NPORT-EX 2 fp0076865_nportex.htm

S&P SMALLCAP INDEX FUND

Portfolio of Investments (Unaudited)

May 31, 2022

Security Description	Shares		Value
Common Stock (99.44%)

Basic Materials (5.22%)
AdvanSix Inc		1,786	$	82,745
Allegheny Technologies Inc*^,#		8,015		220,413
American Vanguard Corp		1,902		46,941
Arconic Corp*		6,331		178,091
Balchem Corp		2,039		253,713
Carpenter Technology Corp		2,804		98,785
Century Aluminum Co*		3,179		37,512
Clearwater Paper Corp*		1,183		40,636
Compass Minerals International Inc		2,139		96,105
GCP Applied Technologies Inc*		3,238		100,767
Glatfelter Corp^#		3,163		27,265
Hawkins Inc		1,183		42,777
HB Fuller Co		3,369		239,469
Innospec Inc		1,552		158,351
Kaiser Aluminum Corp		1,057		107,994
Koppers Holdings Inc		1,482		40,162
Livent Corp*^,(a)		9,782		310,970
Mercer International Inc		2,867		42,346
Neenah Inc		1,088		41,246
Quaker Chemical Corp		854		133,566
Rayonier Advanced Materials Inc*		3,576		13,768
Rogers Corp*^,(a)		1,190		315,802
Schweitzer-Mauduit International Inc		2,067		56,057
Stepan Co		1,381		154,824
Sylvamo Corp*		2,257		114,520
Trinseo PLC		2,559		121,015
Unifi Inc*		1,046		16,537
Total Basic Materials				3,092,377


Communications (4.24%)
A10 Networks Inc		3,745		57,710
ADTRAN Inc		3,066		56,813
AMC Networks Inc*		1,982		77,813
ATN International Inc		779		34,346
CalAmp Corp*		2,444		17,743
Cars.com Inc*		4,119		42,632
Cogent Communications Holdings Inc		2,695		162,751
Consolidated Communications Holdings Inc*		5,162		34,172
ePlus Inc*		1,798		102,019
The EW Scripps Co*		3,903		61,941
Extreme Networks Inc*		7,992		79,281
Gannett Co Inc*		9,383		36,875
Gogo Inc*		4,207		85,234
Harmonic Inc*		6,868		66,139
HealthStream Inc*		1,832		37,318
InterDigital Inc		1,985		129,601
Liquidity Services Inc*		1,928		26,144
NETGEAR Inc*		1,998		38,062
OptimizeRx Corp*		1,119		28,624
Perficient Inc*^,#		2,092		204,828
Plantronics Inc*		2,344		92,541
QuinStreet Inc*		3,238		35,618
Scholastic Corp		1,976		74,159
Shenandoah Telecommunications Co		3,229		74,138
Shutterstock Inc		1,461		87,952
TechTarget Inc*		1,557		110,687
Telephone and Data Systems Inc		6,350		112,586
Thryv Holdings Inc*		1,075		28,154
Viavi Solutions Inc*		14,793		214,055
Vonage Holdings Corp*^,(a)		15,519		300,603
Total Communications				2,510,539

