Green CALIFORNIA TAX FREE INCOME FUND
Portfolio of Investments (Unaudited)
November 30, 2022
SECURITY DESCRIPTION | Par Value | Value | ||||||
Municipal Bonds (92.85%) | ||||||||
CALIFORNIA EDUCATIONAL FACILITIES AUTHORITY | ||||||||
California Educational Facilities Authority, 5.000%, 4/1/2051 | $ | 1,500,000 | $ | 1,772,867 | ||||
CALIFORNIA HEALTH FACILITIES FINANCING AUTHORITY | ||||||||
California Health Facilities Financing Authority, 5.000%, 11/1/2027 | 1,700,000 | 1,889,421 | ||||||
CALIFORNIA HOUSING FINANCE AGENCY | ||||||||
California Housing Finance Agency, 4.000%, 3/20/2033 | 357,677 | 347,173 | ||||||
CALIFORNIA INFRASTRUCTURE & ECONOMIC DEVELOPMENT BANK | ||||||||
California Infrastructure & Economic Development Bank, 5.000%, 10/1/2033 | 1,200,000 | 1,287,178 | ||||||
CALIFORNIA MUNICIPAL FINANCE AUTHORITY | ||||||||
California Municipal Finance Authority, 5.000%, 5/15/2038 | 800,000 | 808,596 | ||||||
California Municipal Finance Authority, 5.000%, 10/1/2044 | 480,000 | 505,193 | ||||||
CITY OF LOS ANGELES CA WASTEWATER SYSTEM REVENUE | ||||||||
City of Los Angeles CA Wastewater System Revenue, 5.000%, 6/1/2044 | 500,000 | 517,060 | ||||||
City of Los Angeles CA Wastewater System Revenue, 5.250%, 6/1/2047 | 1,500,000 | 1,603,958 | ||||||
CITY OF ROSEVILLE CA ELECTRIC SYSTEM REVENUE | ||||||||
City of Roseville CA Electric System Revenue, 5.000%, 2/1/2025 | 750,000 | 762,420 | ||||||
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 | 1,090,942 | ||||||
EAST BAY MUNICIPAL UTILITY DISTRICT WATER SYSTEM REVENUE | ||||||||
East Bay Municipal Utility District Water System Revenue, 5.000%, 6/1/2026 | 2,050,000 | 2,171,344 | ||||||
East Bay Municipal Utility District Water System Revenue, 5.000%, 6/1/2032 | 150,000 | 164,950 | ||||||
EAST SIDE UNION HIGH SCHOOL DISTRICT | ||||||||
East Side Union High School District, 5.250%, 9/1/2023 | 975,000 | 994,738 | ||||||
FOOTHIL-DE ANZA COMMUNITY COLLEGE DISTRICT | ||||||||
Foothill-De Anza Community College District, 0.000%, 8/1/2027 | 2,000,000 | 1,739,133 | ||||||
LA MIRADA REDEVELOPMENT AGENCY SUCCESSOR AGENCY | ||||||||
La Mirada Redevelopment Agency Successor Agency, 5.000%, 8/15/2023 | 1,000,000 | 1,016,191 | ||||||
LOS ANGELES COMMUNITY COLLEGE DISTRICT/CA | ||||||||
Los Angeles Community College District/CA, 5.000%, 8/1/2028 | 865,000 | 900,940 | ||||||
LOS ANGELES COUNTY METROPOLITAN TRANSPORTATION AUTHORITY SALES TAXE REVENUE | ||||||||
Los Angeles County Metropolitan Transportation Authority Sales Tax Revenue, 4.000%, 7/1/2028 | 500,000 | 516,576 | ||||||
Los Angeles County Metropolitan Transportation Authority Sales Tax Revenue, 5.000%, 7/1/2023 | 1,500,000 | 1,522,731 | ||||||
LOS RIOS COMMUNITY COLLEGE DISTRICT | ||||||||
Los Rios Community College District, 5.000%, 8/1/2032 | 2,500,000 | 2,539,237 | ||||||
MILPITAS UNIFIED SCHOOL DISTRICT/CA | ||||||||
Milpitas Unified School District/CA, 3.000%, 8/1/2034 | 2,000,000 | 1,881,655 | ||||||
MOUNT SAN ANTONIO COMMUNITY COLLEGE DISTRICT | ||||||||
Mount San Antonio Community College District, 5.000%, 8/1/2034 | 345,000 | 350,828 | ||||||
PENINSULA CORRIDOR JOINT POWERS BOARD/CA | ||||||||
Peninsula Corridor Joint Powers Board/CA, 5.000%, 6/1/2036 | 200,000 | 227,820 | ||||||
PORT OF LOS ANGELES | ||||||||
Port of Los Angeles, 4.000%, 8/1/2023 | 290,000 | 293,060 | ||||||
SACRAMENTO MUNICIPAL UTILITY DISTRICT | ||||||||
Sacramento Municipal Utility District, 5.250%, 7/1/2024 | 525,000 | 540,241 | ||||||
SAN DIEGO COMMUNITY COLLEGE DISTRICT | ||||||||
San Diego Community College District, 5.000%, 8/1/2027 | 1,175,000 | 1,195,475 |
SAN FRANCISCO BAY AREA RAPID TRANSIT DISTRICT | ||||||||
San Francisco Bay Area Rapid Transit District, 4.000%, 8/1/2034 | 645,000 | 670,348 | ||||||
San Francisco Bay Area Rapid Transit District, 5.000%, 8/1/2036 | 2,300,000 | 2,492,230 | ||||||
SAN FRANCISO CITY & COUNTY PUBLIC UTILITIES COMMISSION POWER REVENUE | ||||||||
San Francisco City & County Public Utilities Commission Power Revenue, 5.000%, 11/1/2030 | 680,000 | 718,904 | ||||||
San Francisco City & County Public Utilities Commission Power Revenue, 5.000%, 11/1/2036 | 1,170,000 | 1,224,467 | ||||||
SAN MATEO FOSTER CITY PUBLIC FINANCING AUTHORITY | ||||||||
San Mateo Foster City Public Financing Authority, 4.000%, 8/1/2044 | 2,000,000 | 1,966,023 | ||||||
SANTA CLARA VALLEY TRANSPORTATION AUTHORITY | ||||||||
Santa Clara Valley Transportation Authority, 5.000%, 4/1/2034 | 1,000,000 | 1,055,600 | ||||||
SANTA MARIA JOINT UNION HIGH SCHOOL DISTRICT | ||||||||
Santa Maria Joint Union High School District, 0.000%, 8/1/2029 | 2,500,000 | 2,011,774 | ||||||
STATE OF CALIFORNIA | ||||||||
State of California, 3.000%, 10/1/2028 | 900,000 | 902,191 | ||||||
TURLOCK IRRIGATION DISTRICT | ||||||||
Turlock Irrigation District, 5.000%, 1/1/2036 | 300,000 | 333,737 | ||||||
UNIVERSITY OF CALIFORNIA | ||||||||
University of California, 5.000%, 5/15/2029 | 925,000 | 957,161 | ||||||
WALNUT VALLEY UNIFIED SCHOOL DISTRICT | ||||||||
Walnut Valley Unified School District, 5.000%, 8/1/2036 | 835,000 | 958,133 | ||||||
WILLIAM S HART UNION HIGH SCHOOL DISTRICT | ||||||||
William S Hart Union High School District, 0.000%, 9/1/2029 | 3,595,000 | 2,919,561 | ||||||
Total Municipal Bonds (Cost $43,465,531) | 42,849,856 | |||||||
Variable Rate Demand Notes* (6.07%) | ||||||||
Los Angeles Department of Water & Power Water System Revenue, 0.600%, 7/1/2045*,**,*** | 1,000,000 | 1,000,000 | ||||||
Orange County Water District, 1.460%, 8/1/2042*,**,*** | 1,500,000 | 1,500,000 | ||||||
Santa Clara Valley Transportation Authority, 0.700%, 4/1/2036*,**,*** | 300,000 | 300,000 | ||||||
Total Variable Rate Demand Notes ( Cost $2,800,000) | 2,800,000 | |||||||
Total Investments (Cost $46,265,531) (98.92%) | $ | 45,649,856 | ||||||
Other Net Assets (1.08%) | 500,057 | |||||||
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, 2022
U.S. GOVERNMENT SECURITIES FUND
Portfolio of Investments (Unaudited)
November 30, 2022
Security Description | Par Value | Value | ||||||
Government National Mortgage Association (2.11%) | ||||||||
3.500%, 11/20/2044 | 105,794 | $ | 99,859 | |||||
5.000%, 3/15/2038 | 81,936 | 83,363 | ||||||
5.500%, 1/15/2025 | 7,730 | 7,888 | ||||||
5.500%, 4/15/2036 | 57,299 | 58,579 | ||||||
6.000%, 1/15/2026 | 40,549 | 42,720 | ||||||
6.000%, 6/15/2038 | 27,007 | 28,603 | ||||||
Total Government National Mortgage Association (Cost $323,443) | 321,012 | |||||||
United States Treasury Bonds (12.19%) | ||||||||
5.000%, 5/15/2037 | 500,000 | 569,102 | ||||||
6.000%, 2/15/2026 | 800,000 | 845,094 | ||||||
6.375%, 8/15/2027 | 400,000 | 441,438 | ||||||
Total United States Treasury Bonds (Cost $1,966,861) | 1,855,634 | |||||||
United States Treasury Notes (76.79%) | ||||||||
2.000%, 2/15/2025 | 800,000 | 761,219 | ||||||
2.125%, 2/29/2024 | 1,300,000 | 1,260,441 | ||||||
2.125%, 5/15/2025 | 2,200,000 | 2,091,977 | ||||||
2.250%, 8/15/2027 | 3,800,000 | 3,534,442 | ||||||
2.375%, 4/30/2026 | 800,000 | 757,438 | ||||||
2.375%, 5/15/2029 | 500,000 | 459,004 | ||||||
2.500%, 8/15/2023 | 1,700,000 | 1,673,562 | ||||||
3.125%, 11/15/2028 | 1,200,000 | 1,153,406 | ||||||
Total United States Treasury Notes (Cost $12,527,749) | 11,691,489 | |||||||
United States Treasury Bills (8.29%) | ||||||||
0.375%, 8/15/2024 | 500,000 | 466,289 | ||||||
0.625%, 7/31/2026 | 900,000 | 796,430 | ||||||
Total United States Treasury Bills (Cost $1,396,079) | 1,262,719 | |||||||
Total Investments (Cost $16,214,132) (99.38%) | $ | 15,130,854 | ||||||
Other Net Assets (0.62%) | 94,162 | |||||||
Net Assets (100.00%) | $ | 15,225,016 |
THE UNITED STATES TREASURY TRUST
Portfolio of Investments (Unaudited)
November 30, 2022
Security Description | Par Value | Value | ||||||
United States Treasury Bills, DN(a) (99.51%) | ||||||||
12/1/2022 | $ | 1,500,000 | $ | 1,500,000 | ||||
12/6/2022 | 2,000,000 | 1,999,033 | ||||||
12/8/2022 | 3,700,000 | 3,697,360 | ||||||
12/13/2022 | 2,400,000 | 2,397,640 | ||||||
12/20/2022 | 3,800,000 | 3,793,039 | ||||||
12/22/2022 | 1,100,000 | 1,098,451 | ||||||
01/19/2023 | 1,400,000 | 1,394,712 | ||||||
01/31/2023 | 1,300,000 | 1,292,128 | ||||||
02/2/2023 | 2,200,000 | 2,187,996 | ||||||
02/9/2023 | 2,200,000 | 2,182,461 | ||||||
03/7/2023 | 1,500,000 | 1,483,328 | ||||||
Total United States Treasury Bills, DN (Cost $23,026,148) | 23,026,148 | |||||||
Total Investments (Cost $23,026,148) (99.51%) | $ | 23,026,148 | ||||||
Other Net Assets (0.49%) | 113,508 | |||||||
Net Assets (100.00%) | $ | 23,139,656 |
(a) Discount Note. Yield to maturity is between 3.11% - 4.36%.
S&P 500 INDEX FUND
Portfolio of Investments (Unaudited)
November 30, 2022
Security Description | Shares | Value | ||||||
Common Stock (103.08%) | ||||||||
Basic Materials (2.29%) | ||||||||
Air Products and Chemicals Inc | 1,404 | $ | 435,465 | |||||
Albemarle Corp | 729 | 202,655 | ||||||
CF Industries Holdings Inc | 1,316 | 142,378 | ||||||
Celanese Corp | 763 | 81,870 | ||||||
Dow Inc | 4,596 | 234,258 | ||||||
DuPont de Nemours Inc# | 3,319 | 234,023 | ||||||
Eastman Chemical Co | 893 | 77,352 | ||||||
Ecolab Inc | 1,564 | 234,334 | ||||||
FMC Corp | 795 | 103,859 | ||||||
Freeport-McMoRan Inc | 9,035 | 359,593 | ||||||
International Flavors & Fragrances Inc# | 1,613 | 170,688 | ||||||
International Paper Co | 2,339 | 86,824 | ||||||
Linde PLC | 3,177 | 1,068,997 | ||||||
LyondellBasell Industries NV | 1,667 | 141,712 | ||||||
The Mosaic Co | 2,068 | 106,088 | ||||||
Newmont Corp | 5,010 | 237,825 | ||||||
Nucor Corp | 1,728 | 259,114 | ||||||
PPG Industries Inc | 1,558 | 210,673 | ||||||
The Sherwin-Williams Co | 1,539 | 383,488 | ||||||
Total Basic Materials | 4,771,196 | |||||||
Communications (11.65%) | ||||||||
Alphabet Inc - A* | 37,827 | 3,820,149 | ||||||
Alphabet Inc - C* | 34,683 | 3,518,590 | ||||||
Amazon.com Inc*,(a) | 55,024 | 5,312,017 | ||||||
Arista Networks Inc* | 1,464 | 203,935 | ||||||
AT&T Inc | 45,311 | 873,596 | ||||||
Booking Holdings Inc* | 255 | 530,260 | ||||||
CDW Corp | 853 | 160,910 | ||||||
Charter Communications Inc* | 731 | 286,033 | ||||||
Cisco Systems Inc | 26,226 | 1,303,957 | ||||||
Comcast Corp | 28,224 | 1,034,127 | ||||||
Corning Inc | 4,990 | 170,309 | ||||||
DISH Network Corp* | 1,784 | 28,633 | ||||||
eBay Inc# | 3,534 | 160,585 | ||||||
Etsy Inc*,# | 797 | 105,276 | ||||||
Expedia Group Inc* | 887 | 94,767 | ||||||
F5 Inc* | 424 | 65,555 | ||||||
FactSet Research Systems Inc | 239 | 110,248 | ||||||
Fox Corp | 913 | 27,865 | ||||||
Gen Digital Inc | 4,015 | 92,184 | ||||||
The Interpublic Group of Cos Inc | 2,667 | 91,638 | ||||||
Juniper Networks Inc | 2,302 | 76,518 | ||||||
Lumen Technologies Inc | 6,449 | 35,276 | ||||||
Match Group Inc* | 1,756 | 88,783 | ||||||
Meta Platforms Inc*,(a) | 14,479 | 1,709,970 | ||||||
Motorola Solutions Inc | 1,074 | 292,343 | ||||||
Netflix Inc* | 2,808 | 857,928 | ||||||
News Corp | 2,672 | 51,169 | ||||||
News Corp# | 910 | 17,700 | ||||||
Omnicom Group Inc | 1,397 | 111,425 | ||||||
Paramount Global# | 3,816 | 76,625 | ||||||
T-Mobile US Inc* | 3,719 | 563,280 | ||||||
VeriSign Inc* | 617 | 123,283 | ||||||
Verizon Communications Inc | 26,273 | 1,024,122 | ||||||
Warner Bros Discovery Inc* | 13,955 | 159,087 | ||||||
The Walt Disney Co* | 11,531 | 1,128,539 | ||||||
Total Communications | 24,306,682 | |||||||
Consumer, Cyclical (9.60%) | ||||||||
Advance Auto Parts Inc | 415 | 62,661 | ||||||
Alaska Air Group Inc* | 808 | 38,332 | ||||||
American Airlines Group Inc* | 3,057 | 44,113 | ||||||
Aptiv PLC* | 1,715 | 182,939 | ||||||
AutoZone Inc* | 27 | 69,633 | ||||||
Bath & Body Works Inc | 1,525 | 64,813 | ||||||
Best Buy Co Inc | 1,278 | 109,013 | ||||||
BorgWarner Inc | 1,412 | 60,024 | ||||||
Caesars Entertainment Inc* | 945 | 48,015 | ||||||
CarMax Inc* | 1,034 | 71,718 | ||||||
Carnival Corp* | 5,174 | 51,378 | ||||||
Copart Inc* | 2,814 | 187,300 | ||||||
Costco Wholesale Corp | 2,805 | 1,512,596 | ||||||
Cummins Inc | 904 | 227,049 | ||||||
Darden Restaurants Inc | 850 | 124,942 | ||||||
Delta Air Lines Inc* | 4,086 | 144,522 | ||||||
Dollar General Corp | 1,444 | 369,202 | ||||||
Dollar Tree Inc*,# | 1,421 | 213,562 | ||||||
Domino's Pizza Inc | 233 | 90,574 |
DR Horton Inc# | 2,022 | 173,892 | ||||||
Fastenal Co | 3,749 | 193,111 | ||||||
Ford Motor Co | 24,832 | 345,165 | ||||||
General Motors Co | 9,176 | 372,179 | ||||||
Genuine Parts Co | 908 | 166,464 | ||||||
Hasbro Inc | 832 | 52,266 | ||||||
Hilton Worldwide Holdings Inc | 1,779 | 253,721 | ||||||
The Home Depot Inc# | 6,523 | 2,113,387 | ||||||
Las Vegas Sands Corp* | 2,145 | 100,472 | ||||||
Lennar Corp# | 1,632 | 143,339 | ||||||
Live Nation Entertainment Inc* | 836 | 60,827 | ||||||
LKQ Corp | 1,642 | 89,210 | ||||||
Lowe's Cos Inc | 4,173 | 886,971 | ||||||
Marriott International Inc | 1,737 | 287,213 | ||||||
McDonald's Corp | 4,668 | 1,273,384 | ||||||
MGM Resorts International | 2,232 | 82,272 | ||||||
Newell Brands Inc# | 2,691 | 34,902 | ||||||
NIKE Inc | 8,010 | 878,617 | ||||||
Norwegian Cruise Line Holdings Ltd* | 1,599 | 26,288 | ||||||
NVR Inc* | 21 | 97,419 | ||||||
O'Reilly Automotive Inc* | 414 | 357,920 | ||||||
PACCAR Inc | 2,262 | 239,568 | ||||||
Pool Corp# | 269 | 88,611 | ||||||
PulteGroup Inc | 1,500 | 67,170 | ||||||
Ralph Lauren Corp | 314 | 35,520 | ||||||
Ross Stores Inc# | 2,209 | 259,933 | ||||||
