Big Data Refiners ETF
Schedule of Portfolio Investments
August 31, 2022 (Unaudited)
Investments | Shares | Value ($) | ||||||
COMMON STOCKS - 99.7% | ||||||||
Commercial Services & Supplies - 0.4% | ||||||||
Sato Holdings Corp. | 548 | 7,586 | ||||||
Communications Equipment - 2.6% | ||||||||
NetScout Systems, Inc.* | 1,522 | 48,308 | ||||||
Diversified Consumer Services - 1.5% | ||||||||
2U, Inc.* | 1,564 | 11,136 | ||||||
PowerSchool Holdings, Inc., Class A* | 918 | 16,524 | ||||||
27,660 | ||||||||
Electronic Equipment, Instruments & Components - 4.1% | ||||||||
Zebra Technologies Corp., Class A* | 252 | 76,013 | ||||||
IT Services - 12.3% | ||||||||
Appen Ltd. | 2,304 | 5,880 | ||||||
MongoDB, Inc.* | 308 | 99,441 | ||||||
Snowflake, Inc., Class A* | 649 | 117,437 | ||||||
SolarWinds Corp.* | 781 | 7,084 | ||||||
229,842 | ||||||||
Software - 78.8% | ||||||||
Alteryx, Inc., Class A* | 1,223 | 76,217 | ||||||
AvePoint, Inc.* | 2,209 | 10,338 | ||||||
Braze, Inc., Class A*(a) | 633 | 26,067 | ||||||
CommVault Systems, Inc.* | 931 | 50,544 | ||||||
Confluent, Inc., Class A* | 2,495 | 68,263 | ||||||
Datadog, Inc., Class A* | 799 | 83,855 | ||||||
Domo, Inc., Class B* | 618 | 11,903 | ||||||
Dynatrace, Inc.* | 2,056 | 78,498 | ||||||
Elastic NV* | 1,186 | 99,517 | ||||||
Enghouse Systems Ltd. | 918 | 22,409 | ||||||
Five9, Inc.* | 832 | 81,627 | ||||||
Informatica, Inc., Class A*(a) | 2,323 | 51,269 | ||||||
InterDigital, Inc. | 642 | 32,203 | ||||||
LivePerson, Inc.* | 1,476 | 17,122 | ||||||
MicroStrategy, Inc., Class A* | 199 | 46,080 | ||||||
New Relic, Inc.* | 1,255 | 76,191 | ||||||
Nice Ltd.* | 424 | 91,933 | ||||||
Nutanix, Inc., Class A* | 4,723 | 81,708 | ||||||
Palantir Technologies, Inc., Class A* | 9,424 | 72,753 | ||||||
Splunk, Inc.* | 798 | 71,844 | ||||||
Sumo Logic, Inc.* | 1,902 | 16,700 | ||||||
Teradata Corp.* | 2,169 | 71,360 | ||||||
Tyler Technologies, Inc.* | 236 | 87,676 | ||||||
Verint Systems, Inc.* | 1,346 | 65,268 | ||||||
Zendesk, Inc.* | 938 | 72,010 | ||||||
1,463,355 | ||||||||
TOTAL COMMON STOCKS (Cost $2,693,736) | 1,852,764 | |||||||
SECURITIES LENDING REINVESTMENTS(b) - 2.8% | ||||||||
INVESTMENT COMPANIES - 2.8% | ||||||||
BlackRock Liquidity FedFund, Institutional Class 2.02% (Cost $51,835) | 51,835 | 51,835 | ||||||
Total Investments - 102.5% (Cost $2,745,571) | 1,904,599 | |||||||
Liabilities in excess of other assets - (2.5%) | (46,984 | ) | ||||||
Net Assets - 100.0% | 1,857,615 |
* | Non-income producing security. |
(a) | The security or a portion of this security is on loan at August 31, 2022. The total value of securities on loan at August 31, 2022 was $50,549, collateralized in the form of cash with a value of $51,835 that was reinvested in the securities shown in the Securities Lending Reinvestment section of the Schedule of Investments and $25 of collateral in the form of U.S. Government Treasury Securities, interest rates ranging from 0.00% – 6.13%, and maturity dates ranging from October 20, 2022 – February 15, 2052. The total value of collateral is $51,860. |
(b) | The security was purchased with cash collateral held from securities on loan at August 31, 2022. The total value of securities purchased was $51,835. |
Big Data Refiners ETF
Schedule of Portfolio Investments
August 31, 2022 (Unaudited)
Big Data Refiners ETF invested, as a percentage of net assets, in the following countries as of August 31, 2022:
United States | 92.9 | % | ||
Israel | 4.9 | % | ||
Canada | 1.2 | % | ||
Japan | 0.4 | % | ||
Australia | 0.3 | % | ||
Othera | 0.3 | % | ||
100.0 | % |
a | Includes any non-equity securities and net other assets (liabilities). |
Bitcoin Strategy ETF
Consolidated Schedule of Portfolio Investments
August 31, 2022 (Unaudited)
Investments | Principal Amount ($) | Value ($) | ||||||
SHORT-TERM INVESTMENTS - 62.4% | ||||||||
U.S. TREASURY OBLIGATIONS - 62.4% | ||||||||
U.S. Treasury Bills | ||||||||
2.45%, 11/17/2022(a) (Cost $397,921,000) | 400,000,000 | 397,711,388 | ||||||
Total Investments - 62.4% (Cost $397,921,000) | 397,711,388 | |||||||
Other assets less liabilities - 37.6% | 239,363,279 | |||||||
Net Assets - 100.0% | 637,074,667 |
(a) | The rate shown was the current yield as of August 31, 2022. |
Futures Contracts Purchased
Bitcoin Strategy ETF had the following open long futures contracts as of August 31, 2022:
Number of Contracts | Expiration Date | Trading Currency | Notional Amount | Value and Unrealized Depreciation | ||||||||||
CME Bitcoin Futures | 4,153 | 9/30/2022 | USD | $ | 416,649,725 | $ | (47,052,470 | ) | ||||||
CME Bitcoin Futures | 2,192 | 10/28/2022 | USD | 220,241,200 | (16,936,524 | ) | ||||||||
$ | (63,988,994 | ) |
Abbreviations | |
USD | U.S. Dollar |
Decline of the Retail Store ETF
Schedule of Portfolio Investments
August 31, 2022 (Unaudited)
Investments | Principal Amount ($) | Value ($) | ||||||
SHORT-TERM INVESTMENTS - 77.7% | ||||||||
REPURCHASE AGREEMENTS(a) - 77.7% | ||||||||
Repurchase Agreements with various counterparties, rates 1.90% - 2.25%, dated 8/31/2022, due 9/1/2022, total to be received $15,877,669 | ||||||||
(Cost $15,876,697) | 15,876,697 | 15,876,697 | ||||||
Total Investments - 77.7% (Cost $15,876,697) | 15,876,697 | |||||||
Other assets less liabilities - 22.3% | 4,544,272 | |||||||
Net Assets - 100.0% | 20,420,969 |
(a) | The Fund invests in Repurchase Agreements jointly with other funds in the Trust. See "Repurchase Agreements" in the Notes to Schedules of Portfolio Investments to view the details of each individual agreement and counterparty as well as a description of the securities subject to repurchase. |
Swap Agreements
Decline of the Retail Store ETF had the following open non-exchange traded total return swap agreements as of August 31, 2022:
Notional Amount ($) | Termination Datea | Counterparty | Rate Paid (Received)b | Reference Instrument | Value and Unrealized Appreciation/ (Depreciation) ($) | ||||||||||
(12,075,334 | ) | 11/6/2023 | BNP Paribas SA | (2.28 | )% | Solactive-ProShares Bricks and Mortar Retail Store Index | (622,526 | ) | |||||||
(204,069 | ) | 3/7/2023 | Goldman Sachs International | (1.33 | )% | Solactive-ProShares Bricks and Mortar Retail Store Index | (948 | ) | |||||||
(3,542,814 | ) | 3/7/2023 | Societe Generale | (1.58 | )% | Solactive-ProShares Bricks and Mortar Retail Store Index | 230,338 | ||||||||
(4,592,310 | ) | 11/7/2022 | UBS AG | (2.08 | )% | Solactive-ProShares Bricks and Mortar Retail Store Index | (24,377 | ) | |||||||
(20,414,527 | ) | (417,513 | ) | ||||||||||||
Total Unrealized Appreciation | 230,338 | ||||||||||||||
Total Unrealized Depreciation | (647,851 | ) |
a | Agreements may be terminated at will by either party without penalty. Payment is due at termination/maturity. |
b | Reflects the floating financing rate, as of August 31, 2022, on the notional amount of the swap agreement paid to the counterparty or received from the counterparty, excluding any commissions. This amount is included as part of the unrealized appreciation/(depreciation). |
DJ Brookfield Global Infrastructure ETF
Schedule of Portfolio Investments
August 31, 2022 (Unaudited)
Investments | Shares | Value ($) | ||||||
COMMON STOCKS - 90.8% | ||||||||
Construction & Engineering - 5.3% | ||||||||
Ferrovial SA | 57,738 | 1,449,435 | ||||||
MDU Resources Group, Inc. | 18,680 | 563,202 | ||||||
Vinci SA | 59,670 | 5,531,805 | ||||||
7,544,442 | ||||||||
Diversified Telecommunication Services - 2.8% | ||||||||
Cellnex Telecom SA(a) | 66,013 | 2,571,993 | ||||||
China Tower Corp. Ltd., Class H(a) | 5,047,799 | 630,275 | ||||||
Helios Towers plc* | 50,946 | 73,507 | ||||||
Infrastrutture Wireless Italiane SpA(a) | 41,121 | 382,665 | ||||||
RAI Way SpA(a) | 11,019 | 53,374 | ||||||
Vantage Towers AG | 11,177 | 290,019 | ||||||
4,001,833 | ||||||||
Electric Utilities - 9.2% | ||||||||
Edison International | 34,844 | 2,361,378 | ||||||
Elia Group SA/NV(b) | 4,182 | 608,971 | ||||||
Eversource Energy | 31,507 | 2,825,863 | ||||||
Fortis, Inc. | 55,165 | 2,433,670 | ||||||
Hydro One Ltd.(a) | 35,342 | 956,913 | ||||||
PG&E Corp.* | 138,066 | 1,702,354 | ||||||
Red Electrica Corp. SA | 50,101 | 918,114 | ||||||
