S&P MIDCAP INDEX FUND |
Portfolio of Investments (Unaudited) |
May 31, 2022 |
Security Description | Shares | Value | ||||||
Common Stock (99.17%) | ||||||||
Basic Materials (5.76%) | ||||||||
Alcoa Corp(a) | 9,686 | $ | 597,820 | |||||
Ashland Global Holdings Inc | 2,785 | 298,051 | ||||||
Cabot Corp | 3,138 | 237,264 | ||||||
The Chemours Co | 8,419 | 362,775 | ||||||
Cleveland-Cliffs Inc*,(a) | 25,413 | 589,073 | ||||||
Commercial Metals Co | 6,656 | 264,443 | ||||||
Ingevity Corp* | 2,247 | 156,571 | ||||||
Minerals Technologies Inc | 1,876 | 124,304 | ||||||
NewMarket Corp | 405 | 133,456 | ||||||
Olin Corp | 7,654 | 503,557 | ||||||
Reliance Steel & Aluminum Co | 3,364 | 653,962 | ||||||
Royal Gold Inc | 3,477 | 393,179 | ||||||
RPM International Inc | 6,878 | 605,952 | ||||||
Sensient Technologies Corp | 2,347 | 205,222 | ||||||
Steel Dynamics Inc(a) | 9,919 | 846,884 | ||||||
United States Steel Corp# | 13,728 | 344,161 | ||||||
Valvoline Inc | 9,580 | 320,547 | ||||||
Total Basic Materials | 6,637,221 | |||||||
Communications (1.90%) | ||||||||
Cable One Inc | 262 | 341,412 | ||||||
Calix Inc* | 2,919 | 107,828 | ||||||
Ciena Corp* | 8,202 | 416,826 | ||||||
Iridium Communications Inc* | 6,514 | 241,735 | ||||||
The New York Times Co | 8,025 | 276,782 | ||||||
TEGNA Inc | 11,717 | 256,602 | ||||||
TripAdvisor Inc* | 5,427 | 134,807 | ||||||
Viasat Inc* | 3,475 | 137,228 | ||||||
World Wrestling Entertainment Inc | 2,392 | 159,714 | ||||||
Yelp Inc* | 3,849 | 113,199 | ||||||
Total Communications | 2,186,133 | |||||||
Consumer, Cyclical (14.93%) | ||||||||
Adient PLC*,# | 5,245 | 185,621 | ||||||
American Eagle Outfitters Inc# | 8,412 | 101,869 | ||||||
AutoNation Inc* | 2,103 | 251,435 | ||||||
Avient Corp | 4,838 | 238,030 | ||||||
BJ's Wholesale Club Holdings Inc* | 7,361 | 425,981 | ||||||
Boyd Gaming Corp | 4,450 | 261,527 | ||||||
Brunswick Corp | 4,107 | 308,970 | ||||||
Callaway Golf Co*,# | 6,451 | 140,051 | ||||||
Capri Holdings Ltd* | 8,056 | 392,649 | ||||||
Carter's Inc | 2,419 | 186,384 | ||||||
Casey's General Stores Inc | 1,962 | 411,117 | ||||||
Choice Hotels International Inc | 1,626 | 207,949 | ||||||
Churchill Downs Inc | 1,837 | 371,864 | ||||||
Columbia Sportswear Co | 1,749 | 136,037 | ||||||
Cracker Barrel Old Country Store Inc# | 1,323 | 134,959 | ||||||
Crocs Inc* | 3,306 | 184,343 | ||||||
Dana Inc | 7,697 | 127,462 | ||||||
Deckers Outdoor Corp* | 1,466 | 393,709 | ||||||
Dick's Sporting Goods Inc | 3,473 | 282,112 | ||||||
FirstCash Holdings Inc | 2,314 | 172,740 | ||||||
Five Below Inc* | 2,967 | 387,461 | ||||||
