Form NPORT-P - Monthly Portfolio Investments Report on Form N-PORT (Public)
2024年11月26日 - 11:46PM
Edgar (US Regulatory)
Portfolio
of
Investments
September
30,
2024
SPXX
(Unaudited)
SHARES
DESCRIPTION
VALUE
LONG-TERM
INVESTMENTS
-
100.8%
X
320,943,562
COMMON
STOCKS
-
98
.5
%
X
320,943,562
AUTOMOBILES
&
COMPONENTS
-
1.7%
5,866
Gentex
Corp
$
174,162
1,613
Lear
Corp
176,058
16,252
(a)
Lucid
Group
Inc
57,370
2,378
(a)
QuantumScape
Corp
13,674
5,089
(a),(b)
Rivian
Automotive
Inc,
Class
A
57,099
19,545
(a)
Tesla
Inc
5,113,557
1,213
Thor
Industries
Inc
133,297
742
(a)
Visteon
Corp
70,668
TOTAL
AUTOMOBILES
&
COMPONENTS
5,795,885
BANKS
-
3.4%
51,538
Bank
of
America
Corp
2,045,028
22,295
Citigroup
Inc
1,395,667
89
Cullen/Frost
Bankers
Inc
9,956
85
First
Citizens
BancShares
Inc/NC,
Class
A
156,481
4,948
First
Horizon
Corp
76,842
24,320
JPMorgan
Chase
&
Co
5,128,115
3,135
New
York
Community
Bancorp
Inc
35,206
4,203
Synovus
Financial
Corp
186,907
376
(a)
Texas
Capital
Bancshares
Inc
26,869
1,229
Webster
Financial
Corp
57,284
29,478
Wells
Fargo
&
Co
1,665,212
2,283
Wintrust
Financial
Corp
247,774
TOTAL
BANKS
11,031,341
CAPITAL
GOODS
-
5.3%
506
Acuity
Brands
Inc
139,347
1,811
AGCO
Corp
177,224
5,115
(a),(b)
Archer
Aviation
Inc,
Class
A
15,498
5,924
(a)
Array
Technologies
Inc
39,098
3,549
(a),(b)
Bloom
Energy
Corp,
Class
A
37,477
2,021
BWX
Technologies
Inc
219,683
563
Carlisle
Cos
Inc
253,209
4,996
Caterpillar
Inc
1,954,037
5,454
CNH
Industrial
NV
60,539
1,029
Curtiss-Wright
Corp
338,222
3,017
Deere
&
Co
1,259,085
5,038
Eaton
Corp
PLC
1,669,796
740
EMCOR
Group
Inc
318,593
4,483
(a),(b)
Enovix
Corp
41,871
930
Esab
Corp
98,868
5,399
Graco
Inc
472,466
1,527
HEICO
Corp
399,280
360
Hexcel
Corp
22,259
8,713
Honeywell
International
Inc
1,801,064
6,141
Illinois
Tool
Works
Inc
1,609,372
936
Lennox
International
Inc
565,615
563
Lincoln
Electric
Holdings
Inc
108,107
2,947
Lockheed
Martin
Corp
1,722,698
595
(a)
MasTec
Inc
73,245
1,160
(a)
Middleby
Corp/The
161,391
531
MSC
Industrial
Direct
Co
Inc,
Class
A
45,698
1,377
Oshkosh
Corp
137,989
2,476
Owens
Corning
437,064
26,630
(a),(b)
Plug
Power
Inc
60,184
16,125
RTX
Corp
1,953,705
2,981
Sensata
Technologies
Holding
PLC
106,899
9,783
(a)
Shoals
Technologies
Group
Inc,
Class
A
54,883
1,494
(a)
Spirit
AeroSystems
Holdings
Inc,
Class
A
48,570
6,239
(a)
Sunrun
Inc
112,676
2,008
Timken
Co/The
169,254
Portfolio
of
Investments
September
30,
2024
(continued)
SPXX
SHARES
DESCRIPTION
VALUE
CAPITAL
GOODS
(continued)
511
Valmont
Industries
Inc
$
148,164
637
Watsco
Inc
313,327
3,189
(a)
WillScot
Holdings
Corp
119,906
TOTAL
CAPITAL
GOODS
17,266,363
COMMERCIAL
&
PROFESSIONAL
SERVICES
-
0.6%
3,007
Booz
Allen
Hamilton
Holding
Corp
489,419
425
(a)
CACI
International
Inc,
Class
A
214,438
463
(a)
Clarivate
PLC
3,287
786
(a)
Clean
Harbors
Inc
189,984
228
Concentrix
Corp
11,685
2,741
(a)
GEO
Group
Inc/The
35,222
2,665
KBR
Inc
173,571
1,061
RB
Global
Inc
85,400
3,217
Robert
Half
Inc
216,858
596
Science
Applications
International
Corp
83,005
3,175
SS&C
Technologies
Holdings
Inc
235,617
448
(a)
Stericycle
Inc
27,328
998
TransUnion
