NAA OPPORTUNITY FUND
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2026
 
Shares             Fair Value
    COMMON STOCKS — 44.9%      
    Communications - 3.9%      
17,808   AT&T, Inc.       $ 368,625
19,494   Comcast Corporation, Class A         478,578
802   GoDaddy, Inc., Class A(a)         68,074
298   IDT Corporation, Class B         17,332
5,855   Spok Holdings, Inc.         59,955
1,947   T-Mobile US, Inc.         326,570
5,871   Verizon Communications, Inc.         248,578
             

1,567,712

    Consumer Staples - 3.0%      
25,047   Albertsons Companies, Inc., Class A         338,886
1,716   Archer-Daniels-Midland Company         131,102
7,793   Conagra Brands, Inc.         104,894
4,205   General Mills, Inc.         146,334
1,012   Kroger Company (The)         56,196
2,694   Molson Coors Beverage Company, Class B         104,958
735   Pilgrim's Pride Corporation         20,661
82   Target Corporation         10,710
12,976   The Kraft Heinz Company         306,494
             

1,220,235

    Energy - 5.0%      
8,437   Antero Midstream Corporation         191,942
2,061   Cheniere Energy, Inc.         492,600
1,151   Chevron Corporation         190,790
4,275   Exxon Mobil Corporation         584,477
6,414   Kinder Morgan, Inc.         205,056
1,193   Marathon Petroleum Corporation         305,014
1,205   Occidental Petroleum Corporation         58,527
             

2,028,406

    Financials - 5.0%      
2,538   AerCap Holdings N.V.         369,990
23,906   AGNC Investment Corporation         260,575
914   Allstate Corporation (The)         217,477
10,599   Annaly Capital Management, Inc.         236,994
1,586   Citigroup, Inc.         221,977
 
 

 

NAA OPPORTUNITY FUND
SCHEDULE OF INVESTMENTS (Unaudited) (Continued)
June 30, 2026
 
Shares             Fair Value
    COMMON STOCKS — 44.9% (Continued)      
    Financials - 5.0% (Continued)      
13,282   KeyCorporation       $ 306,150
694   State Street Corporation         117,702
6,292   Truist Financial Corporation         313,467
             

2,044,332

    Health Care - 9.3%      
1,998   Abbott Laboratories         181,299
663   Amgen, Inc.         240,086
1,612   Becton Dickinson and Company         243,944
1,119   Biogen, Inc.(a)         241,771
7,709   Bristol-Myers Squibb Company         444,193
1,292   Cardinal Health, Inc.         306,927
319   Elevance Health, Inc.         123,367
2,758   Gilead Sciences, Inc.         348,446
1,099   Johnson & Johnson         279,113
270   McKesson Corporation         204,012
1,745   Medtronic PLC         136,511
2,470   Merck & Company, Inc.         317,395
21,399   Pfizer, Inc.         515,287
10,785   Viatris, Inc.         171,266
             

3,753,617

    Industrials - 1.6%      
1,304   A O Smith Corporation         81,787
5,465   ADT, Inc.         35,523
1,161   Fluor Corporation(a)         60,825
2,488   Fortive Corporation         151,992
170   Northrop Grumman Corporation         86,582
1,594   PACCAR, Inc.         191,471
183   RTX Corporation         34,721
             

642,901

    Materials - 1.0%      
1,106   Reliance, Inc.         413,202
             
    Real Estate - 1.2%      
7,880   Host Hotels & Resorts, Inc.         186,835
 
 

 

NAA OPPORTUNITY FUND
SCHEDULE OF INVESTMENTS (Unaudited) (Continued)
June 30, 2026
 
Shares             Fair Value
    COMMON STOCKS — 44.9% (Continued)      
    Real Estate - 1.2% (Continued)      
5,323   Millrose Properties, Inc.       $ 159,956
14,474   New Residential Investment Corporation         135,911
             

482,702

    Technology - 5.1%      
810   Accenture PLC, Class A         100,796
1,781   Adobe, Inc.(a)         365,140
1,338   Cisco Systems, Inc.         157,161
778   Cognizant Technology Solutions Corporation, Class A         30,132
2,553   Dolby Laboratories, Inc., Class A         134,237
880   Dropbox, Inc., Class A(a)         24,174
9,366   Gen Digital, Inc.         233,120
1,240   QUALCOMM, Inc.         229,140
517   Roper Technologies, Inc.         174,948
1,229   Salesforce, Inc.         192,535
256   TD SYNNEX Corporation         68,439
256   Wix.com Ltd.(a)         11,615
681   Workday, Inc., Class A(a)         83,368
2,826   Zoom Video Communications, Inc.(a)         243,912
             

2,048,717

    Utilities - 9.8%      
4,699   Ameren Corporation         531,175
2,004   American Electric Power Company, Inc.         274,167
4,900   Avista Corporation         200,459
2,664   Consolidated Edison, Inc.         294,718
2,054   Duke Energy Corporation         259,995
1,589   Edison International         118,301
1,843   Evergy, Inc.         159,290
14,082   Exelon Corporation         656,503
1,963   FirstEnergy Corporation         93,321
2,637   NiSource, Inc.         125,389
13,688   OGE Energy Corporation         666,058
17,597   PG&E Corporation         295,982
1,964   Portland General Electric Company         101,794
 
 

 

NAA OPPORTUNITY FUND
SCHEDULE OF INVESTMENTS (Unaudited) (Continued)
June 30, 2026
 
Shares             Fair Value
    COMMON STOCKS — 44.9% (Continued)      
    Utilities - 9.8% (Continued)      
4,953   UGI Corporation       $ 171,077
             

3,948,229

               
    TOTAL COMMON STOCKS (Cost $18,275,362)    

  18,150,053

               
Principal Amount ($)         Coupon Rate (%) Maturity Fair Value
    U.S. GOVERNMENT & AGENCIES — 22.0%      
    U.S. TREASURY BILLS22.0%      
9,000,000   United States Treasury Bill (b)   10/01/26   8,914,081
  TOTAL U.S. GOVERNMENT & AGENCIES (Cost $8,920,650)      
             
    TOTAL INVESTMENTS - 66.9% (Cost $27,196,012)     $ 27,064,134
    OTHER ASSETS IN EXCESS OF LIABILITIES- 33.1%    

13,420,618

    NET ASSETS - 100.0%        

$ 40,484,752

           
               
 

 

 

 

 

ADR    - American Depositary Receipt
LTD    - Limited Company
MSCI    - Morgan Stanley Capital International
N.V.    - Naamioze Vennootschap
PLC    - Public Limited Company
S.A.    - Société Anonyme

 

 

 

(a) Non-income producing security.
(b) Zero coupon bond.

 

 

 
 
NAA OPPORTUNITY FUND                  
SCHEDULE OF INVESTMENTS (Unaudited) (Continued)                
June 30, 2026                  
                             
