Inc

301,420‌

17,717

Shutterstock,

Inc

1,333,559‌

40,854

Signet

Jewelers

Ltd

3,137,996‌

18,059

*

Sleep

Number

Corp

620,868‌

18,582

Sonic

Automotive,

Inc

(Class

A)

998,039‌

32,181

*

Sportsman's

Warehouse

Holdings,

Inc

303,467‌

111,643

*

Stitch

Fix

Inc

581,660‌

409,635

Target

Corp

70,514,569‌

86,207

*,e

ThredUp,

Inc

149,138‌

17,146

*

Tilly's,

Inc

151,914‌

1,029,822

TJX

Companies,

Inc

84,301,229‌

Portfolio

of

investments

(unaudited)

Equity

Index

Fund

January

31,

2023

126

continued

SHARES

COMPANY

REFERENCERATE

&

SPREAD

VALUE

RETAILING—continued

22,051

*,e

Torrid

Holdings,

Inc

$

82,030‌

99,250

Tractor

Supply

Co

22,628,007‌

9,582

*

TravelCenters

of

America,

Inc

436,173‌

43,833

*

Ulta

Beauty,

Inc

22,528,409‌

55,782

*

Urban

Outfitters,

Inc

1,527,869‌

72,946

*

Victoria's

Secret

&

Co

3,074,674‌

468,027

*,e

Volta,

Inc

401,661‌

66,872

*

Warby

Parker,

Inc

1,079,983‌

86,375

*,e

Wayfair,

Inc

5,225,688‌

57,618

Williams-Sonoma,

Inc

7,774,973‌

3,307

Winmark

Corp

928,606‌

36,429

*,e

Xometry,

Inc

1,275,744‌

17,633

*

Zumiez,

Inc

455,460‌

TOTAL

RETAILING

1,930,824,778‌

SEMICONDUCTORS

&

SEMICONDUCTOR

EQUIPMENT

-

4

.9

%

38,257

*

ACM

Research,

Inc

477,830‌

1,437,423

*

Advanced

Micro

Devices,

Inc

108,022,338‌

84,280

*

Allegro

MicroSystems,

Inc

3,216,968‌

16,124

*

Alpha

&

Omega

Semiconductor

Ltd

531,447‌

27,295

*

Ambarella,

Inc

2,452,183‌

125,657

Amkor

Technology,

Inc

3,676,724‌

460,856

Analog

Devices,

Inc

79,022,978‌

762,798

Applied

Materials,

Inc

85,044,349‌

16,289

*,e

Atomera,

Inc

118,910‌

24,848

*

Axcelis

Technologies,

Inc

2,732,038‌

30,647

*

AXT,

Inc

180,511‌

350,647

Broadcom,

Inc

205,132,001‌

17,599

*

Ceva,

Inc

582,879‌

49,443

*

Cirrus

Logic,

Inc

4,469,153‌

36,109

*

Cohu,

Inc

1,302,813‌

79,262

*

Credo

Technology

Group

Holding

Ltd

1,373,610‌

37,942

*

Diodes,

Inc

3,384,047‌

117,826

*

Enphase

Energy,

Inc

26,084,320‌

132,771

Entegris,

Inc

10,715,947‌

92,520

*

First

Solar,

Inc

16,431,552‌

65,638

*

Formfactor,

Inc

1,847,053‌

71,317

*,e

GLOBALFOUNDRIES,

Inc

4,227,672‌

21,380

*

Ichor

Holdings

Ltd

722,644‌

21,576

*

Impinj,

Inc

2,800,133‌

79,821

*,e

indie

Semiconductor,

Inc

636,173‌

3,646,872

Intel

Corp

103,060,603‌

125,898

KLA

Corp

49,412,447‌

69,636

Kulicke

&

Soffa

Industries,

Inc

3,558,400‌

119,972

Lam

Research

Corp

59,997,997‌

110,898

*

Lattice

Semiconductor

Corp

8,404,959‌

43,924

*

MACOM

Technology

Solutions

Holdings,

Inc

2,943,787‌

743,751

Marvell

Technology,

Inc

32,092,856‌

54,765

*

MaxLinear,

Inc

2,256,318‌

470,867

Microchip

Technology,

Inc

36,548,697‌

962,140

Micron

Technology,

Inc

58,017,042‌

48,720

MKS

Instruments,

Inc

4,985,030‌

39,967

Monolithic

Power

Systems,

Inc

17,048,324‌

54,976

*

Nanometrics,

Inc

4,323,862‌

2,138,700

NVIDIA

Corp

417,837,819‌

387,492

*

ON

Semiconductor

Corp

28,461,287‌

37,563

*

PDF

Solutions,

Inc

1,193,752‌

51,560

*

Photronics,

Inc

934,267‌

48,003

Power

Integrations,

Inc

4,132,578‌

87,656

*

Qorvo,

Inc

9,524,701‌

997,005

QUALCOMM,

Inc

132,811,036‌

Portfolio

of

investments

(unaudited)

Equity

Index

Fund

January

31,

2023

127

continued

SHARES

COMPANY

REFERENCERATE

&

SPREAD

VALUE

SEMICONDUCTORS

&

SEMICONDUCTOR

EQUIPMENT—continued

98,341

*

Rambus,

Inc

$

3,979,860‌

52,459

*

Semtech

Corp

1,732,721‌

29,158

*

Silicon

Laboratories,

Inc

4,575,182‌

12,310

*

SiTime

Corp

1,418,481‌

3,881

*,e

SkyWater

Technology,

Inc

41,992‌

151,548

Skyworks

Solutions,

Inc

16,620,269‌

36,959

*

SMART

Global

Holdings,

Inc

635,325‌

60,658

*,e

SunPower

Corp

1,057,269‌

31,257

*

Synaptics,

Inc

3,908,063‌

141,928

Teradyne,

Inc

14,434,078‌

806,655

Texas

Instruments,

Inc

142,947,333‌

32,932

*

Ultra

Clean

Holdings

1,108,162‌

43,145

Universal

Display

Corp

5,718,007‌

38,313

*

Veeco

Instruments,

Inc

760,896‌

108,504

*

Wolfspeed,

Inc

8,355,893‌

TOTAL

SEMICONDUCTORS

&

SEMICONDUCTOR

EQUIPMENT

1,750,025,566‌

SOFTWARE

&

SERVICES

-

12

.9

%

80,969

*,e

8x8,

Inc

381,364‌

62,292

A10

Networks,

Inc

964,280‌

565,211

Accenture

plc

157,722,130‌

100,734

*

ACI

Worldwide,

Inc

2,813,501‌

78,779

Adeia,

Inc

862,630‌

412,368

*

Adobe,

Inc

152,716,365‌

252,440

*,e

Affirm

Holdings,

Inc

4,087,004‌

16,639

*

Agilysys,

Inc

1,390,355‌

133,350

*

Akamai

Technologies,

Inc

11,861,482‌

41,290

*

Alarm.com

Holdings,

Inc

2,213,144‌

21,105

*

Alkami

Technology,

Inc

345,489‌

42,883

*

Altair

Engineering,

Inc

2,277,087‌

44,748

*

Alteryx,

Inc

2,483,066‌

115,299

Amdocs

Ltd

10,599,437‌

27,834

American

Software,

Inc

(Class

A)

423,355‌

44,631

*,e

Amplitude,

Inc

641,794‌

80,235

*

Ansys,

Inc

21,371,395‌

14,183

*

Appfolio,

Inc

1,593,176‌

30,205

*

Appian

Corp

1,249,430‌

181,106

*,e

AppLovin

Corp

2,300,046‌

125,374

*

Asana,

Inc

1,943,297‌

24,950

*

Aspen

Technology,

Inc

4,958,812‌

123,959

*

Atlassian

Corp

20,034,254‌

193,258

*

Autodesk,

Inc

41,581,391‌

372,447

Automatic

Data

Processing,

Inc

84,102,257‌

102,950

*,e

AvePoint,

Inc

460,186‌

117,308

*

AvidXchange

Holdings,

Inc

1,304,465‌

162,038

Bentley

Systems,

Inc

6,327,584‌

36,148

*

BigCommerce

Holdings,

Inc

443,174‌

87,190

*

Bill.Com

Holdings,

Inc

10,080,908‌

137,979

*

Black

Knight,

Inc

8,360,148‌

36,670

*

Blackbaud,

Inc

2,281,241‌

46,049

*

Blackline,

Inc

3,306,318‌

148,286

*

Blend

Labs,

Inc

246,155‌

478,163

*

Block,

Inc

39,075,480‌

148,092

*

Box,

Inc

4,737,463‌

38,126

Bread

Financial

Holdings,

Inc

1,564,310‌

27,196

*

Brightcove,

Inc

172,423‌

108,150

Broadridge

Financial

Solutions,

Inc

16,261,434‌

53,262

*,e

C3.ai,

Inc

1,057,251‌

246,665

*

Cadence

Design

Systems,

Inc

45,097,762‌

44,004

*

Cantaloupe,

Inc

223,980‌

11,050

Cass

Information

Systems,

Inc

536,588‌

Portfolio

of

investments

(unaudited)

Equity

Index

Fund

January

31,

2023

128

continued

SHARES

COMPANY

REFERENCERATE

&

SPREAD

VALUE

SOFTWARE

&

SERVICES—continued

135,134

*

CCC

Intelligent

Solutions

Holdings,

Inc

$

1,249,989‌

56,180

*,e

Cerberus

Cyber

Sentinel

Corp

80,337‌

28,638

*

Cerence

Inc

702,204‌

126,272

*

Ceridian

HCM

Holding,

Inc

9,126,940‌

88,161

*,e

Cleanspark,

Inc

279,470‌

49,711

Clear

Secure,

Inc

1,560,428‌

249,497

*

Cloudflare,

Inc

13,200,886‌

455,356

Cognizant

Technology

Solutions

Corp

(Class

A)

30,395,013‌

38,311

*

Commvault

Systems,

Inc

2,384,094‌

43,568

Concentrix

Corp

6,178,378‌

136,953

*

Conduent,

Inc

653,266‌

100,027

*

Confluent,

Inc

2,310,624‌

11,171

*

Consensus

Cloud

Solutions,

Inc

656,520‌

23,931

*,e

Couchbase,

Inc

353,939‌

73,426

*

Coupa

Software,

Inc

5,868,206‌

183,386

*

Crowdstrike

Holdings,

Inc

19,420,577‌

9,750

*

CS

Disco,

Inc

81,022‌

27,043

CSG

Systems

International,

Inc

1,613,656‌

66,722

*

Cvent

Holding

Corp

538,447‌

34,300

*

Cyxtera

Technologies,

Inc

110,446‌

228,796

*

Datadog,

Inc

17,116,229‌

10,173

*,e

Digimarc

Corp

203,257‌

70,760

*

Digital

Turbine,

Inc

1,228,394‌

60,945

*,e

DigitalOcean

Holdings,

Inc

1,788,736‌

176,794

*

DocuSign,

Inc

10,720,788‌

52,134

Dolby

Laboratories,

Inc

(Class

A)

4,147,781‌

20,918

*

Domo,

Inc

324,438‌

86,906

*

DoubleVerify

Holdings,

Inc

2,362,974‌

239,768

*

Dropbox,

Inc

5,569,811‌

56,515

*

Duck

Creek

Technologies,

Inc

1,069,829‌

205,085

*

DXC

Technology

Co

5,892,092‌

190,532

*

Dynatrace,

Inc

7,322,145‌

152,822

*,e

E2open

Parent

Holdings,

Inc

1,054,472‌

20,502

Ebix,

Inc

390,768‌

17,054

*

eGain

Corp

165,765‌

60,393

*

Elastic

NV

3,553,524‌

16,370

*,e

Enfusion,

Inc

194,476‌

29,716

*

EngageSmart,

Inc

585,405‌

43,493

*

Envestnet,

Inc

2,827,045‌

50,028

*

EPAM

Systems,

Inc

16,641,814‌

39,210

*

Euronet

Worldwide,

Inc

4,418,183‌

28,541

*

Everbridge,

Inc

912,170‌

11,625

*

EverCommerce,

Inc

120,086‌

78,190

EVERTEC,

Inc

2,888,339‌

49,200

*

Evo

Payments,

Inc

1,666,404‌

27,354

*

ExlService

Holdings,

Inc

4,666,592‌

22,307

*

Fair

Isaac

Corp

14,855,347‌

82,247

*,e

Fastly,

Inc

851,256‌

532,560

Fidelity

National

Information

Services,

Inc

39,963,302‌

525,160

*

Fiserv,

Inc

56,024,069‌

55,884

*

Five9,

Inc

4,402,541‌

67,974

*

FleetCor

Technologies,

Inc

14,193,651‌

46,691

*

Flywire

Corp

1,259,256‌

65,732

*,e

ForgeRock,

Inc

1,305,438‌

572,086

*

Fortinet,

Inc

29,942,981‌

67,817

*

Gartner,

Inc

22,931,640‌

523,115

Gen

Digital,

Inc

12,036,876‌

166,795

Genpact

Ltd

7,886,068‌

236,312

Global

Payments,

Inc

26,637,089‌

33,890

*

Globant

S.A.

5,496,280‌

143,103

*

GoDaddy,

Inc

11,753,049‌

Portfolio

of

investments

(unaudited)

Equity

Index

Fund

January

31,

2023

129

continued

SHARES

COMPANY

REFERENCERATE

&

SPREAD

VALUE

SOFTWARE

&

SERVICES—continued

33,757

*

Grid

Dynamics

Holdings,

Inc

$

422,638‌

67,262

*

Guidewire

Software,

Inc

4,926,269‌

19,483

Hackett

Group,

Inc

430,574‌

40,627

*

HubSpot,

Inc

14,097,975‌

15,281

*

I3

Verticals,

Inc

441,927‌

24,792

*,e

Informatica,

Inc

441,298‌

8,671

*

Instructure

Holdings,

Inc

234,377‌

7,613

*

Intapp,

Inc

220,625‌

25,045

InterDigital,

Inc

1,751,898‌

800,376

International

Business

Machines

Corp

107,834,658‌

24,509

*

International

Money

Express

Inc

557,825‌

246,282

Intuit,

Inc

104,096,013‌

66,085

Jack

Henry

&

Associates,

Inc

11,901,248‌

53,595

*

Jamf

Holding

Corp

1,064,933‌

129,871

*,e

Kaleyra,

Inc

148,053‌

58,166

*

KnowBe4,

Inc

1,447,752‌

174,055

*

Kyndryl

Holdings,

Inc

2,330,596‌

223,881

*,e

Latch,

Inc

205,859‌

94,577

*,e

Limelight

Networks,

Inc

148,486‌

48,836

*

Liveperson,

Inc

629,008‌

50,165

*

LiveRamp

Holdings,

Inc

1,342,415‌

58,755

*

Manhattan

Associates,

Inc

7,659,302‌

227,424

*,e

Marathon

Digital

Holdings,

Inc

1,639,727‌

347,596

*

Marqeta,

Inc

2,304,561‌

755,100

Mastercard,

Inc

(Class

A)

279,840,060‌

545,426

*,e

Matterport,

Inc

1,919,900‌

47,340

MAXIMUS,

Inc

3,543,399‌

8,990

*

MeridianLink,

Inc

142,761‌

6,649,842

Microsoft

Corp

1,647,897,346‌

7,356

*,e

MicroStrategy,

Inc

(Class

A)

1,851,726‌

32,077

*

Mitek

Systems,

Inc

316,279‌

26,865

*

Model

N,

Inc

1,065,466‌

89,240

*

MoneyGram

International,

Inc

961,115‌

58,507

*

MongoDB,

Inc

12,532,784‌

54,411

*

N-Able,

Inc

558,801‌

45,184

*

nCino

OpCo,

Inc

1,292,262‌

99,167

*

NCR

Corp

2,719,159‌

40,047

*

New

Relic,

Inc

2,444,869‌

197,437

*

Nutanix,

Inc

5,502,569‌

137,926

*

Okta,

Inc

10,152,733‌

71,961

*

Olo,

Inc

577,127‌

20,114

*

ON24,

Inc

186,658‌

26,135

*

OneSpan,

Inc

360,924‌

1,366,793

Oracle

Corp

120,906,509‌

60,897

*

Pagerduty,

Inc

1,814,122‌

1,589,936

*

Palantir

Technologies,

Inc

12,369,702‌

260,918

*

Palo

Alto

Networks,

Inc

41,392,032‌

61,800

*

Paya

Holdings,

Inc

600,696‌

288,187

Paychex,

Inc

33,389,346‌

45,587

*

Paycom

Software,

Inc

14,767,453‌

40,991

*

Paycor

HCM,

Inc

1,029,284‌

38,516

*

Paylocity

Holding

Corp

8,022,498‌

172,922

*

Payoneer

Global,

Inc

1,030,615‌

1,024,139

*

PayPal

Holdings,

Inc

83,457,087‌

26,554

*

Paysafe

Ltd

558,696‌

31,477

Pegasystems,

Inc

1,223,826‌

27,439

*

Perficient,

Inc

2,034,327‌

56,416

*

Procore

Technologies,

Inc

3,156,475‌

36,290

Progress

Software

Corp

1,924,822‌

31,004

*

PROS

Holdings,

Inc

781,301‌

95,516

*

PTC,

Inc

12,883,198‌

Portfolio

of

investments

(unaudited)

Equity

Index

Fund

January

31,

2023

130

continued

SHARES

COMPANY

REFERENCERATE

&

SPREAD

VALUE

SOFTWARE

&

SERVICES—continued

41,416

*

Q2

Holdings,

Inc

$

1,355,132‌

34,997

*

Qualys,

Inc

4,037,254‌

40,695

*,e

Rackspace

Technology,

Inc

122,085‌

47,972

*

Rapid7,

Inc

1,912,644‌

67,270

*

Remitly

Global,

Inc

811,276‌

66,056

*

Repay

Holdings

Corp

643,385‌

39,817

*

Rimini

Street,

Inc

179,176‌

63,654

*

RingCentral,

Inc

2,484,416‌

148,135

*,e

Riot

Blockchain,

Inc

928,806‌

95,135

Roper

Technologies,

Inc

40,598,861‌

247,088

*

Sabre

Corp

1,682,669‌

854,339

*

Salesforce,

Inc

143,503,322‌

23,490

Sapiens

International

Corp

NV

532,283‌

6,388

*

SecureWorks

Corp

51,232‌

175,530

*

SentinelOne,

Inc

2,648,748‌

178,498

*

ServiceNow,

Inc

81,239,795‌

46,318

*

Shift4

Payments,

Inc

2,966,205‌

6,847

*

ShotSpotter,

Inc

263,952‌

118,798

*

Smartsheet,

Inc

5,133,262‌

274,114

*

Snowflake,

Inc

42,882,394‌

27,775

*

SolarWinds

Corp

282,194‌

144,106

*

Splunk,

Inc

13,801,032‌

34,888

*

Sprout

Social,

Inc

2,231,785‌

36,948

*

SPS

Commerce,

Inc

5,027,884‌

25,029

*

Squarespace,

Inc

593,688‌

197,871

SS&C

Technologies

Holdings,

Inc

11,941,515‌

221,351

*

StoneCo

Ltd

2,470,277‌

61,561

*

Sumo

Logic,

Inc

728,267‌

97,569

*

SVMK,

Inc

752,257‌

136,219

*

Synopsys,

Inc

48,187,471‌

29,649

*

Telos

Corp

143,798‌

113,809

*

Tenable

Holdings,

Inc

4,578,536‌

87,924

*

Teradata

Corp

3,066,789‌

235,128

*

Toast,

Inc

5,245,706‌

397,089

*

Trade

Desk,

Inc

20,132,412‌

14,025

TTEC

Holdings,

Inc

713,031‌

7,649

*,e

Tucows,

Inc

253,717‌

68,810

*

Turing

Holding

Corp

743,148‌

157,220

*

Twilio,

Inc

9,408,045‌

35,978

*

Tyler

Technologies,

Inc

11,612,619‌

300,462

*

UiPath,

Inc

4,615,096‌

47,903

*

Unisys

Corp

259,155‌

205,881

*

Unity

Software,

Inc

7,312,893‌

21,072

*

Upland

Software,

Inc

183,959‌

82,404

*

Varonis

Systems,

Inc

2,129,319‌

57,225

*

Verint

Systems,

Inc

2,172,833‌

85,205

*

VeriSign,

Inc

18,578,950‌

16,429

*,e

Veritone,

Inc

138,825‌

110,081

*

Verra

Mobility

Corp

1,698,550‌

8,329

*

Viant

Technology,

Inc

37,814‌

1,460,427

Visa,

Inc

(Class

A)

336,204,900‌

188,196

*

VMware,

Inc

(Class

A)

23,048,364‌

310,877

Western

Union

Co

4,405,127‌

42,490

*

WEX,

Inc

7,859,375‌

52,661

*

Wix.com

Ltd

4,580,454‌

178,640

*

Workday,

Inc

32,410,655‌

38,026

*

Workiva,

Inc

3,290,390‌

84,797

*

Yext,

Inc

589,339‌

89,772

*,e

Zeta

Global

Holdings

Corp

815,130‌

231,798

*

Zoom

Video

Communications,

Inc

17,384,850‌

72,363

*

Zscaler,

Inc

8,984,590‌

Portfolio

of

investments

(unaudited)

Equity

Index

Fund

January

31,

2023

131

continued

SHARES

COMPANY

REFERENCERATE

&

SPREAD

VALUE

SOFTWARE

&

SERVICES—continued

85,083

*

Zuora

Inc

$

673,857‌

TOTAL

SOFTWARE

&

SERVICES

4,651,339,650‌

TECHNOLOGY

HARDWARE

&

EQUIPMENT

-

7

.2

%

93,330

*

3D

Systems

Corp

1,013,564‌

14,000

*,e

908

Devices,

Inc

130,480‌

86,329

ADTRAN

Holdings,

Inc

1,629,028‌

29,347

Advanced

Energy

Industries,

Inc

2,721,641‌

81,605

*,e

Aeva

Technologies,

Inc

137,912‌

32,905

*,e

Akoustis

Technologies,

Inc

121,419‌

520,521

Amphenol

Corp

(Class

A)

41,521,960‌

13,356,049

Apple,

Inc

1,927,144,310‌

223,127

*

Arista

Networks,

Inc

28,118,465‌

61,760

*

Arlo

Technologies,

Inc

231,600‌

55,492

*

Arrow

Electronics,

Inc

6,519,755‌

7,328

*,e

Aviat

Networks,

Inc

237,061‌

27,434

*

Avid

Technology,

Inc

831,525‌

73,643

Avnet,

Inc

3,378,741‌

22,437

Badger

Meter,

Inc

2,600,448‌

33,419

Belden

CDT,

Inc

2,709,947‌

28,683

Benchmark

Electronics,

Inc

802,837‌

59,343

*

Calix,

Inc

3,123,815‌

7,538

*

Cambium

Networks

Corp

161,539‌

33,928

*,e

Casa

Systems,

Inc

116,034‌

120,985

CDW

Corp

23,716,690‌

122,588

*

Ciena

Corp

6,377,028‌

3,654,639

Cisco

Systems,

Inc

177,871,280‌

7,678

*

Clearfield,

Inc

548,670‌

156,966

Cognex

Corp

8,592,319‌

101,582

*

Coherent

Corp

4,408,659‌

276,578

*

CommScope

Holding

Co,

Inc

2,323,255‌

18,962

Comtech

Telecommunications

Corp

300,737‌

663,139

Corning,

Inc

22,951,241‌

19,947

*

Corsair

Gaming,

Inc

313,766‌

24,590

CTS

Corp

1,094,501‌

235,677

Dell

Technologies,

Inc

9,573,200‌

24,428

*

Digi

International,

Inc

830,308‌

12,695

*

DZS,

Inc

161,226‌

42,963

*

Eastman

Kodak

Co

155,096‌

20,216

*

ePlus,

Inc

1,006,352‌

88,758

*,e

Evolv

Technologies

Holdings,

Inc

271,599‌

92,854

*

Extreme

Networks,

Inc

1,674,158‌

51,719

*

F5

Networks,

Inc

7,636,828‌

36,817

*

Fabrinet

4,847,326‌

14,511

*

FARO

Technologies,

Inc

398,762‌

21,995

*

Focus

Universal,

Inc

127,571‌

67,921

*

Harmonic,

Inc

894,520‌

1,099,233

Hewlett

Packard

Enterprise

Co

17,730,628‌

891,419

HP,

Inc

25,975,950‌

15,569

*

Identiv,

Inc

135,762‌

134,931

*,e

Infinera

Corp

987,695‌

63,430

*,e

Inseego

Corp

73,579‌

34,673

*

Insight

Enterprises,

Inc

3,908,341‌

95,106

*

IonQ,

Inc

422,271‌

28,045

*

IPG

Photonics

Corp

3,143,844‌

34,094

*

Itron,

Inc

1,959,382‌

113,681

Jabil

Inc

8,938,737‌

288,072

Juniper

Networks,

Inc

9,304,726‌

159,874

*

Keysight

Technologies,

Inc

28,673,402‌

14,794

*

Kimball

Electronics,

Inc

377,543‌

63,212

*

Knowles

Corp

1,215,567‌

Portfolio

of

investments

(unaudited)

Equity

Index

Fund

January

31,

2023

132

continued

SHARES

COMPANY

REFERENCERATE

&

SPREAD

VALUE

TECHNOLOGY

HARDWARE

&

EQUIPMENT—continued

89,502

*,e

Lightwave

Logic,

Inc

$

562,968‌

23,763

Littelfuse,

Inc

6,099,724‌

57,817

*

Lumentum

Holdings,

Inc

3,479,427‌

29,619

Methode

Electronics,

Inc

1,414,011‌

132,689

*,e

Microvision,

Inc

333,049‌

109,376

*,e

Mirion

Technologies,

Inc

869,539‌

146,848

Motorola

Solutions,

Inc

37,741,404‌

18,860

*

Napco

Security

Technologies,

Inc

546,374‌

129,034

National

Instruments

Corp

6,967,836‌

195,473

NetApp,

Inc

12,946,177‌

24,521

*

Netgear,

Inc

489,684‌

54,736

*

Netscout

Systems,

Inc

1,757,026‌

32,078

*

nLight,

Inc

397,767‌

29,734

*

Novanta,

Inc

4,801,149‌

12,970

*

OSI

Systems,

Inc

1,228,389‌

89,933

*,e

Ouster,

Inc

128,604‌

17,935

*,e

PAR

Technology

Corp

609,611‌

9,082

PC

Connection,

Inc

445,290‌

22,542

*

Plexus

Corp

2,163,807‌

260,661

*

Pure

Storage,

Inc

7,543,529‌

58,048

*

Ribbon

Communications,

Inc

203,748‌

16,117

*

Rogers

Corp

2,249,772‌

48,189

*

Sanmina

Corp

2,936,156‌

19,807

*

Scansource,

Inc

652,244‌

95,165

*

SmartRent,

Inc

277,882‌

35,032

*

Super

Micro

Computer,

Inc

2,533,865‌

45,038

SYNNEX

Corp

4,600,632‌

42,274

*

Teledyne

Technologies,

Inc

17,935,167‌

216,855

*

Trimble

Inc

12,590,601‌

76,878

*

TTM

Technologies,

Inc

1,208,522‌

11,009

*

Turtle

Beach

Corp

104,585‌

5,566

e

Ubiquiti,

Inc

1,626,163‌

295,480

*,e

Velodyne

Lidar,

Inc

345,712‌

53,957

*

Viasat,

Inc

1,858,819‌

194,238

*

Viavi

Solutions,

Inc

2,194,889‌

113,192

Vishay

Intertechnology,

Inc

2,590,965‌

9,429

*

Vishay

Precision

Group,

Inc

407,144‌

130,144

Vontier

Corp

2,997,216‌

279,147

*

Western

Digital

Corp

12,268,511‌

102,726

Xerox

Holdings

Corp

1,682,652‌

31,511

*

Xperi,

Inc

326,139‌

45,738

*

Zebra

Technologies

Corp

(Class

A)

14,461,441‌

TOTAL

TECHNOLOGY

HARDWARE

&

EQUIPMENT

2,578,752,790‌

TELECOMMUNICATION

SERVICES

-

1

.1

%

8,408

*

Anterix,

Inc

303,276‌

6,353,034

AT&T,

Inc

129,411,303‌

5,840

ATN

International,

Inc

285,459‌

33,182

*

Bandwidth

Inc

825,568‌

85,783

*

Charge

Enterprises,

Inc

114,949‌

51,100

Cogent

Communications

Group,

Inc

3,503,927‌

70,859

*

Consolidated

Communications

Holdings,

Inc

308,237‌

37,068

*

EchoStar

Corp

(Class

A)

693,542‌

234,242

*

Frontier

Communications

Parent,

Inc

6,935,906‌

539,838

*

Globalstar,

Inc

761,172‌

44,664

*

Gogo,

Inc

749,015‌

15,140

*

IDT

Corp

(Class

B)

444,965‌

120,973

*

Iridium

Communications,

Inc

7,239,024‌

27,165

*

Liberty

Latin

America

Ltd

(Class

A)

267,304‌

118,887

*

Liberty

Latin

America

Ltd

(Class

C)

1,171,037‌

891,245

Lumen

Technologies,

Inc

4,679,036‌

Portfolio

of

investments

(unaudited)

Equity

Index

Fund

January

31,

2023

133

continued

SHARES

COMPANY

REFERENCERATE

&

SPREAD

VALUE

TELECOMMUNICATION

SERVICES—continued

22,870

*

Ooma,

Inc

$

328,642‌

59,880

*

Radius

Global

Infrastructure,

Inc

806,584‌

38,595

Shenandoah

Telecom

Co

754,532‌

91,530

Telephone

&

Data

Systems,

Inc

1,223,756‌

533,166

*

T-Mobile

US,

Inc

79,607,015‌

20,445

*

US

Cellular

Corp

500,085‌

3,701,491

Verizon

Communications,

Inc

153,870,981‌

TOTAL

TELECOMMUNICATION

SERVICES

394,785,315‌

TRANSPORTATION

-

1

.8

%

44,939

*

Air

Transport

Services

Group,

Inc

1,272,223‌

118,224

*

Alaska

Air

Group,

Inc

6,069,620‌

23,832

*

Allegiant

Travel

Co

2,050,267‌

66,663

AMERCO

4,119,107‌

7,407

e

Amerco,

Inc

496,491‌

573,404

*

American

Airlines

Group,

Inc

9,254,741‌

19,944

ArcBest

Corp

1,664,327‌

31,297

*

Atlas

Air

Worldwide

Holdings,

Inc

3,198,866‌

22,028

*

Avis

Budget

Group,

Inc

4,406,481‌

57,804

*,e

Blade

Air

Mobility,

Inc

257,806‌

101,232

CH

Robinson

Worldwide,

Inc

10,140,409‌

24,258

*,e

Copa

Holdings

S.A.

(Class

A)

2,233,677‌

48,562

Costamare,

Inc

492,904‌

15,394

Covenant

Transportation

Group,

Inc

510,465‌

1,869,741

CSX

Corp

57,812,392‌

35,358

*

Daseke,

Inc

246,799‌

548,327

*

Delta

Air

Lines,

Inc

21,439,586‌

26,244

e

Eagle

Bulk

Shipping,

Inc

1,503,256‌

149,248

Expeditors

International

of

Washington,

Inc

16,141,171‌

211,040

FedEx

Corp

40,912,214‌

24,006

Forward

Air

Corp

2,589,047‌

26,908

*

Frontier

Group

Holdings,

Inc

338,503‌

23,696

Genco

Shipping

&

Trading

Ltd

429,845‌

97,745

Golden

Ocean

Group

Ltd

936,397‌

84,873

*

GXO

Logistics,

Inc

4,441,404‌

45,051

*

Hawaiian

Holdings,

Inc

555,028‌

38,745

Heartland

Express,

Inc

651,691‌

201,202

*

Hertz

Global

Holdings,

Inc

3,625,660‌

38,365

*

Hub

Group,

Inc

(Class

A)

3,271,384‌

73,397

JB

Hunt

Transport

Services,

Inc

13,875,703‌

296,245

*

JetBlue

Airways

Corp

2,369,960‌

200,623

*,e

Joby

Aviation,

Inc

886,754‌

45,468

*

Kirby

Corp

3,218,225‌

143,755

Knight-Swift

Transportation

Holdings,

Inc

8,495,920‌

30,762

Landstar

System,

Inc

5,316,596‌

330,965

*

Lyft,

Inc

(Class

A)

5,378,181‌

48,163

Marten

Transport

Ltd

1,063,921‌

33,308

Matson,

Inc

2,202,325‌

206,470

Norfolk

Southern

Corp

50,752,391‌

86,829

Old

Dominion

Freight

Line

28,934,896‌

5,260

*

PAM

Transportation

Services,

Inc

152,277‌

26,622

*

Radiant

Logistics,

Inc

149,349‌

82,661

*

RXO,

Inc

1,514,350‌

40,037

Ryder

System,

Inc

3,779,893‌

35,633

Safe

Bulkers,

Inc

117,233‌

23,079

*

Saia,

Inc

6,295,490‌

57,475

Schneider

National,

Inc

1,523,087‌

38,889

*

Skywest,

Inc

807,336‌

516,007

Southwest

Airlines

Co

18,457,570‌

138,127

Spirit

Airlines,

Inc

2,740,440‌

24,319

*

Sun

Country

Airlines

Holdings,

Inc

454,036‌

Portfolio

of

investments

(unaudited)

Equity

Index

Fund

January

31,

2023

134

continued

SHARES

COMPANY

REFERENCERATE

&

SPREAD

VALUE

TRANSPORTATION—continued

204,378

*

TuSimple

Holdings,

Inc

$

429,194‌

1,714,241

*

Uber

Technologies,

Inc

53,021,474‌

545,770

Union

Pacific

Corp

111,440,776‌

289,212

*

United

Airlines

Holdings

Inc

14,159,820‌

653,280

United

Parcel

Service,

Inc

(Class

B)

121,007,054‌

7,345

Universal

Logistics

Holdings

Inc

263,832‌

48,383

Werner

Enterprises,

Inc

2,272,550‌

129,339

*

Wheels

Up

Experience,

Inc

159,087‌

82,661

*

XPO

Logistics,

Inc

3,294,867‌

TOTAL

TRANSPORTATION

665,596,348‌

UTILITIES

-

2

.8

%

593,853

AES

Corp

16,277,511‌

50,603

Allete,

Inc

3,130,302‌

218,025

Alliant

Energy

Corp

11,779,891‌

37,175

*

Altus

Power,

Inc

298,144‌

223,895

Ameren

Corp

19,449,759‌

456,469

American

Electric

Power

Co,

Inc

42,889,827‌

40,319

American

States

Water

Co

3,796,840‌

166,566

American

Water

Works

Co,

Inc

26,065,913‌

4,314

Artesian

Resources

Corp

254,095‌

130,241

Atmos

Energy

Corp

15,308,527‌

69,712

e

Avangrid,

Inc

2,939,755‌

78,288

Avista

Corp

3,123,691‌

65,392

Black

Hills

Corp

4,733,073‌

88,079

Brookfield

Infrastructure

Corp

3,894,853‌

104,865

Brookfield

Renewable

Corp

3,305,345‌

58,466

California

Water

Service

Group

3,576,365‌

539,408

Centerpoint

Energy,

Inc

16,246,969‌

15,372

Chesapeake

Utilities

Corp

1,938,102‌

26,585

Clearway

Energy,

Inc

(Class

A)

852,049‌

88,678

Clearway

Energy,

Inc

(Class

C)

2,996,430‌

249,760

CMS

Energy

Corp

15,782,334‌

312,926

Consolidated

Edison,

Inc

29,824,977‌

284,850

Constellation

Energy

Corp

24,314,796‌

732,297

Dominion

Energy,

Inc

46,603,381‌

162,923

DTE

Energy

Co

18,959,350‌

684,067

Duke

Energy

Corp

70,082,664‌

318,691

Edison

International

21,957,810‌

175,163

Entergy

Corp

18,966,650‌

203,026

Essential

Utilities

Inc

9,487,405‌

194,163

Evergy,

Inc

12,164,312‌

304,115

Eversource

Energy

25,037,788‌

848,527

Exelon

Corp

35,799,354‌

485,432

FirstEnergy

Corp

19,878,440‌

6,030

Global

Water

Resources,

Inc

85,807‌

100,064

Hawaiian

Electric

Industries,

Inc

4,229,705‌

44,825

Idacorp,

Inc

4,742,933‌

31,879

MGE

Energy,

Inc

2,330,674‌

13,552

Middlesex

Water

Co

1,136,471‌

51,542

*,e

Montauk

Renewables,

Inc

572,632‌

78,083

National

Fuel

Gas

Co

4,533,499‌

80,647

New

Jersey

Resources

Corp

4,025,898‌

1,773,518

NextEra

Energy,

Inc

132,357,648‌

327,100

NiSource,

Inc

9,077,025‌

45,023

Northwest

Natural

Holding

Co

2,257,453‌

60,094

NorthWestern

Corp

3,413,339‌

214,682

NRG

Energy,

Inc

7,346,418‌

199,549

OGE

Energy

Corp

7,846,267‌

42,824

ONE

Gas,

Inc

3,526,985‌

45,018

e

Ormat

Technologies,

Inc

4,166,416‌

Portfolio

of

investments

(unaudited)

Equity

Index

Fund

January

31,

2023

135

continued

SHARES

COMPANY

REFERENCERATE

&

SPREAD

VALUE

UTILITIES—continued

35,270

Otter

Tail

Corp

$

2,262,571‌

1,485,989

*,b

PG&E

Corp

23,627,225‌

102,787

Pinnacle

West

Capital

Corp

7,662,771‌

76,984

PNM

Resources,

Inc

3,809,168‌

89,765

e

Portland

General

Electric

Co

4,271,019‌

667,247

PPL

Corp

19,750,511‌

441,950

Public

Service

Enterprise

Group,

Inc

27,369,964‌

16,583

*

Pure

Cycle

Corp

148,750‌

280,827

Sempra

Energy

45,024,993‌

23,659

SJW

Corp

1,831,443‌

125,061

South

Jersey

Industries,

Inc

4,513,451‌

965,796

Southern

Co

65,365,073‌

50,760

Southwest

Gas

Holdings

Inc

3,397,367‌

55,861

Spire,

Inc

4,034,281‌

78,069

*,e

Sunnova

Energy

International,

Inc

1,520,784‌

173,172

UGI

Corp

6,897,441‌

17,944

Unitil

Corp

936,138‌

7,602

e

Via

Renewables,

Inc

51,009‌

343,357

Vistra

Energy

Corp

7,917,812‌

279,282

WEC

Energy

Group,

Inc

26,249,715‌

484,274

Xcel

Energy,

Inc

33,303,523‌

11,965

York

Water

Co

543,809‌

TOTAL

UTILITIES

1,013,854,690‌

TOTAL

COMMON

STOCKS

35,799,461,143‌

(Cost

$19,954,532,335)

EXP

EXPIRATION

DATE

RIGHTS/WARRANTS

-

0.0%

CONSUMER

DURABLES

&

APPAREL

-

0

.0

%

29,917

e

PLBY

Group,

Inc

0‌

TOTAL

CONSUMER

DURABLES

&

APPAREL

0‌

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES

-

0

.0

%

27,694

†

Chinook

Therapeutics,

Inc

0‌

4,598

†

Tobira

Therapeutics,

Inc

276‌

TOTAL

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES

276‌

TOTAL

RIGHTS/WARRANTS

276‌

(Cost

$276)

PRINCIPAL

ISSUER

RATE

MATURITY

DATE

SHORT-TERM

INVESTMENTS

-

0.7%

GOVERNMENT

AGENCY

DEBT

-

0

.2

%

$

7,990,000

Federal

Home

Loan

Bank

(FHLB)

0

.000

%

02/03/23

7,987,963‌

10,000,000

FHLB

0

.000

02/10/23

9,988,538‌

35,000,000

FHLB

0

.000

02/15/23

34,938,970‌

10,000,000

FHLB

0

.000

04/05/23

9,918,488‌

10,000,000

FHLB

0

.000

04/14/23

9,906,898‌

TOTAL

GOVERNMENT

AGENCY

DEBT

72,740,857‌

REPURCHASE

AGREEMENT

-

0

.1

%

15,750,000

r

Fixed

Income

Clearing

Corp

(FICC)

4

.290

02/01/23

15,750,000‌

TOTAL

REPURCHASE

AGREEMENT

15,750,000‌

Portfolio

of

investments

(unaudited)

Equity

Index

Fund

January

31,

2023

136

concluded

SHARES

COMPANY

RATE

EXP

VALUE

INVESTMENTS

IN

REGISTERED

INVESTMENT

COMPANIES

-

0

.4

%

148,293,031

c

State

Street

Navigator

Securities

Lending

Government

Money

Market

Portfolio

4

.550

%

$

148,293,031‌

TOTAL

INVESTMENTS

IN

REGISTERED

INVESTMENT

COMPANIES

148,293,031‌

TOTAL

SHORT-TERM

INVESTMENTS

236,783,888‌

(Cost

$236,791,040)

TOTAL

INVESTMENTS

-

100.3%

36,036,245,307‌

(Cost

$20,191,323,651)

OTHER

ASSETS

&

LIABILITIES,

NET

-

(0.3)%

(

105,287,325‌

)

NET

ASSETS

-

100.0%

$

35,930,957,982‌

REIT

Real

Estate

Investment

Trust

*

Non-income

producing

†

For

fair

value

measurement

disclosure

purposes,

investment

classified

as

Level

3.

b

In

bankruptcy

c

Investments

made

with

cash

collateral

received

from

securities

on

loan.

d

All

or

a

portion

of

these

securities

have

been

segregated

to

cover

margin

requirements

on

open

futures

contracts.

e

All

or

a

portion

of

these

securities

are

out

on

loan.

The

aggregate

value

of

securities

on

loan

is

$193,989,631.

r

Agreement

with

Fixed

Income

Clearing

Corp

(FICC),

4.290%

dated

1/31/23

to

be

repurchased

at

$15,750,000

on

2/1/23,

collateralized

by

Government

Agency

Securities,

with

coupon

rate

2.875%

and

maturity

date

6/15/25,

valued

at

$16,065,012.

Futures

contracts

outstanding

as

of

January

31,

2023

were

as

follows:

Description

Number

of

long

(short)

contracts

Expiration

date

Notional

amount

Value

Unrealized

appreciation

(depreciation)

S&P

500

E

Mini

Index

517‌

03/17/23

 $

104,038,340‌

$

105,726,500‌

$

1,688,160‌

Portfolio

of

investments

(unaudited)

Large-Cap

Growth

Index

Fund

January

31,

2023

137

SHARES

COMPANY

REFERENCERATE

&

SPREAD

VALUE

COMMON

STOCKS

-

99.9%

AUTOMOBILES

&

COMPONENTS

-

2

.5

%

32,718

*

Aptiv

plc

$

3,700,078‌

253,139

*,e

Lucid

Group,

Inc

2,959,195‌

1,285,745

*

Tesla,

Inc

222,716,749‌

TOTAL

AUTOMOBILES

&

COMPONENTS

229,376,022‌

BANKS

-

0

.1

%

1,447

First

Citizens

Bancshares,

Inc

(Class

A)

1,125,303‌

31,816

e

Rocket

Cos,

Inc

299,389‌

1,520

Signature

Bank

196,004‌

18,642

*

SVB

Financial

Group

5,638,086‌

59,055

e

UWM

Holdings

Corp

270,472‌

31,519

Western

Alliance

Bancorp

2,375,587‌

TOTAL

BANKS

9,904,841‌

CAPITAL

GOODS

-

4

.4

%

14,866

A.O.

Smith

Corp

1,006,428‌

30,889

Advanced

Drainage

Systems,

Inc

3,114,847‌

4,150

Aecom

Technology

Corp

362,170‌

4,392

AGCO

Corp

606,667‌

34,452

Allegion

plc

4,049,833‌

39,276

Allison

Transmission

Holdings,

Inc

1,770,562‌

13,369

Armstrong

World

Industries,

Inc

1,034,894‌

26,862

*

Axon

Enterprise,

Inc

5,249,909‌

84,313

*

Boeing

Co

17,958,669‌

17,666

BWX

Technologies,

Inc

1,075,153‌

21,481

Carlisle

Cos,

Inc

5,388,724‌

225,355

Caterpillar,

Inc

56,854,813‌

122,819

*,e

ChargePoint

Holdings,

Inc

1,491,023‌

12,277

*

Core

&

Main,

Inc

270,953‌

137,087

Deere

&

Co

57,965,867‌

10,358

Donaldson

Co,

Inc

645,821‌

94,577

Emerson

Electric

Co

8,532,737‌

284,768

Fastenal

Co

14,395,022‌

21,685

Fortune

Brands

Home

&

Security,

Inc

1,398,899‌

30,346

*

Generac

Holdings,

Inc

3,659,728‌

29,504

General

Electric

Co

2,374,482‌

58,161

Graco,

Inc

3,973,560‌

20,261

HEICO

Corp

3,463,618‌

36,709

HEICO

Corp

(Class

A)

4,907,259‌

98,641

Honeywell

International,

Inc

20,564,676‌

20,644

Howmet

Aerospace,

Inc

840,004‌

5,203

Huntington

Ingalls

1,147,470‌

6,503

IDEX

Corp

1,558,639‌

136,444

Illinois

Tool

Works,

Inc

32,206,242‌

27,805

Lincoln

Electric

Holdings,

Inc

4,639,820‌

116,196

Lockheed

Martin

Corp

53,828,959‌

5,914

Masco

Corp

314,625‌

21,685

*

Masterbrand,

Inc

199,502‌

1,807

*

Middleby

Corp

280,898‌

7,579

Nordson

Corp

1,843,971‌

8,243

Northrop

Grumman

Corp

3,693,194‌

24,828

Otis

Worldwide

Corp

2,041,606‌

13,972

Parker-Hannifin

Corp

4,554,872‌

128,242

*,e

Plug

Power,

Inc

2,182,679‌

38,597

Quanta

Services,

Inc

5,874,077‌

38,138

Rockwell

Automation,

Inc

10,756,060‌

13,268

*

SiteOne

Landscape

Supply,

Inc

2,010,235‌

48,487

Spirit

Aerosystems

Holdings,

Inc

(Class

A)

1,752,805‌

51,770

Toro

Co

5,773,390‌

Portfolio

of

investments

(unaudited)

Large-Cap

Growth

Index

Fund

January

31,

2023

138

continued

SHARES

COMPANY

REFERENCERATE

&

SPREAD

VALUE

CAPITAL

GOODS—continued

65,763

Trane

Technologies

plc

$

11,779,469‌

9,774

TransDigm

Group,

Inc

7,015,288‌

54,628

*

Trex

Co,

Inc

2,879,988‌

15,905

*

United

Rentals,

Inc

7,013,310‌

1,479

Valmont

Industries,

Inc

487,671‌

23,058

Vertiv

Holdings

Co

327,885‌

22,094

W.W.

Grainger,

Inc

13,023,971‌

8,378

Watsco,

Inc

2,407,586‌

11,332

*

WESCO

International,

Inc

1,688,581‌

55,467

*

WillScot

Mobile

Mini

Holdings

Corp

2,687,931‌

12,072

Xylem,

Inc

1,255,609‌

TOTAL

CAPITAL

GOODS

408,182,651‌

COMMERCIAL

&

PROFESSIONAL

SERVICES

-

1

.2

%

64,637

Booz

Allen

Hamilton

Holding

Co

6,117,246‌

40,358

Cintas

Corp

17,908,459‌

211,188

*

Copart,

Inc

14,067,233‌

30,148

*

CoStar

Group,

Inc

2,348,529‌

30,110

Equifax,

Inc

6,690,442‌

6,853

*

FTI

Consulting,

Inc

1,093,191‌

59,562

*

IAA,

Inc

2,485,522‌

43,186

KBR,

Inc

2,212,419‌

7,062

MSA

Safety,

Inc

963,186‌

8,353

Republic

Services,

Inc

1,042,621‌

47,820

Robert

Half

International,

Inc

4,014,967‌

110,798

Rollins,

Inc

4,033,047‌

10,532

Tetra

Tech,

Inc

1,637,937‌

66,811

TransUnion

4,793,689‌

76,869

Verisk

Analytics,

Inc

13,974,016‌

190,596

Waste

Management,

Inc

29,490,919‌

TOTAL

COMMERCIAL

&

PROFESSIONAL

SERVICES

112,873,423‌

CONSUMER

DURABLES

&

APPAREL

-

1

.4

%

6,261

Brunswick

Corp

527,990‌

11,482

*

Deckers

Outdoor

Corp

4,908,325‌

82,035

DR

Horton,

Inc

8,096,034‌

55,931

*

Lululemon

Athletica,

Inc

17,164,105‌

79,573

*

Mattel,

Inc

1,628,064‌

609,245

Nike,

Inc

(Class

B)

77,575,166‌

1,081

*

NVR,

Inc

5,696,870‌

20,769

Polaris

Inc

2,385,112‌

45,212

Pulte

Homes,

Inc

2,572,111‌

12,185

*

Skechers

U.S.A.,

Inc

(Class

A)

586,708‌

13,513

Tapestry,

Inc

615,787‌

28,012

Toll

Brothers,

Inc

1,666,434‌

13,333

*

TopBuild

Corp

2,667,400‌

42,112

*

YETI

Holdings,

Inc

1,884,933‌

TOTAL

CONSUMER

DURABLES

&

APPAREL

127,975,039‌

CONSUMER

SERVICES

-

2

.5

%

186,168

*

Airbnb,

Inc

20,685,126‌

19,203

*

Booking

Holdings,

Inc

46,742,022‌

8,012

*

Bright

Horizons

Family

Solutions

615,161‌

74,969

*

Caesars

Entertainment,

Inc

3,902,886‌

13,874

*

Chipotle

Mexican

Grill,

Inc

(Class

A)

22,841,876‌

16,614

Choice

Hotels

International,

Inc

2,041,694‌

18,170

Churchill

Downs,

Inc

4,507,977‌

43,403

Darden

Restaurants,

Inc

6,422,342‌

12,950

Domino's

Pizza,

Inc

4,571,350‌

182,246

*,e

DraftKings,

Inc

2,731,868‌

74,554

*

Expedia

Group,

Inc

8,521,522‌

Portfolio

of

investments

(unaudited)

Large-Cap

Growth

Index

Fund

January

31,

2023

139

continued

SHARES

COMPANY

REFERENCERATE

&

SPREAD

VALUE

CONSUMER

SERVICES—continued

66,599

H&R

Block,

Inc

$

2,596,029‌

94,707

Hilton

Worldwide

Holdings,

Inc

13,741,039‌

59,355

*

Las

Vegas

Sands

Corp

3,501,945‌

131,654

Marriott

International,

Inc

(Class

A)

22,931,494‌

89,205

McDonald's

Corp

23,853,417‌

28,510

*,e

Mister

Car

Wash,

Inc

292,798‌

15,574

*

Norwegian

Cruise

Line

Holdings

Ltd

236,881‌

30,557

*

Planet

Fitness,

Inc

2,586,650‌

18,202

*

Six

Flags

Entertainment

Corp

488,724‌

205,701

Starbucks

Corp

22,450,207‌

29,475

Travel

&

Leisure

Co

1,248,856‌

18,291

Vail

Resorts,

Inc

4,798,461‌

94,657

Wendy's

2,110,851‌

31,697

Wyndham

Hotels

&

Resorts,

Inc

2,456,834‌

6,451

*

Wynn

Resorts

Ltd

668,582‌

15,484

Yum!

Brands,

Inc

2,020,817‌

TOTAL

CONSUMER

SERVICES

229,567,409‌

DIVERSIFIED

FINANCIALS

-

2

.3

%

18,906

American

Express

Co

3,307,227‌

33,451

Ameriprise

Financial,

Inc

11,711,864‌

183,815

Apollo

Global

Management,

Inc

13,010,426‌

75,471

Ares

Management

Corp

6,263,338‌

347,478

Blackstone,

Inc

33,343,989‌

210,153

e

Blue

Owl

Capital,

Inc

2,643,725‌

421,230

Charles

Schwab

Corp

32,611,627‌

379

*

Credit

Acceptance

Corp

175,341‌

18,636

Factset

Research

Systems,

Inc

7,881,910‌

159,591

iShares

Russell

1000

Growth

Index

Fund

37,037,879‌

40,076

LPL

Financial

Holdings,

Inc

9,502,821‌

18,484

MarketAxess

Holdings,

Inc

6,725,403‌

75,065

Moody's

Corp

24,227,229‌

11,203

Morningstar,

Inc

2,720,985‌

28,831

MSCI,

Inc

(Class

A)

15,325,406‌

7,515

Raymond

James

Financial,

Inc

847,466‌

32,725

Tradeweb

Markets,

Inc

2,439,321‌

6,710

*,e

Upstart

Holdings,

Inc

125,343‌

TOTAL

DIVERSIFIED

FINANCIALS

209,901,300‌

ENERGY

-

1

.6

%

91,357

*

Antero

Resources

Corp

2,634,736‌

60,732

Cabot

Oil

&

Gas

Corp

1,520,122‌

71,307

Cheniere

Energy,

Inc

10,894,996‌

156,492

Devon

Energy

Corp

9,896,554‌

48,626

Diamondback

Energy,

Inc

7,105,231‌

15,669

e

Enviva,

Inc

712,626‌

212,239

EOG

Resources,

Inc

28,068,608‌

206,336

Halliburton

Co

8,505,170‌

108,996

Hess

Corp

16,366,839‌

27,295

New

Fortress

Energy,

Inc

1,058,773‌

324,521

Occidental

Petroleum

Corp

21,025,716‌

24,158

ONEOK,

Inc

1,654,340‌

90,408

Ovintiv,

Inc

4,450,786‌

25,022

PDC

Energy,

Inc

1,694,740‌

65,711

Pioneer

Natural

Resources

Co

15,136,529‌

83,355

Range

Resources

Corp

2,085,542‌

42,029

*

Southwestern

Energy

Co

232,000‌

110,611

Targa

Resources

Investments,

Inc

8,298,037‌

2,936

Texas

Pacific

Land

Corp

5,859,816‌

TOTAL

ENERGY

147,201,161‌

Portfolio

of

investments

(unaudited)

Large-Cap

Growth

Index

Fund

January

31,

2023

140

continued

SHARES

COMPANY

REFERENCERATE

&

SPREAD

VALUE

FOOD

&

STAPLES

RETAILING

-

1

.5

%

40,656

*

BJ's

Wholesale

Club

Holdings,

Inc

$

2,946,340‌

220,078

Costco

Wholesale

Corp

112,490,669‌

3,138

*

Grocery

Outlet

Holding

Corp

95,364‌

22,549

*

Performance

Food

Group

Co

1,382,705‌

253,244

SYSCO

Corp

19,616,280‌

TOTAL

FOOD

&

STAPLES

RETAILING

136,531,358‌

FOOD,

BEVERAGE

&

TOBACCO

-

2

.6

%

4,430

*

Boston

Beer

Co,

Inc

(Class

A)

1,721,542‌

16,675

Brown-Forman

Corp

(Class

A)

1,108,888‌

53,552

Brown-Forman

Corp

(Class

B)

3,565,492‌

1,454,465

Coca-Cola

Co

89,187,794‌

5,514

*

Darling

International,

Inc

365,523‌

12,224

*

Freshpet,

Inc

774,146‌

63,594

Hershey

Co

14,283,212‌

68,590

Kellogg

Co

4,703,902‌

71,230

Lamb

Weston

Holdings,

Inc

7,115,165‌

169,734

*

Monster

Beverage

Corp

17,665,915‌

580,332

PepsiCo,

Inc

99,248,379‌

14,790

*

Pilgrim's

Pride

Corp

359,101‌

TOTAL

FOOD,

BEVERAGE

&

TOBACCO

240,099,059‌

HEALTH

CARE

EQUIPMENT

&

SERVICES

-

5

.4

%

114,629

Abbott

Laboratories

12,672,236‌

86,563

*

agilon

health,

Inc

1,883,611‌

29,023

*

Align

Technology,

Inc

7,828,374‌

76,880

AmerisourceBergen

Corp

12,989,645‌

37,768

Baxter

International,

Inc

1,725,620‌

42,600

*

Certara,

Inc

826,440‌

2,582

Chemed

Corp

1,304,271‌

24,109

Cigna

Corp

7,634,597‌

29,025

*

DaVita,

Inc

2,391,370‌

9,211

*,e

Definitive

Healthcare

Corp

114,032‌

192,847

*

Dexcom,

Inc

20,651,985‌

29,203

*,e

Doximity,

Inc

1,029,990‌

305,240

*

Edwards

Lifesciences

Corp

23,411,908‌

36,595

Elevance

Health,

Inc

18,297,134‌

9,834

*

GE

HealthCare

Technologies,

Inc

683,660‌

1,873

*

Globus

Medical,

Inc

141,411‌

48,419

*

Guardant

Health,

Inc

1,521,809‌

6,604

HCA

Healthcare,

Inc

1,684,482‌

44,379

Humana,

Inc

22,708,734‌

1,841

*

ICU

Medical,

Inc

355,736‌

40,517

*

IDEXX

Laboratories,

Inc

19,468,419‌

34,289

*

Insulet

Corp

9,851,915‌

161,591

*

Intuitive

Surgical,

Inc

39,701,293‌

18,048

*

Masimo

Corp

3,069,604‌

13,415

McKesson

Corp

5,079,992‌

21,799

*

Molina

Healthcare,

Inc

6,797,582‌

51,594

*

Novocure

Ltd

4,704,341‌

17,487

*

Penumbra,

Inc

4,378,920‌

71,377

Resmed,

Inc

16,300,365‌

8,849

*

Signify

Health,

Inc

251,843‌

92,810

Stryker

Corp

23,556,106‌

30,775

*

Tandem

Diabetes

Care,

Inc

1,253,774‌

14,158

*

Teladoc,

Inc

416,245‌

423,182

UnitedHealth

Group,

Inc

211,248,223‌

69,250

*

Veeva

Systems,

Inc

11,810,588‌

TOTAL

HEALTH

CARE

EQUIPMENT

&

SERVICES

497,746,255‌

Portfolio

of

investments

(unaudited)

Large-Cap

Growth

Index

Fund

January

31,

2023

141

continued

SHARES

COMPANY

REFERENCERATE

&

SPREAD

VALUE

HOUSEHOLD

&

PERSONAL

PRODUCTS

-

1

.6

%

55,335

Church

&

Dwight

Co,

Inc

$

4,474,388‌

50,123

Clorox

Co

7,252,297‌

253,723

Colgate-Palmolive

Co

18,909,975‌

113,729

Estee

Lauder

Cos

(Class

A)

31,512,032‌

100,631

Kimberly-Clark

Corp

13,083,036‌

59,755

*

Olaplex

Holdings,

Inc

377,054‌

501,058

Procter

&

Gamble

Co

71,340,638‌

TOTAL

HOUSEHOLD

&

PERSONAL

PRODUCTS

146,949,420‌

INSURANCE

-

1

.3

%

95,996

Aon

plc

30,592,005‌

56,347

*

Arch

Capital

Group

Ltd

3,625,929‌

11,821

Arthur

J.

Gallagher

&

Co

2,313,606‌

1,602

Assurant,

Inc

212,409‌

10,258

Brown

&

Brown,

Inc

600,709‌

9,152

Erie

Indemnity

Co

(Class

A)

2,236,291‌

5,779

Everest

Re

Group

Ltd

2,020,859‌

18,557

Lincoln

National

Corp

657,475‌

1,470

*

Markel

Corp

2,071,201‌

220,633

Marsh

&

McLennan

Cos,

Inc

38,590,918‌

253,466

Progressive

Corp

34,560,089‌

12,574

RenaissanceRe

Holdings

Ltd

2,460,606‌

44,507

*

Ryan

Specialty

Group

Holdings,

Inc

1,896,888‌

TOTAL

INSURANCE

121,838,985‌

MATERIALS

-

1

.4

%

29,525

Albemarle

Corp

8,309,811‌

23,453

Ardagh

Metal

Packaging

S.A.

131,806‌

25,142

Avery

Dennison

Corp

4,762,900‌

29,160

*

Axalta

Coating

Systems

Ltd

877,716‌

60,053

Ball

Corp

3,497,487‌

30,295

Berry

Global

Group,

Inc

1,870,110‌

96,724

CF

Industries

Holdings,

Inc

8,192,523‌

45,190

Chemours

Co

1,644,464‌

50,556

Crown

Holdings,

Inc

4,457,017‌

16,598

Eagle

Materials,

Inc

2,424,636‌

109,935

Ecolab,

Inc

17,021,236‌

20,717

FMC

Corp

2,758,054‌

95,463

*

Ginkgo

Bioworks

Holdings,

Inc

186,153‌

113,341

Graphic

Packaging

Holding

Co

2,730,385‌

52,027

Linde

plc

17,217,815‌

3,356

Louisiana-Pacific

Corp

228,510‌

2,639

Martin

Marietta

Materials,

Inc

949,090‌

21,393

Mosaic

Co

1,059,809‌

43,613

*

MP

Materials

Corp

1,417,859‌

61,454

PPG

Industries,

Inc

8,009,914‌

2,043

Royal

Gold,

Inc

259,522‌

3,145

RPM

International,

Inc

282,767‌

9,812

e

Scotts

Miracle-Gro

Co

(Class

A)

708,328‌

70,081

Sealed

Air

Corp

3,837,636‌

118,544

Sherwin-Williams

Co

28,046,325‌

27,914

Southern

Copper

Corp

2,099,412‌

86,148

Valvoline,

Inc

3,158,186‌

32,487

Vulcan

Materials

Co

5,955,842‌

TOTAL

MATERIALS

132,095,313‌

MEDIA

&

ENTERTAINMENT

-

7

.0

%

2,603,228

*

Alphabet,

Inc

(Class

A)

257,303,056‌

2,308,553

*

Alphabet,

Inc

(Class

C)

230,555,188‌

1,757

Cable

One,

Inc

1,387,819‌

53,264

*

Charter

Communications,

Inc

20,469,888‌

Portfolio

of

investments

(unaudited)

Large-Cap

Growth

Index

Fund

January

31,

2023

142

continued

SHARES

COMPANY

REFERENCERATE

&

SPREAD

VALUE

MEDIA

&

ENTERTAINMENT—continued

10,550

Electronic

Arts,

Inc

$

1,357,574‌

4,650

Liberty

Broadband

Corp

(Class

A)

416,733‌

28,835

*

Liberty

Broadband

Corp

(Class

C)

2,588,806‌

10,821

*

Liberty

Media

Group

(Class

C)

766,127‌

10,036

Liberty

SiriusXM

Group

(Class

A)

407,662‌

20,659

*

Liberty

SiriusXM

Group

(Class

C)

832,558‌

37,047

*

Live

Nation,

Inc

2,981,913‌

4,666

Madison

Square

Garden

Co

848,465‌

125,731

*

Match

Group,

Inc

6,804,562‌

238,207

*

Meta

Platforms,

Inc

35,485,697‌

97,957

*

Netflix,

Inc

34,663,064‌

1,561

Nexstar

Media

Group

Inc

319,646‌

58,273

*

Pinterest,

Inc

1,531,997‌

51,055

*

Playtika

Holding

Corp

535,567‌

226,167

*

ROBLOX

Corp

8,415,674‌

19,074

*

Roku,

Inc

1,096,755‌

68,470

*

Spotify

Technology

S.A.

7,717,938‌

66,539

*

Take-Two

Interactive

Software,

Inc

7,534,211‌

4,015

*

TripAdvisor,

Inc

93,549‌

60,783

*

Walt

Disney

Co

6,594,348‌

867,057

*

Warner

Bros

Discovery,

Inc

12,849,785‌

21,410

e

World

Wrestling

Entertainment,

Inc

(Class

A)

1,811,714‌

135,440

*

ZoomInfo

Technologies,

Inc

3,823,471‌

TOTAL

MEDIA

&

ENTERTAINMENT

649,193,767‌

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES

-

6

.8

%

40,848

*

10X

Genomics,

Inc

1,912,912‌

878,974

AbbVie,

Inc

129,868,409‌

132,492

Agilent

Technologies,

Inc

20,149,383‌

61,109

*

Alnylam

Pharmaceuticals,

Inc

13,835,078‌

222,979

Amgen,

Inc

56,279,900‌

280,569

*

Avantor,

Inc

6,705,599‌

77,205

Bio-Techne

Corp

6,150,150‌

52,368

Bruker

BioSciences

Corp

3,672,044‌

31,594

*

Catalent,

Inc

1,691,859‌

23,418

*

Charles

River

Laboratories

International,

Inc

5,696,429‌

22,353

Danaher

Corp

5,909,686‌

341,123

Eli

Lilly

&

Co

117,397,480‌

15,228

*

Exact

Sciences

Corp

1,028,195‌

135,915

*

Exelixis,

Inc

2,394,822‌

101,479

*

Horizon

Therapeutics

Plc

11,134,276‌

77,870

*

Incyte

Corp

6,629,852‌

64,187

*

Ionis

Pharmaceuticals,

Inc

2,559,136‌

91,634

*

IQVIA

Holdings,

Inc

21,021,756‌

53,441

*

Maravai

LifeSciences

Holdings,

Inc

783,445‌

526,842

Merck

&

Co,

Inc

56,588,099‌

10,875

*

Mettler-Toledo

International,

Inc

16,670,505‌

9,921

*

Moderna,

Inc

1,746,691‌

46,381

*

Natera,

Inc

1,991,136‌

48,690

*

Neurocrine

Biosciences,

Inc

5,401,182‌

38,709

*,e

Novavax,

Inc

422,315‌

7,519

*

Regeneron

Pharmaceuticals,

Inc

5,702,936‌

19,753

*

Repligen

Corp

3,660,231‌

42,667

*

Sarepta

Therapeutics,

Inc

5,332,095‌

67,951

*

Seagen,

Inc

9,477,805‌

49,243

*

Sotera

Health

Co

848,949‌

9,090

*

Syneos

Health,

Inc

326,513‌

24,149

Thermo

Fisher

Scientific,

Inc

13,772,899‌

27,743

*

Ultragenyx

Pharmaceutical,

Inc

1,257,590‌

119,613

*

Vertex

Pharmaceuticals,

Inc

38,646,960‌

29,106

*

Waters

Corp

9,563,649‌

Portfolio

of

investments

(unaudited)

Large-Cap

Growth

Index

Fund

January

31,

2023

143

continued

SHARES

COMPANY

REFERENCERATE

&

SPREAD

VALUE

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES—continued

36,151

West

Pharmaceutical

Services,

Inc

$

9,601,706‌

234,720

Zoetis,

Inc

38,843,813‌

TOTAL

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES

634,675,485‌

REAL

ESTATE

-

1

.6

%

177,291

American

Tower

Corp

39,605,037‌

6,216

Apartment

Income

REIT

Corp

237,824‌

4,202

Camden

Property

Trust

517,729‌

77,422

*

CBRE

Group,

Inc

6,620,355‌

214,325

Crown

Castle

International

Corp

31,743,676‌

34,426

Equinix,

Inc

25,410,863‌

55,263

Equity

Lifestyle

Properties,

Inc

3,966,778‌

7,822

Extra

Space

Storage,

Inc

1,234,546‌

107,040

Iron

Mountain,

Inc

5,842,243‌

37,558

Lamar

Advertising

Co

4,001,429‌

71,434

*

Opendoor

Technologies,

Inc

156,441‌

61,238

Public

Storage,

Inc

18,637,173‌

11,693

SBA

Communications

Corp

3,479,018‌

79,378

Simon

Property

Group,

Inc

10,196,898‌

1,694

*

Zillow

Group,

Inc

(Class

A)

72,774‌

4,792

*

Zillow

Group,

Inc

(Class

C)

211,854‌

TOTAL

REAL

ESTATE

151,934,638‌

RETAILING

-

8

.9

%

4,106

Advance

Auto

Parts,

Inc

625,262‌

4,421,841

*

Amazon.com,

Inc

456,024,462‌

8,519

*

AutoZone,

Inc

20,776,563‌

31,879

Best

Buy

Co,

Inc

2,828,305‌

31,709

*

Burlington

Stores,

Inc

7,287,679‌

8,715

*

CarMax,

Inc

613,972‌

112,132

Dollar

General

Corp

26,194,035‌

33,299

*

Dollar

Tree,

Inc

5,000,844‌

109,551

*

DoorDash,

Inc

6,345,194‌

35,039

eBay,

Inc

1,734,431‌

61,823

*

Etsy,

Inc

8,505,608‌

26,570

*

Five

Below,

Inc

5,237,744‌

51,288

*

Floor

&

Decor

Holdings,

Inc

4,655,412‌

5,456

Genuine

Parts

Co

915,626‌

297,930

Home

Depot,

Inc

96,579,968‌

78,200

*

Leslie's,

Inc

1,211,318‌

266,541

Lowe's

Companies,

Inc

55,507,163‌

46,861

e

Nordstrom,

Inc

915,664‌

1,535

*

Ollie's

Bargain

Outlet

Holdings,

Inc

84,057‌

12,765

*

O'Reilly

Automotive,

Inc

10,114,348‌

19,086

Pool

Corp

7,359,752‌

3,902

*,e

RH

1,217,385‌

71,459

Ross

Stores,

Inc

8,445,739‌

127,427

Target

Corp

21,935,284‌

577,408

TJX

Companies,

Inc

47,266,619‌

54,291

Tractor

Supply

Co

12,377,805‌

24,957

*

Ulta

Beauty,

Inc

12,826,900‌

29,679

*

Victoria's

Secret

&

Co

1,250,970‌

31,662

*,e

Wayfair,

Inc

1,915,551‌

26,860

Williams-Sonoma,

Inc

3,624,488‌

TOTAL

RETAILING

829,378,148‌

SEMICONDUCTORS

&

SEMICONDUCTOR

EQUIPMENT

-

7

.8

%

634,502

*

Advanced

Micro

Devices,

Inc

47,682,825‌

32,830

*

Allegro

MicroSystems,

Inc

1,253,121‌

52,403

Analog

Devices,

Inc

8,985,542‌

427,438

Applied

Materials,

Inc

47,655,063‌

Portfolio

of

investments

(unaudited)

Large-Cap

Growth

Index

Fund

January

31,

2023

144

continued

SHARES

COMPANY

REFERENCERATE

&

SPREAD

VALUE

SEMICONDUCTORS

&

SEMICONDUCTOR

EQUIPMENT—continued

196,401

Broadcom,

Inc

$

114,896,549‌

65,426

*

Enphase

Energy,

Inc

14,484,008‌

76,023

Entegris,

Inc

6,135,816‌

7,628

*,e

GLOBALFOUNDRIES,

Inc

452,188‌

70,314

KLA

Corp

27,596,839‌

67,829

Lam

Research

Corp

33,921,283‌

67,975

*

Lattice

Semiconductor

Corp

5,151,825‌

226,658

Microchip

Technology,

Inc

17,593,194‌

103,376

Micron

Technology,

Inc

6,233,573‌

22,139

Monolithic

Power

Systems,

Inc

9,443,612‌

1,197,987

NVIDIA

Corp

234,050,720‌

135,969

*

ON

Semiconductor

Corp

9,986,923‌

557,214

QUALCOMM,

Inc

74,226,477‌

69,973

Teradyne,

Inc

7,116,254‌

309,001

Texas

Instruments,

Inc

54,758,067‌

21,316

Universal

Display

Corp

2,825,010‌

TOTAL

SEMICONDUCTORS

&

SEMICONDUCTOR

EQUIPMENT

724,448,889‌

SOFTWARE

&

SERVICES

-

23

.1

%

314,981

Accenture

plc

87,895,448‌

230,908

*

Adobe,

Inc

85,514,469‌

28,382

*

Alteryx,

Inc

1,574,917‌

22,735

*

Ansys,

Inc

6,055,695‌

108,696

*,e

AppLovin

Corp

1,380,439‌

13,355

*

Aspen

Technology,

Inc

2,654,306‌

72,024

*

Atlassian

Corp

11,640,519‌

108,475

*

Autodesk,

Inc

23,339,481‌

190,654

Automatic

Data

Processing,

Inc

43,051,580‌

81,073

Bentley

Systems,

Inc

3,165,901‌

6,914

*

Black

Knight,

Inc

418,919‌

52,097

Broadridge

Financial

Solutions,

Inc

7,833,305‌

135,759

*

Cadence

Design

Systems,

Inc

24,820,818‌

31,588

*

CCC

Intelligent

Solutions

Holdings,

Inc

292,189‌

12,521

*

Ceridian

HCM

Holding,

Inc

905,018‌

138,179

*

Cloudflare,

Inc

7,311,051‌

71,054

*

Confluent,

Inc

1,641,347‌

20,088

*

Coupa

Software,

Inc

1,605,433‌

104,594

*

Crowdstrike

Holdings,

Inc

11,076,505‌

132,818

*

Datadog,

Inc

9,936,115‌

97,589

*

DocuSign,

Inc

5,917,797‌

33,363

*

DoubleVerify

Holdings,

Inc

907,140‌

124,810

*

Dropbox,

Inc

2,899,336‌

95,555

*

Dynatrace,

Inc

3,672,179‌

39,011

*

Elastic

NV

2,295,407‌

27,460

*

EPAM

Systems,

Inc

9,134,569‌

18,320

*

Euronet

Worldwide,

Inc

2,064,298‌

12,037

*

Fair

Isaac

Corp

8,016,040‌

26,535

*

Fiserv,

Inc

2,830,754‌

34,150

*

Five9,

Inc

2,690,337‌

35,936

*

FleetCor

Technologies,

Inc

7,503,796‌

324,236

*

Fortinet,

Inc

16,970,512‌

38,051

*

Gartner,

Inc

12,866,565‌

96,487

Gen

Digital,

Inc

2,220,166‌

45,740

Genpact

Ltd

2,162,587‌

20,070

*

Globant

S.A.

