S&P 500 INDEX FUND
Portfolio of Investments (Unaudited)
5/31/2021
| Security Description | Shares | Value | ||||||
| Common Stock (99.60%) | ||||||||
| Basic Materials (2.31%) | ||||||||
| Air Products and Chemicals Inc | 1,458 | $ | 436,904 | |||||
| Albemarle Corp | 729 | 121,801 | ||||||
| Celanese Corp | 763 | 126,238 | ||||||
| CF Industries Holdings Inc | 1,457 | 77,469 | ||||||
| Dow Inc | 4,894 | 334,848 | ||||||
| DuPont de Nemours Inc | 3,491 | 295,304 | ||||||
| Eastman Chemical Co | 893 | 111,982 | ||||||
| Ecolab Inc | 1,622 | 348,860 | ||||||
| FMC Corp | 891 | 103,971 | ||||||
| Freeport-McMoRan Inc | 9,035 | 385,975 | ||||||
| International Flavors & Fragrances Inc | 1,613 | 228,514 | ||||||
| International Paper Co | 2,697 | 170,181 | ||||||
| Linde PLC | 3,428 | 1,030,457 | ||||||
| LyondellBasell Industries NV | 1,667 | 187,738 | ||||||
| The Mosaic Co | 2,068 | 74,738 | ||||||
| Newmont Corp | 5,247 | 385,550 | ||||||
| Nucor Corp | 2,085 | 213,796 | ||||||
| PPG Industries Inc | 1,558 | 280,004 | ||||||
| The Sherwin-Williams Co | 1,599 | 453,364 | ||||||
| Total Basic Materials | 5,367,694 | |||||||
| Communications (16.13%) | ||||||||
| Alphabet Inc - Class A* | 1,963 | 4,626,497 | ||||||
| Alphabet Inc - Class C* | 1,869 | 4,507,206 | ||||||
| Amazon.com Inc*,(a) | 2,773 | 8,937,573 | ||||||
| Arista Networks Inc* | 366 | 124,213 | ||||||
| AT&T Inc | 46,543 | 1,369,760 | ||||||
| Booking Holdings Inc* | 261 | 616,365 | ||||||
| CDW Corp | 920 | 152,186 | ||||||
| Charter Communications Inc* | 953 | 661,887 | ||||||
| Cisco Systems Inc | 27,359 | 1,447,291 | ||||||
| Comcast Corp | 29,822 | 1,709,993 | ||||||
| Corning Inc | 4,990 | 217,714 | ||||||
| Discovery Inc - Class A*,# | 1,116 | 35,835 | ||||||
| Discovery Inc - Class C* | 1,878 | 56,434 | ||||||
| DISH Network Corp* | 1,784 | 77,640 | ||||||
| eBay Inc | 4,277 | 260,384 | ||||||
| Etsy Inc* | 797 | 131,290 | ||||||
| Expedia Group Inc* | 887 | 156,955 | ||||||
| F5 Networks Inc* | 424 | 78,622 | ||||||
| Facebook Inc*,(a) | 15,701 | 5,161,390 | ||||||
| Fox Corp - Class A | 2,335 | 87,212 | ||||||
| Fox Corp - Class B | 1,242 | 45,060 | ||||||
| The Interpublic Group of Cos Inc | 2,667 | 89,851 | ||||||
| Juniper Networks Inc | 2,302 | 60,612 | ||||||
| Lumen Technologies Inc | 6,449 | 89,254 | ||||||
| Motorola Solutions Inc | 1,134 | 232,822 | ||||||
| Netflix Inc* | 2,885 | 1,450,607 | ||||||
| News Corp - Class A | 2,672 | 72,117 | ||||||
| News Corp - Class B | 910 | 23,378 | ||||||
| NortonLifeLock Inc | 4,015 | 111,055 | ||||||
| Omnicom Group Inc | 1,397 | 114,889 | ||||||
| T-Mobile US Inc* | 3,810 | 538,925 | ||||||
| Twitter Inc* | 5,110 | 296,380 | ||||||
| VeriSign Inc* | 689 | 151,525 | ||||||
| Verizon Communications Inc | 26,856 | 1,517,095 | ||||||
| ViacomCBS Inc | 3,816 | 161,875 | ||||||
| The Walt Disney Co* | 11,660 | 2,083,059 | ||||||
| Total Communications | 37,454,951 | |||||||
| Consumer, Cyclical (9.45%) | ||||||||
| Advance Auto Parts Inc | 476 | 90,311 | ||||||
| Alaska Air Group Inc* | 808 | 55,914 | ||||||
| American Airlines Group Inc* | 3,057 | 74,102 | ||||||
| Aptiv PLC* | 1,715 | 257,970 | ||||||
| AutoZone Inc* | 151 | 212,397 | ||||||
| Best Buy Co Inc | 1,549 | 180,056 | ||||||
| BorgWarner Inc | 1,412 | 72,421 | ||||||
