GOTHAM ENHANCED S&P 500 INDEX FUND
Portfolio of Investments
December 31, 2020
(Unaudited)
Number of Shares | Value | |||||||
COMMON STOCKS — 99.6% | ||||||||
Automobiles & Components — 1.3% |
| |||||||
Aptiv PLC (Jersey) | 56 | $ | 7,296 | |||||
BorgWarner, Inc. | 27 | 1,043 | ||||||
Ford Motor Co. | 149 | 1,310 | ||||||
General Motors Co. | 502 | 20,903 | ||||||
Tesla, Inc.* | 173 | 122,081 | ||||||
|
| |||||||
152,633 | ||||||||
|
| |||||||
Banks — 0.4% | ||||||||
Bank of America Corp. | 324 | 9,820 | ||||||
Citigroup, Inc. | 77 | 4,748 | ||||||
Citizens Financial Group, Inc. | 15 | 536 | ||||||
Comerica, Inc. | 5 | 279 | ||||||
Fifth Third Bancorp | 27 | 744 | ||||||
First Republic Bank | 7 | 1,029 | ||||||
Huntington Bancshares, Inc. | 38 | 480 | ||||||
JPMorgan Chase & Co. | 114 | 14,486 | ||||||
KeyCorp | 36 | 591 | ||||||
M&T Bank Corp. | 4 | 509 | ||||||
People’s United Financial, Inc. | 16 | 207 | ||||||
PNC Financial Services Group, Inc. (The) | 16 | 2,384 | ||||||
Regions Financial Corp. | 36 | 580 | ||||||
SVB Financial Group* | 2 | 776 | ||||||
Truist Financial Corp. | 50 | 2,396 | ||||||
US Bancorp | 56 | 2,609 | ||||||
Wells Fargo & Co. | 222 | 6,700 | ||||||
Zions Bancorp NA | 6 | 261 | ||||||
|
| |||||||
49,135 | ||||||||
|
| |||||||
Capital Goods — 10.0% | ||||||||
3M Co. | 863 | 150,844 | ||||||
A.O. Smith Corp. | 7 | 384 | ||||||
Allegion PLC (Ireland) | 4 | 466 | ||||||
AMETEK, Inc. | 345 | 41,724 | ||||||
Boeing Co. (The) | 21 | 4,495 | ||||||
Carrier Global Corp. | 218 | 8,223 | ||||||
Caterpillar, Inc. | 283 | 51,512 | ||||||
Cummins, Inc. | 222 | 50,416 | ||||||
Deere & Co. | 58 | 15,605 | ||||||
Dover Corp. | 218 | 27,522 | ||||||
Eaton Corp. PLC (Ireland) | 99 | 11,894 | ||||||
Emerson Electric Co. | 880 | 70,726 | ||||||
Fastenal Co. | 22 | 1,074 | ||||||
Flowserve Corp. | 5 | 184 | ||||||
Fortive Corp. | 489 | 34,631 | ||||||
Fortune Brands Home & Security, Inc. | 208 | 17,830 |
Number of Shares | Value | |||||||
COMMON STOCKS — (Continued) | ||||||||
Capital Goods — (Continued) | ||||||||
General Dynamics Corp. | 11 | $ | 1,637 | |||||
General Electric Co. | 327 | 3,532 | ||||||
Honeywell International, Inc. | 625 | 132,938 | ||||||
Howmet Aerospace, Inc. | 649 | 18,522 | ||||||
Huntington Ingalls Industries, Inc. | 16 | 2,728 | ||||||
IDEX Corp. | 4 | 797 | ||||||
Illinois Tool Works, Inc. | 97 | 19,776 | ||||||
Ingersoll Rand, Inc.* | 16 | 729 | ||||||
Jacobs Engineering Group, Inc. | 6 | 654 | ||||||
Johnson Controls International PLC (Ireland) | 1,087 | 50,643 | ||||||
L3Harris Technologies, Inc. | 8 | 1,512 | ||||||
Lockheed Martin Corp. | 418 | 148,382 | ||||||
Masco Corp. | 390 | 21,423 | ||||||
Northrop Grumman Corp. | 61 | 18,588 | ||||||
Otis Worldwide Corp. | 17 | 1,148 | ||||||
PACCAR, Inc. | 18 | 1,553 | ||||||
Parker-Hannifin Corp. | 193 | 52,575 | ||||||
Pentair PLC (Ireland) | 249 | 13,219 | ||||||
Quanta Services, Inc. | 208 | 14,980 | ||||||
Raytheon Technologies Corp. | 57 | 4,076 | ||||||
Rockwell Automation, Inc. | 5 | 1,254 | ||||||
Roper Technologies, Inc. | 38 | 16,381 | ||||||
Snap-on, Inc. | 82 | 14,033 | ||||||
Stanley Black & Decker, Inc. | 240 | 42,854 | ||||||
Teledyne Technologies, Inc.* | 1 | 392 | ||||||
Textron, Inc. | 9 | 435 | ||||||
Trane Technologies PLC (Ireland) | 360 | 52,258 | ||||||