Terna - Rete Elettrica Nazionale | 162,850 | 1,161,958 | ||||||
12,969,221 | ||||||||
Equity Real Estate Investment Trusts (REITs) - 14.7% | ||||||||
American Tower Corp. | 42,476 | 10,791,028 | ||||||
Crown Castle, Inc. | 39,561 | 6,758,205 | ||||||
SBA Communications Corp. | 9,851 | 3,204,038 | ||||||
20,753,271 | ||||||||
Gas Utilities - 9.2% | ||||||||
APA Group | 136,565 | 1,036,301 | ||||||
Atmos Energy Corp. | 12,707 | 1,440,720 | ||||||
Beijing Enterprises Holdings Ltd. | 55,782 | 166,308 | ||||||
Brookfield Infrastructure Corp., Class A | 10,011 | 476,500 | ||||||
Chesapeake Utilities Corp. | 1,620 | 204,606 | ||||||
China Gas Holdings Ltd. | 278,430 | 395,188 | ||||||
China Resources Gas Group Ltd. | 104,970 | 409,919 | ||||||
Enagas SA | 28,949 | 529,189 | ||||||
ENN Energy Holdings Ltd. | 87,641 | 1,277,425 | ||||||
Hong Kong & China Gas Co. Ltd. | 1,252,657 | 1,236,904 | ||||||
Italgas SpA | 56,268 | 290,366 | ||||||
Kunlun Energy Co. Ltd. | 463,291 | 404,340 | ||||||
Naturgy Energy Group SA(b) | 38,157 | 1,053,745 | ||||||
New Jersey Resources Corp. | 8,832 | 389,844 | ||||||
Northwest Natural Holding Co. | 3,131 | 149,067 | ||||||
ONE Gas, Inc. | 4,969 | 388,924 | ||||||
Snam SpA | 237,288 | 1,129,359 | ||||||
Southwest Gas Holdings, Inc. | 6,111 | 475,741 | ||||||
Spire, Inc. | 4,787 | 334,563 | ||||||
Toho Gas Co. Ltd. | 11,507 | 258,840 | ||||||
Tokyo Gas Co. Ltd. | 47,469 | 892,489 | ||||||
Towngas Smart Energy Co. Ltd.* | 117,036 | 51,445 | ||||||
12,991,783 | ||||||||
Media - 0.3% | ||||||||
Eutelsat Communications SA | 18,883 | 171,073 | ||||||
SES SA, ADR | 44,383 | 312,040 | ||||||
483,113 | ||||||||
Multi-Utilities - 11.9% | ||||||||
ACEA SpA | 4,930 | 59,205 | ||||||
CenterPoint Energy, Inc. | 57,535 | 1,814,078 | ||||||
Consolidated Edison, Inc. | 32,368 | 3,163,648 | ||||||
National Grid plc | 448,422 | 5,615,645 | ||||||
NiSource, Inc. | 37,070 | 1,093,936 | ||||||
NorthWestern Corp. | 4,949 | 262,198 | ||||||
Sempra Energy | 28,714 | 4,736,949 | ||||||
Unitil Corp. | 1,465 | 76,312 | ||||||
16,821,971 | ||||||||
Oil, Gas & Consumable Fuels - 24.2% | ||||||||
Antero Midstream Corp. | 29,884 | 300,932 | ||||||
Cheniere Energy, Inc. | 21,592 | 3,458,607 | ||||||
Enbridge, Inc. | 234,540 | 9,671,974 | ||||||
EnLink Midstream LLC* | 23,399 | 237,734 | ||||||
Gibson Energy, Inc. | 16,972 | 320,353 | ||||||
Hess Midstream LP, Class A | 3,869 | 109,531 | ||||||
Keyera Corp.(b) | 25,582 | 630,322 | ||||||
Kinder Morgan, Inc. | 178,151 | 3,263,726 | ||||||
Koninklijke Vopak NV | 7,437 | 163,975 | ||||||
New Fortress Energy, Inc. | 3,815 | 218,790 | ||||||
ONEOK, Inc. | 40,823 | 2,499,592 | ||||||
Pembina Pipeline Corp. | 63,663 | 2,248,213 | ||||||
Plains GP Holdings LP, Class A* | 17,753 | 212,681 | ||||||
Targa Resources Corp. | 20,839 | 1,421,845 | ||||||
TC Energy Corp. | 117,178 | 5,646,778 | ||||||
Williams Cos., Inc. (The) | 111,275 | 3,786,688 | ||||||
34,191,741 | ||||||||
Transportation Infrastructure - 8.2% | ||||||||
Aena SME SA*(a) | 8,507 | 1,045,984 | ||||||
Aeroports de Paris* | 2,992 | 411,482 | ||||||
Atlantia SpA | 58,303 | 1,337,646 | ||||||
Atlas Arteria Ltd. | 111,550 | 610,625 | ||||||
Auckland International Airport Ltd.* | 140,463 | 649,724 | ||||||
Beijing Capital International Airport Co. Ltd., Class H* | 186,830 | 117,591 | ||||||
China Merchants Port Holdings Co. Ltd. | 158,518 | 238,321 | ||||||
COSCO SHIPPING Ports Ltd. | 192,812 | 125,042 | ||||||
Flughafen Zurich AG (Registered)* | 2,203 | 371,862 | ||||||
Fraport AG Frankfurt Airport Services Worldwide* | 4,281 | 185,510 | ||||||
Getlink SE | 50,290 | 949,627 | ||||||
Grupo Aeroportuario del Centro Norte SAB de CV, ADR | 3,939 | 205,892 | ||||||
Grupo Aeroportuario del Pacifico SAB de CV, ADR | 3,997 | 569,852 | ||||||
Grupo Aeroportuario del Sureste SAB de CV, ADR | 2,289 | 484,055 | ||||||
Hamburger Hafen und Logistik AG | 2,602 | 31,849 | ||||||
Hutchison Port Holdings Trust | 584,785 | 125,729 | ||||||
Japan Airport Terminal Co. Ltd.* | 10,781 | 448,545 | ||||||
Jiangsu Expressway Co. Ltd., Class H | 137,456 | 117,864 | ||||||
Shenzhen Expressway Corp. Ltd., Class H | 80,462 | 70,531 | ||||||
Transurban Group | 355,231 | 3,393,213 | ||||||
Westshore Terminals Investment Corp.(b) | 4,539 | 105,686 | ||||||
Yuexiu Transport Infrastructure Ltd. | 108,448 | 51,953 | ||||||
11,648,583 | ||||||||
Water Utilities - 5.0% | ||||||||
American States Water Co. | 3,354 | 278,281 |
DJ Brookfield Global Infrastructure ETF
Schedule of Portfolio Investments
August 31, 2022 (Unaudited)
Investments | Shares | Value ($) | ||||||
American Water Works Co., Inc. | 16,613 | 2,466,200 | ||||||
Beijing Enterprises Water Group Ltd. | 539,650 | 138,888 | ||||||
California Water Service Group | 4,915 | 287,675 | ||||||
China Water Affairs Group Ltd. | 98,244 | 89,623 | ||||||
Cia de Saneamento Basico do Estado de Sao Paulo, ADR* | 39,556 | 370,244 | ||||||
Essential Utilities, Inc. | 21,045 | 1,034,362 | ||||||
Pennon Group plc | 31,804 | 345,082 | ||||||
Severn Trent plc | 29,321 | 949,314 | ||||||
SJW Group | 2,543 | 163,515 | ||||||
United Utilities Group plc | 78,924 | 968,663 | ||||||
7,091,847 | ||||||||
TOTAL COMMON STOCKS (Cost $127,123,165) | 128,497,805 | |||||||
MASTER LIMITED PARTNERSHIPS - 8.2% | ||||||||
Multi-Utilities - 0.8% | ||||||||
Brookfield Infrastructure Partners LP | 25,970 | 1,090,480 | ||||||
Oil, Gas & Consumable Fuels - 7.4% | ||||||||
Cheniere Energy Partners LP | 4,424 | 226,243 | ||||||
Crestwood Equity Partners LP | 6,537 | 174,277 | ||||||
DCP Midstream LP | 8,421 | 320,167 | ||||||
Energy Transfer LP | 219,987 | 2,576,048 | ||||||
Enterprise Products Partners LP | 135,457 | 3,565,228 | ||||||
Genesis Energy LP | 10,081 | 116,738 | ||||||
Holly Energy Partners LP | 4,161 | 73,899 | ||||||
Magellan Midstream Partners LP | 19,338 | 998,421 | ||||||
MPLX LP | 34,236 | 1,116,778 | ||||||
NuStar Energy LP | 8,973 | 143,209 | ||||||
Plains All American Pipeline LP | 41,956 | 492,983 | ||||||
Shell Midstream Partners LP | 11,144 | 176,187 | ||||||
Western Midstream Partners LP | 17,784 | 499,908 | ||||||
10,480,086 | ||||||||
TOTAL MASTER LIMITED PARTNERSHIPS (Cost $12,173,990) | 11,570,566 | |||||||
CLOSED END FUNDS - 0.5% | ||||||||
Capital Markets - 0.5% | ||||||||
3i Infrastructure plc | 72,224 | 285,689 | ||||||
Hicl Infrastructure plc | 225,281 | 451,186 | ||||||
TOTAL CLOSED END FUNDS (Cost $788,467) | 736,875 |
Investments | Principal Amount ($) |
Value ($) | ||||||
SHORT-TERM INVESTMENTS - 0.4% | ||||||||
REPURCHASE AGREEMENTS(c) - 0.4% | ||||||||
Repurchase Agreements with various counterparties, rates 1.90% - 2.25%, dated 8/31/2022, due 9/1/2022, total to be received $630,813 | ||||||||
(Cost $630,775) | 630,775 | 630,775 | ||||||
Total Investments - 99.9% (Cost $140,716,397) | 141,436,021 | |||||||
Other assets less liabilities - 0.1% | 112,749 | |||||||
Net Assets - 100.0% | 141,548,770 |
* | Non-income producing security. |
(a) | Security exempt from registration pursuant to Regulation S under the Securities Act of 1933. Regulation S applies to securities offerings that are made outside of the United States and do not involve direct selling efforts in the United States and as such may have restrictions on resale. |
(b) | The security or a portion of this security is on loan at August 31, 2022. The total value of securities on loan at August 31, 2022 was $1,779,919, collateralized in the form of U.S. Government Treasury Securities, interest rates ranging from 0.00% – 6.13%, and maturity dates ranging from October 20, 2022 – February 15, 2052. The total value of collateral is $2,011,665. |
(c) | The Fund invests in Repurchase Agreements jointly with other funds in the Trust. See "Repurchase Agreements" in the Notes to Schedules of Portfolio Investments to view the details of each individual agreement and counterparty as well as a description of the securities subject to repurchase. |
Abbreviations | |
ADR | American Depositary Receipt |
DJ Brookfield Global Infrastructure ETF
Schedule of Portfolio Investments
August 31, 2022 (Unaudited)
