Schedule of Investments | |||||||
February 28, 2022 (unaudited) | |||||||
One Rock Fund | |||||||
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| Shares or Principal |
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Security Description |
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| Amount ($) |
| Fair Value ($)(1) | ||
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Common Stocks - 93.19% | |||||||
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Air Transportation, Scheduled - 4.56% |
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Delta Air Lines, Inc. (2) |
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| 5,800 |
| 231,536 | |
United Airlines Holdings, Inc. (2) |
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| 3,500 |
| 155,400 | |
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| 386,936 |
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Blank Checks - 0.85% |
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Gores Guggenheim, Inc. Class A (2) |
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| 6,500 |
| 71,890 | |
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Communications Equipment, Nec - 1.28% |
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Lumentum Holdings, Inc. (2) |
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| 1,100 |
| 108,746 | |
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Computer Communications Equipment, Nec - 0.96% |
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Juniper Networks, Inc. |
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| 2,400 |
| 81,096 | |
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Electromedical & Electrotherapeutic Apparatus - 1.26% |
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InMode Ltd. (2) |
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| 2,500 |
| 106,725 |
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Finance Services - 4.03% |
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Coinbase Global, Inc. Class A (2) |
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| 800 |
| 152,616 | |
Upstart Holdings, Inc. (2) |
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| 1,200 |
| 189,588 | |
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| 342,204 |
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Metal Mining - 1.45% |
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Cleveland-Cliffs, Inc. (2) |
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| 5,500 |
| 122,980 | |
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Motor Vehicles & Passenger Car Bodies - 5.52% |
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Tesla, Inc. (2) |
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| 350 |
| 304,650 |
Xpeng, Inc. ADR (2) |
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| 4,500 |
| 163,665 |
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| 468,315 |
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Motors & Generators - 1.11% |
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Generac Holdings, Inc. (2) |
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| 300 |
| 94,641 | |
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Optical Instruments & Lenses - 1.23% |
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KLA Corp. |
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| 300 |
| 104,550 |
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Printing Trades Machinery & Equipment - 3.35% |
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Kornit Digital Ltd. (2) |
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| 3,000 |
| 284,490 | |
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Real Estate Agents & Managers (For Others) - 3.84% |
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OpenDoor Technologies, Inc. Class A (2) |
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| 39,000 |
| 325,650 | |
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Retail-Auto Dealers & Gasoline Stations - 2.17% |
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Camping World Holdings, Inc. Class A |
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| 6,000 |
| 184,260 | |
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Semiconductors & Related Devices - 22.79% |
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Advanced Micro Devices, Inc. (2) |
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| 900 |
| 111,006 | |
Ambarella, Inc. (2) |
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| 300 |
| 41,913 |
Enphase Energy, Inc. (2) |
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| 2,400 |
| 400,080 | |
Marvell Technology Group Ltd. |
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| 2,800 |
| 191,324 | |
NVIDIA Corp. |
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| 1,200 |
| 292,620 |
NXP Semiconductors N.V. |
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| 600 |
| 114,072 | |
SiTime Corporation (2) |
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| 800 |
| 161,712 | |
SolarEdge Technologies, Inc. (2) |
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| 1,400 |
| 447,188 | |
Wolfspeed, Inc. (2) |
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| 1,700 |
| 174,624 |
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| 1,934,539 |
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Services-Computer Processing & Data Preparation. - 0.46% |
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RingCentral, Inc. (2) |
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| 300 |
| 39,252 |
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Services-Computer Programming Services - 6.97% |
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Zscaler, Inc. (2) |
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| 2,473 |
| 591,418 |
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Services-Computer Programming, Data Processing, Etc. - 7.84% |
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Trade Desk, Inc. Class A (2) |
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| 7,800 |
| 665,496 | |
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Services-Equipment Rental & Leasing, Nec - 2.27% |
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United Rentals, Inc. (2) |
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| 600 |
| 192,972 | |
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Services-Prepackaged Software - 16.33% |
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Cloudflare Inc. Class A (2) |
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| 1,100 |
| 128,062 | |
CrowdStrike Holdings, Inc. Class A (2) |
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| 600 |
| 117,126 | |
