GOTHAM ENHANCED 500 PLUS FUND
Portfolio of Investments
December 31, 2020
(Unaudited)
Number of Shares | Value | |||||||
LONG POSITIONS — 141.6% |
| |||||||
COMMON STOCKS — 141.6% |
| |||||||
Automobiles & Components — 0.7% |
| |||||||
Aptiv PLC (Jersey)† | 90 | $ | 11,726 | |||||
BorgWarner, Inc. | 67 | 2,589 | ||||||
Ford Motor Co. | 37 | 325 | ||||||
General Motors Co. | 146 | 6,079 | ||||||
|
| |||||||
20,719 | ||||||||
|
| |||||||
Banks — 0.3% | ||||||||
Bank of America Corp. | 26 | 788 | ||||||
Citigroup, Inc. | 31 | 1,911 | ||||||
Citizens Financial Group, Inc. | 3 | 107 | ||||||
Fifth Third Bancorp. | 103 | 2,840 | ||||||
US Bancorp† | 2 | 93 | ||||||
Wells Fargo & Co. | 119 | 3,591 | ||||||
|
| |||||||
9,330 | ||||||||
|
| |||||||
Capital Goods — 18.1% | ||||||||
3M Co.† | 343 | 59,953 | ||||||
A.O. Smith Corp. | 17 | 932 | ||||||
AMETEK, Inc.† | 141 | 17,053 | ||||||
Carrier Global Corp. | 172 | 6,488 | ||||||
Caterpillar, Inc.† | 125 | 22,751 | ||||||
Cummins, Inc.† | 89 | 20,212 | ||||||
Deere & Co. | 44 | 11,838 | ||||||
Dover Corp.† | 87 | 10,984 | ||||||
Eaton Corp. PLC (Ireland)† | 107 | 12,855 | ||||||
Emerson Electric Co.† | 355 | 28,531 | ||||||
Fastenal Co. | 5 | 244 | ||||||
Flowserve Corp.(a) | 16 | 590 | ||||||
Fortive Corp.† | 198 | 14,022 | ||||||
Fortune Brands Home & Security, Inc. | 86 | 7,372 | ||||||
General Dynamics Corp.† | 24 | 3,572 | ||||||
Honeywell International, Inc.† | 320 | 68,064 | ||||||
Howmet Aerospace, Inc. | 290 | 8,277 | ||||||
Huntington Ingalls Industries, Inc. | 15 | 2,557 | ||||||
IDEX Corp. | 23 | 4,582 | ||||||
Illinois Tool Works, Inc.† | 69 | 14,068 | ||||||
Jacobs Engineering Group, Inc. | 33 | 3,596 | ||||||
Johnson Controls International PLC (Ireland)† | 485 | 22,596 | ||||||
L3Harris Technologies, Inc. | 7 | 1,323 | ||||||
Lockheed Martin Corp.† | 165 | 58,572 | ||||||
Masco Corp.† | 174 | 9,558 | ||||||
Northrop Grumman Corp. | 15 | 4,571 | ||||||
Otis Worldwide Corp. | 38 | 2,567 | ||||||
PACCAR, Inc.† | 69 | 5,953 |
Number of Shares | Value | |||||||
COMMON STOCKS — (Continued) | ||||||||
Capital Goods — (Continued) | ||||||||
Parker-Hannifin Corp.† | 77 | $ | 20,976 | |||||
Pentair PLC (Ireland) | 110 | 5,840 | ||||||
Quanta Services, Inc. | 92 | 6,626 | ||||||
Raytheon Technologies Corp.† | 131 | 9,368 | ||||||
Rockwell Automation, Inc. | 1 | 251 | ||||||
Roper Technologies, Inc. | 10 | 4,311 | ||||||
Snap-on, Inc. | 36 | 6,161 | ||||||
Stanley Black & Decker, Inc.† | 96 | 17,142 | ||||||
Trane Technologies PLC (Ireland)† | 144 | 20,903 | ||||||
TransDigm Group, Inc.†* | 28 | 17,328 | ||||||
United Rentals, Inc.†* | 45 | 10,436 | ||||||
Westinghouse Air Brake Technologies Corp.† | 4 | 293 | ||||||
WW Grainger, Inc.† | 33 | 13,475 | ||||||
|
| |||||||
556,791 | ||||||||
|
| |||||||
Commercial & Professional Services — 0.7% |
| |||||||
Cintas Corp.† | 23 | 8,130 | ||||||
Nielsen Holdings PLC (United Kingdom) | 4 | 83 | ||||||
Republic Services, Inc. | 71 | 6,837 | ||||||
Robert Half International, Inc. | 72 | 4,499 | ||||||
Waste Management, Inc. | 6 | 708 | ||||||
|
| |||||||
20,257 | ||||||||
|
| |||||||
Consumer Durables & Apparel — 1.3% |
| |||||||
DR Horton, Inc. | 5 | 345 | ||||||
Garmin Ltd. (Switzerland) | 31 | 3,709 | ||||||
Hanesbrands, Inc.(a) | 208 | 3,033 | ||||||
Hasbro, Inc. | 22 | 2,058 | ||||||
Leggett & Platt, Inc. | 40 | 1,772 | ||||||
Lennar Corp., Class A | 29 | 2,211 | ||||||
Mohawk Industries, Inc.* | 45 | 6,343 | ||||||
Newell Brands, Inc. | 254 | 5,392 | ||||||
NIKE, Inc., Class B | 14 | 1,981 | ||||||
PulteGroup, Inc. | 65 | 2,803 | ||||||
PVH Corp. | 47 | 4,413 | ||||||
Whirlpool Corp. | 41 | 7,400 | ||||||
|
| |||||||
41,460 | ||||||||
|
| |||||||
Consumer Services — 0.8% | ||||||||
Darden Restaurants, Inc.† | 67 | 7,981 | ||||||
McDonald’s Corp.† | 60 | 12,875 | ||||||
MGM Resorts International | 44 | 1,386 | ||||||
Yum! Brands, Inc.† | 22 | 2,388 | ||||||
|
| |||||||
24,630 | ||||||||
