Green CALIFORNIA TAX FREE INCOME FUND |
Portfolio of Investments |
5/31/2023 |
SECURITY DESCRIPTION | Par Value | Value | ||||||
Municipal Bonds (91.60%) | ||||||||
CALIFORNIA EDUCATIONAL FACILITIES AUTHORITY | ||||||||
California Educational Facilities Authority, 5.000%, 04/01/2051 | $ | 1,500,000 | $ | 1,752,531 | ||||
CALIFORNIA HEALTH FACILITIES FINANCING AUTHORITY | ||||||||
California Health Facilities Financing Authority, 5.000%, 11/01/2027 | 1,700,000 | 1,858,626 | ||||||
CALIFORNIA HOUSING FINANCE AGENCY | ||||||||
California Housing Finance Agency, 4.000%, 03/20/2033 | 354,456 | 342,197 | ||||||
CALIFORNIA INFRASTRUCTURE & ECONOMIC DEVELOPMENT BANK | ||||||||
California Infrastructure & Economic Development Bank, 5.000%, 10/01/2033 | 1,200,000 | 1,269,982 | ||||||
CALIFORNIA MUNICIPAL FINANCE AUTHORITY | ||||||||
California Municipal Finance Authority, 5.000%, 05/15/2038 | 800,000 | 823,810 | ||||||
California Municipal Finance Authority, 5.000%, 10/01/2044 | 480,000 | 508,096 | ||||||
CITY OF LOS ANGELES CA WASTEWATER SYSTEM REVENUE | ||||||||
City of Los Angeles CA Wastewater System Revenue, 5.000%, 06/01/2044 | 1,500,000 | 1,590,899 | ||||||
City of Los Angeles CA Wastewater System Revenue, 5.250%, 06/01/2047 | 500,000 | 513,615 | ||||||
CITY OF SAN FRANCISCO CA PUBLIC UTILITIES COMMISSION WATER REVENUE | ||||||||
City of San Francisco CA Public Utilities Commission Water Revenue, 5.000%, 11/01/2034 | 1,000,000 | 1,092,782 | ||||||
EAST BAY MUNICIPAL UTILITY DISTRICT WATER SYSTEM REVENUE | ||||||||
East Bay Municipal Utility District Water System Revenue, 5.000%, 06/01/2026 | 2,050,000 | 2,131,223 | ||||||
East Bay Municipal Utility District Water System Revenue, 5.000%, 06/01/2032 | 150,000 | 163,805 | ||||||
EAST SIDE UNION HIGH SCHOOL DISTRICT | ||||||||
East Side Union High School District, 5.250%, 09/01/2023 | 975,000 | 979,607 | ||||||
FOOTHILL-DE ANZA COMMUNITY COLLEGE DISTRICT | ||||||||
Foothill-De Anza Community College District, 0.000%, 08/01/2027 | 2,000,000 | 1,746,076 | ||||||
LA MIRADA REDEVELOPMENT AGENCY SUCCESSOR AGENCY | ||||||||
La Mirada Redevelopment Agency Successor Agency, 5.000%, 08/15/2023 | 1,000,000 | 1,002,840 | ||||||
LOS ANGELES COUNTY METROPOLITAN TRANSPORTATION AUTHORITY SALES TAX REVENUE | ||||||||
Los Angeles County Metropolitan Transportation Authority Sales Tax Revenue, 5.000%, 07/01/2023 | 1,500,000 | 1,501,872 | ||||||
Los Angeles County Metropolitan Transportation Authority Sales Tax Revenue, 4.000%, 07/01/2028 | 500,000 | 512,479 | ||||||
LOS RIOS COMMUNITY COLLEGE DISTRICT | ||||||||
Los Rios Community College District, 5.000%, 08/01/2032 | 2,500,000 | 2,505,898 | ||||||
MILPITAS UNIFIED SCHOOL DISTRICT/CA | ||||||||
Milpitas Unified School District/CA, 3.000%, 08/01/2034 | 2,000,000 | 1,922,024 | ||||||
PENINSULA CORRIDOR JOINT POWERS BOARD/CA | ||||||||
Peninsula Corridor Joint Powers Board/CA, 5.000%, 06/01/2036 | 200,000 | 228,067 | ||||||
PORT OF LOS ANGELES | ||||||||
Port of Los Angeles, 4.000%, 08/01/2023 | 290,000 | 290,318 | ||||||
SACRAMENTO MUNICIPAL UTILITY DISTRICT | ||||||||
Sacramento Municipal Utility District, 5.250%, 07/01/2024 | 525,000 | 531,625 | ||||||
SAN FRANCISCO BAY AREA RAPID TRANSIT DISTRICT | ||||||||
San Francisco Bay Area Rapid Transit District, 4.000%, 08/01/2034 | 2,300,000 | 2,490,660 | ||||||
San Francisco Bay Area Rapid Transit District, 5.000%, 08/01/2036 | 645,000 | 671,823 | ||||||
SAN FRANCISCO CITY & COUNTY PUBLIC UTILITIES COMMISSION POWER REVENUE | ||||||||
San Francisco City & County Public Utilities Commission Power Revenue, 5.000%, 11/01/2030 | 1,170,000 | 1,206,940 | ||||||
San Francisco City & County Public Utilities Commission Power Revenue, 5.000%, 11/01/2036 | 680,000 | 706,254 |
SAN JOSE FINANCING AUTHORITY | ||||||||
San Jose Financing Authority, 5.000%, 11/01/2052 | 1,500,000 | 1,659,302 | ||||||
SAN MATEO FOSTER CITY PUBLIC FINANCING AUTHORITY | ||||||||
San Mateo Foster City Public Financing Authority, 4.000%, 08/01/2044 | 2,000,000 | 1,968,375 | ||||||
SANTA MARIA JOINT UNION HIGH SCHOOL DISTRICT | ||||||||
Santa Maria Joint Union High School District, 0.000%, 08/01/2029 | 2,500,000 | 2,037,629 | ||||||
STATE OF CALIFORNIA | ||||||||
State of California, 3.000%, 10/01/2028 | 900,000 | 894,738 | ||||||
TURLOCK IRRIGATION DISTRICT | ||||||||
Turlock Irrigation District, 5.000%, 01/01/2036 | 300,000 | 336,155 | ||||||
UNIVERSITY OF CALIFORNIA | ||||||||
University of California, 5.000%, 05/15/2029 | 925,000 | 941,677 | ||||||
WALNUT VALLEY UNIFIED SCHOOL DISTRICT | ||||||||
Walnut Valley Unified School District, 5.000%, 08/01/2036 | 835,000 | 964,106 | ||||||
WILLIAM S HART UNION HIGH SCHOOL DISTRICT | ||||||||
William S Hart Union High School District, 0.000%, 09/01/2029 | 3,595,000 | 2,906,884 | ||||||
Total Municipal Bonds (Cost $40,719,085) | 40,052,915 | |||||||
Variable Rate Demand Notes* (7.55%) | ||||||||
LOS ANGELES DEPARTMENT OF WATER & POWER WATER SYSTEM REVENUE | ||||||||
Los Angeles Department of Water & Power Water System Revenue, 2.850%, 07/01/2045*,**,*** | 1,000,000 | 1,000,000 | ||||||
ORANGE COUNTY WATER DISTRICT | ||||||||
Orange County Water District, 2.800%, 08/01/2042*,**,*** | 1,700,000 | 1,700,000 | ||||||
REGENTS OF THE UNIVERSITY OF CALIFORNIA MEDICAL CENTER POOLED REVENUE | ||||||||
Regents of the University of California Medical Center Pooled Revenue, 2.950%, 05/15/2045*,**,*** | 600,000 | 600,000 | ||||||
Total Variable Rate Demand Notes (Cost $3,300,000) | 3,300,000 | |||||||
Total Investments (Cost $44,019,085) (99.15%) | $ | 43,352,915 | ||||||
Other Net Assets (0.85%) | 371,529 | |||||||
Net Assets (100.00%) | $ | 43,724,444 |
* Stated maturity reflects next reset date.
** In accordance with the offering documents, daily interest rates are determined by the Remarketing Agents.
*** Rate Effective as of May 31, 2023
NASDAQ 100 INDEX FUND |
Portfolio of Investments |
5/31/2023 |
Security Description | Shares | Value | ||||||
Common Stock (97.95%) | ||||||||
Communications (26.48%) | ||||||||
Internet (22.14%) | ||||||||
Airbnb Inc* | 32,322 | $ | 3,547,986 | |||||
Alphabet Inc - Class A* | 371,787 | 45,681,469 | ||||||
Alphabet Inc - Class C* | 365,507 | 45,092,599 | ||||||
Amazon.com Inc*,(a) | 627,588 | 75,674,561 | ||||||
Booking Holdings Inc* | 2,991 | 7,503,731 | ||||||
eBay Inc | 42,805 | 1,820,925 | ||||||
JD.com Inc | 38,319 | 1,249,199 | ||||||
MercadoLibre Inc* | 3,967 | 4,915,113 | ||||||
Meta Platforms Inc*,(a) | 176,842 | 46,813,614 | ||||||
Netflix Inc* | 35,383 | 13,984,423 | ||||||
Palo Alto Networks Inc* | 24,042 | 5,130,322 | ||||||
PDD Holdings Inc* | 47,042 | 3,072,783 | ||||||
254,486,725 | ||||||||
Media (1.78%) | ||||||||
Charter Communications Inc* | 12,279 | 4,004,796 | ||||||
Comcast Corp | 334,226 | 13,151,793 | ||||||
Sirius XM Holdings Inc | 306,791 | 1,092,176 | ||||||
Warner Bros Discovery Inc* | 191,554 | 2,160,729 | ||||||
20,409,494 | ||||||||
Telecommunications (2.56%) | ||||||||
Cisco Systems Inc | 325,423 | 16,163,760 | ||||||
T-Mobile US Inc* | 96,883 | 13,297,192 | ||||||
29,460,952 | ||||||||
Total Communications | 304,357,171 | |||||||
Consumer, Cyclical (8.37%) | ||||||||
Copart Inc* | 37,568 | 3,290,581 | ||||||
Costco Wholesale Corp | 35,255 | 18,035,048 | ||||||
Dollar Tree Inc* | 17,447 | 2,353,251 | ||||||
Fastenal Co | 45,179 | 2,432,889 | ||||||
Lucid Group Inc* | 141,385 | 1,097,148 | ||||||
Lululemon Athletica Inc* | 9,647 | 3,202,129 | ||||||
Marriott International Inc | 24,354 | 4,086,358 | ||||||
O’Reilly Automotive Inc* | 4,936 | 4,458,738 | ||||||
PACCAR Inc | 41,148 | 2,830,159 | ||||||
Rivian Automotive Inc* | 72,028 | 1,060,972 | ||||||
Ross Stores Inc | 27,376 | 2,836,701 | ||||||
Starbucks Corp | 91,314 | 8,915,899 | ||||||
Tesla Inc* | 193,783 | 39,518,167 | ||||||
Walgreens Boots Alliance Inc | 68,217 | 2,071,750 | ||||||
Total Consumer, Cyclical | 96,189,790 | |||||||
Consumer, Non-Cyclical (10.82%) | ||||||||
Align Technology Inc* | 6,161 | 1,741,468 | ||||||
Amgen Inc | 42,425 | 9,361,076 | ||||||
AstraZeneca PLC | 47,652 | 3,482,408 | ||||||
Automatic Data Processing Inc | 32,921 | 6,880,160 | ||||||
Biogen Inc* | 11,479 | 3,402,490 | ||||||
Cintas Corp | 8,010 | 3,781,841 | ||||||
CoStar Group Inc* | 32,152 | 2,552,869 | ||||||
Dexcom Inc* | 30,468 | 3,572,678 | ||||||
Gilead Sciences Inc | 98,936 | 7,612,136 | ||||||
IDEXX Laboratories Inc* | 6,532 | 3,035,878 | ||||||
Illumina Inc* | 12,408 | 2,440,033 | ||||||
Intuitive Surgical Inc* | 27,875 | 8,581,040 | ||||||
Keurig Dr Pepper Inc | 111,715 | 3,476,571 | ||||||
The Kraft Heinz Co | 96,623 | 3,692,931 | ||||||
Moderna Inc* | 30,695 | 3,920,058 | ||||||
Mondelez International Inc | 108,318 | 7,951,624 | ||||||
Monster Beverage Corp* | 82,907 | 4,860,008 | ||||||
PayPal Holdings Inc* | 89,926 | 5,574,513 | ||||||
PepsiCo Inc | 109,426 | 19,953,831 | ||||||
Regeneron Pharmaceuticals Inc* | 8,541 | 6,282,418 | ||||||
Seagen Inc* | 14,840 | 2,904,188 | ||||||
Verisk Analytics Inc | 12,336 | 2,702,941 | ||||||
Vertex Pharmaceuticals Inc* | 20,426 | 6,609,241 | ||||||
Total Consumer, Non-Cyclical | 124,372,401 | |||||||
Energy (0.51%) | ||||||||
Baker Hughes Co | 80,343 | 2,189,347 | ||||||
Diamondback Energy Inc | 14,586 | 1,854,610 | ||||||
Enphase Energy Inc* | 10,721 | 1,864,167 | ||||||
Total Energy | 5,908,124 | |||||||
Industrial (1.56%) | ||||||||
CSX Corp | 165,840 | 5,086,313 | ||||||
Honeywell International Inc | 53,033 | 10,161,123 | ||||||
Old Dominion Freight Line Inc | 8,714 | 2,705,174 | ||||||
Total Industrial | 17,952,610 | |||||||
Technology (49.21%) | ||||||||
Computers (12.99%) | ||||||||
Apple Inc(a) | 779,373 | 138,143,864 | ||||||
Cognizant Technology Solutions Corp | 40,538 | 2,533,220 | ||||||
Crowdstrike Holdings Inc* | 17,217 | 2,756,958 | ||||||
Fortinet Inc* | 62,296 | 4,256,686 | ||||||
Zscaler Inc* | 12,027 | 1,629,416 | ||||||
149,320,144 |
Semiconductors (17.49%) | ||||||||
Advanced Micro Devices Inc* | 128,028 | 15,134,190 | ||||||
Analog Devices Inc | 40,173 | 7,138,340 | ||||||
Applied Materials Inc | 67,146 | 8,950,562 | ||||||
ASML Holding NV | 6,968 | 5,037,376 | ||||||
Broadcom Inc | 33,125 | 26,763,675 | ||||||
GLOBALFOUNDRIES Inc* | 42,995 | 2,507,898 | ||||||
Intel Corp | 328,695 | 10,334,171 | ||||||
KLA Corp | 11,178 | 4,951,742 | ||||||
Lam Research Corp | 10,757 | 6,633,842 | ||||||
Marvell Technology Inc | 67,254 | 3,933,686 | ||||||
Microchip Technology Inc | 43,385 | 3,265,155 | ||||||
Micron Technology Inc | 86,696 | 5,912,667 | ||||||
NVIDIA Corp | 196,247 | 74,248,090 | ||||||
NXP Semiconductors NV | 20,440 | 3,660,804 | ||||||
QUALCOMM Inc | 88,425 | 10,028,279 | ||||||
Texas Instruments Inc | 72,000 | 12,519,360 | ||||||
201,019,837 | ||||||||
Software (18.73%) | ||||||||
Activision Blizzard Inc* | 62,312 | 4,997,422 | ||||||
Adobe Inc* | 36,373 | 15,196,276 | ||||||
ANSYS Inc* | 6,871 | 2,223,387 | ||||||
Atlassian Corp* | 11,695 | 2,114,339 | ||||||
Autodesk Inc* | 17,027 | 3,395,014 | ||||||
Cadence Design Systems Inc* | 21,638 | 4,996,431 | ||||||
Datadog Inc* | 23,035 | 2,186,252 | ||||||
Electronic Arts Inc | 21,777 | 2,787,456 | ||||||
Fiserv Inc* | 50,091 | 5,619,709 | ||||||
Intuit Inc | 22,290 | 9,342,185 | ||||||
Microsoft Corp | 453,997 | 149,088,075 | ||||||
Paychex Inc | 28,428 | 2,982,950 | ||||||
Synopsys Inc* | 12,061 | 5,487,273 | ||||||
Workday Inc* | 16,208 | 3,435,934 | ||||||
Zoom Video Communications Inc* | 19,376 | 1,300,711 | ||||||
215,153,414 | ||||||||
Total Technology | 565,493,395 | |||||||
Utilities (1.00%) | ||||||||
American Electric Power Co Inc | 40,534 | 3,369,186 | ||||||
Constellation Energy Corp | 25,793 | 2,167,128 | ||||||
Exelon Corp | 78,387 | 3,108,045 | ||||||
Xcel Energy Inc | 43,686 | 2,852,259 | ||||||
Total Utilities | 11,496,618 | |||||||
Total Common Stock (Cost $455,685,802) | 1,125,770,109 | |||||||
United States Treasury Bills (2.03%) | ||||||||
United States Treasury Bill | 23,500,000 | 23,346,004 | ||||||
Total Investments (Cost $479,031,805) (99.98%) | $ | 1,149,116,113 | ||||||
Other Net Assets (0.02%) | 180,360 | |||||||
Net Assets (100.00%) | $ | 1,149,296,473 |
* Non-income producing security.
(a) A portion of these securities, a total of $71,870,507, have been pledged or segregated in connection with obligations for futures contracts.
