Green CALIFORNIA TAX FREE INCOME FUND
Portfolio of Investments
November 30, 2023
SECURITY DESCRIPTION | Par Value | Value | ||||||
Municipal Bonds (77.11%) | ||||||||
CALIFORNIA EDUCATIONAL FACILITIES AUTHORITY | ||||||||
California Educational Facilities Authority, 5.000%, 4/1/2051 | $ | 1,500,000 | $ | 1,744,717 | ||||
CALIFORNIA HEALTH FACILITIES FINANCING AUTHORITY | ||||||||
California Health Facilities Financing Authority, 5.000%, 11/1/2027 | 1,700,000 | 1,848,003 | ||||||
CALIFORNIA HOUSING FINANCE AGENCY | ||||||||
California Housing Finance Agency, 4.000%, 3/20/2033 | 351,160 | 349,108 | ||||||
CALIFORNIA INFRASTRUCTURE & ECONOMIC DEVELOPMENT BANK | ||||||||
California Infrastructure & Economic Development Bank, 5.000%, 10/1/2033 | 1,200,000 | 1,257,309 | ||||||
CALIFORNIA MUNICIPAL FINANCE AUTHORITY | ||||||||
California Municipal Finance Authority, 5.000%, 5/15/2038 | 800,000 | 817,900 | ||||||
California Municipal Finance Authority, 5.000%, 10/1/2044 | 480,000 | 501,756 | ||||||
CITY OF LOS ANGELES CA WASTEWATER SYSTEM REVENUE | ||||||||
City of Los Angeles CA Wastewater System Revenue, 5.250%, 6/1/2047 | 1,500,000 | 1,576,827 | ||||||
CITY OF SAN FRANCISCO CA PUBLIC UTILITIES COMMISSION WATER REVENUE | ||||||||
City of San Francisco CA Public Utilities Commission Water Revenue, 5.000%, 11/1/2034 | 1,000,000 | 1,078,418 | ||||||
EAST BAY MUNICIPAL UTILITY DISTRICT WATER SYSTEM REVENUE | ||||||||
East Bay Municipal Utility District Water System Revenue, 5.000%, 6/1/2026 | 1,050,000 | 1,084,206 | ||||||
East Bay Municipal Utility District Water System Revenue, 5.000%, 6/1/2032 | 150,000 | 162,209 | ||||||
FOOTHILL-DE ANZA COMMUNITY COLLEGE DISTRICT | ||||||||
Foothill-De Anza Community College District, 0.000%, 8/1/2027 | 2,000,000 | 1,797,634 | ||||||
LOS ANGELES COUNTY METROPOLITAN TRANSPORTATION AUTHORITY SALES TAX REVENUE | ||||||||
Los Angeles County Metropolitan Transportation Authority Sales Tax Revenue, 4.000%, 7/1/2028 | 500,000 | 505,720 | ||||||
Los Angeles County Metropolitan Transportation Authority Sales Tax Revenue, 5.000%, 6/1/2033 | 590,000 | 674,478 | ||||||
LOS RIOS COMMUNITY COLLEGE DISTRICT | ||||||||
Los Rios Community College District, 5.000%, 8/1/2032 | 2,500,000 | 2,503,174 | ||||||
MILPITAS UNIFIED SCHOOL DISTRICT/CA | ||||||||
Milpitas Unified School District/CA, 3.000%, 8/1/2034 | 2,000,000 | 1,895,108 | ||||||
PENINSULA CORRIDOR JOINT POWERS BOARD MEASURE RR SALES TAX REVENUE | ||||||||
Peninsula Corridor Joint Powers Board Measure RR Sales Tax Revenue, 5.000%, 6/1/2036 | 200,000 | 229,238 | ||||||
SACRAMENTO MUNICIPAL UTILITY DISTRICT | ||||||||
Sacramento Municipal Utility District, 5.250%, 7/1/2024 | 270,000 | 273,638 | ||||||
SAN DIEGO COUNTY REGIONAL TRANSPORTATION COMMISSION | ||||||||
San Diego County Regional Transportation Commission, 5.000%, 4/1/2037 | 500,000 | 582,721 | ||||||
SAN DIEGO PUBLIC FACILITIES FINANCING AUTHORITY | ||||||||
San Diego Public Facilities Financing Authority, 5.000%, 5/15/2052 | 1,500,000 | 1,626,963 | ||||||
SAN FRANCISCO BAY AREA RAPID TRANSIT DISTRICT | ||||||||
San Francisco Bay Area Rapid Transit District, 5.000%, 8/1/2036 | 2,300,000 | 2,442,836 | ||||||
SAN FRANCISCO CITY & COUNTY PUBLIC UTILITIES COMMISSION POWER REVENUE | ||||||||
San Francisco City & County Public Utilities Commission Power Revenue, 5.000%, 11/1/2030 | 680,000 | 698,661 | ||||||
San Francisco City & County Public Utilities Commission Power Revenue, 5.000%, 11/1/2036 | 1,170,000 | 1,195,576 | ||||||
SAN JOSE FINANCING AUTHORITY | ||||||||
San Jose Financing Authority, 5.000%, 11/1/2052 | 1,500,000 | 1,641,479 | ||||||
SAN MATEO FOSTER CITY PUBLIC FINANCING AUTHORITY | ||||||||
San Mateo Foster City Public Financing Authority, 4.000%, 8/1/2044 | 2,000,000 | 2,006,721 | ||||||
SANTA MARIA JOINT UNION HIGH SCHOOL DISTRICT | ||||||||
Santa Maria Joint Union High School District, 0.000%, 8/1/2029 | 2,500,000 | 2,073,996 | ||||||
STATE OF CALIFORNIA | ||||||||
State of California, 3.000%, 10/1/2028 | 900,000 | 900,318 | ||||||
State of California, 5.250%, 10/1/2045 | 500,000 | 567,227 |
TURLOCK IRRIGATION DISTRICT | ||||||||
Turlock Irrigation District, 5.000%, 1/1/2036 | 300,000 | 335,941 | ||||||
UNIVERSITY OF CALIFORNIA | ||||||||
University of California, 5.000%, 5/15/2029 | 925,000 | 933,601 | ||||||
WALNUT VALLEY UNIFIED SCHOOL DISTRICT | ||||||||
Walnut Valley Unified School District, 5.000%, 8/1/2036 | 835,000 | 970,684 | ||||||
WILLIAM S HART UNION HIGH SCHOOL DISTRICT | ||||||||
William S Hart Union High School District, 0.000%, 9/1/2029 | 1,595,000 | 1,311,691 | ||||||
Total Municipal Bonds (Cost $36,256,458) | 35,587,858 | |||||||
Variable Rate Demand Notes* (13.00%) | ||||||||
IRVINE RANCH WATER DISTRICT WATER SERVICE CORP | ||||||||
Irvine Ranch Water District Water Service Corp, 1.900%, 10/1/2041 *, **, *** | 1,200,000 | 1,200,000 | ||||||
LOS ANGELES DEPARTMENT OF WATER & POWER WATER SYSTEM REVENUE | ||||||||
Los Angeles Department of Water & Power Water System Revenue, 1.800%, 7/1/2045*, **, *** | 1,500,000 | 1,500,000 | ||||||
ORANGE COUNTY WATER DISTRICT | ||||||||
Orange County Water District, 1.700%, 8/1/2042 *, **, *** | 1,700,000 | 1,700,000 | ||||||
REGENTS OF THE UNIVERSITY OF CALIFORNIA MEDICAL CENTER POOLED REVENUE | ||||||||
Regents of the University of California Medical Center Pooled Revenue, 2.450%, 5/15/2045 *, **, *** | 1,600,000 | 1,600,000 | ||||||
Total Variable Rate Demand Notes (Cost $6,000,000) | 6,000,000 | |||||||
Total Investments (Cost $42,256,458) (90.11%) | $ | 41,587,858 | ||||||
Other Net Assets (9.89%) | $ | 4,562,055 | ||||||
Net Assets (100.00%) | $ | 46,149,913 |
* Stated maturity reflects next reset date.
** In accordance with the offering documents, daily interest rates are determined by the Remarketing Agents.
*** Rate Effective as of November 30, 2023
U.S. GOVERNMENT SECURITIES FUND
Portfolio of Investments
November 30, 2023
Security Description | Par Value | Value | ||||||
Government National Mortgage Association (1.88%) | ||||||||
3.500%, 11/20/2044 | $ | 94,547 | $ | 86,136 | ||||
5.000%, 03/15/2038 | 78,000 | 76,907 | ||||||
5.500%, 01/15/2025 | 3,961 | 3,886 | ||||||
5.500%, 04/15/2036 | 54,171 | 53,418 | ||||||
6.000%, 01/15/2026 | 28,190 | 28,675 | ||||||
6.000%, 06/15/2038 | 22,126 | 22,627 | ||||||
Total Government National Mortgage Association (Cost $283,522) | 271,649 | |||||||
United States Treasury Bonds (14.43%) | ||||||||
3.125%, 08/15/2044 | 1,600,000 | 1,260,000 | ||||||
6.000%, 02/15/2026 | 800,000 | 822,375 | ||||||
Total United States Treasury Bonds (Cost $2,294,632) | 2,082,375 | |||||||
United States Treasury Notes (41.05%) | ||||||||
2.000%, 02/15/2025 | 2,100,000 | 2,025,229 | ||||||
2.125%, 02/29/2024 | 1,400,000 | 1,388,861 | ||||||
2.125%, 05/15/2025 | 1,200,000 | 1,152,891 | ||||||
2.375%, 04/30/2026 | 800,000 | 760,406 | ||||||
2.875%, 08/15/2045 | 800,000 | 598,359 | ||||||
Total United States Treasury Notes (Cost $6,129,888) | 5,925,746 | |||||||
United States Treasury Bills (41.97%) | ||||||||
0.000%, 02/22/2024 | 1,500,000 | 1,481,887 | ||||||
0.375%, 08/15/2024 | 500,000 | 483,181 | ||||||
1.500%, 02/29/2024 | 1,000,000 | 990,442 | ||||||
2.000%, 11/15/2041 | 2,000,000 | 1,339,960 | ||||||
2.250%, 05/15/2041 | 1,200,000 | 848,625 | ||||||
4.000%, 11/15/2052 | 1,000,000 | 913,906 | ||||||
Total United States Treasury Bills (Cost $6,395,559) | 6,058,001 | |||||||
Total Investments (Cost $15,103,601) (99.33%) | $ | 14,337,771 | ||||||
Other Net Assets (0.67%) | 97,295 | |||||||
Net Assets (100.00%) | $ | 14,435,066 |
THE UNITED STATES TREASURY TRUST
Portfolio of Investments
November 30, 2023
Security Description | Par Value | Value | ||||||
United States Treasury Bills, DN(a) (100.05%) | ||||||||
12/07/2023 | $ | 2,000,000 | $ | 1,998,245 | ||||
12/12/2023 | 3,400,000 | 3,394,509 | ||||||
12/14/2023 | 2,000,000 | 1,996,184 | ||||||
12/19/2023 | 2,100,000 | 2,094,446 | ||||||
12/21/2023 | 2,900,000 | 2,891,508 | ||||||
01/18/2024 | 2,500,000 | 2,482,523 | ||||||
02/08/2024 | 4,100,000 | 4,058,604 | ||||||
03/07/2024 | 2,000,000 | 1,971,494 | ||||||
04/04/2024 | 1,400,000 | 1,374,166 | ||||||
05/02/2024 | 2,000,000 | 1,955,824 | ||||||
Total United States Treasury Bills, DN (Cost $24,217,503) | 24,217,503 | |||||||
Total Investments (Cost $24,217,503) (100.05%) | $ | 24,217,503 | ||||||
Liabilities in Excess of Other Assets (-0.05%) | (11,796 | ) | ||||||
Net Assets (100.00%) | $ | 24,205,707 |
(a) Discount Note. Yield to maturity is between 5.34% - 5.40%.
S&P 500 INDEX FUND
Portfolio of Investments
November 30, 2023
Security Description | Shares | Value | ||||||
Common Stock (105.78%) | ||||||||
Basic Materials (2.13%) | ||||||||
Air Products and Chemicals Inc | 1,404 | $ | 379,852 | |||||
Albemarle Corp | 729 | 88,406 | ||||||
Celanese Corp | 614 | 85,137 | ||||||
CF Industries Holdings Inc | 1,316 | 98,897 | ||||||
Dow Inc | 4,596 | 237,843 | ||||||
DuPont de Nemours Inc | 2,822 | 201,886 | ||||||
Eastman Chemical Co | 893 | 74,860 | ||||||
Ecolab Inc | 1,564 | 299,866 | ||||||
FMC Corp | 795 | 42,660 | ||||||
Freeport-McMoRan Inc | 9,035 | 337,186 | ||||||
International Flavors & Fragrances Inc | 1,613 | 121,588 | ||||||
International Paper Co | 2,339 | 86,403 | ||||||
Linde PLC | 2,943 | 1,217,725 | ||||||
LyondellBasell Industries NV | 1,667 | 158,532 | ||||||
The Mosaic Co | 2,068 | 74,221 | ||||||
Newmont Corp | 5,010 | 201,352 | ||||||
Nucor Corp | 1,595 | 271,102 | ||||||
PPG Industries Inc | 1,558 | 221,220 | ||||||
Sherwin-Williams Co | 1,452 | 404,818 | ||||||
Total Basic Materials | 4,603,554 | |||||||
Communications (14.68%) | ||||||||
Airbnb Inc* | 2,571 | 324,820 | ||||||
Alphabet Inc - Class A* | 35,823 | 4,747,622 | ||||||
Alphabet Inc - Class C* | 30,472 | 4,080,810 | ||||||
Amazon.com Inc*,(a) | 53,141 | 7,763,369 | ||||||
Arista Networks Inc* | 1,464 | 321,655 | ||||||
AT&T Inc | 43,910 | 727,589 | ||||||
Booking Holdings Inc* | 215 | 672,026 | ||||||
CDW Corp | 853 | 179,881 | ||||||
Charter Communications Inc* | 591 | 236,477 | ||||||
Cisco Systems Inc | 24,582 | 1,189,277 | ||||||
Comcast Corp | 24,827 | 1,040,003 | ||||||
Corning Inc | 4,990 | 142,165 | ||||||
eBay Inc | 3,534 | 144,929 | ||||||
Etsy Inc* | 797 | 60,421 | ||||||
Expedia Group Inc* | 887 | 120,792 | ||||||
F5 Inc* | 424 | 72,585 | ||||||
FactSet Research Systems Inc | 239 | 108,377 | ||||||
Fox Corp | 913 | 25,254 | ||||||
Gen Digital Inc | 4,015 | 88,651 | ||||||
The Interpublic Group of Cos Inc | 2,667 | 81,984 | ||||||
Juniper Networks Inc | 2,302 | 65,492 | ||||||
Match Group Inc* | 1,756 | 56,859 | ||||||
Meta Platforms Inc*,(a) | 13,215 | 4,323,286 | ||||||
Motorola Solutions Inc | 1,074 | 346,762 | ||||||
Netflix Inc* | 2,645 | 1,253,651 | ||||||
News Corp - Class B | 910 | 20,966 | ||||||
News Corp - Class A | 2,672 | 58,891 | ||||||
Omnicom Group Inc | 1,397 | 112,640 | ||||||
Palo Alto Networks Inc* | 1,869 | 551,523 | ||||||
Paramount Global | 3,111 | 44,705 | ||||||
T-Mobile US Inc | 3,122 | 469,705 | ||||||
VeriSign Inc* | 617 | 130,927 | ||||||
Verizon Communications Inc | 25,872 | 991,674 | ||||||
The Walt Disney Co | 10,839 | 1,004,667 | ||||||
Warner Bros Discovery Inc* | 13,955 | 145,830 | ||||||
Total Communications | 31,706,265 | |||||||
Consumer, Cyclical (9.49%) | ||||||||
Alaska Air Group Inc* | 808 | 30,550 | ||||||
American Airlines Group Inc* | 3,057 | 37,999 | ||||||
Aptiv PLC* | 1,715 | 142,071 | ||||||
AutoZone Inc* | 115 | 300,142 | ||||||
Bath & Body Works Inc | 1,525 | 49,746 | ||||||
Best Buy Co Inc | 1,278 | 90,661 | ||||||
BorgWarner Inc | 1,412 | 47,570 | ||||||
Caesars Entertainment Inc* | 945 | 42,260 | ||||||
CarMax Inc* | 1,034 | 66,114 | ||||||
Carnival Corp* | 5,174 | 77,920 | ||||||
Chipotle Mexican Grill Inc* | 172 | 378,787 |
Copart Inc* | 5,628 | 282,638 | ||||||
Costco Wholesale Corp | 2,673 | 1,584,394 | ||||||
Cummins Inc | 904 | 202,641 | ||||||
Darden Restaurants Inc | 749 | 117,196 | ||||||
Delta Air Lines Inc | 4,086 | 150,896 | ||||||
Dollar General Corp | 1,444 | 189,337 | ||||||
Dollar Tree Inc* | 1,280 | 158,195 | ||||||
Domino's Pizza Inc | 233 | 91,543 | ||||||
DR Horton Inc | 2,022 | 258,149 | ||||||
Fastenal Co | 3,749 | 224,828 | ||||||
Ford Motor Co | 24,832 | 254,776 | ||||||
General Motors Co | 8,591 | 271,476 | ||||||
Genuine Parts Co | 908 | 120,564 | ||||||
Hilton Worldwide Holdings Inc | 1,641 | 274,900 | ||||||
The Home Depot Inc | 5,933 | 1,859,936 | ||||||
Las Vegas Sands Corp | 2,145 | 98,927 | ||||||
Lennar Corp | 1,632 | 208,765 | ||||||
LKQ Corp | 1,642 | 73,118 | ||||||
Lowe's Cos Inc | 1,825 | 362,865 | ||||||
Lululemon Athletica Inc* | 697 | 311,420 | ||||||
Marriott International Inc | 1,511 | 306,280 | ||||||
McDonald's Corp | 4,396 | 1,238,969 | ||||||
MGM Resorts International | 2,232 | 88,030 | ||||||
NIKE Inc | 7,310 | 806,074 | ||||||
Norwegian Cruise Line Holdings Ltd* | 1,599 | 24,417 | ||||||
NVR Inc* | 18 | 110,797 | ||||||
O'Reilly Automotive Inc* | 388 | 381,163 | ||||||
PACCAR Inc | 3,393 | 311,545 | ||||||
Pool Corp | 269 | 93,429 | ||||||
PulteGroup Inc | 1,500 | 132,630 | ||||||
Ralph Lauren Corp | 314 | 40,625 | ||||||
Ross Stores Inc | 2,209 | 288,009 | ||||||
Royal Caribbean Cruises Ltd* | 1,236 | 132,821 | ||||||
Southwest Airlines Co | 3,416 | 87,347 | ||||||
Starbucks Corp | 7,080 | 703,044 | ||||||
Tapestry Inc | 1,454 | 46,048 | ||||||
Target Corp | 2,919 | 390,591 | ||||||
Tesla Inc* | 16,567 | 3,977,406 | ||||||
The TJX Cos Inc | 7,100 | 625,581 | ||||||
Tractor Supply Co | 706 | 143,325 | ||||||
Ulta Beauty Inc* | 329 | 140,151 | ||||||
United Airlines Holdings Inc* | 1,732 | 68,241 | ||||||
VF Corp | 2,109 | 35,284 | ||||||
Walgreens Boots Alliance Inc | 4,694 | 93,598 | ||||||
Walmart Inc | 8,638 | 1,344,850 | ||||||
Whirlpool Corp | 354 | 38,551 | ||||||
WW Grainger Inc | 277 | 217,775 | ||||||
Wynn Resorts Ltd | 526 | 44,405 | ||||||
Yum! Brands Inc | 1,794 | 225,237 | ||||||
Total Consumer, Cyclical | 20,496,607 | |||||||
Consumer, Non-Cyclical (20.89%) | ||||||||
Abbott Laboratories | 10,468 | 1,091,708 | ||||||
AbbVie Inc | 10,647 | 1,516,026 | ||||||
Agilent Technologies Inc | 1,822 | 232,852 | ||||||
Align Technology Inc* | 473 | 101,127 | ||||||
Altria Group Inc | 10,999 | 462,398 | ||||||
Amgen Inc | 3,289 | 886,846 | ||||||
Archer-Daniels-Midland Co | 3,370 | 248,470 | ||||||
Automatic Data Processing Inc | 2,552 | 586,756 | ||||||
Avery Dennison Corp | 514 | 99,973 | ||||||
Baxter International Inc | 3,172 | 114,446 | ||||||
Becton Dickinson & Co | 1,799 | 424,888 | ||||||
Biogen Inc* | 924 | 216,290 | ||||||
Bio-Rad Laboratories Inc* | 147 | 44,823 | ||||||
Bio-Techne Corp | 984 | 61,894 | ||||||
Boston Scientific Corp* | 9,036 | 505,022 | ||||||
Bristol-Myers Squibb Co | 12,402 | 612,411 | ||||||
Brown-Forman Corp | 1,153 | 67,727 | ||||||
Campbell Soup Co | 1,162 | 46,689 | ||||||
Cardinal Health Inc | 1,714 | 183,535 | ||||||
Catalent Inc* | 1,096 | 42,580 | ||||||
Cencora Inc | 952 | 193,608 | ||||||
Centene Corp* | 3,392 | 249,923 | ||||||
Charles River Laboratories International Inc* | 322 | 63,460 | ||||||
Church & Dwight Co Inc | 1,558 | 150,550 | ||||||
The Cigna Group | 616 | 161,934 | ||||||
Cintas Corp | 549 | 303,734 | ||||||
The Clorox Co | 779 | 111,670 | ||||||
The Coca-Cola Co | 23,477 | 1,371,996 | ||||||
Colgate-Palmolive Co | 5,290 | 416,693 |
Conagra Brands Inc | 3,029 | 85,690 | ||||||
Constellation Brands Inc | 1,027 | 246,983 | ||||||
Corteva Inc | 4,568 | 206,474 | ||||||
CoStar Group Inc* | 2,529 | 210,008 | ||||||
CVS Health Corp | 7,910 | 537,485 | ||||||
Danaher Corp | 4,032 | 900,386 | ||||||
DaVita Inc* | 482 | 48,904 | ||||||
DENTSPLY SIRONA Inc | 1,160 | 36,830 | ||||||
Dexcom Inc* | 2,380 | 274,938 | ||||||
Edwards Lifesciences Corp* | 3,955 | 267,793 | ||||||
Elevance Health Inc | 1,471 | 705,330 | ||||||
Eli Lilly & Co | 4,810 | 2,842,902 | ||||||