Consumer, Cyclical (14.21%)
Abercrombie & Fitch Co*		3,721		76,057
Academy Sports & Outdoors Inc		5,484		183,769
Allegiant Travel Co*		873		130,470
American Axle & Manufacturing Holdings Inc*		7,476		60,630
America's Car-Mart Inc*		397		43,035
Asbury Automotive Group Inc*		1,487		269,370
Bed Bath & Beyond Inc*		6,028		52,142
Big Lots Inc		1,911		46,800
BJ's Restaurants Inc*		1,372		36,042
Bloomin' Brands Inc		5,356		113,065
Boot Barn Holdings Inc*		1,856		149,779
Brinker International Inc*		2,790		84,677
The Buckle Inc		1,891		62,138
Caleres Inc		2,523		71,805
The Cato Corp		1,556		20,306
Cavco Industries Inc*^,#		542		120,411
Century Communities Inc		1,701		92,483
The Cheesecake Factory Inc		3,118		101,834
Chico's FAS Inc*		8,496		42,055
The Children's Place Inc*		943		44,774
Chuy's Holdings Inc*		1,345		30,384
Cinemark Holdings Inc*		6,765		114,870
Conn's Inc*		1,366		18,031
Dave & Buster's Entertainment Inc*		2,448		92,755
Designer Brands Inc		3,952		61,375
Dine Brands Global Inc		1,098		80,692
Dorman Products Inc*		1,852		187,145
El Pollo Loco Holdings Inc*		1,399		14,494
Ethan Allen Interiors Inc		1,450		33,727
Fossil Group Inc*		3,328		24,428
Genesco Inc*		894		50,341
Gentherm Inc*		2,093		144,291
G-III Apparel Group Ltd*		2,872		71,972
GMS Inc*		2,817		140,315
Golden Entertainment Inc*		1,277		60,377
Group 1 Automotive Inc		1,100		197,549
Guess? Inc		2,510		52,359
Haverty Furniture Cos Inc		1,111		31,397
Hawaiian Holdings Inc*		3,036		53,889
Healthcare Services Group Inc		4,744		81,454
Hibbett Inc		956		48,517
HNI Corp		2,445		93,228
Installed Building Products Inc		1,478		141,208
Interface Inc		4,184		60,208
iRobot Corp*		1,698		80,808
Jack in the Box Inc		1,024		69,939
KAR Auction Services Inc*		7,573		120,941
Kontoor Brands Inc		3,132		125,499
La-Z-Boy Inc		2,792		71,280
LCI Industries		1,627		194,459
LGI Homes Inc*^,#		1,345		131,797
LL Flooring Holdings Inc*		1,940		23,299
M/I Homes Inc*		1,897		88,685
The Marcus Corp*		1,646		25,793
MarineMax Inc*		1,369		56,690
MDC Holdings Inc		3,636		138,822
Meritage Homes Corp*		2,392		204,062
Meritor Inc*		4,457		161,210
Methode Electronics Inc		2,332		105,057
Monarch Casino & Resort Inc*		854		57,944
Motorcar Parts of America Inc*		1,357		20,124
Movado Group Inc		1,175		39,868
The ODP Corp*		3,016		115,181
Oxford Industries Inc		1,009		91,980
Patrick Industries Inc		1,482		89,083
PC Connection Inc		791		35,366
PetMed Express Inc		1,445		31,833
PriceSmart Inc		1,558		122,506
Red Robin Gourmet Burgers Inc*		926		9,112
Resideo Technologies Inc*		8,667		204,715
Ruth's Hospitality Group Inc		1,944		35,828
Sally Beauty Holdings Inc*		6,888		104,422
ScanSource Inc*		1,608		62,294
Shake Shack Inc*		2,372		115,398
Shoe Carnival Inc		1,280		34,893
Signet Jewelers Ltd		3,292		196,203
SkyWest Inc*		3,356		90,478
Sleep Number Corp*^,#		1,501		68,941
Sonic Automotive Inc		1,339		61,072
Sonos Inc*		8,012		177,306
Standard Motor Products Inc		1,301		51,975
Steven Madden Ltd		4,819		179,170
Titan International Inc*		3,341		60,840
Tri Pointe Homes Inc*		6,971		146,879
Tupperware Brands Corp*		3,285		21,780
UniFirst Corp		959		156,739
Universal Electronics Inc*		997		26,720
Vera Bradley Inc*		1,892		12,885
Veritiv Corp*		911		132,414
Vista Outdoor Inc*		3,609		139,091
Wabash National Corp		3,495		53,648
Winnebago Industries Inc		2,107		104,191
Wolverine World Wide Inc		5,154		109,986
World Fuel Services Corp		4,080		101,143
XPEL Inc*		522		26,946
Zumiez Inc*		1,394		45,737
Total Consumer, Cyclical				8,419,680