DJ Brookfield Global Infrastructure ETF invested, as a percentage of net assets, in the following countries as of August 31, 2022:
United States | 51.5 | % | ||
Canada | 16.7 | % | ||
United Kingdom | 6.1 | % | ||
Spain | 5.3 | % | ||
France | 5.0 | % | ||
Australia | 3.6 | % | ||
Italy | 3.1 | % | ||
China | 2.1 | % | ||
Hong Kong | 1.8 | % | ||
Japan | 1.1 | % | ||
Mexico | 0.9 | % | ||
New Zealand | 0.5 | % | ||
Belgium | 0.4 | % | ||
Germany | 0.4 | % | ||
Switzerland | 0.3 | % | ||
Brazil | 0.3 | % | ||
Luxembourg | 0.2 | % | ||
Netherlands | 0.1 | % | ||
Singapore | 0.1 | % | ||
Othera | 0.5 | % | ||
100.0 | % |
a | Includes any non-equity securities and net other assets (liabilities). |
Equities for Rising Rates ETF
Schedule of Portfolio Investments
August 31, 2022 (Unaudited)
Investments | Shares | Value ($) | ||||||
COMMON STOCKS - 99.7% | ||||||||
Aerospace & Defense - 1.5% | ||||||||
Textron, Inc. | 18,162 | 1,132,945 | ||||||
Banks - 14.3% | ||||||||
Bank of America Corp. | 68,143 | 2,290,286 | ||||||
Citizens Financial Group, Inc. | 59,456 | 2,180,846 | ||||||
Huntington Bancshares, Inc. | 175,996 | 2,358,346 | ||||||
JPMorgan Chase & Co. | 18,765 | 2,134,144 | ||||||
PNC Financial Services Group, Inc. (The) | 13,524 | 2,136,792 | ||||||
11,100,414 | ||||||||
Capital Markets - 15.6% | ||||||||
Ameriprise Financial, Inc. | 8,832 | 2,367,064 | ||||||
Charles Schwab Corp. (The) | 34,169 | 2,424,291 | ||||||
LPL Financial Holdings, Inc. | 11,653 | 2,579,159 | ||||||
Raymond James Financial, Inc. | 23,808 | 2,484,841 | ||||||
State Street Corp. | 33,221 | 2,270,655 | ||||||
12,126,010 | ||||||||
Chemicals - 14.3% | ||||||||
Albemarle Corp. | 6,523 | 1,747,903 | ||||||
Celanese Corp. | 11,499 | 1,274,779 | ||||||
Dow, Inc. | 27,622 | 1,408,722 | ||||||
DuPont de Nemours, Inc. | 18,804 | 1,046,255 | ||||||
Eastman Chemical Co. | 15,874 | 1,444,534 | ||||||
LyondellBasell Industries NV, Class A | 16,449 | 1,365,267 | ||||||
Mosaic Co. (The) | 31,494 | 1,696,582 | ||||||
PPG Industries, Inc. | 9,090 | 1,154,248 | ||||||
11,138,290 | ||||||||
Communications Equipment - 3.1% | ||||||||
Arista Networks, Inc.* | 7,348 | 880,878 | ||||||
Cisco Systems, Inc. | 16,636 | 743,962 | ||||||
Motorola Solutions, Inc. | 3,378 | 822,239 | ||||||
2,447,079 | ||||||||
Consumer Finance - 4.4% | ||||||||
American Express Co. | 7,530 | 1,144,560 | ||||||
Capital One Financial Corp. | 10,005 | 1,058,729 | ||||||
Synchrony Financial | 37,268 | 1,220,527 | ||||||
3,423,816 | ||||||||
Containers & Packaging - 3.9% | ||||||||
Avery Dennison Corp. | 8,883 | 1,631,097 | ||||||
International Paper Co. | 34,262 | 1,425,984 | ||||||
3,057,081 | ||||||||
Diversified Telecommunication Services - 1.6% | ||||||||
AT&T, Inc. | 34,961 | 613,216 | ||||||
Verizon Communications, Inc. | 14,395 | 601,855 | ||||||
1,215,071 | ||||||||
Energy Equipment & Services - 2.6% | ||||||||
Schlumberger NV | 52,332 | 1,996,466 | ||||||
Entertainment - 0.6% | ||||||||
Roku, Inc.* | 7,436 | 505,648 | ||||||
Industrial Conglomerates - 1.5% | ||||||||
General Electric Co. | 16,416 | 1,205,591 | ||||||
IT Services - 1.4% | ||||||||
FleetCor Technologies, Inc.* | 5,054 | 1,074,127 | ||||||
Machinery - 2.9% | ||||||||
Parker-Hannifin Corp. | 4,351 | 1,153,015 | ||||||
Westinghouse Air Brake Technologies Corp. | 12,938 | 1,134,016 | ||||||
2,287,031 | ||||||||
Media - 2.5% | ||||||||
Charter Communications, Inc., Class A* | 1,582 | 652,781 | ||||||
Comcast Corp., Class A | 18,548 | 671,252 | ||||||
Liberty Broadband Corp., Class C* | 6,360 | 646,812 | ||||||
1,970,845 | ||||||||
Metals & Mining - 4.1% | ||||||||
Freeport-McMoRan, Inc. | 47,363 | 1,401,945 | ||||||
Nucor Corp. | 13,223 | 1,757,865 | ||||||
3,159,810 | ||||||||
Oil, Gas & Consumable Fuels - 24.4% | ||||||||
Devon Energy Corp. | 34,124 | 2,409,837 | ||||||
EOG Resources, Inc. | 16,597 | 2,013,216 | ||||||
Exxon Mobil Corp. | 21,115 | 2,018,383 | ||||||
Hess Corp. | 18,047 | 2,179,717 | ||||||
Marathon Oil Corp. | 83,207 | 2,129,267 | ||||||
Marathon Petroleum Corp. | 21,413 | 2,157,360 | ||||||
Phillips 66 | 21,784 | 1,948,796 | ||||||
Pioneer Natural Resources Co. | 8,213 | 2,079,696 | ||||||
Valero Energy Corp. | 17,653 | 2,067,519 | ||||||
19,003,791 | ||||||||
Wireless Telecommunication Services - 1.0% | ||||||||
T-Mobile US, Inc.* | 5,361 | 771,769 | ||||||
TOTAL COMMON STOCKS (Cost $83,251,864) | 77,615,784 |
Investments | Principal Amount ($) |
Value ($) | ||||||
SHORT-TERM INVESTMENTS - 0.1% | ||||||||
REPURCHASE AGREEMENTS(a) - 0.1% | ||||||||
Repurchase Agreements with various counterparties, rates 1.90% - 2.25%, dated 8/31/2022, due 9/1/2022, total to be received $104,339 | ||||||||
(Cost $104,332) | 104,332 | 104,332 | ||||||
Total Investments - 99.8% (Cost $83,356,196) | 77,720,116 | |||||||
Other assets less liabilities - 0.2% | 129,892 | |||||||
Net Assets - 100.0% | 77,850,008 |
* | Non-income producing security. |
(a) | The Fund invests in Repurchase Agreements jointly with other funds in the Trust. See "Repurchase Agreements" in the Notes to Schedules of Portfolio Investments to view the details of each individual agreement and counterparty as well as a description of the securities subject to repurchase. |
Global Listed Private Equity ETF
Schedule of Portfolio Investments
August 31, 2022 (Unaudited)
Investments | Shares | Value ($) | ||||||
COMMON STOCKS - 86.7% | ||||||||
Capital Markets - 70.8% | ||||||||
3i Group plc | 86,397 | 1,219,966 | ||||||
Ares Capital Corp. | 63,244 | 1,242,112 | ||||||
AURELIUS Equity Opportunities SE & Co. KGaA | 5,917 | 137,597 | ||||||
Chrysalis Investments Ltd.* | 127,229 | 106,270 | ||||||
FS KKR Capital Corp. | 56,316 | 1,215,299 | ||||||
Gimv NV | 2,591 | 132,795 | ||||||
Goldman Sachs BDC, Inc. | 20,382 | 346,902 | ||||||
Golub Capital BDC, Inc. | 34,261 | 476,570 | ||||||
Hercules Capital, Inc. | 26,136 | 367,733 | ||||||
IP Group plc | 217,260 | 176,674 | ||||||
Main Street Capital Corp. | 13,342 | 556,895 | ||||||
MidCap Financial Investment Corp. | 13,494 | 177,716 | ||||||
Molten Ventures plc* | 27,792 | 120,685 | ||||||
New Mountain Finance Corp. | 19,556 | 256,770 | ||||||
Oaktree Specialty Lending Corp. | 34,615 | 239,536 | ||||||
Onex Corp. | 15,198 | 751,597 | ||||||
Prospect Capital Corp. | 60,971 | 456,063 | ||||||
Ratos AB, Class B | 42,172 | 177,985 | ||||||
Sixth Street Specialty Lending, Inc. | 16,248 | 305,950 | ||||||
SLR Investment Corp. | 9,781 | 148,378 | ||||||
8,613,493 | ||||||||
Diversified Financial Services - 15.9% | ||||||||
Compass Diversified Holdings | 12,805 | 267,112 | ||||||
Eurazeo SE | 8,506 | 509,895 | ||||||
Kinnevik AB, Class B* | 51,360 | 734,506 | ||||||
Wendel SE | 5,462 | 430,889 | ||||||
1,942,402 | ||||||||
TOTAL COMMON STOCKS (Cost $13,337,986) | 10,555,895 | |||||||
CLOSED END FUNDS - 12.6% | ||||||||
Capital Markets - 12.6% | ||||||||
Apax Global Alpha Ltd.(a) | 89,121 | 183,665 | ||||||
HBM Healthcare Investments AG Class A* | 1,232 | 329,584 | ||||||
HgCapital Trust plc | 89,335 | 388,139 | ||||||
Oakley Capital Investments Ltd. | 36,284 | 170,923 | ||||||
Princess Private Equity Holding Ltd. | 11,944 | 133,835 | ||||||
Syncona Ltd.* | 139,231 | 320,901 | ||||||
TOTAL CLOSED END FUNDS (Cost $1,487,371) | 1,527,047 |
Investments | Principal Amount ($) |
Value ($) | ||||||
SHORT-TERM INVESTMENTS - 0.6% | ||||||||
REPURCHASE AGREEMENTS(b) - 0.6% | ||||||||
Repurchase Agreements with various counterparties, rates 1.90% - 2.25%, dated 8/31/2022, due 9/1/2022, total to be received $73,851 | ||||||||
(Cost $73,845) | 73,845 | 73,845 | ||||||
Total Investments - 99.9% (Cost $14,899,202) | 12,156,787 | |||||||
Other assets less liabilities - 0.1% | 13,197 | |||||||
Net Assets - 100.0% | 12,169,984 |
* | Non-income producing security. |
(a) | Security exempt from registration pursuant to Regulation S under the Securities Act of 1933. Regulation S applies to securities offerings that are made outside of the United States and do not involve direct selling efforts in the United States and as such may have restrictions on resale. |