Equifax Inc | 794 | 172,862 | ||||||
The Estee Lauder Cos Inc | 1,427 | 182,214 | ||||||
FleetCor Technologies Inc* | 488 | 117,364 | ||||||
Gartner Inc* | 508 | 220,899 | ||||||
GE HealthCare Technologies Inc | 2,309 | 158,074 | ||||||
General Mills Inc | 3,801 | 241,972 | ||||||
Gilead Sciences Inc | 7,681 | 588,365 | ||||||
Global Payments Inc | 1,620 | 188,633 | ||||||
HCA Healthcare Inc | 1,316 | 329,632 | ||||||
Henry Schein Inc* | 871 | 58,122 | ||||||
The Hershey Co | 941 | 176,833 | ||||||
Hologic Inc* | 1,678 | 119,641 | ||||||
Hormel Foods Corp | 1,912 | 58,488 | ||||||
Humana Inc | 798 | 386,918 | ||||||
IDEXX Laboratories Inc* | 539 | 251,077 | ||||||
Illumina Inc* | 953 | 97,158 | ||||||
Incyte Corp* | 1,229 | 66,784 | ||||||
Insulet Corp* | 427 | 80,741 | ||||||
Intuitive Surgical Inc* | 2,090 | 649,656 | ||||||
IQVIA Holdings Inc* | 1,146 | 245,359 | ||||||
The J M Smucker Co | 745 | 81,749 | ||||||
Johnson & Johnson | 14,539 | 2,248,602 | ||||||
Kellanova | 1,661 | 87,269 | ||||||
Keurig Dr Pepper Inc | 4,656 | 146,990 | ||||||
Kimberly-Clark Corp | 2,137 | 264,411 | ||||||
The Kraft Heinz Co | 4,282 | 150,341 | ||||||
The Kroger Co | 4,012 | 177,611 | ||||||
Laboratory Corp of America Holdings | 585 | 126,892 | ||||||
Lamb Weston Holdings Inc | 955 | 95,529 | ||||||
Lantheus Holdings Inc* | 3,954 | 774,668 | ||||||
MarketAxess Holdings Inc | 260 | 62,431 | ||||||
McCormick & Co Inc | 1,581 | 102,496 | ||||||
McKesson Corp | 843 | 396,682 | ||||||
Medtronic PLC | 8,255 | 654,374 | ||||||
Merck & Co Inc | 15,307 | 1,568,661 | ||||||
Moderna Inc* | 2,052 | 159,440 | ||||||
Molina Healthcare Inc* | 371 | 135,623 | ||||||
Molson Coors Beverage Co | 1,200 | 73,848 | ||||||
Mondelez International Inc | 8,398 | 596,762 | ||||||
Monster Beverage Corp* | 4,826 | 266,154 | ||||||
Moody's Corp | 1,013 | 369,704 | ||||||
PayPal Holdings Inc* | 6,969 | 401,484 | ||||||
PepsiCo Inc | 8,304 | 1,397,480 | ||||||
Pfizer Inc | 33,673 | 1,026,016 | ||||||
Philip Morris International Inc | 9,549 | 891,495 | ||||||
The Procter & Gamle Co | 13,992 | 2,148,052 | ||||||
Quanta Services Inc | 883 | 166,278 | ||||||
Quest Diagnostics Inc | 775 | 106,353 | ||||||
Regeneron Pharmaceuticals Inc* | 633 | 521,472 | ||||||
ResMed Inc | 946 | 149,213 | ||||||
Revvity Inc | 796 | 70,764 | ||||||
Robert Half Inc | 808 | 66,240 | ||||||
Rollins Inc | 693 | 28,233 | ||||||
S&P Global Inc | 1,962 | 815,858 | ||||||
STERIS PLC | 603 | 121,167 | ||||||
Stryker Corp | 2,076 | 615,181 | ||||||
Sysco Corp | 3,216 | 232,099 | ||||||
Teleflex Inc | 318 | 71,769 | ||||||
Thermo Fisher Scientific Inc | 2,328 | 1,154,129 | ||||||
Tyson Foods Inc | 1,921 | 89,980 | ||||||
United Rentals Inc | 459 | 218,493 | ||||||
UnitedHealth Group Inc | 5,587 | 3,089,440 | ||||||
Universal Health Services Inc | 423 | 58,154 | ||||||
Verisk Analytics Inc | 996 | 240,464 | ||||||
Vertex Pharmaceuticals Inc* | 1,614 | 572,663 | ||||||
Viatris Inc | 4,634 | 42,540 | ||||||
Waters Corp* | 405 | 113,647 | ||||||
West Pharmaceutical Services Inc | 474 | 166,260 | ||||||
Zimmer Biomet Holdings Inc | 1,338 | 155,623 |
Zoetis Inc | 2,871 | 507,220 | ||||||
Total Consumer, Non-Cyclical | 45,102,548 | |||||||
Energy (4.40%) | ||||||||
APA Corp | 2,135 | 76,860 | ||||||
Baker Hughes Co | 5,905 | 199,294 | ||||||
Chevron Corp | 10,481 | 1,505,072 | ||||||
ConocoPhillips | 7,223 | 834,762 | ||||||
Coterra Energy Inc | 5,087 | 133,534 | ||||||
Devon Energy Corp | 3,875 | 174,259 | ||||||
Diamondback Energy Inc | 1,031 | 159,197 | ||||||
Enphase Energy Inc* | 825 | 83,342 | ||||||
EOG Resources Inc | 3,419 | 420,776 | ||||||
Exxon Mobil Corp | 24,171 | 2,483,326 | ||||||
First Solar Inc* | 610 | 96,246 | ||||||
Halliburton Co | 5,694 | 210,849 | ||||||
Hess Corp | 1,743 | 244,996 | ||||||
Kinder Morgan Inc | 12,716 | 223,420 | ||||||
Marathon Oil Corp | 4,467 | 113,596 | ||||||
Marathon Petroleum Corp | 2,412 | 359,846 | ||||||
Occidental Petroleum Corp | 4,002 | 236,718 | ||||||
ONEOK Inc | 2,916 | 200,767 | ||||||
Phillips 66 | 2,852 | 367,594 | ||||||
Pioneer Natural Resources Co | 1,420 | 328,929 | ||||||
Schlumberger NV | 8,748 | 455,246 | ||||||
SolarEdge Technologies Inc* | 334 | 26,513 | ||||||
Valero Energy Corp | 2,130 | 267,017 | ||||||
The Williams Cos Inc | 7,926 | 291,598 | ||||||
Total Energy | 9,493,757 | |||||||
Financial (14.55%) | ||||||||
Aflac Inc | 3,449 | 285,267 | ||||||
Alexandria Real Estate Equities Inc | 937 | 102,508 | ||||||
The Allstate Corp | 1,736 | 239,342 | ||||||
American Express Co | 3,475 | 593,426 | ||||||
American International Group Inc | 4,614 | 303,647 | ||||||
American Tower Corp | 2,901 | 605,671 | ||||||
Ameriprise Financial Inc | 661 | 233,670 | ||||||
Aon PLC | 65 | 21,352 | ||||||
Arch Capital Group Ltd* | 2,278 | 190,646 | ||||||
Arthur J Gallagher & Co | 1,256 | 312,744 | ||||||
Assurant Inc | 341 | 57,295 | ||||||
AvalonBay Communities Inc | 882 | 152,533 | ||||||
Bank of America Corp | 41,704 | 1,271,555 | ||||||
The Bank of New York Mellon Corp | 4,700 | 227,104 | ||||||
Berkshire Hathaway Inc*,(a) | 10,898 | 3,923,281 | ||||||
BlackRock Inc | 846 | 635,541 | ||||||
Blackstone Inc | 1,414 | 158,891 | ||||||
Boston Properties Inc | 925 | 52,660 | ||||||
Brown & Brown Inc | 1,483 | 110,839 | ||||||
Camden Property Trust | 649 | 58,579 | ||||||
Capital One Financial Corp | 2,481 | 277,028 | ||||||
Cboe Global Markets Inc | 706 | 128,626 | ||||||
CBRE Group Inc* | 2,058 | 162,500 | ||||||
The Charles Schwab Corp | 8,791 | 539,064 | ||||||
Chubb Ltd | 2,581 | 592,159 | ||||||
Cincinnati Financial Corp | 941 | 96,725 | ||||||
Citigroup Inc | 11,404 | 525,724 | ||||||
Citizens Financial Group Inc | 2,789 | 76,056 | ||||||
CME Group Inc | 2,279 | 497,642 | ||||||
Comerica Inc | 908 | 41,060 | ||||||
Crown Castle Inc | 2,725 | 319,588 | ||||||
Digital Realty Trust Inc | 1,797 | 249,388 | ||||||
Discover Financial Services | 1,773 | 164,889 | ||||||
Equinix Inc | 581 | 473,521 | ||||||
Equity Residential | 2,236 | 127,094 | ||||||
Essex Property Trust Inc | 425 | 90,721 | ||||||
Everest Group Ltd | 280 | 114,954 | ||||||
Extra Space Storage Inc | 844 | 109,863 | ||||||
Federal Realty Investment Trust | 449 | 42,920 | ||||||
Fifth Third Bancorp | 4,528 | 131,086 | ||||||
Franklin Resources Inc | 1,991 | 49,377 | ||||||
Globe Life Inc | 628 | 77,326 | ||||||
The Goldman Sachs Group Inc | 1,951 | 666,345 | ||||||
The Hartford Financial Services Group Inc | 2,076 | 162,260 | ||||||
Healthpeak Properties Inc | 3,020 | 52,306 | ||||||
Host Hotels & Resorts Inc | 4,539 | 79,296 | ||||||
Huntington Bancshares Inc | 7,104 | 79,991 | ||||||
Intercontinental Exchange Inc | 3,524 | 401,172 | ||||||
Invesco Ltd | 2,486 | 35,475 | ||||||
Iron Mountain Inc | 1,369 | 87,821 | ||||||
JPMorgan Chase & Co | 17,317 | 2,702,837 | ||||||
KeyCorp | 6,069 | 75,195 |
Kimco Realty Corp | 2,994 | 57,844 | ||||||
M&T Bank Corp | 1,042 | 133,553 | ||||||
Marsh & McLennan Cos Inc | 3,049 | 608,032 | ||||||
Mastercard Inc | 4,272 | 1,767,882 | ||||||
MetLife Inc | 4,060 | 258,338 | ||||||
Mid-America Apartment Communities Inc | 732 | 91,119 | ||||||
Morgan Stanley | 7,547 | 598,779 | ||||||
Nasdaq Inc | 2,247 | 125,472 | ||||||
Northern Trust Corp | 1,359 | 107,701 | ||||||
The PNC Financial Services Group Inc | 2,470 | 330,881 | ||||||
Principal Financial Group Inc | 1,584 | 116,947 | ||||||
The Progressive Corp | 3,603 | 591,000 | ||||||
Prologis Inc | 5,686 | 653,492 | ||||||
Prudential Financial Inc | 2,266 | 221,569 | ||||||
Public Storage | 964 | 249,445 | ||||||
Raymond James Financial Inc | 1,273 | 133,856 | ||||||
Realty Income Corp | 3,496 | 188,644 | ||||||
Regency Centers Corp | 1,109 | 69,623 | ||||||
Regions Financial Corp | 6,273 | 104,634 | ||||||
SBA Communications Corp | 680 | 167,933 | ||||||
Simon Property Group Inc | 2,085 | 260,396 | ||||||
State Street Corp | 2,304 | 167,777 | ||||||
Synchrony Financial | 3,166 | 102,452 | ||||||
T Rowe Price Group Inc | 1,478 | 147,992 | ||||||
The Travelers Cos Inc | 1,423 | 257,022 | ||||||
Truist Financial Corp | 8,471 | 272,258 | ||||||
UDR Inc | 1,770 | 59,118 | ||||||
US Bancorp | 8,502 | 324,096 | ||||||
Ventas Inc | 2,564 | 117,534 | ||||||
VICI Properties Inc | 6,079 | 181,701 | ||||||
Visa Inc | 9,692 | 2,487,743 | ||||||
W R Berkley Corp | 1,335 | 96,854 | ||||||
Wells Fargo & Co | 22,071 | 984,146 | ||||||
Welltower Inc | 2,792 | 248,767 | ||||||
Weyerhaeuser Co | 4,832 | 151,483 | ||||||
Willis Towers Watson PLC | 703 | 173,149 | ||||||
Zions Bancorp NA | 1,054 | 37,554 | ||||||
Total Financial | 31,413,346 | |||||||
Industrial (7.66%) | ||||||||
3M Co | 3,484 | 345,160 | ||||||
A O Smith Corp | 942 | 70,989 | ||||||
Allegion plc | 601 | 63,760 | ||||||
Amcor PLC | 9,487 | 89,937 | ||||||
AMETEK Inc | 1,502 | 233,155 | ||||||
Amphenol Corp | 3,796 | 345,398 | ||||||
Ball Corp | 2,136 | 118,099 | ||||||
The Boeing Co | 3,466 | 802,830 | ||||||
Carrier Global Corp | 5,321 | 276,479 | ||||||
Caterpillar Inc | 3,077 | 771,465 | ||||||
CH Robinson Worldwide Inc | 835 | 68,512 | ||||||
CSX Corp | 11,993 | 387,374 | ||||||
Deere & Co | 1,665 | 606,743 | ||||||
Dover Corp | 941 | 132,832 | ||||||
Eaton Corp PLC | 2,382 | 542,358 | ||||||
Emerson Electric Co | 3,519 | 312,839 | ||||||
Expeditors International of Washington Inc | 1,105 | 132,976 | ||||||
FedEx Corp | 1,430 | 370,127 | ||||||
Fortive Corp | 2,032 | 140,167 | ||||||
Generac Holdings Inc* | 285 | 33,365 | ||||||
General Dynamics Corp | 1,386 | 342,300 | ||||||
General Electric Co | 6,710 | 817,278 | ||||||
Howmet Aerospace Inc | 2,478 | 130,343 | ||||||
Huntington Ingalls Industries Inc | 281 | 66,603 | ||||||
IDEX Corp | 523 | 105,479 | ||||||
Illinois Tool Works Inc | 1,710 | 414,179 | ||||||
Ingersoll Rand Inc | 2,562 | 183,004 | ||||||
Jacobs Solutions Inc | 846 | 107,594 | ||||||
JB Hunt Transport Services Inc | 529 | 98,008 | ||||||
Johnson Controls International plc | 4,233 | 223,502 | ||||||
Keysight Technologies Inc* | 1,144 | 155,458 | ||||||
L3Harris Technologies Inc | 1,217 | 232,216 | ||||||
Lockheed Martin Corp | 1,352 | 605,385 | ||||||
Martin Marietta Materials Inc | 396 | 183,978 | ||||||
Mettler-Toledo International Inc* | 143 | 156,146 | ||||||
Mohawk Industries Inc* | 390 | 34,441 | ||||||
Nordson Corp | 343 | 80,722 | ||||||
Norfolk Southern Corp | 1,403 | 306,078 | ||||||
Northrop Grumman Corp | 886 | 420,992 | ||||||
Old Dominion Freight Line Inc | 595 | 231,491 | ||||||
Otis Worldwide Corp | 2,659 | 228,116 | ||||||
Packaging Corp of America | 651 | 109,375 | ||||||
Parker-Hannifin Corp | 810 | 350,876 |
Pentair PLC | 1,156 | 74,608 | ||||||
Republic Services Inc | 1,333 | 215,733 | ||||||
Rockwell Automation Inc | 758 | 208,784 | ||||||
RTX Corp | 8,634 | 703,498 | ||||||
Snap-on Inc | 354 | 97,240 | ||||||
Stanley Black & Decker Inc | 953 | 86,628 | ||||||
TE Connectivity Ltd | 1,949 | 255,319 | ||||||
Teledyne Technologies Inc* | 318 | 128,141 | ||||||
Textron Inc | 1,451 | 111,234 | ||||||
Trane Technologies PLC | 1,411 | 318,054 | ||||||
TransDigm Group Inc | 326 | 313,896 | ||||||
Trimble Inc* | 1,634 | 75,818 | ||||||
Union Pacific Corp | 3,645 | 821,104 | ||||||
United Parcel Service Inc | 4,495 | 681,487 | ||||||
Veralto Corp | 1,344 | 103,824 | ||||||
Vulcan Materials Co | 865 | 184,729 | ||||||
Waste Management Inc | 2,319 | 396,526 | ||||||
Westinghouse Air Brake Technologies Corp | 1,153 | 134,394 | ||||||
Westrock Co | 1,715 | 70,607 | ||||||
Xylem Inc | 1,143 | 120,164 | ||||||
Total Industrial | 16,529,917 | |||||||
Technology (29.38%) | ||||||||
Accenture PLC | 3,761 | 1,252,940 | ||||||
Adobe Inc* | 2,749 | 1,679,666 | ||||||
Advanced Micro Devices Inc* | 9,499 | 1,150,899 | ||||||
Analog Devices Inc | 2,934 | 538,037 | ||||||
ANSYS Inc* | 560 | 164,282 | ||||||
Apple Inc(a) | 87,507 | 16,621,955 | ||||||
Applied Materials Inc | 4,955 | 742,160 | ||||||
Autodesk Inc* | 1,396 | 304,928 | ||||||
Broadcom Inc | 2,430 | 2,249,524 | ||||||
Broadridge Financial Solutions Inc | 788 | 152,730 | ||||||
Cadence Design Systems Inc* | 1,627 | 444,610 | ||||||
Ceridian HCM Holding Inc* | 855 | 58,910 | ||||||
Cognizant Technology Solutions Corp | 3,335 | 234,717 | ||||||
Electronic Arts Inc | 1,604 | 221,368 | ||||||
EPAM Systems Inc* | 359 | 92,690 | ||||||
Fidelity National Information Services Inc | 3,855 | 226,057 | ||||||
Fiserv Inc* | 3,670 | 479,339 | ||||||
Fortinet Inc* | 4,205 | 221,015 | ||||||
Hewlett Packard Enterprise Co | 8,406 | 142,145 | ||||||
HP Inc | 5,707 | 167,443 | ||||||
Intel Corp | 24,514 | 1,095,776 | ||||||
International Business Machines Corp | 5,569 | 883,021 | ||||||
Intuit Inc | 1,669 | 953,767 | ||||||
Jack Henry & Associates Inc | 460 | 72,997 | ||||||
KLA Corp | 810 | 441,142 | ||||||
Lam Research Corp | 831 | 594,930 | ||||||
Leidos Holdings Inc | 915 | 98,198 | ||||||
Microchip Technology Inc | 3,286 | 274,184 | ||||||
Micron Technology Inc | 6,762 | 514,723 | ||||||
Microsoft Corp | 44,060 | 16,694,773 | ||||||
Monolithic Power Systems Inc | 267 | 146,508 | ||||||
MSCI Inc | 510 | 265,634 | ||||||
NetApp Inc | 1,421 | 129,865 | ||||||
NVIDIA Corp | 14,569 | 6,813,921 | ||||||
NXP Semiconductors NV | 1,526 | 311,426 | ||||||
ON Semiconductor Corp* | 2,743 | 195,658 | ||||||
Oracle Corp | 6,371 | 740,374 | ||||||
Paychex Inc | 2,089 | 254,795 | ||||||
Paycom Software Inc | 305 | 55,406 | ||||||
PTC Inc* | 681 | 107,162 | ||||||
Qorvo Inc* | 744 | 71,796 | ||||||
QUALCOMM Inc | 6,501 | 838,954 | ||||||
Roper Technologies Inc | 684 | 368,163 | ||||||
Salesforce Inc* | 5,875 | 1,479,913 | ||||||
Seagate Technology Holdings PLC | 1,368 | 108,209 | ||||||
ServiceNow Inc* | 1,243 | 852,375 | ||||||
Skyworks Solutions Inc | 1,059 | 102,649 | ||||||
Synopsys Inc* | 962 | 522,587 | ||||||
Take-Two Interactive Software Inc* | 778 | 123,080 | ||||||
Teradyne Inc | 1,007 | 92,876 | ||||||
Texas Instruments Inc | 5,343 | 815,930 | ||||||
Tyler Technologies Inc* | 246 | 100,575 | ||||||
Western Digital Corp* | 1,916 | 92,562 | ||||||
Zebra Technologies Corp* | 348 | 82,469 | ||||||
Total Technology | 63,441,813 | |||||||
Utilities (2.60%) | ||||||||
The AES Corp | 4,344 | 74,760 |
Alliant Energy Corp | 1,583 | 80,052 | ||||||
Ameren Corp | 1,682 | 130,506 | ||||||
American Electric Power Co Inc | 3,242 | 257,901 | ||||||
American Water Works Co Inc | 1,183 | 155,967 | ||||||
Atmos Energy Corp | 820 | 93,324 | ||||||
CenterPoint Energy Inc | 2,979 | 84,216 | ||||||
CMS Energy Corp | 1,870 | 106,141 | ||||||
Consolidated Edison Inc | 2,227 | 200,675 | ||||||
Constellation Energy Corp | 2,068 | 250,311 | ||||||
Dominion Energy Inc | 5,130 | 232,594 | ||||||
DTE Energy Co | 1,258 | 130,970 | ||||||
Duke Energy Corp | 4,806 | 443,498 | ||||||
Edison International | 2,433 | 162,987 | ||||||
Entergy Corp | 1,304 | 132,239 | ||||||
Evergy Inc | 1,567 | 79,980 | ||||||
Eversource Energy | 2,170 | 128,920 | ||||||
Exelon Corp | 6,205 | 238,955 | ||||||
FirstEnergy Corp | 3,716 | 137,269 | ||||||
NextEra Energy Inc | 12,241 | 716,221 | ||||||
NRG Energy Inc | 1,663 | 79,558 | ||||||
PG&E Corp | 9,918 | 170,292 | ||||||
Pinnacle West Capital Corp | 806 | 60,402 | ||||||
PPL Corp | 4,645 | 121,327 | ||||||
Public Service Enterprise Group Inc | 3,151 | 196,717 | ||||||
Sempra | 3,878 | 282,590 | ||||||
The Southern Co | 6,719 | 476,914 | ||||||
WEC Energy Group Inc | 2,060 | 172,257 | ||||||
Xcel Energy Inc | 3,432 | 208,803 | ||||||
Total Utilities | 5,606,346 | |||||||
Total Common Stock (Cost $78,347,751) | 228,394,153 | |||||||
United States Treasury Bills (1.48%) | ||||||||
United States Treasury Bill(a) (Cost $3,193,944) | 3,200,000 | 3,193,928 | ||||||
Total Investments (Cost $81,541,694) (107.26%) | $ | 231,588,081 | ||||||
Liabilities in Excess of Other Assets (-7.26%) | (15,665,708 | ) | ||||||
Net Assets (100.00%) | $ | 215,922,373 |
* Non-income producing security.