TransDigm Group, Inc.* | 48 | 29,705 | ||||||
United Rentals, Inc.* | 108 | 25,046 | ||||||
Westinghouse Air Brake Technologies Corp. | 8 | 586 | ||||||
WW Grainger, Inc. | 81 | 33,076 | ||||||
Xylem, Inc. | 7 | 713 | ||||||
|
| |||||||
1,213,675 | ||||||||
|
| |||||||
Commercial & Professional Services — 0.2% |
| |||||||
Cintas Corp. | 4 | 1,414 | ||||||
Copart, Inc.* | 8 | 1,018 | ||||||
Equifax, Inc. | 5 | 964 | ||||||
IHS Markit Ltd. (Bermuda) | 15 | 1,347 | ||||||
Nielsen Holdings PLC (United Kingdom) | 14 | 292 | ||||||
Republic Services, Inc. | 17 | 1,637 | ||||||
Robert Half International, Inc. | 171 | 10,684 |
1
GOTHAM ENHANCED S&P 500 INDEX FUND
Portfolio of Investments (Continued)
December 31, 2020
(Unaudited)
Number of Shares | Value | |||||||
COMMON STOCKS — (Continued) |
| |||||||
Commercial & Professional Services — (Continued) |
| |||||||
Rollins, Inc. | 19 | $ | 742 | |||||
Verisk Analytics, Inc. | 7 | 1,453 | ||||||
Waste Management, Inc. | 16 | 1,887 | ||||||
|
| |||||||
21,438 | ||||||||
|
| |||||||
Consumer Durables & Apparel — 0.7% |
| |||||||
DR Horton, Inc. | 14 | 965 | ||||||
Garmin Ltd. (Switzerland) | 8 | 957 | ||||||
Hanesbrands, Inc. | 522 | 7,611 | ||||||
Hasbro, Inc. | 6 | 561 | ||||||
Leggett & Platt, Inc. | 7 | 310 | ||||||
Lennar Corp., Class A | 112 | 8,538 | ||||||
Mohawk Industries, Inc.* | 107 | 15,082 | ||||||
Newell Brands, Inc. | 635 | 13,481 | ||||||
NIKE, Inc., Class B | 58 | 8,205 | ||||||
NVR, Inc.* | 1 | 4,080 | ||||||
PulteGroup, Inc. | 11 | 474 | ||||||
PVH Corp. | 107 | 10,046 | ||||||
Ralph Lauren Corp. | 2 | 207 | ||||||
Tapestry, Inc. | 10 | 311 | ||||||
Under Armour, Inc., Class C* | 17 | 253 | ||||||
VF Corp. | 14 | 1,196 | ||||||
Whirlpool Corp. | 93 | 16,786 | ||||||
|
| |||||||
89,063 | ||||||||
|
| |||||||
Consumer Services — 0.3% | ||||||||
Carnival Corp. (Panama) | 28 | 606 | ||||||
Chipotle Mexican Grill, Inc.* | 1 | 1,387 | ||||||
Darden Restaurants, Inc. | 114 | 13,580 | ||||||
Domino’s Pizza, Inc. | 1 | 383 | ||||||
Hilton Worldwide Holdings, Inc. | 11 | 1,224 | ||||||
Las Vegas Sands Corp. | 28 | 1,669 | ||||||
Marriott International, Inc., Class A | 12 | 1,583 | ||||||
McDonald’s Corp. | 30 | 6,437 | ||||||
MGM Resorts International | 18 | 567 | ||||||
Norwegian Cruise Line Holdings Ltd. (Bermuda)* | 10 | 254 | ||||||
Royal Caribbean Cruises Ltd. (Liberia) | 8 | 598 | ||||||
Starbucks Corp. | 43 | 4,600 | ||||||
Wynn Resorts Ltd. | 4 | 451 | ||||||
Yum! Brands, Inc. | 12 | 1,303 | ||||||
|
| |||||||
34,642 | ||||||||
|
| |||||||
Diversified Financials — 3.7% | ||||||||
American Express Co. | 30 | 3,627 |
Number of Shares | Value | |||||||
COMMON STOCKS — (Continued) |
| |||||||
Diversified Financials — (Continued) |
| |||||||
Ameriprise Financial, Inc. | 5 | $ | 972 | |||||
Bank of New York Mellon Corp. (The) | 34 | 1,443 | ||||||
Berkshire Hathaway, Inc., Class B* | 469 | 108,747 | ||||||
BlackRock, Inc. | 217 | 156,574 | ||||||
Capital One Financial Corp. | 17 | 1,680 | ||||||
Cboe Global Markets, Inc. | 5 | 466 | ||||||
Charles Schwab Corp. (The) | 48 | 2,546 | ||||||
CME Group, Inc. | 14 | 2,549 | ||||||
Discover Financial Services | 177 | 16,024 | ||||||
Franklin Resources, Inc. | 27 | 675 | ||||||
Goldman Sachs Group, Inc. (The) | 14 | 3,692 | ||||||
Intercontinental Exchange, Inc. | 21 | 2,421 | ||||||