|
|
1
GOTHAM ENHANCED 500 PLUS FUND
Portfolio of Investments (Continued)
December 31, 2020
(Unaudited)
Number of Shares | Value | |||||||
COMMON STOCKS — (Continued) | ||||||||
Diversified Financials — 6.3% | ||||||||
American Express Co.† | 46 | $ | 5,562 | |||||
Ameriprise Financial, Inc. | 2 | 389 | ||||||
Berkshire Hathaway, Inc., Class B†* | 125 | 28,984 | ||||||
BlackRock, Inc.† | 86 | 62,052 | ||||||
Capital One Financial Corp. | 8 | 791 | ||||||
Cboe Global Markets, Inc. | 1 | 93 | ||||||
Discover Financial Services† | 133 | 12,039 | ||||||
Franklin Resources, Inc.† | 152 | 3,798 | ||||||
Goldman Sachs Group, Inc. (The) | 5 | 1,319 | ||||||
Intercontinental Exchange, Inc. | 1 | 115 | ||||||
Invesco Ltd. (Bermuda) | 307 | 5,351 | ||||||
Morgan Stanley | 173 | 11,856 | ||||||
Nasdaq, Inc.† | 91 | 12,079 | ||||||
S&P Global, Inc.† | 72 | 23,669 | ||||||
Synchrony Financial | 142 | 4,929 | ||||||
T Rowe Price Group, Inc.† | 139 | 21,043 | ||||||
|
| |||||||
194,069 | ||||||||
|
| |||||||
Energy — 2.6% | ||||||||
Baker Hughes Co.(a) | 348 | 7,256 | ||||||
Chevron Corp. | 96 | 8,107 | ||||||
ConocoPhillips† | 19 | 760 | ||||||
Halliburton Co.† | 547 | 10,338 | ||||||
Kinder Morgan, Inc.† | 1,514 | 20,696 | ||||||
Marathon Petroleum Corp.† | 36 | 1,489 | ||||||
National Oilwell Varco, Inc.* | 241 | 3,309 | ||||||
Schlumberger NV (Curacao)† | 931 | 20,324 | ||||||
TechnipFMC PLC (United Kingdom) | 300 | 2,820 | ||||||
Williams Cos., Inc. (The)† | 272 | 5,454 | ||||||
|
| |||||||
80,553 | ||||||||
|
| |||||||
Food & Staples Retailing — 3.7% | ||||||||
Kroger Co. (The)† | 113 | 3,589 | ||||||
Sysco Corp.† | 340 | 25,248 | ||||||
Walgreens Boots Alliance, Inc.† | 9 | 359 | ||||||
Walmart, Inc.† | 595 | 85,769 | ||||||
|
| |||||||
114,965 | ||||||||
|
| |||||||
Food, Beverage & Tobacco — 8.9% |
| |||||||
Altria Group, Inc.† | 1,161 | 47,601 | ||||||
Archer-Daniels-Midland Co.† | 346 | 17,442 | ||||||
Campbell Soup Co.† | 136 | 6,576 | ||||||
Coca-Cola Co. (The)† | 305 | 16,726 | ||||||
Conagra Brands, Inc. | 282 | 10,225 | ||||||
Constellation Brands, Inc., Class A† | 111 | 24,315 | ||||||
General Mills, Inc. | 229 | 13,465 |
Number of Shares | Value | |||||||
COMMON STOCKS — (Continued) | ||||||||
Food, Beverage & Tobacco — (Continued) |
| |||||||
Hershey Co. (The) | 2 | $ | 305 | |||||
JM Smucker Co. (The) | 69 | 7,976 | ||||||
Kellogg Co.† | 206 | 12,819 | ||||||
Kraft Heinz Co. (The)† | 760 | 26,342 | ||||||
Lamb Weston Holdings, Inc. | 30 | 2,362 | ||||||
McCormick & Co., Inc., non-voting shares | 6 | 574 | ||||||
Molson Coors Beverage Co., Class B | 125 | 5,649 | ||||||
Mondelez International, Inc., Class A† | 13 | 760 | ||||||
Monster Beverage Corp.* | 5 | 462 | ||||||
PepsiCo, Inc.† | 13 | 1,928 | ||||||
Philip Morris International, Inc.† | 762 | 63,086 | ||||||
Tyson Foods, Inc., Class A† | 227 | 14,628 | ||||||
|
| |||||||
273,241 | ||||||||
|
| |||||||
Health Care Equipment & Services — 7.5% |
| |||||||
AmerisourceBergen Corp. | 2 | 196 | ||||||
Anthem, Inc.† | 83 | 26,650 | ||||||
Centene Corp.* | 19 | 1,141 | ||||||
Cigna Corp. | 16 | 3,331 | ||||||
CVS Health Corp.† | 580 | 39,614 | ||||||
Danaher Corp.† | 64 | 14,217 | ||||||
DaVita, Inc.†* | 69 | 8,101 | ||||||
HCA Healthcare, Inc.† | 203 | 33,385 | ||||||
Henry Schein, Inc.* | 7 | 468 | ||||||
Hologic, Inc.†* | 81 | 5,899 | ||||||
Humana, Inc.† | 82 | 33,642 | ||||||
Laboratory Corp. of America Holdings* | 46 | 9,363 | ||||||
McKesson Corp. | 2 | 348 | ||||||
Medtronic PLC (Ireland)† | 126 | 14,760 | ||||||
Quest Diagnostics, Inc.† | 50 | 5,957 | ||||||
UnitedHealth Group, Inc.† | 84 | 29,457 | ||||||
Universal Health Services, Inc., | 30 | 4,125 | ||||||
Varian Medical Systems, Inc.* | 1 | 175 | ||||||
|
| |||||||
230,829 | ||||||||
|
| |||||||
Household & Personal Products — 3.2% |
| |||||||
Church & Dwight Co., Inc. | 2 | 174 | ||||||
Clorox Co. (The) | 43 | 8,683 | ||||||