Consumer, Non-Cyclical (18.95%)
The Aaron's Co Inc		2,245		43,912
ABM Industries Inc		4,338		209,742
Addus HomeCare Corp*		991		82,749
Adtalem Global Education Inc*		3,189		104,025
Alarm.com Holdings Inc*		2,918		184,505
American Public Education Inc*		1,102		15,362
AMN Healthcare Services Inc*^,#		2,978		288,568
Amphastar Pharmaceuticals Inc*		2,454		91,142
The Andersons Inc		2,041		76,762
AngioDynamics Inc*		2,694		52,883
ANI Pharmaceuticals Inc*		753		22,778
Anika Therapeutics Inc*		1,022		22,218
Arcus Biosciences Inc*		2,864		54,273
Arlo Technologies Inc*		5,260		37,241
Artivion Inc*		2,686		52,538
Avanos Medical Inc*		3,101		88,968
Avid Bioservices Inc*		3,882		51,902
B&G Foods Inc		4,291		97,020
BioLife Solutions Inc*		1,847		25,341
Calavo Growers Inc		1,095		37,285
Cal-Maine Foods Inc		2,229		106,390
Cara Therapeutics Inc*		1,387		11,540
Cardiovascular Systems Inc*		2,591		42,130
Celsius Holdings Inc*		2,413		161,888
Central Garden & Pet Co - Class A*		2,610		110,481
Central Garden & Pet Co*		702		31,716
The Chefs' Warehouse Inc*		1,825		65,207
Coca-Cola Consolidated Inc		292		164,971
Coherus Biosciences Inc*		4,320		31,709
Collegium Pharmaceutical Inc*		1,483		23,164
Community Health Systems Inc*		7,521		39,410
CONMED Corp		1,871		217,579
Corcept Therapeutics Inc*		5,978		124,582
CoreCivic Inc*		7,761		99,884
CorVel Corp*^,#		591		88,154
Covetrus Inc*^,#		6,600		137,412
Cross Country Healthcare Inc*		2,325		41,036
Cutera Inc*		1,019		45,845
Cytokinetics Inc*^,#		5,392		215,141
Deluxe Corp		2,788		66,717
Dynavax Technologies Corp*		7,524		89,235
Eagle Pharmaceuticals Inc*		724		33,811
Edgewell Personal Care Co		3,507		127,655
elf Beauty Inc*		2,547		67,801
Embecta Corp*		3,576		88,613
Emergent BioSolutions Inc*		3,037		100,100
Enanta Pharmaceuticals Inc*		1,144		45,680
Endo International PLC*		14,456		7,628
The Ensign Group Inc		3,306		268,348
EVERTEC Inc		3,795		143,982
Forrester Research Inc*		760		39,771
Fresh Del Monte Produce Inc		1,961		50,084
Fulgent Genetics Inc*		1,246		67,919
Glaukos Corp*		2,792		113,997
Green Dot Corp*		3,393		97,854
Hanger Inc*		2,316		36,570
Harmony Biosciences Holdings Inc*		1,410		61,476
Heidrick & Struggles International Inc		1,373		47,451
Heska Corp*		688		68,656
Hostess Brands Inc*^,#		8,716		185,215
Innoviva Inc*		4,184		63,471
Inogen Inc*		1,194		30,662
Integer Holdings Corp*		2,079		165,863
Inter Parfums Inc		1,165		85,977
iTeos Therapeutics Inc*		1,290		22,575
J & J Snack Foods Corp		935		119,886
John B Sanfilippo & Son Inc		629		48,043
The Joint Corp*		851		14,195
Kelly Services Inc		2,377		47,445
Korn Ferry		3,492		214,618
Lantheus Holdings Inc*		4,264		292,169
LeMaitre Vascular Inc		1,174		53,675
Ligand Pharmaceuticals Inc*		1,059		94,156
Medifast Inc		695		115,891
MEDNAX Inc*		5,538		106,994
Meridian Bioscience Inc*		2,867		78,843
Merit Medical Systems Inc*		3,169		194,545
MGP Ingredients Inc		853		82,622
ModivCare Inc*		822		78,443
Monro Inc		2,226		105,557
Myriad Genetics Inc*		4,997		96,142
National Beverage Corp		1,539		76,381
Natus Medical Inc*		2,190		71,810
Nektar Therapeutics*		11,864		41,287
NeoGenomics Inc*		7,328		61,702
Omnicell Inc*^,#,(a)		2,762		307,024
OraSure Technologies Inc*		4,421		18,347
Organogenesis Holdings Inc*		3,226		18,098
Orthofix Medical Inc*		1,364		37,496
Owens & Minor Inc		4,502		157,030
Pacira BioSciences Inc*		2,858		180,769
The Pennant Group Inc*		1,684		32,215
Perdoceo Education Corp*		4,611		50,306
Phibro Animal Health Corp		1,453		27,912
Prestige Consumer Healthcare Inc*		3,220		179,740
PROG Holdings Inc*		3,561		103,946
Quanex Building Products Corp		2,375		48,308
RadNet Inc*		2,988		61,344
REGENXBIO Inc*		1,997		42,017
Rent-A-Center Inc		3,850		106,029
Resources Connection Inc		2,156		39,821
Select Medical Holdings Corp		6,675		162,536
Seneca Foods Corp*		442		25,128
The Simply Good Foods Co*		5,356		214,026
SpartanNash Co		2,264		77,904
Strategic Education Inc		1,425		93,794
Supernus Pharmaceuticals Inc*		3,522		98,158
Surmodics Inc*		970		38,053
Tactile Systems Technology Inc*		1,362		13,838
Tivity Health Inc*		2,501		81,032
Tootsie Roll Industries Inc		1,145		37,865
TreeHouse Foods Inc*		3,542		145,647
TrueBlue Inc*		2,412		53,112
uniQure NV*^,#		2,283		32,784
United Natural Foods Inc*		3,630		153,948
Universal Corp		1,631		103,862
US Physical Therapy Inc		855		96,264
USANA Health Sciences Inc*		735		51,693
Vanda Pharmaceuticals Inc*		3,820		37,551
Varex Imaging Corp*		2,748		63,314
Vector Group Ltd		8,486		104,463
Vericel Corp*		2,991		81,206
Viad Corp*		1,455		43,825
Vir Biotechnology Inc*		4,602		118,778
WD-40 Co		885		167,079
WW International Inc*		6,715		47,609
Xencor Inc*		3,700		82,621
Zimvie Inc*		1,311		28,540
Total Consumer, Non-Cyclical				11,234,000