(b) | The Fund invests in Repurchase Agreements jointly with other funds in the Trust. See "Repurchase Agreements" in the Notes to Schedules of Portfolio Investments to view the details of each individual agreement and counterparty as well as a description of the securities subject to repurchase. |
Global Listed Private Equity ETF
Schedule of Portfolio Investments
August 31, 2022 (Unaudited)
Global Listed Private Equity ETF invested, as a percentage of net assets, in the following countries as of August 31, 2022:
United States | 49.8 | % | ||
United Kingdom | 23.2 | % | ||
France | 7.7 | % | ||
Sweden | 7.5 | % | ||
Canada | 6.2 | % | ||
Switzerland | 2.7 | % | ||
Germany | 1.1 | % | ||
Belgium | 1.1 | % | ||
Othera | 0.7 | % | ||
100.0 | % |
a | Includes any non-equity securities and net other assets (liabilities). |
Hedge Replication ETF
Schedule of Portfolio Investments
August 31, 2022 (Unaudited)
Investments | Shares | Value ($) | ||||||
COMMON STOCKS - 15.7% | ||||||||
Aerospace & Defense - 0.1% | ||||||||
AAR Corp.* | 92 | 3,945 | ||||||
Aerojet Rocketdyne Holdings, Inc.* | 215 | 9,260 | ||||||
AeroVironment, Inc.* | 63 | 5,585 | ||||||
AerSale Corp.* | 43 | 829 | ||||||
Archer Aviation, Inc., Class A* | 337 | 1,193 | ||||||
Astra Space, Inc.* | 389 | 332 | ||||||
Astronics Corp.* | 68 | 626 | ||||||
Cadre Holdings, Inc. | 45 | 1,147 | ||||||
Ducommun, Inc.* | 30 | 1,320 | ||||||
Kaman Corp. | 76 | 2,411 | ||||||
Kratos Defense & Security Solutions, Inc.* | 335 | 4,201 | ||||||
Maxar Technologies, Inc. | 197 | 4,695 | ||||||
Momentus, Inc.* | 148 | 262 | ||||||
Moog, Inc., Class A | 77 | 5,773 | ||||||
National Presto Industries, Inc. | 14 | 955 | ||||||
Park Aerospace Corp. | 53 | 610 | ||||||
Parsons Corp.* | 91 | 3,766 | ||||||
Redwire Corp.* | 52 | 144 | ||||||
Rocket Lab USA, Inc.* | 577 | 3,174 | ||||||
Terran Orbital Corp.* | 65 | 273 | ||||||
Triumph Group, Inc.* | 173 | 2,247 | ||||||
V2X, Inc.* | 31 | 1,074 | ||||||
Virgin Galactic Holdings, Inc.* | 618 | 3,652 | ||||||
57,474 | ||||||||
Air Freight & Logistics - 0.1% | ||||||||
Air Transport Services Group, Inc.* | 160 | 4,821 | ||||||
Atlas Air Worldwide Holdings, Inc.* | 76 | 7,594 | ||||||
Forward Air Corp. | 73 | 7,084 | ||||||
Hub Group, Inc., Class A* | 91 | 7,262 | ||||||
Radiant Logistics, Inc.* | 103 | 721 | ||||||
27,482 | ||||||||
Airlines - 0.1% | ||||||||
Allegiant Travel Co.* | 42 | 4,053 | ||||||
Blade Air Mobility, Inc.* | 152 | 784 | ||||||
Frontier Group Holdings, Inc.* | 101 | 1,303 | ||||||
Hawaiian Holdings, Inc.* | 137 | 2,054 | ||||||
Joby Aviation, Inc.* | 680 | 3,604 | ||||||
SkyWest, Inc.* | 135 | 2,874 | ||||||
Spirit Airlines, Inc.* | 295 | 6,690 | ||||||
Sun Country Airlines Holdings, Inc.* | 90 | 1,793 | ||||||
Wheels Up Experience, Inc.* | 431 | 806 | ||||||
23,961 | ||||||||
Auto Components - 0.2% | ||||||||
Adient plc* | 257 | 8,533 | ||||||
American Axle & Manufacturing Holdings, Inc.* | 306 | 3,167 | ||||||
Dana, Inc. | 349 | 5,399 | ||||||
Dorman Products, Inc.* | 71 | 6,436 | ||||||
Fox Factory Holding Corp.* | 115 | 10,719 | ||||||
Gentherm, Inc.* | 90 | 5,391 | ||||||
Goodyear Tire & Rubber Co. (The)* | 760 | 10,663 | ||||||
Holley, Inc.* | 139 | 788 | ||||||
LCI Industries | 67 | 7,763 | ||||||
Luminar Technologies, Inc.* | 646 | 5,569 | ||||||
Modine Manufacturing Co.* | 135 | 2,022 | ||||||
Motorcar Parts of America, Inc.* | 51 | 758 | ||||||
Patrick Industries, Inc. | 59 | 3,125 | ||||||
Solid Power, Inc.* | 154 | 1,013 | ||||||
Standard Motor Products, Inc. | 56 | 2,055 | ||||||
Stoneridge, Inc.* | 71 | 1,349 | ||||||
Tenneco, Inc., Class A* | 223 | 4,206 | ||||||
Visteon Corp.* | 75 | 8,987 | ||||||
XPEL, Inc.*(a) | 58 | 3,975 | ||||||
91,918 | ||||||||
Automobiles - 0.0%(b) | ||||||||
Canoo, Inc.* | 312 | 995 | ||||||
Cenntro Electric Group Ltd.* | 498 | 657 | ||||||
Faraday Future Intelligent Electric, Inc.* | 269 | 301 | ||||||
Fisker, Inc.* | 440 | 3,973 | ||||||
Lordstown Motors Corp.* | 432 | 925 | ||||||
Mullen Automotive, Inc.* | 41 | 27 | ||||||
Winnebago Industries, Inc. | 87 | 5,010 | ||||||
Workhorse Group, Inc.* | 397 | 1,243 | ||||||
13,131 | ||||||||
Banks - 1.5% | ||||||||
1st Source Corp. | 44 | 2,076 | ||||||
ACNB Corp. | 23 | 818 | ||||||
Allegiance Bancshares, Inc. | 53 | 2,245 | ||||||
Amalgamated Financial Corp. | 38 | 855 | ||||||
Amerant Bancorp, Inc. | 76 | 1,990 | ||||||
American National Bankshares, Inc. | 28 | 922 | ||||||
Ameris Bancorp | 179 | 8,356 | ||||||
Arrow Financial Corp. | 37 | 1,188 | ||||||
Associated Banc-Corp. | 404 | 8,096 | ||||||
Atlantic Union Bankshares Corp. | 203 | 6,587 | ||||||
Banc of California, Inc. | 149 | 2,515 | ||||||
BancFirst Corp. | 53 | 5,717 | ||||||
Bancorp, Inc. (The)* | 151 | 3,582 | ||||||
Bank First Corp. | 18 | 1,463 | ||||||
Bank of Marin Bancorp | 42 | 1,298 | ||||||
Bank of NT Butterfield & Son Ltd. (The) | 135 | 4,404 | ||||||
BankUnited, Inc. | 221 | 8,188 | ||||||
Bankwell Financial Group, Inc. | 15 | 473 | ||||||
Banner Corp. | 93 | 5,651 | ||||||
Bar Harbor Bankshares | 40 | 1,133 | ||||||
BayCom Corp. | 35 | 651 | ||||||
BCB Bancorp, Inc. | 39 | 702 | ||||||
Berkshire Hills Bancorp, Inc. | 125 | 3,526 | ||||||
Blue Ridge Bankshares, Inc. | 46 | 675 | ||||||
Brookline Bancorp, Inc. | 205 | 2,556 | ||||||
Business First Bancshares, Inc. | 57 | 1,345 | ||||||
Byline Bancorp, Inc. | 67 | 1,461 | ||||||
Cadence Bank | 496 | 12,638 | ||||||
Cambridge Bancorp | 18 | 1,480 | ||||||
Camden National Corp. | 39 | 1,764 | ||||||
Capital Bancorp, Inc. | 24 | 594 | ||||||
Capital City Bank Group, Inc. | 37 | 1,181 | ||||||
Capstar Financial Holdings, Inc. | 55 | 1,108 | ||||||
Carter Bankshares, Inc.* | 66 | 1,087 | ||||||
Cathay General Bancorp | 195 | 8,178 | ||||||
CBTX, Inc. | 50 | 1,490 | ||||||
Central Pacific Financial Corp. | 73 | 1,591 | ||||||
Citizens & Northern Corp. | 41 | 984 | ||||||
City Holding Co. | 40 | 3,400 | ||||||
Civista Bancshares, Inc. | 39 | 825 | ||||||
CNB Financial Corp. | 44 | 1,158 |
Hedge Replication ETF
Schedule of Portfolio Investments
August 31, 2022 (Unaudited)
Investments | Shares | Value ($) | ||||||
Coastal Financial Corp.* | 28 | 1,126 | ||||||
Colony Bankcorp, Inc. | 44 | 621 | ||||||
Columbia Banking System, Inc. | 213 | 6,379 | ||||||
Community Bank System, Inc. | 145 | 9,480 | ||||||
Community Trust Bancorp, Inc. | 42 | 1,775 | ||||||
ConnectOne Bancorp, Inc. | 100 | 2,503 | ||||||
CrossFirst Bankshares, Inc.* | 123 | 1,621 | ||||||
Customers Bancorp, Inc.* | 84 | 2,914 | ||||||
CVB Financial Corp. | 366 | 9,604 | ||||||
Dime Community Bancshares, Inc. | 90 | 2,813 | ||||||
Eagle Bancorp, Inc. | 86 | 4,174 | ||||||
Eastern Bankshares, Inc. | 435 | 8,439 | ||||||
Enterprise Bancorp, Inc. | 25 | 805 | ||||||
Enterprise Financial Services Corp. | 95 | 4,343 | ||||||
Equity Bancshares, Inc., Class A | 42 | 1,312 | ||||||
Esquire Financial Holdings, Inc. | 19 | 710 | ||||||
Farmers & Merchants Bancorp, Inc. | 33 | 942 | ||||||
Farmers National Banc Corp. | 85 | 1,215 | ||||||
FB Financial Corp. | 98 | 3,883 | ||||||
Financial Institutions, Inc. | 41 | 1,067 | ||||||
First Bancorp | 531 | 7,593 | ||||||
First Bancorp | 96 | 3,495 | ||||||
First Bancorp, Inc. (The) | 26 | 754 | ||||||
First Bancshares, Inc. (The) | 53 | 1,585 | ||||||
First Bank | 42 | 630 | ||||||
First Busey Corp. | 140 | 3,220 | ||||||
First Business Financial Services, Inc. | 22 | 732 | ||||||
First Commonwealth Financial Corp. | 253 | 3,410 | ||||||
First Community Bankshares, Inc. | 44 | 1,387 | ||||||
First Financial Bancorp | 252 | 5,438 | ||||||
First Financial Bankshares, Inc. | 352 | 14,964 | ||||||
First Financial Corp. | 31 | 1,442 | ||||||
First Foundation, Inc. | 138 | 2,616 | ||||||
First Guaranty Bancshares, Inc. | 16 | 356 | ||||||
First Internet Bancorp | 25 | 917 | ||||||
First Interstate BancSystem, Inc., Class A | 254 | 10,226 | ||||||
First Merchants Corp. | 155 | 6,172 | ||||||
First Mid Bancshares, Inc. | 50 | 1,768 | ||||||
First of Long Island Corp. (The) | 60 | 1,105 | ||||||
First Western Financial, Inc.* | 21 | 557 | ||||||
Five Star Bancorp | 34 | 865 | ||||||
Flushing Financial Corp. | 78 | 1,611 | ||||||
Fulton Financial Corp. | 439 | 7,125 | ||||||
FVCBankcorp, Inc.* | 32 | 616 | ||||||
German American Bancorp, Inc. | 75 | 2,817 | ||||||
