Shares
|
Description
|
Value
|
|||
COMMON STOCKS — 99.8%
|
|||||
|
Banks — 15.9%
|
|
|||
412,537
|
Bank of America Corp. (a)
|
$14,030,383
|
|||
412,962
|
Citizens Financial Group, Inc. (a)
|
13,503,857
|
|||
250,327
|
Comerica, Inc. (a)
|
13,162,194
|
|||
1,077,907
|
Huntington Bancshares, Inc. (a)
|
13,721,756
|
|||
83,871
|
JPMorgan Chase & Co. (a)
|
14,623,748
|
|||
90,982
|
PNC Financial Services Group (The), Inc. (a)
|
13,757,388
|
|||
172,104
|
Popular, Inc. (a)
|
14,706,287
|
|||
709,641
|
Regions Financial Corp. (a)
|
13,248,998
|
|||
|
|
110,754,611
|
|||
|
Capital Markets — 3.9%
|
|
|||
36,423
|
Goldman Sachs Group (The), Inc. (a)
|
13,986,796
|
|||
151,307
|
Morgan Stanley (a)
|
13,200,023
|
|||
|
|
27,186,819
|
|||
|
Chemicals — 2.0%
|
|
|||
181,805
|
CF Industries Holdings, Inc. (a)
|
13,728,096
|
|||
|
Communications Equipment — 2.0%
|
|
|||
277,849
|
Cisco Systems, Inc. (a)
|
13,942,463
|
|||
|
Consumer Finance — 8.3%
|
|
|||
76,759
|
American Express Co. (a)
|
15,408,602
|
|||
106,851
|
Capital One Financial Corp. (a)
|
14,459,077
|
|||
130,740
|
Discover Financial Services (a)
|
13,795,685
|
|||
373,453
|
Synchrony Financial (a)
|
14,516,118
|
|||
|
|
58,179,482
|
|||
|
Financial Services — 8.2%
|
|
|||
407,209
|
Equitable Holdings, Inc. (a)
|
13,311,662
|
|||
33,111
|
Mastercard, Inc., Class A (a)
|
14,874,455
|
|||
731,100
|
MGIC Investment Corp. (a)
|
14,505,024
|
|||
53,715
|
Visa, Inc., Class A (a)
|
14,678,161
|
|||
|
|
57,369,302
|
|||
|
Food Products — 1.5%
|
|
|||
182,983
|
Archer-Daniels-Midland Co. (a)
|
10,170,195
|
|||
|
Health Care Equipment & Supplies — 2.1%
|
|
|||
129,192
|
Abbott Laboratories (a)
|
14,618,075
|
|||
|
Health Care Providers & Services — 3.7%
|
|
|||
29,589
|
Elevance Health, Inc. (a)
|
14,600,396
|
|||
30,046
|
Humana, Inc. (a)
|
11,359,191
|
|||
|
|
25,959,587
|
|||
|
Household Durables — 2.0%
|
|
|||
92,900
|
Lennar Corp., Class A (a)
|
13,921,065
|
|||
|
Insurance — 4.1%
|
|
|||
172,034
|
Aflac, Inc. (a)
|
14,509,347
|
|||
176,706
|
Principal Financial Group, Inc. (a)
|
13,977,445
|
|||
|
|
28,486,792
|
|||
|
IT Services — 4.1%
|
|
|||
40,267
|
Accenture PLC, Class A (a)
|
14,652,356
|
|||
181,857
|
Cognizant Technology Solutions Corp., Class A (a)
|
14,024,812
|
|||
|
|
28,677,168
|
Shares
|
Description
|
Value
|
|||
COMMON STOCKS (Continued)
|
|||||
|
Machinery — 4.1%
|
|
|||
310,302
|
Mueller Industries, Inc. (a)
|
$14,894,496
|
|||
48,424
|
Snap-on, Inc. (a)
|
14,039,570
|
|||
|
|
28,934,066
|
|||
|
Media — 4.1%
|
|
|||
421,836
|
Interpublic Group of (The) Cos., Inc. (a)
|
13,916,369
|
|||
159,644
|
Omnicom Group, Inc. (a)
|
14,428,625
|
|||
|
|
28,344,994
|
|||
|
Metals & Mining — 8.1%
|
|
|||
334,008
|
