0001398344-22-001070.txt : 20220126 0001398344-22-001070.hdr.sgml : 20220126 20220126140926 ACCESSION NUMBER: 0001398344-22-001070 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20211130 FILED AS OF DATE: 20220126 PERIOD START: 20220831 FILER: COMPANY DATA: COMPANY CONFORMED NAME: SHELTON FUNDS CENTRAL INDEX KEY: 0000778206 IRS NUMBER: 000000000 FISCAL YEAR END: 0831 FILING VALUES: FORM TYPE: NPORT-P SEC ACT: 1940 Act SEC FILE NUMBER: 811-04417 FILM NUMBER: 22557268 BUSINESS ADDRESS: STREET 1: 1875 LAWRENCE STREET STREET 2: SUITE 300 CITY: DENVER STATE: CO ZIP: 80202-1805 BUSINESS PHONE: 4153982727 MAIL ADDRESS: STREET 1: 1875 LAWRENCE STREET STREET 2: SUITE 300 CITY: DENVER STATE: CO ZIP: 80202-1805 FORMER COMPANY: FORMER CONFORMED NAME: CALIFORNIA INVESTMENT TRUST DATE OF NAME CHANGE: 19920703 FORMER COMPANY: FORMER CONFORMED NAME: CALIFORNIA INVESTMENT TRUST I DATE OF NAME CHANGE: 19870115 0000778206 S000016022 S&P 500 Index Fund C000044029 Direct Shares SPFIX C000044030 K Shares SPXKX NPORT-P 1 primary_doc.xml NPORT-P false 0000778206 XXXXXXXX S000016022 C000044029 C000044030 SHELTON FUNDS 811-04417 0000778206 254900S73SCF59AAL583 1875 Lawrence Street, Suite 300 Denver 80202-1805 800-955-9888 S&P 500 Index Fund S000016022 254900RZ4OG9RYV7LZ19 2022-08-31 2021-11-30 N 249434731.78 11297289.09 238137442.69 0 0 0 0 0 0 0 0 0 0 0 0 0 378302.34 N 3M Company LUZQVYP4VS22CLWDAR65 3M Company COM USD0.01 88579Y101 3736 NS USD 635269.44 0.2667658781 Long EC CORP US N 1 N N N Abbott Laboratories HQD377W2YR662HK5JX27 Abbott Laboratories COM NPV 002824100 11430 NS USD 1437551.1 0.6036644569 Long EC CORP US N 1 N N N AbbVie Inc. 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COM USD0.50 291011104 3946 NS USD 346616.64 0.1455531881 Long EC CORP US N 1 N N N Enphase Energy Inc 5493008U7KIGMI59Z314 Enphase Energy Inc COM USD0.00001 29355A107 825 NS USD 206250 0.0866096476 Long EC CORP US N 1 N N N Entergy Corporation 4XM3TW50JULSLG8BNC79 Entergy Corporation COM USD0.01 29364G103 1304 NS USD 130843.36 0.0549444718 Long EC CORP US N 1 N N N EOG Resources, Inc. XWTZDRYZPBUHIQBKDB46 EOG Resources, Inc. COM USD0.01 26875P101 3810 NS USD 331470 0.1391927268 Long EC CORP US N 1 N N N Equifax Inc. 5493004MCF8JDC86VS77 Equifax Inc. COM USD1.25 294429105 794 NS USD 221248.1 0.0929077332 Long EC CORP US N 1 N N N Equinix, Inc. 549300EVUN2BTLJ3GT74 Equinix, Inc. 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COM USD0.01 49456B101 12716 NS USD 196589.36 0.0825528979 Long EC CORP US N 1 N N N KLA Corporation 549300H0BF5JCG96TJ81 KLA Corporation COM USD0.001 482480100 986 NS USD 402416.18 0.1689848415 Long EC CORP US N 1 N N N Kyndryl Holdings Inc 549300LQ4LWX2R8ZV130 Kyndryl Holdings Inc COMMON STOCK 50155Q100 0.6 NS USD 9.48 0.0000039809 Long EC CORP US N 1 N N N L3 Harris Technologies Inc 549300UTE50ZMDBG8A20 L3 Harris Technologies Inc COM USD1.00 502431109 1318 NS USD 275567.44 0.1157178127 Long EC CORP US N 1 N N N Laboratory Corp of America Holdings OZ7UA8IXAIFILY2VZH07 Laboratory Corp of America Holdings COM USD0.1 50540R409 636 NS USD 181469.88 0.0762038418 Long EC CORP US N 1 N N N Lam Research Corporation 549300I4GMO6D34U1T02 Lam Research Corporation COM USD0.001 512807108 917 NS USD 623422.45 0.2617910241 Long EC CORP US N 1 N N N Lamb Weston Holdings Inc 5493005SMYID1D2OY946 Lamb Weston Holdings Inc COM USD1.00 513272104 955 NS USD 49583.6 0.0208214212 Long EC CORP US N 1 N N N Las Vegas Sands Corp 549300DUOO1KXOHPM605 Las Vegas Sands Corp COM USD0.001 517834107 2145 NS USD 76404.9 0.0320843707 Long EC CORP US N 1 N N N Leggett & Platt Inc. DKOVQUCDW4ZLYCUD4T55 Leggett & Platt Inc. COM USD0.01 524660107 1017 NS USD 41076.63 0.017249127 Long EC CORP US N 1 N N N Leidos Holdings Inc 549300IUTGTP6EJP8124 Leidos Holdings Inc COM USD0.0001 525327102 915 NS USD 80437.65 0.0337778256 Long EC CORP US N 1 N N N Lennar Corporation 529900G61XVRLX5TJX09 Lennar Corporation COM USD0.10 CLASS A 526057104 1796 NS USD 188669.8 0.0792272722 Long EC CORP US N 1 N N N Lincoln National Corporation EFQMQROEDSNBRIP7LE47 Lincoln National Corporation COM NPV 534187109 1186 NS USD 78667.38 0.0330344439 Long EC CORP US N 1 N N N Linde Plc 8945002PAZHZLBGKGF02 Linde Plc COM EUR0.001 G5494J103 3346 NS USD 1064496.44 0.4470092683 Long EC CORP IE N 1 N N N Live Nation Entertainment, Inc. 5493007B9BM9ZXJINO78 Live Nation Entertainment, Inc. COM USD0.01 538034109 1003 NS USD 106969.95 0.0449194166 Long EC CORP US N 1 N N N LKQ Corporation DS830JTTZQN6GK0I2E41 LKQ Corporation COM USD0.01 501889208 1848 NS USD 103303.2 0.0433796546 Long EC CORP US N 1 N N N Lockheed Martin Corporation DPRBOZP0K5RM2YE8UU08 Lockheed Martin Corporation COM USD1.00 539830109 1573 NS USD 524312.36 0.2201721636 Long EC CORP US N 1 N N N Loews Corporation R8V1FN4M5ITGZOG7BS19 Loews Corporation COM USD0.01 540424108 1526 NS USD 81579.96 0.0342575107 Long EC CORP US N 1 N N N Lowes Companies, Inc. WAFCR4OKGSC504WU3E95 Lowes Companies, Inc. COM USD0.50 548661107 4547 NS USD 1112150.73 0.4670205229 Long EC CORP US N 1 N N N Lumen Technologies Inc 8M3THTGWLTYZVE6BBY25 Lumen Technologies Inc COM 550241103 6449 NS USD 79580.66 0.0334179536 Long EC CORP US N 1 N N N LyondellBasell Industries NV BN6WCCZ8OVP3ITUUVN49 LyondellBasell Industries NV COM EUR0.04 CLASS 'A' N53745100 1667 NS USD 145245.71 0.0609923867 Long EC CORP NL N 1 N N N M&T Bank Corporation 549300WYXDDBYRASEG81 M&T Bank Corporation COM USD0.50 55261F104 837 NS USD 122712.57 0.0515301452 Long EC CORP US N 1 N N N Marathon Oil Corporation 1FRVQX2CRLGC1XLP5727 Marathon Oil Corporation COM USD1.00 565849106 5187 NS USD 80346.63 0.0337396039 Long EC CORP US N 1 N N N Marathon Petroleum Company 3BNYRYQHD39K4LCKQF12 Marathon Petroleum Company COM USD0.01 56585A102 4249 NS USD 258551.65 0.1085724475 Long EC CORP US N 1 N N N Marketaxess Hldgs 5493002U1CA1XJOVID83 Marketaxess Hldgs COM USD0.003 57060D108 260 NS USD 91699.4 0.0385069223 Long EC CORP US N 1 N N N Marriott International, Inc. 225YDZ14ZO8E1TXUSU86 Marriott International, Inc. COM USD0.01 CLASS A 571903202 1737 NS USD 256311.72 0.1076318437 Long EC CORP US N 1 N N N Marsh & McLennan Companies, Inc. 549300XMP3KDCKJXIU47 Marsh & McLennan Companies, Inc. COM USD1.00 571748102 3312 NS USD 543234.24 0.2281179448 Long EC CORP US N 1 N N N Martin Marietta Materials Inc 5299005MZ4WZECVATV08 Martin Marietta Materials Inc COM USD0.01 573284106 406 NS USD 163825.06 0.0687943308 Long EC CORP US N 1 N N N Masco Corporation 5GCSNMQXHEYA1JO8QN11 Masco Corporation COM USD1.00 574599106 1816 NS USD 119674.4 0.05025434 Long EC CORP US N 1 N N N MasterCard Incorporated AR5L2ODV9HN37376R084 MasterCard Incorporated COM USD0.0001 CLASS A 57636Q104 5660 NS USD 1782447.2 0.7484951463 Long EC CORP US N 1 N N N McCormick & Company, Incorporated 549300JQQA6MQ4OJP259 McCormick & Company, Incorporated COM NPV 579780206 1700 NS USD 145894 0.0612646203 Long EC CORP US N 1 N N N McDonald's Corporation UE2136O97NLB5BYP9H04 McDonald's Corporation COM USD0.01 580135101 4800 NS USD 1174080 0.4930262065 Long EC CORP US N 1 N N N McKesson Corporation 549300WZWOM80UCFSF54 McKesson Corporation COM USD0.01 58155Q103 1048 NS USD 227164.48 0.0953921725 Long EC CORP US N 1 N N N Medtronic Plc 549300GX3ZBSQWUXY261 Medtronic Plc USD0.0001 G5960L103 8654 NS USD 923381.8 0.3877516234 Long EC CORP IE N 1 N N N Merck & Co., Inc 4YV9Y5M8S0BRK1RP0397 Merck & Co., Inc