    TOTAL RETURN SWAPS                       
     Notional Amount at June 30, 2026   Number of Shares     Reference Obligation#   Floating Rate    Pay/Receive Floating Rate    Maturity Date^     Fair Value   Upfront Payments/
Receipts 
 Unrealized Appreciation (Depreciation) 
     $ 279,130            1,935   3M Co. FEDEF-1D +   45 bps  Pay    11/24/2026    $ 33,838  $ -     $   33,838
                         (155,803)           (3,815)   Abm Industries Inc FEDEF-1D -   35 bps  Receive    11/24/2026           (12,150)                       -                    (12,150)
                         (130,434)           (2,031)   Acadian Asset Management FEDEF-1D -   35 bps  Receive    11/24/2026           (14,343)                       -                    (14,343)
                         (213,462)         (15,127)   Accelerant Holdings FEDEF-1D -   35 bps  Receive    11/24/2026            39,236                       -                     39,236
                          285,906            1,153   Accenture Plc-Cl A FEDEF-1D +   45 bps  Pay    11/24/2026         (146,390)                       -                  (146,390)
                         (490,649)         (39,391)   Acuren Corporation FEDEF-1D -   93 bps  Receive    11/24/2026          183,957                       -                   183,957
                         (154,503)           (1,809)   Acushnet Holdings Co FEDEF-1D -   35 bps  Receive    11/24/2026           (58,818)                       -                    (58,818)
                            84,445               862   Aercap Holdings Nv FEDEF-1D +   45 bps  Pay    11/24/2026            36,349                       -                     36,349
                          205,616            1,508   Agco Corp FEDEF-1D +   45 bps  Pay    11/24/2026           (27,418)                       -                    (27,418)
                         (101,364)           (1,089)   Agilysys Inc FEDEF-1D -   35 bps  Receive    11/24/2026           (12,169)                       -                    (12,169)
                         (225,719)              (865)   Air Products & Chemicals FEDEF-1D -   35 bps  Receive    11/24/2026           (26,345)                       -                    (26,345)
                          130,700            2,336   Alcoa Corp FEDEF-1D +   45 bps  Pay    11/24/2026           (10,717)                       -                    (10,717)
                         (185,294)              (843)   Alexander'S Inc FEDEF-1D -   35 bps  Receive    11/24/2026           (51,241)                       -                    (51,241)
                            97,372            1,277   Allegiant Travel FEDEF-1D +   45 bps  Pay    11/24/2026            52,283                       -                     52,283
                         (141,533)           (3,614)   Amalgamated Financial FEDEF-1D -   35 bps  Receive    11/24/2026           (23,809)                       -                    (23,809)
                            96,755            6,739   American Airlines Group FEDEF-1D +   45 bps  Pay    11/24/2026            24,702                       -                     24,702
                         (273,107)           (2,132)   American Financial Group FEDEF-1D -   35 bps  Receive    11/24/2026           (24,525)                       -                    (24,525)
                          132,125            1,824   Amkor Technology Inc FEDEF-1D +   45 bps  Pay    11/24/2026            24,878                       -                     24,878
                          152,825            5,247   Amn Healthcare Services FEDEF-1D +   45 bps  Pay    11/24/2026            16,518                       -                     16,518
                         (226,215)           (4,188)   Amrize Ltd FEDEF-1D -   35 bps  Receive    11/24/2026              4,327                       -                       4,327
                          233,030               574   Analog Devices Inc FEDEF-1D +   45 bps  Pay    11/24/2026             (5,188)                       -                      (5,188)
                            52,774            3,338   Antero Midstream Corp FEDEF-1D +   45 bps  Pay    11/24/2026            23,749                       -                     23,749
                          570,325          14,097   Apa Corp FEDEF-1D +   45 bps  Pay    11/24/2026         (114,101)                       -                  (114,101)
                          314,299          23,057   Apple Hospitality Reit FEDEF-1D +   45 bps  Pay    11/24/2026            74,906                       -                     74,906
                         (457,024)           (3,675)   Aptargroup Inc FEDEF-1D -   35 bps  Receive    11/24/2026             (1,675)                       -                      (1,675)
                          434,549            6,854   Archer-Daniels-Midland FEDEF-1D +   45 bps  Pay    11/24/2026            86,960                       -                     86,960
                          182,028            3,713   Array Digital Infrastructure FEDEF-1D +   45 bps  Pay    11/24/2026            15,096                       -                     15,096
                          147,915          16,014   Asana Inc - Cl A FEDEF-1D +   45 bps  Pay    11/24/2026           (36,300)                       -                    (36,300)
                         (131,881)              (531)   Assurant Inc FEDEF-1D -   35 bps  Receive    11/24/2026           (10,828)                       -                    (10,828)
                          183,612            7,880   At&T Inc FEDEF-1D +   45 bps  Pay    11/24/2026           (20,906)                       -                    (20,906)
                          159,463            2,106   Atkore Inc FEDEF-1D +   45 bps  Pay    11/24/2026                 322                       -                          322
                         (363,337)           (8,956)   Atlanta Braves Holdings FEDEF-1D -   35 bps  Receive    11/24/2026           (88,226)                       -                    (88,226)
                          299,904          13,013   Atn International Inc FEDEF-1D +   45 bps  Pay    11/24/2026            47,763                       -                     47,763
                         (233,153)         (11,494)   Autohome Inc-Adr FEDEF-1D -   63 bps  Receive    11/24/2026            16,857                       -                     16,857
                         (373,803)           (1,876)   Autonation Inc FEDEF-1D -   35 bps  Receive    11/24/2026            28,152                       -                     28,152
                         (403,846)              (118)   Autozone Inc FEDEF-1D -   35 bps  Receive    11/24/2026            30,039                       -                     30,039
                          154,667          19,400   Avantor Inc FEDEF-1D +   45 bps  Pay    11/24/2026            36,374                       -                     36,374
                         (417,318)           (2,758)   Balchem Corp FEDEF-1D -   35 bps  Receive    11/24/2026           (41,694)                       -                    (41,694)
                            46,138            3,108   Bandwidth Inc FEDEF-1D +   45 bps  Pay    11/24/2026          148,361                       -                   148,361
                         (201,816)           (1,465)   Bank First Corp FEDEF-1D -   35 bps  Receive    11/24/2026           (14,850)                       -                    (14,850)
                         (384,467)           (5,056)   Bank Of Hawaii Corp FEDEF-1D -   35 bps  Receive    11/24/2026           (28,190)                       -                    (28,190)
                         (156,163)           (4,286)   Bbb Foods Inc FEDEF-1D -   35 bps  Receive    11/24/2026           (21,612)                       -                    (21,612)
                            57,391               324   Biogen Inc FEDEF-1D +   45 bps  Pay    11/24/2026            11,228                       -                     11,228
                         (169,543)           (7,980)   Biolife Solutions Inc FEDEF-1D -   35 bps  Receive    11/24/2026           (54,925)                       -                    (54,925)
                          268,162            2,805   Biontech Se-Adr FEDEF-1D +   45 bps  Pay    11/24/2026           (12,168)                       -                    (12,168)
                         (106,521)           (4,683)   Bkv Corporation FEDEF-1D -   35 bps  Receive    11/24/2026           (17,750)                       -                    (17,750)
                          194,818            2,635   Bread Financial Holdings FEDEF-1D +   45 bps  Pay    11/24/2026            89,276                       -                     89,276
                          214,400            2,844   Builders Firstsource FEDEF-1D +   45 bps  Pay    11/24/2026            39,378                       -                     39,378
                         (160,160)              (287)   Caci International Inc FEDEF-1D -   35 bps  Receive    11/24/2026            28,470                       -                     28,470
                           (86,449)           (2,116)   Cactus Inc - A FEDEF-1D -   35 bps  Receive    11/24/2026           (20,630)                       -                    (20,630)
                         (118,734)           (1,936)   California Resources FEDEF-1D -   35 bps  Receive    11/24/2026            16,691                       -                     16,691
                          124,187            2,661   Calix Inc FEDEF-1D +   45 bps  Pay    11/24/2026           (26,041)                       -                    (26,041)

 

 
 
NAA OPPORTUNITY FUND                  
SCHEDULE OF INVESTMENTS (Unaudited) (Continued)                
June 30, 2026                  
                             