Futures contracts at May 31, 2023:
Contracts - $20 times premium / delivery month / commitment / exchange
Nasdaq 100 E-MINI | Notional Amount | Value | Unrealized Appreciation | |||||||||
88 / Jun 2023 / Long / CME | $ | 23,731,480 | $ | 25,168,880 | $ | 1,437,400 |
SHELTON EQUITY INCOME FUND |
Portfolio of Investments |
5/31/2023 |
Security Description | Shares | Value | ||||||
Common Stock (87.70%) | ||||||||
Basic Materials (1.45%) | ||||||||
CF Industries Holdings Inc(a) | 51,500 | $ | 3,167,765 | |||||
Dow Inc(a) | 10,600 | 517,068 | ||||||
Linde PLC(a) | 2,700 | 954,882 | ||||||
Newmont Corp(a) | 34,200 | 1,386,810 | ||||||
Nucor Corp(a) | 6,700 | 884,802 | ||||||
Total Basic Materials | 6,911,327 | |||||||
Communications (10.17%) | ||||||||
Alphabet Inc - Class A*,(a) | 30,300 | 3,722,961 | ||||||
Alphabet Inc - Class C*,(a) | 30,300 | 3,738,111 | ||||||
Amazon.com Inc*,(a) | 64,800 | 7,813,584 | ||||||
AT&T Inc(a) | 261,900 | 4,119,687 | ||||||
Booking Holdings Inc*,(a) | 1,700 | 4,264,909 | ||||||
Cisco Systems Inc,(a) | 109,900 | 5,458,733 | ||||||
Comcast Corp(a) | 136,800 | 5,383,080 | ||||||
eBay Inc(a) | 8,000 | 340,320 | ||||||
Meta Platforms Inc*,(a) | 12,000 | 3,176,640 | ||||||
T-Mobile US Inc*,(a) | 24,800 | 3,403,800 | ||||||
Verizon Communications Inc(a) | 92,300 | 3,288,649 | ||||||
The Walt Disney Co*,(a) | 38,100 | 3,351,276 | ||||||
Warner Bros Discovery Inc*,(a) | 30,191 | 340,554 | ||||||
Total Communications | 48,402,304 | |||||||
Consumer, Cyclical (9.73%) | ||||||||
Amerityre Corp*,(a) | 20,000,000 | 720,000 | ||||||
AutoZone Inc*,(a) | 1,500 | 3,580,260 | ||||||
Costco Wholesale Corp(a) | 21,300 | 10,896,228 | ||||||
DR Horton Inc(a) | 2,000 | 213,680 | ||||||
Ford Motor Co(a) | 34,000 | 408,000 | ||||||
Hilton Worldwide Holdings Inc(a) | 10,000 | 1,361,200 | ||||||
Lowe’s Cos Inc(a) | 16,000 | 3,218,080 | ||||||
NIKE Inc(a) | 20,100 | 2,115,726 | ||||||
O’Reilly Automotive Inc*,(a) | 6,400 | 5,781,184 | ||||||
PACCAR Inc(a) | 10,500 | 722,190 | ||||||
Southwest Airlines Co(a) | 33,900 | 1,012,593 | ||||||
Starbucks Corp(a) | 35,300 | 3,446,692 | ||||||
Target Corp(a) | 11,500 | 1,505,695 | ||||||
The TJX Cos Inc(a) | 41,000 | 3,148,390 | ||||||
Ulta Beauty Inc*,(a) | 8,900 | 3,647,487 | ||||||
Walmart Inc(a) | 30,700 | 4,508,909 | ||||||
Total Consumer, Cyclical | 46,286,314 | |||||||
Consumer, Non-Cyclical (17.13%) | ||||||||
Abbott Laboratories(a) | 22,700 | 2,315,400 | ||||||
AbbVie Inc(a) | 28,500 | 3,931,860 | ||||||
AmerisourceBergen Corp(a) | 9,000 | 1,531,350 | ||||||
Amgen Inc(a) | 18,000 | 3,971,700 | ||||||
Archer-Daniels-Midland Co(a) | 16,000 | 1,130,400 | ||||||
Biogen Inc*(a) | 4,000 | 1,185,640 | ||||||
Bristol-Myers Squibb Co(a) | 47,100 | 3,035,124 | ||||||
Centene Corp*,(a) | 30,000 | 1,872,300 | ||||||
The Coca-Cola Co(a) | 75,100 | 4,480,466 | ||||||
Conagra Brands Inc(a) | 77,200 | 2,691,964 | ||||||
CVS Health Corp(a) | 48,700 | 3,313,061 | ||||||
Eli Lilly & Co(a) | 12,900 | 5,540,034 | ||||||
Gartner Inc*,(a) | 6,600 | 2,262,876 | ||||||
Gilead Sciences Inc(a) | 39,800 | 3,062,212 | ||||||
HCA Healthcare Inc(a) | 14,800 | 3,910,012 | ||||||
Johnson & Johnson(a) | 58,100 | 9,008,986 | ||||||
Merck & Co Inc(a) | 11,000 | 1,214,510 | ||||||
PayPal Holdings Inc*,(a) | 40,100 | 2,485,799 | ||||||
Pfizer Inc(a) | 169,900 | 6,459,598 | ||||||
The Procter & Gamble Co(a) | 40,800 | 5,814,000 | ||||||
Sprouts Farmers Market Inc*,(a) | 30,000 | 1,036,800 | ||||||
UnitedHealth Group Inc(a) | 23,000 | 11,206,520 | ||||||
Total Consumer, Non-Cyclical | 81,460,612 | |||||||
Energy (4.25%) | ||||||||
Chevron Corp(a) | 23,000 | 3,464,260 | ||||||
ConocoPhillips(a) | 36,600 | 3,634,380 | ||||||
Devon Energy Corp(a) | 81,000 | 3,734,100 | ||||||
Exxon Mobil Corp(a) | 80,100 | 8,184,618 | ||||||
Schlumberger NV(a) | 28,500 | 1,220,655 | ||||||
Total Energy | 20,238,013 | |||||||
Financial (14.16%) | ||||||||
Banks (2.45%)(a) | ||||||||
Bank of America Corp(a) | 58,000 | 1,611,820 | ||||||
Citigroup Inc(a) | 16,800 | 744,576 | ||||||
The Goldman Sachs Group Inc(a) | 3,200 | 1,036,480 | ||||||
JPMorgan Chase & Co(a) | 47,200 | 6,405,512 | ||||||
Morgan Stanley(a) | 10,000 | 817,600 | ||||||
Wells Fargo & Co(a) | 26,500 | 1,054,965 | ||||||
11,670,953 | ||||||||
Diversified Financial Service (5.98%) | ||||||||
American Express Co(a) | 24,600 | 3,900,576 | ||||||
The Charles Schwab Corp(a) | 103,000 | 5,427,070 | ||||||
Intercontinental Exchange Inc(a) | 44,300 | 4,693,585 | ||||||
Mastercard Inc(a) | 24,200 | 8,833,484 | ||||||
Visa Inc(a) | 25,200 | 5,569,956 | ||||||
28,424,671 | ||||||||
Insurance (3.52%) | ||||||||
Aflac Inc(a) | 28,000 | 1,797,880 | ||||||
Aon PLC(a) | 16,300 | 5,025,127 | ||||||
Berkshire Hathaway Inc*,(a) | 25,000 | 8,027,000 | ||||||
Marsh & McLennan Cos Inc(a) | 11,100 | 1,922,298 | ||||||
16,772,305 |
Real Estate (2.21%) | ||||||||
American Tower Corp(a) | 10,300 | 1,899,732 | ||||||
CBRE Group Inc*,(a) | 21,400 | 1,603,288 | ||||||
Extra Space Storage Inc(a) | 27,600 | 3,981,852 | ||||||
Iron Mountain Inc(a) | 56,900 | 3,039,598 | ||||||
10,524,470 | ||||||||
Total Financial | 67,392,399 | |||||||
Industrial (7.84%) | ||||||||
The Boeing Co*,(a) | 14,200 | 2,920,940 | ||||||
Caterpillar Inc(a) | 6,400 | 1,316,800 | ||||||
Deere & Co(a) | 2,200 | 761,156 | ||||||
General Dynamics Corp(a) | 35,000 | 7,146,300 | ||||||
Lockheed Martin Corp(a) | 23,000 | 10,212,230 | ||||||
Packaging Corp of America(a) | 22,700 | 2,815,481 | ||||||
Raytheon Technologies Corp(a) | 47,500 | 4,376,650 | ||||||
Union Pacific Corp(a) | 17,800 | 3,426,856 | ||||||
United Parcel Service Inc(a) | 22,300 | 3,724,100 | ||||||
Westrock Co(a) | 21,200 | 593,812 | ||||||
Total Industrial | 37,294,325 | |||||||
Technology (20.53%) | ||||||||
Accenture PLC(a) | 23,200 | 7,097,344 | ||||||
Adobe Inc*,(a) | 19,100 | 7,979,789 | ||||||
Apple Inc(a) | 80,900 | 14,339,525 | ||||||
Applied Materials Inc(a) | 27,000 | 3,599,100 | ||||||
Broadcom Inc(a) | 13,500 | 10,907,460 | ||||||
Cadence Design Systems Inc*,(a) | 9,600 | 2,216,736 | ||||||
Fortinet Inc*,(a) | 31,700 | 2,166,061 | ||||||
Hewlett Packard Enterprise Co(a) | 137,100 | 1,976,982 | ||||||
Intel Corp(a) | 85,600 | 2,691,264 | ||||||
Intuit Inc(a) | 11,400 | 4,777,968 | ||||||
Jack Henry & Associates Inc(a) | 12,500 | 1,911,125 | ||||||
Microchip Technology Inc(a) | 27,800 | 2,092,228 | ||||||
Microsoft Corp(a) | 18,900 | 6,206,571 | ||||||
NetApp Inc(a) | 54,300 | 3,602,805 | ||||||
NVIDIA Corp(a) | 11,400 | 4,313,076 | ||||||
ON Semiconductor Corp*,(a) | 27,300 | 2,282,280 | ||||||
Oracle Corp(a) | 37,600 | 3,983,344 | ||||||
QUALCOMM Inc(a) | 17,000 | 1,927,970 | ||||||
Salesforce Inc*,(a) | 13,300 | 2,970,954 | ||||||
Seagate Technology Holdings PLC(a) | 33,000 | 1,983,300 | ||||||
ServiceNow Inc*,(a) | 4,400 | 2,397,032 | ||||||
Texas Instruments Inc(a) | 36,000 | 6,259,680 | ||||||
Total Technology | 97,682,594 | |||||||
Utilities (2.44%) | ||||||||
American Water Works Co Inc(a) | 26,200 | 3,784,590 | ||||||
Dominion Energy Inc(a) | 10,400 | 522,912 | ||||||
Duke Energy Corp(a) | 9,000 | 803,610 | ||||||
NextEra Energy Inc(a) | 39,000 | 2,864,940 | ||||||
Public Service Enterprise Group Inc(a) | 15,800 | 944,050 | ||||||
The Southern Co(a) | 38,700 | 2,699,325 | ||||||
Total Utilities | 11,619,427 | |||||||
Total Common Stock (Cost $434,880,261) | 417,287,315 | |||||||
United States Treasury Bills (13.03%) | ||||||||
United States Treasury Bill | 62,400,000 | 61,988,738 | ||||||
Total Investments (Cost $496,868,999) (100.71%) | $ | 479,276,053 | ||||||
Liabilities in Excess of Other Assets (-0.71%) | (3,402,290 | ) | ||||||
Net Assets (100.00%) | $ | 475,873,763 |
* Non-income producing security.
(a) A portion of these securities, a total of $416,567,345, have been pledged or segregated in connection with written options.
Written Call Options | ||||||||||||||||||
Expiration Date | Contracts | Strike Price | Notional Amount | Value | ||||||||||||||
Abbott Laboratories | 6/16/2023 | (120 | ) | 115.000000 | 1,380,000 | (240 | ) | |||||||||||
AbbVie Inc | 6/16/2023 | (231 | ) | 155.000000 | 3,580,500 | (1,155 | ) | |||||||||||
Accenture PLC | 6/16/2023 | (134 | ) | 285.000000 | 3,819,000 | (314,498 | ) | |||||||||||
Adobe Inc | 6/16/2023 | (25 | ) | 385.000000 | 962,500 | (97,650 | ) | |||||||||||
Adobe Inc | 6/16/2023 | (60 | ) | 355.000000 | 2,130,000 | (369,780 | ) | |||||||||||
Aflac Inc | 6/16/2023 | (140 | ) | 67.500000 | 945,000 | (2,100 | ) | |||||||||||
Alphabet Inc | 7/21/2023 | (86 | ) | 130.000000 | 1,118,000 | (21,500 | ) | |||||||||||
Alphabet Inc | 7/21/2023 | (86 | ) | 130.000000 | 1,118,000 | (23,306 | ) | |||||||||||
Amazon.com Inc | 6/16/2023 | (220 | ) | 120.000000 | 2,640,000 | (82,940 | ) | |||||||||||
Amazon.com Inc | 6/16/2023 | (175 | ) | 115.000000 | 2,012,500 | (126,875 | ) | |||||||||||
American Express Co | 6/16/2023 | (60 | ) | 165.000000 | 990,000 | (6,000 | ) | |||||||||||
American Express Co | 6/16/2023 | (66 | ) | 160.000000 | 1,056,000 | (19,536 | ) | |||||||||||
American Tower Corp | 6/16/2023 | (48 | ) | 210.000000 | 1,008,000 | (576 | ) | |||||||||||
American Water Works Co Inc | 7/21/2023 | (230 | ) | 155.000000 | 3,565,000 | (68,425 | ) | |||||||||||
AmerisourceBergen Corp | 6/16/2023 | (15 | ) | 175.000000 | 262,500 | (705 | ) | |||||||||||
Amgen Inc | 6/16/2023 | (40 | ) | 245.000000 | 980,000 | (480 | ) | |||||||||||
Amgen Inc | 6/16/2023 | (56 | ) | 240.000000 | 1,344,000 | (1,176 | ) | |||||||||||
Aon PLC | 6/16/2023 | (45 | ) | 340.000000 | 1,530,000 | (1,800 | ) | |||||||||||
Apple Inc | 6/16/2023 | (40 | ) | 175.000000 | 700,000 | (21,600 | ) | |||||||||||
Apple Inc | 6/16/2023 | (441 | ) | 170.000000 | 7,497,000 | (392,490 | ) | |||||||||||
Applied Materials Inc | 6/16/2023 | (165 | ) | 125.000000 | 2,062,500 | (165,000 | ) | |||||||||||
Archer-Daniels-Midland Co | 6/16/2023 | (50 | ) | 77.500000 | 387,500 | (500 | ) | |||||||||||
AT&T Inc | 7/21/2023 | (1,000 | ) | 18.000000 | 1,800,000 | (5,000 | ) | |||||||||||
AutoZone Inc | 6/16/2023 | (7 | ) | 2850.000000 | 1,995,000 | (315 | ) | |||||||||||
Bank of America Corp | 6/16/2023 | (300 | ) | 28.000000 | 840,000 | (15,600 | ) | |||||||||||
Berkshire Hathaway Inc | 6/16/2023 | (175 | ) | 330.000000 | 5,775,000 | (23,975 | ) | |||||||||||
Biogen Inc | 6/16/2023 | (20 | ) | 300.000000 | 600,000 | (14,400 | ) | |||||||||||
The Boeing Co | 6/16/2023 | (85 | ) | 220.000000 | 1,870,000 | (7,140 | ) | |||||||||||
Booking Holdings Inc | 6/16/2023 | (9 | ) | 2800.000000 | 2,520,000 | (2,250 | ) | |||||||||||
Bristol-Myers Squibb Co | 6/16/2023 | (315 | ) | 70.000000 | 2,205,000 | (945 | ) | |||||||||||
Broadcom Inc | 6/16/2023 | (16 | ) | 680.000000 | 1,088,000 | (214,560 | ) | |||||||||||
Broadcom Inc | 6/16/2023 | (35 | ) | 660.000000 | 2,310,000 | (526,750 | ) | |||||||||||
Cadence Design Systems Inc | 6/16/2023 | (45 | ) | 220.000000 | 990,000 | (54,000 | ) | |||||||||||
Caterpillar Inc | 6/16/2023 | (20 | ) | 220.000000 | 440,000 | (1,560 | ) |
CBRE Group Inc | 6/16/2023 | (40 | ) | 75.000000 | 300,000 | (6,400 | ) | |||||||||||
Centene Corp | 7/21/2023 | (70 | ) | 70.000000 | 490,000 | (2,800 | ) | |||||||||||
CF Industries Holdings Inc | 6/16/2023 | (181 | ) | 75.000000 | 1,357,500 | (1,629 | ) | |||||||||||
The Charles Schwab Corp | 6/16/2023 | (160 | ) | 52.500000 | 840,000 | (31,680 | ) | |||||||||||
Chevron Corp | 6/16/2023 | (100 | ) | 165.000000 | 1,650,000 | (2,300 | ) | |||||||||||
Cisco Systems Inc | 6/16/2023 | (575 | ) | 50.000000 | 2,875,000 | (43,700 | ) | |||||||||||
Citigroup Inc | 6/16/2023 | (90 | ) | 47.500000 | 427,500 | (1,350 | ) | |||||||||||
The Coca-Cola Co | 6/16/2023 | (300 | ) | 65.000000 | 1,950,000 | (900 | ) | |||||||||||
Comcast Corp | 7/21/2023 | (750 | ) | 42.500000 | 3,187,500 | (20,250 | ) | |||||||||||
Conagra Brands Inc | 6/16/2023 | (47 | ) | 38.000000 | 178,600 | (235 | ) | |||||||||||
Conagra Brands Inc | 6/16/2023 | (300 | ) | 37.000000 | 1,110,000 | (1,500 | ) | |||||||||||
ConocoPhillips | 7/21/2023 | (166 | ) | 110.000000 | 1,826,000 | (22,908 | ) | |||||||||||
Costco Wholesale Corp | 6/16/2023 | (75 | ) | 525.000000 | 3,937,500 | (30,000 | ) | |||||||||||
CVS Health Corp | 6/16/2023 | (134 | ) | 72.500000 | 971,500 | (2,814 | ) | |||||||||||
Deere & Co | 6/16/2023 | (7 | ) | 400.000000 | 280,000 | (63 | ) | |||||||||||
Devon Energy Corp | 6/16/2023 | (100 | ) | 50.000000 | 500,000 | (3,200 | ) | |||||||||||
Dominion Energy Inc | 7/21/2023 | (44 | ) | 52.500000 | 231,000 | (3,740 | ) | |||||||||||
Dow Inc | 7/21/2023 | (46 | ) | 52.500000 | 241,500 | (2,760 | ) | |||||||||||
DR Horton Inc | 7/21/2023 | (20 | ) | 115.000000 | 230,000 | (3,200 | ) | |||||||||||
Duke Energy Corp | 7/21/2023 | (30 | ) | 95.000000 | 285,000 | (1,950 | ) | |||||||||||
eBay Inc | 7/21/2023 | (40 | ) | 47.500000 | 190,000 | (1,080 | ) | |||||||||||
Eli Lilly & Co | 7/21/2023 | (50 | ) | 450.000000 | 2,250,000 | (41,500 | ) | |||||||||||
Extra Space Storage Inc | 7/21/2023 | (188 | ) | 160.000000 | 3,008,000 | (25,850 | ) | |||||||||||
Exxon Mobil Corp | 6/16/2023 | (230 | ) | 110.000000 | 2,530,000 | (8,280 | ) | |||||||||||
Ford Motor Co | 7/21/2023 | (100 | ) | 13.000000 | 130,000 | (2,600 | ) | |||||||||||
Fortinet Inc | 6/16/2023 | (150 | ) | 70.000000 | 1,050,000 | (18,000 | ) | |||||||||||
Gartner Inc | 6/16/2023 | (33 | ) | 320.000000 | 1,056,000 | (82,170 | ) | |||||||||||
General Dynamics Corp | 6/16/2023 | (22 | ) | 230.000000 | 506,000 | (110 | ) | |||||||||||
General Dynamics Corp | 6/16/2023 | (160 | ) | 220.000000 | 3,520,000 | (2,880 | ) | |||||||||||
Gilead Sciences Inc | 6/16/2023 | (200 | ) | 82.500000 | 1,650,000 | (2,000 | ) | |||||||||||
The Goldman Sachs Group Inc | 6/16/2023 | (10 | ) | 330.000000 | 330,000 | (4,000 | ) | |||||||||||
HCA Healthcare Inc | 6/16/2023 | (80 | ) | 285.000000 | 2,280,000 | (2,800 | ) | |||||||||||
Hewlett Packard Enterprise Co | 6/16/2023 | (600 | ) | 15.000000 | 900,000 | (10,800 | ) | |||||||||||
Hilton Worldwide Holdings Inc | 6/16/2023 | (45 | ) | 150.000000 | 675,000 | (900 | ) | |||||||||||
Intel Corp | 6/16/2023 | (300 | ) | 35.000000 | 1,050,000 | (8,400 | ) | |||||||||||
Intercontinental Exchange Inc | 6/16/2023 | (223 | ) | 110.000000 | 2,453,000 | (12,265 | ) | |||||||||||
Intuit Inc | 6/16/2023 | (20 | ) | 470.000000 | 940,000 | (2,140 | ) | |||||||||||
Intuit Inc | 6/16/2023 | (20 | ) | 460.000000 | 920,000 | (2,600 | ) | |||||||||||
Iron Mountain Inc | 6/16/2023 | (100 | ) | 57.500000 | 575,000 | (700 | ) | |||||||||||
Iron Mountain Inc | 6/16/2023 | (150 | ) | 55.000000 | 825,000 | (6,000 | ) | |||||||||||
