Portfolio
of
Investments
(Unaudited)
Stock
Index
Account
March
31,
2023
1
SHARES
COMPANY
VALUE
(000)
COMMON
STOCKS
-
99.2%
AUTOMOBILES
&
COMPONENTS
-
1.9%
2,741
*
Adient
plc
$
112
2,617
*
American
Axle
&
Manufacturing
Holdings,
Inc
21
7,410
*
Aptiv
plc
831
6,230
BorgWarner,
Inc
306
2,224
*,e
Canoo,
Inc
2
5,376
*,e
Cenntro
Electric
Group
Ltd
3
4,034
Dana
Inc
61
653
*
Dorman
Products,
Inc
56
4,705
*,e
Fisker,
Inc
29
107,335
Ford
Motor
Co
1,352
1,312
*
Fox
Factory
Holding
Corp
159
38,777
General
Motors
Co
1,422
6,435
Gentex
Corp
180
1,006
*
Gentherm,
Inc
61
7,162
*
Goodyear
Tire
&
Rubber
Co
79
3,241
Harley-Davidson,
Inc
123
767
LCI
Industries,
Inc
84
1,526
Lear
Corp
213
3,298
*,e
Lordstown
Motors
Corp
2
14,895
*,e
Lucid
Group,
Inc
120
6,477
*,e
Luminar
Technologies,
Inc
42
1,945
*
Modine
Manufacturing
Co
45
670
*
Motorcar
Parts
of
America,
Inc
5
454
Patrick
Industries,
Inc
31
7,090
*,e
QuantumScape
Corp
58
14,419
*,e
Rivian
Automotive,
Inc
223
1,333
*,e
Solid
Power,
Inc
4
843
Standard
Motor
Products,
Inc
31
1,055
*
Stoneridge,
Inc
20
70,924
*
Tesla,
Inc
14,714
1,549
Thor
Industries,
Inc
123
759
*
Visteon
Corp
119
1,048
Winnebago
Industries,
Inc
61
3,711
*,e
Workhorse
Group,
Inc
5
518
*
XPEL,
Inc
35
TOTAL
AUTOMOBILES
&
COMPONENTS
20,732
BANKS
-
3.4%
625
1st
Source
Corp
27
667
Amerant
Bancorp
Inc
15
374
American
National
Bankshares,
Inc
12
2,080
Ameris
Bancorp
76
463
Arrow
Financial
Corp
12
2,827
Associated
Banc-Corp
51
1,886
Atlantic
Union
Bankshares
Corp
66
2,090
*
Axos
Financial,
Inc
77
1,598
Banc
of
California,
Inc
20
292
Bancfirst
Corp
24
178
e
Bank
First
Corp
13
192,768
Bank
of
America
Corp
5,513
1,195
Bank
of
Hawaii
Corp
62
468
Bank
of
Marin
Bancorp
10
548
Bank
of
NT
Butterfield
&
Son
Ltd
15
3,528
Bank
OZK
121
2,872
BankUnited
65
887
Banner
Corp
48
622
Bar
Harbor
Bankshares
16
1,245
Berkshire
Hills
Bancorp,
Inc
31
Stock
Index
Account
March
31,
2023
2
Portfolio
of
Investments
(Unaudited)
(continued)
SHARES
COMPANY
VALUE
(000)
383
*
Blue
Foundry
Bancorp
$
4
1,053
BOK
Financial
Corp
89
882
*
Bridgewater
Bancshares,
Inc
10
740
Brookline
Bancorp,
Inc
8
313
Business
First
Bancshares,
Inc
5
241
Byline
Bancorp,
Inc
5
5,850
Cadence
BanCorp
121
135
Cambridge
Bancorp
9
613
Camden
National
Corp
22
447
Capital
City
Bank
Group,
Inc
13
2,335
Capitol
Federal
Financial
16
314
Capstar
Financial
Holdings,
Inc
5
550
*
Carter
Bankshares,
Inc
8
1,563
Cathay
General
Bancorp
54
1,125
Central
Pacific
Financial
Corp
20
53,261
Citigroup,
Inc
2,497
533
Citizens
&
Northern
Corp
11
13,463
Citizens
Financial
Group,
Inc
409
194
City
Holding
Co
18
377
Civista
Bancshares,
Inc
6
498
CNB
Financial
Corp
10
146
*
Coastal
Financial
Corp
5
5,887
Columbia
Banking
System,
Inc
126
1,738
*
Columbia
Financial,
Inc
32
3,602
Comerica,
Inc
156
3,109
Commerce
Bancshares,
Inc
181
1,646
Community
Bank
System,
Inc
86
651
Community
Trust
Bancorp,
Inc
25
1,146
ConnectOne
Bancorp,
Inc
20
1,466
*
CrossFirst
Bankshares,
Inc
15
1,650
Cullen/Frost
Bankers,
Inc
174
919
*
Customers
Bancorp,
Inc
17
2,723
CVB
Financial
Corp
45
422
Dime
Community
Bancshares,
Inc
10
1,035
Eagle
Bancorp,
Inc
35
4,040
East
West
Bancorp,
Inc
224
4,805
Eastern
Bankshares,
Inc
61
218
Enact
Holdings,
Inc
5
314
Enterprise
Bancorp,
Inc
10
828
Enterprise
Financial
Services
Corp
37
402
Equity
Bancshares,
Inc
10
2,494
Essent
Group
Ltd
100
218
e
Farmers
&
Merchants
Bancorp,
Inc
5
1,013
Farmers
National
Banc
Corp
13
621
FB
Financial
Corp
19
120
Federal
Agricultural
Mortgage
Corp
(FAMC)
16
18,960
Fifth
Third
Bancorp
505
527
Financial
Institutions,
Inc
10
1,088
First
Bancorp
39
6,201
First
Bancorp
71
498
First
Bancorp,
Inc
13
322
First
Bancshares,
Inc
8
603
First
Bank
6
1,476
First
Busey
Corp
30
278
First
Citizens
Bancshares,
Inc
(Class
A)
271
3,678
First
Commonwealth
Financial
Corp
46
680
First
Community
Bancshares,
Inc
17
2,544
First
Financial
Bancorp
55
3,602
First
Financial
Bankshares,
Inc
115
384
First
Financial
Corp
14
1,098
First
Foundation,
Inc
8
Stock
Index
Account
March
31,
2023
3
Portfolio
of
Investments
(Unaudited)
SHARES
COMPANY
VALUE
(000)
3,163
First
Hawaiian,
Inc
$
65
13,278
First
Horizon
National
Corp
236
228
First
Internet
Bancorp
4
2,090
First
Interstate
Bancsystem,
Inc
62
1,580
First
Merchants
Corp
52
380
First
Mid-Illinois
Bancshares,
Inc
10
862
First
of
Long
Island
Corp
12
3,711
e
First
Republic
Bank
52
1,083
Flushing
Financial
Corp
16
8,529
FNB
Corp
99
2,273
Fulton
Financial
Corp
31
903
German
American
Bancorp,
Inc
30
3,414
Glacier
Bancorp,
Inc
143
76
Great
Southern
Bancorp,
Inc
4
302
Guaranty
Bancshares,
Inc
8
2,028
Hancock
Whitney
Corp
74
824
Hanmi
Financial
Corp
15
728
HarborOne
Northeast
Bancorp,
Inc
9
715
HBT
Financial,
Inc
14
953
Heartland
Financial
USA,
Inc
37
1,355
Heritage
Commerce
Corp
11
1,150
Heritage
Financial
Corp
25
2,221
Hilltop
Holdings,
Inc
66
57
Hingham
Institution
for
Savings
13
238
Home
Bancorp,
Inc
8
4,557
Home
Bancshares,
Inc
99
698
HomeStreet,
Inc
13
667
HomeTrust
Bancshares,
Inc
16
2,725
Hope
Bancorp,
Inc
27
1,209
Horizon
Bancorp
13
40,067
Huntington
Bancshares,
Inc
449
1,393
Independent
Bank
Corp
91
863
Independent
Bank
Corp
15
1,089
Independent
Bank
Group,
Inc
51
1,089
International
Bancshares
Corp
47
79,949
JPMorgan
Chase
&
Co
10,418
1,623
Kearny
Financial
Corp
13
25,606
Keycorp
321
1,629
Lakeland
Bancorp,
Inc
26
499
Lakeland
Financial
Corp
31
833
Live
Oak
Bancshares,
Inc
20
4,825
M&T
Bank
Corp
577
1,072
Macatawa
Bank
Corp
11
640
Mercantile
Bank
Corp
20
77
Merchants
Bancorp
2
1,035
Meta
Financial
Group,
Inc
43
229
*
Metropolitan
Bank
Holding
Corp
8
7,150
MGIC
Investment
Corp
96
196
Mid
Penn
Bancorp,
Inc
5
582
Midland
States
Bancorp,
Inc
13
406
MidWestOne
Financial
Group,
Inc
10
1,830
*
Mr
Cooper
Group,
Inc
75
180
MVB
Financial
Corp
4
984
National
Bank
Holdings
Corp
33
521
NBT
Bancorp,
Inc
18
16,631
New
York
Community
Bancorp,
Inc
150
394
*
Nicolet
Bankshares,
Inc
25
2,265
*
NMI
Holdings,
Inc
51
1,643
Northfield
Bancorp,
Inc
19
2,083
Northwest
Bancshares,
Inc
25
1,583
OceanFirst
Financial
Corp
29
Stock
Index
Account
March
31,
2023
4
Portfolio
of
Investments
(Unaudited)
(continued)
SHARES
COMPANY
VALUE
(000)
811
OFG
Bancorp
$
20
7,277
Old
National
Bancorp
105
1,237
Old
Second
Bancorp,
Inc
17
568
Origin
Bancorp,
Inc
18
297
Orrstown
Financial
Services,
Inc
6
2,232
Pacific
Premier
Bancorp,
Inc
54
3,679
PacWest
Bancorp
36
529
Park
National
Corp
63
642
Peapack
Gladstone
Financial
Corp
19
750
PennyMac
Financial
Services,
Inc
45
868
Peoples
Bancorp,
Inc
22
333
Peoples
Financial
Services
Corp
14
2,403
Pinnacle
Financial
Partners,
Inc
133
11,173
PNC
Financial
Services
Group,
Inc
1,420
2,126
Popular,
Inc
122
510
Preferred
Bank
28
446
Premier
Financial
Corp
9
454
Primis
Financial
Corp
4
2,597
Prosperity
Bancshares,
Inc
160
339
Provident
Bancorp
Inc
2
1,243
Provident
Financial
Services,
Inc
24
472
QCR
Holdings,
Inc
21
4,226
Radian
Group,
Inc
93
475
RBB
Bancorp
7
192
Red
River
Bancshares
Inc
9
25,518
Regions
Financial
Corp
474
1,629
Renasant
Corp
50
364
Republic
Bancorp,
Inc
(Class
A)
15
1,873
*,e
Republic
First
Bancorp,
Inc
3
3,914
*,e
Rocket
Cos,
Inc
35
812
S&T
Bancorp,
Inc
26
1,200
Sandy
Spring
Bancorp,
Inc
31
1,542
Seacoast
Banking
Corp
of
Florida
37
1,315
ServisFirst
Bancshares,
Inc
72
370
Sierra
Bancorp
6
2,996
Simmons
First
National
Corp
(Class
A)
52
275
SmartFinancial,
Inc
6
2,353
South
State
Corp
168
228
*
Southern
First
Bancshares,
Inc
7
231
Southern
Missouri
Bancorp,
Inc
9
1,068
Southside
Bancshares,
Inc
35
1,283
Stellar
Bancorp,
Inc
32
922
Stock
Yards
Bancorp,
Inc
51
394
Summit
Financial
Group,
Inc
8
4,436
Synovus
Financial
Corp
137
1,428
*
Texas
Capital
Bancshares,
Inc
70
2,205
TFS
Financial
Corp
28
1,514
*
The
Bancorp,
Inc
42
131
Tompkins
Financial
Corp
9
1,266
Towne
Bank
34
422
Trico
Bancshares
18
657
Triumph
Bancorp,
Inc
38
37,585
Truist
Financial
Corp
1,282
671
TrustCo
Bank
Corp
NY
21
2,619
Trustmark
Corp
65
1,098
UMB
Financial
Corp
63
3,991
United
Bankshares,
Inc
141
2,960
United
Community
Banks,
Inc
83
1,012
Univest
Financial
Corp
24
37,753
US
Bancorp
1,361
2,181
UWM
Holdings
Corp
11
Stock
Index
Account
March
31,
2023
5
Portfolio
of
Investments
(Unaudited)
SHARES
COMPANY
VALUE
(000)
9,879
Valley
National
Bancorp
$
91
1,101
Veritex
Holdings,
Inc
20
771
Walker
&
Dunlop,
Inc
59
1,239
Washington
Federal,
Inc
37
581
Washington
Trust
Bancorp,
Inc
20
1,032
Waterstone
Financial,
Inc
16
5,310
Webster
Financial
Corp
209
105,206
Wells
Fargo
&
Co
3,933
720
WesBanco,
Inc
22
597
West
Bancorporation,
Inc
11
1,024
Westamerica
Bancorporation
45
3,061
Western
Alliance
Bancorp
109
1,577
Wintrust
Financial
Corp
115
2,294
WSFS
Financial
Corp
86
4,615
Zions
Bancorporation
138
TOTAL
BANKS
38,115
CAPITAL
GOODS
-
6.4%
15,288
3M
Co
1,607
3,495
A.O.