| Caesars Entertainment Inc* | 945 | 101,540 | ||||||
| CarMax Inc* | 1,131 | 130,280 | ||||||
| Carnival Corp* | 5,174 | 152,943 | ||||||
| Chipotle Mexican Grill Inc* | 175 | 240,097 | ||||||
| Copart Inc* | 1,407 | 181,517 | ||||||
| Costco Wholesale Corp | 2,881 | 1,089,796 | ||||||
| Cummins Inc | 966 | 248,532 | ||||||
| Darden Restaurants Inc | 850 | 121,746 | ||||||
| Delta Air Lines Inc* | 4,086 | 194,820 | ||||||
| Dollar General Corp | 1,600 | 324,736 | ||||||
| Dollar Tree Inc* | 1,536 | 149,760 | ||||||
| Domino's Pizza Inc | 266 | 113,547 | ||||||
| DR Horton Inc | 2,165 | 206,303 | ||||||
| Fastenal Co | 3,749 | 198,847 | ||||||
| Ford Motor Co* | 25,804 | 374,932 | ||||||
| The Gap Inc | 1,450 | 48,503 | ||||||
| General Motors Co* | 8,316 | 493,222 | ||||||
| Genuine Parts Co | 999 | 130,989 | ||||||
| Hanesbrands Inc | 2,371 | 46,329 | ||||||
| Hasbro Inc | 832 | 79,847 | ||||||
| Hilton Worldwide Holdings Inc* | 1,779 | 222,855 | ||||||
| The Home Depot Inc | 6,892 | 2,197,928 | ||||||
| L Brands Inc | 1,525 | 106,552 | ||||||
| Las Vegas Sands Corp* | 2,145 | 123,874 | ||||||
| Leggett & Platt Inc | 1,017 | 55,966 | ||||||
| Lennar Corp | 1,796 | 177,822 | ||||||
| Live Nation Entertainment Inc* | 1,003 | 90,380 | ||||||
| LKQ Corp* | 1,848 | 94,174 | ||||||
| Lowe's Cos Inc | 4,710 | 917,649 | ||||||
| Marriott International Inc* | 1,737 | 249,398 | ||||||
| McDonald's Corp | 4,866 | 1,138,109 | ||||||
| MGM Resorts International | 2,752 | 117,978 | ||||||
| Mohawk Industries Inc* | 390 | 82,165 | ||||||
| Newell Brands Inc | 2,691 | 77,205 | ||||||
| NIKE Inc | 8,098 | 1,105,053 | ||||||
| Norwegian Cruise Line Holdings Ltd* | 1,599 | 51,008 | ||||||
| NVR Inc* | 23 | 112,406 | ||||||
| O'Reilly Automotive Inc* | 473 | 253,112 | ||||||
| PACCAR Inc | 2,262 | 207,109 | ||||||
| Penn National Gaming Inc* | 674 | 55,248 | ||||||
| Pool Corp | 269 | 117,432 | ||||||
| PulteGroup Inc | 1,717 | 99,225 | ||||||
| PVH Corp* | 464 | 53,276 | ||||||
| Ralph Lauren Corp* | 314 | 38,961 | ||||||
| Ross Stores Inc | 2,378 | 300,555 | ||||||
| Royal Caribbean Cruises Ltd* | 1,236 | 115,282 | ||||||
| Southwest Airlines Co* | 3,416 | 209,947 | ||||||
| Starbucks Corp | 7,666 | 873,004 | ||||||
| Tapestry Inc* | 1,811 | 81,296 | ||||||
| Target Corp | 3,238 | 734,767 | ||||||
| Tesla Inc* | 4,979 | 3,112,970 | ||||||
| The TJX Cos Inc | 7,918 | 534,782 | ||||||
| Tractor Supply Co | 760 | 138,092 | ||||||
| Ulta Beauty Inc* | 359 | 123,984 | ||||||
| Under Armour Inc - Class A* | 1,210 | 27,322 | ||||||
| Under Armour Inc - Class C* | 1,218 | 23,215 | ||||||
| United Airlines Holdings Inc* | 1,732 | 101,062 | ||||||
| VF Corp | 2,109 | 168,129 | ||||||
| Walgreens Boots Alliance Inc | 4,694 | 247,186 | ||||||
| Walmart Inc | 9,054 | 1,285,940 | ||||||
| Whirlpool Corp | 434 | 102,897 | ||||||
| WW Grainger Inc | 300 | 138,648 | ||||||
| Wynn Resorts Ltd* | 526 | 69,364 | ||||||
| Yum! Brands Inc | 1,990 | 238,740 | ||||||
| Total Consumer, Cyclical | 21,943,524 | |||||||
| Consumer, Non-Cyclical (20.07%) | ||||||||
| Abbott Laboratories | 11,576 | 1,350,340 | ||||||
| AbbVie Inc | 11,531 | 1,305,309 | ||||||
| ABIOMED Inc* | 310 | 88,220 | ||||||
| Alexion Pharmaceuticals Inc* | 1,429 | 252,290 | ||||||
| Align Technology Inc* | 473 | 279,141 | ||||||