(a) A portion of these securities, a total of $104,721,312, have been pledged or segregated in connection with obligations for futures contracts.
Futures contracts at November 30, 2023: | ||||||||||||
Contracts - $50 times premium / delivery month / commitment / exchange | ||||||||||||
S&P 500 E-MINI | Notional Amount | Value | Unrealized Appreciation | |||||||||
2 / DEC 2023 / Long / CME | $ | 456,663 | $ | 457,675 | $ | 1,013 |
S&P MIDCAP INDEX FUND
Portfolio of Investments
November 30, 2023
Security Description | Shares | Value | ||||||
Common Stock (104.47%) | ||||||||
Basic Materials (4.98%) | ||||||||
Alcoa Corp | 9,686 | $ | 260,166 | |||||
Ashland Inc | 2,252 | 179,980 | ||||||
Avient Corp | 4,377 | 150,350 | ||||||
Axalta Coating Systems Ltd* | 9,664 | 304,126 | ||||||
Cabot Corp | 2,449 | 185,879 | ||||||
The Chemours Co | 6,958 | 190,858 | ||||||
Cleveland-Cliffs Inc* | 22,272 | 382,187 | ||||||
Commercial Metals Co | 5,091 | 230,775 | ||||||
MP Materials Corp* | 4,551 | 72,224 | ||||||
NewMarket Corp | 330 | 175,068 | ||||||
Olin Corp | 5,755 | 271,291 | ||||||
Reliance Steel & Aluminum Co(a) | 2,563 | 705,491 | ||||||
Royal Gold Inc | 3,049 | 371,368 | ||||||
RPM International Inc(a) | 5,650 | 581,555 | ||||||
United States Steel Corp | 9,762 | 350,456 | ||||||
Valvoline Inc* | 6,044 | 206,947 | ||||||
Westlake Corp | 1,397 | 179,361 | ||||||
Total Basic Materials | 4,798,082 | |||||||
Communications (2.50%) | ||||||||
Cable One Inc | 219 | 116,526 | ||||||
Calix Inc* | 2,919 | 112,644 | ||||||
Ciena Corp* | 6,519 | 298,896 | ||||||
Frontier Communications Parent Inc* | 9,684 | 211,983 | ||||||
GoDaddy Inc*,(a) | 6,428 | 643,185 | ||||||
Iridium Communications Inc | 5,851 | 222,923 | ||||||
The New York Times Co | 7,100 | 333,629 | ||||||
Nexstar Media Group Inc | 1,459 | 207,076 | ||||||
TEGNA Inc | 8,823 | 135,257 | ||||||
Ziff Davis Inc* | 2,035 | 129,874 | ||||||
Total Communications | 2,411,993 | |||||||
Consumer, Cyclical (17.63%) | ||||||||
Adient PLC* | 4,382 | 141,100 | ||||||
Aramark | 11,298 | 316,457 | ||||||
Autoliv Inc | 3,327 | 344,744 | ||||||
AutoNation Inc* | 1,176 | 159,078 | ||||||
BJ's Wholesale Club Holdings Inc* | 5,883 | 379,924 | ||||||
Boyd Gaming Corp | 3,109 | 183,586 | ||||||
Brunswick Corp | 3,057 | 241,106 | ||||||
Burlington Stores Inc* | 3,360 | 569,822 | ||||||
Capri Holdings Ltd* | 5,082 | 246,172 | ||||||
Carter's Inc | 1,631 | 111,218 | ||||||
Casey's General Stores Inc | 1,637 | 450,830 | ||||||
Choice Hotels International Inc | 1,228 | 135,424 | ||||||
Churchill Downs Inc | 3,048 | 352,867 | ||||||
Columbia Sportswear Co | 1,504 | 117,808 | ||||||
Core & Main Inc* | 5,290 | 185,309 | ||||||
Crocs Inc* | 2,672 | 282,190 | ||||||
Deckers Outdoor Corp*,(a) | 1,144 | 759,582 | ||||||
Dick's Sporting Goods Inc | 2,914 | 379,111 | ||||||
Dolby Laboratories Inc | 2,761 | 237,805 | ||||||
FirstCash Holdings Inc | 1,713 | 191,856 | ||||||
Five Below Inc* | 2,437 | 459,277 | ||||||
Floor & Decor Holdings Inc* | 4,660 | 427,369 | ||||||
Fox Factory Holding Corp* | 2,083 | 130,208 | ||||||
GameStop Corp* | 12,308 | 179,081 | ||||||
The Gap Inc | 9,050 | 181,634 | ||||||
Gentex Corp | 10,083 | 306,624 | ||||||
The Goodyear Tire & Rubber Co* | 12,122 | 168,375 | ||||||
Harley-Davidson Inc | 5,645 | 169,294 | ||||||
Hilton Grand Vacations Inc* | 3,561 | 122,000 | ||||||
Hyatt Hotels Corp | 1,994 | 228,831 | ||||||
KB Home | 3,378 | 175,994 | ||||||
Lear Corp | 2,572 | 344,005 | ||||||
Leggett & Platt Inc | 6,149 | 140,628 |
Light & Wonder Inc* | 3,989 | 352,707 | ||||||
Lithia Motors Inc | 1,181 | 315,315 | ||||||
Macy's Inc | 11,538 | 182,993 | ||||||
Marriott Vacations Worldwide Corp | 1,485 | 108,257 | ||||||
Mattel Inc* | 15,506 | 294,614 | ||||||
MSC Industrial Direct Co Inc | 2,184 | 212,765 | ||||||
Murphy USA Inc | 854 | 315,596 | ||||||
Nordstrom Inc | 4,073 | 63,620 | ||||||
Ollie's Bargain Outlet Holdings Inc* | 2,658 | 194,752 | ||||||
Penn Entertainment Inc* | 6,404 | 157,282 | ||||||
Planet Fitness Inc* | 2,033 | 138,122 | ||||||
Polaris Inc | 2,301 | 189,763 | ||||||
PVH Corp | 2,718 | 265,766 | ||||||
RH* | 676 | 182,500 | ||||||
The Scotts Miracle-Gro Co | 2,013 | 112,044 | ||||||
Skechers USA Inc* | 5,826 | 343,210 | ||||||
Taylor Morrison Home Corp* | 5,050 | 227,755 | ||||||
Tempur Sealy International Inc | 7,537 | 303,892 | ||||||
Texas Roadhouse Inc | 2,922 | 328,900 | ||||||
Thor Industries Inc | 2,334 | 231,229 | ||||||
TKO Group Holdings Inc | 2,130 | 164,713 | ||||||
Toll Brothers Inc | 4,752 | 408,149 | ||||||
Topgolf Callaway Brands Corp* | 6,451 | 79,089 | ||||||
Travel + Leisure Co | 3,197 | 113,941 | ||||||
Under Armour Inc* | 9,303 | 75,726 | ||||||
Vail Resorts Inc | 1,688 | 366,819 | ||||||
Visteon Corp* | 1,218 | 144,540 | ||||||
Watsco Inc | 1,468 | 561,114 | ||||||
TheWendy's Co | 7,789 | 146,044 | ||||||
WESCO International Inc | 1,919 | 299,076 | ||||||
Williams-Sonoma Inc | 2,811 | 527,175 | ||||||
Wingstop Inc | 1,312 | 315,352 | ||||||
Wyndham Hotels & Resorts Inc | 3,689 | 285,307 | ||||||
YETI Holdings Inc* | 3,766 | 160,582 | ||||||
Total Consumer, Cyclical | 16,988,018 | |||||||
Consumer, Non-Cyclical (15.54%) | ||||||||
Acadia Healthcare Co Inc* | 4,932 | 359,987 | ||||||
Amedisys Inc* | 1,428 | 133,632 | ||||||
Arrowhead Pharmaceuticals Inc* | 4,940 | 104,728 | ||||||
Avis Budget Group Inc | 865 | 158,165 | ||||||
Azenta Inc* | 2,633 | 148,422 | ||||||
BellRing Brands Inc* | 5,935 | 313,962 | ||||||
The Boston Beer Co Inc* | 434 | 153,966 | ||||||
The Brink's Co | 2,014 | 158,905 | ||||||
Bruker Corp | 4,308 | 280,408 | ||||||
Celsius Holdings Inc* | 5,973 | 295,723 | ||||||
Chemed Corp | 660 | 374,220 | ||||||
Coca-Cola Consolidated Inc | 205 | 150,577 | ||||||
Coty Inc* | 15,682 | 178,775 | ||||||
Darling Ingredients Inc* | 6,983 | 306,344 | ||||||
Encompass Health Corp | 4,381 | 285,510 | ||||||
Enovis Corp* | 2,165 | 107,081 | ||||||
Envista Holdings Corp* | 7,575 | 171,877 | ||||||
Euronet Worldwide Inc* | 2,065 | 180,109 | ||||||
Exelixis Inc* | 13,940 | 304,031 | ||||||
Flowers Foods Inc | 8,419 | 175,199 | ||||||
FTI Consulting Inc* | 1,489 | 328,265 | ||||||
Globus Medical Inc* | 3,944 | 177,164 | ||||||
Graham Holdings Co | 161 | 100,971 | ||||||
Grand Canyon Education Inc* | 1,305 | 178,420 | ||||||
Grocery Outlet Holding Corp* | 4,492 | 126,719 | ||||||
GXO Logistics Inc* | 5,224 | 293,902 | ||||||
H&R Block Inc | 6,634 | 301,316 | ||||||
Haemonetics Corp* | 2,220 | 179,531 | ||||||
Halozyme Therapeutics Inc* | 5,735 | 221,428 | ||||||
HealthEquity Inc* | 3,742 | 250,789 | ||||||
Helen of Troy Ltd* | 1,182 | 124,145 | ||||||
Hertz Global Holdings Inc* | 5,559 | 46,362 | ||||||
ICU Medical Inc* | 1,011 | 88,725 | ||||||
Inari Medical Inc* | 1,706 | 101,831 | ||||||
Ingredion Inc | 2,875 | 294,659 | ||||||
Insperity Inc | 1,586 | 180,408 | ||||||
Integra LifeSciences Holdings Corp* | 3,100 | 121,489 |
Jazz Pharmaceuticals PLC* | 2,764 | 326,788 | ||||||
Lancaster Colony Corp | 881 | 146,158 | ||||||
Lantheus Holdings Inc* | 2,996 | 214,574 | ||||||
LivaNova PLC* | 2,203 | 98,805 | ||||||
ManpowerGroup Inc | 2,170 | 161,036 | ||||||
Masimo Corp* | 1,942 | 182,082 | ||||||
Medpace Holdings Inc* | 1,017 | 275,322 | ||||||
Morningstar Inc | 1,139 | 322,747 | ||||||
Neogen Corp* | 8,616 | 146,214 | ||||||
Neurocrine Biosciences Inc* | 4,275 | 498,422 | ||||||
Option Care Health Inc* | 7,340 | 218,365 | ||||||
Patterson Cos Inc | 3,701 | 94,042 | ||||||
Paylocity Holding Corp* | 1,910 | 299,240 | ||||||
Penumbra Inc* | 1,672 | 371,334 | ||||||
Performance Food Group Co* | 6,836 | 444,682 | ||||||
Perrigo Co PLC | 6,298 | 191,837 | ||||||
Post Holdings Inc* | 2,224 | 189,996 | ||||||
Progyny Inc* | 3,648 | 125,345 | ||||||
QuidelOrtho Corp* | 2,295 | 157,735 | ||||||
R1 RCM Inc* | 7,094 | 75,055 | ||||||
Repligen Corp* | 2,254 | 354,442 | ||||||
Service Corp International | 6,605 | 404,688 | ||||||
Shockwave Medical Inc* | 1,580 | 275,789 | ||||||
Sotera Health Co* | 4,867 | 66,435 | ||||||
Sprouts Farmers Market Inc* | 4,787 | 206,224 | ||||||
Tenet Healthcare Corp* | 4,445 | 306,749 | ||||||
United Therapeutics Corp* | 2,054 | 492,960 | ||||||
US Foods Holding Corp* | 9,763 | 427,912 | ||||||
Vestis Corp | 6,005 | 109,952 | ||||||
WEX Inc* | 1,880 | 331,970 | ||||||
Total Consumer, Non-Cyclical | 14,974,645 | |||||||
Energy (5.83%) | ||||||||
Antero Midstream Corp | 14,912 | 198,628 | ||||||
Antero Resources Corp* | 12,721 | 300,597 | ||||||
ChampionX Corp | 8,525 | 249,953 | ||||||
Chesapeake Energy Corp | 4,969 | 399,060 | ||||||
Chord Energy Corp | 1,818 | 294,771 | ||||||
Civitas Resources Inc | 3,735 | 256,557 | ||||||
CNX Resources Corp* | 7,627 | 159,099 | ||||||
DT Midstream Inc | 4,196 | 240,389 | ||||||
Equitrans Midstream Corp | 20,127 | 188,791 | ||||||
HF Sinclair Corp | 6,167 | 323,644 | ||||||
Matador Resources Co | 4,851 | 280,776 | ||||||
Murphy Oil Corp | 6,331 | 270,777 | ||||||
NOV Inc | 17,241 | 324,476 | ||||||
Ovintiv Inc | 10,928 | 484,548 | ||||||
PBF Energy Inc | 4,816 | 213,830 | ||||||
Permian Resources Corp | 12,157 | 159,743 | ||||||
Range Resources Corp | 10,567 | 343,428 | ||||||
Southwestern Energy Co* | 47,272 | 311,522 | ||||||
Sunrun Inc* | 10,473 | 135,102 | ||||||
Valaris Ltd* | 2,772 | 190,159 | ||||||
Weatherford International PLC* | 3,155 | 286,127 | ||||||
Total Energy | 5,611,977 | |||||||
Financial (22.68%) | ||||||||
Banks (5.45%) | ||||||||
Associated Banc-Corp | 7,389 | 131,081 | ||||||
Bank OZK | 4,532 | 189,710 | ||||||
Cadence Bank | 8,475 | 212,299 | ||||||
Columbia Banking System Inc | 9,132 | 204,831 | ||||||
Commerce Bancshares Inc | 4,894 | 247,490 | ||||||
Cullen/Frost Bankers Inc | 2,755 | 270,789 | ||||||
East West Bancorp Inc | 6,194 | 389,726 | ||||||
First Financial Bankshares Inc | 5,506 | 144,533 | ||||||
First Horizon Corp | 25,011 | 319,891 | ||||||
FNB Corp | 15,711 | 188,375 | ||||||
Glacier Bancorp Inc | 4,761 | 160,112 | ||||||
Hancock Whitney Corp | 3,992 | 164,670 | ||||||
Home BancShares Inc | 8,489 | 188,286 | ||||||
International Bancshares Corp | 2,594 | 116,393 | ||||||
Old National Bancorp | 13,541 | 201,625 | ||||||
Pinnacle Financial Partners Inc | 3,298 | 239,336 | ||||||
Prosperity Bancshares Inc | 4,103 | 247,452 |
SouthState Corp | 3,273 | 242,366 | ||||||
Synovus Financial Corp | 6,292 | 193,731 | ||||||
Texas Capital Bancshares Inc* | 2,071 | 113,656 | ||||||
UMB Financial Corp | 1,911 | 136,942 | ||||||
United Bankshares Inc | 5,908 | 195,614 | ||||||
Valley National Bancorp | 19,658 | 178,888 | ||||||
Webster Financial Corp | 7,586 | 340,229 | ||||||
Wintrust Financial Corp | 2,680 | 229,596 | ||||||
5,247,621 | ||||||||
Diversified Financial Service (3.05%) | ||||||||
Affiliated Managers Group Inc | 1,534 | 207,934 | ||||||
Ally Financial Inc | 11,885 | 347,280 | ||||||
Evercore Inc | 1,526 | 225,161 | ||||||
Federated Hermes Inc | 4,336 | 137,972 | ||||||
Interactive Brokers Group Inc | 4,769 | 371,219 | ||||||
Janus Henderson Group PLC | 5,724 | 149,912 | ||||||
Jefferies Financial Group Inc | 7,738 | 274,235 | ||||||
SEI Investments Co | 4,341 | 254,686 | ||||||
SLM Corp | 9,899 | 148,782 | ||||||
Stifel Financial Corp | 4,573 | 279,044 | ||||||
Voya Financial Inc | 4,767 | 340,888 | ||||||
The Western Union Co | 17,443 | 202,862 | ||||||
2,939,975 | ||||||||
Insurance (5.49%) | ||||||||
American Financial Group Inc | 2,898 | 331,502 | ||||||
Brighthouse Financial Inc* | 2,868 | 149,222 | ||||||
CNO Financial Group Inc | 4,936 | 130,804 | ||||||
Erie Indemnity Co | 1,085 | 320,769 | ||||||
Essent Group Ltd | 4,618 | 223,234 | ||||||
Fidelity National Financial Inc | 11,321 | 507,633 | ||||||
First American Financial Corp | 4,484 | 267,246 | ||||||
The Hanover Insurance Group Inc | 1,565 | 194,530 | ||||||
Kemper Corp | 2,636 | 116,590 | ||||||
Kinsale Capital Group Inc | 1,012 | 354,301 | ||||||
MGIC Investment Corp | 12,361 | 217,430 | ||||||
Old Republic International Corp | 11,590 | 339,703 | ||||||
Primerica Inc | 1,566 | 328,093 | ||||||
Reinsurance Group of America Inc | 2,899 | 472,711 | ||||||
RenaissanceRe Holdings Ltd | 2,189 | 469,234 | ||||||
RLI Corp | 1,756 | 238,114 | ||||||
Selective Insurance Group Inc | 2,808 | 285,546 | ||||||
Unum Group | 8,051 | 346,193 | ||||||
5,292,855 | ||||||||
Real Estate (8.38%) | ||||||||
Agree Realty Corp | 4,353 | 257,741 | ||||||
Annaly Capital Management Inc | 22,074 | 398,877 | ||||||
Apartment Income REIT Corp | 6,533 | 203,307 | ||||||
Brixmor Property Group Inc | 12,945 | 278,576 | ||||||
COPT Defense Properties | 4,829 | 116,862 | ||||||
Cousins Properties Inc | 6,455 | 132,457 | ||||||
CubeSmart | 9,758 | 387,978 | ||||||
EastGroup Properties Inc | 1,987 | 345,241 | ||||||
EPR Properties | 3,298 | 147,157 | ||||||
Equity LifeStyle Properties Inc | 6,286 | 446,935 | ||||||
First Industrial Realty Trust Inc | 5,746 | 270,349 | ||||||
Gaming and Leisure Properties Inc | 11,499 | 537,350 | ||||||
Healthcare Realty Trust Inc | 16,216 | 247,618 | ||||||
Independence Realty Trust Inc | 9,688 | 131,951 | ||||||
Jones Lang LaSalle Inc* | 2,059 | 320,216 | ||||||
Kilroy Realty Corp | 4,891 | 161,305 | ||||||
Kite Realty Group Trust | 10,183 | 215,065 | ||||||
Lamar Advertising Co | 3,789 | 383,788 | ||||||
Medical Properties Trust Inc | 24,786 | 120,212 | ||||||
National Storage Affiliates Trust | 3,823 | 126,885 | ||||||
NNN REIT Inc | 7,928 | 322,035 | ||||||
Omega Healthcare Investors Inc | 10,859 | 344,773 | ||||||
Park Hotels & Resorts Inc | 10,011 | 148,463 | ||||||
Physicians Realty Trust | 11,481 | 134,098 | ||||||
PotlatchDeltic Corp | 3,706 | 169,883 | ||||||
Rayonier Inc | 5,972 | 183,221 | ||||||
Rexford Industrial Realty Inc | 8,910 | 438,550 | ||||||
Sabra Health Care REIT Inc | 10,124 | 147,810 | ||||||
Spirit Realty Capital Inc | 6,188 | 255,564 | ||||||
STAG Industrial Inc | 7,786 | 279,128 | ||||||
Starwood Property Trust Inc | 13,010 | 258,509 | ||||||
Vornado Realty Trust | 6,685 | 157,365 | ||||||
8,069,269 | ||||||||
Savings&Loans (0.31%) |
New York Community Bancorp Inc | 31,633 | 297,667 | ||||||
Total Financial | 21,847,387 | |||||||
Industrial (23.59%) | ||||||||
Acuity Brands Inc | 1,347 | 241,463 | ||||||
Advanced Drainage Systems Inc | 2,994 | 362,603 | ||||||
AECOM | 6,074 | 539,736 | ||||||
AGCO Corp | 2,680 | 304,260 | ||||||
AptarGroup Inc | 2,873 | 364,555 | ||||||
Arrow Electronics Inc* | 2,437 | 288,931 | ||||||
Avnet Inc | 4,237 | 198,122 | ||||||