3,254,953‌

10,760

*

GoDaddy,

Inc

883,719‌

22,623

*

HubSpot,

Inc

7,850,407‌

2,856

*

Informatica,

Inc

50,837‌

299,277

International

Business

Machines

Corp

40,321,590‌

137,043

Intuit,

Inc

57,923,965‌

35,797

Jack

Henry

&

Associates,

Inc

6,446,682‌

Portfolio

of

investments

(unaudited)

Large-Cap

Growth

Index

Fund

January

31,

2023

145

continued

SHARES

COMPANY

REFERENCERATE

&

SPREAD

VALUE

SOFTWARE

&

SERVICES—continued

32,018

*

Jamf

Holding

Corp

$

636,198‌

19,468

*

Manhattan

Associates,

Inc

2,537,848‌

423,228

Mastercard,

Inc

(Class

A)

156,848,297‌

3,722,514

Microsoft

Corp

922,476,194‌

33,530

*

MongoDB,

Inc

7,182,461‌

5,368

*

nCino

OpCo,

Inc

153,525‌

3,141

*

NCR

Corp

86,126‌

27,344

*

New

Relic,

Inc

1,669,351‌

61,070

*

Nutanix,

Inc

1,702,021‌

11,714

*

Okta,

Inc

862,268‌

522,770

Oracle

Corp

46,244,234‌

928,404

*

Palantir

Technologies,

Inc

7,222,983‌

146,586

*

Palo

Alto

Networks,

Inc

23,254,403‌

161,063

Paychex,

Inc

18,660,759‌

25,018

*

Paycom

Software,

Inc

8,104,331‌

19,675

*

Paylocity

Holding

Corp

4,098,106‌

173,461

*

PayPal

Holdings,

Inc

14,135,337‌

19,105

Pegasystems,

Inc

742,802‌

25,124

*

Procore

Technologies,

Inc

1,405,688‌

51,904

*

PTC,

Inc

7,000,811‌

43,426

*

RingCentral,

Inc

1,694,917‌

102,143

*

Salesforce,

Inc

17,156,960‌

65,519

*

SentinelOne,

Inc

988,682‌

100,004

*

ServiceNow,

Inc

45,514,821‌

24,993

*

Shift4

Payments,

Inc

1,600,552‌

62,663

*

Smartsheet,

Inc

2,707,668‌

143,212

*

Snowflake,

Inc

22,404,085‌

79,465

*

Splunk,

Inc

7,610,363‌

75,701

*

Synopsys,

Inc

26,779,229‌

27,173

*

Teradata

Corp

947,794‌

122,508

*

Toast,

Inc

2,733,153‌

218,694

*

Trade

Desk,

Inc

11,087,786‌

40,950

*

Turing

Holding

Corp

442,260‌

31,179

*

Twilio,

Inc

1,865,751‌

17,465

*

Tyler

Technologies,

Inc

5,637,178‌

16,508

*

UiPath,

Inc

253,563‌

82,595

*

Unity

Software,

Inc

2,933,774‌

4,942

*

VeriSign,

Inc

1,077,603‌

818,831

Visa,

Inc

(Class

A)

188,503,084‌

51,590

*

VMware,

Inc

(Class

A)

6,318,227‌

69,337

Western

Union

Co

982,505‌

16,219

*

WEX,

Inc

3,000,028‌

20,087

*

Wix.com

Ltd

1,747,167‌

99,018

*

Workday,

Inc

17,964,836‌

63,805

*

Zoom

Video

Communications,

Inc

4,785,375‌

41,236

*

Zscaler,

Inc

5,119,862‌

TOTAL

SOFTWARE

&

SERVICES

2,137,878,057‌

TECHNOLOGY

HARDWARE

&

EQUIPMENT

-

12

.7

%

221,060

Amphenol

Corp

(Class

A)

17,633,956‌

7,477,225

Apple,

Inc

1,078,888,795‌

121,627

*

Arista

Networks,

Inc

15,327,435‌

1,582

*

Arrow

Electronics,

Inc

185,869‌

67,084

CDW

Corp

13,150,477‌

81,620

Cognex

Corp

4,467,879‌

10,454

*

Coherent

Corp

453,704‌

21,417

Corning,

Inc

741,242‌

19,679

Dell

Technologies,

Inc

799,361‌

224,867

HP,

Inc

6,552,624‌

51,859

Jabil

Inc

4,077,673‌

82,098

*

Keysight

Technologies,

Inc

14,724,276‌

Portfolio

of

investments

(unaudited)

Large-Cap

Growth

Index

Fund

January

31,

2023

146

continued

SHARES

COMPANY

REFERENCERATE

&

SPREAD

VALUE

TECHNOLOGY

HARDWARE

&

EQUIPMENT—continued

8,196

National

Instruments

Corp

$

442,584‌

106,981

NetApp,

Inc

7,085,352‌

137,659

*

Pure

Storage,

Inc

3,983,851‌

828

e

Ubiquiti,

Inc

241,909‌

46,199

Vontier

Corp

1,063,963‌

10,318

*

Zebra

Technologies

Corp

(Class

A)

3,262,345‌

TOTAL

TECHNOLOGY

HARDWARE

&

EQUIPMENT

1,173,083,295‌

TRANSPORTATION

-

2

.2

%

16,234

CH

Robinson

Worldwide,

Inc

1,626,160‌

263,587

CSX

Corp

8,150,110‌

318,337

*

Delta

Air

Lines,

Inc

12,446,977‌

25,090

Expeditors

International

of

Washington,

Inc

2,713,483‌

5,520

*

GXO

Logistics,

Inc

288,862‌

36,700

JB

Hunt

Transport

Services,

Inc

6,938,135‌

16,154

Landstar

System,

Inc

2,791,896‌

123,414

*

Lyft,

Inc

(Class

A)

2,005,478‌

49,656

Old

Dominion

Freight

Line

16,547,365‌

3,704

*

RXO,

Inc

67,857‌

822,392

*

Uber

Technologies,

Inc

25,436,585‌

305,360

Union

Pacific

Corp

62,351,458‌

325,858

United

Parcel

Service,

Inc

(Class

B)

60,358,677‌

3,704

*

XPO

Logistics,

Inc

147,641‌

TOTAL

TRANSPORTATION

201,870,684‌

UTILITIES

-

0

.0

%

57,727

AES

Corp

1,582,297‌

3,418

National

Fuel

Gas

Co

198,449‌

117,638

Vistra

Energy

Corp

2,712,732‌

TOTAL

UTILITIES

4,493,478‌

TOTAL

COMMON

STOCKS

9,257,198,677‌

(Cost

$4,504,474,185)

PRINCIPAL

ISSUER

RATE

MATURITY

DATE

SHORT-TERM

INVESTMENTS

-

0.2%

REPURCHASE

AGREEMENT

-

0

.1

%

$

3,805,000

r

Fixed

Income

Clearing

Corp

(FICC)

4

.290

%

02/01/23

3,805,000‌

TOTAL

REPURCHASE

AGREEMENT

3,805,000‌

SHARES

COMPANY

EXP

INVESTMENTS

IN

REGISTERED

INVESTMENT

COMPANIES

-

0

.1

%

11,949,990

c

State

Street

Navigator

Securities

Lending

Government

Money

Market

Portfolio

4

.550

11,949,990‌

TOTAL

INVESTMENTS

IN

REGISTERED

INVESTMENT

COMPANIES

11,949,990‌

TOTAL

SHORT-TERM

INVESTMENTS

15,754,990‌

(Cost

$15,754,990)

TOTAL

INVESTMENTS

-

100.1%

9,272,953,667‌

(Cost

$4,520,229,175)

OTHER

ASSETS

&

LIABILITIES,

NET

-

(0.1)%

(

11,180,867‌

)

NET

ASSETS

-

100.0%

$

9,261,772,800‌

REIT

Real

Estate

Investment

Trust

Portfolio

of

investments

(unaudited)

Large-Cap

Growth

Index

Fund

January

31,

2023

147

concluded

*

Non-income

producing

c

Investments

made

with

cash

collateral

received

from

securities

on

loan.

e

All

or

a

portion

of

these

securities

are

out

on

loan.

The

aggregate

value

of

securities

on

loan

is

$17,873,075.

r

Agreement

with

Fixed

Income

Clearing

Corp

(FICC),

4.290%

dated

1/31/23

to

be

repurchased

at

$3,805,000

on

2/1/23,

collateralized

by

Government

Agency

Securities,

with

coupon

rate

0.375%

and

maturity

date

4/30/25,

valued

at

$3,881,129.

Large-Cap

Value

Index

Fund

January

31,

2023

Portfolio

of

investments

(unaudited)

148

SHARES

COMPANY

REFERENCERATE

&

SPREAD

VALUE

COMMON

STOCKS

-

99.9%

AUTOMOBILES

&

COMPONENTS

-

1

.0

%

86,375

*

Aptiv

plc

$

9,768,149‌

97,434

BorgWarner,

Inc

4,606,680‌

1,667,018

Ford

Motor

Co

22,521,413‌

601,984

General

Motors

Co

23,670,011‌

97,405

Gentex

Corp

2,874,422‌

55,614

Harley-Davidson,

Inc

2,559,912‌

26,258

Lear

Corp

3,827,891‌

14,196

*,e

Lucid

Group,

Inc

165,951‌

85,965

*,e

QuantumScape

Corp

731,562‌

220,617

*

Rivian

Automotive,

Inc

4,279,970‌

21,260

Thor

Industries,

Inc

2,026,716‌

TOTAL

AUTOMOBILES

&

COMPONENTS

77,032,677‌

BANKS

-

7

.5

%

2,977,033

Bank

of

America

Corp

105,625,131‌

15,343

e

Bank

of

Hawaii

Corp

1,173,586‌

48,170

Bank

OZK

2,199,924‌

11,399

BOK

Financial

Corp

1,145,599‌

818,989

Citigroup,

Inc

42,767,606‌

206,906

Citizens

Financial

Group,

Inc

8,963,168‌

56,978

Comerica,

Inc

4,177,057‌

48,482

Commerce

Bancshares,

Inc

3,226,962‌

24,533

Cullen/Frost

Bankers,

Inc

3,196,159‌

59,874

East

West

Bancorp,

Inc

4,701,306‌

288,753

Fifth

Third

Bancorp

10,478,846‌

3,506

First

Citizens

Bancshares,

Inc

(Class

A)

2,726,546‌

50,753

First

Hawaiian,

Inc

1,392,662‌

222,645

First

Horizon

National

Corp

5,506,011‌

76,954

First

Republic

Bank

10,841,280‌

142,775

FNB

Corp

2,037,399‌

607,773

Huntington

Bancshares,

Inc

9,219,916‌

1,236,152

JPMorgan

Chase

&

Co

173,011,834‌

396,102

Keycorp

7,601,197‌

72,382

M&T

Bank

Corp

11,291,592‌

118,563

MGIC

Investment

Corp

1,674,110‌

288,046

New

York

Community

Bancorp,

Inc

2,877,580‌

50,839

PacWest

Bancorp

1,406,207‌

32,370

Pinnacle

Financial

Partners,

Inc

2,548,490‌

171,060

PNC

Financial

Services

Group,

Inc

28,298,456‌

30,761

Popular,

Inc

2,111,435‌

35,460

Prosperity

Bancshares,

Inc

2,689,996‌

396,212

Regions

Financial

Corp

9,326,830‌

22,805

e

Rocket

Cos,

Inc

214,595‌

25,758

Signature

Bank

3,321,494‌

9,304

*

SVB

Financial

Group

2,813,902‌

58,653

Synovus

Financial

Corp

2,460,493‌

25,874

TFS

Financial

Corp

368,705‌

562,855

Truist

Financial

Corp

27,799,408‌

86,176

Umpqua

Holdings

Corp

1,568,403‌

568,005

US

Bancorp

28,286,649‌

7,250

e

UWM

Holdings

Corp

33,205‌

74,572

Webster

Financial

Corp

3,926,216‌

1,605,980

Wells

Fargo

&

Co

75,272,283‌

17,948

Western

Alliance

Bancorp

1,352,741‌

25,142

Wintrust

Financial

Corp

2,299,739‌

62,864

Zions

Bancorporation

3,341,850‌

TOTAL

BANKS

615,276,568‌

Portfolio

of

investments

(unaudited)

Large-Cap

Value

Index

Fund

January

31,

2023

149

continued

SHARES

COMPANY

REFERENCERATE

&

SPREAD

VALUE

CAPITAL

GOODS

-

8

.0

%

234,249

3M

Co

$

26,957,375‌

42,614

A.O.

Smith

Corp

2,884,968‌

13,541

Acuity

Brands,

Inc

2,552,749‌

52,611

Aecom

Technology

Corp

4,591,362‌

22,883

AGCO

Corp

3,160,829‌

41,170

Air

Lease

Corp

1,851,415‌

7,281

Allegion

plc

855,882‌

6,013

Allison

Transmission

Holdings,

Inc

271,066‌

97,538

Ametek,

Inc

14,135,207‌

6,725

Armstrong

World

Industries,

Inc

520,582‌

6,683

*

Axon

Enterprise,

Inc

1,306,126‌

47,212

*

AZEK

Co,

Inc

1,139,226‌

159,713

*

Boeing

Co

34,018,869‌

60,298

*

Builders

FirstSource,

Inc

4,805,751‌

24,382

BWX

Technologies,

Inc

1,483,889‌

2,763

Carlisle

Cos,

Inc

693,126‌

353,327

Carrier

Global

Corp

16,086,978‌

28,850

Caterpillar,

Inc

7,278,566‌

18,437

*

Core

&

Main,

Inc

406,905‌

18,849

Crane

Holdings

Co

2,184,788‌

59,676

Cummins,

Inc

14,891,549‌

16,325

Curtiss-Wright

Corp

2,706,685‌

40,854

Donaldson

Co,

Inc

2,547,247‌

61,127

Dover

Corp

9,280,912‌

168,976

Eaton

Corp

27,409,597‌

170,269

Emerson

Electric

Co

15,361,669‌

20,072

Esab

Corp

1,160,362‌

58,744

Flowserve

Corp

2,021,968‌

147,565

Fortive

Corp

10,038,847‌

37,451

Fortune

Brands

Home

&

Security,

Inc

2,415,964‌

44,584

*

Gates

Industrial

Corp

plc

588,955‌

103,011

General

Dynamics

Corp

24,007,744‌

437,397

General

Electric

Co

35,201,711‌

20,774

Graco,

Inc

1,419,280‌

16,190

*,e

Hayward

Holdings,

Inc

218,403‌

1,245

HEICO

Corp

212,833‌

2,183

HEICO

Corp

(Class

A)

291,823‌

36,526

Hexcel

Corp

2,578,005‌

201,424

Honeywell

International,

Inc

41,992,876‌

143,410

Howmet

Aerospace,

Inc

5,835,353‌

22,697

Hubbell,

Inc

5,195,570‌

12,455

Huntington

Ingalls

2,746,826‌

26,561

IDEX

Corp

6,366,140‌

12,872

Illinois

Tool

Works,

Inc

3,038,307‌

172,169

Ingersoll

Rand,

Inc

9,641,464‌

34,983

ITT,

Inc

3,204,093‌

290,672

Johnson

Controls

International

plc

20,222,051‌

81,436

L3Harris

Technologies,

Inc

17,494,082‌

13,533

Lennox

International,

Inc

3,526,970‌

92,417

Masco

Corp

4,916,584‌

25,573

*

Mastec,

Inc

2,512,036‌

37,451

*

Masterbrand,

Inc

344,549‌

82,099

MDU

Resources

Group,

Inc

2,537,680‌

23,748

*

Mercury

Systems,

Inc

1,187,044‌

22,160

*

Middleby

Corp

3,444,772‌

17,301

MSC

Industrial

Direct

Co

(Class

A)

1,430,793‌

18,781

Nordson

Corp

4,569,417‌

54,701

Northrop

Grumman

Corp

24,508,236‌

68,142

nVent

Electric

plc

2,708,644‌

29,677

Oshkosh

Corp

2,990,848‌

154,366

Otis

Worldwide

Corp

12,693,516‌

Portfolio

of

investments

(unaudited)

Large-Cap

Value

Index

Fund

January

31,

2023

150

continued

SHARES

COMPANY

REFERENCERATE

&

SPREAD

VALUE

CAPITAL

GOODS—continued

38,202

Owens

Corning,

Inc

$

3,692,223‌

144,393

PACCAR,

Inc

15,783,599‌

41,951

Parker-Hannifin

Corp

13,676,026‌

72,224

Pentair

plc

3,999,765‌

103,490

*,e

Plug

Power,

Inc

1,761,400‌

28,287

Quanta

Services,

Inc

4,304,999‌

622,197

Raytheon

Technologies

Corp

62,126,370‌

28,093

Regal-Beloit

Corp

3,910,546‌

15,966

Rockwell

Automation,

Inc

4,502,891‌

67,621

Sensata

Technologies

Holding

plc

3,438,528‌

7,645

*

SiteOne

Landscape

Supply,

Inc

1,158,294‌

21,692

Snap-On,

Inc

5,395,451‌

2,336

Spirit

Aerosystems

Holdings,

Inc

(Class

A)

84,446‌

62,871

Stanley

Black

&

Decker,

Inc

5,615,009‌

85,022

*

Sunrun,

Inc

2,234,378‌

88,272

Textron,

Inc

6,430,615‌

27,223

Timken

Co

2,241,814‌

41,449

Trane

Technologies

plc

7,424,345‌

13,338

TransDigm

Group,

Inc

9,573,349‌

16,230

*

United

Rentals,

Inc

7,156,618‌

69,064

*

Univar

Solutions

Inc

2,381,327‌

7,538

Valmont

Industries,

Inc

2,485,505‌

111,888

Vertiv

Holdings

Co

1,591,047‌

6,795

Watsco,

Inc

1,952,679‌

9,185

*

WESCO

International,

Inc

1,368,657‌

75,353

Westinghouse

Air

Brake

Technologies

Corp

7,822,395‌

41,178

*

WillScot

Mobile

Mini

Holdings

Corp

1,995,486‌

26,698

Woodward

Inc

2,730,137‌

65,301

Xylem,

Inc

6,791,957‌

TOTAL

CAPITAL

GOODS

656,276,920‌

COMMERCIAL

&

PROFESSIONAL

SERVICES

-

0

.8

%

9,501

*

CACI

International,

Inc

(Class

A)

2,927,163‌

2,324

Cintas

Corp

1,031,252‌

209,756

*

Clarivate

Analytics

plc

2,332,487‌

22,551

*

Clean

Harbors,

Inc

2,938,395‌

146,755

*

CoStar

Group,

Inc

11,432,214‌

20,710

*

Driven

Brands

Holdings,

Inc

604,525‌

110,069

Dun

&

Bradstreet

Holdings,

Inc

1,612,511‌

25,738

Equifax,

Inc

5,718,984‌

7,645

*

FTI

Consulting,

Inc

1,219,530‌

10,020

*

IAA,

Inc

418,135‌

54,192

Jacobs

Solutions,

Inc

6,695,422‌

21,359

KBR,

Inc

1,094,222‌

57,669

Leidos

Holdings,

Inc

5,700,004‌

21,615

Manpower,

Inc

1,883,963‌

9,016

MSA

Safety,

Inc

1,229,692‌

81,616

Republic

Services,

Inc

10,187,309‌

5,809

Robert

Half

International,

Inc

487,724‌

6,268

Rollins,

Inc

228,155‌

23,561

Science

Applications

International

Corp

2,445,161‌

40,178

*

Stericycle,

Inc

2,161,978‌

13,739

Tetra

Tech,

Inc

2,136,689‌

22,502

TransUnion

1,614,519‌

10,102

Waste

Management,

Inc

1,563,082‌

TOTAL

COMMERCIAL

&

PROFESSIONAL

SERVICES

67,663,116‌

CONSUMER

DURABLES

&

APPAREL

-

1

.0

%

25,811

Brunswick

Corp

2,176,642‌

51,329

*

Capri

Holdings

Ltd

3,412,865‌

15,150

Carter's,

Inc

1,263,056‌

Portfolio

of

investments

(unaudited)

Large-Cap

Value

Index

Fund

January

31,

2023

151

continued

SHARES

COMPANY

REFERENCERATE

&

SPREAD

VALUE

CONSUMER

DURABLES

&

APPAREL—continued

14,127

Columbia

Sportswear

Co

$

1,354,779‌

1,385

*

Deckers

Outdoor

Corp

592,060‌

64,598

DR

Horton,

Inc

6,375,177‌

65,071

*

Garmin

Ltd

6,434,221‌

115,723

Hanesbrands,

Inc

976,702‌

55,707

Hasbro,

Inc

3,296,183‌

57,852

Leggett

&

Platt,

Inc

2,115,069‌

106,347

Lennar

Corp

(Class

A)

10,889,933‌

5,425

Lennar

Corp

(Class

B)

468,503‌

79,717

*

Mattel,

Inc

1,631,010‌

23,589

*

Mohawk

Industries,

Inc

2,832,095‌

164,773

Newell

Brands

Inc

2,629,777‌

354

*

NVR,

Inc

1,865,580‌

118,457

*,e

Peloton

Interactive,

Inc

1,531,649‌

5,453

Polaris

Inc

626,223‌

57,343

Pulte

Homes,

Inc

3,262,243‌

27,387

PVH

Corp

2,462,091‌

18,356

Ralph

Lauren

Corp

2,273,391‌

50,292

*

Skechers

U.S.A.,

Inc

(Class

A)

2,421,560‌

92,428

Tapestry,

Inc

4,211,944‌

74,996

Tempur

Sealy

International,

Inc

3,056,087‌

19,221

Toll

Brothers,

Inc

1,143,457‌

1,970

*

TopBuild

Corp

394,118‌

82,942

*

Under

Armour,

Inc

(Class

A)

1,027,651‌

83,055

*

Under

Armour,

Inc

(Class

C)

905,300‌

153,062

VF

Corp

4,735,738‌

22,643

Whirlpool

Corp

3,523,024‌

TOTAL

CONSUMER

DURABLES

&

APPAREL

79,888,128‌

CONSUMER

SERVICES

-

2

.1

%

81,769

ADT,

Inc

718,750‌

100,032

ARAMARK

Holdings

Corp

4,454,425‌

32,545

Boyd

Gaming

Corp

2,027,879‌

18,574

*

Bright

Horizons

Family

Solutions

1,426,112‌

24,499

*

Caesars

Entertainment,

Inc

1,275,418‌

403,144

*

Carnival

Corp

4,362,018‌

14,727

Darden

Restaurants,

Inc

2,179,154‌

4,231

Domino's

Pizza,

Inc

1,493,543‌

12,513

*

Grand

Canyon

Education,

Inc

1,458,515‌

10,675

H&R

Block,

Inc

416,111‌

31,836

Hilton

Worldwide

Holdings,

Inc

4,619,085‌

21,192

*

Hyatt

Hotels

Corp

2,312,471‌

86,258

*

Las

Vegas

Sands

Corp

5,089,222‌

16,341

Marriott

Vacations

Worldwide

Corp

2,615,214‌

236,834

McDonald's

Corp

63,329,412‌

139,131

MGM

Resorts

International

5,761,415‌

6,577

*,e

Mister

Car

Wash,

Inc

67,546‌

164,192

*

Norwegian

Cruise

Line

Holdings

Ltd

2,497,360‌

64,761

*

Penn

National

Gaming,

Inc

2,295,777‌

11,175

*

Planet

Fitness,

Inc

945,964‌

94,253

*

Royal

Caribbean

Cruises

Ltd

6,120,790‌

61,707

Service

Corp

International

4,575,574‌

15,775

*

Six

Flags

Entertainment

Corp

423,559‌

310,519

Starbucks

Corp

33,890,044‌

8,336

Travel

&

Leisure

Co

353,196‌

950

Vail

Resorts,

Inc

249,223‌

11,813

Wyndham

Hotels

&

Resorts,

Inc

915,626‌

38,535

*

Wynn

Resorts

Ltd

3,993,767‌

105,297

Yum!

Brands,

Inc

13,742,311‌

TOTAL

CONSUMER

SERVICES

173,609,481‌

Portfolio

of

investments

(unaudited)

Large-Cap

Value

Index

Fund

January

31,

2023

152

continued

SHARES

COMPANY

REFERENCERATE

&

SPREAD

VALUE

DIVERSIFIED

FINANCIALS

-

9

.5

%

15,890

Affiliated

Managers

Group,

Inc

$

2,744,839‌

219,960

AGNC

Investment

Corp

2,551,536‌

125,780

Ally

Financial,

Inc

4,086,592‌

238,646

American

Express

Co

41,746,345‌

16,554

Ameriprise

Financial,

Inc

5,795,887‌

198,395

Annaly

Capital

Management,

Inc

4,656,331‌

45,474

Apollo

Global

Management,

Inc

3,218,650‌

310,839

Bank

of

New

York

Mellon

Corp

15,719,128‌

764,606

*

Berkshire

Hathaway,

Inc

(Class

B)

238,190,061‌

63,487

BlackRock,

Inc

48,199,965‌

161,041

Capital

One

Financial

Corp

19,163,879‌

90,638

Carlyle

Group,

Inc

3,260,249‌

44,013

CBOE

Global

Markets,

Inc

5,408,317‌

286,149

Charles

Schwab

Corp

22,153,656‌

151,727

CME

Group,

Inc

26,804,092‌

64,359

*,e

Coinbase

Global,

Inc

3,763,714‌

2,582

*

Credit

Acceptance

Corp

1,194,537‌

115,403

Discover

Financial

Services

13,470,992‌

151,544

Equitable

Holdings,

Inc

4,860,016‌

15,835

Evercore

Inc

2,055,541‌

119,935

Franklin

Resources,

Inc

3,741,972‌

138,711

Goldman

Sachs

Group,

Inc

50,741,871‌

40,653

Interactive

Brokers

Group,

Inc

(Class

A)

3,249,801‌

233,508

Intercontinental

Exchange

Group,

Inc

25,113,785‌

163,456

Invesco

Ltd

3,025,571‌

86,625

iShares

Russell

1000

Value

Index

Fund

13,812,356‌

60,313

Janus

Henderson

Group

plc

1,563,313‌

88,130

Jefferies

Financial

Group,

Inc

3,461,746‌

241,885

KKR

&

Co,

Inc

13,499,602‌

37,496

Lazard

Ltd

(Class

A)

1,502,840‌

3,474

Moody's

Corp

1,121,234‌

523,896

Morgan

Stanley

50,990,798‌

946

Morningstar,

Inc

229,764‌

8,227

MSCI,

Inc

(Class

A)

4,373,144‌

145,367

Nasdaq

Inc

8,749,640‌

179,116

New

Residential

Investment

Corp

1,685,482‌

87,052

Northern

Trust

Corp

8,441,432‌

51,469

OneMain

Holdings,

Inc

2,220,373‌

75,111

Raymond

James

Financial,

Inc

8,470,267‌

243,262

*

Robinhood

Markets,

Inc

2,532,357‌

138,346

S&P

Global,

Inc

51,871,449‌

42,410

SEI

Investments

Co

2,647,656‌

109,378

SLM

Corp

1,921,771‌

313,951

*,e

SoFi

Technologies,

Inc

2,175,680‌

128,442

Starwood

Property

Trust,

Inc

2,683,153‌

155,182

State

Street

Corp

14,172,772‌

43,860

Stifel

Financial

Corp

2,956,603‌

190,601

Synchrony

Financial

7,000,775‌

94,699

T

Rowe

Price

Group,

Inc

11,029,593‌

15,017

Tradeweb

Markets,

Inc

1,119,367‌

14,772

*,e

Upstart

Holdings,

Inc

275,941‌

40,474

Virtu

Financial,

Inc

781,553‌

10,372

*

Vitesse

Energy,

Inc

165,537‌

40,939

Voya

Financial,

Inc

2,856,314‌

TOTAL

DIVERSIFIED

FINANCIALS

779,229,839‌

ENERGY

-

8

.2

%

132,153

Antero

Midstream

Corp

1,440,468‌

40,085

*

Antero

Resources

Corp

1,156,051‌

137,652

APA

Corp

6,102,113‌

402,333

Baker

Hughes

Co

12,770,049‌

Portfolio

of

investments

(unaudited)

Large-Cap

Value

Index

Fund

January

31,

2023

153

continued

SHARES

COMPANY

REFERENCERATE

&

SPREAD

VALUE

ENERGY—continued

276,620

Cabot

Oil

&

Gas

Corp

$

6,923,799‌

44,765

Cheniere

Energy,

Inc

6,839,644‌

51,233

Chesapeake

Energy

Corp

4,442,926‌

819,652

Chevron

Corp

142,635,841‌

529,682

ConocoPhillips

64,552,345‌

142,225

Devon

Energy

Corp

8,994,309‌

31,540

Diamondback

Energy,

Inc

4,608,625‌

38,768

DT

Midstream,

Inc

2,119,059‌

66,000

EOG

Resources,

Inc

8,728,500‌

155,608

EQT

Corp

5,083,713‌

1,746,459

Exxon

Mobil

Corp

202,606,709‌

204,480

Halliburton

Co

8,428,666‌

26,760

Hess

Corp

4,018,282‌

57,258

HF

Sinclair

Corp

3,257,980‌

841,158

Kinder

Morgan,

Inc

15,393,191‌

268,751

Marathon

Oil

Corp

7,382,590‌

198,792

Marathon

Petroleum

Corp

25,548,748‌

165,261

NOV,

Inc

4,038,979‌

60,025

Occidental

Petroleum

Corp

3,889,020‌

166,475

ONEOK,

Inc

11,400,208‌

27,626

Ovintiv,

Inc

1,360,028‌

15,393

PDC

Energy,

Inc

1,042,568‌

200,736

Phillips

66

20,127,799‌

45,271

Pioneer

Natural

Resources

Co

10,428,175‌

29,292

Range

Resources

Corp

732,886‌

597,436

Schlumberger

Ltd

34,041,903‌

416,719

*

Southwestern

Energy

Co

2,300,289‌

163,400

Valero

Energy

Corp

22,880,902‌

515,419

Williams

Cos,

Inc

16,617,108‌

TOTAL

ENERGY

671,893,473‌

FOOD

&

STAPLES

RETAILING

-

1

.5

%

67,531

Albertsons

Cos,

Inc

1,431,657‌

21,645

*

BJ's

Wholesale

Club

Holdings,

Inc

1,568,613‌

15,666

Casey's

General

Stores,

Inc

3,695,766‌

37,562

*

Grocery

Outlet

Holding

Corp

1,141,509‌

277,300

Kroger

Co

12,375,899‌

43,513

*

Performance

Food

Group

Co

2,668,217‌

88,342

*

US

Foods

Holding

Corp

3,368,481‌

303,492

Walgreens

Boots

Alliance,

Inc

11,186,715‌

602,374

Walmart,

Inc

86,663,548‌

TOTAL

FOOD

&

STAPLES

RETAILING

124,100,405‌

FOOD,

BEVERAGE

&

TOBACCO

-

4

.0

%

760,492

Altria

Group,

Inc

34,252,560‌

232,236

Archer-Daniels-Midland

Co

19,240,753‌

7,098

Brown-Forman

Corp

(Class

A)

472,017‌

30,919

Brown-Forman

Corp

(Class

B)

2,058,587‌

59,293

Bunge

Ltd

5,875,936‌

81,274

Campbell

Soup

Co

4,220,559‌

413,516

Coca-Cola

Co

25,356,801‌

195,656

ConAgra

Brands,

Inc

7,276,447‌

64,123

Constellation

Brands,

Inc

(Class

A)

14,845,757‌

63,013

*

Darling

International,

Inc

4,177,132‌

81,385

Flowers

Foods,

Inc

2,253,551‌

8,776

*

Freshpet,

Inc

555,784‌

252,091

General

Mills,

Inc

19,753,851‌

8,521

Hershey

Co

1,913,817‌

120,653

Hormel

Foods

Corp

5,466,787‌

26,676

Ingredion,

Inc

2,742,293‌

43,598

J.M.

Smucker

Co

6,661,774‌

Portfolio

of

investments

(unaudited)

Large-Cap

Value

Index

Fund

January

31,

2023

154

continued

SHARES

COMPANY

REFERENCERATE

&

SPREAD

VALUE

FOOD,

BEVERAGE

&

TOBACCO—continued

47,925

Kellogg

Co

$

3,286,696‌

363,162

Keurig

Dr

Pepper,

Inc

12,812,355‌

295,764

Kraft

Heinz

Co

11,987,315‌

106,179

McCormick

&

Co,

Inc

7,976,166‌

73,646

Molson

Coors

Brewing

Co

(Class

B)

3,872,307‌

579,373

Mondelez

International,

Inc

37,914,169‌

11,090

*

Monster

Beverage

Corp

1,154,247‌

90,807

PepsiCo,

Inc

15,529,813‌

656,127

Philip

Morris

International,

Inc

68,394,678‌

7,625

*

Pilgrim's

Pride

Corp

185,135‌

24,285

*

Post

Holdings,

Inc

2,305,861‌

59

Seaboard

Corp

231,309‌

119,902

Tyson

Foods,

Inc

(Class

A)

7,883,557‌

TOTAL

FOOD,

BEVERAGE

&

TOBACCO

330,658,014‌

HEALTH

CARE

EQUIPMENT

&

SERVICES

-

6

.5

%

630,366

Abbott

Laboratories

69,686,961‌

37,760

*

Acadia

Healthcare

Co,

Inc

3,172,595‌

4,438

*

agilon

health,

Inc

96,571‌

8,589

*

Align

Technology,

Inc

2,316,711‌

13,998

*

Amedisys,

Inc

1,353,047‌

179,770

Baxter

International,

Inc

8,213,691‌

120,167

Becton

Dickinson

&

Co

30,308,521‌

604,003

*

Boston

Scientific

Corp

27,935,139‌

111,245

Cardinal

Health,

Inc

8,593,676‌

240,450

*

Centene

Corp

18,331,908‌

14,737

*

Certara,

Inc

285,898‌

3,833

Chemed

Corp

1,936,202‌

106,526

Cigna

Corp

33,733,588‌

20,599

Cooper

Cos,

Inc

7,187,609‌

554,344

CVS

Health

Corp

48,904,228‌

5,205

*,e

Definitive

Healthcare

Corp

64,438‌

94,162

Dentsply

Sirona,

Inc

3,467,986‌

22,419

*,e

Doximity,

Inc

790,718‌

71,497

Elevance

Health,

Inc

35,747,785‌

42,873

Encompass

Health

Corp

2,677,419‌

21,436

*

Enhabit,

Inc

329,257‌

20,072

*

Enovis

Corp

1,263,532‌

69,923

*

Envista

Holdings

Corp

2,726,298‌

145,799

*

GE

HealthCare

Technologies,

Inc

10,135,946‌

29,914

*

Globus

Medical,

Inc

2,258,507‌

85,962

HCA

Healthcare,

Inc

21,926,327‌

56,134

*

Henry

Schein,

Inc

4,835,944‌

102,569

*

Hologic,

Inc

8,346,040‌

15,565

Humana,

Inc

7,964,610‌

7,296

*

ICU

Medical,

Inc

1,409,806‌

30,729

*

Integra

LifeSciences

Holdings

Corp

1,760,772‌

11,838

*

Intuitive

Surgical,

Inc

2,908,478‌

38,247

Laboratory

Corp

of

America

Holdings

9,642,834‌

4,307

*

Masimo

Corp

732,535‌

48,461

McKesson

Corp

18,351,211‌

565,501

Medtronic

plc

47,326,779‌

5,017

*

Molina

Healthcare,

Inc

1,564,451‌

50,996

*

Oak

Street

Health,

Inc

1,481,944‌

46,993

Premier,

Inc

1,567,686‌

47,476

Quest

Diagnostics,

Inc

7,049,236‌

20,060

*

QuidelOrtho

Corp

1,717,337‌

27,181

*

Signify

Health,

Inc

773,571‌

42,252

STERIS

plc

8,725,461‌

69,195

Stryker

Corp

17,562,383‌

1,936

*

Tandem

Diabetes

Care,

Inc

78,873‌

Portfolio

of

investments

(unaudited)

Large-Cap

Value

Index

Fund

January

31,

2023

155

continued

SHARES

COMPANY

REFERENCERATE

&

SPREAD

VALUE

HEALTH

CARE

EQUIPMENT

&

SERVICES—continued

65,619

*

Teladoc,

Inc

$

1,929,199‌

19,884

Teleflex,

Inc

4,840,163‌

46,535

*

Tenet

Healthcare

Corp

2,552,445‌

35,639

UnitedHealth

Group,

Inc

17,790,632‌

26,722

Universal

Health

Services,

Inc

(Class

B)

3,960,468‌

88,554

Zimmer

Biomet

Holdings,

Inc

11,276,466‌

TOTAL

HEALTH

CARE

EQUIPMENT

&

SERVICES

529,593,882‌

HOUSEHOLD

&

PERSONAL

PRODUCTS

-

1

.3

%

56,213

Church

&

Dwight

Co,

Inc

4,545,383‌

8,367

Clorox

Co

1,210,621‌

134,516

Colgate-Palmolive

Co

10,025,478‌

154,111

*

Coty,

Inc

1,534,946‌

58,048

Kimberly-Clark

Corp

7,546,820‌

574,184

Procter

&

Gamble

Co

81,752,318‌

23,360

Reynolds

Consumer

Products,

Inc

695,427‌

17,607

Spectrum

Brands

Holdings,

Inc

1,195,163‌

TOTAL

HOUSEHOLD

&

PERSONAL

PRODUCTS

108,506,156‌

INSURANCE

-

3

.6

%

261,810

Aflac,

Inc

19,243,035‌

112,067

Allstate

Corp

14,397,248‌

29,150

American

Financial

Group,

Inc

4,156,499‌

315,705

American

International

Group,

Inc

19,958,870‌

4,535

Aon

plc

1,445,214‌

101,396

*

Arch

Capital

Group

Ltd

6,524,833‌

78,076

Arthur

J.

Gallagher

&

Co

15,281,035‌

21,080

Assurant,

Inc

2,794,997‌

25,360

Assured

Guaranty

Ltd

1,587,536‌

31,866

Axis

Capital

Holdings

Ltd

1,993,856‌

27,346

*

Brighthouse

Financial,

Inc

1,538,759‌

92,734

Brown

&

Brown,

Inc

5,430,503‌

175,910

Chubb

Ltd

40,017,766‌

66,218

Cincinnati

Financial

Corp

7,492,567‌

11,247

CNA

Financial

Corp

489,919‌

34,029

Corebridge

Financial,

Inc

740,471‌

2,403

Erie

Indemnity

Co

(Class

A)

587,173‌

11,323

Everest

Re

Group

Ltd

3,959,540‌

7,735

F&G

Annuities

&

Life,

Inc

165,993‌

113,754

Fidelity

National

Financial

Inc

5,008,589‌

42,074

First

American

Financial

Corp

2,603,118‌

36,739

Globe

Life,

Inc

4,439,908‌

15,500

Hanover

Insurance

Group,

Inc

2,085,990‌

136,694

Hartford

Financial

Services

Group,

Inc

10,608,821‌

27,102

Kemper

Corp

1,591,700‌

51,939

Lincoln

National

Corp

1,840,199‌

85,394

Loews

Corp

5,250,023‌

4,253

*

Markel

Corp

5,992,392‌

22,087

Marsh

&

McLennan

Cos,

Inc

3,863,237‌

277,271

Metlife,

Inc

20,246,328‌

117,788

Old

Republic

International

Corp

3,108,425‌

15,198

Primerica,

Inc

2,458,277‌

104,494

Principal

Financial

Group

9,670,920‌

31,388

Progressive

Corp

4,279,754‌

157,596

Prudential

Financial,

Inc

16,538,124‌

28,321

Reinsurance

Group

of

America,

Inc

(Class

A)

4,298,278‌

8,478

RenaissanceRe

Holdings

Ltd

1,659,060‌

99,061

Travelers

Cos,

Inc

18,932,538‌

83,432

Unum

Group

3,506,647‌

87,451

W.R.

Berkley

Corp

6,133,813‌

1,151

White

Mountains

Insurance

Group

Ltd

1,758,682‌

Portfolio

of

investments

(unaudited)

Large-Cap

Value

Index

Fund

January

31,

2023

156

continued

SHARES

COMPANY

REFERENCERATE

&

SPREAD

VALUE

INSURANCE—continued

44,892

Willis

Towers

Watson

plc

$

11,411,097‌

TOTAL

INSURANCE

295,091,734‌

MATERIALS

-

4

.5

%

93,669

Air

Products

&

Chemicals,

Inc

30,021,851‌

23,996

Albemarle

Corp

6,753,674‌

75,019

Alcoa

Corp

3,918,993‌

631,545

Amcor

plc

7,616,433‌

26,945

Aptargroup,

Inc

3,115,920‌

10,402

*,†

Ardagh

Group

S.A.

146,148‌

20,854

Ardagh

Metal

Packaging

S.A.

117,199‌

20,353

Ashland

Global

Holdings,

Inc

2,223,972‌

13,726

Avery

Dennison

Corp

2,600,253‌

73,888

*

Axalta

Coating

Systems

Ltd

2,224,029‌

78,655

Ball

Corp

4,580,867‌

27,048

Berry

Global

Group,

Inc

1,669,673‌

45,916

Celanese

Corp

(Series

A)

5,656,851‌

26,826

Chemours

Co

976,198‌

211,640

*

Cleveland-Cliffs,

Inc

4,518,514‌

302,586

Corteva,

Inc

19,501,668‌

6,146

Crown

Holdings,

Inc

541,831‌

299,075

Dow,

Inc

17,750,101‌

212,102

DuPont

de

Nemours,

Inc

15,684,943‌

2,919

Eagle

Materials,

Inc

426,408‌

50,662

Eastman

Chemical

Co

4,466,869‌

12,252

Ecolab,

Inc

1,896,977‌

95,900

Element

Solutions,

Inc

1,964,032‌

34,376

FMC

Corp

4,576,477‌

602,936

Freeport-McMoRan,

Inc

(Class

B)

26,903,004‌

286,708

*

Ginkgo

Bioworks

Holdings,

Inc

559,081‌

30,661

Graphic

Packaging

Holding

Co

738,623‌

79,062

Huntsman

Corp

2,505,475‌

107,771

International

Flavors

&

Fragrances,

Inc

12,119,927‌

153,377

International

Paper

Co

6,414,226‌

165,128

Linde

plc

54,647,460‌

26,670

Louisiana-Pacific

Corp

1,815,960‌

107,766

LyondellBasell

Industries

NV

10,419,895‌

24,131

Martin

Marietta

Materials,

Inc

8,678,473‌

127,897

Mosaic

Co

6,336,017‌

2,213

NewMarket

Corp

762,401‌

336,136

Newmont

Goldcorp

Corp

17,791,678‌

108,868

Nucor

Corp

18,400,869‌

51,937

Olin

Corp

3,354,611‌

39,225

Packaging

Corp

of

America

5,597,408‌

46,862

PPG

Industries,

Inc

6,107,993‌

24,264

Reliance

Steel

&

Aluminum

Co

5,518,847‌

26,261

Royal

Gold,

Inc

3,335,935‌

51,387

RPM

International,

Inc

4,620,205‌

11,626

e

Scotts

Miracle-Gro

Co

(Class

A)

839,281‌

34,426

Silgan

Holdings,

Inc

1,855,217‌

40,037

Sonoco

Products

Co

2,446,661‌

12,789

Southern

Copper

Corp

961,861‌

92,799

SSR

Mining,

Inc

1,572,015‌

70,670

Steel

Dynamics,

Inc

8,525,629‌

98,297

United

States

Steel

Corp

2,800,482‌

28,649

Vulcan

Materials

Co

5,252,221‌

14,444

Westlake

Chemical

Corp

1,773,001‌

105,627

WestRock

Co

4,144,803‌

TOTAL

MATERIALS

369,749,140‌

Portfolio

of

investments

(unaudited)

Large-Cap

Value

Index

Fund

January

31,

2023

157

continued

SHARES

COMPANY

REFERENCERATE

&

SPREAD

VALUE

MEDIA

&

ENTERTAINMENT

-

5

.7

%

328,486

Activision

Blizzard,

Inc

$

25,152,173‌

330,855

*

Alphabet,

Inc

(Class

A)

32,701,708‌

294,204

*

Alphabet,

Inc

(Class

C)

29,382,154‌

53,128

*

Altice

USA,

Inc

260,327‌

196,769

*,e

AMC

Entertainment

Holdings,

Inc

1,052,714‌

1,093

Cable

One,

Inc

863,339‌

1,816,626

Comcast

Corp

(Class

A)

71,484,233‌

107,769

*

DISH

Network

Corp

(Class

A)

1,550,796‌

109,924

Electronic

Arts,

Inc

14,145,020‌

125,488

Fox

Corp

(Class

A)

4,259,063‌

63,346

Fox

Corp

(Class

B)

2,008,068‌

32,870

*

IAC

1,857,155‌

165,620

Interpublic

Group

of

Cos,

Inc

6,038,505‌

4,879

Liberty

Broadband

Corp

(Class

A)

437,256‌

28,059

*

Liberty

Broadband

Corp

(Class

C)

2,519,137‌

8,554

*

Liberty

Media

Group

(Class

A)

544,719‌

75,466

*

Liberty

Media

Group

(Class

C)

5,342,993‌

23,729

Liberty

SiriusXM

Group

(Class

A)

963,872‌

48,921

*

Liberty

SiriusXM

Group

(Class

C)

1,971,516‌

33,559

*

Live

Nation,

Inc

2,701,164‌

3,411

Madison

Square

Garden

Co

620,256‌

7,859

*

Match

Group,

Inc

425,329‌

749,678

*

Meta

Platforms,

Inc

111,679,532‌

101,656

*

Netflix,

Inc

35,971,992‌

69,681

New

York

Times

Co

(Class

A)

2,427,686‌

166,229

News

Corp

(Class

A)

3,367,800‌

53,175

News

Corp

(Class

B)

1,086,897‌

13,903

Nexstar

Media

Group

Inc

2,846,917‌

86,167

Omnicom

Group,

Inc

7,409,500‌

901

Paramount

Global

(Class

A)

24,012‌

241,189

Paramount

Global

(Class

B)

5,585,937‌

189,385

*

Pinterest,

Inc

4,978,932‌

34,648

*

Roku,

Inc

1,992,260‌

275,504

e

Sirius

XM

Holdings,

Inc

1,595,168‌

11,929

*

Take-Two

Interactive

Software,

Inc

1,350,721‌

41,086

*

TripAdvisor,

Inc

957,304‌

719,903

*

Walt

Disney

Co

78,102,277‌

274,803

*

Warner

Bros

Discovery,

Inc

4,072,580‌

TOTAL

MEDIA

&

ENTERTAINMENT

469,731,012‌

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES

-

9

.9

%

4,141

*

10X

Genomics,

Inc

193,923‌

12,499

Agilent

Technologies,

Inc

1,900,848‌

35,961

Amgen,

Inc

9,076,556‌

18,957

*

Avantor,

Inc

453,072‌

60,780

*

Biogen,

Inc

17,680,902‌

77,063

*

BioMarin

Pharmaceutical,

Inc

8,889,217‌

9,224

*

Bio-Rad

Laboratories,

Inc

(Class

A)

4,311,851‌

901,667

Bristol-Myers

Squibb

Co

65,506,107‌

32,422

*

Brooks

Automation,

Inc

1,812,390‌

50,896

*

Catalent,

Inc

2,725,481‌

1,350

*

Charles

River

Laboratories

International,

Inc

328,387‌

256,384

Danaher

Corp

67,782,802‌

196,078

*

Elanco

Animal

Health,

Inc

2,692,151‌

66,291

Eli

Lilly

&

Co

22,814,048‌

62,683

*

Exact

Sciences

Corp

4,232,356‌

19,168

*

Exelixis,

Inc

337,740‌

531,046

Gilead

Sciences,

Inc

44,576,001‌

6,883

*

Horizon

Therapeutics

Plc

755,203‌

66,455

*

Illumina,

Inc

14,234,661‌

8,979

*

Incyte

Corp

764,472‌

Portfolio

of

investments

(unaudited)

Large-Cap

Value

Index

Fund

January

31,

2023

158

continued

SHARES

COMPANY

REFERENCERATE

&

SPREAD

VALUE

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES—continued

4,767

*

Ionis

Pharmaceuticals,

Inc

$

190,060‌

25,801

*

Jazz

Pharmaceuticals

plc

4,041,985‌

1,115,543

Johnson

&

Johnson

182,302,037‌

622,406

Merck

&

Co,

Inc

66,852,628‌

18,838

*

Mirati

Therapeutics,

Inc

1,006,138‌

132,533

*

Moderna,

Inc

23,333,760‌

2,288

*

Natera,

Inc

98,224‌

109,070

Organon

&

Co

3,286,279‌

52,829

PerkinElmer,

Inc

7,265,572‌

58,349

Perrigo

Co

plc

2,183,420‌

2,395,335

Pfizer,

Inc

105,777,994‌

93,098

*

QIAGEN

NV

4,561,802‌

37,427

*

Regeneron

Pharmaceuticals,

Inc

28,387,257‌

6,973

*

Repligen

Corp

1,292,097‌

155,089

Royalty

Pharma

plc

6,077,938‌

38,100

*

Syneos

Health,

Inc

1,368,552‌

145,572

Thermo

Fisher

Scientific,

Inc

83,024,079‌

7,093

*

Ultragenyx

Pharmaceutical,

Inc

321,526‌

18,704

*

United

Therapeutics

Corp

4,922,332‌

5,809

*

Vertex

Pharmaceuticals,

Inc

1,876,888‌

509,358

Viatris,

Inc

6,193,793‌

TOTAL

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES

805,432,529‌

REAL

ESTATE

-

4

.7

%

68,600

Alexandria

Real

Estate

Equities,

Inc

11,026,764‌

127,451

American

Homes

4

Rent

4,370,295‌

45,653

American

Tower

Corp

10,198,424‌

114,295

Americold

Realty

Trust

3,590,006‌

61,975

Apartment

Income

REIT

Corp

2,371,164‌

59,209

AvalonBay

Communities,

Inc

10,506,045‌

65,784

Boston

Properties,

Inc

4,903,539‌

122,023

Brixmor

Property

Group,

Inc

2,871,201‌

40,460

Camden

Property

Trust

4,985,077‌

68,820

*

CBRE

Group,

Inc

5,884,798‌

57,976

Cousins

Properties,

Inc

1,589,702‌

97,860

CubeSmart

4,481,010‌

120,158

Digital

Realty

Trust,

Inc

13,772,510‌

72,900

Douglas

Emmett,

Inc

1,221,075‌

17,037

EastGroup

Properties,

Inc

2,866,475‌

29,709

EPR

Properties

1,262,038‌

9,470

Equinix,

Inc

6,990,091‌

30,108

Equity

Lifestyle

Properties,

Inc

2,161,152‌

155,898

Equity

Residential

9,922,908‌

27,572

Essex

Property

Trust,

Inc

6,233,202‌

49,424

Extra

Space

Storage,

Inc

7,800,590‌

33,477

Federal

Realty

Investment

Trust

3,733,690‌

54,217

First

Industrial

Realty

Trust,

Inc

2,892,477‌

103,578

Gaming

and

Leisure

Properties,

Inc

5,547,638‌

166,541

Healthcare

Realty

Trust,

Inc

3,585,628‌

232,617

Healthpeak

Properties

Inc

6,392,315‌

47,360

Highwoods

Properties,

Inc

1,438,323‌

297,916

Host

Hotels

and

Resorts,

Inc

5,615,717‌

15,259

*

Howard

Hughes

Corp

1,304,492‌

50,628

Hudson

Pacific

Properties

576,653‌

258,629

Invitation

Homes,

Inc

8,405,443‌

29,247

Iron

Mountain,

Inc

1,596,301‌

45,245

JBG

SMITH

Properties

911,234‌

20,044

*

Jones

Lang

LaSalle,

Inc

3,705,534‌

50,345

Kilroy

Realty

Corp

2,066,159‌

255,899

Kimco

Realty

Corp

5,747,492‌

2,010

Lamar

Advertising

Co

214,145‌

Portfolio

of

investments

(unaudited)

Large-Cap

Value

Index

Fund

January

31,

2023

159

continued

SHARES

COMPANY

REFERENCERATE

&

SPREAD

VALUE

REAL

ESTATE—continued

36,995

Life

Storage,

Inc

$

3,996,940‌

256,612

Medical

Properties

Trust,

Inc

3,323,125‌

49,545

Mid-America

Apartment

Communities,

Inc

8,260,142‌

72,441

National

Retail

Properties,

Inc

3,430,081‌

37,157

National

Storage

Affiliates

Trust

1,516,006‌

101,834

Omega

Healthcare

Investors,

Inc

2,997,993‌

218,191

*

Opendoor

Technologies,

Inc

477,838‌

84,123

Park

Hotels

&

Resorts,

Inc

1,237,449‌

389,461

Prologis,

Inc

50,349,518‌

13,611

Public

Storage,

Inc

4,142,372‌

59,671

Rayonier,

Inc

2,171,428‌

266,475

Realty

Income

Corp

18,074,999‌

71,567

Regency

Centers

Corp

4,768,509‌

75,186

Rexford

Industrial

Realty,

Inc

4,772,056‌

34,843

SBA

Communications

Corp

10,366,838‌

71,492

Simon

Property

Group,

Inc

9,183,862‌

23,067

SL

Green

Realty

Corp

949,207‌

58,580

Spirit

Realty

Capital,

Inc

2,570,490‌

112,701

STORE

Capital

Corp

3,630,099‌

52,530

Sun

Communities,

Inc

8,239,856‌

138,914

UDR,

Inc

5,916,347‌

169,021

Ventas,

Inc

8,756,978‌

407,011

VICI

Properties,

Inc

13,911,636‌

69,898

Vornado

Realty

Trust

1,704,812‌

200,857

Welltower,

Inc

15,072,309‌

65,365

*,e

WeWork,

Inc

103,930‌

315,128

Weyerhaeuser

Co

10,849,857‌

87,530

WP

Carey,

Inc

7,486,441‌

23,928

*

Zillow

Group,

Inc

(Class

A)

1,027,947‌

60,130

*

Zillow

Group,

Inc

(Class

C)

2,658,347‌

TOTAL

REAL

ESTATE

384,688,719‌

RETAILING

-

2

.2

%

24,624

Advance

Auto

Parts,

Inc

3,749,743‌

12,699

*

Autonation,

Inc

1,609,217‌

699

*

AutoZone,

Inc

1,704,756‌

97,745

Bath

&

Body

Works,

Inc

4,497,247‌

58,429

Best

Buy

Co,

Inc

5,183,821‌

1,655

*

Burlington

Stores,

Inc

380,369‌

58,488

*

CarMax,

Inc

4,120,480‌

23,051

Dick's

Sporting

Goods,

Inc

3,014,149‌

61,657

*

Dollar

Tree,

Inc

9,259,648‌

12,582

*

DoorDash,

Inc

728,749‌

202,404

eBay,

Inc

10,018,998‌

108,630

*,e

GameStop

Corp

(Class

A)

2,375,738‌

81,332

Gap,

Inc

1,103,675‌

54,032

Genuine

Parts

Co

9,067,650‌

183,682

Home

Depot,

Inc

59,544,194‌

43,400

Kohl's

Corp

1,404,858‌

5,340

*

Leslie's,

Inc

82,717‌

11,491

Lithia

Motors,

Inc

(Class

A)

3,024,431‌

105,842

LKQ

Corp

6,240,444‌

37,142

Lowe's

Companies,

Inc

7,734,821‌

110,693

Macy's,

Inc

2,615,676‌

4,841

e

Nordstrom,

Inc

94,593‌

24,912

*

Ollie's

Bargain

Outlet

Holdings,

Inc

1,364,181‌

15,720

*

O'Reilly

Automotive,

Inc

12,455,742‌

9,752

Penske

Auto

Group,

Inc

1,246,501‌

35,226

*

Petco

Health

&

Wellness

Co,

Inc

411,792‌

4,767

*

RH

1,487,256‌

84,194

Ross

Stores,

Inc

9,950,889‌

Portfolio

of

investments

(unaudited)

Large-Cap

Value

Index

Fund

January

31,

2023

160

continued

SHARES

COMPANY

REFERENCERATE

&

SPREAD

VALUE

RETAILING—continued

88,023

Target

Corp

$

15,152,279‌

7,285

*

Victoria's

Secret

&

Co

307,063‌

11,635

*

Wayfair,

Inc

703,918‌

6,383

Williams-Sonoma,

Inc

861,322‌

TOTAL

RETAILING

181,496,917‌

SEMICONDUCTORS

&

SEMICONDUCTOR

EQUIPMENT

-

2

.3

%

144,278

*

Advanced

Micro

Devices,

Inc

10,842,492‌

172,766

Analog

Devices,

Inc

29,624,186‌

22,109

*

Cirrus

Logic,

Inc

1,998,432‌

45,053

*

First

Solar,

Inc

8,001,413‌

18,329

*,e

GLOBALFOUNDRIES,

Inc

1,086,543‌

1,731,024

Intel

Corp

48,918,738‌

358,887

Marvell

Technology,

Inc

15,485,974‌

32,164

Microchip

Technology,

Inc

2,496,570‌

373,479

Micron

Technology,

Inc

22,520,784‌

24,297

MKS

Instruments,

Inc

2,486,069‌

69,042

*

ON

Semiconductor

Corp

5,071,135‌

44,097

*

Qorvo,

Inc

4,791,580‌

68,092

Skyworks

Solutions,

Inc

7,467,650‌

6,516

Teradyne,

Inc

662,677‌

121,474

Texas

Instruments,

Inc

21,526,408‌

52,630

*

Wolfspeed,

Inc

4,053,036‌

TOTAL

SEMICONDUCTORS

&

SEMICONDUCTOR

EQUIPMENT

187,033,687‌

SOFTWARE

&

SERVICES

-

4

.0

%

92,342

*,e

Affirm

Holdings,

Inc

1,495,017‌

65,809

*

Akamai

Technologies,

Inc

5,853,711‌

49,611

Amdocs

Ltd

4,560,739‌

17,407

*

Ansys,

Inc

4,636,529‌

14,184

Automatic

Data

Processing,

Inc

3,202,889‌

41,258

*

Bill.Com

Holdings,

Inc

4,770,250‌

58,883

*

Black

Knight,

Inc

3,567,721‌

227,658

*

Block,

Inc

18,604,212‌

4,575

Broadridge

Financial

Solutions,

Inc

687,897‌

45,306

*

CCC

Intelligent

Solutions

Holdings,

Inc

419,081‌

48,539

*

Ceridian

HCM

Holding,

Inc

3,508,399‌

216,292

Cognizant

Technology

Solutions

Corp

(Class

A)

14,437,491‌

18,462

Concentrix

Corp

2,618,096‌

14,623

*

Coupa

Software,

Inc

1,168,670‌

25,570

Dolby

Laboratories,

Inc

(Class

A)

2,034,349‌

3,604

*

DoubleVerify

Holdings,

Inc

97,993‌

8,345

*

Dropbox,

Inc

193,854‌

95,185

*

DXC

Technology

Co

2,734,665‌

3,838

*

Euronet

Worldwide,

Inc

432,466‌

251,802

Fidelity

National

Information

Services,

Inc

18,895,222‌

226,484

*

Fiserv,

Inc

24,161,313‌

152,672

Gen

Digital,

Inc

3,512,983‌

33,989

Genpact

Ltd

1,607,000‌

113,908

Global

Payments,

Inc

12,839,710‌

56,017

*

GoDaddy,

Inc

4,600,676‌

36,069

*

Guidewire

Software,

Inc

2,641,694‌

15,363

*

Informatica,

Inc

273,461‌

126,442

International

Business

Machines

Corp

17,035,531‌

4,374

*

Jamf

Holding

Corp

86,911‌

74,501

*

Kyndryl

Holdings,

Inc

997,568‌

10,532

*

Manhattan

Associates,

Inc

1,372,952‌

19,775

*

nCino

OpCo,

Inc

565,565‌

52,755

*

NCR

Corp

1,446,542‌

44,154

*

Nutanix,

Inc

1,230,572‌

56,416

*

Okta,

Inc

4,152,782‌

Portfolio

of

investments

(unaudited)

Large-Cap

Value

Index

Fund

January

31,

2023

161

continued

SHARES

COMPANY

REFERENCERATE

&

SPREAD

VALUE

SOFTWARE

&

SERVICES—continued

203,317

Oracle

Corp

$

17,985,422‌

20,671

*

Paycor

HCM,

Inc

519,049‌

335,151

*

PayPal

Holdings,

Inc

27,311,455‌

7,111

*

Procore

Technologies,

Inc

397,861‌

44,681

Roper

Technologies,

Inc

19,067,617‌

319,986

*

Salesforce,

Inc

53,748,048‌

22,292

*

SentinelOne,

Inc

336,386‌

8,591

*

Snowflake,

Inc

1,343,976‌

95,147

SS&C

Technologies

Holdings,

Inc

5,742,122‌

20,897

*

Teradata

Corp

728,887‌

46,716

*

Twilio,

Inc

2,795,485‌

2,320

*

Tyler

Technologies,

Inc

748,826‌

148,329

*

UiPath,

Inc

2,278,333‌

29,818

*

Unity

Software,

Inc

1,059,135‌

35,488

*

VeriSign,

Inc

7,738,158‌

44,828

*

VMware,

Inc

(Class

A)

5,490,085‌

111,859

Western

Union

Co

1,585,042‌

5,122

*

WEX,

Inc

947,416‌

5,218

*

Wix.com

Ltd

453,862‌

54,850

*

Zoom

Video

Communications,

Inc

4,113,750‌

TOTAL

SOFTWARE

&

SERVICES

324,835,426‌

TECHNOLOGY

HARDWARE

&

EQUIPMENT

-

2

.4

%

60,935

Amphenol

Corp

(Class

A)

4,860,785‌

23,703

*

Arrow

Electronics,

Inc

2,784,865‌

37,669

Avnet,

Inc

1,728,254‌

63,069

*

Ciena

Corp

3,280,849‌

1,741,456

Cisco

Systems,

Inc

84,756,664‌

5,248

Cognex

Corp

287,276‌

47,183

*

Coherent

Corp

2,047,742‌

299,467

Corning,

Inc

10,364,553‌

92,954

Dell

Technologies,

Inc

3,775,791‌

24,935

*

F5

Networks,

Inc

3,681,902‌

549,736

Hewlett

Packard

Enterprise

Co

8,867,242‌

235,791

HP,

Inc

6,870,950‌

14,531

*

IPG

Photonics

Corp

1,628,925‌

9,163

Jabil

Inc

720,487‌

135,750

Juniper

Networks,

Inc

4,384,725‌

5,054

*

Keysight

Technologies,

Inc

906,435‌

10,318

Littelfuse,

Inc

2,648,527‌

29,651

*

Lumentum

Holdings,

Inc

1,784,397‌

69,655

Motorola

Solutions,

Inc

17,902,032‌

46,045

National

Instruments

Corp

2,486,430‌

18,503

SYNNEX

Corp

1,890,081‌

19,606

*

Teledyne

Technologies,

Inc

8,318,042‌

105,929

*

Trimble

Inc

6,150,238‌

1,008

e

Ubiquiti,

Inc

294,497‌

30,185

*

Viasat,

Inc

1,039,873‌

25,216

Vontier

Corp

580,724‌

132,276

*

Western

Digital

Corp

5,813,530‌

12,911

*

Zebra

Technologies

Corp

(Class

A)

4,082,200‌

TOTAL

TECHNOLOGY

HARDWARE

&

EQUIPMENT

193,938,016‌

TELECOMMUNICATION

SERVICES

-

2

.2

%

3,030,082

AT&T,

Inc

61,722,771‌

107,225

*

Frontier

Communications

Parent,

Inc

3,174,932‌

439,592

Lumen

Technologies,

Inc

2,307,858‌

252,232

*

T-Mobile

US,

Inc

37,660,760‌

1,786,109

Verizon

Communications,

Inc

74,248,551‌

TOTAL

TELECOMMUNICATION

SERVICES

179,114,872‌

Portfolio

of

investments

(unaudited)

Large-Cap

Value

Index

Fund

January

31,

2023

162

continued

SHARES

COMPANY

REFERENCERATE

&

SPREAD

VALUE

TRANSPORTATION

-

1

.6

%

52,562

*

Alaska

Air

Group,

Inc

$

2,698,533‌

35,127

AMERCO

2,170,497‌

3,903

e

Amerco,

Inc

261,618‌

265,193

*

American

Airlines

Group,

Inc

4,280,215‌

10,839

*

Avis

Budget

Group,

Inc

2,168,234‌

35,342

CH

Robinson

Worldwide,

Inc

3,540,208‌

12,432

*

Copa

Holdings

S.A.

(Class

A)

1,144,739‌

667,563

CSX

Corp

20,641,048‌

46,635

Expeditors

International

of

Washington,

Inc

5,043,575‌

101,591

FedEx

Corp

19,694,431‌

41,203

*

GXO

Logistics,

Inc

2,156,153‌

80,055

*

Hertz

Global

Holdings,

Inc

1,442,591‌

4,049

JB

Hunt

Transport

Services,

Inc

765,464‌

134,269

*

JetBlue

Airways

Corp

1,074,152‌

26,200

*

Kirby

Corp

1,854,436‌

66,135

Knight-Swift

Transportation

Holdings,

Inc

3,908,579‌

1,857

Landstar

System,

Inc

320,945‌

26,841

*

Lyft,

Inc

(Class

A)

436,166‌

98,152

Norfolk

Southern

Corp

24,126,743‌

41,407

*

RXO,

Inc

758,576‌

20,032

Ryder

System,

Inc

1,891,221‌

15,770

Schneider

National,

Inc

417,905‌

250,856

Southwest

Airlines

Co

8,973,119‌

105,351

*

Uber

Technologies,

Inc

3,258,507‌

136,002

*

United

Airlines

Holdings

Inc

6,658,658‌

33,432

United

Parcel

Service,

Inc

(Class

B)

6,192,609‌

41,407

*

XPO

Logistics,

Inc

1,650,483‌

TOTAL

TRANSPORTATION

127,529,405‌

UTILITIES

-

5

.4

%

231,525

AES

Corp

6,346,100‌

106,785

Alliant

Energy

Corp

5,769,594‌

110,770

Ameren

Corp

9,622,590‌

217,892

American

Electric

Power

Co,

Inc

20,473,132‌

76,971

American

Water

Works

Co,

Inc

12,045,192‌

57,206

Atmos

Energy

Corp

6,723,993‌

31,350

e

Avangrid,

Inc

1,322,029‌

55,901

Brookfield

Renewable

Corp

1,762,000‌

262,834

Centerpoint

Energy,

Inc

7,916,560‌

123,249

CMS

Energy

Corp

7,788,104‌

148,943

Consolidated

Edison,

Inc

14,195,757‌

138,042

Constellation

Energy

Corp

11,783,265‌

352,258

Dominion

Energy,

Inc

22,417,699‌

80,681

DTE

Energy

Co

9,388,848‌

326,134

Duke

Energy

Corp

33,412,428‌

159,303

Edison

International

10,975,977‌

86,105

Entergy

Corp

9,323,449‌

97,401

Essential

Utilities

Inc

4,551,549‌

94,489

Evergy,

Inc

5,919,736‌

146,157

Eversource

Energy

12,033,106‌

420,472

Exelon

Corp

17,739,714‌

230,179

FirstEnergy

Corp

9,425,830‌

42,928

Hawaiian

Electric

Industries,

Inc

1,814,567‌

23,007

Idacorp,

Inc

2,434,371‌

31,488

National

Fuel

Gas

Co

1,828,193‌

841,092

NextEra

Energy,

Inc

62,770,696‌

177,763

NiSource,

Inc

4,932,923‌

90,474

NRG

Energy,

Inc

3,096,020‌

83,737

OGE

Energy

Corp

3,292,539‌

699,037

*,b

PG&E

Corp

11,114,688‌

48,823

Pinnacle

West

Capital

Corp

3,639,755‌

Portfolio

of

investments

(unaudited)

Large-Cap

Value

Index

Fund

January

31,

2023

163

concluded

SHARES

COMPANY

REFERENCERATE

&

SPREAD

VALUE

UTILITIES—continued

311,081

PPL

Corp

$

9,207,998‌

210,950

Public

Service

Enterprise

Group,

Inc

13,064,133‌

133,191

Sempra

Energy

21,354,513‌

462,064

Southern

Co

31,272,492‌

91,146

UGI

Corp

3,630,345‌

68,628

Vistra

Energy

Corp

1,582,562‌

134,752

WEC

Energy

Group,

Inc

12,665,340‌

231,174

Xcel

Energy,

Inc

15,897,836‌

TOTAL

UTILITIES

444,535,623‌

TOTAL

COMMON

STOCKS

8,176,905,739‌

(Cost

$5,769,784,393)

PRINCIPAL

ISSUER

RATE

MATURITY

DATE

SHORT-TERM

INVESTMENTS

-

0.3%

REPURCHASE

AGREEMENT

-

0

.1

%

$

2,495,000

r

Fixed

Income

Clearing

Corp

(FICC)

4

.290

%

02/01/23

2,495,000‌

TOTAL

REPURCHASE

AGREEMENT

2,495,000‌

SHARES

COMPANY

EXP

INVESTMENTS

IN

REGISTERED

INVESTMENT

COMPANIES

-

0

.2

%

17,505,172

c

State

Street

Navigator

Securities

Lending

Government

Money

Market

Portfolio

4

.550

17,505,172‌

TOTAL

INVESTMENTS

IN

REGISTERED

INVESTMENT

COMPANIES

17,505,172‌

TOTAL

SHORT-TERM

INVESTMENTS

20,000,172‌

(Cost

$20,000,172)

TOTAL

INVESTMENTS

-

100.2%

8,196,905,911‌

(Cost

$5,789,784,565)

OTHER

ASSETS

&

LIABILITIES,

NET

-

(0.2)%

(

14,545,949‌

)

NET

ASSETS

-

100.0%

$

8,182,359,962‌

REIT

Real

Estate

Investment

Trust

*

Non-income

producing

†

For

fair

value

measurement

disclosure

purposes,

investment

classified

as

Level

3.

b

In

bankruptcy

c

Investments

made

with

cash

collateral

received

from

securities

on

loan.

e

All

or

a

portion

of

these

securities

are

out

on

loan.

The

aggregate

value

of

securities

on

loan

is

$22,102,140.

r

Agreement

with

Fixed

Income

Clearing

Corp

(FICC),

4.290%

dated

1/31/23

to

be

repurchased

at

$2,495,000

on

2/1/23,

collateralized

by

Government

Agency

Securities,

with

coupon

rate

3.000%

and

maturity

date

5/15/47,

valued

at

$2,544,914.

S&P

500

Index

Fund

January

31,

2023

Portfolio

of

investments

(unaudited)

164

SHARES

COMPANY

REFERENCERATE

&

SPREAD

VALUE

COMMON

STOCKS

-

99.0%

AUTOMOBILES

&

COMPONENTS

-

1

.8

%

57,268

*

Aptiv

plc

$

6,476,438‌

47,573

BorgWarner,

Inc

2,249,252‌

828,979

Ford

Motor

Co

11,199,506‌

296,757

General

Motors

Co

11,668,485‌

560,181

*

Tesla,

Inc

97,034,553‌

TOTAL

AUTOMOBILES

&

COMPONENTS

128,628,234‌

BANKS

-

3

.9

%

1,459,156

Bank

of

America

Corp

51,770,855‌

407,087

Citigroup,

Inc

21,258,083‌

105,254

Citizens

Financial

Group,

Inc

4,559,603‌

27,942

Comerica,

Inc

2,048,428‌

137,727

Fifth

Third

Bancorp

4,998,113‌

37,791

First

Republic

Bank

5,323,996‌

297,008

Huntington

Bancshares,

Inc

4,505,611‌

611,774

JPMorgan

Chase

&

Co

85,623,889‌

193,826

Keycorp

3,719,521‌

36,834

M&T

Bank

Corp

5,746,104‌

83,711

PNC

Financial

Services

Group,

Inc

13,848,311‌

190,800

Regions

Financial

Corp

4,491,432‌

13,458

Signature

Bank

1,735,409‌

12,526

*

SVB

Financial

Group

3,788,363‌

275,685

Truist

Financial

Corp

13,616,082‌

279,809

US

Bancorp

13,934,488‌

791,996

Wells

Fargo

&

Co

37,120,853‌

32,129

Zions

Bancorporation

1,707,978‌

TOTAL

BANKS

279,797,119‌

CAPITAL

GOODS

-

5

.8

%

115,215

3M

Co

13,258,942‌

25,590

A.O.

Smith

Corp

1,732,443‌

18,152

Allegion

plc

2,133,768‌

48,029

Ametek,

Inc

6,960,363‌

116,860

*

Boeing

Co

24,891,180‌

176,030

Carrier

Global

Corp

8,014,646‌

108,583

Caterpillar,

Inc

27,394,405‌

29,604

Cummins,

Inc

7,387,382‌

57,387

Deere

&

Co

24,265,519‌

28,458

Dover

Corp

4,320,778‌

83,048

Eaton

Corp

13,471,216‌

122,326

Emerson

Electric

Co

11,036,252‌

121,051

Fastenal

Co

6,119,128‌

75,820

Fortive

Corp

5,158,035‌

13,740

*

Generac

Holdings,

Inc

1,657,044‌

47,260

General

Dynamics

Corp

11,014,416‌

228,106

General

Electric

Co

18,357,971‌

139,608

Honeywell

International,

Inc

29,105,476‌

75,403

Howmet

Aerospace,

Inc

3,068,148‌

8,167

Huntington

Ingalls

1,801,150‌

16,103

IDEX

Corp

3,859,567‌

58,509

Illinois

Tool

Works,

Inc

13,810,464‌

82,315

Ingersoll

Rand,

Inc

4,609,640‌

144,178

Johnson

Controls

International

plc

10,030,463‌

40,423

L3Harris

Technologies,

Inc

8,683,669‌

49,158

Lockheed

Martin

Corp

22,772,935‌

50,263

Masco

Corp

2,673,992‌

10,954

Nordson

Corp

2,665,108‌

30,221

Northrop

Grumman

Corp

13,540,217‌

86,562

Otis

Worldwide

Corp

7,117,993‌

Portfolio

of

investments

(unaudited)

S&P

500

Index

Fund

January

31,

2023

165

continued

SHARES

COMPANY

REFERENCERATE

&

SPREAD

VALUE

CAPITAL

GOODS—continued

73,252

PACCAR,

Inc

$

8,007,176‌

26,085

Parker-Hannifin

Corp

8,503,710‌

38,310

Pentair

plc

2,121,608‌

29,722

Quanta

Services,

Inc

4,523,391‌

307,982

Raytheon

Technologies

Corp

30,752,003‌

24,021

Rockwell

Automation,

Inc

6,774,643‌

10,934

Snap-On,

Inc

2,719,614‌

30,494

Stanley

Black

&

Decker,

Inc

2,723,419‌

43,484

Textron,

Inc

3,167,809‌

47,503

Trane

Technologies

plc

8,508,737‌

10,594

TransDigm

Group,

Inc

7,603,844‌

14,001

*

United

Rentals,

Inc

6,173,741‌

9,351

W.W.

Grainger,

Inc

5,512,227‌

36,977

Westinghouse

Air

Brake

Technologies

Corp

3,838,582‌

37,093

Xylem,

Inc

3,858,043‌

TOTAL

CAPITAL

GOODS

415,700,857‌

COMMERCIAL

&

PROFESSIONAL

SERVICES

-

0

.8

%

17,701

Cintas

Corp

7,854,642‌

91,625

*

Copart,

Inc

6,103,141‌

81,838

*

CoStar

Group,

Inc

6,375,180‌

25,753

Equifax,

Inc

5,722,317‌

26,819

Jacobs

Solutions,

Inc

3,313,487‌

28,147

Leidos

Holdings,

Inc

2,782,050‌

43,581

Republic

Services,

Inc

5,439,780‌

22,494

Robert

Half

International,

Inc

1,888,596‌

44,214

Rollins,

Inc

1,609,390‌

33,349

Verisk

Analytics,

Inc

6,062,515‌

78,622

Waste

Management,

Inc

12,165,182‌

TOTAL

COMMERCIAL

&

PROFESSIONAL

SERVICES

59,316,280‌

CONSUMER

DURABLES

&

APPAREL

-

0

.9

%

66,221

DR

Horton,

Inc

6,535,351‌

32,958

*

Garmin

Ltd

3,258,887‌

26,063

Hasbro,

Inc

1,542,148‌

52,395

Lennar

Corp

(Class

A)

5,365,248‌

11,347

*

Mohawk

Industries,

Inc

1,362,321‌

81,626

Newell

Brands

Inc

1,302,751‌

262,607

Nike,

Inc

(Class

B)

33,437,749‌

642

*

NVR,

Inc

3,383,340‌

45,829

Pulte

Homes,

Inc

2,607,212‌

8,840

Ralph

Lauren

Corp

1,094,834‌

51,575

Tapestry,

Inc

2,350,273‌

72,161

VF

Corp

2,232,661‌

11,311

Whirlpool

Corp

1,759,878‌

TOTAL

CONSUMER

DURABLES

&

APPAREL

66,232,653‌

CONSUMER

SERVICES

-

2

.1

%

8,096

*

Booking

Holdings,

Inc

19,706,474‌

42,580

*

Caesars

Entertainment,

Inc

2,216,715‌

199,019

*,e

Carnival

Corp

2,153,385‌

5,743

*

Chipotle

Mexican

Grill,

Inc

(Class

A)

9,455,160‌

26,503

Darden

Restaurants,

Inc

3,921,649‌

7,397

Domino's

Pizza,

Inc

2,611,141‌

31,628

*

Expedia

Group,

Inc

3,615,080‌

56,135

Hilton

Worldwide

Holdings,

Inc

8,144,627‌

67,535

*

Las

Vegas

Sands

Corp

3,984,565‌

57,081

Marriott

International,

Inc

(Class

A)

9,942,368‌

153,492

McDonald's

Corp

41,043,761‌

67,636

MGM

Resorts

International

2,800,807‌

95,480

*

Norwegian

Cruise

Line

Holdings

Ltd

1,452,251‌

Portfolio

of

investments

(unaudited)

S&P

500

Index

Fund

January

31,

2023

166

continued

SHARES

COMPANY

REFERENCERATE

&

SPREAD

VALUE

CONSUMER

SERVICES—continued

44,840

*

Royal

Caribbean

Cruises

Ltd

$

2,911,910‌

238,979

Starbucks

Corp

26,082,168‌

20,888

*

Wynn

Resorts

Ltd

2,164,832‌

58,470

Yum!

Brands,

Inc

7,630,920‌

TOTAL

CONSUMER

SERVICES

149,837,813‌

DIVERSIFIED

FINANCIALS

-

5

.4

%

125,043

American

Express

Co

21,873,772‌

22,006

Ameriprise

Financial,

Inc

7,704,741‌

148,501

Bank

of

New

York

Mellon

Corp

7,509,696‌

376,428

*

Berkshire

Hathaway,

Inc

(Class

B)

117,264,850‌

31,491

BlackRock,

Inc

23,908,282‌

79,127

Capital

One

Financial

Corp

9,416,113‌

22,920

CBOE

Global

Markets,

Inc

2,816,410‌

318,635

Charles

Schwab

Corp

24,668,722‌

74,498

CME

Group,

Inc

13,160,817‌

58,000

Discover

Financial

Services

6,770,340‌

8,106

Factset

Research

Systems,

Inc

3,428,352‌

55,874

Franklin

Resources,

Inc

1,743,269‌

71,184

Goldman

Sachs

Group,

Inc

26,039,819‌

116,520

Intercontinental

Exchange

Group,

Inc

12,531,726‌

95,413

Invesco

Ltd

1,766,095‌

7,590

MarketAxess

Holdings,

Inc

2,761,621‌

33,334

Moody's

Corp

10,758,548‌

275,001

Morgan

Stanley

26,765,847‌

16,731

MSCI,

Inc

(Class

A)

8,893,530‌

71,448

Nasdaq

Inc

4,300,455‌

43,909

Northern

Trust

Corp

4,257,856‌

40,980

Raymond

James

Financial,

Inc

4,621,315‌

69,537

S&P

Global,

Inc

26,072,203‌

76,962

State

Street

Corp

7,028,939‌

93,177

Synchrony

Financial

3,422,391‌

46,051

T

Rowe

Price

Group,

Inc

5,363,560‌

TOTAL

DIVERSIFIED

FINANCIALS

384,849,269‌

ENERGY

-

5

.0

%

64,693

APA

Corp

2,867,841‌

209,503

Baker

Hughes

Co

6,649,625‌

161,379

Cabot

Oil

&

Gas

Corp

4,039,316‌

371,239

Chevron

Corp

64,603,011‌

260,013

ConocoPhillips

31,687,784‌

135,518

Devon

Energy

Corp

8,570,158‌

36,794

Diamondback

Energy,

Inc

5,376,339‌

122,160

EOG

Resources,

Inc

16,155,660‌

76,297

EQT

Corp

2,492,623‌

859,220

d

Exxon

Mobil

Corp

99,678,112‌

192,855

Halliburton

Co

7,949,483‌

58,038

Hess

Corp

8,714,986‌

413,859

Kinder

Morgan,

Inc

7,573,620‌

132,719

Marathon

Oil

Corp

3,645,791‌

97,744

Marathon

Petroleum

Corp

12,562,059‌

151,764

Occidental

Petroleum

Corp

9,832,790‌

95,035

ONEOK,

Inc

6,507,997‌

98,638

Phillips

66

9,890,432‌

50,206

Pioneer

Natural

Resources

Co

11,564,952‌

294,369

Schlumberger

Ltd

16,773,146‌

46,919

Targa

Resources

Investments,

Inc

3,519,863‌

80,505

Valero

Energy

Corp

11,273,115‌

249,148

Williams

Cos,

Inc

8,032,532‌

TOTAL

ENERGY

359,961,235‌

Portfolio

of

investments

(unaudited)

S&P

500

Index

Fund

January

31,

2023

167

continued

SHARES

COMPANY

REFERENCERATE

&

SPREAD

VALUE

FOOD

&

STAPLES

RETAILING

-

1

.5

%

92,418

Costco

Wholesale

Corp

$

47,238,537‌

137,437

Kroger

Co

6,133,813‌

106,324

SYSCO

Corp

8,235,857‌

146,983

Walgreens

Boots

Alliance,

Inc

5,417,794‌

294,428

Walmart,

Inc

42,359,356‌

TOTAL

FOOD

&

STAPLES

RETAILING

109,385,357‌

FOOD,

BEVERAGE

&

TOBACCO

-

3

.5

%

375,960

Altria

Group,

Inc

16,933,238‌

114,101

Archer-Daniels-Midland

Co

9,453,268‌

39,931

Brown-Forman

Corp

(Class

B)

2,658,606‌

41,816

Campbell

Soup

Co

2,171,505‌

812,262

Coca-Cola

Co

49,807,906‌

101,830

ConAgra

Brands,

Inc

3,787,058‌

33,211

Constellation

Brands,

Inc

(Class

A)

7,689,011‌

124,120

General

Mills,

Inc

9,726,043‌

31,206

Hershey

Co

7,008,868‌

58,487

Hormel

Foods

Corp

2,650,046‌

21,479

J.M.