Royal Caribbean Cruises Ltd* | 1,236 | 74,073 | ||||||
Southwest Airlines Co* | 3,416 | 136,333 | ||||||
Starbucks Corp | 7,240 | 739,928 | ||||||
Tapestry Inc# | 1,811 | 68,401 | ||||||
Target Corp | 2,919 | 487,677 | ||||||
Tesla Inc* | 15,831 | 3,082,296 | ||||||
The TJX Cos Inc | 7,414 | 593,491 | ||||||
Tractor Supply Co | 706 | 159,775 | ||||||
Ulta Beauty Inc* | 329 | 152,932 | ||||||
United Airlines Holdings Inc* | 1,732 | 76,502 | ||||||
VF Corp | 2,109 | 69,217 | ||||||
Walgreens Boots Alliance Inc | 4,694 | 194,801 | ||||||
Walmart Inc | 8,832 | 1,346,173 | ||||||
Whirlpool Corp | 354 | 51,872 | ||||||
WW Grainger Inc | 277 | 167,048 | ||||||
Wynn Resorts Ltd* | 526 | 44,005 | ||||||
Yum! Brands Inc | 1,794 | 230,816 | ||||||
Total Consumer, Cyclical | 20,027,547 | |||||||
Consumer, Non-Cyclical (23.36%) | ||||||||
Abbott Laboratories | 11,054 | 1,189,189 | ||||||
AbbVie Inc | 11,112 | 1,791,032 | ||||||
ABIOMED Inc* | 310 | 117,115 | ||||||
Align Technology Inc* | 473 | 93,020 | ||||||
Altria Group Inc | 11,430 | 532,409 | ||||||
AmerisourceBergen Corp | 952 | 162,497 | ||||||
Amgen Inc | 3,372 | 965,741 | ||||||
Archer-Daniels-Midland Co# | 3,634 | 354,315 | ||||||
Automatic Data Processing Inc | 2,637 | 696,537 | ||||||
Avery Dennison Corp | 514 | 99,372 | ||||||
Baxter International Inc | 3,172 | 179,313 | ||||||
Becton Dickinson and Co | 1,799 | 448,563 | ||||||
Biogen Inc* | 924 | 281,977 | ||||||
Bio-Rad Laboratories Inc* | 147 | 60,962 | ||||||
Bio-Techne Corp | 984 | 83,630 | ||||||
Boston Scientific Corp* | 9,036 | 409,060 | ||||||
Bristol-Myers Squibb Co | 13,441 | 1,079,043 | ||||||
Brown-Forman Corp | 1,153 | 84,192 | ||||||
Campbell Soup Co | 1,162 | 62,365 | ||||||
Cardinal Health Inc | 1,714 | 137,411 | ||||||
Catalent Inc* | 1,096 | 54,942 | ||||||
Centene Corp* | 3,700 | 322,085 | ||||||
Charles River Laboratories International Inc* | 322 | 73,600 | ||||||
Church & Dwight Co Inc | 1,558 | 127,553 | ||||||
Cigna Corp | 2,003 | 658,767 | ||||||
Cintas Corp | 549 | 253,517 | ||||||
The Clorox Co | 779 | 115,798 | ||||||
The Coca-Cola Co# | 24,654 | 1,568,241 | ||||||
Colgate-Palmolive Co | 5,290 | 409,869 | ||||||
Conagra Brands Inc | 3,029 | 115,041 | ||||||
Constellation Brands Inc | 1,027 | 264,298 | ||||||
Corteva Inc | 4,568 | 306,787 | ||||||
CVS Health Corp | 8,246 | 840,102 | ||||||
Danaher Corp | 4,032 | 1,102,389 | ||||||
DaVita Inc* | 482 | 35,538 | ||||||
DENTSPLY SIRONA Inc | 1,160 | 35,102 | ||||||
Dexcom Inc* | 2,508 | 291,630 | ||||||
Edwards Lifesciences Corp*,# | 3,955 | 305,524 | ||||||
Elevance Health Inc | 1,522 | 811,104 | ||||||
Eli Lilly & Co | 4,978 | 1,847,236 | ||||||
The Estee Lauder Cos Inc | 1,489 | 351,091 | ||||||
Equifax Inc | 794 | 156,712 | ||||||
FleetCor Technologies Inc* | 488 | 95,746 |
Gartner Inc* | 508 | 177,988 | ||||||
General Mills Inc | 3,801 | 324,225 | ||||||
Gilead Sciences Inc | 7,918 | 695,438 | ||||||
Global Payments Inc | 1,777 | 184,417 | ||||||
HCA Healthcare Inc | 1,436 | 344,956 | ||||||
Henry Schein Inc* | 871 | 70,481 | ||||||
her The Hershey Co | 941 | 221,295 | ||||||
Hologic Inc* | 1,678 | 127,796 | ||||||
Hormel Foods Corp | 1,912 | 89,864 | ||||||
Humana Inc | 798 | 438,820 | ||||||
IDEXX Laboratories Inc* | 539 | 229,544 | ||||||
Illumina Inc* | 953 | 207,830 | ||||||
Incyte Corp* | 1,229 | 97,914 | ||||||
Intuitive Surgical Inc* | 2,274 | 614,867 | ||||||
IQVIA Holdings Inc* | 1,146 | 249,851 | ||||||
The J M Smucker Co | 745 | 114,737 | ||||||
Johnson & Johnson | 16,547 | 2,945,366 | ||||||
Kellogg Co | 1,661 | 121,170 | ||||||
Keurig Dr Pepper Inc | 4,656 | 180,048 | ||||||
Kimberly-Clark Corp | 2,137 | 289,841 | ||||||
The Kraft Heinz Co | 4,282 | 168,497 | ||||||
The Kroger Co | 4,315 | 212,255 | ||||||
Laboratory Corp of America Holdings | 585 | 140,810 | ||||||
Lamb Weston Holdings Inc | 955 | 82,990 | ||||||
MarketAxess Holdings Inc | 260 | 69,659 | ||||||
McCormick & Co Inc | 1,581 | 134,670 | ||||||
McKesson Corp# | 917 | 350,001 | ||||||
Medtronic PLC | 8,528 | 674,053 | ||||||
Merck & Co Inc | 15,965 | 1,758,066 | ||||||
Moderna Inc* | 2,228 | 391,927 | ||||||
Molina Healthcare Inc* | 371 | 124,942 | ||||||
Molson Coors Beverage Co | 1,200 | 66,132 | ||||||
Mondelez International Inc | 8,737 | 590,709 | ||||||
Monster Beverage Corp* | 2,413 | 248,201 | ||||||
Moody's Corp | 1,013 | 302,148 | ||||||
Organon & Co | 1,633 | 42,491 | ||||||
PayPal Holdings Inc* | 7,282 | 570,982 | ||||||
PepsiCo Inc | 8,695 | 1,613,009 | ||||||
PerkinElmer Inc | 796 | 111,225 | ||||||
Pfizer Inc | 35,284 | 1,768,787 | ||||||
The Procter & Gamble Co | 15,147 | 2,259,327 | ||||||
Philip Morris International Inc | 9,786 | 975,371 | ||||||
Quanta Services Inc | 883 | 132,344 | ||||||
Quest Diagnostics Inc | 775 | 117,668 | ||||||
Regeneron Pharmaceuticals Inc* | 673 | 505,894 | ||||||
ResMed Inc | 946 | 217,769 | ||||||
Robert Half International Inc | 808 | 63,654 | ||||||
Rollins Inc | 693 | 28,025 | ||||||
S&P Global Inc | 2,191 | 772,985 | ||||||
STERIS PLC | 603 | 112,001 | ||||||
Stryker Corp | 2,135 | 499,355 | ||||||
Sysco Corp | 3,216 | 278,216 | ||||||
Teleflex Inc | 318 | 74,450 | ||||||
Thermo Fisher Scientific Inc | 2,471 | 1,384,304 | ||||||
Tyson Foods Inc# | 1,921 | 127,324 | ||||||
United Rentals Inc* | 459 | 162,041 | ||||||
UnitedHealth Group Inc | 5,899 | 3,231,234 | ||||||
Universal Health Services Inc | 423 | 55,350 | ||||||
Verisk Analytics Inc | 996 | 182,975 | ||||||
Vertex Pharmaceuticals Inc* | 1,614 | 510,670 | ||||||
Viatris Inc | 4,634 | 51,113 | ||||||
Waters Corp* | 405 | 140,373 | ||||||
West Pharmaceutical Services Inc | 474 | 111,229 | ||||||
Zimmer Biomet Holdings Inc | 1,338 | 160,694 | ||||||
Zoetis Inc# | 3,007 | 463,499 | ||||||
Total Consumer, Non-Cyclical | 48,736,282 | |||||||
Energy (5.42%) | ||||||||
APA Corp | 2,135 | 100,025 | ||||||
Baker Hughes Co | 5,905 | 171,363 | ||||||
Coterra Energy Inc | 5,087 | 141,978 | ||||||
Chevron Corp | 11,172 | 2,047,939 | ||||||
ConocoPhillips | 8,165 | 1,008,459 | ||||||
Devon Energy Corp | 3,875 | 265,515 | ||||||
Diamondback Energy Inc | 1,031 | 152,609 | ||||||
EOG Resources Inc | 3,697 | 524,715 | ||||||
Enphase Energy Inc* | 825 | 264,487 | ||||||
Exxon Mobil Corp | 26,595 | 2,961,087 | ||||||
Halliburton Co | 5,694 | 215,746 | ||||||
Hess Corp# | 1,743 | 250,835 | ||||||
Kinder Morgan Inc | 12,716 | 243,130 | ||||||
Marathon Oil Corp | 4,467 | 136,824 | ||||||
Marathon Petroleum Corp | 3,415 | 415,981 | ||||||
Occidental Petroleum Corp | 5,528 | 384,141 | ||||||
ONEOK Inc | 2,916 | 195,139 | ||||||
Phillips 66 | 2,852 | 309,271 | ||||||
Pioneer Natural Resources Co# | 1,420 | 335,106 | ||||||
Schlumberger Ltd | 9,092 | 468,693 | ||||||
SolarEdge Technologies Inc*,# | 334 | 99,819 |
Valero Energy Corp | 2,566 | 342,869 | ||||||
The Williams Cos Inc | 7,926 | 275,032 | ||||||
Total Energy | 11,310,763 | |||||||
Financial (16.00%) | ||||||||
Aflac Inc | 3,741 | 269,090 | ||||||
Alexandria Real Estate Equities Inc | 937 | 145,807 | ||||||
The Allstate Corp | 1,736 | 232,450 | ||||||
American Express Co | 3,835 | 604,358 | ||||||
American International Group Inc | 5,001 | 315,613 | ||||||
American Tower Corp | 2,901 | 641,846 | ||||||
Ameriprise Financial Inc | 721 | 239,336 | ||||||
Aon PLC | 1,340 | 413,095 | ||||||
Arthur J Gallagher & Co | 1,256 | 250,082 | ||||||
Assurant Inc | 341 | 43,723 | ||||||
AvalonBay Communities Inc | 882 | 154,262 | ||||||
Bank of America Corp | 44,761 | 1,694,204 | ||||||
The Bank of New York Mellon Corp | 4,700 | 215,730 | ||||||
Berkshire Hathaway Inc*,#,(a) | 11,377 | 3,624,712 | ||||||
BlackRock Inc# | 908 | 650,128 | ||||||
Boston Properties Inc | 925 | 66,674 | ||||||
Brown & Brown Inc | 1,483 | 88,372 | ||||||
Camden Property Trust | 649 | 78,094 | ||||||
Capital One Financial Corp | 2,481 | 256,138 | ||||||
Cboe Global Markets Inc | 706 | 89,549 | ||||||
CBRE Group Inc* | 2,058 | 163,817 | ||||||
The Charles Schwab Corp | 9,527 | 786,359 | ||||||
Chubb Ltd | 2,675 | 587,403 | ||||||
Cincinnati Financial Corp | 941 | 104,413 | ||||||
Citigroup Inc | 12,259 | 593,458 | ||||||
Citizens Financial Group Inc | 2,789 | 118,198 | ||||||
CME Group Inc | 2,279 | 402,244 | ||||||
Comerica Inc# | 908 | 65,140 | ||||||
Crown Castle Inc | 2,725 | 385,397 | ||||||
Digital Realty Trust Inc | 1,797 | 202,091 | ||||||
Discover Financial Services | 1,773 | 192,122 | ||||||
Equinix Inc | 581 | 401,268 | ||||||
Equity Residential | 2,236 | 145,027 | ||||||
Essex Property Trust Inc | 425 | 93,662 | ||||||
Everest Re Group Ltd | 280 | 94,623 | ||||||
Extra Space Storage Inc | 844 | 135,622 | ||||||
Federal Realty Investment Trust | 449 | 49,884 | ||||||
Fifth Third Bancorp | 4,528 | 164,638 | ||||||
First Republic Bank | 1,159 | 147,900 | ||||||
Franklin Resources Inc | 1,991 | 53,379 | ||||||
Globe Life Inc | 628 | 75,335 | ||||||
The Goldman Sachs Group Inc | 2,139 | 825,975 | ||||||
The Hartford Financial Services Group Inc | 2,076 | 158,544 | ||||||
Healthpeak Properties Inc | 3,020 | 79,305 | ||||||
Host Hotels & Resorts Inc | 4,539 | 85,969 | ||||||
Huntington Bancshares Inc | 7,104 | 109,970 | ||||||
Intercontinental Exchange Inc | 3,524 | 381,684 | ||||||
Invesco Ltd | 2,486 | 47,507 | ||||||
Iron Mountain Inc | 1,369 | 74,378 | ||||||
JPMorgan Chase & Co | 18,542 | 2,562,134 | ||||||
KeyCorp | 6,069 | 114,158 | ||||||
Kimco Realty Corp | 2,994 | 68,622 | ||||||
Lincoln National Corp | 1,186 | 46,183 | ||||||
M&T Bank Corp | 1,177 | 200,114 | ||||||
Marsh & McLennan Cos Inc | 3,158 | 546,902 | ||||||
Mastercard Inc | 5,421 | 1,932,044 | ||||||
MetLife Inc | 4,363 | 334,642 | ||||||
Mid-America Apartment Communities Inc | 732 | 120,692 | ||||||
Morgan Stanley# | 8,835 | 822,273 | ||||||
Nasdaq Inc | 2,247 | 153,830 | ||||||
Northern Trust Corp | 1,359 | 126,536 | ||||||
The PNC Financial Services Group Inc | 2,611 | 439,327 | ||||||
Principal Financial Group Inc | 1,584 | 142,053 | ||||||
Prologis Inc | 5,883 | 692,959 | ||||||
The Progressive Corp | 3,713 | 490,673 | ||||||
Prudential Financial Inc | 2,454 | 265,106 | ||||||
Public Storage | 964 | 287,233 | ||||||
Raymond James Financial Inc | 1,273 | 148,814 | ||||||
Realty Income Corp | 3,496 | 220,493 | ||||||
Regency Centers Corp | 1,109 | 73,671 | ||||||
Regions Financial Corp | 6,273 | 145,596 | ||||||
SBA Communications Corp | 680 | 203,524 | ||||||
Signature Bank | 386 | 53,847 | ||||||
Simon Property Group Inc | 2,085 | 249,032 | ||||||
State Street Corp | 2,304 | 183,560 | ||||||
SVB Financial Group* | 354 | 82,050 | ||||||
Synchrony Financial | 3,166 | 118,978 | ||||||
T Rowe Price Group Inc | 1,478 | 184,617 | ||||||
The Travelers Cos Inc | 1,514 | 287,372 | ||||||
Truist Financial Corp | 8,471 | 396,528 | ||||||
UDR Inc | 1,770 | 73,402 | ||||||
US Bancorp | 8,502 | 385,906 | ||||||
Ventas Inc | 2,564 | 119,303 | ||||||
VICI Properties Inc | 6,079 | 207,902 |
Visa Inc# | 10,389 | 2,254,413 | ||||||
Vornado Realty Trust | 1,028 | 25,998 | ||||||
W R Berkley Corp | 1,335 | 101,834 | ||||||
Wells Fargo & Co | 23,929 | 1,147,396 | ||||||
Welltower Inc | 2,792 | 198,316 | ||||||
Weyerhaeuser Co | 4,832 | 158,055 | ||||||
Willis Towers Watson PLC | 703 | 173,050 | ||||||
Zions Bancorp NA | 1,054 | 54,618 | ||||||
Total Financial | 33,392,331 | |||||||
Industrial (8.59%) | ||||||||
3M Co | 3,484 | 438,879 | ||||||
A O Smith Corp | 942 | 57,217 | ||||||
Agilent Technologies Inc | 1,952 | 302,521 | ||||||
Allegion plc | 601 | 68,304 | ||||||
Amcor PLC | 9,487 | 117,164 | ||||||
AMETEK Inc | 1,502 | 213,915 | ||||||
Amphenol Corp | 3,796 | 305,312 | ||||||
Ball Corp# | 2,136 | 119,787 | ||||||
The Boeing Co* | 3,466 | 619,998 | ||||||
Carrier Global Corp | 5,321 | 235,827 | ||||||
Caterpillar Inc | 3,367 | 795,992 | ||||||
CH Robinson Worldwide Inc# | 835 | 83,684 | ||||||
CSX Corp | 13,726 | 448,703 | ||||||
Deere & Co | 1,762 | 777,042 | ||||||
Dover Corp | 941 | 133,575 | ||||||
Eaton Corp PLC | 2,529 | 413,365 | ||||||
Emerson Electric Co | 3,793 | 363,256 | ||||||
Expeditors International of Washington Inc# | 1,105 | 128,246 | ||||||
FedEx Corp | 1,505 | 274,241 | ||||||
Fortive Corp | 2,032 | 137,262 | ||||||
Fortune Brands Home & Security Inc | 957 | 62,530 | ||||||
Generac Holdings Inc*,# | 285 | 30,073 | ||||||
General Dynamics Corp | 1,455 | 367,227 | ||||||
General Electric Co | 6,927 | 595,514 | ||||||
Honeywell International Inc | 4,297 | 943,406 | ||||||
Howmet Aerospace Inc | 2,478 | 93,346 | ||||||
Huntington Ingalls Industries Inc | 281 | 65,181 | ||||||
IDEX Corp | 523 | 124,207 | ||||||
Illinois Tool Works Inc | 1,818 | 413,540 | ||||||
Ingersoll Rand Inc | 2,562 | 138,271 | ||||||
Jacobs Solutions Inc | 846 | 107,053 | ||||||
JB Hunt Transport Services Inc | 529 | 97,278 | ||||||
Johnson Controls International PLC | 4,519 | 300,242 | ||||||
Keysight Technologies Inc* | 1,144 | 206,938 | ||||||
L3Harris Technologies Inc | 1,217 | 276,356 | ||||||
Lockheed Martin Corp | 1,495 | 725,359 | ||||||
Martin Marietta Materials Inc | 396 | 145,126 | ||||||
Mettler-Toledo International Inc* | 143 | 210,147 | ||||||
Mohawk Industries Inc* | 390 | 39,519 | ||||||
Nordson Corp | 343 | 81,116 | ||||||
Norfolk Southern Corp | 1,504 | 385,776 | ||||||
Northrop Grumman Corp | 922 | 491,693 | ||||||
Old Dominion Freight Line Inc | 595 | 180,053 | ||||||
Otis Worldwide Corp | 2,659 | 207,641 | ||||||