COM USD0.50 58933Y105 16336 NS USD 1223729.76 0.51387541 Long EC CORP US N 1 N N N Meta Platforms Inc BQ4BKCS1HXDV9HN80Z93 Meta Platforms Inc COM USD0.000006 CL 'A' 30303M102 15413 NS USD 5000901.98 2.1000065859 Long EC CORP US N 1 N N N MetLife Inc. C4BXATY60WC6XEOZDX54 MetLife Inc. COM USD0.01 59156R108 4786 NS USD 280746.76 0.1178927416 Long EC CORP US N 1 N N N Mettler-Toledo International Inc 5493000BD5GJNUDIUG10 Mettler-Toledo International Inc COM USD0.01 592688105 153 NS USD 231661.89 0.0972807499 Long EC CORP US N 1 N N N MGM Resorts International 54930066VBP7DZEGGJ87 MGM Resorts International COM USD0.01 552953101 2752 NS USD 108924.16 0.0457400394 Long EC CORP US N 1 N N N Microchip Technology Incorporated 5493007PTFULNYZJ1R12 Microchip Technology Incorporated COM USD0.001 595017104 3286 NS USD 274150.98 0.115123005 Long EC CORP US N 1 N N N Micron Technology Inc. B3DXGBC8GAIYWI2Z0172 Micron Technology Inc. COM USD0.10 595112103 7124 NS USD 598416 0.2512901765 Long EC CORP US N 1 N N N Microsoft Corporation INR2EJN1ERAN0W5ZP974 Microsoft Corporation COM USD0.00000625 594918104 48449 NS USD 16016754.91 6.7258448437 Long EC CORP US N 1 N N N Mid-America Apartment Communities, Inc. 549300FQZKFR5YNSHZ21 Mid-America Apartment Communities, Inc. COM USD0.01 59522J103 747 NS USD 154068.75 0.0646974068 Long EC CORP US N 1 N N N Moderna Inc 549300EI6OKH5K5Q2G38 Moderna Inc COM USD0.0001 60770K107 1963 NS USD 691820.09 0.2905129417 Long EC CORP US N 1 N N N Mohawk Industries, Inc. 549300JI1115MG3Q6322 Mohawk Industries, Inc. COM USD0.01 608190104 390 NS USD 65469.3 0.0274922327 Long EC CORP US N 1 N N N Molson Coors Beverage Company 54930073LBBH6ZCBE225 Molson Coors Beverage Company COM USD0.01 CLASS B 60871R209 1200 NS USD 53328 0.0223937905 Long EC CORP US N 1 N N N Mondelez International, Inc. 549300DV9GIB88LZ5P30 Mondelez International, Inc. COM NPV 609207105 9036 NS USD 532581.84 0.2236447297 Long EC CORP US N 1 N N N Monolithic Pwr Sys 529900TB7O85LSZ1XU31 Monolithic Pwr Sys COM STK USD0.001 609839105 267 NS USD 147773.82 0.0620540048 Long EC CORP US N 1 N N N Monster Beverage Corp 52990090AP0E7HCB6F33 Monster Beverage Corp COM USD0.005 61174X109 2413 NS USD 202161.14 0.0848926308 Long EC CORP US N 1 N N N Moodys Corp 549300GCEDD8YCF5WU84 Moodys Corp COM USD0.01 615369105 1054 NS USD 411734.56 0.1728978674 Long EC CORP US N 1 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 Morgan Stanley COM USD0.01 617446448 9575.0002 NS USD 907901.52 0.3812510581 Long EC CORP US N 1 N N N Motorola Solutions Inc 6S552MUG6KGJVEBSEC55 Motorola Solutions Inc COM USD0.01 620076307 1134 NS USD 287106.12 0.1205631995 Long EC CORP US N 1 N N N MSCI Inc. 549300HTIN2PD78UB763 MSCI Inc. COM USD0.01 55354G100 530 NS USD 333608.5 0.1400907376 Long EC CORP US N 1 N N N Nasdaq Inc 549300L8X1Q78ERXFD06 Nasdaq Inc COM USD0.01 631103108 749 NS USD 152219.27 0.0639207629 Long EC CORP US N 1 N N N NetApp Inc. QTX3D84DZDD5JYOCYH15 NetApp Inc. COM USD0.001 64110D104 1569 NS USD 139452.72 0.0585597621 Long EC CORP US N 1 N N N Netflix, Inc. 549300Y7VHGU0I7CE873 Netflix, Inc. COM USD0.001 64110L106 2852 NS USD 1830698.8 0.7687572266 Long EC CORP US N 1 N N N Newell Brands Inc. 549300LWGYFM1TVO1Z12 Newell Brands Inc. COM USD1 651229106 2691 NS USD 57775.77 0.0242615228 Long EC CORP US N 1 N N N Newmont Corporation 549300VSP3RIX7FGDZ51 Newmont Corporation COM USD1.60 651639106 5247 NS USD 288165.24 0.121007951 Long EC CORP US N 1 N N N News Corporation 549300ITS31QK8VRBQ14 News Corporation COM USD0.01 CL'A' 65249B109 2672 NS USD 57768.64 0.0242585288 Long EC CORP US N 1 N N N News Corporation 549300ITS31QK8VRBQ14 News Corporation COM USD0.01 CL'B' 65249B208 910 NS USD 19610.5 0.0082349503 Long EC CORP US N 1 N N N Nextera Energy Inc N/A Nextera Energy Inc COM USD0.01 65339F101 12574 NS USD 1091171.72 0.4582109003 Long EC CORP US N 1 N N N Nielsen Holdings Plc 549300ZVCBHQE0XHG367 Nielsen Holdings Plc COM EUR0.07 G6518L108 1879 NS USD 36001.64 0.015118009 Long EC CORP GB N 1 N N N Nike, Inc. 787RXPR0UX0O0XUXPZ81 Nike, Inc. CLASS'B'COM NPV 654106103 8098 NS USD 1370505.52 0.5755103038 Long EC CORP US N 1 N N N NiSource Inc. 549300D8GOWWH0SJB189 NiSource Inc. COM USD0.01 65473P105 2050 NS USD 50245.5 0.0210993699 Long EC CORP US N 1 N N N Norfolk Southern Corporation 54930036C8MWP850MI84 Norfolk Southern Corporation COM USD1 655844108 1609 NS USD 426819.43 0.17923239 Long EC CORP US N 1 N N N Northern Trust Corporation 549300GLF98S992BC502 Northern Trust Corporation COM USD1.666 665859104 1359 NS USD 157236.3 0.066027542 Long EC CORP US N 1 N N N Northrop Grumman Corporation RIMU48P07456QXSO0R61 Northrop Grumman Corporation COM USD1 666807102 962 NS USD 335545.6 0.1409041754 Long EC CORP US N 1 N N N Nortonlifelock Inc YF6ZV0M6AU4FY94MK914 Nortonlifelock Inc COM 668771108 4015 NS USD 99772.75 0.0418971283 Long EC CORP US N 1 N N N Norwegian Cruise Line Holdings Ltd N/A Norwegian Cruise Line Holdings Ltd COM USD0.001 G66721104 1599 NS USD 31196.49 0.0131002037 Long EC CORP BM N 1 N N N NRG Energy, Inc. 5E2UPK5SW04M13XY7I38 NRG Energy, Inc. COM USD0.01 629377508 1663 NS USD 59901.26 0.0251540704 Long EC CORP US N 1 N N N Nucor Corporation 549300GGJCRSI2TIEJ46 Nucor Corporation COM USD0.40 670346105 1924 NS USD 204444.24 0.0858513628 Long EC CORP US N 1 N N N Nvidia Corp 549300S4KLFTLO7GSQ80 Nvidia Corp COM USD0.001 67066G104 15868 NS USD 5185027.68 2.1773256744 Long EC CORP US N 1 N N N NVR Inc 529900RWXR4JI3JYTV70 NVR Inc COM USD0.01 62944T105 23 NS USD 120182.82 0.0504678385 Long EC CORP US N 1 N N N NXP Semiconductors NV 724500M9BY5293JDF951 NXP Semiconductors NV EUR0.20 N6596X109 1526 NS USD 340847.36 0.14313052 Long EC CORP NL N 1 N N N Occidental Petroleum Corporation IM7X0T3ECJW4C1T7ON55 Occidental Petroleum Corporation COM USD0.20 674599105 5528 NS USD 163905.2 0.0688279836 Long EC CORP US N 1 N N N OLD Dominion Fght 5299009TWK32WE417T96 OLD Dominion Fght COM USD0.10 679580100 628 NS USD 223046.76 0.0936630366 Long EC CORP US N 1 N N N Omnicom Group Inc HKUPACFHSSASQK8HLS17 Omnicom Group Inc COM USD0.15 681919106 1397 NS USD 94032.07 0.0394864701 Long EC CORP US N 1 N N N Oneok Inc. 2T3D6M0JSY48PSZI1Q41 Oneok Inc. COM USD0.01 682680103 2916 NS USD 174493.44 0.0732742563 Long EC CORP US N 1 N N N Oracle Corporation 1Z4GXXU7ZHVWFCD8TV52 Oracle Corporation COM USD0.01 68389X105 11686 NS USD 1060387.64 0.4452838781 Long EC CORP US N 1 N N N OReilly Automotive, Inc. 549300K2RLMQL149Q332 OReilly Automotive, Inc. USD0.01 67103H107 248 NS USD 158263.68 0.0664589651 Long EC CORP US N 1 N N N Organon & Co 549300AMCKY57OK2CO56 Organon & Co COMMON STOCK 68622V106 1633 NS USD 47732.59 0.0200441348 Long EC CORP US N 1 N N N Orion Office Reit Inc N/A Orion Office Reit Inc COM 68629Y103 0.2 NS USD 3.55 0.0000014907 Long EC CORP US N 1 N N N Otis Worldwide Corporation 549300ZLBKR8VSU25153 Otis Worldwide Corporation COM 68902V107 2659.0001 NS USD 213783.61 0.0897732031 Long EC CORP US N 1 N N N Paccar Inc KDTEY8BWE486IKZ3CC07 Paccar Inc COM USD1.00 693718108 2262 NS USD 188696.04 0.0792382911 Long EC CORP US N 1 N N N Packaging Corporation of America 549300XZP8MFZFY8TJ84 Packaging Corporation of America COM USD0.01 695156109 651 NS USD 85014.09 0.0356995897 Long EC CORP US N 1 N N N Parker-Hannifin Corporation 5493002CONDB4N2HKI23 Parker-Hannifin Corporation COM USD0.50 701094104 848 NS USD 256146.88 0.1075626231 Long EC CORP US N 1 N N N Paychex Inc 529900K900DW6SUBM174 Paychex Inc COM USD0.01 704326107 2089 NS USD 249008.8 0.1045651609 Long EC CORP US N 1 N N N Paycom Software Inc 254900LSB0HNJUDC6Q18 Paycom Software Inc COM USD0.01 70432V102 337 NS USD 147430.76 0.0619099451 Long EC CORP US N 1 N N N Paypal Holdings Incorporation 5493005X2GO78EFZ3E94 Paypal Holdings Incorporation COM USD0.0001 70450Y103 7426 NS USD 1372993.14 0.5765549191 Long EC CORP US N 1 N N N Penn National Gaming, Inc. 