Glacier Bancorp, Inc. | 301 | 15,255 | ||||||
Great Southern Bancorp, Inc. | 26 | 1,528 | ||||||
Guaranty Bancshares, Inc. | 22 | 762 | ||||||
Hancock Whitney Corp. | 233 | 11,238 | ||||||
Hanmi Financial Corp. | 82 | 2,027 | ||||||
HarborOne Bancorp, Inc. | 123 | 1,678 | ||||||
HBT Financial, Inc. | 27 | 488 | ||||||
Heartland Financial USA, Inc. | 111 | 4,958 | ||||||
Heritage Commerce Corp. | 159 | 1,795 | ||||||
Heritage Financial Corp. | 94 | 2,443 | ||||||
Hilltop Holdings, Inc. | 166 | 4,382 | ||||||
Home BancShares, Inc. | 515 | 12,118 | ||||||
HomeStreet, Inc. | 49 | 1,706 | ||||||
HomeTrust Bancshares, Inc. | 39 | 906 | ||||||
Hope Bancorp, Inc. | 314 | 4,544 | ||||||
Horizon Bancorp, Inc. | 109 | 2,062 | ||||||
Independent Bank Corp. | 126 | 9,857 | ||||||
Independent Bank Corp./MI | 54 | 1,108 | ||||||
Independent Bank Group, Inc. | 99 | 6,669 | ||||||
International Bancshares Corp. | 147 | 6,134 | ||||||
John Marshall Bancorp, Inc. | 31 | 782 | ||||||
Lakeland Bancorp, Inc. | 168 | 2,737 | ||||||
Lakeland Financial Corp. | 66 | 4,972 | ||||||
Live Oak Bancshares, Inc. | 89 | 3,225 | ||||||
Macatawa Bank Corp. | 71 | 676 | ||||||
Mercantile Bank Corp. | 42 | 1,389 | ||||||
Metrocity Bankshares, Inc. | 51 | 1,020 | ||||||
Metropolitan Bank Holding Corp.* | 28 | 2,005 | ||||||
Mid Penn Bancorp, Inc. | 39 | 1,135 | ||||||
Midland States Bancorp, Inc. | 57 | 1,430 | ||||||
MidWestOne Financial Group, Inc. | 38 | 1,159 | ||||||
MVB Financial Corp. | 28 | 895 | ||||||
National Bank Holdings Corp., Class A | 79 | 3,170 | ||||||
NBT Bancorp, Inc. | 113 | 4,382 | ||||||
Nicolet Bankshares, Inc.* | 33 | 2,527 | ||||||
Northeast Bank | 18 | 698 | ||||||
Northwest Bancshares, Inc. | 329 | 4,629 | ||||||
OceanFirst Financial Corp. | 157 | 3,052 | ||||||
OFG Bancorp | 129 | 3,509 | ||||||
Old National Bancorp | 794 | 13,252 | ||||||
Old Second Bancorp, Inc. | 115 | 1,578 | ||||||
Origin Bancorp, Inc. | 61 | 2,492 | ||||||
Orrstown Financial Services, Inc. | 29 | 746 | ||||||
Pacific Premier Bancorp, Inc. | 254 | 8,321 | ||||||
Park National Corp. | 39 | 5,141 | ||||||
Parke Bancorp, Inc. | 27 | 599 | ||||||
Pathward Financial, Inc. | 79 | 2,604 | ||||||
PCB Bancorp | 31 | 582 | ||||||
PCSB Financial Corp. | 34 | 629 | ||||||
Peapack-Gladstone Financial Corp. | 47 | 1,583 | ||||||
Peoples Bancorp, Inc. | 75 | 2,242 | ||||||
Peoples Financial Services Corp. | 19 | 925 | ||||||
Preferred Bank | 37 | 2,510 | ||||||
Premier Financial Corp. | 96 | 2,594 | ||||||
Primis Financial Corp. | 60 | 787 | ||||||
Professional Holding Corp., Class A* | 35 | 979 | ||||||
QCR Holdings, Inc. | 45 | 2,513 | ||||||
RBB Bancorp | 40 | 884 | ||||||
Red River Bancshares, Inc. | 12 | 613 | ||||||
Renasant Corp. | 148 | 4,934 | ||||||
Republic Bancorp, Inc., Class A | 24 | 1,020 | ||||||
Republic First Bancorp, Inc.* | 131 | 417 | ||||||
S&T Bancorp, Inc. | 106 | 3,142 | ||||||
Sandy Spring Bancorp, Inc. | 120 | 4,622 | ||||||
Seacoast Banking Corp. of Florida | 164 | 5,300 | ||||||
ServisFirst Bancshares, Inc. | 136 | 11,473 | ||||||
Shore Bancshares, Inc. | 48 | 914 | ||||||
Sierra Bancorp | 37 | 767 | ||||||
Silvergate Capital Corp., Class A* | 85 | 7,745 | ||||||
Simmons First National Corp., Class A | 339 | 7,997 | ||||||
SmartFinancial, Inc. | 42 | 1,054 | ||||||
South Plains Financial, Inc. | 27 | 733 | ||||||
Southern First Bancshares, Inc.* | 21 | 905 | ||||||
Southside Bancshares, Inc. | 83 | 3,127 | ||||||
SouthState Corp. | 203 | 15,842 | ||||||
Stock Yards Bancorp, Inc. | 77 | 5,102 | ||||||
Summit Financial Group, Inc. | 30 | 856 |
Hedge Replication ETF
Schedule of Portfolio Investments
August 31, 2022 (Unaudited)
Investments | Shares | Value ($) | ||||||
Texas Capital Bancshares, Inc.* | 138 | 8,146 | ||||||
Third Coast Bancshares, Inc.* | 35 | 637 | ||||||
Tompkins Financial Corp. | 38 | 2,722 | ||||||
Towne Bank | 182 | 5,185 | ||||||
TriCo Bancshares | 86 | 4,058 | ||||||
Triumph Bancorp, Inc.* | 65 | 4,024 | ||||||
Trustmark Corp. | 166 | 5,236 | ||||||
UMB Financial Corp. | 119 | 10,647 | ||||||
United Bankshares, Inc. | 359 | 13,319 | ||||||
United Community Banks, Inc. | 288 | 9,657 | ||||||
Unity Bancorp, Inc. | 19 | 533 | ||||||
Univest Financial Corp. | 79 | 1,959 | ||||||
USCB Financial Holdings, Inc.* | 29 | 377 | ||||||
Valley National Bancorp | 1,166 | 13,549 | ||||||
Veritex Holdings, Inc. | 142 | 4,276 | ||||||
Washington Federal, Inc. | 175 | 5,602 | ||||||
Washington Trust Bancorp, Inc. | 47 | 2,380 | ||||||
WesBanco, Inc. | 158 | 5,405 | ||||||
West Bancorp, Inc. | 44 | 1,083 | ||||||
Westamerica Bancorp | 71 | 3,972 | ||||||
628,419 | ||||||||
Beverages - 0.1% | ||||||||
Celsius Holdings, Inc.* | 148 | 15,317 | ||||||
Coca-Cola Consolidated, Inc. | 13 | 6,166 | ||||||
Duckhorn Portfolio, Inc. (The)* | 100 | 1,824 | ||||||
MGP Ingredients, Inc. | 38 | 4,160 | ||||||
National Beverage Corp. | 64 | 3,549 | ||||||
Primo Water Corp. | 427 | 5,611 | ||||||
Vintage Wine Estates, Inc.* | 88 | 520 | ||||||
Vita Coco Co., Inc. (The)* | 75 | 1,124 | ||||||
38,271 | ||||||||
Biotechnology - 1.2% | ||||||||
2seventy bio, Inc.* | 101 | 1,488 | ||||||
4D Molecular Therapeutics, Inc.* | 81 | 637 | ||||||
Aadi Bioscience, Inc.* | 39 | 528 | ||||||
ACADIA Pharmaceuticals, Inc.* | 325 | 5,340 | ||||||
Adagio Therapeutics, Inc.* | 139 | 634 | ||||||
Adicet Bio, Inc.* | 77 | 1,090 | ||||||
ADMA Biologics, Inc.* | 503 | 1,358 | ||||||
Aerovate Therapeutics, Inc.* | 25 | 496 | ||||||
Affimed NV* | 385 | 1,009 | ||||||
Agenus, Inc.* | 731 | 1,974 | ||||||
Agios Pharmaceuticals, Inc.* | 148 | 3,774 | ||||||
Akero Therapeutics, Inc.* | 76 | 893 | ||||||
Albireo Pharma, Inc.* | 47 | 822 | ||||||
Alector, Inc.* | 168 | 1,739 | ||||||
Alkermes plc* | 441 | 10,438 | ||||||
Allogene Therapeutics, Inc.* | 216 | 2,961 | ||||||
Allovir, Inc.* | 84 | 631 | ||||||
Alpine Immune Sciences, Inc.* | 42 | 315 | ||||||
ALX Oncology Holdings, Inc.* | 58 | 754 | ||||||
Amicus Therapeutics, Inc.* | 746 | 8,378 | ||||||
AnaptysBio, Inc.* | 55 | 1,277 | ||||||
Anavex Life Sciences Corp.* | 185 | 1,774 | ||||||
Anika Therapeutics, Inc.* | 39 | 881 | ||||||
Apellis Pharmaceuticals, Inc.* | 246 | 14,885 | ||||||
Arbutus Biopharma Corp.* | 292 | 648 | ||||||
Arcellx, Inc.* | 27 | 485 | ||||||
Arcturus Therapeutics Holdings, Inc.* | 63 | 885 | ||||||
Arcus Biosciences, Inc.* | 139 | 3,347 | ||||||
Arcutis Biotherapeutics, Inc.* | 95 | 2,560 | ||||||
Arrowhead Pharmaceuticals, Inc.* | 279 | 11,079 | ||||||
Atara Biotherapeutics, Inc.* | 248 | 994 | ||||||
Aura Biosciences, Inc.* | 50 | 668 | ||||||
Aurinia Pharmaceuticals, Inc.* | 363 | 2,672 | ||||||
Avid Bioservices, Inc.* | 165 | 2,841 | ||||||
Avidity Biosciences, Inc.* | 132 | 2,590 | ||||||
Beam Therapeutics, Inc.* | 172 | 9,391 | ||||||
BioCryst Pharmaceuticals, Inc.* | 502 | 6,978 | ||||||
Biohaven Pharmaceutical Holding Co. Ltd.* | 169 | 25,240 | ||||||
Bioxcel Therapeutics, Inc.* | 52 | 711 | ||||||
Bluebird Bio, Inc.* | 194 | 1,133 | ||||||
Blueprint Medicines Corp.* | 162 | 11,862 | ||||||
Bridgebio Pharma, Inc.* | 283 | 2,971 | ||||||
C4 Therapeutics, Inc.* | 114 | 1,149 | ||||||
CareDx, Inc.* | 138 | 2,703 | ||||||
Caribou Biosciences, Inc.* | 146 | 1,441 | ||||||
Catalyst Pharmaceuticals, Inc.* | 259 | 3,507 | ||||||
Celldex Therapeutics, Inc.* | 124 | 3,770 | ||||||
Celularity, Inc., Class A* | 42 | 114 | ||||||
Century Therapeutics, Inc.* | 55 | 579 | ||||||
Cerevel Therapeutics Holdings, Inc.* | 147 | 4,278 | ||||||
ChemoCentryx, Inc.* | 171 | 8,718 | ||||||
Chimerix, Inc.* | 228 | 502 | ||||||
Chinook Therapeutics, Inc.* | 118 | 2,454 | ||||||
Cogent Biosciences, Inc.* | 121 | 1,995 | ||||||
Coherus Biosciences, Inc.* | 199 | 2,225 | ||||||
Crinetics Pharmaceuticals, Inc.* | 142 | 2,681 | ||||||
CTI BioPharma Corp.* | 251 | 1,576 | ||||||
Cullinan Oncology, Inc.* | 81 | 1,092 | ||||||
Cytokinetics, Inc.* | 222 | 11,757 | ||||||
Day One Biopharmaceuticals, Inc.* | 63 | 1,480 | ||||||
Deciphera Pharmaceuticals, Inc.* | 122 | 1,980 | ||||||
Denali Therapeutics, Inc.* | 267 | 7,388 | ||||||
Design Therapeutics, Inc.* | 92 | 1,864 | ||||||
Dynavax Technologies Corp.* | 320 | 3,670 | ||||||