    TOTAL RETURN SWAPS                       
     Notional Amount at June 30, 2026   Number of Shares     Reference Obligation#   Floating Rate    Pay/Receive Floating Rate    Maturity Date^     Fair Value   Upfront Payments/
Receipts 
 Unrealized Appreciation (Depreciation) 
     $ 316,914            3,316   Cal-Maine Foods Inc FEDEF-1D +   45 bps  Pay    11/24/2026    $ (49,160)  $ -     $ (49,160)
                         (102,653)           (1,340)   Carvana Co FEDEF-1D -   35 bps  Receive    11/24/2026            14,999                       -                     14,999
                         (304,664)           (2,969)   Casella Waste System FEDEF-1D -   35 bps  Receive    11/24/2026            20,927                       -                     20,927
                         (124,661)              (168)   Casey's General Store FEDEF-1D -   35 bps  Receive    11/24/2026             (8,400)                       -                      (8,400)
                         (184,644)              (375)   Cavco Industries Inc FEDEF-1D -   35 bps  Receive    11/24/2026           (44,239)                       -                    (44,239)
                           (93,597)           (3,193)   Cbiz Inc FEDEF-1D -   35 bps  Receive    11/24/2026             (7,811)                       -                      (7,811)
                          124,603               867   Cdw Corp/De FEDEF-1D +   45 bps  Pay    11/24/2026             (4,160)                       -                      (4,160)
                          285,471            5,538   Centene Corp FEDEF-1D +   45 bps  Pay    11/24/2026            67,189                       -                     67,189
                         (187,888)           (3,241)   Centerspace FEDEF-1D -   35 bps  Receive    11/24/2026              4,806                       -                       4,806
                         (121,919)           (1,163)   Choice Hotels Intl Inc FEDEF-1D -   98 bps  Receive    11/24/2026             (5,601)                       -                      (5,601)
                            70,413            2,814   Cia De Minas Buenaventura FEDEF-1D +   45 bps  Pay    11/24/2026            13,320                       -                     13,320
                         (153,232)           (2,071)   Cimpress Plc FEDEF-1D -   35 bps  Receive    11/24/2026           (56,153)                       -                    (56,153)
                         (390,567)         (13,063)    Cinemark Holdings Inc  FEDEF-1D -   35 bps  Receive    11/24/2026           (22,039)                       -                    (22,039)
                         (227,437)           (1,127)   Cintas Corp FEDEF-1D -   35 bps  Receive    11/24/2026            37,766                       -                     37,766
                          333,271            2,421   Cirrus Logic Inc FEDEF-1D +   45 bps  Pay    11/24/2026            18,715                       -                     18,715
                         (199,094)           (1,644)   City Holding Co FEDEF-1D -   35 bps  Receive    11/24/2026           (18,221)                       -                    (18,221)
                          151,255          14,106   Cnh Industrial Nv FEDEF-1D +   45 bps  Pay    11/24/2026              5,601                       -                       5,601
                          353,071            4,695   Cognizant Tech Solutions FEDEF-1D +   45 bps  Pay    11/24/2026         (175,614)                       -                  (175,614)
                         (156,869)           (2,307)   Cohen & Steers Inc FEDEF-1D -   35 bps  Receive    11/24/2026           (20,159)                       -                    (20,159)
                          147,883            1,920   Commercial Metals Co FEDEF-1D +   45 bps  Pay    11/24/2026           (29,699)                       -                    (29,699)
                          114,193            5,368   Compass Minerals International FEDEF-1D +   45 bps  Pay    11/24/2026            50,821                       -                     50,821
                           (78,144)           (4,061)   Comstock Resources FEDEF-1D -   35 bps  Receive    11/24/2026            19,601                       -                     19,601
                            24,365            1,715   Conagra Brands Inc FEDEF-1D +   45 bps  Pay    11/24/2026             (1,441)                       -                      (1,441)
                          248,843            2,577   Consolidated Edison FEDEF-1D +   45 bps  Pay    11/24/2026            36,135                       -                     36,135
                          177,858            9,354   Constellium Se FEDEF-1D +   45 bps  Pay    11/24/2026          115,336                       -                   115,336
                         (178,804)           (2,548)   Corvel Corp FEDEF-1D -   35 bps  Receive    11/24/2026            21,965                       -                     21,965
                          109,911            7,029   Costamare Inc FEDEF-1D +   45 bps  Pay    11/24/2026           (11,725)                       -                    (11,725)
                          128,733            9,832   Cross Country Health FEDEF-1D +   45 bps  Pay    11/24/2026                 725                       -                          725
                          130,923               248   Cummins Inc FEDEF-1D +   45 bps  Pay    11/24/2026            44,283                       -                     44,283
                          213,857            2,702   Cvs Health Corp FEDEF-1D +   45 bps  Pay    11/24/2026            64,114                       -                     64,114
                          155,670            1,315   Danaos Corp FEDEF-1D +   45 bps  Pay    11/24/2026              4,308                       -                       4,308
                         (152,765)              (785)   Darden Restaurants Inc FEDEF-1D -   35 bps  Receive    11/24/2026             (8,879)                       -                      (8,879)
                          157,060            3,416   Delek Us Holdings Inc FEDEF-1D +   45 bps  Pay    11/24/2026            15,991                       -                     15,991
                            39,556               320   Dell Technologies -C FEDEF-1D +   45 bps  Pay    11/24/2026            98,044                       -                     98,044
                          391,555            5,281   Delta Air Lines Inc FEDEF-1D +   45 bps  Pay    11/24/2026          100,765                       -                   100,765
                          135,377          13,307   Dentsply Sirona Inc FEDEF-1D +   45 bps  Pay    11/24/2026              5,366                       -                       5,366
                          133,181            2,768   Docusign Inc FEDEF-1D +   45 bps  Pay    11/24/2026           (11,584)                       -                    (11,584)
                            30,640               530   Dolby Laboratories Inc FEDEF-1D +   45 bps  Pay    11/24/2026             (2,884)                       -                      (2,884)
                          106,175            1,032   Dollar Tree Inc FEDEF-1D +   45 bps  Pay    11/24/2026            17,683                       -                     17,683
                          151,269            1,748   Donaldson Co Inc FEDEF-1D +   45 bps  Pay    11/24/2026              5,217                       -                       5,217
                         (380,353)           (3,535)   Dorman Products Inc FEDEF-1D -   35 bps  Receive    11/24/2026           (99,268)                       -                    (99,268)
                            76,184            2,842   Dropbox Inc-Class A FEDEF-1D +   45 bps  Pay    11/24/2026             (2,725)                       -                      (2,725)
                          350,732            2,700   Dte Energy Company FEDEF-1D +   45 bps  Pay    11/24/2026            60,468                       -                     60,468
                         (235,529)           (1,584)   Ducommun Inc FEDEF-1D -   35 bps  Receive    11/24/2026           (57,223)                       -                    (57,223)
                          248,737            2,166   Duke Energy Corp FEDEF-1D +   45 bps  Pay    11/24/2026            20,929                       -                     20,929
                         (216,415)           (4,110)   Dutch Bros Inc FEDEF-1D -   35 bps  Receive    11/24/2026           (76,478)                       -                    (76,478)
                          156,956          14,984   Dxc Technology Co FEDEF-1D +   45 bps  Pay    11/24/2026           (24,860)                       -                    (24,860)
                         (442,495)           (2,101)   Eagle Materials Inc FEDEF-1D -   35 bps  Receive    11/24/2026           (24,617)                       -                    (24,617)
                          118,723          12,128   Eastman Kodak Co FEDEF-1D +   45 bps  Pay    11/24/2026             (6,928)                       -                      (6,928)
                         (141,518)              (537)   Ecolab Inc FEDEF-1D -   35 bps  Receive    11/24/2026             (6,615)                       -                      (6,615)
                          289,907            5,468   Edison International FEDEF-1D +   45 bps  Pay    11/24/2026          121,777                       -                   121,777
                          191,299            2,209   Edwards Lifesciences FEDEF-1D +   45 bps  Pay    11/24/2026              5,935                       -                       5,935

 

 
 
NAA OPPORTUNITY FUND                  
SCHEDULE OF INVESTMENTS (Unaudited) (Continued)                
June 30, 2026                  
                             