Belden Inc | 1,826 | 121,319 | ||||||
Berry Global Group Inc | 2,853 | 188,640 | ||||||
Builders FirstSource Inc*,(a) | 5,474 | 734,118 | ||||||
BWX Technologies Inc | 2,190 | 170,886 | ||||||
Carlisle Cos Inc(a) | 2,185 | 612,696 | ||||||
Chart Industries Inc* | 1,893 | 246,147 | ||||||
Clean Harbors Inc* | 2,167 | 350,317 | ||||||
Cognex Corp | 7,447 | 280,752 | ||||||
Coherent Corp* | 5,697 | 209,593 | ||||||
Crane Co | 2,137 | 225,838 | ||||||
Crown Holdings Inc | 4,313 | 370,961 | ||||||
Curtiss-Wright Corp | 1,677 | 358,710 | ||||||
Donaldson Co Inc | 5,308 | 322,939 | ||||||
Eagle Materials Inc | 1,660 | 300,543 | ||||||
EMCOR Group Inc | 2,063 | 438,429 | ||||||
EnerSys | 1,777 | 157,229 | ||||||
Esab Corp | 2,165 | 167,030 | ||||||
Exponent Inc | 2,362 | 181,780 | ||||||
Flowserve Corp | 6,092 | 233,080 | ||||||
Fluor Corp* | 6,277 | 238,714 | ||||||
Fortune Brands Innovations Inc | 5,555 | 380,129 | ||||||
GATX Corp | 1,528 | 166,552 | ||||||
Graco Inc(a) | 7,399 | 597,691 | ||||||
Graphic Packaging Holding Co | 7,352 | 166,670 | ||||||
Greif Inc | 1,262 | 88,214 | ||||||
Hexcel Corp | 3,671 | 254,437 | ||||||
ITT Inc | 3,594 | 389,122 | ||||||
Jabil Inc(a) | 5,730 | 660,786 | ||||||
Kirby Corp* | 2,605 | 199,934 | ||||||
Knife River Corp* | 2,553 | 152,363 | ||||||
Knight-Swift Transportation Holdings Inc | 7,062 | 379,794 | ||||||
Landstar System Inc | 1,573 | 271,578 | ||||||
Lennox International Inc | 1,399 | 568,917 | ||||||
Lincoln Electric Holdings Inc | 2,513 | 497,725 | ||||||
Littelfuse Inc | 1,089 | 253,519 | ||||||
Louisiana-Pacific Corp | 2,809 | 171,321 | ||||||
MasTec Inc* | 2,921 | 177,129 | ||||||
MDU Resources Group Inc | 9,443 | 180,739 | ||||||
The Middleby Corp* | 2,319 | 292,727 | ||||||
MSA Safety Inc | 1,604 | 279,321 | ||||||
Novanta Inc* | 1,653 | 238,759 | ||||||
nVent Electric PLC | 7,258 | 386,489 | ||||||
Oshkosh Corp | 2,827 | 275,039 | ||||||
Owens Corning | 3,933 | 533,236 | ||||||
RBC Bearings Inc* | 1,272 | 327,845 | ||||||
Regal Rexnord Corp | 2,903 | 347,779 | ||||||
Ryder System Inc | 1,993 | 213,530 | ||||||
Saia Inc* | 1,161 | 453,243 | ||||||
Sensata Technologies Holding PLC | 6,593 | 214,338 | ||||||
Silgan Holdings Inc | 3,646 | 152,111 | ||||||
Simpson Manufacturing Co Inc | 1,865 | 311,399 | ||||||
Sonoco Products Co | 4,289 | 236,581 | ||||||
Stericycle Inc* | 4,051 | 190,275 | ||||||
TD SYNNEX Corp | 2,068 | 203,988 | ||||||
Terex Corp | 2,893 | 143,204 | ||||||
Tetra Tech Inc | 2,331 | 368,648 | ||||||
The Timken Co | 3,046 | 220,530 | ||||||
TopBuild Corp* | 1,380 | 408,176 | ||||||
The Toro Co | 4,549 | 377,567 | ||||||
Trex Co Inc* | 4,716 | 331,393 | ||||||
UFP Industries Inc | 2,679 | 293,699 | ||||||
Universal Display Corp | 1,907 | 322,664 | ||||||
Valmont Industries Inc | 976 | 214,300 | ||||||
Vishay Intertechnology Inc | 5,558 | 123,554 |
Vontier Corp | 6,699 | 225,957 | ||||||
Watts Water Technologies Inc | 1,269 | 244,295 | ||||||
Werner Enterprises Inc | 2,668 | 106,747 | ||||||
Woodward Inc | 2,604 | 352,009 | ||||||
Worthington Enterprises Inc | 1,494 | 107,120 | ||||||
XPO Inc* | 5,224 | 450,727 | ||||||
Total Industrial | 22,713,261 | |||||||
Technology (8.18%) | ||||||||
Allegro MicroSystems Inc* | 3,324 | 90,479 | ||||||
Amkor Technology Inc | 4,951 | 139,470 | ||||||
ASGN Inc* | 2,119 | 189,100 | ||||||
Aspen Technology Inc* | 1,241 | 233,631 | ||||||
Blackbaud Inc* | 1,886 | 141,903 | ||||||
CACI International Inc* | 998 | 320,308 | ||||||
Cirrus Logic Inc* | 2,556 | 194,026 | ||||||
CommVault Systems Inc* | 2,041 | 150,177 | ||||||
Concentrix Corp | 1,881 | 176,795 | ||||||
Crane NXT Co | 2,397 | 123,350 | ||||||
Doximity Inc* | 2,842 | 66,077 | ||||||
Dropbox Inc* | 6,510 | 183,452 | ||||||
Dynatrace Inc* | 10,299 | 551,511 | ||||||
ExlService Holdings Inc* | 7,256 | 205,853 | ||||||
Genpact Ltd | 7,303 | 248,010 | ||||||
IPG Photonics Corp* | 1,370 | 131,191 | ||||||
KBR Inc | 5,907 | 305,215 | ||||||
Kyndryl Holdings Inc* | 9,501 | 171,303 | ||||||
Lattice Semiconductor Corp* | 6,035 | 353,349 | ||||||
Lumentum Holdings Inc* | 2,957 | 126,560 | ||||||
MACOM Technology Solutions Holdings Inc* | 2,324 | 195,170 | ||||||
Manhattan Associates Inc*,(a) | 2,700 | 602,233 | ||||||
Maximus Inc | 2,817 | 235,191 | ||||||
MKS Instruments Inc | 2,819 | 232,708 | ||||||
NCR Voyix Corp* | 6,803 | 106,671 | ||||||
Onto Innovation Inc* | 2,148 | 302,889 | ||||||
Power Integrations Inc | 2,513 | 192,018 | ||||||
Qualys Inc* | 1,539 | 284,469 | ||||||
Science Applications International Corp | 2,350 | 275,914 | ||||||
Silicon Laboratories Inc* | 1,370 | 144,357 | ||||||
Super Micro Computer Inc* | 1,999 | 546,667 | ||||||
Synaptics Inc* | 1,730 | 175,145 | ||||||
Teradata Corp* | 4,374 | 206,672 | ||||||
Wolfspeed Inc* | 5,129 | 189,055 | ||||||
ZoomInfo Technologies Inc* | 6,452 | 92,715 | ||||||
Total Technology | 7,883,634 | |||||||
Utilities (3.54%) | ||||||||
ALLETE Inc | 2,479 | 137,535 | ||||||
Black Hills Corp | 3,208 | 165,501 | ||||||
Essential Utilities Inc | 10,544 | 375,472 | ||||||
IDACORP Inc | 2,216 | 213,844 | ||||||
National Fuel Gas Co | 4,264 | 216,569 | ||||||
New Jersey Resources Corp | 4,492 | 189,562 | ||||||
Northwestern Energy Group Inc | 2,732 | 137,447 | ||||||
OGE Energy Corp | 8,680 | 304,234 | ||||||
ONE Gas Inc | 2,382 | 137,275 | ||||||
Ormat Technologies Inc | 2,357 | 158,673 | ||||||
PNM Resources Inc | 3,758 | 156,220 | ||||||
Portland General Electric Co | 4,484 | 184,113 | ||||||
Southwest Gas Holdings Inc | 2,628 | 155,341 | ||||||
Spire Inc | 2,256 | 137,639 | ||||||
UGI Corp | 9,172 | 201,692 | ||||||
Vistra Corp | 15,128 | 535,682 | ||||||
Total Utilities | 3,406,799 | |||||||
Total Common Stock (Cost $72,530,676) | 100,635,796 | |||||||
United States Treasury Bills (0.93%) | ||||||||
United States Treasury Bill(a) (Cost $898,304) | 900,000 | 898,292 | ||||||
Total Investments (Cost $73,428,980) (105.40%) | $ | 101,534,088 | ||||||
Liabilities in Excess of Other Assets (-5.40%) | (5,198,510 | ) | ||||||
Net Assets (100.00%) | $ | 96,335,578 |
* Non-income producing security.
(a) A portion of these securities, a total of $5,897,337, have been pledged or segregated in connection with obligations for futures contracts.
Futures contracts at November 30, 2023: | ||||||||||||
Contracts - $100 times premium / delivery month / commitment / exchange | ||||||||||||
S&P MidCap E-MINI | Notional Amount | Value | Unrealized Appreciation | |||||||||
3 / DEC 2023 / Long / CME | $ | 507,780 | $ | 513,520 | $ | 5,740 |
S&P SMALLCAP INDEX FUND
Portfolio of Investments
November 30, 2023
Security Description | Shares | Value | ||||||
Common Stock (101.25%) | ||||||||
Basic Materials (4.40%) | ||||||||
AdvanSix Inc | 1,501 | $ | 39,221 | |||||
ATI Inc*,(a) | 6,280 | 276,006 | ||||||
Balchem Corp | 1,574 | 196,309 | ||||||
Carpenter Technology Corp | 2,537 | 179,645 | ||||||
Compass Minerals International Inc | 1,858 | 45,112 | ||||||
Hawkins Inc | 913 | 56,095 | ||||||
Haynes International Inc | 687 | 33,718 | ||||||
HB Fuller Co | 2,631 | 199,115 | ||||||
Innospec Inc | 1,214 | 127,555 | ||||||
Kaiser Aluminum Corp | 868 | 50,761 | ||||||
Koppers Holdings Inc | 1,138 | 51,403 | ||||||
Livent Corp* | 8,777 | 120,772 | ||||||
Mativ Holdings Inc | 2,993 | 35,018 | ||||||
Mercer International Inc | 2,519 | 24,132 | ||||||
Minerals Technologies Inc | 1,767 | 110,685 | ||||||
Quaker Chemical Corp | 676 | 120,862 | ||||||
Rogers Corp* | 818 | 105,849 | ||||||
Sensient Technologies Corp | 2,063 | 119,530 | ||||||
Stepan Co | 1,037 | 85,625 | ||||||
Sylvamo Corp | 1,740 | 87,487 | ||||||
Total Basic Materials | 2,064,900 | |||||||
Communications (3.57%) | ||||||||
A10 Networks Inc | 3,745 | 46,775 | ||||||
ADTRAN Holdings Inc | 3,950 | 20,659 | ||||||
AMC Networks Inc* | 1,982 | 30,206 | ||||||
ATN International Inc | 779 | 23,713 | ||||||
Cars.com Inc* | 3,375 | 62,843 | ||||||
Clearfield Inc* | 714 | 18,164 | ||||||
Cogent Communications Holdings Inc | 2,197 | 140,298 | ||||||
Consolidated Communications Holdings Inc* | 5,162 | 22,197 | ||||||
DISH Network Corp* | 6,599 | 24,152 | ||||||
ePlus Inc* | 1,533 | 97,315 | ||||||
The EW Scripps Co* | 3,903 | 26,970 | ||||||
Extreme Networks Inc* | 6,599 | 106,508 | ||||||
Gogo Inc* | 4,207 | 42,196 | ||||||
Harmonic Inc* | 5,985 | 66,194 | ||||||
HealthStream Inc | 1,518 | 37,950 | ||||||
InterDigital Inc | 1,289 | 128,797 | ||||||
Lumen Technologies Inc* | 52,497 | 68,771 | ||||||
Perficient Inc* | 1,886 | 116,706 | ||||||
Scholastic Corp | 1,686 | 64,051 | ||||||
Shenandoah Telecommunications Co | 2,729 | 60,775 | ||||||
Shutterstock Inc | 1,461 | 64,153 | ||||||
TechTarget Inc* | 1,557 | 46,087 | ||||||
Telephone and Data Systems Inc | 5,200 | 102,440 | ||||||
Thryv Holdings Inc* | 1,075 | 19,124 | ||||||
Viasat Inc* | 3,449 | 70,532 | ||||||
Viavi Solutions Inc* | 10,864 | 87,781 | ||||||
Yelp Inc* | 1,856 | 81,126 | ||||||
Total Communications | 1,676,483 | |||||||
Consumer, Cyclical (16.43%) | ||||||||
Abercrombie & Fitch Co* | 2,208 | 167,565 | ||||||
Academy Sports & Outdoors Inc | 3,865 | 196,613 | ||||||
Advance Auto Parts Inc | 3,087 | 156,789 | ||||||
Allegiant Travel Co | 873 | 59,792 | ||||||
American Axle & Manufacturing Holdings Inc* | 6,241 | 43,437 |
American Eagle Outfitters Inc | 7,329 | 139,471 | ||||||
America's Car-Mart Inc* | 397 | 31,708 | ||||||
Asbury Automotive Group Inc* | 1,004 | 210,658 | ||||||
BJ's Restaurants Inc* | 1,372 | 41,064 | ||||||
Bloomin' Brands Inc | 4,459 | 104,073 | ||||||
Boot Barn Holdings Inc* | 1,464 | 107,282 | ||||||
Brinker International Inc* | 2,400 | 86,424 | ||||||
The Buckle Inc | 1,610 | 62,082 | ||||||
Caleres Inc | 1,940 | 58,898 | ||||||
Cavco Industries Inc* | 385 | 108,870 | ||||||
Century Communities Inc | 1,540 | 111,096 | ||||||
The Cheesecake Factory Inc | 2,230 | 69,911 | ||||||
Chico's FAS Inc* | 6,814 | 51,378 | ||||||
Chuy's Holdings Inc* | 1,025 | 36,080 | ||||||
Cinemark Holdings Inc* | 5,839 | 83,206 | ||||||
Cracker Barrel Old Country Store Inc | 1,039 | 69,748 | ||||||
Dana Inc | 3,349 | 44,240 | ||||||
Dave & Buster's Entertainment Inc* | 1,677 | 68,824 | ||||||
Designer Brands Inc | 2,740 | 31,894 | ||||||
Dine Brands Global Inc | 923 | 40,123 | ||||||
Dorman Products Inc* | 1,384 | 99,703 | ||||||
Ethan Allen Interiors Inc | 1,450 | 38,918 | ||||||
Gentherm Inc* | 1,552 | 71,268 | ||||||
G-III Apparel Group Ltd* | 2,328 | 66,977 | ||||||
GMS Inc* | 1,991 | 134,671 | ||||||
Golden Entertainment Inc | 1,277 | 45,512 | ||||||
Green Brick Partners Inc* | 1,442 | 68,423 | ||||||
Group 1 Automotive Inc | 686 | 193,521 | ||||||
Guess? Inc | 1,794 | 39,504 | ||||||
Hanesbrands Inc* | 19,904 | 72,451 | ||||||
Hibbett Inc | 761 | 47,601 | ||||||
HNI Corp | 2,445 | 95,526 | ||||||
Installed Building Products Inc | 1,212 | 182,418 | ||||||
Interface Inc | 4,184 | 42,300 | ||||||
iRobot Corp* | 1,698 | 61,315 | ||||||
Jack in the Box Inc | 1,122 | 81,121 | ||||||
Kohl's Corp | 4,710 | 110,450 | ||||||
Kontoor Brands Inc | 2,382 | 130,939 | ||||||
La-Z-Boy Inc | 2,350 | 82,697 | ||||||
LCI Industries | 1,236 | 134,118 | ||||||
Leslie's Inc* | 8,731 | 43,044 | ||||||
LGI Homes Inc* | 975 | 115,118 | ||||||
M/I Homes Inc* | 1,357 | 143,177 | ||||||
Madison Square Garden Sports Corp* | 813 | 137,551 | ||||||
MarineMax Inc* | 1,369 | 40,837 | ||||||
MDC Holdings Inc | 2,912 | 128,885 | ||||||
Meritage Homes Corp(a) | 1,795 | 253,634 | ||||||
Methode Electronics Inc | 2,056 | 48,789 | ||||||
MillerKnoll Inc | 3,697 | 95,383 | ||||||
Monarch Casino & Resort Inc | 723 | 45,462 | ||||||
Movado Group Inc | 1,175 | 30,726 | ||||||
National Vision Holdings Inc* | 3,715 | 68,542 | ||||||
Newell Brands Inc | 18,611 | 142,002 | ||||||
Nu Skin Enterprises Inc | 2,909 | 49,511 | ||||||
The ODP Corp* | 1,776 | 80,897 | ||||||
OPENLANE Inc* | 5,346 | 78,159 | ||||||
Oxford Industries Inc | 702 | 63,482 | ||||||
Papa John's International Inc | 1,598 | 104,254 | ||||||
Patrick Industries Inc | 983 | 80,645 | ||||||
PC Connection Inc | 791 | 47,167 | ||||||
PriceSmart Inc | 1,370 | 92,324 | ||||||
Resideo Technologies Inc* | 6,983 | 114,731 | ||||||
Sally Beauty Holdings Inc* | 6,114 | 59,122 | ||||||
ScanSource Inc* | 1,608 | 53,755 | ||||||
Shake Shack Inc* | 1,831 | 110,885 | ||||||
Shoe Carnival Inc | 1,280 | 31,091 | ||||||
Signet Jewelers Ltd | 2,217 | 182,193 |
Six Flags Entertainment Corp* | 4,032 | 100,397 | ||||||
SkyWest Inc* | 2,323 | 109,831 | ||||||
Sleep Number Corp* | 1,501 | 15,220 | ||||||
Sonic Automotive Inc | 982 | 50,347 | ||||||
Sonos Inc* | 6,041 | 91,219 | ||||||
Standard Motor Products Inc | 1,022 | 36,761 | ||||||
Steven Madden Ltd | 3,457 | 131,089 | ||||||
Titan International Inc* | 3,341 | 43,667 | ||||||
Tri Pointe Homes Inc* | 2,835 | 82,725 | ||||||
UniFirst Corp | 731 | 126,171 | ||||||
Urban Outfitters Inc* | 2,761 | 98,568 | ||||||
Victoria's Secret & Co* | 2,043 | 55,059 | ||||||
Vista Outdoor Inc* | 3,082 | 86,943 | ||||||
Wabash National Corp | 2,597 | 56,926 | ||||||
Winnebago Industries Inc | 1,475 | 95,329 | ||||||
Wolverine World Wide Inc | 4,486 | 38,445 | ||||||
XPEL Inc* | 1,041 | 47,574 | ||||||
Xperi Inc* | 2,616 | 26,997 | ||||||
Total Consumer, Cyclical | 7,715,293 | |||||||
Consumer, Non-Cyclical (17.56%) | ||||||||
ABM Industries Inc | 3,402 | 139,448 | ||||||
AdaptHealth Corp* | 4,522 | 38,347 | ||||||
Addus HomeCare Corp* | 877 | 76,474 | ||||||
Adtalem Global Education Inc* | 2,029 | 115,592 | ||||||
Alarm.com Holdings Inc* | 2,437 | 132,768 | ||||||
AMN Healthcare Services Inc* | 1,855 | 125,769 | ||||||
Amphastar Pharmaceuticals Inc* | 1,851 | 104,248 | ||||||
The Andersons Inc | 1,695 | 84,513 | ||||||
ANI Pharmaceuticals Inc* | 753 | 37,507 | ||||||
Apollo Medical Holdings Inc* | 2,142 | 71,179 | ||||||
Arcus Biosciences Inc* | 2,864 | 43,132 | ||||||
Arlo Technologies Inc* | 5,260 | 47,813 | ||||||
Artivion Inc* | 2,686 | 47,650 | ||||||
Avanos Medical Inc* | 2,649 | 57,086 | ||||||
Avid Bioservices Inc* | 3,394 | 17,275 | ||||||
B&G Foods Inc | 4,291 | 39,649 | ||||||
BioLife Solutions Inc* | 1,847 | 22,847 | ||||||
Calavo Growers Inc | 1,095 | 23,751 | ||||||
Cal-Maine Foods Inc | 2,229 | 106,814 | ||||||
Catalyst Pharmaceuticals Inc* | 5,638 | 81,356 | ||||||
Central Garden & Pet Co* | 1,791 | 64,977 | ||||||
Certara Inc* | 6,004 | 86,518 | ||||||
The Chefs' Warehouse Inc* | 1,825 | 49,093 | ||||||
CONMED Corp | 801 | 85,923 | ||||||