Freeport-McMoRan, Inc. (a)
|
13,256,777
|
|||
80,175
|
Nucor Corp. (a)
|
14,987,113
|
|||
51,216
|
Reliance Steel & Aluminum Co. (a)
|
14,618,071
|
|||
111,190
|
Steel Dynamics, Inc. (a)
|
13,419,521
|
|||
|
|
56,281,482
|
|||
|
Oil, Gas & Consumable Fuels — 11.6%
|
|
|||
92,799
|
Chevron Corp. (a)
|
13,681,357
|
|||
84,679
|
Chord Energy Corp. (a)
|
13,020,243
|
|||
201,003
|
Civitas Resources, Inc. (a)
|
13,027,004
|
|||
121,000
|
ConocoPhillips (a)
|
13,536,270
|
|||
137,366
|
Exxon Mobil Corp. (a)
|
14,122,599
|
|||
644,362
|
Magnolia Oil & Gas Corp., Class A (a)
|
13,286,744
|
|||
|
|
80,674,217
|
|||
|
Paper & Forest Products — 2.0%
|
|
|||
206,229
|
Louisiana-Pacific Corp. (a)
|
13,724,540
|
|||
|
Pharmaceuticals — 2.0%
|
|
|||
520,198
|
Pfizer, Inc. (a)
|
14,086,962
|
|||
|
Semiconductors & Semiconductor Equipment — 6.1%
|
|
|||
17,911
|
Lam Research Corp. (a)
|
14,779,620
|
|||
170,256
|
Micron Technology, Inc. (a)
|
14,599,452
|
|||
82,180
|
Texas Instruments, Inc. (a)
|
13,158,661
|
|||
|
|
42,537,733
|
|||
|
Software — 2.1%
|
|
|||
37,372
|
Microsoft Corp. (a)
|
14,858,360
|
|||
|
Technology Hardware, Storage & Peripherals — 1.9%
|
|
|||
155,866
|
NetApp, Inc. (a)
|
13,591,515
|
|||
|
Total Common Stocks
|
696,027,524
|
|||
|
(Cost $656,718,635)
|
|
|||
MONEY MARKET FUNDS — 0.1%
|
|||||
955,558
|
Dreyfus Government Cash Management Fund, Institutional Shares - 5.22% (b)
|
955,558
|
|||
|
(Cost $955,558)
|
|
|||
|
Total Investments — 99.9%
|
696,983,082
|
|||
|
(Cost $657,674,193)
|
|
Number of
Contracts
|
Description
|
Notional
Amount
|
Exercise
Price
|
Expiration
Date
|
Value
|
WRITTEN OPTIONS — (0.0)%
|
|||||
|
Call Options Written — (0.0)%
|
|
|||
(255)
|
S&P 500 Weeklys
|
$(123,564,075
)
|
$4,890.00
|
02/02/24
|
$(232,815
)
|
|
(Premiums received $904,785)
|
|
|
|
|
|
Net Other Assets and Liabilities — 0.1%
|
695,813
|
|||
|
Net Assets — 100.0%
|
$697,446,080
|
(a)
|
All or a portion of this security is held as collateral for the options written. At January 31, 2024, the value of these securities
amounts to $43,907,330.
|
(b)
|
Rate shown reflects yield as of January 31, 2024.
|
ASSETS TABLE
|
||||
|
Total
Value at
1/31/2024
|
Level 1
Quoted
Prices
|
Level 2
Significant
Observable
Inputs
|
Level 3
Significant
Unobservable
Inputs
|
Common Stocks*
|
$696,027,524
|
$696,027,524
|
$—
|
$—
|
Money Market Funds
|
955,558
|
955,558
|
—
|
—
|
Total Investments
|
$696,983,082
|
$696,983,082
|
$—
|
$—
|
LIABILITIES TABLE
|
||||
|
Total
Value at
1/31/2024
|
Level 1
Quoted
Prices
|
Level 2
Significant
Observable
Inputs
|
Level 3
Significant
Unobservable
Inputs
|
Written Options
|
$(232,815
)
|
$(232,815
)
|
$—
|
$—
|
*
|
See Portfolio of Investments for industry breakout.