Invesco Ltd. (Bermuda) | 689 | 12,009 | ||||||
MarketAxess Holdings, Inc. | 2 | 1,141 | ||||||
Moody’s Corp. | 8 | 2,322 | ||||||
Morgan Stanley | 133 | 9,114 | ||||||
MSCI, Inc. | 3 | 1,340 | ||||||
Nasdaq, Inc. | 172 | 22,831 | ||||||
Northern Trust Corp. | 7 | 652 | ||||||
Raymond James Financial, Inc. | 5 | 478 | ||||||
S&P Global, Inc. | 137 | 45,036 | ||||||
State Street Corp. | 13 | 946 | ||||||
Synchrony Financial | 22 | 764 | ||||||
T Rowe Price Group, Inc. | 314 | 47,536 | ||||||
|
| |||||||
445,585 | ||||||||
|
| |||||||
Energy — 1.8% | ||||||||
Apache Corp. | 14 | 199 | ||||||
Baker Hughes Co. | 586 | 12,218 | ||||||
Cabot Oil & Gas Corp. | 15 | 244 | ||||||
Chevron Corp. | 372 | 31,415 | ||||||
Concho Resources, Inc. | 7 | 408 | ||||||
ConocoPhillips | 40 | 1,600 | ||||||
Devon Energy Corp. | 15 | 237 | ||||||
Diamondback Energy, Inc. | 5 | 242 | ||||||
EOG Resources, Inc. | 22 | 1,097 | ||||||
Exxon Mobil Corp. | 910 | 37,510 | ||||||
Halliburton Co. | 1,321 | 24,967 | ||||||
Hess Corp. | 11 | 581 | ||||||
HollyFrontier Corp. | 6 | 155 | ||||||
Kinder Morgan, Inc. | 3,387 | 46,300 | ||||||
Marathon Oil Corp. | 29 | 193 | ||||||
Marathon Petroleum Corp. | 24 | 993 | ||||||
National Oilwell Varco, Inc.* | 581 | 7,977 | ||||||
Occidental Petroleum Corp. | 34 | 589 |
2
GOTHAM ENHANCED S&P 500 INDEX FUND
Portfolio of Investments (Continued)
December 31, 2020
(Unaudited)
Number of Shares | Value | |||||||
COMMON STOCKS — (Continued) |
| |||||||
Energy — (Continued) |
| |||||||
ONEOK, Inc. | 16 | $ | 614 | |||||
Phillips 66 | 16 | 1,119 | ||||||
Pioneer Natural Resources Co. | 6 | 683 | ||||||
Schlumberger NV (Curacao) | 2,083 | 45,472 | ||||||
TechnipFMC PLC (United Kingdom) | 673 | 6,326 | ||||||
Valero Energy Corp. | 15 | 849 | ||||||
Williams Cos., Inc. (The) | 65 | 1,303 | ||||||
|
| |||||||
223,291 | ||||||||
|
| |||||||
Food & Staples Retailing — 2.3% | ||||||||
Costco Wholesale Corp. | 17 | 6,405 | ||||||
Kroger Co. (The) | 41 | 1,302 | ||||||
Sysco Corp. | 762 | 56,586 | ||||||
Walgreens Boots Alliance, Inc. | 33 | 1,316 | ||||||
Walmart, Inc. | 1,456 | 209,882 | ||||||
|
| |||||||
275,491 | ||||||||
|
| |||||||
Food, Beverage & Tobacco — 5.6% |
| |||||||
Altria Group, Inc. | 2,781 | 114,021 | ||||||
Archer-Daniels-Midland Co. | 832 | 41,941 | ||||||
Brown-Forman Corp., Class B | 18 | 1,430 | ||||||
Campbell Soup Co. | 289 | 13,973 | ||||||
Coca-Cola Co. (The) | 815 | 44,695 | ||||||
Conagra Brands, Inc. | 712 | 25,817 | ||||||
Constellation Brands, Inc., Class A | 276 | 60,458 | ||||||
General Mills, Inc. | 461 | 27,107 | ||||||
Hershey Co. (The) | 8 | 1,219 | ||||||
Hormel Foods Corp. | 21 | 979 | ||||||
JM Smucker Co. (The) | 171 | 19,768 | ||||||
Kellogg Co. | 515 | 32,048 | ||||||
Kraft Heinz Co. (The) | 1,830 | 63,428 | ||||||
Lamb Weston Holdings, Inc. | 6 | 472 | ||||||
McCormick & Co., Inc., non-voting shares | 10 | 956 | ||||||
Molson Coors Beverage Co., Class B | 312 | 14,099 | ||||||
Mondelez International, Inc., Class A | 54 | 3,157 | ||||||
Monster Beverage Corp.* | 20 | 1,850 | ||||||
PepsiCo, Inc. | 52 | 7,712 | ||||||
Philip Morris International, Inc. | 2,075 | 171,789 | ||||||
Tyson Foods, Inc., Class A | 547 | 35,249 | ||||||
|
| |||||||
682,168 | ||||||||
|
| |||||||
Health Care Equipment & Services — 4.9% |
| |||||||
Abbott Laboratories | 640 | 70,074 | ||||||