Smucker

Co

3,281,991‌

54,465

Kellogg

Co

3,735,210‌

175,803

Keurig

Dr

Pepper,

Inc

6,202,330‌

164,869

Kraft

Heinz

Co

6,682,140‌

30,548

Lamb

Weston

Holdings,

Inc

3,051,440‌

52,927

McCormick

&

Co,

Inc

3,975,876‌

38,945

Molson

Coors

Brewing

Co

(Class

B)

2,047,728‌

284,818

Mondelez

International,

Inc

18,638,490‌

80,694

*

Monster

Beverage

Corp

8,398,631‌

287,942

PepsiCo,

Inc

49,243,841‌

323,005

Philip

Morris

International,

Inc

33,670,041‌

58,365

Tyson

Foods,

Inc

(Class

A)

3,837,499‌

TOTAL

FOOD,

BEVERAGE

&

TOBACCO

254,650,766‌

HEALTH

CARE

EQUIPMENT

&

SERVICES

-

6

.1

%

363,502

Abbott

Laboratories

40,185,146‌

14,853

*

Align

Technology,

Inc

4,006,300‌

32,413

AmerisourceBergen

Corp

5,476,501‌

104,754

Baxter

International,

Inc

4,786,210‌

59,431

Becton

Dickinson

&

Co

14,989,687‌

298,585

*

Boston

Scientific

Corp

13,809,556‌

55,100

Cardinal

Health,

Inc

4,256,475‌

119,307

*

Centene

Corp

9,095,966‌

64,016

Cigna

Corp

20,271,947‌

10,666

Cooper

Cos,

Inc

3,721,687‌

275,032

CVS

Health

Corp

24,263,323‌

11,175

*

DaVita,

Inc

920,708‌

44,965

Dentsply

Sirona,

Inc

1,656,061‌

80,864

*

Dexcom,

Inc

8,659,726‌

130,586

*

Edwards

Lifesciences

Corp

10,015,946‌

49,876

Elevance

Health,

Inc

24,937,501‌

76,035

*

GE

HealthCare

Technologies,

Inc

5,285,953‌

44,914

HCA

Healthcare,

Inc

11,456,214‌

27,628

*

Henry

Schein,

Inc

2,380,152‌

50,917

*

Hologic,

Inc

4,143,116‌

26,541

Humana,

Inc

13,581,030‌

17,642

*

IDEXX

Laboratories,

Inc

8,476,981‌

73,809

*

Intuitive

Surgical,

Inc

18,134,133‌

18,777

Laboratory

Corp

of

America

Holdings

4,734,057‌

29,602

McKesson

Corp

11,209,685‌

277,204

Medtronic

plc

23,199,203‌

11,818

*

Molina

Healthcare,

Inc

3,685,207‌

23,234

Quest

Diagnostics,

Inc

3,449,784‌

Portfolio

of

investments

(unaudited)

S&P

500

Index

Fund

January

31,

2023

168

continued

SHARES

COMPANY

REFERENCERATE

&

SPREAD

VALUE

HEALTH

CARE

EQUIPMENT

&

SERVICES—continued

30,839

Resmed,

Inc

$

7,042,703‌

20,742

STERIS

plc

4,283,431‌

69,978

Stryker

Corp

17,761,116‌

10,022

Teleflex,

Inc

2,439,555‌

194,990

UnitedHealth

Group,

Inc

97,337,058‌

12,960

Universal

Health

Services,

Inc

(Class

B)

1,920,802‌

43,891

Zimmer

Biomet

Holdings,

Inc

5,589,080‌

TOTAL

HEALTH

CARE

EQUIPMENT

&

SERVICES

437,162,000‌

HOUSEHOLD

&

PERSONAL

PRODUCTS

-

1

.6

%

49,708

Church

&

Dwight

Co,

Inc

4,019,389‌

24,885

Clorox

Co

3,600,610‌

173,622

Colgate-Palmolive

Co

12,940,048‌

48,647

Estee

Lauder

Cos

(Class

A)

13,479,111‌

70,783

Kimberly-Clark

Corp

9,202,498‌

494,453

Procter

&

Gamble

Co

70,400,218‌

TOTAL

HOUSEHOLD

&

PERSONAL

PRODUCTS

113,641,874‌

INSURANCE

-

2

.4

%

120,025

Aflac,

Inc

8,821,837‌

56,488

Allstate

Corp

7,257,013‌

155,109

American

International

Group,

Inc

9,805,991‌

43,216

Aon

plc

13,772,075‌

77,039

*

Arch

Capital

Group

Ltd

4,957,460‌

44,072

Arthur

J.

Gallagher

&

Co

8,625,772‌

10,477

Assurant,

Inc

1,389,145‌

47,780

Brown

&

Brown,

Inc

2,797,997‌

87,029

Chubb

Ltd

19,798,227‌

33,370

Cincinnati

Financial

Corp

3,775,815‌

7,719

Everest

Re

Group

Ltd

2,699,257‌

18,197

Globe

Life,

Inc

2,199,107‌

67,007

Hartford

Financial

Services

Group,

Inc

5,200,413‌

33,892

Lincoln

National

Corp

1,200,794‌

40,997

Loews

Corp

2,520,496‌

103,605

Marsh

&

McLennan

Cos,

Inc

18,121,551‌

136,909

Metlife,

Inc

9,997,095‌

47,542

Principal

Financial

Group

4,400,012‌

123,273

Progressive

Corp

16,808,274‌

76,727

Prudential

Financial,

Inc

8,051,731‌

48,921

Travelers

Cos,

Inc

9,349,782‌

43,333

W.R.

Berkley

Corp

3,039,377‌

22,497

Willis

Towers

Watson

plc

5,718,512‌

TOTAL

INSURANCE

170,307,733‌

MATERIALS

-

2

.8

%

46,208

Air

Products

&

Chemicals,

Inc

14,810,126‌

24,503

Albemarle

Corp

6,896,369‌

307,489

Amcor

plc

3,708,317‌

17,087

Avery

Dennison

Corp

3,236,961‌

66,037

Ball

Corp

3,845,995‌

21,757

Celanese

Corp

(Series

A)

2,680,462‌

41,018

CF

Industries

Holdings,

Inc

3,474,225‌

147,596

Corteva,

Inc

9,512,562‌

151,102

Dow,

Inc

8,967,904‌

104,925

DuPont

de

Nemours,

Inc

7,759,204‌

26,022

Eastman

Chemical

Co

2,294,360‌

52,286

Ecolab,

Inc

8,095,441‌

26,013

FMC

Corp

3,463,111‌

300,031

Freeport-McMoRan,

Inc

(Class

B)

13,387,383‌

54,204

International

Flavors

&

Fragrances,

Inc

6,095,782‌

76,930

International

Paper

Co

3,217,213‌

Portfolio

of

investments

(unaudited)

S&P

500

Index

Fund

January

31,

2023

169

continued

SHARES

COMPANY

REFERENCERATE

&

SPREAD

VALUE

MATERIALS—continued

103,261

Linde

plc

$

34,173,195‌

53,953

LyondellBasell

Industries

NV

5,216,716‌

12,685

Martin

Marietta

Materials,

Inc

4,562,033‌

70,601

Mosaic

Co

3,497,573‌

165,320

Newmont

Goldcorp

Corp

8,750,388‌

52,426

Nucor

Corp

8,861,042‌

18,493

Packaging

Corp

of

America

2,638,951‌

47,887

PPG

Industries,

Inc

6,241,592‌

31,418

Sealed

Air

Corp

1,720,450‌

48,698

Sherwin-Williams

Co

11,521,460‌

34,795

Steel

Dynamics,

Inc

4,197,669‌

28,032

Vulcan

Materials

Co

5,139,107‌

53,922

WestRock

Co

2,115,899‌

TOTAL

MATERIALS

200,081,490‌

MEDIA

&

ENTERTAINMENT

-

6

.5

%

147,233

Activision

Blizzard,

Inc

11,273,631‌

1,246,689

*

Alphabet,

Inc

(Class

A)

123,222,741‌

1,105,160

*

Alphabet,

Inc

(Class

C)

110,372,329‌

22,421

*

Charter

Communications,

Inc

8,616,615‌

901,146

Comcast

Corp

(Class

A)

35,460,095‌

48,471

*

DISH

Network

Corp

(Class

A)

697,498‌

54,527

Electronic

Arts,

Inc

7,016,534‌

62,585

Fox

Corp

(Class

A)

2,124,135‌

31,642

Fox

Corp

(Class

B)

1,003,051‌

81,983

Interpublic

Group

of

Cos,

Inc

2,989,100‌

28,867

*

Live

Nation,

Inc

2,323,505‌

58,828

*

Match

Group,

Inc

3,183,771‌

469,356

*

Meta

Platforms,

Inc

69,919,963‌

92,756

*

Netflix,

Inc

32,822,638‌

78,343

News

Corp

(Class

A)

1,587,229‌

23,960

News

Corp

(Class

B)

489,742‌

43,756

Omnicom

Group,

Inc

3,762,579‌

103,354

Paramount

Global

(Class

B)

2,393,679‌

33,285

*

Take-Two

Interactive

Software,

Inc

3,768,861‌

380,410

*

Walt

Disney

Co

41,270,681‌

458,045

*

Warner

Bros

Discovery,

Inc

6,788,227‌

TOTAL

MEDIA

&

ENTERTAINMENT

471,086,604‌

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES

-

8

.4

%

368,873

AbbVie,

Inc

54,500,986‌

62,397

Agilent

Technologies,

Inc

9,489,336‌

111,612

Amgen,

Inc

28,170,869‌

30,470

*

Biogen,

Inc

8,863,723‌

4,656

*

Bio-Rad

Laboratories,

Inc

(Class

A)

2,176,494‌

31,616

Bio-Techne

Corp

2,518,530‌

445,394

Bristol-Myers

Squibb

Co

32,357,874‌

36,312

*

Catalent,

Inc

1,944,508‌

10,113

*

Charles

River

Laboratories

International,

Inc

2,459,987‌

136,629

Danaher

Corp

36,121,975‌

164,521

Eli

Lilly

&

Co

56,619,902‌

263,179

Gilead

Sciences,

Inc

22,091,245‌

33,025

*

Illumina,

Inc

7,073,955‌

39,212

*

Incyte

Corp

3,338,510‌

39,083

*

IQVIA

Holdings,

Inc

8,966,031‌

545,783

Johnson

&

Johnson

89,191,858‌

528,262

Merck

&

Co,

Inc

56,740,621‌

4,624

*

Mettler-Toledo

International,

Inc

7,088,222‌

68,876

*

Moderna,

Inc

12,126,309‌

49,051

Organon

&

Co

1,477,907‌

25,599

PerkinElmer,

Inc

3,520,630‌

Portfolio

of

investments

(unaudited)

S&P

500

Index

Fund

January

31,

2023

170

continued

SHARES

COMPANY

REFERENCERATE

&

SPREAD

VALUE

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES—continued

1,171,218

Pfizer,

Inc

$

51,720,987‌

22,205

*

Regeneron

Pharmaceuticals,

Inc

16,841,826‌

81,621

Thermo

Fisher

Scientific,

Inc

46,550,905‌

53,342

*

Vertex

Pharmaceuticals,

Inc

17,234,800‌

247,089

Viatris,

Inc

3,004,602‌

12,286

*

Waters

Corp

4,036,934‌

15,424

West

Pharmaceutical

Services,

Inc

4,096,614‌

98,175

Zoetis,

Inc

16,246,981‌

TOTAL

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES

606,573,121‌

REAL

ESTATE

-

2

.8

%

30,872

Alexandria

Real

Estate

Equities,

Inc

4,962,365‌

97,263

American

Tower

Corp

21,727,582‌

29,324

AvalonBay

Communities,

Inc

5,203,251‌

30,203

Boston

Properties,

Inc

2,251,332‌

22,243

Camden

Property

Trust

2,740,560‌

67,569

*

CBRE

Group,

Inc

5,777,825‌

89,985

Crown

Castle

International

Corp

13,327,678‌

59,384

Digital

Realty

Trust,

Inc

6,806,594‌

19,149

Equinix,

Inc

14,134,451‌

69,842

Equity

Residential

4,445,443‌

13,822

Essex

Property

Trust,

Inc

3,124,740‌

28,209

Extra

Space

Storage,

Inc

4,452,227‌

14,993

Federal

Realty

Investment

Trust

1,672,169‌

118,865

Healthpeak

Properties

Inc

3,266,410‌

150,719

Host

Hotels

and

Resorts,

Inc

2,841,053‌

119,794

Invitation

Homes,

Inc

3,893,305‌

58,754

Iron

Mountain,

Inc

3,206,793‌

131,044

Kimco

Realty

Corp

2,943,248‌

24,060

Mid-America

Apartment

Communities,

Inc

4,011,283‌

192,068

Prologis,

Inc

24,830,551‌

32,681

Public

Storage,

Inc

9,946,136‌

127,825

Realty

Income

Corp

8,670,370‌

33,293

Regency

Centers

Corp

2,218,313‌

22,289

SBA

Communications

Corp

6,631,646‌

67,543

Simon

Property

Group,

Inc

8,676,574‌

67,427

UDR,

Inc

2,871,716‌

83,794

Ventas,

Inc

4,341,367‌

200,304

VICI

Properties,

Inc

6,846,391‌

95,751

Welltower,

Inc

7,185,155‌

158,068

d

Weyerhaeuser

Co

5,442,281‌

TOTAL

REAL

ESTATE

198,448,809‌

RETAILING

-

5

.7

%

12,960

Advance

Auto

Parts,

Inc

1,973,549‌

1,849,409

*

Amazon.com,

Inc

190,729,550‌

3,966

*

AutoZone,

Inc

9,672,479‌

49,358

Bath

&

Body

Works,

Inc

2,270,962‌

41,153

Best

Buy

Co,

Inc

3,651,094‌

33,507

*

CarMax,

Inc

2,360,568‌

47,520

Dollar

General

Corp

11,100,672‌

43,696

*

Dollar

Tree,

Inc

6,562,265‌

112,707

eBay,

Inc

5,578,997‌

25,483

*

Etsy,

Inc

3,505,951‌

29,457

Genuine

Parts

Co

4,943,474‌

213,690

Home

Depot,

Inc

69,271,887‌

49,731

LKQ

Corp

2,932,140‌

129,465

Lowe's

Companies,

Inc

26,961,086‌

13,075

*

O'Reilly

Automotive,

Inc

10,359,976‌

7,861

Pool

Corp

3,031,280‌

70,866

Ross

Stores,

Inc

8,375,653‌

Portfolio

of

investments

(unaudited)

S&P

500

Index

Fund

January

31,

2023

171

continued

SHARES

COMPANY

REFERENCERATE

&

SPREAD

VALUE

RETAILING—continued

97,252

Target

Corp

$

16,740,959‌

242,651

TJX

Companies,

Inc

19,863,411‌

23,052

Tractor

Supply

Co

5,255,626‌

10,597

*

Ulta

Beauty,

Inc

5,446,434‌

TOTAL

RETAILING

410,588,013‌

SEMICONDUCTORS

&

SEMICONDUCTOR

EQUIPMENT

-

5

.5

%

336,528

*

Advanced

Micro

Devices,

Inc

25,290,079‌

106,713

Analog

Devices,

Inc

18,298,078‌

181,258

Applied

Materials,

Inc

20,208,454‌

84,204

Broadcom,

Inc

49,260,182‌

28,064

*

Enphase

Energy,

Inc

6,212,808‌

20,658

*

First

Solar,

Inc

3,668,861‌

857,022

Intel

Corp

24,219,442‌

29,418

KLA

Corp

11,545,977‌

28,715

Lam

Research

Corp

14,360,371‌

115,480

Microchip

Technology,

Inc

8,963,558‌

227,936

Micron

Technology,

Inc

13,744,541‌

9,276

Monolithic

Power

Systems,

Inc

3,956,771‌

519,405

NVIDIA

Corp

101,476,155‌

55,032

NXP

Semiconductors

NV

10,142,948‌

90,104

*

ON

Semiconductor

Corp

6,618,139‌

21,803

*

Qorvo,

Inc

2,369,114‌

234,209

QUALCOMM,

Inc

31,198,981‌

33,436

Skyworks

Solutions,

Inc

3,666,926‌

11,219

*

SolarEdge

Technologies,

Inc

3,580,319‌

32,692

Teradyne,

Inc

3,324,776‌

189,577

Texas

Instruments,

Inc

33,594,940‌

TOTAL

SEMICONDUCTORS

&

SEMICONDUCTOR

EQUIPMENT

395,701,420‌

SOFTWARE

&

SERVICES

-

12

.7

%

131,058

Accenture

plc

36,571,735‌

96,998

*

Adobe,

Inc

35,922,239‌

33,360

*

Akamai

Technologies,

Inc

2,967,372‌

18,198

*

Ansys,

Inc

4,847,219‌

45,186

*

Autodesk,

Inc

9,722,220‌

86,480

Automatic

Data

Processing,

Inc

19,528,049‌

24,010

Broadridge

Financial

Solutions,

Inc

3,610,144‌

57,073

*

Cadence

Design

Systems,

Inc

10,434,657‌

31,630

*

Ceridian

HCM

Holding,

Inc

2,286,216‌

107,267

Cognizant

Technology

Solutions

Corp

(Class

A)

7,160,072‌

47,282

*

DXC

Technology

Co

1,358,412‌

11,952

*

EPAM

Systems,

Inc

3,975,833‌

126,757

Fidelity

National

Information

Services,

Inc

9,511,845‌

134,373

*

Fiserv,

Inc

14,334,912‌

16,029

*

FleetCor

Technologies,

Inc

3,347,015‌

137,287

*

Fortinet,

Inc

7,185,602‌

16,320

*

Gartner,

Inc

5,518,445‌

125,151

Gen

Digital,

Inc

2,879,724‌

57,391

Global

Payments,

Inc

6,469,114‌

188,516

International

Business

Machines

Corp

25,398,761‌

58,897

Intuit,

Inc

24,893,995‌

14,549

Jack

Henry

&

Associates,

Inc

2,620,129‌

177,267

Mastercard,

Inc

(Class

A)

65,695,150‌

1,555,745

Microsoft

Corp

385,529,168‌

317,286

Oracle

Corp

28,067,120‌

67,663

Paychex,

Inc

7,839,435‌

10,237

*

Paycom

Software,

Inc

3,316,174‌

238,018

*

PayPal

Holdings,

Inc

19,396,087‌

21,352

*

PTC,

Inc

2,879,958‌

22,119

Roper

Technologies,

Inc

9,439,283‌

Portfolio

of

investments

(unaudited)

S&P

500

Index

Fund

January

31,

2023

172

continued

SHARES

COMPANY

REFERENCERATE

&

SPREAD

VALUE

SOFTWARE

&

SERVICES—continued

207,518

*

Salesforce,

Inc

$

34,856,798‌

42,307

*

ServiceNow,

Inc

19,255,185‌

32,303

*

Synopsys,

Inc

11,427,186‌

8,869

*

Tyler

Technologies,

Inc

2,862,647‌

19,945

*

VeriSign,

Inc

4,349,007‌

341,086

Visa,

Inc

(Class

A)

78,521,408‌

TOTAL

SOFTWARE

&

SERVICES

913,978,316‌

TECHNOLOGY

HARDWARE

&

EQUIPMENT

-

8

.0

%

124,800

Amphenol

Corp

(Class

A)

9,955,296‌

3,120,819

Apple,

Inc

450,302,974‌

51,002

*

Arista

Networks,

Inc

6,427,272‌

27,764

CDW

Corp

5,442,577‌

856,499

Cisco

Systems,

Inc

41,685,806‌

156,625

Corning,

Inc

5,420,791‌

12,335

*

F5

Networks,

Inc

1,821,386‌

268,587

Hewlett

Packard

Enterprise

Co

4,332,308‌

188,355

HP,

Inc

5,488,665‌

67,725

Juniper

Networks,

Inc

2,187,517‌

37,239

*

Keysight

Technologies,

Inc

6,678,815‌

35,414

Motorola

Solutions,

Inc

9,101,752‌

46,030

NetApp,

Inc

3,048,567‌

41,069

Seagate

Technology

Holdings

plc

2,783,657‌

66,553

TE

Connectivity

Ltd

8,462,214‌

9,850

*

Teledyne

Technologies,

Inc

4,178,961‌

52,825

*

Trimble

Inc

3,067,019‌

62,765

*

Western

Digital

Corp

2,758,522‌

10,843

*

Zebra

Technologies

Corp

(Class

A)

3,428,340‌

TOTAL

TECHNOLOGY

HARDWARE

&

EQUIPMENT

576,572,439‌

TELECOMMUNICATION

SERVICES

-

1

.2

%

1,485,769

AT&T,

Inc

30,265,114‌

171,671

Lumen

Technologies,

Inc

901,273‌

125,446

*

T-Mobile

US,

Inc

18,730,342‌

879,814

Verizon

Communications,

Inc

36,573,868‌

TOTAL

TELECOMMUNICATION

SERVICES

86,470,597‌

TRANSPORTATION

-

1

.7

%

21,944

*

Alaska

Air

Group,

Inc

1,126,605‌

141,481

*

American

Airlines

Group,

Inc

2,283,503‌

24,570

CH

Robinson

Worldwide,

Inc

2,461,177‌

438,961

CSX

Corp

13,572,674‌

134,264

*

Delta

Air

Lines,

Inc

5,249,722‌

32,612

Expeditors

International

of

Washington,

Inc

3,526,988‌

50,093

FedEx

Corp

9,711,029‌

16,980

JB

Hunt

Transport

Services,

Inc

3,210,069‌

48,794

Norfolk

Southern

Corp

11,994,053‌

18,916

Old

Dominion

Freight

Line

6,303,568‌

124,321

Southwest

Airlines

Co

4,446,962‌

128,263

Union

Pacific

Corp

26,190,022‌

65,884

*

United

Airlines

Holdings

Inc

3,225,681‌

152,853

United

Parcel

Service,

Inc

(Class

B)

28,312,961‌

TOTAL

TRANSPORTATION

121,615,014‌

UTILITIES

-

2

.9

%

136,111

AES

Corp

3,730,803‌

54,062

Alliant

Energy

Corp

2,920,970‌

53,770

Ameren

Corp

4,671,000‌

107,085

American

Electric

Power

Co,

Inc

10,061,707‌

37,764

American

Water

Works

Co,

Inc

5,909,688‌

29,968

Atmos

Energy

Corp

3,522,439‌

Portfolio

of

investments

(unaudited)

S&P

500

Index

Fund

January

31,

2023

173

continued

SHARES

COMPANY

REFERENCERATE

&

SPREAD

VALUE

UTILITIES—continued

127,887

Centerpoint

Energy,

Inc

$

3,851,956‌

63,556

CMS

Energy

Corp

4,016,104‌

74,538

Consolidated

Edison,

Inc

7,104,217‌

68,515

Constellation

Energy

Corp

5,848,440‌

172,176

Dominion

Energy,

Inc

10,957,281‌

40,094

DTE

Energy

Co

4,665,739‌

159,705

Duke

Energy

Corp

16,361,777‌

82,146

Edison

International

5,659,859‌

42,172

Entergy

Corp

4,566,384‌

46,016

Evergy,

Inc

2,882,902‌

72,048

Eversource

Energy

5,931,712‌

205,250

Exelon

Corp

8,659,498‌

116,302

FirstEnergy

Corp

4,762,567‌

414,921

NextEra

Energy,

Inc

30,965,554‌

82,088

NiSource,

Inc

2,277,942‌

50,054

NRG

Energy,

Inc

1,712,848‌

333,328

*,b

PG&E

Corp

5,299,915‌

22,878

Pinnacle

West

Capital

Corp

1,705,555‌

156,791

PPL

Corp

4,641,014‌

103,079

Public

Service

Enterprise

Group,

Inc

6,383,682‌

65,210

Sempra

Energy

10,455,119‌

223,741

Southern

Co

15,142,791‌

65,723

WEC

Energy

Group,

Inc

6,177,305‌

113,851

Xcel

Energy,

Inc

7,829,533‌

TOTAL

UTILITIES

208,676,301‌

TOTAL

COMMON

STOCKS

7,119,263,314‌

(Cost

$3,222,408,591)

PRINCIPAL

ISSUER

RATE

MATURITY

DATE

SHORT-TERM

INVESTMENTS

-

0.9%

GOVERNMENT

AGENCY

DEBT

-

0

.3

%

$

5,000,000

Federal

Home

Loan

Bank

(FHLB)

0

.000

%

02/10/23

4,994,269‌

10,000,000

FHLB

0

.000

04/05/23

9,918,488‌

5,000,000

Tennessee

Valley

Authority

(TVA)

0

.000

02/08/23

4,995,639‌

TOTAL

GOVERNMENT

AGENCY

DEBT

19,908,396‌

REPURCHASE

AGREEMENT

-

0

.6

%

44,855,000

r

Fixed

Income

Clearing

Corp

(FICC)

4

.300

02/01/23

44,855,000‌

TOTAL

REPURCHASE

AGREEMENT

44,855,000‌

SHARES

COMPANY

EXP

INVESTMENTS

IN

REGISTERED

INVESTMENT

COMPANIES

-

0

.0

%

1,788

c

State

Street

Navigator

Securities

Lending

Government

Money

Market

Portfolio

4

.550

1,788‌

TOTAL

INVESTMENTS

IN

REGISTERED

INVESTMENT

COMPANIES

1,788‌

TOTAL

SHORT-TERM

INVESTMENTS

64,765,184‌

(Cost

$64,767,590)

TOTAL

INVESTMENTS

-

99.9%

7,184,028,498‌

(Cost

$3,287,176,181)

OTHER

ASSETS

&

LIABILITIES,

NET

-

0.1%

9,223,030‌

NET

ASSETS

-

100.0%

$

7,193,251,528‌

Portfolio

of

investments

(unaudited)

S&P

500

Index

Fund

January

31,

2023

174

concluded

*

Non-income

producing

b

In

bankruptcy

c

Investments

made

with

cash

collateral

received

from

securities

on

loan.

d

All

or

a

portion

of

these

securities

have

been

segregated

to

cover

margin

requirements

on

open

futures

contracts.

e

All

or

a

portion

of

these

securities

are

out

on

loan.

The

aggregate

value

of

securities

on

loan

is

$281,342.

r

Agreement

with

Fixed

Income

Clearing

Corp

(FICC),

4.300%

dated

1/31/23

to

be

repurchased

at

$44,855,000

on

2/1/23,

collateralized

by

Government

Agency

Securities,

with

coupon

rate

0.250%

and

maturity

date

6/30/25,

valued

at

$45,752,133.

Futures

contracts

outstanding

as

of

January

31,

2023

were

as

follows:

Description

Number

of

long

(short)

contracts

Expiration

date

Notional

amount

Value

Unrealized

appreciation

(depreciation)

S&P

500

E

Mini

Index

318‌

03/17/23

 $

62,484,253‌

$

65,031,000‌

$

2,546,747‌

Portfolio

of

investments

(unaudited)

Small-Cap

Blend

Index

Fund

January

31,

2023

175

SHARES

COMPANY

REFERENCERATE

&

SPREAD

VALUE

COMMON

STOCKS

-

99.3%

AUTOMOBILES

&

COMPONENTS

-

1

.6

%

128,660

*

Adient

plc

$

5,792,273‌

156,603

*

American

Axle

&

Manufacturing

Holdings,

Inc

1,389,069‌

198,303

*,e

Canoo,

Inc

237,964‌

256,971

*

Cenntro

Electric

Group

Ltd

195,992‌

176,070

Dana

Inc

3,193,910‌

35,818

*

Dorman

Products,

Inc

3,476,495‌

139,009

*,e

Faraday

Future

Intelligent

Electric,

Inc

118,158‌

240,179

*,e

Fisker,

Inc

1,789,334‌

57,574

*

Fox

Factory

Holding

Corp

6,798,914‌

44,647

*

Gentherm,

Inc

3,323,076‌

379,212

*

Goodyear

Tire

&

Rubber

Co

4,266,135‌

71,715

*,e

Holley,

Inc

237,377‌

33,664

LCI

Industries,

Inc

3,777,774‌

216,627

*,e

Lordstown

Motors

Corp

283,781‌

333,183

*,e

Luminar

Technologies,

Inc

2,222,331‌

67,297

*

Modine

Manufacturing

Co

1,607,725‌

26,129

*

Motorcar

Parts

of

America,

Inc

380,438‌

467,369

*,e

Mullen

Automotive,

Inc

160,728‌

29,265

Patrick

Industries,

Inc

2,076,937‌

182,670

*,e

Solid

Power,

Inc

611,944‌

28,657

Standard

Motor

Products,

Inc

1,159,462‌

35,980

*

Stoneridge,

Inc

887,267‌

37,633

*

Visteon

Corp

5,883,543‌

40,384

Winnebago

Industries,

Inc

2,571,653‌

202,830

*,e

Workhorse

Group,

Inc

448,254‌

28,785

*

XPEL,

Inc

2,189,675‌

TOTAL

AUTOMOBILES

&

COMPONENTS

55,080,209‌

BANKS

-

10

.4

%

22,461

1st

Source

Corp

1,104,857‌

11,792

e

ACNB

Corp

464,015‌

24,152

Amalgamated

Financial

Corp

554,288‌

35,806

Amerant

Bancorp

Inc

996,839‌

14,438

American

National

Bankshares,

Inc

499,699‌

89,427

Ameris

Bancorp

4,217,377‌

19,697

Arrow

Financial

Corp

648,228‌

201,952

Associated

Banc-Corp

4,525,744‌

100,947

Atlantic

Union

Bankshares

Corp

3,905,639‌

78,959

*

Axos

Financial,

Inc

3,799,507‌

73,913

Banc

of

California,

Inc

1,287,564‌

27,084

Bancfirst

Corp

2,332,745‌

10,440

e

Bank

First

Corp

833,738‌

20,266

Bank

of

Marin

Bancorp

617,505‌

66,665

Bank

of

NT

Butterfield

&

Son

Ltd

2,130,613‌

104,614

BankUnited

3,937,671‌

7,880

Bankwell

Financial

Group,

Inc

233,012‌

46,546

Banner

Corp

3,017,577‌

19,622

Bar

Harbor

Bankshares

609,656‌

17,953

Baycom

Corp

361,035‌

17,299

BCB

Bancorp,

Inc

311,209‌

58,022

Berkshire

Hills

Bancorp,

Inc

1,801,583‌

36,744

*

Blue

Foundry

Bancorp

436,519‌

22,285

Blue

Ridge

Bankshares,

Inc

282,128‌

28,761

*

Bridgewater

Bancshares,

Inc

447,521‌

130,077

Brookline

Bancorp,

Inc

1,701,407‌

32,019

Business

First

Bancshares,

Inc

664,074‌

31,420

Byline

Bancorp,

Inc

779,216‌

246,931

Cadence

BanCorp

6,316,495‌

9,377

Cambridge

Bancorp

750,160‌

Portfolio

of

investments

(unaudited)

Small-Cap

Blend

Index

Fund

January

31,

2023

176

continued

SHARES

COMPANY

REFERENCERATE

&

SPREAD

VALUE

BANKS—continued

20,110

Camden

National

Corp

$

849,245‌

12,139

Capital

Bancorp,

Inc

260,989‌

18,901

Capital

City

Bank

Group,

Inc

613,715‌

179,370

Capitol

Federal

Financial

1,501,327‌

26,939

Capstar

Financial

Holdings,

Inc

469,008‌

33,893

*

Carter

Bankshares,

Inc

563,302‌

96,660

Cathay

General

Bancorp

4,249,174‌

36,449

Central

Pacific

Financial

Corp

823,747‌

19,873

Citizens

&

Northern

Corp

470,195‌

19,955

City

Holding

Co

1,891,534‌

18,904

Civista

Bancshares,

Inc

410,217‌

27,346

CNB

Financial

Corp

659,586‌

13,841

*

Coastal

Financial

Corp

632,118‌

22,879

Colony

Bankcorp

Inc

294,910‌

106,708

Columbia

Banking

System,

Inc

3,298,344‌

45,268

*

Columbia

Financial,

Inc

898,570‌

72,043

Community

Bank

System,

Inc

4,157,602‌

21,116

Community

Trust

Bancorp,

Inc

909,677‌

51,772

ConnectOne

Bancorp,

Inc

1,230,620‌

59,959

*

CrossFirst

Bankshares,

Inc

809,447‌

42,821

*

Customers

Bancorp,

Inc

1,300,474‌

180,513

CVB

Financial

Corp

4,372,025‌

44,804

Dime

Community

Bancshares,

Inc

1,336,055‌

44,235

Eagle

Bancorp,

Inc

2,100,720‌

208,720

Eastern

Bankshares,

Inc

3,375,002‌

39,545

Enact

Holdings,

Inc

994,557‌

12,398

Enterprise

Bancorp,

Inc

440,625‌

47,607

Enterprise

Financial

Services

Corp

2,538,405‌

21,429

Equity

Bancshares,

Inc

639,656‌

9,679

Esquire

Financial

Holdings,

Inc

450,461‌

142,847

Essent

Group

Ltd

6,289,553‌

16,904

Farmers

&

Merchants

Bancorp,

Inc

480,919‌

43,124

Farmers

National

Banc

Corp

620,123‌

48,789

FB

Financial

Corp

1,832,515‌

12,214

Federal

Agricultural

Mortgage

Corp

(FAMC)

1,624,096‌

65,984

*,e

Finance

Of

America

Cos,

Inc

116,132‌

20,676

Financial

Institutions,

Inc

510,904‌

246,622

First

Bancorp

3,317,066‌

47,464

First

Bancorp

1,891,440‌

13,531

First

Bancorp,

Inc

401,329‌

28,381

First

Bancshares,

Inc

869,878‌

21,560

First

Bank

291,707‌

70,835

First

Busey

Corp

1,690,831‌

11,200

First

Business

Financial

Services,

Inc

400,960‌

122,988

First

Commonwealth

Financial

Corp

1,809,153‌

21,836

First

Community

Bancshares,

Inc

709,888‌

126,871

First

Financial

Bancorp

3,213,642‌

175,827

First

Financial

Bankshares,

Inc

6,262,958‌

14,902

First

Financial

Corp

669,398‌

72,573

First

Foundation,

Inc

1,127,059‌

8,447

e

First

Guaranty

Bancshares,

Inc

185,074‌

10,642

First

Internet

Bancorp

279,778‌

120,997

First

Interstate

Bancsystem,

Inc

4,341,372‌

78,094

First

Merchants

Corp

3,329,928‌

24,674

First

Mid-Illinois

Bancshares,

Inc

792,776‌

31,154

First

of

Long

Island

Corp

550,180‌

11,035

*

First

Western

Financial,

Inc

289,669‌

16,956

Five

Star

Bancorp

457,134‌

38,663

Flushing

Financial

Corp

741,943‌

218,827

Fulton

Financial

Corp

3,660,976‌

14,077

*

FVCBankcorp,

Inc

241,139‌

Portfolio

of

investments

(unaudited)

Small-Cap

Blend

Index

Fund

January

31,

2023

177

continued

SHARES

COMPANY

REFERENCERATE

&

SPREAD

VALUE

BANKS—continued

37,389

German

American

Bancorp,

Inc

$

1,440,224‌

150,137

Glacier

Bancorp,

Inc

6,844,746‌

12,391

Great

Southern

Bancorp,

Inc

724,130‌

4,721

Greene

County

Bancorp,

Inc

231,093‌

11,476

Guaranty

Bancshares,

Inc

378,478‌

116,370

Hancock

Whitney

Corp

5,990,728‌

40,201

Hanmi

Financial

Corp

936,281‌

57,370

HarborOne

Northeast

Bancorp,

Inc

782,527‌

14,060

HBT

Financial,

Inc

294,838‌

54,387

Heartland

Financial

USA,

Inc

2,690,525‌

78,427

Heritage

Commerce

Corp

950,535‌

48,281

Heritage

Financial

Corp

1,377,457‌

67,069

Hilltop

Holdings,

Inc

2,193,156‌

1,908

Hingham

Institution

for

Savings

557,785‌

10,191

Home

Bancorp,

Inc

391,334‌

253,680

Home

Bancshares,

Inc

6,055,342‌

11,862

e

Home

Point

Capital,

Inc

21,352‌

25,132

HomeStreet,

Inc

692,889‌

17,394

HomeTrust

Bancshares,

Inc

469,638‌

154,369

Hope

Bancorp,

Inc

1,989,816‌

56,342

Horizon

Bancorp

881,189‌

27,331

Independent

Bank

Corp

605,928‌

62,132

Independent

Bank

Corp

4,951,299‌

47,956

Independent

Bank

Group,

Inc

2,939,703‌

72,354

International

Bancshares

Corp

3,391,232‌

15,873

John

Marshall

Bancorp,

Inc

392,698‌

82,192

Kearny

Financial

Corp

770,961‌

83,985

Lakeland

Bancorp,

Inc

1,618,391‌

32,708

Lakeland

Financial

Corp

2,312,783‌

43,916

Live

Oak

Bancshares,

Inc

1,503,245‌

20,572

Luther

Burbank

Corp

241,515‌

31,812

Macatawa

Bank

Corp

350,568‌

21,514

Mercantile

Bank

Corp

738,576‌

21,314

Merchants

Bancorp

613,204‌

38,173

Meta

Financial

Group,

Inc

1,894,144‌

25,254

Metrocity

Bankshares,

Inc

510,636‌

13,699

*

Metropolitan

Bank

Holding

Corp

813,447‌

19,978

Mid

Penn

Bancorp,

Inc

628,708‌

29,790

Midland

States

Bancorp,

Inc

759,049‌

19,523

MidWestOne

Financial

Group,

Inc

608,141‌

93,877

*

Mr

Cooper

Group,

Inc

4,317,403‌

14,402

MVB

Financial

Corp

317,996‌

40,748

National

Bank

Holdings

Corp

1,720,788‌

56,672

NBT

Bancorp,

Inc

2,227,776‌

16,033

*

Nicolet

Bankshares,

Inc

1,168,645‌

111,254

*

NMI

Holdings,

Inc

2,584,430‌

9,396

Northeast

Bank

443,491‌

57,594

Northfield

Bancorp,

Inc

861,030‌

161,905

Northwest

Bancshares,

Inc

2,289,337‌

76,927

OceanFirst

Financial

Corp

1,840,094‌

62,779

OFG

Bancorp

1,777,274‌

396,619

Old

National

Bancorp

6,940,833‌

59,123

Old

Second

Bancorp,

Inc

1,004,500‌

30,886

Origin

Bancorp,

Inc

1,158,225‌

13,166

Orrstown

Financial

Services,

Inc

325,859‌

126,604

Pacific

Premier

Bancorp,

Inc

4,094,373‌

19,464

Park

National

Corp

2,437,866‌

14,104

Parke

Bancorp,

Inc

292,023‌

16,298

PCB

Bancorp

302,654‌

22,380

Peapack

Gladstone

Financial

Corp

830,074‌

36,274

PennyMac

Financial

Services,

Inc

2,445,593‌

Portfolio

of

investments

(unaudited)

Small-Cap

Blend

Index

Fund

January

31,

2023

178

continued

SHARES

COMPANY

REFERENCERATE

&

SPREAD

VALUE

BANKS—continued

36,233

Peoples

Bancorp,

Inc

$

1,075,033‌

9,455

Peoples

Financial

Services

Corp

482,016‌

16,955

*

Pioneer

Bancorp,

Inc

190,744‌

17,918

Preferred

Bank

1,274,507‌

48,696

Premier

Financial

Corp

1,218,374‌

26,697

Primis

Financial

Corp

316,092‌

18,082

*

Professional

Holding

Corp

518,049‌

20,144

Provident

Bancorp

Inc

181,699‌

98,125

Provident

Financial

Services,

Inc

2,302,013‌

22,169

QCR

Holdings,

Inc

1,165,203‌

212,952

Radian

Group,

Inc

4,706,239‌

19,233

RBB

Bancorp

387,353‌

5,706

Red

River

Bancshares

Inc

290,435‌

74,420

Renasant

Corp

2,647,864‌

10,738

Republic

Bancorp,

Inc

(Class

A)

482,995‌

60,595

*,e

Republic

First

Bancorp,

Inc

133,309‌

52,039

S&T

Bancorp,

Inc

1,893,179‌

59,978

Sandy

Spring

Bancorp,

Inc

2,027,256‌

82,059

Seacoast

Banking

Corp

of

Florida

2,634,915‌

67,838

ServisFirst

Bancshares,

Inc

4,625,195‌

24,792

Shore

Bancshares,

Inc

433,364‌

18,048

Sierra

Bancorp

380,091‌

42,925

*,e

Silvergate

Capital

Corp

611,252‌

164,605

Simmons

First

National

Corp

(Class

A)

3,672,338‌

21,563

SmartFinancial,

Inc

581,554‌

13,413

South

Plains

Financial

Inc

376,905‌

101,336

South

State

Corp

8,066,346‌

10,600

*

Southern

First

Bancshares,

Inc

446,154‌

11,088

Southern

Missouri

Bancorp,

Inc

536,881‌

42,536

Southside

Bancshares,

Inc

1,611,264‌

60,764

e

Stellar

Bancorp,

Inc

1,708,076‌

23,940

*

Sterling

Bancorp,

Inc

145,795‌

38,908

Stock

Yards

Bancorp,

Inc

2,332,924‌

14,067

Summit

Financial

Group,

Inc

365,039‌

67,706

*

Texas

Capital

Bancshares,

Inc

4,473,335‌

74,052

*

The

Bancorp,

Inc

2,512,584‌

17,897

*

Third

Coast

Bancshares,

Inc

331,810‌

18,120

Tompkins

Financial

Corp

1,364,980‌

91,307

Towne

Bank

2,782,124‌

42,827

Trico

Bancshares

2,164,905‌

31,561

Triumph

Bancorp,

Inc

1,758,895‌

25,242

TrustCo

Bank

Corp

NY

906,440‌

81,793

Trustmark

Corp

2,381,812‌

59,629

UMB

Financial

Corp

5,377,940‌

176,312

United

Bankshares,

Inc

7,087,742‌

144,396

United

Community

Banks,

Inc

4,698,646‌

7,945

Unity

Bancorp,

Inc

210,304‌

39,080

Univest

Financial

Corp

1,061,022‌

15,236

*,e

USCB

Financial

Holdings,

Inc

182,832‌

584,112

Valley

National

Bancorp

6,939,251‌

13,428

*

Velocity

Financial,

Inc

135,489‌

71,153

Veritex

Holdings,

Inc

2,002,957‌

41,981

Walker

&

Dunlop,

Inc

4,004,148‌

87,616

Washington

Federal,

Inc

3,106,863‌

22,490

Washington

Trust

Bancorp,

Inc

961,897‌

24,819

Waterstone

Financial,

Inc

399,586‌

77,345

WesBanco,

Inc

2,874,914‌

22,562

West

Bancorporation,

Inc

494,108‌

34,720

Westamerica

Bancorporation

1,929,043‌

Portfolio

of

investments

(unaudited)

Small-Cap

Blend

Index

Fund

January

31,

2023

179

continued

SHARES

COMPANY

REFERENCERATE

&

SPREAD

VALUE

BANKS—continued

82,890

WSFS

Financial

Corp

$

4,004,416‌

TOTAL

BANKS

355,995,499‌

CAPITAL

GOODS

-

11

.0

%

59,296

Aaon,

Inc

4,525,471‌

45,659

*

AAR

Corp

2,348,699‌

107,682

*

Aerojet

Rocketdyne

Holdings,

Inc

6,021,577‌

33,457

*

Aerovironment,

Inc

2,976,669‌

28,298

*

AerSale

Corp

526,626‌

13,440

Alamo

Group,

Inc

2,102,957‌

42,052

Albany

International

Corp

(Class

A)

4,716,132‌

18,217

Allied

Motion

Technologies,

Inc

740,339‌

27,778

Alta

Equipment

Group,

Inc

470,837‌

88,224

Altra

Industrial

Motion

Corp

5,387,840‌

43,328

*

Ameresco,

Inc

2,793,356‌

22,409

*

American

Woodmark

Corp

1,283,812‌

279,907

*

API

Group

Corp

6,225,132‌

29,998

Apogee

Enterprises,

Inc

1,405,106‌

51,686

Applied

Industrial

Technologies,

Inc

7,401,952‌

199,523

*,e

Archer

Aviation,

Inc

578,617‌

65,479

Arcosa,

Inc

3,880,940‌

17,289

Argan,

Inc

674,098‌

203,821

*

Array

Technologies,

Inc

4,530,941‌

31,825

Astec

Industries,

Inc

1,404,756‌

248,107

*

Astra

Space,

Inc

157,746‌

34,552

*

Astronics

Corp

513,097‌

55,716

*

Atkore

International

Group,

Inc

7,257,009‌

34,143

AZZ,

Inc

1,450,395‌

84,415

*

Babcock

&

Wilcox

Enterprises,

Inc

560,516‌

67,151

Barnes

Group,

Inc

2,972,103‌

69,465

*

Beacon

Roofing

Supply,

Inc

3,951,169‌

69,076

*,e

Berkshire

Grey,

Inc

78,056‌

49,948

*,e

Blink

Charging

Co

679,792‌

243,413

*

Bloom

Energy

Corp

6,068,286‌

24,745

*

Blue

Bird

Corp

358,803‌

11,420

*

BlueLinx

Holdings,

Inc

991,484‌

53,292

Boise

Cascade

Co

3,995,301‌

35,223

Brookfield

Business

Corp

797,801‌

26,419

Cadre

Holdings,

Inc

604,731‌

28,872

Caesarstone

Sdot-Yam

Ltd

180,161‌

57,777

*

Chart

Industries,

Inc

7,740,962‌

26,103

*

CIRCOR

International,

Inc

721,748‌

37,075

Columbus

McKinnon

Corp

1,332,846‌

47,818

Comfort

Systems

USA,

Inc

5,787,891‌

32,351

*

Concrete

Pumping

Holdings

Inc

263,337‌

53,512

*

Construction

Partners

Inc

1,513,854‌

19,671

CSW

Industrials,

Inc

2,659,716‌

84,900

*,e

Custom

Truck

One

Source,

Inc

601,092‌

122,499

*,e

Decarbonization

Plus

Acquisition

Corp

260,923‌

369,528

*,e

Desktop

Metal,

Inc

620,807‌

30,430

Douglas

Dynamics,

Inc

1,229,676‌

15,400

*

Ducommun,

Inc

889,812‌

21,271

*

DXP

Enterprises,

Inc

644,511‌

39,094

*

Dycom

Industries,

Inc

3,728,395‌

63,782

EMCOR

Group,

Inc

9,455,682‌

23,960

Encore

Wire

Corp

3,867,863‌

73,823

*

Energy

Recovery,

Inc

1,633,703‌

111,177

*,e

Energy

Vault

Holdings,

Inc

471,390‌

77,136

Enerpac

Tool

Group

Corp

2,047,189‌

55,109

EnerSys

4,575,149‌

146,225

*

Enovix

Corp

1,161,027‌

Portfolio

of

investments

(unaudited)

Small-Cap

Blend

Index

Fund

January

31,

2023

180

continued

SHARES

COMPANY

REFERENCERATE

&

SPREAD

VALUE

CAPITAL

GOODS—continued

28,332

EnPro

Industries,

Inc

$

3,430,155‌

34,864

ESCO

Technologies,

Inc

3,432,012‌

112,738

*,e

ESS

Tech,

Inc

249,151‌

159,085

*

Evoqua

Water

Technologies

Corp

7,717,213‌

14,420

*

Fathom

Digital

Manufacturing

C

19,900‌

80,808

Federal

Signal

Corp

4,303,026‌

47,900

*,e

Fluence

Energy,

Inc

1,156,306‌

192,622

*

Fluor

Corp

7,078,859‌

62,295

Franklin

Electric

Co,

Inc

5,625,239‌

60,542

*,e

FTC

Solar,

Inc

166,491‌

553,351

*,e

FuelCell

Energy,

Inc

2,025,265‌

47,485

GATX

Corp

5,434,658‌

42,447

*

Gibraltar

Industries,

Inc

2,273,886‌

16,083

Global

Industrial

Co

422,822‌

57,607

*

GMS,

Inc

3,417,247‌

31,797

Gorman-Rupp

Co

913,528‌

272,718

GrafTech

International

Ltd

1,783,576‌

59,822

Granite

Construction,

Inc

2,547,221‌

92,133

*

Great

Lakes

Dredge

&

Dock

Corp

633,875‌

42,933

Greenbrier

Cos,

Inc

1,327,488‌

62,646

Griffon

Corp

2,560,968‌

43,018

H&E

Equipment

Services,

Inc

2,189,186‌

127,273

*

Heliogen,

Inc

81,149‌

44,464

Helios

Technologies,

Inc

2,934,624‌

33,971

Herc

Holdings,

Inc

5,276,376‌

93,162

Hillenbrand,

Inc

4,365,571‌

182,868

*

Hillman

Solutions

Corp

1,755,533‌

60,125

*

Hudson

Technologies,

Inc

613,876‌

44,940

*,e

Hydrofarm

Holdings

Group,

Inc

84,038‌

187,746

*,e

Hyliion

Holdings

Corp

672,131‌

16,037

Hyster-Yale

Materials

Handling,

Inc

520,080‌

13,056

*

IES

Holdings,

Inc

519,759‌

24,045

Insteel

Industries,

Inc

721,110‌

108,826

*

Janus

International

Group,

Inc

1,197,086‌

110,452

*

JELD-WEN

Holding,

Inc

1,397,218‌

42,812

John

Bean

Technologies

Corp

4,783,385‌

15,769

Kadant,

Inc

3,213,249‌

39,083

Kaman

Corp

985,673‌

7,176

Karat

Packaging,

Inc

107,855‌

110,207

Kennametal,

Inc

3,140,900‌

167,693

*

Kratos

Defense

&

Security

Solutions,

Inc

1,920,085‌

7,476

*

Lawson

Products,

Inc

308,759‌

14,764

Lindsay

Corp

2,312,338‌

37,998

Luxfer

Holdings

plc

628,867‌

45,765

*

Manitowoc

Co,

Inc

626,981‌

162,069

*,e

Markforged

Holding

Corp

217,172‌

30,648

*

Masonite

International

Corp

2,795,711‌

100,404

Maxar

Technologies,

Inc

5,187,875‌

32,462

McGrath

RentCorp

3,231,267‌

237,895

*,e

Microvast

Holdings,

Inc

387,769‌

13,666

Miller

Industries,

Inc

396,451‌

78,636

*,e

Momentus,

Inc

71,166‌

38,544

Moog,

Inc

(Class

A)

3,674,014‌

111,751

*

MRC

Global,

Inc

1,519,814‌

75,498

Mueller

Industries,

Inc

4,948,894‌

209,066

Mueller

Water

Products,

Inc

(Class

A)

2,644,685‌

22,003

*

MYR

Group,

Inc

2,179,617‌

6,945

National

Presto

Industries,

Inc

532,056‌

453,504

*,e

Nikola

Corp

1,228,996‌

13,152

*

Northwest

Pipe

Co

491,885‌

147,181

*

NOW,

Inc

2,066,421‌

Portfolio

of

investments

(unaudited)

Small-Cap

Blend

Index

Fund

January

31,

2023

181

continued

SHARES

COMPANY

REFERENCERATE

&

SPREAD

VALUE

CAPITAL

GOODS—continued

43,385

*,e

NuScale

Power

Corp

$

462,484‌

18,542

*

NV5

Global

Inc

2,471,463‌

4,550

Omega

Flex,

Inc

483,665‌

27,268

Park

Aerospace

Corp

379,298‌

45,543

*

Parsons

Corp

1,982,031‌

80,529

*

PGT

Innovations,

Inc

1,747,479‌

12,060

Powell

Industries,

Inc

478,782‌

3,385

Preformed

Line

Products

Co

298,997‌

73,940

Primoris

Services

Corp

1,966,804‌

302,938

*,e

Proterra,

Inc

1,544,984‌

37,417

*

Proto

Labs,

Inc

1,144,960‌

43,563

Quanex

Building

Products

Corp

1,127,846‌

38,591

*

RBC

Bearings,

Inc

9,415,046‌

27,132

*,e

Redwire

Corp

69,458‌

196,969

*

Resideo

Technologies,

Inc

3,787,714‌

45,487

REV

Group,

Inc

582,688‌

291,922

*,e

Rocket

Lab

USA,

Inc

1,450,852‌

56,868

Rush

Enterprises,

Inc

(Class

A)

3,060,067‌

8,444

Rush

Enterprises,

Inc

(Class

B)

491,187‌

152,927

*

Sarcos

Technology

and

Robotics

Corp

91,756‌

186,723

*

Shoals

Technologies

Group,

Inc

5,207,704‌

46,436

Shyft

Group,

Inc

1,545,854‌

57,863

Simpson

Manufacturing

Co,

Inc

6,197,706‌

59,151

*

SPX

Technologies,

Inc

4,436,917‌

16,200

Standex

International

Corp

1,872,234‌

191,331

*,e

Stem,

Inc

1,886,524‌

40,988

*

Sterling

Construction

Co,

Inc

1,491,553‌

25,158

Tennant

Co

1,764,331‌

90,149

Terex

Corp

4,594,895‌

33,484

*

Terran

Orbital

Corp

64,959‌

58,845

Textainer

Group

Holdings

Ltd

1,994,845‌

45,098

*

Thermon

Group

Holdings

1,042,666‌

68,813

*

Titan

International,

Inc

1,148,489‌

28,339

*

Titan

Machinery,

Inc

1,245,216‌

51,134

*

TPI

Composites,

Inc

667,299‌

9,859

*

Transcat

Inc

823,424‌

110,477

Trinity

Industries,

Inc

3,178,423‌

78,813

Triton

International

Ltd

5,567,350‌

86,691

*

Triumph

Group,

Inc

987,410‌

53,650

*

Tutor

Perini

Corp

491,971‌

80,751

UFP

Industries,

Inc

7,554,256‌

16,056

*

Vectrus,

Inc

709,033‌

79,225

*,e

Velo3D,

Inc

190,140‌

17,681

Veritiv

Corp

2,210,832‌

29,577

*

Vicor

Corp

2,053,531‌

157,099

*

View,

Inc

128,821‌

328,287

*,e

Virgin

Galactic

Holdings,

Inc

1,812,144‌

64,682

Wabash

National

Corp

1,666,208‌

37,140

Watts

Water

Technologies,

Inc

(Class

A)

6,073,133‌

76,493

*,e

Xos,

Inc

72,431‌

167,907

Zurn

Water

Solutions

Corp

3,670,447‌

TOTAL

CAPITAL

GOODS

375,656,695‌

COMMERCIAL

&

PROFESSIONAL

SERVICES

-

3

.0

%

89,293

ABM

Industries,

Inc

4,188,735‌

126,811

ACCO

Brands

Corp

805,250‌

160,755

*

ACV

Auctions,

Inc

1,575,399‌

459,471

*

Alight,

Inc

4,314,433‌

29,597

Aris

Water

Solution,

Inc

458,458‌

66,754

*

ASGN

Inc

6,071,276‌

21,078

*

Atlas

Technical

Consultants,

Inc

255,676‌

Portfolio

of

investments

(unaudited)

Small-Cap

Blend

Index

Fund

January

31,

2023

182

continued

SHARES

COMPANY

REFERENCERATE

&

SPREAD

VALUE

COMMERCIAL

&

PROFESSIONAL

SERVICES—continued

9,094

Barrett

Business

Services,

Inc

$

903,762‌

60,719

Brady

Corp

(Class

A)

3,246,645‌

64,123

*

BrightView

Holdings,

Inc

509,778‌

61,344

Brink's

Co

4,024,166‌

67,803

*

Casella

Waste

Systems,

Inc

(Class

A)

5,432,376‌

64,082

*

CBIZ,

Inc

3,049,662‌

24,639

*

Cimpress

plc

805,449‌

1,670

Compx

International,

Inc

31,630‌

154,642

*

CoreCivic,

Inc

1,645,391‌

9,209

CRA

International,

Inc

1,094,398‌

60,805

Deluxe

Corp

1,215,492‌

34,296

Ennis,

Inc

728,447‌

68,728

Exponent,

Inc

7,047,369‌

77,974

*

First

Advantage

Corp

1,082,279‌

15,725

*

Forrester

Research,

Inc

582,768‌

15,776

*

Franklin

Covey

Co

732,006‌

156,474

*,e

Geo

Group,

Inc

1,799,451‌

106,622

*

Harsco

Corp

846,579‌

99,048

Healthcare

Services

Group

1,334,177‌

27,521

Heidrick

&

Struggles

International,

Inc

846,546‌

21,935

*

Heritage-Crystal

Clean,

Inc

815,982‌

103,000

Herman

Miller,

Inc

2,459,640‌

28,033

*

HireRight

Holdings

Corp

320,698‌

56,238

HNI

Corp

1,786,681‌

26,765

*

Huron

Consulting

Group,

Inc

1,821,091‌

24,976

ICF

International,

Inc

2,552,297‌

49,260

Insperity,

Inc

5,445,693‌

77,869

Interface,

Inc

886,149‌

146,338

*

KAR

Auction

Services,

Inc

2,130,681‌

45,732

Kelly

Services,

Inc

(Class

A)

827,749‌

27,134

Kforce,

Inc

1,523,031‌

44,437

Kimball

International,

Inc

(Class

B)

328,834‌

71,723

Korn/Ferry

International

3,872,325‌

126,602

*

Legalzoom.com,

Inc

1,073,585‌

189,240

*,e

Li-Cycle

Holdings

Corp

1,029,466‌

41,232

Matthews

International

Corp

(Class

A)

1,527,233‌

37,154

*

Montrose

Environmental

Group,

Inc

2,012,261‌

9,268

NL

Industries,

Inc

65,432‌

232,080

Pitney

Bowes,

Inc

1,000,265‌

203,512

*,e

Planet

Labs

PBC

1,007,384‌

40,382

*

Quad

Graphics,

Inc

178,085‌

13,233

*,e

Red

Violet,

Inc

314,615‌

43,962

Resources

Connection,

Inc

759,224‌

113,525

*,e

Skillsoft

Corp

217,968‌

27,243

*

SP

Plus

Corp

1,027,334‌

174,994

*,e

Spire

Global,

Inc

208,243‌

120,154

Steelcase,

Inc

(Class

A)

937,201‌

33,018

*

Sterling

Check

Corp

460,601‌

51,110

*

TriNet

Group,

Inc

3,856,249‌

45,739

*

TrueBlue,

Inc

897,857‌

20,196

Unifirst

Corp

4,007,694‌

162,438

*

Upwork,

Inc

2,105,196‌

28,588

*

Viad

Corp

844,775‌

14,798

VSE

Corp

812,410‌

16,227

*,e

Willdan

Group,

Inc

308,962‌

TOTAL

COMMERCIAL

&

PROFESSIONAL

SERVICES

104,050,489‌

CONSUMER

DURABLES

&

APPAREL

-

2

.9

%

44,855

Acushnet

Holdings

Corp

2,105,942‌

134,776

*,e

Allbirds,

Inc

370,634‌

108,231

*,e

AMMO,

Inc

268,413‌

Portfolio

of

investments

(unaudited)

Small-Cap

Blend

Index

Fund

January

31,

2023

183

continued

SHARES

COMPANY

REFERENCERATE

&

SPREAD

VALUE

CONSUMER

DURABLES

&

APPAREL—continued

15,982

*,e

Aterian,

Inc

$

24,452‌

36,949

*

Beazer

Homes

USA,

Inc

604,855‌

189,158

*

Callaway

Golf

Co

4,632,479‌

12,190

*

Cavco

Industries,

Inc

3,243,759‌

38,201

Century

Communities,

Inc

2,337,901‌

39,006

Clarus

Corp

392,010‌

82,106

*

Crocs,

Inc

9,998,048‌

29,328

*,e

Dream

Finders

Homes,

Inc

370,706‌

80,931

Ermenegildo

Zegna

Holditalia

S.p.A

927,469‌

32,310

Ethan

Allen

Interiors,

Inc

928,589‌

64,671

*

Fossil

Group,

Inc

367,331‌

61,160

*

G-III

Apparel

Group

Ltd

1,034,827‌

179,099

*

GoPro,

Inc

1,101,459‌

37,635

*

Green

Brick

Partners,

Inc

1,174,212‌

32,245

*

Helen

of

Troy

Ltd

3,647,232‌

7,151

*

Hovnanian

Enterprises,

Inc

413,900‌

32,226

Installed

Building

Products,

Inc

3,547,760‌

35,528

*,e

iRobot

Corp

1,598,760‌

7,010

Johnson

Outdoors,

Inc

479,905‌

104,719

KB

Home

4,026,446‌

76,107

e

Kontoor

Brands,

Inc

3,634,870‌

9,397

*

Landsea

Homes

Corp

62,302‌

58,833

*

Latham

Group,

Inc

258,865‌

58,489

La-Z-Boy,

Inc

1,662,842‌

9,597

*

Legacy

Housing

Corp

192,132‌

28,087

*

LGI

Homes,

Inc

3,197,705‌

20,138

Lifetime

Brands,

Inc

161,305‌

18,991

*

Lovesac

Co

488,828‌

36,276

*

M/I

Homes,

Inc

2,169,305‌

27,789

*

Malibu

Boats,

Inc

1,683,736‌

11,799

Marine

Products

Corp

156,927‌

23,720

*

MasterCraft

Boat

Holdings,

Inc

682,187‌

78,898

MDC

Holdings,

Inc

2,979,189‌

49,156

*

Meritage

Homes

Corp

5,293,610‌

19,504

Movado

Group,

Inc

689,661‌

20,425

Oxford

Industries,

Inc

2,394,219‌

43,524

*,e

PLBY

Group,

Inc

127,090‌

77,908

*,e

Purple

Innovation,

Inc

451,866‌

8,350

Rocky

Brands,

Inc

262,858‌

71,939

*

Skyline

Champion

Corp

4,240,804‌

61,498

Smith

&

Wesson

Brands,

Inc

681,398‌

25,142

*,e

Snap

One

Holdings

Corp

241,112‌

30,224

*,e

Solo

Brands,

Inc

133,590‌

172,965

*

Sonos,

Inc

3,189,475‌

103,852

Steven

Madden

Ltd

3,723,094‌

24,203

Sturm

Ruger

&

Co,

Inc

1,377,151‌

18,501

Superior

Uniform

Group,

Inc

220,717‌

141,484

*

Taylor

Morrison

Home

Corp

5,065,127‌

33,766

*

Traeger,

Inc

122,571‌

137,362

*

TRI

Pointe

Homes,

Inc

3,034,327‌

48,926

*

Tupperware

Brands

Corp

216,742‌

17,552

*

Unifi,

Inc

150,070‌

17,450

*

Universal

Electronics,

Inc

408,854‌

319,755

*,e

Vinco

Ventures,

Inc

236,267‌

74,031

*

Vista

Outdoor,

Inc

2,172,810‌

93,597

*,e

Vizio

Holding

Corp

819,910‌

82,592

*,e

Vuzix

Corp

430,304‌

37,009

e

Weber,

Inc

301,993‌

108,352

Wolverine

World

Wide,

Inc

1,747,718‌

TOTAL

CONSUMER

DURABLES

&

APPAREL

98,660,620‌

Portfolio

of

investments

(unaudited)

Small-Cap

Blend

Index

Fund

January

31,

2023

184

continued

SHARES

COMPANY

REFERENCERATE

&

SPREAD

VALUE

CONSUMER

SERVICES

-

3

.5

%

100,024

*

2U,

Inc

$

863,207‌

80,575

*

Accel

Entertainment,

Inc

742,901‌

60,877

*

Adtalem

Global

Education,

Inc

2,324,284‌

26,162

*

American

Public

Education,

Inc

316,822‌

48,122

*,e

Bally's

Corp

956,184‌

137,683

*

Beachbody

Co,

Inc

85,529‌

914

*

Biglari

Holdings,

Inc

(B

Shares)

149,046‌

31,486

*

BJ's

Restaurants,

Inc

994,013‌

119,299

Bloomin'

Brands,

Inc

2,893,001‌

16,688

Bluegreen

Vacations

Holding

Corp

541,359‌

39,998

*

Bowlero

Corp

549,973‌

57,896

*

Brinker

International,

Inc

2,284,576‌

19,474

Carriage

Services,

Inc

631,347‌

34,911

*

Century

Casinos,

Inc

307,915‌

66,223

e

Cheesecake

Factory

2,599,253‌

168,265

*

Chegg,

Inc

3,493,181‌

24,200

*

Chuy's

Holdings,

Inc

828,366‌

151,292

*

Coursera,

Inc

2,413,107‌

29,961

e

Cracker

Barrel

Old

Country

Store,

Inc

3,343,048‌

57,511

*

Dave

&

Buster's

Entertainment,

Inc

2,493,102‌

77,918

*

Denny's

Corp

936,574‌

19,775

Dine

Brands

Global

Inc.

1,528,805‌

31,862

*

Duolingo,

Inc

3,042,502‌

29,146

El

Pollo

Loco

Holdings,

Inc

357,621‌

34,037

European

Wax

Center,

Inc

641,257‌

118,080

*

Everi

Holdings,

Inc

2,051,050‌

51,600

*,e

F45

Training

Holdings,

Inc

159,960‌

20,493

*

First

Watch

Restaurant

Group,

Inc

331,987‌

113,506

*

frontdoor,

Inc

3,085,093‌

41,544

*

Full

House

Resorts,

Inc

366,418‌

28,078

*

Golden

Entertainment,

Inc

1,109,081‌

4,981

Graham

Holdings

Co

3,254,137‌

116,260

*

Hilton

Grand

Vacations,

Inc

5,506,074‌

14,597

*

Inspirato,

Inc

18,246‌

30,928

*

Inspired

Entertainment,

Inc

460,827‌

132,831

International

Game

Technology

plc

3,513,380‌

28,711

Jack

in

the

Box,

Inc

2,181,462‌

98,032

e

Krispy

Kreme,

Inc

1,195,990‌

5,926

*,e

Kura

Sushi

USA,

Inc

368,242‌

185,692

Laureate

Education,

Inc

2,038,898‌

55,039

*

Life

Time

Group

Holdings,

Inc

1,034,183‌

47,271

*,e

Lindblad

Expeditions

Holdings,

Inc

562,525‌

17,451

*

Monarch

Casino

&

Resort,

Inc

1,337,096‌

15,282

*

NEOGAMES

S.A.

197,138‌

75,833

*,e

Nerdy,

Inc

215,366‌

47,955

*

Noodles

&

Co

301,637‌

30,594

*

ONE

Group

Hospitality,

Inc

230,373‌

92,351

*

OneSpaWorld

Holdings

Ltd

970,609‌

44,144

e

Papa

John's

International,

Inc

3,959,275‌

88,124

*

Perdoceo

Education

Corp

1,319,216‌

37,759

*

Portillo's,

Inc

851,843‌

61,522

*

PowerSchool

Holdings,

Inc

1,385,475‌

11,650

RCI

Hospitality

Holdings,

Inc

1,057,704‌

68,582

Red

Rock

Resorts,

Inc

3,086,876‌

129,291

*,e

Rover

Group,

Inc

528,800‌

77,822

*

Rush

Street

Interactive,

Inc

333,856‌

45,777

Ruth's

Hospitality

Group

Inc

792,400‌

127,765

*

Scientific

Games

Corp

(Class

A)

8,336,666‌

53,833

*

SeaWorld

Entertainment,

Inc

3,358,641‌

50,794

*

Shake

Shack,

Inc

2,889,163‌

158,564

*

Sonder

Holdings,

Inc

212,476‌

Portfolio

of

investments

(unaudited)

Small-Cap

Blend

Index

Fund

January

31,

2023

185

continued

SHARES

COMPANY

REFERENCERATE

&

SPREAD

VALUE

CONSUMER

SERVICES—continued

30,709

Strategic

Education,

Inc

$

2,866,685‌

54,914

*

Stride,

Inc

2,357,458‌

119,122

*,e

Sweetgreen,

Inc

1,235,295‌

40,018

*

Target

Hospitality

Corp

614,476‌

90,629

Texas

Roadhouse,

Inc

(Class

A)

9,101,870‌

100,591

*

Udemy,

Inc

1,261,411‌

45,282

*

Universal

Technical

Institute,

Inc

343,238‌

157,350

*

Vacasa,

Inc

275,363‌

128,598

*

Vivint

Smart

Home,

Inc

1,540,604‌

40,532

Wingstop,

Inc

6,423,106‌

74,748

*,e

WW

International

Inc

371,498‌

22,929

*

Xponential

Fitness,

Inc

630,089‌

TOTAL

CONSUMER

SERVICES

120,940,229‌

DIVERSIFIED

FINANCIALS

-

3

.9

%

22,080

AFC

Gamma,

Inc

346,656‌

21,109

Alerus

Financial

Corp

434,423‌

23,455

A-Mark

Precious

Metals,

Inc

903,017‌

18,385

Angel

Oak

Mortgage,

Inc

145,425‌

187,654

Apollo

Commercial

Real

Estate

Finance,

Inc

2,283,749‌

223,541

Arbor

Realty

Trust,

Inc

3,337,467‌

68,600

Ares

Commercial

Real

Estate

Corp

842,408‌

179,235

ARMOUR

Residential

REIT,

Inc

1,125,596‌

80,371

Artisan

Partners

Asset

Management,

Inc

2,959,260‌

29,861

*

Assetmark

Financial

Holdings,

Inc

792,511‌

3,259

Associated

Capital

Group,

Inc

124,005‌

6,149

*

Atlanticus

Holdings

Corp

199,843‌

28,303

e

B.

Riley

Financial,

Inc

1,209,387‌

77,357

*,e

Bakkt

Holdings,

Inc

121,450‌

37,135

Banco

Latinoamericano

de

Exportaciones

S.A.

