S&P MIDCAP INDEX FUND
Portfolio of Investments (Unaudited)
5/31/2021
| Security Description | Shares | Value | ||||||
| Common Stock (99.63%) | ||||||||
| Basic Materials (4.51%) | ||||||||
| Ashland Global Holdings Inc | 3,073 | $ | 291,443 | |||||
| Cabot Corp | 3,138 | 199,514 | ||||||
| The Chemours Co | 9,173 | 329,586 | ||||||
| Cleveland-Cliffs Inc*,# | 25,505 | 513,161 | ||||||
| Commercial Metals Co | 6,656 | 209,464 | ||||||
| Compass Minerals International Inc | 2,041 | 142,666 | ||||||
| Ingevity Corp* | 2,247 | 184,951 | ||||||
| Minerals Technologies Inc | 1,876 | 163,212 | ||||||
| NewMarket Corp | 405 | 139,008 | ||||||
| Olin Corp | 8,024 | 392,293 | ||||||
| Reliance Steel & Aluminum Co | 3,526 | 592,615 | ||||||
| Royal Gold Inc | 3,663 | 453,370 | ||||||
| RPM International Inc | 7,340 | 686,510 | ||||||
| Sensient Technologies Corp | 2,347 | 203,602 | ||||||
| Steel Dynamics Inc | 11,287 | 704,647 | ||||||
| United States Steel Corp | 14,573 | 377,878 | ||||||
| Valvoline Inc | 10,450 | 344,850 | ||||||
| Total Basic Materials | 5,928,770 | |||||||
| Communications (2.84%) | ||||||||
| Cable One Inc | 292 | 530,144 | ||||||
| Ciena Corp* | 8,581 | 453,677 | ||||||
| FactSet Research Systems Inc | 2,145 | 717,202 | ||||||
| Iridium Communications Inc* | 6,514 | 248,900 | ||||||
| Just Eat Takeaway.com NV* | 5,140 | 308,965 | ||||||
| The New York Times Co | 8,025 | 343,631 | ||||||
| TEGNA Inc | 12,638 | 245,051 | ||||||
| Telephone and Data Systems Inc | 5,893 | 151,568 | ||||||
| TripAdvisor Inc* | 5,427 | 235,803 | ||||||
| Viasat Inc* | 3,475 | 184,801 | ||||||
| World Wrestling Entertainment Inc | 2,835 | 158,306 | ||||||
| Yelp Inc* | 3,849 | 154,383 | ||||||
| Total Communications | 3,732,431 | |||||||
| Consumer, Cyclical (16.12%) | ||||||||
| Adient PLC* | 5,245 | 262,565 | ||||||
| American Eagle Outfitters Inc | 8,412 | 298,037 | ||||||
| AutoNation Inc* | 3,054 | 311,905 | ||||||
| Avient Corp | 5,185 | 269,516 | ||||||
| BJ's Wholesale Club Holdings Inc* | 7,361 | 329,699 | ||||||
| Boyd Gaming Corp* | 4,450 | 286,536 | ||||||
| Brunswick Corp | 4,312 | 440,816 | ||||||
| Capri Holdings Ltd* | 8,349 | 473,472 | ||||||
| Carter's Inc | 2,419 | 247,319 | ||||||
| Casey's General Stores Inc | 2,047 | 452,059 | ||||||
| Choice Hotels International Inc* | 1,626 | 196,600 | ||||||
| Churchill Downs Inc | 1,968 | 392,675 | ||||||
| Cinemark Holdings Inc* | 6,423 | 145,545 | ||||||
| Columbia Sportswear Co | 1,749 | 179,675 | ||||||
| Cracker Barrel Old Country Store Inc | 1,323 | 208,664 | ||||||
| Dana Inc | 8,386 | 227,512 | ||||||
| Deckers Outdoor Corp* | 1,565 | 524,964 | ||||||
| Dick's Sporting Goods Inc | 3,644 | 355,399 | ||||||