Jack Henry & Associates Inc | 6/16/2023 | (60 | ) | 165.000000 | 990,000 | (8,550 | ) | |||||||||||
Johnson & Johnson | 6/16/2023 | (350 | ) | 165.000000 | 5,775,000 | (3,500 | ) | |||||||||||
JPMorgan Chase & Co | 6/16/2023 | (150 | ) | 140.000000 | 2,100,000 | (12,450 | ) | |||||||||||
Linde PLC | 6/16/2023 | (13 | ) | 380.000000 | 494,000 | (910 | ) | |||||||||||
Lockheed Martin Corp | 6/16/2023 | (20 | ) | 495.000000 | 990,000 | (300 | ) | |||||||||||
Lockheed Martin Corp | 6/16/2023 | (109 | ) | 470.000000 | 5,123,000 | (9,810 | ) | |||||||||||
Lowe’s Cos Inc | 6/16/2023 | (110 | ) | 220.000000 | 2,420,000 | (2,860 | ) | |||||||||||
Marsh & McLennan Cos Inc | 6/16/2023 | (55 | ) | 185.000000 | 1,017,500 | (1,513 | ) | |||||||||||
Mastercard Inc | 6/16/2023 | (130 | ) | 390.000000 | 5,070,000 | (6,110 | ) | |||||||||||
Merck & Co Inc | 6/16/2023 | (27 | ) | 120.000000 | 324,000 | (270 | ) | |||||||||||
Meta Platforms Inc | 6/16/2023 | (40 | ) | 260.000000 | 1,040,000 | (42,800 | ) | |||||||||||
Microchip Technology Inc | 6/16/2023 | (135 | ) | 80.000000 | 1,080,000 | (13,500 | ) | |||||||||||
Microsoft Corp | 7/21/2023 | (80 | ) | 350.000000 | 2,800,000 | (32,000 | ) | |||||||||||
Morgan Stanley | 6/16/2023 | (100 | ) | 85.000000 | 850,000 | (6,100 | ) | |||||||||||
NetApp Inc | 6/16/2023 | (166 | ) | 67.500000 | 1,120,500 | (28,552 | ) | |||||||||||
Newmont Corp | 6/16/2023 | (60 | ) | 47.500000 | 285,000 | (360 | ) | |||||||||||
NextEra Energy Inc | 7/21/2023 | (113 | ) | 77.500000 | 875,750 | (13,221 | ) | |||||||||||
NIKE Inc | 6/16/2023 | (60 | ) | 125.000000 | 750,000 | (300 | ) | |||||||||||
Nucor Corp | 6/16/2023 | (32 | ) | 155.000000 | 496,000 | (416 | ) | |||||||||||
NVIDIA Corp | 6/16/2023 | (40 | ) | 300.000000 | 1,200,000 | (320,000 | ) | |||||||||||
ON Semiconductor Corp | 6/16/2023 | (70 | ) | 90.000000 | 630,000 | (8,330 | ) | |||||||||||
ON Semiconductor Corp | 6/16/2023 | (130 | ) | 80.000000 | 1,040,000 | (71,500 | ) | |||||||||||
Oracle Corp | 6/16/2023 | (307 | ) | 105.000000 | 3,223,500 | (121,879 | ) | |||||||||||
O’Reilly Automotive Inc | 6/16/2023 | (30 | ) | 980.000000 | 2,940,000 | (2,790 | ) | |||||||||||
O’Reilly Automotive Inc | 6/16/2023 | (10 | ) | 960.000000 | 960,000 | (1,600 | ) | |||||||||||
PACCAR Inc | 7/21/2023 | (105 | ) | 75.000000 | 787,500 | (6,825 | ) | |||||||||||
Packaging Corp of America | 6/16/2023 | (117 | ) | 140.000000 | 1,638,000 | (3,803 | ) | |||||||||||
PayPal Holdings Inc | 6/16/2023 | (115 | ) | 67.500000 | 776,250 | (5,405 | ) | |||||||||||
Pfizer Inc | 6/16/2023 | (104 | ) | 42.500000 | 442,000 | (312 | ) | |||||||||||
Pfizer Inc | 6/16/2023 | (500 | ) | 40.000000 | 2,000,000 | (11,000 | ) | |||||||||||
The Procter & Gamble Co | 6/16/2023 | (36 | ) | 160.000000 | 576,000 | (108 | ) | |||||||||||
Public Service Enterprise Group Inc | 6/16/2023 | (80 | ) | 65.000000 | 520,000 | (400 | ) | |||||||||||
QUALCOMM Inc | 6/16/2023 | (75 | ) | 110.000000 | 825,000 | (42,000 | ) | |||||||||||
Raytheon Technologies Corp | 6/16/2023 | (29 | ) | 110.000000 | 319,000 | (58 | ) | |||||||||||
Raytheon Technologies Corp | 6/16/2023 | (200 | ) | 100.000000 | 2,000,000 | (1,400 | ) | |||||||||||
Salesforce Inc | 6/16/2023 | (30 | ) | 210.000000 | 630,000 | (61,500 | ) | |||||||||||
Salesforce Inc | 6/16/2023 | (57 | ) | 200.000000 | 1,140,000 | (159,600 | ) | |||||||||||
Schlumberger NV | 6/16/2023 | (100 | ) | 47.500000 | 475,000 | (2,100 | ) | |||||||||||
Seagate Technology Holdings PLC | 6/16/2023 | (110 | ) | 65.000000 | 715,000 | (3,740 | ) | |||||||||||
Seagate Technology Holdings PLC | 6/16/2023 | (110 | ) | 62.500000 | 687,500 | (8,250 | ) | |||||||||||
ServiceNow Inc | 6/16/2023 | (22 | ) | 480.000000 | 1,056,000 | (142,560 | ) | |||||||||||
The Southern Co | 6/16/2023 | (257 | ) | 75.000000 | 1,927,500 | (1,285 | ) | |||||||||||
Southwest Airlines Co | 7/21/2023 | (139 | ) | 32.500000 | 451,750 | (6,116 | ) | |||||||||||
Sprouts Farmers Market Inc | 7/21/2023 | (100 | ) | 38.000000 | 380,000 | (3,000 | ) | |||||||||||
Starbucks Corp | 7/21/2023 | (80 | ) | 100.000000 | 800,000 | (18,640 | ) | |||||||||||
Target Corp | 6/16/2023 | (30 | ) | 170.000000 | 510,000 | (120 | ) | |||||||||||
Texas Instruments Inc | 6/16/2023 | (150 | ) | 180.000000 | 2,700,000 | (23,250 | ) | |||||||||||
Texas Instruments Inc | 6/16/2023 | (100 | ) | 170.000000 | 1,700,000 | (67,500 | ) | |||||||||||
The TJX Cos Inc | 6/16/2023 | (100 | ) | 80.000000 | 800,000 | (2,800 | ) | |||||||||||
T-Mobile US Inc | 6/16/2023 | (128 | ) | 150.000000 | 1,920,000 | (1,280 | ) | |||||||||||
Ulta Beauty Inc | 6/16/2023 | (30 | ) | 555.000000 | 1,665,000 | (150 | ) | |||||||||||
Union Pacific Corp | 6/16/2023 | (80 | ) | 210.000000 | 1,680,000 | (1,680 | ) | |||||||||||
United Parcel Service Inc | 6/16/2023 | (55 | ) | 185.000000 | 1,017,500 | (275 | ) | |||||||||||
UnitedHealth Group Inc | 6/16/2023 | (100 | ) | 510.000000 | 5,100,000 | (13,000 | ) | |||||||||||
Verizon Communications Inc | 6/16/2023 | (400 | ) | 39.000000 | 1,560,000 | (1,200 | ) | |||||||||||
Visa Inc | 6/16/2023 | (40 | ) | 245.000000 | 980,000 | (400 | ) | |||||||||||
Visa Inc | 6/16/2023 | (97 | ) | 240.000000 | 2,328,000 | (1,843 | ) | |||||||||||
Walmart Inc | 6/16/2023 | (307 | ) | 155.000000 | 4,758,500 | (3,684 | ) | |||||||||||
The Walt Disney Co | 6/16/2023 | (85 | ) | 95.000000 | 807,500 | (2,550 | ) | |||||||||||
Warner Bros Discovery Inc | 6/16/2023 | (100 | ) | 12.500000 | 125,000 | (1,500 | ) | |||||||||||
Wells Fargo & Co | 7/21/2023 | (135 | ) | 45.000000 | 607,500 | (4,725 | ) | |||||||||||
Westrock Co | 7/21/2023 | (112 | ) | 30.000000 | 336,000 | (6,160 | ) | |||||||||||
Total Written Call Options | 203,563,350 | (4,323,121 | ) | |||||||||||||||
(Premiums Received $2,681,398) |
S&P 500 INDEX FUND |
Portfolio of Investments |
5/31/2023 |
Security Description | Shares | Value | ||||||
Common Stock (98.99%) | ||||||||
Basic Materials (1.94%) | ||||||||
Air Products and Chemicals Inc | 1,404 | $ | 377,873 | |||||
Albemarle Corp | 729 | 141,083 | ||||||
Celanese Corp | 614 | 63,868 | ||||||
CF Industries Holdings Inc | 1,316 | 80,947 | ||||||
Dow Inc | 4,596 | 224,193 | ||||||
DuPont de Nemours Inc | 2,822 | 189,610 | ||||||
Eastman Chemical Co | 893 | 68,841 | ||||||
Ecolab Inc | 1,564 | 258,138 | ||||||
FMC Corp | 795 | 82,744 | ||||||
Freeport-McMoRan Inc | 9,035 | 310,262 | ||||||
International Flavors & Fragrances Inc | 1,613 | 124,669 | ||||||
International Paper Co | 2,339 | 68,860 | ||||||
Linde PLC | 3,070 | 1,085,736 | ||||||
LyondellBasell Industries NV | 1,667 | 142,595 | ||||||
The Mosaic Co | 2,068 | 66,093 | ||||||
Newmont Corp | 5,010 | 203,156 | ||||||
Nucor Corp | 1,595 | 210,636 | ||||||
PPG Industries Inc | 1,558 | 204,550 | ||||||
The Sherwin-Williams Co | 1,452 | 330,737 | ||||||
Total Basic Materials | 4,234,591 | |||||||
Communications (12.95%) | ||||||||
Alphabet Inc - Class A* | 36,690 | 4,508,100 | ||||||
Alphabet Inc - Class C* | 31,985 | 3,945,989 | ||||||
Amazon.com Inc*,(a) | 55,024 | 6,634,794 | ||||||
Arista Networks Inc* | 1,464 | 243,522 | ||||||
AT&T Inc | 43,910 | 690,704 | ||||||
Booking Holdings Inc* | 240 | 602,105 | ||||||
CDW Corp | 853 | 146,452 | ||||||
Charter Communications Inc* | 668 | 217,868 | ||||||
Cisco Systems Inc | 25,501 | 1,266,635 | ||||||
Comcast Corp | 26,093 | 1,026,760 | ||||||
Corning Inc | 4,990 | 153,742 | ||||||
DISH Network Corp* | 1,784 | 11,471 | ||||||
eBay Inc | 3,534 | 150,336 | ||||||
Etsy Inc* | 797 | 64,597 | ||||||
Expedia Group Inc* | 887 | 84,895 | ||||||
F5 Inc* | 424 | 62,574 | ||||||
FactSet Research Systems Inc | 239 | 91,989 | ||||||
Fox Corp | 913 | 26,669 | ||||||
Gen Digital Inc | 4,015 | 70,423 | ||||||
The Interpublic Group of Cos Inc | 2,667 | 99,186 | ||||||
Juniper Networks Inc | 2,302 | 69,912 | ||||||
Match Group Inc* | 1,756 | 60,582 | ||||||
Meta Platforms Inc*,(a) | 13,711 | 3,629,576 | ||||||
Motorola Solutions Inc | 1,074 | 302,782 | ||||||
Netflix Inc* | 2,743 | 1,084,116 | ||||||
News Corp - Class B | 910 | 16,817 | ||||||
News Corp - Class A | 2,672 | 48,924 | ||||||
Omnicom Group Inc | 1,397 | 123,201 | ||||||
Paramount Global | 3,111 | 47,318 | ||||||
T-Mobile US Inc* | 3,719 | 510,433 | ||||||
VeriSign Inc* | 617 | 137,788 | ||||||
Verizon Communications Inc | 25,872 | 921,819 | ||||||
The Walt Disney Co* | 11,340 | 997,466 | ||||||
Warner Bros Discovery Inc* | 13,955 | 157,412 | ||||||
Total Communications | 28,206,957 | |||||||
Consumer, Cyclical (8.91%) | ||||||||
Advance Auto Parts Inc | 415 | 30,249 | ||||||
Alaska Air Group Inc* | 808 | 36,303 | ||||||
American Airlines Group Inc* | 3,057 | 45,182 | ||||||
Aptiv PLC* | 1,715 | 151,057 | ||||||
AutoZone Inc* | 115 | 274,487 | ||||||
Bath & Body Works Inc | 1,525 | 53,741 | ||||||
Best Buy Co Inc | 1,278 | 92,872 | ||||||
BorgWarner Inc | 1,412 | 62,594 | ||||||
Caesars Entertainment Inc* | 945 | 38,754 | ||||||
CarMax Inc* | 1,034 | 74,665 | ||||||
Carnival Corp* | 5,174 | 58,104 | ||||||
Chipotle Mexican Grill Inc* | 172 | 357,156 | ||||||
Copart Inc* | 2,814 | 246,478 | ||||||
Costco Wholesale Corp | 2,748 | 1,405,767 | ||||||
Cummins Inc | 904 | 184,787 | ||||||
Darden Restaurants Inc | 749 | 118,731 | ||||||
Delta Air Lines Inc* | 4,086 | 148,444 | ||||||
Dollar General Corp | 1,444 | 290,374 | ||||||
Dollar Tree Inc* | 1,280 | 172,646 | ||||||
Domino’s Pizza Inc | 233 | 67,535 | ||||||
DR Horton Inc | 2,022 | 216,030 | ||||||
Fastenal Co | 3,749 | 201,884 | ||||||
Ford Motor Co | 24,832 | 297,984 | ||||||
General Motors Co | 8,591 | 278,434 | ||||||
Genuine Parts Co | 908 | 135,228 | ||||||
Hilton Worldwide Holdings Inc | 1,641 | 223,373 | ||||||
The Home Depot Inc | 6,278 | 1,779,499 | ||||||
Las Vegas Sands Corp* | 2,145 | 118,254 |
Lennar Corp | 1,632 | 174,820 | ||||||
LKQ Corp | 1,642 | 86,616 | ||||||
Lowe’s Cos Inc | 3,725 | 749,209 | ||||||
Marriott International Inc | 1,737 | 291,451 | ||||||
McDonald’s Corp | 4,549 | 1,296,965 | ||||||
MGM Resorts International | 2,232 | 87,695 | ||||||
Newell Brands Inc | 2,691 | 22,362 | ||||||
NIKE Inc | 7,673 | 807,660 | ||||||
Norwegian Cruise Line Holdings Ltd* | 1,599 | 23,745 | ||||||
NVR Inc* | 18 | 99,976 | ||||||
O’Reilly Automotive Inc* | 388 | 350,484 | ||||||
PACCAR Inc | 3,393 | 233,371 | ||||||
Pool Corp | 269 | 85,066 | ||||||
PulteGroup Inc | 1,500 | 99,120 | ||||||
Ralph Lauren Corp | 314 | 33,381 | ||||||
Ross Stores Inc | 2,209 | 228,897 | ||||||
Royal Caribbean Cruises Ltd* | 1,236 | 100,079 | ||||||
Southwest Airlines Co | 3,416 | 102,036 | ||||||
Starbucks Corp | 7,080 | 691,291 | ||||||
Tapestry Inc | 1,454 | 58,189 | ||||||
Target Corp | 2,919 | 382,185 | ||||||
Tesla Inc* | 16,567 | 3,378,508 | ||||||
The TJX Cos Inc | 7,118 | 546,591 | ||||||
Tractor Supply Co | 706 | 147,971 | ||||||
Ulta Beauty Inc* | 329 | 134,834 | ||||||
United Airlines Holdings Inc* | 1,732 | 82,209 | ||||||
VF Corp | 2,109 | 36,317 | ||||||
Walgreens Boots Alliance Inc | 4,694 | 142,557 | ||||||
Walmart Inc | 8,638 | 1,268,663 | ||||||
Whirlpool Corp | 354 | 45,769 | ||||||
WW Grainger Inc | 277 | 179,779 | ||||||
Wynn Resorts Ltd | 526 | 51,916 | ||||||
Yum! Brands Inc | 1,794 | 230,870 | ||||||
Total Consumer, Cyclical | 19,411,194 | |||||||
Consumer, Non-Cyclical (20.49%) | ||||||||
Abbott Laboratories | 10,829 | 1,104,558 | ||||||
AbbVie Inc | 10,894 | 1,502,936 | ||||||
Align Technology Inc* | 473 | 133,698 | ||||||
Altria Group Inc | 10,999 | 488,576 | ||||||
AmerisourceBergen Corp | 952 | 161,983 | ||||||
Amgen Inc | 3,289 | 725,718 | ||||||
Archer-Daniels-Midland Co | 3,370 | 238,091 | ||||||
Automatic Data Processing Inc | 2,552 | 533,342 | ||||||
Avery Dennison Corp | 514 | 82,821 | ||||||
Baxter International Inc | 3,172 | 129,164 | ||||||
Becton Dickinson & Co | 1,799 | 434,926 | ||||||
Biogen Inc* | 924 | 273,883 | ||||||
Bio-Rad Laboratories Inc* | 147 | 54,882 | ||||||
Bio-Techne Corp | 984 | 80,481 | ||||||
Boston Scientific Corp* | 9,036 | 465,173 | ||||||
Bristol-Myers Squibb Co | 13,097 | 843,971 | ||||||
Brown-Forman Corp | 1,153 | 71,221 | ||||||
Campbell Soup Co | 1,162 | 58,739 | ||||||
Cardinal Health Inc | 1,714 | 141,062 | ||||||
Catalent Inc* | 1,096 | 40,804 | ||||||
Centene Corp* | 3,392 | 211,695 | ||||||
Charles River Laboratories International Inc* | 322 | 62,268 | ||||||
Church & Dwight Co Inc | 1,558 | 144,037 | ||||||
The Cigna Group | 1,839 | 454,987 | ||||||
Cintas Corp | 549 | 259,205 | ||||||
The Clorox Co | 779 | 123,222 | ||||||
The Coca-Cola Co | 24,173 | 1,442,161 | ||||||
Colgate-Palmolive Co | 5,290 | 393,470 | ||||||
Conagra Brands Inc | 3,029 | 105,621 | ||||||
Constellation Brands Inc | 1,027 | 249,530 | ||||||
Corteva Inc | 4,568 | 244,342 | ||||||
CoStar Group Inc* | 2,529 | 200,803 | ||||||
CVS Health Corp | 7,910 | 538,117 | ||||||
Danaher Corp | 4,032 | 925,828 | ||||||
DaVita Inc* | 482 | 45,149 | ||||||
DENTSPLY SIRONA Inc | 1,160 | 41,899 | ||||||
Dexcom Inc* | 2,380 | 279,079 | ||||||
Edwards Lifesciences Corp* | 3,955 | 333,130 | ||||||
Elevance Health Inc | 1,471 | 658,743 | ||||||
Eli Lilly & Co | 4,898 | 2,103,495 | ||||||
Equifax Inc | 794 | 165,644 | ||||||
The Estee Lauder Cos Inc | 1,427 | 262,611 | ||||||
FleetCor Technologies Inc* | 488 | 110,556 | ||||||
Gartner Inc* | 508 | 174,173 | ||||||
GE HealthCare Technologies Inc | 2,309 | 183,589 | ||||||
General Mills Inc | 3,801 | 319,892 | ||||||
Gilead Sciences Inc | 7,681 | 590,976 | ||||||
Global Payments Inc | 1,620 | 158,258 | ||||||
HCA Healthcare Inc | 1,316 | 347,674 | ||||||
Henry Schein Inc* | 871 | 64,367 | ||||||
The Hershey Co | 941 | 244,378 | ||||||
Hologic Inc* | 1,678 | 132,377 | ||||||
Hormel Foods Corp | 1,912 | 73,134 | ||||||
Humana Inc | 798 | 400,492 | ||||||
IDEXX Laboratories Inc* | 539 | 250,511 | ||||||
Illumina Inc* | 953 | 187,407 | ||||||
Incyte Corp* | 1,229 | 75,645 | ||||||
Insulet Corp* | 427 | 117,105 | ||||||
Intuitive Surgical Inc* | 2,194 | 675,401 | ||||||
IQVIA Holdings Inc* | 1,146 | 225,659 |
The J M Smucker Co | 745 | 109,210 | ||||||
Johnson & Johnson | 16,105 | 2,497,241 | ||||||
Kellogg Co | 1,661 | 110,905 | ||||||
Keurig Dr Pepper Inc | 4,656 | 144,895 | ||||||
Kimberly-Clark Corp | 2,137 | 286,956 | ||||||
The Kraft Heinz Co | 4,282 | 163,658 | ||||||
The Kroger Co | 4,012 | 181,864 | ||||||
Laboratory Corp of America Holdings | 585 | 124,330 | ||||||
Lamb Weston Holdings Inc | 955 | 106,196 | ||||||
MarketAxess Holdings Inc | 260 | 70,827 | ||||||
McCormick & Co Inc | 1,581 | 135,539 | ||||||
McKesson Corp | 843 | 329,478 | ||||||
Medtronic PLC | 8,255 | 683,184 | ||||||