Packaging Corp of America | 651 | 88,464 | ||||||
Parker-Hannifin Corp | 810 | 242,141 | ||||||
Pentair PLC | 1,156 | 52,910 | ||||||
Raytheon Technologies Corp | 9,389 | 926,882 | ||||||
Republic Services Inc | 1,333 | 185,674 | ||||||
Rockwell Automation Inc | 758 | 200,279 | ||||||
Sealed Air Corp | 922 | 49,078 | ||||||
Snap-on Inc | 354 | 85,172 | ||||||
Stanley Black & Decker Inc | 953 | 77,879 | ||||||
TE Connectivity Ltd | 2,081 | 262,456 | ||||||
Teledyne Technologies Inc* | 318 | 133,592 | ||||||
Textron Inc | 1,451 | 103,572 | ||||||
Trane Technologies PLC | 1,507 | 268,879 | ||||||
TransDigm Group Inc | 326 | 204,891 | ||||||
Trimble Inc* | 1,634 | 97,632 | ||||||
Union Pacific Corp | 3,964 | 861,893 | ||||||
United Parcel Service Inc | 4,621 | 876,742 | ||||||
Vulcan Materials Co | 865 | 158,580 | ||||||
Waste Management Inc | 2,458 | 412,256 | ||||||
Westinghouse Air Brake Technologies Corp | 1,153 | 116,557 | ||||||
Westrock Co | 1,715 | 65,033 | ||||||
Xylem Inc# | 1,143 | 128,416 | ||||||
Total Industrial | 17,920,860 | |||||||
Technology (23.14%) | ||||||||
Accenture PLC | 3,983 | 1,198,604 | ||||||
Activision Blizzard Inc | 4,949 | 365,979 | ||||||
Adobe Inc* | 2,983 | 1,028,926 | ||||||
Advanced Micro Devices Inc*,# | 10,230 | 794,155 | ||||||
Analog Devices Inc | 3,303 | 567,819 | ||||||
ANSYS Inc* | 560 | 142,408 | ||||||
Apple Inc(a) | 94,091 | 13,928,291 | ||||||
Applied Materials Inc | 5,577 | 611,239 | ||||||
Autodesk Inc* | 1,396 | 281,922 |
Broadcom Inc | 2,577 | 1,420,004 | ||||||
Broadridge Financial Solutions Inc | 788 | 117,499 | ||||||
Cadence Design Systems Inc* | 1,756 | 302,102 | ||||||
Ceridian HCM Holding Inc* | 855 | 58,516 | ||||||
Cognizant Technology Solutions Corp | 3,335 | 207,470 | ||||||
DXC Technology Co* | 1,730 | 51,329 | ||||||
Electronic Arts Inc | 1,768 | 231,219 | ||||||
EPAM Systems Inc* | 359 | 132,320 | ||||||
Fidelity National Information Services Inc | 3,855 | 279,796 | ||||||
Fiserv Inc* | 3,670 | 383,001 | ||||||
Fortinet Inc* | 4,205 | 223,538 | ||||||
Hewlett Packard Enterprise Co | 8,406 | 141,053 | ||||||
HP Inc | 6,878 | 206,615 | ||||||
Intel Corp | 25,746 | 774,182 | ||||||
International Business Machines Corp | 5,688 | 846,943 | ||||||
Intuit Inc | 1,757 | 716,136 | ||||||
Jack Henry & Associates Inc | 460 | 87,101 | ||||||
KLA Corp | 942 | 370,347 | ||||||
Lam Research Corp | 875 | 413,333 | ||||||
Leidos Holdings Inc | 915 | 100,037 | ||||||
Microchip Technology Inc | 3,286 | 260,218 | ||||||
Micron Technology Inc | 7,124 | 410,699 | ||||||
Microsoft Corp(a) | 47,031 | 11,999,489 | ||||||
Monolithic Power Systems Inc | 267 | 101,983 | ||||||
MSCI Inc | 510 | 258,993 | ||||||
NetApp Inc | 1,421 | 96,074 | ||||||
NVIDIA Corp | 15,746 | 2,664,696 | ||||||
NXP Semiconductors NV | 1,526 | 268,332 | ||||||
ON Semiconductor Corp*,# | 2,743 | 206,274 | ||||||
Oracle Corp | 10,009 | 831,047 | ||||||
Paychex Inc | 2,089 | 259,099 | ||||||
Paycom Software Inc* | 305 | 103,426 | ||||||
PTC Inc* | 681 | 86,630 | ||||||
Qorvo Inc* | 744 | 73,842 | ||||||
QUALCOMM Inc | 7,070 | 894,284 | ||||||
Roper Technologies Inc | 684 | 300,201 | ||||||
Salesforce Inc* | 6,236 | 999,319 | ||||||
Seagate Technology Holdings PLC | 1,368 | 72,463 | ||||||
ServiceNow Inc* | 1,243 | 517,461 | ||||||
Skyworks Solutions Inc | 1,059 | 101,262 | ||||||
Synopsys Inc* | 962 | 326,637 | ||||||
Take-Two Interactive Software Inc* | 778 | 82,227 | ||||||
Teradyne Inc# | 1,007 | 94,104 | ||||||
Texas Instruments Inc | 5,821 | 1,050,458 | ||||||
Tyler Technologies Inc* | 246 | 84,314 | ||||||
Western Digital Corp* | 1,916 | 70,413 | ||||||
Zebra Technologies Corp* | 348 | 94,057 | ||||||
Total Technology | 48,289,886 | |||||||
Utilities (3.03%) | ||||||||
The AES Corp | 4,344 | 125,628 | ||||||
Alliant Energy Corp | 1,583 | 89,123 | ||||||
Ameren Corp | 1,682 | 150,236 | ||||||
American Electric Power Co Inc | 3,242 | 313,826 | ||||||
American Water Works Co Inc | 1,183 | 179,532 | ||||||
Atmos Energy Corp# | 820 | 98,564 | ||||||
CenterPoint Energy Inc | 2,979 | 92,677 | ||||||
CMS Energy Corp | 1,870 | 114,201 | ||||||
Consolidated Edison Inc | 2,227 | 218,335 | ||||||
Constellation Energy Corp | 2,068 | 198,776 | ||||||
Dominion Energy Inc | 5,130 | 313,494 | ||||||
DTE Energy Co | 1,258 | 145,941 | ||||||
Duke Energy Corp | 4,806 | 480,264 | ||||||
Edison International | 2,433 | 162,184 | ||||||
Entergy Corp | 1,304 | 151,616 | ||||||
Evergy Inc | 1,567 | 92,782 | ||||||
Eversource Energy | 2,170 | 179,806 | ||||||
Exelon Corp | 6,205 | 256,701 | ||||||
FirstEnergy Corp | 3,716 | 153,248 | ||||||
NextEra Energy Inc | 12,449 | 1,054,430 | ||||||
NiSource Inc | 2,050 | 57,277 | ||||||
NRG Energy Inc | 1,663 | 70,594 | ||||||
Pinnacle West Capital Corp | 806 | 63,126 | ||||||
PPL Corp | 4,645 | 137,120 | ||||||
Public Service Enterprise Group Inc | 3,151 | 190,793 | ||||||
Sempra Energy | 1,939 | 322,242 | ||||||
The Southern Co | 6,719 | 454,473 | ||||||
WEC Energy Group Inc | 2,060 | 204,228 | ||||||
Xcel Energy Inc | 3,432 | 240,995 | ||||||
Total Utilities | 6,312,212 | |||||||
Total Common Stock (Cost $71,066,219) | 215,067,759 | |||||||
United States Treasury Bills (0.19%) | ||||||||
United States Treasury Bill (Cost $399,201) | 400,000 | 399,219 | ||||||
Collateral Received for Securities on Loan (4.34%) | ||||||||
Mount Vernon Liquid Assets Portfolio, 7-Day Yield: 4.07% (Cost $9,063,299) | 9,063,299 |
Total Investments (Cost $83,220,032) (107.61%) | $ | 224,530,277 | ||||||
Liabilities in Excess of Other Assets (-7.61%) | (15,882,266 | ) | ||||||
Net Assets (100.00%) | $ | 208,648,011 |
* Non-income producing security.
# Loaned security; a portion of the security is on loan at November 30, 2022.
(a) A portion of these securities, a total of $11,754,612, have been pledged or segregated in connection with obligations for futures contracts.
Futures contracts at November 30, 2022:
Contracts - $50 times premium / delivery month / commitment / exchange
S&P 500 E-MINI | Notional Amount | Value | Unrealized Appreciation |
3 / DEC 2022 / Long / CME | 591,050 | 612,188 | 21,138 |
S&P MIDCAP INDEX FUND
Portfolio of Investments (Unaudited)
November 30, 2022
Security Description | Shares | Value | ||||||
Common Stock (106.51%) | ||||||||
Basic Materials (6.15%) | ||||||||
Alcoa Corp | 9,686 | $ | 485,559 | |||||
Ashland Inc | 2,550 | 285,269 | ||||||
Avient Corp | 4,377 | 151,488 | ||||||
Cabot Corp | 2,965 | 218,283 | ||||||
The Chemours Co | 7,944 | 246,661 | ||||||
Cleveland-Cliffs Inc* | 25,413 | 393,393 | ||||||
Commercial Metals Co | 6,169 | 303,638 | ||||||
Ingevity Corp* | 1,831 | 143,312 | ||||||
MP Materials Corp* | 3,918 | 130,274 | ||||||
NewMarket Corp | 355 | 112,187 | ||||||
Olin Corp | 6,912 | 393,846 | ||||||
Reliance Steel & Aluminum Co(a) | 3,087 | 652,252 | ||||||
Royal Gold Inc | 3,477 | 390,571 | ||||||
RPM International Inc(a) | 6,606 | 684,514 | ||||||
Sensient Technologies Corp | 2,152 | 160,776 | ||||||
Steel Dynamics Inc(a) | 8,975 | 932,772 | ||||||
United States Steel Corp | 12,147 | 319,345 | ||||||
Valvoline Inc | 9,064 | 298,931 | ||||||
Westlake Corp | 1,769 | 190,433 | ||||||
Total Basic Materials | 6,493,504 | |||||||
Communications (2.40%) | ||||||||
Cable One Inc | 262 | 189,764 | ||||||
Calix Inc* | 2,919 | 208,125 | ||||||
Ciena Corp* | 7,666 | 344,663 | ||||||
Frontier Communications Parent Inc* | 11,416 | 294,190 | ||||||
Iridium Communications Inc* | 6,514 | 345,893 | ||||||
The New York Times Co | 8,025 | 294,116 | ||||||
TEGNA Inc | 11,717 | 231,294 | ||||||
TripAdvisor Inc* | 5,427 | 110,657 | ||||||
Viasat Inc* | 3,475 | 118,463 | ||||||
World Wrestling Entertainment Inc | 2,214 | 176,854 | ||||||
Ziff Davis Inc* | 2,375 | 219,118 | ||||||
Total Communications | 2,533,137 | |||||||
Consumer, Cyclical (16.24%) | ||||||||
Adient PLC* | 4,855 | 189,054 | ||||||
AutoNation Inc* | 1,871 | 231,836 | ||||||
BJ's Wholesale Club Holdings Inc* | 7,095 | 533,828 | ||||||
Boyd Gaming Corp | 4,204 | 257,831 | ||||||
Brunswick Corp | 3,808 | 282,554 | ||||||
Capri Holdings Ltd* | 7,068 | 405,350 | ||||||
Carter's Inc | 2,119 | 154,772 | ||||||
Casey's General Stores Inc | 1,907 | 463,439 | ||||||
Choice Hotels International Inc | 1,485 | 182,982 | ||||||
Churchill Downs Inc | 1,698 | 376,888 | ||||||
Columbia Sportswear Co | 1,749 | 156,693 | ||||||
Cracker Barrel Old Country Store Inc | 1,166 | 133,857 | ||||||
Crocs Inc* | 3,156 | 318,756 | ||||||
Dana Inc | 6,533 | 115,046 | ||||||
Deckers Outdoor Corp* | 1,358 | 541,679 | ||||||
Dick's Sporting Goods Inc | 2,914 | 348,456 | ||||||
FirstCash Holdings Inc | 2,071 | 194,384 | ||||||
Five Below Inc* | 2,841 | 457,003 | ||||||
Foot Locker Inc | 4,393 | 174,841 | ||||||
Fox Factory Holding Corp* | 2,181 | 231,404 | ||||||
GameStop Corp*,# | 12,308 | 322,593 | ||||||
The Gap Inc | 11,312 | 164,476 | ||||||
Gentex Corp | 12,040 | 347,956 | ||||||
The Goodyear Tire & Rubber Co* | 13,550 | 152,031 | ||||||
Hanesbrands Inc | 18,591 | 124,932 | ||||||
Harley-Davidson Inc | 6,881 | 324,302 | ||||||
IAA Inc* | 7,144 | 266,971 | ||||||
JetBlue Airways Corp* | 16,855 | 134,166 | ||||||
KB Home | 4,326 | 135,793 | ||||||
Kohl's Corp | 6,763 | 216,957 | ||||||
Lear Corp | 3,046 | 439,355 | ||||||
Leggett & Platt Inc | 7,100 | 252,831 | ||||||
Light & Wonder Inc* | 4,830 | 312,839 | ||||||
Lithia Motors Inc | 1,409 | 337,188 | ||||||
Macy's Inc | 13,812 | 324,582 | ||||||
Marriott Vacations Worldwide Corp | 2,090 | 311,368 | ||||||
Mattel Inc* | 18,495 | 337,164 | ||||||
MSC Industrial Direct Co Inc | 2,536 | 217,665 | ||||||
Murphy USA Inc | 1,100 | 325,391 | ||||||
Nordstrom Inc# | 6,132 | 128,588 |
Nu Skin Enterprises Inc | 2,657 | 110,823 | ||||||
Ollie's Bargain Outlet Holdings Inc* | 3,186 | 194,027 | ||||||
Papa John's International Inc | 1,724 | 143,540 | ||||||
Penn Entertainment Inc* | 8,119 | 285,708 | ||||||
Polaris Inc | 2,866 | 326,896 | ||||||
PVH Corp | 3,428 | 230,293 | ||||||
RH* | 865 | 248,108 | ||||||
The Scotts Miracle-Gro Co | 2,158 | 120,697 | ||||||
Skechers USA Inc* | 7,149 | 301,473 | ||||||
Taylor Morrison Home Corp* | 5,820 | 176,870 | ||||||
Tempur Sealy International Inc | 9,212 | 292,665 | ||||||
Texas Roadhouse Inc | 3,423 | 339,972 | ||||||
Thor Industries Inc | 2,934 | 252,735 | ||||||
Toll Brothers Inc | 5,475 | 262,307 | ||||||
Topgolf Callaway Brands Corp* | 6,451 | 135,148 | ||||||
Travel + Leisure Co | 4,573 | 177,753 | ||||||
Under Armour Inc* | 4,953 | 49,530 | ||||||
Under Armour Inc* | 5,322 | 46,408 | ||||||
Univar Solutions Inc* | 8,541 | 282,963 | ||||||
Victoria's Secret & Co* | 3,564 | 163,944 | ||||||
Visteon Corp* | 1,440 | 211,392 | ||||||
Watsco Inc | 1,747 | 469,908 | ||||||
The Wendy's Co | 9,014 | 203,356 | ||||||
Williams-Sonoma Inc | 3,521 | 411,605 | ||||||
Wingstop Inc | 1,531 | 253,396 | ||||||
Wyndham Hotels & Resorts Inc | 4,625 | 339,105 | ||||||
YETI Holdings Inc* | 4,150 | 186,294 | ||||||
Total Consumer, Cyclical | 17,144,717 | |||||||
Consumer, Non-Cyclical (17.64%) | ||||||||
Acadia Healthcare Co Inc* | 4,932 | 439,244 | ||||||
Amedisys Inc* | 1,661 | 151,300 | ||||||
Arrowhead Pharmaceuticals Inc* | 5,525 | 177,905 | ||||||
ASGN Inc* | 2,570 | 232,842 | ||||||
Avis Budget Group Inc* | 1,494 | 334,058 | ||||||
Azenta Inc | 3,937 | 237,047 | ||||||
BellRing Brands Inc* | 5,935 | 147,841 | ||||||
The Boston Beer Co Inc* | 514 | 197,566 | ||||||
The Brink's Co | 2,467 | 147,403 | ||||||
Bruker Corp | 5,158 | 347,701 | ||||||
Celsius Holdings Inc* | 1,513 | 168,457 | ||||||
Chemed Corp | 787 | 409,240 | ||||||
Coca-Cola Consolidated Inc | 121 | 59,508 | ||||||
Coty Inc* | 17,865 | 140,598 | ||||||
Darling Ingredients Inc* | 8,212 | 589,868 | ||||||
Encompass Health Corp | 5,273 | 308,365 | ||||||
Envista Holdings Corp* | 8,546 | 291,590 | ||||||
Euronet Worldwide Inc* | 2,411 | 224,102 | ||||||
Exelixis Inc* | 16,697 | 285,185 | ||||||
Flowers Foods Inc | 9,880 | 296,894 | ||||||
FTI Consulting Inc* | 1,812 | 313,150 | ||||||
Globus Medical Inc* | 3,944 | 291,422 | ||||||
Graham Holdings Co | 198 | 127,449 | ||||||
Grand Canyon Education Inc* | 1,699 | 192,106 | ||||||
Grocery Outlet Holding Corp* | 4,882 | 147,778 | ||||||
GXO Logistics Inc* | 5,224 | 244,797 | ||||||
H&R Block Inc | 8,393 | 366,858 | ||||||
Haemonetics Corp* | 2,627 | 224,109 | ||||||
Halozyme Therapeutics Inc* | 7,274 | 416,509 | ||||||
HealthEquity Inc* | 4,363 | 276,963 | ||||||
Helen of Troy Ltd* | 1,277 | 125,836 | ||||||
ICU Medical Inc* | 1,078 | 171,650 | ||||||
Inari Medical Inc* | 1,706 | 125,527 | ||||||
Ingredion Inc | 3,355 | 328,689 | ||||||
Insperity Inc | 1,902 | 225,482 | ||||||
Integra LifeSciences Holdings Corp* | 3,953 | 217,178 | ||||||
Jazz Pharmaceuticals PLC* | 3,129 | 490,971 | ||||||
John Wiley & Sons Inc | 2,306 | 109,327 | ||||||
Lancaster Colony Corp | 1,051 | 217,704 | ||||||
Lantheus Holdings Inc* | 3,520 | 218,522 | ||||||
LHC Group Inc* | 1,631 | 266,522 | ||||||
LivaNova PLC* | 2,820 | 156,143 | ||||||
ManpowerGroup Inc | 2,649 | 231,840 | ||||||
Masimo Corp* | 2,474 | 358,582 | ||||||
Medpace Holdings Inc* | 1,285 | 269,709 | ||||||
Neogen Corp* | 11,308 | 187,260 | ||||||
Neurocrine Biosciences Inc* | 4,897 | 622,213 | ||||||
NuVasive Inc* | 2,872 | 111,548 | ||||||
Omnicell Inc* | 2,324 | 119,942 | ||||||
Option Care Health Inc* | 7,340 | 221,007 | ||||||