| FirstCash Inc | 2,314 | 184,472 | ||||||
| Five Below Inc* | 3,119 | 574,270 | ||||||
| Foot Locker Inc | 5,887 | 372,588 | ||||||
| Fox Factory Holding Corp* | 2,181 | 339,102 | ||||||
| Gentex Corp | 13,581 | 482,126 | ||||||
| The Goodyear Tire & Rubber Co* | 13,550 | 268,697 | ||||||
| Harley-Davidson Inc | 8,141 | 394,594 | ||||||
| Healthcare Services Group Inc | 4,466 | 133,935 | ||||||
| Herman Miller Inc | 3,558 | 170,072 | ||||||
| IAA Inc* | 7,664 | 436,618 | ||||||
| Jack in the Box Inc | 1,378 | 156,541 | ||||||
| JetBlue Airways Corp* | 17,800 | 357,780 | ||||||
| KAR Auction Services Inc* | 7,759 | 139,196 | ||||||
| KB Home | 5,162 | 241,633 | ||||||
| Kohl's Corp | 8,755 | 485,815 | ||||||
| Lear Corp | 3,046 | 588,975 | ||||||
| Lithia Motors Inc | 1,500 | 527,985 | ||||||
| Marriott Vacations Worldwide Corp* | 2,090 | 360,086 | ||||||
| Mattel Inc* | 19,592 | 415,546 | ||||||
| MSC Industrial Direct Co Inc | 2,536 | 239,398 | ||||||
| Murphy USA Inc | 1,404 | 189,273 | ||||||
| Nordstrom Inc* | 6,132 | 205,667 | ||||||
| Nu Skin Enterprises Inc | 2,969 | 178,615 | ||||||
| Ollie's Bargain Outlet Holdings Inc* | 3,186 | 275,398 | ||||||
| Papa John's International Inc | 1,854 | 174,183 | ||||||
| Polaris Inc | 3,214 | 421,741 | ||||||
| RH* | 865 | 554,508 | ||||||
| Scientific Games Corp* | 3,258 | 236,335 | ||||||
| The Scotts Miracle-Gro Co | 2,308 | 501,690 | ||||||
| Six Flags Entertainment Corp* | 4,202 | 190,897 | ||||||
| Skechers USA Inc* | 7,802 | 370,595 | ||||||
| Taylor Morrison Home Corp* | 7,244 | 214,567 | ||||||
| Tempur Sealy International Inc | 9,908 | 381,458 | ||||||
| Texas Roadhouse Inc | 3,628 | 365,376 | ||||||
| Thor Industries Inc | 3,068 | 377,364 | ||||||
| Toll Brothers Inc | 6,211 | 405,206 | ||||||
| Travel + Leisure Co | 4,871 | 317,346 | ||||||
| Tri Pointe Homes Inc* | 6,608 | 159,385 | ||||||
| Univar Solutions Inc* | 9,540 | 258,439 | ||||||
| Urban Outfitters Inc* | 3,844 | 150,531 | ||||||
| Visteon Corp* | 1,554 | 190,303 | ||||||
| Watsco Inc | 1,853 | 539,964 | ||||||
| The Wendy's Co | 10,001 | 232,223 | ||||||
| Williams-Sonoma Inc | 4,246 | 719,867 | ||||||
| Wingstop Inc | 1,645 | 234,709 | ||||||
| World Fuel Services Corp | 3,940 | 121,076 | ||||||
| Wyndham Hotels & Resorts Inc | 5,203 | 390,537 | ||||||
| YETI Holdings Inc* | 4,150 | 363,540 | ||||||
| Total Consumer, Cyclical | 21,193,180 | |||||||
| Consumer, Non-Cyclical (17.16%) | ||||||||
| Acadia Healthcare Co Inc* | 4,932 | 317,424 | ||||||
| Adtalem Global Education Inc* | 2,780 | 101,136 | ||||||
| Amedisys Inc* | 1,813 | 468,425 | ||||||
| Arrowhead Pharmaceuticals Inc* | 5,777 | 419,410 | ||||||
| ASGN Inc* | 2,965 | 305,662 | ||||||
| Avis Budget Group Inc* | 2,879 | 252,834 | ||||||