Merck & Co Inc | 15,747 | 1,738,626 | ||||||
Moderna Inc* | 2,052 | 262,061 | ||||||
Molina Healthcare Inc* | 371 | 101,617 | ||||||
Molson Coors Beverage Co | 1,200 | 74,220 | ||||||
Mondelez International Inc | 8,398 | 616,497 | ||||||
Monster Beverage Corp* | 4,826 | 282,900 | ||||||
Moody’s Corp | 1,013 | 320,999 | ||||||
Organon & Co | 1,633 | 31,664 | ||||||
PayPal Holdings Inc* | 6,969 | 432,008 | ||||||
PepsiCo Inc | 8,556 | 1,560,187 | ||||||
Pfizer Inc | 34,863 | 1,325,491 | ||||||
Philip Morris International Inc | 9,549 | 859,505 | ||||||
The Procter & Gamble Co | 14,532 | 2,070,810 | ||||||
Quanta Services Inc | 883 | 156,803 | ||||||
Quest Diagnostics Inc | 775 | 102,804 | ||||||
Regeneron Pharmaceuticals Inc* | 673 | 495,032 | ||||||
ResMed Inc | 946 | 199,407 | ||||||
Revvity Inc | 796 | 91,795 | ||||||
Robert Half International Inc | 808 | 52,536 | ||||||
Rollins Inc | 693 | 27,249 | ||||||
S&P Global Inc | 2,068 | 759,845 | ||||||
STERIS PLC | 603 | 120,582 | ||||||
Stryker Corp | 2,076 | 572,104 | ||||||
Sysco Corp | 3,216 | 224,959 | ||||||
Teleflex Inc | 318 | 74,651 | ||||||
Thermo Fisher Scientific Inc | 2,416 | 1,228,439 | ||||||
Tyson Foods Inc | 1,921 | 97,279 | ||||||
United Rentals Inc | 459 | 153,210 | ||||||
UnitedHealth Group Inc | 5,755 | 2,804,066 | ||||||
Universal Health Services Inc | 423 | 55,891 | ||||||
Verisk Analytics Inc | 996 | 218,234 | ||||||
Vertex Pharmaceuticals Inc* | 1,614 | 522,242 | ||||||
Viatris Inc | 4,634 | 42,401 | ||||||
Waters Corp* | 405 | 101,744 | ||||||
West Pharmaceutical Services Inc | 474 | 158,615 | ||||||
Zimmer Biomet Holdings Inc | 1,338 | 170,381 | ||||||
Zoetis Inc | 2,871 | 468,002 | ||||||
Total Consumer, Non-Cyclical | 44,661,798 | |||||||
Energy (4.25%) | ||||||||
APA Corp | 2,135 | 67,850 | ||||||
Baker Hughes Co | 5,905 | 160,911 | ||||||
Chevron Corp | 11,048 | 1,664,050 | ||||||
ConocoPhillips | 7,539 | 748,623 | ||||||
Coterra Energy Inc | 5,087 | 118,273 | ||||||
Devon Energy Corp | 3,875 | 178,638 | ||||||
Diamondback Energy Inc | 1,031 | 131,092 | ||||||
Enphase Energy Inc* | 825 | 143,451 | ||||||
EOG Resources Inc | 3,697 | 396,651 | ||||||
Exxon Mobil Corp | 25,367 | 2,592,000 | ||||||
First Solar Inc* | 610 | 123,806 | ||||||
Halliburton Co | 5,694 | 163,133 | ||||||
Hess Corp | 1,743 | 220,786 | ||||||
Kinder Morgan Inc | 12,716 | 204,855 | ||||||
Marathon Oil Corp | 4,467 | 98,989 | ||||||
Marathon Petroleum Corp | 2,910 | 305,288 | ||||||
Occidental Petroleum Corp | 4,673 | 269,445 | ||||||
ONEOK Inc | 2,916 | 165,221 | ||||||
Phillips 66 | 2,852 | 261,272 | ||||||
Pioneer Natural Resources Co | 1,420 | 283,205 | ||||||
Schlumberger NV | 8,748 | 374,677 | ||||||
SolarEdge Technologies Inc* | 334 | 95,133 | ||||||
Valero Energy Corp | 2,398 | 256,682 | ||||||
The Williams Cos Inc | 7,926 | 227,159 | ||||||
Total Energy | 9,251,190 | |||||||
Financial (13.45%) | ||||||||
Aflac Inc | 3,449 | 221,460 | ||||||
Alexandria Real Estate Equities Inc | 937 | 106,312 | ||||||
The Allstate Corp | 1,736 | 188,269 | ||||||
American Express Co | 3,718 | 589,526 | ||||||
American International Group Inc | 4,614 | 243,758 | ||||||
American Tower Corp | 2,901 | 535,060 | ||||||
Ameriprise Financial Inc | 661 | 197,289 | ||||||
Aon PLC | 1,265 | 389,987 | ||||||
Arch Capital Group Ltd* | 2,278 | 158,777 | ||||||
Arthur J Gallagher & Co | 1,256 | 251,614 | ||||||
Assurant Inc | 341 | 40,917 | ||||||
AvalonBay Communities Inc | 882 | 153,450 | ||||||
Bank of America Corp | 42,995 | 1,194,831 | ||||||
The Bank of New York Mellon Corp | 4,700 | 188,940 | ||||||
Berkshire Hathaway Inc*,(a) | 11,099 | 3,563,667 | ||||||
BlackRock Inc | 908 | 597,055 |
Boston Properties Inc | 925 | 45,020 | ||||||
Brown & Brown Inc | 1,483 | 92,435 | ||||||
Camden Property Trust | 649 | 67,801 | ||||||
Capital One Financial Corp | 2,481 | 258,545 | ||||||
Cboe Global Markets Inc | 706 | 93,489 | ||||||
CBRE Group Inc* | 2,058 | 154,185 | ||||||
The Charles Schwab Corp | 9,527 | 501,978 | ||||||
Chubb Ltd | 2,581 | 479,550 | ||||||
Cincinnati Financial Corp | 941 | 90,807 | ||||||
Citigroup Inc | 12,259 | 543,319 | ||||||
Citizens Financial Group Inc | 2,789 | 71,900 | ||||||
CME Group Inc | 2,279 | 407,371 | ||||||
Comerica Inc | 908 | 32,779 | ||||||
Crown Castle Inc | 2,725 | 308,497 | ||||||
Digital Realty Trust Inc | 1,797 | 184,121 | ||||||
Discover Financial Services | 1,773 | 182,158 | ||||||
Equinix Inc | 581 | 433,165 | ||||||
Equity Residential | 2,236 | 135,949 | ||||||
Essex Property Trust Inc | 425 | 91,826 | ||||||
Everest Re Group Ltd | 280 | 95,206 | ||||||
Extra Space Storage Inc | 844 | 121,764 | ||||||
Federal Realty Investment Trust | 449 | 39,602 | ||||||
Fifth Third Bancorp | 4,528 | 109,895 | ||||||
First Republic Bank | 1,159 | 309 | ||||||
Franklin Resources Inc | 1,991 | 47,804 | ||||||
Globe Life Inc | 628 | 64,797 | ||||||
The Goldman Sachs Group Inc | 2,086 | 675,655 | ||||||
The Hartford Financial Services Group Inc | 2,076 | 142,248 | ||||||
Healthpeak Properties Inc | 3,020 | 60,279 | ||||||
Host Hotels & Resorts Inc | 4,539 | 75,347 | ||||||
Huntington Bancshares Inc | 7,104 | 73,242 | ||||||
Intercontinental Exchange Inc | 3,524 | 373,368 | ||||||
Invesco Ltd | 2,486 | 35,749 | ||||||
Iron Mountain Inc | 1,369 | 73,132 | ||||||
JPMorgan Chase & Co | 18,069 | 2,452,144 | ||||||
KeyCorp | 6,069 | 56,684 | ||||||
Kimco Realty Corp | 2,994 | 55,030 | ||||||
Lincoln National Corp | 1,186 | 24,811 | ||||||
M&T Bank Corp | 1,042 | 124,165 | ||||||
Marsh & McLennan Cos Inc | 3,049 | 528,026 | ||||||
Mastercard Inc | 5,197 | 1,897,009 | ||||||
MetLife Inc | 4,060 | 201,173 | ||||||
Mid-America Apartment Communities Inc | 732 | 107,648 | ||||||
Morgan Stanley | 8,048 | 658,005 | ||||||
Nasdaq Inc | 2,247 | 124,371 | ||||||
Northern Trust Corp | 1,359 | 97,739 | ||||||
The PNC Financial Services Group Inc | 2,470 | 286,100 | ||||||
Principal Financial Group Inc | 1,584 | 103,689 | ||||||
The Progressive Corp | 3,603 | 460,860 | ||||||
Prologis Inc | 5,686 | 708,191 | ||||||
Prudential Financial Inc | 2,266 | 178,312 | ||||||
Public Storage | 964 | 273,101 | ||||||
Raymond James Financial Inc | 1,273 | 115,016 | ||||||
Realty Income Corp | 3,496 | 207,802 | ||||||
Regency Centers Corp | 1,109 | 62,403 | ||||||
Regions Financial Corp | 6,273 | 108,335 | ||||||
SBA Communications Corp | 680 | 150,810 | ||||||
Simon Property Group Inc | 2,085 | 219,238 | ||||||
State Street Corp | 2,304 | 156,718 | ||||||
Synchrony Financial | 3,166 | 98,019 | ||||||
T Rowe Price Group Inc | 1,478 | 158,382 | ||||||
The Travelers Cos Inc | 1,423 | 240,829 | ||||||
Truist Financial Corp | 8,471 | 258,111 | ||||||
UDR Inc | 1,770 | 70,216 | ||||||
US Bancorp | 8,502 | 254,210 | ||||||
Ventas Inc | 2,564 | 110,611 | ||||||
VICI Properties Inc | 6,079 | 188,023 | ||||||
Visa Inc | 10,010 | 2,212,510 | ||||||
W R Berkley Corp | 1,335 | 74,333 | ||||||
Wells Fargo & Co | 23,473 | 934,460 | ||||||
Welltower Inc | 2,792 | 208,311 | ||||||
Weyerhaeuser Co | 4,832 | 138,485 | ||||||
Willis Towers Watson PLC | 703 | 153,852 | ||||||
Zions Bancorp NA | 1,054 | 28,764 | ||||||
Total Financial | 29,270,700 | |||||||
Industrial (7.39%) | ||||||||
3M Co | 3,484 | 325,092 | ||||||
A O Smith Corp | 942 | 60,231 | ||||||
Agilent Technologies Inc | 1,822 | 210,751 | ||||||
Allegion plc | 601 | 62,949 | ||||||
Amcor PLC | 9,487 | 91,455 | ||||||
AMETEK Inc | 1,502 | 217,895 | ||||||
Amphenol Corp | 3,796 | 286,408 | ||||||
Ball Corp | 2,136 | 109,278 | ||||||
The Boeing Co* | 3,466 | 712,956 | ||||||
Carrier Global Corp | 5,321 | 217,629 | ||||||
Caterpillar Inc | 3,232 | 664,984 | ||||||
CH Robinson Worldwide Inc | 835 | 78,941 | ||||||
CSX Corp | 13,057 | 400,458 | ||||||
Deere & Co | 1,665 | 576,057 | ||||||
Dover Corp | 941 | 125,464 | ||||||
Eaton Corp PLC | 2,529 | 444,851 | ||||||
Emerson Electric Co | 3,519 | 273,356 | ||||||
Expeditors International of Washington Inc | 1,105 | 121,893 | ||||||
FedEx Corp | 1,430 | 311,711 |
Fortive Corp | 2,032 | 132,304 | ||||||
Generac Holdings Inc* | 285 | 31,042 | ||||||
General Dynamics Corp | 1,386 | 282,993 | ||||||
General Electric Co | 6,710 | 681,266 | ||||||
Honeywell International Inc | 4,175 | 799,930 | ||||||
Howmet Aerospace Inc | 2,478 | 105,935 | ||||||
Huntington Ingalls Industries Inc | 281 | 56,588 | ||||||
IDEX Corp | 523 | 104,161 | ||||||
Illinois Tool Works Inc | 1,710 | 374,028 | ||||||
Ingersoll Rand Inc | 2,562 | 145,163 | ||||||
Jacobs Solutions Inc | 846 | 92,722 | ||||||
JB Hunt Transport Services Inc | 529 | 88,327 | ||||||
Johnson Controls International plc | 4,233 | 252,710 | ||||||
Keysight Technologies Inc* | 1,144 | 185,099 | ||||||
L3Harris Technologies Inc | 1,217 | 214,095 | ||||||
Lockheed Martin Corp | 1,399 | 621,170 | ||||||
Martin Marietta Materials Inc | 396 | 157,624 | ||||||
Mettler-Toledo International Inc* | 143 | 189,027 | ||||||
Mohawk Industries Inc* | 390 | 35,896 | ||||||
Nordson Corp | 343 | 74,750 | ||||||
Norfolk Southern Corp | 1,403 | 292,077 | ||||||
Northrop Grumman Corp | 886 | 385,844 | ||||||
Old Dominion Freight Line Inc | 595 | 184,712 | ||||||
Otis Worldwide Corp | 2,659 | 211,417 | ||||||
Packaging Corp of America | 651 | 80,744 | ||||||
Parker-Hannifin Corp | 810 | 259,556 | ||||||
Pentair PLC | 1,156 | 64,123 | ||||||
Raytheon Technologies Corp | 9,130 | 841,238 | ||||||
Republic Services Inc | 1,333 | 188,793 | ||||||
Rockwell Automation Inc | 758 | 211,179 | ||||||
Snap-on Inc | 354 | 88,096 | ||||||
Stanley Black & Decker Inc | 953 | 71,446 | ||||||
TE Connectivity Ltd | 1,949 | 238,714 | ||||||
Teledyne Technologies Inc* | 318 | 123,591 | ||||||
Textron Inc | 1,451 | 89,773 | ||||||
Trane Technologies PLC | 1,411 | 230,318 | ||||||
TransDigm Group Inc | 326 | 252,210 | ||||||
Trimble Inc* | 1,634 | 76,259 | ||||||
Union Pacific Corp | 3,818 | 735,041 | ||||||
United Parcel Service Inc | 4,495 | 750,665 | ||||||
Vulcan Materials Co | 865 | 169,108 | ||||||
Waste Management Inc | 2,319 | 375,492 | ||||||
Westinghouse Air Brake Technologies Corp | 1,153 | 106,802 | ||||||
Westrock Co | 1,715 | 48,037 | ||||||
Xylem Inc | 1,143 | 114,529 | ||||||
Total Industrial | 16,106,953 | |||||||
Technology (26.95%) | ||||||||
Accenture PLC | 3,879 | 1,186,664 | ||||||
Activision Blizzard Inc* | 4,465 | 358,093 | ||||||
Adobe Inc* | 2,820 | 1,178,168 | ||||||
Advanced Micro Devices Inc* | 9,932 | 1,174,062 | ||||||
Analog Devices Inc | 3,122 | 554,748 | ||||||
ANSYS Inc* | 560 | 181,210 | ||||||
Apple Inc(a) | 91,619 | 16,239,468 | ||||||
Applied Materials Inc | 5,193 | 692,227 | ||||||
Autodesk Inc* | 1,396 | 278,348 | ||||||
Broadcom Inc | 2,515 | 2,032,019 | ||||||
Broadridge Financial Solutions Inc | 788 | 115,615 | ||||||
Cadence Design Systems Inc* | 1,756 | 405,478 | ||||||
Ceridian HCM Holding Inc* | 855 | 52,882 | ||||||
Cognizant Technology Solutions Corp | 3,335 | 208,404 | ||||||
DXC Technology Co* | 1,730 | 43,302 | ||||||
Electronic Arts Inc | 1,604 | 205,312 | ||||||
EPAM Systems Inc* | 359 | 92,127 | ||||||
Fidelity National Information Services Inc | 3,855 | 210,367 | ||||||
Fiserv Inc* | 3,670 | 411,737 | ||||||
Fortinet Inc* | 4,205 | 287,328 | ||||||
Hewlett Packard Enterprise Co | 8,406 | 121,215 | ||||||
HP Inc | 5,707 | 165,845 | ||||||
Intel Corp | 25,746 | 809,454 | ||||||
International Business Machines Corp | 5,569 | 716,118 | ||||||
Intuit Inc | 1,757 | 736,394 | ||||||
Jack Henry & Associates Inc | 460 | 70,329 | ||||||
KLA Corp | 880 | 389,831 | ||||||
Lam Research Corp | 831 | 512,478 | ||||||
Leidos Holdings Inc | 915 | 71,425 | ||||||
Microchip Technology Inc | 3,286 | 247,304 | ||||||
Micron Technology Inc | 6,762 | 461,168 | ||||||
Microsoft Corp(a) | 45,855 | 15,058,323 | ||||||
Monolithic Power Systems Inc | 267 | 130,806 | ||||||
MSCI Inc | 510 | 239,970 | ||||||
NetApp Inc | 1,421 | 94,283 | ||||||
NVIDIA Corp | 15,154 | 5,733,364 | ||||||
NXP Semiconductors NV | 1,526 | 273,307 | ||||||
ON Semiconductor Corp* | 2,743 | 229,315 | ||||||
Oracle Corp | 9,527 | 1,009,290 | ||||||
Paychex Inc | 2,089 | 219,199 | ||||||
Paycom Software Inc | 305 | 85,440 | ||||||
PTC Inc* | 681 | 91,526 | ||||||
Qorvo Inc* | 744 | 72,361 | ||||||
QUALCOMM Inc | 6,868 | 778,900 | ||||||
Roper Technologies Inc | 684 | 310,686 | ||||||
Salesforce Inc* | 6,236 | 1,392,998 | ||||||
Seagate Technology Holdings PLC | 1,368 | 82,217 | ||||||
ServiceNow Inc* | 1,243 | 677,162 |
Skyworks Solutions Inc | 1,059 | 109,617 | ||||||
Synopsys Inc* | 962 | 437,672 | ||||||
Take-Two Interactive Software Inc* | 778 | 107,154 | ||||||
Teradyne Inc | 1,007 | 100,891 | ||||||
Texas Instruments Inc | 5,636 | 979,988 | ||||||
Tyler Technologies Inc* | 246 | 97,652 | ||||||
Western Digital Corp* | 1,916 | 74,207 | ||||||
Zebra Technologies Corp* | 348 | 91,374 | ||||||
Total Technology | 58,686,822 | |||||||
Utilities (2.66%) | ||||||||
The AES Corp | 4,344 | 85,751 | ||||||
Alliant Energy Corp | 1,583 | 81,461 | ||||||
Ameren Corp | 1,682 | 136,360 | ||||||
American Electric Power Co Inc | 3,242 | 269,475 | ||||||
American Water Works Co Inc | 1,183 | 170,884 | ||||||
Atmos Energy Corp | 820 | 94,530 | ||||||
CenterPoint Energy Inc | 2,979 | 84,038 | ||||||
CMS Energy Corp | 1,870 | 108,423 | ||||||
Consolidated Edison Inc | 2,227 | 207,779 | ||||||
Constellation Energy Corp | 2,068 | 173,753 | ||||||
Dominion Energy Inc | 5,130 | 257,936 | ||||||
DTE Energy Co | 1,258 | 135,361 | ||||||
Duke Energy Corp | 4,806 | 429,128 | ||||||
Edison International | 2,433 | 164,276 | ||||||
Entergy Corp | 1,304 | 128,053 | ||||||
Evergy Inc | 1,567 | 90,651 | ||||||
Eversource Energy | 2,170 | 150,229 | ||||||
Exelon Corp | 6,205 | 246,028 | ||||||
FirstEnergy Corp | 3,716 | 138,941 | ||||||
NextEra Energy Inc | 12,241 | 899,224 | ||||||
NRG Energy Inc | 1,663 | 56,193 | ||||||
PG&E Corp* | 9,918 | 168,011 | ||||||
Pinnacle West Capital Corp | 806 | 62,288 | ||||||
PPL Corp | 4,645 | 121,699 | ||||||
Public Service Enterprise Group Inc | 3,151 | 188,272 | ||||||
Sempra Energy | 1,939 | 278,305 | ||||||
The Southern Co | 6,719 | 468,650 | ||||||
WEC Energy Group Inc | 2,060 | 179,941 | ||||||
Xcel Energy Inc | 3,432 | 224,075 | ||||||
Total Utilities | 5,799,715 | |||||||
Total Common Stock (Cost $69,541,632) | 215,629,920 | |||||||
United States Treasury Bills (0.87%) | ||||||||
United States Treasury Bill | 1,900,000 | 1,887,549 | ||||||
. | ||||||||
Total Investments (Cost $71,429,181) (99.86%) | $ | 217,517,469 | ||||||
Other Net Assets (0.14%) | 313,830 | |||||||
Net Assets (100.00%) | $ | 217,831,299 |
* Non-income producing security.
