ASYMmetric Smart Alpha S&P 500 ETF

Engineered to generate up to 2x the performance of the S&P 500 Index
with a risk profile generally in line with the index.

ASYMmetric Smart Alpha S&P 500 ETF (ZSPY) is engineered to generate up to 2x the performance of the S&P 500 Index with a risk profile generally in line with the index over a market cycle. ZSPY seeks to accomplish these goals by being close to 200% long the S&P 500 Index in a bull market and being net short the S&P 500 Index in a bear market.

ZSPY is leverage for investors. It offers leveraged period returns in a buy and hold strategy.

Investment Objective: ASYMmetric Smart Alpha S&P 500 ETF (ZSPY) seeks to track the total return performance, before fees and expenses, of the ASYMmetric Smart Alpha 500 Index (the “Index”). The Index is a quantitative (rules-based) hedging strategy that seeks to capture roughly 2x the bull market gains of the S&P 500, by employing 200% leverage, and to provide protection against bear market losses, by being net short, with respect to exposure to the S&P 500 Index.

Why Invest in ZSPY?

Seeks to Deliver Equity Returns with Less Risk

Aims to deliver alpha of close to 2x the performance of the S&P 500 during a bull market by being close to 200% long the S&P 500
(Risk-On).

Seeks to Preserve

Seeks to preserve capital when market risk is rising and the outlook for the S&P 500 is uncertain by removing all leverage and reducing portfolio exposure to near zero (Risk-Elevated).

Seeks to Protect

Aims to protect capital when the S&P 500 is in a bear market, by being slightly net short, positioning the portfolio to profit during a bear market (Risk-Off).

ZSPY Smart Facts

Smart Category:
ZSPY is part of ASYMmetric’s Smart Alpha category. Smart Alpha solutions are designed to outperform the market while maintaining a market risk profile.

Designed For:
Investors with a higher risk tolerance who are looking to maximize returns, with the least amount of risk.

Suggested Use Case:
ZSPY may be used as a source of portfolio alpha with a recommended target allocation of 10-25% of equities.

Smart Facts
Category	Smart Alpha
Primary Goal	Maximum Alpha
Secondary Goal	Market Risk
Risk Profile	Moderate
Investor Profile	Growth
Investor Objective	Maximum Growth
Target Allocation	10% - 25% Equities

ZSPY is Powered by Smart Technology

ASYMmetric Risk Management Technology™ is designed to maximize returns while minimizing risk.
It seeks to accomplish this by reducing portfolio risk as market risk rises.

Leverage can magnify the Fund’s gains and losses and therefore enhance risk.

Risk Environment

Fund Exposure

Price Momentum Indicator

S&P 500

Price Momentum Indicator (PMI)

As of 7/31/2023

Source: ASYMmetric Investment Solutions. An index cannot be made into an investment. Unmanaged index returns do not reflect any fees, expenses or sales charges. The fund's investments are designed to respond to volatility relying on the proprietary model developed by the index provider, however, there may be factors which limit the accuracy of the model that may adversely affect the fund. Past performance is no guarantee of future results.

Price Volatility Indicator

Bear Markets

Price Vol^TM

Threshold

As of 7/31/2023

ZSPY Details and Performance Overview

ZSPY Performance

	As of (09/30/2023)			As of (09/30/2023)
	1 Month	3 Month	Since Inception	1 Month	3 Month	Since Inception
Market Price	-9.72%	-8.29%	5.92%-%	-9.72%	-8.29%	5.92%-%
NAV	-9.57%	-8.05%	5.96%-%	-9.57%	-8.05%	5.96%-%
S&P 500® TR Index	-4.77%	-3.27%	15.16%5.67%	-4.77%	-3.27%	15.16%5.67%
Capture Ratio
Market Price - S&P 500®	204%	254%	39%0%	204%	254%	39%0%
Market Price - S&P 500®	201%	246%	39%0%	201%	246%	39%0%

ZSPY Details
Ticker	ZSPY
Investment Adivser	ASYMmetric ETFs, LLC
Inception Date	2/1/2023
Exchange	NYSE
Expense Ratio	0.95%
CUSIP	04651A200
NAV Symbol	ZSPY.NV
IOPV	ZSPY.IV
30 Day SEC yield*	N/A

*AS OF 10/18/2023

Fund Documents
Fact Sheet
Report Card
Investor Deck
Summary Prospectus
SAI
Prospectus
Semi-Annual Report
Premium Discount

ZSPY Data & Pricing
Net Assets as of as of 10/18/2023	$825,201
NAV	$27.51
Shares Outstanding	30,000
Premium/Discount Percentage	%
Closing Price	$
30 Day Median Bid/Ask Spread	%

Data as of 10/18/2023

IOPV, or Indicative Optimized Portfolio Value, is a calculation disseminated by the stock exchange that approximates the Fund’s NAV every fifteen seconds throughout the trading day.