Foot Locker Inc | 4,774 | 157,447 | ||||||
Fox Factory Holding Corp* | 2,181 | 178,886 | ||||||
GameStop Corp*,# | 3,077 | 383,825 | ||||||
The Gap Inc | 11,312 | 124,771 | ||||||
Gentex Corp | 12,664 | 393,597 | ||||||
The Goodyear Tire & Rubber Co* | 13,550 | 175,066 | ||||||
Hanesbrands Inc | 18,591 | 220,675 | ||||||
Harley-Davidson Inc | 8,141 | 286,400 | ||||||
IAA Inc* | 7,144 | 278,830 | ||||||
JetBlue Airways Corp* | 16,855 | 181,023 | ||||||
KB Home | 4,767 | 164,414 | ||||||
Kohl's Corp | 7,321 | 295,183 | ||||||
Lear Corp | 3,046 | 429,364 | ||||||
Leggett & Platt Inc | 7,100 | 278,107 | ||||||
Light & Wonder Inc* | 5,107 | 269,650 | ||||||
Lithia Motors Inc | 1,500 | 456,705 | ||||||
Macy's Inc | 16,488 | 389,941 | ||||||
Marriott Vacations Worldwide Corp | 2,090 | 308,735 | ||||||
Mattel Inc* | 18,495 | 464,594 | ||||||
MillerKnoll Inc | 3,558 | 107,452 | ||||||
MSC Industrial Direct Co Inc | 2,536 | 215,382 | ||||||
Murphy USA Inc | 1,260 | 313,891 | ||||||
Nordstrom Inc | 6,132 | 162,069 | ||||||
Nu Skin Enterprises Inc | 2,657 | 123,949 | ||||||
Ollie's Bargain Outlet Holdings Inc*,# | 3,186 | 149,646 | ||||||
Papa John's International Inc | 1,724 | 151,729 | ||||||
Polaris Inc | 3,018 | 321,568 | ||||||
RH* | 865 | 250,919 | ||||||
The Scotts Miracle-Gro Co | 2,158 | 204,190 | ||||||
Six Flags Entertainment Corp* | 4,202 | 123,329 | ||||||
Skechers USA Inc* | 7,149 | 281,671 | ||||||
Taylor Morrison Home Corp* | 6,640 | 192,361 | ||||||
Tempur Sealy International Inc | 9,908 | 261,274 | ||||||
Texas Roadhouse Inc# | 3,628 | 282,875 | ||||||
Thor Industries Inc | 2,934 | 222,896 | ||||||
Toll Brothers Inc | 6,211 | 313,469 | ||||||
Travel + Leisure Co | 4,573 | 233,726 | ||||||
Univar Solutions Inc* | 9,058 | 278,262 | ||||||
Urban Outfitters Inc* | 3,844 | 80,916 | ||||||
Victoria's Secret & Co* | 3,980 | 164,016 | ||||||
Visteon Corp* | 1,554 | 174,374 | ||||||
Watsco Inc# | 1,747 | 446,586 | ||||||
The Wendy's Co | 10,001 | 186,419 | ||||||
Williams-Sonoma Inc | 3,838 | 490,957 | ||||||
Wingstop Inc | 1,645 | 131,041 | ||||||
Wyndham Hotels & Resorts Inc | 4,956 | 397,124 | ||||||
YETI Holdings Inc* | 4,150 | 189,863 | ||||||
Total Consumer, Cyclical | 17,191,437 | |||||||
Consumer, Non-Cyclical (15.78%) | ||||||||
Acadia Healthcare Co Inc* | 4,932 | 351,010 | ||||||
Amedisys Inc* | 1,813 | 210,145 | ||||||
Arrowhead Pharmaceuticals Inc* | 5,525 | 184,314 | ||||||
ASGN Inc* | 2,803 | 266,930 | ||||||
Avis Budget Group Inc*,# | 2,131 | 405,487 | ||||||
BellRing Brands Inc* | 5,935 | 155,200 | ||||||
The Boston Beer Co Inc* | 514 | 182,624 | ||||||