104,491
TOTAL
COMMERCIAL
&
PROFESSIONAL
SERVICES
1,870,305
CONSUMER
DISCRETIONARY
DISTRIBUTION
&
RETAIL
-
6.3%
67,878
(a),(c)
Amazon.com
Inc
12,647,708
839
(a)
AutoNation
Inc
150,114
418
(a)
Burlington
Stores
Inc
110,135
1,137
Dick's
Sporting
Goods
Inc
237,292
929
(a)
Five
Below
Inc
82,077
1,111
Foot
Locker
Inc
28,708
1,918
(a)
GameStop
Corp,
Class
A
43,980
1,932
Gap
Inc/The
42,601
9,417
Home
Depot
Inc/The
3,815,767
343
Lithia
Motors
Inc
108,951
7,215
Lowe's
Cos
Inc
1,954,182
303
Murphy
USA
Inc
149,340
392
(a)
PDD
Holdings
Inc
52,846
372
(a)
RH
124,408
6,256
(a)
Valvoline
Inc
261,813
1,384
(a)
Victoria's
Secret
&
Co
35,569
753
(a),(b)
Wayfair
Inc,
Class
A
42,304
1,254
Williams-Sonoma
Inc
194,270
TOTAL
CONSUMER
DISCRETIONARY
DISTRIBUTION
&
RETAIL
20,082,065
CONSUMER
DURABLES
&
APPAREL
-
0.9%
4,805
(a)
Capri
Holdings
Ltd
203,924
1,423
Cricut
Inc,
Class
A
9,861
8,589
KB
Home
735,992
8,015
Leggett
&
Platt
Inc
109,164
1,290
(a)
Mattel
Inc
24,575
672
Meritage
Homes
Corp
137,807
10,201
NIKE
Inc,
Class
B
901,768
4,744
(a)
Taylor
Morrison
Home
Corp
333,313
4,723
Tempur
Sealy
International
Inc
257,876
11,692
(a)
Under
Armour
Inc,
Class
A
104,176
11,868
VF
Corp
236,767
1,563
Whirlpool
Corp
167,241
TOTAL
CONSUMER
DURABLES
&
APPAREL
3,222,464
CONSUMER
SERVICES
-
1.9%
3,882
Aramark
150,350
331
Booking
Holdings
Inc
1,394,212
2,536
Boyd
Gaming
Corp
163,952
555
(a)
Bright
Horizons
Family
Solutions
Inc
77,772
734
Cracker
Barrel
Old
Country
Store
Inc
33,287
979
(a)
DoorDash
Inc,
Class
A
139,733
2,395
(a)
DraftKings
Inc,
Class
A
93,884
SHARES
DESCRIPTION
VALUE
CONSUMER
SERVICES
(continued)
2,846
Hyatt
Hotels
Corp
$
433,161
462
Jack
in
the
Box
Inc
21,501
8,883
McDonald's
Corp
2,704,961
2,339
Papa
John's
International
Inc
126,002
1,394
(a)
Penn
Entertainment
Inc
26,291
1,641
(a)
Planet
Fitness
Inc
133,282
1,485
Service
Corp
International/US
117,211
1,202
Six
Flags
Entertainment
Corp
48,453
3,429
Travel
+
Leisure
Co
158,008
195
Vail
Resorts
Inc
33,987
8,976
Wendy's
Co/The
157,260
TOTAL
CONSUMER
SERVICES
6,013,307
CONSUMER
STAPLES
DISTRIBUTION
&
RETAIL
-
2.3%
1,370
Albertsons
Cos
Inc,
Class
A
25,318
2,512
(a)
BJ's
Wholesale
Club
Holdings
Inc
207,190
410
Casey's
General
Stores
Inc
154,041
3,962
Costco
Wholesale
Corp
3,512,391
826
(a)
Performance
Food
Group
Co
64,734
2,961
(a)
US
Foods
Holding
Corp
182,102
40,986
(c)
Walmart
Inc
3,309,620
TOTAL
CONSUMER
STAPLES
DISTRIBUTION
&
RETAIL
7,455,396
ENERGY
-
3.3%
1,160
(a)
Antero
Resources
Corp
33,234
3,476
ChampionX
Corp
104,801
1,692
Cheniere
Energy
Inc
304,289
1,133
Chesapeake
Energy
Corp
93,189
18,545
Chevron
Corp
2,731,122
838
Chord
Energy
Corp
109,133
7,714
ConocoPhillips
812,130
1,568
EQT
Corp
57,452
33,891
Exxon
Mobil
Corp
3,972,702
1,270
HF
Sinclair
Corp
56,604
4,787
Liberty
Energy
Inc
91,384
9,638
Magnolia
Oil
&
Gas
Corp,
Class
A
235,360
6,358
Marathon
Petroleum
Corp
1,035,782
4,582
Murphy
Oil
Corp
154,597
1,982
(b)
New
Fortress
Energy
Inc
18,016
11,967
NOV
Inc
191,113
1,867
Patterson-UTI
Energy
Inc
14,283
632
Peabody
Energy
Corp
16,773
4,978
Permian
Resources
Corp
67,751
4,093
Range
Resources
Corp