| Bio-Techne Corp(a) | 2,153 | 890,976 | ||||||
| The Boston Beer Co Inc* | 514 | 543,894 | ||||||
| The Brink's Co | 2,739 | 206,548 | ||||||
| Cantel Medical Corp* | 2,257 | 183,562 | ||||||
| Chemed Corp | 889 | 436,801 | ||||||
| CoreLogic Inc | 4,055 | 322,373 | ||||||
| Coty Inc* | 12,121 | 107,998 | ||||||
| Darling Ingredients Inc* | 9,147 | 626,204 | ||||||
| Emergent BioSolutions Inc* | 2,551 | 154,718 | ||||||
| Encompass Health Corp | 5,510 | 472,703 | ||||||
| Envista Holdings Corp* | 8,875 | 387,305 | ||||||
| Exelixis Inc* | 17,704 | 399,225 | ||||||
| Flowers Foods Inc | 11,215 | 270,169 | ||||||
| FTI Consulting Inc* | 1,898 | 261,070 | ||||||
| Globus Medical Inc* | 4,207 | 303,156 | ||||||
| Graham Holdings Co | 224 | 148,409 | ||||||
| Grand Canyon Education Inc* | 2,596 | 236,080 | ||||||
| Grocery Outlet Holding Corp* | 4,882 | 166,330 | ||||||
| H&R Block Inc | 9,215 | 228,716 | ||||||
| Haemonetics Corp* | 2,814 | 158,878 |
| The Hain Celestial Group Inc* | 4,840 | 197,278 | ||||||
| Halozyme Therapeutics Inc* | 7,274 | 301,216 | ||||||
| HealthEquity Inc* | 4,363 | 362,653 | ||||||
| Helen of Troy Ltd* | 1,352 | 284,569 | ||||||
| Hill-Rom Holdings Inc | 3,720 | 413,962 | ||||||
| ICU Medical Inc* | 1,078 | 224,289 | ||||||
| Ingredion Inc | 3,720 | 353,140 | ||||||
| Insperity Inc | 2,038 | 187,883 | ||||||
| Integra LifeSciences Holdings Corp* | 3,953 | 272,955 | ||||||
| Jazz Pharmaceuticals PLC* | 3,129 | 557,369 | ||||||
| John Wiley & Sons Inc | 2,636 | 167,070 | ||||||
| Lancaster Colony Corp | 1,153 | 215,231 | ||||||
| LHC Group Inc* | 1,750 | 344,488 | ||||||
| Ligand Pharmaceuticals Inc* | 994 | 116,994 | ||||||
| LivaNova PLC* | 2,820 | 235,583 | ||||||
| LiveRamp Holdings Inc* | 3,739 | 187,847 | ||||||
| ManpowerGroup Inc | 3,049 | 368,899 | ||||||
| Masimo Corp* | 2,858 | 616,185 | ||||||
| Medpace Holdings Inc* | 1,529 | 255,435 | ||||||
| Molina Healthcare Inc* | 3,215 | 808,122 | ||||||
| Nektar Therapeutics* | 10,250 | 185,218 | ||||||
| Neogen Corp* | 2,604 | 240,375 | ||||||
| Neurocrine Biosciences Inc* | 5,208 | 501,114 | ||||||
| NuVasive Inc* | 2,872 | 195,870 | ||||||
| Patterson Cos Inc | 5,190 | 168,883 | ||||||
| Paylocity Holding Corp* | 2,089 | 354,775 | ||||||
| Penumbra Inc* | 1,871 | 466,085 | ||||||
| Pilgrim's Pride Corp* | 2,700 | 64,908 | ||||||
| Post Holdings Inc* | 3,395 | 392,224 | ||||||
| PRA Health Sciences Inc* | 3,555 | 607,621 | ||||||
| Progyny Inc* | 1,523 | 97,533 | ||||||
| Quidel Corp* | 1,964 | 231,968 | ||||||
| R1 RCM Inc* | 5,102 | 118,111 | ||||||
| Repligen Corp* | 2,730 | 498,525 | ||||||
| Sabre Corp* | 16,503 | 228,567 | ||||||
| Sanderson Farms Inc | 1,188 | 193,347 | ||||||