| Altria Group Inc | 12,272 | 604,028 | ||||||
| AmerisourceBergen Corp | 1,034 | 118,641 | ||||||
| Amgen Inc | 3,802 | 904,648 | ||||||
| Anthem Inc | 1,624 | 646,709 | ||||||
| Archer-Daniels-Midland Co | 3,634 | 241,770 | ||||||
| Automatic Data Processing Inc | 2,839 | 556,501 | ||||||
| Avery Dennison Corp | 567 | 125,041 | ||||||
| Baxter International Inc | 3,336 | 273,952 | ||||||
| Becton Dickinson and Co | 1,860 | 449,915 | ||||||
| Biogen Inc* | 1,005 | 268,817 | ||||||
| Bio-Rad Laboratories Inc* | 147 | 88,548 | ||||||
| Boston Scientific Corp* | 9,352 | 397,928 | ||||||
| Bristol-Myers Squibb Co | 14,591 | 958,921 | ||||||
| Brown-Forman Corp | 1,285 | 103,263 | ||||||
| Campbell Soup Co | 1,162 | 56,555 | ||||||
| Cardinal Health Inc | 1,916 | 107,430 | ||||||
| Catalent Inc* | 1,096 | 114,894 | ||||||
| Centene Corp* | 3,919 | 288,438 | ||||||
| Charles River Laboratories International Inc* | 322 | 108,833 | ||||||
| Church & Dwight Co Inc | 1,688 | 144,712 | ||||||
| Cigna Corp | 2,359 | 610,627 | ||||||
| Cintas Corp | 576 | 203,639 | ||||||
| The Clorox Co | 863 | 152,518 | ||||||
| The Coca-Cola Co | 25,261 | 1,396,681 | ||||||
| Colgate-Palmolive Co | 5,662 | 474,362 | ||||||
| Conagra Brands Inc | 2,987 | 113,805 | ||||||
| Constellation Brands Inc | 1,109 | 265,849 |
| The Cooper Cos Inc | 316 | 124,330 | ||||||
| Corteva Inc | 4,866 | 221,403 | ||||||
| CVS Health Corp | 8,549 | 738,976 | ||||||
| Danaher Corp | 4,072 | 1,043,002 | ||||||
| DaVita Inc* | 482 | 57,874 | ||||||
| DENTSPLY SIRONA Inc | 1,160 | 77,627 | ||||||
| Dexcom Inc* | 627 | 231,608 | ||||||
| Edwards Lifesciences Corp* | 4,070 | 390,313 | ||||||
| Eli Lilly & Co | 5,185 | 1,035,652 | ||||||
| Equifax Inc | 794 | 186,622 | ||||||
| The Estee Lauder Cos Inc | 1,489 | 456,408 | ||||||
| FleetCor Technologies Inc* | 571 | 156,705 | ||||||
| Gartner Inc* | 615 | 142,582 | ||||||
| General Mills Inc | 3,992 | 250,937 | ||||||
| Gilead Sciences Inc | 8,279 | 547,325 | ||||||
| Global Payments Inc | 1,976 | 382,771 | ||||||
| HCA Healthcare Inc | 1,723 | 370,083 | ||||||
| Henry Schein Inc* | 1,009 | 76,724 | ||||||
| The Hershey Co | 1,020 | 176,511 | ||||||
| Hologic Inc* | 1,678 | 105,815 | ||||||
| Hormel Foods Corp | 1,912 | 92,808 | ||||||
| Humana Inc | 864 | 378,173 | ||||||
| IDEXX Laboratories Inc* | 557 | 310,867 | ||||||
| IHS Markit Ltd | 2,507 | 264,012 | ||||||
| Illumina Inc* | 953 | 386,575 | ||||||
| Incyte Corp* | 1,229 | 102,966 | ||||||
| Intuitive Surgical Inc* | 758 | 638,372 | ||||||
| IQVIA Holdings Inc* | 1,146 | 275,223 | ||||||
| The J M Smucker Co | 745 | 99,301 | ||||||
| Johnson & Johnson | 16,971 | 2,872,342 | ||||||
| Kellogg Co | 1,661 | 108,779 | ||||||
| Kimberly-Clark Corp | 2,221 | 290,129 | ||||||
| The Kraft Heinz Co | 4,282 | 186,652 | ||||||
| The Kroger Co | 5,057 | 187,008 | ||||||
| Laboratory Corp of America Holdings* | 636 | 174,569 | ||||||
| Lamb Weston Holdings Inc | 955 | 78,778 | ||||||
| MarketAxess Holdings Inc | 260 | 121,300 | ||||||
| McCormick & Co Inc | 1,700 | 151,402 | ||||||
| McKesson Corp | 1,048 | 201,625 | ||||||
| Medtronic PLC | 8,791 | 1,112,853 | ||||||
| Merck & Co Inc | 16,336 | 1,239,739 | ||||||
| Molson Coors Beverage Co* | 1,200 | 69,984 | ||||||
| Mondelez International Inc | 9,432 | 599,215 | ||||||