    TOTAL RETURN SWAPS                       
     Notional Amount at June 30, 2026   Number of Shares     Reference Obligation#   Floating Rate    Pay/Receive Floating Rate    Maturity Date^     Fair Value   Upfront Payments/
Receipts 
 Unrealized Appreciation (Depreciation) 
     $ (189,553)           (4,556)   Element Solutions Inc FEDEF-1D -   35 bps  Receive    11/24/2026    $ (27,496)  $ -     $ (27,496)
                          141,764               431   Elevance Health Inc FEDEF-1D +   45 bps  Pay    11/24/2026            23,627                       -                     23,627
                         (185,103)              (242)   Emcor Group Inc FEDEF-1D -   35 bps  Receive    11/24/2026           (14,321)                       -                    (14,321)
                         (307,134)           (1,138)   Enpro Inc FEDEF-1D -   35 bps  Receive    11/24/2026         (120,103)                       -                  (120,103)
                         (144,316)              (671)   Erie Indemnity Companies FEDEF-1D -   48 bps  Receive    11/24/2026           (16,176)                       -                    (16,176)
                          166,452            2,590   Evergy Inc FEDEF-1D +   45 bps  Pay    11/24/2026            55,753                       -                     55,753
                          432,807            6,363   Eversource Energy FEDEF-1D +   45 bps  Pay    11/24/2026            30,673                       -                     30,673
                          230,967            5,245   Exelixis Inc FEDEF-1D +   45 bps  Pay    11/24/2026            52,332                       -                     52,332
                         (166,401)           (5,352)   Exlservice Holdings FEDEF-1D -   35 bps  Receive    11/24/2026            29,823                       -                     29,823
                         (428,961)           (6,217)   Exponent Inc FEDEF-1D -   35 bps  Receive    11/24/2026            68,424                       -                     68,424
                         (114,898)           (7,964)   Exzeo Group Inc FEDEF-1D -   98 bps  Receive    11/24/2026           (18,536)                       -                    (18,536)
                           (87,984)                (86)   Fair Isaac Corp FEDEF-1D -   35 bps  Receive    11/24/2026           (14,308)                       -                    (14,308)
                         (251,812)         (17,483)   First Advantage Corp FEDEF-1D -   35 bps  Receive    11/24/2026           (59,297)                       -                    (59,297)
                         (111,914)           (3,492)   First Finl Bankshare FEDEF-1D -   35 bps  Receive    11/24/2026             (9,383)                       -                      (9,383)
                          103,959               463   First Solar Inc FEDEF-1D +   45 bps  Pay    11/24/2026              3,575                       -                       3,575
                          299,973            6,559   Firstenergy Corp FEDEF-1D +   45 bps  Pay    11/24/2026            11,048                       -                     11,048
                         (213,379)           (6,129)   Firstsun Capital Bank FEDEF-1D -   35 bps  Receive    11/24/2026           (23,741)                       -                    (23,741)
                          162,835            4,168   Fluor Corp FEDEF-1D +   45 bps  Pay    11/24/2026            48,234                       -                     48,234
                         (133,929)         (10,080)   Fmc Corp FEDEF-1D -   35 bps  Receive    11/24/2026            17,557                       -                     17,557
                          287,941            6,377   Fortune Brands Innovations FEDEF-1D +   45 bps  Pay    11/24/2026            57,356                       -                     57,356
                          169,123            4,181   Freeport-Mcmoran Inc FEDEF-1D +   45 bps  Pay    11/24/2026            90,792                       -                     90,792
                          166,200          20,134   Freshworks Inc-Cl A FEDEF-1D +   45 bps  Pay    11/24/2026            36,080                       -                     36,080
                         (214,373)           (1,321)   Fti Consulting Inc FEDEF-1D -   35 bps  Receive    11/24/2026            22,843                       -                     22,843
                          441,355          20,725   Fulton Financial Corp FEDEF-1D +   45 bps  Pay    11/24/2026            58,533                       -                     58,533
                          170,839            7,371   Gates Industrial Corp FEDEF-1D +   45 bps  Pay    11/24/2026            33,573                       -                     33,573
                          243,508            7,632   Gci Liberty Inc-Cl C FEDEF-1D +   45 bps  Pay    11/24/2026           (81,882)                       -                    (81,882)
                            27,866            1,020   Gen Digital Inc FEDEF-1D +   45 bps  Pay    11/24/2026             (3,537)                       -                      (3,537)
                           (92,044)           (1,005)   Genedx Holdings Corp FEDEF-1D -   35 bps  Receive    11/24/2026            24,269                       -                     24,269
                          192,630            2,288   General Motors Co FEDEF-1D +   45 bps  Pay    11/24/2026           (18,660)                       -                    (18,660)
                          127,829            8,563   Genie Energy Ltd-B FEDEF-1D +   45 bps  Pay    11/24/2026             (7,521)                       -                      (7,521)
                          146,664            1,001   Godaddy Inc FEDEF-1D +   45 bps  Pay    11/24/2026           (68,898)                       -                    (68,898)
                          285,638            3,330   Graco Inc FEDEF-1D +   45 bps  Pay    11/24/2026           (35,771)                       -                    (35,771)
                         (177,605)           (1,820)   Graham Corp FEDEF-1D -   35 bps  Receive    11/24/2026           (47,226)                       -                    (47,226)
                         (148,735)              (140)   Graham Holdings Co FEDEF-1D -   35 bps  Receive    11/24/2026           (10,112)                       -                    (10,112)
                         (166,629)              (990)   Grand Canyon Education FEDEF-1D -   35 bps  Receive    11/24/2026            26,148                       -                     26,148
                         (192,225)           (2,822)   Green Brick Partners FEDEF-1D -   35 bps  Receive    11/24/2026           (33,141)                       -                    (33,141)
                          283,577          17,487   Green Plains Inc FEDEF-1D +   45 bps  Pay    11/24/2026           (16,586)                       -                    (16,586)
                         (477,985)           (6,790)   Greif Inc-Cl A FEDEF-1D -   35 bps  Receive    11/24/2026           (29,893)                       -                    (29,893)
                         (155,677)         (12,709)   Grindr Inc FEDEF-1D -   35 bps  Receive    11/24/2026           (24,725)                       -                    (24,725)
                         (208,140)              (629)   Group 1 Automotive Inc FEDEF-1D -   35 bps  Receive    11/24/2026            26,355                       -                     26,355
                          233,947          15,393   Hawaiian Electric Inc FEDEF-1D +   45 bps  Pay    11/24/2026           (27,875)                       -                    (27,875)
                         (362,780)           (2,706)   Hawkins Inc FEDEF-1D -   35 bps  Receive    11/24/2026           (17,058)                       -                    (17,058)
                         (176,004)           (6,467)   Hbt Financial Inc FEDEF-1D -   35 bps  Receive    11/24/2026           (31,056)                       -                    (31,056)
                         (123,410)           (4,323)   Heartflow Inc FEDEF-1D -   35 bps  Receive    11/24/2026             (1,768)                       -                      (1,768)
                          143,324          12,258   Herbalife Ltd FEDEF-1D +   45 bps  Pay    11/24/2026            17,399                       -                     17,399
                          172,877            7,851   Hewlett Packard Enterprises FEDEF-1D +   45 bps  Pay    11/24/2026          180,533                       -                   180,533
                          373,198            7,117   Hf Sinclair Corp FEDEF-1D +   45 bps  Pay    11/24/2026          121,391                       -                   121,391
                          271,875          35,025   Hillman Solutions Co FEDEF-1D +   45 bps  Pay    11/24/2026            22,193                       -                     22,193
                          170,608            6,955   Hp Inc FEDEF-1D +   45 bps  Pay    11/24/2026           (16,578)                       -                    (16,578)
                          138,226               581   Humana Inc FEDEF-1D +   45 bps  Pay    11/24/2026            89,292                       -                     89,292
                          182,935               662   Hunt (Jb) Transprt Services FEDEF-1D +   45 bps  Pay    11/24/2026              8,067                       -                       8,067
                         (213,095)           (1,560)   Huron Consulting Group FEDEF-1D -   35 bps  Receive    11/24/2026            74,476                       -                     74,476

 

 
 
NAA OPPORTUNITY FUND                  
SCHEDULE OF INVESTMENTS (Unaudited) (Continued)                
June 30, 2026                  
                             