Patterson Cos Inc | 4,569 | 129,942 | ||||||
Paylocity Holding Corp* | 2,089 | 455,047 | ||||||
Penumbra Inc* | 1,871 | 391,993 | ||||||
Performance Food Group Co* | 8,145 | 496,682 | ||||||
Perrigo Co PLC | 7,087 | 228,414 | ||||||
Pilgrim's Pride Corp* | 2,700 | 70,632 |
Post Holdings Inc* | 2,784 | 260,610 | ||||||
Progyny Inc* | 3,648 | 133,626 | ||||||
QuidelOrtho Corp* | 2,295 | 201,065 | ||||||
R1 RCM Inc* | 7,094 | 64,201 | ||||||
Repligen Corp* | 2,642 | 472,495 | ||||||
Sabre Corp* | 16,503 | 100,833 | ||||||
Service Corp International | 8,074 | 576,887 | ||||||
Shockwave Medical Inc* | 1,882 | 477,275 | ||||||
Sotera Health Co* | 2,599 | 21,676 | ||||||
Sprouts Farmers Market Inc* | 5,502 | 188,884 | ||||||
STAAR Surgical Co* | 2,560 | 146,202 | ||||||
Syneos Health Inc* | 5,484 | 193,476 | ||||||
Tandem Diabetes Care Inc* | 3,340 | 140,447 | ||||||
Tenet Healthcare Corp* | 5,708 | 263,595 | ||||||
United Therapeutics Corp* | 2,379 | 665,858 | ||||||
WEX Inc* | 2,262 | 382,595 | ||||||
Total Consumer, Non-Cyclical | 18,625,942 | |||||||
Energy (5.55%) | ||||||||
Antero Midstream Corp | 17,306 | 196,077 | ||||||
Antero Resources Corp* | 14,670 | 536,189 | ||||||
ChampionX Corp | 10,391 | 320,458 | ||||||
CNX Resources Corp* | 10,236 | 177,799 | ||||||
DT Midstream Inc | 5,076 | 306,235 | ||||||
Equitrans Midstream Corp | 20,127 | 168,866 | ||||||
First Solar Inc*,(a) | 5,076 | 875,762 | ||||||
HF Sinclair Corp | 7,439 | 463,747 | ||||||
Matador Resources Co | 5,862 | 389,002 | ||||||
Murphy Oil Corp | 7,675 | 362,260 | ||||||
NOV Inc | 20,114 | 451,760 | ||||||
PDC Energy Inc | 4,931 | 366,472 | ||||||
Range Resources Corp | 13,142 | 379,410 | ||||||
Southwestern Energy Co* | 58,705 | 406,239 | ||||||
SunPower Corp* | 4,397 | 106,627 | ||||||
Sunrun Inc* | 10,914 | 355,578 | ||||||
Total Energy | 5,862,481 | |||||||
Financial (24.34%) | ||||||||
Banks (7.66%) | ||||||||
Associated Banc-Corp | 7,874 | 193,700 | ||||||
Bank of Hawaii Corp | 2,220 | 179,087 | ||||||
Bank OZK | 5,938 | 274,039 | ||||||
Cadence Bank | 9,650 | 278,306 | ||||||
Cathay General Bancorp | 3,810 | 177,051 | ||||||
Commerce Bancshares Inc | 5,586 | 418,503 | ||||||
Cullen/Frost Bankers Inc | 3,002 | 435,500 | ||||||
East West Bancorp Inc | 7,216 | 506,635 | ||||||
First Financial Bankshares Inc | 6,790 | 250,891 | ||||||
First Horizon Corp(a) | 27,478 | 682,828 | ||||||
FNB Corp | 17,881 | 252,122 | ||||||
Fulton Financial Corp | 8,643 | 160,673 | ||||||
Glacier Bancorp Inc | 5,299 | 306,812 | ||||||
Hancock Whitney Corp | 4,389 | 240,693 | ||||||
Home BancShares Inc | 8,489 | 216,045 | ||||||
International Bancshares Corp | 2,788 | 146,872 | ||||||
Old National Bancorp | 15,533 | 296,836 | ||||||
PacWest Bancorp | 6,472 | 169,049 | ||||||
Pinnacle Financial Partners Inc | 4,033 | 338,328 | ||||||
Prosperity Bancshares Inc | 4,670 | 352,912 | ||||||
Synovus Financial Corp | 7,444 | 313,616 | ||||||
Texas Capital Bancshares Inc* | 2,554 | 153,214 | ||||||
UMB Financial Corp | 2,226 | 190,368 | ||||||
Umpqua Holdings Corp | 11,390 | 230,875 | ||||||
United Bankshares Inc | 6,634 | 284,532 | ||||||
Valley National Bancorp | 21,550 | 272,823 | ||||||
Webster Financial Corp | 9,004 | 489,277 | ||||||
Wintrust Financial Corp | 3,023 | 276,393 | ||||||
8,087,980 | ||||||||
Diversified Financial Service (2.75%) | ||||||||
Affiliated Managers Group Inc | 2,034 | 326,294 | ||||||
Evercore Inc | 1,844 | 212,392 | ||||||
Federated Hermes Inc | 4,336 | 164,595 | ||||||
Interactive Brokers Group Inc | 4,471 | 359,021 | ||||||
Janus Henderson Group PLC | 6,856 | 173,388 | ||||||
Jefferies Financial Group Inc | 9,522 | 361,741 | ||||||
Navient Corp | 5,666 | 93,886 | ||||||
SEI Investments Co | 5,272 | 328,340 | ||||||
SLM Corp | 12,872 | 224,745 | ||||||
Stifel Financial Corp | 5,553 | 356,780 | ||||||
The Western Union Co | 20,303 | 297,642 | ||||||
2,898,824 | ||||||||
Insurance (4.98%) | ||||||||
American Financial Group Inc | 3,503 | 498,197 | ||||||
Brighthouse Financial Inc* | 3,677 | 204,956 | ||||||
CNO Financial Group Inc | 6,090 | 142,993 |
Essent Group Ltd | 5,514 | 221,056 | ||||||
First American Financial Corp | 5,333 | 291,448 | ||||||
The Hanover Insurance Group Inc | 1,892 | 278,692 | ||||||
Kemper Corp | 3,169 | 180,379 | ||||||
Kinsale Capital Group Inc | 1,102 | 339,647 | ||||||
MGIC Investment Corp | 15,538 | 213,337 | ||||||
Old Republic International Corp | 15,070 | 369,215 | ||||||
Primerica Inc | 1,917 | 285,691 | ||||||
Reinsurance Group of America Inc | 3,431 | 495,436 | ||||||
RenaissanceRe Holdings Ltd | 2,238 | 422,781 | ||||||
RLI Corp | 2,095 | 272,497 | ||||||
Selective Insurance Group Inc | 3,089 | 296,915 | ||||||
Unum Group | 9,745 | 411,044 | ||||||
Voya Financial Inc | 5,014 | 330,824 | ||||||
5,255,108 | ||||||||
Real Estate (8.61%) | ||||||||
Annaly Capital Management Inc | 22,074 | 478,346 | ||||||
Apartment Income REIT Corp | 8,250 | 313,913 | ||||||
Brixmor Property Group Inc | 15,740 | 364,853 | ||||||
Corporate Office Properties Trust | 5,953 | 165,315 | ||||||
Cousins Properties Inc | 7,880 | 207,874 | ||||||
Douglas Emmett Inc | 9,604 | 166,341 | ||||||
EastGroup Properties Inc | 2,141 | 332,369 | ||||||
EPR Properties | 4,167 | 173,389 | ||||||
First Industrial Realty Trust Inc | 6,844 | 345,964 | ||||||
Healthcare Realty Trust Inc | 19,987 | 410,333 | ||||||
Highwoods Properties Inc | 5,523 | 164,585 | ||||||
Independence Realty Trust Inc | 11,696 | 211,932 | ||||||
JBG SMITH Properties | 5,705 | 117,580 | ||||||
Jones Lang LaSalle Inc* | 2,453 | 412,521 | ||||||
Kilroy Realty Corp | 5,682 | 245,576 | ||||||
Kite Realty Group Trust | 11,573 | 263,864 | ||||||
Lamar Advertising Co | 4,460 | 446,624 | ||||||
Life Storage Inc | 4,366 | 469,301 | ||||||
The Macerich Co | 9,276 | 117,805 | ||||||
Medical Properties Trust Inc | 31,572 | 414,225 | ||||||
National Retail Properties Inc | 9,304 | 431,333 | ||||||
National Storage Affiliates Trust | 3,823 | 152,194 | ||||||
Omega Healthcare Investors Inc | 11,988 | 362,997 | ||||||
Park Hotels & Resorts Inc | 12,264 | 157,347 | ||||||
Pebblebrook Hotel Trust | 6,963 | 115,934 | ||||||
Physicians Realty Trust | 11,481 | 171,411 | ||||||
PotlatchDeltic Corp | 3,706 | 177,110 | ||||||
Rayonier Inc | 7,791 | 279,541 | ||||||
Rexford Industrial Realty Inc | 8,064 | 445,859 | ||||||
Sabra Health Care REIT Inc | 11,960 | 154,404 | ||||||
SL Green Realty Corp | 3,571 | 149,839 | ||||||
Spirit Realty Capital Inc | 6,787 | 281,118 | ||||||
STORE Capital Corp | 12,450 | 397,155 | ||||||
9,098,952 | ||||||||
Savings & Loans (0.34%) | ||||||||
New York Community Bancorp Inc | 24,647 | 230,449 | ||||||
Washington Federal Inc | 3,601 | 127,007 | ||||||
357,456 | ||||||||
Total Financial | 25,698,320 | |||||||
Industrial (21.76%) | ||||||||
Acuity Brands Inc | 1,675 | 315,386 | ||||||
AECOM | 7,151 | 607,835 | ||||||
AGCO Corp | 3,170 | 420,722 | ||||||
AptarGroup Inc | 3,441 | 365,228 | ||||||
Arrow Electronics Inc* | 3,286 | 357,320 | ||||||
Avnet Inc | 5,137 | 232,038 | ||||||
Axon Enterprise Inc* | 3,457 | 636,192 | ||||||
Belden Inc | 2,251 | 181,070 | ||||||
Builders FirstSource Inc* | 8,090 | 517,194 | ||||||
Carlisle Cos Inc(a) | 2,648 | 696,715 | ||||||
Chart Industries Inc*,# | 1,893 | 270,680 | ||||||
Clean Harbors Inc* | 2,652 | 318,240 | ||||||
Cognex Corp | 8,879 | 441,997 | ||||||
Coherent Corp* | 6,619 | 242,719 | ||||||
Crane Holdings Co | 2,500 | 264,850 | ||||||
Curtiss-Wright Corp | 2,022 | 357,186 | ||||||
Donaldson Co Inc | 6,327 | 385,441 | ||||||
Dycom Industries Inc* | 1,554 | 141,632 | ||||||
Eagle Materials Inc | 1,929 | 263,000 | ||||||
EMCOR Group Inc | 2,526 | 391,277 | ||||||
Energizer Holdings Inc | 3,289 | 112,122 | ||||||
EnerSys | 2,082 | 157,358 | ||||||
Enovis Corp* | 2,165 | 117,191 | ||||||
Esab Corp | 2,165 | 102,491 | ||||||
Flowserve Corp | 6,904 | 216,509 | ||||||
Fluor Corp* | 7,046 | 236,816 | ||||||
GATX Corp | 1,807 | 203,739 |
Graco Inc | 8,660 | 605,940 | ||||||
Greif Inc | 1,407 | 98,926 | ||||||
Hexcel Corp | 4,444 | 266,418 | ||||||
Hubbell Inc(a) | 2,748 | 698,157 | ||||||
ITT Inc | 4,382 | 370,367 | ||||||
Jabil Inc | 7,043 | 508,434 | ||||||
Kennametal Inc | 4,431 | 117,067 | ||||||
Kirby Corp* | 3,067 | 214,046 | ||||||
Knight-Swift Transportation Holdings Inc | 8,227 | 456,023 | ||||||
Landstar System Inc | 1,865 | 322,608 | ||||||
Lennox International Inc | 1,651 | 429,970 | ||||||
Lincoln Electric Holdings Inc | 3,053 | 451,478 | ||||||
Littelfuse Inc | 1,304 | 321,436 | ||||||
Louisiana-Pacific Corp | 3,782 | 241,292 | ||||||
MasTec Inc* | 3,003 | 272,762 | ||||||
MDU Resources Group Inc | 10,687 | 336,534 | ||||||
Mercury Systems Inc* | 2,953 | 150,071 | ||||||
The Middleby Corp* | 2,759 | 397,820 | ||||||
MSA Safety Inc | 1,931 | 272,290 | ||||||
National Instruments Corp | 6,872 | 281,889 | ||||||
Novanta Inc* | 1,873 | 295,466 | ||||||
nVent Electric PLC | 8,525 | 341,085 | ||||||
Oshkosh Corp | 3,453 | 317,918 | ||||||
Owens Corning | 4,928 | 437,804 | ||||||
Regal Rexnord Corp | 3,404 | 446,298 | ||||||
RXO Inc* | 5,224 | 99,256 | ||||||
Ryder System Inc | 2,687 | 251,208 | ||||||
Saia Inc* | 1,395 | 339,808 | ||||||
Silgan Holdings Inc | 4,332 | 229,163 | ||||||
Simpson Manufacturing Co Inc | 2,135 | 198,662 | ||||||
Sonoco Products Co | 4,993 | 306,420 | ||||||
Stericycle Inc* | 4,720 | 246,054 | ||||||
TD SYNNEX Corp | 2,202 | 225,265 | ||||||
Terex Corp | 3,471 | 159,354 | ||||||
Tetra Tech Inc | 2,730 | 422,031 | ||||||
The Timken Co | 3,540 | 268,969 | ||||||
TopBuild Corp* | 1,687 | 259,933 | ||||||
The Toro Co | 5,354 | 594,240 | ||||||
Trex Co Inc* | 5,646 | 259,095 | ||||||
Universal Display Corp | 2,297 | 258,688 | ||||||
Valmont Industries Inc | 1,124 | 380,654 | ||||||
Vicor Corp* | 1,141 | 61,603 | ||||||
Vishay Intertechnology Inc | 7,033 | 162,040 | ||||||
Vontier Corp | 8,087 | 158,748 | ||||||
Watts Water Technologies Inc | 1,449 | 229,594 | ||||||
Werner Enterprises Inc | 2,668 | 117,339 | ||||||
Woodward Inc | 3,080 | 295,064 | ||||||
Worthington Industries Inc | 755 | 42,839 | ||||||
XPO Logistics Inc* | 5,224 | 201,751 | ||||||
Total Industrial | 22,972,825 | |||||||
Technology (8.23%) | ||||||||
ACI Worldwide Inc* | 5,840 | 122,056 | ||||||
Amkor Technology Inc | 5,309 | 148,758 | ||||||
Aspen Technology Inc* | 1,511 | 348,286 | ||||||
Blackbaud Inc* | 2,228 | 132,054 | ||||||
CACI International Inc* | 1,199 | 374,448 | ||||||
Cirrus Logic Inc* | 2,864 | 213,969 | ||||||
CommVault Systems Inc* | 2,294 | 151,404 | ||||||
Concentrix Corp | 2,269 | 277,680 | ||||||
Dynatrace Inc* | 10,299 | 399,086 | ||||||
Envestnet Inc* | 3,017 | 178,063 | ||||||
ExlService Holdings Inc* | 1,693 | 316,930 | ||||||
Fair Isaac Corp*,(a) | 1,309 | 811,213 | ||||||
Genpact Ltd | 8,644 | 398,575 | ||||||
IPG Photonics Corp* | 1,370 | 124,711 | ||||||
KBR Inc | 7,120 | 367,890 | ||||||
Kyndryl Holdings Inc* | 9,501 | 111,257 | ||||||
Lattice Semiconductor Corp* | 7,031 | 512,068 | ||||||
Lumentum Holdings Inc* | 3,621 | 198,938 | ||||||
MACOM Technology Solutions Holdings Inc* | 2,571 | 176,602 | ||||||
Manhattan Associates Inc* | 3,211 | 404,393 | ||||||
Maximus Inc | 3,258 | 229,037 | ||||||
MKS Instruments Inc | 2,939 | 246,465 | ||||||
NCR Corp* | 7,171 | 171,172 | ||||||
Power Integrations Inc | 2,928 | 235,645 | ||||||
Qualys Inc* | 1,539 | 189,789 | ||||||
Science Applications International Corp | 2,858 | 314,694 | ||||||
Semtech Corp* | 3,441 | 105,776 | ||||||
Silicon Laboratories Inc* | 1,752 | 254,811 | ||||||
SiTime Corp* | 786 | 82,892 | ||||||
Synaptics Inc* | 2,090 | 221,477 | ||||||
Teradata Corp* | 5,506 | 188,030 | ||||||
Wolfspeed Inc* | 6,331 | 575,615 | ||||||
Xerox Holdings Corp | 6,258 | 102,068 |
Total Technology | 8,685,852 | |||||||
Utilities (4.20%) | ||||||||
ALLETE Inc | 2,880 | 190,656 | ||||||
Black Hills Corp | 3,364 | 240,963 | ||||||
Essential Utilities Inc | 11,853 | 571,789 | ||||||
Hawaiian Electric Industries Inc | 5,793 | 237,976 | ||||||
IDACORP Inc | 2,677 | 295,889 | ||||||
National Fuel Gas Co | 4,832 | 320,023 | ||||||
New Jersey Resources Corp | 5,111 | 254,272 | ||||||
NorthWestern Corp | 2,732 | 159,576 | ||||||
OGE Energy Corp | 10,251 | 414,755 | ||||||
ONE Gas Inc | 2,835 | 246,503 | ||||||
Ormat Technologies Inc | 2,357 | 213,144 | ||||||
PNM Resources Inc | 4,449 | 218,001 | ||||||
Portland General Electric Co | 4,692 | 230,987 | ||||||
Southwest Gas Holdings Inc | 3,218 | 220,304 | ||||||
Spire Inc | 2,739 | 202,960 | ||||||
UGI Corp | 10,721 | 414,367 | ||||||
Total Utilities | 4,432,165 | |||||||
Total Common Stock (Cost $78,124,712) | 112,448,943 | |||||||
United States Treasury Bills (0.85%) | ||||||||
United States Treasury Bill (Cost $898,206) | 900,000 | 898,243 | ||||||
Collateral Received for Securities on Loan (0.67%) | ||||||||
Mount Vernon Liquid Assets Portfolio, 7-Day Yield: 4.07% (Cost $711,178) | 711,178 | |||||||
Total Investments (Cost $79,734,096) (108.03%) | $ | 114,058,364 | ||||||
Liabilities in Excess of Other Assets (-8.03%) | (8,482,797 | ) | ||||||
Net Assets (100.00%) | $ | 105,575,566 |
* Non-income producing security.
# Loaned security; a portion of the security is on loan at November 30, 2022.
(a) A portion of these securities, a total of $6,034,214, have been pledged or segregated in connection with obligations for futures contracts.