| Monster Beverage Corp* | 2,413 | 227,474 | ||||||
| Moody's Corp | 1,054 | 353,459 | ||||||
| Nielsen Holdings PLC | 1,879 | 51,128 | ||||||
| PayPal Holdings Inc* | 7,426 | 1,930,909 | ||||||
| PepsiCo Inc | 9,026 | 1,335,306 | ||||||
| PerkinElmer Inc | 784 | 113,735 | ||||||
| Perrigo Co PLC | 677 | 31,237 | ||||||
| Pfizer Inc | 36,304 | 1,406,054 | ||||||
| Philip Morris International Inc | 10,171 | 980,790 | ||||||
| The Procter & Gamble Co | 16,195 | 2,183,896 | ||||||
| Quanta Services Inc | 1,004 | 95,731 | ||||||
| Quest Diagnostics Inc | 880 | 115,870 | ||||||
| Regeneron Pharmaceuticals Inc* | 698 | 350,696 | ||||||
| ResMed Inc | 946 | 194,734 | ||||||
| Robert Half International Inc | 808 | 71,742 | ||||||
| Rollins Inc | 693 | 23,624 | ||||||
| S&P Global Inc | 1,591 | 603,737 | ||||||
| STERIS PLC | 603 | 115,089 | ||||||
| Stryker Corp | 2,135 | 545,001 | ||||||
| Sysco Corp | 3,326 | 269,406 | ||||||
| Teleflex Inc | 318 | 127,896 | ||||||
| Thermo Fisher Scientific Inc | 2,555 | 1,199,573 | ||||||
| Tyson Foods Inc | 1,921 | 152,720 | ||||||
| United Rentals Inc* | 491 | 163,974 | ||||||
| UnitedHealth Group Inc | 6,197 | 2,552,668 | ||||||
| Universal Health Services Inc | 552 | 88,116 | ||||||
| Verisk Analytics Inc | 1,061 | 183,373 | ||||||
| Vertex Pharmaceuticals Inc* | 1,698 | 354,254 | ||||||
| Viatris Inc | 4,634 | 70,622 | ||||||
| West Pharmaceutical Services Inc | 509 | 176,883 | ||||||
| Zimmer Biomet Holdings Inc | 1,338 | 225,226 | ||||||
| Zoetis Inc | 3,064 | 541,348 | ||||||
| Total Consumer, Non-Cyclical | 46,604,536 | |||||||
| Energy (2.79%) | ||||||||
| APA Corp | 2,792 | 58,074 | ||||||
| Baker Hughes Co | 3,384 | 82,570 | ||||||
| Cabot Oil & Gas Corp | 2,603 | 42,689 | ||||||
| Chevron Corp | 12,573 | 1,304,952 | ||||||
| ConocoPhillips | 8,708 | 485,384 | ||||||
| Devon Energy Corp | 2,767 | 73,492 | ||||||
| Diamondback Energy Inc | 1,031 | 82,552 | ||||||
| Enphase Energy Inc* | 825 | 118,016 | ||||||
| EOG Resources Inc | 3,810 | 306,095 | ||||||
| Exxon Mobil Corp | 27,616 | 1,611,946 |
| Halliburton Co | 6,038 | 135,553 | ||||||
| Hess Corp | 1,823 | 152,804 | ||||||
| HollyFrontier Corp | 508 | 16,495 | ||||||
| Kinder Morgan Inc | 12,716 | 233,211 | ||||||
| Marathon Oil Corp | 5,187 | 62,815 | ||||||
| Marathon Petroleum Corp | 4,249 | 262,588 | ||||||
| NOV Inc* | 2,536 | 40,880 | ||||||
| Occidental Petroleum Corp | 5,528 | 143,507 | ||||||
| ONEOK Inc | 2,916 | 153,790 | ||||||
| Phillips 66 | 2,852 | 240,195 | ||||||
| Pioneer Natural Resources Co | 1,139 | 173,344 | ||||||
| Schlumberger NV | 9,092 | 284,852 | ||||||
| Valero Energy Corp | 2,663 | 214,105 | ||||||
| The Williams Cos Inc | 7,926 | 208,771 | ||||||
| Total Energy | 6,488,680 | |||||||
| Financial (15.86%) | ||||||||
| Aflac Inc | 4,378 | 248,145 | ||||||
| Alexandria Real Estate Equities Inc | 700 | 124,782 | ||||||
| The Allstate Corp | 2,062 | 281,690 | ||||||
| American Express Co | 4,218 | 675,428 | ||||||
| American International Group Inc | 5,688 | 300,554 | ||||||
| American Tower Corp | 2,901 | 741,089 | ||||||
| Ameriprise Financial Inc | 770 | 200,077 | ||||||
| Aon PLC | 1,481 | 375,241 | ||||||
| Arthur J Gallagher & Co | 1,256 | 184,142 | ||||||
| Assurant Inc | 431 | 69,456 | ||||||
| AvalonBay Communities Inc | 903 | 186,867 | ||||||