Corcept Therapeutics Inc* | 4,407 | 112,246 | ||||||
CoreCivic Inc* | 6,264 | 90,640 | ||||||
CorVel Corp* | 439 | 91,690 | ||||||
Cross Country Healthcare Inc* | 1,930 | 39,121 | ||||||
Cytek Biosciences Inc* | 4,334 | 30,078 | ||||||
Cytokinetics Inc* | 4,651 | 155,715 | ||||||
Deluxe Corp | 2,788 | 50,993 | ||||||
Dynavax Technologies Corp* | 6,464 | 88,557 | ||||||
Edgewell Personal Care Co | 2,481 | 86,364 | ||||||
elf Beauty Inc*,(a) | 2,547 | 300,777 | ||||||
Embecta Corp | 3,116 | 57,147 | ||||||
The Ensign Group Inc(a) | 2,744 | 293,800 | ||||||
EVERTEC Inc | 3,363 | 124,330 | ||||||
Forrester Research Inc* | 760 | 18,377 | ||||||
Fortrea Holdings Inc* | 2,310 | 68,006 | ||||||
Fresh Del Monte Produce Inc | 1,961 | 44,711 | ||||||
Fulgent Genetics Inc* | 1,246 | 34,365 | ||||||
The GEO Group Inc* | 6,097 | 61,885 | ||||||
Glaukos Corp* | 2,376 | 151,803 | ||||||
Green Dot Corp* | 2,665 | 21,373 | ||||||
The Hain Celestial Group Inc* | 2,548 | 26,932 |
Harmony Biosciences Holdings Inc* | 1,410 | 40,975 | ||||||
Healthcare Services Group Inc* | 4,036 | 39,190 | ||||||
Heidrick & Struggles International Inc | 1,373 | 37,318 | ||||||
Innoviva Inc* | 3,421 | 47,381 | ||||||
Integer Holdings Corp* | 1,626 | 141,820 | ||||||
Inter Parfums Inc | 873 | 109,265 | ||||||
Ironwood Pharmaceuticals Inc* | 7,859 | 77,804 | ||||||
J & J Snack Foods Corp | 753 | 123,906 | ||||||
John B Sanfilippo & Son Inc | 510 | 46,940 | ||||||
Kelly Services Inc | 1,553 | 32,287 | ||||||
Korn Ferry | 2,700 | 139,698 | ||||||
LeMaitre Vascular Inc | 1,174 | 61,870 | ||||||
Ligand Pharmaceuticals Inc* | 874 | 50,963 | ||||||
LiveRamp Holdings Inc* | 3,140 | 104,122 | ||||||
Matthews International Corp | 1,733 | 59,182 | ||||||
Medifast Inc | 595 | 39,496 | ||||||
Merit Medical Systems Inc* | 2,815 | 201,441 | ||||||
MGP Ingredients Inc | 782 | 66,822 | ||||||
ModivCare Inc* | 822 | 31,039 | ||||||
Monro Inc | 1,788 | 51,709 | ||||||
Myriad Genetics Inc* | 4,414 | 84,263 | ||||||
National Beverage Corp* | 1,271 | 60,423 | ||||||
NeoGenomics Inc* | 6,181 | 112,309 | ||||||
Organon & Co | 12,381 | 140,153 | ||||||
Orthofix Medical Inc* | 1,364 | 15,072 | ||||||
Owens & Minor Inc* | 3,656 | 72,681 | ||||||
Pacira BioSciences Inc* | 2,499 | 68,173 | ||||||
Payoneer Global Inc* | 11,786 | 61,051 | ||||||
Pediatrix Medical Group Inc* | 4,667 | 39,109 | ||||||
Perdoceo Education Corp | 3,659 | 63,740 | ||||||
Premier Inc | 5,816 | 119,751 | ||||||
Prestige Consumer Healthcare Inc* | 2,419 | 138,730 | ||||||
PROG Holdings Inc* | 2,444 | 66,623 | ||||||
Quanex Building Products Corp | 1,564 | 48,156 | ||||||
RadNet Inc* | 2,656 | 88,259 | ||||||
REGENXBIO Inc* | 1,997 | 38,981 | ||||||
Resources Connection Inc | 2,156 | 29,322 | ||||||
Sabre Corp* | 19,338 | 68,263 | ||||||
Select Medical Holdings Corp | 5,092 | 115,079 | ||||||
The Simply Good Foods Co* | 4,607 | 178,475 | ||||||
SpartanNash Co | 2,264 | 50,193 | ||||||
STAAR Surgical Co* | 2,506 | 78,588 | ||||||
Strategic Education Inc | 1,066 | 94,842 | ||||||
Stride Inc* | 1,975 | 119,646 | ||||||
Supernus Pharmaceuticals Inc* | 2,945 | 80,251 | ||||||
Tandem Diabetes Care Inc* | 3,663 | 74,139 | ||||||
Tootsie Roll Industries Inc | 1,179 | 39,013 | ||||||
TreeHouse Foods Inc* | 2,749 | 111,912 | ||||||
TrueBlue Inc* | 2,078 | 28,967 | ||||||
United Natural Foods Inc* | 3,259 | 47,418 | ||||||
Universal Corp | 1,398 | 78,651 | ||||||
Upbound Group Inc | 2,241 | 65,213 | ||||||
US Physical Therapy Inc | 708 | 60,201 | ||||||
USANA Health Sciences Inc* | 735 | 34,736 | ||||||
Varex Imaging Corp* | 2,184 | 41,168 | ||||||
Vector Group Ltd | 7,496 | 80,282 | ||||||
Vericel Corp* | 2,572 | 91,409 | ||||||
Viad Corp* | 1,286 | 42,824 | ||||||
Vir Biotechnology Inc* | 4,133 | 39,222 | ||||||
WD-40 Co | 694 | 167,865 | ||||||
Xencor Inc* | 3,264 | 59,862 | ||||||
Total Consumer, Non-Cyclical | 8,246,882 | |||||||
Energy (5.24%) | ||||||||
Alpha Metallurgical Resources Inc | 585 | 164,128 | ||||||
Archrock Inc | 7,291 | 105,647 | ||||||
Bristow Group Inc* | 1,489 | 38,342 |
California Resources Corp | 2,767 | 141,698 | ||||||
Callon Petroleum Co* | 2,785 | 87,087 | ||||||
Comstock Resources Inc | 2,610 | 25,761 | ||||||
CONSOL Energy Inc | 1,405 | 149,871 | ||||||
Core Laboratories Inc | 2,540 | 44,983 | ||||||
Dril-Quip Inc* | 1,932 | 42,929 | ||||||
Green Plains Inc* | 2,907 | 72,326 | ||||||
Helix Energy Solutions Group Inc* | 7,775 | 72,463 | ||||||
Helmerich & Payne Inc | 4,856 | 175,933 | ||||||
Liberty Energy Inc | 7,573 | 150,324 | ||||||
Nabors Industries Ltd* | 420 | 36,464 | ||||||
Northern Oil and Gas Inc | 3,000 | 112,260 | ||||||
NOW Inc* | 5,519 | 55,024 | ||||||
Oceaneering International Inc* | 4,922 | 101,689 | ||||||
Par Pacific Holdings Inc* | 2,639 | 90,439 | ||||||
Patterson-UTI Energy Inc | 14,311 | 167,582 | ||||||
ProPetro Holding Corp* | 5,328 | 48,538 | ||||||
REX American Resources Corp* | 990 | 48,530 | ||||||
SM Energy Co(a) | 5,795 | 217,021 | ||||||
SunCoke Energy Inc | 5,463 | 50,861 | ||||||
Talos Energy Inc* | 1,436 | 19,989 | ||||||
US Silica Holdings Inc* | 4,697 | 52,982 | ||||||
Vital Energy Inc* | 645 | 28,922 | ||||||
Warrior Met Coal Inc | 2,814 | 157,500 | ||||||
Total Energy | 2,459,293 | |||||||
Financial (25.72%) | ||||||||
Banks (8.56%) | ||||||||
Ameris Bancorp | 3,407 | 145,070 | ||||||
Atlantic Union Bankshares Corp | 3,663 | 111,978 | ||||||
BancFirst Corp | 707 | 61,247 | ||||||
The Bancorp Inc* | 2,651 | 103,416 | ||||||
Bank of Hawaii Corp | 1,034 | 60,044 | ||||||
BankUnited Inc | 3,907 | 107,794 | ||||||
Banner Corp | 1,948 | 87,933 | ||||||
Cathay General Bancorp | 3,542 | 129,921 | ||||||
Central Pacific Financial Corp | 1,761 | 30,941 | ||||||
City Holding Co | 809 | 77,882 | ||||||
Community Bank System Inc | 2,614 | 115,957 | ||||||
Customers Bancorp Inc* | 1,375 | 61,971 | ||||||
CVB Financial Corp | 6,238 | 111,535 | ||||||
Dime Community Bancshares Inc | 1,639 | 32,944 | ||||||
Eagle Bancorp Inc | 2,012 | 47,765 | ||||||
FB Financial Corp | 2,073 | 69,570 | ||||||
First BanCorp/Puerto Rico | 8,708 | 130,620 | ||||||
First Bancorp/Southern Pines NC | 2,219 | 69,543 | ||||||
First Commonwealth Financial Corp | 5,896 | 78,830 | ||||||
First Financial Bancorp | 5,167 | 104,425 | ||||||
First Hawaiian Inc | 6,057 | 119,020 | ||||||
Fulton Financial Corp | 7,759 | 110,411 | ||||||
Hanmi Financial Corp | 1,915 | 31,866 | ||||||
Heritage Financial Corp | 2,370 | 42,233 | ||||||
Hilltop Holdings Inc | 2,700 | 79,515 | ||||||
Hope Bancorp Inc | 5,861 | 57,438 | ||||||
Independent Bank Corp | 2,155 | 122,878 | ||||||
Independent Bank Group Inc | 2,083 | 80,570 | ||||||
Lakeland Financial Corp | 1,444 | 80,214 | ||||||
National Bank Holdings Corp | 1,877 | 61,960 | ||||||
NBT Bancorp Inc | 2,334 | 82,927 | ||||||
OFG Bancorp | 2,237 | 75,074 | ||||||
PacWest Bancorp | 3,355 | 25,297 | ||||||
Park National Corp | 682 | 75,702 | ||||||
Pathward Financial Inc | 1,570 | 77,856 | ||||||
Preferred Bank/Los Angeles CA | 622 | 38,334 | ||||||
Renasant Corp | 3,048 | 83,028 | ||||||
S&T Bancorp Inc | 2,124 | 59,451 | ||||||
Seacoast Banking Corp of Florida | 3,573 | 83,037 | ||||||
ServisFirst Bancshares Inc | 2,392 | 122,375 | ||||||
Simmons First National Corp | 6,166 | 98,594 |
Southside Bancshares Inc | 1,707 | 46,823 | ||||||
Stellar Bancorp Inc | 1,704 | 40,657 | ||||||
Tompkins Financial Corp | 798 | 42,270 | ||||||
Triumph Financial Inc* | 1,231 | 83,548 | ||||||
TrustCo Bank Corp NY | 1,199 | 32,181 | ||||||
Trustmark Corp | 3,474 | 79,589 | ||||||
United Community Banks Inc | 3,347 | 82,504 | ||||||
Veritex Holdings Inc | 3,196 | 61,171 | ||||||
Walker & Dunlop Inc | 1,672 | 140,481 | ||||||
Westamerica BanCorp | 1,301 | 65,974 | ||||||
4,022,364 | ||||||||
Diversified Financial Service (2.72%) | ||||||||
Artisan Partners Asset Management Inc | 1,785 | 67,205 | ||||||
B Riley Financial Inc | 1,016 | 18,694 | ||||||
Bread Financial Holdings Inc | 2,453 | 68,929 | ||||||
Brightsphere Investment Group Inc | 1,760 | 30,712 | ||||||
Encore Capital Group Inc* | 1,274 | 57,075 | ||||||
Enova International Inc* | 1,503 | 61,924 | ||||||
Hannon Armstrong Sustainable Infrastructure Capital Inc | 5,232 | 126,667 | ||||||
Moelis & Co | 1,741 | 82,610 | ||||||
Mr Cooper Group Inc* | 3,265 | 197,598 | ||||||
Piper Sandler Cos | 780 | 120,689 | ||||||
PRA Group Inc* | 2,123 | 39,339 | ||||||
Radian Group Inc | 7,689 | 197,686 | ||||||
StoneX Group Inc* | 1,434 | 87,660 | ||||||
Virtus Investment Partners Inc | 370 | 72,379 | ||||||
WisdomTree Inc | 7,365 | 47,946 | ||||||
1,277,113 | ||||||||
Insurance (3.30%) | ||||||||
Ambac Financial Group Inc* | 2,813 | 41,492 | ||||||
American Equity Investment Life Holding Co* | 3,021 | 166,638 | ||||||
AMERISAFE Inc | 1,043 | 50,231 | ||||||
Assured Guaranty Ltd | 2,717 | 184,511 | ||||||
Employers Holdings Inc | 1,481 | 56,737 | ||||||
Genworth Financial Inc* | 22,618 | 133,220 | ||||||
Horace Mann Educators Corp | 2,228 | 74,549 | ||||||
Jackson Financial Inc | 3,018 | 144,049 | ||||||
James River Group Holdings Ltd | 2,043 | 18,346 | ||||||
Lincoln National Corp | 8,285 | 197,017 | ||||||
NMI Holdings Inc* | 4,018 | 110,495 | ||||||
Palomar Holdings Inc* | 1,266 | 74,074 | ||||||
ProAssurance Corp | 2,940 | 36,368 | ||||||
Safety Insurance Group Inc | 874 | 67,237 | ||||||
SiriusPoint Ltd* | 4,628 | 49,427 | ||||||
Stewart Information Services Corp | 1,478 | 69,836 | ||||||
Trupanion Inc* | 2,003 | 51,517 | ||||||
United Fire Group Inc | 1,180 | 24,650 | ||||||
1,550,394 | ||||||||
Real Estate (9.51%) | ||||||||
Acadia Realty Trust | 4,649 | 70,293 | ||||||
Alexander & Baldwin Inc | 3,949 | 66,146 | ||||||
American Assets Trust Inc | 2,372 | 47,772 | ||||||
Anywhere Real Estate Inc* | 5,964 | 32,086 | ||||||
Apollo Commercial Real Estate Finance Inc | 7,080 | 76,322 | ||||||
Apple Hospitality REIT Inc | 10,392 | 173,235 | ||||||
Arbor Realty Trust Inc | 9,465 | 118,123 | ||||||
Armada Hoffler Properties Inc | 3,969 | 43,580 | ||||||
ARMOUR Residential REIT Inc | 843 | 14,837 | ||||||
Blackstone Mortgage Trust Inc | 8,416 | 186,668 | ||||||
Brandywine Realty Trust | 10,779 | 48,074 | ||||||
CareTrust REIT Inc | 5,421 | 125,117 | ||||||
Centerspace | 832 | 44,379 | ||||||
Chatham Lodging Trust | 3,361 | 33,308 | ||||||
Community Healthcare Trust Inc | 1,456 | 39,458 | ||||||
Cushman & Wakefield PLC* | 9,565 | 78,529 | ||||||
DiamondRock Hospitality Co | 9,911 | 82,460 | ||||||
Douglas Emmett Inc | 8,143 | 99,507 | ||||||
Easterly Government Properties Inc | 5,311 | 61,926 | ||||||
Ellington Financial Inc | 3,507 | 45,591 |
Elme Communities | 4,768 | 62,652 | ||||||
Essential Properties Realty Trust Inc | 7,757 | 184,229 | ||||||
eXp World Holdings Inc | 894 | 10,826 | ||||||
Four Corners Property Trust Inc | 4,570 | 105,064 | ||||||
Franklin BSP Realty Trust Inc | 3,736 | 48,867 | ||||||
Getty Realty Corp | 2,449 | 72,074 | ||||||
Global Net Lease Inc | 5,985 | 52,548 | ||||||
Highwoods Properties Inc | 5,161 | 97,801 | ||||||
Innovative Industrial Properties Inc | 1,523 | 124,368 | ||||||
Invesco Mortgage Capital Inc | 2,004 | 16,052 | ||||||
JBG SMITH Properties | 2,821 | 38,704 | ||||||
Kennedy-Wilson Holdings Inc | 6,672 | 75,727 | ||||||
KKR Real Estate Finance Trust Inc | 2,854 | 35,846 | ||||||
LTC Properties Inc | 2,206 | 71,960 | ||||||
LXP Industrial Trust | 15,021 | 131,884 | ||||||
The Macerich Co | 5,625 | 64,519 | ||||||
Marcus & Millichap Inc | 1,351 | 46,488 | ||||||
New York Mortgage Trust Inc | 5,054 | 44,425 | ||||||
NexPoint Residential Trust Inc | 1,238 | 37,697 | ||||||
Outfront Media Inc | 7,959 | 97,339 | ||||||
Pebblebrook Hotel Trust | 3,747 | 47,774 | ||||||
PennyMac Mortgage Investment Trust | 4,844 | 68,010 | ||||||
Phillips Edison & Co Inc | 3,067 | 108,081 | ||||||
Ready Capital Corp | 2,655 | 27,134 | ||||||
Redwood Trust Inc | 7,449 | 52,962 | ||||||
Retail Opportunity Investments Corp | 6,785 | 87,323 | ||||||
RPT Realty | 4,644 | 53,963 | ||||||
Safehold Inc | 1,980 | 38,986 | ||||||
Saul Centers Inc | 843 | 31,149 | ||||||
Service Properties Trust | 9,014 | 64,450 | ||||||
SITE Centers Corp | 8,790 | 115,940 | ||||||
SL Green Realty Corp | 1,835 | 67,106 | ||||||
The St Joe Co | 1,843 | 94,785 | ||||||
Summit Hotel Properties Inc | 6,976 | 43,670 | ||||||
Sunstone Hotel Investors Inc | 10,119 | 99,976 | ||||||
Tanger Inc | 4,971 | 124,076 | ||||||
Two Harbors Investment Corp | 5,061 | 70,145 | ||||||
Uniti Group Inc | 11,564 | 63,949 | ||||||
Universal Health Realty Income Trust | 828 | 33,012 | ||||||
Urban Edge Properties | 5,745 | 96,229 | ||||||
Veris Residential Inc | 4,317 | 62,553 | ||||||
Whitestone REIT | 2,907 | 31,861 | ||||||
Xenia Hotels & Resorts Inc | 6,202 | 75,726 | ||||||
4,465,341 | ||||||||
Savings&Loans (1.63%) | ||||||||
Axos Financial Inc* | 2,499 | 95,637 | ||||||
Banc of California Inc | 3,213 | 37,142 | ||||||
Berkshire Hills Bancorp Inc | 2,527 | 52,890 | ||||||
Brookline Bancorp Inc | 5,218 | 49,728 | ||||||
Capitol Federal Financial Inc | 8,349 | 45,001 | ||||||
Northfield Bancorp Inc | 2,687 | 25,634 | ||||||
Northwest Bancshares Inc | 6,920 | 77,089 | ||||||
Pacific Premier Bancorp Inc | 5,177 | 116,586 | ||||||
Provident Financial Services Inc | 4,301 | 65,461 | ||||||
WaFd Inc | 3,136 | 83,825 | ||||||
WSFS Financial Corp | 2,982 | 115,016 | ||||||
764,009 | ||||||||
Total Financial | 12,079,221 | |||||||
Industrial (18.20%) | ||||||||
AAON Inc | 3,433 | 214,906 | ||||||
AAR Corp* | 1,610 | 111,573 | ||||||
Advanced Energy Industries Inc | 1,838 | 174,702 | ||||||
AeroVironment Inc* | 1,370 | 188,526 | ||||||
Alamo Group Inc | 490 | 90,013 | ||||||
Albany International Corp | 1,510 | 129,588 | ||||||
American Woodmark Corp* | 905 | 65,522 | ||||||
Apogee Enterprises Inc | 1,386 | 62,509 | ||||||
Applied Industrial Technologies Inc(a) | 1,887 | 302,052 |
ArcBest Corp | 1,173 | 139,810 | ||||||
Arcosa Inc | 2,381 | 176,670 | ||||||
Astec Industries Inc | 1,237 | 38,458 | ||||||
AZZ Inc | 1,221 | 60,037 | ||||||
Badger Meter Inc | 1,431 | 210,886 | ||||||
Barnes Group Inc | 2,472 | 65,211 | ||||||
Benchmark Electronics Inc | 2,194 | 54,740 | ||||||
Boise Cascade Co | 1,933 | 211,277 | ||||||
Brady Corp | 2,242 | 126,157 | ||||||
Comfort Systems USA Inc(a) | 1,747 | 338,186 | ||||||
CTS Corp | 1,736 | 67,270 | ||||||
Dorian LPG Ltd | 1,593 | 67,479 | ||||||
DXP Enterprises Inc* | 669 | 19,588 | ||||||
Dycom Industries Inc* | 1,535 | 159,440 | ||||||
