Connors Funds NPORT-P Connors Hedged Equity Fund (Feb 2023 report)

Connors

Hedge

Equity

Fund

Schedule

of

Investments

February

28,

2023

-

(Unaudited)

COMMON

STOCKS

—

91.48%

Shares

Fair

Value

Communications

—

4.79%

Alphabet,

Inc.,

Class

A

(a)(b)

4,745‌

$

427,334‌

Walt

Disney

Co.

(The)

(a)(b)

3,675‌

366,067‌

793,401‌

Consumer

Discretionary

—

7.13%

Amazon.com,

Inc.

(a)(b)

2,575‌

242,642‌

McDonald's

Corp.

(b)

1,650‌

435,452‌

NIKE,

Inc.,

Class

B

(b)

2,700‌

320,733‌

TJX

Companies,

Inc.

(The)

(b)

2,375‌

181,925‌

1,180,752‌

Consumer

Staples

—

9.76%

Coca-Cola

Co.

(The)

(b)

4,700‌

279,697‌

Costco

Wholesale

Corp.

(b)

615‌

297,771‌

PepsiCo,

Inc.

(b)

2,030‌

352,266‌

Procter

&

Gamble

Co.

(The)

(b)

1,980‌

272,369‌

Target

Corp.

(b)

2,455‌

413,667‌

1,615,770‌

Energy

—

5.49%

Chevron

Corp.

(b)

2,365‌

380,221‌

Devon

Energy

Corp.

(b)

4,400‌

237,248‌

Schlumberger

Ltd.

(b)

5,475‌

291,325‌

908,794‌

Financials

—

10.32%

American

Express

Co.

(b)

1,895‌

329,711‌

Chubb

Ltd.

(b)

1,970‌

415,710‌

Goldman

Sachs

Group,

Inc.

(The)

(b)

900‌

316,485‌

PNC

Financial

Services

Group,

Inc.

(The)

(b)

1,590‌

251,093‌

Wells

Fargo

&

Co.

(b)

8,485‌

396,843‌

1,709,842‌

Health

Care

—

15.23%

Abbott

Laboratories

(b)

4,020‌

408,914‌

AbbVie,

Inc.

(b)

2,550‌

392,445‌

Eli

Lilly

&

Co.

(b)

1,080‌

336,118‌

Johnson

&

Johnson

(b)

2,270‌

347,900‌

Merck

&

Co.,

Inc.

(b)

2,445‌

259,757‌

Stryker

Corp.

(b)

1,510‌

396,949‌

UnitedHealth

Group,

Inc.

(b)

800‌

380,752‌

2,522,835‌

Industrials

—

10.34%

Deere

&

Co.

(b)

740‌

310,238‌

Eaton

Corp.

PLC

(b)

2,300‌

402,339‌

Honeywell

International,

Inc.

(b)

1,650‌

315,942‌

Lockheed

Martin

Corp.

(b)

500‌

237,130‌

Raytheon

Technologies

Corp.

(b)

4,560‌

447,290‌

1,712,939‌

Connors

Hedge

Equity

Fund

Schedule

of

Investments

(continued)

February

28,

2023

-

(Unaudited)

COMMON

STOCKS

—

91.48%

-

continued

Shares

Fair

Value

Materials

—

2.74%

Linde

PLC

(b)

1,305‌

$

454,623‌

Real

Estate

—

3.54%

American

Tower

Corp.,

Class

A

(b)

1,300‌

257,413‌

Realty

Income

Corp.

(b)

5,145‌

329,023‌

586,436‌

Technology

—

20.19%

Analog

Devices,

Inc.

(b)

2,160‌

396,295‌

Apple,

Inc.

(b)

4,655‌

686,193‌

Cisco

Systems,

Inc.

(b)

7,900‌

382,518‌

Microsoft

Corp.

(b)

2,200‌

548,724‌

Oracle

Corp.

(b)

3,760‌

328,624‌

Palo

Alto

Networks,

Inc.

(a)(b)

1,920‌

361,670‌

QUALCOMM,

Inc.

(b)

2,500‌

308,825‌

Visa,

Inc.,

Class

A

(b)

1,495‌

328,810‌

3,341,659‌

Utilities

—

1.95%

NextEra

Energy,

Inc.