Distribution Detail
EX Date	Record Date	Payable Date	Ordinary Income	Short Term Capital Gains	Long Term Capital Gains	Total Distribution
XXXXXX	XXXXXX	XXXXXX	0.0000	0.0000	0.0000	0.0000

DOWNLOAD PREMIUM DISCOUNT INFORMATION

Top 10 Holdings
Percentage of Net Assets	Name	Identifier	CUSIP	Shares	Market Value
96.53%	SP500 MIC EMIN FUTDec23	HWAZ3 Index	HWAZ3 INDEX	36	$790,470
6.49%	APPLE INC	AAPL	037833100	298	$53,160
6.06%	MICROSOFT CORP	MSFT	594918104	151	$49,587
2.94%	AMAZON COM INC	AMZN	023135106	186	$24,083
2.80%	NVIDIA CORPORATION	NVDA	67066G104	50	$22,899
2.06%	ALPHABET INC	GOOGL	02079K305	122	$16,843
1.77%	ALPHABET INC	GOOG	02079K107	104	$14,477
1.73%	META PLATFORMS INC	META	30303M102	44	$14,161
1.71%	TESLA INC	TSLA	88160R101	53	$13,972
1.49%	BERKSHIRE HATHAWAY INC DEL	BRK/B	084670702	35	$12,200
1.22%	UNITEDHEALTH GROUP INC	UNH	91324P102	19	$9,961
1.08%	JPMORGAN CHASE & CO.	JPM	46625H100	61	$8,885
1.03%	EXXON MOBIL CORP	XOM	30231G102	76	$8,394
1.01%	VISA INC	V	92826C839	35	$8,281
0.99%	ELI LILLY & CO	LLY	532457108	14	$8,110
0.94%	BROADCOM INC	AVGO	11135F101	9	$7,726
0.91%	JOHNSON & JOHNSON	JNJ	478160104	47	$7,443
0.80%	HOME DEPOT INC	HD	437076102	22	$6,583
0.78%	MASTERCARD INCORPORATED	MA	57636Q104	16	$6,406
0.78%	PROCTER AND GAMBLE CO	PG	742718109	44	$6,370
0.77%	CHEVRON CORP NEW	CVX	166764100	38	$6,329
0.70%	MERCK & CO INC	MRK	58933Y105	55	$5,699
0.65%	ADOBE INC	ADBE	00724F101	10	$5,327
0.58%	ABBVIE INC	ABBV	00287Y109	32	$4,764
0.58%	CISCO SYS INC	CSCO	17275R102	88	$4,741
0.58%	WALMART INC	WMT	931142103	30	$4,728
0.55%	COSTCO WHSL CORP NEW	COST	22160K105	8	$4,497
0.55%	COCA COLA CO	KO	191216100	83	$4,484
0.55%	THERMO FISHER SCIENTIFIC INC COM	TMO	883556102	9	$4,465
0.53%	ACCENTURE PLC IRELAND	ACN	G1151C101	14	$4,354
0.51%	ADVANCED MICRO DEVICES INC	AMD	007903107	38	$4,142
0.51%	LINDE PLC	LIN	G54950103	11	$4,169
0.49%	MCDONALDS CORP	MCD	580135101	16	$4,024
0.49%	PFIZER INC	PFE	717081103	122	$4,047
0.48%	PEPSICO INC	PEP	713448108	24	$3,946
0.46%	NETFLIX INC	NFLX	64110L106	10	$3,733
0.45%	SALESFORCE INC	CRM	79466L302	18	$3,724
0.43%	ORACLE CORP	ORCL	68389X105	32	$3,498
0.40%	BANK AMERICA CORP	BAC	060505104	120	$3,241
0.40%	COMCAST CORP NEW	CMCSA	20030N101	74	$3,291
0.40%	DANAHER CORPORATION	DHR	235851102	15	$3,277
0.40%	INTUIT	INTU	461202103	6	$3,241
0.38%	INTERNATIONAL BUSINESS MACHS COM	IBM	459200101	22	$3,126
0.38%	INTEL CORP	INTC	458140100	85	$3,097
0.38%	VERIZON COMMUNICATIONS INC	VZ	92343V104	98	$3,112
0.37%	BOOKING HOLDINGS INC	BKNG	09857L108	1	$3,060
0.37%	CATERPILLAR INC	CAT	149123101	11	$3,005
0.37%	GENERAL ELECTRIC CO	GE	369604301	27	$3,010
0.37%	NIKE INC	NKE	654106103	31	$3,026
0.37%	WELLS FARGO CO NEW	WFC	949746101	76	$3,026
0.36%	QUALCOMM INC	QCOM	747525103	26	$2,920
0.36%	S&P Global Inc	SPGI	78409V104	8	$2,957
0.35%	ABBOTT LABS	ABT	002824100	29	$2,829
0.35%	CONOCOPHILLIPS	COP	20825C104	24	$2,889
0.35%	LOWES COS INC	LOW	548661107	14	$2,839
0.35%	UNION PAC CORP	UNP	907818108	14	$2,889
0.34%	BRISTOL-MYERS SQUIBB CO	BMY	110122108	50	$2,820
0.34%	UNITED PARCEL SERVICE INC	UPS	911312106	18	$2,800
0.33%	APPLIED MATLS INC	AMAT	038222105	19	$2,687
0.33%	BOEING CO	BA	097023105	14	$2,709
0.33%	RTX CORPORATION	RTX	75513E101	37	$2,714
0.32%	HONEYWELL INTL INC	HON	438516106	14	$2,609
0.32%	LOCKHEED MARTIN CORP	LMT	539830109	6	$2,611
0.32%	MEDTRONIC PLC	MDT	G5960L103	34	$2,590