Encore Wire Corp | 820 | 151,126 | ||||||
Energizer Holdings Inc | 3,247 | 100,137 | ||||||
Enerpac Tool Group Corp | 2,740 | 74,802 | ||||||
Enpro Inc | 998 | 128,173 | ||||||
Enviri Corp* | 4,329 | 25,541 | ||||||
ESCO Technologies Inc | 1,259 | 132,170 | ||||||
Fabrinet*,(a) | 1,758 | 284,620 | ||||||
Federal Signal Corp | 2,891 | 199,306 | ||||||
Forward Air Corp | 1,448 | 91,991 | ||||||
Franklin Electric Co Inc | 1,943 | 172,927 | ||||||
Frontdoor Inc* | 3,923 | 134,677 | ||||||
Gibraltar Industries Inc* | 1,568 | 105,354 | ||||||
Granite Construction Inc | 2,127 | 97,736 | ||||||
The Greenbrier Cos Inc | 1,786 | 67,350 | ||||||
Griffon Corp | 2,000 | 93,060 | ||||||
Heartland Express Inc | 2,909 | 39,039 | ||||||
Hillenbrand Inc | 3,414 | 132,258 | ||||||
Hub Group Inc* | 1,534 | 115,894 | ||||||
Ichor Holdings Ltd* | 1,611 | 42,095 | ||||||
Insteel Industries Inc | 1,310 | 44,566 | ||||||
Itron Inc* | 2,220 | 149,584 | ||||||
John Bean Technologies Corp | 1,664 | 171,891 | ||||||
Kaman Corp | 1,860 | 37,702 | ||||||
Kennametal Inc | 3,893 | 90,746 | ||||||
Knowles Corp* | 5,197 | 82,476 | ||||||
Lindsay Corp | 599 | 71,467 | ||||||
Marten Transport Ltd | 3,137 | 59,132 | ||||||
Masterbrand Inc* | 6,986 | 93,752 | ||||||
Materion Corp | 1,007 | 113,902 | ||||||
Matson Inc | 1,691 | 161,947 | ||||||
Mercury Systems Inc* | 2,501 | 85,759 | ||||||
Mesa Laboratories Inc | 287 | 24,501 | ||||||
Moog Inc | 1,477 | 206,795 | ||||||
Mueller Industries Inc | 5,546 | 230,325 | ||||||
Myers Industries Inc | 1,988 | 35,029 | ||||||
MYR Group Inc* | 816 | 101,527 | ||||||
NV5 Global Inc* | 742 | 72,182 | ||||||
O-I Glass Inc* | 8,409 | 124,117 | ||||||
OSI Systems Inc* | 751 | 92,591 | ||||||
PGT Innovations Inc* | 2,849 | 91,709 | ||||||
Plexus Corp* | 1,342 | 136,736 | ||||||
Proto Labs Inc* | 1,477 | 53,467 | ||||||
RXO Inc* | 5,000 | 104,800 | ||||||
Sanmina Corp* | 2,795 | 140,057 | ||||||
SPX Technologies Inc* | 2,176 | 185,635 | ||||||
Standex International Corp | 574 | 76,813 | ||||||
Sturm Ruger & Co Inc | 962 | 42,290 | ||||||
Tennant Co | 1,059 | 90,672 | ||||||
TimkenSteel Corp* | 2,156 | 43,810 | ||||||
Trinity Industries Inc | 4,405 | 109,949 | ||||||
TTM Technologies Inc* | 5,568 | 83,576 | ||||||
World Kinect Corp | 3,527 | 74,208 | ||||||
Total Industrial | 8,546,569 |
Technology (8.11%) | ||||||||
3D Systems Corp* | 7,145 | 38,154 | ||||||
ACI Worldwide Inc* | 5,277 | 141,107 | ||||||
Adeia Inc | 6,541 | 60,112 | ||||||
Agilysys Inc* | 1,085 | 93,408 | ||||||
Alpha & Omega Semiconductor Ltd* | 1,334 | 28,534 | ||||||
Axcelis Technologies Inc* | 1,602 | 199,097 | ||||||
Cerence Inc* | 2,459 | 42,516 | ||||||
CEVA Inc* | 1,480 | 32,205 | ||||||
Cohu Inc* | 2,324 | 73,741 | ||||||
Consensus Cloud Solutions Inc* | 1,021 | 18,807 | ||||||
Corsair Gaming Inc* | 2,073 | 26,762 | ||||||
CSG Systems International Inc | 1,713 | 84,262 | ||||||
Digi International Inc* | 2,028 | 47,739 | ||||||
Digital Turbine Inc* | 5,553 | 25,821 | ||||||
Diodes Inc* | 2,234 | 148,382 | ||||||
Donnelley Financial Solutions Inc* | 1,425 | 84,104 | ||||||
DoubleVerify Holdings Inc* | 3,200 | 106,240 | ||||||
DXC Technology Co* | 9,940 | 229,912 | ||||||
FormFactor Inc* | 3,792 | 142,503 | ||||||
Insight Enterprises Inc* | 1,513 | 229,098 | ||||||
Kulicke & Soffa Industries Inc | 2,758 | 142,092 | ||||||
MaxLinear Inc* | 3,947 | 73,927 | ||||||
NetScout Systems Inc* | 3,672 | 73,734 | ||||||
PDF Solutions Inc* | 1,682 | 50,443 | ||||||
Photronics Inc* | 3,363 | 71,060 | ||||||
Pitney Bowes Inc | 9,991 | 40,364 | ||||||
Privia Health Group Inc* | 2,450 | 50,617 | ||||||
Progress Software Corp | 2,118 | 114,075 | ||||||
Rambus Inc*,(a) | 5,330 | 360,683 | ||||||
Schrodinger Inc/United States* | 2,104 | 65,413 | ||||||
Semtech Corp* | 3,123 | 51,124 | ||||||
Simulations Plus Inc | 871 | 34,143 | ||||||
SiTime Corp* | 646 | 71,448 | ||||||
SMART Global Holdings Inc* | 2,976 | 49,580 | ||||||
SPS Commerce Inc*,(a) | 1,790 | 308,381 | ||||||
TTEC Holdings Inc | 1,178 | 22,052 | ||||||
Ultra Clean Holdings Inc* | 2,695 | 73,142 | ||||||
Veeco Instruments Inc* | 3,181 | 90,754 | ||||||
Veradigm Inc* | 5,293 | 60,764 | ||||||
Verra Mobility Corp* | 7,593 | 152,467 | ||||||
Total Technology | 3,808,767 | |||||||
Utilities (2.04%) | ||||||||
American States Water Co | 1,897 | 151,570 | ||||||
Avista Corp | 3,737 | 126,871 | ||||||
California Water Service Group | 2,986 | 151,002 | ||||||
Chesapeake Utilities Corp | 1,010 | 96,556 | ||||||
Middlesex Water Co | 961 | 61,408 | ||||||
Northwest Natural Holding Co | 2,034 | 74,485 | ||||||
Otter Tail Corp | 2,037 | 155,442 | ||||||
SJW Group | 1,520 | 99,773 | ||||||
Unitil Corp | 873 | 42,323 | ||||||
Total Utilities | 959,430 | |||||||
Total Common Stock (Cost $37,488,148) | 47,556,838 | |||||||
United States Treasury Bills (1.27%) | ||||||||
United States Treasury Bill(a)(Cost $598,865) | 600,000 | 598,862 | ||||||
Right (0.00%) | ||||||||
OmniAb Operations Inc - 15*,(b) | 401 | — | ||||||
OmniAb Operations Inc - 12.5*,(b) | 401 | — | ||||||
— | ||||||||
Total Investments (Cost $38,087,013) (102.52%) | $ | 48,155,700 |
Liabilities in Excess of Other Assets (-2.52%) | (1,183,807 | ) | ||||||
Net Assets (100.00%) | $ | 46,971,893 |
* Non-income producing security.
(a) A portion of these securities, a total of $2,935,156, 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% of net assets. The total value of the fair value securities is $0.
Futures contracts at November 30, 2023:
Contracts - $50 times premium / delivery month / commitment / exchange
Russell 2000 MINI | Notional Amount | Value | Unrealized Appreciation | |||||||||
8 / DEC 2023 / Long / CME | 709,605 | 724,880 | 15,275 |
SHELTON EQUITY INCOME FUND |
Portfolio of Investments |
November 30, 2023 |
Security Description | Shares | Value | ||||||
Common Stock (95.14%) | ||||||||
Basic Materials (2.07%) | ||||||||
CF Industries Holdings Inc(a) | 65,500 | $ | 4,922,325 | |||||
Dow Inc(a) | 4,700 | 243,225 | ||||||
Linde PLC(a) | 8,700 | 3,599,799 | ||||||
Newmont Corp(a) | 29,300 | 1,177,567 | ||||||
Nucor Corp(a) | 6,700 | 1,138,799 | ||||||
Total Basic Materials | 11,081,715 | |||||||
Communications (14.27%) | ||||||||
Alphabet Inc - Class A*,(a) | 69,900 | 9,263,847 | ||||||
Alphabet Inc - Class C*,(a) | 12,700 | 1,700,784 | ||||||
Amazon.com Inc*,(a) | 67,900 | 9,919,511 | ||||||
Arista Networks Inc*,(a) | 31,800 | 6,986,778 | ||||||
AT&T Inc(a) | 261,900 | 4,339,683 | ||||||
Booking Holdings Inc*,(a) | 1,200 | 3,750,840 | ||||||
Cisco Systems Inc(a) | 81,200 | 3,928,456 | ||||||
Comcast Corp(a) | 215,900 | 9,044,051 | ||||||
eBay Inc(a) | 8,000 | 328,080 | ||||||
Meta Platforms Inc*,(a) | 38,700 | 12,660,705 | ||||||
Palo Alto Networks Inc*,(a) | 20,000 | 5,901,800 | ||||||
T-Mobile US Inc(a) | 28,800 | 4,332,960 | ||||||
Verizon Communications Inc(a) | 47,300 | 1,813,009 | ||||||
The Walt Disney Co(a) | 23,100 | 2,141,139 | ||||||
Warner Bros Discovery Inc*,(a) | 30,191 | 315,496 | ||||||
Total Communications | 76,427,139 | |||||||
Consumer, Cyclical (10.36%) | ||||||||
Amerityre Corp* | 20,000,000 | 700,000 | ||||||
AutoZone Inc*,(a) | 1,800 | 4,697,874 | ||||||
Costco Wholesale Corp(a) | 15,500 | 9,187,470 | ||||||
Domino’s Pizza Inc | 5,400 | 2,121,606 | ||||||
Ford Motor Co(a) | 14,000 | 143,640 | ||||||
Hilton Worldwide Holdings Inc(a) | 19,200 | 3,216,384 | ||||||
Lennar Corp(a) | 31,500 | 4,029,480 | ||||||
Lowe’s Cos Inc(a) | 29,600 | 5,885,368 | ||||||
Marriott International Inc(a) | 19,900 | 4,033,730 | ||||||
NIKE Inc(a) | 20,100 | 2,216,427 | ||||||
O’Reilly Automotive Inc*,(a) | 3,200 | 3,143,616 | ||||||
PulteGroup Inc(a) | 24,000 | 2,122,080 | ||||||
Southwest Airlines Co(a) | 20,000 | 511,400 | ||||||
Starbucks Corp(a) | 18,800 | 1,866,840 | ||||||
Target Corp(a) | 6,400 | 856,384 | ||||||
The TJX Cos Inc(a) | 31,000 | 2,731,410 | ||||||
Ulta Beauty Inc*,(a) | 8,900 | 3,791,311 | ||||||
Walmart Inc(a) | 27,000 | 4,203,630 | ||||||
Total Consumer, Cyclical | 55,458,650 | |||||||
Consumer, Non-Cyclical (18.12%) | ||||||||
Abbott Laboratories(a) | 22,700 | 2,367,383 | ||||||
AbbVie Inc(a) | 39,100 | 5,567,449 | ||||||
Amgen Inc(a) | 26,500 | 7,145,460 | ||||||
Archer-Daniels-Midland Co(a) | 11,000 | 811,030 | ||||||
Biogen Inc*,(a) | 4,000 | 936,320 | ||||||
Bristol-Myers Squibb Co(a) | 77,100 | 3,807,198 | ||||||
Cardinal Health Inc(a) | 21,600 | 2,312,928 | ||||||
Cencora Inc(a) | 6,000 | 1,220,220 | ||||||
Centene Corp*,(a) | 30,000 | 2,210,400 | ||||||
The Coca-Cola Co(a) | 75,100 | 4,388,844 | ||||||
Conagra Brands Inc(a) | 77,200 | 2,183,988 | ||||||
Constellation Brands Inc(a) | 3,600 | 865,764 | ||||||
CVS Health Corp(a) | 48,700 | 3,309,165 | ||||||
Eli Lilly & Co(a) | 13,400 | 7,919,936 | ||||||
Gartner Inc*,(a) | 4,300 | 1,869,812 | ||||||
Gilead Sciences Inc(a) | 17,200 | 1,317,520 | ||||||
Global Payments Inc(a) | 16,000 | 1,863,040 | ||||||
HCA Healthcare Inc(a) | 21,500 | 5,385,320 | ||||||
The Hershey Co(a) | 7,800 | 1,465,776 | ||||||
Humana Inc(a) | 4,100 | 1,987,926 | ||||||
Johnson & Johnson(a) | 46,100 | 7,129,826 | ||||||
McKesson Corp(a) | 6,600 | 3,105,696 | ||||||
Merck & Co Inc(a) | 26,300 | 2,695,224 | ||||||
Molson Coors Beverage Co(a) | 14,200 | 873,868 | ||||||
Monster Beverage Corp*,(a) | 34,600 | 1,908,190 | ||||||
PayPal Holdings Inc*,(a) | 30,100 | 1,734,061 | ||||||
Pfizer Inc(a) | 169,900 | 5,176,853 | ||||||
The Procter & Gamble Co(a) | 47,400 | 7,276,848 | ||||||
S&P Global Inc(a) | 4,700 | 1,954,401 |
Sprouts Farmers Market Inc*,(a) | 10,000 | 430,800 | ||||||
UnitedHealth Group Inc(a) | 7,000 | 3,870,790 | ||||||
Vertex Pharmaceuticals Inc*,(a) | 5,500 | 1,951,455 | ||||||
Total Consumer, Non-Cyclical | 97,043,491 | |||||||
Energy (4.51%) | ||||||||
Chevron Corp(a) | 23,000 | 3,302,800 | ||||||
ConocoPhillips(a) | 46,400 | 5,362,448 | ||||||
Devon Energy Corp(a) | 81,000 | 3,642,570 | ||||||
Exxon Mobil Corp(a) | 67,200 | 6,904,128 | ||||||
Marathon Petroleum Corp(a) | 20,600 | 3,073,314 | ||||||
Schlumberger NV(a) | 35,700 | 1,857,828 | ||||||
Total Energy | 24,143,088 | |||||||
Financial (13.06%) | ||||||||
Banks (2.77%) | ||||||||
Bank of America Corp(a) | 76,500 | 2,332,485 | ||||||
Citigroup Inc(a) | 16,800 | 774,480 | ||||||
The Goldman Sachs Group Inc(a) | 5,600 | 1,912,624 | ||||||
JPMorgan Chase & Co(a) | 35,900 | 5,603,272 | ||||||
Morgan Stanley(a) | 21,300 | 1,689,942 | ||||||
Wells Fargo & Co(a) | 56,300 | 2,510,417 | ||||||
14,823,220 | ||||||||
Diversified Financial Service (4.01%) | ||||||||
American Express Co(a) | 18,000 | 3,073,860 | ||||||
The Charles Schwab Corp(a) | 87,000 | 5,334,840 | ||||||
CME Group Inc(a) | 4,900 | 1,069,964 | ||||||
Intercontinental Exchange Inc(a) | 22,000 | 2,504,480 | ||||||
Mastercard Inc(a) | 10,800 | 4,469,364 | ||||||
Visa Inc(a) | 19,600 | 5,030,928 | ||||||
21,483,436 | ||||||||
Insurance (4.07%) | ||||||||
Aon PLC(a) | 16,300 | 5,354,387 | ||||||
Berkshire Hathaway Inc*,(a) | 28,100 | 10,116,000 | ||||||
Marsh & McLennan Cos Inc(a) | 21,400 | 4,267,588 | ||||||
The Progressive Corp(a) | 12,600 | 2,066,778 | ||||||
21,804,753 | ||||||||
Real Estate (2.21%) | ||||||||
American Tower Corp(a) | 5,800 | 1,210,924 | ||||||
CBRE Group Inc*,(a) | 16,900 | 1,334,424 | ||||||
Digital Realty Trust Inc(a) | 23,100 | 3,205,818 | ||||||
Equinix Inc(a) | 2,400 | 1,956,024 | ||||||
Extra Space Storage Inc(a) | 16,000 | 2,082,720 | ||||||
Iron Mountain Inc(a) | 31,900 | 2,046,385 | ||||||
11,836,295 | ||||||||
Total Financial | 69,947,704 | |||||||
Industrial (8.12%) | ||||||||
The Boeing Co*,(a) | 12,400 | 2,872,212 | ||||||
Caterpillar Inc(a) | 17,900 | 4,487,888 | ||||||
Deere & Co(a) | 3,800 | 1,384,758 | ||||||
Eaton Corp PLC(a) | 21,400 | 4,872,566 | ||||||
General Dynamics Corp(a) | 17,500 | 4,321,975 | ||||||
Lockheed Martin Corp(a) | 23,000 | 10,298,710 | ||||||
Packaging Corp of America(a) | 1,100 | 184,811 | ||||||
RTX Corp(a) | 47,500 | 3,870,300 | ||||||
Union Pacific Corp(a) | 19,300 | 4,347,711 | ||||||
United Parcel Service Inc(a) | 45,000 | 6,822,450 | ||||||
Total Industrial | 43,463,381 | |||||||
Technology (22.43%) | ||||||||
Accenture PLC(a) | 19,800 | 6,596,172 | ||||||
Adobe Inc*,(a) | 18,600 | 11,364,786 | ||||||
Apple Inc(a) | 72,900 | 13,847,355 | ||||||
Applied Materials Inc(a) | 25,000 | 3,744,500 | ||||||
Broadcom Inc(a) | 11,600 | 10,738,468 | ||||||
Cadence Design Systems Inc*,(a) | 21,300 | 5,820,651 | ||||||
Cognizant Technology Solutions Corp(a) | 28,900 | 2,033,982 | ||||||
Fidelity National Information Services Inc(a) | 32,500 | 1,905,800 | ||||||
Fortinet Inc*,(a) | 58,700 | 3,085,272 | ||||||
Hewlett Packard Enterprise Co(a) | 138,100 | 2,335,271 | ||||||
Intel Corp(a) | 36,600 | 1,636,020 | ||||||
International Business Machines Corp(a) | 20,400 | 3,234,624 | ||||||
Intuit Inc(a) | 12,500 | 7,143,250 | ||||||
Jack Henry & Associates Inc(a) | 7,500 | 1,190,175 | ||||||
Microchip Technology Inc(a) | 26,300 | 2,194,472 | ||||||
Microsoft Corp(a) | 14,800 | 5,607,868 | ||||||
MSCI Inc(a) | 3,800 | 1,979,230 | ||||||
NetApp Inc(a) | 51,400 | 4,697,446 | ||||||
NVIDIA Corp(a) | 16,400 | 7,670,280 | ||||||
ON Semiconductor Corp*,(a) | 14,300 | 1,020,019 | ||||||
Oracle Corp(a) | 24,000 | 2,789,040 | ||||||
QUALCOMM Inc(a) | 20,300 | 2,619,715 | ||||||
Salesforce Inc*,(a) | 18,300 | 4,609,770 |
Seagate Technology Holdings PLC(a) | 8,000 | 632,800 | ||||||
ServiceNow Inc*,(a) | 7,400 | 5,074,476 | ||||||
Skyworks Solutions Inc(a) | 8,900 | 862,677 | ||||||
Texas Instruments Inc(a) | 37,200 | 5,680,812 | ||||||
Total Technology | 120,114,931 | |||||||
Utilities (2.20%) | ||||||||
American Water Works Co Inc(a) | 18,700 | 2,465,408 | ||||||
Constellation Energy Corp(a) | 18,700 | 2,263,448 | ||||||
Dominion Energy Inc(a) | 5,000 | 226,700 | ||||||
Duke Energy Corp(a) | 9,000 | 830,520 | ||||||
NextEra Energy Inc(a) | 39,000 | 2,281,890 | ||||||
Public Service Enterprise Group Inc(a) | 15,800 | 986,394 | ||||||
The Southern Co(a) | 38,700 | 2,746,926 | ||||||
Total Utilities | 11,801,286 | |||||||
Total Common Stock (Cost $511,973,142) | 509,481,385 | |||||||
United States Treasury Bills (6.54%) | ||||||||
United States Treasury Bill (Cost $35,033,157) | 35,100,000 | 35,033,399 | ||||||
Total Investments (Cost $547,006,299) (101.68%) | $ | 544,514,784 | ||||||
Liabilities in Excess of Other Assets (-1.68%) | (9,008,800 | ) | ||||||
Net Assets (100.00%) | $ | 535,505,984 |
* Non-income producing security.