(a) A portion of these securities, a total of $15,340,454, have been pledged or segregated in connection with obligations for futures contracts.
Futures contracts at May 31, 2023:
Contracts - $50 times premium / delivery month / commitment / exchange
S&P 500 E-MINI | Notional Amount | Value | Unrealized Appreciation | |||||||||
10 / Jun 2023 / Long / CME | $ | 2,072,313 | $ | 2,095,250 | $ | 22,938 |
S&P MIDCAP INDEX FUND |
Portfolio of Investments |
5/31/2023 |
Security Description | Shares | Value | ||||||
Common Stock (99.83%) | ||||||||
Basic Materials (4.94%) | ||||||||
Alcoa Corp | 9,686 | $ | 307,240 | |||||
Ashland Inc | 2,550 | 216,444 | ||||||
Avient Corp | 4,377 | 159,761 | ||||||
Axalta Coating Systems Ltd* | 11,081 | 321,460 | ||||||
Cabot Corp | 2,829 | 193,730 | ||||||
The Chemours Co | 7,451 | 197,377 | ||||||
Cleveland-Cliffs Inc* | 25,413 | 352,732 | ||||||
Commercial Metals Co | 5,883 | 251,498 | ||||||
Ingevity Corp* | 1,831 | 86,405 | ||||||
NewMarket Corp | 355 | 138,386 | ||||||
Olin Corp | 6,180 | 292,376 | ||||||
Reliance Steel & Aluminum Co(a) | 2,928 | 687,143 | ||||||
Royal Gold Inc | 3,331 | 412,511 | ||||||
RPM International Inc(a) | 6,484 | 517,358 | ||||||
Sensient Technologies Corp | 2,152 | 155,009 | ||||||
United States Steel Corp | 11,383 | 238,132 | ||||||
Valvoline Inc | 8,637 | 332,525 | ||||||
Westlake Corp | 1,769 | 183,888 | ||||||
Total Basic Materials | 5,043,975 | |||||||
Communications (2.34%) | ||||||||
Cable One Inc | 244 | 149,287 | ||||||
Calix Inc* | 2,919 | 136,055 | ||||||
Ciena Corp* | 7,455 | 348,447 | ||||||
Frontier Communications Parent Inc* | 11,416 | 169,870 | ||||||
Iridium Communications Inc | 6,311 | 378,912 | ||||||
The New York Times Co | 8,025 | 284,246 | ||||||
Nexstar Media Group Inc | 1,913 | 288,710 | ||||||
TEGNA Inc | 11,717 | 181,496 | ||||||
TripAdvisor Inc* | 5,427 | 84,444 | ||||||
World Wrestling Entertainment Inc | 2,214 | 224,322 | ||||||
Ziff Davis Inc* | 2,375 | 140,220 | ||||||
Total Communications | 2,386,009 | |||||||
Consumer, Cyclical (15.84%) | ||||||||
Adient PLC* | 4,855 | 163,565 | ||||||
Aramark | 13,086 | 516,635 | ||||||
Autoliv Inc | 3,896 | 317,524 | ||||||
AutoNation Inc* | 1,735 | 227,146 | ||||||
BJ’s Wholesale Club Holdings Inc* | 6,854 | 429,403 | ||||||
Boyd Gaming Corp | 3,984 | 253,900 | ||||||
Brunswick Corp | 3,642 | 274,971 | ||||||
Capri Holdings Ltd* | 6,315 | 221,657 | ||||||
Carter’s Inc | 1,936 | 120,361 | ||||||
Casey’s General Stores Inc | 1,907 | 430,315 | ||||||
Choice Hotels International Inc | 1,392 | 157,978 | ||||||
Churchill Downs Inc | 3,306 | 449,021 | ||||||
Columbia Sportswear Co | 1,749 | 129,129 | ||||||
Crocs Inc* | 3,156 | 354,356 | ||||||
Dana Inc | 6,533 | 84,080 | ||||||
Deckers Outdoor Corp* | 1,324 | 628,900 | ||||||
Dick’s Sporting Goods Inc | 2,914 | 371,564 | ||||||
FirstCash Holdings Inc | 1,904 | 187,620 | ||||||
Five Below Inc* | 2,788 | 480,977 | ||||||
Foot Locker Inc | 4,024 | 101,888 | ||||||
Fox Factory Holding Corp* | 2,181 | 193,935 | ||||||
GameStop Corp* | 12,308 | 296,007 | ||||||
The Gap Inc | 11,312 | 90,722 | ||||||
Gentex Corp | 12,040 | 316,170 | ||||||
The Goodyear Tire & Rubber Co* | 13,550 | 186,042 | ||||||
Harley-Davidson Inc | 6,881 | 214,068 | ||||||
Hilton Grand Vacations Inc* | 3,993 | 170,701 | ||||||
JetBlue Airways Corp* | 16,855 | 115,120 | ||||||
KB Home | 4,088 | 177,133 | ||||||
Kohl’s Corp | 5,919 | 108,436 | ||||||
Lear Corp | 2,970 | 364,300 | ||||||
Leggett & Platt Inc | 6,728 | 205,069 | ||||||
Light & Wonder Inc* | 4,830 | 281,541 | ||||||
Lithia Motors Inc | 1,409 | 328,692 | ||||||
Macy’s Inc | 13,812 | 187,705 | ||||||
Marriott Vacations Worldwide Corp | 1,944 | 239,540 | ||||||
Mattel Inc* | 17,803 | 309,950 | ||||||
MSC Industrial Direct Co Inc | 2,396 | 215,448 | ||||||
Murphy USA Inc | 1,005 | 277,802 | ||||||
Nordstrom Inc | 6,132 | 93,820 | ||||||
Ollie’s Bargain Outlet Holdings Inc* | 2,907 | 160,234 | ||||||
Papa John’s International Inc | 1,724 | 120,870 | ||||||
Penn Entertainment Inc* | 7,792 | 195,112 | ||||||
Polaris Inc | 2,736 | 294,695 | ||||||
PVH Corp | 3,183 | 273,802 | ||||||
RH* | 865 | 211,908 |
The Scotts Miracle-Gro Co | 2,158 | 136,386 | ||||||
Skechers USA Inc* | 6,811 | 349,881 | ||||||
Taylor Morrison Home Corp* | 5,442 | 230,904 | ||||||
Tempur Sealy International Inc | 8,677 | 309,248 | ||||||
Texas Roadhouse Inc | 3,423 | 369,342 | ||||||
Thor Industries Inc | 2,724 | 213,207 | ||||||
Toll Brothers Inc | 5,165 | 349,671 | ||||||
Topgolf Callaway Brands Corp* | 6,451 | 110,119 | ||||||
Travel + Leisure Co | 4,125 | 150,439 | ||||||
Univar Solutions Inc* | 8,196 | 291,942 | ||||||
Victoria’s Secret & Co* | 3,564 | 72,777 | ||||||
Visteon Corp* | 1,440 | 192,355 | ||||||
Watsco Inc | 1,688 | 547,537 | ||||||
The Wendy’s Co | 8,561 | 188,428 | ||||||
Williams-Sonoma Inc | 3,385 | 384,231 | ||||||
Wingstop Inc | 1,531 | 305,220 | ||||||
Wyndham Hotels & Resorts Inc | 4,436 | 302,757 | ||||||
YETI Holdings Inc* | 4,150 | 151,766 | ||||||
Total Consumer, Cyclical | 16,186,022 | |||||||
Consumer, Non-Cyclical (16.98%) | ||||||||
Acadia Healthcare Co Inc* | 4,932 | 348,347 | ||||||
Amedisys Inc* | 1,661 | 126,120 | ||||||
Arrowhead Pharmaceuticals Inc* | 5,525 | 190,115 | ||||||
ASGN Inc* | 2,570 | 168,155 | ||||||
Avis Budget Group Inc* | 1,262 | 211,751 | ||||||
Azenta Inc* | 3,471 | 150,121 | ||||||
BellRing Brands Inc* | 5,935 | 217,340 | ||||||
The Boston Beer Co Inc* | 478 | 161,325 | ||||||
The Brink’s Co | 2,467 | 164,130 | ||||||
Bruker Corp | 5,024 | 347,158 | ||||||
Celsius Holdings Inc* | 1,513 | 189,927 | ||||||
Chemed Corp | 754 | 402,463 | ||||||
Coca-Cola Consolidated Inc | 234 | 154,847 | ||||||
Coty Inc* | 17,865 | 193,657 | ||||||
Darling Ingredients Inc* | 8,051 | 510,272 | ||||||
Encompass Health Corp | 5,064 | 314,069 | ||||||
Enovis Corp* | 2,165 | 114,160 | ||||||
Envista Holdings Corp* | 8,198 | 261,434 | ||||||
Euronet Worldwide Inc* | 2,411 | 268,585 | ||||||
Exelixis Inc* | 16,697 | 321,918 | ||||||
Flowers Foods Inc | 9,880 | 246,802 | ||||||
FTI Consulting Inc* | 1,729 | 325,069 | ||||||
Globus Medical Inc* | 3,944 | 213,489 | ||||||
Graham Holdings Co | 198 | 111,821 | ||||||
Grand Canyon Education Inc* | 1,556 | 163,007 | ||||||
Grocery Outlet Holding Corp* | 4,492 | 129,010 | ||||||
GXO Logistics Inc* | 5,224 | 292,126 | ||||||
H&R Block Inc | 7,890 | 235,517 | ||||||
Haemonetics Corp* | 2,627 | 222,244 | ||||||
Halozyme Therapeutics Inc* | 6,862 | 222,535 | ||||||
HealthEquity Inc* | 4,363 | 239,092 | ||||||
Helen of Troy Ltd* | 1,277 | 122,950 | ||||||
Hertz Global Holdings Inc* | 8,108 | 127,133 | ||||||
ICU Medical Inc* | 1,011 | 176,814 | ||||||
Inari Medical Inc* | 1,706 | 103,042 | ||||||
Ingredion Inc | 3,355 | 350,933 | ||||||
Insperity Inc | 1,787 | 197,857 | ||||||
Integra LifeSciences Holdings Corp* | 3,687 | 139,922 | ||||||
Jazz Pharmaceuticals PLC* | 3,129 | 401,013 | ||||||
Lancaster Colony Corp | 997 | 195,990 | ||||||
Lantheus Holdings Inc* | 3,520 | 304,797 | ||||||
LivaNova PLC* | 2,820 | 124,870 | ||||||
ManpowerGroup Inc | 2,649 | 185,880 | ||||||
Masimo Corp* | 2,474 | 400,392 | ||||||
Medpace Holdings Inc* | 1,285 | 265,956 | ||||||
Neogen Corp* | 11,308 | 197,777 | ||||||
Neurocrine Biosciences Inc* | 4,897 | 438,428 | ||||||
Omnicell Inc* | 2,324 | 170,628 | ||||||
Option Care Health Inc* | 7,340 | 202,217 | ||||||
Patterson Cos Inc | 4,569 | 119,662 | ||||||
Paylocity Holding Corp* | 2,089 | 360,875 | ||||||
Penumbra Inc* | 1,871 | 575,033 | ||||||
Performance Food Group Co* | 7,900 | 436,791 | ||||||
Perrigo Co PLC | 6,763 | 216,145 | ||||||
Post Holdings Inc* | 2,784 | 236,529 | ||||||
Progyny Inc* | 3,648 | 135,888 | ||||||
QuidelOrtho Corp* | 2,295 | 195,396 | ||||||
R1 RCM Inc* | 7,094 | 115,278 | ||||||
Repligen Corp* | 2,642 | 443,645 | ||||||
Service Corp International | 7,805 | 496,476 | ||||||
Shockwave Medical Inc* | 1,815 | 499,288 | ||||||
Sprouts Farmers Market Inc* | 5,502 | 190,149 | ||||||
STAAR Surgical Co* | 2,560 | 148,531 | ||||||
Syneos Health Inc* | 5,169 | 215,030 | ||||||
Tenet Healthcare Corp* | 5,431 | 386,687 | ||||||
United Therapeutics Corp*,(a) | 2,313 | 485,129 | ||||||
US Foods Holding Corp* | 10,280 | 408,938 | ||||||
WEX Inc* | 2,189 | 363,046 | ||||||
Total Consumer, Non-Cyclical | 17,351,721 |
Energy (4.02%) | ||||||||
Antero Midstream Corp | 17,306 | 176,694 | ||||||
Antero Resources Corp* | 14,013 | 286,005 | ||||||
ChampionX Corp | 9,978 | 252,044 | ||||||
Chord Energy Corp | 2,090 | 298,954 | ||||||
CNX Resources Corp* | 8,546 | 132,036 | ||||||
DT Midstream Inc | 4,860 | 220,936 | ||||||
Equitrans Midstream Corp | 20,127 | 171,683 | ||||||
HF Sinclair Corp | 6,825 | 282,828 | ||||||
Matador Resources Co | 5,639 | 247,947 | ||||||
Murphy Oil Corp | 7,340 | 255,432 | ||||||
NOV Inc | 20,114 | 283,004 | ||||||
PBF Energy Inc | 5,800 | 213,498 | ||||||
PDC Energy Inc | 4,676 | 320,867 | ||||||
Range Resources Corp | 12,263 | 335,638 | ||||||
Southwestern Energy Co* | 56,007 | 267,153 | ||||||
Sunrun Inc* | 10,914 | 192,523 | ||||||
Valaris Ltd* | 3,021 | 174,402 | ||||||
Total Energy | 4,111,644 | |||||||
Financial (21.52%) | ||||||||
Banks (5.23%) | ||||||||
Associated Banc-Corp | 7,874 | 116,614 | ||||||
Bank of Hawaii Corp | 2,030 | 79,475 | ||||||
Bank OZK | 5,617 | 194,236 | ||||||
Cadence Bank | 9,164 | 164,585 | ||||||
Cathay General Bancorp | 3,810 | 111,404 | ||||||
Columbia Banking System Inc | 10,590 | 212,118 | ||||||
Commerce Bancshares Inc | 5,865 | 281,227 | ||||||
Cullen/Frost Bankers Inc | 3,002 | 300,800 | ||||||
East West Bancorp Inc | 7,216 | 345,286 | ||||||
First Financial Bankshares Inc | 6,790 | 175,861 | ||||||
First Horizon Corp | 26,874 | 277,071 | ||||||
FNB Corp | 17,881 | 196,512 | ||||||
Fulton Financial Corp | 8,643 | 96,456 | ||||||
Glacier Bancorp Inc | 5,299 | 152,717 | ||||||
Hancock Whitney Corp | 4,389 | 160,330 | ||||||
Home BancShares Inc | 8,489 | 182,259 | ||||||
International Bancshares Corp | 2,788 | 119,103 | ||||||
Old National Bancorp | 14,864 | 184,611 | ||||||
Pinnacle Financial Partners Inc | 3,842 | 186,913 | ||||||
Prosperity Bancshares Inc | 4,670 | 267,031 | ||||||
SouthState Corp | 3,802 | 237,701 | ||||||
Synovus Financial Corp | 7,444 | 201,658 | ||||||
Texas Capital Bancshares Inc* | 2,554 | 120,804 | ||||||
UMB Financial Corp | 2,226 | 126,081 | ||||||
United Bankshares Inc | 6,634 | 195,172 | ||||||
Valley National Bancorp | 21,550 | 159,039 | ||||||
Webster Financial Corp | 8,741 | 310,743 | ||||||
Wintrust Financial Corp | 3,023 | 192,172 | ||||||
5,347,979 | ||||||||
Diversified Financial Service (2.73%) | ||||||||
Affiliated Managers Group Inc | 1,911 | 265,801 | ||||||
Evercore Inc | 1,844 | 199,060 | ||||||
Federated Hermes Inc | 4,336 | 149,288 | ||||||
Interactive Brokers Group Inc | 5,238 | 404,531 | ||||||
Janus Henderson Group PLC | 6,856 | 180,176 | ||||||
Jefferies Financial Group Inc | 9,089 | 273,306 | ||||||
SEI Investments Co | 5,272 | 298,290 | ||||||
SLM Corp | 12,091 | 184,509 | ||||||
Stifel Financial Corp | 5,292 | 294,076 | ||||||
The Western Union Co | 18,762 | 213,699 | ||||||
Voya Financial Inc | 4,872 | 330,322 | ||||||
2,793,058 | ||||||||
Insurance (4.52%) | ||||||||
American Financial Group Inc | 3,503 | 393,282 | ||||||
Brighthouse Financial Inc* | 3,429 | 138,052 | ||||||
CNO Financial Group Inc | 6,090 | 132,214 | ||||||
Essent Group Ltd | 5,514 | 243,553 | ||||||
First American Financial Corp | 5,333 | 292,942 | ||||||
Kemper Corp | 3,169 | 137,154 | ||||||
Kinsale Capital Group Inc | 1,102 | 333,884 | ||||||
MGIC Investment Corp | 14,740 | 222,869 | ||||||
Old Republic International Corp | 13,856 | 339,333 | ||||||
Primerica Inc | 1,853 | 337,283 | ||||||
Reinsurance Group of America Inc | 3,349 | 468,860 | ||||||
RenaissanceRe Holdings Ltd | 2,189 | 412,342 | ||||||
RLI Corp | 2,095 | 259,466 | ||||||
Selective Insurance Group Inc | 3,089 | 298,799 | ||||||
The Hanover Insurance Group Inc | 1,804 | 201,074 | ||||||
Unum Group | 9,394 | 408,169 | ||||||
4,619,276 | ||||||||
Real Estate (8.69%) | ||||||||
Agree Realty Corp | 4,473 | 288,464 | ||||||
Annaly Capital Management Inc | 22,074 | 416,757 | ||||||
Apartment Income REIT Corp | 7,609 | 263,956 | ||||||
Brixmor Property Group Inc | 15,220 | 304,857 | ||||||
Corporate Office Properties Trust | 5,953 | 135,847 | ||||||
Cousins Properties Inc | 7,880 | 156,970 |
CubeSmart | 11,397 | 506,483 | ||||||
Douglas Emmett Inc | 8,830 | 102,428 | ||||||
EastGroup Properties Inc | 2,141 | 352,430 | ||||||
EPR Properties | 3,807 | 158,790 | ||||||
First Industrial Realty Trust Inc | 6,637 | 344,991 | ||||||
Healthcare Realty Trust Inc | 19,314 | 359,434 | ||||||
Highwoods Properties Inc | 5,523 | 114,216 | ||||||
Independence Realty Trust Inc | 11,696 | 201,990 | ||||||
Jones Lang LaSalle Inc* | 2,384 | 334,571 | ||||||
Kilroy Realty Corp | 5,338 | 144,873 | ||||||
Kite Realty Group Trust | 11,006 | 213,957 | ||||||
Lamar Advertising Co | 4,460 | 400,865 | ||||||
Life Storage Inc | 4,269 | 543,828 | ||||||
The Macerich Co | 9,276 | 89,421 | ||||||
Medical Properties Trust Inc | 30,349 | 250,379 | ||||||
National Storage Affiliates Trust | 3,823 | 139,960 | ||||||
NNN REIT Inc | 9,304 | 395,792 | ||||||
Omega Healthcare Investors Inc | 11,988 | 357,362 | ||||||
Park Hotels & Resorts Inc | 11,295 | 146,157 | ||||||
Physicians Realty Trust | 11,481 | 156,830 | ||||||
PotlatchDeltic Corp | 3,706 | 172,440 | ||||||
