S&P 500 INDEX FUND |
Portfolio of Investments (Unaudited) |
May 31, 2022 |
Security Description | Shares | Value | ||||||
Common Stock (99.75%) | ||||||||
Basic Materials (2.29%) | ||||||||
Air Products and Chemicals Inc | 1,404 | $ | 345,609 | |||||
Albemarle Corp | 729 | 189,846 | ||||||
Celanese Corp | 763 | 119,425 | ||||||
CF Industries Holdings Inc | 1,457 | 143,908 | ||||||
Dow Inc# | 4,894 | 332,694 | ||||||
DuPont de Nemours Inc | 3,319 | 225,194 | ||||||
Eastman Chemical Co# | 893 | 98,373 | ||||||
Ecolab Inc | 1,622 | 265,862 | ||||||
FMC Corp | 891 | 109,219 | ||||||
Freeport-McMoRan Inc | 9,035 | 353,088 | ||||||
International Flavors & Fragrances Inc | 1,613 | 213,190 | ||||||
International Paper Co | 2,697 | 130,670 | ||||||
Linde PLC | 3,277 | 1,063,976 | ||||||
LyondellBasell Industries NV | 1,667 | 190,455 | ||||||
The Mosaic Co | 2,068 | 129,560 | ||||||
Newmont Corp | 5,247 | 356,009 | ||||||
Nucor Corp | 1,728 | 228,891 | ||||||
PPG Industries Inc | 1,558 | 197,071 | ||||||
The Sherwin-Williams Co | 1,539 | 412,514 | ||||||
Total Basic Materials | 5,105,554 | |||||||
Communications (12.92%) | ||||||||
Alphabet Inc - Class A* | 1,910 | 4,345,708 | ||||||
Alphabet Inc - Class C* | 1,764 | 4,023,296 | ||||||
Amazon.com Inc*,(a) | 2,778 | 6,678,840 | ||||||
Arista Networks Inc* | 1,464 | 149,738 | ||||||
AT&T Inc | 45,311 | 964,671 | ||||||
Booking Holdings Inc* | 261 | 585,569 | ||||||
CDW Corp | 920 | 156,271 | ||||||
Charter Communications Inc* | 757 | 383,746 | ||||||
Cisco Systems Inc | 26,744 | 1,204,817 | ||||||
Comcast Corp | 29,067 | 1,287,087 | ||||||
Corning Inc# | 4,990 | 178,742 | ||||||
DISH Network Corp* | 1,784 | 40,729 | ||||||
eBay Inc | 4,277 | 208,162 | ||||||
Etsy Inc*,# | 797 | 64,653 | ||||||
Expedia Group Inc* | 887 | 114,716 | ||||||
F5 Inc* | 424 | 69,130 | ||||||
FactSet Research Systems Inc | 239 | 91,245 | ||||||
Fox Corp - Class A | 2,335 | 82,916 | ||||||
Fox Corp - Class B | 1,242 | 40,626 | ||||||
The Interpublic Group of Cos Inc | 2,667 | 85,957 | ||||||
Juniper Networks Inc | 2,302 | 70,625 | ||||||
Lumen Technologies Inc# | 6,449 | 78,936 | ||||||
Match Group Inc* | 1,756 | 138,338 | ||||||
Meta Platforms Inc*,#,(a) | 14,669 | 2,840,505 | ||||||
Motorola Solutions Inc# | 1,074 | 236,001 | ||||||
Netflix Inc* | 2,808 | 554,412 | ||||||
News Corp - Class A | 2,672 | 46,493 | ||||||
News Corp - Class B | 910 | 15,998 | ||||||
NortonLifeLock Inc | 4,015 | 97,725 | ||||||
Omnicom Group Inc | 1,397 | 104,230 | ||||||
Paramount Global | 3,816 | 131,003 | ||||||
T-Mobile US Inc* | 3,810 | 507,835 | ||||||
Twitter Inc* | 5,110 | 202,356 | ||||||
VeriSign Inc* | 617 | 107,697 | ||||||
Verizon Communications Inc | 26,273 | 1,347,542 | ||||||
The Walt Disney Co* | 11,531 | 1,273,484 | ||||||
Warner Bros Discovery Inc* | 13,955 | 257,470 | ||||||
Total Communications | 28,767,269 | |||||||
Consumer, Cyclical (9.23%) | ||||||||
Advance Auto Parts Inc | 415 | 78,792 | ||||||
Alaska Air Group Inc* | 808 | 38,994 | ||||||
American Airlines Group Inc* | 3,057 | 54,629 | ||||||
Aptiv PLC* | 1,715 | 182,202 | ||||||
AutoZone Inc* | 139 | 286,291 | ||||||