The Brink's Co | 2,739 | 166,613 | ||||||
Bruker Corp | 5,362 | 335,018 | ||||||
Chemed Corp | 833 | 403,505 | ||||||
Coty Inc* | 17,865 | 126,663 | ||||||
Darling Ingredients Inc*,(a) | 8,589 | 687,721 | ||||||
Encompass Health Corp | 5,273 | 345,592 | ||||||
Envista Holdings Corp* | 8,546 | 367,820 | ||||||
Euronet Worldwide Inc* | 2,810 | 340,460 | ||||||
Exelixis Inc* | 16,697 | 306,056 | ||||||
Flowers Foods Inc | 10,549 | 291,152 | ||||||
FTI Consulting Inc* | 1,898 | 318,864 | ||||||
Globus Medical Inc* | 4,207 | 280,186 | ||||||
Graham Holdings Co | 224 | 137,316 | ||||||
Grand Canyon Education Inc* | 2,084 | 185,830 | ||||||
Grocery Outlet Holding Corp* | 4,882 | 186,737 | ||||||
GXO Logistics Inc* | 5,224 | 283,506 | ||||||
H&R Block Inc | 9,215 | 324,737 | ||||||
Haemonetics Corp* | 2,814 | 178,014 | ||||||
The Hain Celestial Group Inc* | 4,840 | 127,534 | ||||||
Halozyme Therapeutics Inc*,# | 7,274 | 334,459 | ||||||
HealthEquity Inc* | 4,363 | 273,037 | ||||||
Helen of Troy Ltd*,# | 1,277 | 236,488 | ||||||
ICU Medical Inc* | 1,078 | 195,808 | ||||||
Inari Medical Inc* | 1,706 | 112,255 | ||||||
Ingredion Inc | 3,551 | 336,244 | ||||||
Insperity Inc | 1,902 | 190,333 | ||||||
Integra LifeSciences Holdings Corp* | 3,953 | 247,616 | ||||||
Jazz Pharmaceuticals PLC* | 3,129 | 468,349 | ||||||
John Wiley & Sons Inc | 2,306 | 122,126 | ||||||
Lancaster Colony Corp | 1,051 | 128,117 | ||||||
LHC Group Inc* | 1,750 | 291,655 | ||||||
LivaNova PLC* | 2,820 | 191,957 | ||||||
LiveRamp Holdings Inc* | 3,739 | 95,718 | ||||||
ManpowerGroup Inc | 2,874 | 257,539 | ||||||
Masimo Corp* | 2,684 | 376,914 | ||||||
Medpace Holdings Inc* | 1,529 | 219,014 | ||||||
Neogen Corp* | 5,208 | 137,804 | ||||||
Neurocrine Biosciences Inc* | 5,016 | 468,946 | ||||||
NuVasive Inc* | 2,872 | 164,882 | ||||||
Option Care Health Inc* | 7,340 | 222,842 | ||||||
Patterson Cos Inc | 4,569 | 144,335 | ||||||
Paylocity Holding Corp* | 2,089 | 365,283 | ||||||
Penumbra Inc*,# | 1,871 | 274,887 | ||||||
Performance Food Group Co* | 8,145 | 353,004 | ||||||
Perrigo Co PLC | 7,087 | 282,488 | ||||||
Pilgrim's Pride Corp* | 2,700 | 89,964 | ||||||
Post Holdings Inc* | 3,106 | 255,406 | ||||||
Progyny Inc* | 3,648 | 115,313 | ||||||
QuidelOrtho Corp* | 1,964 | 186,639 | ||||||
R1 RCM Inc* | 7,094 | 152,308 | ||||||
Repligen Corp* | 2,730 | 449,003 | ||||||
Sabre Corp* | 16,503 | 123,938 | ||||||
Sanderson Farms Inc | 1,188 | 237,006 | ||||||
Service Corp International | 8,881 | 621,936 | ||||||
Sprouts Farmers Market Inc*,# | 6,052 | 163,949 | ||||||
STAAR Surgical Co*,# | 2,560 | 168,806 | ||||||
