NPORT-EX 2 ClientFiling138519.htm SCHEDULE F HTML

Schedule of Investments

January 31, 2021 (Unaudited)

 

Schedule of Investments

LSV U.S. Managed Volatility Fund

               
       Shares        Value (000)   

U.S. Common Stock (99.6%)

     

Aerospace & Defense (1.3%)

     

Huntington Ingalls Industries

      1,400     $ 220  

Lockheed Martin

      700       225  

Northrop Grumman

      1,100       316  
    

 

 

  
       761  
    

 

 

  

Agricultural Products (0.4%)

     

Ingredion

      2,700       204  
    

 

 

  

Asset Management & Custody Banks (1.1%)

 

Bank of New York Mellon

      15,500       617  
    

 

 

  

Automotive (0.8%)

     

Toyota Motor ADR

      3,100       436  
    

 

 

  

Automotive Retail (1.8%)

     

AutoZone*

      900       1,007  
    

 

 

  

Banks (3.4%)

     

Bank of Montreal

      4,100       305  

Bank of Nova Scotia

      4,500       240  

Canadian Imperial Bank of Commerce

      4,500       384  

JPMorgan Chase

      4,400       565  

US Bancorp

      10,400       446  
    

 

 

  
       1,940  
    

 

 

  

Biotechnology (3.5%)

     

Alexion Pharmaceuticals*

      1,500       230  

Amgen

      4,000       965  

Gilead Sciences

      9,200       604  

Regeneron Pharmaceuticals*

      300       151  
    

 

 

  
       1,950  
    

 

 

  

Building Products (0.1%)

     

Carrier Global

      2,100       81  
    

 

 

  

Cable & Satellite (0.4%)

     

Cogeco Communications

      2,900       247  
    

 

 

  

Commercial Services (2.4%)

     

CSG Systems International

      9,600       414  

Western Union

      43,000       957  
    

 

 

  
       1,371  
    

 

 

  

Computers & Peripherals (1.0%)

 

  

Canon ADR

      26,300       581  
    

 

 

  

Computers & Services (5.8%)

     

eBay

      20,200       1,142  

Oracle

      29,700       1,794  
LSV U.S. Managed Volatility Fund               
       Shares        Value (000)   

Computers & Services (continued)

 

  

Seagate Technology

      5,400     $ 357  
    

 

 

  
       3,293  
    

 

 

  

Consumer Staples (1.1%)

     

Kimberly-Clark

      4,500       594  
    

 

 

  

Diversified REITs (0.4%)

     

VEREIT

      6,840       241  
    

 

 

  

Drug Retail (0.6%)

     

Walgreens Boots Alliance

      6,500       327  
    

 

 

  

Electric Utilities (1.5%)

     

Evergy

      15,500       833  
    

 

 

  

Electrical Services (4.7%)

     

Entergy

      8,100       772  

Exelon

      29,400       1,222  

PPL

      12,600       349  

Public Service Enterprise Group

      5,300       299  
    

 

 

  
       2,642  
    

 

 

  

Environmental & Facilities Services (2.0%)

 

Republic Services, Cl A

      6,300       570  

Waste Management

      5,100       568  
    

 

 

  
       1,138  
    

 

 

  

Food, Beverage & Tobacco (7.0%)

 

  

Altria Group

      18,200       748  

Conagra Brands

      9,300       322  

General Mills

      17,300       1,004  

JM Smucker

      8,600       1,001  

Kellogg

      4,800       283  

Tyson Foods, Cl A

      9,700       624  
    

 

 

  
       3,982  
    

 

 

  

Gas/Natural Gas (0.5%)

     

National Fuel Gas

      6,600       266  
    

 

 

  

General Merchandise Stores (4.8%)

 

  

Canadian Tire, Cl A

      4,000       519  

Target

      12,200       2,210  
    

 

 

  
       2,729  
    

 

 

  

Gold (0.8%)

     

Newmont

      7,500       447  
    

 

 

  

Health Care Facilities (1.1%)

 

  

HCA Holdings

      1,500       244  

Universal Health Services, Cl B

      3,000       374  
    

 

 

  
       618  
    

 

 

  
 

 

1

Schedule of Investments

January 31, 2021 (Unaudited)

 

LSV U.S. Managed Volatility Fund               
       Shares        Value (000)   

Health Care Services (1.1%)

     

CVS Health

      4,540     $ 325  

Quest Diagnostics

      2,300       297  
    

 

 

  
       622  
    

 

 

  

Homebuilding (0.6%)

     

DR Horton

      4,700       361  
    

 

 

  

Industrial Machinery (1.0%)

     

Otis Worldwide

      1,050       68  

Snap-on

      2,700       486  
    

 

 

  
       554  
    

 

 

  

Insurance (6.4%)

     