Colgate-Palmolive Co.† | 286 | 24,456 | ||||||
Kimberly-Clark Corp.† | 182 | 24,539 | ||||||
Procter & Gamble Co. (The)† | 299 | 41,603 | ||||||
|
| |||||||
99,455 | ||||||||
|
|
2
GOTHAM ENHANCED 500 PLUS FUND
Portfolio of Investments (Continued)
December 31, 2020
(Unaudited)
Number of Shares | Value | |||||||
COMMON STOCKS — (Continued) | ||||||||
Insurance — 3.4% | ||||||||
Aflac, Inc.† | 43 | $ | 1,912 | |||||
Allstate Corp. (The)† | 4 | 440 | ||||||
American International Group, Inc.† | 218 | 8,253 | ||||||
Aon PLC, Class A (Ireland)† | 97 | 20,493 | ||||||
Arthur J Gallagher & Co. | 11 | 1,361 | ||||||
Assurant, Inc. | 3 | 409 | ||||||
Cincinnati Financial Corp.† | 42 | 3,670 | ||||||
Globe Life, Inc. | 8 | 760 | ||||||
Hartford Financial Services Group, Inc. (The)† | 16 | 784 | ||||||
Lincoln National Corp. | 27 | 1,358 | ||||||
Marsh & McLennan Cos., Inc.† | 303 | 35,451 | ||||||
MetLife, Inc.† | 276 | 12,958 | ||||||
Principal Financial Group, Inc. | 65 | 3,225 | ||||||
Prudential Financial, Inc.† | 55 | 4,294 | ||||||
Travelers Cos., Inc. (The)† | 56 | 7,861 | ||||||
Unum Group | 2 | 46 | ||||||
WR Berkley Corp. | 24 | 1,594 | ||||||
|
| |||||||
104,869 | ||||||||
|
| |||||||
Materials — 6.4% | ||||||||
Amcor PLC (Jersey)† | 969 | 11,405 | ||||||
Avery Dennison Corp. | 25 | 3,878 | ||||||
Celanese Corp.† | 23 | 2,989 | ||||||
CF Industries Holdings, Inc. | 143 | 5,536 | ||||||
Dow, Inc.† | 446 | 24,753 | ||||||
DuPont de Nemours, Inc.† | 379 | 26,951 | ||||||
Eastman Chemical Co. | 84 | 8,424 | ||||||
Ecolab, Inc.† | 94 | 20,338 | ||||||
FMC Corp. | 78 | 8,965 | ||||||
Freeport-McMoRan, Inc. | 110 | 2,862 | ||||||
International Paper Co.† | 263 | 13,076 | ||||||
Linde PLC (Ireland)† | 27 | 7,115 | ||||||
LyondellBasell Industries NV, Class A (Netherlands)† | 46 | 4,216 | ||||||
Mosaic Co. (The) | 235 | 5,407 | ||||||
Newmont Corp. | 10 | 599 | ||||||
Nucor Corp.† | 189 | 10,053 | ||||||
Packaging Corp. of America | 19 | 2,620 | ||||||
PPG Industries, Inc.† | 142 | 20,479 | ||||||
Sealed Air Corp. | 104 | 4,762 | ||||||
Sherwin-Williams Co. (The)† | 12 | 8,819 | ||||||
Westrock Co. | 51 | 2,220 | ||||||
|
| |||||||
195,467 | ||||||||
|
|
Number of Shares | Value | |||||||
COMMON STOCKS — (Continued) | ||||||||
Media & Entertainment — 9.8% | ||||||||
Activision Blizzard, Inc. | 73 | $ | 6,778 | |||||
Alphabet, Inc., Class A†* | 67 | 117,427 | ||||||
Charter Communications, Inc., | 37 | 24,477 | ||||||
Comcast Corp., Class A | 65 | 3,406 | ||||||
Discovery, Inc., Class A(a) * | 64 | 1,926 | ||||||
DISH Network Corp., Class A(a) * | 117 | 3,784 | ||||||
Electronic Arts, Inc. | 27 | 3,877 | ||||||
Facebook, Inc., Class A†* | 312 | 85,226 | ||||||
Fox Corp., Class A† | 367 | 10,687 | ||||||
Interpublic Group of Cos., Inc. (The) | 199 | 4,680 | ||||||
Netflix, Inc.†* | 41 | 22,170 | ||||||
Omnicom Group, Inc.† | 66 | 4,116 | ||||||
Take-Two Interactive Software, Inc.* | 11 | 2,286 | ||||||
Twitter, Inc.* | 76 | 4,115 | ||||||
ViacomCBS, Inc., Class B | 142 | 5,291 | ||||||
|
| |||||||
300,246 | ||||||||
|
| |||||||
Pharmaceuticals, Biotechnology & Life Sciences — 6.0% |
| |||||||
AbbVie, Inc. | 23 | 2,464 | ||||||
Alexion Pharmaceuticals, Inc.†* | 66 | 10,312 | ||||||
Amgen, Inc. | 5 | 1,150 | ||||||
Biogen, Inc.†* | 49 | 11,998 | ||||||
Bristol-Myers Squibb Co.† | 39 | 2,419 | ||||||
Gilead Sciences, Inc. | 33 | 1,923 | ||||||
Illumina, Inc.* | 14 | 5,180 | ||||||
Incyte Corp.* | 20 | 1,740 | ||||||
Johnson & Johnson† | 200 | 31,476 | ||||||
Merck & Co., Inc.† | 558 | 45,644 | ||||||
Pfizer, Inc.† | 1,655 | 60,921 | ||||||
Regeneron Pharmaceuticals, Inc.†* | 12 | 5,797 | ||||||
Thermo Fisher Scientific, Inc. | 3 | 1,397 | ||||||
Viatris, Inc.* | 190 | 3,561 | ||||||
|
| |||||||
185,982 | ||||||||
|
| |||||||
Real Estate — 2.0% | ||||||||
Alexandria Real Estate Equities, Inc., REIT† | 21 | 3,743 | ||||||
American Tower Corp., REIT | 41 | 9,203 | ||||||
AvalonBay Communities, Inc., REIT† | 2 | 321 | ||||||
