Portfolio

of

Investments

Growth

&

Income

Fund

July

31,

2023

1

(Unaudited)

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

LONG-TERM

INVESTMENTS

-

99.6%

COMMON

STOCKS

-

99.6%

AUTOMOBILES

&

COMPONENTS

-

3

.1

%

1,646,865

BorgWarner,

Inc

$

76,579,222‌

363,213

*

Tesla,

Inc

97,134,053‌

TOTAL

AUTOMOBILES

&

COMPONENTS

173,713,275‌

BANKS

-

1

.5

%

1,889,428

Wells

Fargo

&

Co

87,215,997‌

TOTAL

BANKS

87,215,997‌

CAPITAL

GOODS

-

6

.1

%

365,529

Dover

Corp

53,356,268‌

279,477

Honeywell

International,

Inc

54,254,870‌

285,463

Hubbell,

Inc

89,064,456‌

62,010

United

Rentals,

Inc

28,814,807‌

88,639

W.W.

Grainger,

Inc

65,459,015‌

465,237

Westinghouse

Air

Brake

Technologies

Corp

55,102,670‌

TOTAL

CAPITAL

GOODS

346,052,086‌

CONSUMER

DISCRETIONARY

DISTRIBUTION

&

RETAIL

-

7

.3

%

1,633,450

*

Amazon.com,

Inc

218,359,596‌

289,972

Home

Depot,

Inc

96,804,253‌

412,063

Lowe's

Companies,

Inc

96,533,999‌

TOTAL

CONSUMER

DISCRETIONARY

DISTRIBUTION

&

RETAIL

411,697,848‌

CONSUMER

STAPLES

DISTRIBUTION

&

RETAIL

-

0

.6

%

64,287

Costco

Wholesale

Corp

36,043,792‌

TOTAL

CONSUMER

STAPLES

DISTRIBUTION

&

RETAIL

36,043,792‌

ENERGY

-

5

.5

%

473,418

Chevron

Corp

77,479,590‌

986,876

EOG

Resources,

Inc

130,790,676‌

956,984

Exxon

Mobil

Corp

102,626,964‌

TOTAL

ENERGY

310,897,230‌

EQUITY

REAL

ESTATE

INVESTMENT

TRUSTS

(REITS)

-

1

.8

%

815,693

Simon

Property

Group,

Inc

101,635,348‌

TOTAL

EQUITY

REAL

ESTATE

INVESTMENT

TRUSTS

(REITS)

101,635,348‌

FINANCIAL

SERVICES

-

9

.2

%

308,674

American

Express

Co

52,128,865‌

340,046

Ameriprise

Financial,

Inc

118,489,029‌

678,125

Ares

Management

Corp

67,283,563‌

1,140,420

Bank

of

New

York

Mellon

Corp

51,729,451‌

284,623

Mastercard,

Inc

(Class

A)

112,221,156‌

495,729

Visa,

Inc

(Class

A)

117,849,655‌

TOTAL

FINANCIAL

SERVICES

519,701,719‌

HEALTH

CARE

EQUIPMENT

&

SERVICES

-

9

.0

%

641,520

Abbott

Laboratories

71,420,422‌

968,839

*

Boston

Scientific

Corp

50,234,302‌

951,961

Cardinal

Health,

Inc

87,075,873‌

320,595

Cigna

Corp

94,607,584‌

431,806

Laboratory

Corp

of

America

Holdings

92,376,257‌

220,513

UnitedHealth

Group,

Inc

111,661,168‌

TOTAL

HEALTH

CARE

EQUIPMENT

&

SERVICES

507,375,606‌

Growth

&

Income

Fund

July

31,

2023

2

Portfolio

of

Investments

(continued)

Portfolio

of

Investments

(continued)

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

HOUSEHOLD

&

PERSONAL

PRODUCTS

-

1

.7

%

606,045

Procter

&

Gamble

Co

$

94,724,834‌

TOTAL

HOUSEHOLD

&

PERSONAL

PRODUCTS

94,724,834‌

INSURANCE

-

4

.8

%

1,716,299

American

International

Group,

Inc

103,458,504‌

881,266

*

Arch

Capital

Group

Ltd

68,465,555‌

493,920

Chubb

Ltd

100,962,187‌

TOTAL

INSURANCE

272,886,246‌

MATERIALS

-

3

.5

%

1,505,391

Corteva,

Inc

84,949,214‌

178,891

Linde

plc

69,887,347‌

970,649

Sealed

Air

Corp

44,281,008‌

TOTAL

MATERIALS

199,117,569‌

MEDIA

&

ENTERTAINMENT

-

7

.3

%

959,205

*

Alphabet,

Inc

(Class

A)

127,305,688‌

868,937

*

Alphabet,

Inc

(Class

C)

115,664,204‌

534,750

*

Meta

Platforms,

Inc

170,371,350‌

TOTAL

MEDIA

&

ENTERTAINMENT

413,341,242‌

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES

-

4

.2

%

1,466,710

Bristol-Myers

Squibb

Co

91,214,695‌

1,374,170

Merck

&

Co,

Inc

146,555,230‌

TOTAL

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES

237,769,925‌

SEMICONDUCTORS

&

SEMICONDUCTOR

EQUIPMENT

-

8

.8

%

129,209

Broadcom,

Inc

116,113,668‌

121,122

Lam

Research

Corp

87,024,946‌

481,963

NVIDIA

Corp

225,216,490‌

545,288

QUALCOMM,

Inc

72,070,715‌

TOTAL

SEMICONDUCTORS

&

SEMICONDUCTOR

EQUIPMENT

500,425,819‌

SOFTWARE

&

SERVICES

-

13

.7

%

1,332,645

Microsoft

Corp

447,662,108‌

1,487,990

Oracle

Corp

174,437,068‌

349,021

*

Palo

Alto

Networks,

Inc

87,241,289‌

144,544

*

Synopsys,

Inc

65,304,979‌

TOTAL

SOFTWARE

&

SERVICES

774,645,444‌

TECHNOLOGY

HARDWARE

&

EQUIPMENT

-

8

.9

%

2,337,808

Apple,

Inc

459,262,381‌

288,843

*

Arista

Networks,

Inc

44,796,661‌

TOTAL

TECHNOLOGY

HARDWARE

&

EQUIPMENT

504,059,042‌

UTILITIES

-

2

.6

%

886,333

Alliant

Energy

Corp

47,631,536‌

457,376

American

Electric

Power

Co,

Inc

38,758,042‌

873,693

NextEra

Energy,

Inc

64,041,697‌

TOTAL

UTILITIES

150,431,275‌

TOTAL

COMMON

STOCKS

5,641,734,297‌

(Cost

$3,824,620,031)

TOTAL

LONG-TERM

INVESTMENTS

5,641,734,297‌

(Cost

$3,824,620,031)

3

PRINCIPAL

DESCRIPTION

REFERENCERATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

SHORT-TERM

INVESTMENTS

-

0.2%

REPURCHASE

AGREEMENT

-

0

.1

%

$

7,285,000

r

Fixed

Income

Clearing

Corp

(FICC)

5

.300

%

08/01/23

$

7,285,000‌

TOTAL

REPURCHASE

AGREEMENT

7,285,000‌

TREASURY

DEBT

-

0

.1

%

3,000,000

United

States

Treasury

Bill

0

.000

08/08/23

2,996,947‌

TOTAL

TREASURY

DEBT

2,996,947‌

TOTAL

SHORT-TERM

INVESTMENTS

10,281,947‌

(Cost

$10,281,996)

TOTAL

INVESTMENTS

-

99.8%

5,652,016,244‌

(Cost

$3,834,902,027)

OTHER

ASSETS

&

LIABILITIES,

NET

-

0.2%

11,947,037‌

NET

ASSETS

-

100.0%

$

5,663,963,281‌

REIT

Real

Estate

Investment

Trust

*

Non-income

producing

r

Agreement

with

Fixed

Income

Clearing

Corp

(FICC),

5.300%

dated

7/31/23

to

be

repurchased

at

$7,285,000

on

8/1/23,

collateralized

by

Government

Agency

Securities,

with

coupon

rate

1.500%

and

maturity

date

11/30/28,

valued

at

$7,430,708.

Large-Cap

Growth

Fund

July

31,

2023

Portfolio

of

Investments

4

(Unaudited)

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

LONG-TERM

INVESTMENTS

-

99.2%

COMMON

STOCKS

-

99.2%

AUTOMOBILES

&

COMPONENTS

-

1

.5

%

309,542

*

Tesla,

Inc

$

82,780,817‌

TOTAL

AUTOMOBILES

&

COMPONENTS

82,780,817‌

CAPITAL

GOODS

-

3

.2

%

475,843

*

Boeing

Co

113,655,100‌

95,805

Deere

&

Co

41,157,828‌

159,699

Safran

S.A.

26,512,128‌

TOTAL

CAPITAL

GOODS

181,325,056‌

COMMERCIAL

&

PROFESSIONAL

SERVICES

-

1

.6

%

729,372

Experian

Group

Ltd

28,186,992‌

98,020

Verisk

Analytics,

Inc

22,440,699‌

268,029

Waste

Connections,

Inc

37,837,654‌

TOTAL

COMMERCIAL

&

PROFESSIONAL

SERVICES

88,465,345‌

CONSUMER

DISCRETIONARY

DISTRIBUTION

&

RETAIL

-

10

.4

%

262,289

*

Alibaba

Group

Holding

Ltd

(ADR)

26,795,444‌

3,792,452

*

Amazon.com,

Inc

506,974,983‌

602,122

TJX

Companies,

Inc

52,101,617‌

TOTAL

CONSUMER

DISCRETIONARY

DISTRIBUTION

&

RETAIL

585,872,044‌

CONSUMER

DURABLES

&

APPAREL

-

1

.0

%

57,402

Kering

32,958,238‌

3,531,500

Prada

S.p.A

25,136,606‌

TOTAL

CONSUMER

DURABLES

&

APPAREL

58,094,844‌

CONSUMER

SERVICES

-

5

.5

%

46,319

*

Booking

Holdings,

Inc

137,604,485‌

1,473,182

*

Carnival

Corp

27,754,749‌

194,303

*

Flutter

Entertainment

plc

38,672,741‌

806,290

*

Las

Vegas

Sands

Corp

48,224,205‌

587,910

Starbucks

Corp

59,714,019‌

TOTAL

CONSUMER

SERVICES

311,970,199‌

CONSUMER

STAPLES

DISTRIBUTION

&

RETAIL

-

1

.6

%

160,832

Costco

Wholesale

Corp

90,173,677‌

TOTAL

CONSUMER

STAPLES

DISTRIBUTION

&

RETAIL

90,173,677‌

ENERGY

-

1

.1

%

221,360

ConocoPhillips

26,058,499‌

110,906

Pioneer

Natural

Resources

Co

25,028,157‌

107,683

Valero

Energy

Corp

13,881,416‌

TOTAL

ENERGY

64,968,072‌

FINANCIAL

SERVICES

-

6

.7

%

14,602

*,g

Adyen

NV

27,101,526‌

174,963

American

Express

Co

29,547,751‌

3,133,698

*

Grab

Holdings

Ltd.

12,002,063‌

251,593

London

Stock

Exchange

Group

plc

27,321,678‌

1,243,168

*

PayPal

Holdings,

Inc

94,256,998‌

80,766

S&P

Global,

Inc

31,862,995‌

664,149

Visa,

Inc

(Class

A)

157,888,142‌

TOTAL

FINANCIAL

SERVICES

379,981,153‌

5

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

FOOD,

BEVERAGE

&

TOBACCO

-

1

.9

%

2,019,137

Davide

Campari-Milano

NV

$

27,155,131‌

918,536

*

Monster

Beverage

Corp

52,806,635‌

145,342

PepsiCo,

Inc

27,245,811‌

TOTAL

FOOD,

BEVERAGE

&

TOBACCO

107,207,577‌

HEALTH

CARE

EQUIPMENT

&

SERVICES

-

6

.3

%

169,147

*

Align

Technology,

Inc

63,918,960‌

483,759

*

Dexcom,

Inc

60,257,021‌

153,800

Essilor

International

S.A.

30,940,744‌

230,617

*

Intuitive

Surgical,

Inc

74,812,155‌

173,006

UnitedHealth

Group,

Inc

87,605,048‌

174,065

*

Veeva

Systems,

Inc

35,547,554‌

TOTAL

HEALTH

CARE

EQUIPMENT

&

SERVICES

353,081,482‌

HOUSEHOLD

&

PERSONAL

PRODUCTS

-

1

.3

%

273,682

Estee

Lauder

Cos

(Class

A)

49,262,760‌

923,104

*,e

Kenvue,

Inc

21,859,103‌

TOTAL

HOUSEHOLD

&

PERSONAL

PRODUCTS

71,121,863‌

INSURANCE

-

0

.4

%

402,443

American

International

Group,

Inc

24,259,264‌

TOTAL

INSURANCE

24,259,264‌

MATERIALS

-

1

.4

%

350,490

Corteva,

Inc

19,778,150‌

146,216

Linde

plc

57,122,205‌

TOTAL

MATERIALS

76,900,355‌

MEDIA

&

ENTERTAINMENT

-

11

.8

%

2,158,398

*

Alphabet,

Inc

(Class

C)

287,304,358‌

978,769

*

Match

Group,

Inc

45,522,546‌

861,003

*

Meta

Platforms,

Inc

274,315,556‌

306,681

NetEase,

Inc

(ADR)

33,348,492‌

394,645

*

ROBLOX

Corp

15,489,816‌

133,593

*

Walt

Disney

Co

11,875,082‌

TOTAL

MEDIA

&

ENTERTAINMENT

667,855,850‌

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES

-

4

.2

%

239,226

AbbVie,

Inc

35,783,425‌

117,622

Amgen,

Inc

27,541,191‌

345,357

Gilead

Sciences,

Inc

26,295,482‌

126,109

*

Illumina,

Inc

24,231,845‌

176,708

Johnson

&

Johnson

29,603,891‌

251,515

Novo

Nordisk

AS

40,557,345‌

282,891

Zoetis,

Inc

53,208,968‌

TOTAL

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES

237,222,147‌

SEMICONDUCTORS

&

SEMICONDUCTOR

EQUIPMENT

-

9

.7

%

220,679

*

Advanced

Micro

Devices,

Inc

25,245,678‌

713,520

Applied

Materials,

Inc

108,162,497‌

146,740

Broadcom,

Inc

131,867,901‌

600,298

NVIDIA

Corp

280,513,252‌

TOTAL

SEMICONDUCTORS

&

SEMICONDUCTOR

EQUIPMENT

545,789,328‌

SOFTWARE

&

SERVICES

-

20

.2

%

54,062

Accenture

plc

17,102,514‌

173,209

*

Atlassian

Corp

31,513,645‌

185,317

Intuit,

Inc

94,826,709‌

1,749,478

Microsoft

Corp

587,684,650‌

293,819

Oracle

Corp

34,444,401‌

225,364

*

Palo

Alto

Networks,

Inc

56,331,985‌

90,444

Roper

Technologies,

Inc

44,593,414‌

621,262

*

Salesforce,

Inc

139,790,163‌

Large-Cap

Growth

Fund

July

31,

2023

6

Portfolio

of

Investments

(continued)

Portfolio

of

Investments

(continued)

Principal

denominated

in

U.S.

Dollars,

unless

otherwise

noted. 

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

SOFTWARE

&

SERVICES—continued

89,649

*

ServiceNow,

Inc

$

52,265,367‌

92,346

*

Synopsys,

Inc

41,721,923‌

155,994

*

Workday,

Inc

36,990,857‌

TOTAL

SOFTWARE

&

SERVICES

1,137,265,628‌

TECHNOLOGY

HARDWARE

&

EQUIPMENT

-

6

.7

%

1,920,759

Apple,

Inc

377,333,106‌

TOTAL

TECHNOLOGY

HARDWARE

&

EQUIPMENT

377,333,106‌

TRANSPORTATION

-

2

.7

%

2,469,370

*

Uber

Technologies,

Inc

122,135,040‌

139,683

Union

Pacific

Corp

32,409,250‌

TOTAL

TRANSPORTATION

154,544,290‌

TOTAL

COMMON

STOCKS

5,596,212,097‌

(Cost

$2,978,216,185)

TOTAL

LONG-TERM

INVESTMENTS

5,596,212,097‌

(Cost

$2,978,216,185)

PRINCIPAL

RATE

MATURITY

DATE

SHORT-TERM

INVESTMENTS

-

1.2%

REPURCHASE

AGREEMENT

-

1

.1

%

$

58,195,000

r

Fixed

Income

Clearing

Corp

(FICC)

5

.300

%

08/01/23

58,195,000‌

2,114,000

s

Fixed

Income

Clearing

Corp

(FICC)

5

.280

08/01/23

2,114,000‌

TOTAL

REPURCHASE

AGREEMENT

60,309,000‌

TREASURY

DEBT

-

0

.1

%

4,523,000

United

States

Treasury

Bill

0

.000

08/08/23

4,518,397‌

TOTAL

TREASURY

DEBT

4,518,397‌

TOTAL

SHORT-TERM

INVESTMENTS

64,827,397‌

(Cost

$64,827,471)

SHARES

EXP

INVESTMENTS

PURCHASED

WITH

COLLATERAL

FROM

SECURITIES

LENDING

-

0.4%

22,866,554

c

State

Street

Navigator

Securities

Lending

Government

Money

Market

Portfolio

5

.340

22,866,554‌

TOTAL

INVESTMENTS

PURCHASED

WITH

COLLATERAL

FROM

SECURITIES

LENDING

22,866,554‌

(Cost

$22,866,554)

TOTAL

INVESTMENTS

-

100.8%

5,683,906,048‌

(Cost

$3,065,910,210)

OTHER

ASSETS

&

LIABILITIES,

NET

-

(0.8)%

(

44,084,755‌

)

NET

ASSETS

-

100.0%

$

5,639,821,293‌

ADR

American

Depositary

Receipt

*

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

$21,640,489.

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),

5.300%

dated

7/31/23

to

be

repurchased

at

$58,195,000

on

8/1/23,

collateralized

by

Government

Agency

Securities,

with

coupon

rates

1.375%–1.500%

and

maturity

dates

10/31/28–11/30/28,

valued

at

$59,358,909.

s

Agreement

with

Fixed

Income

Clearing

Corp

(FICC),

5.280%

dated

7/31/23

to

be

repurchased

at

$2,114,000

on

8/1/23,

collateralized

by

Government

Agency

Securities,

with

coupon

rate

1.375%

and

maturity

date

10/31/28,

valued

at

$2,156,293.

Portfolio

of

Investments

Large-Cap

Value

Fund

July

31,

2023

7

(Unaudited)

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

LONG-TERM

INVESTMENTS

-

98.6%

COMMON

STOCKS

-

98.6%

BANKS

-

9

.3

%

2,934,405

Bank

of

America

Corp

$

93,900,960‌

1,128,134

JPMorgan

Chase

&

Co

178,200,046‌

357,455

PNC

Financial

Services

Group,

Inc

48,932,015‌

850,645

Truist

Financial

Corp

28,258,427‌

2,311,549

Wells

Fargo

&

Co

106,701,102‌

TOTAL

BANKS

455,992,550‌

CAPITAL

GOODS

-

10

.5

%

181,490

Allegion

plc

21,208,921‌

195,318

*

Boeing

Co

46,651,704‌

92,132

Deere

&

Co

39,579,907‌

346,368

Dover

Corp

50,559,337‌

321,590

Eaton

Corp

66,028,859‌

373,566

Honeywell

International,

Inc

72,520,368‌

463,413

Masco

Corp

28,119,901‌

163,624

Parker-Hannifin

Corp

67,087,476‌

1,055,334

Raytheon

Technologies

Corp

92,795,519‌

144,825

Trane

Technologies

plc

28,883,898‌

TOTAL

CAPITAL

GOODS

513,435,890‌

CONSUMER

DISCRETIONARY

DISTRIBUTION

&

RETAIL

-

0

.3

%

41,486

Home

Depot,

Inc

13,849,686‌

TOTAL

CONSUMER

DISCRETIONARY

DISTRIBUTION

&

RETAIL

13,849,686‌

CONSUMER

DURABLES

&

APPAREL

-

1

.1

%

8,523

*

NVR,

Inc

53,749,788‌

TOTAL

CONSUMER

DURABLES

&

APPAREL

53,749,788‌

CONSUMER

SERVICES

-

3

.2

%

12,368

*

Booking

Holdings,

Inc

36,742,854‌

421,397

Hilton

Worldwide

Holdings,

Inc

65,523,020‌

184,804

McDonald's

Corp

54,184,533‌

TOTAL

CONSUMER

SERVICES

156,450,407‌

CONSUMER

STAPLES

DISTRIBUTION

&

RETAIL

-

1

.8

%

545,549

Walmart,

Inc

87,211,463‌

TOTAL

CONSUMER

STAPLES

DISTRIBUTION

&

RETAIL

87,211,463‌

ENERGY

-

9

.1

%

511,445

Chevron

Corp

83,703,089‌

864,267

ConocoPhillips

101,741,511‌

639,432

EOG

Resources,

Inc

84,743,923‌

1,068,323

Exxon

Mobil

Corp

114,566,959‌

497,340

Valero

Energy

Corp

64,112,099‌

TOTAL

ENERGY

448,867,581‌

EQUITY

REAL

ESTATE

INVESTMENT

TRUSTS

(REITS)

-

1

.3

%

524,959

Prologis,

Inc

65,488,635‌

TOTAL

EQUITY

REAL

ESTATE

INVESTMENT

TRUSTS

(REITS)

65,488,635‌

FINANCIAL

SERVICES

-

8

.9

%

368,037

American

Express

Co

62,154,089‌

322,489

*

Berkshire

Hathaway,

Inc

(Class

B)

113,503,228‌

68,596

BlackRock,

Inc

50,682,155‌

750,925

Charles

Schwab

Corp

49,636,142‌

Large-Cap

Value

Fund

July

31,

2023

8

Portfolio

of

Investments

(continued)

Portfolio

of

Investments

(continued)

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

FINANCIAL

SERVICES—continued

533,438

*

Fiserv,

Inc

$

67,325,210‌

195,225

Goldman

Sachs

Group,

Inc

69,474,721‌

196,671

Intercontinental

Exchange

Group,

Inc

22,577,831‌

TOTAL

FINANCIAL

SERVICES

435,353,376‌

FOOD,

BEVERAGE

&

TOBACCO

-

2

.6

%

611,434

Mondelez

International,

Inc

45,325,603‌

140,606

PepsiCo,

Inc

26,358,001‌

583,020

Philip

Morris

International,

Inc

58,138,754‌

TOTAL

FOOD,

BEVERAGE

&

TOBACCO

129,822,358‌

HEALTH

CARE

EQUIPMENT

&

SERVICES

-

8

.4

%

616,039

Abbott

Laboratories

68,583,622‌

232,301

Cigna

Corp

68,552,025‌

147,236

Elevance

Health,

Inc

69,440,915‌

219,235

HCA

Healthcare,

Inc

59,809,500‌

661,489

Medtronic

plc

58,052,275‌

132,580

UnitedHealth

Group,

Inc

67,134,535‌

144,596

Zimmer

Biomet

Holdings,

Inc

19,975,937‌

TOTAL

HEALTH

CARE

EQUIPMENT

&

SERVICES

411,548,809‌

HOUSEHOLD

&

PERSONAL

PRODUCTS

-

1

.6

%

691,426

*,e

Kenvue,

Inc

16,372,968‌

385,705

Procter

&

Gamble

Co

60,285,691‌

TOTAL

HOUSEHOLD

&

PERSONAL

PRODUCTS

76,658,659‌

INSURANCE

-

5

.0

%

1,145,694

American

International

Group,

Inc

69,062,434‌

384,447

Chubb

Ltd

78,584,811‌

287,013

Marsh

&

McLennan

Cos,

Inc

54,078,990‌

683,958

Metlife,

Inc

43,068,835‌

TOTAL

INSURANCE

244,795,070‌

MATERIALS

-

5

.1

%

218,694

Celanese

Corp

(Series

A)

27,422,041‌

533,987

Crown

Holdings,

Inc

49,532,634‌

753,304

DuPont

de

Nemours,

Inc

58,478,989‌

234,470

Linde

plc

91,600,395‌

88,451

Reliance

Steel

&

Aluminum

Co

25,903,760‌

TOTAL

MATERIALS

252,937,819‌

MEDIA

&

ENTERTAINMENT

-

3

.4

%

256,979

*

Alphabet,

Inc

(Class

C)

34,206,475‌

1,732,026

Comcast

Corp

(Class

A)

78,391,497‌

598,651

*

Walt

Disney

Co

53,214,087‌

TOTAL

MEDIA

&

ENTERTAINMENT

165,812,059‌

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES

-

8

.0

%

255,126

AbbVie,

Inc

38,161,747‌

1,045,161

Bristol-Myers

Squibb

Co

64,998,562‌

136,702

Danaher

Corp

34,867,212‌

902,080

Johnson

&

Johnson

151,125,462‌

692,678

Merck

&

Co,

Inc

73,874,109‌

883,628

Pfizer,

Inc

31,863,626‌

TOTAL

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES

394,890,718‌

SEMICONDUCTORS

&

SEMICONDUCTOR

EQUIPMENT

-

5

.5

%

257,676

Analog

Devices,

Inc

51,414,092‌

367,915

Applied

Materials,

Inc

55,772,235‌

37,640

Broadcom,

Inc

33,825,186‌

353,586

Intel

Corp

12,647,771‌

42,611

Lam

Research

Corp

30,615,578‌

544,108

Micron

Technology,

Inc

38,843,870‌

9

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

SEMICONDUCTORS

&

SEMICONDUCTOR

EQUIPMENT—continued

215,688

NXP

Semiconductors

NV

$

48,094,110‌

TOTAL

SEMICONDUCTORS

&

SEMICONDUCTOR

EQUIPMENT

271,212,842‌

SOFTWARE

&

SERVICES

-

3

.4

%

123,243

Accenture

plc

38,987,923‌

151,719

Microsoft

Corp

50,965,447‌

650,323

Oracle

Corp

76,237,365‌

TOTAL

SOFTWARE

&

SERVICES

166,190,735‌

TECHNOLOGY

HARDWARE

&

EQUIPMENT

-

2

.5

%

1,054,113

Cisco

Systems,

Inc

54,856,041‌

483,850

TE

Connectivity

Ltd

69,427,636‌

TOTAL

TECHNOLOGY

HARDWARE

&

EQUIPMENT

124,283,677‌

TELECOMMUNICATION

SERVICES

-

1

.1

%

393,270

*

T-Mobile

US,

Inc

54,180,808‌

TOTAL

TELECOMMUNICATION

SERVICES

54,180,808‌

TRANSPORTATION

-

3

.1

%

726,667

*,†,b

AMR

Corporation

7,267‌

1,119,951

CSX

Corp

37,316,767‌

293,713

Union

Pacific

Corp

68,147,290‌

237,752

United

Parcel

Service,

Inc

(Class

B)

44,490,532‌

TOTAL

TRANSPORTATION

149,961,856‌

UTILITIES

-

3

.4

%

503,075

Ameren

Corp

43,098,435‌

494,784

American

Electric

Power

Co,

Inc

41,927,996‌

705,806

Dominion

Energy,

Inc

37,795,911‌

586,166

NextEra

Energy,

Inc

42,965,968‌

TOTAL

UTILITIES

165,788,310‌

TOTAL

COMMON

STOCKS

4,838,483,096‌

(Cost

$3,175,628,977)

TOTAL

LONG-TERM

INVESTMENTS

4,838,483,096‌

(Cost

$3,175,628,977)

PRINCIPAL

RATE

MATURITY

DATE

SHORT-TERM

INVESTMENTS

-

1.4%

REPURCHASE

AGREEMENT

-

1

.3

%

$

61,450,000

r

Fixed

Income

Clearing

Corp

(FICC)

5

.300

%

08/01/23

61,450,000‌

2,110,000

s

Fixed

Income

Clearing

Corp

(FICC)

5

.280

08/01/23

2,110,000‌

TOTAL

REPURCHASE

AGREEMENT

63,560,000‌

TREASURY

DEBT

-

0

.1

%

6,000,000

United

States

Treasury

Bill

0

.000

08/08/23

5,993,894‌

TOTAL

TREASURY

DEBT

5,993,894‌

TOTAL

SHORT-TERM

INVESTMENTS

69,553,894‌

(Cost

$69,553,991)

SHARES

EXP

INVESTMENTS

PURCHASED

WITH

COLLATERAL

FROM

SECURITIES

LENDING

-

0.3%

17,125,464

c

State

Street

Navigator

Securities

Lending

Government

Money

Market

Portfolio

5

.340

17,125,464‌

TOTAL

INVESTMENTS

PURCHASED

WITH

COLLATERAL

FROM

SECURITIES

LENDING

17,125,464‌

(Cost

$17,125,464)

Large-Cap

Value

Fund

July

31,

2023

10

Portfolio

of

Investments

(continued)

Principal

denominated

in

U.S.

Dollars,

unless

otherwise

noted. 

SHARES

DESCRIPTION

RATE

EXP

VALUE

TOTAL

INVESTMENTS

-

100.3%

$

4,925,162,454‌

(Cost

$3,262,308,432)

OTHER

ASSETS

&

LIABILITIES,

NET

-

(0.3)%

(

15,670,180‌

)

NET

ASSETS

-

100.0%

$

4,909,492,274‌

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

$16,209,220.

r

Agreement

with

Fixed

Income

Clearing

Corp

(FICC),

5.300%

dated

7/31/23

to

be

repurchased

at

$61,450,000

on

8/1/23,

collateralized

by

Government

Agency

Securities,

with

coupon

rate

1.500%

and

maturity

date

11/30/28,

valued

at

$62,679,044.

s

Agreement

with

Fixed

Income

Clearing

Corp

(FICC),

5.280%

dated

7/31/23

to

be

repurchased

at

$2,110,000

on

8/1/23,

collateralized

by

Government

Agency

Securities,

with

coupon

rate

1.500%

and

maturity

date

11/30/28,

valued

at

$2,152,263.

Portfolio

of

Investments

Mid-Cap

Growth

Fund

July

31,

2023

11

(Unaudited)

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

LONG-TERM

INVESTMENTS

-

97.2%

COMMON

STOCKS

-

97.1%

CAPITAL

GOODS

-

6

.8

%

67,966

Ametek,

Inc

$

10,779,408‌

190,785

Carrier

Global

Corp

11,361,247‌

249,504

Spirit

Aerosystems

Holdings,

Inc

(Class

A)

7,939,217‌

24,883

TransDigm

Group,

Inc

22,387,733‌

33,254

W.W.

Grainger,

Inc

24,557,746‌

TOTAL

CAPITAL

GOODS

77,025,351‌

COMMERCIAL

&

PROFESSIONAL

SERVICES

-

11

.3

%

945,957

*

ACV

Auctions,

Inc

16,544,788‌

602,543

*

Cimpress

plc

41,876,739‌

422,080

*

Driven

Brands

Holdings,

Inc

10,919,210‌

294,741

Experian

Group

Ltd

11,390,432‌

128,393

Verisk

Analytics,

Inc

29,394,293‌

124,483

Waste

Connections,

Inc

17,573,265‌

TOTAL

COMMERCIAL

&

PROFESSIONAL

SERVICES

127,698,727‌

CONSUMER

DISCRETIONARY

DISTRIBUTION

&

RETAIL

-

3

.9

%

4,228

*

AutoZone,

Inc

10,492,712‌

83,777

*

Burlington

Stores,

Inc

14,880,471‌

88,889

*

Five

Below,

Inc

18,519,134‌

2,734

*

SharkNinja

Hong

Kong

Co

Ltd

115,676‌

TOTAL

CONSUMER

DISCRETIONARY

DISTRIBUTION

&

RETAIL

44,007,993‌

CONSUMER

DURABLES

&

APPAREL

-

3

.2

%

163,883

*

Capri

Holdings

Ltd

6,048,922‌

105,515

*

Garmin

Ltd

11,172,983‌

2,128,800

Prada

S.p.A

15,152,430‌

786,048

*

Traeger,

Inc

3,505,774‌

TOTAL

CONSUMER

DURABLES

&

APPAREL

35,880,109‌

CONSUMER

SERVICES

-

8

.4

%

314,522

*

Carnival

Corp

5,925,594‌

448,843

Entain

PLC

7,994,552‌

441,006

*,e

European

Wax

Center,

Inc

8,542,286‌

139,981

*

Expedia

Group,

Inc

17,151,872‌

68,433

Hyatt

Hotels

Corp

8,646,510‌

135,714

MGM

Resorts

International

6,890,200‌

163,026

e

Restaurant

Brands

International,

Inc

12,481,271‌

2,567,389

*,e

Sabre

Corp

10,526,295‌

135,384

*

Trip.com

Group

Ltd

(ADR)

5,556,159‌

101,645

Wynn

Resorts

Ltd

11,077,272‌

TOTAL

CONSUMER

SERVICES

94,792,011‌

ENERGY

-

4

.0

%

181,298

*

Antero

Resources

Corp

4,849,722‌

125,847

Cheniere

Energy,

Inc

20,369,595‌

129,768

Diamondback

Energy,

Inc

19,117,422‌

27,838

Vitesse

Energy,

Inc

701,239‌

TOTAL

ENERGY

45,037,978‌

EQUITY

REAL

ESTATE

INVESTMENT

TRUSTS

(REITS)

-

1

.5

%

131,699

Simon

Property

Group,

Inc

16,409,695‌

TOTAL

EQUITY

REAL

ESTATE

INVESTMENT

TRUSTS

(REITS)

16,409,695‌

Mid-Cap

Growth

Fund

July

31,

2023

12

Portfolio

of

Investments

(continued)

Portfolio

of

Investments

(continued)

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

FINANCIAL

SERVICES

-

6

.5

%

5,351

*,g

Adyen

NV

$

9,931,534‌

68,785

Ameriprise

Financial,

Inc

23,968,133‌

814,235

*

Grab

Holdings

Ltd.

3,118,520‌

231,901

Jefferies

Financial

Group,

Inc

8,531,638‌

46,230

LPL

Financial

Holdings,

Inc

10,603,313‌

782,271

*

Marqeta,

Inc

4,365,072‌

151,158

Tradeweb

Markets,

Inc

12,363,213‌

TOTAL

FINANCIAL

SERVICES

72,881,423‌

FOOD,

BEVERAGE

&

TOBACCO

-

3

.0

%

45,313

*

Celsius

Holdings,

Inc

6,556,791‌

1,113,337

Davide

Campari-Milano

NV

14,973,135‌

365,710

Fevertree

Drinks

plc

6,298,459‌

82,243

*

Freshpet,

Inc

6,048,150‌

TOTAL

FOOD,

BEVERAGE

&

TOBACCO

33,876,535‌

HEALTH

CARE

EQUIPMENT

&

SERVICES

-

11

.0

%

71,641

*

Align

Technology,

Inc

27,072,417‌

255,698

*

Dexcom,

Inc

31,849,743‌

15,859

*

IDEXX

Laboratories,

Inc

8,797,463‌

25,537

*

Inspire

Medical

Systems,

Inc

7,349,804‌

25,692

*

Insulet

Corp

7,110,261‌

65,597

*

Molina

Healthcare,

Inc

19,973,631‌

105,365

*

Veeva

Systems,

Inc

21,517,640‌

TOTAL

HEALTH

CARE

EQUIPMENT

&

SERVICES

123,670,959‌

INSURANCE

-

1

.4

%

167,114

*

Arch

Capital

Group

Ltd

12,983,087‌

99,105

*

Trupanion,

Inc

3,057,389‌

TOTAL

INSURANCE

16,040,476‌

MATERIALS

-

2

.4

%

178,361

Corteva,

Inc

10,064,911‌

89,674

Crown

Holdings,

Inc

8,318,160‌

62,954

Westlake

Chemical

Corp

8,656,175‌

TOTAL

MATERIALS

27,039,246‌

MEDIA

&

ENTERTAINMENT

-

4

.0

%

335,568

*

Match

Group,

Inc

15,607,268‌

275,325

*

ROBLOX

Corp

10,806,506‌

131,789

*

Trade

Desk,

Inc

12,027,064‌

523,139

*

Warner

Bros

Discovery,

Inc

6,837,427‌

TOTAL

MEDIA

&

ENTERTAINMENT

45,278,265‌

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES

-

6

.7

%

69,635

Agilent

Technologies,

Inc

8,479,454‌

35,654

*

Alnylam

Pharmaceuticals,

Inc

6,966,792‌

46,704

*

Charles

River

Laboratories

International,

Inc

9,786,356‌

376,336

*

Elanco

Animal

Health,

Inc

4,542,376‌

73,871

*

Horizon

Therapeutics

Plc

7,407,045‌

26,109

*

Illumina,

Inc

5,016,844‌

43,844

*

Krystal

Biotech

Inc

5,660,261‌

76,739

*

Sarepta

Therapeutics,

Inc

8,317,740‌

52,884

West

Pharmaceutical

Services,

Inc

19,463,427‌

TOTAL

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES

75,640,295‌

SEMICONDUCTORS

&

SEMICONDUCTOR

EQUIPMENT

-

5

.7

%

128,556

Entegris,

Inc

14,103,879‌

191,189

Marvell

Technology,

Inc

12,452,140‌

48,359

Monolithic

Power

Systems,

Inc

27,056,377‌

45,224

NXP

Semiconductors

NV

10,084,047‌

TOTAL

SEMICONDUCTORS

&

SEMICONDUCTOR

EQUIPMENT

63,696,443‌

13

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

SOFTWARE

&

SERVICES

-

16

.3

%

248,274

Bentley

Systems,

Inc

$

13,377,003‌

33,894

*

Datadog,

Inc

3,956,108‌

182,158

*

DocuSign,

Inc

9,803,743‌

1,969

*

EPAM

Systems,

Inc

466,279‌

149,247

*

Five9,

Inc

13,096,424‌

43,151

*

Gartner,

Inc

15,257,762‌

40,734

*

HubSpot,

Inc

23,648,124‌

36,195

*

MongoDB,

Inc

15,324,963‌

150,000

*

Oddity

Tech

Ltd

7,993,500‌

78,037

*

Okta,

Inc

5,997,924‌

65,104

*

Palo

Alto

Networks,

Inc

16,273,396‌

88,862

*

Paylocity

Holding

Corp

20,158,345‌

398,125

*

SentinelOne,

Inc

6,636,744‌

49,330

*

Synopsys,

Inc

22,287,294‌

202,342

*

Unity

Software,

Inc

9,275,357‌

TOTAL

SOFTWARE

&

SERVICES

183,552,966‌

TELECOMMUNICATION

SERVICES

-

0

.0

%

153,712

*,†

GCI

Liberty,

Inc

0‌

TOTAL

TELECOMMUNICATION

SERVICES

0‌

TRANSPORTATION

-

1

.0

%

709,037

*

Grab

Holdings

Ltd

2,715,612‌

520,665

*

Hertz

Global

Holdings,

Inc

8,773,205‌

TOTAL

TRANSPORTATION

11,488,817‌

TOTAL

COMMON

STOCKS

1,094,017,289‌

(Cost

$914,653,029)

EXPIRATION

DATE

RIGHTS/WARRANTS

-

0.1%

TRANSPORTATION

-

0

.1

%

169,870

Hertz

Global

Holdings,

Inc

06/30/51

1,566,202‌

TOTAL

TRANSPORTATION

1,566,202‌

TOTAL

RIGHTS/WARRANTS

1,566,202‌

(Cost

$2,029,947)

TOTAL

LONG-TERM

INVESTMENTS

1,095,583,491‌

(Cost

$916,682,976)

PRINCIPAL

DESCRIPTION

REFERENCERATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

SHORT-TERM

INVESTMENTS

-

2.8%

REPURCHASE

AGREEMENT

-

2

.5

%

$

25,950,000

r

Fixed

Income

Clearing

Corp

(FICC)

5

.300

%

08/01/23

25,950,000‌

2,113,000

s

Fixed

Income

Clearing

Corp

(FICC)

5

.280

08/01/23

2,113,000‌

TOTAL

REPURCHASE

AGREEMENT

28,063,000‌

TREASURY

DEBT

-

0

.3

%

3,000,000

United

States

Treasury

Bill

0

.000

08/08/23

2,996,947‌

TOTAL

TREASURY

DEBT

2,996,947‌

TOTAL

SHORT-TERM

INVESTMENTS

31,059,947‌

(Cost

$31,059,996)

Mid-Cap

Growth

Fund

July

31,

2023

14

Portfolio

of

Investments

(continued)

Principal

denominated

in

U.S.

Dollars,

unless

otherwise

noted. 

SHARES

DESCRIPTION

RATE

EXP

VALUE

INVESTMENTS

PURCHASED

WITH

COLLATERAL

FROM

SECURITIES

LENDING

-

0.1%

1,041,962

c

State

Street

Navigator

Securities

Lending

Government

Money

Market

Portfolio

5

.340

%

$

1,041,962‌

TOTAL

INVESTMENTS

PURCHASED

WITH

COLLATERAL

FROM

SECURITIES

LENDING

1,041,962‌

(Cost

$1,041,962)

TOTAL

INVESTMENTS

-

100.1%

1,127,685,400‌

(Cost

$948,784,934)

OTHER

ASSETS

&

LIABILITIES,

NET

-

(0.1)%

(

1,421,928‌

)

NET

ASSETS

-

100.0%

$

1,126,263,472‌

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

$11,457,980.

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),

5.300%

dated

7/31/23

to

be

repurchased

at

$25,950,000

on

8/1/23,

collateralized

by

Government

Agency

Securities,

with

coupon

rate

1.500%

and

maturity

date

11/30/28,

valued

at

$26,469,057.

s

Agreement

with

Fixed

Income

Clearing

Corp

(FICC),

5.280%

dated

7/31/23

to

be

repurchased

at

$2,113,000

on

8/1/23,

collateralized

by

Government

Agency

Securities,

with

coupon

rate

1.500%

and

maturity

date

11/30/28,

valued

at

$2,155,326.

Portfolio

of

Investments

Mid-Cap

Value

Fund

July

31,

2023

15

(Unaudited)

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

LONG-TERM

INVESTMENTS

-

99.4%

COMMON

STOCKS

-

99.4%

BANKS

-

2

.6

%

339,563

East

West

Bancorp,

Inc

$

21,124,214‌

1,710,071

New

York

Community

Bancorp,

Inc

23,718,685‌

TOTAL

BANKS

44,842,899‌

CAPITAL

GOODS

-

23

.0

%

78,179

3M

Co

8,716,958‌

198,124

Ametek,

Inc

31,422,466‌

567,771

Carrier

Global

Corp

33,810,763‌

157,513

Crane

Co

14,757,393‌

157,513

Crane

Holdings

Co

9,316,894‌

112,869

Curtiss-Wright

Corp

21,598,612‌

46,015

Dover

Corp

6,716,809‌

89,079

Eaton

Corp

18,289,700‌

128,904

*

Generac

Holdings,

Inc

19,812,545‌

515,457

Howmet

Aerospace,

Inc

26,360,471‌

199,241

ITT,

Inc

19,844,404‌

381,651

Johnson

Controls

International

plc

26,543,827‌

481,495

nVent

Electric

plc

25,461,456‌

85,490

Parker-Hannifin

Corp

35,051,755‌

127,120

Regal-Beloit

Corp

19,853,602‌

50,115

United

Rentals,

Inc

23,287,438‌

160,186

WESCO

International,

Inc

28,123,856‌

285,738

Westinghouse

Air

Brake

Technologies

Corp

33,842,809‌

TOTAL

CAPITAL

GOODS

402,811,758‌

COMMERCIAL

&

PROFESSIONAL

SERVICES

-

0

.9

%

106,585

Republic

Services,

Inc

16,106,059‌

TOTAL

COMMERCIAL

&

PROFESSIONAL

SERVICES

16,106,059‌

CONSUMER

DURABLES

&

APPAREL

-

2

.6

%

561,965

*

Capri

Holdings

Ltd

20,742,128‌

2,145,922

Newell

Brands

Inc

23,948,490‌

TOTAL

CONSUMER

DURABLES

&

APPAREL

44,690,618‌

CONSUMER

SERVICES

-

6

.8

%

65,967

Domino's

Pizza,

Inc

26,171,747‌

253,959

*

Expedia

Group,

Inc

31,117,596‌

691,767

MGM

Resorts

International

35,121,011‌

345,854

Wyndham

Hotels

&

Resorts,

Inc

26,948,944‌

TOTAL

CONSUMER

SERVICES

119,359,298‌

CONSUMER

STAPLES

DISTRIBUTION

&

RETAIL

-

1

.0

%

304,115

*

Performance

Food

Group

Co

18,173,912‌

TOTAL

CONSUMER

STAPLES

DISTRIBUTION

&

RETAIL

18,173,912‌

ENERGY

-

5

.7

%

168,144

Diamondback

Energy,

Inc

24,770,974‌

2,647,192

Permian

Resources

Corp

30,945,675‌

130,572

Pioneer

Natural

Resources

Co

29,466,183‌

117,495

Valero

Energy

Corp

15,146,280‌

TOTAL

ENERGY

100,329,112‌

EQUITY

REAL

ESTATE

INVESTMENT

TRUSTS

(REITS)

-

7

.8

%

365,387

Apartment

Income

REIT

Corp

12,620,467‌

118,327

EastGroup

Properties,

Inc

20,965,178‌

Mid-Cap

Value

Fund

July

31,

2023

16

Portfolio

of

Investments

(continued)

Portfolio

of

Investments

(continued)

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

EQUITY

REAL

ESTATE

INVESTMENT

TRUSTS

(REITS)—continued

101,494

Extra

Space

Storage,

Inc

$

14,165,518‌

621,235

Kimco

Realty

Corp

12,586,221‌

1,906,895

Medical

Properties

Trust,

Inc

19,240,570‌

343,807

Rexford

Industrial

Realty,

Inc

18,940,328‌

133,681

Sun

Communities,

Inc

17,418,634‌

678,833

VICI

Properties,

Inc

21,369,663‌

TOTAL

EQUITY

REAL

ESTATE

INVESTMENT

TRUSTS

(REITS)

137,306,579‌

FINANCIAL

SERVICES

-

10

.0

%

82,896

Ameriprise

Financial,

Inc

28,885,111‌

734,907

Equitable

Holdings,

Inc

21,084,482‌

508,808

Fidelity

National

Information

Services,

Inc

30,721,827‌

245,570

*

Fiserv,

Inc

30,993,390‌

96,145

*

FleetCor

Technologies,

Inc

23,931,452‌

97,801

LPL

Financial

Holdings,

Inc

22,431,637‌

376,031

OneMain

Holdings,

Inc

17,101,890‌

TOTAL

FINANCIAL

SERVICES

175,149,789‌

FOOD,

BEVERAGE

&

TOBACCO

-

1

.4

%

668,845

Kraft

Heinz

Co

24,198,812‌

TOTAL

FOOD,

BEVERAGE

&

TOBACCO

24,198,812‌

HEALTH

CARE

EQUIPMENT

&

SERVICES

-

3

.1

%

392,214

*

Centene

Corp

26,705,851‌

59,132

Humana,

Inc

27,013,272‌

TOTAL

HEALTH

CARE

EQUIPMENT

&

SERVICES

53,719,123‌

HOUSEHOLD

&

PERSONAL

PRODUCTS

-

1

.5

%

326,533

Spectrum

Brands

Holdings,

Inc

25,603,453‌

TOTAL

HOUSEHOLD

&

PERSONAL

PRODUCTS

25,603,453‌

INSURANCE

-

7

.1

%

439,556

American

International

Group,

Inc

26,496,436‌

73,095

Everest

Re

Group

Ltd

26,351,478‌

303,233

Metlife,

Inc

19,094,582‌

523,319

Unum

Group

25,438,536‌

123,317

Willis

Towers

Watson

plc

26,060,582‌

TOTAL

INSURANCE

123,441,614‌

MATERIALS

-

4

.9

%

561,533

Corteva,

Inc

31,687,307‌

361,598

DuPont

de

Nemours,

Inc

28,070,853‌

729,496

Graphic

Packaging

Holding

Co

17,653,803‌

197,181

Sealed

Air

Corp

8,995,397‌

TOTAL

MATERIALS

86,407,360‌

MEDIA

&

ENTERTAINMENT

-

1

.1

%

398,903

*

Match

Group,

Inc

18,552,979‌

TOTAL

MEDIA

&

ENTERTAINMENT

18,552,979‌

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES

-

4

.4

%

85,195

*

Biogen,

Inc

23,018,837‌

1,265,299

*

Exelixis,

Inc

24,939,043‌

118,890

*

United

Therapeutics

Corp

28,856,981‌

TOTAL

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES

76,814,861‌

SEMICONDUCTORS

&

SEMICONDUCTOR

EQUIPMENT

-

2

.3

%

202,822

Marvell

Technology,

Inc

13,209,797‌

96,227

Microchip

Technology,

Inc

9,039,564‌

335,676

e

STMicroelectronics

NV

18,019,088‌

TOTAL

SEMICONDUCTORS

&

SEMICONDUCTOR

EQUIPMENT

40,268,449‌

17

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

SOFTWARE

&

SERVICES

-

3

.6

%

546,944

*

DXC

Technology

Co

$

15,123,002‌

1,488,135

Gen

Digital,

Inc

28,944,226‌

39,551

Roper

Technologies,

Inc

19,500,620‌

TOTAL

SOFTWARE

&

SERVICES

63,567,848‌

TECHNOLOGY

HARDWARE

&

EQUIPMENT

-

2

.4

%

2,436,527

Hewlett

Packard

Enterprise

Co

42,346,839‌

TOTAL

TECHNOLOGY

HARDWARE

&

EQUIPMENT

42,346,839‌

TRANSPORTATION

-

2

.0

%

328,721

Delta

Air

Lines,

Inc

15,206,633‌

565,898

Southwest

Airlines

Co

19,331,076‌

TOTAL

TRANSPORTATION

34,537,709‌

UTILITIES

-

5

.2

%

358,477

Alliant

Energy

Corp

19,264,554‌

188,873

American

Electric

Power

Co,

Inc

16,005,098‌

513,581

e

Brookfield

Renewable

Corp

16,008,320‌

279,347

Dominion

Energy,

Inc

14,959,032‌

624,083

FirstEnergy

Corp

24,582,629‌

TOTAL

UTILITIES

90,819,633‌

TOTAL

COMMON

STOCKS

1,739,048,704‌

(Cost

$1,515,106,270)

TOTAL

LONG-TERM

INVESTMENTS

1,739,048,704‌

(Cost

$1,515,106,270)

PRINCIPAL

RATE

MATURITY

DATE

SHORT-TERM

INVESTMENTS

-

0.1%

REPURCHASE

AGREEMENT

-

0

.1

%

$

2,645,000

r

Fixed

Income

Clearing

Corp

(FICC)

5

.300

%

08/01/23

2,645,000‌

TOTAL

REPURCHASE

AGREEMENT

2,645,000‌

TOTAL

SHORT-TERM

INVESTMENTS

2,645,000‌

(Cost

$2,645,000)

SHARES

EXP

INVESTMENTS

PURCHASED

WITH

COLLATERAL

FROM

SECURITIES

LENDING

-

1.1%

18,495,103

c

State

Street

Navigator

Securities

Lending

Government

Money

Market

Portfolio

5

.340

18,495,103‌

TOTAL

INVESTMENTS

PURCHASED

WITH

COLLATERAL

FROM

SECURITIES

LENDING

18,495,103‌

(Cost

$18,495,103)

TOTAL

INVESTMENTS

-

100.6%

1,760,188,807‌

(Cost

$1,536,246,373)

OTHER

ASSETS

&

LIABILITIES,

NET

-

(0.6)%

(

10,828,778‌

)

NET

ASSETS

-

100.0%

$

1,749,360,029‌

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

$17,986,190.

r

Agreement

with

Fixed

Income

Clearing

Corp

(FICC),

5.300%

dated

7/31/23

to

be

repurchased

at

$2,645,000

on

8/1/23,

collateralized

by

Government

Agency

Securities,

with

coupon

rate

1.500%

and

maturity

date

11/30/28,

valued

at

$2,697,986.

Quant

Small-Cap

Equity

Fund

July

31,

2023

Portfolio

of

Investments

18

(Unaudited)

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

LONG-TERM

INVESTMENTS

-

99.6%

COMMON

STOCKS

-

99.6%

AUTOMOBILES

&

COMPONENTS

-

1

.6

%

276,100

Dana

Inc

$

5,240,378‌

124,790

*

Fox

Factory

Holding

Corp

13,964,001‌

105,960

*

Gentherm,

Inc

6,333,229‌

639,729

*

Goodyear

Tire

&

Rubber

Co

10,286,843‌

243,100

*

Modine

Manufacturing

Co

9,130,836‌

TOTAL

AUTOMOBILES

&

COMPONENTS

44,955,287‌

BANKS

-

8

.1

%

183,010

Ameris

Bancorp

7,988,386‌

217,370

*

Axos

Financial,

Inc

10,216,390‌

271,931

Bank

of

NT

Butterfield

&

Son

Ltd

8,737,143‌

149,634

Banner

Corp

7,124,075‌

373,720

Brookline

Bancorp,

Inc

3,991,329‌

264,820

Cadence

BanCorp

6,633,741‌

219,650

Cathay

General

Bancorp

8,355,486‌

150,600

Central

Pacific

Financial

Corp

2,746,944‌

233,230

Columbia

Banking

System,

Inc

5,212,690‌

201,743

ConnectOne

Bancorp,

Inc

4,129,679‌

280,390

*,e

Customers

Bancorp,

Inc

11,770,772‌

434,710

CVB

Financial

Corp

8,202,978‌

161,440

Eagle

Bancorp,

Inc

4,471,888‌

146,130

Enterprise

Financial

Services

Corp

5,991,330‌

160,010

First

Busey

Corp

3,465,817‌

118,970

First

Financial

Bancorp

2,747,017‌

90,270

First

Financial

Corp

3,449,217‌

189,910

First

Merchants

Corp

6,099,909‌

246,000

Hancock

Whitney

Corp

10,826,460‌

151,450

Heartland

Financial

USA,

Inc

5,200,793‌

320,260

Heritage

Commerce

Corp

3,074,496‌

227,300

e

Horizon

Bancorp

2,816,247‌

79,079

Independent

Bank

Corp

1,633,772‌

214,810

Lakeland

Bancorp,

Inc

3,245,779‌

73,310

*,e

Metropolitan

Bank

Holding

Corp

3,320,210‌

149,420

National

Bank

Holdings

Corp

5,134,071‌

256,900

OceanFirst

Financial

Corp

4,786,047‌

417,910

OFG

Bancorp

13,995,806‌

202,420

Old

National

Bancorp

3,447,213‌

302,020

Pacific

Premier

Bancorp,

Inc

7,713,591‌

53,650

Peapack

Gladstone

Financial

Corp

1,568,189‌

60,595

QCR

Holdings,

Inc

3,104,282‌

211,790

Renasant

Corp

6,552,783‌

217,620

Towne

Bank

5,501,434‌

85,200

UMB

Financial

Corp

6,049,200‌

315,302

United

Community

Banks,

Inc

9,165,829‌

160,570

Washington

Federal,

Inc

4,984,093‌

170,970

WesBanco,

Inc

4,788,870‌

155,210

Westamerica

Bancorporation

7,634,780‌

TOTAL

BANKS

225,878,736‌

CAPITAL

GOODS

-

12

.4

%

40,390

Albany

International

Corp

(Class

A)

3,888,749‌

543,510

*

API

Group

Corp

15,631,348‌

98,150

Applied

Industrial

Technologies,

Inc

14,230,768‌

57,950

Arcosa,

Inc

4,472,581‌

149,863

*

Atkore

International

Group,

Inc

23,778,762‌

19

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

CAPITAL

GOODS—continued

173,620

Barnes

Group,

Inc

$

6,823,266‌

158,980

Comfort

Systems

USA,

Inc

27,657,751‌

53,189

CSW

Industrials,

Inc

9,603,274‌

15,140

EMCOR

Group,

Inc

3,255,706‌

160,260

Enerpac

Tool

Group

Corp

4,403,945‌

92,540

EnerSys

10,023,933‌

76,475

EnPro

Industries,

Inc

10,613,200‌

42,210

ESCO

Technologies,

Inc

4,244,215‌

172,010

Federal

Signal

Corp

10,508,091‌

332,710

*

Fluor

Corp

10,307,356‌

20,330

Franklin

Electric

Co,

Inc

2,009,011‌

236,870

FTAI

Aviation

Ltd

7,629,583‌

81,580

*

GMS,

Inc

6,011,630‌

175,860

H&E

Equipment

Services,

Inc

8,543,279‌

528,000

*

Janus

International

Group,

Inc

6,029,760‌

70,890

John

Bean

Technologies

Corp

8,762,713‌

88,340

McGrath

RentCorp

8,514,209‌

559,211

*

MRC

Global,

Inc

6,313,492‌

106,840

Mueller

Industries,

Inc

8,660,450‌

635,750

*

NOW,

Inc

7,241,192‌

188,490

*

Parsons

Corp

9,315,176‌

280,620

*

PGT

Innovations,

Inc

8,028,538‌

160,810

Rush

Enterprises,

Inc

(Class

A)

10,401,191‌

397,930

*

Shoals

Technologies

Group,

Inc

10,330,263‌

133,100

Shyft

Group,

Inc

1,920,633‌

75,210

Simpson

Manufacturing

Co,

Inc

11,883,180‌

123,790

*

SPX

Technologies,

Inc

10,473,872‌

32,470

Standex

International

Corp

4,824,068‌

129,050

*

Titan

Machinery,

Inc

4,119,276‌

529,670

*

Triumph

Group,

Inc

6,700,325‌

135,910

UFP

Industries,

Inc

13,966,112‌

269,410

Wabash

National

Corp

6,379,629‌

57,810

Watts

Water

Technologies,

Inc

(Class

A)

10,783,299‌

59,100

*

WillScot

Mobile

Mini

Holdings

Corp

2,833,845‌

236,874

Zurn

Water

Solutions

Corp

7,210,445‌

TOTAL

CAPITAL

GOODS

348,328,116‌

COMMERCIAL

&

PROFESSIONAL

SERVICES

-

3

.3

%

196,460

*

CBIZ,

Inc

10,390,769‌

90,690

*

ExlService

Holdings,

Inc

12,782,755‌

132,322

Exponent,

Inc

11,853,405‌

139,570

*

First

Advantage

Corp

2,093,550‌

79,770

*

Franklin

Covey

Co

3,801,040‌

501,770

Healthcare

Services

Group

6,327,320‌

66,910

Heidrick

&

Struggles

International,

Inc

1,824,636‌

96,060

*

Huron

Consulting

Group,

Inc

9,084,394‌

69,953

ICF

International,

Inc

8,225,773‌

99,890

KBR,

Inc

6,142,236‌

163,550

*

Montrose

Environmental

Group,

Inc

6,618,869‌

53,030

*

NV5

Global

Inc

5,809,437‌

80,920

*

TriNet

Group,

Inc

8,515,212‌

TOTAL

COMMERCIAL

&

PROFESSIONAL

SERVICES

93,469,396‌

CONSUMER

DISCRETIONARY

DISTRIBUTION

&

RETAIL

-

2

.4

%

244,130

*

Abercrombie

&

Fitch

Co

(Class

A)

9,669,989‌

191,180

Build-A-Bear

Workshop,

Inc

4,693,469‌

135,760

e

Camping

World

Holdings,

Inc

4,348,393‌

631,000

*

CarParts.com,

Inc

3,167,620‌

262,810

*

National

Vision

Holdings,

Inc

5,684,580‌

176,340

*

Overstock.com,

Inc

6,431,120‌

227,780

Rent-A-Center,

Inc

7,888,022‌

86,260

e

Signet

Jewelers

Ltd

6,943,068‌

105,870

*

Sleep

Number

Corp

2,931,540‌

Quant

Small-Cap

Equity

Fund

July

31,

2023

20

Portfolio

of

Investments

(continued)

Portfolio

of

Investments

(continued)

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

CONSUMER

DISCRETIONARY

DISTRIBUTION

&

RETAIL—continued

278,200

*

Urban

Outfitters,

Inc

$

10,118,134‌

440,110

*

Warby

Parker,

Inc

6,575,243‌

TOTAL

CONSUMER

DISCRETIONARY

DISTRIBUTION

&

RETAIL

68,451,178‌

CONSUMER

DURABLES

&

APPAREL

-

1

.5

%

294,260

*

Callaway

Golf

Co

5,876,372‌

67,530

*

Crocs,

Inc

7,316,875‌

44,310

Installed

Building

Products,

Inc

6,558,766‌

68,820

*

M/I

Homes,

Inc

6,882,000‌

82,322

*

Skyline

Champion

Corp

5,734,551‌

197,040

*

Taylor

Morrison

Home

Corp

9,540,677‌

TOTAL

CONSUMER

DURABLES

&

APPAREL

41,909,241‌

CONSUMER

SERVICES

-

3

.7

%

11,550

*

Biglari

Holdings,

Inc

(B

Shares)

2,346,498‌

44,600

Carriage

Services,

Inc

1,443,702‌

310,320

*

Coursera,

Inc

4,868,921‌

155,310

*

Dave

&

Buster's

Entertainment,

Inc

7,113,198‌

231,480

*

Denny's

Corp

2,722,205‌

77,260

*

Duolingo,

Inc

11,989,979‌

467,280

*

Everi

Holdings,

Inc

6,934,435‌

210,580

*

frontdoor,

Inc

7,353,453‌

404,700

International

Game

Technology

plc

13,691,001‌

229,790

e

Krispy

Kreme,

Inc

3,538,766‌

673,610

Laureate

Education,

Inc

8,635,680‌

29,390

Monarch

Casino

&

Resort,

Inc

2,037,315‌

161,020

*

OneSpaWorld

Holdings

Ltd

2,068,302‌

297,200

*

Portillo's,

Inc

6,850,460‌

168,270

*

Stride,

Inc

6,429,597‌

320,240

*,e

Target

Hospitality

Corp

4,089,465‌

72,360

Texas

Roadhouse,

Inc

(Class

A)

8,071,758‌

98,200

*

Xponential

Fitness,

Inc

2,073,984‌

TOTAL

CONSUMER

SERVICES

102,258,719‌

CONSUMER

STAPLES

DISTRIBUTION

&

RETAIL

-

0

.4

%

107,348

Andersons,

Inc

5,240,729‌

195,460

*

Chefs'

Warehouse

Holdings,

Inc

7,103,017‌

TOTAL

CONSUMER

STAPLES

DISTRIBUTION

&

RETAIL

12,343,746‌

ENERGY

-

7

.4

%

154,040

Ardmore

Shipping

Corp

2,168,883‌

20,390

Bonanza

Creek

Energy,

Inc

1,526,395‌

325,330

California

Resources

Corp

17,356,355‌

323,710

ChampionX

Corp

11,524,076‌

95,930

Chesapeake

Energy

Corp

8,090,736‌

215,500

CVR

Energy,

Inc

7,917,470‌

324,940

Delek

US

Holdings,

Inc

8,965,095‌

86,790

*

Denbury,

Inc

7,629,709‌

413,330

*

Diamond

Offshore

Drilling,

Inc

6,543,014‌

407,810

Golar

LNG

Ltd

9,836,377‌

60,830

Helmerich

&

Payne,

Inc

2,723,359‌

603,670

Liberty

Oilfield

Services,

Inc

9,942,445‌

469,950

Murphy

Oil

Corp

20,334,736‌

1,465,040

Nordic

American

Tankers

Ltd

6,431,526‌

29,670

Oasis

Petroleum,

Inc

4,653,443‌

306,060

*

Oceaneering

International,

Inc

6,871,047‌

413,729

*

Par

Pacific

Holdings,

Inc

13,024,189‌

253,766

PBF

Energy,

Inc

12,038,659‌

718,600

RPC,

Inc

5,978,752‌

102,870

*

Seadrill

Ltd

5,031,372‌

331,090

Select

Energy

Services,

Inc

2,784,467‌

92,620

SM

Energy

Co

3,361,180‌

115,630

Teekay

Tankers

Ltd

5,042,624‌

21

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

ENERGY—continued

241,820

Vitesse

Energy,

Inc

$

6,091,446‌

250,470

*

Weatherford

International

Ltd

20,814,057‌

TOTAL

ENERGY

206,681,412‌

EQUITY

REAL

ESTATE

INVESTMENT

TRUSTS

(REITS)

-

6

.1

%

306,940

American

Assets

Trust,

Inc

6,906,150‌

619,110

Apple

Hospitality

REIT,

Inc

9,596,205‌

557,890

Broadstone

Net

Lease,

Inc

9,093,607‌

820,430

DiamondRock

Hospitality

Co

6,973,655‌

846,540

Diversified

Healthcare

Trust

1,769,268‌

13,490

EastGroup

Properties,

Inc

2,390,158‌

803,440

Empire

State

Realty

Trust,

Inc

7,190,788‌

424,000

Essential

Properties

Realty

Trust,

Inc

10,409,200‌

279,150

Four

Corners

Property

Trust,

Inc

7,341,645‌

634,880

Independence

Realty

Trust,

Inc

10,818,355‌

78,700

InvenTrust

Properties

Corp

1,915,558‌

464,370

Kite

Realty

Group

Trust

10,624,786‌

449,180

Lexington

Realty

Trust

4,523,243‌

753,270

Macerich

Co

9,604,192‌

351,910

d

Phillips

Edison

&

Co,

Inc

12,425,942‌

642,930

Piedmont

Office

Realty

Trust,

Inc

4,783,399‌

99,580

PotlatchDeltic

Corp

5,340,475‌

694,270

RLJ

Lodging

Trust

7,150,981‌

142,700

Ryman

Hospitality

Properties

13,597,883‌

663,690

Summit

Hotel

Properties,

Inc

4,274,164‌

774,330

Sunstone

Hotel

Investors,

Inc

7,890,423‌

483,460

Tanger

Factory

Outlet

Centers,

Inc

11,317,799‌

405,320

Xenia

Hotels

&

Resorts,

Inc

5,147,564‌

TOTAL

EQUITY

REAL

ESTATE

INVESTMENT

TRUSTS

(REITS)

171,085,440‌

FINANCIAL

SERVICES

-

6

.1

%

135,470

A-Mark

Precious

Metals,

Inc

5,525,821‌

368,370

Apollo

Commercial

Real

Estate

Finance,

Inc

4,346,766‌

256,690

Artisan

Partners

Asset

Management,

Inc

10,650,068‌

479,710

*

AvidXchange

Holdings,

Inc

5,953,201‌

1,891,740

BGC

Group,

Inc

9,004,682‌

173,080

Enact

Holdings,

Inc

4,707,776‌

191,783

*

Enova

International,

Inc

10,565,325‌

281,610

Essent

Group

Ltd

13,967,856‌

237,390

*

Flywire

Corp

8,104,495‌

346,560

*

Green

Dot

Corp

6,775,248‌

526,330

*

LendingClub

Corp

4,415,909‌

634,870

MFA

Financial,

Inc

7,148,636‌

279,840

Navient

Corp

5,328,154‌

383,305

*

NMI

Holdings,

Inc

10,238,077‌

355,350

*

Open

Lending

Corp

4,011,901‌

1,470,550

*

Payoneer

Global,

Inc

7,823,326‌

37,040

Piper

Jaffray

Cos

5,421,174‌

368,260

Radian

Group,

Inc

9,917,242‌

208,700

*

Remitly

Global,

Inc

4,023,736‌

677,290

*

Repay

Holdings

Corp

5,655,372‌

930,370

*

StoneCo

Ltd

13,481,061‌

187,100

Victory

Capital

Holdings,

Inc

6,204,236‌

39,760

Virtus

Investment

Partners,

Inc

8,179,825‌

TOTAL

FINANCIAL

SERVICES

171,449,887‌

FOOD,

BEVERAGE

&

TOBACCO

-

1

.6

%

89,442

Calavo

Growers,

Inc

3,374,647‌

16,270

Coca-Cola

Consolidated

Inc

10,305,581‌

433,866

*

Hostess

Brands,

Inc

10,430,138‌

27,720

Lancaster

Colony

Corp

5,339,703‌

42,300

*

National

Beverage

Corp

2,235,555‌

608,840

Primo

Water

Corp

8,627,263‌

Quant

Small-Cap

Equity

Fund

July

31,

2023

22

Portfolio

of

Investments

(continued)

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

FOOD,

BEVERAGE

&

TOBACCO—continued

279,830

*

Sovos

Brands,

Inc

$

4,980,974‌

TOTAL

FOOD,

BEVERAGE

&

TOBACCO

45,293,861‌

HEALTH

CARE

EQUIPMENT

&

SERVICES

-

6

.3

%

266,970

*

Accolade,

Inc

4,009,889‌

541,530

*

Alphatec

Holdings

Inc

9,568,835‌

251,620

*

Angiodynamics,

Inc

2,186,578‌

167,290

*

AtriCure,

Inc

9,259,502‌

96,520

*

Castle

Biosciences,

Inc

1,626,362‌

151,890

*

Fulgent

Genetics,

Inc

5,897,889‌

137,470

*

Guardant

Health,

Inc

5,364,079‌

125,370

*

Health

Catalyst,

Inc

1,758,941‌

126,424

HealthStream,

Inc

2,842,012‌

696,370

*

Hims

&

Hers

Health,

Inc

6,246,439‌

144,290

*

Inari

Medical,

Inc

8,234,630‌

85,600

*

Integer

Holding

Corp

7,916,288‌

193,857

*

Lantheus

Holdings,

Inc

16,766,692‌

106,430

*

LivaNova

plc

6,220,834‌

142,310

*

Merit

Medical

Systems,

Inc

10,626,288‌

32,130

*

ModivCare,

Inc

1,405,366‌

319,190

*,e

Nano-X

Imaging

Ltd

3,957,956‌

137,220

*

Neogen

Corp

3,182,132‌

350,130

*

NextGen

Healthcare,

Inc

5,822,662‌

448,880

*

Option

Care

Health,

Inc

15,163,166‌

394,260

*

Owens

&

Minor,

Inc

7,585,562‌

272,500

Patterson

Cos,

Inc

8,962,525‌

270,640

*

Progyny,

Inc

11,301,926‌

35,160

*

Shockwave

Medical

Inc

9,162,696‌

228,920

*

Surgery

Partners,

Inc

8,843,180‌

216,210

*

Zimvie,

Inc

2,966,401‌

TOTAL

HEALTH

CARE

EQUIPMENT

&

SERVICES

176,878,830‌

HOUSEHOLD

&

PERSONAL

PRODUCTS

-

1

.4

%

388,280

*

BellRing

Brands,

Inc

13,958,666‌

227,900

*

elf

Beauty,

Inc

26,600,488‌

TOTAL

HOUSEHOLD

&

PERSONAL

PRODUCTS

40,559,154‌

INSURANCE

-

1

.5

%

137,630

American

Equity

Investment

Life

Holding

Co

7,386,602‌

289,160

*

BRP

Group,

Inc

7,202,975‌

97,870

Employers

Holdings,

Inc

3,780,718‌

60,460

F&G

Annuities

&

Life,

Inc

1,584,052‌

121,540

*

Goosehead

Insurance,

Inc

8,127,380‌

44,230

*

Palomar

Holdings,

Inc

2,678,569‌

111,200

Selective

Insurance

Group,

Inc

11,474,728‌

TOTAL

INSURANCE

42,235,024‌

MATERIALS

-

4

.7

%

69,200

AdvanSix,

Inc

2,775,612‌

262,840

*

Aspen

Aerogels,

Inc

2,192,085‌

162,700

Carpenter

Technology

Corp

9,739,222‌

264,270

Commercial

Metals

Co

15,121,529‌

367,990

*

Constellium

SE

7,024,929‌

73,120

Innospec,

Inc

7,834,077‌

45,520

Materion

Corp

5,423,253‌

115,940

Minerals

Technologies,

Inc

7,112,919‌

141,964

Myers

Industries,

Inc

2,783,914‌

645,000

*

O-I

Glass,

Inc

14,809,200‌

93,524

Olympic

Steel,

Inc

5,217,704‌

271,860

Orion

Engineered

Carbons

SA

5,959,171‌

590,540

*

PQ

Group

Holdings,

Inc

7,257,737‌

671,490

*

Rayonier

Advanced

Materials,

Inc

3,176,148‌

224,930

Ryerson

Holding

Corp

9,557,276‌

23

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

MATERIALS—continued

36,185

Schnitzer

Steel

Industries,

Inc

(Class

A)

$

1,310,259‌

28,210

Sensient

Technologies

Corp

1,806,568‌

338,100

*

Summit

Materials,

Inc

12,232,458‌

120,640

Worthington

Industries,

Inc

9,002,157‌

TOTAL

MATERIALS

130,336,218‌

MEDIA

&

ENTERTAINMENT

-

2

.2

%

106,120

*

Atlanta

Braves

Holdings,

Inc

4,321,207‌

223,950

*

Cars.com,

Inc

5,108,300‌

1,545,090

*

Clear

Channel

2,781,162‌

336,230

Entravision

Communications

Corp

(Class

A)

1,607,179‌

725,920

*

Eventbrite

Inc

8,355,339‌

326,980

*

Integral

Ad

Science

Holding

Corp

6,817,533‌

420,770

*

Lions

Gate

Entertainment

Corp

(Class

B)

3,080,036‌

359,680

*

PubMatic,

Inc

7,190,003‌

109,600

Shutterstock,

Inc

5,638,920‌

759,710

*

Vimeo,

Inc

3,130,005‌

309,970

*

WideOpenWest,

Inc

2,554,153‌

250,730

*

Yelp,

Inc

11,295,387‌

TOTAL

MEDIA

&

ENTERTAINMENT

61,879,224‌

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES

-

8

.3

%

1,725,090

*

ADMA

Biologics,

Inc

7,159,123‌

414,930

*

Alkermes

plc

12,149,150‌

204,760

*

Amphastar

Pharmaceuticals,

Inc

12,426,884‌

239,990

*

Amylyx

Pharmaceuticals,

Inc

5,627,765‌

324,990

*

Arcus

Biosciences,

Inc

6,467,301‌

114,020

*

Arvinas,

Inc

2,818,574‌

755,870

*,e

Aurinia

Pharmaceuticals,

Inc

8,752,975‌

492,250

*

BioCryst

Pharmaceuticals,

Inc

3,637,727‌

170,010

*

Biohaven

Ltd

3,379,799‌

245,470

*

Bridgebio

Pharma,

Inc

8,593,905‌

280,750

*

Chinook

Therapeutics,

Inc

10,999,785‌

652,001

*

Codexis,

Inc

2,347,204‌

213,590

*

Day

One

Biopharmaceuticals,

Inc

2,827,932‌

408,730

*

Deciphera

Pharmaceuticals,

Inc

5,526,030‌

332,330

*

Dynavax

Technologies

Corp

4,649,297‌

681,080

*

Editas

Medicine,

Inc

5,979,882‌

454,030

*

Evolus,

Inc

4,549,381‌

103,400

*

Halozyme

Therapeutics,

Inc

4,442,064‌

190,763

*

Harmony

Biosciences

Holdings,

Inc

6,747,287‌

811,970

*

Immunogen,

Inc

14,469,305‌

261,300

*

Immunovant,

Inc

5,965,479‌

355,040

*

Intercept

Pharmaceuticals,

Inc

3,834,432‌

216,784

*

Intra-Cellular

Therapies,

Inc

13,405,923‌

976,260

*

Iovance

Biotherapeutics,

Inc

7,087,648‌

290,790

*

Kura

Oncology,

Inc

3,035,848‌

397,740

*

MacroGenics,

Inc

1,897,220‌

1,036,684

*

Mersana

Therapeutics,

Inc

1,269,938‌

303,700

*

NGM

Biopharmaceuticals

Inc

719,769‌

385,180

*,e

Nkarta,

Inc

882,062‌

339,610

*

Nurix

Therapeutics,

Inc

3,297,613‌

600,710

*

Ocular

Therapeutix,

Inc

2,727,223‌

136,224

Phibro

Animal

Health

Corp

1,972,524‌

330,980

*

Protagonist

Therapeutics,

Inc

6,421,012‌

431,895

*

Recursion

Pharmaceuticals,

Inc

6,098,357‌

77,140

*

Replimune

Group,

Inc

1,625,340‌

192,140

*

Revance

Therapeutics,

Inc

4,540,268‌

1,879,010

*

Rigel

Pharmaceuticals,

Inc

2,593,034‌

305,430

*

Travere

Therapeutics,

Inc

5,250,342‌

189,510

*

Vanda

Pharmaceuticals,

Inc

1,095,368‌

304,110

*

Veracyte,

Inc

8,347,819‌

228,170

*

Vericel

Corp

8,195,866‌

Quant

Small-Cap

Equity

Fund

July

31,

2023

24

Portfolio

of

Investments

(continued)

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES—continued

12,280

*

Vertex

Pharmaceuticals,

Inc

$

4,326,735‌

223,350

*

Viridian

Therapeutics,

Inc

4,190,046‌

TOTAL

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES

232,331,236‌

SEMICONDUCTORS

&

SEMICONDUCTOR

EQUIPMENT

-

3

.5

%

75,620

*

Axcelis

Technologies,

Inc

15,160,298‌

82,750

*

Diodes,

Inc

7,819,047‌

395,460

*,e

indie

Semiconductor,

Inc

3,748,961‌

159,060

Kulicke

&

Soffa

Industries,

Inc

9,524,513‌

29,527

*

Lattice

Semiconductor

Corp

2,685,185‌

29,720

*

MACOM

Technology

Solutions

Holdings,

Inc

2,078,022‌

127,220

*,e

Maxeon

Solar

Technologies

Ltd

3,141,062‌

270,510

*

MaxLinear,

Inc

6,673,482‌

96,600

*

PDF

Solutions,

Inc

4,442,634‌

420,290

*

Photronics,

Inc

11,116,671‌

280,020

*

Rambus,

Inc

17,532,052‌

202,200

*

SMART

Global

Holdings,

Inc

5,378,520‌

284,570

*

Veeco

Instruments,

Inc

8,013,491‌

TOTAL

SEMICONDUCTORS

&

SEMICONDUCTOR

EQUIPMENT

97,313,938‌

SOFTWARE

&

SERVICES

-

6

.3

%

125,870

*

Alkami

Technology,

Inc

2,124,686‌

340,990

*

Asana,

Inc

8,279,237‌

75,730

*

Brightcove,

Inc

340,028‌

98,100

*

Commvault

Systems,

Inc

7,644,933‌

295,120

*

Domo,

Inc

5,273,794‌

340,650

*

EngageSmart,

Inc

6,458,724‌

179,360

*

Everbridge,

Inc

5,531,462‌

270,250

*

Fastly,

Inc

4,964,492‌

573,910

*

Freshworks,

Inc

10,709,161‌

81,160

*

Intapp,

Inc

3,332,430‌

222,340

*

LiveRamp

Holdings,

Inc

6,345,584‌

222,260

*

Model

N,

Inc

7,405,703‌

733,480

*

Olo,

Inc

5,765,153‌

138,920

*

Pagerduty,

Inc

3,600,806‌

266,050

*

PowerSchool

Holdings,

Inc

6,430,429‌

153,475

Progress

Software

Corp

9,217,708‌

258,690

*

Q2

Holdings,

Inc

9,175,734‌

98,840

*

Qualys,

Inc

13,718,992‌

184,734

*

Rapid7,

Inc

8,481,138‌

408,250

*

Sprinklr,

Inc

5,731,830‌

155,100

*

Sprout

Social,

Inc

8,862,414‌

37,860

*

SPS

Commerce,

Inc

6,829,565‌

189,740

*

Squarespace,

Inc

6,287,984‌

376,920

*

Varonis

Systems,

Inc

10,817,604‌

174,170

*

Verint

Systems,

Inc

6,508,733‌

250,390

*

Yext,

Inc

2,433,791‌

312,910

*

Zuora

Inc

3,670,434‌

TOTAL

SOFTWARE

&

SERVICES

175,942,549‌

TECHNOLOGY

HARDWARE

&

EQUIPMENT

-

4

.8

%

165,580

Belden

CDT,

Inc

16,001,651‌

967,000

*

CommScope

Holding

Co,

Inc

4,351,500‌

601,720

*

Extreme

Networks,

Inc

15,999,735‌

83,510

*

Fabrinet

10,325,176‌

45,903

*

OSI

Systems,

Inc

5,473,015‌

350,361

*

Sanmina

Corp

21,533,187‌

94,262

*

Scansource,

Inc

2,836,344‌

108,090

*

Super

Micro

Computer,

Inc

35,698,884‌

477,370

Vishay

Intertechnology,

Inc

13,437,966‌

42,139

*

Vishay

Precision

Group,

Inc

1,576,420‌

25

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

TECHNOLOGY

HARDWARE

&

EQUIPMENT—continued

489,780

Xerox

Holdings

Corp

$

7,826,684‌

TOTAL

TECHNOLOGY

HARDWARE

&

EQUIPMENT

135,060,562‌

TELECOMMUNICATION

SERVICES

-

0

.8

%

288,620

*

Bandwidth

Inc

4,372,593‌

259,330

*

EchoStar

Corp

(Class

A)

5,038,782‌

3,523,860

*,e

Globalstar,

Inc

3,805,769‌

276,720

*

Gogo,

Inc

4,170,171‌

44,480

Iridium

Communications,

Inc

2,337,424‌

190,540

*

Radius

Global

Infrastructure,

Inc

2,840,951‌

TOTAL

TELECOMMUNICATION

SERVICES

22,565,690‌

TRANSPORTATION

-

2

.1

%

24,542

ArcBest

Corp

2,854,725‌

179,530

Costamare,

Inc

2,005,350‌

28,326

Forward

Air

Corp

3,366,262‌

543,240

*

Hawaiian

Holdings,

Inc

6,296,152‌

37,789

*

Hub

Group,

Inc

(Class

A)

3,405,923‌

1,088,530

*

Joby

Aviation,

Inc

9,742,343‌

342,740

*

RXO,

Inc

7,557,417‌

20,370

*

Saia,

Inc

8,619,362‌

233,420

*

Skywest,

Inc

10,268,146‌

258,540

*

Sun

Country

Airlines

Holdings,

Inc

5,574,122‌

TOTAL

TRANSPORTATION

59,689,802‌

UTILITIES

-

3

.1

%

167,770

Allete,

Inc

9,635,031‌

226,980

Avista

Corp

8,770,507‌

173,878

Black

Hills

Corp

10,490,060‌

254,119

e

Brookfield

Infrastructure

Corp

11,872,440‌

150,490

Northwest

Natural

Holding

Co

6,466,555‌

148,180

ONE

Gas,

Inc

11,725,484‌

147,210

Otter

Tail

Corp

11,925,482‌

228,621

Portland

General

Electric

Co

10,898,363‌

73,360

Unitil

Corp

3,817,654‌

TOTAL

UTILITIES

85,601,576‌

TOTAL

COMMON

STOCKS

2,792,498,822‌

(Cost

$2,250,436,701)

TOTAL

LONG-TERM

INVESTMENTS

2,792,498,822‌

(Cost

$2,250,436,701)

PRINCIPAL

RATE

MATURITY

DATE

SHORT-TERM

INVESTMENTS

-

0.4%

REPURCHASE

AGREEMENT

-

0

.4

%

$

8,830,000

r

Fixed

Income

Clearing

Corp

(FICC)

5

.300

%

08/01/23

8,830,000‌

2,110,000

s

Fixed

Income

Clearing

Corp

(FICC)

5

.280

08/01/23

2,110,000‌

TOTAL

REPURCHASE

AGREEMENT

10,940,000‌

TREASURY

DEBT

-

0

.0

%

1,500,000

United

States

Treasury

Bill

0

.000

08/08/23

1,498,474‌

TOTAL

TREASURY

DEBT

1,498,474‌

TOTAL

SHORT-TERM

INVESTMENTS

12,438,474‌

(Cost

$12,438,498)

Quant

Small-Cap

Equity

Fund

July

31,

2023

26

Portfolio

of

Investments

(continued)

Principal

denominated

in

U.S.

Dollars,

unless

otherwise

noted. 

SHARES

DESCRIPTION

RATE

EXP

VALUE

INVESTMENTS

PURCHASED

WITH

COLLATERAL

FROM

SECURITIES

LENDING

-

1.4%

38,172,072

c

State

Street

Navigator

Securities

Lending

Government

Money

Market

Portfolio

5

.340

%

$

38,172,072‌

TOTAL

INVESTMENTS

PURCHASED

WITH

COLLATERAL

FROM

SECURITIES

LENDING

38,172,072‌

(Cost

$38,172,072)

TOTAL

INVESTMENTS

-

101.4%

2,843,109,368‌

(Cost

$2,301,047,271)

OTHER

ASSETS

&

LIABILITIES,

NET

-

(1.4)%

(

40,509,077‌

)

NET

ASSETS

-

100.0%

$

2,802,600,291‌

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

$43,537,834.

r

Agreement

with

Fixed

Income

Clearing

Corp

(FICC),

5.300%

dated

7/31/23

to

be

repurchased

at

$8,830,000

on

8/1/23,

collateralized

by

Government

Agency

Securities,

with

coupon

rate

1.375%

and

maturity

date

10/31/28,

valued

at

$9,006,653.

s

Agreement

with

Fixed

Income

Clearing

Corp

(FICC),

5.280%

dated

7/31/23

to

be

repurchased

at

$2,110,000

on

8/1/23,

collateralized

by

Government

Agency

Securities,

with

coupon

rate

1.375%

and

maturity

date

10/31/28,

valued

at

$2,152,283.

Futures

Contracts

-

Long

Description

Number

of

Contracts

Expiration

Date

Notional

Amount

Value

Unrealized

Appreciation

(Depreciation)

Russell

2000

E

Mini

Index

53‌

09/15/23

 $

5,136,755‌

$

5,336,040‌

$

199,285‌

Portfolio

of

Investments

Quant

Small/Mid-Cap

Equity

Fund

July

31,

2023

27

(Unaudited)

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

LONG-TERM

INVESTMENTS

-

99.8%

COMMON

STOCKS

-

99.8%

AUTOMOBILES

&

COMPONENTS

-

1

.5

%

201,080

Dana

Inc

$

3,816,498‌

90,129

*

Goodyear

Tire

&

Rubber

Co

1,449,274‌

35,830

Lear

Corp

5,545,051‌

73,035

*

Stoneridge,

Inc

1,492,835‌

11,969

Thor

Industries,

Inc

1,382,300‌

27,130

*

Visteon

Corp

4,180,462‌

TOTAL

AUTOMOBILES

&

COMPONENTS

17,866,420‌

BANKS

-

5

.8

%

45,690

Ameris

Bancorp

1,994,369‌

47,862

*

Axos

Financial,

Inc

2,249,514‌

10,370

Bancfirst

Corp

1,035,963‌

112,648

Bank

of

NT

Butterfield

&

Son

Ltd

3,619,380‌

113,730

Bank

OZK

4,973,413‌

118,230

BankUnited

3,527,983‌

89,442

Berkshire

Hills

Bancorp,

Inc

2,040,172‌

166,088

Capitol

Federal

Financial

1,101,163‌

77,980

Cathay

General

Bancorp

2,966,359‌

86,254

Central

Pacific

Financial

Corp

1,573,273‌

33,532

Community

Bank

System,

Inc

1,805,028‌

101,240

CVB

Financial

Corp

1,910,399‌

38,400

East

West

Bancorp,

Inc

2,388,864‌

19,297

Enterprise

Financial

Services

Corp

791,177‌

145,578

First

Bancorp

2,161,833‌

113,210

First

Commonwealth

Financial

Corp

1,634,752‌

138,465

First

Financial

Bankshares,

Inc

4,512,574‌

137,778

First

Hawaiian,

Inc

2,850,627‌

103,894

First

Interstate

Bancsystem,

Inc

2,984,875‌

50,194

Glacier

Bancorp,

Inc

1,641,344‌

61,310

International

Bancshares

Corp

3,043,428‌

88,526

National

Bank

Holdings

Corp

3,041,753‌

104,794

OFG

Bancorp

3,509,551‌

203,285

Old

National

Bancorp

3,461,944‌

41,200

Pacific

Premier

Bancorp,

Inc

1,052,248‌

75,774

Prosperity

Bancshares,

Inc

4,798,010‌

43,586

Renasant

Corp

1,348,551‌

34,610

Westamerica

Bancorporation

1,702,466‌

TOTAL

BANKS

69,721,013‌

CAPITAL

GOODS

-

18

.2

%

15,736

Aecom

Technology

Corp

1,369,032‌

25,300

AGCO

Corp

3,367,430‌

11,580

Alamo

Group,

Inc

2,243,741‌

18,640

Allegion

plc

2,178,270‌

92,556

Allison

Transmission

Holdings,

Inc

5,432,112‌

204,636

*

API

Group

Corp

5,885,331‌

38,192

Applied

Industrial

Technologies,

Inc

5,537,458‌

24,200

Armstrong

World

Industries,

Inc

1,872,112‌

64,058

*

Atkore

International

Group,

Inc

10,164,083‌

63,165

Boise

Cascade

Co

6,536,946‌

88,585

*

Builders

FirstSource,

Inc

12,794,331‌

33,587

Comfort

Systems

USA,

Inc

5,843,130‌

84,570

*

Core

&

Main,

Inc

2,673,258‌

13,560

Crane

Co

1,270,436‌

13,760

Crane

Holdings

Co

813,904‌

Quant

Small/Mid-Cap

Equity

Fund

July

31,

2023

28

Portfolio

of

Investments

(continued)

Portfolio

of

Investments

(continued)

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

CAPITAL

GOODS—continued

23,770

Curtiss-Wright

Corp

$

4,548,627‌

75,628

Donaldson

Co,

Inc

4,751,707‌

25,872

*

Dycom

Industries,

Inc

2,576,334‌

25,619

EMCOR

Group,

Inc

5,509,110‌

93,366

Enerpac

Tool

Group

Corp

2,565,698‌

34,660

EnerSys

3,754,371‌

15,203

EnPro

Industries,

Inc

2,109,872‌

48,534

Esab

Corp

3,334,286‌

48,223

Federal

Signal

Corp

2,945,943‌

117,130

Flowserve

Corp

4,422,829‌

137,670

*

Fluor

Corp

4,265,017‌

38,713

*

Gibraltar

Industries,

Inc

2,503,570‌

76,590

Griffon

Corp

3,195,335‌

34,351

Howmet

Aerospace,

Inc

1,756,710‌

63,593

ITT,

Inc

6,333,863‌

221,757

*

Janus

International

Group,

Inc

2,532,465‌

96,393

*

Kratos

Defense

&

Security

Solutions,

Inc

1,454,570‌

9,870

Lennox

International,

Inc

3,626,633‌

249,423

*

MRC

Global,

Inc

2,815,986‌

25,332

Mueller

Industries,

Inc

2,053,412‌

47,800

*

NEXTracker,

Inc

2,024,330‌

4,629

Nordson

Corp

1,164,703‌

223,637

*

NOW,

Inc

2,547,225‌

142,657

nVent

Electric

plc

7,543,702‌

33,250

Oshkosh

Corp

3,061,327‌

64,720

*

Parsons

Corp

3,198,462‌

101,202

Pentair

plc

7,033,539‌

12,237

Quanta

Services,

Inc

2,467,224‌

59,320

Rush

Enterprises,

Inc

(Class

A)

3,836,818‌

12,851

Snap-On,

Inc

3,501,126‌

47,834

*

SPX

Technologies,

Inc

4,047,235‌

51,562

Textron,

Inc

4,009,977‌

55,598

*

Titan

Machinery,

Inc

1,774,688‌

247,982

*

Triumph

Group,

Inc

3,136,972‌

89,700

UFP

Industries,

Inc

9,217,572‌

92,133

*

Univar

Solutions

Inc

3,329,687‌

29,385

*

Vectrus,

Inc

1,512,152‌

25,397

Veritiv

Corp

3,558,882‌

292,150

Vertiv

Holdings

Co

7,598,821‌

146,525

Wabash

National

Corp

3,469,712‌

28,808

WESCO

International,

Inc

5,057,821‌

TOTAL

CAPITAL

GOODS

218,129,887‌

COMMERCIAL

&

PROFESSIONAL

SERVICES

-

3

.0

%

92,100

*

ACV

Auctions,

Inc

1,610,829‌

317,990

*

Alight,

Inc

3,109,942‌

56,656

Booz

Allen

Hamilton

Holding

Co

6,859,908‌

23,301

Brink's

Co

1,700,041‌

19,764

Concentrix

Corp

1,645,155‌

23,567

*

ExlService

Holdings,

Inc

3,321,769‌

35,975

Insperity,

Inc

4,232,459‌

48,950

KBR,

Inc

3,009,936‌

59,528

Kforce,

Inc

3,776,456‌

22,626

Manpower,

Inc

1,784,739‌

30,115

Tetra

Tech,

Inc

5,095,759‌

TOTAL

COMMERCIAL

&

PROFESSIONAL

SERVICES

36,146,993‌

CONSUMER

DISCRETIONARY

DISTRIBUTION

&

RETAIL

-

1

.2

%

20,063

*

Autonation,

Inc

3,229,742‌

340,527

*

CarParts.com,

Inc

1,709,445‌

15,798

Murphy

USA,

Inc

4,850,460‌

82,700

*

Urban

Outfitters,

Inc

3,007,799‌

29

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

CONSUMER

DISCRETIONARY

DISTRIBUTION

&

RETAIL—continued

107,800

*

Warby

Parker,

Inc

$

1,610,532‌

TOTAL

CONSUMER

DISCRETIONARY

DISTRIBUTION

&

RETAIL

14,407,978‌

CONSUMER

DURABLES

&

APPAREL

-

2

.2

%

75,334

*

G-III

Apparel

Group

Ltd

1,560,167‌

22,420

Installed

Building

Products,

Inc

3,318,608‌

50,600

Kontoor

Brands,

Inc

2,143,416‌

23,090

Pulte

Homes,

Inc

1,948,565‌

43,120

*

Skechers

U.S.A.,

Inc

(Class

A)

2,396,610‌

92,970

Steven

Madden

Ltd

3,103,338‌

35,939

Tapestry,

Inc

1,550,768‌

25,018

*

TopBuild

Corp

6,853,181‌

458,296

*

Under

Armour,

Inc

(Class

A)

3,693,866‌

TOTAL

CONSUMER

DURABLES

&

APPAREL

26,568,519‌

CONSUMER

SERVICES

-

4

.0

%

83,860

Bloomin'

Brands,

Inc

2,253,318‌

89,670

*,e

Bowlero

Corp

1,087,697‌

57,609

Boyd

Gaming

Corp

3,935,847‌

226,088

*

Denny's

Corp

2,658,795‌

25,893

*

Duolingo,

Inc

4,018,335‌

183,658

*

Everi

Holdings,

Inc

2,725,485‌

78,220

*

frontdoor,

Inc

2,731,442‌

130,537

H&R

Block,

Inc

4,387,349‌

23,309

*

Hilton

Grand

Vacations,

Inc

1,083,869‌

154,987

International

Game

Technology

plc

5,243,210‌

44,503

Red

Rock

Resorts,

Inc

2,158,396‌

38,348

Texas

Roadhouse,

Inc

(Class

A)

4,277,719‌

176,100

Wendy's

3,784,389‌

41,970

Wyndham

Hotels

&

Resorts,

Inc

3,270,302‌

41,900

Wynn

Resorts

Ltd

4,566,262‌

TOTAL

CONSUMER

SERVICES

48,182,415‌

CONSUMER

STAPLES

DISTRIBUTION

&

RETAIL

-

1

.5

%

60,855

Albertsons

Cos,

Inc

1,322,379‌

29,610

Andersons,

Inc

1,445,560‌

77,038

*

Chefs'

Warehouse

Holdings,

Inc

2,799,561‌

89,306

*

Performance

Food

Group

Co

5,336,926‌

82,707

*

United

Natural

Foods,

Inc

1,720,306‌

136,931

*

US

Foods

Holding

Corp

5,851,062‌

TOTAL

CONSUMER

STAPLES

DISTRIBUTION

&

RETAIL

18,475,794‌

ENERGY

-

5

.7

%

136,400

Archrock,

Inc

1,590,424‌

82,030

California

Resources

Corp

4,376,300‌

39,500

Chesapeake

Energy

Corp

3,331,430‌

39,588

e

CVR

Energy,

Inc

1,454,463‌

100,800

Delek

US

Holdings,

Inc

2,781,072‌

23,775

*

Denbury,

Inc

2,090,060‌

242,485

*

Diamond

Offshore

Drilling,

Inc

3,838,538‌

21,170

*

Gulfport

Energy

Operating

Corp

2,168,866‌

194,018

Liberty

Oilfield

Services,

Inc

3,195,476‌

161,920

Magnolia

Oil

&

Gas

Corp

3,586,528‌

103,410

Murphy

Oil

Corp

4,474,551‌

6,140

Oasis

Petroleum,

Inc

962,998‌

163,763

*

Par

Pacific

Holdings,

Inc

5,155,259‌

193,749

PBF

Energy,

Inc

9,191,453‌

41,700

PDC

Energy,

Inc

3,164,613‌

622,983

*

Southwestern

Energy

Co

4,036,930‌

104,950

Vitesse

Energy,

Inc

2,643,691‌

84,198

*

Weatherford

International

Ltd

6,996,854‌

Quant

Small/Mid-Cap

Equity

Fund

July

31,

2023

30

Portfolio

of

Investments

(continued)

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

ENERGY—continued

119,958

World

Fuel

Services

Corp

$

2,703,853‌

TOTAL

ENERGY

67,743,359‌

EQUITY

REAL

ESTATE

INVESTMENT

TRUSTS

(REITS)

-

6

.4

%

147,707

Acadia

Realty

Trust

2,320,477‌

94,772

Alexander

&

Baldwin,

Inc

1,819,622‌

101,690

American

Assets

Trust,

Inc

2,288,025‌

47,600

American

Homes

4

Rent

1,784,048‌

129,940

Americold

Realty

Trust

4,212,655‌

117,409

Apartment

Income

REIT

Corp

4,055,307‌

110,770

Apple

Hospitality

REIT,

Inc

1,716,935‌

133,088

Brixmor

Property

Group,

Inc

3,026,421‌

15,771

Camden

Property

Trust

1,720,458‌

18,700

EastGroup

Properties,

Inc

3,313,266‌

51,945

EPR

Properties

2,318,825‌

66,746

Equity

Lifestyle

Properties,

Inc

4,750,980‌

163,790

Essential

Properties

Realty

Trust,

Inc

4,021,045‌

65,749

First

Industrial

Realty

Trust,

Inc

3,399,223‌

88,787

Gaming

and

Leisure

Properties,

Inc

4,213,831‌

171,540

Kimco

Realty

Corp

3,475,400‌

171,200

Kite

Realty

Group

Trust

3,917,056‌

273,130

Lexington

Realty

Trust

2,750,419‌

72,514

National

Retail

Properties,

Inc

3,094,898‌

36,900

Omega

Healthcare

Investors,

Inc

1,177,110‌

189,887

Piedmont

Office

Realty

Trust,

Inc

1,412,759‌

71,166

Regency

Centers

Corp

4,663,508‌

69,598

Retail

Opportunities

Investment

Corp

1,025,179‌

83,450

Rexford

Industrial

Realty,

Inc

4,597,261‌

47,287

Ryman

Hospitality

Properties

4,505,978‌

202,901

Service

Properties

Trust

1,722,630‌

TOTAL

EQUITY

REAL

ESTATE

INVESTMENT

TRUSTS

(REITS)

77,303,316‌

FINANCIAL

SERVICES

-

7

.3

%

8,552

Affiliated

Managers

Group,

Inc

1,185,649‌

129,400

Ally

Financial,

Inc

3,951,876‌

48,900

Artisan

Partners

Asset

Management,

Inc

2,028,861‌

301,488

*

AvidXchange

Holdings,

Inc

3,741,466‌

138,004

Brightsphere

Investment

Group,

Inc

2,936,725‌

130,838

*

Cannae

Holdings,

Inc

2,666,478‌

26,088

CBOE

Global

Markets,

Inc

3,643,972‌

83,322

Essent

Group

Ltd

4,132,771‌

35,171

EVERTEC,

Inc

1,383,275‌

5,666

Factset

Research

Systems,

Inc

2,464,937‌

60,690

Federated

Investors,

Inc

(Class

B)

2,053,143‌

130,397

*

Flywire

Corp

4,451,754‌

29,640

Hamilton

Lane,

Inc

2,621,065‌

4,000

e

iShares

Russell

2000

Index

Fund

794,840‌

104,600

Jackson

Financial,

Inc

3,453,892‌

129,000

Jefferies

Financial

Group,

Inc

4,745,910‌

58,100

Lazard

Ltd

(Class

A)

2,039,310‌

208,400

*

Marqeta,

Inc

1,162,872‌

93,902

*

NMI

Holdings,

Inc

2,508,122‌

48,100

OneMain

Holdings,

Inc

2,187,588‌

186,000

*

Pagseguro

Digital

Ltd

2,112,960‌

618,400

*

Payoneer

Global,

Inc

3,289,888‌

27,400

*

Shift4

Payments,

Inc

1,890,326‌

91,534

StepStone

Group,

Inc

2,569,359‌

280,478

*

StoneCo

Ltd

4,064,126‌

22,760

*

StoneX

Group,

Inc

2,094,148‌

226,288

*

Toast,

Inc

4,994,176‌

4,000

e

Vanguard

Small-Cap

ETF

835,000‌

36,510

Victory

Capital

Holdings,

Inc

1,210,672‌

155,982

Virtu

Financial,

Inc

2,895,026‌

31

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

FINANCIAL

SERVICES—continued

43,930

Voya

Financial,

Inc

$

3,262,242‌

321,020

Western

Union

Co

3,910,024‌

TOTAL

FINANCIAL

SERVICES

87,282,453‌

FOOD,

BEVERAGE

&

TOBACCO

-

0

.7

%

102,149

*

Hostess

Brands,

Inc

2,455,662‌

20,358

Lamb

Weston

Holdings,

Inc

2,109,700‌

270,365

Primo

Water

Corp

3,831,072‌

TOTAL

FOOD,

BEVERAGE

&

TOBACCO

8,396,434‌

HEALTH

CARE

EQUIPMENT

&

SERVICES

-

5

.4

%

162,260

*

Accolade,

Inc

2,437,145‌

198,215

*

Allscripts

Healthcare

Solutions,

Inc

2,679,867‌

69,970

*

AtriCure,

Inc

3,872,840‌

61,056

*

Axonics

Modulation

Technologies,

Inc

3,685,951‌

113,869

*

Cross

Country

Healthcare,

Inc

2,937,820‌

22,300

*

Enovis

Corp

1,424,970‌

63,300

*

Envista

Holdings

Corp

2,178,153‌

107,070

*

Guardant

Health,

Inc

4,177,872‌

318,054

*

Hims

&

Hers

Health,

Inc

2,852,944‌

20,500

*

Inari

Medical,

Inc

1,169,935‌

54,235

*

Lantheus

Holdings,

Inc

4,690,785‌

52,200

*

LivaNova

plc

3,051,090‌

58,106

*

Merit

Medical

Systems,

Inc

4,338,775‌

129,294

*

Option

Care

Health,

Inc

4,367,551‌

96,700

*

Owens

&

Minor,

Inc

1,860,508‌

114,573

Patterson

Cos,

Inc

3,768,306‌

44,667

*

Phreesia,

Inc

1,416,837‌

72,420

*

Privia

Health

Group,

Inc

2,021,966‌

102,303

*

Progyny,

Inc

4,272,173‌

18,590

*

Shockwave

Medical

Inc

4,844,554‌

110,340

*

Teladoc,

Inc

3,284,822‌

TOTAL

HEALTH

CARE

EQUIPMENT

&

SERVICES

65,334,864‌

HOUSEHOLD

&

PERSONAL

PRODUCTS

-

1

.4

%

126,965

*

BellRing

Brands,

Inc

4,564,392‌

80,116

*

elf

Beauty,

Inc

9,351,139‌

24,547

Medifast,

Inc

2,501,094‌

TOTAL

HOUSEHOLD

&

PERSONAL

PRODUCTS

16,416,625‌

INSURANCE

-

2

.7

%

21,031

American

Financial

Group,

Inc

2,557,580‌

66,207

Axis

Capital

Holdings

Ltd

3,649,330‌

54,043

Brown

&

Brown,

Inc

3,807,330‌

105,029

Conseco,

Inc

2,701,346‌

10,200

Everest

Re

Group

Ltd

3,677,202‌

32,100

*

Goosehead

Insurance,

Inc

2,146,527‌

134,732

Lincoln

National

Corp

3,777,885‌

357,450

*

Oscar

Health,

Inc

2,688,024‌

11,600

Reinsurance

Group

of

America,

Inc

(Class

A)

1,628,060‌

18,700

RenaissanceRe

Holdings

Ltd

3,492,412‌

1,316

White

Mountains

Insurance

Group

Ltd

2,035,878‌

TOTAL

INSURANCE

32,161,574‌

MATERIALS

-

5

.6

%

80,400

Berry

Global

Group,

Inc

5,271,828‌

72,770

Carpenter

Technology

Corp

4,356,012‌

84,000

Compass

Minerals

International,

Inc

3,181,080‌

258,577

*

Constellium

SE

4,936,235‌

23,150

Eagle

Materials,

Inc

4,268,166‌

198,006

Element

Solutions,

Inc

4,150,206‌

24,196

Innospec,

Inc

2,592,359‌

53,491

Minerals

Technologies,

Inc

3,281,673‌

Quant

Small/Mid-Cap

Equity

Fund

July

31,

2023

32

Portfolio

of

Investments

(continued)

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

MATERIALS—continued

94,442

*

Novagold

Resources

Inc

$

425,933‌

148,130

*

PQ

Group

Holdings,

Inc

1,820,518‌

16,197

Reliance

Steel

&

Aluminum

Co

4,743,453‌

28,935

Royal

Gold,

Inc

3,476,251‌

76,560

Ryerson

Holding

Corp

3,253,034‌

58,696

Sealed

Air

Corp

2,677,712‌

77,361

Silgan

Holdings,

Inc

3,392,280‌

217,168

SSR

Mining,

Inc

3,161,966‌

125,009

*

Summit

Materials,

Inc

4,522,826‌

92,888

Valvoline,

Inc

3,526,957‌

51,128

Worthington

Industries,

Inc

3,815,171‌

TOTAL

MATERIALS

66,853,660‌

MEDIA

&

ENTERTAINMENT

-

2

.1

%

1

*

Atlanta

Braves

Holdings,

Inc

26‌

95,920

*

Bumble,

Inc

1,776,438‌

70,600

*

Cargurus,

Inc

1,599,796‌

628,395

*

Clear

Channel

1,131,111‌

239,319

*

Eventbrite

Inc

2,754,562‌

62,350

Gray

Television,

Inc

590,454‌

57,300

*

Integral

Ad

Science

Holding

Corp

1,194,705‌

43,046

*

Liberty

Media

Group

(Class

C)

3,125,140‌

84,600

*

Liberty

SiriusXM

Group

(Class

C)

2,692,818‌

110,006

*

Lions

Gate

Entertainment

Corp

(Class

A)

844,846‌

20,191

Madison

Square

Garden

Co

4,295,635‌

40,050

Shutterstock,

Inc

2,060,573‌

65,804

*

Yelp,

Inc

2,964,470‌

TOTAL

MEDIA

&

ENTERTAINMENT

25,030,574‌

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES

-

6

.4

%

95,000

*

89bio,

Inc

1,504,800‌

121,310

*

Alkermes

plc

3,551,957‌

277,095

*

Aurinia

Pharmaceuticals,

Inc

3,208,760‌

35,500

Bruker

BioSciences

Corp

2,439,560‌

100,639

*

Chinook

Therapeutics,

Inc

3,943,036‌

216,365

*

Codexis,

Inc

778,914‌

161,866

*

Deciphera

Pharmaceuticals,

Inc

2,188,428‌

154,800

*

Dynavax

Technologies

Corp

2,165,652‌

315,300

*

Elanco

Animal

Health,

Inc

3,805,671‌

91,715

*

Exact

Sciences

Corp

8,945,881‌

155,310

*

Exelixis,

Inc

3,061,160‌

104,022

*

Halozyme

Therapeutics,

Inc

4,468,785‌

44,800

*

Ideaya

Biosciences,

Inc

1,001,728‌

114,413

*

Innoviva,

Inc

1,550,296‌

49,710

*

Intra-Cellular

Therapies,

Inc

3,074,067‌

269,269

*

Ironwood

Pharmaceuticals,

Inc

2,986,193‌

90,610

*

Kura

Oncology,

Inc

945,968‌

11,697

*

Ligand

Pharmaceuticals,

Inc

(Class

B)

782,880‌

13,770

*

Medpace

Holdings,

Inc

3,486,151‌

49,970

*

Neurocrine

Biosciences,

Inc

5,091,443‌

41,600

Perrigo

Co

plc

1,524,224‌

55,390

*

Protagonist

Therapeutics,

Inc

1,074,566‌

123,607

*

QIAGEN

NV

5,787,280‌

15,061

*

Sarepta

Therapeutics,

Inc

1,632,462‌

73,276

*

Supernus

Pharmaceuticals,

Inc

2,248,841‌

59,584

*

Syneos

Health,

Inc

2,526,958‌

110,254

*

Veracyte,

Inc

3,026,472‌

TOTAL

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES

76,802,133‌

REAL

ESTATE

MANAGEMENT

&

DEVELOPMENT

-

1

.0

%

202,170

e

eXp

World

Holdings

Inc

5,042,120‌

491,600

*,e

Opendoor

Technologies,

Inc

2,512,076‌

15,313

RMR

Group,

Inc

361,081‌

33

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

REAL

ESTATE

MANAGEMENT

&

DEVELOPMENT—continued

84,306

*

Zillow

Group,

Inc

(Class

A)

$

4,486,765‌

TOTAL

REAL

ESTATE

MANAGEMENT

&

DEVELOPMENT

12,402,042‌

RETAILING

-

0

.8

%

190,660

Designer

Brands,

Inc

1,897,067‌

64,524

*

ODP

Corp

3,218,457‌

46,518

*

Sally

Beauty

Holdings,

Inc

556,820‌

723,350

*

Stitch

Fix

Inc

3,696,319‌

TOTAL

RETAILING

9,368,663‌

SEMICONDUCTORS

&

SEMICONDUCTOR

EQUIPMENT

-

1

.8

%

118,179

*

Allegro

MicroSystems,

Inc

6,099,218‌

48,912

*

Formfactor,

Inc

1,817,570‌

97,590

*

Lattice

Semiconductor

Corp

8,874,834‌

194,537

*

Photronics,

Inc

5,145,504‌

TOTAL

SEMICONDUCTORS

&

SEMICONDUCTOR

EQUIPMENT

21,937,126‌

SOFTWARE

&

SERVICES

-

7

.3

%

64,576

*

Alteryx,

Inc

2,677,321‌

58,607

Amdocs

Ltd

5,487,960‌

65,895

*

Black

Knight,

Inc

4,633,737‌

96,909

*

Domo,

Inc

1,731,764‌

127,070

*

Dynatrace,

Inc

6,949,458‌

60,842

*

Elastic

NV

4,042,951‌

164,420

*

EngageSmart,

Inc

3,117,403‌

85,100

*

Everbridge,

Inc

2,624,484‌

163,899

Gen

Digital,

Inc

3,187,836‌

4,158

*

Globant

S.A.

726,527‌

146,951

*

Kyndryl

Holdings,

Inc

2,007,351‌

88,010

*

LiveRamp

Holdings,

Inc

2,511,805‌

38,238

*

Manhattan

Associates,

Inc

7,288,928‌

161,955

*

Nutanix,

Inc

4,891,041‌

25,007

*

Paylocity

Holding

Corp

5,672,838‌

180,100

*

Sprinklr,

Inc

2,528,604‌

31,144

*

SPS

Commerce,

Inc

5,618,066‌

75,310

*

Squarespace,

Inc

2,495,773‌

101,531

*

Teradata

Corp

5,772,037‌

169,540

*

UiPath,

Inc

3,065,283‌

135,790

*

Varonis

Systems,

Inc

3,897,173‌

242,032

*

Zeta

Global

Holdings

Corp

2,231,535‌

350,367

*

Zuora

Inc

4,109,805‌

TOTAL

SOFTWARE

&

SERVICES

87,269,680‌

TECHNOLOGY

HARDWARE

&

EQUIPMENT

-

3

.8

%

291,785

*

Arlo

Technologies,

Inc

3,314,678‌

44,572

Belden

CDT,

Inc

4,307,438‌

29,100

*

Calix,

Inc

1,312,701‌

167,691

*

Extreme

Networks,

Inc

4,458,904‌

25,616

*

Fabrinet

3,167,162‌

31,083

Jabil

Inc

3,439,956‌

86,870

Napco

Security

Technologies,

Inc

3,255,888‌

87,970

National

Instruments

Corp

5,190,230‌

62,970

*

Netscout

Systems,

Inc

1,760,011‌

60,690

*

Sanmina

Corp

3,730,007‌

23,534

*

Super

Micro

Computer,

Inc

7,772,574‌

37,940

SYNNEX

Corp

3,745,057‌

TOTAL

TECHNOLOGY

HARDWARE

&

EQUIPMENT

45,454,606‌

TELECOMMUNICATION

SERVICES

-

0

.1

%

41,763

*,†

GCI

Liberty,

Inc

0‌

129,787

*

Liberty

Latin

America

Ltd

(Class

C)

1,079,828‌

TOTAL

TELECOMMUNICATION

SERVICES

1,079,828‌

Quant

Small/Mid-Cap

Equity

Fund

July

31,

2023

34

Portfolio

of

Investments

(continued)

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

TRANSPORTATION

-

2

.3

%

12,900

*

Avis

Budget

Group,

Inc

$

2,841,741‌

30,417

Copa

Holdings

S.A.

(Class

A)

3,589,814‌

11,003

Forward

Air

Corp

1,307,597‌

86,459

*

GXO

Logistics,

Inc

5,798,805‌

32,114

*

Hub

Group,

Inc

(Class

A)

2,894,435‌

166,564

*

RXO,

Inc

3,672,736‌

33,642

Ryder

System,

Inc

3,436,530‌

117,375

Schneider

National,

Inc

3,616,324‌

TOTAL

TRANSPORTATION

27,157,982‌

UTILITIES

-

1

.6

%

57,889

Clearway

Energy,

Inc

(Class

A)

1,428,122‌

41,250

Clearway

Energy,

Inc

(Class

C)

1,089,412‌

31,651

Essential

Utilities

Inc

1,338,521‌

15,892

MGE

Energy,

Inc

1,275,174‌

49,843

Northwest

Natural

Holding

Co

2,141,754‌

143,210

NRG

Energy,

Inc

5,440,548‌

233,926

Vistra

Energy

Corp

6,563,963‌

TOTAL

UTILITIES

19,277,494‌

TOTAL

COMMON

STOCKS

1,196,771,432‌

(Cost

$944,001,108)

TOTAL

LONG-TERM

INVESTMENTS

1,196,771,432‌

(Cost

$944,001,108)

PRINCIPAL

RATE

MATURITY

DATE

SHORT-TERM

INVESTMENTS

-

0.3%

REPURCHASE

AGREEMENT

-

0

.2

%

$

2,810,000

r

Fixed

Income

Clearing

Corp

(FICC)

5

.300

%

08/01/23

2,810,000‌

TOTAL

REPURCHASE

AGREEMENT

2,810,000‌

TREASURY

DEBT

-

0

.1

%

650,000

United

States

Treasury

Bill

0

.000

08/08/23

649,339‌

TOTAL

TREASURY

DEBT

649,339‌

TOTAL

SHORT-TERM

INVESTMENTS

3,459,339‌

(Cost

$3,459,349)

SHARES

EXP

INVESTMENTS

PURCHASED

WITH

COLLATERAL

FROM

SECURITIES

LENDING

-

0.5%

6,276,614

c

State

Street

Navigator

Securities

Lending

Government

Money

Market

Portfolio

5

.340

6,276,614‌

TOTAL

INVESTMENTS

PURCHASED

WITH

COLLATERAL

FROM

SECURITIES

LENDING

6,276,614‌

(Cost

$6,276,614)

TOTAL

INVESTMENTS

-

100.6%

1,206,507,385‌

(Cost

$953,737,071)

OTHER

ASSETS

&

LIABILITIES,

NET

-

(0.6)%

(

7,472,318‌

)

NET

ASSETS

-

100.0%

$

1,199,035,067‌

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.

e

All

or

a

portion

of

these

securities

are

out

on

loan.

The

aggregate

value

of

securities

on

loan

is

$8,002,205.

r

Agreement

with

Fixed

Income

Clearing

Corp

(FICC),

5.300%

dated

7/31/23

to

be

repurchased

at

$2,810,000

on

8/1/23,

collateralized

by

Government

Agency

Securities,

with

coupon

rate

1.375%

and

maturity

date

10/31/28,

valued

at

$2,866,253.

Portfolio

of

Investments

Social

Choice

Equity

Fund

July

31,

2023

35

(Unaudited)

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

LONG-TERM

INVESTMENTS

-

99.5%

COMMON

STOCKS

-

99.5%

AUTOMOBILES

&

COMPONENTS

-

2

.4

%

170,950

*

American

Axle

&

Manufacturing

Holdings,

Inc

$

1,615,477‌

110,497

*

Aptiv

plc

12,098,317‌

7,594

*

Modine

Manufacturing

Co

285,231‌

492,654

*

Tesla,

Inc

131,750,459‌

TOTAL

AUTOMOBILES

&

COMPONENTS

145,749,484‌

BANKS

-

2

.3

%

1,694

Ameris

Bancorp

73,943‌

47,422

Bank

OZK

2,073,764‌

3,518

Banner

Corp

167,492‌

47,884

Berkshire

Hills

Bancorp,

Inc

1,092,234‌

1,259

Cadence

BanCorp

31,538‌

3,985

Camden

National

Corp

137,801‌

830,296

Citigroup,

Inc

39,571,907‌

827

Columbia

Banking

System,

Inc

18,483‌

388

Commerce

Bancshares,

Inc

20,634‌

1,572

Community

Trust

Bancorp,

Inc

60,333‌

10,587

First

Busey

Corp

229,314‌

1,130

FNB

Corp

14,453‌

540

Glacier

Bancorp,

Inc

17,658‌

1,279

Hancock

Whitney

Corp

56,289‌

3,902

Heritage

Financial

Corp

73,202‌

19,184

e

HomeStreet,

Inc

176,493‌

285,811

Huntington

Bancshares,

Inc

3,498,327‌

240,475

JPMorgan

Chase

&

Co

37,985,431‌

26,162

National

Bank

Holdings

Corp

898,926‌

310

NBT

Bancorp,

Inc

11,532‌

7,838

Old

National

Bancorp

133,481‌

205,551

PNC

Financial

Services

Group,

Inc

28,137,876‌

682,855

Regions

Financial

Corp

13,909,756‌

1,879

*

Texas

Capital

Bancshares,

Inc

119,974‌

17,614

*

The

Bancorp,

Inc

667,571‌

3,796

Trico

Bancshares

141,895‌

374,147

Truist

Financial

Corp

12,429,163‌

350

Trustmark

Corp

9,191‌

2,167

UMB

Financial

Corp

153,857‌

17,523

Univest

Financial

Corp

341,699‌

1,553

Westamerica

Bancorporation

76,392‌

230

Wintrust

Financial

Corp

19,403‌

TOTAL

BANKS

142,350,012‌

CAPITAL

GOODS

-

6

.6

%

320,289

3M

Co

35,712,223‌

954

Acuity

Brands,

Inc

157,639‌

48,510

*

Axon

Enterprise,

Inc

9,019,464‌

419

*

Beacon

Roofing

Supply,

Inc

35,896‌

5,486

*,e

Bloom

Energy

Corp

97,980‌

244,666

Carrier

Global

Corp

14,569,860‌

186,574

Caterpillar,

Inc

49,473,828‌

35,835

Cummins,

Inc

9,345,768‌

57,587

Curtiss-Wright

Corp

11,019,848‌

105,914

Deere

&

Co

45,500,654‌

180,177

Eaton

Corp

36,993,942‌

1,365

EMCOR

Group,

Inc

293,530‌

48,540

Emerson

Electric

Co

4,434,129‌

Social

Choice

Equity

Fund

July

31,

2023

36

Portfolio

of

Investments

(continued)

Portfolio

of

Investments

(continued)

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

CAPITAL

GOODS—continued

119,034

Fastenal

Co

$

6,976,583‌

99,730

Fortive

Corp

7,813,845‌

300

GATX

Corp

37,608‌

33,925

*

Generac

Holdings,

Inc

5,214,272‌

245

Granite

Construction,

Inc

10,028‌

98,162

*

Great

Lakes

Dredge

&

Dock

Corp

824,561‌

127,238

Hexcel

Corp

8,993,182‌

1,801

IDEX

Corp

406,684‌

158,674

Illinois

Tool

Works,

Inc

41,782,038‌

282,400

Johnson

Controls

International

plc

19,640,920‌

187,577

*

Kratos

Defense

&

Security

Solutions,

Inc

2,830,537‌

12,916

Luxfer

Holdings

plc

163,517‌

36,235

*

Manitowoc

Co,

Inc

656,578‌

171,085

Masco

Corp

10,381,438‌

75,302

*

Mercury

Systems,

Inc

2,859,970‌

7,159

Moog,

Inc

(Class

A)

754,845‌

10,546

*

MYR

Group,

Inc

1,503,438‌

6,412

Owens

Corning,

Inc

897,616‌

89,596

PACCAR,

Inc

7,716,903‌

39,484

*

Proto

Labs,

Inc

1,308,895‌

22,006

Quanta

Services,

Inc

4,436,850‌

37,955

Rockwell

Automation,

Inc

12,763,887‌

3,916

Rush

Enterprises,

Inc

(Class

A)

253,287‌

9,292

Snap-On,

Inc

2,531,512‌

69,059

Trane

Technologies

plc

13,773,127‌

96,471

*

Triumph

Group,

Inc

1,220,358‌

30,230

United

Rentals,

Inc

14,047,276‌

17,264

*

Vectrus,

Inc

888,405‌

13,236

W.W.

Grainger,

Inc

9,774,654‌

1,174

Wabash

National

Corp

27,800‌

36,655

Woodward

Inc

4,412,529‌

36,530

Xylem,

Inc

4,118,758‌

TOTAL

CAPITAL

GOODS

405,676,662‌

COMMERCIAL

&

PROFESSIONAL

SERVICES

-

2

.1

%

540

ABM

Industries,

Inc

24,991‌

9,872

ACCO

Brands

Corp

60,121‌

970

*

ASGN

Inc

74,030‌

177,318

Automatic

Data

Processing,

Inc

43,843,649‌

376,590

*

Copart,

Inc

33,286,790‌

16,323

CSG

Systems

International,

Inc

842,104‌

26,986

*

ExlService

Holdings,

Inc

3,803,677‌

36,384

*

FTI

Consulting,

Inc

6,373,021‌

4,282

Heidrick

&

Struggles

International,

Inc

116,770‌

188

Herman

Miller,

Inc

3,679‌

143,033

*

KAR

Auction

Services,

Inc

2,245,618‌

39,570

Kelly

Services,

Inc

(Class

A)

724,922‌

35,505

*

Liquidity

Services,

Inc

595,774‌

42,537

Robert

Half

International,

Inc

3,154,119‌

15,617

*

Sterling

Check

Corp

187,560‌

120,100

TransUnion

9,570,769‌

2,825

*

TriNet

Group,

Inc

297,275‌

14,026

Verisk

Analytics,

Inc

3,211,112‌

145,676

Waste

Management,

Inc

23,860,272‌

TOTAL

COMMERCIAL

&

PROFESSIONAL

SERVICES

132,276,253‌

CONSUMER

DISCRETIONARY

DISTRIBUTION

&

RETAIL

-

5

.7

%

42,656

*

1-800-FLOWERS.COM,

Inc

(Class

A)

370,254‌

1,244,622

*

Amazon.com,

Inc

166,381,069‌

401

*

AutoZone,

Inc

995,170‌

1,601

*

CarMax,

Inc

132,259‌

272,982

eBay,

Inc

12,150,429‌

6,360

*

Five

Below,

Inc

1,325,042‌

37

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

CONSUMER

DISCRETIONARY

DISTRIBUTION

&

RETAIL—continued

231,404

Home

Depot,

Inc

$

77,251,911‌

77,025

LKQ

Corp

4,220,200‌

210,267

Lowe's

Companies,

Inc

49,259,250‌

3,574

Pool

Corp

1,375,061‌

467,945

TJX

Companies,

Inc

40,491,281‌

860

Winmark

Corp

312,575‌

18,394

*

Zumiez,

Inc

346,911‌

TOTAL

CONSUMER

DISCRETIONARY

DISTRIBUTION

&

RETAIL

354,611,412‌

CONSUMER

DURABLES

&

APPAREL

-

0

.5

%

396

Columbia

Sportswear

Co

31,130‌

24,632

*

Crocs,

Inc

2,668,877‌

6,559

*

Deckers

Outdoor

Corp

3,566,063‌

56,305

*

GoPro,

Inc

230,287‌

39,505

*

Green

Brick

Partners,

Inc

2,232,823‌

258

Hasbro,

Inc

16,656‌

23,776

*

iRobot

Corp

951,040‌

20,310

*

Lovesac

Co

594,677‌

27,336

*

Lululemon

Athletica,

Inc

10,347,496‌

1,560

*

NVR,

Inc

9,838,046‌

1,614

PVH

Corp

144,679‌

136,133

*

Sonos,

Inc

2,333,320‌

55,879

*

Traeger,

Inc

249,220‌

TOTAL

CONSUMER

DURABLES

&

APPAREL

33,204,314‌

CONSUMER

SERVICES

-

2

.4

%

19,997

ADT,

Inc

127,581‌

15,198

*

Booking

Holdings,

Inc

45,150,218‌

33,683

*

Bright

Horizons

Family

Solutions

3,268,262‌

20,071

Carriage

Services,

Inc

649,698‌

64,930

*

Dave

&

Buster's

Entertainment,

Inc

2,973,794‌

226,664

Hilton

Worldwide

Holdings,

Inc

35,243,985‌

28,107

*

Planet

Fitness,

Inc

1,898,347‌

3,259

*

Shake

Shack,

Inc

253,094‌

73,527

*

Six

Flags

Entertainment

Corp

1,757,295‌

406,410

Starbucks

Corp

41,279,064‌

19,207

Vail

Resorts,

Inc

4,523,056‌

18,734

Wingstop,

Inc

3,158,178‌

56,944

Yum!