    TOTAL RETURN SWAPS                       
     Notional Amount at June 30, 2026   Number of Shares     Reference Obligation#   Floating Rate    Pay/Receive Floating Rate    Maturity Date^     Fair Value   Upfront Payments/
Receipts 
 Unrealized Appreciation (Depreciation) 
     $ (141,445)              (853)   Hyatt Hotels Corp FEDEF-1D -   35 bps  Receive    11/24/2026    $ (23,288)  $ -     $ (23,288)
                          366,347            6,965   Idt Corp-Class B FEDEF-1D +   45 bps  Pay    11/24/2026            20,234                       -                     20,234
                          633,906          76,708   Ihs Holding Ltd FEDEF-1D +   45 bps  Pay    11/24/2026             (5,168)                       -                      (5,168)
                           (77,721)           (2,111)   Imax Corp FEDEF-1D -   35 bps  Receive    11/24/2026             (4,922)                       -                      (4,922)
                         (169,373)           (1,191)   Impinj Inc FEDEF-1D -   35 bps  Receive    11/24/2026                (766)                       -                         (766)
                          557,957            5,866   Incyte Corp FEDEF-1D +   45 bps  Pay    11/24/2026          101,991                       -                   101,991
                         (143,615)           (2,844)   Ingevity Corp FEDEF-1D -   35 bps  Receive    11/24/2026           (65,426)                       -                    (65,426)
                          200,576            2,318   Ingles Markets Inc-C FEDEF-1D +   45 bps  Pay    11/24/2026              2,399                       -                       2,399
                          206,216          14,986   Inmode Ltd FEDEF-1D +   45 bps  Pay    11/24/2026            10,773                       -                     10,773
                           (33,852)              (792)   Innodata Inc FEDEF-1D -   35 bps  Receive    11/24/2026           (25,668)                       -                    (25,668)
                         (190,503)           (2,426)   Innospec Inc FEDEF-1D -   35 bps  Receive    11/24/2026             (6,129)                       -                      (6,129)
                          147,182          15,191   Integra Lifesciences FEDEF-1D +   45 bps  Pay    11/24/2026          124,131                       -                   124,131
                         (161,690)           (2,246)   International Bancshares FEDEF-1D -   35 bps  Receive    11/24/2026             (8,041)                       -                      (8,041)
                          216,672            2,716   International Seaway FEDEF-1D +   45 bps  Pay    11/24/2026              2,993                       -                       2,993
                         (252,015)           (2,748)   Interparfums Inc FEDEF-1D -   35 bps  Receive    11/24/2026           (56,910)                       -                    (56,910)
                         (171,569)           (2,112)   Intl Flavors & Fragrances FEDEF-1D -   35 bps  Receive    11/24/2026              8,649                       -                       8,649
                          207,242               575   Intuit Inc FEDEF-1D +   45 bps  Pay    11/24/2026           (57,844)                       -                    (57,844)
                          207,716            7,358   Iridium Communications FEDEF-1D +   45 bps  Pay    11/24/2026          190,334                       -                   190,334
                            90,427               391   Jazz Pharmaceuticals FEDEF-1D +   45 bps  Pay    11/24/2026              3,496                       -                       3,496
                          417,515            3,091   Johnson Controls International FEDEF-1D +   45 bps  Pay    11/24/2026            31,074                       -                     31,074
                          279,564            7,574   Kennametal Inc FEDEF-1D +   45 bps  Pay    11/24/2026           (15,311)                       -                    (15,311)
                         (226,890)              (739)   Kinsale Capital Group FEDEF-1D -   35 bps  Receive    11/24/2026           (16,241)                       -                    (16,241)
                          144,502            1,016   Kirby Corp FEDEF-1D +   45 bps  Pay    11/24/2026             (6,830)                       -                      (6,830)
                         (239,264)           (3,366)   Knife River Corp FEDEF-1D -   35 bps  Receive    11/24/2026           (36,899)                       -                    (36,899)
                          324,365            4,972   Kroger Co FEDEF-1D +   45 bps  Pay    11/24/2026           (51,851)                       -                    (51,851)
                         (212,223)           (4,310)   Lakeland Financial Corp FEDEF-1D -   35 bps  Receive    11/24/2026             (8,828)                       -                      (8,828)
                          118,120            1,217   Lantheus Holdings Inc FEDEF-1D +   45 bps  Pay    11/24/2026            16,490                       -                     16,490
                         (214,924)           (4,348)   Lgi Homes Inc FEDEF-1D -   35 bps  Receive    11/24/2026           (61,390)                       -                    (61,390)
                          396,311          48,936   Liberty Latin America FEDEF-1D +   45 bps  Pay    11/24/2026           (22,103)                       -                    (22,103)
                             (4,893)                  (0)   Liberty Latin America Ltd. FEDEF-1D -   35 bps  Receive    11/24/2026          106,129                       -                   106,129
                         (423,040)           (4,710)   Liberty Media Corp FEDEF-1D -   35 bps  Receive    11/24/2026           (23,337)                       -                    (23,337)
                         (407,437)           (3,589)   Liberty Media Corp FEDEF-1D -   35 bps  Receive    11/24/2026           (45,759)                       -                    (45,759)
                         (108,755)           (2,661)   Lincoln Educational FEDEF-1D -   35 bps  Receive    11/24/2026           (23,461)                       -                    (23,461)
                         (231,647)              (470)   Linde Plc FEDEF-1D -   35 bps  Receive    11/24/2026           (11,111)                       -                    (11,111)
                         (122,290)           (3,814)   Liquidity Services Inc FEDEF-1D -   35 bps  Receive    11/24/2026           (25,580)                       -                    (25,580)
                         (335,769)           (1,313)   Lithia Motors Inc FEDEF-1D -   35 bps  Receive    11/24/2026           (43,838)                       -                    (43,838)
                         (194,867)           (2,667)   Louisiana-Pacific Co FEDEF-1D -   35 bps  Receive    11/24/2026           (14,405)                       -                    (14,405)
                          388,285          42,020   Lumen Technologies Inc FEDEF-1D +   45 bps  Pay    11/24/2026           (71,192)                       -                    (71,192)
                          290,629          21,087   Lyft Inc-A FEDEF-1D +   45 bps  Pay    11/24/2026            15,012                       -                     15,012
                         (228,855)           (1,680)   M/I Homes Inc FEDEF-1D -   35 bps  Receive    11/24/2026           (40,669)                       -                    (40,669)
                          140,124            6,376   Macy'S Inc FEDEF-1D +   45 bps  Pay    11/24/2026            10,792                       -                     10,792
                         (125,742)           (2,755)   Madison Square Garden Sports Corp. FEDEF-1D -   35 bps  Receive    11/24/2026           (94,016)                       -                    (94,016)
                         (321,886)         (20,944)   Magnite Inc FEDEF-1D -   35 bps  Receive    11/24/2026           (74,782)                       -                    (74,782)
                         (163,871)           (2,990)   Makemytrip Ltd FEDEF-1D -   35 bps  Receive    11/24/2026              6,340                       -                       6,340
                         (362,092)         (21,948)   Manchester United Players FEDEF-1D -   35 bps  Receive    11/24/2026         (136,303)                       -                  (136,303)
                          183,067            3,962   Maplebear Inc FEDEF-1D +   45 bps  Pay    11/24/2026             (4,013)                       -                      (4,013)
                            71,525               405   Marathon Petroleum Co. FEDEF-1D +   45 bps  Pay    11/24/2026            31,595                       -                     31,595
                          156,484          11,542   Marten Transport Ltd FEDEF-1D +   45 bps  Pay    11/24/2026            42,903                       -                     42,903
                         (285,517)              (534)   Martin Marietta Materials FEDEF-1D -   35 bps  Receive    11/24/2026           (17,685)                       -                    (17,685)
                          118,824            1,579   Masco Corp FEDEF-1D +   45 bps  Pay    11/24/2026              5,102                       -                       5,102
                         (210,636)           (5,766)   Match Group Inc FEDEF-1D -   35 bps  Receive    11/24/2026             (8,204)                       -                      (8,204)
                         (175,637)         (12,709)   Mcgraw Hill Inc FEDEF-1D -   53 bps  Receive    11/24/2026            56,658                       -                     56,658

 

 
 
NAA OPPORTUNITY FUND                  
SCHEDULE OF INVESTMENTS (Unaudited) (Continued)            
June 30, 2026                  
                             
