Schedule of Investments | |||||||
August 31, 2021 (unaudited) | |||||||
One Rock Fund | |||||||
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| Shares or Principal |
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Security Description |
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| Amount ($) |
| Fair Value ($)(1) | ||
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Common Stocks - 95.70% | |||||||
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Finance Services - 6.71% |
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Coinbase Global, Inc. Class A (2) |
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| 1,400 |
| 362,600 | |
Upstart Holdings, Inc. (2) |
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| 800 |
| 183,296 | |
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| 545,896 |
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Metal Mining - 2.45% |
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Cleveland-Cliffs, Inc. (2) |
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| 8,500 |
| 199,495 | |
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Motor Homes - 2.14% |
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Winnebago Industries, Inc. |
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| 2,500 |
| 174,050 | |
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Motor Vehicles & Passenger Car Bodies - 7.41% |
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Tesla, Inc. (2) |
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| 300 |
| 220,716 |
Xpeng, Inc. ADR (2) |
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| 9,000 |
| 382,500 |
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| 603,216 |
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Printing Trades Machinery & Equipment - 5.13% |
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Kornit Digital Ltd. (2) |
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| 3,200 |
| 417,184 | |
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Real Estate Agents & Managers (For Others) - 5.08% |
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OpenDoor Technologies, Inc. (2) |
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| 23,300 |
| 413,109 | |
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Retail-Auto Dealers & Gasoline Stations - 3.19% |
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Camping World Holdings, Inc. |
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| 6,500 |
| 259,610 | |
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Semiconductors & Related Devices - 17.92% |
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Advanced Micro Devices, Inc. (2) |
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| 1,500 |
| 166,080 | |
Ambarella, Inc. (2) |
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| 2,500 |
| 258,925 |
Applied Materials, Inc. |
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| 800 |
| 108,104 | |
Himax Technologies, Inc. ADR |
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| 3,000 |
| 35,310 | |
NVIDIA Corp. |
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| 650 |
| 145,503 |
NXP Semiconductors N.V. |
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| 1,200 |
| 258,156 | |
Marvell Technology Group Ltd. |
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| 1,000 |
| 61,190 | |
Monolithic Power Systems, Inc. |
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| 200 |
| 98,986 | |
Qorvo, Inc. (2) |
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| 1,400 |
| 263,242 |
Silicon Laboratories, Inc. (2) |
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| 400 |
| 63,048 | |
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| 1,458,544 |
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Services-Business Services, NEC - 2.77% |
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Affirm Holdings, Inc. Class A (2) |
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| 400 |
| 38,536 | |
MercadoLibre, Inc. (2) |
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| 100 |
| 186,745 | |
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| 225,281 |
Services-Computer Programming Services - 5.13% |
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Zscaler, Inc. (2) |
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| 1,500 |
| 417,510 |
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Services-Computer Programming, Data Processing, Etc. - 3.44% |
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Trade Desk, Inc. Class A |
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| 3,500 |
| 280,175 | |
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Services-Equipment Rental & Leasing, Nec - 1.73% |
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United Rentals, Inc. (2) |
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| 400 |
| 141,060 | |
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Services-Prepackaged Software - 23.88% |
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3D Systems Corp. (2) |
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| 6,500 |
| 197,860 | |
CrowdStrike Holdings, Inc. Class A (2) |
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| 600 |
| 168,600 | |
Datadog, Inc. (2) |
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| 3,000 |
| 413,400 |
Ipsidy, Inc. |
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| 10,000 |
| 95,900 |
MicroStrategy, Inc. Class A (2) |
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| 350 |
| 243,005 | |
Palantir Technologies, Inc. Class A (2) |
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| 12,000 |
| 316,080 | |
Snowflake, Inc. (2) |
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| 500 |
| 152,175 |
Splunk, Inc. (2) |
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| 200 |
| 30,574 |
ZoomInfo Technologies, Inc. (2) |
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| 5,000 |
| 325,950 | |
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| 1,943,544 |