| Bank of America Corp | 49,722 | 2,107,716 | ||||||
| The Bank of New York Mellon Corp | 5,491 | 285,971 | ||||||
| Berkshire Hathaway Inc*,(a) | 12,365 | 3,578,926 | ||||||
| BlackRock Inc | 908 | 796,352 | ||||||
| Boston Properties Inc | 925 | 108,743 | ||||||
| Capital One Financial Corp | 2,987 | 480,250 | ||||||
| Cboe Global Markets Inc | 706 | 78,578 | ||||||
| CBRE Group Inc* | 2,058 | 180,651 | ||||||
| The Charles Schwab Corp | 9,743 | 719,521 | ||||||
| Chubb Ltd | 2,920 | 496,371 | ||||||
| Cincinnati Financial Corp | 1,038 | 126,335 | ||||||
| Citigroup Inc | 13,598 | 1,070,299 | ||||||
| Citizens Financial Group Inc | 2,789 | 139,171 | ||||||
| CME Group Inc | 2,368 | 518,024 | ||||||
| Comerica Inc | 908 | 71,269 | ||||||
| Crown Castle International Corp | 2,860 | 541,970 | ||||||
| Digital Realty Trust Inc | 1,471 | 222,945 | ||||||
| Discover Financial Services | 2,023 | 237,217 | ||||||
| Duke Realty Corp | 2,510 | 116,615 | ||||||
| Equinix Inc | 581 | 428,034 | ||||||
| Equity Residential | 2,236 | 173,178 | ||||||
| Essex Property Trust Inc | 425 | 125,498 | ||||||
| Everest Re Group Ltd | 280 | 72,789 | ||||||
| Extra Space Storage Inc | 844 | 126,440 | ||||||
| Federal Realty Investment Trust | 449 | 51,339 | ||||||
| Fifth Third Bancorp | 4,882 | 205,727 | ||||||
| First Republic Bank | 1,159 | 221,879 | ||||||
| Franklin Resources Inc | 1,991 | 68,112 | ||||||
| Globe Life Inc | 628 | 66,204 | ||||||
| The Goldman Sachs Group Inc | 2,247 | 835,929 | ||||||
| The Hartford Financial Services Group Inc | 2,340 | 152,919 | ||||||
| Healthpeak Properties Inc | 3,020 | 100,808 | ||||||
| Host Hotels & Resorts Inc* | 4,539 | 77,935 | ||||||
| Huntington Bancshares Inc | 7,104 | 112,669 | ||||||
| Intercontinental Exchange Inc | 3,729 | 420,930 | ||||||
| Invesco Ltd | 2,486 | 70,926 | ||||||
| Iron Mountain Inc | 1,369 | 59,606 | ||||||
| JPMorgan Chase & Co | 19,909 | 3,269,854 | ||||||
| KeyCorp | 6,704 | 154,460 | ||||||
| Kimco Realty Corp | 2,994 | 63,802 | ||||||
| Lincoln National Corp | 1,186 | 82,771 | ||||||
| Loews Corp | 1,526 | 89,088 | ||||||
| M&T Bank Corp | 837 | 134,498 | ||||||
| Marsh & McLennan Cos Inc | 3,312 | 458,215 | ||||||
| Mastercard Inc | 5,660 | 2,040,883 | ||||||
| MetLife Inc | 4,996 | 326,539 | ||||||
| Mid-America Apartment Communities Inc | 747 | 120,043 | ||||||
| Morgan Stanley | 9,732 | 885,125 | ||||||
| Nasdaq Inc | 749 | 125,428 | ||||||
| Northern Trust Corp | 1,359 | 164,697 | ||||||
| People's United Financial Inc | 2,887 | 54,593 | ||||||
| The PNC Financial Services Group Inc | 2,767 | 538,680 | ||||||
| Principal Financial Group Inc | 1,776 | 116,133 | ||||||
| The Progressive Corp | 3,824 | 378,882 | ||||||
| Prologis Inc | 4,828 | 568,932 | ||||||
| Prudential Financial Inc | 2,571 | 275,020 | ||||||
| Public Storage | 993 | 280,503 | ||||||
| Raymond James Financial Inc | 849 | 112,569 | ||||||
| Realty Income Corp | 2,292 | 156,773 | ||||||
| Regency Centers Corp | 1,109 | 71,641 |
| Regions Financial Corp | 6,273 | 146,851 | ||||||
| SBA Communications Corp | 725 | 216,137 | ||||||
| Simon Property Group Inc | 2,175 | 279,466 | ||||||
| State Street Corp | 2,304 | 200,402 | ||||||
| SVB Financial Group* | 354 | 206,343 | ||||||
| Synchrony Financial | 3,546 | 168,116 | ||||||