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COM NPV 718172109 10025 NS USD 861548.5 0.36178624 Long EC CORP US N 1 N N N Phillips 66 5493005JBO5YSIGK1814 Phillips 66 COM USD0.01 718546104 2852 NS USD 197272.84 0.0828399087 Long EC CORP US N 1 N N N Pinnacle West Capital Corporation TWSEY0NEDUDCKS27AH81 Pinnacle West Capital Corporation COM NPV 723484101 806 NS USD 52430.3 0.0220168233 Long EC CORP US N 1 N N N Pioneer Natural Resources Company FY8JBF7CCL2VE4F1B628 Pioneer Natural Resources Company COM USD0.01 723787107 1139 NS USD 203106.48 0.0852896032 Long EC CORP US N 1 N N N PNC Financial Services Group Inc CFGNEKW0P8842LEUIA51 PNC Financial Services Group Inc COM USD5 693475105 2767 NS USD 545099 0.2289010052 Long EC CORP US N 1 N N N Pool Corporation 5493005VZK1KMN6CO617 Pool Corporation COM USD0.001 73278L105 269 NS USD 149058.28 0.0625933823 Long EC CORP US N 1 N N N PPG Industries, Inc. 549300BKPEP01R3V6C59 PPG Industries, Inc. COM USD1.666 693506107 1558 NS USD 240196.86 0.100864802 Long EC CORP US N 1 N N N PPL Corporation 9N3UAJSNOUXFKQLF3V18 PPL Corporation COM USD0.01 69351T106 5021 NS USD 139734.43 0.0586780594 Long EC CORP US N 1 N N N Price T Rowe Group 549300SIV6FPS9Y7IH33 Price T Rowe Group COM USD0.20 74144T108 1478 NS USD 295526.1 0.1240989643 Long EC CORP US N 1 N N N Principal Financial Group CUMYEZJOAF02RYZ1JJ85 Principal Financial Group COM USD0.01 74251V102 1776 NS USD 121798.08 0.0511461275 Long EC CORP US N 1 N N N Prologis Inc. 529900DFH19P073LZ636 Prologis Inc. COM USD0.01 74340W103 4828 NS USD 727821 0.3056306441 Long EC CORP US N 1 N N N Prudential Financial, Inc. 5PRBRS5FEH7NREC8OR45 Prudential Financial, Inc. COM USD0.01 744320102 2571 NS USD 262910.46 0.1104028233 Long EC CORP US N 1 N N N PTC Inc 54930050SSMU8SKDJ030 PTC Inc COM USD0.01 69370C100 681 NS USD 74623.98 0.0313365169 Long EC CORP US N 1 N N N Public Service Enterprise Group Incorporated PUSS41EMO3E6XXNV3U28 Public Service Enterprise Group Incorporated COM NPV 744573106 3303 NS USD 206404.47 0.0866745135 Long EC CORP US N 1 N N N Public Storage 549300LMZF40TKJ6DM64 Public Storage COM USD0.10 74460D109 993 NS USD 325088.34 0.1365129046 Long EC CORP US N 1 N N N Pulte Group Inc N/A Pulte Group Inc COM USD0.01 745867101 1717 NS USD 85901.51 0.0360722401 Long EC CORP US N 1 N N N PVH Corporation 123WALMHY1GZXG2YDL90 PVH Corporation COM USD1.00 693656100 464 NS USD 49545.92 0.0208055984 Long EC CORP US N 1 N N N Qorvo Inc 254900YAUJV2EUEVBR11 Qorvo Inc COM USD0.0001 74736K101 744 NS USD 108795.12 0.0456858522 Long EC CORP US N 1 N N N QUALCOMM Incorporated H1J8DDZKZP6H7RWC0H53 QUALCOMM Incorporated COM USD0.0001 747525103 7256 NS USD 1310143.36 0.5501626897 Long EC CORP US N 1 N N N Quanta Services, Inc. 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COM USD0.01 754730109 1273 NS USD 125123.17 0.0525424178 Long EC CORP US N 1 N N N Raytheon Technologies Corporation I07WOS4YJ0N7YRFE7309 Raytheon Technologies Corporation COM 75513E101 9746 NS USD 788646.32 0.331172751 Long EC CORP US N 1 N N N Realty Income Corporation 549300CUWDAUZSH43859 Realty Income Corporation COM USD1 756109104 2292 NS USD 155672.64 0.0653709212 Long EC CORP US N 1 N N N Regency Centers 529900053A7X7FJ97S58 Regency Centers COM USD0.01 758849103 1109 NS USD 76898.06 0.0322914612 Long EC CORP US N 1 N N N Regeneron Pharmaceuticals, Inc. 549300RCBFWIRX3HYQ56 Regeneron Pharmaceuticals, Inc. COM USD0.001 75886F107 673 NS USD 428384.69 0.1798896827 Long EC CORP US N 1 N N N Regions Financial Corporation CW05CS5KW59QTC0DG824 Regions Financial Corporation COM STK USD0.01 7591EP100 6273 NS USD 142710.75 0.0599278922 Long EC CORP US N 1 N N N Republic Services, Inc. NKNQHM6BLECKVOQP7O46 Republic Services, Inc. COM USD0.01 760759100 1448 NS USD 191512.48 0.0804209862 Long EC CORP US N 1 N N N ResMed Inc. 529900T3QE5253CCXF22 ResMed Inc. COM USD0.004 761152107 946 NS USD 241088.1 0.1012390564 Long EC CORP US N 1 N N N Robert Half Intl 529900VPCUY9H3HLIC08 Robert Half Intl COM USD0.001 770323103 808 NS USD 89825.36 0.037719965 Long EC CORP US N 1 N N N Rockwell Automation, Inc. VH3R4HHBHH12O0EXZJ88 Rockwell Automation, Inc. COM USD1 773903109 758 NS USD 254839.6 0.1070136628 Long EC CORP US N 1 N N N Rollins Inc 549300F2A0BXT4SGWD84 Rollins Inc COM USD1 775711104 693 NS USD 23063.04 0.0096847601 Long EC CORP US N 1 N N N Roper Technologies Inc 54930003T4SXCIWVXY35 Roper Technologies Inc COM USD0.01 776696106 684 NS USD 317478.6 0.1333173803 Long EC CORP US N 1 N N N Ross Stores Inc 549300ENZFLPGRDFZQ60 Ross Stores Inc COM USD0.01 778296103 2378 NS USD 259416.02 0.1089354186 Long EC CORP US N 1 N N N Royal Caribbean Group K2NEH8QNVW44JIWK7Z55 Royal Caribbean Group COM USD0.01 V7780T103 1236 NS USD 86297.52 0.0362385348 Long EC CORP LR N 1 N N N S&P Global Inc Y6X4K52KMJMZE7I7MY94 S&P Global Inc COM USD1 78409V104 1549 NS USD 705925.77 0.2964362773 Long EC CORP US N 1 N N N Salesforce.com, Inc. RCGZFPDMRW58VJ54VR07 Salesforce.com, Inc. COM USD0.001 79466L302 5932 NS USD 1690382.72 0.7098349176 Long EC CORP US N 1 N N N SBA Communications Corporation 5299001HX8ZN8Y8QIT49 SBA Communications Corporation COM USD0.01 CL A 78410G104 725 NS USD 249255 0.1046685465 Long EC CORP US N 1 N N N Schlumberger Limited 213800ZUA17OK3QLGM62 Schlumberger Limited COM USD0.01 806857108 9092 NS USD 260758.56 0.1094991855 Long EC CORP CW N 1 N N N Seagate Technology Holdings Plc 635400RUXIFEZSRU8X70 Seagate Technology Holdings Plc COM USD0.00001 G7997R103 1368 NS USD 140452.56 0.0589796205 Long EC CORP IE N 1 N N N Sealed Air Corporation Q0M0CZB4YN6JZ65WXI09 Sealed Air Corporation COM USD0.10 81211K100 1091 NS USD 67772.92 0.0284595817 Long EC CORP US N 1 N N N Sempra PBBKGKLRK5S5C0Y4T545 Sempra COM NPV 816851109 1939 NS USD 232427.93 0.0976024297 Long EC CORP US N 1 N N N Servicenow Inc 549300HJTQM36M0E1G39 Servicenow Inc COM USD0.001 81762P102 1243 NS USD 805091.1 0.3380783345 Long EC CORP US N 1 N N N Simon Property Group Inc 529900GQL5X8H7AO3T64 Simon Property Group Inc COM USD0.0001 828806109 2175 NS USD 332427 0.1395945956 Long EC CORP US N 1 N N N Skyworks Solutions, Inc. 549300WZ3ORQ2BVKBD96 Skyworks Solutions, Inc. COM USD0.25 83088M102 1059 NS USD 160607.94 0.0674433798 Long EC CORP US N 1 N N N Smith(Ao)Corp 549300XG4US7UJNECY36 Smith(Ao)Corp COM USD1 831865209 942 NS USD 74465.1 0.0312697991 Long EC CORP US N 1 N N N Snap-On Incorporated HHWAT5TDOYZMM26KKQ73 Snap-On Incorporated COM USD1 833034101 354 NS USD 72892.14 0.030609273 Long EC CORP US N 1 N N N Southern Company 549300FC3G3YU2FBZD92 Southern Company COM USD5 842587107 6898 NS USD 421467.8 0.1769851037 Long EC CORP US N 1 N N N Southwest Airlines Co. UDTZ87G0STFETI6HGH41 Southwest Airlines Co. COM USD1 844741108 3416 NS USD 151670.4 0.0636902783 Long EC CORP US N 1 N N N Stanley Black & Decker, Inc. 549300DJ09SMTO561131 Stanley Black & Decker, Inc. COM USD2.50 854502101 