NPORT-EX 2 tiaa_C244.htm
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)