(a) A portion of these securities, a total of $492,538,582, have been pledged or segregated in connection with written options.
Written Call Options | |||||||||||||||||||
Expiration Date | Contracts | Strike Price | Notional Amount | Value | |||||||||||||||
Abbott Laboratories | 12/15/2023 | (50 | ) | 97.50 | 487,500 | (36,050 | ) | ||||||||||||
AbbVie Inc | 12/15/2023 | (166 | ) | 145.00 | 2,407,000 | (17,264 | ) | ||||||||||||
Accenture PLC | 12/15/2023 | (125 | ) | 330.00 | 4,125,000 | (78,750 | ) | ||||||||||||
Adobe Inc | 12/15/2023 | (18 | ) | 640.00 | 1,152,000 | (15,714 | ) | ||||||||||||
Adobe Inc | 12/15/2023 | (65 | ) | 600.00 | 3,900,000 | (174,330 | ) | ||||||||||||
Alphabet Inc | 12/15/2023 | (210 | ) | 135.00 | 2,835,000 | (26,040 | ) | ||||||||||||
Alphabet Inc | 12/15/2023 | (85 | ) | 135.00 | 1,147,500 | (15,555 | ) | ||||||||||||
Amazon.com Inc | 12/15/2023 | (185 | ) | 145.00 | 2,682,500 | (68,265 | ) | ||||||||||||
American Express Co | 01/19/2024 | (60 | ) | 165.00 | 990,000 | (51,600 | ) | ||||||||||||
American Express Co | 12/15/2023 | (60 | ) | 160.00 | 960,000 | (68,100 | ) | ||||||||||||
American Tower Corp | 01/19/2024 | (35 | ) | 210.00 | 735,000 | (21,350 | ) | ||||||||||||
American Water Works Co Inc | 12/15/2023 | (90 | ) | 135.00 | 1,215,000 | (9,000 | ) | ||||||||||||
Amgen Inc | 12/15/2023 | (39 | ) | 280.00 | 1,092,000 | (3,510 | ) | ||||||||||||
Amgen Inc | 12/15/2023 | (120 | ) | 265.00 | 3,180,000 | (82,200 | ) | ||||||||||||
Aon PLC | 01/19/2024 | (43 | ) | 330.00 | 1,419,000 | (29,670 | ) | ||||||||||||
Apple Inc | 12/15/2023 | (300 | ) | 190.00 | 5,700,000 | (83,400 | ) | ||||||||||||
Applied Materials Inc | 12/15/2023 | (90 | ) | 160.00 | 1,440,000 | (4,950 | ) | ||||||||||||
Archer-Daniels-Midland Co | 12/15/2023 | (50 | ) | 75.00 | 375,000 | (3,000 | ) | ||||||||||||
Arista Networks Inc | 12/15/2023 | (25 | ) | 230.00 | 575,000 | (3,875 | ) | ||||||||||||
Arista Networks Inc | 12/15/2023 | (40 | ) | 220.00 | 880,000 | (16,000 | ) | ||||||||||||
AT&T Inc | 01/19/2024 | (500 | ) | 16.00 | 800,000 | (42,000 | ) | ||||||||||||
AT&T Inc | 12/15/2023 | (700 | ) | 16.00 | 1,120,000 | (49,000 | ) | ||||||||||||
AutoZone Inc | 12/15/2023 | (9 | ) | 2,800.00 | 2,520,000 | (9,477 | ) | ||||||||||||
Bank of America Corp | 12/15/2023 | (280 | ) | 30.00 | 840,000 | (25,200 | ) | ||||||||||||
Bank of America Corp | 12/15/2023 | (15 | ) | 28.00 | 42,000 | (3,975 | ) | ||||||||||||
Berkshire Hathaway Inc | 12/15/2023 | (150 | ) | 360.00 | 5,400,000 | (60,900 | ) | ||||||||||||
Berkshire Hathaway Inc | 12/15/2023 | (30 | ) | 355.00 | 1,065,000 | (22,050 | ) | ||||||||||||
Biogen Inc | 12/15/2023 | (10 | ) | 230.00 | 230,000 | (6,440 | ) | ||||||||||||
The Boeing Co | 12/15/2023 | (16 | ) | 230.00 | 368,000 | (9,184 | ) | ||||||||||||
Booking Holdings Inc | 12/15/2023 | (3 | ) | 3,200.00 | 960,000 | (6,330 | ) | ||||||||||||
Bristol-Myers Squibb Co | 12/15/2023 | (175 | ) | 52.50 | 918,750 | (2,100 | ) | ||||||||||||
Broadcom Inc | 12/15/2023 | (42 | ) | 970.00 | 4,074,000 | (45,780 | ) | ||||||||||||
Cadence Design Systems Inc | 12/15/2023 | (100 | ) | 270.00 | 2,700,000 | (55,000 | ) | ||||||||||||
Cardinal Health Inc | 12/15/2023 | (108 | ) | 105.00 | 1,134,000 | (30,780 | ) | ||||||||||||
Caterpillar Inc | 12/15/2023 | (30 | ) | 250.00 | 750,000 | (15,150 | ) | ||||||||||||
CBRE Group Inc | 12/15/2023 | (75 | ) | 85.00 | 637,500 | (1,313 | ) | ||||||||||||
Cencora Inc | 12/15/2023 | (15 | ) | 200.00 | 300,000 | (6,150 | ) | ||||||||||||
Centene Corp | 12/15/2023 | (300 | ) | 77.50 | 2,325,000 | (9,600 | ) | ||||||||||||
CF Industries Holdings Inc | 12/15/2023 | (200 | ) | 85.00 | 1,700,000 | (1,600 | ) | ||||||||||||
The Charles Schwab Corp | 12/15/2023 | (200 | ) | 57.50 | 1,150,000 | (83,000 | ) | ||||||||||||
Chevron Corp | 12/15/2023 | (130 | ) | 150.00 | 1,950,000 | (5,850 | ) | ||||||||||||
Cisco Systems Inc | 12/15/2023 | (300 | ) | 55.00 | 1,650,000 | (300 | ) | ||||||||||||
Citigroup Inc | 12/15/2023 | (80 | ) | 41.00 | 328,000 | (40,080 | ) | ||||||||||||
CME Group Inc | 12/15/2023 | (30 | ) | 220.00 | 660,000 | (6,150 | ) | ||||||||||||
The Coca-Cola Co | 12/15/2023 | (300 | ) | 57.50 | 1,725,000 | (38,400 | ) | ||||||||||||
Cognizant Technology Solutions Corp | 12/15/2023 | (60 | ) | 67.50 | 405,000 | (20,100 | ) | ||||||||||||
Cognizant Technology Solutions Corp | 12/15/2023 | (20 | ) | 70.00 | 140,000 | (2,300 | ) | ||||||||||||
Comcast Corp | 12/15/2023 | (600 | ) | 42.50 | 2,550,000 | (25,800 | ) | ||||||||||||
Conagra Brands Inc | 12/15/2023 | (150 | ) | 28.00 | 420,000 | (7,350 | ) | ||||||||||||
ConocoPhillips | 12/15/2023 | (130 | ) | 120.00 | 1,560,000 | (8,320 | ) | ||||||||||||
Constellation Brands Inc | 12/15/2023 | (5 | ) | 240.00 | 120,000 | (1,700 | ) | ||||||||||||
Constellation Energy Corp | 12/15/2023 | (140 | ) | 125.00 | 1,750,000 | (14,000 | ) | ||||||||||||
Costco Wholesale Corp | 12/15/2023 | (30 | ) | 590.00 | 1,770,000 | (37,830 | ) | ||||||||||||
CVS Health Corp | 12/15/2023 | (165 | ) | 72.50 | 1,196,250 | (2,970 | ) | ||||||||||||
Deere & Co | 12/15/2023 | (10 | ) | 390.00 | 390,000 | (470 | ) | ||||||||||||
Devon Energy Corp | 12/15/2023 | (180 | ) | 47.50 | 855,000 | (3,600 | ) | ||||||||||||
Digital Realty Trust Inc | 12/15/2023 | (110 | ) | 135.00 | 1,485,000 | (53,900 | ) | ||||||||||||
Dominion Energy Inc | 12/15/2023 | (50 | ) | 47.50 | 237,500 | (750 | ) | ||||||||||||
Dow Inc | 12/15/2023 | (1 | ) | 50.00 | 5,000 | (206 | ) |
Duke Energy Corp | 12/15/2023 | (45 | ) | 90.00 | 405,000 | (13,050 | ) | ||||||||||||
Eaton Corp PLC | 12/15/2023 | (157 | ) | 230.00 | 3,611,000 | (43,175 | ) | ||||||||||||
eBay Inc | 12/15/2023 | (80 | ) | 42.50 | 340,000 | (2,640 | ) | ||||||||||||
Eli Lilly & Co | 12/15/2023 | (27 | ) | 610.00 | 1,647,000 | (14,850 | ) | ||||||||||||
Equinix Inc | 12/15/2023 | (8 | ) | 820.00 | 656,000 | (9,184 | ) | ||||||||||||
Extra Space Storage Inc | 12/15/2023 | (55 | ) | 120.00 | 660,000 | (59,125 | ) | ||||||||||||
Exxon Mobil Corp | 12/15/2023 | (300 | ) | 110.00 | 3,300,000 | (4,800 | ) | ||||||||||||
Fidelity National Information Services Inc | 12/15/2023 | (50 | ) | 55.00 | 275,000 | (18,350 | ) | ||||||||||||
Ford Motor Co | 12/15/2023 | (40 | ) | 10.00 | 40,000 | (1,640 | ) | ||||||||||||
Fortinet Inc | 01/19/2024 | (150 | ) | 55.00 | 825,000 | (19,200 | ) | ||||||||||||
Gartner Inc | 12/15/2023 | (10 | ) | 440.00 | 440,000 | (2,280 | ) | ||||||||||||
General Dynamics Corp | 12/15/2023 | (110 | ) | 250.00 | 2,750,000 | (15,950 | ) | ||||||||||||
Gilead Sciences Inc | 12/15/2023 | (100 | ) | 82.50 | 825,000 | (300 | ) | ||||||||||||
Global Payments Inc | 12/15/2023 | (35 | ) | 115.00 | 402,500 | (9,800 | ) | ||||||||||||
The Goldman Sachs Group Inc | 01/19/2024 | (56 | ) | 360.00 | 2,016,000 | (23,240 | ) | ||||||||||||
HCA Healthcare Inc | 12/15/2023 | (60 | ) | 240.00 | 1,440,000 | (67,800 | ) | ||||||||||||
The Hershey Co | 12/15/2023 | (15 | ) | 200.00 | 300,000 | (360 | ) | ||||||||||||
Hewlett Packard Enterprise Co | 12/15/2023 | (140 | ) | 16.00 | 224,000 | (13,300 | ) | ||||||||||||
Hilton Worldwide Holdings Inc | 12/15/2023 | (40 | ) | 160.00 | 640,000 | (33,600 | ) | ||||||||||||
Humana Inc | 12/15/2023 | (21 | ) | 525.00 | 1,102,500 | (6,720 | ) | ||||||||||||
Intel Corp | 12/15/2023 | (90 | ) | 46.00 | 414,000 | (5,400 | ) | ||||||||||||
Intercontinental Exchange Inc | 12/15/2023 | (85 | ) | 110.00 | 935,000 | (30,175 | ) | ||||||||||||
International Business Machines Corp | 12/15/2023 | (75 | ) | 150.00 | 1,125,000 | (67,500 | ) | ||||||||||||
Intuit Inc | 12/15/2023 | (32 | ) | 580.00 | 1,856,000 | (18,880 | ) | ||||||||||||
Iron Mountain Inc | 12/15/2023 | (70 | ) | 62.50 | 437,500 | (13,650 | ) | ||||||||||||
Iron Mountain Inc | 12/15/2023 | (75 | ) | 60.00 | 450,000 | (32,400 | ) | ||||||||||||
Jack Henry & Associates Inc | 12/15/2023 | (75 | ) | 165.00 | 1,237,500 | (3,825 | ) | ||||||||||||
Johnson & Johnson | 12/15/2023 | (270 | ) | 160.00 | 4,320,000 | �� | (10,800 | ) | |||||||||||
JPMorgan Chase & Co | 12/15/2023 | (185 | ) | 155.00 | 2,867,500 | (50,135 | ) | ||||||||||||
JPMorgan Chase & Co | 12/15/2023 | (127 | ) | 150.00 | 1,905,000 | (85,217 | ) | ||||||||||||
Lennar Corp | 12/15/2023 | (90 | ) | 130.00 | 1,170,000 | (27,000 | ) | ||||||||||||
Linde PLC | 12/15/2023 | (34 | ) | 420.00 | 1,428,000 | (7,922 | ) | ||||||||||||
Lockheed Martin Corp | 12/15/2023 | (105 | ) | 450.00 | 4,725,000 | (45,150 | ) | ||||||||||||
Lowe’s Cos Inc | 12/15/2023 | (50 | ) | 200.00 | 1,000,000 | (11,000 | ) | ||||||||||||
Marathon Petroleum Corp | 12/15/2023 | (30 | ) | 150.00 | 450,000 | (9,450 | ) | ||||||||||||
Marriott International Inc | 12/15/2023 | (34 | ) | 200.00 | 680,000 | (14,858 | ) | ||||||||||||
Marsh & McLennan Cos Inc | 12/15/2023 | (60 | ) | 200.00 | 1,200,000 | (11,400 | ) | ||||||||||||
Mastercard Inc | 12/15/2023 | (24 | ) | 400.00 | 960,000 | (34,320 | ) | ||||||||||||
McKesson Corp | 12/15/2023 | (32 | ) | 470.00 | 1,504,000 | (24,000 | ) | ||||||||||||
Merck & Co Inc | 12/15/2023 | (83 | ) | 105.00 | 871,500 | (4,399 | ) | ||||||||||||
Meta Platforms Inc | 12/15/2023 | (33 | ) | 345.00 | 1,138,500 | (5,082 | ) | ||||||||||||
Meta Platforms Inc | 12/15/2023 | (65 | ) | 340.00 | 2,210,000 | (16,250 | ) | ||||||||||||
Microchip Technology Inc | 12/15/2023 | (70 | ) | 80.00 | 560,000 | (30,310 | ) | ||||||||||||
Microsoft Corp | 12/15/2023 | (30 | ) | 380.00 | 1,140,000 | (16,320 | ) | ||||||||||||
Molson Coors Beverage Co | 12/15/2023 | (30 | ) | 60.00 | 180,000 | (6,150 | ) | ||||||||||||
Monster Beverage Corp | 12/15/2023 | (170 | ) | 60.00 | 1,020,000 | (850 | ) | ||||||||||||
Morgan Stanley | 12/15/2023 | (30 | ) | 77.50 | 232,500 | (7,440 | ) | ||||||||||||
MSCI Inc | 12/15/2023 | (11 | ) | 540.00 | 594,000 | (2,613 | ) | ||||||||||||
NetApp Inc | 12/15/2023 | (115 | ) | 80.00 | 920,000 | (125,120 | ) | ||||||||||||
Newmont Corp | 12/15/2023 | (1 | ) | 35.00 | 3,500 | (530 | ) | ||||||||||||
NextEra Energy Inc | 12/15/2023 | (113 | ) | 60.00 | 678,000 | (6,780 | ) | ||||||||||||
NIKE Inc | 12/15/2023 | (100 | ) | 110.00 | 1,100,000 | (18,500 | ) | ||||||||||||
Nucor Corp | 12/15/2023 | (35 | ) | 160.00 | 560,000 | (38,500 | ) | ||||||||||||
NVIDIA Corp | 12/15/2023 | (21 | ) | 500.00 | 1,050,000 | (6,342 | ) | ||||||||||||
ON Semiconductor Corp | 12/15/2023 | (25 | ) | 70.00 | 175,000 | (6,225 | ) | ||||||||||||
Oracle Corp | 12/15/2023 | (69 | ) | 120.00 | 828,000 | (14,490 | ) | ||||||||||||
O’Reilly Automotive Inc | 12/15/2023 | (10 | ) | 1,000.00 | 1,000,000 | (6,500 | ) | ||||||||||||
Packaging Corp of America | 12/15/2023 | (11 | ) | 160.00 | 176,000 | (9,350 | ) | ||||||||||||
Palo Alto Networks Inc | 12/15/2023 | (63 | ) | 270.00 | 1,701,000 | (162,855 | ) | ||||||||||||
PayPal Holdings Inc | 12/15/2023 | (80 | ) | 57.50 | 460,000 | (12,320 | ) | ||||||||||||
Pfizer Inc | 12/15/2023 | (300 | ) | 30.00 | 900,000 | (30,000 | ) | ||||||||||||
The Procter & Gamble Co | 12/15/2023 | (73 | ) | 155.00 | 1,131,500 | (6,789 | ) | ||||||||||||
Thje Progressive Corp | 12/15/2023 | (63 | ) | 165.00 | 1,039,500 | (13,860 | ) | ||||||||||||
Public Service Enterprise Group Inc | 12/15/2023 | (158 | ) | 65.00 | 1,027,000 | (2,212 | ) | ||||||||||||
PulteGroup Inc | 12/15/2023 | (90 | ) | 92.50 | 832,500 | (5,850 | ) | ||||||||||||
QUALCOMM Inc | 12/15/2023 | (50 | ) | 130.00 | 650,000 | (10,450 | ) | ||||||||||||
RTX Corp | 12/15/2023 | (200 | ) | 85.00 | 1,700,000 | (3,800 | ) | ||||||||||||
S&P Global Inc | 12/15/2023 | (6 | ) | 400.00 | 240,000 | (10,770 | ) | ||||||||||||
Salesforce Inc | 12/15/2023 | (30 | ) | 230.00 | 690,000 | (66,300 | ) | ||||||||||||
Schlumberger NV | 12/15/2023 | (55 | ) | 55.00 | 302,500 | (1,595 | ) | ||||||||||||
Seagate Technology Holdings PLC | 12/15/2023 | (27 | ) | 80.00 | 216,000 | (3,686 | ) | ||||||||||||
ServiceNow Inc | 12/15/2023 | (8 | ) | 680.00 | 544,000 | (14,040 | ) | ||||||||||||