Syneos Health Inc* | 5,484 | 405,213 | ||||||
Tandem Diabetes Care Inc* | 3,340 | 227,688 | ||||||
Tenet Healthcare Corp* | 5,708 | 369,365 | ||||||
United Therapeutics Corp* | 2,379 | 547,979 | ||||||
WEX Inc* | 2,445 | 416,335 | ||||||
Total Consumer, Non-Cyclical | 18,171,982 | |||||||
Energy (5.12%) | ||||||||
Antero Midstream Corp | 17,306 | 187,943 | ||||||
ChampionX Corp | 10,834 | 252,107 | ||||||
CNX Resources Corp* | 11,242 | 244,176 | ||||||
DT Midstream Inc | 5,370 | 311,997 | ||||||
EQT Corp# | 15,989 | 762,995 | ||||||
Equitrans Midstream Corp | 20,127 | 158,399 | ||||||
First Solar Inc* | 5,240 | 369,996 | ||||||
HF Sinclair Corp | 8,287 | 406,892 | ||||||
Matador Resources Co | 5,862 | 356,996 | ||||||
Murphy Oil Corp | 8,004 | 339,530 | ||||||
NOV Inc | 20,707 | 414,140 | ||||||
PDC Energy Inc | 5,123 | 405,434 | ||||||
Range Resources Corp* | 13,142 | 446,171 | ||||||
SunPower Corp* | 4,397 | 77,695 | ||||||
Sunrun Inc* | 10,914 | 285,074 | ||||||
Targa Resources Corp(a) | 12,118 | 872,738 | ||||||
Total Energy | 5,892,283 | |||||||
Financial (24.14%) | ||||||||
Banks (6.79%) | ||||||||
Associated Banc-Corp | 8,584 | 177,689 | ||||||
Bank of Hawaii Corp | 2,220 | 176,446 | ||||||
Bank OZK# | 6,457 | 267,772 | ||||||
Cadence Bank | 10,385 | 277,591 | ||||||
Cathay General Bancorp | 4,150 | 170,607 | ||||||
Commerce Bancshares Inc | 5,915 | 409,200 | ||||||
Cullen/Frost Bankers Inc | 3,002 | 375,190 | ||||||
East West Bancorp Inc | 7,519 | 552,947 | ||||||
First Financial Bankshares Inc | 6,790 | 280,020 | ||||||
First Horizon Corp(a) | 28,096 | 641,432 | ||||||
FNB Corp | 17,881 | 217,254 | ||||||
Fulton Financial Corp | 8,643 | 136,992 | ||||||
Glacier Bancorp Inc | 5,299 | 256,525 | ||||||
Hancock Whitney Corp | 4,789 | 238,684 | ||||||
Home BancShares Inc | 8,489 | 191,767 | ||||||
International Bancshares Corp | 3,086 | 129,396 | ||||||
Old National Bancorp | 15,533 | 246,975 | ||||||
PacWest Bancorp | 6,472 | 204,386 | ||||||
Pinnacle Financial Partners Inc | 4,033 | 328,367 | ||||||
Prosperity Bancshares Inc | 4,925 | 357,063 | ||||||
Synovus Financial Corp | 7,761 | 331,007 | ||||||
Texas Capital Bancshares Inc* | 2,817 | 159,245 | ||||||
UMB Financial Corp | 2,395 | 221,178 | ||||||
Umpqua Holdings Corp | 12,205 | 215,418 | ||||||
United Bankshares Inc | 6,634 | 249,173 | ||||||
Valley National Bancorp | 21,550 | 273,901 | ||||||
Webster Financial Corp | 9,529 | 467,779 | ||||||
Wintrust Financial Corp | 3,023 | 264,180 | ||||||
7,818,184 | ||||||||
Diversified Financial Service (2.80%) | ||||||||
Affiliated Managers Group Inc | 2,183 | 291,692 | ||||||