Aflac

      7,800       352  

Allstate

      10,100       1,083  

American Financial Group

      4,700       442  

Berkshire Hathaway, Cl B*

      5,500       1,253  

Loblaw

      10,100       488  
    

 

 

  
       3,618  
    

 

 

  

IT Consulting & Other Services (5.5%)

 

  

Amdocs

      22,900       1,618  

CACI International, Cl A*

      1,800       434  

International Business Machines

      8,700       1,036  
    

 

 

  
       3,088  
    

 

 

  

Machinery (1.9%)

     

Allison Transmission Holdings

      13,000       529  

Cummins

      2,400       563  
    

 

 

  
       1,092  
    

 

 

  

Media & Entertainment (2.5%)

     

Comcast, Cl A

      28,900       1,433  
    

 

 

  

Metal & Glass Containers (0.5%)

 

  

Berry Global Group*

      5,900       291  
    

 

 

  

Mortgage REITs (0.7%)

     

Annaly Capital Management

      48,200       391  
    

 

 

  

Office Equipment (0.7%)

     

3M

      2,200       386  
    

 

 

  

Office REITs (1.0%)

     

Brandywine Realty Trust

      27,900       307  

Piedmont Office Realty Trust, Cl A

      18,200       280  
    

 

 

  
       587  
    

 

 

  

Packaged Foods & Meats (0.8%)

 

  

Kraft Heinz

      13,500       452  
    

 

 

  
LSV U.S. Managed Volatility Fund               
       Shares        Value (000)   

Paper Packaging (1.0%)

     

Sealed Air

      7,200     $ 305  

Sonoco Products

      4,700       272  
    

 

 

  
       577  
    

 

 

  

Petroleum & Fuel Products (1.0%)

 

  

Phillips 66

      8,100       549  
    

 

 

  

Pharmaceuticals (10.3%)

     

Bristol-Myers Squibb

      9,600       590  

GlaxoSmithKline ADR

      14,900       555  

Johnson & Johnson

      10,600       1,728  

Merck

      19,930       1,536  

Pfizer

      29,700       1,066  

Sanofi ADR

      6,200       293  

Viatris, Cl W*

      3,685       63  
    

 

 

  
       5,831  
    

 

 

  

Retail (2.7%)

     

Kroger

      27,600       952  

Walmart

      4,200       590  
    

 

 

  
       1,542  
    

 

 

  

Semi-Conductors/Instruments (3.0%)

 

  

Intel

      30,300       1,682  
    

 

 

  

Specialized REITs (0.8%)

     

Iron Mountain

      12,700       428  
    

 

 

  

Telephones & Telecommunications (11.1%)

 

AT&T

      44,500       1,274  

Cisco Systems

      32,200       1,435  

F5 Networks*

      2,800       549  

Juniper Networks

      17,300       422  

Nippon Telegraph & Telephone ADR

      30,100       755  

TELUS

      14,200       293  

Verizon Communications

      28,400       1,556  
    

 

 

  
       6,284  
    

 

 

  

Wireless Telecommunication Services (0.5%)

 

SK Telecom ADR

      12,700       307  
    

 

 

  

TOTAL U.S. COMMON STOCK
(Cost $51,105)

 

     56,380  
    

 

 

  
 

 

2

Schedule of Investments

January 31, 2021 (Unaudited)

 

LSV U.S. Managed Volatility Fund               
     Face
  Amount  
(000)		      Value (000)   

Repurchase Agreement (0.2%)

 

  

South Street Securities 0.020%, dated 01/29/21, to be repurchased on 02/01/21, repurchase price $147 (collateralized by various U.S. Treasury obligations, ranging in par value $20 - $105, 0.125% - 0.375%, 04/15/21 - 01/15/27; total market value $150)

    $ 147     $ 147  
    

 

 

  

TOTAL REPURCHASE AGREEMENT
(Cost $147)

 

     147  
    

 

 

  

Total Investments – 99.8%
(Cost $51,252)

      $ 56,527  
    

 

 

  

Percentages are based on Net Assets of $56,619 (000).

 

*

Non-income producing security.

ADR — American Depositary Receipt

Cl — Class

REIT — Real Estate Investment Trust

The following is a list of the inputs used as of January 31, 2021, in valuing the Fund’s investments carried at value ($ Thousands):

 

                                                                           

Investments in

  Securities

    Level 1      Level 2      Level 3      Total  

Common Stock

    $ 56,380      $ —      $ —      $ 56,380  

Repurchase Agreement

      —        147        —        147  

 

  

Total Investments in Securities

    $ 56,380      $ 147      $ —      $ 56,527  

 

  

For the period ended January 31, 2021, there were no transfers in or out of Level 3.

For information on the Fund’s policy regarding valuation of investments, fair value hierarchy levels, and other significant accounting policies, please refer to the Fund’s most recent semiannual or annual financial statements.

Amounts designated as “—” are $0 or have been rounded to $0.

LSV-QH-007-1400

    

 

 

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