Brands,

Inc

7,839,481‌

TOTAL

CONSUMER

SERVICES

148,122,053‌

CONSUMER

STAPLES

DISTRIBUTION

&

RETAIL

-

1

.1

%

171,958

*

BJ's

Wholesale

Club

Holdings,

Inc

11,402,535‌

81,080

*

Performance

Food

Group

Co

4,845,341‌

37,095

Pricesmart,

Inc

2,883,394‌

52,243

SpartanNash

Co

1,172,333‌

155,137

*

Sprouts

Farmers

Market,

Inc

6,089,127‌

218,871

Target

Corp

29,869,325‌

88,717

*

United

Natural

Foods,

Inc

1,845,314‌

249,841

*

US

Foods

Holding

Corp

10,675,706‌

TOTAL

CONSUMER

STAPLES

DISTRIBUTION

&

RETAIL

68,783,075‌

ENERGY

-

4

.7

%

260,792

Antero

Midstream

Corp

3,113,856‌

109,730

APA

Corp

4,442,968‌

255,419

Baker

Hughes

Co

9,141,446‌

2,812

ChampionX

Corp

100,107‌

121,719

Cheniere

Energy,

Inc

19,701,437‌

204,131

Chevron

Corp

33,408,079‌

186,669

*

Clean

Energy

Fuels

Corp

920,278‌

417,216

ConocoPhillips

49,114,668‌

2,207

Delek

US

Holdings,

Inc

60,891‌

148,599

Devon

Energy

Corp

8,024,346‌

Social

Choice

Equity

Fund

July

31,

2023

38

Portfolio

of

Investments

(continued)

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

ENERGY—continued

26,828

*

DMC

Global,

Inc

$

505,976‌

42,040

*

Dril-Quip,

Inc

1,088,416‌

181,585

EOG

Resources,

Inc

24,065,460‌

211,025

EQT

Corp

8,901,035‌

96,629

Hess

Corp

14,661,518‌

950,369

Kinder

Morgan,

Inc

16,831,035‌

681,982

*

Kosmos

Energy

Ltd

4,842,072‌

104,672

Marathon

Petroleum

Corp

13,923,469‌

322,948

NOV,

Inc

6,484,796‌

12,097

*

Oceaneering

International,

Inc

271,578‌

19,522

ONEOK,

Inc

1,308,755‌

81,545

Pioneer

Natural

Resources

Co

18,402,260‌

451,718

Schlumberger

Ltd

26,353,228‌

155,913

Valero

Energy

Corp

20,098,745‌

57,936

*

Weatherford

International

Ltd

4,814,482‌

TOTAL

ENERGY

290,580,901‌

EQUITY

REAL

ESTATE

INVESTMENT

TRUSTS

(REITS)

-

2

.4

%

189,892

American

Tower

Corp

36,138,347‌

54,010

Brixmor

Property

Group,

Inc

1,228,187‌

50,569

Crown

Castle

International

Corp

5,476,117‌

309,873

DiamondRock

Hospitality

Co

2,633,920‌

8,358

Douglas

Emmett,

Inc

122,863‌

36,148

Equinix,

Inc

29,276,988‌

33,420

First

Industrial

Realty

Trust,

Inc

1,727,814‌

6,446

iStar,

Inc

159,410‌

4,739

Kilroy

Realty

Corp

169,182‌

147,412

Macerich

Co

1,879,503‌

255,691

Park

Hotels

&

Resorts,

Inc

3,485,068‌

6,352

PotlatchDeltic

Corp

340,658‌

321,390

d

Prologis,

Inc

40,093,403‌

297

Washington

REIT

4,826‌

177,561

Welltower,

Inc

14,586,636‌

238,457

Weyerhaeuser

Co

8,121,845‌

58,638

Xenia

Hotels

&

Resorts,

Inc

744,703‌

TOTAL

EQUITY

REAL

ESTATE

INVESTMENT

TRUSTS

(REITS)

146,189,470‌

FINANCIAL

SERVICES

-

9

.0

%

250,576

American

Express

Co

42,317,275‌

60,154

Ameriprise

Financial,

Inc

20,960,661‌

502,214

Bank

of

New

York

Mellon

Corp

22,780,427‌

60,152

BlackRock,

Inc

44,443,305‌

280

Cohen

&

Steers,

Inc

18,007‌

179,000

Discover

Financial

Services

18,893,450‌

8,872

Factset

Research

Systems,

Inc

3,859,675‌

292,421

Fidelity

National

Information

Services,

Inc

17,656,380‌

129,170

Goldman

Sachs

Group,

Inc

45,967,728‌

9,333

*

Green

Dot

Corp

182,460‌

334,076

Intercontinental

Exchange

Group,

Inc

38,351,925‌

190,135

Mastercard,

Inc

(Class

A)

74,966,428‌

78,034

Moody's

Corp

27,526,493‌

483,725

Morgan

Stanley

44,289,861‌

15,374

*

Mr

Cooper

Group,

Inc

891,231‌

68,637

Nasdaq

Inc

3,465,482‌

200,000

Nuveen

ESG

Large-Cap

ETF

7,451,740‌

378,807

*

PayPal

Holdings,

Inc

28,721,147‌

5,668

*

PRA

Group,

Inc

135,238‌

2,432

*

PROG

Holdings,

Inc

98,690‌

114,707

S&P

Global,

Inc

45,253,059‌

123,600

State

Street

Corp

8,953,584‌

59,312

T

Rowe

Price

Group,

Inc

7,310,797‌

168,092

Visa,

Inc

(Class

A)

39,960,511‌

25,591

Voya

Financial,

Inc

1,900,388‌

39

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

FINANCIAL

SERVICES—continued

49,556

*

WEX,

Inc

$

9,383,429‌

TOTAL

FINANCIAL

SERVICES

555,739,371‌

FOOD,

BEVERAGE

&

TOBACCO

-

3

.4

%

70,442

Archer-Daniels-Midland

Co

5,984,752‌

48,343

Campbell

Soup

Co

2,215,076‌

974,429

Coca-Cola

Co

60,346,388‌

13,309

*

Darling

International,

Inc

921,648‌

35,374

Fresh

Del

Monte

Produce,

Inc

940,241‌

403,241

General

Mills,

Inc

30,138,233‌

186,845

Hormel

Foods

Corp

7,638,224‌

130,364

Kellogg

Co

8,720,048‌

191,401

Lamb

Weston

Holdings,

Inc

19,834,886‌

70,056

McCormick

&

Co,

Inc

6,268,611‌

339,602

PepsiCo,

Inc

63,661,791‌

6,553

*

TreeHouse

Foods,

Inc

338,200‌

16,269

*

Vital

Farms,

Inc

190,347‌

TOTAL

FOOD,

BEVERAGE

&

TOBACCO

207,198,445‌

HEALTH

CARE

EQUIPMENT

&

SERVICES

-

5

.3

%

98,815

*

Accolade,

Inc

1,484,201‌

59,123

*

Angiodynamics,

Inc

513,779‌

7,715

*

AtriCure,

Inc

427,025‌

33,642

*

AxoGen,

Inc

290,667‌

255,208

*

Brookdale

Senior

Living,

Inc

898,332‌

36,729

*

Castle

Biosciences,

Inc

618,884‌

265,552

*

Cerus

Corp

815,245‌

83,086

Cigna

Corp

24,518,679‌

54,734

*

CryoLife,

Inc

953,466‌

181,090

*

Dexcom,

Inc

22,556,570‌

370,002

*

Edwards

Lifesciences

Corp

30,366,064‌

92,210

Elevance

Health,

Inc

43,489,002‌

75,371

*

Enhabit,

Inc

1,034,844‌

141,106

*

Envista

Holdings

Corp

4,855,458‌

30,641

*

Fulgent

Genetics,

Inc

1,189,790‌

11,862

*

Globus

Medical,

Inc

714,923‌

100,160

HCA

Healthcare,

Inc

27,324,650‌

83,541

*

Health

Catalyst,

Inc

1,172,080‌

17,140

*

Henry

Schein,

Inc

1,350,461‌

92,217

*

Hologic,

Inc

7,323,874‌

49,662

*

IDEXX

Laboratories,

Inc

27,549,001‌

37,957

Laboratory

Corp

of

America

Holdings

8,120,141‌

25,670

LeMaitre

Vascular,

Inc

1,623,114‌

7,921

*

LivaNova

plc

462,982‌

36,789

*

Merit

Medical

Systems,

Inc

2,747,035‌

126,866

*

NeoGenomics,

Inc

2,198,588‌

53,154

*

Nevro

Corp

1,328,319‌

81,046

*

NextGen

Healthcare,

Inc

1,347,795‌

67,543

*

Omnicell,

Inc

4,265,340‌

571,723

*,e

Opko

Health,

Inc

1,063,405‌

106,594

*

OraSure

Technologies,

Inc

503,124‌

52,634

*

Orthofix

Medical

Inc

1,036,363‌

73,965

*

Outset

Medical,

Inc

1,522,200‌

14,111

*

Pennant

Group,

Inc

161,994‌

13,076

*

Penumbra,

Inc

3,966,735‌

54,891

*

Pulmonx

Corp

768,474‌

22,904

Quest

Diagnostics,

Inc

3,096,850‌

68,280

Resmed,

Inc

15,182,058‌

1,257

*

Shockwave

Medical

Inc

327,574‌

52,040

*

SI-BONE,

Inc

1,340,550‌

20,651

*

Staar

Surgical

Co

1,131,055‌

27,192

STERIS

plc

6,133,156‌

34,844

*

Teladoc,

Inc

1,037,306‌

Social

Choice

Equity

Fund

July

31,

2023

40

Portfolio

of

Investments

(continued)

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

HEALTH

CARE

EQUIPMENT

&

SERVICES—continued

10,396

*

UFP

Technologies,

Inc

$

2,023,737‌

126,404

UnitedHealth

Group,

Inc

64,007,194‌

TOTAL

HEALTH

CARE

EQUIPMENT

&

SERVICES

324,842,084‌

HOUSEHOLD

&

PERSONAL

PRODUCTS

-

1

.7

%

260,833

Colgate-Palmolive

Co

19,891,124‌

54,856

Kimberly-Clark

Corp

7,081,910‌

517,651

Procter

&

Gamble

Co

80,908,851‌

TOTAL

HOUSEHOLD

&

PERSONAL

PRODUCTS

107,881,885‌

INSURANCE

-

2

.0

%

730,095

*

Genworth

Financial,

Inc

(Class

A)

4,278,357‌

223,741

Marsh

&

McLennan

Cos,

Inc

42,157,279‌

245,742

Progressive

Corp

30,958,577‌

268,139

Prudential

Financial,

Inc

25,872,732‌

128,444

Travelers

Cos,

Inc

22,170,719‌

TOTAL

INSURANCE

125,437,664‌

MATERIALS

-

3

.0

%

24,197

*

Allegheny

Technologies,

Inc

1,153,713‌

15,724

Amcor

plc

161,328‌

10,332

Aptargroup,

Inc

1,254,925‌

351,159

Ball

Corp

20,609,522‌

41,035

*

Coeur

Mining,

Inc

126,388‌

1,709

Compass

Minerals

International,

Inc

64,720‌

98,034

Dow,

Inc

5,535,980‌

193,342

Ecolab,

Inc

35,408,654‌

945

H.B.

Fuller

Co

69,958‌

44,706

International

Flavors

&

Fragrances,

Inc

3,782,575‌

30,198

Koppers

Holdings,

Inc

1,155,375‌

145,148

Linde

plc

56,704,969‌

15,280

Martin

Marietta

Materials,

Inc

6,821,909‌

382,978

Newmont

Goldcorp

Corp

16,437,416‌

159,805

Nucor

Corp

27,500,842‌

19,087

PPG

Industries,

Inc

2,746,619‌

9,950

Royal

Gold,

Inc

1,195,393‌

4,126

Schnitzer

Steel

Industries,

Inc

(Class

A)

149,402‌

147,465

*

Summit

Materials,

Inc

5,335,284‌

TOTAL

MATERIALS

186,214,972‌

MEDIA

&

ENTERTAINMENT

-

4

.4

%

165,838

*

Cinemark

Holdings,

Inc

2,767,836‌

555,161

*

Clear

Channel

999,290‌

1,066,497

Comcast

Corp

(Class

A)

48,269,654‌

125,710

Electronic

Arts,

Inc

17,140,558‌

80,714

Gray

Television,

Inc

764,362‌

9,044

*

Imax

Corp

166,500‌

104,365

Interpublic

Group

of

Cos,

Inc

3,572,414‌

13,563

John

Wiley

&

Sons,

Inc

(Class

A)

464,261‌

77,175

*

Liberty

Broadband

Corp

(Class

C)

6,878,608‌

34,059

*

MediaAlpha,

Inc

345,358‌

124,454

*

Netflix,

Inc

54,631,572‌

13,180

New

York

Times

Co

(Class

A)

537,217‌

191,498

Omnicom

Group,

Inc

16,204,561‌

520,042

*

Pinterest,

Inc

15,076,018‌

47,050

*

ROBLOX

Corp

1,846,712‌

4,632

*

Roku,

Inc

445,923‌

7,816

Scholastic

Corp

337,573‌

972,696

e

Sirius

XM

Holdings,

Inc

4,960,750‌

139,881

*

Take-Two

Interactive

Software,

Inc

21,393,400‌

8,077

TEGNA,

Inc

136,501‌

81,390

*

Trade

Desk,

Inc

7,427,651‌

227,906

*

Vimeo,

Inc

938,973‌

41

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

MEDIA

&

ENTERTAINMENT—continued

524,539

*

Walt

Disney

Co

$

46,626,272‌

284,699

*

Warner

Bros

Discovery,

Inc

3,721,016‌

100,818

*

Yelp,

Inc

4,541,851‌

104,415

*

ZipRecruiter,

Inc

1,933,766‌

420,776

*

ZoomInfo

Technologies,

Inc

10,759,242‌

TOTAL

MEDIA

&

ENTERTAINMENT

272,887,839‌

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES

-

7

.7

%

52,793

*

Aclaris

Therapeutics,

Inc

521,067‌

108,559

*

Adaptive

Biotechnologies

Corp

916,238‌

191,472

Agilent

Technologies,

Inc

23,315,546‌

96,394

*

Alector,

Inc

661,263‌

54,554

*,e

Allogene

Therapeutics,

Inc

270,588‌

175,468

Amgen,

Inc

41,085,832‌

39,324

*

Arcellx,

Inc

1,346,847‌

34,895

*

Arcturus

Therapeutics

Holdings,

Inc

1,219,929‌

2,503

*,e

Axsome

Therapeutics,

Inc

196,410‌

6,961

*

Biogen,

Inc

1,880,793‌

87,209

*

Biohaven

Ltd

1,733,715‌

696,327

Bristol-Myers

Squibb

Co

43,304,576‌

34,434

*,e

Cassava

Sciences,

Inc

756,859‌

201,608

Danaher

Corp

51,422,137‌

40,471

*

DICE

Therapeutics,

Inc

1,902,137‌

180,985

Eli

Lilly

&

Co

82,266,732‌

5,672

*

Entrada

Therapeutics,

Inc

98,523‌

107,834

*

Erasca,

Inc

284,682‌

329,410

Gilead

Sciences,

Inc

25,081,277‌

16,585

*,e

IGM

Biosciences,

Inc

176,464‌

53,148

*

Illumina,

Inc

10,212,388‌

80,748

*

Immunovant,

Inc

1,843,477‌

88,123

*

Intellia

Therapeutics,

Inc

3,730,247‌

16,514

*

Intra-Cellular

Therapies,

Inc

1,021,226‌

64,325

*

IQVIA

Holdings,

Inc

14,393,362‌

597,556

Merck

&

Co,

Inc

63,729,347‌

5,838

*

Mettler-Toledo

International,

Inc

7,341,110‌

46,340

*

Mirati

Therapeutics,

Inc

1,402,712‌

54,574

*

NGM

Biopharmaceuticals

Inc

129,340‌

70,121

*

Nurix

Therapeutics,

Inc

680,875‌

195,814

*

Nuvation

Bio,

Inc

362,256‌

36,835

*,e

Phathom

Pharmaceuticals,

Inc

560,260‌

32,112

Phibro

Animal

Health

Corp

464,982‌

135,415

*

Point

Biopharma

Global,

Inc

1,210,610‌

59,536

*

Prothena

Corp

plc

4,100,244‌

23,992

*

Regeneron

Pharmaceuticals,

Inc

17,799,905‌

32,087

*

Revance

Therapeutics,

Inc

758,216‌

139,569

*,e

Sana

Biotechnology,

Inc

817,874‌

21,154

*,e

Scholar

Rock

Holding

Corp

150,193‌

92,659

*

Ultragenyx

Pharmaceutical,

Inc

3,995,456‌

18,425

*

Waters

Corp

5,089,169‌

37,317

West

Pharmaceutical

Services,

Inc

13,734,149‌

215,449

Zoetis,

Inc

40,523,802‌

TOTAL

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES

472,492,815‌

REAL

ESTATE

MANAGEMENT

&

DEVELOPMENT

-

0

.2

%

84,154

*

CBRE

Group,

Inc

7,010,870‌

1,487

*

Howard

Hughes

Corp

125,547‌

5,945

*

Jones

Lang

LaSalle,

Inc

990,140‌

161,442

*

Realogy

Holdings

Corp

1,352,884‌

2,009

RMR

Group,

Inc

47,372‌

11,019

*

Tejon

Ranch

Co

194,045‌

TOTAL

REAL

ESTATE

MANAGEMENT

&

DEVELOPMENT

9,720,858‌

Social

Choice

Equity

Fund

July

31,

2023

42

Portfolio

of

Investments

(continued)

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

RETAILING

-

0

.1

%

1,216

Aaron's

Co,

Inc

$

19,237‌

18,070

*

Genesco,

Inc

509,755‌

32,000

*

MarineMax,

Inc

1,290,560‌

5,448

*

Sally

Beauty

Holdings,

Inc

65,213‌

25,111

Shoe

Carnival,

Inc

668,204‌

15,754

Tractor

Supply

Co

3,528,738‌

TOTAL

RETAILING

6,081,707‌

SEMICONDUCTORS

&

SEMICONDUCTOR

EQUIPMENT

-

7

.1

%

319,606

Applied

Materials,

Inc

48,449,074‌

22,180

*

Cirrus

Logic,

Inc

1,792,144‌

66,455

*

First

Solar,

Inc

13,782,767‌

1,398,025

Intel

Corp

50,007,354‌

60,704

Lam

Research

Corp

43,615,217‌

394,943

Marvell

Technology,

Inc

25,722,638‌

24,281

*

Nanometrics,

Inc

3,018,614‌

389,449

NVIDIA

Corp

181,985,623‌

162,648

*

Rambus,

Inc

10,183,391‌

18,585

*

Silicon

Laboratories,

Inc

2,771,767‌

279,114

Texas

Instruments,

Inc

50,240,520‌

119,266

*,e

Wolfspeed,

Inc

7,859,629‌

TOTAL

SEMICONDUCTORS

&

SEMICONDUCTOR

EQUIPMENT

439,428,738‌

SOFTWARE

&

SERVICES

-

15

.0

%

177,214

Accenture

plc

56,061,649‌

120,141

*

Adobe,

Inc

65,617,410‌

53,814

*

Akamai

Technologies,

Inc

5,085,423‌

8,948

*

Ansys,

Inc

3,061,111‌

163,308

*

Autodesk,

Inc

34,619,663‌

133,543

*

Cadence

Design

Systems,

Inc

31,250,398‌

89,322

Dolby

Laboratories,

Inc

(Class

A)

7,914,822‌

342,952

*

DXC

Technology

Co

9,482,623‌

5,889

*

Fair

Isaac

Corp

4,934,805‌

3,298

*

HubSpot,

Inc

1,914,654‌

22,150

*

Intapp,

Inc

909,479‌

16,403

e

InterDigital,

Inc

1,520,394‌

335,038

International

Business

Machines

Corp

48,305,779‌

97,842

Intuit,

Inc

50,065,751‌

1,105,259

Microsoft

Corp

371,278,603‌

62,127

*

New

Relic,

Inc

5,217,426‌

123,295

*

Nutanix,

Inc

3,723,509‌

5,290

*

OneSpan,

Inc

72,685‌

261,011

*

Salesforce,

Inc

58,730,085‌

78,655

*

ServiceNow,

Inc

45,855,865‌

54,965

*

SPS

Commerce,

Inc

9,915,136‌

80,758

*

Synopsys,

Inc

36,486,464‌

58,543

*

Teradata

Corp

3,328,170‌

209,861

*

VMware,

Inc

(Class

A)

33,080,389‌

156,868

*

Workday,

Inc

37,198,109‌

27,569

*

Xperi,

Inc

361,705‌

TOTAL

SOFTWARE

&

SERVICES

925,992,107‌

TECHNOLOGY

HARDWARE

&

EQUIPMENT

-

4

.2

%

137,181

Avnet,

Inc

6,653,278‌

44,059

Badger

Meter,

Inc

7,253,874‌

52,961

Benchmark

Electronics,

Inc

1,403,996‌

131,980

*

Ciena

Corp

5,569,556‌

1,132,706

Cisco

Systems,

Inc

58,946,020‌

46,963

CTS

Corp

2,095,959‌

39,798

*

ePlus,

Inc

2,242,617‌

55,125

*

Fabrinet

6,815,655‌

31,557

*

FARO

Technologies,

Inc

523,531‌

164,891

*,e

Harmonic,

Inc

2,460,174‌

43

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

TECHNOLOGY

HARDWARE

&

EQUIPMENT—continued

1,675,996

Hewlett

Packard

Enterprise

Co

$

29,128,810‌

1,005,183

HP,

Inc

33,000,158‌

42,993

*

Insight

Enterprises,

Inc

6,306,643‌

26,349

*

Itron,

Inc

2,072,876‌

187,194

*

Keysight

Technologies,

Inc

30,153,210‌

35,861

*

Kimball

Electronics,

Inc

1,046,424‌

134,599

*

Knowles

Corp

2,459,124‌

14,814

*,e

Lumentum

Holdings,

Inc

775,661‌

6,814

Methode

Electronics,

Inc

229,223‌

264,761

*,e

Microvision,

Inc

1,059,044‌

228,357

*

Mirion

Technologies,

Inc

1,724,095‌

197,820

National

Instruments

Corp

11,671,380‌

42,777

*

Netgear,

Inc

583,478‌

14,314

*

Novanta,

Inc

2,532,147‌

23,984

*

OSI

Systems,

Inc

2,859,612‌

39,889

*,e

PAR

Technology

Corp

1,379,760‌

41,106

*

Plexus

Corp

4,048,530‌

55,453

*

Ribbon

Communications,

Inc

176,341‌

25,931

*

Rogers

Corp

4,372,226‌

372,125

*

Trimble

Inc

20,020,325‌

18,688

*

Vishay

Precision

Group,

Inc

699,118‌

234,958

Vontier

Corp

7,267,251‌

171,890

Xerox

Holdings

Corp

2,746,802‌

TOTAL

TECHNOLOGY

HARDWARE

&

EQUIPMENT

260,276,898‌

TELECOMMUNICATION

SERVICES

-

0

.9

%

35,079

*

Bandwidth

Inc

531,447‌

154,613

Iridium

Communications,

Inc

8,124,913‌

1,302,455

Verizon

Communications,

Inc

44,387,666‌

TOTAL

TELECOMMUNICATION

SERVICES

53,044,026‌

TRANSPORTATION

-

2

.9

%

36,133

ArcBest

Corp

4,202,991‌

55,101

CH

Robinson

Worldwide,

Inc

5,520,018‌

1,147,365

CSX

Corp

38,230,202‌

692,858

Delta

Air

Lines,

Inc

32,051,611‌

101,378

Expeditors

International

of

Washington,

Inc

12,905,420‌

180

Landstar

System,

Inc

36,646‌

68,646

Norfolk

Southern

Corp

16,035,019‌

50,452

Old

Dominion

Freight

Line

21,164,110‌

9

Ryder

System,

Inc

919‌

248,049

United

Parcel

Service,

Inc

(Class

B)

46,417,409‌

TOTAL

TRANSPORTATION

176,564,345‌

UTILITIES

-

2

.4

%

276,600

American

Electric

Power

Co,

Inc

23,439,084‌

140,493

Consolidated

Edison,

Inc

13,327,166‌

19,802

DTE

Energy

Co

2,263,369‌

73,702

Eversource

Energy

5,330,866‌

632,716

NextEra

Energy,

Inc

46,378,083‌

499,130

Southern

Co

36,107,064‌

112,385

WEC

Energy

Group,

Inc

10,098,916‌

180,121

Xcel

Energy,

Inc

11,298,990‌

TOTAL

UTILITIES

148,243,538‌

TOTAL

COMMON

STOCKS

6,139,590,928‌

(Cost

$3,831,685,685)

TOTAL

LONG-TERM

INVESTMENTS

6,139,590,928‌

(Cost

$3,831,685,685)

Social

Choice

Equity

Fund

July

31,

2023

44

Portfolio

of

Investments

(continued)

Principal

denominated

in

U.S.

Dollars,

unless

otherwise

noted. 

PRINCIPAL

DESCRIPTION

REFERENCERATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

SHORT-TERM

INVESTMENTS

-

0.4%

REPURCHASE

AGREEMENT

-

0

.4

%

$

24,005,000

r

Fixed

Income

Clearing

Corp

(FICC)

5

.300

%

08/01/23

$

24,005,000‌

2,110,000

s

Fixed

Income

Clearing

Corp

(FICC)

5

.280

08/01/23

2,110,000‌

TOTAL

REPURCHASE

AGREEMENT

26,115,000‌

TREASURY

DEBT

-

0

.0

%

1,000,000

United

States

Treasury

Bill

0

.000

08/08/23

998,982‌

TOTAL

TREASURY

DEBT

998,982‌

TOTAL

SHORT-TERM

INVESTMENTS

27,113,982‌

(Cost

$27,113,999)

SHARES

EXP

INVESTMENTS

PURCHASED

WITH

COLLATERAL

FROM

SECURITIES

LENDING

-

0.2%

10,757,659

c

State

Street

Navigator

Securities

Lending

Government

Money

Market

Portfolio

5

.340

10,757,659‌

TOTAL

INVESTMENTS

PURCHASED

WITH

COLLATERAL

FROM

SECURITIES

LENDING

10,757,659‌

(Cost

$10,757,659)

TOTAL

INVESTMENTS

-

100.1%

6,177,462,569‌

(Cost

$3,869,557,343)

OTHER

ASSETS

&

LIABILITIES,

NET

-

(0.1)%

(

6,211,115‌

)

NET

ASSETS

-

100.0%

$

6,171,251,454‌

ETF

Exchange

Traded

Fund

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

$16,797,235.

r

Agreement

with

Fixed

Income

Clearing

Corp

(FICC),

5.300%

dated

7/31/23

to

be

repurchased

at

$24,005,000

on

8/1/23,

collateralized

by

Government

Agency

Securities,

with

coupon

rate

1.375%

and

maturity

date

10/31/28,

valued

at

$24,485,149.

s

Agreement

with

Fixed

Income

Clearing

Corp

(FICC),

5.280%

dated

7/31/23

to

be

repurchased

at

$2,110,000

on

8/1/23,

collateralized

by

Government

Agency

Securities,

with

coupon

rate

1.375%

and

maturity

date

10/31/28,

valued

at

$2,152,283.

Futures

Contracts

-

Long

Description

Number

of

Contracts

Expiration

Date

Notional

Amount

Value

Unrealized

Appreciation

(Depreciation)

S&P

500

E

Mini

Index

140‌

09/15/23

 $

32,050,816‌

$

32,301,500‌

$

250,684‌

Portfolio

of

Investments

Social

Choice

Low

Carbon

Equity

Fund

July

31,

2023

45

(Unaudited)

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

LONG-TERM

INVESTMENTS

-

99.5%

COMMON

STOCKS

-

99.5%

AUTOMOBILES

&

COMPONENTS

-

2

.3

%

35,767

*

Aptiv

plc

$

3,916,129‌

15,654

*

Modine

Manufacturing

Co

587,964‌

92,087

*

Tesla,

Inc

24,626,826‌

TOTAL

AUTOMOBILES

&

COMPONENTS

29,130,919‌

BANKS

-

3

.1

%

1,105

Amalgamated

Financial

Corp

22,056‌

339

Camden

National

Corp

11,723‌

160,289

Citigroup,

Inc

7,639,374‌

22,952

Citizens

Financial

Group,

Inc

740,431‌

119

First

Commonwealth

Financial

Corp

1,718‌

414

HomeStreet,

Inc

3,809‌

5,919

Independent

Bank

Corp

122,286‌

118,134

JPMorgan

Chase

&

Co

18,660,447‌

262

Live

Oak

Bancshares,

Inc

9,922‌

42,628

PNC

Financial

Services

Group,

Inc

5,835,347‌

1,527

Premier

Financial

Corp

33,075‌

65,064

Regions

Financial

Corp

1,325,354‌

1,460

Stellar

Bancorp,

Inc

36,295‌

137,130

Truist

Financial

Corp

4,555,459‌

1,445

Univest

Financial

Corp

28,177‌

TOTAL

BANKS

39,025,473‌

CAPITAL

GOODS

-

7

.8

%

64,929

3M

Co

7,239,583‌

3,853

Argan,

Inc

146,568‌

21,340

*

Axon

Enterprise,

Inc

3,967,746‌

88,108

Carrier

Global

Corp

5,246,831‌

36,069

Caterpillar,

Inc

9,564,417‌

11,472

Curtiss-Wright

Corp

2,195,282‌

19,763

Deere

&

Co

8,490,185‌

40,230

Eaton

Corp

8,260,024‌

271

EMCOR

Group,

Inc

58,276‌

71,693

Emerson

Electric

Co

6,549,156‌

16,418

*

Energy

Recovery,

Inc

500,421‌

28,654

Fastenal

Co

1,679,411‌

80,888

Fortive

Corp

6,337,575‌

10,208

*

Generac

Holdings,

Inc

1,568,970‌

19,903

*

Great

Lakes

Dredge

&

Dock

Corp

167,185‌

14,308

Hexcel

Corp

1,011,289‌

3,189

Hyster-Yale

Materials

Handling,

Inc

152,307‌

30,443

Illinois

Tool

Works,

Inc

8,016,251‌

20,174

Ingersoll

Rand,

Inc

1,316,757‌

32,510

Johnson

Controls

International

plc

2,261,070‌

37,635

*

Kratos

Defense

&

Security

Solutions,

Inc

567,912‌

8,222

Luxfer

Holdings

plc

104,091‌

14,909

*

Mercury

Systems,

Inc

566,244‌

8,633

Moog,

Inc

(Class

A)

910,264‌

3,920

Owens

Corning,

Inc

548,761‌

11,860

PACCAR,

Inc

1,021,502‌

8,823

Primoris

Services

Corp

280,218‌

8,268

*

Proto

Labs,

Inc

274,084‌

31,681

Quanta

Services,

Inc

6,387,523‌

6,567

Rockwell

Automation,

Inc

2,208,416‌

2,387

Trane

Technologies

plc

476,063‌

Social

Choice

Low

Carbon

Equity

Fund

July

31,

2023

46

Portfolio

of

Investments

(continued)

Portfolio

of

Investments

(continued)

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

CAPITAL

GOODS—continued

17,595

*

Triumph

Group,

Inc

$

222,577‌

9,810

United

Rentals,

Inc

4,558,511‌

3,679

*

Vectrus,

Inc

189,321‌

4,248

W.W.

Grainger,

Inc

3,137,106‌

9,848

Woodward

Inc

1,185,502‌

1,778

Xylem,

Inc

200,469‌

TOTAL

CAPITAL

GOODS

97,567,868‌

COMMERCIAL

&

PROFESSIONAL

SERVICES

-

1

.8

%

6,190

ACCO

Brands

Corp

37,697‌

35,529

Automatic

Data

Processing,

Inc

8,784,900‌

11,181

Concentrix

Corp

930,706‌

73,868

*

Copart,

Inc

6,529,192‌

9,357

CSG

Systems

International,

Inc

482,728‌

9,187

*

ExlService

Holdings,

Inc

1,294,908‌

10,006

*

FTI

Consulting,

Inc

1,752,651‌

1,243

Heidrick

&

Struggles

International,

Inc

33,897‌

1,324

Herman

Miller,

Inc

25,911‌

278

ICF

International,

Inc

32,690‌

162

Insperity,

Inc

19,059‌

2,761

*

KAR

Auction

Services,

Inc

43,348‌

5,463

Kelly

Services,

Inc

(Class

A)

100,082‌

7

Kforce,

Inc

444‌

6,255

*

Liquidity

Services,

Inc

104,959‌

8,860

Matthews

International

Corp

(Class

A)

406,674‌

5,558

TransUnion

442,917‌

1,943

*

TrueBlue,

Inc

29,048‌

2,488

TTEC

Holdings,

Inc

85,687‌

4,286

Verisk

Analytics,

Inc

981,237‌

TOTAL

COMMERCIAL

&

PROFESSIONAL

SERVICES

22,118,735‌

CONSUMER

DISCRETIONARY

DISTRIBUTION

&

RETAIL

-

5

.8

%

6,440

*

1-800-FLOWERS.COM,

Inc

(Class

A)

55,899‌

259,235

*

Amazon.com,

Inc

34,654,535‌

127,914

eBay,

Inc

5,693,452‌

2,315

Hibbett

Sports,

Inc

107,416‌

44,851

Home

Depot,

Inc

14,973,058‌

11

LKQ

Corp

603‌

41,709

Lowe's

Companies,

Inc

9,771,167‌

5,077

Pool

Corp

1,953,325‌

55,475

TJX

Companies,

Inc

4,800,252‌

888

Williams-Sonoma,

Inc

123,112‌

868

Winmark

Corp

315,483‌

4,787

*

Zumiez,

Inc

90,283‌

TOTAL

CONSUMER

DISCRETIONARY

DISTRIBUTION

&

RETAIL

72,538,585‌

CONSUMER

DURABLES

&

APPAREL

-

0

.8

%

16,985

*

GoPro,

Inc

69,468‌

8,063

*

Green

Brick

Partners,

Inc

455,721‌

5

Hasbro,

Inc

323‌

6,636

*

iRobot

Corp

265,440‌

2,929

*

Lovesac

Co

85,761‌

15,060

*

Lululemon

Athletica,

Inc

5,700,662‌

36,246

Pulte

Homes,

Inc

3,058,800‌

9,623

*

Sonos,

Inc

164,938‌

TOTAL

CONSUMER

DURABLES

&

APPAREL

9,801,113‌

CONSUMER

SERVICES

-

2

.2

%

3,124

*

Booking

Holdings,

Inc

9,280,779‌

12,782

*

Brinker

International,

Inc

502,077‌

4,301

Carriage

Services,

Inc

139,223‌

12,260

*

Dave

&

Buster's

Entertainment,

Inc

561,508‌

6,086

*

European

Wax

Center,

Inc

117,886‌

47

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

CONSUMER

SERVICES—continued

128

*

frontdoor,

Inc

$

4,470‌

28,670

*

Rover

Group,

Inc

157,112‌

5,037

*

Shake

Shack,

Inc

391,174‌

4,968

*

Six

Flags

Entertainment

Corp

118,735‌

86,670

Starbucks

Corp

8,803,072‌

2,511

Vail

Resorts,

Inc

591,315‌

46,366

Yum!

Brands,

Inc

6,383,207‌

TOTAL

CONSUMER

SERVICES

27,050,558‌

CONSUMER

STAPLES

DISTRIBUTION

&

RETAIL

-

1

.4

%

36,632

*

BJ's

Wholesale

Club

Holdings,

Inc

2,429,068‌

66,862

Kroger

Co

3,252,168‌

40,550

*

Performance

Food

Group

Co

2,423,268‌

397

Pricesmart,

Inc

30,859‌

5,542

SpartanNash

Co

124,362‌

28,639

*

Sprouts

Farmers

Market,

Inc

1,124,081‌

43,725

Target

Corp

5,967,151‌

10,982

*

United

Natural

Foods,

Inc

228,425‌

60,461

*

US

Foods

Holding

Corp

2,583,498‌

TOTAL

CONSUMER

STAPLES

DISTRIBUTION

&

RETAIL

18,162,880‌

ENERGY

-

3

.3

%

38,102

Archrock,

Inc

444,269‌

203,085

Baker

Hughes

Co

7,268,412‌

17,952

Cactus,

Inc

911,603‌

60,854

ChampionX

Corp

2,166,402‌

42,259

Cheniere

Energy,

Inc

6,840,042‌

48,397

*

Clean

Energy

Fuels

Corp

238,597‌

20,124

Delek

US

Holdings,

Inc

555,221‌

4,198

*

DMC

Global,

Inc

79,174‌

10,205

*

Dril-Quip,

Inc

264,208‌

5,676

Excelerate

Energy,

Inc

120,445‌

23,720

*

Frank's

International

NV

526,347‌

17,690

*

Green

Plains

Inc

628,172‌

182,199

Halliburton

Co

7,120,337‌

119,912

NOV,

Inc

2,407,833‌

29,233

*

Oceaneering

International,

Inc

656,281‌

98,536

ONEOK,

Inc

6,605,853‌

132,001

*

TechnipFMC

plc

2,420,898‌

20,990

*

Weatherford

International

Ltd

1,744,269‌

17,818

World

Fuel

Services

Corp

401,618‌

TOTAL

ENERGY

41,399,981‌

EQUITY

REAL

ESTATE

INVESTMENT

TRUSTS

(REITS)

-

2

.7

%

38,846

American

Tower

Corp

7,392,782‌

40,039

Crown

Castle

International

Corp

4,335,823‌

24,207

DiamondRock

Hospitality

Co

205,760‌

11,972

Empire

State

Realty

Trust,

Inc

107,150‌

9,877

Equinix,

Inc

7,999,580‌

6,811

Iron

Mountain,

Inc

418,195‌

4,036

iStar,

Inc

99,810‌

33,468

Park

Hotels

&

Resorts,

Inc

456,169‌

3,043

PotlatchDeltic

Corp

163,196‌

67,888

d

Prologis,

Inc

8,469,028‌

17,766

Sunstone

Hotel

Investors,

Inc

181,036‌

40,242

Welltower,

Inc

3,305,880‌

13,732

Xenia

Hotels

&

Resorts,

Inc

174,396‌

TOTAL

EQUITY

REAL

ESTATE

INVESTMENT

TRUSTS

(REITS)

33,308,805‌

FINANCIAL

SERVICES

-

8

.6

%

53,145

Ally

Financial,

Inc

1,623,048‌

48,139

American

Express

Co

8,129,714‌

2,628

Ameriprise

Financial,

Inc

915,727‌

Social

Choice

Low

Carbon

Equity

Fund

July

31,

2023

48

Portfolio

of

Investments

(continued)

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

FINANCIAL

SERVICES—continued

54,996

Bank

of

New

York

Mellon

Corp

$

2,494,619‌

11,487

BlackRock,

Inc

8,487,170‌

28,027

Discover

Financial

Services

2,958,250‌

129

Federal

Agricultural

Mortgage

Corp

(FAMC)

20,737‌

103,327

Fidelity

National

Information

Services,

Inc

6,238,884‌

23,668

Goldman

Sachs

Group,

Inc

8,422,731‌

63,466

Intercontinental

Exchange

Group,

Inc

7,285,897‌

37,908

Mastercard,

Inc

(Class

A)

14,946,366‌

15,728

Moody's

Corp

5,548,052‌

91,677

Morgan

Stanley

8,393,946‌

32,118

*

Open

Lending

Corp

362,612‌

101,761

*

PayPal

Holdings,

Inc

7,715,519‌

23,231

S&P

Global,

Inc

9,164,862‌

19,202

State

Street

Corp

1,390,993‌

1,079

T

Rowe

Price

Group,

Inc

132,997‌

45,616

Visa,

Inc

(Class

A)

10,844,292‌

13,008

*

WEX,

Inc

2,463,065‌

TOTAL

FINANCIAL

SERVICES

107,539,481‌

FOOD,

BEVERAGE

&

TOBACCO

-

4

.3

%

70,973

Archer-Daniels-Midland

Co

6,029,866‌

17,950

Bunge

Ltd

1,950,627‌

196,522

Coca-Cola

Co

12,170,607‌

46,341

*

Darling

International,

Inc

3,209,114‌

81,822

General

Mills,

Inc

6,115,376‌

87

*

Hain

Celestial

Group,

Inc

1,102‌

38,355

Hormel

Foods

Corp

1,567,952‌

6,455

Kellogg

Co

431,775‌

127,363

Keurig

Dr

Pepper,

Inc

4,331,616‌

44,590

Lamb

Weston

Holdings,

Inc

4,620,862‌

11,256

McCormick

&

Co,

Inc

1,007,187‌

68,016

PepsiCo,

Inc

12,750,279‌

3,305

*

Vital

Farms,

Inc

38,669‌

TOTAL

FOOD,

BEVERAGE

&

TOBACCO

54,225,032‌

HEALTH

CARE

EQUIPMENT

&

SERVICES

-

5

.7

%

126

*

Acadia

Healthcare

Co,

Inc

9,958‌

43

*

AMN

Healthcare

Services,

Inc

4,607‌

11,386

*

Angiodynamics,

Inc

98,944‌

6,744

*

AxoGen,

Inc

58,268‌

28,701

*

Cerus

Corp

88,112‌

24,086

Cigna

Corp

7,107,779‌

8,877

*

CryoLife,

Inc

154,637‌

47,352

*

Dexcom,

Inc

5,898,165‌

78,493

*

Edwards

Lifesciences

Corp

6,441,921‌

16,292

Elevance

Health,

Inc

7,683,796‌

295

Encompass

Health

Corp

19,479‌

14,996

*

Enhabit,

Inc

205,895‌

9,467

*

Envista

Holdings

Corp

325,759‌

6,370

*

Fulgent

Genetics,

Inc

247,347‌

24,807

HCA

Healthcare,

Inc

6,767,598‌

16,334

*

Health

Catalyst,

Inc

229,166‌

6,341

*

Hologic,

Inc

503,602‌

11,236

*

IDEXX

Laboratories,

Inc

6,232,946‌

1,649

*

Insulet

Corp

456,361‌

90

*

Integer

Holding

Corp

8,323‌

5,255

LeMaitre

Vascular,

Inc

332,274‌

62

*

LivaNova

plc

3,624‌

7,558

*

NextGen

Healthcare,

Inc

125,690‌

13,518

*

Omnicell,

Inc

853,662‌

122,939

*

Opko

Health,

Inc

228,667‌

17,854

*

OraSure

Technologies,

Inc

84,271‌

5,698

*

Orthofix

Medical

Inc

112,194‌

49

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

HEALTH

CARE

EQUIPMENT

&

SERVICES—continued

7,973

*

Outset

Medical,

Inc

$

164,084‌

11,126

*

Penumbra,

Inc

3,375,183‌

586

*

RadNet,

Inc

19,385‌

12,615

Resmed,

Inc

2,804,945‌

5,277

*

Shockwave

Medical

Inc

1,375,186‌

10,364

*

SI-BONE,

Inc

266,977‌

2,949

*

Staar

Surgical

Co

161,517‌

49,184

*

Teladoc,

Inc

1,464,208‌

2,029

*

UFP

Technologies,

Inc

394,975‌

33,139

UnitedHealth

Group,

Inc

16,780,595‌

6,424

*

Varex

Imaging

Corp

149,615‌

TOTAL

HEALTH

CARE

EQUIPMENT

&

SERVICES

71,239,715‌

HOUSEHOLD

&

PERSONAL

PRODUCTS

-

1

.8

%

80,172

Colgate-Palmolive

Co

6,113,917‌

1,875

Kimberly-Clark

Corp

242,063‌

102,181

Procter

&

Gamble

Co

15,970,890‌

TOTAL

HOUSEHOLD

&

PERSONAL

PRODUCTS

22,326,870‌

INSURANCE

-

2

.4

%

146,974

*

Genworth

Financial,

Inc

(Class

A)

861,268‌

44,265

Marsh

&

McLennan

Cos,

Inc

8,340,411‌

8,968

ProAssurance

Corp

150,662‌

57,535

Progressive

Corp

7,248,259‌

57,650

Prudential

Financial,

Inc

5,562,649‌

18,318

Selective

Insurance

Group,

Inc

1,890,235‌

35,499

Travelers

Cos,

Inc

6,127,482‌

TOTAL

INSURANCE

30,180,966‌

MATERIALS

-

2

.4

%

36,860

*

Allegheny

Technologies,

Inc

1,757,485‌

17,080

*

Arconic

Corp

510,521‌

86,588

Ball

Corp

5,081,850‌

4,887

*

Clearwater

Paper

Corp

157,508‌

34,438

*

Coeur

Mining,

Inc

106,069‌

16,584

Commercial

Metals

Co

948,937‌

81

Compass

Minerals

International,

Inc

3,067‌

37,362

Ecolab,

Inc

6,842,477‌

44,407

Graphic

Packaging

Holding

Co

1,074,649‌

5,887

Hawkins,

Inc

275,217‌

34

Innospec,

Inc

3,643‌

6,388

International

Flavors

&

Fragrances,

Inc

540,489‌

6,031

Koppers

Holdings,

Inc

230,746‌

3,959

Myers

Industries,

Inc

77,636‌

122,312

Newmont

Goldcorp

Corp

5,249,631‌

6,517

PPG

Industries,

Inc

937,796‌

19,577

Royal

Gold,

Inc

2,351,981‌

5,769

Ryerson

Holding

Corp

245,125‌

2,888

Schnitzer

Steel

Industries,

Inc

(Class

A)

104,574‌

23,934

Steel

Dynamics,

Inc

2,550,886‌

10,324

Trinseo

plc

181,909‌

29,586

Valvoline,

Inc

1,123,380‌

TOTAL

MATERIALS

30,355,576‌

MEDIA

&

ENTERTAINMENT

-

4

.2

%

1

*

Atlanta

Braves

Holdings,

Inc

36‌

8,442

*

Charter

Communications,

Inc

3,420,614‌

248,510

Comcast

Corp

(Class

A)

11,247,563‌

38,397

Electronic

Arts,

Inc

5,235,431‌

5,935

*

Liberty

Media

Group

(Class

C)

430,881‌

6,347

*

MediaAlpha,

Inc

64,358‌

25,069

*

Netflix,

Inc

11,004,539‌

177,468

*

Pinterest,

Inc

5,144,797‌

Social

Choice

Low

Carbon

Equity

Fund

July

31,

2023

50

Portfolio

of

Investments

(continued)

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

MEDIA

&

ENTERTAINMENT—continued

7,377

*

Roku,

Inc

$

710,184‌

13,672

*

Take-Two

Interactive

Software,

Inc

2,090,996‌

40,872

*

Vimeo,

Inc

168,393‌

104,368

*

Walt

Disney

Co

9,277,271‌

69,536

*

Warner

Bros

Discovery,

Inc

908,835‌

20,235

*

Yelp,

Inc

911,587‌

22,813

*

ZipRecruiter,

Inc

422,497‌

81,361

*

ZoomInfo

Technologies,

Inc

2,080,401‌

TOTAL

MEDIA

&

ENTERTAINMENT

53,118,383‌

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES

-

7

.4

%

21,113

*

Aclaris

Therapeutics,

Inc

208,385‌

22,005

Agilent

Technologies,

Inc

2,679,549‌

24,261

*,e

Allogene

Therapeutics,

Inc

120,335‌

34,033

Amgen,

Inc

7,968,827‌

11,312

*

Arcellx,

Inc

387,436‌

11,247

*

Biogen,

Inc

3,038,827‌

17,715

*

Biohaven

Ltd

352,174‌

129,807

Bristol-Myers

Squibb

Co

8,072,697‌

6,343

*,e

Cassava

Sciences,

Inc

139,419‌

29,235

*

Cymabay

Therapeutics,

Inc

381,517‌

38,542

Danaher

Corp

9,830,523‌

35,699

Eli

Lilly

&

Co

16,226,980‌

5,238

*

Entrada

Therapeutics,

Inc

90,984‌

10,787

*

Erasca,

Inc

28,478‌

104,629

Gilead

Sciences,

Inc

7,966,452‌

11,521

*

Illumina,

Inc

2,213,760‌

16,081

*

Immunovant,

Inc

367,129‌

22,350

*

Intellia

Therapeutics,

Inc

946,076‌

3,226

*

IQVIA

Holdings,

Inc

721,850‌

120,326

Merck

&

Co,

Inc

12,832,768‌

7,717

*

Nurix

Therapeutics,

Inc

74,932‌

35,444

*

Nuvation

Bio,

Inc

65,571‌

7,336

*,e

Phathom

Pharmaceuticals,

Inc

111,581‌

25,776

*

Point

Biopharma

Global,

Inc

230,437‌

10,163

*

Regeneron

Pharmaceuticals,

Inc

7,540,031‌

27,104

*,e

Sana

Biotechnology,

Inc

158,829‌

7,756

*

Tango

Therapeutics,

Inc

26,215‌

7,168

*,e

Tarsus

Pharmaceuticals,

Inc

157,768‌

18,384

*,e

Theravance

Biopharma,

Inc

181,818‌

3,424

West

Pharmaceutical

Services,

Inc

1,260,169‌

42,369

Zoetis,

Inc

7,969,185‌

TOTAL

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES

92,350,702‌

REAL

ESTATE

MANAGEMENT

&

DEVELOPMENT

-

0

.3

%

41,029

*

CBRE

Group,

Inc

3,418,126‌

2,503

*

Howard

Hughes

Corp

211,328‌

32,684

*

Realogy

Holdings

Corp

273,892‌

4,386

*

Tejon

Ranch

Co

77,238‌

TOTAL

REAL

ESTATE

MANAGEMENT

&

DEVELOPMENT

3,980,584‌

SEMICONDUCTORS

&

SEMICONDUCTOR

EQUIPMENT

-

7

.4

%

62,999

Applied

Materials,

Inc

9,550,018‌

7,282

*

Cirrus

Logic,

Inc

588,386‌

30,342

*

First

Solar,

Inc

6,292,931‌

275,663

Intel

Corp

9,860,465‌

12,368

Lam

Research

Corp

8,886,284‌

106,653

Marvell

Technology,

Inc

6,946,310‌

8,636

*

Nanometrics,

Inc

1,073,628‌

79,126

NVIDIA

Corp

36,974,789‌

32,523

*

Rambus,

Inc

2,036,265‌

1,540

*

Silicon

Laboratories,

Inc

229,676‌

56,230

Texas

Instruments,

Inc

10,121,400‌

51

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

SEMICONDUCTORS

&

SEMICONDUCTOR

EQUIPMENT—continued

4,925

*,e

Wolfspeed,

Inc

$

324,557‌

TOTAL

SEMICONDUCTORS

&

SEMICONDUCTOR

EQUIPMENT

92,884,709‌

SOFTWARE

&

SERVICES

-

15

.0

%

35,223

Accenture

plc

11,142,796‌

24,542

*

Adobe,

Inc

13,404,104‌

47,207

*

Akamai

Technologies,

Inc

4,461,062‌

8,492

*

Altair

Engineering,

Inc

636,390‌

7,964

*

Ansys,

Inc

2,724,484‌

24,328

*

Autodesk,

Inc

5,157,293‌

31,114

*

Cadence

Design

Systems,

Inc

7,280,987‌

3,686

*

Commvault

Systems,

Inc

287,250‌

1,826

Dolby

Laboratories,

Inc

(Class

A)

161,802‌

68,918

*

DXC

Technology

Co

1,905,583‌

330

*

Elastic

NV

21,929‌

4,974

*

Fair

Isaac

Corp

4,168,063‌

4,662

*

Intapp,

Inc

191,422‌

8,242

InterDigital,

Inc

763,951‌

66,082

International

Business

Machines

Corp

9,527,703‌

19,413

Intuit,

Inc

9,933,632‌

224,188

Microsoft

Corp

75,309,233‌

50,547

*

Salesforce,

Inc

11,373,580‌

15,652

*

ServiceNow,

Inc

9,125,116‌

11,165

*

SPS

Commerce,

Inc

2,014,054‌

16,588

*

Synopsys,

Inc

7,494,458‌

28,824

*

VMware,

Inc

(Class

A)

4,543,527‌

26,094

*

Workday,

Inc

6,187,670‌

TOTAL

SOFTWARE

&

SERVICES

187,816,089‌

TECHNOLOGY

HARDWARE

&

EQUIPMENT

-

4

.4

%

28,112

Avnet,

Inc

1,363,432‌

8,954

Badger

Meter,

Inc

1,474,187‌

10,055

Benchmark

Electronics,

Inc

266,558‌

44,657

*

Ciena

Corp

1,884,525‌

221,231

Cisco

Systems,

Inc

11,512,861‌

9,052

CTS

Corp

403,991‌

8,113

*

ePlus,

Inc

457,168‌

11,300

*

Fabrinet

1,397,132‌

5,222

*

FARO

Technologies,

Inc

86,633‌

32,839

*

Harmonic,

Inc

489,958‌

381,016

Hewlett

Packard

Enterprise

Co

6,622,058‌

205,806

HP,

Inc

6,756,611‌

9,609

*

Insight

Enterprises,

Inc

1,409,544‌

37,364

*

Keysight

Technologies,

Inc

6,018,593‌

7,284

*

Kimball

Electronics,

Inc

212,547‌

25,579

*

Knowles

Corp

467,328‌

5,528

Littelfuse,

Inc

1,683,829‌

172

*,e

Lumentum

Holdings,

Inc

9,006‌

600

Methode

Electronics,

Inc

20,184‌

47,269

*,e

Microvision,

Inc

189,076‌

40,678

*

Mirion

Technologies,

Inc

307,119‌

39,633

National

Instruments

Corp

2,338,347‌

8,531

*

Netgear,

Inc

116,363‌

2,868

*

Novanta,

Inc

507,349‌

4,734

*

OSI

Systems,

Inc

564,435‌

7,569

*,e

PAR

Technology

Corp

261,812‌

7,905

*

Plexus

Corp

778,563‌

21,532

*

Ribbon

Communications,

Inc

68,472‌

5,484

*

Rogers

Corp

924,657‌

73,557

*

Trimble

Inc

3,957,367‌

2,890

*

Vishay

Precision

Group,

Inc

108,115‌

48,593

Vontier

Corp

1,502,981‌

Social

Choice

Low

Carbon

Equity

Fund

July

31,

2023

52

Portfolio

of

Investments

(continued)

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

TECHNOLOGY

HARDWARE

&

EQUIPMENT—continued

34,198

Xerox

Holdings

Corp

$

546,484‌

TOTAL

TECHNOLOGY

HARDWARE

&

EQUIPMENT

54,707,285‌

TELECOMMUNICATION

SERVICES

-

0

.7

%

6,905

*

Bandwidth

Inc

104,611‌

21,856

*

Consolidated

Communications

Holdings,

Inc

78,244‌

7,122

Iridium

Communications,

Inc

374,261‌

243,313

Verizon

Communications,

Inc

8,292,107‌

TOTAL

TELECOMMUNICATION

SERVICES

8,849,223‌

TRANSPORTATION

-

2

.3

%

4,518

CH

Robinson

Worldwide,

Inc

452,613‌

225,206

CSX

Corp

7,503,864‌

27,646

Expeditors

International

of

Washington,

Inc

3,519,336‌

10,134

*

GXO

Logistics,

Inc

679,687‌

17,514

Old

Dominion

Freight

Line

7,346,948‌

1,512

Ryder

System,

Inc

154,451‌

47,614

United

Parcel

Service,

Inc

(Class

B)

8,910,008‌

TOTAL

TRANSPORTATION

28,566,907‌

UTILITIES

-

1

.4

%

69,039

Consolidated

Edison,

Inc

6,549,040‌

68,280

Essential

Utilities

Inc

2,887,561‌

78,228

Eversource

Energy

5,658,231‌

7,098

ONE

Gas,

Inc

561,665‌

28,346

*,e

Sunnova

Energy

International,

Inc

500,590‌

62,543

UGI

Corp

1,688,036‌

TOTAL

UTILITIES

17,845,123‌

TOTAL

COMMON

STOCKS

1,246,091,562‌

(Cost

$1,043,899,344)

TOTAL

LONG-TERM

INVESTMENTS

1,246,091,562‌

(Cost

$1,043,899,344)

PRINCIPAL

RATE

MATURITY

DATE

SHORT-TERM

INVESTMENTS

-

0.4%

REPURCHASE

AGREEMENT

-

0

.2

%

$

2,725,000

r

Fixed

Income

Clearing

Corp

(FICC)

5

.300

%

08/01/23

2,725,000‌

TOTAL

REPURCHASE

AGREEMENT

2,725,000‌

TREASURY

DEBT

-

0

.2

%

3,000,000

United

States

Treasury

Bill

0

.000

08/08/23

2,996,947‌

TOTAL

TREASURY

DEBT

2,996,947‌

TOTAL

SHORT-TERM

INVESTMENTS

5,721,947‌

(Cost

$5,721,996)

SHARES

EXP

INVESTMENTS

PURCHASED

WITH

COLLATERAL

FROM

SECURITIES

LENDING

-

0.1%

896,137

c

State

Street

Navigator

Securities

Lending

Government

Money

Market

Portfolio

5

.340

896,137‌

TOTAL

INVESTMENTS

PURCHASED

WITH

COLLATERAL

FROM

SECURITIES

LENDING

896,137‌

(Cost

$896,137)

TOTAL

INVESTMENTS

-

100.0%

1,252,709,646‌

(Cost

$1,050,517,477)

OTHER

ASSETS

&

LIABILITIES,

NET

-

(0.0)%

(

305,552‌

)

NET

ASSETS

-

100.0%

$

1,252,404,094‌

53

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

$1,976,831.

r

Agreement

with

Fixed

Income

Clearing

Corp

(FICC),

5.300%

dated

7/31/23

to

be

repurchased

at

$2,725,000

on

8/1/23,

collateralized

by

Government

Agency

Securities,

with

coupon

rate

1.375%

and

maturity

date

10/31/28,

valued

at

$2,779,513.

Futures

Contracts

-

Long

Description

Number

of

Contracts

Expiration

Date

Notional

Amount

Value

Unrealized

Appreciation

(Depreciation)

S&P

500

E

Mini

Index

23‌

09/15/23

 $

5,202,138‌

$

5,306,675‌

$

104,537‌

Emerging

Markets

Equity

Fund

July

31,

2023

Portfolio

of

Investments

54

(Unaudited)

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

LONG-TERM

INVESTMENTS

-

99.4%

COMMON

STOCKS

-

99.4%

AUSTRALIA

-

1

.0

%

2,695,503

Glencore

Xstrata

plc

$

16,392,523‌

TOTAL

AUSTRALIA

16,392,523‌

BRAZIL

-

15

.9

%

6,892,655

Arcos

Dorados

Holdings,

Inc

77,887,001‌

4,677,900

Banco

Bradesco

S.A.

(Preference)

16,480,849‌

7,514,600

*

Cia

Brasileira

de

Distribuicao

32,894,998‌

4,925,300

*

Embraer

S.A.

19,279,366‌

1,277,500

Localiza

Rent

A

Car

18,159,884‌

23,607,900

*

Magazine

Luiza

S.A.

16,724,603‌

1,247,971

*

Pagseguro

Digital

Ltd

14,176,950‌

23,019,311

Raizen

S.A.

20,250,665‌

8,386,141

Sendas

Distribuidora

S.A.

23,888,199‌

4,497,500

Ultrapar

Participacoes

S.A.

17,966,222‌

1,195,800

Vale

S.A.

17,489,089‌

TOTAL

BRAZIL

275,197,826‌

CANADA

-

1

.1

%

1,136,250

e

Pan

American

Silver

Corp

19,179,900‌

TOTAL

CANADA

19,179,900‌

CHINA

-

26

.4

%

9,044,908

*

Alibaba

Group

Holding

Ltd

115,588,291‌

3,257,858

*

Baidu,

Inc

63,693,687‌

905,373

*,e

Baozun,

Inc

(ADR)

4,671,725‌

3,576,738

China

Merchants

Bank

Co

Ltd

(Class

A)

17,851,565‌

1,102,337

Contemporary

Amperex

Technology

Co

Ltd

36,752,968‌

17,708,000

CSPC

Pharmaceutical

Group

Ltd

14,791,051‌

8,047,539

Foxconn

Industrial

Internet

Co

Ltd

25,203,853‌

11,908,000

Geely

Automobile

Holdings

Ltd

17,376,549‌

3,780,527

*

HUYA,

Inc

(ADR)

12,967,208‌

269,361

*

iClick

Interactive

Asia

Group

Ltd

(ADR)

826,938‌

1,222,900

JD.com,

Inc

25,318,403‌

128,341

*

Pinduoduo,

Inc

(ADR)

11,527,589‌

2,762,371

Ping

An

Insurance

Group

Co

of

China

Ltd

(Class

A)

20,411,103‌

712,000

Silergy

Corp

7,531,094‌

1,820,476

Tencent

Holdings

Ltd

83,671,117‌

TOTAL

CHINA

458,183,141‌

HONG

KONG

-

1

.4

%

1,812,362

*

Melco

Crown

Entertainment

Ltd

(ADR)

24,684,370‌

22,290

*,†

Mongolian

Metals

Corporation

0‌

TOTAL

HONG

KONG

24,684,370‌

INDIA

-

14

.8

%

2,571,833

Axis

Bank

Ltd

29,857,678‌

22,956,912

Edelweiss

Capital

Ltd

13,333,028‌

710,272

HDFC

Bank

Ltd

14,259,482‌

320,684

HDFC

Bank

Ltd

(ADR)

21,896,303‌

1,994,731

Mahindra

&

Mahindra

Ltd

35,814,410‌

255,076

*,†

Nuvama

Wealth

Management

Ltd

7,564,010‌

2,400,529

Piramal

Healthcare

Ltd

29,556,370‌

9,928,597

*

Piramal

Pharma

Ltd

12,594,314‌

2,678,512

Reliance

Industries

Ltd

83,148,941‌

2,678,512

*,†

Reliance

Strategic

Investments

Ltd

8,234,311‌

TOTAL

INDIA

256,258,847‌

55

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

INDONESIA

-

3

.5

%

54,229,500

Astra

International

Tbk

PT

$

24,644,290‌

1,579,844,000

*

GoTo

Gojek

Tokopedia

Tbk

PT

11,859,391‌

62,597,400

PT

Bank

Mandiri

Persero

Tbk

23,796,108‌

TOTAL

INDONESIA

60,299,789‌

KOREA,

REPUBLIC

OF

-

9

.1

%

506,546

Hynix

Semiconductor,

Inc

49,056,431‌

396,283

KB

Financial

Group,

Inc

15,871,687‌

1,344,387

Samsung

Electronics

Co

Ltd

73,608,721‌

108,876

*

SK

Innovation

Co

Ltd

18,467,449‌

TOTAL

KOREA,

REPUBLIC

OF

157,004,288‌

MACAU

-

1

.4

%

23,702,500

*,e

Wynn

Macau

Ltd

24,788,179‌

TOTAL

MACAU

24,788,179‌

MEXICO

-

6

.7

%

597,794

Fomento

Economico

Mexicano

SAB

de

C.V.

(ADR)

67,700,171‌

3,363,200

Grupo

Financiero

Banorte

S.A.

de

C.V.

31,876,588‌

3,207,638

Grupo

Televisa

SAB

(ADR)

17,032,558‌

TOTAL

MEXICO

116,609,317‌

PERU

-

0

.9

%

103,687

Credicorp

Ltd

16,284,043‌

TOTAL

PERU

16,284,043‌

SAUDI

ARABIA

-

2

.3

%

1,129,934

Al

Rajhi

Bank

22,460,321‌

2,071,064

g

Saudi

Arabian

Oil

Co

17,897,683‌

TOTAL

SAUDI

ARABIA

40,358,004‌

SINGAPORE

-

3

.3

%

847,598

*

Sea

Ltd

(ADR)

56,382,219‌

TOTAL

SINGAPORE

56,382,219‌

TAIWAN

-

10

.3

%

1,176,000

Delta

Electronics,

Inc

13,728,277‌

1,671,000

MediaTek,

Inc

36,770,205‌

7,092,400

Taiwan

Semiconductor

Manufacturing

Co

Ltd

128,071,714‌

TOTAL

TAIWAN

178,570,196‌

THAILAND

-

0

.7

%

2,672,000

PTT

Exploration

&

Production

PCL

(ADR)

12,477,587‌

TOTAL

THAILAND

12,477,587‌

UNITED

STATES

-

0

.6

%

97,817

Wynn

Resorts

Ltd

10,660,097‌

TOTAL

UNITED

STATES

10,660,097‌

TOTAL

COMMON

STOCKS

1,723,330,326‌

(Cost

$1,576,724,828)

TOTAL

LONG-TERM

INVESTMENTS

1,723,330,326‌

(Cost

$1,576,724,828)

PRINCIPAL

RATE

MATURITY

DATE

SHORT-TERM

INVESTMENTS

-

1.4%

GOVERNMENT

AGENCY

DEBT

-

0

.6

%

$

5,000,000

Federal

Home

Loan

Bank

(FHLB)

0

.000

%

08/09/23

4,994,371‌

Emerging

Markets

Equity

Fund

July

31,

2023

56

Portfolio

of

Investments

(continued)

Portfolio

of

Investments

(continued)

Principal

denominated

in

U.S.

Dollars,

unless

otherwise

noted. 

PRINCIPAL

DESCRIPTION

REFERENCERATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

GOVERNMENT

AGENCY

DEBT—continued

$

5,000,000

FHLB

0

.000

%

09/01/23

$

4,978,099‌

TOTAL

GOVERNMENT

AGENCY

DEBT

9,972,470‌

REPURCHASE

AGREEMENT

-

0

.6

%

8,270,000

r

Fixed

Income

Clearing

Corp

(FICC)

5

.300

08/01/23

8,270,000‌

2,112,000

s

Fixed

Income

Clearing

Corp

(FICC)

5

.280

08/01/23

2,112,000‌

TOTAL

REPURCHASE

AGREEMENT

10,382,000‌

TREASURY

DEBT

-

0

.2

%

4,000,000

United

States

Treasury

Bill

0

.000

08/08/23

3,995,929‌

TOTAL

TREASURY

DEBT

3,995,929‌

TOTAL

SHORT-TERM

INVESTMENTS

24,350,399‌

(Cost

$24,350,993)

SHARES

INVESTMENTS

PURCHASED

WITH

COLLATERAL

FROM

SECURITIES

LENDING

-

0.1%

940,574

c

State

Street

Navigator

Securities

Lending

Government

Money

Market

Portfolio

5

.340

940,574‌

TOTAL

INVESTMENTS

PURCHASED

WITH

COLLATERAL

FROM

SECURITIES

LENDING

940,574‌

(Cost

$940,574)

TOTAL

INVESTMENTS

-

100.9%

1,748,621,299‌

(Cost

$1,602,016,395)

OTHER

ASSETS

&

LIABILITIES,

NET

-

(0.9)%

(

15,761,072‌

)

NET

ASSETS

-

100.0%

$

1,732,860,227‌

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

$14,682,646.

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),

5.300%

dated

7/31/23

to

be

repurchased

at

$8,270,000

on

8/1/23,

collateralized

by

Government

Agency

Securities,

with

coupon

rate

1.375%

and

maturity

date

10/31/28,

valued

at

$8,435,477.

s

Agreement

with

Fixed

Income

Clearing

Corp

(FICC),

5.280%

dated

7/31/23

to

be

repurchased

at

$2,112,000

on

8/1/23,

collateralized

by

Government

Agency

Securities,

with

coupon

rate

1.375%

and

maturity

date

10/31/28,

valued

at

$2,154,288.

Portfolio

of

Investments

International

Equity

Fund

July

31,

2023

57

(Unaudited)

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

LONG-TERM

INVESTMENTS

-

99.3%

COMMON

STOCKS

-

99.3%

AUSTRALIA

-

6

.4

%

4,419,809

BHP

Billiton

Ltd

$

137,552,706‌

1,630,505

Commonwealth

Bank

of

Australia

116,008,409‌

21,919,326

Glencore

Xstrata

plc

133,300,927‌

1,978,674

Woodside

Energy

Group

Ltd

51,000,673‌

TOTAL

AUSTRALIA

437,862,715‌

BRAZIL

-

1

.7

%

12,963,698

Banco

Bradesco

S.A.

(Preference)

45,672,790‌

11,272,400

Itau

Unibanco

Holding

S.A.

68,272,067‌

TOTAL

BRAZIL

113,944,857‌

CHINA

-

0

.7

%

455,419

*

Alibaba

Group

Holding

Ltd

(ADR)

46,525,605‌

TOTAL

CHINA

46,525,605‌

DENMARK

-

5

.0

%

564,157

DSV

AS

112,910,371‌

1,457,766

Novo

Nordisk

AS

235,067,964‌

TOTAL

DENMARK

347,978,335‌

FINLAND

-

1

.2

%

7,622,377

Nordea

Bank

Abp

86,297,876‌

TOTAL

FINLAND

86,297,876‌

FRANCE

-

13

.2

%

1,215,682

Airbus

SE

179,069,974‌

740,946

BNP

Paribas

S.A.

48,863,757‌

1,791,961

Compagnie

de

Saint-Gobain

121,192,745‌

636,296

Essilor

International

S.A.

128,006,966‌

184,726

Kering

106,063,263‌

114,225

LVMH

Moet

Hennessy

Louis

Vuitton

S.A.

106,088,470‌

2,120,153

Total

S.A.

128,813,090‌

750,005

Vinci

S.A.

88,086,127‌

TOTAL

FRANCE

906,184,392‌

GERMANY

-

7

.8

%

2,494,766

Bayer

AG.

145,902,457‌

1,472,304

Deutsche

Post

AG.

75,710,599‌

172,341

Dr

ING

hc

F

Porsche

AG.

21,074,316‌

869,020

HeidelbergCement

AG.

70,432,198‌

1,919,325

RWE

AG.

82,605,131‌

839,751

Siemens

AG.

143,128,964‌

TOTAL

GERMANY

538,853,665‌

HONG

KONG

-

0

.5

%

815,424

Hong

Kong

Exchanges

and

Clearing

Ltd

34,379,908‌

TOTAL

HONG

KONG

34,379,908‌

INDONESIA

-

0

.5

%

89,508,643

Bank

Rakyat

Indonesia

33,512,387‌

TOTAL

INDONESIA

33,512,387‌

IRELAND

-

2

.1

%

2,450,485

CRH

plc

145,977,673‌

TOTAL

IRELAND

145,977,673‌

International

Equity

Fund

July

31,

2023

58

Portfolio

of

Investments

(continued)

Portfolio

of

Investments

(continued)

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

ITALY

-

2

.4

%

7,633,210

Enel

S.p.A.

$

52,632,485‌

1,516,750

Moncler

S.p.A

109,469,323‌

TOTAL

ITALY

162,101,808‌

JAPAN

-

21

.5

%

5,201,500

Daiichi

Sankyo

Co

Ltd

160,204,169‌

452,016

Daikin

Industries

Ltd

91,397,051‌

3,140,179

*

Hitachi

Ltd

205,570,191‌

164,900

Keyence

Corp

73,997,548‌

10,752,000

Mitsubishi

UFJ

Financial

Group,

Inc

86,577,770‌

2,200,080

Nintendo

Co

Ltd

99,520,039‌

3,328,700

ORIX

Corp

64,032,597‌

2,458,200

Recruit

Holdings

Co

Ltd

85,141,351‌

2,523,500

SBI

Holdings,

Inc

53,289,480‌

1,150,800

Shiseido

Co

Ltd

50,455,751‌

2,056,059

Sony

Corp

192,583,287‌

3,055,800

Sumitomo

Mitsui

Financial

Group,

Inc

143,169,266‌

10,534,245

*

Toyota

Motor

Corp

177,120,147‌

TOTAL

JAPAN

1,483,058,647‌

KOREA,

REPUBLIC

OF

-

1

.9

%

92,338

LG

Chem

Ltd

46,972,876‌

1,569,087

Samsung

Electronics

Co

Ltd

85,911,637‌

TOTAL

KOREA,

REPUBLIC

OF

132,884,513‌

MEXICO

-

0

.6

%

337,616

Fomento

Economico

Mexicano

SAB

de

C.V.

(ADR)

38,235,012‌

TOTAL

MEXICO

38,235,012‌

NETHERLANDS

-

10

.3

%

212,963

ASML

Holding

NV

152,538,747‌

1,112,372

Heineken

NV

108,880,600‌

8,157,980

ING

Groep

NV

119,079,281‌

22,444,834

e

Koninklijke

KPN

NV

81,211,148‌

8,226,586

Shell

plc

249,329,331‌

TOTAL

NETHERLANDS

711,039,107‌

NORWAY

-

1

.4

%

3,207,549

Equinor

ASA

98,114,027‌

TOTAL

NORWAY

98,114,027‌

SPAIN

-

1

.7

%

14,487,145

Banco

Bilbao

Vizcaya

Argentaria

S.A.

114,830,532‌

TOTAL

SPAIN

114,830,532‌

SWITZERLAND

-

5

.1

%

138,303

Lonza

Group

AG.

80,359,009‌

1,669,236

Novartis

AG.

174,764,224‌

194,998

Zurich

Insurance

Group

AG

94,281,240‌

TOTAL

SWITZERLAND

349,404,473‌

TAIWAN

-

1

.2

%

845,809

Taiwan

Semiconductor

Manufacturing

Co

Ltd

(ADR)

83,861,962‌

TOTAL

TAIWAN

83,861,962‌

UNITED

KINGDOM

-

9

.3

%

1,598,694

Ashtead

Group

plc

118,277,439‌

1,817,939

AstraZeneca

plc

261,194,564‌

8,619,265

BP

plc

53,477,780‌

946,746

Diageo

plc

41,318,134‌

1,416,939

Reckitt

Benckiser

Group

plc

106,145,805‌

59

Principal

denominated

in

U.S.

Dollars,

unless

otherwise

noted. 

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

UNITED

KINGDOM—continued

1,137,103

Unilever

plc

$

61,099,836‌

TOTAL

UNITED

KINGDOM

641,513,558‌

UNITED

STATES

-

4

.8

%

24,048,688

Haleon

plc

103,804,270‌

415,265

Linde

plc

161,134,219‌

548,080

Nestle

S.A.

67,150,283‌

TOTAL

UNITED

STATES

332,088,772‌

TOTAL

COMMON

STOCKS

6,838,649,824‌

(Cost

$5,298,332,475)

TOTAL

LONG-TERM

INVESTMENTS

6,838,649,824‌

(Cost

$5,298,332,475)

PRINCIPAL

RATE

MATURITY

DATE

SHORT-TERM

INVESTMENTS

-

0.6%

REPURCHASE

AGREEMENT

-

0

.6

%

$

41,310,000

r

Fixed

Income

Clearing

Corp

(FICC)

5

.300

%

08/01/23

41,310,000‌

2,114,000

s

Fixed

Income

Clearing

Corp

(FICC)

5

.280

08/01/23

2,114,000‌

TOTAL

REPURCHASE

AGREEMENT

43,424,000‌

TOTAL

SHORT-TERM

INVESTMENTS

43,424,000‌

(Cost

$43,424,000)

SHARES

INVESTMENTS

PURCHASED

WITH

COLLATERAL

FROM

SECURITIES

LENDING

-

0.0%

1,083

c

State

Street

Navigator

Securities

Lending

Government

Money

Market

Portfolio

5

.340

1,083‌

TOTAL

INVESTMENTS

PURCHASED

WITH

COLLATERAL

FROM

SECURITIES

LENDING

1,083‌

(Cost

$1,083)

TOTAL

INVESTMENTS

-

99.9%

6,882,074,907‌

(Cost

$5,341,757,558)

OTHER

ASSETS

&

LIABILITIES,

NET

-

0.1%

3,551,935‌

NET

ASSETS

-

100.0%

$

6,885,626,842‌

ADR

American

Depositary

Receipt

*

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

$17,805,192.

r

Agreement

with

Fixed

Income

Clearing

Corp

(FICC),

5.300%

dated

7/31/23

to

be

repurchased

at

$41,310,000

on

8/1/23,

collateralized

by

Government

Agency

Securities,

with

coupon

rate

1.375%

and

maturity

date

10/31/28,

valued

at

$42,136,239.

s

Agreement

with

Fixed

Income

Clearing

Corp

(FICC),

5.280%

dated

7/31/23

to

be

repurchased

at

$2,114,000

on

8/1/23,

collateralized

by

Government

Agency

Securities,

with

coupon

rate

1.500%

and

maturity

date

11/30/28,

valued

at

$2,156,289.

International

Opportunities

Fund

July

31,

2023

Portfolio

of

Investments

60

(Unaudited)

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

LONG-TERM

INVESTMENTS

-

99.3%

COMMON

STOCKS

-

99.3%

AUSTRALIA

-

3

.5

%

1,767,689

Australia

&

New

Zealand

Banking

Group

Ltd

$

30,667,928‌

146,823

*

Flutter

Entertainment

plc

29,222,647‌

512,245

Mineral

Resources

Ltd

24,750,026‌

TOTAL

AUSTRALIA

84,640,601‌

BRAZIL

-

5

.3

%

4,563,500

Itau

Unibanco

Holding

S.A.

27,639,152‌

1,761,000

Localiza

Rent

A

Car

25,032,920‌

28,696,600

*

Magazine

Luiza

S.A.

20,329,603‌

3,480,644

*

NU

Holdings

Ltd

27,705,926‌

3,106,800

*

Petro

Rio

S.A.

29,972,449‌

TOTAL

BRAZIL

130,680,050‌

CANADA

-

11

.7

%

956,734

Alimentation

Couche-Tard,

Inc

48,437,085‌

418,013

e

Bank

of

Montreal

38,845,268‌

1,064,343

e

Cameco

Corp

37,419,286‌

763,262

Dollarama,

Inc

50,276,372‌

1,152,197

*

Lightspeed

Commerce,

Inc

20,245,254‌

370,591

Nutrien

Ltd

25,537,940‌

584,994

*

Shopify,

Inc

(Class

A)

39,518,648‌

846,253

Suncor

Energy,

Inc

26,478,898‌

TOTAL

CANADA

286,758,751‌

CHINA

-

4

.2

%

1,299,407

JD.com,

Inc

26,902,371‌

1,275,550

*,g

Meituan

Dianping

(Class

B)

24,350,397‌

1,092,900

Tencent

Holdings

Ltd

50,230,909‌

TOTAL

CHINA

101,483,677‌

DENMARK

-

4

.1

%

205,162

Carlsberg

AS

(Class

B)

30,770,632‌

426,938

Novo

Nordisk

AS

68,844,688‌

TOTAL

DENMARK

99,615,320‌

FRANCE

-

6

.3

%

175,402

Essilor

International

S.A.

35,286,530‌

97,529

L'Oreal

S.A.

45,361,656‌

53,437

LVMH

Moet

Hennessy

Louis

Vuitton

S.A.

49,630,550‌

162,041

Teleperformance

23,502,232‌

TOTAL

FRANCE

153,780,968‌

GERMANY

-

5

.8

%

509,065

Bayer

AG.

29,771,864‌

228,509

Beiersdorf

AG.

29,593,137‌

164,525

Deutsche

Boerse

AG.

31,523,241‌

221,008

Dr

ING

hc

F

Porsche

AG.

27,025,446‌

796,928

*

HelloFresh

SE

22,724,473‌

TOTAL

GERMANY

140,638,161‌

INDIA

-

1

.0

%

411,768

g

Larsen

&

Toubro

Infotech

Ltd

24,536,939‌

TOTAL

INDIA

24,536,939‌

61

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

INDONESIA

-

1

.6

%

104,326,200

Bank

Rakyat

Indonesia

$

39,060,138‌

TOTAL

INDONESIA

39,060,138‌

IRELAND

-

3

.2

%

731,447

CRH

plc

43,572,979‌

375,292

Keywords

Studios

plc

8,486,334‌

686,571

Smurfit

Kappa

Group

plc

27,168,314‌

TOTAL

IRELAND

79,227,627‌

ITALY

-

5

.9

%

734,877

Amplifon

S.p.A.

24,862,421‌

2,626,022

Davide

Campari-Milano

NV

35,317,054‌

156,744

Ferrari

NV

50,250,034‌

461,797

Moncler

S.p.A

33,329,557‌

TOTAL

ITALY

143,759,066‌

JAPAN

-

11

.9

%

730,800

BayCurrent

Consulting,

Inc

23,600,987‌

78,200

Disco

Corp

14,699,708‌

273,900

GMO

Payment

Gateway,

Inc

20,895,520‌

1,517,500

MonotaRO

Co

Ltd

18,520,841‌

443,900

Murata

Manufacturing

Co

Ltd

26,368,413‌

2,169,500

Nikon

Corp

28,675,943‌

745,500

Oriental

Land

Co

Ltd

28,592,560‌

281,400

Paltac

Corp

9,454,673‌

878,500

Recruit

Holdings

Co

Ltd

30,427,417‌

131,499

*

SHIFT,

Inc

31,107,051‌

981,700

TechnoPro

Holdings,

Inc

25,416,260‌

218,600

Tokyo

Electron

Ltd

32,809,003‌

TOTAL

JAPAN

290,568,376‌

NETHERLANDS

-

6

.8

%

18,806

*,g

Adyen

NV

34,904,211‌

100,114

ASML

Holding

NV

71,708,532‌

4,078,670

ING

Groep

NV

59,534,970‌

TOTAL

NETHERLANDS

166,147,713‌

NORWAY

-

2

.3

%

976,076

e

Aker

BP

ASA

27,342,398‌

906,566

Equinor

ASA

27,730,470‌

TOTAL

NORWAY

55,072,868‌

PHILIPPINES

-

1

.1

%

7,992,434

BDO

Unibank,

Inc

21,136,393‌

5,869,880

Robinsons

Retail

Holdings,

Inc

5,829,803‌

TOTAL

PHILIPPINES

26,966,196‌

PORTUGAL

-

1

.3

%

1,168,319

Jeronimo

Martins

SGPS

S.A.

31,808,396‌

TOTAL

PORTUGAL

31,808,396‌

SPAIN

-

1

.5

%

515,490

Amadeus

IT

Holding

S.A.

36,979,237‌

142,139

*,†,e

Let's

GOWEX

S.A.

1,563‌

TOTAL

SPAIN

36,980,800‌

SWEDEN

-

1

.1

%

197,224

g

Evolution

Gaming

Group

AB

24,320,202‌

355,281

Hexagon

AB

3,444,736‌

TOTAL

SWEDEN

27,764,938‌

SWITZERLAND

-

3

.5

%

7,015

Givaudan

S.A.

23,678,925‌

International

Opportunities

Fund

July

31,

2023

62

Portfolio

of

Investments

(continued)

Portfolio

of

Investments

(continued)

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

SWITZERLAND—continued

61,740

Lonza

Group

AG.

$

35,873,157‌

700,399

*

On

Holding

AG.

25,214,364‌

TOTAL

SWITZERLAND

84,766,446‌

TAIWAN

-

3

.8

%

1,197,540

Dadi

Early-Childhood

Education

Group

Ltd

3,793,681‌

1,281,000

Eclat

Textile

Co

Ltd

22,160,709‌

2,507,349

Hota

Industrial

Manufacturing

Co

Ltd

5,339,819‌

2,938,000

Taiwan

Semiconductor

Manufacturing

Co

Ltd

53,053,225‌

97,920

Taiwan

Semiconductor

Manufacturing

Co

Ltd

(ADR)

9,708,768‌

TOTAL

TAIWAN

94,056,202‌

UNITED

KINGDOM

-

8

.2

%

781,329

Ashtead

Group

plc

57,805,680‌

3,799,007

Beazley

plc

26,766,488‌

800,564

Compass

Group

plc

20,828,776‌

5,388,784

*

Darktrace

plc

25,556,611‌

400,852

Dechra

Pharmaceuticals

plc

19,109,583‌

2,133,758

Electrocomponents

plc

21,493,291‌

737,259

Fevertree

Drinks

plc

12,697,480‌

8,564,778

Tritax

Big

Box

REIT

plc

15,187,120‌

TOTAL

UNITED

KINGDOM

199,445,029‌

UNITED

STATES

-

5

.2

%

173,691

Ferguson

plc

27,933,046‌

89,522

Linde

plc

34,736,993‌

74,846

*

Lululemon

Athletica,

Inc

28,331,456‌

119,158

Roche

Holding

AG.

36,945,098‌

TOTAL

UNITED

STATES

127,946,593‌

TOTAL

COMMON

STOCKS

2,425,704,855‌

(Cost

$1,811,156,085)

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)

TOTAL

LONG-TERM

INVESTMENTS

2,425,704,855‌

(Cost

$1,811,156,085)

PRINCIPAL

DESCRIPTION

REFERENCERATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

SHORT-TERM

INVESTMENTS

-

0.1%

GOVERNMENT

AGENCY

DEBT

-

0

.1

%

$

1,100,000

Federal

Home

Loan

Bank

(FHLB)

0

.000

%

08/30/23

1,095,517‌

TOTAL

GOVERNMENT

AGENCY

DEBT

1,095,517‌

TOTAL

SHORT-TERM

INVESTMENTS

1,095,517‌

(Cost

$1,095,348)

63

SHARES

DESCRIPTION

RATE

VALUE

INVESTMENTS

PURCHASED

WITH

COLLATERAL

FROM

SECURITIES

LENDING

-

0.7%

17,476,048

c

State

Street

Navigator

Securities

Lending

Government

Money

Market

Portfolio

5

.340

%

$

17,476,048‌

TOTAL

INVESTMENTS

PURCHASED

WITH

COLLATERAL

FROM

SECURITIES

LENDING

17,476,048‌

(Cost

$17,476,048)

TOTAL

INVESTMENTS

-

100.1%

2,444,276,420‌

(Cost

$1,829,727,481)

OTHER

ASSETS

&

LIABILITIES,

NET

-

(0.1)%

(

2,380,415‌

)

NET

ASSETS

-

100.0%

$

2,441,896,005‌

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

$26,906,695.

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.

Quant

International

Small-Cap

Equity

Fund

July

31,

2023

Portfolio

of

Investments

64

(Unaudited)

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

LONG-TERM

INVESTMENTS

-

99.8%

COMMON

STOCKS

-

99.8%

AUSTRALIA

-

6

.4

%

1,294,007

Abacus

Property

Group

$

2,316,252‌

24,070

*,†,h

Abacus

Storage

King

22,797‌

224,993

Altium

Ltd

5,789,612‌

305,792

AUB

Group

Ltd

5,907,014‌

5,069,951

Beach

Petroleum

Ltd

5,528,200‌

1,938,247

Charter

Hall

Long

Wale

REIT

5,364,595‌

4,187,632

g

Coronado

Global

Resources,

Inc

4,711,393‌

294,576

Growthpoint

Properties

Australia

Ltd

569,605‌

1,064,703

HomeCo

Daily

Needs

REIT

856,344‌

1,386,132

*,e

ioneer

Ltd

271,208‌

727,763

Iress

Market

Technology

Ltd

5,087,583‌

161,032

Jumbo

Interactive

Ltd

1,663,260‌

1,504,766

Macquarie

CountryWide

Trust

3,799,584‌

1,012,706

Nufarm

Ltd

3,666,313‌

2,256,660

OceanaGold

Corp

4,723,301‌

1,804,050

Perenti

Global

Ltd

1,452,121‌

4,482,640

Perseus

Mining

Ltd

5,270,628‌

292,972

Premier

Investments

Ltd

4,368,179‌

1,495,449

*

Silver

Lake

Resources

Ltd

902,723‌

228,908

SmartGroup

Corp

Ltd

1,392,902‌

609,204

Super

Retail

Group

Ltd

5,056,190‌

706,384

*

Telix

Pharmaceuticals

Ltd

5,372,703‌

625,271

*,e

Webjet

Ltd

3,318,979‌

TOTAL

AUSTRALIA

77,411,486‌

AUSTRIA

-

0

.6

%

131,886

g

BAWAG

Group

AG.

6,425,145‌

26,757

*

Raiffeisen

International

Bank

Holding

AG.

432,645‌

78,415

Uniqa

Versicherungen

AG.

640,512‌

TOTAL

AUSTRIA

7,498,302‌

BELGIUM

-

0

.2

%

28,004

Fagron

NV

498,321‌

20,267

Melexis

NV

2,184,887‌

TOTAL

BELGIUM

2,683,208‌

BRAZIL

-

2

.0

%

234,020

Blau

Farmaceutica

S.A.

1,028,377‌

290,200

Bradespar

S.A.

1,441,564‌

1,532,900

*

Embraer

S.A.

6,000,313‌

1,381,500

Enauta

Participacoes

S.A.

4,075,480‌

3,201,135

g

Locaweb

Servicos

de

Internet

S.A.

5,016,211‌

1,295,200

Metalurgica

Gerdau

S.A.

3,766,112‌

484,752

Petroreconcavo

S.A.

2,356,743‌

86,600

Randon

Participacoes

S.A.

227,820‌

TOTAL

BRAZIL

23,912,620‌

CANADA

-

6

.4

%

15,951

Alamos

Gold,

Inc

197,051‌

138,521

Atco

Ltd

3,953,991‌

9,673

*

ATS

Corp

438,665‌

625,799

B2Gold

Corp

2,168,810‌

71,728

Badger

Infrastructure

Solution

1,746,080‌

34,448

Boyd

Group

Services,

Inc

6,328,724‌

9,687

Brookfield

Reinsurance

Ltd

339,466‌

4,279

Calian

Group

Ltd

205,829‌

382,785

*

Celestica,

Inc

8,412,474‌

65

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

CANADA—continued

319,912

*

Chorus

Aviation,

Inc

$

778,764‌

1,349,047

Converge

Technology

Solutions

Corp

3,253,304‌

4,906

e

Corby

Spirit

and

Wine

Ltd

56,998‌

204,852

Crescent

Point

Energy

Corp

1,660,689‌

185,922

Definity

Financial

Corp

4,679,598‌

234,977

Dundee

Precious

Metals,

Inc

1,634,049‌

764,148

Enerflex

Ltd

6,200,572‌

261,563

Finning

International,

Inc

9,009,359‌

552,415

*

GoGold

Resources,

Inc

624,198‌

494,222

H&R

Real

Estate

Investment

Trust

3,856,629‌

884,265

*,e

Hut

8

Mining

Corp

3,145,037‌

94,047

*

Interfor

Corp

1,683,168‌

345,964

Martinrea

International,

Inc

3,875,091‌

47,352

g

Minto

Apartment

Real

Estate

REIT

NPV

541,156‌

111,759

NorthWest

Healthcare

Properties

Real

Estate

Investment

Trust

592,421‌

170,756

*

ShawCor

Ltd

2,602,810‌

153,700

Slate

Grocery

REIT

1,553,726‌

180,022

e

Topaz

Energy

Corp

2,928,352‌

363,119

*

Torex

Gold

Resources,

Inc

5,094,378‌

TOTAL

CANADA

77,561,389‌

CHILE

-

0

.3

%

2,974,032

Aguas

Andinas

S.A.

1,042,220‌

15,740,735

Colbun

S.A.

2,485,098‌

720,904

Inversiones

Aguas

Metropolitanas

S.A.

592,048‌

TOTAL

CHILE

4,119,366‌

CHINA

-

2

.1

%

33,400

g

Angelalign

Technology,

Inc

338,192‌

393,000

Beijing

Tong

Ren

Tang

Chinese

Medicine

Co

Ltd

700,819‌

3,240,000

China

BlueChemical

Ltd

809,816‌

2,582,000

g

China

New

Higher

Education

Group

Ltd

889,542‌

850,000

China

Oriental

Group

Co

Ltd

133,337‌

724,000

China

Shineway

Pharmaceutical

Group

Ltd

796,377‌

2,226,749

China

XLX

Fertiliser

Ltd

1,123,993‌

4,565,760

*,†

China

Zhongwang

Holdings

Ltd

5,854‌

8,258,000

Citic

Resources

Holdings

Ltd

424,569‌

1,500,000

Cofco

International

Ltd

566,815‌

114,000

Cosco

International

Holdings

Ltd

48,238‌

2,078,000

CSSC

Hong

Kong

Shipping

Co

Ltd

378,934‌

4,220,000

†,e

Fire

Rock

Holdings

Ltd

75,754‌

2,173,000

g

Greentown

Management

Holdings

Co

Ltd

1,929,001‌

614,000

g

Haitong

UniTrust

International

Leasing

Co

Ltd

69,282‌

1,202,000

Harbin

Power

Equipment

478,967‌

1,690,500

*,e

HUTCHMED

China

Ltd

5,026,437‌

5,143,200

e

Jinchuan

Group

International

Resources

Co

Ltd

291,060‌

144,315

*,e

Jinke

Smart

Services

Group

Co

Ltd

232,986‌

503,500

JNBY

Design

Ltd

591,931‌

3,074,000

Kinetic

Development

Group

Ltd

193,137‌

4,205,000

Lonking

Holdings

Ltd

752,038‌

13,542,800

e

Sihuan

Pharmaceutical

Holdings

1,325,998‌

899,000

Sinopec

Engineering

Group

Co

Ltd

405,722‌

2,010,000

Sinopec

Kantons

Holdings

Ltd

774,081‌

650,000

Tianjin

Port

Development

Holdings

Ltd

48,445‌

783,000

Tong

Ren

Tang

Technologies

Co

Ltd

706,769‌

127,000

Xinhua

Winshare

Publishing

and

Media

Co

Ltd

96,269‌

4,960,000

Yangzijiang

Shipbuilding

5,745,976‌

TOTAL

CHINA

24,960,339‌

Quant

International

Small-Cap

Equity

Fund

July

31,

2023

66

Portfolio

of

Investments

(continued)

Portfolio

of

Investments

(continued)

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

CZECH

REPUBLIC

-

0

.0

%

616

Philip

Morris

CR

$

480,277‌

TOTAL

CZECH

REPUBLIC

480,277‌

DENMARK

-

1

.1

%

343,233

Alm

Brand

AS

547,030‌

1,964

D/S

Norden

98,385‌

27,385

ISS

AS

553,347‌

51,169

*

Jyske

Bank

3,870,663‌

68,829

Matas

A.S.

1,011,454‌

18,931

PER

Aarsleff

A.S.

898,571‌

9,825

Solar

Holdings

AS

(B

Shares)

734,452‌

120,278

Sydbank

AS

5,768,321‌

TOTAL

DENMARK

13,482,223‌

EGYPT

-

0

.6

%

1,228,538

Abou

Kir

Fertilizers

&

Chemical

Industries

1,876,737‌

4,192,541

Centamin

plc

5,176,757‌

TOTAL

EGYPT

7,053,494‌

FINLAND

-

0

.4

%

68,460

Kemira

Oyj

1,073,839‌

173,617

Kesko

Oyj

(B

Shares)

3,473,849‌

TOTAL

FINLAND

4,547,688‌

FRANCE

-

2

.5

%

2,264,743

*

Air

France-KLM

3,910,924‌

13,435

Cie

des

Alpes

197,573‌

128,975

Cie

Plastic

Omnium

SA

2,511,758‌

266,864

Derichebourg

1,645,336‌

7,968

Inter

Parfums

S.A.

575,117‌

46,506

Nexans

S.A.

4,128,815‌

265,057

Rexel

S.A.

6,393,773‌

32,644

Sa

des

Ciments

Vicat

1,109,654‌

7,063

Sopra

Group

S.A.

1,535,744‌

256,884

SPIE

S.A.

7,711,130‌

TOTAL

FRANCE

29,719,824‌

GEORGIA

-

0

.0

%

15,690

TBC

Bank

Group

plc

501,380‌

TOTAL

GEORGIA

501,380‌

GERMANY

-

3

.0

%

2,551

Amadeus

Fire

AG

302,951‌

25,748

Aurubis

AG.

2,423,717‌

69,848

Cancom

SE

2,011,117‌

165

Cewe

Color

Holding

AG.

17,053‌

13,637

Eckert

&

Ziegler

Strahlen-

und

Medizintechnik

AG.

539,710‌

23,603

Elmos

Semiconductor

AG.

2,102,274‌

61,177

ElringKlinger

AG.

524,633‌

189,070

Hensoldt

AG.

6,428,384‌

4,665

Hornbach

Holding

AG.

&

Co

KGaA

377,330‌

103,390

Hugo

Boss

AG.

8,348,592‌

7,478

g

JOST

Werke

AG.

435,711‌

265,866

K&S

AG.

5,076,280‌

198,624

Kloeckner

&

Co

AG.

1,856,790‌

8,553

*

Medios

AG.

164,819‌

28,049

*,g

Montana

Aerospace

AG.

441,471‌

13,084

NORMA

Group

230,848‌

77,628

*

PVA

TePla

AG.

1,828,498‌

308,262

Schaeffler

AG.

1,965,775‌

12,822

*

TUI

AG.

103,865‌

67

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

GERMANY—continued

52,594

Wacker

Construction

Equipment

AG.

$

1,364,214‌

TOTAL

GERMANY

36,544,032‌

GREECE

-

0

.3

%

140,064

*

Aegean

Airlines

S.A.

2,010,881‌

121,421

Hellenic

Petroleum

S.A.

1,078,931‌

273,911

Holding

CO

ADMIE

IPTO

S.A.

719,435‌

17,759

Sarantis

S.A.

148,593‌

TOTAL

GREECE

3,957,840‌

HONG

KONG

-

0

.9

%

586,000

ASM

Pacific

Technology

5,715,897‌

358,000

China

Grand

Pharmaceutical

and

Healthcare

Holdings

Ltd

204,416‌

2,294,000

*

China

High

Speed

Transmission

Equipment

Group

Co

Ltd

780,619‌

2,132,000

Digital

China

Holdings

Ltd

845,241‌

1,066,200

Far

East

Consortium

252,033‌

441,000

e

Nissin

Foods

Co

Ltd

351,377‌

1,955,000

PCCW

Ltd

999,591‌

467,500

Stella

International

Holdings

Ltd

458,574‌

16,000

Texhong

Textile

Group

Ltd

11,805‌

3,594,000

Truly

International

Holdings

449,065‌

152,400

Vtech

Holdings

Ltd

950,422‌

1,240,000

Wasion

Group

Holdings

Ltd

483,341‌

TOTAL

HONG

KONG

11,502,381‌

INDIA

-

7

.6

%

410,044

Amara

Raja

Batteries

Ltd

3,166,426‌

41,591

*

Arvind

Fashions

Ltd

164,813‌

235,365

Astral

Polytechnik

Ltd

5,643,795‌

9,237

AstraZeneca

Pharma

India

Ltd

434,174‌

103,292

Bajaj

Electricals

Ltd

1,585,843‌

381,883

Bharat

Dynamics

Ltd

5,707,416‌

5,469

Blue

Dart

Express

Ltd

447,684‌

50,125

Caplin

Point

Laboratories

Ltd

554,401‌

1,042,518

Castrol

India

Ltd

1,835,905‌

58,394

g

Cochin

Shipyard

Ltd

475,347‌

1,544,663

Crompton

Greaves

Consumer

Electricals

Ltd

5,525,151‌

8,480

Cummins

India

Ltd

203,147‌

7,858

ESAB

India

Ltd

459,803‌

498,788

Finolex

Cables

Ltd

6,423,964‌

320,724

Finolex

Industries

Ltd

779,346‌

91,680

GMM

Pfaudler

Ltd

1,645,447‌

78,636

Godfrey

Phillips

India

Ltd

2,059,753‌

1,478,538

Greaves

Cotton

Ltd

2,451,459‌

442,666

Gujarat

Narmada

Valley

Fertilizers

Co

Ltd

3,195,603‌

45,097

Happiest

Minds

Technologies

Ltd

507,917‌

12,931

Hinduja

Global

Solutions

Ltd

165,865‌

1,713,976

g

Indian

Energy

Exchange

Ltd

2,558,349‌

2,553,850

*

Infibeam

Incorporation

Ltd

474,020‌

11,239

Ingersoll-Rand

India

Ltd

395,855‌

72,740

Jamna

Auto

Industries

Ltd

99,397‌

1,058,652

Jindal

Saw

Ltd

4,180,661‌

32,156

Kaveri

Seed

Co

Ltd

227,902‌

215,101

KPIT

Engineering

Ltd

2,836,676‌

8,650

*

Linde

India

Ltd

525,208‌

8,028

Merck

Ltd

524,981‌

3,762,191

Nagarjuna

Construction

Co

7,268,342‌

5,205,616

National

Aluminium

Co

Ltd

6,044,763‌

7,442,075

NBCC

India

Ltd

4,181,055‌

15,261

g

Nippon

Life

India

Asset

Management

Ltd

58,714‌

79,182

Oracle

Financial

Services

Software

Ltd

3,744,454‌

Quant

International

Small-Cap

Equity

Fund

July

31,

2023

68

Portfolio

of

Investments

(continued)

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

INDIA—continued

14,150

Ratnamani

Metals

&

Tubes

Ltd

$

460,465‌

1,393,010

REC

Ltd

3,439,792‌

137,985

RITES

Ltd

779,562‌

26,143

Route

Mobile

Ltd

477,484‌

2,989

SKF

India

Ltd

195,084‌

41,497

Sonata

Software

Ltd

533,746‌

97,836

Supreme

Industries

Ltd

4,226,223‌

986,126

Triveni

Turbine

Ltd

4,801,304‌

4,121

*

VST

Industries

Ltd

190,570‌

37,077

Zydus

Wellness

Ltd

662,813‌

TOTAL

INDIA

92,320,679‌

INDONESIA

-

1

.1

%

4,440,300

Bank

Pembangunan

Daerah

Jawa

Timur

Tbk

PT

194,337‌

877,100

Bumitama

Agri

Ltd

376,246‌

3,762,000

First

Pacific

Co

1,363,961‌

18,275,200

Golden

Agri-Resources

Ltd

3,441,386‌

28,824,237

Industri

Jamu

Dan

Farmasi

Sido

Muncul

Tbk

PT

1,223,310‌

2,663,700

Matahari

Department

Store

Tbk

PT

533,447‌

144,431,852

*

PT

Benakat

Petroleum

Energy

1,245,102‌

17,387,200

PT

Harum

Energy

Indonesia

Tbk

1,914,827‌

13,950,700

PT

Indika

Energy

Tbk

1,828,283‌

7,038,000

PT

Perusahaan

Perkebunan

London

Sumatra

Indonesia

Tbk

485,535‌

14,934,600

PT

Sawit

Sumbermas

Sarana

Tbk

1,183,478‌

TOTAL

INDONESIA

13,789,912‌

IRELAND

-

0

.3

%

42,935

Bank

of

Ireland

Group

plc

452,999‌

586,817

Cairn

Homes

plc

704,564‌

1,340,231

*,g

Glenveagh

Properties

plc

1,582,630‌

91,725

Origin

Enterprises

plc

322,725‌

TOTAL

IRELAND

3,062,918‌

ISRAEL

-

2

.0

%

62,547

Carasso

Motors

Ltd

284,610‌

143,841

First

International

Bank

Of

Israel

Ltd

6,080,518‌

76,361

Gazit

Globe

Ltd

264,748‌

207,401

Harel

Insurance

Investments

&

Finances

Ltd

1,635,784‌

8,815

IDI

Insurance

Co

Ltd

182,215‌

16,141

Ituran

Location

and

Control

Ltd

448,881‌

4,674

M

Yochananof

&

Sons

Ltd

212,556‌

26,182

Magic

Software

Enterprises

Ltd

331,384‌

48,447

*

Nova

Measuring

Instruments

Ltd

6,022,158‌

245,243

Plus500

Ltd

4,739,871‌

19,016

Rami

Levi

Chain

Stores

Hashikma

Marketing

Ltd

1,148,616‌

8,958

*

Scope

Metals

Group

Ltd

314,546‌

513,666

*

Shufersal

Ltd

2,723,951‌

TOTAL

ISRAEL

24,389,838‌

ITALY

-

2

.3

%

29,036

ACEA

S.p.A.

355,745‌

829,890

Banca

Popolare

di

Sondrio

SCARL

4,008,983‌

338,197

BPER

Banca

1,170,264‌

106,329

Credito

Emiliano

S.p.A.

909,014‌

345,864

d'Amico

International

Shipping

S.A.

1,433,181‌

90,925

Danieli

&

Co

S.p.A.

(RSP)

1,747,508‌

21,395

Interpump

Group

S.p.A.

1,164,077‌

1,824,856

Iride

S.p.A.

3,698,063‌

846,094

g

OVS

S.p.A

2,324,998‌

525,660

Piaggio

&

C

S.p.A.

2,066,966‌

22,645

Sesa

S.p.A

2,653,223‌

1,070,252

Unipol

Gruppo

Finanziario

S.p.A

5,958,831‌

69

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

ITALY—continued

46,575

Zignago

Vetro

S.p.A.

$

834,497‌

TOTAL

ITALY

28,325,350‌

JAPAN

-

21

.2

%

3,600

Adventure,

Inc

234,335‌

82,880

Aichi

Corp

523,357‌

105,300

Aida

Engineering

Ltd

752,446‌

389,400

Alfresa

Holdings

Corp

6,210,043‌

662,000

Amada

Co

Ltd

6,515,085‌

86,200

AOKI

Holdings,

Inc

557,624‌

23,100

C

Uyemura

&

Co

Ltd

1,528,932‌

47,000

*

Canon

Electronics,

Inc

597,393‌

10,780

Chofu

Seisakusho

Co

Ltd

189,632‌

68,800

Chudenko

Corp

1,127,821‌

493,100

Coca-Cola

West

Japan

Co

Ltd

5,678,679‌

21,000

Comture

Corp

298,574‌

90,900

Digital

Arts,

Inc

3,597,203‌

62,200

Doutor

Nichires

Holdings

Co

Ltd

976,797‌

30,600

Eiken

Chemical

Co

Ltd

324,723‌

365,200

Electric

Power

Development

Co

5,777,643‌

43,900

FCC

Co

Ltd

575,425‌

346,800

Fields

Corp

7,441,277‌

302,300

Fuji

Machine

Manufacturing

Co

Ltd

5,534,800‌

897,300

Fujikura

Ltd

7,502,488‌

178,020

Fujimi,

Inc

4,316,920‌

7,300

Fukui

Computer

Holdings,

Inc

134,747‌

75,700

Fuso

Chemical

Co

Ltd

2,387,011‌

34,400

Geo

Holdings

Corp

477,196‌

176,000

G-Tekt

Corp

2,291,279‌

6,300

Hanwa

Co

Ltd

215,502‌

225,100

Heiwa

Corp

3,812,909‌

906,400

Hitachi

Zosen

Corp

5,972,437‌

589,200

Iino

Kaiun

Kaisha

Ltd

3,804,703‌

88,200

Inaba

Denki

Sangyo

Co

Ltd

1,959,252‌

188,800

e

Infomart

Corp

562,637‌

106,100

Itochu

Enex

Co

Ltd

1,041,525‌

390,800

Jafco

Co

Ltd

5,109,512‌

23,200

Japan

Petroleum

Exploration

Co

797,393‌

38,800

Justsystems

Corp

1,104,283‌

118,920

Kanamoto

Co

Ltd

2,097,436‌

243,600

Kandenko

Co

Ltd

2,136,789‌

111,900

Kanto

Denka

Kogyo

Co

Ltd

747,438‌

33,900

Kentucky

Fried

Chicken

Japan

Ltd

709,039‌

138,300

Kinden

Corp

1,907,382‌

113,700

Kitz

Corp

846,170‌

602,400

Kobe

Steel

Ltd

6,588,649‌

98,820

*

Lifenet

Insurance

Co

745,709‌

37,000

Lintec

Corp

610,644‌

63,100

Mandom

Corp

633,512‌

800

Maruzen

Showa

Unyu

Co

Ltd

23,283‌

15,700

Maxvalu

Tokai

Co

Ltd

307,698‌

58,200

Mcj

Co

Ltd

461,888‌

106,200

Meidensha

Corp

1,583,051‌

12,000

Melco

Holdings,

Inc

269,620‌

74,600

METAWATER

Co

Ltd

961,944‌

136,600

Mimasu

Semiconductor

Industry

Co

Ltd

2,858,363‌

315,100

Miraito

Holdings

Corp

4,045,241‌

24,700

Mitsubishi

Research

Institute,

Inc

935,194‌

22,360

Mitsui

Mining

&

Smelting

Co

Ltd

528,519‌

34,000

e

Mitsui

Sugar

Co

Ltd

681,948‌

78,800

Mizuno

Corp

2,065,769‌

75,900

Morita

Holdings

Corp

827,688‌

84,000

e

MOS

Food

Services,

Inc

1,931,809‌

Quant

International

Small-Cap

Equity

Fund

July

31,

2023

70

Portfolio

of

Investments

(continued)

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

JAPAN—continued

8,300

Nichiden

Corp

$

143,369‌

54,400

Nihon

Unisys

Ltd

1,335,197‌

45,420

Nikkiso

Co

Ltd

289,593‌

12,700

Nippon

Carbon

Co

Ltd

385,126‌

61,700

Nippon

Ceramic

Co

Ltd

1,114,491‌

125,600

Nippon

Pillar

Packing

Co

Ltd

3,936,181‌

24,100

Nippon

Seiki

Co

Ltd

168,744‌

159,400

Nippon

System

Development

Co

Ltd

3,122,125‌

447,700

Nipro

Corp

3,250,666‌

34,900

Nitta

Corp

797,262‌

42,500

Nittetsu

Mining

Co

Ltd

1,520,755‌

16,000

Noevir

Holdings

Co

Ltd

609,825‌

80,500

NOF

Corp

3,473,868‌

109,800

Nomura

Co

Ltd

698,657‌

7,700

Noritake

Co

Ltd

300,277‌

12,080

Obara

Corp

352,892‌

26,220

OBIC

Business

Consultants

Ltd

1,101,236‌

40,100

Ohsho

Food

Service

Corp

1,909,264‌

33,300

Oiles

Corp

453,933‌

11,900

Okamoto

Industries,

Inc

330,858‌

85,100

Okuma

Holdings,

Inc

4,317,153‌

93,600

Pacific

Metals

Co

Ltd

1,095,254‌

133,880

PHC

Holdings

Corp

1,419,815‌

75,500

*,e

PKSHA

Technology,

Inc

1,587,082‌

435,200

Pola

Orbis

Holdings,

Inc

6,382,779‌

127,600

Raito

Kogyo

Co

Ltd

1,848,443‌

709,400

Riso

Kyoiku

Co

Ltd

1,312,372‌

473,180

Ryohin

Keikaku

Co

Ltd

6,144,328‌

32,900

Ryoshoku

Ltd

876,684‌

108,700

Sanki

Engineering

Co

Ltd

1,181,184‌

169,100

Sankyo

Co

Ltd

7,153,199‌

23,880

Sanyo

Chemical

Industries

Ltd

726,853‌

222,000

Seria

Co

Ltd

3,723,713‌

129,300

Shibaura

Machine

Co

Ltd

4,133,718‌

14,300

Shibuya

Kogyo

Co

Ltd

264,680‌

279,700

Shikoku

Electric

Power

Co,

Inc

1,970,448‌

163,940

Shin-Etsu

Polymer

Co

Ltd

1,628,266‌

52,900

Shinko

Plantech

Co

Ltd

542,050‌

166,640

e

Shinwa

Kaiun

Kaisha

Ltd

4,485,819‌

177,200

Shoei

Co

Ltd

3,221,604‌

271,000

Sky

Perfect

Jsat

Corp

1,131,648‌

36,900

Star

Micronics

Co

Ltd

459,677‌

621,200

Sumitomo

Dainippon

Pharma

Co

Ltd

2,574,868‌

41,000

Sumitomo

Densetsu

Co

Ltd

913,731‌

212,700

Suzuken

Co

Ltd

6,210,341‌

63,300

Taisho

Pharmaceutical

Holdings

Co

Ltd

2,440,677‌

222,000

Takara

Bio,

Inc

2,727,896‌

45,200

e

Takasago

Thermal

Engineering

Co

Ltd

816,114‌

194,100

Takeuchi

Manufacturing

Co

Ltd

6,082,692‌

80,600

Takiron

Co

Ltd

327,268‌

8,560

Tenma

Corp

158,862‌

49,800

TKC

1,294,890‌

18,700

Tokai

Corp

(GIFU)

252,125‌

226,700

Tokyo

Steel

Manufacturing

Co

Ltd

2,742,361‌

41,000

Torii

Pharmaceutical

Co

Ltd

1,041,253‌

58,400

Toyo

Construction

Co

Ltd

443,730‌

94,600

Tri

Chemical

Laboratories,

Inc

1,756,686‌

77,600

Tsubakimoto

Chain

Co

2,068,967‌

134,200

UBE

Industries

Ltd

2,449,440‌

281,000

e

Universal

Entertainment

Corp

5,083,146‌

49,500

Wakita

&

Co

Ltd

447,221‌

1,800

Weathernews,

Inc

80,609‌

137,300

Yamato

Kogyo

Co

Ltd

6,565,583‌

71

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

JAPAN—continued

36,000

Yamazen

Corp

$

306,310‌

92,600

Yellow

Hat

Ltd

1,216,676‌

38,700

Yokogawa

Bridge

Holdings

Corp

696,227‌

42,900

Yurtec

Corp

266,733‌

50,320

Zenkoku

Hosho

Co

Ltd

1,766,456‌

23,200

Zenrin

Co

Ltd

145,659‌

30,900

Zuken,

Inc

900,759‌

TOTAL

JAPAN

257,114,734‌

KOREA,

REPUBLIC

OF

-

5

.5

%

1,246

Chong

Kun

Dang

Pharmaceutical

Corp

75,394‌

127,867

Daewoo

International

Corp

9,048,250‌

62,016

Daewoong

Co

Ltd

632,144‌

71,860

Daishin

Securities

Co

Ltd

759,806‌

29,643

Daishin

Securities

Co

Ltd

PF

301,125‌

4,772

Dong-A

ST

Co

Ltd

196,932‌

1,890

Doosan

Corp

157,949‌

210,523

Doosan

Infracore

Co

Ltd

2,036,176‌

150,758

Hanwha

Corp

3,649,064‌

2,174,335

Hanwha

Life

Insurance

Co

Ltd

4,033,217‌

110,907

*

Hanwha

Non-Life

Insurance

Co

Ltd

329,063‌

837,080

*

Hanwha

Securities

Co

1,629,300‌

428,010

Hanwha

Systems

Co

Ltd

5,105,595‌

186,807

HPSP

Co

Ltd

5,459,046‌

199,453

Hyundai

Marine

&

Fire

Insurance

Co

Ltd

4,478,081‌

8,923

Innocean

Worldwide,

Inc

277,977‌

217,258

JB

Financial

Group

Co

Ltd

1,457,739‌

124,531

Koh

Young

Technology,

Inc

1,351,212‌

150,003

Korean

Reinsurance

Co

813,776‌

30,215

LIG

Nex1

Co

Ltd

1,818,075‌

76,821

NEXTIN,

Inc

5,163,079‌

16,881

Nong

Shim

Co

Ltd

5,252,339‌

51,057

Orion

Corp

557,293‌

138,492

Poongsan

Corp

4,074,661‌

4,622

Sam

Kwang

Glass

Ind

Co

Ltd

90,146‌

6,129

Shinyoung

Securities

Co

Ltd

268,233‌

1,523

SK

Gas

Co

Ltd

145,629‌

15,165

Tokai

Carbon

Korea

Co

Ltd

1,179,862‌

88,086

Tongyang

Life

Insurance

Co

Ltd

244,152‌

188,296

WONIK

IPS

Co

Ltd

5,578,911‌

TOTAL

KOREA,

REPUBLIC

OF

66,164,226‌

KUWAIT

-

0

.2

%

394,144

Burgan

Bank

SAK

266,885‌

150,038

Humansoft

Holding

Co

KSC

1,758,504‌

TOTAL

KUWAIT

2,025,389‌

MALAYSIA

-

0

.6

%

2,469,200

Berjaya

Auto

BHD

1,122,613‌

108,600

Carlsberg

Brewery-Malay

BHD

505,788‌

201,600

Guinness

Anchor

BHD

1,168,734‌

567,609

g

Lotte

Chemical

Titan

Holding

BHD

143,686‌

3,144,900

Malakoff

Corp

BHD

450,039‌

506,400

Padini

Holdings

BHD

446,989‌

383,800

Sunway

Real

Estate

Investment

128,573‌

304,200

Ta

Ann

Holdings

BHD

250,970‌

685,900

Unisem

M

BHD

477,992‌

190,900

United

Plantations

BHD

676,554‌

5,194,500

YTL

Corp

BHD

1,347,794‌

TOTAL

MALAYSIA

6,719,732‌

MALTA

-

0

.1

%

21,035

*

Kambi

Group

plc

398,348‌

Quant

International

Small-Cap

Equity

Fund

July

31,

2023

72

Portfolio

of

Investments

(continued)

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

MALTA—continued

81,431

Kindred

Group

plc

$

979,492‌

TOTAL

MALTA

1,377,840‌

MEXICO

-

0

.6

%

1,686,300

g

Banco

del

Bajio

S.A.

5,140,974‌

301,236

Concentradora

Fibra

Danhos

S.A.

de

C.V.

394,872‌

604,200

g

Macquarie

Mexico

Real

Estate

Management

SA

de

CV

1,172,318‌

2,158,008

*,g

Nemak

SAB

de

C.V.

518,076‌

TOTAL

MEXICO

7,226,240‌

NETHERLANDS

-

0

.7

%

96,838

AMG

Advanced

Metallurgical

Group

NV

3,959,220‌

19,056

Arcadis

NV

835,452‌

220,426

*

Fugro

NV

3,930,471‌

122,083

Koninklijke

BAM

Groep

NV

284,069‌

TOTAL

NETHERLANDS

9,009,212‌

NEW

ZEALAND

-

0

.3

%

1,132,325

Fletcher

Building

Ltd

3,925,985‌

TOTAL

NEW

ZEALAND

3,925,985‌

NORWAY

-

1

.1

%

160,265

*

Aker

Carbon

Capture

AS.

243,088‌

210,707

BW

Offshore

Ltd

577,078‌

1,314,818

*,e

Kahoot!

AS.

4,522,846‌

93,401

*

Odfjell

Drilling

Ltd

265,572‌

110,580

Sparebanken

Nord-Norge

1,053,191‌

19,728

Stolt-Nielsen

S.A.

487,785‌

369,496

TGS

Nopec

Geophysical

Co

ASA

4,931,777‌

99,984

Veidekke

ASA

1,128,576‌

TOTAL

NORWAY

13,209,913‌

PERU

-

0

.1

%

1,138,013

Hochschild

Mining

plc

1,127,633‌

TOTAL

PERU

1,127,633‌

PHILIPPINES

-

0

.1

%

2,207,700

Semirara

Mining

&

Power

Corp

1,160,035‌

TOTAL

PHILIPPINES

1,160,035‌

POLAND

-

0

.2

%

57,180

Asseco

Poland

S.A.

1,139,167‌

191,402

g

X-Trade

Brokers

Dom

Maklerski

S.A.

1,870,227‌

TOTAL

POLAND

3,009,394‌

PORTUGAL

-

0

.0

%

91,862

Redes

Energeticas

Nacionais

S.A.

250,841‌

14,240

Semapa-Sociedade

de

Investimento

e

Gestao

206,671‌

TOTAL

PORTUGAL

457,512‌

RUSSIA

-

0

.0

%

81,310

*,†

Sistema

PJSFC

(GDR)

813‌

TOTAL

RUSSIA

813‌

SAUDI

ARABIA

-

1

.0

%

1,294,954

Abdullah

Al

Othaim

Markets

Co

5,100,567‌

210,304

Saudi

Airlines

Catering

Co

6,951,239‌

TOTAL

SAUDI

ARABIA

12,051,806‌

SINGAPORE

-

0

.7

%

260,358

g

BW

LPG

Ltd

2,786,395‌

5,254,900

NetLink

NBN

Trust

3,399,098‌

1,830,300

Sheng

Siong

Group

Ltd

2,257,689‌

73

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

SINGAPORE—continued

189,500

SIA

Engineering

Co

Ltd

$

349,356‌

TOTAL

SINGAPORE

8,792,538‌

SOUTH

AFRICA

-

0

.5

%

1,021,909

Coronation

Fund

Managers

Ltd

1,874,821‌

205,884

Investec

Ltd

1,285,124‌

1,269,541

e

Pick'n

Pay

Stores

Ltd

2,732,348‌

TOTAL

SOUTH

AFRICA

5,892,293‌

SPAIN

-

1

.0

%

32,544

Applus

Services

S.A.

349,117‌

598,471

Banco

de

Sabadell

S.A.

737,539‌

31,382

Bankinter

S.A.

203,043‌

19,751

*

eDreams

ODIGEO

S.A.

144,985‌

475,836

Faes

Farma

S.A.

(Sigma)

1,648,822‌

365,272

g

Gestamp

Automocion

S.A.

1,773,395‌

19,236

Grupo

Catalana

Occidente

S.A.

643,081‌

471,037

e

Prosegur

Cia

de

Seguridad

S.A.

866,300‌

1,895,202

g

Unicaja

Banco

S.A.

2,212,023‌

37,626

Vidrala

S.A.

3,830,763‌

TOTAL

SPAIN

12,409,068‌

SWEDEN

-

4

.1

%

118,152

AddLife

AB

962,204‌

167,695

AF

AB

2,327,213‌

597,886

Alleima

AB

2,597,150‌

97,891

g

Ambea

AB

316,929‌

572,226

Arjo

AB

2,448,270‌

58,735

Atea

ASA

797,424‌

30,801

Beijer

Alma

AB

563,561‌

336,888

*

Betsson

AB

4,076,319‌

109,106

BioGaia

AB

1,082,105‌

91,147

Bure

Equity

AB

1,939,179‌

44,516

g

Coor

Service

Management

Holding

AB

204,937‌

61,979

e

Creades

AB

430,346‌

199,409

g

Dustin

Group

AB

520,158‌

469,070

Fortnox

AB

2,879,071‌

407,005

Hexpol

AB

4,415,393‌

23,232

Investment

AB

Oresund

230,782‌

63,816

Inwido

AB

704,206‌

6,078

KNOW

IT

AB

85,864‌

5,091

Loomis

AB

148,517‌

72,007

Mekonomen

AB

751,601‌

368,605

g

Munters

Group

AB

4,678,480‌

84,982

Nordnet

AB

publ

1,260,901‌

66,493

Nyfosa

AB

421,822‌

70,419

*

Sdiptech

AB

1,941,915‌

51,285

Ssab

Svenskt

Stal

AB

(Series

A)

325,426‌

1,063,154

Ssab

Svenskt

Stal

AB

(Series

B)

6,504,327‌

1,970,482

*

Stillfront

Group

AB

3,646,619‌

158,813

Vitrolife

AB

2,356,551‌

19,504

*

Xvivo

Perfusion

AB

590,705‌

TOTAL

SWEDEN

49,207,975‌

SWITZERLAND

-

3

.3

%

211,597

Accelleron

Industries

AG.

5,574,610‌

3,263,959

*

Aryzta

AG.

5,578,404‌

11,485

Belimo

Holding

AG.

6,189,837‌

11,496

Bucher

Industries

AG.

5,122,766‌

7,765

Burkhalter

Holding

AG.

829,510‌

87,243

Georg

Fischer

AG.

5,958,368‌

9,146

Helvetia

Holding

AG.

1,353,453‌

17,432

Huber

&

Suhner

AG.

1,505,662‌

Quant

International

Small-Cap

Equity

Fund

July

31,

2023

74

Portfolio

of

Investments

(continued)

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

SWITZERLAND—continued

52,229

Landis&Gyr

Group

AG.

$

4,535,011‌

156

LEM

Holding

S.A.

375,666‌

14,877

g

Medmix

AG.

415,230‌

3,911

Orior

AG.

336,363‌

16,258

Vetropack

Holding

AG.

817,514‌

21,117

Zehnder

Group

AG.

1,546,634‌

TOTAL

SWITZERLAND

40,139,028‌

TAIWAN

-

6

.5

%

30,000

Alchip

Technologies

Ltd

1,909,526‌

3,474,000

Alpha

Networks,

Inc

4,865,236‌

753,000

Asia

Vital

Components

Co

Ltd

7,738,274‌

562,000

AURAS

Technology

Co

Ltd

5,170,378‌

528,000

Chicony

Power

Technology

Co

Ltd

1,749,456‌

770,000

China

Bills

Finance

Corp

361,480‌

2,431,000

Chipbond

Technology

Corp

5,374,140‌

354,000

Dynapack

International

Technology

Corp

905,953‌

19,000

ECOVE

Environment

Corp

192,319‌

41,000

EVERGREEN

Steel

Corp

79,072‌

342,000

Faraday

Technology

Corp

3,562,312‌

293,000

Feng

Hsin

Iron

&

Steel

Co

644,003‌

77,000

Fitipower

Integrated

Technology,

Inc

346,564‌

558,000

FLEXium

Interconnect,

Inc

1,653,658‌

432,000

Formosa

Advanced

Technologies

Co

Ltd

556,878‌

2,032,000

Foxconn

Technology

Co

Ltd

3,609,703‌

44,000

Global

Unichip

Corp

2,301,400‌

643,000

Gourmet

Master

Co

Ltd

2,530,842‌

61,000

Grape

King

Industrial

Co

353,585‌

361,000

Greatek

Electronics,

Inc

700,952‌

251,000

Hannstar

Board

Corp

397,562‌

264,000

International

Games

System

Co

Ltd

5,154,776‌

2,825,000

King

Yuan

Electronics

Co

Ltd

5,676,670‌

60,000

Kung

Long

Batteries

Industrial

Co

Ltd

275,002‌

450,000

Lung

Yen

Life

Service

Corp

531,280‌

2,106,000

Mitac

Holdings

Corp

3,159,115‌

293,000

Sercomm

Corp

1,141,520‌

444,000

Shin

Zu

Shing

Co

Ltd

1,200,155‌

438,000

Shinkong

Insurance

Co

Ltd

754,066‌

498,000

Simplo

Technology

Co

Ltd

4,874,470‌

121,000

Sinbon

Electronics

Co

Ltd

1,297,647‌

2,644,000

Sincere

Navigation

1,588,582‌

943,000

Taiwan

Fertilizer

Co

Ltd

1,927,532‌

736,000

Taiwan

Glass

Industrial

Corp

506,153‌

134,000

Taiwan

Secom

Co

Ltd

467,077‌

246,000

Taiwan

Surface

Mounting

Technology

Co

Ltd

709,115‌

175,102

Topco

Scientific

Co

Ltd

1,003,134‌

633,000

Transcend

Information,

Inc

1,435,442‌

117,000

TTY

Biopharm

Co

Ltd

285,037‌

862,000

Tung

Ho

Steel

Enterprise

Corp

1,534,822‌

TOTAL

TAIWAN

78,524,888‌

THAILAND

-

0

.8

%

2,514,200

Bangkok

Life

Assurance

PCL

1,777,560‌

3,403,700

Ditto

Thailand

PCL

3,136,359‌

382,200

Mega

Lifesciences

PCL

432,685‌

638,700

MK

Restaurants

Group

PCL

863,405‌

37,200

Pruksa

Holding

PCL

14,355‌

485,400

SPCG

PCL

180,099‌

4,479,900

Sri

Trang

Agro-Industry

PCL

(Foreign)

2,134,891‌

4,000,400

Thoresen

Thai

Agencies

PCL

742,708‌

TOTAL

THAILAND

9,282,062‌

75

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

TURKEY

-

0

.6

%

465,067

Migros

Ticaret

AS

$

5,092,085‌

1,426,722

*

Sok

Marketler

Ticaret

AS.

2,407,281‌

TOTAL

TURKEY

7,499,366‌

UNITED

KINGDOM

-

9

.5

%

85,816

Advanced

Medical

Solutions

Group

plc

273,678‌

87,360

AG.

Barr

plc

528,615‌

46,690

Alpha

Financial

Markets

Consulting

plc

228,893‌

598,597

Bovis

Homes

Group

plc

6,071,427‌

549,558

Bytes

Technology

Group

plc

3,639,219‌

561,941

Central

Asia

Metals

plc

1,324,062‌

727,515

Chemring

Group

plc

2,646,915‌

2,160

Clarkson

plc

77,340‌

193,331

Diploma

plc

8,041,072‌

1,169,904

*

easyJet

plc

6,794,995‌

13,832

Electrocomponents

plc

139,329‌

204,573

g

Forterra

plc

451,566‌

25,299

Genus

plc

800,251‌

16,003

Grafton

Group

plc

179,887‌

173,157

Greggs

plc

6,140,793‌

106,958

Hill

&

Smith

Holdings

plc

2,167,125‌

846,976

Howden

Joinery

Group

plc

8,019,977‌

493,896

Hunting

plc

1,673,341‌

193,553

IG

Group

Holdings

plc

1,758,736‌

624,406

Inchcape

plc

6,566,883‌

512,399

*

John

Wood

Group

plc

973,969‌

1,732,899

Johnson

Service

Group

plc

2,499,680‌

1,743,325

Just

Retirement

Group

plc

1,841,294‌

91,340

Keller

Group

plc

1,003,413‌

22,074

Morgan

Crucible

Co

plc

77,445‌

1,482,819

National

Express

Group

plc

1,777,814‌

1,288,057

Pan

African

Resources

plc

238,697‌

28,083

Polar

Capital

Holdings

plc

174,795‌

357,420

Polypipe

Group

plc

1,435,715‌

1,160,963

QinetiQ

plc

4,807,074‌

854,154

Redrow

plc

5,678,320‌

1,510,219

Rotork

plc

5,982,013‌

142,991

Smart

Metering

Systems

plc

1,279,047‌

364,253

Softcat

plc

7,018,276‌

159,889

Spectris

plc

7,215,394‌

845,407

Spirent

Communications

plc

1,837,375‌

202,816

TORM

plc

4,992,001‌

49,818

Vesuvius

plc

282,077‌

2,374,951

Virgin

Money

UK

plc

5,387,356‌

294,747

Volex

plc

1,093,181‌

90,214

WH

Smith

plc

1,729,472‌

TOTAL

UNITED

KINGDOM

114,848,512‌

UNITED

STATES

-

1

.0

%

348,229

*

Carnival

plc

5,906,351‌

14,075

iShares

Core

MSCI

Emerging

Markets

ETF

735,137‌

5,315

iShares

MSCI

Canada

Index

Fund

191,765‌

28,209

iShares

MSCI

EAFE

Small-Cap

ETF

1,729,212‌

232,521

*

MDA

Ltd

1,468,851‌

72,410

Titan

Cement

International

S.A.

1,522,235‌

TOTAL

UNITED

STATES

11,553,551‌

TOTAL

COMMON

STOCKS

1,210,554,291‌

(Cost

$1,115,844,815)

TOTAL

LONG-TERM

INVESTMENTS

1,210,554,291‌

(Cost

$1,115,844,815)

Quant

International

Small-Cap

Equity

Fund

July

31,

2023

76

Portfolio

of

Investments

(continued)

SHARES

DESCRIPTION

RATE

VALUE

INVESTMENTS

PURCHASED

WITH

COLLATERAL

FROM

SECURITIES

LENDING

-

0.6%

6,846,006

c

State

Street

Navigator

Securities

Lending

Government

Money

Market

Portfolio

5

.340

%

$

6,846,006‌

TOTAL

INVESTMENTS

PURCHASED

WITH

COLLATERAL

FROM

SECURITIES

LENDING

6,846,006‌

(Cost

$6,846,006)

TOTAL

INVESTMENTS

-

100.4%

1,217,400,297‌

(Cost

$1,122,690,821)

OTHER

ASSETS

&

LIABILITIES,

NET

-

(0.4)%

(

4,521,069‌

)

NET

ASSETS

-

100.0%

$

1,212,879,228‌

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

$23,644,036.

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.

Forward

Foreign

Currency

Contracts

Currency

Purchased

Receive

Currency

Sold

Deliver

Counterparty

Settlement

Date

Unrealized

Appreciation

(Depreciation)

AUD

33,939

$

22,735

STATE

STREET

BANK

AND

TRUST

COMPANY

08/03/23

 $

64‌

AUD

Australian

Dollar

Portfolio

of

Investments

Social

Choice

International

Equity

Fund

July

31,

2023

77

(Unaudited)

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

LONG-TERM

INVESTMENTS

-

99.0%

COMMON

STOCKS

-

99.0%

AUSTRALIA

-

6

.5

%

117,525

APA

Group

$

790,605‌

353,306

Aurizon

Holdings

Ltd

905,457‌

555,286

Australia

&

New

Zealand

Banking

Group

Ltd

9,633,748‌

28,193

Australian

Stock

Exchange

Ltd

1,177,865‌

139,564

BlueScope

Steel

Ltd

2,058,157‌

133,935

Brambles

Ltd

1,267,128‌

12,852

Cochlear

Ltd

2,067,531‌

464,106

Coles

Group

Ltd

5,675,364‌

188,469

Computershare

Ltd

3,178,578‌

98,414

Dexus

Property

Group

544,701‌

30,991

Ebos

Group

Ltd

742,676‌

431,774

Fortescue

Metals

Group

Ltd

6,347,391‌

204,869

Goodman

Group

2,832,755‌

23,876

IDP

Education

Ltd

400,124‌

70,588

Independence

Group

NL

659,593‌

241,783

Insurance

Australia

Group

Ltd

965,200‌

125,987

Lend

Lease

Corp

Ltd

732,434‌

46,262

Macquarie

Group

Ltd

5,455,673‌

64,467

Mineral

Resources

Ltd

3,114,838‌

225,239

Newcrest

Mining

Ltd

4,040,100‌

47,766

Orica

Ltd

506,835‌

441,995

Origin

Energy

Ltd

2,516,291‌

294,524

Pilbara

Minerals

Ltd

963,548‌

99,499

QBE

Insurance

Group

Ltd

1,056,371‌

43,164

Ramsay

Health

Care

Ltd

1,710,514‌

28,331

REA

Group

Ltd

3,003,466‌

293,080

Scentre

Group

554,593‌

72,273

Seek

Ltd

1,212,027‌

93,984

Sonic

Healthcare

Ltd

2,220,635‌

91,806

Suncorp-Metway

Ltd

879,687‌

1,138,574

Telstra

Corp

Ltd

3,258,839‌

715,975

Transurban

Group

6,912,770‌

186,464

Vicinity

Centres

247,923‌

151,718

Wesfarmers

Ltd

5,069,222‌

73,901

Wisetech

Global

Ltd

4,267,711‌

270,119

Woodside

Energy

Group

Ltd

6,962,365‌

281,375

Woolworths

Ltd

7,306,981‌

TOTAL

AUSTRALIA

101,239,696‌

AUSTRIA

-

0

.7

%

152,412

Erste

Bank

der

Oesterreichischen

Sparkassen

AG.