0.31%	BLACKROCK INC	BLK	09247X101	4	$2,568
0.31%	MORGAN STANLEY	MS	617446448	32	$2,564
0.31%	STARBUCKS CORP	SBUX	855244109	27	$2,516
0.31%	TEXAS INSTRS INC	TXN	882508104	16	$2,523
0.30%	ANALOG DEVICES INC	ADI	032654105	14	$2,464
0.30%	PHILIP MORRIS INTL INC	PM	718172109	26	$2,445
0.29%	DEERE & CO	DE	244199105	6	$2,345
0.29%	DISNEY WALT CO	DIS	254687106	28	$2,380
0.29%	NEXTERA ENERGY INC	NEE	65339F101	46	$2,373
0.29%	AT&T INC	T	00206R102	158	$2,364
0.28%	ELEVANCE HEALTH INC	ELV	036752103	5	$2,276
0.28%	GILEAD SCIENCES INC	GILD	375558103	30	$2,279
0.28%	MARSH & MCLENNAN COS INC	MMC	571748102	12	$2,311
0.27%	AUTOMATIC DATA PROCESSING INC COM	ADP	053015103	9	$2,242
0.27%	GOLDMAN SACHS GROUP INC	GS	38141G104	7	$2,203
0.27%	SERVICENOW INC	NOW	81762P102	4	$2,233
0.27%	STRYKER CORPORATION	SYK	863667101	8	$2,196
0.27%	TJX COS INC NEW	TJX	872540109	25	$2,216
0.26%	AMGEN INC	AMGN	031162100	8	$2,170
0.26%	MONDELEZ INTL INC	MDLZ	609207105	34	$2,163
0.26%	PROLOGIS INC.	PLD	74340W103	19	$2,096
0.26%	VERTEX PHARMACEUTICALS INC	VRTX	92532F100	6	$2,163
0.25%	THE CIGNA GROUP	CI	125523100	7	$2,042
0.25%	CVS HEALTH CORP	CVS	126650100	28	$2,008
0.25%	INTUITIVE SURGICAL INC	ISRG	46120E602	7	$2,085
0.25%	PALO ALTO NETWORKS INC	PANW	697435105	8	$2,054
0.24%	SYNOPSYS INC	SNPS	871607107	4	$1,960
0.23%	LAM RESEARCH CORP	LRCX	512807108	3	$1,903
0.23%	SCHLUMBERGER LTD	SLB	806857108	32	$1,876
0.23%	T-MOBILE US INC	TMUS	872590104	13	$1,851
0.22%	AMERICAN EXPRESS CO	AXP	025816109	12	$1,811
0.22%	CHIPOTLE MEXICAN GRILL INC	CMG	169656105	1	$1,832
0.21%	CITIGROUP INC	C	172967424	41	$1,699
0.21%	CME GROUP INC	CME	12572Q105	8	$1,729
0.21%	EATON CORP PLC	ETN	G29183103	8	$1,706
0.21%	ZOETIS INC	ZTS	98978V103	10	$1,756
0.20%	BECTON DICKINSON & CO	BDX	075887109	6	$1,603
0.20%	CHUBB LIMITED	CB	H1467J104	8	$1,677
0.20%	EOG RES INC	EOG	26875P101	13	$1,647
0.19%	AMERICAN TOWER CORP	AMT	03027X100	10	$1,586
0.19%	BOSTON SCIENTIFIC CORP	BSX	101137107	29	$1,560
0.19%	BLACKSTONE INC	BX	09260D107	15	$1,579
0.19%	ALTRIA GROUP INC	MO	02209S103	36	$1,530
0.19%	MICRON TECHNOLOGY INC	MU	595112103	22	$1,520
0.19%	SCHWAB CHARLES CORP	SCHW	808513105	30	$1,553
0.19%	SOUTHERN CO	SO	842587107	23	$1,528
0.18%	AIR PRODS & CHEMS INC	APD	009158106	5	$1,440
0.18%	ACTIVISION BLIZZARD INC	ATVI	00507V109	16	$1,509
0.18%	CADENCE DESIGN SYSTEM INC	CDNS	127387108	6	$1,499
0.18%	EQUINIX INC	EQIX	29444U700	2	$1,478
0.18%	FISERV INC	FI	337738108	13	$1,490
0.18%	HUMANA INC	HUM	444859102	3	$1,501
0.17%	DUKE ENERGY CORP NEW	DUK	26441C204	16	$1,423
0.17%	ILLINOIS TOOL WKS INC	ITW	452308109	6	$1,410
0.17%	KLA CORP	KLAC	482480100	3	$1,422
0.17%	MCKESSON CORP	MCK	58155Q103	3	$1,364
0.17%	NORTHROP GRUMMAN CORP	NOC	666807102	3	$1,395
0.16%	AON PLC	AON	G0403H108	4	$1,302
0.16%	CSX CORP	CSX	126408103	42	$1,325
0.16%	FEDEX CORP	FDX	31428X106	5	$1,284
0.16%	INTERCONTINENTAL EXCHANGE INC COM	ICE	45866F104	12	$1,341
0.16%	MARATHON PETE CORP	MPC	56585A102	9	$1,340
0.16%	OLD DOMINION FREIGHT LINE INC COM	ODFL	679580100	3	$1,275
0.16%	PAYPAL HLDGS INC	PYPL	70450Y103	22	$1,270
0.15%	COLGATE PALMOLIVE CO	CL	194162103	18	$1,251
0.15%	EMERSON ELEC CO	EMR	291011104	13	$1,253
0.15%	HCA HEALTHCARE INC	HCA	40412C101	5	$1,265
0.15%	MARRIOTT INTL INC NEW	MAR	571903202	6	$1,191
0.15%	NXP SEMICONDUCTORS N V	NXPI	N6596X109	6	$1,211
0.15%	PARKER-HANNIFIN CORP	PH	701094104	3	$1,192
0.15%	PHILLIPS 66	PSX	718546104	11	$1,236