Bread Financial Holdings Inc | 2,799 | 154,225 | ||||||
Evercore Inc | 2,101 | 239,934 | ||||||
Federated Hermes Inc | 5,231 | 177,697 | ||||||
Interactive Brokers Group Inc | 4,471 | 275,145 | ||||||
Janus Henderson Group PLC | 8,514 | 239,329 | ||||||
Jefferies Financial Group Inc | 10,474 | 345,851 | ||||||
Navient Corp | 8,895 | 142,320 | ||||||
SEI Investments Co | 5,682 | 331,999 | ||||||
SLM Corp | 14,674 | 287,464 | ||||||
Stifel Financial Corp | 5,553 | 356,336 | ||||||
The Western Union Co | 21,402 | 388,232 | ||||||
3,230,224 | ||||||||
Insurance (5.08%) | ||||||||
Alleghany Corp* | 735 | 612,828 | ||||||
American Financial Group Inc | 3,503 | 494,974 | ||||||
Brighthouse Financial Inc* | 4,404 | 216,324 | ||||||
CNO Financial Group Inc | 6,772 | 139,300 | ||||||
Essent Group Ltd | 5,929 | 253,702 | ||||||
First American Financial Corp | 5,825 | 352,937 | ||||||
The Hanover Insurance Group Inc | 1,892 | 277,367 | ||||||
Kemper Corp | 3,169 | 167,418 | ||||||
Kinsale Capital Group Inc# | 1,181 | 259,678 | ||||||
Mercury General Corp | 1,634 | 79,984 | ||||||
MGIC Investment Corp | 16,627 | 231,614 | ||||||
Old Republic International Corp | 15,070 | 360,474 | ||||||
Primerica Inc | 2,091 | 263,466 | ||||||
Reinsurance Group of America Inc | 3,603 | 453,438 | ||||||
RenaissanceRe Holdings Ltd | 2,314 | 355,245 | ||||||
RLI Corp | 2,209 | 267,554 | ||||||
Selective Insurance Group Inc | 3,316 | 262,959 | ||||||
Unum Group | 10,833 | 394,863 | ||||||
Voya Financial Inc# | 5,909 | 405,416 | ||||||
5,849,541 | ||||||||
Real Estate (9.15%) | ||||||||
American Campus Communities Inc | 7,372 | 479,180 | ||||||
Apartment Income REIT Corp | 8,250 | 370,095 | ||||||
Brixmor Property Group Inc | 15,740 | 383,741 | ||||||
Corporate Office Properties Trust | 5,953 | 164,541 | ||||||
Cousins Properties Inc | 7,880 | 272,254 | ||||||
Douglas Emmett Inc | 9,604 | 271,505 | ||||||
EastGroup Properties Inc | 2,141 | 345,879 | ||||||
EPR Properties | 4,167 | 213,517 | ||||||
First Industrial Realty Trust Inc | 6,844 | 363,759 | ||||||
Healthcare Realty Trust Inc | 7,860 | 228,490 | ||||||
Highwoods Properties Inc | 5,523 | 216,999 | ||||||
Hudson Pacific Properties Inc | 8,369 | 166,627 | ||||||
Independence Realty Trust Inc | 11,696 | 274,973 | ||||||
JBG SMITH Properties | 6,347 | 163,816 | ||||||
Jones Lang LaSalle Inc* | 2,687 | 530,199 | ||||||
Kilroy Realty Corp | 5,682 | 344,897 | ||||||
Kite Realty Group Trust | 11,573 | 242,570 | ||||||
Lamar Advertising Co | 4,619 | 452,431 | ||||||
Life Storage Inc(a) | 4,366 | 509,774 | ||||||
The Macerich Co | 9,276 | 108,993 | ||||||