5,760,544‌

67,459

Mondi

plc

1,183,271‌

77,589

OMV

AG.

3,495,702‌

TOTAL

AUSTRIA

10,439,517‌

BELGIUM

-

1

.1

%

12,583

Dieteren

S.A.

2,197,573‌

83,639

KBC

Groep

NV

6,295,072‌

59,852

UCB

S.A.

5,299,731‌

91,229

Umicore

S.A.

2,701,758‌

TOTAL

BELGIUM

16,494,134‌

BURKINA

FASO

-

0

.1

%

50,800

Endeavour

Mining

plc

1,224,081‌

TOTAL

BURKINA

FASO

1,224,081‌

Social

Choice

International

Equity

Fund

July

31,

2023

78

Portfolio

of

Investments

(continued)

Portfolio

of

Investments

(continued)

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

CHILE

-

0

.3

%

211,409

Antofagasta

plc

$

4,547,357‌

TOTAL

CHILE

4,547,357‌

CHINA

-

1

.2

%

1,850,517

BOC

Hong

Kong

Holdings

Ltd

5,647,856‌

125,359

Prosus

NV

9,916,820‌

1,111,500

Wilmar

International

Ltd

3,229,722‌

TOTAL

CHINA

18,794,398‌

DENMARK

-

3

.1

%

13,671

Chr

Hansen

Holding

A/S

1,033,030‌

22,425

Coloplast

AS

2,787,571‌

45,400

*

Demant

A.S.

1,806,683‌

17,339

*

Genmab

AS

7,147,128‌

185,838

Novo

Nordisk

AS

29,966,785‌

21,639

Novozymes

AS

1,085,267‌

18,331

Orsted

AS

1,595,154‌

5,049

Pandora

AS

505,061‌

107,124

Vestas

Wind

Systems

A.S.

2,865,188‌

TOTAL

DENMARK

48,791,867‌

FINLAND

-

0

.8

%

28,301

Elisa

Oyj

(Series

A)

1,476,333‌

55,018

Kesko

Oyj

(B

Shares)

1,100,838‌

79,245

Metso

Outotec

Oyj

900,545‌

138,053

Neste

Oil

Oyj

5,082,431‌

76,891

Stora

Enso

Oyj

(R

Shares)

942,627‌

71,775

UPM-Kymmene

Oyj

2,376,303‌

62,679

Wartsila

Oyj

(B

Shares)

787,427‌

TOTAL

FINLAND

12,666,504‌

FRANCE

-

9

.5

%

106,534

Accor

S.A.

4,019,744‌

319,720

AXA

S.A.

9,827,825‌

23,969

BioMerieux

2,573,056‌

119,173

Bouygues

S.A.

4,268,961‌

113,173

Bureau

Veritas

S.A.

3,108,159‌

204,381

Cie

Generale

des

Etablissements

Michelin

S.C.A

6,692,875‌

133,460

Danone

8,149,966‌

161,376

Dassault

Systemes

SE

6,896,990‌

42,527

Eiffage

S.A.

4,424,404‌

25,212

Eurazeo

1,539,438‌

27,699

Fonciere

Des

Regions

1,337,352‌

26,601

Gecina

S.A.

2,875,901‌

5,123

Hermes

International

11,338,555‌

14,637

Kering

8,404,058‌

124,484

Klepierre

3,304,262‌

69,022

Legrand

S.A.

6,919,780‌

32,783

L'Oreal

S.A.

15,247,682‌

556,119

Orange

S.

A.

6,286,277‌

236,259

Societe

Generale

6,425,473‌

30,870

Teleperformance

4,477,348‌

299,798

Total

S.A.

18,214,679‌

68,244

*

Unibail-Rodamco-Westfield

3,866,900‌

119,757

Valeo

S.A.

2,707,008‌

414,781

Vivendi

Universal

S.A.

3,703,309‌

15,417

Wendel

1,521,882‌

TOTAL

FRANCE

148,131,884‌

GERMANY

-

8

.5

%

33,190

Adidas-Salomon

AG.

6,700,565‌

57,717

Allianz

AG.

13,794,326‌

74,222

Bayerische

Motoren

Werke

AG.

9,051,371‌

79

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

GERMANY—continued

18,109

Brenntag

AG.

$

1,404,980‌

19,676

Carl

Zeiss

Meditec

AG.

2,280,068‌

34,221

g

Covestro

AG.

1,838,314‌

137,097

Daimler

AG.

(Registered)

10,948,966‌

136,166

Deutsche

Annington

Immobilien

SE

3,172,665‌

32,851

Deutsche

Boerse

AG.

6,294,302‌

45,615

Dr

ING

hc

F

Porsche

AG.

5,577,923‌

91,008

Evonik

Industries

AG.

1,885,048‌

20,238

GEA

Group

AG.

858,937‌

63,550

HeidelbergCement

AG.

5,150,590‌

17,555

Henkel

KGaA

1,226,783‌

31,803

Henkel

KGaA

(Preference)

2,454,121‌

41,803

LEG

Immobilien

AG.

2,955,579‌

37,739

Merck

KGaA

6,631,683‌

22,084

Muenchener

Rueckver

AG.

8,313,430‌

18,216

Puma

AG.

Rudolf

Dassler

Sport

1,231,060‌

131,515

SAP

AG.

17,940,166‌

99,683

Siemens

AG.

16,990,185‌

17,945

Symrise

AG.

1,960,164‌

521,550

Telefonica

Deutschland

Holding

AG.

1,405,254‌

48,159

*,g

Zalando

SE

1,662,675‌

TOTAL

GERMANY

131,729,155‌

HONG

KONG

-

2

.4

%

1,364,600

AIA

Group

Ltd

13,652,462‌

396,500

CLP

Holdings

Ltd

3,231,924‌

386,881

Hang

Seng

Bank

Ltd

5,913,691‌

1,016,000

HKT

Trust

and

HKT

Ltd

1,200,099‌

149,838

Hong

Kong

Exchanges

and

Clearing

Ltd

6,317,470‌

896,731

MTR

Corp

4,132,404‌

858,000

Sino

Land

Co

1,053,215‌

250,468

Swire

Pacific

Ltd

(Class

A)

2,093,721‌

TOTAL

HONG

KONG

37,594,986‌

IRELAND

-

1

.1

%

149,260

CRH

plc

8,891,557‌

60,170

Kerry

Group

plc

(Class

A)

5,977,941‌

44,238

Smurfit

Kappa

Group

plc

1,750,543‌

TOTAL

IRELAND

16,620,041‌

ISRAEL

-

0

.4

%

634,795

Bank

Hapoalim

Ltd

5,638,781‌

TOTAL

ISRAEL

5,638,781‌

ITALY

-

2

.4

%

72,044

Amplifon

S.p.A.

2,437,399‌

307,262

Assicurazioni

Generali

S.p.A.

6,544,840‌

108,041

Coca-Cola

HBC

AG.

3,178,883‌

1,419,456

Enel

S.p.A.

9,787,428‌

3,181,476

Intesa

Sanpaolo

S.p.A.

9,199,770‌

81,708

Moncler

S.p.A

5,897,161‌

TOTAL

ITALY

37,045,481‌

JAPAN

-

22

.5

%

21,700

Advantest

Corp

3,001,324‌

109,900

Aeon

Co

Ltd

2,380,284‌

151,200

Ajinomoto

Co,

Inc

5,891,491‌

92,514

*

All

Nippon

Airways

Co

Ltd

2,217,934‌

234,500

Asahi

Kasei

Corp

1,598,058‌

326,700

Astellas

Pharma,

Inc

4,777,121‌

29,100

Azbil

Corp

918,258‌

162,300

Bridgestone

Corp

6,734,702‌

41,300

Brother

Industries

Ltd

643,781‌

Social

Choice

International

Equity

Fund

July

31,

2023

80

Portfolio

of

Investments

(continued)

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

JAPAN—continued

25,127

Dai

Nippon

Printing

Co

Ltd

$

714,259‌

52,000

Daifuku

Co

Ltd

1,112,132‌

298,600

Daiichi

Sankyo

Co

Ltd

9,196,763‌

30,675

Daikin

Industries

Ltd

6,202,445‌

93,649

Daiwa

House

Industry

Co

Ltd

2,545,278‌

97,232

East

Japan

Railway

Co

5,504,704‌

76,448

Eisai

Co

Ltd

4,823,378‌

123,600

Fanuc

Ltd

3,781,223‌

19,300

Fast

Retailing

Co

Ltd

4,834,896‌

72,300

Fujifilm

Holdings

Corp

4,198,145‌

43,372

Fujitsu

Ltd

5,616,230‌

95,816

Hankyu

Hanshin

Holdings,

Inc

3,183,283‌

21,900

*

Hitachi

Construction

Machinery

Co

Ltd

657,187‌

287,700

Honda

Motor

Co

Ltd

9,172,275‌

47,600

*

Hoya

Corp

5,543,464‌

41

Hulic

Co

Ltd

349‌

51,300

Ibiden

Co

Ltd

3,117,977‌

334,050

Inpex

Holdings,

Inc

4,313,326‌

11,500

Itochu

Techno-Science

Corp

291,458‌

178,500

JFE

Holdings,

Inc

2,887,400‌

102,500

JSR

Corp

2,940,387‌

77,100

Kao

Corp

2,929,152‌

260,596

KDDI

Corp

7,669,783‌

7,600

Keio

Corp

252,629‌

73,200

Kikkoman

Corp

4,218,579‌

27,565

Kintetsu

Corp

924,712‌

104,100

Komatsu

Ltd

2,916,302‌

124,072

Kubota

Corp

1,874,228‌

8,600

Kurita

Water

Industries

Ltd

345,851‌

136,700

Kyowa

Hakko

Kogyo

Co

Ltd

2,610,379‌

34,500

LIXIL

Group

Corp

440,904‌

393,400

Marubeni

Corp

6,965,145‌

6,100

Matsumotokiyoshi

Holdings

Co

Ltd

356,982‌

154,279

Mitsubishi

Chemical

Holdings

Corp

922,870‌

11,426

Mitsubishi

Estate

Co

Ltd

140,033‌

186,100

Mitsui

&

Co

Ltd

7,263,497‌

7,000

Mitsui

Chemicals,

Inc

201,278‌

236,000

Mitsui

Fudosan

Co

Ltd

4,848,605‌

510,700

Mizuho

Financial

Group,

Inc

8,664,211‌

44,200

MS&AD

Insurance

Group

Holdings

Inc

1,643,944‌

119,600

Murata

Manufacturing

Co

Ltd

7,104,443‌

86,801

NEC

Corp

4,391,732‌

5,600

NGK

Insulators

Ltd

68,680‌

167,540

Nintendo

Co

Ltd

7,578,628‌

24,500

Nippon

Express

Holdings,

Inc

1,436,464‌

172,000

Nippon

Paint

Co

Ltd

1,575,908‌

156,900

e

Nippon

Yusen

Kabushiki

Kaisha

3,816,774‌

35,713

Nissin

Food

Products

Co

Ltd

3,011,161‌

42,300

Nitto

Denko

Corp

3,007,995‌

1,323,800

*

Nomura

Holdings,

Inc

5,476,523‌

111,200

Nomura

Research

Institute

Ltd

3,159,739‌

85

Obayashi

Corp

786‌

34,200

Omron

Corp

1,835,728‌

142,100

Ono

Pharmaceutical

Co

Ltd

2,604,028‌

193,910

Oriental

Land

Co

Ltd

7,437,134‌

241,600

ORIX

Corp

4,647,543‌

92,900

Osaka

Gas

Co

Ltd

1,461,767‌

497,306

Panasonic

Corp

6,138,438‌

175,600

*

Rakuten,

Inc

687,784‌

168,529

Recruit

Holdings

Co

Ltd

5,837,111‌

304,500

*

Renesas

Electronics

Corp

5,874,970‌

737,500

Resona

Holdings,

Inc

4,015,010‌

110,900

Ricoh

Co

Ltd

986,529‌

81

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

JAPAN—continued

25,900

Secom

Co

Ltd

$

1,738,015‌

30,800

Seiko

Epson

Corp

505,789‌

18,324

Sekisui

Chemical

Co

Ltd

278,332‌

37,163

e

Sekisui

House

Ltd

758,188‌

74,200

SG

Holdings

Co

Ltd

1,082,838‌

42,000

e

Sharp

Corp

249,739‌

61,900

Shimadzu

Corp

1,879,953‌

18,468

Shimizu

Corp

127,236‌

246,500

Shin-Etsu

Chemical

Co

Ltd

8,120,904‌

61,300

Shionogi

&

Co

Ltd

2,568,962‌

84,300

Shiseido

Co

Ltd

3,696,055‌

419,800

Softbank

Corp

4,661,669‌

25,600

Sompo

Holdings,

Inc

1,131,795‌

165,515

Sony

Corp

15,503,165‌

7,800

Sumisho

Computer

Systems

Corp

129,675‌

470,700

Sumitomo

Chemical

Co

Ltd

1,451,713‌

134,571

Sumitomo

Metal

Mining

Co

Ltd

4,647,436‌

151,200

Sumitomo

Mitsui

Trust

Holdings,

Inc

5,881,938‌

80,500

Suntory

Beverage

&

Food

Ltd

2,865,559‌

32,100

Sysmex

Corp

2,173,655‌

78,900

TDK

Corp

3,022,521‌

115,100

Terumo

Corp

3,769,418‌

32,800

TIS,

Inc

831,932‌

182,800

Tokio

Marine

Holdings,

Inc

4,203,482‌

73,700

Tokyo

Electron

Ltd

11,061,407‌

38,100

Tokyo

Gas

Co

Ltd

863,958‌

30,400

Tokyu

Corp

385,705‌

150,400

Toray

Industries,

Inc

842,152‌

24

Toto

Ltd

738‌

94,900

Uni-Charm

Corp

3,511,172‌

32,000

West

Japan

Railway

Co

1,314,699‌

20,670

Yamaha

Corp

800,925‌

172,200

Yamaha

Motor

Co

Ltd

5,050,436‌

55,200

Yamato

Transport

Co

Ltd

1,033,784‌

24,786

Yaskawa

Electric

Corp

1,077,454‌

34,098

Yokogawa

Electric

Corp

640,323‌

1,546,900

Z

Holdings

Corp

4,312,769‌

TOTAL

JAPAN

348,318,962‌

NETHERLANDS

-

4

.9

%

868,068

Aegon

NV

4,712,117‌

18,385

Akzo

Nobel

NV

1,572,800‌

44,829

ASML

Holding

NV

32,109,613‌

334,744

Koninklijke

KPN

NV

1,211,189‌

97,835

NN

Group

NV

3,750,497‌

16,959

Randstad

Holdings

NV

993,551‌

798,119

Shell

plc

24,189,193‌

152,460

Universal

Music

Group

NV

3,910,585‌

26,157

Wolters

Kluwer

NV

3,284,692‌

TOTAL

NETHERLANDS

75,734,237‌

NEW

ZEALAND

-

0

.5

%

466,596

*

Auckland

International

Airport

Ltd

2,435,747‌

191,226

Mercury

NZ

Ltd

783,089‌

121,765

Meridian

Energy

Ltd

427,380‌

148,590

Telecom

Corp

of

New

Zealand

Ltd

478,392‌

44,532

*

Xero

Ltd

3,660,593‌

TOTAL

NEW

ZEALAND

7,785,201‌

NORWAY

-

1

.1

%

239,823

DNB

Bank

ASA

4,942,148‌

183,669

Equinor

ASA

5,618,154‌

118,241

Mowi

ASA

2,078,665‌

Social

Choice

International

Equity

Fund

July

31,

2023

82

Portfolio

of

Investments

(continued)

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

NORWAY—continued

459,418

Norsk

Hydro

ASA

$

3,008,921‌

27,439

Orkla

ASA

216,516‌

77,234

Telenor

ASA

826,786‌

TOTAL

NORWAY

16,691,190‌

PORTUGAL

-

0

.3

%

350,894

Energias

de

Portugal

S.A.

1,639,320‌

284,713

e

Galp

Energia

SGPS

S.A.

3,783,726‌

TOTAL

PORTUGAL

5,423,046‌

SINGAPORE

-

1

.2

%

604,508

Capitaland

Investment

Ltd

1,547,226‌

502,368

CapitaMall

Trust

771,277‌

218,300

City

Developments

Ltd

1,214,684‌

931,278

*

Grab

Holdings

Ltd

3,566,795‌

389,500

Keppel

Corp

Ltd

2,162,985‌

798,500

Oversea-Chinese

Banking

Corp

7,991,189‌

8,304,620

*

SembCorp

Marine

Ltd

880,168‌

TOTAL

SINGAPORE

18,134,324‌

SOUTH

AFRICA

-

0

.4

%

188,920

Anglo

American

plc

5,809,625‌

TOTAL

SOUTH

AFRICA

5,809,625‌

SPAIN

-

2

.5

%

94,521

Amadeus

IT

Holding

S.A.

6,780,567‌

1,138,967

Banco

Bilbao

Vizcaya

Argentaria

S.A.

9,027,879‌

929,033

Iberdrola

S.A.

11,595,756‌

217,763

Industria

De

Diseno

Textil

S.A.

8,335,492‌

72,932

e

Naturgy

Energy

Group

S.A.

2,223,749‌

64,428

Red

Electrica

Corp

S.A.

1,077,601‌

TOTAL

SPAIN

39,041,044‌

SWEDEN

-

3

.0

%

242,872

Assa

Abloy

AB

5,839,343‌

366,693

Atlas

Copco

AB

5,209,199‌

456,274

Atlas

Copco

AB

5,634,489‌

118,829

Boliden

AB

3,494,671‌

67,463

Epiroc

AB

1,346,941‌

153,212

Essity

AB

3,799,088‌

76,676

Hennes

&

Mauritz

AB

(B

Shares)

1,289,672‌

30,581

Husqvarna

AB

(B

Shares)

299,956‌

83,666

*

Kinnevik

AB

1,141,932‌

158,243

Nibe

Industrier

AB

1,425,415‌

129,308

Sandvik

AB

2,626,572‌

47,299

SKF

AB

(B

Shares)

901,161‌

632,516

Svenska

Handelsbanken

AB

5,553,464‌

61,666

Tele2

AB

(B

Shares)

464,009‌

1,027,227

e

TeliaSonera

AB

2,207,492‌

262,393

Volvo

AB

(B

Shares)

5,788,026‌

TOTAL

SWEDEN

47,021,430‌

SWITZERLAND

-

7

.5

%

264,412

ABB

Ltd

10,610,197‌

45,245

Clariant

AG.

741,393‌

26,923

Danube

AG.

2,974,986‌

6,008

Geberit

AG.

3,409,552‌

1,725

Givaudan

S.A.

5,822,686‌

19,382

Kuehne

&

Nagel

International

AG.

6,064,549‌

14,247

Lonza

Group

AG.

8,278,019‌

238,807

Novartis

AG.

25,002,408‌

29,495

SGS

S.A.

2,863,817‌

64,052

SIG

Combibloc

Group

AG.

1,712,345‌

83

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

SWITZERLAND—continued

29,199

Sika

AG.

$

9,087,823‌

16,041

Sonova

Holdings

AG

4,471,348‌

9,617

Swiss

Life

Holding

6,115,009‌

9,315

Swisscom

AG.

5,990,062‌

528,095

UBS

Group

AG

11,717,832‌

23,809

Zurich

Insurance

Group

AG

11,511,616‌

TOTAL

SWITZERLAND

116,373,642‌

UNITED

KINGDOM

-

12

.2

%

270,175

3i

Group

plc

6,854,653‌

75,875

Ashtead

Group

plc

5,613,520‌

180,789

AstraZeneca

plc

25,975,076‌

28,777

g

Auto

Trader

Group

plc

238,664‌

250,567

Barratt

Developments

plc

1,466,721‌

13,766

Berkeley

Group

Holdings

plc

767,560‌

239,677

British

Land

Co

plc

1,040,006‌

2,461,318

BT

Group

plc

3,856,849‌

67,296

Burberry

Group

plc

1,920,980‌

389,840

CNH

Industrial

NV

5,630,450‌

88,082

*

Coca-Cola

European

Partners

plc

(Class

A)

5,583,518‌

322,274

Compass

Group

plc

8,384,805‌

39,851

Croda

International

plc

3,017,246‌

10,324

DCC

plc

597,746‌

2,453,393

HSBC

Holdings

plc

20,378,894‌

597,010

Informa

plc

5,808,828‌

44,979

InterContinental

Hotels

Group

plc

3,324,272‌

954,258

J

Sainsbury

plc

3,397,620‌

120,909

*,g

Just

Eat

Takeaway.com

NV

2,169,106‌

92,142

Kingfisher

plc

290,558‌

1,760,327

Legal

&

General

Group

plc

5,275,462‌

67,342

London

Stock

Exchange

Group

plc

7,312,988‌

606,526

National

Grid

plc

8,039,389‌

148,566

Pearson

PLC

1,643,371‌

35,168

Persimmon

PLC

522,840‌

295,807

RELX

plc

9,955,889‌

267,905

Schroders

plc

1,580,584‌

185,409

e

Scottish

&

Southern

Energy

plc

4,009,123‌

265,361

Segro

plc

2,600,419‌

147,275

St.

James's

Place

plc

1,777,774‌

725,374

Standard

Chartered

plc

6,967,613‌

565,519

Standard

Life

Aberdeen

plc

1,682,966‌

693,589

Taylor

Wimpey

plc

1,018,091‌

328,121

Unilever

plc

17,630,891‌

6,396,002

Vodafone

Group

plc

6,084,259‌

66,922

Whitbread

plc

3,006,210‌

284,301

WPP

plc

3,104,206‌

TOTAL

UNITED

KINGDOM

188,529,147‌

UNITED

STATES

-

4

.8

%

587,694

GSK

plc

10,461,630‌

74,037

Holcim

Ltd

5,160,150‌

53,481

James

Hardie

Industries

NV

1,567,362‌

301,703

Nestle

S.A.

36,964,388‌

76,981

Schneider

Electric

S.A.

13,731,257‌

69,252

Swiss

Re

Ltd

7,225,705‌

TOTAL

UNITED

STATES

75,110,492‌

TOTAL

COMMON

STOCKS

1,534,930,222‌

(Cost

$1,371,115,157)

TOTAL

LONG-TERM

INVESTMENTS

1,534,930,222‌

(Cost

$1,371,115,157)

Social

Choice

International

Equity

Fund

July

31,

2023

84

Portfolio

of

Investments

(continued)

Principal

denominated

in

U.S.

Dollars,

unless

otherwise

noted. 

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

UNITED

STATES—continued

PRINCIPAL

RATE

MATURITY

DATE

SHORT-TERM

INVESTMENTS

-

0.7%

REPURCHASE

AGREEMENT

-

0

.7

%

$

8,290,000

r

Fixed

Income

Clearing

Corp

(FICC)

5

.300

%

08/01/23

$

8,290,000‌

2,112,000

s

Fixed

Income

Clearing

Corp

(FICC)

5

.280

08/01/23

2,112,000‌

TOTAL

REPURCHASE

AGREEMENT

10,402,000‌

TOTAL

SHORT-TERM

INVESTMENTS

10,402,000‌

(Cost

$10,402,000)

SHARES

INVESTMENTS

PURCHASED

WITH

COLLATERAL

FROM

SECURITIES

LENDING

-

0.6%

8,614,946

c

State

Street

Navigator

Securities

Lending

Government

Money

Market

Portfolio

5

.340

8,614,946‌

TOTAL

INVESTMENTS

PURCHASED

WITH

COLLATERAL

FROM

SECURITIES

LENDING

8,614,946‌

(Cost

$8,614,946)

TOTAL

INVESTMENTS

-

100.3%

1,553,947,168‌

(Cost

$1,390,132,103)

OTHER

ASSETS

&

LIABILITIES,

NET

-

(0.3)%

(

4,051,141‌

)

NET

ASSETS

-

100.0%

$

1,549,896,027‌

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

$11,333,704.

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),

5.300%

dated

7/31/23

to

be

repurchased

at

$8,290,000

on

8/1/23,

collateralized

by

Government

Agency

Securities,

with

coupon

rate

1.375%

and

maturity

date

10/31/28,

valued

at

$8,455,876.

s

Agreement

with

Fixed

Income

Clearing

Corp

(FICC),

5.280%

dated

7/31/23

to

be

repurchased

at

$2,112,000

on

8/1/23,

collateralized

by

Government

Agency

Securities,

with

coupon

rate

1.375%

and

maturity

date

10/31/28,

valued

at

$2,154,288.

Futures

Contracts

-

Long

Description

Number

of

Contracts

Expiration

Date

Notional

Amount

Value

Unrealized

Appreciation

(Depreciation)

MSCI

EAFE

Index

92‌

09/15/23

 $

10,064,363‌

$

10,146,680‌

$

82,317‌

Portfolio

of

Investments

Equity

Index

Fund

July

31,

2023

85

(Unaudited)

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

LONG-TERM

INVESTMENTS

-

99.7%

COMMON

STOCKS

-

99.7%

AUTOMOBILES

&

COMPONENTS

-

2.2%

70,649

*

Adient

plc

$

3,006,821‌

82,911

*

American

Axle

&

Manufacturing

Holdings,

Inc

783,509‌

238,352

*

Aptiv

plc

26,097,161‌

204,944

BorgWarner,

Inc

9,529,896‌

27,933

*

Cooper-Standard

Holding,

Inc

514,526‌

107,715

Dana

Inc

2,044,431‌

20,044

*

Dorman

Products,

Inc

1,697,526‌

116,037

*,e

Fisker,

Inc

715,948‌

3,381,418

Ford

Motor

Co

44,668,532‌

40,428

*

Fox

Factory

Holding

Corp

4,523,893‌

1,197,622

General

Motors

Co

45,952,756‌

218,002

Gentex

Corp

7,320,507‌

25,155

*

Gentherm,

Inc

1,503,514‌

275,187

*

Goodyear

Tire

&

Rubber

Co

4,425,007‌

127,748

Harley-Davidson,

Inc

4,932,350‌

110,804

*,e

Holley,

Inc

701,389‌

18,139

LCI

Industries,

Inc

2,471,802‌

51,928

Lear

Corp

8,036,377‌

640,885

*,e

Lucid

Group,

Inc

4,877,135‌

194,312

*,e

Luminar

Technologies,

Inc

1,437,909‌

36,126

*

Modine

Manufacturing

Co

1,356,893‌

16,988

Patrick

Industries,

Inc

1,470,311‌

40,988

*

Phinia,

Inc

1,162,830‌

251,662

*,e

QuantumScape

Corp

3,349,621‌

442,851

*,e

Rivian

Automotive,

Inc

12,240,402‌

217,401

*,e

Solid

Power,

Inc

621,767‌

15,934

Standard

Motor

Products,

Inc

608,201‌

19,766

*

Stoneridge,

Inc

404,017‌

2,396,386

*

Tesla,

Inc

640,865,508‌

41,295

Thor

Industries,

Inc

4,769,160‌

28,194

*

Visteon

Corp

4,344,413‌

23,560

Winnebago

Industries,

Inc

1,620,928‌

177,385

*,e

Workhorse

Group,

Inc

235,922‌

21,842

*

XPEL,

Inc

1,774,226‌

TOTAL

AUTOMOBILES

&

COMPONENTS

850,065,188‌

BANKS

-

3.5%

18,633

1st

Source

Corp

873,888‌

14,723

Amalgamated

Financial

Corp

293,871‌

25,834

Amerant

Bancorp

Inc

512,030‌

4,611

American

National

Bankshares,

Inc

190,342‌

48,454

Ameris

Bancorp

2,115,017‌

26,423

Arrow

Financial

Corp

531,631‌

156,553

Associated

Banc-Corp

2,966,679‌

85,111

Atlantic

Union

Bankshares

Corp

2,721,850‌

44,566

*

Axos

Financial,

Inc

2,094,602‌

50,744

Banc

of

California,

Inc

721,072‌

24,715

Bancfirst

Corp

2,469,028‌

7,985

e

Bank

First

Corp

705,555‌

6,057,034

Bank

of

America

Corp

193,825,088‌

34,424

e

Bank

of

Hawaii

Corp

1,966,643‌

6,575

Bank

of

Marin

Bancorp

137,943‌

39,774

Bank

of

NT

Butterfield

&

Son

Ltd

1,277,939‌

90,703

Bank

OZK

3,966,442‌

79,459

BankUnited

2,371,057‌

Equity

Index

Fund

July

31,

2023

86

Portfolio

of

Investments

(continued)

Portfolio

of

Investments

(continued)

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

BANKS—continued

41,073

Banner

Corp

$

1,955,486‌

12,845

Bar

Harbor

Bankshares

350,797‌

16,293

BCB

Bancorp,

Inc

209,365‌

43,571

Berkshire

Hills

Bancorp,

Inc

993,854‌

12,822

Blue

Ridge

Bankshares,

Inc

108,089‌

38,306

BOK

Financial

Corp

3,412,298‌

15,598

*

Bridgewater

Bancshares,

Inc

167,055‌

67,439

Brookline

Bancorp,

Inc

720,249‌

19,568

Business

First

Bancshares,

Inc

400,166‌

25,800

Byline

Bancorp,

Inc

566,310‌

143,139

Cadence

BanCorp

3,585,632‌

4,978

Cambridge

Bancorp

306,346‌

11,105

Camden

National

Corp

384,011‌

191

e

Capital

Bancorp,

Inc

3,849‌

4,521

Capital

City

Bank

Group,

Inc

146,616‌

105,986

e

Capitol

Federal

Financial

702,687‌

21,038

Capstar

Financial

Holdings,

Inc

313,045‌

15,958

*

Carter

Bankshares,

Inc

234,423‌

82,639

Cathay

General

Bancorp

3,143,588‌

16,021

Central

Pacific

Financial

Corp

292,223‌

1,692,702

Citigroup,

Inc

80,674,177‌

5,190

Citizens

&

Northern

Corp

110,028‌

407,145

Citizens

Financial

Group,

Inc

13,134,498‌

13,280

City

Holding

Co

1,313,525‌

5,750

Civista

Bancshares,

Inc

104,880‌

7,874

CNB

Financial

Corp

153,228‌

14,705

*

Coastal

Financial

Corp

664,225‌

167,425

Columbia

Banking

System,

Inc

3,741,949‌

27,831

*,e

Columbia

Financial,

Inc

486,486‌

99,964

Comerica,

Inc

5,394,057‌

111,019

Commerce

Bancshares,

Inc

5,903,990‌

60,022

Community

Bank

System,

Inc

3,230,984‌

14,068

Community

Trust

Bancorp,

Inc

539,930‌

32,974

ConnectOne

Bancorp,

Inc

674,978‌

32,218

*,e

CrossFirst

Bankshares,

Inc

375,984‌

46,800

Cullen/Frost

Bankers,

Inc

5,081,544‌

32,680

*

Customers

Bancorp,

Inc

1,371,906‌

139,451

CVB

Financial

Corp

2,631,440‌

28,972

Dime

Community

Bancshares,

Inc

648,973‌

26,137

Eagle

Bancorp,

Inc

723,995‌

126,261

East

West

Bancorp,

Inc

7,854,697‌

133,594

Eastern

Bankshares,

Inc

1,886,347‌

5,234

Enterprise

Bancorp,

Inc

166,651‌

28,968

Enterprise

Financial

Services

Corp

1,187,688‌

11,154

Equity

Bancshares,

Inc

302,943‌

8,510

Esquire

Financial

Holdings,

Inc

425,032‌

9,389

e

Farmers

&

Merchants

Bancorp,

Inc

200,173‌

11,812

Farmers

National

Banc

Corp

162,415‌

34,406

FB

Financial

Corp

1,218,661‌

587,078

Fifth

Third

Bancorp

17,083,970‌

8,770

Financial

Institutions,

Inc

168,209‌

158,461

First

Bancorp

2,353,146‌

24,700

First

Bancorp

817,076‌

7,604

First

Bancorp,

Inc

200,670‌

14,763

First

Bancshares,

Inc

462,230‌

588

e

First

Bank

7,350‌

38,527

First

Busey

Corp

834,495‌

8,793

First

Business

Financial

Services,

Inc

298,874‌

8,972

First

Citizens

Bancshares,

Inc

(Class

A)

12,841,624‌

135,088

First

Commonwealth

Financial

Corp

1,950,671‌

14,032

First

Community

Bancshares,

Inc

471,896‌

73,937

First

Financial

Bancorp

1,707,205‌

112,033

First

Financial

Bankshares,

Inc

3,651,155‌

87

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

BANKS—continued

4,322

First

Financial

Corp

$

165,144‌

113,382

First

Foundation,

Inc

828,822‌

135,411

First

Hawaiian,

Inc

2,801,654‌

443,023

First

Horizon

National

Corp

6,038,403‌

96,845

First

Interstate

Bancsystem,

Inc

2,782,357‌

47,027

First

Merchants

Corp

1,510,507‌

12,091

First

Mid-Illinois

Bancshares,

Inc

370,106‌

12,529

First

of

Long

Island

Corp

174,654‌

9,917

*

First

Western

Financial,

Inc

205,679‌

15,276

Five

Star

Bancorp

377,012‌

42,707

Flushing

Financial

Corp

673,916‌

325,156

FNB

Corp

4,158,745‌

194,217

Fulton

Financial

Corp

2,777,303‌

19,386

*,e

FVCBankcorp,

Inc

249,304‌

19,355

German

American

Bancorp,

Inc

570,198‌

101,511

Glacier

Bancorp,

Inc

3,319,410‌

7,132

e

Great

Southern

Bancorp,

Inc

394,614‌

11,967

e

Greene

County

Bancorp,

Inc

412,383‌

5,058

Guaranty

Bancshares,

Inc

160,794‌

70,171

Hancock

Whitney

Corp

3,088,226‌

29,083

Hanmi

Financial

Corp

552,577‌

39,598

HarborOne

Northeast

Bancorp,

Inc

415,383‌

7,219

HBT

Financial,

Inc

143,225‌

34,542

Heartland

Financial

USA,

Inc

1,186,172‌

55,657

Heritage

Commerce

Corp

534,307‌

28,290

Heritage

Financial

Corp

530,720‌

46,898

Hilltop

Holdings,

Inc

1,450,555‌

1,692

e

Hingham

Institution

for

Savings

376,385‌

2,890

e

Home

Bancorp,

Inc

102,942‌

183,082

Home

Bancshares,

Inc

4,450,723‌

77,357

HomeStreet,

Inc

711,684‌

8,226

HomeTrust

Bancshares,

Inc

199,974‌

99,262

Hope

Bancorp,

Inc

1,077,985‌

37,769

Horizon

Bancorp

467,958‌

1,192,416

Huntington

Bancshares,

Inc

14,595,172‌

41,058

Independent

Bank

Corp

2,473,744‌

16,001

Independent

Bank

Corp

330,581‌

27,575

Independent

Bank

Group,

Inc

1,237,290‌

63,589

International

Bancshares

Corp

3,156,558‌

10,716

e

John

Marshall

Bancorp,

Inc

203,604‌

2,537,232

JPMorgan

Chase

&

Co

400,781,167‌

62,205

Kearny

Financial

Corp

534,341‌

733,279

Keycorp

9,026,664‌

54,549

Lakeland

Bancorp,

Inc

824,235‌

19,759

Lakeland

Financial

Corp

1,095,439‌

23,057

Live

Oak

Bancshares,

Inc

873,169‌

629

Luther

Burbank

Corp

6,479‌

148,957

M&T

Bank

Corp

20,833,126‌

12,700

Macatawa

Bank

Corp

125,095‌

8,910

Mercantile

Bank

Corp

312,919‌

22,883

Meta

Financial

Group,

Inc

1,189,001‌

28,455

Metrocity

Bankshares,

Inc

610,075‌

15,723

*,e

Metropolitan

Bank

Holding

Corp

712,095‌

11,042

Mid

Penn

Bancorp,

Inc

259,487‌

22,606

Midland

States

Bancorp,

Inc

529,659‌

5,927

MidWestOne

Financial

Group,

Inc

145,389‌

25,698

MVB

Financial

Corp

657,612‌

21,289

National

Bank

Holdings

Corp

731,490‌

34,793

NBT

Bancorp,

Inc

1,294,300‌

644,183

New

York

Community

Bancorp,

Inc

8,934,818‌

8,973

Nicolet

Bankshares,

Inc

750,591‌

9,353

Northeast

Bank

445,577‌

27,798

e

Northeast

Community

Bancorp,

Inc

450,050‌

Equity

Index

Fund

July

31,

2023

88

Portfolio

of

Investments

(continued)

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

BANKS—continued

44,937

Northfield

Bancorp,

Inc

$

547,333‌

101,413

Northwest

Bancshares,

Inc

1,253,465‌

2,005,237

*

NU

Holdings

Ltd

15,961,687‌

52,078

OceanFirst

Financial

Corp

970,213‌

72,625

OFG

Bancorp

2,432,211‌

302,292

Old

National

Bancorp

5,148,033‌

15,271

Old

Second

Bancorp,

Inc

244,183‌

20,312

Origin

Bancorp,

Inc

662,171‌

3,618

Orrstown

Financial

Services,

Inc

84,661‌

89,066

Pacific

Premier

Bancorp,

Inc

2,274,746‌

93,374

e

PacWest

Bancorp

868,378‌

11,574

Park

National

Corp

1,290,732‌

12,857

e

Parke

Bancorp,

Inc

255,083‌

10,253

Peapack

Gladstone

Financial

Corp

299,695‌

23,125

Peoples

Bancorp,

Inc

651,431‌

8,138

Peoples

Financial

Services

Corp

375,894‌

64,999

Pinnacle

Financial

Partners,

Inc

4,933,424‌

385

*,e

Pioneer

Bancorp,

Inc

3,785‌

344,140

PNC

Financial

Services

Group,

Inc

47,109,325‌

77,194

Popular,

Inc

5,600,425‌

12,183

Preferred

Bank

805,053‌

28,576

Premier

Financial

Corp

618,956‌

5,687

Primis

Financial

Corp

54,083‌

82,390

Prosperity

Bancshares,

Inc

5,216,935‌

103,199

Provident

Financial

Services,

Inc

1,913,309‌

14,068

QCR

Holdings,

Inc

720,704‌

22,257

RBB

Bancorp

326,510‌

4,522

Red

River

Bancshares

Inc

221,623‌

775,994

Regions

Financial

Corp

15,806,998‌

43,118

Renasant

Corp

1,334,071‌

4,137

Republic

Bancorp,

Inc

(Class

A)

189,599‌

33,109

S&T

Bancorp,

Inc

1,045,582‌

34,709

Sandy

Spring

Bancorp,

Inc

849,329‌

69,004

Seacoast

Banking

Corp

of

Florida

1,705,089‌

41,638

ServisFirst

Bancshares,

Inc

2,484,956‌

14,920

Shore

Bancshares,

Inc

177,548‌

5,250

Sierra

Bancorp

110,565‌

98,370

Simmons

First

National

Corp

(Class

A)

1,986,090‌

16,069

SmartFinancial,

Inc

403,653‌

354

South

Plains

Financial

Inc

9,505‌

69,727

South

State

Corp

5,415,696‌

2,746

*

Southern

First

Bancshares,

Inc

82,874‌

5,675

Southern

Missouri

Bancorp,

Inc

272,797‌

24,349

e

Southside

Bancshares,

Inc

808,630‌

38,203

Stellar

Bancorp,

Inc

949,727‌

21,096

Stock

Yards

Bancorp,

Inc

1,008,600‌

5,861

Summit

Financial

Group,

Inc

132,224‌

110,649

Synovus

Financial

Corp

3,751,001‌

38,762

*

Texas

Capital

Bancshares,

Inc

2,474,954‌

37,392

*

The

Bancorp,

Inc

1,417,157‌

11,131

Tompkins

Financial

Corp

669,641‌

56,169

Towne

Bank

1,419,952‌

24,322

Trico

Bancshares

909,156‌

17,672

Triumph

Bancorp,

Inc

1,253,122‌

1,138,168

Truist

Financial

Corp

37,809,941‌

19,519

TrustCo

Bank

Corp

NY

593,182‌

45,567

Trustmark

Corp

1,196,589‌

38,832

UMB

Financial

Corp

2,757,072‌

130,431

United

Bankshares,

Inc

4,361,613‌

103,599

United

Community

Banks,

Inc

3,011,623‌

22,107

Univest

Financial

Corp

431,086‌

1,311,775

US

Bancorp

52,051,232‌

414,096

Valley

National

Bancorp

4,248,625‌

89

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

BANKS—continued

34,533

Veritex

Holdings,

Inc

$

742,805‌

81,079

Washington

Federal,

Inc

2,516,692‌

15,885

Washington

Trust

Bancorp,

Inc

509,273‌

153,531

Webster

Financial

Corp

7,265,087‌

3,290,590

Wells

Fargo

&

Co

151,893,634‌

51,566

WesBanco,

Inc

1,444,364‌

8,366

West

Bancorporation,

Inc

167,822‌

20,400

Westamerica

Bancorporation

1,003,476‌

91,934

e

Western

Alliance

Bancorp

4,775,971‌

46,083

Wintrust

Financial

Corp

3,887,562‌

47,065

WSFS

Financial

Corp

2,059,094‌

109,414

Zions

Bancorporation

4,185,085‌

TOTAL

BANKS

1,371,754,661‌

CAPITAL

GOODS

-

6.4%

90,270

*

3D

Systems

Corp

786,252‌

486,875

3M

Co

54,286,563‌

115,895

A.O.

Smith

Corp

8,417,454‌

36,440

Aaon,

Inc

3,835,674‌

23,678

*

AAR

Corp

1,415,944‌

26,578

Acuity

Brands,

Inc

4,391,749‌

55,177

Advanced

Drainage

Systems,

Inc

6,731,042‌

115,971

Aecom

Technology

Corp

10,089,477‌

22,184

*

Aerovironment,

Inc

2,113,248‌

27,273

*

AerSale

Corp

409,368‌

53,417

AGCO

Corp

7,109,803‌

79,715

Air

Lease

Corp

3,375,133‌

7,420

Alamo

Group,

Inc

1,437,699‌

34,459

Albany

International

Corp

(Class

A)

3,317,713‌

77,538

Allegion

plc

9,061,091‌

6,208

Allied

Motion

Technologies,

Inc

241,491‌

78,516

Allison

Transmission

Holdings,

Inc

4,608,104‌

12,889

Alta

Equipment

Group,

Inc

208,157‌

35,576

*

Ameresco,

Inc

2,070,879‌

12,826

*

American

Woodmark

Corp

982,985‌

202,034

Ametek,

Inc

32,042,592‌

169,536

*

API

Group

Corp

4,875,855‌

18,243

Apogee

Enterprises,

Inc

903,576‌

30,780

Applied

Industrial

Technologies,

Inc

4,462,792‌

96,323

*,e

Archer

Aviation,

Inc

648,254‌

51,490

Arcosa,

Inc

3,973,998‌

11,536

Argan,

Inc

438,829‌

32,894

Armstrong

World

Industries,

Inc

2,544,680‌

118,244

*

Array

Technologies,

Inc

2,252,548‌

17,527

Astec

Industries,

Inc

865,834‌

17,487

*

Astronics

Corp

366,877‌

34,587

*

Atkore

International

Group,

Inc

5,487,919‌

60,126

*

Axon

Enterprise,

Inc

11,179,227‌

100,862

*

AZEK

Co,

Inc

3,146,894‌

18,025

AZZ,

Inc

799,048‌

40,879

*

Babcock

&

Wilcox

Enterprises,

Inc

224,017‌

37,511

Barnes

Group,

Inc

1,474,182‌

45,670

*

Beacon

Roofing

Supply,

Inc

3,912,549‌

28,514

*,e

Blink

Charging

Co

182,490‌

162,550

*,e

Bloom

Energy

Corp

2,903,143‌

11,512

*

Blue

Bird

Corp

241,061‌

11,068

*

BlueLinx

Holdings,

Inc

1,043,048‌

485,248

*

Boeing

Co

115,901,485‌

33,731

Boise

Cascade

Co

3,490,821‌

11,845

*,e

Bowman

Consulting

Group

Ltd

410,429‌

40,102

Brookfield

Business

Corp

822,893‌

114,153

*

Builders

FirstSource,

Inc

16,487,118‌

87,839

BWX

Technologies,

Inc

6,060,891‌

Equity

Index

Fund

July

31,

2023

90

Portfolio

of

Investments

(continued)

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

CAPITAL

GOODS—continued

8,806

Cadre

Holdings,

Inc

$

204,916‌

45,144

Carlisle

Cos,

Inc

12,513,917‌

725,390

Carrier

Global

Corp

43,196,975‌

449,748

Caterpillar,

Inc

119,259,677‌

233,284

*,e

ChargePoint

Holdings,

Inc

2,020,239‌

36,781

*,e

Chart

Industries,

Inc

6,700,027‌

20,351

*

CIRCOR

International,

Inc

1,133,551‌

808,012

CNH

Industrial

NV

11,603,052‌

20,151

Columbus

McKinnon

Corp

853,193‌

28,861

Comfort

Systems

USA,

Inc

5,020,948‌

887

*

Concrete

Pumping

Holdings

Inc

7,158‌

28,626

*

Construction

Partners

Inc

841,604‌

74,154

*

Core

&

Main,

Inc

2,344,008‌

38,580

Crane

Co

3,614,560‌

38,580

Crane

Holdings

Co

2,282,007‌

11,874

CSW

Industrials,

Inc

2,143,851‌

123,420

Cummins,

Inc

32,187,936‌

33,427

Curtiss-Wright

Corp

6,396,591‌

55,814

*,e

Custom

Truck

One

Source,

Inc

386,233‌

237,484

Deere

&

Co

102,023,126‌

311,752

*,e

Desktop

Metal,

Inc

567,389‌

120,750

Donaldson

Co,

Inc

7,586,723‌

17,088

Douglas

Dynamics,

Inc

530,582‌

121,539

Dover

Corp

17,741,048‌

7,460

*

Ducommun,

Inc

374,044‌

12,598

*

DXP

Enterprises,

Inc

478,472‌

21,956

*

Dycom

Industries,

Inc

2,186,379‌

342,320

Eaton

Corp

70,285,142‌

39,624

EMCOR

Group,

Inc

8,520,745‌

491,109

Emerson

Electric

Co

44,862,807‌

16,119

Encore

Wire

Corp

2,751,352‌

46,405

*

Energy

Recovery,

Inc

1,414,424‌

94,986

*,e

Energy

Vault

Holdings,

Inc

318,203‌

55,416

Enerpac

Tool

Group

Corp

1,522,832‌

33,465

EnerSys

3,624,929‌

116,702

*,e

Enovix

Corp

2,511,427‌

16,390

EnPro

Industries,

Inc

2,274,604‌

122,700

*,e

Eos

Energy

Enterprises,

Inc

301,842‌

56,109

Esab

Corp

3,854,688‌

19,331

ESCO

Technologies,

Inc

1,943,732‌

80,826

*,e

ESS

Tech,

Inc

155,994‌

486,474

Fastenal

Co

28,512,241‌

46,155

Federal

Signal

Corp

2,819,609‌

175,542

Ferguson

plc

28,371,098‌

98,402

Flowserve

Corp

3,715,660‌

24,553

*,e

Fluence

Energy,

Inc

717,930‌

142,932

*

Fluor

Corp

4,428,033‌

310,223

Fortive

Corp

24,305,972‌

104,386

Fortune

Brands

Home

&

Security,

Inc

7,418,713‌

37,279

Franklin

Electric

Co,

Inc

3,683,911‌

79,831

FTAI

Aviation

Ltd

2,571,357‌

59,145

*,e

FTC

Solar,

Inc

224,751‌

511,812

*,e

FuelCell

Energy,

Inc

1,120,868‌

155,438

*

Gates

Industrial

Corp

plc

2,117,066‌

36,014

GATX

Corp

4,514,715‌

26,667

*,e

Gencor

Industries,

Inc

406,672‌

54,511

*

Generac

Holdings,

Inc

8,378,341‌

214,154

General

Dynamics

Corp

47,880,551‌

939,309

General

Electric

Co

107,306,660‌

26,448

*

Gibraltar

Industries,

Inc

1,710,392‌

25,662

Global

Industrial

Co

731,367‌

37,797

*

GMS,

Inc

2,785,261‌

18,896

Gorman-Rupp

Co

599,003‌

91

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

CAPITAL

GOODS—continued

147,695

Graco,

Inc

$

11,716,644‌

149,154

GrafTech

International

Ltd

787,533‌

39,368

Granite

Construction,

Inc

1,611,332‌

60,950

*

Great

Lakes

Dredge

&

Dock

Corp

511,980‌

33,587

Greenbrier

Cos,

Inc

1,551,384‌

40,831

Griffon

Corp

1,703,469‌

22,211

H&E

Equipment

Services,

Inc

1,079,010‌

54,836

*,e

Hayward

Holdings,

Inc

732,609‌

41,922

HEICO

Corp

7,377,434‌

70,220

HEICO

Corp

(Class

A)

9,855,377‌

23,945

Helios

Technologies,

Inc

1,513,324‌

25,702

Herc

Holdings,

Inc

3,439,699‌

78,974

Hexcel

Corp

5,581,882‌

54,131

Hillenbrand,

Inc

2,811,564‌

103,419

*

Hillman

Solutions

Corp

1,017,643‌

575,860

Honeywell

International,

Inc

111,791,702‌

317,760

Howmet

Aerospace,

Inc

16,250,246‌

46,255

Hubbell,

Inc

14,431,560‌

33,445

*

Hudson

Technologies,

Inc

304,015‌

35,838

Huntington

Ingalls

8,230,913‌

306,800

*,e

Hyliion

Holdings

Corp

604,396‌

7,156

Hyster-Yale

Materials

Handling,

Inc

341,771‌

66,059

IDEX

Corp

14,916,783‌

8,756

*

IES

Holdings,

Inc

501,894‌

264,122

Illinois

Tool

Works,

Inc

69,548,605‌

353,391

Ingersoll

Rand,

Inc

23,065,831‌

15,632

Insteel

Industries,

Inc

504,132‌

66,579

ITT,

Inc

6,631,268‌

82,032

*

Janus

International

Group,

Inc

936,805‌

95,278

*

JELD-WEN

Holding,

Inc

1,696,901‌

30,832

John

Bean

Technologies

Corp

3,811,144‌

591,968

Johnson

Controls

International

plc

41,171,374‌

9,278

Kadant,

Inc

2,067,602‌

22,936

Kaman

Corp

525,005‌

63,395

Kennametal,

Inc

1,932,280‌

89,581

*

Kratos

Defense

&

Security

Solutions,

Inc

1,351,777‌

161,077

L3Harris

Technologies,

Inc

30,522,481‌

2,237

*

Lawson

Products,

Inc

124,019‌

28,805

Lennox

International,

Inc

10,584,109‌

36,528

*,e

Leonardo

DRS,

Inc

609,652‌

16,978

*

Limbach

Holdings,

Inc

448,559‌

47,515

Lincoln

Electric

Holdings,

Inc

9,536,736‌

8,406

Lindsay

Corp

1,114,047‌

195,982

Lockheed

Martin

Corp

87,480,485‌

32,814

e

LSI

Industries,

Inc

413,456‌

30,526

Luxfer

Holdings

plc

386,459‌

25,887

*

Manitowoc

Co,

Inc

469,072‌

195,438

Masco

Corp

11,859,178‌

17,394

*

Masonite

International

Corp

1,818,543‌

47,879

*

Mastec,

Inc

5,637,752‌

104,386

*

Masterbrand,

Inc

1,289,167‌

26,438

*,e

Mayville

Engineering

Co

Inc

319,635‌

21,770

McGrath

RentCorp

2,098,193‌

197,279

MDU

Resources

Group,

Inc

4,363,811‌

56,073

*

Mercury

Systems,

Inc

2,129,653‌

132,141

*,e

Microvast

Holdings,

Inc

379,245‌

46,376

*

Middleby

Corp

7,042,196‌

12,532

Miller

Industries,

Inc

475,464‌

27,127

Moog,

Inc

(Class

A)

2,860,271‌

74,482

*

MRC

Global,

Inc

840,902‌

40,108

MSC

Industrial

Direct

Co

(Class

A)

4,047,699‌

45,760

Mueller

Industries,

Inc

3,709,306‌

123,593

Mueller

Water

Products,

Inc

(Class

A)

1,988,611‌

Equity

Index

Fund

July

31,

2023

92

Portfolio

of

Investments

(continued)

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

CAPITAL

GOODS—continued

15,607

*

MYR

Group,

Inc

$

2,224,934‌

3,753

National

Presto

Industries,

Inc

293,897‌

24,468

*

NEXTracker,

Inc

1,036,220‌

529,494

*,e

Nikola

Corp

1,413,749‌

50,093

Nordson

Corp

12,603,900‌

123,329

Northrop

Grumman

Corp

54,881,405‌

5,136

*

Northwest

Pipe

Co

167,331‌

80,220

*

NOW,

Inc

913,706‌

25,573

*,e

NuScale

Power

Corp

193,843‌

157,302

nVent

Electric

plc

8,318,130‌

2,380

Omega

Flex,

Inc

213,058‌

51,245

Oshkosh

Corp

4,718,127‌

360,417

Otis

Worldwide

Corp

32,783,530‌

77,678

Owens

Corning,

Inc

10,874,143‌

438,841

PACCAR,

Inc

37,797,375‌

17,348

Park

Aerospace

Corp

252,066‌

109,571

Parker-Hannifin

Corp

44,925,206‌

27,211

*

Parsons

Corp

1,344,768‌

133,782

Pentair

plc

9,297,849‌

42,794

*

PGT

Innovations,

Inc

1,224,336‌

445,266

*,e

Plug

Power,

Inc

5,841,890‌

6,237

Powell

Industries,

Inc

379,085‌

1,157

Preformed

Line

Products

Co

200,751‌

58,364

Primoris

Services

Corp

1,853,641‌

20,651

*

Proto

Labs,

Inc

684,581‌

24,588

Quanex

Building

Products

Corp

691,906‌

124,631

Quanta

Services,

Inc

25,128,102‌

1,271,767

Raytheon

Technologies

Corp

111,826,472‌

25,790

*

RBC

Bearings,

Inc

5,829,830‌

147,602

*,e

Redwire

Corp

537,271‌

58,146

Regal-Beloit

Corp

9,081,242‌

112,180

*

Resideo

Technologies,

Inc

2,100,010‌

34,968

REV

Group,

Inc

452,136‌

241,774

*,e

Rocket

Lab

USA,

Inc

1,781,874‌

102,202

Rockwell

Automation,

Inc

34,369,511‌

29,820

Rush

Enterprises,

Inc

(Class

A)

1,928,758‌

4,399

e

Rush

Enterprises,

Inc

(Class

B)

302,255‌

134,984

Sensata

Technologies

Holding

plc

5,703,074‌

198,020

*,e

SES

AI

Corp

621,783‌

140,450

*

Shoals

Technologies

Group,

Inc

3,646,082‌

24,827

Shyft

Group,

Inc

358,254‌

37,416

Simpson

Manufacturing

Co,

Inc

5,911,728‌

40,856

*

SiteOne

Landscape

Supply,

Inc

6,945,520‌

46,027

Snap-On,

Inc

12,539,596‌

96,167

Spirit

Aerosystems

Holdings,

Inc

(Class

A)

3,060,034‌

33,039

*

SPX

Technologies,

Inc

2,795,430‌

8,453

Standex

International

Corp

1,255,862‌

130,458

Stanley

Black

&

Decker,

Inc

12,950,566‌

150,669

*,e

Stem,

Inc

1,065,230‌

19,738

*

Sterling

Construction

Co,

Inc

1,184,083‌

58,669

*,e

SunPower

Corp

579,063‌

191,646

*

Sunrun,

Inc

3,637,441‌

14,222

Tennant

Co

1,141,173‌

69,107

Terex

Corp

4,051,743‌

281,691

*,e

Terran

Orbital

Corp

422,537‌

38,923

Textainer

Group

Holdings

Ltd

1,599,735‌

184,557

Textron,

Inc

14,352,998‌

22,578

*

Thermon

Group

Holdings

623,379‌

48,377

Timken

Co

4,492,288‌

51,987

*

Titan

International,

Inc

649,318‌

13,882

*

Titan

Machinery,

Inc

443,113‌

91,243

Toro

Co

9,274,851‌

198,625

Trane

Technologies

plc

39,613,770‌

93

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

CAPITAL

GOODS—continued

5,151

*

Transcat

Inc

$

432,066‌

45,376

TransDigm

Group,

Inc

40,825,695‌

100,182

*

Trex

Co,

Inc

6,926,583‌

67,174

Trinity

Industries,

Inc

1,761,302‌

48,948

Triton

International

Ltd

4,126,806‌

47,307

*

Triumph

Group,

Inc

598,434‌

49,355

*

Tutor

Perini

Corp

417,050‌

48,676

UFP

Industries,

Inc

5,001,946‌

59,094

United

Rentals,

Inc

27,459,800‌

136,039

*

Univar

Solutions

Inc

4,916,449‌

18,457

Valmont

Industries,

Inc

4,886,491‌

11,489

*

Vectrus,

Inc

591,224‌

228,909

*,e

Velo3D,

Inc

524,202‌

11,375

Veritiv

Corp

1,593,979‌

288,968

Vertiv

Holdings

Co

7,516,058‌

15,571

*

Vicor

Corp

1,436,736‌

210,020

*,e

Virgin

Galactic

Holdings,

Inc

898,886‌

39,008

W.W.

Grainger,

Inc

28,807,018‌

39,430

Wabash

National

Corp

933,702‌

29,046

Watsco,

Inc

10,984,907‌

26,804

Watts

Water

Technologies,

Inc

(Class

A)

4,999,750‌

40,493

WESCO

International,

Inc

7,109,356‌

158,438

Westinghouse

Air

Brake

Technologies

Corp

18,765,397‌

168,942

*

WillScot

Mobile

Mini

Holdings

Corp

8,100,769‌

46,706

Woodward

Inc

5,622,468‌

35,235

*,e

Xometry,

Inc

731,479‌

211,534

Xylem,

Inc

23,850,459‌

140,071

Zurn

Water

Solutions

Corp

4,263,761‌

TOTAL

CAPITAL

GOODS

2,520,817,875‌

COMMERCIAL

&

PROFESSIONAL

SERVICES

-

1.6%

71,796

ABM

Industries,

Inc

3,322,719‌

91,019

ACCO

Brands

Corp

554,306‌

110,227

*

ACV

Auctions,

Inc

1,927,870‌

380,551

*

Alight,

Inc

3,721,789‌

13,852

e

Aris

Water

Solution,

Inc

151,402‌

42,312

*

ASGN

Inc

3,229,252‌

259,768

*,e

Aurora

Innovation,

Inc

852,039‌

358,579

Automatic

Data

Processing,

Inc

88,662,244‌

5,327

Barrett

Business

Services,

Inc

483,319‌

223,464

*,e

BlackSky

Technology,

Inc

444,693‌

110,250

Booz

Allen

Hamilton

Holding

Co

13,349,070‌

34,803

*

BrightView

Holdings,

Inc

268,331‌

35,470

Brink's

Co

2,587,891‌

104,604

Broadridge

Financial

Solutions,

Inc

17,565,104‌

21,645

*

CACI

International,

Inc

(Class

A)

7,585,274‌

41,616

*

Casella

Waste

Systems,

Inc

(Class

A)

3,357,995‌

43,111

*

CBIZ,

Inc

2,280,141‌

13,622

*

Cimpress

plc

946,729‌

77,297

Cintas

Corp

38,806,186‌

387,769

*

Clarivate

Analytics

plc

3,687,683‌

44,744

*

Clean

Harbors,

Inc

7,439,137‌

42,140

Concentrix

Corp

3,507,734‌

132,462

*

Conduent,

Inc

458,318‌

367,957

*

Copart,

Inc

32,523,719‌

100,942

*

CoreCivic,

Inc

979,137‌

357,188

*

CoStar

Group,

Inc

29,993,076‌

4,484

CRA

International,

Inc

448,804‌

26,157

CSG

Systems

International,

Inc

1,349,440‌

30,980

Deluxe

Corp

588,310‌

75,581

*

Driven

Brands

Holdings,

Inc

1,955,280‌

196,245

Dun

&

Bradstreet

Holdings,

Inc

2,319,616‌

16,785

Ennis,

Inc

361,549‌

Equity

Index

Fund

July

31,

2023

94

Portfolio

of

Investments

(continued)

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

COMMERCIAL

&

PROFESSIONAL

SERVICES—continued

104,571

Equifax,

Inc

$

21,340,850‌

26,457

*

ExlService

Holdings,

Inc

3,729,114‌

41,992

Exponent,

Inc

3,761,643‌

46,013

*

First

Advantage

Corp

690,195‌

116,960

*

FiscalNote

Holdings,

Inc

383,629‌

8,190

*

Forrester

Research,

Inc

261,015‌

9,141

*

Franklin

Covey

Co

435,569‌

31,944

*

FTI

Consulting,

Inc

5,595,311‌

161,326

Genpact

Ltd

5,822,255‌

97,493

*,e

Geo

Group,

Inc

728,273‌

61,320

*

Harsco

Corp

578,248‌

56,484

Healthcare

Services

Group

712,263‌

14,986

Heidrick

&

Struggles

International,

Inc

408,668‌

8,242

*

Heritage-Crystal

Clean,

Inc

379,709‌

56,093

Herman

Miller,

Inc

1,097,740‌

15,364

*

HireRight

Holdings

Corp

164,548‌

39,729

HNI

Corp

1,155,717‌

17,579

*

Huron

Consulting

Group,

Inc

1,662,446‌

14,225

ICF

International,

Inc

1,672,718‌

32,868

*,e

Innodata

Isogen,

Inc

421,696‌

30,132

Insperity,

Inc

3,545,030‌

40,589

Interface,

Inc

396,555‌

108,944

Jacobs

Solutions,

Inc

13,662,667‌

99,756

*

KAR

Auction

Services,

Inc

1,566,169‌

126,396

KBR,

Inc

7,772,090‌

25,446

Kelly

Services,

Inc

(Class

A)

466,171‌

14,799

Kforce,

Inc

938,849‌

44,482

Korn/Ferry

International

2,343,312‌

82,778

*

Legalzoom.com,

Inc

1,264,848‌

115,337

Leidos

Holdings,

Inc

10,787,470‌

102,621

*,e

Li-Cycle

Holdings

Corp

618,805‌

20,481

*

Liquidity

Services,

Inc

343,671‌

39,935

Manpower,

Inc

3,150,073‌

23,701

Matthews

International

Corp

(Class

A)

1,087,876‌

58,381

MAXIMUS,

Inc

4,889,993‌

51,680

*

Mistras

Group,

Inc

400,003‌

19,414

*

Montrose

Environmental

Group,

Inc

785,685‌

36,622

MSA

Safety,

Inc

6,079,252‌

8,091

NL

Industries,

Inc

46,928‌

11,033

*

NV5

Global

Inc

1,208,665‌

280,544

Paychex,

Inc

35,199,856‌

131,794

Pitney

Bowes,

Inc

519,268‌

120,113

*,e

Planet

Labs

PBC

446,820‌

83,380

*

Quad

Graphics,

Inc

493,610‌

152,304

RB

Global,

Inc

9,820,562‌

177,986

Republic

Services,

Inc

26,895,464‌

31,570

Resources

Connection,

Inc

504,489‌

95,845

Robert

Half

International,

Inc

7,106,907‌

202,125

Rollins,

Inc

8,252,764‌

43,704

Science

Applications

International

Corp

5,303,043‌

17,683

*

SP

Plus

Corp

679,911‌

191,383

SS&C

Technologies

Holdings,

Inc

11,148,060‌

72,578

Steelcase,

Inc

(Class

A)

621,993‌

92,570

*

Stericycle,

Inc

3,933,299‌

11,647

*

Sterling

Check

Corp

139,880‌

47,995

Tetra

Tech,

Inc

8,121,234‌

166,720

TransUnion

13,285,917‌

31,176

*

TriNet

Group,

Inc

3,280,650‌

27,408

*

TrueBlue,

Inc

409,750‌

13,566

TTEC

Holdings,

Inc

467,213‌

16,144

Unifirst

Corp

2,620,171‌

86,222

*

Upwork,

Inc

899,295‌

126,762

Verisk

Analytics,

Inc

29,020,892‌

95

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

COMMERCIAL

&

PROFESSIONAL

SERVICES—continued

106,472

*

Verra

Mobility

Corp

$

2,234,847‌

14,279

*

Viad

Corp

402,811‌

7,529

e

VSE

Corp

404,684‌

353,980

Waste

Management,

Inc

57,978,384‌

7,913

*

Willdan

Group,

Inc

159,684‌

TOTAL

COMMERCIAL

&

PROFESSIONAL

SERVICES

618,415,334‌

CONSUMER

DISCRETIONARY

DISTRIBUTION

&

RETAIL

-

4.8%

19,450

*

1-800-FLOWERS.COM,

Inc

(Class

A)

168,826‌

47,341

*

Abercrombie

&

Fitch

Co

(Class

A)

1,875,177‌

48,894

Advance

Auto

Parts,

Inc

3,637,225‌

7,825,262

*

Amazon.com,

Inc

1,046,081,024‌

30,961

*

Autonation,

Inc

4,984,102‌

16,155

*

AutoZone,

Inc

40,092,187‌

191,637

Bath

&

Body

Works,

Inc

7,102,067‌

169,907

Best

Buy

Co,

Inc

14,110,776‌

16,431

Build-A-Bear

Workshop,

Inc

403,381‌

54,905

*

Burlington

Stores,

Inc

9,752,226‌

45,155

e

Camping

World

Holdings,

Inc

1,446,315‌

128,771

*

CarMax,

Inc

10,637,772‌

34,654

*

CarParts.com,

Inc

173,963‌

47,280

Dick's

Sporting

Goods,

Inc

6,666,480‌

453,222

eBay,

Inc

20,172,911‌

106,237

*

Etsy,

Inc

10,798,991‌

46,886

*

Five

Below,

Inc

9,768,229‌

16,268

*,e

Funko,

Inc

132,747‌

207,681

*

GameStop

Corp

(Class

A)

4,610,518‌

166,065

e

Gap,

Inc

1,710,469‌

123,926

Genuine

Parts

Co

19,297,757‌

11,946

Hibbett

Sports,

Inc

554,294‌

879,403

Home

Depot,

Inc

293,579,897‌

102,329

Kohl's

Corp

2,911,260‌

25,514

Lithia

Motors,

Inc

(Class

A)

7,922,862‌

234,155

LKQ

Corp

12,829,352‌

517,904

Lowe's

Companies,

Inc

121,329,370‌

235,118

Macy's,

Inc

3,900,608‌

18,355

Murphy

USA,

Inc

5,635,536‌

60,209

*

National

Vision

Holdings,

Inc

1,302,321‌

86,070

Nordstrom,

Inc

1,989,078‌

57,170

*

Ollie's

Bargain

Outlet

Holdings,

Inc

4,166,550‌

52,520

*

O'Reilly

Automotive,

Inc

48,622,491‌

32,132

*

Overstock.com,

Inc

1,171,854‌

19,470

e

Penske

Auto

Group,

Inc

3,142,847‌

63,078

*

Petco

Health

&

Wellness

Co,

Inc

514,716‌

32,909

Pool

Corp

12,661,409‌

62,519

Rent-A-Center,

Inc

2,165,033‌

15,040

*

RH

5,838,077‌

289,720

Ross

Stores,

Inc

33,213,501‌

39,515

e

Signet

Jewelers

Ltd

3,180,562‌

17,467

*

Sleep

Number

Corp

483,661‌

997,240

TJX

Companies,

Inc

86,291,177‌

53,953

*

Urban

Outfitters,

Inc

1,962,271‌

67,822

*

Victoria's

Secret

&

Co

1,389,673‌

64,680

*

Warby

Parker,

Inc

966,319‌

74,009

*,e

Wayfair,

Inc

5,763,081‌

55,729

Williams-Sonoma,

Inc

7,726,269‌

3,199

Winmark

Corp

1,162,709‌

17,055

*

Zumiez,

Inc

321,657‌

TOTAL

CONSUMER

DISCRETIONARY

DISTRIBUTION

&

RETAIL

1,886,321,578‌

CONSUMER

DURABLES

&

APPAREL

-

1.2%

29,457

Acushnet

Holdings

Corp

1,756,521‌

393,678

*

Allbirds,

Inc

590,517‌

Equity

Index

Fund

July

31,

2023

96

Portfolio

of

Investments

(continued)

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

CONSUMER

DURABLES

&

APPAREL—continued

48,209

*,e

AMMO,

Inc

$

100,275‌

37,384

*

Beazer

Homes

USA,

Inc

1,257,224‌

70,933

Brunswick

Corp

6,122,227‌

107,866

*

Callaway

Golf

Co

2,154,084‌

113,022

*

Capri

Holdings

Ltd

4,171,642‌

31,801

Carter's,

Inc

2,385,393‌

7,534

*

Cavco

Industries,

Inc

2,227,427‌

32,019

Century

Communities,

Inc

2,472,507‌

17,828

e

Clarus

Corp

158,669‌

30,881

Columbia

Sportswear

Co

2,427,555‌

39,614

e

Cricut,

Inc

469,822‌

54,538

*

Crocs,

Inc

5,909,192‌

22,981

*

Deckers

Outdoor

Corp

12,494,540‌

263,370

DR

Horton,

Inc

33,453,257‌

28,420

*,e

Dream

Finders

Homes,

Inc

724,710‌

17,863

Ethan

Allen

Interiors,

Inc

562,149‌

139,793

*

Garmin

Ltd

14,802,681‌

32,892

*

G-III

Apparel

Group

Ltd

681,193‌

95,226

*

GoPro,

Inc

389,474‌

22,207

*

Green

Brick

Partners,

Inc

1,255,140‌

348,660

e

Hanesbrands,

Inc

1,837,438‌

113,125

Hasbro,

Inc

7,303,350‌

17,902

*

Helen

of

Troy

Ltd

2,529,553‌

5,395

*

Hovnanian

Enterprises,

Inc

575,215‌

17,511

Installed

Building

Products,

Inc

2,591,978‌

20,871

*

iRobot

Corp

834,840‌

18,019

*

JAKKS

Pacific,

Inc

375,516‌

4,498

Johnson

Outdoors,

Inc

265,922‌

72,924

KB

Home

3,935,708‌

52,445

Kontoor

Brands,

Inc

2,221,570‌

41,872

*,e

Landsea

Homes

Corp

413,277‌

28,807

*

Latham

Group,

Inc

113,500‌

33,828

La-Z-Boy,

Inc

1,061,184‌

166

*

Legacy

Housing

Corp

3,938‌

99,765

Leggett

&

Platt,

Inc

2,919,124‌

209,272

Lennar

Corp

(Class

A)

26,541,968‌

4,621

Lennar

Corp

(Class

B)

530,999‌

16,589

*

LGI

Homes,

Inc

2,301,724‌

8,731

*

Lovesac

Co

255,644‌

94,652

*

Lululemon

Athletica,

Inc

35,828,622‌

32,226

*

M/I

Homes,

Inc

3,222,600‌

15,494

*

Malibu

Boats,

Inc

928,865‌

6,781

Marine

Products

Corp

108,767‌

13,757

*

MasterCraft

Boat

Holdings,

Inc

421,652‌

282,181

*

Mattel,

Inc

6,010,455‌

66,005

MDC

Holdings,

Inc

3,384,736‌

37,616

Meritage

Homes

Corp

5,602,903‌

45,619

*

Mohawk

Industries,

Inc

4,851,124‌

11,455

Movado

Group,

Inc

328,758‌

291,711

Newell

Brands

Inc

3,255,495‌

1,037,298

Nike,

Inc

(Class

B)

114,507,326‌

2,570

*

NVR,

Inc

16,207,551‌

11,713

Oxford

Industries,

Inc

1,263,247‌

245,766

*

Peloton

Interactive,

Inc

2,386,388‌

49,830

Polaris

Inc

6,768,907‌

184,681

Pulte

Homes,

Inc

15,585,230‌

117,697

e

Purple

Innovation,

Inc

367,215‌

53,508

PVH

Corp

4,796,457‌

35,835

Ralph

Lauren

Corp

4,706,211‌

5,014

Rocky

Brands,

Inc

100,882‌

111,211

*

Skechers

U.S.A.,

Inc

(Class

A)

6,181,107‌

45,632

*

Skyline

Champion

Corp

3,178,725‌

39,576

Smith

&

Wesson

Brands,

Inc

503,802‌

97

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

CONSUMER

DURABLES

&

APPAREL—continued

10,334

*,e

Snap

One

Holdings

Corp

$

100,653‌

97,889

*

Sonos,

Inc

1,677,817‌

59,762

Steven

Madden

Ltd

1,994,856‌

31,019

Sturm

Ruger

&

Co,

Inc

1,642,456‌

202,096

Tapestry,

Inc

8,720,442‌

108,743

*

Taylor

Morrison

Home

Corp

5,265,336‌

133,539

Tempur

Sealy

International,

Inc

5,959,846‌

84,307

Toll

Brothers,

Inc

6,772,381‌

24,815

*

TopBuild

Corp

6,797,573‌

16,458

*

Traeger,

Inc

73,403‌

87,328

*

TRI

Pointe

Homes,

Inc

2,784,017‌

142,219

*

Under

Armour,

Inc

(Class

A)

1,146,285‌

152,950

*

Under

Armour,

Inc

(Class

C)

1,134,889‌

305,186

VF

Corp

6,045,735‌

46,617

*

Vista

Outdoor,

Inc

1,412,495‌

52,704

*,e

Vizio

Holding

Corp

392,645‌

42,903

*,e

Vuzix

Corp

226,528‌

44,369

Whirlpool

Corp

6,400,672‌

60,869

Wolverine

World

Wide,

Inc

771,210‌

87,376

*

YETI

Holdings,

Inc

3,722,218‌

TOTAL

CONSUMER

DURABLES

&

APPAREL

456,717,129‌

CONSUMER

SERVICES

-

2.4%

42,715

*

Accel

Entertainment,

Inc

486,951‌

192,723

ADT,

Inc

1,229,573‌

39,603

*

Adtalem

Global

Education,

Inc

1,712,434‌

352,086

*

Airbnb,

Inc

53,583,968‌

203,957

ARAMARK

Holdings

Corp

8,233,744‌

54,031

*

Bally's

Corp

879,625‌

2,687

*

Biglari

Holdings,

Inc

(B

Shares)

545,891‌

16,236

*

BJ's

Restaurants,

Inc

611,448‌

101,155

Bloomin'

Brands,

Inc

2,718,035‌

19,685

e

Bluegreen

Vacations

Holding

Corp

769,487‌

32,163

*

Booking

Holdings,

Inc

95,549,840‌

29,758

*,e

Bowlero

Corp

360,964‌

61,775

Boyd

Gaming

Corp

4,220,468‌

45,535

*

Bright

Horizons

Family

Solutions

4,418,261‌

33,083

*

Brinker

International,

Inc

1,299,500‌

177,460

*

Caesars

Entertainment,

Inc

10,473,689‌

889,487

*

Carnival

Corp

16,757,935‌

13,917

Carriage

Services,

Inc

450,493‌

81,467

*

Carrols

Restaurant

Group,

Inc

479,841‌

20,269

*

Century

Casinos,

Inc

161,139‌

31,587

Cheesecake

Factory

1,161,770‌

107,492

*

Chegg,

Inc

1,088,894‌

23,713

*

Chipotle

Mexican

Grill,

Inc

(Class

A)

46,531,546‌

27,242

e

Choice

Hotels

International,

Inc

3,561,891‌

65,440

Churchill

Downs,

Inc

7,581,224‌

14,551

*

Chuy's

Holdings,

Inc

605,176‌

87,671

*

Coursera,

Inc

1,375,558‌

17,056

e

Cracker

Barrel

Old

Country

Store,

Inc

1,589,619‌

104,438

Darden

Restaurants,

Inc

17,641,667‌

30,838

*

Dave

&

Buster's

Entertainment,

Inc

1,412,380‌

49,845

*

Denny's

Corp

586,177‌

13,530

Dine

Brands

Global

Inc.

816,130‌

29,609

Domino's

Pizza,

Inc

11,747,075‌

261,738

*

DoorDash,

Inc

23,763,193‌

361,692

*

DraftKings,

Inc

11,494,572‌

25,768

*

Duolingo,

Inc

3,998,936‌

12,211

El

Pollo

Loco

Holdings,

Inc

130,047‌

9,603

*

European

Wax

Center,

Inc

186,010‌

63,702

*

Everi

Holdings,

Inc

945,338‌

127,073

*

Expedia

Group,

Inc

15,570,255‌

Equity

Index

Fund

July

31,

2023

98

Portfolio

of

Investments

(continued)

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

CONSUMER

SERVICES—continued

7,261

*

First

Watch

Restaurant

Group,

Inc

$

135,345‌

63,264

*

frontdoor,

Inc

2,209,179‌

67,165

*

Full

House

Resorts,

Inc

431,199‌

52,701

*

Global

Business

Travel

Group

I

371,015‌

19,659

*

Golden

Entertainment,

Inc

832,362‌

2,812

Graham

Holdings

Co

1,649,941‌

29,625

*

Grand

Canyon

Education,

Inc

3,215,794‌

131,799

H&R

Block,

Inc

4,429,764‌

66,461

*

Hilton

Grand

Vacations,

Inc

3,090,436‌

228,976

Hilton

Worldwide

Holdings,

Inc

35,603,478‌

36,903

Hyatt

Hotels

Corp

4,662,694‌

30,674

*

Inspired

Entertainment,

Inc

386,186‌

75,880

International

Game

Technology

plc

2,567,020‌

17,265

Jack

in

the

Box,

Inc

1,716,314‌

62,386

e

Krispy

Kreme,

Inc

960,744‌

4,466

*,e

Kura

Sushi

USA,

Inc

444,412‌

291,884

*

Las

Vegas

Sands

Corp

17,457,582‌

151,179

Laureate

Education,

Inc

1,938,115‌

36,714

*

Life

Time

Group

Holdings,

Inc

664,156‌

50,626

*

Lindblad

Expeditions

Holdings,

Inc

598,399‌

217,107

Marriott

International,

Inc

(Class

A)

43,814,364‌

31,047

Marriott

Vacations

Worldwide

Corp

3,989,850‌

632,747

McDonald's

Corp

185,521,420‌

277,754

MGM

Resorts

International

14,101,571‌

56,702

*,e

Mister

Car

Wash,

Inc

563,051‌

9,593

Monarch

Casino

&

Resort,

Inc

664,987‌

98,040

*

Nerdy,

Inc

484,318‌

84,311

*

Noodles

&

Co

307,735‌

360,855

*

Norwegian

Cruise

Line

Holdings

Ltd

7,964,070‌

13,723

*

ONE

Group

Hospitality,

Inc

101,138‌

39,139

*

OneSpaWorld

Holdings

Ltd

502,740‌

24,598

Papa

John's

International,

Inc

2,034,255‌

138,532

*

Penn

National

Gaming,

Inc

3,642,006‌

51,762

*

Perdoceo

Education

Corp

691,023‌

74,794

*

Planet

Fitness,

Inc

5,051,587‌

36,820

*

Portillo's,

Inc

848,701‌

48,781

*

Potbelly

Corp

465,859‌

6,503

RCI

Hospitality

Holdings,

Inc

453,584‌

43,399

Red

Rock

Resorts,

Inc

2,104,851‌

71,691

*

Rover

Group,

Inc

392,867‌

201,912

*

Royal

Caribbean

Cruises

Ltd

22,030,618‌

102,195

*

Rush

Street

Interactive,

Inc

391,407‌

238,986

*,e

Sabre

Corp

979,843‌

75,566

*

Scientific

Games

Corp

(Class

A)

5,312,290‌

38,148

*

SeaWorld

Entertainment,

Inc

2,112,255‌

120,399

Service

Corp

International

8,024,593‌

27,489

*

Shake

Shack,

Inc

2,134,796‌

58,014

*

Six

Flags

Entertainment

Corp

1,386,535‌

980,845

Starbucks

Corp

99,624,427‌

17,816

Strategic

Education,

Inc

1,337,982‌

41,244

*

Stride,

Inc

1,575,933‌

107,220

*,e

Super

Group

SGHC

Ltd

324,877‌

69,949

*,e

Sweetgreen,

Inc

1,054,131‌

23,787

*,e

Target

Hospitality

Corp

303,760‌

53,249

Texas

Roadhouse,

Inc

(Class

A)

5,939,926‌

63,192

Travel

&

Leisure

Co

2,573,810‌

55,854

*

Udemy,

Inc

659,636‌

32,770

Vail

Resorts,

Inc

7,717,007‌

138,690

Wendy's

2,980,448‌

28,297

Wingstop,

Inc

4,770,308‌

82,262

*

WW

International

Inc

958,352‌

68,358

Wyndham

Hotels

&

Resorts,

Inc

5,326,455‌

91,400

Wynn

Resorts

Ltd

9,960,772‌

99

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

CONSUMER

SERVICES—continued

29,226

*

Xponential

Fitness,

Inc

$

617,253‌

248,145

Yum!

Brands,

Inc

34,162,122‌

TOTAL

CONSUMER

SERVICES

936,054,392‌

CONSUMER

STAPLES

DISTRIBUTION

&

RETAIL

-

1.7%

343,657

Albertsons

Cos,

Inc

7,467,667‌

23,900

Andersons,

Inc

1,166,798‌

117,079

*

BJ's

Wholesale

Club

Holdings,

Inc

7,763,509‌

34,858

Casey's

General

Stores,

Inc

8,807,222‌

25,883

*

Chefs'

Warehouse

Holdings,

Inc

940,588‌

384,346

Costco

Wholesale

Corp

215,491,272‌

193,885

Dollar

General

Corp

32,739,421‌

184,387

*

Dollar

Tree,

Inc

28,456,446‌

85,229

*

Grocery

Outlet

Holding

Corp

2,850,910‌

38,586

*

HF

Foods

Group

Inc

201,805‌

9,950

Ingles

Markets,

Inc

(Class

A)

843,760‌

571,326

Kroger

Co

27,789,297‌

10,408

Natural

Grocers

by

Vitamin

C

129,580‌

136,613

*

Performance

Food

Group

Co

8,163,993‌

17,346

Pricesmart,

Inc

1,348,305‌

28,101

SpartanNash

Co

630,586‌

87,100

*

Sprouts

Farmers

Market,

Inc

3,418,675‌

434,178

SYSCO

Corp

33,132,123‌

405,520

Target

Corp

55,341,314‌

41,913

*

United

Natural

Foods,

Inc

871,790‌

184,514

*

US

Foods

Holding

Corp

7,884,283‌

4,530

Village

Super

Market

(Class

A)

105,458‌

598,095

Walgreens

Boots

Alliance,

Inc

17,924,907‌

1,236,871

Walmart,

Inc

197,726,198‌

14,813

Weis

Markets,

Inc

982,694‌

TOTAL

CONSUMER

STAPLES

DISTRIBUTION

&

RETAIL

662,178,601‌

ENERGY

-

4.3%

12,940

e

Altus

Midstream

Co

465,840‌

342,819

Antero

Midstream

Corp

4,093,259‌

228,903

*

Antero

Resources

Corp

6,123,155‌

275,046

APA

Corp

11,136,613‌

12,140

Arch

Resources,

Inc

1,559,262‌

106,777

Archrock,

Inc

1,245,020‌

37,685

Ardmore

Shipping

Corp

530,605‌

869,879

Baker

Hughes

Co

31,132,969‌

74,590

Berry

Petroleum

Co

LLC

581,802‌

57,131

Bonanza

Creek

Energy,

Inc

4,276,827‌

178,208

*,e

Borr

Drilling

Ltd

1,564,666‌

22,773

*

Bristow

Group,

Inc

700,725‌

673,704

Cabot

Oil

&

Gas

Corp

18,553,808‌

58,903

Cactus,

Inc

2,991,094‌

61,384

California

Resources

Corp

3,274,836‌

67,249

*

Callon

Petroleum

Co

2,525,872‌

6,198

*

Centrus

Energy

Corp

233,045‌

185,886

ChampionX

Corp

6,617,542‌

206,502

Cheniere

Energy,

Inc

33,424,414‌

105,558

Chesapeake

Energy

Corp

8,902,762‌

1,504,678

Chevron

Corp

246,255,601‌

115,507

*

Clean

Energy

Fuels

Corp

569,449‌

155,208

*

CNX

Resources

Corp

3,166,243‌

75,791

e

Comstock

Resources

Inc

966,335‌

1,043,582

ConocoPhillips

122,850,473‌

17,827

CONSOL

Energy,

Inc

1,328,468‌

38,444

e

Core

Laboratories,

Inc

999,160‌

37,313

Crescent

Energy,

Inc

442,905‌

24,649

CVR

Energy,

Inc

905,604‌

64,227

Delek

US

Holdings,

Inc

1,772,023‌

Equity

Index

Fund

July

31,

2023

100

Portfolio

of

Investments

(continued)

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

ENERGY—continued

51,319

*

Denbury,

Inc

$

4,511,453‌

573,731

Devon

Energy

Corp

30,981,474‌

104,954

DHT

Holdings,

Inc

1,033,797‌

78,397

*

Diamond

Offshore

Drilling,

Inc

1,241,025‌

155,086

Diamondback

Energy,

Inc

22,847,270‌

28,709

*

DMC

Global,

Inc

541,452‌

25,410

Dorian

LPG

Ltd

755,693‌

23,983

*

Dril-Quip,

Inc

620,920‌

75,689

DT

Midstream,

Inc

4,050,875‌

33,338

*,e

Earthstone

Energy,

Inc

532,741‌

18,273

*,e

Empire

Petroleum

Corp

164,457‌

153,847

*,e

Encore

Energy

Corp

389,233‌

121,539

*,e

Energy

Fuels,

Inc

775,419‌

509,265

EOG

Resources,

Inc

67,492,890‌

310,899

EQT

Corp

13,113,720‌

366,587

Equitrans

Midstream

Corp

3,801,507‌

14,387

Excelerate

Energy,

Inc

305,292‌

3,524,086

Exxon

Mobil

Corp

377,922,983‌

30,260

FLEX

LNG

Ltd

962,873‌

15,687

*

Forum

Energy

Technologies,

Inc

426,843‌

59,737

*

Frank's

International

NV

1,325,564‌

442,305

*,e

Gevo,

Inc

760,765‌

71,934

Golar

LNG

Ltd

1,735,048‌

35,517

*

Green

Plains

Inc

1,261,209‌

9,172

*

Gulfport

Energy

Operating

Corp

939,671‌

44,445

*,e

Hallador

Energy

Co

409,783‌

760,024

Halliburton

Co

29,701,738‌

111,242

*

Helix

Energy

Solutions

Group,

Inc

1,067,923‌

78,305

Helmerich

&

Payne,

Inc

3,505,715‌

246,300

Hess

Corp

37,371,099‌

112,521

HF

Sinclair

Corp

5,861,219‌

4,935

e

HighPeak

Energy,

Inc

74,765‌

39,422

International

Seaways,

Inc

1,690,810‌

1,670,302

Kinder

Morgan,

Inc

29,581,048‌

45,147

*,e

KLX

Energy

Services

Holdings,

Inc

529,574‌

359,220

*

Kosmos

Energy

Ltd

2,550,462‌

17,969

*,e

Laredo

Petroleum,

Inc

948,404‌

176,225

Liberty

Oilfield

Services,

Inc

2,902,426‌

128,450

Magnolia

Oil

&

Gas

Corp

2,845,167‌

549,592

Marathon

Oil

Corp

14,437,782‌

390,467

Marathon

Petroleum

Corp

51,939,920‌

84,517

Matador

Resources

Co

4,701,681‌

109,129

Murphy

Oil

Corp

4,722,012‌

10,562

*

Nabors

Industries

Ltd

1,293,739‌

6,549

e

Nacco

Industries,

Inc

(Class

A)

242,248‌

62,441

New

Fortress

Energy,

Inc

1,782,691‌

114,362

*

Newpark

Resources,

Inc

631,278‌

53,635

*,e

NextDecade

Corp

298,747‌

143,418

*

NexTier

Oilfield

Solutions,

Inc

1,709,543‌

85,964

*

Noble

Corp

plc

4,493,338‌

168,162

Nordic

American

Tankers

Ltd

738,231‌

77,394

Northern

Oil

and

Gas,

Inc

3,047,002‌

353,109

NOV,

Inc

7,090,429‌

33,811

Oasis

Petroleum,

Inc

5,302,917‌

612,663

Occidental

Petroleum

Corp

38,677,415‌

82,766

*

Oceaneering

International,

Inc

1,858,097‌

49,464

*

Oil

States

International,

Inc

397,691‌

394,255

ONEOK,

Inc

26,430,855‌

218,815

Ovintiv,

Inc

10,085,183‌

70,841

*

Par

Pacific

Holdings,

Inc

2,230,075‌

165,606

Patterson-UTI

Energy,

Inc

2,623,199‌

87,103

PBF

Energy,

Inc

4,132,166‌

72,735

PDC

Energy,

Inc

5,519,859‌

101

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

ENERGY—continued

122,456

Peabody

Energy

Corp

$

2,747,913‌

200,882

Permian

Resources

Corp

2,348,311‌

406,881

Phillips

66

45,387,576‌

200,188

Pioneer

Natural

Resources

Co

45,176,426‌

19,704

*,e

ProFrac

Holding

Corp

253,590‌

145,202

*

ProPetro

Holding

Corp

1,515,909‌

209,680

Range

Resources

Corp

6,590,242‌

38,949

*

Ranger

Energy

Services,

Inc

408,964‌

12,132

*

Rex

American

Resources

Corp

449,127‌

9,029

e

Riley

Exploration

Permian,

Inc

338,136‌

186,183

*,e

Ring

Energy,

Inc

450,563‌

54,474

RPC,

Inc

453,224‌

18,387

SandRidge

Energy,

Inc

314,050‌

1,237,830

Schlumberger

Ltd

72,215,002‌

40,019

Scorpio

Tankers,

Inc

1,882,494‌

37,559

*,e

SEACOR

Marine

Holdings,

Inc

431,553‌

42,420

*

Seadrill

Ltd

2,074,762‌

50,298

Select

Energy

Services,

Inc

423,006‌

105,783

SFL

Corp

Ltd

1,043,020‌

22,344

*,e

SilverBow

Resources,

Inc

800,139‌

74,455

Sitio

Royalties

Corp

2,035,600‌

96,934

SM

Energy

Co

3,517,735‌

21,978

Solaris

Oilfield

Infrastructure,

Inc

240,220‌

867,843

*

Southwestern

Energy

Co

5,623,623‌

102,784

*

Talos

Energy,

Inc

1,644,544‌

190,147

Targa

Resources

Investments,

Inc

15,590,153‌

374,932

*

TechnipFMC

plc

6,876,253‌

110,431

*

Teekay

Corp

735,470‌

17,431

Teekay

Tankers

Ltd

760,166‌

681,381

*,e

Tellurian,

Inc

1,171,975‌

89,720

*

Tetra

Technologies,

Inc

402,843‌

4,928

Texas

Pacific

Land

Corp

7,423,046‌

33,955

*

Tidewater,

Inc

2,142,900‌

351,294

*,e

Uranium

Energy

Corp

1,264,658‌

63,998

*

US

Silica

Holdings,

Inc

832,614‌

230,602

e

Vaalco

Energy,

Inc

1,026,179‌

62,702

*

Valaris

Ltd

4,815,514‌

316,915

Valero

Energy

Corp

40,853,513‌

42,077

*,e

Vertex

Energy,

Inc

221,746‌

19,327

Vitesse

Energy,

Inc

486,847‌

105,827

*

W&T

Offshore,

Inc

463,522‌

60,923

*

Weatherford

International

Ltd

5,062,701‌

1,042,563

Williams

Cos,

Inc

35,916,295‌

50,146

World

Fuel

Services

Corp

1,130,291‌

TOTAL

ENERGY

1,696,653,197‌

EQUITY

REAL

ESTATE

INVESTMENT

TRUSTS

(REITS)

-

2.7%

67,908

Acadia

Realty

Trust

1,066,835‌

70,133

Agree

Realty

Corp

4,543,216‌

57,396

Alexander

&

Baldwin,

Inc

1,102,003‌

2,341

Alexander's,

Inc

452,679‌

146,220

Alexandria

Real

Estate

Equities,

Inc

18,376,930‌

24,923

Alpine

Income

Property

Trust,

Inc

423,442‌

42,194

American

Assets

Trust,

Inc

949,365‌

111,859

American

Finance

Trust,

Inc

794,199‌

262,742

American

Homes

4

Rent

9,847,570‌

408,000

American

Tower

Corp

77,646,480‌

229,759

Americold

Realty

Trust

7,448,787‌

139,049

Apartment

Income

REIT

Corp

4,802,752‌

228,578

Apartment

Investment

and

Management

Co

1,904,055‌

222,137

Apple

Hospitality

REIT,

Inc

3,443,123‌

51,087

Armada

Hoffler

Properties,

Inc

634,501‌

116,593

AvalonBay

Communities,

Inc

21,995,269‌

Equity

Index

Fund

July

31,

2023

102

Portfolio

of

Investments

(continued)

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

EQUITY

REAL

ESTATE

INVESTMENT

TRUSTS

(REITS)—continued

122,117

Boston

Properties,

Inc

$

8,136,656‌

32,707

BraeMar

Hotels

&

Resorts,

Inc

121,016‌

55,932

Brandywine

Realty

Trust

282,457‌

242,399

Brixmor

Property

Group,

Inc

5,512,153‌

187,485

Broadstone

Net

Lease,

Inc

3,056,005‌

15,761

Brt

Realty

Trust

306,867‌

80,871

Camden

Property

Trust

8,822,217‌

130,418

CareTrust

REIT,

Inc

2,711,390‌

20,606

CBL

&

Associates

Properties,

Inc

448,593‌

21,625

Centerspace

1,343,561‌

43,190

Chatham

Lodging

Trust

414,624‌

45,741

City

Office

REIT,

Inc

250,203‌

8,117

Clipper

Realty,

Inc

51,949‌

21,137

Community

Healthcare

Trust,

Inc

744,868‌

117,806

Corporate

Office

Properties

Trust

3,062,956‌

115,041

Cousins

Properties,

Inc

2,810,452‌

372,729

Crown

Castle

International

Corp

40,362,823‌

21,615

CTO

Realty

Growth,

Inc

378,262‌

197,821

CubeSmart

8,577,519‌

157,600

DiamondRock

Hospitality

Co

1,339,600‌

249,252

Digital

Realty

Trust,

Inc

31,061,784‌

246,911

Diversified

Healthcare

Trust

516,044‌

181,095

Douglas

Emmett,

Inc

2,662,096‌

97,623

Easterly

Government

Properties,

Inc

1,440,915‌

33,861

EastGroup

Properties,

Inc

5,999,492‌

106,758

Empire

State

Realty

Trust,

Inc

955,484‌

84,659

EPR

Properties

3,779,178‌

81,509

Equinix,

Inc

66,015,769‌

121,517

Equity

Commonwealth

2,380,518‌

155,258

Equity

Lifestyle

Properties,

Inc

11,051,264‌

325,948

Equity

Residential

21,493,011‌

111,554

Essential

Properties

Realty

Trust,

Inc

2,738,651‌

52,849

Essex

Property

Trust,

Inc

12,871,374‌

182,425

Extra

Space

Storage,

Inc

25,461,057‌

21,102

Farmland

Partners,

Inc

242,462‌

61,500

Federal

Realty

Investment

Trust

6,243,480‌

103,143

First

Industrial

Realty

Trust,

Inc

5,332,493‌

99,649

Four

Corners

Property

Trust,

Inc

2,620,769‌

222,395

Gaming

and

Leisure

Properties,

Inc

10,554,867‌

40,489

Getty

Realty

Corp

1,308,604‌

37,072

Gladstone

Commercial

Corp

493,058‌

22,586

Gladstone

Land

Corp

378,090‌

54,522

Global

Medical

REIT,

Inc

539,768‌

103,381

Global

Net

Lease,

Inc

1,105,143‌

319,675

Healthcare

Realty

Trust,

Inc

6,243,253‌

477,469

Healthpeak

Properties

Inc

10,423,148‌

40,583

Hersha

Hospitality

Trust

254,050‌

104,113

Highwoods

Properties,

Inc

2,630,936‌

606,824

Host

Hotels

and

Resorts,

Inc

11,165,562‌

171,592

Hudson

Pacific

Properties

1,007,245‌

160,640

Independence

Realty

Trust,

Inc

2,737,306‌

28,462

Innovative

Industrial

Properties,

Inc

2,255,044‌

51,970

InvenTrust

Properties

Corp

1,264,950‌

506,786

Invitation

Homes,

Inc

17,990,903‌

264,353

Iron

Mountain,

Inc

16,231,274‌

42,812

iStar,

Inc

1,058,741‌

90,901

JBG

SMITH

Properties

1,520,774‌

85,729

Kilroy

Realty

Corp

3,060,525‌

467,614

Kimco

Realty

Corp

9,473,860‌

166,378

Kite

Realty

Group

Trust

3,806,729‌

76,767

Lamar

Advertising

Co

7,576,903‌

294,002

Lexington

Realty

Trust

2,960,600‌

56,334

LTC

Properties,

Inc

1,890,569‌

103

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

EQUITY

REAL

ESTATE

INVESTMENT

TRUSTS

(REITS)—continued

209,540

Macerich

Co

$

2,671,635‌

75,492

*

Mack-Cali

Realty

Corp

1,410,191‌

501,079

Medical

Properties

Trust,

Inc

5,055,887‌

95,805

Mid-America

Apartment

Communities,

Inc

14,338,176‌

36,251

National

Health

Investors,

Inc

1,990,542‌

167,337

National

Retail

Properties,

Inc

7,141,943‌

63,380

National

Storage

Affiliates

Trust

2,141,610‌

79,116

NETSTREIT

Corp

1,415,385‌

35,181

NexPoint

Diversified

Real

Estate

Trust

411,266‌

17,985

NexPoint

Residential

Trust,

Inc

747,457‌

42,738

Office

Properties

Income

Trust

329,083‌

213,315

Omega

Healthcare

Investors,

Inc

6,804,748‌

17,267

One

Liberty

Properties,

Inc

352,765‌

38,649

Orion

Office

REIT,

Inc

251,218‌

132,558

Outfront

Media,

Inc

2,049,347‌

5,946

Paramount

Group,

Inc

31,157‌

261,208

Park

Hotels

&

Resorts,

Inc

3,560,265‌

23,540

Peakstone

Realty

Trust

596,504‌

101,003

Pebblebrook

Hotel

Trust

1,560,496‌

86,759

Phillips

Edison

&

Co,

Inc

3,063,460‌

226,971

Physicians

Realty

Trust

3,345,553‌

49,485

Piedmont

Office

Realty

Trust,

Inc

368,168‌

22,498

Plymouth

Industrial

REIT,

Inc

512,279‌

15,321

Postal

Realty

Trust,

Inc

230,887‌

64,590

PotlatchDeltic

Corp

3,463,962‌

803,897

Prologis,

Inc

100,286,151‌

136,043

Public

Storage,

Inc

38,330,115‌

155,244

Rayonier,

Inc

5,141,681‌

574,905

Realty

Income

Corp

35,051,958‌

149,653

Regency

Centers

Corp

9,806,761‌

93,857

Retail

Opportunities

Investment

Corp

1,382,514‌

164,137

Rexford

Industrial

Realty,

Inc

9,042,307‌

205,265

RLJ

Lodging

Trust

2,114,229‌

75,917

RPT

Realty

825,218‌

52,448

Ryman

Hospitality

Properties

4,997,770‌

210,350

Sabra

Healthcare

REIT,

Inc

2,732,446‌

9,694

Saul

Centers,

Inc

373,704‌

94,823

SBA

Communications

Corp

20,761,496‌

150,290

Service

Properties

Trust

1,275,962‌

290,480

Simon

Property

Group,

Inc

36,193,808‌

151,631

SITE

Centers

Corp

2,130,416‌

71,361

SL

Green

Realty

Corp

2,691,023‌

121,938

Spirit

Realty

Capital,

Inc

4,917,760‌

133,255

STAG

Industrial,

Inc

4,837,156‌

93,397

Summit

Hotel

Properties,

Inc

601,477‌

101,035

Sun

Communities,

Inc

13,164,860‌

159,255

Sunstone

Hotel

Investors,

Inc

1,622,808‌

104,878

Tanger

Factory

Outlet

Centers,

Inc

2,455,194‌

56,986

Terreno

Realty

Corp

3,381,549‌

285,558

UDR,

Inc

11,673,611‌

37,174

UMH

Properties,

Inc

618,947‌

112,942

Uniti

Group,

Inc

630,216‌

10,070

Universal

Health

Realty

Income

Trust

480,641‌

83,482

Urban

Edge

Properties

1,420,029‌

25,344

Urstadt

Biddle

Properties,

Inc

(Class

A)

574,802‌

332,285

Ventas,

Inc

16,122,468‌

866,502

VICI

Properties,

Inc

27,277,483‌

162,331

Vornado

Realty

Trust

3,649,201‌

126,786

Washington

REIT

2,060,273‌

426,907

d

Welltower,

Inc

35,070,410‌

655,228

Weyerhaeuser

Co

22,317,066‌

31,390

Whitestone

REIT

323,945‌

184,009

WP

Carey,

Inc

12,426,128‌

Equity

Index

Fund

July

31,

2023

104

Portfolio

of

Investments

(continued)

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

EQUITY

REAL

ESTATE

INVESTMENT

TRUSTS

(REITS)—continued

92,154

Xenia

Hotels

&

Resorts,

Inc

$

1,170,356‌

TOTAL

EQUITY

REAL

ESTATE

INVESTMENT

TRUSTS

(REITS)

1,068,741,043‌

FINANCIAL

SERVICES

-

7.6%

8,238

AFC

Gamma,

Inc

113,849‌

36,469

Affiliated

Managers

Group,

Inc

5,056,062‌

198,148

*,e

Affirm

Holdings,

Inc

3,842,090‌

484,239

AGNC

Investment

Corp

4,934,395‌

11,267

Alerus

Financial

Corp

222,861‌

251,385

Ally

Financial,

Inc

7,677,298‌

12,218

A-Mark

Precious

Metals,

Inc

498,372‌

513,267

American

Express

Co

86,680,531‌

93,131

Ameriprise

Financial,

Inc

32,451,497‌

414,182

Annaly

Capital

Management,

Inc

8,320,916‌

102,927

Apollo

Commercial

Real

Estate

Finance,

Inc

1,214,539‌

450,316

Apollo

Global

Management,

Inc

36,795,320‌

138,147

Arbor

Realty

Trust,

Inc

2,336,066‌

26,410

Ares

Commercial

Real

Estate

Corp

281,531‌

146,765

Ares

Management

Corp

14,562,023‌

144,676

ARMOUR

Residential

REIT,

Inc

739,294‌

55,250

Artisan

Partners

Asset

Management,

Inc

2,292,322‌

17,300

*

Assetmark

Financial

Holdings,

Inc

517,270‌

3,795

*,e

Atlanticus

Holdings

Corp

154,456‌

113,462

*

AvidXchange

Holdings,

Inc

1,408,063‌

14,466

B.

Riley

Financial,

Inc

803,297‌

125,233

*,e

Bakkt

Holdings,

Inc

206,634‌

25,565

Banco

Latinoamericano

de

Exportaciones

S.A.

(Class

E)

596,176‌

662,391

Bank

of

New

York

Mellon

Corp

30,046,056‌

1,590,272

*

Berkshire

Hathaway,

Inc

(Class

B)

559,712,133‌

241,886

BGC

Group,

Inc

1,151,377‌

129,491

BlackRock,

Inc

95,674,425‌

132,203

Blackstone

Mortgage

Trust,

Inc

3,039,347‌

607,226

Blackstone,

Inc

63,631,213‌

472,035

*

Block,

Inc

38,012,979‌

39,109

*,e

Blucora,

Inc

1,012,141‌

407,422

Blue

Owl

Capital,

Inc

5,019,439‌

36,876

Bread

Financial

Holdings,

Inc

1,532,935‌

33,250

Brightsphere

Investment

Group,

Inc

707,560‌

72,747

BrightSpire

Capital,

Inc

535,418‌

64,986

*

Cannae

Holdings,

Inc

1,324,415‌

42,561

*

Cantaloupe,

Inc

328,145‌

326,127

Capital

One

Financial

Corp

38,163,382‌

194,801

Carlyle

Group,

Inc

6,944,656‌

10,688

Cass

Information

Systems,

Inc

405,610‌

91,019

CBOE

Global

Markets,

Inc

12,713,534‌

1,282,338

Charles

Schwab

Corp

84,762,542‌

289,108

Chimera

Investment

Corp

1,815,598‌

71,387

Claros

Mortgage

Trust,

Inc

879,488‌

312,315

CME

Group,

Inc

62,138,192‌

22,619

Cohen

&

Steers,

Inc

1,454,628‌

145,541

*

Coinbase

Global,

Inc

14,351,798‌

46,488

e

Compass

Diversified

Trust

1,047,375‌

147,951

Corebridge

Financial,

Inc

2,768,163‌

5,387

*,e

Credit

Acceptance

Corp

2,998,404‌

2,620

Diamond

Hill

Investment

Group,

Inc

475,556‌

225,347

Discover

Financial

Services

23,785,376‌

21,354

*

Donnelley

Financial

Solutions,

Inc

1,010,044‌

19,484

Dynex

Capital,

Inc

254,266‌

39,095

Ellington

Financial

Inc

528,564‌

33,565

Enact

Holdings,

Inc

912,968‌

19,960

*

Encore

Capital

Group,

Inc

1,067,860‌

28,542

*

Enova

International,

Inc

1,572,379‌

317,276

Equitable

Holdings,

Inc

9,102,648‌

105

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

FINANCIAL

SERVICES—continued

112,766

Essent

Group

Ltd

$

5,593,194‌

37,925

*

Euronet

Worldwide,

Inc

3,332,470‌

31,406

Evercore

Inc

4,241,694‌

75,626

EVERTEC,

Inc

2,974,371‌

32,242

Factset

Research

Systems,

Inc

14,026,560‌

8,178

Federal

Agricultural

Mortgage

Corp

(FAMC)

1,314,613‌

515,096

Fidelity

National

Information

Services,

Inc

31,101,496‌

185,025

*,e

Finance

Of

America

Cos,

Inc

368,200‌

29,291

FirstCash

Holdings,

Inc

2,790,846‌

538,524

*

Fiserv,

Inc

67,967,114‌

61,230

*

FleetCor

Technologies,

Inc

15,240,759‌

80,416

*

Flywire

Corp

2,745,402‌

48,387

*

Focus

Financial

Partners,

Inc

2,532,092‌

192,308

*,e

Forge

Global

Holdings,

Inc

559,616‌

64,711

Franklin

BSP

Realty

Trust,

Inc

925,367‌

259,566

Franklin

Resources,

Inc

7,589,710‌

23,662

GCM

Grosvenor,

Inc

185,747‌

233,227

Global

Payments,

Inc

25,713,277‌

280,771

Goldman

Sachs

Group,

Inc

99,917,976‌

40,822

Granite

Point

Mortgage

Trust,

Inc

233,910‌

39,301

*

Green

Dot

Corp

768,335‌

40,122

Hamilton

Lane,

Inc

3,547,988‌

86,811

Hannon

Armstrong

Sustainable

Infrastructure

Capital,

Inc

2,266,635‌

41,860

Houlihan

Lokey,

Inc

4,179,721‌

14,780

*

I3

Verticals,

Inc

369,648‌

82,877

Interactive

Brokers

Group,

Inc

(Class

A)

7,237,648‌

479,741

Intercontinental

Exchange

Group,

Inc

55,074,267‌

23,706

*

International

Money

Express

Inc

574,396‌

323,852

Invesco

Ltd

5,440,714‌

31,093

Invesco

Mortgage

Capital,

Inc

373,427‌

63,918

Jack

Henry

&

Associates,

Inc

10,710,739‌

61,642

Jackson

Financial,

Inc

2,035,419‌

106,680

Janus

Henderson

Group

plc

3,131,058‌

164,215

Jefferies

Financial

Group,

Inc

6,041,470‌

551,485

KKR

&

Co,

Inc

32,747,179‌

38,895

KKR

Real

Estate

Finance

Trust,

Inc

484,632‌

89,739

Ladder

Capital

Corp

986,232‌

75,192

Lazard

Ltd

(Class

A)

2,639,239‌

91,135

*

LendingClub

Corp

764,623‌

8,934

*

LendingTree,

Inc

217,990‌

68,899

LPL

Financial

Holdings,

Inc

15,802,675‌

32,375

MarketAxess

Holdings,

Inc

8,715,997‌

420,596

*

Marqeta,

Inc

2,346,926‌

728,367

Mastercard,

Inc

(Class

A)

287,180,541‌

13,914

Merchants

Bancorp

439,822‌

119,851

MFA

Financial,

Inc

1,349,522‌

292,825

MGIC

Investment

Corp

4,901,890‌

44,818

e

Moelis

&

Co

2,188,463‌

137,726

Moody's

Corp

48,582,847‌

1,044,249

Morgan

Stanley

95,611,438‌

23,298

Morningstar,

Inc

5,369,723‌

65,994

*

Mr

Cooper

Group,

Inc

3,825,672‌

68,640

MSCI,

Inc

(Class

A)

37,620,211‌

304,030

Nasdaq

Inc

15,350,475‌

89,103

Navient

Corp

1,696,521‌

11,253

Nelnet,

Inc

(Class

A)

1,110,446‌

27,715

*

NerdWallet,

Inc

310,685‌

441,390

New

Residential

Investment

Corp

4,449,211‌

74,821

New

York

Mortgage

Trust,

Inc

759,433‌

76,344

*

NMI

Holdings,

Inc

2,039,148‌

180,907

Northern

Trust

Corp

14,494,269‌

108,857

OneMain

Holdings,

Inc

4,950,816‌

76,300

*

Open

Lending

Corp

861,427‌

Equity

Index

Fund

July

31,

2023

106

Portfolio

of

Investments

(continued)

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

FINANCIAL

SERVICES—continued

88,465

*,e

OppFi,

Inc

$

184,007‌

19,230

Orchid

Island

Capital,

Inc

200,377‌

169,691

*

Pagseguro

Digital

Ltd

1,927,690‌

32,804

Patria

Investments

Ltd

499,277‌

167,252

*

Payoneer

Global,

Inc

889,781‌

970,294

*

PayPal

Holdings,

Inc

73,567,691‌

25,684

*

Paysafe

Ltd

308,979‌

24,785

PennyMac

Financial

Services,

Inc

1,864,576‌

78,042

PennyMac

Mortgage

Investment

Trust

997,377‌

25,308

Perella

Weinberg

Partners

250,043‌

13,027

Piper

Jaffray

Cos

1,906,632‌

18,416

PJT

Partners,

Inc

1,460,573‌

34,184

*

PRA

Group,

Inc

815,630‌

50,105

*

PROG

Holdings,

Inc

2,033,261‌

133,385

Radian

Group,

Inc

3,592,058‌

166,455

Raymond

James

Financial,

Inc

18,321,702‌

94,524

Ready

Capital

Corp

1,093,643‌

89,598

Redwood

Trust,

Inc

674,673‌

5,861

Regional

Management

Corp

190,424‌

70,143

*

Remitly

Global,

Inc

1,352,357‌

63,890

*

Repay

Holdings

Corp

533,482‌

535,277

*

Robinhood

Markets,

Inc

6,883,662‌

99,543

*,e

Rocket

Cos,

Inc

1,088,005‌

279,293

S&P

Global,

Inc

110,183,881‌

15,960

Sculptor

Capital

Management,

Inc

174,762‌

98,977

SEI

Investments

Co

6,234,561‌

44,800

*

Shift4

Payments,

Inc

3,090,752‌

216,148

SLM

Corp

3,497,275‌

796,488

*,e

SoFi

Technologies,

Inc

9,119,788‌

27,739

*

Star

Holdings

432,451‌

217,064

Starwood

Property

Trust,

Inc

4,501,907‌

298,714

State

Street

Corp

21,638,842‌

35,681

StepStone

Group,

Inc

1,001,566‌

97,747

Stifel

Financial

Corp

6,210,844‌

240,260

*

StoneCo

Ltd

3,481,367‌

12,051

*

StoneX

Group,

Inc

1,108,813‌

398,035

Synchrony

Financial

13,748,129‌

191,988

T

Rowe

Price

Group,

Inc

23,664,441‌

119,035

TFS

Financial

Corp

1,727,198‌

306,895

*

Toast,

Inc

6,773,173‌

46,946

TPG

RE

Finance

Trust,

Inc

366,179‌

51,595

e

TPG,

Inc

1,518,441‌

95,316

Tradeweb

Markets,

Inc

7,795,896‌

63,779

Two

Harbors

Investment

Corp

855,276‌

62,035

*,e

Upstart

Holdings,

Inc

4,261,184‌

73,381

e

UWM

Holdings

Corp

481,379‌

13,156

Victory

Capital

Holdings,

Inc

436,253‌

80,736

Virtu

Financial,

Inc

1,498,460‌

5,596

Virtus

Investment

Partners,

Inc

1,151,265‌

1,406,287

Visa,

Inc

(Class

A)

334,316,609‌

82,007

Voya

Financial,

Inc

6,089,840‌

33,610

Walker

&

Dunlop,

Inc

3,057,838‌

19,463

Waterstone

Financial,

Inc

271,509‌

300,683

Western

Union

Co

3,662,319‌

41,097

*

WEX,

Inc

7,781,717‌

100,313

e

WisdomTree

Investments,

Inc

698,178‌

3,291

*,e

World

Acceptance

Corp

519,616‌

287,738

*

XP,

Inc

7,771,803‌

TOTAL

FINANCIAL

SERVICES

2,991,248,820‌

FOOD,

BEVERAGE

&

TOBACCO

-

3.0%

1,552,177

Altria

Group,

Inc

70,499,879‌

476,349

Archer-Daniels-Midland

Co

40,470,611‌

107

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

FOOD,

BEVERAGE

&

TOBACCO—continued

56,824

B&G

Foods,

Inc

(Class

A)

$

753,486‌

532,411

*,e

Benson

Hill,

Inc

740,051‌

66,503

*,e

Beyond

Meat,

Inc

1,143,852‌

9,546

*

Boston

Beer

Co,

Inc

(Class

A)

3,545,766‌

38,202

Brown-Forman

Corp

(Class

A)

2,747,106‌

157,376

Brown-Forman

Corp

(Class

B)

11,110,746‌

126,578

Bunge

Ltd

13,755,231‌

14,278

Calavo

Growers,

Inc

538,709‌

29,761

Cal-Maine

Foods,

Inc

1,374,661‌

185,170

Campbell

Soup

Co

8,484,489‌

48,708

*

Celsius

Holdings,

Inc

7,048,048‌

3,383,931

Coca-Cola

Co

209,566,847‌

3,853

Coca-Cola

Consolidated

Inc

2,440,529‌

415,292

ConAgra

Brands,

Inc

13,625,731‌

129,393

Constellation

Brands,

Inc

(Class

A)

35,298,410‌

137,434

*

Darling

International,

Inc

9,517,305‌

52,252

e

Dole

plc

690,249‌

34,349

*

Duckhorn

Portfolio,

Inc

432,110‌

178,075

Flowers

Foods,

Inc

4,400,233‌

34,730

Fresh

Del

Monte

Produce,

Inc

923,123‌

42,751

*

Freshpet,

Inc

3,143,909‌

498,974

General

Mills,

Inc

37,293,317‌

68,087

*

Hain

Celestial

Group,

Inc

862,662‌

125,061

Hershey

Co

28,927,860‌

263,487

Hormel

Foods

Corp

10,771,349‌

101,190

*

Hostess

Brands,

Inc

2,432,608‌

56,918

Ingredion,

Inc

6,332,697‌

11,507

J&J

Snack

Foods

Corp

1,844,802‌

92,205

J.M.

Smucker

Co

13,890,683‌

7,322

John

B.

Sanfilippo

&

Son,

Inc

797,439‌

230,590

Kellogg

Co

15,424,165‌

789,153

Keurig

Dr

Pepper,

Inc

26,839,094‌

701,523

Kraft

Heinz

Co

25,381,102‌

126,597

Lamb

Weston

Holdings,

Inc

13,119,247‌

14,847

Lancaster

Colony

Corp

2,859,978‌

25,397

e

Limoneira

Co

394,161‌

217,351

McCormick

&

Co,

Inc

19,448,567‌

12,426

MGP

Ingredients,

Inc

1,416,688‌

27,002

*

Mission

Produce,

Inc

313,763‌

153,679

Molson

Coors

Brewing

Co

(Class

B)

10,722,184‌

1,188,390

Mondelez

International,

Inc

88,095,351‌

656,202

*

Monster

Beverage

Corp

37,725,053‌

21,109

*

National

Beverage

Corp

1,115,611‌

1,197,128

PepsiCo,

Inc

224,413,615‌

1,347,033

Philip

Morris

International,

Inc

134,326,131‌

41,744

*

Pilgrim's

Pride

Corp

1,033,999‌

43,090

*

Post

Holdings,

Inc

3,675,577‌

118,935

Primo

Water

Corp

1,685,309‌

234

Seaboard

Corp

843,570‌

4,078

*

Seneca

Foods

Corp

157,268‌

74,009

*

Simply

Good

Foods

Co

2,864,888‌

17,868

*

Sovos

Brands,

Inc

318,050‌

75,640

*

SunOpta,

Inc

501,493‌

45,643

*

TreeHouse

Foods,

Inc

2,355,635‌

10,372

Turning

Point

Brands,

Inc

247,372‌

240,203

Tyson

Foods,

Inc

(Class

A)

13,384,111‌

38,821

Universal

Corp

1,963,178‌

42,921

Utz

Brands,

Inc

718,927‌

153,958

Vector

Group

Ltd

2,019,929‌

27,741

*

Vita

Coco

Co,

Inc

732,917‌

17,927

*

Vital

Farms,

Inc

209,746‌

Equity

Index

Fund

July

31,

2023

108

Portfolio

of

Investments

(continued)

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

FOOD,

BEVERAGE

&

TOBACCO—continued

34,783

*,e

Westrock

Coffee

Co

$

385,917‌

TOTAL

FOOD,

BEVERAGE

&

TOBACCO

1,180,097,094‌

HEALTH

CARE

EQUIPMENT

&

SERVICES

-

5.5%

1,507,493

Abbott

Laboratories

167,829,196‌

70,206

*

Acadia

Healthcare

Co,

Inc

5,548,380‌

85,064

*

Accolade,

Inc

1,277,661‌

100,756

*,e

Accuray,

Inc

429,221‌

55,713

*

AdaptHealth

Corp

765,497‌

23,591

*

Addus

HomeCare

Corp

2,160,228‌

27,451

*,e

Agiliti,

Inc

471,334‌

237,651

*,e

agilon

health,

Inc

4,551,017‌

13,730

e

AirSculpt

Technologies,

Inc

124,531‌

64,774

*

Align

Technology,

Inc

24,477,447‌

66,096

*

Alignment

Healthcare,

Inc

410,456‌

102,545

*

Allscripts

Healthcare

Solutions,

Inc

1,386,408‌

51,158

*

Alphatec

Holdings

Inc

903,962‌

24,134

*

Amedisys,

Inc

2,192,333‌

206,241

*

American

Well

Corp

505,290‌

138,675

AmerisourceBergen

Corp

25,918,357‌

34,740

*

AMN

Healthcare

Services,

Inc

3,722,391‌

26,981

*

Angiodynamics,

Inc

234,465‌

31,254

*,e

Apollo

Medical

Holdings,

Inc

1,144,834‌

32,847

*

AtriCure,

Inc

1,818,081‌

1,088

Atrion

Corp

609,944‌

35,972

*

Avanos

Medical,

Inc

880,235‌

158,703

*,e

Aveanna

Healthcare

Holdings,

Inc

274,556‌

27,811

*

AxoGen,

Inc

240,287‌

46,100

*

Axonics

Modulation

Technologies,

Inc

2,783,057‌

424,564

Baxter

International,

Inc

19,203,030‌

245,773

Becton

Dickinson

&

Co

68,477,273‌

64,621

*,e

Beyond

Air,

Inc

233,282‌

1,255,783

*

Boston

Scientific

Corp

65,112,349‌

182,415

*

Brookdale

Senior

Living,

Inc

642,101‌

135,332

*,e

Butterfly

Network,

Inc

347,803‌

220,565

Cardinal

Health,

Inc

20,175,081‌

15,535

*

Castle

Biosciences,

Inc

261,765‌

479,295

*

Centene

Corp

32,635,197‌

101,278

*

Certara,

Inc

1,971,883‌

124,755

*

Cerus

Corp

382,998‌

13,534

Chemed

Corp

7,052,432‌

256,829

Cigna

Corp

75,790,238‌

20,302

*

Computer

Programs

&

Systems,

Inc

532,318‌

22,557

Conmed

Corp

2,730,525‌

43,746

Cooper

Cos,

Inc

17,116,060‌

7,447

*

Corvel

Corp

1,523,358‌

36,466

*

Cross

Country

Healthcare,

Inc

940,823‌

28,142

*

CryoLife,

Inc

490,234‌

12,864

*,e

Cutera,

Inc

257,409‌

26,756

*,e

CVRx,

Inc

479,735‌

1,111,257

CVS

Health

Corp

82,999,785‌

45,269

*

DaVita,

Inc

4,616,985‌

19,366

*

Definitive

Healthcare

Corp

229,100‌

193,911

Dentsply

Sirona,

Inc

8,051,185‌

331,874

*

Dexcom,

Inc

41,338,225‌

62,348

*

DocGo,

Inc

523,100‌

106,732

*

Doximity,

Inc

3,813,534‌

520,564

*

Edwards

Lifesciences

Corp

42,722,687‌

205,395

Elevance

Health,

Inc

96,870,444‌

55,794

Embecta

Corp

1,190,644‌

89,300

Encompass

Health

Corp

5,896,479‌

36,675

*

Enhabit,

Inc

503,548‌

34,689

*

Enovis

Corp

2,216,627‌

109

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

HEALTH

CARE

EQUIPMENT

&

SERVICES—continued

45,165

Ensign

Group,

Inc

$

4,375,134‌

136,895

*

Envista

Holdings

Corp

4,710,557‌

92,363

*

Evolent

Health,

Inc

2,806,912‌

99,142

*

Figs,

Inc

729,685‌

75,830

*

Fortrea

Holdings,

Inc

2,423,527‌

15,836

*

Fulgent

Genetics,

Inc

614,912‌

334,871

GE

HealthCare

Technologies,

Inc

26,119,938‌

1

*

GeneDx

Holdings

Corp

7‌

43,328

*

Glaukos

Corp

3,342,322‌

63,971

*

Globus

Medical,

Inc

3,855,532‌

100,347

*

Guardant

Health,

Inc

3,915,540‌

41,751

*

Haemonetics

Corp

3,851,112‌

180,194

HCA

Healthcare,

Inc

49,158,725‌

38,567

*

Health

Catalyst,

Inc

541,095‌

62,553

*

HealthEquity,

Inc

4,249,851‌

19,996

HealthStream,

Inc

449,510‌

122,435

*

Henry

Schein,

Inc

9,646,654‌

95,038

*

Hims

&

Hers

Health,

Inc

852,491‌

220,928

*

Hologic,

Inc

17,546,102‌

107,258

Humana,

Inc

48,998,672‌

21,074

*

ICU

Medical,

Inc

3,754,965‌

71,881

*

IDEXX

Laboratories,

Inc

39,874,547‌

51,855

*

Inari

Medical,

Inc

2,959,365‌

39,216

*

InfuSystem

Holdings,

Inc

404,709‌

64,563

*

Inmode

Ltd

2,770,398‌

20,735

*,e

Innovage

Holding

Corp

149,292‌

13,893

*

Inogen,

Inc

113,506‌

26,630

*

Inspire

Medical

Systems,

Inc

7,664,380‌

61,135

*

Insulet

Corp

16,919,111‌

29,128

*

Integer

Holding

Corp

2,693,757‌

58,852

*

Integra

LifeSciences

Holdings

Corp

2,676,000‌

303,620

*

Intuitive

Surgical,

Inc

98,494,328‌

12,831

iRadimed

Corp

563,666‌

24,799

*

iRhythm

Technologies,

Inc

2,605,383‌

10,108

*

Joint

Corp

136,458‌

75,830

Laboratory

Corp

of

America

Holdings

16,222,312‌

60,306

*

Lantheus

Holdings,

Inc

5,215,866‌

16,045

LeMaitre

Vascular,

Inc

1,014,525‌

98,206

*,e

LifeStance

Health

Group,

Inc

922,154‌

48,529

*

LivaNova

plc

2,836,520‌

39,912

*

Masimo

Corp

4,881,238‌

118,336

McKesson

Corp

47,618,406‌

61,546

*

MEDNAX,

Inc

845,027‌

1,153,972

Medtronic

plc

101,272,583‌

59,903

*

Merit

Medical

Systems,

Inc

4,472,957‌

3,546

Mesa

Laboratories,

Inc

456,228‌

9,311

*

ModivCare,

Inc

407,263‌

51,502

*

Molina

Healthcare,

Inc

15,681,844‌

32,656

*,e

Nano-X

Imaging

Ltd

404,934‌

9,670

National

Healthcare

Corp

570,723‌

13,196

National

Research

Corp

566,240‌

180,245

*

Neogen

Corp

4,179,882‌

100,310

*

NeoGenomics,

Inc

1,738,372‌

25,545

*

Nevro

Corp

638,370‌

41,810

*

NextGen

Healthcare,

Inc

695,300‌

91,637

*

Novocure

Ltd

2,991,032‌

39,010

*

NuVasive,

Inc

1,607,602‌

36,495

*

Omnicell,

Inc

2,304,659‌

299,751

*,e

Opko

Health,

Inc

557,537‌

12,320

*

OptimizeRx

Corp

171,864‌

150,265

*

Option

Care

Health,

Inc

5,075,952‌

54,102

*

OraSure

Technologies,

Inc

255,361‌

24,415

*

Orthofix

Medical

Inc

480,731‌

Equity

Index

Fund

July

31,

2023

110

Portfolio

of

Investments

(continued)

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

HEALTH

CARE

EQUIPMENT

&

SERVICES—continued

10,294

*

OrthoPediatrics

Corp

$

429,774‌

33,381

*

Outset

Medical,

Inc

686,981‌

54,182

*

Owens

&

Minor,

Inc

1,042,462‌

95,239

*,e

P3

Health

Partners,

Inc

211,431‌

35,588

*

Paragon

28,

Inc

628,840‌

65,175

Patterson

Cos,

Inc

2,143,606‌

31,176

*

Pennant

Group,

Inc

357,900‌

30,855

*

Penumbra,

Inc

9,360,173‌

17,969

*

PetIQ,

Inc

300,801‌

34,961

*

Phreesia,

Inc

1,108,963‌

81,876

Premier,

Inc

2,272,059‌

65,419

*

Privia

Health

Group,

Inc

1,826,498‌

31,282

*

PROCEPT

BioRobotics

Corp

1,077,352‌

57,755

*

Progyny,

Inc

2,411,849‌

133,733

*

Project

Roadrunner

Parent,

Inc

2,310,906‌

18,481

*

Pulmonx

Corp

258,734‌

98,083

Quest

Diagnostics,

Inc

13,261,802‌

46,743

*

QuidelOrtho

Corp

4,083,468‌

72,993

*

Quipt

Home

Medical

Corp

387,593‌

31,900

*

RadNet,

Inc

1,055,252‌

128,377

Resmed,

Inc

28,544,626‌

24,262

*

RxSight,

Inc

809,623‌

46,518

*

Schrodinger,

Inc

2,433,357‌

84,676

Select

Medical

Holdings

Corp

2,541,127‌

15,510

*

Semler

Scientific,

Inc

380,771‌

382,587

*,e

Sharecare,

Inc

531,796‌

31,551

*

Shockwave

Medical

Inc

8,222,191‌

23,620

*

SI-BONE,

Inc

608,451‌

40,734

*

Sight

Sciences,

Inc

358,459‌

43,444

*

Silk

Road

Medical

Inc

992,261‌

17,254

Simulations

Plus,

Inc

859,249‌

48,121

*

Staar

Surgical

Co

2,635,587‌

84,939

STERIS

plc

19,157,991‌

309,828

Stryker

Corp

87,808,353‌

61,036

*

Surgery

Partners,

Inc

2,357,821‌

12,089

*

SurModics,

Inc

387,694‌

16,050

*

Tactile

Systems

Technology,

Inc

367,706‌

67,537

*

Tandem

Diabetes

Care,

Inc

2,358,392‌

124,576

*

Teladoc,

Inc

3,708,628‌

40,335

Teleflex,

Inc

10,130,942‌

96,496

*

Tenet

Healthcare

Corp

7,211,146‌

28,749

*

Transmedics

Group,

Inc

2,678,832‌

39,187

*

Treace

Medical

Concepts,

Inc

893,072‌

7,098

*

UFP

Technologies,

Inc

1,381,732‌

808,501

UnitedHealth

Group,

Inc

409,400,651‌

50,337

Universal

Health

Services,

Inc

(Class

B)

6,994,830‌

10,256

US

Physical

Therapy,

Inc

1,192,465‌

1,493

Utah

Medical

Products,

Inc

146,807‌

27,524

*

Varex

Imaging

Corp

641,034‌

124,085

*

Veeva

Systems,

Inc

25,340,639‌

133,195

*,e

VG

Acquisition

Corp

255,734‌

78,424

*,e

Vicarious

Surgical,

Inc

128,615‌

43,337

*,e

Viemed

Healthcare,

Inc

366,198‌

186,832

Zimmer

Biomet

Holdings,

Inc

25,810,841‌

33,278

*

Zimvie,

Inc

456,574‌

18,221

*,e

Zynex

Inc

177,837‌

TOTAL

HEALTH

CARE

EQUIPMENT

&

SERVICES

2,155,529,506‌

HOUSEHOLD

&

PERSONAL

PRODUCTS

-

1.3%

72,467

*,e

Beauty

Health

Co

600,751‌

123,209

*

BellRing

Brands,

Inc

4,429,364‌

8,367

*

Central

Garden

&

Pet

Co

338,696‌

30,727

*

Central

Garden

and

Pet

Co

(Class

A)

1,174,386‌

111

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

HOUSEHOLD

&

PERSONAL

PRODUCTS—continued

206,626

Church

&

Dwight

Co,

Inc

$

19,767,909‌

107,931

Clorox

Co

16,349,388‌

714,881

Colgate-Palmolive

Co

54,516,825‌

361,993

*

Coty,

Inc

4,358,396‌

41,696

Edgewell

Personal

Care

Co

1,643,239‌

49,283

*

elf

Beauty,

Inc

5,752,312‌

47,539

Energizer

Holdings,

Inc

1,697,142‌

203,943

Estee

Lauder

Cos

(Class

A)

36,709,740‌

79,731

*

Herbalife

Nutrition

Ltd

1,294,832‌

13,468

Inter

Parfums,

Inc

2,014,274‌

291,972

Kimberly-Clark

Corp

37,693,585‌

8,543

Medifast,

Inc

870,446‌

9,397

*

Nature's

Sunshine

Products,

Inc

131,088‌

36,182

Nu

Skin

Enterprises,

Inc

(Class

A)

1,063,389‌

96,295

*

Olaplex

Holdings,

Inc

346,662‌

2,043,894

Procter

&

Gamble

Co

319,460,632‌

79,915

Reynolds

Consumer

Products,

Inc

2,212,047‌

32,523

Spectrum

Brands

Holdings,

Inc

2,550,129‌

9,434

*

USANA

Health

Sciences,

Inc

612,361‌

10,397

WD-40

Co

2,386,112‌

TOTAL

HOUSEHOLD

&

PERSONAL

PRODUCTS

517,973,705‌

INSURANCE

-

2.1%

520,052

Aflac,

Inc

37,620,562‌

229,795

Allstate

Corp

25,893,301‌

53,101

*

AMBAC

Financial

Group,

Inc

750,848‌

62,680

American

Equity

Investment

Life

Holding

Co

3,364,036‌

55,525

American

Financial

Group,

Inc

6,752,395‌

631,341

American

International

Group,

Inc

38,057,235‌

14,885

Amerisafe,

Inc

775,806‌

175,750

Aon

plc

55,976,375‌

312,147

*

Arch

Capital

Group

Ltd

24,250,700‌

21,699

Argo

Group

International

Holdings

Ltd

644,460‌

184,852

Arthur

J.