0.15%	SHERWIN WILLIAMS CO	SHW	824348106	5	$1,266
0.14%	GALLAGHER ARTHUR J & CO	AJG	363576109	5	$1,167
0.14%	ARISTA NETWORKS INC	ANET	040413106	6	$1,168
0.14%	FORD MTR CO DEL	F	345370860	91	$1,110
0.14%	FREEPORT-MCMORAN INC	FCX	35671D857	31	$1,156
0.14%	GENERAL DYNAMICS CORP	GD	369550108	5	$1,183
0.14%	MOTOROLA SOLUTIONS INC	MSI	620076307	4	$1,140
0.14%	OCCIDENTAL PETE CORP	OXY	674599105	18	$1,152
0.14%	PIONEER NAT RES CO	PXD	723787107	5	$1,187
0.14%	VALERO ENERGY CORP	VLO	91913Y100	9	$1,172
0.13%	AUTODESK INC	ADSK	052769106	5	$1,062
0.13%	AFLAC INC	AFL	001055102	14	$1,103
0.13%	AMERICAN INTL GROUP INC	AIG	026874784	18	$1,101
0.13%	AMPHENOL CORP NEW	APH	032095101	13	$1,085
0.13%	CARRIER GLOBAL CORPORATION	CARR	14448C104	19	$1,053
0.13%	HESS CORP	HES	42809H107	7	$1,076
0.13%	MSCI INC	MSCI	55354G100	2	$1,042
0.13%	PACCAR INC	PCAR	693718108	12	$1,041
0.13%	TRANE TECHNOLOGIES PLC	TT	G8994E103	5	$1,043
0.12%	ARCHER DANIELS MIDLAND CO	ADM	039483102	13	$964
0.12%	CENTENE CORP DEL	CNC	15135B101	14	$996
0.12%	CINTAS CORP	CTAS	172908105	2	$1,013
0.12%	ECOLAB INC	ECL	278865100	6	$1,015
0.12%	EDWARDS LIFESCIENCES CORP	EW	28176E108	13	$948
0.12%	EXELON CORP	EXC	30161N101	24	$943
0.12%	FORTINET INC	FTNT	34959E109	16	$950
0.12%	GENERAL MTRS CO	GM	37045V100	31	$976
0.12%	KIMBERLY-CLARK CORP	KMB	494368103	8	$958
0.12%	MICROCHIP TECHNOLOGY INC.	MCHP	595017104	12	$969
0.12%	MOODYS CORP	MCO	615369105	3	$966
0.12%	METLIFE INC	MET	59156R108	16	$995
0.12%	3M CO	MMM	88579Y101	11	$997
0.12%	NORFOLK SOUTHN CORP	NSC	655844108	5	$1,004
0.12%	PAYCHEX INC	PAYX	704326107	8	$947
0.12%	PROGRESSIVE CORP	PGR	743315103	7	$996
0.12%	PNC FINL SVCS GROUP INC	PNC	693475105	8	$978
0.12%	ROPER TECHNOLOGIES INC	ROP	776696106	2	$994
0.12%	SEMPRA	SRE	816851109	14	$960
0.12%	CONSTELLATION BRANDS INC	STZ	21036P108	4	$952
0.12%	TARGET CORP	TGT	87612E106	9	$987
0.12%	TRAVELERS COMPANIES INC	TRV	89417E109	6	$973
0.12%	US BANCORP DEL	USB	902973304	29	$945
0.12%	WILLIAMS COS INC	WMB	969457100	29	$998
0.11%	AMERICAN ELEC PWR CO INC	AEP	025537101	12	$891
0.11%	AMETEK INC	AME	031100100	6	$908
0.11%	CARDINAL HEALTH INC	CAH	14149Y108	10	$916
0.11%	CONSTELLATION ENERGY CORP	CEG	21037T109	8	$904
0.11%	CHURCH & DWIGHT CO INC	CHD	171340102	10	$882
0.11%	CHARTER COMMUNICATIONS INC NEW CL A	CHTR	16119P108	2	$889
0.11%	CAPITAL ONE FINL CORP	COF	14040H105	9	$873
0.11%	COPART INC	CPRT	217204106	20	$912
0.11%	COTERRA ENERGY INC	CTRA	127097103	33	$927
0.11%	DUPONT DE NEMOURS INC	DD	26614N102	12	$915
0.11%	ELECTRONIC ARTS INC	EA	285512109	7	$897
0.11%	FAIR ISAAC CORP	FICO	303250104	1	$889
0.11%	GENERAL MLS INC	GIS	370334104	14	$886
0.11%	HILTON WORLDWIDE HLDGS INC	HLT	43300A203	6	$918
0.11%	HEWLETT PACKARD ENTERPRISE CO COM	HPE	42824C109	53	$897
0.11%	IDEXX LABS INC	IDXX	45168D104	2	$901
0.11%	JOHNSON CTLS INTL PLC	JCI	G51502105	17	$895
0.11%	L3HARRIS TECHNOLOGIES INC	LHX	502431109	5	$888
0.11%	MONSTER BEVERAGE CORP NEW	MNST	61174X109	18	$907
0.11%	NUCOR CORP	NUE	670346105	6	$935
0.11%	OREILLY AUTOMOTIVE INC	ORLY	67103H107	1	$918
0.11%	ROCKWELL AUTOMATION INC	ROK	773903109	3	$875
0.11%	ROSS STORES INC	ROST	778296103	8	$905
0.11%	REPUBLIC SVCS INC	RSG	760759100	6	$878
0.11%	TRANSDIGM GROUP INC	TDG	893641100	1	$866
0.11%	TE CONNECTIVITY LTD	TEL	H84989104	7	$870
0.10%	AGILENT TECHNOLOGIES INC	A	00846U101	7	$793
0.10%	BIOGEN INC	BIIB	09062X103	3	$792