    TOTAL RETURN SWAPS                       
     Notional Amount at June 30, 2026   Number of Shares     Reference Obligation#   Floating Rate    Pay/Receive Floating Rate    Maturity Date^     Fair Value   Upfront Payments/
Receipts 
 Unrealized Appreciation (Depreciation) 
     $ (213,697)         (14,559)   Mechanics Bancorp-A FEDEF-1D -   35 bps  Receive    11/24/2026    $ (26,232)  $ -     $ (26,232)
                         (149,244)           (3,242)   Merchants Bancorp FEDEF-1D -   35 bps  Receive    11/24/2026           (12,820)                       -                    (12,820)
                         (201,582)              (159)   Mettler-Toledo International Inc FEDEF-1D -   35 bps  Receive    11/24/2026                (471)                       -                         (471)
                         (137,157)           (3,193)   Miami International FEDEF-1D -   35 bps  Receive    11/24/2026            20,002                       -                     20,002
                            36,683               198   Micron Technology Inc FEDEF-1D +   45 bps  Pay    11/24/2026          190,718                       -                   190,718
                          221,862            4,773   Millicom Intl Cellular FEDEF-1D +   45 bps  Pay    11/24/2026          216,146                       -                   216,146
                         (338,725)           (5,545)   Minerals Technologies FEDEF-1D -   35 bps  Receive    11/24/2026           (63,936)                       -                    (63,936)
                          109,977            7,533   Mitek Systems Inc FEDEF-1D +   45 bps  Pay    11/24/2026            40,937                       -                     40,937
                          290,791            1,557   Molina Healthcare Inc FEDEF-1D +   45 bps  Pay    11/24/2026            63,825                       -                     63,825
                          150,137            1,826   Monster Beverage Corp FEDEF-1D +   45 bps  Pay    11/24/2026            23,341                       -                     23,341
                         (152,076)              (911)   Msa Safety Inc FEDEF-1D -   35 bps  Receive    11/24/2026             (6,212)                       -                      (6,212)
                          467,010            4,573   Msc Industrial Direct FEDEF-1D +   45 bps  Pay    11/24/2026            73,932                       -                     73,932
                          169,496            2,024   Mueller Industries Inc FEDEF-1D +   45 bps  Pay    11/24/2026            74,413                       -                     74,413
                          129,430            4,702   Mueller Water Products FEDEF-1D +   45 bps  Pay    11/24/2026             (8,493)                       -                      (8,493)
                         (133,023)              (296)   Myr Group Inc FEDEF-1D -   35 bps  Receive    11/24/2026           (14,745)                       -                    (14,745)
                         (202,113)           (4,692)   National Bank Holdings FEDEF-1D -   35 bps  Receive    11/24/2026             (6,786)                       -                      (6,786)
                         (413,338)         (11,221)   National Beverage Co FEDEF-1D -   35 bps  Receive    11/24/2026            64,333                       -                     64,333
                         (123,957)           (9,627)   Navan Inc-Cl A FEDEF-1D -   35 bps  Receive    11/24/2026           (95,283)                       -                    (95,283)
                         (233,614)           (9,473)   Neptune Insurance Holdings FEDEF-1D -   35 bps  Receive    11/24/2026           (62,990)                       -                    (62,990)
                          147,187          14,418   Nerdwallet Inc-Cl A FEDEF-1D +   45 bps  Pay    11/24/2026           (15,200)                       -                    (15,200)
                          428,261          13,324   Netscout Systems Inc FEDEF-1D +   45 bps  Pay    11/24/2026          147,839                       -                   147,839
                         (288,575)              (399)   Newmarket Corp FEDEF-1D -   35 bps  Receive    11/24/2026           (26,947)                       -                    (26,947)
                          510,090            5,931   Newmont Corp FEDEF-1D +   45 bps  Pay    11/24/2026            37,924                       -                     37,924
                         (224,913)           (1,167)   Nexstar Media Group FEDEF-1D -   35 bps  Receive    11/24/2026            16,384                       -                     16,384
                          119,941               159   Northrop Grumman Corp FEDEF-1D +   45 bps  Pay    11/24/2026           (40,176)                       -                    (40,176)
                         (120,324)              (939)   Novanta Inc FEDEF-1D -   35 bps  Receive    11/24/2026           (31,393)                       -                    (31,393)
                          403,352            1,848   Nucor Corp FEDEF-1D +   45 bps  Pay    11/24/2026              6,473                       -                       6,473
                          407,209            9,489   Occidental Petroleum FEDEF-1D +   45 bps  Pay    11/24/2026            47,460                       -                     47,460
                          158,171          14,131   Oil States Internati FEDEF-1D +   45 bps  Pay    11/24/2026           (46,005)                       -                    (46,005)
                            96,248            1,094   Okta Inc FEDEF-1D +   45 bps  Pay    11/24/2026            51,220                       -                     51,220
                            82,848            1,632   On Semiconductor FEDEF-1D +   45 bps  Pay    11/24/2026            69,119                       -                     69,119
                          282,506            4,306   Oneok Inc FEDEF-1D +   45 bps  Pay    11/24/2026            93,179                       -                     93,179
                          307,114            2,326   Oshkosh Corp FEDEF-1D +   45 bps  Pay    11/24/2026            45,653                       -                     45,653
                          222,823            1,811   Owens Corning FEDEF-1D +   45 bps  Pay    11/24/2026            61,917                       -                     61,917
                          124,045            6,969   P G & E Corp FEDEF-1D +   45 bps  Pay    11/24/2026           (12,012)                       -                    (12,012)
                          148,443            3,840   Par Pacific Holdings FEDEF-1D +   45 bps  Pay    11/24/2026            64,112                       -                     64,112
                         (388,165)           (2,368)   Park National Corp FEDEF-1D -   35 bps  Receive    11/24/2026           (44,588)                       -                    (44,588)
                          260,071          25,266   Patterson-Uti Energy FEDEF-1D +   45 bps  Pay    11/24/2026           (28,278)                       -                    (28,278)
                         (393,435)           (4,212)   Paychex Inc FEDEF-1D -   35 bps  Receive    11/24/2026           (21,439)                       -                    (21,439)
                         (109,319)           (1,019)   Paylocity Holding Co FEDEF-1D -   35 bps  Receive    11/24/2026              3,998                       -                       3,998
                          268,141          11,773   Pediatrix Medical Group FEDEF-1D +   45 bps  Pay    11/24/2026            28,312                       -                     28,312
                          110,022            6,062   Penguin Solutions Inc FEDEF-1D +   45 bps  Pay    11/24/2026          349,515                       -                   349,515
                         (137,825)           (4,907)   Pennant Group Inc FEDEF-1D -   35 bps  Receive    11/24/2026           (41,652)                       -                    (41,652)
                         (208,993)           (1,250)   Penske Automotive Group FEDEF-1D -   35 bps  Receive    11/24/2026           (15,367)                       -                    (15,367)
                         (236,750)           (8,465)   Perimeter Solutions FEDEF-1D -   35 bps  Receive    11/24/2026           (61,872)                       -                    (61,872)
                          214,236            4,560   Pilgrim'S Pride Corp FEDEF-1D +   45 bps  Pay    11/24/2026           (87,477)                       -                    (87,477)
                          150,827            1,732   Pinnacle West Capital FEDEF-1D +   45 bps  Pay    11/24/2026            34,597                       -                     34,597
                         (183,895)           (2,640)   Planet Fitness Inc FEDEF-1D -   35 bps  Receive    11/24/2026            47,463                       -                     47,463
                         (198,203)              (948)   Plexus Corp FEDEF-1D -   35 bps  Receive    11/24/2026           (85,234)                       -                    (85,234)
                          513,870          10,955   Portland General Electric FEDEF-1D +   45 bps  Pay    11/24/2026            57,382                       -                     57,382
                         (111,410)              (660)   Pricesmart Inc FEDEF-1D -   35 bps  Receive    11/24/2026           (17,221)                       -                    (17,221)
                         (377,826)         (10,700)   Pursuit Attractions FEDEF-1D -   35 bps  Receive    11/24/2026         (214,369)                       -                  (214,369)

 

 
 
NAA OPPORTUNITY FUND                  
SCHEDULE OF INVESTMENTS (Unaudited) (Continued)                
June 30, 2026                  
                             