Medical Properties Trust Inc(a) | 31,572 | 586,608 | ||||||
National Retail Properties Inc | 9,304 | 412,167 | ||||||
National Storage Affiliates Trust | 3,823 | 200,516 | ||||||
Omega Healthcare Investors Inc# | 12,731 | 379,002 | ||||||
Park Hotels & Resorts Inc | 13,160 | 237,670 | ||||||
Pebblebrook Hotel Trust | 6,963 | 156,737 | ||||||
Physicians Realty Trust | 11,481 | 212,973 | ||||||
PotlatchDeltic Corp | 3,706 | 194,417 | ||||||
PS Business Parks Inc | 1,112 | 208,645 | ||||||
Rayonier Inc | 7,791 | 321,145 | ||||||
Rexford Industrial Realty Inc | 8,064 | 515,048 | ||||||
Sabra Health Care REIT Inc | 11,960 | 167,918 | ||||||
SL Green Realty Corp# | 3,571 | 220,581 | ||||||
Spirit Realty Capital Inc | 6,787 | 284,986 | ||||||
STORE Capital Corp | 12,450 | 343,496 | ||||||
10,546,149 | ||||||||
Savings&Loans (0.32%) | ||||||||
New York Community Bancorp Inc | 24,647 | 245,977 | ||||||
Washington Federal Inc | 3,601 | 116,852 | ||||||
362,829 | ||||||||
Total Financial | 27,806,927 | |||||||
Industrial (19.68%) | ||||||||
Acuity Brands Inc | 1,892 | 331,138 | ||||||
AECOM | 7,635 | 533,305 | ||||||
AGCO Corp | 3,276 | 419,754 | ||||||
AptarGroup Inc | 3,587 | 384,132 | ||||||
Arrow Electronics Inc* | 3,581 | 432,048 | ||||||
Avnet Inc | 5,517 | 267,299 | ||||||
Axon Enterprise Inc* | 3,457 | 350,402 | ||||||
Belden Inc | 2,251 | 129,613 | ||||||
Builders FirstSource Inc* | 10,182 | 662,746 | ||||||
Carlisle Cos Inc(a) | 2,762 | 702,736 | ||||||
Chart Industries Inc*,# | 1,893 | 332,941 | ||||||
Clean Harbors Inc* | 2,652 | 247,697 | ||||||
Cognex Corp(a) | 9,365 | 453,453 | ||||||
Coherent Inc* | 1,300 | 352,248 | ||||||
Crane Holdings Co | 2,641 | 252,638 | ||||||
Curtiss-Wright Corp | 2,166 | 307,529 | ||||||
Donaldson Co Inc | 6,656 | 347,976 | ||||||
Dycom Industries Inc*,# | 1,697 | 158,008 | ||||||
Eagle Materials Inc | 2,219 | 289,713 | ||||||
EMCOR Group Inc | 2,849 | 300,940 | ||||||
Energizer Holdings Inc | 3,289 | 98,637 | ||||||
EnerSys | 2,359 | 159,751 | ||||||
Enovis Corp*,# | 2,165 | 143,626 | ||||||
Esab Corp* | 2,165 | 108,250 | ||||||
Flowserve Corp | 6,904 | 217,476 | ||||||
Fluor Corp*,# | 7,046 | 198,909 | ||||||
GATX Corp | 1,939 | 209,315 | ||||||
Graco Inc | 8,996 | 569,447 | ||||||
Greif Inc | 1,407 | 83,674 | ||||||
Hexcel Corp# | 4,444 | 255,308 | ||||||
Hubbell Inc | 2,882 | 547,177 | ||||||
II-VI Inc*,# | 5,436 | 339,750 | ||||||
ITT Inc | 4,563 | 336,841 | ||||||
Jabil Inc | 7,569 | 465,645 | ||||||
Kennametal Inc | 4,431 | 122,916 | ||||||
Kirby Corp* | 3,327 | 224,672 | ||||||
Knight-Swift Transportation Holdings Inc | 8,796 | 427,837 | ||||||