0.10%	BAKER HUGHES COMPANY	BKR	05722G100	23	$803
0.10%	CROWN CASTLE INC	CCI	22822V101	9	$838
0.10%	CORTEVA INC	CTVA	22052L104	17	$859
0.10%	DOMINION ENERGY INC	D	25746U109	20	$852
0.10%	DIGITAL RLTY TR INC	DLR	253868103	7	$843
0.10%	DOVER CORP	DOV	260003108	6	$846
0.10%	DOW INC	DOW	260557103	16	$821
0.10%	CONSOLIDATED EDISON INC	ED	209115104	9	$793
0.10%	EQUITY RESIDENTIAL	EQR	29476L107	14	$837
0.10%	EXPEDITORS INTL WASH INC	EXPD	302130109	7	$824
0.10%	HALLIBURTON CO	HAL	406216101	19	$782
0.10%	HOLOGIC INC	HOLX	436440101	11	$778
0.10%	INVITATION HOMES INC	INVH	46187W107	25	$799
0.10%	IQVIA HLDGS INC	IQV	46266C105	4	$806
0.10%	MODERNA INC	MRNA	60770K107	8	$835
0.10%	ON SEMICONDUCTOR CORP	ON	682189105	9	$840
0.10%	PUBLIC STORAGE	PSA	74460D109	3	$814
0.10%	REGENERON PHARMACEUTICALS	REGN	75886F107	1	$835
0.10%	SIMON PPTY GROUP INC NEW	SPG	828806109	8	$849
0.10%	TRUIST FINANCIAL CORP	TFC	89832Q109	27	$790
0.10%	YUM BRANDS INC	YUM	988498101	7	$843
0.09%	BUNGE LIMITED	BG	G16962105	7	$731
0.09%	BANK NEW YORK MELLON CORP	BK	064058100	18	$761
0.09%	CENCORA INC	COR	03073E105	4	$752
0.09%	COSTAR GROUP INC	CSGP	22160N109	9	$738
0.09%	COGNIZANT TECHNOLOGY SOLUTIONS CL A	CTSH	192446102	11	$746
0.09%	D R HORTON INC	DHI	23331A109	7	$750
0.09%	DEVON ENERGY CORP NEW	DVN	25179M103	16	$737
0.09%	DEXCOM INC	DXCM	252131107	9	$767
0.09%	LAUDER ESTEE COS INC	EL	518439104	5	$703
0.09%	FASTENAL CO	FAST	311900104	13	$726
0.09%	FIDELITY NATL INFORMATION SVCS COM	FIS	31620M106	14	$743
0.09%	GRAINGER W W INC	GWW	384802104	1	$711
0.09%	NEWMONT CORP	NEM	651639106	20	$769
0.09%	REALTY INCOME CORP	O	756109104	15	$753
0.09%	OTIS WORLDWIDE CORP	OTIS	68902V107	9	$723
0.09%	POOL CORP	POOL	73278L105	2	$701
0.09%	PRUDENTIAL FINL INC	PRU	744320102	8	$752
0.09%	QUANTA SVCS INC	PWR	74762E102	4	$711
0.09%	ROYAL CARIBBEAN GROUP	RCL	V7780T103	8	$715
0.09%	SYSCO CORP	SYY	871829107	12	$771
0.09%	TAKE-TWO INTERACTIVE SOFTWARE COM	TTWO	874054109	5	$726
0.09%	VERISK ANALYTICS INC	VRSK	92345Y106	3	$733
0.09%	VENTAS INC	VTR	92276F100	17	$713
0.09%	WELLTOWER INC	WELL	95040Q104	9	$753
0.08%	ARCH CAP GROUP LTD	ACGL	G0450A105	8	$655
0.08%	ALLSTATE CORP	ALL	020002101	6	$688
0.08%	AMERIPRISE FINL INC	AMP	03076C106	2	$658
0.08%	APTIV PLC	APTV	G6095L109	7	$687
0.08%	AXON ENTERPRISE INC	AXON	05464C101	3	$646
0.08%	CDW CORP	CDW	12514G108	3	$630
0.08%	CUMMINS INC	CMI	231021106	3	$688
0.08%	EBAY INC.	EBAY	278642103	15	$653
0.08%	DIAMONDBACK ENERGY INC	FANG	25278X109	4	$626
0.08%	GLOBAL PMTS INC	GPN	37940X102	6	$691
0.08%	INGERSOLL RAND INC	IR	45687V106	10	$647
0.08%	KINDER MORGAN INC DEL	KMI	49456B101	38	$639
0.08%	KROGER CO	KR	501044101	15	$673
0.08%	LENNAR CORP	LEN	526057104	6	$676
0.08%	SOUTHWEST AIRLS CO	LUV	844741108	24	$640
0.08%	LYONDELLBASELL INDUSTRIES N V SHS - A -	LYB	N53745100	7	$658
0.08%	ONEOK INC NEW	OKE	682680103	10	$669
0.08%	PUBLIC SVC ENTERPRISE GRP INC COM	PEG	744573106	11	$650
0.08%	PPG INDS INC	PPG	693506107	5	$651
0.08%	VULCAN MATLS CO	VMC	929160109	3	$633
0.08%	WABTEC	WAB	929740108	6	$630
0.08%	WASTE MGMT INC DEL	WM	94106L109	4	$627
0.08%	WEYERHAEUSER CO MTN BE	WY	962166104	21	$632
0.07%	BAXTER INTL INC	BAX	071813109	15	$560
0.07%	CARNIVAL CORP	CCL	143658300	44	$568
0.07%	DELTA AIR LINES INC DEL	DAL	247361702	15	$536
0.07%	DISCOVER FINL SVCS	DFS	254709108	6	$548
0.07%	EQUIFAX INC	EFX	294429105	3	$562
0.07%	FORTIVE CORP	FTV	34959J108	8	$612