Gallagher

&

Co

39,706,210‌

43,360

Assurant,

Inc

5,832,354‌

53,340

Assured

Guaranty

Ltd

3,188,665‌

74,863

Axis

Capital

Holdings

Ltd

4,126,449‌

61,731

*

Brighthouse

Financial,

Inc

3,218,037‌

217,381

Brown

&

Brown,

Inc

15,314,491‌

76,674

*

BRP

Group,

Inc

1,909,949‌

358,789

Chubb

Ltd

73,340,059‌

129,513

Cincinnati

Financial

Corp

13,933,009‌

24,499

CNA

Financial

Corp

959,381‌

96,172

Conseco,

Inc

2,473,544‌

545

Crawford

&

Co

5,237‌

3,527

Donegal

Group,

Inc

(Class

A)

51,388‌

62,690

*

eHealth,

Inc

473,936‌

20,967

Employers

Holdings,

Inc

809,955‌

9,371

*

Enstar

Group

Ltd

2,397,851‌

34,786

Everest

Re

Group

Ltd

12,540,701‌

15,656

F&G

Annuities

&

Life,

Inc

410,187‌

230,229

Fidelity

National

Financial

Inc

9,018,070‌

98,532

First

American

Financial

Corp

6,244,958‌

548,402

*

Genworth

Financial,

Inc

(Class

A)

3,213,636‌

78,672

Globe

Life,

Inc

8,824,638‌

12,924

*

Goosehead

Insurance,

Inc

864,228‌

24,981

*

Greenlight

Capital

Re

Ltd

(Class

A)

256,805‌

29,706

Hanover

Insurance

Group,

Inc

3,371,037‌

264,389

Hartford

Financial

Services

Group,

Inc

19,004,281‌

4,132

e

HCI

Group,

Inc

259,531‌

57,150

Horace

Mann

Educators

Corp

1,721,929‌

738

Investors

Title

Co

115,534‌

36,673

James

River

Group

Holdings

Ltd

678,084‌

Equity

Index

Fund

July

31,

2023

112

Portfolio

of

Investments

(continued)

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

INSURANCE—continued

47,055

Kemper

Corp

$

2,398,393‌

18,754

Kinsale

Capital

Group,

Inc

6,988,303‌

44,494

*,e

Lemonade,

Inc

1,034,486‌

161,930

Lincoln

National

Corp

4,540,517‌

173,627

Loews

Corp

10,877,732‌

11,823

*

Markel

Corp

17,139,921‌

430,449

Marsh

&

McLennan

Cos,

Inc

81,105,201‌

53,327

*

MBIA,

Inc

466,078‌

21,627

Mercury

General

Corp

695,957‌

577,011

Metlife,

Inc

36,334,383‌

1,802

National

Western

Life

Group,

Inc

759,849‌

5,548

*

NI

Holdings,

Inc

77,284‌

248,042

Old

Republic

International

Corp

6,838,518‌

91,472

*

Oscar

Health,

Inc

687,869‌

19,410

*

Palomar

Holdings,

Inc

1,175,470‌

35,060

Primerica,

Inc

7,457,262‌

202,011

Principal

Financial

Group

16,134,619‌

42,244

ProAssurance

Corp

709,699‌

505,759

Progressive

Corp

63,715,519‌

315,043

Prudential

Financial,

Inc

30,398,499‌

57,218

Reinsurance

Group

of

America,

Inc

(Class

A)

8,030,546‌

40,263

RenaissanceRe

Holdings

Ltd

7,519,518‌

31,551

RLI

Corp

4,209,219‌

75,489

*

Ryan

Specialty

Group

Holdings,

Inc

3,271,693‌

12,520

Safety

Insurance

Group,

Inc

901,440‌

56,689

Selective

Insurance

Group,

Inc

5,849,738‌

86,670

*

SiriusPoint

Ltd

809,498‌

19,531

Stewart

Information

Services

Corp

920,496‌

13,676

Tiptree

Inc

201,995‌

200,061

Travelers

Cos,

Inc

34,532,529‌

12,756

*,e

Trupanion,

Inc

393,523‌

12,454

United

Fire

Group

Inc

299,394‌

86,394

*,e

United

Insurance

Holdings

Corp

457,888‌

21,860

Universal

Insurance

Holdings,

Inc

339,486‌

175,445

Unum

Group

8,528,381‌

173,562

W.R.

Berkley

Corp

10,707,040‌

2,176

White

Mountains

Insurance

Group

Ltd

3,366,316‌

92,594

Willis

Towers

Watson

plc

19,567,890‌

TOTAL

INSURANCE

827,792,001‌

MATERIALS

-

2.8%

117,043

*,e

5E

Advanced

Materials,

Inc

410,821‌

20,558

AdvanSix,

Inc

824,581‌

191,378

Air

Products

&

Chemicals,

Inc

58,433,445‌

101,519

Albemarle

Corp

21,550,453‌

143,228

Alcoa

Corp

5,183,421‌

121,178

*

Allegheny

Technologies,

Inc

5,777,767‌

9,142

Alpha

Metallurgical

Resources,

Inc

1,583,577‌

1,341,949

Amcor

plc

13,768,397‌

21,560

American

Vanguard

Corp

389,374‌

49,971

Aptargroup,

Inc

6,069,478‌

82,171

*

Arconic

Corp

2,456,091‌

14,592

*,†

Ardagh

Group

S.A.

86,531‌

126,036

e

Ardagh

Metal

Packaging

S.A.

476,416‌

42,481

Ashland

Global

Holdings,

Inc

3,881,064‌

62,214

*

Aspen

Aerogels,

Inc

518,865‌

69,345

Avery

Dennison

Corp

12,760,173‌

70,844

Avient

Corp

2,871,307‌

172,888

*

Axalta

Coating

Systems

Ltd

5,532,416‌

32,189

Balchem

Corp

4,337,146‌

261,774

Ball

Corp

15,363,516‌

101,421

Berry

Global

Group,

Inc

6,650,175‌

47,966

Cabot

Corp

3,405,586‌

113

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

MATERIALS—continued

29,630

e

Caledonia

Mining

Corp

plc

$

349,041‌

35,519

Carpenter

Technology

Corp

2,126,167‌

89,864

Celanese

Corp

(Series

A)

11,268,047‌

44,567

*

Century

Aluminum

Co

414,473‌

171,056

CF

Industries

Holdings,

Inc

14,040,276‌

7,496

Chase

Corp

943,671‌

122,499

Chemours

Co

4,530,013‌

12,528

*

Clearwater

Paper

Corp

403,777‌

455,953

*

Cleveland-Cliffs,

Inc

8,047,570‌

185,110

*

Coeur

Mining,

Inc

570,139‌

116,251

Commercial

Metals

Co

6,651,882‌

26,808

Compass

Minerals

International,

Inc

1,015,219‌

123,107

*

Constellium

SE

2,350,113‌

623,192

Corteva,

Inc

35,166,725‌

95,240

Crown

Holdings,

Inc

8,834,462‌

132,891

*

Dakota

Gold

Corp

390,700‌

214,737

*,e

Danimer

Scientific,

Inc

603,411‌

619,413

Dow,

Inc

34,978,252‌

408,991

DuPont

de

Nemours,

Inc

31,749,971‌

30,583

Eagle

Materials,

Inc

5,638,588‌

100,895

Eastman

Chemical

Co

8,634,594‌

212,871

Ecolab,

Inc

38,985,195‌

181,420

Element

Solutions,

Inc

3,802,563‌

109,761

FMC

Corp

10,562,301‌

1,247,152

Freeport-McMoRan,

Inc

(Class

B)

55,685,337‌

23,566

FutureFuel

Corp

229,062‌

1,342,373

*,e

Ginkgo

Bioworks

Holdings,

Inc

3,369,356‌

171,982

Glatfelter

Corp

584,739‌

278,912

Graphic

Packaging

Holding

Co

6,749,670‌

20,180

Greif,

Inc

(Class

A)

1,492,715‌

5,616

Greif,

Inc

(Class

B)

444,057‌

46,815

H.B.

Fuller

Co

3,465,714‌

14,458

Hawkins,

Inc

675,911‌

7,087

Haynes

International,

Inc

355,484‌

557,591

Hecla

Mining

Co

3,211,724‌

158,395

Huntsman

Corp

4,715,419‌

183,487

*,e

i-80

Gold

Corp

374,313‌

29,963

*

Ingevity

Corp

1,918,231‌

19,888

Innospec,

Inc

2,130,800‌

215,328

International

Flavors

&

Fragrances,

Inc

18,218,902‌

299,276

International

Paper

Co

10,791,893‌

7,140

*

Intrepid

Potash,

Inc

196,350‌

37,532

*

Ivanhoe

Electric,

Inc

610,270‌

11,630

Kaiser

Aluminum

Corp

944,356‌

49,319

*

Knife

River

Corp

2,143,897‌

14,468

Koppers

Holdings,

Inc

553,546‌

29,170

Kronos

Worldwide,

Inc

272,739‌

426,877

Linde

plc

166,768,038‌

140,093

*,e

Livent

Corp

3,449,090‌

53,366

Louisiana-Pacific

Corp

4,062,754‌

91,950

*

LSB

Industries,

Inc

1,027,081‌

223,395

LyondellBasell

Industries

NV

22,084,830‌

54,097

Martin

Marietta

Materials,

Inc

24,152,147‌

17,661

Materion

Corp

2,104,132‌

28,271

Minerals

Technologies,

Inc

1,734,426‌

299,071

Mosaic

Co

12,190,134‌

100,937

*,e

MP

Materials

Corp

2,407,347‌

25,893

Myers

Industries,

Inc

507,762‌

5,385

NewMarket

Corp

2,432,404‌

693,881

Newmont

Goldcorp

Corp

29,781,373‌

175,621

*

Novagold

Resources

Inc

792,051‌

220,976

Nucor

Corp

38,027,760‌

123,701

*

O-I

Glass,

Inc

2,840,175‌

Equity

Index

Fund

July

31,

2023

114

Portfolio

of

Investments

(continued)

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

MATERIALS—continued

111,865

Olin

Corp

$

6,452,373‌

12,612

Olympic

Steel,

Inc

703,623‌

83,951

*,e

Origin

Materials,

Inc

376,100‌

41,831

Orion

Engineered

Carbons

SA

916,936‌

78,609

Packaging

Corp

of

America

12,054,690‌

29,712

Pactiv

Evergreen,

Inc

255,820‌

94,769

*

Perimeter

Solutions

S.A.

526,916‌

13,423

*

Piedmont

Lithium,

Inc

736,386‌

200,899

PPG

Industries,

Inc

28,909,366‌

37,597

*

PQ

Group

Holdings,

Inc

462,067‌

92,338

*,e

PureCycle

Technologies,

Inc

1,093,282‌

10,040

Quaker

Chemical

Corp

2,011,815‌

3,719

*

Ramaco

Resources,

Inc

52,921‌

18,601

e

Ramaco

Resources,

Inc

171,129‌

26,216

*

Ranpak

Holdings

Corp

168,045‌

45,189

*

Rayonier

Advanced

Materials,

Inc

213,744‌

48,876

Reliance

Steel

&

Aluminum

Co

14,313,825‌

55,206

Royal

Gold,

Inc

6,632,449‌

115,315

RPM

International,

Inc

11,913,193‌

19,086

Ryerson

Holding

Corp

810,964‌

19,139

Schnitzer

Steel

Industries,

Inc

(Class

A)

693,023‌

43,911

Schweitzer-Mauduit

International,

Inc

691,159‌

30,490

Scotts

Miracle-Gro

Co

(Class

A)

2,135,520‌

138,369

Sealed

Air

Corp

6,312,394‌

45,956

Sensient

Technologies

Corp

2,943,022‌

204,831

Sherwin-Williams

Co

56,635,772‌

84,315

Silgan

Holdings,

Inc

3,697,213‌

87,326

Sonoco

Products

Co

5,120,797‌

77,837

Southern

Copper

Corp

6,806,067‌

165,267

SSR

Mining,

Inc

2,406,288‌

141,158

Steel

Dynamics,

Inc

15,044,620‌

25,522

Stepan

Co

2,445,518‌

89,404

*

Summit

Materials,

Inc

3,234,637‌

62,507

SunCoke

Energy,

Inc

555,062‌

27,538

Sylvamo

Corp

1,351,290‌

33,322

*

TimkenSteel

Corp

776,403‌

19,788

Tredegar

Corp

136,933‌

32,674

Trimas

Corp

841,682‌

29,516

Trinseo

plc

520,072‌

75,937

Tronox

Holdings

plc

1,009,203‌

807

United

States

Lime

&

Minerals,

Inc

165,927‌

208,248

United

States

Steel

Corp

5,310,324‌

6,593

Valhi,

Inc

101,137‌

151,725

Valvoline,

Inc

5,760,998‌

113,845

Vulcan

Materials

Co

25,102,823‌

26,195

Warrior

Met

Coal,

Inc

1,159,129‌

24,539

Westlake

Chemical

Corp

3,374,113‌

224,893

WestRock

Co

7,486,688‌

25,062

Worthington

Industries,

Inc

1,870,126‌

TOTAL

MATERIALS

1,090,347,323‌

MEDIA

&

ENTERTAINMENT

-

7.2%

683,276

Activision

Blizzard,

Inc

63,380,682‌

80,989

*

Advantage

Solutions,

Inc

209,761‌

5,161,234

*

Alphabet,

Inc

(Class

A)

684,998,976‌

4,472,854

*

Alphabet,

Inc

(Class

C)

595,381,596‌

479,007

*,e

AMC

Entertainment

Holdings,

Inc

2,380,665‌

23,685

*

AMC

Networks,

Inc

298,905‌

6,134

*,e

Atlanta

Braves

Holdings,

Inc

290,384‌

36,516

*

Atlanta

Braves

Holdings,

Inc

1,486,931‌

12,671

*

Boston

Omaha

Corp

247,338‌

116,459

*

Bumble,

Inc

2,156,821‌

4,644

Cable

One,

Inc

3,361,977‌

115

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

MEDIA

&

ENTERTAINMENT—continued

72,900

*

Cargurus,

Inc

$

1,651,914‌

50,674

*

Cars.com,

Inc

1,155,874‌

91,447

*

Charter

Communications,

Inc

37,053,410‌

82,557

*

Cinemark

Holdings,

Inc

1,377,876‌

499,375

*

Clear

Channel

898,875‌

3,597,638

Comcast

Corp

(Class

A)

162,829,096‌

455

*

Daily

Journal

Corp

131,732‌

101,782

*

DHI

Group,

Inc

383,718‌

248,085

*

DISH

Network

Corp

(Class

A)

1,967,314‌

236,747

Electronic

Arts,

Inc

32,280,453‌

40,007

Entravision

Communications

Corp

(Class

A)

191,233‌

54,751

*

Eventbrite

Inc

630,184‌

14,208

*

EverQuote

Inc

100,593‌

40,458

*

EW

Scripps

Co

(Class

A)

398,916‌

244,648

Fox

Corp

(Class

A)

8,183,476‌

116,246

Fox

Corp

(Class

B)

3,651,287‌

99,963

*

Gannett

Co,

Inc

281,896‌

70,071

Gray

Television,

Inc

663,572‌

57,550

*

IAC

4,005,480‌

37,647

*

Imax

Corp

693,081‌

25,095

*

Integral

Ad

Science

Holding

Corp

523,231‌

340,395

Interpublic

Group

of

Cos,

Inc

11,651,721‌

54,238

John

Wiley

&

Sons,

Inc

(Class

A)

1,856,567‌

18,787

*

Liberty

Broadband

Corp

(Class

A)

1,668,849‌

100,537

*

Liberty

Broadband

Corp

(Class

C)

8,960,863‌

18,107

*

Liberty

Media

Group

(Class

A)

1,163,918‌

172,671

*

Liberty

Media

Group

(Class

C)

12,535,915‌

77,217

*

Liberty

SiriusXM

Group

(Class

A)

2,447,779‌

142,289

*

Liberty

SiriusXM

Group

(Class

C)

4,529,059‌

44,591

*,e

Lions

Gate

Entertainment

Corp

(Class

A)

342,459‌

114,064

*

Lions

Gate

Entertainment

Corp

(Class

B)

834,948‌

139,050

*

Live

Nation,

Inc

12,201,637‌

18,866

Madison

Square

Garden

Co

4,013,741‌

35,049

*

Madison

Square

Garden

Entertainment

Corp

1,221,107‌

19,376

*

Madison

Square

Garden

Entertainment

Corp

822,511‌

93,497

*

Magnite,

Inc

1,414,610‌

24,627

e

Marcus

Corp

384,181‌

234,733

*

Match

Group,

Inc

10,917,432‌

12,783

*

MediaAlpha,

Inc

129,620‌

1,921,105

*

Meta

Platforms,

Inc

612,064,053‌

381,819

*

Netflix,

Inc

167,607,086‌

127,060

New

York

Times

Co

(Class

A)

5,178,966‌

293,922

News

Corp

(Class

A)

5,825,534‌

95,168

News

Corp

(Class

B)

1,913,828‌

29,527

Nexstar

Media

Group

Inc

5,513,281‌

172,073

Omnicom

Group,

Inc

14,560,817‌

5,903

Paramount

Global

(Class

A)

113,692‌

484,703

Paramount

Global

(Class

B)

7,769,789‌

493,281

*

Pinterest,

Inc

14,300,216‌

61,226

*

Playstudios,

Inc

301,844‌

37,469

*

Playtika

Holding

Corp

447,380‌

32,246

*

PubMatic,

Inc

644,597‌

41,070

*

QuinStreet,

Inc

364,702‌

397,892

*

ROBLOX

Corp

15,617,261‌

113,610

*

Roku,

Inc

10,937,235‌

22,422

Scholastic

Corp

968,406‌

17,136

Shutterstock,

Inc

881,647‌

37,146

e

Sinclair,

Inc

516,701‌

628,669

e

Sirius

XM

Holdings,

Inc

3,206,212‌

119,199

*

Spotify

Technology

S.A.

17,809,523‌

46,094

*

Stagwell,

Inc

309,291‌

144,314

*

Take-Two

Interactive

Software,

Inc

22,071,383‌

19,150

*

TechTarget,

Inc

621,992‌

Equity

Index

Fund

July

31,

2023

116

Portfolio

of

Investments

(continued)

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

MEDIA

&

ENTERTAINMENT—continued

212,771

TEGNA,

Inc

$

3,595,830‌

19,655

*

Thryv

Holdings,

Inc

465,823‌

384,068

*

Trade

Desk,

Inc

35,050,046‌

117,635

*

TripAdvisor,

Inc

2,193,893‌

85,679

*

TrueCar,

Inc

209,914‌

106,282

*

Vimeo,

Inc

437,882‌

1,577,776

*

Walt

Disney

Co

140,248,509‌

1,942,316

*

Warner

Bros

Discovery,

Inc

25,386,070‌

39,638

*

WideOpenWest,

Inc

326,617‌

39,891

World

Wrestling

Entertainment,

Inc

(Class

A)

4,188,555‌

56,188

*

Yelp,

Inc

2,531,269‌

39,402

*

Ziff

Davis

Inc

2,857,433‌

61,686

*

ZipRecruiter,

Inc

1,142,425‌

267,681

*

ZoomInfo

Technologies,

Inc

6,844,603‌

TOTAL

MEDIA

&

ENTERTAINMENT

2,825,368,469‌

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES

-

7.5%

83,340

*

10X

Genomics,

Inc

5,248,753‌

16,011

*

2seventy

bio,

Inc

121,523‌

30,824

*

4D

Molecular

Therapeutics,

Inc

564,079‌

53,283

*,e

89bio,

Inc

844,003‌

1,531,069

AbbVie,

Inc

229,017,301‌

88,298

*

Acadia

Pharmaceuticals,

Inc

2,581,834‌

44,287

*

Aclaris

Therapeutics,

Inc

437,113‌

50,315

*,e

Actinium

Pharmaceuticals,

Inc

358,243‌

118,561

*

Adaptive

Biotechnologies

Corp

1,000,655‌

107,838

*,e

Adicet

Bio,

Inc

287,927‌

144,109

*

ADMA

Biologics,

Inc

598,052‌

23,668

*,e

Aerovate

Therapeutics,

Inc

413,007‌

543,168

*

Agenus,

Inc

825,615‌

259,425

Agilent

Technologies,

Inc

31,590,182‌

42,139

*

Agios

Pharmaceuticals,

Inc

1,117,526‌

38,286

*

Akero

Therapeutics,

Inc

1,661,612‌

7,279

*

Akoya

Biosciences,

Inc

50,225‌

40,430

*,e

Aldeyra

Therapeutics,

Inc

328,089‌

42,029

*

Alector,

Inc

288,319‌

130,128

*

Alkermes

plc

3,810,148‌

85,288

*

Allakos,

Inc

458,849‌

49,804

*,e

Allogene

Therapeutics,

Inc

247,028‌

93,315

*,e

Allovir,

Inc

307,006‌

104,982

*

Alnylam

Pharmaceuticals,

Inc

20,513,483‌

33,586

*,e

Alpine

Immune

Sciences,

Inc

421,168‌

98,040

*

Altimmune,

Inc

324,512‌

56,031

*,e

ALX

Oncology

Holdings,

Inc

342,349‌

463,078

Amgen,

Inc

108,429,714‌

265,666

*

Amicus

Therapeutics,

Inc

3,618,371‌

87,784

*

Amneal

Pharmaceuticals,

Inc

280,909‌

28,740

*

Amphastar

Pharmaceuticals,

Inc

1,744,231‌

40,220

*

Amylyx

Pharmaceuticals,

Inc

943,159‌

15,332

*,e

AnaptysBio,

Inc

302,194‌

45,302

*,e

Anavex

Life

Sciences

Corp

373,741‌

16,713

*

ANI

Pharmaceuticals,

Inc

878,268‌

10,900

*

Anika

Therapeutics,

Inc

254,297‌

117,303

*,e

Annexon,

Inc

404,695‌

89,116

*

Apellis

Pharmaceuticals,

Inc

2,294,737‌

62,957

*,e

Arbutus

Biopharma

Corp

136,617‌

35,592

*

Arcellx,

Inc

1,219,026‌

1,684

*

Arcturus

Therapeutics

Holdings,

Inc

58,873‌

33,215

*

Arcus

Biosciences,

Inc

660,978‌

72,609

*,e

Arcutis

Biotherapeutics,

Inc

792,164‌

185,422

*

Ardelyx,

Inc

730,563‌

70,529

*

Arrowhead

Pharmaceuticals

Inc

2,434,661‌

34,621

*

Arvinas,

Inc

855,831‌

117

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES—continued

64,725

*

Assertio

Holdings,

Inc

$

368,285‌

40,817

*,e

Astria

Therapeutics,

Inc

365,720‌

146,157

*

Atea

Pharmaceuticals,

Inc

501,319‌

21,983

*

Aura

Biosciences,

Inc

261,598‌

103,661

*,e

Aurinia

Pharmaceuticals,

Inc

1,200,394‌

568,078

*

Avantor,

Inc

11,685,364‌

45,157

*

Avid

Bioservices,

Inc

571,688‌

76,838

*

Avidity

Biosciences,

Inc

730,729‌

24,845

*,e

Avita

Medical,

Inc

503,111‌

19,013

*,e

Axsome

Therapeutics,

Inc

1,491,950‌

49,100

*

Beam

Therapeutics,

Inc

1,515,717‌

104,167

*

BioAtla,

Inc

311,459‌

132,467

*

BioCryst

Pharmaceuticals,

Inc

978,931‌

125,092

*

Biogen,

Inc

33,798,607‌

54,714

*

Biohaven

Ltd

1,087,714‌

17,772

*

BioLife

Solutions

Inc

353,307‌

156,836

*

BioMarin

Pharmaceutical,

Inc

13,790,589‌

16,998

*,e

Biomea

Fusion,

Inc

378,206‌

18,401

*

Bio-Rad

Laboratories,

Inc

(Class

A)

7,459,029‌

129,981

Bio-Techne

Corp

10,840,415‌

72,596

*,e

BioVie,

Inc

342,653‌

117,035

*,e

Bluebird

Bio,

Inc

459,948‌

55,914

*

Blueprint

Medicines

Corp

3,690,324‌

80,008

*

Bridgebio

Pharma,

Inc

2,801,080‌

1,830,225

Bristol-Myers

Squibb

Co

113,821,693‌

56,174

*

Brooks

Automation,

Inc

2,639,055‌

88,086

Bruker

BioSciences

Corp

6,053,270‌

32,181

*,e

Cabaletta

Bio,

Inc

438,305‌

31,788

*

Cara

Therapeutics,

Inc

105,854‌

36,257

*

CareDx,

Inc

395,564‌

134,961

*,e

Caribou

Biosciences,

Inc

970,370‌

46,512

e

Carisma

Therapeutics,

Inc

258,142‌

31,847

*,e

Cassava

Sciences,

Inc

699,997‌

162,660

*

Catalent,

Inc

7,892,263‌

73,978

*

Catalyst

Pharmaceuticals,

Inc

1,023,116‌

33,029

*

Celldex

Therapeutics,

Inc

1,167,905‌

32,063

*,e

Century

Therapeutics,

Inc

97,792‌

43,334

*

Cerevel

Therapeutics

Holdings,

Inc

1,325,587‌

42,197

*

Charles

River

Laboratories

International,

Inc

8,841,959‌

62,303

*

Chinook

Therapeutics,

Inc

2,441,032‌

320,000

*,e

Citius

Pharmaceuticals,

Inc

316,768‌

179,971

*

Codexis,

Inc

647,896‌

87,080

*

Cogent

Biosciences,

Inc

1,131,169‌

148,265

*,e

Coherus

Biosciences,

Inc

714,637‌

27,222

*

Collegium

Pharmaceutical,

Inc

619,573‌

119,048

*,e

Compass

Therapeutics,

Inc

341,668‌

72,910

*

Corcept

Therapeutics,

Inc

1,857,747‌

72,860

*,e

CorMedix

Inc

322,041‌

34,033

*

Crinetics

Pharmaceuticals,

Inc

646,627‌

29,602

*

CryoPort,

Inc

475,704‌

99,010

*,e

Cue

Biopharma,

Inc

378,218‌

18,878

*

Cullinan

Oncology,

Inc

199,918‌

83,091

*

Cymabay

Therapeutics,

Inc

1,084,338‌

93,386

*

Cytek

Biosciences,

Inc

836,739‌

69,213

*

Cytokinetics,

Inc

2,308,254‌

570,767

Danaher

Corp

145,579,831‌

53,454

*

Day

One

Biopharmaceuticals,

Inc

707,731‌

28,615

*

Deciphera

Pharmaceuticals,

Inc

386,875‌

101,941

*

Denali

Therapeutics,

Inc

2,898,183‌

90,410

*,e

Design

Therapeutics,

Inc

735,937‌

35,029

*

DICE

Therapeutics,

Inc

1,646,363‌

7,551

*

Disc

Medicine,

Inc

374,530‌

103,603

*,e

Dynavax

Technologies

Corp

1,449,406‌

Equity

Index

Fund

July

31,

2023

118

Portfolio

of

Investments

(continued)

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES—continued

72,367

*

Dyne

Therapeutics,

Inc

$

881,430‌

10,847

*

Eagle

Pharmaceuticals,

Inc

225,184‌

72,629

*

Edgewise

Therapeutics,

Inc

529,465‌

76,006

*

Editas

Medicine,

Inc

667,333‌

406,143

*

Elanco

Animal

Health,

Inc

4,902,146‌

736,483

Eli

Lilly

&

Co

334,768,348‌

16,480

*

Enanta

Pharmaceuticals,

Inc

312,626‌

19,880

*,e

Enliven

Therapeutics,

Inc

376,527‌

304,824

*,e

EQRx,

Inc

521,249‌

194,484

*,e

Erasca,

Inc

513,438‌

21,778

*

Evolus,

Inc

218,216‌

155,554

*

Exact

Sciences

Corp

15,172,737‌

261,032

*

Exelixis,

Inc

5,144,941‌

161,291

*,e

Eyenovia,

Inc

343,550‌

73,139

*,e

EyePoint

Pharmaceuticals,

Inc

914,238‌

127,905

*

Fate

Therapeutics,

Inc

528,248‌

14,252

*,e

Foghorn

Therapeutics,

Inc

130,548‌

75,916

*

Generation

Bio

Co

385,653‌

423,644

*

Geron

Corp

1,372,607‌

1,085,738

Gilead

Sciences,

Inc

82,668,091‌

163,935

*

Gritstone

Oncology,

Inc

322,952‌

104,921

*

Halozyme

Therapeutics,

Inc

4,507,406‌

22,623

*

Harmony

Biosciences

Holdings,

Inc

800,176‌

21,426

*,e

Harrow

Health,

Inc

473,086‌

67,454

*

Harvard

Bioscience,

Inc

313,661‌

195,302

*

Horizon

Therapeutics

Plc

19,582,932‌

69,717

*

ICON

plc

17,527,551‌

50,751

*

Icosavax,

Inc

448,131‌

45,648

*

Ideaya

Biosciences,

Inc

1,020,689‌

21,368

*,e

IGM

Biosciences,

Inc

227,356‌

136,690

*

Illumina,

Inc

26,264,984‌

228,670

*,e

ImmunityBio,

Inc

503,074‌

221,449

*

Immunogen,

Inc

3,946,221‌

38,467

*

Immunovant,

Inc

878,202‌

160,716

*

Incyte

Corp

10,240,824‌

20,258

*

Inhibrx,

Inc

406,173‌

49,340

*

Innoviva,

Inc

668,557‌

69,687

*,e

Inozyme

Pharma,

Inc

355,404‌

105,641

*

Insmed,

Inc

2,333,610‌

86,438

*

Intellia

Therapeutics,

Inc

3,658,921‌

21,160

*

Intercept

Pharmaceuticals,

Inc

228,528‌

83,591

*

Intra-Cellular

Therapies,

Inc

5,169,267‌

127,693

*

Ionis

Pharmaceuticals,

Inc

5,290,321‌

179,545

*

Iovance

Biotherapeutics,

Inc

1,303,497‌

162,861

*

IQVIA

Holdings,

Inc

36,441,777‌

115,967

*

Ironwood

Pharmaceuticals,

Inc

1,286,074‌

14,777

*

iTeos

Therapeutics,

Inc

207,765‌

24,181

*,e

Janux

Therapeutics,

Inc

338,534‌

53,458

*

Jazz

Pharmaceuticals

plc

6,971,992‌

2,258,799

Johnson

&

Johnson

378,416,596‌

16,585

*

KalVista

Pharmaceuticals

Inc

167,509‌

29,756

*

Karuna

Therapeutics,

Inc

5,944,356‌

249,164

*

Karyopharm

Therapeutics,

Inc

448,495‌

64,413

*,e

KemPharm,

Inc

314,335‌

11,474

*

Keros

Therapeutics,

Inc

480,531‌

195,318

*

Kezar

Life

Sciences,

Inc

437,512‌

21,130

*

Kiniksa

Pharmaceuticals

Ltd

398,089‌

75,293

*

Kodiak

Sciences,

Inc

225,126‌

18,034

*

Krystal

Biotech

Inc

2,328,189‌

46,117

*

Kura

Oncology,

Inc

481,461‌

24,582

*

Kymera

Therapeutics,

Inc

537,854‌

55,069

*,e

Lexicon

Pharmaceuticals,

Inc

110,689‌

10,998

*

Ligand

Pharmaceuticals,

Inc

(Class

B)

736,096‌

119

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES—continued

270,271

*,e

Lineage

Cell

Therapeutics,

Inc

$

413,515‌

61,737

*

Liquidia

Corp

476,610‌

256,359

*,e

Lyell

Immunopharma,

Inc

740,878‌

79,601

*

MacroGenics,

Inc

379,697‌

12,049

*

Madrigal

Pharmaceuticals,

Inc

2,473,660‌

180,755

*

MannKind

Corp

826,050‌

84,535

*

Maravai

LifeSciences

Holdings,

Inc

956,091‌

43,593

*

Marinus

Pharmaceuticals,

Inc

463,830‌

68,933

*,e

MaxCyte,

Inc

308,131‌

21,610

*

Medpace

Holdings,

Inc

5,471,004‌

76,280

*

MeiraGTx

Holdings

plc

480,564‌

2,212,367

Merck

&

Co,

Inc

235,948,941‌

19,553

*

Mettler-Toledo

International,

Inc

24,587,311‌

81,129

*

MiMedx

Group,

Inc

654,711‌

18,464

*

Mirati

Therapeutics,

Inc

558,905‌

29,905

*,e

Mirum

Pharmaceuticals,

Inc

770,353‌

294,753

*

Moderna,

Inc

34,680,638‌

31,239

*,e

Monte

Rosa

Therapeutics,

Inc

220,860‌

25,612

*

Morphic

Holding,

Inc

1,452,969‌

63,827

*

Myriad

Genetics,

Inc

1,426,533‌

117,649

*

NanoString

Technologies,

Inc

560,009‌

88,465

*

Natera,

Inc

4,000,387‌

96,721

*

Nautilus

Biotechnology,

Inc

318,212‌

81,997

*

Neurocrine

Biosciences,

Inc

8,354,674‌

21,913

*

NGM

Biopharmaceuticals

Inc

51,934‌

34,251

*,e

Nkarta,

Inc

78,435‌

88,065

*,e

Novavax,

Inc

817,243‌

22,935

*

Nurix

Therapeutics,

Inc

222,699‌

16,743

*

Nuvalent,

Inc

834,639‌

159,982

*

Nuvation

Bio,

Inc

295,967‌

54,186

*

Ocular

Therapeutix,

Inc

246,004‌

47,004

*,e

Olema

Pharmaceuticals,

Inc

406,585‌

63,594

*,e

Omeros

Corp

276,634‌

53,886

*

OmniAb,

Inc

296,373‌

4,311

*,†

OmniAb,

Inc

0‌

4,311

*,†

OmniAb,

Inc

0‌

64,901

*

Organogenesis

Holdings

Inc

277,127‌

176,158

Organon

&

Co

3,871,953‌

61,634

*,e

ORIC

Pharmaceuticals,

Inc

515,260‌

311,145

*,e

Outlook

Therapeutics,

Inc

538,281‌

208,152

*

Pacific

Biosciences

of

California,

Inc

2,749,688‌

32,703

*

Pacira

BioSciences

Inc

1,188,754‌

67,002

*,e

PDS

Biotechnology

Corp

382,916‌

107,305

PerkinElmer,

Inc

13,193,150‌

93,372

Perrigo

Co

plc

3,421,150‌

4,916,160

Pfizer,

Inc

177,276,730‌

53,110

*,e

Phathom

Pharmaceuticals,

Inc

807,803‌

15,122

Phibro

Animal

Health

Corp

218,967‌

47,531

*,e

Pliant

Therapeutics,

Inc

847,953‌

84,589

*

PMV

Pharmaceuticals,

Inc

553,212‌

99,452

*

Point

Biopharma

Global,

Inc

889,101‌

167,365

*,e

Poseida

Therapeutics,

Inc

289,541‌

293,619

*,e

Precigen,

Inc

408,130‌

38,952

*

Prestige

Consumer

Healthcare,

Inc.

2,540,060‌

32,206

*,e

Prime

Medicine,

Inc

485,344‌

53,801

*

ProKidney

Corp

689,729‌

38,156

*

Protagonist

Therapeutics,

Inc

740,226‌

176,992

*

Protalix

BioTherapeutics,

Inc

283,187‌

31,004

*

Prothena

Corp

plc

2,135,245‌

72,077

*

PTC

Therapeutics,

Inc

2,907,586‌

196,966

*

QIAGEN

NV

9,221,948‌

22,482

*

Quanterix

Corp

558,453‌

104,376

*,e

Quantum-Si,

Inc

406,023‌

Equity

Index

Fund

July

31,

2023

120

Portfolio

of

Investments

(continued)

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES—continued

29,554

*

RAPT

Therapeutics,

Inc

$

706,341‌

24,417

*

Reata

Pharmaceuticals,

Inc

4,042,967‌

117,341

*

Recursion

Pharmaceuticals,

Inc

1,656,855‌

89,423

*

Regeneron

Pharmaceuticals,

Inc

66,343,818‌

27,410

*

REGENXBIO,

Inc

520,790‌

100,692

*

Relay

Therapeutics,

Inc

1,268,719‌

50,015

*

Repligen

Corp

8,580,573‌

36,059

*

Replimune

Group,

Inc

759,763‌

86,595

*

Revance

Therapeutics,

Inc

2,046,240‌

84,294

*

REVOLUTION

Medicines,

Inc

2,212,718‌

44,362

*

Rhythm

Pharmaceuticals,

Inc

791,418‌

195,741

*

Rigel

Pharmaceuticals,

Inc

270,123‌

53,934

*

Rocket

Pharmaceuticals,

Inc

973,509‌

209,454

*

Roivant

Sciences

Ltd

2,509,259‌

330,537

Royalty

Pharma

plc

10,372,251‌

38,930

*

Sage

Therapeutics,

Inc

1,350,092‌

102,323

*,e

Sana

Biotechnology,

Inc

599,613‌

423,937

*

Sangamo

Therapeutics

Inc

557,477‌

77,287

*

Sarepta

Therapeutics,

Inc

8,377,138‌

45,403

*,e

Scholar

Rock

Holding

Corp

322,361‌

36,497

*,e

scPharmaceuticals,

Inc

307,670‌

121,214

*

Seagen,

Inc

23,246,421‌

70,074

*

Seer,

Inc

354,574‌

330,579

*,e

Selecta

Biosciences,

Inc

360,331‌

105,643

*,e

Seres

Therapeutics,

Inc

508,143‌

46,544

e

SIGA

Technologies,

Inc

267,163‌

63,898

*,e

Silverback

Therapeutics,

Inc

469,650‌

115,598

*

SomaLogic,

Inc

283,215‌

60,297

*,†,e

Sorrento

Therapeutics,

Inc

318,738‌

72,803

*

Sotera

Health

Co

1,381,801‌

49,435

*

SpringWorks

Therapeutics,

Inc

1,551,270‌

13,804

*

Stoke

Therapeutics,

Inc

91,659‌

162,602

*,e

Summit

Therapeutics,

Inc

341,464‌

34,780

*

Supernus

Pharmaceuticals,

Inc

1,067,398‌

105,693

*

Sutro

Biopharma,

Inc

472,448‌

43,274

*

Syndax

Pharmaceuticals,

Inc

922,602‌

76,508

*

Syneos

Health,

Inc

3,244,704‌

7,966

*,e

Tarsus

Pharmaceuticals,

Inc

175,332‌

69,998

*,e

Tenaya

Therapeutics,

Inc

338,790‌

37,282

*,e

Terns

Pharmaceuticals,

Inc

269,176‌

119,821

*

TG

Therapeutics,

Inc

2,479,096‌

38,181

*,e

Theravance

Biopharma,

Inc

377,610‌

336,352

Thermo

Fisher

Scientific,

Inc

184,542,888‌

41,280

*

Theseus

Pharmaceuticals,

Inc

139,114‌

43,527

*

Travere

Therapeutics,

Inc

748,229‌

63,216

*

Twist

Bioscience

Corp

1,538,677‌

63,606

*

Ultragenyx

Pharmaceutical,

Inc

2,742,691‌

38,931

*

United

Therapeutics

Corp

9,449,332‌

34,218

*,e

UroGen

Pharma

Ltd

741,162‌

42,360

*

Vanda

Pharmaceuticals,

Inc

244,841‌

78,154

*

Vaxcyte,

Inc

3,756,081‌

40,027

*

Ventyx

Biosciences,

Inc

1,483,000‌

20,221

*,e

Vera

Therapeutics,

Inc

379,548‌

49,459

*

Veracyte,

Inc

1,357,650‌

34,319

*

Vericel

Corp

1,232,738‌

66,556

*,e

Verrica

Pharmaceuticals,

Inc

388,687‌

224,497

*

Vertex

Pharmaceuticals,

Inc

79,099,273‌

30,628

*,e

Verve

Therapeutics,

Inc

627,568‌

1,057,708

Viatris,

Inc

11,137,665‌

82,409

*

Viking

Therapeutics,

Inc

1,194,931‌

56,000

*

Vir

Biotechnology,

Inc

788,480‌

2,808

*

Viridian

Therapeutics,

Inc

52,678‌

28,592

*,e

Voyager

Therapeutics,

Inc

266,477‌

121

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES—continued

49,469

*

Waters

Corp

$

13,663,832‌

95,239

*,e

WaVe

Life

Sciences

Ltd

416,194‌

64,445

West

Pharmaceutical

Services,

Inc

23,718,338‌

195,122

*

X4

Pharmaceuticals,

Inc

349,268‌

42,278

*

Xencor,

Inc

1,026,933‌

159,431

*,e

Xeris

Biopharma

Holdings,

Inc

416,115‌

79,410

*

Y-mAbs

Therapeutics,

Inc

483,607‌

29,698

*

Zentalis

Pharmaceuticals,

Inc

793,234‌

400,405

Zoetis,

Inc

75,312,176‌

47,733

*,e

Zymeworks,

Inc

356,088‌

TOTAL

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES

2,961,800,240‌

REAL

ESTATE

MANAGEMENT

&

DEVELOPMENT

-

0.1%

267,253

*

CBRE

Group,

Inc

22,264,847‌

73,432

*

Compass,

Inc

307,680‌

131,968

*

Cushman

&

Wakefield

plc

1,297,245‌

114,921

DigitalBridge

Group,

Inc

1,841,034‌

54,804

Douglas

Elliman,

Inc

121,117‌

52,530

e

eXp

World

Holdings

Inc

1,310,098‌

23,024

*

Forestar

Group,

Inc

678,748‌

6,108

*

FRP

Holdings,

Inc

350,416‌

32,582

*

Howard

Hughes

Corp

2,750,898‌

44,481

*

Jones

Lang

LaSalle,

Inc

7,408,311‌

159,327

Kennedy-Wilson

Holdings,

Inc

2,628,895‌

20,898

Marcus

&

Millichap,

Inc

766,539‌

137,987

Newmark

Group,

Inc

954,870‌

321,680

*,e

Opendoor

Technologies,

Inc

1,643,785‌

22,322

Re/Max

Holdings,

Inc

439,967‌

95,865

*

Realogy

Holdings

Corp

803,349‌

111,352

*,e

Redfin

Corp

1,668,053‌

11,719

RMR

Group,

Inc

276,334‌

37,446

St.

Joe

Co

2,377,072‌

23,298

*

Tejon

Ranch

Co

410,278‌

44,172

*

Zillow

Group,

Inc

(Class

A)

2,350,834‌

136,927

*

Zillow

Group,

Inc

(Class

C)

7,415,966‌

TOTAL

REAL

ESTATE

MANAGEMENT

&

DEVELOPMENT

60,066,336‌

RETAILING

-

0.3%

25,052

Aaron's

Co,

Inc

396,323‌

76,801

Academy

Sports

&

Outdoors,

Inc

4,591,932‌

151,292

American

Eagle

Outfitters,

Inc

2,125,653‌

4,429

*

America's

Car-Mart,

Inc

527,582‌

88,408

Arko

Corp

737,323‌

17,268

*

Asbury

Automotive

Group,

Inc

3,895,661‌

196,056

*,e

BARK,

Inc

282,321‌

15,493

e

Big

5

Sporting

Goods

Corp

148,268‌

21,956

*

Boot

Barn

Holdings,

Inc

2,061,668‌

43,151

Buckle,

Inc

1,577,601‌

27,131

Caleres,

Inc

733,622‌

82,603

*

Carvana

Co

3,795,608‌

25,678

Cato

Corp

(Class

A)

218,263‌

101,748

*

Chico's

FAS,

Inc

620,663‌

66,148

*,e

ContextLogic,

Inc

628,406‌

951,214

*

Coupang,

Inc

17,264,534‌

44,243

e

Designer

Brands,

Inc

440,218‌

74,785

*

Destination

XL

Group,

Inc

385,891‌

3,335

e

Dillard's,

Inc

(Class

A)

1,144,038‌

8,955

*

Duluth

Holdings,

Inc

65,013‌

52,804

*,e

EVgo,

Inc

230,753‌

89,712

*

Floor

&

Decor

Holdings,

Inc

10,303,423‌

84,993

e

Foot

Locker,

Inc

2,283,762‌

20,667

Franchise

Group,

Inc

615,050‌

10,885

*

Genesco,

Inc

307,066‌

Equity

Index

Fund

July

31,

2023

122

Portfolio

of

Investments

(continued)

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

RETAILING—continued

12,919

Group

1

Automotive,

Inc

$

3,339,949‌

113,852

*

GrowGeneration

Corp

453,131‌

38,855

e

Guess?,

Inc

815,566‌

12,079

Haverty

Furniture

Cos,

Inc

430,012‌

57,525

*

Lands'

End,

Inc

539,584‌

119,702

*

Leslie's,

Inc

762,502‌

14,865

*

MarineMax,

Inc

599,505‌

24,916

e

Monro

Muffler,

Inc

913,171‌

35,743

*

ODP

Corp

1,782,861‌

7,506

*,e

OneWater

Marine,

Inc

282,601‌

15,358

PetMed

Express,

Inc

224,995‌

59,830

*

Quotient

Technology,

Inc

235,730‌

86,359

*,e

Rent

the

Runway,

Inc

159,764‌

26,266

*,e

Revolve

Group,

Inc

517,966‌

82,883

*

Sally

Beauty

Holdings,

Inc

992,110‌

10,676

Shoe

Carnival,

Inc

284,088‌

17,973

Sonic

Automotive,

Inc

(Class

A)

860,727‌

31,126

*,e

Sportsman's

Warehouse

Holdings,

Inc

196,094‌

107,982

*,e

Stitch

Fix

Inc

551,788‌

83,380

*,e

ThredUp,

Inc

293,498‌

16,584

*,e

Tilly's,

Inc

143,783‌

21,328

*,e

Torrid

Holdings,

Inc

58,012‌

95,996

Tractor

Supply

Co

21,502,144‌

44,859

*

Ulta

Beauty,

Inc

19,953,283‌

TOTAL

RETAILING

111,273,506‌

SEMICONDUCTORS

&

SEMICONDUCTOR

EQUIPMENT

-

6.7%

37,003

*

ACM

Research,

Inc

484,739‌

1,395,623

*

Advanced

Micro

Devices,

Inc

159,659,271‌

22,266

*,e

Aehr

Test

Systems

1,161,395‌

67,906

*

Allegro

MicroSystems,

Inc

3,504,629‌

15,596

*

Alpha

&

Omega

Semiconductor

Ltd

512,796‌

29,077

*

Ambarella,

Inc

2,425,603‌

99,807

Amkor

Technology,

Inc

2,903,386‌

439,897

Analog

Devices,

Inc

87,772,648‌

736,094

Applied

Materials,

Inc

111,584,489‌

15,755

*,e

Atomera,

Inc

135,966‌

27,218

*

Axcelis

Technologies,

Inc

5,456,665‌

355,065

Broadcom,

Inc

319,079,162‌

17,022

*

Ceva,

Inc

462,318‌

47,822

*

Cirrus

Logic,

Inc

3,864,018‌

44,780

*

Cohu,

Inc

1,954,647‌

76,663

*

Credo

Technology

Group

Holding

Ltd

1,300,971‌

41,045

*

Diodes,

Inc

3,878,342‌

113,963

*

Enphase

Energy,

Inc

17,303,002‌

128,417

Entegris,

Inc

14,088,629‌

89,847

*

First

Solar,

Inc

18,634,268‌

63,486

*

Formfactor,

Inc

2,359,140‌

65,016

*,e

GLOBALFOUNDRIES,

Inc

4,140,869‌

20,679

*

Ichor

Holdings

Ltd

800,691‌

20,869

*,e

Impinj,

Inc

1,390,293‌

120,636

*,e

indie

Semiconductor,

Inc

1,143,629‌

3,611,830

Intel

Corp

129,195,159‌

119,439

KLA

Corp

61,385,674‌

47,086

Kulicke

&

Soffa

Industries,

Inc

2,819,510‌

116,372

Lam

Research

Corp

83,612,118‌

116,584

*

Lattice

Semiconductor

Corp

10,602,149‌

42,484

*

MACOM

Technology

Solutions

Holdings,

Inc

2,970,481‌

745,659

Marvell

Technology,

Inc

48,564,771‌

21,827

*,e

Maxeon

Solar

Technologies

Ltd

538,909‌

86,600

*

MaxLinear,

Inc

2,136,422‌

467,986

Microchip

Technology,

Inc

43,962,605‌

951,945

Micron

Technology,

Inc

67,959,354‌

123

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

SEMICONDUCTORS

&

SEMICONDUCTOR

EQUIPMENT—continued

53,916

MKS

Instruments,

Inc

$

5,886,010‌

38,736

Monolithic

Power

Systems,

Inc

21,672,405‌

47,617

*

Nanometrics,

Inc

5,919,745‌

89,644

*,e

Navitas

Semiconductor

Corp

948,434‌

4,291

e

NVE

Corp

339,890‌

2,063,692

NVIDIA

Corp

964,342,635‌

381,159

*

ON

Semiconductor

Corp

41,069,882‌

36,332

*

PDF

Solutions,

Inc

1,670,909‌

49,870

*

Photronics,

Inc

1,319,061‌

46,429

Power

Integrations,

Inc

4,510,113‌

84,782

*

Qorvo,

Inc

9,327,716‌

970,394

QUALCOMM,

Inc

128,256,975‌

95,117

*

Rambus,

Inc

5,955,275‌

50,739

*

Semtech

Corp

1,481,579‌

28,202

*

Silicon

Laboratories,

Inc

4,206,046‌

11,907

*

SiTime

Corp

1,536,122‌

3,754

*,e

SkyWater

Technology,

Inc

36,714‌

146,579

Skyworks

Solutions,

Inc

16,764,240‌

35,747

*

SMART

Global

Holdings,

Inc

950,870‌

30,232

*

Synaptics,

Inc

2,730,252‌

137,274

Teradyne,

Inc

15,503,726‌

785,323

Texas

Instruments,

Inc

141,358,140‌

31,853

*

Ultra

Clean

Holdings

1,213,599‌

41,731

Universal

Display

Corp

6,087,718‌

37,057

*

Veeco

Instruments,

Inc

1,043,525‌

104,946

*,e

Wolfspeed,

Inc

6,915,941‌

TOTAL

SEMICONDUCTORS

&

SEMICONDUCTOR

EQUIPMENT

2,610,796,240‌

SOFTWARE

&

SERVICES

-

11.4%

78,314

*

8x8,

Inc

371,208‌

60,250

A10

Networks,

Inc

935,080‌

548,133

Accenture

plc

173,401,875‌

97,431

*

ACI

Worldwide,

Inc

2,259,425‌

76,196

Adeia,

Inc

915,876‌

396,810

*

Adobe,

Inc

216,725,718‌

16,094

*

Agilysys,

Inc

1,185,001‌

141,710

*

Akamai

Technologies,

Inc

13,391,595‌

39,936

*

Alarm.com

Holdings,

Inc

2,204,867‌

20,413

*

Alkami

Technology,

Inc

344,571‌

41,477

*

Altair

Engineering,

Inc

3,108,286‌

48,158

*

Alteryx,

Inc

1,996,631‌

111,518

Amdocs

Ltd

10,442,545‌

26,922

American

Software,

Inc

(Class

A)

310,411‌

43,168

*

Amplitude,

Inc

499,885‌

77,604

*

Ansys,

Inc

26,548,328‌

18,081

*

Appfolio,

Inc

3,265,248‌

29,215

*

Appian

Corp

1,505,157‌

59,350

*

Applied

Blockchain,

Inc

568,573‌

205,343

*

AppLovin

Corp

6,447,770‌

67,566

*

Asana,

Inc

1,640,502‌

24,132

*

Aspen

Technology,

Inc

4,307,562‌

33,223

*

Asure

Software,

Inc

453,162‌

125,780

*

Atlassian

Corp

22,884,413‌

186,385

*

Autodesk,

Inc

39,511,756‌

99,574

*,e

AvePoint,

Inc

617,359‌

168,175

Bentley

Systems,

Inc

9,061,269‌

154,441

*,e

BigBear.ai

Holdings,

Inc

310,426‌

34,963

*

BigCommerce

Holdings,

Inc

377,950‌

88,953

*

Bill.Com

Holdings,

Inc

11,149,369‌

103,897

*,e

Bit

Digital,

Inc

460,264‌

133,455

*

Black

Knight,

Inc

9,384,556‌

41,875

*

Blackbaud,

Inc

3,159,469‌

44,539

*

Blackline,

Inc

2,586,825‌

Equity

Index

Fund

July

31,

2023

124

Portfolio

of

Investments

(continued)

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

SOFTWARE

&

SERVICES—continued

143,236

*

Box,

Inc

$

4,476,125‌

28,704

*

Braze,

Inc

1,304,884‌

26,305

*

Brightcove,

Inc

118,109‌

51,516

*,e

C3.ai,

Inc

2,163,672‌

238,523

*

Cadence

Design

Systems,

Inc

55,816,767‌

189,951

*

CCC

Intelligent

Solutions

Holdings,

Inc

2,093,260‌

27,699

*

Cerence

Inc

770,309‌

122,132

*

Ceridian

HCM

Holding,

Inc

8,648,167‌

134,681

*,e

Cipher

Mining,

Inc

511,788‌

85,270

*

Cleanspark,

Inc

512,473‌

70,549

Clear

Secure,

Inc

1,672,717‌

240,510

*

Cloudflare,

Inc

16,539,873‌

450,663

Cognizant

Technology

Solutions

Corp

(Class

A)

29,757,278‌

37,055

*

Commvault

Systems,

Inc

2,887,696‌

160,229

*

Confluent,

Inc

5,534,310‌

10,805

*

Consensus

Cloud

Solutions,

Inc

350,190‌

23,147

*,e

Couchbase,

Inc

386,323‌

186,095

*

Crowdstrike

Holdings,

Inc

30,084,118‌

9,431

*

CS

Disco,

Inc

91,858‌

237,006

*

Datadog,

Inc

27,663,340‌

9,840

*,e

Digimarc

Corp

291,264‌

86,742

*

Digital

Turbine,

Inc

940,283‌

58,947

*,e

DigitalOcean

Holdings,

Inc

2,919,055‌

170,997

*

DocuSign,

Inc

9,203,059‌

50,425

Dolby

Laboratories,

Inc

(Class

A)

4,468,159‌

20,233

*

Domo,

Inc

361,564‌

94,978

*

DoubleVerify

Holdings,

Inc

3,998,574‌

231,906

*

Dropbox,

Inc

6,249,867‌

198,360

*

DXC

Technology

Co

5,484,654‌

184,284

*

Dynatrace,

Inc

10,078,492‌

147,811

*,e

E2open

Parent

Holdings,

Inc

761,227‌

19,830

Ebix,

Inc

613,937‌

16,495

*

eGain

Corp

121,568‌

66,063

*

Elastic

NV

4,389,886‌

15,834

*

Enfusion,

Inc

171,799‌

28,742

*

EngageSmart,

Inc

544,948‌

42,067

*

Envestnet,

Inc

2,607,313‌

48,388

*

EPAM

Systems,

Inc

11,458,762‌

27,606

*

Everbridge,

Inc

851,369‌

11,244

*

EverCommerce,

Inc

131,330‌

52,220

*

Expensify,

Inc

420,893‌

21,576

*

Fair

Isaac

Corp

18,080,041‌

79,550

*

Fastly,

Inc

1,461,333‌

57,264

*

Five9,

Inc

5,024,916‌

9,981

*,e

ForgeRock,

Inc

206,108‌

570,284

*

Fortinet,

Inc

44,322,472‌

135,508

*

Freshworks,

Inc

2,528,579‌

68,808

*

Gartner,

Inc

24,329,821‌

505,961

Gen

Digital,

Inc

9,840,941‌

42,179

*

Gitlab,

Inc

2,093,344‌

35,199

*

Globant

S.A.

6,150,321‌

138,411

*

GoDaddy,

Inc

10,670,104‌

32,650

*

Grid

Dynamics

Holdings,

Inc

340,213‌

65,057

*

Guidewire

Software,

Inc

5,518,135‌

37,219

Hackett

Group,

Inc

865,342‌

79,654

*

HashiCorp,

Inc

2,358,555‌

40,628

*

HubSpot,

Inc

23,586,585‌

23,979

*

Informatica,

Inc

456,560‌

24,400

*

Instructure

Holdings,

Inc

662,948‌

7,364

*

Intapp,

Inc

302,366‌

15,361

*,e

Intelligent

Systems

Corp

369,125‌

24,224

e

InterDigital,

Inc

2,245,323‌

789,921

International

Business

Machines

Corp

113,890,810‌

125

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

SOFTWARE

&

SERVICES—continued

237,682

Intuit,

Inc

$

121,621,879‌

51,838

*

Jamf

Holding

Corp

1,125,921‌

168,348

*

Kyndryl

Holdings,

Inc

2,299,634‌

48,520

*

LiveRamp

Holdings,

Inc

1,384,761‌

56,829

*

Manhattan

Associates,

Inc

10,832,744‌

146,080

*,e

Marathon

Digital

Holdings,

Inc

2,537,410‌

273,528

*,e

Matterport,

Inc

927,260‌

28,276

*

MeridianLink,

Inc

631,686‌

6,464,134

Microsoft

Corp

2,171,431,893‌

10,246

*

MicroStrategy,

Inc

(Class

A)

4,486,518‌

31,026

*

Mitek

Systems,

Inc

316,775‌

25,985

*

Model

N,

Inc

865,820‌

56,589

*

MongoDB,

Inc

23,959,783‌

52,627

*

N-Able,

Inc

740,462‌

58,836

*,e

nCino

OpCo,

Inc

1,903,345‌

111,377

*

NCR

Corp

2,993,814‌

52,325

*

New

Relic,

Inc

4,394,253‌

190,963

*

Nutanix,

Inc

5,767,083‌

133,403

*

Okta,

Inc

10,253,355‌

69,602

*

Olo,

Inc

547,072‌

19,455

ON24,

Inc

172,177‌

25,278

*

OneSpan,

Inc

347,320‌

1,322,525

Oracle

Corp

155,039,606‌

65,121

*

Pagerduty,

Inc

1,687,936‌

1,631,846

*

Palantir

Technologies,

Inc

32,375,825‌

258,526

*

Palo

Alto

Networks,

Inc

64,621,159‌

44,093

Paycom

Software,

Inc

16,259,735‌

60,529

*

Paycor

HCM,

Inc

1,625,809‌

37,253

*

Paylocity

Holding

Corp

8,450,843‌

30,445

Pegasystems,

Inc

1,605,974‌

26,540

*

Perficient,

Inc

1,692,987‌

39,914

*

PowerSchool

Holdings,

Inc

964,721‌

65,773

*

Procore

Technologies,

Inc

4,988,882‌

35,100

Progress

Software

Corp

2,108,106‌

29,988

*

PROS

Holdings,

Inc

1,139,544‌

92,627

*

PTC,

Inc

13,505,943‌

40,058

*

Q2

Holdings,

Inc

1,420,857‌

33,850

*

Qualys,

Inc

4,698,380‌

46,399

*

Rapid7,

Inc

2,130,178‌

38,512

*

Rimini

Street,

Inc

104,753‌

61,567

*

RingCentral,

Inc

2,546,411‌

143,278

*,e

Riot

Blockchain,

Inc

2,653,509‌

92,042

Roper

Technologies,

Inc

45,381,308‌

823,704

*

Salesforce,

Inc

185,341,637‌

37,443

Sapiens

International

Corp

NV

1,008,714‌

169,774

*

SentinelOne,

Inc

2,830,133‌

176,440

*

ServiceNow,

Inc

102,864,520‌

6,623

*

ShotSpotter,

Inc

150,475‌

114,903

*

Smartsheet,

Inc

5,101,693‌

268,086

*

Snowflake,

Inc

47,641,563‌

26,865

*

SolarWinds

Corp

283,157‌

122,690

*,e

SoundHound

AI,

Inc

285,868‌

139,381

*

Splunk,

Inc

15,099,144‌

69,477

*

Sprinklr,

Inc

975,457‌

33,744

*

Sprout

Social,

Inc

1,928,132‌

35,737

*

SPS

Commerce,

Inc

6,446,597‌

38,742

*

Squarespace,

Inc

1,283,910‌

132,375

*

Synopsys,

Inc

59,807,025‌

110,077

*

Tenable

Holdings,

Inc

5,356,347‌

85,041

*

Teradata

Corp

4,834,581‌

7,399

*,e

Tucows,

Inc

228,555‌

66,554

*

Turing

Holding

Corp

471,868‌

152,065

*

Twilio,

Inc

10,040,852‌

Equity

Index

Fund

July

31,

2023

126

Portfolio

of

Investments

(continued)

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

SOFTWARE

&

SERVICES—continued

34,799

*

Tyler

Technologies,

Inc

$

13,802,327‌

350,023

*

UiPath,

Inc

6,328,416‌

46,333

*

Unisys

Corp

252,051‌

249,899

*

Unity

Software,

Inc

11,455,370‌

79,702

*

Varonis

Systems,

Inc

2,287,447‌

55,349

*

Verint

Systems,

Inc

2,068,392‌

82,411

*

VeriSign,

Inc

17,384,600‌

101,179

*,e

Veritone,

Inc

466,941‌

8,056

*

Viant

Technology,

Inc

38,991‌

190,456

*

VMware,

Inc

(Class

A)

30,021,579‌

47,115

*

Weave

Communications,

Inc

565,380‌

170,037

*

Workday,

Inc

40,320,874‌

36,779

*

Workiva,

Inc

3,872,461‌

30,478

*

Xperi,

Inc

399,871‌

82,017

*

Yext,

Inc

797,205‌

86,829

*

Zeta

Global

Holdings

Corp

800,563‌

224,197

*

Zoom

Video

Communications,

Inc

16,444,850‌

75,557

*

Zscaler,

Inc

12,117,832‌

82,293

*

Zuora

Inc

965,297‌

TOTAL

SOFTWARE

&

SERVICES

4,452,002,240‌

TECHNOLOGY

HARDWARE

&

EQUIPMENT

-

8.2%

63,108

*,e

908

Devices,

Inc

439,232‌

83,498

ADTRAN

Holdings,

Inc

812,436‌

28,385

Advanced

Energy

Industries,

Inc

3,553,234‌

78,929

*,e

Aeva

Technologies,

Inc

98,661‌

31,826

*,e

Akoustis

Technologies,

Inc

76,064‌

516,388

Amphenol

Corp

(Class

A)

45,602,224‌

12,962,210

Apple,

Inc

2,546,426,154‌

215,810

*

Arista

Networks,

Inc

33,469,973‌

59,735

*

Arlo

Technologies,

Inc

678,590‌

53,673

*

Arrow

Electronics,

Inc

7,650,549‌

7,088

*

Aviat

Networks,

Inc

216,680‌

26,535

*

Avid

Technology,

Inc

632,594‌

95,338

Avnet,

Inc

4,623,893‌

21,702

Badger

Meter,

Inc

3,573,017‌

8,535

Bel

Fuse,

Inc

(Class

B)

457,903‌

32,324

Belden

CDT,

Inc

3,123,791‌

27,743

Benchmark

Electronics,

Inc

735,467‌

57,397

*

Calix,

Inc

2,589,179‌

7,291

*,e

Cambium

Networks

Corp

118,114‌

117,018

CDW

Corp

21,890,557‌

138,095

*

Ciena

Corp

5,827,609‌

3,553,951

Cisco

Systems,

Inc

184,947,610‌

7,427

*,e

Clearfield,

Inc

347,138‌

151,819

Cognex

Corp

8,292,354‌

98,251

*

Coherent

Corp

4,653,167‌

267,509

*

CommScope

Holding

Co,

Inc

1,203,790‌

18,341

Comtech

Telecommunications

Corp

186,345‌

670,495

Corning,

Inc

22,756,600‌

19,293

*

Corsair

Gaming,

Inc

356,535‌

15,693

*,e

CPI

Card

Group,

Inc

383,066‌

23,784

CTS

Corp

1,061,480‌

60,151

*

Daktronics,

Inc

432,486‌

23,627

*

Digi

International,

Inc

990,680‌

12,279

*,e

DZS,

Inc

46,292‌

41,555

*,e

Eastman

Kodak

Co

228,137‌

19,554

*

ePlus,

Inc

1,101,868‌

85,848

*,e

Evolv

Technologies

Holdings,

Inc

564,880‌

109,491

*

Extreme

Networks,

Inc

2,911,366‌

50,023

*

F5

Networks,

Inc

7,915,640‌

35,610

*

Fabrinet

4,402,820‌

14,036

*

FARO

Technologies,

Inc

232,857‌

127

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

TECHNOLOGY

HARDWARE

&

EQUIPMENT—continued

89,756

*,e

Harmonic,

Inc

$

1,339,160‌

1,132,379

Hewlett

Packard

Enterprise

Co

19,680,747‌

766,057

HP,

Inc

25,149,651‌

130,507

*,e

Infinera

Corp

587,282‌

29,268

*

Insight

Enterprises,

Inc

4,293,323‌

138,657

*,e

IonQ,

Inc

2,669,147‌

27,126

*

IPG

Photonics

Corp

3,565,713‌

32,976

*

Itron,

Inc

2,594,222‌

109,954

Jabil

Inc

12,168,609‌

278,626

Juniper

Networks,

Inc

7,745,803‌

161,119

*

Keysight

Technologies,

Inc

25,953,049‌

14,309

*

Kimball

Electronics,

Inc

417,537‌

61,140

*

Knowles

Corp

1,117,028‌

86,567

*,e

Lightwave

Logic,

Inc

581,730‌

22,984

Littelfuse,

Inc

7,000,926‌

55,921

*,e

Lumentum

Holdings,

Inc

2,928,024‌

37,879

*,e

Luna

Innovations,

Inc

342,426‌

28,648

Methode

Electronics,

Inc

963,719‌

128,338

*,e

Microvision,

Inc

513,352‌

165,626

*

Mirion

Technologies,

Inc

1,250,476‌

145,653

Motorola

Solutions,

Inc

41,748,519‌

18,242

Napco

Security

Technologies,

Inc

683,710‌

105,217

National

Instruments

Corp

6,207,803‌

189,063

NetApp,

Inc

14,748,805‌

23,717

*

Netgear,

Inc

323,500‌

52,942

*

Netscout

Systems,

Inc

1,479,729‌

31,027

*

nLight,

Inc

446,789‌

28,759

*

Novanta,

Inc

5,087,467‌

12,545

*

OSI

Systems,

Inc

1,495,740‌

17,347

*,e

PAR

Technology

Corp

600,033‌

8,785

PC

Connection,

Inc

425,282‌

21,803

*

Plexus

Corp

2,147,377‌

252,114

*

Pure

Storage,

Inc

9,325,697‌

56,145

*

Ribbon

Communications,

Inc

178,541‌

15,589

*

Rogers

Corp

2,628,461‌

46,609

*

Sanmina

Corp

2,864,589‌

19,158

*

Scansource,

Inc

576,464‌

92,045

*

SmartRent,

Inc

366,339‌

40,852

*

Super

Micro

Computer,

Inc

13,492,190‌

43,562

SYNNEX

Corp

4,300,005‌

40,888

*

Teledyne

Technologies,

Inc

15,722,663‌

294,118

*,e

Tingo

Group,

Inc

414,706‌

231,874

*

Trimble

Inc

12,474,821‌

74,357

*

TTM

Technologies,

Inc

1,067,767‌

10,648

*

Turtle

Beach

Corp

119,790‌

5,384

e

Ubiquiti,

Inc

956,468‌

66,997

*

Viasat,

Inc

2,072,887‌

187,869

*

Viavi

Solutions,

Inc

2,042,136‌

109,481

Vishay

Intertechnology,

Inc

3,081,890‌

9,120

*

Vishay

Precision

Group,

Inc

341,179‌

125,877

Vontier

Corp

3,893,376‌

269,993

*

Western

Digital

Corp

11,490,902‌

99,358

Xerox

Holdings

Corp

1,587,741‌

44,239

*

Zebra

Technologies

Corp

(Class

A)

13,623,842‌

TOTAL

TECHNOLOGY

HARDWARE

&

EQUIPMENT

3,224,490,164‌

TELECOMMUNICATION

SERVICES

-

0.8%

8,133

*

Anterix,

Inc

228,293‌

65,360

*,e

AST

SpaceMobile,

Inc

280,394‌

6,193,027

AT&T,

Inc

89,922,752‌

5,649

ATN

International,

Inc

205,285‌

32,094

*

Bandwidth

Inc

486,224‌

82,970

*,e

Charge

Enterprises,

Inc

78,888‌

Equity

Index

Fund

July

31,

2023

128

Portfolio

of

Investments

(continued)

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

TELECOMMUNICATION

SERVICES—continued

49,425

Cogent

Communications

Group,

Inc

$

3,026,787‌

68,536

*

Consolidated

Communications

Holdings,

Inc

245,359‌

35,853

*

EchoStar

Corp

(Class

A)

696,624‌

226,561

*

Frontier

Communications

Parent,

Inc

4,125,676‌

79,189

*,†

GCI

Liberty,

Inc

0‌

522,135

*,e

Globalstar,

Inc

563,906‌

43,200

*

Gogo,

Inc

651,024‌

14,644

*

IDT

Corp

(Class

B)

347,356‌

117,764

Iridium

Communications,

Inc

6,188,498‌

26,275

*

Liberty

Latin

America

Ltd

(Class

A)

220,710‌

114,989

*

Liberty

Latin

America

Ltd

(Class

C)

956,708‌

862,019

Lumen

Technologies,

Inc

1,543,014‌

22,121

*

Ooma,

Inc

331,815‌

57,917

*

Radius

Global

Infrastructure,

Inc

863,542‌

37,330

Shenandoah

Telecom

Co

696,951‌

30,098

Spok

Holdings,

Inc

441,237‌

88,529

Telephone

&

Data

Systems,

Inc

710,003‌

472,153

*

T-Mobile

US,

Inc

65,048,519‌

3,648,019

Verizon

Communications,

Inc

124,324,487‌

TOTAL

TELECOMMUNICATION

SERVICES

302,184,052‌

TRANSPORTATION

-

1.9%

43,466

*

Air

Transport

Services

Group,

Inc

876,275‌

114,348

*

Alaska

Air

Group,

Inc

5,560,743‌

17,676

*

Allegiant

Travel

Co

2,186,521‌

70,242

AMERCO

4,018,545‌

7,165

e

Amerco,

Inc

436,062‌

554,601

*

American

Airlines

Group,

Inc

9,289,567‌

19,290

ArcBest

Corp

2,243,813‌

18,356

*

Avis

Budget

Group,

Inc

4,043,643‌

55,909

*,e

Blade

Air

Mobility,

Inc

233,141‌

97,913

CH

Robinson

Worldwide,

Inc

9,808,924‌

46,970

Costamare,

Inc

524,655‌

14,890

Covenant

Transportation

Group,

Inc

815,376‌

1,757,897

CSX

Corp

58,573,128‌

34,199

*

Daseke,

Inc

266,068‌

561,695

Delta

Air

Lines,

Inc

25,984,011‌

15,214

e

Eagle

Bulk

Shipping,

Inc

702,735‌

133,993

Expeditors

International

of

Washington,

Inc

17,057,309‌

199,439

FedEx

Corp

53,838,558‌

23,219

Forward

Air

Corp

2,759,346‌

26,026

*

Frontier

Group

Holdings,

Inc

242,042‌

119,048

FTAI

Infrastructure,

Inc

422,620‌

22,919

Genco

Shipping

&

Trading

Ltd

332,325‌

94,540

Golden

Ocean

Group

Ltd

741,194‌

109,335

*

GXO

Logistics,

Inc

7,333,098‌

43,574

*

Hawaiian

Holdings,

Inc

505,023‌

62,367

Heartland

Express,

Inc

1,019,700‌

123,606

*

Hertz

Global

Holdings,

Inc

2,082,761‌

37,107

*

Hub

Group,

Inc

(Class

A)

3,344,454‌

70,991

JB

Hunt

Transport

Services,

Inc

14,477,905‌

286,531

*

JetBlue

Airways

Corp

2,226,346‌

194,044

*

Joby

Aviation,

Inc

1,736,694‌

43,977

*

Kirby

Corp

3,583,246‌

139,041

Knight-Swift

Transportation

Holdings,

Inc

8,446,741‌

29,754

Landstar

System,

Inc

6,057,617‌

278,864

*

Lyft,

Inc

(Class

A)

3,544,361‌

46,584

Marten

Transport

Ltd

1,055,593‌

32,216

Matson,

Inc

3,010,907‌

194,772

Norfolk

Southern

Corp

45,496,791‌

87,026

Old

Dominion

Freight

Line

36,506,537‌

5,088

*

PAM

Transportation

Services,

Inc

131,576‌

57,721

Pangaea

Logistics

Solutions

Ltd

402,315‌

129

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

TRANSPORTATION—continued

25,749

*

Radiant

Logistics,

Inc

$

198,267‌

79,951

*

RXO,

Inc

1,762,920‌

43,297

Ryder

System,

Inc

4,422,789‌

34,465

e

Safe

Bulkers,

Inc

114,768‌

22,323

*

Saia,

Inc

9,445,754‌

55,591

Schneider

National,

Inc

1,712,759‌

39,428

*

Skywest,

Inc

1,734,438‌

499,086

Southwest

Airlines

Co

17,048,778‌

64,855

Spirit

Airlines,

Inc

1,186,846‌

23,522

*

Sun

Country

Airlines

Holdings,

Inc

507,134‌

197,676

*,e

TuSimple

Holdings,

Inc

462,562‌

1,690,898

*

Uber

Technologies,

Inc

83,631,815‌

529,731

Union

Pacific

Corp

122,908,187‌

279,728

*

United

Airlines

Holdings

Inc

15,192,028‌

628,581

United

Parcel

Service,

Inc

(Class

B)

117,626,363‌

7,105

Universal

Logistics

Holdings

Inc

220,894‌

46,797

Werner

Enterprises,

Inc

2,200,395‌

95,602

*

XPO

Logistics,

Inc

6,619,482‌

TOTAL

TRANSPORTATION

728,914,445‌

UTILITIES

-

2.5%

574,379

AES

Corp

12,423,818‌

48,944

Allete,

Inc

2,810,854‌

210,876

Alliant

Energy

Corp

11,332,476‌

94,553

*,e

Altus

Power,

Inc

643,906‌

216,553

Ameren

Corp

18,552,095‌

453,106

American

Electric

Power

Co,

Inc

38,396,202‌

38,997

American

States

Water

Co

3,447,725‌

168,424

American

Water

Works

Co,

Inc

24,830,750‌

4,173

Artesian

Resources

Corp

190,122‌

125,970

Atmos

Energy

Corp

15,331,809‌

37,429

e

Avangrid,

Inc

1,387,867‌

75,721

Avista

Corp

2,925,859‌

63,248

Black

Hills

Corp

3,815,752‌

68,741

Brookfield

Infrastructure

Corp

3,211,579‌

98,530

e

Brookfield

Renewable

Corp

3,071,180‌

97,088

*,e

Cadiz,

Inc

401,944‌

56,549

California

Water

Service

Group

2,998,228‌

521,719

Centerpoint

Energy,

Inc

15,698,525‌

22,717

Chesapeake

Utilities

Corp

2,686,058‌

25,714

Clearway

Energy,

Inc

(Class

A)

634,364‌

85,770

Clearway

Energy,

Inc

(Class

C)

2,265,186‌

241,570

CMS

Energy

Corp

14,752,680‌

301,833

Consolidated

Edison,

Inc

28,631,878‌

17,051

Consolidated

Water

Co,

Inc

333,518‌

276,651

Constellation

Energy

Corp

26,738,319‌

726,927

Dominion

Energy,

Inc

38,926,941‌

168,638

DTE

Energy

Co

19,275,323‌

667,885

Duke

Energy

Corp

62,527,394‌

326,308

Edison

International

23,481,124‌

179,416

Entergy

Corp

18,426,023‌

196,369

Essential

Utilities

Inc

8,304,445‌

187,796

Evergy,

Inc

11,262,126‌

294,143

Eversource

Energy

21,275,363‌

854,861

Exelon

Corp

35,784,481‌

469,514

FirstEnergy

Corp

18,494,156‌

28,389

Genie

Energy

Ltd

380,696‌

5,833

Global

Water

Resources,

Inc

74,079‌

96,783

Hawaiian

Electric

Industries,

Inc

3,715,499‌

52,830

Idacorp,

Inc

5,431,981‌

43,887

MGE

Energy,

Inc

3,521,493‌

13,108

Middlesex

Water

Co

1,054,145‌

49,852

*

Montauk

Renewables,

Inc

436,205‌

Equity

Index

Fund

July

31,

2023

130

Portfolio

of

Investments

(continued)

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

UTILITIES—continued

94,260

National

Fuel

Gas

Co

$

5,006,149‌

78,003

New

Jersey

Resources

Corp

3,486,734‌

1,761,939

NextEra

Energy,

Inc

129,150,129‌

316,374

NiSource,

Inc

8,807,852‌

43,547

Northwest

Natural

Holding

Co

1,871,215‌

58,124

NorthWestern

Corp

3,282,262‌

207,642

NRG

Energy,

Inc

7,888,320‌

193,006

OGE

Energy

Corp

6,977,167‌

41,420

ONE

Gas,

Inc

3,277,565‌

43,542

Ormat

Technologies,

Inc

3,539,965‌

34,114

e

Otter

Tail

Corp

2,763,575‌

1,565,659

*,b

PG&E

Corp

27,571,255‌

99,417

Pinnacle

West

Capital

Corp

8,233,716‌

56,372

PNM

Resources,

Inc

2,526,593‌

86,822

Portland

General

Electric

Co

4,138,805‌

645,366

PPL

Corp

17,766,926‌

444,021

Public

Service

Enterprise

Group,

Inc

28,026,606‌

16,040

*

Pure

Cycle

Corp

197,613‌

279,780

Sempra

Energy

41,692,816‌

22,884

SJW

Corp

1,612,407‌

959,168

Southern

Co

69,386,213‌

66,919

Southwest

Gas

Holdings

Inc

4,412,639‌

54,030

Spire,

Inc

3,434,687‌

75,509

*,e

Sunnova

Energy

International,

Inc

1,333,489‌

167,494

UGI

Corp

4,520,663‌

17,356

Unitil

Corp

903,206‌

1

Via

Renewables,

Inc

8‌

332,098

Vistra

Energy

Corp

9,318,670‌

270,124

WEC

Energy

Group,

Inc

24,273,343‌

468,394

Xcel

Energy,

Inc

29,382,356‌

20,767

York

Water

Co

858,300‌

TOTAL

UTILITIES

965,525,412‌

TOTAL

COMMON

STOCKS

39,073,128,551‌

(Cost

$19,840,498,589)

EXPIRATION

DATE

RIGHTS/WARRANTS

-

0.0%

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)

TOTAL

LONG-TERM

INVESTMENTS

39,073,128,827‌

(Cost

$19,840,498,865)

PRINCIPAL

DESCRIPTION

REFERENCERATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

SHORT-TERM

INVESTMENTS

-

0.2%

REPURCHASE

AGREEMENT

-

0.2%

$

63,835,000

r

Fixed

Income

Clearing

Corp

(FICC)

5.300

%

08/01/23

63,835,000‌

2,110,000

s

Fixed

Income

Clearing

Corp

(FICC)

5.280

08/01/23

2,110,000‌

TOTAL

REPURCHASE

AGREEMENT

65,945,000‌

TOTAL

SHORT-TERM

INVESTMENTS

65,945,000‌

(Cost

$65,945,000)

131

Principal

denominated

in

U.S.

Dollars,

unless

otherwise

noted. 

PRINCIPAL

DESCRIPTION

REFERENCERATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

REPURCHASE

AGREEMENT—continued

SHARES

EXP

INVESTMENTS

PURCHASED

WITH

COLLATERAL

FROM

SECURITIES

LENDING

-

0.4%

166,178,759

c

State

Street

Navigator

Securities

Lending

Government

Money

Market

Portfolio

5.340

%

$

166,178,759‌

TOTAL

INVESTMENTS

PURCHASED

WITH

COLLATERAL

FROM

SECURITIES

LENDING

166,178,759‌

(Cost

$166,178,759)

TOTAL

INVESTMENTS

-

100.3%

39,305,252,586‌

(Cost

$20,072,622,624)

OTHER

ASSETS

&

LIABILITIES,

NET

-

(0.3)%

(129,016,580‌)

NET

ASSETS

-

100.0%

$

39,176,236,006‌

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

$254,266,208.

r

Agreement

with

Fixed

Income

Clearing

Corp

(FICC),

5.300%

dated

7/31/23

to

be

repurchased

at

$63,835,000

on

8/1/23,

collateralized

by

Government

Agency

Securities,

with

coupon

rate

1.375%

and

maturity

date

10/31/28,

valued

at

$65,111,765.

s

Agreement

with

Fixed

Income

Clearing

Corp

(FICC),

5.280%

dated

7/31/23

to

be

repurchased

at

$2,110,000

on

8/1/23,

collateralized

by

Government

Agency

Securities,

with

coupon

rate

1.375%

and

maturity

date

10/31/28,

valued

at

$2,152,283.

Futures

Contracts

-

Long

Description

Number

of

Contracts

Expiration

Date

Notional

Amount

Value

Unrealized

Appreciation

(Depreciation)

S&P

500

E

Mini

Index

350‌

09/15/23

 $

80,618,202‌

$

80,753,750‌

$

135,548‌

Large-Cap

Growth

Index

Fund

July

31,

2023

Portfolio

of

Investments

132

(Unaudited)

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

LONG-TERM

INVESTMENTS

-

100.0%

COMMON

STOCKS

-

100.0%

AUTOMOBILES

&

COMPONENTS

-

3

.3

%

1,333,504

*

Tesla,

Inc

$

356,618,975‌

TOTAL

AUTOMOBILES

&

COMPONENTS

356,618,975‌

BANKS

-

0

.1

%

578

First

Citizens

Bancshares,

Inc

(Class

A)

827,291‌

770,786

*

NU

Holdings

Ltd

6,135,457‌

TOTAL

BANKS

6,962,748‌

CAPITAL

GOODS

-

3

.0

%

6,425

A.O.

Smith

Corp

466,648‌

30,052

Advanced

Drainage

Systems,

Inc

3,666,044‌

39,587

Allegion

plc

4,626,137‌

4,329

Allison

Transmission

Holdings,

Inc

254,069‌

4,143

Armstrong

World

Industries,

Inc

320,502‌

33,912

*

Axon

Enterprise,

Inc

6,305,258‌

37,032

*

Boeing

Co

8,845,093‌

7,654

BWX

Technologies,

Inc

528,126‌

187,780

Caterpillar,

Inc

49,793,623‌

121,977

*,e

ChargePoint

Holdings,

Inc

1,056,321‌

123,337

Deere

&

Co

52,985,575‌

19,306

Donaldson

Co,

Inc

1,212,996‌

7,894

EMCOR

Group,

Inc

1,697,526‌

208,694

Fastenal

Co

12,231,555‌

5,454

Ferguson

plc

881,476‌

33,355

Graco,

Inc

2,646,052‌

20,122

HEICO

Corp

3,541,070‌

34,072

HEICO

Corp

(Class

A)

4,782,005‌

41,865

Honeywell

International,

Inc

8,127,252‌

11,915

Hubbell,

Inc

3,717,480‌

2,989

IDEX

Corp

674,946‌

119,343

Illinois

Tool

Works,

Inc

31,425,399‌

25,447

Lincoln

Electric

Holdings,

Inc

5,107,467‌

109,084

Lockheed

Martin

Corp

48,691,825‌

3,965

Northrop

Grumman

Corp

1,764,425‌

11,917

Otis

Worldwide

Corp

1,083,970‌

18,434

Quanta

Services,

Inc

3,716,663‌

55,105

Rockwell

Automation,

Inc

18,531,260‌

7,006

*

SiteOne

Landscape

Supply,

Inc

1,191,020‌

5,269

Spirit

Aerosystems

Holdings,

Inc

(Class

A)

167,660‌

48,308

Toro

Co

4,910,508‌

32,766

Trane

Technologies

plc

6,534,851‌

4,325

TransDigm

Group,

Inc

3,891,289‌

54,254

*

Trex

Co,

Inc

3,751,122‌

6,841

United

Rentals,

Inc

3,178,876‌

303

Valmont

Industries,

Inc

80,219‌

9,488

Vertiv

Holdings

Co

246,783‌

21,472

W.W.

Grainger,

Inc

15,856,857‌

4,035

Watsco,

Inc

1,525,997‌

24,117

*

WillScot

Mobile

Mini

Holdings

Corp

1,156,410‌

13,777

Xylem,

Inc

1,553,357‌

TOTAL

CAPITAL

GOODS

322,725,712‌

COMMERCIAL

&

PROFESSIONAL

SERVICES

-

1

.7

%

171,775

Automatic

Data

Processing,

Inc

42,473,086‌

64,194

Booz

Allen

Hamilton

Holding

Co

7,772,610‌

133

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

COMMERCIAL

&

PROFESSIONAL

SERVICES—continued

47,717

Broadridge

Financial

Solutions,

Inc

$

8,012,639‌

36,976

Cintas

Corp

18,563,431‌

205,691

*

Copart,

Inc

18,181,027‌

84,790

*

CoStar

Group,

Inc

7,119,816‌

41,132

Equifax,

Inc

8,394,219‌

2,997

*

FTI

Consulting,

Inc

524,955‌

21,794

Genpact

Ltd

786,545‌

23,987

KBR,

Inc

1,474,961‌

3,051

MSA

Safety,

Inc

506,466‌

157,225

Paychex,

Inc

19,727,021‌

67,755

RB

Global,

Inc

4,368,842‌

102,550

Rollins,

Inc

4,187,117‌

4,688

Tetra

Tech,

Inc

793,256‌

69,603

Verisk

Analytics,

Inc

15,934,911‌

176,512

Waste

Management,

Inc

28,910,900‌

TOTAL

COMMERCIAL

&

PROFESSIONAL

SERVICES

187,731,802‌

CONSUMER

DISCRETIONARY

DISTRIBUTION

&

RETAIL

-

8

.6

%

4,354,852

*

Amazon.com,

Inc

582,156,615‌

7,482

*

AutoZone,

Inc

18,568,229‌

12,962

Best

Buy

Co,

Inc

1,076,494‌

30,009

*

Burlington

Stores,

Inc

5,330,198‌

4,268

*

CarMax,

Inc

352,579‌

2,165

Dick's

Sporting

Goods,

Inc

305,265‌

16,145

eBay,

Inc

718,614‌

33,571

*

Etsy,

Inc

3,412,492‌

26,388

*

Five

Below,

Inc

5,497,676‌

489,965

Home

Depot,

Inc

163,569,916‌

211,870

Lowe's

Companies,

Inc

49,634,785‌

9,128

Murphy

USA,

Inc

2,802,570‌

9,610

*

Ollie's

Bargain

Outlet

Holdings,

Inc

700,377‌

24,925

*

O'Reilly

Automotive,

Inc

23,075,316‌

18,013

Pool

Corp

6,930,322‌

1,297

*

RH

503,456‌

152,870

Ross

Stores,

Inc

17,525,017‌

554,496

TJX

Companies,

Inc

47,980,539‌

13,297

*

Victoria's

Secret

&

Co

272,455‌

14,046

*,e

Wayfair,

Inc

1,093,762‌

4,098

Williams-Sonoma,

Inc

568,147‌

TOTAL

CONSUMER

DISCRETIONARY

DISTRIBUTION

&

RETAIL

932,074,824‌

CONSUMER

DURABLES

&

APPAREL

-

0

.6

%

2,387

Brunswick

Corp

206,022‌

29,657

*

Crocs,

Inc

3,213,336‌

12,779

*

Deckers

Outdoor

Corp

6,947,814‌

53,874

*

Lululemon

Athletica,

Inc

20,392,925‌

306,351

Nike,

Inc

(Class

B)

33,818,087‌

129

*

NVR,

Inc

813,531‌

150,322

*

Peloton

Interactive,

Inc

1,459,627‌

2,321

Polaris

Inc

315,285‌

4,710

*

Skechers

U.S.A.,

Inc

(Class

A)

261,782‌

6,024

Tapestry,

Inc

259,936‌

16,558

Tempur

Sealy

International,

Inc

738,983‌

1,003

*

TopBuild

Corp

274,752‌

41,824

*

YETI

Holdings,

Inc

1,781,702‌

TOTAL

CONSUMER

DURABLES

&

APPAREL

70,483,782‌

CONSUMER

SERVICES

-

3

.0

%

195,551

*

Airbnb,

Inc

29,760,907‌

17,877

*

Booking

Holdings,

Inc

53,108,992‌

3,484

*

Bright

Horizons

Family

Solutions

338,053‌

40,939

*

Caesars

Entertainment,

Inc

2,416,220‌

13,246

*

Chipotle

Mexican

Grill,

Inc

(Class

A)

25,992,361‌

Large-Cap

Growth

Index

Fund

July

31,

2023

134

Portfolio

of

Investments

(continued)

Portfolio

of

Investments

(continued)

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

CONSUMER

SERVICES—continued

13,822

e

Choice

Hotels

International,

Inc

$

1,807,226‌

34,043

Churchill

Downs,

Inc

3,943,882‌

27,488

Darden

Restaurants,

Inc

4,643,273‌

17,264

Domino's

Pizza,

Inc

6,849,319‌

115,229

*

DoorDash,

Inc

10,461,641‌

203,864

*

DraftKings,

Inc

6,478,798‌

51,280

*

Expedia

Group,

Inc

6,283,338‌

4,091

*

Grand

Canyon

Education,

Inc

444,078‌

47,893

H&R

Block,

Inc

1,609,684‌

57,446

Hilton

Worldwide

Holdings,

Inc

8,932,279‌

150,477

*

Las

Vegas

Sands

Corp

9,000,029‌

123,099

Marriott

International,

Inc

(Class

A)

24,842,609‌

144,839

McDonald's

Corp

42,466,795‌

49,648

*

Norwegian

Cruise

Line

Holdings

Ltd

1,095,731‌

19,862

*

Planet

Fitness,

Inc

1,341,479‌

34,368

*

Royal

Caribbean

Cruises

Ltd

3,749,892‌

21,547

Service

Corp

International

1,436,108‌

547,456

Starbucks

Corp

55,605,106‌

32,591

Texas

Roadhouse,

Inc

(Class

A)

3,635,526‌

13,140

Travel

&

Leisure

Co

535,192‌

1,940

Vail

Resorts,

Inc

456,851‌

80,670

Wendy's

1,733,598‌

14,605

Wingstop,

Inc

2,462,111‌

2,821

Wyndham

Hotels

&

Resorts,

Inc

219,812‌

3,081

Wynn

Resorts

Ltd

335,767‌

120,107

Yum!

Brands,

Inc

16,535,131‌

TOTAL

CONSUMER

SERVICES

328,521,788‌

CONSUMER

STAPLES

DISTRIBUTION

&

RETAIL

-

1

.8

%

2,800

Albertsons

Cos,

Inc

60,844‌

22,462

*

BJ's

Wholesale

Club

Holdings,

Inc

1,489,455‌

2,627

Casey's

General

Stores,

Inc

663,738‌

213,826

Costco

Wholesale

Corp

119,885,824‌

104,903

Dollar

General

Corp

17,713,921‌

35,103

*

Performance

Food

Group

Co

2,097,755‌

242,987

SYSCO

Corp

18,542,338‌

224,486

Target

Corp

30,635,604‌

TOTAL

CONSUMER

STAPLES

DISTRIBUTION

&

RETAIL

191,089,479‌

ENERGY

-

0

.5

%

55,140

Antero

Midstream

Corp

658,372‌

134,107

APA

Corp

5,429,992‌

118,294

Cheniere

Energy,

Inc

19,147,067‌

88,065

Halliburton

Co

3,441,580‌

75,656

Hess

Corp

11,479,285‌

27,108

New

Fortress

Energy,

Inc

773,933‌

12,019

ONEOK,

Inc

805,754‌

52,377

Ovintiv,

Inc

2,414,056‌

108,650

Targa

Resources

Investments,

Inc

8,908,213‌

2,692

Texas

Pacific

Land

Corp

4,054,960‌

TOTAL

ENERGY

57,113,212‌

EQUITY

REAL

ESTATE

INVESTMENT

TRUSTS

(REITS)

-

0

.9

%

225,239

American

Tower

Corp

42,865,234‌

19,533

Crown

Castle

International

Corp

2,115,228‌

22,866

Equinix,

Inc

18,519,631‌

28,442

Equity

Lifestyle

Properties,

Inc

2,024,501‌

69,934

Iron

Mountain,

Inc

4,293,948‌

33,809

Lamar

Advertising

Co

3,336,948‌

44,421

Public

Storage,

Inc

12,515,617‌

5,308

SBA

Communications

Corp

1,162,187‌

34,533

Simon

Property

Group,

Inc

4,302,812‌

12,977

Sun

Communities,

Inc

1,690,903‌

135

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

EQUITY

REAL

ESTATE

INVESTMENT

TRUSTS

(REITS)—continued

8,678

UDR,

Inc

$

354,757‌

TOTAL

EQUITY

REAL

ESTATE

INVESTMENT

TRUSTS

(REITS)

93,181,766‌

FINANCIAL

SERVICES

-

6

.0

%

92,859

American

Express

Co

15,682,028‌

51,296

Ameriprise

Financial,

Inc

17,874,091‌

250,517

Apollo

Global

Management,

Inc

20,469,744‌

74,786

Ares

Management

Corp

7,420,267‌

341,674

Blackstone,

Inc

35,804,018‌

98,323

*

Block,

Inc

7,917,951‌

32,374

Blue

Owl

Capital,

Inc

398,848‌

174,371

Equitable

Holdings,

Inc

5,002,704‌

11,528

*

Euronet

Worldwide,

Inc

1,012,965‌

18,388

Factset

Research

Systems,

Inc

7,999,516‌

82,125

*

Fiserv,

Inc

10,364,996‌

32,609

*

FleetCor

Technologies,

Inc

8,116,706‌

1,804

Houlihan

Lokey,

Inc

180,129‌

220,744

iShares

Russell

1000

Growth

Index

Fund

62,832,572‌

11,256

Jack

Henry

&

Associates,

Inc

1,886,168‌

77,561

KKR

&

Co,

Inc

4,605,572‌

38,279

LPL

Financial

Holdings,

Inc

8,779,671‌

18,358

MarketAxess

Holdings,

Inc

4,942,341‌

405,753

Mastercard,

Inc

(Class

A)

159,980,293‌

70,632

Moody's

Corp

24,915,438‌

11,127

Morningstar,

Inc

2,564,551‌

18,965

MSCI,

Inc

(Class

A)

10,394,337‌

492,008

*

PayPal

Holdings,

Inc

37,304,047‌

549

*,e

Rocket

Cos,

Inc

6,001‌

12,997

S&P

Global,

Inc

5,127,446‌

24,822

*

Shift4

Payments,

Inc

1,712,470‌

45,953

SLM

Corp

743,520‌

172,702

*

Toast,

Inc

3,811,533‌

9,118

e

TPG,

Inc

268,343‌

19,436

Tradeweb

Markets,

Inc

1,589,670‌

3,902

e

UWM

Holdings

Corp

25,597‌

783,157

Visa,

Inc

(Class

A)

186,179,914‌

15,136

Western

Union

Co

184,357‌

9,559

*

WEX,

Inc

1,809,997‌

13,400

*

XP,

Inc

361,934‌

TOTAL

FINANCIAL

SERVICES

658,269,735‌

FOOD,

BEVERAGE

&

TOBACCO

-

1

.8

%

4,400

*

Boston

Beer

Co,

Inc

(Class

A)

1,634,336‌

18,984

Brown-Forman

Corp

(Class

A)

1,365,140‌

71,230

Brown-Forman

Corp

(Class

B)

5,028,838‌

26,517

*

Celsius

Holdings,

Inc

3,837,010‌

932,332

Coca-Cola

Co

57,739,321‌

7,465

Constellation

Brands,

Inc

(Class

A)

2,036,452‌

6,139

*

Freshpet,

Inc

451,462‌

52,007

Hershey

Co

12,029,739‌

65,229

Lamb

Weston

Holdings,

Inc

6,759,681‌

357,325

*

Monster

Beverage

Corp

20,542,614‌

461,214

PepsiCo,

Inc

86,459,176‌

TOTAL

FOOD,

BEVERAGE

&

TOBACCO

197,883,769‌

HEALTH

CARE

EQUIPMENT

&

SERVICES

-

4

.4

%

53,229

Abbott

Laboratories

5,925,985‌

120,125

*,e

agilon

health,

Inc

2,300,394‌

37,239

*

Align

Technology,

Inc

14,072,246‌

77,649

AmerisourceBergen

Corp

14,512,598‌

64,410

Cardinal

Health,

Inc

5,891,583‌

12,093

*

Certara,

Inc

235,451‌

4,525

Chemed

Corp

2,357,932‌

Large-Cap

Growth

Index

Fund

July

31,

2023

136

Portfolio

of

Investments

(continued)

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

HEALTH

CARE

EQUIPMENT

&

SERVICES—continued

10,535

Cigna

Corp

$

3,108,878‌

25,326

*

DaVita,

Inc

2,582,999‌

186,329

*

Dexcom,

Inc

23,209,140‌

20,755

*

Doximity,

Inc

741,576‌

293,805

*

Edwards

Lifesciences

Corp

24,112,576‌

15,386

Elevance

Health,

Inc

7,256,499‌

3,281

Encompass

Health

Corp

216,644‌

14,388

GE

HealthCare

Technologies,

Inc

1,122,264‌

20,652

HCA

Healthcare,

Inc

5,634,072‌

26,461

Humana,

Inc

12,088,179‌

39,578

*

IDEXX

Laboratories,

Inc

21,955,104‌

14,009

*

Inspire

Medical

Systems,

Inc

4,031,930‌

32,920

*

Insulet

Corp

9,110,610‌

168,616

*

Intuitive

Surgical,

Inc

54,699,030‌

23,149

*

Masimo

Corp

2,831,123‌

25,478

McKesson

Corp

10,252,347‌

15,333

*

Molina

Healthcare,

Inc

4,668,745‌

51,240

*

Novocure

Ltd

1,672,474‌

17,347

*

Penumbra,

Inc

5,262,386‌

69,386

Resmed,

Inc

15,427,977‌

17,680

*

Shockwave

Medical

Inc

4,607,408‌

44,034

Stryker

Corp

12,479,676‌

4,277

*

Tandem

Diabetes

Care,

Inc

149,353‌

378,272

UnitedHealth

Group,

Inc

191,545,593‌

70,649

*

Veeva

Systems,

Inc

14,427,939‌

TOTAL

HEALTH

CARE

EQUIPMENT

&

SERVICES

478,490,711‌

HOUSEHOLD

&

PERSONAL

PRODUCTS

-

0

.7

%

106,769

Church

&

Dwight

Co,

Inc

10,214,590‌

58,191

Clorox

Co

8,814,773‌

35,342

Estee

Lauder

Cos

(Class

A)

6,361,560‌

152,355

Kimberly-Clark

Corp

19,669,031‌

213,918

Procter

&

Gamble

Co

33,435,383‌

TOTAL

HOUSEHOLD

&

PERSONAL

PRODUCTS

78,495,337‌

INSURANCE

-

0

.8

%

24,582

*

Arch

Capital

Group

Ltd

1,909,775‌

5,792

Arthur

J.

Gallagher

&

Co

1,244,122‌

3,350

*

Brighthouse

Financial,

Inc

174,635‌

45,121

Brown

&

Brown,

Inc

3,178,774‌

2,782

Everest

Re

Group

Ltd

1,002,939‌

10,644

Kinsale

Capital

Group,

Inc

3,966,274‌

5,610

Lincoln

National

Corp

157,304‌

191,764

Marsh

&

McLennan

Cos,

Inc

36,132,173‌

11,458

Primerica,

Inc

2,437,117‌

210,968

Progressive

Corp

26,577,749‌

6,361

RenaissanceRe

Holdings

Ltd

1,187,980‌

4,352

RLI

Corp

580,600‌

45,246

*

Ryan

Specialty

Group

Holdings,

Inc

1,960,962‌

6,499

Willis

Towers

Watson

plc

1,373,434‌

TOTAL

INSURANCE

81,883,838‌

MATERIALS

-

0

.7

%

23,293

Ardagh

Metal

Packaging

S.A.

88,048‌

12,932

Avery

Dennison

Corp

2,379,617‌

11,643

*

Axalta

Coating

Systems

Ltd

372,576‌

11,452

Eagle

Materials,

Inc

2,111,405‌

92,605

Ecolab,

Inc

16,959,680‌

9,035

FMC

Corp

869,438‌

94,808

*,e

Ginkgo

Bioworks

Holdings,

Inc

237,968‌

79,141

Graphic

Packaging

Holding

Co

1,915,212‌

22,502

Linde

plc

8,790,856‌

28,748

PPG

Industries,

Inc

4,136,837‌

137

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

MATERIALS—continued

11,772

RPM

International,

Inc

$

1,216,165‌

20,153

Scotts

Miracle-Gro

Co

(Class

A)

1,411,516‌

38,730

Sealed

Air

Corp

1,766,863‌

95,473

Sherwin-Williams

Co

26,398,284‌

41,595

Southern

Copper

Corp

3,637,067‌

21,967

Valvoline,

Inc

834,087‌

14,205

Vulcan

Materials

Co

3,132,203‌

TOTAL

MATERIALS

76,257,822‌

MEDIA

&

ENTERTAINMENT

-

11

.3

%

2,872,597

*

Alphabet,

Inc

(Class

A)

381,251,074‌

2,489,555

*

Alphabet,

Inc

(Class

C)

331,384,666‌

201

Cable

One,

Inc

145,512‌

50,020

*

Charter

Communications,

Inc

20,267,604‌

674

*

Liberty

Broadband

Corp

(Class

A)

59,871‌

11,749

*

Liberty

Broadband

Corp

(Class

C)

1,047,188‌

17,269

*

Live

Nation,

Inc

1,515,355‌

122,478

*

Match

Group,

Inc

5,696,452‌

1,069,061

*

Meta

Platforms,

Inc

340,602,835‌

211,810

*

Netflix,

Inc

92,978,236‌

5,728

Nexstar

Media

Group

Inc

1,069,532‌

289,328

*

Pinterest,

Inc

8,387,619‌

22,617

*

Playtika

Holding

Corp

270,047‌

216,753

*

ROBLOX

Corp

8,507,555‌

7,452

*

Roku,

Inc

717,404‌

68,206

*

Spotify

Technology

S.A.

10,190,658‌

212,819

*

Trade

Desk,

Inc

19,421,862‌

21,264

World

Wrestling

Entertainment,

Inc

(Class

A)

2,232,720‌

78,643

*

ZoomInfo

Technologies,

Inc

2,010,901‌

TOTAL

MEDIA

&

ENTERTAINMENT

1,227,757,091‌

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES

-

6

.3

%

45,971

*

10X

Genomics,

Inc

2,895,254‌

853,448

AbbVie,

Inc

127,658,752‌

117,123

Agilent

Technologies,

Inc

14,262,068‌

48,485

*

Alnylam

Pharmaceuticals,

Inc

9,473,969‌

174,496

Amgen,

Inc

40,858,238‌

48,623

*

Apellis

Pharmaceuticals,

Inc

1,252,042‌

10,770

*

BioMarin

Pharmaceutical,

Inc

947,006‌

71,563

Bio-Techne

Corp

5,968,354‌

52,009

Bruker

BioSciences

Corp

3,574,058‌

409,159

Eli

Lilly

&

Co

185,983,223‌

30,222

*

Exact

Sciences

Corp

2,947,854‌

115,358

*

Exelixis,

Inc

2,273,706‌

94,397

*

Horizon

Therapeutics

Plc

9,465,187‌

5,922

*

ICON

plc

1,488,850‌

22,998

*

Illumina,

Inc

4,419,066‌

66,337

*

Incyte

Corp

4,226,994‌

56,153

*

Ionis

Pharmaceuticals,

Inc

2,326,419‌

83,371

*

IQVIA

Holdings,

Inc

18,655,095‌

12,799

*

Jazz

Pharmaceuticals

plc

1,669,246‌

15,506

*

Karuna

Therapeutics,

Inc

3,097,634‌

26,436

*

Maravai

LifeSciences

Holdings,

Inc

298,991‌

11,352

*

Medpace

Holdings,

Inc

2,873,986‌

225,095

Merck

&

Co,

Inc

24,006,382‌

10,559

*

Mettler-Toledo

International,

Inc

13,277,626‌

45,553

*

Natera,

Inc

2,059,907‌

45,161

*

Neurocrine

Biosciences,

Inc

4,601,454‌

3,437

*

Regeneron

Pharmaceuticals,

Inc

2,549,945‌

11,955

*

Repligen

Corp

2,051,000‌

112,450

*

Roivant

Sciences

Ltd

1,347,151‌

43,611

*

Sarepta

Therapeutics,

Inc

4,726,996‌

66,699

*

Seagen,

Inc

12,791,534‌

Large-Cap

Growth

Index

Fund

July

31,

2023

138

Portfolio

of

Investments

(continued)

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES—continued

31,297

*

Sotera

Health

Co

$

594,017‌

114,770

Thermo

Fisher

Scientific,

Inc

62,969,708‌

33,794

*

Ultragenyx

Pharmaceutical,

Inc

1,457,197‌

114,125

*

Vertex

Pharmaceuticals,

Inc

40,210,802‌

27,736

*

Waters

Corp

7,660,961‌

35,865

West

Pharmaceutical

Services,

Inc

13,199,755‌

223,838

Zoetis,

Inc

42,101,689‌

TOTAL

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES

682,222,116‌

RETAILING

-

0

.4

%

534,390

*

Coupang,

Inc

9,699,179‌

50,937

*

Floor

&

Decor

Holdings,

Inc

5,850,114‌

53,695

Tractor

Supply

Co

12,027,143‌

24,054

*

Ulta

Beauty,

Inc

10,699,219‌

TOTAL

RETAILING

38,275,655‌

SEMICONDUCTORS

&

SEMICONDUCTOR

EQUIPMENT

-

9

.6

%

439,428

*

Advanced

Micro

Devices,

Inc

50,270,563‌

32,605

*

Allegro

MicroSystems,

Inc

1,682,744‌

343,442

Applied

Materials,

Inc

52,062,373‌

197,302

Broadcom,

Inc

177,305,442‌

63,141

*

Enphase

Energy,

Inc

9,586,698‌

3,776

Entegris,

Inc

414,265‌

66,164

KLA

Corp

34,004,988‌

61,499

Lam

Research

Corp

44,186,416‌

63,763

*

Lattice

Semiconductor

Corp

5,798,607‌

187,010

Microchip

Technology,

Inc

17,567,719‌

21,889

Monolithic

Power

Systems,

Inc

12,246,677‌

1,148,364

NVIDIA

Corp

536,619,014‌

472,191

QUALCOMM,

Inc

62,409,484‌

63,341

Teradyne,

Inc

7,153,733‌

178,971

Texas

Instruments,

Inc

32,214,780‌

10,301

Universal

Display

Corp

1,502,710‌

TOTAL

SEMICONDUCTORS

&

SEMICONDUCTOR

EQUIPMENT

1,045,026,213‌

SOFTWARE

&

SERVICES

-

19

.5

%

304,784

Accenture

plc

96,418,418‌

221,523

*

Adobe,

Inc

120,989,217‌

28,188

*

Alteryx,

Inc

1,168,675‌

34,933

*

Ansys,

Inc

11,950,579‌

28,463

*

AppLovin

Corp

893,738‌

69,435

*

Atlassian

Corp

12,633,004‌

103,148

*

Autodesk,

Inc

21,866,345‌

86,924

Bentley

Systems,

Inc

4,683,465‌

130,758

*

Cadence

Design

Systems,

Inc

30,598,680‌

6,171

*

Ceridian

HCM

Holding,

Inc

436,969‌

136,147

*

Cloudflare,

Inc

9,362,829‌

90,224

*

Confluent,

Inc

3,116,337‌

101,012

*

Crowdstrike

Holdings,

Inc

16,329,600‌

133,206

*

Datadog,

Inc

15,547,804‌

96,920

*

DocuSign,

Inc

5,216,234‌

54,832

*

DoubleVerify

Holdings,

Inc

2,308,427‌

111,902

*

Dropbox,

Inc

3,015,759‌

105,649

*

Dynatrace,

Inc

5,777,944‌

38,744

*

Elastic

NV

2,574,539‌

26,117

*

EPAM

Systems,

Inc

6,184,767‌

11,559

*

Fair

Isaac

Corp

9,686,095‌

33,916

*

Five9,

Inc

2,976,129‌

316,345

*

Fortinet,

Inc

24,586,333‌

36,908

*

Gartner,

Inc

13,050,300‌

41,926

Gen

Digital,

Inc

815,461‌

23,815

*

Gitlab,

Inc

1,181,938‌

19,933

*

Globant

S.A.

3,482,893‌

139

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

SOFTWARE

&

SERVICES—continued

45,563

*

GoDaddy,

Inc

$

3,512,452‌

30,968

*

HashiCorp,

Inc

916,962‌

21,968

*

HubSpot,

Inc

12,753,522‌

2,837

*

Informatica,

Inc

54,016‌

132,130

Intuit,

Inc

67,610,921‌

30,066

*

Manhattan

Associates,

Inc

5,731,181‌

3,597,212

Microsoft

Corp

1,208,375,455‌

31,447

*

MongoDB,

Inc

13,314,660‌

5,332

*

nCino

OpCo,

Inc

172,490‌

27,157

*

New

Relic,

Inc

2,280,645‌

27,297

*

Nutanix,

Inc

824,369‌

4,689

*

Okta,

Inc

360,397‌

302,301

Oracle

Corp

35,438,746‌

896,618

*

Palantir

Technologies,

Inc

17,788,901‌

144,187

*

Palo

Alto

Networks,

Inc

36,040,983‌

24,725

Paycom

Software,

Inc

9,117,591‌

12,365

*

Paycor

HCM,

Inc

332,124‌

19,541

*

Paylocity

Holding

Corp

4,432,876‌

18,974

Pegasystems,

Inc

1,000,879‌

38,294

*

Procore

Technologies,

Inc

2,904,600‌

27,735

*

PTC,

Inc

4,044,040‌

43,129

*

RingCentral,

Inc

1,783,815‌

343,978

*

Salesforce,

Inc

77,398,490‌

12,259

*

SentinelOne,

Inc

204,358‌

98,255

*

ServiceNow,

Inc

57,282,665‌

62,234

*

Smartsheet,

Inc

2,763,190‌

149,417

*

Snowflake,

Inc

26,552,895‌

78,640

*

Splunk,

Inc

8,519,071‌

73,420

*

Synopsys,

Inc

33,171,156‌

49,592

*

Teradata

Corp

2,819,305‌

13,614

*

Twilio,

Inc

898,932‌

15,353

*

Tyler

Technologies,

Inc

6,089,460‌

140,411

*

UiPath,

Inc

2,538,631‌

55,176

*

Unity

Software,

Inc

2,529,268‌

2,165

*

VeriSign,

Inc

456,707‌

103,003

*

VMware,

Inc

(Class

A)

16,236,363‌

95,403

*

Workday,

Inc

22,622,913‌

40,954

*

Zscaler,

Inc

6,568,203‌

TOTAL

SOFTWARE

&

SERVICES

2,122,295,711‌

TECHNOLOGY

HARDWARE

&

EQUIPMENT

-

13

.8

%

143,162

Amphenol

Corp

(Class

A)

12,642,636‌

7,213,355

Apple,

Inc

1,417,063,590‌

120,472

*

Arista

Networks,

Inc

18,684,002‌

62,117

CDW

Corp

11,620,227‌

86,028

HP,

Inc

2,824,299‌

36,652

Jabil

Inc

4,056,277‌

22,177

*

Keysight

Technologies,

Inc

3,572,271‌

74,155

Motorola

Solutions,

Inc

21,255,048‌

49,972

National

Instruments

Corp

2,948,348‌

41,544

NetApp,

Inc

3,240,847‌

107,241

*

Pure

Storage,

Inc

3,966,845‌

823

e

Ubiquiti,

Inc

146,206‌

25,750

Vontier

Corp

796,448‌

4,505

*

Zebra

Technologies

Corp

(Class

A)

1,387,360‌

TOTAL

TECHNOLOGY

HARDWARE

&

EQUIPMENT

1,504,204,404‌

TELECOMMUNICATION

SERVICES

-

0

.0

%

56,872

Iridium

Communications,

Inc

2,988,624‌

TOTAL

TELECOMMUNICATION

SERVICES

2,988,624‌

TRANSPORTATION

-

1

.2

%

15,137

AMERCO

865,988‌

Large-Cap

Growth

Index

Fund

July

31,

2023

140

Portfolio

of

Investments

(continued)

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

TRANSPORTATION—continued

117,679

*

American

Airlines

Group,

Inc

$

1,971,123‌

3,428

*

Avis

Budget

Group,

Inc

755,154‌

43,665

CH

Robinson

Worldwide,

Inc

4,374,360‌

109,457

CSX

Corp

3,647,107‌

15,998

Delta

Air

Lines,

Inc

740,067‌

10,153

Expeditors

International

of

Washington,

Inc

1,292,477‌

7,925

JB

Hunt

Transport

Services,

Inc

1,616,224‌

12,720

Landstar

System,

Inc

2,589,665‌

154,654

*

Lyft,

Inc

(Class

A)

1,965,652‌

44,806

Old

Dominion

Freight

Line

18,795,669‌

1,418

*

Saia,

Inc

600,013‌

939,070

*

Uber

Technologies,

Inc

46,446,402‌

125,808

Union

Pacific

Corp

29,189,972‌

97,882

United

Parcel

Service,

Inc

(Class

B)

18,316,659‌

TOTAL

TRANSPORTATION

133,166,532‌

UTILITIES

-

0

.0

%

198,996

AES

Corp

4,304,283‌

41,034

Vistra

Energy

Corp

1,151,414‌

TOTAL

UTILITIES

5,455,697‌

TOTAL

COMMON

STOCKS

10,879,177,343‌

(Cost

$4,299,471,052)

TOTAL

LONG-TERM

INVESTMENTS

10,879,177,343‌

(Cost

$4,299,471,052)

PRINCIPAL

RATE

MATURITY

DATE

SHORT-TERM

INVESTMENTS

-

0.0%

REPURCHASE

AGREEMENT

-

0

.0

%

$

2,015,000

r

Fixed

Income

Clearing

Corp

(FICC)

5

.300

%

08/01/23

2,015,000‌

TOTAL

REPURCHASE

AGREEMENT

2,015,000‌

TOTAL

SHORT-TERM

INVESTMENTS

2,015,000‌

(Cost

$2,015,000)

SHARES

EXP

INVESTMENTS

PURCHASED

WITH

COLLATERAL

FROM

SECURITIES

LENDING

-

0.0%

2,621,390

c

State

Street

Navigator

Securities

Lending

Government

Money

Market

Portfolio

5

.340

2,621,390‌

TOTAL

INVESTMENTS

PURCHASED

WITH

COLLATERAL

FROM

SECURITIES

LENDING

2,621,390‌

(Cost

$2,621,390)

TOTAL

INVESTMENTS

-

100.0%

10,883,813,733‌

(Cost

$4,304,107,442)

OTHER

ASSETS

&

LIABILITIES,

NET

-

0.0%

1,715,170‌

NET

ASSETS

-

100.0%

$

10,885,528,903‌

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

$4,892,509.

r

Agreement

with

Fixed

Income

Clearing

Corp

(FICC),

5.300%

dated

7/31/23

to

be

repurchased

at

$2,015,000

on

8/1/23,

collateralized

by

Government

Agency

Securities,

with

coupon

rate

1.375%

and

maturity

date

10/31/28,

valued

at

$2,055,343.

Portfolio

of

Investments

Large-Cap

Value

Index

Fund

July

31,

2023

141

(Unaudited)

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

LONG-TERM

INVESTMENTS

-

99.9%

COMMON

STOCKS

-

99.9%

AUTOMOBILES

&

COMPONENTS

-

1

.0

%

117,005

*

Aptiv

plc

$

12,810,877‌

99,930

BorgWarner,

Inc

4,646,745‌

1,710,443

Ford

Motor

Co

22,594,952‌

606,106

General

Motors

Co

23,256,287‌

101,858

Gentex

Corp

3,420,392‌

61,607

Harley-Davidson,

Inc

2,378,646‌

26,073

Lear

Corp

4,035,058‌

315,597

*,e

Lucid

Group,

Inc

2,401,693‌

19,986

*

Phinia,

Inc

567,003‌

140,934

*,e

QuantumScape

Corp

1,875,832‌

230,149

*,e

Rivian

Automotive,

Inc

6,361,318‌

22,845

Thor

Industries,

Inc

2,638,369‌

TOTAL

AUTOMOBILES

&

COMPONENTS

86,987,172‌

BANKS

-

6

.7

%

3,046,001

Bank

of

America

Corp

97,472,032‌

47,830

Bank

OZK

2,091,606‌

11,727

BOK

Financial

Corp

1,044,641‌

847,869

Citigroup,

Inc

40,409,437‌

211,040

Citizens

Financial

Group,

Inc

6,808,150‌

86,944

Columbia

Banking

System,

Inc

1,943,198‌

56,576

Comerica,

Inc

3,052,841‌

50,932

Commerce

Bancshares,

Inc

2,708,564‌

24,360

Cullen/Frost

Bankers,

Inc

2,645,009‌

62,126

East

West

Bancorp,

Inc

3,864,858‌

293,403

Fifth

Third

Bancorp

8,538,027‌

4,144

First

Citizens

Bancshares,

Inc

(Class

A)

5,931,307‌

57,948

First

Hawaiian,

Inc

1,198,944‌

230,319

First

Horizon

National

Corp

3,139,248‌

160,829

FNB

Corp

2,057,003‌

635,341

Huntington

Bancshares,

Inc

7,776,574‌

1,276,431

JPMorgan

Chase

&

Co

201,625,041‌

405,621

Keycorp

4,993,195‌

73,444

M&T

Bank

Corp

10,271,878‌

309,932

New

York

Community

Bancorp,

Inc

4,298,757‌

314,080

*

NU

Holdings

Ltd

2,500,077‌

32,142

Pinnacle

Financial

Partners,

Inc

2,439,578‌

173,808

PNC

Financial

Services

Group,

Inc

23,792,577‌

30,544

Popular,

Inc

2,215,967‌

37,628

Prosperity

Bancshares,

Inc

2,382,605‌

403,985

Regions

Financial

Corp

8,229,174‌

63,268

Synovus

Financial

Corp

2,144,785‌

581,418

Truist

Financial

Corp

19,314,706‌

668,804

US

Bancorp

26,538,143‌

74,045

Webster

Financial

Corp

3,503,809‌

1,653,980

Wells

Fargo

&

Co

76,347,717‌

46,682

e

Western

Alliance

Bancorp

2,425,130‌

24,965

Wintrust

Financial

Corp

2,106,047‌

62,860

Zions

Bancorporation

2,404,395‌

TOTAL

BANKS

588,215,020‌

CAPITAL

GOODS

-

9

.6

%

239,799

3M

Co

26,737,589‌

47,352

A.O.

Smith

Corp

3,439,176‌

14,365

Acuity

Brands,

Inc

2,373,673‌

Large-Cap

Value

Index

Fund

July

31,

2023

142

Portfolio

of

Investments

(continued)

Portfolio

of

Investments

(continued)

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

CAPITAL

GOODS—continued

56,569

Aecom

Technology

Corp

$

4,921,503‌

27,038

AGCO

Corp

3,598,758‌

41,116

Air

Lease

Corp

1,740,851‌

2,844

Allegion

plc

332,350‌

35,440

Allison

Transmission

Holdings,

Inc

2,079,974‌

99,400

Ametek,

Inc

15,764,840‌

13,694

Armstrong

World

Industries,

Inc

1,059,368‌

56,429

*

AZEK

Co,

Inc

1,760,585‌

210,041

*

Boeing

Co

50,168,293‌

56,484

*

Builders

FirstSource,

Inc

8,157,984‌

32,704

BWX

Technologies,

Inc

2,256,576‌

21,895

Carlisle

Cos,

Inc

6,069,294‌

365,027

Carrier

Global

Corp

21,737,358‌

56,858

Caterpillar,

Inc

15,077,036‌

422,391

CNH

Industrial

NV

6,065,535‌

36,628

*

Core

&

Main,

Inc

1,157,811‌

21,896

Crane

Co

2,051,436‌

21,764

Crane

Holdings

Co

1,287,341‌

61,945

Cummins,

Inc

16,155,256‌

17,050

Curtiss-Wright

Corp

3,262,688‌

7,668

Deere

&

Co

3,294,173‌

30,604

Donaldson

Co,

Inc

1,922,849‌

60,272

Dover

Corp

8,797,904‌

173,576

Eaton

Corp

35,638,624‌

13,249

EMCOR

Group,

Inc

2,849,065‌

249,047

Emerson

Electric

Co

22,750,443‌

23,801

Esab

Corp

1,635,129‌

61,958

Fastenal

Co

3,631,358‌

85,655

Ferguson

plc

13,843,561‌

58,329

Flowserve

Corp

2,202,503‌

155,571

Fortive

Corp

12,188,988‌

54,621

Fortune

Brands

Home

&

Security,

Inc

3,881,914‌

49,302

*

Gates

Industrial

Corp

plc

671,493‌

26,279

*

Generac

Holdings,

Inc

4,039,082‌

106,778

General

Dynamics

Corp

23,873,425‌

474,997

General

Electric

Co

54,263,657‌

42,675

Graco,

Inc

3,385,408‌

51,476

*,e

Hayward

Holdings,

Inc

687,719‌

1,237

HEICO

Corp

217,687‌

3,587

HEICO

Corp

(Class

A)

503,435‌

36,268

Hexcel

Corp

2,563,422‌

252,785

Honeywell

International,

Inc

49,073,152‌

163,935

Howmet

Aerospace,

Inc

8,383,636‌

12,596

Hubbell,

Inc

3,929,952‌

16,935

Huntington

Ingalls

3,889,461‌

30,030

IDEX

Corp

6,781,074‌

25,065

Illinois

Tool

Works,

Inc

6,600,116‌

176,287

Ingersoll

Rand,

Inc

11,506,253‌

37,647

ITT,

Inc

3,749,641‌

300,012

Johnson

Controls

International

plc

20,865,835‌

82,796

L3Harris

Technologies,

Inc

15,689,014‌

14,245

Lennox

International,

Inc

5,234,183‌

1,567

Lincoln

Electric

Holdings,

Inc

314,513‌

97,174

Masco

Corp

5,896,518‌

27,853

*

Mastec,

Inc

3,279,691‌

91,216

MDU

Resources

Group,

Inc

2,017,698‌

22,193

*

Mercury

Systems,

Inc

842,890‌

22,981

*

Middleby

Corp

3,489,665‌

20,736

MSC

Industrial

Direct

Co

(Class

A)

2,092,677‌

24,715

Nordson

Corp

6,218,541‌

58,841

Northrop

Grumman

Corp

26,184,245‌

71,131

nVent

Electric

plc

3,761,407‌

29,495

Oshkosh

Corp

2,715,605‌

143

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

CAPITAL

GOODS—continued

170,418

Otis

Worldwide

Corp

$

15,501,221‌

38,801

Owens

Corning,

Inc

5,431,752‌

224,071

PACCAR,

Inc

19,299,235‌

55,251

Parker-Hannifin

Corp

22,653,463‌

71,714

Pentair

plc

4,984,123‌

223,583

*,e

Plug

Power,

Inc

2,933,409‌

45,794

Quanta

Services,

Inc

9,232,986‌

636,942

Raytheon

Technologies

Corp

56,006,310‌

12,215

*

RBC

Bearings,

Inc

2,761,201‌

28,350

Regal-Beloit

Corp

4,427,703‌

65,705

Sensata

Technologies

Holding

plc

2,776,036‌

13,020

*

SiteOne

Landscape

Supply,

Inc

2,213,400‌

22,384

Snap-On,

Inc

6,098,297‌

40,509

Spirit

Aerosystems

Holdings,

Inc

(Class

A)

1,288,996‌

65,477

Stanley

Black

&

Decker,

Inc

6,499,902‌

92,661

*

Sunrun,

Inc

1,758,706‌

89,800

Textron,

Inc

6,983,746‌

27,031

Timken

Co

2,510,099‌

70,726

Trane

Technologies

plc

14,105,593‌

19,121

TransDigm

Group,

Inc

17,203,546‌

23,578

United

Rentals,

Inc

10,956,225‌

67,022

*

Univar

Solutions

Inc

2,422,175‌

8,372

Valmont

Industries,

Inc

2,216,487‌

129,470

Vertiv

Holdings

Co

3,367,515‌

10,775

Watsco,

Inc

4,074,997‌

19,117

WESCO

International,

Inc

3,356,372‌

78,909

Westinghouse

Air

Brake

Technologies

Corp

9,345,982‌

63,564

*

WillScot

Mobile

Mini

Holdings

Corp

3,047,894‌

25,953

Woodward

Inc

3,124,222‌

92,581

Xylem,

Inc

10,438,508‌

TOTAL

CAPITAL

GOODS

849,632,982‌

COMMERCIAL

&

PROFESSIONAL

SERVICES

-

1

.1

%

26,319

Automatic

Data

Processing,

Inc

6,507,636‌

8,308

Broadridge

Financial

Solutions,

Inc

1,395,079‌

9,750

*

CACI

International,

Inc

(Class

A)

3,416,790‌

4,527

Cintas

Corp

2,272,735‌

208,273

*

Clarivate

Analytics

plc

1,980,676‌

22,392

*

Clean

Harbors,

Inc

3,722,894‌

18,332

Concentrix

Corp

1,525,956‌

99,611

*

CoStar

Group,

Inc

8,364,336‌

25,469

*

Driven

Brands

Holdings,

Inc

658,883‌

109,291

Dun

&

Bradstreet

Holdings,

Inc

1,291,820‌

16,224

Equifax,

Inc

3,310,994‌

11,439

*

FTI

Consulting,

Inc

2,003,655‌

58,175

Genpact

Ltd

2,099,536‌

55,882

Jacobs

Solutions,

Inc

7,008,162‌

37,167

KBR,

Inc

2,285,399‌

58,862

Leidos

Holdings,

Inc

5,505,363‌

21,463

Manpower,

Inc

1,693,001‌

13,229

MSA

Safety,

Inc

2,196,014‌

18,446

RB

Global,

Inc

1,189,398‌

90,605

Republic

Services,

Inc

13,691,322‌

45,443

Robert

Half

International,

Inc

3,369,598‌

23,395

Science

Applications

International

Corp

2,838,749‌

93,914

SS&C

Technologies

Holdings,

Inc

5,470,490‌

39,894

*

Stericycle,

Inc

1,695,096‌

18,753

Tetra

Tech,

Inc

3,173,195‌

83,459

TransUnion

6,650,848‌

17,414

Waste

Management,

Inc

2,852,239‌

TOTAL

COMMERCIAL

&

PROFESSIONAL

SERVICES

98,169,864‌

Large-Cap

Value

Index

Fund

July

31,

2023

144

Portfolio

of

Investments

(continued)

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

CONSUMER

DISCRETIONARY

DISTRIBUTION

&

RETAIL

-

1

.1

%

24,450

Advance

Auto

Parts,

Inc

$

1,818,835‌

14,351

*

Autonation,

Inc

2,310,224‌

1,310

*

AutoZone,

Inc

3,251,053‌

101,783

Bath

&

Body

Works,

Inc

3,772,078‌

72,669

Best

Buy

Co,

Inc

6,035,160‌

64,437

*

CarMax,

Inc

5,323,141‌

24,381

Dick's

Sporting

Goods,

Inc

3,437,721‌

222,165

eBay,

Inc

9,888,564‌

23,279

*

Etsy,

Inc

2,366,310‌

118,031

*

GameStop

Corp

(Class

A)

2,620,288‌

96,775

e

Gap,

Inc

996,783‌

60,630

Genuine

Parts

Co

9,441,304‌

49,475

Kohl's

Corp

1,407,564‌

12,083

Lithia

Motors,

Inc

(Class

A)

3,752,134‌

115,906

LKQ

Corp

6,350,490‌

68,920

Lowe's

Companies,

Inc

16,145,888‌

117,837

Macy's,

Inc

1,954,916‌

452

Murphy

USA,

Inc

138,778‌

49,299

e

Nordstrom,

Inc

1,139,300‌

18,081

*

Ollie's

Bargain

Outlet

Holdings,

Inc

1,317,743‌

4,013

*

O'Reilly

Automotive,

Inc

3,715,195‌

8,676

Penske

Auto

Group,

Inc

1,400,480‌

34,977

*

Petco

Health

&

Wellness

Co,

Inc

285,412‌

5,876

*

RH

2,280,887‌

9,728

Ross

Stores,

Inc

1,115,218‌

12,463

*

Victoria's

Secret

&

Co

255,367‌

22,563

*,e

Wayfair,

Inc

1,756,981‌

24,527

Williams-Sonoma,

Inc

3,400,423‌

TOTAL

CONSUMER

DISCRETIONARY

DISTRIBUTION

&

RETAIL

97,678,237‌

CONSUMER

DURABLES

&

APPAREL

-

1

.5

%

27,395

Brunswick

Corp

2,364,462‌

54,278

*

Capri

Holdings

Ltd

2,003,401‌

15,043

Carter's,

Inc

1,128,375‌

15,726

Columbia

Sportswear

Co

1,236,221‌

134,526

DR

Horton,

Inc

17,087,493‌

68,803

*

Garmin

Ltd

7,285,550‌

58,564

Hasbro,

Inc

3,780,892‌

57,443

Leggett

&

Platt,

Inc

1,680,782‌

107,521

Lennar

Corp

(Class

A)

13,636,888‌

5,933

Lennar

Corp

(Class

B)

681,761‌

152,090

*

Mattel,

Inc

3,239,517‌

23,423

*

Mohawk

Industries,

Inc

2,490,802‌

163,608

Newell

Brands

Inc

1,825,865‌

242,105

Nike,

Inc

(Class

B)

26,725,971‌

1,164

*

NVR,

Inc

7,340,696‌

21,242

Polaris

Inc

2,885,513‌

98,439

Pulte

Homes,

Inc

8,307,267‌

27,194

PVH

Corp

2,437,670‌

17,559

Ralph

Lauren

Corp

2,306,024‌

55,150

*

Skechers

U.S.A.,

Inc

(Class

A)

3,065,237‌

95,449

Tapestry,

Inc

4,118,624‌

57,455

Tempur

Sealy

International,

Inc

2,564,217‌

50,244

Toll

Brothers,

Inc

4,036,101‌

12,798

*

TopBuild

Corp

3,505,756‌

82,356

*

Under

Armour,

Inc

(Class

A)

663,789‌

82,468

*

Under

Armour,

Inc

(Class

C)

611,913‌

151,980

VF

Corp

3,010,724‌

22,483

Whirlpool

Corp

3,243,398‌

TOTAL

CONSUMER

DURABLES

&

APPAREL

133,264,909‌

CONSUMER

SERVICES

-

1

.6

%

81,191

ADT,

Inc

517,999‌

145

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

CONSUMER

SERVICES—continued

104,205

ARAMARK

Holdings

Corp

$

4,206,756‌

32,315

Boyd

Gaming

Corp

2,207,761‌

21,736

*

Bright

Horizons

Family

Solutions

2,109,044‌

56,520

*

Caesars

Entertainment,

Inc

3,335,810‌

442,830

*

Carnival

Corp

8,342,917‌

27,810

Darden

Restaurants,

Inc

4,697,665‌

28,300

*

DoorDash,

Inc

2,569,357‌

16,635

*

Expedia

Group,

Inc

2,038,286‌

9,412

*

Grand

Canyon

Education,

Inc

1,021,673‌

23,092

H&R

Block,

Inc

776,122‌

60,242

Hilton

Worldwide

Holdings,

Inc

9,367,029‌

21,043

Hyatt

Hotels

Corp

2,658,783‌

9,727

*

Las

Vegas

Sands

Corp

581,772‌

16,226

Marriott

Vacations

Worldwide

Corp

2,085,203‌

186,610

McDonald's

Corp

54,714,052‌

129,616

MGM

Resorts

International

6,580,604‌

32,333

*,e

Mister

Car

Wash,

Inc

321,067‌

138,632

*

Norwegian

Cruise

Line

Holdings

Ltd

3,059,608‌

71,963

*

Penn

National

Gaming,

Inc

1,891,907‌

19,262

*

Planet

Fitness,

Inc

1,300,955‌

70,716

*

Royal

Caribbean

Cruises

Ltd

7,715,823‌

40,891

Service

Corp

International

2,725,385‌

17,542

Travel

&

Leisure

Co

714,486‌

15,573

Vail

Resorts,

Inc

3,667,286‌

33,741

Wyndham

Hotels

&

Resorts,

Inc

2,629,099‌

42,146

Wynn

Resorts

Ltd

4,593,071‌

14,789

Yum!