Futures contracts at November 30, 2022:
Contracts - $100 times premium / delivery month / commitment / exchange
S&P MidCap E-MINI | Notional Amount | Value | Unrealized Appreciation |
3 / DEC 2022 / Long / CME | 752,700 | 773,940 | 21,240 |
S&P SMALLCAP INDEX FUND
Portfolio of Investments (Unaudited)
November 30, 2022
Security Description | Shares | Value | ||||||
Common Stock (108.05%) | ||||||||
Basic Materials (5.26%) | ||||||||
AdvanSix Inc | 1,786 | $ | 73,512 | |||||
American Vanguard Corp | 1,902 | 43,746 | ||||||
Arconic Corp* | 6,331 | 150,868 | ||||||
ATI Inc* | 7,754 | 236,575 | ||||||
Balchem Corp | 2,039 | 287,091 | ||||||
Carpenter Technology Corp | 2,804 | 115,132 | ||||||
Clearwater Paper Corp* | 1,183 | 46,172 | ||||||
Compass Minerals International Inc | 2,139 | 94,865 | ||||||
Hawkins Inc | 1,183 | 49,213 | ||||||
Haynes International Inc | 896 | 44,764 | ||||||
HB Fuller Co | 3,369 | 270,564 | ||||||
Innospec Inc | 1,552 | 172,101 | ||||||
Kaiser Aluminum Corp | 1,057 | 95,553 | ||||||
Koppers Holdings Inc | 1,482 | 44,149 | ||||||
Livent Corp*,(a) | 9,782 | 273,798 | ||||||
Mativ Holdings Inc | 3,544 | 73,609 | ||||||
Mercer International Inc | 2,519 | 34,762 | ||||||
Quaker Chemical Corp | 854 | 168,059 | ||||||
Rogers Corp* | 1,190 | 129,758 | ||||||
Stepan Co | 1,381 | 154,078 | ||||||
Sylvamo Corp | 2,257 | 122,081 | ||||||
Trinseo PLC | 2,275 | 56,079 | ||||||
Total Basic Materials | 2,736,529 | |||||||
Communications (4.09%) | ||||||||
A10 Networks Inc | 3,745 | 70,069 | ||||||
ADTRAN Holdings Inc | 3,950 | 80,067 | ||||||
AMC Networks Inc* | 1,982 | 39,561 | ||||||
ATN International Inc | 779 | 37,711 | ||||||
Cars.com Inc* | 4,119 | 60,879 | ||||||
Clearfield Inc* | 714 | 93,977 | ||||||
Cogent Communications Holdings Inc | 2,695 | 156,445 | ||||||
Consolidated Communications Holdings Inc* | 5,162 | 23,848 | ||||||
ePlus Inc* | 1,798 | 89,289 | ||||||
Extreme Networks Inc* | 7,992 | 167,592 | ||||||
The EW Scripps Co* | 3,903 | 58,467 | ||||||
Gogo Inc* | 4,207 | 66,008 | ||||||
Harmonic Inc* | 6,868 | 105,355 | ||||||
HealthStream Inc* | 1,518 | 38,557 | ||||||
InterDigital Inc | 1,985 | 99,587 | ||||||
Liquidity Services Inc* | 1,928 | 32,178 | ||||||
NETGEAR Inc* | 1,998 | 39,421 | ||||||
Perficient Inc* | 2,092 | 148,637 | ||||||
QuinStreet Inc* | 3,238 | 46,077 | ||||||
Scholastic Corp | 1,976 | 81,253 | ||||||
Shenandoah Telecommunications Co | 3,229 | 62,869 | ||||||
Shutterstock Inc | 1,461 | 78,631 | ||||||
TechTarget Inc* | 1,557 | 71,093 | ||||||
Telephone and Data Systems Inc | 6,350 | 66,929 | ||||||
Thryv Holdings Inc* | 1,075 | 20,619 | ||||||
Viavi Solutions Inc* | 14,231 | 161,237 | ||||||
Yelp Inc* | 4,191 | 129,711 | ||||||
Total Communications | 2,126,067 | |||||||
Consumer, Cyclical (15.58%) | ||||||||
Abercrombie & Fitch Co* | 3,149 | 75,513 | ||||||
Academy Sports & Outdoors Inc | 5,334 | 269,260 | ||||||
Allegiant Travel Co* | 873 | 72,119 | ||||||
American Axle & Manufacturing Holdings Inc* | 7,476 | 77,825 | ||||||
America's Car-Mart Inc* | 397 | 28,886 | ||||||
Asbury Automotive Group Inc* | 1,392 | 261,167 | ||||||
Bed Bath & Beyond Inc* | 4,987 | 16,956 | ||||||
Big Lots Inc | 1,911 | 37,265 | ||||||
BJ's Restaurants Inc* | 1,372 | 44,014 | ||||||
Bloomin' Brands Inc | 5,042 | 113,546 | ||||||
Boot Barn Holdings Inc* | 1,856 | 125,002 | ||||||
Brinker International Inc* | 2,790 | 93,326 | ||||||
The Buckle Inc | 1,891 | 83,109 | ||||||
Caleres Inc | 2,523 | 60,956 | ||||||
Cavco Industries Inc* | 542 | 124,459 | ||||||
The Cheesecake Factory Inc | 3,118 | 109,255 | ||||||
Century Communities Inc | 1,701 | 81,920 | ||||||
Chico's FAS Inc* | 8,496 | 49,872 |
The Children's Place Inc* | 804 | 28,542 | ||||||
Chuy's Holdings Inc* | 1,345 | 42,623 | ||||||
Cinemark Holdings Inc* | 6,765 | 92,072 | ||||||
Dave & Buster's Entertainment Inc* | 2,448 | 97,088 | ||||||
Designer Brands Inc | 3,952 | 60,466 | ||||||
Dine Brands Global Inc | 1,098 | 81,900 | ||||||
Dorman Products Inc* | 1,768 | 158,484 | ||||||
Ethan Allen Interiors Inc | 1,450 | 41,253 | ||||||
Genesco Inc* | 894 | 46,667 | ||||||
Gentherm Inc* | 2,093 | 149,838 | ||||||
G-III Apparel Group Ltd* | 2,872 | 62,121 | ||||||
GMS Inc* | 2,688 | 131,981 | ||||||
Golden Entertainment Inc* | 1,277 | 56,584 | ||||||
Green Brick Partners Inc* | 1,442 | 34,868 | ||||||
Group 1 Automotive Inc | 1,036 | 200,300 | ||||||
Guess? Inc | 2,510 | 52,108 | ||||||
Hawaiian Holdings Inc* | 3,036 | 42,200 | ||||||
Healthcare Services Group Inc | 4,744 | 66,179 | ||||||
Hibbett Inc | 761 | 50,728 | ||||||
HNI Corp | 2,445 | 70,905 | ||||||
Installed Building Products Inc | 1,478 | 125,527 | ||||||
Interface Inc | 4,184 | 45,313 | ||||||
iRobot Corp* | 1,698 | 88,449 | ||||||
Jack in the Box Inc | 1,301 | 94,062 | ||||||
KAR Auction Services Inc* | 7,573 | 104,053 | ||||||
Kontoor Brands Inc | 2,904 | 126,179 | ||||||
La-Z-Boy Inc | 2,792 | 76,026 | ||||||
LCI Industries | 1,627 | 160,845 | ||||||
LGI Homes Inc* | 1,345 | 133,612 | ||||||
M/I Homes Inc* | 1,897 | 85,706 | ||||||
MarineMax Inc* | 1,369 | 45,218 | ||||||
MDC Holdings Inc | 3,636 | 117,915 | ||||||
Meritage Homes Corp* | 2,292 | 198,052 | ||||||
Methode Electronics Inc | 2,332 | 106,526 | ||||||
Monarch Casino & Resort Inc* | 854 | 72,462 | ||||||
Movado Group Inc | 1,175 | 37,823 | ||||||
National Vision Holdings Inc* | 5,124 | 207,317 | ||||||
The ODP Corp* | 2,734 | 131,587 | ||||||
Oxford Industries Inc | 1,009 | 113,876 | ||||||
Patrick Industries Inc | 1,365 | 76,344 | ||||||
PC Connection Inc | 791 | 43,940 | ||||||
PetMed Express Inc | 1,445 | 28,611 | ||||||
PriceSmart Inc | 1,558 | 110,680 | ||||||
Resideo Technologies Inc* | 8,667 | 140,405 | ||||||
Ruth's Hospitality Group Inc | 1,944 | 34,039 | ||||||
Sally Beauty Holdings Inc* | 6,888 | 81,003 | ||||||
ScanSource Inc* | 1,608 | 48,015 | ||||||
Shake Shack Inc* | 2,372 | 124,767 | ||||||
Shoe Carnival Inc | 1,280 | 33,805 | ||||||
Signet Jewelers Ltd | 2,982 | 193,830 | ||||||
Six Flags Entertainment Corp* | 4,859 | 117,053 | ||||||
SkyWest Inc* | 3,356 | 61,918 | ||||||
Sleep Number Corp* | 1,501 | 43,904 | ||||||
Sonic Automotive Inc | 1,220 | 64,831 | ||||||
Sonos Inc* | 8,012 | 140,450 | ||||||
Standard Motor Products Inc | 1,301 | 49,971 | ||||||
Steven Madden Ltd | 4,819 | 166,448 | ||||||
Titan International Inc* | 3,341 | 47,877 | ||||||
Tri Pointe Homes Inc* | 6,461 | 119,141 | ||||||
Tupperware Brands Corp* | 3,285 | 15,210 | ||||||
UniFirst Corp | 959 | 185,816 | ||||||
Urban Outfitters Inc* | 4,003 | 115,847 | ||||||
Veritiv Corp | 911 | 122,566 | ||||||
Vista Outdoor Inc* | 3,609 | 100,944 | ||||||
Wabash National Corp | 3,062 | 76,764 | ||||||
Winnebago Industries Inc | 2,107 | 123,449 | ||||||
Wolverine World Wide Inc | 5,154 | 57,725 | ||||||
World Fuel Services Corp | 4,080 | 116,076 | ||||||
XPEL Inc* | 1,041 | 71,361 | ||||||
Xperi Inc* | 2,616 | 28,017 | ||||||
Total Consumer, Cyclical | 8,102,712 | |||||||
Consumer, Non-Cyclical (19.58%) | ||||||||
The Aaron's Co Inc | 2,245 | 27,367 | ||||||
ABM Industries Inc | 4,177 | 197,071 | ||||||
AdaptHealth Corp* | 6,123 | 136,604 | ||||||
Addus HomeCare Corp* | 991 | 109,287 | ||||||
Adtalem Global Education Inc* | 2,841 | 118,186 | ||||||
Alarm.com Holdings Inc* | 2,918 | 145,608 | ||||||
AMN Healthcare Services Inc*,(a) | 2,814 | 348,092 | ||||||
Amphastar Pharmaceuticals Inc* | 2,454 | 72,368 | ||||||
The Andersons Inc | 2,041 | 78,579 | ||||||
AngioDynamics Inc* | 2,422 | 31,365 |
ANI Pharmaceuticals Inc* | 753 | 31,588 | ||||||
Arcus Biosciences Inc* | 2,864 | 100,727 | ||||||
Arlo Technologies Inc* | 5,260 | 20,093 | ||||||
Artivion Inc* | 2,686 | 34,354 | ||||||
Avanos Medical Inc* | 3,101 | 83,417 | ||||||
Avid Bioservices Inc* | 3,882 | 60,792 | ||||||
B&G Foods Inc# | 4,291 | 56,984 | ||||||
BioLife Solutions Inc* | 1,847 | 39,101 | ||||||
Calavo Growers Inc | 1,095 | 38,281 | ||||||
Cal-Maine Foods Inc | 2,229 | 129,906 | ||||||
Cardiovascular Systems Inc* | 2,591 | 36,300 | ||||||
Central Garden & Pet Co* | 702 | 28,817 | ||||||
Central Garden & Pet Co* | 2,610 | 101,973 | ||||||
The Chefs' Warehouse Inc* | 1,825 | 70,901 | ||||||
Coherus Biosciences Inc* | 4,320 | 29,635 | ||||||
CONMED Corp | 1,871 | 155,012 | ||||||
Corcept Therapeutics Inc* | 5,978 | 151,124 | ||||||
CoreCivic Inc* | 7,761 | 103,066 | ||||||
CorVel Corp* | 591 | 90,405 | ||||||
Cross Country Healthcare Inc* | 2,325 | 83,189 | ||||||
Cutera Inc* | 1,019 | 48,484 | ||||||
Cytokinetics Inc* | 5,392 | 229,160 | ||||||
Deluxe Corp | 2,788 | 53,920 | ||||||
Dynavax Technologies Corp* | 7,524 | 93,373 | ||||||
Edgewell Personal Care Co | 3,298 | 142,507 | ||||||
elf Beauty Inc* | 2,547 | 139,983 | ||||||
Embecta Corp | 3,576 | 117,722 | ||||||
Emergent BioSolutions Inc* | 3,037 | 37,355 | ||||||
Enanta Pharmaceuticals Inc* | 1,144 | 50,096 | ||||||
The Ensign Group Inc(a) | 3,306 | 314,070 | ||||||
EVERTEC Inc | 3,795 | 128,157 | ||||||
Forrester Research Inc* | 760 | 26,737 | ||||||
Fresh Del Monte Produce Inc | 1,961 | 54,280 | ||||||
Fulgent Genetics Inc* | 1,246 | 45,192 | ||||||
The GEO Group Inc* | 6,097 | 72,067 | ||||||
Glaukos Corp* | 2,792 | 130,023 | ||||||
Green Dot Corp* | 3,393 | 69,149 | ||||||
Harmony Biosciences Holdings Inc* | 1,410 | 84,276 | ||||||
Heidrick & Struggles International Inc | 1,373 | 40,778 | ||||||
Heska Corp* | 688 | 44,273 | ||||||
Hostess Brands Inc* | 8,716 | 230,102 | ||||||
Innoviva Inc* | 4,184 | 54,936 | ||||||
Inogen Inc* | 1,194 | 26,650 | ||||||
Integer Holdings Corp* | 2,079 | 154,511 | ||||||
Inter Parfums Inc | 1,165 | 111,013 | ||||||
Ironwood Pharmaceuticals Inc* | 9,681 | 117,237 | ||||||
iTeos Therapeutics Inc* | 1,290 | 25,994 | ||||||
J & J Snack Foods Corp | 935 | 153,359 | ||||||
John B Sanfilippo & Son Inc | 629 | 53,270 | ||||||
Kelly Services Inc | 2,377 | 40,385 | ||||||
Korn Ferry | 3,367 | 192,020 | ||||||
LeMaitre Vascular Inc | 1,174 | 55,002 | ||||||
Ligand Pharmaceuticals Inc* | 1,059 | 77,201 | ||||||
LiveRamp Holdings Inc* | 4,290 | 94,208 | ||||||
Medifast Inc | 695 | 87,605 | ||||||
Meridian Bioscience Inc* | 2,867 | 91,744 | ||||||
Merit Medical Systems Inc* | 3,169 | 228,168 | ||||||
MGP Ingredients Inc | 782 | 97,797 | ||||||
ModivCare Inc* | 822 | 63,294 | ||||||
Monro Inc | 2,095 | 95,260 | ||||||
Myriad Genetics Inc* | 4,997 | 101,239 | ||||||
National Beverage Corp | 1,539 | 79,305 | ||||||
Nektar Therapeutics* | 11,864 | 33,219 | ||||||
NeoGenomics Inc* | 7,328 | 82,147 | ||||||
OmniAb Inc* | 5,189 | 18,369 | ||||||
Omniab Inc-12.5*, (b) | 401 | — | ||||||
Omniab Inc-15*, (b) | 401 | — | ||||||
Orthofix Medical Inc* | 1,364 | 24,538 | ||||||
Owens & Minor Inc | 4,502 | 92,786 | ||||||
Pacira BioSciences Inc* | 2,858 | 137,899 | ||||||
Pediatrix Medical Group Inc* | 5,538 | 88,497 | ||||||
The Pennant Group Inc* | 1,684 | 17,413 | ||||||
Perdoceo Education Corp* | 4,611 | 66,168 | ||||||
Prestige Consumer Healthcare Inc* | 3,220 | 197,901 | ||||||
PROG Holdings Inc* | 3,561 | 70,116 | ||||||
Quanex Building Products Corp | 2,085 | 49,560 | ||||||
RadNet Inc* | 2,988 | 59,073 | ||||||
REGENXBIO Inc* | 1,997 | 47,728 | ||||||
Rent-A-Center Inc | 3,361 | 80,966 | ||||||
Resources Connection Inc | 2,156 | 41,611 | ||||||
Select Medical Holdings Corp | 6,446 | 158,443 | ||||||
The Simply Good Foods Co* | 5,356 | 213,704 | ||||||
SpartanNash Co | 2,264 | 74,372 |
Strategic Education Inc | 1,425 | 116,565 | ||||||
Stride Inc* | 2,690 | 95,253 | ||||||
Supernus Pharmaceuticals Inc* | 3,336 | 122,498 | ||||||
Surmodics Inc* | 970 | 35,046 | ||||||
Tootsie Roll Industries Inc | 1,145 | 51,468 | ||||||
TreeHouse Foods Inc* | 3,542 | 175,081 | ||||||
TrueBlue Inc* | 2,078 | 44,843 | ||||||
uniQure NV* | 2,283 | 60,408 | ||||||
United Natural Foods Inc* | 3,630 | 173,078 | ||||||
Universal Corp | 1,631 | 92,820 | ||||||
US Physical Therapy Inc | 855 | 73,881 | ||||||
USANA Health Sciences Inc* | 735 | 40,454 | ||||||
Vanda Pharmaceuticals Inc* | 3,820 | 41,676 | ||||||
Varex Imaging Corp* | 2,748 | 58,368 | ||||||
Vector Group Ltd | 8,486 | 94,195 | ||||||
Vericel Corp* | 2,991 | 68,285 | ||||||
Viad Corp* | 1,286 | 38,078 | ||||||
Vir Biotechnology Inc* | 4,602 | 129,868 | ||||||
WD-40 Co | 853 | 142,878 | ||||||
Xencor Inc* | 3,681 | 109,399 | ||||||
Total Consumer, Non-Cyclical | 10,180,746 | |||||||
Energy (5.37%) | ||||||||
Archrock Inc | 8,479 | 73,852 | ||||||
Bristow Group Inc* | 1,489 | 38,714 | ||||||
Callon Petroleum Co* | 3,051 | 127,898 | ||||||
Civitas Resources Inc | 3,210 | 216,226 | ||||||
CONSOL Energy Inc | 1,985 | 153,738 | ||||||
Core Laboratories NV | 2,961 | 64,194 | ||||||
Dril-Quip Inc* | 2,345 | 55,201 | ||||||
Green Plains Inc* | 3,445 | 119,059 | ||||||
Helix Energy Solutions Group Inc* | 9,162 | 58,454 | ||||||
Helmerich & Payne Inc(a) | 6,602 | 337,230 | ||||||
Laredo Petroleum Inc* | 645 | 41,170 | ||||||
Nabors Industries Ltd* | 420 | 66,499 | ||||||
NOW Inc* | 5,519 | 68,877 | ||||||
Oceaneering International Inc* | 6,554 | 99,555 | ||||||
Par Pacific Holdings Inc* | 2,639 | 61,832 | ||||||
Patterson-UTI Energy Inc | 12,535 | 225,003 | ||||||
PBF Energy Inc | 5,984 | 237,984 | ||||||
ProPetro Holding Corp* | 5,328 | 58,501 | ||||||
Ranger Oil Corp | 964 | 42,001 | ||||||
REX American Resources Corp* | 990 | 29,215 | ||||||
RPC Inc | 3,687 | 34,142 | ||||||
SM Energy Co(a) | 7,601 | 327,679 | ||||||
SunCoke Energy Inc | 5,463 | 46,217 | ||||||
Talos Energy Inc* | 1,436 | 28,217 | ||||||
US Silica Holdings Inc* | 4,697 | 61,484 | ||||||
Warrior Met Coal Inc | 3,238 | 119,223 | ||||||
Total Energy | 2,792,165 | |||||||
Financial (28.41%) | ||||||||
Banks (11.72%) | ||||||||
Ameris Bancorp | 4,211 | 222,678 | ||||||
BancFirst Corp | 1,006 | 102,552 | ||||||
The Bancorp Inc* | 3,287 | 98,511 | ||||||
BankUnited Inc | 5,147 | 188,998 | ||||||
Banner Corp | 2,195 | 155,011 | ||||||
Central Pacific Financial Corp | 1,761 | 37,316 | ||||||
City Holding Co | 952 | 97,028 | ||||||
Columbia Banking System Inc | 4,632 | 157,766 | ||||||
Community Bank System Inc | 3,367 | 219,326 | ||||||