Bath & Body Works Inc | 1,525 | 62,556 | ||||||
Best Buy Co Inc | 1,434 | 117,674 | ||||||
BorgWarner Inc | 1,412 | 56,932 | ||||||
Caesars Entertainment Inc*,# | 945 | 47,411 | ||||||
CarMax Inc* | 1,034 | 102,645 | ||||||
Carnival Corp* | 5,174 | 71,815 | ||||||
Chipotle Mexican Grill Inc* | 175 | 245,446 | ||||||
Copart Inc* | 1,407 | 161,144 | ||||||
Costco Wholesale Corp | 2,805 | 1,307,747 | ||||||
Cummins Inc | 904 | 189,044 | ||||||
Darden Restaurants Inc | 850 | 106,250 | ||||||
Delta Air Lines Inc* | 4,086 | 170,345 | ||||||
Dollar General Corp | 1,519 | 334,696 | ||||||
Dollar Tree Inc* | 1,536 | 246,267 | ||||||
Domino's Pizza Inc | 233 | 84,619 | ||||||
DR Horton Inc | 2,165 | 162,700 | ||||||
Fastenal Co | 3,749 | 200,796 | ||||||
Ford Motor Co | 24,901 | 340,646 | ||||||
General Motors Co* | 8,316 | 321,663 | ||||||
Genuine Parts Co | 908 | 124,151 | ||||||
Hasbro Inc | 832 | 74,672 | ||||||
Hilton Worldwide Holdings Inc | 1,779 | 250,590 | ||||||
Home Depot Inc | 6,634 | 2,008,444 | ||||||
Las Vegas Sands Corp*,# | 2,145 | 76,062 | ||||||
Lennar Corp | 1,796 | 144,129 | ||||||
Live Nation Entertainment Inc* | 836 | 79,462 | ||||||
LKQ Corp | 1,848 | 94,969 | ||||||
Lowe's Cos Inc | 4,280 | 835,884 | ||||||
Marriott International Inc | 1,737 | 298,034 | ||||||
McDonald's Corp# | 4,739 | 1,195,223 | ||||||
MGM Resorts International | 2,752 | 96,237 | ||||||
Newell Brands Inc | 2,691 | 57,695 | ||||||
NIKE Inc | 8,098 | 962,447 | ||||||
Norwegian Cruise Line Holdings Ltd*,# | 1,599 | 25,600 | ||||||
NVR Inc* | 21 | 93,463 | ||||||
O'Reilly Automotive Inc* | 437 | 278,443 | ||||||
PACCAR Inc | 2,262 | 196,432 | ||||||
Penn National Gaming Inc*,# | 674 | 21,541 | ||||||
Pool Corp# | 269 | 107,229 | ||||||
PulteGroup Inc | 1,717 | 77,711 | ||||||
PVH Corp | 464 | 32,884 | ||||||
Ralph Lauren Corp | 314 | 31,742 | ||||||
Ross Stores Inc | 2,266 | 192,655 | ||||||
Royal Caribbean Cruises Ltd* | 1,236 | 71,775 | ||||||
Southwest Airlines Co* | 3,416 | 156,658 | ||||||
Starbucks Corp | 7,482 | 587,337 | ||||||
Tapestry Inc | 1,811 | 62,480 | ||||||
Target Corp | 3,043 | 492,601 | ||||||
Tesla Inc* | 5,318 | 4,032,427 | ||||||
TJX Cos Inc | 7,758 | 493,176 | ||||||
Tractor Supply Co | 760 | 142,394 | ||||||
Ulta Beauty Inc* | 359 | 151,893 | ||||||
Under Armour Inc - Class A* | 1,210 | 12,802 | ||||||
Under Armour Inc - Class C* | 1,218 | 11,815 | ||||||
United Airlines Holdings Inc* | 1,732 | 82,495 | ||||||
VF Corp | 2,109 | 106,420 | ||||||
Walgreens Boots Alliance Inc | 4,694 | 205,738 | ||||||
Walmart Inc | 8,832 | 1,136,060 | ||||||
Whirlpool Corp# | 434 | 79,960 | ||||||
WW Grainger Inc | 277 | 134,918 | ||||||
Wynn Resorts Ltd* | 526 | 34,769 | ||||||
Yum! Brands Inc | 1,876 | 227,878 | ||||||
Total Consumer, Cyclical | 20,550,599 | |||||||
Consumer, Non-Cyclical (21.35%) | ||||||||
Abbott Laboratories | 11,250 | 1,321,425 | ||||||
AbbVie Inc | 11,214 | 1,652,607 | ||||||
ABIOMED Inc* | 310 | 81,747 | ||||||
Align Technology Inc*,# | 473 | 131,324 | ||||||
Altria Group Inc | 11,904 | 643,887 | ||||||
AmerisourceBergen Corp | 1,034 | 160,053 | ||||||