|
Shares
|
Description
|
Value
|
|||
COMMON STOCKS — 99.7%
|
|||||
|
Automobiles — 0.9%
|
|
|||
5,787
|
Winnebago Industries, Inc. (a)
|
$380,322
|
|||
|
Banks — 14.7%
|
|
|||
8,516
|
Bank OZK (a)
|
384,157
|
|||
14,111
|
Cadence Bank (a)
|
375,635
|
|||
9,612
|
Cathay General Bancorp (a)
|
395,726
|
|||
7,719
|
Comerica, Inc. (a)
|
405,865
|
|||
14,126
|
Eagle Bancorp, Inc. (a)
|
350,184
|
|||
5,926
|
East West Bancorp, Inc. (a)
|
431,472
|
|||
26,294
|
First BanCorp (a)
|
438,584
|
|||
8,394
|
International Bancshares Corp. (a)
|
443,707
|
|||
11,552
|
OFG Bancorp (a)
|
424,767
|
|||
14,777
|
Pacific Premier Bancorp, Inc. (a)
|
374,893
|
|||
5,392
|
Popular, Inc. (a)
|
460,746
|
|||
10,729
|
Synovus Financial Corp. (a)
|
404,054
|
|||
18,730
|
Veritex Holdings, Inc. (a)
|
393,517
|
|||
4,607
|
Wintrust Financial Corp. (a)
|
446,787
|
|||
9,687
|
Zions Bancorp N.A. (a)
|
405,885
|
|||
|
|
6,135,979
|
|||
|
Building Products — 2.9%
|
|
|||
3,026
|
Advanced Drainage Systems, Inc. (a)
|
394,651
|
|||
2,803
|
Owens Corning (a)
|
424,738
|
|||
3,446
|
UFP Industries, Inc. (a)
|
390,949
|
|||
|
|
1,210,338
|
|||
|
Capital Markets — 2.2%
|
|
|||
2,567
|
Evercore, Inc., Class A (a)
|
440,831
|
|||
6,370
|
Stifel Financial Corp. (a)
|
464,691
|
|||
|
|
905,522
|
|||
|
Chemicals — 1.0%
|
|
|||
3,093
|
Westlake Corp. (a)
|
427,917
|
|||
|
Commercial Services & Supplies — 1.0%
|
|
|||
2,563
|
Tetra Tech, Inc. (a)
|
405,415
|
|||
|
Communications Equipment — 1.3%
|
|
|||
14,504
|
Juniper Networks, Inc. (a)
|
536,068
|
|||
|
Construction & Engineering — 1.0%
|
|
|||
4,642
|
AECOM (a)
|
409,378
|
|||
|
Consumer Finance — 3.3%
|
|
|||
12,483
|
Ally Financial, Inc. (a)
|
457,876
|
|||
23,442
|
SLM Corp. (a)
|
466,027
|
|||
11,777
|
Synchrony Financial (a)
|
457,772
|
|||
|
|
1,381,675
|
|||
|
Electrical Equipment — 1.9%
|
|
|||
1,295
|
Hubbell, Inc. (a)
|
434,563
|
|||
2,882
|
Regal Rexnord Corp. (a)
|
384,632
|
|||
|
|
819,195
|
|||
|
Electronic Equipment, Instruments & Components — 4.9%
|
|
|||
3,810
|
Advanced Energy Industries, Inc. (a)
|
396,926
|
|||
15,187
|
Benchmark Electronics, Inc. (a)
|
411,871
|
|||
7,935
|
Crane NXT Co. (a)
|
462,452
|
Shares
|
Description
|
Value
|
|||
COMMON STOCKS (Continued)
|
|||||
|
Electronic Equipment, Instruments & Components (Continued)
|
|
|||
1,626
|
Littelfuse, Inc. (a)
|
$393,329
|
|||
17,502
|
Vishay Intertechnology, Inc. (a)
|
380,319
|
|||
|
|
2,044,897
|
|||
|
Energy Equipment & Services — 1.0%
|
|
|||
9,815
|
Cactus, Inc., Class A
|
416,549
|
|||
|
Financial Services — 6.2%
|
|
|||
12,487
|
Equitable Holdings, Inc. (a)
|
408,200
|
|||
8,396