| T Rowe Price Group Inc | 1,478 | 282,815 | ||||||
| The Travelers Cos Inc | 1,654 | 264,144 | ||||||
| Truist Financial Corp | 8,899 | 549,780 | ||||||
| UDR Inc | 2,033 | 96,832 | ||||||
| Unum Group | 1,473 | 45,619 | ||||||
| US Bancorp | 9,052 | 550,181 | ||||||
| Ventas Inc | 2,564 | 142,174 | ||||||
| Visa Inc | 10,992 | 2,498,482 | ||||||
| Vornado Realty Trust | 1,028 | 48,604 | ||||||
| W R Berkley Corp | 1,033 | 80,564 | ||||||
| Wells Fargo & Co | 25,690 | 1,200,237 | ||||||
| Welltower Inc | 2,792 | 208,758 | ||||||
| The Western Union Co | 2,800 | 68,516 | ||||||
| Weyerhaeuser Co | 4,832 | 183,423 | ||||||
| Willis Towers Watson PLC | 841 | 219,804 | ||||||
| Zions Bancorp NA | 1,054 | 61,006 | ||||||
| Total Financial | 36,822,700 | |||||||
| Industrial (8.55%) | ||||||||
| 3M Co | 3,736 | 758,557 | ||||||
| A O Smith Corp | 942 | 66,948 | ||||||
| Agilent Technologies Inc | 2,035 | 281,095 | ||||||
| Allegion plc | 601 | 84,428 | ||||||
| Amcor PLC | 10,244 | 120,879 | ||||||
| AMETEK Inc | 1,502 | 202,920 | ||||||
| Amphenol Corp | 3,940 | 265,004 | ||||||
| Ball Corp | 2,136 | 175,494 | ||||||
| The Boeing Co* | 3,466 | 856,171 | ||||||
| Carrier Global Corp | 5,321 | 244,394 | ||||||
| Caterpillar Inc | 3,525 | 849,807 | ||||||
| CH Robinson Worldwide Inc | 956 | 92,751 | ||||||
| CSX Corp | 4,995 | 500,099 | ||||||
| Deere & Co | 2,012 | 726,533 | ||||||
| Dover Corp | 941 | 141,621 | ||||||
| Eaton Corp PLC | 2,603 | 378,086 | ||||||
| Emerson Electric Co | 3,946 | 377,593 | ||||||
| Expeditors International of Washington Inc | 1,105 | 138,887 | ||||||
| FedEx Corp | 1,577 | 496,455 | ||||||
| Fortive Corp | 2,032 | 147,361 | ||||||
| Fortune Brands Home & Security Inc | 957 | 98,724 | ||||||
| Garmin Ltd | 806 | 114,645 | ||||||
| Generac Holdings Inc* | 285 | 93,685 | ||||||
| General Dynamics Corp | 1,518 | 288,283 | ||||||
| General Electric Co | 57,804 | 812,724 | ||||||
| Honeywell International Inc | 4,583 | 1,058,261 | ||||||
| Howmet Aerospace Inc* | 2,478 | 87,919 | ||||||
| Huntington Ingalls Industries Inc | 281 | 60,755 | ||||||
| IDEX Corp | 523 | 116,451 | ||||||
| Illinois Tool Works Inc | 1,881 | 435,941 | ||||||
| Ingersoll Rand Inc* | 1,505 | 74,708 | ||||||
| Jacobs Engineering Group Inc | 846 | 120,200 | ||||||
| JB Hunt Transport Services Inc | 586 | 100,522 | ||||||
| Johnson Controls International plc | 4,728 | 314,601 | ||||||
| Kansas City Southern | 611 | 181,882 | ||||||
| Keysight Technologies Inc* | 1,210 | 172,280 | ||||||
| L3Harris Technologies Inc | 1,372 | 299,178 | ||||||
| Lockheed Martin Corp | 1,624 | 620,693 | ||||||
| Martin Marietta Materials Inc | 406 | 147,642 | ||||||
| Masco Corp | 1,816 | 109,523 | ||||||
| Mettler-Toledo International Inc* | 153 | 199,045 | ||||||
| Norfolk Southern Corp | 1,658 | 465,732 | ||||||
| Northrop Grumman Corp | 1,023 | 374,285 | ||||||
| Old Dominion Freight Line Inc | 628 | 166,703 | ||||||
| Otis Worldwide Corp | 2,659 | 208,279 | ||||||
| Packaging Corp of America | 651 | 96,771 | ||||||
| Parker-Hannifin Corp | 848 | 261,311 | ||||||
| Pentair PLC | 1,156 | 79,729 | ||||||
| Raytheon Technologies Corp | 9,919 | 879,914 | ||||||
| Republic Services Inc | 1,448 | 158,093 | ||||||
| Rockwell Automation Inc | 758 | 199,900 | ||||||
| Sealed Air Corp | 1,091 | 62,034 | ||||||