CBRE Group, Inc., Class A* | 112 | 7,025 | ||||||
Crown Castle International Corp., REIT | 40 | 6,368 | ||||||
Kimco Realty Corp., REIT | 23 | 345 | ||||||
Mid-America Apartment Communities, Inc., REIT† | 6 | 760 |
3
GOTHAM ENHANCED 500 PLUS FUND
Portfolio of Investments (Continued)
December 31, 2020
(Unaudited)
Number of Shares | Value | |||||||
COMMON STOCKS — (Continued) | ||||||||
Real Estate — (Continued) | ||||||||
Public Storage, REIT† | 17 | $ | 3,926 | |||||
Realty Income Corp., REIT† | 53 | 3,295 | ||||||
SBA Communications Corp., REIT | 11 | 3,103 | ||||||
Simon Property Group, Inc., REIT† | 5 | 426 | ||||||
Ventas, Inc., REIT† | 113 | 5,542 | ||||||
Welltower, Inc., REIT† | 7 | 452 | ||||||
Weyerhaeuser Co., REIT† | 499 | 16,731 | ||||||
|
| |||||||
61,240 | ||||||||
|
| |||||||
Retailing — 18.6% | ||||||||
Advance Auto Parts, Inc. | 45 | 7,088 | ||||||
Amazon.com, Inc.†* | 56 | 182,388 | ||||||
AutoZone, Inc.†* | 15 | 17,782 | ||||||
Best Buy Co., Inc.† | 160 | 15,966 | ||||||
Booking Holdings, Inc.†* | 2 | 4,455 | ||||||
Dollar General Corp.† | 160 | 33,648 | ||||||
Dollar Tree, Inc.* | 4 | 432 | ||||||
eBay, Inc.† | 460 | 23,115 | ||||||
Gap, Inc. (The)* | 224 | 4,523 | ||||||
Genuine Parts Co.† | 90 | 9,039 | ||||||
Home Depot, Inc. (The)† | 363 | 96,420 | ||||||
L Brands, Inc. | 172 | 6,397 | ||||||
LKQ Corp.* | 203 | 7,154 | ||||||
Lowe’s Cos., Inc.† | 479 | 76,884 | ||||||
O’Reilly Automotive, Inc.†* | 44 | 19,913 | ||||||
Target Corp.† | 300 | 52,959 | ||||||
Tractor Supply Co.† | 73 | 10,262 | ||||||
Ulta Beauty, Inc.†* | 12 | 3,446 | ||||||
|
| |||||||
571,871 | ||||||||
|
| |||||||
Semiconductors & Semiconductor Equipment — 2.3% |
| |||||||
Applied Materials, Inc.† | 193 | 16,656 | ||||||
Broadcom, Inc. | 4 | 1,751 | ||||||
Intel Corp.† | 509 | 25,358 | ||||||
KLA Corp. | 35 | 9,062 | ||||||
Lam Research Corp. | 15 | 7,084 | ||||||
Maxim Integrated Products, Inc. | 2 | 177 | ||||||
Microchip Technology, Inc. | 3 | 414 | ||||||
Micron Technology, Inc.* | 105 | 7,894 | ||||||
Qorvo, Inc.* | 2 | 333 | ||||||
QUALCOMM, Inc. | 10 | 1,523 | ||||||
Teradyne, Inc. | 1 | 120 | ||||||
Texas Instruments, Inc. | 9 | 1,477 | ||||||
|
| |||||||
71,849 | ||||||||
|
|
Number of Shares | Value | |||||||
COMMON STOCKS — (Continued) | ||||||||
Software & Services — 18.6% | ||||||||
Accenture PLC, Class A (Ireland)† | 114 | $ | 29,778 | |||||
Adobe, Inc.†* | 45 | 22,505 | ||||||
ANSYS, Inc.* | 8 | 2,910 | ||||||
Autodesk, Inc.* | 21 | 6,412 | ||||||
Broadridge Financial Solutions, Inc. | 48 | 7,354 | ||||||
Cadence Design Systems, Inc.* | 27 | 3,684 | ||||||
Cognizant Technology Solutions Corp., Class A | 48 | 3,934 | ||||||
Gartner, Inc.* | 22 | 3,524 | ||||||
International Business Machines Corp.† | 431 | 54,254 | ||||||
Mastercard, Inc., Class A† | 92 | 32,838 | ||||||
Microsoft Corp.† | 826 | 183,719 | ||||||
NortonLifeLock, Inc.† | 5 | 104 | ||||||
Oracle Corp.† | 1,510 | 97,682 | ||||||
Paychex, Inc.† | 186 | 17,331 | ||||||
PayPal Holdings, Inc.†* | 121 | 28,338 | ||||||
salesforce.com, Inc.†* | 87 | 19,360 | ||||||
ServiceNow, Inc.* | 18 | 9,908 | ||||||
Synopsys, Inc.* | 15 | 3,889 | ||||||
Visa, Inc., Class A† | 194 | 42,434 | ||||||
Western Union Co. (The)† | 126 | 2,764 | ||||||
|
| |||||||
572,722 | ||||||||
|
| |||||||
Technology Hardware & Equipment — 11.5% |
| |||||||
Amphenol Corp., Class A | 5 | 654 | ||||||
Apple, Inc.† | 1,544 | 204,873 | ||||||
CDW Corp. | 24 | 3,163 | ||||||
Cisco Systems, Inc.† | 2,235 | 100,016 | ||||||
Corning, Inc. | 392 | 14,112 | ||||||
F5 Networks, Inc.* | 2 | 352 | ||||||
FLIR Systems, Inc. | 9 | 394 | ||||||
HP, Inc.† | 767 | 18,861 | ||||||
Juniper Networks, Inc. | 198 | 4,457 | ||||||
NetApp, Inc. | 13 | 861 | ||||||
Seagate Technology PLC (Ireland) | 21 | 1,305 | ||||||
TE Connectivity Ltd. (Switzerland) | 5 | 605 | ||||||
Vontier Corp.* | 102 | 3,407 | ||||||
|
| |||||||
353,060 | ||||||||
|