125,901
3,108
SM
Energy
Co
124,227
14,618
(a)
Southwestern
Energy
Co
103,934
8,230
TechnipFMC
PLC
215,873
156
Texas
Pacific
Land
Corp
138,019
6,953
(a)
Transocean
Ltd
29,550
TOTAL
ENERGY
10,837,219
EQUITY
REAL
ESTATE
INVESTMENT
TRUSTS
(REITS)
-
1.8%
5,517
Agree
Realty
Corp
415,596
6,767
American
Homes
4
Rent,
Class
A
259,785
6,904
Americold
Realty
Trust
Inc
195,176
15,872
Brixmor
Property
Group
Inc
442,193
7,025
Cousins
Properties
Inc
207,097
1,740
EastGroup
Properties
Inc
325,067
6,011
Equity
LifeStyle
Properties
Inc
428,825
10,582
First
Industrial
Realty
Trust
Inc
592,380
4,174
Gaming
and
Leisure
Properties
Inc
214,752
10,252
Healthcare
Realty
Trust
Inc
186,074
1,542
Hudson
Pacific
Properties
Inc
7,371
10,680
Independence
Realty
Trust
Inc
218,940
Portfolio
of
Investments
September
30,
2024
(continued)
SPXX
SHARES
DESCRIPTION
VALUE
EQUITY
REAL
ESTATE
INVESTMENT
TRUSTS
(REITS)
(continued)
320
Innovative
Industrial
Properties
Inc
$
43,072
2,264
Lamar
Advertising
Co,
Class
A
302,471
2,787
Macerich
Co/The
50,835
8,772
NNN
REIT
Inc
425,354
5,266
Omega
Healthcare
Investors
Inc
214,326
1,930
Outfront
Media
Inc
35,473
2,707
Pebblebrook
Hotel
Trust
35,814
7,163
Phillips
Edison
&
Co
Inc
270,117
1,421
PotlatchDeltic
Corp
64,016
2,549
Rexford
Industrial
Realty
Inc
128,240
1,110
Ryman
Hospitality
Properties
Inc
119,036
3,255
SITE
Centers
Corp
196,928
759
SL
Green
Realty
Corp
52,834
1,241
Sun
Communities
Inc
167,721
3,372
WP
Carey
Inc
210,076
TOTAL
EQUITY
REAL
ESTATE
INVESTMENT
TRUSTS
(REITS)
5,809,569
FINANCIAL
SERVICES
-
7.7%
890
(a)
Affirm
Holdings
Inc
36,330
8,310
AGNC
Investment
Corp
86,923
2,624
Ally
Financial
Inc
93,388
6,384
American
Express
Co
1,731,341
5,651
Annaly
Capital
Management
Inc
113,415
15,838
(a),(c)
Berkshire
Hathaway
Inc,
Class
B
7,289,597
1,147
(a)
Block
Inc
76,998
304
(a)
Coinbase
Global
Inc,
Class
A
54,164
4,161
Corebridge
Financial
Inc
121,335
5,499
Equitable
Holdings
Inc
231,123
3,860
Goldman
Sachs
Group
Inc/The
1,911,125
807
(a),(b)
Hut
8
Corp
9,894
1,068
Interactive
Brokers
Group
Inc,
Class
A
148,836
8,753
Intercontinental
Exchange
Inc
1,406,082
508
LPL
Financial
Holdings
Inc
118,176
7,480
Mastercard
Inc,
Class
A
3,693,624
7,780
MGIC
Investment
Corp
199,168
14,535
Morgan
Stanley
1,515,128
440
PennyMac
Financial
Services
Inc
50,147
4,239
Radian
Group
Inc
147,051
3,649
(a)
Robinhood
Markets
Inc,
Class
A
85,460
4,781
(a)
Rocket
Cos
Inc,
Class
A
91,747
3,398
S&P
Global
Inc
1,755,475
6,607
(a)
SoFi
Technologies
Inc
51,931
1,592
(a)
Toast
Inc,
Class
A
45,070
1,119
Tradeweb
Markets
Inc,
Class
A
138,387
468
(a)
Upstart
Holdings
Inc
18,725
14,045
Visa
Inc,
Class
A
3,861,673
4,222
Voya
Financial
Inc
334,467
8,999
Western
Union
Co/The
107,358
2,878
XP
Inc,
Class
A
51,631
TOTAL
FINANCIAL
SERVICES
25,575,769
FOOD,
BEVERAGE
&
TOBACCO
-
2.7%
846
Cal-Maine
Foods
Inc
63,315
46,630
(c)
Coca-Cola
Co/The
3,350,831
2,034
(a)
Darling
Ingredients
Inc
75,583
646
(a)
Freshpet
Inc
88,353
2,784
Ingredion
Inc
382,606
485
Lancaster
Colony
Corp
85,636
16,493
PepsiCo
Inc
2,804,635
11,325
Philip
Morris
International
Inc
1,374,855
4,686
(a)