Brands,

Inc

2,036,002‌

TOTAL

CONSUMER

SERVICES

138,465,522‌

CONSUMER

STAPLES

DISTRIBUTION

&

RETAIL

-

1

.7

%

161,727

Albertsons

Cos,

Inc

3,514,328‌

37,589

*

BJ's

Wholesale

Club

Holdings,

Inc

2,492,526‌

13,775

Casey's

General

Stores,

Inc

3,480,391‌

91,890

*

Dollar

Tree,

Inc

14,181,384‌

37,297

*

Grocery

Outlet

Holding

Corp

1,247,585‌

286,383

Kroger

Co

13,929,669‌

35,090

*

Performance

Food

Group

Co

2,096,978‌

98,560

*

US

Foods

Holding

Corp

4,211,469‌

309,665

Walgreens

Boots

Alliance,

Inc

9,280,660‌

622,567

Walmart,

Inc

99,523,561‌

TOTAL

CONSUMER

STAPLES

DISTRIBUTION

&

RETAIL

153,958,551‌

ENERGY

-

8

.2

%

92,971

Antero

Midstream

Corp

1,110,074‌

122,179

*

Antero

Resources

Corp

3,268,288‌

15,285

APA

Corp

618,890‌

436,743

Baker

Hughes

Co

15,631,032‌

325,435

Cabot

Oil

&

Gas

Corp

8,962,480‌

55,209

Chesapeake

Energy

Corp

4,656,327‌

756,122

Chevron

Corp

123,746,926‌

528,666

ConocoPhillips

62,234,562‌

282,151

Devon

Energy

Corp

15,236,154‌

78,313

Diamondback

Energy,

Inc

11,537,071‌

41,538

DT

Midstream,

Inc

2,223,114‌

256,147

EOG

Resources,

Inc

33,947,162‌

155,799

EQT

Corp

6,571,602‌

1,773,632

Exxon

Mobil

Corp

190,204,296‌

317,143

Halliburton

Co

12,393,948‌

53,105

Hess

Corp

8,057,622‌

64,591

HF

Sinclair

Corp

3,364,545‌

844,681

Kinder

Morgan,

Inc

14,959,300‌

276,969

Marathon

Oil

Corp

7,275,976‌

193,005

Marathon

Petroleum

Corp

25,673,525‌

Large-Cap

Value

Index

Fund

July

31,

2023

146

Portfolio

of

Investments

(continued)

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

ENERGY—continued

176,888

NOV,

Inc

$

3,551,911‌

305,029

Occidental

Petroleum

Corp

19,256,481‌

182,582

ONEOK,

Inc

12,240,297‌

58,389

Ovintiv,

Inc

2,691,149‌

37,456

PDC

Energy,

Inc

2,842,536‌

201,767

Phillips

66

22,507,109‌

101,612

Pioneer

Natural

Resources

Co

22,930,780‌

101,144

Range

Resources

Corp

3,178,956‌

621,145

Schlumberger

Ltd

36,237,599‌

453,310

*

Southwestern

Energy

Co

2,937,449‌

189,669

*

TechnipFMC

plc

3,478,529‌

157,567

Valero

Energy

Corp

20,311,962‌

532,653

Williams

Cos,

Inc

18,349,896‌

TOTAL

ENERGY

722,187,548‌

EQUITY

REAL

ESTATE

INVESTMENT

TRUSTS

(REITS)

-

4

.5

%

38,450

Agree

Realty

Corp

2,490,791‌

75,614

Alexandria

Real

Estate

Equities,

Inc

9,503,168‌

143,894

American

Homes

4

Rent

5,393,147‌

118,545

Americold

Realty

Trust

3,843,229‌

67,085

Apartment

Income

REIT

Corp

2,317,116‌

61,287

AvalonBay

Communities,

Inc

11,561,793‌

70,133

Boston

Properties,

Inc

4,672,962‌

129,336

Brixmor

Property

Group,

Inc

2,941,101‌

44,838

Camden

Property

Trust

4,891,377‌

57,567

Cousins

Properties,

Inc

1,406,362‌

168,994

Crown

Castle

International

Corp

18,300,360‌

97,169

CubeSmart

4,213,248‌

126,000

Digital

Realty

Trust,

Inc

15,702,120‌

18,989

EastGroup

Properties,

Inc

3,364,471‌

33,258

EPR

Properties

1,484,637‌

20,362

Equinix,

Inc

16,491,591‌

51,670

Equity

Lifestyle

Properties,

Inc

3,677,871‌

163,535

Equity

Residential

10,783,498‌

27,378

Essex

Property

Trust,

Inc

6,667,912‌

87,099

Extra

Space

Storage,

Inc

12,156,407‌

34,761

Federal

Realty

Investment

Trust

3,528,937‌

57,027

First

Industrial

Realty

Trust,

Inc

2,948,296‌

110,618

Gaming

and

Leisure

Properties,

Inc

5,249,930‌

165,364

Healthcare

Realty

Trust,

Inc

3,229,559‌

230,973

Healthpeak

Properties

Inc

5,042,141‌

47,026

Highwoods

Properties,

Inc

1,188,347‌

305,540

Host

Hotels

and

Resorts,

Inc

5,621,936‌

270,354

Invitation

Homes,

Inc

9,597,567‌

63,209

Iron

Mountain,

Inc

3,881,033‌

49,990

Kilroy

Realty

Corp

1,784,643‌

254,090

Kimco

Realty

Corp

5,147,863‌

8,598

Lamar

Advertising

Co

848,623‌

256,456

Medical

Properties

Trust,

Inc

2,587,641‌

50,763

Mid-America

Apartment

Communities,

Inc

7,597,191‌

82,462

National

Retail

Properties,

Inc

3,519,478‌

36,895

National

Storage

Affiliates

Trust

1,246,682‌

101,196

Omega

Healthcare

Investors,

Inc

3,228,152‌

107,954

Park

Hotels

&

Resorts,

Inc

1,471,413‌

404,306

Prologis,

Inc

50,437,173‌

28,385

Public

Storage,

Inc

7,997,474‌

63,861

Rayonier,

Inc

2,115,076‌

289,079

Realty

Income

Corp

17,625,147‌

73,524

Regency

Centers

Corp

4,818,028‌

86,509

Rexford

Industrial

Realty,

Inc

4,765,781‌

41,732

SBA

Communications

Corp

9,137,221‌

111,784

Simon

Property

Group,

Inc

13,928,286‌

62,103

Spirit

Realty

Capital,

Inc

2,504,614‌

147

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

EQUITY

REAL

ESTATE

INVESTMENT

TRUSTS

(REITS)—continued

77,581

STAG

Industrial,

Inc

$

2,816,190‌

41,534

Sun

Communities,

Inc

5,411,880‌

133,857

UDR,

Inc

5,472,074‌

176,195

Ventas,

Inc

8,548,981‌

440,300

VICI

Properties,

Inc

13,860,644‌

78,622

Vornado

Realty

Trust

1,767,423‌

218,002

Welltower,

Inc

17,908,864‌

322,551

Weyerhaeuser

Co

10,986,087‌

91,619

WP

Carey,

Inc

6,187,031‌

TOTAL

EQUITY

REAL

ESTATE

INVESTMENT

TRUSTS

(REITS)

395,870,567‌

FINANCIAL

SERVICES

-

10

.7

%

15,404

Affiliated

Managers

Group,

Inc

2,135,611‌

89,484

*,e

Affirm

Holdings,

Inc

1,735,095‌

256,386

AGNC

Investment

Corp

2,612,573‌

116,913

Ally

Financial,

Inc

3,570,523‌

173,339

American

Express

Co

29,273,490‌

214,672

Annaly

Capital

Management,

Inc

4,312,760‌

341,625

Bank

of

New

York

Mellon

Corp

15,496,110‌

799,495

*

Berkshire

Hathaway,

Inc

(Class

B)

281,390,260‌

64,823

BlackRock,

Inc

47,894,474‌

147,198

*

Block,

Inc

11,853,855‌

164,296

Blue

Owl

Capital,

Inc

2,024,127‌

165,718

Capital

One

Financial

Corp

19,392,320‌

89,998

Carlyle

Group,

Inc

3,208,429‌

45,456

CBOE

Global

Markets,

Inc

6,349,294‌

646,301

Charles

Schwab

Corp

42,720,496‌

156,524

CME

Group,

Inc

31,142,015‌

73,087

*

Coinbase

Global,

Inc

7,207,109‌

63,656

Corebridge

Financial,

Inc

1,191,004‌

2,956

*,e

Credit

Acceptance

Corp

1,645,310‌

111,254

Discover

Financial

Services

11,742,860‌

10,237

*

Euronet

Worldwide,

Inc

899,525‌

15,724

Evercore

Inc

2,123,683‌

259,690

Fidelity

National

Information

Services,

Inc

15,680,082‌

194,682

*

Fiserv,

Inc

24,570,815‌

2,174

*

FleetCor

Technologies,

Inc

541,130‌

124,608

Franklin

Resources,

Inc

3,643,538‌

115,461

Global

Payments,

Inc

12,729,575‌

140,748

Goldman

Sachs

Group,

Inc

50,087,991‌

19,889

Houlihan

Lokey,

Inc

1,985,917‌

43,117

Interactive

Brokers

Group,

Inc

(Class

A)

3,765,408‌

241,538

Intercontinental

Exchange

Group,

Inc

27,728,562‌

162,301

Invesco

Ltd

2,726,657‌

252,553

iShares

Russell

1000

Value

Index

Fund

41,264,635‌

21,466

Jack

Henry

&

Associates,

Inc

3,597,058‌

59,887

Janus

Henderson

Group

plc

1,757,683‌

88,939

Jefferies

Financial

Group,

Inc

3,272,066‌

214,084

KKR

&

Co,

Inc

12,712,308‌

47,282

Lazard

Ltd

(Class

A)

1,659,598‌

123,081

MGIC

Investment

Corp

2,060,376‌

6,616

Moody's

Corp

2,333,794‌

524,155

Morgan

Stanley

47,991,632‌

16,804

MSCI,

Inc

(Class

A)

9,209,936‌

149,690

Nasdaq

Inc

7,557,848‌

217,058

New

Residential

Investment

Corp

2,187,945‌

88,552

Northern

Trust

Corp

7,094,786‌

51,106

OneMain

Holdings,

Inc

2,324,301‌

45,648

*

PayPal

Holdings,

Inc

3,461,031‌

84,471

Raymond

James

Financial,

Inc

9,297,723‌

289,091

*

Robinhood

Markets,

Inc

3,717,710‌

44,660

*,e

Rocket

Cos,

Inc

488,134‌

128,293

S&P

Global,

Inc

50,612,871‌

Large-Cap

Value

Index

Fund

July

31,

2023

148

Portfolio

of

Investments

(continued)

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

FINANCIAL

SERVICES—continued

44,993

SEI

Investments

Co

$

2,834,109‌

63,127

SLM

Corp

1,021,395‌

396,348

*,e

SoFi

Technologies,

Inc

4,538,185‌

127,534

Starwood

Property

Trust,

Inc

2,645,055‌

144,270

State

Street

Corp

10,450,919‌

43,550

Stifel

Financial

Corp

2,767,167‌

189,254

Synchrony

Financial

6,536,833‌

96,878

T

Rowe

Price

Group,

Inc

11,941,182‌

25,692

TFS

Financial

Corp

372,791‌

19,684

e

TPG,

Inc

579,300‌

32,382

Tradeweb

Markets,

Inc

2,648,524‌

750

e

UWM

Holdings

Corp

4,920‌

40,188

Virtu

Financial,

Inc

745,889‌

42,571

Voya

Financial,

Inc

3,161,322‌

137,904

Western

Union

Co

1,679,671‌

10,013

*

WEX,

Inc

1,895,962‌

131,613

*

XP,

Inc

3,554,867‌

TOTAL

FINANCIAL

SERVICES

943,360,124‌

FOOD,

BEVERAGE

&

TOBACCO

-

4

.5

%

778,547

Altria

Group,

Inc

35,361,605‌

237,181

Archer-Daniels-Midland

Co

20,150,898‌

309

*

Boston

Beer

Co,

Inc

(Class

A)

114,775‌

4,355

Brown-Forman

Corp

(Class

A)

313,168‌

16,370

Brown-Forman

Corp

(Class

B)

1,155,722‌

64,537

Bunge

Ltd

7,013,236‌

81,831

Campbell

Soup

Co

3,749,496‌

855,730

Coca-Cola

Co

52,995,359‌

205,059

ConAgra

Brands,

Inc

6,727,986‌

60,329

Constellation

Brands,

Inc

(Class

A)

16,457,751‌

68,475

*

Darling

International,

Inc

4,741,894‌

80,810

Flowers

Foods,

Inc

1,996,815‌

14,305

*

Freshpet,

Inc

1,051,990‌

256,610

General

Mills,

Inc

19,179,031‌

16,165

Hershey

Co

3,739,126‌

124,707

Hormel

Foods

Corp

5,098,022‌

30,058

Ingredion,

Inc

3,344,253‌

44,559

J.M.

Smucker

Co

6,712,813‌

115,278

Kellogg

Co

7,710,945‌

418,557

Keurig

Dr

Pepper,

Inc

14,235,124‌

352,981

Kraft

Heinz

Co

12,770,853‌

2,952

Lamb

Weston

Holdings,

Inc

305,916‌

110,589

McCormick

&

Co,

Inc

9,895,504‌

75,538

Molson

Coors

Brewing

Co

(Class

B)

5,270,286‌

592,650

Mondelez

International,

Inc

43,933,144‌

185,513

PepsiCo,

Inc

34,776,267‌

676,616

Philip

Morris

International,

Inc

67,472,148‌

17,742

*

Pilgrim's

Pride

Corp

439,469‌

24,114

*

Post

Holdings,

Inc

2,056,924‌

48

Seaboard

Corp

173,040‌

119,055

Tyson

Foods,

Inc

(Class

A)

6,633,745‌

TOTAL

FOOD,

BEVERAGE

&

TOBACCO

395,577,305‌

HEALTH

CARE

EQUIPMENT

&

SERVICES

-

6

.5

%

707,345

Abbott

Laboratories

78,748,719‌

40,899

*

Acadia

Healthcare

Co,

Inc

3,232,248‌

15,987

*,e

agilon

health,

Inc

306,151‌

13,900

*

Amedisys,

Inc

1,262,676‌

218,521

Baxter

International,

Inc

9,883,705‌

123,519

Becton

Dickinson

&

Co

34,414,864‌

625,785

*

Boston

Scientific

Corp

32,446,952‌

54,416

Cardinal

Health,

Inc

4,977,432‌

240,011

*

Centene

Corp

16,342,349‌

149

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

HEALTH

CARE

EQUIPMENT

&

SERVICES—continued

32,917

*

Certara,

Inc

$

640,894‌

1,703

Chemed

Corp

887,416‌

117,847

Cigna

Corp

34,776,650‌

21,496

Cooper

Cos,

Inc

8,410,525‌

558,264

CVS

Health

Corp

41,696,738‌

93,497

Dentsply

Sirona,

Inc

3,881,995‌

29,602

*

Doximity,

Inc

1,057,679‌

89,565

Elevance

Health,

Inc

42,241,541‌

39,515

Encompass

Health

Corp

2,609,175‌

23,043

*

Enovis

Corp

1,472,448‌

69,429

*

Envista

Holdings

Corp

2,389,052‌

38,242

*

Fortrea

Holdings,

Inc

1,222,214‌

158,290

GE

HealthCare

Technologies,

Inc

12,346,620‌

33,256

*

Globus

Medical,

Inc

2,004,339‌

70,785

HCA

Healthcare,

Inc

19,310,856‌

56,318

*

Henry

Schein,

Inc

4,437,295‌

108,253

*

Hologic,

Inc

8,597,453‌

31,028

Humana,

Inc

14,174,521‌

8,735

*

ICU

Medical,

Inc

1,556,402‌

30,512

*

Integra

LifeSciences

Holdings

Corp

1,387,381‌

38,242

Laboratory

Corp

of

America

Holdings

8,181,111‌

37,149

McKesson

Corp

14,948,758‌

579,152

Medtronic

plc

50,826,380‌

11,385

*

Molina

Healthcare,

Inc

3,466,619‌

51,297

Premier,

Inc

1,423,492‌

66,048

*

Project

Roadrunner

Parent,

Inc

1,141,309‌

50,014

Quest

Diagnostics,

Inc

6,762,393‌

23,974

*

QuidelOrtho

Corp

2,094,369‌

42,872

STERIS

plc

9,669,780‌

115,523

Stryker

Corp

32,740,373‌

24,078

*

Tandem

Diabetes

Care,

Inc

840,804‌

65,156

*

Teladoc,

Inc

1,939,694‌

20,299

Teleflex,

Inc

5,098,500‌

43,613

*

Tenet

Healthcare

Corp

3,259,199‌

64,427

UnitedHealth

Group,

Inc

32,623,900‌

26,183

Universal

Health

Services,

Inc

(Class

B)

3,638,390‌

92,146

Zimmer

Biomet

Holdings,

Inc

12,729,970‌

TOTAL

HEALTH

CARE

EQUIPMENT

&

SERVICES

578,101,331‌

HOUSEHOLD

&

PERSONAL

PRODUCTS

-

2

.0

%

10,982

Church

&

Dwight

Co,

Inc

1,050,648‌

357,564

Colgate-Palmolive

Co

27,267,831‌

153,022

*

Coty,

Inc

1,842,385‌

68,098

Estee

Lauder

Cos

(Class

A)

12,257,640‌

8,104

Kimberly-Clark

Corp

1,046,226‌

56,282

*

Olaplex

Holdings,

Inc

202,615‌

835,891

Procter

&

Gamble

Co

130,649,763‌

20,891

Reynolds

Consumer

Products,

Inc

578,263‌

17,483

Spectrum

Brands

Holdings,

Inc

1,370,842‌

TOTAL

HOUSEHOLD

&

PERSONAL

PRODUCTS

176,266,213‌

INSURANCE

-

3

.7

%

263,092

Aflac,

Inc

19,032,075‌

113,392

Allstate

Corp

12,777,011‌

31,435

American

Financial

Group,

Inc

3,822,810‌

321,565

American

International

Group,

Inc

19,383,938‌

88,110

Aon

plc

28,063,035‌

132,807

*

Arch

Capital

Group

Ltd

10,317,776‌

87,345

Arthur

J.

Gallagher

&

Co

18,761,706‌

22,825

Assurant,

Inc

3,070,191‌

25,181

Assured

Guaranty

Ltd

1,505,320‌

34,337

Axis

Capital

Holdings

Ltd

1,892,655‌

25,857

*

Brighthouse

Financial,

Inc

1,347,925‌

Large-Cap

Value

Index

Fund

July

31,

2023

150

Portfolio

of

Investments

(continued)

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

INSURANCE—continued

62,509

Brown

&

Brown,

Inc

$

4,403,759‌

179,619

Chubb

Ltd

36,715,920‌

68,091

Cincinnati

Financial

Corp

7,325,230‌

9,679

CNA

Financial

Corp

379,030‌

15,823

Everest

Re

Group

Ltd

5,704,350‌

112,107

Fidelity

National

Financial

Inc

4,391,231‌

44,362

First

American

Financial

Corp

2,811,664‌

38,224

Globe

Life,

Inc

4,287,586‌

15,391

Hanover

Insurance

Group,

Inc

1,746,571‌

131,639

Hartford

Financial

Services

Group,

Inc

9,462,211‌

26,911

Kemper

Corp

1,371,654‌

69,303

Lincoln

National

Corp

1,943,256‌

81,805

Loews

Corp

5,125,083‌

5,679

*

Markel

Corp

8,232,903‌

43,671

Marsh

&

McLennan

Cos,

Inc

8,228,490‌

279,662

Metlife,

Inc

17,610,316‌

122,698

Old

Republic

International

Corp

3,382,784‌

5,501

Primerica,

Inc

1,170,063‌

106,979

Principal

Financial

Group

8,544,413‌

63,447

Progressive

Corp

7,993,053‌

158,688

Prudential

Financial,

Inc

15,311,805‌

29,714

Reinsurance

Group

of

America,

Inc

(Class

A)

4,170,360‌

15,596

RenaissanceRe

Holdings

Ltd

2,912,709‌

13,535

RLI

Corp

1,805,704‌

100,839

Travelers

Cos,

Inc

17,405,820‌

86,484

Unum

Group

4,203,987‌

92,563

W.R.

Berkley

Corp

5,710,211‌

1,137

White

Mountains

Insurance

Group

Ltd

1,758,962‌

41,399

Willis

Towers

Watson

plc

8,748,851‌

TOTAL

INSURANCE

322,832,418‌

MATERIALS

-

4

.9

%

96,679

Air

Products

&

Chemicals,

Inc

29,518,999‌

51,515

Albemarle

Corp

10,935,604‌

78,103

Alcoa

Corp

2,826,548‌

639,570

Amcor

plc

6,561,988‌

28,263

Aptargroup,

Inc

3,432,824‌

10,402

*,†

Ardagh

Group

S.A.

61,684‌

20,707

e

Ardagh

Metal

Packaging

S.A.

78,272‌

21,650

Ashland

Global

Holdings,

Inc

1,977,944‌

23,415

Avery

Dennison

Corp

4,308,594‌

85,369

*

Axalta

Coating

Systems

Ltd

2,731,808‌

133,158

Ball

Corp

7,815,043‌

52,470

Berry

Global

Group,

Inc

3,440,458‌

42,709

Celanese

Corp

(Series

A)

5,355,282‌

84,497

CF

Industries

Holdings,

Inc

6,935,514‌

64,223

Chemours

Co

2,374,967‌

218,705

*

Cleveland-Cliffs,

Inc

3,860,143‌

311,860

Corteva,

Inc

17,598,260‌

45,840

Crown

Holdings,

Inc

4,252,118‌

305,990

Dow,

Inc

17,279,255‌

201,975

DuPont

de

Nemours,

Inc

15,679,319‌

6,348

Eagle

Materials,

Inc

1,170,381‌

52,107

Eastman

Chemical

Co

4,459,317‌

23,849

Ecolab,

Inc

4,367,706‌

96,428

Element

Solutions,

Inc

2,021,131‌

45,923

FMC

Corp

4,419,170‌

622,809

Freeport-McMoRan,

Inc

(Class

B)

27,808,422‌

602,942

*,e

Ginkgo

Bioworks

Holdings,

Inc

1,513,384‌

61,178

Graphic

Packaging

Holding

Co

1,480,508‌

78,504

Huntsman

Corp

2,337,064‌

112,771

International

Flavors

&

Fragrances,

Inc

9,541,554‌

152,293

International

Paper

Co

5,491,686‌

151

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

MATERIALS—continued

193,808

Linde

plc

$

75,714,971‌

28,978

Louisiana-Pacific

Corp

2,206,095‌

111,844

LyondellBasell

Industries

NV

11,056,898‌

27,255

Martin

Marietta

Materials,

Inc

12,168,267‌

143,017

Mosaic

Co

5,829,373‌

44,935

*

MP

Materials

Corp

1,071,700‌

2,846

NewMarket

Corp

1,285,538‌

349,954

Newmont

Goldcorp

Corp

15,020,026‌

110,054

Nucor

Corp

18,939,193‌

58,031

Olin

Corp

3,347,228‌

38,236

Packaging

Corp

of

America

5,863,491‌

77,369

PPG

Industries,

Inc

11,133,399‌

25,555

Reliance

Steel

&

Aluminum

Co

7,484,037‌

28,915

Royal

Gold,

Inc

3,473,848‌

44,459

RPM

International,

Inc

4,593,059‌

27,768

Sealed

Air

Corp

1,266,776‌

17,178

Sherwin-Williams

Co

4,749,717‌

38,527

Silgan

Holdings,

Inc

1,689,409‌

42,180

Sonoco

Products

Co

2,473,435‌

92,143

SSR

Mining,

Inc

1,341,602‌

69,431

Steel

Dynamics,

Inc

7,399,956‌

94,528

United

States

Steel

Corp

2,410,464‌

54,722

Valvoline,

Inc

2,077,794‌

44,669

Vulcan

Materials

Co

9,849,515‌

14,342

Westlake

Chemical

Corp

1,972,025‌

109,771

WestRock

Co

3,654,277‌

TOTAL

MATERIALS

429,707,040‌

MEDIA

&

ENTERTAINMENT

-

3

.3

%

339,703

Activision

Blizzard,

Inc

31,510,850‌

188,825

*,e

AMC

Entertainment

Holdings,

Inc

938,460‌

2,263

Cable

One,

Inc

1,638,276‌

1,803,147

Comcast

Corp

(Class

A)

81,610,433‌

136,637

*

DISH

Network

Corp

(Class

A)

1,083,531‌

119,958

Electronic

Arts,

Inc

16,356,273‌

130,470

Fox

Corp

(Class

A)

4,364,222‌

62,899

Fox

Corp

(Class

B)

1,975,658‌

32,638

*

IAC

2,271,605‌

168,346

Interpublic

Group

of

Cos,

Inc

5,762,484‌

4,845

*

Liberty

Broadband

Corp

(Class

A)

430,381‌

39,908

*

Liberty

Broadband

Corp

(Class

C)

3,557,000‌

11,446

*

Liberty

Media

Group

(Class

A)

735,749‌

83,812

*

Liberty

Media

Group

(Class

C)

6,084,751‌

32,084

*

Liberty

SiriusXM

Group

(Class

A)

1,017,063‌

66,350

*

Liberty

SiriusXM

Group

(Class

C)

2,111,921‌

52,346

*

Live

Nation,

Inc

4,593,362‌

8,031

Madison

Square

Garden

Co

1,708,595‌

12,546

*

Match

Group,

Inc

583,514‌

69,773

New

York

Times

Co

(Class

A)

2,843,947‌

165,054

News

Corp

(Class

A)

3,271,370‌

52,800

News

Corp

(Class

B)

1,061,808‌

9,713

Nexstar

Media

Group

Inc

1,813,611‌

85,279

Omnicom

Group,

Inc

7,216,309‌

895

Paramount

Global

(Class

A)

17,238‌

248,049

Paramount

Global

(Class

B)

3,976,225‌

46,648

*

Roku,

Inc

4,490,803‌

273,557

e

Sirius

XM

Holdings,

Inc

1,395,141‌

72,647

*

Take-Two

Interactive

Software,

Inc

11,110,632‌

52,789

*

TripAdvisor,

Inc

984,515‌

800,322

*

Walt

Disney

Co

71,140,623‌

971,730

*

Warner

Bros

Discovery,

Inc

12,700,511‌

Large-Cap

Value

Index

Fund

July

31,

2023

152

Portfolio

of

Investments

(continued)

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

MEDIA

&

ENTERTAINMENT—continued

65,101

*

ZoomInfo

Technologies,

Inc

$

1,664,633‌

TOTAL

MEDIA

&

ENTERTAINMENT

292,021,494‌

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES

-

8

.7

%

23,875

Agilent

Technologies,

Inc

2,907,259‌

10,541

*

Alnylam

Pharmaceuticals,

Inc

2,059,711‌

74,838

Amgen,

Inc

17,523,318‌

291,597

*

Avantor,

Inc

5,998,150‌

62,990

*

Biogen,

Inc

17,019,268‌

71,333

*

BioMarin

Pharmaceutical,

Inc

6,272,311‌

9,159

*

Bio-Rad

Laboratories,

Inc

(Class

A)

3,712,692‌

3,833

Bio-Techne

Corp

319,672‌

916,571

Bristol-Myers

Squibb

Co

57,001,551‌

32,193

*

Brooks

Automation,

Inc

1,512,427‌

77,715

*

Catalent,

Inc

3,770,732‌

21,931

*

Charles

River

Laboratories

International,

Inc

4,595,422‌

287,017

Danaher

Corp

73,206,556‌

219,064

*

Elanco

Animal

Health,

Inc

2,644,102‌

50,386

*

Exact

Sciences

Corp

4,914,650‌

36,303

*

Exelixis,

Inc

715,532‌

544,938

Gilead

Sciences,

Inc

41,491,579‌

11,232

*

Horizon

Therapeutics

Plc

1,126,233‌

29,976

*

ICON

plc

7,536,266‌

47,982

*

Illumina,

Inc

9,219,741‌

20,871

*

Incyte

Corp

1,329,900‌

9,564

*

Ionis

Pharmaceuticals,

Inc

396,237‌

5,819

*

IQVIA

Holdings,

Inc

1,302,059‌

12,714

*

Jazz

Pharmaceuticals

plc

1,658,160‌

1,135,877

Johnson

&

Johnson

190,293,474‌

1,629

*

Karuna

Therapeutics,

Inc

325,425‌

19,978

*

Maravai

LifeSciences

Holdings,

Inc

225,951‌

906,229

Merck

&

Co,

Inc

96,649,323‌

18,705

*

Mirati

Therapeutics,

Inc

566,200‌

147,036

*

Moderna,

Inc

17,300,256‌

108,299

Organon

&

Co

2,380,412‌

55,803

PerkinElmer,

Inc

6,860,979‌

57,937

Perrigo

Co

plc

2,122,812‌

2,464,014

Pfizer,

Inc

88,852,345‌

100,669

*

QIAGEN

NV

4,713,323‌

42,099

*

Regeneron

Pharmaceuticals,

Inc

31,233,669‌

13,387

*

Repligen

Corp

2,296,674‌

23,076

*

Roivant

Sciences

Ltd

276,451‌

162,211

Royalty

Pharma

plc

5,090,181‌

12,671

*

Sotera

Health

Co

240,496‌

44,567

*

Syneos

Health,

Inc

1,890,086‌

64,591

Thermo

Fisher

Scientific,

Inc

35,438,498‌

20,109

*

United

Therapeutics

Corp

4,880,856‌

9,319

*

Vertex

Pharmaceuticals,

Inc

3,283,456‌

511,473

Viatris,

Inc

5,385,811‌

TOTAL

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES

768,540,206‌

REAL

ESTATE

MANAGEMENT

&

DEVELOPMENT

-

0

.2

%

136,390

*

CBRE

Group,

Inc

11,362,651‌

15,152

*

Howard

Hughes

Corp

1,279,283‌

20,990

*

Jones

Lang

LaSalle,

Inc

3,495,885‌

23,759

*

Zillow

Group,

Inc

(Class

A)

1,264,454‌

69,000

*

Zillow

Group,

Inc

(Class

C)

3,737,040‌

TOTAL

REAL

ESTATE

MANAGEMENT

&

DEVELOPMENT

21,139,313‌

SEMICONDUCTORS

&

SEMICONDUCTOR

EQUIPMENT

-

3

.8

%

301,252

*

Advanced

Micro

Devices,

Inc

34,463,229‌

220,385

Analog

Devices,

Inc

43,973,419‌

57,971

Applied

Materials,

Inc

8,787,824‌

153

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

SEMICONDUCTORS

&

SEMICONDUCTOR

EQUIPMENT—continued

23,850

*

Cirrus

Logic,

Inc

$

1,927,080‌

61,179

Entegris,

Inc

6,711,948‌

45,758

*

First

Solar,

Inc

9,490,209‌

33,890

*,e

GLOBALFOUNDRIES,

Inc

2,158,454‌

1,828,245

Intel

Corp

65,396,324‌

3,076

Lam

Research

Corp

2,210,075‌

369,485

Marvell

Technology,

Inc

24,064,558‌

66,737

Microchip

Technology,

Inc

6,269,274‌

476,544

Micron

Technology,

Inc

34,020,476‌

28,675

MKS

Instruments,

Inc

3,130,450‌

188,563

*

ON

Semiconductor

Corp

20,317,663‌

43,786

*

Qorvo,

Inc

4,817,336‌

61,790

QUALCOMM,

Inc

8,166,784‌

70,530

Skyworks

Solutions,

Inc

8,066,516‌

11,249

Teradyne,

Inc

1,270,462‌

234,282

Texas

Instruments,

Inc

42,170,760‌

11,062

Universal

Display

Corp

1,613,725‌

55,969

*,e

Wolfspeed,

Inc

3,688,357‌

TOTAL

SEMICONDUCTORS

&

SEMICONDUCTOR

EQUIPMENT

332,714,923‌

SOFTWARE

&

SERVICES

-

2

.9

%

66,504

*

Akamai

Technologies,

Inc

6,284,628‌

52,369

Amdocs

Ltd

4,903,833‌

6,566

*

Ansys,

Inc

2,246,229‌

73,132

*

AppLovin

Corp

2,296,345‌

12,056

*

Aspen

Technology,

Inc

2,151,996‌

6,061

Bentley

Systems,

Inc

326,567‌

44,668

*

Bill.Com

Holdings,

Inc

5,598,687‌

66,993

*

Black

Knight,

Inc

4,710,948‌

86,910

*

CCC

Intelligent

Solutions

Holdings,

Inc

957,748‌

58,254

*

Ceridian

HCM

Holding,

Inc

4,124,966‌

222,698

Cognizant

Technology

Solutions

Corp

(Class

A)

14,704,749‌

25,390

Dolby

Laboratories,

Inc

(Class

A)

2,249,808‌

15,720

*

Dropbox,

Inc

423,654‌

100,345

*

DXC

Technology

Co

2,774,539‌

202,050

Gen

Digital,

Inc

3,929,872‌

26,252

*

GoDaddy,

Inc

2,023,767‌

35,814

*

Guidewire

Software,

Inc

3,037,743‌

12,678

*

HashiCorp,

Inc

375,396‌

15,255

*

Informatica,

Inc

290,455‌

396,193

International

Business

Machines

Corp

57,123,107‌

90,532

*

Kyndryl

Holdings,

Inc

1,236,667‌

27,456

*

nCino

OpCo,

Inc

888,202‌

60,343

*

NCR

Corp

1,622,020‌

75,136

*

Nutanix,

Inc

2,269,107‌

61,571

*

Okta,

Inc

4,732,347‌

390,496

Oracle

Corp

45,777,846‌

12,937

*

Paycor

HCM,

Inc

347,488‌

22,414

*

PTC,

Inc

3,268,185‌

46,125

Roper

Technologies,

Inc

22,741,931‌

101,661

*

Salesforce,

Inc

22,874,742‌

70,425

*

SentinelOne,

Inc

1,173,985‌

61,085

*

Twilio,

Inc

4,033,442‌

4,389

*

Tyler

Technologies,

Inc

1,740,809‌

37,819

*

UiPath,

Inc

683,767‌

75,263

*

Unity

Software,

Inc

3,450,056‌

38,179

*

VeriSign,

Inc

8,053,860‌

106,849

*

Zoom

Video

Communications,

Inc

7,837,374‌

TOTAL

SOFTWARE

&

SERVICES

253,266,865‌

TECHNOLOGY

HARDWARE

&

EQUIPMENT

-

2

.4

%

127,671

Amphenol

Corp

(Class

A)

11,274,626‌

24,940

*

Arrow

Electronics,

Inc

3,554,948‌

Large-Cap

Value

Index

Fund

July

31,

2023

154

Portfolio

of

Investments

(continued)

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

TECHNOLOGY

HARDWARE

&

EQUIPMENT—continued

40,868

Avnet,

Inc

$

1,982,098‌

3,389

CDW

Corp

633,980‌

62,624

*

Ciena

Corp

2,642,733‌

1,792,849

Cisco

Systems,

Inc

93,299,862‌

74,637

Cognex

Corp

4,076,673‌

51,494

*

Coherent

Corp

2,438,756‌

328,797

Corning,

Inc

11,159,370‌

25,784

*

F5

Networks,

Inc

4,080,060‌

570,126

Hewlett

Packard

Enterprise

Co

9,908,790‌

303,879

HP,

Inc

9,976,348‌

12,912

*

IPG

Photonics

Corp

1,697,282‌

20,789

Jabil

Inc

2,300,719‌

139,286

Juniper

Networks,

Inc

3,872,151‌

57,069

*

Keysight

Technologies,

Inc

9,192,675‌

10,984

Littelfuse,

Inc

3,345,726‌

29,442

*,e

Lumentum

Holdings,

Inc

1,541,583‌

5,716

Motorola

Solutions,

Inc

1,638,377‌

12,342

National

Instruments

Corp

728,178‌

55,645

NetApp,

Inc

4,340,866‌

26,492

*

Pure

Storage,

Inc

979,939‌

17,957

SYNNEX

Corp

1,772,535‌

20,140

*

Teledyne

Technologies,

Inc

7,744,434‌

105,181

*

Trimble

Inc

5,658,738‌

1,001

e

Ubiquiti,

Inc

177,828‌

30,175

*

Viasat,

Inc

933,615‌

44,511

Vontier

Corp

1,376,725‌

140,623

*

Western

Digital

Corp

5,984,915‌

18,139

*

Zebra

Technologies

Corp

(Class

A)

5,586,086‌

TOTAL

TECHNOLOGY

HARDWARE

&

EQUIPMENT

213,900,616‌

TELECOMMUNICATION

SERVICES

-

1

.6

%

3,138,061

AT&T,

Inc

45,564,646‌

106,467

*

Frontier

Communications

Parent,

Inc

1,938,764‌

43,240

*,†

GCI

Liberty,

Inc

0‌

3,449

Iridium

Communications,

Inc

181,245‌

236,572

*

T-Mobile

US,

Inc

32,592,524‌

1,842,034

Verizon

Communications,

Inc

62,776,519‌

TOTAL

TELECOMMUNICATION

SERVICES

143,053,698‌

TRANSPORTATION

-

2

.6

%

53,321

*

Alaska

Air

Group,

Inc

2,593,000‌

21,489

AMERCO

1,229,386‌

3,876

e

Amerco,

Inc

235,893‌

187,832

*

American

Airlines

Group,

Inc

3,146,186‌

5,792

*

Avis

Budget

Group,

Inc

1,275,920‌

10,978

CH

Robinson

Worldwide,

Inc

1,099,776‌

794,025

CSX

Corp

26,456,913‌

263,257

Delta

Air

Lines,

Inc

12,178,269‌

59,570

Expeditors

International

of

Washington,

Inc

7,583,261‌

101,084

FedEx

Corp

27,287,626‌

50,557

*

GXO

Logistics,

Inc

3,390,858‌

58,092

*

Hertz

Global

Holdings,

Inc

978,850‌

28,566

JB

Hunt

Transport

Services,

Inc

5,825,750‌

26,015

*

Kirby

Corp

2,119,702‌

69,889

Knight-Swift

Transportation

Holdings,

Inc

4,245,757‌

3,151

Landstar

System,

Inc

641,512‌

99,136

Norfolk

Southern

Corp

23,157,178‌

2,943

Old

Dominion

Freight

Line

1,234,559‌

18,732

Ryder

System,

Inc

1,913,474‌

10,213

*

Saia,

Inc

4,321,529‌

21,540

Schneider

National,

Inc

663,647‌

256,067

Southwest

Airlines

Co

8,747,249‌

151,985

Union

Pacific

Corp

35,263,560‌

155

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

TRANSPORTATION—continued

141,114

*

United

Airlines

Holdings

Inc

$

7,663,901‌

228,205

United

Parcel

Service,

Inc

(Class

B)

42,704,002‌

49,216

*

XPO

Logistics,

Inc

3,407,716‌

TOTAL

TRANSPORTATION

229,365,474‌

UTILITIES

-

5

.1

%

112,290

AES

Corp

2,428,833‌

110,517

Alliant

Energy

Corp

5,939,183‌

113,723

Ameren

Corp

9,742,649‌

225,111

American

Electric

Power

Co,

Inc

19,075,906‌

85,517

American

Water

Works

Co,

Inc

12,607,771‌

61,874

Atmos

Energy

Corp

7,530,684‌

30,989

Avangrid,

Inc

1,149,072‌

55,506

e

Brookfield

Renewable

Corp

1,730,122‌

272,803

Centerpoint

Energy,

Inc

8,208,642‌

14,977

Clearway

Energy,

Inc

(Class

A)

369,483‌

35,390

Clearway

Energy,

Inc

(Class

C)

934,650‌

126,401

CMS

Energy

Corp

7,719,309‌

152,230

Consolidated

Edison,

Inc

14,440,538‌

141,135

Constellation

Energy

Corp

13,640,698‌

365,291

Dominion

Energy,

Inc

19,561,333‌

89,059

DTE

Energy

Co

10,179,444‌

338,509

Duke

Energy

Corp

31,691,213‌

162,984

Edison

International

11,728,329‌

91,496

Entergy

Corp

9,396,639‌

105,233

Essential

Utilities

Inc

4,450,303‌

96,240

Evergy,

Inc

5,771,513‌

150,591

Eversource

Energy

10,892,247‌

434,782

Exelon

Corp

18,199,974‌

235,412

FirstEnergy

Corp

9,272,879‌

48,571

Hawaiian

Electric

Industries,

Inc

1,864,641‌

22,747

Idacorp,

Inc

2,338,846‌

39,220

National

Fuel

Gas

Co

2,082,974‌

882,701

NextEra

Energy,

Inc

64,701,983‌

176,507

NiSource,

Inc

4,913,955‌

100,412

NRG

Energy,

Inc

3,814,652‌

91,965

OGE

Energy

Corp

3,324,535‌

775,704

*,b

PG&E

Corp

13,660,147‌

50,089

Pinnacle

West

Capital

Corp

4,148,371‌

328,786

PPL

Corp

9,051,479‌

218,208

Public

Service

Enterprise

Group,

Inc

13,773,289‌

137,594

Sempra

Energy

20,504,258‌

478,261

Southern

Co

34,597,401‌

90,502

UGI

Corp

2,442,649‌

115,012

Vistra

Energy

Corp

3,227,237‌

138,695

WEC

Energy

Group,

Inc

12,463,133‌

240,426

Xcel

Energy,

Inc

15,081,923‌

TOTAL

UTILITIES

448,652,887‌

TOTAL

COMMON

STOCKS

8,812,930,279‌

(Cost

$6,423,835,615)

TOTAL

LONG-TERM

INVESTMENTS

8,812,930,279‌

(Cost

$6,423,835,615)

Large-Cap

Value

Index

Fund

July

31,

2023

156

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCERATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

SHORT-TERM

INVESTMENTS

-

0.1%

REPURCHASE

AGREEMENT

-

0

.1

%

$

6,685,000

r

Fixed

Income

Clearing

Corp

(FICC)

5

.300

%

08/01/23

$

6,685,000‌

TOTAL

REPURCHASE

AGREEMENT

6,685,000‌

TOTAL

SHORT-TERM

INVESTMENTS

6,685,000‌

(Cost

$6,685,000)

SHARES

EXP

INVESTMENTS

PURCHASED

WITH

COLLATERAL

FROM

SECURITIES

LENDING

-

0.2%

20,660,748

c

State

Street

Navigator

Securities

Lending

Government

Money

Market

Portfolio

5

.340

20,660,748‌

TOTAL

INVESTMENTS

PURCHASED

WITH

COLLATERAL

FROM

SECURITIES

LENDING

20,660,748‌

(Cost

$20,660,748)

TOTAL

INVESTMENTS

-

100.2%

8,840,276,027‌

(Cost

$6,451,181,363)

OTHER

ASSETS

&

LIABILITIES,

NET

-

(0.2)%

(

20,113,844‌

)

NET

ASSETS

-

100.0%

$

8,820,162,183‌

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

$38,228,675.

r

Agreement

with

Fixed

Income

Clearing

Corp

(FICC),

5.300%

dated

7/31/23

to

be

repurchased

at

$6,685,000

on

8/1/23,

collateralized

by

Government

Agency

Securities,

with

coupon

rate

1.375%

and

maturity

date

10/31/28,

valued

at

$6,818,715.

Portfolio

of

Investments

S&P

500

Index

Fund

July

31,

2023

157

(Unaudited)

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

LONG-TERM

INVESTMENTS

-

99.3%

COMMON

STOCKS

-

99.3%

AUTOMOBILES

&

COMPONENTS

-

2.3%

59,391

*

Aptiv

plc

$

6,502,721‌

52,065

BorgWarner,

Inc

2,421,023‌

879,606

Ford

Motor

Co

11,619,595‌

312,277

General

Motors

Co

11,982,068‌

601,801

*

Tesla,

Inc

160,939,641‌

TOTAL

AUTOMOBILES

&

COMPONENTS

193,465,048‌

BANKS

-

3.2%

1,547,741

Bank

of

America

Corp

49,527,712‌

436,701

Citigroup,

Inc

20,813,170‌

113,925

Citizens

Financial

Group,

Inc

3,675,221‌

27,942

Comerica,

Inc

1,507,750‌

153,792

Fifth

Third

Bancorp

4,475,347‌

311,014

Huntington

Bancshares,

Inc

3,806,812‌

653,197

JPMorgan

Chase

&

Co

103,178,998‌

214,546

Keycorp

2,641,061‌

36,834

M&T

Bank

Corp

5,151,603‌

88,007

PNC

Financial

Services

Group,

Inc

12,047,278‌

199,876

Regions

Financial

Corp

4,071,474‌

295,014

Truist

Financial

Corp

9,800,365‌

310,627

US

Bancorp

12,325,680‌

836,983

Wells

Fargo

&

Co

38,635,135‌

40,503

Zions

Bancorporation

1,549,240‌

TOTAL

BANKS

273,206,846‌

CAPITAL

GOODS

-

5.6%

124,772

3M

Co

13,912,078‌

28,784

A.O.

Smith

Corp

2,090,582‌

20,001

Allegion

plc

2,337,317‌

52,554

Ametek,

Inc

8,335,064‌

15,951

*

Axon

Enterprise,

Inc

2,965,769‌

126,663

*

Boeing

Co

30,253,458‌

185,057

Carrier

Global

Corp

11,020,144‌

114,320

Caterpillar,

Inc

30,314,234‌

31,374

Cummins,

Inc

8,182,339‌

60,147

Deere

&

Co

25,839,151‌

30,594

Dover

Corp

4,465,806‌

88,887

Eaton

Corp

18,250,279‌

125,487

Emerson

Electric

Co

11,463,237‌

129,465

Fastenal

Co

7,587,944‌

79,989

Fortive

Corp

6,267,138‌

13,740

*

Generac

Holdings,

Inc

2,111,838‌

50,197

General

Dynamics

Corp

11,223,045‌

244,330

General

Electric

Co

27,912,259‌

148,291

Honeywell

International,

Inc

28,787,732‌

80,578

Howmet

Aerospace,

Inc

4,120,759‌

9,115

Huntington

Ingalls

2,093,442‌

17,234

IDEX

Corp

3,891,610‌

60,911

Illinois

Tool

Works,

Inc

16,039,084‌

90,592

Ingersoll

Rand,

Inc

5,912,940‌

151,546

Johnson

Controls

International

plc

10,540,024‌

42,744

L3Harris

Technologies,

Inc

8,099,561‌

49,921

Lockheed

Martin

Corp

22,283,237‌

50,263

Masco

Corp

3,049,959‌

11,959

Nordson

Corp

3,009,004‌

S&P

500

Index

Fund

July

31,

2023

158

Portfolio

of

Investments

(continued)

Portfolio

of

Investments

(continued)

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

CAPITAL

GOODS—continued

32,136

Northrop

Grumman

Corp

$

14,300,520‌

92,460

Otis

Worldwide

Corp

8,410,162‌

116,575

PACCAR,

Inc

10,040,605‌

28,097

Parker-Hannifin

Corp

11,520,051‌

38,310

Pentair

plc

2,662,545‌

32,747

Quanta

Services,

Inc

6,602,450‌

325,868

Raytheon

Technologies

Corp

28,653,573‌

25,751

Rockwell

Automation,

Inc

8,659,804‌

11,791

Snap-On,

Inc

3,212,340‌

33,291

Stanley

Black

&

Decker,

Inc

3,304,798‌

47,083

Textron,

Inc

3,661,645‌

50,236

Trane

Technologies

plc

10,019,068‌

11,648

TransDigm

Group,

Inc

10,479,939‌

15,199

United

Rentals,

Inc

7,062,671‌

9,999

W.W.

Grainger,

Inc

7,384,161‌

41,302

Westinghouse

Air

Brake

Technologies

Corp

4,891,809‌

53,308

Xylem,

Inc

6,010,477‌

TOTAL

CAPITAL

GOODS

479,235,652‌

COMMERCIAL

&

PROFESSIONAL

SERVICES

-

1.2%

92,182

Automatic

Data

Processing,

Inc

22,792,921‌

25,548

Broadridge

Financial

Solutions,

Inc

4,290,020‌

19,471

Cintas

Corp

9,775,221‌

97,055

*

Copart,

Inc

8,578,691‌

92,658

*

CoStar

Group,

Inc

7,780,492‌

26,832

Equifax,

Inc

5,475,875‌

28,858

Jacobs

Solutions,

Inc

3,619,082‌

30,977

Leidos

Holdings,

Inc

2,897,279‌

70,356

Paychex,

Inc

8,827,567‌

46,832

Republic

Services,

Inc

7,076,783‌

25,787

Robert

Half

International,

Inc

1,912,106‌

55,865

Rollins,

Inc

2,280,968‌

32,090

Verisk

Analytics,

Inc

7,346,685‌

82,920

Waste

Management,

Inc

13,581,467‌

TOTAL

COMMERCIAL

&

PROFESSIONAL

SERVICES

106,235,157‌

CONSUMER

DISCRETIONARY

DISTRIBUTION

&

RETAIL

-

5.3%

16,542

Advance

Auto

Parts,

Inc

1,230,559‌

1,994,104

*

Amazon.com,

Inc

266,571,823‌

4,048

*

AutoZone,

Inc

10,046,003‌

55,277

Bath

&

Body

Works,

Inc

2,048,566‌

43,667

Best

Buy

Co,

Inc

3,626,544‌

36,456

*

CarMax,

Inc

3,011,630‌

117,641

eBay,

Inc

5,236,201‌

27,111

*

Etsy,

Inc

2,755,833‌

30,949

Genuine

Parts

Co

4,819,378‌

226,232

Home

Depot,

Inc

75,525,291‌

57,822

LKQ

Corp

3,168,067‌

132,802

Lowe's

Companies,

Inc

31,111,525‌

13,658

*

O'Reilly

Automotive,

Inc

12,644,440‌

8,446

Pool

Corp

3,249,514‌

75,563

Ross

Stores,

Inc

8,662,542‌

256,819

TJX

Companies,

Inc

22,222,548‌

TOTAL

CONSUMER

DISCRETIONARY

DISTRIBUTION

&

RETAIL

455,930,464‌

CONSUMER

DURABLES

&

APPAREL

-

0.8%

68,347

DR

Horton,

Inc

8,681,436‌

32,958

*

Garmin

Ltd

3,489,923‌

29,859

Hasbro,

Inc

1,927,697‌

56,613

Lennar

Corp

(Class

A)

7,180,227‌

13,722

*

Mohawk

Industries,

Inc

1,459,198‌

109,699

Newell

Brands

Inc

1,224,241‌

273,713

Nike,

Inc

(Class

B)

30,215,178‌

159

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

CONSUMER

DURABLES

&

APPAREL—continued

682

*

NVR,

Inc

$

4,300,992‌

49,766

Pulte

Homes,

Inc

4,199,753‌

8,840

Ralph

Lauren

Corp

1,160,957‌

51,575

Tapestry,

Inc

2,225,461‌

84,889

VF

Corp

1,681,651‌

12,921

Whirlpool

Corp

1,863,983‌

TOTAL

CONSUMER

DURABLES

&

APPAREL

69,610,697‌

CONSUMER

SERVICES

-

2.0%

8,289

*

Booking

Holdings,

Inc

24,624,961‌

46,453

*

Caesars

Entertainment,

Inc

2,741,656‌

217,959

*

Carnival

Corp

4,106,347‌

6,213

*

Chipotle

Mexican

Grill,

Inc

(Class

A)

12,191,646‌

26,503

Darden

Restaurants,

Inc

4,476,887‌

8,166

Domino's

Pizza,

Inc

3,239,779‌

31,628

*

Expedia

Group,

Inc

3,875,379‌

58,405

Hilton

Worldwide

Holdings,

Inc

9,081,393‌

75,274

*

Las

Vegas

Sands

Corp

4,502,138‌

59,059

Marriott

International,

Inc

(Class

A)

11,918,697‌

163,228

McDonald's

Corp

47,858,450‌

67,636

MGM

Resorts

International

3,433,880‌

95,480

*

Norwegian

Cruise

Line

Holdings

Ltd

2,107,244‌

48,039

*

Royal

Caribbean

Cruises

Ltd

5,241,535‌

255,376

Starbucks

Corp

25,938,540‌

22,831

Wynn

Resorts

Ltd

2,488,122‌

60,933

Yum!

Brands,

Inc

8,388,646‌

TOTAL

CONSUMER

SERVICES

176,215,300‌

CONSUMER

STAPLES

DISTRIBUTION

&

RETAIL

-

1.8%

99,124

Costco

Wholesale

Corp

55,575,853‌

47,520

Dollar

General

Corp

8,024,227‌

47,315

*

Dollar

Tree,

Inc

7,302,124‌

147,727

Kroger

Co

7,185,441‌

113,112

SYSCO

Corp

8,631,577‌

103,018

Target

Corp

14,058,867‌

160,664

Walgreens

Boots

Alliance,

Inc

4,815,100‌

313,778

Walmart,

Inc

50,160,551‌

TOTAL

CONSUMER

STAPLES

DISTRIBUTION

&

RETAIL

155,753,740‌

ENERGY

-

4.2%

77,199

APA

Corp

3,125,788‌

232,558

Baker

Hughes

Co

8,323,251‌

180,055

Cabot

Oil

&

Gas

Corp

4,958,715‌

389,411

Chevron

Corp

63,731,004‌

268,777

ConocoPhillips

31,640,429‌

139,774

Devon

Energy

Corp

7,547,796‌

39,723

Diamondback

Energy,

Inc

5,851,992‌

128,870

EOG

Resources,

Inc

17,079,141‌

82,836

EQT

Corp

3,494,023‌

903,635

Exxon

Mobil

Corp

96,905,817‌

192,855

Halliburton

Co

7,536,773‌

61,669

Hess

Corp

9,357,037‌

439,836

Kinder

Morgan,

Inc

7,789,496‌

143,020

Marathon

Oil

Corp

3,757,135‌

94,157

Marathon

Petroleum

Corp

12,524,764‌

159,324

Occidental

Petroleum

Corp

10,058,124‌

98,924

ONEOK,

Inc

6,631,865‌

102,361

Phillips

66

11,418,370‌

52,153

Pioneer

Natural

Resources

Co

11,769,368‌

318,165

Schlumberger

Ltd

18,561,746‌

50,387

Targa

Resources

Investments,

Inc

4,131,230‌

80,251

Valero

Energy

Corp

10,345,156‌

S&P

500

Index

Fund

July

31,

2023

160

Portfolio

of

Investments

(continued)

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

ENERGY—continued

272,013

Williams

Cos,

Inc

$

9,370,848‌

TOTAL

ENERGY

365,909,868‌

EQUITY

REAL

ESTATE

INVESTMENT

TRUSTS

(REITS)

-

2.3%

35,392

Alexandria

Real

Estate

Equities,

Inc

4,448,066‌

103,855

American

Tower

Corp

19,764,645‌

31,453

AvalonBay

Communities,

Inc

5,933,608‌

34,520

Boston

Properties,

Inc

2,300,068‌

24,314

Camden

Property

Trust

2,652,414‌

97,113

Crown

Castle

International

Corp

10,516,367‌

64,466

Digital

Realty

Trust,

Inc

8,033,753‌

20,718

Equinix,

Inc

16,779,923‌

74,560

Equity

Residential

4,916,486‌

14,829

Essex

Property

Trust,

Inc

3,611,603‌

47,181

Extra

Space

Storage,

Inc

6,585,052‌

16,965

Federal

Realty

Investment

Trust

1,722,287‌

130,216

Healthpeak

Properties

Inc

2,842,615‌

164,177

Host

Hotels

and

Resorts,

Inc

3,020,857‌

128,689

Invitation

Homes,

Inc

4,568,459‌

67,027

Iron

Mountain,

Inc

4,115,458‌

142,558

Kimco

Realty

Corp

2,888,225‌

25,592

Mid-America

Apartment

Communities,

Inc

3,830,099‌

205,165

d

Prologis,

Inc

25,594,334‌

35,075

Public

Storage,

Inc

9,882,381‌

149,208

Realty

Income

Corp

9,097,212‌

37,155

Regency

Centers

Corp

2,434,767‌

24,224

SBA

Communications

Corp

5,303,845‌

71,445

Simon

Property

Group,

Inc

8,902,047‌

72,878

UDR,

Inc

2,979,253‌

88,015

Ventas,

Inc

4,270,488‌

228,709

VICI

Properties,

Inc

7,199,759‌

110,255

Welltower,

Inc

9,057,448‌

158,068

Weyerhaeuser

Co

5,383,796‌

TOTAL

EQUITY

REAL

ESTATE

INVESTMENT

TRUSTS

(REITS)

198,635,315‌

FINANCIAL

SERVICES

-

7.3%

132,528

American

Express

Co

22,381,329‌

23,360

Ameriprise

Financial,

Inc

8,139,792‌

155,287

Bank

of

New

York

Mellon

Corp

7,043,818‌

398,759

*

Berkshire

Hathaway,

Inc

(Class

B)

140,347,218‌

33,327

BlackRock,

Inc

24,623,654‌

85,833

Capital

One

Financial

Corp

10,044,178‌

24,613

CBOE

Global

Markets,

Inc

3,437,944‌

335,001

Charles

Schwab

Corp

22,143,566‌

80,178

CME

Group,

Inc

15,952,215‌

58,000

Discover

Financial

Services

6,121,900‌

8,678

Factset

Research

Systems,

Inc

3,775,277‌

131,053

Fidelity

National

Information

Services,

Inc

7,912,980‌

139,510

*

Fiserv,

Inc

17,607,557‌

16,029

*

FleetCor

Technologies,

Inc

3,989,778‌

64,603

Franklin

Resources,

Inc

1,888,992‌

57,391

Global

Payments,

Inc

6,327,358‌

74,313

Goldman

Sachs

Group,

Inc

26,445,767‌

124,868

Intercontinental

Exchange

Group,

Inc

14,334,846‌

107,287

Invesco

Ltd

1,802,422‌

16,010

Jack

Henry

&

Associates,

Inc

2,682,796‌

8,185

MarketAxess

Holdings,

Inc

2,203,566‌

187,068

Mastercard,

Inc

(Class

A)

73,757,171‌

35,333

Moody's

Corp

12,463,716‌

290,527

Morgan

Stanley

26,600,652‌

18,205

MSCI,

Inc

(Class

A)

9,977,796‌

76,041

Nasdaq

Inc

3,839,310‌

43,909

Northern

Trust

Corp

3,517,989‌

161

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

FINANCIAL

SERVICES—continued

247,898

*

PayPal

Holdings,

Inc

$

18,795,626‌

40,980

Raymond

James

Financial,

Inc

4,510,669‌

73,087

S&P

Global,

Inc

28,833,552‌

76,962

State

Street

Corp

5,575,127‌

93,177

Synchrony

Financial

3,218,333‌

50,653

T

Rowe

Price

Group,

Inc

6,243,489‌

361,797

Visa,

Inc

(Class

A)

86,010,001‌

TOTAL

FINANCIAL

SERVICES

632,550,384‌

FOOD,

BEVERAGE

&

TOBACCO

-

3.3%

398,733

Altria

Group,

Inc

18,110,453‌

120,688

Archer-Daniels-Midland

Co

10,253,652‌

39,931

Brown-Forman

Corp

(Class

B)

2,819,129‌

31,642

Bunge

Ltd

3,438,536‌

45,763

Campbell

Soup

Co

2,096,861‌

870,230

Coca-Cola

Co

53,893,344‌

108,553

ConAgra

Brands,

Inc

3,561,624‌

35,567

Constellation

Brands,

Inc

(Class

A)

9,702,678‌

132,842

General

Mills,

Inc

9,928,611‌

33,206

Hershey

Co

7,680,880‌

63,092

Hormel

Foods

Corp

2,579,201‌

24,423

J.M.

Smucker

Co

3,679,325‌

58,018

Kellogg

Co

3,880,824‌

189,253

Keurig

Dr

Pepper,

Inc

6,436,495‌

178,512

Kraft

Heinz

Co

6,458,564‌

32,592

Lamb

Weston

Holdings,

Inc

3,377,509‌

55,999

McCormick

&

Co,

Inc

5,010,790‌

42,893

Molson

Coors

Brewing

Co

(Class

B)

2,992,645‌

303,301

Mondelez

International,

Inc

22,483,703‌

173,668

*

Monster

Beverage

Corp

9,984,173‌

308,088

PepsiCo,

Inc

57,754,176‌

346,171

Philip

Morris

International,

Inc

34,520,172‌

63,087

Tyson

Foods,

Inc

(Class

A)

3,515,208‌

TOTAL

FOOD,

BEVERAGE

&

TOBACCO

284,158,553‌

HEALTH

CARE

EQUIPMENT

&

SERVICES

-

5.6%

388,192

Abbott

Laboratories

43,217,415‌

16,259

*

Align

Technology,

Inc

6,144,113‌

35,534

AmerisourceBergen

Corp

6,641,305‌

114,941

Baxter

International,

Inc

5,198,781‌

63,465

Becton

Dickinson

&

Co

17,682,618‌

320,645

*

Boston

Scientific

Corp

16,625,443‌

57,798

Cardinal

Health,

Inc

5,286,783‌

119,307

*

Centene

Corp

8,123,614‌

65,507

Cigna

Corp

19,331,116‌

10,666

Cooper

Cos,

Inc

4,173,179‌

285,565

CVS

Health

Corp

21,328,850‌

13,625

*

DaVita,

Inc

1,389,614‌

51,139

Dentsply

Sirona,

Inc

2,123,291‌

86,970

*

Dexcom,

Inc

10,832,983‌

135,766

*

Edwards

Lifesciences

Corp

11,142,316‌

53,001

Elevance

Health,

Inc

24,996,862‌

86,733

GE

HealthCare

Technologies,

Inc

6,765,174‌

46,476

HCA

Healthcare,

Inc

12,679,118‌

30,769

*

Henry

Schein,

Inc

2,424,290‌

56,496

*

Hologic,

Inc

4,486,912‌

28,121

Humana,

Inc

12,846,516‌

18,644

*

IDEXX

Laboratories,

Inc

10,342,386‌

15,506

*

Insulet

Corp

4,291,285‌

78,600

*

Intuitive

Surgical,

Inc

25,497,840‌

19,813

Laboratory

Corp

of

America

Holdings

4,238,595‌

30,203

McKesson

Corp

12,153,687‌

296,474

Medtronic

plc

26,018,558‌

S&P

500

Index

Fund

July

31,

2023

162

Portfolio

of

Investments

(continued)

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

HEALTH

CARE

EQUIPMENT

&

SERVICES—continued

13,382

*

Molina

Healthcare,

Inc

$

4,074,685‌

24,689

Quest

Diagnostics,

Inc

3,338,200‌

33,274

Resmed,

Inc

7,398,474‌

21,845

STERIS

plc

4,927,140‌

75,068

Stryker

Corp

21,275,022‌

10,983

Teleflex,

Inc

2,758,600‌

208,140

UnitedHealth

Group,

Inc

105,395,852‌

14,379

Universal

Health

Services,

Inc

(Class

B)

1,998,106‌

45,453

Zimmer

Biomet

Holdings,

Inc

6,279,332‌

TOTAL

HEALTH

CARE

EQUIPMENT

&

SERVICES

483,428,055‌

HOUSEHOLD

&

PERSONAL

PRODUCTS

-

1.5%

54,659

Church

&

Dwight

Co,

Inc

5,229,227‌

27,766

Clorox

Co

4,205,994‌

183,352

Colgate-Palmolive

Co

13,982,423‌

50,841

Estee

Lauder

Cos

(Class

A)

9,151,380‌

75,476

Kimberly-Clark

Corp

9,743,952‌

527,384

Procter

&

Gamble

Co

82,430,119‌

TOTAL

HOUSEHOLD

&

PERSONAL

PRODUCTS

124,743,095‌

INSURANCE

-

2.0%

123,443

Aflac,

Inc

8,929,867‌

58,729

Allstate

Corp

6,617,584‌

162,882

American

International

Group,

Inc

9,818,527‌

45,845

Aon

plc

14,601,632‌

83,470

*

Arch

Capital

Group

Ltd

6,484,784‌

47,918

Arthur

J.

Gallagher

&

Co

10,292,786‌

12,080

Assurant,

Inc

1,624,881‌

51,483

Brown

&

Brown,

Inc

3,626,977‌

91,202

Chubb

Ltd

18,642,601‌

35,721

Cincinnati

Financial

Corp

3,842,865‌

9,867

Everest

Re

Group

Ltd

3,557,152‌

19,933

Globe

Life,

Inc

2,235,885‌

67,007

Hartford

Financial

Services

Group,

Inc

4,816,463‌

43,479

Lincoln

National

Corp

1,219,151‌

44,446

Loews

Corp

2,784,542‌

110,445

Marsh

&

McLennan

Cos,

Inc

20,810,047‌

141,103

Metlife,

Inc

8,885,256‌

47,542

Principal

Financial

Group

3,797,180‌

130,814

Progressive

Corp

16,479,948‌

80,443

Prudential

Financial,

Inc

7,761,945‌

51,486

Travelers

Cos,

Inc

8,886,998‌

47,489

W.R.

Berkley

Corp

2,929,596‌

23,526

Willis

Towers

Watson

plc

4,971,750‌

TOTAL

INSURANCE

173,618,417‌

MATERIALS

-

2.5%

49,527

Air

Products

&

Chemicals,

Inc

15,122,079‌

25,733

Albemarle

Corp

5,462,601‌

335,491

Amcor

plc

3,442,138‌

17,087

Avery

Dennison

Corp

3,144,179‌

70,272

Ball

Corp

4,124,264‌

21,757

Celanese

Corp

(Series

A)

2,728,110‌

44,484

CF

Industries

Holdings,

Inc

3,651,247‌

156,122

Corteva,

Inc

8,809,964‌

157,539

Dow,

Inc

8,896,227‌

100,314

DuPont

de

Nemours,

Inc

7,787,376‌

26,022

Eastman

Chemical

Co

2,226,963‌

55,255

Ecolab,

Inc

10,119,401‌

27,638

FMC

Corp

2,659,605‌

321,436

Freeport-McMoRan,

Inc

(Class

B)

14,352,117‌

57,205

International

Flavors

&

Fragrances,

Inc

4,840,115‌

84,319

International

Paper

Co

3,040,543‌

163

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

MATERIALS—continued

109,023

Linde

plc

$

42,592,015‌

56,555

LyondellBasell

Industries

NV

5,591,027‌

13,591

Martin

Marietta

Materials,

Inc

6,067,838‌

77,317

Mosaic

Co

3,151,441‌

175,817

Newmont

Goldcorp

Corp

7,546,066‌

55,785

Nucor

Corp

9,600,041‌

21,086

Packaging

Corp

of

America

3,233,538‌

53,193

PPG

Industries,

Inc

7,654,473‌

37,423

Sealed

Air

Corp

1,707,237‌

52,729

Sherwin-Williams

Co

14,579,568‌

36,532

Steel

Dynamics,

Inc

3,893,580‌

30,252

Vulcan

Materials

Co

6,670,566‌

61,961

WestRock

Co

2,062,682‌

TOTAL

MATERIALS

214,757,001‌

MEDIA

&

ENTERTAINMENT

-

7.8%

159,790

Activision

Blizzard,

Inc

14,822,120‌

1,327,148

*

Alphabet,

Inc

(Class

A)

176,139,083‌

1,141,602

*

Alphabet,

Inc

(Class

C)

151,958,642‌

23,129

*

Charter

Communications,

Inc

9,371,640‌

929,470

Comcast

Corp

(Class

A)

42,067,812‌

58,237

Electronic

Arts,

Inc

7,940,615‌

62,585

Fox

Corp

(Class

A)

2,093,468‌

31,642

Fox

Corp

(Class

B)

993,875‌

81,983

Interpublic

Group

of

Cos,

Inc

2,806,278‌

31,566

*

Live

Nation,

Inc

2,769,917‌

65,757

*

Match

Group,

Inc

3,058,358‌

494,161

*

Meta

Platforms,

Inc

157,439,695‌

99,320

*

Netflix,

Inc

43,598,500‌

78,343

News

Corp

(Class

A)

1,552,758‌

23,960

News

Corp

(Class

B)

481,836‌

43,756

Omnicom

Group,

Inc

3,702,633‌

112,329

Paramount

Global

(Class

B)

1,800,634‌

34,995

*

Take-Two

Interactive

Software,

Inc

5,352,135‌

407,506

*

Walt

Disney

Co

36,223,208‌

488,795

*

Warner

Bros

Discovery,

Inc

6,388,551‌

TOTAL

MEDIA

&

ENTERTAINMENT

670,561,758‌

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES

-

7.4%

394,425

AbbVie,

Inc

58,998,092‌

64,876

Agilent

Technologies,

Inc

7,899,951‌

118,634

Amgen,

Inc

27,778,151‌

32,023

*

Biogen,

Inc

8,652,294‌

4,656

*

Bio-Rad

Laboratories,

Inc

(Class

A)

1,887,356‌

34,375

Bio-Techne

Corp

2,866,875‌

467,049

Bristol-Myers

Squibb

Co

29,045,777‌

39,403

*

Catalent,

Inc

1,911,834‌

11,068

*

Charles

River

Laboratories

International,

Inc

2,319,189‌

147,379

Danaher

Corp

37,590,488‌

176,124

Eli

Lilly

&

Co

80,057,164‌

277,709

Gilead

Sciences,

Inc

21,144,763‌

35,456

*

Illumina,

Inc

6,812,870‌

43,164

*

Incyte

Corp

2,750,410‌

41,870

*

IQVIA

Holdings,

Inc

9,368,831‌

580,790

Johnson

&

Johnson

97,299,749‌

567,249

Merck

&

Co,

Inc

60,497,106‌

4,954

*

Mettler-Toledo

International,

Inc

6,229,506‌

74,320

*

Moderna,

Inc

8,744,491‌

56,845

Organon

&

Co

1,249,453‌

29,364

PerkinElmer,

Inc

3,610,304‌

1,260,634

Pfizer,

Inc

45,458,462‌

24,000

*

Regeneron

Pharmaceuticals,

Inc

17,805,840‌

86,158

Thermo

Fisher

Scientific,

Inc

47,271,448‌

S&P

500

Index

Fund

July

31,

2023

164

Portfolio

of

Investments

(continued)

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES—continued

58,040

*

Vertex

Pharmaceuticals,

Inc

$

20,449,814‌

289,948

Viatris,

Inc

3,053,152‌

13,028

*

Waters

Corp

3,598,464‌

16,867

West

Pharmaceutical

Services,

Inc

6,207,731‌

102,281

Zoetis,

Inc

19,238,033‌

TOTAL

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES

639,797,598‌

REAL

ESTATE

MANAGEMENT

&

DEVELOPMENT

-

0.1%

67,569

*

CBRE

Group,

Inc

5,629,173‌

TOTAL

REAL

ESTATE

MANAGEMENT

&

DEVELOPMENT

5,629,173‌

RETAILING

-

0.1%

24,183

Tractor

Supply

Co

5,416,750‌

10,991

*

Ulta

Beauty,

Inc

4,888,797‌

TOTAL

RETAILING

10,305,547‌

SEMICONDUCTORS

&

SEMICONDUCTOR

EQUIPMENT

-

7.6%

359,015

*

Advanced

Micro

Devices,

Inc

41,071,316‌

112,939

Analog

Devices,

Inc

22,534,719‌

189,077

Applied

Materials,

Inc

28,662,182‌

93,203

Broadcom,

Inc

83,756,876‌

30,404

*

Enphase

Energy,

Inc

4,616,239‌

23,077

*

First

Solar,

Inc

4,786,170‌

932,958

Intel

Corp

33,371,908‌

30,378

KLA

Corp

15,612,773‌

30,113

Lam

Research

Corp

21,635,889‌

120,324

Microchip

Technology,

Inc

11,303,237‌

243,976

Micron

Technology,

Inc

17,417,447‌

10,166

Monolithic

Power

Systems,

Inc

5,687,775‌

552,520

NVIDIA

Corp

258,187,071‌

58,146

NXP

Semiconductors

NV

12,965,395‌

97,954

*

ON

Semiconductor

Corp

10,554,543‌

21,803

*

Qorvo,

Inc

2,398,766‌

249,435

QUALCOMM,

Inc

32,967,824‌

35,575

Skyworks

Solutions,

Inc

4,068,713‌

12,793

*

SolarEdge

Technologies,

Inc

3,088,998‌

35,418

Teradyne,

Inc

4,000,109‌

202,808

Texas

Instruments,

Inc

36,505,440‌

TOTAL

SEMICONDUCTORS

&

SEMICONDUCTOR

EQUIPMENT

655,193,390‌

SOFTWARE

&

SERVICES

-

11.2%

140,959

Accenture

plc

44,592,380‌

102,298

*

Adobe,

Inc

55,872,099‌

33,360

*

Akamai

Technologies,

Inc

3,152,520‌

19,596

*

Ansys,

Inc

6,703,792‌

47,312

*

Autodesk,

Inc

10,029,671‌

61,282

*

Cadence

Design

Systems,

Inc

14,340,601‌

35,187

*

Ceridian

HCM

Holding,

Inc

2,491,591‌

111,660

Cognizant

Technology

Solutions

Corp

(Class

A)

7,372,910‌

47,282

*

DXC

Technology

Co

1,307,347‌

12,625

*

EPAM

Systems,

Inc

2,989,726‌

5,669

*

Fair

Isaac

Corp

4,750,452‌

147,268

*

Fortinet,

Inc

11,445,669‌

17,770

*

Gartner,

Inc

6,283,294‌

125,151

Gen

Digital,

Inc

2,434,187‌

202,974

International

Business

Machines

Corp

29,264,791‌

62,897

Intuit,

Inc

32,184,395‌

1,661,081

Microsoft

Corp

557,990,329‌

343,531

Oracle

Corp

40,272,139‌

68,085

*

Palo

Alto

Networks,

Inc

17,018,527‌

11,164

Paycom

Software,

Inc

4,116,837‌

22,980

*

PTC,

Inc

3,350,714‌

23,902

Roper

Technologies,

Inc

11,784,881‌

165

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

SOFTWARE

&

SERVICES—continued

218,369

*

Salesforce,

Inc

$

49,135,209‌

45,584

*

ServiceNow,

Inc

26,575,472‌

34,118

*

Synopsys,

Inc

15,414,512‌

9,463

*

Tyler

Technologies,

Inc

3,753,310‌

21,010

*

VeriSign,

Inc

4,432,059‌

TOTAL

SOFTWARE

&

SERVICES

969,059,414‌

TECHNOLOGY

HARDWARE

&

EQUIPMENT

-

9.2%

133,410

Amphenol

Corp

(Class

A)

11,781,437‌

3,303,242

Apple,

Inc

648,921,891‌

56,071

*

Arista

Networks,

Inc

8,696,051‌

29,080

CDW

Corp

5,439,996‌

916,381

Cisco

Systems,

Inc

47,688,467‌

171,566

Corning,

Inc

5,822,950‌

13,932

*

F5

Networks,

Inc

2,204,600‌

287,347

Hewlett

Packard

Enterprise

Co

4,994,091‌

196,415

HP,

Inc

6,448,304‌

67,725

Juniper

Networks,

Inc

1,882,755‌

39,100

*

Keysight

Technologies,

Inc

6,298,228‌

37,857

Motorola

Solutions,

Inc

10,850,952‌

46,030

NetApp,

Inc

3,590,800‌

41,069

Seagate

Technology

Holdings

plc

2,607,882‌

70,086

TE

Connectivity

Ltd

10,056,640‌

10,440

*

Teledyne

Technologies,

Inc

4,014,493‌

52,825

*

Trimble

Inc

2,841,985‌

68,050

*

Western

Digital

Corp

2,896,208‌

11,682

*

Zebra

Technologies

Corp

(Class

A)

3,597,589‌

TOTAL

TECHNOLOGY

HARDWARE

&

EQUIPMENT

790,635,319‌

TELECOMMUNICATION

SERVICES

-

0.9%

1,583,659

AT&T,

Inc

22,994,729‌

129,814

*

T-Mobile

US,

Inc

17,884,475‌

936,803

Verizon

Communications,

Inc

31,926,246‌

TOTAL

TELECOMMUNICATION

SERVICES

72,805,450‌

TRANSPORTATION

-

1.6%

31,820

*

Alaska

Air

Group,

Inc

1,547,407‌

141,481

*

American

Airlines

Group,

Inc

2,369,807‌

27,054

CH

Robinson

Worldwide,

Inc

2,710,270‌

461,728

CSX

Corp

15,384,777‌

139,914

Delta

Air

Lines,

Inc

6,472,422‌

34,600

Expeditors

International

of

Washington,

Inc

4,404,580‌

51,117

FedEx

Corp

13,799,034‌

18,239

JB

Hunt

Transport

Services,

Inc

3,719,662‌

51,005

Norfolk

Southern

Corp

11,914,258‌

20,207

Old

Dominion

Freight

Line

8,476,634‌

140,153

Southwest

Airlines

Co

4,787,626‌

135,873

Union

Pacific

Corp

31,525,253‌

70,171

*

United

Airlines

Holdings

Inc

3,810,987‌

161,843

United

Parcel

Service,

Inc

(Class

B)

30,285,680‌

TOTAL

TRANSPORTATION

141,208,397‌

UTILITIES

-

2.5%

155,676

AES

Corp

3,367,272‌

58,485

Alliant

Energy

Corp

3,142,984‌

58,095

Ameren

Corp

4,976,999‌

112,880

American

Electric

Power

Co,

Inc

9,565,451‌

44,302

American

Water

Works

Co,

Inc

6,531,444‌

31,976

Atmos

Energy

Corp

3,891,799‌

143,644

Centerpoint

Energy,

Inc

4,322,248‌

66,413

CMS

Energy

Corp

4,055,842‌

77,669

Consolidated

Edison,

Inc

7,367,681‌

74,028

Constellation

Energy

Corp

7,154,806‌

S&P

500

Index

Fund

July

31,

2023

166

Portfolio

of

Investments

(continued)

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

UTILITIES—continued

190,050

Dominion

Energy,

Inc

$

10,177,177‌

45,592

DTE

Energy

Co

5,211,166‌

173,214

Duke

Energy

Corp

16,216,295‌

82,146

Edison

International

5,911,226‌

49,374

Entergy

Corp

5,070,710‌

53,436

Evergy,

Inc

3,204,557‌

77,168

Eversource

Energy

5,581,561‌

216,605

Exelon

Corp

9,067,085‌

122,355

FirstEnergy

Corp

4,819,563‌

452,190

NextEra

Energy,

Inc

33,145,527‌

89,662

NiSource,

Inc

2,496,190‌

50,054

NRG

Energy,

Inc

1,901,551‌

360,430

*,b

PG&E

Corp

6,347,172‌

25,719

Pinnacle

West

Capital

Corp

2,130,048‌

165,539

PPL

Corp

4,557,289‌

111,338

Public

Service

Enterprise

Group,

Inc

7,027,655‌

69,081

Sempra

Energy

10,294,451‌

244,090

Southern

Co

17,657,471‌

69,113

WEC

Energy

Group,

Inc

6,210,494‌

120,293

Xcel

Energy,

Inc

7,545,980‌

TOTAL

UTILITIES

218,949,694‌

TOTAL

COMMON

STOCKS

8,561,599,332‌

(Cost

$3,718,943,386)

TOTAL

LONG-TERM

INVESTMENTS

8,561,599,332‌

(Cost

$3,718,943,386)

PRINCIPAL

RATE

MATURITY

DATE

SHORT-TERM

INVESTMENTS

-

0.6%

GOVERNMENT

AGENCY

DEBT

-

0.2%

$

2,825,000

Federal

Home

Loan

Bank

(FHLB)

0.000

%

08/09/23

2,821,819‌

10,000,000

FHLB

0.000

08/23/23

9,969,069‌

5,100,000

FHLB

0.000

09/22/23

5,062,584‌

TOTAL

GOVERNMENT

AGENCY

DEBT

17,853,472‌

REPURCHASE

AGREEMENT

-

0.3%

25,110,000

r

Fixed

Income

Clearing

Corp

(FICC)

5.300

08/01/23

25,110,000‌

2,113,000

s

Fixed

Income

Clearing

Corp

(FICC)

5.280

08/01/23

2,113,000‌

TOTAL

REPURCHASE

AGREEMENT

27,223,000‌

TREASURY

DEBT

-

0.1%

4,000,000

United

States

Treasury

Bill

0.000

08/08/23

3,995,930‌

TOTAL

TREASURY

DEBT

3,995,930‌

TOTAL

SHORT-TERM

INVESTMENTS

49,072,402‌

(Cost

$49,072,392)

SHARES

EXP

INVESTMENTS

PURCHASED

WITH

COLLATERAL

FROM

SECURITIES

LENDING

-

0.0%

7,729

c

State

Street

Navigator

Securities

Lending

Government

Money

Market

Portfolio

5.340

7,729‌

TOTAL

INVESTMENTS

PURCHASED

WITH

COLLATERAL

FROM

SECURITIES

LENDING

7,729‌

(Cost

$7,729)

TOTAL

INVESTMENTS

-

99.9%

8,610,679,463‌

(Cost

$3,768,023,507)

OTHER

ASSETS

&

LIABILITIES,

NET

-

0.1%

11,947,275‌

NET

ASSETS

-

100.0%

$

8,622,626,738‌

167

Principal

denominated

in

U.S.

Dollars,

unless

otherwise

noted. 

REIT

Real

Estate

Investment

Trust

*

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.

r

Agreement

with

Fixed

Income

Clearing

Corp

(FICC),

5.300%

dated

7/31/23

to

be

repurchased

at

$25,110,000

on

8/1/23,

collateralized

by

Government

Agency

Securities,

with

coupon

rate

1.500%

and

maturity

date

11/30/28,

valued

at

$25,612,230.

s

Agreement

with

Fixed

Income

Clearing

Corp

(FICC),

5.280%

dated

7/31/23

to

be

repurchased

at

$2,113,000

on

8/1/23,

collateralized

by

Government

Agency

Securities,

with

coupon

rate

1.500%

and

maturity

date

11/30/28,

valued

at

$2,155,326.

Futures

Contracts

-

Long

Description

Number

of

Contracts

Expiration

Date

Notional

Amount

Value

Unrealized

Appreciation

(Depreciation)

S&P

500

E

Mini

Index

209‌

09/15/23

 $

46,685,633‌

$

48,221,525‌

$

1,535,892‌

Small-Cap

Blend

Index

Fund

July

31,

2023

Portfolio

of

Investments

168

(Unaudited)

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

LONG-TERM

INVESTMENTS

-

99.1%

COMMON

STOCKS

-

99.1%

AUTOMOBILES

&

COMPONENTS

-

1.7%

130,666

*

Adient

plc

$

5,561,145‌

152,153

*

American

Axle

&

Manufacturing

Holdings,

Inc

1,437,846‌

22,990

*

Cooper-Standard

Holding,

Inc

423,476‌

176,054

Dana

Inc

3,341,505‌

35,821

*

Dorman

Products,

Inc

3,033,680‌

264,884

*,e

Fisker,

Inc

1,634,334‌

58,301

*

Fox

Factory

Holding

Corp

6,523,882‌

46,226

*

Gentherm,

Inc

2,762,928‌

386,619

*

Goodyear

Tire

&

Rubber

Co

6,216,834‌

70,415

*,e

Holley,

Inc

445,727‌

34,218

LCI

Industries,

Inc

4,662,887‌

14,599

*,e

Livewire

Group,

Inc

176,940‌

369,808

*,e

Luminar

Technologies,

Inc

2,736,579‌

69,245

*

Modine

Manufacturing

Co

2,600,842‌

29,771

Patrick

Industries,

Inc

2,576,680‌

211,191

*,e

Solid

Power,

Inc

604,006‌

27,671

Standard

Motor

Products,

Inc

1,056,202‌

35,980

*

Stoneridge,

Inc

735,431‌

38,274

*

Visteon

Corp

5,897,641‌

40,384

Winnebago

Industries,

Inc

2,778,419‌

230,006

*,e

Workhorse

Group,

Inc

305,908‌

30,055

*

XPEL,

Inc

2,441,368‌

TOTAL

AUTOMOBILES

&

COMPONENTS

57,954,260‌

BANKS

-

8.7%

22,523

1st

Source

Corp

1,056,329‌

11,792

e

ACNB

Corp

409,182‌

24,152

Amalgamated

Financial

Corp

482,074‌

40,519

Amerant

Bancorp

Inc

803,087‌

14,438

American

National

Bankshares,

Inc

596,001‌

90,964

Ameris

Bancorp

3,970,579‌

10,397

e

Ames

National

Corp

200,246‌

19,697

Arrow

Financial

Corp

396,304‌

204,530

Associated

Banc-Corp

3,875,843‌

101,016

Atlantic

Union

Bankshares

Corp

3,230,492‌

76,952

*

Axos

Financial,

Inc

3,616,744‌

68,341

Banc

of

California,

Inc

971,126‌

29,471

Bancfirst

Corp

2,944,153‌

12,386

e

Bank

First

Corp

1,094,427‌

52,621

e

Bank

of

Hawaii

Corp

3,006,238‌

24,741

Bank

of

Marin

Bancorp

519,066‌

65,975

Bank

of

NT

Butterfield

&

Son

Ltd

2,119,777‌

4,212

Bank7

Corp

111,450‌

104,726

BankUnited

3,125,024‌

7,880

Bankwell

Financial

Group,

Inc

215,518‌

46,687

Banner

Corp

2,222,768‌

23,266

Bar

Harbor

Bankshares

635,394‌

17,953

Baycom

Corp

361,932‌

17,299

BCB

Bancorp,

Inc

222,292‌

58,022

Berkshire

Hills

Bancorp,

Inc

1,323,482‌

36,744

*

Blue

Foundry

Bancorp

375,156‌

22,285

Blue

Ridge

Bankshares,

Inc

187,863‌

28,761

*

Bridgewater

Bancshares,

Inc

308,030‌

116,618

Brookline

Bancorp,

Inc

1,245,480‌

8,547

Burke

&

Herbert

Financial

Services

Corp

461,453‌

169

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

BANKS—continued

32,019

Business

First

Bancshares,

Inc

$

654,789‌

31,420

Byline

Bancorp,

Inc

689,669‌

4,213

e

C&F

Financial

Corp

236,897‌

248,708

Cadence

BanCorp

6,230,135‌

10,058

Cambridge

Bancorp

618,969‌

21,791

Camden

National

Corp

753,533‌

12,139

e

Capital

Bancorp,

Inc

244,601‌

18,901

Capital

City

Bank

Group,

Inc

612,959‌

181,435

Capitol

Federal

Financial

1,202,914‌

26,939

Capstar

Financial

Holdings,

Inc

400,852‌

33,893

*

Carter

Bankshares,

Inc

497,888‌

94,969

Cathay

General

Bancorp

3,612,621‌

36,449

Central

Pacific

Financial

Corp

664,830‌

12,827

e

Central

Valley

Community

Bancorp

219,342‌

4,222

e

Chemung

Financial

Corp

180,111‌

8,887

e

ChoiceOne

Financial

Services,

Inc

215,510‌

19,873

Citizens

&

Northern

Corp

421,308‌

5,818

e

Citizens

Financial

Services,

Inc

410,024‌

20,115

City

Holding

Co

1,989,575‌

18,904

Civista

Bancshares,

Inc

344,809‌

32,004

CNB

Financial

Corp

622,798‌

13,841

*

Coastal

Financial

Corp

625,198‌

12,090

e

Codorus

Valley

Bancorp,

Inc

265,859‌

22,879

Colony

Bankcorp

Inc

245,263‌

45,268

*,e

Columbia

Financial,

Inc

791,285‌

73,027

Community

Bank

System,

Inc

3,931,043‌

23,112

Community

Trust

Bancorp,

Inc

887,039‌

53,399

ConnectOne

Bancorp,

Inc

1,093,078‌

59,959

*

CrossFirst

Bankshares,

Inc

699,722‌

40,843

*

Customers

Bancorp,

Inc

1,714,589‌

183,751

CVB

Financial

Corp

3,467,381‌

45,964

Dime

Community

Bancshares,

Inc

1,029,594‌

42,002

Eagle

Bancorp,

Inc

1,163,455‌

211,771

Eastern

Bankshares,

Inc

2,990,207‌

12,398

Enterprise

Bancorp,

Inc

394,752‌

47,861

Enterprise

Financial

Services

Corp

1,962,301‌

21,429

Equity

Bancshares,

Inc

582,012‌

9,679

Esquire

Financial

Holdings,

Inc

483,418‌

11,338

e

ESSA

Bancorp,

Inc

188,438‌

6,438

Evans

Bancorp,

Inc

191,337‌

16,904

e

Farmers

&

Merchants

Bancorp,

Inc

360,393‌

51,109

Farmers

National

Banc

Corp

702,749‌

48,789

FB

Financial

Corp

1,728,106‌

6,177

e

Fidelity

D&D

Bancorp,

Inc

313,421‌

20,676

Financial

Institutions,

Inc

396,566‌

53,480

First

Bancorp

1,769,118‌

247,124

First

Bancorp

3,669,791‌

13,531

First

Bancorp,

Inc

357,083‌

39,275

First

Bancshares,

Inc

1,229,700‌

21,560

e

First

Bank

269,500‌

71,497

First

Busey

Corp

1,548,625‌

9,719

First

Business

Financial

Services,

Inc

330,349‌

134,738

First

Commonwealth

Financial

Corp

1,945,617‌

21,836

First

Community

Bancshares,

Inc

734,345‌

8,906

e

First

Community

Corp

175,893‌

126,848

First

Financial

Bancorp

2,928,920‌

178,131

First

Financial

Bankshares,

Inc

5,805,289‌

17,266

First

Financial

Corp

659,734‌

80,158

First

Foundation,

Inc

585,955‌

118,863

First

Interstate

Bancsystem,

Inc

3,414,934‌

77,257

First

Merchants

Corp

2,481,495‌

24,674

First

Mid-Illinois

Bancshares,

Inc

755,271‌

36,510

First

of

Long

Island

Corp

508,949‌

Small-Cap

Blend

Index

Fund

July

31,

2023

170

Portfolio

of

Investments

(continued)

Portfolio

of

Investments

(continued)

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

BANKS—continued

11,035

*

First

Western

Financial,

Inc

$

228,866‌

16,956

Five

Star

Bancorp

418,474‌

38,663

Flushing

Financial

Corp

610,102‌

8,212

FS

Bancorp,

Inc

254,572‌

220,744

Fulton

Financial

Corp

3,156,639‌

17,596

*,e

FVCBankcorp,

Inc

226,285‌

37,852

German

American

Bancorp,

Inc

1,115,120‌

152,338

Glacier

Bancorp,

Inc

4,981,453‌

14,218

Great

Southern

Bancorp,

Inc

786,682‌

9,442

e

Greene

County

Bancorp,

Inc

325,371‌

11,476

Guaranty

Bancshares,

Inc

364,822‌

118,135

Hancock

Whitney

Corp

5,199,121‌

40,201

Hanmi

Financial

Corp

763,819‌

57,370

HarborOne

Northeast

Bancorp,

Inc

601,811‌

14,060

HBT

Financial,

Inc

278,950‌

54,387

Heartland

Financial

USA,

Inc

1,867,650‌

89,942

Heritage

Commerce

Corp

863,443‌

45,837

Heritage

Financial

Corp

859,902‌

67,069

Hilltop

Holdings,

Inc

2,074,444‌

2,335

e

Hingham

Institution

for

Savings

519,421‌

10,191

Home

Bancorp,

Inc

363,003‌

253,610

Home

Bancshares,

Inc

6,165,259‌

25,132

e

HomeStreet,

Inc

231,214‌

23,489

HomeTrust

Bancshares,

Inc

571,018‌

154,369

Hope

Bancorp,

Inc

1,676,447‌

62,708

Horizon

Bancorp

776,952‌

62,736

Independent

Bank

Corp

3,779,844‌

27,331

Independent

Bank

Corp

564,658‌

47,956

Independent

Bank

Group,

Inc

2,151,786‌

70,188

International

Bancshares

Corp

3,484,132‌

15,873

John

Marshall

Bancorp,

Inc

301,587‌

82,192

Kearny

Financial

Corp

706,029‌

85,125

Lakeland

Bancorp,

Inc

1,286,239‌

34,300

Lakeland

Financial

Corp

1,901,592‌

13,925

e

LCNB

Corp

244,105‌

45,800

Live

Oak

Bancshares,

Inc

1,734,446‌

20,572

Luther

Burbank

Corp

211,892‌

31,812

Macatawa

Bank

Corp

313,348‌

8,429

e

MainStreet

Bancshares

Inc

201,200‌

21,514

Mercantile

Bank

Corp

755,572‌

36,082

Meta

Financial

Group,

Inc

1,874,821‌

25,254

Metrocity

Bankshares,

Inc

541,446‌

15,203

*,e

Metropolitan

Bank

Holding

Corp

688,544‌

19,978

Mid

Penn

Bancorp,

Inc

469,483‌

10,348

e

Middlefield

Banc

Corp

302,782‌

30,386

Midland

States

Bancorp,

Inc

711,944‌

19,523

MidWestOne

Financial

Group,

Inc

478,899‌

14,402

MVB

Financial

Corp

368,547‌

48,263

National

Bank

Holdings

Corp

1,658,317‌

7,584

e

National

Bankshares,

Inc

225,776‌

55,298

NBT

Bancorp,

Inc

2,057,086‌

17,526

Nicolet

Bankshares,

Inc

1,466,050‌

9,396

Northeast

Bank

447,625‌

16,523

e

Northeast

Community

Bancorp,

Inc

267,507‌

65,928

Northfield

Bancorp,

Inc

803,003‌

6,833

Northrim

BanCorp,

Inc

326,617‌

169,890

Northwest

Bancshares,

Inc

2,099,840‌

9,670

e

Norwood

Financial

Corp

307,989‌

8,516

e

Oak

Valley

Bancorp

233,253‌

76,927

OceanFirst

Financial

Corp

1,433,150‌

63,196

OFG

Bancorp

2,116,434‌

402,534

Old

National

Bancorp

6,855,154‌

59,123

Old

Second

Bancorp,

Inc

945,377‌

171

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

BANKS—continued

6,875

e

Orange

County

Bancorp,

Inc

$

309,650‌

37,792

Origin

Bancorp,

Inc

1,232,019‌

13,166

Orrstown

Financial

Services,

Inc

308,084‌

128,351

Pacific

Premier

Bancorp,

Inc

3,278,085‌

162,205

e

PacWest

Bancorp

1,508,507‌

19,482

Park

National

Corp

2,172,633‌

14,104

e

Parke

Bancorp,

Inc

279,823‌

16,298

e

PCB

Bancorp

265,983‌

22,380

Peapack

Gladstone

Financial

Corp

654,167‌

8,610

e

Penns

Woods

Bancorp,

Inc

232,212‌

44,175

Peoples

Bancorp,

Inc

1,244,410‌

9,455

Peoples

Financial

Services

Corp

436,726‌

16,955

*,e

Pioneer

Bancorp,

Inc

166,668‌

7,210

e

Plumas

Bancorp

260,858‌

27,093

*,e

Ponce

Financial

Group,

Inc

250,068‌

17,517

Preferred

Bank

1,157,523‌

49,051

Premier

Financial

Corp

1,062,445‌

26,697

Primis

Financial

Corp

253,888‌

6,731

e

Princeton

Bancorp,

Inc

201,324‌

101,591

Provident

Financial

Services,

Inc

1,883,497‌

20,262

QCR

Holdings,

Inc

1,038,022‌

19,233

RBB

Bancorp

282,148‌

5,706

Red

River

Bancshares

Inc

279,651‌

74,644

Renasant

Corp

2,309,485‌

10,738

Republic

Bancorp,

Inc

(Class

A)

492,123‌

51,685

S&T

Bancorp,

Inc

1,632,212‌

58,089

Sandy

Spring

Bancorp,

Inc

1,421,438‌

111,932

Seacoast

Banking

Corp

of

Florida

2,765,840‌

68,820

ServisFirst

Bancshares,

Inc

4,107,178‌

39,076

Shore

Bancshares,

Inc

465,004‌

18,048

Sierra

Bancorp

380,091‌

166,157

Simmons

First

National

Corp

(Class

A)

3,354,710‌

21,563

SmartFinancial,

Inc

541,663‌

13,413

South

Plains

Financial

Inc

360,139‌

101,990

South

State

Corp

7,921,563‌

10,600

*

Southern

First

Bancshares,

Inc

319,908‌

11,088

Southern

Missouri

Bancorp,

Inc

533,000‌

9,401

Southern

States

Bancshares,

Inc

236,435‌

39,907

e

Southside

Bancshares,

Inc

1,325,311‌

64,673

Stellar

Bancorp,

Inc

1,607,771‌

23,940

*

Sterling

Bancorp,

Inc

142,204‌

39,679

Stock

Yards

Bancorp,

Inc

1,897,053‌

14,067

Summit

Financial

Group,

Inc

317,352‌

66,343

*

Texas

Capital

Bancshares,

Inc

4,236,001‌

74,891

*

The

Bancorp,

Inc

2,838,369‌

17,897

*

Third

Coast

Bancshares,

Inc

370,110‌

9,087

e

Timberland

Bancorp,

Inc

284,332‌

18,120

Tompkins

Financial

Corp

1,090,099‌

94,495

Towne

Bank

2,388,834‌

40,828

Trico

Bancshares

1,526,151‌

31,145

Triumph

Bancorp,

Inc

2,208,492‌

25,242

TrustCo

Bank

Corp

NY

767,104‌

81,793

Trustmark

Corp

2,147,884‌

60,546

UMB

Financial

Corp

4,298,766‌

178,300

United

Bankshares,

Inc

5,962,352‌

154,100

United

Community

Banks,

Inc

4,479,687‌

7,945

Unity

Bancorp,

Inc

210,701‌

39,080

Univest

Financial

Corp

762,060‌

15,236

*

USCB

Financial

Holdings,

Inc

166,987‌

589,287

Valley

National

Bancorp

6,046,085‌

76,171

Veritex

Holdings,

Inc

1,638,438‌

5,470

e

Virginia

National

Bankshares

Corp

198,178‌

87,860

Washington

Federal,

Inc

2,727,174‌

Small-Cap

Blend

Index

Fund

July

31,

2023

172

Portfolio

of

Investments

(continued)

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

BANKS—continued

22,490

Washington

Trust

Bancorp,

Inc

$

721,029‌

77,647

WesBanco,

Inc

2,174,892‌

22,562

West

Bancorporation,

Inc

452,594‌

34,720

Westamerica

Bancorporation

1,707,877‌

83,915

WSFS

Financial

Corp

3,671,281‌

TOTAL

BANKS

299,850,680‌

CAPITAL

GOODS

-

11.3%

80,326

*,e

374Water,

Inc

159,849‌

170,902

*

3D

Systems

Corp

1,488,556‌

61,061

Aaon,

Inc

6,427,281‌

45,361

*

AAR

Corp

2,712,588‌

34,015

*

Aerovironment,

Inc

3,240,269‌

32,808

*

AerSale

Corp

492,448‌

13,958

Alamo

Group,

Inc

2,704,502‌

42,671

Albany

International

Corp

(Class

A)

4,108,364‌

18,217

Allied

Motion

Technologies,

Inc

708,641‌

27,778

Alta

Equipment

Group,

Inc

448,615‌

43,486

*

Ameresco,

Inc

2,531,320‌

22,409

*

American

Woodmark

Corp

1,717,426‌

7,149

*,e

Amprius

Technologies,

Inc

53,689‌

279,140

*

API

Group

Corp

8,028,066‌

29,107

Apogee

Enterprises,

Inc

1,441,670‌

51,697

Applied

Industrial

Technologies,

Inc

7,495,548‌

199,523

*,e

Archer

Aviation,

Inc

1,342,790‌

66,811

Arcosa,

Inc

5,156,473‌

19,637

Argan,

Inc

746,991‌

207,694

*

Array

Technologies,

Inc

3,956,571‌

31,826

Astec

Industries,

Inc

1,572,204‌

34,552

*

Astronics

Corp

724,901‌

53,554

*

Atkore

International

Group,

Inc

8,497,413‌

32,520

AZZ,

Inc

1,441,612‌

80,764

*

Babcock

&

Wilcox

Enterprises,

Inc

442,587‌

66,958

Barnes

Group,

Inc

2,631,449‌

67,399

*

Beacon

Roofing

Supply,

Inc

5,774,072‌

63,987

*,e

Blink

Charging

Co

409,517‌

261,471

*,e

Bloom

Energy

Corp

4,669,872‌

24,745

*

Blue

Bird

Corp

518,160‌

11,616

*

BlueLinx

Holdings,

Inc

1,094,692‌

54,008

Boise

Cascade

Co

5,589,288‌

13,471

*

Bowman

Consulting

Group

Ltd

466,770‌

35,922

Brookfield

Business

Corp

737,119‌

25,296

Cadre

Holdings,

Inc

588,638‌

57,522

*

Chart

Industries,

Inc

10,478,208‌

24,582

*

CIRCOR

International,

Inc

1,369,217‌

37,075

Columbus

McKinnon

Corp

1,569,755‌

48,589

Comfort

Systems

USA,

Inc

8,453,028‌

41,851

*

Commercial

Vehicle

Group,

Inc

439,435‌

32,351

*

Concrete

Pumping

Holdings

Inc

261,073‌

53,512

*

Construction

Partners

Inc

1,573,253‌

20,677

CSW

Industrials,

Inc

3,733,232‌

79,327

*,e

Custom

Truck

One

Source,

Inc

548,943‌

369,528

*,e

Desktop

Metal,

Inc

672,541‌

29,703

Douglas

Dynamics,

Inc

922,278‌

15,400

*

Ducommun,

Inc

772,156‌

21,271

*

DXP

Enterprises,

Inc

807,873‌

39,321

*

Dycom

Industries,

Inc

3,915,585‌

23,001

Encore

Wire

Corp

3,926,041‌

73,823

*

Energy

Recovery,

Inc

2,250,125‌

134,808

*,e

Energy

Vault

Holdings,

Inc

451,607‌

80,935

Enerpac

Tool

Group

Corp

2,224,094‌

55,652

EnerSys

6,028,225‌

185,705

*,e

Enovix

Corp

3,996,372‌

173

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

CAPITAL

GOODS—continued

28,563

EnPro

Industries,

Inc

$

3,963,973‌

146,909

*,e

Eos

Energy

Enterprises,

Inc

361,396‌

35,166

ESCO

Technologies,

Inc

3,535,941‌

112,738

*,e

ESS

Tech,

Inc

217,584‌

24,700

*,e

Eve

Holding,

Inc

226,005‌

6,471

*

EVI

Industries,

Inc

164,622‌

81,650

Federal

Signal

Corp

4,987,998‌

52,183

*,e

Fluence

Energy,

Inc

1,525,831‌

195,369

*

Fluor

Corp

6,052,532‌

62,885

Franklin

Electric

Co,

Inc

6,214,296‌

134,243

FTAI

Aviation

Ltd

4,323,967‌

86,060

*,e

FTC

Solar,

Inc

327,028‌

553,351

*,e

FuelCell

Energy,

Inc

1,211,839‌

48,095

GATX

Corp

6,029,189‌

13,295

*

Gencor

Industries,

Inc

202,749‌

42,615

*

Gibraltar

Industries,

Inc

2,755,912‌

16,083

Global

Industrial

Co

458,365‌

56,115

*

GMS,

Inc

4,135,114‌

31,797

Gorman-Rupp

Co

1,007,965‌

272,867

GrafTech

International

Ltd

1,440,738‌

59,822

Granite

Construction,

Inc

2,448,514‌

92,133

*

Great

Lakes

Dredge

&

Dock

Corp

773,917‌

42,933

Greenbrier

Cos,

Inc

1,983,075‌

60,899

Griffon

Corp

2,540,706‌

43,018

H&E

Equipment

Services,

Inc

2,089,814‌

44,563

Helios

Technologies,

Inc

2,816,382‌

38,059

Herc

Holdings,

Inc

5,093,436‌

94,970

Hillenbrand,

Inc

4,932,742‌

230,825

*

Hillman

Solutions

Corp

2,271,318‌

57,445

*

Hudson

Technologies,

Inc

522,175‌

187,746

*,e

Hyliion

Holdings

Corp

369,860‌

14,404

Hyster-Yale

Materials

Handling,

Inc

687,935‌

11,331

*

IES

Holdings,

Inc

649,493‌

60,268

*,e

INNOVATE

Corp

99,442‌

24,320

Insteel

Industries,

Inc

784,320‌

118,753

*

Janus

International

Group,

Inc

1,356,159‌

113,834

*

JELD-WEN

Holding,

Inc

2,027,384‌

43,320

John

Bean

Technologies

Corp

5,354,785‌

15,881

Kadant,

Inc

3,539,081‌

39,353

Kaman

Corp

900,790‌

7,176

Karat

Packaging,

Inc

145,888‌

111,631

Kennametal,

Inc

3,402,513‌

167,693

*

Kratos

Defense

&

Security

Solutions,

Inc

2,530,487‌

6,688

*

Lawson

Products,

Inc

370,783‌

68,428

*,e

Leonardo

DRS,

Inc

1,142,063‌

12,296

*

Limbach

Holdings,

Inc

324,860‌

14,764

Lindsay

Corp

1,956,673‌

35,165

e

LSI

Industries,

Inc

443,079‌

35,921

Luxfer

Holdings

plc

454,760‌

45,765

*

Manitowoc

Co,

Inc

829,262‌

30,558

*

Masonite

International

Corp

3,194,839‌

174,144

*

Masterbrand,

Inc

2,150,678‌

14,640

*,e

Mayville

Engineering

Co

Inc

176,998‌

32,462

McGrath

RentCorp

3,128,688‌

151,416

*,e

Microvast

Holdings,

Inc

434,564‌

16,309

Miller

Industries,

Inc

618,763‌

39,023

Moog,

Inc

(Class

A)

4,114,585‌

111,751

*

MRC

Global,

Inc

1,261,669‌

75,434

Mueller

Industries,

Inc

6,114,680‌

215,814

Mueller

Water

Products,

Inc

(Class

A)

3,472,447‌

22,003

*

MYR

Group,

Inc

3,136,748‌

6,945

National

Presto

Industries,

Inc

543,863‌

59,109

*

NEXTracker,

Inc

2,503,266‌

Small-Cap

Blend

Index

Fund

July

31,

2023

174

Portfolio

of

Investments

(continued)

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

CAPITAL

GOODS—continued

803,795

*,e

Nikola

Corp

$

2,146,133‌

16,298

*

Northwest

Pipe

Co

530,989‌

155,646

*

NOW,

Inc

1,772,808‌

71,332

*,e

NuScale

Power

Corp

540,697‌

4,550

Omega

Flex,

Inc

407,316‌

27,268

Park

Aerospace

Corp

396,204‌

10,937

Park-Ohio

Holdings

Corp

210,756‌

54,679

*

Parsons

Corp

2,702,236‌

79,388

*

PGT

Innovations,

Inc

2,271,291‌

12,060

Powell

Industries,

Inc

733,007‌

3,385

Preformed

Line

Products

Co

587,331‌

73,659

Primoris

Services

Corp

2,339,410‌

202,938

*,e

Proterra,

Inc

342,965‌

37,417

*

Proto

Labs,

Inc

1,240,374‌

43,563

Quanex

Building

Products

Corp

1,225,863‌

27,132

*,e

Redwire

Corp

98,760‌

198,148

*

Resideo

Technologies,

Inc

3,709,331‌

46,541

REV

Group,

Inc

601,775‌

378,736

*,e

Rocket

Lab

USA,

Inc

2,791,284‌

56,944

Rush

Enterprises,

Inc

(Class

A)

3,683,138‌

8,444

e

Rush

Enterprises,

Inc

(Class

B)

580,187‌

172,581

*,e

SES

AI

Corp

541,904‌

232,623

*

Shoals

Technologies

Group,

Inc

6,038,893‌

46,436

Shyft

Group,

Inc

670,071‌

57,821

Simpson

Manufacturing

Co,

Inc

9,135,718‌

77,038

*,e

SKYX

Platforms

Corp

163,321‌

59,898

*

SPX

Technologies,

Inc

5,067,970‌

16,104

Standex

International

Corp

2,392,571‌

199,739

*,e

Stem,

Inc

1,412,155‌

39,865

*

Sterling

Construction

Co,

Inc

2,391,501‌

115,662

*,e

SunPower

Corp

1,141,584‌

25,158

Tennant

Co

2,018,678‌

91,462

Terex

Corp

5,362,417‌

116,727

*,e

Terran

Orbital

Corp

175,091‌

57,551

Textainer

Group

Holdings

Ltd

2,365,346‌

45,098

*

Thermon

Group

Holdings

1,245,156‌

68,813

*

Titan

International,

Inc

859,474‌

29,296

*

Titan

Machinery,

Inc

935,128‌

43,078

*

TPI

Composites,

Inc

255,883‌

9,859

*

Transcat

Inc

826,973‌

111,986

Trinity

Industries,

Inc

2,936,273‌

75,019

Triton

International

Ltd

6,324,852‌

86,691

*

Triumph

Group,

Inc

1,096,641‌

70,771

*

Tutor

Perini

Corp

598,015‌

80,697

UFP

Industries,

Inc

8,292,424‌

16,056

*

Vectrus,

Inc

826,242‌

122,119

*,e

Velo3D,

Inc

279,653‌

17,713

Veritiv

Corp

2,482,123‌

29,577

*

Vicor

Corp

2,729,070‌

344,139

*,e

Virgin

Galactic

Holdings,

Inc

1,472,915‌

64,682

Wabash

National

Corp

1,531,670‌

36,810

Watts

Water

Technologies,

Inc

(Class

A)

6,866,169‌

3,320

*

Willis

Lease

Finance

Corp

140,403‌

46,882

*,e

Xometry,

Inc

973,270‌

199,066

Zurn

Water

Solutions

Corp

6,059,569‌

TOTAL

CAPITAL

GOODS

391,870,498‌

COMMERCIAL

&

PROFESSIONAL

SERVICES

-

3.8%

89,331

ABM

Industries,

Inc

4,134,239‌

126,811

ACCO

Brands

Corp

772,279‌

172,288

*

ACV

Auctions,

Inc

3,013,317‌

536,939

*

Alight,

Inc

5,251,263‌

41,199

Aris

Water

Solution,

Inc

450,305‌

175

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

COMMERCIAL

&

PROFESSIONAL

SERVICES—continued

67,104

*

ASGN

Inc

$

5,121,377‌

415,424

*,e

Aurora

Innovation,

Inc

1,362,591‌

9,094

Barrett

Business

Services,

Inc

825,099‌

162,423

*,e

BlackSky

Technology,

Inc

323,222‌

64,123

*

BrightView

Holdings,

Inc

494,388‌

62,191

Brink's

Co

4,537,455‌

75,359

*

Casella

Waste

Systems,

Inc

(Class

A)

6,080,718‌

64,397

*

CBIZ,

Inc

3,405,957‌

39,690

*

Ceco

Environmental

Corp

477,868‌

24,639

*

Cimpress

plc

1,712,411‌

1,670

Compx

International,

Inc

37,809‌

239,412

*

Conduent,

Inc

828,366‌

154,642

*

CoreCivic,

Inc

1,500,027‌

9,209

CRA

International,

Inc

921,729‌

41,641

CSG

Systems

International,

Inc

2,148,259‌

61,500

Deluxe

Corp

1,167,885‌

34,296

Ennis,

Inc

738,736‌

44,356

*

ExlService

Holdings,

Inc

6,251,978‌

69,654

Exponent,

Inc

6,239,605‌

78,022

*

First

Advantage

Corp

1,170,330‌

84,577

*

FiscalNote

Holdings,

Inc

277,413‌

15,725

*

Forrester

Research,

Inc

501,156‌

15,776

*

Franklin

Covey

Co

751,726‌

167,664

*,e

Geo

Group,

Inc

1,252,450‌

106,622

*

Harsco

Corp

1,005,446‌

99,048

Healthcare

Services

Group

1,248,995‌

27,521

Heidrick

&

Struggles

International,

Inc

750,498‌

20,813

*

Heritage-Crystal

Clean,

Inc

958,855‌

104,466

Herman

Miller,

Inc

2,044,400‌

7,182

e

HireQuest,

Inc

179,622‌

21,616

*

HireRight

Holdings

Corp

231,507‌

62,284

HNI

Corp

1,811,842‌

26,765

*

Huron

Consulting

Group,

Inc

2,531,166‌

25,248

ICF

International,

Inc

2,968,912‌

34,234

*,e

Innodata

Isogen,

Inc

439,222‌

49,049

Insperity,

Inc

5,770,615‌

77,869

Interface,

Inc

760,780‌

150,169

*

KAR

Auction

Services,

Inc

2,357,653‌

45,732

Kelly

Services,

Inc

(Class

A)

837,810‌

26,944

Kforce,

Inc

1,709,327‌

71,616

Korn/Ferry

International

3,772,731‌

26,927

*,e

LanzaTech

Global,

Inc

174,487‌

141,104

*

Legalzoom.com,

Inc

2,156,069‌

189,099

*,e

Li-Cycle

Holdings

Corp

1,140,267‌

33,773

*

Liquidity

Services,

Inc

566,711‌

39,687

Matthews

International

Corp

(Class

A)

1,821,633‌

81,829

MAXIMUS,

Inc

6,853,997‌

27,337

*

Mistras

Group,

Inc

211,588‌

37,154

*

Montrose

Environmental

Group,

Inc

1,503,622‌

9,268

NL

Industries,

Inc

53,754‌

18,667

*

NV5

Global

Inc

2,044,970‌

91,816

*,e

Performant

Financial

Corp

281,875‌

232,080

Pitney

Bowes,

Inc

914,395‌

258,298

*,e

Planet

Labs

PBC

960,869‌

44,823

*

Quad

Graphics,

Inc

265,352‌

13,233

*,e

Red

Violet,

Inc

274,056‌

43,962

Resources

Connection,

Inc

702,513‌

27,243

*

SP

Plus

Corp

1,047,493‌

120,154

Steelcase,

Inc

(Class

A)

1,029,720‌

33,018

*

Sterling

Check

Corp

396,546‌

51,292

*

TriNet

Group,

Inc

5,397,457‌

45,555

*

TrueBlue,

Inc

681,047‌

25,716

TTEC

Holdings,

Inc

885,659‌

Small-Cap

Blend

Index

Fund

July

31,

2023

176

Portfolio

of

Investments

(continued)

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

COMMERCIAL

&

PROFESSIONAL

SERVICES—continued

20,426

Unifirst

Corp

$

3,315,140‌

167,052

*

Upwork,

Inc

1,742,352‌

189,023

*

Verra

Mobility

Corp

3,967,593‌

28,588

*

Viad

Corp

806,468‌

14,798

VSE

Corp

795,393‌

16,227

*

Willdan

Group,

Inc

327,461‌

TOTAL

COMMERCIAL

&

PROFESSIONAL

SERVICES

131,447,826‌

CONSUMER

DISCRETIONARY

DISTRIBUTION

&

RETAIL

-

0.8%

36,380

*

1-800-FLOWERS.COM,

Inc

(Class

A)

315,779‌

67,060

*

Abercrombie

&

Fitch

Co

(Class

A)

2,656,247‌

26,199

e

Big

Lots,

Inc

268,540‌

17,777

Build-A-Bear

Workshop,

Inc

436,425‌

55,813

e

Camping

World

Holdings,

Inc

1,787,690‌

65,016

*

CarParts.com,

Inc

326,380‌

44,369

*,e

Funko,

Inc

362,051‌

17,167

Hibbett

Sports,

Inc

796,549‌

107,602

*

National

Vision

Holdings,

Inc

2,327,431‌

60,975

*

Overstock.com,

Inc

2,223,758‌

74,218

Rent-A-Center,

Inc

2,570,169‌

61,332

e

Signet

Jewelers

Ltd

4,936,613‌

28,674

*

Sleep

Number

Corp

793,983‌

86,392

*

Urban

Outfitters,

Inc

3,142,077‌

111,499

*

Warby

Parker,

Inc

1,665,795‌

8,228

Weyco

Group,

Inc

224,624‌

3,791

Winmark

Corp

1,377,877‌

21,845

*

Zumiez,

Inc

411,997‌

TOTAL

CONSUMER

DISCRETIONARY

DISTRIBUTION

&

RETAIL

26,623,985‌

CONSUMER

DURABLES

&

APPAREL

-

3.0%

43,949

Acushnet

Holdings

Corp

2,620,679‌

134,776

*

Allbirds,

Inc

202,164‌

152,611

*,e

AMMO,

Inc

317,431‌

42,666

*

Beazer

Homes

USA,

Inc

1,434,858‌

191,506

*

Callaway

Golf

Co

3,824,375‌

11,930

*

Cavco

Industries,

Inc

3,527,104‌

38,201

Century

Communities,

Inc

2,949,881‌

39,006

e

Clarus

Corp

347,153‌

64,659

e

Cricut,

Inc

766,856‌

31,908

*,e

Dream

Finders

Homes,

Inc

813,654‌

13,002

e

Escalade,

Inc

189,829‌

30,328

Ethan

Allen

Interiors,

Inc

954,422‌

54,988

*

G-III

Apparel

Group

Ltd

1,138,801‌

172,014

*

GoPro,

Inc

703,537‌

36,746

*

Green

Brick

Partners,

Inc

2,076,884‌

468,729

e

Hanesbrands,

Inc

2,470,202‌

32,793

*

Helen

of

Troy

Ltd

4,633,651‌

13,365

Hooker

Furniture

Corp

268,236‌

6,484

*

Hovnanian

Enterprises,

Inc

691,324‌

32,662

Installed

Building

Products,

Inc

4,834,629‌

37,725

*

iRobot

Corp

1,509,000‌

9,285

*

JAKKS

Pacific,

Inc

193,499‌

7,010

Johnson

Outdoors,

Inc

414,431‌

102,808

KB

Home

5,548,548‌

76,123

Kontoor

Brands,

Inc

3,224,570‌

16,668

*

Landsea

Homes

Corp

164,513‌

58,833

*

Latham

Group,

Inc

231,802‌

58,489

La-Z-Boy,

Inc

1,834,800‌

12,191

*

Legacy

Housing

Corp

289,171‌

28,206

*

LGI

Homes,

Inc

3,913,582‌

18,991

*

Lovesac

Co

556,056‌

35,572

*

M/I

Homes,

Inc

3,557,200‌

27,910

*

Malibu

Boats,

Inc

1,673,204‌

177

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

CONSUMER

DURABLES

&

APPAREL—continued

11,799

Marine

Products

Corp

$

189,256‌

23,720

*

MasterCraft

Boat

Holdings,

Inc

727,018‌

81,003

MDC

Holdings,

Inc

4,153,834‌

49,030

Meritage

Homes

Corp

7,303,019‌

19,504

Movado

Group,

Inc

559,765‌

19,624

Oxford

Industries,

Inc

2,116,448‌

91,259

e

Purple

Innovation,

Inc

284,728‌

8,350

Rocky

Brands,

Inc

168,002‌

73,132

*

Skyline

Champion

Corp

5,094,375‌

61,498

Smith

&

Wesson

Brands,

Inc

782,870‌

25,142

*,e

Snap

One

Holdings

Corp

244,883‌

30,224

*

Solo

Brands,

Inc

177,113‌

175,305

*

Sonos,

Inc

3,004,728‌

105,163

Steven

Madden

Ltd

3,510,341‌

24,002

Sturm

Ruger

&

Co,

Inc

1,270,906‌

141,186

*

Taylor

Morrison

Home

Corp

6,836,226‌

59,625

*

Traeger,

Inc

265,928‌

136,834

*

TRI

Pointe

Homes,

Inc

4,362,268‌

7,006

*

United

Homes

Group,

Inc

79,658‌

32,725

*

Vera

Bradley,

Inc

220,567‌

77,489

*

Vista

Outdoor,

Inc

2,347,917‌

101,107

*,e

Vizio

Holding

Corp

753,247‌

18,596

*,e

VOXX

International

Corp

(Class

A)

171,827‌

82,592

*,e

Vuzix

Corp

436,086‌

107,291

Wolverine

World

Wide,

Inc

1,359,377‌

TOTAL

CONSUMER

DURABLES

&

APPAREL

104,296,433‌

CONSUMER

SERVICES

-

3.3%

80,061

*

2U,

Inc

382,692‌

73,834

*

Accel

Entertainment,

Inc

841,708‌

60,796

*

Adtalem

Global

Education,

Inc

2,628,819‌

41,884

*

Bally's

Corp

681,872‌

914

*

Biglari

Holdings,

Inc

(B

Shares)

185,688‌

31,486

*

BJ's

Restaurants,

Inc

1,185,763‌

119,917

Bloomin'

Brands,

Inc

3,222,170‌

16,005

Bluegreen

Vacations

Holding

Corp

625,635‌

39,998

*,e

Bowlero

Corp

485,176‌

60,347

*

Brinker

International,

Inc

2,370,430‌

19,553

Carriage

Services,

Inc

632,931‌

49,825

*

Carrols

Restaurant

Group,

Inc

293,469‌

34,911

*

Century

Casinos,

Inc

277,542‌

66,698

Cheesecake

Factory

2,453,152‌

162,016

*

Chegg,

Inc

1,641,222‌

24,200

*

Chuy's

Holdings,

Inc

1,006,478‌

175,571

*

Coursera,

Inc

2,754,709‌

30,634

e

Cracker

Barrel

Old

Country

Store,

Inc

2,855,089‌

60,110

*

Dave

&

Buster's

Entertainment,

Inc

2,753,038‌

77,918

*

Denny's

Corp

916,316‌

21,123

Dine

Brands

Global

Inc.