    TOTAL RETURN SWAPS                       
     Notional Amount at June 30, 2026   Number of Shares     Reference Obligation#   Floating Rate    Pay/Receive Floating Rate    Maturity Date^     Fair Value   Upfront Payments/
Receipts 
 Unrealized Appreciation (Depreciation) 
     $ (355,286)           (2,539)   Quaker Chemical Corp FEDEF-1D +45 bps  Receive    11/24/2026    $ (44,286)  $  -     $ (44,286)
                            77,144               501   Qualcomm Inc FEDEF-1D -35 bps    Pay    11/24/2026            14,036                       -                     14,036
                         (131,878)           (1,874)   Radnet Inc FEDEF-1D -35 bps    Receive    11/24/2026            18,112                       -                     18,112
                         (210,348)           (2,089)   Rb Global Inc FEDEF-1D +45 bps  Receive    11/24/2026           (30,447)                       -                    (30,447)
                             (5,457)              (460)   Realreal Inc FEDEF-1D +45 bps  Receive    11/24/2026                   94                       -                            94
                            79,160               555   Regal Rexnord Corp FEDEF-1D +45 bps  Pay    11/24/2026            51,521                       -                     51,521
                         (115,621)           (1,598)   Republic Bancorp Inc FEDEF-1D +45 bps  Receive    11/24/2026           (28,815)                       -                    (28,815)
                         (258,345)           (1,173)   Republic Services Inc FEDEF-1D +45 bps  Receive    11/24/2026              9,797                       -                       9,797
                          149,751               710   Rtx Corp FEDEF-1D +45 bps  Pay    11/24/2026           (16,543)                       -                    (16,543)
                          131,697               595   Ryder System Inc FEDEF-1D +45 bps  Pay    11/24/2026            23,992                       -                     23,992
                           (51,620)           (6,172)   Sable Offshore Corp FEDEF-1D -35 bps    Receive    11/24/2026            33,091                       -                     33,091
                         (101,317)         (12,144)   Savers Value Village FEDEF-1D +45 bps  Receive    11/24/2026           (20,700)                       -                    (20,700)
                          118,085            3,288   Schneider National Inc FEDEF-1D -35 bps    Pay    11/24/2026              1,967                       -                       1,967
                          342,202            5,470   Scorpio Tankers Inc FEDEF-1D +45 bps  Pay    11/24/2026            35,819                       -                     35,819
                         (299,735)           (4,844)   Scotts Miracle-Gro Co FEDEF-1D -35 bps    Receive    11/24/2026           (31,693)                       -                    (31,693)
                         (172,399)         (14,876)   Select Water Solutions FEDEF-1D -35 bps    Receive    11/24/2026         (124,211)                       -                  (124,211)
                          123,022            2,982   Sensata Technologies FEDEF-1D +45 bps  Pay    11/24/2026            18,880                       -                     18,880
                         (361,963)           (3,805)   Sensient Technologies FEDEF-1D +45 bps  Receive    11/24/2026         (104,514)                       -                  (104,514)
                         (158,973)           (2,148)   Service Corp International FEDEF-1D +45 bps  Receive    11/24/2026             (4,543)                       -                      (4,543)
                         (426,587)           (5,589)   Servisfirst Bancshares FEDEF-1D +45 bps  Receive    11/24/2026           (57,135)                       -                    (57,135)
                          111,320          10,442   Sfl Corp Ltd FEDEF-1D +45 bps  Pay    11/24/2026             (3,657)                       -                      (3,657)
                         (155,865)           (1,694)   Shake Shack Inc FEDEF-1D +45 bps  Receive    11/24/2026            62,594                       -                     62,594
                         (219,237)         (10,704)   Simmons First Natl Corp FEDEF-1D +45 bps  Receive    11/24/2026           (25,203)                       -                    (25,203)
                         (184,251)         (11,875)   Six Flags Entertainment FEDEF-1D -35 bps    Receive    11/24/2026           (65,626)                       -                    (65,626)
                         (144,567)           (3,161)   Sl Green Realty Corp FEDEF-1D +45 bps  Receive    11/24/2026           (22,187)                       -                    (22,187)
                          147,903            4,892   Sm Energy Co FEDEF-1D +45 bps  Pay    11/24/2026           (20,246)                       -                    (20,246)
                         (135,854)           (4,315)   Smartstop Self Storae FEDEF-1D -35 bps    Receive    11/24/2026             (5,350)                       -                      (5,350)
                          439,418            6,726   Smith (A.O.) Corp FEDEF-1D -35 bps    Pay    11/24/2026           (19,597)                       -                    (19,597)
                           (65,395)           (1,665)   Solaris Energy Infrastructure FEDEF-1D +45 bps  Receive    11/24/2026           (67,564)                       -                    (67,564)
                         (218,849)           (2,752)   Solstice Adv Materials FEDEF-1D -35 bps    Receive    11/24/2026           (23,330)                       -                    (23,330)
                          291,183            6,881   Southwest Airlines Co. FEDEF-1D +45 bps  Pay    11/24/2026            62,921                       -                     62,921
                          306,099          18,856   Spok Holdings Inc FEDEF-1D -35 bps    Pay    11/24/2026           (97,640)                       -                    (97,640)
                         (214,920)              (425)   Spotify Technology S.A. FEDEF-1D -35 bps    Receive    11/24/2026            20,357                       -                     20,357
                          562,882          99,901   Sprinklr Inc-A FEDEF-1D -35 bps    Pay    11/24/2026           (52,195)                       -                    (52,195)
                          169,717            6,272   St Corp-Class A FEDEF-1D +45 bps  Pay    11/24/2026           (16,268)                       -                    (16,268)
                         (237,091)              (908)   Standex International FEDEF-1D +45 bps  Receive    11/24/2026           (86,042)                       -                    (86,042)
                          244,944            3,454   Stanley Black & Deck FEDEF-1D +45 bps  Pay    11/24/2026            79,956                       -                     79,956
                          236,788          31,665   Stealthgas Inc FEDEF-1D +45 bps  Pay    11/24/2026              8,601                       -                       8,601
                          227,699            1,334   Steel Dynamics Inc FEDEF-1D -35 bps    Pay    11/24/2026            75,145                       -                     75,145
                         (147,942)           (2,929)   Stepan Co FEDEF-1D -35 bps    Receive    11/24/2026           (15,156)                       -                    (15,156)
                           (91,455)           (2,049)   Stepstone Group Inc FEDEF-1D +45 bps  Receive    11/24/2026              5,998                       -                       5,998
                         (151,960)           (3,534)   Steven Madden Ltd FEDEF-1D -35 bps    Receive    11/24/2026              2,837                       -                       2,837
                         (291,853)           (4,433)   Stock Yards Bancorp FEDEF-1D +45 bps  Receive    11/24/2026           (46,505)                       -                    (46,505)
                          110,237            1,443   Stonex Group Inc FEDEF-1D -35 bps    Pay    11/24/2026            58,867                       -                     58,867
                         (200,128)           (4,712)   Sylvamo Corp FEDEF-1D +45 bps  Receive    11/24/2026            21,540                       -                     21,540
                         (382,039)           (1,722)   Take-Two Interactive FEDEF-1D +45 bps  Receive    11/24/2026           (46,920)                       -                    (46,920)
                          227,956            2,348   Target Corp FEDEF-1D -35 bps    Pay    11/24/2026            79,183                       -                     79,183
                          159,672               994   Td Synnex Corp FEDEF-1D +45 bps  Pay    11/24/2026          103,801                       -                   103,801
                          167,635               767   Te Connectivity Plc FEDEF-1D +45 bps  Pay    11/24/2026           (14,345)                       -                    (14,345)
                          154,226            2,780   Teekay Tankers Ltd-C FEDEF-1D +45 bps  Pay    11/24/2026            26,656                       -                     26,656
                          259,126          37,819   Teladoc Health Inc FEDEF-1D -35 bps    Pay    11/24/2026            60,116                       -                     60,116
                         (179,350)              (281)   Teledyne Technologies FEDEF-1D +45 bps  Receive    11/24/2026             (7,101)                       -                      (7,101)

 

 
 
NAA OPPORTUNITY FUND                  
SCHEDULE OF INVESTMENTS (Unaudited) (Continued)                
June 30, 2026                  
                             