Customers Bancorp Inc* | 1,891 | 61,023 | ||||||
CVB Financial Corp | 8,024 | 230,128 | ||||||
Dime Community Bancshares Inc | 1,639 | 58,463 | ||||||
Eagle Bancorp Inc | 2,012 | 94,886 | ||||||
FB Financial Corp | 2,073 | 88,745 | ||||||
First BanCorp/Puerto Rico | 12,629 | 194,234 | ||||||
First Bancorp | 2,219 | 107,910 | ||||||
First Commonwealth Financial Corp | 5,896 | 86,789 | ||||||
First Financial Bancorp | 5,905 | 156,069 | ||||||
First Hawaiian Inc | 7,746 | 205,656 | ||||||
Flagstar Bancorp Inc | 3,398 | 127,561 | ||||||
Hanmi Financial Corp | 1,915 | 51,801 | ||||||
Heritage Financial Corp | 2,370 | 77,973 | ||||||
Hilltop Holdings Inc | 3,128 | 93,214 | ||||||
HomeStreet Inc | 1,321 | 36,063 | ||||||
Hope Bancorp Inc | 7,571 | 103,117 | ||||||
Independent Bank Corp | 2,922 | 264,496 | ||||||
Independent Bank Group Inc | 2,326 | 153,376 | ||||||
Lakeland Financial Corp | 1,632 | 128,863 | ||||||
National Bank Holdings Corp | 1,877 | 87,299 | ||||||
NBT Bancorp Inc | 2,730 | 126,017 |
OFG Bancorp | 3,140 | 90,966 | ||||||
Park National Corp | 928 | 140,434 | ||||||
Pathward Financial Inc | 1,867 | 81,271 | ||||||
Preferred Bank | 877 | 66,292 | ||||||
Renasant Corp | 3,511 | 143,143 | ||||||
S&T Bancorp Inc | 2,541 | 95,084 | ||||||
Seacoast Banking Corp of Florida | 3,573 | 122,840 | ||||||
ServisFirst Bancshares Inc | 3,052 | 231,403 | ||||||
Simmons First National Corp | 7,916 | 183,730 | ||||||
Southside Bancshares Inc | 2,091 | 75,987 | ||||||
Stellar Bancorp Inc | 1,704 | 57,612 | ||||||
Tompkins Financial Corp | 798 | 66,665 | ||||||
Triumph Financial Inc* | 1,485 | 88,744 | ||||||
TrustCo Bank Corp NY | 1,199 | 46,569 | ||||||
Trustmark Corp | 3,968 | 145,149 | ||||||
United Community Banks Inc | 6,727 | 262,151 | ||||||
Veritex Holdings Inc | 3,196 | 104,381 | ||||||
Walker & Dunlop Inc | 1,860 | 166,117 | ||||||
Westamerica BanCorp | 1,692 | 104,481 | ||||||
6,085,888 | ||||||||
Diversified Financial Service (2.01%) | ||||||||
B Riley Financial Inc | 1,016 | 44,623 | ||||||
Blucora Inc* | 3,171 | 79,434 | ||||||
Brightsphere Investment Group Inc | 2,258 | 45,973 | ||||||
Encore Capital Group Inc* | 1,562 | 78,725 | ||||||
Enova International Inc* | 2,136 | 86,166 | ||||||
EZCORP Inc* | 3,353 | 33,597 | ||||||
Mr Cooper Group Inc* | 4,570 | 206,381 | ||||||
Piper Sandler Cos | 918 | 131,880 | ||||||
PRA Group Inc* | 2,485 | 85,434 | ||||||
StoneX Group Inc* | 1,067 | 108,268 | ||||||
Virtus Investment Partners Inc | 449 | 87,079 | ||||||
WisdomTree Inc | 7,365 | 41,023 | ||||||
World Acceptance Corp* | 265 | 18,791 | ||||||
1,047,374 | ||||||||
Insurance (3.14%) | ||||||||
Ambac Financial Group Inc* | 2,813 | 45,739 | ||||||
American Equity Investment Life Holding Co | 4,861 | 196,919 | ||||||
AMERISAFE Inc | 1,293 | 76,765 | ||||||
Assured Guaranty Ltd | 4,033 | 268,477 | ||||||
Employers Holdings Inc | 1,761 | 81,834 | ||||||
Genworth Financial Inc* | 32,702 | 164,491 | ||||||
Horace Mann Educators Corp | 2,613 | 100,836 | ||||||
James River Group Holdings Ltd | 2,043 | 49,073 | ||||||
NMI Holdings Inc* | 5,506 | 118,544 | ||||||
Palomar Holdings Inc* | 1,266 | 79,429 | ||||||
ProAssurance Corp | 3,557 | 71,104 | ||||||
Safety Insurance Group Inc | 874 | 80,181 | ||||||
SiriusPoint Ltd* | 5,736 | 37,399 | ||||||
Stewart Information Services Corp | 1,698 | 75,153 | ||||||
Trupanion Inc* | 2,205 | 115,255 | ||||||
United Fire Group Inc | 1,524 | 46,558 | ||||||
Universal Insurance Holdings Inc | 2,188 | 24,046 | ||||||
1,631,803 | ||||||||
Real Estate (9.44%) | ||||||||
Acadia Realty Trust | 5,770 | 88,743 | ||||||
Agree Realty Corp(a) | 4,485 | 313,726 | ||||||
Alexander & Baldwin Inc | 4,568 | 90,218 | ||||||
American Assets Trust Inc | 3,246 | 95,075 | ||||||
Anywhere Real Estate Inc* | 7,684 | 58,014 | ||||||
Apollo Commercial Real Estate Finance Inc | 8,591 | 106,185 | ||||||
Armada Hoffler Properties Inc | 3,969 | 48,223 | ||||||
ARMOUR Residential REIT Inc | 4,218 | 24,802 | ||||||
Brandywine Realty Trust | 10,779 | 74,483 | ||||||
CareTrust REIT Inc | 6,061 | 120,008 | ||||||
Centerspace | 832 | 53,664 | ||||||
Chatham Lodging Trust* | 3,361 | 44,937 | ||||||
Community Healthcare Trust Inc | 1,456 | 51,339 | ||||||
DiamondRock Hospitality Co | 13,438 | 126,452 | ||||||
Easterly Government Properties Inc | 5,311 | 84,126 | ||||||
Ellington Financial Inc | 3,507 | 47,835 | ||||||
Elme Communities | 5,482 | 108,324 | ||||||
Essential Properties Realty Trust Inc | 8,667 | 201,161 | ||||||
Four Corners Property Trust Inc | 4,936 | 133,963 | ||||||
Franklin BSP Realty Trust Inc | 3,736 | 54,546 | ||||||
Getty Realty Corp | 2,449 | 80,866 | ||||||
Global Net Lease Inc | 5,985 | 80,977 | ||||||
Granite Point Mortgage Trust Inc | 3,929 | 25,185 | ||||||
Industrial Logistics Properties Trust | 4,361 | 17,749 | ||||||
Innovative Industrial Properties Inc | 1,708 | 207,027 | ||||||
Invesco Mortgage Capital Inc | 2,004 | 26,313 | ||||||
iStar Inc | 4,376 | 35,139 | ||||||
KKR Real Estate Finance Trust Inc | 2,854 | 47,234 |
LTC Properties Inc | 2,465 | 96,850 | ||||||
LXP Industrial Trust | 17,951 | 193,153 | ||||||
Marcus & Millichap Inc | 1,681 | 62,600 | ||||||
New York Mortgage Trust Inc | 24,542 | 68,963 | ||||||
NexPoint Residential Trust Inc | 1,473 | 70,837 | ||||||
Office Properties Income Trust | 3,225 | 49,310 | ||||||
Orion Office REIT Inc | 3,501 | 32,524 | ||||||
Outfront Media Inc | 8,904 | 162,854 | ||||||
PennyMac Mortgage Investment Trust | 5,744 | 87,711 | ||||||
RE/MAX Holdings Inc | 1,277 | 26,562 | ||||||
Ready Capital Corp | 2,655 | 35,577 | ||||||
Redwood Trust Inc | 7,449 | 58,847 | ||||||
Retail Opportunity Investments Corp | 7,888 | 120,292 | ||||||
RPT Realty | 5,757 | 64,478 | ||||||
Safehold Inc | 1,281 | 37,815 | ||||||
Saul Centers Inc | 843 | 36,333 | ||||||
Service Properties Trust | 10,635 | 83,485 | ||||||
SITE Centers Corp | 11,541 | 156,842 | ||||||
The St Joe Co | 2,077 | 79,819 | ||||||
Summit Hotel Properties Inc | 6,976 | 59,645 | ||||||
Sunstone Hotel Investors Inc | 13,489 | 148,244 | ||||||
Tanger Factory Outlet Centers Inc | 6,168 | 119,968 | ||||||
Two Harbors Investment Corp | 5,061 | 83,000 | ||||||
Uniti Group Inc | 14,870 | 113,309 | ||||||
Universal Health Realty Income Trust | 828 | 43,462 | ||||||
Urban Edge Properties | 6,914 | 108,757 | ||||||
Urstadt Biddle Properties Inc | 2,141 | 40,957 | ||||||
Veris Residential Inc* | 5,085 | 81,665 | ||||||
Whitestone REIT | 2,907 | 28,285 | ||||||
Xenia Hotels & Resorts Inc | 7,194 | 110,931 | ||||||
4,909,389 | ||||||||
Savings & Loans (2.10%) | ||||||||
Axos Financial Inc* | 3,322 | 133,245 | ||||||
Banc of California Inc | 3,213 | 54,525 | ||||||
Berkshire Hills Bancorp Inc | 3,076 | 95,910 | ||||||
Brookline Bancorp Inc | 5,218 | 74,200 | ||||||
Capitol Federal Financial Inc | 8,349 | 69,881 | ||||||
Northfield Bancorp Inc | 2,687 | 42,858 | ||||||
Northwest Bancshares Inc | 7,972 | 121,892 | ||||||
Pacific Premier Bancorp Inc | 5,653 | 208,878 | ||||||
Provident Financial Services Inc | 4,301 | 96,902 | ||||||
WSFS Financial Corp | 4,043 | 196,126 | ||||||
1,094,417 | ||||||||
Total Financial | 14,768,871 | |||||||
Industrial (19.35%) | ||||||||
AAON Inc | 2,637 | 209,009 | ||||||
AAR Corp* | 2,190 | 101,966 | ||||||
Advanced Energy Industries Inc | 2,372 | 219,742 | ||||||
Aerojet Rocketdyne Holdings Inc* | 4,783 | 248,716 | ||||||
AeroVironment Inc* | 1,474 | 135,593 | ||||||
Alamo Group Inc | 650 | 97,825 | ||||||
Albany International Corp | 1,967 | 199,395 | ||||||
American Woodmark Corp* | 1,115 | 60,433 | ||||||
Apogee Enterprises Inc | 1,386 | 66,875 | ||||||
Applied Industrial Technologies Inc(a) | 2,422 | 320,891 | ||||||
ArcBest Corp | 1,556 | 128,790 | ||||||
Arcosa Inc | 3,115 | 190,327 | ||||||
Astec Industries Inc | 1,504 | 66,537 | ||||||
Atlas Air Worldwide Holdings Inc* | 1,637 | 164,960 | ||||||
AZZ Inc | 1,564 | 65,109 | ||||||
Badger Meter Inc | 1,884 | 218,205 | ||||||
Barnes Group Inc | 2,934 | 124,959 | ||||||
Benchmark Electronics Inc | 2,194 | 63,341 | ||||||
Boise Cascade Co | 2,535 | 187,691 | ||||||
Brady Corp | 3,056 | 146,382 | ||||||
Comfort Systems USA Inc | 2,255 | 285,844 | ||||||
CTS Corp | 2,004 | 85,170 | ||||||
Dorian LPG Ltd | 2,072 | 40,342 | ||||||
DXP Enterprises Inc* | 1,147 | 29,627 | ||||||
Encore Wire Corp | 1,275 | 186,290 | ||||||
Enerpac Tool Group Corp | 3,859 | 96,629 | ||||||
EnPro Industries Inc | 1,297 | 154,084 | ||||||
ESCO Technologies Inc | 1,684 | 158,313 | ||||||
Exponent Inc(a) | 3,237 | 334,738 | ||||||
Fabrinet* | 2,343 | 312,580 | ||||||
FARO Technologies Inc* | 1,177 | 35,216 | ||||||
Federal Signal Corp | 3,821 | 185,662 | ||||||
Forward Air Corp | 1,722 | 193,501 | ||||||
Franklin Electric Co Inc | 2,481 | 206,667 | ||||||
Frontdoor Inc* | 5,176 | 120,963 | ||||||
Gibraltar Industries Inc* | 2,180 | 110,330 |
Granite Construction Inc | 2,886 | 103,954 | ||||||
The Greenbrier Cos Inc | 2,166 | 83,153 | ||||||
Griffon Corp | 3,050 | 107,696 | ||||||
Harsco Corp* | 5,252 | 39,285 | ||||||
Heartland Express Inc | 2,909 | 48,697 | ||||||
Hillenbrand Inc | 4,479 | 223,950 | ||||||
Hub Group Inc* | 2,139 | 179,997 | ||||||
Ichor Holdings Ltd* | 1,611 | 47,976 | ||||||
Insteel Industries Inc | 1,310 | 38,632 | ||||||
Itron Inc* | 2,868 | 152,520 | ||||||
John Bean Technologies Corp | 1,987 | 182,526 | ||||||
Kaman Corp | 1,860 | 37,888 | ||||||
Knowles Corp* | 6,051 | 94,396 | ||||||
Lindsay Corp | 685 | 120,896 | ||||||
Marten Transport Ltd | 3,797 | 80,914 | ||||||
Materion Corp | 1,281 | 103,197 | ||||||
Matson Inc | 2,532 | 161,440 | ||||||
Matthews International Corp | 2,048 | 64,840 | ||||||
Mesa Laboratories Inc | 287 | 48,552 | ||||||
Moog Inc | 1,811 | 157,611 | ||||||
Mueller Industries Inc | 3,631 | 249,704 | ||||||
Myers Industries Inc | 2,544 | 59,377 | ||||||
MYR Group Inc* | 1,085 | 103,650 | ||||||
NV5 Global Inc* | 742 | 107,226 | ||||||
O-I Glass Inc* | 10,182 | 167,087 | ||||||
OSI Systems Inc* | 1,028 | 90,957 | ||||||
PGT Innovations Inc* | 3,924 | 77,656 | ||||||
Plexus Corp* | 1,779 | 196,081 | ||||||
Proto Labs Inc* | 1,786 | 47,365 | ||||||
Sanmina Corp* | 3,800 | 251,142 | ||||||
SPX Technologies Inc* | 2,841 | 190,063 | ||||||
Standex International Corp | 817 | 85,826 | ||||||
Sturm Ruger & Co Inc | 1,189 | 65,312 | ||||||
Tennant Co | 1,234 | 78,396 | ||||||
TimkenSteel Corp* | 2,857 | 53,426 | ||||||
Trinity Industries Inc | 4,405 | 134,925 | ||||||
Triumph Group Inc* | 3,587 | 41,071 | ||||||
TTM Technologies Inc* | 6,638 | 106,673 | ||||||
UFP Industries Inc | 3,958 | 324,002 | ||||||
Total Industrial | 10,060,761 | |||||||
Technology (7.93%) | ||||||||
3D Systems Corp* | 8,262 | 83,777 | ||||||
8x8 Inc* | 6,972 | 29,840 | ||||||
Adeia Inc | 6,541 | 72,278 | ||||||
Agilysys Inc* | 1,224 | 81,274 | ||||||
Allscripts Healthcare Solutions Inc* | 7,247 | 137,258 | ||||||
Alpha & Omega Semiconductor Ltd* | 1,334 | 46,797 | ||||||
Apollo Medical Holdings Inc* | 2,391 | 68,048 | ||||||
Axcelis Technologies Inc* | 2,091 | 166,987 | ||||||
Cerence Inc* | 2,459 | 50,434 | ||||||
CEVA Inc* | 1,480 | 40,212 | ||||||
Cohu Inc* | 2,793 | 100,045 | ||||||
Computer Programs and Systems Inc* | 894 | 26,462 | ||||||
Consensus Cloud Solutions Inc* | 1,021 | 57,983 | ||||||
Corsair Gaming Inc* | 2,073 | 34,972 | ||||||
CSG Systems International Inc | 1,943 | 120,155 | ||||||
Digi International Inc* | 2,028 | 86,129 | ||||||
Digital Turbine Inc* | 5,553 | 101,398 | ||||||
Diodes Inc* | 2,808 | 258,982 | ||||||
Donnelley Financial Solutions Inc* | 1,747 | 66,700 | ||||||
Ebix Inc | 1,594 | 30,270 | ||||||
FormFactor Inc* | 4,926 | 113,643 | ||||||
Insight Enterprises Inc* | 2,197 | 228,290 | ||||||
Kulicke & Soffa Industries Inc | 3,721 | 178,422 | ||||||
LivePerson Inc* | 4,137 | 48,568 | ||||||
MaxLinear Inc* | 4,450 | 162,870 | ||||||
NetScout Systems Inc* | 4,707 | 175,477 | ||||||
NextGen Healthcare Inc* | 3,468 | 72,134 | ||||||
Onto Innovation Inc* | 3,158 | 252,482 | ||||||
PDF Solutions Inc* | 1,992 | 62,489 | ||||||
Photronics Inc* | 4,101 | 77,099 | ||||||
Pitney Bowes Inc | 9,991 | 38,166 | ||||||
Progress Software Corp | 2,733 | 145,724 | ||||||
Rambus Inc* | 6,889 | 264,400 | ||||||
Simulations Plus Inc | 871 | 35,354 | ||||||
SMART Global Holdings Inc* | 2,976 | 50,324 | ||||||
SPS Commerce Inc*,(a) | 2,276 | 323,784 | ||||||
TTEC Holdings Inc | 1,178 | 56,485 | ||||||
Ultra Clean Holdings Inc* | 2,695 | 96,023 | ||||||
Unisys Corp* | 3,709 | 15,949 | ||||||
Veeco Instruments Inc* | 3,181 | 63,238 | ||||||
Total Technology | 4,120,922 |
Utilities (2.48%) | ||||||||
American States Water Co | 2,308 | 226,161 | ||||||
Avista Corp | 4,542 | 187,494 | ||||||
California Water Service Group | 3,304 | 214,529 | ||||||
Chesapeake Utilities Corp | 1,108 | 132,661 | ||||||
Middlesex Water Co | 1,127 | 105,318 | ||||||
Northwest Natural Holding Co | 2,034 | 101,924 | ||||||
South Jersey Industries Inc | 7,646 | 265,316 | ||||||
Unitil Corp | 1,026 | 56,245 | ||||||
Total Utilities | 1,289,648 | |||||||
Total Common Stock (Cost $40,319,774) | 56,178,421 | |||||||
United States Treasury Bills (0.58%) | ||||||||
United States Treasury Bill (Cost $299,400) | 300,000 | 299,414 | ||||||
Right (0.01%) | ||||||||
Lantheus Holdings Inc*,(b) | 6,190 | 7,119 | ||||||
Collateral Received for Securities on Loan (0.11%) | ||||||||
Mount Vernon Liquid Assets Portfolio, 7-Day Yield: 4.07% (Cost $59,472) | 59,472 | |||||||
Total Investments (Cost $40,678,646) (108.75%) | $ | 56,544,426 | ||||||
Liabilities in Excess of Other Assets (-8.75%) | (4,549,887 | ) | ||||||
Net Assets (100.00%) | $ | 51,994,539 |
* Non-income producing security.
# Loaned security; a portion of the security is on loan at November 30, 2022.
(a) A portion of these securities, a total of $2,894,008, have been pledged or segregated in connection with obligations for futures contracts.
(b) Level 3 security fair valued under procedures established by the Board of Trustees, represents 0.01% of net assets. The total value of the fair value securities is $7,119.