|
Essent Group Ltd. (a)
|
463,123
|
|||
8,471
|
Jackson Financial, Inc., Class A (a)
|
424,143
|
|||
22,653
|
MGIC Investment Corp. (a)
|
449,436
|
|||
15,240
|
Radian Group, Inc. (a)
|
441,655
|
|||
4,083
|
Walker & Dunlop, Inc. (a)
|
394,377
|
|||
|
|
2,580,934
|
|||
|
Ground Transportation — 2.9%
|
|
|||
2,255
|
Landstar System, Inc. (a)
|
432,328
|
|||
20,480
|
Marten Transport Ltd. (a)
|
378,880
|
|||
16,811
|
Schneider National, Inc., Class B (a)
|
412,206
|
|||
|
|
1,223,414
|
|||
|
Household Durables — 6.2%
|
|
|||
4,957
|
Century Communities, Inc. (a)
|
429,772
|
|||
13,796
|
Ethan Allen Interiors, Inc. (a)
|
401,878
|
|||
11,778
|
La-Z-Boy, Inc. (a)
|
409,992
|
|||
8,016
|
M.D.C. Holdings, Inc. (a)
|
501,641
|
|||
4,140
|
PulteGroup, Inc. (a)
|
432,878
|
|||
4,146
|
Toll Brothers, Inc. (a)
|
411,905
|
|||
|
|
2,588,066
|
|||
|
Insurance — 4.2%
|
|
|||
3,585
|
American Financial Group, Inc. (a)
|
431,634
|
|||
8,786
|
Fidelity National Financial, Inc. (a)
|
439,564
|
|||
5,453
|
Principal Financial Group, Inc. (a)
|
431,332
|
|||
9,801
|
Unum Group (a)
|
473,780
|
|||
|
|
1,776,310
|
|||
|
Machinery — 8.3%
|
|
|||
3,549
|
AGCO Corp. (a)
|
434,149
|
|||
6,457
|
Donaldson Co., Inc.
|
417,057
|
|||
5,003
|
Graco, Inc. (a)
|
426,756
|
|||
2,019
|
IDEX Corp. (a)
|
427,018
|
|||
3,674
|
ITT, Inc. (a)
|
443,746
|
|||
9,518
|
Mueller Industries, Inc. (a)
|
456,864
|
|||
1,490
|
Snap-on, Inc. (a)
|
431,996
|
|||
7,274
|
Terex Corp. (a)
|
446,842
|
|||
|
|
3,484,428
|
|||
|
Marine Transportation — 1.1%
|
|
|||
4,100
|
Matson, Inc. (a)
|
459,323
|
|||
|
Media — 2.1%
|
|
|||
12,926
|
Interpublic Group of (The) Cos., Inc. (a)
|
426,429
|
|||
4,887
|
Omnicom Group, Inc. (a)
|
441,687
|
|||
|
|
868,116
|
Shares
|
Description
|
Value
|
|||
COMMON STOCKS (Continued)
|
|||||
|
Metals & Mining — 4.5%
|
|
|||
1,376
|
Alpha Metallurgical Resources, Inc. (a)
|
$549,354
|
|||
8,854
|
Commercial Metals Co. (a)
|
462,356
|
|||
1,570
|
Reliance Steel & Aluminum Co. (a)
|
448,110
|
|||
3,415
|
Steel Dynamics, Inc. (a)
|
412,156
|
|||
|
|
1,871,976
|
|||
|
Oil, Gas & Consumable Fuels — 8.6%
|
|
|||
8,089
|
California Resources Corp. (a)
|
385,683
|
|||
2,593
|
Chord Energy Corp. (a)
|
398,700
|
|||
6,089
|
Civitas Resources, Inc. (a)
|
394,628
|
|||
4,368
|
CONSOL Energy, Inc. (a)
|
413,213
|
|||
10,979
|
EQT Corp. (a)
|
388,657
|
|||
19,799
|
Magnolia Oil & Gas Corp., Class A (a)
|
408,255
|
|||
7,545
|
Matador Resources Co. (a)
|
414,145
|
|||
11,099
|
SM Energy Co. (a)
|
411,551
|
|||
263
|
Texas Pacific Land Corp. (a)
|
384,330
|
|||
|
|
3,599,162
|
|||
|
Paper & Forest Products — 1.0%
|
|
