AlphaMark Fund | |||
Schedule of Investments | |||
November 30, 2021 (Unaudited) | |||
Common Stocks - 29.5% | Shares | Value | |
Communications - 3.1% | |||
Entertainment Content - 1.3% | |||
Take-Two Interactive Software, Inc. * | 1,758 | $ 291,617 | |
Internet Media & Services - 1.0% | |||
Alphabet, Inc. - Class C * | 81 | 230,772 | |
Telecommunications - 0.8% | |||
Verizon Communications, Inc. | 3,666 | 184,290 | |
Consumer Discretionary - 3.2% | |||
E-Commerce Discretionary - 0.6% | |||
Amazon.com, Inc. * | 36 | 126,254 | |
Home Construction - 0.5% | |||
Toll Brothers, Inc. | 1,757 | 111,517 | |
Leisure Products - 0.4% | |||
Polaris, Inc. | 807 | 90,215 | |
Retail - Discretionary - 1.7% | |||
AutoZone, Inc. * | 71 | 129,012 | |
Lowe's Companies, Inc. | 614 | 150,178 | |
Ross Stores, Inc. | 1,021 | 111,381 | |
390,571 | |||
Consumer Staples - 2.5% | |||
Food - 0.8% | |||
Tyson Foods, Inc. - Class A | 2,268 | 179,082 | |
Household Products - 0.9% | |||
Estée Lauder Companies, Inc. (The) - Class A | 586 | 194,593 | |
Retail - Consumer Staples - 0.8% | |||
Kroger Company (The) | 4,325 | 179,617 | |
Energy - 1.0% | |||
Oil & Gas Producers - 1.0% | |||
Marathon Petroleum Corporation | 3,494 | 212,610 | |
AlphaMark Fund | |||
Schedule of Investments (Continued) | |||
Common Stocks - 29.5% (Continued) | Shares | Value | |
Financials - 3.5% | |||
Banking - 1.4% | |||
Fifth Third Bancorp | 3,843 | $ 161,982 | |
Western Alliance Bancorp | 1,410 | 154,790 | |
316,772 | |||
Institutional Financial Services - 1.3% | |||
Goldman Sachs Group, Inc. (The) | 412 | 156,968 | |
Intercontinental Exchange, Inc. | 1,086 | 141,962 | |
298,930 | |||
Insurance - 0.8% | |||
Arthur J. Gallagher & Company | 1,047 | 170,556 | |
Health Care - 4.3% | |||
Biotech & Pharma - 1.7% | |||
Bristol-Myers Squibb Company | 3,007 | 161,266 | |
Regeneron Pharmaceuticals, Inc. * | 370 | 235,516 | |
396,782 | |||
Health Care Facilities & Services - 1.6% | |||
DaVita, Inc. * | 1,637 | 154,696 | |
Molina Healthcare, Inc. * | 710 | 202,478 | |
357,174 | |||
Medical Equipment & Devices - 1.0% | |||
Thermo Fisher Scientific, Inc. | 346 | 218,959 | |
Industrials - 2.7% | |||
Commercial Support Services - 0.6% | |||
Waste Management, Inc. | 834 | 133,999 | |
Electrical Equipment - 1.0% | |||
AMETEK, Inc. | 809 | 110,428 | |
Hubbell, Inc. | 608 | 118,986 | |
229,414 | |||
Engineering & Construction - 0.6% | |||
Quanta Services, Inc. | 1,123 | 127,775 | |
Industrial Intermediate Products - 0.5% | |||
Timken Company (The) | 1,569 | 103,287 | |
Materials - 0.9% | |||
Chemicals - 0.4% | |||
Celanese Corporation | 308 | 46,619 |
AlphaMark Fund | |||
Schedule of Investments (Continued) | |||
Common Stocks - 29.5% (Continued) | Shares | Value | |
Materials - 0.9% (Continued) | |||
Chemicals - 0.4% (Continued) | |||
Eastman Chemical Company | 384 | $ 40,047 | |
86,666 | |||
Containers & Packaging - 0.5% | |||
International Paper Company | 802 | 36,507 | |
Packaging Corporation of America | 646 | 84,361 | |
120,868 | |||
Technology - 8.3% | |||
Semiconductors - 1.7% | |||
Broadcom, Inc. | 376 | 208,184 | |
ON Semiconductor Corporation * | 2,643 | 162,359 | |