Skyworks Solutions Inc | 12/15/2023 | (12 | ) | 92.50 | 111,000 | (5,400 | ) | ||||||||||||
The Southern Co | 12/15/2023 | (100 | ) | 67.50 | 675,000 | (38,400 | ) | ||||||||||||
Southwest Airlines Co | 12/15/2023 | (65 | ) | 25.00 | 162,500 | (6,630 | ) | ||||||||||||
Sprouts Farmers Market Inc | 12/15/2023 | (100 | ) | 44.00 | 440,000 | (4,900 | ) | ||||||||||||
Starbucks Corp | 12/15/2023 | (65 | ) | 105.00 | 682,500 | (715 | ) | ||||||||||||
Target Corp | 12/15/2023 | (20 | ) | 135.00 | 270,000 | (3,600 | ) | ||||||||||||
Texas Instruments Inc | 12/15/2023 | (90 | ) | 150.00 | 1,350,000 | (37,350 | ) | ||||||||||||
The TJX Cos Inc | 12/15/2023 | (225 | ) | 92.50 | 2,081,250 | (1,800 | ) | ||||||||||||
T-Mobile US Inc | 12/15/2023 | (100 | ) | 150.00 | 1,500,000 | (22,000 | ) | ||||||||||||
Ulta Beauty Inc | 12/15/2023 | (20 | ) | 420.00 | 840,000 | (39,900 | ) | ||||||||||||
Union Pacific Corp | 12/15/2023 | (70 | ) | 220.00 | 1,540,000 | (40,600 | ) | ||||||||||||
United Parcel Service Inc | 12/15/2023 | (45 | ) | 140.00 | 630,000 | (53,685 | ) | ||||||||||||
UnitedHealth Group Inc | 12/15/2023 | (20 | ) | 540.00 | 1,080,000 | (31,000 | ) | ||||||||||||
Verizon Communications Inc | 12/15/2023 | (200 | ) | 38.00 | 760,000 | (14,800 | ) | ||||||||||||
Vertex Pharmaceuticals Inc | 12/15/2023 | (28 | ) | 400.00 | 1,120,000 | (1,120 | ) | ||||||||||||
Visa Inc | 12/15/2023 | (100 | ) | 255.00 | 2,550,000 | (41,000 | ) | ||||||||||||
Visa Inc | 12/15/2023 | (70 | ) | 250.00 | 1,750,000 | (56,000 | ) | ||||||||||||
Walmart Inc | 12/15/2023 | (82 | ) | 155.00 | 1,271,000 | (15,498 | ) | ||||||||||||
The Walt Disney Co | 12/15/2023 | (160 | ) | 100.00 | 1,600,000 | (1,920 | ) | ||||||||||||
Warner Bros Discovery Inc | 12/15/2023 | (200 | ) | 12.50 | 250,000 | (600 | ) | ||||||||||||
Wells Fargo & Co | 12/15/2023 | (130 | ) | 42.50 | 552,500 | (32,500 | ) |
Total Written Call Options | 183,178,750 | (3,541,870 | ) | ||||||||||||||||
(Premiums Received $2,772,679) |
NASDAQ 100 INDEX FUND
Portfolio of Investments
November 30, 2023
Security Description | Shares | Value | ||||||
Common Stock (106.01%) | ||||||||
Communications (27.71%) | ||||||||
Advertising (0.25%) | ||||||||
The Trade Desk Inc* | 47,477 | $ | 3,345,229 | |||||
Internet (21.95%) | ||||||||
Airbnb Inc* | 47,623 | 6,016,690 | ||||||
Alphabet Inc - Class A* | 308,647 | 40,904,987 | ||||||
Alphabet Inc - Class C* | 301,544 | 40,382,772 | ||||||
Amazon.com Inc*,(a) | 537,381 | 78,505,990 | ||||||
Booking Holdings Inc* | 3,959 | 12,374,646 | ||||||
eBay Inc | 60,075 | 2,463,676 | ||||||
JD.com Inc | 49,283 | 1,351,833 | ||||||
MercadoLibre Inc* | 5,589 | 9,056,751 | ||||||
Meta Platforms Inc*,(a) | 162,260 | 53,083,359 | ||||||
Netflix Inc* | 49,325 | 23,378,570 | ||||||
Palo Alto Networks Inc* | 34,386 | 10,146,965 | ||||||
PDD Holdings Inc* | 71,481 | 10,539,159 | ||||||
288,205,398 | ||||||||
Media (2.34%) | ||||||||
Charter Communications Inc* | 16,718 | 6,689,373 | ||||||
Comcast Corp | 459,716 | 19,257,504 | ||||||
Sirius XM Holdings Inc | 413,408 | 1,934,749 | ||||||
Warner Bros Discovery Inc* | 268,188 | 2,802,565 | ||||||
30,684,191 | ||||||||
Telecommunications (3.17%) | ||||||||
Cisco Systems Inc | 455,177 | 22,021,463 | ||||||
T-Mobile US Inc | 130,768 | 19,674,046 | ||||||
41,695,509 | ||||||||
Total Communications | 363,930,327 | |||||||
Consumer, Cyclical (9.60%) | ||||||||
Copart Inc* | 105,829 | 5,314,732 | ||||||
Costco Wholesale Corp | 49,418 | 29,292,026 | ||||||
Dollar Tree Inc* | 24,421 | 3,018,191 | ||||||
Fastenal Co | 63,223 | 3,791,483 | ||||||
Lucid Group Inc* | 241,639 | 1,019,717 | ||||||
Lululemon Athletica Inc* | 13,542 | 6,050,566 | ||||||
Marriott International Inc | 32,705 | 6,629,304 | ||||||
O'Reilly Automotive Inc* | 6,738 | 6,619,276 | ||||||
PACCAR Inc | 57,737 | 5,301,411 | ||||||
Ross Stores Inc | 38,206 | 4,981,298 | ||||||
Starbucks Corp | 126,511 | 12,562,542 | ||||||
Tesla Inc* | 165,311 | 39,687,865 | ||||||
Walgreens Boots Alliance Inc | 91,766 | 1,829,814 | ||||||
Total Consumer, Cyclical | 126,098,225 | |||||||
Consumer, Non-Cyclical (13.32%) | ||||||||
Align Technology Inc* | 8,148 | 1,742,042 | ||||||
Amgen Inc | 59,747 | 16,110,181 | ||||||
AstraZeneca PLC | 63,894 | 4,126,913 | ||||||
Automatic Data Processing Inc | 45,478 | 10,456,302 | ||||||
Biogen Inc* | 16,031 | 3,752,536 | ||||||
Cintas Corp | 11,343 | 6,275,515 | ||||||
CoStar Group Inc* | 45,393 | 3,769,435 | ||||||
Dexcom Inc* | 43,138 | 4,983,302 | ||||||
GE HealthCare Technologies Inc | 50,496 | 3,456,956 | ||||||
Gilead Sciences Inc | 139,177 | 10,660,958 | ||||||
IDEXX Laboratories Inc* | 9,303 | 4,333,523 | ||||||
Illumina Inc* | 16,811 | 1,713,881 | ||||||
Intuitive Surgical Inc* | 38,959 | 12,110,016 | ||||||
Keurig Dr Pepper Inc | 156,103 | 4,928,172 | ||||||
The Kraft Heinz Co | 138,122 | 4,849,463 | ||||||
Moderna Inc* | 42,550 | 3,306,135 | ||||||
Mondelez International Inc | 151,418 | 10,759,763 | ||||||
Monster Beverage Corp* | 116,577 | 6,429,222 | ||||||
PayPal Holdings Inc* | 120,016 | 6,914,122 | ||||||
PepsiCo Inc | 153,808 | 25,884,349 | ||||||
Regeneron Pharmaceuticals Inc* | 11,778 | 9,702,834 | ||||||
Seagen Inc* | 20,906 | 4,457,368 | ||||||
Verisk Analytics Inc | 16,238 | 3,920,340 | ||||||
Vertex Pharmaceuticals Inc* | 28,828 | 10,228,463 | ||||||
Total Consumer, Non-Cyclical | 174,871,791 | |||||||
Energy (0.63%) | ||||||||
Baker Hughes Co | 112,143 | 3,784,826 | ||||||
Diamondback Energy Inc | 19,476 | 3,007,289 | ||||||
Enphase Energy Inc* | 14,533 | 1,468,124 |
Total Energy | 8,260,239 |
Industrial (2.00%) | ||||||||
CSX Corp | 223,928 | 7,232,874 | ||||||
Honeywell International Inc | 73,295 | 14,359,957 | ||||||
Old Dominion Freight Line Inc | 12,041 | 4,684,671 | ||||||
Total Industrial | 26,277,502 | |||||||
Technology (51.47%) | ||||||||
Computers (13.12%) | ||||||||
Apple Inc(a) | 814,280 | 154,672,486 | ||||||
Cognizant Technology Solutions Corp | 56,544 | 3,979,567 | ||||||
Crowdstrike Holdings Inc* | 24,722 | 5,858,867 | ||||||
Fortinet Inc* | 88,100 | 4,630,536 | ||||||
Zscaler Inc* | 16,129 | 3,185,961 | ||||||
172,327,417 | ||||||||
Semiconductors (19.69%) | ||||||||
Advanced Micro Devices Inc* | 180,468 | 21,865,503 | ||||||
Analog Devices Inc | 55,660 | 10,206,931 | ||||||
Applied Materials Inc | 93,439 | 13,995,293 | ||||||
ASML Holding NV | 9,685 | 6,622,216 | ||||||
Broadcom Inc | 46,096 | 42,672,450 | ||||||
GLOBALFOUNDRIES Inc* | 61,183 | 3,284,915 | ||||||
Intel Corp | 467,793 | 20,910,347 | ||||||
KLA Corp | 14,992 | 8,164,943 | ||||||
Lam Research Corp | 14,605 | 10,456,012 | ||||||
Marvell Technology Inc | 94,397 | 5,260,745 | ||||||
Microchip Technology Inc | 60,801 | 5,073,235 | ||||||
Micron Technology Inc | 120,672 | 9,185,553 | ||||||
NVIDIA Corp | 128,645 | 60,167,266 | ||||||
NXP Semiconductors NV | 28,445 | 5,805,056 | ||||||
ON Semiconductor Corp* | 46,494 | 3,316,417 | ||||||
QUALCOMM Inc | 124,655 | 16,086,728 | ||||||
Texas Instruments Inc | 101,418 | 15,487,543 | ||||||
258,561,153 | ||||||||
Software (18.66%) | ||||||||
Adobe Inc* | 50,912 | 31,107,741 | ||||||
ANSYS Inc* | 9,255 | 2,715,047 | ||||||
Atlassian Corp* | 16,838 | 3,215,216 | ||||||
Autodesk Inc* | 23,463 | 5,125,023 | ||||||
Cadence Design Systems Inc* | 30,180 | 8,247,289 | ||||||
Datadog Inc* | 33,085 | 3,856,718 | ||||||
Electronic Arts Inc | 30,152 | 4,161,278 | ||||||
Intuit Inc | 31,282 | 17,876,412 | ||||||
Microsoft Corp | 386,965 | 146,624,907 | ||||||
Paychex Inc | 39,847 | 4,860,139 | ||||||
Synopsys Inc* | 16,987 | 9,227,848 | ||||||
Workday Inc* | 22,638 | 6,128,559 | ||||||
Zoom Video Communications Inc* | 28,249 | 1,916,130 | ||||||
245,062,307 | ||||||||
Total Technology | 675,950,877 | |||||||
Utilities (1.28%) | ||||||||
American Electric Power Co Inc | 57,572 | 4,579,853 | ||||||
Constellation Energy Corp | 35,797 | 4,332,869 | ||||||
Exelon Corp | 109,555 | 4,218,963 | ||||||
Xcel Energy Inc | 61,039 | 3,713,613 | ||||||
Total Utilities | 16,845,298 | |||||||
Total Common Stock (Cost $696,023,316) | 1,392,234,259 | |||||||
United States Treasury Bills (1.41%) | ||||||||
United States Treasury Bill(a)(Cost $18,464,767) | 18,500,000 | 18,464,897 | ||||||
Total Investments (Cost $714,488,083) (107.42%) | $ | 1,410,699,156 | ||||||
Liabilities in Excess of Other Assets (-7.42%) | (97,436,253 | ) | ||||||
Net Assets (100.00%) | $ | 1,313,262,903 |
* Non-income producing security.
(a) A portion of these securities, a total of $84,162,097, have been pledged or segregated in connection with obligations for futures contracts.
Futures contracts at November 30, 2023:
Contracts - $20 times premium / delivery month / commitment / exchange
Nasdaq 100 E-MINI | Notional Amount | Value | Unrealized Appreciation | |||||||||
48 / DEC 2023 / Long / CME | 15,274,670 | 15,346,080 | 71,410 |
SHELTON SUSTAINABLE EQUITY FUND
Portfolio of Investments
November 30, 2023
Security Description | Shares | Value | ||||||
Common Stock (98.53%) | ||||||||
Basic Materials (3.95%) | ||||||||
Cabot Corp | 83,272 | $ | 6,320,345 | |||||
Consumer, Cyclical (7.41%) | ||||||||
Aramark | 130,000 | 3,641,300 | ||||||
H&E Equipment Services Inc | 150,000 | 6,646,500 | ||||||
Tesla Inc* | 6,550 | 1,572,524 | ||||||
Total Consumer, Cyclical | 11,860,324 | |||||||
Consumer, Non-Cyclical (15.68%) | ||||||||
Bunge Global SA | 64,000 | 7,031,680 | ||||||
Danaher Corp | 20,000 | 4,466,200 | ||||||
Darling Ingredients Inc* | 140,000 | 6,141,800 | ||||||
Moderna Inc* | 16,720 | 1,299,144 | ||||||
R1 RCM Inc* | 210,000 | 2,221,800 | ||||||
Vestis Corp | 65,000 | 1,190,150 | ||||||
Viatris Inc | 300,000 | 2,754,000 | ||||||
Total Consumer, Non-Cyclical | 25,104,774 | |||||||
Energy (9.18%) | ||||||||
Enphase Energy Inc* | 33,200 | 3,353,864 | ||||||
First Solar Inc* | 32,322 | 5,099,766 | ||||||
Green Plains Inc* | 120,000 | 2,985,600 | ||||||
Shoals Technologies Group Inc* | 100,000 | 1,385,000 | ||||||
SolarEdge Technologies Inc* | 13,135 | 1,042,656 | ||||||
SunPower Corp* | 200,268 | 831,112 | ||||||
Total Energy | 14,697,998 | |||||||
Financial (6.10%) | ||||||||
Alexandria Real Estate Equities Inc | 26,400 | 2,888,160 | ||||||
Hannon Armstrong Sustainable Infrastructure Capital Inc | 284,500 | 6,887,745 | ||||||
Total Financial | 9,775,905 | |||||||
Industrial (42.42%) | ||||||||
ABB Ltd | 66,750 | 2,657,318 | ||||||
Accelleron Industries AG | 4,875 | 138,694 | ||||||
Advanced Energy Industries Inc | 52,700 | 5,009,135 | ||||||
AECOM | 57,500 | 5,109,450 | ||||||
Ag Growth International Inc | 84,900 | 3,166,715 | ||||||
Clean Harbors Inc* | 20,000 | 3,233,200 | ||||||
Deere & Co | 12,000 | 4,372,920 | ||||||
Energy Recovery Inc* | 135,000 | 2,573,100 | ||||||
Gibraltar Industries Inc* | 75,000 | 5,039,250 | ||||||
Johnson Controls International plc | 70,000 | 3,696,000 | ||||||
Net Power Inc* | 100,000 | 908,000 | ||||||
Ryerson Holding Corp | 100,000 | 3,097,000 | ||||||
Schneider Electric SE | 40,000 | 7,340,879 | ||||||
Siemens AG | 40,000 | 6,704,397 | ||||||
The Timken Co | 78,000 | 5,647,200 | ||||||
Valmont Industries Inc | 15,500 | 3,403,335 | ||||||
Veralto Corp | 8,333 | 643,724 |
Xylem Inc | 49,500 | 5,203,935 | ||||||
Total Industrial | 67,944,252 | |||||||
Utilities (13.79%) | ||||||||
Brookfield Renewable Corp | 266,700 | 7,078,218 | ||||||
Essential Utilities Inc | 130,000 | 4,629,300 | ||||||
NextEra Energy Inc | 60,000 | 3,510,600 | ||||||
Ormat Technologies Inc | 102,000 | 6,866,640 | ||||||
Total Utilities | 22,084,758 | |||||||
Total Common Stock (Cost $160,452,568) | 157,788,356 | |||||||
United States Treasury Bills (1.25%) | ||||||||
United States Treasury Bill (Cost $1,996,206) | 2,000,000 | 1,996,205 | ||||||
Total Investments (Cost $162,448,774) (99.78%) | $ | 159,784,561 | ||||||
Other Net Assets (0.22%) | 353,520 | |||||||
Net Assets (100.00%) | $ | 160,138,080 |
* Non-income producing security.