ABIOMED, Inc.* | 2 | 648 | ||||||
Align Technology, Inc.* | 2 | 1,069 |
Number of Shares | Value | |||||||
COMMON STOCKS — (Continued) |
| |||||||
Health Care Equipment & Services — (Continued) |
| |||||||
AmerisourceBergen Corp. | 8 | $ | 782 | |||||
Anthem, Inc. | 174 | 55,870 | ||||||
Baxter International, Inc. | 19 | 1,525 | ||||||
Becton Dickinson and Co. | 11 | 2,752 | ||||||
Boston Scientific Corp.* | 53 | 1,905 | ||||||
Cardinal Health, Inc. | 11 | 589 | ||||||
Centene Corp.* | 22 | 1,321 | ||||||
Cerner Corp. | 12 | 942 | ||||||
Cigna Corp. | 14 | 2,915 | ||||||
Cooper Cos., Inc. (The) | 1 | 363 | ||||||
CVS Health Corp. | 1,145 | 78,204 | ||||||
Danaher Corp. | 257 | 57,090 | ||||||
DaVita, Inc.* | 171 | 20,075 | ||||||
DENTSPLY SIRONA, Inc. | 9 | 471 | ||||||
DexCom, Inc.* | 3 | 1,109 | ||||||
Edwards Lifesciences Corp.* | 23 | 2,098 | ||||||
HCA Healthcare, Inc. | 507 | 83,381 | ||||||
Henry Schein, Inc.* | 5 | 334 | ||||||
Hologic, Inc.* | 24 | 1,748 | ||||||
Humana, Inc. | 198 | 81,233 | ||||||
IDEXX Laboratories, Inc.* | 4 | 1,999 | ||||||
Intuitive Surgical, Inc.* | 4 | 3,272 | ||||||
Laboratory Corp. of America Holdings* | 69 | 14,045 | ||||||
McKesson Corp. | 7 | 1,217 | ||||||
Medtronic PLC (Ireland) | 51 | 5,974 | ||||||
Quest Diagnostics, Inc. | 41 | 4,886 | ||||||
ResMed, Inc. | 6 | 1,275 | ||||||
STERIS PLC (Ireland) | 4 | 758 | ||||||
Stryker Corp. | 15 | 3,676 | ||||||
Teleflex, Inc. | 2 | 823 | ||||||
UnitedHealth Group, Inc. | 223 | 78,202 | ||||||
Universal Health Services, Inc., Class B | 68 | 9,350 | ||||||
Varian Medical Systems, Inc.* | 4 | 700 | ||||||
West Pharmaceutical Services, Inc. | 3 | 850 | ||||||
Zimmer Biomet Holdings, Inc. | 7 | 1,079 | ||||||
|
| |||||||
594,604 | ||||||||
|
| |||||||
Household & Personal Products — 2.0% |
| |||||||
Church & Dwight Co., Inc. | 10 | 872 | ||||||
Clorox Co. (The) | 24 | 4,846 | ||||||
Colgate-Palmolive Co. | 653 | 55,838 | ||||||
Estee Lauder Cos., Inc. (The), Class A | 13 | 3,460 |
3
GOTHAM ENHANCED S&P 500 INDEX FUND
Portfolio of Investments (Continued)
December 31, 2020
(Unaudited)
Number of Shares | Value | |||||||
COMMON STOCKS — (Continued) |
| |||||||
Household & Personal Products — (Continued) |
| |||||||
Kimberly-Clark Corp. | 389 | $ | 52,449 | |||||
Procter & Gamble Co. (The) | 922 | 128,287 | ||||||
|
| |||||||
245,752 | ||||||||
|
| |||||||
Insurance — 1.3% |
| |||||||
Aflac, Inc. | 27 | 1,201 | ||||||
Allstate Corp. (The) | 12 | 1,319 | ||||||
American International Group, Inc. | 33 | 1,249 | ||||||
Aon PLC, Class A (Ireland) | 172 | 36,338 | ||||||
Arthur J Gallagher & Co. | 8 | 990 | ||||||
Assurant, Inc. | 3 | 409 | ||||||
Chubb Ltd. (Switzerland) | 17 | 2,617 | ||||||
Cincinnati Financial Corp. | 7 | 612 | ||||||
Everest Re Group Ltd. (Bermuda) | 2 | 468 | ||||||
Globe Life, Inc. | 4 | 380 | ||||||
Hartford Financial Services Group, Inc. (The) | 14 | 686 | ||||||
Lincoln National Corp. | 8 | 402 | ||||||
Loews Corp. | 10 | 450 | ||||||
Marsh & McLennan Cos., Inc. | 757 | 88,569 | ||||||
MetLife, Inc. | 34 | 1,596 | ||||||
Principal Financial Group, Inc. | 10 | 496 | ||||||
Progressive Corp. (The) | 22 | 2,175 | ||||||
Prudential Financial, Inc. | 15 | 1,171 | ||||||
Travelers Cos., Inc. (The) | 107 | 15,020 | ||||||
Unum Group | 8 | 184 | ||||||