(b)

4,555‌

323,542‌

Total

Common

Stocks

(Cost $15,162,243)

15,150,593‌

Description

Number

of

Contracts

Notional

Amount

Exercise

Price

Expiration

Date

Fair

Value

PUT

OPTIONS

PURCHASED

—

0.67%

S&P

500

Index

7‌

$

2,779,105

$

3,900.00

March

2023

$

27,790‌

S&P

500

Index

7‌

2,779,105

4,000.00

April

2023

81,760‌

Total

Put

Options

Purchased

(Cost

$114,527)

109,550‌

MONEY

MARKET

FUNDS

-

5.74%

Shares

Fair

Value

First

American

Government

Obligations

Fund

-

Class

X,

4.37%

(c)

950,725‌

950,725‌

Total

Money

Market

Funds

(Cost

$950,725)

950,725‌

Total

Investments

—

97.89%

(Cost

$16,227,495)

16,210,868‌

Other

Assets

in

Excess

of

Liabilities — 2.12%

351,157‌

NET

ASSETS

—

100.00%

$

16,562,025‌

(a)

Non-income

producing

security.

(b)

All

or

a

portion

of

the

security

is

held

as

collateral

for

written

options.

(c)

Rate

disclosed

is

the

seven

day

effective

yield

as

of

February

28,

2023.

Connors

Hedge

Equity

Fund

Schedule

of

Open

Written

Options

Contracts

February

28,

2023

-

(Unaudited)

Description

Number

of

Contracts

Notional

Amount

Exercise

Price

Expiration

Date

Fair

Value

WRITTEN

OPTIONS

(0.81)%

WRITTEN

CALL

OPTIONS

(0.71)%

Abbott

Laboratories

(1)

$

(10,172‌)

$

120.00‌

March

2023

$

(4‌)

Abbott

Laboratories

(1)

(10,172‌)

120.00‌

May

2023

(24‌)

AbbVie,

Inc.

(1)

(15,390‌)

175.00‌

March

2023

(3‌)

AbbVie,

Inc.

(11)

(169,290‌)

165.00‌

May

2023

(2,089‌)

AbbVie,

Inc.

(3)

(46,170‌)

170.00‌

May

2023

(293‌)

Alphabet,

Inc.

(2)

(18,012‌)

105.00‌

April

2023

(114‌)

Alphabet,

Inc.

(12)

(108,072‌)

110.00‌

April

2023

(354‌)

Alphabet,

Inc.

(10)

(90,060‌)

105.00‌

May

2023

(1,380‌)

Amazon.com,

Inc.

(14)

(131,922‌)

115.00‌

April

2023

(623‌)

Amazon.com,

Inc.

(2)

(18,846‌)

110.00‌

May

2023

(416‌)

American

Express

Co.

(11)

(191,389‌)

170.00‌

April

2023

(10,725‌)

American

Tower

Corp.

(8)

(158,408‌)

250.00‌

March

2023

(80‌)

Analog

Devices,

Inc.

(9)

(165,123‌)

180.00‌

March

2023

(5,939‌)

Analog

Devices,

Inc.

(4)

(73,388‌)

185.00‌

March

2023

(1,480‌)

Apple,

Inc.

(5)

(73,705‌)

150.00‌

March

2023

(1,225‌)

Apple,

Inc.

(8)

(117,928‌)

155.00‌

March

2023

(688‌)

Apple,

Inc.

(15)

(221,115‌)

175.00‌

May

2023

(1,043‌)

Chevron

Corp.

(9)

(144,693‌)

190.00‌

March

2023

(23‌)

Chevron

Corp.

(4)

(64,308‌)

200.00‌

March

2023

(8‌)

Chevron

Corp.

(3)

(48,231‌)

210.00‌

March

2023

(6‌)

Chubb

Ltd.

(8)

(168,816‌)

240.00‌

May

2023

(620‌)

Chubb

Ltd.

(3)

(63,306‌)

230.00‌

June

2023

(990‌)

Cisco

Systems,

Inc.

(5)

(24,210‌)

50.00‌

March

2023

(155‌)

Cisco

Systems,

Inc.