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Services-To Dwellings & Other Buildings - 1.90% |
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Airbnb, Inc. (2) |
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| 1,000 |
| 154,990 |
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Telephone & Telegraph Apparatus - 6.81% |
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Ciena Corp. (2) |
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| 7,000 |
| 399,910 |
Fabrinet (2) |
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| 1,500 |
| 154,530 |
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| 554,440 |
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Total Common Stock |
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| (Cost $ 6,371,478) |
| 7,788,104 | |
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Money Market Registered Investment Companies - 0.90% | |||||||
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Federated Government Obligations Fund Institutional Shares 0.02% (5) | 73,601 |
| 73,601 | ||||
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Total Money Market Registered Investment Companies | (Cost $ 73,601) |
| 73,601 | ||||
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Total Investments - 96.60% | (Cost $ 6,445,079) |
| 7,861,705 | ||||
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Other Assets less Liabilities - 3.40% |
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| 276,661 | ||||
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Total Net Assets - 100.00% |
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| 8,138,366 | ||||
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Futures Contracts | |||||||
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| Value and |
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| Unrealized |
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| Long (Short) |
| Notional Value of |
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| Appreciation |
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| Contracts | Expiration Date | Contracts ($) | Value |
| (Depreciation)($)** |
Index Futures |
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CBOE Volatility Index Oct21 | 3 | 10/18/2021 | 64,407 | 62,722 |
| (1,685) | |
CBOE Volatility Index Sep21 | 2 | 9/15/2021 | 40,105 | 37,242 |
| (2,862) | |
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Total Futures Contracts | 5 |
| 104,512 | 99,964 |
| (4,547) | |
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| (Cost $ 104,512) |
| (4,547) |
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** Futures contracts are valued at the unrealized appreciation (depreciation) on the instrument. |
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(1) Statement on Financial Accounting Standard No. 157 "Fair Value Measurements" - Various inputs are used in determining the value of the Fund's investments. | |||||||
These inputs are summarized in the three broad levels listed below. | |||||||
• Level 1 - quoted prices in active markets for identical securities | |||||||
• Level 2 - other significant observable inputs (including quoted prices for similar securities, interest rates, prepayment speeds, credit risk, etc.) | |||||||
• Level 3 - significant unobservable inputs (including the Fund's own assumptions in determining the fair value of investments) | |||||||
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The following is a summary of the inputs used as of August 31, 2021 in valuing the Fund's assets carried at fair value: | |||||||
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| Investments in |
| Other Financial |
Valuation Inputs |
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| Securities |
| Instruments (9) |
Level 1 - Quoted Prices |
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| $ | 7,861,705 | $ |
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Level 2 - Other Significant Observable Inputs |
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Level 3 - Significant Unobservable Inputs |
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| - |
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Total |
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| $ | 7,861,705 | $ | 0 |
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The inputs or methodology used for valuing securities are not necessarily an indication of the risk associated with investing in those securities. For example, short-term | |||||||
debt instruments and repurchase agreements with a maturity of less than 60 days are valued using amortized cost, in accordance with rules under the Investment | |||||||
Company Act of 1940. Generally, amortized cost approximates the current fair value of a security, but since the value is not obtained from a quoted price in an active | |||||||
market, such securities are reflected as Level 2. | |||||||
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(2) Represents non-income producing securities. | |||||||
(3) All or a portion of this security is on loan. | |||||||
(4) Investment purchased with cash received as securities lending collateral. The yield shown represents the 7-day yield in effect at August 31, 2021. | |||||||
(5) Investment in affiliate. The yield shown represents the 7-day yield in effect at August 31, 2021. | |||||||
(6) Assets of affiliates to the Conservative Allocation Fund held for the benefit of the Fund's Trustees in connection with the Trustees Deferred Compensation Plan. | |||||||
(7) Fair valued security deemed as Level 3 security. | |||||||
(8) Exchange-traded fund. | |||||||
(9) Other financial instruments are derivative instruments not reflected in the Schedule of Investments, such as futures contracts, which are valued at the unrealized | |||||||
appreciation/depreciation on the instrument. |
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NPORT-P Filing
MSS Series Trust NPORT-POne Rock Fund (Aug 2021 report)
Filed: 15 Oct 21, 10:31am