1,274,139‌

38,888

*

Duolingo,

Inc

6,035,029‌

34,660

El

Pollo

Loco

Holdings,

Inc

369,129‌

45,139

*

European

Wax

Center,

Inc

874,342‌

118,112

*

Everi

Holdings,

Inc

1,752,782‌

21,833

*

Fiesta

Restaurant

Group,

Inc

168,114‌

20,493

*

First

Watch

Restaurant

Group,

Inc

381,990‌

113,664

*

frontdoor,

Inc

3,969,147‌

41,544

*

Full

House

Resorts,

Inc

266,712‌

42,834

*

Global

Business

Travel

Group

I

301,551‌

26,672

*

Golden

Entertainment,

Inc

1,129,292‌

5,009

Graham

Holdings

Co

2,939,031‌

111,915

*

Hilton

Grand

Vacations,

Inc

5,204,047‌

31,386

*

Inspired

Entertainment,

Inc

395,150‌

145,646

International

Game

Technology

plc

4,927,204‌

Small-Cap

Blend

Index

Fund

July

31,

2023

178

Portfolio

of

Investments

(continued)

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

CONSUMER

SERVICES—continued

28,542

Jack

in

the

Box,

Inc

$

2,837,360‌

117,684

e

Krispy

Kreme,

Inc

1,812,334‌

7,827

*,e

Kura

Sushi

USA,

Inc

778,865‌

184,124

Laureate

Education,

Inc

2,360,470‌

60,234

*

Life

Time

Group

Holdings,

Inc

1,089,633‌

30,587

*

Lincoln

Educational

Services

Corp

217,474‌

47,271

*

Lindblad

Expeditions

Holdings,

Inc

558,743‌

17,268

Monarch

Casino

&

Resort,

Inc

1,197,018‌

61,478

*

Mondee

Holdings,

Inc

526,252‌

3,470

Nathan's

Famous,

Inc

277,947‌

75,833

*

Nerdy,

Inc

374,615‌

47,955

*

Noodles

&

Co

175,036‌

30,594

*

ONE

Group

Hospitality,

Inc

225,478‌

96,642

*

OneSpaWorld

Holdings

Ltd

1,241,366‌

46,603

Papa

John's

International,

Inc

3,854,068‌

94,872

*

Perdoceo

Education

Corp

1,266,541‌

48,141

*

PlayAGS,

Inc

318,693‌

56,898

*

Portillo's,

Inc

1,311,499‌

34,790

*

Potbelly

Corp

332,245‌

11,650

RCI

Hospitality

Holdings,

Inc

812,588‌

21,102

*,e

Red

Robin

Gourmet

Burgers,

Inc

307,034‌

66,015

Red

Rock

Resorts,

Inc

3,201,728‌

129,291

*

Rover

Group,

Inc

708,515‌

107,602

*

Rush

Street

Interactive,

Inc

412,116‌

459,873

*,e

Sabre

Corp

1,885,479‌

124,931

*

Scientific

Games

Corp

(Class

A)

8,782,649‌

54,487

*

SeaWorld

Entertainment,

Inc

3,016,945‌

50,699

*

Shake

Shack,

Inc

3,937,284‌

96,308

*

Six

Flags

Entertainment

Corp

2,301,761‌

30,599

Strategic

Education,

Inc

2,297,985‌

58,172

*

Stride,

Inc

2,222,752‌

182,405

*,e

Super

Group

SGHC

Ltd

552,687‌

130,926

*,e

Sweetgreen,

Inc

1,973,055‌

40,018

*,e

Target

Hospitality

Corp

511,030‌

115,388

*

Udemy,

Inc

1,362,732‌

45,282

*

Universal

Technical

Institute,

Inc

329,653‌

76,488

*

WW

International

Inc

891,085‌

33,042

*

Xponential

Fitness,

Inc

697,847‌

TOTAL

CONSUMER

SERVICES

115,142,120‌

CONSUMER

STAPLES

DISTRIBUTION

&

RETAIL

-

0.5%

43,320

Andersons,

Inc

2,114,882‌

45,830

*

Chefs'

Warehouse

Holdings,

Inc

1,665,462‌

51,841

*

HF

Foods

Group

Inc

271,129‌

19,353

Ingles

Markets,

Inc

(Class

A)

1,641,134‌

12,852

Natural

Grocers

by

Vitamin

C

160,007‌

35,387

Pricesmart,

Inc

2,750,632‌

47,147

SpartanNash

Co

1,057,979‌

142,304

*

Sprouts

Farmers

Market,

Inc

5,585,432‌

82,536

*

United

Natural

Foods,

Inc

1,716,749‌

12,578

Village

Super

Market

(Class

A)

292,816‌

23,074

Weis

Markets,

Inc

1,530,729‌

TOTAL

CONSUMER

STAPLES

DISTRIBUTION

&

RETAIL

18,786,951‌

ENERGY

-

7.2%

22,378

e

Altus

Midstream

Co

805,608‌

49,857

*

Amplify

Energy

Corp

365,950‌

24,632

Arch

Resources,

Inc

3,163,734‌

186,825

Archrock,

Inc

2,178,379‌

55,514

Ardmore

Shipping

Corp

781,637‌

20,060

Atlas

Energy

Solutions,

Inc

396,185‌

96,397

Berry

Petroleum

Co

LLC

751,897‌

95,380

Bonanza

Creek

Energy,

Inc

7,140,147‌

179

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

ENERGY—continued

309,404

*,e

Borr

Drilling

Ltd

$

2,716,567‌

34,680

*

Bristow

Group,

Inc

1,067,104‌

87,192

Cactus,

Inc

4,427,610‌

99,746

California

Resources

Corp

5,321,449‌

81,856

*

Callon

Petroleum

Co

3,074,511‌

16,544

*

Centrus

Energy

Corp

622,054‌

274,227

ChampionX

Corp

9,762,481‌

220,978

*

Clean

Energy

Fuels

Corp

1,089,422‌

225,373

*

CNX

Resources

Corp

4,597,609‌

125,885

e

Comstock

Resources

Inc

1,605,034‌

47,091

CONSOL

Energy,

Inc

3,509,221‌

63,121

Core

Laboratories,

Inc

1,640,515‌

53,160

Crescent

Energy,

Inc

631,009‌

40,143

CVR

Energy,

Inc

1,474,854‌

92,155

Delek

US

Holdings,

Inc

2,542,556‌

67,652

*

Denbury,

Inc

5,947,287‌

188,920

DHT

Holdings,

Inc

1,860,862‌

138,644

*

Diamond

Offshore

Drilling,

Inc

2,194,735‌

27,174

*

DMC

Global,

Inc

512,502‌

42,742

Dorian

LPG

Ltd

1,271,147‌

45,388

*

Dril-Quip,

Inc

1,175,095‌

74,633

*,e

Earthstone

Energy,

Inc

1,192,635‌

14,101

*,e

Empire

Petroleum

Corp

126,909‌

191,551

*

Encore

Energy

Corp

484,624‌

210,681

*,e

Energy

Fuels,

Inc

1,344,145‌

42,539

e

Enviva,

Inc

573,000‌

591,924

Equitrans

Midstream

Corp

6,138,252‌

42,535

Evolution

Petroleum

Corp

397,277‌

25,892

Excelerate

Energy,

Inc

549,428‌

40,472

FLEX

LNG

Ltd

1,287,819‌

13,082

*

Forum

Energy

Technologies,

Inc

355,961‌

119,886

*

Frank's

International

NV

2,660,270‌

329,245

*,e

Gevo,

Inc

566,301‌

136,544

Golar

LNG

Ltd

3,293,441‌

33,979

e

Granite

Ridge

Resources,

Inc

247,707‌

78,270

*

Green

Plains

Inc

2,779,368‌

13,997

*

Gulfport

Energy

Operating

Corp

1,433,993‌

30,364

*,e

Hallador

Energy

Co

279,956‌

198,310

*

Helix

Energy

Solutions

Group,

Inc

1,903,776‌

138,500

Helmerich

&

Payne,

Inc

6,200,645‌

11,917

e

HighPeak

Energy,

Inc

180,543‌

56,023

International

Seaways,

Inc

2,402,826‌

16,602

*,e

KLX

Energy

Services

Holdings,

Inc

194,741‌

619,528

*

Kosmos

Energy

Ltd

4,398,649‌

23,640

*,e

Laredo

Petroleum,

Inc

1,247,719‌

227,954

Liberty

Oilfield

Services,

Inc

3,754,402‌

245,053

Magnolia

Oil

&

Gas

Corp

5,427,924‌

31,375

*,e

Mammoth

Energy

Services,

Inc

153,424‌

154,247

Matador

Resources

Co

8,580,761‌

201,711

Murphy

Oil

Corp

8,728,035‌

12,281

*

Nabors

Industries

Ltd

1,504,300‌

5,622

Nacco

Industries,

Inc

(Class

A)

207,958‌

110,971

*

Newpark

Resources,

Inc

612,560‌

43,724

*,e

NextDecade

Corp

243,543‌

261,054

*

NexTier

Oilfield

Solutions,

Inc

3,111,764‌

145,197

*

Noble

Corp

plc

7,589,447‌

294,391

Nordic

American

Tankers

Ltd

1,292,376‌

100,011

Northern

Oil

and

Gas,

Inc

3,937,433‌

56,364

Oasis

Petroleum,

Inc

8,840,130‌

137,018

*

Oceaneering

International,

Inc

3,076,054‌

85,619

*

Oil

States

International,

Inc

688,377‌

74,039

*

Overseas

Shipholding

Group,

Inc

302,820‌

73,665

*

Par

Pacific

Holdings,

Inc

2,318,974‌

Small-Cap

Blend

Index

Fund

July

31,

2023

180

Portfolio

of

Investments

(continued)

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

ENERGY—continued

286,328

Patterson-UTI

Energy,

Inc

$

4,535,436‌

158,755

PBF

Energy,

Inc

7,531,337‌

168,590

Peabody

Energy

Corp

3,783,160‌

342,218

Permian

Resources

Corp

4,000,528‌

927

*,e

PrimeEnergy

Corp

89,140‌

31,670

*,e

ProFrac

Holding

Corp

407,593‌

129,228

*

ProPetro

Holding

Corp

1,349,140‌

20,530

*

Ranger

Energy

Services,

Inc

215,565‌

19,486

*

Rex

American

Resources

Corp

721,372‌

12,563

Riley

Exploration

Permian,

Inc

470,484‌

166,187

*,e

Ring

Energy,

Inc

402,173‌

111,463

RPC,

Inc

927,372‌

44,290

SandRidge

Energy,

Inc

756,473‌

71,184

Scorpio

Tankers,

Inc

3,348,495‌

32,964

*

SEACOR

Marine

Holdings,

Inc

378,756‌

67,882

*

Seadrill

Ltd

3,320,109‌

112,853

Select

Energy

Services,

Inc

949,094‌

161,440

SFL

Corp

Ltd

1,591,798‌

23,306

*,e

SilverBow

Resources,

Inc

834,588‌

109,085

Sitio

Royalties

Corp

2,982,384‌

166,144

SM

Energy

Co

6,029,366‌

47,248

Solaris

Oilfield

Infrastructure,

Inc

516,421‌

150,267

*

Talos

Energy,

Inc

2,404,272‌

93,200

*

Teekay

Corp

620,712‌

32,029

Teekay

Tankers

Ltd

1,396,785‌

730,265

*,e

Tellurian,

Inc

1,256,056‌

161,321

*

Tetra

Technologies,

Inc

724,331‌

64,360

*

Tidewater,

Inc

4,061,760‌

506,452

*,e

Uranium

Energy

Corp

1,823,227‌

100,412

*

US

Silica

Holdings,

Inc

1,306,360‌

145,837

Vaalco

Energy,

Inc

648,975‌

83,478

*

Valaris

Ltd

6,411,110‌

5,797

*,e

Verde

Clean

Fuels,

Inc

31,536‌

91,121

*

Vertex

Energy,

Inc

480,208‌

33,898

Vitesse

Energy,

Inc

853,891‌

125,971

*

W&T

Offshore,

Inc

551,753‌

96,445

*

Weatherford

International

Ltd

8,014,579‌

82,870

World

Fuel

Services

Corp

1,867,890‌

TOTAL

ENERGY

250,831,657‌

EQUITY

REAL

ESTATE

INVESTMENT

TRUSTS

(REITS)

-

5.2%

125,823

Acadia

Realty

Trust

1,976,679‌

100,239

Alexander

&

Baldwin,

Inc

1,924,589‌

3,284

Alexander's,

Inc

635,027‌

17,127

Alpine

Income

Property

Trust,

Inc

290,988‌

68,897

American

Assets

Trust,

Inc

1,550,183‌

179,139

American

Finance

Trust,

Inc

1,271,887‌

211,186

Apartment

Investment

and

Management

Co

1,759,179‌

293,879

Apple

Hospitality

REIT,

Inc

4,555,125‌

93,224

Armada

Hoffler

Properties,

Inc

1,157,842‌

95,713

BraeMar

Hotels

&

Resorts,

Inc

354,138‌

236,646

Brandywine

Realty

Trust

1,195,062‌

250,883

Broadstone

Net

Lease,

Inc

4,089,393‌

19,173

Brt

Realty

Trust

373,298‌

135,786

CareTrust

REIT,

Inc

2,822,991‌

36,900

CBL

&

Associates

Properties,

Inc

803,313‌

20,439

Centerspace

1,269,875‌

68,190

Chatham

Lodging

Trust

654,624‌

54,938

City

Office

REIT,

Inc

300,511‌

13,183

Clipper

Realty,

Inc

84,371‌

33,167

Community

Healthcare

Trust,

Inc

1,168,805‌

154,596

Corporate

Office

Properties

Trust

4,019,496‌

29,362

CTO

Realty

Growth,

Inc

513,835‌

181

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

EQUITY

REAL

ESTATE

INVESTMENT

TRUSTS

(REITS)—continued

283,352

DiamondRock

Hospitality

Co

$

2,408,492‌

332,930

Diversified

Healthcare

Trust

695,824‌

227,037

Douglas

Emmett,

Inc

3,337,444‌

121,563

Easterly

Government

Properties,

Inc

1,794,270‌

181,558

Empire

State

Realty

Trust,

Inc

1,624,944‌

142,153

Equity

Commonwealth

2,784,777‌

198,284

Essential

Properties

Realty

Trust,

Inc

4,867,872‌

67,670

Farmland

Partners,

Inc

777,528‌

116,333

Four

Corners

Property

Trust,

Inc

3,059,558‌

58,998

Getty

Realty

Corp

1,906,815‌

53,876

Gladstone

Commercial

Corp

716,551‌

45,018

Gladstone

Land

Corp

753,601‌

83,263

Global

Medical

REIT,

Inc

824,304‌

140,587

Global

Net

Lease,

Inc

1,502,875‌

40,929

Hersha

Hospitality

Trust

256,216‌

188,383

Hudson

Pacific

Properties

1,105,808‌

307,907

Independence

Realty

Trust,

Inc

5,246,735‌

37,663

Innovative

Industrial

Properties,

Inc

2,984,039‌

90,508

InvenTrust

Properties

Corp

2,202,965‌

42,655

iStar,

Inc

1,054,858‌

148,104

JBG

SMITH

Properties

2,477,780‌

297,985

Kite

Realty

Group

Trust

6,817,897‌

384,270

Lexington

Realty

Trust

3,869,599‌

54,140

LTC

Properties,

Inc

1,816,938‌

291,132

Macerich

Co

3,711,933‌

112,544

*

Mack-Cali

Realty

Corp

2,102,322‌

57,263

National

Health

Investors,

Inc

3,144,311‌

80,334

NETSTREIT

Corp

1,437,175‌

37,914

NexPoint

Diversified

Real

Estate

Trust

443,215‌

30,782

NexPoint

Residential

Trust,

Inc

1,279,300‌

66,023

Office

Properties

Income

Trust

508,377‌

22,032

One

Liberty

Properties,

Inc

450,114‌

90,907

Orion

Office

REIT,

Inc

590,896‌

201,198

Outfront

Media,

Inc

3,110,521‌

254,434

Paramount

Group,

Inc

1,333,234‌

37,230

Peakstone

Realty

Trust

943,408‌

173,882

Pebblebrook

Hotel

Trust

2,686,477‌

160,167

Phillips

Edison

&

Co,

Inc

5,655,497‌

312,170

Physicians

Realty

Trust

4,601,386‌

171,598

Piedmont

Office

Realty

Trust,

Inc

1,276,689‌

56,633

Plymouth

Industrial

REIT,

Inc

1,289,533‌

24,761

Postal

Realty

Trust,

Inc

373,148‌

108,840

PotlatchDeltic

Corp

5,837,089‌

162,732

Retail

Opportunities

Investment

Corp

2,397,042‌

220,132

RLJ

Lodging

Trust

2,267,360‌

116,491

RPT

Realty

1,266,257‌

78,476

Ryman

Hospitality

Properties

7,477,978‌

311,599

Sabra

Healthcare

REIT,

Inc

4,047,671‌

17,891

Saul

Centers,

Inc

689,698‌

227,666

Service

Properties

Trust

1,932,884‌

262,969

SITE

Centers

Corp

3,694,714‌

89,098

SL

Green

Realty

Corp

3,359,886‌

138,486

Summit

Hotel

Properties,

Inc

891,850‌

290,708

Sunstone

Hotel

Investors,

Inc

2,962,315‌

136,309

Tanger

Factory

Outlet

Centers,

Inc

3,190,994‌

109,104

Terreno

Realty

Corp

6,474,231‌

71,711

UMH

Properties,

Inc

1,193,988‌

335,196

Uniti

Group,

Inc

1,870,394‌

18,690

Universal

Health

Realty

Income

Trust

892,074‌

156,924

Urban

Edge

Properties

2,669,277‌

38,189

Urstadt

Biddle

Properties,

Inc

(Class

A)

866,127‌

122,070

Washington

REIT

1,983,638‌

62,723

Whitestone

REIT

647,301‌

Small-Cap

Blend

Index

Fund

July

31,

2023

182

Portfolio

of

Investments

(continued)

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

EQUITY

REAL

ESTATE

INVESTMENT

TRUSTS

(REITS)—continued

153,284

Xenia

Hotels

&

Resorts,

Inc

$

1,946,707‌

TOTAL

EQUITY

REAL

ESTATE

INVESTMENT

TRUSTS

(REITS)

181,155,912‌

FINANCIAL

SERVICES

-

5.7%

51,959

*,e

Acacia

Research

(Acacia

Technologies)

207,316‌

29,948

AFC

Gamma,

Inc

413,881‌

24,063

Alerus

Financial

Corp

475,966‌

28,214

*,e

AlTi

Global,

Inc

220,634‌

25,956

A-Mark

Precious

Metals,

Inc

1,058,745‌

18,385

Angel

Oak

Mortgage,

Inc

174,290‌

187,654

Apollo

Commercial

Real

Estate

Finance,

Inc

2,214,317‌

240,351

Arbor

Realty

Trust,

Inc

4,064,335‌

68,600

Ares

Commercial

Real

Estate

Corp

731,276‌

260,793

ARMOUR

Residential

REIT,

Inc

1,332,652‌

81,665

Artisan

Partners

Asset

Management,

Inc

3,388,281‌

28,081

*

Assetmark

Financial

Holdings,

Inc

839,622‌

6,149

*

Atlanticus

Holdings

Corp

250,264‌

207,240

*

AvidXchange

Holdings,

Inc

2,571,848‌

26,402

B.

Riley

Financial,

Inc

1,466,103‌

133,983

*,e

Bakkt

Holdings,

Inc

221,072‌

36,669

Banco

Latinoamericano

de

Exportaciones

S.A.

(Class

E)

855,121‌

438,779

BGC

Group,

Inc

2,088,588‌

236,702

Blackstone

Mortgage

Trust,

Inc

5,441,779‌

56,456

*,e

Blucora,

Inc

1,461,081‌

67,529

Bread

Financial

Holdings,

Inc

2,807,181‌

42,705

Brightsphere

Investment

Group,

Inc

908,762‌

167,543

BrightSpire

Capital,

Inc

1,233,117‌

94,210

*

Cannae

Holdings,

Inc

1,920,000‌

81,678

*

Cantaloupe,

Inc

629,737‌

17,461

Cass

Information

Systems,

Inc

662,645‌

21,379

Chicago

Atlantic

Real

Estate

Finance,

Inc

325,816‌

315,405

Chimera

Investment

Corp

1,980,743‌

124,127

Claros

Mortgage

Trust,

Inc

1,529,245‌

33,937

Cohen

&

Steers,

Inc

2,182,488‌

84,729

e

Compass

Diversified

Trust

1,908,944‌

13,986

*,e

Consumer

Portfolio

Services,

Inc

179,161‌

3,880

Diamond

Hill

Investment

Group,

Inc

704,259‌

34,210

*

Donnelley

Financial

Solutions,

Inc

1,618,133‌

70,225

Dynex

Capital,

Inc

916,436‌

84,429

Ellington

Financial

Inc

1,141,480‌

39,408

Enact

Holdings,

Inc

1,071,898‌

31,275

*

Encore

Capital

Group,

Inc

1,673,213‌

41,564

*

Enova

International,

Inc

2,289,761‌

141,774

Essent

Group

Ltd

7,031,990‌

87,081

EVERTEC,

Inc

3,424,896‌

12,214

Federal

Agricultural

Mortgage

Corp

(FAMC)

1,963,401‌

65,984

*,e

Finance

Of

America

Cos,

Inc

131,308‌

51,537

FirstCash

Holdings,

Inc

4,910,445‌

130,168

*

Flywire

Corp

4,443,936‌

77,875

*

Focus

Financial

Partners,

Inc

4,075,199‌

151,090

*

Forge

Global

Holdings,

Inc

439,672‌

111,436

Franklin

BSP

Realty

Trust,

Inc

1,593,535‌

55,324

GCM

Grosvenor,

Inc

434,293‌

75,993

Granite

Point

Mortgage

Trust,

Inc

435,440‌

65,379

*

Green

Dot

Corp

1,278,159‌

49,025

Hamilton

Lane,

Inc

4,335,281‌

140,280

Hannon

Armstrong

Sustainable

Infrastructure

Capital,

Inc

3,662,711‌

11,862

e

Home

Point

Capital,

Inc

27,520‌

32,706

*

I3

Verticals,

Inc

817,977‌

42,618

*

International

Money

Express

Inc

1,032,634‌

55,217

Invesco

Mortgage

Capital,

Inc

663,156‌

109,859

Jackson

Financial,

Inc

3,627,544‌

75,821

KKR

Real

Estate

Finance

Trust,

Inc

944,730‌

183

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

FINANCIAL

SERVICES—continued

154,731

Ladder

Capital

Corp

$

1,700,494‌

148,516

*

LendingClub

Corp

1,246,049‌

15,171

*

LendingTree,

Inc

370,172‌

42,753

MarketWise,

Inc

82,086‌

665,699

*

Marqeta,

Inc

3,714,600‌

24,294

Merchants

Bancorp

767,933‌

138,737

MFA

Financial,

Inc

1,562,179‌

89,847

e

Moelis

&

Co

4,387,229‌

91,731

*

Mr

Cooper

Group,

Inc

5,317,646‌

128,893

Navient

Corp

2,454,123‌

19,244

Nelnet,

Inc

(Class

A)

1,898,998‌

46,286

*

NerdWallet,

Inc

518,866‌

125,278

New

York

Mortgage

Trust,

Inc

1,271,572‌

30,932

e

NewtekOne,

Inc

550,590‌

10,916

Nexpoint

Real

Estate

Finance,

Inc

186,773‌

112,264

*

NMI

Holdings,

Inc

2,998,571‌

8,575

*,e

Ocwen

Financial

Corp

289,492‌

138,884

*

Open

Lending

Corp

1,568,000‌

19,207

*

OppFi,

Inc

39,951‌

49,959

Orchid

Island

Capital,

Inc

520,573‌

57,144

P10,

Inc

677,156‌

269,041

*

Pagseguro

Digital

Ltd

3,056,306‌

72,750

Patria

Investments

Ltd

1,107,255‌

358,939

*

Payoneer

Global,

Inc

1,909,556‌

43,803

*

Paysafe

Ltd

526,950‌

43,694

*,e

Paysign

Inc

83,893‌

35,395

PennyMac

Financial

Services,

Inc

2,662,766‌

122,184

PennyMac

Mortgage

Investment

Trust

1,561,512‌

56,705

Perella

Weinberg

Partners

560,245‌

23,766

Piper

Jaffray

Cos

3,478,392‌

32,339

PJT

Partners,

Inc

2,564,806‌

52,853

*

PRA

Group,

Inc

1,261,073‌

25,156

*

Priority

Technology

Holdings

Inc

113,202‌

63,680

*

PROG

Holdings,

Inc

2,584,134‌

211,381

Radian

Group,

Inc

5,692,490‌

211,943

Ready

Capital

Corp

2,452,181‌

146,876

Redwood

Trust,

Inc

1,105,976‌

12,790

Regional

Management

Corp

415,547‌

115,921

*

Remitly

Global,

Inc

2,234,957‌

115,383

*

Repay

Holdings

Corp

963,448‌

37,492

Sculptor

Capital

Management,

Inc

410,537‌

15,036

*,e

Security

National

Financial

Corp

128,407‌

13,835

Silvercrest

Asset

Management

Group,

Inc

288,321‌

22,951

*

Star

Holdings

357,806‌

76,844

StepStone

Group,

Inc

2,157,011‌

394,802

*

StoneCo

Ltd

5,720,681‌

24,153

*

StoneX

Group,

Inc

2,222,318‌

4,871

*,e

SWK

Holdings

Corp

78,618‌

100,292

TPG

RE

Finance

Trust,

Inc

782,278‌

135,437

Two

Harbors

Investment

Corp

1,816,210‌

97,988

*,e

Upstart

Holdings,

Inc

6,730,796‌

1,276

e

Value

Line,

Inc

68,355‌

13,428

*

Velocity

Financial,

Inc

166,239‌

36,255

Victory

Capital

Holdings,

Inc

1,202,216‌

9,541

Virtus

Investment

Partners,

Inc

1,962,870‌

42,826

Walker

&

Dunlop,

Inc

3,896,309‌

31,138

Waterstone

Financial,

Inc

434,375‌

184,169

e

WisdomTree

Investments,

Inc

1,281,816‌

5,301

*,e

World

Acceptance

Corp

836,975‌

TOTAL

FINANCIAL

SERVICES

197,433,897‌

FOOD,

BEVERAGE

&

TOBACCO

-

1.6%

8,749

e

Alico,

Inc

226,599‌

Small-Cap

Blend

Index

Fund

July

31,

2023

184

Portfolio

of

Investments

(continued)

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

FOOD,

BEVERAGE

&

TOBACCO—continued

97,662

B&G

Foods,

Inc

(Class

A)

$

1,294,998‌

250,162

*,e

Benson

Hill,

Inc

347,725‌

85,934

*,e

Beyond

Meat,

Inc

1,478,065‌

50,483

*,e

BRC,

Inc

231,212‌

22,401

Calavo

Growers,

Inc

845,190‌

51,313

Cal-Maine

Foods,

Inc

2,370,147‌

6,447

Coca-Cola

Consolidated

Inc

4,083,594‌

94,797

e

Dole

plc

1,252,268‌

56,878

*

Duckhorn

Portfolio,

Inc

715,525‌

6,332

*

Forafric

Global

plc

70,095‌

44,645

Fresh

Del

Monte

Produce,

Inc

1,186,664‌

121,403

*

Hain

Celestial

Group,

Inc

1,538,176‌

179,683

*

Hostess

Brands,

Inc

4,319,579‌

21,064

J&J

Snack

Foods

Corp

3,376,981‌

12,579

John

B.

Sanfilippo

&

Son,

Inc

1,369,979‌

26,227

Lancaster

Colony

Corp

5,052,107‌

23,415

Limoneira

Co

363,401‌

21,228

MGP

Ingredients,

Inc

2,420,204‌

63,799

*

Mission

Produce,

Inc

741,344‌

31,422

*

National

Beverage

Corp

1,660,653‌

218,204

Primo

Water

Corp

3,091,951‌

7,543

*

Seneca

Foods

Corp

290,896‌

121,838

*

Simply

Good

Foods

Co

4,716,349‌

52,784

*

Sovos

Brands,

Inc

939,555‌

129,933

*

SunOpta,

Inc

861,456‌

69,432

*

TreeHouse

Foods,

Inc

3,583,386‌

22,057

Turning

Point

Brands,

Inc

526,059‌

34,188

Universal

Corp

1,728,887‌

96,666

Utz

Brands,

Inc

1,619,156‌

194,816

Vector

Group

Ltd

2,555,986‌

38,670

*

Vita

Coco

Co,

Inc

1,021,661‌

45,485

*

Vital

Farms,

Inc

532,175‌

37,505

*,e

Westrock

Coffee

Co

416,118‌

34,161

*

Zevia

PBC

94,968‌

TOTAL

FOOD,

BEVERAGE

&

TOBACCO

56,923,109‌

HEALTH

CARE

EQUIPMENT

&

SERVICES

-

6.6%

93,900

*

Accolade,

Inc

1,410,378‌

125,546

*,e

Accuray,

Inc

534,826‌

103,392

*

AdaptHealth

Corp

1,420,606‌

20,910

*

Addus

HomeCare

Corp

1,914,729‌

38,179

*,e

Agiliti,

Inc

655,533‌

17,003

e

AirSculpt

Technologies,

Inc

154,217‌

120,447

*

Alignment

Healthcare,

Inc

747,976‌

147,200

*

Allscripts

Healthcare

Solutions,

Inc

1,990,144‌

104,285

*

Alphatec

Holdings

Inc

1,842,716‌

337,373

*

American

Well

Corp

826,564‌

55,715

*

AMN

Healthcare

Services,

Inc

5,969,862‌

51,827

*

Angiodynamics,

Inc

450,377‌

58,104

*,e

Apollo

Medical

Holdings,

Inc

2,128,349‌

62,786

*

AtriCure,

Inc

3,475,205‌

1,897

Atrion

Corp

1,063,477‌

62,533

*

Avanos

Medical,

Inc

1,530,182‌

60,420

*

Aveanna

Healthcare

Holdings,

Inc

104,527‌

54,514

*

AxoGen,

Inc

471,001‌

67,354

*

Axonics

Modulation

Technologies,

Inc

4,066,161‌

35,507

*,e

Beyond

Air,

Inc

128,180‌

238,446

*

Brookdale

Senior

Living,

Inc

839,330‌

207,390

*,e

Butterfly

Network,

Inc

532,992‌

160,902

*,e

Cano

Health,

Inc

236,526‌

59,508

*,e

CareMax,

Inc

142,224‌

33,263

*

Castle

Biosciences,

Inc

560,482‌

237,114

*

Cerus

Corp

727,940‌

185

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

HEALTH

CARE

EQUIPMENT

&

SERVICES—continued

31,337

*,e

ClearPoint

Neuro,

Inc

$

215,285‌

162,514

*

Community

Health

Systems,

Inc

713,436‌

18,280

*

Computer

Programs

&

Systems,

Inc

479,302‌

41,244

Conmed

Corp

4,992,586‌

11,920

*

Corvel

Corp

2,438,355‌

48,883

*

Cross

Country

Healthcare,

Inc

1,261,181‌

54,426

*

CryoLife,

Inc

948,101‌

22,042

*,e

Cutera,

Inc

441,060‌

15,323

*

CVRx,

Inc

274,741‌

61,038

*,e

Definitive

Healthcare

Corp

722,080‌

112,316

*

DocGo,

Inc

942,331‌

79,674

Embecta

Corp

1,700,243‌

68,394

*

Enhabit,

Inc

939,050‌

73,572

Ensign

Group,

Inc

7,126,920‌

149,192

*

Evolent

Health,

Inc

4,533,945‌

181,769

*

Figs,

Inc

1,337,820‌

27,932

*

Fulgent

Genetics,

Inc

1,084,600‌

63,482

*

Glaukos

Corp

4,897,001‌

151,111

*

Guardant

Health,

Inc

5,896,351‌

67,751

*

Haemonetics

Corp

6,249,352‌

76,936

*

Health

Catalyst,

Inc

1,079,412‌

113,977

*

HealthEquity,

Inc

7,743,597‌

35,390

HealthStream,

Inc

795,567‌

164,376

*

Hims

&

Hers

Health,

Inc

1,474,453‌

70,194

*

Inari

Medical,

Inc

4,005,972‌

25,023

*

InfuSystem

Holdings,

Inc

258,237‌

104,590

*

Inmode

Ltd

4,487,957‌

21,483

*

Innovage

Holding

Corp

154,678‌

32,057

*

Inogen,

Inc

261,906‌

45,227

*

Integer

Holding

Corp

4,182,593‌

229,226

*,e

Invitae

Corp

325,501‌

9,882

iRadimed

Corp

434,116‌

41,391

*

iRhythm

Technologies,

Inc

4,348,538‌

20,600

*

Joint

Corp

278,100‌

92,913

*

Lantheus

Holdings,

Inc

8,036,045‌

26,168

LeMaitre

Vascular,

Inc

1,654,603‌

144,121

*,e

LifeStance

Health

Group,

Inc

1,353,296‌

73,861

*

LivaNova

plc

4,317,175‌

112,512

*

MEDNAX,

Inc

1,544,790‌

76,497

*

Merit

Medical

Systems,

Inc

5,712,031‌

7,010

Mesa

Laboratories,

Inc

901,907‌

17,709

*

ModivCare,

Inc

774,592‌

442,348

*,e

Multiplan

Corp

951,048‌

63,975

*,e

Nano-X

Imaging

Ltd

793,290‌

16,741

National

Healthcare

Corp

988,054‌

18,823

National

Research

Corp

807,695‌

297,866

*

Neogen

Corp

6,907,513‌

173,009

*

NeoGenomics,

Inc

2,998,246‌

47,225

*

Nevro

Corp

1,180,153‌

77,884

*

NextGen

Healthcare,

Inc

1,295,211‌

72,044

*

NuVasive,

Inc

2,968,933‌

61,254

*

Omnicell,

Inc

3,868,190‌

569,860

*,e

Opko

Health,

Inc

1,059,940‌

21,914

*

OptimizeRx

Corp

305,700‌

230,583

*

Option

Care

Health,

Inc

7,789,094‌

99,167

*

OraSure

Technologies,

Inc

468,068‌

5,810

*,e

Orchestra

BioMed

Holdings,

Inc

34,105‌

47,704

*

Orthofix

Medical

Inc

939,292‌

20,885

*

OrthoPediatrics

Corp

871,949‌

65,683

*

Outset

Medical,

Inc

1,351,756‌

101,496

*

Owens

&

Minor,

Inc

1,952,783‌

55,335

*

P3

Health

Partners,

Inc

122,844‌

61,370

*

Paragon

28,

Inc

1,084,408‌

Small-Cap

Blend

Index

Fund

July

31,

2023

186

Portfolio

of

Investments

(continued)

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

HEALTH

CARE

EQUIPMENT

&

SERVICES—continued

119,377

Patterson

Cos,

Inc

$

3,926,310‌

40,466

*

Pennant

Group,

Inc

464,550‌

38,312

*

PetIQ,

Inc

641,343‌

69,149

*

Phreesia,

Inc

2,193,406‌

93,390

*

Privia

Health

Group,

Inc

2,607,449‌

49,020

*

PROCEPT

BioRobotics

Corp

1,688,249‌

106,603

*

Progyny,

Inc

4,451,741‌

47,757

*

Pulmonx

Corp

668,598‌

22,441

*,e

Pulse

Biosciences,

Inc

177,284‌

55,552

*

Quipt

Home

Medical

Corp

294,981‌

67,310

*

RadNet,

Inc

2,226,615‌

47,821

*,e

Repro-Med

Systems,

Inc

124,335‌

36,806

*

RxSight,

Inc

1,228,216‌

5,089

*

Sanara

Medtech,

Inc

213,026‌

73,054

*,e

Schrodinger,

Inc

3,821,455‌

142,670

Select

Medical

Holdings

Corp

4,281,527‌

6,707

*

Semler

Scientific,

Inc

164,657‌

404,354

*,e

Sharecare,

Inc

562,052‌

46,870

*

SI-BONE,

Inc

1,207,371‌

29,558

*

Sight

Sciences,

Inc

260,110‌

51,255

*

Silk

Road

Medical

Inc

1,170,664‌

20,907

Simulations

Plus,

Inc

1,041,169‌

66,214

*

Staar

Surgical

Co

3,626,541‌

91,708

*

Surgery

Partners,

Inc

3,542,680‌

19,020

*

SurModics,

Inc

609,971‌

31,396

*

Tactile

Systems

Technology,

Inc

719,282‌

22,148

*

Tela

Bio,

Inc

216,829‌

42,969

*

Transmedics

Group,

Inc

4,003,851‌

61,173

*

Treace

Medical

Concepts,

Inc

1,394,133‌

9,505

*

UFP

Technologies,

Inc

1,850,291‌

17,329

US

Physical

Therapy,

Inc

2,014,843‌

4,768

Utah

Medical

Products,

Inc

468,837‌

53,715

*

Varex

Imaging

Corp

1,251,022‌

342,623

*,e

VG

Acquisition

Corp

657,836‌

98,411

*,e

Vicarious

Surgical,

Inc

161,394‌

47,009

*

Viemed

Healthcare,

Inc

397,226‌

34,878

*

Zimvie,

Inc

478,526‌

28,246

*,e

Zynex

Inc

275,681‌

TOTAL

HEALTH

CARE

EQUIPMENT

&

SERVICES

229,065,633‌

HOUSEHOLD

&

PERSONAL

PRODUCTS

-

1.1%

113,730

*,e

Beauty

Health

Co

942,822‌

180,874

*

BellRing

Brands,

Inc

6,502,420‌

15,202

*

Central

Garden

&

Pet

Co

615,377‌

56,390

*

Central

Garden

and

Pet

Co

(Class

A)

2,155,226‌

70,650

Edgewell

Personal

Care

Co

2,784,316‌

67,982

*

elf

Beauty,

Inc

7,934,859‌

98,188

Energizer

Holdings,

Inc

3,505,312‌

136,494

*

Herbalife

Nutrition

Ltd

2,216,663‌

24,649

Inter

Parfums,

Inc

3,686,504‌

14,608

Medifast,

Inc

1,488,409‌

18,571

*

Nature's

Sunshine

Products,

Inc

259,065‌

67,415

Nu

Skin

Enterprises,

Inc

(Class

A)

1,981,327‌

6,480

*

Oil-Dri

Corp

of

America

406,750‌

10,434

*,e

Thorne

HealthTech,

Inc

62,291‌

14,674

*

USANA

Health

Sciences,

Inc

952,489‌

26,105

*,e

Waldencast

plc

144,883‌

18,725

WD-40

Co

4,297,387‌

TOTAL

HOUSEHOLD

&

PERSONAL

PRODUCTS

39,936,100‌

INSURANCE

-

1.7%

59,995

*

AMBAC

Financial

Group,

Inc

848,329‌

104,727

American

Equity

Investment

Life

Holding

Co

5,620,698‌

187

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

INSURANCE—continued

26,576

Amerisafe,

Inc

$

1,385,141‌

45,400

Argo

Group

International

Holdings

Ltd

1,348,380‌

82,347

*

BRP

Group,

Inc

2,051,264‌

155,790

Conseco,

Inc

4,006,919‌

23,966

Crawford

&

Co

230,313‌

21,294

Donegal

Group,

Inc

(Class

A)

310,254‌

34,162

*

eHealth,

Inc

258,265‌

36,037

Employers

Holdings,

Inc

1,392,109‌

15,923

*

Enstar

Group

Ltd

4,074,377‌

24,506

F&G

Annuities

&

Life,

Inc

642,057‌

679,650

*

Genworth

Financial,

Inc

(Class

A)

3,982,749‌

5,436

*,e

GoHealth,

Inc

100,675‌

29,158

*

Goosehead

Insurance,

Inc

1,949,796‌

36,612

*

Greenlight

Capital

Re

Ltd

(Class

A)

376,371‌

9,033

e

HCI

Group,

Inc

567,363‌

15,753

*,e

Hippo

Holdings,

Inc

270,952‌

54,712

Horace

Mann

Educators

Corp

1,648,473‌

1,606

Investors

Title

Co

251,419‌

48,376

James

River

Group

Holdings

Ltd

894,472‌

12,374

*,e

Kingsway

Financial

Services,

Inc

103,570‌

69,511

*,e

Lemonade,

Inc

1,616,131‌

115,265

*

Maiden

Holdings

Ltd

224,767‌

67,349

*

MBIA,

Inc

588,630‌

36,239

Mercury

General

Corp

1,166,171‌

3,051

National

Western

Life

Group,

Inc

1,286,515‌

11,769

*

NI

Holdings,

Inc

163,942‌

210,385

*

Oscar

Health,

Inc

1,582,095‌

33,964

*

Palomar

Holdings,

Inc

2,056,860‌

73,221

ProAssurance

Corp

1,230,113‌

18,816

Safety

Insurance

Group,

Inc

1,354,752‌

80,631

Selective

Insurance

Group,

Inc

8,320,313‌

115,236

*

Selectquote,

Inc

217,796‌

126,833

*

SiriusPoint

Ltd

1,184,620‌

13,926

*

Skyward

Specialty

Insurance

Group,

Inc

329,907‌

36,378

Stewart

Information

Services

Corp

1,714,495‌

38,313

Tiptree

Inc

565,883‌

53,206

*,e

Trupanion,

Inc

1,641,405‌

28,478

United

Fire

Group

Inc

684,611‌

26,792

*

United

Insurance

Holdings

Corp

141,998‌

36,061

Universal

Insurance

Holdings,

Inc

560,027‌

TOTAL

INSURANCE

58,944,977‌

MATERIALS

-

4.5%

52,114

*,e

5E

Advanced

Materials,

Inc

182,920‌

35,671

AdvanSix,

Inc

1,430,764‌

174,229

*

Allegheny

Technologies,

Inc

8,307,239‌

17,738

Alpha

Metallurgical

Resources,

Inc

3,072,576‌

38,046

American

Vanguard

Corp

687,111‌

275,614

*,e

Amyris,

Inc

244,414‌

135,275

*

Arconic

Corp

4,043,370‌

73,291

*

Aspen

Aerogels,

Inc

611,247‌

124,721

Avient

Corp

5,054,942‌

43,423

Balchem

Corp

5,850,815‌

74,634

Cabot

Corp

5,299,014‌

22,143

Caledonia

Mining

Corp

plc

260,845‌

65,383

Carpenter

Technology

Corp

3,913,826‌

74,026

*

Century

Aluminum

Co

688,442‌

10,513

Chase

Corp

1,323,482‌

24,418

*

Clearwater

Paper

Corp

786,992‌

432,692

*

Coeur

Mining,

Inc

1,332,691‌

157,983

Commercial

Metals

Co

9,039,787‌

46,667

Compass

Minerals

International,

Inc

1,767,279‌

173,346

*

Constellium

SE

3,309,175‌

Small-Cap

Blend

Index

Fund

July

31,

2023

188

Portfolio

of

Investments

(continued)

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

MATERIALS—continued

5,048

*,e

Contango

ORE,

Inc

$

93,893‌

10,158

*

Core

Molding

Technologies,

Inc

245,011‌

71,181

*

Dakota

Gold

Corp

209,272‌

126,852

*,e

Danimer

Scientific,

Inc

356,454‌

35,238

FutureFuel

Corp

342,513‌

60,484

Glatfelter

Corp

205,646‌

33,621

Greif,

Inc

(Class

A)

2,486,945‌

6,965

Greif,

Inc

(Class

B)

550,723‌

72,378

H.B.

Fuller

Co

5,358,143‌

25,598

Hawkins,

Inc

1,196,707‌

17,167

Haynes

International,

Inc

861,097‌

811,417

Hecla

Mining

Co

4,673,762‌

262,037

*,e

i-80

Gold

Corp

534,555‌

51,516

*

Ingevity

Corp

3,298,054‌

32,920

Innospec,

Inc

3,527,049‌

15,133

*

Intrepid

Potash,

Inc

416,158‌

75,603

*,e

Ivanhoe

Electric,

Inc

1,229,305‌

20,890

Kaiser

Aluminum

Corp

1,696,268‌

67,707

*

Knife

River

Corp

2,943,223‌

27,522

Koppers

Holdings,

Inc

1,052,992‌

30,976

Kronos

Worldwide,

Inc

289,626‌

244,423

*,e

Livent

Corp

6,017,694‌

76,266

*

LSB

Industries,

Inc

851,891‌

27,936

Materion

Corp

3,328,295‌

44,194

Minerals

Technologies,

Inc

2,711,302‌

49,769

Myers

Industries,

Inc

975,970‌

316,804

*

Novagold

Resources

Inc

1,428,786‌

206,853

*

O-I

Glass,

Inc

4,749,345‌

13,023

Olympic

Steel,

Inc

726,553‌

136,132

*,e

Origin

Materials,

Inc

609,871‌

77,910

Orion

Engineered

Carbons

SA

1,707,787‌

58,278

Pactiv

Evergreen,

Inc

501,774‌

210,291

*

Perimeter

Solutions

S.A.

1,169,218‌

51,867

*,e

Perpetua

Resources

Corp

196,057‌

24,661

*

Piedmont

Lithium,

Inc

1,352,902‌

73,962

*

PolyMet

Mining

Corp

153,841‌

125,316

*

PQ

Group

Holdings,

Inc

1,540,134‌

154,758

*,e

PureCycle

Technologies,

Inc

1,832,335‌

18,560

Quaker

Chemical

Corp

3,719,053‌

6,249

*

Ramaco

Resources,

Inc

88,923‌

31,252

Ramaco

Resources,

Inc

287,518‌

59,396

*

Ranpak

Holdings

Corp

380,728‌

83,699

*

Rayonier

Advanced

Materials,

Inc

395,896‌

30,181

Ryerson

Holding

Corp

1,282,391‌

34,222

Schnitzer

Steel

Industries,

Inc

(Class

A)

1,239,179‌

73,697

Schweitzer-Mauduit

International,

Inc

1,159,991‌

57,375

Sensient

Technologies

Corp

3,674,295‌

28,624

Stepan

Co

2,742,752‌

162,487

*

Summit

Materials,

Inc

5,878,780‌

105,905

SunCoke

Energy,

Inc

940,436‌

48,554

Sylvamo

Corp

2,382,545‌

58,512

*

TimkenSteel

Corp

1,363,330‌

45,315

Tredegar

Corp

313,580‌

56,113

Trimas

Corp

1,445,471‌

45,233

Trinseo

plc

797,005‌

158,428

Tronox

Holdings

plc

2,105,508‌

2,821

United

States

Lime

&

Minerals,

Inc

580,026‌

3,773

Valhi,

Inc

57,878‌

69,564

Warrior

Met

Coal,

Inc

3,078,207‌

43,110

Worthington

Industries,

Inc

3,216,868‌

TOTAL

MATERIALS

155,758,442‌

189

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

MEDIA

&

ENTERTAINMENT

-

1.9%

119,692

*

Advantage

Solutions,

Inc

$

310,002‌

43,573

*

AMC

Networks,

Inc

549,891‌

14,745

*

Atlanta

Braves

Holdings,

Inc

698,028‌

59,413

*

Atlanta

Braves

Holdings,

Inc

2,419,297‌

30,157

*

Boston

Omaha

Corp

588,665‌

137,625

*

Bumble,

Inc

2,548,815‌

21,446

*,e

Cardlytics,

Inc

250,275‌

134,227

*

Cargurus,

Inc

3,041,584‌

89,483

*

Cars.com,

Inc

2,041,107‌

150,026

*

Cinemark

Holdings,

Inc

2,503,934‌

514,235

*

Clear

Channel

925,623‌

1,684

*

Daily

Journal

Corp

487,552‌

59,741

*

DHI

Group,

Inc

225,224‌

19,910

*,e

Emerald

Holding,

Inc

98,555‌

78,289

Entravision

Communications

Corp

(Class

A)

374,221‌

107,546

*

Eventbrite

Inc

1,237,855‌

27,255

*

EverQuote

Inc

192,965‌

77,470

*

EW

Scripps

Co

(Class

A)

763,854‌

265,026

*,e

fuboTV,

Inc

893,138‌

12,214

*

Gambling.com

Group

Ltd

149,622‌

201,540

*

Gannett

Co,

Inc

568,343‌

111,923

Gray

Television,

Inc

1,059,911‌

54,843

*

Grindr,

Inc

323,574‌

147,651

*

iHeartMedia,

Inc

698,389‌

64,801

*

Imax

Corp

1,192,986‌

53,517

*

Integral

Ad

Science

Holding

Corp

1,115,829‌

57,467

John

Wiley

&

Sons,

Inc

(Class

A)

1,967,095‌

78,321

*

Lions

Gate

Entertainment

Corp

(Class

A)

601,505‌

159,743

*

Lions

Gate

Entertainment

Corp

(Class

B)

1,169,319‌

49,397

*

Loop

Media,

Inc

113,613‌

35,809

*

Madison

Square

Garden

Entertainment

Corp

1,520,092‌

58,278

*

Madison

Square

Garden

Entertainment

Corp

2,030,406‌

179,136

*

Magnite,

Inc

2,710,328‌

33,377

e

Marcus

Corp

520,681‌

30,199

*

MediaAlpha,

Inc

306,218‌

197,881

*

Nextdoor

Holdings,

Inc

615,410‌

55,980

*

Outbrain,

Inc

297,254‌

110,418

*

Playstudios,

Inc

544,361‌

59,270

*

PubMatic,

Inc

1,184,807‌

72,007

*

QuinStreet,

Inc

639,422‌

128,570

*

Quotient

Technology,

Inc

506,566‌

28,672

*

Reservoir

Media,

Inc

156,549‌

39,596

Scholastic

Corp

1,710,151‌

32,860

Shutterstock,

Inc

1,690,647‌

49,901

e

Sinclair,

Inc

694,123‌

144,665

*

Stagwell,

Inc

970,702‌

34,112

*

System1,

Inc

97,560‌

37,295

*

TechTarget,

Inc

1,211,342‌

306,080

TEGNA,

Inc

5,172,752‌

40,670

*

Thryv

Holdings,

Inc

963,879‌

15,132

Townsquare

Media,

Inc

181,281‌

129,623

*

TrueCar,

Inc

317,576‌

11,707

*

Urban

One,

Inc

67,081‌

14,859

*

Urban

One,

Inc

84,399‌

201,481

*

Vimeo,

Inc

830,102‌

34,551

*

Vivid

Seats,

Inc

287,810‌

74,392

*

WideOpenWest,

Inc

612,990‌

92,584

*

Yelp,

Inc

4,170,909‌

62,575

*

Ziff

Davis

Inc

4,537,939‌

96,439

*

ZipRecruiter,

Inc

1,786,050‌

TOTAL

MEDIA

&

ENTERTAINMENT

65,530,158‌

Small-Cap

Blend

Index

Fund

July

31,

2023

190

Portfolio

of

Investments

(continued)

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES

-

9.4%

68,049

*

2seventy

bio,

Inc

$

516,492‌

42,823

*

4D

Molecular

Therapeutics,

Inc

783,661‌

83,865

*,e

89bio,

Inc

1,328,422‌

20,225

*,e

Aadi

Bioscience,

Inc

107,799‌

162,805

*

Acadia

Pharmaceuticals,

Inc

4,760,418‌

94,576

*

Aclaris

Therapeutics,

Inc

933,465‌

11,821

*

Acrivon

Therapeutics,

Inc

147,053‌

35,556

*,e

Actinium

Pharmaceuticals,

Inc

253,159‌

155,076

*

Adaptive

Biotechnologies

Corp

1,308,841‌

39,462

*,e

Adicet

Bio,

Inc

105,364‌

277,886

*

ADMA

Biologics,

Inc

1,153,227‌

12,452

*

Aerovate

Therapeutics,

Inc

217,287‌

466,802

*

Agenus,

Inc

709,539‌

75,089

*

Agios

Pharmaceuticals,

Inc

1,991,360‌

60,869

*

Akero

Therapeutics,

Inc

2,641,715‌

21,951

*

Akoya

Biosciences,

Inc

151,462‌

62,944

*,e

Aldeyra

Therapeutics,

Inc

510,791‌

86,500

*

Alector,

Inc

593,390‌

224,102

*

Alkermes

plc

6,561,707‌

90,402

*

Allakos,

Inc

486,363‌

108,997

*,e

Allogene

Therapeutics,

Inc

540,625‌

57,580

*

Allovir,

Inc

189,438‌

43,250

*,e

Alpine

Immune

Sciences,

Inc

542,355‌

67,327

*

Altimmune,

Inc

222,852‌

30,055

*

ALX

Oncology

Holdings,

Inc

183,636‌

378,063

*

Amicus

Therapeutics,

Inc

5,149,218‌

160,344

*

Amneal

Pharmaceuticals,

Inc

513,101‌

52,339

*

Amphastar

Pharmaceuticals,

Inc

3,176,454‌

68,570

*

Amylyx

Pharmaceuticals,

Inc

1,607,966‌

28,321

*,e

AnaptysBio,

Inc

558,207‌

91,173

*,e

Anavex

Life

Sciences

Corp

752,177‌

17,618

*

ANI

Pharmaceuticals,

Inc

925,826‌

20,311

*

Anika

Therapeutics,

Inc

473,856‌

62,371

*,e

Annexon,

Inc

215,180‌

169,888

*,e

Arbutus

Biopharma

Corp

368,657‌

51,462

*

Arcellx,

Inc

1,762,574‌

30,817

*

Arcturus

Therapeutics

Holdings,

Inc

1,077,362‌

69,500

*

Arcus

Biosciences,

Inc

1,383,050‌

69,779

*

Arcutis

Biotherapeutics,

Inc

761,289‌

288,851

*

Ardelyx,

Inc

1,138,073‌

139,810

*

Arrowhead

Pharmaceuticals

Inc

4,826,241‌

67,364

*

Arvinas,

Inc

1,665,238‌

120,384

*

Assertio

Holdings,

Inc

684,985‌

34,858

*,e

Astria

Therapeutics,

Inc

312,328‌

63,720

*

Atara

Biotherapeutics,

Inc

140,821‌

105,147

*

Atea

Pharmaceuticals,

Inc

360,654‌

37,316

*

Aura

Biosciences,

Inc

444,060‌

185,007

*

Aurinia

Pharmaceuticals,

Inc

2,142,381‌

83,065

*

Avid

Bioservices,

Inc

1,051,603‌

92,760

*

Avidity

Biosciences,

Inc

882,148‌

34,057

*,e

Avita

Medical,

Inc

689,654‌

44,594

*,e

Axsome

Therapeutics,

Inc

3,499,291‌

92,847

*

Beam

Therapeutics,

Inc

2,866,187‌

60,363

*

BioAtla,

Inc

180,485‌

252,684

*

BioCryst

Pharmaceuticals,

Inc

1,867,335‌

79,869

*

Biohaven

Ltd

1,587,796‌

47,217

*

BioLife

Solutions

Inc

938,674‌

26,928

*

Biomea

Fusion,

Inc

599,148‌

18,644

*,e

Biote

Corp

127,152‌

14,808

*,e

Bioxcel

Therapeutics

Inc

135,345‌

150,690

*,e

Bluebird

Bio,

Inc

592,212‌

82,179

*

Blueprint

Medicines

Corp

5,423,814‌

155,273

*

Bridgebio

Pharma,

Inc

5,436,108‌

191

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES—continued

82,701

*,e

Bright

Green

Corp

$

61,199‌

34,762

*,e

Cabaletta

Bio,

Inc

473,458‌

59,968

*

Cara

Therapeutics,

Inc

199,693‌

70,175

*

CareDx,

Inc

765,609‌

83,288

*

Caribou

Biosciences,

Inc

598,841‌

36,524

e

Carisma

Therapeutics,

Inc

202,708‌

53,834

*,e

Cassava

Sciences,

Inc

1,183,271‌

128,158

*

Catalyst

Pharmaceuticals,

Inc

1,772,425‌

23,416

*,e

Celcuity,

Inc

231,350‌

63,783

*

Celldex

Therapeutics,

Inc

2,255,367‌

26,194

*

Century

Therapeutics,

Inc

79,892‌

83,617

*

Cerevel

Therapeutics

Holdings,

Inc

2,557,844‌

78,524

*

Chinook

Therapeutics,

Inc

3,076,570‌

164,649

*,e

Citius

Pharmaceuticals,

Inc

162,986‌

89,565

*

Codexis,

Inc

322,434‌

92,564

*

Cogent

Biosciences,

Inc

1,202,406‌

100,420

*,e

Coherus

Biosciences,

Inc

484,024‌

46,249

*

Collegium

Pharmaceutical,

Inc

1,052,627‌

124,245

*,e

Compass

Therapeutics,

Inc

356,583‌

110,966

*

Corcept

Therapeutics,

Inc

2,827,414‌

60,777

*,e

CorMedix

Inc

268,634‌

70,303

*

Crinetics

Pharmaceuticals,

Inc

1,335,757‌

61,759

*

CryoPort,

Inc

992,467‌

47,316

*,e

Cue

Biopharma,

Inc

180,747‌

34,937

*

Cullinan

Oncology,

Inc

369,983‌

132,981

*

Cymabay

Therapeutics,

Inc

1,735,402‌

159,879

*

Cytek

Biosciences,

Inc

1,432,516‌

126,227

*

Cytokinetics,

Inc

4,209,670‌

66,595

*

Day

One

Biopharmaceuticals,

Inc

881,718‌

68,586

*

Deciphera

Pharmaceuticals,

Inc

927,283‌

159,902

*

Denali

Therapeutics,

Inc

4,546,014‌

47,309

*,e

Design

Therapeutics,

Inc

385,095‌

52,529

*

DICE

Therapeutics,

Inc

2,468,863‌

10,512

*

Disc

Medicine,

Inc

521,395‌

175,081

*

Dynavax

Technologies

Corp

2,449,383‌

57,715

*

Dyne

Therapeutics,

Inc

702,969‌

14,382

*

Eagle

Pharmaceuticals,

Inc

298,570‌

58,283

*

Edgewise

Therapeutics,

Inc

424,883‌

99,534

*

Editas

Medicine,

Inc

873,909‌

56,201

*

Emergent

Biosolutions,

Inc

386,663‌

26,286

*

Enanta

Pharmaceuticals,

Inc

498,645‌

31,703

*,e

Enliven

Therapeutics,

Inc

600,455‌

29,191

*,e

Entrada

Therapeutics,

Inc

507,048‌

433,314

*

EQRx,

Inc

740,967‌

122,126

*

Erasca,

Inc

322,413‌

55,974

*

Evolus,

Inc

560,859‌

38,852

*,e

Eyenovia,

Inc

82,755‌

35,581

*,e

EyePoint

Pharmaceuticals,

Inc

444,763‌

113,106

*

Fate

Therapeutics,

Inc

467,128‌

24,461

*,e

Fennec

Pharmaceuticals,

Inc

217,948‌

83,092

*

FibroGen,

Inc

171,170‌

28,008

*,e

Foghorn

Therapeutics,

Inc

256,553‌

3,701

*

Genelux

Corp

77,980‌

64,890

*

Generation

Bio

Co

329,641‌

673,923

*

Geron

Corp

2,183,511‌

38,589

*,e

Graphite

Bio,

Inc

97,630‌

121,020

*

Gritstone

Oncology,

Inc

238,409‌

182,801

*

Halozyme

Therapeutics,

Inc

7,853,131‌

44,397

*

Harmony

Biosciences

Holdings,

Inc

1,570,322‌

35,070

*,e

Harrow

Health,

Inc

774,346‌

52,517

*

Harvard

Bioscience,

Inc

244,204‌

91,752

*,e

Heron

Therapeutics,

Inc

152,308‌

28,832

*

HilleVax,

Inc

438,823‌

Small-Cap

Blend

Index

Fund

July

31,

2023

192

Portfolio

of

Investments

(continued)

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES—continued

80,338

*

Humacyte,

Inc

$

263,509‌

37,494

*

Icosavax,

Inc

331,072‌

73,516

*

Ideaya

Biosciences,

Inc

1,643,818‌

21,647

*,e

IGM

Biosciences,

Inc

230,324‌

29,269

*,e

Ikena

Oncology,

Inc

150,735‌

27,824

*,e

Immuneering

Corp

282,692‌

150,950

*,e

ImmunityBio,

Inc

332,090‌

328,772

*

Immunogen,

Inc

5,858,717‌

73,138

*

Immunovant,

Inc

1,669,741‌

46,546

*

Inhibrx,

Inc

933,247‌

84,663

*

Innoviva,

Inc

1,147,184‌

46,180

*,e

Inozyme

Pharma,

Inc

235,518‌

181,550

*

Insmed,

Inc

4,010,440‌

119,706

*

Intellia

Therapeutics,

Inc

5,067,155‌

33,587

*

Intercept

Pharmaceuticals,

Inc

362,740‌

127,019

*

Intra-Cellular

Therapies,

Inc

7,854,855‌

282,156

*

Iovance

Biotherapeutics,

Inc

2,048,453‌

189,169

*

Ironwood

Pharmaceuticals,

Inc

2,097,884‌

33,162

*

iTeos

Therapeutics,

Inc

466,258‌

21,259

*,e

Janux

Therapeutics,

Inc

297,626‌

32,824

*

KalVista

Pharmaceuticals

Inc

331,522‌

153,723

*

Karyopharm

Therapeutics,

Inc

276,701‌

47,316

*,e

KemPharm,

Inc

230,902‌

30,428

*

Keros

Therapeutics,

Inc

1,274,325‌

97,211

*

Kezar

Life

Sciences,

Inc

217,753‌

43,001

*

Kiniksa

Pharmaceuticals

Ltd

810,139‌

46,566

*

Kodiak

Sciences,

Inc

139,232‌

29,247

*

Krystal

Biotech

Inc

3,775,788‌

84,916

*

Kura

Oncology,

Inc

886,523‌

52,958

*

Kymera

Therapeutics,

Inc

1,158,721‌

35,655

*

Larimar

Therapeutics,

Inc

152,603‌

126,230

*,e

Lexicon

Pharmaceuticals,

Inc

253,722‌

22,292

*

Ligand

Pharmaceuticals,

Inc

(Class

B)

1,492,004‌

176,749

*,e

Lineage

Cell

Therapeutics,

Inc

270,426‌

63,413

*

Liquidia

Corp

489,548‌

21,463

*,e

Longboard

Pharmaceuticals,

Inc

154,534‌

242,546

*,e

Lyell

Immunopharma,

Inc

700,958‌

82,092

*

MacroGenics,

Inc

391,579‌

18,449

*

Madrigal

Pharmaceuticals,

Inc

3,787,580‌

359,993

*

MannKind

Corp

1,645,168‌

67,798

*

Marinus

Pharmaceuticals,

Inc

721,371‌

121,346

*

MaxCyte,

Inc

542,417‌

44,655

*

MeiraGTx

Holdings

plc

281,326‌

13,719

*,e

Merrimack

Pharmaceuticals,

Inc

164,765‌

65,881

*

Mersana

Therapeutics,

Inc

80,704‌

147,555

*

MiMedx

Group,

Inc

1,190,769‌

18,940

*

Mineralys

Therapeutics,

Inc

267,622‌

36,038

*

Mirum

Pharmaceuticals,

Inc

928,339‌

41,302

*,e

Monte

Rosa

Therapeutics,

Inc

292,005‌

41,178

*

Morphic

Holding,

Inc

2,336,028‌

109,125

*

Myriad

Genetics,

Inc

2,438,944‌

65,874

*

NanoString

Technologies,

Inc

313,560‌

66,458

*

Nautilus

Biotechnology,

Inc

218,647‌

54,749

*

NGM

Biopharmaceuticals

Inc

129,755‌

45,244

*

Nkarta,

Inc

103,609‌

118,317

*,e

Novavax,

Inc

1,097,982‌

62,887

*

Nurix

Therapeutics,

Inc

610,633‌

32,446

*

Nuvalent,

Inc

1,617,433‌

198,189

*

Nuvation

Bio,

Inc

366,650‌

9,280

*

Nuvectis

Pharma,

Inc

130,384‌

11,704

*

Ocean

Biomedical,

Inc

54,892‌

110,944

*

Ocular

Therapeutix,

Inc

503,686‌

36,652

*,e

Olema

Pharmaceuticals,

Inc

317,040‌

193

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES—continued

33,248

*

Omega

Therapeutics,

Inc

$

185,856‌

82,735

*,e

Omeros

Corp

359,897‌

126,254

*

OmniAb,

Inc

694,397‌

7,972

*,†

OmniAb,

Inc

0‌

7,972

*,†

OmniAb,

Inc

0‌

102,190

*,e

Optinose,

Inc

123,139‌

99,130

*

Organogenesis

Holdings

Inc

423,285‌

53,148

*,e

ORIC

Pharmaceuticals,

Inc

444,317‌

206,393

*,e

Outlook

Therapeutics,

Inc

357,060‌

82,414

*,e

Ovid

therapeutics,

Inc

295,866‌

340,184

*

Pacific

Biosciences

of

California,

Inc

4,493,831‌

61,624

*

Pacira

BioSciences

Inc

2,240,032‌

38,199

*,e

PDS

Biotechnology

Corp

218,307‌

13,643

*

PepGen,

Inc

81,722‌

33,505

*,e

Phathom

Pharmaceuticals,

Inc

509,611‌

28,478

Phibro

Animal

Health

Corp

412,361‌

76,493

*,e

Pliant

Therapeutics,

Inc

1,364,635‌

52,216

*

PMV

Pharmaceuticals,

Inc

341,493‌

122,663

*

Point

Biopharma

Global,

Inc

1,096,607‌

93,312

*,e

Poseida

Therapeutics,

Inc

161,430‌

235,566

*,e

Precigen,

Inc

327,437‌

13,804

*

Prelude

Therapeutics,

Inc

53,974‌

67,915

*

Prestige

Consumer

Healthcare,

Inc.

4,428,737‌

53,396

*,e

Prime

Medicine,

Inc

804,678‌

83,886

*

ProKidney

Corp

1,075,419‌

73,352

*

Protagonist

Therapeutics,

Inc

1,423,029‌

74,027

*

Protalix

BioTherapeutics,

Inc

118,443‌

56,154

*

Prothena

Corp

plc

3,867,326‌

96,335

*

PTC

Therapeutics,

Inc

3,886,154‌

47,125

*

Quanterix

Corp

1,170,585‌

130,597

*,e

Quantum-Si,

Inc

508,022‌

41,950

*

Rallybio

Corp

250,861‌

39,628

*

RAPT

Therapeutics,

Inc

947,109‌

38,752

*

Reata

Pharmaceuticals,

Inc

6,416,556‌

185,352

*

Recursion

Pharmaceuticals,

Inc

2,617,170‌

53,294

*

REGENXBIO,

Inc

1,012,586‌

122,162

*

Relay

Therapeutics,

Inc

1,539,241‌

13,526

*

Reneo

Pharmaceuticals,

Inc

108,614‌

56,659

*

Replimune

Group,

Inc

1,193,805‌

112,002

*

Revance

Therapeutics,

Inc

2,646,607‌

137,301

*

REVOLUTION

Medicines,

Inc

3,604,151‌

69,628

*

Rhythm

Pharmaceuticals,

Inc

1,242,164‌

242,444

*

Rigel

Pharmaceuticals,

Inc

334,573‌

77,887

*

Rocket

Pharmaceuticals,

Inc

1,405,860‌

71,611

*

Sage

Therapeutics,

Inc

2,483,469‌

127,192

*,e

Sana

Biotechnology,

Inc

745,345‌

233,110

*

Sangamo

Therapeutics

Inc

306,540‌

104,532

*,e

Savara,

Inc

374,225‌

38,661

*,e

Scholar

Rock

Holding

Corp

274,493‌

39,230

*,e

scPharmaceuticals,

Inc

330,709‌

81,550

*

Seer,

Inc

412,643‌

159,741

*,e

Selecta

Biosciences,

Inc

174,118‌

132,061

*,e

Seres

Therapeutics,

Inc

635,213‌

65,159

SIGA

Technologies,

Inc

374,013‌

33,145

*,e

Silverback

Therapeutics,

Inc

243,616‌

208,538

*

SomaLogic,

Inc

510,918‌

88,306

*,†,e

Sorrento

Therapeutics,

Inc

466,797‌

78,987

*

SpringWorks

Therapeutics,

Inc

2,478,612‌

37,455

*

Stoke

Therapeutics,

Inc

248,701‌

157,458

*,e

Summit

Therapeutics,

Inc

330,662‌

65,592

*

Supernus

Pharmaceuticals,

Inc

2,013,018‌

88,668

*

Sutro

Biopharma,

Inc

396,346‌

89,185

*

Syndax

Pharmaceuticals,

Inc

1,901,424‌

Small-Cap

Blend

Index

Fund

July

31,

2023

194

Portfolio

of

Investments

(continued)

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES—continued

64,979

*

Tango

Therapeutics,

Inc

$

219,629‌

10,807

*,e

Taro

Pharmaceutical

Industries

Ltd

394,996‌

32,008

*,e

Tarsus

Pharmaceuticals,

Inc

704,496‌

62,367

*,e

Tenaya

Therapeutics,

Inc

301,856‌

58,306

*,e

Terns

Pharmaceuticals,

Inc

420,969‌

186,200

*

TG

Therapeutics,

Inc

3,852,478‌

87,015

*,e

Theravance

Biopharma,

Inc

860,578‌

29,669

*

Theseus

Pharmaceuticals,

Inc

99,985‌

26,824

*

Third

Harmonic

Bio,

Inc

190,182‌

98,440

*

Travere

Therapeutics,

Inc

1,692,184‌

57,709

*

Trevi

Therapeutics,

Inc

137,347‌

76,783

*

Twist

Bioscience

Corp

1,868,898‌

18,400

*

Tyra

Biosciences,

Inc

272,688‌

26,820

*,e

UroGen

Pharma

Ltd

580,921‌

77,049

*

Vanda

Pharmaceuticals,

Inc

445,343‌

124,614

*

Vaxcyte,

Inc

5,988,949‌

58,029

*,e

Vaxxinity,

Inc

156,098‌

63,454

*

Ventyx

Biosciences,

Inc

2,350,971‌

45,877

*,e

Vera

Therapeutics,

Inc

861,111‌

98,673

*

Veracyte,

Inc

2,708,574‌

63,230

*

Vericel

Corp

2,271,222‌

28,476

*,e

Verrica

Pharmaceuticals,

Inc

166,300‌

68,915

*,e

Verve

Therapeutics,

Inc

1,412,068‌

22,032

*,e

Vigil

Neuroscience,

Inc

179,340‌

130,307

*

Viking

Therapeutics,

Inc

1,889,452‌

113,567

*

Vir

Biotechnology,

Inc

1,599,023‌

57,193

*

Viridian

Therapeutics,

Inc

1,072,941‌

51,509

*

Vor

BioPharma,

Inc

155,557‌

42,867

*

Voyager

Therapeutics,

Inc

399,520‌

80,574

*,e

WaVe

Life

Sciences

Ltd

352,108‌

167,362

*,e

X4

Pharmaceuticals,

Inc

299,578‌

78,294

*

Xencor,

Inc

1,901,761‌

185,451

*

Xeris

Biopharma

Holdings,

Inc

484,027‌

9,988

*,e

XOMA

Corp

157,311‌

50,449

*

Y-mAbs

Therapeutics,

Inc

307,234‌

66,471

*

Zentalis

Pharmaceuticals,

Inc

1,775,440‌

9,903

*

Zura

Bio

Ltd

68,133‌

72,589

*

Zymeworks,

Inc

541,514‌

TOTAL

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES

324,407,640‌

REAL

ESTATE

MANAGEMENT

&

DEVELOPMENT

-

0

.8%

2,110

*,e

American

Realty

Investors,

Inc

39,879‌

407,537

*

Compass,

Inc

1,707,580‌

215,019

*

Cushman

&

Wakefield

plc

2,113,637‌

219,542

e

DigitalBridge

Group,

Inc

3,517,063‌

122,458

Douglas

Elliman,

Inc

270,632‌

94,388

e

eXp

World

Holdings

Inc

2,354,037‌

24,714

*

Forestar

Group,

Inc

728,569‌

8,758

*

FRP

Holdings,

Inc

502,446‌

162,694

Kennedy-Wilson

Holdings,

Inc

2,684,451‌

36,157

Marcus

&

Millichap,

Inc

1,326,239‌

9,874

*,e

Maui

Land

&

Pineapple

Co,

Inc

147,221‌

183,117

Newmark

Group,

Inc

1,267,170‌

742,805

*,e

Opendoor

Technologies,

Inc

3,795,734‌

28,182

Re/Max

Holdings,

Inc

555,467‌

145,823

*

Realogy

Holdings

Corp

1,221,997‌

148,385

*,e

Redfin

Corp

2,222,807‌

20,152

RMR

Group,

Inc

475,184‌

46,931

St.

Joe

Co

2,979,180‌

8,230

Stratus

Properties,

Inc

233,567‌

32,335

*

Tejon

Ranch

Co

569,419‌

195

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

REAL

ESTATE

MANAGEMENT

&

DEVELOPMENT—continued

1,691

*

Transcontinental

Realty

Investors,

Inc

$

59,168‌

TOTAL

REAL

ESTATE

MANAGEMENT

&

DEVELOPMENT

28,771,447‌

RETAILING

-

1.8%

44,172

Aaron's

Co,

Inc

698,801‌

102,125

Academy

Sports

&

Outdoors,

Inc

6,106,054‌

244,252

American

Eagle

Outfitters,

Inc

3,431,741‌

8,391

*

America's

Car-Mart,

Inc

999,536‌

121,208

Arko

Corp

1,010,875‌

29,636

*

Asbury

Automotive

Group,

Inc

6,685,882‌

166,909

*,e

BARK,

Inc

240,349‌

29,233

e

Big

5

Sporting

Goods

Corp

279,760‌

40,475

*

Boot

Barn

Holdings,

Inc

3,800,602‌

39,842

Buckle,

Inc

1,456,623‌

44,947

Caleres,

Inc

1,215,367‌

130,435

*

Carvana

Co

5,993,488‌

32,946

Cato

Corp

(Class

A)

280,041‌

165,428

*

Chico's

FAS,

Inc

1,009,111‌

14,897

*

Children's

Place,

Inc

468,362‌

27,052

*,e

ContextLogic,

Inc

256,994‌

68,739

Designer

Brands,

Inc

683,953‌

76,829

*

Destination

XL

Group,

Inc

396,438‌

5,010

e

Dillard's,

Inc

(Class

A)

1,718,630‌

20,264

*

Duluth

Holdings,

Inc

147,117‌

9,349

*,e

Envela

Corp

70,024‌

92,293

*,e

EVgo,

Inc

403,320‌

110,668

e

Foot

Locker,

Inc

2,973,649‌

32,017

Franchise

Group,

Inc

952,826‌

16,973

*

Genesco,

Inc

478,808‌

19,023

Group

1

Automotive,

Inc

4,918,016‌

80,682

*

GrowGeneration

Corp

321,114‌

41,171

e

Guess?,

Inc

864,179‌

20,154

Haverty

Furniture

Cos,

Inc

717,482‌

5,374

*,e

J

Jill,

Inc

121,990‌

22,463

*

Lands'

End,

Inc

210,703‌

16,419

*,e

Lazydays

Holdings,

Inc

215,253‌

237,582

*

Leslie's,

Inc

1,513,397‌

28,757

*

MarineMax,

Inc

1,159,770‌

42,468

Monro

Muffler,

Inc

1,556,452‌

47,458

*

ODP

Corp

2,367,205‌

16,656

*,e

OneWater

Marine,

Inc

627,098‌

29,033

PetMed

Express,

Inc

425,333‌

65,513

*,e

Rent

the

Runway,

Inc

121,199‌

55,994

*,e

Revolve

Group,

Inc

1,104,202‌

148,582

*

Sally

Beauty

Holdings,

Inc

1,778,527‌

24,101

Shoe

Carnival,

Inc

641,328‌

22,330

Sonic

Automotive,

Inc

(Class

A)

1,069,384‌

52,415

*,e

Sportsman's

Warehouse

Holdings,

Inc

330,214‌

115,618

*,e

Stitch

Fix

Inc

590,808‌

98,951

*,e

ThredUp,

Inc

348,308‌

40,483

*

Tilly's,

Inc

350,988‌

18,215

*,e

Torrid

Holdings,

Inc

49,545‌

TOTAL

RETAILING

63,160,846‌

SEMICONDUCTORS

&

SEMICONDUCTOR

EQUIPMENT

-

3.2%

69,718

*

ACM

Research,

Inc

913,306‌

35,099

*,e

Aehr

Test

Systems

1,830,764‌

30,740

*

Alpha

&

Omega

Semiconductor

Ltd

1,010,731‌

50,142

*

Ambarella,

Inc

4,182,846‌

138,915

Amkor

Technology,

Inc

4,041,037‌

28,637

*

Atomera,

Inc

247,137‌

44,102

*

Axcelis

Technologies,

Inc

8,841,569‌

29,150

*

Ceva,

Inc

791,714‌

Small-Cap

Blend

Index

Fund

July

31,

2023

196

Portfolio

of

Investments

(continued)

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

SEMICONDUCTORS

&

SEMICONDUCTOR

EQUIPMENT—continued

16

*,†

China

Energy

Savings

Technology,

Inc

$

0‌

62,303

*

Cohu,

Inc

2,719,526‌

133,433

*

Credo

Technology

Group

Holding

Ltd

2,264,358‌

60,767

*

Diodes,

Inc

5,741,874‌

105,637

*

Formfactor,

Inc

3,925,471‌

37,652

*

Ichor

Holdings

Ltd

1,457,885‌

31,050

*

Impinj,

Inc

2,068,551‌

185,634

*,e

indie

Semiconductor,

Inc

1,759,810‌

14,287

*

inTEST

Corp

302,313‌

74,444

Kulicke

&

Soffa

Industries,

Inc

4,457,707‌

74,236

*

MACOM

Technology

Solutions

Holdings,

Inc

5,190,581‌

34,115

*,e

Maxeon

Solar

Technologies

Ltd

842,299‌

100,110

*

MaxLinear,

Inc

2,469,714‌

67,776

*

Nanometrics,

Inc

8,425,912‌

138,703

*,e

Navitas

Semiconductor

Corp

1,467,478‌

6,396

e

NVE

Corp

506,627‌

41,128

*

PDF

Solutions,

Inc

1,891,477‌

81,550

*

Photronics,

Inc

2,156,998‌

76,449

Power

Integrations,

Inc

7,426,256‌

147,568

*

Rambus,

Inc

9,239,232‌

87,383

*

Semtech

Corp

2,551,584‌

43,404

*

Silicon

Laboratories,

Inc

6,473,273‌

23,307

*

SiTime

Corp

3,006,836‌

23,864

*

SkyWater

Technology,

Inc

233,390‌

65,804

*

SMART

Global

Holdings,

Inc

1,750,386‌

54,583

*

Synaptics,

Inc

4,929,391‌

29,962

*,e

Transphorm,

Inc

93,481‌

61,058

*

Ultra

Clean

Holdings

2,326,310‌

69,293

*

Veeco

Instruments,

Inc

1,951,291‌

TOTAL

SEMICONDUCTORS

&

SEMICONDUCTOR

EQUIPMENT

109,489,115‌

SOFTWARE

&

SERVICES

-

6.0%

152,114

*

8x8,

Inc

721,020‌

94,696

A10

Networks,

Inc

1,469,682‌

149,838

*

ACI

Worldwide,

Inc

3,474,743‌

146,892

Adeia,

Inc

1,765,642‌

27,368

*

Agilysys,

Inc

2,015,106‌

65,921

*

Alarm.com

Holdings,

Inc

3,639,498‌

52,968

*

Alkami

Technology,

Inc

894,100‌

72,192

*

Altair

Engineering,

Inc

5,410,068‌

42,572

American

Software,

Inc

(Class

A)

490,855‌

91,578

*

Amplitude,

Inc

1,060,473‌

26,360

*

Appfolio,

Inc

4,760,352‌

55,953

*

Appian

Corp

2,882,699‌

92,399

*

Applied

Blockchain,

Inc

885,182‌

107,944

*

Asana,

Inc

2,620,880‌

25,633

*

Asure

Software,

Inc

349,634‌

206,601

*,e

AvePoint,

Inc

1,280,926‌

37,314

*,e

BigBear.ai

Holdings,

Inc

75,001‌

92,493

*

BigCommerce

Holdings,

Inc

999,849‌

99,394

*,e

Bit

Digital,

Inc

440,315‌

59,932

*

Blackbaud,

Inc

4,521,869‌

75,839

*

Blackline,

Inc

4,404,729‌

190,331

*

Box,

Inc

5,947,844‌

46,721

*

Braze,

Inc

2,123,937‌

52,707

*

Brightcove,

Inc

236,654‌

80,324

*,e

C3.ai,

Inc

3,373,608‌

56,941

*

Cerence

Inc

1,583,529‌

54,565

*,e

Cipher

Mining,

Inc

207,347‌

108,687

*

Cleanspark,

Inc

653,209‌

112,755

Clear

Secure,

Inc

2,673,421‌

60,132

*

Commvault

Systems,

Inc

4,686,087‌

25,464

*

Consensus

Cloud

Solutions,

Inc

825,288‌

197

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

SOFTWARE

&

SERVICES—continued

45,997

*

Couchbase,

Inc

$

767,690‌

31,049

*

CS

Disco,

Inc

302,417‌

18,216

*,e

Digimarc

Corp

539,194‌

127,855

*

Digital

Turbine,

Inc

1,385,948‌

86,919

*,e

DigitalOcean

Holdings,

Inc

4,304,229‌

41,771

*

Domo,

Inc

746,448‌

267,293

*,e

E2open

Parent

Holdings,

Inc

1,376,559‌

36,372

Ebix,

Inc

1,126,077‌

32,005

*

eGain

Corp

235,877‌

34,478

*

Enfusion,

Inc

374,086‌

65,018

*

EngageSmart,

Inc

1,232,741‌

69,141

*

Envestnet,

Inc

4,285,359‌

53,665

*

Everbridge,

Inc

1,655,029‌

33,468

*

EverCommerce,

Inc

390,906‌

74,393

*

Expensify,

Inc

599,608‌

161,072

*

Fastly,

Inc

2,958,893‌

63,515

*,e

ForgeRock,

Inc

1,311,585‌

219,173

*

Freshworks,

Inc

4,089,768‌

72,683

*

Grid

Dynamics

Holdings,

Inc

757,357‌

32,648

Hackett

Group,

Inc

759,066‌

14,547

*

IBEX

Ltd

288,758‌

49,632

Information

Services

Group,

Inc

255,605‌

23,999

*

Instructure

Holdings,

Inc

652,053‌

21,233

*

Intapp,

Inc

871,827‌

9,622

*,e

Intelligent

Systems

Corp

231,217‌

37,413

e

InterDigital,

Inc

3,467,811‌

93,971

*

Jamf

Holding

Corp

2,041,050‌

113,547

*,e

Kaltura,

Inc

229,365‌

61,090

*,e

Liveperson,

Inc

290,178‌

85,992

*

LiveRamp

Holdings,

Inc

2,454,212‌

30,504

*,e

LiveVox

Holdings,

Inc

88,767‌

229,742

*,e

Marathon

Digital

Holdings,

Inc

3,990,619‌

341,827

*,e

Matterport,

Inc

1,158,794‌

34,938

*

MeridianLink,

Inc

780,515‌

15,007

*

MicroStrategy,

Inc

(Class

A)

6,571,265‌

59,675

*

Mitek

Systems,

Inc

609,282‌

51,523

*

Model

N,

Inc

1,716,746‌

94,122

*

N-Able,

Inc

1,324,297‌

74,973

*

NextNav,

Inc

240,663‌

139,279

*

Olo,

Inc

1,094,733‌

49,611

ON24,

Inc

439,057‌

53,118

*

OneSpan,

Inc

729,841‌

118,926

*

Pagerduty,

Inc

3,082,562‌

47,283

*

Perficient,

Inc

3,016,183‌

75,674

*

PowerSchool

Holdings,

Inc

1,829,041‌

57,964

Progress

Software

Corp

3,481,318‌

60,276

*

PROS

Holdings,

Inc

2,290,488‌

77,515

*

Q2

Holdings,

Inc

2,749,457‌

51,084

*

Qualys,

Inc

7,090,459‌

81,203

*

Rapid7,

Inc

3,728,030‌

68,658

*

Rimini

Street,

Inc

186,750‌

217,959

*,e

Riot

Blockchain,

Inc

4,036,601‌

42,689

Sapiens

International

Corp

NV

1,150,042‌

41,848

*,e

SEMrush

Holdings,

Inc

444,007‌

11,953

*

ShotSpotter,

Inc

271,572‌

67,188

*

SolarWinds

Corp

708,162‌

190,276

*,e

SoundHound

AI,

Inc

443,343‌

117,392

*

Sprinklr,

Inc

1,648,184‌

64,352

*

Sprout

Social,

Inc

3,677,073‌

49,614

*

SPS

Commerce,

Inc

8,949,869‌

60,438

*

Squarespace,

Inc

2,002,915‌

154,710

*

Tenable

Holdings,

Inc

7,528,189‌

59,669

*,e

Terawulf,

Inc

174,233‌

Small-Cap

Blend

Index

Fund

July

31,

2023

198

Portfolio

of

Investments

(continued)

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

SOFTWARE

&

SERVICES—continued

13,579

*,e

Tucows,

Inc

$

419,455‌

124,531

*

Turing

Holding

Corp

882,925‌

93,710

*

Unisys

Corp

509,782‌

146,878

*

Varonis

Systems,

Inc

4,215,399‌

88,860

*

Verint

Systems,

Inc

3,320,698‌

43,830

*,e

Veritone,

Inc

202,275‌

17,360

*

Viant

Technology,

Inc

84,022‌

43,626

*

Weave

Communications,

Inc

523,512‌

66,100

*

Workiva,

Inc

6,959,669‌

58,016

*

Xperi,

Inc

761,170‌

147,654

*

Yext,

Inc

1,435,197‌

181,598

*

Zeta

Global

Holdings

Corp

1,674,334‌

173,357

*

Zuora

Inc

2,033,478‌

TOTAL

SOFTWARE

&

SERVICES

206,709,433‌

TECHNOLOGY

HARDWARE

&

EQUIPMENT

-

4.3%

30,205

*,e

908

Devices,

Inc

210,227‌

103,824

ADTRAN

Holdings,

Inc

1,010,208‌

51,355

Advanced

Energy

Industries,

Inc

6,428,619‌

136,154

*,e

Aeva

Technologies,

Inc

170,193‌

95,939

*,e

Akoustis

Technologies,

Inc

229,294‌

119,370

*

Arlo

Technologies,

Inc

1,356,043‌

15,093

*

Aviat

Networks,

Inc

461,393‌

46,836

*

Avid

Technology,

Inc

1,116,570‌

40,049

Badger

Meter,

Inc

6,593,667‌

13,903

Bel

Fuse,

Inc

(Class

B)

745,896‌

58,226

Belden

CDT,

Inc

5,626,961‌

47,165

Benchmark

Electronics,

Inc

1,250,344‌

79,266

*

Calix,

Inc

3,575,689‌

15,390

*,e

Cambium

Networks

Corp

249,318‌

17,023

*,e

Clearfield,

Inc

795,655‌

5,413

Climb

Global

Solutions,

Inc

261,881‌

281,468

*

CommScope

Holding

Co,

Inc

1,266,606‌

19,845

*,e

CompoSecure,

Inc

147,250‌

39,789

Comtech

Telecommunications

Corp

404,256‌

53,635

*

Corsair

Gaming,

Inc

991,175‌

5,715

*,e

CPI

Card

Group,

Inc

139,503‌

44,098

CTS

Corp

1,968,094‌

52,112

*

Daktronics,

Inc

374,685‌

46,873

*

Digi

International,

Inc

1,965,385‌

37,273

*,e

DZS,

Inc

140,519‌

78,672

*,e

Eastman

Kodak

Co

431,909‌

35,687

*

ePlus,

Inc

2,010,963‌

152,459

*,e

Evolv

Technologies

Holdings,

Inc

1,003,180‌

173,090

*

Extreme

Networks,

Inc

4,602,463‌

50,271

*

Fabrinet

6,215,506‌

25,759

*

FARO

Technologies,

Inc

427,342‌

148,294

*,e

Harmonic,

Inc

2,212,547‌

39,344

Immersion

Corp

277,769‌

261,459

*,e

Infinera

Corp

1,176,566‌

39,642

*

Insight

Enterprises,

Inc

5,815,085‌

31,595

*,e

Intevac,

Inc

113,110‌

218,162

*,e

IonQ,

Inc

4,199,619‌

55,526

*

Iteris,

Inc

230,988‌

61,804

*

Itron,

Inc

4,862,121‌

31,385

*

Kimball

Electronics,

Inc

915,814‌

124,377

*

Knowles

Corp

2,272,368‌

23,802

*

KVH

Industries,

Inc

203,745‌

155,618

*,e

Lightwave

Logic,

Inc

1,045,753‌

42,898

*,e

Luna

Innovations,

Inc

387,798‌

46,978

Methode

Electronics,

Inc

1,580,340‌

240,192

*,e

Microvision,

Inc

960,768‌

269,997

*

Mirion

Technologies,

Inc

2,038,477‌

199

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

TECHNOLOGY

HARDWARE

&

EQUIPMENT—continued

41,884

Napco

Security

Technologies,

Inc

$

1,569,812‌

37,896

*

Netgear,

Inc

516,901‌

92,990

*

Netscout

Systems,

Inc

2,599,071‌

59,828

*

nLight,

Inc

861,523‌

48,055

*

Novanta,

Inc

8,500,930‌

21,999

*

OSI

Systems,

Inc

2,622,941‌

35,663

*,e

PAR

Technology

Corp

1,233,583‌

15,952

PC

Connection,

Inc

772,236‌

37,589

*

Plexus

Corp

3,702,141‌

114,929

*

Ribbon

Communications,

Inc

365,474‌

15,463

e

Richardson

Electronics

Ltd

213,389‌

23,752

*

Rogers

Corp

4,004,825‌

78,176

*

Sanmina

Corp

4,804,697‌

35,666

*

Scansource,

Inc

1,073,190‌

249,482

*

SmartRent,

Inc

992,938‌

63,105

*

Super

Micro

Computer,

Inc

20,841,688‌

163,745

*,e

Tingo

Group,

Inc

230,880‌

137,307

*

TTM

Technologies,

Inc

1,971,729‌

23,429

*

Turtle

Beach

Corp

263,576‌

309,984

*

Viavi

Solutions,

Inc

3,369,526‌

172,268

Vishay

Intertechnology,

Inc

4,849,344‌

16,057

*

Vishay

Precision

Group,

Inc

600,692‌

158,203

Xerox

Holdings

Corp

2,528,084‌

TOTAL

TECHNOLOGY

HARDWARE

&

EQUIPMENT

148,952,832‌

TELECOMMUNICATION

SERVICES

-

0.6%

25,303

*

Anterix,

Inc

710,255‌

82,480

*,e

AST

SpaceMobile,

Inc

353,839‌

14,813

ATN

International,

Inc

538,304‌

36,546

*

Bandwidth

Inc

553,672‌

181,053

*,e

Charge

Enterprises,

Inc

172,145‌

58,893

Cogent

Communications

Group,

Inc

3,606,607‌

105,124

*

Consolidated

Communications

Holdings,

Inc

376,344‌

46,178

*

EchoStar

Corp

(Class

A)

897,239‌

909,750

*,e

Globalstar,

Inc

982,530‌

88,826

*

Gogo,

Inc

1,338,608‌

21,037

*

IDT

Corp

(Class

B)

498,998‌

56,194

*

Liberty

Latin

America

Ltd

(Class

A)

472,030‌

197,391

*

Liberty

Latin

America

Ltd

(Class

C)

1,642,293‌

1,360,138

Lumen

Technologies,

Inc

2,434,647‌

30,425

*

Ooma,

Inc

456,375‌

114,241

*

Radius

Global

Infrastructure,

Inc

1,703,333‌

66,893

Shenandoah

Telecom

Co

1,248,892‌

24,019

Spok

Holdings,

Inc

352,119‌

131,853

Telephone

&

Data

Systems,

Inc

1,057,461‌

TOTAL

TELECOMMUNICATION

SERVICES

19,395,691‌

TRANSPORTATION

-

1.6%

78,164

*

Air

Transport

Services

Group,

Inc

1,575,786‌

21,858

*

Allegiant

Travel

Co

2,703,835‌

33,199

ArcBest

Corp

3,861,708‌

71,421

*

Blade

Air

Mobility,

Inc

297,826‌

68,815

Costamare,

Inc

768,664‌

13,322

Covenant

Transportation

Group,

Inc

729,513‌

53,825

*

Daseke,

Inc

418,758‌

17,854

e

Eagle

Bulk

Shipping,

Inc

824,676‌

32,081

Eneti,

Inc

406,787‌

36,292

Forward

Air

Corp

4,312,941‌

57,696

*

Frontier

Group

Holdings,

Inc

536,573‌

134,966

FTAI

Infrastructure,

Inc

479,129‌

53,888

Genco

Shipping

&

Trading

Ltd

781,376‌

163,114

Golden

Ocean

Group

Ltd

1,278,814‌

70,276

*

Hawaiian

Holdings,

Inc

814,499‌

Small-Cap

Blend

Index

Fund

July

31,

2023

200

Portfolio

of

Investments

(continued)

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

TRANSPORTATION—continued

63,458

Heartland

Express,

Inc

$

1,037,538‌

32,959

*

Himalaya

Shipping

Ltd

198,743‌

44,116

*

Hub

Group,

Inc

(Class

A)

3,976,175‌

436,658

*

JetBlue

Airways

Corp

3,392,833‌

378,936

*

Joby

Aviation,

Inc

3,391,477‌

79,832

Marten

Transport

Ltd

1,808,993‌

48,875

Matson,

Inc

4,567,857‌

8,979

*

PAM

Transportation

Services,

Inc

232,197‌

47,422

Pangaea

Logistics

Solutions

Ltd

330,531‌

51,631

*

Radiant

Logistics,

Inc

397,559‌

155,789

*

RXO,

Inc

3,435,147‌

102,066

e

Safe

Bulkers,

Inc

339,880‌

66,516

*

Skywest,

Inc

2,926,039‌

148,197

Spirit

Airlines,

Inc

2,712,005‌

49,955

*

Sun

Country

Airlines

Holdings,

Inc

1,077,030‌

230,841

*,e

TuSimple

Holdings,

Inc

540,168‌

10,420

Universal

Logistics

Holdings

Inc

323,958‌

84,911

Werner

Enterprises,

Inc

3,992,515‌

TOTAL

TRANSPORTATION

54,471,530‌

UTILITIES

-

2.8%

78,559

Allete,

Inc

4,511,643‌

92,391

*,e

Altus

Power,

Inc

629,183‌

50,533

American

States

Water

Co

4,467,622‌

11,287

Artesian

Resources

Corp

514,236‌

101,168

Avista

Corp

3,909,131‌

90,120

Black

Hills

Corp

5,436,940‌

133,249

e

Brookfield

Infrastructure

Corp

6,225,393‌

56,339

*,e

Cadiz,

Inc

233,243‌

75,880

California

Water

Service

Group

4,023,158‌

23,604

Chesapeake

Utilities

Corp

2,790,937‌

20,522

e

Consolidated

Water

Co,

Inc

401,410‌

27,477

Genie

Energy

Ltd

368,467‌

17,733

Global

Water

Resources,

Inc

225,209‌

49,770

MGE

Energy,

Inc

3,993,545‌

23,404

Middlesex

Water

Co

1,882,150‌

87,475

*

Montauk

Renewables,

Inc

765,406‌

131,460

New

Jersey

Resources

Corp

5,876,262‌

48,631

Northwest

Natural

Holding

Co

2,089,674‌

81,346

NorthWestern

Corp

4,593,609‌

74,394

ONE

Gas,

Inc

5,886,797‌

72,554

Ormat

Technologies,

Inc

5,898,640‌

56,472

e

Otter

Tail

Corp

4,574,797‌

115,111

PNM

Resources,

Inc

5,159,275‌

130,747

Portland

General

Electric

Co

6,232,709‌

25,021

*

Pure

Cycle

Corp

308,259‌

10,847

e

RGC

Resources,

Inc

218,242‌

41,554

SJW

Corp

2,927,895‌

85,822

Southwest

Gas

Holdings

Inc

5,659,103‌

69,824

Spire,

Inc

4,438,712‌

138,468

*,e

Sunnova

Energy

International,

Inc

2,445,345‌

21,828

Unitil

Corp

1,135,929‌

18,741

York

Water

Co

774,565‌

TOTAL

UTILITIES

98,597,486‌

TOTAL

COMMON

STOCKS

3,435,508,658‌

(Cost

$2,498,190,909)

EXPIRATION

DATE

201

Principal

denominated

in

U.S.

Dollars,

unless

otherwise

noted. 

RIGHTS/WARRANTS

-

0.0%

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

561‌

(Cost

$561)

TOTAL

LONG-TERM

INVESTMENTS

3,435,509,219‌

(Cost

$2,498,191,470)

PRINCIPAL

DESCRIPTION

REFERENCERATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

SHORT-TERM

INVESTMENTS

-

0.7%

REPURCHASE

AGREEMENT

-

0.6%

$

17,650,000

r

Fixed

Income

Clearing

Corp

(FICC)

5.300

%

08/01/23

17,650,000‌

2,113,000

s

Fixed

Income

Clearing

Corp

(FICC)

5.280

08/01/23

2,113,000‌

TOTAL

REPURCHASE

AGREEMENT

19,763,000‌

TREASURY

DEBT

-

0.1%

3,000,000

United

States

Treasury

Bill

0.000

08/08/23

2,996,947‌

TOTAL

TREASURY

DEBT

2,996,947‌

TOTAL

SHORT-TERM

INVESTMENTS

22,759,947‌

(Cost

$22,759,996)

SHARES

EXP

INVESTMENTS

PURCHASED

WITH

COLLATERAL

FROM

SECURITIES

LENDING

-

4.6%

159,723,677

c

State

Street

Navigator

Securities

Lending

Government

Money

Market

Portfolio

5.340

159,723,677‌

TOTAL

INVESTMENTS

PURCHASED

WITH

COLLATERAL

FROM

SECURITIES

LENDING

159,723,677‌

(Cost

$159,723,677)

TOTAL

INVESTMENTS

-

104.4%

3,617,992,843‌

(Cost

$2,680,675,143)

OTHER

ASSETS

&

LIABILITIES,

NET

-

(4.4)%

(

152,520,019‌)

NET

ASSETS

-

100.0%

$

3,465,472,824‌

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

$227,994,574.

r

Agreement

with

Fixed

Income

Clearing

Corp

(FICC),

5.300%

dated

7/31/23

to

be

repurchased

at

$17,650,000

on

8/1/23,

collateralized

by

Government

Agency

Securities,

with

coupon

rate

1.375%

and

maturity

date

10/31/28,

valued

at

$18,003,019.

s

Agreement

with

Fixed

Income

Clearing

Corp

(FICC),

5.280%

dated

7/31/23

to

be

repurchased

at

$2,113,000

on

8/1/23,

collateralized

by

Government

Agency

Securities,

with

coupon

rate

1.500%

and

maturity

date

11/30/28,

valued

at

$2,155,326.

Futures

Contracts

-

Long

Description

Number

of

Contracts

Expiration

Date

Notional

Amount

Value

Unrealized

Appreciation

(Depreciation)

Russell

2000

E

Mini

Index

219‌

09/15/23

 $

20,695,280‌

$

22,048,920‌

$

1,353,640‌

Emerging

Markets

Equity

Index

Fund

July

31,

2023

Portfolio

of

Investments

202

(Unaudited)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

LONG-TERM

INVESTMENTS

-

99.3%

CORPORATE

BONDS

-

0.0%

INDIA

-

0.0%

INR

1,648,737

Britannia

Industries

Ltd

5.500

%

06/03/24

$

19,698‌

TOTAL

INDIA

19,698‌

TOTAL

CORPORATE

BONDS

19,698‌

(Cost

$22,656)

SHARES

REFERENCERATE

&

SPREAD

COMMON

STOCKS

-

99.3%

AUSTRALIA

-

0.1%

337,743

AngloGold

Ashanti

Ltd

7,491,032‌

TOTAL

AUSTRALIA

7,491,032‌

BRAZIL

-

5.5%

3,856,897

AMBEV

S.A.

12,120,220‌

454,500

Atacadao

Distribuicao

Comercio

e

Industria

Ltd

1,318,687‌

4,892,246

B3

SA-Brasil

Bolsa

Balcao

15,415,166‌

1,238,528

Banco

Bradesco

S.A.

3,889,430‌

4,421,204

Banco

Bradesco

S.A.

(Preference)

15,576,475‌

962,900

Banco

BTG

Pactual

S.A.

-

Unit

6,925,346‌

734,483

Banco

do

Brasil

S.A.

7,485,009‌

250,674

Banco

Santander

Brasil

S.A.

1,513,983‌

597,248

BB

Seguridade

Participacoes

S.A.

3,930,501‌

979,045

Centrais

Eletricas

Brasileiras

S.A.

8,002,134‌

192,192

Centrais

Eletricas

Brasileiras

S.A.

(Preference)

1,773,267‌

738,042

Cia

de

Concessoes

Rodoviarias

2,074,243‌

282,158

Cia

de

Saneamento

Basico

do

Estado

de

Sao

Paulo

3,466,747‌

1,133,035

Cia

Energetica

de

Minas

Gerais

3,035,803‌

531,730

Cia

Siderurgica

Nacional

S.A.

1,556,255‌

1,008,883

Cosan

SA

Industria

e

Comercio

4,254,217‌

170,680

CPFL

Energia

S.A.

1,291,447‌

161,000

Energisa

S.A.

1,708,821‌

685,700

*

Eneva

S.A.

1,938,738‌

191,925

Engie

Brasil

Energia

S.A.

1,787,444‌

859,552

Equatorial

Energia

S.A.

6,096,616‌

957,183

Gerdau

S.A.

(Preference)

5,920,719‌

4,267,550

*,g

Hapvida

Participacoes

e

Investimentos

S.A.

4,331,851‌

342,403

Hypermarcas

S.A.

3,132,404‌

4,223,923

Investimentos

Itau

S.A.

-

PR

8,771,647‌

3,990,253

Itau

Unibanco

Holding

S.A.

24,167,242‌

610,033

Klabin

S.A.

2,967,118‌

772,898

Localiza

Rent

A

Car

10,986,879‌

780,854

Lojas

Renner

S.A.

3,096,170‌

2,369,060

*

Magazine

Luiza

S.A.

1,678,319‌

756,219

*

Natura

&

Co

Holding

S.A.

2,921,728‌

724,485

*

Petro

Rio

S.A.

6,989,375‌

3,193,778

Petroleo

Brasileiro

S.A.

23,510,529‌

4,050,325

Petroleo

Brasileiro

S.A.

(Preference)

26,646,706‌

1,112,995

Raia

Drogasil

S.A.

6,818,602‌

470,488

g

Rede

D'Or

Sao

Luiz

S.A.

3,581,828‌

1,082,627

Rumo

S.A.

5,320,698‌

1,110,019

Sendas

Distribuidora

S.A.

3,161,926‌

652,487

Suzano

SA

6,632,842‌

345,721

Telefonica

Brasil

S.A.

3,078,681‌

805,966

TIM

S.A.

2,444,103‌

390,000

Totvus

S.A.

2,438,763‌

203

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

BRAZIL—continued

692,560

Ultrapar

Participacoes

S.A.

$

2,766,578‌

2,793,942

Vale

S.A.

40,862,602‌

956,127

Vibra

Energia

S.A.

3,463,591‌

1,432,434

Weg

S.A.

12,092,575‌

TOTAL

BRAZIL

322,944,025‌

CHILE

-

0.5%

40,120,039

Banco

de

Chile

4,466,576‌

49,160

Banco

de

Credito

e

Inversiones

1,476,655‌

48,722,070

Banco

Santander

Chile

S.A.

2,601,197‌

1,118,207

Cencosud

S.A.

2,403,170‌

104,410

Cia

Cervecerias

Unidas

S.A.

865,701‌

12,576,205

Compania

SudAmericana

de

Vapores

S.A.

951,897‌

881,795

Empresas

CMPC

S.A.

1,740,582‌

336,199

Empresas

COPEC

S.A.

2,578,763‌

22,752,382

Enel

Chile

S.A.

1,569,990‌

18,656,126

*

Enersis

S.A.

2,521,744‌

725,430

SACI

Falabella

2,006,088‌

122,817

Sociedad

Quimica

y

Minera

de

Chile

S.A.

(Class

B)

9,005,463‌

TOTAL

CHILE

32,187,826‌

CHINA

-

30.4%

97,500

360

Finance,

Inc

(ADR)

1,946,100‌

489,000

360

Security

Technology,

Inc

812,852‌

3,485

3peak,

Inc

114,733‌

1,670,500

g

3SBio,

Inc

1,609,269‌

667,000

e

AAC

Technologies

Holdings,

Inc

1,528,134‌

41,161

*

Advanced

Micro-Fabrication

Equipment,

Inc

China

824,890‌

38,500

AECC

Aero-Engine

Control

Co

Ltd

125,015‌

90,500

AECC

Aviation

Power

Co

Ltd

512,672‌

26,185,043

Agricultural

Bank

of

China

Ltd

9,524,679‌

4,666,600

Agricultural

Bank

of

China

Ltd

(Class

A)

2,364,772‌

455,170

Aier

Eye

Hospital

Group

Co

Ltd

1,284,433‌

32,000

AIMA

Technology

Group

Co

Ltd

152,947‌

356,390

*

Air

China

Ltd

466,905‌

1,602,000

*

Air

China

Ltd

(H

shares)

1,313,720‌

110,530

Airtac

International

Group

3,287,475‌

432,000

*,g

Akeso,

Inc

2,288,012‌

13,768,577

*

Alibaba

Group

Holding

Ltd

175,953,839‌

3,840,284

*

Alibaba

Health

Information

Technology

Ltd

2,757,391‌

3,948,000

Aluminum

Corp

of

China

Ltd

1,963,255‌

785,700

Aluminum

Corp

of

China

Ltd

(Class

A)

701,884‌

15,390

*

Amlogic

Shanghai

Co

Ltd

190,044‌

37,600

Angel

Yeast

Co

Ltd

195,187‌

1,048,782

Anhui

Conch

Cement

Co

Ltd

3,166,162‌

234,700

Anhui

Conch

Cement

Co

Ltd

(Class

A)

893,219‌

115,458

Anhui

Gujing

Distillery

Co

Ltd

2,158,374‌

20,900

Anhui

Gujing

Distillery

Co

Ltd

(Class

A)

796,035‌

19,760

Anhui

Honglu

Steel

Construction

Group

Co

Ltd

91,317‌

28,400

Anhui

Kouzi

Distillery

Co

Ltd

242,517‌

28,600

Anhui

Yingjia

Distillery

Co

Ltd

279,906‌

1,012,286

Anta

Sports

Products

Ltd

11,996,513‌

56,400

Apeloa

Pharmaceutical

Co

Ltd

139,246‌

92,600

*

Asia-Potash

International

Investment

Guangzhou

Co

Ltd

355,069‌

17,929

*

ASR

Microelectronics

Co

Ltd

193,277‌

15,400

Asymchem

Laboratories

Tianjin

Co

Ltd

268,873‌

30,100

Autobio

Diagnostics

Co

Ltd

236,101‌

63,000

Autohome,

Inc

(ADR)

2,014,110‌

84,800

Avary

Holding

Shenzhen

Co

Ltd

290,955‌

294,858

Avic

Capital

Co

Ltd

169,869‌

1,054,861

AviChina

Industry

&

Technology

Co

528,468‌

14,700

AVICOPTER

plc

83,738‌

Emerging

Markets

Equity

Index

Fund

July

31,

2023

204

Portfolio

of

Investments

(continued)

Portfolio

of

Investments

(continued)

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

CHINA—continued

1,880,262

*

Baidu,

Inc

$

36,760,602‌

1,235,616

Bank

of

Beijing

Co

Ltd

807,675‌

259,086

Bank

of

Changsha

Co

Ltd

298,379‌

155,305

Bank

of

Chengdu

Co

Ltd

307,824‌

2,077,343

Bank

of

China

Ltd

-

A

1,137,193‌

67,549,425

Bank

of

China

Ltd

-

H

25,053,934‌

2,235,200

Bank

of

Communications

Co

Ltd

-

A

1,821,840‌

8,046,934

Bank

of

Communications

Co

Ltd

-

H

4,861,397‌

259,700

Bank

of

Hangzhou

Co

Ltd

446,190‌

728,110

Bank

of

Jiangsu

Co

Ltd

736,551‌

516,900

Bank

of

Nanjing

Co

Ltd

620,535‌

342,168

Bank

of

Ningbo

Co

Ltd

1,396,674‌

861,309

Bank

of

Shanghai

Co

Ltd

743,863‌

320,800

Bank

of

Suzhou

Co

Ltd

320,743‌

1,134,400

Baoshan

Iron

&

Steel

Co

Ltd

1,020,154‌

1,000,500

BBMG

Corp

337,649‌

568,426

*

BeiGene

Ltd

9,414,566‌

1,828,830

*

Beijing

Capital

International

Airport

Co

Ltd

1,195,983‌

264,900

Beijing

Dabeinong

Technology

Group

Co

Ltd

262,611‌

19,500

Beijing

Easpring

Material

Technology

Co

Ltd

134,898‌

45,900

*

Beijing

E-Hualu

Information

Technology

Co

Ltd

197,917‌

178,400

Beijing

Enlight

Media

Co

Ltd

209,417‌

447,000

Beijing

Enterprises

Holdings

Ltd

1,777,826‌

3,803,583

Beijing

Enterprises

Water

Group

Ltd

928,094‌

24,376

Beijing

Kingsoft

Office

Software,

Inc

1,387,246‌

71,100

Beijing

Kunlun

Tech

Co

Ltd

369,067‌

79,600

Beijing

New

Building

Materials

plc

315,800‌

6,511

Beijing

Roborock

Technology

Co

Ltd

251,692‌

159,624

Beijing

Shiji

Information

Technology

Co

Ltd

311,044‌

81,100

Beijing

Tiantan

Biological

Products

Corp

Ltd

283,934‌

70,200

Beijing

Tongrentang

Co

Ltd

501,568‌

35,206

Beijing

United

Information

Technology

Co

Ltd

188,821‌

33,698

Beijing

Wantai

Biological

Pharmacy

Enterprise

Co

Ltd

327,191‌

224,900

Beijing

Yanjing

Brewery

Co

Ltd

355,952‌

1,626,500

Beijing-Shanghai

High

Speed

Railway

Co

Ltd

1,246,339‌

11,800

Bethel

Automotive

Safety

Systems

Co

Ltd

149,648‌

34,500

Betta

Pharmaceuticals

Co

Ltd

263,062‌

16,700

BGI

Genomics

Co

Ltd

140,444‌

165,067

*

Bilibili,

Inc

3,139,546‌

26,921

Bloomage

Biotechnology

Corp

Ltd

367,814‌

186,900

g

BOC

Aviation

Ltd

1,566,625‌

162,200

BOC

International

China

Co

Ltd

257,914‌

2,261,500

BOE

Technology

Group

Co

Ltd

1,340,020‌

2,784,000

e

Bosideng

International

Holdings

Ltd

1,276,307‌

76,400

BTG

Hotels

Group

Co

Ltd

225,076‌

86,900

BYD

Co

Ltd

3,317,397‌

828,537

BYD

Co

Ltd

(H

shares)

29,510,847‌

644,000

BYD

Electronic

International

Co

Ltd

2,486,204‌

113,600

By-health

Co

Ltd

336,474‌

553,575

C&D

International

Investment

Group

Ltd

1,512,281‌

383,350

Caitong

Securities

Co

Ltd

448,036‌

22,695

*

Cambricon

Technologies

Corp

Ltd

522,193‌

353,100

CECEP

Solar

Energy

Co

Ltd

326,348‌

339,170

CECEP

Wind-Power

Corp

173,796‌

9,316,000

g

CGN

Power

Co

Ltd

2,286,525‌

16,900

Changchun

High

&

New

Technology

Industry

Group,

Inc

355,791‌

269,545

Changjiang

Securities

Co

Ltd

251,828‌

12,800

Changzhou

Xingyu

Automotive

Lighting

Systems

Co

Ltd

256,547‌

127,100

Chaozhou

Three-Circle

Group

Co

Ltd

578,500‌

38,600

Chengxin

Lithium

Group

Co

Ltd

148,882‌

161,600

China

Baoan

Group

Co

Ltd

260,781‌

8,164,097

China

Cinda

Asset

Management

Co

Ltd

861,622‌

8,362,530

China

Citic

Bank

4,044,073‌

205

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

CHINA—continued

2,215,000

China

Coal

Energy

Co

$

1,605,315‌

2,790,000

China

Communications

Services

Corp

Ltd

1,327,249‌

1,356,500

China

Conch

Venture

Holdings

Ltd

1,698,824‌

1,113,300

China

Construction

Bank

Corp

-

A

960,568‌

80,843,641

China

Construction

Bank

Corp

-

H

47,120,402‌

257,400

China

CSSC

Holdings

Ltd

1,203,640‌

469,600

*

China

Eastern

Airlines

Corp

Ltd

321,757‌

1,330,900

China

Energy

Engineering

Corp

Ltd

456,658‌

3,489,800

China

Everbright

Bank

Co

Ltd

-

A

1,524,829‌

4,574,000

China

Everbright

Bank

Co

Ltd

-

H

1,362,639‌

2,873,888

China

Everbright

International

Ltd

1,146,796‌

2,974,000

g

China

Feihe

Ltd

1,822,523‌

3,396,245

China

Galaxy

Securities

Co

Ltd

1,987,024‌

285,900

China

Galaxy

Securities

Co

Ltd

(Class

A)

544,694‌

2,487,268

China

Gas

Holdings

Ltd

2,786,226‌

213,400

China

Great

Wall

Securities

Co

Ltd

265,892‌

74,800

China

Greatwall

Technology

Group

Co

Ltd

128,320‌

2,072,000

China

Hongqiao

Group

Ltd

1,999,229‌

2,230,000

*,†

China

Huishan

Dairy

Holdings

Co

Ltd

2,859‌

1,324,224

China

Insurance

International

Holdings

Co

Ltd

1,477,102‌

1,297,006

g

China

International

Capital

Corp

Ltd

2,870,450‌

95,000

China

International

Capital

Corp

Ltd

531,798‌

91,800

China

International

Travel

Service

Corp

Ltd

1,622,695‌

2,718,000

China

Jinmao

Holdings

Group

Ltd

446,668‌

182,544

China

Jushi

Co

Ltd

379,661‌

1,030,000

China

Lesso

Group

Holdings

Ltd

703,751‌

6,458,880

China

Life

Insurance

Co

Ltd

11,339,274‌

156,500

China

Life

Insurance

Co

Ltd

(Class

A)

804,932‌

325,000

*,g

China

Literature

Ltd

1,480,649‌

2,800,341

China

Longyuan

Power

Group

Corp

2,711,168‌

1,186,000

China

Medical

System

Holdings

Ltd

1,997,169‌

74,340

China

Meheco

Co

Ltd

136,963‌

510,000

China

Meidong

Auto

Holdings

Ltd

559,485‌

2,655,000

China

Mengniu

Dairy

Co

Ltd

10,084,191‌

3,333,368

China

Merchants

Bank

Co

Ltd

16,575,939‌

1,000,495

China

Merchants

Bank

Co

Ltd

(Class

A)

4,993,489‌

511,900

China

Merchants

Energy

Shipping

Co

Ltd

457,875‌

1,178,894

China

Merchants

Holdings

International

Co

Ltd

1,621,862‌

351,020

China

Merchants

Securities

Co

Ltd

736,038‌

438,000

China

Merchants

Shekou

Industrial

Zone

Holdings

Co

Ltd

874,820‌

77,800

China

Minmetals

Rare

Earth

Co

Ltd

333,827‌

1,804,058

China

Minsheng

Banking

Corp

Ltd

-

A

1,014,894‌

6,650,514

e

China

Minsheng

Banking

Corp

Ltd

-

H

2,534,943‌

3,249,000

China

Molybdenum

Co

Ltd

2,174,195‌

918,300

China

Molybdenum

Co

Ltd

(Class

A)

795,112‌

3,351,913

China

National

Building

Material

Co

Ltd

2,118,590‌

256,700

China

National

Chemical

Engineering

Co

Ltd

311,914‌

59,700

China

National

Medicines

Corp

Ltd

278,253‌

929,300

China

National

Nuclear

Power

Co

Ltd

951,272‌

170,900

China

Northern

Rare

Earth

Group

High-Tech

Co

Ltd

591,376‌

2,050,773

China

Oilfield

Services

Ltd

2,421,016‌

1,977,294

China

Overseas

Land

&

Investment

Ltd

4,690,475‌

665,000

China

Overseas

Property

Holdings

Ltd

781,285‌

346,400

China

Pacific

Insurance

Group

Co

Ltd

-

A

1,454,000‌

2,356,819

China

Pacific

Insurance

Group

Co

Ltd

-

H

6,353,796‌

4,296,000

China

Power

International

Development

Ltd

1,614,453‌

1,165,611

China

Railway

Group

Ltd

-

A

1,313,019‌

3,970,000

China

Railway

Group

Ltd

-

H

2,610,119‌

543,258

China

Railway

Signal

&

Communication

Corp

Ltd

456,651‌

1,365,071

China

Resources

Beer

Holdings

Company

Ltd

8,794,976‌

2,157,226

China

Resources

Cement

Holdings

Ltd

939,910‌

860,500

China

Resources

Gas

Group

Ltd

2,980,972‌

Emerging

Markets

Equity

Index

Fund

July

31,

2023

206

Portfolio

of

Investments

(continued)

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

CHINA—continued

2,801,555

China

Resources

Land

Ltd

$

13,072,691‌

45,334

China

Resources

Microelectronics

Ltd

364,421‌

616,807

g

China

Resources

Mixc

Lifestyle

Services

Ltd

2,985,174‌

1,519,846

g

China

Resources

Pharmaceutical

Group

Ltd

1,182,927‌

1,605,372

China

Resources

Power

Holdings

Co

3,482,758‌

49,425

China

Resources

Sanjiu

Medical

&

Pharmaceutical

Co

Ltd

346,547‌

440,200

China

Shenhua

Energy

Co

Ltd

-

A

1,751,109‌

2,967,000

China

Shenhua

Energy

Co

Ltd

-

H

8,893,260‌

1,536,000

China

Shipping

Development

Co

Ltd

1,697,406‌

1,784,000

*

China

Southern

Airlines

Co

Ltd

1,118,172‌

454,500

*

China

Southern

Airlines

Co

Ltd

(Class

A)

445,452‌

2,273,010

China

State

Construction

Engineering

Corp

Ltd

1,947,030‌

1,770,000

China

State

Construction

International

Holdings

Ltd

2,170,138‌

1,369,000

China

Three

Gorges

Renewables

Group

Co

Ltd

1,033,359‌

70,763

e,g

China

Tourism

Group

Duty

Free

Corp

Ltd

1,136,750‌

23,716,778

g

China

Tower

Corp

Ltd

2,680,909‌

1,926,800

China

Vanke

Co

Ltd

2,730,951‌

551,200

China

Vanke

Co

Ltd

(Class

A)

1,178,186‌

739,000

China

Yangtze

Power

Co

Ltd

2,221,479‌

31,800

China

Zhenhua

Group

Science

&

Technology

Co

Ltd

397,901‌

710,815

China

Zheshang

Bank

Co

Ltd

276,768‌

2,302,000

Chinasoft

International

Ltd

1,441,956‌

28,800

Chongqing

Brewery

Co

Ltd

366,604‌

320,866

Chongqing

Changan

Automobile

Co

Ltd

721,743‌

34,450

Chongqing

Fuling

Zhacai

Group

Co

Ltd

91,062‌

923,252

Chongqing

Rural

Commercial

Bank

Co

Ltd

508,064‌

100,200

Chongqing

Zhifei

Biological

Products

Co

Ltd

655,323‌

1,650,833

Chow

Tai

Fook

Jewellery

Group

Ltd

2,882,200‌

5,353,738

Citic

Pacific

Ltd

6,043,430‌

1,749,232

CITIC

Securities

Co

Ltd

3,767,726‌

643,480

CITIC

Securities

Co

Ltd

(Class

A)

2,174,897‌

14,200

CNGR

Advanced

Material

Co

Ltd

123,055‌

130,065

CNNC

Hua

Yuan

Titanium

Dioxide

Co

Ltd

111,268‌

209,880

Contemporary

Amperex

Technology

Co

Ltd

6,997,600‌

1,840,196

COSCO

Pacific

Ltd

1,162,664‌

317,000

COSCO

SHIPPING

Development

Co

Ltd

111,877‌

350,200

COSCO

SHIPPING

Energy

Transportation

Co

Ltd

719,339‌

615,810

COSCO

SHIPPING

Holdings

Co

Ltd

-

A

873,270‌

2,809,800

COSCO

SHIPPING

Holdings

Co

Ltd

-

H

2,973,927‌

10,881,496

e

Country

Garden

Holdings

Co

Ltd

2,235,504‌

1,917,000

e

Country

Garden

Services

Holdings

Co

Ltd

2,194,866‌

188,900

CSC

Financial

Co

Ltd

704,425‌

7,389,489

CSPC

Pharmaceutical

Group

Ltd

6,172,256‌

49,456

Da

An

Gene

Co

Ltd

of

Sun

Yat-Sen

University

70,133‌

21,400

Dajin

Heavy

Industry

Co

Ltd

90,827‌

1,620,000

g

Dali

Foods

Group

Co

Ltd

756,317‌

1,389,900

Dalian

Port

PDA

Co

Ltd

321,061‌

1,283,900

Daqin

Railway

Co

Ltd

1,286,486‌

47,000

*

Daqo

New

Energy

Corp

(ADR)

1,836,290‌

69,120

DaShenLin

Pharmaceutical

Group

Co

Ltd

269,309‌

324,600

Datang

International

Power

Generation

Co

Ltd

142,162‌

66,900

DHC

Software

Co

Ltd

63,680‌

47,880

Do-Fluoride

New

Materials

Co

Ltd

131,356‌

56,200

Dong-E-E-Jiao

Co

Ltd

385,068‌

145,100

Dongfang

Electric

Corp

Ltd

391,138‌

2,393,917

Dongfeng

Motor

Group

Co

Ltd

1,120,420‌

231,500

*

Dongxing

Securities

Co

Ltd

295,378‌

1,380,000

Dongyue

Group

1,361,457‌

742,185

East

Money

Information

Co

Ltd

1,674,774‌

18,900

Ecovacs

Robotics

Co

Ltd

209,424‌

706,628

ENN

Energy

Holdings

Ltd

8,588,916‌

115,700

ENN

Natural

Gas

Co

Ltd

297,881‌

207

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

CHINA—continued

95,861

Eve

Energy

Co

Ltd

$

796,077‌

182,800

Everbright

Securities

Co

Ltd

470,044‌

142,860

Fangda

Carbon

New

Material

Co

Ltd

124,053‌

1,007,000

e

Far

East

Horizon

Ltd

757,423‌

93,400

FAW

Jiefang

Group

Co

Ltd

121,271‌

178,400

First

Capital

Securities

Co

Ltd

157,426‌

341,000

e

Flat

Glass

Group

Co

Ltd

1,020,706‌

95,600

Flat

Glass

Group

Co

Ltd

469,720‌

845,140

Focus

Media

Information

Technology

Co

Ltd

882,273‌

229,564

Foshan

Haitian

Flavouring

&

Food

Co

Ltd

1,490,964‌

2,145,452

Fosun

International

1,563,883‌

534,200

Foxconn

Industrial

Internet

Co

Ltd

1,673,045‌

19,500

Fu

Jian

Anjoy

Foods

Co

Ltd

421,772‌

68,400

Fujian

Sunner

Development

Co

Ltd

204,774‌

89,400

Fuyao

Glass

Industry

Group

Co

Ltd

-

A

474,606‌

517,698

g

Fuyao

Glass

Industry

Group

Co

Ltd

-

H

2,306,975‌

36,061

*

GalaxyCore,

Inc

81,132‌

328,520

g

Ganfeng

Lithium

Co

Ltd

2,116,461‌

70,440

Ganfeng

Lithium

Co

Ltd

590,875‌

5,000

G-bits

Network

Technology

Xiamen

Co

Ltd

301,676‌

16,191,795

GCL

Poly

Energy

Holdings

Ltd

3,527,606‌

1,118,283

GD

Power

Development

Co

Ltd

577,617‌

795,000

*

GDS

Holdings

Ltd

1,308,978‌

4,961,828

Geely

Automobile

Holdings

Ltd

7,240,464‌

268,600

GEM

Co

Ltd

264,971‌

300,600

*

Gemdale

Corp

364,023‌

932,000

*

Genscript

Biotech

Corp

2,400,430‌

924,600

GF

Securities

Co

Ltd

1,479,387‌

293,100

*

GF

Securities

Co

Ltd

(Class

A)

673,050‌

152,800

Giant

Network

Group

Co

Ltd

303,815‌

27,468

Gigadevice

Semiconductor

Beijing,

Inc

441,767‌

18,750

Ginlong

Technologies

Co

Ltd

248,444‌

136,500

GoerTek,

Inc

342,260‌

12,390

GoodWe

Technologies

Co

Ltd

287,642‌

70,200

Gotion

High-tech

Co

Ltd

270,896‌

131,400

Great

Wall

Motor

Co

Ltd

544,994‌

2,175,766

e

Great

Wall

Motor

Co

Ltd

2,977,110‌

160,900

Gree

Electric

Appliances,

Inc

of

Zhuhai

873,784‌

518,900

Greenland

Holdings

Corp

Ltd

235,500‌

895,000

Greentown

China

Holdings

Ltd

1,028,864‌

1,329,305

e

Greentown

Service

Group

Co

Ltd

697,964‌

143,700

GRG

Banking

Equipment

Co

Ltd

231,741‌

83,900

Guangdong

Haid

Group

Co

Ltd

591,498‌

128,400

Guangdong

HEC

Technology

Holding

Co

Ltd

128,467‌

2,596,000

Guangdong

Investments

Ltd

2,247,401‌

15,400

Guangdong

Kinlong

Hardware

Products

Co

Ltd

139,425‌

851,787

Guanghui

Energy

Co

Ltd

849,539‌

222,800

Guangzhou

Automobile

Group

Co

Ltd

365,549‌

2,684,851

Guangzhou

Automobile

Group

Co

Ltd

-

H

1,690,013‌

172,200

*

Guangzhou

Baiyun

International

Airport

Co

Ltd

347,239‌

74,100

Guangzhou

Baiyunshan

Pharmaceutical

Holdings

Co

Ltd

330,683‌

22,800

Guangzhou

Great

Power

Energy

&

Technology

Co

Ltd

149,938‌

41,100

Guangzhou

Haige

Communications

Group,

Inc

Co

57,358‌

25,700

Guangzhou

Kingmed

Diagnostics

Group

Co

Ltd

259,351‌

36,672

Guangzhou

Shiyuan

Electronic

Technology

Co

Ltd

317,082‌

86,900

Guangzhou

Tinci

Materials

Technology

Co

Ltd

448,488‌

181,400

Guangzhou

Yuexiu

Financial

Holdings

Group

Co

Ltd

189,375‌

122,100

Guolian

Securities

Co

Ltd

174,314‌

280,600

Guosen

Securities

Co

Ltd

380,918‌

365,300

Guotai

Junan

Securities

Co

Ltd

797,605‌

339,630

Guoyuan

Securities

Co

Ltd

351,240‌

1,404,000

g

Haidilao

International

Holding

Ltd

3,965,546‌

Emerging

Markets

Equity

Index

Fund

July

31,

2023

208

Portfolio

of

Investments

(continued)

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

CHINA—continued

285,400

Haier

Smart

Home

Co

Ltd

$

988,490‌

2,023,800

Haier

Smart

Home

Co

Ltd

6,655,245‌

2,100,900

*

Hainan

Airlines

Holding

Co

Ltd

491,433‌

650,200

*

Hainan

Airport

Infrastructure

Co

Ltd

388,627‌

549,000

Haitian

International

Holdings

Ltd

1,375,076‌

2,679,600

Haitong

Securities

Co

Ltd

1,874,731‌

394,700

Haitong

Securities

Co

Ltd

(Class

A)

572,563‌

157,300

*

Hangzhou

Binjiang

Real

Estate

Group

Co

Ltd

238,120‌

21,700

Hangzhou

Chang

Chuan

Technology

Co

Ltd

127,908‌

79,850

Hangzhou

First

Applied

Material

Co

Ltd

391,380‌

27,700

Hangzhou

Lion

Electronics

Co

Ltd

149,110‌

63,300

Hangzhou

Oxygen

Plant

Group

Co

Ltd

302,119‌

44,600

Hangzhou

Robam

Appliances

Co

Ltd

182,330‌

46,500

Hangzhou

Silan

Microelectronics

Co

Ltd

199,656‌

16,000

Hangzhou

Tigermed

Consulting

Co

Ltd

-

A

154,209‌

104,500

g

Hangzhou

Tigermed

Consulting

Co

Ltd

-

H

679,377‌

990,000

g

Hansoh

Pharmaceutical

Group

Co

Ltd

1,607,599‌

29,600

Haohua

Chemical

Science

&

Technology

Co

Ltd

149,484‌

60,300

Hebei

Hengshui

Laobaigan

Liquor

Co

Ltd

239,551‌

97,500

Hebei

Yangyuan

Zhihui

Beverage

Co

Ltd

361,730‌

181,300

Heilongjiang

Agriculture

Co

Ltd

372,749‌

114,500

Henan

Shenhuo

Coal

&

Power

Co

Ltd

252,361‌

286,470

Henan

Shuanghui

Investment

&

Development

Co

Ltd

1,012,799‌

554,500

Hengan

International

Group

Co

Ltd

2,280,826‌

77,700

Hengdian

Group

DMEGC

Magnetics

Co

Ltd

189,567‌

273,320

Hengli

Petrochemical

Co

Ltd

595,890‌

4,198,904

*,e

HengTen

Networks

Group

Ltd

1,278,344‌

127,300

Hengtong

Optic-electric

Co

Ltd

274,222‌

354,660

Hengyi

Petrochemical

Co

Ltd

362,665‌

768,900

Hesteel

Co

Ltd

259,479‌

26,100

Hithink

RoyalFlush

Information

Network

Co

Ltd

691,533‌

24,340

Hongfa

Technology

Co

Ltd

118,341‌

41,000

Hoshine

Silicon

Industry

Co

Ltd

413,900‌

3,485

Hoymiles

Power

Electronics,

Inc

159,512‌

469,051

*,g

Hua

Hong

Semiconductor

Ltd

1,597,147‌

408,000

Huadian

Power

International

Corp

Ltd

(Class

A)

324,091‌

97,400

Huadong

Medicine

Co

Ltd

592,555‌

146,400

Huafon

Chemical

Co

Ltd

152,501‌

69,000

Huagong

Tech

Co

Ltd

347,564‌

124,500

Huaibei

Mining

Holdings

Co

Ltd

215,539‌

105,520

Hualan

Biological

Engineering,

Inc

340,330‌

469,900

Huaneng

Power

International,

Inc

-

A

565,451‌

3,747,110

Huaneng

Power

International,

Inc

-

H

2,081,543‌

1,372,200

g

Huatai

Securities

Co

Ltd

1,957,960‌

216,000

Huatai

Securities

Co

Ltd

(Class

A)