Amgen Inc | 3,603 | 925,034 | ||||||
Anthem Inc# | 1,547 | 788,367 | ||||||
Archer-Daniels-Midland Co | 3,634 | 330,040 | ||||||
Automatic Data Processing Inc | 2,684 | 598,371 | ||||||
Avery Dennison Corp | 567 | 97,842 | ||||||
Baxter International Inc | 3,172 | 241,231 | ||||||
Becton Dickinson and Co | 1,860 | 475,788 | ||||||
Biogen Inc* | 968 | 193,600 | ||||||
Bio-Rad Laboratories Inc* | 147 | 79,055 | ||||||
Bio-Techne Corp# | 246 | 90,954 | ||||||
Boston Scientific Corp* | 9,036 | 370,566 | ||||||
Bristol-Myers Squibb Co | 14,101 | 1,063,920 | ||||||
Brown-Forman Corp# | 1,285 | 84,964 | ||||||
Campbell Soup Co | 1,162 | 55,671 | ||||||
Cardinal Health Inc | 1,916 | 107,909 | ||||||
Catalent Inc* | 1,096 | 112,954 | ||||||
Centene Corp* | 3,700 | 301,328 | ||||||
Charles River Laboratories International Inc* | 322 | 75,374 | ||||||
Church & Dwight Co Inc | 1,558 | 140,313 | ||||||
Cigna Corp | 2,051 | 550,263 | ||||||
Cintas Corp | 576 | 229,438 | ||||||
The Clorox Co | 779 | 113,235 | ||||||
The Coca-Cola Co | 24,654 | 1,562,571 | ||||||
Colgate-Palmolive Co | 5,442 | 428,884 | ||||||
Conagra Brands Inc# | 2,987 | 98,242 | ||||||
Constellation Brands Inc | 1,109 | 272,226 | ||||||
The Cooper Cos Inc | 316 | 110,834 | ||||||
Corteva Inc | 4,866 | 304,709 | ||||||
CVS Health Corp | 8,374 | 810,185 | ||||||
Danaher Corp | 4,032 | 1,063,722 | ||||||
DaVita Inc* | 482 | 46,990 | ||||||
DENTSPLY SIRONA Inc | 1,160 | 45,890 | ||||||
Dexcom Inc* | 627 | 186,808 | ||||||
Edwards Lifesciences Corp* | 3,955 | 398,862 | ||||||
Eli Lilly & Co | 5,038 | 1,579,111 | ||||||
Equifax Inc | 794 | 160,849 | ||||||
The Estee Lauder Cos Inc# | 1,489 | 379,174 | ||||||
FleetCor Technologies Inc* | 571 | 142,071 | ||||||
Gartner Inc* | 553 | 145,107 | ||||||
General Mills Inc | 3,992 | 278,841 | ||||||
Gilead Sciences Inc | 8,067 | 523,145 | ||||||
Global Payments Inc | 1,899 | 248,845 | ||||||
HCA Healthcare Inc | 1,564 | 329,066 | ||||||
Henry Schein Inc* | 1,009 | 86,411 | ||||||
The Hershey Co# | 941 | 199,219 | ||||||
Hologic Inc* | 1,678 | 126,303 | ||||||
Hormel Foods Corp# | 1,912 | 93,057 | ||||||
Humana Inc | 829 | 376,557 | ||||||
IDEXX Laboratories Inc*,# | 539 | 211,083 | ||||||
Illumina Inc* | 953 | 228,224 | ||||||
Incyte Corp* | 1,229 | 93,269 | ||||||
Intuitive Surgical Inc* | 2,274 | 517,653 | ||||||
IQVIA Holdings Inc* | 1,146 | 246,677 | ||||||
The J M Smucker Co | 745 | 93,401 | ||||||
Johnson & Johnson | 16,706 | 2,999,228 | ||||||
Kellogg Co | 1,661 | 115,838 | ||||||
Kimberly-Clark Corp | 2,137 | 284,264 | ||||||
The Kraft Heinz Co | 4,282 | 161,988 | ||||||
The Kroger Co | 4,315 | 228,566 | ||||||
Laboratory Corp of America Holdings | 636 | 156,914 | ||||||
Lamb Weston Holdings Inc | 955 | 64,539 | ||||||
MarketAxess Holdings Inc | 260 | 73,237 | ||||||
McCormick & Co Inc | 1,581 | 146,590 | ||||||
McKesson Corp# | 981 | 322,445 | ||||||
Medtronic PLC | 8,528 | 854,079 | ||||||
Merck & Co Inc | 16,064 | 1,478,370 | ||||||
Moderna Inc* | 2,228 | 323,795 | ||||||
Molina Healthcare Inc* | 371 | 107,672 | ||||||
Molson Coors Beverage Co | 1,200 | 67,008 | ||||||
