NPORT-EX 2 fp0066193_nportex.htm

 

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)