Pilgrim's
Pride
Corp
215,790
3,247
(a)
Post
Holdings
Inc
375,840
1,554
(a)
Simply
Good
Foods
Co/The
54,033
TOTAL
FOOD,
BEVERAGE
&
TOBACCO
8,871,477
SHARES
DESCRIPTION
VALUE
HEALTH
CARE
EQUIPMENT
&
SERVICES
-
4.9%
18,190
Abbott
Laboratories
$
2,073,841
1,735
(a)
Acadia
Healthcare
Co
Inc
110,016
6,194
(a)
agilon
health
Inc
24,342
43
(a)
Amedisys
Inc
4,150
805
(a)
AMN
Healthcare
Services
Inc
34,124
23,584
(a)
Boston
Scientific
Corp
1,976,339
279
Chemed
Corp
167,671
1,145
CONMED
Corp
82,348
8,288
DENTSPLY
SIRONA
Inc
224,273
1,637
(a)
Doximity
Inc,
Class
A
71,324
2,253
Encompass
Health
Corp
217,730
8,466
(a)
Envista
Holdings
Corp
167,288
2,780
(a)
Globus
Medical
Inc,
Class
A
198,881
757
(a)
Haemonetics
Corp
60,848
639
(a)
ICU
Medical
Inc
116,439
892
(a)
Integra
LifeSciences
Holdings
Corp
16,208
3,572
(a)
Intuitive
Surgical
Inc
1,754,816
697
(a)
Lantheus
Holdings
Inc
76,496
1,911
McKesson
Corp
944,837
15,485
Medtronic
PLC
1,394,115
1,383
(a)
Merit
Medical
Systems
Inc
136,682
5,175
(a)
Neogen
Corp
86,992
2,090
(a)
Option
Care
Health
Inc
65,417
433
(a)
Penumbra
Inc
84,136
7,161
Premier
Inc,
Class
A
143,220
593
(a)
Privia
Health
Group
Inc
10,799
1,424
(a)
Progyny
Inc
23,866
526
(a)
QuidelOrtho
Corp
23,986
361
(a)
STAAR
Surgical
Co
13,411
1,016
(a)
Teladoc
Health
Inc
9,327
1,806
(a)
Tenet
Healthcare
Corp
300,157
8,674
UnitedHealth
Group
Inc
5,071,514
1,340
(a)
Veeva
Systems
Inc,
Class
A
281,226
TOTAL
HEALTH
CARE
EQUIPMENT
&
SERVICES
15,966,819
HOUSEHOLD
&
PERSONAL
PRODUCTS
-
1.2%
1,282
(a)
BellRing
Brands
Inc
77,843
22,455
Procter
&
Gamble
Co/The
3,889,206
TOTAL
HOUSEHOLD
&
PERSONAL
PRODUCTS
3,967,049
INSURANCE
-
2.2%
1,136
American
Financial
Group
Inc/OH
152,906
5,688
Arthur
J
Gallagher
&
Co
1,600,433
650
Hanover
Insurance
Group
Inc/The
96,272
196
Kinsale
Capital
Group
Inc
91,252
473
Lincoln
National
Corp
14,904
117
(a)
Markel
Group
Inc
183,524
8,946
Marsh
&
McLennan
Cos
Inc
1,995,762
4,947
Old
Republic
International
Corp
175,223
1,422
Primerica
Inc
377,043
1,161
Reinsurance
Group
of
America
Inc
252,947
436
RenaissanceRe
Holdings
Ltd
118,766
965
RLI
Corp
149,556
1,002
Selective
Insurance
Group
Inc
93,487
6,012
Travelers
Cos
Inc/The
1,407,529
7,525
Unum
Group
447,286
TOTAL
INSURANCE
7,156,890
MATERIALS
-
1.6%
1,361
Alcoa
Corp
52,507
20,212
(a)
Arcadium
Lithium
PLC
57,604
794
Ashland
Inc
69,054
7,632
(a)
Axalta
Coating
Systems
Ltd
276,202
3,411
Berry
Global
Group
Inc
231,880
Portfolio
of
Investments
September
30,
2024
(continued)
SPXX
SHARES
DESCRIPTION
VALUE
MATERIALS
(continued)
2,824
Cabot
Corp
$
315,638
1,022
Chemours
Co/The
20,767
4,597
(a)
Cleveland-Cliffs
Inc
58,704
2,782
(a)
Coeur
Mining
Inc
19,140
812
Compass
Minerals
International
Inc
9,760
4,146
Crown
Holdings
Inc
397,518
12,941
Element
Solutions
Inc
351,478
10,647
Graphic
Packaging
Holding
Co
315,045
3,334
HB
Fuller
Co
264,653
14,773
Hecla
Mining
Co
98,536
212
(a)
Ingevity
Corporation
8,268
1,550
Louisiana-Pacific
Corp
166,563
1,379
Minerals
Technologies
Inc
106,500
9,015
(a),(b)
MP
Materials
Corp
159,115
152
NewMarket
Corp
83,887
3,302
Olin
Corp
158,430
555
Reliance
Inc
160,512