| |||||||
Telecommunication Services — 6.4% |
| |||||||
AT&T, Inc.† | 3,488 | 100,315 | ||||||
CenturyLink, Inc. | 10 | 97 | ||||||
Verizon Communications, Inc.† | 1,632 | 95,880 | ||||||
|
| |||||||
196,292 | ||||||||
|
|
4
GOTHAM ENHANCED 500 PLUS FUND
Portfolio of Investments (Continued)
December 31, 2020
(Unaudited)
Number of Shares | Value | |||||||
COMMON STOCKS — (Continued) |
| |||||||
Transportation — 2.3% | ||||||||
CH Robinson Worldwide, Inc. | 1 | $ | 94 | |||||
CSX Corp.† | 353 | 32,035 | ||||||
Expeditors International of Washington, Inc. | 102 | 9,701 | ||||||
FedEx Corp. | 2 | 519 | ||||||
JB Hunt Transport Services, Inc. | 1 | 137 | ||||||
Kansas City Southern† | 7 | 1,429 | ||||||
Norfolk Southern Corp.† | 94 | 22,335 | ||||||
Old Dominion Freight Line, Inc. | 1 | 195 | ||||||
Union Pacific Corp. | 7 | 1,458 | ||||||
United Parcel Service, Inc., Class B | 8 | 1,347 | ||||||
|
| |||||||
69,250 | ||||||||
|
| |||||||
Utilities — 0.2% | ||||||||
AES Corp. | 10 | 235 | ||||||
Dominion Energy, Inc.† | 2 | 150 | ||||||
NRG Energy, Inc. | 163 | 6,121 | ||||||
|
| |||||||
6,506 | ||||||||
|
| |||||||
TOTAL COMMON STOCKS | 4,355,653 | |||||||
|
| |||||||
TOTAL LONG POSITIONS - 141.6% |
| 4,355,653 | ||||||
|
| |||||||
(Cost $3,411,136) | ||||||||
SHORT POSITIONS — (42.3)% | ||||||||
COMMON STOCKS — (42.3)% | ||||||||
Banks — (1.9)% | ||||||||
Comerica, Inc. | (31 | ) | (1,732 | ) | ||||
First Republic Bank | (38 | ) | (5,583 | ) | ||||
Huntington Bancshares, Inc. | (227 | ) | (2,867 | ) | ||||
JPMorgan Chase & Co. | (100 | ) | (12,707 | ) | ||||
KeyCorp | (204 | ) | (3,348 | ) | ||||
M&T Bank Corp. | (28 | ) | (3,564 | ) | ||||
People’s United Financial, Inc. | (91 | ) | (1,177 | ) | ||||
PNC Financial Services Group, Inc. (The) | (56 | ) | (8,344 | ) | ||||
Regions Financial Corp. | (214 | ) | (3,450 | ) | ||||
Truist Financial Corp. | (288 | ) | (13,804 | ) | ||||
Zions Bancorp NA | (35 | ) | (1,520 | ) | ||||
|
| |||||||
(58,096 | ) | |||||||
|
| |||||||
Capital Goods — (2.0)% | ||||||||
Allegion PLC (Ireland) | (20 | ) | (2,328 | ) | ||||
Boeing Co. (The) | (127 | ) | (27,186 | ) | ||||
General Electric Co. | (1,703 | ) | (18,392 | ) | ||||
Ingersoll Rand, Inc.* | (92 | ) | (4,192 | ) |
Number of Shares | Value | |||||||
COMMON STOCKS — (Continued) | ||||||||
Capital Goods — (Continued) | ||||||||
Teledyne Technologies, Inc.* | (5 | ) | $ | (1,960 | ) | |||
Textron, Inc. | (50 | ) | (2,417 | ) | ||||
Xylem, Inc. | (40 | ) | (4,072 | ) | ||||
|
| |||||||
(60,547 | ) | |||||||
|
| |||||||
Commercial & Professional Services — (0.8)% |
| |||||||
Copart, Inc.* | (54 | ) | (6,872 | ) | ||||
Equifax, Inc. | (27 | ) | (5,207 | ) | ||||
IHS Markit Ltd. (Bermuda) | (6 | ) | (539 | ) | ||||
Rollins, Inc. | (123 | ) | (4,806 | ) | ||||
Verisk Analytics, Inc. | (34 | ) | (7,058 | ) | ||||
|
| |||||||
(24,482 | ) | |||||||
|
| |||||||
Consumer Durables & Apparel — (0.5)% |
| |||||||
NVR, Inc.* | (1 | ) | (4,080 | ) | ||||
Ralph Lauren Corp. | (16 | ) | (1,660 | ) | ||||
Tapestry, Inc. | (59 | ) | (1,834 | ) | ||||
Under Armour, Inc., Class C* | (99 | ) | (1,473 | ) | ||||
VF Corp. | (83 | ) | (7,089 | ) | ||||
|
| |||||||
(16,136 | ) | |||||||
|
| |||||||
Consumer Services — (2.5)% | ||||||||
Carnival Corp. (Panama) | (161 | ) | (3,487 | ) | ||||
Chipotle Mexican Grill, Inc.* | (7 | ) | (9,707 | ) | ||||
Domino’s Pizza, Inc. | (9 | ) | (3,451 | ) | ||||
Hilton Worldwide Holdings, Inc. | (60 | ) | (6,676 | ) | ||||
Las Vegas Sands Corp. | (151 | ) | (9,000 | ) | ||||
Marriott International, Inc., Class A | (72 | ) | (9,498 | ) | ||||
Norwegian Cruise Line Holdings Ltd. (Bermuda)* | (58 | ) | (1,475 | ) | ||||
Royal Caribbean Cruises Ltd. (Liberia) | (47 | ) | (3,510 | ) | ||||
Starbucks Corp. | (249 | ) | (26,638 | ) | ||||
Wynn Resorts Ltd. | (27 | ) | (3,046 | ) | ||||
|
| |||||||
(76,488 | ) | |||||||
|
| |||||||
Diversified Financials — (2.0)% | ||||||||