Rayonier Inc | 7,431 | 217,877 | ||||||
Rexford Industrial Realty Inc | 9,344 | 508,687 | ||||||
Sabra Health Care REIT Inc | 11,960 | 134,670 | ||||||
Spirit Realty Capital Inc | 6,787 | 265,100 | ||||||
STAG Industrial Inc | 9,000 | 313,200 | ||||||
Starwood Property Trust Inc | 15,552 | 272,938 | ||||||
Vornado Realty Trust | 8,203 | 111,233 | ||||||
8,877,753 | ||||||||
Savings&Loans (0.35%) | ||||||||
New York Community Bancorp Inc | 34,642 | 356,120 | ||||||
Total Financial | 21,994,186 | |||||||
Industrial (22.50%) | ||||||||
Acuity Brands Inc | 1,610 | 242,611 | ||||||
Advanced Drainage Systems Inc | 3,142 | 304,051 | ||||||
AECOM(a) | 6,980 | 544,789 | ||||||
AGCO Corp | 3,170 | 349,588 | ||||||
AptarGroup Inc | 3,313 | 372,679 | ||||||
Arrow Electronics Inc* | 2,927 | 370,675 | ||||||
Avnet Inc | 4,644 | 203,593 | ||||||
Belden Inc | 2,251 | 196,940 | ||||||
Builders FirstSource Inc*,(a) | 7,344 | 851,537 | ||||||
Carlisle Cos Inc(a) | 2,597 | 551,707 | ||||||
Chart Industries Inc* | 1,893 | 207,719 | ||||||
Clean Harbors Inc* | 2,552 | 358,301 | ||||||
Cognex Corp | 8,687 | 477,438 | ||||||
Coherent Corp* | 6,619 | 244,638 | ||||||
Crane Co | 2,397 | 174,166 | ||||||
Curtiss-Wright Corp | 1,944 | 307,269 | ||||||
Donaldson Co Inc | 6,112 | 357,735 | ||||||
Eagle Materials Inc | 1,811 | 295,066 | ||||||
EMCOR Group Inc | 2,418 | 398,583 | ||||||
Energizer Holdings Inc | 3,289 | 107,221 | ||||||
EnerSys | 2,082 | 202,516 | ||||||
Esab Corp | 2,165 | 127,129 | ||||||
Exponent Inc | 2,543 | 232,227 | ||||||
Flowserve Corp | 6,565 | 213,691 | ||||||
Fluor Corp* | 7,046 | 187,142 | ||||||
Fortune Brands Innovations Inc | 6,508 | 393,409 | ||||||
GATX Corp | 1,807 | 214,870 | ||||||
Graco Inc(a) | 8,466 | 647,564 | ||||||
Greif Inc | 1,407 | 84,561 | ||||||
Hexcel Corp | 4,234 | 292,104 | ||||||
Hubbell Inc(a) | 2,692 | 760,382 | ||||||
ITT Inc | 4,197 | 319,644 | ||||||
Jabil Inc | 6,695 | 599,336 | ||||||
Kirby Corp* | 3,067 | 219,475 | ||||||
Knight-Swift Transportation Holdings Inc | 8,019 | 440,965 | ||||||
Landstar System Inc | 1,804 | 316,386 | ||||||
Lennox International Inc | 1,610 | 443,571 | ||||||
Lincoln Electric Holdings Inc | 2,930 | 497,104 | ||||||
Littelfuse Inc | 1,243 | 318,258 | ||||||
Louisiana-Pacific Corp | 3,601 | 210,731 | ||||||
MasTec Inc* | 3,003 | 304,384 | ||||||
MDU Resources Group Inc | 10,215 | 298,074 | ||||||
Mercury Systems Inc* | 2,953 | 119,862 | ||||||
The Middleby Corp* | 2,759 | 364,188 | ||||||
MSA Safety Inc | 1,850 | 254,486 | ||||||
National Instruments Corp | 6,559 | 379,110 | ||||||
Novanta Inc* | 1,792 | 296,755 | ||||||
nVent Electric PLC | 8,525 | 369,815 | ||||||
Oshkosh Corp | 3,318 | 244,968 | ||||||
Owens Corning | 4,742 | 504,217 | ||||||
Regal Rexnord Corp | 3,323 | 431,624 | ||||||
Ryder System Inc | 2,550 | 201,017 | ||||||
Saia Inc* | 1,342 | 381,343 | ||||||
Silgan Holdings Inc | 4,332 | 194,897 | ||||||
Simpson Manufacturing Co Inc | 2,135 | 252,336 |
Sonoco Products Co | 4,993 | 298,881 | ||||||
Stericycle Inc* | 4,720 | 198,948 | ||||||
TD SYNNEX Corp | 2,202 | 196,815 | ||||||
Terex Corp | 3,471 | 160,950 | ||||||
Tetra Tech Inc | 2,730 | 375,293 | ||||||
The Timken Co | 3,359 | 240,336 | ||||||
TopBuild Corp* | 1,606 | 323,866 | ||||||
The Toro Co(a) | 5,258 | 514,390 | ||||||
Trex Co Inc* | 5,646 | 289,922 | ||||||
UFP Industries Inc | 3,113 | 243,125 | ||||||
Universal Display Corp | 2,183 | 321,621 | ||||||
Valmont Industries Inc | 1,082 | 283,776 | ||||||
Vishay Intertechnology Inc | 6,508 | 167,776 | ||||||
Vontier Corp | 8,087 | 239,699 | ||||||
Watts Water Technologies Inc | 1,372 | 217,393 | ||||||
Werner Enterprises Inc | 2,668 | 117,179 | ||||||
Woodward Inc | 3,080 | 324,663 | ||||||
XPO Inc* | 5,224 | 245,162 | ||||||
Total Industrial | 22,994,242 | |||||||
Technology (7.95%) | ||||||||
ACI Worldwide Inc* | 5,840 | 133,210 | ||||||
Allegro MicroSystems Inc* | 3,324 | 130,733 | ||||||
Amkor Technology Inc | 5,309 | 131,557 | ||||||
Aspen Technology Inc* | 1,464 | 239,979 | ||||||
Blackbaud Inc* | 2,228 | 163,446 | ||||||
CACI International Inc* | 1,199 | 358,765 | ||||||
Cirrus Logic Inc* | 2,775 | 215,562 | ||||||
CommVault Systems Inc* | 2,294 | 159,869 | ||||||
Concentrix Corp | 2,150 | 188,555 | ||||||
Crane NXT Co | 2,397 | 126,154 | ||||||
Dynatrace Inc* | 10,299 | 525,146 | ||||||
Envestnet Inc* | 2,807 | 146,890 | ||||||
ExlService Holdings Inc* | 1,693 | 255,541 | ||||||
Genpact Ltd | 8,644 | 317,926 | ||||||
IPG Photonics Corp* | 1,370 | 151,344 | ||||||
KBR Inc | 6,892 | 406,766 | ||||||
Kyndryl Holdings Inc* | 9,501 | 119,333 | ||||||
Lattice Semiconductor Corp* | 6,885 | 559,819 | ||||||
Lumentum Holdings Inc* | 3,441 | 182,029 | ||||||
MACOM Technology Solutions Holdings Inc* | 2,571 | 153,823 | ||||||
Manhattan Associates Inc* | 3,139 | 569,477 | ||||||
Maximus Inc | 3,073 | 248,790 | ||||||
MKS Instruments Inc | 2,939 | 285,994 | ||||||
NCR Corp* | 7,171 | 169,953 | ||||||
Power Integrations Inc | 2,928 | 252,979 | ||||||
Qualys Inc* | 1,539 | 194,314 | ||||||
Science Applications International Corp | 2,744 | 267,074 | ||||||
Silicon Laboratories Inc* | 1,602 | 225,353 | ||||||
Super Micro Computer Inc* | 2,353 | 526,954 | ||||||
Synaptics Inc* | 1,979 | 170,273 | ||||||
Teradata Corp* | 5,166 | 242,079 | ||||||
Wolfspeed Inc* | 6,331 | 304,141 | ||||||
Total Technology | 8,123,828 | |||||||
Utilities (3.74%) | ||||||||
ALLETE Inc | 2,880 | 171,562 | ||||||
Black Hills Corp | 3,364 | 205,036 | ||||||
Essential Utilities Inc | 11,853 | 482,891 | ||||||
Hawaiian Electric Industries Inc | 5,499 | 197,469 | ||||||
IDACORP Inc | 2,566 | 267,044 | ||||||
National Fuel Gas Co | 4,642 | 236,324 | ||||||
New Jersey Resources Corp | 4,867 | 235,806 | ||||||
NorthWestern Corp | 2,732 | 154,604 | ||||||
OGE Energy Corp | 10,251 | 361,655 | ||||||
ONE Gas Inc | 2,719 | 220,076 | ||||||
Ormat Technologies Inc | 2,357 | 200,581 | ||||||
PNM Resources Inc | 4,449 | 204,298 | ||||||
Portland General Electric Co | 4,484 | 218,505 | ||||||
Southwest Gas Holdings Inc | 3,218 | 188,350 | ||||||
Spire Inc | 2,739 | 176,857 | ||||||
UGI Corp | 10,721 | 299,866 | ||||||
Total Utilities | 3,820,924 | |||||||
Total Common Stock (Cost $76,466,878) | 102,012,551 | |||||||
United States Treasury Bills (0.10%) | ||||||||
United States Treasury Bill | 100,000 | 99,345 | ||||||
Total Investments (Cost $76,566,224) (99.93%) | $ | 102,111,896 | ||||||
Other Net Assets (0.7%) | 69,786 | |||||||
Net Assets (100.00%) | $ | 102,181,682 |
* Non-income producing security.
(a) A portion of these securities, a total of $5,559,999, have been pledged or segregated in connection with obligations for futures contracts.
S&P SMALLCAP INDEX FUND |
Portfolio of Investments |
5/31/2023 |
Security Description | Shares | Value | ||||||
Common Stock (98.70%) | ||||||||
Basic Materials (4.78%) | ||||||||
AdvanSix Inc | 1,501 | $ | 49,383 | |||||
American Vanguard Corp | 1,902 | 32,448 | ||||||
Arconic Corp* | 5,781 | 167,129 | ||||||
ATI Inc*,(a) | 7,050 | 243,789 | ||||||
Balchem Corp | 1,750 | 216,353 | ||||||
Carpenter Technology Corp | 2,804 | 127,890 | ||||||
Compass Minerals International Inc | 1,858 | 58,954 | ||||||
Hawkins Inc | 1,183 | 55,530 | ||||||
Haynes International Inc | 687 | 29,830 | ||||||
HB Fuller Co | 2,926 | 184,162 | ||||||
Innospec Inc | 1,410 | 130,228 | ||||||
Kaiser Aluminum Corp | 868 | 52,427 | ||||||
Koppers Holdings Inc | 1,138 | 32,956 | ||||||
Livent Corp*,(a) | 9,782 | 225,475 | ||||||
Mativ Holdings Inc | 2,993 | 45,075 | ||||||
Mercer International Inc | 2,519 | 21,815 | ||||||
Minerals Technologies Inc | 1,767 | 98,263 | ||||||
Quaker Chemical Corp | 776 | 147,293 | ||||||
Rogers Corp* | 1,071 | 168,650 | ||||||
Stepan Co | 1,241 | 114,110 | ||||||
Sylvamo Corp | 1,740 | 68,591 | ||||||
Trinseo PLC | 2,275 | 28,256 | ||||||
Total Basic Materials | 2,298,607 | |||||||
Communications (4.32%) | ||||||||
A10 Networks Inc | 3,745 | 55,763 | ||||||
ADTRAN Holdings Inc | 3,950 | 35,195 | ||||||
AMC Networks Inc* | 1,982 | 22,416 | ||||||
ATN International Inc | 779 | 29,236 | ||||||
Cars.com Inc* | 3,375 | 59,569 | ||||||
Clearfield Inc* | 714 | 27,925 | ||||||
Cogent Communications Holdings Inc | 2,434 | 149,740 | ||||||
Consolidated Communications Holdings Inc* | 5,162 | 18,841 | ||||||
ePlus Inc* | 1,533 | 75,715 | ||||||
The EW Scripps Co* | 3,903 | 30,756 | ||||||
Extreme Networks Inc* | 7,359 | 151,595 | ||||||
Gogo Inc* | 4,207 | 63,315 | ||||||
Harmonic Inc* | 5,985 | 105,396 | ||||||
HealthStream Inc | 1,518 | 34,944 | ||||||
InterDigital Inc | 1,533 | 127,300 | ||||||
Liquidity Services Inc* | 1,307 | 19,775 | ||||||
Lumen Technologies Inc | 52,497 | 103,944 | ||||||
NETGEAR Inc* | 1,998 | 28,032 | ||||||
Perficient Inc* | 1,886 | 144,222 | ||||||
QuinStreet Inc* | 3,238 | 29,854 | ||||||
Scholastic Corp | 1,686 | 71,621 | ||||||
Shenandoah Telecommunications Co | 2,729 | 51,796 | ||||||
Shutterstock Inc | 1,461 | 72,714 | ||||||
TechTarget Inc* | 1,557 | 54,090 | ||||||
Telephone and Data Systems Inc | 6,350 | 42,418 | ||||||
Thryv Holdings Inc* | 1,075 | 25,048 | ||||||
Viasat Inc* | 4,351 | 194,098 | ||||||
Viavi Solutions Inc* | 12,806 | 126,011 | ||||||
Yelp Inc* | 3,797 | 127,200 | ||||||
Total Communications | 2,078,529 | |||||||
Consumer, Cyclical (15.52%) | ||||||||
Abercrombie & Fitch Co* | 2,669 | 82,819 | ||||||
Academy Sports & Outdoors Inc(a) | 4,257 | 208,423 | ||||||
Allegiant Travel Co* | 873 | 85,109 | ||||||
American Axle & Manufacturing Holdings Inc* | 6,241 | 42,127 | ||||||
American Eagle Outfitters Inc | 9,495 | 96,564 | ||||||
America’s Car-Mart Inc* | 397 | 32,367 | ||||||
Asbury Automotive Group Inc*,(a) | 1,205 | 251,978 | ||||||
Big Lots Inc | 1,911 | 9,593 | ||||||
BJ’s Restaurants Inc* | 1,372 | 40,858 | ||||||
Bloomin’ Brands Inc | 5,042 | 120,453 | ||||||
Boot Barn Holdings Inc* | 1,698 | 114,819 | ||||||
Brinker International Inc* | 2,400 | 87,792 | ||||||
The Buckle Inc | 1,610 | 49,443 | ||||||
Caleres Inc | 1,940 | 33,484 | ||||||
Cavco Industries Inc* | 440 | 109,551 | ||||||
Century Communities Inc | 1,540 | 97,990 | ||||||
The Cheesecake Factory Inc | 2,724 | 85,343 | ||||||
Chico’s FAS Inc* | 6,814 | 30,936 | ||||||
The Children’s Place Inc* | 804 | 12,084 | ||||||
Chuy’s Holdings Inc* | 1,025 | 37,761 | ||||||
Cinemark Holdings Inc* | 5,839 | 93,482 | ||||||
Cracker Barrel Old Country Store Inc | 1,264 | 123,897 | ||||||
Dave & Buster’s Entertainment Inc* | 2,448 | 78,703 |
Designer Brands Inc | 2,740 | 17,180 | ||||||
Dine Brands Global Inc | 923 | 55,223 | ||||||
Dorman Products Inc* | 1,611 | 132,183 | ||||||
Ethan Allen Interiors Inc | 1,450 | 36,294 | ||||||
Genesco Inc* | 894 | 16,119 | ||||||
Gentherm Inc* | 1,891 | 103,929 | ||||||
G-III Apparel Group Ltd* | 2,328 | 37,434 | ||||||
GMS Inc* | 2,371 | 150,155 | ||||||
Golden Entertainment Inc* | 1,277 | 53,813 | ||||||
Green Brick Partners Inc* | 1,442 | 69,029 | ||||||
Group 1 Automotive Inc | 794 | 177,467 | ||||||
Guess? Inc | 1,794 | 34,463 | ||||||
Hanesbrands Inc | 19,904 | 81,805 | ||||||
Hawaiian Holdings Inc* | 3,036 | 24,318 | ||||||
Hibbett Inc | 761 | 27,411 | ||||||
HNI Corp | 2,445 | 62,348 | ||||||
Installed Building Products Inc | 1,336 | 139,665 | ||||||
Interface Inc | 4,184 | 28,995 | ||||||
iRobot Corp* | 1,698 | 60,194 | ||||||
Jack in the Box Inc | 1,122 | 97,120 | ||||||
Kontoor Brands Inc | 2,689 | 105,301 | ||||||
La-Z-Boy Inc | 2,350 | 62,792 | ||||||
LCI Industries | 1,385 | 149,635 | ||||||
Leslie’s Inc* | 8,731 | 82,770 | ||||||
LGI Homes Inc* | 1,116 | 126,967 | ||||||
M/I Homes Inc* | 1,612 | 113,920 | ||||||
MarineMax Inc* | 1,369 | 38,839 | ||||||
MDC Holdings Inc | 3,308 | 133,246 | ||||||
Meritage Homes Corp(a) | 1,992 | 229,737 | ||||||
Methode Electronics Inc | 2,056 | 88,511 | ||||||
MillerKnoll Inc | 4,446 | 60,243 | ||||||
Monarch Casino & Resort Inc | 723 | 46,915 | ||||||
Movado Group Inc | 1,175 | 29,904 | ||||||
National Vision Holdings Inc* | 4,647 | 117,337 | ||||||
Nu Skin Enterprises Inc | 2,909 | 96,957 | ||||||
The ODP Corp* | 2,372 | 95,022 | ||||||
OPENLANE Inc* | 6,404 | 96,188 | ||||||
Oxford Industries Inc | 879 | 87,847 | ||||||
Patrick Industries Inc | 1,173 | 76,867 | ||||||
PC Connection Inc | 791 | 35,571 | ||||||
PetMed Express Inc | 1,445 | 21,429 | ||||||
PriceSmart Inc | 1,370 | 99,298 | ||||||
Resideo Technologies Inc* | 7,945 | 127,358 | ||||||
Ruth’s Hospitality Group Inc | 1,944 | 41,660 | ||||||
Sally Beauty Holdings Inc* | 6,114 | 68,844 | ||||||
ScanSource Inc* | 1,608 | 46,246 | ||||||
Shake Shack Inc* | 2,125 | 140,611 | ||||||
Shoe Carnival Inc | 1,280 | 25,050 | ||||||
Signet Jewelers Ltd | 2,475 | 157,138 | ||||||
Six Flags Entertainment Corp* | 4,032 | 103,018 | ||||||
SkyWest Inc* | 2,756 | 82,432 | ||||||
Sleep Number Corp* | 1,501 | 27,228 | ||||||
Sonic Automotive Inc | 982 | 40,694 | ||||||
Sonos Inc* | 7,255 | 105,415 | ||||||
Standard Motor Products Inc | 1,022 | 36,097 | ||||||
Steven Madden Ltd | 3,988 | 124,465 | ||||||
Titan International Inc* | 3,341 | 33,042 | ||||||
Tri Pointe Homes Inc* | 5,749 | 167,928 | ||||||
UniFirst Corp | 822 | 140,652 | ||||||
Urban Outfitters Inc* | 3,413 | 105,189 | ||||||
Veritiv Corp | 793 | 83,733 | ||||||
Vista Outdoor Inc* | 3,082 | 82,074 | ||||||
Wabash National Corp | 2,597 | 60,900 | ||||||
Winnebago Industries Inc | 1,795 | 99,874 | ||||||
Wolverine World Wide Inc | 4,486 | 60,023 | ||||||
World Fuel Services Corp | 3,527 | 80,662 | ||||||