Smith
Corp
242
1,275
Aaon,
Inc
123
981
*
AAR
Corp
53
928
Acuity
Brands,
Inc
170
1,712
Advanced
Drainage
Systems,
Inc
144
3,710
Aecom
Technology
Corp
313
1,972
*
Aerojet
Rocketdyne
Holdings,
Inc
111
721
*
Aerovironment,
Inc
66
1,773
AGCO
Corp
240
2,509
Air
Lease
Corp
99
374
Alamo
Group,
Inc
69
1,111
Albany
International
Corp
(Class
A)
99
2,509
Allegion
plc
268
307
Allied
Motion
Technologies,
Inc
12
2,241
Allison
Transmission
Holdings,
Inc
101
909
*
Ameresco,
Inc
45
568
*
American
Woodmark
Corp
30
6,201
Ametek,
Inc
901
5,093
*
API
Group
Corp
114
449
Apogee
Enterprises,
Inc
19
1,237
Applied
Industrial
Technologies,
Inc
176
3,399
*
Archer
Aviation,
Inc
10
1,220
Arcosa,
Inc
77
555
Argan,
Inc
22
1,331
Armstrong
World
Industries,
Inc
95
4,146
*
Array
Technologies,
Inc
91
823
Astec
Industries,
Inc
34
3,983
*
Astra
Space,
Inc
2
810
*
Astronics
Corp
11
931
*
Atkore
International
Group,
Inc
131
1,836
*
Axon
Enterprise,
Inc
413
2,980
*
AZEK
Co,
Inc
70
922
AZZ,
Inc
38
1,516
*
Babcock
&
Wilcox
Enterprises,
Inc
9
1,344
Barnes
Group,
Inc
54
1,298
*
Beacon
Roofing
Supply,
Inc
76
1,095
*,e
Blink
Charging
Co
9
4,522
*
Bloom
Energy
Corp
90
278
*
Blue
Bird
Corp
6
224
*
BlueLinx
Holdings,
Inc
15
15,201
*
Boeing
Co
3,229
937
Boise
Cascade
Co
59
Stock
Index
Account
March
31,
2023
6
Portfolio
of
Investments
(Unaudited)
(continued)
SHARES
COMPANY
VALUE
(000)
534
Brookfield
Business
Corp
$
11
4,147
*
Builders
FirstSource,
Inc
368
2,196
BWX
Technologies,
Inc
138
383
Cadre
Holdings,
Inc
8
883
Caesarstone
Sdot-Yam
Ltd
4
1,290
Carlisle
Cos,
Inc
292
22,965
Carrier
Global
Corp
1,051
14,310
Caterpillar,
Inc
3,275
6,837
*,e
ChargePoint
Holdings,
Inc
72
1,052
*
Chart
Industries,
Inc
132
647
*
CIRCOR
International,
Inc
20
840
Columbus
McKinnon
Corp
31
929
Comfort
Systems
USA,
Inc
136
714
*
Construction
Partners
Inc
19
1,391
*
Core
&
Main,
Inc
32
1,416
Crane
Holdings
Co
161
302
CSW
Industrials,
Inc
42
3,896
Cummins,
Inc
931
965
Curtiss-Wright
Corp
170
1,008
*
Custom
Truck
One
Source,
Inc
7
2,190
*,e
Decarbonization
Plus
Acquisition
Corp
2
7,493
Deere
&
Co
3,094
8,259
*,e
Desktop
Metal,
Inc
19
3,335
Donaldson
Co,
Inc
218
932
Douglas
Dynamics,
Inc
30
3,894
Dover
Corp
592
290
*
Ducommun,
Inc
16
567
*
DXP
Enterprises,
Inc
15
561
*
Dycom
Industries,
Inc
52
11,011
Eaton
Corp
1,887
1,343
EMCOR
Group,
Inc
218
15,757
Emerson
Electric
Co
1,373
365
Encore
Wire
Corp
68
1,368
*
Energy
Recovery,
Inc
31
585
*,e
Energy
Vault
Holdings,
Inc
1
2,301
Enerpac
Tool
Group
Corp
59
1,385
EnerSys
120
2,981
*
Enovix
Corp
44
479
EnPro
Industries,
Inc
50
1,154
Esab
Corp
68
605
ESCO
Technologies,
Inc
58
2,241
*,e
ESS
Tech,
Inc
3
3,291
*
Evoqua
Water
Technologies
Corp
164
15,402
Fastenal
Co
831
1,459
Federal
Signal
Corp
79
3,453
Flowserve
Corp
117
786
*,e
Fluence
Energy,
Inc
16
4,273
*
Fluor
Corp
132
9,576
Fortive
Corp
653
3,497
Fortune
Brands
Home
&
Security,
Inc
205
1,207
Franklin
Electric
Co,
Inc
114
1,160
*,e
FTC
Solar,
Inc
3
5,461
*,e
FuelCell
Energy,
Inc
16
1,874
*
Gates
Industrial
Corp
plc
26
863
GATX
Corp
95
1,779
*
Generac
Holdings,
Inc
192
6,718
General
Dynamics
Corp
1,533
29,844
General
Electric
Co
2,853
1,066
*
Gibraltar
Industries,
Inc
52
461
Global
Industrial
Co
12
922
*
GMS,
Inc
53
Stock
Index
Account
March
31,
2023
7
Portfolio
of
Investments
(Unaudited)
SHARES
COMPANY
VALUE
(000)
678
Gorman-Rupp
Co
$
17
4,344
Graco,
Inc
317
5,120
GrafTech
International
Ltd
25
945
Granite
Construction,
Inc
39
2,253
*
Great
Lakes
Dredge
&
Dock
Corp
12
718
Greenbrier
Cos,
Inc
23
1,120
Griffon
Corp
36
684
H&E
Equipment
Services,
Inc
30
1,521
*
Hayward
Holdings,
Inc
18
1,082
HEICO
Corp
185
2,011
HEICO
Corp
(Class
A)
273
922
Helios
Technologies,
Inc
60
787
Herc
Holdings,
Inc
90
2,098
Hexcel
Corp
143
1,992
Hillenbrand,
Inc
95
3,242
*
Hillman
Solutions
Corp
27
18,491
Honeywell
International,
Inc
3,534
10,453
Howmet
Aerospace,
Inc
443
1,400
Hubbell,
Inc
341
1,076
*
Hudson
Technologies,
Inc
9
1,040
Huntington
Ingalls
215
1,014
*
Hydrofarm
Holdings
Group,
Inc
2
3,375
*,e
Hyliion
Holdings
Corp
7
404
Hyster-Yale
Materials
Handling,
Inc
20
2,110
IDEX
Corp
487
298
*
IES
Holdings,
Inc
13
8,329
Illinois
Tool
Works,
Inc
2,028
10,828
Ingersoll
Rand,
Inc
630
716
Insteel
Industries,
Inc
20
2,255
ITT,
Inc
195
1,876
*
Janus
International
Group,
Inc
18
2,384
*
JELD-WEN
Holding,
Inc
30
972
John
Bean
Technologies
Corp
106
19,216
Johnson
Controls
International
plc
1,157
242
Kadant,
Inc
50
1,040
Kaman
Corp
24
2,961
Kennametal,
Inc
82
3,783
*
Kratos
Defense
&
Security
Solutions,
Inc
51
5,345
L3Harris
Technologies,
Inc
1,049
246
*
Lawson
Products,
Inc
11
906
Lennox
International,
Inc
228
1,331
Lincoln
Electric
Holdings,
Inc
225
220
Lindsay
Corp
33
6,291
Lockheed
Martin
Corp
2,974
800
Luxfer
Holdings
plc
13
1,198
*
Manitowoc
Co,
Inc
20
2,660
*
Markforged
Holding
Corp
3
6,458
Masco
Corp
321
353
*
Masonite
International
Corp
32
1,677
*
Mastec,
Inc
158
3,497
*
Masterbrand,
Inc
28
2,076
Maxar
Technologies,
Inc
106
687
McGrath
RentCorp
64
5,356
MDU
Resources
Group,
Inc
163
1,473
*
Mercury
Systems,
Inc
75
4,622
*
Microvast
Holdings,
Inc
6
1,405
*
Middleby
Corp
206
446
Miller
Industries,
Inc
16
441
Moog,
Inc
(Class
A)
44
2,142
*
MRC
Global,
Inc
21
950
MSC
Industrial
Direct
Co
(Class
A)
80
Stock
Index
Account
March
31,
2023
8
Portfolio
of
Investments
(Unaudited)
(continued)
SHARES
COMPANY
VALUE
(000)
1,274
Mueller
Industries,
Inc
$
94
4,045
Mueller
Water
Products,
Inc
(Class
A)
56
639
*
MYR
Group,
Inc
80
206
National
Presto
Industries,
Inc
15
793
*
NEXTracker,
Inc
29
8,104
*,e
Nikola
Corp
10
1,561
Nordson
Corp
347
3,979
Northrop
Grumman
Corp
1,837
371
*
Northwest
Pipe
Co
12
3,443
*
NOW,
Inc
38
291
*
NV5
Global
Inc
30
4,516
nVent
Electric
plc
194
117
Omega
Flex,
Inc
13
2,055
Oshkosh
Corp
171
11,323
Otis
Worldwide
Corp
956
2,390
Owens
Corning,
Inc
229
13,737
PACCAR,
Inc
1,006
766
Park
Aerospace
Corp
10
3,543
Parker-Hannifin
Corp
1,191
502
*
Parsons
Corp
22
4,695
Pentair
plc
259
1,847
*
PGT
Innovations,
Inc
46
13,876
*,e
Plug
Power,
Inc
163
416
Powell
Industries,
Inc
18
96
Preformed
Line
Products
Co
12
1,452
Primoris
Services
Corp
36
784
*
Proto
Labs,
Inc
26
905
Quanex
Building
Products
Corp
19
4,035
Quanta
Services,
Inc
672
40,548
Raytheon
Technologies
Corp
3,971
823
*
RBC
Bearings,
Inc
191
1,884
Regal-Beloit
Corp
265
4,524
*
Resideo
Technologies,
Inc
83
432
REV
Group,
Inc
5
6,127
*,e
Rocket
Lab
USA,
Inc
25
3,150
Rockwell
Automation,
Inc
924
878
Rush
Enterprises,
Inc
(Class
A)
48
385
Rush
Enterprises,
Inc
(Class
B)
23
1,976
*
Sarcos
Technology
and
Robotics
Corp
1
4,273
Sensata
Technologies
Holding
plc
214
4,388
*
Shoals
Technologies
Group,
Inc
100
1,169
Shyft
Group,
Inc
27
1,204
Simpson
Manufacturing
Co,
Inc
132
1,315
*
SiteOne
Landscape
Supply,
Inc
180
1,357
Snap-On,
Inc
335
3,290
Spirit
Aerosystems
Holdings,
Inc
(Class
A)
114
1,497
*
SPX
Technologies,
Inc
106
472
Standex
International
Corp
58
4,204
Stanley
Black
&
Decker,
Inc
339
4,021
*,e
Stem,
Inc
23
1,004
*
Sterling
Construction
Co,
Inc
38
5,997
*
Sunrun,
Inc
121
647
Tennant
Co
44
1,674
Terex
Corp
81
1,109
Textainer
Group
Holdings
Ltd
36
5,699
Textron,
Inc
402
853
*
Thermon
Group
Holdings
21
1,628
Timken
Co
133
1,266
*
Titan
International,
Inc
13
491
*
Titan
Machinery,
Inc
15
2,967
Toro
Co
330
Stock
Index
Account
March
31,
2023
9
Portfolio
of
Investments
(Unaudited)
SHARES
COMPANY
VALUE
(000)
927
*
TPI
Composites,
Inc
$
12
6,290
Trane
Technologies
plc
1,157
100
*
Transcat
Inc
9
1,406
TransDigm
Group,
Inc
1,036
2,846
*
Trex
Co,
Inc
138
2,047
Trinity
Industries,
Inc
50
1,236
Triton
International
Ltd
78
1,451
*
Triumph
Group,
Inc
17
1,399
*
Tutor
Perini
Corp
9
1,356
UFP
Industries,
Inc
108
1,891
United
Rentals,
Inc
748
4,192
*
Univar
Solutions
Inc
147
582
Valmont
Industries,
Inc
186
455
*
Vectrus,
Inc
18
419
Veritiv
Corp
57
8,077
Vertiv
Holdings
Co
116
649
*
Vicor
Corp
30
3,837
*,e
View,
Inc
2
6,356
*,e
Virgin
Galactic
Holdings,
Inc
26
1,270
W.W.
Grainger,
Inc
875
1,281
Wabash
National
Corp
31
901
Watsco,
Inc
287
645
Watts
Water
Technologies,
Inc
(Class
A)
109
1,330
WESCO
International,
Inc
205
4,827
Westinghouse
Air
Brake
Technologies
Corp
488
5,681
*
WillScot
Mobile
Mini
Holdings
Corp
266
1,753
Woodward
Inc
171
5,094
Xylem,
Inc
533
3,642
Zurn
Water
Solutions
Corp
78
TOTAL
CAPITAL
GOODS
71,311
COMMERCIAL
&
PROFESSIONAL
SERVICES
-
1.2%
2,170
ABM
Industries,
Inc
98
3,257
ACCO
Brands
Corp
17
2,888
*
ACV
Auctions,
Inc
37
8,912
*
Alight,
Inc
82
452
Aris
Water
Solution,
Inc
4
1,481
*
ASGN
Inc
122
274
Barrett
Business
Services,
Inc
24
3,702
Booz
Allen
Hamilton
Holding
Co
343
1,283
Brady
Corp
(Class
A)
69
511
*
BrightView
Holdings,
Inc
3
1,108
Brink's
Co
74
678
*
CACI
International,
Inc
(Class
A)
201
1,375
*
Casella
Waste
Systems,
Inc
(Class
A)
114
1,147
*
CBIZ,
Inc
57
600
*
Cimpress
plc
26
2,330
Cintas
Corp
1,078
13,091
*
Clarivate
Analytics
plc
123
1,537
*
Clean
Harbors,
Inc
219
11,340
*
Copart,
Inc
853
3,089
*
CoreCivic,
Inc
28
11,049
*
CoStar
Group,
Inc
761
260
CRA
International,
Inc
28
1,062
Deluxe
Corp
17
1,159
*
Driven
Brands
Holdings,
Inc
35
6,346
Dun
&
Bradstreet
Holdings,
Inc
75
1,051
Ennis,
Inc
22
3,313
Equifax,
Inc
672
1,272
Exponent,
Inc
127
972
*
First
Advantage
Corp
14
Stock
Index
Account
March
31,
2023
10
Portfolio
of
Investments
(Unaudited)
(continued)
SHARES
COMPANY
VALUE
(000)
381
*
Forrester
Research,
Inc
$
12
419
*
Franklin
Covey
Co
16
902
*
FTI
Consulting,
Inc
178
3,108
*
Geo
Group,
Inc
25
2,590
*
Harsco
Corp
18
2,398
Healthcare
Services
Group
33
711
Heidrick
&
Struggles
International,
Inc
22
555
*
Heritage-Crystal
Clean,
Inc
20
2,407
Herman
Miller,
Inc
49
392
*
HireRight
Holdings
Corp
4
1,526
HNI
Corp
42
669
*
Huron
Consulting
Group,
Inc
54
637
ICF
International,
Inc
70
975
Insperity,
Inc
119
1,293
Interface,
Inc
10
3,496
Jacobs
Solutions,
Inc
411
3,912
*
KAR
Auction
Services,
Inc
54
4,068
KBR,
Inc
224
1,192
Kelly
Services,
Inc
(Class
A)
20
681
Kforce,
Inc
43
1,392
Kimball
International,
Inc
(Class
B)
17
1,748
Korn/Ferry
International
90
2,559
*
Legalzoom.com,
Inc
24
3,664
Leidos
Holdings,
Inc
337
3,403
*,e
Li-Cycle
Holdings
Corp
19
1,551
Manpower,
Inc
128
271
Matthews
International
Corp
(Class
A)
10
640
*
Montrose
Environmental
Group,
Inc
23
877
MSA
Safety,
Inc
117
563
NL
Industries,
Inc
3
5,559
Pitney
Bowes,
Inc
22
3,913
*
Planet
Labs
PBC
15
5,492
Republic
Services,
Inc
743
1,107
Resources
Connection,
Inc
19
2,070
Ritchie
Bros
Auctioneers,
Inc
117
3,044
Robert
Half
International,
Inc
245
6,805
Rollins,
Inc
255
1,668
Science
Applications
International
Corp
179
1,592
*,e
Skillsoft
Corp
3
672
*
SP
Plus
Corp
23
3,221
*
Spire
Global,
Inc
2
3,128
Steelcase,
Inc
(Class
A)
26
2,380
*
Stericycle,
Inc
104
422
*
Sterling
Check
Corp
5
1,567
Tetra
Tech,
Inc
230
5,435
TransUnion
338
839
*
TriNet
Group,
Inc
68
720
*
TrueBlue,
Inc
13
503
Unifirst
Corp
89
3,454
*
Upwork,
Inc
39
4,099
Verisk
Analytics,
Inc
786
679
*
Viad
Corp
14
340
VSE
Corp
15
11,267
Waste
Management,
Inc
1,838
279
*
Willdan
Group,
Inc
4
TOTAL
COMMERCIAL
&
PROFESSIONAL
SERVICES
12,707
CONSUMER
DURABLES
&
APPAREL
-
1.2%
821
Acushnet
Holdings
Corp
42
2,624
*
Allbirds,
Inc
3
1,837
*,e
AMMO,
Inc
4
Stock
Index
Account
March
31,
2023
11
Portfolio
of
Investments
(Unaudited)
SHARES
COMPANY
VALUE
(000)
1,140
*
Beazer
Homes
USA,
Inc
$
18
1,841
Brunswick
Corp
151
3,596
*
Callaway
Golf
Co
78
2,937
*
Capri
Holdings
Ltd
138
1,022
Carter's,
Inc
74
237
*
Cavco
Industries,
Inc
75
629
Century
Communities,
Inc
40
729
Clarus
Corp
7
905
Columbia
Sportswear
Co
82
1,521
*
Crocs,
Inc
192
743
*
Deckers
Outdoor
Corp
334
8,880
DR
Horton,
Inc
867
1,525
Ermenegildo
Zegna
Holditalia
S.p.A
21
958
Ethan
Allen
Interiors,
Inc
26
1,713
*
Fossil
Group,
Inc
5
3,952
*
Garmin
Ltd
399
1,295
*
G-III
Apparel
Group
Ltd
20
4,066
*
GoPro,
Inc
20
992
*
Green
Brick
Partners,
Inc
35
8,742
Hanesbrands,
Inc
46
3,755
Hasbro,
Inc
202
712
*
Helen
of
Troy
Ltd
68
148
*
Hovnanian
Enterprises,
Inc
10
608
Installed
Building
Products,
Inc
69
883
*
iRobot
Corp
39
232
Johnson
Outdoors,
Inc
15
1,408
KB
Home
57
1,320
Kontoor
Brands,
Inc
64
412
*
Latham
Group,
Inc
1
935
La-Z-Boy,
Inc
27
4,140
Leggett
&
Platt,
Inc
132
7,118
Lennar
Corp
(Class
A)
748
349
Lennar
Corp
(Class
B)
31
624
*
LGI
Homes,
Inc
71
362
Lifetime
Brands,
Inc
2
336
*
Lovesac
Co
10
3,076
*
Lululemon
Athletica,
Inc
1,120
561
*
M/I
Homes,
Inc
35
688
*
Malibu
Boats,
Inc
39
441
Marine
Products
Corp
6
673
*
MasterCraft
Boat
Holdings,
Inc
20
8,884
*
Mattel,
Inc
164
1,166
MDC
Holdings,
Inc
45
893
Meritage
Homes
Corp
104
1,499
*
Mohawk
Industries,
Inc
150
638
Movado
Group,
Inc
18
10,479
Newell
Brands
Inc
130
33,153
Nike,
Inc
(Class
B)
4,066
84
*
NVR,
Inc
468
274
Oxford
Industries,
Inc
29
8,335
*
Peloton
Interactive,
Inc
95
533
*,e
PLBY
Group,
Inc
1
1,625
Polaris
Inc
180
6,384
Pulte
Homes,
Inc
372
1,386
*,e
Purple
Innovation,
Inc
4
2,029
PVH
Corp
181
1,110
Ralph
Lauren
Corp
130
110
Rocky
Brands,
Inc
3
3,296
*
Skechers
U.S.A.,
Inc
(Class
A)
157
1,408
*
Skyline
Champion
Corp
106
1,649
Smith
&
Wesson
Brands,
Inc
20
Stock
Index
Account
March
31,
2023
12
Portfolio
of
Investments
(Unaudited)
(continued)
SHARES
COMPANY
VALUE
(000)
3,687
*
Sonos,
Inc
$
72
1,625
Steven
Madden
Ltd
59
311
Sturm
Ruger
&
Co,
Inc
18
295
Superior
Uniform
Group,
Inc
2
7,055
Tapestry,
Inc
304
2,049
*
Taylor
Morrison
Home
Corp
78
5,156
Tempur
Sealy
International,
Inc
204
2,789
Toll
Brothers,
Inc
167
918
*
TopBuild
Corp
191
2,384
*
TRI
Pointe
Homes,
Inc
60
1,520
*
Tupperware
Brands
Corp
4
5,744
*
Under
Armour,
Inc
(Class
A)
55
5,391
*
Under
Armour,
Inc
(Class
C)
46
700
*
Unifi,
Inc
6
428
*
Universal
Electronics,
Inc
4
9,697
VF
Corp
222
4,902
*
Vinco
Ventures,
Inc
2
997
*
Vista
Outdoor,
Inc
28
1,629
*
Vizio
Holding
Corp
15
1,740
*
Vuzix
Corp
7
1,386
Whirlpool
Corp
183
2,662
Wolverine
World
Wide,
Inc
45
2,480
*
YETI
Holdings,
Inc
99
TOTAL
CONSUMER
DURABLES
&
APPAREL
13,737
CONSUMER
SERVICES
-
2.4%
1,998
*
2U,
Inc
14
1,229
*
Accel
Entertainment,
Inc
11
4,141
ADT,
Inc
30
1,340
*
Adtalem
Global
Education,
Inc
52
10,418
*
Airbnb,
Inc
1,296
675
*
American
Public
Education,
Inc
4
6,092
ARAMARK
Holdings
Corp
218
925
*
Bally's
Corp
18
3,453
*
Beachbody
Co,
Inc
2
39
*
Biglari
Holdings,
Inc
(B
Shares)
7
817
*
BJ's
Restaurants,
Inc
24
2,235
Bloomin'
Brands,
Inc
57
476
Bluegreen
Vacations
Holding
Corp
13
1,061
*
Booking
Holdings,
Inc
2,814
590
*
Bowlero
Corp
10
1,802
Boyd
Gaming
Corp
116
1,598
*
Bright
Horizons
Family
Solutions
123
1,545
*
Brinker
International,
Inc
59
5,983
*
Caesars
Entertainment,
Inc
292
25,476
*,e
Carnival
Corp
259
318
Carriage
Services,
Inc
10
761
*
Century
Casinos,
Inc
6
1,085
e
Cheesecake
Factory
38
3,631
*
Chegg,
Inc
59
751
*
Chipotle
Mexican
Grill,
Inc
(Class
A)
1,283
891
Choice
Hotels
International,
Inc
104
1,073
Churchill
Downs,
Inc
276
427
*
Chuy's
Holdings,
Inc
15
2,931
*
Coursera,
Inc
34
711
e
Cracker
Barrel
Old
Country
Store,
Inc
81
3,364
Darden
Restaurants,
Inc
522
1,228
*
Dave
&
Buster's
Entertainment,
Inc
45
1,296
*
Denny's
Corp
14
458
Dine
Brands
Global
Inc.
31
1,040
Domino's
Pizza,
Inc
343
Stock
Index
Account
March
31,
2023
13
Portfolio
of
Investments
(Unaudited)
SHARES
COMPANY
VALUE
(000)
9,124
*
DraftKings,
Inc
$
177
651
*
Duolingo,
Inc
93
809
El
Pollo
Loco
Holdings,
Inc
8
455
European
Wax
Center,
Inc
9
2,472
*
Everi
Holdings,
Inc
42
4,188
*
Expedia
Group,
Inc
406
2,305
*
frontdoor,
Inc
64
870
*
Full
House
Resorts,
Inc
6
412
*
Golden
Entertainment,
Inc
18
63
Graham
Holdings
Co
38
663
*
Grand
Canyon
Education,
Inc
76
4,434
H&R
Block,
Inc
156
2,683
*
Hilton
Grand
Vacations,
Inc
119
7,214
Hilton
Worldwide
Holdings,
Inc
1,016
1,223
*
Hyatt
Hotels
Corp
137
494
*
Inspired
Entertainment,
Inc
6
2,584
International
Game
Technology
plc
69
410
Jack
in
the
Box,
Inc
36
2,068
Krispy
Kreme,
Inc
32
9,535
*
Las
Vegas
Sands
Corp
548
3,222
Laureate
Education,
Inc
38
989
*
Life
Time
Group
Holdings,
Inc
16
608
*,e
Lindblad
Expeditions
Holdings,
Inc
6
7,425
Marriott
International,
Inc
(Class
A)
1,233
914
Marriott
Vacations
Worldwide
Corp
123
20,246
McDonald's
Corp
5,661
9,389
MGM
Resorts
International
417
1,527
*,e
Mister
Car
Wash,
Inc
13
388
Monarch
Casino
&
Resort,
Inc
29
149
*
NEOGAMES
S.A.