(Class

E)

639,836‌

426,401

BGC

Partners,

Inc

(Class

A)

1,854,844‌

230,840

Blackstone

Mortgage

Trust,

Inc

5,503,226‌

63,404

*

Blucora,

Inc

1,847,593‌

45,183

Brightsphere

Investment

Group,

Inc

1,059,541‌

120,171

BrightSpire

Capital,

Inc

915,703‌

181,244

Broadmark

Realty

Capital,

Inc

793,849‌

93,899

*

Cannae

Holdings,

Inc

2,294,892‌

7,901

Chicago

Atlantic

Real

Estate

Finance,

Inc

122,070‌

315,405

Chimera

Investment

Corp

2,299,302‌

124,127

Claros

Mortgage

Trust,

Inc

2,077,886‌

33,937

Cohen

&

Steers,

Inc

2,493,351‌

84,454

e

Compass

Diversified

Trust

1,885,013‌

13,986

*,e

Consumer

Portfolio

Services,

Inc

140,559‌

35,267

Cowen

Group,

Inc

1,371,181‌

30,645

e

Curo

Group

Holdings

Corp

123,806‌

3,880

Diamond

Hill

Investment

Group,

Inc

731,108‌

34,210

*

Donnelley

Financial

Solutions,

Inc

1,560,318‌

62,177

Dynex

Capital,

Inc

895,971‌

81,107

Ellington

Financial

Inc

1,113,599‌

31,275

*

Encore

Capital

Group,

Inc

1,742,643‌

41,564

*

Enova

International,

Inc

1,897,397‌

69,695

*

Ezcorp,

Inc

(Class

A)

634,921‌

115,307

Federated

Investors,

Inc

(Class

B)

4,531,565‌

50,902

FirstCash

Holdings,

Inc

4,692,146‌

78,389

*

Focus

Financial

Partners,

Inc

3,539,263‌

111,436

Franklin

BSP

Realty

Trust,

Inc

1,615,822‌

55,324

GCM

Grosvenor,

Inc

495,703‌

75,993

Granite

Point

Mortgage

Trust,

Inc

507,633‌

65,602

*

Green

Dot

Corp

1,186,084‌

48,147

Hamilton

Lane,

Inc

3,748,725‌

117,896

Hannon

Armstrong

Sustainable

Infrastructure

Capital,

Inc

4,351,541‌

Portfolio

of

investments

(unaudited)

Small-Cap

Blend

Index

Fund

January

31,

2023

186

continued

SHARES

COMPANY

REFERENCERATE

&

SPREAD

VALUE

DIVERSIFIED

FINANCIALS—continued

67,591

Houlihan

Lokey,

Inc

$

6,696,240‌

45,911

Invesco

Mortgage

Capital,

Inc

674,433‌

101,175

Jackson

Financial,

Inc

4,455,747‌

75,821

KKR

Real

Estate

Finance

Trust,

Inc

1,207,829‌

153,524

Ladder

Capital

Corp

1,719,469‌

135,800

*

LendingClub

Corp

1,315,902‌

15,171

*

LendingTree,

Inc

601,682‌

24,078

*

MarketWise,

Inc

53,453‌

138,737

MFA

Financial,

Inc

1,649,583‌

86,457

Moelis

&

Co

4,041,865‌

160,796

*,e

Moneylion,

Inc

126,563‌

144,107

Navient

Corp

2,733,710‌

19,644

Nelnet,

Inc

(Class

A)

1,875,806‌

35,768

*

NerdWallet,

Inc

418,128‌

501,115

New

York

Mortgage

Trust,

Inc

1,563,479‌

10,916

Nexpoint

Real

Estate

Finance,

Inc

207,950‌

147,300

*

Open

Lending

Corp

1,291,821‌

29,778

*

Oportun

Financial

Corp

208,744‌

10,150

Oppenheimer

Holdings,

Inc

483,242‌

19,207

*

OppFi,

Inc

44,176‌

49,785

Orchid

Island

Capital,

Inc

606,879‌

122,252

PennyMac

Mortgage

Investment

Trust

1,864,343‌

50,178

Perella

Weinberg

Partners

514,325‌

23,400

Piper

Jaffray

Cos

3,325,140‌

32,286

PJT

Partners,

Inc

2,583,849‌

53,050

*

PRA

Group,

Inc

2,134,732‌

65,127

*

PROG

Holdings,

Inc

1,451,681‌

96,680

Ready

Capital

Corp

1,279,076‌

159,691

Redwood

Trust,

Inc

1,335,017‌

9,341

Regional

Management

Corp

322,171‌

37,492

Sculptor

Capital

Management,

Inc

348,301‌

13,835

Silvercrest

Asset

Management

Group,

Inc

261,482‌

73,492

StepStone

Group,

Inc

2,145,231‌

23,073

*

StoneX

Group,

Inc

2,027,655‌

34,026

*,e

Sunlight

Financial

Holdings,

Inc

43,894‌

4,871

*,e

SWK

Holdings

Corp

91,867‌

87,361

TPG

RE

Finance

Trust,

Inc

760,914‌

117,013

Two

Harbors

Investment

Corp

2,099,213‌

1,276

e

Value

Line,

Inc

65,982‌

23,179

Victory

Capital

Holdings,

Inc

687,026‌

9,512

Virtus

Investment

Partners,

Inc

2,043,939‌

184,169

WisdomTree

Investments,

Inc

1,060,813‌

4,795

*,e

World

Acceptance

Corp

458,977‌

TOTAL

DIVERSIFIED

FINANCIALS

132,374,617‌

ENERGY

-

6

.5

%

40,518

*,e

Aemetis,

Inc

189,219‌

103,235

*

Alto

Ingredients,

Inc

349,967‌

22,378

e

Altus

Midstream

Co

700,208‌

49,857

*

Amplify

Energy

Corp

431,762‌

20,103

Arch

Resources,

Inc

2,975,646‌

177,817

Archrock,

Inc

1,762,166‌

55,514

*

Ardmore

Shipping

Corp

813,280‌

1,132

*

Battalion

Oil

Corp

11,682‌

106,676

Berry

Petroleum

Co

LLC

981,419‌

100,553

Bonanza

Creek

Energy,

Inc

6,691,802‌

273,013

*,e

Borr

Drilling

Ltd

1,624,427‌

30,698

*

Bristow

Group,

Inc

937,517‌

79,560

Cactus,

Inc

4,304,992‌

100,113

California

Resources

Corp

4,277,829‌

66,208

*

Callon

Petroleum

Co

2,817,150‌

Portfolio

of

investments

(unaudited)

Small-Cap

Blend

Index

Fund

January

31,

2023

187

continued

SHARES

COMPANY

REFERENCERATE

&

SPREAD

VALUE

ENERGY—continued

14,358

*,e

Centrus

Energy

Corp

$

589,396‌

270,753

ChampionX

Corp

8,940,264‌

220,978

*

Clean

Energy

Fuels

Corp

1,250,736‌

241,360

*

CNX

Resources

Corp

4,037,953‌

125,751

Comstock

Resources

Inc

1,527,875‌

46,456

CONSOL

Energy,

Inc

2,686,551‌

53,160

e

Crescent

Energy,

Inc

641,110‌

40,143

CVR

Energy,

Inc

1,332,748‌

95,208

Delek

US

Holdings,

Inc

2,547,766‌

67,616

*

Denbury,

Inc

5,867,717‌

189,160

DHT

Holdings,

Inc

1,621,101‌

139,657

*

Diamond

Offshore

Drilling,

Inc

1,600,469‌

26,507

*

DMC

Global,

Inc

602,769‌

42,742

Dorian

LPG

Ltd

848,429‌

45,388

*

Dril-Quip,

Inc

1,393,865‌

60,236

*

Earthstone

Energy,

Inc

837,280‌

14,101

*,e

Empire

Petroleum

Corp

185,992‌

210,681

*,e

Energy

Fuels,

Inc

1,552,719‌

552,186

Equitrans

Midstream

Corp

4,003,349‌

25,892

Excelerate

Energy,

Inc

603,284‌

37,870

FLEX

LNG

Ltd

1,177,757‌

102,402

*

Frank's

International

NV

1,934,374‌

168,862

e

Frontline

plc

2,335,361‌

274,978

*,e

Gevo,

Inc

582,953‌

136,623

*

Golar

LNG

Ltd

3,202,443‌

72,808

*

Green

Plains

Inc

2,531,534‌

14,672

*

Gulfport

Energy

Operating

Corp

999,897‌

199,856

*

Helix

Energy

Solutions

Group,

Inc

1,584,858‌

139,034

Helmerich

&

Payne,

Inc

6,734,807‌

8,121

e

HighPeak

Energy,

Inc

227,063‌

66,133

International

Seaways,

Inc

2,568,606‌

608,300

*

Kosmos

Energy

Ltd

4,811,653‌

21,898

*

Laredo

Petroleum,

Inc

1,232,419‌

188,289

Liberty

Oilfield

Services,

Inc

2,980,615‌

235,676

Magnolia

Oil

&

Gas

Corp

5,564,310‌

152,226

Matador

Resources

Co

10,071,272‌

199,313

Murphy

Oil

Corp

8,692,040‌

12,281

*

Nabors

Industries

Ltd

2,180,369‌

5,622

Nacco

Industries,

Inc

(Class

A)

219,089‌

55,176

*

National

Energy

Services

Reunited

Corp

417,131‌

110,971

*

Newpark

Resources,

Inc

503,808‌

43,149

*,e

NextDecade

Corp

258,463‌

234,377

*

NexTier

Oilfield

Solutions,

Inc

2,207,831‌

114,070

*

Noble

Corp

plc

4,641,508‌

268,782

Nordic

American

Tankers

Ltd

817,097‌

89,348

Northern

Oil

and

Gas,

Inc

2,994,945‌

56,439

Oasis

Petroleum,

Inc

8,089,402‌

135,378

*

Oceaneering

International,

Inc

2,890,320‌

85,619

*

Oil

States

International,

Inc

732,899‌

65,829

*

Par

Pacific

Holdings,

Inc

1,759,609‌

290,488

Patterson-UTI

Energy,

Inc

4,880,198‌

132,853

PBF

Energy,

Inc

5,578,497‌

159,356

*

Peabody

Energy

Corp

4,444,439‌

26,026

Penn

Virginia

Corp

1,093,092‌

284,071

Permian

Resources

Corp

3,087,852‌

31,670

*

ProFrac

Holding

Corp

712,575‌

121,961

*

ProPetro

Holding

Corp

1,213,512‌

22,614

*

Rex

American

Resources

Corp

739,930‌

13,005

Riley

Exploration

Permian,

Inc

431,636‌

120,703

*,e

Ring

Energy,

Inc

284,859‌

103,616

RPC,

Inc

1,027,871‌

Portfolio

of

investments

(unaudited)

Small-Cap

Blend

Index

Fund

January

31,

2023

188

continued

SHARES

COMPANY

REFERENCERATE

&

SPREAD

VALUE

ENERGY—continued

44,290

*

SandRidge

Energy,

Inc

$

700,225‌

63,707

Scorpio

Tankers,

Inc

3,049,654‌

96,872

Select

Energy

Services,

Inc

850,536‌

151,745

SFL

Corp

Ltd

1,544,764‌

16,357

*,e

SilverBow

Resources,

Inc

429,698‌

95,651

Sitio

Royalties

Corp

2,541,447‌

163,799

SM

Energy

Co

5,384,073‌

46,387

Solaris

Oilfield

Infrastructure,

Inc

491,238‌

89,781

*

Talos

Energy,

Inc

1,778,562‌

93,200

*

Teekay

Corp

452,952‌

31,910

*

Teekay

Tankers

Ltd

979,318‌

683,771

*,e

Tellurian,

Inc

1,360,704‌

161,321

*

Tetra

Technologies,

Inc

638,831‌

63,067

*

Tidewater,

Inc

2,737,108‌

477,556

*,e

Uranium

Energy

Corp

1,924,551‌

294,910

*,e

Ur-Energy,

Inc

386,332‌

100,412

*

US

Silica

Holdings,

Inc

1,229,043‌

145,837

e

Vaalco

Energy,

Inc

678,142‌

82,403

*

Valaris

Ltd

5,985,754‌

67,522

*,e

Vertex

Energy,

Inc

491,560‌

125,971

*

W&T

Offshore,

Inc

783,540‌

95,651

*

Weatherford

International

Ltd

5,440,629‌

82,870

World

Fuel

Services

Corp

2,345,221‌

TOTAL

ENERGY

222,183,215‌

FOOD

&

STAPLES

RETAILING

-

0

.6

%

43,320

Andersons,

Inc

1,593,310‌

45,830

*

Chefs'

Warehouse

Holdings,

Inc

1,752,081‌

40,985

*,e

HF

Foods

Group

Inc

190,990‌

19,434

Ingles

Markets,

Inc

(Class

A)

1,846,230‌

12,852

Natural

Grocers

by

Vitamin

C

127,620‌

33,211

Pricesmart,

Inc

2,467,909‌

78,429

*,e

Rite

Aid

Corp

286,266‌

47,147

SpartanNash

Co

1,493,617‌

143,389

*

Sprouts

Farmers

Market,

Inc

4,581,279‌

78,131

*

United

Natural

Foods,

Inc

3,251,812‌

12,578

Village

Super

Market

(Class

A)

292,564‌

21,990

Weis

Markets,

Inc

1,898,617‌

TOTAL

FOOD

&

STAPLES

RETAILING

19,782,295‌

FOOD,

BEVERAGE

&

TOBACCO

-

1

.8

%

236,406

*,e

22nd

Century

Group,

Inc

260,047‌

8,749

Alico,

Inc

231,849‌

97,662

B&G

Foods,

Inc

(Class

A)

1,369,221‌

229,870

*,e

Benson

Hill,

Inc

616,052‌

85,855

*,e

Beyond

Meat,

Inc

1,410,598‌

35,958

*,e

BRC,

Inc

237,323‌

22,401

Calavo

Growers,

Inc

717,952‌

51,370

Cal-Maine

Foods,

Inc

2,939,391‌

75,163

*

Celsius

Holdings,

Inc

7,540,352‌

6,342

Coca-Cola

Consolidated

Inc

3,213,999‌

56,878

*

Duckhorn

Portfolio,

Inc

920,286‌

42,419

Fresh

Del

Monte

Produce,

Inc

1,213,183‌

121,403

*

Hain

Celestial

Group,

Inc

2,491,190‌

180,561

*

Hostess

Brands,

Inc

4,176,376‌

20,539

J&J

Snack

Foods

Corp

2,943,239‌

11,663

John

B.

Sanfilippo

&

Son,

Inc

985,640‌

26,398

Lancaster

Colony

Corp

5,066,040‌

36,466

*

Landec

Corp

226,454‌

88,288

*,e

Local

Bounti

Corp

84,739‌

18,875

MGP

Ingredients,

Inc

1,841,068‌

Portfolio

of

investments

(unaudited)

Small-Cap

Blend

Index

Fund

January

31,

2023

189

continued

SHARES

COMPANY

REFERENCERATE

&

SPREAD

VALUE

FOOD,

BEVERAGE

&

TOBACCO—continued

53,901

*

Mission

Produce,

Inc

$

671,606‌

31,357

*

National

Beverage

Corp

1,385,979‌

212,354

Primo

Water

Corp

3,323,340‌

7,543

*

Seneca

Foods

Corp

471,438‌

120,023

*

Simply

Good

Foods

Co

4,356,835‌

52,784

*

Sovos

Brands,

Inc

715,751‌

136,202

*

SunOpta,

Inc

1,112,770‌

63,791

*,e

Tattooed

Chef,

Inc

96,962‌

20,970

Tootsie

Roll

Industries,

Inc

937,988‌

69,386

*

TreeHouse

Foods,

Inc

3,360,364‌

19,381

Turning

Point

Brands,

Inc

449,833‌

32,492

Universal

Corp

1,766,590‌

86,424

Utz

Brands,

Inc

1,439,824‌

191,711

Vector

Group

Ltd

2,482,657‌

45,240

*,e

Vintage

Wine

Estates,

Inc

129,386‌

38,883

*

Vita

Coco

Co,

Inc

527,642‌

38,697

*

Vital

Farms,

Inc

680,293‌

58,516

*

Whole

Earth

Brands,

Inc

221,776‌

TOTAL

FOOD,

BEVERAGE

&

TOBACCO

62,616,033‌

HEALTH

CARE

EQUIPMENT

&

SERVICES

-

6

.9

%

244,169

*

1Life

Healthcare,

Inc

3,904,262‌

87,511

*

Accolade,

Inc

1,021,253‌

95,741

*

AdaptHealth

Corp

2,051,730‌

20,910

*

Addus

HomeCare

Corp

2,248,243‌

38,179

*

Agiliti,

Inc

704,403‌

17,003

e

AirSculpt

Technologies,

Inc

98,957‌

133,108

*

Alignment

Healthcare,

Inc

1,643,884‌

145,997

*

Allscripts

Healthcare

Solutions,

Inc

2,614,806‌

97,239

*

Alphatec

Holdings

Inc

1,266,052‌

300,821

*

American

Well

Corp

1,194,259‌

58,583

*

AMN

Healthcare

Services,

Inc

5,614,595‌

51,827

*

Angiodynamics,

Inc

674,788‌

52,033

*,e

Apollo

Medical

Holdings,

Inc

1,854,456‌

185,735

*,e

ATI

Physical

Therapy,

Inc

81,723‌

61,740

*

AtriCure,

Inc

2,672,107‌

1,902

Atrion

Corp

1,307,245‌

63,026

*

Avanos

Medical,

Inc

1,931,117‌

60,420

*

Aveanna

Healthcare

Holdings,

Inc

73,712‌

54,514

*

AxoGen,

Inc

516,248‌

66,348

*

Axonics

Modulation

Technologies,

Inc

4,073,767‌

47,095

*

BioLife

Solutions

Inc

1,103,907‌

254,111

*

Brookdale

Senior

Living,

Inc

731,840‌

172,091

*,e

Butterfly

Network,

Inc

473,250‌

160,902

*,e

Cano

Health,

Inc

222,045‌

52,119

*

Cardiovascular

Systems,

Inc

726,539‌

75,648

*,e

CareMax,

Inc

354,789‌

33,263

*

Castle

Biosciences,

Inc

900,762‌

237,114

*

Cerus

Corp

744,538‌

527,952

*,e

Clover

Health

Investments

Corp

702,176‌

165,000

*

Community

Health

Systems,

Inc

861,300‌

18,280

*

Computer

Programs

&

Systems,

Inc

537,066‌

39,439

Conmed

Corp

3,776,679‌

12,049

*

Corvel

Corp

2,146,650‌

48,883

*

Cross

Country

Healthcare,

Inc

1,356,503‌

54,426

*

CryoLife,

Inc

709,715‌

150,283

*

Cue

Health,

Inc

393,741‌

22,042

*

Cutera,

Inc

767,723‌

112,316

*

DocGo,

Inc

1,123,160‌

78,126

Embecta

Corp

2,061,745‌

72,817

Ensign

Group,

Inc

6,790,185‌

Portfolio

of

investments

(unaudited)

Small-Cap

Blend

Index

Fund

January

31,

2023

190

continued

SHARES

COMPANY

REFERENCERATE

&

SPREAD

VALUE

HEALTH

CARE

EQUIPMENT

&

SERVICES—continued

111,548

*

Evolent

Health,

Inc

$

3,594,077‌

167,394

*

Figs,

Inc

1,498,176‌

29,195

*

Fulgent

Genetics,

Inc

986,207‌

61,638

*

Glaukos

Corp

3,023,344‌

68,941

*

Haemonetics

Corp

5,832,409‌

77,062

*

Health

Catalyst,

Inc

1,071,162‌

112,652

*

HealthEquity,

Inc

6,854,874‌

33,568

*

HealthStream,

Inc

811,674‌

13,709

*

Heska

Corp

1,226,133‌

164,376

*,e

Hims

&

Hers

Health,

Inc

1,361,033‌

65,163

*

Inari

Medical,

Inc

3,717,549‌

21,483

*

Innovage

Holding

Corp

160,908‌

32,057

*

Inogen,

Inc

747,890‌

38,141

*

Inspire

Medical

Systems,

Inc

9,651,961‌

44,752

*

Integer

Holding

Corp

2,945,129‌

329,226

*,e

Invitae

Corp

776,973‌

9,882

iRadimed

Corp

369,587‌

40,831

*

iRhythm

Technologies,

Inc

4,013,687‌

20,600

*

Joint

Corp

374,302‌

92,568

*

Lantheus

Holdings,

Inc

5,322,660‌

26,168

LeMaitre

Vascular,

Inc

1,234,606‌

40,372

*

LHC

Group,

Inc

6,402,999‌

92,128

*

LifeStance

Health

Group,

Inc

486,436‌

72,720

*

LivaNova

plc

4,086,864‌

111,471

*

MEDNAX,

Inc

1,711,080‌

57,287

*

Meridian

Bioscience,

Inc

1,947,758‌

75,869

*

Merit

Medical

Systems,

Inc

5,413,253‌

7,010

Mesa

Laboratories,

Inc

1,363,725‌

17,595

*

ModivCare,

Inc

1,887,240‌

509,237

*,e

Multiplan

Corp

672,193‌

63,975

*,e

Nano-X

Imaging

Ltd

589,849‌

16,741

National

Healthcare

Corp

996,759‌

18,823

National

Research

Corp

873,764‌

294,019

*

Neogen

Corp

6,294,947‌

47,225

*

Nevro

Corp

1,734,102‌

76,647

*

NextGen

Healthcare,

Inc

1,457,826‌

340,229

*

Nutex

Health,

Inc

455,907‌

70,997

*

NuVasive,

Inc

3,237,463‌

59,722

*

Omnicell,

Inc

3,312,779‌

48,496

*

Oncology

Institute,

Inc

71,774‌

569,860

*,e

Opko

Health,

Inc

735,119‌

21,914

*

OptimizeRx

Corp

393,356‌

211,455

*

Option

Care

Health,

Inc

6,104,706‌

99,167

*

OraSure

Technologies,

Inc

553,352‌

47,704

*

Orthofix

Medical

Inc

1,031,838‌

20,885

*

OrthoPediatrics

Corp

984,310‌

65,683

*

Outset

Medical,

Inc

1,847,006‌

100,505

*

Owens

&

Minor,

Inc

1,983,969‌

15,949

*,e

Owlet,

Inc

6,517‌

35,677

*,e

P3

Health

Partners,

Inc

46,023‌

61,194

*,e

Paragon

28,

Inc

1,031,119‌

117,873

Patterson

Cos,

Inc

3,558,586‌

96,231

*

Pear

Therapeutics,

Inc

104,892‌

33,492

*

Pennant

Group,

Inc

433,386‌

38,312

*

PetIQ,

Inc

453,614‌

67,254

*

Phreesia,

Inc

2,521,352‌

62,228

*

Privia

Health

Group,

Inc

1,682,645‌

35,111

*

PROCEPT

BioRobotics

Corp

1,365,467‌

137,717

*,†

Progenics

Pharmaceuticals,

Inc

0‌

103,104

*

Progyny,

Inc

3,545,747‌

201,668

*

Project

Roadrunner

Parent,

Inc

2,885,869‌

Portfolio

of

investments

(unaudited)

Small-Cap

Blend

Index

Fund

January

31,

2023

191

continued

SHARES

COMPANY

REFERENCERATE

&

SPREAD

VALUE

HEALTH

CARE

EQUIPMENT

&

SERVICES—continued

47,757

*

Pulmonx

Corp

$

424,560‌

67,310

*

RadNet,

Inc

1,416,876‌

27,302

*

RxSight,

Inc

382,228‌

73,054

*

Schrodinger,

Inc

1,766,446‌

140,329

Select

Medical

Holdings

Corp

4,079,364‌

181,862

*,e

Sema4

Holdings

Corp

77,255‌

630,030

*,e

Senseonics

Holdings,

Inc

711,934‌

404,354

*,e

Sharecare,

Inc

1,027,059‌

48,177

*

Shockwave

Medical

Inc

9,053,904‌

46,870

*

SI-BONE,

Inc

798,196‌

29,558

*

Sight

Sciences,

Inc

340,213‌

50,803

*

Silk

Road

Medical

Inc

2,761,651‌

20,907

Simulations

Plus,

Inc

860,114‌

64,861

*

Staar

Surgical

Co

4,575,944‌

69,148

*

Surgery

Partners,

Inc

2,295,714‌

19,020

*

SurModics,

Inc

534,652‌

25,353

*

Tactile

Systems

Technology,

Inc

328,828‌

41,062

*

Transmedics

Group,

Inc

2,587,727‌

44,596

*

Treace

Medical

Concepts,

Inc

1,029,722‌

9,065

*

UFP

Technologies,

Inc

1,030,962‌

17,329

US

Physical

Therapy,

Inc

1,718,170‌

4,768

Utah

Medical

Products,

Inc

439,276‌

54,113

*

Varex

Imaging

Corp

1,162,888‌

342,623

*,e

VG

Acquisition

Corp

856,558‌

76,161

*

Vicarious

Surgical,

Inc

206,396‌

200,354

*

ViewRay,

Inc

919,625‌

29,033

*

Zimvie,

Inc

284,814‌

28,246

*,e

Zynex

Inc

399,116‌

TOTAL

HEALTH

CARE

EQUIPMENT

&

SERVICES

233,942,044‌

HOUSEHOLD

&

PERSONAL

PRODUCTS

-

1

.0

%

128,403

*,e

Beauty

Health

Co

1,463,794‌

177,752

*

BellRing

Brands,

Inc

5,041,047‌

13,701

*

Central

Garden

&

Pet

Co

574,620‌

53,970

*

Central

Garden

and

Pet

Co

(Class

A)

2,138,831‌

68,614

Edgewell

Personal

Care

Co

2,940,796‌

66,048

*

elf

Beauty,

Inc

3,801,062‌

90,266

Energizer

Holdings,

Inc

3,348,869‌

130,262

*

Herbalife

Nutrition

Ltd

2,288,703‌

91,613

*

Honest

Co,

Inc

302,323‌

24,487

Inter

Parfums,

Inc

2,894,853‌

14,608

Medifast,

Inc

1,628,062‌

18,571

*

Nature's

Sunshine

Products,

Inc

196,110‌

66,542

Nu

Skin

Enterprises,

Inc

(Class

A)

2,853,321‌

10,434

*

Thorne

HealthTech,

Inc

48,101‌

14,674

*

USANA

Health

Sciences,

Inc

857,548‌

89,783

*,e

Veru,

Inc

517,150‌

18,626

e

WD-40

Co

3,250,982‌

TOTAL

HOUSEHOLD

&

PERSONAL

PRODUCTS

34,146,172‌

INSURANCE

-

2

.1

%

59,995

*

AMBAC

Financial

Group,

Inc

999,517‌

95,809

American

Equity

Investment

Life

Holding

Co

4,565,299‌

26,646

Amerisafe,

Inc

1,467,662‌

42,305

Argo

Group

International

Holdings

Ltd

1,174,387‌

269,623

*,e

Bright

Health

Group,

Inc

239,075‌

82,191

*

BRP

Group,

Inc

2,354,772‌

153,082

Conseco,

Inc

3,943,392‌

23,966

Crawford

&

Co

155,060‌

21,294

Donegal

Group,

Inc

(Class

A)

323,243‌

34,162

*

eHealth,

Inc

283,545‌

Portfolio

of

investments

(unaudited)

Small-Cap

Blend

Index

Fund

January

31,

2023

192

continued

SHARES

COMPANY

REFERENCERATE

&

SPREAD

VALUE

INSURANCE—continued

37,477

Employers

Holdings,

Inc

$

1,644,116‌

15,197

*

Enstar

Group

Ltd

3,682,233‌

669,481

*

Genworth

Financial,

Inc

(Class

A)

3,695,535‌

25,918

*

Goosehead

Insurance,

Inc

1,012,098‌

36,612

*

Greenlight

Capital

Re

Ltd

(Class

A)

360,628‌

9,033

e

HCI

Group,

Inc

453,547‌

22,228

*,e

Hippo

Holdings,

Inc

372,986‌

54,712

Horace

Mann

Educators

Corp

1,948,294‌

1,606

Investors

Title

Co

260,172‌

48,376

James

River

Group

Holdings

Ltd

1,096,200‌

29,286

Kinsale

Capital

Group,

Inc

8,154,394‌

64,486

*,e

Lemonade,

Inc

1,049,832‌

65,919

*

MBIA,

Inc

857,606‌

36,239

Mercury

General

Corp

1,294,819‌

2,911

National

Western

Life

Group,

Inc

805,765‌

11,769

*

NI

Holdings,

Inc

155,939‌

165,092

*

Oscar

Health,

Inc

633,953‌

32,269

*

Palomar

Holdings,

Inc

1,649,269‌

73,221

ProAssurance

Corp

1,419,755‌

52,743

RLI

Corp

6,985,810‌

10,785

*,e

Root,

Inc

63,416‌

18,816

Safety

Insurance

Group,

Inc

1,587,882‌

80,816

Selective

Insurance

Group,

Inc

7,677,520‌

187,708

*

Selectquote,

Inc

161,842‌

126,833

*

SiriusPoint

Ltd

962,662‌

36,378

Stewart

Information

Services

Corp

1,737,777‌

32,068

Tiptree

Inc

481,341‌

27,625

*

Trean

Insurance

Group,

Inc

168,236‌

52,785

*

Trupanion,

Inc

3,115,371‌

29,828

United

Fire

Group

Inc

939,284‌

36,061

Universal

Insurance

Holdings,

Inc

459,417‌

TOTAL

INSURANCE

70,393,651‌

MATERIALS

-

4

.4

%

52,114

*,e

5E

Advanced

Materials,

Inc

513,323‌

35,671

AdvanSix,

Inc

1,542,414‌

168,274

*

Allegheny

Technologies,

Inc

6,123,491‌

20,635

Alpha

Metallurgical

Resources,

Inc

3,320,791‌

38,046

American

Vanguard

Corp

859,459‌

275,614

*,e

Amyris,

Inc

438,226‌

137,395

*

Arconic

Corp

3,230,156‌

42,925

*

Aspen

Aerogels,

Inc

450,713‌

122,487

Avient

Corp

4,963,173‌

43,368

Balchem

Corp

5,665,162‌

75,304

Cabot

Corp

5,672,650‌

64,763

Carpenter

Technology

Corp

3,127,405‌

73,534

*

Century

Aluminum

Co

826,522‌

10,628

Chase

Corp

1,003,071‌

21,636

*

Clearwater

Paper

Corp

835,366‌

386,518

*

Coeur

Mining,

Inc

1,503,555‌

157,875

Commercial

Metals

Co

8,567,876‌

46,350

Compass

Minerals

International,

Inc

2,162,691‌

172,958

*

Constellium

SE

2,513,080‌

71,181

*,e

Dakota

Gold

Corp

249,845‌

126,852

*,e

Danimer

Scientific,

Inc

289,223‌

109,249

*

Diversey

Holdings

Ltd

663,141‌

35,238

FutureFuel

Corp

326,656‌

66,290

Glatfelter

Corp

290,350‌

33,621

Greif,

Inc

(Class

A)

2,401,548‌

7,377

Greif,

Inc

(Class

B)

607,865‌

72,056

H.B.

Fuller

Co

4,979,070‌

Portfolio

of

investments

(unaudited)

Small-Cap

Blend

Index

Fund

January

31,

2023

193

continued

SHARES

COMPANY

REFERENCERATE

&

SPREAD

VALUE

MATERIALS—continued

26,964

Hawkins,

Inc

$

1,051,596‌

17,167

Haynes

International,

Inc

956,030‌

754,774

Hecla

Mining

Co

4,656,956‌

211,507

*

Hycroft

Mining

Holding

Corp

126,672‌

50,764

*

Ingevity

Corp

4,184,984‌

33,261

Innospec,

Inc

3,759,158‌

15,133

*

Intrepid

Potash,

Inc

495,303‌

19,508

*,e

Ivanhoe

Electric,

Inc

258,481‌

20,890

Kaiser

Aluminum

Corp

1,828,293‌

27,522

Koppers

Holdings,

Inc

952,536‌

30,976

Kronos

Worldwide,

Inc

360,870‌

220,395

*

Livent

Corp

5,712,638‌

100,149

*

LSB

Industries,

Inc

1,272,894‌

27,174

Materion

Corp

2,452,454‌

43,548

Minerals

Technologies,

Inc

3,024,409‌

49,797

Myers

Industries,

Inc

1,199,112‌

326,166

*

Novagold

Resources

Inc

2,058,107‌

210,613

*

O-I

Glass,

Inc

4,054,300‌

13,023

Olympic

Steel,

Inc

576,138‌

136,132

*,e

Origin

Materials,

Inc

823,599‌

81,765

Orion

Engineered

Carbons

SA

1,718,700‌

58,278

Pactiv

Evergreen,

Inc

670,780‌

159,335

*

Perimeter

Solutions

S.A.

1,481,816‌

23,491

*

Piedmont

Lithium,

Inc

1,612,422‌

45,204

*

PolyMet

Mining

Corp

118,434‌

97,231

*

PQ

Group

Holdings,

Inc

1,019,953‌

139,770

*,e

PureCycle

Technologies,

Inc

1,171,273‌

18,327

Quaker

Chemical

Corp

3,608,037‌

31,252

Ramaco

Resources,

Inc

325,958‌

59,396

*

Ranpak

Holdings

Corp

454,973‌

83,699

*

Rayonier

Advanced

Materials,

Inc

580,034‌

60,339

*

Resolute

Forest

Products

1,309,960‌

26,792

Ryerson

Holding

Corp

1,022,651‌

34,222

Schnitzer

Steel

Industries,

Inc

(Class

A)

1,158,072‌

73,697

Schweitzer-Mauduit

International,

Inc

2,031,089‌

56,727

Sensient

Technologies

Corp

4,293,667‌

28,624

Stepan

Co

3,144,060‌

160,790

*

Summit

Materials,

Inc

5,283,559‌

116,349

SunCoke

Energy,

Inc

1,059,939‌

48,230

Sylvamo

Corp

2,292,372‌

58,512

*

TimkenSteel

Corp

1,150,931‌

35,279

Tredegar

Corp

427,934‌

56,113

Trimas

Corp

1,727,719‌

49,110

Trinseo

plc

1,362,803‌

158,452

Tronox

Holdings

plc

2,717,452‌

2,821

United

States

Lime

&

Minerals,

Inc

428,228‌

3,773

Valhi,

Inc

97,457‌

69,800

Warrior

Met

Coal,

Inc

2,644,024‌

41,616

Worthington

Industries,

Inc

2,366,702‌

TOTAL

MATERIALS

150,212,351‌

MEDIA

&

ENTERTAINMENT

-

1

.8

%

50,595

*

AdTheorent

Holding

Co,

Inc

88,035‌

119,692

*

Advantage

Solutions,

Inc

310,002‌

42,251

*

AMC

Networks,

Inc

782,066‌

15,863

*

Arena

Group

Holdings,

Inc

141,815‌

30,157

*

Boston

Omaha

Corp

797,653‌

116,754

*

Bumble,

Inc

3,006,416‌

43,573

*

Cardlytics,

Inc

326,798‌

137,528

*

Cargurus,

Inc

2,427,369‌

89,483

*

Cars.com,

Inc

1,530,159‌

Portfolio

of

investments

(unaudited)

Small-Cap

Blend

Index

Fund

January

31,

2023

194

continued

SHARES

COMPANY

REFERENCERATE

&

SPREAD

VALUE

MEDIA

&

ENTERTAINMENT—continued

147,784

*

Cinemark

Holdings,

Inc

$

1,764,541‌

514,235

*

Clear

Channel

982,189‌

20,146

*

Cumulus

Media

Inc

134,978‌

1,684

*

Daily

Journal

Corp

515,304‌

59,741

*

DHI

Group,

Inc

354,862‌

148,074

*

Entercom

Communications

Corp

47,561‌

83,468

Entravision

Communications

Corp

(Class

A)

542,542‌

107,546

*

Eventbrite

Inc

956,084‌

27,255

*

EverQuote

Inc

425,178‌

77,470

*

EW

Scripps

Co

(Class

A)

1,158,177‌

249,377

*,e

fuboTV,

Inc

640,899‌

12,214

*

Gambling.com

Group

Ltd

116,888‌

201,540

*

Gannett

Co,

Inc

455,480‌

111,923

Gray

Television,

Inc

1,450,522‌

163,465

*

iHeartMedia,

Inc

1,266,854‌

65,978

*

Imax

Corp

1,121,626‌

106,772

*,e

Innovid

Corp

240,237‌

53,517

*

Integral

Ad

Science

Holding

Corp

550,155‌

57,467

John

Wiley

&

Sons,

Inc

(Class

A)

2,631,989‌

43,620

*

Leafly

Holdings,

Inc

27,908‌

12,252

*,e

Liberty

Braves

Group

(Class

A)

430,413‌

50,947

*

Liberty

Braves

Group

(Class

C)

1,766,842‌

78,321

*

Lions

Gate

Entertainment

Corp

(Class

A)

624,218‌

161,409

*

Lions

Gate

Entertainment

Corp

(Class

B)

1,229,937‌

36,074

*

Madison

Square

Garden

Entertainment

Corp

1,886,309‌

179,136

*

Magnite,

Inc

2,163,963‌

33,377

e

Marcus

Corp

505,328‌

32,430

*

MediaAlpha,

Inc

452,399‌

55,980

*

Outbrain,

Inc

275,422‌

110,418

*

Playstudios,

Inc

510,131‌

59,270

*

PubMatic,

Inc

908,609‌

70,786

*

QuinStreet,

Inc

1,085,149‌

28,672

*

Reservoir

Media,

Inc

201,851‌

39,596

Scholastic

Corp

1,751,727‌

55,927

Sinclair

Broadcast

Group,

Inc

(Class

A)

1,153,774‌

426,892

*,e

Skillz,

Inc

341,257‌

101,520

*

Stagwell,

Inc

712,670‌

37,295

*

TechTarget,

Inc

1,847,221‌

300,482

TEGNA,

Inc

5,988,606‌

35,466

*

Thryv

Holdings,

Inc

793,374‌

129,623

*

TrueCar,

Inc

404,424‌

11,707

*

Urban

One,

Inc

82,066‌

5,740

*

Urban

One,

Inc

28,585‌

203,242

*

Vimeo,

Inc

922,719‌

18,067

*

Wejo

Group

Ltd

15,899‌

74,392

*

WideOpenWest,

Inc

854,764‌

91,306

*

Yelp,

Inc

2,877,052‌

61,726

*

Ziff

Davis

Inc

5,523,242‌

98,690

*

ZipRecruiter,

Inc

1,938,272‌

TOTAL

MEDIA

&

ENTERTAINMENT

62,070,510‌

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES

-

9

.6

%

52,182

*

2seventy

bio,

Inc

709,675‌

40,664

*

4D

Molecular

Therapeutics,

Inc

855,977‌

20,225

*

Aadi

Bioscience,

Inc

255,239‌

278,049

*,e

AbCellera

Biologics,

Inc

2,927,856‌

54,540

*,e

Absci

Corp

171,256‌

162,152

*

Acadia

Pharmaceuticals,

Inc

3,085,753‌

87,055

*

Aclaris

Therapeutics,

Inc

1,471,229‌

58,945

*

Adagio

Therapeutics,

Inc

134,395‌

155,802

*

Adaptive

Biotechnologies

Corp

1,444,285‌

Portfolio

of

investments

(unaudited)

Small-Cap

Blend

Index

Fund

January

31,

2023

195

continued

SHARES

COMPANY

REFERENCERATE

&

SPREAD

VALUE

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES—continued

39,462

*

Adicet

Bio,

Inc

$

361,077‌

258,983

*

ADMA

Biologics,

Inc

955,647‌

12,452

*,e

Aerovate

Therapeutics,

Inc

284,528‌

198,273

*

Affimed

NV

255,772‌

412,657

*

Agenus,

Inc

1,077,035‌

72,906

*

Agios

Pharmaceuticals,

Inc

2,149,269‌

47,217

*

Akero

Therapeutics,

Inc

2,337,241‌

21,951

*

Akoya

Biosciences,

Inc

246,949‌

23,945

*

Albireo

Pharma,

Inc

1,069,384‌

86,500

*

Alector,

Inc

762,930‌

221,491

*

Alkermes

plc

6,343,502‌

108,997

*

Allogene

Therapeutics,

Inc

841,457‌

43,763

*,e

Allovir,

Inc

252,950‌

9,350

*

Alpha

Teknova,

Inc

55,726‌

31,004

*,e

Alpine

Immune

Sciences,

Inc

260,434‌

30,055

*,e

ALX

Oncology

Holdings,

Inc

279,511‌

373,681

*

Amicus

Therapeutics,

Inc

4,872,800‌

134,975

*

Amneal

Pharmaceuticals,

Inc

296,945‌

53,497

*

Amphastar

Pharmaceuticals,

Inc

1,618,819‌

68,242

*

Amylyx

Pharmaceuticals,

Inc

2,674,404‌

15,065

*

AN2

Therapeutics,

Inc

183,190‌

28,321

*

AnaptysBio,

Inc

704,910‌

91,173

*,e

Anavex

Life

Sciences

Corp

991,051‌

17,618

*

ANI

Pharmaceuticals,

Inc

788,053‌

20,311

*

Anika

Therapeutics,

Inc

629,844‌

126,922

*

Apellis

Pharmaceuticals,

Inc

6,692,597‌

150,622

*,e

Arbutus

Biopharma

Corp

453,372‌

40,027

*

Arcellx,

Inc

1,337,302‌

32,759

*

Arcturus

Therapeutics

Holdings,

Inc

692,198‌

69,500

*

Arcus

Biosciences,

Inc

1,503,285‌

57,016

*

Arcutis

Biotherapeutics,

Inc

944,755‌

139,276

*

Arrowhead

Pharmaceuticals

Inc

4,873,267‌

66,851

*

Arvinas,

Inc

2,190,707‌

123,720

*

Atara

Biotherapeutics,

Inc

627,260‌

105,147

*

Atea

Pharmaceuticals,

Inc

486,831‌

47,470

*

Athira

Pharma,

Inc

191,779‌

25,495

*

Aura

Biosciences,

Inc

265,403‌

175,933

*

Aurinia

Pharmaceuticals,

Inc

1,592,194‌

84,807

*

Avid

Bioservices,

Inc

1,342,495‌

71,462

*

Avidity

Biosciences,

Inc

1,693,649‌

43,389

*,e

Axsome

Therapeutics,

Inc

3,254,175‌

85,870

*

Beam

Therapeutics,

Inc

3,731,051‌

78,244

*

Berkeley

Lights,

Inc

168,225‌

252,390

*

BioCryst

Pharmaceuticals,

Inc

2,662,715‌

85,677

*

Biohaven

Ltd

1,635,574‌

392,702

*,e

Bionano

Genomics,

Inc

710,791‌

26,789

*,e

Bioxcel

Therapeutics

Inc

764,022‌

112,699

*

Bluebird

Bio,

Inc

715,639‌

80,745

*

Blueprint

Medicines

Corp

3,774,021‌

143,844

*

Bridgebio

Pharma,

Inc

1,334,872‌

56,607

*

C4

Therapeutics,

Inc

440,969‌

59,968

*

Cara

Therapeutics,

Inc

700,426‌

71,907

*

CareDx,

Inc

1,074,291‌

75,876

*

Caribou

Biosciences,

Inc

547,066‌

51,323

*,e

Cassava

Sciences,

Inc

1,437,044‌

130,284

*

Catalyst

Pharmaceuticals,

Inc

2,018,099‌

61,819

*

Celldex

Therapeutics,

Inc

2,723,745‌

95,043

*

Celularity,

Inc

79,846‌

26,194

*

Century

Therapeutics,

Inc

119,707‌

77,505

*

Cerevel

Therapeutics

Holdings,

Inc

2,646,796‌

114,296

*

Chimerix,

Inc

202,304‌

Portfolio

of

investments

(unaudited)

Small-Cap

Blend

Index

Fund

January

31,

2023

196

continued

SHARES

COMPANY

REFERENCERATE

&

SPREAD

VALUE

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES—continued

69,506

*

Chinook

Therapeutics,

Inc

$

1,756,417‌

33,705

*

CinCor

Pharma,

Inc

975,086‌

89,565

*

Codexis,

Inc

550,825‌

83,662

*

Cogent

Biosciences,

Inc

1,259,950‌

100,420

*

Coherus

Biosciences,

Inc

851,562‌

43,961

*

Collegium

Pharmaceutical,

Inc

1,234,425‌

118,506

*

Corcept

Therapeutics,

Inc

2,709,047‌

70,303

*

Crinetics

Pharmaceuticals,

Inc

1,378,642‌

61,495

*

CryoPort,

Inc

1,403,931‌

134,124

*

CTI

BioPharma

Corp

741,706‌

40,484

*

Cullinan

Oncology,

Inc

471,234‌

150,898

*

Cytek

Biosciences,

Inc

1,818,321‌

111,124

*

Cytokinetics,

Inc

4,720,548‌

38,659

*

Day

One

Biopharmaceuticals,

Inc

841,606‌

62,906

*

Deciphera

Pharmaceuticals,

Inc

1,070,031‌

147,288

*

Denali

Therapeutics,

Inc

4,458,408‌

47,309

*,e

Design

Therapeutics,

Inc

371,376‌

47,918

*

DICE

Therapeutics,

Inc

1,522,355‌

162,338

*

Dynavax

Technologies

Corp

1,847,406‌

43,355

*

Dyne

Therapeutics,

Inc

632,983‌

14,382

*

Eagle

Pharmaceuticals,

Inc

488,125‌

51,446

*,e

Edgewise

Therapeutics,

Inc

526,293‌

97,325

*

Editas

Medicine,

Inc

962,544‌

70,201

*

Emergent

Biosolutions,

Inc

925,951‌

26,286

*

Enanta

Pharmaceuticals,

Inc

1,403,147‌

27,646

*,e

Enochian

Biosciences

Inc

33,728‌

264,603

*

EQRx,

Inc

648,277‌

90,817

*

Erasca,

Inc

363,268‌

100,332

*,e

Esperion

Thereapeutics,

Inc

638,112‌

49,373

*

Evolus,

Inc

512,985‌

32,437

*,e

EyePoint

Pharmaceuticals,

Inc

151,156‌

113,106

*

Fate

Therapeutics,

Inc

674,112‌

117,826

*

FibroGen,

Inc

2,780,694‌

28,008

*

Foghorn

Therapeutics,

Inc

240,869‌

59,181

*

Fulcrum

Therapeutics,

Inc

746,272‌

64,840

*

Generation

Bio

Co

382,556‌

495,247

*

Geron

Corp

1,634,315‌

101,597

*

GreenLight

Biosciences

Holdings

PBC

110,741‌

180,183

*

Halozyme

Therapeutics,

Inc

9,328,074‌

35,302

*

Harmony

Biosciences

Holdings,

Inc

1,700,497‌

145,136

*,e

Heron

Therapeutics,

Inc

393,319‌

23,646

*,e

HilleVax,

Inc

404,347‌

80,338

*,e

Humacyte,

Inc

211,289‌

29,647

*

Icosavax,

Inc

312,776‌

60,041

*

Ideaya

Biosciences,

Inc

1,022,498‌

13,418

*,e

IGM

Biosciences,

Inc

304,991‌

111,459

*,e

ImmunityBio,

Inc

423,544‌

288,412

*

Immunogen,

Inc

1,326,695‌

60,211

*

Immunovant,

Inc

1,069,949‌

44,107

*

Inhibrx,

Inc

1,102,675‌

84,663

*

Innoviva,

Inc

1,070,987‌

346,227

*,e

Inovio

Pharmaceuticals,

Inc

574,737‌

183,070

*

Insmed,

Inc

3,941,497‌

115,003

*

Intellia

Therapeutics,

Inc

4,880,727‌

33,587

*

Intercept

Pharmaceuticals,

Inc

613,299‌

123,925

*

Intra-Cellular

Therapies,

Inc

5,938,486‌

208,717

*

Iovance

Biotherapeutics,

Inc

1,661,387‌

186,268

*

Ironwood

Pharmaceuticals,

Inc

2,145,807‌

33,162

*

iTeos

Therapeutics,

Inc

693,086‌

182,143

*

IVERIC

bio,

Inc

4,207,503‌

21,259

*

Janux

Therapeutics,

Inc

472,162‌

Portfolio

of

investments

(unaudited)

Small-Cap

Blend

Index

Fund

January

31,

2023

197

continued

SHARES

COMPANY

REFERENCERATE

&

SPREAD

VALUE

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES—continued

51,612

*

Jounce

Therapeutics,

Inc

$

60,386‌

32,824

*

KalVista

Pharmaceuticals

Inc

261,279‌

40,684

*

Karuna

Therapeutics,

Inc

8,111,983‌

106,245

*

Karyopharm

Therapeutics,

Inc

350,609‌

26,048

*

Keros

Therapeutics,

Inc

1,525,631‌

73,473

*

Kezar

Life

Sciences,

Inc

526,801‌

43,001

*

Kiniksa

Pharmaceuticals

Ltd

621,794‌

40,933

*,e

Kinnate

Biopharma,

Inc

308,225‌

49,058

*

Kodiak

Sciences,

Inc

396,389‌

51,601

*

Kronos

Bio,

Inc

123,842‌

29,192

*

Krystal

Biotech

Inc

2,426,439‌

84,916

*

Kura

Oncology,

Inc

1,173,539‌

51,478

*

Kymera

Therapeutics,

Inc

1,924,248‌

106,290

*

Lexicon

Pharmaceuticals,

Inc

238,090‌

20,219

*

Ligand

Pharmaceuticals,

Inc

(Class

B)

1,409,264‌

66,537

*,e

Liquidia

Corp

439,144‌

232,757

*,e

Lyell

Immunopharma,

Inc

761,115‌

82,092

*

MacroGenics,

Inc

473,671‌

17,160

*

Madrigal

Pharmaceuticals,

Inc

4,946,370‌

337,307

*,e

MannKind

Corp

1,845,069‌

121,346

*

MaxCyte,

Inc

708,661‌

34,329

*

Medpace

Holdings,

Inc

7,589,112‌

38,773

*

MeiraGTx

Holdings

plc

324,142‌

122,354

*

Mersana

Therapeutics,

Inc

805,089‌

147,555

*

MiMedx

Group,

Inc

571,038‌

25,173

*

Mirum

Pharmaceuticals,

Inc

591,062‌

41,302

*,e

Monte

Rosa

Therapeutics,

Inc

305,635‌

35,874

*

Morphic

Holding,

Inc

1,174,156‌

108,616

*

Myriad

Genetics,

Inc

2,141,908‌

65,874

*

NanoString

Technologies,

Inc

696,947‌

66,458

*,e

Nautilus

Biotechnology,

Inc

130,258‌

256,048

*

Nektar

Therapeutics

696,451‌

170,555

*

NeoGenomics,

Inc

2,026,193‌

54,749

*

NGM

Biopharmaceuticals

Inc

286,885‌

45,244

*

Nkarta,

Inc

241,151‌

62,887

*

Nurix

Therapeutics,

Inc

772,881‌

27,265

*

Nuvalent,

Inc

824,766‌

162,547

*,e

Nuvation

Bio,

Inc

399,866‌

277,504

*,e

Ocugen,

Inc

352,430‌

109,895

*

Ocular

Therapeutix,

Inc

429,689‌

7,972

*,†

Omniab,

Inc

0‌

7,972

*,†

Omniab,

Inc

0‌

103,019

*

OmniAb,

Inc

426,499‌

99,130

*

Organogenesis

Holdings

Inc

253,773‌

146,573

*,e

Outlook

Therapeutics,

Inc

168,559‌

307,486

*

Pacific

Biosciences

of

California,

Inc

3,410,020‌

60,979

*

Pacira

BioSciences

Inc

2,394,645‌

39,406

*,e

Pardes

Biosciences,

Inc

81,570‌

20,391

*

PepGen,

Inc

318,507‌

32,352

*,e

Phathom

Pharmaceuticals,

Inc

385,959‌

28,478

Phibro

Animal

Health

Corp

438,561‌

52,216

*

PMV

Pharmaceuticals,

Inc

428,171‌

115,831

*,e

Point

Biopharma

Global,

Inc

926,648‌

58,544

*

Praxis

Precision

Medicines,

Inc

291,549‌

148,497

*,e

Precigen,

Inc

240,565‌

67,238

*

Prestige

Consumer

Healthcare,

Inc.

4,421,571‌

14,128

*

Prime

Medicine,

Inc

248,370‌

47,089

*

Prometheus

Biosciences,

Inc

5,352,136‌

64,744

*

Protagonist

Therapeutics,

Inc

860,448‌

49,629

*

Prothena

Corp

plc

2,806,520‌

85,505

*,e

Provention

Bio,

Inc

740,473‌

Portfolio

of

investments

(unaudited)

Small-Cap

Blend

Index

Fund

January

31,

2023

198

continued

SHARES

COMPANY

REFERENCERATE

&

SPREAD

VALUE

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES—continued

94,814

*

PTC

Therapeutics,

Inc

$

4,351,014‌

47,125

*

Quanterix

Corp

665,876‌

130,597

*

Quantum-Si,

Inc

289,925‌

22,091

*

Rallybio

Corp

153,312‌

36,290

*

RAPT

Therapeutics,

Inc

1,054,225‌

37,935

*

Reata

Pharmaceuticals,

Inc

1,643,724‌

180,730

*

Recursion

Pharmaceuticals,

Inc

1,505,481‌

55,718

*

REGENXBIO,

Inc

1,293,215‌

115,261

*

Relay

Therapeutics,

Inc

2,473,501‌

37,055

*

Relmada

Therapeutics,

Inc

150,443‌

54,600

*

Replimune

Group,

Inc

1,520,610‌

109,268

*

Revance

Therapeutics,

Inc

3,789,414‌

102,057

*

REVOLUTION

Medicines,

Inc

2,729,004‌

228,142

*

Rigel

Pharmaceuticals,

Inc

374,153‌

72,762

*

Rocket

Pharmaceuticals,

Inc

1,581,118‌

70,627

*

Sage

Therapeutics,

Inc

3,131,601‌

120,462

*,e

Sana

Biotechnology,

Inc

549,307‌

177,702

*

Sangamo

Therapeutics

Inc

620,180‌

86,813

*

Science

37

Holdings,

Inc

46,870‌

72,739

*

Seer,

Inc

330,962‌

96,729

*

Seres

Therapeutics,

Inc

529,108‌

65,159

SIGA

Technologies,

Inc

477,615‌

76,382

*,e

Singular

Genomics

Systems,

Inc

204,322‌

208,538

*

SomaLogic,

Inc

725,712‌

626,230

*,e

Sorrento

Therapeutics,

Inc

600,241‌

88,306

*,e

Sorrento

Therapeutics,

Inc

557,387‌

46,867

*

SpringWorks

Therapeutics,

Inc

1,471,624‌

29,887

*

Stoke

Therapeutics,

Inc

297,675‌

65,592

*

Supernus

Pharmaceuticals,

Inc

2,689,928‌

67,890

*

Sutro

Biopharma,

Inc

491,524‌

72,071

*

Syndax

Pharmaceuticals,

Inc

2,068,438‌

64,979

*

Tango

Therapeutics,

Inc

428,861‌

25,346

*

Tarsus

Pharmaceuticals,

Inc

399,453‌

40,959

*

Tenaya

Therapeutics,

Inc

140,080‌

175,606

*

TG

Therapeutics,

Inc

2,674,479‌

84,196

*,e

Theravance

Biopharma,

Inc

910,159‌

21,024

*

Theseus

Pharmaceuticals,

Inc

294,126‌

17,476

*

Third

Harmonic

Bio,

Inc

76,370‌

84,367

*

Travere

Therapeutics,

Inc

1,889,821‌

76,783

*

Twist

Bioscience

Corp

2,202,904‌

18,400

*,e

Tyra

Biosciences,

Inc

195,408‌

77,049

*

Vanda

Pharmaceuticals,

Inc

591,736‌

176,407

*,e

Vaxart

Inc

190,520‌

97,070

*

Vaxcyte,

Inc

4,402,125‌

291,530

*,e

VBI

Vaccines,

Inc

169,670‌

33,765

*

Ventyx

Biosciences,

Inc

1,418,130‌

19,644

*,e

Vera

Therapeutics,

Inc

166,581‌

96,477

*

Veracyte,

Inc

2,424,467‌

63,230

*

Vericel

Corp

1,736,928‌

63,316

*

Verve

Therapeutics,

Inc

1,440,439‌

96,415

*

Vir

Biotechnology,

Inc

2,849,063‌

51,246

*

Viridian

Therapeutics,

Inc

1,871,504‌

272,139

*

VistaGen

Therapeutics,

Inc

70,430‌

78,748

*

Xencor,

Inc

2,592,384‌

185,451

*

Xeris

Biopharma

Holdings,

Inc

229,959‌

50,449

*

Y-mAbs

Therapeutics,

Inc

226,516‌

63,586

*

Zentalis

Pharmaceuticals,

Inc

1,500,630‌

83,039

*,†

Zogenix,

Inc

56,467‌

TOTAL

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES

327,320,372‌

Portfolio

of

investments

(unaudited)

Small-Cap

Blend

Index

Fund

January

31,

2023

199

continued

SHARES

COMPANY

REFERENCERATE

&

SPREAD

VALUE

REAL

ESTATE

-

6

.5

%

125,823

Acadia

Realty

Trust

$

1,954,031‌

118,456

Agree

Realty

Corp

8,840,371‌

96,444

Alexander

&

Baldwin,

Inc

1,930,809‌

2,879

Alexander's,

Inc

683,129‌

68,188

American

Assets

Trust,

Inc

1,940,630‌

187,059

American

Finance

Trust,

Inc

1,277,613‌

202,815

Apartment

Investment

and

Management

Co

1,523,141‌

290,271

Apple

Hospitality

REIT,

Inc

5,146,505‌

93,037

Armada

Hoffler

Properties,

Inc

1,179,709‌

46,884

*

Ashford

Hospitality

Trust,

Inc

323,031‌

4,870

*

Bluerock

Homes

Trust,

Inc

105,241‌

95,713

BraeMar

Hotels

&

Resorts,

Inc

507,279‌

236,646

Brandywine

Realty

Trust

1,552,398‌

233,880

Broadstone

Net

Lease,

Inc

4,235,567‌

14,263

Brt

Realty

Trust

298,810‌

130,682

CareTrust

REIT,

Inc

2,707,731‌

37,231

CBL

&

Associates

Properties,

Inc

992,206‌

20,439

Centerspace

1,382,085‌

66,980

Chatham

Lodging

Trust

951,786‌

54,938

City

Office

REIT,

Inc

540,590‌

13,183

Clipper

Realty,

Inc

92,808‌

33,133

Community

Healthcare

Trust,

Inc

1,420,743‌

363,163

*,e

Compass,

Inc

1,459,915‌

152,160

Corporate

Office

Properties

Trust

4,271,131‌

22,758

CTO

Realty

Growth,

Inc

446,967‌

215,019

*

Cushman

&

Wakefield

plc

3,102,724‌

283,252

DiamondRock

Hospitality

Co

2,727,717‌

214,204

DigitalBridge

Group,

Inc

3,170,219‌

332,930

Diversified

Healthcare

Trust

263,481‌

191,687

*,e

Doma

Holdings,

Inc

136,098‌

109,262

Douglas

Elliman,

Inc

509,161‌

126,289

Easterly

Government

Properties,

Inc

2,050,933‌

181,558

Empire

State

Realty

Trust,

Inc

1,514,194‌

141,813

Equity

Commonwealth

3,619,068‌

188,726

Essential

Properties

Realty

Trust,

Inc

4,808,738‌

94,388

e

eXp

World

Holdings

Inc

1,471,509‌

67,670

Farmland

Partners,

Inc

871,590‌

24,714

*

Forestar

Group,

Inc

367,744‌

112,912

Four

Corners

Property

Trust,

Inc

3,247,349‌

144,551

Franklin

Street

Properties

Corp

445,217‌

8,758

*

FRP

Holdings,

Inc

491,937‌

57,546

Getty

Realty

Corp

2,096,401‌

53,876

Gladstone

Commercial

Corp

915,353‌

45,018

Gladstone

Land

Corp

879,652‌

83,263

Global

Medical

REIT,

Inc

935,043‌

140,587

Global

Net

Lease,

Inc

2,101,776‌

40,929

Hersha

Hospitality

Trust

376,547‌

302,506

Independence

Realty

Trust,

Inc

5,696,188‌

7,062

Indus

Realty

Trust,

Inc

452,674‌

90,707

Industrial

Logistics

Properties

Trust

400,018‌

37,602

Innovative

Industrial

Properties,

Inc

3,375,908‌

90,508

InvenTrust

Properties

Corp

2,250,934‌

92,401

iStar

Inc

857,481‌

157,648

Kennedy-Wilson

Holdings,

Inc

2,818,746‌

294,031

Kite

Realty

Group

Trust

6,380,473‌

368,020

Lexington

Realty

Trust

4,250,631‌

54,140

LTC

Properties,

Inc

2,065,441‌

290,270

Macerich

Co

3,988,310‌

116,952

*

Mack-Cali

Realty

Corp

2,023,270‌

34,418

Marcus

&

Millichap,

Inc

1,247,308‌

56,569

National

Health

Investors,

Inc

3,327,954‌

Portfolio

of

investments

(unaudited)

Small-Cap

Blend

Index

Fund

January

31,

2023

200

continued

SHARES

COMPANY

REFERENCERATE

&

SPREAD

VALUE

REAL

ESTATE—continued

74,897

NETSTREIT

Corp

$

1,507,677‌

183,117

Newmark

Group,

Inc

1,569,313‌

30,782

NexPoint

Residential

Trust,

Inc

1,554,491‌

30,000

*,e

Offerpad

Solutions,

Inc

27,525‌

66,023

Office

Properties

Income

Trust

1,132,955‌

22,032

One

Liberty

Properties,

Inc

531,192‌

79,594

Orion

Office

REIT,

Inc

768,082‌

199,999

Outfront

Media,

Inc

3,979,980‌

254,434

Paramount

Group,

Inc

1,641,099‌

173,882

Pebblebrook

Hotel

Trust

2,851,665‌

157,573

Phillips

Edison

&

Co,

Inc

5,281,847‌

308,627

Physicians

Realty

Trust

4,894,824‌

171,598

Piedmont

Office

Realty

Trust,

Inc

1,818,939‌

52,730

Plymouth

Industrial

REIT,

Inc

1,180,097‌

24,761

Postal

Realty

Trust,

Inc

382,805‌

107,511

PotlatchDeltic

Corp

5,262,663‌

23,216

Re/Max

Holdings,

Inc

529,557‌

145,823

*

Realogy

Holdings

Corp

1,236,579‌

150,429

*,e

Redfin

Corp

1,125,209‌

162,732

Retail

Opportunities

Investment

Corp

2,576,048‌

216,956

RLJ

Lodging

Trust

2,727,137‌

20,152

RMR

Group,

Inc

625,115‌

116,491

RPT

Realty

1,220,826‌

72,756

Ryman

Hospitality

Properties

6,758,305‌

312,247

Sabra

Healthcare

REIT,

Inc

4,215,334‌

36,192

Safehold,

Inc

1,265,272‌

16,086

Saul

Centers,

Inc

688,642‌

218,032

Service

Properties

Trust

1,942,665‌

264,882

SITE

Centers

Corp

3,615,639‌

47,200

St.

Joe

Co

2,223,120‌

245,013

STAG

Industrial,

Inc

8,722,463‌

8,230

e

Stratus

Properties,

Inc

181,225‌

138,486

Summit

Hotel

Properties,

Inc

1,179,901‌

288,598

Sunstone

Hotel

Investors,

Inc

3,171,692‌

137,245

Tanger

Factory

Outlet

Centers,

Inc

2,622,752‌

28,845

*

Tejon

Ranch

Co

577,477‌

100,922

Terreno

Realty

Corp

6,502,404‌

629

*

Transcontinental

Realty

Investors,

Inc

28,619‌

69,115

UMH

Properties,

Inc

1,238,541‌

321,468

Uniti

Group,

Inc

2,118,474‌

16,731

Universal

Health

Realty

Income

Trust

917,026‌

154,579

Urban

Edge

Properties

2,434,619‌

38,189

Urstadt

Biddle

Properties,

Inc

(Class

A)

717,189‌

116,872

Washington

REIT

2,243,942‌

62,723

Whitestone

REIT

652,946‌

153,284

Xenia

Hotels

&

Resorts,

Inc

2,283,932‌

TOTAL

REAL

ESTATE

221,729,817‌

RETAILING

-

3

.0

%

36,380

*

1-800-FLOWERS.COM,

Inc

(Class

A)

362,709‌

28,633

*

1stdibs.com,

Inc

173,802‌

44,172

Aaron's

Co,

Inc

647,120‌

65,134

*

Abercrombie

&

Fitch

Co

(Class

A)

1,886,281‌

104,903

Academy

Sports

&

Outdoors,

Inc

6,128,433‌

14,388

*

aka

Brands

Holding

Corp

21,870‌

210,912

American

Eagle

Outfitters,

Inc

3,404,120‌

8,391

*

America's

Car-Mart,

Inc

722,801‌

116,988

Arko

Corp

981,529‌

30,041

*

Asbury

Automotive

Group,

Inc

6,609,020‌

166,909

*

BARK,

Inc

335,487‌

52,970

*,e

Bed

Bath

&

Beyond,

Inc

149,375‌

Portfolio

of

investments

(unaudited)

Small-Cap

Blend

Index

Fund

January

31,

2023

201

continued

SHARES

COMPANY

REFERENCERATE

&

SPREAD

VALUE

RETAILING—continued

29,233

e

Big

5

Sporting

Goods

Corp

$

292,038‌

39,199

e

Big

Lots,

Inc

641,296‌

40,167

*

Boot

Barn

Holdings,

Inc

3,353,543‌

81,493

*,e

Boxed,

Inc

43,631‌

40,665

Buckle,

Inc

1,789,260‌

17,777

*

Build-A-Bear

Workshop,

Inc

436,603‌

48,727

Caleres,

Inc

1,267,876‌

53,948

Camping

World

Holdings,

Inc

1,370,819‌

65,016

*

CarParts.com,

Inc

443,409‌

22,203

Cato

Corp

(Class

A)

220,698‌

165,428

*

Chico's

FAS,

Inc

871,805‌

18,530

*

Children's

Place,

Inc

840,706‌

10,253

*

Citi

Trends,

Inc

322,764‌

17,244

*

Conn's,

Inc

162,266‌

40,930

*

Container

Store

Group,

Inc

213,245‌

811,536

*,e

ContextLogic,

Inc

558,256‌

68,739

Designer

Brands,

Inc

708,699‌

76,829

*

Destination

XL

Group,

Inc

547,791‌

5,373

e

Dillard's,

Inc

(Class

A)

2,113,255‌

20,264

*

Duluth

Holdings,

Inc

134,756‌

92,293

*,e

EVgo,

Inc

635,899‌

64,135

*,e

Express

Parent

LLC

74,397‌

109,193

Foot

Locker,

Inc

4,750,987‌

35,382

e

Franchise

Group,

Inc

1,092,950‌

44,369

*,e

Funko,

Inc

536,865‌

16,973

*

Genesco,

Inc

819,626‌

19,162

Group

1

Automotive,

Inc

4,097,794‌

32,196

*,e

Groupon,

Inc

265,939‌

80,682

*

GrowGeneration

Corp

416,319‌

41,171

e

Guess?,

Inc

953,932‌

20,154

Haverty

Furniture

Cos,

Inc

703,778‌

17,167

Hibbett

Sports,

Inc

1,139,202‌

18,169

JOANN,

Inc

71,222‌

22,463

*

Lands'

End,

Inc

202,841‌

33,773

*

Liquidity

Services,

Inc

506,257‌

23,158

*,e

Lulu's

Fashion

Lounge

Holdings,

Inc

74,800‌

41,895

*

Lumber

Liquidators,

Inc

253,884‌

29,604

*

MarineMax,

Inc

925,125‌

42,468

Monro

Muffler,

Inc

2,161,621‌

28,355

Murphy

USA,

Inc

7,713,411‌

106,017

*

National

Vision

Holdings,

Inc

4,357,299‌

54,110

*

ODP

Corp

2,792,076‌

15,384

*

OneWater

Marine,

Inc

503,672‌

56,647

*

Overstock.com,

Inc

1,371,424‌

29,033

e

PetMed

Express,

Inc

623,629‌

113,284

*,e

Porch

Group,

Inc

334,188‌

122,870

*

Quotient

Technology,

Inc

497,623‌

487,538

*

Qurate

Retail

Group,

Inc

QVC

Group

1,257,848‌

108,626

*,e

RealReal,

Inc

198,786‌

65,513

*

Rent

the

Runway,

Inc

281,051‌

67,857

Rent-A-Center,

Inc

1,824,675‌

55,994

*,e

Revolve

Group,

Inc

1,598,069‌

142,051

*

Sally

Beauty

Holdings,

Inc

2,213,155‌

24,101

Shoe

Carnival,

Inc

658,198‌

32,488

Shutterstock,

Inc

2,445,372‌

61,832

Signet

Jewelers

Ltd

4,749,316‌

28,674

*

Sleep

Number

Corp

985,812‌

24,483

Sonic

Automotive,

Inc

(Class

A)

1,314,982‌

52,415

*

Sportsman's

Warehouse

Holdings,

Inc

494,273‌

115,618

*

Stitch

Fix

Inc

602,370‌

82,384

*,e

ThredUp,

Inc

142,524‌

Portfolio

of

investments

(unaudited)

Small-Cap

Blend

Index

Fund

January

31,

2023

202

continued

SHARES

COMPANY

REFERENCERATE

&

SPREAD

VALUE

RETAILING—continued

28,732

*

Tilly's,

Inc

$

254,565‌

18,215

*,e

Torrid

Holdings,

Inc

67,760‌

16,112

*

TravelCenters

of

America,

Inc

733,418‌

86,392

*

Urban

Outfitters,

Inc

2,366,277‌

34,551

*,e

Vivid

Seats,

Inc

294,029‌

171,436

*,e

Volta,

Inc

147,126‌

111,499

*

Warby

Parker,

Inc

1,800,709‌

8,228

Weyco

Group,

Inc

223,966‌

3,791

Winmark

Corp

1,064,513‌

46,370

*,e

Xometry,

Inc

1,623,877‌

21,845

*

Zumiez,

Inc

564,256‌

TOTAL

RETAILING

103,538,950‌

SEMICONDUCTORS

&

SEMICONDUCTOR

EQUIPMENT

-

2

.8

%

61,664

*

ACM

Research,

Inc

770,183‌

30,740

*

Alpha

&

Omega

Semiconductor

Ltd

1,013,190‌

49,298

*

Ambarella,

Inc

4,428,932‌

136,068

Amkor

Technology,

Inc

3,981,350‌

28,637

*,e

Atomera,

Inc

209,050‌

44,179

*

Axcelis

Technologies,

Inc

4,857,481‌

56,094

*

AXT,

Inc

330,394‌

32,245

*

Ceva,

Inc

1,067,954‌

16

*,†

China

Energy

Savings

Technology,

Inc

0‌

63,607

*

Cohu,

Inc

2,294,940‌

128,940

*

Credo

Technology

Group

Holding

Ltd

2,234,530‌

60,631

*

Diodes,

Inc

5,407,679‌

105,620

*

Formfactor,

Inc

2,972,147‌

37,652

*

Ichor

Holdings

Ltd

1,272,638‌

29,055

*

Impinj,

Inc

3,770,758‌

139,359

*,e

indie

Semiconductor,

Inc

1,110,691‌

77,193

Kulicke

&

Soffa

Industries,

Inc

3,944,562‌

68,245

*

MACOM

Technology

Solutions

Holdings,

Inc

4,573,780‌

98,444

*

MaxLinear,

Inc

4,055,893‌

67,115

*

Nanometrics,

Inc

5,278,595‌

40,660

*

PDF

Solutions,

Inc

1,292,175‌

79,835

*

Photronics,

Inc

1,446,610‌

77,202

Power

Integrations,

Inc

6,646,320‌

144,549

*

Rambus,

Inc

5,849,898‌

107,738

*

Rigetti

Computing,

Inc

84,100‌

86,695

*

Semtech

Corp

2,863,536‌

44,702

*

Silicon

Laboratories,

Inc

7,014,191‌

21,534

*

SiTime

Corp

2,481,363‌

10,216

*

SkyWater

Technology,

Inc

110,537‌

65,804

*

SMART

Global

Holdings,

Inc

1,131,171‌

109,155

*,e

SunPower

Corp

1,902,572‌

53,887

*

Synaptics,

Inc

6,737,492‌

29,962

*

Transphorm,

Inc

139,623‌

61,058

*

Ultra

Clean

Holdings

2,054,602‌

69,293

*

Veeco

Instruments,

Inc

1,376,159‌

TOTAL

SEMICONDUCTORS

&

SEMICONDUCTOR

EQUIPMENT

94,705,096‌

SOFTWARE

&

SERVICES

-

6

.7

%

152,114

*,e

8x8,

Inc

716,457‌

86,419

A10

Networks,

Inc

1,337,766‌

154,147

*

ACI

Worldwide,

Inc

4,305,326‌

145,042

Adeia,

Inc

1,588,210‌

26,276

*

Agilysys,

Inc

2,195,623‌

65,821

*

Alarm.com

Holdings,

Inc

3,528,006‌

50,009

*

Alkami

Technology,

Inc

818,647‌

69,948

*

Altair

Engineering,

Inc

3,714,239‌

42,572

American

Software,

Inc

(Class

A)

647,520‌

Portfolio

of

investments

(unaudited)

Small-Cap

Blend

Index

Fund

January

31,

2023

203

continued

SHARES

COMPANY

REFERENCERATE

&

SPREAD

VALUE

SOFTWARE

&

SERVICES—continued

74,235

*,e

Amplitude,

Inc

$

1,067,499‌

26,340

*

Appfolio,

Inc

2,958,772‌

53,687

*

Appian

Corp

2,220,763‌

92,399

*,e

Applied

Blockchain,

Inc

286,437‌

23,647

*

Arteris,

Inc

148,503‌

99,427

*

Asana,

Inc

1,541,119‌

182,154

*,e

AvePoint,

Inc

814,228‌

195,066

*

AvidXchange

Holdings,

Inc

2,169,134‌

90,489

*

BigCommerce

Holdings,

Inc

1,109,395‌

62,681

*

Blackbaud,

Inc

3,899,385‌

74,737

*

Blackline,

Inc

5,366,117‌

258,384

*

Blend

Labs,

Inc

428,917‌

189,503

*

Box,

Inc

6,062,201‌

67,529

Bread

Financial

Holdings,

Inc

2,770,715‌

52,707

*

Brightcove,

Inc

334,162‌

79,429

*,e

C3.ai,

Inc

1,576,666‌

81,678

*

Cantaloupe,

Inc

415,741‌

17,461

Cass

Information

Systems,

Inc

847,906‌

63,698

*

Cerberus

Cyber

Sentinel

Corp

91,088‌

51,406

*

Cerence

Inc

1,260,475‌

54,565

*,e

Cipher

Mining,

Inc

65,478‌

52,038

*,e

Cleanspark,

Inc

164,960‌

84,687

Clear

Secure,

Inc

2,658,325‌

60,179

*

Commvault

Systems,

Inc

3,744,939‌

236,633

*

Conduent,

Inc

1,128,739‌

25,464

*

Consensus

Cloud

Solutions,

Inc

1,496,519‌

37,025

*,e

Couchbase,

Inc

547,600‌

31,049

*

CS

Disco,

Inc

258,017‌

41,870

CSG

Systems

International,

Inc

2,498,383‌

63,986

*

Cvent

Holding

Corp

516,367‌

49,348

*,e

Cyxtera

Technologies,

Inc

158,901‌

19,558

*

Digimarc

Corp

390,769‌

127,855

*

Digital

Turbine,

Inc

2,219,563‌

94,329

*,e

DigitalOcean

Holdings,

Inc

2,768,556‌

41,771

*

Domo,

Inc

647,868‌

108,079

*

Duck

Creek

Technologies,

Inc

2,045,935‌

267,293

*,e

E2open

Parent

Holdings,

Inc

1,844,322‌

36,372

Ebix,

Inc

693,250‌

32,005

*

eGain

Corp

311,089‌

34,478

*

Enfusion,

Inc

409,599‌

48,560

*

EngageSmart,

Inc

956,632‌

74,410

*

Envestnet,

Inc

4,836,650‌

53,665

*

Everbridge,

Inc

1,715,133‌

33,468

*

EverCommerce,

Inc

345,724‌

82,620

EVERTEC,

Inc

3,051,983‌

62,895

*

Evo

Payments,

Inc

2,130,254‌

43,916

*

ExlService

Holdings,

Inc

7,492,070‌

157,389

*

Fastly,

Inc

1,628,976‌

77,092

*

Flywire

Corp

2,079,171‌

51,654

*,e

ForgeRock,

Inc

1,025,848‌

72,683

*

Grid

Dynamics

Holdings,

Inc

909,991‌

36,361

Hackett

Group,

Inc

803,578‌

28,943

*

I3

Verticals,

Inc

837,032‌

12,205

*

IBEX

Ltd

325,751‌

49,632

Information

Services

Group,

Inc

260,072‌

23,999

*

Instructure

Holdings,

Inc

648,693‌

19,278

*,e

Intapp,

Inc

558,676‌

39,600

InterDigital,

Inc

2,770,020‌

42,618

*

International

Money

Express

Inc

969,986‌

90,684

*,e

IronNet,

Inc

36,183‌

41,840

*,e

Kaleyra,

Inc

47,698‌

Portfolio

of

investments

(unaudited)

Small-Cap

Blend

Index

Fund

January

31,

2023

204

continued

SHARES

COMPANY

REFERENCERATE

&

SPREAD

VALUE

SOFTWARE

&

SERVICES—continued

98,629

*

KnowBe4,

Inc

$

2,454,876‌

153,125

*,e

Latch,

Inc

140,798‌

191,666

*,e

Limelight

Networks,

Inc

300,916‌

98,268

*

Liveperson,

Inc

1,265,692‌

90,112

*

LiveRamp

Holdings,

Inc

2,411,397‌

12,391

*,e

LiveVox

Holdings,

Inc

36,058‌

158,719

*,e

Marathon

Digital

Holdings,

Inc

1,144,364‌

587,618

*

Marqeta,

Inc

3,895,907‌

300,861

*,e

Matterport,

Inc

1,059,031‌

82,149

MAXIMUS,

Inc

6,148,853‌

31,294

*

MeridianLink,

Inc

496,949‌

12,758

*,e

MicroStrategy,

Inc

(Class

A)

3,211,571‌

59,675

*

Mitek

Systems,

Inc

588,396‌

48,794

*

Model

N,

Inc

1,935,170‌

126,731

*

MoneyGram

International,

Inc

1,364,893‌

90,147

*

N-Able,

Inc

925,810‌

93,916

*,e

NextNav,

Inc

277,991‌

124,676

*

Olo,

Inc

999,902‌

58,089

*

ON24,

Inc

539,066‌

53,118

*

OneSpan,

Inc

733,560‌

118,621

*

Pagerduty,

Inc

3,533,720‌

121,960

*

Paya

Holdings,

Inc

1,185,451‌

301,316

*

Payoneer

Global,

Inc

1,795,843‌

39,425

*

Paysafe

Ltd

829,502‌

45,967

*

Perficient,

Inc

3,407,993‌

13,186

e

PFSweb,

Inc

87,819‌

25,156

*,e

Priority

Technology

Holdings

Inc

121,000‌

57,453

Progress

Software

Corp

3,047,307‌

55,329

*

PROS

Holdings,

Inc

1,394,291‌

76,512

*

Q2

Holdings,

Inc

2,503,473‌

52,046

*

Qualys,

Inc

6,004,027‌

80,728

*,e

Rackspace

Technology,

Inc

242,184‌

80,798

*

Rapid7,

Inc

3,221,416‌

135,639

*

Remitly

Global,

Inc

1,635,806‌

123,186

*

Repay

Holdings

Corp

1,199,832‌

68,658

*

Rimini

Street,

Inc

308,961‌

214,890

*,e

Riot

Blockchain,

Inc

1,347,360‌

437,410

*

Sabre

Corp

2,978,762‌

42,689

Sapiens

International

Corp

NV

967,333‌

13,501

*

SecureWorks

Corp

108,278‌

11,953

*

ShotSpotter,

Inc

460,788‌

67,188

*

SolarWinds

Corp

682,630‌

63,287

*

Sprout

Social,

Inc

4,048,469‌

49,006

*

SPS

Commerce,

Inc

6,668,736‌

40,737

*

Squarespace,

Inc

966,282‌

374,541

*

StoneCo

Ltd

4,179,878‌

158,027

*

Sumo

Logic,

Inc

1,869,459‌

175,766

*

SVMK,

Inc

1,355,156‌

75,208

*

Telos

Corp

364,759‌

151,373

*

Tenable

Holdings,

Inc

6,089,736‌

25,716

TTEC

Holdings,

Inc

1,307,401‌

13,579

*,e

Tucows,

Inc

450,415‌

93,710

*

Unisys

Corp

506,971‌

40,708

*

Upland

Software,

Inc

355,381‌

147,521

*

Varonis

Systems,

Inc

3,811,943‌

85,622

*

Verint

Systems,

Inc

3,251,067‌

43,830

*

Veritone,

Inc

370,364‌

189,825

*

Verra

Mobility

Corp

2,929,000‌

17,360

*

Viant

Technology,

Inc

78,814‌

43,626

*

Weave

Communications,

Inc

226,855‌

100,235

*,e

WM

Technology,

Inc

126,296‌

Portfolio

of

investments

(unaudited)

Small-Cap

Blend

Index

Fund

January

31,

2023

205

continued

SHARES

COMPANY

REFERENCERATE

&

SPREAD

VALUE

SOFTWARE

&

SERVICES—continued

64,516

*

Workiva,

Inc

$

5,582,569‌

148,726

*

Yext,

Inc

1,033,646‌

150,416

*

Zeta

Global

Holdings

Corp

1,365,777‌

161,837

*

Zuora

Inc

1,281,749‌

TOTAL

SOFTWARE

&

SERVICES

227,436,016‌

TECHNOLOGY

HARDWARE

&

EQUIPMENT

-

3

.5

%

170,902

*

3D

Systems

Corp

1,855,996‌

30,205

*,e

908

Devices,

Inc

281,511‌

103,824

ADTRAN

Holdings,

Inc

1,959,159‌

50,821

Advanced

Energy

Industries,

Inc

4,713,140‌

136,154

*,e

Aeva

Technologies,

Inc

230,100‌

140,958

*,e

AEye,

Inc

88,141‌

77,848

*,e

Akoustis

Technologies,

Inc

287,259‌

119,370

*

Arlo

Technologies,

Inc

447,637‌

15,093

*

Aviat

Networks,

Inc

488,259‌

47,146

*

Avid

Technology,

Inc

1,428,995‌

39,575

Badger

Meter,

Inc

4,586,742‌

57,361

Belden

CDT,

Inc

4,651,403‌

47,165

Benchmark

Electronics,

Inc

1,320,148‌

77,788

*

Calix,

Inc

4,094,760‌

15,390

*

Cambium

Networks

Corp

329,808‌

53,715

*

Casa

Systems,

Inc

183,705‌

66,552

*

Cepton,

Inc

80,528‌

15,793

*

Clearfield,

Inc

1,128,568‌

277,720

*

CommScope

Holding

Co,

Inc

2,332,848‌

11,162

*,e

CompoSecure,

Inc

70,990‌

37,852

Comtech

Telecommunications

Corp

600,333‌

53,537

*

Corsair

Gaming,

Inc

842,137‌

43,276

CTS

Corp

1,926,215‌

29,302

*,e

Diebold,

Inc

70,032‌

46,873

*

Digi

International,

Inc

1,593,213‌

24,663

*

DZS,

Inc

313,220‌

78,672

*,e

Eastman

Kodak

Co

284,006‌

35,687

*

ePlus,

Inc

1,776,499‌

117,515

*,e

Evolv

Technologies

Holdings,

Inc

359,596‌

171,887

*

Extreme

Networks,

Inc

3,099,123‌

49,884

*

Fabrinet

6,567,727‌

25,759

*

FARO

Technologies,

Inc

707,857‌

24,715

*,e

Focus

Universal,

Inc

143,347‌

125,553

*

Harmonic,

Inc

1,653,533‌

32,348

*

Identiv,

Inc

282,075‌

261,459

*,e

Infinera

Corp

1,913,880‌

130,514

*,e

Inseego

Corp

151,396‌

42,157

*

Insight

Enterprises,

Inc

4,751,937‌

153,536

*,e

IonQ,

Inc

681,700‌

61,558

*

Itron,

Inc

3,537,738‌

31,385

*

Kimball

Electronics,

Inc

800,945‌

124,620

*

Knowles

Corp

2,396,443‌

149,751

*,e

Lightwave

Logic,

Inc

941,934‌

48,995

Methode

Electronics,

Inc

2,339,021‌

220,188

*,e

Microvision,

Inc

552,672‌

182,752

*,e

Mirion

Technologies,

Inc

1,452,878‌

40,666

*

Napco

Security

Technologies,

Inc

1,178,094‌

39,595

*

Netgear,

Inc

790,712‌

92,676

*

Netscout

Systems,

Inc

2,974,900‌

59,828

*

nLight,

Inc

741,867‌

48,020

*

Novanta,

Inc

7,753,789‌

47,801

*,e

Ondas

Holdings,

Inc

95,124‌

21,917

*

OSI

Systems,

Inc

2,075,759‌

179,047

*,e

Ouster,

Inc

256,037‌

Portfolio

of

investments

(unaudited)