Energy (6.52%)
Archrock Inc		8,479		85,044
Bristow Group Inc*		1,489		47,335
Callon Petroleum Co*^,#		3,051		178,361
Civitas Resources Inc^(a)		4,510		344,339
CONSOL Energy Inc*		1,985		102,347
Core Laboratories NV		2,961		83,441
DMC Global Inc*		786		21,749
Dril-Quip Inc*		2,345		73,727
FutureFuel Corp		1,848		13,287
Green Plains Inc*		3,445		112,238
Helix Energy Solutions Group Inc*		9,162		42,512
Helmerich & Payne Inc^(a)		6,602		332,411
Laredo Petroleum Inc*		645		54,290
Nabors Industries Ltd*		420		70,043
NOW Inc*		5,519		60,930
Oceaneering International Inc*		6,554		83,367
Oil States International Inc*		4,333		33,537
Par Pacific Holdings Inc*		2,639		43,280
Patterson-UTI Energy Inc		12,535		239,168
PBF Energy Inc*		5,984		198,669
ProPetro Holding Corp*		5,328		69,530
Ranger Oil Corp*		964		41,269
Renewable Energy Group Inc*		3,231		198,093
REX American Resources Corp*		330		28,674
RPC Inc*		3,687		34,510
SM Energy Co^(a)		7,601		366,900
Southwestern Energy Co*^,(a)		69,971		638,136
SunCoke Energy Inc		5,463		44,196
Talos Energy Inc*		1,436		31,018
US Silica Holdings Inc*		4,697		83,043
Warrior Met Coal Inc		3,238		108,862
Total Energy				3,864,306