| Service Corp International | 9,393 | 498,017 | ||||||
| Sprouts Farmers Market Inc* | 7,118 | 189,339 | ||||||
| STAAR Surgical Co* | 2,560 | 373,837 | ||||||
| Strategic Education Inc | 1,374 | 97,334 | ||||||
| Syneos Health Inc* | 4,593 | 403,725 | ||||||
| Tenet Healthcare Corp* | 5,708 | 381,922 | ||||||
| Tootsie Roll Industries Inc | 1,129 | 35,323 | ||||||
| TreeHouse Foods Inc* | 3,098 | 150,904 | ||||||
| United Therapeutics Corp* | 2,463 | 457,872 | ||||||
| WEX Inc* | 2,445 | 479,000 | ||||||
| WW International Inc* | 2,743 | 107,800 | ||||||
| Total Consumer, Non-Cyclical | 22,561,371 | |||||||
| Energy (2.35%) | ||||||||
| Antero Midstream Corp | 17,306 | 166,138 | ||||||
| ChampionX Corp* | 10,834 | 287,101 | ||||||
| Cimarex Energy Co | 5,700 | 386,175 | ||||||
| CNX Resources Corp* | 11,242 | 153,116 | ||||||
| EQT Corp* | 14,895 | 311,008 | ||||||
| Equitrans Midstream Corp | 20,127 | 165,846 | ||||||
| First Solar Inc* | 4,363 | 332,068 | ||||||
| Murphy Oil Corp | 8,004 | 173,607 | ||||||
| SolarEdge Technologies Inc*,(a) | 2,832 | 730,684 | ||||||
| Sunrun Inc* | 8,648 | 386,739 | ||||||
| Total Energy | 3,092,482 | |||||||
| Financial (25.06%) | ||||||||
| Banks (7.37%) | ||||||||
| Associated Banc-Corp | 8,584 | 197,346 | ||||||
| BancorpSouth Bank | 5,591 | 170,973 | ||||||
| Bank of Hawaii Corp | 2,220 | 199,223 | ||||||
| Bank OZK | 6,752 | 288,378 | ||||||
| Cathay General Bancorp | 4,150 | 172,972 | ||||||
| CIT Group Inc | 5,707 | 302,357 | ||||||
| Commerce Bancshares Inc | 6,030 | 469,616 | ||||||
| Cullen/Frost Bankers Inc | 3,116 | 376,132 |
| East West Bancorp Inc | 7,991 | 597,567 | ||||||
| First Financial Bankshares Inc | 7,915 | 398,520 | ||||||
| First Horizon Corp | 29,803 | 568,343 | ||||||
| FNB Corp | 17,881 | 239,784 | ||||||
| Fulton Financial Corp | 9,889 | 171,376 | ||||||
| Glacier Bancorp Inc | 5,299 | 308,667 | ||||||
| Hancock Whitney Corp | 4,789 | 237,103 | ||||||
| Home BancShares Inc | 8,489 | 232,259 | ||||||
| International Bancshares Corp | 3,086 | 143,190 | ||||||
| PacWest Bancorp | 6,472 | 292,340 | ||||||
| Pinnacle Financial Partners Inc | 4,336 | 394,229 | ||||||
| Prosperity Bancshares Inc | 5,175 | 389,419 | ||||||
| Signature Bank | 3,214 | 802,697 | ||||||
| Synovus Financial Corp | 8,228 | 404,159 | ||||||
| TCF Financial Corp | 8,452 | 401,470 | ||||||
| Texas Capital Bancshares Inc* | 2,817 | 194,035 | ||||||
| Trustmark Corp | 3,872 | 129,906 | ||||||
| UMB Financial Corp | 2,395 | 231,620 | ||||||
| Umpqua Holdings Corp | 12,205 | 232,871 | ||||||
| United Bankshares Inc | 6,634 | 273,254 | ||||||
| Valley National Bancorp | 23,601 | 337,966 | ||||||
| Webster Financial Corp | 5,037 | 285,497 | ||||||