0.07%	GE HEALTHCARE TECHNOLOGIES INC COMMON STOCK	GEHC	36266G107	8	$546
0.07%	HERSHEY CO	HSY	427866108	3	$583
0.07%	KEURIG DR PEPPER INC	KDP	49271V100	19	$576
0.07%	KRAFT HEINZ CO	KHC	500754106	17	$552
0.07%	PG&E CORP	PCG	69331C108	35	$553
0.07%	VICI PPTYS INC	VICI	925652109	20	$585
0.07%	WEC ENERGY GROUP INC	WEC	92939U106	7	$576
0.07%	XCEL ENERGY INC	XEL	98389B100	10	$581
0.07%	XYLEM INC	XYL	98419M100	6	$552
0.07%	ZIMMER BIOMET HOLDINGS INC	ZBH	98956P102	5	$561
0.06%	AMEREN CORP	AEE	023608102	6	$457
0.06%	ALBEMARLE CORP	ALB	012653101	3	$486
0.06%	AVALONBAY CMNTYS INC	AVB	053484101	3	$522
0.06%	AMERICAN WTR WKS CO INC NEW	AWK	030420103	4	$487
0.06%	CBRE GROUP INC	CBRE	12504L109	7	$512
0.06%	DOLLAR GEN CORP NEW	DG	256677105	5	$527
0.06%	EDISON INTL	EIX	281020107	8	$506
0.06%	EVERSOURCE ENERGY	ES	30040W108	8	$466
0.06%	FACTSET RESH SYS INC	FDS	303075105	1	$453
0.06%	FIFTH THIRD BANCORP	FITB	316773100	19	$475
0.06%	CORNING INC	GLW	219350105	18	$527
0.06%	HP INC	HPQ	40434L105	19	$502
0.06%	KEYSIGHT TECHNOLOGIES INC	KEYS	49338L103	4	$529
0.06%	MONOLITHIC PWR SYS INC	MPWR	609839105	1	$490
0.06%	M & T BK CORP	MTB	55261F104	4	$508
0.06%	RESMED INC	RMD	761152107	3	$451
0.06%	SNAP ON INC	SNA	833034101	2	$521
0.06%	STATE STR CORP	STT	857477103	8	$524
0.06%	PRICE T ROWE GROUP INC	TROW	74144T108	5	$524
0.06%	WARNER BROS DISCOVERY INC	WBD	934423104	43	$459
0.05%	ALEXANDRIA REAL ESTATE EQ INC COM	ARE	015271109	4	$402
0.05%	DOLLAR TREE INC	DLTR	256746108	4	$432
0.05%	EVEREST GROUP LTD	EG	G3223R108	1	$385
0.05%	ENPHASE ENERGY INC	ENPH	29355A107	3	$377
0.05%	GENUINE PARTS CO	GPC	372460105	3	$443
0.05%	HARTFORD FINL SVCS GROUP INC COM	HIG	416515104	6	$426
0.05%	INTERNATIONAL FLAVORS&FRAGRANC COM	IFF	459506101	6	$395
0.05%	ILLUMINA INC	ILMN	452327109	3	$416
0.05%	MCCORMICK & CO INC	MKC	579780206	6	$379
0.05%	MARTIN MARIETTA MATLS INC	MLM	573284106	1	$428
0.05%	SBA COMMUNICATIONS CORP NEW	SBAC	78410G104	2	$390
0.05%	TELEDYNE TECHNOLOGIES INC	TDY	879360105	1	$411
0.05%	TRACTOR SUPPLY CO	TSCO	892356106	2	$410
0.05%	TYLER TECHNOLOGIES INC	TYL	902252105	1	$392
0.05%	ULTA BEAUTY INC	ULTA	90384S303	1	$393
0.05%	UNITED RENTALS INC	URI	911363109	1	$449
0.05%	VERALTO CORP	VLTO	92338C103	5	$375
0.05%	WEST PHARMACEUTICAL SVSC INC COM	WST	955306105	1	$387
0.05%	WILLIS TOWERS WATSON PLC LTD SHS	WTW	G96629103	2	$417
0.04%	ANSYS INC	ANSS	03662Q105	1	$303
0.04%	COOPER COS INC	COO	216648402	1	$316
0.04%	EXTRA SPACE STORAGE INC	EXR	30225T102	3	$364
0.04%	FIRSTENERGY CORP	FE	337932107	10	$350
0.04%	HUNTINGTON BANCSHARES INC	HBAN	446150104	31	$317
0.04%	GARTNER INC	IT	366651107	1	$356
0.04%	MOLINA HEALTHCARE INC	MOH	60855R100	1	$340
0.04%	INSULET CORP	PODD	45784P101	2	$292
0.04%	REGIONS FINANCIAL CORP NEW	RF	7591EP100	20	$331
0.04%	STEEL DYNAMICS INC	STLD	858119100	3	$329
0.04%	WALGREENS BOOTS ALLIANCE INC COM	WBA	931427108	16	$358
0.03%	ALIGN TECHNOLOGY INC	ALGN	016255101	1	$287
0.03%	EPAM SYS INC	EPAM	29414B104	1	$246
0.03%	ESSEX PPTY TR INC	ESS	297178105	1	$217
0.03%	FLEETCOR TECHNOLOGIES INC	FLT	339041105	1	$261
0.03%	IDEX CORP	IEX	45167R104	1	$208
0.03%	MARKETAXESS HLDGS INC	MKTX	57060D108	1	$234
0.03%	PAYCOM SOFTWARE INC	PAYC	70432V102	1	$275
0.03%	STERIS PLC	STE	G8473T100	1	$228
0.03%	VERISIGN INC	VRSN	92343E102	1	$208
0.03%	WATERS CORP	WAT	941848103	1	$269
0.03%	ZEBRA TECHNOLOGIES CORPORATION CL A	ZBRA	989207105	1	$222