Financial (25.42%)
Banks (9.79%)
Allegiance Bancshares Inc		1,202		48,381
Ameris Bancorp		4,211		191,979
BancFirst Corp		1,006		91,274
Bancorp Inc*		3,287		68,468
BankUnited Inc		5,511		229,588
Banner Corp		2,195		127,551
Central Pacific Financial Corp		1,761		42,511
City Holding Co		952		78,150
Columbia Banking System Inc		4,632		139,655
Community Bank System Inc		3,471		229,086
Customers Bancorp Inc*		1,891		78,098
CVB Financial Corp		8,024		198,835
Dime Community Bancshares Inc		1,639		51,530
Eagle Bancorp Inc		2,012		99,715
FB Financial Corp		2,073		87,107
First BanCorp/Puerto Rico		12,629		188,551
First Bancorp/Southern Pines NC		2,219		83,146
First Commonwealth Financial Corp		5,896		82,603
First Financial Bancorp		5,905		123,887
First Hawaiian Inc		7,746		198,375
Flagstar Bancorp Inc		3,398		130,925
Hanmi Financial Corp		1,915		44,696
Heritage Financial Corp		2,370		61,857
Hilltop Holdings Inc		3,970		119,140
HomeStreet Inc		1,321		53,250
Hope Bancorp Inc		7,571		110,385
Independent Bank Corp		3,019		251,483
Independent Bank Group Inc		2,326		169,984
Lakeland Financial Corp		1,632		117,765
Meta Financial Group Inc		1,867		77,611
National Bank Holdings Corp		2,037		83,008
NBT Bancorp Inc		2,730		100,955
OFG Bancorp		3,140		88,988
Park National Corp		928		114,803
Preferred Bank		877		60,083
Renasant Corp		3,511		108,630
S&T Bancorp Inc		2,541		74,731
Seacoast Banking Corp of Florida		3,573		122,340
ServisFirst Bancshares Inc		3,122		260,250
Simmons First National Corp		6,990		179,713
Southside Bancshares Inc		2,091		84,330
Tompkins Financial Corp		798		60,816
Triumph Bancorp Inc*		1,485		108,019
TrustCo Bank Corp NY		1,388		44,707
Trustmark Corp		3,968		115,429
United Community Banks Inc		6,727		211,430
Veritex Holdings Inc		3,196		110,134
Walker & Dunlop Inc		1,860		197,737
Westamerica BanCorp		1,692		101,875
				5,803,564
Diversified Financial Service (1.83%)
B Riley Financial Inc		1,016		55,220
Blucora Inc*		3,171		56,095
Brightsphere Investment Group Inc		2,258		46,041
Encore Capital Group Inc*		1,562		95,454
Enova International Inc*		2,136		67,455
EZCORP Inc*		4,257		32,268
Greenhill & Co Inc		1,066		13,112
LendingTree Inc*		727		45,881
Mr Cooper Group Inc*		4,570		198,155
Piper Sandler Cos		918		120,983
PRA Group Inc*^,#		2,747		101,639
StoneX Group Inc*		1,067		80,100
Virtus Investment Partners Inc		449		86,504
WisdomTree Investments Inc		7,365		43,822
World Acceptance Corp*		265		39,239
				1,081,968
Insurance (2.87%)
Ambac Financial Group Inc*		3,262		34,936
American Equity Investment Life Holding Co		5,232		210,640
AMERISAFE Inc		1,293		65,167
Assured Guaranty Ltd		4,397		258,763
eHealth Inc*		1,677		17,609
Employers Holdings Inc		1,761		72,923
Genworth Financial Inc*		32,702		132,443
HCI Group Inc		459		31,198
Horace Mann Educators Corp		2,613		105,722
James River Group Holdings Ltd		2,043		52,199
NMI Holdings Inc*		5,506		102,467
Palomar Holdings Inc*		1,266		78,682
ProAssurance Corp		3,557		79,001
Safety Insurance Group Inc		941		87,381
Selectquote Inc*		7,890		23,039
SiriusPoint Ltd*		5,736		32,122
Stewart Information Services Corp		1,698		94,222