Mondelez International Inc | 9,036 | 574,328 | ||||||
Monster Beverage Corp* | 2,413 | 215,047 | ||||||
Moody's Corp | 1,054 | 317,855 | ||||||
Nielsen Holdings PLC | 1,879 | 48,027 | ||||||
Organon & Co | 1,633 | 61,989 | ||||||
PayPal Holdings Inc* | 7,426 | 632,769 | ||||||
PepsiCo Inc | 8,771 | 1,471,335 | ||||||
PerkinElmer Inc | 711 | 106,415 | ||||||
Pfizer Inc | 35,581 | 1,887,216 | ||||||
Philip Morris International Inc | 9,890 | 1,050,813 | ||||||
The Procter & Gamble Co | 15,228 | 2,251,917 | ||||||
Quanta Services Inc | 883 | 105,077 | ||||||
Quest Diagnostics Inc | 775 | 109,291 | ||||||
Regeneron Pharmaceuticals Inc* | 673 | 447,370 | ||||||
ResMed Inc | 946 | 192,473 | ||||||
Robert Half International Inc | 808 | 72,841 | ||||||
Rollins Inc# | 693 | 24,574 | ||||||
S&P Global Inc | 2,260 | 789,825 | ||||||
STERIS PLC | 603 | 137,605 | ||||||
Stryker Corp | 2,135 | 500,658 | ||||||
Sysco Corp | 3,326 | 279,983 | ||||||
Teleflex Inc | 318 | 91,501 | ||||||
Thermo Fisher Scientific Inc | 2,496 | 1,416,655 | ||||||
Tyson Foods Inc | 1,921 | 172,141 | ||||||
United Rentals Inc*,# | 459 | 136,865 | ||||||
UnitedHealth Group Inc | 5,983 | 2,972,235 | ||||||
Universal Health Services Inc | 552 | 68,785 | ||||||
Verisk Analytics Inc | 1,061 | 185,590 | ||||||
Vertex Pharmaceuticals Inc* | 1,646 | 442,198 | ||||||
Viatris Inc | 4,634 | 56,859 | ||||||
Waters Corp* | 405 | 132,820 | ||||||
West Pharmaceutical Services Inc | 474 | 147,120 | ||||||
Zimmer Biomet Holdings Inc | 1,338 | 160,841 | ||||||
Zoetis Inc | 3,007 | 513,987 | ||||||
Total Consumer, Non-Cyclical | 47,564,784 | |||||||
Energy (4.78%) | ||||||||
APA Corp | 2,792 | 131,252 | ||||||
Baker Hughes Co# | 3,384 | 121,756 | ||||||
Chevron Corp | 12,272 | 2,143,428 | ||||||
ConocoPhillips | 8,498 | 954,835 | ||||||
Coterra Energy Inc# | 2,603 | 89,361 | ||||||
Devon Energy Corp | 2,767 | 207,248 | ||||||
Diamondback Energy Inc | 1,031 | 156,733 | ||||||
Enphase Energy Inc* | 825 | 153,607 | ||||||
EOG Resources Inc | 3,810 | 521,818 | ||||||
Exxon Mobil Corp# | 26,867 | 2,579,232 | ||||||
Halliburton Co | 6,038 | 244,539 | ||||||
Hess Corp | 1,823 | 224,357 | ||||||
Kinder Morgan Inc | 12,716 | 250,378 | ||||||
Marathon Oil Corp | 5,187 | 163,027 | ||||||
Marathon Petroleum Corp | 3,678 | 374,384 | ||||||
Occidental Petroleum Corp | 5,528 | 383,146 | ||||||
ONEOK Inc | 2,916 | 192,019 | ||||||
Phillips 66 | 2,852 | 287,510 | ||||||
Pioneer Natural Resources Co# | 1,139 | 316,574 | ||||||
Schlumberger NV | 9,092 | 417,868 | ||||||
SolarEdge Technologies Inc* | 334 | 91,112 | ||||||
Valero Energy Corp | 2,663 | 345,125 | ||||||
The Williams Cos Inc | 7,926 | 293,738 | ||||||
Total Energy | 10,643,047 | |||||||
Financial (15.26%) | ||||||||
Aflac Inc | 4,066 | 246,278 | ||||||
Alexandria Real Estate Equities Inc | 700 | 116,165 | ||||||
The Allstate Corp | 1,925 | 263,128 | ||||||
American Express Co | 3,907 | 659,580 | ||||||
American International Group Inc | 5,427 | 318,456 | ||||||
American Tower Corp | 2,901 | 743,033 | ||||||
Ameriprise Financial Inc | 721 | 199,191 | ||||||
Aon PLC | 1,432 | 394,759 | ||||||
Arthur J Gallagher & Co | 1,256 | 203,397 | ||||||