370,543 | |||
Software - 0.8% | |||
SS&C Technologies Holdings, Inc. | 2,436 | 185,940 | |
Technology Hardware - 3.7% | |||
Amphenol Corporation - Class A | 2,626 | 211,603 | |
Apple, Inc. | 1,408 | 232,743 | |
TD SYNNEX Corporation | 1,485 | 153,638 | |
Zebra Technologies Corporation - Class A * | 404 | 237,867 | |
835,851 | |||
Technology Services - 2.1% | |||
Global Payments, Inc. | 1,521 | 181,060 | |
International Business Machines Corporation | 1,344 | 157,382 | |
Kyndryl Holdings, Inc. * | 1 | 13 | |
Leidos Holdings, Inc. | 1,641 | 144,260 | |
482,715 | |||
Total Common Stocks (Cost $4,848,494) | $ 6,627,369 | ||
Exchange-Traded Funds - 53.5% | Shares | Value | |
Communication Services Select Sector SPDR® Fund (The) | 16,146 | $ 1,216,924 | |
Consumer Discretionary Select Sector SPDR® Fund (The) | 4,325 | 884,203 | |
Consumer Staples Select Sector SPDR® Fund (The) | 14,815 | 1,041,346 | |
Energy Select Sector SPDR® Fund (The) | 7,191 | 392,557 | |
Financial Select Sector SPDR® Fund (The) | 41,724 | 1,583,843 | |
Health Care Select Sector SPDR® Fund (The) | 17,816 | 2,311,270 | |
Industrial Select Sector SPDR® Fund (The) | 11,653 | 1,174,273 | |
Materials Select Sector SPDR® Fund (The) | 4,276 | 361,963 | |
Real Estate Select Sector SPDR® Fund (The) | 14,000 | 663,460 |
AlphaMark Fund | |||
Schedule of Investments (Continued) | |||
Exchange-Traded Funds - 53.5% (Continued) | Shares | Value | |
Technology Select Sector SPDR® Fund (The) | 13,824 | $ 2,332,385 | |
Utilities Select Sector SPDR® Fund (The) | 875 | 57,549 | |
Total Exchange-Traded Funds (Cost $9,471,933) | $ 12,019,773 | ||
U.S. Treasury Obligations - 8.9% | Coupon | Par Value | Value |
U.S. Treasury Bills, due 03/24/2022 (Cost $1,999,717) | 0.045% (a) | $ 2,000,000 | $ 1,999,645 |
Money Market Funds - 8.4% | Shares | Value | |
Fidelity Institutional Money Market Government Portfolio - Class I, 0.01% (b) (Cost $1,897,835) | 1,897,835 | $ 1,897,835 | |
Total Investments at Value - 100.3% (Cost $18,217,979) | $ 22,544,622 | ||
Liabilities in Excess of Other Assets - (0.3%) | (63,845) | ||
Total Net Assets - 100.0% | $ 22,480,777 | ||
* | Non-income producing security. |
(a) | Rate shown is the annualized yield at time of purchase, not a coupon rate. |
(b) | The rate shown is the 7-day effective yield as of November 30, 2021. |
AlphaMark Fund | |||
Schedule of Open Written Option Contracts | |||
November 30, 2021 (Unaudited) | |||
Written Option Contracts | Contracts | Notional Amount | Value |
Call Option Contracts | |||
Consumer Discretionary Select Sector SPDR® Fund (The), 12/20/2021 at $220 | 30 | $ 613,320 | $ 1,350 |
Real Estate Select Sector SPDR® Fund (The), 12/20/2021 at $50 | 110 | 521,290 | 1,100 |
Technology Select Sector SPDR® Fund (The), 12/20/2021 at $167 | 30 | 506,160 | 13,320 |
1,640,770 | 15,770 | ||
Put Option Contracts | |||
Consumer Discretionary Select Sector SPDR® Fund (The), 12/20/2021 at $200 | 30 | 613,320 | 7,650 |
Utilities Select Sector SPDR® Fund (The), 12/20/2021 at $66 | 100 | 657,700 | 12,400 |
1,271,020 | 20,050 | ||
Total Written Option Contracts (Premiums received $27,044) | $ 2,911,790 | $ 35,820 | |