2,738
Royal
Gold
Inc
384,141
3,446
RPM
International
Inc
416,967
1,767
Scotts
Miracle-Gro
Co/The
153,199
1,579
Sensient
Technologies
Corp
126,667
3,858
Silgan
Holdings
Inc
202,545
2,761
Southern
Copper
Corp
319,365
199
Stepan
Co
15,373
8,818
Tronox
Holdings
PLC
129,007
3,457
United
States
Steel
Corp
122,136
TOTAL
MATERIALS
5,251,161
MEDIA
&
ENTERTAINMENT
-
8.9%
44,594
(c)
Alphabet
Inc,
Class
A
7,395,915
36,908
(c)
Alphabet
Inc,
Class
C
6,170,649
16
(a)
AMC
Entertainment
Holdings
Inc,
Class
A
73
115
Cable
One
Inc
40,226
40,347
Comcast
Corp,
Class
A
1,685,294
1,216
(a)
IAC
Inc
65,445
1,107
(a)
Liberty
Media
Corp-Liberty
Formula
One,
Class
A
79,184
200
(a)
Liberty
Media
Corp-Liberty
Live,
Class
A
9,902
16,581
Meta
Platforms
Inc
9,491,628
3,464
(a)
Netflix
Inc
2,456,911
2,539
(a)
Pinterest
Inc,
Class
A
82,187
641
(a)
Roku
Inc
47,857
2,153
Sirius
XM
Holdings
Inc
50,918
721
(a)
Spotify
Technology
SA
265,710
704
(a)
TKO
Group
Holdings
Inc
87,092
12,733
Walt
Disney
Co/The
1,224,787
TOTAL
MEDIA
&
ENTERTAINMENT
29,153,778
PHARMACEUTICALS,
BIOTECHNOLOGY
&
LIFE
SCIENCES
-
7.2%
15,731
(c)
AbbVie
Inc
3,106,557
2,527
(a)
Alkermes
PLC
70,731
5,222
(c)
Amgen
Inc
1,682,581
1,543
Bruker
Corp
106,560
5,489
Danaher
Corp
1,526,052
2,769
(a)
Elanco
Animal
Health
Inc
40,677
6,385
Eli
Lilly
&
Co
5,656,727
1,149
(a)
Exact
Sciences
Corp
78,270
4,414
(a)
Exelixis
Inc
114,543
70
(a),(b)
GRAIL
Inc
963
1,621
(a)
Halozyme
Therapeutics
Inc
92,786
423
(a)
Illumina
Inc
55,163
1,132
(a)
Ionis
Pharmaceuticals
Inc
45,348
18,193
Johnson
&
Johnson
2,948,358
395
(a)
Medpace
Holdings
Inc
131,851
23,452
Merck
&
Co
Inc
2,663,209
SHARES
DESCRIPTION
VALUE
PHARMACEUTICALS,
BIOTECHNOLOGY
&
LIFE
SCIENCES
(continued)
904
(a)
Neurocrine
Biosciences
Inc
$
104,159
1,447
(a)
Novavax
Inc
18,276
50,011
Pfizer
Inc
1,447,318
399
(a)
Sarepta
Therapeutics
Inc
49,831
3,729
Thermo
Fisher
Scientific
Inc
2,306,647
2,534
(a)
Vertex
Pharmaceuticals
Inc
1,178,513
TOTAL
PHARMACEUTICALS,
BIOTECHNOLOGY
&
LIFE
SCIENCES
23,425,120
REAL
ESTATE
MANAGEMENT
&
DEVELOPMENT
-
0.1%
1,231
(a)
Jones
Lang
LaSalle
Inc
332,136
4,753
(a)
Opendoor
Technologies
Inc
9,506
1,785
(a)
Zillow
Group
Inc,
Class
C
113,972
TOTAL
REAL
ESTATE
MANAGEMENT
&
DEVELOPMENT
455,614
SEMICONDUCTORS
&
SEMICONDUCTOR
EQUIPMENT
-
11.1%
5,912
Analog
Devices
Inc
1,360,765
11,856
(c)
Applied
Materials
Inc
2,395,505
35,090
Broadcom
Inc
6,053,025
3,050
Marvell
Technology
Inc
219,966
179,936
NVIDIA
Corp
21,851,428
10,222
QUALCOMM
Inc
1,738,251
693
(a)
Semtech
Corp
31,642
10,200
Texas
Instruments
Inc
2,107,014
521
Universal
Display
Corp
109,358
2,647
(a),(b)
Wolfspeed
Inc
25,676
TOTAL
SEMICONDUCTORS
&
SEMICONDUCTOR
EQUIPMENT
35,892,630
SOFTWARE
&
SERVICES
-
10.1%
3,572
(a)
Adobe
Inc
1,849,511
993
(a)
Altair
Engineering
Inc,
Class
A
94,841
2,425
Amdocs
Ltd
212,139
1,417
(a)
Box
Inc,
Class
A
46,378
361
(a)
C3.ai
Inc,
Class
A
8,747
725
(a)
Cleanspark
Inc
6,772
805
(a)
Cloudflare
Inc,
Class
A
65,116
7,313
(a)
Dropbox
Inc,
Class
A
185,970
1,426
(a)
Dynatrace
Inc
76,248
515
(a)
Elastic
NV
39,531
340
(a)
Globant
SA
67,368
2,495
Intuit
Inc
1,549,395