2
400
*
Noodles
&
Co
2
11,836
*
Norwegian
Cruise
Line
Holdings
Ltd
159
465
*
ONE
Group
Hospitality,
Inc
4
1,416
*
OneSpaWorld
Holdings
Ltd
17
1,035
Papa
John's
International,
Inc
78
3,518
*
Penn
National
Gaming,
Inc
104
2,656
*
Perdoceo
Education
Corp
36
2,512
*
Planet
Fitness,
Inc
195
417
*
Portillo's,
Inc
9
728
*
PowerSchool
Holdings,
Inc
14
330
RCI
Hospitality
Holdings,
Inc
26
925
Red
Rock
Resorts,
Inc
41
2,290
*
Rover
Group,
Inc
10
5,698
*
Royal
Caribbean
Cruises
Ltd
372
1,353
*
Rush
Street
Interactive,
Inc
4
1,174
Ruth's
Hospitality
Group
Inc
19
2,866
*
Scientific
Games
Corp
(Class
A)
172
1,376
*
SeaWorld
Entertainment,
Inc
84
3,849
Service
Corp
International
265
1,083
*
Shake
Shack,
Inc
60
2,486
*
Six
Flags
Entertainment
Corp
66
31,519
Starbucks
Corp
3,282
673
Strategic
Education,
Inc
60
1,099
*
Stride,
Inc
43
2,381
*
Sweetgreen,
Inc
19
2,056
Texas
Roadhouse,
Inc
(Class
A)
222
1,969
Travel
&
Leisure
Co
77
1,856
*
Udemy,
Inc
16
1,170
Vail
Resorts,
Inc
273
4,018
Wendy's
88
930
Wingstop,
Inc
171
Stock
Index
Account
March
31,
2023
14
Portfolio
of
Investments
(Unaudited)
(continued)
SHARES
COMPANY
VALUE
(000)
1,421
*,e
WW
International
Inc
$
6
2,646
Wyndham
Hotels
&
Resorts,
Inc
180
2,846
*
Wynn
Resorts
Ltd
318
371
*
Xponential
Fitness,
Inc
11
7,541
Yum!
Brands,
Inc
996
TOTAL
CONSUMER
SERVICES
26,373
DIVERSIFIED
FINANCIALS
-
5.1%
974
Affiliated
Managers
Group,
Inc
139
13,354
AGNC
Investment
Corp
135
315
Alerus
Financial
Corp
5
8,828
Ally
Financial,
Inc
225
406
A-Mark
Precious
Metals,
Inc
14
16,501
American
Express
Co
2,722
2,922
Ameriprise
Financial,
Inc
896
12,637
Annaly
Capital
Management,
Inc
241
3,041
Apollo
Commercial
Real
Estate
Finance,
Inc
28
13,271
Apollo
Global
Management,
Inc
838
3,729
e
Arbor
Realty
Trust,
Inc
43
1,014
e
Ares
Commercial
Real
Estate
Corp
9
4,393
Ares
Management
Corp
367
2,063
e
ARMOUR
Residential
REIT,
Inc
11
1,731
Artisan
Partners
Asset
Management,
Inc
55
802
*
Assetmark
Financial
Holdings,
Inc
25
269
Associated
Capital
Group,
Inc
10
603
e
B.
Riley
Financial,
Inc
17
1,284
Banco
Latinoamericano
de
Exportaciones
S.A.
(Class
E)
22
19,924
Bank
of
New
York
Mellon
Corp
905
49,516
*
Berkshire
Hathaway,
Inc
(Class
B)
15,289
8,951
BGC
Partners,
Inc
(Class
A)
47
4,098
BlackRock,
Inc
2,742
4,265
e
Blackstone
Mortgage
Trust,
Inc
76
19,298
Blackstone,
Inc
1,695
1,242
*
Blucora,
Inc
33
11,576
Blue
Owl
Capital,
Inc
128
1,604
Brightsphere
Investment
Group,
Inc
38
3,033
BrightSpire
Capital,
Inc
18
4,897
Broadmark
Realty
Capital,
Inc
23
2,523
*
Cannae
Holdings,
Inc
51
10,397
Capital
One
Financial
Corp
1,000
5,682
Carlyle
Group,
Inc
176
2,995
CBOE
Global
Markets,
Inc
402
41,536
Charles
Schwab
Corp
2,176
5,843
e
Chimera
Investment
Corp
33
2,359
Claros
Mortgage
Trust,
Inc
27
9,925
CME
Group,
Inc
1,901
853
Cohen
&
Steers,
Inc
55
4,422
*
Coinbase
Global,
Inc
299
1,463
e
Compass
Diversified
Trust
28
199
*
Credit
Acceptance
Corp
87
334
Curo
Group
Holdings
Corp
1
118
Diamond
Hill
Investment
Group,
Inc
19
7,366
Discover
Financial
Services
728
1,075
*
Donnelley
Financial
Solutions,
Inc
44
620
Dynex
Capital,
Inc
8
1,030
e
Ellington
Financial
Inc
13
553
*
Encore
Capital
Group,
Inc
28
1,226
*
Enova
International,
Inc
54
9,797
Equitable
Holdings,
Inc
249
904
Evercore
Inc
104
1,988
*
Ezcorp,
Inc
(Class
A)
17
Stock
Index
Account
March
31,
2023
15
Portfolio
of
Investments
(Unaudited)
SHARES
COMPANY
VALUE
(000)
993
Factset
Research
Systems,
Inc
$
412
2,841
Federated
Investors,
Inc
(Class
B)
114
1,192
FirstCash
Holdings,
Inc
114
1,366
*
Focus
Financial
Partners,
Inc
71
2,037
e
Franklin
BSP
Realty
Trust,
Inc
24
8,239
Franklin
Resources,
Inc
222
559
GCM
Grosvenor,
Inc
4
9,004
Goldman
Sachs
Group,
Inc
2,945
1,667
Granite
Point
Mortgage
Trust,
Inc
8
1,775
*
Green
Dot
Corp
30
904
Hamilton
Lane,
Inc
67
2,171
e
Hannon
Armstrong
Sustainable
Infrastructure
Capital,
Inc
62
1,371
Houlihan
Lokey,
Inc
120
2,433
Interactive
Brokers
Group,
Inc
(Class
A)
201
14,891
Intercontinental
Exchange
Group,
Inc
1,553
10,471
Invesco
Ltd
172
645
Invesco
Mortgage
Capital,
Inc
7
2,026
Jackson
Financial,
Inc
76
4,371
Janus
Henderson
Group
plc
116
5,504
Jefferies
Financial
Group,
Inc
175
15,916
KKR
&
Co,
Inc
836
933
KKR
Real
Estate
Finance
Trust,
Inc
11
2,645
Ladder
Capital
Corp
25
2,463
Lazard
Ltd
(Class
A)
82
2,865
*
LendingClub
Corp
21
334
*
LendingTree,
Inc
9
2,200
LPL
Financial
Holdings,
Inc
445
1,069
MarketAxess
Holdings,
Inc
418
2,348
MFA
Financial,
Inc
23
1,603
Moelis
&
Co
62
3,839
*
Moneylion,
Inc
2
4,380
Moody's
Corp
1,340
33,808
Morgan
Stanley
2,968
671
Morningstar,
Inc
136
2,119
MSCI,
Inc
(Class
A)
1,186
9,273
Nasdaq
Inc
507
2,696
Navient
Corp
43
249
Nelnet,
Inc
(Class
A)
23
619
*
NerdWallet,
Inc
10
11,204
New
Residential
Investment
Corp
90
2,274
New
York
Mortgage
Trust,
Inc
23
5,699
Northern
Trust
Corp
502
2,990
OneMain
Holdings,
Inc
111
3,011
*
Open
Lending
Corp
21
448
Oppenheimer
Holdings,
Inc
18
651
e
Orchid
Island
Capital,
Inc
7
2,603
PennyMac
Mortgage
Investment
Trust
32
745
Perella
Weinberg
Partners
7
553
Piper
Jaffray
Cos
77
727
PJT
Partners,
Inc
52
1,565
*
PRA
Group,
Inc
61
1,741
*
PROG
Holdings,
Inc
41
5,107
Raymond
James
Financial,
Inc
476
1,249
e
Ready
Capital
Corp
13
2,761
Redwood
Trust,
Inc
19
383
Regional
Management
Corp
10
15,885
*
Robinhood
Markets,
Inc
154
8,898
S&P
Global,
Inc
3,068
551
Sculptor
Capital
Management,
Inc
5
2,653
SEI
Investments
Co
153
6,060
SLM
Corp
75
Stock
Index
Account
March
31,
2023
16
Portfolio
of
Investments
(Unaudited)
(continued)
SHARES
COMPANY
VALUE
(000)
22,427
*
SoFi
Technologies,
Inc
$
136
7,310
e
Starwood
Property
Trust,
Inc
129
9,972
State
Street
Corp
755
1,257
StepStone
Group,
Inc
31
2,962
Stifel
Financial
Corp
175
601
*
StoneX
Group,
Inc
62
12,719
Synchrony
Financial
370
5,957
T
Rowe
Price
Group,
Inc
673
1,884
TPG
RE
Finance
Trust,
Inc
14
2,955
Tradeweb
Markets,
Inc
233
2,103
Two
Harbors
Investment
Corp
31
2,095
*,e
Upstart
Holdings,
Inc
33
2,593
Virtu
Financial,
Inc
49
255
Virtus
Investment
Partners,
Inc
49
758
Vitesse
Energy,
Inc
14
2,651
Voya
Financial,
Inc
189
4,611
WisdomTree
Investments,
Inc
27
160
*
World
Acceptance
Corp
13
TOTAL
DIVERSIFIED
FINANCIALS
56,934
ENERGY
-
4.6%
684
*,e
Aemetis,
Inc
2
1,963
*
Alto
Ingredients,
Inc
3
394
e
Altus
Midstream
Co
12
1,272
*
Amplify
Energy
Corp
9
9,807
Antero
Midstream
Corp
103
8,344
*
Antero
Resources
Corp
193
8,992
APA
Corp
324
402
Arch
Resources,
Inc
53
3,123
Archrock,
Inc
31
831
Ardmore
Shipping
Corp
12
25,822
Baker
Hughes
Co
745
1,669
Berry
Petroleum
Co
LLC
13
1,978
Bonanza
Creek
Energy,
Inc
135
3,778
*
Borr
Drilling
Ltd
29
510
*
Bristow
Group,
Inc
11
21,497
Cabot
Oil
&
Gas
Corp
528
1,403
Cactus,
Inc
58
2,028
California
Resources
Corp
78
1,322
*
Callon
Petroleum
Co
44
230
*
Centrus
Energy
Corp
7
5,414
ChampionX
Corp
147
6,864
Cheniere
Energy,
Inc
1,082
3,194
Chesapeake
Energy
Corp
243
52,963
Chevron
Corp
8,641
4,074
*
Clean
Energy
Fuels
Corp
18
5,835
*
CNX
Resources
Corp
94
2,351
Comstock
Resources
Inc
25
33,823
ConocoPhillips
3,356
912
CONSOL
Energy,
Inc
53
681
e
Crescent
Energy,
Inc
8
875
CVR
Energy,
Inc
29
1,947
Delek
US
Holdings,
Inc
45
1,483
*
Denbury,
Inc
130
17,802
Devon
Energy
Corp
901
3,794
DHT
Holdings,
Inc
41
3,680
*
Diamond
Offshore
Drilling,
Inc
44
4,977
Diamondback
Energy,
Inc
673
535
*
DMC
Global,
Inc
12
1,083
Dorian
LPG
Ltd
22
1,195
*
Dril-Quip,
Inc
34
Stock
Index
Account
March
31,
2023
17
Portfolio
of
Investments
(Unaudited)
SHARES
COMPANY
VALUE
(000)
2,913
DT
Midstream,
Inc
$
144
1,219
*
Earthstone
Energy,
Inc
16
4,018
*,e
Energy
Fuels,
Inc
22
800
Enviva,
Inc
23
16,158
EOG
Resources,
Inc
1,852
10,320
EQT
Corp
329
12,086
Equitrans
Midstream
Corp
70
428
Excelerate
Energy,
Inc
10
112,932
Exxon
Mobil
Corp
12,384
691
FLEX
LNG
Ltd
23
1,917
*
Frank's
International
NV
35
3,756
Frontline
plc
62
5,829
*,e
Gevo,
Inc
9
2,739
*
Golar
LNG
Ltd
59
1,490
*
Green
Plains
Inc
46
278
*
Gulfport
Energy
Operating
Corp
22
25,715
Halliburton
Co
814
5,378
*
Helix
Energy
Solutions
Group,
Inc
42
2,774
Helmerich
&
Payne,
Inc
99
7,937
Hess
Corp
1,050
3,473
HF
Sinclair
Corp
168
1,167
International
Seaways,
Inc
49
56,038
Kinder
Morgan,
Inc
981
12,210
*
Kosmos
Energy
Ltd
91
458
*
Laredo
Petroleum,
Inc
21
2,009
Liberty
Oilfield
Services,
Inc
26
4,177
Magnolia
Oil
&
Gas
Corp
91
17,870
Marathon
Oil
Corp
428
12,520
Marathon
Petroleum
Corp
1,688
2,911
Matador
Resources
Co
139
3,745
Murphy
Oil
Corp
139
238
*
Nabors
Industries
Ltd
29
639
*
National
Energy
Services
Reunited
Corp
3
1,311
New
Fortress
Energy,
Inc
39
3,366
*
Newpark
Resources,
Inc
13
4,954
*
NexTier
Oilfield
Solutions,
Inc
39
2,188
*
Noble
Corp
plc
86
3,925
Nordic
American
Tankers
Ltd
16
1,684
e
Northern
Oil
and
Gas,
Inc
51
10,664
NOV,
Inc
197
1,043
Oasis
Petroleum,
Inc
140
21,489
Occidental
Petroleum
Corp
1,342
2,352
*
Oceaneering
International,
Inc
41
2,073
*
Oil
States
International,
Inc
17
12,205
ONEOK,
Inc
776
7,048
Ovintiv,
Inc
254
1,291
*
Par
Pacific
Holdings,
Inc
38
5,742
Patterson-UTI
Energy,
Inc
67
2,663
PBF
Energy,
Inc
115
1,983
PDC
Energy,
Inc
127
3,255
*
Peabody
Energy
Corp
83
544
Penn
Virginia
Corp
22
5,026
Permian
Resources
Corp
53
12,845
Phillips
66
1,302
6,436
Pioneer
Natural
Resources
Co
1,315
2,609
*
ProPetro
Holding
Corp
19
7,142
Range
Resources
Corp
189
702
*
Rex
American
Resources
Corp
20
257
Riley
Exploration
Permian,
Inc
10
2,001
*,e
Ring
Energy,
Inc
4
2,256
RPC,
Inc
17
Stock
Index
Account
March
31,
2023
18
Portfolio
of
Investments
(Unaudited)
(continued)
SHARES
COMPANY
VALUE
(000)
792
*
SandRidge
Energy,
Inc
$
11
38,916
Schlumberger
Ltd
1,911
981
Scorpio
Tankers,
Inc
55
1,587
Select
Energy
Services,
Inc
11
2,365
SFL
Corp
Ltd
22
258
*
SilverBow
Resources,
Inc
6
2,011
Sitio
Royalties
Corp
45
2,674
SM
Energy
Co
75
886
Solaris
Oilfield
Infrastructure,
Inc
8
26,298
*
Southwestern
Energy
Co
132
1,668
*
Talos
Energy,
Inc
25
6,202
Targa
Resources
Investments,
Inc
452
560
*
Teekay
Tankers
Ltd
24
14,573
*,e
Tellurian,
Inc
18
3,440
*
Tetra
Technologies,
Inc
9
152
Texas
Pacific
Land
Corp
259
1,174
*
Tidewater,
Inc
52
7,605
*
Uranium
Energy
Corp
22
3,976
*,e
Ur-Energy,
Inc
4
1,949
*
US
Silica
Holdings,
Inc
23
1,428
Vaalco
Energy,
Inc
7
1,772
*
Valaris
Ltd
115
10,696
Valero
Energy
Corp
1,493
1,548
*,e
Vertex
Energy,
Inc
15
3,587
*
W&T
Offshore,
Inc
18
1,897
*
Weatherford
International
Ltd
113
33,907
Williams
Cos,
Inc
1,012
1,789
World
Fuel
Services
Corp
46
TOTAL
ENERGY
51,327
FOOD
&
STAPLES
RETAILING
-
1.4%
6,259
Albertsons
Cos,
Inc
130
1,108
Andersons,
Inc
46
3,420
*
BJ's
Wholesale
Club
Holdings,
Inc
260
959
Casey's
General
Stores,
Inc
208
776
*
Chefs'
Warehouse
Holdings,
Inc
26
12,135
Costco
Wholesale
Corp
6,029
2,474
*
Grocery
Outlet
Holding
Corp
70
1,600
*
HF
Foods
Group
Inc
6
555
Ingles
Markets,
Inc
(Class
A)
49
18,033
Kroger
Co
890
345
Natural
Grocers
by
Vitamin
C
4
4,036
*
Performance
Food
Group
Co
244
820
Pricesmart,
Inc
59
1,730
*,e
Rite
Aid
Corp
4
957
SpartanNash
Co
24
3,412
*
Sprouts
Farmers
Market,
Inc
119
13,771
SYSCO
Corp
1,064
1,636
*
United
Natural
Foods,
Inc
43
5,895
*
US
Foods
Holding
Corp
218
292
Village
Super
Market
(Class
A)
7
20,210
Walgreens
Boots
Alliance,
Inc
699
38,860
Walmart,
Inc
5,730
313
Weis
Markets,
Inc
26
TOTAL
FOOD
&
STAPLES
RETAILING
15,955
FOOD,
BEVERAGE
&
TOBACCO
-
3.3%
4,487
*,e
22nd
Century
Group,
Inc
3
49,291
Altria
Group,
Inc
2,199
15,004
Archer-Daniels-Midland
Co
1,195
1,674
B&G
Foods,
Inc
(Class
A)
26
Stock
Index
Account
March
31,
2023
19
Portfolio
of
Investments
(Unaudited)
SHARES
COMPANY
VALUE
(000)
4,728
*,e
Benson
Hill,
Inc
$
5
1,699
*,e
Beyond
Meat,
Inc
28
285
*
Boston
Beer
Co,
Inc
(Class
A)
94
1,291
Brown-Forman
Corp
(Class
A)
84
4,794
Brown-Forman
Corp
(Class
B)
308
3,814
Bunge
Ltd
364
583
Calavo
Growers,
Inc
17
700
Cal-Maine
Foods,
Inc
43
5,433
Campbell
Soup
Co
299
1,529
*
Celsius
Holdings,
Inc
142
107,079
Coca-Cola
Co
6,642
126
Coca-Cola
Consolidated
Inc
67
13,074
ConAgra
Brands,
Inc
491
4,170
Constellation
Brands,
Inc
(Class
A)
942
4,594
*
Darling
International,
Inc
268
705
*
Duckhorn
Portfolio,
Inc
11
5,653
Flowers
Foods,
Inc
155
1,151
Fresh
Del
Monte
Produce,
Inc
35
1,239
*
Freshpet,
Inc
82
16,250
General
Mills,
Inc
1,389
2,641
*
Hain
Celestial
Group,
Inc
45
4,031
Hershey
Co
1,026
7,844
Hormel
Foods
Corp
313
3,112
*
Hostess
Brands,
Inc
77
1,536
Ingredion,
Inc
156
530
J&J
Snack
Foods
Corp
79
2,870
J.M.