| Wintrust Financial Corp | 3,194 | 256,861 | ||||||
| 9,700,130 | ||||||||
| Diversified Financial Service (3.00%) | ||||||||
| Affiliated Managers Group Inc | 2,363 | 387,532 | ||||||
| Alliance Data Systems Corp | 2,799 | 338,819 | ||||||
| Evercore Inc | 2,355 | 343,500 | ||||||
| Federated Hermes Inc | 5,231 | 166,346 | ||||||
| Interactive Brokers Group Inc | 4,471 | 300,719 | ||||||
| Janus Henderson Group PLC | 8,514 | 327,874 | ||||||
| Jefferies Financial Group Inc | 11,467 | 368,435 | ||||||
| LendingTree Inc* | 603 | 123,766 | ||||||
| Navient Corp | 10,555 | 192,840 | ||||||
| PROG Holdings Inc | 3,750 | 197,700 | ||||||
| SEI Investments Co | 6,604 | 418,958 | ||||||
| SLM Corp | 18,581 | 376,265 | ||||||
| Stifel Financial Corp | 5,743 | 397,875 | ||||||
| 3,940,629 | ||||||||
| Insurance (4.69%) | ||||||||
| Alleghany Corp* | 775 | 555,342 | ||||||
| American Financial Group Inc | 3,880 | 516,273 | ||||||
| Brighthouse Financial Inc* | 4,960 | 241,354 | ||||||
| Brown & Brown Inc | 13,111 | 688,590 | ||||||
| CNO Financial Group Inc | 8,004 | 212,586 | ||||||
| Essent Group Ltd | 6,431 | 307,659 | ||||||
| First American Financial Corp | 6,187 | 397,886 | ||||||
| The Hanover Insurance Group Inc | 2,130 | 297,114 | ||||||
| Kemper Corp | 3,430 | 256,804 | ||||||
| Kinsale Capital Group Inc | 1,181 | 196,589 | ||||||
| Mercury General Corp | 1,634 | 103,922 | ||||||
| MGIC Investment Corp | 16,627 | 244,749 | ||||||
| Old Republic International Corp | 15,672 | 411,547 | ||||||
| Primerica Inc | 2,232 | 362,053 | ||||||
| Reinsurance Group of America Inc | 3,798 | 478,662 | ||||||
| RenaissanceRe Holdings Ltd | 2,661 | 410,113 | ||||||
| RLI Corp | 2,209 | 233,005 | ||||||
| Selective Insurance Group Inc | 3,316 | 249,595 | ||||||
| 6,163,843 | ||||||||
| Real Estate (9.44%) | ||||||||
| American Campus Communities Inc | 7,627 | 359,689 | ||||||
| Apartment Income REIT Corp | 8,250 | 384,285 | ||||||
| Brixmor Property Group Inc | 16,431 | 373,148 | ||||||
| Camden Property Trust | 5,397 | 676,676 | ||||||
| CoreSite Realty Corp | 2,286 | 277,178 | ||||||
| Corporate Office Properties Trust | 6,752 | 186,355 | ||||||
| Cousins Properties Inc | 8,551 | 317,157 | ||||||
| CyrusOne Inc | 6,595 | 486,381 | ||||||
| Douglas Emmett Inc | 9,604 | 333,451 | ||||||
| EastGroup Properties Inc | 2,238 | 353,783 | ||||||
| EPR Properties* | 4,167 | 204,808 | ||||||
| First Industrial Realty Trust Inc | 7,397 | 374,584 |
| Healthcare Realty Trust Inc | 7,860 | 238,472 | ||||||
| Highwoods Properties Inc | 6,044 | 276,090 | ||||||
| Hudson Pacific Properties Inc | 8,369 | 242,617 | ||||||
| JBG SMITH Properties | 6,347 | 204,437 | ||||||
| Jones Lang LaSalle Inc* | 2,843 | 574,997 | ||||||