Bank of New York Mellon Corp. (The) | (179 | ) | (7,597 | ) | ||||
Charles Schwab Corp. (The) | (291 | ) | (15,435 | ) | ||||
CME Group, Inc. | (66 | ) | (12,015 | ) | ||||
MarketAxess Holdings, Inc. | (9 | ) | (5,135 | ) | ||||
Moody’s Corp. | (1 | ) | (290 | ) | ||||
MSCI, Inc. | (17 | ) | (7,591 | ) | ||||
Northern Trust Corp. | (46 | ) | (4,284 | ) | ||||
Raymond James Financial, Inc. | (30 | ) | (2,870 | ) | ||||
State Street Corp. | (77 | ) | (5,604 | ) | ||||
|
| |||||||
(60,821 | ) | |||||||
|
|
5
GOTHAM ENHANCED 500 PLUS FUND
Portfolio of Investments (Continued)
December 31, 2020
(Unaudited)
Number of Shares | Value | |||||||
COMMON STOCKS — (Continued) |
| |||||||
Energy — (2.2)% | ||||||||
Apache Corp. | (80 | ) | $ | (1,135 | ) | |||
Cabot Oil & Gas Corp. | (89 | ) | (1,449 | ) | ||||
Concho Resources, Inc. | (42 | ) | (2,451 | ) | ||||
Devon Energy Corp. | (81 | ) | (1,281 | ) | ||||
Diamondback Energy, Inc. | (41 | ) | (1,984 | ) | ||||
EOG Resources, Inc. | (120 | ) | (5,984 | ) | ||||
Exxon Mobil Corp. | (570 | ) | (23,495 | ) | ||||
Hess Corp. | (76 | ) | (4,012 | ) | ||||
HollyFrontier Corp. | (35 | ) | (905 | ) | ||||
Marathon Oil Corp. | (198 | ) | (1,321 | ) | ||||
Occidental Petroleum Corp. | (222 | ) | (3,843 | ) | ||||
ONEOK, Inc. | (105 | ) | (4,030 | ) | ||||
Phillips 66 | (92 | ) | (6,434 | ) | ||||
Pioneer Natural Resources Co. | (44 | ) | (5,011 | ) | ||||
Valero Energy Corp. | (86 | ) | (4,865 | ) | ||||
|
| |||||||
(68,200 | ) | |||||||
|
| |||||||
Food & Staples Retailing — (0.2)% |
| |||||||
Costco Wholesale Corp. | (14 | ) | (5,275 | ) | ||||
|
| |||||||
Food, Beverage & Tobacco — (0.5)% |
| |||||||
Brown-Forman Corp., Class B | (112 | ) | (8,896 | ) | ||||
Hormel Foods Corp. | (113 | ) | (5,267 | ) | ||||
|
| |||||||
(14,163 | ) | |||||||
|
| |||||||
Health Care Equipment & Services — (5.4)% |
| |||||||
Abbott Laboratories | (100 | ) | (10,949 | ) | ||||
ABIOMED, Inc.* | (11 | ) | (3,566 | ) | ||||
Align Technology, Inc.* | (19 | ) | (10,153 | ) | ||||
Baxter International, Inc. | (111 | ) | (8,907 | ) | ||||
Becton Dickinson and Co. | (62 | ) | (15,514 | ) | ||||
Boston Scientific Corp.* | (312 | ) | (11,216 | ) | ||||
Cardinal Health, Inc. | (62 | ) | (3,321 | ) | ||||
Cerner Corp. | (67 | ) | (5,258 | ) | ||||
Cooper Cos., Inc. (The) | (13 | ) | (4,723 | ) | ||||
DENTSPLY SIRONA, Inc. | (46 | ) | (2,409 | ) | ||||
DexCom, Inc.* | (20 | ) | (7,394 | ) | ||||
Edwards Lifesciences Corp.* | (141 | ) | (12,863 | ) | ||||
IDEXX Laboratories, Inc.* | (22 | ) | (10,997 | ) | ||||
Intuitive Surgical, Inc.* | (29 | ) | (23,725 | ) | ||||
ResMed, Inc. | (32 | ) | (6,802 | ) | ||||
STERIS PLC (Ireland) | (18 | ) | (3,412 | ) | ||||
Stryker Corp. | (32 | ) | (7,841 | ) | ||||
Teleflex, Inc. | (12 | ) | (4,939 | ) | ||||
West Pharmaceutical Services, Inc. | (17 | ) | (4,816 | ) |
Number of Shares | Value | |||||||
COMMON STOCKS — (Continued) | ||||||||
Health Care Equipment & Services — (Continued) |
| |||||||
Zimmer Biomet Holdings, Inc. | (46 | ) | $ | (7,088 | ) | |||
|
| |||||||
(165,893 | ) | |||||||
|
| |||||||
Household & Personal Products — (0.7)% |
| |||||||
Estee Lauder Cos., Inc. (The), Class A | (76 | ) | (20,230 | ) | ||||
|
| |||||||
Insurance — (0.9)% | ||||||||
Chubb Ltd. (Switzerland) | (94 | ) | (14,468 | ) | ||||
Everest Re Group Ltd. (Bermuda) | (8 | ) | (1,873 | ) | ||||
Loews Corp. | (60 | ) | (2,701 | ) | ||||
Progressive Corp. (The) | (26 | ) | (2,571 | ) | ||||
Willis Towers Watson PLC (Ireland) | (27 | ) | (5,688 | ) | ||||
|
| |||||||
(27,301 | ) | |||||||
|
| |||||||
Materials — (1.2)% | ||||||||
Air Products & Chemicals, Inc. | (49 | ) | (13,388 | ) | ||||
Albemarle Corp. | (26 | ) | (3,836 | ) | ||||
Ball Corp. | (73 | ) | (6,802 | ) | ||||
Corteva, Inc. | (159 | ) | (6,156 | ) | ||||
International Flavors & Fragrances, Inc. | (24 | ) | (2,612 | ) | ||||
Martin Marietta Materials, Inc. | (7 | ) | (1,988 | ) | ||||