Dyne Therapeutics, Inc.* | 86 | 843 | ||||||
Eagle Pharmaceuticals, Inc.* | 28 | 918 | ||||||
Editas Medicine, Inc.* | 187 | 2,749 | ||||||
Eiger BioPharmaceuticals, Inc.* | 111 | 917 | ||||||
Emergent BioSolutions, Inc.* | 136 | 3,267 | ||||||
Enanta Pharmaceuticals, Inc.* | 53 | 3,227 | ||||||
Enochian Biosciences, Inc.* | 53 | 131 | ||||||
EQRx, Inc.* | 370 | 1,809 | ||||||
Erasca, Inc.* | 176 | 1,588 | ||||||
Fate Therapeutics, Inc.* | 225 | 5,881 | ||||||
FibroGen, Inc.* | 237 | 2,948 | ||||||
Foghorn Therapeutics, Inc.* | 54 | 537 | ||||||
Forma Therapeutics Holdings, Inc.* | 98 | 1,313 | ||||||
Gelesis Holdings, Inc.* | 27 | 33 | ||||||
Generation Bio Co.* | 126 | 645 | ||||||
Geron Corp.* | 972 | 2,566 | ||||||
Global Blood Therapeutics, Inc.* | 169 | 11,475 | ||||||
Gossamer Bio, Inc.* | 171 | 2,385 | ||||||
GreenLight Biosciences Holdings PBC* | 38 | 108 | ||||||
Halozyme Therapeutics, Inc.* | 367 | 14,948 | ||||||
Heron Therapeutics, Inc.* | 279 | 1,141 | ||||||
HilleVax, Inc.* | 35 | 417 | ||||||
Humacyte, Inc.* | 48 | 175 | ||||||
Icosavax, Inc.* | 60 | 283 | ||||||
Ideaya Biosciences, Inc.* | 96 | 944 | ||||||
IGM Biosciences, Inc.* | 27 | 524 | ||||||
Imago Biosciences, Inc.* | 71 | 1,032 | ||||||
ImmunityBio, Inc.* | 222 | 888 |
Hedge Replication ETF
Schedule of Portfolio Investments
August 31, 2022 (Unaudited)
Investments | Shares | Value ($) | ||||||
ImmunoGen, Inc.* | 581 | 3,376 | ||||||
Immunovant, Inc.* | 108 | 556 | ||||||
Inhibrx, Inc.* | 79 | 1,401 | ||||||
Inovio Pharmaceuticals, Inc.* | 595 | 1,363 | ||||||
Insmed, Inc.* | 323 | 7,952 | ||||||
Instil Bio, Inc.* | 188 | 978 | ||||||
Intellia Therapeutics, Inc.* | 204 | 12,252 | ||||||
Intercept Pharmaceuticals, Inc.* | 66 | 1,146 | ||||||
Iovance Biotherapeutics, Inc.* | 408 | 4,374 | ||||||
Ironwood Pharmaceuticals, Inc.* | 370 | 3,981 | ||||||
iTeos Therapeutics, Inc.* | 64 | 1,420 | ||||||
IVERIC bio, Inc.* | 316 | 3,109 | ||||||
Janux Therapeutics, Inc.* | 46 | 498 | ||||||
Jounce Therapeutics, Inc.* | 114 | 417 | ||||||
KalVista Pharmaceuticals, Inc.* | 66 | 1,087 | ||||||
Karuna Therapeutics, Inc.* | 80 | 20,405 | ||||||
Karyopharm Therapeutics, Inc.* | 206 | 1,042 | ||||||
Keros Therapeutics, Inc.* | 45 | 1,592 | ||||||
Kezar Life Sciences, Inc.* | 126 | 1,295 | ||||||
Kiniksa Pharmaceuticals Ltd., Class A* | 84 | 984 | ||||||
Kinnate Biopharma, Inc.* | 79 | 1,144 | ||||||
Kodiak Sciences, Inc.* | 90 | 901 | ||||||
Kronos Bio, Inc.* | 110 | 440 | ||||||
Krystal Biotech, Inc.* | 57 | 3,996 | ||||||
Kura Oncology, Inc.* | 172 | 2,384 | ||||||
Kymera Therapeutics, Inc.* | 102 | 2,884 | ||||||
Lexicon Pharmaceuticals, Inc.* | 197 | 542 | ||||||
Ligand Pharmaceuticals, Inc.* | 41 | 3,788 | ||||||
Lyell Immunopharma, Inc.* | 468 | 3,136 | ||||||
MacroGenics, Inc.* | 163 | 647 | ||||||
Madrigal Pharmaceuticals, Inc.* | 34 | 2,452 | ||||||
MannKind Corp.* | 674 | 2,460 | ||||||
MeiraGTx Holdings plc* | 82 | 681 | ||||||
Mersana Therapeutics, Inc.* | 237 | 1,777 | ||||||
MiMedx Group, Inc.* | 305 | 1,077 | ||||||
Mirum Pharmaceuticals, Inc.* | 43 | 1,074 | ||||||
Monte Rosa Therapeutics, Inc.* | 78 | 618 | ||||||
Morphic Holding, Inc.* | 70 | 1,926 | ||||||
Myriad Genetics, Inc.* | 215 | 4,803 | ||||||
Nkarta, Inc.* | 88 | 1,266 | ||||||
Nurix Therapeutics, Inc.* | 120 | 1,888 | ||||||
Nuvalent, Inc., Class A* | 46 | 776 | ||||||
Ocugen, Inc.* | 579 | 1,494 | ||||||
Organogenesis Holdings, Inc.* | 189 | 679 | ||||||
Outlook Therapeutics, Inc.* | 321 | 360 | ||||||
Pardes Biosciences, Inc.* | 77 | 270 | ||||||
PepGen, Inc.* | 23 | 218 | ||||||
PMV Pharmaceuticals, Inc.* | 100 | 1,392 | ||||||
Point Biopharma Global, Inc.* | 200 | 1,950 | ||||||
Praxis Precision Medicines, Inc.* | 102 | 318 | ||||||
Precigen, Inc.* | 273 | 603 | ||||||
Prometheus Biosciences, Inc.* | 79 | 4,132 | ||||||
Protagonist Therapeutics, Inc.* | 125 | 1,090 | ||||||
Prothena Corp. plc* | 96 | 2,647 | ||||||
PTC Therapeutics, Inc.* | 190 | 9,489 | ||||||
Rallybio Corp.* | 43 | 475 | ||||||
RAPT Therapeutics, Inc.* | 70 | 1,870 | ||||||
Recursion Pharmaceuticals, Inc., Class A* | 366 | 3,847 | ||||||
REGENXBIO, Inc.* | 109 | 3,216 | ||||||
Relay Therapeutics, Inc.* | 207 | 4,755 | ||||||
Replimune Group, Inc.* | 82 | 1,563 | ||||||
REVOLUTION Medicines, Inc.* | 171 | 3,562 | ||||||
Rigel Pharmaceuticals, Inc.* | 467 | 663 | ||||||
Rocket Pharmaceuticals, Inc.* | 118 | 1,818 | ||||||
Sage Therapeutics, Inc.* | 141 | 5,310 | ||||||
Sana Biotechnology, Inc.* | 241 | 1,641 | ||||||
Sangamo Therapeutics, Inc.* | 324 | 1,750 | ||||||
Seres Therapeutics, Inc.* | 191 | 982 | ||||||
Sorrento Therapeutics, Inc.* | 1,029 | 2,109 | ||||||
SpringWorks Therapeutics, Inc.* | 94 | 2,610 | ||||||
Stoke Therapeutics, Inc.* | 61 | 919 | ||||||
Sutro Biopharma, Inc.* | 119 | 674 | ||||||
Syndax Pharmaceuticals, Inc.* | 140 | 3,305 | ||||||
Talaris Therapeutics, Inc.* | 61 | 202 | ||||||
Tango Therapeutics, Inc.* | 126 | 517 | ||||||
Tenaya Therapeutics, Inc.* | 76 | 334 | ||||||
TG Therapeutics, Inc.* | 361 | 2,574 | ||||||
Travere Therapeutics, Inc.* | 165 | 4,415 | ||||||
Twist Bioscience Corp.* | 152 | 6,098 | ||||||
Tyra Biosciences, Inc.* | 36 | 238 | ||||||
Vanda Pharmaceuticals, Inc.* | 150 | 1,587 | ||||||
Vaxart, Inc.* | 335 | 1,038 | ||||||
Vaxcyte, Inc.* | 143 | 3,741 | ||||||
VBI Vaccines, Inc.* | 522 | 467 | ||||||
Vera Therapeutics, Inc.* | 38 | 826 | ||||||
Veracyte, Inc.* | 194 | 3,958 | ||||||
Vericel Corp.* | 128 | 3,194 | ||||||
Verve Therapeutics, Inc.* | 100 | 3,836 | ||||||
Vir Biotechnology, Inc.* | 196 | 4,655 | ||||||
Viridian Therapeutics, Inc.* | 70 | 1,555 | ||||||
VistaGen Therapeutics, Inc.* | 527 | 97 | ||||||
Xencor, Inc.* | 155 | 4,090 | ||||||
Y-mAbs Therapeutics, Inc.* | 99 | 1,592 | ||||||
Zentalis Pharmaceuticals, Inc.* | 104 | 2,788 | ||||||
505,147 | ||||||||
Building Products - 0.2% | ||||||||
AAON, Inc. | 119 | 6,840 | ||||||
American Woodmark Corp.* | 45 | 2,332 | ||||||
Apogee Enterprises, Inc. | 60 | 2,450 | ||||||
Caesarstone Ltd. | 61 | 622 | ||||||
CSW Industrials, Inc. | 41 | 5,191 | ||||||
Gibraltar Industries, Inc.* | 89 | 3,725 | ||||||
Griffon Corp. | 125 | 3,919 | ||||||
Insteel Industries, Inc. | 51 | 1,474 | ||||||
Janus International Group, Inc.* | 221 | 2,283 | ||||||
JELD-WEN Holding, Inc.* | 233 | 2,598 | ||||||
Masonite International Corp.* | 61 | 4,991 | ||||||
PGT Innovations, Inc.* | 160 | 3,347 | ||||||
Quanex Building Products Corp. | 90 | 2,007 | ||||||
Resideo Technologies, Inc.* | 391 | 8,141 | ||||||
Simpson Manufacturing Co., Inc. | 117 | 10,839 | ||||||
UFP Industries, Inc. | 165 | 13,099 | ||||||
View, Inc.* | 303 | 539 | ||||||
Zurn Elkay Water Solutions Corp. | 336 | 9,267 | ||||||
83,664 | ||||||||
Capital Markets - 0.3% | ||||||||
Artisan Partners Asset Management, Inc., Class A | 162 | 5,469 | ||||||
AssetMark Financial Holdings, Inc.* | 58 | 1,122 | ||||||
Associated Capital Group, Inc., Class A | 5 | 198 | ||||||
B Riley Financial, Inc. | 55 | 2,737 | ||||||
Bakkt Holdings, Inc.* | 154 | 399 | ||||||
BGC Partners, Inc., Class A | 865 | 3,477 | ||||||
Blucora, Inc.* | 128 | 2,570 |
Hedge Replication ETF
Schedule of Portfolio Investments
August 31, 2022 (Unaudited)
Investments | Shares | Value ($) | ||||||
Brightsphere Investment Group, Inc. | 87 | 1,487 | ||||||
Cohen & Steers, Inc. | 69 | 4,925 | ||||||
Cowen, Inc., Class A | 71 | 2,730 | ||||||
Diamond Hill Investment Group, Inc. | 8 | 1,368 | ||||||
Donnelley Financial Solutions, Inc.* | 75 | 3,184 | ||||||
Federated Hermes, Inc., Class B | 238 | 8,106 | ||||||
Focus Financial Partners, Inc., Class A* | 157 | 6,147 | ||||||
GAMCO Investors, Inc., Class A | 13 | 263 | ||||||
GCM Grosvenor, Inc., Class A | 116 | 911 | ||||||
Hamilton Lane, Inc., Class A | 96 | 6,680 | ||||||
Houlihan Lokey, Inc. | 138 | 10,833 | ||||||
Manning & Napier, Inc. | 43 | 547 | ||||||
MarketWise, Inc.* | 46 | 128 | ||||||
Moelis & Co., Class A | 175 | 7,291 | ||||||
Open Lending Corp., Class A* | 286 | 2,777 | ||||||
Oppenheimer Holdings, Inc., Class A | 24 | 871 | ||||||
Perella Weinberg Partners | 126 | 906 | ||||||
Piper Sandler Cos. | 47 | 5,385 | ||||||
PJT Partners, Inc., Class A | 65 | 4,499 | ||||||