| Kilroy Realty Corp | 5,682 | 398,933 | ||||||
| Lamar Advertising Co | 4,619 | 484,164 | ||||||
| Life Storage Inc | 4,077 | 405,417 | ||||||
| The Macerich Co | 6,213 | 98,849 | ||||||
| Medical Properties Trust Inc | 32,668 | 691,582 | ||||||
| National Retail Properties Inc | 9,304 | 431,240 | ||||||
| National Storage Affiliates Trust | 2,670 | 123,087 | ||||||
| Omega Healthcare Investors Inc | 12,731 | 466,209 | ||||||
| Park Hotels & Resorts Inc* | 13,160 | 273,596 | ||||||
| Pebblebrook Hotel Trust | 7,871 | 175,917 | ||||||
| Physicians Realty Trust | 11,481 | 208,151 | ||||||
| PotlatchDeltic Corp | 3,706 | 223,101 | ||||||
| PS Business Parks Inc | 1,112 | 172,316 | ||||||
| Rayonier Inc | 7,791 | 297,538 | ||||||
| Rexford Industrial Realty Inc | 7,402 | 408,812 | ||||||
| Sabra Health Care REIT Inc | 11,960 | 208,941 | ||||||
| Service Properties Trust | 9,588 | 120,425 | ||||||
| SL Green Realty Corp | 3,906 | 309,433 | ||||||
| Spirit Realty Capital Inc | 5,819 | 275,006 | ||||||
| STORE Capital Corp | 12,450 | 428,280 | ||||||
| Urban Edge Properties | 6,939 | 134,270 | ||||||
| Weingarten Realty Investors | 7,047 | 230,930 | ||||||
| 12,430,305 | ||||||||
| Savings&Loans (0.56%) | ||||||||
| New York Community Bancorp Inc | 25,710 | 307,749 | ||||||
| Sterling Bancorp | 10,983 | 292,587 | ||||||
| Washington Federal Inc | 4,201 | 140,061 | ||||||
| 740,397 | ||||||||
| Total Financial | 32,975,304 | |||||||
| Industrial (20.16%) | ||||||||
| Acuity Brands Inc | 2,041 | 379,116 | ||||||
| AECOM* | 8,355 | 543,159 | ||||||
| AGCO Corp | 3,403 | 470,873 | ||||||
| AptarGroup Inc | 3,587 | 528,401 | ||||||
| Arrow Electronics Inc* | 4,186 | 503,701 | ||||||
| Avnet Inc | 5,517 | 243,079 | ||||||
| Axon Enterprise Inc* | 3,457 | 486,020 | ||||||
| Belden Inc | 2,251 | 113,901 | ||||||
| Builders FirstSource Inc* | 11,368 | 506,331 | ||||||
| Carlisle Cos Inc | 2,958 | 568,883 | ||||||
| Clean Harbors Inc* | 2,859 | 266,173 | ||||||
| Cognex Corp(a) | 9,665 | 767,304 | ||||||
| Coherent Inc* | 1,354 | 355,574 | ||||||
| Colfax Corp* | 6,495 | 287,079 | ||||||
| Crane Co | 2,785 | 265,940 | ||||||
| Curtiss-Wright Corp | 2,322 | 290,993 | ||||||
| Donaldson Co Inc | 7,045 | 433,902 | ||||||
| Dycom Industries Inc* | 1,697 | 127,139 | ||||||
| Eagle Materials Inc | 2,332 | 342,244 | ||||||
| EMCOR Group Inc | 3,138 | 395,733 | ||||||
| Energizer Holdings Inc | 3,289 | 151,426 | ||||||
| EnerSys | 2,359 | 222,312 | ||||||
| Flowserve Corp | 7,337 | 311,015 | ||||||
| Fluor Corp* | 7,046 | 130,351 | ||||||
| GATX Corp | 1,939 | 191,302 | ||||||
| Graco Inc | 9,415 | 712,904 | ||||||
| Greif Inc | 1,668 | 102,932 | ||||||
| Hexcel Corp* | 4,708 | 279,938 | ||||||