Willis Towers Watson PLC (Ireland) | 4 | 843 | ||||||
WR Berkley Corp. | 7 | 465 | ||||||
|
| |||||||
157,640 | ||||||||
|
| |||||||
Materials — 3.1% |
| |||||||
Air Products & Chemicals, Inc. | 8 | 2,186 | ||||||
Albemarle Corp. | 3 | 443 | ||||||
Amcor PLC (Jersey) | 2,336 | 27,495 | ||||||
Avery Dennison Corp. | 4 | 620 | ||||||
Ball Corp. | 12 | 1,118 | ||||||
Celanese Corp. | 5 | 650 | ||||||
CF Industries Holdings, Inc. | 320 | 12,387 | ||||||
Corteva, Inc. | 28 | 1,084 | ||||||
Dow, Inc. | 1,110 | 61,605 | ||||||
DuPont de Nemours, Inc. | 653 | 46,435 | ||||||
Eastman Chemical Co. | 203 | 20,357 | ||||||
Ecolab, Inc. | 188 | 40,676 | ||||||
FMC Corp. | 195 | 22,411 | ||||||
Freeport-McMoRan, Inc. | 55 | 1,431 |
Number of Shares | Value | |||||||
COMMON STOCKS — (Continued) |
| |||||||
Materials — (Continued) |
| |||||||
International Flavors & Fragrances, Inc. | 4 | $ | 435 | |||||
International Paper Co. | 589 | 29,285 | ||||||
Linde PLC (Ireland) | 20 | 5,270 | ||||||
LyondellBasell Industries NV, Class A (Netherlands) | 13 | 1,192 | ||||||
Martin Marietta Materials, Inc. | 3 | 852 | ||||||
Mosaic Co. (The) | 568 | 13,070 | ||||||
Newmont Corp. | 43 | 2,575 | ||||||
Nucor Corp. | 452 | 24,042 | ||||||
Packaging Corp. of America | 5 | 690 | ||||||
PPG Industries, Inc. | 354 | 51,054 | ||||||
Sealed Air Corp. | 233 | 10,669 | ||||||
Sherwin-Williams Co. (The) | 4 | 2,940 | ||||||
Vulcan Materials Co. | 5 | 742 | ||||||
Westrock Co. | 10 | 435 | ||||||
|
| |||||||
382,149 | ||||||||
|
| |||||||
Media & Entertainment — 8.8% |
| |||||||
Activision Blizzard, Inc. | 279 | 25,905 | ||||||
Alphabet, Inc., Class A* | 269 | 471,460 | ||||||
Charter Communications, Inc., Class A* | 82 | 54,247 | ||||||
Comcast Corp., Class A | 172 | 9,013 | ||||||
Discovery, Inc., Class A* | 27 | 812 | ||||||
DISH Network Corp., Class A* | 20 | 647 | ||||||
Electronic Arts, Inc. | 105 | 15,078 | ||||||
Facebook, Inc., Class A* | 1,235 | 337,353 | ||||||
Fox Corp., Class A | 865 | 25,189 | ||||||
Interpublic Group of Cos., Inc. (The) | 336 | 7,903 | ||||||
Live Nation Entertainment, Inc.* | 8 | 588 | ||||||
Netflix, Inc.* | 159 | 85,976 | ||||||
News Corp., Class A | 23 | 413 | ||||||
Omnicom Group, Inc. | 12 | 748 | ||||||
Take-Two Interactive Software, Inc.* | 43 | 8,935 | ||||||
Twitter, Inc.* | 286 | 15,487 | ||||||
ViacomCBS, Inc., Class B | 33 | 1,230 | ||||||
Walt Disney Co. (The)* | 66 | 11,958 | ||||||
|
| |||||||
1,072,942 | ||||||||
|
| |||||||
Pharmaceuticals, Biotechnology & Life Sciences — 4.6% |
| |||||||
AbbVie, Inc. | 67 | 7,179 | ||||||
Agilent Technologies, Inc. | 12 | 1,422 | ||||||
Alexion Pharmaceuticals, Inc.* | 82 | 12,812 | ||||||
Amgen, Inc. | 22 | 5,058 | ||||||
Biogen, Inc.* | 49 | 11,998 |
4
GOTHAM ENHANCED S&P 500 INDEX FUND
Portfolio of Investments (Continued)
December 31, 2020
(Unaudited)
Number of Shares | Value | |||||||
COMMON STOCKS — (Continued) |
| |||||||
Pharmaceuticals, Biotechnology & Life Sciences — (Continued) |
| |||||||
Bio-Rad Laboratories, Inc., Class A* | 1 | $ | 583 | |||||
Bristol-Myers Squibb Co. | 85 | 5,273 | ||||||
Catalent, Inc.* | 6 | 624 | ||||||
Eli Lilly & Co. | 35 | 5,909 | ||||||
Gilead Sciences, Inc. | 47 | 2,738 | ||||||
Illumina, Inc.* | 55 | 20,350 | ||||||
Incyte Corp.* | 79 | 6,871 | ||||||
IQVIA Holdings, Inc.* | 7 | 1,254 | ||||||