Landstar System Inc | 2,028 | 307,100 | ||||||
Lennox International Inc | 1,812 | 378,527 | ||||||
Lincoln Electric Holdings Inc | 3,147 | 427,426 | ||||||
Littelfuse Inc | 1,304 | 352,341 | ||||||
Louisiana-Pacific Corp | 4,629 | 319,679 | ||||||
MasTec Inc*,# | 3,168 | 264,813 | ||||||
MDU Resources Group Inc | 11,113 | 304,274 | ||||||
Mercury Systems Inc* | 3,236 | 193,545 | ||||||
The Middleby Corp*,# | 2,900 | 439,234 | ||||||
MSA Safety Inc | 1,931 | 246,183 | ||||||
National Instruments Corp | 6,872 | 242,719 | ||||||
nVent Electric PLC | 8,909 | 315,379 | ||||||
Oshkosh Corp | 3,637 | 337,914 | ||||||
Owens Corning | 5,465 | 522,345 | ||||||
Regal Rexnord Corp | 3,588 | 448,321 | ||||||
Ryder System Inc | 2,850 | 228,057 | ||||||
Saia Inc*,# | 1,395 | 275,638 | ||||||
Silgan Holdings Inc | 4,332 | 189,785 | ||||||
Simpson Manufacturing Co Inc | 2,135 | 231,327 | ||||||
Sonoco Products Co | 5,211 | 304,687 | ||||||
Stericycle Inc* | 5,074 | 256,491 | ||||||
TD SYNNEX Corp | 2,202 | 228,678 | ||||||
Terex Corp | 3,952 | 139,861 | ||||||
Tetra Tech Inc | 2,865 | 386,689 | ||||||
Timken Co | 3,817 | 233,104 | ||||||
TopBuild Corp* | 1,687 | 332,778 | ||||||
The Toro Co | 5,674 | 468,048 | ||||||
Trex Co Inc* | 6,113 | 389,520 | ||||||
Trinity Industries Inc | 4,421 | 109,906 | ||||||
Universal Display Corp | 2,297 | 290,134 | ||||||
Valmont Industries Inc | 1,124 | 288,587 | ||||||
Vicor Corp* | 1,141 | 76,789 | ||||||
Vishay Intertechnology Inc | 7,033 | 143,755 | ||||||
Vontier Corp | 8,953 | 240,119 | ||||||
Watts Water Technologies Inc | 1,449 | 189,573 | ||||||
Werner Enterprises Inc | 2,668 | 108,241 | ||||||
Woodward Inc | 3,285 | 333,789 | ||||||
Worthington Industries Inc | 1,755 | 81,853 | ||||||
XPO Logistics Inc* | 5,224 | 279,171 | ||||||
Total Industrial | 22,671,927 | |||||||
Technology (8.24%) | ||||||||
ACI Worldwide Inc* | 6,501 | 173,187 | ||||||
Amkor Technology Inc | 5,309 | 108,516 | ||||||
Aspen Technology Inc* | 1,512 | 292,476 | ||||||
Azenta Inc | 3,937 | 301,732 | ||||||
Blackbaud Inc* | 2,228 | 141,812 | ||||||
CACI International Inc* | 1,248 | 349,902 | ||||||
CDK Global Inc | 6,144 | 334,602 | ||||||
Cirrus Logic Inc* | 3,052 | 248,860 | ||||||
CMC Materials Inc | 1,548 | 273,903 | ||||||
CommVault Systems Inc* | 2,533 | 154,538 | ||||||
Concentrix Corp | 2,269 | 351,445 | ||||||
Digital Turbine Inc* | 4,634 | 117,843 | ||||||
Envestnet Inc* | 3,017 | 200,993 | ||||||
Fair Isaac Corp* | 1,382 | 565,998 | ||||||
Genpact Ltd | 9,154 | 406,163 | ||||||
KBR Inc | 7,461 | 371,259 | ||||||
Kyndryl Holdings Inc* | 9,501 | 117,242 | ||||||