1071 NS USD 187167.96 0.0785966112 Long EC CORP US N 1 N N N Starbucks Corporation OQSJ1DU9TAOC51A47K68 Starbucks Corporation COM USD0.001 855244109 7666 NS USD 840500.24 0.3529475376 Long EC CORP US N 1 N N N State Street Corporation 549300ZFEEJ2IP5VME73 State Street Corporation COM STK USD1 857477103 2304 NS USD 204986.88 0.0860792313 Long EC CORP US N 1 N N N Steris Plc N/A Steris Plc ORD USD0.001 G8473T100 603 NS USD 131773.59 0.0553350991 Long EC CORP IE N 1 N N N Stryker Corporation 5493002F0SC4JTBU5137 Stryker Corporation COM USD0.10 863667101 2135 NS USD 505205.05 0.2121485157 Long EC CORP US N 1 N N N SVB Financial Group 549300D2KJ20JMXE7542 SVB Financial Group COM USD0.001 78486Q101 354 NS USD 245084.82 0.1029173813 Long EC CORP US N 1 N N N Synchrony Financial 549300RS7EWPM9MA6C78 Synchrony Financial COM USD0.001 87165B103 3546 NS USD 158825.34 0.0666948205 Long EC CORP US N 1 N N N Synopsys Inc QG7T915N9S0NY5UKNE63 Synopsys Inc COM USD0.01 871607107 996 NS USD 339636 0.142621839 Long EC CORP US N 1 N N N Sysco Corporation 5RGWIFLMGH3YS7KWI652 Sysco Corporation COM USD1 871829107 3326 NS USD 232953.04 0.0978229368 Long EC CORP US N 1 N N N T-Mobile US, Inc. 549300QHIJYOHPACPG31 T-Mobile US, Inc. COM USD0.00001 872590104 3810 NS USD 414566.1 0.1740869035 Long EC CORP US N 1 N N N Take-Two Interactive Software Inc. BOMSTHHJK882EWYX3334 Take-Two Interactive Software Inc. COM USD0.01 874054109 778 NS USD 129054.64 0.0541933425 Long EC CORP US N 1 N N N Tapestry Inc 549300LJNVY5SW3VTN33 Tapestry Inc COM USD0.01 876030107 1811 NS USD 72657.32 0.0305106661 Long EC CORP US N 1 N N N Target Corporation 8WDDFXB5T1Z6J0XC1L66 Target Corporation COM STK USD0.0833 87612E106 3182 NS USD 775898.88 0.325819775 Long EC CORP US N 1 N N N TE Connectivity Ltd 894500ZRIX9K13RHXR17 TE Connectivity Ltd COM CHF0.57 H84989104 2160 NS USD 332488.8 0.139620547 Long EC CORP CH N 1 N N N Teledyne Technologies Inc 549300VSMO9KYQWDND94 Teledyne Technologies Inc COM USD0.01 879360105 318 NS USD 132062.22 0.0554563023 Long EC CORP US N 1 N N N Teleflex Incorporated UUL85LWXB4NGSWWXIQ25 Teleflex Incorporated COM USD1 879369106 318 NS USD 94579.56 0.0397163751 Long EC CORP US N 1 N N N Teradyne Inc. C3X4YJ278QNZHRJULN75 Teradyne Inc. COM USD0.125 880770102 1109 NS USD 169532.83 0.0711911693 Long EC CORP US N 1 N N N Tesla Inc 54930043XZGB27CTOV49 Tesla Inc COM USD0.001 88160R101 4957 NS USD 5674575.32 2.3828992434 Long EC CORP US N 1 N N N Texas Instruments Incorporated WDJNR2L6D8RWOEB8T652 Texas Instruments Incorporated COM USD1.00 882508104 5889 NS USD 1132866.93 0.4757197848 Long EC CORP US N 1 N N N Textron Inc. 3PPKBHUG1HD6BO7RNR87 Textron Inc. COM STK USD0.125 883203101 1451 NS USD 102730.8 0.0431392892 Long EC CORP US N 1 N N N The AES Corporation 2NUNNB7D43COUIRE5295 The AES Corporation COM USD0.01 00130H105 4344 NS USD 101562.72 0.0426487825 Long EC CORP US N 1 N N N The Allstate Corporation OBT0W1ED8G0NWVOLOJ77 The Allstate Corporation COM USD0.01 020002101 1925 NS USD 209286 0.0878845416 Long EC CORP US N 1 N N N The Bank of New York Mellon Corporation WFLLPEPC7FZXENRZV188 The Bank of New York Mellon Corporation COM USD0.01 064058100 5190 NS USD 284360.1 0.1194100755 Long EC CORP US N 1 N N N The Boeing Company RVHJWBXLJ1RFUBSY1F30 The Boeing Company COM USD5.00 097023105 3466 NS USD 685748.1 0.2879631579 Long EC CORP US N 1 N N N The Charles Schwab Corporation 549300VSGCJ7E698NM85 The Charles Schwab Corporation COM USD0.01 808513105 9743 NS USD 754010.77 0.3166283981 Long EC CORP US N 1 N N N The Clorox Company 54930044KVSC06Z79I06 The Clorox Company COM USD1.00 189054109 863 NS USD 140539.55 0.0590161498 Long EC CORP US N 1 N N N The Coca-Cola Company UWJKFUJFZ02DKWI3RY53 The Coca-Cola Company COM USD0.25 191216100 24962 NS USD 1309256.9 0.5497904425 Long EC CORP US N 1 N N N The Cooper Companies, Inc. QJKMVPIGLH7530PCUE20 The Cooper Companies, Inc. COM USD0.10 216648402 316 NS USD 118964.52 0.0499562432 Long EC CORP US N 1 N N N The Estee Lauder Companies Inc. 549300VFZ8XJ9NUPU221 The Estee Lauder Companies Inc. COM USD0.01 CLASS A 518439104 1489 NS USD 494452.23 0.2076331317 Long EC CORP US N 1 N N N The Gap, Inc. T2ZG1WRWZ4BUCMQL9224 The Gap, Inc. COM USD0.05 364760108 1450 NS USD 23968.5 0.0100649859 Long EC CORP US N 1 N N N The Hartford Financial Services Group, Inc. IU7C3FTM7Y3BQM112U94 The Hartford Financial Services Group, Inc. COM USD0.01 416515104 2340 NS USD 154674 0.0649515667 Long EC CORP US N 1 N N N The Home Depot, Inc. QEKMOTMBBKA8I816DO57 The Home Depot, Inc. COM USD0.05 437076102 6839 NS USD 2739771.79 1.1505002149 Long EC CORP US N 1 N N N The Interpublic Group of Companies, Inc. 5493008IUOJ5VWTRC333 The Interpublic Group of Companies, Inc. COM USD0.10 460690100 2667 NS USD 88517.73 0.0371708577 Long EC CORP US N 1 N N N The Kraft Heinz Company N/A The Kraft Heinz Company COM USD0.01 500754106 4282 NS USD 143918.02 0.0604348558 Long EC CORP US N 1 N N N The Kroger Co. 6CPEOKI6OYJ13Q6O7870 The Kroger Co. COM USD1.00 501044101 5057 NS USD 210017.21 0.0881915954 Long EC CORP US N 1 N N N The Mosaic Company 2YD5STGSJNMUB7H76907 The Mosaic Company COM USD0.01 61945C103 2068 NS USD 70766.96 0.0297168556 Long EC CORP US N 1 N N N The Procter & Gamble Company 2572IBTT8CCZW6AU4141 The Procter & Gamble Company COM NPV 742718109 15749 NS USD 2276990.42 0.956166487 Long EC CORP US N 1 N N N The Progressive Corporation 529900TACNVLY9DCR586 The Progressive Corporation COM USD1.00 743315103 3824 NS USD 355402.56 0.1492426206 Long EC CORP US N 1 N N N The Sherwin-Williams Company Z15BMIOX8DDH0X2OBP21 The Sherwin-Williams Company COM USD1 824348106 1539 NS USD 509778.36 0.2140689655 Long EC CORP US N 1 N N N The TJX Companies Inc. V167QI9I69W364E2DY52 The TJX Companies Inc. COM USD1 872540109 7758 NS USD 538405.2 0.2260901074 Long EC CORP US N 1 N N N The Western Union Company 28ID94QU1140NC23S047 The Western Union Company COM STK USD0.01 959802109 2800 NS USD 44296 0.0186010228 Long EC CORP US N 1 N N N The Williams Companies, Inc. D71FAKCBLFS2O0RBPG08 The Williams Companies, Inc. COM USD1.00 969457100 7926 NS USD 212337.54 0.0891659613 Long EC CORP US N 1 N N N Thermo Fisher Scientific Inc HCHV7422L5HDJZCRFL38 Thermo Fisher Scientific Inc COM USD1 883556102 2528 NS USD 1599794.24 0.671794499 Long EC CORP US N 1 N N N Tractor Supply Co 549300OJ9VZHZRO6I137 Tractor Supply Co COM USD0.008 892356106 760 NS USD 171250.8 0.0719125888 Long EC CORP US N 1 N N N Trane Technologies Plc 549300BURLR9SLYY2705 Trane Technologies Plc COM USD1 G8994E103 1580 NS USD 294907 0.1238389884 Long EC CORP IE N 1 N N N Transdigm Gp Inc 549300EQD0ZXRSMG3549 Transdigm Gp Inc COM USD0.01 893641100 342 NS USD 197693.1 0.0830163866 Long EC CORP US N 1 N N N Travelers Companies, Inc. 549300Y650407RU8B149 Travelers Companies, Inc. COM NPV 89417E109 1654 NS USD 243055.3 0.102065134 Long EC CORP US N 1 N N N Trimble Inc 549300E2MI7NSZFQWS19 Trimble Inc COM NPV 896239100 1634 NS USD 140311.58 0.0589204194 Long EC CORP US N 1 N N N Truist Financial Corporation 549300DRQQI75D2JP341 Truist Financial Corporation COM 89832Q109 8651 NS USD 513090.81 0.2154599479 Long EC CORP US N 1 N N N Twitter Inc 549300I8RX485XMK6836 Twitter Inc COM USD0.000005 90184L102 5110 NS USD 224533.4 0.0942873147 Long EC CORP US N 1 N N N Tyler Technologies 25490040SMU4Z8LBCW70 Tyler Technologies COM USD0.01 902252105 246 NS USD 