(7)

(33,894‌)

52.50‌

March

2023

(25‌)

Cisco

Systems,

Inc.

(46)

(222,732‌)

52.50‌

April

2023

(1,173‌)

Coca-Cola

Co.

(The)

(8)

(47,608‌)

62.50‌

April

2023

(252‌)

Coca-Cola

Co.

(The)

(3)

(17,853‌)

65.00‌

April

2023

(17‌)

Coca-Cola

Co.

(The)

(20)

(119,020‌)

62.50‌

June

2023

(1,860‌)

Costco

Wholesale

Corp.

(4)

(193,672‌)

510.00‌

April

2023

(3,599‌)

Deere

&

Co.

(3)

(125,772‌)

450.00‌

March

2023

(234‌)

Deere

&

Co.

(1)

(41,924‌)

470.00‌

March

2023

(24‌)

Devon

Energy

Corp.

(7)

(37,744‌)

75.00‌

April

2023

(21‌)

Devon

Energy

Corp.

(20)

(107,840‌)

85.00‌

April

2023

(50‌)

Eaton

Corp.

PLC

(5)

(87,465‌)

170.00‌

April

2023

(4,625‌)

Eaton

Corp.

PLC

(9)

(157,437‌)

170.00‌

May

2023

(9,944‌)

Eli

Lilly

&

Co.

(1)

(31,122‌)

390.00‌

March

2023

(20‌)

Eli

Lilly

&

Co.

(6)

(186,732‌)

380.00‌

April

2023

(480‌)

Goldman

Sachs

Group,

Inc.

(The)

(4)

(140,660‌)

380.00‌

April

2023

(1,340‌)

Goldman

Sachs

Group,

Inc.

(The)

(1)

(35,165‌)

395.00‌

April

2023

(137‌)

Honeywell

International,

Inc.

(5)

(95,740‌)

220.00‌

March

2023

(40‌)

Honeywell

International,

Inc.

(4)

(76,592‌)

230.00‌

March

2023

(32‌)

Johnson

&

Johnson

(1)

(15,326‌)

185.00‌

March

2023

(2‌)

Johnson

&

Johnson

(2)

(30,652‌)

180.00‌

April

2023

(14‌)

Johnson

&

Johnson

(10)

(153,260‌)

185.00‌

April

2023

(30‌)

Linde

PLC

(1)

(34,837‌)

340.00‌

March

2023

(1,235‌)

Connors

Hedge

Equity

Fund

Schedule

of

Open

Written

Options

Contracts

(continued)

February

28,

2023

-

(Unaudited)

Description

Number

of

Contracts

Notional

Amount

Exercise

Price

Expiration

Date

Fair

Value

WRITTEN

OPTIONS

(0.81)%

(continued)

WRITTEN

CALL

OPTIONS

(0.71)%

(continued)

Linde

PLC

(6)

$

(209,022‌)

$

335.00‌

April

2023

$

(13,080‌)

Linde

PLC

(2)

(69,674‌)

360.00‌

June

2023

(2,760‌)

Lockheed

Martin

Corp.

(1)

(47,426‌)

485.00‌

March

2023

(405‌)

Lockheed

Martin

Corp.

(2)

(94,852‌)

490.00‌

March

2023

(525‌)

McDonald's

Corp.

(4)

(105,564‌)

290.00‌

March

2023

(8‌)

McDonald's

Corp.

(5)

(131,955‌)

280.00‌

April

2023

(743‌)

Merck

&

Co.,

Inc.

(2)

(21,248‌)

110.00‌

March

2023

(131‌)

Merck

&

Co.,

Inc.

(7)

(74,368‌)

115.00‌

April

2023

(466‌)

Merck

&

Co.,

Inc.

(3)

(31,872‌)

115.00‌

May

2023

(432‌)

Microsoft

Corp.

(12)

(299,304‌)

300.00‌

May

2023

(1,398‌)

NextEra

Energy,

Inc.

(10)

(71,030‌)

87.50‌

April

2023

(75‌)

NextEra

Energy,

Inc.

(11)

(78,133‌)

92.50‌

April

2023

(55‌)

NIKE,

Inc.