Vulcan Materials Co. | (26 | ) | (3,856 | ) | ||||
|
| |||||||
(38,638 | ) | |||||||
|
| |||||||
Media & Entertainment — (1.2)% | ||||||||
Live Nation Entertainment, Inc.* | (48 | ) | (3,527 | ) | ||||
News Corp., Class A | (125 | ) | (2,246 | ) | ||||
Walt Disney Co. (The)* | (172 | ) | (31,163 | ) | ||||
|
| |||||||
(36,936 | ) | |||||||
|
| |||||||
Pharmaceuticals, Biotechnology & Life Sciences — (2.6)% |
| |||||||
Agilent Technologies, Inc. | (20 | ) | (2,370 | ) | ||||
Bio-Rad Laboratories, Inc., Class A* | (6 | ) | (3,498 | ) | ||||
Catalent, Inc.* | (35 | ) | (3,642 | ) | ||||
Eli Lilly & Co. | (167 | ) | (28,196 | ) | ||||
IQVIA Holdings, Inc.* | (51 | ) | (9,138 | ) | ||||
Mettler-Toledo International, Inc.* | (5 | ) | (5,698 | ) | ||||
PerkinElmer, Inc. | (9 | ) | (1,292 | ) | ||||
Perrigo Co. PLC (Ireland) | (34 | ) | (1,520 | ) | ||||
Vertex Pharmaceuticals, Inc.* | (57 | ) | (13,471 | ) | ||||
Waters Corp.* | (17 | ) | (4,206 | ) | ||||
Zoetis, Inc. | (50 | ) | (8,275 | ) | ||||
|
| |||||||
(81,306 | ) | |||||||
|
| |||||||
Real Estate — (2.0)% | ||||||||
Boston Properties, Inc., REIT | (33 | ) | (3,120 | ) | ||||
Digital Realty Trust, Inc., REIT | (59 | ) | (8,231 | ) |
6
GOTHAM ENHANCED 500 PLUS FUND
Portfolio of Investments (Continued)
December 31, 2020
(Unaudited)
Number of Shares | Value | |||||||
COMMON STOCKS — (Continued) |
| |||||||
Real Estate — (Continued) | ||||||||
Duke Realty Corp., REIT | (78 | ) | $ | (3,118 | ) | |||
Equinix, Inc., REIT | (22 | ) | (15,712 | ) | ||||
Equity Residential, REIT | (80 | ) | (4,742 | ) | ||||
Essex Property Trust, Inc., REIT | (15 | ) | (3,561 | ) | ||||
Extra Space Storage, Inc., REIT | (28 | ) | (3,244 | ) | ||||
Federal Realty Investment Trust, REIT | (17 | ) | (1,447 | ) | ||||
Healthpeak Properties, Inc., REIT | (116 | ) | (3,507 | ) | ||||
Host Hotels & Resorts, Inc., REIT | (161 | ) | (2,355 | ) | ||||
Iron Mountain, Inc., REIT | (64 | ) | (1,887 | ) | ||||
Prologis, Inc., REIT | (43 | ) | (4,285 | ) | ||||
Regency Centers Corp., REIT | (37 | ) | (1,687 | ) | ||||
SL Green Realty Corp., REIT | (16 | ) | (953 | ) | ||||
UDR, Inc., REIT | (64 | ) | (2,460 | ) | ||||
Vornado Realty Trust, REIT | (41 | ) | (1,531 | ) | ||||
|
| |||||||
(61,840 | ) | |||||||
|
| |||||||
Retailing — (1.2)% | ||||||||
CarMax, Inc.* | (32 | ) | (3,023 | ) | ||||
Etsy, Inc.* | (28 | ) | (4,981 | ) | ||||
Expedia Group, Inc. | (31 | ) | (4,104 | ) | ||||
Ross Stores, Inc. | (76 | ) | (9,334 | ) | ||||
Tiffany & Co.* | (26 | ) | (3,418 | ) | ||||
TJX Cos., Inc. (The) | (180 | ) | (12,292 | ) | ||||
|
| |||||||
(37,152 | ) | |||||||
|
| |||||||
Semiconductors & Semiconductor Equipment — (2.2)% |
| |||||||
Advanced Micro Devices, Inc.* | (271 | ) | (24,853 | ) | ||||
Analog Devices, Inc. | (34 | ) | (5,023 | ) | ||||
NVIDIA Corp. | (49 | ) | (25,588 | ) | ||||
Skyworks Solutions, Inc. | (35 | ) | (5,351 | ) | ||||
Xilinx, Inc. | (56 | ) | (7,939 | ) | ||||
|
| |||||||
(68,754 | ) | |||||||
|
| |||||||
Software & Services — (4.0)% | ||||||||
Akamai Technologies, Inc.* | (41 | ) | (4,305 | ) | ||||
Automatic Data Processing, Inc. | (67 | ) | (11,805 | ) | ||||
Citrix Systems, Inc. | (27 | ) | (3,513 | ) | ||||
DXC Technology Co. | (55 | ) | (1,416 | ) | ||||
Fidelity National Information Services, Inc. | (134 | ) | (18,956 | ) | ||||
Fiserv, Inc.* | (126 | ) | (14,346 | ) | ||||
FleetCor Technologies, Inc.* | (19 | ) | (5,184 | ) | ||||
Fortinet, Inc.* | (43 | ) | (6,387 | ) | ||||
Global Payments, Inc. | (66 | ) | (14,218 | ) | ||||
Intuit, Inc. | (55 | ) | (20,892 | ) |
Number of Shares | Value | |||||||
COMMON STOCKS — (Continued) | ||||||||
Software & Services — (Continued) | ||||||||
Jack Henry & Associates, Inc. | (17 | ) | $ | (2,754 | ) | |||
Leidos Holdings, Inc. | (31 | ) | (3,259 | ) | ||||
Paycom Software, Inc.* | (13 | ) | (5,879 | ) | ||||
Tyler Technologies, Inc.* | (9 | ) | (3,929 | ) | ||||
VeriSign, Inc.* | (30 | ) | (6,492 | ) | ||||