XPEL Inc* | 1,041 | 71,694 | ||||||
Xperi Inc* | 2,616 | 30,947 | ||||||
Total Consumer, Cyclical | 7,468,991 | |||||||
Consumer, Non-Cyclical (19.34%) | ||||||||
The Aaron’s Co Inc | 2,245 | 27,479 | ||||||
ABM Industries Inc | 3,765 | 166,262 | ||||||
AdaptHealth Corp* | 4,522 | 47,391 | ||||||
Addus HomeCare Corp* | 877 | 79,062 | ||||||
Adtalem Global Education Inc* | 2,476 | 102,754 | ||||||
Alarm.com Holdings Inc* | 2,719 | 136,548 | ||||||
AMN Healthcare Services Inc* | 2,361 | 224,201 | ||||||
Amphastar Pharmaceuticals Inc* | 2,147 | 95,262 | ||||||
The Andersons Inc | 1,695 | 66,122 | ||||||
AngioDynamics Inc* | 2,422 | 22,912 | ||||||
ANI Pharmaceuticals Inc* | 753 | 33,990 | ||||||
Arcus Biosciences Inc* | 2,864 | 58,827 | ||||||
Arlo Technologies Inc* | 5,260 | 50,864 | ||||||
Artivion Inc* | 2,686 | 40,236 | ||||||
Avanos Medical Inc* | 2,649 | 64,901 | ||||||
Avid Bioservices Inc* | 3,394 | 52,437 | ||||||
B&G Foods Inc | 4,291 | 54,968 | ||||||
BioLife Solutions Inc* | 1,847 | 43,127 | ||||||
Calavo Growers Inc | 1,095 | 35,401 |
Cal-Maine Foods Inc | 2,229 | 105,989 | ||||||
Catalyst Pharmaceuticals Inc* | 5,638 | 65,119 | ||||||
Central Garden & Pet Co* | 702 | 25,483 | ||||||
Central Garden & Pet Co - Class A* | 2,242 | 77,013 | ||||||
Certara Inc* | 6,004 | 124,763 | ||||||
The Chefs’ Warehouse Inc* | 1,825 | 56,776 | ||||||
Coherus Biosciences Inc* | 4,320 | 17,669 | ||||||
CONMED Corp | 1,660 | 201,358 | ||||||
Corcept Therapeutics Inc* | 4,898 | 115,054 | ||||||
CoreCivic Inc* | 6,264 | 53,996 | ||||||
CorVel Corp* | 518 | 101,238 | ||||||
Cross Country Healthcare Inc* | 1,930 | 49,215 | ||||||
Cutera Inc* | 1,019 | 17,129 | ||||||
Cytek Biosciences Inc* | 4,334 | 33,849 | ||||||
Cytokinetics Inc* | 5,155 | 194,292 | ||||||
Deluxe Corp | 2,788 | 42,433 | ||||||
Dynavax Technologies Corp* | 6,464 | 73,884 | ||||||
Edgewell Personal Care Co | 2,929 | 114,085 | ||||||
elf Beauty Inc* | 2,547 | 264,939 | ||||||
Embecta Corp | 3,116 | 86,220 | ||||||
Emergent BioSolutions Inc* | 3,037 | 25,906 | ||||||
Enanta Pharmaceuticals Inc* | 1,144 | 26,861 | ||||||
The Ensign Group Inc(a) | 3,036 | 269,020 | ||||||
EVERTEC Inc | 3,795 | 130,852 | ||||||
Forrester Research Inc* | 760 | 21,812 | ||||||
Fresh Del Monte Produce Inc | 1,961 | 51,692 | ||||||
Fulgent Genetics Inc* | 1,246 | 49,553 | ||||||
The GEO Group Inc* | 6,097 | 45,484 | ||||||
Glaukos Corp* | 2,598 | 148,138 | ||||||
Green Dot Corp* | 2,665 | 48,583 | ||||||
The Hain Celestial Group Inc* | 2,548 | 31,111 | ||||||
Harmony Biosciences Holdings Inc* | 1,410 | 48,758 | ||||||
Healthcare Services Group Inc | 4,036 | 54,526 | ||||||
Heidrick & Struggles International Inc | 1,373 | 33,295 | ||||||
Heska Corp* | 554 | 66,330 | ||||||
Hostess Brands Inc* | 7,294 | 181,475 | ||||||
Innoviva Inc* | 3,421 | 46,149 | ||||||
Inogen Inc* | 1,194 | 12,573 | ||||||
Integer Holdings Corp* | 1,887 | 154,470 | ||||||
Inter Parfums Inc | 1,016 | 127,610 | ||||||
Ironwood Pharmaceuticals Inc* | 7,859 | 85,506 | ||||||
iTeos Therapeutics Inc* | 1,290 | 21,001 | ||||||
J & J Snack Foods Corp | 854 | 131,473 | ||||||
John B Sanfilippo & Son Inc | 510 | 59,277 | ||||||
Kelly Services Inc | 2,377 | 41,550 | ||||||
Korn Ferry | 3,003 | 141,141 | ||||||
LeMaitre Vascular Inc | 1,174 | 73,774 | ||||||
Ligand Pharmaceuticals Inc* | 874 | 61,250 | ||||||
LiveRamp Holdings Inc* | 3,686 | 89,717 | ||||||
Matthews International Corp | 1,733 | 66,721 | ||||||
Medifast Inc | 595 | 46,827 | ||||||
Merit Medical Systems Inc*,(a) | 3,169 | 261,126 | ||||||
MGP Ingredients Inc | 782 | 74,337 | ||||||
ModivCare Inc* | 822 | 36,932 | ||||||
Monro Inc | 1,788 | 73,970 | ||||||
Myriad Genetics Inc* | 4,414 | 97,373 | ||||||
National Beverage Corp* | 1,271 | 62,813 | ||||||
NeoGenomics Inc* | 7,328 | 125,895 | ||||||
NuVasive Inc* | 2,300 | 87,768 | ||||||
Orthofix Medical Inc* | 1,364 | 25,493 | ||||||
Owens & Minor Inc* | 4,502 | 91,436 | ||||||
Pacira BioSciences Inc* | 2,499 | 95,037 | ||||||
Payoneer Global Inc* | 11,786 | 48,912 | ||||||
Pediatrix Medical Group Inc* | 4,667 | 62,071 | ||||||
Perdoceo Education Corp* | 3,659 | 43,140 | ||||||
Prestige Consumer Healthcare Inc* | 2,707 | 154,922 | ||||||
PROG Holdings Inc* | 2,945 | 96,095 | ||||||
Quanex Building Products Corp | 2,085 | 43,806 | ||||||
RadNet Inc* | 2,656 | 76,865 | ||||||
REGENXBIO Inc* | 1,997 | 34,408 | ||||||
Resources Connection Inc | 2,156 | 32,944 | ||||||
Sabre Corp* | 19,338 | 59,948 | ||||||
Select Medical Holdings Corp | 5,932 | 162,359 | ||||||
The Simply Good Foods Co* | 4,607 | 166,727 | ||||||
SpartanNash Co | 2,264 | 51,846 | ||||||
Strategic Education Inc | 1,267 | 99,979 | ||||||
Stride Inc* | 2,333 | 94,277 | ||||||
Supernus Pharmaceuticals Inc* | 2,945 | 97,597 | ||||||
Tandem Diabetes Care Inc* | 3,663 | 95,201 | ||||||
Tootsie Roll Industries Inc | 1,179 | 46,064 | ||||||
TreeHouse Foods Inc* | 2,749 | 130,165 | ||||||
TrueBlue Inc* | 2,078 | 34,370 | ||||||
uniQure NV* | 2,283 | 44,039 | ||||||
United Natural Foods Inc* | 3,259 | 87,048 | ||||||
Universal Corp | 1,398 | 72,067 | ||||||
Upbound Group Inc | 2,854 | 85,363 | ||||||
US Physical Therapy Inc | 708 | 72,322 | ||||||
USANA Health Sciences Inc* | 735 | 44,592 | ||||||
Vanda Pharmaceuticals Inc* | 3,820 | 22,729 | ||||||
Varex Imaging Corp* | 2,184 | 48,135 |
Vector Group Ltd | 7,496 | 87,778 | ||||||
Vericel Corp* | 2,572 | 82,613 | ||||||
Viad Corp* | 1,286 | 29,861 | ||||||
Vir Biotechnology Inc* | 4,133 | 110,227 | ||||||
WD-40 Co | 774 | 146,789 | ||||||
Xencor Inc* | 3,264 | 88,454 | ||||||
Total Consumer, Non-Cyclical | 9,301,576 | |||||||
Energy (4.02%) | ||||||||
Archrock Inc | 7,291 | 65,619 | ||||||
Bristow Group Inc* | 1,489 | 36,406 | ||||||
Callon Petroleum Co* | 2,785 | 85,305 | ||||||
Civitas Resources Inc | 2,828 | 188,910 | ||||||
Comstock Resources Inc | 2,610 | 24,325 | ||||||
CONSOL Energy Inc | 1,779 | 95,995 | ||||||
Core Laboratories Inc | 2,540 | 55,550 | ||||||
Dril-Quip Inc* | 1,932 | 43,180 | ||||||
Green Plains Inc* | 3,445 | 99,905 | ||||||
Helix Energy Solutions Group Inc* | 7,775 | 48,827 | ||||||
Helmerich & Payne Inc | 5,692 | 175,769 | ||||||
Nabors Industries Ltd* | 420 | 35,154 | ||||||
NexTier Oilfield Solutions Inc* | 4,548 | 34,292 | ||||||
Northern Oil and Gas Inc | 3,000 | 89,730 | ||||||
NOW Inc* | 5,519 | 49,064 | ||||||
Oceaneering International Inc* | 5,903 | 90,375 | ||||||
Par Pacific Holdings Inc* | 2,639 | 56,263 | ||||||
Patterson-UTI Energy Inc | 12,535 | 122,091 | ||||||
ProPetro Holding Corp* | 5,328 | 35,538 | ||||||
Ranger Oil Corp | 964 | 35,427 | ||||||
REX American Resources Corp* | 990 | 32,611 | ||||||
RPC Inc | 3,687 | 24,519 | ||||||
SM Energy Co | 6,996 | 183,925 | ||||||
SunCoke Energy Inc | 5,463 | 37,094 | ||||||
Talos Energy Inc* | 1,436 | 17,677 | ||||||
US Silica Holdings Inc* | 4,697 | 53,217 | ||||||
Vital Energy Inc* | 645 | 26,761 | ||||||
Warrior Met Coal Inc | 2,814 | 92,243 | ||||||
Total Energy | 1,935,772 | |||||||
Financial (21.69%) | ||||||||
Banks (7.37%) | ||||||||
Ameris Bancorp | 3,839 | 121,159 | ||||||
Atlantic Union Bankshares Corp | 4,256 | 108,783 | ||||||
BancFirst Corp | 1,006 | 85,077 | ||||||
The Bancorp Inc* | 3,287 | 101,437 | ||||||
BankUnited Inc | 4,550 | 86,086 | ||||||
Banner Corp | 1,948 | 84,290 | ||||||
Central Pacific Financial Corp | 1,761 | 25,728 | ||||||
City Holding Co | 809 | 69,728 | ||||||
Community Bank System Inc | 3,061 | 151,336 | ||||||
Customers Bancorp Inc* | 1,891 | 43,531 | ||||||
CVB Financial Corp | 7,160 | 85,992 | ||||||
Dime Community Bancshares Inc | 1,639 | 26,552 | ||||||
Eagle Bancorp Inc | 2,012 | 40,099 | ||||||
FB Financial Corp | 2,073 | 55,266 | ||||||
First Bancorp | 2,219 | 66,792 | ||||||
First BanCorp/Puerto Rico | 9,954 | 111,087 | ||||||
First Commonwealth Financial Corp | 5,896 | 74,584 | ||||||
First Financial Bancorp | 5,167 | 97,966 | ||||||
First Hawaiian Inc | 6,939 | 114,424 | ||||||
Hanmi Financial Corp | 1,915 | 27,576 | ||||||
Heritage Financial Corp | 2,370 | 38,750 | ||||||
Hilltop Holdings Inc | 2,700 | 79,704 | ||||||
HomeStreet Inc | 1,321 | 6,922 | ||||||
Hope Bancorp Inc | 7,571 | 60,719 | ||||||
Independent Bank Corp | 2,486 | 109,732 | ||||||
Independent Bank Group Inc | 2,083 | 69,510 | ||||||
Lakeland Financial Corp | 1,444 | 72,532 | ||||||
National Bank Holdings Corp | 1,877 | 56,179 | ||||||
NBT Bancorp Inc | 2,334 | 78,306 | ||||||
OFG Bancorp | 2,710 | 65,745 | ||||||
PacWest Bancorp | 3,355 | 21,640 | ||||||
Park National Corp | 824 | 81,370 | ||||||
Pathward Financial Inc | 1,570 | 68,986 | ||||||
Preferred Bank | 877 | 40,447 | ||||||
Renasant Corp | 3,048 | 79,614 | ||||||
S&T Bancorp Inc | 2,124 | 56,966 | ||||||
Seacoast Banking Corp of Florida | 3,573 | 73,890 | ||||||
ServisFirst Bancshares Inc | 2,785 | 112,236 | ||||||
Simmons First National Corp | 7,238 | 117,762 | ||||||
Southside Bancshares Inc | 1,707 | 45,236 | ||||||
Stellar Bancorp Inc | 1,704 | 39,635 | ||||||
Tompkins Financial Corp | 798 | 41,735 | ||||||
Triumph Financial Inc* | 1,231 | 63,914 | ||||||
TrustCo Bank Corp NY | 1,199 | 33,128 | ||||||
Trustmark Corp | 3,474 | 72,537 | ||||||
United Community Banks Inc | 6,247 | 141,245 | ||||||
Veritex Holdings Inc | 3,196 | 55,195 | ||||||
Walker & Dunlop Inc | 1,672 | 122,374 | ||||||
Westamerica BanCorp | 1,692 | 64,008 | ||||||
3,547,510 |
Diversified Financial Service (2.34%) | ||||||||
Avantax Inc* | 2,268 | 47,991 | ||||||
B Riley Financial Inc | 1,016 | 36,759 | ||||||
Bread Financial Holdings Inc | 2,936 | 82,736 | ||||||
Brightsphere Investment Group Inc | 1,760 | 37,822 | ||||||
Encore Capital Group Inc* | 1,274 | 54,871 | ||||||
Enova International Inc* | 1,852 | 86,155 | ||||||
EZCORP Inc* | 3,353 | 27,964 | ||||||
Mr Cooper Group Inc* | 3,775 | 174,632 | ||||||
Piper Sandler Cos | 780 | 99,349 | ||||||
PRA Group Inc* | 2,123 | 39,700 | ||||||
Radian Group Inc | 8,556 | 218,520 | ||||||
StoneX Group Inc* | 956 | 76,757 | ||||||
Virtus Investment Partners Inc | 370 | 70,589 | ||||||
WisdomTree Inc | 7,365 | 50,082 | ||||||
World Acceptance Corp* | 182 | 20,237 | ||||||
1,124,164 | ||||||||
Insurance (2.50%) | ||||||||
Ambac Financial Group Inc* | 2,813 | 39,185 | ||||||
American Equity Investment Life Holding Co | 3,782 | 149,200 | ||||||
AMERISAFE Inc | 1,043 | 53,256 | ||||||
Assured Guaranty Ltd | 3,266 | 169,016 | ||||||
Employers Holdings Inc | 1,481 | 53,553 | ||||||
Genworth Financial Inc* | 26,990 | 144,397 | ||||||
Horace Mann Educators Corp | 2,228 | 66,951 | ||||||
James River Group Holdings Ltd | 2,043 | 39,103 | ||||||
NMI Holdings Inc* | 4,761 | 119,739 | ||||||
Palomar Holdings Inc* | 1,266 | 69,200 | ||||||
ProAssurance Corp | 2,940 | 35,721 | ||||||
Safety Insurance Group Inc | 874 | 63,645 | ||||||
SiriusPoint Ltd* | 4,628 | 43,087 | ||||||
Stewart Information Services Corp | 1,478 | 66,274 | ||||||
Trupanion Inc* | 2,003 | 45,007 | ||||||
United Fire Group Inc | 1,180 | 25,346 | ||||||
Universal Insurance Holdings Inc | 1,564 | 22,443 | ||||||
1,205,123 | ||||||||
Real Estate (7.87%) | ||||||||
Acadia Realty Trust | 5,770 | 74,260 | ||||||
Alexander & Baldwin Inc | 3,949 | 72,346 | ||||||
American Assets Trust Inc | 3,246 | 61,836 | ||||||
Anywhere Real Estate Inc* | 5,964 | 36,201 | ||||||
Apollo Commercial Real Estate Finance Inc | 7,080 | 71,437 | ||||||
Armada Hoffler Properties Inc | 3,969 | 43,818 | ||||||
ARMOUR Residential REIT Inc | 4,218 | 21,174 | ||||||
Brandywine Realty Trust | 10,779 | 42,038 | ||||||
CareTrust REIT Inc | 5,421 | 105,167 | ||||||
Centerspace | 832 | 48,930 | ||||||
Chatham Lodging Trust | 3,361 | 31,560 | ||||||
Community Healthcare Trust Inc | 1,456 | 47,757 | ||||||
Cushman & Wakefield PLC* | 9,565 | 75,850 | ||||||
DiamondRock Hospitality Co | 11,928 | 93,635 | ||||||
Easterly Government Properties Inc | 5,311 | 73,717 | ||||||
Ellington Financial Inc | 3,507 | 43,978 | ||||||
Elme Communities | 4,768 | 72,044 | ||||||
Essential Properties Realty Trust Inc | 7,757 | 185,625 | ||||||
Four Corners Property Trust Inc | 4,570 | 117,449 | ||||||
Franklin BSP Realty Trust Inc | 3,736 | 50,399 | ||||||
Getty Realty Corp | 2,449 | 83,927 | ||||||
Global Net Lease Inc | 5,985 | 57,576 | ||||||
Innovative Industrial Properties Inc | 1,523 | 100,670 | ||||||
Invesco Mortgage Capital Inc | 2,004 | 21,242 | ||||||
JBG SMITH Properties | 2,821 | 39,945 | ||||||
Kennedy-Wilson Holdings Inc | 6,672 | 102,949 | ||||||
KKR Real Estate Finance Trust Inc | 2,854 | 32,050 | ||||||
LTC Properties Inc | 2,206 | 70,835 | ||||||
LXP Industrial Trust | 15,021 | 155,317 | ||||||
Marcus & Millichap Inc | 1,351 | 39,652 | ||||||
New York Mortgage Trust Inc | 5,054 | 49,378 | ||||||
NexPoint Residential Trust Inc | 1,238 | 50,808 | ||||||
Office Properties Income Trust | 3,225 | 23,349 | ||||||
Orion Office REIT Inc | 3,501 | 19,431 | ||||||
Outfront Media Inc | 7,959 | 113,973 | ||||||
Pebblebrook Hotel Trust | 3,747 | 50,809 | ||||||
PennyMac Mortgage Investment Trust | 4,844 | 56,384 | ||||||
RE/MAX Holdings Inc | 1,277 | 23,867 | ||||||
Ready Capital Corp | 2,655 | 26,842 | ||||||
Redwood Trust Inc | 7,449 | 44,098 | ||||||
Retail Opportunity Investments Corp | 6,785 | 82,777 | ||||||
RPT Realty | 4,644 | 43,282 | ||||||
Safehold Inc | 1,980 | 51,124 | ||||||
Saul Centers Inc | 843 | 28,502 | ||||||
Service Properties Trust | 9,014 | 74,005 | ||||||
SITE Centers Corp | 10,451 | 124,576 | ||||||