127669.08 0.0536115105 Long EC CORP US N 1 N N N Tyson Foods, Inc. WD6L6041MNRW1JE49D58 Tyson Foods, Inc. CLASS'A'COM USD0.10 902494103 1921 NS USD 151682.16 0.0636952166 Long EC CORP US N 1 N N N U.S. Bancorp N1GZ7BBF3NP8GI976H15 U.S. Bancorp COM USD0.01 902973304 8720 NS USD 482564.8 0.2026412959 Long EC CORP US N 1 N N N UDR Inc P3CH2EG5X6Z1XWU1OO74 UDR Inc COM USD0.01 902653104 2033 NS USD 115332.09 0.048430893 Long EC CORP US N 1 N N N Ulta Beauty Inc 529900CIV6HN8M28YM82 Ulta Beauty Inc COM STK USD0.01 90384S303 359 NS USD 137838.05 0.0578817209 Long EC CORP US N 1 N N N Under Armour, Inc. 549300D4549QKWETZ406 Under Armour, Inc. COM STK USD0.000333 CL A 904311107 1210 NS USD 28543.9 0.0119863133 Long EC CORP US N 1 N N N Under Armour, Inc. 549300D4549QKWETZ406 Under Armour, Inc. COM STK USD0.0003333 CL C 904311206 1218 NS USD 24445.26 0.0102651896 Long EC CORP US N 1 N N N Union Pacific Corporation 549300LMMRSZZCZ8CL11 Union Pacific Corporation COM USD2.50 907818108 4273 NS USD 1006889.72 0.4228187338 Long EC CORP US N 1 N N N United Airlines Holdings Inc 98450079DA0B78DD6764 United Airlines Holdings Inc COM USD0.01 910047109 1732 NS USD 73194.32 0.0307361661 Long EC CORP US N 1 N N N United Health Group Incorporated 549300GHBMY8T5GXDE41 United Health Group Incorporated COM USD0.01 91324P102 6070 NS USD 2696415.4 1.1322937584 Long EC CORP US N 1 N N N United Parcel Service, Inc. D01LMJZU09ULLNCY6Z23 United Parcel Service, Inc. CLASS'B'COM USD0.01 911312106 4669 NS USD 926189.53 0.388930661 Long EC CORP US N 1 N N N United Rentals, Inc. 5323X5O7RN0NKFCDRY08 United Rentals, Inc. COM USD0.01 911363109 491 NS USD 166321.34 0.0698425826 Long EC CORP US N 1 N N N Universal Health Services, Inc. 549300YGMGQDO0NMJD09 Universal Health Services, Inc. CLASS'B'COM USD0.01 913903100 552 NS USD 65538.96 0.0275214848 Long EC CORP US N 1 N N N V.F. Corporation CWAJJ9DJ5Z7P057HV541 V.F. Corporation COM NPV 918204108 2109 NS USD 151278.57 0.0635257389 Long EC CORP US N 1 N N N Valero Energy Corporation 549300XTO5VR8SKV1V74 Valero Energy Corporation COM USD0.01 91913Y100 2663 NS USD 178261.22 0.0748564434 Long EC CORP US N 1 N N N Ventas Inc. ORQTRC074CWLT3DKHT41 Ventas Inc. COM USD0.25 92276F100 2564 NS USD 120302.88 0.0505182548 Long EC CORP US N 1 N N N Verisign, Inc. LMPL4N8ZOJRMF0KOF759 Verisign, Inc. COM USD0.001 92343E102 689 NS USD 165297.99 0.0694128517 Long EC CORP US N 1 N N N Verisk Analytics, Inc. 549300I1YSWNIRKBWP67 Verisk Analytics, Inc. COM USD0.001 92345Y106 1061 NS USD 238587.07 0.10018881 Long EC CORP US N 1 N N N Verizon Communications Inc. 2S72QS2UO2OESLG6Y829 Verizon Communications Inc. COM USD0.10 92343V104 26632 NS USD 1338790.64 0.562192415 Long EC CORP US N 1 N N N Vertex Pharmaceuticals Incorporated 54930015RAQRRZ5ZGJ91 Vertex Pharmaceuticals Incorporated COM USD0.01 92532F100 1698 NS USD 317424.12 0.1332945027 Long EC CORP US N 1 N N N ViacomCBS Inc 5KYC8KF17ROCY24M3H09 ViacomCBS Inc CL B 92556H206 3816 NS USD 118105.2 0.0495953928 Long EC CORP US N 1 N N N Viatris Inc 254900ZZTSW7NL773X71 Viatris Inc COM 92556V106 4634 NS USD 57044.54 0.0239544606 Long EC CORP US N 1 N N N Visa Inc 549300JZ4OKEHW3DPJ59 Visa Inc COM STK USD0.0001 92826C839 10883 NS USD 2108798.91 0.8855385723 Long EC CORP US N 1 N N N Vornado Realty Trust N/A Vornado Realty Trust COM SHS OF BEN INT USD0.04 929042109 1028 NS USD 41263.92 0.0173277749 Long EC CORP US N 1 N N N Vulcan Materials Company 549300Q8LSNHAVWBNI21 Vulcan Materials Company COM STK USD1 929160109 865 NS USD 165768.6 0.0696104729 Long EC CORP US N 1 N N N W.R. Berkley Corporation SQOAGCLKBDWNVYV1OV80 W.R. Berkley Corporation COM USD0.20 084423102 1033 NS USD 79169.12 0.0332451374 Long EC CORP US N 1 N N N Wec Energy Group Incorporation 549300IGLYTZUK3PVP70 Wec Energy Group Incorporation COM USD0.01 92939U106 2060 NS USD 179075.8 0.0751985064 Long EC CORP US N 1 N N N Wabtec Corp 06BTX5UWZD0GQ5N5Y745 Wabtec Corp COM USD0.01 929740108 1272 NS USD 112915.44 0.0474160799 Long EC CORP US N 1 N N N Walmart Inc Y87794H0US1R65VBXU25 Walmart Inc COM USD0.10 931142103 8832 NS USD 1242044.16 0.5215660948 Long EC CORP US N 1 N N N Walgreens Boots Alliance, Inc. 549300RPTUOIXG4LIH86 Walgreens Boots Alliance, Inc. COM USD0.01 931427108 4694 NS USD 210291.2 0.0883066508 Long EC CORP US N 1 N N N Waste Management, Inc. 549300YX8JIID70NFS41 Waste Management, Inc. COM USD0.01 94106L109 2539 NS USD 407941.13 0.1713049092 Long EC CORP US N 1 N N N Waters Corporation 5T547R1474YC9HOD8Q74 Waters Corporation COM USD0.01 941848103 405 NS USD 132868.35 0.0557948168 Long EC CORP US N 1 N N N Wells Fargo & Company PBLD0EJDB5FWOLXP3B76 Wells Fargo & Company COM USD1.666 949746101 25690 NS USD 1227468.2 0.5154452765 Long EC CORP US N 1 N N N Welltower Inc T6IZ0MBEG5ACZDTR7D06 Welltower Inc COM USD1 95040Q104 2792 NS USD 222299.04 0.0933490498 Long EC CORP US N 1 N N N West Pharmaceutical Services Incorporated 5493007NKRGM1RJQ1P16 West Pharmaceutical Services Incorporated COM USD0.25 955306105 474 NS USD 209820.84 0.0881091346 Long EC CORP US N 1 N N N Western Digital Corp. 549300QQXOOYEF89IC56 Western Digital Corp. COM USD0.01 958102105 1916 NS USD 110821.44 0.0465367557 Long EC CORP US N 1 N N N WestRock Company N/A WestRock Company COM USD0.01 96145D105 1715 NS USD 74413.85 0.031248278 Long EC CORP US N 1 N N N Weyerhaeuser Company 08IRJODWFYBI7QWRGS31 Weyerhaeuser Company COM USD1.25 962166104 4832 NS USD 181731.52 0.0763137111 Long EC CORP US N 1 N N N Whirlpool Corporation WHENKOULSSK7WUM60H03 Whirlpool Corporation COM USD1 963320106 434 NS USD 94499.16 0.0396826131 Long EC CORP US N 1 N N N Wynn Resorts Limited 254900CEKKWIHTEAB172 Wynn Resorts Limited COM USD0.01 983134107 526 NS USD 42611.26 0.0178935574 Long EC CORP US N 1 N N N Xcel Energy Inc LGJNMI9GH8XIDG5RCM61 Xcel Energy Inc COM USD2.5 98389B100 3432 NS USD 218721.36 0.0918466905 Long EC CORP US N 1 N N N Xilinx Inc. 6EY4K7ZMF9UX1CU6KC79 Xilinx Inc. COM USD0.01 983919101 1657 NS USD 378541.65 0.158959316 Long EC CORP US N 1 N N N Xylem, Inc. 549300DF5MV96DRYLQ48 Xylem, Inc. COM USD0.01 98419M100 1238 NS USD 149934.18 0.0629611951 Long EC CORP US N 1 N N N YUM Brands Inc 549300JE8XHZZ7OHN517 YUM Brands Inc COM NPV 988498101 1990 NS USD 244451.6 0.1026514761 Long EC CORP US N 1 N N N Zebra Technologies Corporation PO0I32GKZ3HZMMDPZZ08 Zebra Technologies Corporation 'A'COM USD0.01 989207105 348 NS USD 204895.44 0.0860408333 Long EC CORP US N 1 N N N Zimmer Biomet Holdings Inc 2P2YLDVPES3BXQ1FRB91 Zimmer Biomet Holdings Inc COM USD0.01 98956P102 1338 NS USD 160024.8 0.0671985044 Long EC CORP US N 1 N N N Zions Bancorporation Natl Assn Global Bank 8WH0EE09O9V05QJZ3V89 Zions Bancorporation Natl Assn Global Bank COM USD0.001 989701107 1054 NS USD 66486.32 0.0279193054 Long EC CORP US N 1 N N N Zoetis Inc. 549300HD9Q1LOC9KLJ48 Zoetis Inc. COM USD0.01 CL 'A' 98978V103 3064 NS USD 680330.56 0.2856881943 Long EC CORP US N 1 N N N Willis Towers Watson Public Limited Company 549300WHC56FF48KL350 Willis Towers Watson Public Limited Company COM USD0.000304635 G96629103 841 NS USD 189931.44 0.0797570671 Long EC CORP IE N 1 N N N Walt Disney Company 549300GZKULIZ0WOW665 Walt Disney Company COM DISNEY USD0.01 254687106 11660 NS USD 1689534 0.7094785183 Long EC CORP US N 1 N N N 2022-01-26 SHELTON FUNDS /s/ Gregory Pusch Gregory Pusch General Counsel and CCO XXXX NPORT-EX 2 fp0070987_nportex.htm