Assurant Inc | 431 | 76,153 | ||||||
AvalonBay Communities Inc | 903 | 187,788 | ||||||
Bank of America Corp | 45,159 | 1,679,915 | ||||||
The Bank of New York Mellon Corp | 4,700 | 219,067 | ||||||
Berkshire Hathaway Inc*,(a) | 11,634 | 3,676,111 | ||||||
BlackRock Inc | 908 | 607,525 | ||||||
Boston Properties Inc | 925 | 102,842 | ||||||
Brown & Brown Inc | 1,483 | 88,046 | ||||||
Camden Property Trust | 649 | 93,125 | ||||||
Capital One Financial Corp | 2,629 | 336,144 | ||||||
Cboe Global Markets Inc# | 706 | 79,291 | ||||||
CBRE Group Inc* | 2,058 | 170,485 | ||||||
The Charles Schwab Corp | 9,527 | 667,843 | ||||||
Chubb Ltd | 2,784 | 588,231 | ||||||
Cincinnati Financial Corp | 1,038 | 132,719 | ||||||
Citigroup Inc | 12,862 | 686,959 | ||||||
Citizens Financial Group Inc# | 2,789 | 115,409 | ||||||
CME Group Inc | 2,279 | 453,134 | ||||||
Comerica Inc | 908 | 75,555 | ||||||
Crown Castle International Corp | 2,780 | 527,227 | ||||||
Digital Realty Trust Inc | 1,471 | 205,337 | ||||||
Discover Financial Services | 1,900 | 215,631 | ||||||
Duke Realty Corp | 2,510 | 132,603 | ||||||
Equinix Inc | 581 | 399,199 | ||||||
Equity Residential | 2,236 | 171,792 | ||||||
Essex Property Trust Inc | 425 | 120,636 | ||||||
Everest Re Group Ltd | 280 | 79,100 | ||||||
Extra Space Storage Inc | 844 | 150,401 | ||||||
Federal Realty Investment Trust | 449 | 51,622 | ||||||
Fifth Third Bancorp | 4,528 | 178,539 | ||||||
First Republic Bank | 1,159 | 179,680 | ||||||
Franklin Resources Inc | 1,991 | 53,916 | ||||||
Globe Life Inc | 628 | 61,274 | ||||||
The Goldman Sachs Group Inc | 2,139 | 699,132 | ||||||
The Hartford Financial Services Group Inc | 2,340 | 169,673 | ||||||
Healthpeak Properties Inc | 3,020 | 89,664 | ||||||
Host Hotels & Resorts Inc | 4,539 | 90,735 | ||||||
Huntington Bancshares Inc | 7,104 | 98,604 | ||||||
Intercontinental Exchange Inc | 3,620 | 370,652 | ||||||
Invesco Ltd | 2,486 | 48,079 | ||||||
Iron Mountain Inc | 1,369 | 73,789 | ||||||
JPMorgan Chase & Co | 18,774 | 2,482,486 | ||||||
KeyCorp | 6,069 | 121,137 | ||||||
Kimco Realty Corp | 2,994 | 70,808 | ||||||
Lincoln National Corp | 1,186 | 68,705 | ||||||
Loews Corp | 1,289 | 84,417 | ||||||
M&T Bank Corp# | 1,177 | 211,825 | ||||||
Marsh & McLennan Cos Inc | 3,215 | 514,239 | ||||||
Mastercard Inc | 5,528 | 1,978,305 | ||||||
MetLife Inc | 4,786 | 322,529 | ||||||
Mid-America Apartment Communities Inc | 732 | 132,492 | ||||||
Morgan Stanley | 9,263 | 797,915 | ||||||
Nasdaq Inc | 749 | 116,290 | ||||||
Northern Trust Corp | 1,359 | 151,868 | ||||||
The PNC Financial Services Group Inc | 2,697 | 473,081 | ||||||
Principal Financial Group Inc | 1,584 | 115,521 | ||||||
The Progressive Corp | 3,713 | 443,258 | ||||||
Prologis Inc# | 4,691 | 598,009 | ||||||
Prudential Financial Inc | 2,454 | 260,738 | ||||||
Public Storage | 993 | 328,326 | ||||||
Raymond James Financial Inc | 1,273 | 125,378 | ||||||
Realty Income Corp | 3,496 | 238,497 | ||||||
Regency Centers Corp | 1,109 | 75,645 | ||||||
Regions Financial Corp | 6,273 | 138,571 | ||||||
SBA Communications Corp | 725 | 244,042 | ||||||