Small-Cap

Blend

Index

Fund

January

31,

2023

206

continued

SHARES

COMPANY

REFERENCERATE

&

SPREAD

VALUE

TECHNOLOGY

HARDWARE

&

EQUIPMENT—continued

37,135

*,e

PAR

Technology

Corp

$

1,262,219‌

15,952

PC

Connection,

Inc

782,127‌

37,132

*

Plexus

Corp

3,564,301‌

98,564

*

Ribbon

Communications,

Inc

345,960‌

25,596

*

Rogers

Corp

3,572,946‌

76,846

*

Sanmina

Corp

4,682,227‌

32,595

*

Scansource,

Inc

1,073,353‌

169,690

*

SmartRent,

Inc

495,495‌

62,686

*

Super

Micro

Computer,

Inc

4,534,078‌

137,307

*

TTM

Technologies,

Inc

2,158,466‌

23,429

*

Turtle

Beach

Corp

222,575‌

272,220

*,e

Velodyne

Lidar,

Inc

318,497‌

310,225

*

Viavi

Solutions,

Inc

3,505,543‌

174,938

Vishay

Intertechnology,

Inc

4,004,331‌

16,057

*

Vishay

Precision

Group,

Inc

693,341‌

157,993

Xerox

Holdings

Corp

2,587,925‌

58,016

*

Xperi,

Inc

600,466‌

TOTAL

TECHNOLOGY

HARDWARE

&

EQUIPMENT

120,569,286‌

TELECOMMUNICATION

SERVICES

-

0

.9

%

25,303

*

Anterix,

Inc

912,679‌

14,813

ATN

International,

Inc

724,060‌

29,935

*

Bandwidth

Inc

744,783‌

181,053

*

Charge

Enterprises,

Inc

242,611‌

58,144

Cogent

Communications

Group,

Inc

3,986,934‌

105,124

*

Consolidated

Communications

Holdings,

Inc

457,289‌

46,178

*

EchoStar

Corp

(Class

A)

863,990‌

909,750

*

Globalstar,

Inc

1,282,748‌

66,134

*

Gogo,

Inc

1,109,067‌

21,037

*

IDT

Corp

(Class

B)

618,277‌

169,064

*

Iridium

Communications,

Inc

10,116,790‌

49,275

*,e

KORE

Group

Holdings,

Inc

123,188‌

56,787

*

Liberty

Latin

America

Ltd

(Class

A)

558,784‌

197,391

*

Liberty

Latin

America

Ltd

(Class

C)

1,944,301‌

30,425

*

Ooma,

Inc

437,207‌

103,088

*

Radius

Global

Infrastructure,

Inc

1,388,595‌

67,527

Shenandoah

Telecom

Co

1,320,153‌

139,750

Telephone

&

Data

Systems,

Inc

1,868,458‌

20,002

*

US

Cellular

Corp

489,249‌

TOTAL

TELECOMMUNICATION

SERVICES

29,189,163‌

TRANSPORTATION

-

1

.6

%

78,164

*

Air

Transport

Services

Group,

Inc

2,212,823‌

20,906

*

Allegiant

Travel

Co

1,798,543‌

33,122

ArcBest

Corp

2,764,031‌

37,884

*

Atlas

Air

Worldwide

Holdings,

Inc

3,872,124‌

71,421

*

Blade

Air

Mobility,

Inc

318,538‌

67,259

Costamare,

Inc

682,679‌

13,322

Covenant

Transportation

Group,

Inc

441,757‌

58,964

*

Daseke,

Inc

411,569‌

18,217

e

Eagle

Bulk

Shipping,

Inc

1,043,470‌

32,081

Eneti,

Inc

339,738‌

36,220

Forward

Air

Corp

3,906,327‌

47,812

*

Frontier

Group

Holdings,

Inc

601,475‌

48,279

Genco

Shipping

&

Trading

Ltd

875,781‌

164,259

e

Golden

Ocean

Group

Ltd

1,573,601‌

70,276

*

Hawaiian

Holdings,

Inc

865,800‌

63,458

Heartland

Express,

Inc

1,067,364‌

43,602

*

Hub

Group,

Inc

(Class

A)

3,717,943‌

341,976

*,e

Joby

Aviation,

Inc

1,511,534‌

79,803

Marten

Transport

Ltd

1,762,848‌

Portfolio

of

investments

(unaudited)

Small-Cap

Blend

Index

Fund

January

31,

2023

207

continued

SHARES

COMPANY

REFERENCERATE

&

SPREAD

VALUE

TRANSPORTATION—continued

50,571

Matson,

Inc

$

3,343,754‌

8,979

*

PAM

Transportation

Services,

Inc

259,942‌

51,631

*

Radiant

Logistics,

Inc

289,650‌

102,066

Safe

Bulkers,

Inc

335,797‌

35,951

*

Saia,

Inc

9,806,714‌

69,227

*

Skywest,

Inc

1,437,152‌

148,384

Spirit

Airlines,

Inc

2,943,939‌

46,129

*

Sun

Country

Airlines

Holdings,

Inc

861,228‌

187,293

*

TuSimple

Holdings,

Inc

393,315‌

10,420

Universal

Logistics

Holdings

Inc

374,286‌

85,771

Werner

Enterprises,

Inc

4,028,664‌

207,260

*

Wheels

Up

Experience,

Inc

254,930‌

TOTAL

TRANSPORTATION

54,097,316‌

UTILITIES

-

3

.3

%

77,183

Allete,

Inc

4,774,540‌

58,861

*

Altus

Power,

Inc

472,065‌

50,366

American

States

Water

Co

4,742,966‌

11,287

Artesian

Resources

Corp

664,804‌

99,049

Avista

Corp

3,952,055‌

88,292

Black

Hills

Corp

6,390,575‌

131,843

Brookfield

Infrastructure

Corp

5,830,098‌

73,336

California

Water

Service

Group

4,485,963‌

23,801

Chesapeake

Utilities

Corp

3,000,830‌

46,989

Clearway

Energy,

Inc

(Class

A)

1,505,998‌

110,828

Clearway

Energy,

Inc

(Class

C)

3,744,878‌

17,733

Global

Water

Resources,

Inc

252,341‌

48,935

MGE

Energy,

Inc

3,577,638‌

23,404

Middlesex

Water

Co

1,962,660‌

87,475

*,e

Montauk

Renewables,

Inc

971,847‌

129,961

New

Jersey

Resources

Corp

6,487,653‌

46,687

Northwest

Natural

Holding

Co

2,340,886‌

78,481

NorthWestern

Corp

4,457,721‌

72,757

ONE

Gas,

Inc

5,992,267‌

66,367

e

Ormat

Technologies,

Inc

6,142,266‌

55,687

Otter

Tail

Corp

3,572,321‌

115,292

PNM

Resources,

Inc

5,704,648‌

120,583

Portland

General

Electric

Co

5,737,339‌

25,021

*

Pure

Cycle

Corp

224,438‌

36,422

SJW

Corp

2,819,427‌

165,527

South

Jersey

Industries,

Inc

5,973,869‌

90,552

Southwest

Gas

Holdings

Inc

6,060,645‌

68,756

Spire,

Inc

4,965,558‌

132,700

*,e

Sunnova

Energy

International,

Inc

2,584,996‌

22,151

Unitil

Corp

1,155,618‌

20,201

e

Via

Renewables,

Inc

135,549‌

19,768

York

Water

Co

898,456‌

TOTAL

UTILITIES

111,582,915‌

TOTAL

COMMON

STOCKS

3,388,273,560‌

(Cost

$2,492,300,055)

EXPIRATION

DATE

RIGHTS/WARRANTS

-

0.0%

CONSUMER

DURABLES

&

APPAREL

-

0

.0

%

43,524

e

PLBY

Group,

Inc

0‌

TOTAL

CONSUMER

DURABLES

&

APPAREL

0‌

Portfolio

of

investments

(unaudited)

Small-Cap

Blend

Index

Fund

January

31,

2023

208

concluded

SHARES

COMPANY

REFERENCERATE

&

SPREAD

EXPIRATION

DATE

VALUE

ENERGY

-

0

.0

%

4

Chord

Energy

Corp

09/01/24

$

79‌

TOTAL

ENERGY

79‌

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES

-

0

.0

%

20,265

†

Chinook

Therapeutics,

Inc

0‌

9,351

†

Tobira

Therapeutics,

Inc

561‌

TOTAL

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES

561‌

TOTAL

RIGHTS/WARRANTS

640‌

(Cost

$561)

PRINCIPAL

ISSUER

RATE

MATURITY

DATE

SHORT-TERM

INVESTMENTS

-

4.0%

REPURCHASE

AGREEMENT

-

0

.6

%

$

18,850,000

r

Fixed

Income

Clearing

Corp

(FICC)

4

.290

%

02/01/23

18,850,000‌

TOTAL

REPURCHASE

AGREEMENT

18,850,000‌

GOVERNMENT

AGENCY

DEBT

-

0

.1

%

5,000,000

Tennessee

Valley

Authority

(TVA)

0

.000

02/08/23

4,995,639‌

TOTAL

GOVERNMENT

AGENCY

DEBT

4,995,639‌

SHARES

COMPANY

EXP

INVESTMENTS

IN

REGISTERED

INVESTMENT

COMPANIES

-

3

.3

%

113,620,119

c

State

Street

Navigator

Securities

Lending

Government

Money

Market

Portfolio

4

.550

113,620,119‌

TOTAL

INVESTMENTS

IN

REGISTERED

INVESTMENT

COMPANIES

113,620,119‌

TOTAL

SHORT-TERM

INVESTMENTS

137,465,758‌

(Cost

$137,465,919)

TOTAL

INVESTMENTS

-

103.3%

3,525,739,958‌

(Cost

$2,629,766,535)

OTHER

ASSETS

&

LIABILITIES,

NET

-

(3.3)%

(

112,211,863‌

)

NET

ASSETS

-

100.0%

$

3,413,528,095‌

REIT

Real

Estate

Investment

Trust

*

Non-income

producing

†

For

fair

value

measurement

disclosure

purposes,

investment

classified

as

Level

3.

c

Investments

made

with

cash

collateral

received

from

securities

on

loan.

e

All

or

a

portion

of

these

securities

are

out

on

loan.

The

aggregate

value

of

securities

on

loan

is

$140,074,108.

r

Agreement

with

Fixed

Income

Clearing

Corp

(FICC),

4.290%

dated

1/31/23

to

be

repurchased

at

$18,850,000

on

2/1/23,

collateralized

by

Government

Agency

Securities,

with

coupon

rate

3.000%

and

maturity

date

5/15/47,

valued

at

$19,227,000.

Futures

contracts

outstanding

as

of

January

31,

2023

were

as

follows:

Description

Number

of

long

(short)

contracts

Expiration

date

Notional

amount

Value

Unrealized

appreciation

(depreciation)

Russell

2000

E

Mini

Index

246‌

03/17/23

 $

22,110,801‌

$

23,854,620‌

$

1,743,819‌

Portfolio

of

investments

(unaudited)

Emerging

Markets

Equity

Index

Fund

January

31,

2023

209

PRINCIPAL

ISSUER

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

BONDS

-

0.0%

CORPORATE

BONDS

-

0

.0

%

INDIA

-

0

.0

%

INR

1,648,737

Britannia

Industries

Ltd

5

.500

%

06/03/24

$

19,521‌

TOTAL

INDIA

19,521‌

TOTAL

CORPORATE

BONDS

19,521‌

(Cost

$22,656)

TOTAL

BONDS

19,521‌

(Cost

$22,656)

SHARES

COMPANY

COMMON

STOCKS

-

99.6%

AUSTRALIA

-

0

.1

%

327,529

AngloGold

Ashanti

Ltd

6,886,321‌

TOTAL

AUSTRALIA

6,886,321‌

BRAZIL

-

5

.1

%

3,755,297

AMBEV

S.A.

10,105,265‌

357,700

Atacadao

Distribuicao

Comercio

e

Industria

Ltd

1,159,144‌

4,819,546

B3

SA-Brasil

Bolsa

Balcao

12,304,497‌

1,238,528

Banco

Bradesco

S.A.

3,079,058‌

4,189,604

Banco

Bradesco

S.A.

(Preference)

11,571,075‌

984,800

Banco

BTG

Pactual

S.A.

-

Unit

4,194,271‌

672,083

Banco

do

Brasil

S.A.

5,388,527‌

226,674

Banco

Santander

Brasil

S.A.

1,292,716‌

558,548

BB

Seguridade

Participacoes

S.A.

4,156,954‌

144,900

Braskem

S.A.

665,941‌

450,804

*

BRF

S.A.

706,893‌

952,945

Centrais

Eletricas

Brasileiras

S.A.

7,630,994‌

192,192

Centrais

Eletricas

Brasileiras

S.A.

(Preference)

1,607,942‌

921,942

Cia

de

Concessoes

Rodoviarias

2,135,815‌

266,558

Cia

de

Saneamento

Basico

do

Estado

de

Sao

Paulo

2,922,723‌

1,172,335

Cia

Energetica

de

Minas

Gerais

2,646,605‌

531,730

Cia

Siderurgica

Nacional

S.A.

1,937,830‌

917,783

Cosan

SA

Industria

e

Comercio

3,019,320‌

156,080

CPFL

Energia

S.A.

1,023,254‌

142,200

Energisa

S.A.

1,183,529‌

161,225

Engie

Brasil

Energia

S.A.

1,249,769‌

806,265

Equatorial

Energia

S.A.

4,450,396‌

901,875

Gerdau

S.A.

(Preference)

5,816,714‌

3,722,186

*,g

Hapvida

Participacoes

e

Investimentos

S.A.

3,776,226‌

316,003

Hypermarcas

S.A.

2,888,430‌

3,876,123

Investimentos

Itau

S.A.

-

PR

6,513,273‌

3,739,253

Itau

Unibanco

Holding

S.A.

18,658,330‌

610,033

Klabin

S.A.

2,324,141‌

582,162

Localiza

Rent

A

Car

6,790,342‌

2,544

*,h

Localiza

Rent

a

Car

S.A.

29,673‌

780,854

Lojas

Renner

S.A.

3,327,201‌

2,369,060

*

Magazine

Luiza

S.A.

2,067,438‌

690,019

Natura

&

Co

Holding

S.A.

1,977,774‌

578,985

*

Petro

Rio

S.A.

4,801,779‌

2,924,478

Petroleo

Brasileiro

S.A.

16,972,031‌

3,814,425

Petroleo

Brasileiro

S.A.

(Preference)

19,589,477‌

810,615

Raia

Drogasil

S.A.

3,965,008‌

430,288

g

Rede

D'Or

Sao

Luiz

S.A.

2,703,975‌

Portfolio

of

investments

(unaudited)

Emerging

Markets

Equity

Index

Fund

January

31,

2023

210

continued

SHARES

COMPANY

VALUE

BRAZIL—continued

1,044,627

Rumo

S.A.

$

3,782,330‌

580,712

Sendas

Distribuidora

S.A.

2,247,895‌

20,770

*

Sitios

Latinoamerica

SAB

de

C.V.

9,607‌

566,287

Suzano

SA

5,171,693‌

437,821

Telefonica

Brasil

S.A.

3,606,894‌

805,966

TIM

S.A.

1,871,903‌

390,000

Totvus

S.A.

2,310,206‌

614,760

Ultrapar

Participacoes

S.A.

1,597,361‌

2,996,542

Vale

S.A.

55,789,292‌

936,127

Vibra

Energia

S.A.

3,035,410‌

1,319,234

Weg

S.A.

9,937,850‌

TOTAL

BRAZIL

275,994,771‌

CHILE

-

0

.6

%

38,221,126

Banco

de

Chile

4,176,622‌

43,561

Banco

de

Credito

e

Inversiones

1,313,141‌

44,326,061

Banco

Santander

Chile

S.A.

1,863,448‌

1,118,207

Cencosud

S.A.

2,008,448‌

104,410

Cia

Cervecerias

Unidas

S.A.

803,373‌

10,428,371

Compania

SudAmericana

de

Vapores

S.A.

906,468‌

881,795

Empresas

CMPC

S.A.

1,516,259‌

336,199

Empresas

COPEC

S.A.

2,535,781‌

17,037,926

Enel

Chile

S.A.

802,583‌

16,323,774

Enersis

S.A.

2,161,044‌

612,023

SACI

Falabella

1,422,862‌

114,441

Sociedad

Quimica

y

Minera

de

Chile

S.A.

(Class

B)

11,146,557‌

TOTAL

CHILE

30,656,586‌

CHINA

-

33

.1

%

87,900

360

Finance,

Inc

(ADR)

2,121,027‌

202,200

360

Security

Technology,

Inc

210,173‌

3,485

3peak,

Inc

150,100‌

1,132,500

g

3SBio,

Inc

1,233,545‌

592,500

e

AAC

Technologies

Holdings,

Inc

1,578,889‌

27,856

*

Advanced

Micro-Fabrication

Equipment,

Inc

China

435,168‌

38,500

AECC

Aero-Engine

Control

Co

Ltd

148,599‌

90,500

AECC

Aviation

Power

Co

Ltd

609,738‌

25,197,043

Agricultural

Bank

of

China

Ltd

9,069,248‌

4,666,600

Agricultural

Bank

of

China

Ltd

(Class

A)

2,011,283‌

350,119

Aier

Eye

Hospital

Group

Co

Ltd

1,710,057‌

356,390

*

Air

China

Ltd

546,293‌

1,432,000

*,e

Air

China

Ltd

(H

shares)

1,277,891‌

110,530

Airtac

International

Group

3,780,034‌

11,624,077

*

Alibaba

Group

Holding

Ltd

159,815,475‌

3,840,284

*

Alibaba

Health

Information

Technology

Ltd

3,429,813‌

3,136,000

Aluminum

Corp

of

China

Ltd

1,675,859‌

785,700

Aluminum

Corp

of

China

Ltd

(Class

A)

618,579‌

15,390

*

Amlogic

Shanghai

Co

Ltd

177,356‌

37,600

Angel

Yeast

Co

Ltd

232,049‌

1,048,782

Anhui

Conch

Cement

Co

Ltd

3,981,618‌

234,700

Anhui

Conch

Cement

Co

Ltd

(Class

A)

1,024,682‌

85,651

Anhui

Gujing

Distillery

Co

Ltd

1,464,572‌

20,900

Anhui

Gujing

Distillery

Co

Ltd

(Class

A)

862,527‌

19,760

Anhui

Honglu

Steel

Construction

Group

Co

Ltd

97,664‌

28,400

Anhui

Kouzi

Distillery

Co

Ltd

235,037‌

28,600

Anhui

Yingjia

Distillery

Co

Ltd

278,285‌

962,486

Anta

Sports

Products

Ltd

14,599,571‌

56,400

Apeloa

Pharmaceutical

Co

Ltd

203,293‌

92,600

*

Asia-Potash

International

Investment

Guangzhou

Co

Ltd

398,597‌

15,400

Asymchem

Laboratories

Tianjin

Co

Ltd

365,921‌

Portfolio

of

investments

(unaudited)

Emerging

Markets

Equity

Index

Fund

January

31,

2023

211

continued

SHARES

COMPANY

VALUE

CHINA—continued

63,000

Autohome,

Inc

(ADR)

$

2,196,180‌

84,800

Avary

Holding

Shenzhen

Co

Ltd

363,236‌

294,858

Avic

Capital

Co

Ltd

229,153‌

90,600

AVIC

Electromechanical

Systems

Co

Ltd

148,089‌

1,054,861

AviChina

Industry

&

Technology

Co

548,646‌

14,700

AVICOPTER

plc

105,129‌

1,741,662

*

Baidu,

Inc

29,277,403‌

1,235,616

Bank

of

Beijing

Co

Ltd

778,206‌

259,086

Bank

of

Changsha

Co

Ltd

263,603‌

155,305

Bank

of

Chengdu

Co

Ltd

334,697‌

1,151,743

Bank

of

China

Ltd

-

A

549,357‌

65,989,425

Bank

of

China

Ltd

-

H

25,119,836‌

2,621,700

Bank

of

Communications

Co

Ltd

-

A

1,884,096‌

7,454,934

Bank

of

Communications

Co

Ltd

-

H

4,607,886‌

259,700

Bank

of

Hangzhou

Co

Ltd

501,543‌

728,110

Bank

of

Jiangsu

Co

Ltd

801,696‌

516,900

Bank

of

Nanjing

Co

Ltd

795,617‌

342,168

Bank

of

Ningbo

Co

Ltd

1,667,090‌

1,257,509

Bank

of

Shanghai

Co

Ltd

1,116,340‌

1,134,400

Baoshan

Iron

&

Steel

Co

Ltd

1,039,828‌

1,000,500

BBMG

Corp

375,170‌

491,826

*

BeiGene

Ltd

9,667,093‌

1,828,830

*

Beijing

Capital

International

Airport

Co

Ltd

1,390,927‌

264,900

Beijing

Dabeinong

Technology

Group

Co

Ltd

360,324‌

19,500

Beijing

Easpring

Material

Technology

Co

Ltd

195,639‌

67,700

Beijing

Enlight

Media

Co

Ltd

82,420‌

447,000

Beijing

Enterprises

Holdings

Ltd

1,517,927‌

2,887,583

Beijing

Enterprises

Water

Group

Ltd

737,881‌

24,376

Beijing

Kingsoft

Office

Software,

Inc

1,017,591‌

79,600

Beijing

New

Building

Materials

plc

337,506‌

202,800

Beijing

Originwater

Technology

Co

Ltd

147,415‌

39,788

Beijing

Shiji

Information

Technology

Co

Ltd

100,930‌

70,200

Beijing

Tongrentang

Co

Ltd

491,044‌

24,280

Beijing

United

Information

Technology

Co

Ltd

348,947‌

24,070

Beijing

Wantai

Biological

Pharmacy

Enterprise

Co

Ltd

478,935‌

120,200

Beijing

Yanjing

Brewery

Co

Ltd

200,544‌

6,100

Beijing

Yuanliu

Hongyuan

Electronic

Technology

Co

Ltd

94,506‌

11,800

Bethel

Automotive

Safety

Systems

Co

Ltd

151,675‌

11,900

Betta

Pharmaceuticals

Co

Ltd

106,046‌

16,700

BGI

Genomics

Co

Ltd

134,850‌

144,527

*

Bilibili,

Inc

3,606,921‌

15,332

Bloomage

Biotechnology

Corp

Ltd

283,673‌

162,200

BOC

International

China

Co

Ltd

271,334‌

1,729,600

BOE

Technology

Group

Co

Ltd

1,021,619‌

2,504,000

e

Bosideng

International

Holdings

Ltd

1,395,421‌

76,400

BTG

Hotels

Group

Co

Ltd

264,380‌

86,900

BYD

Co

Ltd

3,711,915‌

650,537

BYD

Co

Ltd

(H

shares)

20,600,908‌

529,500

BYD

Electronic

International

Co

Ltd

1,835,328‌

51,300

By-health

Co

Ltd

175,481‌

491,575

C&D

International

Investment

Group

Ltd

1,563,010‌

195,650

Caitong

Securities

Co

Ltd

226,731‌

353,100

CECEP

Solar

Energy

Co

Ltd

401,748‌

339,170

CECEP

Wind-Power

Corp

200,408‌

6,220,000

g

CGN

Power

Co

Ltd

1,453,359‌

16,900

Changchun

High

&

New

Technology

Industry

Group,

Inc

504,651‌

23,945

Changjiang

Securities

Co

Ltd

20,433‌

12,800

Changzhou

Xingyu

Automotive

Lighting

Systems

Co

Ltd

257,165‌

127,100

Chaozhou

Three-Circle

Group

Co

Ltd

629,049‌

228,600

Chengtun

Mining

Group

Co

Ltd

214,135‌

38,600

Chengxin

Lithium

Group

Co

Ltd

245,509‌

Portfolio

of

investments

(unaudited)

Emerging

Markets

Equity

Index

Fund

January

31,

2023

212

continued

SHARES

COMPANY

VALUE

CHINA—continued

161,600

China

Baoan

Group

Co

Ltd

$

300,752‌

8,164,097

China

Cinda

Asset

Management

Co

Ltd

1,159,127‌

8,362,530

China

Citic

Bank

4,034,503‌

1,708,000

China

Coal

Energy

Co

1,370,631‌

2,790,000

China

Communications

Services

Corp

Ltd

1,061,705‌

1,356,500

China

Conch

Venture

Holdings

Ltd

2,878,609‌

1,113,300

China

Construction

Bank

Corp

-

A

925,395‌

76,817,641

China

Construction

Bank

Corp

-

H

49,723,350‌

201,900

China

CSSC

Holdings

Ltd

710,736‌

469,600

*

China

Eastern

Airlines

Corp

Ltd

374,090‌

1,330,900

China

Energy

Engineering

Corp

Ltd

463,815‌

3,187,200

China

Everbright

Bank

Co

Ltd

-

A

1,450,271‌

3,170,000

China

Everbright

Bank

Co

Ltd

-

H

1,011,911‌

2,873,888

China

Everbright

International

Ltd

1,277,972‌

2,974,000

g

China

Feihe

Ltd

2,853,369‌

2,998,245

China

Galaxy

Securities

Co

Ltd

1,616,215‌

135,300

China

Galaxy

Securities

Co

Ltd

(Class

A)

196,896‌

2,348,068

China

Gas

Holdings

Ltd

3,655,515‌

273,500

China

Great

Wall

Securities

Co

Ltd

370,018‌

74,800

China

Greatwall

Technology

Group

Co

Ltd

135,130‌

2,072,000

China

Hongqiao

Group

Ltd

2,409,993‌

2,230,000

*,†

China

Huishan

Dairy

Holdings

Co

Ltd

2,844‌

1,324,224

China

Insurance

International

Holdings

Co

Ltd

1,834,092‌

1,297,006

g

China

International

Capital

Corp

Ltd

2,898,324‌

46,100

China

International

Capital

Corp

Ltd

273,557‌

91,800

China

International

Travel

Service

Corp

Ltd

2,906,727‌

2,718,000

China

Jinmao

Holdings

Group

Ltd

624,311‌

182,544

China

Jushi

Co

Ltd

399,619‌

1,030,000

China

Lesso

Group

Holdings

Ltd

1,170,805‌

5,898,880

China

Life

Insurance

Co

Ltd

10,858,492‌

124,100

China

Life

Insurance

Co

Ltd

(Class

A)

626,920‌

325,000

*,g

China

Literature

Ltd

1,703,942‌

2,659,341

China

Longyuan

Power

Group

Corp

3,671,062‌

1,186,000

China

Medical

System

Holdings

Ltd

2,047,292‌

74,340

China

Meheco

Co

Ltd

167,671‌

510,000

e

China

Meidong

Auto

Holdings

Ltd

1,265,381‌

2,482,000

China

Mengniu

Dairy

Co

Ltd

11,972,851‌

3,058,868

China

Merchants

Bank

Co

Ltd

19,840,206‌

967,495

China

Merchants

Bank

Co

Ltd

(Class

A)

5,930,376‌

511,900

China

Merchants

Energy

Shipping

Co

Ltd

485,672‌

1,178,894

China

Merchants

Holdings

International

Co

Ltd

1,652,602‌

247,620

China

Merchants

Securities

Co

Ltd

525,127‌

438,000

China

Merchants

Shekou

Industrial

Zone

Holdings

Co

Ltd

964,708‌

43,000

China

Minmetals

Rare

Earth

Co

Ltd

263,581‌

2,696,258

China

Minsheng

Banking

Corp

Ltd

-

A

1,394,414‌

6,225,514

e

China

Minsheng

Banking

Corp

Ltd

-

H

2,327,572‌

2,661,000

China

Molybdenum

Co

Ltd

1,540,196‌

918,300

China

Molybdenum

Co

Ltd

(Class

A)

774,646‌

3,351,913

China

National

Building

Material

Co

Ltd

3,075,569‌

256,700

China

National

Chemical

Engineering

Co

Ltd

330,783‌

493,400

China

National

Nuclear

Power

Co

Ltd

442,160‌

201,200

China

Northern

Rare

Earth

Group

High-Tech

Co

Ltd

868,186‌

1,868,773

China

Oilfield

Services

Ltd

2,265,014‌

1,977,294

China

Overseas

Land

&

Investment

Ltd

5,339,228‌

665,000

China

Overseas

Property

Holdings

Ltd

869,839‌

346,400

China

Pacific

Insurance

Group

Co

Ltd

-

A

1,328,162‌

2,126,419

China

Pacific

Insurance

Group

Co

Ltd

-

H

5,846,516‌

4,296,000

China

Power

International

Development

Ltd

1,846,881‌

1,165,611

China

Railway

Group

Ltd

-

A

985,603‌

3,970,000

China

Railway

Group

Ltd

-

H

2,165,770‌

Portfolio

of

investments

(unaudited)

Emerging

Markets

Equity

Index

Fund

January

31,

2023

213

continued

SHARES

COMPANY

VALUE

CHINA—continued

143,819

China

Railway

Signal

&

Communication

Corp

Ltd

$

103,194‌

1,269,071

China

Resources

Beer

Holdings

Company

Ltd

9,553,918‌

2,157,226

China

Resources

Cement

Holdings

Ltd

1,247,575‌

750,000

China

Resources

Gas

Group

Ltd

3,153,927‌

2,629,555

China

Resources

Land

Ltd

12,602,283‌

45,334

China

Resources

Microelectronics

Ltd

369,844‌

550,607

g

China

Resources

Mixc

Lifestyle

Services

Ltd

3,172,407‌

1,118,846

g

China

Resources

Pharmaceutical

Group

Ltd

842,766‌

1,533,372

China

Resources

Power

Holdings

Co

3,193,939‌

49,425

China

Resources

Sanjiu

Medical

&

Pharmaceutical

Co

Ltd

355,348‌

381,600

China

Shenhua

Energy

Co

Ltd

-

A

1,607,531‌

2,877,000

China

Shenhua

Energy

Co

Ltd

-

H

8,955,006‌

1,066,000

*,e

China

Southern

Airlines

Co

Ltd

708,109‌

454,500

*

China

Southern

Airlines

Co

Ltd

(Class

A)

494,153‌

2,273,010

China

State

Construction

Engineering

Corp

Ltd

1,867,966‌

1,632,000

China

State

Construction

International

Holdings

Ltd

1,954,716‌

1,369,000

China

Three

Gorges

Renewables

Group

Co

Ltd

1,167,844‌

52,763

*,g

China

Tourism

Group

Duty

Free

Corp

Ltd

1,616,687‌

23,716,778

g

China

Tower

Corp

Ltd

2,694,720‌

1,528,500

China

Vanke

Co

Ltd

3,089,862‌

466,900

China

Vanke

Co

Ltd

(Class

A)

1,266,183‌

739,000

China

Yangtze

Power

Co

Ltd

2,276,118‌

18,500

China

Zhenhua

Group

Science

&

Technology

Co

Ltd

311,441‌

1,138,781

China

Zheshang

Bank

Co

Ltd

499,656‌

2,302,000

Chinasoft

International

Ltd

2,023,855‌

18,500

Chongqing

Brewery

Co

Ltd

330,442‌

320,866

Chongqing

Changan

Automobile

Co

Ltd

675,540‌

26,500

Chongqing

Fuling

Zhacai

Group

Co

Ltd

104,843‌

1,349,852

Chongqing

Rural

Commercial

Bank

Co

Ltd

718,214‌

66,800

Chongqing

Zhifei

Biological

Products

Co

Ltd

971,545‌

1,549,033

Chow

Tai

Fook

Jewellery

Group

Ltd

3,315,955‌

4,631,738

Citic

Pacific

Ltd

5,419,932‌

1,749,232

CITIC

Securities

Co

Ltd

4,001,918‌

571,680

CITIC

Securities

Co

Ltd

(Class

A)

1,819,625‌

14,200

CNGR

Advanced

Material

Co

Ltd

163,882‌

130,065

CNNC

Hua

Yuan

Titanium

Dioxide

Co

Ltd

143,902‌

113,600

Contemporary

Amperex

Technology

Co

Ltd

7,879,929‌

1,840,196

COSCO

Pacific

Ltd

1,392,119‌

317,000

COSCO

SHIPPING

Development

Co

Ltd

118,043‌

238,900

COSCO

SHIPPING

Energy

Transportation

Co

Ltd

504,886‌

615,810

COSCO

SHIPPING

Holdings

Co

Ltd

-

A

972,726‌

2,562,300

e

COSCO

SHIPPING

Holdings

Co

Ltd

-

H

2,657,823‌

9,884,496

e

Country

Garden

Holdings

Co

Ltd

3,708,970‌

1,665,000

Country

Garden

Services

Holdings

Co

Ltd

4,501,262‌

188,900

CSC

Financial

Co

Ltd

758,037‌

7,065,489

CSPC

Pharmaceutical

Group

Ltd

8,056,089‌

49,456

Da

An

Gene

Co

Ltd

of

Sun

Yat-Sen

University

116,663‌

21,400

Dajin

Heavy

Industry

Co

Ltd

150,155‌

1,620,000

g

Dali

Foods

Group

Co

Ltd

722,405‌

1,389,900

Dalian

Port

PDA

Co

Ltd

335,860‌

1,109,200

Daqin

Railway

Co

Ltd

1,101,245‌

39,500

*

Daqo

New

Energy

Corp

(ADR)

1,797,645‌

28,800

DaShenLin

Pharmaceutical

Group

Co

Ltd

162,513‌

324,600

*

Datang

International

Power

Generation

Co

Ltd

133,270‌

66,900

DHC

Software

Co

Ltd

61,482‌

34,200

Do-Fluoride

New

Materials

Co

Ltd

187,110‌

56,200

Dong-E-E-Jiao

Co

Ltd

366,874‌

145,100

Dongfang

Electric

Corp

Ltd

461,047‌

2,393,917

Dongfeng

Motor

Group

Co

Ltd

1,427,293‌

231,500

Dongxing

Securities

Co

Ltd

287,029‌

Portfolio

of

investments

(unaudited)

Emerging

Markets

Equity

Index

Fund

January

31,

2023

214

continued

SHARES

COMPANY

VALUE

CHINA—continued

1,204,000

Dongyue

Group

$

1,441,395‌

618,488

East

Money

Information

Co

Ltd

2,072,496‌

18,900

Ecovacs

Robotics

Co

Ltd

244,783‌

634,028

ENN

Energy

Holdings

Ltd

9,552,723‌

115,700

ENN

Natural

Gas

Co

Ltd

309,660‌

95,861

Eve

Energy

Co

Ltd

1,259,253‌

182,800

Everbright

Securities

Co

Ltd

431,684‌

142,860

Fangda

Carbon

New

Material

Co

Ltd

139,534‌

1,007,000

e

Far

East

Horizon

Ltd

909,598‌

93,400

FAW

Jiefang

Group

Co

Ltd

114,057‌

178,400

First

Capital

Securities

Co

Ltd

158,906‌

341,000

Flat

Glass

Group

Co

Ltd

1,067,611‌

55,300

Flat

Glass

Group

Co

Ltd

308,713‌

845,140

Focus

Media

Information

Technology

Co

Ltd

872,157‌

177,104

Foshan

Haitian

Flavouring

&

Food

Co

Ltd

2,086,606‌

2,145,452

Fosun

International

1,991,935‌

431,400

Foxconn

Industrial

Internet

Co

Ltd

608,726‌

12,000

Fu

Jian

Anjoy

Foods

Co

Ltd

283,721‌

68,400

Fujian

Sunner

Development

Co

Ltd

249,182‌

89,400

Fuyao

Glass

Industry

Group

Co

Ltd

-

A

518,086‌

517,698

g

Fuyao

Glass

Industry

Group

Co

Ltd

-

H

2,547,880‌

70,440

Ganfeng

Lithium

Co

Ltd

828,375‌

301,320

g

Ganfeng

Lithium

Co

Ltd

2,752,010‌

27,100

Gaona

Aero

Material

Co

Ltd

180,763‌

5,000

G-bits

Network

Technology

Xiamen

Co

Ltd

262,330‌

16,191,795

*

GCL

Poly

Energy

Holdings

Ltd

4,483,980‌

286,300

*

GCL

System

Integration

Technology

Co

Ltd

137,628‌

1,118,283

GD

Power

Development

Co

Ltd

658,507‌

604,100

*

GDS

Holdings

Ltd

1,761,620‌

4,534,828

Geely

Automobile

Holdings

Ltd

7,356,849‌

268,600

GEM

Co

Ltd

318,512‌

300,600

Gemdale

Corp

440,259‌

932,000

*

Genscript

Biotech

Corp

3,158,098‌

924,600

GF

Securities

Co

Ltd

1,514,096‌

293,100

GF

Securities

Co

Ltd

(Class

A)

758,590‌

27,468

Gigadevice

Semiconductor

Beijing,

Inc

468,591‌

18,750

*

Ginlong

Technologies

Co

Ltd

511,036‌

136,500

GoerTek,

Inc

419,654‌

5,218

GoodWe

Technologies

Co

Ltd

315,783‌

70,200

Gotion

High-tech

Co

Ltd

339,084‌

2,405,266

e

Great

Wall

Motor

Co

Ltd

3,396,119‌

131,400

Great

Wall

Motor

Co

Ltd

605,776‌

181,900

Gree

Electric

Appliances,

Inc

of

Zhuhai

934,840‌

744,500

Greentown

China

Holdings

Ltd

1,097,670‌

1,329,305

Greentown

Service

Group

Co

Ltd

970,468‌

51,700

GRG

Banking

Equipment

Co

Ltd

78,026‌

83,900

Guangdong

Haid

Group

Co

Ltd

775,009‌

128,400

Guangdong

HEC

Technology

Holding

Co

Ltd

183,759‌

2,596,000

Guangdong

Investments

Ltd

2,820,343‌

15,400

Guangdong

Kinlong

Hardware

Products

Co

Ltd

226,844‌

317,687

Guanghui

Energy

Co

Ltd

482,803‌

222,800

Guangzhou

Automobile

Group

Co

Ltd

388,943‌

2,394,851

Guangzhou

Automobile

Group

Co

Ltd

-

H

1,722,931‌

42,100

Guangzhou

Baiyunshan

Pharmaceutical

Holdings

Co

Ltd

188,999‌

22,800

Guangzhou

Great

Power

Energy

&

Technology

Co

Ltd

257,565‌

41,100

Guangzhou

Haige

Communications

Group,

Inc

Co

53,462‌

25,700

Guangzhou

Kingmed

Diagnostics

Group

Co

Ltd

320,989‌

36,672

Guangzhou

Shiyuan

Electronic

Technology

Co

Ltd

342,776‌

86,900

Guangzhou

Tinci

Materials

Technology

Co

Ltd

635,300‌

246,307

Guangzhou

Yuexiu

Financial

Holdings

Group

Co

Ltd

242,136‌

Portfolio

of

investments

(unaudited)

Emerging

Markets

Equity

Index

Fund

January

31,

2023

215

continued

SHARES

COMPANY

VALUE

CHINA—continued

122,100

Guolian

Securities

Co

Ltd

$

218,662‌

280,600

Guosen

Securities

Co

Ltd

390,662‌

365,300

Guotai

Junan

Securities

Co

Ltd

773,905‌

339,630

Guoyuan

Securities

Co

Ltd

357,912‌

2,503,152

*,g

Haichang

Ocean

Park

Holdings

Ltd

591,238‌

953,000

e,g

Haidilao

International

Holding

Ltd

2,598,557‌

1,827,600

Haier

Smart

Home

Co

Ltd

6,740,405‌

285,400

Haier

Smart

Home

Co

Ltd

1,090,699‌

491,000

Haitian

International

Holdings

Ltd

1,506,856‌

2,372,000

Haitong

Securities

Co

Ltd

1,636,265‌

394,700

Haitong

Securities

Co

Ltd

(Class

A)

547,149‌

157,300

Hangzhou

Binjiang

Real

Estate

Group

Co

Ltd

247,971‌

21,700

Hangzhou

Chang

Chuan

Technology

Co

Ltd

139,289‌

57,036

Hangzhou

First

Applied

Material

Co

Ltd

636,863‌

27,700

Hangzhou

Lion

Electronics

Co

Ltd

191,843‌

32,700

Hangzhou

Oxygen

Plant

Group

Co

Ltd

186,538‌

44,600

Hangzhou

Robam

Appliances

Co

Ltd

198,772‌

46,500

Hangzhou

Silan

Microelectronics

Co

Ltd

244,408‌

16,000

Hangzhou

Tigermed

Consulting

Co

Ltd

-

A

276,594‌

90,100

g

Hangzhou

Tigermed

Consulting

Co

Ltd

-

H

1,181,902‌

990,000

g

Hansoh

Pharmaceutical

Group

Co

Ltd

2,026,244‌

181,300

Heilongjiang

Agriculture

Co

Ltd

380,091‌

114,500

Henan

Shenhuo

Coal

&

Power

Co

Ltd

298,639‌

188,000

Henan

Shuanghui

Investment

&

Development

Co

Ltd

710,978‌

518,500

Hengan

International

Group

Co

Ltd

2,550,687‌

77,700

Hengdian

Group

DMEGC

Magnetics

Co

Ltd

257,027‌

273,320

Hengli

Petrochemical

Co

Ltd

710,634‌

3,214,904

*,e

HengTen

Networks

Group

Ltd

859,609‌

127,300

Hengtong

Optic-electric

Co

Ltd

293,028‌

354,660

Hengyi

Petrochemical

Co

Ltd

410,564‌

768,900

Hesteel

Co

Ltd

274,959‌

20,000

Hithink

RoyalFlush

Information

Network

Co

Ltd

351,211‌

24,340

Hongfa

Technology

Co

Ltd

135,362‌

26,600

Hoshine

Silicon

Industry

Co

Ltd

367,806‌

469,051

*,g

Hua

Hong

Semiconductor

Ltd

1,813,727‌

408,000

Huadian

Power

International

Corp

Ltd

(Class

A)

352,484‌

97,400

Huadong

Medicine

Co

Ltd

685,435‌

146,400

Huafon

Chemical

Co

Ltd

165,013‌

28,600

Huagong

Tech

Co

Ltd

79,677‌

124,500

Huaibei

Mining

Holdings

Co

Ltd

248,139‌

57,720

Hualan

Biological

Engineering,

Inc

191,130‌

469,900

Huaneng

Power

International,

Inc

-

A

521,867‌

3,297,110

e

Huaneng

Power

International,

Inc

-

H

1,609,779‌

1,372,200

g

Huatai

Securities

Co

Ltd

1,776,750‌

216,000

Huatai

Securities

Co

Ltd

(Class

A)

416,142‌

135,500

Huaxi

Securities

Co

Ltd

164,291‌

1,282,319

Huaxia

Bank

Co

Ltd

990,489‌

122,700

Huaxin

Cement

Co

Ltd

297,504‌

154,873

Huayu

Automotive

Systems

Co

Ltd

419,089‌

155,306

Huazhu

Group

Ltd

(ADR)

7,373,929‌

28,400

Hubei

Feilihua

Quartz

Glass

Co

Ltd

219,001‌

35,200

Hubei

Jumpcan

Pharmaceutical

Co

Ltd

152,592‌

47,800

Hubei

Xingfa

Chemicals

Group

Co

Ltd

230,816‌

24,100

Huizhou

Desay

Sv

Automotive

Co

Ltd

470,479‌

93,600

Humanwell

Healthcare

Group

Co

Ltd

368,857‌

389,400

Hunan

Valin

Steel

Co

Ltd

286,932‌

66,696

Hundsun

Technologies,

Inc

467,666‌

266,000

*,e,g

Hygeia

Healthcare

Holdings

Co

Ltd

2,111,141‌

108,200

Iflytek

Co

Ltd

651,733‌

10,900

Imeik

Technology

Development

Co

Ltd

963,877‌

2,578,105

Industrial

&

Commercial

Bank

of

China

Ltd

-

A

1,649,943‌

Portfolio

of

investments

(unaudited)

Emerging

Markets

Equity

Index

Fund

January

31,

2023

216

continued

SHARES

COMPANY

VALUE

CHINA—continued

46,295,777

Industrial

&

Commercial

Bank

of

China

Ltd

-

H

$

24,764,478‌

1,010,700

Industrial

Bank

Co

Ltd

2,645,020‌

376,480

Industrial

Securities

Co

Ltd

385,756‌

22,800

Ingenic

Semiconductor

Co

Ltd

264,000‌

1,909,400

Inner

Mongolia

BaoTou

Steel

Union

Co

Ltd

578,690‌

140,900

Inner

Mongolia

Dian

Tou

Energy

Corp

Ltd

275,848‌

49,980

Inner

Mongolia

ERDOS

Resources

Co

Ltd

124,397‌

343,300

Inner

Mongolia

Junzheng

Energy

&

Chemical

Industry

Group

Co

Ltd

225,601‌

373,800

Inner

Mongolia

Yili

Industrial

Group

Co

Ltd

1,806,103‌

859,600

Inner

Mongolia

Yitai

Coal

Co

1,291,951‌

186,500

Inner

Mongolia

Yuan

Xing

Energy

Co

Ltd

248,205‌

816,237

*,g

Innovent

Biologics,

Inc

4,445,595‌

46,000

Inspur

Electronic

Information

Industry

Co

Ltd

161,851‌

233,585

*

IQIYI,

Inc

(ADR)

1,565,020‌

2,716

iRay

Technology

Co

Ltd

188,233‌

114,060

JA

Solar

Technology

Co

Ltd

1,117,703‌

30,740

Jafron

Biomedical

Co

Ltd

153,971‌

23,660

Jason

Furniture

Hangzhou

Co

Ltd

149,794‌

901,149

*,g

JD

Health

International,

Inc

7,483,440‌

1,687,284

JD.com,

Inc

50,101,118‌

183,800

Jiangsu

Eastern

Shenghong

Co

Ltd

426,704‌

1,108,000

Jiangsu

Express

1,091,247‌

63,456

Jiangsu

Hengli

Hydraulic

Co

Ltd

616,049‌

300,519

Jiangsu

Hengrui

Medicine

Co

Ltd

1,882,543‌

54,400

Jiangsu

King's

Luck

Brewery

JSC

Ltd

466,897‌

72,700

Jiangsu

Yanghe

Brewery

Joint-Stock

Co

Ltd

1,896,536‌

8,500

Jiangsu

Yangnong

Chemical

Co

Ltd

139,194‌

28,500

Jiangsu

Yoke

Technology

Co

Ltd

220,848‌

26,000

Jiangsu

Yuyue

Medical

Equipment

&

Supply

Co

Ltd

115,667‌

157,000

Jiangsu

Zhongtian

Technology

Co

Ltd

381,692‌

646,000

Jiangxi

Copper

Co

Ltd

1,112,447‌

100,300

Jiangxi

Copper

Co

Ltd

(Class

A)

290,246‌

68,300

*

Jiangxi

Special

Electric

Motor

Co

Ltd

197,499‌

13,800

JiuGui

Liquor

Co

Ltd

288,358‌

628,000

e,g

Jiumaojiu

International

Holdings

Ltd

1,609,049‌

266,200

Jizhong

Energy

Resources

Co

Ltd

260,189‌

49,000

Joincare

Pharmaceutical

Group

Industry

Co

Ltd

85,486‌

17,416

Joinn

Laboratories

China

Co

Ltd

164,619‌

68,726

Jointown

Pharmaceutical

Group

Co

Ltd

138,132‌

51,500

Jonjee

Hi-Tech

Industrial

And

Commercial

Holding

Co

Ltd

276,534‌

27,404

JOYY,

Inc

(ADR)

977,775‌

30,900

Juewei

Food

Co

Ltd

244,486‌

145,400

*

Kanzhun

Ltd

(ADR)

3,531,766‌

526,494

*

KE

Holdings,

Inc

(ADR)

9,655,900‌

73,400

Keda

Industrial

Group

Co

Ltd

175,057‌

587,881

Kingboard

Chemical

Holdings

Ltd

2,401,398‌

2,066,000

*

Kingdee

International

Software

Group

Co

Ltd

4,509,066‌

761,400

Kingsoft

Corp

Ltd

2,803,505‌

315,707

*,e,g

Koolearn

Technology

Holding

Ltd

2,564,256‌

1,405,501

*,g

Kuaishou

Technology

12,366,733‌

98,000

Kuang-Chi

Technologies

Co

Ltd

267,458‌

59,143

Kweichow

Moutai

Co

Ltd

16,215,231‌

5,913,856

Lenovo

Group

Ltd

4,743,320‌

202,900

Lens

Technology

Co

Ltd

400,690‌

50,700

Lepu

Medical

Technology

Beijing

Co

Ltd

167,777‌

881,210

*,e

Li

Auto,

Inc

10,782,687‌

1,860,500

Li

Ning

Co

Ltd

18,392,278‌

216,700

*

Lingyi

iTech

Guangdong

Co

172,677‌

22,100

Livzon

Pharmaceutical

Group,

Inc

111,101‌

139,300

Lomon

Billions

Group

Co

Ltd

431,121‌

Portfolio

of

investments

(unaudited)

Emerging

Markets

Equity

Index

Fund

January

31,

2023

217

continued

SHARES

COMPANY

VALUE

CHINA—continued

1,504,000

e,g

Longfor

Properties

Co

Ltd

$

4,969,383‌

369,224

LONGi

Green

Energy

Technology

Co

Ltd

2,646,757‌

518,438

Lufax

Holding

Ltd

(ADR)

1,581,236‌

11,220

Luoyang

Xinqianglian

Slewing

Bearing

Co

Ltd

105,879‌

128,700

Luxi

Chemical

Group

Co

Ltd

256,397‌

332,053

Luxshare

Precision

Industry

Co

Ltd

1,608,049‌

68,900

Luzhou

Laojiao

Co

Ltd

2,428,371‌

108,370

Mango

Excellent

Media

Co

Ltd

491,075‌

20,320

Maxscend

Microelectronics

Co

Ltd

404,732‌

216,928

*

Meinian

Onehealth

Healthcare

Holdings

Co

Ltd

205,221‌

3,935,629

*,g,h

Meituan

Dianping

(Class

B)

87,984,436‌

704,000

Metallurgical

Corp

of

China

Ltd

352,082‌

489,300

e

Microport

Scientific

Corp

1,535,337‌

116,800

Ming

Yang

Smart

Energy

Group

Ltd

483,359‌

642,000

Minth

Group

Ltd

1,884,271‌

64,976

Montage

Technology

Co

Ltd

534,964‌

260,084

Muyuan

Foodstuff

Co

Ltd

1,926,023‌

100,594

Nanjing

King-Friend

Biochemical

Pharmaceutical

Co

Ltd

283,742‌

299,856

NARI

Technology

Co

Ltd

1,175,041‌

23,800

NAURA

Technology

Group

Co

Ltd

830,788‌

124,400

NavInfo

Co

Ltd

221,660‌

1,546,119

NetEase,

Inc

27,431,418‌

104,200

New

China

Life

Insurance

Co

Ltd

-

A

481,239‌

738,500

New

China

Life

insurance

Co

Ltd

-

H

1,980,628‌

264,900

*

New

Hope

Liuhe

Co

Ltd

514,880‌

1,172,727

*

New

Oriental

Education

&

Technology

Group,

Inc

4,978,013‌

78,600

Ninestar

Corp

598,316‌

12,200

Ningbo

Deye

Technology

Co

Ltd

632,045‌

105,200

Ningbo

Joyson

Electronic

Corp

249,622‌

37,700

Ningbo

Orient

Wires

&

Cables

Co

Ltd

359,627‌

19,852

Ningbo

Ronbay

New

Energy

Technology

Co

Ltd

232,697‌

95,200

Ningbo

Shanshan

Co

Ltd

276,807‌

47,800

Ningbo

Tuopu

Group

Co

Ltd

506,453‌

256,800

Ningxia

Baofeng

Energy

Group

Co

Ltd

510,367‌

1,075,134

*

NIO,

Inc

(ADR)

12,976,867‌

1,421,700

g

Nongfu

Spring

Co

Ltd

8,047,966‌

76,700

North

Industries

Group

Red

Arrow

Co

Ltd

260,821‌

207,326

Offshore

Oil

Engineering

Co

Ltd

204,792‌

132,800

*

OFILM

Group

Co

Ltd

99,343‌

27,740

Oppein

Home

Group,

Inc

517,509‌

295,680

Orient

Securities

Co

Ltd

475,792‌

27,600

Ovctek

China,

Inc

151,910‌

384,500

*

Pangang

Group

Vanadium

Titanium

&

Resources

Co

Ltd

297,063‌

8,286,220

People's

Insurance

Co

Group

of

China

Ltd

2,793,489‌

401,000

People's

Insurance

Co

Group

of

China

Ltd

(Class

A)

306,352‌

96,150

Perfect

World

Co

Ltd

200,551‌

37,200

Pharmaron

Beijing

Co

Ltd

-

A

409,883‌

177,900

g

Pharmaron

Beijing

Co

Ltd

-

H

1,303,992‌

5,818,306

PICC

Property

&

Casualty

Co

Ltd

5,470,091‌

398,194

*

Pinduoduo,

Inc

(ADR)

39,015,048‌

980,700

Ping

An

Bank

Co

Ltd

2,185,955‌

403,500

*,e,g

Ping

An

Healthcare

and

Technology

Co

Ltd

1,068,467‌

5,022,192

Ping

An

Insurance

Group

Co

of

China

Ltd

39,010,890‌

531,900

Ping

An

Insurance

Group

Co

of

China

Ltd

(Class

A)

4,032,182‌

162,400

Pingdingshan

Tianan

Coal

Mining

Co

Ltd

271,541‌

706,700

Poly

Real

Estate

Group

Co

Ltd

1,646,752‌

437,275

e,g

Pop

Mart

International

Group

Ltd

1,417,877‌

20,900

Porton

Pharma

Solutions

Ltd

146,948‌

1,823,878

Postal

Savings

Bank

of

China

Co

Ltd

-

A

1,302,523‌

6,562,000

e,g

Postal

Savings

Bank

of

China

Co

Ltd

-

H

4,465,487‌

Portfolio

of

investments

(unaudited)

Emerging

Markets

Equity

Index

Fund

January

31,

2023

218

continued

SHARES

COMPANY

VALUE

CHINA—continued

715,600

Power

Construction

Corp

of

China

Ltd

$

745,492‌

7,280

Proya

Cosmetics

Co

Ltd

178,156‌

6,408

Pylon

Technologies

Co

Ltd

292,084‌

264,300

*

Qinghai

Salt

Lake

Industry

Co

Ltd

983,477‌

10,827

Raytron

Technology

Co

Ltd

70,943‌

31,300

Riyue

Heavy

Industry

Co

Ltd

111,559‌

465,500

Rongsheng

Petro

Chemical

Co

Ltd

915,088‌

356,400

SAIC

Motor

Corp

Ltd

795,065‌

74,800

Sailun

Group

Co

Ltd

111,154‌

13,000

Sangfor

Technologies,

Inc

291,529‌

902,000

Sany

Heavy

Equipment

International

911,201‌

383,400

Sany

Heavy

Industry

Co

Ltd

997,395‌

368,160

Sealand

Securities

Co

Ltd

193,382‌

111,100

Seazen

Holdings

Co

Ltd

351,359‌

221,100

SF

Holding

Co

Ltd

1,929,824‌

13,575

SG

Micro

Corp

359,261‌

495,671

Shaanxi

Coal

Industry

Co

Ltd

1,437,399‌

181,900

Shan

XI

Hua

Yang

Group

New

Energy

Co

Ltd

424,009‌

73,690

Shandong

Buchang

Pharmaceuticals

Co

Ltd

209,646‌

200,845

Shandong

Gold

Mining

Co

Ltd

-

A

590,358‌

589,124

g

Shandong

Gold

Mining

Co

Ltd

-

H

1,136,172‌

117,100

Shandong

Hualu

Hengsheng

Chemical

Co

Ltd

587,361‌

44,800

Shandong

Linglong

Tyre

Co

Ltd

146,547‌

673,600

Shandong

Nanshan

Aluminum

Co

Ltd

361,351‌

203,900

Shandong

Sun

Paper

Industry

JSC

Ltd

337,820‌

10,200

Shandong

Weifang

Rainbow

Chemical

Co

Ltd

123,853‌

1,992,990

Shandong

Weigao

Group

Medical

Polymer

Co

Ltd

3,313,106‌

65,780

Shanghai

Bairun

Investment

Holding

Group

Co

Ltd

354,575‌

62,790

Shanghai

Baosight

Software

Co

Ltd

465,881‌

436,085

Shanghai

Baosight

Software

Co

Ltd

1,366,829‌

421,400

Shanghai

Construction

Group

Co

Ltd

164,191‌

457,900

Shanghai

Electric

Group

Co

Ltd

277,722‌

127,300

Shanghai

Electric

Power

Co

Ltd

190,402‌

123,800

Shanghai

Fosun

Pharmaceutical

Group

Co

Ltd

-

A

626,082‌

395,985

Shanghai

Fosun

Pharmaceutical

Group

Co

Ltd

-

H

1,276,827‌

2,991

Shanghai

Friendess

Electronic

Technology

Corp

Ltd

94,057‌

22,600

Shanghai

Fudan

Microelectronics

Group

Co

Ltd

227,485‌

226,580

Shanghai

Fudan

Microelectronics

Group

Co

Ltd

944,463‌

72,400

*

Shanghai

International

Airport

Co

Ltd

650,425‌

451,300

Shanghai

International

Port

Group

Co

Ltd

357,036‌

56,400

Shanghai

Jinjiang

International

Hotels

Development

Co

Ltd

481,618‌

47,210

*

Shanghai

Junshi

Biosciences

Co

Ltd

401,944‌

174,232

Shanghai

Lingang

Holdings

Corp

Ltd

318,053‌

1,038,379

Shanghai

Lujiazui

Finance

&

Trade

Zone

Development

Co

Ltd

832,149‌

60,200

Shanghai

M&G

Stationery,

Inc

479,242‌

3,386

Shanghai

Medicilon,

Inc

105,208‌

137,200

Shanghai

Pharmaceuticals

Holding

Co

Ltd

-

A

379,991‌

656,841

Shanghai

Pharmaceuticals

Holding

Co

Ltd

-

H

1,158,139‌

1,406,500

Shanghai

Pudong

Development

Bank

Co

Ltd

1,536,851‌

68,540

Shanghai

Putailai

New

Energy

Technology

Co

Ltd

562,783‌

186,000

Shanghai

RAAS

Blood

Products

Co

Ltd

171,219‌

203,200

Shanghai

Rural

Commercial

Bank

Co

Ltd

178,011‌

228,100

Shanghai

Yuyuan

Tourist

Mart

Group

Co

Ltd

267,571‌

204,600

Shanxi

Lu'an

Environmental

Energy

Development

Co

Ltd

601,193‌

237,700

Shanxi

Meijin

Energy

Co

Ltd

339,544‌

173,160

Shanxi

Securities

Co

Ltd

152,130‌

281,100

Shanxi

Taigang

Stainless

Steel

Co

Ltd

191,622‌

59,220

Shanxi

Xinghuacun

Fen

Wine

Factory

Co

Ltd

2,563,843‌

221,270

Shanxi

Xishan

Coal

&

Electricity

Power

Co

Ltd

386,673‌

Portfolio

of

investments

(unaudited)

Emerging

Markets

Equity

Index

Fund

January

31,

2023

219

continued

SHARES

COMPANY

VALUE

CHINA—continued

175,800

Shenghe

Resources

Holding

Co

Ltd

$

428,963‌

161,300

Shengyi

Technology

Co

Ltd

386,600‌

11,760

Shennan

Circuits

Co

Ltd

133,292‌

1,055,300

Shenwan

Hongyuan

Group

Co

Ltd

649,855‌

30,780

Shenzhen

Capchem

Technology

Co

Ltd

223,925‌

8,300

Shenzhen

Dynanonic

Co

Ltd

331,669‌

216,600

Shenzhen

Energy

Group

Co

Ltd

198,793‌

134,127

Shenzhen

Inovance

Technology

Co

Ltd

1,419,244‌

1,081,738

Shenzhen

International

Holdings

Ltd

1,055,393‌

53,020

Shenzhen

Kangtai

Biological

Products

Co

Ltd

289,363‌

8,900

Shenzhen

Kedali

Industry

Co

Ltd

199,409‌

31,300

Shenzhen

Kstar

Science

And

Technology

Co

Ltd

270,066‌

57,700

Shenzhen

Mindray

Bio-Medical

Electronics

Co

Ltd

2,852,700‌

44,500

Shenzhen

New

Industries

Biomedical

Engineering

Co

Ltd

364,139‌

392,100

Shenzhen

Overseas

Chinese

Town

Co

Ltd

312,462‌

50,500

Shenzhen

Salubris

Pharmaceuticals

Co

Ltd

271,324‌

15,400

Shenzhen

SC

New

Energy

Technology

Corp

282,111‌

50,045

Shenzhen

Senior

Technology

Material

Co

Ltd

173,299‌

26,400

Shenzhen

Sunlord

Electronics

Co

Ltd

112,411‌

25,428

Shenzhen

Transsion

Holdings

Co

Ltd

322,703‌

661,400

Shenzhou

International

Group

Holdings

Ltd

8,329,417‌

89,680

Shijiazhuang

Yiling

Pharmaceutical

Co

Ltd

386,437‌

1,109,000

*,†,e

Shimao

Property

Holdings

Ltd

466,730‌

172,973

Sichuan

Chuantou

Energy

Co

Ltd

320,970‌

479,100

Sichuan

Hebang

Biotechnology

Co

Ltd

228,510‌

132,500

Sichuan

Kelun

Pharmaceutical

Co

Ltd

533,929‌

132,900

*

Sichuan

New

Energy

Power

Co

Ltd

390,826‌

300,600

Sichuan

Road

&

Bridge

Co

Ltd

522,719‌

21,100

Sichuan

Swellfun

Co

Ltd

255,666‌

49,000

Sichuan

Yahua

Industrial

Group

Co

Ltd

187,911‌

31,900

Sieyuan

Electric

Co

Ltd

206,208‌

254,000

Silergy

Corp

5,168,760‌

70,800

Sinoma

Science

&

Technology

Co

Ltd

261,102‌

21,000

Sinomine

Resource

Group

Co

Ltd

280,165‌

514,583

Sinopec

Shanghai

Petrochemical

Co

Ltd

(Class

A)

244,378‌

1,100,800

Sinopharm

Group

Co

2,698,052‌

18,560

Skshu

Paint

Co

Ltd

341,289‌

1,461,000

e,g

Smoore

International

Holdings

Ltd

2,202,409‌

105,560

Songcheng

Performance

Development

Co

Ltd

227,871‌

261,456

SooChow

Securities

Co

Ltd

275,681‌

131,200

Southwest

Securities

Co

Ltd

77,738‌

7,269

StarPower

Semiconductor

Ltd

341,482‌

2,902,031

*,†,e

Sunac

China

Holdings

Ltd

3,701‌

74,300

Sungrow

Power

Supply

Co

Ltd

1,438,543‌

558,717

Sunny

Optical

Technology

Group

Co

Ltd

7,541,081‌

78,000

Sunwoda

Electronic

Co

Ltd

273,132‌

128,000

Suzhou

Dongshan

Precision

Manufacturing

Co

Ltd

543,978‌

7,840

Suzhou

Maxwell

Technologies

Co

Ltd

516,448‌

28,000

Suzhou

TA&A

Ultra

Clean

Technology

Co

Ltd

264,270‌

350,432

*

TAL

Education

Group

(ADR)

2,561,658‌

200,900

Tangshan

Jidong

Cement

Co

Ltd

258,679‌

191,900

TBEA

Co

Ltd

607,193‌

757,900

TCL

Technology

Group

Corp

472,681‌

4,899,591

Tencent

Holdings

Ltd

238,751,727‌

562,300

*

Tencent

Music

Entertainment

(ADR)

4,717,697‌

20,800

Thunder

Software

Technology

Co

Ltd

339,562‌

23,300

Tianjin

712

Communication

&

Broadcasting

Co

Ltd

122,176‌

149,000

Tianjin

Zhonghuan

Semiconductor

Co

Ltd

939,752‌

72,100

Tianma

Microelectronics

Co

Ltd

100,898‌

76,200

*

Tianqi

Lithium

Corp

1,091,541‌

Portfolio

of

investments

(unaudited)

Emerging

Markets

Equity

Index

Fund

January

31,

2023

220

continued

SHARES

COMPANY

VALUE

CHINA—continued

184,400

Tianshan

Aluminum

Group

Co

Ltd

$

246,932‌

86,500

Tianshui

Huatian

Technology

Co

Ltd

114,647‌

48,943

*

Tibet

Summit

Resources

Co

Ltd

175,998‌

1,592,025

Tingyi

Cayman

Islands

Holding

Corp

2,648,512‌

87,700

Titan

Wind

Energy

Suzhou

Co

Ltd

212,422‌

91,364

Toly

Bread

Co

Ltd

226,667‌

1,006,000

*

Tongcheng-Elong

Holdings

Ltd

2,279,404‌

36,000

TongFu

Microelectronics

Co

Ltd

98,161‌

122,000

Tongkun

Group

Co

Ltd

284,408‌

432,900

Tongling

Nonferrous

Metals

Group

Co

Ltd

224,810‌

231,892

Tongwei

Co

Ltd

1,454,546‌

19,100

*

Topchoice

Medical

Corp

460,803‌

1,674,000

g

Topsports

International

Holdings

Ltd

1,577,348‌

759,661

Travelsky

Technology

Ltd

1,578,996‌

94,675

Trina

Solar

Co

Ltd

1,005,509‌

430,545

*

Trip.com

Group

Ltd

(ADR)

15,826,834‌

498,000

Tsingtao

Brewery

Co

Ltd

4,808,109‌

30,800

Tsingtao

Brewery

Co

Ltd

(Class

A)

462,472‌

34,299

Unigroup

Guoxin

Microelectronics

Co

Ltd

640,565‌

1,090,000

Uni-President

China

Holdings

Ltd

1,048,625‌

109,480

Unisplendour

Corp

Ltd

373,984‌

335,397

*

Vipshop

Holdings

Ltd

(ADR)

5,188,592‌

67,400

Walvax

Biotechnology

Co

Ltd

400,055‌

147,100

Wanhua

Chemical

Group

Co

Ltd

2,110,435‌

4,063,587

Want

Want

China

Holdings

Ltd

2,646,614‌

51,272

*

Weibo

Corp

(ADR)

1,166,438‌

1,661,800

Weichai

Power

Co

Ltd

2,509,462‌

277,000

Weichai

Power

Co

Ltd

(Class

A)

461,185‌

26,200

Weihai

Guangwei

Composites

Co

Ltd

280,406‌

322,360

Wens

Foodstuffs

Group

Co

Ltd

962,959‌

470,300

Western

Securities

Co

Ltd

463,423‌

17,618

Western

Superconducting

Technologies

Co

Ltd

257,220‌

47,790

Will

Semiconductor

Ltd

670,318‌

50,200

Wingtech

Technology

Co

Ltd

437,055‌

2,026,000

Winteam

Pharmaceutical

Group

Ltd

970,679‌

221,200

Wuchan

Zhongda

Group

Co

Ltd

160,829‌

4,200

Wuhan

DR

Laser

Technology

Corp

Ltd

88,510‌

96,745

Wuhan

Guide

Infrared

Co

Ltd

169,142‌

84,800

Wuhu

Shunrong

Sanqi

Interactive

Entertainment

Network

Technology

Co

Ltd

257,136‌

186,700

Wuliangye

Yibin

Co

Ltd

5,809,482‌

48,290

WUS

Printed

Circuit

Kunshan

Co

Ltd

91,319‌

112,404

WuXi

AppTec

Co

Ltd

-

A

1,561,339‌

282,877

g

WuXi

AppTec

Co

Ltd

-

H

3,675,712‌

4,987

Wuxi

Autowell

Technology

Co

Ltd

159,196‌

2,862,301

*,g

Wuxi

Biologics

Cayman,

Inc

23,901,360‌

16,240

Wuxi

Shangji

Automation

Co

Ltd

275,964‌

293,200

XCMG

Construction

Machinery

Co

Ltd

253,170‌

125,536

Xiamen

C

&

D,

Inc

247,175‌

9,000

Xiamen

Faratronic

Co

Ltd

239,631‌

47,100

Xiamen

Tungsten

Co

Ltd

155,129‌

12,061,036

*,g

Xiaomi

Corp

19,951,956‌

158,100

Xinjiang

Goldwind

Science

&

Technology

Co

Ltd

-

A

275,152‌

618,800

Xinjiang

Goldwind

Science

&

Technology

Co

Ltd

-

H

632,220‌

133,200

Xinjiang

Zhongtai

Chemical

Co

Ltd

151,437‌

3,985,780

Xinyi

Solar

Holdings

Ltd

5,185,352‌

671,389

*,e

XPeng,

Inc

3,533,526‌

1,024,234

e

XTEP

International

Holdings

1,365,672‌

1,008,000

g

Yadea

Group

Holdings

Ltd

2,298,096‌

20,400

Yangzhou

Yangjie

Electronic

Technology

Co

Ltd

172,861‌

142,700

Yantai

Jereh

Oilfield

Services

Group

Co

Ltd

686,702‌

Portfolio

of

investments

(unaudited)

Emerging

Markets

Equity

Index

Fund

January

31,

2023

221

continued

SHARES

COMPANY

VALUE

CHINA—continued

1,268,464

e

Yanzhou

Coal

Mining

Co

Ltd

$

4,079,443‌

148,900

Yanzhou

Coal

Mining

Co

Ltd

(Class

A)

758,890‌

49,967

Yealink

Network

Technology

Corp

Ltd

453,173‌

49,908

Yifeng

Pharmacy

Chain

Co

Ltd

420,077‌

368,000

Yihai

International

Holding

Ltd

1,309,513‌

71,500

Yihai

Kerry

Arawana

Holdings

Co

Ltd

474,651‌

125,420

Yintai

Gold

Co

Ltd

232,396‌

18,100

YongXing

Special

Materials

Technology

Co

Ltd

305,573‌

224,999

Yonyou

Network

Technology

Co

Ltd

819,548‌

12,200

*

Youngy

Co

Ltd

206,710‌

155,000

YTO

Express

Group

Co

Ltd

482,588‌

146,200

*

Yuan

Longping

High-tech

Agriculture

Co

Ltd

372,315‌

1,137,227

Yuexiu

Property

Co

Ltd

1,654,333‌

328,718

Yum

China

Holdings,

Inc

20,252,316‌

191,710

Yunda

Holding

Co

Ltd

420,552‌

165,300

Yunnan

Aluminium

Co

Ltd

331,219‌

80,860

Yunnan

Baiyao

Group

Co

Ltd

688,835‌

10,500

Yunnan

Botanee

Bio-Technology

Group

Co

Ltd

218,267‌

48,700

Yunnan

Energy

New

Material

Co

Ltd

1,130,892‌

68,500

Yunnan

Tin

Co

Ltd

154,847‌

90,800

*

Yunnan

Yuntianhua

Co

Ltd

313,093‌

70,685

*

Zai

Lab

Ltd

(ADR)

2,978,666‌

76,600

Zangge

Mining

Co

Ltd

317,692‌

26,695

Zhangzhou

Pientzehuang

Pharmaceutical

Co

Ltd

1,231,629‌

907,141

Zhaojin

Mining

Industry

Co

Ltd

1,043,947‌

133,200

Zhefu

Holding

Group

Co

Ltd

81,374‌

384,700

*

Zhejiang

Century

Huatong

Group

Co

Ltd

226,781‌

568,400

Zhejiang

China

Commodities

City

Group

Co

Ltd

430,174‌

119,716

Zhejiang

Chint

Electrics

Co

Ltd

572,071‌

122,400

Zhejiang

Dahua

Technology

Co

Ltd

230,119‌

30,420

Zhejiang

Dingli

Machinery

Co

Ltd

246,410‌

1,530,414

Zhejiang

Expressway

Co

Ltd

1,321,557‌

39,566

Zhejiang

HangKe

Technology,

Inc

Co

296,611‌

70,730

Zhejiang

Huahai

Pharmaceutical

Co

Ltd

224,533‌

68,828

Zhejiang

Huayou

Cobalt

Co

Ltd

673,502‌

53,700

Zhejiang

Jingsheng

Mechanical

&

Electrical

Co

Ltd

549,251‌

39,600

Zhejiang

Jiuzhou

Pharmaceutical

Co

Ltd

265,131‌

106,800

Zhejiang

Juhua

Co

Ltd

262,462‌

134,164

Zhejiang

NHU

Co

Ltd

387,547‌

133,791

Zhejiang

Satellite

Petrochemical

Co

Ltd

351,684‌

10,398

Zhejiang

Supcon

Technology

Co

Ltd

142,053‌

12,900

Zhejiang

Supor

Co

Ltd

98,859‌

58,370

Zhejiang

Weiming

Environment

Protection

Co

Ltd

168,445‌

118,900

Zhejiang

Weixing

New

Building

Materials

Co

Ltd

403,008‌

13,200

Zhejiang

Wolwo

Bio-Pharmaceutical

Co

Ltd

110,375‌

68,500

Zhejiang

Yongtai

Technology

Co

Ltd

248,382‌

201,800

Zheshang

Securities

Co

Ltd

319,041‌

566,150

*,e,g

ZhongAn

Online

P&C

Insurance

Co

Ltd

1,886,944‌

53,100

Zhongji

Innolight

Co

Ltd

229,497‌

509,500

Zhongsheng

Group

Holdings

Ltd

2,882,846‌

301,900

Zhongtai

Securities

Co

Ltd

309,648‌

27,531

Zhuzhou

CRRC

Times

Electric

Co

Ltd

228,729‌

435,800

Zhuzhou

CSR

Times

Electric

Co

Ltd

2,321,657‌

45,300

Zhuzhou

Hongda

Electronics

Corp

Ltd

321,160‌

140,900

Zhuzhou

Kibing

Group

Co

Ltd

251,239‌

126,700

Zibo

Qixiang

Tengda

Chemical

Co

Ltd

136,309‌

4,569,299

Zijin

Mining

Group

Co

Ltd

7,557,852‌

952,300

Zijin

Mining

Group

Co

Ltd

(Class

A)

1,672,326‌

328,700

Zoomlion

Heavy

Industry

Science

and

Technology

Co

Ltd

-

A

283,706‌

177,500

ZTE

Corp

702,128‌

Portfolio

of

investments

(unaudited)

Emerging

Markets

Equity

Index

Fund

January

31,

2023

222

continued

SHARES

COMPANY

VALUE

CHINA—continued

605,864

ZTE

Corp

(Class

H)

$

1,463,178‌

339,022

ZTO

Express

Cayman,

Inc

(ADR)

9,665,517‌

TOTAL

CHINA

1,783,051,155‌

COLOMBIA

-

0

.1

%

193,872

BanColombia

S.A.

1,743,553‌

352,627

BanColombia

S.A.

(Preference)

2,680,377‌

347,473

Interconexion

Electrica

S.A.

1,416,975‌

TOTAL

COLOMBIA

5,840,905‌

CZECH

REPUBLIC

-

0

.2

%

127,976

CEZ

AS

5,196,056‌

60,562

Komercni

Banka

AS

2,044,052‌

247,245

g

Moneta

Money

Bank

AS

912,776‌

TOTAL

CZECH

REPUBLIC

8,152,884‌

EGYPT

-

0

.1

%

1,990,693

Commercial

International

Bank

3,274,350‌

518,867

Eastern

Tobacco

307,744‌

622,113

*

Egyptian

Financial

Group-Hermes

Holding

391,243‌

TOTAL

EGYPT

3,973,337‌

GREECE

-

0

.3

%

1,805,812

*

Alpha

Bank

AE

2,460,390‌

2,008,930

*

Eurobank

Ergasias

S.A.

2,725,857‌

12,741

*,†

FF

Group

139‌

158,556

Hellenic

Telecommunications

Organization

S.A.

2,499,515‌

86,097

JUMBO

S.A.

1,546,104‌

65,331

Mytilineos

Holdings

S.A.