| Hubbell Inc | 3,028 | 577,258 | ||||||
| II-VI Inc* | 5,436 | 366,223 | ||||||
| ITT Inc | 4,825 | 453,068 | ||||||
| Jabil Inc | 7,569 | 427,270 | ||||||
| Kennametal Inc | 4,827 | 181,061 | ||||||
| Kirby Corp* | 3,327 | 217,353 | ||||||
| Knight-Swift Transportation Holdings Inc | 6,796 | 324,373 |
| Landstar System Inc | 2,143 | 365,382 | ||||||
| Lennox International Inc | 1,903 | 665,917 | ||||||
| Lincoln Electric Holdings Inc | 3,398 | 436,915 | ||||||
| Littelfuse Inc | 1,350 | 352,674 | ||||||
| Louisiana-Pacific Corp | 5,904 | 396,808 | ||||||
| MasTec Inc* | 3,168 | 368,533 | ||||||
| MDU Resources Group Inc | 11,113 | 374,064 | ||||||
| Mercury Systems Inc* | 3,236 | 211,796 | ||||||
| The Middleby Corp* | 2,900 | 476,412 | ||||||
| MSA Safety Inc | 2,076 | 348,893 | ||||||
| National Instruments Corp | 6,872 | 280,378 | ||||||
| Nordson Corp | 2,981 | 660,858 | ||||||
| nVent Electric PLC | 9,376 | 305,095 | ||||||
| Oshkosh Corp | 3,779 | 496,712 | ||||||
| Owens Corning | 5,817 | 620,383 | ||||||
| Regal Beloit Corp | 2,291 | 325,849 | ||||||
| Ryder System Inc | 3,105 | 253,958 | ||||||
| Silgan Holdings Inc | 4,332 | 182,507 | ||||||
| Simpson Manufacturing Co Inc | 2,135 | 239,803 | ||||||
| Sonoco Products Co | 5,565 | 375,749 | ||||||
| Stericycle Inc* | 5,074 | 398,613 | ||||||
| SYNNEX Corp | 2,380 | 301,308 | ||||||
| Terex Corp | 3,952 | 206,966 | ||||||
| Tetra Tech Inc | 3,009 | 359,485 | ||||||
| The Timken Co | 3,817 | 337,614 | ||||||
| TopBuild Corp* | 1,687 | 334,110 | ||||||
| The Toro Co | 5,993 | 665,762 | ||||||
| Trex Co Inc* | 6,537 | 636,769 | ||||||
| Trinity Industries Inc | 5,026 | 139,622 | ||||||
| Universal Display Corp | 2,394 | 516,769 | ||||||
| Valmont Industries Inc | 1,193 | 295,864 | ||||||
| Vishay Intertechnology Inc | 7,974 | 191,934 | ||||||
| Vontier Corp | 9,493 | 333,014 | ||||||
| Werner Enterprises Inc | 2,668 | 128,037 | ||||||
| Woodward Inc | 3,285 | 417,786 | ||||||
| Worthington Industries Inc | 2,014 | 133,669 | ||||||
| XPO Logistics Inc* | 5,756 | 845,729 | ||||||
| Total Industrial | 26,506,068 | |||||||
| Technology (8.32%) | ||||||||
| ACI Worldwide Inc* | 6,501 | 248,728 | ||||||
| Amkor Technology Inc | 5,924 | 124,996 | ||||||
| Aspen Technology Inc* | 3,760 | 513,127 | ||||||
| Blackbaud Inc* | 2,682 | 189,591 | ||||||
| Brooks Automation Inc | 4,091 | 417,650 | ||||||
| CACI International Inc* | 1,397 | 356,179 | ||||||
| CDK Global Inc | 6,744 | 352,981 | ||||||
| Ceridian HCM Holding Inc* | 6,947 | 621,479 | ||||||
| Cirrus Logic Inc* | 3,261 | 254,586 | ||||||
| CMC Materials Inc | 1,695 | 261,589 | ||||||
| CommVault Systems Inc* | 2,533 | 192,939 | ||||||
| Concentrix Corp* | 2,380 | 363,474 | ||||||