| Snap-on Inc | 354 | 90,135 | ||||||
| Stanley Black & Decker Inc | 1,071 | 232,193 | ||||||
| TE Connectivity Ltd | 2,160 | 293,069 | ||||||
| Teledyne Technologies Inc* | 318 | 133,391 | ||||||
| Textron Inc | 1,625 | 111,264 | ||||||
| Trane Technologies PLC | 1,580 | 294,512 | ||||||
| TransDigm Group Inc* | 342 | 221,903 | ||||||
| Trimble Inc* | 1,634 | 127,109 | ||||||
| Union Pacific Corp | 4,338 | 974,879 | ||||||
| United Parcel Service Inc | 4,669 | 1,001,967 | ||||||
| Vulcan Materials Co | 865 | 158,572 |
| Waste Management Inc | 2,539 | 357,187 | ||||||
| Waters Corp* | 405 | 130,511 | ||||||
| Westinghouse Air Brake Technologies Corp | 1,272 | 105,271 | ||||||
| Westrock Co | 1,715 | 100,019 | ||||||
| Xylem Inc | 1,238 | 146,233 | ||||||
| Total Industrial | 19,843,711 | |||||||
| Technology (21.90%) | ||||||||
| Accenture PLC | 4,075 | 1,149,802 | ||||||
| Activision Blizzard Inc | 5,047 | 490,821 | ||||||
| Adobe Inc* | 3,091 | 1,559,657 | ||||||
| Advanced Micro Devices Inc* | 7,666 | 613,893 | ||||||
| Akamai Technologies Inc* | 1,063 | 121,405 | ||||||
| Analog Devices Inc | 2,413 | 397,180 | ||||||
| ANSYS Inc* | 560 | 189,246 | ||||||
| Apple Inc(a) | 102,305 | 12,748,226 | ||||||
| Applied Materials Inc | 5,839 | 806,541 | ||||||
| Autodesk Inc* | 1,436 | 410,495 | ||||||
| Broadcom Inc | 2,625 | 1,239,866 | ||||||
| Broadridge Financial Solutions Inc | 788 | 125,670 | ||||||
| Cadence Design Systems Inc* | 1,821 | 231,249 | ||||||
| Cerner Corp | 2,002 | 156,657 | ||||||
| Citrix Systems Inc | 791 | 90,933 | ||||||
| Cognizant Technology Solutions Corp | 3,492 | 249,888 | ||||||
| DXC Technology Co* | 1,730 | 65,602 | ||||||
| Electronic Arts Inc | 1,894 | 270,709 | ||||||
| Fidelity National Information Services Inc | 4,091 | 609,477 | ||||||
| Fiserv Inc* | 3,670 | 422,784 | ||||||
| Fortinet Inc* | 880 | 192,315 | ||||||
| Hewlett Packard Enterprise Co | 8,406 | 134,160 | ||||||
| HP Inc | 9,070 | 265,116 | ||||||
| Intel Corp | 26,548 | 1,516,422 | ||||||
| International Business Machines Corp | 5,798 | 833,405 | ||||||
| Intuit Inc | 1,703 | 747,770 | ||||||
| IPG Photonics Corp* | 233 | 48,758 | ||||||
| Jack Henry & Associates Inc | 529 | 81,545 | ||||||
| KLA Corp | 986 | 312,454 | ||||||
| Lam Research Corp | 940 | 610,859 | ||||||
| Leidos Holdings Inc | 915 | 94,016 | ||||||
| Maxim Integrated Products Inc | 1,745 | 178,007 | ||||||
| Microchip Technology Inc | 1,643 | 257,869 | ||||||
| Micron Technology Inc* | 7,124 | 599,413 | ||||||
| Microsoft Corp(a) | 49,042 | 12,244,807 | ||||||
| Monolithic Power Systems Inc | 267 | 91,613 | ||||||
| MSCI Inc | 552 | 258,408 | ||||||
| NetApp Inc | 1,569 | 121,394 | ||||||
| NVIDIA Corp | 3,967 | 2,577,677 | ||||||
| NXP Semiconductors NV | 1,526 | 322,627 | ||||||
| Oracle Corp | 12,389 | 975,510 | ||||||
| Paychex Inc | 2,089 | 211,281 | ||||||
| Paycom Software Inc* | 337 | 111,075 | ||||||
| PTC Inc* | 681 | 91,349 | ||||||
| Qorvo Inc* | 744 | 135,944 | ||||||
| QUALCOMM Inc | 7,387 | 993,847 | ||||||
| Roper Technologies Inc | 684 | 307,807 | ||||||
| salesforce.com Inc* | 5,932 | 1,412,409 | ||||||
| Seagate Technology Holdings PLC | 1,368 | 130,986 | ||||||
| ServiceNow Inc* | 1,243 | 589,033 | ||||||
| Skyworks Solutions Inc | 1,059 | 180,030 | ||||||