1,690,118‌

432,944

*

National

Bank

of

Greece

S.A.

2,058,506‌

152,200

OPAP

S.A.

2,285,381‌

187,089

*

Public

Power

Corp

1,490,500‌

36,497

Terna

Energy

S.A.

795,649‌

TOTAL

GREECE

17,552,159‌

HONG

KONG

-

0

.2

%

798,151

Kingboard

Laminates

Holdings

Ltd

973,200‌

1,349,000

Nine

Dragons

Paper

Holdings

Ltd

1,209,318‌

102,406

Orient

Overseas

International

Ltd

1,702,278‌

8,168,331

Sino

Biopharmaceutical

4,753,050‌

295,000

Vinda

International

Holdings

Ltd

814,125‌

TOTAL

HONG

KONG

9,451,971‌

HUNGARY

-

0

.2

%

473,543

MOL

Hungarian

Oil

&

Gas

plc

3,538,849‌

161,100

OTP

Bank

4,854,182‌

79,560

Richter

Gedeon

Rt

1,796,577‌

TOTAL

HUNGARY

10,189,608‌

INDIA

-

12

.9

%

40,130

ABB

Ltd

India

1,396,565‌

219,129

Adani

Enterprises

Ltd

7,991,550‌

221,049

Adani

Gas

Ltd

5,710,583‌

245,365

*

Adani

Green

Energy

Ltd

3,688,125‌

398,497

Adani

Ports

&

Special

Economic

Zone

Ltd

2,993,264‌

591,092

*

Adani

Power

Ltd

1,622,990‌

220,320

*

Adani

Transmissions

Ltd

4,798,402‌

477,604

Ambuja

Cements

Ltd

2,349,708‌

79,837

Apollo

Hospitals

Enterprise

Ltd

4,166,285‌

296,897

Asian

Paints

Ltd

9,914,712‌

56,818

Associated

Cement

Co

Ltd

1,370,203‌

Portfolio

of

investments

(unaudited)

Emerging

Markets

Equity

Index

Fund

January

31,

2023

223

continued

SHARES

COMPANY

VALUE

INDIA—continued

132,093

g

AU

Small

Finance

Bank

Ltd

$

1,004,237‌

208,622

Aurobindo

Pharma

Ltd

1,043,073‌

133,402

*,g

Avenue

Supermarts

Ltd

5,729,829‌

1,774,047

Axis

Bank

Ltd

18,960,528‌

20,755

Bajaj

Auto

Ltd

1,495,118‌

209,115

Bajaj

Finance

Ltd

15,116,597‌

295,800

Bajaj

Finserv

Ltd

4,877,448‌

56,506

Bajaj

Holdings

and

Investment

Ltd

2,642,307‌

61,563

Balkrishna

Industries

Ltd

1,676,015‌

460,278

*,g

Bandhan

Bank

Ltd

1,379,580‌

184,393

Berger

Paints

India

Ltd

1,240,288‌

3,098,689

Bharat

Electronics

Ltd

3,605,450‌

195,413

Bharat

Forge

Ltd

2,093,035‌

789,586

Bharat

Petroleum

Corp

Ltd

3,314,033‌

1,813,228

Bharti

Airtel

Ltd

17,085,521‌

318,471

Biocon

Ltd

916,219‌

83,528

Britannia

Industries

Ltd

4,414,491‌

313,281

Cholamandalam

Investment

and

Finance

Co

Ltd

2,715,311‌

382,924

Cipla

Ltd

4,773,434‌

1,408,776

Coal

India

Ltd

3,888,689‌

93,913

Colgate-Palmolive

India

Ltd

1,668,667‌

216,954

Container

Corp

Of

India

Ltd

1,670,878‌

468,468

Dabur

India

Ltd

3,198,708‌

100,932

Divi

S

Laboratories

Ltd

4,101,094‌

573,058

DLF

Ltd

2,504,283‌

88,214

Dr

Reddy's

Laboratories

Ltd

4,678,342‌

113,032

Eicher

Motors

Ltd

4,518,589‌

1,856,998

GAIL

India

Ltd

2,165,923‌

322,447

*

Godrej

Consumer

Products

Ltd

3,604,558‌

97,718

*

Godrej

Properties

Ltd

1,417,559‌

192,850

Grasim

Industries

Ltd

3,757,977‌

192,809

Havells

India

Ltd

2,791,960‌

844,615

HCL

Technologies

Ltd

11,646,904‌

725,803

g

HDFC

Life

Insurance

Co

Ltd

5,143,538‌

83,922

Hero

Honda

Motors

Ltd

2,841,627‌

1,073,056

Hindalco

Industries

Ltd

6,193,927‌

634,045

Hindustan

Lever

Ltd

20,004,353‌

507,518

Hindustan

Petroleum

Corp

Ltd

1,476,550‌

1,351,227

Housing

Development

Finance

Corp

43,499,251‌

4,033,012

ICICI

Bank

Ltd

41,262,413‌

182,738

g

ICICI

Lombard

General

Insurance

Co

Ltd

2,528,328‌

260,206

g

ICICI

Prudential

Life

Insurance

Co

Ltd

1,441,964‌

648,341

Indian

Hotels

Co

Ltd

2,394,718‌

2,845,198

Indian

Oil

Corp

Ltd

2,846,116‌

170,251

Indian

Railway

Catering

&

Tourism

Corp

Ltd

1,329,804‌

259,941

Indraprastha

Gas

Ltd

1,353,290‌

544,052

Indus

Towers

Ltd

1,021,265‌

55,039

Info

Edge

India

Ltd

2,483,850‌

2,630,690

Infosys

Technologies

Ltd

49,549,813‌

71,179

*,g

InterGlobe

Aviation

Ltd

1,851,091‌

2,479,308

ITC

Ltd

10,699,751‌

346,216

Jindal

Steel

&

Power

Ltd

2,483,482‌

574,306

JSW

Steel

Ltd

5,048,684‌

352,880

Jubilant

Foodworks

Ltd

2,109,840‌

448,407

Kotak

Mahindra

Bank

Ltd

9,520,256‌

98,611

g

Larsen

&

Toubro

Infotech

Ltd

5,299,908‌

552,445

Larsen

&

Toubro

Ltd

14,381,469‌

176,790

Lupin

Ltd

1,594,775‌

702,226

Mahindra

&

Mahindra

Ltd

11,870,125‌

402,469

Marico

Ltd

2,453,445‌

93,620

Maruti

Suzuki

India

Ltd

10,205,676‌

Portfolio

of

investments

(unaudited)

Emerging

Markets

Equity

Index

Fund

January

31,

2023

224

continued

SHARES

COMPANY

VALUE

INDIA—continued

1,524,045

Motherson

Sumi

Systems

Ltd

$

1,411,909‌

65,320

Mphasis

Ltd

1,666,763‌

1,416

MRF

Ltd

1,575,390‌

78,423

Muthoot

Finance

Ltd

1,003,815‌

26,423

Nestle

India

Ltd

6,147,288‌

3,359,830

NTPC

Ltd

7,037,059‌

4,719

Page

Industries

Ltd

2,312,851‌

631,464

Petronet

LNG

Ltd

1,680,930‌

58,104

PI

Industries

Ltd

2,133,746‌

115,334

Pidilite

Industries

Ltd

3,217,607‌

2,683,801

Power

Grid

Corp

of

India

Ltd

7,122,124‌

2,388,241

Reliance

Industries

Ltd

68,894,507‌

171,615

SBI

Cards

&

Payment

Services

Ltd

1,519,873‌

343,863

g

SBI

Life

Insurance

Co

Ltd

5,133,389‌

770,992

Sesa

Sterlite

Ltd

3,150,234‌

8,585

Shree

Cement

Ltd

2,492,592‌

184,100

Shriram

Transport

Finance

Co

Ltd

2,904,298‌

54,647

Siemens

India

Ltd

1,958,494‌

114,752

SRF

Ltd

3,072,190‌

1,375,557

State

Bank

of

India

9,341,455‌

763,975

Sun

Pharmaceutical

Industries

Ltd

9,673,010‌

717,813

Tata

Consultancy

Services

Ltd

29,626,765‌

26,558

Tata

Elxsi

Ltd

2,165,825‌

1,299,464

*

Tata

Motors

Ltd

7,236,857‌

1,097,237

Tata

Power

Co

Ltd

2,866,930‌

5,741,545

*

Tata

Steel

Ltd

8,455,803‌

420,353

Tata

Tea

Ltd

3,753,445‌

450,005

Tech

Mahindra

Ltd

5,618,993‌

255,333

Titan

Industries

Ltd

7,447,268‌

77,256

Torrent

Pharmaceuticals

Ltd

1,438,758‌

130,018

Trent

Ltd

1,906,789‌

81,276

Tube

Investments

of

India

Ltd

2,602,782‌

147,450

TVS

Motor

Co

Ltd

1,874,598‌

77,539

Ultra

Tech

Cement

Ltd

6,730,798‌

225,548

*

United

Spirits

Ltd

2,124,382‌

383,500

UPL

Ltd

3,556,957‌

174,183

Varun

Beverages

Ltd

2,446,296‌

1,057,137

Wipro

Ltd

5,176,498‌

9,035,620

*

Yes

Bank

Ltd

1,911,586‌

1,962,782

*

Zomato

Ltd

1,202,731‌

TOTAL

INDIA

696,181,926‌

INDONESIA

-

1

.8

%

12,388,954

Adaro

Energy

Tbk

2,454,812‌

16,193,854

Astra

International

Tbk

PT

6,505,911‌

42,165,229

Bank

Central

Asia

Tbk

PT

23,929,145‌

3,490,600

*

Bank

Jago

Tbk

PT

751,569‌

53,641,950

Bank

Rakyat

Indonesia

16,450,260‌

1,733,941

Indofood

CBP

Sukses

Makmur

Tbk

1,169,172‌

18,221,200

Kalbe

Farma

Tbk

PT

2,508,685‌

9,310,328

*

Merdeka

Copper

Gold

Tbk

PT

2,948,584‌

6,042,700

PT

Aneka

Tambang

Tbk

936,311‌

14,765,539

PT

Bank

Mandiri

Persero

Tbk

9,838,811‌

5,735,459

PT

Bank

Negara

Indonesia

3,515,784‌

20,491,576

PT

Barito

Pacific

Tbk

1,130,027‌

5,324,700

PT

Charoen

Pokphand

Indonesia

Tbk

2,071,455‌

2,024,705

PT

Indah

Kiat

Pulp

and

Paper

Corp

Tbk

1,128,307‌

3,164,570

PT

Indofood

Sukses

Makmur

Tbk

1,422,156‌

2,846,604

PT

Semen

Gresik

Persero

Tbk

1,410,112‌

14,523,400

PT

Sumber

Alfaria

Trijaya

Tbk

2,745,392‌

6,683,945

PT

Unilever

Indonesia

Tbk

2,080,588‌

Portfolio

of

investments

(unaudited)

Emerging

Markets

Equity

Index

Fund

January

31,

2023

225

continued

SHARES

COMPANY

VALUE

INDONESIA—continued

1,398,273

PT

United

Tractors

Tbk

$

2,295,623‌

1,715,786

*

PT

Vale

Indonesia

Tbk

855,648‌

16,603,000

Sarana

Menara

Nusantara

Tbk

PT

1,243,496‌

41,527,583

Telkom

Indonesia

Persero

Tbk

PT

10,732,081‌

TOTAL

INDONESIA

98,123,929‌

KOREA,

REPUBLIC

OF

-

11

.8

%

23,108

*

Amorepacific

Corp

2,746,769‌

7,226

*

BGF

retail

Co

Ltd

1,095,246‌

64,881

Celltrion

Healthcare

Co

Ltd

3,036,460‌

12,811

*

Celltrion

Pharm

Inc

668,788‌

80,816

Celltrion,

Inc

10,666,193‌

49,919

Cheil

Communications,

Inc

892,090‌

6,266

CJ

CheilJedang

Corp

1,757,987‌

12,491

*

CJ

Corp

837,376‌

42,213

*

Coway

Co

Ltd

1,914,290‌

34,563

*

Dongbu

Insurance

Co

Ltd

1,841,907‌

41,014

Doosan

Bobcat,

Inc

1,163,904‌

333,330

*

Doosan

Heavy

Industries

and

Construction

Co

Ltd

4,558,190‌

37,803

Ecopro

BM

Co

Ltd

3,086,482‌

16,802

E-Mart

Co

Ltd

1,427,944‌

13,415

*

F&F

Co

Ltd

1,664,177‌

40,038

GS

Holdings

Corp

1,438,679‌

233,641

Hana

Financial

Group,

Inc

9,281,906‌

57,116

*

Hankook

Tire

Co

Ltd

1,507,280‌

5,770

*

Hanmi

Pharm

Co

Ltd

1,205,459‌

140,900

Hanon

Systems

1,051,141‌

93,545

*

Hanwha

Chemical

Corp

3,466,707‌

85,726

*

HLB,

Inc

2,133,057‌

16,145

*

Honam

Petrochemical

Corp

2,330,967‌

25,858

Hotel

Shilla

Co

Ltd

1,671,026‌

14,289

*

HYBE

Co

Ltd

2,248,126‌

428,361

Hynix

Semiconductor,

Inc

30,989,275‌

63,742

*

Hyundai

Engineering

&

Construction

Co

Ltd

1,981,698‌

14,460

Hyundai

Glovis

Co

Ltd

1,956,905‌

32,416

*

Hyundai

Heavy

Industries

2,105,344‌

14,136

*

Hyundai

Heavy

Industries

Co

Ltd

1,283,166‌

195,912

*

Hyundai

Merchant

Marine

Co

Ltd

3,484,017‌

18,721

*

Hyundai

Mipo

Dockyard

1,229,416‌

47,574

Hyundai

Mobis

7,954,709‌

108,912

Hyundai

Motor

Co

14,847,034‌

28,720

Hyundai

Motor

Co

Ltd

(2nd

Preference)

2,011,227‌

18,335

Hyundai

Motor

Co

Ltd

(Preference)

1,283,198‌

39,907

Hyundai

Robotics

Co

Ltd

1,983,749‌

74,339

Hyundai

Steel

Co

2,076,524‌

15,233

*

Iljin

Materials

Co

Ltd

783,284‌

185,427

Industrial

Bank

of

Korea

1,547,611‌

244,299

Kakao

Corp

12,297,348‌

25,317

*

Kakao

Games

Corp

962,496‌

105,830

*

KakaoBank

Corp

2,348,117‌

71,780

*

Kangwon

Land,

Inc

1,375,440‌

305,502

KB

Financial

Group,

Inc

13,922,455‌

207,114

Kia

Motors

Corp

11,283,967‌

59,052

*

Korea

Aerospace

Industries

Ltd

2,317,171‌

204,680

Korea

Electric

Power

Corp

3,304,606‌

26,522

*

Korea

Investment

Holdings

Co

Ltd

1,353,409‌

15,493

*

Korea

Kumho

Petrochemical

1,863,422‌

6,987

*

Korea

Zinc

Co

Ltd

3,077,316‌

129,302

*

Korean

Air

Lines

Co

Ltd

2,558,397‌

22,250

*,e,g

Krafton,

Inc

3,267,863‌

86,807

KT&G

Corp

6,511,524‌

Portfolio

of

investments

(unaudited)

Emerging

Markets

Equity

Index

Fund

January

31,

2023

226

continued

SHARES

COMPANY

VALUE

KOREA,

REPUBLIC

OF—continued

17,907

L&F

Co

Ltd

$

3,023,036‌

39,051

LG

Chem

Ltd

22,040,500‌

6,131

LG

Chem

Ltd

(Preference)

1,526,705‌

75,125

*

LG

Corp

5,059,233‌

184,414

e

LG

Display

Co

Ltd

2,053,480‌

85,563

LG

Electronics,

Inc

7,010,993‌

27,231

*,e

LG

Energy

Solution

11,582,709‌

7,496

LG

Household

&

Health

Care

Ltd

4,544,514‌

11,674

LG

Innotek

Co

Ltd

2,600,838‌

171,327

LG

Telecom

Ltd

1,549,351‌

9,410

*

Lotte

Shopping

Co

Ltd

721,145‌

28,085

*,†

Meritz

Fire

&

Marine

Insurance

Co

Ltd

1,178,842‌

156,669

*

Meritz

Securities

Co

Ltd

817,847‌

245,855

*

Mirae

Asset

Daewoo

Co

Ltd

1,364,832‌

102,674

Naver

Corp

17,056,782‌

13,251

*

NCsoft

4,904,609‌

18,070

*,g

Netmarble

Corp

900,045‌

17,158

*

Orion

Corp/Republic

of

Korea

1,736,750‌

209,212

*

Pan

Ocean

Co

Ltd

1,030,582‌

21,839

*

Pearl

Abyss

Corp

809,445‌

62,210

POSCO

15,286,657‌

21,808

POSCO

Refractories

&

Environment

Co

Ltd

3,997,393‌

14,878

S1

Corp

(Korea)

696,122‌

13,554

*,g

Samsung

Biologics

Co

Ltd

8,751,549‌

62,457

*

Samsung

C&T

Corp

6,032,187‌

44,129

Samsung

Electro-Mechanics

Co

Ltd

5,153,957‌

3,747,458

Samsung

Electronics

Co

Ltd

186,661,741‌

646,303

Samsung

Electronics

Co

Ltd

(Preference)

29,002,246‌

115,217

*

Samsung

Engineering

Co

Ltd

2,431,546‌

25,031

Samsung

Fire

&

Marine

Insurance

Co

Ltd

4,127,274‌

482,512

*

Samsung

Heavy

Industries

Co

Ltd

2,280,252‌

62,433

Samsung

Life

Insurance

Co

Ltd

3,594,402‌

43,173

Samsung

SDI

Co

Ltd

24,194,239‌

25,732

Samsung

SDS

Co

Ltd

2,624,043‌

46,483

Samsung

Securities

Co

Ltd

1,265,344‌

27,506

SD

Biosensor,

Inc

642,331‌

358,477

Shinhan

Financial

Group

Co

Ltd

12,121,675‌

20,749

*

SK

Biopharmaceuticals

Co

Ltd

1,224,655‌

17,219

*,e

SK

Bioscience

Co

Ltd

1,056,712‌

29,805

SK

Holdings

Co

Ltd

4,821,222‌

20,345

*,g

SK

IE

Technology

Co

Ltd

1,118,437‌

45,982

*

SK

Innovation

Co

Ltd

6,111,699‌

79,639

*

SK

Square

Co

Ltd

2,359,259‌

15,683

*

SKC

Co

Ltd

1,222,589‌

39,637

S-Oil

Corp

2,859,339‌

443,065

Woori

Financial

Group,

Inc

4,621,525‌

107,349

*

Woori

Investment

&

Securities

Co

Ltd

804,343‌

40,636

*

Yuhan

Corp

1,729,688‌

TOTAL

KOREA,

REPUBLIC

OF

633,957,503‌

KUWAIT

-

0

.9

%

1,183,710

Agility

Public

Warehousing

Co

KSC

2,306,503‌

825,290

Boubyan

Bank

KSCP

2,122,070‌

1,255,349

Gulf

Bank

KSCP

1,289,787‌

5,956,498

Kuwait

Finance

House

16,378,760‌

482,290

Mabanee

Co

KPSC

1,355,536‌

1,901,547

Mobile

Telecommunications

Co

KSC

3,459,028‌

5,695,938

National

Bank

of

Kuwait

SAKP

20,504,089‌

TOTAL

KUWAIT

47,415,773‌

Portfolio

of

investments

(unaudited)

Emerging

Markets

Equity

Index

Fund

January

31,

2023

227

continued

SHARES

COMPANY

VALUE

LUXEMBOURG

-

0

.0

%

96,548

Reinet

Investments

S.C.A

$

1,828,364‌

TOTAL

LUXEMBOURG

1,828,364‌

MALAYSIA

-

1

.5

%

1,478,233

AMMB

Holdings

BHD

1,416,812‌

2,016,274

Axiata

Group

Bhd

1,436,474‌

5,225,552

Bumiputra-Commerce

Holdings

BHD

7,057,905‌

4,065,777

Dialog

Group

BHD

2,486,345‌

2,220,339

Digi.Com

BHD

2,195,914‌

1,891,775

Genting

BHD

2,201,739‌

2,236,600

Genting

Malaysia

BHD

1,493,269‌

476,200

HAP

Seng

Consolidated

BHD

826,966‌

1,167,300

Hartalega

Holdings

BHD

442,133‌

396,487

Hong

Leong

Bank

BHD

1,910,032‌

71,706

Hong

Leong

Credit

BHD

311,158‌

1,355,370

IHH

Healthcare

BHD

1,884,413‌

2,115,100

Inari

Amertron

BHD

1,296,330‌

1,778,800

IOI

Corp

BHD

1,596,148‌

350,911

Kuala

Lumpur

Kepong

BHD

1,765,335‌

3,783,049

Malayan

Banking

BHD

7,758,988‌

484,707

*

Malaysia

Airports

Holdings

BHD

803,485‌

1,771,400

Maxis

BHD

1,647,821‌

1,359,900

MISC

BHD

2,335,726‌

1,423,187

g

MR

DIY

Group

M

Bhd

635,701‌

53,400

Nestle

Malaysia

BHD

1,692,476‌

1,867,400

Petronas

Chemicals

Group

BHD

3,664,659‌

328,200

Petronas

Dagangan

BHD

1,677,257‌

863,200

Petronas

Gas

BHD

3,403,628‌

479,059

PPB

Group

BHD

1,976,543‌

2,982,824

Press

Metal

BHD

3,638,336‌

11,012,915

Public

Bank

BHD

10,962,450‌

749,550

QL

Resources

BHD

1,031,438‌

1,234,723

RHB

Capital

BHD

1,666,841‌

2,026,165

Sime

Darby

BHD

1,100,337‌

1,566,765

Sime

Darby

Plantation

BHD

1,592,976‌

884,351

Telekom

Malaysia

BHD

1,084,859‌

2,162,058

Tenaga

Nasional

BHD

4,777,724‌

3,370,600

Top

Glove

Corp

BHD

658,715‌

TOTAL

MALAYSIA

80,430,933‌

MEXICO

-

2

.6

%

2,197,400

Alfa

S.A.

de

C.V.

(Class

A)

1,591,702‌

21,899,541

America

Movil

S.A.B.

de

C.V.

22,887,495‌

557,049

e,g

Banco

del

Bajio

S.A.

2,243,224‌

11,548,297

*

Cemex

S.A.

de

C.V.

6,157,293‌

414,110

Coca-Cola

Femsa

SAB

de

C.V.

3,150,495‌

351,457

Embotelladoras

Arca

SAB

de

C.V.

3,104,610‌

2,388,000

Fibra

Uno

Administracion

S.A.

de

C.V.

3,233,796‌

1,543,877

Fomento

Economico

Mexicano

S.A.

de

C.V.

13,523,118‌

161,510

Gruma

SAB

de

C.V.

2,349,166‌

297,530

Grupo

Aeroportuario

del

Pacifico

S.A.

de

C.V.

(B

Shares)

5,136,562‌

146,426

Grupo

Aeroportuario

del

Sureste

S.A.

de

C.V.

(Class

B)

3,977,036‌

1,043,089

Grupo

Bimbo

S.A.

de

C.V.

(Series

A)

5,208,105‌

363,452

Grupo

Carso

S.A.

de

C.V.

(Series

A1)

1,839,794‌

2,037,028

Grupo

Financiero

Banorte

S.A.

de

C.V.

16,896,174‌

1,750,544

*,e

Grupo

Financiero

Inbursa

S.A.

3,765,011‌

2,286,632

Grupo

Mexico

S.A.

de

C.V.

(Series

B)

10,168,746‌

1,915,790

e

Grupo

Televisa

S.A.

2,343,041‌

111,904

*,e

Industrias

Penoles

S.A.

de

C.V.

1,594,783‌

1,233,595

Kimberly-Clark

de

Mexico

S.A.

de

C.V.

(Class

A)

2,354,446‌

Portfolio

of

investments

(unaudited)

Emerging

Markets

Equity

Index

Fund

January

31,

2023

228

continued

SHARES

COMPANY

VALUE

MEXICO—continued

773,500

Operadora

de

Sites

Mexicanos

S.A.

de

C.V.

$

833,863‌

791,023

Orbia

Advance

Corp

SAB

de

C.V.

1,584,524‌

178,240

Promotora

y

Operadora

de

Infraestructura

SAB

de

C.V.

1,727,169‌

75,944

Southern

Copper

Corp

5,711,748‌

4,156,489

Wal-Mart

de

Mexico

SAB

de

C.V.

16,281,173‌

TOTAL

MEXICO

137,663,074‌

PERU

-

0

.2

%

176,422

Cia

de

Minas

Buenaventura

S.A.

(ADR)

(Series

B)

1,427,254‌

53,814

Credicorp

Ltd

7,227,220‌

TOTAL

PERU

8,654,474‌

PHILIPPINES

-

0

.7

%

1,279,604

Aboitiz

Equity

Ventures,

Inc

1,335,902‌

10,018,189

AC

Energy

Corp

1,288,780‌

201,343

Ayala

Corp

2,618,433‌

5,809,293

Ayala

Land,

Inc

3,133,311‌

1,466,249

Bank

of

the

Philippine

Islands

2,823,270‌

1,832,227

BDO

Unibank,

Inc

4,132,470‌

22,001

Globe

Telecom,

Inc

815,845‌

797,883

International

Container

Term

Services,

Inc

3,033,184‌

2,139,256

JG

Summit

Holdings

(Series

B)

2,104,173‌

347,580

Jollibee

Foods

Corp

1,516,557‌

172,181

Manila

Electric

Co

885,819‌

1,138,520

Metropolitan

Bank

&

Trust

1,196,178‌

4,689,600

g

Monde

Nissin

Corp

1,136,620‌

67,705

PLDT,

Inc

1,677,935‌

183,565

SM

Investments

Corp

3,104,121‌

9,713,668

SM

Prime

Holdings

6,581,774‌

700,547

Universal

Robina

1,769,714‌

TOTAL

PHILIPPINES

39,154,086‌

POLAND

-

0

.7

%

272,368

*,g

Allegro.eu

S.A.

1,895,830‌

153,851

Bank

Pekao

S.A.

3,287,681‌

25,118

Bank

Zachodni

WBK

S.A.

1,669,898‌

12,099

BRE

Bank

S.A.

891,974‌

47,577

CD

Projekt

Red

S.A.

1,535,253‌

172,719

Cyfrowy

Polsat

S.A.

733,400‌

38,325

*,g

Dino

Polska

S.A.

3,472,041‌

110,864

KGHM

Polska

Miedz

S.A.

3,624,488‌

835

LPP

S.A.

1,955,896‌

708,281

*

PGE

Polska

Grupa

Energetyczna

S.A.

1,226,452‌

518,919

Polski

Koncern

Naftowy

Orlen

S.A.

7,793,966‌

639,271

Powszechna

Kasa

Oszczednosci

Bank

Polski

S.A.

4,768,005‌

479,285

Powszechny

Zaklad

Ubezpieczen

S.A.

4,073,913‌

TOTAL

POLAND

36,928,797‌

QATAR

-

0

.9

%

2,038,373

Barwa

Real

Estate

Co

1,594,377‌

2,521,716

Commercial

Bank

of

Qatar

QSC

4,168,787‌

1,238,275

Industries

Qatar

QSC

4,797,569‌

4,655,700

Masraf

Al

Rayan

3,505,389‌

3,278,477

Mesaieed

Petrochemical

Holding

Co

1,944,911‌

621,129

Ooredoo

QSC

1,526,207‌

344,775

Qatar

Electricity

&

Water

Co

1,683,284‌

546,893

Qatar

Fuel

QSC

2,687,529‌

2,093,588

Qatar

Gas

Transport

Co

Ltd

2,191,213‌

558,625

Qatar

International

Islamic

Bank

QSC

1,586,860‌

1,292,625

Qatar

Islamic

Bank

SAQ

6,981,790‌

Portfolio

of

investments

(unaudited)

Emerging

Markets

Equity

Index

Fund

January

31,

2023

229

continued

SHARES

COMPANY

VALUE

QATAR—continued

3,568,128

Qatar

National

Bank

$

17,687,184‌

TOTAL

QATAR

50,355,100‌

ROMANIA

-

0

.1

%

441,536

NEPI

Rockcastle

NV

2,743,397‌

TOTAL

ROMANIA

2,743,397‌

RUSSIA

-

0

.0

%

35,937

*,†,e

Ozon

Holdings

plc

(ADR)

359‌

911,463

*,†

VTB

Bank

PJSC

(GDR)

Equiduct

9,115‌

281,650

*,†

VTB

Bank

PJSC

(GDR)

Tradegate

2,817‌

TOTAL

RUSSIA

12,291‌

SAUDI

ARABIA

-

3

.9

%

62,778

ACWA

Power

Co

2,548,604‌

101,032

Advanced

Petrochemical

Co

1,274,181‌

1,529,154

*

Al

Rajhi

Bank

33,566,834‌

783,225

Alinma

Bank

6,900,237‌

196,458

Almarai

Co

JSC

2,911,475‌

464,176

Arab

National

Bank

3,431,652‌

14,177

Arabian

Internet

&

Communications

Services

Co

959,982‌

385,575

*

Bank

AlBilad

4,630,185‌

327,345

Bank

Al-Jazira

1,699,237‌

458,749

Banque

Saudi

Fransi

5,016,355‌

56,012

Bupa

Arabia

for

Cooperative

Insurance

Co

2,336,821‌

24,987

Dallah

Healthcare

Co

916,086‌

423,798

*

Dar

Al

Arkan

Real

Estate

Development

Co

1,418,354‌

67,761

Dr

Sulaiman

Al

Habib

Medical

Services

Group

Co

4,235,262‌

19,817

Elm

Co

1,889,260‌

302,485

*

Emaar

Economic

City

662,042‌

307,522

Etihad

Etisalat

Co

2,905,222‌

44,999

Jarir

Marketing

Co

1,808,713‌

347,933

*

Mobile

Telecommunications

Co

Saudi

Arabia

973,684‌

36,613

Mouwasat

Medical

Services

Co

2,015,689‌

30,167

Nahdi

Medical

Co

1,530,387‌

1,696,816

National

Commercial

Bank

21,480,968‌

244,409

*

National

Industrialization

Co

808,665‌

393,404

*

Rabigh

Refining

&

Petrochemical

Co

1,177,511‌

1,049,320

Riyad

Bank

8,655,203‌

172,070

SABIC

Agri-Nutrients

Co

6,308,972‌

281,771

Sahara

International

Petrochemical

Co

2,803,422‌

682,612

*

Saudi

Arabian

Mining

Co

13,507,076‌

2,065,432

g

Saudi

Arabian

Oil

Co

18,222,248‌

710,365

Saudi

Basic

Industries

Corp

17,628,144‌

716,431

Saudi

British

Bank

6,941,760‌

669,121

Saudi

Electricity

Co

4,123,107‌

318,734

Saudi

Industrial

Investment

Group

2,117,816‌

383,763

Saudi

Investment

Bank

1,843,649‌

583,972

*

Saudi

Kayan

Petrochemical

Co

2,081,773‌

27,526

*

Saudi

Research

&

Marketing

Group

1,380,070‌

35,218

Saudi

Tadawul

Group

Holding

Co

1,525,892‌

1,167,141

Saudi

Telecom

Co

11,518,738‌

203,074

Savola

Group

1,629,452‌

201,695

Yanbu

National

Petrochemical

Co

2,390,085‌

TOTAL

SAUDI

ARABIA

209,774,813‌

SINGAPORE

-

0

.0

%

167,200

g

BOC

Aviation

Ltd

1,392,433‌

TOTAL

SINGAPORE

1,392,433‌

Portfolio

of

investments

(unaudited)

Emerging

Markets

Equity

Index

Fund

January

31,

2023

230

continued

SHARES

COMPANY

VALUE

SOUTH

AFRICA

-

3

.3

%

684,012

Absa

Group

Ltd

$

7,860,876‌

21,977

African

Rainbow

Minerals

Ltd

358,389‌

42,674

Anglo

American

Platinum

Ltd

3,173,711‌

290,971

Aspen

Pharmacare

Holdings

Ltd

2,538,640‌

266,155

Bid

Corp

Ltd

5,483,711‌

218,218

Bidvest

Group

Ltd

2,816,517‌

69,568

Capitec

Bank

Holdings

Ltd

7,185,418‌

181,396

Clicks

Group

Ltd

2,766,602‌

365,467

*

Discovery

Holdings

Ltd

2,906,975‌

225,194

Exxaro

Resources

Ltd

2,826,150‌

3,959,799

FirstRand

Ltd

14,713,021‌

261,444

Foschini

Ltd

1,634,268‌

692,355

Gold

Fields

Ltd

7,891,390‌

2,637,549

Growthpoint

Properties

Ltd

2,125,198‌

407,882

Harmony

Gold

Mining

Co

Ltd

1,452,621‌

674,615

Impala

Platinum

Holdings

Ltd

7,822,719‌

50,644

Kumba

Iron

Ore

Ltd

1,550,721‌

189,948

Mr

Price

Group

Ltd

1,797,519‌

1,350,034

MTN

Group

Ltd

11,427,520‌

272,452

MultiChoice

Group

Ltd

1,875,848‌

169,557

Naspers

Ltd

(N

Shares)

32,781,955‌

361,458

Nedbank

Group

Ltd

4,677,557‌

244,302

*

Northam

Platinum

Holdings

Ltd

2,396,266‌

3,582,645

Old

Mutual

Ltd

2,442,212‌

1,188,816

g

Pepkor

Holdings

Ltd

1,404,033‌

427,527

Remgro

Ltd

3,439,872‌

1,429,384

Sanlam

Ltd

4,624,961‌

451,560

Sasol

Ltd

8,203,409‌

396,219

Shoprite

Holdings

Ltd

5,484,923‌

2,207,378

Sibanye

Stillwater

Ltd

5,834,654‌

143,238

Spar

Group

Ltd

1,131,498‌

1,082,644

Standard

Bank

Group

Ltd

10,802,307‌

489,220

Vodacom

Group

Pty

Ltd

3,438,166‌

764,590

Woolworths

Holdings

Ltd

3,313,663‌

TOTAL

SOUTH

AFRICA

180,183,290‌

TAIWAN

-

14

.3

%

376,344

Accton

Technology

Corp

3,075,586‌

2,155,380

Acer,

Inc

1,799,415‌

330,649

Advantech

Co

Ltd

3,780,881‌

2,678,011

ASE

Technology

Holding

Co

Ltd

9,035,721‌

1,804,512

Asia

Cement

Corp

2,542,188‌

554,500

Asustek

Computer,

Inc

5,050,627‌

5,643,800

AU

Optronics

Corp

3,173,613‌

527,389

Catcher

Technology

Co

Ltd

3,136,190‌

7,000,889

Cathay

Financial

Holding

Co

Ltd

9,967,034‌

1,092,374

Chailease

Holding

Co

Ltd

8,232,283‌

3,285,619

Chang

Hwa

Commercial

Bank

1,930,829‌

1,380,922

Cheng

Shin

Rubber

Industry

Co

Ltd

1,593,505‌

2,279,035

China

Airlines

1,486,696‌

12,624,522

China

Development

Financial

Holding

Corp

5,577,249‌

9,249,151

China

Steel

Corp

9,787,792‌

14,328,611

Chinatrust

Financial

Holding

Co

10,956,008‌

3,002,763

Chunghwa

Telecom

Co

Ltd

11,221,677‌

3,373,000

Compal

Electronics,

Inc

2,546,225‌

1,506,768

Delta

Electronics,

Inc

14,611,828‌

9,981,791

E.Sun

Financial

Holding

Co

Ltd

8,175,463‌

144,316

Eclat

Textile

Co

Ltd

2,406,800‌

53,000

eMemory

Technology,

Inc

2,905,906‌

2,035,803

Eva

Airways

Corp

1,986,652‌

806,192

Evergreen

Marine

Corp

Taiwan

Ltd

4,118,625‌

Portfolio

of

investments

(unaudited)

Emerging

Markets

Equity

Index

Fund

January

31,

2023

231

continued

SHARES

COMPANY

VALUE

TAIWAN—continued

2,504,071

Far

Eastern

Textile

Co

Ltd

$

2,736,786‌

1,336,589

Far

EasTone

Telecommunications

Co

Ltd

2,973,273‌

272,513

Feng

TAY

Enterprise

Co

Ltd

1,799,300‌

8,297,674

First

Financial

Holding

Co

Ltd

7,237,158‌

2,755,173

Formosa

Chemicals

&

Fibre

Corp

6,640,785‌

923,064

Formosa

Petrochemical

Corp

2,587,143‌

3,310,813

Formosa

Plastics

Corp

9,869,097‌

5,939,401

Fubon

Financial

Holding

Co

Ltd

11,962,443‌

8,162,788

Fuhwa

Financial

Holdings

Co

Ltd

6,138,060‌

210,086

Giant

Manufacturing

Co

Ltd

1,442,403‌

174,535

Globalwafers

Co

Ltd

3,062,226‌

9,628,002

Hon

Hai

Precision

Industry

Co,

Ltd

32,106,804‌

215,608

Hotai

Motor

Co

Ltd

4,733,700‌

6,881,026

Hua

Nan

Financial

Holdings

Co

Ltd

5,235,226‌

7,930,350

InnoLux

Display

Corp

3,244,554‌

1,891,340

Inventec

Co

Ltd

1,594,387‌

80,125

Largan

Precision

Co

Ltd

5,717,829‌

1,622,778

Lite-On

Technology

Corp

3,605,970‌

1,190,464

MediaTek,

Inc

28,762,750‌

8,743,828

Mega

Financial

Holding

Co

Ltd

9,336,765‌

476,000

Micro-Star

International

Co

Ltd

2,090,738‌

51,000

momo.com,

Inc

1,357,189‌

3,787,271

Nan

Ya

Plastics

Corp

9,531,149‌

180,000

Nan

Ya

Printed

Circuit

Board

Corp

1,478,084‌

1,092,000

Nanya

Technology

Corp

2,121,128‌

147,000

Nien

Made

Enterprise

Co

Ltd

1,532,154‌

466,474

Novatek

Microelectronics

Corp

Ltd

5,554,709‌

1,611,000

Pegatron

Technology

Corp

3,472,744‌

142,025

*

PharmaEssentia

Corp

2,323,910‌

1,825,512

Pou

Chen

Corp

2,094,484‌

2,380,387

Powerchip

Semiconductor

Manufacturing

Corp

2,745,597‌

458,000

President

Chain

Store

Corp

4,125,475‌

687,000

Prime

View

International

Co

Ltd

3,986,505‌

2,102,000

Quanta

Computer,

Inc

5,249,719‌

357,085

Realtek

Semiconductor

Corp

3,834,693‌

1,437,750

Ruentex

Development

Co

Ltd

2,153,170‌

3,000,599

Shanghai

Commercial

&

Savings

Bank

Ltd

4,663,355‌

10,938,684

Shin

Kong

Financial

Holding

Co

Ltd

3,285,039‌

8,065,484

SinoPac

Financial

Holdings

Co

Ltd

4,659,617‌

994,522

Synnex

Technology

International

Corp

2,009,918‌

8,688,497

Taishin

Financial

Holdings

Co

Ltd

4,722,810‌

3,716,391

Taiwan

Business

Bank

1,657,862‌

4,878,039

Taiwan

Cement

Corp

5,908,589‌

7,577,492

Taiwan

Cooperative

Financial

Holding

6,695,999‌

1,583,561

Taiwan

High

Speed

Rail

Corp

1,542,788‌

1,353,861

Taiwan

Mobile

Co

Ltd

4,271,703‌

19,301,183

Taiwan

Semiconductor

Manufacturing

Co

Ltd

340,603,760‌

916,000

Unimicron

Technology

Corp

4,217,258‌

3,791,908

Uni-President

Enterprises

Corp

8,518,852‌

9,214,103

United

Microelectronics

Corp

15,078,364‌

662,000

Vanguard

International

Semiconductor

Corp

2,225,143‌

50,000

Voltronic

Power

Technology

Corp

2,530,212‌

2,072,529

Walsin

Lihwa

Corp

3,772,543‌

551,460

Wan

Hai

Lines

Ltd

1,405,389‌

289,878

Win

Semiconductors

Corp

1,869,080‌

2,251,000

Winbond

Electronics

Corp

1,630,757‌

64,000

Wiwynn

Corp

1,607,529‌

1,044,660

WPG

Holdings

Co

Ltd

1,665,344‌

258,437

Yageo

Corp

4,690,870‌

1,319,000

Yang

Ming

Marine

Transport

2,770,372‌

Portfolio

of

investments

(unaudited)

Emerging

Markets

Equity

Index

Fund

January

31,

2023

232

continued

SHARES

COMPANY

VALUE

TAIWAN—continued

559,127

Zhen

Ding

Technology

Holding

Ltd

$

2,064,651‌

TOTAL

TAIWAN

767,604,704‌

THAILAND

-

2

.1

%

929,000

Advanced

Info

Service

PCL

5,501,954‌

3,250,056

Airports

of

Thailand

PCL

7,329,243‌

4,994,500

Asset

World

Corp

PCL

904,490‌

706,500

B

Grimm

Power

PCL

865,673‌

8,411,299

Bangkok

Dusit

Medical

Services

PCL

7,605,133‌

4,624,383

Bangkok

Expressway

&

Metro

PCL

1,361,310‌

812,800

Berli

Jucker

PCL

938,860‌

3,990,500

BTS

Group

Holdings

PCL

1,023,985‌

445,000

Bumrungrad

Hospital

PCL

2,932,765‌

159,400

Carabao

Group

PCL

499,412‌

1,608,099

Central

Pattana

PCL

3,485,248‌

1,478,707

Central

Retail

Corp

PCL

1,913,634‌

2,775,380

Charoen

Pokphand

Foods

PCL

1,986,691‌

4,758,530

CP

ALL

plc

9,612,034‌

241,300

Delta

Electronics

Thai

PCL

6,578,915‌

216,800

Electricity

Generating

PCL

1,145,747‌

1,303,803

Energy

Absolute

PCL

3,427,600‌

588,900

Global

Power

Synergy

Co

Ltd

1,232,968‌

2,191,550

Gulf

Energy

Development

PCL

3,582,971‌

4,127,826

Home

Product

Center

PCL

1,796,160‌

1,167,539

Indorama

Ventures

PCL

1,438,166‌

712,300

Intouch

Holdings

PCL

(Class

F)

1,574,000‌

458,906

JMT

Network

Services

PCL

747,719‌

552,300

Kasikornbank

PCL

(Foreign)

2,426,823‌

2,777,498

Krung

Thai

Bank

PCL

1,472,469‌

605,694

Krungthai

Card

PCL

1,041,281‌

8,334,652

Land

and

Houses

PCL

Co

Reg

2,504,636‌

2,691,178

*

Minor

International

PCL

2,725,447‌

362,200

Muangthai

Capital

PCL

414,651‌

967,544

Osotspa

PCL

823,577‌

1,348,041

PTT

Exploration

&

Production

PCL

7,036,875‌

1,806,629

PTT

Global

Chemical

PCL

2,707,811‌

2,152,122

PTT

Oil

&

Retail

Business

PCL

1,462,898‌

9,173,232

PTT

PCL

9,269,301‌

965,227

Ratch

Group

PCL

1,238,103‌

656,001

SCB

X

PCL

2,077,807‌

918,000

SCG

Packaging

PCL

1,459,029‌

619,560

Siam

Cement

PCL

6,321,569‌

423,900

Srisawad

Corp

PCL

689,113‌

1,184,250

Thai

Oil

PCL

2,084,284‌

1,960,800

Thai

Union

Group

PCL

952,043‌

9,125,730

True

Corp

PCL

1,347,462‌

TOTAL

THAILAND

115,539,857‌

TURKEY

-

0

.6

%

2,447,470

Akbank

TAS

2,217,602‌

548,117

Aselsan

Elektronik

Sanayi

Ve

Ticaret

AS

1,658,461‌

365,897

BIM

Birlesik

Magazalar

AS

2,426,231‌

1,012,193

Eregli

Demir

ve

Celik

Fabrikalari

TAS

2,054,435‌

51,329

Ford

Otomotiv

Sanayi

AS

1,396,093‌

884,714

Haci

Omer

Sabanci

Holding

AS

1,840,134‌

881,323

*

Hektas

Ticaret

TAS

1,475,958‌

521,126

KOC

Holding

AS

2,124,669‌

350,925

*

Sasa

Polyester

Sanayi

AS

1,882,346‌

438,056

*

Turk

Hava

Yollari

3,211,664‌

922,552

Turkcell

Iletisim

Hizmet

AS

1,788,293‌

2,836,354

Turkiye

Is

Bankasi

(Series

C)

1,645,118‌

Portfolio

of

investments

(unaudited)

Emerging

Markets

Equity

Index

Fund

January

31,

2023

233

continued

SHARES

COMPANY

VALUE

TURKEY—continued

109,009

*

Turkiye

Petrol

Rafinerileri

AS

$

3,437,384‌

1,109,329

Turkiye

Sise

ve

Cam

Fabrikalari

AS

2,342,280‌

2,147,251

Yapi

ve

Kredi

Bankasi

1,041,256‌

TOTAL

TURKEY

30,541,924‌

UNITED

ARAB

EMIRATES

-

1

.2

%

2,161,052

Abu

Dhabi

Commercial

Bank

PJSC

4,956,279‌

1,121,209

Abu

Dhabi

Islamic

Bank

PJSC

2,881,892‌

2,501,212

Abu

Dhabi

National

Oil

Co

for

Distribution

PJSC

3,000,416‌

3,041,571

Aldar

Properties

PJSC

3,622,323‌

2,280,481

Dubai

Islamic

Bank

PJSC

3,457,075‌

3,236,259

Emaar

Properties

PJSC

4,917,546‌

1,491,529

Emirates

NBD

Bank

PJSC

5,269,058‌

2,760,029

Emirates

Telecommunications

Group

Co

PJSC

19,338,331‌

2,608,037

*

Multiply

Group

2,879,479‌

3,378,861

National

Bank

of

Abu

Dhabi

PJSC

12,533,483‌

1,599,157

*

Q

Holding

PJSC

1,502,550‌

TOTAL

UNITED

ARAB

EMIRATES

64,358,432‌

UNITED

KINGDOM

-

0

.0

%

104,497

*,g

Pepco

Group

NV

1,013,460‌

TOTAL

UNITED

KINGDOM

1,013,460‌

UNITED

STATES

-

0

.1

%

612,465

JBS

S.A.

2,422,689‌

38,260

*

Legend

Biotech

Corp

(ADR)

1,932,130‌

58,000

Parade

Technologies

Ltd

1,793,574‌

TOTAL

UNITED

STATES

6,148,393‌

TOTAL

COMMON

STOCKS

5,361,756,650‌

(Cost

$4,789,010,739)

PRINCIPAL

ISSUER

REFERENCERATE

&

SPREAD

RATE

MATURITY

DATE

SHORT-TERM

INVESTMENTS

-

0.9%

GOVERNMENT

AGENCY

DEBT

-

0

.2

%

$

5,000,000

Federal

Home

Loan

Bank

(FHLB)

0

.000

%

02/10/23

4,994,269‌

5,000,000

Tennessee

Valley

Authority

(TVA)

0

.000

02/08/23

4,995,639‌

TOTAL

GOVERNMENT

AGENCY

DEBT

9,989,908‌

REPURCHASE

AGREEMENT

-

0

.6

%

33,360,000

r

Fixed

Income

Clearing

Corp

(FICC)

4

.300

02/01/23

33,360,000‌

TOTAL

REPURCHASE

AGREEMENT

33,360,000‌

SHARES

COMPANY

INVESTMENTS

IN

REGISTERED

INVESTMENT

COMPANIES

-

0

.1

%

6,721,849

c

State

Street

Navigator

Securities

Lending

Government

Money

Market

Portfolio

4

.550

6,721,849‌

TOTAL

INVESTMENTS

IN

REGISTERED

INVESTMENT

COMPANIES

6,721,849‌

TOTAL

SHORT-TERM

INVESTMENTS

50,071,757‌

(Cost

$50,072,189)

TOTAL

INVESTMENTS

-

100.5%

5,411,847,928‌

(Cost

$4,839,105,584)

OTHER

ASSETS

&

LIABILITIES,

NET

-

(0.5)%

(

25,637,201‌

)

NET

ASSETS

-

100.0%

$

5,386,210,727‌

Portfolio

of

investments

(unaudited)

Emerging

Markets

Equity

Index

Fund

January

31,

2023

234

concluded

Principal

denominated

in

U.S.

Dollars,

unless

otherwise

noted. 

ADR

American

Depositary

Receipt

GDR

Global

Depositary

Receipt

INR

Indian

Rupee

*

Non-income

producing

†

For

fair

value

measurement

disclosure

purposes,

investment

classified

as

Level

3.

c

Investments

made

with

cash

collateral

received

from

securities

on

loan.

e

All

or

a

portion

of

these

securities

are

out

on

loan.

The

aggregate

value

of

securities

on

loan

is

$53,928,680.

g

Security

is

exempt

from

registration

under

Rule

144(A)

of

the

Securities

Act

of

1933,

as

amended.

These

securities

are

deemed

liquid

and

may

be

resold

in

transactions

exempt

from

registration,

which

are

normally

those

transactions

with

qualified

institutional

buyers.

h

All

or

a

portion

of

these

securities

were

purchased

on

a

delayed

delivery

basis.

r

Agreement

with

Fixed

Income

Clearing

Corp

(FICC),

4.300%

dated

1/31/23

to

be

repurchased

at

$33,360,000

on

2/1/23,

collateralized

by

Government

Agency

Securities,

with

coupon

rates

1.125%–2.875%

and

maturity

dates

6/15/25–1/15/33,

valued

at

$34,027,215.

Futures

contracts

outstanding

as

of

January

31,

2023

were

as

follows:

Description

Number

of

long

(short)

contracts

Expiration

date

Notional

amount

Value

Unrealized

appreciation

(depreciation)

ICE

US

MSCI

Emerging

Markets

EM

Index

Futures

650‌

03/17/23

 $

34,153,701‌

$

33,949,500‌

$

(

204,201‌

)

Portfolio

of

investments

(unaudited)

International

Equity

Index

Fund

January

31,

2023

235

SHARES

COMPANY

VALUE

COMMON

STOCKS

-

98.0%

AUSTRALIA

-

8

.2

%

294,486

Ampol

Ltd

$

6,386,185‌

1,482,081

APA

Group

11,091,760‌

760,772

Aristocrat

Leisure

Ltd

18,367,489‌

2,399,741

Aurizon

Holdings

Ltd

6,272,345‌

3,748,829

Australia

&

New

Zealand

Banking

Group

Ltd

66,715,622‌

248,003

Australian

Stock

Exchange

Ltd

12,136,057‌

6,381,019

BHP

Billiton

Ltd

223,476,885‌

581,781

BlueScope

Steel

Ltd

7,933,445‌

1,777,776

Brambles

Ltd

15,117,408‌

83,942

Cochlear

Ltd

12,681,674‌

1,730,115

Coles

Group

Ltd

21,760,737‌

2,141,952

Commonwealth

Bank

of

Australia

167,205,188‌

1,384,152

Dexus

Property

Group

8,025,394‌

1,854,896

Endeavour

Group

Ltd

8,709,774‌

208,758

*

Flutter

Entertainment

plc

32,427,002‌

2,138,638

Fortescue

Metals

Group

Ltd

33,780,969‌

12,252,588

Glencore

Xstrata

plc

82,054,133‌

2,144,656

Goodman

Group

30,590,460‌

2,388,194

GPT

Group

7,741,415‌

259,715

IDP

Education

Ltd

5,779,553‌

871,325

Independence

Group

NL

9,057,659‌

3,040,254

Insurance

Australia

Group

Ltd

10,558,108‌

885,868

Lend

Lease

Corp

Ltd

5,409,380‌

2,978,859

*

Lottery

Corp

Ltd

9,934,951‌

460,058

Macquarie

Group

Ltd

61,375,846‌

3,344,066

Medibank

Pvt

Ltd

6,966,637‌

216,460

Mineral

Resources

Ltd

13,704,099‌

4,857,401

Mirvac

Group

7,847,657‌

3,971,754

National

Australia

Bank

Ltd

89,619,171‌

1,129,217

Newcrest

Mining

Ltd

17,942,236‌

1,449,044

Northern

Star

Resources

Ltd

12,911,736‌

544,646

Orica

Ltd

5,715,272‌

2,151,611

Origin

Energy

Ltd

11,424,128‌

3,210,067

*

Pilbara

Minerals

Ltd

10,920,384‌

1,109,186

*

Qantas

Airways

Ltd

5,006,675‌

1,867,889

QBE

Insurance

Group

Ltd

18,224,835‌

225,957

Ramsay

Health

Care

Ltd

10,677,306‌

65,870

REA

Group

Ltd

5,906,675‌

306,438

Reece

Ltd

3,522,167‌

466,758

Rio

Tinto

Ltd

41,885,582‌

1,409,790

Rio

Tinto

plc

110,388,285‌

4,084,624

Santos

Ltd

20,851,481‌

6,637,574

Scentre

Group

14,402,250‌

411,319

Seek

Ltd

7,123,611‌

581,495

Sonic

Healthcare

Ltd

13,024,065‌

5,860,815

South32

Ltd

18,806,938‌

3,048,550

Stockland

Trust

Group

8,518,464‌

1,592,795

Suncorp-Metway

Ltd

14,158,899‌

4,928,863

Telstra

Corp

Ltd

14,245,313‌

3,887,493

Transurban

Group

38,113,515‌

894,757

Treasury

Wine

Estates

Ltd

9,216,693‌

4,730,059

Vicinity

Centres

6,920,267‌

271,522

e

Washington

H

Soul

Pattinson

&

Co

Ltd

5,530,067‌

1,422,915

Wesfarmers

Ltd

50,167,282‌

4,391,273

Westpac

Banking

Corp

73,886,981‌

187,698

Wisetech

Global

Ltd

8,138,499‌

2,402,621

Woodside

Energy

Group

Ltd

62,213,160‌

Portfolio

of

investments

(unaudited)

International

Equity

Index

Fund

January

31,

2023

236

continued

SHARES

COMPANY

VALUE

AUSTRALIA—continued

1,558,362

Woolworths

Ltd

$

39,827,748‌

TOTAL

AUSTRALIA

1,652,397,517‌

AUSTRIA

-

0

.3

%

441,186

Erste

Bank

der

Oesterreichischen

Sparkassen

AG.

16,740,420‌

596,984

Mondi

plc

11,257,830‌

183,707

OMV

AG.

9,201,927‌

88,639

Verbund

AG.

7,547,001‌

152,922

Voestalpine

AG.

5,081,075‌

TOTAL

AUSTRIA

49,828,253‌

BELGIUM

-

0

.8

%

206,329

Ageas

10,073,387‌

1,088,530

Anheuser-Busch

InBev

S.A.

65,705,559‌

31,908

Dieteren

S.A.

6,098,109‌

41,014

Elia

System

Operator

S.A.

5,759,116‌

121,350

Groupe

Bruxelles

Lambert

S.A.

10,380,912‌

315,821

KBC

Groep

NV

23,392,000‌

20,629

Sofina

S.A.

4,900,876‌

93,260

Solvay

S.A.

10,867,727‌

155,787

UCB

S.A.

12,790,830‌

272,233

Umicore

S.A.

10,291,627‌

208,972

Warehouses

De

Pauw

CVA

6,626,895‌

TOTAL

BELGIUM

166,887,038‌

BRAZIL

-

0

.0

%

211,293

Yara

International

ASA

9,388,019‌

TOTAL

BRAZIL

9,388,019‌

CHILE

-

0

.1

%

500,933

Antofagasta

plc

10,763,320‌

TOTAL

CHILE

10,763,320‌

CHINA

-

0

.6

%

4,770,938

BOC

Hong

Kong

Holdings

Ltd

16,673,890‌

2,100,921

g

Budweiser

Brewing

Co

APAC

Ltd

6,629,074‌

2,551,697

g

ESR

Cayman

Ltd

5,108,717‌

1,047,687

Prosus

NV

84,595,726‌

1,713,000

SITC

International

Co

Ltd

3,742,219‌

2,409,161

Wilmar

International

Ltd

7,490,131‌

2,190,770

Xinyi

Glass

Holdings

Co

Ltd

4,664,427‌

TOTAL

CHINA

128,904,184‌

DENMARK

-

2

.7

%

4,025

AP

Moller

-

Maersk

AS

(Class

A)

8,577,071‌

6,362

AP

Moller

-

Maersk

AS

(Class

B)

13,839,205‌

120,086

Carlsberg

AS

(Class

B)

17,047,602‌

133,801

Chr

Hansen

Holding

A/S

9,879,185‌

151,289

Coloplast

AS

18,265,792‌

862,317

Danske

Bank

AS

17,965,139‌

123,776

*

Demant

A.S.

3,503,691‌

236,977

DSV

AS

39,203,112‌

82,472

*

Genmab

AS

32,320,485‌

2,081,243

Novo

Nordisk

AS

288,022,733‌

257,310

Novozymes

AS

13,389,523‌

241,303

g

Orsted

AS

21,488,510‌

112,264

Pandora

AS

9,348,326‌

11,311

Rockwool

International

AS

(B

Shares)

3,243,001‌

445,671

Tryg

A.S.

10,227,301‌

Portfolio

of

investments

(unaudited)

International

Equity

Index

Fund

January

31,

2023

237

continued

SHARES

COMPANY

VALUE

DENMARK—continued

1,276,919

Vestas

Wind

Systems

A.S.

$

37,364,686‌

TOTAL

DENMARK

543,685,362‌

FINLAND

-

1

.2

%

174,529

Elisa

Oyj

(Series

A)

9,943,462‌

568,601

Fortum

Oyj

8,547,348‌

354,123

Kesko

Oyj

(B

Shares)

8,248,757‌

424,899

Kone

Oyj

(Class

B)

23,172,326‌

531,319

Neste

Oil

Oyj

25,398,258‌

6,797,499

Nokia

Oyj

32,230,449‌

4,217,210

Nordea

Bank

Abp

49,300,804‌

139,589

Orion

Oyj

(Class

B)

7,478,428‌

607,627

Sampo

Oyj

(A

Shares)

31,900,098‌

696,254

Stora

Enso

Oyj

(R

Shares)

9,953,209‌

662,846

UPM-Kymmene

Oyj

24,025,658‌

588,355

Wartsila

Oyj

(B

Shares)

5,595,848‌

TOTAL

FINLAND

235,794,645‌

FRANCE

-

10

.8

%

210,163

*

Accor

S.A.

6,821,463‌

380,999

*

Adevinta

ASA

3,266,241‌

37,065

*

Aeroports

de

Paris

5,750,172‌

659,587

Air

Liquide

105,023,507‌

741,453

Airbus

SE

92,952,877‌

412,777

Alstom

RGPT

12,273,993‌

74,988

g

Amundi

S.A.

4,909,463‌

73,721

Arkema

7,459,661‌

2,353,538

AXA

S.A.

73,428,082‌

53,597

BioMerieux

5,463,993‌

1,407,183

BNP

Paribas

S.A.

96,647,977‌

1,122,591

Bollore

6,281,316‌

290,509

Bouygues

S.A.

9,570,510‌

368,310

Bureau

Veritas

S.A.

10,530,523‌

208,427

Cap

Gemini

S.A.

39,556,437‌

753,529

Carrefour

S.A.

14,332,850‌

853,657

Cie

Generale

des

Etablissements

Michelin

S.C.A

26,992,469‌

619,676

Compagnie

de

Saint-Gobain

35,588,715‌

1,541,027

Credit

Agricole

S.A.

18,555,868‌

803,831

Danone

44,081,492‌

30,499

Dassault

Aviation

S.A.

5,208,109‌

835,324

Dassault

Systemes

SE

31,066,446‌

316,413

Edenred

17,234,848‌

101,860

Eiffage

S.A.

10,879,724‌

728,527

Electricite

de

France

9,569,242‌

2,319,016

Engie

S.A.

32,929,712‌

364,299

Essilor

International

S.A.

66,841,338‌

50,737

Eurazeo

3,559,057‌

62,574

Fonciere

Des

Regions

4,295,352‌

57,048

Gecina

S.A.

6,757,316‌

560,601

Getlink

S.E.

9,481,874‌

40,006

Hermes

International

74,871,593‌

47,992

Ipsen

5,040,840‌

94,664

Kering

59,066,237‌

271,682

Klepierre

6,895,384‌

136,464

g

La

Francaise

des

Jeux

SAEM

5,839,021‌

334,151

Legrand

S.A.

29,794,261‌

304,181

L'Oreal

S.A.

125,599,864‌

348,577

LVMH

Moet

Hennessy

Louis

Vuitton

S.A.

304,299,222‌

2,607,186

Orange

S.

A.

27,591,199‌

260,976

Pernod-Ricard

S.A.

54,029,853‌

283,877

Publicis

Groupe

S.A.

20,024,578‌

Portfolio

of

investments

(unaudited)

International

Equity

Index

Fund

January

31,

2023

238

continued

SHARES

COMPANY

VALUE

FRANCE—continued

29,035

Remy

Cointreau

S.A.

$

5,466,975‌

242,972

*

Renault

S.A.

9,879,106‌

428,210

Safran

S.A.

61,574,675‌

1,443,866

Sanofi-Aventis

141,389,747‌

35,352

Sartorius

Stedim

Biotech

12,331,775‌

31,635

SEB

S.A.

3,308,261‌

1,029,368

Societe

Generale

30,640,755‌

111,943

Sodexho

Alliance

S.A.

11,097,224‌

75,948

Teleperformance

21,112,542‌

136,547

Thales

S.A.

18,059,613‌

3,136,407

Total

S.A.

193,895,052‌

119,867

*

Ubisoft

Entertainment

2,482,032‌

120,884

*

Unibail-Rodamco-Westfield

7,823,042‌

30,598

*

Unibail-Rodamco-Westfield

1,968,268‌

261,269

Valeo

S.A.

5,709,970‌

832,698

Veolia

Environnement

24,716,519‌

674,176

Vinci

S.A.

76,174,839‌

886,228

Vivendi

Universal

S.A.

9,517,887‌

32,791

Wendel

3,472,175‌

300,479

*,g

Worldline

S.A.

13,631,495‌

TOTAL

FRANCE

2,184,614,631‌

GERMANY

-

8

.1

%

218,702

Adidas-Salomon

AG.

35,214,565‌

514,684

Allianz

AG.

123,068,057‌

1,400,409

Aroundtown

S.A.

3,899,020‌

1,162,353

BASF

SE

66,643,999‌

1,232,142

Bayer

AG.

76,694,599‌

433,997

Bayerische

Motoren

Werke

AG.

44,208,947‌

57,447

Bayerische

Motoren

Werke

AG.

(Preference)

5,442,462‌

100,498

Bechtle

AG.

4,235,061‌

133,201

Beiersdorf

AG.

16,194,259‌

198,264

Brenntag

AG.

14,800,013‌

49,563

Carl

Zeiss

Meditec

AG.

7,152,844‌

1,335,223

*

Commerzbank

AG.

15,263,511‌

142,103

Continental

AG.

9,977,792‌

237,771

g

Covestro

AG.

10,948,046‌

1,006,354

Daimler

AG.

(Registered)

74,884,841‌

579,445

*

Daimler

Truck

Holding

AG.

19,471,449‌

896,720

Deutsche

Annington

Immobilien

SE

25,330,460‌

2,609,510

Deutsche

Bank

AG.

(Registered)

34,825,796‌

243,251

Deutsche

Boerse

AG.

43,527,889‌

755,744

*

Deutsche

Lufthansa

AG.

8,006,889‌

1,247,960

Deutsche

Post

AG.

53,733,030‌

4,063,019

Deutsche

Telekom

AG.

90,519,186‌

145,216

*

Dr

ING

hc

F

Porsche

AG.

17,265,998‌

2,840,612

E.ON

AG.

30,970,937‌

268,309

Evonik

Industries

AG.

5,964,117‌

252,297

Fresenius

Medical

Care

AG.

9,474,930‌

535,861

Fresenius

SE

15,529,711‌

190,727

GEA

Group

AG.

8,605,584‌

75,040

Hannover

Rueckversicherung

AG.

15,238,258‌

177,846

HeidelbergCement

AG.

12,203,332‌

220,608

*

HelloFresh

SE

5,363,262‌

127,235

Henkel

KGaA

8,501,620‌

220,975

Henkel

KGaA

(Preference)

15,755,578‌

1,649,693

Infineon

Technologies

AG.

59,406,198‌

91,321

Knorr-Bremse

AG.

6,002,348‌

94,700

LEG

Immobilien

AG.

7,403,086‌

163,452

Merck

KGaA

34,117,039‌

67,826

MTU

Aero

Engines

Holding

AG.

16,950,569‌

Portfolio

of

investments

(unaudited)

International

Equity

Index

Fund

January

31,

2023

239

continued

SHARES

COMPANY

VALUE

GERMANY—continued

175,654

Muenchener

Rueckver

AG.

$

63,447,513‌

70,367

Nemetschek

AG.

3,762,125‌

193,009

Porsche

AG.

11,541,296‌

130,292

Puma

AG.

Rudolf

Dassler

Sport

8,897,429‌

6,499

Rational

AG.

4,274,934‌

55,584

Rheinmetall

AG.

12,987,621‌

810,571

RWE

AG.

36,085,707‌

1,310,311

SAP

AG.

155,324,215‌

31,297

Sartorius

AG.

14,033,952‌

103,883

g

Scout24

AG.

6,047,862‌

963,571

Siemens

AG.

150,514,872‌

543,504

Siemens

Energy

AG.

11,364,021‌

356,449

g

Siemens

Healthineers

AG.

19,115,885‌

168,400

Symrise

AG.

17,902,546‌

1,202,026

Telefonica

Deutschland

Holding

AG.

3,540,413‌

119,483

United

Internet

AG.

2,773,959‌

77,880

Volkswagen

AG.

13,632,125‌

179,147

Volkswagen

AG.

(Preference)

24,846,017‌

282,393

*,g

Zalando

SE

13,169,401‌

TOTAL

GERMANY

1,626,057,175‌

HONG

KONG

-

2

.6

%

15,110,547

AIA

Group

Ltd

170,864,694‌

2,453,289

CK

Asset

Holdings

Ltd

15,685,126‌

832,044

CK

Infrastructure

Holdings

Ltd

4,629,120‌

2,069,382

CLP

Holdings

Ltd

15,375,362‌

76,400

*,e

Futu

Holdings

Ltd

(ADR)

3,878,064‌

2,544,237

Hang

Lung

Properties

Ltd

4,797,273‌

956,310

Hang

Seng

Bank

Ltd

15,925,634‌

1,833,728

Henderson

Land

Development

Co

Ltd

6,773,782‌

3,352,611

HK

Electric

Investments

&

HK

Electric

Investments

Ltd

2,317,434‌

4,857,835

HKT

Trust

and

HKT

Ltd

6,364,619‌

14,165,292

Hong

Kong

&

China

Gas

Ltd

14,222,234‌

1,703,927

Hong

Kong

Electric

Holdings

Ltd

9,641,104‌

1,511,864

Hong

Kong

Exchanges

and

Clearing

Ltd

67,999,980‌

1,452,770

Hongkong

Land

Holdings

Ltd

7,102,263‌

203,577

Jardine

Matheson

Holdings

Ltd

10,821,252‌

2,627,002

Link

REIT

21,027,470‌

1,968,688

MTR

Corp

10,535,448‌

1,942,588

New

World

Development

Co

Ltd

5,806,206‌

3,450,012

Prudential

plc

57,322,127‌

4,328,833

Sino

Land

Co

5,625,220‌

1,806,971

Sun

Hung

Kai

Properties

Ltd

25,625,777‌

658,112

Swire

Pacific

Ltd

(Class

A)

6,030,865‌

1,552,234

Swire

Properties

Ltd

4,362,641‌

1,707,660

Techtronic

Industries

Co

22,014,781‌

10,184,605

g

WH

Group

Ltd

6,272,335‌

2,109,426

Wharf

Real

Estate

Investment

Co

Ltd

12,075,753‌

TOTAL

HONG

KONG

533,096,564‌

IRELAND

-

0

.6

%

169,008

*

AerCap

Holdings

NV

10,682,996‌

1,364,143

AIB

Group

plc

5,730,206‌

1,363,141

Bank

of

Ireland

Group

plc

14,563,585‌

955,566

CRH

plc

44,646,476‌

197,749

Kerry

Group

plc

(Class

A)

18,529,098‌

200,472

Kingspan

Group

plc

12,893,565‌

315,430

Smurfit

Kappa

Group

plc

13,243,181‌

TOTAL

IRELAND

120,289,107‌

Portfolio

of

investments

(unaudited)

International

Equity

Index

Fund

January

31,

2023

240

continued

SHARES

COMPANY

VALUE

ISRAEL

-

0

.6

%

53,711

Azrieli

Group

$

3,459,665‌

1,623,663

Bank

Hapoalim

Ltd

14,613,869‌

1,926,290

Bank

Leumi

Le-Israel

17,023,360‌

2,532,154

Bezeq

Israeli

Telecommunication

Corp

Ltd

4,196,318‌

125,590

*

Check

Point

Software

Technologies

15,975,048‌

32,036

Elbit

Systems

Ltd

5,378,334‌

918,953

Israel

Chemicals

Ltd

7,296,152‌

1,535,482

Israel

Discount

Bank

Ltd

7,853,551‌

190,841

Mizrahi

Tefahot

Bank

Ltd

6,303,606‌

80,140

*

Nice

Systems

Ltd

16,573,615‌

1,411,610

*

Teva

Pharmaceutical

Industries

Ltd

(ADR)

14,878,369‌

140,817

*

Tower

Semiconductor

Ltd

(Tel

Aviv)

5,923,487‌

76,077

*

Wix.com

Ltd

6,617,177‌

107,784

e

ZIM

Integrated

Shipping

Services

Ltd

2,042,507‌

TOTAL

ISRAEL

128,135,058‌

ITALY

-

2

.0

%

164,832

Amplifon

S.p.A.

4,551,547‌

1,376,856

Assicurazioni

Generali

S.p.A.

26,878,030‌

263,366

Coca-Cola

HBC

AG.

6,400,154‌

684,926

Davide

Campari-Milano

NV

7,347,256‌

32,403

DiaSorin

S.p.A.

4,218,216‌

10,188,517

Enel

S.p.A.

59,991,214‌

3,171,938

ENI

S.p.A.

48,810,501‌

158,657

Ferrari

NV

39,645,872‌

782,874

FinecoBank

Banca

Fineco

S.p.A

14,054,035‌

415,047

g

Infrastrutture

Wireless

Italiane

S.p.A

4,548,408‌

21,151,079

Intesa

Sanpaolo

S.p.A.

55,611,893‌

775,085

e

Mediobanca

S.p.A.

8,332,123‌

254,816

Moncler

S.p.A

15,948,334‌

758,957

*,g

Nexi

S.p.A

6,684,391‌

616,962

g

Poste

Italiane

S.p.A

6,591,638‌

328,925

Prysmian

S.p.A.

13,432,531‌

132,191

Recordati

S.p.A.

5,791,087‌

2,466,765

Snam

Rete

Gas

S.p.A.

12,564,541‌

13,127,754

e

Telecom

Italia

S.p.A.

3,779,583‌

1,763,992

Terna

Rete

Elettrica

Nazionale

S.p.A.

13,956,458‌

2,420,048

UniCredit

S.p.A.