Smucker
Co
452
368
John
B.
Sanfilippo
&
Son,
Inc
36
6,867
Kellogg
Co
460
23,053
Keurig
Dr
Pepper,
Inc
813
19,209
Kraft
Heinz
Co
743
3,732
Lamb
Weston
Holdings,
Inc
390
566
Lancaster
Colony
Corp
115
6,957
McCormick
&
Co,
Inc
579
476
MGP
Ingredients,
Inc
46
684
*
Mission
Produce,
Inc
8
5,174
Molson
Coors
Brewing
Co
(Class
B)
267
36,864
Mondelez
International,
Inc
2,570
19,710
*
Monster
Beverage
Corp
1,065
607
*
National
Beverage
Corp
32
37,905
PepsiCo,
Inc
6,910
42,552
Philip
Morris
International,
Inc
4,138
1,486
*
Pilgrim's
Pride
Corp
34
1,785
*
Post
Holdings,
Inc
160
4,873
Primo
Water
Corp
75
8
Seaboard
Corp
30
226
*
Seneca
Foods
Corp
12
2,221
*
Simply
Good
Foods
Co
88
537
*
Sovos
Brands,
Inc
9
2,448
*
SunOpta,
Inc
19
1,227
*,e
Tattooed
Chef,
Inc
2
374
Tootsie
Roll
Industries,
Inc
17
1,691
*
TreeHouse
Foods,
Inc
85
310
Turning
Point
Brands,
Inc
7
7,401
Tyson
Foods,
Inc
(Class
A)
439
627
Universal
Corp
33
1,426
Utz
Brands,
Inc
23
4,010
Vector
Group
Ltd
48
574
*,e
Vintage
Wine
Estates,
Inc
1
630
*
Vita
Coco
Co,
Inc
12
689
*
Vital
Farms,
Inc
11
Stock
Index
Account
March
31,
2023
20
Portfolio
of
Investments
(Unaudited)
(continued)
SHARES
COMPANY
VALUE
(000)
451
*
Whole
Earth
Brands,
Inc
$
1
TOTAL
FOOD,
BEVERAGE
&
TOBACCO
36,315
HEALTH
CARE
EQUIPMENT
&
SERVICES
-
5.7%
46,923
Abbott
Laboratories
4,751
2,626
*
Acadia
Healthcare
Co,
Inc
190
1,487
*
Accolade,
Inc
21
2,296
*
AdaptHealth
Corp
29
409
*
Addus
HomeCare
Corp
44
462
*,e
Agiliti,
Inc
7
5,106
*,e
agilon
health,
Inc
121
2,134
*
Align
Technology,
Inc
713
2,083
*
Alignment
Healthcare,
Inc
13
2,755
*
Allscripts
Healthcare
Solutions,
Inc
36
2,458
*
Alphatec
Holdings
Inc
38
872
*
Amedisys,
Inc
64
5,730
*
American
Well
Corp
14
4,259
AmerisourceBergen
Corp
682
1,306
*
AMN
Healthcare
Services,
Inc
108
1,310
*
Angiodynamics,
Inc
14
1,046
*
Apollo
Medical
Holdings,
Inc
38
1,229
*
AtriCure,
Inc
51
40
Atrion
Corp
25
1,650
*
Avanos
Medical,
Inc
49
920
*
Aveanna
Healthcare
Holdings,
Inc
1
1,009
*
AxoGen,
Inc
10
1,185
*
Axonics
Modulation
Technologies,
Inc
65
14,132
Baxter
International,
Inc
573
7,847
Becton
Dickinson
&
Co
1,942
681
*
BioLife
Solutions
Inc
15
39,262
*
Boston
Scientific
Corp
1,964
6,211
*
Brookdale
Senior
Living,
Inc
18
4,980
*,e
Butterfly
Network,
Inc
9
7,197
Cardinal
Health,
Inc
543
1,207
*
Cardiovascular
Systems,
Inc
24
1,536
*
CareMax,
Inc
4
627
*
Castle
Biosciences,
Inc
14
15,301
*
Centene
Corp
967
3,092
*
Certara,
Inc
75
4,212
*
Cerus
Corp
13
365
Chemed
Corp
196
8,125
Cigna
Corp
2,076
10,784
*,e
Clover
Health
Investments
Corp
9
3,702
*
Community
Health
Systems,
Inc
18
481
*
Computer
Programs
&
Systems,
Inc
15
671
Conmed
Corp
70
1,318
Cooper
Cos,
Inc
492
137
*
Corvel
Corp
26
1,273
*
Cross
Country
Healthcare,
Inc
28
1,250
*
CryoLife,
Inc
16
2,947
*
Cue
Health,
Inc
5
593
*
Cutera,
Inc
14
35,411
CVS
Health
Corp
2,631
1,340
*
DaVita,
Inc
109
792
*
Definitive
Healthcare
Corp
8
5,191
Dentsply
Sirona,
Inc
204
10,674
*
Dexcom,
Inc
1,240
2,001
*
DocGo,
Inc
17
2,649
*
Doximity,
Inc
86
16,909
*
Edwards
Lifesciences
Corp
1,399
6,605
Elevance
Health,
Inc
3,037
Stock
Index
Account
March
31,
2023
21
Portfolio
of
Investments
(Unaudited)
SHARES
COMPANY
VALUE
(000)
1,639
Embecta
Corp
$
46
2,399
Encompass
Health
Corp
130
1,534
*
Enhabit,
Inc
21
1,154
*
Enovis
Corp
62
1,488
Ensign
Group,
Inc
142
3,894
*
Envista
Holdings
Corp
159
2,165
*
Evolent
Health,
Inc
70
3,412
*
Figs,
Inc
21
604
*
Fulgent
Genetics,
Inc
19
10,066
*
GE
HealthCare
Technologies,
Inc
826
1,276
*
Glaukos
Corp
64
2,038
*
Globus
Medical,
Inc
115
2,679
*
Guardant
Health,
Inc
63
1,374
*
Haemonetics
Corp
114
5,905
HCA
Healthcare,
Inc
1,557
1,262
*
Health
Catalyst,
Inc
15
2,384
*
HealthEquity,
Inc
140
1,071
*
HealthStream,
Inc
29
3,559
*
Henry
Schein,
Inc
290
236
*
Heska
Corp
23
3,283
*
Hims
&
Hers
Health,
Inc
33
6,729
*
Hologic,
Inc
543
3,439
Humana,
Inc
1,670
588
*
ICU
Medical,
Inc
97
2,305
*
IDEXX
Laboratories,
Inc
1,153
1,298
*
Inari
Medical,
Inc
80
316
*
Innovage
Holding
Corp
3
672
*
Inogen,
Inc
8
734
*
Inspire
Medical
Systems,
Inc
172
1,892
*
Insulet
Corp
603
935
*
Integer
Holding
Corp
72
1,812
*
Integra
LifeSciences
Holdings
Corp
104
9,666
*
Intuitive
Surgical,
Inc
2,469
818
*
iRhythm
Technologies,
Inc
101
390
*
Joint
Corp
7
2,432
Laboratory
Corp
of
America
Holdings
558
1,899
*
Lantheus
Holdings,
Inc
157
562
LeMaitre
Vascular,
Inc
29
1,759
*,e
LifeStance
Health
Group,
Inc
13
1,549
*
LivaNova
plc
68
1,202
*
Masimo
Corp
222
3,799
McKesson
Corp
1,353
1,877
*
MEDNAX,
Inc
28
36,677
Medtronic
plc
2,957
1,171
*
Merit
Medical
Systems,
Inc
87
126
Mesa
Laboratories,
Inc
22
426
*
ModivCare,
Inc
36
1,532
*
Molina
Healthcare,
Inc
410
10,341
*,e
Multiplan
Corp
11
1,138
*,e
Nano-X
Imaging
Ltd
7
212
National
Healthcare
Corp
12
357
National
Research
Corp
16
5,732
*
Neogen
Corp
106
1,074
*
Nevro
Corp
39
1,960
*
NextGen
Healthcare,
Inc
34
2,637
*
Novocure
Ltd
159
1,307
*
NuVasive,
Inc
54
3,059
*
Oak
Street
Health,
Inc
118
1,291
*
Omnicell,
Inc
76
13,300
*,e
Opko
Health,
Inc
19
578
*
OptimizeRx
Corp
8
Stock
Index
Account
March
31,
2023
22
Portfolio
of
Investments
(Unaudited)
(continued)
SHARES
COMPANY
VALUE
(000)
3,932
*
Option
Care
Health,
Inc
$
125
2,181
*
OraSure
Technologies,
Inc
13
945
*
Orthofix
Medical
Inc
16
357
*
OrthoPediatrics
Corp
16
1,325
*
Outset
Medical,
Inc
24
2,217
*
Owens
&
Minor,
Inc
32
1,177
*
Paragon
28,
Inc
20
1,971
Patterson
Cos,
Inc
53
942
*
Pennant
Group,
Inc
13
1,020
*
Penumbra,
Inc
284
619
*
PetIQ,
Inc
7
1,246
*
Phreesia,
Inc
40
3,275
Premier,
Inc
106
1,116
*
Privia
Health
Group,
Inc
31
670
*
PROCEPT
BioRobotics
Corp
19
2,427
*,†
Progenics
Pharmaceuticals,
Inc
0
1,851
*
Progyny,
Inc
59
3,887
*
Project
Roadrunner
Parent,
Inc
58
711
*
Pulmonx
Corp
8
3,134
Quest
Diagnostics,
Inc
443
1,394
*
QuidelOrtho
Corp
124
1,510
*
RadNet,
Inc
38
3,994
Resmed,
Inc
875
558
*
RxSight,
Inc
9
1,342
*
Schrodinger,
Inc
35
3,129
Select
Medical
Holdings
Corp
81
4,050
*
Sema4
Holdings
Corp
2
12,510
*,e
Senseonics
Holdings,
Inc
9
996
*
Shockwave
Medical
Inc
216
815
*
SI-BONE,
Inc
16
775
*
Sight
Sciences,
Inc
7
987
*
Silk
Road
Medical
Inc
39
414
Simulations
Plus,
Inc
18
1,339
*
Staar
Surgical
Co
86
2,725
STERIS
plc
521
9,659
Stryker
Corp
2,757
927
*
Surgery
Partners,
Inc
32
516
*
SurModics,
Inc
12
468
*
Tactile
Systems
Technology,
Inc
8
1,948
*
Tandem
Diabetes
Care,
Inc
79
4,752
*
Teladoc,
Inc
123
1,270
Teleflex,
Inc
322
3,172
*
Tenet
Healthcare
Corp
189
604
*
Transmedics
Group,
Inc
46
803
*
Treace
Medical
Concepts,
Inc
20
226
*
UFP
Technologies,
Inc
29
25,667
UnitedHealth
Group,
Inc
12,130
1,745
Universal
Health
Services,
Inc
(Class
B)
222
468
US
Physical
Therapy,
Inc
46
149
Utah
Medical
Products,
Inc
14
1,492
*
Varex
Imaging
Corp
27
3,838
*
Veeva
Systems,
Inc
705
5,433
*
VG
Acquisition
Corp
12
1,334
*
Vicarious
Surgical,
Inc
3
3,908
*
ViewRay,
Inc
14
5,739
Zimmer
Biomet
Holdings,
Inc
742
1,048
*
Zynex
Inc
13
TOTAL
HEALTH
CARE
EQUIPMENT
&
SERVICES
63,549
HOUSEHOLD
&
PERSONAL
PRODUCTS
-
1.5%
2,708
*,e
Beauty
Health
Co
34
Stock
Index
Account
March
31,
2023
23
Portfolio
of
Investments
(Unaudited)
SHARES
COMPANY
VALUE
(000)
3,638
*
BellRing
Brands,
Inc
$
124
400
*
Central
Garden
&
Pet
Co
16
1,366
*
Central
Garden
and
Pet
Co
(Class
A)
53
6,646
Church
&
Dwight
Co,
Inc
588
3,351
Clorox
Co
530
22,560
Colgate-Palmolive
Co
1,695
9,161
*
Coty,
Inc
110
1,561
Edgewell
Personal
Care
Co
66
1,085
*
elf
Beauty,
Inc
89
2,086
Energizer
Holdings,
Inc
72
6,239
Estee
Lauder
Cos
(Class
A)
1,538
2,976
*
Herbalife
Nutrition
Ltd
48
2,022
*
Honest
Co,
Inc
4
625
Inter
Parfums,
Inc
89
9,169
Kimberly-Clark
Corp
1,231
366
Medifast,
Inc
38
537
*
Nature's
Sunshine
Products,
Inc
6
1,594
Nu
Skin
Enterprises,
Inc
(Class
A)
63
3,350
*
Olaplex
Holdings,
Inc
14
64,751
Procter
&
Gamble
Co
9,628
1,260
Reynolds
Consumer
Products,
Inc
35
1,088
Spectrum
Brands
Holdings,
Inc
72
426
*
USANA
Health
Sciences,
Inc
27
1,597
*,e
Veru,
Inc
2
443
WD-40
Co
79
TOTAL
HOUSEHOLD
&
PERSONAL
PRODUCTS
16,251
INSURANCE
-
2.3%
17,302
Aflac,
Inc
1,116
7,423
Allstate
Corp
823
1,747
*
AMBAC
Financial
Group,
Inc
27
2,546
American
Equity
Investment
Life
Holding
Co
93
1,850
American
Financial
Group,
Inc
225
20,842
American
International
Group,
Inc
1,050
751
Amerisafe,
Inc
37
5,553
Aon
plc
1,751
9,860
*
Arch
Capital
Group
Ltd
669
1,084
Argo
Group
International
Holdings
Ltd
32
5,687
Arthur
J.
Gallagher
&
Co
1,088
1,574
Assurant,
Inc
189
1,075
Assured
Guaranty
Ltd
54
2,014
Axis
Capital
Holdings
Ltd
110
1,542
*
Brighthouse
Financial,
Inc
68
6,379
Brown
&
Brown,
Inc
366
1,510
*
BRP
Group,
Inc
38
11,396
Chubb
Ltd
2,213
4,237
Cincinnati
Financial
Corp
475
864
CNA
Financial
Corp
34
2,368
Conseco,
Inc
53
1,399
Corebridge
Financial,
Inc
22
406
Donegal
Group,
Inc
(Class
A)
6
746
*
eHealth,
Inc
7
1,061
Employers
Holdings,
Inc
44
333
*
Enstar
Group
Ltd
77
689
Erie
Indemnity
Co
(Class
A)
160
1,038
Everest
Re
Group
Ltd
372
496
F&G
Annuities
&
Life,
Inc
9
7,302
Fidelity
National
Financial
Inc
255
2,961
First
American
Financial
Corp
165
9,101
*
Genworth
Financial,
Inc
(Class
A)
46
2,420
Globe
Life,
Inc
266
Stock
Index
Account
March
31,
2023
24
Portfolio
of
Investments
(Unaudited)
(continued)
SHARES
COMPANY
VALUE
(000)
512
*
Goosehead
Insurance,
Inc
$
27
621
*
Greenlight
Capital
Re
Ltd
(Class
A)
6
923
Hanover
Insurance
Group,
Inc
119
8,456
Hartford
Financial
Services
Group,
Inc
589
290
e
HCI
Group,
Inc
16
348
*,e
Hippo
Holdings,
Inc
6
1,591
Horace
Mann
Educators
Corp
53
62
Investors
Title
Co
9
865
James
River
Group
Holdings
Ltd
18
1,556
Kemper
Corp
85
651
Kinsale
Capital
Group,
Inc
195
1,146
*,e
Lemonade,
Inc
16
4,396
Lincoln
National
Corp
99
5,410
Loews
Corp
314
362
*
Markel
Corp
462
13,392
Marsh
&
McLennan
Cos,
Inc
2,230
2,049
*
MBIA,
Inc
19
754
Mercury
General
Corp
24
17,999
Metlife,
Inc
1,043
92
National
Western
Life
Group,
Inc
22
394
*
NI
Holdings,
Inc
5
7,499
Old
Republic
International
Corp
187
3,765
*
Oscar
Health,
Inc
25
682
*
Palomar
Holdings,
Inc
38
1,013
Primerica,
Inc
174
6,488
Principal
Financial
Group
482
1,956
ProAssurance
Corp
36
15,931
Progressive
Corp
2,279
10,424
Prudential
Financial,
Inc
863
1,767
Reinsurance
Group
of
America,
Inc
(Class
A)
235
1,234
RenaissanceRe
Holdings
Ltd
247
1,226
RLI
Corp
163
231
*,e
Root,
Inc
1
2,077
*
Ryan
Specialty
Group
Holdings,
Inc
84
192
Safety
Insurance
Group,
Inc
14
1,549
Selective
Insurance
Group,
Inc
148
4,001
*
Selectquote,
Inc
9
2,745
*
SiriusPoint
Ltd
22
815
Stewart
Information
Services
Corp
33
1,255
Tiptree
Inc
18
6,490
Travelers
Cos,
Inc
1,112
1,119
*
Trupanion,
Inc
48
844
United
Fire
Group
Inc
22
1,340
Universal
Insurance
Holdings,
Inc
24
4,932
Unum
Group
195
5,570
W.R.
Berkley
Corp
347
77
White
Mountains
Insurance
Group
Ltd
106
2,905
Willis
Towers
Watson
plc
675
TOTAL
INSURANCE
24,884
MATERIALS
-
2.9%
675
*
5E
Advanced
Materials,
Inc
4
889
AdvanSix,
Inc
34
6,113
Air
Products
&
Chemicals,
Inc
1,756
3,242
Albemarle
Corp
717
5,296
Alcoa
Corp
225
3,295
*
Allegheny
Technologies,
Inc
130
300
Alpha
Metallurgical
Resources,
Inc
47
41,501
Amcor
plc
472
1,143
American
Vanguard
Corp
25
1,717
Aptargroup,
Inc
203
Stock
Index
Account
March
31,
2023
25
Portfolio
of
Investments
(Unaudited)
SHARES
COMPANY
VALUE
(000)
2,870
*
Arconic
Corp
$
75
716
*,†
Ardagh
Group
S.A.