| Cree Inc* | 6,115 | 611,561 | ||||||
| Fair Isaac Corp*,(a) | 1,637 | 828,420 | ||||||
| Genpact Ltd | 9,700 | 443,678 | ||||||
| J2 Global Inc* | 2,375 | 295,759 | ||||||
| KBR Inc | 7,951 | 323,924 | ||||||
| Lattice Semiconductor Corp* | 7,569 | 401,687 | ||||||
| Lumentum Holdings Inc* | 4,247 | 345,578 | ||||||
| Manhattan Associates Inc* | 3,548 | 482,457 | ||||||
| Maximus Inc | 3,508 | 325,086 | ||||||
| MKS Instruments Inc | 3,055 | 575,043 | ||||||
| NCR Corp* | 7,171 | 345,642 | ||||||
| NetScout Systems Inc* | 3,968 | 116,659 | ||||||
| Qualys Inc* | 1,539 | 148,791 | ||||||
| Sailpoint Technologies Holdings Inc* | 4,474 | 208,175 | ||||||
| Science Applications International Corp | 2,858 | 256,820 | ||||||
| Semtech Corp* | 3,680 | 231,840 | ||||||
| Silicon Laboratories Inc* | 2,527 | 345,087 | ||||||
| Synaptics Inc* | 1,913 | 241,669 | ||||||
| Teradata Corp* | 6,057 | 289,949 | ||||||
| Xerox Holdings Corp | 9,398 | 220,383 | ||||||
| Total Technology | 10,935,527 |
| Utilities (3.11%) | ||||||||
| ALLETE Inc | 2,880 | 198,403 | ||||||
| Black Hills Corp | 3,620 | 238,160 | ||||||
| Essential Utilities Inc | 12,576 | 601,133 | ||||||
| Hawaiian Electric Industries Inc | 6,349 | 273,324 | ||||||
| IDACORP Inc | 2,936 | 287,581 | ||||||
| National Fuel Gas Co | 5,201 | 269,880 | ||||||
| New Jersey Resources Corp | 5,564 | 237,694 | ||||||
| NorthWestern Corp | 3,039 | 192,521 | ||||||
| OGE Energy Corp | 11,085 | 382,433 | ||||||
| ONE Gas Inc | 3,072 | 228,311 | ||||||
| PNM Resources Inc | 4,449 | 218,535 | ||||||
| Southwest Gas Holdings Inc | 3,218 | 212,420 | ||||||
| Spire Inc | 3,071 | 220,068 | ||||||
| UGI Corp | 11,636 | 535,838 | ||||||
| Total Utilities | 4,096,301 | |||||||
| Total Common Stock (Cost $77,088,196) | 131,021,434 | |||||||
| Collateral Received for Securities on Loan (0.40%) | ||||||||
| Mount Vernon Liquid Assets Portfolio (Cost $523,917) | 523,917 | 523,917 | ||||||
| Total Investments (Cost $77,612,113)(b) (100.03%) | $ | 131,545,351 | ||||||
| Other Net Assets (-0.03%) | (35,725 | ) | ||||||
| Net Assets (100.00%) | $ | 131,509,626 |
| * | 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 $77,712,279 |
At May 31, 2021, unrealized appreciation/(depreciation) of securities for federal income tax purposes is as follows:
| Unrealized appreciation | $ | 57,006,628 | ||
| Unrealized depreciation | (3,173,556 | ) | ||
| Net unrealized appreciation | $ | 53,833,072 |
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 - $100 times premium / delivery month / commitment / exchange
| S&P MidCap E-MINI | Notional Amount | Value | Unrealized Depreciation | |||||||||
| 1 / JUN 2021 / Long / CME | $ | 276,680 | $ | 272,670 | $ | (4,010 | ) | |||||