Pzena Investment Management, Inc., Class A | 45 | 428 | ||||||
Sculptor Capital Management, Inc. | 71 | 670 | ||||||
Silvercrest Asset Management Group, Inc., Class A | 27 | 483 | ||||||
StepStone Group, Inc., Class A | 143 | 3,902 | ||||||
StoneX Group, Inc.* | 47 | 4,363 | ||||||
Value Line, Inc. | 2 | 164 | ||||||
Victory Capital Holdings, Inc., Class A | 45 | 1,205 | ||||||
Virtus Investment Partners, Inc. | 19 | 3,634 | ||||||
WisdomTree Investments, Inc. | 369 | 1,849 | ||||||
101,708 | ||||||||
Chemicals - 0.4% | ||||||||
AdvanSix, Inc. | 74 | 2,683 | ||||||
American Vanguard Corp. | 79 | 1,574 | ||||||
Amyris, Inc.* | 533 | 1,567 | ||||||
Aspen Aerogels, Inc.* | 74 | 963 | ||||||
Avient Corp. | 246 | 10,782 | ||||||
Balchem Corp. | 86 | 11,337 | ||||||
Cabot Corp. | 151 | 10,867 | ||||||
Chase Corp. | 20 | 1,763 | ||||||
Danimer Scientific, Inc.* | 245 | 1,090 | ||||||
Diversey Holdings Ltd.* | 212 | 1,300 | ||||||
Ecovyst, Inc.* | 173 | 1,599 | ||||||
FutureFuel Corp. | 70 | 510 | ||||||
GCP Applied Technologies, Inc.* | 135 | 4,242 | ||||||
Hawkins, Inc. | 52 | 1,993 | ||||||
HB Fuller Co. | 144 | 9,340 | ||||||
Ingevity Corp.* | 105 | 7,365 | ||||||
Innospec, Inc. | 67 | 6,262 | ||||||
Intrepid Potash, Inc.* | 30 | 1,402 | ||||||
Koppers Holdings, Inc. | 56 | 1,278 | ||||||
Kronos Worldwide, Inc. | 60 | 773 | ||||||
Livent Corp.* | 439 | 14,127 | ||||||
LSB Industries, Inc.* | 86 | 1,357 | ||||||
Mativ Holdings, Inc. | 147 | 3,472 | ||||||
Minerals Technologies, Inc. | 89 | 5,185 | ||||||
Origin Materials, Inc.* | 288 | 1,800 | ||||||
Orion Engineered Carbons SA | 164 | 2,765 | ||||||
Perimeter Solutions SA* | 330 | 3,217 | ||||||
PureCycle Technologies, Inc.* | 288 | 2,629 | ||||||
Quaker Chemical Corp. | 37 | 6,450 | ||||||
Rayonier Advanced Materials, Inc.* | 167 | 755 | ||||||
Sensient Technologies Corp. | 114 | 9,082 | ||||||
Stepan Co. | 58 | 6,045 | ||||||
Tredegar Corp. | 74 | 756 | ||||||
Trinseo plc | 98 | 2,600 | ||||||
Tronox Holdings plc, Class A | 317 | 4,638 | ||||||
Valhi, Inc. | 7 | 245 | ||||||
143,813 | ||||||||
Commercial Services & Supplies - 0.2% | ||||||||
ABM Industries, Inc. | 181 | 8,398 | ||||||
ACCO Brands Corp. | 256 | 1,518 | ||||||
ACV Auctions, Inc., Class A* | 305 | 2,595 | ||||||
Aris Water Solution, Inc., Class A | 60 | 1,020 | ||||||
Brady Corp., Class A | 127 | 5,911 | ||||||
BrightView Holdings, Inc.* | 120 | 1,214 | ||||||
Brink's Co. (The) | 126 | 6,965 | ||||||
Casella Waste Systems, Inc., Class A* | 135 | 11,060 | ||||||
Cimpress plc* | 48 | 1,612 | ||||||
CompX International, Inc. | 4 | 96 | ||||||
CoreCivic, Inc., REIT* | 327 | 3,116 | ||||||
Deluxe Corp. | 117 | 2,251 | ||||||
Ennis, Inc. | 69 | 1,465 | ||||||
GEO Group, Inc. (The)* | 321 | 2,626 | ||||||
Harsco Corp.* | 213 | 1,208 | ||||||
Healthcare Services Group, Inc. | 201 | 2,828 | ||||||
Heritage-Crystal Clean, Inc.* | 42 | 1,368 | ||||||
HNI Corp. | 114 | 3,648 | ||||||
Interface, Inc. | 159 | 1,776 | ||||||
KAR Auction Services, Inc.* | 326 | 4,760 | ||||||
Kimball International, Inc., Class B | 98 | 750 | ||||||
Li-Cycle Holdings Corp.* | 358 | 2,581 | ||||||
Matthews International Corp., Class A | 83 | 2,076 | ||||||
MillerKnoll, Inc. | 206 | 5,702 | ||||||
Montrose Environmental Group, Inc.* | 74 | 2,975 | ||||||
NL Industries, Inc. | 23 | 203 | ||||||
Pitney Bowes, Inc. | 469 | 1,355 | ||||||
Quad/Graphics, Inc.* | 94 | 297 | ||||||
SP Plus Corp.* | 63 | 2,088 | ||||||
Steelcase, Inc., Class A | 233 | 2,605 | ||||||
UniFirst Corp. | 41 | 7,391 | ||||||
Viad Corp.* | 55 | 2,100 | ||||||
VSE Corp. | 29 | 1,214 | ||||||
96,772 | ||||||||
Communications Equipment - 0.1% | ||||||||
ADTRAN Holdings, Inc. | 190 | 4,416 | ||||||
Aviat Networks, Inc.* | 30 | 939 | ||||||
Calix, Inc.* | 154 | 9,063 | ||||||
Cambium Networks Corp.* | 31 | 603 | ||||||
Casa Systems, Inc.* | 96 | 373 | ||||||
Clearfield, Inc.* | 31 | 3,599 | ||||||
CommScope Holding Co., Inc.* | 555 | 6,272 | ||||||
Comtech Telecommunications Corp. | 70 | 790 | ||||||
Digi International, Inc.* | 92 | 3,046 | ||||||
DZS, Inc.* | 47 | 626 | ||||||
Extreme Networks, Inc.* | 346 | 4,958 | ||||||
Harmonic, Inc.* | 249 | 2,804 |
Hedge Replication ETF
Schedule of Portfolio Investments
August 31, 2022 (Unaudited)
Investments | Shares | Value ($) | ||||||
Infinera Corp.* | 512 | 2,806 | ||||||
Inseego Corp.* | 233 | 629 | ||||||
NETGEAR, Inc.* | 77 | 1,816 | ||||||
NetScout Systems, Inc.* | 191 | 6,062 | ||||||
Ondas Holdings, Inc.* | 93 | 439 | ||||||
Ribbon Communications, Inc.* | 196 | 688 | ||||||
Viavi Solutions, Inc.* | 616 | 8,673 | ||||||
58,602 | ||||||||
Construction & Engineering - 0.2% | ||||||||
Ameresco, Inc., Class A* | 86 | 5,921 | ||||||
API Group Corp.* | 560 | 8,708 | ||||||
Arcosa, Inc. | 131 | 7,657 | ||||||
Argan, Inc. | 38 | 1,315 | ||||||
Comfort Systems USA, Inc. | 96 | 9,633 | ||||||
Concrete Pumping Holdings, Inc.* | 71 | 476 | ||||||
Construction Partners, Inc., Class A* | 108 | 3,160 | ||||||
Dycom Industries, Inc.* | 78 | 8,745 | ||||||
EMCOR Group, Inc. | 137 | 16,292 | ||||||
Fluor Corp.* | 385 | 10,179 | ||||||
Granite Construction, Inc. | 123 | 3,688 | ||||||
Great Lakes Dredge & Dock Corp.* | 177 | 1,694 | ||||||
IES Holdings, Inc.* | 24 | 729 | ||||||
Infrastructure and Energy Alternatives, Inc.* | 82 | 1,165 | ||||||
MYR Group, Inc.* | 45 | 4,182 | ||||||
Northwest Pipe Co.* | 26 | 823 | ||||||
NV5 Global, Inc.* | 37 | 5,208 | ||||||
Primoris Services Corp. | 144 | 2,919 | ||||||
Sterling Infrastructure, Inc.* | 79 | 1,998 | ||||||
Tutor Perini Corp.* | 114 | 773 | ||||||
95,265 | ||||||||
Construction Materials - 0.0%(b) | ||||||||
Summit Materials, Inc., Class A* | 321 | 9,123 | ||||||
United States Lime & Minerals, Inc. | 5 | 514 | ||||||
9,637 | ||||||||
Consumer Finance - 0.1% | ||||||||
Atlanticus Holdings Corp.* | 12 | 342 | ||||||
Bread Financial Holdings, Inc. | 136 | 5,226 | ||||||
Consumer Portfolio Services, Inc.* | 39 | 454 | ||||||
Curo Group Holdings Corp. | 59 | 389 | ||||||
Encore Capital Group, Inc.* | 65 | 3,554 | ||||||
Enova International, Inc.* | 86 | 3,005 | ||||||
EZCORP, Inc., Class A* | 135 | 1,181 | ||||||
FirstCash Holdings, Inc. | 104 | 8,108 | ||||||
Green Dot Corp., Class A* | 131 | 2,658 | ||||||
LendingClub Corp.* | 274 | 3,581 | ||||||
LendingTree, Inc.* | 28 | 854 | ||||||
Moneylion, Inc.* | 391 | 559 | ||||||
Navient Corp. | 314 | 4,832 | ||||||
Nelnet, Inc., Class A | 40 | 3,370 | ||||||
NerdWallet, Inc., Class A* | 69 | 717 | ||||||
Oportun Financial Corp.* | 75 | 383 | ||||||
OppFi, Inc.* | 36 | 98 | ||||||
PRA Group, Inc.* | 107 | 3,953 | ||||||
PROG Holdings, Inc.* | 147 | 2,725 | ||||||
Regional Management Corp. | 21 | 708 | ||||||
Sunlight Financial Holdings, Inc.* | 66 | 202 | ||||||
World Acceptance Corp.* | 11 | 1,279 | ||||||
48,178 | ||||||||
Containers & Packaging - 0.0%(b) | ||||||||
Cryptyde, Inc.* | 50 | 39 | ||||||
Greif, Inc., Class A | 70 | 4,694 | ||||||
Greif, Inc., Class B | 15 | 979 | ||||||
Myers Industries, Inc. | 98 | 1,893 | ||||||
O-I Glass, Inc.* | 421 | 5,477 | ||||||
Pactiv Evergreen, Inc. | 117 | 1,299 | ||||||
Ranpak Holdings Corp.* | 118 | 624 | ||||||
TriMas Corp. | 115 | 3,165 | ||||||
18,170 | ||||||||
Distributors - 0.0%(b) | ||||||||
Funko, Inc., Class A* | 86 | 1,915 | ||||||
Weyco Group, Inc. | 16 | 410 | ||||||
2,325 | ||||||||
Diversified Consumer Services - 0.2% | ||||||||
2U, Inc.* | 202 | 1,438 | ||||||
Adtalem Global Education, Inc.* | 121 | 4,561 | ||||||
American Public Education, Inc.* | 51 | 527 | ||||||
Beachbody Co., Inc. (The)* | 283 | 328 | ||||||
Carriage Services, Inc. | 36 | 1,275 | ||||||
Chegg, Inc.* | 337 | 6,632 | ||||||
Coursera, Inc.* | 305 | 3,508 | ||||||
Duolingo, Inc.* | 64 | 6,017 | ||||||
European Wax Center, Inc., Class A | 57 | 1,233 | ||||||
Frontdoor, Inc.* | 224 | 5,260 | ||||||
Graham Holdings Co., Class B | 10 | 5,654 | ||||||
Laureate Education, Inc., Class A | 307 | 3,383 | ||||||
Nerdy, Inc.* | 147 | 450 | ||||||
OneSpaWorld Holdings Ltd.* | 180 | 1,586 | ||||||
Perdoceo Education Corp.* | 185 | 2,142 | ||||||
PowerSchool Holdings, Inc., Class A* | 123 | 2,214 | ||||||
Rover Group, Inc.* | 251 | 956 | ||||||