(16)

(190,064‌)

130.00‌

June

2023

(6,080‌)

Oracle

Corp.

(22)

(192,280‌)

92.50‌

April

2023

(4,003‌)

Oracle

Corp.

(1)

(8,740‌)

97.50‌

April

2023

(73‌)

Palo

Alto

Networks,

Inc.

(4)

(75,348‌)

170.00‌

March

2023

(7,779‌)

Palo

Alto

Networks,

Inc.

(3)

(56,511‌)

180.00‌

March

2023

(3,330‌)

Palo

Alto

Networks,

Inc.

(6)

(113,022‌)

200.00‌

March

2023

(882‌)

PepsiCo,

Inc.

(9)

(156,177‌)

180.00‌

March

2023

(261‌)

PepsiCo,

Inc.

(3)

(52,059‌)

190.00‌

April

2023

(99‌)

PNC

Financial

Services

Group,

Inc.

(The)

(10)

(157,920‌)

175.00‌

June

2023

(2,500‌)

Procter

&

Gamble

Co.

(The)

(1)

(13,756‌)

150.00‌

April

2023

(45‌)

Procter

&

Gamble

Co.

(The)

(11)

(151,316‌)

150.00‌

May

2023

(963‌)

QUALCOMM,

Inc.

(15)

(185,295‌)

150.00‌

April

2023

(510‌)

Raytheon

Technologies

Corp.

(6)

(58,854‌)

100.00‌

March

2023

(603‌)

Raytheon

Technologies

Corp.

(21)

(205,989‌)

105.00‌

May

2023

(3,465‌)

Realty

Income

Corp.

(31)

(198,245‌)

70.00‌

March

2023

(93‌)

Schlumberger

Ltd.

(33)

(175,593‌)

65.00‌

May

2023

(2,343‌)

Stryker

Corp.

(1)

(26,288‌)

250.00‌

March

2023

(1,530‌)

Stryker

Corp.

(8)

(210,304‌)

270.00‌

March

2023

(1,879‌)

Target

Corp.

(1)

(16,850‌)

180.00‌

April

2023

(269‌)

Target

Corp.

(14)

(235,900‌)

185.00‌

April

2023

(2,205‌)

TJX

Companies,

Inc.

(The)

(13)

(99,580‌)

85.00‌

April

2023

(403‌)

TJX

Companies,

Inc.

(The)

(1)

(7,660‌)

87.50‌

April

2023

(13‌)

UnitedHealth

Group,

Inc.

(5)

(237,970‌)

590.00‌

March

2023

(13‌)

Visa,

Inc.

(3)

(65,982‌)

230.00‌

March

2023

(206‌)

Visa,

Inc.

(6)

(131,964‌)

235.00‌

March

2023

(141‌)

Visa,

Inc.

(2)

(43,988‌)

240.00‌

March

2023

(18‌)

Walt

Disney

Co.

(The)

(1)

(9,961‌)

120.00‌

April

2023

(23‌)

Walt

Disney

Co.

(The)

(10)

(99,610‌)

125.00‌

June

2023

(670‌)

Wells

Fargo

&

Co.

(31)

(144,987‌)

50.00‌

April

2023

(2,216‌)

Wells

Fargo

&

Co.

(18)

(84,186‌)

52.50‌

April

2023

(450‌)

Total

Written

Call

Options

(Premiums

Received

$184,136)

(116,579‌)

Connors

Hedge

Equity

Fund

Schedule

of

Open

Written

Options

Contracts

(continued)

February

28,

2023

-

(Unaudited)

Description

Number

of

Contracts

Notional

Amount

Exercise

Price

Expiration

Date

Fair

Value

WRITTEN

OPTIONS

(0.81)%

(continued)

WRITTEN

PUT

OPTIONS

(0.10)%

S&P

500

Index

(7)

$

(2,779,

105‌

)

$

3,500.00‌

March

2023

$

(1,173‌)

S&P

500

Index

(7)

(2,779,

105‌

)

3,600.00‌

April

2023

(14,350‌)

Total

Written

Put

Options

(Premiums

Received

$27,363)

(15,523‌)

Total

Written

Options

(Premiums

Received

$211,499)

$

(132,102‌)