47,266,289‌

TOTAL

ITALY

406,404,101‌

JAPAN

-

20

.8

%

237,577

Advantest

Corp

17,029,752‌

822,477

e

Aeon

Co

Ltd

16,862,155‌

179,842

Aisin

Seiki

Co

Ltd

5,246,982‌

571,322

Ajinomoto

Co,

Inc

18,835,682‌

208,059

*,e

All

Nippon

Airways

Co

Ltd

4,604,917‌

582,259

Asahi

Breweries

Ltd

19,227,498‌

237,708

Asahi

Glass

Co

Ltd

8,758,543‌

288,352

Asahi

Intecc

Co

Ltd

5,058,900‌

1,587,739

Asahi

Kasei

Corp

12,031,301‌

2,304,903

Astellas

Pharma,

Inc

33,928,473‌

145,158

Azbil

Corp

4,093,232‌

254,698

Bandai

Namco

Holdings

Inc

17,032,609‌

715,187

Bridgestone

Corp

26,700,213‌

307,251

Brother

Industries

Ltd

4,772,307‌

1,260,498

e

Canon,

Inc

27,973,404‌

210,214

Capcom

Co

Ltd

6,811,734‌

183,528

Central

Japan

Railway

Co

22,385,783‌

635,912

Chiba

Bank

Ltd

4,811,566‌

835,117

Chubu

Electric

Power

Co,

Inc

8,995,104‌

855,427

Chugai

Pharmaceutical

Co

Ltd

22,177,014‌

Portfolio

of

investments

(unaudited)

International

Equity

Index

Fund

January

31,

2023

241

continued

SHARES

COMPANY

VALUE

JAPAN—continued

1,358,611

Concordia

Financial

Group

Ltd

$

5,970,229‌

510,376

e

CyberAgent,

Inc

4,773,011‌

279,875

Dai

Nippon

Printing

Co

Ltd

6,607,748‌

131,634

Daifuku

Co

Ltd

7,248,255‌

1,239,766

Dai-ichi

Mutual

Life

Insurance

Co

29,088,337‌

2,212,542

Daiichi

Sankyo

Co

Ltd

69,489,155‌

314,511

Daikin

Industries

Ltd

54,628,855‌

75,983

Daito

Trust

Construction

Co

Ltd

7,508,530‌

759,863

Daiwa

House

Industry

Co

Ltd

18,248,120‌

2,756

Daiwa

House

REIT

Investment

Corp

5,996,323‌

1,752,991

*

Daiwa

Securities

Group,

Inc

8,272,536‌

542,878

Denso

Corp

29,318,504‌

262,910

Dentsu,

Inc

8,468,035‌

35,509

Disco

Corp

10,668,061‌

473,384

Don

Quijote

Co

Ltd

8,754,349‌

379,365

East

Japan

Railway

Co

21,152,712‌

314,745

Eisai

Co

Ltd

19,473,257‌

3,921,459

ENEOS

Holdings,

Inc

14,039,593‌

243,198

*

Fanuc

Ltd

42,970,546‌

73,581

Fast

Retailing

Co

Ltd

44,690,107‌

159,543

*

Fuji

Electric

Holdings

Co

Ltd

6,457,980‌

768,964

Fuji

Heavy

Industries

Ltd

12,635,336‌

458,573

Fujifilm

Holdings

Corp

24,268,205‌

249,215

Fujitsu

Ltd

35,483,062‌

5,429

GLP

J-Reit

6,143,243‌

55,415

GMO

Payment

Gateway,

Inc

5,127,657‌

305,011

Hakuhodo

DY

Holdings,

Inc

3,296,358‌

173,587

Hamamatsu

Photonics

KK

9,274,801‌

279,003

Hankyu

Hanshin

Holdings,

Inc

8,292,647‌

26,609

Hikari

Tsushin,

Inc

3,798,123‌

38,570

Hirose

Electric

Co

Ltd

5,021,208‌

124,363

*

Hitachi

Construction

Machinery

Co

Ltd

2,932,892‌

1,212,900

*

Hitachi

Ltd

63,607,444‌

2,063,696

Honda

Motor

Co

Ltd

51,048,640‌

145,650

Hoshizaki

Electric

Co

Ltd

5,235,573‌

456,394

*

Hoya

Corp

50,190,523‌

462,985

Hulic

Co

Ltd

3,805,638‌

136,286

Ibiden

Co

Ltd

5,319,091‌

259,273

Idemitsu

Kosan

Co

Ltd

6,482,024‌

162,273

Iida

Group

Holdings

Co

Ltd

2,705,165‌

1,337,192

Inpex

Holdings,

Inc

14,693,920‌

740,524

Isuzu

Motors

Ltd

9,364,178‌

65,619

Ito

En

Ltd

2,341,269‌

1,489,882

Itochu

Corp

48,155,694‌

115,971

Itochu

Techno-Science

Corp

2,871,152‌

192,176

*

Japan

Airlines

Co

Ltd

4,075,585‌

527,415

e

Japan

Post

Bank

Co

Ltd

4,686,016‌

2,993,618

Japan

Post

Holdings

Co

Ltd

26,282,344‌

262,163

Japan

Post

Insurance

Co

Ltd

4,676,977‌

1,548

Japan

Real

Estate

Investment

Corp

6,637,035‌

8,890

Japan

Retail

Fund

Investment

Corp

6,872,717‌

1,539,891

Japan

Tobacco,

Inc

31,401,311‌

638,649

JFE

Holdings,

Inc

8,421,001‌

216,680

JSR

Corp

4,875,334‌

525,748

Kajima

Corp

6,456,856‌

178,874

Kakaku.com,

Inc

2,982,202‌

921,519

Kansai

Electric

Power

Co,

Inc

8,862,334‌

593,178

Kao

Corp

23,977,344‌

2,045,023

KDDI

Corp

63,893,538‌

128,936

Keio

Corp

4,732,529‌

159,268

Keisei

Electric

Railway

Co

Ltd

4,645,684‌

Portfolio

of

investments

(unaudited)

International

Equity

Index

Fund

January

31,

2023

242

continued

SHARES

COMPANY

VALUE

JAPAN—continued

245,386

Keyence

Corp

$

112,968,048‌

182,465

Kikkoman

Corp

9,650,956‌

222,460

Kintetsu

Corp

7,244,404‌

1,062,927

Kirin

Brewery

Co

Ltd

16,379,411‌

69,879

Kobayashi

Pharmaceutical

Co

Ltd

5,016,761‌

181,411

Kobe

Bussan

Co

Ltd

5,237,652‌

137,884

e

Koei

Tecmo

Holdings

Co

Ltd

2,507,580‌

282,018

*

Koito

Manufacturing

Co

Ltd

4,757,129‌

1,161,505

Komatsu

Ltd

28,543,358‌

118,377

Konami

Corp

5,821,008‌

42,885

Kose

Corp

4,731,625‌

1,262,054

Kubota

Corp

18,966,511‌

135,258

Kurita

Water

Industries

Ltd

6,116,129‌

409,136

Kyocera

Corp

21,230,640‌

349,012

Kyowa

Hakko

Kogyo

Co

Ltd

7,783,298‌

96,044

Lasertec

Corp

18,183,329‌

378,352

LIXIL

Group

Corp

6,531,785‌

548,292

M3,

Inc

14,991,897‌

278,269

Makita

Corp

7,412,204‌

1,920,773

Marubeni

Corp

23,565,149‌

716,806

Mazda

Motor

Corp

5,705,766‌

114,715

e

McDonald's

Holdings

Co

Japan

Ltd

4,532,089‌

146,826

MEIJI

Holdings

Co

Ltd

7,572,210‌

459,291

Minebea

Co

Ltd

8,006,679‌

362,043

MISUMI

Group,

Inc

9,111,704‌

1,562,941

Mitsubishi

Chemical

Holdings

Corp

8,770,358‌

1,580,162

Mitsubishi

Corp

52,913,229‌

2,449,434

Mitsubishi

Electric

Corp

26,994,603‌

1,476,406

Mitsubishi

Estate

Co

Ltd

18,976,420‌

410,489

Mitsubishi

Heavy

Industries

Ltd

16,095,257‌

15,022,888

Mitsubishi

UFJ

Financial

Group,

Inc

110,040,863‌

788,133

Mitsubishi

UFJ

Lease

&

Finance

Co

Ltd

4,022,746‌

1,795,054

Mitsui

&

Co

Ltd

52,958,997‌

217,160

Mitsui

Chemicals,

Inc

5,111,625‌

1,142,391

Mitsui

Fudosan

Co

Ltd

21,412,568‌

427,300

e

Mitsui

OSK

Lines

Ltd

10,605,036‌

3,034,288

Mizuho

Financial

Group,

Inc

47,396,942‌

318,796

MonotaRO

Co

Ltd

4,829,234‌

557,123

MS&AD

Insurance

Group

Holdings

Inc

17,869,003‌

721,032

Murata

Manufacturing

Co

Ltd

41,200,118‌

316,339

NEC

Corp

11,428,571‌

608,683

Nexon

Co

Ltd

14,676,896‌

284,989

NGK

Insulators

Ltd

3,944,614‌

564,935

Nidec

Corp

31,308,044‌

362,088

Nihon

M&A

Center,

Inc

3,701,772‌

1,387,130

Nintendo

Co

Ltd

60,142,859‌

1,883

Nippon

Building

Fund,

Inc

8,229,393‌

91,487

Nippon

Express

Holdings,

Inc

5,309,239‌

1,044,485

Nippon

Paint

Co

Ltd

9,535,599‌

2,612

Nippon

ProLogis

REIT,

Inc

5,926,996‌

56,573

Nippon

Shinyaku

Co

Ltd

2,911,593‌

1,025,438

Nippon

Steel

Corp

21,344,206‌

1,525,236

Nippon

Telegraph

&

Telephone

Corp

45,734,992‌

615,516

e

Nippon

Yusen

Kabushiki

Kaisha

14,642,418‌

158,425

Nissan

Chemical

Industries

Ltd

7,479,187‌

3,005,564

*

Nissan

Motor

Co

Ltd

10,798,809‌

263,720

Nisshin

Seifun

Group,

Inc

3,303,222‌

79,465

Nissin

Food

Products

Co

Ltd

6,212,386‌

103,876

Nitori

Co

Ltd

13,748,580‌

177,541

Nitto

Denko

Corp

11,475,791‌

3,566,450

*

Nomura

Holdings,

Inc

14,233,096‌

Portfolio

of

investments

(unaudited)

International

Equity

Index

Fund

January

31,

2023

243

continued

SHARES

COMPANY

VALUE

JAPAN—continued

157,462

Nomura

Real

Estate

Holdings,

Inc

$

3,470,533‌

5,133

Nomura

Real

Estate

Master

Fund,

Inc

6,002,863‌

507,137

Nomura

Research

Institute

Ltd

12,175,128‌

782,377

NTT

Data

Corp

12,135,742‌

831,276

Obayashi

Corp

6,447,977‌

87,150

Obic

Co

Ltd

13,972,467‌

376,060

Odakyu

Electric

Railway

Co

Ltd

4,944,199‌

1,039,927

OJI

Paper

Co

Ltd

4,297,757‌

1,524,340

Olympus

Corp

28,656,998‌

236,217

Omron

Corp

13,667,652‌

443,670

Ono

Pharmaceutical

Co

Ltd

9,627,055‌

101,200

Open

House

Co

Ltd

3,828,423‌

46,531

*

Oracle

Corp

Japan

3,187,691‌

252,333

Oriental

Land

Co

Ltd

42,043,686‌

1,515,991

ORIX

Corp

26,655,640‌

465,906

Osaka

Gas

Co

Ltd

7,518,271‌

644,453

Osaka

Securities

Exchange

Co

Ltd

9,863,073‌

140,901

Otsuka

Corp

4,635,578‌

491,461

Otsuka

Holdings

KK

15,766,270‌

2,806,534

Panasonic

Corp

26,026,024‌

226,656

Persol

Holdings

Co

Ltd

4,969,548‌

1,096,499

*

Rakuten,

Inc

5,590,439‌

1,805,748

Recruit

Holdings

Co

Ltd

58,073,326‌

1,507,572

*

Renesas

Electronics

Corp

15,507,037‌

2,735,234

Resona

Holdings,

Inc

15,136,029‌

724,888

Ricoh

Co

Ltd

5,627,028‌

108,644

Rohm

Co

Ltd

8,705,805‌

319,944

*

SBI

Holdings,

Inc

6,782,586‌

262,653

Secom

Co

Ltd

15,647,752‌

365,034

Seiko

Epson

Corp

5,660,946‌

444,518

Sekisui

Chemical

Co

Ltd

6,226,935‌

776,211

e

Sekisui

House

Ltd

14,669,813‌

940,348

Seven

&

I

Holdings

Co

Ltd

44,396,554‌

365,924

SG

Holdings

Co

Ltd

5,646,689‌

308,532

e

Sharp

Corp

2,564,538‌

302,546

Shimadzu

Corp

9,297,559‌

93,578

Shimano,

Inc

16,688,269‌

660,971

Shimizu

Corp

3,705,201‌

469,946

Shin-Etsu

Chemical

Co

Ltd

69,280,855‌

329,533

Shionogi

&

Co

Ltd

15,703,726‌

509,638

Shiseido

Co

Ltd

26,488,942‌

580,419

*

Shizuoka

Financial

Group,

Inc

4,917,097‌

72,551

SMC

Corp

36,849,418‌

3,666,477

Softbank

Corp

41,952,171‌

1,514,025

Softbank

Group

Corp

71,677,053‌

387,859

Sompo

Holdings,

Inc

16,696,898‌

1,588,432

Sony

Corp

141,928,837‌

111,611

Square

Enix

Co

Ltd

5,278,224‌

441,172

Sumco

Corp

6,536,743‌

200,264

Sumisho

Computer

Systems

Corp

3,261,783‌

1,942,619

Sumitomo

Chemical

Co

Ltd

7,456,999‌

1,435,255

Sumitomo

Corp

25,762,725‌

915,294

Sumitomo

Electric

Industries

Ltd

10,998,319‌

316,042

Sumitomo

Metal

Mining

Co

Ltd

12,832,325‌

1,645,845

Sumitomo

Mitsui

Financial

Group,

Inc

71,530,175‌

435,802

Sumitomo

Mitsui

Trust

Holdings,

Inc

15,875,672‌

383,222

Sumitomo

Realty

&

Development

Co

Ltd

9,341,851‌

180,291

Suntory

Beverage

&

Food

Ltd

6,088,020‌

468,993

Suzuki

Motor

Corp

17,583,572‌

211,303

Sysmex

Corp

14,027,362‌

666,830

T&D

Holdings,

Inc

10,673,446‌

Portfolio

of

investments

(unaudited)

International

Equity

Index

Fund

January

31,

2023

244

continued

SHARES

COMPANY

VALUE

JAPAN—continued

219,185

Taisei

Corp

$

7,566,698‌

229,172

Taiyo

Nippon

Sanso

Corp

3,737,994‌

1,902,109

Takeda

Pharmaceutical

Co

Ltd

59,797,301‌

495,095

TDK

Corp

17,687,893‌

817,362

Terumo

Corp

23,793,696‌

278,929

TIS,

Inc

8,043,016‌

260,823

Tobu

Railway

Co

Ltd

6,119,716‌

137,897

Toho

Co

Ltd

5,093,011‌

2,317,438

Tokio

Marine

Holdings,

Inc

48,538,051‌

1,944,046

*

Tokyo

Electric

Power

Co,

Inc

7,280,043‌

187,253

Tokyo

Electron

Ltd

65,449,446‌

511,829

Tokyo

Gas

Co

Ltd

10,717,543‌

656,458

Tokyu

Corp

8,441,644‌

316,828

Toppan

Printing

Co

Ltd

5,104,787‌

1,715,240

Toray

Industries,

Inc

10,538,517‌

491,611

Toshiba

Corp

16,885,191‌

323,339

Tosoh

Corp

4,230,377‌

179,097

Toto

Ltd

6,960,228‌

183,667

Toyota

Industries

Corp

11,180,291‌

13,358,850

*

Toyota

Motor

Corp

196,184,233‌

267,041

Toyota

Tsusho

Corp

11,307,090‌

169,566

*

Trend

Micro,

Inc

8,395,894‌

511,116

Uni-Charm

Corp

19,496,843‌

248,361

USS

Co

Ltd

4,085,082‌

107,515

Welcia

Holdings

Co

Ltd

2,403,031‌

274,606

West

Japan

Railway

Co

11,500,087‌

161,285

Yakult

Honsha

Co

Ltd

11,513,798‌

179,316

Yamaha

Corp

6,972,536‌

380,987

Yamaha

Motor

Co

Ltd

9,383,970‌

371,406

Yamato

Transport

Co

Ltd

6,498,468‌

296,469

Yaskawa

Electric

Corp

11,588,703‌

284,036

Yokogawa

Electric

Corp

4,987,553‌

3,363,836

Z

Holdings

Corp

9,787,816‌

161,304

ZOZO

Inc

4,181,517‌

TOTAL

JAPAN

4,202,600,004‌

JORDAN

-

0

.0

%

208,856

Hikma

Pharmaceuticals

plc

4,418,161‌

TOTAL

JORDAN

4,418,161‌

KOREA,

REPUBLIC

OF

-

0

.1

%

215,903

*,g

Delivery

Hero

AG.

13,052,819‌

TOTAL

KOREA,

REPUBLIC

OF

13,052,819‌

LUXEMBOURG

-

0

.2

%

666,989

ArcelorMittal

20,691,949‌

170,073

Eurofins

Scientific

SE

12,199,296‌

TOTAL

LUXEMBOURG

32,891,245‌

MACAU

-

0

.2

%

2,727,914

Galaxy

Entertainment

Group

Ltd

18,989,821‌

3,047,622

*

Sands

China

Ltd

11,428,843‌

TOTAL

MACAU

30,418,664‌

NETHERLANDS

-

5

.3

%

519,728

g

ABN

AMRO

Group

NV

8,626,210‌

27,215

*,g

Adyen

NV

41,146,549‌

2,243,304

Aegon

NV

12,373,596‌

228,761

Akzo

Nobel

NV

17,039,255‌

1,564

*

Argenx

SE

595,706‌

67,212

*

Argenx

SE

25,355,133‌

Portfolio

of

investments

(unaudited)

International

Equity

Index

Fund

January

31,

2023

245

continued

SHARES

COMPANY

VALUE

NETHERLANDS—continued

60,261

ASM

International

NV

$

20,380,628‌

512,894

ASML

Holding

NV

339,355,105‌

218,806

DSM

NV

28,138,886‌

106,294

g

Euronext

NV

8,613,204‌

137,418

EXOR

NV

10,923,170‌

123,719

Heineken

Holding

NV

10,214,969‌

324,551

Heineken

NV

32,435,270‌

73,114

IMCD

Group

NV

11,590,894‌

4,761,780

ING

Groep

NV

68,951,815‌

119,706

e

JDE

Peet's

BV

3,587,940‌

1,312,664

Koninklijke

Ahold

Delhaize

NV

39,179,034‌

4,099,927

Koninklijke

KPN

NV

14,017,007‌

1,126,519

Koninklijke

Philips

Electronics

NV

19,449,858‌

352,719

NN

Group

NV

15,324,962‌

135,240

OCI

NV

4,603,631‌

146,500

Randstad

Holdings

NV

9,390,407‌

9,144,755

Shell

plc

268,469,506‌

911,392

Universal

Music

Group

NV

23,297,335‌

327,001

Wolters

Kluwer

NV

35,650,637‌

TOTAL

NETHERLANDS

1,068,710,707‌

NEW

ZEALAND

-

0

.2

%

1,541,951

*

Auckland

International

Airport

Ltd

8,486,182‌

732,506

Fisher

&

Paykel

Healthcare

Corp

12,021,293‌

844,815

Mercury

NZ

Ltd

3,282,062‌

1,612,375

Meridian

Energy

Ltd

5,572,699‌

2,386,400

Telecom

Corp

of

New

Zealand

Ltd

8,046,308‌

166,431

*

Xero

Ltd

9,173,087‌

TOTAL

NEW

ZEALAND

46,581,631‌

NORWAY

-

0

.6

%

386,993

Aker

BP

ASA

11,788,478‌

1,154,841

DNB

Bank

ASA

21,595,026‌

1,205,896

Equinor

ASA

36,751,661‌

294,897

Gjensidige

Forsikring

BA

5,300,316‌

116,919

Kongsberg

Gruppen

ASA

4,654,743‌

535,907

Mowi

ASA

9,909,812‌

1,652,320

Norsk

Hydro

ASA

13,396,759‌

924,299

Orkla

ASA

6,900,554‌

77,820

Salmar

ASA

3,618,603‌

873,918

Telenor

ASA

9,148,707‌

TOTAL

NORWAY

123,064,659‌

PORTUGAL

-

0

.2

%

3,557,554

Energias

de

Portugal

S.A.

17,674,844‌

615,252

Galp

Energia

SGPS

S.A.

8,421,596‌

340,350

Jeronimo

Martins

SGPS

S.A.

7,389,246‌

TOTAL

PORTUGAL

33,485,686‌

SINGAPORE

-

1

.6

%

4,289,606

Ascendas

REIT

9,439,837‌

3,186,801

Capitaland

Investment

Ltd

9,654,765‌

6,794,600

CapitaMall

Trust

11,116,872‌

481,243

City

Developments

Ltd

3,054,366‌

2,267,470

DBS

Group

Holdings

Ltd

62,074,874‌

6,847,039

e

Genting

Singapore

Ltd

5,185,665‌

1,579,475

*

Grab

Holdings

Ltd

5,986,210‌

126,400

Jardine

Cycle

&

Carriage

Ltd

2,802,241‌

1,870,581

Keppel

Corp

Ltd

10,800,095‌

3,285,501

Mapletree

Commercial

Trust

4,571,520‌

4,276,290

Mapletree

Logistics

Trust

5,528,353‌

Portfolio

of

investments

(unaudited)

International

Equity

Index

Fund

January

31,

2023

246

continued

SHARES

COMPANY

VALUE

SINGAPORE—continued

4,259,331

Oversea-Chinese

Banking

Corp

$

42,083,672‌

456,500

*

Sea

Ltd

(ADR)

29,421,425‌

1,739,422

e

Singapore

Airlines

Ltd

7,865,431‌

1,104,047

Singapore

Exchange

Ltd

7,776,373‌

2,244,077

Singapore

Technologies

Engineering

Ltd

6,309,315‌

10,245,702

Singapore

Telecommunications

Ltd

19,622,173‌

853,703

STMicroelectronics

NV

40,199,431‌

1,478,938

United

Overseas

Bank

Ltd

33,617,189‌

561,591

UOL

Group

Ltd

2,996,406‌

345,978

Venture

Corp

Ltd

4,885,677‌

TOTAL

SINGAPORE

324,991,890‌

SOUTH

AFRICA

-

0

.3

%

1,605,459

Anglo

American

plc

69,244,051‌

TOTAL

SOUTH

AFRICA

69,244,051‌

SPAIN

-

2

.4

%

31,785

Acciona

S.A.

6,201,254‌

274,709

e

ACS

Actividades

de

Construccion

y

Servicios

S.A.

8,129,660‌

95,297

*,g

Aena

S.A.

14,318,276‌

570,011

*

Amadeus

IT

Holding

S.A.

35,912,946‌

7,695,252

Banco

Bilbao

Vizcaya

Argentaria

S.A.

54,357,507‌

21,317,440

Banco

Santander

S.A.

74,503,159‌

5,544,493

CaixaBank

S.A.

24,600,690‌

680,461

g

Cellnex

Telecom

SAU

26,665,895‌

83,946

Corp

ACCIONA

Energias

Renovables

S.A.

3,432,896‌

367,490

EDP

Renovaveis

S.A.

7,993,305‌

320,573

e

Enagas

5,748,287‌

380,078

Endesa

S.A.

7,577,508‌

604,705

Ferrovial

S.A.

17,843,787‌

395,472

*,e

Grifols

S.A.

5,235,278‌

7,622,041

Iberdrola

S.A.

89,419,996‌

126,216

*

Iberdrola

S.A.

1,480,734‌

1,367,496

Industria

De

Diseno

Textil

S.A.

42,694,330‌

185,055

e

Naturgy

Energy

Group

S.A.

5,248,569‌

495,405

Red

Electrica

Corp

S.A.

8,768,121‌

1,732,356

Repsol

YPF

S.A.

28,457,126‌

6,604,553

Telefonica

S.A.

25,090,834‌

TOTAL

SPAIN

493,680,158‌

SWEDEN

-

3

.0

%

360,808

Alfa

Laval

AB

11,338,618‌

1,268,006

Assa

Abloy

AB

29,869,467‌

3,365,126

Atlas

Copco

AB

39,930,791‌

1,973,082

Atlas

Copco

AB

20,811,290‌

350,127

Boliden

AB

15,712,642‌

283,004

e

Electrolux

AB

4,008,425‌

900,167

*,e

Embracer

Group

AB

4,195,793‌

481,010

Epiroc

AB

8,019,628‌

835,697

Epiroc

AB

16,259,952‌

390,653

EQT

AB

8,814,993‌

3,665,080

Ericsson

(LM)

(B

Shares)

21,259,151‌

769,414

Essity

AB

20,100,276‌

229,233

g

Evolution

Gaming

Group

AB

25,763,738‌

804,123

*

Fastighets

AB

Balder

4,143,036‌

283,901

Getinge

AB

(B

Shares)

6,395,601‌

916,823

e

Hennes

&

Mauritz

AB

(B

Shares)

11,291,853‌

2,423,625

Hexagon

AB

27,783,229‌

120,088

Holmen

AB

4,953,098‌

537,425

Husqvarna

AB

(B

Shares)

4,572,351‌

157,747

Industrivarden

AB

4,178,771‌

Portfolio

of

investments

(unaudited)

International

Equity

Index

Fund

January

31,

2023

247

continued

SHARES

COMPANY

VALUE

SWEDEN—continued

194,442

Industrivarden

AB

$

5,122,509‌

341,382

Indutrade

AB

7,581,145‌

183,086

Investment

AB

Latour

3,862,915‌

2,285,646

Investor

AB

44,414,613‌

635,843

Investor

AB

12,690,528‌

302,331

*

Kinnevik

AB

4,673,174‌

290,197

Lifco

AB

5,331,017‌

94,447

Lundbergs

AB

(B

Shares)

4,373,579‌

1,920,100

Nibe

Industrier

AB

20,745,270‌

244,748

Sagax

AB

6,088,106‌

1,351,787

Sandvik

AB

27,938,241‌

625,883

e

Securitas

AB

(B

Shares)

5,729,055‌

2,011,020

Skandinaviska

Enskilda

Banken

AB

(Class

A)

24,345,024‌

417,080

Skanska

AB

(B

Shares)

7,361,503‌

484,754

SKF

AB

(B

Shares)

8,579,319‌

777,981

Svenska

Cellulosa

AB

(B

Shares)

10,803,305‌

1,834,789

Svenska

Handelsbanken

AB

19,133,210‌

1,139,985

Swedbank

AB

(A

Shares)

21,929,224‌

217,999

*

Swedish

Orphan

Biovitrum

AB

4,861,501‌

699,098

Tele2

AB

(B

Shares)

6,037,779‌

3,462,244

TeliaSonera

AB

8,941,731‌

264,069

Volvo

AB

(A

Shares)

5,485,697‌

1,903,060

Volvo

AB

(B

Shares)

37,763,380‌

741,640

*,e

Volvo

Car

AB

3,700,410‌

TOTAL

SWEDEN

596,894,938‌

SWITZERLAND

-

5

.7

%

1,984,960

ABB

Ltd

69,107,676‌

207,057

Adecco

S.A.

7,690,242‌

631,681

Alcon,

Inc

47,665,702‌

41,060

e

Bachem

Holding

AG.

3,631,093‌

56,654

Baloise

Holding

AG.

9,318,046‌

38,621

Banque

Cantonale

Vaudoise

3,671,199‌

4,386

Barry

Callebaut

AG.

9,163,813‌

27,443

BKW

S.A.

3,946,366‌

658,475

Cie

Financiere

Richemont

S.A.

101,508,666‌

254,212

Clariant

AG.

4,359,335‌

4,050,469

e

Credit

Suisse

Group

13,953,386‌

8,809

EMS-Chemie

Holding

AG.

6,566,935‌

45,960

Geberit

AG.

26,150,428‌

11,687

Givaudan

S.A.

37,891,941‌

275,831

Julius

Baer

Group

Ltd

17,692,990‌

69,030

Kuehne

&

Nagel

International

AG.

16,460,656‌

1,289

Lindt

&

Spruengli

AG.

14,156,724‌

134

Lindt

&

Spruengli

AG.

(Registered)

15,082,951‌

220,134

Logitech

International

S.A.

12,881,529‌

94,338

Lonza

Group

AG.

53,814,295‌

2,723,388

Novartis

AG.

246,218,882‌

28,990

Partners

Group

27,201,215‌

50,719

Schindler

Holding

AG.

10,810,111‌

29,987

Schindler

Holding

AG.

(Registered)

6,066,038‌

8,057

SGS

S.A.

19,648,074‌

396,122

SIG

Combibloc

Group

AG.

9,818,264‌

184,705

Sika

AG.

52,483,344‌

67,382

Sonova

Holdings

AG

16,850,328‌

141,562

Straumann

Holding

AG.

18,535,702‌

39,464

Swatch

Group

AG.

14,288,672‌

52,219

Swatch

Group

AG.

(Registered)

3,431,188‌

38,564

Swiss

Life

Holding

22,824,013‌

93,713

Swiss

Prime

Site

AG.

8,350,600‌

32,036

Swisscom

AG.

18,928,649‌

Portfolio

of

investments

(unaudited)

International

Equity

Index

Fund

January

31,

2023

248

continued

SHARES

COMPANY

VALUE

SWITZERLAND—continued

79,155

Temenos

Group

AG.

$

5,650,133‌

4,234,732

UBS

Group

AG

90,391,939‌

33,934

g

VAT

Group

AG.

10,563,780‌

189,739

Zurich

Insurance

Group

AG

93,831,341‌

TOTAL

SWITZERLAND

1,150,606,246‌

UNITED

ARAB

EMIRATES

-

0

.0

%

121,704

*,†

NMC

Health

plc

0‌

TOTAL

UNITED

ARAB

EMIRATES

0‌

UNITED

KINGDOM

-

11

.2

%

1,213,285

3i

Group

plc

23,670,862‌

227,387

Admiral

Group

plc

6,181,587‌

552,546

Ashtead

Group

plc

36,395,526‌

437,354

Associated

British

Foods

plc

10,039,551‌

1,955,536

AstraZeneca

plc

256,199,573‌

1,213,999

g

Auto

Trader

Group

plc

9,418,790‌

3,515,509

*

Aviva

plc

19,826,935‌

3,947,757

BAE

Systems

plc

41,791,108‌

20,316,268

Barclays

plc

46,702,853‌

1,328,814

Barratt

Developments

plc

7,552,615‌

142,572

Berkeley

Group

Holdings

plc

7,300,777‌

23,693,148

BP

plc

143,112,480‌

2,708,633

British

American

Tobacco

plc

103,832,186‌

1,120,937

British

Land

Co

plc

6,134,744‌

8,810,407

BT

Group

plc

13,574,135‌

415,746

Bunzl

plc

15,262,534‌

496,508

Burberry

Group

plc

15,124,085‌

3,419,739

CK

Hutchison

Holdings

Ltd

21,763,052‌

1,282,652

CNH

Industrial

NV

22,691,849‌

261,910

*

Coca-Cola

European

Partners

plc

(Class

A)

14,724,580‌

2,255,737

Compass

Group

plc

53,885,052‌

175,902

Croda

International

plc

14,993,312‌

128,794

DCC

plc

7,335,836‌

2,890,163

Diageo

plc

126,375,472‌

730,877

Entain

PLC

13,477,870‌

1,151,507

Experian

Group

Ltd

42,110,004‌

472,564

Halma

plc

12,581,556‌

438,151

Hargreaves

Lansdown

plc

4,823,701‌

25,146,972

HSBC

Holdings

plc

185,291,587‌

1,154,253

Imperial

Tobacco

Group

plc

28,955,847‌

1,827,362

Informa

plc

15,113,649‌

231,887

InterContinental

Hotels

Group

plc

16,098,419‌

205,820

Intertek

Group

plc

11,062,214‌

2,238,462

J

Sainsbury

plc

7,259,511‌

3,110,195

JD

Sports

Fashion

plc

6,268,968‌

224,246

Johnson

Matthey

plc

6,263,811‌

231,850

*,g

Just

Eat

Takeaway.com

NV

5,947,780‌

2,453,863

Kingfisher

plc

8,465,625‌

873,467

Land

Securities

Group

plc

7,652,275‌

7,487,806

Legal

&

General

Group

plc

23,563,664‌

86,399,085

Lloyds

TSB

Group

plc

56,228,125‌

414,895

London

Stock

Exchange

Group

plc

37,981,511‌

3,150,168

M&G

plc

7,866,975‌

5,226,380

Melrose

Industries

plc

9,214,981‌

4,583,708

National

Grid

plc

58,272,194‌

6,590,846

NatWest

Group

plc

25,144,450‌

166,858

Next

plc

13,661,358‌

712,262

*

Ocado

Ltd

5,699,797‌

834,598

Pearson

plc

9,517,905‌

394,037

Persimmon

plc

6,881,974‌

Portfolio

of

investments

(unaudited)

International

Equity

Index

Fund

January

31,

2023

249

continued

SHARES

COMPANY

VALUE

UNITED

KINGDOM—continued

935,849

Phoenix

Group

Holdings

plc

$

7,417,424‌

901,268

Reckitt

Benckiser

Group

plc

64,225,168‌

2,452,561

RELX

plc

72,862,894‌

3,183,956

Rentokil

Initial

plc

19,305,687‌

10,742,548

*

Rolls-Royce

Group

plc

14,054,832‌

1,292,626

Sage

Group

plc

12,419,123‌

874,317

Schroders

plc

5,170,524‌

1,335,151

Scottish

&

Southern

Energy

plc

28,498,358‌

1,500,945

Segro

plc

15,450,112‌

320,849

Severn

Trent

plc

11,165,829‌

1,088,766

Smith

&

Nephew

plc

15,036,222‌

438,829

Smiths

Group

plc

9,367,687‌

90,827

Spirax-Sarco

Engineering

plc

12,973,905‌

679,276

St.

James's

Place

plc

10,300,359‌

3,129,639

Standard

Chartered

plc

26,287,758‌

2,646,139

Standard

Life

Aberdeen

plc

6,969,490‌

4,386,426

Taylor

Wimpey

plc

6,364,357‌

9,434,407

Tesco

plc

28,674,745‌

3,217,445

Unilever

plc

163,764,912‌

846,299

United

Utilities

Group

plc

11,073,878‌

33,485,500

Vodafone

Group

plc

38,635,998‌

252,947

Whitbread

plc

9,526,543‌

1,389,370

WPP

plc

16,233,030‌

TOTAL

UNITED

KINGDOM

2,255,074,080‌

UNITED

STATES

-

7

.6

%

683,905

Computershare

Ltd

11,518,227‌

610,154

CSL

Ltd

128,834,270‌

52,941

*

CyberArk

Software

Ltd

7,458,328‌

5,144,304

GSK

plc

90,359,777‌

6,439,458

*

Haleon

plc

25,805,354‌

694,911

Holcim

Ltd

41,545,050‌

3,874,000

iShares

MSCI

EAFE

Index

Fund

277,184,700‌

552,857

James

Hardie

Industries

NV

12,405,295‌

3,461,160

Nestle

S.A.

422,292,827‌

281,929

*

QIAGEN

NV

13,753,369‌

885,224

Roche

Holding

AG.

276,340,705‌

33,159

Roche

Holding

AG.

12,137,547‌

684,360

Schneider

Electric

S.A.

111,013,831‌

2,768,308

Stellantis

NV

43,520,541‌

379,436

Swiss

Re

Ltd

39,731,085‌

613,017

Tenaris

S.A.

10,863,119‌

TOTAL

UNITED

STATES

1,524,764,025‌

TOTAL

COMMON

STOCKS

19,766,723,938‌

(Cost

$16,731,563,765)

REFERENCERATE

&

SPREAD

EXP

EXPIRATION

DATE

RIGHTS/WARRANTS

-

0.0%

SPAIN

-

0

.0

%

274,709

e

ACS

Actividades

de

Construccion

y

Servicios

S.A.

139,380‌

TOTAL

SPAIN

139,380‌

TOTAL

RIGHTS/WARRANTS

139,380‌

(Cost

$141,152)

Portfolio

of

investments

(unaudited)

International

Equity

Index

Fund

January

31,

2023

250

concluded

PRINCIPAL

ISSUER

REFERENCERATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

SHORT-TERM

INVESTMENTS

-

2.5%

GOVERNMENT

AGENCY

DEBT

-

0

.3

%

$

6,305,000

Federal

Home

Loan

Bank

(FHLB)

0

.000

%

02/10/23

$

6,297,774‌

40,000,000

FHLB

0

.000

02/15/23

39,930,251‌

10,000,000

FHLB

0

.000

04/14/23

9,906,898‌

TOTAL

GOVERNMENT

AGENCY

DEBT

56,134,923‌

REPURCHASE

AGREEMENT

-

1

.9

%

394,695,000

r

Fixed

Income

Clearing

Corp

(FICC)

4

.300

02/01/23

394,695,000‌

TOTAL

REPURCHASE

AGREEMENT

394,695,000‌

TREASURY

DEBT

-

0

.0

%

5,000,000

United

States

Treasury

Bill

0

.000

02/23/23

4,986,395‌

TOTAL

TREASURY

DEBT

4,986,395‌

SHARES

COMPANY

INVESTMENTS

IN

REGISTERED

INVESTMENT

COMPANIES

-

0

.3

%

54,221,160

c

State

Street

Navigator

Securities

Lending

Government

Money

Market

Portfolio

4

.550

54,221,160‌

TOTAL

INVESTMENTS

IN

REGISTERED

INVESTMENT

COMPANIES

54,221,160‌

TOTAL

SHORT-TERM

INVESTMENTS

510,037,478‌

(Cost

$510,043,606)

TOTAL

INVESTMENTS

-

100.5%

20,276,900,796‌

(Cost

$17,241,748,523)

OTHER

ASSETS

&

LIABILITIES,

NET

-

(0.5)%

(

100,160,797‌

)

NET

ASSETS

-

100.0%

$

20,176,739,999‌

ADR

American

Depositary

Receipt

REIT

Real

Estate

Investment

Trust

*

Non-income

producing

†

For

fair

value

measurement

disclosure

purposes,

investment

classified

as

Level

3.

c

Investments

made

with

cash

collateral

received

from

securities

on

loan.

e

All

or

a

portion

of

these

securities

are

out

on

loan.

The

aggregate

value

of

securities

on

loan

is

$118,454,384.

g

Security

is

exempt

from

registration

under

Rule

144(A)

of

the

Securities

Act

of

1933,

as

amended.

These

securities

are

deemed

liquid

and

may

be

resold

in

transactions

exempt

from

registration,

which

are

normally

those

transactions

with

qualified

institutional

buyers.

r

Agreement

with

Fixed

Income

Clearing

Corp

(FICC),

4.300%

dated

1/31/23

to

be

repurchased

at

$394,695,000

on

2/1/23,

collateralized

by

Government

Agency

Securities,

with

coupon

rates

0.375%–2.875%

and

maturity

dates

4/30/25–5/31/25,

valued

at

$402,588,952.

Futures

contracts

outstanding

as

of

January

31,

2023

were

as

follows:

Description

Number

of

long

(short)

contracts

Expiration

date

Notional

amount

Value

Unrealized

appreciation

(depreciation)

MSCI

EAFE

Index

3,131‌

03/17/23

 $

330,845,932‌

$

331,729,450‌

$

883,518‌

Portfolio

of

investments

(unaudited)

Emerging

Markets

Debt

Fund

January

31,

2023

251

PRINCIPAL

ISSUER

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

BANK

LOAN

OBLIGATIONS

-

0.4%

CHILE

-

0

.4

%

$

1,840,000

i

Coral-US

Co-Borrower

LLC

LIBOR

1

M

+

3.000%

7

.459

%

10/15/29

$

1,831,564‌

TOTAL

CHILE

1,831,564‌

TOTAL

BANK

LOAN

OBLIGATIONS

1,831,564‌

(Cost

$1,826,777)

BONDS

-

96.6%

CORPORATE

BONDS

-

49

.4

%

ARGENTINA

-

0

.3

%

1,950,000

g

YPF

S.A.

6

.950

07/21/27

1,552,777‌

TOTAL

ARGENTINA

1,552,777‌

AUSTRALIA

-

0

.7

%

1,725,000

AngloGold

Ashanti

Holdings

plc

3

.375

11/01/28

1,550,242‌

2,000,000

AngloGold

Ashanti

Holdings

plc

3

.750

10/01/30

1,774,340‌

TOTAL

AUSTRALIA

3,324,582‌

BRAZIL

-

2

.4

%

2,500,000

g

B3

S.A.-Brasil

Bolsa

Balcao

4

.125

09/20/31

2,193,750‌

2,750,000

g

Itau

Unibanco

Holding

S.A.

4

.625

N/A‡

2,250,054‌

3,250,000

g,q

JSM

Global

Sarl

4

.750

10/20/30

528,125‌

527,012

†,g

Odebrecht

Oil

&

Gas

Finance

Ltd

0

.000

N/A‡

197‌

714,000

o

Oi

S.A.

10

.000

07/27/25

71,757‌

2,000,000

Petrobras

Global

Finance

BV

6

.900

03/19/49

1,814,140‌

600,000

e

Petrobras

Global

Finance

BV

5

.500

06/10/51

469,500‌

1,658,000

g

Rio

Oil

Finance

Trust

8

.200

04/06/28

1,666,290‌

2,000,000

g

Rumo

Luxembourg

Sarl

4

.200

01/18/32

1,657,500‌

TOTAL

BRAZIL

10,651,313‌

CHILE

-

3

.4

%

2,391,251

g

Alfa

Desarrollo

S.p.A

4

.550

09/27/51

1,917,664‌

2,000,000

g

Banco

del

Estado

de

Chile

2

.704

01/09/25

1,910,893‌

2,325,000

g

Celulosa

Arauco

y

Constitucion

S.A.

5

.150

01/29/50

2,080,875‌

2,250,000

g

Cia

Cervecerias

Unidas

S.A.

3

.350

01/19/32

1,946,250‌

2,150,000

g

Corp

Nacional

del

Cobre

de

Chile

4

.375

02/05/49

1,870,367‌

1,675,000

g

Corp

Nacional

del

Cobre

de

Chile

3

.150

01/15/51

1,224,663‌

2,075,000

g

Embotelladora

Andina

S.A.

3

.950

01/21/50

1,577,000‌

2,000,000

g

Empresa

de

los

Ferrocarriles

del

Estado

3

.068

08/18/50

1,268,732‌

1,775,000

g

Empresa

Nacional

del

Petroleo

3

.450

09/16/31

1,513,328‌

TOTAL

CHILE

15,309,772‌

CHINA

-

1

.1

%

2,500,000

g

ENN

Clean

Energy

International

Investment

Ltd

3

.375

05/12/26

2,276,982‌

2,050,000

e,g

Lenovo

Group

Ltd

3

.421

11/02/30

1,747,019‌

1,000,000

†,q

Shimao

Group

Holdings

Ltd

4

.750

07/03/23

231,232‌

2,600,000

†

Shimao

Group

Holdings

Ltd

5

.200

01/30/25

575,597‌

TOTAL

CHINA

4,830,830‌

COLOMBIA

-

2

.6

%

1,675,000

Bancolombia

S.A.

4

.625

12/18/29

1,526,260‌

1,375,000

Ecopetrol

S.A.

4

.625

11/02/31

1,087,212‌

2,000,000

Ecopetrol

S.A.

5

.875

11/02/51

1,379,876‌

2,000,000

g

Empresas

Publicas

de

Medellin

ESP

4

.250

07/18/29

1,643,877‌

1,000,000

g

Empresas

Publicas

de

Medellin

ESP

4

.375

02/15/31

791,877‌

2,000,000

g

EnfraGen

Energia

Sur

S.A.

5

.375

12/30/30

1,427,955‌

Portfolio

of

investments

(unaudited)

Emerging

Markets

Debt

Fund

January

31,

2023

252

continued

PRINCIPAL

ISSUER

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

COLOMBIA—continued

$

2,075,000

g

Grupo

Aval

Ltd

4

.375

%

02/04/30

$

1,719,968‌

2,200,000

g

SierraCol

Energy

Andina

LLC

6

.000

06/15/28

1,814,955‌

TOTAL

COLOMBIA

11,391,980‌

COSTA

RICA

-

1

.1

%

1,991,574

g

Autopistas

del

Sol

S.A.

7

.375

12/30/30

1,835,102‌

1,800,000

g

Instituto

Costarricense

de

Electricidad

6

.750

10/07/31

1,736,011‌

1,300,000

g

Liberty

Costa

Rica

Senior

Secured

Finance

10

.875

01/15/31

1,269,450‌

TOTAL

COSTA

RICA

4,840,563‌

DOMINICAN

REPUBLIC

-

1

.1

%

2,500,000

g

Aeropuertos

Dominicanos

Siglo

XXI

S.A.

6

.750

03/30/29

2,481,250‌

2,975,000

g

AES

Andres

BV

5

.700

05/04/28

2,619,454‌

TOTAL

DOMINICAN

REPUBLIC

5,100,704‌

GHANA

-

0

.6

%

1,000,000

g

Kosmos

Energy

Ltd

7

.750

05/01/27

889,900‌

1,887,000

g

Tullow

Oil

plc

10

.250

05/15/26

1,627,538‌

TOTAL

GHANA

2,517,438‌

GUATEMALA

-

1

.1

%

1,830,000

g

CNTL

AMR

BOTTLING

CORP

5

.250

04/27/29

1,757,331‌

1,225,000

g

CT

Trust

5

.125

02/03/32

1,067,949‌

1,650,000

g

Investment

Energy

Resources

Ltd

6

.250

04/26/29

1,575,033‌

725,000

e,g

Millicom

International

Cellular

S.A.

4

.500

04/27/31

613,712‌

TOTAL

GUATEMALA

5,014,025‌

INDIA

-

2

.2

%

2,100,000

g

Adani

Ports

&

Special

Economic

Zone

Ltd

4

.375

07/03/29

1,684,031‌

1,800,000

g

Adani

Ports

&

Special

Economic

Zone

Ltd

3

.100

02/02/31

1,299,366‌

1,237,565

g

Azure

Power

Energy

Ltd

3

.575

08/19/26

931,603‌

1,225,000

g

Indian

Railway

Finance

Corp

Ltd

3

.570

01/21/32

1,066,042‌

3,000,000

e,g

Network

i2i

Ltd

3

.975

N/A‡

2,713,970‌

2,700,000

g

ReNew

Wind

Energy

AP2

4

.500

07/14/28

2,322,920‌

TOTAL

INDIA

10,017,932‌

INDONESIA

-

3

.0

%

1,860,000

g

Freeport

Indonesia

PT

5

.315

04/14/32

1,767,225‌

1,000,000

g

Freeport

Indonesia

PT

6

.200

04/14/52

925,000‌

2,000,000

g

Medco

Laurel

Tree

Pte

Ltd

6

.950

11/12/28

1,905,139‌

301,000

g

Medco

Platinum

Road

Pte

Ltd

6

.750

01/30/25

297,267‌

1,500,000

g

Pertamina

Persero

PT

3

.100

08/27/30

1,308,340‌

1,250,000

g

Pertamina

Persero

PT

4

.700

07/30/49

1,062,965‌

1,000,000

g

Perusahaan

Listrik

Negara

PT

5

.250

10/24/42

895,346‌

2,000,000

g

Perusahaan

Listrik

Negara

PT

6

.150

05/21/48

1,942,149‌

3,250,000

g

Saka

Energi

Indonesia

PT

4

.450

05/05/24

3,148,437‌

TOTAL

INDONESIA

13,251,868‌

ISRAEL

-

3

.2

%

3,000,000

g

Bank

Hapoalim

BM

3

.255

01/21/32

2,641,884‌

3,141,000

g

Energean

Israel

Finance

Ltd

5

.375

03/30/28

2,889,892‌

2,000,000

g

Israel

Chemicals

Ltd

6

.375

05/31/38

1,994,589‌

2,000,000

g

Israel

Electric

Corp

Ltd

3

.750

02/22/32

1,780,468‌

1,800,000

g

Leviathan

Bond

Ltd

6

.750

06/30/30

1,751,897‌

EUR

2,000,000

Teva

Pharmaceutical

Finance

Netherlands

II

BV

4

.375

05/09/30

1,872,508‌

1,335,000

e

Teva

Pharmaceutical

Finance

Netherlands

III

BV

5

.125

05/09/29

1,231,117‌

TOTAL

ISRAEL

14,162,355‌

Portfolio

of

investments

(unaudited)

Emerging

Markets

Debt

Fund

January

31,

2023

253

continued

PRINCIPAL

ISSUER

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

JAMAICA

-

0

.0

%

$

456,719

g,o

Digicel

Group

0.5

Ltd

7

.000

%

N/A‡

$

36,538‌

TOTAL

JAMAICA

36,538‌

KAZAKHSTAN

-

1

.9

%

KZT

453,000,000

g

Development

Bank

of

Kazakhstan

JSC

8

.950

05/04/23

953,299‌

1,800,000

g

KazMunayGas

National

Co

JSC

4

.750

04/19/27

1,667,217‌

1,550,000

g

KazMunayGas

National

Co

JSC

6

.375

10/24/48

1,325,723‌

2,475,000

g

KazTransGas

JSC

4

.375

09/26/27

2,265,744‌

2,800,000

g

Tengizchevroil

Finance

Co

International

Ltd

4

.000

08/15/26

2,478,907‌

TOTAL

KAZAKHSTAN

8,690,890‌

KOREA,

REPUBLIC

OF

-

0

.4

%

1,800,000

e,g

Shinhan

Bank

Co

Ltd

4

.375

04/13/32

1,649,600‌

TOTAL

KOREA,

REPUBLIC

OF

1,649,600‌

MACAU

-

0

.4

%

2,000,000

Sands

China

Ltd

3

.750

08/08/31

1,672,657‌

TOTAL

MACAU

1,672,657‌

MALAYSIA

-

2

.0

%

3,000,000

1MDB

Global

Investments

Ltd

4

.400

03/09/23

2,945,267‌

3,000,000

g

Genm

Capital

Labuan

Ltd

3

.882

04/19/31

2,434,603‌

4,045,000

g

Misc

Capital

Two

Labuan

Ltd

3

.750

04/06/27

3,740,777‌

TOTAL

MALAYSIA

9,120,647‌

MEXICO

-

7

.5

%

800,000

g

BBVA

Bancomer

S.A.

5

.350

11/12/29

784,405‌

2,000,000

g

BBVA

Bancomer

S.A.

5

.125

01/18/33

1,901,000‌

1,875,000

g

Cemex

SAB

de

C.V.

3

.875

07/11/31

1,580,925‌

2,025,000

g

Cemex

SAB

de

C.V.

5

.125

N/A‡

1,863,405‌

2,000,000

g

Comision

Federal

de

Electricidad

3

.348

02/09/31

1,639,766‌

1,300,000

g

Electricidad

Firme

de

Mexico

Holdings

S.A.

de

C.V.

4

.900

11/20/26

1,168,644‌

8,833,000

g

Grupo

Aeromexico

SAB

de

C.V.

8

.500

03/17/27

8,000,016‌

3,630,000

g

Mexico

Remittances

Funding

Fiduciary

Estate

Management

Sarl

4

.875

01/15/28

3,349,046‌

2,800,000

g

Nemak

SAB

de

C.V.

3

.625

06/28/31

2,260,020‌

1,000,000

Petroleos

Mexicanos

4

.250

01/15/25

957,100‌

4,647,000

Petroleos

Mexicanos

6

.840

01/23/30

4,042,992‌

5,219,000

Petroleos

Mexicanos

6

.700

02/16/32

4,332,112‌

2,075,000

Petroleos

Mexicanos

6

.350

02/12/48

1,364,105‌

TOTAL

MEXICO

33,243,536‌

MOROCCO

-

0

.7

%

650,000

g

OCP

S.A.

3

.750

06/23/31

548,451‌

3,000,000

g

OCP

S.A.

5

.125

06/23/51

2,360,790‌

TOTAL

MOROCCO

2,909,241‌

NETHERLANDS

-

0

.1

%

RUB

158,400,000

†,g

VEON

Holdings

BV

8

.125

09/16/26

338,407‌

TOTAL

NETHERLANDS

338,407‌

NIGERIA

-

0

.3

%

1,775,000

g

Access

Bank

plc

6

.125

09/21/26

1,540,306‌

TOTAL

NIGERIA

1,540,306‌

OMAN

-

0

.5

%

2,500,000

g

OQ

SAOC

5

.125

05/06/28

2,404,922‌

TOTAL

OMAN

2,404,922‌

Portfolio

of

investments

(unaudited)

Emerging

Markets

Debt

Fund

January

31,

2023

254

continued

PRINCIPAL

ISSUER

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

PANAMA

-

0

.9

%

$

2,000,000

g

Aeropuerto

Internacional

de

Tocumen

S.A.

5

.125

%

08/11/61

$

1,625,000‌

1,175,000

g

Cable

Onda

S.A.

4

.500

01/30/30

1,048,687‌

1,569,573

g

UEP

Penonome

II

S.A.

6

.500

10/01/38

1,172,752‌

TOTAL

PANAMA

3,846,439‌

PERU

-

1

.8

%

PEN

9,000,000

g

Alicorp

SAA

6

.875

04/17/27

2,176,853‌

1,225,000

g

Cia

de

Minas

Buenaventura

SAA

5

.500

07/23/26

1,071,875‌

891,058

g

Lima

Metro

Line

2

Finance

Ltd

4

.350

04/05/36

789,700‌

2,000,000

g

Peru

LNG

Srl

5

.375

03/22/30

1,658,480‌

2,750,000

g

Petroleos

del

Peru

S.A.

5

.625

06/19/47

1,834,635‌

534,000

g

Volcan

Cia

Minera

SAA

4

.375

02/11/26

471,864‌

TOTAL

PERU

8,003,407‌

SAUDI

ARABIA

-

1

.3

%

2,500,000

g

EIG

Pearl

Holdings

Sarl

4

.387

11/30/46

1,980,595‌

2,500,000

e,g

Saudi

Arabian

Oil

Co

4

.375

04/16/49

2,219,150‌

2,000,000

g

Saudi

Arabian

Oil

Co

3

.250

11/24/50

1,449,198‌

TOTAL

SAUDI

ARABIA

5,648,943‌

SOUTH

AFRICA

-

3

.6

%

3,000,000

g

Eskom

Holdings

SOC

Ltd

6

.750

08/06/23

2,948,460‌

2,000,000

g

Eskom

Holdings

SOC

Ltd

7

.125

02/11/25

1,911,230‌

2,875,000

g

Eskom

Holdings

SOC

Ltd

6

.350

08/10/28

2,747,109‌

1,600,000

g

Eskom

Holdings

SOC

Ltd

8

.450

08/10/28

1,536,231‌

2,300,000

g

Gold

Fields

Orogen

Holdings

BVI

Ltd

6

.125

05/15/29

2,360,894‌

2,000,000

g

MTN

Mauritius

Investment

Ltd

6

.500

10/13/26

2,031,441‌

2,725,000

g

Transnet

SOC

Ltd

8

.250

02/06/28

2,731,813‌

TOTAL

SOUTH

AFRICA

16,267,178‌

THAILAND

-

0

.5

%

2,600,000

g

Bangkok

Bank

PCL

3

.466

09/23/36

2,223,861‌

TOTAL

THAILAND

2,223,861‌

TRINIDAD

AND

TOBAGO

-

0

.2

%

850,000

g

National

Gas

Company

of

Trinidad

and

Tobago

Limited

6

.050

01/15/36

773,500‌

TOTAL

TRINIDAD

AND

TOBAGO

773,500‌

TURKEY

-

2

.1

%

2,000,000

g

Akbank

T.A.S.

6

.800

02/06/26

1,913,605‌

500,000

g

Akbank

T.A.S.

6

.797

04/27/28

482,080‌

4,100,000

g

Anadolu

Efes

Biracilik

Ve

Malt

Sanayii

AS.

3

.375

06/29/28

3,199,484‌

2,000,000

g

Turkiye

Garanti

Bankasi

AS.

7

.177

05/24/27

1,834,836‌

2,325,000

g

Ulker

Biskuvi

Sanayi

AS.

6

.950

10/30/25

2,070,664‌

TOTAL

TURKEY

9,500,669‌

UKRAINE

-

0

.2

%

2,000,000

†,g

NAK

Naftogaz

Ukraine

via

Kondor

Finance

plc

7

.625

11/08/26

400,300‌

87,500

Ukreximbank

Via

Biz

Finance

plc

9

.750

01/22/25

34,737‌

600,000

†,g

Ukreximbank

Via

Biz

Finance

plc

9

.750

01/22/25

238,200‌

TOTAL

UKRAINE

673,237‌

UNITED

ARAB

EMIRATES

-

1

.9

%

1,975,000

g

Abu

Dhabi

Crude

Oil

Pipeline

LLC

4

.600

11/02/47

1,880,883‌

1,325,000

g

DAE

Funding

LLC

3

.375

03/20/28

1,199,977‌

1,500,000

g

DP

World

Ltd

5

.625

09/25/48

1,498,603‌

2,311,650

g

Galaxy

Pipeline

Assets

Bidco

Ltd

2

.160

03/31/34

1,995,256‌

2,433,950

g

Sweihan

PV

Power

Co

PJSC

3

.625

01/31/49

2,033,268‌

TOTAL

UNITED

ARAB

EMIRATES

8,607,987‌

Portfolio

of

investments

(unaudited)

Emerging

Markets

Debt

Fund

January

31,

2023

255

continued

PRINCIPAL

ISSUER

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

UNITED

STATES

-

0

.3

%

$

1,500,000

g

Sempra

Infrastructure

Partners

LP

3

.250

%

01/15/32

$

1,249,161‌

TOTAL

UNITED

STATES

1,249,161‌

TOTAL

CORPORATE

BONDS

220,367,265‌

(Cost

$256,500,845)

GOVERNMENT

BONDS

-

46

.6

%

ANGOLA

-

1

.7

%

2,250,000

g

Angolan

Government

International

Bond

8

.250

05/09/28

2,127,345‌

1,250,000

g

Angolan

Government

International

Bond

8

.000

11/26/29

1,158,787‌

2,850,000

g

Angolan

Government

International

Bond

8

.750

04/14/32

2,632,388‌

1,950,000

g

Angolan

Government

International

Bond

9

.375

05/08/48

1,735,442‌

TOTAL

ANGOLA

7,653,962‌

ARGENTINA

-

0

.7

%

1,300,000

Argentine

Republic

Government

International

Bond

3

.875

01/09/38

477,542‌

5,134,989

Argentine

Republic

Government

International

Bond

(Step

Bond)

1

.500

07/09/35

1,578,066‌

2,949,981

g

Provincia

de

Buenos

Aires

(Step

Bond)

3

.900

09/01/37

1,165,869‌

TOTAL

ARGENTINA

3,221,477‌

BAHRAIN

-

0

.4

%

700,000

g

Bahrain

Government

International

Bond

7

.375

05/14/30

725,514‌

1,000,000

g

Bahrain

Government

International

Bond

7

.500

09/20/47

928,529‌

TOTAL

BAHRAIN

1,654,043‌

BARBADOS

-

0

.4

%

2,039,800

g

Barbados

Government

International

Bond

6

.500

10/01/29

1,903,616‌

TOTAL

BARBADOS

1,903,616‌

BENIN

-

0

.2

%

EUR

1,125,000

g

Benin

Government

International

Bond

6

.875

01/19/52

889,471‌

TOTAL

BENIN

889,471‌

BERMUDA

-

0

.2

%

1,125,000

g

Bermuda

Government

International

Bond

2

.375

08/20/30

961,875‌

TOTAL

BERMUDA

961,875‌

BRAZIL

-

1

.7

%

BRL

5,000,000

Brazil

Notas

do

Tesouro

Nacional

Serie

F

10

.000

01/01/25

939,711‌

BRL

5,982,000

Brazil

Notas

do

Tesouro

Nacional

Serie

F

10

.000

01/01/27

1,080,748‌

3,100,000

Brazilian

Government

International

Bond

3

.875

06/12/30

2,741,984‌

1,100,000

Brazilian

Government

International

Bond

5

.000

01/27/45

860,230‌

1,025,000

Brazilian

Government

International

Bond

5

.625

02/21/47

850,385‌

1,400,000

Brazilian

Government

International

Bond

4

.750

01/14/50

1,027,003‌

TOTAL

BRAZIL

7,500,061‌

CAMEROON

-

0

.2

%

EUR

1,000,000

g

Republic

of

Cameroon

International

Bond

5

.950

07/07/32

826,821‌

TOTAL

CAMEROON

826,821‌

COLOMBIA

-

1

.3

%

2,000,000

Colombia

Government

International

Bond

3

.000

01/30/30

1,557,253‌

2,925,000

Colombia

Government

International

Bond

3

.250

04/22/32

2,151,903‌

500,000

h

Colombia

Government

International

Bond

7

.500

02/02/34

494,103‌

1,300,000

Colombia

Government

International

Bond

5

.625

02/26/44

988,922‌

950,000

Colombia

Government

International

Bond

5

.200

05/15/49

668,363‌

TOTAL

COLOMBIA

5,860,544‌

Portfolio

of

investments

(unaudited)

Emerging

Markets

Debt

Fund

January

31,

2023

256

continued

PRINCIPAL

ISSUER

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

COSTA

RICA

-

0

.7

%

$

2,500,000

g

Costa

Rica

Government

International

Bond

5

.625

%

04/30/43

$

2,100,000‌

1,075,000

g

Costa

Rica

Government

International

Bond

7

.000

04/04/44

1,042,750‌

TOTAL

COSTA

RICA

3,142,750‌

COTE

D'IVOIRE

-

0

.7

%

3,193,656

g

Ivory

Coast

Government

International

Bond

(Step

Bond)

5

.750

12/31/32

2,934,487‌

TOTAL

COTE

D'IVOIRE

2,934,487‌

DOMINICAN

REPUBLIC

-

2

.4

%

1,575,000

g

Dominican

Republic

Government

International

Bond

6

.875

01/29/26

1,620,634‌

DOP

22,500,000

g

Dominican

Republic

Government

International

Bond

9

.750

06/05/26

375,661‌

DOP

27,000,000

g

Dominican

Republic

Government

International

Bond

11

.250

02/05/27

464,657‌

1,195,000

g

Dominican

Republic

Government

International

Bond

5

.500

02/22/29

1,124,098‌

DOP

74,000,000

g

Dominican

Republic

Government

International

Bond

10

.375

01/11/30

1,177,617‌

4,000,000

g

Dominican

Republic

Government

International

Bond

4

.875

09/23/32

3,405,150‌

2,535,000

g

Dominican

Republic

Government

International

Bond

7

.450

04/30/44

2,467,595‌

TOTAL

DOMINICAN

REPUBLIC

10,635,412‌

ECUADOR

-

0

.9

%

744,229

g

Ecuador

Government

International

Bond

0

.000

07/31/30

316,141‌

2,234,600

g

Ecuador

Government

International

Bond

(Step

Bond)

5

.000

07/31/30

1,483,155‌

4,637,020

g

Ecuador

Government

International

Bond

(Step

Bond)

1

.000

07/31/35

2,248,177‌

TOTAL

ECUADOR

4,047,473‌

EGYPT

-

2

.3

%

1,150,000

g

Egypt

Government

International

Bond

5

.800

09/30/27

952,266‌

4,275,000

g

Egypt

Government

International

Bond

7

.600

03/01/29

3,527,559‌

3,200,000

g

Egypt

Government

International

Bond

7

.053

01/15/32

2,397,760‌

4,075,000

g

Egypt

Government

International

Bond

8

.500

01/31/47

2,865,108‌

1,000,000

g

Egypt

Government

International

Bond

8

.150

11/20/59

677,520‌

TOTAL

EGYPT

10,420,213‌

EL

SALVADOR

-

0

.5

%

2,000,000

g

El

Salvador

Government

International

Bond

7

.650

06/15/35

962,896‌

3,100,000

g

El

Salvador

Government

International

Bond

7

.625

02/01/41

1,457,101‌

TOTAL

EL

SALVADOR

2,419,997‌

GHANA

-

0

.7

%

3,325,000

g

Ghana

Government

International

Bond

0

.000

04/07/25

1,115,032‌

3,325,000

g

Ghana

Government

International

Bond

7

.750

04/07/29

1,230,250‌

2,025,000

g

Ghana

Government

International

Bond

8

.750

03/11/61

729,041‌

TOTAL

GHANA

3,074,323‌

GUATEMALA

-

0

.8

%

525,000

g

Guatemala

Government

Bond

4

.900

06/01/30

500,666‌

2,000,000

g

Guatemala

Government

Bond

3

.700

10/07/33

1,685,932‌

1,500,000

g

Guatemala

Government

Bond

6

.125

06/01/50

1,455,419‌

TOTAL

GUATEMALA

3,642,017‌

HONDURAS

-

0

.2

%

775,000

g

Honduras

Government

International

Bond

6

.250

01/19/27

682,929‌

TOTAL

HONDURAS

682,929‌

HUNGARY

-

1

.2

%

1,900,000

g

Hungary

Government

International

Bond

6

.125

05/22/28

1,964,975‌

1,850,000

g

Hungary

Government

International

Bond

5

.250

06/16/29

1,820,783‌

1,525,000

g

Hungary

Government

International

Bond

2

.125

09/22/31

1,179,018‌

Portfolio

of

investments

(unaudited)

Emerging

Markets

Debt

Fund

January

31,

2023

257

continued

PRINCIPAL

ISSUER

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

HUNGARY—continued

$

750,000

g

Hungary

Government

International

Bond

3

.125

%

09/21/51

$

470,724‌

TOTAL

HUNGARY

5,435,500‌

INDIA

-

0

.3

%

1,700,000

g

Export-Import

Bank

of

India

2

.250

01/13/31

1,376,950‌

TOTAL

INDIA

1,376,950‌

INDONESIA

-

0

.7

%

1,000,000

g

Indonesia

Government

International

Bond

4

.625

04/15/43

937,550‌

2,075,000

g

Perusahaan

Penerbit

SBSN

Indonesia

III

4

.700

06/06/32

2,078,113‌

TOTAL

INDONESIA

3,015,663‌

IRAQ

-

0

.8

%

1,325,000

g

Iraq

Government

International

Bond

6

.752

03/09/23

1,315,497‌

2,546,875

g

Iraq

Government

International

Bond

5

.800

01/15/28

2,358,332‌

TOTAL

IRAQ

3,673,829‌

JAMAICA

-

1

.0

%

2,125,000

Jamaica

Government

International

Bond

8

.000

03/15/39

2,561,987‌

1,810,000

Jamaica

Government

International

Bond

7

.875

07/28/45

2,116,119‌

TOTAL

JAMAICA

4,678,106‌

JORDAN

-

1

.1

%

1,775,000

g

Jordan

Government

International

Bond

4

.950

07/07/25

1,721,588‌

1,500,000

g

Jordan

Government

International

Bond

5

.850

07/07/30

1,381,487‌

2,000,000

e,g

Jordan

Government

International

Bond

7

.375

10/10/47

1,796,671‌

TOTAL

JORDAN

4,899,746‌

KAZAKHSTAN

-

0

.2

%

750,000

g

Kazakhstan

Government

International

Bond

6

.500

07/21/45

796,123‌

TOTAL

KAZAKHSTAN

796,123‌

KENYA

-

0

.8

%

1,700,000

g

Kenya

Government

International

Bond

6

.875

06/24/24

1,596,333‌

1,125,000

g

Kenya

Government

International

Bond

6

.300

01/23/34

865,890‌

1,325,000

g

Kenya

Government

International

Bond

8

.250

02/28/48

1,038,519‌

TOTAL

KENYA

3,500,742‌

KOREA,

REPUBLIC

OF

-

0

.3

%

2,102,000

e

Export-Import

Bank

of

Korea

2

.500

06/29/41

1,511,443‌

TOTAL

KOREA,

REPUBLIC

OF

1,511,443‌

LEBANON

-

0

.1

%

3,200,000

†,q

Lebanon

Government

International

Bond

6

.250

11/04/24

204,000‌

3,800,000

†,q

Lebanon

Government

International

Bond

6

.850

03/23/27

237,500‌

TOTAL

LEBANON

441,500‌

MALAYSIA

-

0

.4

%

MYR

7,100,000

Malaysia

Government

Bond

3

.582

07/15/32

1,635,242‌

TOTAL

MALAYSIA

1,635,242‌

MEXICO

-

2

.0

%

MXN

33,600,000

Mexican

Bonos

7

.500

06/03/27

1,696,246‌

MXN

29,900,000

Mexican

Bonos

8

.500

11/18/38

1,552,949‌

1,675,000

Mexico

Government

International

Bond

3

.250

04/16/30

1,509,449‌

3,500,000

Mexico

Government

International

Bond

4

.280

08/14/41

2,869,537‌

1,850,000

Mexico

Government

International

Bond

4

.400

02/12/52

1,443,060‌

TOTAL

MEXICO

9,071,241‌

Portfolio

of

investments

(unaudited)

Emerging

Markets

Debt

Fund

January

31,

2023

258

continued

PRINCIPAL

ISSUER

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

MONGOLIA

-

0

.5

%

$

1,900,000

g

Mongolia

Government

International

Bond

5

.125

%

04/07/26

$

1,772,173‌

550,000

e,g

Mongolia

Government

International

Bond

4

.450

07/07/31

450,950‌

TOTAL

MONGOLIA

2,223,123‌

MOROCCO

-

0

.7

%

450,000

g

Morocco

Government

International

Bond

2

.375

12/15/27

396,881‌

1,775,000

g

Morocco

Government

International

Bond

3

.000

12/15/32

1,417,988‌

1,450,000

g

Morocco

Government

International

Bond

5

.500

12/11/42

1,252,235‌

TOTAL

MOROCCO

3,067,104‌

NAMIBIA

-

0

.4

%

1,700,000

g

Namibia

Government

International

Bond

5

.250

10/29/25

1,606,919‌

TOTAL

NAMIBIA

1,606,919‌

NIGERIA

-

1

.1

%

2,075,000

g

Nigeria

Government

International

Bond

8

.375

03/24/29

1,725,789‌

1,550,000

g

Nigeria

Government

International

Bond

7

.875

02/16/32

1,166,915‌

950,000

g

Nigeria

Government

International

Bond

7

.375

09/28/33

678,132‌

2,000,000

g

Nigeria

Government

International

Bond

7

.696

02/23/38

1,385,380‌

TOTAL

NIGERIA

4,956,216‌

OMAN

-

1

.6

%

1,900,000

g

Oman

Government

International

Bond

5

.375

03/08/27

1,900,404‌

1,600,000

g

Oman

Government

International

Bond

6

.750

10/28/27

1,696,711‌

1,500,000

g

Oman

Government

International

Bond

6

.250

01/25/31

1,552,884‌

1,200,000

g

Oman

Government

International

Bond

6

.500

03/08/47

1,146,047‌

1,025,000

g

Oman

Government

International

Bond

6

.750

01/17/48

1,009,132‌

TOTAL

OMAN

7,305,178‌

PAKISTAN

-

0

.8

%

610,000

g

Pakistan

Global

Sukuk

Programme

Co

Ltd

7

.950

01/31/29

372,100‌

3,200,000

g

Pakistan

Government

International

Bond

6

.875

12/05/27

1,344,000‌

1,700,000

g

Pakistan

Government

International

Bond

7

.375

04/08/31

704,310‌

1,000,000

g

Pakistan

Government

International

Bond

8

.875

04/08/51

406,900‌

2,000,000

Pakistan

Water

&

Power

Development

Authority

7

.500

06/04/31

644,000‌

TOTAL

PAKISTAN

3,471,310‌

PANAMA

-

0

.2

%

1,125,000

Panama

Notas

del

Tesoro

3

.750

04/17/26

1,067,906‌

TOTAL

PANAMA

1,067,906‌

PARAGUAY

-

0

.6

%

2,425,000

g

Paraguay

Government

International

Bond

2

.739

01/29/33

1,953,276‌

525,000

g

Republic

of

Paraguay

6

.100

08/11/44

519,517‌

TOTAL

PARAGUAY

2,472,793‌

PERU

-

1

.1

%

1,500,000

g

Fondo

MIVIVIENDA

S.A.

4

.625

04/12/27

1,456,332‌

1,645,000

Peruvian

Government

International

Bond

3

.000

01/15/34

1,335,262‌

PEN

4,150,000

g

Peruvian

Government

International

Bond

5

.400

08/12/34

860,122‌

1,800,000

Peruvian

Government

International

Bond

3

.300

03/11/41

1,353,512‌

TOTAL

PERU

5,005,228‌

PHILIPPINES

-

0

.4

%

1,975,000

Philippine

Government

International

Bond

4

.200

03/29/47

1,725,978‌

TOTAL

PHILIPPINES

1,725,978‌

POLAND

-

0

.4

%

475,000

Poland

Government

International

Bond

3

.250

04/06/26

457,960‌

Portfolio

of

investments

(unaudited)

Emerging

Markets

Debt

Fund

January

31,

2023

259

continued

PRINCIPAL

ISSUER

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

POLAND—continued

$

1,125,000

Republic

of

Poland

Government

International

Bond

5

.750

%

11/16/32

$

1,215,844‌

TOTAL

POLAND

1,673,804‌

QATAR

-

0

.5

%

1,475,000

g

Qatar

Government

International

Bond

3

.750

04/16/30

1,445,754‌

925,000

g

Qatar

Government

International

Bond

5

.103

04/23/48

953,927‌

TOTAL

QATAR

2,399,681‌

REPUBLIC

OF

SERBIA

-

0

.5

%

1,675,000

g

Serbia

International

Bond

2

.125

12/01/30

1,273,984‌

750,000

e,g

Serbia

International

Bond

6

.500

09/26/33

750,975‌

TOTAL

REPUBLIC

OF

SERBIA

2,024,959‌

ROMANIA

-

1

.0

%

RON

7,000,000

Romania

Government

Bond

4

.150

01/26/28

1,340,985‌

1,870,000

g

Romanian

Government

International

Bond

3

.000

02/27/27

1,692,754‌

650,000

g

Romanian

Government

International

Bond

3

.000

02/14/31

534,436‌

1,400,000

g

Romanian

Government

International

Bond

4

.000

02/14/51

978,737‌

TOTAL

ROMANIA

4,546,912‌

RWANDA

-

0

.5

%

3,075,000

g

Rwanda

International

Government

Bond

5

.500

08/09/31

2,341,723‌

TOTAL

RWANDA

2,341,723‌

SAUDI

ARABIA

-

1

.2

%

750,000

g

Saudi

Government

International

Bond

3

.250

10/26/26

721,114‌

1,265,000

g

Saudi

Government

International

Bond

2

.250

02/02/33

1,035,100‌

1,000,000

g

Saudi

Government

International

Bond

3

.250

11/17/51

730,019‌

2,000,000

g

Saudi

Government

International

Bond

3

.750

01/21/55

1,582,608‌

1,500,000

g

Saudi

Government

International

Bond

3

.450

02/02/61

1,083,855‌

TOTAL

SAUDI

ARABIA

5,152,696‌

SENEGAL

-

0

.6

%

1,325,000

g

Senegal

Government

International

Bond

6

.250

05/23/33

1,143,702‌

1,900,000

g

Senegal

Government

International

Bond

6

.750

03/13/48

1,417,289‌

TOTAL

SENEGAL

2,560,991‌

SOUTH

AFRICA

-

2

.5

%

3,000,000

Republic

of

South

Africa

Government

International

Bond

4

.300

10/12/28

2,728,671‌

ZAR

54,025,000

Republic

of

South

Africa

Government

International

Bond

7

.000

02/28/31

2,585,056‌

1,625,000

Republic

of

South

Africa

Government

International

Bond

5

.875

04/20/32

1,507,916‌

ZAR

9,050,000

Republic

of

South

Africa

Government

International

Bond

8

.875

02/28/35

449,965‌

1,250,000

e

Republic

of

South

Africa

Government

International

Bond

5

.375

07/24/44

970,483‌

1,025,000

Republic

of

South

Africa

Government

International

Bond

5

.650

09/27/47

781,601‌

1,500,000

Republic

of

South

Africa

Government

International

Bond

5

.750

09/30/49

1,142,061‌

1,000,000

Republic

of

South

Africa

Government

International

Bond

7

.300

04/20/52

899,515‌

TOTAL

SOUTH

AFRICA

11,065,268‌

SRI

LANKA

-

0

.3

%

800,000

g

Sri

Lanka

Government

International

Bond

5

.750

04/18/23

271,865‌

1,000,000

†,g

Sri

Lanka

Government

International

Bond

6

.825

07/18/26

344,316‌

Portfolio

of

investments

(unaudited)

Emerging

Markets

Debt

Fund

January

31,

2023

260

continued

PRINCIPAL

ISSUER

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

SRI

LANKA—continued

$

1,650,000

†,g

Sri

Lanka

Government

International

Bond

7

.550

%

03/28/30

$

558,842‌

TOTAL

SRI

LANKA

1,175,023‌

SUPRANATIONAL

-

0

.8

%

975,000

g

African

Export-Import

Bank

2

.634

05/17/26

884,454‌

INR

48,600,000

Asian

Development

Bank

6

.150

02/25/30

569,658‌

INR

57,100,000

Asian

Infrastructure

Investment

Bank

6

.000

12/08/31

650,388‌

1,475,000

g

Banque

Ouest

Africaine

de

Developpement

4

.700

10/22/31

1,302,978‌

287,182

†

European

Bank

for

Reconstruction

&

Development

10

.000

02/28/23

238,415‌

TOTAL

SUPRANATIONAL

3,645,893‌

THAILAND

-

0

.3

%

THB

47,000,000

Thailand

Government

International

Bond

2

.875

12/17/28

1,478,275‌

TOTAL

THAILAND

1,478,275‌

TURKEY

-

1

.8

%

2,325,000

Turkey

Government

International

Bond

5

.125

02/17/28

1,986,074‌

1,500,000

Turkey

Government

International

Bond

6

.500

09/20/33

1,225,213‌

4,350,000

Turkey

Government

International

Bond

4

.875

04/16/43

2,735,428‌

2,500,000

g

Turkiye

Ihracat

Kredi

Bankasi

AS.

5

.750

07/06/26

2,253,275‌

TOTAL

TURKEY

8,199,990‌

UGANDA

-

0

.4

%

UGX

6,750,000,000

Republic

of

Uganda

Government

Bonds

14

.250

08/23/29

1,780,107‌

TOTAL

UGANDA

1,780,107‌

UKRAINE

-

0

.7

%

2,225,000

†,g

NPC

Ukrenergo

6

.875

11/09/28

381,615‌

UAH

37,000,000

†

Ukraine

Government

International

Bond

15

.840

02/26/25

721,370‌

1,925,000

g

Ukraine

Government

International

Bond

7

.750

09/01/27

411,912‌

EUR

525,000

g

Ukraine

Government

International

Bond

4

.375

01/27/32

105,167‌

3,000,000

g

Ukraine

Government

International

Bond

7

.253

03/15/35

597,480‌

2,320,000

g,i

Ukraine

Government

International

Bond

0

.000

08/01/41

739,500‌

TOTAL

UKRAINE

2,957,044‌

UNITED

ARAB

EMIRATES

-

0

.9

%

2,650,000

g

Abu

Dhabi

Government

International

Bond

3

.125

09/30/49

1,997,130‌

2,600,000

Emirate

of

Dubai

Government

International

Bonds

3

.900

09/09/50

1,980,634‌

TOTAL

UNITED

ARAB

EMIRATES

3,977,764‌

URUGUAY

-

0

.5

%

UYU

61,000,000

Uruguay

Government

International

Bond

8

.250

05/21/31

1,416,131‌

600,000

Uruguay

Government

International

Bond

5

.750

10/28/34

663,712‌

TOTAL

URUGUAY

2,079,843‌

UZBEKISTAN

-

0

.7

%

UZS

7,990,000,000

g

Republic

of

Uzbekistan

International

Bond

14

.500

11/25/23

691,558‌

UZS

5,708,925,000

g

Republic

of

Uzbekistan

International

Bond

14

.000

07/19/24

480,492‌

1,975,000

g

Republic

of

Uzbekistan

International

Bond

5

.375

02/20/29

1,849,086‌

TOTAL

UZBEKISTAN

3,021,136‌

VIETNAM

-

0

.2

%

1,075,000

g

Vietnam

Government

International

Bond

4

.800

11/19/24

1,059,886‌

TOTAL

VIETNAM

1,059,886‌

ZAMBIA

-

0

.5

%

3,900,000

†,g

Zambia

Government

International

Bond

8

.500

04/14/24

1,950,000‌

Portfolio

of

investments

(unaudited)

Emerging

Markets

Debt

Fund

January

31,

2023

261

continued

PRINCIPAL

ISSUER

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

ZAMBIA—continued

$

750,000

†,g

Zambia

Government

International

Bond

8

.970

%

07/30/27

$

372,422‌

TOTAL

ZAMBIA

2,322,422‌

TOTAL

GOVERNMENT

BONDS

207,872,728‌

(Cost

$263,831,745)

STRUCTURED

ASSETS

-

0

.6

%

CAYMAN

ISLANDS

-

0

.6

%

3,000,000

†,g

Industrial

DPR

Funding

Ltd

5

.380

04/15/34

2,579,790‌

Series

-

2022

1A

(Class

1)

TOTAL

CAYMAN

ISLANDS

2,579,790‌

TOTAL

STRUCTURED

ASSETS

2,579,790‌

(Cost

$3,000,000)

TOTAL

BONDS

430,819,783‌

(Cost

$523,332,590)

SHARES

COMPANY

COMMON

STOCKS

-

0.7%

MEXICO

-

0

.5

%

265,589

*

Grupo

Aeromexico

SAB

de

C.V.

2,355,400‌

TOTAL

MEXICO

2,355,400‌

SOUTH

AFRICA

-

0

.2

%

729,619

*

Petra

Diamonds

Ltd

713,434‌

TOTAL

SOUTH

AFRICA

713,434‌

TOTAL

COMMON

STOCKS

3,068,834‌

(Cost

$5,678,180)

SHORT-TERM

INVESTMENTS

-

2.0%

RATE

INVESTMENTS

IN

REGISTERED

INVESTMENT

COMPANIES

-

2

.0

%

9,069,810

c

State

Street

Navigator

Securities

Lending

Government

Money

Market

Portfolio

4

.550

9,069,810‌

TOTAL

INVESTMENTS

IN

REGISTERED

INVESTMENT

COMPANIES

9,069,810‌

TOTAL

SHORT-TERM

INVESTMENTS

9,069,810‌

(Cost

$9,069,810)

TOTAL

INVESTMENTS

-

99.7%

444,789,991‌

(Cost

$539,907,357)

OTHER

ASSETS

&

LIABILITIES,

NET

-

0.3%

1,312,885‌

NET

ASSETS

-

100.0%

$

446,102,876‌

Portfolio

of

investments

(unaudited)

Emerging

Markets

Debt

Fund

January

31,

2023

262

concluded

Principal

denominated

in

U.S.

Dollars,

unless

otherwise

noted. 

BRL

Brazilian

Real

DOP

Dominican

Republic

Peso

EUR

Euro

INR

Indian

Rupee

KZT

Kazakhstani

Tenge

LIBOR

London

Interbank

Offered

Rate

M

Month

MXN

Mexican

Peso

MYR

Malaysian

Ringgit

PEN

Peruvian

Sol

RON

Romanian

Leu

RUB

Russian

Ruble

THB

Thai

Baht

UAH

Ukrainian

Hryvnia

UGX

Ugandan

Shilling

UYU

Uruguayan

Peso

UZS

Uzbekistani

Som

ZAR

South

African

Rand

*

Non-income

producing

†

For

fair

value

measurement

disclosure

purposes,

investment

classified

as

Level

3.