S&P 500 INDEX FUND

Portfolio of Investments (Unaudited)

November 30, 2021

 

Security Description  Shares   Value 
Common Stock (104.41%)          
           
Basic Materials (2.14%)          
Air Products and Chemicals Inc   1,458   $419,088 
Albemarle Corp   729    194,271 
Celanese Corp   763    115,488 
CF Industries Holdings Inc   1,457    88,280 
Dow Inc   4,894    268,827 
DuPont de Nemours Inc   3,491    258,194 
Eastman Chemical Co   893    93,131 
Ecolab Inc   1,622    359,224 
FMC Corp   891    89,269 
Freeport-McMoRan Inc   9,035    335,018 
International Flavors & Fragrances Inc   1,613    229,320 
International Paper Co   2,697    122,767 
Linde PLC   3,346    1,064,496 
LyondellBasell Industries NV   1,667    145,246 
The Mosaic Co   2,068    70,767 
Newmont Corp   5,247    288,165 
Nucor Corp   1,924    204,444 
PPG Industries Inc   1,558    240,197 
The Sherwin-Williams Co   1,539    509,778 
Total Basic Materials        5,095,970 
           
Communications (16.22%)          
Alphabet Inc* - Class A   1,934    5,488,595 
Alphabet Inc* - Class C   1,831    5,216,592 
Amazon.com Inc*,(a)   2,757    9,668,992 
Arista Networks Inc*   1,464    181,624 
AT&T Inc   45,930    1,048,582 
Booking Holdings Inc*   261    548,583 
CDW Corp   920    174,211 
Charter Communications Inc*   885    571,958 
Cisco Systems Inc   27,109    1,486,658 
Comcast Corp   29,493    1,474,060 
Corning Inc   4,990    185,079 
Discovery Inc* - Class C   1,878    42,649 
Discovery Inc* - Class A   1,116    25,969 
DISH Network Corp*   1,784    55,750 
eBay Inc   4,277    288,526 
Etsy Inc*   797    218,840 
Expedia Group Inc*   887    142,887 
F5 Inc*   424    96,494 
Fox Corp - Class A   2,335    83,384 
Fox Corp - Class B   1,242    41,731 
The Interpublic Group of Cos Inc   2,667    88,518 
Juniper Networks Inc   2,302    71,661 
Lumen Technologies Inc   6,449    79,581 
Meta Platforms Inc*,(a)   15,413    5,000,902 
Motorola Solutions Inc   1,134    287,106 
Netflix Inc*   2,852    1,830,699 
News Corp - Class A   2,672    57,769 
News Corp - Class B   910    19,611 
NortonLifeLock Inc   4,015    99,773 
Omnicom Group Inc   1,397    94,032 
T-Mobile US Inc*   3,810    414,566 
Twitter Inc*   5,110    224,533 
VeriSign Inc*   689    165,298 
Verizon Communications Inc   26,632    1,338,791 
ViacomCBS Inc   3,816    118,105 
The Walt Disney Co*   11,660    1,689,534 
Total Communications        38,621,643 
           
Consumer, Cyclical (10.79%)          
Advance Auto Parts Inc   476    105,063 
Alaska Air Group Inc*   808    39,245 
American Airlines Group Inc*   3,057    54,078 
Aptiv PLC*   1,715    275,000 
AutoZone Inc*   139    252,573 
Bath & Body Works Inc   1,525    114,573 
Best Buy Co Inc   1,434    153,237 
BorgWarner Inc   1,412    61,111 
Caesars Entertainment Inc*   945    85,116 
CarMax Inc*   1,131    159,754 
Carnival Corp*   5,174    91,166 
Chipotle Mexican Grill Inc*   175    287,597 
Copart Inc*   1,407    204,240 
Costco Wholesale Corp   2,843    1,533,457 
Cummins Inc   966    202,619 
Darden Restaurants Inc   850    117,258 
Delta Air Lines Inc*   4,086    147,913 
Dollar General Corp   1,519    336,155 
Dollar Tree Inc*   1,536    205,563 
Domino's Pizza Inc   266    139,421 
DR Horton Inc   2,165    211,521 
Fastenal Co   3,749    221,828 
Ford Motor Co   25,804    495,179 
The Gap Inc   1,450    23,969 
General Motors Co*   8,316    481,247 
Genuine Parts Co   999    127,612 
Hanesbrands Inc   2,371    38,292 
Hasbro Inc   832    80,629 
Hilton Worldwide Holdings Inc*   1,779    240,290 
The Home Depot Inc   6,839    2,739,772 
Las Vegas Sands Corp*   2,145    76,405 
Leggett & Platt Inc   1,017    41,077 
Lennar Corp   1,796    188,670 
Live Nation Entertainment Inc*   1,003    106,970 
LKQ Corp   1,848    103,303 
Lowe's Cos Inc   4,547    1,112,151 
Marriott International Inc*   1,737    256,312 
McDonald's Corp   4,800    1,174,080 
MGM Resorts International   2,752    108,924 
Mohawk Industries Inc*   390    65,469 
Newell Brands Inc   2,691    57,776 
NIKE Inc   8,098    1,370,506 
Norwegian Cruise Line Holdings Ltd*   1,599    31,196 
NVR Inc*   23    120,183 
O'Reilly Automotive Inc*   248    158,264 
PACCAR Inc   2,262    188,696 
Penn National Gaming Inc*   674    34,529 
Pool Corp   269    149,058 
PulteGroup Inc   1,717    85,902 
PVH Corp   464    49,546 
Ralph Lauren Corp   314    36,437 
Ross Stores Inc   2,378    259,416 
Royal Caribbean Cruises Ltd*   1,236    86,298 
Southwest Airlines Co*   3,416    151,670 
Starbucks Corp   7,666    840,500 
Tapestry Inc   1,811    72,657 
Target Corp   3,182    775,899 
Tesla Inc*   4,957    5,674,575 
The TJX Cos Inc   7,758    538,405 
Tractor Supply Co   760    171,251 
Ulta Beauty Inc*   359    137,838 
Under Armour Inc* - Class A   1,210    28,544 
Under Armour Inc* - Class C   1,218    24,445 
United Airlines Holdings Inc*   1,732    73,194 
VF Corp   2,109    151,279 
Walgreens Boots Alliance Inc   4,694    210,291 
Walmart Inc   8,832    1,242,044 
Whirlpool Corp   434    94,499 
WW Grainger Inc   300    144,423 
Wynn Resorts Ltd*   526    42,611 
Yum! Brands Inc   1,990    244,452 
Total Consumer, Cyclical        25,705,223 
           