|||
6,275
|
Louisiana-Pacific Corp. (a)
|
417,601
|
|||
|
Personal Care Products — 1.0%
|
|
|||
3,065
|
Inter Parfums, Inc. (a)
|
426,495
|
|||
|
Professional Services — 4.0%
|
|
|||
12,309
|
Genpact Ltd. (a)
|
441,893
|
|||
3,771
|
Insperity, Inc. (a)
|
432,496
|
|||
29,805
|
Resources Connection, Inc. (a)
|
401,175
|
|||
4,934
|
Robert Half, Inc. (a)
|
392,451
|
|||
|
|
1,668,015
|
|||
|
Real Estate Management & Development — 0.9%
|
|
|||
10,544
|
Marcus & Millichap, Inc. (a)
|
401,621
|
|||
|
Semiconductors & Semiconductor Equipment — 3.7%
|
|
|||
12,335
|
Amkor Technology, Inc. (a)
|
390,526
|
|||
3,703
|
Skyworks Solutions, Inc. (a)
|
386,815
|
|||
3,885
|
Teradyne, Inc. (a)
|
375,252
|
|||
2,263
|
Universal Display Corp. (a)
|
384,190
|
|||
|
|
1,536,783
|
|||
|
Specialty Retail — 2.9%
|
|
|||
5,489
|
Best Buy Co., Inc. (a)
|
397,898
|
|||
10,046
|
Buckle (The), Inc. (a)
|
373,611
|
|||
2,935
|
Dick’s Sporting Goods, Inc. (a)
|
437,520
|
|||
|
|
1,209,029
|
|||
|
Technology Hardware, Storage & Peripherals — 1.0%
|
|
|||
4,730
|
NetApp, Inc. (a)
|
412,456
|
|||
|
Textiles, Apparel & Luxury Goods — 2.9%
|
|
|||
5,352
|
Columbia Sportswear Co. (a)
|
424,199
|
|||
14,013
|
Movado Group, Inc. (a)
|
386,479
|
|||
10,106
|
Steven Madden Ltd. (a)
|
423,239
|
|||
|
|
1,233,917
|
Shares
|
Description
|
Value
|
|||
COMMON STOCKS (Continued)
|
|||||
|
Trading Companies & Distributors — 2.1%
|
|
|||
3,630
|
Boise Cascade Co. (a)
|
$491,720
|
|||
997
|
Watsco, Inc. (a)
|
389,807
|
|||
|
|
881,527
|
|||
|
Total Investments — 99.7%
|
41,712,428
|
|||
|
(Cost $40,190,156)
|
|
Number of
Contracts
|
Description
|
Notional
Amount
|
Exercise
Price
|
Expiration
Date
|
Value
|
WRITTEN OPTIONS — (0.0)%
|
|||||
|
Call Options Written — (0.0)%
|
|
|||
(18)
|
Russell 2000® Index
|
$(3,505,216
)
|
$1,975.00
|
02/02/24
|
(22,140
)
|
|
(Premiums received $52,527)
|
|
|
|
|
|
Net Other Assets and Liabilities — 0.3%
|
138,230
|
|||
|
Net Assets — 100.0%
|
$41,828,518
|
(a)
|
All or a portion of this security is held as collateral for the options written. At January 31, 2024, the value of these securities
amounts to $2,784,689.
|
ASSETS TABLE
|
||||
|
Total
Value at
1/31/2024
|
Level 1
Quoted
Prices
|
Level 2
Significant
Observable
Inputs
|
Level 3
Significant
Unobservable
Inputs
|
Common Stocks*
|
$41,712,428
|
$41,712,428
|
$—
|
$—
|
LIABILITIES TABLE
|
||||
|
Total
Value at
1/31/2024
|
Level 1
Quoted
Prices
|
Level 2
Significant
Observable
Inputs
|
Level 3
Significant
Unobservable
Inputs
|
Written Options
|
$(22,140
)
|
$(22,140
)
|
$—
|
$—
|
*
|
See Portfolio of Investments for industry breakout.