Signature Bank | 386 | 83,480 | ||||||
Simon Property Group Inc | 2,085 | 239,045 | ||||||
State Street Corp | 2,304 | 167,017 | ||||||
SVB Financial Group* | 354 | 172,954 | ||||||
Synchrony Financial | 3,546 | 131,344 | ||||||
T Rowe Price Group Inc | 1,478 | 187,839 | ||||||
The Travelers Cos Inc | 1,583 | 283,420 | ||||||
Truist Financial Corp | 8,471 | 421,348 | ||||||
UDR Inc | 1,770 | 84,606 | ||||||
US Bancorp | 8,720 | 462,770 | ||||||
Ventas Inc | 2,564 | 145,481 | ||||||
Visa Inc | 10,535 | 2,235,211 | ||||||
Vornado Realty Trust# | 1,028 | 35,939 | ||||||
W R Berkley Corp | 1,335 | 94,959 | ||||||
Wells Fargo & Co | 24,686 | 1,129,878 | ||||||
Welltower Inc | 2,792 | 248,739 | ||||||
Weyerhaeuser Co | 4,832 | 190,961 | ||||||
Willis Towers Watson PLC | 841 | 177,510 | ||||||
Zions Bancorp NA | 1,054 | 60,120 | ||||||
Total Financial | 33,994,317 | |||||||
Industrial (7.74%) | ||||||||
3M Co | 3,672 | 548,193 | ||||||
A O Smith Corp# | 942 | 56,633 | ||||||
Agilent Technologies Inc | 1,952 | 248,997 | ||||||
Allegion plc | 601 | 67,102 | ||||||
Amcor PLC | 10,244 | 134,196 | ||||||
AMETEK Inc | 1,502 | 182,448 | ||||||
Amphenol Corp | 3,796 | 268,985 | ||||||
Ball Corp | 2,136 | 151,421 | ||||||
The Boeing Co*,# | 3,466 | 455,432 | ||||||
Carrier Global Corp | 5,321 | 209,169 | ||||||
Caterpillar Inc | 3,525 | 760,871 | ||||||
CH Robinson Worldwide Inc | 835 | 90,606 | ||||||
CSX Corp | 14,307 | 454,820 | ||||||
Deere & Co | 1,801 | 644,362 | ||||||
Dover Corp | 941 | 126,009 | ||||||
Eaton Corp PLC | 2,529 | 350,519 | ||||||
Emerson Electric Co | 3,793 | 336,287 | ||||||
Expeditors International of Washington Inc | 1,105 | 120,268 | ||||||
FedEx Corp | 1,577 | 354,163 | ||||||
Fortive Corp | 2,032 | 125,517 | ||||||
Fortune Brands Home & Security Inc | 957 | 66,368 | ||||||
Garmin Ltd | 806 | 85,130 | ||||||
Generac Holdings Inc* | 285 | 70,418 | ||||||
General Dynamics Corp | 1,518 | 341,413 | ||||||
General Electric Co | 7,059 | 552,649 | ||||||
Honeywell International Inc | 4,381 | 848,249 | ||||||
Howmet Aerospace Inc | 2,478 | 88,638 | ||||||
Huntington Ingalls Industries Inc | 281 | 59,139 | ||||||
IDEX Corp | 523 | 100,181 | ||||||
Illinois Tool Works Inc | 1,818 | 378,271 | ||||||
Ingersoll Rand Inc | 1,505 | 70,961 | ||||||
Jacobs Engineering Group Inc | 846 | 118,516 | ||||||
JB Hunt Transport Services Inc | 586 | 101,132 | ||||||
Johnson Controls International plc | 4,519 | 246,331 | ||||||
Keysight Technologies Inc* | 1,210 | 176,176 | ||||||
L3Harris Technologies Inc | 1,318 | 317,506 | ||||||
Lockheed Martin Corp | 1,573 | 692,293 | ||||||
Martin Marietta Materials Inc | 396 | 134,394 | ||||||
Masco Corp | 1,568 | 88,890 | ||||||
Mettler-Toledo International Inc* | 146 | 187,774 | ||||||
Mohawk Industries Inc* | 390 | 55,169 | ||||||
Nordson Corp | 343 | 74,733 | ||||||
Norfolk Southern Corp | 1,567 | 375,547 | ||||||
Northrop Grumman Corp | 962 | 450,187 | ||||||
Old Dominion Freight Line Inc# | 595 | 153,653 | ||||||
Otis Worldwide Corp | 2,659 | 197,830 | ||||||
Packaging Corp of America | 651 | 102,389 | ||||||
Parker-Hannifin Corp | 848 | 230,800 | ||||||