Trupanion Inc*		2,205		147,470
United Fire Group Inc		1,524		49,393
Universal Insurance Holdings Inc		2,188		28,225
				1,703,602
Real Estate (9.18%)
Acadia Realty Trust		5,770		113,438
Agree Realty Corp^#,(a)		4,485		312,021
Alexander & Baldwin Inc		4,568		93,187
American Assets Trust Inc		3,246		110,689
Anywhere Real Estate Inc*		7,684		95,128
Apollo Commercial Real Estate Finance Inc		8,591		109,363
Armada Hoffler Properties Inc		3,969		54,693
ARMOUR Residential REIT Inc		4,218		31,888
Brandywine Realty Trust		10,779		120,186
CareTrust REIT Inc		6,403		118,648
Centerspace		832		69,039
Chatham Lodging Trust*		3,361		42,819
Community Healthcare Trust Inc		1,456		54,862
DiamondRock Hospitality Co*		13,438		138,277
Diversified Healthcare Trust		15,727		35,700
Douglas Elliman Inc		4,243		24,397
Easterly Government Properties Inc		5,311		104,255
Ellington Financial Inc		3,507		54,323
Essential Properties Realty Trust Inc		7,581		173,453
Four Corners Property Trust Inc		4,936		136,086
Franklin BSP Realty Trust Inc		2,227		34,474
Franklin Street Properties Corp		6,376		28,820
The GEO Group Inc*^,#		6,097		43,350
Getty Realty Corp		2,449		68,425
Global Net Lease Inc		5,985		86,603
Granite Point Mortgage Trust Inc		3,929		43,219
Hersha Hospitality Trust*		2,572		28,241
Industrial Logistics Properties Trust		4,361		66,549
Innovative Industrial Properties Inc		1,708		227,249
Invesco Mortgage Capital Inc		20,040		35,671
iStar Inc		4,376		76,142
KKR Real Estate Finance Trust Inc		2,854		58,279
LTC Properties Inc		2,624		101,654
LXP Industrial Trust		17,951		207,514
Marcus & Millichap Inc		1,681		70,400
New York Mortgage Trust Inc		24,542		74,362
NexPoint Residential Trust Inc		1,473		108,236
Office Properties Income Trust		3,225		68,725
Orion Office REIT Inc		3,501		46,668
PennyMac Mortgage Investment Trust		6,332		102,452
RE/MAX Holdings Inc		1,277		31,031
Ready Capital Corp		2,655		38,975
Redwood Trust Inc		7,449		75,980
Retail Opportunity Investments Corp		7,888		142,536
RPT Realty		5,757		70,063
Safehold Inc		946		42,428
Saul Centers Inc		843		41,358
Service Properties Trust		10,635		67,320
SITE Centers Corp		11,541		181,425
The St Joe Co		2,077		104,868
Summit Hotel Properties Inc*		6,976		60,970
Tanger Factory Outlet Centers Inc		6,168		108,002
Two Harbors Investment Corp^#		20,244		108,103
Uniti Group Inc		14,870		168,626
Universal Health Realty Income Trust		828		44,439
Urban Edge Properties		6,914		130,329
Urstadt Biddle Properties Inc		2,141		37,682
Veris Residential Inc*		5,085		81,818
Washington Real Estate Investment Trust		5,482		133,158
Whitestone REIT		5,830		71,651
Xenia Hotels & Resorts Inc*		7,194		132,298
				5,442,545
Savings&Loans (1.75%)
Axos Financial Inc*		3,322		128,395
Banc of California Inc		3,213		61,818
Berkshire Hills Bancorp Inc		3,076		80,314
Brookline Bancorp Inc		5,218		73,939
Capitol Federal Financial Inc		8,349		84,742
Northfield Bancorp Inc		3,099		41,186
Northwest Bancshares Inc		7,972		102,759
Pacific Premier Bancorp Inc		5,653		184,062
Provident Financial Services Inc		4,301		98,880
WSFS Financial Corp		4,209		180,061
				1,036,156