    TOTAL RETURN SWAPS                       
     Notional Amount at June 30, 2026   Number of Shares     Reference Obligation#   Floating Rate    Pay/Receive Floating Rate    Maturity Date^     Fair Value   Upfront Payments/
Receipts 
 Unrealized Appreciation (Depreciation) 
     $ 629,673          16,385   Telephone And Data Systems FEDEF-1D +   45 bps  Pay    11/24/2026    $ (41,808)  $ -     $ (41,808)
                         (268,301)              (713)   Texas Pacific Land Co. FEDEF-1D -   35 bps  Receive    11/24/2026           (43,030)                       -                    (43,030)
                         (278,546)           (1,584)   Texas Roadhouse Inc FEDEF-1D -   35 bps  Receive    11/24/2026           (27,983)                       -                    (27,983)
                          182,153            1,654   Timken Co FEDEF-1D +   45 bps  Pay    11/24/2026            56,323                       -                     56,323
                         (142,492)           (9,301)   Titan America S.A. FEDEF-1D -   73 bps  Receive    11/24/2026           (30,746)                       -                    (30,746)
                          255,355            1,006   T-Mobile Us Inc FEDEF-1D +   45 bps  Pay    11/24/2026           (97,088)                       -                    (97,088)
                          342,753            4,036   Toro Co FEDEF-1D +   45 bps  Pay    11/24/2026            44,694                       -                     44,694
                         (252,497)              (219)   Transdigm Group Inc FEDEF-1D -   35 bps  Receive    11/24/2026           (37,893)                       -                    (37,893)
                         (160,513)           (2,054)   Transunion FEDEF-1D -   35 bps  Receive    11/24/2026            13,851                       -                     13,851
                         (204,915)           (5,326)   Trimas Corp FEDEF-1D -   35 bps  Receive    11/24/2026           (34,050)                       -                    (34,050)
                         (181,946)           (3,061)   Triumph Financial Inc FEDEF-1D -   35 bps  Receive    11/24/2026           (49,927)                       -                    (49,927)
                         (117,379)         (18,572)   Tronox Holdings Plc FEDEF-1D -   35 bps  Receive    11/24/2026                   59                       -                            59
                            64,953            1,456   Truist Financial Corp FEDEF-1D +   45 bps  Pay    11/24/2026              7,374                       -                       7,374
                          381,216          31,758   Ty Global Ltd-A FEDEF-1D +   45 bps  Pay    11/24/2026           (21,959)                       -                    (21,959)
                          184,865            2,012   Ufp Industries Inc FEDEF-1D +   45 bps  Pay    11/24/2026             (3,666)                       -                      (3,666)
                         (245,540)           (1,028)   Ufp Technologies Inc FEDEF-1D -   35 bps  Receive    11/24/2026           (23,995)                       -                    (23,995)
                          281,754            7,684   Ugi Corp FEDEF-1D +   45 bps  Pay    11/24/2026           (15,210)                       -                    (15,210)
                          557,369            5,007   United Airlines Holdings FEDEF-1D +   45 bps  Pay    11/24/2026          118,905                       -                   118,905
                          207,035            6,149   United Community Bank FEDEF-1D +   45 bps  Pay    11/24/2026              8,913                       -                       8,913
                          131,399            2,568   United Natural Foods FEDEF-1D +   45 bps  Pay    11/24/2026           (14,981)                       -                    (14,981)
                          209,396            2,125   United Parcel Services FEDEF-1D +   45 bps  Pay    11/24/2026            20,383                       -                     20,383
                         (453,356)           (3,864)   United States Lime & Minerals FEDEF-1D -   35 bps  Receive    11/24/2026            55,453                       -                     55,453
                          124,527               329   Unitedhealth Group Inc FEDEF-1D +   45 bps  Pay    11/24/2026            12,570                       -                     12,570
                           (88,550)           (6,451)   Uranium Energy Corp FEDEF-1D -   35 bps  Receive    11/24/2026            20,016                       -                     20,016
                          493,377            2,261   Valero Energy Corp FEDEF-1D +   45 bps  Pay    11/24/2026            93,210                       -                     93,210
                         (173,985)              (333)   Valmont Industries FEDEF-1D -   35 bps  Receive    11/24/2026           (18,154)                       -                    (18,154)
                         (299,136)           (8,231)   Valvoline Inc FEDEF-1D -   35 bps  Receive    11/24/2026           (23,522)                       -                    (23,522)
                         (293,845)           (1,386)   Verisk Analytics Inc FEDEF-1D -   35 bps  Receive    11/24/2026            46,884                       -                     46,884
                          316,627            7,420   Verizon Communications FEDEF-1D +   45 bps  Pay    11/24/2026              4,835                       -                       4,835
                          118,073            2,398   Viasat Inc FEDEF-1D +   45 bps  Pay    11/24/2026            96,188                       -                     96,188
                         (244,347)           (6,204)   Viper Energy Inc FEDEF-1D -   35 bps  Receive    11/24/2026           (23,284)                       -                    (23,284)
                          375,618          11,182   Vornado Realty Trust FEDEF-1D +   45 bps  Pay    11/24/2026            62,600                       -                     62,600
                           (87,441)           (3,048)   Voyager Technologies FEDEF-1D -   35 bps  Receive    11/24/2026             (9,790)                       -                      (9,790)
                         (196,723)              (673)   Vulcan Materials Co FEDEF-1D -   35 bps  Receive    11/24/2026                 697                       -                          697
                         (177,189)           (3,571)   Walker & Dunlop Inc FEDEF-1D -   35 bps  Receive    11/24/2026           (18,613)                       -                    (18,613)
                         (151,498)           (5,392)   Warner Music Group FEDEF-1D -   35 bps  Receive    11/24/2026              5,303                       -                       5,303
                           (90,760)              (460)   Wd-40 Co FEDEF-1D -   35 bps  Receive    11/24/2026           (21,075)                       -                    (21,075)
                         (156,151)         (21,334)   Weride Inc-Adr FEDEF-1D -   68 bps  Receive    11/24/2026            33,766                       -                     33,766
                         (137,653)           (2,493)   Westamerica Bancorporation FEDEF-1D -   35 bps  Receive    11/24/2026             (9,082)                       -                      (9,082)
                         (177,237)           (2,185)   Westlake Corp FEDEF-1D -   35 bps  Receive    11/24/2026            19,695                       -                     19,695
                         (425,030)           (9,839)   Wiley (John) & Sons FEDEF-1D -   35 bps  Receive    11/24/2026           (51,140)                       -                    (51,140)
                         (197,568)           (1,956)   Willdan Group Inc FEDEF-1D -   35 bps  Receive    11/24/2026            45,820                       -                     45,820
                         (235,405)              (576)   Winmark Corp FEDEF-1D -   35 bps  Receive    11/24/2026             (7,457)                       -                      (7,457)
                          142,489               884   Wix.Com Ltd FEDEF-1D +   45 bps  Pay    11/24/2026         (109,483)                       -                  (109,483)
                          306,494            2,380   Workday Inc-Class A FEDEF-1D +   45 bps  Pay    11/24/2026           (17,976)                       -                    (17,976)
                          185,882            7,759   World Kinect Corp FEDEF-1D +   45 bps  Pay    11/24/2026            69,585                       -                     69,585
                         (224,489)           (2,773)   Wyndham Hotels & Resorts FEDEF-1D -   35 bps  Receive    11/24/2026             (8,954)                       -                      (8,954)
                         (192,880)           (1,817)   Wynn Resorts Ltd FEDEF-1D -   35 bps  Receive    11/24/2026            17,035                       -                     17,035
                         (132,679)           (3,029)   Xpel Inc FEDEF-1D -   35 bps  Receive    11/24/2026           (17,210)                       -                    (17,210)
                          214,453            5,914   Zillow Group Inc FEDEF-1D +   45 bps  Pay    11/24/2026           (28,747)                       -                    (28,747)
                            67,806               777   Zoom Communications FEDEF-1D +   45 bps  Pay    11/24/2026             (1,334)                       -                      (1,334)
                         $ 1,203,887  $ -    1,203,887
    # The counterparty for all swap contracts is Morgan Stanley.    
    ^ Pays at maturity date.                      
                             
    LTD - Limited Company                      
    PLC - Public Limited Company                      
    REIT - Real Estate Investment Trust  
    FEDEF-1D - 1 Day Federal Funds Rate. The FEDEF-1D was 3.63% on June 30, 2026.