Consumer, Non-Cyclical (19.87%)          
Abbott Laboratories   11,430    1,437,551 
AbbVie Inc   11,361    1,309,696 
ABIOMED Inc*   310    97,582 
Align Technology Inc*   473    289,254 
Altria Group Inc   11,904    507,587 
AmerisourceBergen Corp   1,034    119,686 
Amgen Inc   3,696    735,060 
Anthem Inc   1,575    639,812 
Archer-Daniels-Midland Co   3,634    226,071 
Automatic Data Processing Inc   2,737    631,946 
Avery Dennison Corp   567    116,275 
Baxter International Inc   3,336    248,766 
Becton Dickinson and Co   1,860    441,080 
Biogen Inc*   968    228,196 
Bio-Rad Laboratories Inc*   147    110,720 
Boston Scientific Corp*   9,352    356,031 
Bristol-Myers Squibb Co   14,370    770,663 
Brown-Forman Corp   1,285    90,413 
Campbell Soup Co   1,162    46,863 
Cardinal Health Inc   1,916    88,577 
Catalent Inc*   1,096    141,011 
Centene Corp*   3,919    279,856 
Charles River Laboratories International Inc*   322    117,810 
Church & Dwight Co Inc   1,688    150,873 
Cigna Corp   2,207    423,523 
Cintas Corp   576    243,181 
The Clorox Co   863    140,540 
The Coca-Cola Co   24,962    1,309,257 
Colgate-Palmolive Co   5,442    408,259 
Conagra Brands Inc   2,987    91,253 
Constellation Brands Inc   1,109    249,891 
The Cooper Cos Inc   316    118,965 
Corteva Inc   4,866    218,970 
CVS Health Corp   8,549    761,374 
Danaher Corp   4,072    1,309,718 
DaVita Inc*   482    45,549 
DENTSPLY SIRONA Inc   1,160    56,538 
Dexcom Inc*   627    352,744 
Edwards Lifesciences Corp*   4,070    436,752 
Eli Lilly & Co   5,120    1,269,965 
Equifax Inc   794    221,248 
The Estee Lauder Cos Inc   1,489    494,452 
FleetCor Technologies Inc*   571    118,271 
Gartner Inc*   553    172,674 
General Mills Inc   3,992    246,586 
Gilead Sciences Inc   8,067    556,058 
Global Payments Inc   1,899    226,057 
HCA Healthcare Inc   1,723    388,692 
Henry Schein Inc*   1,009    71,700 
The Hershey Co   941    167,018 
Hologic Inc*   1,678    125,397 
Hormel Foods Corp   1,912    79,157 
Humana Inc   829    347,940 
IDEXX Laboratories Inc*   557    338,695 
IHS Markit Ltd   2,507    320,445 
Illumina Inc*   953    348,159 
Incyte Corp*   1,229    83,228 
Intuitive Surgical Inc*   2,274    737,549 
IQVIA Holdings Inc*   1,146    296,963 
The J M Smucker Co   745    94,220 
Johnson & Johnson   16,971    2,646,288 
Kellogg Co   1,661    101,620 
Kimberly-Clark Corp   2,221    289,419 
The Kraft Heinz Co   4,282    143,918 
The Kroger Co   5,057    210,017 
Laboratory Corp of America Holdings*   636    181,470 
Lamb Weston Holdings Inc   955    49,584 
MarketAxess Holdings Inc   260    91,699 
McCormick & Co Inc   1,700    145,894 
McKesson Corp   1,048    227,164 
Medtronic PLC   8,654    923,382 
Merck & Co Inc   16,336    1,223,730 
Moderna Inc*   1,963    691,820 
Molson Coors Beverage Co   1,200    53,328 
Mondelez International Inc   9,036    532,582 
Monster Beverage Corp*   2,413    202,161 
Moody's Corp   1,054    411,735 
Nielsen Holdings PLC   1,879    36,002 
Organon & Co   1,633    47,733 
PayPal Holdings Inc*   7,426    1,372,993 
PepsiCo Inc   8,887    1,419,965 
PerkinElmer Inc   784    142,813 
Pfizer Inc   36,009    1,934,764 
Philip Morris International Inc   10,025    861,549 
The Procter & Gamble Co   15,749    2,276,990 
Quanta Services Inc   1,004    114,235 
Quest Diagnostics Inc   880    130,838 
Regeneron Pharmaceuticals Inc*   673    428,385 
ResMed Inc   946    241,088 
Robert Half International Inc   808    89,825 
Rollins Inc   693    23,063 
S&P Global Inc   1,549    705,926 
STERIS PLC   603    131,774 
Stryker Corp   2,135    505,205 
Sysco Corp   3,326    232,953 
Teleflex Inc   318    94,580 
Thermo Fisher Scientific Inc   2,528    1,599,794 
Tyson Foods Inc   1,921    151,682 
United Rentals Inc*   491    166,321 
UnitedHealth Group Inc   6,070    2,696,415 
Universal Health Services Inc   552    65,539 
Verisk Analytics Inc   1,061    238,587 
Vertex Pharmaceuticals Inc*   1,698    317,424 
Viatris Inc   4,634    57,045 
West Pharmaceutical Services Inc   474    209,821 
Zimmer Biomet Holdings Inc   1,338    160,025 
Zoetis Inc   3,064    680,331 
Total Consumer, Non-Cyclical        47,311,843 
           
Energy (2.86%)          
APA Corp   2,792    71,950 
Baker Hughes Co   3,384    78,983 
Chevron Corp   12,433    1,403,313 
ConocoPhillips   8,708    610,692 
Coterra Energy Inc   2,603    52,268 
Devon Energy Corp   2,767    116,380 
Diamondback Energy Inc   1,031    110,039 
Enphase Energy Inc*   825    206,250 
EOG Resources Inc   3,810    331,470 
Exxon Mobil Corp   27,233    1,629,623 
Halliburton Co   6,038    130,360 
Hess Corp   1,823    135,850 
Kinder Morgan Inc   12,716    196,589 
Marathon Oil Corp   5,187    80,347 
Marathon Petroleum Corp   4,249    258,552 
Occidental Petroleum Corp   5,528    163,905 
ONEOK Inc   2,916    174,493 
Phillips 66   2,852    197,273 
Pioneer Natural Resources Co   1,139    203,106 
Schlumberger NV   9,092    260,759 
Valero Energy Corp   2,663    178,261 
The Williams Cos Inc   7,926    212,338 
Total Energy        6,802,801 
           
Financial (15.13%)          
Aflac Inc   4,066    220,133 
Alexandria Real Estate Equities Inc   700    140,049 
The Allstate Corp   1,925    209,286 
American Express Co   4,218    642,401 
American International Group Inc   5,688    299,189 
American Tower Corp   2,901    761,454 
Ameriprise Financial Inc   770    222,992 
Aon PLC   1,481    438,035 
Arthur J Gallagher & Co   1,256    204,602 
Assurant Inc   431    65,555 
AvalonBay Communities Inc   903    215,700 
Bank of America Corp   48,510    2,157,240 
The Bank of New York Mellon Corp   5,190    284,360 
Berkshire Hathaway Inc*,(a)   12,192    3,373,404 
BlackRock Inc   908    821,386 
Boston Properties Inc   925    99,752 
Capital One Financial Corp   2,904    408,099 
Cboe Global Markets Inc   706    91,032 
CBRE Group Inc*   2,058    196,683 
The Charles Schwab Corp   9,743    754,011 
Chubb Ltd   2,920    524,052 
Cincinnati Financial Corp   1,038    118,228 
Citigroup Inc   13,297    847,019 
Citizens Financial Group Inc   2,789    131,836 
CME Group Inc   2,368    522,191 
Comerica Inc   908    74,937 
Crown Castle International Corp   2,780    504,987 
Digital Realty Trust Inc   1,471    246,746 
Discover Financial Services   2,023    218,181 
Duke Realty Corp   2,510    146,408 
Equinix Inc   581    471,888 
Equity Residential   2,236    190,753 
Essex Property Trust Inc   425    144,262 
Everest Re Group Ltd   280    71,786 
Extra Space Storage Inc   844    168,800 
Federal Realty Investment Trust   449    55,079 
Fifth Third Bancorp   4,528    190,855 
First Republic Bank   1,159    242,996 
Franklin Resources Inc   1,991    64,508 
Globe Life Inc   628    54,347 
The Goldman Sachs Group Inc   2,188    833,606 
The Hartford Financial Services Group Inc   2,340    154,674 
Healthpeak Properties Inc   3,020    99,237 
Host Hotels & Resorts Inc*   4,539    71,262 
Huntington Bancshares Inc   7,104    105,423 
Intercontinental Exchange Inc   3,620    473,206 
Invesco Ltd   2,486    55,512 
Iron Mountain Inc   1,369    62,207 
JPMorgan Chase & Co   19,473    3,092,897 
KeyCorp   6,704    150,438 
Kimco Realty Corp   2,994    67,125 
Lincoln National Corp   1,186    78,667 
Loews Corp   1,526    81,580 
M&T Bank Corp   837    122,713 
Marsh & McLennan Cos Inc   3,312    543,234 
Mastercard Inc   5,660    1,782,447 
MetLife Inc   4,786    280,747 
Mid-America Apartment Communities Inc   747    154,069 
Morgan Stanley   9,575    907,902 
Nasdaq Inc   749    152,219 
Northern Trust Corp   1,359    157,236 
Orion Office REIT Inc*   0    4 
People's United Financial Inc   2,887    49,194 
The PNC Financial Services Group Inc   2,767    545,099 
Principal Financial Group Inc   1,776    121,798 
The Progressive Corp   3,824    355,403 
Prologis Inc   4,828    727,821 
Prudential Financial Inc   2,571    262,910 
Public Storage   993    325,088 
Raymond James Financial Inc   1,273    125,123 
Realty Income Corp   2,292    155,673 
Regency Centers Corp   1,109    76,898 
Regions Financial Corp   6,273    142,711 
SBA Communications Corp   725    249,255 
Simon Property Group Inc   2,175    332,427 
State Street Corp   2,304    204,987 
SVB Financial Group*   354    245,085 
Synchrony Financial   3,546    158,825 
T Rowe Price Group Inc   1,478    295,526 
The Travelers Cos Inc   1,654    243,055 
Truist Financial Corp   8,651    513,091 
UDR Inc   2,033    115,332 
US Bancorp   8,720    482,565 
Ventas Inc   2,564    120,303 
Visa Inc   10,883    2,108,799 
Vornado Realty Trust   1,028    41,264 
W R Berkley Corp   1,033    79,169 
Wells Fargo & Co   25,690    1,227,468 
Welltower Inc   2,792    222,299 
The Western Union Co   2,800    44,296 
Weyerhaeuser Co   4,832    181,732 
Willis Towers Watson PLC   841    189,931 
Zions Bancorp NA   1,054    66,486 
Total Financial        36,031,240 
           