Johnson & Johnson | 657 | 103,399 | ||||||
Merck & Co., Inc. | 1,836 | 150,185 | ||||||
Mettler-Toledo International, Inc.* | 1 | 1,140 | ||||||
PerkinElmer, Inc. | 5 | 718 | ||||||
Perrigo Co. PLC (Ireland) | 5 | 224 | ||||||
Pfizer, Inc. | 4,780 | 175,952 | ||||||
Regeneron Pharmaceuticals, Inc.* | 46 | 22,223 | ||||||
Thermo Fisher Scientific, Inc. | 15 | 6,987 | ||||||
Vertex Pharmaceuticals, Inc.* | 9 | 2,127 | ||||||
Viatris, Inc.* | 259 | 4,854 | ||||||
Waters Corp.* | 3 | 742 | ||||||
Zoetis, Inc. | 18 | 2,979 | ||||||
|
| |||||||
553,601 | ||||||||
|
| |||||||
Real Estate — 1.2% |
| |||||||
Alexandria Real Estate Equities, Inc., REIT | 5 | 891 | ||||||
American Tower Corp., REIT | 160 | 35,914 | ||||||
AvalonBay Communities, Inc., REIT | 6 | 963 | ||||||
Boston Properties, Inc., REIT | 6 | 567 | ||||||
CBRE Group, Inc., Class A* | 157 | 9,847 | ||||||
Crown Castle International Corp., REIT | 155 | 24,674 | ||||||
Digital Realty Trust, Inc., REIT | 10 | 1,395 | ||||||
Duke Realty Corp., REIT | 14 | 560 | ||||||
Equinix, Inc., REIT | 3 | 2,143 | ||||||
Equity Residential, REIT | 14 | 830 | ||||||
Essex Property Trust, Inc., REIT | 2 | 475 | ||||||
Extra Space Storage, Inc., REIT | 5 | 579 | ||||||
Federal Realty Investment Trust, REIT | 2 | 170 | ||||||
Healthpeak Properties, Inc., REIT | 20 | 605 | ||||||
Host Hotels & Resorts, Inc., REIT | 26 | 380 | ||||||
Iron Mountain, Inc., REIT | 11 | 324 | ||||||
Kimco Realty Corp., REIT | 16 | 240 |
Number of Shares | Value | |||||||
COMMON STOCKS — (Continued) |
| |||||||
Real Estate — (Continued) |
| |||||||
Mid-America Apartment Communities, Inc., REIT | 5 | $ | 633 | |||||
Prologis, Inc., REIT | 28 | 2,790 | ||||||
Public Storage, REIT | 30 | 6,928 | ||||||
Realty Income Corp., REIT | 13 | 808 | ||||||
Regency Centers Corp., REIT | 6 | 274 | ||||||
SBA Communications Corp., REIT | 40 | 11,285 | ||||||
Simon Property Group, Inc., REIT | 11 | 938 | ||||||
SL Green Realty Corp., REIT | 2 | 119 | ||||||
UDR, Inc., REIT | 11 | 423 | ||||||
Ventas, Inc., REIT | 14 | 687 | ||||||
Vornado Realty Trust, REIT | 7 | 261 | ||||||
Welltower, Inc., REIT | 16 | 1,034 | ||||||
Weyerhaeuser Co., REIT | 1,117 | 37,453 | ||||||
|
| |||||||
144,190 | ||||||||
|
| |||||||
Retailing — 13.8% |
| |||||||
Advance Auto Parts, Inc. | 103 | 16,224 | ||||||
Amazon.com, Inc.* | 219 | 713,268 | ||||||
AutoZone, Inc.* | 35 | 41,490 | ||||||
Best Buy Co., Inc. | 389 | 38,818 | ||||||
Booking Holdings, Inc.* | 2 | 4,455 | ||||||
CarMax, Inc.* | 7 | 661 | ||||||
Dollar General Corp. | 365 | 76,760 | ||||||
Dollar Tree, Inc.* | 9 | 972 | ||||||
eBay, Inc. | 1,031 | 51,808 | ||||||
Etsy, Inc.* | 4 | 712 | ||||||
Expedia Group, Inc. | 5 | 662 | ||||||
Gap, Inc. (The)* | 560 | 11,306 | ||||||
Genuine Parts Co. | 216 | 21,693 | ||||||
Home Depot, Inc. (The) | 1,035 | 274,917 | ||||||
L Brands, Inc. | 416 | 15,471 | ||||||
LKQ Corp.* | 456 | 16,069 | ||||||
Lowe’s Cos., Inc. | 1,126 | 180,734 | ||||||
O’Reilly Automotive, Inc.* | 110 | 49,783 | ||||||
Pool Corp. | 2 | 745 | ||||||
Ross Stores, Inc. | 13 | 1,597 | ||||||
Target Corp. | 750 | 132,398 | ||||||
Tiffany & Co.* | 5 | 657 | ||||||
TJX Cos., Inc. (The) | 45 | 3,073 | ||||||
Tractor Supply Co. | 175 | 24,602 | ||||||
Ulta Beauty, Inc.* | 3 | 861 | ||||||
|
| |||||||
1,679,736 | ||||||||
|
| |||||||