Lattice Semiconductor Corp* | 7,228 | 376,001 | ||||||
Lumentum Holdings Inc* | 3,798 | 326,932 | ||||||
Manhattan Associates Inc* | 3,360 | 406,325 | ||||||
Maximus Inc | 3,258 | 211,412 | ||||||
MKS Instruments Inc | 2,939 | 362,967 | ||||||
NCR Corp* | 7,171 | 248,762 | ||||||
Power Integrations Inc | 3,211 | 270,944 | ||||||
Qualys Inc* | 1,539 | 201,117 | ||||||
Sailpoint Technologies Holdings Inc* | 4,474 | 283,831 | ||||||
Science Applications International Corp | 2,858 | 247,388 | ||||||
Semtech Corp* | 3,441 | 220,534 | ||||||
Silicon Laboratories Inc*,# | 2,009 | 299,662 | ||||||
SiTime Corp* | 786 | 167,418 | ||||||
Synaptics Inc*,# | 2,090 | 309,571 | ||||||
Teradata Corp* | 6,057 | 232,771 | ||||||
Wolfspeed Inc*,(a) | 6,568 | 494,111 | ||||||
Xerox Holdings Corp | 7,284 | 137,085 | ||||||
Ziff Davis Inc* | 2,375 | 181,308 | ||||||
Total Technology | 9,488,610 | |||||||
Utilities (3.62%) | ||||||||
ALLETE Inc | 2,880 | 178,618 | ||||||
Black Hills Corp | 3,364 | 257,884 | ||||||
Essential Utilities Inc | 11,853 | 548,320 | ||||||
Hawaiian Electric Industries Inc | 5,793 | 250,084 | ||||||
IDACORP Inc | 2,677 | 291,847 | ||||||
National Fuel Gas Co | 4,832 | 355,297 | ||||||
New Jersey Resources Corp | 5,111 | 234,697 | ||||||
NorthWestern Corp | 2,732 | 167,390 | ||||||
OGE Energy Corp | 10,609 | 438,152 | ||||||
ONE Gas Inc | 2,835 | 246,702 | ||||||
PNM Resources Inc | 4,449 | 211,461 | ||||||
Southwest Gas Holdings Inc | 3,218 | 299,692 | ||||||
Spire Inc | 2,739 | 214,464 | ||||||
UGI Corp | 11,082 | 473,645 | ||||||
Total Utilities | 4,168,253 | |||||||
Total Common Stock (Cost $79,979,678) | 114,214,773 | |||||||
United States Treasury Bills (0.35%) | ||||||||
0.098%, 6/16/2022 (Cost $399,929) | 400,000 | 399,906 | ||||||
Collateral Received for Securities on Loan (4.64%) | ||||||||
Mount Vernon Liquid Assets Portfolio, 7-Day Yield: 0.92% (Cost $5,340,918) | 5,340,918 | |||||||
Total Investments (Cost $85,720,525) (104.16%) | $ | 119,955,597 | ||||||
Liabilities in Excess of Other Assets (-4.16%) | (4,788,970 | ) | ||||||
Net Assets (100.00%) | $ | 115,166,627 |
* | 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 $5,105,756. |
(a) | A portion of these securities, a total of $6,982,350, have been pledged or segregated in connection with obligations for futures contracts. |
Futures contracts at May 31, 2022: |
Contracts - $100 times premium / delivery month / commitment / exchange |
S&P MidCap E-MINI | Notional Amount | Value | Unrealized Appreciation | |||||||||
3 / JUN / 2022 / Long / CME | 728,080.00 | 753,960.00 | 25,880.00 |