Total Financial				15,067,835

Industrial (15.15%)
AAON Inc^#		2,637		141,290
AAR Corp*		2,190		105,602
Advanced Energy Industries Inc		2,372		193,223
Aerojet Rocketdyne Holdings Inc*^,#		4,783		194,859
AeroVironment Inc*		1,474		135,549
Alamo Group Inc		650		76,460
Albany International Corp		2,054		173,358
American Woodmark Corp*		1,115		58,069
Apogee Enterprises Inc		1,595		66,352
Applied Industrial Technologies Inc		2,422		250,459
ArcBest Corp		1,556		117,680
Arcosa Inc		3,115		164,690
Astec Industries Inc		1,504		70,342
Atlas Air Worldwide Holdings Inc*		1,275		88,880
AZZ Inc		1,564		70,005
Badger Meter Inc^#		1,884		149,100
Barnes Group Inc		2,934		105,712
Benchmark Electronics Inc		2,427		61,864
Boise Cascade Co		2,535		196,006
Brady Corp		3,056		148,247
CIRCOR International Inc*		1,426		27,721
Comfort Systems USA Inc		2,255		202,319
Comtech Telecommunications Corp		1,747		21,855
CTS Corp		2,147		87,318
Dorian LPG Ltd		2,072		35,224
DXP Enterprises Inc*		1,147		35,190
Encore Wire Corp		1,275		159,401
Enerpac Tool Group Corp		3,859		75,328
EnPro Industries Inc		1,297		124,201
ESCO Technologies Inc		1,684		110,824
Exponent Inc^(a)		3,308		299,010
Fabrinet*		2,343		203,536
FARO Technologies Inc*		1,177		37,923
Federal Signal Corp		3,821		134,117
Forward Air Corp		1,722		160,473
Franklin Electric Co Inc		2,481		182,899
Gibraltar Industries Inc*		2,180		91,037
Granite Construction Inc^#		2,886		94,228
The Greenbrier Cos Inc		2,166		90,127
Griffon Corp		3,050		97,814
Harsco Corp*		5,252		43,592
Haynes International Inc		896		34,272
Heartland Express Inc		3,348		47,809
Hillenbrand Inc		4,641		194,179
Hub Group Inc*		2,139		156,104
Ichor Holdings Ltd*		1,611		48,717
Insteel Industries Inc		1,310		54,247
Itron Inc*		2,868		148,017
John Bean Technologies Corp		1,987		241,917
Kaman Corp		1,860		67,351
Knowles Corp*		6,051		116,300
Lindsay Corp		723		91,098
Marten Transport Ltd		3,797		66,675
Materion Corp		1,352		110,837
Matson Inc		2,647		237,912
Matthews International Corp		2,048		66,273
Mesa Laboratories Inc		287		60,055
Moog Inc		1,898		154,478
Mueller Industries Inc		3,631		195,529
Myers Industries Inc^#		2,544		60,547
MYR Group Inc*		1,085		99,397
National Presto Industries Inc		360		24,332
NV5 Global Inc*		742		91,400
O-I Glass Inc*		10,182		167,494
Olympic Steel Inc		587		20,058
OSI Systems Inc*		1,028		86,270
Park Aerospace Corp		1,578		19,220
PGT Innovations Inc*		3,924		78,872
Plexus Corp*		1,779		150,859
Powell Industries Inc		713		19,165
Proto Labs Inc*		1,786		86,067
Sanmina Corp*		4,055		177,974
SPX Corp*		2,841		142,988
Standex International Corp		817		76,063
Sturm Ruger & Co Inc		1,189		80,721
Tennant Co		1,234		76,804
TimkenSteel Corp*		2,857		65,997
Tredegar Corp		1,767		21,398
Triumph Group Inc*		3,587		54,881
TTM Technologies Inc*		6,638		94,857
UFP Industries Inc^(a)		3,958		305,558
Total Industrial				8,974,576