0.02%	AVERY DENNISON CORP	AVY	053611109	1	$184
0.02%	BALL CORP	BALL	058498106	3	$139
0.02%	BEST BUY INC	BBY	086516101	2	$141
0.02%	BROADRIDGE FINL SOLUTIONS INC COM	BR	11133T103	1	$181
0.02%	BROWN & BROWN INC	BRO	115236101	2	$142
0.02%	CBOE GLOBAL MKTS INC	CBOE	12503M108	1	$162
0.02%	CELANESE CORP DEL	CE	150870103	1	$123
0.02%	CF INDS HLDGS INC	CF	125269100	2	$171
0.02%	CLOROX CO DEL	CLX	189054109	1	$124
0.02%	CENTERPOINT ENERGY INC	CNP	15189T107	5	$137
0.02%	QUEST DIAGNOSTICS INC	DGX	74834L100	1	$124
0.02%	DARDEN RESTAURANTS INC	DRI	237194105	1	$138
0.02%	DTE ENERGY CO	DTE	233331107	2	$195
0.02%	EQT CORP	EQT	26884L109	3	$132
0.02%	ENTERGY CORP NEW	ETR	29364G103	2	$187
0.02%	FIRST SOLAR INC	FSLR	336433107	1	$152
0.02%	HOWMET AEROSPACE INC	HWM	443201108	3	$139
0.02%	JACOBS SOLUTIONS INC	J	46982L108	1	$139
0.02%	HUNT J B TRANS SVCS INC	JBHT	445658107	1	$192
0.02%	HENRY JACK & ASSOC INC	JKHY	426281101	1	$149
0.02%	LOEWS CORP	L	540424108	2	$127
0.02%	LABORATORY CORP AMER HLDGS	LH	50540R409	1	$203
0.02%	LAS VEGAS SANDS CORP	LVS	517834107	3	$139
0.02%	MID-AMER APT CMNTYS INC	MAA	59522J103	1	$132
0.02%	MARATHON OIL CORP	MRO	565849106	5	$131
0.02%	NASDAQ INC	NDAQ	631103108	3	$150
0.02%	NETAPP INC	NTAP	64110D104	2	$152
0.02%	NORTHERN TR CORP	NTRS	665859104	2	$135
0.02%	OMNICOM GROUP INC	OMC	681919106	2	$151
0.02%	PRINCIPAL FINANCIAL GROUP INC COM	PFG	74251V102	2	$141
0.02%	PULTE GROUP INC	PHM	745867101	2	$148
0.02%	PACKAGING CORP AMER	PKG	695156109	1	$155
0.02%	PPL CORP	PPL	69351T106	6	$143
0.02%	PTC INC	PTC	69370C100	1	$142
0.02%	RAYMOND JAMES FINL INC	RJF	754730109	2	$201
0.02%	SOLAREDGE TECHNOLOGIES INC	SEDG	83417M104	1	$125
0.02%	SEAGATE TECHNOLOGY HLDNGS PLC ORD SHS	STX	G7997R103	2	$133
0.02%	TARGA RES CORP	TRGP	87612G101	2	$166
0.02%	TEXTRON INC	TXT	883203101	2	$158
0.02%	UNIVERSAL HLTH SVCS INC	UHS	913903100	1	$132
0.02%	WESTERN DIGITAL CORP.	WDC	958102105	3	$136
0.02%	BERKLEY W R CORP	WRB	084423102	2	$126
0.01%	AMERICAN AIRLS GROUP INC	AAL	02376R102	5	$61
0.01%	AES CORP	AES	00130H105	5	$65
0.01%	AKAMAI TECHNOLOGIES INC	AKAM	00971T101	1	$108
0.01%	ALLEGION PLC	ALLE	G0176J109	1	$105
0.01%	AMCOR PLC	AMCR	G0250X107	12	$108
0.01%	SMITH A O CORP	AOS	831865209	1	$69
0.01%	APA CORPORATION	APA	03743Q108	3	$117
0.01%	ATMOS ENERGY CORP	ATO	049560105	1	$111
0.01%	BATH & BODY WORKS INC	BBWI	070830104	2	$63
0.01%	FRANKLIN RESOURCES INC	BEN	354613101	2	$48
0.01%	BROWN FORMAN CORP	BF/B	115637209	1	$57
0.01%	BORGWARNER INC	BWA	099724106	2	$80
0.01%	BOSTON PROPERTIES INC	BXP	101121101	1	$55
0.01%	CONAGRA BRANDS INC	CAG	205887102	4	$110
0.01%	CERIDIAN HCM HLDG INC	CDAY	15677J108	1	$74
0.01%	CITIZENS FINL GROUP INC	CFG	174610105	4	$107
0.01%	C H ROBINSON WORLDWIDE INC	CHRW	12541W209	1	$87
0.01%	CINCINNATI FINL CORP	CINF	172062101	1	$101
0.01%	COMERICA INC	CMA	200340107	1	$41
0.01%	CMS ENERGY CORP	CMS	125896100	2	$107
0.01%	CAMPBELL SOUP CO	CPB	134429109	2	$79
0.01%	CAMDEN PPTY TR	CPT	133131102	1	$96
0.01%	CATALENT INC	CTLT	148806102	1	$44
0.01%	CAESARS ENTERTAINMENT INC NEW COM	CZR	12769G100	2	$92
0.01%	DXC TECHNOLOGY CO	DXC	23355L106	2	$44
0.01%	EASTMAN CHEM CO	EMN	277432100	1	$74
0.01%	ETSY INC	ETSY	29786A106	1	$64
0.01%	EVERGY INC	EVRG	30034W106	2	$99
0.01%	EXPEDIA GROUP INC	EXPE	30212P303	1	$101
0.01%	FMC CORP	FMC	302491303	1	$65
0.01%	FOX CORP	FOXA	35137L105	2	$63
0.01%	FEDERAL RLTY INVT TR NEW	FRT	313745101	1	$89