537
(a)
Manhattan
Associates
Inc
151,101
602
(a),(b)
MARA
Holdings
Inc
9,764
55,232
Microsoft
Corp
23,766,331
550
(a),(b)
MicroStrategy
Inc,
Class
A
92,730
192
(a)
MongoDB
Inc
51,907
2,273
(a)
Nutanix
Inc,
Class
A
134,675
112
(a)
Okta
Inc
8,326
14,001
Oracle
Corp
2,385,771
4,962
(a)
Palantir
Technologies
Inc,
Class
A
184,586
380
Pegasystems
Inc
27,774
1,278
(a)
RingCentral
Inc,
Class
A
40,423
1,882
(a),(b)
Riot
Platforms
Inc
13,964
5,124
Salesforce
Inc
1,402,490
2,769
(a)
SentinelOne
Inc,
Class
A
66,234
1,110
(a)
Teradata
Corp
33,677
2,685
(a)
Terawulf
Inc
12,566
632
(a)
Trade
Desk
Inc/The,
Class
A
69,299
3,241
(a)
UiPath
Inc,
Class
A
41,485
3,998
(a),(b)
Unity
Software
Inc
90,435
410
(a)
Wix.com
Ltd
68,540
1,207
(a)
Workday
Inc,
Class
A
295,003
TOTAL
SOFTWARE
&
SERVICES
33,149,097
Portfolio
of
Investments
September
30,
2024
(continued)
SPXX
SHARES
DESCRIPTION
VALUE
TECHNOLOGY
HARDWARE
&
EQUIPMENT
-
9.0%
108,834
(c)
Apple
Inc
$
25,358,321
998
(a)
Arrow
Electronics
Inc
132,564
3,111
Avnet
Inc
168,959
2,523
(a)
Ciena
Corp
155,392
43,703
Cisco
Systems
Inc
2,325,873
1,796
(a)
Coherent
Corp
159,683
5,255
Dell
Technologies
Inc,
Class
C
622,928
414
(a)
IPG
Photonics
Corp
30,768
1,321
(a)
Pure
Storage
Inc,
Class
A
66,367
TOTAL
TECHNOLOGY
HARDWARE
&
EQUIPMENT
29,020,855
TELECOMMUNICATION
SERVICES
-
0.7%
2,306
(a),(b)
AST
SpaceMobile
Inc
60,302
839
Cogent
Communications
Holdings
Inc
63,697
1,483
Iridium
Communications
Inc
45,157
20,069
(a)
Lumen
Technologies
Inc
142,490
607
Telephone
and
Data
Systems
Inc
14,113
1,094
(a)
United
States
Cellular
Corp
59,787
40,309
Verizon
Communications
Inc
1,810,277
TOTAL
TELECOMMUNICATION
SERVICES
2,195,823
TRANSPORTATION
-
1.4%
272
Avis
Budget
Group
Inc
23,824
942
Copa
Holdings
SA,
Class
A
88,398
935
(a)
GXO
Logistics
Inc
48,685
4,206
(a)
JetBlue
Airways
Corp
27,591
397
(a)
Saia
Inc
173,592
14,354
(a)
Uber
Technologies
Inc
1,078,847
6,904
Union
Pacific
Corp
1,701,698
8,775
United
Parcel
Service
Inc,
Class
B
1,196,384
1,308
(a)
XPO
Inc
140,623
TOTAL
TRANSPORTATION
4,479,642
UTILITIES
-
2.2%
1,280
ALLETE
Inc
82,163
2,994
Avangrid
Inc
107,155
2,058
Black
Hills
Corp
125,785
2,908
Brookfield
Renewable
Corp,
Class
A
94,975
8,533
Clearway
Energy
Inc,
Class
C
261,793
16,505
Duke
Energy
Corp
1,903,027
9,953
Essential
Utilities
Inc
383,887
11,064
Hawaiian
Electric
Industries
Inc
107,100
5,952
IDACORP
Inc
613,592
2,125
New
Jersey
Resources
Corp
100,300
12,295
NextEra
Energy
Inc
1,039,296
21,110
OGE
Energy
Corp
865,932
837
Otter
Tail
Corp
65,420
12,061
Portland
General
Electric
Co
577,722
69
Southwest
Gas
Holdings
Inc
5,089
1,283
(a),(b)
Sunnova
Energy
International
Inc
12,496
6,569
TXNM
Energy
Inc
287,525
14,575
UGI
Corp
364,667
TOTAL
UTILITIES
6,997,924
TOTAL
COMMON
STOCKS
(Cost
$94,616,785)
320,943,562
SHARES
DESCRIPTION
VALUE
X
6,821,880
EXCHANGE-TRADED
FUNDS
-
2
.3
%
X
6,821,880
3,500
SPDR
S&P
500
ETF
Trust
$
2,008,160
17,000
Vanguard
Total
Stock
Market
ETF
4,813,720
TOTAL
EXCHANGE-TRADED
FUNDS
(Cost
$5,604,672)
6,821,880
Investments
in
Derivatives
Part
F
of
Form
N-PORT
was
prepared
in
accordance
with
U.S.