|
Shares
|
Description
|
Value
|
|||
COMMON STOCKS — 99.6%
|
|||||
|
Communications Equipment — 6.3%
|
|
|||
1,181
|
ADTRAN Holdings, Inc. (a)
|
$7,399
|
|||
3,287
|
Cisco Systems, Inc. (a)
|
164,942
|
|||
3,734
|
Juniper Networks, Inc. (a)
|
138,008
|
|||
490
|
Motorola Solutions, Inc. (a)
|
156,555
|
|||
7,588
|
Nokia Oyj, ADR (a)
|
27,317
|
|||
380
|
Ubiquiti, Inc. (a)
|
47,781
|
|||
|
|
542,002
|
|||
|
Diversified Telecommunication Services — 6.8%
|
|
|||
127
|
ATN International, Inc. (a)
|
4,686
|
|||
3,952
|
BCE, Inc. (a)
|
159,463
|
|||
857
|
Cogent Communications Holdings, Inc. (a)
|
66,161
|
|||
3,168
|
Telefonica S.A., ADR (a)
|
12,957
|
|||
507
|
Telkom Indonesia Persero Tbk PT, ADR (a)
|
12,756
|
|||
8,611
|
TELUS Corp. (a)
|
154,137
|
|||
4,129
|
Verizon Communications, Inc. (a)
|
174,863
|
|||
|
|
585,023
|
|||
|
Electronic Equipment, Instruments & Components — 5.5%
|
|
|||
851
|
Amphenol Corp., Class A (a)
|
86,036
|
|||
352
|
Avnet, Inc. (a)
|
15,946
|
|||
16
|
Bel Fuse, Inc., Class B (a)
|
1,070
|
|||
146
|
Benchmark Electronics, Inc. (a)
|
3,960
|
|||
235
|
CDW Corp. (a)
|
53,279
|
|||
5,180
|
Corning, Inc. (a)
|
168,298
|
|||
129
|
Methode Electronics, Inc. (a)
|
2,678
|
|||
205
|
TD SYNNEX Corp. (a)
|
20,496
|
|||
858
|
TE Connectivity Ltd. (a)
|
121,999
|
|||
262
|
Vishay Intertechnology, Inc. (a)
|
5,693
|
|||
|
|
479,455
|
|||
|
Interactive Media & Services — 0.3%
|
|
|||
230
|
Autohome, Inc., ADR (a)
|
5,796
|
|||
422
|
JOYY, Inc., ADR (a)
|
12,939
|
|||
161
|
Shutterstock, Inc. (a)
|
7,562
|
|||
|
|
26,297
|
|||
|
IT Services — 10.4%
|
|
|||
370
|
Amdocs Ltd. (a)
|
33,922
|
|||
1,284
|
Cognizant Technology Solutions Corp., Class A (a)
|
99,022
|
|||
83
|
Hackett Group (The), Inc. (a)
|
1,919
|
|||
1,730
|
Infosys Ltd., ADR (a)
|
34,358
|
|||
3,969
|
International Business Machines Corp. (a)
|
728,946
|
|||
|
|
898,167
|
|||
|
Media — 2.3%
|
|
|||
37
|
Cable One, Inc. (a)
|
20,310
|
|||
3,774
|
Comcast Corp., Class A (a)
|
175,642
|
|||
|
|
195,952
|
|||
|
Professional Services — 1.5%
|
|
|||
124
|
Concentrix Corp. (a)
|
11,020
|
|||
97
|
CSG Systems International, Inc. (a)
|
4,880
|
|||
1,261
|
Dun & Bradstreet Holdings, Inc. (a)
|
14,615
|
Shares
|
Description
|
Value
|
|||
COMMON STOCKS (Continued)
|
|||||
|
Professional Services (Continued)
|
|
|||
211
|
KBR, Inc. (a)
|
$10,995
|
|||
284
|
Leidos Holdings, Inc. (a)
|
31,374
|
|||
102
|
Science Applications International Corp. (a)
|
13,021
|
|||
725
|
SS&C Technologies Holdings, Inc. (a)
|
44,240
|
|||
|
|
130,145
|
|||
|
Semiconductors & Semiconductor Equipment — 41.0%
|
|
|||
405
|
Amkor Technology, Inc. (a)
|
12,822
|
|||
1,415
|
Analog Devices, Inc. (a)
|
272,189
|
|||
1,052
|
Applied Materials, Inc. (a)
|
172,844
|
|||
128
|
ASML Holding N.V. (a)
|
111,337
|
|||
685
|
Broadcom, Inc. (a)
|
808,300
|
|||
207
|
KLA Corp. (a)
|
122,966
|
|||
128
|
Kulicke & Soffa Industries, Inc. (a)
|
6,441
|
|||
205
|
Lam Research Corp. (a)
|
169,160
|
|||
1,588
|
Microchip Technology, Inc. (a)
|
135,266
|
|||
1,045
|
Micron Technology, Inc. (a)
|
89,609
|
|||
50
|
Monolithic Power Systems, Inc. (a)