7
4,201
Ardagh
Metal
Packaging
S.A.
17
1,363
Ashland
Global
Holdings,
Inc
140
562
*
Aspen
Aerogels,
Inc
4
2,163
Avery
Dennison
Corp
387
2,934
Avient
Corp
121
5,815
*
Axalta
Coating
Systems
Ltd
176
794
Balchem
Corp
100
8,742
Ball
Corp
482
3,438
Berry
Global
Group,
Inc
202
1,280
Cabot
Corp
98
1,242
Carpenter
Technology
Corp
56
3,001
Celanese
Corp
(Series
A)
327
1,274
*
Century
Aluminum
Co
13
5,564
CF
Industries
Holdings,
Inc
403
284
Chase
Corp
30
4,211
Chemours
Co
126
623
*
Clearwater
Paper
Corp
21
14,347
*
Cleveland-Cliffs,
Inc
263
6,825
*
Coeur
Mining,
Inc
27
2,958
Commercial
Metals
Co
145
1,021
Compass
Minerals
International,
Inc
35
3,240
*
Constellium
SE
49
19,994
Corteva,
Inc
1,206
3,202
Crown
Holdings,
Inc
265
1,980
*,e
Danimer
Scientific,
Inc
7
1,798
*
Diversey
Holdings
Ltd
15
19,213
Dow,
Inc
1,053
12,775
DuPont
de
Nemours,
Inc
917
983
Eagle
Materials,
Inc
144
3,506
Eastman
Chemical
Co
296
6,784
Ecolab,
Inc
1,123
6,085
Element
Solutions,
Inc
117
3,271
FMC
Corp
399
39,610
Freeport-McMoRan,
Inc
(Class
B)
1,620
954
FutureFuel
Corp
7
23,436
*
Ginkgo
Bioworks
Holdings,
Inc
31
1,827
Glatfelter
Corp
6
7,879
Graphic
Packaging
Holding
Co
201
985
Greif,
Inc
(Class
A)
62
203
Greif,
Inc
(Class
B)
16
1,239
H.B.
Fuller
Co
85
754
Hawkins,
Inc
33
501
Haynes
International,
Inc
25
16,414
Hecla
Mining
Co
104
4,964
Huntsman
Corp
136
4,044
*,e
Hycroft
Mining
Holding
Corp
2
915
*
Ingevity
Corp
65
872
Innospec,
Inc
90
6,858
International
Flavors
&
Fragrances,
Inc
631
9,279
International
Paper
Co
335
362
*
Intrepid
Potash,
Inc
10
443
Kaiser
Aluminum
Corp
33
850
Koppers
Holdings,
Inc
30
893
Kronos
Worldwide,
Inc
8
13,504
Linde
plc
4,800
4,445
*
Livent
Corp
97
2,293
Louisiana-Pacific
Corp
124
952
*
LSB
Industries,
Inc
10
6,951
LyondellBasell
Industries
NV
653
Stock
Index
Account
March
31,
2023
26
Portfolio
of
Investments
(Unaudited)
(continued)
SHARES
COMPANY
VALUE
(000)
1,753
Martin
Marietta
Materials,
Inc
$
622
467
Materion
Corp
54
838
Minerals
Technologies,
Inc
51
9,024
Mosaic
Co
414
2,475
*
MP
Materials
Corp
70
871
Myers
Industries,
Inc
19
126
NewMarket
Corp
46
21,581
Newmont
Goldcorp
Corp
1,058
8,146
*
Novagold
Resources
Inc
51
6,949
Nucor
Corp
1,073
5,026
*
O-I
Glass,
Inc
114
3,486
Olin
Corp
193
395
Olympic
Steel,
Inc
21
2,691
*,e
Origin
Materials,
Inc
11
2,087
Orion
Engineered
Carbons
SA
54
2,401
Packaging
Corp
of
America
333
728
Pactiv
Evergreen,
Inc
6
3,762
*
Perimeter
Solutions
S.A.
30
464
*
Piedmont
Lithium,
Inc
28
6,459
PPG
Industries,
Inc
863
890
*
PQ
Group
Holdings,
Inc
10
2,909
*,e
PureCycle
Technologies,
Inc
20
452
Quaker
Chemical
Corp
89
646
Ramaco
Resources,
Inc
6
821
*
Ranpak
Holdings
Corp
4
1,744
*
Rayonier
Advanced
Materials,
Inc
11
1,532
Reliance
Steel
&
Aluminum
Co
393
1,819
Royal
Gold,
Inc
236
3,517
RPM
International,
Inc
307
592
Ryerson
Holding
Corp
22
941
Schnitzer
Steel
Industries,
Inc
(Class
A)
29
1,637
Schweitzer-Mauduit
International,
Inc
35
1,142
Scotts
Miracle-Gro
Co
(Class
A)
80
4,411
Sealed
Air
Corp
203
1,015
Sensient
Technologies
Corp
78
6,602
Sherwin-Williams
Co
1,484
1,821
Silgan
Holdings,
Inc
98
2,707
Sonoco
Products
Co
165
2,484
Southern
Copper
Corp
189
5,527
SSR
Mining,
Inc
84
4,550
Steel
Dynamics,
Inc
514
479
Stepan
Co
49
3,454
*
Summit
Materials,
Inc
98
2,524
SunCoke
Energy,
Inc
23
905
Sylvamo
Corp
42
1,535
*
TimkenSteel
Corp
28
1,164
Tredegar
Corp
11
1,789
Trimas
Corp
50
857
Trinseo
plc
18
3,174
Tronox
Holdings
plc
46
66
United
States
Lime
&
Minerals,
Inc
10
5,821
United
States
Steel
Corp
152
4,362
Valvoline,
Inc
152
3,732
Vulcan
Materials
Co
640
1,235
Warrior
Met
Coal,
Inc
45
886
Westlake
Chemical
Corp
103
6,940
WestRock
Co
211
858
Worthington
Industries,
Inc
55
TOTAL
MATERIALS
32,574
Stock
Index
Account
March
31,
2023
27
Portfolio
of
Investments
(Unaudited)
SHARES
COMPANY
VALUE
(000)
MEDIA
&
ENTERTAINMENT
-
6.4%
21,000
Activision
Blizzard,
Inc
$
1,797
1,783
*
Advantage
Solutions,
Inc
3
165,167
*
Alphabet,
Inc
(Class
A)
17,133
143,779
*
Alphabet,
Inc
(Class
C)
14,953
6,143
*
Altice
USA,
Inc
21
12,774
*,e
AMC
Entertainment
Holdings,
Inc
64
921
*
AMC
Networks,
Inc
16
353
*
Boston
Omaha
Corp
8
2,348
*
Bumble,
Inc
46
163
Cable
One,
Inc
114
941
*,e
Cardlytics,
Inc
3
2,709
*
Cargurus,
Inc
51
2,223
*
Cars.com,
Inc
43
2,910
*
Charter
Communications,
Inc
1,041
3,434
*
Cinemark
Holdings,
Inc
51
10,518
*
Clear
Channel
13
115,318
Comcast
Corp
(Class
A)
4,372
46
*
Daily
Journal
Corp
13
6,813
*
DISH
Network
Corp
(Class
A)
64
7,567
Electronic
Arts,
Inc
911
2,637
Entravision
Communications
Corp
(Class
A)
16
2,165
*
Eventbrite
Inc
19
452
*
EverQuote
Inc
6
1,941
*
EW
Scripps
Co
(Class
A)
18
8,572
Fox
Corp
(Class
A)
292
3,832
Fox
Corp
(Class
B)
120
3,947
*,e
fuboTV,
Inc
5
4,050
*
Gannett
Co,
Inc
8
2,117
Gray
Television,
Inc
19
2,290
*
IAC
118
3,188
*
iHeartMedia,
Inc
12
1,677
*
Imax
Corp
32
1,209
*
Integral
Ad
Science
Holding
Corp
17
10,115
Interpublic
Group
of
Cos,
Inc
377
1,411
John
Wiley
&
Sons,
Inc
(Class
A)
55
428
*
Liberty
Braves
Group
(Class
A)
15
1,434
*
Liberty
Braves
Group
(Class
C)
48
661
Liberty
Broadband
Corp
(Class
A)
54
3,561
*
Liberty
Broadband
Corp
(Class
C)
291
300
*
Liberty
Media
Group
(Class
A)
20
5,333
*
Liberty
Media
Group
(Class
C)
399
1,910
*
Liberty
SiriusXM
Group
(Class
A)
54
4,032
*
Liberty
SiriusXM
Group
(Class
C)
113
2,000
*
Lions
Gate
Entertainment
Corp
(Class
A)
22
3,835
*
Lions
Gate
Entertainment
Corp
(Class
B)
40
4,246
*
Live
Nation,
Inc
297
456
Madison
Square
Garden
Co
89
832
*
Madison
Square
Garden
Entertainment
Corp
49
3,683
*
Magnite,
Inc
34
736
e
Marcus
Corp
12
8,083
*
Match
Group,
Inc
310
584
*
MediaAlpha,
Inc
9
61,142
*
Meta
Platforms,
Inc
12,958
11,976
*
Netflix,
Inc
4,138
4,377
New
York
Times
Co
(Class
A)
170
10,391
News
Corp
(Class
A)
179
3,112
News
Corp
(Class
B)
54
1,008
Nexstar
Media
Group
Inc
174
5,538
Omnicom
Group,
Inc
523
244
Paramount
Global
(Class
A)
6
Stock
Index
Account
March
31,
2023
28
Portfolio
of
Investments
(Unaudited)
(continued)
SHARES
COMPANY
VALUE
(000)
16,396
Paramount
Global
(Class
B)
$
366
16,205
*
Pinterest,
Inc
442
2,020
*
Playstudios,
Inc
7
2,676
*
Playtika
Holding
Corp
30
1,094
*
PubMatic,
Inc
15
1,192
*
QuinStreet,
Inc
19
12,415
*
ROBLOX
Corp
558
3,467
*
Roku,
Inc
228
1,096
Scholastic
Corp
38
132
Sinclair
Broadcast
Group,
Inc
(Class
A)
2
16,700
e
Sirius
XM
Holdings,
Inc
66
8,841
*
Skillz,
Inc
5
3,941
*
Spotify
Technology
S.A.
527
1,585
*
Stagwell,
Inc
12
4,405
*
Take-Two
Interactive
Software,
Inc
526
708
*
TechTarget,
Inc
26
5,789
TEGNA,
Inc
98
612
*
Thryv
Holdings,
Inc
14
2,932
*
TripAdvisor,
Inc
58
2,406
*
TrueCar,
Inc
6
3,939
*
Vimeo,
Inc
15
49,918
*
Walt
Disney
Co
4,998
66,296
*
Warner
Bros
Discovery,
Inc
1,001
1,263
*
WideOpenWest,
Inc
13
901
World
Wrestling
Entertainment,
Inc
(Class
A)
82
2,109
*
Yelp,
Inc
65
1,245
*
Ziff
Davis
Inc
97
1,977
*
ZipRecruiter,
Inc
32
7,616
*
ZoomInfo
Technologies,
Inc
188
TOTAL
MEDIA
&
ENTERTAINMENT
71,423
PHARMACEUTICALS,
BIOTECHNOLOGY
&
LIFE
SCIENCES
-
8.2%
2,501
*
10X
Genomics,
Inc
140
702
*
2seventy
bio,
Inc
7
524
*
4D
Molecular
Therapeutics,
Inc
9
382
*
Aadi
Bioscience,
Inc
3
48,549
AbbVie,
Inc
7,737
5,613
*
AbCellera
Biologics,
Inc
42
1,494
*
Absci
Corp
3
3,739
*
Acadia
Pharmaceuticals,
Inc
70
1,604
*
Aclaris
Therapeutics,
Inc
13
488
*
Adagio
Therapeutics,
Inc
1
3,224
*
Adaptive
Biotechnologies
Corp
28
546
*,e
Adicet
Bio,
Inc
3
4,828
*
ADMA
Biologics,
Inc
16
3,354
*
Affimed
NV
2
5,844
*
Agenus,
Inc
9
8,163
Agilent
Technologies,
Inc
1,129
1,876
*
Agios
Pharmaceuticals,
Inc
43
718
*
Akero
Therapeutics,
Inc
27
1,504
*
Alector,
Inc
9
4,357
*
Alkermes
plc
123
2,417
*
Allogene
Therapeutics,
Inc
12
845
*,e
Allovir,
Inc
3
3,356
*
Alnylam
Pharmaceuticals,
Inc
672
515
*
ALX
Oncology
Holdings,
Inc
2
14,609
Amgen,
Inc
3,532
8,241
*
Amicus
Therapeutics,
Inc
91
2,888
*
Amneal
Pharmaceuticals,
Inc
4
1,331
*
Amphastar
Pharmaceuticals,
Inc
50
1,371
*
Amylyx
Pharmaceuticals,
Inc
40
Stock
Index
Account
March
31,
2023
29
Portfolio
of
Investments
(Unaudited)
SHARES
COMPANY
VALUE
(000)
679
*
AnaptysBio,
Inc
$
15
1,840
*,e
Anavex
Life
Sciences
Corp
16
292
*
ANI
Pharmaceuticals,
Inc
12
566
*
Anika
Therapeutics,
Inc
16
2,514
*
Apellis
Pharmaceuticals,
Inc
166
2,291
*,e
Arbutus
Biopharma
Corp
7
798
*
Arcellx,
Inc
25
625
*
Arcturus
Therapeutics
Holdings,
Inc
15
1,321
*
Arcus
Biosciences,
Inc
24
782
*
Arcutis
Biotherapeutics,
Inc
9
3,104
*
Arrowhead
Pharmaceuticals
Inc
79
1,292
*
Arvinas,
Inc
35
2,394
*
Atara
Biotherapeutics,
Inc
7
1,878
*
Atea
Pharmaceuticals,
Inc
6
866
*
Athira
Pharma,
Inc
2
478
*
Aura
Biosciences,
Inc
4
3,648
*
Aurinia
Pharmaceuticals,
Inc
40
17,155
*
Avantor,
Inc
363
1,798
*
Avid
Bioservices,
Inc
34
1,307
*
Avidity
Biosciences,
Inc
20
854
*,e
Axsome
Therapeutics,
Inc
53
1,758
*
Beam
Therapeutics,
Inc
54
1,405
*
Berkeley
Lights,
Inc
2
5,428
*
BioCryst
Pharmaceuticals,
Inc
45
3,903
*
Biogen,
Inc
1,085
867
*
Biohaven
Ltd
12
5,199
*
BioMarin
Pharmaceutical,
Inc
506
8,439
*,e
Bionano
Genomics,
Inc
9
626
*
Bio-Rad
Laboratories,
Inc
(Class
A)
300
4,452
Bio-Techne
Corp
330
343
*,e
Bioxcel
Therapeutics
Inc
6
2,108
*
Bluebird
Bio,
Inc
7
1,758
*
Blueprint
Medicines
Corp
79
3,248
*
Bridgebio
Pharma,
Inc
54
58,240
Bristol-Myers
Squibb
Co
4,037
2,116
*
Brooks
Automation,
Inc
94
3,225
Bruker
BioSciences
Corp
254
970
*
C4
Therapeutics,
Inc
3
1,052
*
Cara
Therapeutics,
Inc
5
1,462
*
CareDx,
Inc
13
1,471
*
Caribou
Biosciences,
Inc
8
1,147
*,e
Cassava
Sciences,
Inc
28
4,893
*
Catalent,
Inc
322
1,670
*
Catalyst
Pharmaceuticals,
Inc
28
1,296
*
Celldex
Therapeutics,
Inc
47
298
*
Century
Therapeutics,
Inc
1
1,443
*
Cerevel
Therapeutics
Holdings,
Inc
35
1,399
*
Charles
River
Laboratories
International,
Inc
282
1,747
*
Chimerix,
Inc
2
1,163
*
Chinook
Therapeutics,
Inc
27
1,647
*
Codexis,
Inc
7
1,061
*
Cogent
Biosciences,
Inc
11
2,173
*
Coherus
Biosciences,
Inc
15
877
*
Collegium
Pharmaceutical,
Inc
21
2,558
*
Corcept
Therapeutics,
Inc
55
1,406
*
Crinetics
Pharmaceuticals,
Inc
23
1,192
*
CryoPort,
Inc
29
2,490
*
CTI
BioPharma
Corp
10
660
*
Cullinan
Oncology,
Inc
7
3,007
*
Cytek
Biosciences,
Inc
28
2,182
*
Cytokinetics,
Inc
77
Stock
Index
Account
March
31,
2023
30
Portfolio
of
Investments
(Unaudited)
(continued)
SHARES
COMPANY
VALUE
(000)
17,727
Danaher
Corp
$
4,468
731
*
Day
One
Biopharmaceuticals,
Inc
10
1,209
*
Deciphera
Pharmaceuticals,
Inc
19
2,697
*
Denali
Therapeutics,
Inc
62
890
*,e
Design
Therapeutics,
Inc
5
755
*
DICE
Therapeutics,
Inc
22
3,515
*
Dynavax
Technologies
Corp
34
858
*
Dyne
Therapeutics,
Inc
10
323
*
Eagle
Pharmaceuticals,
Inc
9
262
*,e
Edgewise
Therapeutics,
Inc
2
2,042
*
Editas
Medicine,
Inc
15
12,879
*
Elanco
Animal
Health,
Inc
121
23,156
Eli
Lilly
&
Co
7,952
1,340
*
Emergent
Biosolutions,
Inc
14
648
*
Enanta
Pharmaceuticals,
Inc
26
3,632
*
EQRx,
Inc
7
2,249
*
Erasca,
Inc
7
702
*
Evolus,
Inc
6
5,124
*
Exact
Sciences
Corp
347
9,139
*
Exelixis,
Inc
177
602
*,e
EyePoint
Pharmaceuticals,
Inc
2
2,380
*
Fate
Therapeutics,
Inc
14
2,752
*
FibroGen,
Inc
51
505
*
Foghorn
Therapeutics,
Inc
3
597
*
Fulcrum
Therapeutics,
Inc
2
1,233
*
Generation
Bio
Co
5
12,566
*
Geron
Corp
27
34,732
Gilead
Sciences,
Inc
2,882
3,934
*
Halozyme
Therapeutics,
Inc
150
588
*
Harmony
Biosciences
Holdings,
Inc
19
2,785
*,e
Heron
Therapeutics,
Inc
4
5,915
*
Horizon
Therapeutics
Plc
646
278
*,e
Icosavax,
Inc
2
950
*
Ideaya
Biosciences,
Inc
13
229
*,e
IGM
Biosciences,
Inc
3
4,413
*
Illumina,
Inc
1,026
1,987
*
ImmunityBio,
Inc
4
5,543
*
Immunogen,
Inc
21
1,107
*
Immunovant,
Inc
17
5,156
*
Incyte
Corp
373
813
*
Inhibrx,
Inc
15
2,407
*
Innoviva,
Inc
27
6,194
*
Inovio
Pharmaceuticals,
Inc
5
3,278
*
Insmed,
Inc
56
2,093
*
Intellia
Therapeutics,
Inc
78
836
*
Intercept
Pharmaceuticals,
Inc
11
2,522
*
Intra-Cellular
Therapies,
Inc
137
4,151
*
Ionis
Pharmaceuticals,
Inc
148
4,447
*
Iovance
Biotherapeutics,
Inc
27
5,130
*
IQVIA
Holdings,
Inc
1,020
4,209
*
Ironwood
Pharmaceuticals,
Inc
44
572
*
iTeos
Therapeutics,
Inc
8
2,922
*
IVERIC
bio,
Inc
71
258
*,e
Janux
Therapeutics,
Inc
3
1,671
*
Jazz
Pharmaceuticals
plc
245
72,203
Johnson
&
Johnson
11,191
724
*
Jounce
Therapeutics,
Inc
1
487
*
KalVista
Pharmaceuticals
Inc
4
815
*
Karuna
Therapeutics,
Inc
148
2,103
*
Karyopharm
Therapeutics,
Inc
8
400
*
Keros
Therapeutics,
Inc
17
Stock
Index
Account
March
31,
2023
31
Portfolio
of
Investments
(Unaudited)
SHARES
COMPANY
VALUE
(000)
1,311
*
Kezar
Life
Sciences,
Inc
$
4
706
*
Kiniksa
Pharmaceuticals
Ltd
8
383
*
Kinnate
Biopharma,
Inc
2
988
*
Kodiak
Sciences,
Inc
6
1,128
*
Kronos
Bio,
Inc
2
486
*
Krystal
Biotech
Inc
39
1,654
*
Kura
Oncology,
Inc
20
969
*
Kymera
Therapeutics,
Inc
29
1,763
*
Lexicon
Pharmaceuticals,
Inc
4
484
*
Ligand
Pharmaceuticals,
Inc
(Class
B)
36
1,283
*,e
Liquidia
Corp
9
4,069
*,e
Lyell
Immunopharma,
Inc
10
1,721
*
MacroGenics,
Inc
12
275
*
Madrigal
Pharmaceuticals,
Inc
67
7,710
*
MannKind
Corp
32
3,088
*
Maravai
LifeSciences
Holdings,
Inc
43
2,546
*
MaxCyte,
Inc
13
647
*
Medpace
Holdings,
Inc
122
548
*
MeiraGTx
Holdings
plc
3
69,407
Merck
&
Co,
Inc
7,384
1,994
*
Mersana
Therapeutics,
Inc
8
602
*
Mettler-Toledo
International,
Inc
921
3,231
*
MiMedx
Group,
Inc
11
1,197
*
Mirati
Therapeutics,
Inc
44
392
*
Mirum
Pharmaceuticals,
Inc
9
9,208
*
Moderna,
Inc
1,414
213
*
Monte
Rosa
Therapeutics,
Inc
2
597
*
Morphic
Holding,
Inc
22
2,502
*
Myriad
Genetics,
Inc
58
1,328
*
NanoString
Technologies,
Inc
13
2,327
*
Natera,
Inc
129
5,467
*
Nektar
Therapeutics
4
3,250
*
NeoGenomics,
Inc
57
2,550
*
Neurocrine
Biosciences,
Inc
258
761
*
NGM
Biopharmaceuticals
Inc
3
881
*
Nkarta,
Inc
3
2,168
*,e
Novavax,
Inc
15
1,379
*
Nurix
Therapeutics,
Inc
12
214
*
Nuvalent,
Inc
6
4,458
*
Nuvation
Bio,
Inc
7
5,511
*
Ocugen,
Inc
5
2,221
*
Ocular
Therapeutix,
Inc
12
2,371
*
OmniAb,
Inc
9
183
*,†
OmniAb,
Inc
0
183
*,†
OmniAb,
Inc
0
1,103
*
Organogenesis
Holdings
Inc
2
6,992
Organon
&
Co
164
2,475
*,e
Outlook
Therapeutics,
Inc
3
5,816
*
Pacific
Biosciences
of
California,
Inc
67
1,343
*
Pacira
BioSciences
Inc
55
3,578
PerkinElmer,
Inc
477
4,000
Perrigo
Co
plc
143
155,052
Pfizer,
Inc
6,326
575
*,e
Phathom
Pharmaceuticals,
Inc
4
720
Phibro
Animal
Health
Corp
11
754
*
PMV
Pharmaceuticals,
Inc
4
2,006
*
Point
Biopharma
Global,
Inc
15
684
*,e
Praxis
Precision
Medicines,
Inc
1
2,435
*,e
Precigen,
Inc
3
1,585
*
Prestige
Consumer
Healthcare,
Inc.