Pentair PLC | 1,156 | 57,997 | ||||||
Raytheon Technologies Corp | 9,569 | 910,203 | ||||||
Republic Services Inc | 1,333 | 178,409 | ||||||
Rockwell Automation Inc | 758 | 161,606 | ||||||
Sealed Air Corp | 1,091 | 67,838 | ||||||
Snap-on Inc | 354 | 78,546 | ||||||
Stanley Black & Decker Inc | 1,071 | 127,117 | ||||||
TE Connectivity Ltd | 2,081 | 269,261 | ||||||
Teledyne Technologies Inc* | 318 | 128,838 | ||||||
Textron Inc | 1,451 | 94,736 | ||||||
Trane Technologies PLC | 1,507 | 208,056 | ||||||
TransDigm Group Inc* | 342 | 207,037 | ||||||
Trimble Inc* | 1,634 | 111,194 | ||||||
Union Pacific Corp# | 4,138 | 909,450 | ||||||
United Parcel Service Inc | 4,621 | 842,177 | ||||||
Vulcan Materials Co | 865 | 142,613 | ||||||
Waste Management Inc | 2,458 | 389,618 | ||||||
Westinghouse Air Brake Technologies Corp | 1,272 | 120,153 | ||||||
Westrock Co | 1,715 | 83,160 | ||||||
Xylem Inc | 1,143 | 96,298 | ||||||
Total Industrial | 17,235,042 | |||||||
Technology (23.20%) | ||||||||
Accenture PLC | 4,024 | 1,201,003 | ||||||
Activision Blizzard Inc | 4,949 | 385,428 | ||||||
Adobe Inc* | 3,023 | 1,259,019 | ||||||
Advanced Micro Devices Inc* | 10,371 | 1,056,390 | ||||||
Akamai Technologies Inc* | 1,063 | 107,406 | ||||||
Analog Devices Inc# | 3,413 | 574,749 | ||||||
ANSYS Inc* | 560 | 145,802 | ||||||
Apple Inc(a) | 98,493 | 14,659,698 | ||||||
Applied Materials Inc | 5,800 | 680,282 | ||||||
Autodesk Inc*,# | 1,396 | 290,019 | ||||||
Broadcom Inc | 2,603 | 1,510,078 | ||||||
Broadridge Financial Solutions Inc | 788 | 115,221 | ||||||
Cadence Design Systems Inc* | 1,756 | 269,950 | ||||||
Ceridian HCM Holding Inc* | 855 | 48,137 | ||||||
Cerner Corp | 2,002 | 189,890 | ||||||
Citrix Systems Inc | 791 | 79,646 | ||||||
Cognizant Technology Solutions Corp | 3,335 | 249,125 | ||||||
DXC Technology Co* | 1,730 | 60,931 | ||||||
Electronic Arts Inc | 1,806 | 250,402 | ||||||
EPAM Systems Inc* | 359 | 121,529 | ||||||
Fidelity National Information Services Inc | 89 | 9,301 | ||||||
Fiserv Inc* | 3,670 | 367,661 | ||||||
Fortinet Inc* | 880 | 258,843 | ||||||
Hewlett Packard Enterprise Co# | 8,406 | 131,134 | ||||||
HP Inc | 6,878 | 267,142 | ||||||
Intel Corp | 25,746 | 1,143,637 | ||||||
International Business Machines Corp | 5,688 | 789,722 | ||||||
Intuit Inc | 1,757 | 728,206 | ||||||
IPG Photonics Corp* | 233 | 24,579 | ||||||
Jack Henry & Associates Inc | 529 | 99,515 | ||||||
KLA Corp | 986 | 359,742 | ||||||
Lam Research Corp | 917 | 476,868 | ||||||
Leidos Holdings Inc | 915 | 95,618 | ||||||
Microchip Technology Inc (a) | 3,286 | 238,728 | ||||||
Micron Technology Inc | 7,124 | 526,036 | ||||||
Microsoft Corp(a) | 47,690 | 12,965,480 | ||||||
Monolithic Power Systems Inc | 267 | 120,254 | ||||||
MSCI Inc | 530 | 234,446 | ||||||
NetApp Inc | 1,421 | 102,241 | ||||||
NVIDIA Corp# | 15,814 | 2,952,790 | ||||||
NXP Semiconductors NV | 1,526 | 289,574 | ||||||
Oracle Corp | 10,009 | 719,847 | ||||||
Paychex Inc | 2,089 | 258,681 | ||||||
Paycom Software Inc* | 305 | 86,724 | ||||||
PTC Inc* | 681 | 79,357 | ||||||
Qorvo Inc* | 744 | 83,142 | ||||||