| Synopsys Inc* | 996 | 253,323 | ||||||
| Take-Two Interactive Software Inc* | 778 | 144,366 | ||||||
| Teradyne Inc | 1,109 | 146,776 | ||||||
| Texas Instruments Inc | 5,889 | 1,117,850 | ||||||
| Tyler Technologies Inc* | 246 | 99,177 | ||||||
| Western Digital Corp* | 1,916 | 144,141 | ||||||
| Xilinx Inc | 1,657 | 210,439 | ||||||
| Zebra Technologies Corp* | 348 | 172,973 | ||||||
| Total Technology | 50,867,052 | |||||||
| Utilities (2.54%) | ||||||||
| The AES Corp | 4,344 | 110,381 | ||||||
| Alliant Energy Corp | 1,758 | 100,470 | ||||||
| Ameren Corp | 1,682 | 141,624 | ||||||
| American Electric Power Co Inc | 3,242 | 278,812 | ||||||
| American Water Works Co Inc | 1,183 | 183,389 | ||||||
| Atmos Energy Corp | 820 | 81,319 | ||||||
| CenterPoint Energy Inc | 2,979 | 75,369 | ||||||
| CMS Energy Corp | 1,870 | 117,324 | ||||||
| Consolidated Edison Inc | 2,227 | 172,013 | ||||||
| Dominion Energy Inc | 5,328 | 405,674 | ||||||
| DTE Energy Co | 1,258 | 173,591 | ||||||
| Duke Energy Corp | 4,806 | 481,657 | ||||||
| Edison International | 2,433 | 135,932 | ||||||
| Entergy Corp | 1,304 | 137,259 | ||||||
| Evergy Inc | 1,567 | 97,138 | ||||||
| Eversource Energy | 2,274 | 184,626 | ||||||
| Exelon Corp | 6,435 | 290,347 | ||||||
| FirstEnergy Corp | 3,716 | 140,874 |
| NextEra Energy Inc | 12,574 | 920,668 | ||||||
| NiSource Inc | 2,050 | 52,275 | ||||||
| NRG Energy Inc | 1,663 | 53,465 | ||||||
| Pinnacle West Capital Corp | 806 | 68,171 | ||||||
| PPL Corp | 5,021 | 146,161 | ||||||
| Public Service Enterprise Group Inc | 3,303 | 205,182 | ||||||
| Sempra Energy | 1,939 | 262,715 | ||||||
| The Southern Co | 6,898 | 440,920 | ||||||
| WEC Energy Group Inc | 2,060 | 193,455 | ||||||
| Xcel Energy Inc | 3,432 | 243,260 | ||||||
| Total Utilities | 5,894,071 | |||||||
| Total Common Stock (Cost $68,210,419) | 231,286,919 | |||||||
| Collateral Received for Securities on Loan (0.02%) | ||||||||
| Mount Vernon Liquid Assets Portfolio (Cost $36,708) | 36,708 | 36,708 | ||||||
| Total Investments (Cost $68,247,127)(b) (99.62%) | $ | 231,323,627 | ||||||
| Other Net Assets (0.38%) | 897,171 | |||||||
| Net Assets (100.00%) | $ | 232,220,798 |
| * | Non-income producing security. |
| # | Loaned security; a portion of the security is on loan at May 31, 2021 |
| (a) | A portion of these shares have been pledged in connection with obligations for futures contracts. |
| (b) | Aggregate cost for federal income tax purpose is $68,249,028. |
At May 31, 2021, unrealized appreciation/(depreciation) of securities for federal income tax purposes is as follows:
| Unrealized appreciation | $ | 164,664,688 | ||
| Unrealized depreciation | (1,590,089 | ) | ||
| Net unrealized appreciation | $ | 163,074,599 |
Because tax adjustments are calculated annually, the above tax figures reflect the tax adjustments outstanding at the Fund's previous fiscal year end. For the previous fiscal year’s federal income tax information, please refer to the Notes to Financial Statements section in the Fund’s most recent semi-annual and annual reports.
Futures contracts at May 31, 2021:
Contracts - $50 times premium / delivery month / commitment / exchange
| S&P 500 E-MINI | Notional Amount | Value | Unrealized Gain | |||||||||
| 4 / JUN 2021 / Long / CME | $ | 838,913 | $ | 840,480 | $ | 1,567 | ||||||