SL Green Realty Corp | 1,835 | 42,444 | ||||||
The St Joe Co | 1,843 | 85,718 | ||||||
Summit Hotel Properties Inc | 6,976 | 45,693 | ||||||
Sunstone Hotel Investors Inc | 11,987 | 118,312 | ||||||
Tanger Factory Outlet Centers Inc | 5,685 | 115,803 | ||||||
Two Harbors Investment Corp | 5,061 | 62,959 |
Uniti Group Inc | 14,870 | 55,316 | ||||||
Universal Health Realty Income Trust | 828 | 36,167 | ||||||
Urban Edge Properties | 6,914 | 92,164 | ||||||
Urstadt Biddle Properties Inc | 1,578 | 30,534 | ||||||
Veris Residential Inc* | 4,317 | 69,763 | ||||||
Whitestone REIT | 2,907 | 25,523 | ||||||
Xenia Hotels & Resorts Inc | 6,202 | 72,253 | ||||||
3,789,238 | ||||||||
Savings&Loans (1.61%) | ||||||||
Axos Financial Inc* | 2,909 | 110,018 | ||||||
Banc of California Inc | 3,213 | 34,347 | ||||||
Berkshire Hills Bancorp Inc | 2,527 | 51,677 | ||||||
Brookline Bancorp Inc | 5,218 | 42,892 | ||||||
Capitol Federal Financial Inc | 8,349 | 49,927 | ||||||
Northfield Bancorp Inc | 2,687 | 27,488 | ||||||
Northwest Bancshares Inc | 6,920 | 72,729 | ||||||
Pacific Premier Bancorp Inc | 5,177 | 97,483 | ||||||
Provident Financial Services Inc | 4,301 | 68,300 | ||||||
Washington Federal Inc | 3,726 | 96,913 | ||||||
WSFS Financial Corp | 3,627 | 121,287 | ||||||
773,061 | ||||||||
Total Financial | 10,375,088 | |||||||
Industrial (17.70%) | ||||||||
AAON Inc | 2,289 | 198,250 | ||||||
AAR Corp* | 1,864 | 93,405 | ||||||
Advanced Energy Industries Inc | 2,036 | 199,833 | ||||||
Aerojet Rocketdyne Holdings Inc* | 4,130 | 225,002 | ||||||
AeroVironment Inc* | 1,370 | 127,972 | ||||||
Alamo Group Inc | 586 | 97,546 | ||||||
Albany International Corp | 1,694 | 143,854 | ||||||
American Woodmark Corp* | 905 | 53,848 | ||||||
Apogee Enterprises Inc | 1,386 | 51,157 | ||||||
Applied Industrial Technologies Inc(a) | 2,103 | 258,578 | ||||||
ArcBest Corp | 1,380 | 115,616 | ||||||
Arcosa Inc | 2,634 | 172,948 | ||||||
Astec Industries Inc | 1,237 | 45,596 | ||||||
AZZ Inc | 1,564 | 54,599 | ||||||
Badger Meter Inc | 1,594 | 219,765 | ||||||
Barnes Group Inc | 2,934 | 115,453 | ||||||
Benchmark Electronics Inc | 2,194 | 51,800 | ||||||
Boise Cascade Co | 2,149 | 154,341 | ||||||
Brady Corp | 2,517 | 120,011 | ||||||
Clearwater Paper Corp* | 913 | 27,746 | ||||||
Comfort Systems USA Inc(a) | 1,948 | 288,265 | ||||||
CTS Corp | 1,736 | 79,283 | ||||||
Dorian LPG Ltd | 2,072 | 47,822 | ||||||
DXP Enterprises Inc* | 1,147 | 36,670 | ||||||
Dycom Industries Inc* | 1,683 | 170,707 | ||||||
Encore Wire Corp | 999 | 163,506 | ||||||
Enerpac Tool Group Corp | 3,348 | 85,106 | ||||||
EnPro Industries Inc | 1,133 | 114,524 | ||||||
ESCO Technologies Inc | 1,405 | 126,450 | ||||||
Fabrinet* | 1,994 | 225,761 | ||||||
FARO Technologies Inc* | 1,177 | 17,761 | ||||||
Federal Signal Corp | 3,454 | 183,027 | ||||||
Forward Air Corp | 1,448 | 140,847 | ||||||
Franklin Electric Co Inc | 2,119 | 192,744 | ||||||
Frontdoor Inc* | 4,642 | 143,113 | ||||||
Gibraltar Industries Inc* | 1,824 | 95,395 | ||||||
Granite Construction Inc | 2,491 | 90,149 | ||||||
The Greenbrier Cos Inc | 1,786 | 48,526 | ||||||
Griffon Corp | 2,585 | 81,479 | ||||||
Harsco Corp* | 4,329 | 36,623 | ||||||
Heartland Express Inc | 2,909 | 45,380 | ||||||
Hillenbrand Inc | 3,780 | 181,327 | ||||||
Hub Group Inc* | 1,779 | 130,863 | ||||||
Ichor Holdings Ltd* | 1,611 | 48,813 | ||||||
Insteel Industries Inc | 1,310 | 39,208 | ||||||
Itron Inc* | 2,573 | 174,269 | ||||||
John Bean Technologies Corp | 1,815 | 193,497 | ||||||
Kaman Corp | 1,860 | 38,651 | ||||||
Kennametal Inc | 4,587 | 114,308 | ||||||
Knowles Corp* | 5,197 | 93,442 | ||||||
Lindsay Corp | 599 | 70,562 | ||||||
Marten Transport Ltd | 3,137 | 66,348 | ||||||
Masterbrand Inc* | 6,986 | 72,515 | ||||||
Materion Corp | 1,169 | 117,297 | ||||||
Matson Inc | 2,058 | 140,623 | ||||||
Mesa Laboratories Inc | 287 | 37,164 | ||||||
Moog Inc | 1,636 | 159,036 | ||||||
Mueller Industries Inc | 3,098 | 230,057 | ||||||
Myers Industries Inc | 1,988 | 37,176 | ||||||
MYR Group Inc* | 945 | 120,488 | ||||||
NV5 Global Inc* | 742 | 67,240 | ||||||
O-I Glass Inc* | 8,409 | 174,234 | ||||||
OSI Systems Inc* | 892 | 106,157 | ||||||
PGT Innovations Inc* | 3,418 | 85,006 | ||||||
Plexus Corp* | 1,509 | 136,836 |
Proto Labs Inc* | 1,477 | 45,433 | ||||||
RXO Inc* | 5,000 | 104,350 | ||||||
Sanmina Corp* | 3,179 | 168,614 | ||||||
SPX Technologies Inc* | 2,574 | 196,551 | ||||||
Standex International Corp | 680 | 92,609 | ||||||
Sturm Ruger & Co Inc | 962 | 49,601 | ||||||
Tennant Co | 1,059 | 77,413 | ||||||
TimkenSteel Corp* | 2,156 | 36,717 | ||||||
Trinity Industries Inc | 4,405 | 93,166 | ||||||
TTM Technologies Inc* | 5,568 | 76,282 | ||||||
Total Industrial | 8,516,318 | |||||||
Technology (8.93%) | ||||||||
3D Systems Corp* | 7,145 | 58,589 | ||||||
8x8 Inc* | 6,972 | 28,446 | ||||||
Adeia Inc | 6,541 | 64,167 | ||||||
Agilysys Inc* | 1,085 | 80,659 | ||||||
Alpha & Omega Semiconductor Ltd* | 1,334 | 36,938 | ||||||
Apollo Medical Holdings Inc* | 2,142 | 67,730 | ||||||
Avid Technology Inc* | 946 | 22,704 | ||||||
Axcelis Technologies Inc* | 1,785 | 281,227 | ||||||
Cerence Inc* | 2,459 | 70,131 | ||||||
CEVA Inc* | 1,480 | 37,030 | ||||||
Cohu Inc* | 2,793 | 107,084 | ||||||
Computer Programs and Systems Inc* | 894 | 21,331 | ||||||
Consensus Cloud Solutions Inc* | 1,021 | 37,215 | ||||||
Corsair Gaming Inc* | 2,073 | 40,880 | ||||||
CSG Systems International Inc | 1,713 | 82,190 | ||||||
Digi International Inc* | 2,028 | 72,907 | ||||||
Digital Turbine Inc* | 5,553 | 50,754 | ||||||
Diodes Inc* | 2,478 | 222,624 | ||||||
Donnelley Financial Solutions Inc* | 1,425 | 63,199 | ||||||
DoubleVerify Holdings Inc* | 3,200 | 111,584 | ||||||
Ebix Inc | 1,594 | 31,752 | ||||||
FormFactor Inc* | 4,388 | 137,301 | ||||||
Insight Enterprises Inc* | 1,650 | 223,113 | ||||||
Kulicke & Soffa Industries Inc | 3,088 | 163,293 | ||||||
LivePerson Inc* | 4,137 | 15,224 | ||||||
MaxLinear Inc* | 3,947 | 115,292 | ||||||
NetScout Systems Inc* | 3,672 | 112,069 | ||||||
NextGen Healthcare Inc* | 2,913 | 45,355 | ||||||
Onto Innovation Inc*,(a) | 2,697 | 289,523 | ||||||
PDF Solutions Inc* | 1,682 | 71,065 | ||||||
Photronics Inc* | 3,363 | 71,396 | ||||||
Pitney Bowes Inc | 9,991 | 33,170 | ||||||
Progress Software Corp | 2,469 | 148,140 | ||||||
Rambus Inc*,(a) | 5,855 | 374,486 | ||||||
Semtech Corp* | 3,734 | 81,177 | ||||||
Simulations Plus Inc | 871 | 38,489 | ||||||
SMART Global Holdings Inc* | 2,976 | 67,198 | ||||||
SPS Commerce Inc*,(a) | 1,963 | 305,835 | ||||||
TTEC Holdings Inc | 1,178 | 37,366 | ||||||
Ultra Clean Holdings Inc* | 2,695 | 92,385 | ||||||
Veeco Instruments Inc* | 3,181 | 77,648 | ||||||
Veradigm Inc* | 6,429 | 75,734 | ||||||
Verra Mobility Corp* | 7,593 | 133,865 | ||||||
Total Technology | 4,298,265 | |||||||
Utilities (2.40%) | ||||||||
American States Water Co | 2,105 | 186,966 | ||||||
Avista Corp | 4,203 | 173,794 | ||||||
California Water Service Group | 2,986 | 169,933 | ||||||
Chesapeake Utilities Corp | 1,010 | 128,977 | ||||||
Middlesex Water Co | 961 | 78,187 | ||||||
Northwest Natural Holding Co | 2,034 | 86,852 | ||||||
Otter Tail Corp | 2,268 | 168,308 | ||||||
SJW Group | 1,520 | 116,326 | ||||||
Unitil Corp | 873 | 45,998 | ||||||
Total Utilities | 1,155,341 | |||||||
Total Common Stock (Cost $38,102,573) | 47,492,488 | |||||||
United States Treasury Bills (1.24%) | ||||||||
United States Treasury Bill | 600,000 | 596,069 | ||||||
Right (0.00%) | ||||||||
OmniAb Operations Inc - 15*,(b) | 401 | — | ||||||
OmniAb Operations Inc - 12.5*,(b) | 401 | — | ||||||
Total Rights | — | |||||||
Total Investments (Cost $38,698,642) (99.94%) | $ | 48,088,557 | ||||||
Other Net Assets (0.06%) | 28,247 | |||||||
Net Assets (100.00%) | $ | 48,116,804 |
* Non-income producing security.
(a) A portion of these securities, a total of $3,206,241, have been pledged or segregated in connection with obligations for futures contracts.
(b) Level 3 security fair valued under procedures established by the Board of Trustees, represents 0% of net assets. The total value of the fair value securities is $0.
Futures contracts at May 31, 2023:
Contracts - $50 times premium / delivery month / commitment / exchange
Russell 2000 MINI | Notional Amount | Value | Unrealized Depreciation | |||||||||
6 / Jun 2023 / Long / CME | $ | 528,735 | $ | 525,540 | $ | (3,195 | ) |
SHELTON SUSTAINABLE EQUITY FUND |
Portfolio of Investments |
5/31/2023 |
Security Description | Shares | Value | ||||||
Common Stock (97.20%) | ||||||||
Consumer, Cyclical (5.52%) | ||||||||
Tesla Inc* | 51,550 | $ | 10,512,592 | |||||
Consumer, Non-Cyclical (15.12%) | ||||||||
Bunge Ltd | 104,000 | 9,634,560 | ||||||
Danaher Corp | 30,000 | 6,888,600 | ||||||
Darling Ingredients Inc* | 160,000 | 10,140,800 | ||||||
Moderna Inc* | 16,720 | 2,135,311 | ||||||
Total Consumer, Non-Cyclical | 28,799,271 | |||||||
Energy (15.19%) | ||||||||
Enphase Energy Inc* | 33,200 | 5,772,816 | ||||||
First Solar Inc* | 37,322 | 7,574,873 | ||||||
Green Plains Inc* | 100,000 | 2,900,000 | ||||||
Shoals Technologies Group Inc* | 200,000 | 4,698,000 | ||||||
SolarEdge Technologies Inc* | 13,135 | 3,741,242 | ||||||
SunPower Corp* | 400,536 | 4,245,682 | ||||||
Total Energy | 28,932,613 | |||||||
Financial (5.15%) | ||||||||
Alexandria Real Estate Equities Inc | 26,400 | 2,995,344 | ||||||
Hannon Armstrong Sustainable Infrastructure Capital Inc | 264,500 | 6,223,685 | ||||||
Vornado Realty Trust | 42,900 | 581,724 | ||||||
Total Financial | 9,800,753 | |||||||
Industrial (45.99%) | ||||||||
ABB Ltd | 133,500 | 4,866,075 | ||||||
Accelleron Industries AG | 4,875 | 116,513 | ||||||
Advanced Energy Industries Inc | 52,700 | 5,172,505 | ||||||
AECOM | 115,000 | 8,975,750 | ||||||
Ag Growth International Inc | 165,000 | 6,093,961 | ||||||
Deere & Co | 24,000 | 8,303,520 | ||||||
Energy Recovery Inc* | 270,000 | 6,428,700 | ||||||
Gibraltar Industries Inc* | 150,000 | 7,845,000 | ||||||
Schneider Electric SE | 40,000 | 6,897,082 | ||||||
Siemens AG | 40,000 | 6,555,092 | ||||||
The Timken Co | 116,000 | 8,299,800 | ||||||
Valmont Industries Inc | 31,000 | 8,130,370 | ||||||
Xylem Inc | 99,000 | 9,919,800 | ||||||
Total Industrial | 87,604,168 |
Utilities (10.23%) | ||||||||
Brookfield Renewable Corp | 266,700 | 8,955,786 | ||||||
NextEra Energy Inc | 60,000 | 4,407,600 | ||||||
Ormat Technologies Inc | 72,000 | 6,127,200 | ||||||
Total Utilities | 19,490,586 | |||||||
Total Common Stock (Cost $169,525,214) | 185,139,983 | |||||||
United States Treasury Bills (2.71%) | ||||||||
United States Treasury Bill | 5,200,000 | 5,165,920 | ||||||
Total Investments (Cost $174,691,134) (99.91%) | $ | 190,305,903 | ||||||
Other Net Assets (0.09%) | 163,506 | |||||||
Net Assets (100.00%) | $ | 190,469,409 |
* Non-income producing security.
THE UNITED STATES TREASURY TRUST |
Portfolio of Investments |
5/31/2023 |
Security Description | Par Value | Value | ||||||
United States Treasury Bills, DN(a) (99.93%) | ||||||||
06/15/2023 | $ | 2,000,000 | $ | 1,996,489 | ||||
06/29/2023 | 1,000,000 | 996,416 | ||||||
07/11/2023 | 3,800,000 | 3,779,828 | ||||||
07/13/2023 | 4,000,000 | 3,976,879 | ||||||
07/18/2023 | 4,200,000 | 4,172,446 | ||||||
07/20/2023 | 4,200,000 | 4,171,502 | ||||||
07/27/2023 | 1,000,000 | 992,032 | ||||||
08/01/2023 | 1,800,000 | 1,785,188 | ||||||
08/08/2023 | 2,400,000 | 2,377,827 | ||||||
Total United States Treasury Bills, DN (Cost $24,248,607) | 24,248,607 | |||||||
Total Investments (Cost $24,248,607) (99.93%) | $ | 24,248,607 | ||||||
Other Net Assets (0.07%) | 17,246 | |||||||
Net Assets (100.00%) | $ | 24,265,853 |
(a) Discount Note. Yield to maturity is between 5.09% - 5.29%.
U.S. GOVERNMENT SECURITIES FUND |
Portfolio of Investments |
5/31/2023 |
Security Description | Par Value | Value | ||||||
Government National Mortgage Association (1.90%) | ||||||||
3.500%, 11/20/2044 | $ | 100,096 | $ | 94,268 | ||||
5.000%, 03/15/2038 | 80,016 | 80,978 | ||||||
5.500%, 01/15/2025 | 5,873 | 5,973 | ||||||
5.500%, 04/15/2036 | 55,780 | 56,820 | ||||||
6.000%, 01/15/2026 | 34,470 | 35,926 | ||||||
6.000%, 06/15/2038 | 22,932 | 23,927 | ||||||
Total Government National Mortgage Association (Cost $301,978) | 297,892 | |||||||
United States Treasury Bonds (14.20%) | ||||||||
3.125%, 08/15/2044 | 1,600,000 | 1,390,750 | ||||||
6.000%, 02/15/2026 | 800,000 | 838,781 | ||||||
Total United States Treasury Bonds (Cost $2,304,959) | 2,229,531 | |||||||
United States Treasury Notes (48.67%) | ||||||||
2.000%, 02/15/2025 | 2,100,000 | 2,011,693 | ||||||
2.125%, 02/29/2024 | 1,400,000 | 1,367,565 | ||||||
2.125%, 05/15/2025 | 1,200,000 | 1,148,461 | ||||||
2.375%, 04/30/2026 | 800,000 | 763,531 | ||||||
2.500%, 08/15/2023 | 1,700,000 | 1,689,811 | ||||||
2.875%, 08/15/2045 | 800,000 | 662,438 | ||||||
Total United States Treasury Notes (Cost $7,816,591) | 7,643,499 | |||||||
United States Treasury Bills (34.15%) | ||||||||
0.000%, 07/20/2023 | 500,000 | 496,541 | ||||||
0.375%, 08/15/2024 | 500,000 | 473,301 | ||||||
1.500%, 02/29/2024 | 1,000,000 | 972,457 | ||||||
2.000%, 11/15/2041 | 2,000,000 | 1,468,945 | ||||||
2.250%, 05/15/2041 | 1,200,000 | 927,633 | ||||||
4.000%, 11/15/2052 | 1,000,000 | 1,025,156 | ||||||
Total United States Treasury Bills (Cost $5,379,570) | 5,364,033 | |||||||
Total Investments (Cost $15,803,098) (98.92%) | $ | 15,534,955 | ||||||
Other Net Assets (1.08%) | 169,966 | |||||||
Net Assets (100.00%) | $ | 15,704,921 |