99
792
*
Prometheus
Biosciences,
Inc
85
Stock
Index
Account
March
31,
2023
32
Portfolio
of
Investments
(Unaudited)
(continued)
SHARES
COMPANY
VALUE
(000)
1,206
*
Protagonist
Therapeutics,
Inc
$
28
1,011
*
Prothena
Corp
plc
49
1,356
*
Provention
Bio,
Inc
33
2,011
*
PTC
Therapeutics,
Inc
97
6,175
*
QIAGEN
NV
284
914
*
Quanterix
Corp
10
2,497
*
Quantum-Si,
Inc
4
524
*
RAPT
Therapeutics,
Inc
10
815
*
Reata
Pharmaceuticals,
Inc
74
3,244
*
Recursion
Pharmaceuticals,
Inc
22
2,833
*
Regeneron
Pharmaceuticals,
Inc
2,328
1,062
*
REGENXBIO,
Inc
20
2,088
*
Relay
Therapeutics,
Inc
34
940
*
Relmada
Therapeutics,
Inc
2
1,598
*
Repligen
Corp
269
699
*
Replimune
Group,
Inc
12
2,003
*
Revance
Therapeutics,
Inc
65
1,744
*
REVOLUTION
Medicines,
Inc
38
4,657
*
Rigel
Pharmaceuticals,
Inc
6
1,412
*
Rocket
Pharmaceuticals,
Inc
24
10,105
Royalty
Pharma
plc
364
1,665
*
Sage
Therapeutics,
Inc
70
2,386
*,e
Sana
Biotechnology,
Inc
8
3,362
*
Sangamo
Therapeutics
Inc
6
2,419
*
Sarepta
Therapeutics,
Inc
333
1,626
*
Science
37
Holdings,
Inc
0
^
3,671
*
Seagen,
Inc
743
1,126
*
Seer,
Inc
4
2,061
*
Seres
Therapeutics,
Inc
12
1,913
SIGA
Technologies,
Inc
11
1,521
*,e
Singular
Genomics
Systems,
Inc
2
3,798
*
SomaLogic,
Inc
10
1,610
*,†
Sorrento
Therapeutics,
Inc
12
2,303
*
Sotera
Health
Co
41
843
*
SpringWorks
Therapeutics,
Inc
22
519
*
Stoke
Therapeutics,
Inc
4
1,648
*
Supernus
Pharmaceuticals,
Inc
60
1,211
*
Sutro
Biopharma,
Inc
6
1,544
*
Syndax
Pharmaceuticals,
Inc
33
3,059
*
Syneos
Health,
Inc
109
1,233
*
Tango
Therapeutics,
Inc
5
197
*
Tarsus
Pharmaceuticals,
Inc
2
285
*
Tenaya
Therapeutics,
Inc
1
3,788
*
TG
Therapeutics,
Inc
57
1,625
*,e
Theravance
Biopharma,
Inc
18
10,730
Thermo
Fisher
Scientific,
Inc
6,184
1,469
*
Travere
Therapeutics,
Inc
33
1,447
*
Twist
Bioscience
Corp
22
1,912
*
Ultragenyx
Pharmaceutical,
Inc
77
1,221
*
United
Therapeutics
Corp
273
1,691
*
Vanda
Pharmaceuticals,
Inc
11
3,587
*,e
Vaxart
Inc
3
1,940
*
Vaxcyte,
Inc
73
5,494
*
VBI
Vaccines,
Inc
2
578
*
Ventyx
Biosciences,
Inc
19
374
*
Vera
Therapeutics,
Inc
3
1,983
*
Veracyte,
Inc
44
1,345
*
Vericel
Corp
39
7,077
*
Vertex
Pharmaceuticals,
Inc
2,230
1,017
*
Verve
Therapeutics,
Inc
15
31,825
Viatris,
Inc
306
Stock
Index
Account
March
31,
2023
33
Portfolio
of
Investments
(Unaudited)
SHARES
COMPANY
VALUE
(000)
1,798
*
Vir
Biotechnology,
Inc
$
42
699
*
Viridian
Therapeutics,
Inc
18
1,621
*
Waters
Corp
502
2,065
West
Pharmaceutical
Services,
Inc
715
1,460
*
Xencor,
Inc
41
3,592
*
Xeris
Biopharma
Holdings,
Inc
6
959
*
Y-mAbs
Therapeutics,
Inc
5
975
*
Zentalis
Pharmaceuticals,
Inc
17
12,843
Zoetis,
Inc
2,138
TOTAL
PHARMACEUTICALS,
BIOTECHNOLOGY
&
LIFE
SCIENCES
91,053
REAL
ESTATE
-
3.1%
1,964
Acadia
Realty
Trust
27
2,147
Agree
Realty
Corp
147
1,433
Alexander
&
Baldwin,
Inc
27
113
Alexander's,
Inc
22
4,560
Alexandria
Real
Estate
Equities,
Inc
573
1,425
American
Assets
Trust,
Inc
26
3,752
American
Finance
Trust,
Inc
24
8,855
American
Homes
4
Rent
278
12,737
American
Tower
Corp
2,603
7,241
Americold
Realty
Trust
206
4,413
Apartment
Income
REIT
Corp
158
1,091
Apartment
Investment
and
Management
Co
8
4,526
Apple
Hospitality
REIT,
Inc
70
1,658
Armada
Hoffler
Properties,
Inc
20
1,308
*
Ashford
Hospitality
Trust,
Inc
4
3,961
AvalonBay
Communities,
Inc
666
118
*
Bluerock
Homes
Trust,
Inc
2
4,442
Boston
Properties,
Inc
240
1,188
BraeMar
Hotels
&
Resorts,
Inc
5
3,704
Brandywine
Realty
Trust
18
7,811
Brixmor
Property
Group,
Inc
168
4,091
Broadstone
Net
Lease,
Inc
70
552
Brt
Realty
Trust
11
3,063
Camden
Property
Trust
321
3,202
CareTrust
REIT,
Inc
63
1,043
CBL
&
Associates
Properties,
Inc
27
8,388
*
CBRE
Group,
Inc
611
460
Centerspace
25
1,449
Chatham
Lodging
Trust
15
1,087
City
Office
REIT,
Inc
7
544
Clipper
Realty,
Inc
3
753
Community
Healthcare
Trust,
Inc
28
7,243
*
Compass,
Inc
23
2,602
Corporate
Office
Properties
Trust
62
4,434
Cousins
Properties,
Inc
95
11,920
Crown
Castle
International
Corp
1,595
588
e
CTO
Realty
Growth,
Inc
10
5,793
CubeSmart
268
3,593
*
Cushman
&
Wakefield
plc
38
7,193
DiamondRock
Hospitality
Co
58
7,984
Digital
Realty
Trust,
Inc
785
3,807
e
DigitalBridge
Group,
Inc
46
7,300
Diversified
Healthcare
Trust
10
3,543
*,e
Doma
Holdings,
Inc
1
2,005
Douglas
Elliman,
Inc
6
4,303
Douglas
Emmett,
Inc
53
1,724
Easterly
Government
Properties,
Inc
24
1,286
EastGroup
Properties,
Inc
213
Stock
Index
Account
March
31,
2023
34
Portfolio
of
Investments
(Unaudited)
(continued)
SHARES
COMPANY
VALUE
(000)
3,522
e
Empire
State
Realty
Trust,
Inc
$
23
2,015
EPR
Properties
77
2,543
Equinix,
Inc
1,834
2,060
Equity
Commonwealth
43
5,139
Equity
Lifestyle
Properties,
Inc
345
10,442
Equity
Residential
627
3,224
Essential
Properties
Realty
Trust,
Inc
80
1,872
Essex
Property
Trust,
Inc
392
1,858
e
eXp
World
Holdings
Inc
24
3,740
Extra
Space
Storage,
Inc
609
967
e
Farmland
Partners,
Inc
10
2,191
Federal
Realty
Investment
Trust
217
3,737
First
Industrial
Realty
Trust,
Inc
199
400
*
Forestar
Group,
Inc
6
1,561
Four
Corners
Property
Trust,
Inc
42
4,124
Franklin
Street
Properties
Corp
6
309
*
FRP
Holdings,
Inc
18
6,257
Gaming
and
Leisure
Properties,
Inc
326
1,064
Getty
Realty
Corp
38
881
e
Gladstone
Commercial
Corp
11
815
Gladstone
Land
Corp
14
1,479
Global
Medical
REIT,
Inc
13
2,475
Global
Net
Lease,
Inc
32
10,202
Healthcare
Realty
Trust,
Inc
197
15,467
Healthpeak
Properties
Inc
340
1,493
Hersha
Hospitality
Trust
10
2,907
Highwoods
Properties,
Inc
67
19,934
Host
Hotels
and
Resorts,
Inc
329
1,318
*
Howard
Hughes
Corp
105
3,600
Hudson
Pacific
Properties
24
5,802
Independence
Realty
Trust,
Inc
93
200
e
Indus
Realty
Trust,
Inc
13
1,510
Industrial
Logistics
Properties
Trust
5
821
Innovative
Industrial
Properties,
Inc
62
1,587
InvenTrust
Properties
Corp
37
17,129
Invitation
Homes,
Inc
535
8,118
Iron
Mountain,
Inc
430
831
e
iStar,
Inc
24
3,149
JBG
SMITH
Properties
47
1,238
*
Jones
Lang
LaSalle,
Inc
180
2,815
Kennedy-Wilson
Holdings,
Inc
47
3,530
Kilroy
Realty
Corp
114
16,724
Kimco
Realty
Corp
327
6,010
Kite
Realty
Group
Trust
126
2,210
Lamar
Advertising
Co
221
8,135
Lexington
Realty
Trust
84
2,202
Life
Storage,
Inc
289
838
LTC
Properties,
Inc
29
6,081
Macerich
Co
64
3,269
*
Mack-Cali
Realty
Corp
48
569
Marcus
&
Millichap,
Inc
18
16,244
e
Medical
Properties
Trust,
Inc
134
3,416
Mid-America
Apartment
Communities,
Inc
516
1,067
National
Health
Investors,
Inc
55
4,545
National
Retail
Properties,
Inc
201
2,085
National
Storage
Affiliates
Trust
87
1,788
NETSTREIT
Corp
33
4,328
Newmark
Group,
Inc
31
662
NexPoint
Residential
Trust,
Inc
29
1,207
Office
Properties
Income
Trust
15
6,327
Omega
Healthcare
Investors,
Inc
173
Stock
Index
Account
March
31,
2023
35
Portfolio
of
Investments
(Unaudited)
SHARES
COMPANY
VALUE
(000)
574
One
Liberty
Properties,
Inc
$
13
7,747
*,e
Opendoor
Technologies,
Inc
14
1,597
Orion
Office
REIT,
Inc
11
2,970
Outfront
Media,
Inc
48
4,579
Paramount
Group,
Inc
21
7,470
Park
Hotels
&
Resorts,
Inc
92
4,334
e
Pebblebrook
Hotel
Trust
61
2,989
Phillips
Edison
&
Co,
Inc
97
5,940
Physicians
Realty
Trust
89
3,343
Piedmont
Office
Realty
Trust,
Inc
24
628
Plymouth
Industrial
REIT,
Inc
13
1,831
PotlatchDeltic
Corp
91
25,411
Prologis,
Inc
3,171
4,290
Public
Storage,
Inc
1,296
3,743
Rayonier,
Inc
124
732
Re/Max
Holdings,
Inc
14
3,279
*
Realogy
Holdings
Corp
17
17,100
Realty
Income
Corp
1,083
3,100
*,e
Redfin
Corp
28
4,776
Regency
Centers
Corp
292
4,204
Retail
Opportunities
Investment
Corp
59
5,133
Rexford
Industrial
Realty,
Inc
306
5,361
RLJ
Lodging
Trust
57
283
RMR
Group,
Inc
7
1,611
RPT
Realty
15
1,575
Ryman
Hospitality
Properties
141
4,837
Sabra
Healthcare
REIT,
Inc
56
392
Saul
Centers,
Inc
15
3,000
SBA
Communications
Corp
783
4,584
Service
Properties
Trust
46
8,929
Simon
Property
Group,
Inc
1,000
6,051
SITE
Centers
Corp
74
1,278
SL
Green
Realty
Corp
30
3,189
Spirit
Realty
Capital,
Inc
127
1,023
St.