Industrial (8.01%)          
3M Co   3,736    635,269 
A O Smith Corp   942    74,465 
Agilent Technologies Inc   1,952    294,557 
Allegion plc   601    74,308 
Amcor PLC   10,244    115,962 
AMETEK Inc   1,502    205,023 
Amphenol Corp   3,940    317,485 
Ball Corp   2,136    199,609 
The Boeing Co*   3,466    685,748 
Carrier Global Corp   5,321    287,973 
Caterpillar Inc   3,525    681,559 
CH Robinson Worldwide Inc   956    90,906 
CSX Corp   14,985    519,380 
Deere & Co   2,012    695,226 
Dover Corp   941    154,183 
Eaton Corp PLC   2,603    421,842 
Emerson Electric Co   3,946    346,617 
Expeditors International of Washington Inc   1,105    134,390 
FedEx Corp   1,577    363,293 
Fortive Corp   2,032    150,104 
Fortune Brands Home & Security Inc   957    96,207 
Garmin Ltd   806    107,633 
Generac Holdings Inc*   285    120,053 
General Dynamics Corp   1,518    286,856 
General Electric Co   7,059    670,534 
Honeywell International Inc   4,467    903,406 
Howmet Aerospace Inc   2,478    69,706 
Huntington Ingalls Industries Inc   281    49,880 
IDEX Corp   523    117,461 
Illinois Tool Works Inc   1,881    436,674 
Ingersoll Rand Inc   1,505    87,802 
Jacobs Engineering Group Inc   846    120,606 
JB Hunt Transport Services Inc   586    112,020 
Johnson Controls International plc   4,728    353,465 
Kansas City Southern   611    177,709 
Keysight Technologies Inc*   1,210    235,321 
L3Harris Technologies Inc   1,318    275,567 
Lockheed Martin Corp   1,573    524,312 
Martin Marietta Materials Inc   406    163,825 
Masco Corp   1,816    119,674 
Mettler-Toledo International Inc*   153    231,662 
Norfolk Southern Corp   1,609    426,819 
Northrop Grumman Corp   962    335,546 
Old Dominion Freight Line Inc   628    223,047 
Otis Worldwide Corp   2,659    213,784 
Packaging Corp of America   651    85,014 
Parker-Hannifin Corp   848    256,147 
Pentair PLC   1,156    85,186 
Raytheon Technologies Corp   9,746    788,646 
Republic Services Inc   1,448    191,512 
Rockwell Automation Inc   758    254,840 
Sealed Air Corp   1,091    67,773 
Snap-on Inc   354    72,892 
Stanley Black & Decker Inc   1,071    187,168 
TE Connectivity Ltd   2,160    332,489 
Teledyne Technologies Inc*   318    132,062 
Textron Inc   1,451    102,731 
Trane Technologies PLC   1,580    294,907 
TransDigm Group Inc*   342    197,693 
Trimble Inc*   1,634    140,312 
Union Pacific Corp   4,273    1,006,890 
United Parcel Service Inc   4,669    926,190 
Vulcan Materials Co   865    165,769 
Waste Management Inc   2,539    407,941 
Waters Corp*   405    132,868 
Westinghouse Air Brake Technologies Corp   1,272    112,915 
Westrock Co   1,715    74,414 
Xylem Inc   1,238    149,934 
Total Industrial        19,073,761 
           
Technology (26.90%)          
Accenture PLC   4,075    1,456,405 
Activision Blizzard Inc   5,047    295,754 
Adobe Inc*   3,091    2,070,506 
Advanced Micro Devices Inc*   7,666    1,214,064 
Akamai Technologies Inc*   1,063    119,800 
Analog Devices Inc   3,512    633,038 
ANSYS Inc*   560    219,229 
Apple Inc(a)   100,908    16,680,092 
Applied Materials Inc   5,903    868,863 
Autodesk Inc*   1,436    365,017 
Broadcom Inc   2,625    1,453,410 
Broadridge Financial Solutions Inc   788    132,833 
Cadence Design Systems Inc*   1,821    323,155 
Cerner Corp   2,002    141,041 
Citrix Systems Inc   791    63,620 
Cognizant Technology Solutions Corp   3,492    272,306 
DXC Technology Co*   1,730    51,883 
Electronic Arts Inc   1,894    235,273 
Fidelity National Information Services Inc   3,989    416,851 
Fiserv Inc*   3,670    354,228 
Fortinet Inc*   880    292,257 
Hewlett Packard Enterprise Co   8,406    120,626 
HP Inc   7,727    272,609 
Intel Corp   25,975    1,277,970 
International Business Machines Corp   5,798    678,946 
Intuit Inc   1,757    1,146,091 
IPG Photonics Corp*   233    38,256 
Jack Henry & Associates Inc   529    80,212 
KLA Corp   986    402,416 
Kyndryl Holdings Inc*   1    9 
Lam Research Corp   917    623,422 
Leidos Holdings Inc   915    80,438 
Microchip Technology Inc   3,286    274,151 
Micron Technology Inc   7,124    598,416 
Microsoft Corp(a)   48,449    16,016,755 
Monolithic Power Systems Inc   267    147,774 
MSCI Inc   530    333,609 
NetApp Inc   1,569    139,453 
NVIDIA Corp   15,868    5,185,028 
NXP Semiconductors NV   1,526    340,847 
Oracle Corp   11,686    1,060,388 
Paychex Inc   2,089    249,009 
Paycom Software Inc*   337    147,431 
PTC Inc*   681    74,624 
Qorvo Inc*   744    108,795 
QUALCOMM Inc   7,256    1,310,143 
Roper Technologies Inc   684    317,479 
salesforce.com Inc*   5,932    1,690,383 
Seagate Technology Holdings PLC   1,368    140,453 
ServiceNow Inc*   1,243    805,091 
Skyworks Solutions Inc   1,059    160,608 
Synopsys Inc*   996    339,636 
Take-Two Interactive Software Inc*   778    129,055 
Teradyne Inc   1,109    169,533 
Texas Instruments Inc   5,889    1,132,867 
Tyler Technologies Inc*   246    127,669 
Western Digital Corp*   1,916    110,821 
Xilinx Inc   1,657    378,542 
Zebra Technologies Corp*   348    204,895 
Total Technology        64,074,075 
           
Utilities (2.49%)          
The AES Corp   4,344    101,563 
Alliant Energy Corp   1,758    96,321 
Ameren Corp   1,682    137,234 
American Electric Power Co Inc   3,242    262,764 
American Water Works Co Inc   1,183    199,418 
Atmos Energy Corp   820    74,062 
CenterPoint Energy Inc   2,979    77,186 
CMS Energy Corp   1,870    110,050 
Consolidated Edison Inc   2,227    172,904 
Dominion Energy Inc   5,328    379,354 
DTE Energy Co   1,258    136,292 
Duke Energy Corp   4,806    466,230 
Edison International   2,433    158,826 
Entergy Corp   1,304    130,843 
Evergy Inc   1,567    99,191 
Eversource Energy   2,274    187,082 
Exelon Corp   6,435    339,318 
FirstEnergy Corp   3,716    139,945 
NextEra Energy Inc   12,574    1,091,172 
NiSource Inc   2,050    50,246 
NRG Energy Inc   1,663    59,901 
Pinnacle West Capital Corp   806    52,430 
PPL Corp   5,021    139,734 
Public Service Enterprise Group Inc   3,303    206,404 
Sempra Energy   1,939    232,428 
The Southern Co   6,898    421,468 
WEC Energy Group Inc   2,060    179,076 
Xcel Energy Inc   3,432    218,721 
Total Utilities        5,920,163 
           
Total Common Stock (Cost $70,372,955)        248,636,719 
           
Total Investments (Cost $70,372,955)(b) (104.41%)       $248,636,719 
Liabilities in Excess of Other Assets (-4.41%)        (10,499,276)
Net Assets (100.00%)       $238,137,443 

 

*Non-income producing security.

 

(a)A portion of these securities, a total of $21,532,006, have been pledged or segregated in connection with obligations for futures contracts.

 

(b)Aggregate cost for federal income tax purpose is $70,373,221.

 

At November 30, 2021, unrealized appreciation/(depreciation) of securities for federal income tax purposes is as follows:

 

Unrealized appreciation  $180,108,081 
Unrealized depreciation   (1,858,142)
Net unrealized appreciation  $178,249,939 

 

Because tax adjustments are calculated annually, the above tax figures reflect the tax adjustments outstanding at the Fund's previous fiscal year end. For the previous fiscal year’s federal income tax information, please refer to the Notes to Financial Statements section in the Fund’s most recent semi-annual and annual reports.

 

Futures contracts at November 30, 2021:

Contracts - $50 times premium / delivery month / commitment / exchange

 

S&P 500 E-MINI  Notional Amount   Value   Unrealized Depreciation 
2 / DEC 2021 / Long / CME  $470,450   $456,625   $(13,825)