generally
accepted
accounting
principles
(“U.S.
GAAP”)
and
in
conformity
with
the
applicable
rules
and
regulations
of
the
U.S.
Securities
and
Exchange
Commission
(“SEC”)
related
to
interim
filings.
Part
F
of
Form
N-PORT
does
not
include
all
information
and
footnotes
required
by
U.S.
GAAP
for
complete
financial
statements.
Certain
footnote
disclosures
normally
included
in
financial
statements
prepared
in
accordance
with
U.S.
GAAP
have
been
condensed
or
omitted
from
this
report
pursuant
to
the
rules
of
the
SEC.
For
a
full
set
of
the
Fund’s
notes
to
financial
statements,
please
refer
to
the
Fund’s
most
recently
filed
annual
or
semi-annual
report.
Fair
Value
Measurements
The
Fund’s
investments
in
securities
are
recorded
at
their
estimated
fair
value
utilizing
valuation
methods
approved
by
the
Board
of
Directors/
Trustees.
Fair
value
is
defined
as
the
price
that
would
be
received
upon
selling
an
investment
or
transferring
a
liability
in
an
orderly
transaction
to
an
independent
buyer
in
the
principal
or
most
advantageous
market
for
the
investment.
U.S.
GAAP
establishes
the
three-tier
hierarchy
which
is
used
to
maximize
the
use
of
observable
market
data
and
minimize
the
use
of
unobservable
inputs
and
to
establish
classification
of
fair
value
measurements
for
disclosure
purposes.
Observable
inputs
reflect
the
assumptions
market
participants
would
use
in
pricing
the
asset
or
liability.
Observable
inputs
are
based
on
market
data
obtained
from
sources
independent
of
the
reporting
entity.
Unobservable
inputs
reflect
management’s
assumptions
about
the
assumptions
market
participants
would
use
in
pricing
the
asset
or
liability.
Unobservable
inputs
are
based
on
the
best
information
available
in
the
circumstances.
The
following
is
a
summary
of
the
three-tiered
hierarchy
of
valuation
input
levels.
TYPE
DESCRIPTION(d)
NUMBER
OF
CONTRACTS
NOTIONAL
AMOUNT
(e)
EXERCISE
PRICE
EXPIRATION
DATE
VALUE
OPTIONS
PURCHASED
-
0
.0
%
Call
Chicago
Board
Options
Exchange
SPX
Volatility
Index
100
$
400,000
$
40
12/18/24
$
7,450
Put
Chicago
Board
Options
Exchange
SPX
Volatility
Index
150
210,000
14
10/16/24
300
TOTAL
OPTIONS
PURCHASED
(Cost
$9,906)
250
$
610,000
7,750
TOTAL
LONG-TERM
INVESTMENTS
(Cost
$100,231,363)
327,773,192
SHARES
DESCRIPTION
RATE
VALUE
INVESTMENTS
PURCHASED
WITH
COLLATERAL
FROM
SECURITIES
LENDING
-
0.2%
652,150
(f)
State
Street
Navigator
Securities
Lending
Government
Money
Market
Portfolio
5.020%(g)
652,150
TOTAL
INVESTMENTS
PURCHASED
WITH
COLLATERAL
FROM
SECURITIES
LENDING
(Cost
$652,150)
652,150
PRINCIPAL
DESCRIPTION
RATE
MATURITY
VALUE
SHORT-TERM
INVESTMENTS
-
1.7%
X
5,418,168
REPURCHASE
AGREEMENTS
-
1
.7
%
X
5,418,168
$
5,418,168
(h)
Fixed
Income
Clearing
Corporation
1
.520
%
10/01/24
$
5,418,168
TOTAL
REPURCHASE
AGREEMENTS
(Cost
$5,418,168)
5,418,168
TOTAL
SHORT-TERM
INVESTMENTS
(Cost
$5,418,168)
5,418,168
TOTAL
INVESTMENTS
-
102
.7
%
(Cost
$
106,301,681
)
333,843,510
OTHER
ASSETS
&
LIABILITIES,
NET
- (2.7)%
(
8,624,696
)
NET
ASSETS
APPLICABLE
TO
COMMON
SHARES
-
100%
$
325,218,814
Options
Written
Type
Description
(d)
Number
of
Contracts
Notional
Amount
(e)
Exercise
Price
Expiration
Date
Value
Call
S&P
500
Index
(30)
$
(
16,950,000
)
$
5,650
10/18/24
$
(
445,350
)
Call
S&P
500
Index
(195)
(
111,150,000
)
5,700
10/18/24
(
2,135,250
)
Call
S&P
500
Index
(30)
(
17,400,000
)
5,800
10/18/24
(
140,400
)
Call
S&P
500
Index
(60)
(
35,400,000
)
5,900
10/31/24
(
162,900
)
Total
Options
Written
(premiums
received
$1,293,677)
(315)
$(180,900,000)
$(2,883,900)
Portfolio
of
Investments
September
30,
2024
(continued)
SPXX
Level
1
–
Inputs
are
unadjusted
and
prices
are
determined
using
quoted
prices
in
active
markets
for
identical
securities.