CyberArk Software Ltd. (2) |
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| 1,100 |
| 187,154 | |
Datadog, Inc. Class A (2) |
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| 1,400 |
| 225,554 | |
MongoDB, Inc. Class A (2) |
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| 500 |
| 190,995 | |
Snowflake, Inc. Class A (2) |
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| 500 |
| 132,830 | |
Unity Software, Inc. (2) |
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| 3,800 |
| 404,510 | |
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| 1,386,231 |
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Special Industry Machinery, Nec - 1.57% |
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ASML Holding N.V. ADR (2) |
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| 200 |
| 133,302 | |
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Transportation Services - 2.43% |
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Booking Holdings, Inc. (2) |
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| 50 |
| 108,613 | |
Expedia Group, Inc. (2) |
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| 500 |
| 98,055 | |
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| 206,668 |
Wholesale-Machinery, Equipment & Supplies - 0.92% |
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AerSale Corp. (2) |
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| 5,000 |
| 78,300 |
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Total Common Stock |
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| (Cost $ 7,671,482) |
| 7,910,661 |
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Money Market Registered Investment Companies - 0.96% | |||||||
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Federated Government Obligations Fund Institutional Shares 0.03% (5) | 81,527 |
| 81,527 | ||||
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Total Money Market Registered Investment Companies | (Cost $ 81,527) |
| 81,527 | ||||
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Total Investments - 94.15% | (Cost $ 7,753,009) |
| 7,992,188 | ||||
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Other Assets less Liabilities - 5.85% |
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| 496,735 | ||||
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Total Net Assets - 100.00% |
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| 8,488,923 | ||||
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Options | |||||||
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| Long (Short) |
| Notional Value of |
| Fair |
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| Contracts | Expiration Date | Contracts ($) |
| Value ($) |
Call Options Written |
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Ambarella Inc. March 18,2022 Call @ $140 |
| (3) | 3/18/2022 | (42,000) |
| (4,032) | |
iShares Russell 2000 ETF March 18,2022 Call @ $203 |
| (30) | 3/18/2022 | (609,000) |
| (18,390) | |
Nvidia Corp. March 18, 2022 Call @ $265 |
| (3) | 3/18/2022 | (79,500) |
| (1,080) | |
NXP Semiconductors N.V. March 18, 2022 Call @ $200 |
| (2) | 3/18/2022 | (40,000) |
| (700) | |
SPDR S&P 500 ETF Trust March 18, 2022 Call @ $445 |
| (15) | 3/18/2022 | (667,500) |
| (8,070) | |
Tesla, Inc. March 18, 2022 Call @ $950 |
| (1) | 3/18/2022 | (95,000) |
| (1,925) | |
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| (1,533,000) |
| (34,197) |
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| (Cost $ 104,512) |
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(1) Statement on Financial Accounting Standard No. 157 "Fair Value Measurements" - Various inputs are used in determining the value of the Fund's investments. | |||||||
These inputs are summarized in the three broad levels listed below. | |||||||
• Level 1 - quoted prices in active markets for identical securities | |||||||
• Level 2 - other significant observable inputs (including quoted prices for similar securities, interest rates, prepayment speeds, credit risk, etc.) | |||||||
• Level 3 - significant unobservable inputs (including the Fund's own assumptions in determining the fair value of investments) | |||||||
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The following is a summary of the inputs used as of February 28, 2022 in valuing the Fund's assets carried at fair value: | |||||||
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| Investments in |
| Other Financial |
Valuation Inputs |
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| Securities |
| Instruments (9) |
Level 1 - Quoted Prices |
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| $ | 7,992,188 | $ |
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Level 2 - Other Significant Observable Inputs |
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Level 3 - Significant Unobservable Inputs |
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Total |
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| $ | 7,992,188 | $ | 0 |
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The inputs or methodology used for valuing securities are not necessarily an indication of the risk associated with investing in those securities. For example, short-term | |||||||
debt instruments and repurchase agreements with a maturity of less than 60 days are valued using amortized cost, in accordance with rules under the Investment | |||||||
Company Act of 1940. Generally, amortized cost approximates the current fair value of a security, but since the value is not obtained from a quoted price in an active | |||||||
market, such securities are reflected as Level 2. | |||||||
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(2) Represents non-income producing securities. | |||||||
(3) All or a portion of this security is on loan. | |||||||
(4) Investment purchased with cash received as securities lending collateral. The yield shown represents the 7-day yield in effect at February 28, 2022. | |||||||
(5) Investment in affiliate. The yield shown represents the 7-day yield in effect at February 28, 2022. | |||||||
(6) Assets of affiliates to the Conservative Allocation Fund held for the benefit of the Fund's Trustees in connection with the Trustees Deferred Compensation Plan. | |||||||
(7) Fair valued security deemed as Level 3 security. | |||||||
(8) Exchange-traded fund. | |||||||
(9) Other financial instruments are derivative instruments not reflected in the Schedule of Investments, such as futures contracts, which are valued at the unrealized | |||||||
appreciation/depreciation on the instrument. |
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NPORT-P Filing
MSS Series Trust NPORT-POne Rock Fund (Feb 2022 report)
Filed: 29 Apr 22, 11:28am