Semiconductors & Semiconductor Equipment — 1.6% |
| |||||||
Advanced Micro Devices, Inc.* | 45 | 4,127 |
5
GOTHAM ENHANCED S&P 500 INDEX FUND
Portfolio of Investments (Continued)
December 31, 2020
(Unaudited)
Number of Shares | Value | |||||||
COMMON STOCKS — (Continued) |
| |||||||
Semiconductors & Semiconductor Equipment — (Continued) |
| |||||||
Analog Devices, Inc. | 14 | $ | 2,068 | |||||
Applied Materials, Inc. | 327 | 28,220 | ||||||
Broadcom, Inc. | 16 | 7,006 | ||||||
Intel Corp. | 1,176 | 58,588 | ||||||
KLA Corp. | 55 | 14,240 | ||||||
Lam Research Corp. | 52 | 24,558 | ||||||
Maxim Integrated Products, Inc. | 10 | 886 | ||||||
Microchip Technology, Inc. | 10 | 1,381 | ||||||
Micron Technology, Inc.* | 404 | 30,373 | ||||||
NVIDIA Corp. | 23 | 12,011 | ||||||
Qorvo, Inc.* | 5 | 831 | ||||||
QUALCOMM, Inc. | 43 | 6,551 | ||||||
Skyworks Solutions, Inc. | 6 | 917 | ||||||
Teradyne, Inc. | 7 | 839 | ||||||
Texas Instruments, Inc. | 36 | 5,909 | ||||||
Xilinx, Inc. | 9 | 1,276 | ||||||
|
| |||||||
199,781 | ||||||||
|
| |||||||
Software & Services — 15.7% | ||||||||
Accenture PLC, Class A (Ireland) | 183 | 47,801 | ||||||
Adobe, Inc.* | 172 | 86,021 | ||||||
Akamai Technologies, Inc.* | 6 | 630 | ||||||
ANSYS, Inc.* | 31 | 11,278 | ||||||
Autodesk, Inc.* | 79 | 24,122 | ||||||
Automatic Data Processing, Inc. | 17 | 2,995 | ||||||
Broadridge Financial Solutions, Inc. | 76 | 11,643 | ||||||
Cadence Design Systems, Inc.* | 100 | 13,643 | ||||||
Citrix Systems, Inc. | 5 | 650 | ||||||
Cognizant Technology Solutions Corp., Class A | 193 | 15,816 | ||||||
DXC Technology Co. | 10 | 258 | ||||||
Fidelity National Information Services, Inc. | 23 | 3,254 | ||||||
Fiserv, Inc.* | 25 | 2,846 | ||||||
FleetCor Technologies, Inc.* | 3 | 818 | ||||||
Fortinet, Inc.* | 6 | 891 | ||||||
Gartner, Inc.* | 4 | 641 | ||||||
Global Payments, Inc. | 11 | 2,370 | ||||||
International Business Machines Corp. | 970 | 122,104 | ||||||
Intuit, Inc. | 9 | 3,419 | ||||||
Jack Henry & Associates, Inc. | 3 | 486 | ||||||
Leidos Holdings, Inc. | 6 | 631 | ||||||
Mastercard, Inc., Class A | 361 | 128,855 | ||||||
Microsoft Corp. | 3,273 | 727,981 |
Number of Shares | Value | |||||||
COMMON STOCKS — (Continued) |
| |||||||
Software & Services — (Continued) |
| |||||||
NortonLifeLock, Inc. | 23 | $ | 478 | |||||
Oracle Corp. | 4,178 | 270,275 | ||||||
Paychex, Inc. | 319 | 29,724 | ||||||
Paycom Software, Inc.* | 2 | 904 | ||||||
PayPal Holdings, Inc.* | 465 | 108,903 | ||||||
salesforce.com, Inc.* | 329 | 73,212 | ||||||
ServiceNow, Inc.* | 70 | 38,530 | ||||||
Synopsys, Inc.* | 54 | 13,999 | ||||||
Tyler Technologies, Inc.* | 1 | 437 | ||||||
VeriSign, Inc.* | 4 | 866 | ||||||
Visa, Inc., Class A | 767 | 167,766 | ||||||
Western Union Co. (The) | 22 | 483 | ||||||
|
| |||||||
1,914,730 | ||||||||
|
| |||||||
Technology Hardware & Equipment — 9.9% |
| |||||||
Amphenol Corp., Class A | 12 | 1,569 | ||||||
Apple, Inc. | 6,122 | 812,328 | ||||||
Arista Networks, Inc.* | 2 | 581 | ||||||
CDW Corp. | 7 | 923 | ||||||
Cisco Systems, Inc. | 6,317 | 282,686 | ||||||
Corning, Inc. | 917 | 33,012 | ||||||
F5 Networks, Inc.* | 3 | 528 | ||||||
FLIR Systems, Inc. | 5 | 219 | ||||||
Hewlett Packard Enterprise Co. | 48 | 569 | ||||||
HP, Inc. | 1,917 | 47,139 | ||||||
IPG Photonics Corp.* | 2 | 448 | ||||||