Futures contracts at November 30, 2022:
Contracts - $50 times premium / delivery month / commitment / exchange
Russell 2000 MINI | Notional Amount | Value | Unrealized Appreciation |
3 / DEC 2022 / Long / CME | 270,770 | 283,125 | 12,355 |
SHELTON EQUITY INCOME FUND
Portfolio of Investments (Unaudited)
November 30, 2022
Security Description | Shares | Value | ||||||
Common Stock (87.21%) | ||||||||
Basic Materials (0.97%) | ||||||||
Dow Inc(a) | 17,600 | $ | 897,072 | |||||
Newmont Corp(a) | 44,200 | 2,098,174 | ||||||
Sensient Technologies Corp(a) | 8,500 | 635,035 | ||||||
Total Basic Materials | 3,630,281 | |||||||
Communications (12.85%) | ||||||||
Alphabet Inc - A*,(a) | 40,600 | 4,100,194 | ||||||
Alphabet Inc - C*,(a) | 40,600 | 4,118,870 | ||||||
Amazon.com Inc*,(a) | 72,800 | 7,028,112 | ||||||
AT&T Inc(a) | 274,600 | 5,294,288 | ||||||
Booking Holdings Inc*,(a) | 1,900 | 3,950,955 | ||||||
Cisco Systems Inc(a) | 55,500 | 2,759,460 | ||||||
Comcast Corp(a) | 140,000 | 5,129,600 | ||||||
eBay Inc#,(a) | 20,000 | 908,800 | ||||||
Meta Platforms Inc*,(a) | 19,000 | 2,243,900 | ||||||
Motorola Solutions Inc(a) | 4,600 | 1,252,120 | ||||||
T-Mobile US Inc*,(a) | 23,800 | 3,604,748 | ||||||
Verizon Communications Inc(a) | 110,300 | 4,299,494 | ||||||
The Walt Disney Co*,(a) | 33,500 | 3,278,645 | ||||||
Warner Bros Discovery Inc*,(a) | 30,191 | 344,177 | ||||||
Total Communications | 48,313,363 | |||||||
Consumer, Cyclical (9.70%) | ||||||||
Amerityre Corp* | 20,000,000 | 820,000 | ||||||
Costco Wholesale Corp(a) | 16,500 | 8,897,625 | ||||||
DR Horton Inc#,(a) | 41,300 | 3,551,800 | ||||||
Ford Motor Co(a) | 54,000 | 750,600 | ||||||
Hilton Worldwide Holdings Inc(a) | 16,500 | 2,353,230 | ||||||
LKQ Corp(a) | 20,300 | 1,102,899 | ||||||
McDonald's Corp(a) | 4,700 | 1,282,113 | ||||||
NIKE Inc(a) | 34,600 | 3,795,274 | ||||||
PACCAR Inc(a) | 14,000 | 1,482,740 | ||||||
Southwest Airlines Co*,(a) | 33,900 | 1,352,949 | ||||||
Starbucks Corp(a) | 21,000 | 2,146,200 | ||||||
Target Corp(a) | 23,500 | 3,926,145 | ||||||
The TJX Cos Inc(a) | 36,000 | 2,881,800 | ||||||
Walmart Inc | 14,000 | 2,133,880 | ||||||
Total Consumer, Cyclical | 36,477,255 | |||||||
Consumer, Non-Cyclical (23.26%) | ||||||||
Abbott Laboratories(a) | 29,200 | 3,141,336 | ||||||
AbbVie Inc(a) | 32,400 | 5,222,232 | ||||||
AmerisourceBergen Corp(a) | 19,000 | 3,243,110 | ||||||
Archer-Daniels-Midland Co#,(a) | 16,000 | 1,560,000 | ||||||
Biogen Inc*,(a) | 6,800 | 2,075,156 | ||||||
Bristol-Myers Squibb Co(a) | 35,800 | 2,874,024 | ||||||
Centene Corp*,(a) | 30,000 | 2,611,500 | ||||||
The Coca-Cola Co#,(a) | 67,800 | 4,312,758 | ||||||
Colgate-Palmolive Co(a) | 3,400 | 263,432 | ||||||
Conagra Brands Inc(a) | 92,800 | 3,524,544 | ||||||
CVS Health Corp(a) | 31,000 | 3,158,280 | ||||||
Eli Lilly & Co(a) | 15,200 | 5,640,416 | ||||||
The Estee Lauder Cos Inc(a) | 6,400 | 1,509,056 | ||||||
Gilead Sciences Inc(a) | 29,000 | 2,547,070 | ||||||
HCA Healthcare Inc(a) | 13,000 | 3,122,860 | ||||||
Johnson & Johnson(a) | 39,000 | 6,942,000 | ||||||
McKesson Corp#,(a) | 13,300 | 5,076,344 | ||||||
Merck & Co Inc(a) | 19,300 | 2,125,316 | ||||||
Organon & Co(a) | 1,000 | 26,020 | ||||||
PayPal Holdings Inc*,(a) | 35,300 | 2,767,873 | ||||||
Pfizer Inc(a) | 149,000 | 7,469,370 | ||||||
The Procter & Gamble Co(a) | 59,500 | 8,875,020 | ||||||
Sprouts Farmers Market Inc*,(a) | 50,000 | 1,716,500 | ||||||
UnitedHealth Group Inc(a) | 14,000 | 7,668,640 | ||||||
Total Consumer, Non-Cyclical | 87,472,857 | |||||||
Energy (4.36%) | ||||||||
BP PLC(a) | 25,200 | 904,680 | ||||||
Chevron Corp(a) | 15,000 | 2,749,650 | ||||||
ConocoPhillips(a) | 29,000 | 3,581,790 | ||||||
Devon Energy Corp(a) | 40,000 | 2,740,800 | ||||||
Exxon Mobil Corp(a) | 47,700 | 5,310,918 |
Schlumberger Ltd | 10,000 | 515,500 | ||||||
Shell PLC(a) | 10,000 | 584,700 | ||||||
Total Energy | 16,388,038 | |||||||
Financial (12.00%) | ||||||||
Banks (3.15%) | ||||||||
Bank of America Corp | 58,000 | 2,195,300 | ||||||
Citigroup Inc(a) | 16,800 | 813,288 | ||||||
The Goldman Sachs Group Inc(a) | 3,200 | 1,235,680 | ||||||
JPMorgan Chase & Co(a) | 34,400 | 4,753,392 | ||||||
Morgan Stanley#,(a) | 17,100 | 1,591,497 | ||||||
Wells Fargo & Co(a) | 26,500 | 1,270,675 | ||||||
11,859,832 | ||||||||
Diversified Financial Service (5.51%) | ||||||||
American Express Co(a) | 1,800 | 283,662 | ||||||
The Charles Schwab Corp(a) | 76,000 | 6,273,040 | ||||||
Discover Financial Services(a) | 4,500 | 487,620 | ||||||
Intercontinental Exchange Inc(a) | 39,000 | 4,224,090 | ||||||
Mastercard Inc(a) | 14,500 | 5,167,800 | ||||||
Visa Inc#,(a) | 19,600 | 4,253,200 | ||||||
20,689,412 | ||||||||
Insurance (1.38%) | ||||||||
Aflac Inc(a) | 28,000 | 2,014,040 | ||||||
Berkshire Hathaway Inc*,#,(a) | 10,000 | 3,186,000 | ||||||
5,200,040 | ||||||||
Real Estate (1.96%) | ||||||||
American Tower Corp(a) | 5,800 | 1,283,250 | ||||||
CBRE Group Inc*,(a) | 27,500 | 2,189,000 | ||||||
Extra Space Storage Inc(a) | 24,300 | 3,904,767 | ||||||
7,377,017 | ||||||||
Total Financial | 45,126,301 | |||||||
Industrial (7.88%) | ||||||||
Atlas Corp(a) | 25,000 | 384,250 | ||||||
The Boeing Co*,(a) | 32,000 | 5,724,160 | ||||||
Caterpillar Inc(a) | 7,200 | 1,702,152 | ||||||
Deere & Co(a) | 2,200 | 970,200 | ||||||
General Dynamics Corp(a) | 22,500 | 5,678,775 | ||||||
Lockheed Martin Corp(a) | 6,000 | 2,911,140 | ||||||
Masco Corp(a) | 24,000 | 1,218,720 | ||||||
Packaging Corp of America(a) | 20,000 | 2,717,800 | ||||||
Raytheon Technologies Corp(a) | 41,700 | 4,116,624 | ||||||
Union Pacific Corp(a) | 15,700 | 3,413,651 | ||||||
Westrock Co(a) | 21,200 | 803,904 | ||||||
Total Industrial | 29,641,376 | |||||||
Technology (13.56%) | ||||||||
Adobe Inc*,(a) | 12,000 | 4,139,160 | ||||||
Apple Inc(a) | 44,100 | 6,528,123 | ||||||
Fiserv Inc*,(a) | 6,500 | 678,340 | ||||||
Intel Corp(a) | 98,000 | 2,946,860 | ||||||
Intuit Inc(a) | 4,400 | 1,793,396 | ||||||
Microsoft Corp(a) | 37,900 | 9,669,806 | ||||||
NetApp Inc(a) | 37,700 | 2,548,897 | ||||||
NVIDIA Corp(a) | 40,500 | 6,853,815 | ||||||
Oracle Corp(a) | 50,500 | 4,193,015 | ||||||
Salesforce Inc*,(a) | 23,900 | 3,829,975 | ||||||
Seagate Technology Holdings PLC(a) | 40,000 | 2,118,800 | ||||||
Texas Instruments Inc(a) | 31,600 | 5,702,536 | ||||||
Total Technology | 51,002,723 | |||||||
Utilities (2.63%) | ||||||||
American Water Works Co Inc(a) | 23,000 | 3,490,480 | ||||||
Dominion Energy Inc(a) | 10,400 | 635,544 | ||||||
Duke Energy Corp(a) | 9,000 | 899,370 | ||||||
NextEra Energy Inc(a) | 11,300 | 957,110 | ||||||
Public Service Enterprise Group Inc(a) | 16,500 | 999,075 | ||||||
The Southern Co(a) | 43,000 | 2,908,520 | ||||||
Total Utilities | 9,890,099 | |||||||
Total Common Stock (Cost $339,625,928) | 327,942,293 | |||||||
United States Treasury Bills (13.83%) | ||||||||
United States Treasury Bill (Cost $51,997,369) | 52,100,000 | 51,998,305 | ||||||
Total Investments (Cost $391,623,296) (101.04%) | $ | 379,940,598 | ||||||
Other Net Assets (-1.04%) | (3,921,255 | ) | ||||||
Net Assets (100.00%) | $ | 376,019,343 |
* Non-income producing security.
# Loaned security; a portion of the security is on loan at November 30, 2022.
(a) A portion of these securities, a total of $291,128,551, have been pledged or segregated in connection with written options.
Written Call Options
Expiration Date | Contracts | Strike Price | Notional Amount | Value | ||||||||||||||
Apple Inc | 12/16/2022 | (175 | ) | $ | 155.00 | $ | 2,712,500 | $ | (21,350 | ) | ||||||||
AbbVie Inc | 12/16/2022 | (134 | ) | 160.00 | 2,144,000 | (42,880 | ) | |||||||||||
AmerisourceBergen Corp | 12/16/2022 | (100 | ) | 172.50 | 1,725,000 | (23,500 | ) | |||||||||||
Abbott Laboratories | 12/16/2022 | (172 | ) | 110.00 | 1,892,000 | (15,652 | ) | |||||||||||
Adobe Inc | 12/16/2022 | (20 | ) | 350.00 | 700,000 | (25,320 | ) | |||||||||||
Archer-Daniels-Midland Co | 12/16/2022 | (50 | ) | 100.00 | 500,000 | (5,400 | ) | |||||||||||
Aflac Inc | 12/16/2022 | (115 | ) | 74.00 | 851,000 | (5,175 | ) | |||||||||||
American Tower Corp | 12/16/2022 | (20 | ) | 230.00 | 460,000 | (4,200 | ) | |||||||||||
Amazon.com Inc | 12/16/2022 | (135 | ) | 115.00 | 1,552,500 | (1,890 | ) | |||||||||||
American Water Works Co Inc | 12/16/2022 | (150 | ) | 160.00 | 2,400,000 | (8,250 | ) | |||||||||||
American Express Co | 12/16/2022 | (18 | ) | 170.00 | 306,000 | (576 | ) | |||||||||||
The Boeing Co | 12/16/2022 | (75 | ) | 190.00 | 1,425,000 | (13,500 | ) | |||||||||||
Bank of America Corp | 12/16/2022 | (300 | ) | 39.00 | 1,170,000 | (9,000 | ) | |||||||||||
Biogen Inc | 12/16/2022 | (20 | ) | 320.00 | 640,000 | (4,800 | ) | |||||||||||
Booking Holdings Inc | 12/16/2022 | (4 | ) | 2,080.00 | 832,000 | (21,400 | ) | |||||||||||
Bristol-Myers Squibb Co | 12/16/2022 | (190 | ) | 81.00 | 1,539,000 | (13,680 | ) | |||||||||||
BP PLC | 12/16/2022 | (90 | ) | 33.00 | 297,000 | (28,350 | ) | |||||||||||
Berkshire Hathaway Inc | 12/16/2022 | (60 | ) | 325.00 | 1,950,000 | (13,260 | ) | |||||||||||
Citigroup Inc | 12/16/2022 | (60 | ) | 50.00 | 300,000 | (3,120 | ) | |||||||||||
Conagra Brands Inc | 12/16/2022 | (500 | ) | 38.00 | 1,900,000 | (27,500 | ) | |||||||||||
Caterpillar Inc | 12/16/2022 | (30 | ) | 245.00 | 735,000 | (6,420 | ) | |||||||||||
CBRE Group Inc | 12/16/2022 | (120 | ) | 80.00 | 960,000 | (21,000 | ) | |||||||||||
Colgate-Palmolive Co | 12/16/2022 | (34 | ) | 77.50 | 263,500 | (3,570 | ) | |||||||||||
Comcast Corp | 12/16/2022 | (200 | ) | 35.00 | 700,000 | (40,600 | ) | |||||||||||
Centene Corp | 12/16/2022 | (90 | ) | 85.00 | 765,000 | (31,500 | ) | |||||||||||
ConocoPhillips | 12/16/2022 | (150 | ) | 135.00 | 2,025,000 | (8,850 | ) | |||||||||||
Costco Wholesale Corp | 12/16/2022 | (25 | ) | 520.00 | 1,300,000 | (66,250 | ) | |||||||||||
Salesforce Inc | 12/16/2022 | (117 | ) | 185.00 | 2,164,500 | (8,775 | ) | |||||||||||
Cisco Systems Inc | 12/16/2022 | (225 | ) | 49.50 | 1,113,750 | (23,175 | ) | |||||||||||
CVS Health Corp | 12/16/2022 | (130 | ) | 100.00 | 1,300,000 | (37,700 | ) | |||||||||||
Chevron Corp | 12/16/2022 | (45 | ) | 195.00 | 877,500 | (2,835 | ) | |||||||||||
Dominion Energy Inc | 12/16/2022 | (50 | ) | 65.00 | 325,000 | (750 | ) | |||||||||||
Deere & Co | 12/16/2022 | (5 | ) | 430.00 | 215,000 | (7,650 | ) | |||||||||||
Discover Financial Services | 12/16/2022 | (45 | ) | 110.00 | 495,000 | (9,338 | ) | |||||||||||
DR Horton Inc | 12/16/2022 | (130 | ) | 80.00 | 1,040,000 | (76,440 | ) | |||||||||||
The Walt Disney Co | 12/16/2022 | (110 | ) | 105.00 | 1,155,000 | (5,500 | ) | |||||||||||
Dow Inc | 12/16/2022 | (70 | ) | 52.50 | 367,500 | (4,410 | ) | |||||||||||
Duke Energy Corp | 12/16/2022 | (25 | ) | 100.00 | 250,000 | (4,250 | ) | |||||||||||
Devon Energy Corp | 12/16/2022 | (90 | ) | 80.00 | 720,000 | (990 | ) | |||||||||||
eBay Inc | 12/16/2022 | (100 | ) | 46.50 | 465,000 | (8,300 | ) | |||||||||||
The Estee Lauder Cos Inc | 12/16/2022 | (34 | ) | 230.00 | 782,000 | (35,020 | ) | |||||||||||
Extra Space Storage Inc | 12/16/2022 | (80 | ) | 160.00 | 1,280,000 | (19,600 | ) | |||||||||||
Ford Motor Co | 12/16/2022 | (240 | ) | 14.50 | 348,000 | (5,040 | ) | |||||||||||
Fiserv Inc | 12/16/2022 | (65 | ) | 105.00 | 682,500 | (15,600 | ) | |||||||||||
General Dynamics Corp | 12/16/2022 | (140 | ) | 260.00 | 3,640,000 | (16,100 | ) | |||||||||||
Gilead Sciences Inc | 12/16/2022 | (100 | ) | 87.50 | 875,000 | (17,000 | ) | |||||||||||
Alphabet Inc | 12/16/2022 | (130 | ) | 105.00 | 1,365,000 | (17,550 | ) | |||||||||||
Alphabet Inc | 12/16/2022 | (130 | ) | 105.00 | 1,365,000 | (15,600 | ) | |||||||||||
The Goldman Sachs Group Inc | 12/16/2022 | (12 | ) | 400.00 | 480,000 | (3,072 | ) | |||||||||||
HCA Healthcare Inc | 12/16/2022 | (80 | ) | 250.00 | 2,000,000 | (16,000 | ) | |||||||||||
Hilton Worldwide Holdings Inc | 12/16/2022 | (65 | ) | 145.00 | 942,500 | (14,365 | ) | |||||||||||
Intercontinental Exchange Inc | 12/16/2022 | (130 | ) | 105.00 | 1,365,000 | (50,440 | ) | |||||||||||
Intel Corp | 12/16/2022 | (350 | ) | 32.50 | 1,137,500 | (4,550 | ) | |||||||||||
Intuit Inc | 12/16/2022 | (15 | ) | 470.00 | 705,000 | (600 | ) | |||||||||||
Johnson & Johnson | 12/16/2022 | (120 | ) | 180.00 | 2,160,000 | (13,680 | ) | |||||||||||
JPMorgan Chase & Co | 12/16/2022 | (125 | ) | 140.00 | 1,750,000 | (22,500 | ) | |||||||||||
The Coca-Cola Co | 12/16/2022 | (56 | ) | 60.00 | 336,000 | (21,392 | ) | |||||||||||
LKQ Corp | 12/16/2022 | (203 | ) | 55.00 | 1,116,500 | (8,120 | ) | |||||||||||
Eli Lilly & Co | 12/16/2022 | (42 | ) | 380.00 | 1,596,000 | (26,250 | ) | |||||||||||
Lockheed Martin Corp | 12/16/2022 | (10 | ) | 500.00 | 500,000 | (2,820 | ) | |||||||||||
Southwest Airlines Co | 12/16/2022 | (139 | ) | 40.50 | 562,950 | (10,425 | ) | |||||||||||
Mastercard Inc | 12/16/2022 | (40 | ) | 325.00 | 1,300,000 | (93,520 | ) | |||||||||||
Masco Corp | 12/16/2022 | (240 | ) | 50.00 | 1,200,000 | (34,800 | ) | |||||||||||
McDonald's Corp | 12/16/2022 | (27 | ) | 280.00 | 756,000 | (2,943 | ) | |||||||||||
McKesson Corp | 12/16/2022 | (38 | ) | 370.00 | 1,406,000 | (45,600 | ) | |||||||||||
Meta Platforms Inc | 12/16/2022 | (45 | ) | 130.00 | 585,000 | (4,185 | ) | |||||||||||
Merck & Co Inc | 12/16/2022 | (50 | ) | 100.00 | 500,000 | (50,500 | ) | |||||||||||
Morgan Stanley | 12/16/2022 | (71 | ) | 92.50 | 656,750 | (18,389 | ) | |||||||||||
Microsoft Corp | 12/16/2022 | (180 | ) | 270.00 | 4,860,000 | (20,340 | ) | |||||||||||
Motorola Solutions Inc | 12/16/2022 | (46 | ) | 280.00 | 1,288,000 | (8,970 | ) | |||||||||||
NextEra Energy Inc | 12/16/2022 | (40 | ) | 87.50 | 350,000 | (3,040 | ) | |||||||||||
Newmont Corp | 12/16/2022 | (100 | ) | 47.50 | 475,000 | (12,100 | ) | |||||||||||
NIKE Inc | 12/16/2022 | (80 | ) | 105.00 | 840,000 | (44,880 | ) | |||||||||||
NetApp Inc | 12/16/2022 | (177 | ) | 80.00 | 1,416,000 | (885 | ) | |||||||||||