513,574‌

135,500

Huaxi

Securities

Co

Ltd

175,111‌

692,419

Huaxia

Bank

Co

Ltd

562,273‌

122,700

Huaxin

Cement

Co

Ltd

239,425‌

154,873

Huayu

Automotive

Systems

Co

Ltd

428,257‌

158,506

*

Huazhu

Group

Ltd

(ADR)

7,614,628‌

28,400

Hubei

Feilihua

Quartz

Glass

Co

Ltd

157,791‌

71,000

Hubei

Jumpcan

Pharmaceutical

Co

Ltd

261,776‌

47,800

Hubei

Xingfa

Chemicals

Group

Co

Ltd

161,738‌

24,100

Huizhou

Desay

Sv

Automotive

Co

Ltd

525,501‌

93,600

Humanwell

Healthcare

Group

Co

Ltd

296,424‌

45,719

Hunan

Changyuan

Lico

Co

Ltd

71,648‌

389,400

Hunan

Valin

Steel

Co

Ltd

327,249‌

98,096

Hundsun

Technologies,

Inc

565,495‌

288,200

e,g

Hygeia

Healthcare

Holdings

Co

Ltd

1,873,599‌

147,000

Iflytek

Co

Ltd

1,294,175‌

10,900

Imeik

Technology

Development

Co

Ltd

726,998‌

3,823,105

Industrial

&

Commercial

Bank

of

China

Ltd

-

A

2,553,166‌

48,054,777

Industrial

&

Commercial

Bank

of

China

Ltd

-

H

23,466,467‌

209

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

CHINA—continued

1,010,700

Industrial

Bank

Co

Ltd

$

2,359,543‌

376,480

Industrial

Securities

Co

Ltd

367,996‌

22,800

Ingenic

Semiconductor

Co

Ltd

267,874‌

1,909,400

Inner

Mongolia

BaoTou

Steel

Union

Co

Ltd

505,542‌

140,900

Inner

Mongolia

Dian

Tou

Energy

Corp

Ltd

271,372‌

343,300

Inner

Mongolia

Junzheng

Energy

&

Chemical

Industry

Group

Co

Ltd

214,906‌

323,600

Inner

Mongolia

Yili

Industrial

Group

Co

Ltd

1,299,862‌

1,168,400

Inner

Mongolia

Yitai

Coal

Co

1,719,610‌

186,500

Inner

Mongolia

Yuan

Xing

Energy

Co

Ltd

195,936‌

955,237

*,g

Innovent

Biologics,

Inc

4,271,284‌

76,900

Inspur

Electronic

Information

Industry

Co

Ltd

491,846‌

409,185

*

IQIYI,

Inc

(ADR)

2,594,233‌

3,802

iRay

Technology

Co

Ltd

133,683‌

52,500

Isoftstone

Information

Technology

Group

Co

Ltd

175,650‌

159,684

JA

Solar

Technology

Co

Ltd

743,825‌

30,740

Jafron

Biomedical

Co

Ltd

101,979‌

23,660

*

Jason

Furniture

Hangzhou

Co

Ltd

150,197‌

926,799

*,g

JD

Health

International,

Inc

6,775,173‌

1,668,300

*,e,g

JD

Logistics,

Inc

2,839,300‌

1,943,234

JD.com,

Inc

40,231,892‌

302,900

Jiangsu

Eastern

Shenghong

Co

Ltd

532,858‌

1,280,000

Jiangsu

Express

1,173,795‌

63,456

Jiangsu

Hengli

Hydraulic

Co

Ltd

637,412‌

388,319

Jiangsu

Hengrui

Medicine

Co

Ltd

2,426,205‌

76,300

Jiangsu

King's

Luck

Brewery

JSC

Ltd

653,778‌

17,700

Jiangsu

Pacific

Quartz

Co

Ltd

254,604‌

72,700

Jiangsu

Yanghe

Brewery

Joint-Stock

Co

Ltd

1,493,043‌

11,050

Jiangsu

Yangnong

Chemical

Co

Ltd

109,852‌

28,500

Jiangsu

Yoke

Technology

Co

Ltd

271,681‌

58,800

Jiangsu

Yuyue

Medical

Equipment

&

Supply

Co

Ltd

278,096‌

157,000

Jiangsu

Zhongtian

Technology

Co

Ltd

346,102‌

992,000

Jiangxi

Copper

Co

Ltd

1,666,518‌

100,300

Jiangxi

Copper

Co

Ltd

(Class

A)

281,202‌

68,300

*

Jiangxi

Special

Electric

Motor

Co

Ltd

112,226‌

206,300

Jinduicheng

Molybdenum

Co

Ltd

332,766‌

291,207

Jinko

Solar

Co

Ltd

508,055‌

13,800

*

JiuGui

Liquor

Co

Ltd

203,563‌

768,000

g

Jiumaojiu

International

Holdings

Ltd

1,515,682‌

266,200

Jizhong

Energy

Resources

Co

Ltd

244,864‌

49,000

Joincare

Pharmaceutical

Group

Industry

Co

Ltd

86,285‌

24,382

Joinn

Laboratories

China

Co

Ltd

95,919‌

211,171

Jointown

Pharmaceutical

Group

Co

Ltd

292,819‌

51,500

Jonjee

Hi-Tech

Industrial

And

Commercial

Holding

Co

Ltd

252,962‌

38,604

JOYY,

Inc

(ADR)

1,341,875‌

30,900

Juewei

Food

Co

Ltd

166,104‌

145,900

Juneyao

Airlines

Co

Ltd

372,122‌

145,400

*

Kanzhun

Ltd

(ADR)

2,716,072‌

562,494

*

KE

Holdings,

Inc

(ADR)

9,798,645‌

73,400

Keda

Industrial

Group

Co

Ltd

116,985‌

587,881

Kingboard

Chemical

Holdings

Ltd

1,635,868‌

2,261,000

*

Kingdee

International

Software

Group

Co

Ltd

3,965,936‌

795,800

Kingsoft

Corp

Ltd

3,425,250‌

351,707

*,e,g

Koolearn

Technology

Holding

Ltd

1,719,859‌

1,944,501

*,g

Kuaishou

Technology

17,066,194‌

98,000

Kuang-Chi

Technologies

Co

Ltd

205,901‌

63,943

Kweichow

Moutai

Co

Ltd

16,878,114‌

6,069,856

Lenovo

Group

Ltd

6,987,548‌

202,900

Lens

Technology

Co

Ltd

351,348‌

50,700

Lepu

Medical

Technology

Beijing

Co

Ltd

147,782‌

938,710

*

Li

Auto,

Inc

20,151,307‌

1,965,000

Li

Ning

Co

Ltd

11,979,482‌

Emerging

Markets

Equity

Index

Fund

July

31,

2023

210

Portfolio

of

Investments

(continued)

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

CHINA—continued

216,700

Lingyi

iTech

Guangdong

Co

$

186,566‌

22,100

Livzon

Pharmaceutical

Group,

Inc

113,872‌

139,300

Lomon

Billions

Group

Co

Ltd

370,902‌

1,663,500

e,g

Longfor

Properties

Co

Ltd

4,500,480‌

369,224

LONGi

Green

Energy

Technology

Co

Ltd

1,547,214‌

559,038

Lufax

Holding

Ltd

(ADR)

995,088‌

128,700

Luxi

Chemical

Group

Co

Ltd

190,553‌

332,053

Luxshare

Precision

Industry

Co

Ltd

1,504,478‌

73,100

Luzhou

Laojiao

Co

Ltd

2,471,229‌

108,370

Mango

Excellent

Media

Co

Ltd

521,733‌

20,320

Maxscend

Microelectronics

Co

Ltd

342,806‌

195,200

Meihua

Holdings

Group

Co

Ltd

253,844‌

216,928

*

Meinian

Onehealth

Healthcare

Holdings

Co

Ltd

219,657‌

4,194,929

*,g

Meituan

Dianping

(Class

B)

80,081,679‌

966,700

Metallurgical

Corp

of

China

Ltd

567,403‌

652,000

Microport

Scientific

Corp

1,315,825‌

116,800

Ming

Yang

Smart

Energy

Group

Ltd

295,193‌

85,300

MINISO

Group

Holding

Ltd

(ADR)

1,792,153‌

642,000

Minth

Group

Ltd

2,055,067‌

64,976

Montage

Technology

Co

Ltd

526,867‌

260,084

Muyuan

Foodstuff

Co

Ltd

1,617,783‌

100,594

Nanjing

King-Friend

Biochemical

Pharmaceutical

Co

Ltd

191,273‌

191,000

Nanjing

Securities

Co

Ltd

233,770‌

359,827

NARI

Technology

Co

Ltd

1,225,520‌

134,469

*

National

Silicon

Industry

Group

Co

Ltd

397,500‌

28,700

NAURA

Technology

Group

Co

Ltd

1,141,676‌

124,400

NavInfo

Co

Ltd

195,369‌

1,653,819

NetEase,

Inc

36,020,712‌

104,200

New

China

Life

Insurance

Co

Ltd

-

A

664,240‌

817,200

New

China

Life

insurance

Co

Ltd

-

H

2,369,905‌

264,900

*

New

Hope

Liuhe

Co

Ltd

463,741‌

1,302,127

*

New

Oriental

Education

&

Technology

Group,

Inc

7,417,592‌

78,600

Ninestar

Corp

368,705‌

21,960

Ningbo

Deye

Technology

Co

Ltd

385,345‌

105,200

Ningbo

Joyson

Electronic

Corp

280,598‌

37,700

Ningbo

Orient

Wires

&

Cables

Co

Ltd

245,453‌

19,852

Ningbo

Ronbay

New

Energy

Technology

Co

Ltd

139,683‌

95,200

Ningbo

Shanshan

Co

Ltd

206,431‌

47,800

Ningbo

Tuopu

Group

Co

Ltd

492,143‌

361,400

Ningxia

Baofeng

Energy

Group

Co

Ltd

717,387‌

1,160,434

*

NIO,

Inc

(ADR)

17,754,640‌

1,494,300

e,g

Nongfu

Spring

Co

Ltd

8,712,416‌

76,700

North

Industries

Group

Red

Arrow

Co

Ltd

189,726‌

211,900

*

Offcn

Education

Technology

Co

Ltd

135,998‌

207,326

Offshore

Oil

Engineering

Co

Ltd

181,913‌

27,740

Oppein

Home

Group,

Inc

417,946‌

295,680

Orient

Securities

Co

Ltd

448,127‌

27,600

Ovctek

China,

Inc

131,581‌

384,500

*

Pangang

Group

Vanadium

Titanium

&

Resources

Co

Ltd

221,309‌

8,734,220

People's

Insurance

Co

Group

of

China

Ltd

3,362,577‌

908,900

People's

Insurance

Co

Group

of

China

Ltd

(Class

A)

804,249‌

96,150

Perfect

World

Co

Ltd

202,172‌

55,800

Pharmaron

Beijing

Co

Ltd

-

A

221,203‌

266,850

g

Pharmaron

Beijing

Co

Ltd

-

H

698,817‌

6,006,306

PICC

Property

&

Casualty

Co

Ltd

7,044,936‌

421,752

*

Pinduoduo,

Inc

(ADR)

37,881,765‌

980,700

Ping

An

Bank

Co

Ltd

1,693,817‌

479,000

*,e,g

Ping

An

Healthcare

and

Technology

Co

Ltd

1,269,775‌

5,343,192

Ping

An

Insurance

Group

Co

of

China

Ltd

38,934,433‌

531,900

Ping

An

Insurance

Group

Co

of

China

Ltd

(Class

A)

3,930,198‌

321,100

Pingdingshan

Tianan

Coal

Mining

Co

Ltd

359,676‌

706,700

Poly

Real

Estate

Group

Co

Ltd

1,410,173‌

211

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

CHINA—continued

437,275

e,g

Pop

Mart

International

Group

Ltd

$

1,242,594‌

20,900

Porton

Pharma

Solutions

Ltd

88,467‌

1,345,778

Postal

Savings

Bank

of

China

Co

Ltd

-

A

978,914‌

7,070,000

e,g

Postal

Savings

Bank

of

China

Co

Ltd

-

H

4,358,636‌

856,300

Power

Construction

Corp

of

China

Ltd

719,698‌

10,882

Pylon

Technologies

Co

Ltd

270,316‌

27,608

*

Qi

An

Xin

Technology

Group,

Inc

195,859‌

264,300

*

Qinghai

Salt

Lake

Industry

Co

Ltd

740,419‌

10,827

Raytron

Technology

Co

Ltd

70,303‌

55,800

Risen

Energy

Co

Ltd

180,384‌

31,300

Riyue

Heavy

Industry

Co

Ltd

79,676‌

15,200

*

Rockchip

Electronics

Co

Ltd

159,070‌

465,500

Rongsheng

Petro

Chemical

Co

Ltd

828,811‌

456,300

SAIC

Motor

Corp

Ltd

990,587‌

173,200

Sailun

Group

Co

Ltd

272,906‌

254,100

Sanan

Optoelectronics

Co

Ltd

603,978‌

20,500

Sangfor

Technologies,

Inc

324,450‌

1,030,000

Sany

Heavy

Equipment

International

1,630,243‌

383,400

Sany

Heavy

Industry

Co

Ltd

953,855‌

290,100

SDIC

Capital

Co

Ltd

320,333‌

411,400

*

SDIC

Power

Holdings

Co

Ltd

732,735‌

111,100

Seazen

Holdings

Co

Ltd

256,543‌

70,700

*

Seres

Group

Co

Ltd

448,964‌

221,100

SF

Holding

Co

Ltd

1,541,382‌

17,647

SG

Micro

Corp

208,579‌

625,571

Shaanxi

Coal

Industry

Co

Ltd

1,423,629‌

272,850

Shan

XI

Hua

Yang

Group

New

Energy

Co

Ltd

310,812‌

73,690

Shandong

Buchang

Pharmaceuticals

Co

Ltd

210,410‌

200,845

Shandong

Gold

Mining

Co

Ltd

-

A

686,435‌

715,624

g

Shandong

Gold

Mining

Co

Ltd

-

H

1,429,237‌

117,100

Shandong

Hualu

Hengsheng

Chemical

Co

Ltd

554,610‌

44,800

Shandong

Linglong

Tyre

Co

Ltd

151,138‌

673,600

Shandong

Nanshan

Aluminum

Co

Ltd

305,857‌

203,900

Shandong

Sun

Paper

Industry

JSC

Ltd

343,161‌

2,083,390

Shandong

Weigao

Group

Medical

Polymer

Co

Ltd

2,690,599‌

77,560

Shanghai

Aiko

Solar

Energy

Co

Ltd

280,312‌

65,780

Shanghai

Bairun

Investment

Holding

Group

Co

Ltd

340,845‌

523,302

Shanghai

Baosight

Software

Co

Ltd

1,351,176‌

75,348

Shanghai

Baosight

Software

Co

Ltd

507,016‌

421,400

Shanghai

Construction

Group

Co

Ltd

175,251‌

707,900

Shanghai

Electric

Group

Co

Ltd

472,847‌

232,900

Shanghai

Electric

Power

Co

Ltd

335,600‌

123,800

*

Shanghai

Fosun

Pharmaceutical

Group

Co

Ltd

-

A

549,812‌

395,985

Shanghai

Fosun

Pharmaceutical

Group

Co

Ltd

-

H

1,045,006‌

2,991

Shanghai

Friendess

Electronic

Technology

Corp

Ltd

93,271‌

226,580

e

Shanghai

Fudan

Microelectronics

Group

Co

Ltd

604,040‌

22,600

Shanghai

Fudan

Microelectronics

Group

Co

Ltd

175,866‌

72,400

*

Shanghai

International

Airport

Co

Ltd

481,267‌

451,300

Shanghai

International

Port

Group

Co

Ltd

342,531‌

56,400

Shanghai

Jinjiang

International

Hotels

Development

Co

Ltd

393,524‌

47,210

*

Shanghai

Junshi

Biosciences

Co

Ltd

269,330‌

174,232

Shanghai

Lingang

Holdings

Corp

Ltd

316,090‌

1,038,379

Shanghai

Lujiazui

Finance

&

Trade

Zone

Development

Co

Ltd

697,634‌

60,200

Shanghai

M&G

Stationery,

Inc

377,220‌

137,200

Shanghai

Pharmaceuticals

Holding

Co

Ltd

-

A

386,308‌

656,841

Shanghai

Pharmaceuticals

Holding

Co

Ltd

-

H

1,192,194‌

1,406,500

Shanghai

Pudong

Development

Bank

Co

Ltd

1,497,953‌

99,383

Shanghai

Putailai

New

Energy

Technology

Co

Ltd

548,325‌

348,100

Shanghai

RAAS

Blood

Products

Co

Ltd

347,680‌

468,600

Shanghai

Rural

Commercial

Bank

Co

Ltd

387,057‌

228,100

Shanghai

Yuyuan

Tourist

Mart

Group

Co

Ltd

242,741‌

Emerging

Markets

Equity

Index

Fund

July

31,

2023

212

Portfolio

of

Investments

(continued)

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

CHINA—continued

125,200

Shanxi

Coal

International

Energy

Group

Co

Ltd

$

255,858‌

384,600

Shanxi

Lu'an

Environmental

Energy

Development

Co

Ltd

880,594‌

237,700

*

Shanxi

Meijin

Energy

Co

Ltd

258,662‌

173,160

Shanxi

Securities

Co

Ltd

157,870‌

281,100

Shanxi

Taigang

Stainless

Steel

Co

Ltd

169,297‌

59,220

Shanxi

Xinghuacun

Fen

Wine

Factory

Co

Ltd

1,982,888‌

474,570

Shanxi

Xishan

Coal

&

Electricity

Power

Co

Ltd

603,317‌

16,200

Shede

Spirits

Co

Ltd

351,174‌

672,400

Shenergy

Co

Ltd

638,227‌

78,700

Shenghe

Resources

Holding

Co

Ltd

139,280‌

69,000

Shengyi

Technology

Co

Ltd

153,957‌

11,760

Shennan

Circuits

Co

Ltd

126,050‌

1,055,300

Shenwan

Hongyuan

Group

Co

Ltd

744,835‌

30,780

Shenzhen

Capchem

Technology

Co

Ltd

210,214‌

13,280

Shenzhen

Dynanonic

Co

Ltd

205,373‌

387,400

Shenzhen

Energy

Group

Co

Ltd

372,518‌

60,927

Shenzhen

Inovance

Technology

Co

Ltd

606,130‌

1,369,738

Shenzhen

International

Holdings

Ltd

1,285,181‌

53,020

Shenzhen

Kangtai

Biological

Products

Co

Ltd

217,553‌

8,900

Shenzhen

Kedali

Industry

Co

Ltd

158,489‌

31,300

Shenzhen

Kstar

Science

And

Technology

Co

Ltd

147,162‌

57,700

Shenzhen

Mindray

Bio-Medical

Electronics

Co

Ltd

2,394,620‌

44,500

Shenzhen

New

Industries

Biomedical

Engineering

Co

Ltd

352,426‌

392,100

Shenzhen

Overseas

Chinese

Town

Co

Ltd

269,805‌

89,400

Shenzhen

Salubris

Pharmaceuticals

Co

Ltd

401,873‌

15,400

Shenzhen

SC

New

Energy

Technology

Corp

202,217‌

54,300

Shenzhen

SED

Industry

Co

Ltd

228,134‌

50,045

Shenzhen

Senior

Technology

Material

Co

Ltd

119,124‌

26,400

Shenzhen

Sunlord

Electronics

Co

Ltd

100,669‌

42,478

Shenzhen

Transsion

Holdings

Co

Ltd

729,887‌

38,400

Shenzhen

YUTO

Packaging

Technology

Co

Ltd

138,386‌

678,900

Shenzhou

International

Group

Holdings

Ltd

7,206,396‌

89,680

Shijiazhuang

Yiling

Pharmaceutical

Co

Ltd

313,416‌

1,109,000

e

Shimao

Property

Holdings

Ltd

216,143‌

87,800

Shuangliang

Eco-Energy

Systems

Co

Ltd

144,139‌

251,373

Sichuan

Chuantou

Energy

Co

Ltd

508,806‌

479,100

Sichuan

Hebang

Biotechnology

Co

Ltd

175,153‌

132,500

Sichuan

Kelun

Pharmaceutical

Co

Ltd

512,455‌

132,900

*

Sichuan

New

Energy

Power

Co

Ltd

271,400‌

420,840

Sichuan

Road

&

Bridge

Co

Ltd

582,312‌

21,100

*

Sichuan

Swellfun

Co

Ltd

222,958‌

49,000

Sichuan

Yahua

Industrial

Group

Co

Ltd

122,334‌

31,900

Sieyuan

Electric

Co

Ltd

218,868‌

254,000

Silergy

Corp

2,686,654‌

181,700

Sinoma

International

Engineering

Co

343,278‌

70,800

Sinoma

Science

&

Technology

Co

Ltd

229,404‌

29,400

Sinomine

Resource

Group

Co

Ltd

186,361‌

514,583

Sinopec

Shanghai

Petrochemical

Co

Ltd

(Class

A)

233,321‌

1,214,800

Sinopharm

Group

Co

3,825,636‌

25,984

Skshu

Paint

Co

Ltd

298,284‌

1,461,000

e,g

Smoore

International

Holdings

Ltd

1,644,887‌

105,560

Songcheng

Performance

Development

Co

Ltd

198,320‌

261,456

SooChow

Securities

Co

Ltd

332,094‌

542,900

*

Southwest

Securities

Co

Ltd

360,648‌

46,200

*

Spring

Airlines

Co

Ltd

396,043‌

7,269

StarPower

Semiconductor

Ltd

223,070‌

74,300

Sungrow

Power

Supply

Co

Ltd

1,161,147‌

576,417

Sunny

Optical

Technology

Group

Co

Ltd

5,651,234‌

28,950

Sunresin

New

Materials

Co

Ltd

234,377‌

78,000

Sunwoda

Electronic

Co

Ltd

179,760‌

128,000

Suzhou

Dongshan

Precision

Manufacturing

Co

Ltd

402,528‌

213

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

CHINA—continued

12,544

Suzhou

Maxwell

Technologies

Co

Ltd

$

323,391‌

36,400

Suzhou

TA&A

Ultra

Clean

Technology

Co

Ltd

164,083‌

373,432

*

TAL

Education

Group

(ADR)

3,054,674‌

200,900

Tangshan

Jidong

Cement

Co

Ltd

229,874‌

249,470

TBEA

Co

Ltd

572,871‌

833,690

TCL

Technology

Group

Corp

501,069‌

5,169,691

Tencent

Holdings

Ltd

237,604,792‌

613,900

*

Tencent

Music

Entertainment

(ADR)

4,291,161‌

20,800

Thunder

Software

Technology

Co

Ltd

263,170‌

23,300

Tianjin

712

Communication

&

Broadcasting

Co

Ltd

91,719‌

186,250

Tianjin

Zhonghuan

Semiconductor

Co

Ltd

758,927‌

72,100

Tianma

Microelectronics

Co

Ltd

94,594‌

76,200

Tianqi

Lithium

Corp

711,465‌

184,400

Tianshan

Aluminum

Group

Co

Ltd

181,399‌

86,500

Tianshui

Huatian

Technology

Co

Ltd

116,209‌

48,943

*

Tibet

Summit

Resources

Co

Ltd

124,875‌

1,936,025

Tingyi

Cayman

Islands

Holding

Corp

2,989,782‌

87,700

Titan

Wind

Energy

Suzhou

Co

Ltd

175,096‌

109,636

Toly

Bread

Co

Ltd

162,107‌

1,006,000

*

Tongcheng-Elong

Holdings

Ltd

2,441,172‌

83,500

TongFu

Microelectronics

Co

Ltd

254,229‌

122,000

Tongkun

Group

Co

Ltd

255,099‌

432,900

Tongling

Nonferrous

Metals

Group

Co

Ltd

197,215‌

231,892

Tongwei

Co

Ltd

1,131,238‌

19,100

*

Topchoice

Medical

Corp

308,859‌

1,937,000

g

Topsports

International

Holdings

Ltd

1,790,504‌

869,661

Travelsky

Technology

Ltd

1,670,105‌

94,675

Trina

Solar

Co

Ltd

499,703‌

455,950

*

Trip.com

Group

Ltd

18,622,273‌

518,000

Tsingtao

Brewery

Co

Ltd

4,658,029‌

40,300

Tsingtao

Brewery

Co

Ltd

(Class

A)

557,328‌

34,299

Unigroup

Guoxin

Microelectronics

Co

Ltd

448,186‌

1,090,000

Uni-President

China

Holdings

Ltd

942,404‌

166,080

Unisplendour

Corp

Ltd

634,884‌

37,600

Universal

Scientific

Industrial

Shanghai

Co

Ltd

76,125‌

27,735

*

Verisilicon

Microelectronics

Shanghai

Co

Ltd

267,990‌

299,297

*

Vipshop

Holdings

Ltd

(ADR)

5,635,763‌

67,400

Walvax

Biotechnology

Co

Ltd

256,242‌

123,000

*

Wanda

Film

Holding

Co

Ltd

249,421‌

158,700

Wanhua

Chemical

Group

Co

Ltd

2,175,620‌

4,063,587

Want

Want

China

Holdings

Ltd

2,833,836‌

51,272

Weibo

Corp

(ADR)

807,534‌

1,661,800

Weichai

Power

Co

Ltd

2,461,869‌

277,000

Weichai

Power

Co

Ltd

(Class

A)

512,066‌

41,920

Weihai

Guangwei

Composites

Co

Ltd

178,169‌

322,360

Wens

Foodstuffs

Group

Co

Ltd

858,021‌

118,300

Western

Mining

Co

Ltd

203,895‌

470,300

Western

Securities

Co

Ltd

473,614‌

24,665

Western

Superconducting

Technologies

Co

Ltd

182,780‌

47,790

Will

Semiconductor

Ltd

687,474‌

50,200

Wingtech

Technology

Co

Ltd

327,034‌

2,328,000

Winteam

Pharmaceutical

Group

Ltd

1,076,264‌

1,538,900

*

Wintime

Energy

Group

Co

Ltd

327,567‌

221,200

Wuchan

Zhongda

Group

Co

Ltd

158,931‌

125,768

Wuhan

Guide

Infrared

Co

Ltd

144,723‌

125,000

Wuhu

Shunrong

Sanqi

Interactive

Entertainment

Network

Technology

Co

Ltd

470,896‌

186,700

Wuliangye

Yibin

Co

Ltd

4,742,577‌

98,790

WUS

Printed

Circuit

Kunshan

Co

Ltd

303,475‌

112,404

WuXi

AppTec

Co

Ltd

-

A

1,131,201‌

301,377

g

WuXi

AppTec

Co

Ltd

-

H

2,866,822‌

4,987

Wuxi

Autowell

Technology

Co

Ltd

120,200‌

3,163,301

*,g

Wuxi

Biologics

Cayman,

Inc

18,254,764‌

Emerging

Markets

Equity

Index

Fund

July

31,

2023

214

Portfolio

of

Investments

(continued)

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

CHINA—continued

22,693

Wuxi

Shangji

Automation

Co

Ltd

$

161,282‌

561,100

XCMG

Construction

Machinery

Co

Ltd

555,528‌

208,636

Xiamen

C

&

D,

Inc

327,905‌

9,000

Xiamen

Faratronic

Co

Ltd

169,900‌

47,100

Xiamen

Tungsten

Co

Ltd

125,859‌

12,565,436

*,g

Xiaomi

Corp

19,990,114‌

74,862

Xinjiang

Daqo

New

Energy

Co

Ltd

432,432‌

158,100

Xinjiang

Goldwind

Science

&

Technology

Co

Ltd

-

A

247,979‌

133,200

Xinjiang

Zhongtai

Chemical

Co

Ltd

138,018‌

3,985,780

Xinyi

Solar

Holdings

Ltd

4,327,942‌

850,489

*,e

XPeng,

Inc

9,072,104‌

1,180,234

XTEP

International

Holdings

1,315,308‌

1,008,000

g

Yadea

Group

Holdings

Ltd

2,293,863‌

20,400

Yangzhou

Yangjie

Electronic

Technology

Co

Ltd

122,699‌

182,600

Yantai

Jereh

Oilfield

Services

Group

Co

Ltd

716,384‌

2,139,696

e

Yanzhou

Coal

Mining

Co

Ltd

3,221,543‌

223,350

Yanzhou

Coal

Mining

Co

Ltd

(Class

A)

554,819‌

69,953

Yealink

Network

Technology

Corp

Ltd

368,520‌

69,871

Yifeng

Pharmacy

Chain

Co

Ltd

371,908‌

435,000

Yihai

International

Holding

Ltd

1,002,129‌

71,500

Yihai

Kerry

Arawana

Holdings

Co

Ltd

421,616‌

125,420

Yintai

Gold

Co

Ltd

229,669‌

461,600

Yonghui

Superstores

Co

Ltd

226,341‌

23,530

YongXing

Special

Materials

Technology

Co

Ltd

178,533‌

224,999

Yonyou

Network

Technology

Co

Ltd

594,923‌

229,800

Youngor

Group

Co

Ltd

229,706‌

12,200

Youngy

Co

Ltd

104,975‌

155,000

YTO

Express

Group

Co

Ltd

341,403‌

146,200

*

Yuan

Longping

High-tech

Agriculture

Co

Ltd

334,295‌

1,856,694

Yuexiu

Property

Co

Ltd

2,450,244‌

348,123

Yum

China

Holdings,

Inc

21,242,465‌

191,710

Yunda

Holding

Co

Ltd

279,017‌

165,300

Yunnan

Aluminium

Co

Ltd

344,040‌

80,860

Yunnan

Baiyao

Group

Co

Ltd

609,512‌

10,500

Yunnan

Botanee

Bio-Technology

Group

Co

Ltd

152,900‌

48,700

Yunnan

Energy

New

Material

Co

Ltd

658,896‌

68,500

Yunnan

Tin

Co

Ltd

159,735‌

90,800

Yunnan

Yuntianhua

Co

Ltd

234,937‌

798,300

*

Zai

Lab

Ltd

2,441,197‌

76,600

Zangge

Mining

Co

Ltd

258,259‌

26,695

Zhangzhou

Pientzehuang

Pharmaceutical

Co

Ltd

1,084,877‌

1,131,141

Zhaojin

Mining

Industry

Co

Ltd

1,631,775‌

133,200

Zhefu

Holding

Group

Co

Ltd

80,181‌

384,700

*

Zhejiang

Century

Huatong

Group

Co

Ltd

284,754‌

349,900

Zhejiang

China

Commodities

City

Group

Co

Ltd

416,898‌

119,716

Zhejiang

Chint

Electrics

Co

Ltd

475,137‌

180,800

Zhejiang

Dahua

Technology

Co

Ltd

555,997‌

30,420

Zhejiang

Dingli

Machinery

Co

Ltd

251,629‌

1,530,414

Zhejiang

Expressway

Co

Ltd

1,229,226‌

70,730

Zhejiang

Huahai

Pharmaceutical

Co

Ltd

182,324‌

68,828

Zhejiang

Huayou

Cobalt

Co

Ltd

486,138‌

53,700

Zhejiang

Jingsheng

Mechanical

&

Electrical

Co

Ltd

464,741‌

75,200

Zhejiang

Jiuzhou

Pharmaceutical

Co

Ltd

283,872‌

168,600

Zhejiang

Juhua

Co

Ltd

352,284‌

198,900

Zhejiang

Longsheng

Group

Co

Ltd

269,235‌

134,164

Zhejiang

NHU

Co

Ltd

310,139‌

90,600

Zhejiang

Sanhua

Intelligent

Controls

Co

Ltd

353,647‌

133,791

Zhejiang

Satellite

Petrochemical

Co

Ltd

301,863‌

35,967

Zhejiang

Supcon

Technology

Co

Ltd

272,620‌

31,700

Zhejiang

Supor

Co

Ltd

222,028‌

58,370

Zhejiang

Weiming

Environment

Protection

Co

Ltd

148,615‌

118,900

Zhejiang

Weixing

New

Building

Materials

Co

Ltd

361,144‌

39,900

Zhejiang

Wolwo

Bio-Pharmaceutical

Co

Ltd

211,560‌

215

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

CHINA—continued

745,100

Zhejiang

Zheneng

Electric

Power

Co

Ltd

$

502,558‌

201,800

Zheshang

Securities

Co

Ltd

307,149‌

566,150

*,g

ZhongAn

Online

P&C

Insurance

Co

Ltd

1,855,371‌

53,100

Zhongji

Innolight

Co

Ltd

952,542‌

378,800

Zhongjin

Gold

Corp

Ltd

564,886‌

586,500

Zhongsheng

Group

Holdings

Ltd

2,060,641‌

301,900

Zhongtai

Securities

Co

Ltd

326,572‌

27,531

*

Zhuzhou

CRRC

Times

Electric

Co

Ltd

173,648‌

471,700

Zhuzhou

CSR

Times

Electric

Co

Ltd

1,880,471‌

140,900

Zhuzhou

Kibing

Group

Co

Ltd

180,789‌

142,900

Zibo

Qixiang

Tengda

Chemical

Co

Ltd

132,032‌

4,683,299

Zijin

Mining

Group

Co

Ltd

8,088,641‌

952,300

Zijin

Mining

Group

Co

Ltd

(Class

A)

1,739,363‌

328,700

Zoomlion

Heavy

Industry

Science

and

Technology

Co

Ltd

-

A

317,111‌

208,400

ZTE

Corp

1,143,275‌

724,264

ZTE

Corp

(Class

H)

2,650,681‌

350,722

ZTO

Express

Cayman,

Inc

(ADR)

9,750,072‌

TOTAL

CHINA

1,804,704,783‌

COLOMBIA

-

0.1%

219,410

BanColombia

S.A.

1,867,867‌

408,966

BanColombia

S.A.

(Preference)

3,122,785‌

347,473

Interconexion

Electrica

S.A.

1,521,579‌

TOTAL

COLOMBIA

6,512,231‌

CZECH

REPUBLIC

-

0.2%

139,531

CEZ

AS

6,174,720‌

60,562

Komercni

Banka

AS

1,983,420‌

247,245

g

Moneta

Money

Bank

AS

972,951‌

TOTAL

CZECH

REPUBLIC

9,131,091‌

EGYPT

-

0.1%

2,184,355

Commercial

International

Bank

3,567,744‌

1,098,082

Eastern

Tobacco

663,879‌

1,085,820

*

Egyptian

Financial

Group-Hermes

Holding

578,872‌

TOTAL

EGYPT

4,810,495‌

GREECE

-

0.5%

1,805,812

*

Alpha

Bank

AE

3,252,105‌

2,008,930

*

Eurobank

Ergasias

S.A.

3,509,381‌

12,741

*,†

FF

Group

140‌

146,958

Hellenic

Telecommunications

Organization

S.A.

2,319,286‌

93,415

JUMBO

S.A.

2,787,545‌

59,871

Motor

Oil

Hellas

Corinth

Refineries

S.A.

1,513,084‌

87,267

Mytilineos

Holdings

S.A.

3,631,683‌

432,944

*

National

Bank

of

Greece

S.A.

2,981,561‌

180,048

OPAP

S.A.

3,166,602‌

187,089

*

Public

Power

Corp

2,213,629‌

55,641

Terna

Energy

S.A.

1,068,060‌

TOTAL

GREECE

26,443,076‌

HONG

KONG

-

0.1%

798,151

Kingboard

Laminates

Holdings

Ltd

818,921‌

1,349,000

Nine

Dragons

Paper

Holdings

Ltd

888,986‌

114,406

Orient

Overseas

International

Ltd

1,911,748‌

8,446,331

Sino

Biopharmaceutical

3,830,727‌

295,000

Vinda

International

Holdings

Ltd

596,057‌

TOTAL

HONG

KONG

8,046,439‌

HUNGARY

-

0.2%

430,414

MOL

Hungarian

Oil

&

Gas

plc

3,397,990‌

195,343

OTP

Bank

7,103,868‌

Emerging

Markets

Equity

Index

Fund

July

31,

2023

216

Portfolio

of

Investments

(continued)

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

HUNGARY—continued

113,769

Richter

Gedeon

Rt

$

2,869,888‌

TOTAL

HUNGARY

13,371,746‌

INDIA

-

14.0%

40,130

ABB

Ltd

India

2,224,192‌

137,015

Adani

Enterprises

Ltd

4,156,434‌

274,078

*

Adani

Green

Energy

Ltd

3,643,210‌

398,497

Adani

Ports

&

Special

Economic

Zone

Ltd

3,770,366‌

640,198

*

Adani

Power

Ltd

2,129,584‌

545,733

Ambuja

Cements

Ltd

3,075,575‌

79,837

Apollo

Hospitals

Enterprise

Ltd

5,025,833‌

325,844

Asian

Paints

Ltd

13,385,016‌

56,818

Associated

Cement

Co

Ltd

1,395,426‌

132,093

g

AU

Small

Finance

Bank

Ltd

1,174,566‌

208,622

Aurobindo

Pharma

Ltd

2,087,582‌

128,063

*,g

Avenue

Supermarts

Ltd

5,851,151‌

1,934,946

Axis

Bank

Ltd

22,463,742‌

20,755

Bajaj

Auto

Ltd

1,905,078‌

226,386

Bajaj

Finance

Ltd

20,125,678‌

323,873

Bajaj

Finserv

Ltd

6,302,906‌

56,506

Bajaj

Holdings

and

Investment

Ltd

3,391,872‌

61,563

Balkrishna

Industries

Ltd

1,904,254‌

636,294

*,g

Bandhan

Bank

Ltd

1,729,874‌

1,081,557

Bank

of

Baroda

2,663,599‌

184,393

Berger

Paints

India

Ltd

1,531,421‌

3,200,941

Bharat

Electronics

Ltd

5,093,144‌

195,413

Bharat

Forge

Ltd

2,214,817‌

652,641

Bharat

Petroleum

Corp

Ltd

2,997,319‌

1,847,225

Bharti

Airtel

Ltd

20,005,394‌

87,304

Britannia

Industries

Ltd

5,089,028‌

313,281

Cholamandalam

Investment

and

Finance

Co

Ltd

4,316,583‌

419,756

Cipla

Ltd

6,003,454‌

1,408,776

Coal

India

Ltd

3,931,949‌

93,913

Colgate-Palmolive

India

Ltd

2,307,648‌

216,954

Container

Corp

Of

India

Ltd

1,834,409‌

527,683

Crompton

Greaves

Ltd

2,582,129‌

499,957

Dabur

India

Ltd

3,502,528‌

100,932

Divi

S

Laboratories

Ltd

4,526,815‌

603,693

DLF

Ltd

3,811,553‌

92,432

Dr

Reddy's

Laboratories

Ltd

6,341,326‌

107,333

Eicher

Motors

Ltd

4,396,259‌

1,841,754

GAIL

India

Ltd

2,668,884‌

322,447

*

Godrej

Consumer

Products

Ltd

4,064,997‌

97,718

*

Godrej

Properties

Ltd

2,070,029‌

209,133

Grasim

Industries

Ltd

4,709,494‌

192,809

Havells

India

Ltd

3,130,641‌

804,438

HCL

Technologies

Ltd

10,933,900‌

2,370,370

HDFC

Bank

Ltd

47,587,753‌

762,572

g

HDFC

Life

Insurance

Co

Ltd

6,000,110‌

83,922

Hero

Honda

Motors

Ltd

3,271,932‌

999,940

Hindalco

Industries

Ltd

5,637,039‌

80,373

Hindustan

Aeronautics

Ltd

3,877,743‌

690,612

Hindustan

Lever

Ltd

21,512,982‌

507,518

Hindustan

Petroleum

Corp

Ltd

1,742,406‌

4,283,596

ICICI

Bank

Ltd

52,206,189‌

182,738

g

ICICI

Lombard

General

Insurance

Co

Ltd

3,079,611‌

260,206

g

ICICI

Prudential

Life

Insurance

Co

Ltd

1,835,462‌

648,341

Indian

Hotels

Co

Ltd

3,118,529‌

2,817,283

Indian

Oil

Corp

Ltd

3,213,331‌

197,874

Indian

Railway

Catering

&

Tourism

Corp

Ltd

1,542,894‌

259,941

Indraprastha

Gas

Ltd

1,465,220‌

55,039

Info

Edge

India

Ltd

3,075,968‌

2,763,785

Infosys

Technologies

Ltd

45,743,724‌

217

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

INDIA—continued

105,393

*,g

InterGlobe

Aviation

Ltd

$

3,325,302‌

2,570,376

ITC

Ltd

14,564,781‌

285,581

Jindal

Steel

&

Power

Ltd

2,327,776‌

481,576

JSW

Steel

Ltd

4,791,176‌

313,284

Jubilant

Foodworks

Ltd

1,825,252‌

912,213

Kotak

Mahindra

Bank

Ltd

20,615,198‌

69,819

g

Larsen

&

Toubro

Infotech

Ltd

4,160,461‌

590,325

*

Larsen

&

Toubro

Ltd

19,261,554‌

176,790

Lupin

Ltd

2,119,712‌

769,818

Mahindra

&

Mahindra

Ltd

13,821,702‌

402,469

Marico

Ltd

2,745,855‌

114,916

Maruti

Suzuki

India

Ltd

13,732,803‌

617,683

*

Max

Healthcare

Institute

Ltd

4,470,713‌

1,675,992

Motherson

Sumi

Systems

Ltd

2,005,935‌

65,320

Mphasis

Ltd

1,825,268‌

1,416

MRF

Ltd

1,773,953‌

78,423

Muthoot

Finance

Ltd

1,288,694‌

27,313

Nestle

India

Ltd

7,490,084‌

3,612,261

NTPC

Ltd

9,602,180‌

4,719

Page

Industries

Ltd

2,170,408‌

631,464

Petronet

LNG

Ltd

1,795,334‌

58,104

PI

Industries

Ltd

2,556,133‌

122,603

Pidilite

Industries

Ltd

3,901,004‌

2,888,232

Power

Grid

Corp

of

India

Ltd

9,351,345‌

2,534,398

Reliance

Industries

Ltd

78,675,216‌

2,504,284

*,†

Reliance

Strategic

Investments

Ltd

7,698,697‌

215,808

SBI

Cards

&

Payment

Services

Ltd

2,246,573‌

343,863

g

SBI

Life

Insurance

Co

Ltd

5,367,738‌

739,081

Sesa

Sterlite

Ltd

2,487,171‌

7,222

Shree

Cement

Ltd

2,118,317‌

230,964

Shriram

Transport

Finance

Co

Ltd

5,324,647‌

73,957

Siemens

India

Ltd

3,583,922‌

317,577

g

Sona

Blw

Precision

Forgings

Ltd

2,203,388‌

114,752

SRF

Ltd

3,033,537‌

1,557,959

State

Bank

of

India

11,768,505‌

763,975

Sun

Pharmaceutical

Industries

Ltd

10,626,714‌

770,051

Tata

Consultancy

Services

Ltd

32,079,524‌

30,139

Tata

Elxsi

Ltd

2,627,712‌

1,445,748

Tata

Motors

Ltd

11,343,975‌

1,275,508

Tata

Power

Co

Ltd

3,673,840‌

6,182,328

*

Tata

Steel

Ltd

9,275,234‌

448,777

Tata

Tea

Ltd

4,691,262‌

447,399

Tech

Mahindra

Ltd

6,077,122‌

292,503

Titan

Industries

Ltd

10,689,297‌

77,256

Torrent

Pharmaceuticals

Ltd

1,883,575‌

142,934

Trent

Ltd

3,057,357‌

81,276

Tube

Investments

of

India

Ltd

3,047,389‌

168,461

TVS

Motor

Co

Ltd

2,823,735‌

93,758

Ultra

Tech

Cement

Ltd

9,489,409‌

225,548

*

United

Spirits

Ltd

2,787,534‌

383,500

*

UPL

Ltd

2,915,963‌

408,134

Varun

Beverages

Ltd

3,993,862‌

1,164,686

Wipro

Ltd

5,744,378‌

12,103,445

*

Yes

Bank

Ltd

2,496,272‌

3,645,185

*

Zomato

Ltd

3,731,625‌

TOTAL

INDIA

830,466,665‌

INDONESIA

-

1.9%

15,488,454

Adaro

Energy

Tbk

2,477,698‌

16,193,854

Astra

International

Tbk

PT

7,359,206‌

46,972,129

Bank

Central

Asia

Tbk

PT

28,447,793‌

55,507,350

Bank

Rakyat

Indonesia

20,782,169‌

662,827,776

*

GoTo

Gojek

Tokopedia

Tbk

PT

4,975,639‌

Emerging

Markets

Equity

Index

Fund

July

31,

2023

218

Portfolio

of

Investments

(continued)

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

INDONESIA—continued

1,970,341

Indofood

CBP

Sukses

Makmur

Tbk

$

1,464,108‌

16,567,800

Kalbe

Farma

Tbk

PT

2,104,309‌

9,310,328

*

Merdeka

Copper

Gold

Tbk

PT

2,169,408‌

6,042,700

PT

Aneka

Tambang

Tbk

796,490‌

30,035,478

PT

Bank

Mandiri

Persero

Tbk

11,417,846‌

6,235,259

PT

Bank

Negara

Indonesia

3,670,713‌

20,491,576

PT

Barito

Pacific

Tbk

1,052,967‌

5,864,500

*

PT

Charoen

Pokphand

Indonesia

Tbk

2,011,744‌

2,289,705

PT

Indah

Kiat

Pulp

and

Paper

Corp

Tbk

1,389,943‌

3,568,970

PT

Indofood

Sukses

Makmur

Tbk

1,733,861‌

2,846,604

PT

Semen

Gresik

Persero

Tbk

1,317,206‌

15,412,900

PT

Sumber

Alfaria

Trijaya

Tbk

2,759,806‌

7,565,045

PT

Unilever

Indonesia

Tbk

1,931,394‌

1,269,573

PT

United

Tractors

Tbk

2,319,354‌

1,715,786

PT

Vale

Indonesia

Tbk

782,979‌

16,603,000

Sarana

Menara

Nusantara

Tbk

PT

1,117,401‌

43,325,783

Telkom

Indonesia

Persero

Tbk

PT

10,674,422‌

TOTAL

INDONESIA

112,756,456‌

KOREA,

REPUBLIC

OF

-

12.3%

23,108

Amorepacific

Corp

2,041,051‌

10,361

BGF

retail

Co

Ltd

1,359,430‌

88,308

Celltrion

Healthcare

Co

Ltd

4,562,138‌

15,162

*

Celltrion

Pharm

Inc

1,055,704‌

93,387

Celltrion,

Inc

10,743,920‌

6,737

CJ

CheilJedang

Corp

1,478,907‌

12,491

CJ

Corp

635,012‌

18,939

*

CosmoAM&T

Co

Ltd

2,700,533‌

42,213

Coway

Co

Ltd

1,356,565‌

64,439

e

Daewoo

International

Corp

4,559,895‌

37,248

Dongbu

Insurance

Co

Ltd

2,202,488‌

41,014

Doosan

Bobcat,

Inc

1,881,374‌

370,177

*

Doosan

Heavy

Industries

and

Construction

Co

Ltd

5,081,048‌

41,069

e

Ecopro

BM

Co

Ltd

13,508,787‌

16,153

E-Mart

Co

Ltd

958,800‌

13,415

F&F

Co

Ltd

1,089,142‌

40,038

GS

Holdings

Corp

1,183,099‌

244,973

Hana

Financial

Group,

Inc

7,548,965‌

57,116

Hankook

Tire

Co

Ltd

1,732,401‌

5,770

Hanmi

Pharm

Co

Ltd

1,206,441‌

140,900

Hanon

Systems

942,455‌

84,064

*

Hanwha

Chemical

Corp

2,494,954‌

91,383

*

HLB,

Inc

2,356,563‌

17,452

Honam

Petrochemical

Corp

2,062,139‌

25,858

Hotel

Shilla

Co

Ltd

1,527,579‌

15,267

*

HYBE

Co

Ltd

3,144,047‌

458,799

Hynix

Semiconductor,

Inc

44,432,374‌

63,742

Hyundai

Engineering

&

Construction

Co

Ltd

1,870,786‌

14,460

Hyundai

Glovis

Co

Ltd

1,977,233‌

34,882

*

Hyundai

Heavy

Industries

3,376,478‌

20,339

*

Hyundai

Heavy

Industries

Co

Ltd

2,229,694‌

181,357

Hyundai

Merchant

Marine

Co

Ltd

2,489,306‌

18,721

*

Hyundai

Mipo

Dockyard

1,371,915‌

49,886

Hyundai

Mobis

9,114,986‌

113,974

Hyundai

Motor

Co

17,523,890‌

31,282

Hyundai

Motor

Co

Ltd

(2nd

Preference)

2,660,742‌

21,964

Hyundai

Motor

Co

Ltd

(Preference)

1,847,486‌

39,907

Hyundai

Robotics

Co

Ltd

1,927,154‌

67,147

Hyundai

Steel

Co

1,903,555‌

15,233

Iljin

Materials

Co

Ltd

655,352‌

231,115

Industrial

Bank

of

Korea

1,884,185‌

251,389

Kakao

Corp

10,120,149‌

25,317

*

Kakao

Games

Corp

626,515‌

219

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

KOREA,

REPUBLIC

OF—continued

129,501

KakaoBank

Corp

$

2,641,664‌

20,643

*,e

Kakaopay

Corp

812,462‌

71,780

Kangwon

Land,

Inc

878,557‌

316,770

KB

Financial

Group,

Inc

12,687,080‌

216,728

Kia

Motors

Corp

14,065,497‌

64,333

Korea

Aerospace

Industries

Ltd

2,483,802‌

237,925

Korea

Electric

Power

Corp

3,584,986‌

32,973

Korea

Investment

Holdings

Co

Ltd

1,263,492‌

15,493

Korea

Kumho

Petrochemical

1,458,956‌

6,987

Korea

Zinc

Co

Ltd

2,706,642‌

152,607

Korean

Air

Lines

Co

Ltd

2,945,653‌

24,062

*,e,g

Krafton,

Inc

3,243,516‌

58,266

KT

Corp

1,349,296‌

92,525

KT&G

Corp

5,987,097‌

20,913

L&F

Co

Ltd

4,226,637‌

41,241

LG

Chem

Ltd

20,979,536‌

7,325

LG

Chem

Ltd

(Preference)

2,257,449‌

75,125

LG

Corp

4,918,005‌

212,534

LG

Display

Co

Ltd

2,247,156‌

89,983

LG

Electronics,

Inc

7,659,475‌

29,126

*

LG

Energy

Solution

12,795,968‌

7,496

LG

Household

&

Health

Care

Ltd

2,515,077‌

11,674

LG

Innotek

Co

Ltd

2,420,659‌

157,592

LG

Telecom

Ltd

1,236,932‌

85,411

Meritz

finance

Holdings

Co

Ltd

3,297,747‌

165,996

Mirae

Asset

Daewoo

Co

Ltd

902,388‌

106,598

Naver

Corp

18,992,283‌

11,325

NCsoft

2,456,915‌

18,070

g

Netmarble

Corp

697,783‌

21,112

Orion

Corp/Republic

of

Korea

1,879,078‌

209,212

Pan

Ocean

Co

Ltd

784,498‌

26,613

*

Pearl

Abyss

Corp

1,169,874‌

60,937

POSCO

30,705,010‌

26,321

POSCO

Refractories

&

Environment

Co

Ltd

10,889,299‌

14,716

*,g

Samsung

Biologics

Co

Ltd

8,836,486‌

66,382

Samsung

C&T

Corp

5,378,311‌

44,129

Samsung

Electro-Mechanics

Co

Ltd

5,034,186‌

3,973,696

Samsung

Electronics

Co

Ltd

217,570,299‌

691,896

Samsung

Electronics

Co

Ltd

(Preference)

31,163,515‌

124,945

*

Samsung

Engineering

Co

Ltd

3,624,283‌

25,031

Samsung

Fire

&

Marine

Insurance

Co

Ltd

4,784,590‌

532,667

*

Samsung

Heavy

Industries

Co

Ltd

3,775,345‌

62,433

Samsung

Life

Insurance

Co

Ltd

3,415,598‌

45,266

Samsung

SDI

Co

Ltd

23,629,057‌

31,786

Samsung

SDS

Co

Ltd

3,200,005‌

46,483

Samsung

Securities

Co

Ltd

1,308,997‌

29,904

Samsung

Techwin

Co

Ltd

2,868,982‌

353,033

Shinhan

Financial

Group

Co

Ltd

9,716,630‌

25,723

*

SK

Biopharmaceuticals

Co

Ltd

1,642,570‌

21,845

*,e

SK

Bioscience

Co

Ltd

1,257,935‌

34,851

SK

Holdings

Co

Ltd

4,177,386‌

20,345

*,g

SK

IE

Technology

Co

Ltd

1,714,340‌

47,903

*

SK

Innovation

Co

Ltd

8,125,264‌

79,639

*

SK

Square

Co

Ltd

2,772,697‌

15,683

SKC

Co

Ltd

1,220,871‌

43,405

S-Oil

Corp

2,551,526‌

444,050

Woori

Financial

Group,

Inc

4,058,248‌

107,349

Woori

Investment

&

Securities

Co

Ltd

833,664‌

50,087

Yuhan

Corp

2,865,774‌

TOTAL

KOREA,

REPUBLIC

OF

730,092,265‌

KUWAIT

-

0.8%

1,318,207

Agility

Public

Warehousing

Co

KSC

2,703,256‌

Emerging

Markets

Equity

Index

Fund

July

31,

2023

220

Portfolio

of

Investments

(continued)

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

KUWAIT—continued

1,035,102

Boubyan

Bank

KSCP

$

2,088,972‌

1,492,719

Gulf

Bank

KSCP

1,282,990‌

6,848,508

Kuwait

Finance

House

17,593,732‌

592,891

Mabanee

Co

KPSC

1,704,438‌

1,797,822

Mobile

Telecommunications

Co

KSC

3,049,046‌

6,336,381

National

Bank

of

Kuwait

SAKP

19,842,938‌

TOTAL

KUWAIT

48,265,372‌

LUXEMBOURG

-

0.1%

112,681

Reinet

Investments

S.C.A

2,729,799‌

TOTAL

LUXEMBOURG

2,729,799‌

MALAYSIA

-

1.4%

1,478,233

AMMB

Holdings

BHD

1,265,838‌

2,323,074

Axiata

Group

Bhd

1,375,843‌

5,301,352

Bumiputra-Commerce

Holdings

BHD

6,530,471‌

3,879,077

Dialog

Group

BHD

1,980,118‌

2,906,039

Digi.Com

BHD

2,848,821‌

1,583,900

Gamuda

BHD

1,510,320‌

1,891,775

Genting

BHD

1,808,741‌

2,236,600

Genting

Malaysia

BHD

1,290,123‌

478,287

Hong

Leong

Bank

BHD

2,077,969‌

26,506

Hong

Leong

Credit

BHD

107,576‌

1,639,270

IHH

Healthcare

BHD

2,165,050‌

2,115,100

Inari

Amertron

BHD

1,416,976‌

1,778,800

IOI

Corp

BHD

1,645,729‌

396,011

Kuala

Lumpur

Kepong

BHD

2,048,266‌

4,714,249

Malayan

Banking

BHD

9,431,880‌

607,834

Malaysia

Airports

Holdings

BHD

930,168‌

1,962,800

Maxis

BHD

1,758,873‌

1,461,300

MISC

BHD

2,329,839‌

1,423,187

g

MR

DIY

Group

M

Bhd

464,053‌

59,100

Nestle

Malaysia

BHD

1,755,043‌

2,270,900

Petronas

Chemicals

Group

BHD

3,503,110‌

271,300

Petronas

Dagangan

BHD

1,381,470‌

863,200

Petronas

Gas

BHD

3,269,784‌

479,059

PPB

Group

BHD

1,774,293‌

2,982,824

Press

Metal

BHD

3,335,435‌

11,768,415

Public

Bank

BHD

10,885,883‌

892,050

QL

Resources

BHD

1,084,150‌

1,208,647

RHB

Capital

BHD

1,525,889‌

2,026,165

Sime

Darby

BHD

980,550‌

1,731,665

Sime

Darby

Plantation

BHD

1,750,471‌

884,351

Telekom

Malaysia

BHD

998,505‌

2,271,558

Tenaga

Nasional

BHD

4,837,222‌

4,175,900

Top

Glove

Corp

BHD

852,470‌

TOTAL

MALAYSIA

80,920,929‌

MEXICO

-

2.8

%

2,592,800

Alfa

S.A.

de

C.V.

(Class

A)

1,590,209‌

26,127,941

e

America

Movil

SAB

de

C.V.

27,384,017‌

668,849

g

Banco

del

Bajio

S.A.

2,039,101‌

12,724,597

*

Cemex

S.A.

de

C.V.

9,665,982‌

433,110

Coca-Cola

Femsa

SAB

de

C.V.

3,656,281‌

433,057

Embotelladoras

Arca

SAB

de

C.V.

4,338,587‌

2,363,500

Fibra

Uno

Administracion

S.A.

de

C.V.

3,551,249‌

1,611,877

e

Fomento

Economico

Mexicano

S.A.

de

C.V.

18,268,260‌

161,510

Gruma

SAB

de

C.V.

2,897,245‌

316,630

Grupo

Aeroportuario

del

Pacifico

S.A.

de

C.V.

(B

Shares)

6,032,894‌

154,286

Grupo

Aeroportuario

del

Sureste

S.A.

de

C.V.

(Class

B)

4,364,050‌

1,075,089

e

Grupo

Bimbo

S.A.

de

C.V.

(Series

A)

5,573,513‌

533,652

e

Grupo

Carso

S.A.

de

C.V.

(Series

A1)

4,243,402‌

221

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

MEXICO—continued

2,170,928

Grupo

Financiero

Banorte

S.A.

de

C.V.

$

20,576,171‌

1,773,844

*,e

Grupo

Financiero

Inbursa

S.A.

4,306,167‌

2,533,732

Grupo

Mexico

S.A.

de

C.V.

(Series

B)

13,170,262‌

1,915,790

e

Grupo

Televisa

S.A.

2,027,339‌

157,804

*,e

Industrias

Penoles

S.A.

de

C.V.

2,256,376‌

1,233,595

Kimberly-Clark

de

Mexico

S.A.

de

C.V.

(Class

A)

2,896,683‌

965,500

Operadora

de

Sites

Mexicanos

S.A.

de

C.V.

978,473‌

791,023

Orbia

Advance

Corp

SAB

de

C.V.

1,794,623‌

178,240

Promotora

y

Operadora

de

Infraestructura

SAB

de

C.V.

1,846,373‌

73,981

Southern

Copper

Corp

6,468,899‌

4,447,189

Wal-Mart

de

Mexico

SAB

de

C.V.

18,513,798‌

TOTAL

MEXICO

168,439,954‌

PERU

-

0.2%

176,422

Cia

de

Minas

Buenaventura

S.A.

(ADR)

(Series

B)

1,361,978‌

56,014

Credicorp

Ltd

8,796,999‌

TOTAL

PERU

10,158,977‌

PHILIPPINES

-

0.6%

1,436,254

Aboitiz

Equity

Ventures,

Inc

1,405,805‌

557,589

*

AC

Energy

Corp

53,004‌

247,093

Ayala

Corp

2,769,502‌

5,809,293

Ayala

Land,

Inc

2,900,899‌

1,645,763

Bank

of

the

Philippine

Islands

3,431,664‌

2,014,797

BDO

Unibank,

Inc

5,328,232‌

864,353

International

Container

Term

Services,

Inc

3,415,926‌

2,164,956

JG

Summit

Holdings

(Series

B)

1,698,678‌

382,140

Jollibee

Foods

Corp

1,774,937‌

266,441

Manila

Electric

Co

1,728,172‌

1,456,010

Metropolitan

Bank

&

Trust

1,591,639‌

64,125

PLDT,

Inc

1,530,208‌

203,885

SM

Investments

Corp

3,387,709‌

8,302,368

SM

Prime

Holdings

5,051,574‌

761,487

Universal

Robina

1,702,927‌

TOTAL

PHILIPPINES

37,770,876‌

POLAND

-

0.8%

387,493

*,g

Allegro.eu

S.A.

3,416,334‌

156,114

Bank

Pekao

S.A.

4,609,715‌

28,913

*

Bank

Zachodni

WBK

S.A.

2,868,506‌

12,099

*

BRE

Bank

S.A.

1,444,252‌

52,720

CD

Projekt

Red

S.A.

2,150,920‌

172,719

Cyfrowy

Polsat

S.A.

695,992‌

40,127

*,g

Dino

Polska

S.A.

4,468,544‌

110,864

KGHM

Polska

Miedz

S.A.

3,428,641‌

917

LPP

S.A.

3,154,427‌

708,281

*

PGE

Polska

Grupa

Energetyczna

S.A.

1,506,493‌

508,293

*

Polski

Koncern

Naftowy

Orlen

S.A.

9,059,588‌

724,206

Powszechna

Kasa

Oszczednosci

Bank

Polski

S.A.

7,347,811‌

509,581

Powszechny

Zaklad

Ubezpieczen

S.A.

5,153,365‌

TOTAL

POLAND

49,304,588‌

QATAR

-

0.9%

2,038,373

Barwa

Real

Estate

Co

1,573,338‌

2,631,623

Commercial

Bank

of

Qatar

QSC

4,520,436‌

1,951,356

Dukhan

Bank

2,215,939‌

1,238,275

Industries

Qatar

QSC

4,535,007‌

4,585,122

Masraf

Al

Rayan

3,162,104‌

3,278,477

Mesaieed

Petrochemical

Holding

Co

1,757,988‌

792,508

Ooredoo

QSC

2,488,562‌

385,925

Qatar

Electricity

&

Water

Co

1,922,698‌

586,474

Qatar

Fuel

QSC

2,706,938‌

2,399,308

Qatar

Gas

Transport

Co

Ltd

2,778,245‌

Emerging

Markets

Equity

Index

Fund

July

31,

2023

222

Portfolio

of

Investments

(continued)

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

QATAR—continued

727,069

Qatar

International

Islamic

Bank

QSC

$

2,073,113‌

1,369,703

Qatar

Islamic

Bank

SAQ

7,959,380‌

3,762,182

Qatar

National

Bank

17,551,292‌

TOTAL

QATAR

55,245,040‌

ROMANIA

-

0.1%

461,100

NEPI

Rockcastle

NV

2,762,668‌

TOTAL

ROMANIA

2,762,668‌

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

2,816‌

TOTAL

RUSSIA

12,290‌

SAUDI

ARABIA

-

4.1%

66,921

ACWA

Power

Co

3,289,533‌

101,032

Advanced

Petrochemical

Co

1,226,449‌

1,623,920

Al

Rajhi

Bank

32,279,553‌

783,225

Alinma

Bank

7,722,253‌

206,649

Almarai

Co

JSC

3,794,882‌

531,999

Arab

National

Bank

3,777,154‌

20,234

Arabian

Internet

&

Communications

Services

Co

1,966,977‌

385,575

Bank

AlBilad

4,494,523‌

329,792

Bank

Al-Jazira

1,615,280‌

485,694

Banque

Saudi

Fransi

5,513,680‌

68,089

Bupa

Arabia

for

Cooperative

Insurance

Co

3,131,718‌

30,405

Dallah

Healthcare

Co

1,429,641‌

502,295

*

Dar

Al

Arkan

Real

Estate

Development

Co

2,266,591‌

74,444

Dr

Sulaiman

Al

Habib

Medical

Services

Group

Co

5,734,934‌

19,817

Elm

Co

3,592,105‌

302,485

*

Emaar

Economic

City

725,893‌

326,545

Etihad

Etisalat

Co

4,077,476‌

484,012

Jarir

Marketing

Co

2,000,030‌

347,933

Mobile

Telecommunications

Co

Saudi

Arabia

1,244,605‌

39,595

Mouwasat

Medical

Services

Co

2,647,524‌

31,011

Nahdi

Medical

Co

1,436,997‌

2,437,940

National

Commercial

Bank

25,051,810‌

288,695

*

National

Industrialization

Co

1,086,057‌

393,404

*

Rabigh

Refining

&

Petrochemical

Co

1,091,175‌

1,196,909

Riyad

Bank

10,146,870‌

193,960

SABIC

Agri-Nutrients

Co

7,454,728‌

281,771

Sahara

International

Petrochemical

Co

2,843,296‌

1,069,753

*

Saudi

Arabian

Mining

Co

12,666,234‌

2,281,386

g

Saudi

Arabian

Oil

Co

19,715,240‌

48,065

Saudi

Aramco

Base

Oil

Co

1,899,269‌

772,320

Saudi

Basic

Industries

Corp

17,650,939‌

826,859

Saudi

British

Bank

8,387,538‌

677,538

Saudi

Electricity

Co

4,053,222‌

318,734

Saudi

Industrial

Investment

Group

2,123,544‌

383,763

Saudi

Investment

Bank

1,830,890‌

657,406

*

Saudi

Kayan

Petrochemical

Co

2,147,823‌

27,526

*

Saudi

Research

&

Marketing

Group

1,373,832‌

39,032

Saudi

Tadawul

Group

Holding

Co

2,094,938‌

1,692,847

Saudi

Telecom

Co

19,142,127‌

217,158

Savola

Group

2,447,763‌

276,114

Yanbu

National

Petrochemical

Co

3,373,517‌

TOTAL

SAUDI

ARABIA

240,548,610‌

SOUTH

AFRICA

-

3.1%

684,012

Absa

Group

Ltd

7,249,458‌

82,381

African

Rainbow

Minerals

Ltd

929,847‌

55,481

e

Anglo

American

Platinum

Ltd

2,772,892‌

223

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

SOUTH

AFRICA—continued

305,913

Aspen

Pharmacare

Holdings

Ltd

$

3,280,691‌

299,106

Bid

Corp

Ltd

7,084,717‌

239,961

Bidvest

Group

Ltd

3,723,446‌

69,568

Capitec

Bank

Holdings

Ltd

6,976,386‌

181,396

Clicks

Group

Ltd

2,845,332‌

442,065

*

Discovery

Holdings

Ltd

3,905,325‌

256,313

Exxaro

Resources

Ltd

2,322,099‌

4,268,785

FirstRand

Ltd

17,364,870‌

261,444

e

Foschini

Ltd

1,584,247‌

740,760

Gold

Fields

Ltd

11,488,576‌

2,637,549

Growthpoint

Properties

Ltd

1,868,610‌

464,420

Harmony

Gold

Mining

Co

Ltd

2,005,297‌

712,152

Impala

Platinum

Holdings

Ltd

5,143,923‌

50,644

e

Kumba

Iron

Ore

Ltd

1,389,220‌

189,948

e

Mr

Price

Group

Ltd

1,672,318‌

1,403,173

MTN

Group

Ltd

10,988,432‌

218,895

MultiChoice

Group

Ltd

1,083,352‌

162,104

Naspers

Ltd

(N

Shares)

31,851,291‌

397,682

Nedbank

Group

Ltd

5,225,709‌

295,390

*

Northam

Platinum

Holdings

Ltd

2,495,753‌

4,149,346

Old

Mutual

Ltd

3,018,550‌

648,373

OUTsurance

Group

Ltd

1,401,976‌

1,584,596

g

Pepkor

Holdings

Ltd

1,539,961‌

427,527

Remgro

Ltd

3,843,589‌

1,491,379

Sanlam

Ltd

5,484,756‌

480,309

Sasol

Ltd

6,706,125‌

396,219

Shoprite

Holdings

Ltd

5,724,917‌

2,310,575

Sibanye

Stillwater

Ltd

4,391,040‌

1,157,786

Standard

Bank

Group

Ltd

12,365,255‌

489,220

Vodacom

Group

Pty

Ltd

3,230,330‌

764,590

Woolworths

Holdings

Ltd

3,420,267‌

TOTAL

SOUTH

AFRICA

186,378,557‌

TAIWAN

-

14.6%

415,344

Accton

Technology

Corp

5,067,345‌

2,381,380

Acer,

Inc

2,659,380‌

429,665

Advantech

Co

Ltd

5,365,544‌

2,686,011

ASE

Technology

Holding

Co

Ltd

9,831,014‌

1,934,512

Asia

Cement

Corp

2,481,854‌

585,500

Asustek

Computer,

Inc

6,800,170‌

6,303,800

AU

Optronics

Corp

4,158,505‌

527,389

Catcher

Technology

Co

Ltd

2,916,315‌

8,182,889

Cathay

Financial

Holding

Co

Ltd

11,927,168‌

1,225,374

*

Chailease

Holding

Co

Ltd

8,113,681‌

4,307,619

Chang

Hwa

Commercial

Bank

2,586,243‌

1,718,922

Cheng

Shin

Rubber

Industry

Co

Ltd

2,106,936‌

2,483,035

China

Airlines

1,974,562‌

12,719,522

China

Development

Financial

Holding

Corp

5,085,592‌

9,694,151

China

Steel

Corp

8,624,598‌

14,508,611

*

Chinatrust

Financial

Holding

Co

12,137,437‌

3,264,763

Chunghwa

Telecom

Co

Ltd

12,043,568‌

3,373,000

Compal

Electronics,

Inc

3,274,601‌

1,603,768

Delta

Electronics,

Inc

18,721,914‌

11,415,959

E.Sun

Financial

Holding

Co

Ltd

9,402,593‌

155,316

Eclat

Textile

Co

Ltd

2,686,895‌

53,000

eMemory

Technology,

Inc

3,140,693‌

2,186,803

Eva

Airways

Corp

2,564,124‌

806,192

Evergreen

Marine

Corp

Taiwan

Ltd

2,673,512‌

2,495,071

Far

Eastern

Textile

Co

Ltd

2,359,782‌

1,515,589

Far

EasTone

Telecommunications

Co

Ltd

3,421,994‌

362,513

*

Feng

TAY

Enterprise

Co

Ltd

2,451,893‌

8,775,674

First

Financial

Holding

Co

Ltd

8,118,255‌

2,906,173

Formosa

Chemicals

&

Fibre

Corp

6,049,900‌

Emerging

Markets

Equity

Index

Fund

July

31,

2023

224

Portfolio

of

Investments

(continued)

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

TAIWAN—continued

1,121,064

Formosa

Petrochemical

Corp

$

2,861,195‌

3,258,813

Formosa

Plastics

Corp

8,628,329‌

6,236,401

Fubon

Financial

Holding

Co

Ltd

13,016,709‌

8,162,788

Fuhwa

Financial

Holdings

Co

Ltd

6,347,609‌

257,086

Giant

Manufacturing

Co

Ltd

1,907,069‌

77,000

Global

Unichip

Corp

4,027,450‌

174,535

Globalwafers

Co

Ltd

2,860,324‌

10,318,002

Hon

Hai

Precision

Industry

Co,

Ltd

35,703,698‌

246,608

*

Hotai

Motor

Co

Ltd

5,954,404‌

7,357,026

Hua

Nan

Financial

Holdings

Co

Ltd

5,211,825‌

8,301,350

InnoLux

Display

Corp

4,408,225‌

2,275,340

Inventec

Co

Ltd

4,628,479‌

83,125

Largan

Precision

Co

Ltd

5,765,687‌

1,693,778

Lite-On

Technology

Corp

8,144,184‌

1,272,464

MediaTek,

Inc

28,000,456‌

9,416,828

Mega

Financial

Holding

Co

Ltd

12,075,288‌

556,000

Micro-Star

International

Co

Ltd

3,448,614‌

61,000

momo.com,

Inc

1,165,052‌

4,003,271

Nan

Ya

Plastics

Corp

8,920,968‌

180,000

Nan

Ya

Printed

Circuit

Board

Corp

1,425,263‌

1,092,000

Nanya

Technology

Corp

2,519,869‌

147,000

Nien

Made

Enterprise

Co

Ltd

1,523,794‌

487,474

Novatek

Microelectronics

Corp

Ltd

6,592,370‌

1,611,000

Pegatron

Technology

Corp

3,922,958‌

191,025

*

PharmaEssentia

Corp

2,084,022‌

1,723,512

Pou

Chen

Corp

1,715,025‌

2,380,387

Powerchip

Semiconductor

Manufacturing

Corp

2,275,331‌

481,000

President

Chain

Store

Corp

4,273,264‌

687,000

Prime

View

International

Co

Ltd

4,927,040‌

2,235,000

Quanta

Computer,

Inc

17,003,565‌

357,085

Realtek

Semiconductor

Corp

4,904,249‌

1,437,750

Ruentex

Development

Co

Ltd

1,631,442‌

3,000,599

Shanghai

Commercial

&

Savings

Bank

Ltd

4,206,096‌

10,938,684

Shin

Kong

Financial

Holding

Co

Ltd

3,357,497‌

8,060,215

SinoPac

Financial

Holdings

Co

Ltd

4,786,491‌

994,522

Synnex

Technology

International

Corp

1,874,408‌

9,053,413

Taishin

Financial

Holdings

Co

Ltd

5,266,915‌

4,677,391

Taiwan

Business

Bank

2,147,476‌

5,044,039

Taiwan

Cement

Corp

5,993,373‌

7,826,492

Taiwan

Cooperative

Financial

Holding

7,326,327‌

1,590,561

Taiwan

High

Speed

Rail

Corp

1,527,571‌

1,566,861

Taiwan

Mobile

Co

Ltd

4,708,153‌

20,476,183

Taiwan

Semiconductor

Manufacturing

Co

Ltd

369,750,698‌

1,126,000

Unimicron

Technology

Corp

6,647,686‌

4,008,908

Uni-President

Enterprises

Corp

9,617,638‌

9,665,103

United

Microelectronics

Corp

14,523,739‌

662,000

Vanguard

International

Semiconductor

Corp

1,632,197‌

53,000

Voltronic

Power

Technology

Corp

2,957,428‌

2,167,529

Walsin

Lihwa

Corp

2,766,911‌

551,460

Wan

Hai

Lines

Ltd

886,374‌

289,878

Win

Semiconductors

Corp

1,513,743‌

2,251,000

*

Winbond

Electronics

Corp

2,109,924‌

2,168,000

Wistron

Corp

9,785,770‌

74,000

Wiwynn

Corp

4,202,395‌

1,268,660

WPG

Holdings

Co

Ltd

2,039,065‌

247,437

Yageo

Corp

3,627,511‌

1,390,000

Yang

Ming

Marine

Transport

2,061,934‌

559,127

Zhen

Ding

Technology

Holding

Ltd

1,873,655‌

TOTAL

TAIWAN

863,810,800‌

THAILAND

-

1.9%

998,000

Advanced

Info

Service

PCL

6,560,275‌

3,537,056

Airports

of

Thailand

PCL

7,362,677‌

225

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

THAILAND—continued

4,994,500

Asset

World

Corp

PCL

$

654,484‌

706,500

B

Grimm

Power

PCL

800,616‌

9,151,799

Bangkok

Dusit

Medical

Services

PCL

7,632,316‌

4,624,383

Bangkok

Expressway

&

Metro

PCL

1,230,772‌

8,056,800

Banpu

PCL

(Foreign)

2,296,561‌

812,800

Berli

Jucker

PCL

831,403‌

3,990,500

BTS

Group

Holdings

PCL

944,916‌

445,000

Bumrungrad

Hospital

PCL

2,810,935‌

159,400

Carabao

Group

PCL

339,334‌

1,608,099

Central

Pattana

PCL

3,198,130‌

1,478,707

Central

Retail

Corp

PCL

1,783,052‌

2,775,380

Charoen

Pokphand

Foods

PCL

1,647,023‌

4,704,930

CP

ALL

plc

8,703,494‌

2,232,100

CP

Axtra

PCL

2,251,243‌

2,413,000

Delta

Electronics

Thailand

PCL

7,966,081‌

216,800

Electricity

Generating

PCL

845,591‌

1,303,803

Energy

Absolute

PCL

2,365,285‌

588,900

Global

Power

Synergy

Co

Ltd

994,151‌

2,191,550

Gulf

Energy

Development

PCL

3,188,523‌

4,127,826

Home

Product

Center

PCL

1,713,732‌

1,167,539

Indorama

Ventures

PCL

1,169,324‌

854,500

Intouch

Holdings

PCL

(Class

F)

1,923,704‌

465,700

Kasikornbank

PCL

(Foreign)

1,722,789‌

2,777,498

Krung

Thai

Bank

PCL

1,664,816‌

605,694

Krungthai

Card

PCL

832,402‌

7,261,552

Land

and

Houses

PCL

Co

Reg

1,803,256‌

2,431,678

Minor

International

PCL

2,346,228‌

362,200

Muangthai

Capital

PCL

376,276‌

967,544

Osotspa

PCL

827,694‌

1,448,141

PTT

Exploration

&

Production

PCL

6,766,466‌

1,806,629

PTT

Global

Chemical

PCL

2,088,138‌

2,152,122

PTT

Oil

&

Retail

Business

PCL

1,346,212‌

9,593,532

PTT

PCL

9,747,720‌

965,227

Ratch

Group

PCL

1,022,663‌

656,001

SCB

X

PCL

2,146,503‌

918,000

SCG

Packaging

PCL

1,086,940‌

619,560

Siam

Cement

PCL

5,810,284‌

423,900

Srisawad

Corp

PCL

586,002‌

1,184,250

Thai

Oil

PCL

1,775,949‌

8,462,481

True

Corp

PCL

1,794,003‌

TOTAL

THAILAND

112,957,963‌

TURKEY

-

0.6%

2,617,703

Akbank

TAS

2,716,467‌

608,489

Aselsan

Elektronik

Sanayi

Ve

Ticaret

AS

1,684,709‌

365,897

BIM

Birlesik

Magazalar

AS

2,938,232‌

1,104,562

*

Eregli

Demir

ve

Celik

Fabrikalari

TAS

1,708,665‌

57,620

Ford

Otomotiv

Sanayi

AS

2,030,823‌

829,250

Haci

Omer

Sabanci

Holding

AS

1,773,694‌

987,664

*

Hektas

Ticaret

TAS

1,118,940‌

604,623

KOC

Holding

AS

3,030,799‌

772,417

Koza

Altin

Isletmeleri

AS

802,805‌

38,731

*

Pegasus

Hava

Tasimaciligi

AS.

1,210,808‌

916,039

*

Sasa

Polyester

Sanayi

AS

2,072,267‌

106,404

Tofas

Turk

Otomobil

Fabrik

1,192,717‌

438,056

*

Turk

Hava

Yollari

3,809,453‌

1,015,797

*

Turkcell

Iletisim

Hizmet

AS

1,948,726‌

3,152,233

Turkiye

Is

Bankasi

(Series

C)

1,769,663‌

918,533

Turkiye

Petrol

Rafinerileri

AS

3,525,683‌

1,109,329

Turkiye

Sise

ve

Cam

Fabrikalari

AS

2,199,358‌

2,394,869

Yapi

ve

Kredi

Bankasi

1,265,775‌

TOTAL

TURKEY

36,799,584‌

Emerging

Markets

Equity

Index

Fund

July

31,

2023

226

Portfolio

of

Investments

(continued)

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

UNITED

ARAB

EMIRATES

-

1.3%

2,405,424

Abu

Dhabi

Commercial

Bank

PJSC

$

5,750,122‌

1,239,425

Abu

Dhabi

Islamic

Bank

PJSC

3,792,953‌

3,089,047

Abu

Dhabi

National

Oil

Co

for

Distribution

PJSC

3,280,047‌

3,213,154

Aldar

Properties

PJSC

4,521,863‌

2,160,675

Americana

Restaurants

International

plc

2,258,976‌

2,401,112

Dubai

Islamic

Bank

PJSC

3,760,260‌

5,724,846

Emaar

Properties

PJSC

10,533,988‌

1,573,222

Emirates

NBD

Bank

PJSC

7,279,480‌

2,878,602

Emirates

Telecommunications

Group

Co

PJSC

17,553,496‌

3,184,982

*

Multiply

Group

2,800,582‌

3,666,414

National

Bank

of

Abu

Dhabi

PJSC

14,612,202‌

TOTAL

UNITED

ARAB

EMIRATES

76,143,969‌

UNITED

KINGDOM

-

0.0%

133,637

*,g

Pepco

Group

NV

1,151,582‌

TOTAL

UNITED

KINGDOM

1,151,582‌

UNITED

STATES

-

0.1%

612,465

JBS

S.A.

2,432,375‌

47,260

*

Legend

Biotech

Corp

(ADR)

3,569,075‌

58,000

Parade

Technologies

Ltd

1,702,752‌

TOTAL

UNITED

STATES

7,704,202‌

TOTAL

COMMON

STOCKS

5,890,063,890‌

(Cost

$5,150,040,805)

TOTAL

LONG-TERM

INVESTMENTS

5,890,083,588‌

(Cost

$5,150,063,461)

PRINCIPAL

RATE

MATURITY

DATE

SHORT-TERM

INVESTMENTS

-

1.2%

GOVERNMENT

AGENCY

DEBT

-

0.2%

$

5,000,000

Federal

Home

Loan

Bank

(FHLB)

0.000

%

08/30/23

4,979,623‌

5,100,000

FHLB

0.000

09/22/23

5,062,584‌

TOTAL

GOVERNMENT

AGENCY

DEBT

10,042,207‌

REPURCHASE

AGREEMENT

-

0.9%

52,795,000

r

Fixed

Income

Clearing

Corp

(FICC)

5.300

08/01/23

52,795,000‌

2,113,000

s

Fixed

Income

Clearing

Corp

(FICC)

5.280

08/01/23

2,113,000‌

TOTAL

REPURCHASE

AGREEMENT

54,908,000‌

TREASURY

DEBT

-

0.1%

5,000,000

United

States

Treasury

Bill

0.000

08/08/23

4,994,912‌

TOTAL

TREASURY

DEBT

4,994,912‌

TOTAL

SHORT-TERM

INVESTMENTS

69,945,119‌

(Cost

$69,943,540)

SHARES

INVESTMENTS

PURCHASED

WITH

COLLATERAL

FROM

SECURITIES

LENDING

-

0.5%

30,631,868

c

State

Street

Navigator

Securities

Lending

Government

Money

Market

Portfolio

5.340

30,631,868‌

TOTAL

INVESTMENTS

PURCHASED

WITH

COLLATERAL

FROM

SECURITIES

LENDING

30,631,868‌

(Cost

$30,631,868)

TOTAL

INVESTMENTS

-

101.0%

5,990,660,575‌

(Cost

$5,250,638,869)

OTHER

ASSETS

&

LIABILITIES,

NET

-

(1.0)%

(58,079,522‌)

NET

ASSETS

-

100.0%

$

5,932,581,053‌

227

Principal

denominated

in

U.S.

Dollars,

unless

otherwise

noted. 

ADR

American

Depositary

Receipt

GDR

Global

Depositary

Receipt

INR

Indian

Rupee

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

$95,640,995.

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),

5.300%

dated

7/31/23

to

be

repurchased

at

$52,795,000

on

8/1/23,

collateralized

by

Government

Agency

Securities,

with

coupon

rate

1.375%

and

maturity

date

10/31/28,

valued

at

$53,850,921.

s

Agreement

with

Fixed

Income

Clearing

Corp

(FICC),

5.280%

dated

7/31/23

to

be

repurchased

at

$2,113,000

on

8/1/23,

collateralized

by

Government

Agency

Securities,

with

coupon

rate

1.375%

and

maturity

date

10/31/28,

valued

at

$2,155,334.

Futures

Contracts

-

Long

Description

Number

of

Contracts

Expiration

Date

Notional

Amount

Value

Unrealized

Appreciation

(Depreciation)

ICE

US

MSCI

Emerging

Markets

EM

Index

Futures

738‌

09/15/23

 $

38,074,608‌

$

38,903,670‌

$

829,062‌

International

Equity

Index

Fund

July

31,

2023

Portfolio

of

Investments

228

(Unaudited)

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

LONG-TERM

INVESTMENTS

-

98.9%

COMMON

STOCKS

-

98.9%

AUSTRALIA

-

7.7%

320,440

Ampol

Ltd

$

7,096,667‌

1,714,899

APA

Group

11,536,335‌

822,873

Aristocrat

Leisure

Ltd

21,793,971‌

2,711,755

Aurizon

Holdings

Ltd

6,949,722‌

4,094,443

Australia

&

New

Zealand

Banking

Group

Ltd

71,035,168‌

265,997

Australian

Stock

Exchange

Ltd

11,112,995‌

6,948,273

BHP

Billiton

Ltd

216,243,225‌

626,427

BlueScope

Steel

Ltd

9,237,948‌

1,942,836

Brambles

Ltd

18,380,723‌

93,786

Cochlear

Ltd

15,087,571‌

1,842,938

Coles

Group

Ltd

22,536,542‌

2,309,774

Commonwealth

Bank

of

Australia

164,337,556‌

809,723

Computershare

Ltd

13,656,184‌

1,494,393

Dexus

Property

Group

8,271,151‌

210,048

Ebos

Group

Ltd

5,033,644‌

1,854,896

Endeavour

Group

Ltd

7,581,585‌

241,775

*

Flutter

Entertainment

plc

48,088,956‌

2,309,068

Fortescue

Metals

Group

Ltd

33,944,973‌

14,642,666

Glencore

Xstrata

plc

89,048,402‌

2,331,439

Goodman

Group

32,237,162‌

2,588,580

GPT

Group

7,566,053‌

334,169

IDP

Education

Ltd

5,600,139‌

934,815

Independence

Group

NL

8,735,158‌

3,439,760

Insurance

Australia

Group

Ltd

13,731,559‌

885,868

Lend

Lease

Corp

Ltd

5,150,055‌

3,218,710

Lottery

Corp

Ltd

11,200,770‌

502,801

Macquarie

Group

Ltd

59,295,276‌

3,675,511

Medibank

Pvt

Ltd

8,677,535‌

240,363

Mineral

Resources

Ltd

11,613,565‌

5,237,535

Mirvac

Group

8,255,925‌

4,275,463

National

Australia

Bank

Ltd

81,900,977‌

1,236,518

Newcrest

Mining

Ltd

22,179,359‌

1,588,786

Northern

Star

Resources

Ltd

12,402,389‌

597,451

Orica

Ltd

6,339,427‌

2,368,035

Origin

Energy

Ltd

13,481,295‌

3,808,695

Pilbara

Minerals

Ltd

12,460,316‌

1,260,579

*

Qantas

Airways

Ltd

5,538,695‌

2,047,978

QBE

Insurance

Group

Ltd

21,743,180‌

261,206

Ramsay

Health

Care

Ltd

10,351,136‌

72,529

REA

Group

Ltd

7,689,046‌

306,438

Reece

Ltd

4,046,473‌

506,361

Rio

Tinto

Ltd

40,096,089‌

1,544,158

Rio

Tinto

plc

102,065,318‌

4,529,860

Santos

Ltd

24,375,120‌

6,964,594

Scentre

Group

13,179,043‌

446,697

Seek

Ltd

7,491,162‌

606,768

Sonic

Healthcare

Ltd

14,336,590‌

6,280,969

South32

Ltd

16,539,019‌

3,269,412

Stockland

Trust

Group

9,291,770‌

1,736,464

Suncorp-Metway

Ltd

16,638,838‌

5,714,455

Telstra

Corp

Ltd

16,355,975‌

4,130,773

Transurban

Group

39,882,794‌

973,006

Treasury

Wine

Estates

Ltd

7,364,368‌

5,136,351

Vicinity

Centres

6,829,312‌

312,989

Washington

H

Soul

Pattinson

&

Co

Ltd

6,944,482‌

1,568,001

Wesfarmers

Ltd

52,390,257‌

4,776,549

Westpac

Banking

Corp

71,795,668‌

229

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

AUSTRALIA—continued

233,061

Wisetech

Global

Ltd

$

13,459,047‌

2,613,797

Woodside

Energy

Group

Ltd

67,371,081‌

1,700,120

Woolworths

Ltd

44,150,135‌

TOTAL

AUSTRALIA

1,721,724,876‌

AUSTRIA

-

0.2%

476,819

Erste

Bank

der

Oesterreichischen

Sparkassen

AG.

18,021,790‌

665,437

Mondi

plc

11,672,159‌

195,504

OMV

AG.

8,808,255‌

96,714

Verbund

AG.

8,013,428‌

152,922

Voestalpine

AG.

5,053,361‌

TOTAL

AUSTRIA

51,568,993‌

BELGIUM

-

0.8%

220,148

Ageas

9,319,580‌

1,192,176

Anheuser-Busch

InBev

S.A.

68,199,197‌

31,908

Dieteren

S.A.

5,572,610‌

39,227

Elia

System

Operator

S.A.

4,829,825‌

128,998

Groupe

Bruxelles

Lambert

S.A.

10,437,528‌

341,402

KBC

Groep

NV

25,695,549‌

20,629

Sofina

S.A.

4,905,011‌

103,933

Solvay

S.A.

12,482,170‌

171,736

UCB

S.A.

15,206,753‌

293,079

Umicore

S.A.

8,679,571‌

230,478

Warehouses

De

Pauw

CVA

6,809,996‌

TOTAL

BELGIUM

172,137,790‌

BRAZIL

-

0.0%

225,417

e

Yara

International

ASA

9,206,476‌

TOTAL

BRAZIL

9,206,476‌

BURKINA

FASO

-

0.0%

271,271

Endeavour

Mining

plc

6,536,570‌

TOTAL

BURKINA

FASO

6,536,570‌

CHILE

-

0.0%

532,040

Antofagasta

plc

11,444,052‌

TOTAL

CHILE

11,444,052‌

CHINA

-

0.6%

5,171,438

BOC

Hong

Kong

Holdings

Ltd

15,783,448‌

2,290,221

g

Budweiser

Brewing

Co

APAC

Ltd

5,586,118‌

2,551,697

g

ESR

Cayman

Ltd

4,474,516‌

1,095,476

Prosus

NV

86,660,216‌

2,034,000

SITC

International

Co

Ltd

4,456,811‌

2,615,561

Wilmar

International

Ltd

7,600,121‌

2,483,770

Xinyi

Glass

Holdings

Co

Ltd

4,133,232‌

TOTAL

CHINA

128,694,462‌

DENMARK

-

2.9%

4,378

AP

Moller

-

Maersk

AS

(Class

A)

8,802,517‌

6,959

AP

Moller

-

Maersk

AS

(Class

B)

14,295,224‌

136,080

Carlsberg

AS

(Class

B)

20,409,567‌

141,874

Chr

Hansen

Holding

A/S

10,720,514‌

160,716

Coloplast

AS

19,978,026‌

945,745

Danske

Bank

AS

22,456,773‌

123,776

*

Demant

A.S.

4,925,637‌

253,305

DSV

AS

50,696,458‌

90,197

*

Genmab

AS

37,179,165‌

2,266,205

Novo

Nordisk

AS

365,430,525‌

282,225

Novozymes

AS

14,154,511‌

261,868

Orsted

AS

22,787,614‌

126,411

Pandora

AS

12,645,135‌

International

Equity

Index

Fund

July

31,

2023

230

Portfolio

of

Investments

(continued)

Portfolio

of

Investments

(continued)

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

DENMARK—continued

13,996

Rockwool

International

AS

(B

Shares)

$

3,764,351‌

472,166

Tryg

A.S.

9,322,351‌

1,381,510

Vestas

Wind

Systems

A.S.

36,950,501‌

TOTAL

DENMARK

654,518,869‌

FINLAND

-

1.1%

200,807

Elisa

Oyj

(Series

A)

10,475,179‌

606,219

Fortum

Oyj

8,206,535‌

354,123

Kesko

Oyj

(B

Shares)

7,085,537‌

483,149

Kone

Oyj

(Class

B)

24,782,065‌

901,523

Metso

Outotec

Oyj

10,244,968‌

585,662

Neste

Oil

Oyj

21,561,189‌

7,322,895

Nokia

Oyj

28,785,856‌

4,453,671

Nordea

Bank

Abp

50,408,142‌

139,589

Orion

Oyj

(Class

B)

5,364,559‌

626,866

Sampo

Oyj

(A

Shares)

27,623,871‌

789,099

Stora

Enso

Oyj

(R

Shares)

9,673,770‌

734,454

UPM-Kymmene

Oyj

24,316,060‌

651,359

Wartsila

Oyj

(B

Shares)

8,182,923‌

TOTAL

FINLAND

236,710,654‌

FRANCE

-

10.4%

247,026

Accor

S.A.

9,320,792‌

380,999

*

Adevinta

ASA

2,818,266‌

41,033

Aeroports

de

Paris

5,666,329‌

718,554

Air

Liquide

129,191,696‌

811,782

Airbus

SE

119,575,499‌

436,345

Alstom

RGPT

13,360,992‌

87,991

g

Amundi

S.A.

5,399,606‌

79,678

Arkema

8,592,396‌

2,507,623

AXA

S.A.

77,081,442‌

59,823

BioMerieux

6,421,958‌

1,536,410

BNP

Paribas

S.A.

101,322,856‌

1,223,877

Bollore

7,738,233‌

290,509

Bouygues

S.A.

10,406,480‌

388,412

Bureau

Veritas

S.A.

10,667,265‌

226,724

Cap

Gemini

S.A.

41,086,598‌

816,673

Carrefour

S.A.

16,326,217‌

933,658

Cie

Generale

des

Etablissements

Michelin

S.C.A

30,574,547‌

672,720

Compagnie

de

Saint-Gobain

45,496,963‌

1,649,827

Credit

Agricole

S.A.

20,483,222‌

896,832

Danone

54,766,601‌

33,843

Dassault

Aviation

S.A.

6,574,386‌

909,454

Dassault

Systemes

SE

38,868,825‌

353,539

Edenred

22,962,486‌

98,048

Eiffage

S.A.

10,200,672‌

2,514,683

Engie

S.A.

41,254,190‌

398,709

Essilor

International

S.A.

80,210,357‌

59,165

Eurazeo

3,612,599‌

74,853

Fonciere

Des

Regions

3,614,023‌

61,972

Gecina

S.A.

6,699,948‌

476,898

Getlink

S.E.

8,382,609‌

43,467

Hermes

International

96,203,979‌

53,175

Ipsen

6,701,476‌

101,609

Kering

58,340,364‌

297,572

Klepierre

7,898,652‌

136,464

g

La

Francaise

des

Jeux

SAEM

5,209,836‌

363,153

Legrand

S.A.

36,407,796‌

330,029

L'Oreal

S.A.

153,499,594‌

379,042

LVMH

Moet

Hennessy

Louis

Vuitton

S.A.

352,041,899‌

2,606,708

Orange

S.

A.

29,465,797‌

282,884

Pernod-Ricard

S.A.

62,367,875‌

314,620

Publicis

Groupe

S.A.

25,366,357‌

231

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

FRANCE—continued

29,035

*

Remy

Cointreau

S.A.

$

4,984,099‌

274,900

Renault

S.A.

12,074,057‌

469,164

Safran

S.A.

77,887,375‌

37,613

Sartorius

Stedim

Biotech

11,768,030‌

31,635

SEB

S.A.

3,541,408‌

999,222

Societe

Generale

27,175,575‌

118,073

Sodexho

Alliance

S.A.

12,111,620‌

82,286

Teleperformance

11,934,663‌

144,948

Thales

S.A.

21,682,740‌

3,250,281

Total

S.A.

197,475,720‌

161,431

*

Unibail-Rodamco-Westfield

9,147,142‌

290,898

Valeo

S.A.

6,575,510‌

927,887

Veolia

Environnement

30,211,022‌

724,114

Vinci

S.A.

85,045,296‌

942,030

Vivendi

Universal

S.A.

8,410,770‌

38,355

Wendel

3,786,195‌

329,631

*,g

Worldline

S.A.

13,066,376‌

TOTAL

FRANCE

2,309,059,276‌

GERMANY

-

8.4%

221,932

Adidas-Salomon

AG.

44,804,752‌

551,148

Allianz

AG.

131,724,016‌

1,217,342

BASF

SE

65,262,918‌

1,344,727

Bayer

AG.

78,644,239‌

473,125

Bayerische

Motoren

Werke

AG.

57,697,581‌

57,447

Bayerische

Motoren

Werke

AG.

(Preference)

6,454,232‌

113,396

Bechtle

AG.

4,990,968‌

144,159

Beiersdorf

AG.

18,669,361‌

214,209

Brenntag

AG.

16,619,323‌

53,460

Carl

Zeiss

Meditec

AG.

6,194,980‌

1,444,861

Commerzbank

AG.

17,282,673‌

150,704

Continental

AG.

12,032,154‌

264,993

g

Covestro

AG.

14,235,128‌

1,176,957

Daimler

AG.

(Registered)

93,995,217‌

676,401

Daimler

Truck

Holding

AG.

25,385,526‌

1,030,527

Deutsche

Annington

Immobilien

SE

24,011,257‌

2,644,782

Deutsche

Bank

AG.

(Registered)

29,317,767‌

264,706

Deutsche

Boerse

AG.

50,718,073‌

816,745

*

Deutsche

Lufthansa

AG.

8,237,902‌

1,372,030

Deutsche

Post

AG.

70,554,188‌

4,439,867

Deutsche

Telekom

AG.

96,794,577‌

154,767

Dr

ING

hc

F

Porsche

AG.

18,925,320‌

3,045,615

E.ON

AG.

38,528,006‌

268,309

Evonik

Industries

AG.

5,557,483‌

279,975

Fresenius

Medical

Care

AG.

14,540,362‌

580,049

Fresenius

SE

18,203,179‌

205,131

GEA

Group

AG.

8,706,131‌

80,785

Hannover

Rueckversicherung

AG.

17,237,425‌

194,635

HeidelbergCement

AG.

15,774,747‌

220,608

*

HelloFresh

SE

6,290,657‌

157,938

Henkel

KGaA

11,037,060‌

236,891

Henkel

KGaA

(Preference)

18,280,009‌

1,803,619

Infineon

Technologies

AG.

79,242,837‌

99,946

Knorr-Bremse

AG.

7,029,993‌

105,313

LEG

Immobilien

AG.

7,445,899‌

177,338

Merck

KGaA

31,162,708‌

72,723

MTU

Aero

Engines

Holding

AG.

16,981,654‌

192,259

Muenchener

Rueckver

AG.

72,375,106‌

80,344

Nemetschek

AG.

5,846,552‌

213,714

Porsche

AG.

12,610,385‌

140,172

Puma

AG.

Rudolf

Dassler

Sport

9,473,002‌

7,416

Rational

AG.

5,551,306‌

60,266

Rheinmetall

AG.

17,070,104‌

International

Equity

Index

Fund

July

31,

2023

232

Portfolio

of

Investments

(continued)

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

GERMANY—continued

869,304

RWE

AG.

$

37,413,659‌

1,427,173

SAP

AG.

194,682,890‌

36,761

Sartorius

AG.

15,166,830‌

103,883

g

Scout24

AG.

6,867,255‌

1,043,264

Siemens

AG.

177,816,157‌

696,764

Siemens

Energy

AG.

11,804,320‌

389,379

g

Siemens

Healthineers

AG.

22,624,210‌

179,842

Symrise

AG.

19,644,455‌

84,492

Talanx

AG.

5,174,277‌

1,387,297

Telefonica

Deutschland

Holding

AG.

3,737,905‌

77,880

Volkswagen

AG.

12,446,444‌

241,071

Volkswagen

AG.

(Preference)

31,936,018‌

24,350

Wacker

Chemie

AG.

3,783,693‌

319,549

*,g

Zalando

SE

11,032,331‌

TOTAL

GERMANY

1,865,627,201‌

HONG

KONG

-

2.3%

16,097,147

AIA

Group

Ltd

161,047,701‌

2,640,289

CK

Asset

Holdings

Ltd

15,290,100‌

832,044

CK

Infrastructure

Holdings

Ltd

4,409,285‌

2,242,882

CLP

Holdings

Ltd

18,282,025‌

76,400

*,e

Futu

Holdings

Ltd

(ADR)

4,599,280‌

2,544,237

Hang

Lung

Properties

Ltd

3,970,403‌

1,036,310

Hang

Seng

Bank

Ltd

15,840,575‌

2,034,728

Henderson

Land

Development

Co

Ltd

6,289,687‌

5,356,835

HKT

Trust

and

HKT

Ltd

6,327,490‌

15,799,292

Hong

Kong

&

China

Gas

Ltd

13,553,537‌

1,966,427

Hong

Kong

Electric

Holdings

Ltd

10,306,480‌

1,643,964

Hong

Kong

Exchanges

and

Clearing

Ltd

69,312,813‌

1,452,770

Hongkong

Land

Holdings

Ltd

5,177,260‌

215,877

Jardine

Matheson

Holdings

Ltd

10,663,332‌

3,448,482

Link

REIT

19,384,453‌

2,089,188

MTR

Corp

9,627,602‌

2,221,588

New

World

Development

Co

Ltd

5,493,921‌

3,762,415

Prudential

plc

52,246,117‌

4,904,833

Sino

Land

Co

6,020,796‌

1,988,971

Sun

Hung

Kai

Properties

Ltd

24,974,750‌

658,112

Swire

Pacific

Ltd

(Class

A)

5,501,314‌

1,552,234

Swire

Properties

Ltd

3,895,058‌

1,868,660

Techtronic

Industries

Co

21,229,003‌

10,184,605

g

WH

Group

Ltd

5,558,656‌

2,215,426

Wharf

Real

Estate

Investment

Co

Ltd

11,889,010‌

TOTAL

HONG

KONG

510,890,648‌

IRELAND

-

0.7%

234,734

*

AerCap

Holdings

NV

14,978,377‌

1,929,496

AIB

Group

plc

9,075,698‌

1,477,218

Bank

of

Ireland

Group

plc

15,585,840‌

1,020,214

CRH

plc

60,775,098‌

222,535

Kerry

Group

plc

(Class

A)

22,109,043‌

210,372

Kingspan

Group

plc

16,885,199‌

364,992

Smurfit

Kappa

Group

plc

14,443,105‌

TOTAL

IRELAND

153,852,360‌

ISRAEL

-

0.6%

53,711

Azrieli

Group

3,056,420‌

1,758,440

Bank

Hapoalim

Ltd

15,619,936‌

2,164,102

Bank

Leumi

Le-Israel

17,275,200‌

134,576

*

Check

Point

Software

Technologies

17,792,293‌

35,533

Elbit

Systems

Ltd

7,555,594‌

1,031,922

Israel

Chemicals

Ltd

6,871,041‌

1,657,009

Israel

Discount

Bank

Ltd

8,776,760‌

208,918

Mizrahi

Tefahot

Bank

Ltd

7,542,968‌

233

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

ISRAEL—continued

88,610

*

Nice

Systems

Ltd

$

19,287,781‌

1,553,610

*

Teva

Pharmaceutical

Industries

Ltd

(ADR)

13,050,324‌

156,031

*

Tower

Semiconductor

Ltd

(Tel

Aviv)

5,786,761‌

76,077

*

Wix.com

Ltd

7,175,583‌

TOTAL

ISRAEL

129,790,661‌

ITALY

-

2.2%

164,832

Amplifon

S.p.A.

5,576,610‌

1,382,679

Assicurazioni

Generali

S.p.A.

29,451,778‌

315,252

Coca-Cola

HBC

AG.

9,275,637‌

744,340

Davide

Campari-Milano

NV

10,010,539‌

32,403

DiaSorin

S.p.A.

3,635,361‌

11,165,340

Enel

S.p.A.

76,987,216‌

3,186,708

ENI

S.p.A.

48,651,049‌

172,872

Ferrari

NV

55,420,455‌

821,905

FinecoBank

Banca

Fineco

S.p.A

12,761,915‌

462,818

Infrastrutture

Wireless

Italiane

S.p.A

5,804,105‌

22,097,674

Intesa

Sanpaolo

S.p.A.

63,899,122‌

775,085

Mediobanca

S.p.A.

10,329,245‌

282,163

Moncler

S.p.A

20,364,722‌

835,855

*,g

Nexi

S.p.A

7,238,507‌

728,355

g

Poste

Italiane

S.p.A

8,320,355‌

344,472

Prysmian

S.p.A.

13,735,870‌

145,811

Recordati

S.p.A.

7,529,691‌

2,701,834

Snam

Rete

Gas

S.p.A.

14,202,904‌

13,127,754

*,e

Telecom

Italia

S.p.A.

3,784,356‌

1,960,608

Terna

Rete

Elettrica

Nazionale

S.p.A.

16,565,183‌

2,543,344

UniCredit

S.p.A.

64,398,096‌

TOTAL

ITALY

487,942,716‌

JAPAN

-

22.2%

260,377

Advantest

Corp

36,012,704‌

892,777

Aeon

Co

Ltd

19,336,332‌

200,942

Aisin

Seiki

Co

Ltd

6,529,629‌

613,322

Ajinomoto

Co,

Inc

23,898,023‌

213,159

*

All

Nippon

Airways

Co

Ltd

5,110,282‌

658,059

Asahi

Breweries

Ltd

25,867,809‌

273,108

Asahi

Glass

Co

Ltd

9,868,383‌

321,452

Asahi

Intecc

Co

Ltd

6,596,605‌

1,680,039

Asahi

Kasei

Corp

11,449,042‌

2,469,103

Astellas

Pharma,

Inc

36,104,082‌

165,058

Azbil

Corp

5,208,450‌

816,594

Bandai

Namco

Holdings

Inc

18,475,079‌

183,200

BayCurrent

Consulting,

Inc

5,916,394‌

778,087

Bridgestone

Corp

32,287,027‌

307,251

Brother

Industries

Ltd

4,789,403‌

1,361,898

e

Canon,

Inc

35,198,775‌

228,514

Capcom

Co

Ltd

10,275,587‌

201,228

Central

Japan

Railway

Co

25,643,133‌

714,812

Chiba

Bank

Ltd

5,026,093‌

887,117

Chubu

Electric

Power

Co,

Inc

11,113,618‌

923,327

Chugai

Pharmaceutical

Co

Ltd

27,479,357‌

1,522,011

Concordia

Financial

Group

Ltd

6,961,709‌

572,576

CyberAgent,

Inc

3,619,682‌

301,275

Dai

Nippon

Printing

Co

Ltd

8,564,034‌

424,502

Daifuku

Co

Ltd

9,078,886‌

1,288,166

Dai-ichi

Mutual

Life

Insurance

Co

26,319,436‌

2,546,542

Daiichi

Sankyo

Co

Ltd

78,432,499‌

361,611

Daikin

Industries

Ltd

73,117,276‌

82,083

Daito

Trust

Construction

Co

Ltd

8,829,541‌

810,263

Daiwa

House

Industry

Co

Ltd

22,022,064‌

3,038

Daiwa

House

REIT

Investment

Corp

5,981,309‌

1,752,991

*

Daiwa

Securities

Group,

Inc

9,502,798‌

International

Equity

Index

Fund

July

31,

2023

234

Portfolio

of

Investments

(continued)

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

JAPAN—continued

588,378

Denso

Corp

$

40,967,281‌

278,410

Dentsu,

Inc

9,315,981‌

126,727

Disco

Corp

23,821,610‌

538,484

Don

Quijote

Co

Ltd

10,646,688‌

420,265

East

Japan

Railway

Co

23,792,934‌

343,445

Eisai

Co

Ltd

21,669,177‌

4,028,559

ENEOS

Holdings,

Inc

14,616,170‌

1,321,390

Fanuc

Ltd

40,424,518‌

240,143

Fast

Retailing

Co

Ltd

60,158,876‌

174,443

*

Fuji

Electric

Holdings

Co

Ltd

7,886,495‌

838,564

Fuji

Heavy

Industries

Ltd

15,893,780‌

507,673

Fujifilm

Holdings

Corp

29,478,351‌

239,315

Fujitsu

Ltd

30,988,844‌

6,000

GLP

J-Reit

5,910,984‌

55,415

GMO

Payment

Gateway,

Inc

4,227,547‌

305,011

Hakuhodo

DY

Holdings,

Inc

3,508,974‌

184,787

Hamamatsu

Photonics

KK

8,903,292‌

318,703

Hankyu

Hanshin

Holdings,

Inc

10,588,231‌

26,609

Hikari

Tsushin,

Inc

3,948,431‌

38,570

Hirose

Electric

Co

Ltd

4,885,184‌

149,863

*

Hitachi

Construction

Machinery

Co

Ltd

4,497,167‌

1,284,200

*

Hitachi

Ltd

84,069,488‌

2,099,196

Honda

Motor

Co

Ltd

66,925,282‌

165,450

Hoshizaki

Electric

Co

Ltd

6,345,152‌

492,294

*

Hoya

Corp

57,332,224‌

535,985

Hulic

Co

Ltd

4,563,485‌

151,686

Ibiden

Co

Ltd

9,219,364‌

285,573

Idemitsu

Kosan

Co

Ltd

6,030,395‌

233,873

Iida

Group

Holdings

Co

Ltd

4,102,715‌

1,349,192

Inpex

Holdings,

Inc

17,421,061‌

792,224

Isuzu

Motors

Ltd

10,291,580‌

1,620,082

Itochu

Corp

65,524,699‌

144,271

Itochu

Techno-Science

Corp

3,656,424‌

192,176

Japan

Airlines

Co

Ltd

4,160,729‌

2,135,315

Japan

Post

Bank

Co

Ltd

17,764,843‌

3,134,218

Japan

Post

Holdings

Co

Ltd

22,887,895‌

262,163

Japan

Post

Insurance

Co

Ltd

4,236,598‌

1,708

Japan

Real

Estate

Investment

Corp

6,869,742‌

9,766

Japan

Retail

Fund

Investment

Corp

6,698,472‌

1,663,191

Japan

Tobacco,

Inc

36,905,532‌

684,349

JFE

Holdings,

Inc

11,069,966‌

241,180

JSR

Corp

6,918,658‌

576,248

Kajima

Corp

9,106,132‌

977,919

Kansai

Electric

Power

Co,

Inc

12,847,196‌

644,978

Kao

Corp

24,503,741‌

183,900

e

Kawasaki

Kisen

Kaisha

Ltd

5,545,435‌

2,054,423

KDDI

Corp

60,465,157‌

147,036

Keio

Corp

4,887,565‌

178,368

Keisei

Electric

Railway

Co

Ltd

7,403,207‌

266,586

Keyence

Corp

119,628,322‌

181,065

Kikkoman

Corp

10,434,931‌

241,660

Kintetsu

Corp

8,106,872‌

1,062,927

Kirin

Brewery

Co

Ltd

15,699,897‌

69,879

Kobayashi

Pharmaceutical

Co

Ltd

3,841,340‌

201,911

Kobe

Bussan

Co

Ltd

5,378,016‌

177,784

Koei

Tecmo

Holdings

Co

Ltd

3,042,086‌

282,018

*

Koito

Manufacturing

Co

Ltd

5,185,582‌

1,257,905

Komatsu

Ltd

35,239,493‌

133,977

Konami

Corp

7,515,658‌

42,885

Kose

Corp

4,199,565‌

1,384,254

Kubota

Corp

20,910,498‌

151,758

Kurita

Water

Industries

Ltd

6,102,974‌

434,036

Kyocera

Corp

23,356,372‌

235

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

JAPAN—continued

382,812

Kyowa

Hakko

Kogyo

Co

Ltd

$

7,310,054‌

103,644

Lasertec

Corp

15,689,816‌

427,352

LIXIL

Group

Corp

5,461,483‌

595,892

M3,

Inc

13,779,302‌

301,369

Makita

Corp

8,462,757‌

2,092,773

Marubeni

Corp

37,052,533‌

157,800

Matsumotokiyoshi

Holdings

Co

Ltd

9,234,710‌

788,906

Mazda

Motor

Corp

7,826,334‌

114,715

e

McDonald's

Holdings

Co

Japan

Ltd

4,515,545‌

293,652

MEIJI

Holdings

Co

Ltd

6,784,505‌

490,191

Minebea

Co

Ltd

9,079,699‌

386,143

MISUMI

Group,

Inc

7,064,146‌

1,778,941

Mitsubishi

Chemical

Holdings

Corp

10,641,315‌

1,696,162

Mitsubishi

Corp

86,786,598‌

2,640,834

Mitsubishi

Electric

Corp

38,110,221‌

1,544,306

Mitsubishi

Estate

Co

Ltd

18,926,532‌

439,789

Mitsubishi

Heavy

Industries

Ltd

20,865,362‌

15,604,588

Mitsubishi

UFJ

Financial

Group,

Inc

125,652,012‌

1,174,133

Mitsubishi

UFJ

Lease

&

Finance

Co

Ltd

7,767,319‌

1,803,454

Mitsui

&

Co

Ltd

70,388,949‌

241,460

Mitsui

Chemicals,

Inc

6,942,930‌

1,235,291

Mitsui

Fudosan

Co

Ltd

25,378,974‌

476,800

e

Mitsui

OSK

Lines

Ltd

12,326,143‌

3,303,388

Mizuho

Financial

Group,

Inc

56,043,180‌

361,196

MonotaRO

Co

Ltd

4,408,338‌

588,823

MS&AD

Insurance

Group

Holdings

Inc

21,900,278‌

787,632

Murata

Manufacturing

Co

Ltd

46,786,677‌

328,939

NEC

Corp

16,642,801‌

554,683

Nexon

Co

Ltd

10,583,026‌

328,489

NGK

Insulators

Ltd

4,028,675‌

568,735

Nidec

Corp

33,967,668‌

1,436,030

Nintendo

Co

Ltd

64,958,439‌

2,020

Nippon

Building

Fund,

Inc

8,467,459‌

101,787

Nippon

Express

Holdings,

Inc

5,967,894‌

1,342,185

Nippon

Paint

Co

Ltd

12,297,445‌

2,934

Nippon

ProLogis

REIT,

Inc

5,999,761‌

68,073

Nippon

Shinyaku

Co

Ltd

2,752,846‌

1,110,338

Nippon

Steel

Corp

25,378,293‌

41,118,600

Nippon

Telegraph

&

Telephone

Corp

47,151,438‌

666,016

e

Nippon

Yusen

Kabushiki

Kaisha

16,201,611‌

171,225

Nissan

Chemical

Industries

Ltd

7,694,110‌

3,314,664

Nissan

Motor

Co

Ltd

14,601,580‌

263,720

Nisshin

Seifun

Group,

Inc

3,270,394‌

86,465

Nissin

Food

Products

Co

Ltd

7,290,344‌

108,776

Nitori

Co

Ltd

13,319,903‌

208,741

Nitto

Denko

Corp

14,843,778‌

3,882,250

*

Nomura

Holdings,

Inc

16,060,759‌

157,462

Nomura

Real

Estate

Holdings,

Inc

3,905,533‌

6,178

Nomura

Real

Estate

Master

Fund,

Inc

7,350,200‌

532,537

Nomura

Research

Institute

Ltd

15,131,994‌

866,477

NTT

Data

Corp

12,053,727‌

930,176

Obayashi

Corp

8,600,252‌

96,750

Obic

Co

Ltd

15,832,182‌

423,660

Odakyu

Electric

Railway

Co

Ltd

6,189,851‌

1,185,727

OJI

Paper

Co

Ltd

4,681,604‌

1,637,240

Olympus

Corp

26,714,725‌

244,717

Omron

Corp

13,135,493‌

517,670

Ono

Pharmaceutical

Co

Ltd

9,486,468‌

101,200

Open

House

Co

Ltd

3,850,893‌

55,131

*

Oracle

Corp

Japan

3,864,606‌

1,513,165

Oriental

Land

Co

Ltd

58,035,226‌

1,583,091

ORIX

Corp

30,453,158‌

544,006

Osaka

Gas

Co

Ltd

8,559,847‌

International

Equity

Index

Fund

July

31,

2023

236

Portfolio

of

Investments

(continued)

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

JAPAN—continued

680,753

Osaka

Securities

Exchange

Co

Ltd

$

11,860,892‌

158,401

Otsuka

Corp

6,596,347‌

547,461

Otsuka

Holdings

KK

20,128,665‌

3,046,634

Panasonic

Corp

37,605,766‌

226,656

Persol

Holdings

Co

Ltd

4,483,397‌

2,160,999

*

Rakuten,

Inc

8,464,121‌

1,986,248

Recruit

Holdings

Co

Ltd

68,794,987‌

1,733,772

*

Renesas

Electronics

Corp

33,451,096‌

2,858,634

Resona

Holdings,

Inc

15,562,636‌

724,888

Ricoh

Co

Ltd

6,448,361‌

115,644

Rohm

Co

Ltd

10,836,795‌

319,944

SBI

Holdings,

Inc

6,756,350‌

296,653

Secom

Co

Ltd

19,906,853‌

404,234

Seiko

Epson

Corp

6,638,213‌

486,918

Sekisui

Chemical

Co

Ltd

7,396,042‌

835,711

Sekisui

House

Ltd

17,049,920‌

1,034,748

Seven

&

I

Holdings

Co

Ltd

42,926,603‌

427,124

SG

Holdings

Co

Ltd

6,233,237‌

308,532

e

Sharp

Corp

1,834,580‌

350,546

Shimadzu

Corp

10,646,368‌

107,178

Shimano,

Inc

16,154,635‌

782,971

Shimizu

Corp

5,394,306‌

2,502,530

Shin-Etsu

Chemical

Co

Ltd

82,445,459‌

357,833

Shionogi

&

Co

Ltd

14,996,075‌

549,538

Shiseido

Co

Ltd

24,093,980‌

666,019

Shizuoka

Financial

Group,

Inc

5,562,660‌

78,651

SMC

Corp

41,100,099‌

3,962,277

Softbank

Corp

43,999,101‌

1,414,725

Softbank

Group

Corp

71,956,300‌

430,459

Sompo

Holdings,

Inc

19,030,912‌

1,729,332

Sony

Corp

161,980,002‌

111,611

Square

Enix

Co

Ltd

5,169,739‌

483,472

Sumco

Corp

7,045,114‌

245,564

Sumisho

Computer

Systems

Corp

4,082,513‌

1,942,619

Sumitomo

Chemical

Co

Ltd

5,991,343‌

1,532,855

Sumitomo

Corp

32,884,155‌

966,194

Sumitomo

Electric

Industries

Ltd

12,388,506‌

350,742

Sumitomo

Metal

Mining

Co

Ltd

12,112,944‌

1,790,645

Sumitomo

Mitsui

Financial

Group,

Inc

83,894,669‌

452,802

Sumitomo

Mitsui

Trust

Holdings,

Inc

17,614,769‌

381,022

Sumitomo

Realty

&

Development

Co

Ltd

10,211,166‌

197,591

Suntory

Beverage

&

Food

Ltd

7,033,649‌

503,593

Suzuki

Motor

Corp

20,227,096‌

229,903

Sysmex

Corp

15,567,906‌

707,330

T&D

Holdings,

Inc

11,500,342‌

238,885

Taisei

Corp

9,052,883‌

229,172

Taiyo

Nippon

Sanso

Corp

5,541,685‌

2,187,909

Takeda

Pharmaceutical

Co

Ltd

66,894,970‌

544,895

TDK

Corp

20,873,976‌

920,162

Terumo

Corp

30,134,448‌

302,129

TIS,

Inc

7,663,136‌

260,823

Tobu

Railway

Co

Ltd

6,901,901‌

154,897

Toho

Co

Ltd

6,038,338‌

2,514,438

Tokio

Marine

Holdings,

Inc

57,819,454‌

2,114,746

*

Tokyo

Electric

Power

Co,

Inc

8,397,743‌

615,359

Tokyo

Electron

Ltd

92,357,344‌

539,229

Tokyo

Gas

Co

Ltd

12,227,588‌

759,258

Tokyu

Corp

9,633,221‌

351,028

Toppan

Printing

Co

Ltd

8,262,679‌

1,926,240

Toray

Industries,

Inc

10,785,811‌

569,011

Toshiba

Corp

18,371,214‌

368,939

Tosoh

Corp

4,822,278‌

196,497

Toto

Ltd

6,040,733‌

237

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

JAPAN—continued

202,767

Toyota

Industries

Corp

$

14,653,391‌

14,531,950

*

Toyota

Motor

Corp

244,336,554‌

293,541

Toyota

Tsusho

Corp

17,173,662‌

181,766

*

Trend

Micro,

Inc

8,587,667‌

547,116

Uni-Charm

Corp

20,242,555‌

282,461

USS

Co

Ltd

4,897,897‌

133,815

Welcia

Holdings

Co

Ltd

2,518,901‌

307,206

West

Japan

Railway

Co

12,621,356‌

169,785

Yakult

Honsha

Co

Ltd

9,420,662‌

196,016

Yamaha

Corp

7,595,267‌

403,987

Yamaha

Motor

Co

Ltd

11,848,494‌

371,406

Yamato

Transport

Co

Ltd

6,955,680‌

325,269

Yaskawa

Electric

Corp

14,139,533‌

315,436

Yokogawa

Electric

Corp

5,923,540‌

3,567,236

Z

Holdings

Corp

9,945,482‌

161,304

ZOZO

Inc

3,148,980‌

TOTAL

JAPAN

4,933,537,286‌

JORDAN

-

0.0%

235,979

Hikma

Pharmaceuticals

plc

6,337,181‌

TOTAL

JORDAN

6,337,181‌

KOREA,

REPUBLIC

OF

-

0.0%

246,863

*,g

Delivery

Hero

AG.

11,205,040‌

TOTAL

KOREA,

REPUBLIC

OF

11,205,040‌

LUXEMBOURG

-

0.1%

671,039

*

ArcelorMittal

19,407,640‌

178,757

Eurofins

Scientific

SE

12,294,298‌

TOTAL

LUXEMBOURG

31,701,938‌

MACAU

-

0.2%

2,967,914

*

Galaxy

Entertainment

Group

Ltd

21,664,368‌

3,391,222

*

Sands

China

Ltd

13,064,724‌

TOTAL

MACAU

34,729,092‌

NETHERLANDS

-

5.5%

556,647

g

ABN

AMRO

Group

NV

9,464,783‌

29,931

*,g

Adyen

NV

55,552,374‌

2,353,572

Aegon

NV

12,775,850‌

235,236

Akzo

Nobel

NV

20,123,974‌

75,048

*

Argenx

SE

37,709,494‌

1,564

*

Argenx

SE

787,692‌

64,812

ASM

International

NV

30,790,906‌

554,390

ASML

Holding

NV

397,092,247‌

115,288

g

Euronext

NV

8,774,994‌

14,351

EXOR

NV

1,341,037‌

137,418

*

EXOR

NV

12,841,104‌

679,283

Ferrovial

SE

22,510,720‌

153,691

Heineken

Holding

NV

12,598,840‌

351,780

Heineken

NV

34,432,741‌

77,104

IMCD

Group

NV

11,683,523‌

4,982,609

ING

Groep

NV

72,729,462‌

167,668

JDE

Peet's

BV

5,058,592‌

1,339,084

Koninklijke

Ahold

Delhaize

NV

46,156,375‌

4,485,464

Koninklijke

KPN

NV

16,229,556‌

1,272,972

Koninklijke

Philips

Electronics

NV

26,444,257‌

351,654

NN

Group

NV

13,480,630‌

135,240

OCI

NV

3,854,309‌

155,639

Randstad

Holdings

NV

9,118,186‌

9,388,739

Shell

plc

284,551,576‌

1,120,205

Universal

Music

Group

NV

28,733,154‌

International

Equity

Index

Fund

July

31,

2023

238

Portfolio

of

Investments

(continued)

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

NETHERLANDS—continued

348,618

Wolters

Kluwer

NV

$

43,778,055‌

TOTAL

NETHERLANDS

1,218,614,431‌

NEW

ZEALAND

-

0.2%

1,647,243

*

Auckland

International

Airport

Ltd

8,599,018‌

777,161

Fisher

&

Paykel

Healthcare

Corp

11,864,953‌

844,815

Mercury

NZ

Ltd

3,459,598‌

1,788,374

Meridian

Energy

Ltd

6,276,974‌

2,582,179

Telecom

Corp

of

New

Zealand

Ltd

8,313,444‌

198,995

*

Xero

Ltd

16,357,668‌

TOTAL

NEW

ZEALAND

54,871,655‌

NORWAY

-

0.6%

432,713

e

Aker

BP

ASA

12,121,404‌

1,273,033

DNB

Bank

ASA

26,234,005‌

1,313,934

Equinor

ASA

40,191,235‌

302,831

Gjensidige

Forsikring

BA

4,780,619‌

116,919

Kongsberg

Gruppen

ASA

5,073,248‌

586,353

Mowi

ASA

10,308,027‌

1,825,342

Norsk

Hydro

ASA

11,954,929‌

1,009,661

Orkla

ASA

7,967,057‌

105,812

Salmar

ASA

4,888,356‌

923,726

Telenor

ASA

9,888,433‌

TOTAL

NORWAY

133,407,313‌

PORTUGAL

-

0.2%

4,043,281

Energias

de

Portugal

S.A.

18,889,557‌

661,215

Galp

Energia

SGPS

S.A.

8,787,291‌

391,672

Jeronimo

Martins

SGPS

S.A.

10,663,576‌

TOTAL

PORTUGAL

38,340,424‌

SINGAPORE

-

1.7%

4,567,506

Ascendas

REIT

9,658,560‌

3,388,801

Capitaland

Investment

Ltd

8,673,567‌

7,204,300

CapitaMall

Trust

11,060,647‌

708,743

City

Developments

Ltd

3,943,650‌

2,480,970

DBS

Group

Holdings

Ltd

64,001,679‌

7,733,339

Genting

Singapore

Ltd

5,469,987‌

2,672,435

*

Grab

Holdings

Ltd

10,235,426‌

126,400

Jardine

Cycle

&

Carriage

Ltd

3,262,362‌

1,999,881

Keppel

Corp

Ltd

11,105,807‌

3,285,501

Mapletree

Commercial

Trust

4,080,668‌

4,767,390

Mapletree

Logistics

Trust

6,060,707‌

4,644,731

Oversea-Chinese

Banking

Corp

46,483,312‌

499,700

*

Sea

Ltd

(ADR)

33,240,044‌

54,616,501

*

SembCorp

Marine

Ltd

5,788,548‌

1,853,622

e

Singapore

Airlines

Ltd

10,500,811‌

1,329,947

Singapore

Exchange

Ltd

9,721,635‌

2,462,677

Singapore

Technologies

Engineering

Ltd

6,913,975‌

11,250,902

Singapore

Telecommunications

Ltd

22,570,041‌

939,459

STMicroelectronics

NV

50,248,238‌

1,721,538

United

Overseas

Bank

Ltd

39,050,476‌

561,591

UOL

Group

Ltd

2,971,476‌

399,678

Venture

Corp

Ltd

4,505,936‌

TOTAL

SINGAPORE

369,547,552‌

SOUTH

AFRICA

-

0.2%

1,742,581

Anglo

American

plc

53,587,456‌

TOTAL

SOUTH

AFRICA

53,587,456‌

SPAIN

-

2.5%

31,785

Acciona

S.A.

4,764,531‌

293,416

e

ACS

Actividades

de

Construccion

y

Servicios

S.A.

10,263,328‌

239

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

SPAIN—continued

102,968

Aena

S.A.

$

16,443,180‌

618,356

Amadeus

IT

Holding

S.A.

44,358,442‌

8,284,124

Banco

Bilbao

Vizcaya

Argentaria

S.A.

65,663,066‌

22,770,076

Banco

Santander

S.A.

92,270,752‌

5,657,340

CaixaBank

S.A.

22,885,074‌

770,602

Cellnex

Telecom

SAU

31,470,675‌

102,947

e

Corp

ACCIONA

Energias

Renovables

S.A.

3,240,335‌

341,788

EDP

Renovaveis

S.A.

6,528,458‌

350,908

e

Enagas

6,227,397‌

437,296

Endesa

S.A.

9,372,499‌

395,472

e

Grifols

S.A.

5,809,605‌

8,184,775

Iberdrola

S.A.

102,158,516‌

1,501,953

Industria

De

Diseno

Textil

S.A.

57,491,484‌

186,032

e

Naturgy

Energy

Group

S.A.

5,672,249‌

528,697

Red

Electrica

Corp

S.A.

8,842,807‌

1,806,696

Repsol

YPF

S.A.

27,583,588‌

7,127,680

Telefonica

S.A.

30,369,355‌

TOTAL

SPAIN

551,415,341‌

SWEDEN

-

2.9%

394,975

Alfa

Laval

AB

14,785,305‌

1,371,175

Assa

Abloy

AB

32,967,001‌

3,681,743

Atlas

Copco

AB

52,302,417‌

2,133,793

Atlas

Copco

AB

26,350,031‌

521,283

Beijer

Ref

AB

7,088,676‌

383,593

Boliden

AB

11,281,180‌

1,148,926

*,e

Embracer

Group

AB

3,297,754‌

515,225

Epiroc

AB

8,753,196‌

900,343

Epiroc

AB

17,975,913‌

482,111

EQT

AB

11,516,226‌

3,987,606

Ericsson

(LM)

(B

Shares)

20,059,548‌

813,333

Essity

AB

20,167,634‌

252,968

g

Evolution

Gaming

Group

AB

31,194,139‌

919,768

*

Fastighets

AB

Balder

4,292,070‌

310,363

Getinge

AB

(B

Shares)

5,783,000‌

914,620

e

Hennes

&

Mauritz

AB

(B

Shares)

15,383,694‌

2,841,626

Hexagon

AB

27,551,857‌

137,213

Holmen

AB

5,285,545‌

614,217

Husqvarna

AB

(B

Shares)

6,024,584‌

217,800

e

Industrivarden

AB

6,170,442‌

180,624

Industrivarden

AB

5,129,172‌

369,394

Indutrade

AB

7,752,228‌

213,048

Investment

AB

Latour

4,293,262‌

2,343,146

Investor

AB

47,856,383‌

582,106

Investor

AB

11,821,643‌

338,807

*

Kinnevik

AB

4,624,276‌

318,899

Lifco

AB

6,429,592‌

94,447

Lundbergs

AB

(B

Shares)

4,162,224‌

2,091,588

Nibe

Industrier

AB

18,840,525‌

118,017

Saab

AB

(Class

B)

6,220,571‌

271,330

Sagax

AB

6,025,061‌

1,474,202

Sandvik

AB

29,944,762‌

703,408

Securitas

AB

(B

Shares)

5,987,249‌

2,223,757

Skandinaviska

Enskilda

Banken

AB

(Class

A)

26,956,894‌

489,489

Skanska

AB

(B

Shares)

7,807,048‌

488,759

SKF

AB

(B

Shares)

9,312,045‌

822,822

Svenska

Cellulosa

AB

(B

Shares)

10,933,221‌

2,033,240

Svenska

Handelsbanken

AB

17,851,761‌

1,170,073

Swedbank

AB

(A

Shares)

21,461,114‌

247,583

*,e

Swedish

Orphan

Biovitrum

AB

4,845,960‌

759,412

Tele2

AB

(B

Shares)

5,714,236‌

3,462,244

e

TeliaSonera

AB

7,440,298‌

264,069

Volvo

AB

(A

Shares)

5,988,016‌

International

Equity

Index

Fund

July

31,

2023

240

Portfolio

of

Investments

(continued)

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

SWEDEN—continued

2,058,066

Volvo

AB

(B

Shares)

$

45,398,088‌

857,823

*,e

Volvo

Car

AB

4,240,218‌

TOTAL

SWEDEN

655,266,059‌

SWITZERLAND

-

6.2%

2,165,587

ABB

Ltd

86,899,626‌

225,304

Adecco

S.A.