Joe
Co
43
4,481
STAG
Industrial,
Inc
152
235
*
Star
Holdings
4
134
Stratus
Properties,
Inc
3
3,928
Summit
Hotel
Properties,
Inc
27
3,196
Sun
Communities,
Inc
450
7,507
Sunstone
Hotel
Investors,
Inc
74
2,916
Tanger
Factory
Outlet
Centers,
Inc
57
834
*
Tejon
Ranch
Co
15
1,821
Terreno
Realty
Corp
118
9,405
UDR,
Inc
386
994
UMH
Properties,
Inc
15
3,786
Uniti
Group,
Inc
13
294
Universal
Health
Realty
Income
Trust
14
3,855
Urban
Edge
Properties
58
1,188
Urstadt
Biddle
Properties,
Inc
(Class
A)
21
11,320
Ventas,
Inc
491
27,146
d
VICI
Properties,
Inc
885
4,805
Vornado
Realty
Trust
74
2,363
Washington
REIT
42
12,746
d
Welltower,
Inc
914
19,987
Weyerhaeuser
Co
602
1,293
Whitestone
REIT
12
5,527
WP
Carey,
Inc
428
3,934
Xenia
Hotels
&
Resorts,
Inc
51
1,844
*
Zillow
Group,
Inc
(Class
A)
81
Stock
Index
Account
March
31,
2023
36
Portfolio
of
Investments
(Unaudited)
(continued)
SHARES
COMPANY
VALUE
(000)
3,952
*
Zillow
Group,
Inc
(Class
C)
$
176
TOTAL
REAL
ESTATE
34,406
RETAILING
-
5.2%
966
*
1-800-FLOWERS.COM,
Inc
(Class
A)
11
1,062
Aaron's
Co,
Inc
10
1,255
*
Abercrombie
&
Fitch
Co
(Class
A)
35
2,150
Academy
Sports
&
Outdoors,
Inc
140
1,580
Advance
Auto
Parts,
Inc
192
244,130
*
Amazon.com,
Inc
25,216
3,778
American
Eagle
Outfitters,
Inc
51
154
*
America's
Car-Mart,
Inc
12
2,460
Arko
Corp
21
588
*
Asbury
Automotive
Group,
Inc
123
817
*
Autonation,
Inc
110
519
*
AutoZone,
Inc
1,276
6,685
Bath
&
Body
Works,
Inc
245
5,480
Best
Buy
Co,
Inc
429
578
Big
5
Sporting
Goods
Corp
4
680
e
Big
Lots,
Inc
7
819
*
Boot
Barn
Holdings,
Inc
63
524
Buckle,
Inc
19
326
Build-A-Bear
Workshop,
Inc
8
1,836
*
Burlington
Stores,
Inc
371
1,001
Caleres,
Inc
22
895
Camping
World
Holdings,
Inc
19
4,514
*
CarMax,
Inc
290
1,412
*
CarParts.com,
Inc
8
966
Cato
Corp
(Class
A)
9
3,531
*
Chico's
FAS,
Inc
19
389
*
Children's
Place,
Inc
16
293
*
Citi
Trends,
Inc
6
708
*
Conn's,
Inc
4
764
*
Container
Store
Group,
Inc
3
17,189
*
ContextLogic,
Inc
8
1,606
Designer
Brands,
Inc
14
1,452
*
Destination
XL
Group,
Inc
8
1,407
Dick's
Sporting
Goods,
Inc
200
131
Dillard's,
Inc
(Class
A)
40
6,311
Dollar
General
Corp
1,328
5,833
*
Dollar
Tree,
Inc
837
7,038
*
DoorDash,
Inc
447
404
*
Duluth
Holdings,
Inc
3
15,009
eBay,
Inc
666
3,384
*
Etsy,
Inc
377
2,017
*,e
EVgo,
Inc
16
1,506
*
Five
Below,
Inc
310
2,980
*
Floor
&
Decor
Holdings,
Inc
293
1,965
Foot
Locker,
Inc
78
748
e
Franchise
Group,
Inc
20
576
*,e
Funko,
Inc
5
7,588
*
GameStop
Corp
(Class
A)
175
4,912
Gap,
Inc
49
365
*
Genesco,
Inc
13
3,800
Genuine
Parts
Co
636
311
Group
1
Automotive,
Inc
70
658
*,e
Groupon,
Inc
3
1,619
*
GrowGeneration
Corp
6
1,358
Guess?,
Inc
26
715
Haverty
Furniture
Cos,
Inc
23
547
Hibbett
Sports,
Inc
32
Stock
Index
Account
March
31,
2023
37
Portfolio
of
Investments
(Unaudited)
SHARES
COMPANY
VALUE
(000)
28,070
Home
Depot,
Inc
$
8,284
3,678
Kohl's
Corp
87
487
*
Lands'
End,
Inc
5
4,195
*
Leslie's,
Inc
46
664
*
Liquidity
Services,
Inc
9
845
Lithia
Motors,
Inc
(Class
A)
193
6,444
LKQ
Corp
366
16,703
Lowe's
Companies,
Inc
3,340
1,099
*
Lumber
Liquidators,
Inc
4
6,895
Macy's,
Inc
121
530
*
MarineMax,
Inc
15
759
Monro
Muffler,
Inc
37
522
Murphy
USA,
Inc
135
2,416
*
National
Vision
Holdings,
Inc
46
2,987
Nordstrom,
Inc
49
1,066
*
ODP
Corp
48
1,867
*
Ollie's
Bargain
Outlet
Holdings,
Inc
108
266
*,e
OneWater
Marine,
Inc
7
1,718
*
O'Reilly
Automotive,
Inc
1,459
1,209
*
Overstock.com,
Inc
24
633
Penske
Auto
Group,
Inc
90
1,980
*
Petco
Health
&
Wellness
Co,
Inc
18
765
PetMed
Express,
Inc
12
1,019
Pool
Corp
349
2,851
*
Quotient
Technology,
Inc
9
8,276
*
Qurate
Retail
Group,
Inc
QVC
Group
8
1,396
*
Rent
the
Runway,
Inc
4
686
Rent-A-Center,
Inc
17
1,063
*
Revolve
Group,
Inc
28
507
*
RH
123
9,269
Ross
Stores,
Inc
984
2,402
*
Sally
Beauty
Holdings,
Inc
37
646
Shoe
Carnival,
Inc
17
719
Shutterstock,
Inc
52
1,368
Signet
Jewelers
Ltd
106
760
*
Sleep
Number
Corp
23
479
Sonic
Automotive,
Inc
(Class
A)
26
1,434
*
Sportsman's
Warehouse
Holdings,
Inc
12
1,770
*
Stitch
Fix
Inc
9
12,686
Target
Corp
2,101
1,616
*,e
ThredUp,
Inc
4
432
*
Tilly's,
Inc
3
32,381
TJX
Companies,
Inc
2,537
3,030
Tractor
Supply
Co
712
311
*
TravelCenters
of
America,
Inc
27
1,361
*
Ulta
Beauty,
Inc
743
1,483
*
Urban
Outfitters,
Inc
41
2,226
*
Victoria's
Secret
&
Co
76
2,402
*
Warby
Parker,
Inc
25
2,236
*
Wayfair,
Inc
77
1,797
Williams-Sonoma,
Inc
219
94
Winmark
Corp
30
911
*
Xometry,
Inc
14
686
*
Zumiez,
Inc
13
TOTAL
RETAILING
57,351
SEMICONDUCTORS
&
SEMICONDUCTOR
EQUIPMENT
-
5.7%
1,170
*
ACM
Research,
Inc
14
44,386
*
Advanced
Micro
Devices,
Inc
4,350
1,709
*
Allegro
MicroSystems,
Inc
82
844
*
Alpha
&
Omega
Semiconductor
Ltd
23
Stock
Index
Account
March
31,
2023
38
Portfolio
of
Investments
(Unaudited)
(continued)
SHARES
COMPANY
VALUE
(000)
1,114
*
Ambarella,
Inc
$
86
2,094
Amkor
Technology,
Inc
54
13,968
Analog
Devices,
Inc
2,755
23,214
Applied
Materials,
Inc
2,851
534
*,e
Atomera,
Inc
3
1,017
*
Axcelis
Technologies,
Inc
136
1,452
*
AXT,
Inc
6
10,833
Broadcom,
Inc
6,950
839
*
Ceva,
Inc
26
1,382
*
Cirrus
Logic,
Inc
151
3,492
*
Coherent
Corp
133
1,495
*
Cohu,
Inc
57
2,566
*
Credo
Technology
Group
Holding
Ltd
24
1,395
*
Diodes,
Inc
129
3,576
*
Enphase
Energy,
Inc
752
4,215
Entegris,
Inc
346
2,940
*
First
Solar,
Inc
639
2,364
*
Formfactor,
Inc
75
1,663
*
GLOBALFOUNDRIES,
Inc
120
660
*
Ichor
Holdings
Ltd
22
705
*
Impinj,
Inc
96
2,443
*,e
indie
Semiconductor,
Inc
26
113,563
Intel
Corp
3,710
3,867
KLA
Corp
1,544
1,679
Kulicke
&
Soffa
Industries,
Inc
88
3,738
Lam
Research
Corp
1,982
3,496
*
Lattice
Semiconductor
Corp
334
1,568
*
MACOM
Technology
Solutions
Holdings,
Inc
111
23,532
Marvell
Technology,
Inc
1,019
2,280
*
MaxLinear,
Inc
80
14,511
Microchip
Technology,
Inc
1,216
29,820
Micron
Technology,
Inc
1,799
1,516
MKS
Instruments,
Inc
134
1,248
Monolithic
Power
Systems,
Inc
625
1,345
*
Nanometrics,
Inc
118
65,019
NVIDIA
Corp
18,060
11,846
*
ON
Semiconductor
Corp
975
1,181
*
PDF
Solutions,
Inc
50
1,824
*
Photronics,
Inc
30
1,723
Power
Integrations,
Inc
146
3,026
*
Qorvo,
Inc
307
30,603
QUALCOMM,
Inc
3,904
2,675
*
Rambus,
Inc
137
1,942
*
Semtech
Corp
47
899
*
Silicon
Laboratories,
Inc
157
434
*
SiTime
Corp
62
4,313
Skyworks
Solutions,
Inc
509
988
*
SMART
Global
Holdings,
Inc
17
2,299
*,e
SunPower
Corp
32
1,111
*
Synaptics,
Inc
124
4,246
Teradyne,
Inc
457
24,739
Texas
Instruments,
Inc
4,602
1,266
*
Ultra
Clean
Holdings
42
1,281
Universal
Display
Corp
199
1,051
*
Veeco
Instruments,
Inc
22
3,166
*
Wolfspeed,
Inc
206
TOTAL
SEMICONDUCTORS
&
SEMICONDUCTOR
EQUIPMENT
62,751
SOFTWARE
&
SERVICES
-
13.8%
3,462
*
8x8,
Inc
14
Stock
Index
Account
March
31,
2023
39
Portfolio
of
Investments
(Unaudited)
SHARES
COMPANY
VALUE
(000)
1,883
A10
Networks,
Inc
$
29
17,282
Accenture
plc
4,939
3,560
*
ACI
Worldwide,
Inc
96
2,653
Adeia,
Inc
23
12,583
*
Adobe,
Inc
4,849
4,905
*
Affirm
Holdings,
Inc
55
675
*
Agilysys,
Inc
56
4,169
*
Akamai
Technologies,
Inc
326
1,443
*
Alarm.com
Holdings,
Inc
73
785
*
Alkami
Technology,
Inc
10
1,317
*
Altair
Engineering,
Inc
95
1,733
*
Alteryx,
Inc
102
3,360
Amdocs
Ltd
323
1,091
American
Software,
Inc
(Class
A)
14
1,464
*
Amplitude,
Inc
18
2,361
*
Ansys,
Inc
786
538
*
Appfolio,
Inc
67
1,178
*
Appian
Corp
52
6,361
*
AppLovin
Corp
100
2,178
*
Asana,
Inc
46
744
*
Aspen
Technology,
Inc
170
3,959
*
Atlassian
Corp
678
5,949
*
Autodesk,
Inc
1,238
11,457
Automatic
Data
Processing,
Inc
2,551
2,977
*
AvePoint,
Inc
12
3,908
*
AvidXchange
Holdings,
Inc
30
4,603
Bentley
Systems,
Inc
198
1,735
*
BigCommerce
Holdings,
Inc
15
2,787
*
Bill.Com
Holdings,
Inc
226
4,272
*
Black
Knight,
Inc
246
1,447
*
Blackbaud,
Inc
100
1,613
*
Blackline,
Inc
108
14,547
*
Block,
Inc
999
3,187
*
Box,
Inc
85
1,461
Bread
Financial
Holdings,
Inc
44
1,247
*
Brightcove,
Inc
6
3,315
Broadridge
Financial
Solutions,
Inc
486
1,740
*,e
C3.ai,
Inc
58
7,388
*
Cadence
Design
Systems,
Inc
1,552
1,535
*
Cantaloupe,
Inc
9
576
Cass
Information
Systems,
Inc
25
5,023
*
CCC
Intelligent
Solutions
Holdings,
Inc
45
1,161
*,e
Cerberus
Cyber
Sentinel
Corp
0
^
1,164
*
Cerence
Inc
33
3,791
*
Ceridian
HCM
Holding,
Inc
278
1,162
*
Cleanspark,
Inc
3
1,700
Clear
Secure,
Inc
44
7,836
*
Cloudflare,
Inc
483
13,955
Cognizant
Technology
Solutions
Corp
(Class
A)
850
1,426
*
Commvault
Systems,
Inc
81
1,240
Concentrix
Corp
151
5,536
*
Conduent,
Inc
19
3,568
*
Confluent,
Inc
86
415
*
Consensus
Cloud
Solutions,
Inc
14
711
*,e
Couchbase,
Inc
10
5,739
*
Crowdstrike
Holdings,
Inc
788
713
*
CS
Disco,
Inc
5
1,113
CSG
Systems
International,
Inc
60
2,581
*
Cvent
Holding
Corp
22
7,266
*
Datadog,
Inc
528
574
*,e
Digimarc
Corp
11
Stock
Index
Account
March
31,
2023
40
Portfolio
of
Investments
(Unaudited)
(continued)
SHARES
COMPANY
VALUE
(000)
2,598
*
Digital
Turbine,
Inc
$
32
2,085
*,e
DigitalOcean
Holdings,
Inc
82
5,594
*
DocuSign,
Inc
326
1,762
Dolby
Laboratories,
Inc
(Class
A)
150
816
*
Domo,
Inc
12
1,439
*
DoubleVerify
Holdings,
Inc
43
6,902
*
Dropbox,
Inc
149
6,709
*
DXC
Technology
Co
171
5,589
*
Dynatrace,
Inc
236
5,822
*
E2open
Parent
Holdings,
Inc
34
927
Ebix,
Inc
12
648
*
eGain
Corp
5
2,086
*
Elastic
NV
121
553
*
Enfusion,
Inc
6
742
*
EngageSmart,
Inc
14
1,657
*
Envestnet,
Inc
97
1,494
*
EPAM
Systems,
Inc
447
1,402
*
Euronet
Worldwide,
Inc
157
1,144
*
Everbridge,
Inc
40
918
*
EverCommerce,
Inc
10
1,923
EVERTEC,
Inc
65
972
*
ExlService
Holdings,
Inc
157
657
*
Fair
Isaac
Corp
462
3,179
*
Fastly,
Inc
56
16,558
Fidelity
National
Information
Services,
Inc
900
16,036
*
Fiserv,
Inc
1,813
2,029
*
Five9,
Inc
147
1,978
*
FleetCor
Technologies,
Inc
417
1,731
*
Flywire
Corp
51
1,001
*
ForgeRock,
Inc
21
17,554
*
Fortinet,
Inc
1,167
2,114
*
Gartner,
Inc
689
15,719
Gen
Digital,
Inc
270
4,327
Genpact
Ltd
200
7,212
Global
Payments,
Inc
759
1,180
*
Globant
S.A.