|
| |||||||
(123,335 | ) | |||||||
|
| |||||||
Technology Hardware & Equipment — (0.9)% |
| |||||||
Arista Networks, Inc.* | (17 | ) | (4,940 | ) | ||||
Hewlett Packard Enterprise Co. | (271 | ) | (3,211 | ) | ||||
IPG Photonics Corp.* | (12 | ) | (2,685 | ) | ||||
Keysight Technologies, Inc.* | (43 | ) | (5,680 | ) | ||||
Motorola Solutions, Inc. | (37 | ) | (6,292 | ) | ||||
Western Digital Corp. | (74 | ) | (4,099 | ) | ||||
Xerox Holdings Corp. | (44 | ) | (1,020 | ) | ||||
Zebra Technologies Corp., Class A* | (1 | ) | (384 | ) | ||||
|
| |||||||
(28,311 | ) | |||||||
|
| |||||||
Telecommunication Services — (1.0)% |
| |||||||
T-Mobile US, Inc.* | (229 | ) | (30,881 | ) | ||||
|
| |||||||
Transportation — (0.6)% | ||||||||
Alaska Air Group, Inc. | (27 | ) | (1,404 | ) | ||||
American Airlines Group, Inc. | (108 | ) | (1,703 | ) | ||||
Delta Air Lines, Inc. | (138 | ) | (5,549 | ) | ||||
Southwest Airlines Co. | (126 | ) | (5,873 | ) | ||||
United Airlines Holdings, Inc.* | (61 | ) | (2,638 | ) | ||||
|
| |||||||
(17,167 | ) | |||||||
|
| |||||||
Utilities — (5.8)% | ||||||||
Alliant Energy Corp. | (61 | ) | (3,143 | ) | ||||
Ameren Corp. | (62 | ) | (4,840 | ) | ||||
American Electric Power Co., Inc. | (124 | ) | (10,325 | ) | ||||
American Water Works Co., Inc. | (41 | ) | (6,292 | ) | ||||
Atmos Energy Corp. | (30 | ) | (2,863 | ) | ||||
CenterPoint Energy, Inc. | (126 | ) | (2,727 | ) | ||||
CMS Energy Corp. | (70 | ) | (4,271 | ) | ||||
Consolidated Edison, Inc. | (82 | ) | (5,926 | ) | ||||
DTE Energy Co. | (46 | ) | (5,585 | ) | ||||
Duke Energy Corp. | (161 | ) | (14,741 | ) | ||||
Edison International | (90 | ) | (5,654 | ) | ||||
Entergy Corp. | (50 | ) | (4,992 | ) | ||||
Evergy, Inc. | (50 | ) | (2,776 | ) | ||||
Eversource Energy | (82 | ) | (7,094 | ) | ||||
Exelon Corp. | (219 | ) | (9,246 | ) | ||||
FirstEnergy Corp. | (136 | ) | (4,163 | ) | ||||
NextEra Energy, Inc. | (384 | ) | (29,626 | ) |
7
GOTHAM ENHANCED 500 PLUS FUND
Portfolio of Investments (Concluded)
December 31, 2020
(Unaudited)
Number of Shares | Value | |||||||
COMMON STOCKS — (Continued) |
| |||||||
Utilities — (Continued) | ||||||||
NiSource, Inc. | (94 | ) | $ | (2,156 | ) | |||
Pinnacle West Capital Corp. | (26 | ) | (2,079 | ) | ||||
PPL Corp. | (161 | ) | (4,540 | ) | ||||
Public Service Enterprise Group, Inc. | (110 | ) | (6,413 | ) | ||||
Sempra Energy | (64 | ) | (8,154 | ) | ||||
Southern Co. (The) | (230 | ) | (14,129 | ) | ||||
WEC Energy Group, Inc. | (79 | ) | (7,270 | ) | ||||
Xcel Energy, Inc. | (133 | ) | (8,867 | ) | ||||
|
| |||||||
(177,872 | ) | |||||||
|
| |||||||
TOTAL COMMON STOCKS (Proceeds $1,116,998) | (1,299,824 | ) | ||||||
|
| |||||||
TOTAL SECURITES SOLD SHORT - (42.3)% |
| (1,299,824 | ) | |||||
|
| |||||||
(Proceeds $1,116,998) | ||||||||
OTHER ASSETS IN EXCESS OF LIABILITIES - 0.7% | 21,090 | |||||||
|
| |||||||
NET ASSETS - 100.0% | $ | 3,076,919 | ||||||
|
|
† | Security position is either entirely or partially held in a segregated account as collateral for securities sold short. |
(a) | The security or a portion of this security is on loan at December 31, 2020. The total value of securities on loan at December 31, 2020 was $16,589 which was collateralized by $1,952 in cash and $15,092 of collateral in the form of U.S. Government Treasury Securities, interest rates ranging from 0.00% - 8.13%, and maturity dates ranging from 1/15/2021 - 8/15/2050. |
* | Non-income producing. |
PLC | Public Limited Company |
REIT | Real Estate Investment Trust |
All financial instruments listed in the Portfolio of Investments are considered Level 1, measured at fair value on a recurring basis based on quoted prices for identical assets in active markets as of and for the period ended December 31, 2020.
For additional information about significant accounting policies, including valuation of investments, refer to the Fund’s most recent annual or semi-annual report.
8