NVIDIA Corp | 12/16/2022 | (160 | ) | 155.00 | 2,480,000 | (268,480 | ) | |||||||||||
NVIDIA Corp | 12/16/2022 | (15 | ) | 160.00 | 240,000 | (19,365 | ) | |||||||||||
Organon & Co | 12/16/2022 | (10 | ) | 25.00 | 25,000 | (1,150 | ) |
Oracle Corp | 12/16/2022 | (205 | ) | 87.50 | 1,793,750 | (22,755 | ) | |||||||||||
PACCAR Inc | 12/16/2022 | (70 | ) | 110.00 | 770,000 | (3,850 | ) | |||||||||||
Public Service Enterprise Group Inc | 12/16/2022 | (165 | ) | 60.00 | 990,000 | (21,450 | ) | |||||||||||
Pfizer Inc | 12/16/2022 | (300 | ) | 51.00 | 1,530,000 | (16,800 | ) | |||||||||||
The Procter & Gamble Co | 12/16/2022 | (70 | ) | 140.00 | 980,000 | (65,240 | ) | |||||||||||
Packaging Corp of America | 12/16/2022 | (70 | ) | 135.00 | 945,000 | (28,700 | ) | |||||||||||
PayPal Holdings Inc | 12/16/2022 | (153 | ) | 87.50 | 1,338,750 | (9,333 | ) | |||||||||||
Raytheon Technologies Corp | 12/16/2022 | (117 | ) | 100.00 | 1,170,000 | (14,976 | ) | |||||||||||
Starbucks Corp | 12/16/2022 | (110 | ) | 105.00 | 1,155,000 | (12,650 | ) | |||||||||||
The Charles Schwab Corp | 12/16/2022 | (260 | ) | 85.00 | 2,210,000 | (21,320 | ) | |||||||||||
Sprouts Farmers Market Inc | 12/16/2022 | (200 | ) | 34.00 | 680,000 | (24,000 | ) | |||||||||||
Shell PLC | 12/16/2022 | (30 | ) | 57.50 | 172,500 | (5,730 | ) | |||||||||||
Schlumberger Ltd | 12/16/2022 | (40 | ) | 55.00 | 220,000 | (1,920 | ) | |||||||||||
The Southern Co | 12/16/2022 | (230 | ) | 67.50 | 1,552,500 | (31,740 | ) | |||||||||||
Seagate Technology Holdings PLC | 12/16/2022 | (150 | ) | 60.00 | 900,000 | (1,800 | ) | |||||||||||
Sensient Technologies Corp | 12/16/2022 | (85 | ) | 75.00 | 637,500 | (12,538 | ) | |||||||||||
AT&T Inc | 12/16/2022 | (600 | ) | 19.50 | 1,170,000 | (12,600 | ) | |||||||||||
Target Corp | 12/16/2022 | (51 | ) | 180.00 | 918,000 | (4,029 | ) | |||||||||||
The TJX Cos Inc | 12/16/2022 | (160 | ) | 85.00 | 1,360,000 | (3,840 | ) | |||||||||||
T-Mobile US Inc | 12/16/2022 | (65 | ) | 155.00 | 1,007,500 | (9,295 | ) | |||||||||||
Texas Instruments Inc | 12/16/2022 | (226 | ) | 180.00 | 4,068,000 | (106,220 | ) | |||||||||||
UnitedHealth Group Inc | 12/16/2022 | (45 | ) | 560.00 | 2,520,000 | (16,875 | ) | |||||||||||
Union Pacific Corp | 12/16/2022 | (83 | ) | 220.00 | 1,826,000 | (31,374 | ) | |||||||||||
Visa Inc | 12/16/2022 | (58 | ) | 215.00 | 1,247,000 | (31,320 | ) | |||||||||||
Verizon Communications Inc | 12/16/2022 | (300 | ) | 40.00 | 1,200,000 | (7,800 | ) | |||||||||||
Wells Fargo & Co | 12/16/2022 | (165 | ) | 49.00 | 808,500 | (9,900 | ) | |||||||||||
Westrock Co | 12/16/2022 | (62 | ) | 37.50 | 232,500 | (7,285 | ) | |||||||||||
Exxon Mobil Corp | 12/16/2022 | (100 | ) | 120.00 | 1,200,000 | (3,500 | ) | |||||||||||
Total Written Call Options | $ | 120,501,950 | $ | (2,160,817 | ) | |||||||||||||
(Premiums Received $1,704,761) |
NASDAQ 100 INDEX FUND
Portfolio of Investments (Unaudited)
November 30, 2022
Security Description | Shares | Value | ||||||
Common Stock (102.34%) | ||||||||
Communications (25.31%) | ||||||||
Internet (19.32%) | ||||||||
Airbnb Inc* | 33,338 | $ | 3,405,143 | |||||
Alphabet Inc - A* | 312,014 | 31,510,294 | ||||||
Alphabet Inc - C* | 320,705 | 32,535,522 | ||||||
Amazon.com Inc*,(a) | 530,131 | 51,178,847 | ||||||
Baidu Inc* | 15,987 | 1,736,188 | ||||||
Booking Holdings Inc* | 3,427 | 7,126,275 | ||||||
eBay Inc# | 48,827 | 2,218,699 | ||||||
JD.com Inc | 44,198 | 2,527,242 | ||||||
Match Group Inc* | 24,310 | 1,229,114 | ||||||
MercadoLibre Inc* | 4,345 | 4,045,130 | ||||||
Meta Platforms Inc*,(a) | 177,710 | 20,987,551 | ||||||
Netflix Inc* | 38,392 | 11,729,908 | ||||||
Okta Inc* | 12,676 | 675,884 | ||||||
Palo Alto Networks Inc* | 26,067 | 4,428,783 | ||||||
Pinduoduo Inc* | 38,481 | 3,156,981 | ||||||
VeriSign Inc* | 9,260 | 1,850,241 | ||||||
180,341,802 | ||||||||
Media (2.33%) | ||||||||
Charter Communications Inc* | 14,110 | 5,521,102 | ||||||
Comcast Corp | 380,194 | 13,930,308 | ||||||
Sirius XM Holdings Inc# | 344,861 | 2,238,148 | ||||||
21,689,558 | ||||||||
Telecommunications (3.66%) | ||||||||
Cisco Systems Inc | 357,503 | 17,775,049 | ||||||
T-Mobile US Inc* | 108,265 | 16,397,817 | ||||||
34,172,866 | ||||||||
Total Communications | 236,204,226 | |||||||
Consumer, Cyclical (10.24%) | ||||||||
Copart Inc* | 41,256 | 2,745,999 | ||||||
Costco Wholesale Corp | 38,242 | 20,621,999 | ||||||
Dollar Tree Inc*,# | 19,744 | 2,967,326 | ||||||
Fastenal Co | 50,023 | 2,576,685 | ||||||
Lucid Group Inc*,# | 141,385 | 1,433,644 | ||||||
Lululemon Athletica Inc* | 10,837 | 4,121,419 | ||||||
Marriott International Inc | 28,019 | 4,632,942 | ||||||
O'Reilly Automotive Inc* | 5,466 | 4,725,576 | ||||||
PACCAR Inc | 30,194 | 3,197,847 | ||||||
Ross Stores Inc# | 30,906 | 3,636,709 | ||||||
Starbucks Corp | 100,029 | 10,222,964 | ||||||
Tesla Inc* | 161,733 | 31,489,415 | ||||||
Walgreens Boots Alliance Inc | 75,284 | 3,124,286 | ||||||
Total Consumer, Cyclical | 95,496,811 | |||||||
Consumer, Non-Cyclical (14.96%) | ||||||||
Align Technology Inc* | 6,858 | 1,348,694 | ||||||
Amgen Inc | 46,182 | 13,226,525 | ||||||
AstraZeneca PLC | 49,607 | 3,371,788 | ||||||
Automatic Data Processing Inc | 35,872 | 9,475,230 | ||||||
Biogen Inc* | 12,488 | 3,810,963 | ||||||
Cintas Corp | 8,993 | 4,152,788 | ||||||
Dexcom Inc* | 34,512 | 4,013,055 | ||||||
Gilead Sciences Inc | 109,396 | 9,608,251 | ||||||
IDEXX Laboratories Inc* | 7,374 | 3,140,365 |
Illumina Inc* | 13,593 | 2,964,361 | ||||||
Intuitive Surgical Inc* | 30,830 | 8,336,124 | ||||||
Keurig Dr Pepper Inc | 124,730 | 4,823,309 | ||||||
The Kraft Heinz Co | 106,457 | 4,189,083 | ||||||
Moderna Inc* | 33,773 | 5,941,008 | ||||||
Mondelez International Inc | 118,325 | 7,999,953 | ||||||
Monster Beverage Corp* | 46,573 | 4,790,499 | ||||||
PayPal Holdings Inc* | 99,842 | 7,828,611 | ||||||
PepsiCo Inc | 119,131 | 22,099,992 | ||||||
Regeneron Pharmaceuticals Inc* | 9,254 | 6,956,232 | ||||||
Seagen Inc* | 15,903 | 1,930,465 | ||||||
Verisk Analytics Inc | 14,016 | 2,574,879 | ||||||
Vertex Pharmaceuticals Inc* | 22,141 | 7,005,412 | ||||||
Total Consumer, Non-Cyclical | 139,587,587 | |||||||
Industrial (2.34%) | ||||||||
CSX Corp | 184,860 | 6,043,073 | ||||||
Honeywell International Inc | 58,162 | 12,769,467 | ||||||
Old Dominion Freight Line Inc | 9,988 | 3,022,469 | ||||||
Total Industrial | 21,835,009 | |||||||
Technology (47.99%) | ||||||||
Computers (14.37%) | ||||||||
Apple Inc(a) | 836,303 | 123,797,933 | ||||||
Cognizant Technology Solutions Corp | 45,682 | 2,841,877 | ||||||
Crowdstrike Holdings Inc* | 18,608 | 2,189,231 | ||||||
Fortinet Inc* | 68,075 | 3,618,867 | ||||||
Zscaler Inc* | 12,027 | 1,605,003 | ||||||
134,052,911 | ||||||||
Semiconductors (15.77%) | ||||||||
Advanced Micro Devices Inc*,# | 139,369 | 10,819,215 | ||||||
Analog Devices Inc | 44,404 | 7,633,492 | ||||||
Applied Materials Inc | 75,333 | 8,256,497 | ||||||
ASML Holding NV | 7,471 | 4,543,265 | ||||||
Broadcom Inc | 34,963 | 19,265,662 | ||||||
Intel Corp | 354,484 | 10,659,334 | ||||||
KLA Corp | 12,455 | 4,896,683 | ||||||
Lam Research Corp | 11,826 | 5,586,366 | ||||||
Marvell Technology Inc | 73,376 | 3,413,452 | ||||||
Microchip Technology Inc | 47,650 | 3,773,404 | ||||||
Micron Technology Inc | 95,238 | 5,490,471 | ||||||
NVIDIA Corp | 182,350 | 30,859,091 | ||||||
NXP Semiconductors NV | 22,837 | 4,015,658 | ||||||
QUALCOMM Inc | 96,952 | 12,263,458 | ||||||
Skyworks Solutions Inc | 14,384 | 1,375,398 | ||||||
Texas Instruments Inc | 78,883 | 14,235,226 | ||||||
147,086,672 | ||||||||
Software (17.85%) | ||||||||
Activision Blizzard Inc | 68,192 | 5,042,798 | ||||||
Adobe Inc* | 41,381 | 14,273,548 | ||||||
ANSYS Inc* | 7,588 | 1,929,628 | ||||||
Atlassian Corp* | 12,572 | 1,653,847 | ||||||
Autodesk Inc* | 18,880 | 3,812,816 | ||||||
Cadence Design Systems Inc* | 24,103 | 4,146,680 | ||||||
Datadog Inc*,# | 24,691 | 1,871,084 | ||||||
DocuSign Inc*,# | 17,109 | 805,321 | ||||||
Electronic Arts Inc | 24,596 | 3,216,665 | ||||||
Fiserv Inc* | 55,217 | 5,762,446 | ||||||
Intuit Inc | 24,352 | 9,925,632 | ||||||
Microsoft Corp | 388,087 | 99,016,515 | ||||||
NetEase Inc | 14,220 | 1,011,326 | ||||||
Paychex Inc | 31,361 | 3,889,705 | ||||||
Splunk Inc* | 13,549 | 1,052,486 | ||||||
Synopsys Inc* | 13,450 | 4,566,813 | ||||||
Workday Inc* | 17,044 | 2,861,688 | ||||||
Zoom Video Communications Inc* | 22,131 | 1,669,341 |
166,508,339 | ||||||||
Total Technology | 447,647,922 | |||||||
Utilities (1.50%) | ||||||||
American Electric Power Co Inc | 44,789 | 4,335,575 | ||||||
Constellation Energy Corp | 28,005 | 2,691,841 | ||||||
Exelon Corp | 86,188 | 3,565,598 | ||||||
Xcel Energy Inc | 47,890 | 3,362,836 | ||||||
Total Utilities | 13,955,850 | |||||||
Total Common Stock (Cost $474,369,254) | 954,727,405 | |||||||
United States Treasury Bills (0.51%) | ||||||||
United States Treasury Bill (Cost $4,790,396) | 4,800,000 | 4,790,631 | ||||||
Collateral Received for Securities on Loan (0.92%) | ||||||||
Mount Vernon Liquid Assets Portfolio, 7-Day Yield: 4.07% (Cost $8,590,252) | 8,590,252 | |||||||
Total Investments (Cost $525,840,881) (103.78%) | $ | 968,108,288 | ||||||
Liabilities in Excess of Other Assets (-3.78%) | (35,227,120 | ) | ||||||
Net Assets (100.00%) | $ | 932,881,168 |
* Non-income producing security.
# Loaned security; a portion of the security is on loan at November 30, 2022.
(a) A portion of these securities, a total of $46,681,231, have been pledged or segregated in connection with obligations for futures contracts.
Futures contracts at November 30, 2022:
Contracts - $20 times premium / delivery month / commitment / exchange
Nasdaq 100 E-MINI | Notional Amount | Value | Unrealized Appreciation |
23 / DEC 2022 / Long / CME | 5,141,100 | 5,539,458 | 398,358 |
SHELTON GREEN ALPHA FUND
Portfolio of Investments (Unaudited)
November 30, 2022
Security Description | Shares | Value | ||||||
Common Stock (96.52%) | ||||||||
Basic Materials (0.63%) | ||||||||
Daqo New Energy Corp* | 25,000 | $ | 1,422,750 | |||||
Communications (5.39%) | ||||||||
SK Telecom Co Ltd | 34,210 | 733,805 | ||||||
Switch Inc | 334,157 | 11,444,877 | ||||||
Total Communications | 12,178,682 | |||||||
Consumer, Cyclical (5.54%) | ||||||||
Interface Inc | 78,600 | 851,238 | ||||||
QuantumScape Corp* | 127,100 | 951,979 | ||||||
Rivian Automotive Inc* | 40,000 | 1,281,600 | ||||||
Steelcase Inc | 119,200 | 945,256 | ||||||
Tesla Inc* | 43,550 | 8,479,185 | ||||||
Total Consumer, Cyclical | 12,509,258 | |||||||
Consumer, Non-Cyclical (15.85%) | ||||||||
Block Inc* | 15,800 | 1,070,766 | ||||||
Caribou Biosciences Inc* | 160,700 | 1,496,117 | ||||||
CRISPR Therapeutics AG* | 74,850 | 4,101,032 | ||||||
Danaher Corp | 30,000 | 8,202,300 | ||||||
Danone SA | 87,300 | 914,031 | ||||||
Darling Ingredients Inc* | 40,000 | 2,873,200 | ||||||
Editas Medicine Inc* | 135,200 | 1,433,120 | ||||||
Moderna Inc* | 56,720 | 9,977,615 | ||||||
Natural Grocers by Vitamin Cottage Inc | 240,200 | 2,421,216 | ||||||
Sprouts Farmers Market Inc* | 96,600 | 3,316,278 | ||||||
Total Consumer, Non-Cyclical | 35,805,675 | |||||||
Energy (20.24%) | ||||||||
Canadian Solar Inc* | 107,700 | 3,861,045 | ||||||
Enphase Energy Inc* | 26,200 | 8,399,458 | ||||||
First Solar Inc* | 57,322 | 9,889,763 | ||||||
JinkoSolar Holding Co Ltd* | 110,556 | 5,669,312 | ||||||
Maxeon Solar Technologies Ltd* | 5,208 | 119,888 | ||||||
SolarEdge Technologies Inc*,# | 8,135 | 2,431,226 | ||||||
SunPower Corp* | 200,536 | 4,862,998 | ||||||
Sunrun Inc* | 38,100 | 1,241,298 | ||||||
Vestas Wind Systems A/S | 1,095,500 | 9,256,975 | ||||||
Total Energy | 45,731,963 | |||||||
Financial (11.30%) | ||||||||
Alexandria Real Estate Equities Inc | 26,400 | 4,108,104 | ||||||
Digital Realty Trust Inc | 23,900 | 2,687,794 | ||||||
Equinix Inc | 4,770 | 3,294,401 | ||||||
Hannon Armstrong Sustainable Infrastructure Capital Inc | 219,500 | 7,120,580 | ||||||
Horizon Technology Finance Corp | 362,400 | 4,765,560 |
Kilroy Realty Corp | 57,100 | 2,467,862 | ||||||
Vornado Realty Trust | 42,900 | 1,084,941 | ||||||
Total Financial | 25,529,242 | |||||||
Industrial (13.76%) | ||||||||
ABB Ltd | 93,500 | 2,944,315 | ||||||
Accelleron Industries AG* | 4,875 | 99,938 | ||||||
Advanced Energy Industries Inc | 17,700 | 1,639,728 | ||||||
AECOM | 40,000 | 3,400,000 | ||||||
Ag Growth International Inc | 10,000 | 324,422 | ||||||
Deere & Co | 10,000 | 4,410,000 | ||||||
Energy Recovery Inc* | 50,000 | 1,159,000 | ||||||
Li-Cycle Holdings Corp* | 79,500 | 506,415 | ||||||
Schneider Electric SE | 30,000 | 4,435,693 | ||||||
Siemens AG | 30,000 | 4,165,678 | ||||||
Trex Co Inc* | 17,200 | 789,308 | ||||||
Valmont Industries Inc | 8,000 | 2,709,280 | ||||||
Xylem Inc# | 40,000 | 4,494,000 | ||||||
Total Industrial | 31,077,777 | |||||||
Technology (17.45%) | ||||||||
Analog Devices Inc | 8,230 | 1,414,819 | ||||||
Apple Inc | 17,900 | 2,649,737 | ||||||
Applied Materials Inc | 75,960 | 8,325,216 | ||||||
Fortinet Inc* | 51,450 | 2,735,082 | ||||||
Infineon Technologies AG | 40,000 | 1,348,800 | ||||||
International Business Machines Corp | 60,100 | 8,948,890 | ||||||
Lam Research Corp | 13,199 | 6,234,944 | ||||||
QUALCOMM Inc | 42,880 | 5,423,891 | ||||||
Rapid7 Inc* | 15,100 | 443,940 | ||||||
Taiwan Semiconductor Manufacturing Co Ltd | 22,800 | 1,891,944 | ||||||
Total Technology | 39,417,263 | |||||||
Utilities (6.36%) | ||||||||
Brookfield Renewable Corp | 336,700 | 10,979,787 | ||||||
NextEra Energy Inc | 40,000 | 3,388,000 | ||||||
Total Utilities | 14,367,787 | |||||||
Total Common Stock (Cost $166,564,977) | 218,040,397 | |||||||
Total Investments (Cost $166,564,977) (96.52%) | $ | 218,040,397 | ||||||
Other Net Assets (3.48%) | 7,860,121 | |||||||
Net Assets (100.00%) | $ | 225,900,518 |
* Non-income producing security.
# Loaned security; a portion of the security is on loan at November 30, 2022.