9,182,113‌

682,046

Alcon,

Inc

58,036,398‌

47,084

Bachem

Holding

AG.

4,349,202‌

64,157

Baloise

Holding

AG.

9,930,787‌

46,123

e

Banque

Cantonale

Vaudoise

5,176,909‌

4,668

Barry

Callebaut

AG.

8,752,499‌

27,443

BKW

S.A.

4,910,767‌

718,205

Cie

Financiere

Richemont

S.A.

115,654,564‌

287,875

Clariant

AG.

4,717,171‌

238,827

Danube

AG.

26,390,333‌

131,492

*

Dufry

Group

6,793,988‌

9,593

EMS-Chemie

Holding

AG.

8,006,796‌

46,687

Geberit

AG.

26,494,963‌

12,707

Givaudan

S.A.

42,892,102‌

49,516

Helvetia

Holding

AG.

7,327,527‌

287,495

Julius

Baer

Group

Ltd

20,362,561‌

75,282

Kuehne

&

Nagel

International

AG.

23,555,432‌

1,335

Lindt

&

Spruengli

AG.

16,327,358‌

146

Lindt

&

Spruengli

AG.

(Registered)

17,744,167‌

229,771

Logitech

International

S.A.

16,244,564‌

101,402

Lonza

Group

AG.

58,918,203‌

2,809,274

Novartis

AG.

294,122,934‌

31,324

Partners

Group

35,165,376‌

56,129

Schindler

Holding

AG.

13,629,057‌

32,933

Schindler

Holding

AG.

(Registered)

7,635,899‌

206,944

SGS

S.A.

20,093,230‌

418,201

SIG

Combibloc

Group

AG.

11,180,046‌

200,307

Sika

AG.

62,343,047‌

71,107

Sonova

Holdings

AG

19,820,721‌

153,749

Straumann

Holding

AG.

25,441,292‌

43,027

*

Swatch

Group

AG.

13,770,380‌

52,219

Swatch

Group

AG.

(Registered)

3,135,893‌

41,969

Swiss

Life

Holding

26,686,159‌

107,095

Swiss

Prime

Site

AG.

10,367,800‌

36,881

Swisscom

AG.

23,716,532‌

86,939

Temenos

Group

AG.

7,476,994‌

4,539,293

UBS

Group

AG

100,721,792‌

37,356

g

VAT

Group

AG.

15,878,053‌

206,316

Zurich

Insurance

Group

AG

99,753,477‌

TOTAL

SWITZERLAND

1,369,606,712‌

UNITED

ARAB

EMIRATES

-

0.0%

121,704

*,†

NMC

Health

plc

0‌

TOTAL

UNITED

ARAB

EMIRATES

0‌

UNITED

KINGDOM

-

11.3%

1,349,170

3i

Group

plc

34,230,005‌

283,163

Admiral

Group

plc

7,731,199‌

599,504

Ashtead

Group

plc

44,353,577‌

486,721

Associated

British

Foods

plc

12,809,038‌

2,131,450

AstraZeneca

plc

306,238,632‌

1,213,999

g

Auto

Trader

Group

plc

10,068,386‌

3,743,221

*

Aviva

plc

18,649,331‌

4,176,965

BAE

Systems

plc

49,952,510‌

21,312,503

Barclays

plc

42,290,635‌

1,328,814

Barratt

Developments

plc

7,778,355‌

142,572

Berkeley

Group

Holdings

plc

7,949,485‌

241

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

UNITED

KINGDOM—continued

24,324,015

BP

plc

$

150,917,082‌

2,936,207

British

American

Tobacco

plc

98,739,065‌

1,265,381

British

Land

Co

plc

5,490,741‌

9,472,005

BT

Group

plc

14,842,490‌

476,180

Bunzl

plc

17,650,999‌

518,695

Burberry

Group

plc

14,806,270‌

7,984,142

Centrica

plc

14,149,100‌

3,611,239

CK

Hutchison

Holdings

Ltd

22,271,691‌

1,403,526

CNH

Industrial

NV

20,271,092‌

281,710

*

Coca-Cola

European

Partners

plc

(Class

A)

17,857,597‌

2,434,544

Compass

Group

plc

63,341,060‌

192,525

Croda

International

plc

14,576,679‌

128,794

DCC

plc

7,457,008‌

3,120,340

Diageo

plc

136,178,685‌

863,752

Entain

PLC

15,384,690‌

514,473

Halma

plc

14,774,571‌

495,587

Hargreaves

Lansdown

plc

5,422,316‌

27,375,275

HSBC

Holdings

plc

227,390,327‌

1,209,769

Imperial

Tobacco

Group

plc

28,581,321‌

1,897,166

Informa

plc

18,459,174‌

231,887

InterContinental

Hotels

Group

plc

17,138,117‌

217,407

Intertek

Group

plc

12,178,801‌

2,238,462

J

Sainsbury

plc

7,970,007‌

3,695,926

JD

Sports

Fashion

plc

7,486,587‌

244,722

Johnson

Matthey

plc

5,659,768‌

295,118

*,e,g

Just

Eat

Takeaway.com

NV

5,294,414‌

2,661,540

Kingfisher

plc

8,392,818‌

950,082

Land

Securities

Group

plc

7,890,231‌

8,116,022

Legal

&

General

Group

plc

24,322,621‌

90,300,321

Lloyds

TSB

Group

plc

52,170,761‌

553,736

London

Stock

Exchange

Group

plc

60,132,821‌

3,107,863

M&G

plc

8,005,542‌

5,011,317

National

Grid

plc

66,424,069‌

7,838,823

NatWest

Group

plc

24,606,364‌

166,858

Next

plc

15,090,769‌

790,164

*

Ocado

Ltd

9,512,442‌

893,624

Pearson

PLC

9,884,868‌

433,413

Persimmon

PLC

6,443,518‌

1,023,123

Phoenix

Group

Holdings

plc

7,228,485‌

980,949

Reckitt

Benckiser

Group

plc

73,484,900‌

2,645,277

RELX

plc

89,031,312‌

3,442,258

Rentokil

Initial

plc

28,068,717‌

11,397,712

*

Rolls-Royce

Group

plc

27,025,536‌

1,355,792

Sage

Group

plc

16,308,248‌

1,143,497

Schroders

plc

6,746,396‌

1,481,260

e

Scottish

&

Southern

Energy

plc

32,029,480‌

1,619,627

Segro

plc

15,871,622‌

365,486

Severn

Trent

plc

11,978,387‌

1,214,675

Smith

&

Nephew

plc

18,478,848‌

465,968

Smiths

Group

plc

10,162,597‌

99,236

Spirax-Sarco

Engineering

plc

14,172,860‌

759,669

St.

James's

Place

plc

9,170,056‌

3,279,751

Standard

Chartered

plc

31,503,799‌

2,823,630

Standard

Life

Aberdeen

plc

8,403,033‌

4,808,424

Taylor

Wimpey

plc

7,058,089‌

10,039,914

Tesco

plc

33,252,906‌

3,478,763

Unilever

plc

186,924,008‌

942,755

United

Utilities

Group

plc

12,089,461‌

30,606,584

Vodafone

Group

plc

29,114,809‌

269,583

Whitbread

plc

12,109,965‌

887,259

*

Wise

plc

8,849,408‌

International

Equity

Index

Fund

July

31,

2023

242

Portfolio

of

Investments

(continued)

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

UNITED

KINGDOM—continued

1,503,394

WPP

plc

$

16,415,152‌

TOTAL

UNITED

KINGDOM

2,504,695,703‌

UNITED

STATES

-

7.2%

666,103

CSL

Ltd

119,975,904‌

56,888

*

CyberArk

Software

Ltd

9,443,977‌

1,260,250

Experian

Group

Ltd

48,703,071‌

5,647,407

GSK

plc

100,530,347‌

6,909,691

Haleon

plc

29,825,138‌

762,567

Holcim

Ltd

53,148,567‌

601,624

James

Hardie

Industries

NV

17,631,726‌

29,199

*

Monday.com

Ltd

5,278,595‌

3,765,223

Nestle

S.A.

461,311,836‌

320,207

*

QIAGEN

NV

15,024,608‌

44,526

e

Roche

Holding

AG.

14,763,532‌

963,277

Roche

Holding

AG.

298,665,326‌

1,561,849

Sanofi-Aventis

166,625,111‌

746,415

Schneider

Electric

S.A.

133,139,556‌

3,088,376

Stellantis

NV

63,366,935‌

414,852

Swiss

Re

Ltd

43,285,365‌

657,703

Tenaris

S.A.

10,929,395‌

TOTAL

UNITED

STATES

1,591,648,989‌

TOTAL

COMMON

STOCKS

22,008,217,776‌

(Cost

$17,969,537,813)

TOTAL

LONG-TERM

INVESTMENTS

22,008,217,776‌

(Cost

$17,969,537,813)

PRINCIPAL

RATE

MATURITY

DATE

SHORT-TERM

INVESTMENTS

-

0.9%

GOVERNMENT

AGENCY

DEBT

-

0.4%

$

2,925,000

Federal

Home

Loan

Bank

(FHLB)

0.000

%

08/09/23

2,921,707‌

5,000,000

FHLB

0.000

08/16/23

4,989,450‌

531,000

FHLB

0.000

08/18/23

529,730‌

10,950,000

FHLB

0.000

08/21/23

10,919,205‌

20,000,000

FHLB

0.000

08/30/23

19,918,494‌

12,500,000

FHLB

0.000

09/01/23

12,445,248‌

5,000,000

FHLB

0.000

09/15/23

4,968,240‌

10,000,000

FHLB

0.000

09/19/23

9,930,853‌

14,500,000

FHLB

0.000

09/22/23

14,393,621‌

3,000,000

FHLB

0.000

10/11/23

2,969,906‌

3,000,000

FHLB

0.000

10/20/23

2,966,112‌

TOTAL

GOVERNMENT

AGENCY

DEBT

86,952,566‌

REPURCHASE

AGREEMENT

-

0.2%

53,650,000

r

Fixed

Income

Clearing

Corp

(FICC)

5.300

08/01/23

53,650,000‌

2,110,000

s

Fixed

Income

Clearing

Corp

(FICC)

5.280

08/01/23

2,110,000‌

TOTAL

REPURCHASE

AGREEMENT

55,760,000‌

TREASURY

DEBT

-

0.3%

50,000,000

United

States

Treasury

Bill

0.000

08/08/23

49,949,117‌

10,000,000

United

States

Treasury

Bill

0.000

08/17/23

9,976,700‌

TOTAL

TREASURY

DEBT

59,925,817‌

TOTAL

SHORT-TERM

INVESTMENTS

202,638,383‌

(Cost

$202,633,453)

243

Principal

denominated

in

U.S.

Dollars,

unless

otherwise

noted. 

SHARES

DESCRIPTION

RATE

VALUE

INVESTMENTS

PURCHASED

WITH

COLLATERAL

FROM

SECURITIES

LENDING

-

0.3%

59,286,665

c

State

Street

Navigator

Securities

Lending

Government

Money

Market

Portfolio

5.340

%

$

59,286,665‌

TOTAL

INVESTMENTS

PURCHASED

WITH

COLLATERAL

FROM

SECURITIES

LENDING

59,286,665‌

(Cost

$59,286,665)

TOTAL

INVESTMENTS

-

100.1%

22,270,142,824‌

(Cost

$18,231,457,931)

OTHER

ASSETS

&

LIABILITIES,

NET

-

(0.1)%

(23,426,629‌)

NET

ASSETS

-

100.0%

$

22,246,716,195‌

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

$131,974,593.

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),

5.300%

dated

7/31/23

to

be

repurchased

at

$53,650,000

on

8/1/23,

collateralized

by

Government

Agency

Securities,

with

coupon

rate

1.500%

and

maturity

date

11/30/28,

valued

at

$54,723,003.

s

Agreement

with

Fixed

Income

Clearing

Corp

(FICC),

5.280%

dated

7/31/23

to

be

repurchased

at

$2,110,000

on

8/1/23,

collateralized

by

Government

Agency

Securities,

with

coupon

rate

1.375%

and

maturity

date

10/31/28,

valued

at

$2,152,283.

Futures

Contracts

-

Long

Description

Number

of

Contracts

Expiration

Date

Notional

Amount

Value

Unrealized

Appreciation

(Depreciation)

MSCI

EAFE

Index

1,394‌

09/15/23

 $

149,730,334‌

$

153,744,260‌

$

4,013,926‌

Emerging

Markets

Debt

Fund

July

31,

2023

Portfolio

of

Investments

244

(Unaudited)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

LONG-TERM

INVESTMENTS

-

92.7%

BANK

LOAN

OBLIGATIONS

-

0.3%

CHILE

-

0.3%

$

1,840,000

i

Coral-US

Co-Borrower

LLC

LIBOR

1

M

+

3.000%

8.193

%

10/15/29

$

1,798,977‌

TOTAL

CHILE

1,798,977‌

TOTAL

BANK

LOAN

OBLIGATIONS

1,798,977‌

(Cost

$1,827,588)

CORPORATE

BONDS

-

44.3%

ARGENTINA

-

0.3%

1,950,000

g

YPF

S.A.

6.950

07/21/27

1,657,500‌

TOTAL

ARGENTINA

1,657,500‌

AUSTRALIA

-

0.6%

1,725,000

AngloGold

Ashanti

Holdings

plc

3.375

11/01/28

1,527,767‌

1,500,000

AngloGold

Ashanti

Holdings

plc

3.750

10/01/30

1,295,206‌

TOTAL

AUSTRALIA

2,822,973‌

BRAZIL

-

2.0%

1,700,000

g

Embraer

Netherlands

Finance

BV

7.000

07/28/30

1,718,020‌

2,750,000

g

Itau

Unibanco

Holding

S.A.

4.625

N/A‡

2,197,937‌

4,000,000

g,q

JSM

Global

Sarl

4.750

10/20/30

641,344‌

527,012

g

Odebrecht

Oil

&

Gas

Finance

Ltd

0.000

N/A‡

2,635‌

714,000

o,q

Oi

S.A.

10.000

07/27/25

42,840‌

1,500,000

Petrobras

Global

Finance

BV

6.900

03/19/49

1,414,013‌

600,000

Petrobras

Global

Finance

BV

5.500

06/10/51

475,376‌

1,557,000

g

Rio

Oil

Finance

Trust

8.200

04/06/28

1,566,731‌

2,000,000

g

Rumo

Luxembourg

Sarl

4.200

01/18/32

1,618,400‌

TOTAL

BRAZIL

9,677,296‌

CHILE

-

3.2%

2,388,168

g

Alfa

Desarrollo

S.p.A

4.550

09/27/51

1,816,247‌

2,000,000

g

Banco

del

Estado

de

Chile

2.704

01/09/25

1,906,593‌

2,325,000

g

Celulosa

Arauco

y

Constitucion

S.A.

5.150

01/29/50

1,968,294‌

2,250,000

g

Cia

Cervecerias

Unidas

S.A.

3.350

01/19/32

1,918,125‌

2,150,000

g

Corp

Nacional

del

Cobre

de

Chile

4.375

02/05/49

1,800,733‌

2,075,000

g

Embotelladora

Andina

S.A.

3.950

01/21/50

1,618,529‌

2,000,000

g

Empresa

de

los

Ferrocarriles

del

Estado

3.068

08/18/50

1,248,559‌

1,775,000

g

Empresa

Nacional

del

Petroleo

3.450

09/16/31

1,496,661‌

350,000

g

Empresa

Nacional

del

Petroleo

6.150

05/10/33

352,625‌

1,030,000

g

Inversiones

CMPC

S.A.

6.125

06/23/33

1,045,510‌

TOTAL

CHILE

15,171,876‌

CHINA

-

0.8%

2,500,000

g

ENN

Clean

Energy

International

Investment

Ltd

3.375

05/12/26

2,309,485‌

2,050,000

e,g

Lenovo

Group

Ltd

3.421

11/02/30

1,737,366‌

TOTAL

CHINA

4,046,851‌

COLOMBIA

-

2.6%

1,675,000

Bancolombia

S.A.

4.625

12/18/29

1,478,807‌

1,375,000

Ecopetrol

S.A.

4.625

11/02/31

1,095,120‌

1,500,000

Ecopetrol

S.A.

8.875

01/13/33

1,538,754‌

2,000,000

Ecopetrol

S.A.

5.875

11/02/51

1,388,468‌

2,000,000

g

Empresas

Publicas

de

Medellin

ESP

4.250

07/18/29

1,622,561‌

1,000,000

g

Empresas

Publicas

de

Medellin

ESP

4.375

02/15/31

768,608‌

2,000,000

g

EnfraGen

Energia

Sur

S.A.

5.375

12/30/30

1,323,000‌

245

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

COLOMBIA—continued

$

2,075,000

g

Grupo

Aval

Ltd

4.375

%

02/04/30

$

1,694,041‌

2,200,000

g

SierraCol

Energy

Andina

LLC

6.000

06/15/28

1,733,435‌

TOTAL

COLOMBIA

12,642,794‌

COSTA

RICA

-

0.8%

1,916,720

g

Autopistas

del

Sol

S.A.

7.375

12/30/30

1,738,619‌

2,300,000

g

Liberty

Costa

Rica

Senior

Secured

Finance

10.875

01/15/31

2,305,258‌

TOTAL

COSTA

RICA

4,043,877‌

DOMINICAN

REPUBLIC

-

0.9%

2,000,000

g

Aeropuertos

Dominicanos

Siglo

XXI

S.A.

6.750

03/30/29

1,976,160‌

2,500,000

g

AES

Andres

BV

5.700

05/04/28

2,262,500‌

TOTAL

DOMINICAN

REPUBLIC

4,238,660‌

GHANA

-

0.5%

1,000,000

g

Kosmos

Energy

Ltd

7.750

05/01/27

918,343‌

1,774,000

g

Tullow

Oil

plc

10.250

05/15/26

1,442,262‌

TOTAL

GHANA

2,360,605‌

GUATEMALA

-

0.7%

1,225,000

g

CT

Trust

5.125

02/03/32

1,018,823‌

1,650,000

g

Investment

Energy

Resources

Ltd

6.250

04/26/29

1,546,875‌

725,000

g

Millicom

International

Cellular

S.A.

4.500

04/27/31

577,013‌

TOTAL

GUATEMALA

3,142,711‌

INDIA

-

2.3%

2,100,000

g

Adani

Ports

&

Special

Economic

Zone

Ltd

4.375

07/03/29

1,742,704‌

1,800,000

g

Adani

Ports

&

Special

Economic

Zone

Ltd

3.100

02/02/31

1,293,058‌

1,225,000

g

Indian

Railway

Finance

Corp

Ltd

3.570

01/21/32

1,060,140‌

2,500,000

e,g

Network

i2i

Ltd

3.975

N/A‡

2,262,500‌

2,500,000

g

REC

Ltd

5.625

04/11/28

2,472,713‌

2,700,000

g

ReNew

Wind

Energy

AP2

4.500

07/14/28

2,315,783‌

TOTAL

INDIA

11,146,898‌

INDONESIA

-

2.6%

1,860,000

g

Freeport

Indonesia

PT

5.315

04/14/32

1,762,034‌

1,000,000

g

Freeport

Indonesia

PT

6.200

04/14/52

933,280‌

2,000,000

g

Indonesia

Asahan

Aluminium

PT

5.450

05/15/30

1,955,000‌

2,000,000

g

Medco

Laurel

Tree

Pte

Ltd

6.950

11/12/28

1,836,667‌

301,000

g

Medco

Platinum

Road

Pte

Ltd

6.750

01/30/25

298,060‌

1,500,000

g

Pertamina

Persero

PT

3.100

08/27/30

1,307,284‌

1,250,000

g

Pertamina

Persero

PT

4.700

07/30/49

1,020,547‌

1,000,000

g

Perusahaan

Listrik

Negara

PT

5.250

10/24/42

903,709‌

2,000,000

g

Perusahaan

Listrik

Negara

PT

6.150

05/21/48

1,955,000‌

664,000

g

Saka

Energi

Indonesia

PT

4.450

05/05/24

651,159‌

TOTAL

INDONESIA

12,622,740‌

ISRAEL

-

2.8%

3,000,000

g

Bank

Hapoalim

BM

3.255

01/21/32

2,569,680‌

3,141,000

g

Energean

Israel

Finance

Ltd

5.375

03/30/28

2,846,500‌

485,000

g

Energean

Israel

Finance

Ltd

8.500

09/30/33

484,701‌

2,000,000

g

Israel

Chemicals

Ltd

6.375

05/31/38

2,020,000‌

2,000,000

g

Israel

Electric

Corp

Ltd

3.750

02/22/32

1,693,804‌

1,800,000

g

Leviathan

Bond

Ltd

6.750

06/30/30

1,689,930‌

EUR

2,000,000

Teva

Pharmaceutical

Finance

Netherlands

II

BV

4.375

05/09/30

1,880,294‌

TOTAL

ISRAEL

13,184,909‌

KAZAKHSTAN

-

1.8%

1,800,000

g

KazMunayGas

National

Co

JSC

4.750

04/19/27

1,717,920‌

1,550,000

g

KazMunayGas

National

Co

JSC

6.375

10/24/48

1,368,093‌

2,475,000

g

KazTransGas

JSC

4.375

09/26/27

2,303,230‌

Emerging

Markets

Debt

Fund

July

31,

2023

246

Portfolio

of

Investments

(continued)

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

KAZAKHSTAN—continued

$

2,800,000

g

Tengizchevroil

Finance

Co

International

Ltd

4.000

%

08/15/26

$

2,536,800‌

1,000,000

g

Tengizchevroil

Finance

Co

International

Ltd

3.250

08/15/30

766,270‌

TOTAL

KAZAKHSTAN

8,692,313‌

KOREA,

REPUBLIC

OF

-

0.3%

1,300,000

g

SK

Hynix,

Inc

6.500

01/17/33

1,327,893‌

TOTAL

KOREA,

REPUBLIC

OF

1,327,893‌

MACAU

-

0.4%

2,000,000

e

Sands

China

Ltd

3.750

08/08/31

1,676,790‌

TOTAL

MACAU

1,676,790‌

MALAYSIA

-

1.5%

3,000,000

g

Genm

Capital

Labuan

Ltd

3.882

04/19/31

2,445,950‌

3,000,000

g

Misc

Capital

Two

Labuan

Ltd

3.750

04/06/27

2,813,044‌

2,000,000

g

Petronas

Capital

Ltd

3.500

04/21/30

1,841,717‌

TOTAL

MALAYSIA

7,100,711‌

MEXICO

-

6.5%

1,000,000

g

Banco

Nacional

de

Comercio

Exterior

SNC

4.375

10/14/25

971,250‌

800,000

g

BBVA

Bancomer

S.A.

5.350

11/12/29

770,391‌

2,000,000

g

BBVA

Bancomer

S.A.

5.125

01/18/33

1,740,000‌

1,300,000

g

Cemex

SAB

de

C.V.

9.125

N/A‡

1,352,057‌

2,025,000

g

Cemex

SAB

de

C.V.

5.125

N/A‡

1,877,378‌

360,000

g

Comision

Federal

de

Electricidad

6.125

06/16/45

314,831‌

1,640,000

g

Comision

Federal

de

Electricidad

6.264

02/15/52

1,398,272‌

1,300,000

g

Electricidad

Firme

de

Mexico

Holdings

S.A.

de

C.V.

4.900

11/20/26

1,155,934‌

5,833,000

g

Grupo

Aeromexico

SAB

de

C.V.

8.500

03/17/27

5,284,056‌

3,267,000

g

Mexico

Remittances

Funding

Fiduciary

Estate

Management

Sarl

4.875

01/15/28

2,956,688‌

2,800,000

e,g

Nemak

SAB

de

C.V.

3.625

06/28/31

2,219,148‌

1,000,000

e

Petroleos

Mexicanos

4.250

01/15/25

949,797‌

EUR

1,700,000

Petroleos

Mexicanos

3.625

11/24/25

1,696,553‌

4,647,000

Petroleos

Mexicanos

6.840

01/23/30

3,725,503‌

4,219,000

Petroleos

Mexicanos

6.700

02/16/32

3,250,749‌

2,075,000

Petroleos

Mexicanos

6.350

02/12/48

1,290,479‌

TOTAL

MEXICO

30,953,086‌

MOROCCO

-

0.6%

650,000

g

OCP

S.A.

3.750

06/23/31

545,103‌

3,000,000

g

OCP

S.A.

5.125

06/23/51

2,264,160‌

TOTAL

MOROCCO

2,809,263‌

NETHERLANDS

-

0.1%

RUB

158,400,000

†,g

VEON

Holdings

BV

8.125

09/16/26

604,251‌

TOTAL

NETHERLANDS

604,251‌

NIGERIA

-

0.3%

1,775,000

g

Access

Bank

plc

6.125

09/21/26

1,536,440‌

TOTAL

NIGERIA

1,536,440‌

OMAN

-

0.5%

2,500,000

g

OQ

SAOC

5.125

05/06/28

2,393,775‌

TOTAL

OMAN

2,393,775‌

PANAMA

-

1.1%

2,000,000

g

Aeropuerto

Internacional

de

Tocumen

S.A.

5.125

08/11/61

1,620,200‌

2,000,000

g

Banco

Nacional

de

Panama

2.500

08/11/30

1,594,629‌

1,175,000

g

Cable

Onda

S.A.

4.500

01/30/30

1,002,862‌

1,542,850

g

UEP

Penonome

II

S.A.

6.500

10/01/38

1,164,852‌

TOTAL

PANAMA

5,382,543‌

247

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

PERU

-

1.7%

PEN

9,000,000

g

Alicorp

SAA

6.875

%

04/17/27

$

2,372,364‌

$

1,225,000

g

Cia

de

Minas

Buenaventura

SAA

5.500

07/23/26

1,073,199‌

865,884

g

Lima

Metro

Line

2

Finance

Ltd

4.350

04/05/36

785,790‌

2,000,000

g

Peru

LNG

Srl

5.375

03/22/30

1,612,321‌

2,750,000

g

Petroleos

del

Peru

S.A.

5.625

06/19/47

1,842,500‌

534,000

g

Volcan

Cia

Minera

SAA

4.375

02/11/26

383,459‌

TOTAL

PERU

8,069,633‌

SAUDI

ARABIA

-

1.1%

2,500,000

g

EIG

Pearl

Holdings

Sarl

4.387

11/30/46

1,948,640‌

2,500,000

e,g

Saudi

Arabian

Oil

Co

4.375

04/16/49

2,118,450‌

2,000,000

g

Saudi

Arabian

Oil

Co

3.250

11/24/50

1,398,360‌

TOTAL

SAUDI

ARABIA

5,465,450‌

SOUTH

AFRICA

-

4.2%

3,000,000

g

Eskom

Holdings

SOC

Ltd

6.750

08/06/23

2,993,208‌

2,000,000

g

Eskom

Holdings

SOC

Ltd

7.125

02/11/25

1,985,000‌

2,875,000

g

Eskom

Holdings

SOC

Ltd

6.350

08/10/28

2,742,923‌

4,600,000

g

Eskom

Holdings

SOC

Ltd

8.450

08/10/28

4,536,980‌

2,300,000

g

Gold

Fields

Orogen

Holdings

BVI

Ltd

6.125

05/15/29

2,325,604‌

2,000,000

g

MTN

Mauritius

Investment

Ltd

6.500

10/13/26

1,970,000‌

1,800,000

g

Sasol

Financing

USA

LLC

8.750

05/03/29

1,799,737‌

2,000,000

g

Transnet

SOC

Ltd

8.250

02/06/28

1,990,224‌

TOTAL

SOUTH

AFRICA

20,343,676‌

THAILAND

-

0.4%

2,600,000

g

Bangkok

Bank

PCL

3.466

09/23/36

2,130,170‌

TOTAL

THAILAND

2,130,170‌

TRINIDAD

AND

TOBAGO

-

0.2%

850,000

g

National

Gas

Company

of

Trinidad

and

Tobago

Limited

6.050

01/15/36

784,550‌

TOTAL

TRINIDAD

AND

TOBAGO

784,550‌

TURKEY

-

1.6%

2,000,000

e,g

Akbank

T.A.S.

6.800

02/06/26

1,947,200‌

2,000,000

g

Anadolu

Efes

Biracilik

Ve

Malt

Sanayii

AS.

3.375

06/29/28

1,637,200‌

2,000,000

g

Turkiye

Garanti

Bankasi

AS.

7.177

05/24/27

1,868,400‌

2,325,000

g

Ulker

Biskuvi

Sanayi

AS.

6.950

10/30/25

2,190,150‌

TOTAL

TURKEY

7,642,950‌

UKRAINE

-

0.3%

2,000,000

g

NAK

Naftogaz

Ukraine

via

Kondor

Finance

plc

7.625

11/08/26

740,000‌

65,625

Ukreximbank

Via

Biz

Finance

plc

9.750

01/22/25

56,300‌

450,000

g

Ukreximbank

Via

Biz

Finance

plc

9.750

01/22/25

386,055‌

TOTAL

UKRAINE

1,182,355‌

UNITED

ARAB

EMIRATES

-

1.3%

1,500,000

g

Abu

Dhabi

Crude

Oil

Pipeline

LLC

4.600

11/02/47

1,379,070‌

1,325,000

g

DAE

Funding

LLC

3.375

03/20/28

1,189,492‌

1,774,200

g

Galaxy

Pipeline

Assets

Bidco

Ltd

2.160

03/31/34

1,505,770‌

2,423,775

g

Sweihan

PV

Power

Co

PJSC

3.625

01/31/49

1,942,481‌

TOTAL

UNITED

ARAB

EMIRATES

6,016,813‌

UNITED

STATES

-

0.3%

1,600,000

g

Hyundai

Capital

America

5.680

06/26/28

1,594,430‌

TOTAL

UNITED

STATES

1,594,430‌

TOTAL

CORPORATE

BONDS

212,466,782‌

(Cost

$244,019,500)

Emerging

Markets

Debt

Fund

July

31,

2023

248

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

GOVERNMENT

BONDS

-

46.7%

ANGOLA

-

1.5%

$

2,250,000

e,g

Angolan

Government

International

Bond

8.250

%

05/09/28

$

2,071,350‌

1,250,000

g

Angolan

Government

International

Bond

8.000

11/26/29

1,104,687‌

2,850,000

g

Angolan

Government

International

Bond

8.750

04/14/32

2,497,199‌

1,950,000

g

Angolan

Government

International

Bond

9.375

05/08/48

1,612,049‌

TOTAL

ANGOLA

7,285,285‌

ARGENTINA

-

0.7%

1,300,000

Argentine

Republic

Government

International

Bond

4.250

01/09/38

467,058‌

5,134,989

Argentine

Republic

Government

International

Bond

(Step

Bond)

3.625

07/09/35

1,592,381‌

2,949,981

g

Provincia

de

Buenos

Aires

(Step

Bond)

5.250

09/01/37

1,143,118‌

TOTAL

ARGENTINA

3,202,557‌

BAHRAIN

-

0.3%

700,000

g

Bahrain

Government

International

Bond

7.375

05/14/30

724,161‌

1,000,000

g

Bahrain

Government

International

Bond

7.500

09/20/47

946,250‌

TOTAL

BAHRAIN

1,670,411‌

BARBADOS

-

0.4%

2,039,800

g

Barbados

Government

International

Bond

6.500

10/01/29

1,902,113‌

TOTAL

BARBADOS

1,902,113‌

BENIN

-

0.2%

EUR

1,125,000

g

Benin

Government

International

Bond

6.875

01/19/52

899,872‌

TOTAL

BENIN

899,872‌

BERMUDA

-

0.2%

1,125,000

g

Bermuda

Government

International

Bond

2.375

08/20/30

939,566‌

TOTAL

BERMUDA

939,566‌

BRAZIL

-

2.1%

BRL

5,982,000

Brazil

Notas

do

Tesouro

Nacional

Serie

F

10.000

01/01/27

1,260,409‌

BRL

7,450,000

Brazil

Notas

do

Tesouro

Nacional

Serie

F

10.000

01/01/31

1,525,576‌

2,000,000

e

Brazilian

Government

International

Bond

3.875

06/12/30

1,790,024‌

3,410,000

Brazilian

Government

International

Bond

6.000

10/20/33

3,380,168‌

1,100,000

Brazilian

Government

International

Bond

5.000

01/27/45

891,136‌

1,400,000

Brazilian

Government

International

Bond

4.750

01/14/50

1,070,647‌

TOTAL

BRAZIL

9,917,960‌

CAMEROON

-

0.2%

EUR

1,000,000

g

Republic

of

Cameroon

International

Bond

5.950

07/07/32

808,683‌

TOTAL

CAMEROON

808,683‌

CHILE

-

0.1%

CLP

405,000,000

g

Bonos

de

la

Tesoreria

de

la

Republica

en

pesos

5.300

11/01/37

483,403‌

TOTAL

CHILE

483,403‌

COLOMBIA

-

1.5%

2,000,000

e

Colombia

Government

International

Bond

3.000

01/30/30

1,602,587‌

2,925,000

Colombia

Government

International

Bond

3.250

04/22/32

2,236,935‌

500,000

Colombia

Government

International

Bond

7.500

02/02/34

504,691‌

1,300,000

Colombia

Government

International

Bond

5.625

02/26/44

1,012,959‌

950,000

Colombia

Government

International

Bond

5.200

05/15/49

689,771‌

COP

4,300,000,000

Colombian

TES

6.000

04/28/28

938,709‌

TOTAL

COLOMBIA

6,985,652‌

COSTA

RICA

-

0.8%

1,050,000

g

Costa

Rica

Government

International

Bond

6.550

04/03/34

1,063,650‌

2,500,000

g

Costa

Rica

Government

International

Bond

5.625

04/30/43

2,176,250‌

249

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

COSTA

RICA—continued

$

575,000

g

Costa

Rica

Government

International

Bond

7.000

%

04/04/44

$

568,531‌

TOTAL

COSTA

RICA

3,808,431‌

COTE

D'IVOIRE

-

0.5%

2,778,030

g

Ivory

Coast

Government

International

Bond

(Step

Bond)

5.750

12/31/32

2,611,349‌

TOTAL

COTE

D'IVOIRE

2,611,349‌

CZECH

REPUBLIC

-

0.2%

CZK

28,000,000

Czech

Republic

Government

Bond

1.750

06/23/32

1,069,629‌

TOTAL

CZECH

REPUBLIC

1,069,629‌

DOMINICAN

REPUBLIC

-

2.2%

1,575,000

g

Dominican

Republic

Government

International

Bond

6.875

01/29/26

1,588,425‌

DOP

27,000,000

g

Dominican

Republic

Government

International

Bond

11.250

02/05/27

501,500‌

1,195,000

g

Dominican

Republic

Government

International

Bond

5.500

02/22/29

1,135,033‌

DOP

74,000,000

g

Dominican

Republic

Government

International

Bond

10.375

01/11/30

1,362,467‌

4,000,000

g

Dominican

Republic

Government

International

Bond

4.875

09/23/32

3,464,297‌

2,535,000

g

Dominican

Republic

Government

International

Bond

7.450

04/30/44

2,531,341‌

TOTAL

DOMINICAN

REPUBLIC

10,583,063‌

ECUADOR

-

0.6%

744,229

g

Ecuador

Government

International

Bond

0.000

07/31/30

212,165‌

2,234,600

g

Ecuador

Government

International

Bond

5.000

07/31/30

1,059,386‌

4,637,020

g

Ecuador

Government

International

Bond

1.000

07/31/35

1,593,986‌

TOTAL

ECUADOR

2,865,537‌

EGYPT

-

1.8%

850,000

g

Egypt

Government

International

Bond

5.800

09/30/27

619,463‌

4,275,000

g

Egypt

Government

International

Bond

7.600

03/01/29

3,068,167‌

3,200,000

g

Egypt

Government

International

Bond

7.053

01/15/32

2,029,626‌

4,075,000

g

Egypt

Government

International

Bond

8.500

01/31/47

2,369,042‌

1,000,000

g

Egypt

Government

International

Bond

8.150

11/20/59

563,272‌

TOTAL

EGYPT

8,649,570‌

EL

SALVADOR

-

0.6%

1,600,000

g

El

Salvador

Government

International

Bond

7.650

06/15/35

1,038,547‌

3,100,000

g

El

Salvador

Government

International

Bond

7.625

02/01/41

1,925,940‌

TOTAL

EL

SALVADOR

2,964,487‌

GHANA

-

0.8%

3,325,000

g

Ghana

Government

International

Bond

0.000

04/07/25

1,338,419‌

3,325,000

g

Ghana

Government

International

Bond

7.750

04/07/29

1,500,559‌

2,025,000

g

Ghana

Government

International

Bond

8.750

03/11/61

891,000‌

TOTAL

GHANA

3,729,978‌

GUATEMALA

-

0.5%

525,000

g

Guatemala

Government

Bond

4.900

06/01/30

492,182‌

1,400,000

g

Guatemala

Government

Bond

3.700

10/07/33

1,141,000‌

1,075,000

g

Guatemala

Government

Bond

6.125

06/01/50

994,763‌

TOTAL

GUATEMALA

2,627,945‌

HONDURAS

-

0.2%

1,200,000

g

Honduras

Government

International

Bond

5.625

06/24/30

982,500‌

TOTAL

HONDURAS

982,500‌

HUNGARY

-

1.7%

1,900,000

g

Hungary

Government

International

Bond

6.125

05/22/28

1,932,141‌

HUF

480,000,000

Hungary

Government

International

Bond

2.000

05/23/29

1,041,066‌

1,850,000

g

Hungary

Government

International

Bond

5.250

06/16/29

1,809,544‌

2,825,000

g

Hungary

Government

International

Bond

2.125

09/22/31

2,200,562‌

750,000

g

Hungary

Government

International

Bond

3.125

09/21/51

480,063‌

Emerging

Markets

Debt

Fund

July

31,

2023

250

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

HUNGARY—continued

$

775,000

g

Magyar

Export-Import

Bank

Zrt

6.125

%

12/04/27

$

776,286‌

TOTAL

HUNGARY

8,239,662‌

INDIA

-

0.3%

1,700,000

g

Export-Import

Bank

of

India

2.250

01/13/31

1,366,465‌

TOTAL

INDIA

1,366,465‌

INDONESIA

-

0.9%

1,000,000

g

Indonesia

Government

International

Bond

4.625

04/15/43

944,472‌

IDR

21,100,000,000

Indonesia

Treasury

Bond

7.000

09/15/30

1,450,877‌

IDR

12,000,000,000

Indonesia

Treasury

Bond

7.125

06/15/38

846,390‌

1,075,000

g

Perusahaan

Penerbit

SBSN

Indonesia

III

4.700

06/06/32

1,066,907‌

TOTAL

INDONESIA

4,308,646‌

IRAQ

-

0.4%

2,292,188

g

Iraq

Government

International

Bond

5.800

01/15/28

2,123,322‌

TOTAL

IRAQ

2,123,322‌

JAMAICA

-

0.9%

1,725,000

Jamaica

Government

International

Bond

8.000

03/15/39

2,074,312‌

1,810,000

Jamaica

Government

International

Bond

7.875

07/28/45

2,108,650‌

TOTAL

JAMAICA

4,182,962‌

JORDAN

-

1.1%

1,000,000

g

Jordan

Government

International

Bond

4.950

07/07/25

973,746‌

950,000

g

Jordan

Government

International

Bond

7.500

01/13/29

958,816‌

1,500,000

g

Jordan

Government

International

Bond

5.850

07/07/30

1,391,562‌

2,000,000

e,g

Jordan

Government

International

Bond

7.375

10/10/47

1,777,500‌

TOTAL

JORDAN

5,101,624‌

KAZAKHSTAN

-

0.4%

1,750,000

g

Kazakhstan

Government

International

Bond

6.500

07/21/45

1,871,184‌

TOTAL

KAZAKHSTAN

1,871,184‌

KENYA

-

0.7%

1,700,000

g

Kenya

Government

International

Bond

6.875

06/24/24

1,621,307‌

1,125,000

g

Kenya

Government

International

Bond

6.300

01/23/34

849,866‌

1,325,000

g

Kenya

Government

International

Bond

8.250

02/28/48

1,034,613‌

TOTAL

KENYA

3,505,786‌

KOREA,

REPUBLIC

OF

-

0.3%

2,102,000

e

Export-Import

Bank

of

Korea

2.500

06/29/41

1,516,080‌

TOTAL

KOREA,

REPUBLIC

OF

1,516,080‌

LEBANON

-

0.1%

3,200,000

q

Lebanon

Government

International

Bond

6.250

11/04/24

231,072‌

3,800,000

q

Lebanon

Government

International

Bond

6.850

03/23/27

272,194‌

TOTAL

LEBANON

503,266‌

MALAYSIA

-

0.3%

MYR

6,500,000

Malaysia

Government

Bond

4.762

04/07/37

1,550,806‌

TOTAL

MALAYSIA

1,550,806‌

MEXICO

-

1.8%

MXN

19,050,000

Mexican

Bonos

7.500

06/03/27

1,073,410‌

MXN

29,900,000

Mexican

Bonos

8.500

11/18/38

1,730,325‌

1,675,000

Mexico

Government

International

Bond

3.250

04/16/30

1,490,046‌

3,500,000

Mexico

Government

International

Bond

4.280

08/14/41

2,889,292‌

1,850,000

Mexico

Government

International

Bond

4.400

02/12/52

1,454,198‌

TOTAL

MEXICO

8,637,271‌

251

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

MONGOLIA

-

0.4%

$

1,900,000

g

Mongolia

Government

International

Bond

5.125

%

04/07/26

$

1,790,956‌

TOTAL

MONGOLIA

1,790,956‌

MOROCCO

-

1.0%

450,000

g

Morocco

Government

International

Bond

2.375

12/15/27

391,500‌

565,000

g

Morocco

Government

International

Bond

5.950

03/08/28

569,215‌

1,775,000

g

Morocco

Government

International

Bond

3.000

12/15/32

1,425,751‌

1,170,000

g

Morocco

Government

International

Bond

6.500

09/08/33

1,208,072‌

1,450,000

g

Morocco

Government

International

Bond

5.500

12/11/42

1,268,750‌

TOTAL

MOROCCO

4,863,288‌

NAMIBIA

-

0.3%

1,700,000

g

Namibia

Government

International

Bond

5.250

10/29/25

1,615,102‌

TOTAL

NAMIBIA

1,615,102‌

NIGERIA

-

1.7%

2,075,000

g

Nigeria

Government

International

Bond

8.375

03/24/29

1,945,831‌

2,850,000

g

Nigeria

Government

International

Bond

7.143

02/23/30

2,490,187‌

1,550,000

g

Nigeria

Government

International

Bond

7.875

02/16/32

1,352,375‌

950,000

g

Nigeria

Government

International

Bond

7.375

09/28/33

785,544‌

2,000,000

g

Nigeria

Government

International

Bond

7.696

02/23/38

1,581,120‌

TOTAL

NIGERIA

8,155,057‌

OMAN

-

1.7%

1,900,000

g

Oman

Government

International

Bond

5.375

03/08/27

1,871,348‌

1,600,000

g

Oman

Government

International

Bond

6.750

10/28/27

1,659,638‌

1,500,000

g

Oman

Government

International

Bond

6.250

01/25/31

1,539,831‌

2,200,000

g

Oman

Government

International

Bond

6.500

03/08/47

2,114,662‌

1,025,000

e,g

Oman

Government

International

Bond

6.750

01/17/48

1,012,930‌

TOTAL

OMAN

8,198,409‌

PAKISTAN

-

0.6%

610,000

g

Pakistan

Global

Sukuk

Programme

Co

Ltd

7.950

01/31/29

363,072‌

1,700,000

g

Pakistan

Government

International

Bond

7.375

04/08/31

832,592‌

1,815,000

g

Pakistan

Government

International

Bond

8.875

04/08/51

839,437‌

2,000,000

Pakistan

Water

&

Power

Development

Authority

7.500

06/04/31

890,000‌

TOTAL

PAKISTAN

2,925,101‌

PANAMA

-

0.5%

1,500,000

Panama

Government

International

Bond

6.400

02/14/35

1,566,098‌

1,125,000

Panama

Notas

del

Tesoro

3.750

04/17/26

1,064,599‌

TOTAL

PANAMA

2,630,697‌

PARAGUAY

-

0.7%

2,425,000

g

Paraguay

Government

International

Bond

2.739

01/29/33

1,945,804‌

1,050,000

g

Paraguay

Government

International

Bond

5.600

03/13/48

927,841‌

525,000

g

Republic

of

Paraguay

6.100

08/11/44

500,112‌

TOTAL

PARAGUAY

3,373,757‌

PERU

-

1.0%

975,000

Peruvian

Government

International

Bond

1.862

12/01/32

741,751‌

1,645,000

Peruvian

Government

International

Bond

3.000

01/15/34

1,350,340‌

PEN

5,950,000

g

Peruvian

Government

International

Bond

5.400

08/12/34

1,478,320‌

1,800,000

Peruvian

Government

International

Bond

3.300

03/11/41

1,366,127‌

TOTAL

PERU

4,936,538‌

PHILIPPINES

-

0.4%

1,975,000

Philippine

Government

International

Bond

4.200

03/29/47

1,691,895‌

TOTAL

PHILIPPINES

1,691,895‌

Emerging

Markets

Debt

Fund

July

31,

2023

252

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

POLAND

-

1.3%

$

2,830,000

g

Bank

Gospodarstwa

Krajowego

5.375

%

05/22/33

$

2,820,661‌

600,000

Poland

Government

International

Bond

5.750

11/16/32

633,180‌

1,398,000

Poland

Government

International

Bond

5.500

04/04/53

1,418,777‌

PLN

2,215,000

Republic

of

Poland

Government

Bond

0.250

10/25/26

471,959‌

PLN

5,000,000

Republic

of

Poland

Government

International

Bond

2.750

10/25/29

1,086,091‌

TOTAL

POLAND

6,430,668‌

QATAR

-

0.3%

450,000

g

Qatar

Government

International

Bond

3.750

04/16/30

431,539‌

925,000

g

Qatar

Government

International

Bond

5.103

04/23/48

917,138‌

TOTAL

QATAR

1,348,677‌

REPUBLIC

OF

SERBIA

-

0.6%

2,650,000

g

Serbia

International

Bond

2.125

12/01/30

2,053,750‌

750,000

g

Serbia

International

Bond

6.500

09/26/33

751,050‌

TOTAL

REPUBLIC

OF

SERBIA

2,804,800‌

ROMANIA

-

1.0%

RON

3,600,000

Romania

Government

Bond

3.650

09/24/31

661,596‌

1,870,000

g

Romanian

Government

International

Bond

3.000

02/27/27

1,701,640‌

RON

5,450,000

Romanian

Government

International

Bond

4.150

01/26/28

1,107,295‌

350,000

g

Romanian

Government

International

Bond

3.000

02/14/31

293,241‌

1,400,000

g

Romanian

Government

International

Bond

4.000

02/14/51

1,020,292‌

TOTAL

ROMANIA

4,784,064‌

RWANDA

-

0.5%

3,075,000

g

Rwanda

International

Government

Bond

5.500

08/09/31

2,390,813‌

TOTAL

RWANDA

2,390,813‌

SAUDI

ARABIA

-

0.8%

750,000

g

Saudi

Government

International

Bond

3.250

10/26/26

711,540‌

1,000,000

g

Saudi

Government

International

Bond

3.250

11/17/51

686,890‌

2,000,000

g

Saudi

Government

International

Bond

3.750

01/21/55

1,493,840‌

1,500,000

g

Saudi

Government

International

Bond

3.450

02/02/61

1,029,450‌

TOTAL

SAUDI

ARABIA

3,921,720‌

SENEGAL

-

0.7%

2,175,000

g

Senegal

Government

International

Bond

6.250

05/23/33

1,869,804‌

1,900,000

g

Senegal

Government

International

Bond

6.750

03/13/48

1,420,402‌

TOTAL

SENEGAL

3,290,206‌

SOUTH

AFRICA

-

1.9%

1,875,000

Republic

of

South

Africa

Government

International

Bond

4.300

10/12/28

1,694,063‌

ZAR

54,025,000

Republic

of

South

Africa

Government

International

Bond

7.000

02/28/31

2,456,897‌

1,400,000

Republic

of

South

Africa

Government

International

Bond

5.875

04/20/32

1,282,498‌

ZAR

9,050,000

Republic

of

South

Africa

Government

International

Bond

8.875

02/28/35

420,929‌

1,250,000

Republic

of

South

Africa

Government

International

Bond

5.375

07/24/44

940,000‌

1,025,000

Republic

of

South

Africa

Government

International

Bond

5.650

09/27/47

766,284‌

775,000

Republic

of

South

Africa

Government

International

Bond

5.750

09/30/49

579,241‌

1,000,000

Republic

of

South

Africa

Government

International

Bond

7.300

04/20/52

888,360‌

TOTAL

SOUTH

AFRICA

9,028,272‌

SRI

LANKA

-

0.4%

800,000

g

Sri

Lanka

Government

International

Bond

5.750

04/18/24

358,000‌

253

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

SRI

LANKA—continued

$

1,000,000

g

Sri

Lanka

Government

International

Bond

6.825

%

07/18/26

$

456,676‌

1,400,000

g

Sri

Lanka

Government

International

Bond

6.750

04/18/28

620,751‌

1,650,000

g

Sri

Lanka

Government

International

Bond

7.550

03/28/30

732,684‌

TOTAL

SRI

LANKA

2,168,111‌

SUPRANATIONAL

-

0.6%

625,000

g

African

Export-Import

Bank

2.634

05/17/26

564,950‌

INR

55,150,000

Asian

Development

Bank

6.150

02/25/30

639,862‌

INR

57,100,000

Asian

Infrastructure

Investment

Bank

6.000

12/08/31

638,405‌

1,200,000

g

Banque

Ouest

Africaine

de

Developpement

4.700

10/22/31

1,003,560‌

TOTAL

SUPRANATIONAL

2,846,777‌

THAILAND

-

0.3%

THB

47,000,000

Thailand

Government

International

Bond

2.875

12/17/28

1,404,620‌

TOTAL

THAILAND

1,404,620‌

TURKEY

-

1.8%

2,325,000

Turkey

Government

International

Bond

5.125

02/17/28

2,106,059‌

1,500,000

e

Turkey

Government

International

Bond

6.500

09/20/33

1,339,590‌

1,300,000

Turkey

Government

International

Bond

6.000

01/14/41

1,023,802‌

4,350,000

Turkey

Government

International

Bond

4.875

04/16/43

2,974,774‌

1,500,000

g

Turkiye

Ihracat

Kredi

Bankasi

AS.

5.750

07/06/26

1,390,785‌

TOTAL

TURKEY

8,835,010‌

UGANDA

-

0.3%

UGX

4,810,000,000

Republic

of

Uganda

Government

Bonds

14.250

08/23/29

1,333,473‌

TOTAL

UGANDA

1,333,473‌

UKRAINE

-

0.9%

2,225,000

g

NPC

Ukrenergo

6.875

11/09/28

596,220‌

UAH

37,000,000

Ukraine

Government

International

Bond

15.840

02/26/25

941,035‌

1,925,000

g

Ukraine

Government

International

Bond

7.750

09/01/27

601,563‌

3,000,000

g

Ukraine

Government

International

Bond

7.253

03/15/35

898,650‌

2,320,000

g,i

Ukraine

Government

International

Bond

7.750

08/01/41

1,141,440‌

TOTAL

UKRAINE

4,178,908‌

UNITED

ARAB

EMIRATES

-

0.5%

400,000

g

Abu

Dhabi

Government

International

Bond

3.125

09/30/49

291,256‌

2,600,000

Emirate

of

Dubai

Government

International

Bonds

3.900

09/09/50

1,919,996‌

TOTAL

UNITED

ARAB

EMIRATES

2,211,252‌

URUGUAY

-

0.5%

UYU

39,650,000

Uruguay

Government

International

Bond

8.250

05/21/31

1,005,253‌

UYU

18,940,950

Uruguay

Government

International

Bond

9.750

07/20/33

521,885‌

600,000

Uruguay

Government

International

Bond

5.750

10/28/34

645,000‌

TOTAL

URUGUAY

2,172,138‌

UZBEKISTAN

-

0.7%

UZS

7,990,000,000

g

Republic

of

Uzbekistan

International

Bond

14.500

11/25/23

683,737‌

UZS

5,708,925,000

g

Republic

of

Uzbekistan

International

Bond

14.000

07/19/24

480,760‌

1,700,000

g

Republic

of

Uzbekistan

International

Bond

5.375

02/20/29

1,579,368‌

550,000

g

Republic

of

Uzbekistan

International

Bond

3.700

11/25/30

452,045‌

TOTAL

UZBEKISTAN

3,195,910‌

VIETNAM

-

0.4%

2,075,000

g

Vietnam

Government

International

Bond

4.800

11/19/24

2,026,529‌

TOTAL

VIETNAM

2,026,529‌

ZAMBIA

-

0.6%

3,900,000

g

Zambia

Government

International

Bond

8.500

04/14/24

2,249,715‌

Emerging

Markets

Debt

Fund

July

31,

2023

254

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

ZAMBIA—continued

$

750,000

g

Zambia

Government

International

Bond

8.970

%

07/30/27

$

429,900‌

TOTAL

ZAMBIA

2,679,615‌

TOTAL

GOVERNMENT

BONDS

224,127,428‌

(Cost

$272,416,553)

STRUCTURED

ASSETS

-

0.5%

CAYMAN

ISLANDS

-

0.5%

3,000,000

†,g

Industrial

DPR

Funding

Ltd

5.380

04/15/34

2,541,120‌

Series

-

2022

1A

(Class

1)

TOTAL

CAYMAN

ISLANDS

2,541,120‌

TOTAL

STRUCTURED

ASSETS

2,541,120‌

(Cost

$3,000,000)

SHARES

REFERENCERATE

&

SPREAD

COMMON

STOCKS

-

0.9%

MEXICO

-

0.8%

265,589

*

Grupo

Aeromexico

SAB

de

C.V.

3,687,635‌

TOTAL

MEXICO

3,687,635‌

SOUTH

AFRICA

-

0.1%

729,619

*

Petra

Diamonds

Ltd

679,635‌

TOTAL

SOUTH

AFRICA

679,635‌

TOTAL

COMMON

STOCKS

4,367,270‌

(Cost

$5,678,180)

TOTAL

LONG-TERM

INVESTMENTS

445,301,577‌

(Cost

$526,941,821)

PRINCIPAL

RATE

MATURITY

DATE

SHORT-TERM

INVESTMENTS

-

4.8%

REPURCHASE

AGREEMENT

-

3.9%

16,525,000

r

Fixed

Income

Clearing

Corp

(FICC)

5.300

08/01/23

16,525,000‌

2,113,000

s

Fixed

Income

Clearing

Corp

(FICC)

5.280

08/01/23

2,113,000‌

TOTAL

REPURCHASE

AGREEMENT

18,638,000‌

TREASURY

DEBT

-

0.9%

KZT

620,000,000

Kazakhstan

Treasury

Bill-MEKKAM

0.000

01/20/24

1,296,861‌

3,000,000

United

States

Treasury

Bill

0.000

08/08/23

2,996,947‌

TOTAL

TREASURY

DEBT

4,293,808‌

TOTAL

SHORT-TERM

INVESTMENTS

22,931,808‌

(Cost

$22,905,471)

SHARES

INVESTMENTS

PURCHASED

WITH

COLLATERAL

FROM

SECURITIES

LENDING

-

3.4%

16,263,576

c

State

Street

Navigator

Securities

Lending

Government

Money

Market

Portfolio

5.340

16,263,576‌

TOTAL

INVESTMENTS

PURCHASED

WITH

COLLATERAL

FROM

SECURITIES

LENDING

16,263,576‌

(Cost

$16,263,576)

TOTAL

INVESTMENTS

-

100.9%

484,496,961‌

(Cost

$566,110,868)

OTHER

ASSETS

&

LIABILITIES,

NET

-

(0.9)%

(4,459,918‌)

NET

ASSETS

-

100.0%

$

480,037,043‌

255

Principal

denominated

in

U.S.

Dollars,

unless

otherwise

noted. 

BRL

Brazilian

Real

CLP

Chilean

Peso

COP

Colombia

Peso

CZK

Czech

Republic

Koruna

DOP

Dominican

Republic

Peso

EUR

Euro

HUF

Hungary

Forint

IDR

Indonesian

Rupiah

INR

Indian

Rupee

KZT

Kazakhstani

Tenge

LIBOR

London

Interbank

Offered

Rate

M

Month

MXN

Mexican

Peso

MYR

Malaysian

Ringgit

PEN

Peruvian

Sol

PLN

Polish

Zloty

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

$30,154,965.

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

r

Agreement

with

Fixed

Income

Clearing

Corp

(FICC),

5.300%

dated

7/31/23

to

be

repurchased

at

$16,525,000

on

8/1/23,

collateralized

by

Government

Agency

Securities,

with

coupon

rate

1.375%

and

maturity

date

10/31/28,

valued

at

$16,855,524.

s

Agreement

with

Fixed

Income

Clearing

Corp

(FICC),

5.280%

dated

7/31/23

to

be

repurchased

at

$2,113,000

on

8/1/23,

collateralized

by

Government

Agency

Securities,

with

coupon

rate

1.375%

and

maturity

date

10/31/28,

valued

at

$2,155,334.

Forward

Foreign

Currency

Contracts

Currency

Purchased

Receive

Currency

Sold

Deliver

Counterparty

Settlement

Date

Unrealized

Appreciation

(Depreciation)

$

1,704,767

EUR

1,530,734

Bank

of

America

10/13/23

 $

15,599‌

EUR

75,750

$

84,970

Citibank

N.A.

10/13/23

 $

(1,380‌)

$

4,411,094

EUR

3,984,443

Morgan

Stanley

10/13/23

 $

14,251‌

Total

 $

28,470‌

EUR

Euro

International

Bond

Fund

July

31,

2023

Portfolio

of

Investments

256

See

Notes

to

Financial

Statements

(Unaudited)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

LONG-TERM

INVESTMENTS

-

92.6%

BANK

LOAN

OBLIGATIONS

-

0.3%

IRELAND

-

0.2%

$

261,086

i

Avolon

TLB

Borrower  US

LLC

CME

Term

SOFR

1

Month

+

2.500%

7.589

%

06/22/28

$

261,466‌

338,625

i

Avolon

TLB

Borrower

US

LLC

CME

Term

SOFR

12

+

1.500%

6.855

02/12/27

337,081‌

TOTAL

IRELAND

598,547‌

UNITED

STATES

-

0.1%

216,329

i

Jazz

Financing

Lux

Sarl

CME

Term

SOFR

12

+

3.500%

8.933

05/05/28

216,344‌

245,019

i

Phoenix

Newco,

Inc

CME

Term

SOFR

12

+

3.250%

8.683

11/15/28

244,317‌

126,936

i

Team

Health

Holdings,

Inc

CME

Term

SOFR

12

+

5.250%

10.569

03/02/27

87,767‌

TOTAL

UNITED

STATES

548,428‌

TOTAL

BANK

LOAN

OBLIGATIONS

1,146,975‌

(Cost

$1,191,619)

CORPORATE

BONDS

-

18.8%

AUSTRALIA

-

0.1%

250,000

AngloGold

Ashanti

Holdings

plc

3.750

10/01/30

215,868‌

TOTAL

AUSTRALIA

215,868‌

AUSTRIA

-

0.1%

EUR

600,000

Erste

Group

Bank

AG.

4.250

N/A‡

519,852‌

TOTAL

AUSTRIA

519,852‌

BELGIUM

-

0.1%

EUR

800,000

z

Proximus

SADP

0.750

11/17/36

587,417‌

TOTAL

BELGIUM

587,417‌

BRAZIL

-

0.1%

300,000

e

Suzano

Austria

GmbH

3.125

01/15/32

240,675‌

TOTAL

BRAZIL

240,675‌

CANADA

-

0.7%

EUR

250,000

g

Fairfax

Financial

Holdings

Ltd

2.750

03/29/28

250,240‌

500,000

g

GFL

Environmental,

Inc

4.250

06/01/25

484,900‌

1,275,000

g

MEG

Energy

Corp

5.875

02/01/29

1,222,260‌

500,000

g

Nova

Chemicals

Corp

4.875

06/01/24

487,420‌

315,000

g

Parkland

Corp

4.625

05/01/30

276,429‌

TOTAL

CANADA

2,721,249‌

CHILE

-

0.3%

398,028

g

Alfa

Desarrollo

S.p.A

4.550

09/27/51

302,708‌

300,000

Celulosa

Arauco

y

Constitucion

S.A.

3.875

11/02/27

277,898‌

200,000

g

Cia

Cervecerias

Unidas

S.A.

3.350

01/19/32

170,500‌

200,000

g

Corp

Nacional

del

Cobre

de

Chile

3.625

08/01/27

188,593‌

325,000

g

Empresa

Nacional

de

Telecomunicaciones

S.A.

3.050

09/14/32

258,781‌

TOTAL

CHILE

1,198,480‌

CHINA

-

0.1%

300,000

g

ENN

Clean

Energy

International

Investment

Ltd

3.375

05/12/26

277,138‌

TOTAL

CHINA

277,138‌

COLOMBIA

-

0.1%

75,000

Ecopetrol

S.A.

6.875

04/29/30

70,672‌

257

See

Notes

to

Financial

Statements

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

COLOMBIA—continued

$

225,000

Ecopetrol

S.A.

4.625

%

11/02/31

$

179,202‌

TOTAL

COLOMBIA

249,874‌

CZECH

REPUBLIC

-

0.1%

EUR

300,000

z

CPI

Property

Group

S.A.

1.750

01/14/30

210,010‌

TOTAL

CZECH

REPUBLIC

210,010‌

DENMARK

-

0.1%

GBP

500,000

Danske

Bank

A.S.

2.250

01/14/28

551,527‌

TOTAL

DENMARK

551,527‌

FRANCE

-

1.5%

EUR

500,000

AXA

S.A.

1.375

10/07/41

423,952‌

GBP

300,000

z

Banque

Federative

du

Credit

Mutuel

S.A.

4.875

09/25/25

374,547‌

EUR

500,000

z

BNP

Paribas

S.A.

2.100

04/07/32

465,374‌

EUR

800,000

BPCE

S.A.

0.500

09/15/27

780,065‌

EUR

500,000

Credit

Agricole

Assurances

S.A.

1.500

10/06/31

418,170‌

EUR

400,000

Electricite

de

France

S.A.

2.000

10/02/30

388,747‌

EUR

500,000

g

Iliad

Holding

SAS

5.125

10/15/26

532,212‌

EUR

300,000

z

La

Poste

S.A.

0.625

01/18/36

224,363‌

EUR

200,000

z

RTE

Reseau

de

Transport

d'Electricite

SADIR

3.750

07/04/35

219,206‌

EUR

400,000

z

Societe

Generale

S.A.

4.000

11/16/27

438,904‌

EUR

500,000

z

Societe

Generale

S.A.

0.500

06/12/29

453,770‌

EUR

600,000

z

Suez

SACA

2.375

05/24/30

594,134‌

EUR

600,000

z

Thales

S.A.

3.625

06/14/29

649,786‌

TOTAL

FRANCE

5,963,230‌

GERMANY

-

0.9%

EUR

750,000

g,o

IHO

Verwaltungs

GmbH

3.750

09/15/26

781,332‌

EUR

1,300,000

y

Kreditanstalt

fuer

Wiederaufbau

0.000

01/10/31

1,146,019‌

EUR

500,000

z

Volkswagen

International

Finance

NV

4.125

11/15/25

548,113‌

GBP

500,000

Volkswagen

International

Finance

NV

3.375

11/16/26

588,878‌

EUR

400,000

Vonovia

SE

0.625

12/14/29

341,751‌

150,000

g

ZF

North

America

Capital,

Inc

6.875

04/14/28

152,346‌

TOTAL

GERMANY

3,558,439‌

INDIA

-

0.2%

300,000

g

Adani

Electricity

Mumbai

Ltd

3.867

07/22/31

212,711‌

200,000

g

Bharti

Airtel

Ltd

3.250

06/03/31

171,663‌

200,000

g

CA

Magnum

Holdings

5.375

10/31/26

186,000‌

250,000

z

Power

Finance

Corp

Ltd

3.350

05/16/31

209,797‌

225,000

g

UltraTech

Cement

Ltd

2.800

02/16/31

183,596‌

TOTAL

INDIA

963,767‌

INDONESIA

-

0.1%

200,000

g

Pertamina

Persero

PT

3.650

07/30/29

184,435‌

225,000

g

Perusahaan

Listrik

Negara

PT

4.875

07/17/49

185,208‌

TOTAL

INDONESIA

369,643‌

IRELAND

-

0.4%

EUR

500,000

y

AIB

Group

plc

4.625

07/23/29

549,318‌

EUR

600,000

z

Bank

of

Ireland

Group

plc

0.375

05/10/27

589,846‌

EUR

320,000

z

Bank

of

Ireland

Group

plc

5.000

07/04/31

356,529‌

TOTAL

IRELAND

1,495,693‌

ISRAEL

-

0.2%

270,000

g

Bank

Hapoalim

BM

3.255

01/21/32

231,271‌

300,000

g

Bank

Leumi

Le-Israel

BM

3.275

01/29/31

268,620‌

400,000

g

Israel

Electric

Corp

Ltd

4.250

08/14/28

371,898‌

TOTAL

ISRAEL

871,789‌

International

Bond

Fund

July

31,

2023

258

See

Notes

to

Financial

Statements

Portfolio

of

Investments

(continued)

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

ITALY

-

0.4%

EUR

400,000

y

Eni

S.p.A

4.250

%

05/19/33

$

437,168‌

GBP

300,000

z

Intesa

Sanpaolo

S.p.A

6.500

03/14/29

370,335‌

EUR

500,000

y

Intesa

Sanpaolo

S.p.A

4.875

05/19/30

559,922‌

$

200,000

g

Intesa

Sanpaolo

S.p.A

4.198

06/01/32

154,020‌

TOTAL

ITALY

1,521,445‌

JAPAN

-

0.5%

EUR

550,000

z

Mitsubishi

UFJ

Financial

Group,

Inc

2.264

06/14/25

593,752‌

EUR

500,000

z

ORIX

Corp

1.919

04/20/26

519,422‌

EUR

500,000

Takeda

Pharmaceutical

Co

Ltd

1.375

07/09/32

446,562‌

EUR

500,000

Takeda

Pharmaceutical

Co

Ltd

2.000

07/09/40

407,371‌

TOTAL

JAPAN

1,967,107‌

KAZAKHSTAN

-

0.1%

200,000

g

KazTransGas

JSC

4.375

09/26/27

186,120‌

200,000

g

Tengizchevroil

Finance

Co

International

Ltd

2.625

08/15/25

181,702‌

TOTAL

KAZAKHSTAN

367,822‌

KOREA,

REPUBLIC

OF

-

0.1%

250,000

g

Kia

Corp

2.750

02/14/27

228,604‌

TOTAL

KOREA,

REPUBLIC

OF

228,604‌

KUWAIT

-

0.1%

375,000

g

NBK

SPC

Ltd

1.625

09/15/27

334,515‌

TOTAL

KUWAIT

334,515‌

LUXEMBOURG

-

0.5%

EUR

1,000,000

g

Albion

Financing

1

SARL

5.250

10/15/26

1,057,213‌

EUR

250,000

z

Czech

Gas

Networks

Investments

Sarl

0.450

09/08/29

211,690‌

EUR

400,000

z

ProLogis

International

Funding

II

S.A.

3.625

03/07/30

416,698‌

EUR

500,000

z

ProLogis

International

Funding

II

S.A.

2.375

11/14/30

472,460‌

TOTAL

LUXEMBOURG

2,158,061‌

MEXICO

-

0.2%

375,000

g

Becle

SAB

de

C.V.

2.500

10/14/31

296,820‌

375,000

g

Orbia

Advance

Corp

SAB

de

C.V.

1.875

05/11/26

333,146‌

200,000

g

Sigma

Alimentos

S.A.

de

C.V.

4.125

05/02/26

189,501‌

TOTAL

MEXICO

819,467‌

NETHERLANDS

-

0.5%

EUR

400,000

y

Cooperatieve

Rabobank

UA

4.233

04/25/29

438,687‌

EUR

500,000

ING

Groep

NV

1.250

02/16/27

508,874‌

EUR

1,300,000

g

VZ

Secured

Financing

BV

3.500

01/15/32

1,141,694‌

TOTAL

NETHERLANDS

2,089,255‌

NIGERIA

-

0.2%

EUR

1,000,000

g

BOI

Finance

BV

7.500

02/16/27

950,298‌

TOTAL

NIGERIA

950,298‌

NORWAY

-

0.0%

EUR

100,000

y

Statnett

SF

3.500

06/08/33

109,254‌

TOTAL

NORWAY

109,254‌

POLAND

-

0.2%

EUR

150,000

z

GTC

Aurora

Luxembourg

S.A.

2.250

06/23/26

119,628‌

EUR

300,000

z

mBank

S.A.

0.966

09/21/27

264,078‌

EUR

250,000

z

Polski

Koncern

Naftowy

ORLEN

S.A.

1.125

05/27/28

234,893‌

TOTAL

POLAND

618,599‌

259

See

Notes

to

Financial

Statements

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

PORTUGAL

-

0.1%

GBP

200,000

y

EDP

Finance

BV

8.625

%

01/04/24

$

259,224‌

TOTAL

PORTUGAL

259,224‌

QATAR

-

0.5%

CNY

16,000,000

QNB

Finance

Ltd

3.150

02/04/26

2,202,512‌

TOTAL

QATAR

2,202,512‌

ROMANIA

-

0.0%

EUR

250,000

z

NE

Property

BV

2.000

01/20/30

209,563‌

TOTAL

ROMANIA

209,563‌

SINGAPORE

-

0.2%

EUR

200,000

z

Temasek

Financial

I

Ltd

0.500

11/20/31

171,058‌

$

500,000

g

United

Overseas

Bank

Ltd

2.000

10/14/31

439,663‌

TOTAL

SINGAPORE

610,721‌

SOUTH

AFRICA

-

0.3%

1,250,000

z

Eskom

Holdings

SOC

Ltd

4.314

07/23/27

1,123,125‌

TOTAL

SOUTH

AFRICA

1,123,125‌

SWITZERLAND

-

0.3%

EUR

750,000

z

Cloverie

plc

for

Zurich

Insurance

Co

Ltd

1.500

12/15/28

746,762‌

EUR

600,000

z

UBS

Group

AG

0.250

11/05/28

547,558‌

TOTAL

SWITZERLAND

1,294,320‌

THAILAND

-

0.1%

430,000

e,g

Bangkok

Bank

PCL

3.466

09/23/36

352,297‌

300,000

g

Thaioil

Treasury

Center

Co

Ltd

2.500

06/18/30

243,707‌

TOTAL

THAILAND

596,004‌

UNITED

ARAB

EMIRATES

-

0.1%

290,853

g

Sweihan

PV

Power

Co

PJSC

3.625

01/31/49

233,098‌

TOTAL

UNITED

ARAB

EMIRATES

233,098‌

UNITED

KINGDOM

-

1.5%

EUR

500,000

y

AstraZeneca

plc

3.750

03/03/32

556,737‌

EUR

800,000

z

Barclays

plc

0.877

01/28/28

773,415‌

GBP

200,000

z

Barclays

plc

8.407

11/14/32

263,094‌

EUR

1,000,000

BP

Capital

Markets

plc

1.231

05/08/31

901,582‌

UGX

3,000,000,000

†,g

ICBC

Standard

Bank

plc

14.250

06/26/34

747,613‌

EUR

750,000

Natwest

Group

plc

1.750

03/02/26

787,717‌

GBP

600,000

y

NatWest

Markets

plc

6.625

06/22/26

775,197‌

EUR

700,000

z

Standard

Chartered

plc

1.200

09/23/31

666,283‌

GBP

600,000

g

Vmed

O2

UK

Financing

I

plc

4.500

07/15/31

608,323‌

TOTAL

UNITED

KINGDOM

6,079,961‌

UNITED

STATES

-

7.8%

EUR

1,200,000

AbbVie,

Inc

1.250

06/01/24

1,288,592‌

JPY

100,000,000

Aflac,

Inc

0.550

03/12/30

673,224‌

EUR

250,000

g

Allied

Universal

Holdco

LLC

3.625

06/01/28

219,483‌

EUR

575,000

American

Honda

Finance

Corp

1.950

10/18/24

617,514‌

EUR

500,000

American

Medical

Systems

Europe

BV

1.625

03/08/31

473,633‌

EUR

450,000

American

Tower

Corp

0.450

01/15/27

432,547‌

EUR

300,000

Aptiv

plc

1.500

03/10/25

316,219‌

EUR

250,000

g

Ardagh

Metal

Packaging

Finance

USA

LLC

2.000

09/01/28

230,294‌

EUR

250,000

g

Ardagh

Metal

Packaging

Finance

USA

LLC

3.000

09/01/29

208,432‌

GBP

500,000

AT&T,

Inc

2.900

12/04/26

576,639‌

EUR

500,000

AT&T,

Inc

2.350

09/05/29

497,991‌

EUR

500,000

g

Avantor

Funding,

Inc

3.875

07/15/28

508,643‌

EUR

500,000

z

Bank

of

America

Corp

1.662

04/25/28

500,927‌

EUR

500,000

z

Bank

of

America

Corp

2.824

04/27/33

492,451‌

International

Bond

Fund

July

31,

2023

260

See

Notes

to

Financial

Statements

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

UNITED

STATES—continued

EUR

600,000

z

Blackstone

Private

Credit

Fund

1.750

%

11/30/26

$

560,560‌

EUR

700,000

Capital

One

Financial

Corp

0.800

06/12/24

739,549‌

EUR

700,000

Celanese

US

Holdings

LLC

1.125

09/26/23

765,585‌

EUR

400,000

Celanese

US

Holdings

LLC

0.625

09/10/28

346,650‌

EUR

750,000

Chubb

INA

Holdings,

Inc

1.550

03/15/28

745,593‌

EUR

350,000

Chubb

INA

Holdings,

Inc

1.400

06/15/31

316,042‌

EUR

500,000

Citigroup,

Inc

1.250

07/06/26

518,744‌

EUR

700,000

Comcast

Corp

0.250

05/20/27

677,842‌

EUR

750,000

g

Coty,

Inc

3.875

04/15/26

802,145‌

EUR

500,000

g

Dana

Financing

Luxembourg

Sarl

3.000

07/15/29

449,911‌

GBP

200,000

Discovery

Communications

LLC

2.500

09/20/24

245,920‌

EUR

800,000

Dow

Chemical

Co

0.500

03/15/27

774,317‌

EUR

500,000

g

Emerald

Debt

Merger

Sub

LLC

6.375

12/15/30

549,750‌

EUR

500,000

Equinix,

Inc

1.000

03/15/33

415,900‌

EUR

500,000

FedEx

Corp

1.625

01/11/27

512,162‌

EUR

375,000

Fidelity

National

Information

Services,

Inc

1.100

07/15/24

400,929‌

GBP

400,000

General

Motors

Financial

Co,

Inc

2.250

09/06/24

491,535‌

EUR

750,000

z

General

Motors

Financial

Co,

Inc

0.600

05/20/27

721,463‌

EUR

500,000

i,z

Goldman

Sachs

Group,

Inc

EURIBOR

3

M

+

1.000%

4.281

02/07/25

551,479‌

EUR

500,000

z

Goldman

Sachs

Group,

Inc

0.250

01/26/28

463,845‌

EUR

295,000

g

Goodyear

Europe

BV

2.750

08/15/28

287,052‌

EUR

500,000

Highland

Holdings

Sarl

0.318

12/15/26

486,890‌

EUR

1,000,000

Honeywell

International,

Inc

0.000

03/10/24

1,072,424‌

EUR

600,000

International

Business

Machines

Corp

0.650

02/11/32

512,984‌

EUR

250,000

g

IQVIA,

Inc

1.750

03/15/26

255,661‌

EUR

800,000

z

Liberty

Mutual

Group,

Inc

4.625

12/02/30

859,918‌

GBP

600,000

McKesson

Corp

3.125

02/17/29

669,663‌

EUR

400,000

z

Metropolitan

Life

Global

Funding

I

1.750

05/25/25

422,218‌

GBP

600,000

z

Metropolitan

Life

Global

Funding

I

4.125

09/02/25

740,443‌

EUR

600,000

z

Mondelez

International

Holdings

Netherlands

BV

1.250

09/09/41

426,330‌

EUR

670,000

Morgan

Stanley

1.342

10/23/26

689,195‌

EUR

250,000

g

OI

European

Group

BV

6.250

05/15/28

283,209‌

EUR

500,000

g

Olympus

Water

US

Holding

Corp

3.875

10/01/28

433,551‌

EUR

100,000

g

Organon

Finance  LLC

2.875

04/30/28

96,894‌

$

750,000

g

Organon

Finance  LLC

5.125

04/30/31

635,766‌

GBP

500,000

z

Protective

Life

Global

Funding

5.248

01/13/28

623,807‌

EUR

500,000

Raytheon

Technologies

Corp

2.150

05/18/30

485,668‌

EUR

400,000

Southern

Co

1.875

09/15/81

346,096‌

EUR

450,000

Stryker

Corp

2.625

11/30/30

459,977‌

EUR

700,000

The

Procter

&

Gamble

Company

0.625

10/30/24

740,089‌

EUR

500,000

The

Procter

&

Gamble

Company

1.875

10/30/38

447,352‌

EUR

1,100,000

Thermo

Fisher

Scientific

Finance

I

BV

0.800

10/18/30

999,243‌

GBP

600,000

Time

Warner

Cable

LLC

5.750

06/02/31

715,858‌

EUR

400,000

Verizon

Communications,

Inc

1.875

10/26/29

390,399‌

TOTAL

UNITED

STATES

31,167,197‌

TOTAL

CORPORATE

BONDS

74,934,803‌

(Cost

$84,842,966)

GOVERNMENT

BONDS

-

68.1%

ANGOLA

-

0.3%

1,550,000

g

Angolan

Government

International

Bond

8.750

04/14/32

1,358,125‌

TOTAL

ANGOLA

1,358,125‌

AUSTRALIA

-

2.3%

AUD

2,050,000

Australia

Government

Bond

0.250

11/21/25

1,267,164‌

AUD

3,765,000

z

Australia

Government

Bond

2.250

05/21/28

2,358,931‌

AUD

1,950,000

Australia

Government

Bond

1.000

12/21/30

1,064,022‌

AUD

2,600,000

Australia

Government

Bond

1.250

05/21/32

1,388,153‌

AUD

1,650,000

Australia

Government

Bond

3.000

11/21/33

1,012,647‌

261

See

Notes

to

Financial

Statements

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

AUSTRALIA—continued

AUD

2,550,000

z

Australia

Government

Bond

1.750

%

06/21/51

$

987,174‌

AUD

1,685,000

New

South

Wales

Treasury

Corp

3.000

04/20/29

1,060,653‌

TOTAL

AUSTRALIA

9,138,744‌

BELGIUM

-

2.3%

EUR

2,125,000

g

Kingdom

of

Belgium

Government

Bond

0.000

10/22/27

2,068,869‌

EUR

3,825,000

g

Kingdom

of

Belgium

Government

Bond

0.350

06/22/32

3,332,633‌

EUR

525,000

g

Kingdom

of

Belgium

Government

Bond

1.450

06/22/37

458,854‌

EUR

5,150,000

g

Kingdom

of

Belgium

Government

Bond

0.400

06/22/40

3,492,576‌

TOTAL

BELGIUM

9,352,932‌

BENIN

-

0.3%

EUR

1,275,000

g

Benin

Government

International

Bond

4.950

01/22/35

1,021,664‌

TOTAL

BENIN

1,021,664‌

BRAZIL

-

0.3%

BRL

5,500,000

Brazil

Notas

do

Tesouro

Nacional

Serie

F

10.000

01/01/27

1,158,852‌

TOTAL

BRAZIL

1,158,852‌

CAMEROON

-

0.1%

EUR

650,000

g

Republic

of

Cameroon

International

Bond

5.950

07/07/32

525,644‌

TOTAL

CAMEROON

525,644‌

CANADA

-

3.3%

CAD

3,050,000

g

Canada

Housing

Trust

No

1.100

12/15/26

2,076,378‌

CAD

3,075,000

g

Canada

Housing

Trust

No

3.550

09/15/32

2,258,614‌

CAD

1,800,000

Canadian

Government

International

Bond

2.000

09/01/23

1,361,524‌

CAD

2,625,000

Canadian

Government

International

Bond

2.000

06/01/28

1,839,162‌

CAD

2,275,000

Canadian

Government

International

Bond

2.000

06/01/32

1,524,551‌

CAD

1,300,000

Canadian

Government

International

Bond

5.000

06/01/37

1,147,044‌

CAD

1,350,000

Hydro-Quebec

4.000

02/15/55

985,332‌

CAD

1,300,000

Province

of

Ontario

Canada

2.150

06/02/31

851,130‌

CAD

1,100,000

Province

of

Ontario

Canada

1.900

12/02/51

516,895‌

CAD

1,000,000

Province

of

Quebec

Canada

2.750

09/01/27

714,299‌

TOTAL

CANADA

13,274,929‌

CHINA

-

9.6%

CNY

73,060,000

China

Government

Bond

2.880

11/05/23

10,257,903‌

CNY

49,600,000

China

Government

Bond

2.940

10/17/24

7,021,366‌

CNY

60,500,000

China

Government

Bond

3.120

12/05/26

8,715,775‌

CNY

6,750,000

China

Government

Bond

2.500

07/25/27

948,744‌

CNY

14,900,000

China

Government

Bond

2.910

10/14/28

2,128,764‌

CNY

18,900,000

China

Government

Bond

3.860

07/22/49

3,028,641‌

CNY

15,000,000

China

Government

Bond

3.390

03/16/50

2,229,608‌

CNY

12,700,000

China

Government

Bond

3.810

09/14/50

2,026,246‌

CNY

12,400,000

China

Government

Bond

3.720

04/12/51

1,953,152‌

TOTAL

CHINA

38,310,199‌

COLOMBIA

-

0.3%

COP

5,710,000,000

Colombian

TES

7.750

09/18/30

1,292,644‌

TOTAL

COLOMBIA

1,292,644‌

COSTA

RICA

-

0.1%

$

400,000

g

Costa

Rica

Government

International

Bond

6.550

04/03/34

405,200‌

TOTAL

COSTA

RICA

405,200‌

COTE

D'IVOIRE

-

0.3%

EUR

1,000,000

g

Ivory

Coast

Government

International

Bond

5.875

10/17/31

950,995‌

EUR

100,000

g

Ivory

Coast

Government

International

Bond

4.875

01/30/32

88,930‌

TOTAL

COTE

D'IVOIRE

1,039,925‌

International

Bond

Fund

July

31,

2023

262

See

Notes

to

Financial

Statements

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

CYPRUS

-

1.2%

EUR

1,300,000

z

Cyprus

Government

International

Bond

2.375

%

09/25/28

$

1,354,881‌

EUR

1,100,000

z

Cyprus

Government

International

Bond

0.625

01/21/30

1,007,995‌

EUR

1,550,000

z

Cyprus

Government

International

Bond

0.950

01/20/32

1,379,588‌

EUR

575,000

z

Cyprus

Government

International

Bond

2.750

02/26/34

567,569‌

EUR

500,000

z

Cyprus

Government

International

Bond

2.750

05/03/49

439,404‌

TOTAL

CYPRUS

4,749,437‌

CZECH

REPUBLIC

-

0.4%

CZK

43,100,000

Czech

Republic

Government

Bond

1.750

06/23/32

1,646,465‌

TOTAL

CZECH

REPUBLIC

1,646,465‌

DOMINICAN

REPUBLIC

-

0.2%

DOP

15,000,000

g

Dominican

Republic

Government

International

Bond

9.750

06/05/26

270,719‌

$

750,000

g

Dominican

Republic

Government

International

Bond

4.875

09/23/32

649,555‌

TOTAL

DOMINICAN

REPUBLIC

920,274‌

ECUADOR

-

0.1%

78,000

g

Ecuador

Government

International

Bond

0.000

07/31/30

22,236‌

441,250

g

Ecuador

Government

International

Bond

5.000

07/31/30

209,189‌

309,125

g

Ecuador

Government

International

Bond

1.000

07/31/35

106,263‌

TOTAL

ECUADOR

337,688‌

EGYPT

-

0.7%

850,000

g

Egypt

Government

International

Bond

5.750

05/29/24

794,869‌

EGP

16,250,000

Egypt

Government

International

Bond

15.900

07/02/24

491,490‌

525,000

g

Egypt

Government

International

Bond

7.600

03/01/29

376,792‌

EUR

900,000

g

Egypt

Government

International

Bond

6.375

04/11/31

592,088‌

300,000

g

Egypt

Government

International

Bond

7.053

01/15/32

190,277‌

675,000

g

Egypt

Government

International

Bond

8.500

01/31/47

392,418‌

TOTAL

EGYPT

2,837,934‌

FRANCE

-

2.0%

EUR

3,775,000

French

Republic

Government

Bond

OAT

0.750

11/25/28

3,724,353‌

EUR

1,250,000

g

French

Republic

Government

Bond

OAT

0.500

05/25/40

878,320‌

EUR

910,000

French

Republic

Government

Bond

OAT

0.750

05/25/52

523,882‌

EUR

1,560,000

g

French

Republic

Government

Bond

OAT

0.750

05/25/53

878,062‌

EUR

2,500,000

z

UNEDIC

ASSEO

0.250

07/16/35

1,929,083‌

TOTAL

FRANCE

7,933,700‌

GERMANY

-

5.8%

EUR

425,000

Bundesobligation

1.300

10/15/27

443,487‌

EUR

4,675,000

Bundesrepublik

Deutschland

0.500

08/15/27

4,734,794‌

EUR

645,000

Bundesrepublik

Deutschland

0.000

08/15/29

612,849‌

EUR

500,000

Bundesrepublik

Deutschland

0.000

02/15/31

459,394‌

EUR

5,200,000

Bundesrepublik

Deutschland

0.000

08/15/31

4,719,448‌

EUR

520,000

Bundesrepublik

Deutschland

0.000

02/15/32

466,405‌

EUR

7,600,000

Bundesrepublik

Deutschland

1.000

05/15/38

6,710,107‌

EUR

310,000

Bundesrepublik

Deutschland

1.250

08/15/48

260,832‌

EUR

3,245,000

Bundesrepublik

Deutschland

0.000

08/15/52

1,742,195‌

EUR

365,000

Bundesrepublik

Deutschland

Bundesanleihe

2.100

11/15/29

392,532‌

EUR

1,850,000

Bundesrepublik

Deutschland

Bundesanleihe

2.300

02/15/33

2,007,307‌

MXN

11,000,000

Kreditanstalt

fuer

Wiederaufbau

4.400

07/25/25

588,022‌

TOTAL

GERMANY

23,137,372‌

GHANA

-

0.3%

500,000

g

Ghana

Government

International

Bond

7.750

04/07/29

225,648‌

825,000

g

Ghana

Government

International

Bond

8.125

03/26/32

375,458‌

1,000,000

g

Ghana

Government

International

Bond

8.627

06/16/49

445,000‌

TOTAL

GHANA

1,046,106‌

263

See

Notes

to

Financial

Statements

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

GREECE

-

1.5%

EUR

750,000

g

Hellenic

Republic

Government

Bond

4.375

%

07/18/38

$

854,335‌

EUR

575,000

g

Hellenic

Republic

Government

International

Bond

3.875

03/12/29

645,184‌

EUR

2,300,000

g

Hellenic

Republic

Government

International

Bond

1.500

06/18/30

2,211,291‌

EUR

1,300,000

g

Hellenic

Republic

Government

International

Bond

0.750

06/18/31

1,154,005‌

EUR

1,100,000

g

Hellenic

Republic

Government

International

Bond

1.750

06/18/32

1,039,545‌

TOTAL

GREECE

5,904,360‌

HUNGARY

-

1.0%

HUF

460,000,000

Hungary

Government

International

Bond

5.500

06/24/25

1,213,458‌

EUR

550,000

z

Hungary

Government

International

Bond

5.000

02/22/27

612,068‌

$

285,000

g

Hungary

Government

International

Bond

6.125

05/22/28

289,821‌

HUF

632,000,000

Hungary

Government

International

Bond

3.000

08/21/30

1,409,478‌

EUR

600,000

z

Hungary

Government

International

Bond

1.750

06/05/35

469,232‌

200,000

g

Magyar

Export-Import

Bank

Zrt

6.125

12/04/27

200,332‌

TOTAL

HUNGARY

4,194,389‌

INDONESIA

-

0.5%

IDR

13,000,000,000

Indonesia

Treasury

Bond

8.125

05/15/24

876,293‌

IDR

17,000,000,000

Indonesia

Treasury

Bond

6.375

04/15/32

1,128,662‌

TOTAL

INDONESIA

2,004,955‌

IRELAND

-

0.3%

EUR

930,000

Ireland

Government

Bond

0.000

10/18/31

812,811‌

EUR

280,000

z

Ireland

Government

Bond

3.000

10/18/43

297,435‌

TOTAL

IRELAND

1,110,246‌

ISRAEL

-

0.6%

ILS

5,250,000

Israel

Government

International

Bond

5.500

01/31/42

1,687,493‌

ILS

3,200,000

Israel

Government

International

Bond

3.750

03/31/47

820,193‌

TOTAL

ISRAEL

2,507,686‌

ITALY

-

1.9%

EUR

2,575,000

Italy

Buoni

Poliennali

Del

Tesoro

1.250

12/01/26

2,629,529‌

EUR

2,625,000

Italy

Buoni

Poliennali

Del

Tesoro

0.950

09/15/27

2,601,388‌

EUR

975,000

Italy

Buoni

Poliennali

Del

Tesoro

0.250

03/15/28

921,556‌

EUR

1,150,000

g

Italy

Buoni

Poliennali

Del

Tesoro

0.950

03/01/37

846,941‌

EUR

950,000

g

Italy

Buoni

Poliennali

Del

Tesoro

1.700

09/01/51

615,208‌

TOTAL

ITALY

7,614,622‌

JAPAN

-

9.9%

JPY

13,000,000

Japan

Finance

Organization

for

Municipalities

0.440

08/15/25

92,080‌

JPY

21,000,000

Japan

Finance

Organization

for

Municipalities

0.320

01/19/26

148,500‌

JPY

30,000,000

Japan

Finance

Organization

for

Municipalities

0.145

02/16/26

211,237‌

JPY

14,000,000

Japan

Finance

Organization

for

Municipalities

0.020

05/22/26

98,225‌

JPY

268,000,000

Japan

Government

Five

Year

Bond

0.005

09/20/26

1,883,098‌

JPY

322,000,000

Japan

Government

Ten

Year

Bond

0.100

09/20/29

2,239,812‌

JPY

325,000,000

Japan

Government

Ten

Year

Bond

0.100

12/20/29

2,256,572‌

JPY

425,000,000

Japan

Government

Ten

Year

Bond

0.100

06/20/30

2,936,939‌

JPY

513,000,000

Japan

Government

Ten

Year

Bond

0.100

09/20/30

3,534,758‌

JPY

457,700,000

Japan

Government

Thirty

Year

Bond

0.500

09/20/46

2,701,580‌

JPY

73,000,000

Japan

Government

Thirty

Year

Bond

0.600

09/20/50

418,232‌

JPY

278,000,000

Japan

Government

Thirty

Year

Bond

0.700

09/20/51

1,623,576‌

JPY

143,000,000

Japan

Government

Thirty

Year

Bond

1.300

06/20/52

971,696‌

JPY

265,000,000

Japan

Government

Thirty

Year

Bond

1.600

12/20/52

1,932,037‌

JPY

143,000,000

Japan

Government

Thirty

Year

Bond

1.200

06/20/53

944,751‌

JPY

273,800,000

Japan

Government

Twenty

Year

Bond

2.100

03/20/26

2,031,053‌

JPY

278,000,000

Japan

Government

Twenty

Year

Bond

0.600

12/20/36

1,889,719‌

JPY

256,000,000

Japan

Government

Twenty

Year

Bond

0.500

06/20/38

1,688,911‌

JPY

660,000,000

Japan

Government

Twenty

Year

Bond

0.700

09/20/38

4,470,709‌

JPY

185,000,000

Japan

Government

Twenty

Year

Bond

0.300

06/20/39

1,166,759‌

JPY

266,000,000

Japan

Government

Two

Year

Bond

0.005

07/01/24

1,871,283‌

International

Bond

Fund

July

31,

2023

264

See

Notes

to

Financial

Statements

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

JAPAN—continued

JPY

197,000,000

Japan

Government

Two

Year

Bond

0.005

%

11/01/24

$

1,386,234‌

JPY

412,000,000

Japan

Government

Two

Year

Bond

0.005

07/01/25

2,896,694‌

TOTAL

JAPAN

39,394,455‌

JORDAN

-

0.3%

$

1,000,000

g

Jordan

Government

International

Bond

7.750

01/15/28

1,030,200‌

TOTAL

JORDAN

1,030,200‌

KENYA

-

0.4%

1,200,000

g

Kenya

Government

International

Bond

7.000

05/22/27

1,084,140‌

575,000

g

Kenya

Government

International

Bond

6.300

01/23/34

434,376‌

TOTAL

KENYA

1,518,516‌

KOREA,

REPUBLIC

OF

-

3.2%

KRW

2,700,000,000

Korea

Treasury

Bond

2.875

06/10/24

2,106,277‌

KRW

1,900,000,000

Korea

Treasury

Bond

2.250

06/10/25

1,451,345‌

KRW

1,200,000,000

Korea

Treasury

Bond

1.375

12/10/29

818,525‌

KRW

7,440,000,000

Korea

Treasury

Bond

2.000

06/10/31

5,165,992‌

KRW

1,175,000,000

Korea

Treasury

Bond

2.375

12/10/31

832,980‌

KRW

1,940,000,000

Korea

Treasury

Bond

2.375

09/10/38

1,287,148‌

KRW

800,000,000

Korea

Treasury

Bond

1.875

09/10/41

477,247‌

KRW

730,000,000

Korea

Treasury

Bond

2.500

03/10/52

452,274‌

TOTAL

KOREA,

REPUBLIC

OF

12,591,788‌

LEBANON

-

0.0%

1,400,000

q,z

Lebanon

Government

International

Bond

6.850

03/23/27

100,282‌

TOTAL

LEBANON

100,282‌

LITHUANIA

-

0.5%

EUR

1,800,000

z

Lithuania

Government

International

Bond

3.875

06/14/33

1,976,934‌

TOTAL

LITHUANIA

1,976,934‌

MALAYSIA

-

0.5%

MYR

5,400,000

Malaysia

Government

Bond

3.757

05/22/40

1,148,752‌

MYR

4,355,000

Malaysia

Government

Bond

4.457

03/31/53

1,001,308‌

TOTAL

MALAYSIA

2,150,060‌

MEXICO

-

0.9%

MXN

30,800,000

Mexican

Bonos

5.750

03/05/26

1,674,843‌

MXN

34,100,000

Mexican

Bonos

8.500

11/18/38

1,973,381‌

TOTAL

MEXICO

3,648,224‌

MONGOLIA

-

0.1%

550,000

g

Mongolia

Government

International

Bond

4.450

07/07/31

430,915‌

TOTAL

MONGOLIA

430,915‌

MOROCCO

-

0.4%

700,000

g

Morocco

Government

International

Bond

5.950

03/08/28

705,222‌

EUR

1,100,000

g

Morocco

Government

International

Bond

1.500

11/27/31

912,313‌

TOTAL

MOROCCO

1,617,535‌

NETHERLANDS

-

0.3%

EUR

550,000

g

Netherlands

Government

International

Bond

2.750

01/15/47

597,234‌

EUR

1,345,000

g

Netherlands

Government

International

Bond

0.000

01/15/52

685,319‌

TOTAL

NETHERLANDS

1,282,553‌

NEW

ZEALAND

-

0.8%

NZD

3,720,000

New

Zealand

Government

International

Bond

0.500

05/15/24

2,219,630‌

NZD

1,800,000

New

Zealand

Government

International

Bond

2.750

04/15/25

1,070,665‌

TOTAL

NEW

ZEALAND

3,290,295‌

265

See

Notes

to

Financial

Statements

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

NIGERIA

-

0.2%

$

925,000

g

Nigeria

Government

International

Bond

8.375

%

03/24/29

$

867,419‌

TOTAL

NIGERIA

867,419‌

NORWAY

-

0.8%

NOK

9,000,000

City

of

Oslo

Norway

2.050

10/31/24

853,717‌

NOK

24,975,000

g

Norway

Government

International

Bond

2.000

04/26/28

2,255,326‌

TOTAL

NORWAY

3,109,043‌

PARAGUAY

-

0.2%

925,000

g

Paraguay

Government

International

Bond

5.400

03/30/50

798,528‌

TOTAL

PARAGUAY

798,528‌

PERU

-

0.4%

PEN

6,201,000

g

Peruvian

Government

International

Bond

5.400

08/12/34

1,540,684‌

TOTAL

PERU

1,540,684‌

POLAND

-

0.1%

280,000

Poland

Government

International

Bond

5.500

04/04/53

284,161‌

TOTAL

POLAND

284,161‌

REPUBLIC

OF

SERBIA

-

1.1%

EUR

1,700,000

g

Serbia

Government

International

Bond

1.500

06/26/29

1,480,965‌

EUR

725,000

g

Serbia

Government

International

Bond

2.050

09/23/36

503,349‌

375,000

g

Serbia

International

Bond

6.500

09/26/33

375,525‌

RSD

120,000,000

Serbia

Treasury

Bonds

5.875

02/08/28

1,151,356‌

RSD

101,500,000

Serbia

Treasury

Bonds

4.500

08/20/32

840,516‌

TOTAL

REPUBLIC

OF

SERBIA

4,351,711‌

ROMANIA

-

0.9%

RON

7,590,000

Romania

Government

Bond

8.000

04/29/30

1,822,948‌

660,000

g

Romanian

Government

International

Bond

3.000

02/27/27

600,579‌

EUR

800,000

g

Romanian

Government

International

Bond

2.000

01/28/32

658,486‌

EUR

850,000

g

Romanian

Government

International

Bond

2.000

04/14/33

674,763‌

TOTAL

ROMANIA

3,756,776‌

RWANDA

-

0.4%

1,950,000

g

Rwanda

International

Government

Bond

5.500

08/09/31

1,516,125‌

TOTAL

RWANDA

1,516,125‌

SENEGAL

-

0.4%

EUR

1,000,000

g

Senegal

Government

International

Bond

4.750

03/13/28

978,137‌

EUR

825,000

g

Senegal

Government

International

Bond

5.375

06/08/37

639,316‌

TOTAL

SENEGAL

1,617,453‌

SOUTH

AFRICA

-

0.7%

ZAR

16,500,000

Republic

of

South

Africa

Government

International

Bond

7.000

02/28/31

750,371‌

475,000

Republic

of

South

Africa

Government

International

Bond

5.875

04/20/32

435,133‌

ZAR

20,900,000

Republic

of

South

Africa

Government

International

Bond

8.875

02/28/35

972,090‌

ZAR

7,800,000

Republic

of

South

Africa

Government

International

Bond

8.750

01/31/44

323,624‌

500,000

Republic

of

South

Africa

Government

International

Bond

7.300

04/20/52

444,180‌

TOTAL

SOUTH

AFRICA

2,925,398‌

SPAIN

-

1.8%

EUR

1,095,000

g

Spain

Government

International

Bond

1.400

07/30/28

1,105,188‌

EUR

1,875,000

g

Spain

Government

International

Bond

0.600

10/31/29

1,758,152‌

EUR

1,250,000

g

Spain

Government

International

Bond

0.100

04/30/31

1,076,774‌

International

Bond

Fund

July

31,

2023

266

See

Notes

to

Financial

Statements

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

SPAIN—continued

EUR

4,275,000

g

Spain

Government

International

Bond

1.200

%

10/31/40

$

3,151,876‌

TOTAL

SPAIN

7,091,990‌

SUPRANATIONAL

-

2.9%

GBP

695,000

African

Development

Bank

0.500

06/22/26

777,713‌

AUD

720,000

Asian

Development

Bank

3.900

02/17/26

477,375‌

INR

52,500,000

Asian

Development

Bank

6.200

10/06/26

623,116‌

CNY

7,000,000

Asian

Infrastructure

Investment

Bank

2.500

03/24/25

979,738‌

INR

41,700,000

Asian

Infrastructure

Investment

Bank

6.000

12/08/31

466,226‌

$

1,250,000

g

Banque

Ouest

Africaine

de

Developpement

4.700

10/22/31

1,045,375‌

EUR

650,000

g

Banque

Ouest

Africaine

de

Developpement

2.750

01/22/33

525,536‌

112,692

†

European

Bank

for

Reconstruction

&

Development

10.000

02/28/23

112,692‌

AUD

2,150,000

Inter-American

Development

Bank

4.750

08/27/24

1,447,798‌

INR

33,000,000

Inter-American

Development

Bank

7.000

04/17/33

402,393‌

CAD

1,600,000

International

Bank

for

Reconstruction

&

Development

1.900

01/16/25

1,157,329‌

IDR

31,200,000,000

International

Bank

for

Reconstruction

&

Development

6.250

01/12/28

2,084,727‌

GBP

700,000

International

Finance

Corp

0.250

12/15/25

794,667‌

GBP

400,000

z

International

Finance

Facility

for

Immunisation

Co

2.750

06/07/25

485,658‌

TOTAL

SUPRANATIONAL

11,380,343‌

THAILAND

-

0.6%

THB

27,700,000

Thailand

Government

International

Bond

2.875

12/17/28

827,829‌

THB

27,500,000

Thailand

Government

International

Bond

3.300

06/17/38

847,625‌

THB

29,000,000

Thailand

Government

International

Bond

2.000

06/17/42

730,834‌

TOTAL

THAILAND

2,406,288‌

UKRAINE

-

0.1%

EUR

1,000,000

g

Ukraine

Government

International

Bond

6.750

06/20/28

308,080‌

TOTAL

UKRAINE

308,080‌

UNITED

KINGDOM

-

4.0%

GBP

780,000

United

Kingdom

Gilt

0.250

01/31/25

932,536‌

GBP

1,540,000

United

Kingdom

Gilt

0.125

01/31/28

1,630,300‌

GBP

900,000

United

Kingdom

Gilt

1.625

10/22/28

1,007,565‌

GBP

1,335,000

United

Kingdom

Gilt

0.500

01/31/29

1,385,938‌

GBP

450,000

United

Kingdom

Gilt

0.250

07/31/31

422,266‌

GBP

1,100,000

United

Kingdom

Gilt

0.875

07/31/33

1,023,040‌

GBP

3,895,000

United

Kingdom

Gilt

1.750

09/07/37

3,598,933‌

GBP

1,300,000

United

Kingdom

Gilt

3.750

01/29/38

1,537,895‌

GBP

1,450,000

United

Kingdom

Gilt

1.250

10/22/41

1,122,522‌

GBP

900,000

United

Kingdom

Gilt

0.875

01/31/46

570,000‌

GBP

2,760,000

United

Kingdom

Gilt

0.625

10/22/50

1,432,967‌

GBP

2,150,000

United

Kingdom

Gilt

1.500

07/31/53

1,433,441‌

TOTAL

UNITED

KINGDOM

16,097,403‌

URUGUAY

-

0.3%

UYU

40,600,000

Uruguay

Government

International

Bond

8.250

05/21/31

1,029,339‌

TOTAL

URUGUAY

1,029,339‌

UZBEKISTAN

-

0.2%

UZS

7,600,000,000

g

Republic

of

Uzbekistan

International

Bond

14.000

07/19/24

640,012‌

TOTAL

UZBEKISTAN

640,012‌

TOTAL

GOVERNMENT

BONDS

271,576,602‌

(Cost

$318,645,477)

STRUCTURED

ASSETS

-

5.4%

IRELAND

-

2.2%

837,843

g,i

Atom

Mortgage

Securities

DAC

SONIA

Interest

Rate

Benchmark

+

1.900%

6.861

07/22/31

900,092‌

Series

-

2021

1A

(Class

D)

1,218,862

g,i

Bruegel

2021

DAC

EURIBOR

3

M

+

2.470%

5.853

05/22/31

1,186,648‌

Series

-

2021

1A

(Class

D)

267

See

Notes

to

Financial

Statements

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

IRELAND—continued

$

1,890,729

g,i

Frost

CMBS

DAC

SONIA

Interest

Rate

Benchmark

+

2.900%

7.648

%

11/20/33

$

2,181,883‌

Series

-

2021

1A

(Class

GBD)

883,671

g,i

Last

Mile

Logistics

Pan

Euro

Finance

DAC

EURIBOR

3

M

+

2.700%

1.000

08/17/33

871,224‌

Series

-

2021

1A

(Class

E)

1,079,778

g,i

Last

Mile

Securities

PE

2021

DAC

EURIBOR

3

M

+

2.350%

5.708

08/17/31

1,075,425‌

Series

-

2021

1A

(Class

D)

347,448

g,i

Taurus

UK

DAC

SONIA

Interest

Rate

Benchmark

+

1.300%

6.020

05/17/31

426,673‌

Series

-

2021

UK1A

(Class

B)

1,035,395

g,i

Taurus

UK

DAC

SONIA

Interest

Rate

Benchmark

+

1.650%

6.370

05/17/31

1,255,205‌

Series

-

2021

UK1A

(Class

C)

297,813

g,i

Taurus

UK

DAC

SONIA

Interest

Rate

Benchmark

+

2.600%

7.320

05/17/31

364,976‌

Series

-

2021

UK1A

(Class

D)

563,834

g,i

Taurus

UK

DAC

SONIA

Interest

Rate

Benchmark

+

1.500%

6.220

08/17/31

690,227‌

Series

-

2021

UK4A

(Class

B)

TOTAL

IRELAND

8,952,353‌

ITALY

-

0.2%

893,385

g,i

Cassia

SRL

EURIBOR

3

M

+

3.500%

6.883

05/22/34

910,094‌

Series

-

2022

1A

(Class

B)

TOTAL

ITALY

910,094‌

UNITED

STATES

-

3.0%

2,000,000

g,i

Alen

Mortgage

Trust

CME

Term

SOFR

1

Month

+

2.364%

7.586

04/15/34

1,471,596‌

Series

-

2021

ACEN

(Class

C)

807,695

Carvana

Auto

Receivables

Trust

1.270

03/10/28

773,038‌

Series

-

2021

N2

(Class

D)

1,500,000

i

COMM

Mortgage

Trust

4.346

08/10/48

1,313,386‌

Series

-

2015

CR24

(Class

C)

2,090,000

g,i

Connecticut

Avenue

Securities

Trust

30

D

AVG

SOFR

+

3.100%

8.169

03/25/42

2,130,229‌

Series

-

2022

R04

(Class

1M2)

1,100,000

g,i

Connecticut

Avenue

Securities

Trust

30

D

AVG

SOFR

+

3.500%

8.569

03/25/42

1,138,630‌

Series

-

2022

R03

(Class

1M2)

485,167

g

Diamond

Resorts

Owner

Trust

2.700

11/21/33

439,519‌

Series

-

2021

1A

(Class

C)

1,500,000

g,i

ELP

Commercial

Mortgage

Trust

CME

Term

SOFR

1

Month

+

2.781%

8.003

11/15/38

1,443,886‌

Series

-

2021

ELP

(Class

F)

220,839

g

MVW

LLC

1.940

01/22/41

198,728‌

Series

-

2021

1WA

(Class

C)

1,000,000

g,i

NCMF

Trust

CME

Term

SOFR

1

Month

+

3.335%

8.557

03/15/39

958,529‌

Series

-

2022

MFP

(Class

D)

500,000

g

Oportun

Issuance

Trust

1.960

05/08/31

450,303‌

Series

-

2021

B

(Class

B)

500,000

g

Oportun

Issuance

Trust

3.650

05/08/31

458,254‌

Series

-

2021

B

(Class

C)

1,250,000

g

Purchasing

Power

Funding

LLC

4.370

10/15/25

1,184,509‌

Series

-

2021

A

(Class

D)

TOTAL

UNITED

STATES

11,960,607‌

TOTAL

STRUCTURED

ASSETS

21,823,054‌

(Cost

$24,047,767)

TOTAL

LONG-TERM

INVESTMENTS

369,481,434‌

(Cost

$428,727,829)

International

Bond

Fund

July

31,

2023

268

See

Notes

to

Financial

Statements

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

UNITED

STATES—continued

REFERENCERATE

&

SPREAD

SHORT-TERM

INVESTMENTS

-

4.2%

COMMERCIAL

PAPER

-

2.4%

$

10,000,000

g

HSBC

USA,

Inc

0.000

%

02/02/24

$

9,696,148‌

TOTAL

COMMERCIAL

PAPER

9,696,148‌

GOVERNMENT

AGENCY

DEBT

-

0.2%

KZT

392,600,000

Kazakhstan

Treasury

Bill

0.000

03/13/24

804,363‌

TOTAL

GOVERNMENT

AGENCY

DEBT

804,363‌

REPURCHASE

AGREEMENT

-

1.1%

4,155,000

r

Fixed

Income

Clearing

Corp

(FICC)

5.300

08/01/23

4,155,000‌

TOTAL

REPURCHASE

AGREEMENT

4,155,000‌

TREASURY

DEBT

-

0.5%

2,000,000

United

States

Treasury

Bill

0.000

08/08/23

1,997,965‌

TOTAL

TREASURY

DEBT

1,997,965‌

TOTAL

SHORT-TERM

INVESTMENTS

16,653,476‌

(Cost

$16,692,324)

SHARES

INVESTMENTS

PURCHASED

WITH

COLLATERAL

FROM

SECURITIES

LENDING

-

0.0%

37,293

c

State

Street

Navigator

Securities

Lending

Government

Money

Market

Portfolio

5.340

37,293‌

TOTAL

INVESTMENTS

PURCHASED

WITH

COLLATERAL

FROM

SECURITIES

LENDING

37,293‌

(Cost

$37,293)

TOTAL

INVESTMENTS

-

96.8%

386,172,203‌

(Cost

$445,457,446)

OTHER

ASSETS

&

LIABILITIES,

NET

-

3.2%

12,683,087‌

NET

ASSETS

-

100.0%

$

398,855,290‌

269

See

Notes

to

Financial

Statements

Principal

denominated

in

U.S.

Dollars,

unless

otherwise

noted. 

AUD

Australian

Dollar

AVG

Average

BRL

Brazilian

Real

CAD

Canadian

Dollar

CME

Chicago

Mercantile

Exchange

CNY

Chinese

Yuan

COP

Colombia

Peso

CZK

Czech

Republic

Koruna

D

Day

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

KZT

Kazakhstani

Tenge

M

Month

MXN

Mexican

Peso

MYR

Malaysian

Ringgit

NOK

Norwegian

Krone

NZD

New

Zealand

Dollar

PEN

Peruvian

Sol

RON

Romanian

Leu

RSD

Serbian

Dinar

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

$36,272.

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

r

Agreement

with

Fixed

Income

Clearing

Corp

(FICC),

5.300%

dated

7/31/23

to

be

repurchased

at

$4,155,000

on

8/1/23,

collateralized

by

Government

Agency

Securities,

with

coupon

rate

1.375%

and

maturity

date

10/31/28,

valued

at

$4,238,138.

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.

International

Bond

Fund

July

31,

2023

270

See

Notes

to

Financial

Statements

Portfolio

of

Investments

(continued)

Forward

Foreign

Currency

Contracts

Currency

Purchased

Receive

Currency

Sold

Deliver

Counterparty

Settlement

Date

Unrealized

Appreciation

(Depreciation)

$

961,698

JPY

132,430,525

Australia

and

New

Zealand

Banking

Group

Limited

10/13/23

 $

19,931‌

$

2,845,279

JPY

391,737,300

Australia

and

New

Zealand

Banking

Group

Limited

10/13/23

59,476‌

$

3,313,507

NZD

5,313,658

Australia

and

New

Zealand

Banking

Group

Limited

10/13/23

12,981‌

Total

 $

92,388‌

$

42,077,459

CNY

300,851,725

Bank

of

America

08/17/23

 $

(203,100‌)

$

129,327,364

EUR

116,777,106

Bank

of

America

10/13/23

463,530‌

$

3,713,926

EUR

3,352,822

Bank

of

America

10/13/23

6,271‌

$

1,043,830

GBP

807,450

Bank

of

America

10/13/23

5,493‌

GBP

561,520

$

727,384

Bank

of

America

10/13/23

(6,594‌)

Total

 $

265,600‌

$

9,958,331

AUD

14,765,836

Citibank

N.A.

10/13/23

 $

15,012‌

$

1,010,676

AUD

1,496,369

Citibank

N.A.

10/13/23

3,021‌

$

809,779

EUR

731,677

Citibank

N.A.

10/13/23

2,371‌

$

30,255,282

GBP

23,403,695

Citibank

N.A.

10/13/23

213,351‌

$

566,436

GBP

437,944

Citibank

N.A.

10/13/23

4,274‌

$

1,463,465

IDR

21,888,320,671

Citibank

N.A.

08/18/23

13,619‌

$

3,085,107

NOK

31,690,785

Citibank

N.A.

10/13/23

(48,401‌)

$

1,184,888

THB

40,981,363

Citibank

N.A.

08/17/23

(14,465‌)

GBP

626,259

$

808,810

Citibank

N.A.

10/13/23

(4,919‌)

GBP

742,808

$

959,291

Citibank

N.A.

10/13/23

(5,792‌)

RON

334

$

75

Citibank

N.A.

08/16/23

(0‌)

Total

 $

178,071‌

$

1,263,098

MXN

21,458,045

Goldman

Sachs

08/15/23

 $

(14,723‌)

$

389,910

PEN

1,410,049

Goldman

Sachs

08/17/23

(819‌)

Total

 $

(15,542‌)

$

14,486,550

CAD

19,066,742

Morgan

Stanley

10/13/23

 $

12,833‌

$

801,476

CZK

17,361,577

Morgan

Stanley

08/15/23

2,942‌

$

1,568,181

GBP

1,214,272

Morgan

Stanley

10/13/23

9,493‌

$

653,412

GBP

504,430

Morgan

Stanley

10/13/23

5,905‌

$

1,356,499

HUF

468,336,761

Morgan

Stanley

08/15/23

31,299‌

$

1,272,308

ILS

4,665,730

Morgan

Stanley

08/15/23

2,543‌

$

926,720

RON

4,166,055

Morgan

Stanley

08/16/23

(1,234‌)

EUR

63,125

$

70,821

Morgan

Stanley

10/13/23

(1,162‌)

$

498,736

ZAR

9,089,696

Morgan

Stanley

08/15/23

(8,752‌)

Total

 $

53,867‌

$

35,520,325

JPY

4,892,666,199

Standard

Chartered

Bank

10/13/23

 $

726,595‌

$

12,372,802

KRW

15,786,706,139

Standard

Chartered

Bank

08/17/23

5,740‌

Total

 $

732,335‌

$

1,325,757

COP

5,492,399,768

Toronto

Dominion

Bank

08/17/23

 $

(67,469‌)

$

3,180,548

EUR

2,846,039

Toronto

Dominion

Bank

10/13/23

39,937‌

Total

 $

(27,532‌)

Total

 $

1,279,187‌

271

See

Notes

to

Financial

Statements

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

272

Notes

to

Portfolio

of

Investments

(Unaudited)

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).

Fund

Level

1

Level

2

Level

3

Total

Growth

&

Income

Long-Term

Investments

:

Common

stocks

$5,641,734,297

$—

$—

$5,641,734,297

Short-Term

Investments

:

Repurchase

agreement

—

7,285,000

—

7,285,000

Treasury

debt

—

2,996,947

—

2,996,947

Total

$5,641,734,297

$10,281,947

$—

$5,652,016,244

1

1

1

1

1

Large-Cap

Growth

Long-Term

Investments

:

Common

stocks

$5,291,668,968

$304,543,129

$—

$5,596,212,097

Short-Term

Investments

:

Repurchase

agreement

—

60,309,000

—

60,309,000

Treasury

debt

—

4,518,397

—

4,518,397

Investments

purchased

with

collateral

from

securities

lending

22,866,554

—

—

22,866,554

Total

$5,314,535,522

$369,370,526

$—

$5,683,906,048

1

1

1

1

1

Large-Cap

Value

Long-Term

Investments

:

Common

stocks

$4,838,475,829

$—

$7,267

$4,838,483,096

Short-Term

Investments

:

Repurchase

agreement

—

63,560,000

—

63,560,000

Treasury

debt

—

5,993,894

—

5,993,894

Investments

purchased

with

collateral

from

securities

lending

17,125,464

—

—

17,125,464

Total

$4,855,601,293

$69,553,894

$7,267

$4,925,162,454

1

1

1

1

1

Mid-Cap

Growth

Long-Term

Investments

:

Common

stocks

$1,028,276,747

$65,740,542

$—

$1,094,017,289

Rights/Warrants

1,566,202

—

—

1,566,202

Short-Term

Investments

:

Repurchase

agreement

—

28,063,000

—

28,063,000

Treasury

debt

—

2,996,947

—

2,996,947

Investments

purchased

with

collateral

from

securities

lending

1,041,962

—

—

1,041,962

Total

$1,030,884,911

$96,800,489

$—

$1,127,685,400

1

1

1

1

1

273

Fund

Level

1

Level

2

Level

3

Total

Mid-Cap

Value

Long-Term

Investments

:

Common

stocks

$1,739,048,704

$—

$—

$1,739,048,704

Short-Term

Investments

:

Repurchase

agreement

—

2,645,000

—

2,645,000

Investments

purchased

with

collateral

from

securities

lending

18,495,103

—

—

18,495,103

Total

$1,757,543,807

$2,645,000

$—

$1,760,188,807

1

1

1

1

1

Quant

Small-Cap

Equity

Long-Term

Investments

:

Common

stocks

$2,792,498,822

$—

$—

$2,792,498,822

Short-Term

Investments

:

Repurchase

agreement

—

8,830,000

—

8,830,000

Treasury

debt

—

1,498,474

—

1,498,474

Investments

purchased

with

collateral

from

securities

lending

38,172,072

—

—

38,172,072

Investments

in

Derivatives

:

Futures

contracts*

199,285

—

—

199,285

Total

$2,830,870,179

$10,328,474

$—

$2,841,198,653

1

1

1

1

1

Quant

Small/Mid-Cap

Equity

Long-Term

Investments

:

Common

stocks

$1,196,771,432

$—

$—

$1,196,771,432

Short-Term

Investments

:

Repurchase

agreement

—

2,810,000

—

2,810,000

Treasury

debt

—

649,339

—

649,339

Investments

purchased

with

collateral

from

securities

lending

6,276,614

—

—

6,276,614

Total

$1,203,048,046

$3,459,339

$—

$1,206,507,385

1

1

1

1

1

Social

Choice

Equity

Long-Term

Investments

:

Common

stocks

$6,139,590,928

$—

$—

$6,139,590,928

Short-Term

Investments

:

Repurchase

agreement

—

26,115,000

—

26,115,000

Treasury

debt

—

998,982

—

998,982

Investments

purchased

with

collateral

from

securities

lending

10,757,659

—

—

10,757,659

Investments

in

Derivatives

:

Futures

contracts*

250,684

—

—

250,684

Total

$6,150,599,271

$27,113,982

$—

$6,177,713,253

1

1

1

1

1

Social

Choice

Low

Carbon

Equity

Long-Term

Investments

:

Common

stocks

$1,246,091,562

$—

$—

$1,246,091,562

Short-Term

Investments

:

Repurchase

agreement

—

2,725,000

—

2,725,000

Treasury

debt

—

2,996,947

—

2,996,947

Investments

purchased

with

collateral

from

securities

lending

896,137

—

—

896,137

Investments

in

Derivatives

:

Futures

contracts*

104,537

—

—

104,537

Total

$1,247,092,236

$5,721,947

$—

$1,252,814,183

1

1

1

1

1

Emerging

Markets

Equity

Long-Term

Investments

:

Common

stocks

$570,887,535

$1,136,644,470

$15,798,321

$1,723,330,326

Short-Term

Investments

:

Government

agency

debt

—

9,972,470

—

9,972,470

Repurchase

agreement

—

10,382,000

—

10,382,000

Treasury

debt

—

3,995,929

—

3,995,929

Investments

purchased

with

collateral

from

securities

lending

940,574

—

—

940,574

Total

$571,828,109

$1,160,994,869

$15,798,321

$1,748,621,299

1

1

1

1

1

International

Equity

Long-Term

Investments

:

Common

stocks

$282,567,436

$6,556,082,388

$—

$6,838,649,824

Short-Term

Investments

:

Repurchase

agreement

—

43,424,000

—

43,424,000

Investments

purchased

with

collateral

from

securities

lending

1,083

—

—

1,083

Total

$282,568,519

$6,599,506,388

$—

$6,882,074,907

1

1

1

1

1

Notes

to

Portfolio

of

Investments

(Unaudited)

(continued)

274

Fund

Level

1

Level

2

Level

3

Total

International

Opportunities

Long-Term

Investments

:

Common

stocks

$480,693,389

$1,945,009,903

$1,563

$2,425,704,855

Short-Term

Investments

:

Government

agency

debt

—

1,095,517

—

1,095,517

Investments

purchased

with

collateral

from

securities

lending

17,476,048

—

—

17,476,048

Total

$498,169,437

$1,946,105,420

$1,563

$2,444,276,420

1

1

1

1

1

Quant

International

Small-Cap

Equity

Long-Term

Investments

:

Common

stocks

$122,116,762

$1,088,332,311

$105,218

$1,210,554,291

Investments

purchased

with

collateral

from

securities

lending

6,846,006

—

—

6,846,006

Investments

in

Derivatives

:

Forward

foreign

currency

contracts*

—

64

—

64

Total

$128,962,768

$1,088,332,375

$105,218

$1,217,400,361

1

1

1

1

1

Social

Choice

International

Equity

Long-Term

Investments

:

Common

stocks

$9,150,313

$1,525,779,909

$—

$1,534,930,222

Short-Term

Investments

:

Repurchase

agreement

—

10,402,000

—

10,402,000

Investments

purchased

with

collateral

from

securities

lending

8,614,946

—

—

8,614,946

Investments

in

Derivatives

:

Futures

contracts*

82,317

—

—

82,317

Total

$17,847,576

$1,536,181,909

$—

$1,554,029,485

1

1

1

1

1

Equity

Index

Long-Term

Investments

:

Common

stocks

$39,072,723,282

$—

$405,269

$39,073,128,551

Rights/Warrants

—

—

276

276

Short-Term

Investments

:

Repurchase

agreement

—

65,945,000

—

65,945,000

Investments

purchased

with

collateral

from

securities

lending

166,178,759

—

—

166,178,759

Investments

in

Derivatives

:

Futures

contracts*

135,548

—

—

135,548

Total

$39,239,037,589

$65,945,000

$405,545

$39,305,388,134

1

1

1

1

1

Large-Cap

Growth

Index

Long-Term

Investments

:

Common

stocks

$10,879,177,343

$—

$—

$10,879,177,343

Short-Term

Investments

:

Repurchase

agreement

—

2,015,000

—

2,015,000

Investments

purchased

with

collateral

from

securities

lending

2,621,390

—

—

2,621,390

Total

$10,881,798,733

$2,015,000

$—

$10,883,813,733

1

1

1

1

1

Large-Cap

Value

Index

Long-Term

Investments

:

Common

stocks

$8,812,868,595

$—

$61,684

$8,812,930,279

Short-Term

Investments

:

Repurchase

agreement

—

6,685,000

—

6,685,000

Investments

purchased

with

collateral

from

securities

lending

20,660,748

—

—

20,660,748

Total

$8,833,529,343

$6,685,000

$61,684

$8,840,276,027

1

1

1

1

1

S&P

500

Index

Long-Term

Investments

:

Common

stocks

$8,561,599,332

$—

$—

$8,561,599,332

Short-Term

Investments

:

Government

agency

debt

—

17,853,472

—

17,853,472

Repurchase

agreement

—

27,223,000

—

27,223,000

Treasury

debt

—

3,995,930

—

3,995,930

Investments

purchased

with

collateral

from

securities

lending

7,729

—

—

7,729

Investments

in

Derivatives

:

Futures

contracts*

1,535,892

—

—

1,535,892

Total

$8,563,142,953

$49,072,402

$—

$8,612,215,355

1

1

1

1

1

275

Fund

Level

1

Level

2

Level

3

Total

Small-Cap

Blend

Index

Long-Term

Investments

:

Common

stocks

$3,435,041,861

$—

$466,797

$3,435,508,658

Rights/Warrants

—

—

561

561

Short-Term

Investments

:

Repurchase

agreement

—

19,763,000

—

19,763,000

Treasury

debt

—

2,996,947

—

2,996,947

Investments

purchased

with

collateral

from

securities

lending

159,723,677

—

—

159,723,677

Investments

in

Derivatives

:

Futures

contracts*

1,353,640

—

—

1,353,640

Total

$3,596,119,178

$22,759,947

$467,358

$3,619,346,483

1

1

1

1

1

Emerging

Markets

Equity

Index

Long-Term

Investments

:

Corporate

bonds

$—

$19,698

$—

$19,698

Common

stocks

679,311,731

5,203,038,173

7,713,986

5,890,063,890

Short-Term

Investments

:

Government

agency

debt

—

10,042,207

—

10,042,207

Repurchase

agreement

—

54,908,000

—

54,908,000

Treasury

debt

—

4,994,912

—

4,994,912

Investments

purchased

with

collateral

from

securities

lending

30,631,868

—

—

30,631,868

Investments

in

Derivatives

:

Futures

contracts*

829,062

—

—

829,062

Total

$710,772,661

$5,273,002,990

$7,713,986

$5,991,489,637

1

1

1

1

1

International

Equity

Index

Long-Term

Investments

:

Common

stocks

$133,651,496

$21,874,566,280

$—

$22,008,217,776

Short-Term

Investments

:

Government

agency

debt

—

86,952,566

—

86,952,566

Repurchase

agreement

—

55,760,000

—

55,760,000

Treasury

debt

—

59,925,817

—

59,925,817

Investments

purchased

with

collateral

from

securities

lending

59,286,665

—

—

59,286,665

Investments

in

Derivatives

:

Futures

contracts*

4,013,926

—

—

4,013,926

Total

$196,952,087

$22,077,204,663

$—

$22,274,156,750

1

1

1

1

1

Emerging

Markets

Debt

Long-Term

Investments

:

Bank

loan

obligations

$—

$1,798,977

$—

$1,798,977

Corporate

bonds

—

211,862,531

604,251

212,466,782

Government

bonds

—

224,127,428

—

224,127,428

Structured

assets

—

—

2,541,120

2,541,120

Common

stocks

3,687,635

679,635

—

4,367,270

Short-Term

Investments

:

Repurchase

agreement

—

16,525,000

—

18,638,000

Treasury

debt

—

4,293,808

—

4,293,808

Investments

purchased

with

collateral

from

securities

lending

16,263,576

—

—

16,263,576

Investments

in

Derivatives

:

Forward

foreign

currency

contracts*

—

28,470

—

28,470

Total

$19,951,211

$459,315,849

$3,145,371

$484,525,431

1

1

1

1

1

International

Bond

Long-Term

Investments

:

Bank

loan

obligations

$—

$1,146,975

$—

$1,146,975

Corporate

bonds

—

74,187,190

747,613

74,934,803

Government

bonds

—

271,463,910

112,692

271,576,602

Structured

assets

—

21,823,054

—

21,823,054

Short-Term

Investments

:

Commercial

paper

—

9,696,148

—

9,696,148

Government

agency

debt

—

804,363

—

804,363

Repurchase

agreement

—

4,155,000

—

4,155,000

Treasury

debt

—

1,997,965

—

1,997,965

Investments

purchased

with

collateral

from

securities

lending

37,293

—

—

37,293

Investments

in

Derivatives

:

Forward

foreign

currency

contracts*

—

1,279,187

—

1,279,187

Total

$37,293

$386,553,792

$860,305

$387,451,390

1

1

1

1

1

*

Represents

net

unrealized

appreciation

(depreciation).

Notes

to

Portfolio

of

Investments

(Unaudited)

(continued)

276

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

July

31,

2023

:

*

Single

source

broker

quote.

Fund

Investments

Emerging

Markets

Debt

Balance

as

of

October

31,

2022

$10,780,015

Purchases

200,726

Sales

(3,076,263)

Gains

(losses)

(4,476,998)

Change

in

unrealized

appreciation

(depreciation)

8,676,073

Transfers

out

of

Level

3

(8,958,182)

Balance

as

of

July

31,

2023

$3,145,371

Fund

Fair

value

Valuation

technique

Unobservable

input

Range

(weighted

average)

Emerging

Markets

Debt

Corporate

bonds

$604,251

Broker

quote

*

Structured

assets

2,541,120

Broker

quote

*

Total

$3,145,371

A12448-C

(9/23)