Technology (7.69%)
3D Systems Corp*		8,262		89,312
8x8 Inc*		6,972		50,547
Agilysys Inc*		1,224		50,025
Allscripts Healthcare Solutions Inc*^,#		7,943		135,746
Alpha & Omega Semiconductor Ltd*		1,334		58,603
Apollo Medical Holdings Inc*^,#		2,391		89,758
Axcelis Technologies Inc*		2,091		129,767
Cerence Inc*^,#		2,459		78,098
CEVA Inc*		1,480		53,384
Cohu Inc*^,#		2,793		84,991
Computer Programs and Systems Inc*		894		28,510
Consensus Cloud Solutions Inc*		1,021		49,039
Corsair Gaming Inc*		2,073		33,272
CSG Systems International Inc		2,056		127,863
Diebold Nixdorf Inc*		5,500		17,105
Digi International Inc*		2,028		44,819
Diodes Inc*		2,808		216,244
Donnelley Financial Solutions Inc*		1,960		60,976
Ebix Inc		1,594		46,465
ExlService Holdings Inc*		2,097		298,172
FormFactor Inc*		4,926		202,262
Insight Enterprises Inc*^,#		2,197		217,108
Kulicke & Soffa Industries Inc		4,014		217,438
LivePerson Inc*		4,137		69,419
Loyalty Ventures Inc*		1,264		13,398
ManTech International Corp		1,736		166,048
MaxLinear Inc*^,#		4,450		176,176
NetScout Systems Inc*		4,707		161,591
NextGen Healthcare Inc*		3,468		62,805
OneSpan Inc*		2,332		30,852
Onto Innovation Inc*^,#		3,158		253,840
PDF Solutions Inc*		1,992		47,609
Photronics Inc*		4,101		89,156
Pitney Bowes Inc		9,991		46,758
Progress Software Corp		2,859		138,118
Rambus Inc*		6,889		172,914
Simulations Plus Inc		871		41,355
SMART Global Holdings Inc*		2,976		73,358
SPS Commerce Inc*		2,276		243,623
TTEC Holdings Inc		1,178		79,444
Ultra Clean Holdings Inc*		2,695		90,444
Unisys Corp*		3,709		44,248
Veeco Instruments Inc*		3,181		68,169
Xperi Holding Corp		6,541		107,665
Total Technology				4,556,494

Utilities (2.04%)
American States Water Co		2,386		189,091
Avista Corp		4,542		197,304
California Water Service Group		3,304		177,326
Chesapeake Utilities Corp		1,108		147,996
Middlesex Water Co		1,127		95,829
Northwest Natural Holding Co		2,034		110,426
South Jersey Industries Inc		6,618		230,637
Unitil Corp		1,026		59,313
Total Utilities				1,207,922

Total Common Stock (Cost $43,128,252)				58,927,729

United States Treasury Bills (0.17%)
0.098%, 6/16/2022 (Cost $99,982)		100,000		99,976

Right (0.01%)
Lantheus Holdings Inc*^,(b)		6,190		5,200

Collateral Received for Securities on Loan (5.19%)
Mount Vernon Liquid Assets Portfolio, 7-Day Yield: 0.92% (Cost $3,071,539)				3,071,539

Total Investments (Cost $46,299,774) (104.81%)			$	62,104,444
Liabilities in Excess of Other Assets (-4.81%)				(2,847,690	)
Net Assets (100.00%)			$	59,256,754

*	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 $2,974,592.

(a)	A portion of these securities, a total of $3,832,773, have been pledged or segregated in connection with obligations for futures contracts.

(b)	Level 3 security fair valued under procedures established by the Board of Trustees, represents 0.01% of net assets. The total value of the fair value securities is $5,200.

Futures contracts at May 31, 2022:

Contracts - $50 times premium / delivery month / commitment / exchange

Russell 2000 MINI

Notional
Amount

Value

Unrealized
Appreciation

3 / JUN / 2022 / Long / CME

266,850.00

279,285.00

12,435.00