Level
2
–
Prices
are
determined
using
other
significant
observable
inputs
(including
quoted
prices
for
similar
securities,
interest
rates,
credit
spreads,
etc.).
Level
3
–
Prices
are
determined
using
significant
unobservable
inputs
(including
management’s
assumptions
in
determining
the
fair
value
of
investments).
The
following
table
summarizes
the
market
value
of
the
Fund's
investments
as
of
the
end
of
the
reporting
period,
based
on
the
inputs
used
to
value
them:
Level
1
Level
2
Level
3
Total
Long-Term
Investments:
Common
Stocks
$
320,943,562
$
–
$
–
$
320,943,562
Exchange-Traded
Funds
6,821,880
–
–
6,821,880
Options
Purchased
7,750
–
–
7,750
Investments
Purchased
with
Collateral
from
Securities
Lending
652,150
–
–
652,150
Short-Term
Investments:
Repurchase
Agreements
–
5,418,168
–
5,418,168
Investments
in
Derivatives:
Options
Written
(2,883,900)
–
–
(2,883,900)
Total
$
325,541,442
$
5,418,168
$
–
$
330,959,610
All
percentages
shown
in
the
Portfolio
of
Investments
are
based
on
net
assets
applicable
to
common
shares
unless
otherwise
noted.
(a)
Non-income
producing;
issuer
has
not
declared
an
ex-dividend
date
within
the
past
twelve
months.
(b)
Investment,
or
a
portion
of
investment,
is
out
on
loan
for
securities
lending.
The
total
value
of
the
securities
out
on
loan
as
of
the
end
of
the
reporting
period
was
$611,134.
(c)
Investment,
or
portion
of
investment,
has
been
pledged
to
collateralize
the
net
payment
obligations
for
investments
in
derivatives.
For
Fund
portfolio
compliance
purposes,
the
Fund’s
industry
classifications
refer
to
any
one
or
more
of
the
industry
sub-classifications
used
by
one
or
more
widely
recognized
market
indexes
or
ratings
group
indexes,
and/or
as
defined
by
Fund
management.
This
definition
may
not
apply
for
purposes
of
this
report,
which
may
combine
industry
sub-classifications
into
sectors
for
reporting
ease.
(d)
Exchange-traded,
unless
otherwise
noted.
(e)
For
disclosure
purposes,
Notional
Amount
is
calculated
by
multiplying
the
Number
of
Contracts
by
the
Exercise
Price
by
100.
(f)
The
Fund
may
loan
securities
representing
up
to
one
third
of
the
value
of
its
total
assets
(which
includes
collateral
for
securities
on
loan)
to
broker
dealers,
banks,
and
other
institutions.
The
collateral
maintained
by
the
Fund
shall
have
a
value,
at
the
inception
of
each
loan,
equal
to
not
less
than
100%
of
the
value
of
the
loaned
securities.
The
cash
collateral
received
by
the
Fund
is
invested
in
this
money
market
fund.
(g)
The
rate
shown
is
the
one-day
yield
as
of
the
end
of
the
reporting
period.
(h)
Agreement
with
Fixed
Income
Clearing
Corporation,
1.520%
dated
9/30/24
to
be
repurchased
at
$5,418,397
on
10/1/24,
collateralized
by
Government
Agency
Securities,
with
coupon
rate
3.500%
and
maturity
date
9/30/26,
valued
at
$5,526,534.
ETF
Exchange-Traded
Fund
REIT
Real
Estate
Investment
Trust
S&P
Standard
&
Poor's
SPDR
Standard
&
Poor's
Depositary
Receipt
Nuveen S&P 500 Dynamic O... (NYSE:SPXX)
過去 株価チャート
から 12 2024 まで 1 2025
Nuveen S&P 500 Dynamic O... (NYSE:SPXX)
過去 株価チャート
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