‡

Perpetual

security

c

Investments

made

with

cash

collateral

received

from

securities

on

loan.

e

All

or

a

portion

of

these

securities

are

out

on

loan.

The

aggregate

value

of

securities

on

loan

is

$10,916,474.

g

Security

is

exempt

from

registration

under

Rule

144(A)

of

the

Securities

Act

of

1933,

as

amended.

These

securities

are

deemed

liquid

and

may

be

resold

in

transactions

exempt

from

registration,

which

are

normally

those

transactions

with

qualified

institutional

buyers.

h

All

or

a

portion

of

these

securities

were

purchased

on

a

delayed

delivery

basis.

i

Floating

or

variable

rate

security

includes

the

reference

rate

and

spread,

unless

the

variable

rate

is

based

on

the

underlying

asset

of

the

security.

Coupon

rate

reflects

the

rate

at

period

end.

o

Payment

in

Kind

Bond

q

In

default

Forward

foreign

currency

contracts

outstanding

as

of

January

31,

2023

were

as

follows:

Currency

to

be

purchased

Receive

Currency

to

be

sold

Deliver

Counterparty

Settlement

date

Unrealized

appreciation

(depreciation)

$

1,053,247

EUR

1,000,000

Morgan

Stanley

03/06/23

 $

(

36,313‌

)

EUR

1,000,000

$

1,081,941

Morgan

Stanley

03/06/23

7,619‌

Total

 $

(

28,694‌

)

EUR

Euro

Consolidated

portfolio

of

investments

(unaudited)

International

Bond

Fund

January

31,

2023

263

PRINCIPAL

ISSUER

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

BANK

LOAN

OBLIGATIONS

-

0.3%

IRELAND

-

0

.2

%

$

261,086

i

Avolon

TLB

Borrower

US

LLC

LIBOR

12

M

+

1.750%

6

.236

%

01/15/25

$

261,921‌

340,375

i

Avolon

TLB

Borrower

US

LLC

LIBOR

12

M

+

1.500%

5

.986

02/12/27

339,463‌

TOTAL

IRELAND

601,384‌

UNITED

STATES

-

0

.1

%

217,554

i

Jazz

Financing

Lux

Sarl

LIBOR

12

M

+

3.500%

8

.070

05/05/28

217,588‌

246,259

i

Phoenix

Newco,

Inc

LIBOR

12

M

+

3.250%

7

.634

11/15/28

244,608‌

127,839

i

Team

Health

Holdings,

Inc

SOFR

12M

+

5.250%

9

.811

03/02/27

106,586‌

TOTAL

UNITED

STATES

568,782‌

TOTAL

BANK

LOAN

OBLIGATIONS

1,170,166‌

(Cost

$1,194,757)

BONDS

-

95.8%

CORPORATE

BONDS

-

22

.6

%

AUSTRALIA

-

0

.1

%

450,000

AngloGold

Ashanti

Holdings

plc

3

.750

10/01/30

399,226‌

TOTAL

AUSTRALIA

399,226‌

AUSTRIA

-

0

.1

%

EUR

600,000

Erste

Group

Bank

AG.

4

.250

N/A‡

549,424‌

TOTAL

AUSTRIA

549,424‌

BELGIUM

-

0

.2

%

EUR

800,000

z

Proximus

SADP

0

.750

11/17/36

609,038‌

TOTAL

BELGIUM

609,038‌

BRAZIL

-

0

.1

%

300,000

g

B3

S.A.-Brasil

Bolsa

Balcao

4

.125

09/20/31

263,250‌

300,000

Suzano

Austria

GmbH

3

.125

01/15/32

238,480‌

TOTAL

BRAZIL

501,730‌

CANADA

-

0

.9

%

500,000

Enbridge,

Inc

5

.750

07/15/80

473,145‌

EUR

250,000

g

Fairfax

Financial

Holdings

Ltd

2

.750

03/29/28

241,038‌

750,000

g

GFL

Environmental,

Inc

4

.250

06/01/25

723,268‌

1,275,000

g

MEG

Energy

Corp

5

.875

02/01/29

1,217,625‌

500,000

g

Nova

Chemicals

Corp

4

.875

06/01/24

492,500‌

315,000

g

Parkland

Corp

4

.625

05/01/30

270,775‌

TOTAL

CANADA

3,418,351‌

CHILE

-

0

.4

%

398,542

g

Alfa

Desarrollo

S.p.A

4

.550

09/27/51

319,611‌

300,000

Celulosa

Arauco

y

Constitucion

S.A.

3

.875

11/02/27

284,250‌

200,000

g

Cia

Cervecerias

Unidas

S.A.

3

.350

01/19/32

173,000‌

200,000

g

Corp

Nacional

del

Cobre

de

Chile

3

.625

08/01/27

190,300‌

325,000

g

Corp

Nacional

del

Cobre

de

Chile

3

.150

01/15/51

237,621‌

325,000

g

Empresa

Nacional

de

Telecomunicaciones

S.A.

3

.050

09/14/32

264,875‌

300,000

g

Sociedad

Quimica

y

Minera

de

Chile

S.A.

3

.500

09/10/51

219,148‌

TOTAL

CHILE

1,688,805‌

CHINA

-

0

.1

%

300,000

g

ENN

Clean

Energy

International

Investment

Ltd

3

.375

05/12/26

273,238‌

Consolidated

portfolio

of

investments

(unaudited)

International

Bond

Fund

January

31,

2023

264

continued

PRINCIPAL

ISSUER

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

CHINA—continued

$

300,000

g

ENN

Energy

Holdings

Ltd

2

.625

%

09/17/30

$

251,648‌

TOTAL

CHINA

524,886‌

COLOMBIA

-

0

.1

%

75,000

Ecopetrol

S.A.

6

.875

04/29/30

70,292‌

225,000

Ecopetrol

S.A.

4

.625

11/02/31

177,908‌

TOTAL

COLOMBIA

248,200‌

CZECH

REPUBLIC

-

0

.1

%

EUR

300,000

z

CPI

Property

Group

S.A.

1

.750

01/14/30

194,101‌

TOTAL

CZECH

REPUBLIC

194,101‌

FRANCE

-

1

.7

%

GBP

300,000

z

Banque

Federative

du

Credit

Mutuel

S.A.

4

.875

09/25/25

371,843‌

EUR

500,000

z

BNP

Paribas

S.A.

2

.100

04/07/32

464,335‌

EUR

800,000

BPCE

S.A.

0

.500

09/15/27

762,605‌

EUR

500,000

Credit

Agricole

Assurances

S.A.

1

.500

10/06/31

417,782‌

GBP

600,000

z

Credit

Agricole

S.A.

4

.875

10/23/29

743,099‌

EUR

600,000

Electricite

de

France

S.A.

2

.000

10/02/30

561,260‌

EUR

500,000

z

Engie

S.A.

1

.875

N/A‡

404,420‌

EUR

500,000

g

Iliad

Holding

SAS

5

.125

10/15/26

517,608‌

EUR

300,000

z

La

Poste

S.A.

0

.625

01/18/36

221,103‌

EUR

400,000

z

Societe

Generale

S.A.

4

.000

11/16/27

442,001‌

GBP

700,000

z

Societe

Generale

S.A.

1

.250

12/07/27

721,705‌

EUR

500,000

z

Societe

Generale

S.A.

0

.500

06/12/29

448,015‌

EUR

600,000

z

Suez

SACA

2

.375

05/24/30

589,024‌

TOTAL

FRANCE

6,664,800‌

GERMANY

-

1

.4

%

900,000

Deutsche

Bank

AG.

3

.742

01/07/33

711,004‌

EUR

750,000

g,o

IHO

Verwaltungs

GmbH

3

.750

09/15/26

731,641‌

EUR

1,300,000

y

Kreditanstalt

fuer

Wiederaufbau

0

.000

01/10/31

1,131,311‌

EUR

500,000

Muenchener

Rueckversicherungs-Gesellschaft

AG.

in

Muenchen

1

.000

05/26/42

397,038‌

EUR

600,000

Volkswagen

Bank

GmbH

2

.500

07/31/26

621,642‌

EUR

500,000

z

Volkswagen

International

Finance

NV

4

.125

11/15/25

549,194‌

GBP

800,000

Volkswagen

International

Finance

NV

3

.375

11/16/26

919,239‌

EUR

400,000

Vonovia

SE

0

.625

12/14/29

337,773‌

TOTAL

GERMANY

5,398,842‌

INDIA

-

0

.3

%

300,000

g

Adani

Electricity

Mumbai

Ltd

3

.867

07/22/31

212,342‌

200,000

g

Bharti

Airtel

Ltd

3

.250

06/03/31

172,213‌

200,000

e,g

CA

Magnum

Holdings

5

.375

10/31/26

186,000‌

250,000

z

Power

Finance

Corp

Ltd

3

.350

05/16/31

206,820‌

225,000

g

UltraTech

Cement

Ltd

2

.800

02/16/31

184,908‌

TOTAL

INDIA

962,283‌

INDONESIA

-

0

.1

%

200,000

g

Pertamina

Persero

PT

3

.650

07/30/29

184,679‌

225,000

g

Perusahaan

Listrik

Negara

PT

4

.875

07/17/49

183,820‌

TOTAL

INDONESIA

368,499‌

IRELAND

-

0

.3

%

EUR

500,000

y

AIB

Group

plc

4

.625

07/23/29

541,889‌

EUR

600,000

z

Bank

of

Ireland

Group

plc

0

.375

05/10/27

575,085‌

TOTAL

IRELAND

1,116,974‌

ISRAEL

-

0

.2

%

270,000

g

Bank

Hapoalim

BM

3

.255

01/21/32

237,770‌

Consolidated

portfolio

of

investments

(unaudited)

International

Bond

Fund

January

31,

2023

265

continued

PRINCIPAL

ISSUER

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

ISRAEL—continued

$

300,000

g

Bank

Leumi

Le-Israel

BM

3

.275

%

01/29/31

$

272,802‌

400,000

g

Israel

Electric

Corp

Ltd

4

.250

08/14/28

383,947‌

TOTAL

ISRAEL

894,519‌

ITALY

-

0

.1

%

200,000

g

Intesa

Sanpaolo

S.p.A

4

.198

06/01/32

159,132‌

EUR

300,000

y

UniCredit

S.p.A

5

.850

11/15/27

337,688‌

TOTAL

ITALY

496,820‌

JAPAN

-

0

.6

%

EUR

550,000

z

Mitsubishi

UFJ

Financial

Group,

Inc

2

.264

06/14/25

584,638‌

EUR

500,000

z

ORIX

Corp

1

.919

04/20/26

513,371‌

EUR

500,000

Takeda

Pharmaceutical

Co

Ltd

1

.375

07/09/32

440,672‌

EUR

500,000

Takeda

Pharmaceutical

Co

Ltd

2

.000

07/09/40

402,161‌

GBP

175,000

z

Toyota

Motor

Finance

Netherlands

BV

4

.625

06/08/26

217,995‌

TOTAL

JAPAN

2,158,837‌

KAZAKHSTAN

-

0

.1

%

200,000

g

KazTransGas

JSC

4

.375

09/26/27

183,090‌

400,000

g

Tengizchevroil

Finance

Co

International

Ltd

2

.625

08/15/25

357,705‌

TOTAL

KAZAKHSTAN

540,795‌

KOREA,

REPUBLIC

OF

-

0

.1

%

250,000

g

Kia

Corp

2

.750

02/14/27

226,007‌

200,000

g

Korea

East-West

Power

Co

Ltd

3

.600

05/06/25

194,048‌

TOTAL

KOREA,

REPUBLIC

OF

420,055‌

KUWAIT

-

0

.1

%

375,000

g

NBK

SPC

Ltd

1

.625

09/15/27

334,687‌

TOTAL

KUWAIT

334,687‌

LUXEMBOURG

-

0

.5

%

EUR

1,000,000

g

Albion

Financing

1

SARL

5

.250

10/15/26

973,386‌

EUR

250,000

z

Czech

Gas

Networks

Investments

Sarl

0

.450

09/08/29

201,798‌

EUR

400,000

z

ProLogis

International

Funding

II

S.A.

3

.625

03/07/30

418,395‌

EUR

500,000

z

ProLogis

International

Funding

II

S.A.

2

.375

11/14/30

472,064‌

TOTAL

LUXEMBOURG

2,065,643‌

MALAYSIA

-

0

.1

%

400,000

g

Genm

Capital

Labuan

Ltd

3

.882

04/19/31

324,614‌

TOTAL

MALAYSIA

324,614‌

MEXICO

-

0

.2

%

375,000

g

Becle

SAB

de

C.V.

2

.500

10/14/31

299,927‌

375,000

g

Orbia

Advance

Corp

SAB

de

C.V.

1

.875

05/11/26

331,989‌

200,000

g

Sigma

Alimentos

S.A.

de

C.V.

4

.125

05/02/26

193,998‌

TOTAL

MEXICO

825,914‌

NETHERLANDS

-

0

.6

%

EUR

600,000

Cooperatieve

Rabobank

UA

3

.250

N/A‡

572,058‌

EUR

500,000

ING

Groep

NV

1

.250

02/16/27

499,941‌

EUR

1,300,000

g

VZ

Secured

Financing

BV

3

.500

01/15/32

1,125,944‌

TOTAL

NETHERLANDS

2,197,943‌

NIGERIA

-

0

.2

%

EUR

1,000,000

g

BOI

Finance

BV

7

.500

02/16/27

918,246‌

TOTAL

NIGERIA

918,246‌

Consolidated

portfolio

of

investments

(unaudited)

International

Bond

Fund

January

31,

2023

266

continued

PRINCIPAL

ISSUER

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

PANAMA

-

0

.0

%

$

200,000

g

Aeropuerto

Internacional

de

Tocumen

S.A.

4

.000

%

08/11/41

$

166,024‌

TOTAL

PANAMA

166,024‌

POLAND

-

0

.2

%

EUR

150,000

z

GTC

Aurora

Luxembourg

S.A.

2

.250

06/23/26

122,157‌

EUR

300,000

z

mBank

S.A.

0

.966

09/21/27

255,397‌

EUR

250,000

z

Polski

Koncern

Naftowy

ORLEN

S.A.

1

.125

05/27/28

224,136‌

TOTAL

POLAND

601,690‌

PORTUGAL

-

0

.1

%

GBP

200,000

y

EDP

Finance

BV

8

.625

01/04/24

255,456‌

TOTAL

PORTUGAL

255,456‌

QATAR

-

0

.6

%

CNY

16,000,000

QNB

Finance

Ltd

3

.150

02/04/26

2,286,257‌

TOTAL

QATAR

2,286,257‌

ROMANIA

-

0

.1

%

EUR

250,000

z

NE

Property

BV

2

.000

01/20/30

191,292‌

TOTAL

ROMANIA

191,292‌

SINGAPORE

-

0

.2

%

EUR

200,000

z

Temasek

Financial

I

Ltd

0

.500

11/20/31

167,015‌

500,000

g

United

Overseas

Bank

Ltd

2

.000

10/14/31

443,360‌

TOTAL

SINGAPORE

610,375‌

SOUTH

AFRICA

-

0

.3

%

1,250,000

z

Eskom

Holdings

SOC

Ltd

4

.314

07/23/27

1,127,253‌

TOTAL

SOUTH

AFRICA

1,127,253‌

SPAIN

-

0

.4

%

EUR

700,000

i,y

Banco

Santander

S.A.

EURIBOR

3

M

+

0.550%

2

.838

01/16/25

751,278‌

800,000

Banco

Santander

S.A.

7

.500

N/A‡

794,000‌

TOTAL

SPAIN

1,545,278‌

SWITZERLAND

-

0

.3

%

EUR

750,000

z

Cloverie

plc

for

Zurich

Insurance

Co

Ltd

1

.500

12/15/28

729,333‌

EUR

600,000

z

UBS

Group

AG

0

.250

11/05/28

549,551‌

TOTAL

SWITZERLAND

1,278,884‌

TAIWAN

-

0

.1

%

300,000

TSMC

Arizona

Corp

4

.125

04/22/29

295,031‌

TOTAL

TAIWAN

295,031‌

THAILAND

-

0

.2

%

430,000

g

Bangkok

Bank

PCL

3

.466

09/23/36

367,792‌

300,000

g

Thaioil

Treasury

Center

Co

Ltd

2

.500

06/18/30

244,025‌

TOTAL

THAILAND

611,817‌

TURKEY

-

0

.1

%

EUR

250,000

z

Arcelik

AS.

3

.000

05/27/26

246,440‌

TOTAL

TURKEY

246,440‌

UNITED

ARAB

EMIRATES

-

0

.1

%

200,000

g

DAE

Funding

LLC

3

.375

03/20/28

181,129‌

292,074

g

Sweihan

PV

Power

Co

PJSC

3

.625

01/31/49

243,992‌

TOTAL

UNITED

ARAB

EMIRATES

425,121‌

UNITED

KINGDOM

-

2

.1

%

EUR

800,000

z

Barclays

plc

0

.877

01/28/28

760,504‌

Consolidated

portfolio

of

investments

(unaudited)

International

Bond

Fund

January

31,

2023

267

continued

PRINCIPAL

ISSUER

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

UNITED

KINGDOM—continued

GBP

200,000

z

Barclays

plc

8

.407

%

11/14/32

$

265,259‌

EUR

1,000,000

BP

Capital

Markets

plc

1

.231

05/08/31

894,108‌

EUR

500,000

z

GSK

Capital

BV

3

.000

11/28/27

538,796‌

UGX

3,000,000,000

†,g

ICBC

Standard

Bank

plc

14

.250

06/26/34

723,769‌

GBP

750,000

Lloyds

Banking

Group

plc

1

.985

12/15/31

804,495‌

EUR

750,000

Natwest

Group

plc

1

.750

03/02/26

775,200‌

EUR

500,000

Reckitt

Benckiser

Treasury

Services

Nederland

BV

0

.750

05/19/30

455,743‌

EUR

700,000

z

Standard

Chartered

plc

1

.200

09/23/31

658,407‌

GBP

400,000

Tesco

Corporate

Treasury

Services

plc

2

.750

04/27/30

424,285‌

EUR

500,000

y

Thames

Water

Utilities

Finance

plc

4

.375

01/18/31

542,576‌

GBP

700,000

Virgin

Money

UK

plc

3

.375

04/24/26

818,580‌

GBP

600,000

g

Vmed

O2

UK

Financing

I

plc

4

.500

07/15/31

590,315‌

TOTAL

UNITED

KINGDOM

8,252,037‌

UNITED

STATES

-

9

.1

%

EUR

1,200,000

AbbVie,

Inc

1

.250

06/01/24

1,268,701‌

JPY

100,000,000

Aflac,

Inc

0

.550

03/12/30

730,632‌

EUR

250,000

g

Allied

Universal

Holdco

LLC

3

.625

06/01/28

225,853‌

EUR

575,000

American

Honda

Finance

Corp

1

.950

10/18/24

610,575‌

EUR

500,000

American

Medical

Systems

Europe

BV

1

.625

03/08/31

466,383‌

EUR

300,000

American

Tower

Corp

1

.375

04/04/25

309,134‌

EUR

450,000

American

Tower

Corp

0

.450

01/15/27

425,078‌

EUR

300,000

Aptiv

plc

1

.500

03/10/25

312,069‌

EUR

250,000

g

Ardagh

Metal

Packaging

Finance

USA

LLC

2

.000

09/01/28

226,349‌

EUR

750,000

g

Ardagh

Metal

Packaging

Finance

USA

LLC

3

.000

09/01/29

633,775‌

EUR

500,000

AT&T,

Inc

2

.350

09/05/29

498,955‌

EUR

750,000

g

Avantor

Funding,

Inc

3

.875

07/15/28

753,724‌

EUR

500,000

z

Bank

of

America

Corp

1

.662

04/25/28

494,495‌

EUR

500,000

z

Bank

of

America

Corp

0

.654

10/26/31

421,312‌

EUR

500,000

z

Bank

of

America

Corp

2

.824

04/27/33

488,288‌

EUR

700,000

Becton

Dickinson

&

Co

1

.401

05/24/23

757,651‌

EUR

600,000

z

Blackstone

Private

Credit

Fund

1

.750

11/30/26

542,616‌

EUR

700,000

Capital

One

Financial

Corp

0

.800

06/12/24

727,809‌

EUR

400,000

Celanese

US

Holdings

LLC

0

.625

09/10/28

333,655‌

EUR

750,000

Chubb

INA

Holdings,

Inc

1

.550

03/15/28

735,417‌

EUR

350,000

Chubb

INA

Holdings,

Inc

1

.400

06/15/31

313,555‌

EUR

500,000

Citigroup,

Inc

1

.250

07/06/26

510,734‌

EUR

700,000

Comcast

Corp

0

.250

05/20/27

665,647‌

EUR

750,000

g

Coty,

Inc

3

.875

04/15/26

765,751‌

EUR

500,000

g

Dana

Financing

Luxembourg

Sarl

3

.000

07/15/29

440,729‌

GBP

200,000

Discovery

Communications

LLC

2

.500

09/20/24

237,185‌

EUR

800,000

Dow

Chemical

Co

0

.500

03/15/27

760,355‌

EUR

500,000

Equinix,

Inc

1

.000

03/15/33

415,873‌

EUR

500,000

FedEx

Corp

1

.625

01/11/27

507,186‌

EUR

375,000

Fidelity

National

Information

Services,

Inc

1

.100

07/15/24

394,108‌

EUR

750,000

z

General

Motors

Financial

Co,

Inc

0

.600

05/20/27

701,646‌

EUR

500,000

i,z

Goldman

Sachs

Group,

Inc

EURIBOR

3

M

+

1.000%

2

.732

02/07/25

543,301‌

EUR

750,000

z

Goldman

Sachs

Group,

Inc

0

.250

01/26/28

681,015‌

EUR

295,000

g

Goodyear

Europe

BV

2

.750

08/15/28

258,499‌

EUR

500,000

Highland

Holdings

Sarl

0

.318

12/15/26

481,238‌

EUR

1,000,000

Honeywell

International,

Inc

0

.000

03/10/24

1,047,124‌

EUR

600,000

International

Business

Machines

Corp

0

.650

02/11/32

503,076‌

EUR

500,000

g

International

Game

Technology

plc

3

.500

06/15/26

513,309‌

EUR

500,000

g

IQVIA,

Inc

1

.750

03/15/26

504,259‌

EUR

450,000

g

Liberty

Mutual

Group,

Inc

2

.750

05/04/26

470,170‌

EUR

650,000

Liberty

Mutual

Group,

Inc

2

.750

05/04/26

679,135‌

EUR

800,000

z

Liberty

Mutual

Group,

Inc

4

.625

12/02/30

864,070‌

GBP

600,000

McKesson

Corp

3

.125

02/17/29

670,795‌

EUR

400,000

z

Metropolitan

Life

Global

Funding

I

1

.750

05/25/25

419,202‌

GBP

600,000

z

Metropolitan

Life

Global

Funding

I

4

.125

09/02/25

734,268‌

Consolidated

portfolio

of

investments

(unaudited)

International

Bond

Fund

January

31,

2023

268

continued

PRINCIPAL

ISSUER

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

UNITED

STATES—continued

EUR

600,000

z

Mondelez

International

Holdings

Netherlands

BV

1

.250

%

09/09/41

$

434,036‌

EUR

670,000

Morgan

Stanley

1

.342

10/23/26

680,026‌

EUR

500,000

Morgan

Stanley

2

.950

05/07/32

496,077‌

EUR

500,000

g

Olympus

Water

US

Holding

Corp

3

.875

10/01/28

465,851‌

EUR

100,000

g

Organon

Finance  LLC

2

.875

04/30/28

94,846‌

$

1,250,000

g

Organon

Finance  LLC

5

.125

04/30/31

1,128,487‌

GBP

500,000

Pfizer,

Inc

2

.735

06/15/43

465,416‌

GBP

500,000

z

Protective

Life

Global

Funding

5

.248

01/13/28

630,040‌

EUR

500,000

Raytheon

Technologies

Corp

2

.150

05/18/30

484,716‌

EUR

400,000

Southern

Co

1

.875

09/15/81

352,541‌

EUR

450,000

Stryker

Corp

2

.625

11/30/30

457,341‌

EUR

700,000

The

Procter

&

Gamble

Company

0

.625

10/30/24

729,450‌

EUR

500,000

The

Procter

&

Gamble

Company

1

.875

10/30/38

460,549‌

EUR

1,100,000

Thermo

Fisher

Scientific

Finance

I

BV

0

.800

10/18/30

979,255‌

GBP

600,000

Time

Warner

Cable

LLC

5

.750

06/02/31

726,680‌

EUR

400,000

Verizon

Communications,

Inc

1

.875

10/26/29

389,663‌

EUR

600,000

Walmart,

Inc

2

.550

04/08/26

641,841‌

EUR

500,000

Whirlpool

EMEA

Finance

Sarl

0

.500

02/20/28

460,970‌

TOTAL

UNITED

STATES

35,122,486‌

TOTAL

CORPORATE

BONDS

86,838,673‌

(Cost

$100,621,773)

GOVERNMENT

BONDS

-

68

.3

%

ANGOLA

-

0

.4

%

1,550,000

g

Angolan

Government

International

Bond

8

.750

04/14/32

1,431,650‌

TOTAL

ANGOLA

1,431,650‌

AUSTRALIA

-

2

.2

%

AUD

3,650,000

Australia

Government

Bond

0

.250

11/21/25

2,377,055‌

AUD

3,765,000

z

Australia

Government

Bond

2

.250

05/21/28

2,523,883‌

AUD

1,950,000

Australia

Government

Bond

1

.000

12/21/30

1,142,090‌

AUD

2,550,000

†,z

Australia

Government

Bond

1

.750

06/21/51

1,129,857‌

AUD

1,685,000

New

South

Wales

Treasury

Corp

3

.000

04/20/29

1,134,281‌

TOTAL

AUSTRALIA

8,307,166‌

BELGIUM

-

2

.4

%

EUR

2,125,000

g

Kingdom

of

Belgium

Government

Bond

0

.000

10/22/27

2,044,728‌

EUR

3,825,000

g

Kingdom

of

Belgium

Government

Bond

0

.350

06/22/32

3,319,061‌

EUR

525,000

g

Kingdom

of

Belgium

Government

Bond

1

.450

06/22/37

464,704‌

EUR

5,150,000

g

Kingdom

of

Belgium

Government

Bond

0

.400

06/22/40

3,572,190‌

TOTAL

BELGIUM

9,400,683‌

BENIN

-

0

.3

%

EUR

1,275,000

g

Benin

Government

International

Bond

4

.950

01/22/35

1,012,032‌

TOTAL

BENIN

1,012,032‌

BRAZIL

-

0

.3

%

BRL

5,500,000

Brazil

Notas

do

Tesouro

Nacional

Serie

F

10

.000

01/01/27

993,666‌

TOTAL

BRAZIL

993,666‌

CAMEROON

-

0

.1

%

EUR

650,000

g

Republic

of

Cameroon

International

Bond

5

.950

07/07/32

537,434‌

TOTAL

CAMEROON

537,434‌

CANADA

-

3

.5

%

CAD

3,050,000

g

Canada

Housing

Trust

No

1

.100

12/15/26

2,106,473‌

CAD

1,800,000

Canadian

Government

International

Bond

2

.000

09/01/23

1,333,668‌

CAD

2,625,000

Canadian

Government

International

Bond

2

.000

06/01/28

1,884,760‌

Consolidated

portfolio

of

investments

(unaudited)

International

Bond

Fund

January

31,

2023

269

continued

PRINCIPAL

ISSUER

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

CANADA—continued

CAD

2,275,000

Canadian

Government

International

Bond

2

.000

%

06/01/32

$

1,582,369‌

CAD

1,300,000

Canadian

Government

International

Bond

5

.000

06/01/37

1,198,593‌

CAD

1,350,000

Hydro-Quebec

4

.000

02/15/55

1,025,211‌

CAD

1,600,000

Province

of

British

Columbia

Canada

2

.550

06/18/27

1,161,661‌

CAD

1,600,000

Province

of

New

Brunswick

Canada

3

.100

08/14/28

1,180,456‌

CAD

1,300,000

Province

of

Ontario

Canada

2

.150

06/02/31

877,401‌

CAD

1,100,000

Province

of

Ontario

Canada

1

.900

12/02/51

536,942‌

CAD

1,000,000

Province

of

Quebec

Canada

2

.750

09/01/27

731,472‌

TOTAL

CANADA

13,619,006‌

CHINA

-

10

.8

%

CNY

83,560,000

China

Government

Bond

2

.880

11/05/23

12,440,349‌

CNY

49,600,000

China

Government

Bond

2

.940

10/17/24

7,421,451‌

CNY

60,500,000

China

Government

Bond

3

.120

12/05/26

9,118,154‌

CNY

6,750,000

China

Government

Bond

2

.500

07/25/27

988,589‌

CNY

14,900,000

China

Government

Bond

2

.910

10/14/28

2,221,980‌

CNY

18,900,000

China

Government

Bond

3

.860

07/22/49

3,053,901‌

CNY

15,000,000

China

Government

Bond

3

.390

03/16/50

2,244,899‌

CNY

12,700,000

China

Government

Bond

3

.810

09/14/50

2,043,477‌

CNY

12,400,000

China

Government

Bond

3

.720

04/12/51

1,967,200‌

TOTAL

CHINA

41,500,000‌

COLOMBIA

-

0

.3

%

COP

5,710,000,000

Colombian

TES

7

.750

09/18/30

961,447‌

TOTAL

COLOMBIA

961,447‌

COTE

D'IVOIRE

-

0

.3

%

EUR

1,000,000

g

Ivory

Coast

Government

International

Bond

5

.875

10/17/31

914,441‌

EUR

100,000

g

Ivory

Coast

Government

International

Bond

4

.875

01/30/32

85,239‌

TOTAL

COTE

D'IVOIRE

999,680‌

CYPRUS

-

1

.2

%

EUR

1,300,000

z

Cyprus

Government

International

Bond

2

.375

09/25/28

1,329,319‌

EUR

1,100,000

z

Cyprus

Government

International

Bond

0

.625

01/21/30

979,405‌

EUR

1,550,000

z

Cyprus

Government

International

Bond

0

.950

01/20/32

1,302,738‌

EUR

575,000

z

Cyprus

Government

International

Bond

2

.750

02/26/34

557,636‌

EUR

500,000

z

Cyprus

Government

International

Bond

2

.750

05/03/49

435,610‌

TOTAL

CYPRUS

4,604,708‌

CZECH

REPUBLIC

-

0

.4

%

CZK

43,100,000

Czech

Republic

Government

Bond

1

.750

06/23/32

1,546,961‌

TOTAL

CZECH

REPUBLIC

1,546,961‌

DOMINICAN

REPUBLIC

-

0

.2

%

DOP

15,000,000

g

Dominican

Republic

Government

International

Bond

9

.750

06/05/26

250,440‌

$

750,000

g

Dominican

Republic

Government

International

Bond

4

.875

09/23/32

638,466‌

TOTAL

DOMINICAN

REPUBLIC

888,906‌

ECUADOR

-

0

.1

%

78,000

g

Ecuador

Government

International

Bond

0

.000

07/31/30

33,133‌

441,250

g

Ecuador

Government

International

Bond

(Step

Bond)

5

.000

07/31/30

292,868‌

309,125

g

Ecuador

Government

International

Bond

(Step

Bond)

1

.000

07/31/35

149,874‌

TOTAL

ECUADOR

475,875‌

EGYPT

-

0

.8

%

850,000

g

Egypt

Government

International

Bond

5

.750

05/29/24

800,059‌

EGP

16,250,000

Egypt

Government

International

Bond

15

.900

07/02/24

498,580‌

525,000

g

Egypt

Government

International

Bond

7

.600

03/01/29

433,209‌

EUR

900,000

g

Egypt

Government

International

Bond

6

.375

04/11/31

685,662‌

300,000

g

Egypt

Government

International

Bond

7

.053

01/15/32

224,790‌

Consolidated

portfolio

of

investments

(unaudited)

International

Bond

Fund

January

31,

2023

270

continued

PRINCIPAL

ISSUER

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

EGYPT—continued

$

675,000

g

Egypt

Government

International

Bond

8

.500

%

01/31/47

$

474,588‌

TOTAL

EGYPT

3,116,888‌

EL

SALVADOR

-

0

.1

%

1,000,000

g

El

Salvador

Government

International

Bond

6

.375

01/18/27

547,858‌

TOTAL

EL

SALVADOR

547,858‌

FRANCE

-

2

.8

%

EUR

2,500,000

French

Republic

Government

Bond

OAT

0

.500

05/25/25

2,585,912‌

EUR

3,775,000

French

Republic

Government

Bond

OAT

0

.750

11/25/28

3,708,416‌

EUR

1,250,000

g

French

Republic

Government

Bond

OAT

0

.500

05/25/40

900,146‌

EUR

910,000

French

Republic

Government

Bond

OAT

0

.750

05/25/52

562,817‌

EUR

1,560,000

g

French

Republic

Government

Bond

OAT

0

.750

05/25/53

946,416‌

EUR

2,500,000

z

UNEDIC

ASSEO

0

.250

07/16/35

1,908,701‌

TOTAL

FRANCE

10,612,408‌

GERMANY

-

2

.9

%

EUR

3,700,000

Bundesrepublik

Deutschland

0

.500

08/15/27

3,720,975‌

EUR

500,000

Bundesrepublik

Deutschland

0

.000

08/15/29

469,733‌

EUR

4,500,000

Bundesrepublik

Deutschland

1

.000

05/15/38

4,054,122‌

EUR

310,000

Bundesrepublik

Deutschland

1

.250

08/15/48

275,082‌

EUR

1,695,000

†

Bundesrepublik

Deutschland

0

.000

08/15/52

983,379‌

EUR

1,195,000

Bundesrepublik

Deutschland

Bundesanleihe

1

.000

08/15/25

1,251,753‌

MXN

11,000,000

Kreditanstalt

fuer

Wiederaufbau

4

.400

07/25/25

512,132‌

TOTAL

GERMANY

11,267,176‌

GHANA

-

0

.2

%

500,000

g

Ghana

Government

International

Bond

7

.750

04/07/29

185,000‌

825,000

†,g

Ghana

Government

International

Bond

8

.125

03/26/32

303,188‌

1,000,000

g

Ghana

Government

International

Bond

8

.627

06/16/49

357,500‌

TOTAL

GHANA

845,688‌

GREECE

-

1

.2

%

EUR

575,000

g

Hellenic

Republic

Government

International

Bond

3

.875

03/12/29

634,344‌

EUR

2,300,000

g

Hellenic

Republic

Government

International

Bond

1

.500

06/18/30

2,099,310‌

EUR

1,300,000

g

Hellenic

Republic

Government

International

Bond

0

.750

06/18/31

1,079,775‌

EUR

1,100,000

g

Hellenic

Republic

Government

International

Bond

1

.750

06/18/32

975,288‌

TOTAL

GREECE

4,788,717‌

HUNGARY

-

1

.1

%

HUF

460,000,000

Hungary

Government

Bond

5

.500

06/24/25

1,130,739‌

HUF

504,050,000

Hungary

Government

International

Bond

3

.000

06/26/24

1,244,790‌

EUR

1,000,000

z

Hungary

Government

International

Bond

5

.000

02/22/27

1,105,902‌

285,000

e,g

Hungary

Government

International

Bond

6

.125

05/22/28

294,746‌

EUR

600,000

z

Hungary

Government

International

Bond

1

.750

06/05/35

465,799‌

TOTAL

HUNGARY

4,241,976‌

INDIA

-

0

.1

%

250,000

g

Export-Import

Bank

of

India

2

.250

01/13/31

202,493‌

TOTAL

INDIA

202,493‌

INDONESIA

-

0

.5

%

IDR

13,000,000,000

Indonesia

Treasury

Bond

8

.125

05/15/24

890,704‌

IDR

17,000,000,000

Indonesia

Treasury

Bond

6

.375

04/15/32

1,108,957‌

TOTAL

INDONESIA

1,999,661‌

IRELAND

-

0

.1

%

EUR

280,000

z

Ireland

Government

Bond

3

.000

10/18/43

304,196‌

TOTAL

IRELAND

304,196‌

Consolidated

portfolio

of

investments

(unaudited)

International

Bond

Fund

January

31,

2023

271

continued

PRINCIPAL

ISSUER

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

ISRAEL

-

1

.0

%

$

765,000

Israel

Government

International

Bond

4

.500

%

01/17/33

$

766,099‌

ILS

5,250,000

Israel

Government

International

Bond

5

.500

01/31/42

1,935,258‌

ILS

3,200,000

Israel

Government

International

Bond

3

.750

03/31/47

955,331‌

TOTAL

ISRAEL

3,656,688‌

ITALY

-

1

.9

%

EUR

2,575,000

Italy

Buoni

Poliennali

Del

Tesoro

1

.250

12/01/26

2,587,250‌

EUR

2,625,000

Italy

Buoni

Poliennali

Del

Tesoro

0

.950

09/15/27

2,552,161‌

EUR

975,000

Italy

Buoni

Poliennali

Del

Tesoro

0

.250

03/15/28

896,848‌

EUR

1,150,000

g

Italy

Buoni

Poliennali

Del

Tesoro

0

.950

03/01/37

824,569‌

EUR

950,000

†,g

Italy

Buoni

Poliennali

Del

Tesoro

1

.700

09/01/51

614,699‌

TOTAL

ITALY

7,475,527‌

JAPAN

-

10

.3

%

JPY

13,000,000

Japan

Finance

Organization

for

Municipalities

0

.440

08/15/25

100,757‌

JPY

21,000,000

Japan

Finance

Organization

for

Municipalities

0

.320

01/19/26

162,393‌

JPY

30,000,000

Japan

Finance

Organization

for

Municipalities

0

.145

02/16/26

230,771‌

JPY

14,000,000

Japan

Finance

Organization

for

Municipalities

0

.020

05/22/26

107,209‌

JPY

268,000,000

Japan

Government

Five

Year

Bond

0

.005

09/20/26

2,054,958‌

JPY

322,000,000

Japan

Government

Ten

Year

Bond

0

.100

09/20/29

2,431,056‌

JPY

325,000,000

Japan

Government

Ten

Year

Bond

0

.100

12/20/29

2,448,318‌

JPY

425,000,000

Japan

Government

Ten

Year

Bond

0

.100

06/20/30

3,181,643‌

JPY

513,000,000

Japan

Government

Ten

Year

Bond

0

.100

09/20/30

3,826,368‌

JPY

457,700,000

Japan

Government

Thirty

Year

Bond

0

.500

09/20/46

2,818,940‌

JPY

73,000,000

Japan

Government

Thirty

Year

Bond

0

.600

09/20/50

439,503‌

JPY

278,000,000

Japan

Government

Thirty

Year

Bond

0

.700

09/20/51

1,714,945‌

JPY

270,000,000

Japan

Government

Thirty

Year

Bond

1

.300

06/20/52

1,940,280‌

JPY

265,000,000

Japan

Government

Thirty

Year

Bond

1

.600

12/20/52

2,034,575‌

JPY

340,000,000

Japan

Government

Twenty

Year

Bond

2

.100

03/20/26

2,781,522‌

JPY

278,000,000

Japan

Government

Twenty

Year

Bond

0

.600

12/20/36

2,022,991‌

JPY

256,000,000

Japan

Government

Twenty

Year

Bond

0

.500

06/20/38

1,791,647‌

JPY

660,000,000

Japan

Government

Twenty

Year

Bond

0

.700

09/20/38

4,740,966‌

JPY

185,000,000

Japan

Government

Twenty

Year

Bond

0

.300

06/20/39

1,230,682‌

JPY

266,000,000

Japan

Government

Two

Year

Bond

0

.005

07/01/24

2,044,581‌

JPY

197,000,000

Japan

Government

Two

Year

Bond

0

.005

11/01/24

1,514,265‌

TOTAL

JAPAN

39,618,370‌

JORDAN

-

0

.3

%

1,000,000

g

Jordan

Government

International

Bond

7

.750

01/15/28

1,033,068‌

TOTAL

JORDAN

1,033,068‌

KENYA

-

0

.4

%

1,200,000

g

Kenya

Government

International

Bond

7

.000

05/22/27

1,081,175‌

575,000

g

Kenya

Government

International

Bond

6

.300

01/23/34

442,566‌

TOTAL

KENYA

1,523,741‌

KOREA,

REPUBLIC

OF

-

3

.5

%

KRW

2,700,000,000

Korea

Treasury

Bond

2

.875

06/10/24

2,174,797‌

KRW

1,900,000,000

Korea

Treasury

Bond

2

.250

06/10/25

1,502,688‌

KRW

1,200,000,000

Korea

Treasury

Bond

1

.375

12/10/29

858,027‌

KRW

7,440,000,000

Korea

Treasury

Bond

2

.000

06/10/31

5,468,887‌

KRW

1,175,000,000

Korea

Treasury

Bond

2

.375

12/10/31

885,859‌

KRW

1,940,000,000

Korea

Treasury

Bond

2

.375

09/10/38

1,399,502‌

KRW

800,000,000

Korea

Treasury

Bond

1

.875

09/10/41

524,735‌

KRW

730,000,000

Korea

Treasury

Bond

2

.500

03/10/52

509,322‌

TOTAL

KOREA,

REPUBLIC

OF

13,323,817‌

Consolidated

portfolio

of

investments

(unaudited)

International

Bond

Fund

January

31,

2023

272

continued

PRINCIPAL

ISSUER

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

LEBANON

-

0

.0

%

$

1,400,000

†,q,z

Lebanon

Government

International

Bond

6

.850

%

03/23/27

$

87,500‌

TOTAL

LEBANON

87,500‌

MALAYSIA

-

0

.3

%

MYR

5,400,000

Malaysia

Government

Bond

3

.757

05/22/40

1,201,010‌

TOTAL

MALAYSIA

1,201,010‌

MEXICO

-

0

.8

%

MXN

30,800,000

Mexican

Bonos

5

.750

03/05/26

1,481,289‌

MXN

34,100,000

Mexican

Bonos

8

.500

11/18/38

1,771,088‌

TOTAL

MEXICO

3,252,377‌

MONGOLIA

-

0

.1

%

550,000

g

Mongolia

Government

International

Bond

4

.450

07/07/31

450,950‌

TOTAL

MONGOLIA

450,950‌

MOROCCO

-

0

.5

%

EUR

850,000

g

Morocco

Government

International

Bond

1

.375

03/30/26

850,903‌

EUR

1,100,000

g

Morocco

Government

International

Bond

1

.500

11/27/31

897,840‌

TOTAL

MOROCCO

1,748,743‌

NETHERLANDS

-

0

.5

%

EUR

550,000

g

Netherlands

Government

International

Bond

2

.750

01/15/47

630,545‌

EUR

2,200,000

g

Netherlands

Government

International

Bond

0

.000

01/15/52

1,230,943‌

TOTAL

NETHERLANDS

1,861,488‌

NEW

ZEALAND

-

1

.2

%

NZD

3,720,000

New

Zealand

Government

International

Bond

0

.500

05/15/24

2,276,719‌

NZD

1,800,000

New

Zealand

Government

International

Bond

2

.750

04/15/25

1,121,028‌

NZD

1,000,000

New

Zealand

Government

International

Bond

4

.500

04/15/27

655,437‌

NZD

1,185,000

New

Zealand

Government

International

Bond

2

.000

05/15/32

642,111‌

TOTAL

NEW

ZEALAND

4,695,295‌

NIGERIA

-

0

.2

%

925,000

g

Nigeria

Government

International

Bond

8

.375

03/24/29

769,328‌

TOTAL

NIGERIA

769,328‌

NORWAY

-

1

.1

%

NOK

9,000,000

City

of

Oslo

Norway

2

.050

10/31/24

877,451‌

NOK

34,375,000

g

Norway

Government

Bond

2

.000

04/26/28

3,297,397‌

NOK

575,000

g

Norway

Government

Bond

1

.250

09/17/31

50,219‌

TOTAL

NORWAY

4,225,067‌

PAKISTAN

-

0

.1

%

1,000,000

g

Pakistan

Government

International

Bond

6

.000

04/08/26

431,212‌

TOTAL

PAKISTAN

431,212‌

PARAGUAY

-

0

.2

%

925,000

g

Paraguay

Government

International

Bond

5

.400

03/30/50

824,301‌

TOTAL

PARAGUAY

824,301‌

PERU

-

0

.3

%

PEN

6,201,000

g

Peruvian

Government

International

Bond

5

.400

08/12/34

1,285,208‌

TOTAL

PERU

1,285,208‌

PHILIPPINES

-

0

.1

%

PHP

13,000,000

Philippine

Government

International

Bond

6

.250

01/14/36

216,845‌

TOTAL

PHILIPPINES

216,845‌

Consolidated

portfolio

of

investments

(unaudited)

International

Bond

Fund

January

31,

2023

273

continued

PRINCIPAL

ISSUER

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

REPUBLIC

OF

SERBIA

-

1

.1

%

EUR

1,700,000

g

Serbia

Government

International

Bond

1

.500

%

06/26/29

$

1,397,149‌

EUR

725,000

g

Serbia

Government

International

Bond

2

.050

09/23/36

480,803‌

$

375,000

g

Serbia

International

Bond

6

.500

09/26/33

375,488‌

RSD

120,000,000

Serbia

Treasury

Bonds

5

.875

02/08/28

1,087,255‌

RSD

101,500,000

Serbia

Treasury

Bonds

4

.500

08/20/32

778,520‌

TOTAL

REPUBLIC

OF

SERBIA

4,119,215‌

ROMANIA

-

0

.9

%

RON

8,150,000

Romanian

Government

International

Bond

4

.000

10/25/23

1,761,755‌

660,000

g

Romanian

Government

International

Bond

3

.000

02/27/27

597,443‌

EUR

800,000

g

Romanian

Government

International

Bond

2

.000

01/28/32

618,609‌

EUR

850,000

g

Romanian

Government

International

Bond

2

.000

04/14/33

630,232‌

TOTAL

ROMANIA

3,608,039‌

RWANDA

-

0

.5

%

2,450,000

g

Rwanda

International

Government

Bond

5

.500

08/09/31

1,865,763‌

TOTAL

RWANDA

1,865,763‌

SENEGAL

-

0

.4

%

EUR

1,000,000

g

Senegal

Government

International

Bond

4

.750

03/13/28

960,643‌

EUR

825,000

g

Senegal

Government

International

Bond

5

.375

06/08/37

626,249‌

TOTAL

SENEGAL

1,586,892‌

SINGAPORE

-

0

.3

%

SGD

1,825,000

Singapore

Government

Bond

1

.625

07/01/31

1,249,365‌

TOTAL

SINGAPORE

1,249,365‌

SOUTH

AFRICA

-

0

.8

%

ZAR

16,500,000

Republic

of

South

Africa

Government

International

Bond

7

.000

02/28/31

789,513‌

475,000

Republic

of

South

Africa

Government

International

Bond

5

.875

04/20/32

440,775‌

ZAR

20,900,000

Republic

of

South

Africa

Government

International

Bond

8

.875

02/28/35

1,039,146‌

ZAR

7,800,000

Republic

of

South

Africa

Government

International

Bond

8

.750

01/31/44

353,606‌

500,000

Republic

of

South

Africa

Government

International

Bond

7

.300

04/20/52

449,757‌

TOTAL

SOUTH

AFRICA

3,072,797‌

SPAIN

-

1

.5

%

EUR

1,095,000

g

Spain

Government

International

Bond

1

.400

07/30/28

1,100,053‌

EUR

1,875,000

g

Spain

Government

International

Bond

0

.600

10/31/29

1,747,550‌

EUR

1,250,000

g

Spain

Government

International

Bond

0

.100

04/30/31

1,066,628‌

EUR

2,650,000

g

Spain

Government

International

Bond

1

.200

10/31/40

1,978,522‌

TOTAL

SPAIN

5,892,753‌

SUPRANATIONAL

-

2

.5

%

GBP

695,000

African

Development

Bank

0

.500

06/22/26

766,354‌

INR

52,500,000

Asian

Development

Bank

6

.200

10/06/26

626,831‌

INR

41,700,000

Asian

Infrastructure

Investment

Bank

6

.000

12/08/31

474,977‌

1,250,000

g

Banque

Ouest

Africaine

de

Developpement

4

.700

10/22/31

1,104,219‌

EUR

650,000

g

Banque

Ouest

Africaine

de

Developpement

2

.750

01/22/33

542,902‌

112,692

†

European

Bank

for

Reconstruction

&

Development

10

.000

02/28/23

93,555‌

AUD

2,150,000

Inter-American

Development

Bank

4

.750

08/27/24

1,539,201‌

CAD

1,600,000

International

Bank

for

Reconstruction

&

Development

1

.900

01/16/25

1,152,642‌

IDR

31,200,000,000

International

Bank

for

Reconstruction

&

Development

6

.250

01/12/28

2,090,338‌

GBP

700,000

International

Finance

Corp

0

.250

12/15/25

779,005‌

GBP

400,000

z

International

Finance

Facility

for

Immunisation

Co

2

.750

06/07/25

478,280‌

TOTAL

SUPRANATIONAL

9,648,304‌

Consolidated

portfolio

of

investments

(unaudited)

International

Bond

Fund

January

31,

2023

274

continued

PRINCIPAL

ISSUER

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

THAILAND

-

0

.9

%

THB

30,000,000

Thailand

Government

International

Bond

1

.450

%

12/17/24

$

902,704‌

THB

27,700,000

Thailand

Government

International

Bond

2

.875

12/17/28

871,239‌

THB

27,500,000

Thailand

Government

International

Bond

3

.300

06/17/38

866,722‌

THB

29,000,000

Thailand

Government

International

Bond

2

.000

06/17/42

742,168‌

TOTAL

THAILAND

3,382,833‌

UKRAINE

-

0

.1

%

EUR

1,000,000

g

Ukraine

Government

International

Bond

6

.750

06/20/28

201,123‌

EUR

425,000

g

Ukraine

Government

International

Bond

4

.375

01/27/32

85,135‌

TOTAL

UKRAINE

286,258‌

UNITED

KINGDOM

-

2

.8

%

GBP

1,380,000

United

Kingdom

Gilt

0

.250

01/31/25

1,595,822‌

GBP

290,000

United

Kingdom

Gilt

0

.125

01/31/28

306,975‌

GBP

900,000

United

Kingdom

Gilt

1

.625

10/22/28

1,019,712‌

GBP

650,000

United

Kingdom

Gilt

0

.500

01/31/29

680,492‌

GBP

450,000

United

Kingdom

Gilt

0

.250

07/31/31

430,202‌

GBP

3,350,000

United

Kingdom

Gilt

1

.750

09/07/37

3,240,922‌

GBP

1,450,000

United

Kingdom

Gilt

1

.250

10/22/41

1,185,420‌

GBP

900,000

United

Kingdom

Gilt

0

.875

01/31/46

620,444‌

GBP

2,760,000

United

Kingdom

Gilt

0

.625

10/22/50

1,603,806‌

TOTAL

UNITED

KINGDOM

10,683,795‌

UNITED

STATES

-

0

.8

%

$

3,001,047

g,i

Freddie

Mac

STACR

REMIC

Trust

5

.960

01/25/34

2,970,477‌

TOTAL

UNITED

STATES

2,970,477‌

URUGUAY

-

0

.4

%

UYU

21,800,000

g

Uruguay

Government

International

Bond

8

.500

03/15/28

522,169‌

UYU

40,600,000

Uruguay

Government

International

Bond

8

.250

05/21/31

942,539‌

TOTAL

URUGUAY

1,464,708‌

UZBEKISTAN

-

0

.2

%

UZS

7,600,000,000

g

Republic

of

Uzbekistan

International

Bond

14

.000

07/19/24

639,654‌

TOTAL

UZBEKISTAN

639,654‌

TOTAL

GOVERNMENT

BONDS

262,357,663‌

(Cost

$308,066,879)

STRUCTURED

ASSETS

-

4

.9

%

IRELAND

-

2

.1

%

1,035,732

g,i

Atom

Mortgage

Securities

DAC

SONIA

Interest

Rate

Benchmark

+

1.900%

5

.342

07/22/31

1,158,819‌

Series

-

2021

1A

(Class

D)

1,224,851

g,i

Bruegel

2021

DAC

EURIBOR

3

M

+

2.470%

4

.291

05/22/31

1,227,281‌

Series

-

2021

1A

(Class

D)

1,900,000

g,i

Frost

CMBS

DAC

SONIA

Interest

Rate

Benchmark

+

2.900%

6

.170

11/20/33

2,081,050‌

Series

-

2021

1A

(Class

GBD)

895,985

g,i

Last

Mile

Logistics

Pan

Euro

Finance

DAC

EURIBOR

3

M

+

2.700%

1

.000

08/17/33

894,981‌

Series

-

2021

1A

(Class

E)

1,079,778

g,i

Last

Mile

Securities

PE

2021

DAC

EURIBOR

3

M

+

2.350%

4

.145

08/17/31

1,047,691‌

Series

-

2021

1A

(Class

D)

347,448

g,i

Taurus

UK

DAC

SONIA

Interest

Rate

Benchmark

+

1.300%

4

.550

05/17/31

403,872‌

Series

-

2021

UK1A

(Class

B)

1,035,395

g,i

Taurus

UK

DAC

SONIA

Interest

Rate

Benchmark

+

1.650%

4

.900

05/17/31

1,182,638‌

Series

-

2021

UK1A

(Class

C)

Consolidated

portfolio

of

investments

(unaudited)

International

Bond

Fund

January

31,

2023

275

continued

PRINCIPAL

ISSUER

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

IRELAND—continued

$

297,813

g,i

Taurus

UK

DAC

SONIA

Interest

Rate

Benchmark

+

2.600%

5

.850

%

05/17/31

$

338,709‌

Series

-

2021

UK1A

(Class

D)

TOTAL

IRELAND

8,335,041‌

ITALY

-

0

.2

%

893,385

g,i

Cassia

SRL

EURIBOR

3

M

+

3.500%

5

.321

05/22/34

901,624‌

Series

-

2022

1A

(Class

B)

TOTAL

ITALY

901,624‌

UNITED

STATES

-

2

.6

%

2,000,000

g,i

Alen

Mortgage

Trust

LIBOR

1

M

+

2.250%

6

.709

04/15/34

1,645,332‌

Series

-

2021

ACEN

(Class

C)

1,496,629

Carvana

Auto

Receivables

Trust

1

.270

03/10/28

1,424,560‌

Series

-

2021

N2

(Class

D)

1,500,000

i

COMM

Mortgage

Trust

4

.344

08/10/48

1,372,085‌

Series

-

2015

CR24

(Class

C)

599,512

g

Diamond

Resorts

Owner

Trust

2

.700

11/21/33

550,380‌

Series

-

2021

1A

(Class

C)

1,500,000

g,i

ELP

Commercial

Mortgage

Trust

LIBOR

1

M

+

2.667%

7

.127

11/15/38

1,433,298‌

Series

-

2021

ELP

(Class

F)

272,884

g

MVW

LLC

1

.940

01/22/41

246,988‌

Series

-

2021

1WA

(Class

C)

1,000,000

g,i

NCMF

Trust

7

.813

03/15/39

974,872‌

Series

-

2022

MFP

(Class

D)

500,000

g

Oportun

Issuance

Trust

1

.960

05/08/31

449,345‌

Series

-

2021

B

(Class

B)

500,000

g

Oportun

Issuance

Trust

3

.650

05/08/31

448,616‌

Series

-

2021

B

(Class

C)

1,250,000

g

Purchasing

Power

Funding

LLC

4

.370

10/15/25

1,190,078‌

Series

-

2021

A

(Class

D)

TOTAL

UNITED

STATES

9,735,554‌

TOTAL

STRUCTURED

ASSETS

18,972,219‌

(Cost

$21,321,471)

TOTAL

BONDS

368,168,555‌

(Cost

$430,010,123)

REFERENCERATE

&

SPREAD

SHORT-TERM

INVESTMENTS

-

4.0%

COMMERCIAL

PAPER

-

3

.9

%

15,000,000

g

HSBC

USA,

Inc

0

.000

05/01/23

14,819,625‌

TOTAL

COMMERCIAL

PAPER

14,819,625‌

SHARES

COMPANY

INVESTMENTS

IN

REGISTERED

INVESTMENT

COMPANIES

-

0

.1

%

490,455

c

State

Street

Navigator

Securities

Lending

Government

Money

Market

Portfolio

4

.550

490,455‌

TOTAL

INVESTMENTS

IN

REGISTERED

INVESTMENT

COMPANIES

490,455‌

TOTAL

SHORT-TERM

INVESTMENTS

15,310,080‌

(Cost

$15,289,834)

TOTAL

INVESTMENTS

-

100.1%

384,648,801‌

(Cost

$446,494,714)

OTHER

ASSETS

&

LIABILITIES,

NET

-

(0.1)%

(

377,895‌

)

NET

ASSETS

-

100.0%

$

384,270,906‌

Consolidated

portfolio

of

investments

(unaudited)

International

Bond

Fund

January

31,

2023

276

continued

Principal

denominated

in

U.S.

Dollars,

unless

otherwise

noted. 

AUD

Australian

Dollar

BRL

Brazilian

Real

CAD

Canadian

Dollar

CNY

Chinese

Yuan

COP

Colombia

Peso

CZK

Czech

Republic

Koruna

DOP

Dominican

Republic

Peso

EGP

Egyptian

Pound

EUR

Euro

EURIBOR

EURO

Interbank

Offer

Rate

GBP

Pound

Sterling

HUF

Hungary

Forint

IDR

Indonesian

Rupiah

ILS

Israeli

New

Shekel

INR

Indian

Rupee

JPY

Japanese

Yen

KRW

South

Korean

Won

LIBOR

London

Interbank

Offered

Rate

M

Month

MXN

Mexican

Peso

MYR

Malaysian

Ringgit

NOK

Norwegian

Krone

NZD

New

Zealand

Dollar

PEN

Peruvian

Sol

PHP

Philippines

Peso

REMIC

Real

Estate

Mortgage

Investment

Conduit

RON

Romanian

Leu

RSD

Serbian

Dinar

SGD

Singapore

Dollar

SOFR

Secure

Overnight

Financing

Rate

SONIA

Sterling

Overnight

Interbank

Average

Rate

THB

Thai

Baht

UGX

Ugandan

Shilling

UYU

Uruguayan

Peso

UZS

Uzbekistani

Som

ZAR

South

African

Rand

†

For

fair

value

measurement

disclosure

purposes,

investment

classified

as

Level

3.

‡

Perpetual

security

c

Investments

made

with

cash

collateral

received

from

securities

on

loan.

e

All

or

a

portion

of

these

securities

are

out

on

loan.

The

aggregate

value

of

securities

on

loan

is

$476,617.

g

Security

is

exempt

from

registration

under

Rule

144(A)

of

the

Securities

Act

of

1933,

as

amended.

These

securities

are

deemed

liquid

and

may

be

resold

in

transactions

exempt

from

registration,

which

are

normally

those

transactions

with

qualified

institutional

buyers.

i

Floating

or

variable

rate

security

includes

the

reference

rate

and

spread,

unless

the

variable

rate

is

based

on

the

underlying

asset

of

the

security.

Coupon

rate

reflects

the

rate

at

period

end.

o

Payment

in

Kind

Bond

q

In

default

y

All

or

a

portion

of

this

security

is

owned

by

TIAA-CREF

International

Bond

Taxable

Offshore

Limited

which

is

a

100%

owned

subsidiary

of

the

fund.

z

All

or

a

portion

of

this

security

is

owned

by

TIAA-CREF

International

Bond

Offshore

Limited

which

is

a

100%

owned

subsidiary

of

the

fund.

Consolidated

portfolio

of

investments

(unaudited)

International

Bond

Fund

January

31,

2023

277

continued

Forward

foreign

currency

contracts

outstanding

as

of

January

31,

2023

were

as

follows:

Currency

to

be

purchased

Receive

Currency

to

be

sold

Deliver

Counterparty

Settlement

date

Unrealized

appreciation

(depreciation)

$

3,296,932

EUR

3,009,932

Australia

and

New

Zealand

Banking

Group

04/28/23

 $

11,748‌

$

258,465

GBP

207,818

Bank

of

America

04/28/23

 $

1,902‌

$

1,504,555

ILS

5,130,412

Bank

of

America

02/28/23

17,026‌

Total

 $

18,928‌

$

14,826,577

CAD

19,788,574

Citibank

N.A.

04/28/23

 $

(

56,851‌

)

$

43,992,814

CNY

296,965,000

Citibank

N.A.

03/01/23

(

73,050‌

)

$

1,017,074

COP

4,666,416,768

Citibank

N.A.

03/02/23

23,685‌

$

29,534,810

GBP

23,823,279

Citibank

N.A.

04/28/23

109,505‌

$

11,997,032

KRW

16,009,079,863

Citibank

N.A.

02/02/23

(

996,115‌

)

$

1,157,588

MXN

21,910,828

Citibank

N.A.

02/28/23

(

235‌

)

$

4,340,469

NOK

42,696,753

Citibank

N.A.

04/28/23

45,327‌

$

594,523

PEN

2,392,954

Citibank

N.A.

02/02/23

(

27,721‌

)

$

622,080

PEN

2,392,954

Citibank

N.A.

02/02/23

(

164‌

)

$

654,895

PEN

2,536,407

Citibank

N.A.

03/02/23

(

2,987‌

)

CNY

297,817,742

$

44,062,651

Citibank

N.A.

02/02/23

27,003‌

CNY

9,815,900

$

1,374,261

Citibank

N.A.

02/02/23

78,908‌

CNY

8,820,147

$

1,240,849

Citibank

N.A.

02/02/23

64,907‌

KRW

16,009,079,863

$

13,007,052

Citibank

N.A.

02/02/23

(

13,905‌

)

PEN

2,392,954

$

619,471

Citibank

N.A.

02/02/23

2,773‌

PEN

2,392,954

$

622,080

Citibank

N.A.

02/02/23

164‌

Total

 $

(

818,756‌

)

$

3,721,642

CNY

25,935,735

Goldman

Sachs

02/02/23

 $

(

117,946‌

)

$

10,017,463

AUD

14,021,853

Morgan

Stanley

04/28/23

 $

87,320‌

$

791,732

CZK

17,387,485

Morgan

Stanley

02/28/23

(

1,908‌

)

$

125,413,652

EUR

114,634,512

Morgan

Stanley

04/28/23

120,133‌

$

1,446,522

IDR

21,660,072,059

Morgan

Stanley

03/02/23

3,492‌

$

4,737,636

NZD

7,298,428

Morgan

Stanley

04/28/23

18,384‌

Total

 $

227,421‌

$

895,747

RON

4,026,381

Standard

Chartered

Bank

02/28/23

 $

7,072‌

$

1,719,559

THB

56,373,161

Standard

Chartered

Bank

02/28/23

6,792‌

GBP

414,489

$

513,192

Standard

Chartered

Bank

04/28/23

(

1,237‌

)

Total

 $

12,627‌

$

1,638,862

CNY

11,385,126

Toronto

Dominion

Bank

02/02/23

 $

(

46,620‌

)

$

38,694,251

CNY

279,132,928

Toronto

Dominion

Bank

02/02/23

(

2,629,259‌

)

$

1,238,984

HUF

445,663,521

Toronto

Dominion

Bank

02/28/23

12,282‌

$

38,899,888

JPY

4,994,271,095

Toronto

Dominion

Bank

04/28/23

62,789‌

$

13,007,052

KRW

16,009,079,863

Toronto

Dominion

Bank

02/02/23

13,905‌

$

13,333,698

KRW

16,452,582,703

Toronto

Dominion

Bank

03/02/23

(

21,170‌

)

KRW

16,009,079,863

$

12,964,287

Toronto

Dominion

Bank

02/02/23

28,860‌

$

572,071

ZAR

9,843,038

Toronto

Dominion

Bank

02/28/23

7,775‌

Total

 $

(

2,571,438‌

)

Total

 $

(

3,237,416‌

)

Consolidated

portfolio

of

investments

(unaudited)

International

Bond

Fund

January

31,

2023

278

concluded

AUD

Australian

Dollar

CAD

Canadian

Dollar

CNY

Chinese

Yuan

COP

Colombia

Peso

CZK

Czech

Republic

Koruna

EUR

Euro

GBP

Pound

Sterling

HUF

Hungary

Forint

IDR

Indonesia

Rupiah

ILS

Israeli

New

Shekel

JPY

Japanese

Yen

KRW

South

Korean

Won

MXN

Mexican

Peso

NOK

Norwegian

Krone

NZD

New

Zealand

Dollar

PEN

Peruvian

Sol

RON

Romanian

Leu

THB

Thai

Baht

ZAR

South

African

Rand

TIAA-CREF

Funds

Notes

to

portfolio

of

investments

(unaudited)

279

Organization

and

significant

accounting

policies

Part

F

of

Form

N-PORT

was

prepared in

accordance

with

accounting

principles

generally

accepted

in

the

United

States

of

America

(“U.S.

GAAP”)

and

in

conformity

with

the

applicable

rules

and

regulations

of

the

U.S.

Securities

and

Exchange

Commission related

to

interim

filings. Part

F

of

Form

N-PORT

does

not

include

all

information

and

footnotes

required

by

U.S.

GAAP

for

complete

financial

statements.

Certain

footnote

disclosures

normally

included

in

financial

statements

prepared

in

accordance

with

U.S.

GAAP

have

been

condensed

or

omitted

from

this

report.

For

a

full

set

of

financial

statement

notes,

please

refer

to

the

most

recently

filed

annual

or

semiannual

report.

Valuation

of

investments

The

Funds’

investments

in

securities

are

recorded

at

their

estimated

fair

value

utilizing

valuation

methods

approved

by

the

Adviser,

subject

to

the

review

and

oversight

of

the

Board.

Fair

value

is

defined

as

the

price

that

would

be

received

upon

selling

an

investment

or

transferring

a

liability

in

an

orderly

transaction

to

an

independent

buyer

in

the

principal

or

most

advantageous

market

for

the

investment.

U.S.

GAAP

establishes

the

three-tier

hierarchy

that

is

used

to

maximize

the

use

of

observable

market

data

and

minimize

the

use

of

unobservable

inputs

and

to

establish

classification

of

fair

value

measurements

for

disclosure

purposes.

Observable

inputs

reflect

the

assumptions

market

participants

would

use

in

pricing

the

asset

or

liability.

Observable

inputs

are

based

on

market

data

obtained

from

sources

independent

of

the

reporting

entity.

Unobservable

inputs

reflect

management’s

assumptions

about

the

assumptions

market

participants

would

use

in

pricing

the

asset

or

liability.

Unobservable

inputs

are

based

on

the

best

information

available

in

the

circumstances.

The

following

is

a

summary

of

the

three-tiered

hierarchy

of

valuation

input

levels:

Level

1

–

Inputs

are

unadjusted

and

prices

are

determined

using

quoted

prices

in

active

markets

for

identical

securities.

Level

2

–

Prices

are

determined

using

other

significant

observable

inputs

(including

quoted

prices

for

similar

securities,

interest

rates,

credit

spreads,

etc.).

Level

3

–

Prices

are

determined

using

significant

unobservable

inputs

(including

management’s

assumptions

in

determining

the

fair

value

of

investments).

The

following

table

summarizes

the

market

value

of

the

Funds’

investments

as

of

January

31,

2023,

based

on

the

inputs

used

to

value

them:

Fund

Level

1

Level

2

Level

3

Total

Growth

&

Income

Common

stocks

$5,244,016,950

$—

$—

$5,244,016,950

Short-term

investments

19

22,317,977

—

22,317,996

Total

$5,244,016,969

$22,317,977

$—

$5,266,334,946

1

1

1

1

1

Large-Cap

Growth

Common

stocks

$4,513,206,019

$178,597,395

$—

$4,691,803,414

Short-term

investments

—

55,270,000

—

55,270,000

Total

$4,513,206,019

$233,867,395

$—

$4,747,073,414

1

1

1

1

1

Large-Cap

Value

Common

stocks

$4,853,147,948

$—

$7,267

$4,853,155,215

Short-term

investments

21

80,182,034

—

80,182,055

Total

$4,853,147,969

$80,182,034

$7,267

$4,933,337,270

1

1

1

1

1

Mid-Cap

Growth

Common

stocks

$1,034,644,130

$57,348,112

$—

$1,091,992,242

Rights/Warrants

1,574,695

—

—

1,574,695

Short-term

investments

7,411,138

9,540,000

—

16,951,138

Total

$1,043,629,963

$66,888,112

$—

$1,110,518,075

1

1

1

1

1

Mid-Cap

Value

Common

stocks

$1,813,346,294

$—

$—

$1,813,346,294

Short-term

investments

4,681

20,250,000

—

20,254,681

Total

$1,813,350,975

$20,250,000

$—

$1,833,600,975

1

1

1

1

1

Quant

Small-Cap

Equity

Common

stocks

$2,743,270,745

$5,541,660

$—

$2,748,812,405

Short-term

investments

29,934,238

19,745,000

—

49,679,238

Futures

contracts*

806,745

—

—

806,745

Total

$2,774,011,728

$25,286,660

$—

$2,799,298,388

1

1

1

1

1

Quant

Small/Mid-Cap

Equity

Common

stocks

$1,122,219,569

$—

$—

$1,122,219,569

Short-term

investments

12,386,351

1,950,000

—

14,336,351

Total

$1,134,605,920

$1,950,000

$—

$1,136,555,920

1

1

1

1

1

Notes

to

portfolio

of

investments

(unaudited)

280

continued

Fund

Level

1

Level

2

Level

3

Total

Social

Choice

Equity

Common

stocks

$6,166,446,429

$—

$9,929

$6,166,456,358

Short-term

investments

14,777,729

15,780,639

—

30,558,368

Futures

contracts*

397,957

—

—

397,957

Total

$6,181,622,115

$15,780,639

$9,929

$6,197,412,683

1

1

1

1

1

Social

Choice

Low

Carbon

Equity

Common

stocks

$1,119,950,673

$427,278

$—

$1,120,377,951

Short-term

investments

956,244

8,385,639

—

9,341,883

Futures

contracts*

212,918

—

—

212,918

Total

$1,121,119,835

$8,812,917

$—

$1,129,932,752

1

1

1

1

1

Emerging

Markets

Equity

Common

stocks

$544,930,868

$1,095,322,476

$—

$1,640,253,344

Short-term

investments

736,367

24,337,084

—

25,073,451

Total

$545,667,235

$1,119,659,560

$—

$1,665,326,795

1

1

1

1

1

International

Equity

Common

stocks

$163,130,521

$6,404,974,527

$—

$6,568,105,048

Short-term

investments

190,725

83,659,072

—

83,849,797

Total

$163,321,246

$6,488,633,599

$—

$6,651,954,845

1

1

1

1

1

International

Opportunities

Common

stocks

$487,773,826

$1,893,218,858

$42,932,098

$2,423,924,782

Short-term

investments

12,463,841

33,928,186

—

46,392,027

Total

$500,237,667

$1,927,147,044

$42,932,098

$2,470,316,809

1

1

1

1

1

Quant

International

Small-Cap

Equity

Common

stocks

$154,336,444

$1,039,803,147

$232,674

$1,194,372,265

Short-term

investments

38,745,962

—

—

38,745,962

Total

$193,082,406

$1,039,803,147

$232,674

$1,233,118,227

1

1

1

1

1

Social

Choice

International

Equity

Common

stocks

$5,952,114

$1,436,376,826

$—

$1,442,328,940

Short-term

investments

11,279,762

21,540,000

—

32,819,762

Futures

contracts*

871,807

—

—

871,807

Total

$18,103,683

$1,457,916,826

$—

$1,476,020,509

1

1

1

1

1

Equity

Index

Common

stocks

$35,797,429,205

$1,790,167

$241,771

$35,799,461,143

Rights/Warrants

—

—

276

276

Short-term

investments

148,293,031

88,490,857

—

236,783,888

Futures

contracts*

1,688,160

—

—

1,688,160

Total

$35,947,410,396

$90,281,024

$242,047

$36,037,933,467

1

1

1

1

1

Large-Cap

Growth

Index

Common

stocks

$9,257,198,677

$—

$—

$9,257,198,677

Short-term

investments

11,949,990

3,805,000

—

15,754,990

Total

$9,269,148,667

$3,805,000

$—

$9,272,953,667

1

1

1

1

1

Large-Cap

Value

Index

Common

stocks

$8,176,759,591

$—

$146,148

$8,176,905,739

Short-term

investments

17,505,172

2,495,000

—

20,000,172

Total

$8,194,264,763

$2,495,000

$146,148

$8,196,905,911

1

1

1

1

1

S&P

500

Index

Common

stocks

$7,119,263,314

$—

$—

$7,119,263,314

Short-term

investments

1,788

64,763,396

—

64,765,184

Futures

contracts*

2,546,747

—

—

2,546,747

Total

$7,121,811,849

$64,763,396

$—

$7,186,575,245

1

1

1

1

1

Small-Cap

Blend

Index

Common

stocks

$3,385,711,948

$2,505,145

$56,467

$3,388,273,560

Rights/Warrants

79

—

561

640

Short-term

investments

113,620,119

23,845,639

—

137,465,758

Futures

contracts*

1,743,819

—

—

1,743,819

Total

$3,501,075,965

$26,350,784

$57,028

$3,527,483,777

1

1

1

1

1

Emerging

Markets

Equity

Index

Corporate

bonds

$—

$19,521

$—

$19,521

Common

stocks

608,285,067

4,751,807,036

1,664,547

5,361,756,650

Short-term

investments

6,721,849

43,349,908

—

50,071,757

Futures

contracts*

(204,201)

—

—

(204,201)

Total

$614,802,715

$4,795,176,465

$1,664,547

$5,411,643,727

1

1

1

1

1

281

continued

The

following

table

is

a

reconciliation

of

the

investments

in

which

significant

unobservable

inputs

(Level

3)

were

used

in

the

determining

value:

The

following

table

summarizes

the

significant

unobservable

inputs

used

to

value

Level

3

investments

as

of

January

31,

2023

:

Fund

Level

1

Level

2

Level

3

Total

International

Equity

Index

Common

stocks

$388,849,404

$19,377,874,534

$—

$19,766,723,938

Rights/Warrants

—

139,380

—

139,380

Short-term

investments

54,221,160

455,816,318

—

510,037,478

Futures

contracts*

883,518

—

—

883,518

Total

$443,954,082

$19,833,830,232

$—

$20,277,784,314

1

1

1

1

1

Emerging

Markets

Debt

Bank

loan

obligations

$—

$1,831,564

$—

$1,831,564

Corporate

bonds

—

218,583,332

1,783,933

220,367,265

Government

bonds

—

202,864,248

5,008,480

207,872,728

Structured

assets

—

—

2,579,790

2,579,790

Common

stocks

2,355,400

713,434

—

3,068,834

Short-term

investments

9,069,810

—

—

9,069,810

Forward

foreign

currency

contracts*

—

(28,694)

—

(28,694)

Total

$11,425,210

$423,963,884

$9,372,203

$444,761,297

1

1

1

1

1

International

Bond

Bank

loan

obligations

$—

$1,170,166

$—

$1,170,166

Corporate

bonds

—

86,114,904

723,769

86,838,673

Government

bonds

—

259,145,485

3,212,178

262,357,663

Structured

assets

—

18,972,219

—

18,972,219

Short-term

investments

490,455

14,819,625

—

15,310,080

Forward

foreign

currency

contracts*

—

(3,237,416)

—

(3,237,416)

Total

$490,455

$376,984,983

$3,935,947

$381,411,385

1

1

1

1

1

*

Derivative

instruments

are

not

reflected

in

the

market

value

of

portfolio

investments.

Fund

Investments

Emerging

Markets

Debt

Balance

as

of

October

31,

2022

$10,780,015

Purchases

166,057

Sales

(1,571,244)

Gains

(losses)

(2,079,841)

Change

in

unrealized

appreciation

(depreciation)

4,057,850

Transfers

out

of

Level

3

(1,980,634)

Transfers

into

Level

3

-

Balance

as

of

January

31,

2023

$9,372,203

International

Bond

Balance

as

of

October

31,

2022

$5,167,291

Purchases

98,985

Sales

(177,900)

Gains

(losses)

(67,930)

Change

in

unrealized

appreciation

(depreciation)

855,287

Transfers

out

of

Level

3

(2,242,974)

Transfers

into

Level

3

303,188

Balance

as

of

January

31,

2023

$3,935,947

Fund

Fair

value

Valuation

technique

Unobservable

input

Range

(weighted

average)

§

Emerging

Markets

Debt

Corporate

bonds

$338,406

Broker

quote

*

Corporate

bonds

1,445,527

Recent

market

transaction

Discount

60.3%-100.0%

(75.4%)

Government

bonds

238,415

Broker

quote

*

Government

bonds

4,770,065

Recent

market

transaction

Discount

50.0%-98.1%

(67.0%)

Structured

assets

2,579,790

Broker

quote

*

Total

$9,372,203

International

Bond

Corporate

bonds

$723,769

Broker

quote

*

Government

bonds

93,555

Broker

quote

*

Government

bonds

3,118,623

Recent

market

transaction

Discount

35.3%-93.8%

(49.2%)

Notes

to

portfolio

of

investments

(unaudited)

282

concluded

*

Single

source

broker

quote.

§

Unobservable

inputs

were

weighted

by

the

relative

fair

value

of

the

instruments.

Total

$3,935,947

A12448-A

(3/23)