0.01%	GEN DIGITAL INC	GEN	668771108	5	$88
0.01%	GLOBE LIFE INC	GL	37959E102	1	$113
0.01%	GENERAC HLDGS INC	GNRC	368736104	1	$107
0.01%	GARMIN LTD	GRMN	H2906T109	1	$108
0.01%	HASBRO INC	HAS	418056107	1	$60
0.01%	HORMEL FOODS CORP	HRL	440452100	2	$74
0.01%	HENRY SCHEIN INC	HSIC	806407102	1	$74
0.01%	HOST HOTELS & RESORTS INC	HST	44107P104	6	$98
0.01%	INCYTE CORP	INCY	45337C102	1	$57
0.01%	INTERNATIONAL PAPER CO	IP	460146103	3	$106
0.01%	INTERPUBLIC GROUP COS INC	IPG	460690100	3	$88
0.01%	IRON MTN INC DEL	IRM	46284V101	2	$119
0.01%	INVESCO LTD	IVZ	G491BT108	4	$56
0.01%	JUNIPER NETWORKS INC	JNPR	48203R104	3	$79
0.01%	KELLANOVA	K	487836108	2	$101
0.01%	KEYCORP	KEY	493267108	7	$73
0.01%	KIMCO RLTY CORP	KIM	49446R109	5	$85
0.01%	CARMAX INC	KMX	143130102	1	$70
0.01%	LEIDOS HOLDINGS INC	LDOS	525327102	1	$94
0.01%	LKQ CORP	LKQ	501889208	2	$102
0.01%	ALLIANT ENERGY CORP	LNT	018802108	2	$98
0.01%	LAMB WESTON HLDGS INC	LW	513272104	1	$96
0.01%	LIVE NATION ENTERTAINMENT INC COM	LYV	538034109	1	$87
0.01%	MASCO CORP	MAS	574599106	2	$105
0.01%	MGM RESORTS INTERNATIONAL	MGM	552953101	3	$112
0.01%	MOSAIC CO NEW	MOS	61945C103	3	$109
0.01%	MATCH GROUP INC NEW	MTCH	57667L107	2	$76
0.01%	NORWEGIAN CRUISE LINE HLDG LTD SHS	NCLH	G66721104	3	$50
0.01%	NISOURCE INC	NI	65473P105	3	$76
0.01%	NRG ENERGY INC	NRG	629377508	2	$80
0.01%	NEWS CORP NEW	NWSA	65249B109	3	$62
0.01%	PARAMOUNT GLOBAL	PARA	92556H206	4	$50
0.01%	HEALTHPEAK PROPERTIES INC.	PEAK	42250P103	4	$72
0.01%	PENTAIR PLC	PNR	G7S00T104	1	$64
0.01%	PINNACLE WEST CAP CORP	PNW	723484101	1	$74
0.01%	QORVO INC	QRVO	74736K101	1	$93
0.01%	REGENCY CTRS CORP	REG	758849103	1	$59
0.01%	ROBERT HALF INC.	RHI	770323103	1	$77
0.01%	ROLLINS INC	ROL	775711104	2	$73
0.01%	REVVITY INC	RVTY	714046109	1	$110
0.01%	SMUCKER J M CO	SJM	832696405	1	$116
0.01%	STANLEY BLACK & DECKER INC	SWK	854502101	1	$82
0.01%	SKYWORKS SOLUTIONS INC	SWKS	83088M102	1	$98
0.01%	SYNCHRONY FINANCIAL	SYF	87165B103	4	$119
0.01%	MOLSON COORS BEVERAGE CO	TAP	60871R209	2	$120
0.01%	BIO-TECHNE CORP	TECH	09073M104	1	$69
0.01%	TERADYNE INC	TER	880770102	1	$100
0.01%	TAPESTRY INC	TPR	876030107	2	$55
0.01%	TRIMBLE INC	TRMB	896239100	2	$104
0.01%	TYSON FOODS INC	TSN	902494103	2	$97
0.01%	UNITED AIRLS HLDGS INC	UAL	910047109	3	$121
0.01%	UDR INC	UDR	902653104	2	$72
0.01%	V F CORP	VFC	918204108	3	$48
0.01%	VIATRIS INC	VTRS	92556V106	10	$96
0.01%	WESTROCK CO	WRK	96145D105	2	$74
0.01%	WYNN RESORTS LTD	WYNN	983134107	1	$94
0.01%	DENTSPLY SIRONA INC	XRAY	24906P109	2	$65
0.00%	ALASKA AIR GROUP INC	ALK	011659109	1	$35
0.00%	DISH NETWORK CORPORATION	DISH	25470M109	2	$10
0.00%	FOX CORP	FOX	35137L204	1	$29
0.00%	FORTREA HLDGS INC	FTRE	34965K107	1	$29
0.00%	LINCOLN NATL CORP IND	LNC	534187109	1	$24
0.00%	NEWELL BRANDS INC	NWL	651229106	3	$22
0.00%	NEWS CORP NEW	NWS	65249B208	1	$22
0.00%	ORGANON & CO	OGN	68622V106	2	$35
0.00%	SEALED AIR CORP NEW	SEE	81211K100	1	$31
0.00%	ZIONS BANCORPORATION N A	ZION	989701107	1	$35
8.39%	Cash & Other	Cash&Other	Cash&Other	68,702	$68,702

Data as of 10/11/2023

Fund holdings and allocations are subject to change and are not recommendations to buy or sell any security. Current and future portfolio holdings are subject to risk. Please refer to the Schedule of Investments contained in this report for a full listing of fund holdings.

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