194
4,292
*
GoDaddy,
Inc
334
1,385
*
Grid
Dynamics
Holdings,
Inc
16
2,614
*
Guidewire
Software,
Inc
214
1,077
Hackett
Group,
Inc
20
1,283
*
HubSpot,
Inc
550
351
*
I3
Verticals,
Inc
9
845
*
Informatica,
Inc
14
559
*
Instructure
Holdings,
Inc
14
224
*
Intapp,
Inc
10
1,057
InterDigital,
Inc
77
24,581
International
Business
Machines
Corp
3,222
677
*
International
Money
Express
Inc
17
7,582
Intuit,
Inc
3,380
1,796
*,e
IronNet,
Inc
1
2,050
Jack
Henry
&
Associates,
Inc
309
1,710
*
Jamf
Holding
Corp
33
5,240
*
Kyndryl
Holdings,
Inc
77
3,363
*
Limelight
Networks,
Inc
3
1,949
*
LiveRamp
Holdings,
Inc
43
1,591
*
Manhattan
Associates,
Inc
246
2,859
*,e
Marathon
Digital
Holdings,
Inc
25
11,987
*
Marqeta,
Inc
55
23,350
Mastercard,
Inc
(Class
A)
8,486
6,004
*
Matterport,
Inc
16
1,947
MAXIMUS,
Inc
153
Stock
Index
Account
March
31,
2023
41
Portfolio
of
Investments
(Unaudited)
SHARES
COMPANY
VALUE
(000)
423
*
MeridianLink,
Inc
$
7
205,517
Microsoft
Corp
59,251
235
*
MicroStrategy,
Inc
(Class
A)
69
1,253
*
Mitek
Systems,
Inc
12
844
*
Model
N,
Inc
28
2,446
*
MoneyGram
International,
Inc
25
1,823
*
MongoDB,
Inc
425
1,593
*
N-Able,
Inc
21
1,586
*
nCino
OpCo,
Inc
39
3,958
*
NCR
Corp
93
1,631
*
New
Relic,
Inc
123
5,847
*
Nutanix,
Inc
152
4,097
*
Okta,
Inc
353
2,330
*
Olo,
Inc
19
678
*
ON24,
Inc
6
1,227
*
OneSpan,
Inc
21
41,861
Oracle
Corp
3,890
2,372
*
Pagerduty,
Inc
83
50,923
*
Palantir
Technologies,
Inc
430
8,146
*
Palo
Alto
Networks,
Inc
1,627
8,757
Paychex,
Inc
1,003
1,447
*
Paycom
Software,
Inc
440
1,163
*
Paycor
HCM,
Inc
31
1,125
*
Paylocity
Holding
Corp
224
5,249
*
Payoneer
Global,
Inc
33
31,265
*
PayPal
Holdings,
Inc
2,374
1,007
*
Paysafe
Ltd
17
1,232
Pegasystems,
Inc
60
814
*
Perficient,
Inc
59
568
PFSweb,
Inc
2
1,856
*
Procore
Technologies,
Inc
116
1,606
Progress
Software
Corp
92
1,099
*
PROS
Holdings,
Inc
30
2,773
*
PTC,
Inc
356
1,569
*
Q2
Holdings,
Inc
39
1,112
*
Qualys,
Inc
145
1,424
*
Rackspace
Technology,
Inc
3
1,695
*
Rapid7,
Inc
78
2,206
*
Remitly
Global,
Inc
37
2,014
*
Repay
Holdings
Corp
13
992
*
Rimini
Street,
Inc
4
2,462
*
RingCentral,
Inc
75
3,178
*,e
Riot
Blockchain,
Inc
32
2,865
Roper
Technologies,
Inc
1,263
10,188
*
Sabre
Corp
44
26,369
*
Salesforce,
Inc
5,268
766
Sapiens
International
Corp
NV
17
257
*
SecureWorks
Corp
2
4,923
*
SentinelOne,
Inc
81
5,558
*
ServiceNow,
Inc
2,583
1,262
*
Shift4
Payments,
Inc
96
356
*
ShotSpotter,
Inc
14
3,616
*
Smartsheet,
Inc
173
8,524
*
Snowflake,
Inc
1,315
1,484
*
SolarWinds
Corp
13
4,593
*
Splunk,
Inc
440
1,316
*
Sprout
Social,
Inc
80
1,093
*
SPS
Commerce,
Inc
166
907
*
Squarespace,
Inc
29
5,986
SS&C
Technologies
Holdings,
Inc
338
7,953
*
StoneCo
Ltd
76
Stock
Index
Account
March
31,
2023
42
Portfolio
of
Investments
(Unaudited)
(continued)
SHARES
COMPANY
VALUE
(000)
2,378
*
Sumo
Logic,
Inc
$
28
3,818
*
SVMK,
Inc
36
4,105
*
Synopsys,
Inc
1,586
1,087
*
Telos
Corp
3
2,968
*
Tenable
Holdings,
Inc
141
2,794
*
Teradata
Corp
113
6,226
*
Toast,
Inc
111
11,978
*
Trade
Desk,
Inc
730
541
TTEC
Holdings,
Inc
20
349
*,e
Tucows,
Inc
7
2,008
*
Turing
Holding
Corp
15
4,865
*
Twilio,
Inc
324
1,105
*
Tyler
Technologies,
Inc
392
10,393
*
UiPath,
Inc
182
2,160
*
Unisys
Corp
8
6,804
*
Unity
Software,
Inc
221
660
*
Upland
Software,
Inc
3
3,084
*
Varonis
Systems,
Inc
80
1,365
*
Verint
Systems,
Inc
51
2,413
*
VeriSign,
Inc
510
765
*
Veritone,
Inc
4
3,457
*
Verra
Mobility
Corp
58
305
*
Viant
Technology,
Inc
1
44,720
Visa,
Inc
(Class
A)
10,083
5,803
*
VMware,
Inc
(Class
A)
724
11,536
Western
Union
Co
129
1,129
*
WEX,
Inc
208
1,594
*
Wix.com
Ltd
159
1,720
*
WM
Technology,
Inc
1
5,472
*
Workday,
Inc
1,130
1,379
*
Workiva,
Inc
141
2,990
*
Yext,
Inc
29
2,910
*
Zeta
Global
Holdings
Corp
32
6,648
*
Zoom
Video
Communications,
Inc
491
2,300
*
Zscaler,
Inc
269
2,992
*
Zuora
Inc
30
TOTAL
SOFTWARE
&
SERVICES
153,241
TECHNOLOGY
HARDWARE
&
EQUIPMENT
-
8.0%
3,738
*
3D
Systems
Corp
40
521
*
908
Devices,
Inc
4
1,592
ADTRAN
Holdings,
Inc
25
1,075
Advanced
Energy
Industries,
Inc
105
1,335
*
Aeva
Technologies,
Inc
2
899
*,e
Akoustis
Technologies,
Inc
3
15,524
Amphenol
Corp
(Class
A)
1,269
412,809
d
Apple,
Inc
68,072
6,772
*
Arista
Networks,
Inc
1,137
2,522
*
Arlo
Technologies,
Inc
15
1,580
*
Arrow
Electronics,
Inc
197
223
*
Aviat
Networks,
Inc
8
1,182
*
Avid
Technology,
Inc
38
2,201
Avnet,
Inc
99
997
Badger
Meter,
Inc
121
1,442
Belden
CDT,
Inc
125
1,361
Benchmark
Electronics,
Inc
32
1,720
*
Calix,
Inc
92
235
*
Cambium
Networks
Corp
4
3,605
CDW
Corp
703
4,195
*
Ciena
Corp
220
112,198
Cisco
Systems,
Inc
5,865
Stock
Index
Account
March
31,
2023
43
Portfolio
of
Investments
(Unaudited)
SHARES
COMPANY
VALUE
(000)
365
*
Clearfield,
Inc
$
17
4,963
Cognex
Corp
246
6,058
*
CommScope
Holding
Co,
Inc
39
784
Comtech
Telecommunications
Corp
10
20,116
Corning,
Inc
710
716
*
Corsair
Gaming,
Inc
13
1,256
CTS
Corp
62
6,695
Dell
Technologies,
Inc
269
759
*
Digi
International,
Inc
26
369
*
DZS,
Inc
3
1,285
*
Eastman
Kodak
Co
5
863
*
ePlus,
Inc
42
2,211
*
Evolv
Technologies
Holdings,
Inc
7
4,038
*
Extreme
Networks,
Inc
77
1,540
*
F5
Networks,
Inc
224
1,106
*
Fabrinet
131
655
*
FARO
Technologies,
Inc
16
641
*,e
Focus
Universal,
Inc
2
3,142
*
Harmonic,
Inc
46
35,905
Hewlett
Packard
Enterprise
Co
572
26,833
HP,
Inc
788
447
*
Identiv,
Inc
3
5,792
*,e
Infinera
Corp
45
2,359
*,e
Inseego
Corp
1
967
*
Insight
Enterprises,
Inc
138
3,256
*,e
IonQ,
Inc
20
1,022
*
IPG
Photonics
Corp
126
1,329
*
Itron,
Inc
74
3,565
Jabil
Inc
314
8,971
Juniper
Networks,
Inc
309
4,760
*
Keysight
Technologies,
Inc
769
1,038
*
Kimball
Electronics,
Inc
25
3,025
*
Knowles
Corp
51
3,049
*
Lightwave
Logic,
Inc
16
741
Littelfuse,
Inc
199
1,893
*
Lumentum
Holdings,
Inc
102
1,398
Methode
Electronics,
Inc
61
4,688
*,e
Microvision,
Inc
12
3,110
*
Mirion
Technologies,
Inc
27
4,445
Motorola
Solutions,
Inc
1,272
856
*
Napco
Security
Technologies,
Inc
32
3,395
National
Instruments
Corp
178
5,900
NetApp,
Inc
377
962
*
Netgear,
Inc
18
2,211
*
Netscout
Systems,
Inc
63
1,072
*
nLight,
Inc
11
1,083
*
Novanta,
Inc
172
810
*,e
Ondas
Holdings,
Inc
1
673
*
OSI
Systems,
Inc
69
5,049
*
Ouster,
Inc
4
675
*,e
PAR
Technology
Corp
23
430
PC
Connection,
Inc
19
884
*
Plexus
Corp
86
7,668
*
Pure
Storage,
Inc
196
2,205
*
Ribbon
Communications,
Inc
8
512
*
Rogers
Corp
84
1,891
*
Sanmina
Corp
115
958
*
Scansource,
Inc
29
3,094
*
SmartRent,
Inc
8
1,358
*
Super
Micro
Computer,
Inc
145
1,240
SYNNEX
Corp
120
Stock
Index
Account
March
31,
2023
44
Portfolio
of
Investments
(Unaudited)
(continued)
SHARES
COMPANY
VALUE
(000)
1,275
*
Teledyne
Technologies,
Inc
$
570
6,706
*
Trimble
Inc
352
3,576
*
TTM
Technologies,
Inc
48
379
*
Turtle
Beach
Corp
4
180
e
Ubiquiti,
Inc
49
1,951
*,e
Viasat,
Inc
66
7,253
*
Viavi
Solutions,
Inc
79
3,447
Vishay
Intertechnology,
Inc
78
398
*
Vishay
Precision
Group,
Inc
17
4,816
Vontier
Corp
132
8,745
*
Western
Digital
Corp
329
2,578
Xerox
Holdings
Corp
40
1,061
*
Xperi,
Inc
12
1,393
*
Zebra
Technologies
Corp
(Class
A)
443
TOTAL
TECHNOLOGY
HARDWARE
&
EQUIPMENT
89,022
TELECOMMUNICATION
SERVICES
-
1.0%
410
*
Anterix,
Inc
14
195,751
AT&T,
Inc
3,768
373
ATN
International,
Inc
15
669
*
Bandwidth
Inc
10
1,393
*
Charge
Enterprises,
Inc
2
1,375
Cogent
Communications
Group,
Inc
88
2,586
*
Consolidated
Communications
Holdings,
Inc
7
1,375
*
EchoStar
Corp
(Class
A)
25
6,554
*
Frontier
Communications
Parent,
Inc
149
18,045
*
Globalstar,
Inc
21
1,217
*
Gogo,
Inc
18
521
*
IDT
Corp
(Class
B)
18
3,657
Iridium
Communications,
Inc
226
1,581
*
Liberty
Latin
America
Ltd
(Class
A)
13
5,022
*
Liberty
Latin
America
Ltd
(Class
C)
41
28,983
Lumen
Technologies,
Inc
77
661
*
Ooma,
Inc
8
1,833
*
Radius
Global
Infrastructure,
Inc
27
1,561
Shenandoah
Telecom
Co
30
2,915
Telephone
&
Data
Systems,
Inc
31
16,290
*
T-Mobile
US,
Inc
2,359
444
*
US
Cellular
Corp
9
116,078
Verizon
Communications,
Inc
4,514
TOTAL
TELECOMMUNICATION
SERVICES
11,470
TRANSPORTATION
-
1.8%
2,138
*
Air
Transport
Services
Group,
Inc
45
3,317
*
Alaska
Air
Group,
Inc
139
393
*
Allegiant
Travel
Co
36
1,845
AMERCO
96
205
e
Amerco,
Inc
12
16,875
*
American
Airlines
Group,
Inc
249
719
ArcBest
Corp
66
713
*
Avis
Budget
Group,
Inc
139
1,241
*,e
Blade
Air
Mobility,
Inc
4
3,063
CH
Robinson
Worldwide,
Inc
304
693
*
Copa
Holdings
S.A.
(Class
A)
64
1,032
Costamare,
Inc
10
452
Covenant
Transportation
Group,
Inc
16
57,529
CSX
Corp
1,722
763
*
Daseke,
Inc
6
17,823
*
Delta
Air
Lines,
Inc
622
393
Eagle
Bulk
Shipping,
Inc
18
4,158
Expeditors
International
of
Washington,
Inc
458
Stock
Index
Account
March
31,
2023
45
Portfolio
of
Investments
(Unaudited)
SHARES
COMPANY
VALUE
(000)
6,474
FedEx
Corp
$
1,479
902
Forward
Air
Corp
97
349
*
Frontier
Group
Holdings,
Inc
3
791
Genco
Shipping
&
Trading
Ltd
12
3,539
Golden
Ocean
Group
Ltd
34
2,887
*
GXO
Logistics,
Inc
146
1,825
*
Hawaiian
Holdings,
Inc
17
1,188
Heartland
Express,
Inc
19
4,548
*
Hertz
Global
Holdings,
Inc
74
760
*
Hub
Group,
Inc
(Class
A)
64
2,263
JB
Hunt
Transport
Services,
Inc
397
5,116
*
JetBlue
Airways
Corp
37
7,073
*,e
Joby
Aviation,
Inc
31
1,943
*
Kirby
Corp
135
4,439
Knight-Swift
Transportation
Holdings,
Inc
251
990
Landstar
System,
Inc
177
8,428
*
Lyft,
Inc
(Class
A)
78
2,242
Marten
Transport
Ltd
47
1,000
Matson,
Inc
60
6,331
Norfolk
Southern
Corp
1,342
2,727
Old
Dominion
Freight
Line
930
1,449
*
Radiant
Logistics,
Inc
10
2,690
*
RXO,
Inc
53
1,259
Ryder
System,
Inc
112
1,798
e
Safe
Bulkers,
Inc
7
741
*
Saia,
Inc
202
1,714
Schneider
National,
Inc
46
1,416
*
Skywest,
Inc
31
17,192
Southwest
Airlines
Co
559
3,099
Spirit
Airlines,
Inc
53
295
*
Sun
Country
Airlines
Holdings,
Inc
6
3,773
*
TuSimple
Holdings,
Inc
6
52,142
*
Uber
Technologies,
Inc
1,653
16,926
Union
Pacific
Corp
3,407
8,627
*
United
Airlines
Holdings
Inc
382
20,224
United
Parcel
Service,
Inc
(Class
B)
3,923
200
Universal
Logistics
Holdings
Inc
6
1,875
Werner
Enterprises,
Inc
85
4,164
*
Wheels
Up
Experience,
Inc
3
2,690
*
XPO
Logistics,
Inc
86
TOTAL
TRANSPORTATION
20,066
UTILITIES
-
2.7%
18,450
AES
Corp
444
1,489
Allete,
Inc
96
7,056
Alliant
Energy
Corp
377
925
*
Altus
Power,
Inc
5
7,109
Ameren
Corp
614
14,111
American
Electric
Power
Co,
Inc
1,284
773
American
States
Water
Co
69
5,213
American
Water
Works
Co,
Inc
764
366
Artesian
Resources
Corp
20
3,550
Atmos
Energy
Corp
399
2,225
e
Avangrid,
Inc
89
1,516
Avista
Corp
64
1,598
Black
Hills
Corp
101
2,657
Brookfield
Infrastructure
Corp
122
3,901
Brookfield
Renewable
Corp
136
1,070
California
Water
Service
Group
62
16,876
Centerpoint
Energy,
Inc
497
640
Chesapeake
Utilities
Corp
82
Stock
Index
Account
March
31,
2023
46
Portfolio
of
Investments
(Unaudited)
(continued)
SHARES
COMPANY
VALUE
(000)
1,290
Clearway
Energy,
Inc
(Class
A)
$
39
2,243
Clearway
Energy,
Inc
(Class
C)
70
8,112
CMS
Energy
Corp
498
10,001
Consolidated
Edison,
Inc
957
8,858
Constellation
Energy
Corp
695
22,932
Dominion
Energy,
Inc
1,282
5,120
DTE
Energy
Co
561
21,435
Duke
Energy
Corp
2,068
10,330
Edison
International
729
5,749
Entergy
Corp
619
6,227
Essential
Utilities
Inc
272
5,918
Evergy,
Inc
362
9,766
Eversource
Energy
764
27,226
Exelon
Corp
1,141
15,230
FirstEnergy
Corp
610
349
Global
Water
Resources,
Inc
4
2,788
Hawaiian
Electric
Industries,
Inc
107
1,138
Idacorp,
Inc
123
899
MGE
Energy,
Inc
70
644
Middlesex
Water
Co
50
1,899
*
Montauk
Renewables,
Inc
15
2,063
National
Fuel
Gas
Co
119
2,338
New
Jersey
Resources
Corp
124
54,432
NextEra
Energy,
Inc
4,196
11,482
NiSource,
Inc
321
1,124
Northwest
Natural
Holding
Co
53
1,255
NorthWestern
Corp
73
6,138
NRG
Energy,
Inc
211
5,229
OGE
Energy
Corp
197
1,679
ONE
Gas,
Inc
133
1,235
Ormat
Technologies,
Inc
105
920
Otter
Tail
Corp
67
45,257
*,b
PG&E
Corp
732
2,918
Pinnacle
West
Capital
Corp
231
1,917
PNM
Resources,
Inc
93
2,243
Portland
General
Electric
Co
110
19,459
PPL
Corp
541
13,633
Public
Service
Enterprise
Group,
Inc
851
626
*
Pure
Cycle
Corp
6
8,459
Sempra
Energy
1,279
678
SJW
Corp
52
29,892
Southern
Co
2,080
1,744
Southwest
Gas
Holdings
Inc
109
1,343
Spire,
Inc
94
2,817
*,e
Sunnova
Energy
International,
Inc
44
5,691
UGI
Corp
198
534
Unitil
Corp
30
283
e
Via
Renewables,
Inc
5
9,795
Vistra
Energy
Corp
235
8,890
WEC
Energy
Group,
Inc
843
14,923
Xcel
Energy,
Inc
1,006
490
York
Water
Co
22
TOTAL
UTILITIES
30,421
TOTAL
COMMON
STOCKS
1,101,968
(Cost
$373,647)
Stock
Index
Account
March
31,
2023
47
Portfolio
of
Investments
(Unaudited)
Cost
amounts
are
in
thousands.
SHARES
COMPANY
EXPIRATION
DATE
VALUE
(000)
RIGHTS/WARRANTS
-
0.0%
PHARMACEUTICALS,
BIOTECHNOLOGY
&
LIFE
SCIENCES
-
0.0%
478
†
Chinook
Therapeutics,
Inc
$
0
390
†
Tobira
Therapeutics,
Inc
0
^
TOTAL
PHARMACEUTICALS,
BIOTECHNOLOGY
&
LIFE
SCIENCES
0
^
TOTAL
RIGHTS/WARRANTS
0
^
(Cost
$0)
PRINCIPAL
ISSUER
RATE
MATURITY
DATE
SHORT-TERM
INVESTMENTS
-
0.9%
GOVERNMENT
AGENCY
DEBT
-
0.4%
$
4,561,000
Federal
Farm
Credit
Bank
(FFCB)
0
.000
%
04/06/23
4,559
TOTAL
GOVERNMENT
AGENCY
DEBT
4,559
TREASURY
DEBT
-
0.3%
4,000,000
United
States
Treasury
Bill
0
.000
04/04/23
4,000
TOTAL
TREASURY
DEBT
4,000
SHARES
COMPANY
INVESTMENTS
IN
REGISTERED
INVESTMENT
COMPANIES
-
0.2%
2,150,482
c
State
Street
Navigator
Securities
Lending
Government
Money
Market
Portfolio
4
.840
2,150
TOTAL
INVESTMENTS
IN
REGISTERED
INVESTMENT
COMPANIES
2,150
TOTAL
SHORT-TERM
INVESTMENTS
10,709
(Cost
$10,707)
TOTAL
INVESTMENTS
-
100.1%
1,112,677
(Cost
$384,354)
OTHER
ASSETS
&
LIABILITIES,
NET
-
(0.1)%
(
1,594
)
NET
ASSETS
-
100.0%
$1,111,083
REIT
Real
Estate
Investment
Trust
^
Amount
represents
less
than
$1,000.
*
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
$3,835,555.
Futures
contracts
outstanding
as
of
March
31,
2023
were
as
follows
(dollar
amounts
are
in
thousands):
Description
Number
of
long
(short)
contracts
Expiration
date
Notional
amount
Value
Unrealized
appreciation
(depreciation)
S&P
500
E
Mini
Index
37
06/16/23
$
7,210
$
7,655
$
445
TIAA
Separate
Account
VA-1
March
31,
2023
Portfolio
of
Investments
(Unaudited)
48
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
Account’s
investments
in
securities
are
recorded
at
their
estimated
fair
value
utilizing
valuation
methods
approved
by
the
Adviser,
subject
to
the
review
and
oversight
of
the
Board.
Fair
value
is
defined
as
the
price
that
would
be
received
upon
selling
an
investment
or
transferring
a
liability
in
an
orderly
transaction
to
an
independent
buyer
in
the
principal
or
most
advantageous
market
for
the
investment.
U.S.
GAAP
establishes
the
three-tier
hierarchy
that
is
used
to
maximize
the
use
of
observable
market
data
and
minimize
the
use
of
unobservable
inputs
and
to
establish
classification
of
fair
value
measurements
for
disclosure
purposes.
Observable
inputs
reflect
the
assumptions
market
participants
would
use
in
pricing
the
asset
or
liability.
Observable
inputs
are
based
on
market
data
obtained
from
sources
independent
of
the
reporting
entity.
Unobservable
inputs
reflect
management’s
assumptions
about
the
assumptions
market
participants
would
use
in
pricing
the
asset
or
liability.
Unobservable
inputs
are
based
on
the
best
information
available
in
the
circumstances.
The
following
is
a
summary
of
the
three-tiered
hierarchy
of
valuation
input
levels:
Level
1
–
Inputs
are
unadjusted
and
prices
are
determined
using
quoted
prices
in
active
markets
for
identical
securities.
Level
2
–
Prices
are
determined
using
other
significant
observable
inputs
(including
quoted
prices
for
similar
securities,
interest
rates,
credit
spreads,
etc.).
Level
3
–
Prices
are
determined
using
significant
unobservable
inputs
(including
management’s
assumptions
in
determining
the
fair
value
of
investments).
The
following
table
summarizes
the
market
value
of
the
Account’s
investments
as
of
March
31,
2023
,
based
on
the
inputs
used
to
value
them
(dollar
amounts
are
in
thousands):
Account
Level
1
Level
2
Level
3
Total
Stock
Index
Common
stocks
$1,101,949
$—
$19
$1,101,968
Short-term
investments
2,150
8,559
—
10,709
Futures
contracts*
445
—
—
445
Total
$1,104,544
$8,559
$19
$1,113,122
*
Derivative
instruments
are
not
reflected
in
the
market
value
of
portfolio
investments.
A10943-B
(5/23)