Juniper Networks, Inc. | 493 | 11,097 | ||||||
Keysight Technologies, Inc.* | 6 | 793 | ||||||
Motorola Solutions, Inc. | 6 | 1,020 | ||||||
NetApp, Inc. | 9 | 596 | ||||||
Seagate Technology PLC (Ireland) | 10 | 622 | ||||||
TE Connectivity Ltd. (Switzerland) | 12 | 1,453 | ||||||
Vontier Corp.* | 253 | 8,450 | ||||||
Western Digital Corp. | 11 | 609 | ||||||
Xerox Holdings Corp. | 7 | 162 | ||||||
Zebra Technologies Corp., Class A* | 2 | 769 | ||||||
|
| |||||||
1,205,573 | ||||||||
|
| |||||||
Telecommunication Services — 4.7% |
| |||||||
AT&T, Inc. | 10,029 | 288,434 | ||||||
CenturyLink, Inc. | 42 | 410 | ||||||
T-Mobile US, Inc.* | 46 | 6,203 | ||||||
Verizon Communications, Inc. | 4,788 | 281,295 | ||||||
|
| |||||||
576,342 | ||||||||
|
|
6
GOTHAM ENHANCED S&P 500 INDEX FUND
Portfolio of Investments (Concluded)
December 31, 2020
(Unaudited)
Number of Shares | Value | |||||||
COMMON STOCKS — (Continued) | ||||||||
Transportation — 1.3% | ||||||||
Alaska Air Group, Inc. | 4 | $ | 208 | |||||
American Airlines Group, Inc. | 19 | 300 | ||||||
CH Robinson Worldwide, Inc. | 6 | 563 | ||||||
CSX Corp. | 811 | 73,598 | ||||||
Delta Air Lines, Inc. | 23 | 925 | ||||||
Expeditors International of | ||||||||
Washington, Inc. | 254 | 24,158 | ||||||
FedEx Corp. | 10 | 2,596 | ||||||
JB Hunt Transport Services, Inc. | 4 | 547 | ||||||
Kansas City Southern | 4 | 817 | ||||||
Norfolk Southern Corp. | 186 | 44,195 | ||||||
Old Dominion Freight Line, Inc. | 5 | 976 | ||||||
Southwest Airlines Co. | 22 | 1,025 | ||||||
Union Pacific Corp. | 28 | 5,830 | ||||||
United Airlines Holdings, Inc.* | 10 | 432 | ||||||
United Parcel Service, Inc., Class B | 33 | 5,557 | ||||||
|
| |||||||
161,727 | ||||||||
|
| |||||||
Utilities — 0.4% | ||||||||
AES Corp. | 42 | 987 | ||||||
Alliant Energy Corp. | 9 | 464 | ||||||
Ameren Corp. | 9 | 703 | ||||||
American Electric Power Co., Inc. | 18 | 1,499 | ||||||
American Water Works Co., Inc. | 6 | 921 | ||||||
Atmos Energy Corp. | 4 | 382 | ||||||
CenterPoint Energy, Inc. | 20 | 433 | ||||||
CMS Energy Corp. | 11 | 671 | ||||||
Consolidated Edison, Inc. | 12 | 867 | ||||||
Dominion Energy, Inc. | 31 | 2,331 | ||||||
DTE Energy Co. | 7 | 850 | ||||||
Duke Energy Corp. | 28 | 2,564 | ||||||
Edison International | 14 | 879 |
Number of Shares | Value | |||||||
COMMON STOCKS — (Continued) | ||||||||
Utilities — (Continued) | ||||||||
Entergy Corp. | 7 | $ | 699 | |||||
Evergy, Inc. | 8 | 444 | ||||||
Eversource Energy | 12 | 1,038 | ||||||
Exelon Corp. | 36 | 1,520 | ||||||
FirstEnergy Corp. | 20 | 612 | ||||||
NextEra Energy, Inc. | 73 | 5,632 | ||||||
NiSource, Inc. | 14 | 321 | ||||||
NRG Energy, Inc. | 366 | 13,743 | ||||||
Pinnacle West Capital Corp. | 4 | 320 | ||||||
PPL Corp. | 28 | 790 | ||||||
Public Service Enterprise Group, Inc. | 18 | 1,049 | ||||||
Sempra Energy | 11 | 1,402 | ||||||
Southern Co. (The) | 39 | 2,396 | ||||||
WEC Energy Group, Inc. | 11 | 1,012 | ||||||
Xcel Energy, Inc. | 19 | 1,267 | ||||||
|
| |||||||
45,796 | ||||||||
|
| |||||||
TOTAL COMMON STOCKS | 12,121,684 | |||||||
|
| |||||||
TOTAL INVESTMENTS - 99.6% | 12,121,684 | |||||||
|
| |||||||
OTHER ASSETS IN EXCESS OF LIABILITIES - 0.4% | 49,344 | |||||||
|
| |||||||
NET ASSETS - 100.0% | $ | 12,171,028 | ||||||
|
|
* | 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.
7