QUALCOMM Inc | 7,158 | 1,025,169 | ||||||
Roper Technologies Inc | 684 | 302,629 | ||||||
Salesforce Inc* | 6,236 | 999,257 | ||||||
Seagate Technology Holdings PLC | 1,368 | 115,829 | ||||||
ServiceNow Inc* | 1,243 | 581,065 | ||||||
Skyworks Solutions Inc | 1,059 | 115,293 | ||||||
Synopsys Inc* | 996 | 317,923 | ||||||
Take-Two Interactive Software Inc* | 778 | 96,884 | ||||||
Teradyne Inc | 1,109 | 121,169 | ||||||
Texas Instruments Inc | 5,889 | 1,040,940 | ||||||
Tyler Technologies Inc* | 246 | 87,532 | ||||||
Western Digital Corp* | 1,916 | 116,282 | ||||||
Zebra Technologies Corp* | 348 | 117,690 | ||||||
Total Technology | 51,701,635 | |||||||
Utilities (2.98%) | ||||||||
The AES Corp | 4,344 | 95,742 | ||||||
Alliant Energy Corp# | 1,758 | 112,196 | ||||||
Ameren Corp# | 1,682 | 160,110 | ||||||
American Electric Power Co Inc | 3,242 | 330,781 | ||||||
American Water Works Co Inc | 1,183 | 178,929 | ||||||
Atmos Energy Corp# | 820 | 95,374 | ||||||
CenterPoint Energy Inc | 2,979 | 95,477 | ||||||
CMS Energy Corp | 1,870 | 132,845 | ||||||
Consolidated Edison Inc | 2,227 | 221,052 | ||||||
Constellation Energy Corp | 2,068 | 128,381 | ||||||
Dominion Energy Inc | 5,130 | 432,049 | ||||||
DTE Energy Co | 1,258 | 166,949 | ||||||
Duke Energy Corp | 4,806 | 540,771 | ||||||
Edison International | 2,433 | 170,091 | ||||||
Entergy Corp | 1,304 | 156,897 | ||||||
Evergy Inc | 1,567 | 109,596 | ||||||
Eversource Energy | 2,274 | 209,936 | ||||||
Exelon Corp | 6,205 | 304,976 | ||||||
FirstEnergy Corp | 3,716 | 159,639 | ||||||
NextEra Energy Inc# | 12,449 | 942,265 | ||||||
NiSource Inc | 2,050 | 64,473 | ||||||
NRG Energy Inc | 1,663 | 76,565 | ||||||
Pinnacle West Capital Corp | 806 | 62,586 | ||||||
PPL Corp | 5,021 | 151,534 | ||||||
Public Service Enterprise Group Inc | 3,303 | 226,388 | ||||||
Sempra Energy | 1,939 | 317,725 | ||||||
The Southern Co | 6,719 | 508,360 | ||||||
WEC Energy Group Inc | 2,060 | 216,444 | ||||||
Xcel Energy Inc | 3,432 | 258,567 | ||||||
Total Utilities | 6,626,698 | |||||||
Total Common Stock (Cost $71,690,442) | 222,188,945 | |||||||
United States Treasury Bills (0.04%) | ||||||||
0.098%, 6/16/2022 (Cost $99,982) | 100,000 | 99,976 | ||||||
Collateral Received for Securities on Loan (5.13%) | ||||||||
Mount Vernon Liquid Assets Portfolio, 7-Day Yield: 0.92% (Cost $11,430,780) | 11,430,780 | |||||||
Total Investments (Cost $83,221,205) (104.93%) | $ | 233,719,701 | ||||||
Liabilities in Excess of Other Assets (-4.93%) | (10,983,270 | ) | ||||||
Net Assets (100.00%) | $ | 222,736,432 |
* | Non-income producing security. |
# | Loaned security; a portion of the security is on loan at May 31, 2022. The aggregate amount of securities on loan at May 31, 2022 is $11,093,465. |
(a) | A portion of these securities, a total of $16,932,432, have been pledged or segregated in connection with obligations for futures contracts. |
Futures contracts at May 31, 2022: |
Contracts - $50 times premium / delivery month / commitment / exchange |
S&P 500 E-MINI | Notional Amount | Value | Unrealized Appreciation | |||||||||
2 / JUN 2022 / Long / CME | 390,637.50 | 413,125.00 | 22,488 |