|
30,136
|
|||
762
|
NXP Semiconductors N.V. (a)
|
160,454
|
|||
88
|
Power Integrations, Inc. (a)
|
6,596
|
|||
4,742
|
QUALCOMM, Inc. (a)
|
704,234
|
|||
662
|
Skyworks Solutions, Inc. (a)
|
69,153
|
|||
4,105
|
Texas Instruments, Inc. (a)
|
657,293
|
|||
1,413
|
United Microelectronics Corp., ADR (a)
|
10,894
|
|||
57
|
Universal Display Corp. (a)
|
9,677
|
|||
|
|
3,549,371
|
|||
|
Software — 15.7%
|
|
|||
220
|
A10 Networks, Inc. (a)
|
2,941
|
|||
351
|
Adeia, Inc. (a)
|
4,261
|
|||
118
|
Dolby Laboratories, Inc., Class A (a)
|
9,815
|
|||
2,242
|
Gen Digital, Inc. (a)
|
52,642
|
|||
113
|
InterDigital, Inc. (a)
|
11,871
|
|||
247
|
Intuit, Inc. (a)
|
155,939
|
|||
1,701
|
Microsoft Corp. (a)
|
676,284
|
|||
1,281
|
Open Text Corp. (a)
|
55,864
|
|||
152
|
Opera Ltd., ADR (a)
|
1,669
|
|||
2,719
|
Oracle Corp. (a)
|
303,712
|
|||
109
|
Progress Software Corp. (a)
|
6,192
|
|||
84
|
Roper Technologies, Inc. (a)
|
45,108
|
|||
136
|
SAP SE, ADR (a)
|
23,542
|
|||
172
|
Sapiens International Corp. N.V. (a)
|
4,696
|
|||
|
|
1,354,536
|
|||
|
Technology Hardware, Storage & Peripherals — 6.0%
|
|
|||
796
|
Dell Technologies, Inc., Class C (a)
|
65,972
|
|||
5,699
|
Hewlett Packard Enterprise Co. (a)
|
87,138
|
|||
5,499
|
HP, Inc. (a)
|
157,876
|
|||
327
|
Logitech International S.A. (a)
|
27,269
|
|||
706
|
NetApp, Inc. (a)
|
61,563
|
Shares
|
Description
|
Value
|
|||
COMMON STOCKS (Continued)
|
|||||
|
Technology Hardware, Storage & Peripherals (Continued)
|
|
|||
1,156
|
Seagate Technology Holdings PLC (a)
|
$99,046
|
|||
1,356
|
Xerox Holdings Corp. (a)
|
25,032
|
|||
|
|
523,896
|
|||
|
Wireless Telecommunication Services — 3.8%
|
|
|||
2,055
|
America Movil SAB de C.V., ADR (a)
|
37,093
|
|||
3,567
|
Rogers Communications, Inc., Class B (a)
|
166,614
|
|||
1,132
|
Telephone and Data Systems, Inc. (a)
|
21,746
|
|||
12,224
|
Vodafone Group PLC, ADR (a)
|
105,126
|
|||
|
|
330,579
|
|||
|
Total Investments — 99.6%
|
8,615,423
|
|||
|
(Cost $8,260,931)
|
|
Number of
Contracts
|
Description
|
Notional
Amount
|
Exercise
Price
|
Expiration
Date
|
Value
|
WRITTEN OPTIONS — (0.0)%
|
|||||
|
Call Options Written — (0.0)%
|
|
|||
(31)
|
S&P 500® Mini Index
|
$(1,502,136
)
|
$489.00
|
02/02/24
|
(3,069
)
|
|
(Premiums received $10,794)
|
|
|
|
|
|
Net Other Assets and Liabilities — 0.4%
|
32,431
|
|||
|
Net Assets — 100.0%
|
$8,644,785
|
(a)
|
All or a portion of this security is held as collateral for the options written. At January 31, 2024, the value of these securities
amounts to $1,846,481.
|
Abbreviations throughout the Portfolio of Investments:
|
|
ADR
|
– American Depositary Receipt
|
ASSETS TABLE
|
||||
|
Total
Value at
1/31/2024
|
Level 1
Quoted
Prices
|
Level 2
Significant
Observable
Inputs
|
Level 3
Significant
Unobservable
Inputs
|
Common Stocks*
|
$8,615,423
|
$8,615,423
|
$—
|
$—
|
LIABILITIES TABLE
|
||||
|
Total
Value at
1/31/2024
|
Level 1
Quoted
Prices
|
Level 2
Significant
Observable
Inputs
|
Level 3
Significant
Unobservable
Inputs
|
Written Options
|
$(3,069
)
|
$(3,069
)
|
$—
|
$—
|
*
|
See Portfolio of Investments for industry breakout.
|