StoneMor, Inc.* | 74 | 255 | ||||||
Strategic Education, Inc. | 62 | 4,011 | ||||||
Stride, Inc.* | 110 | 4,195 | ||||||
Udemy, Inc.* | 195 | 2,898 | ||||||
Universal Technical Institute, Inc.* | 88 | 604 | ||||||
Vivint Smart Home, Inc.* | 257 | 1,609 | ||||||
WW International, Inc.* | 147 | 767 | ||||||
61,503 | ||||||||
Diversified Financial Services - 0.0%(b) | ||||||||
Alerus Financial Corp. | 41 | 974 | ||||||
A-Mark Precious Metals, Inc. | 49 | 1,515 | ||||||
Banco Latinoamericano de Comercio Exterior SA, Class E | 74 | 1,080 | ||||||
Cannae Holdings, Inc.* | 205 | 4,430 | ||||||
Compass Diversified Holdings | 164 | 3,421 | ||||||
Jackson Financial, Inc., Class A | 204 | 6,377 | ||||||
SWK Holdings Corp.* | 10 | 175 | ||||||
17,972 | ||||||||
Diversified Telecommunication Services - 0.1% | ||||||||
Anterix, Inc.* | 33 | 1,401 | ||||||
ATN International, Inc. | 30 | 1,405 | ||||||
Bandwidth, Inc., Class A* | 63 | 976 | ||||||
Charge Enterprises, Inc.* | 293 | 712 | ||||||
Cogent Communications Holdings, Inc. | 116 | 6,177 | ||||||
Consolidated Communications Holdings, Inc.* | 201 | 1,154 | ||||||
EchoStar Corp., Class A* | 95 | 1,749 | ||||||
Globalstar, Inc.* | 1,852 | 3,704 | ||||||
IDT Corp., Class B* | 39 | 997 | ||||||
Iridium Communications, Inc.* | 345 | 15,315 |
Hedge Replication ETF
Schedule of Portfolio Investments
August 31, 2022 (Unaudited)
Investments | Shares | Value ($) | ||||||
Liberty Latin America Ltd., Class A* | 105 | 735 | ||||||
Liberty Latin America Ltd., Class C* | 414 | 2,886 | ||||||
Ooma, Inc.* | 62 | 750 | ||||||
Radius Global Infrastructure, Inc.* | 202 | 2,782 | ||||||
Starry Group Holdings, Inc., Class A* | 64 | 144 | ||||||
40,887 | ||||||||
Electric Utilities - 0.1% | ||||||||
ALLETE, Inc. | 155 | 9,173 | ||||||
MGE Energy, Inc. | 99 | 7,625 | ||||||
Otter Tail Corp. | 111 | 8,385 | ||||||
PNM Resources, Inc. | 231 | 10,956 | ||||||
Portland General Electric Co. | 242 | 12,504 | ||||||
Via Renewables, Inc. | 33 | 282 | ||||||
48,925 | ||||||||
Electrical Equipment - 0.2% | ||||||||
Allied Motion Technologies, Inc. | 35 | 1,226 | ||||||
Array Technologies, Inc.* | 408 | 8,527 | ||||||
Atkore, Inc.* | 116 | 9,792 | ||||||
AZZ, Inc. | 66 | 2,812 | ||||||
Babcock & Wilcox Enterprises, Inc.* | 161 | 1,285 | ||||||
Blink Charging Co.* | 100 | 2,137 | ||||||
Bloom Energy Corp., Class A* | 476 | 12,095 | ||||||
Encore Wire Corp. | 52 | 6,765 | ||||||
Energy Vault Holdings, Inc.* | 68 | 375 | ||||||
EnerSys | 112 | 6,985 | ||||||
Enovix Corp.* | 294 | 6,503 | ||||||
ESS Tech, Inc.* | 218 | 968 | ||||||
Fluence Energy, Inc.* | 97 | 1,935 | ||||||
FTC Solar, Inc.* | 112 | 464 | ||||||
FuelCell Energy, Inc.* | 1,000 | 4,190 | ||||||
GrafTech International Ltd. | 532 | 3,128 | ||||||
Heliogen, Inc.* | 52 | 125 | ||||||
NuScale Power Corp.* | 46 | 631 | ||||||
Powell Industries, Inc. | 25 | 617 | ||||||
Preformed Line Products Co. | 7 | 545 | ||||||
Shoals Technologies Group, Inc., Class A* | 303 | 7,990 | ||||||
Stem, Inc.* | 390 | 6,131 | ||||||
Thermon Group Holdings, Inc.* | 90 | 1,579 | ||||||
TPI Composites, Inc.* | 99 | 1,840 | ||||||
Vicor Corp.* | 60 | 4,268 | ||||||
92,913 | ||||||||
Electronic Equipment, Instruments & Components - 0.4% | ||||||||
908 Devices, Inc.* | 59 | 1,189 | ||||||
Advanced Energy Industries, Inc. | 102 | 9,159 | ||||||
Aeva Technologies, Inc.* | 262 | 807 | ||||||
AEye, Inc.* | 71 | 109 | ||||||
Akoustis Technologies, Inc.* | 141 | 618 | ||||||
Arlo Technologies, Inc.* | 230 | 1,401 | ||||||
Badger Meter, Inc. | 79 | 7,480 | ||||||
Belden, Inc. | 119 | 7,792 | ||||||
Benchmark Electronics, Inc. | 95 | 2,608 | ||||||
Cepton, Inc.* | 21 | 37 | ||||||
CTS Corp. | 86 | 3,640 | ||||||
ePlus, Inc.* | 72 | 3,393 | ||||||
Evolv Technologies Holdings, Inc.* | 228 | 518 | ||||||
Fabrinet* | 100 | 10,284 | ||||||
FARO Technologies, Inc.* | 50 | 1,677 | ||||||
Focus Universal, Inc.* | 48 | 516 | ||||||
Identiv, Inc.* | 60 | 895 | ||||||
Insight Enterprises, Inc.* | 85 | 7,745 | ||||||
Itron, Inc.* | 122 | 5,805 | ||||||
Kimball Electronics, Inc.* | 65 | 1,400 | ||||||
Knowles Corp.* | 243 | 3,681 | ||||||
Lightwave Logic, Inc.* | 303 | 2,415 | ||||||
Methode Electronics, Inc. | 98 | 3,965 | ||||||
MicroVision, Inc.* | 448 | 2,168 | ||||||
Mirion Technologies, Inc.* | 371 | 2,808 | ||||||
Napco Security Technologies, Inc.* | 80 | 2,373 | ||||||
nLight, Inc.* | 119 | 1,486 | ||||||
Novanta, Inc.* | 96 | 12,834 | ||||||
OSI Systems, Inc.* | 44 | 3,666 | ||||||
Ouster, Inc.* | 370 | 555 | ||||||
PAR Technology Corp.* | 72 | 2,534 | ||||||
PC Connection, Inc. | 30 | 1,490 | ||||||
Plexus Corp.* | 74 | 6,936 | ||||||
Rogers Corp.* | 51 | 12,777 | ||||||
Sanmina Corp.* | 163 | 7,909 | ||||||
ScanSource, Inc.* | 69 | 1,999 | ||||||
SmartRent, Inc.* | 322 | 1,040 | ||||||
TTM Technologies, Inc.* | 274 | 4,310 | ||||||
Velodyne Lidar, Inc.* | 523 | 654 | ||||||
Vishay Intertechnology, Inc. | 358 | 7,042 | ||||||
Vishay Precision Group, Inc.* | 34 | 1,167 | ||||||
150,882 | ||||||||
Energy Equipment & Services - 0.3% | ||||||||
Archrock, Inc. | 366 | 2,705 | ||||||
Borr Drilling Ltd.* | 364 | 1,460 | ||||||
Bristow Group, Inc.* | 64 | 1,857 | ||||||
Cactus, Inc., Class A | 160 | 6,392 | ||||||
ChampionX Corp. | 553 | 12,061 | ||||||
Diamond Offshore Drilling, Inc.* | 270 | 1,920 | ||||||
DMC Global, Inc.* | 51 | 1,138 | ||||||
Dril-Quip, Inc.* | 92 | 2,036 | ||||||
Expro Group Holdings NV* | 210 | 2,839 | ||||||
Helix Energy Solutions Group, Inc.* | 387 | 1,672 | ||||||
Helmerich & Payne, Inc. | 279 | 11,927 | ||||||
Liberty Energy, Inc., Class A* | 386 | 5,790 | ||||||
Nabors Industries Ltd.* | 25 | 3,313 | ||||||
National Energy Services Reunited Corp.* | 103 | 723 | ||||||
Newpark Resources, Inc.* | 229 | 659 | ||||||
NexTier Oilfield Solutions, Inc.* | 475 | 4,451 | ||||||
Noble Corp.* | 102 | 3,096 | ||||||
Oceaneering International, Inc.* | 271 | 2,398 | ||||||
Oil States International, Inc.* | 165 | 808 | ||||||
Patterson-UTI Energy, Inc. | 581 | 8,657 | ||||||
ProPetro Holding Corp.* | 236 | 2,162 | ||||||
RPC, Inc. | 201 | 1,598 | ||||||
Select Energy Services, Inc., Class A* | 193 | 1,372 | ||||||
Solaris Oilfield Infrastructure, Inc., Class A | 85 | 909 | ||||||
TETRA Technologies, Inc.* | 337 | 1,341 | ||||||
Tidewater, Inc.* | 103 | 2,282 | ||||||
US Silica Holdings, Inc.* | 201 | 2,820 | ||||||
Valaris Ltd.* | 165 | 8,412 | ||||||
Weatherford International plc* | 191 | 5,375 | ||||||
102,173 | ||||||||
Entertainment - 0.1% | ||||||||
Cinemark Holdings, Inc.* | 296 | 4,154 | ||||||
IMAX Corp.* | 133 | 2,085 |
Hedge Replication ETF
Schedule of Portfolio Investments
August 31, 2022 (Unaudited)
Investments | Shares | Value ($) | ||||||
Liberty Media Corp.-Liberty Braves, Class A* | 27 | 759 | ||||||
Liberty Media Corp.-Liberty Braves, Class C* | 102 | 2,789 | ||||||
Lions Gate Entertainment Corp., Class A* | 158 | 1,556 | ||||||
Lions Gate Entertainment Corp., Class B* | 316 | 2,948 | ||||||
Madison Square Garden Entertainment Corp.* | 70 | 3,889 | ||||||
Marcus Corp. (The) | 64 | 1,030 | ||||||
Playstudios, Inc.* | 214 | 775 | ||||||
Reservoir Media, Inc.* | 55 | 360 | ||||||
Skillz, Inc.* | 827 | 1,100 | ||||||
21,445 | ||||||||
Equity Real Estate Investment Trusts (REITs) - 0.9% | ||||||||
Acadia Realty Trust | 252 | 4,014 | ||||||
Agree Realty Corp. | 201 | 15,139 | ||||||
Alexander & Baldwin, Inc. | 196 | 3,671 | ||||||
Alexander's, Inc. | 6 | 1,421 | ||||||
American Assets Trust, Inc. | 134 | 3,720 | ||||||
Apartment Investment and Management Co., Class A* | 405 | 3,580 | ||||||
Apple Hospitality REIT, Inc. | 582 | 9,260 | ||||||
Armada Hoffler Properties, Inc. | 182 | 2,390 | ||||||
Ashford Hospitality Trust, Inc.* | 93 | 854 | ||||||
Bluerock Residential Growth REIT, Inc. | 78 | 2,079 | ||||||
Braemar Hotels & Resorts, Inc. | 185 | 953 | ||||||
Brandywine Realty Trust | 459 | 3,686 | ||||||
Broadstone Net Lease, Inc. | 458 | 8,766 | ||||||
BRT Apartments Corp. | 32 | 764 | ||||||
CareTrust REIT, Inc. | 261 | 5,622 | ||||||
CatchMark Timber Trust, Inc., Class A | 133 | 1,416 | ||||||
CBL & Associates Properties, Inc. | 72 | 2,084 | ||||||
Centerspace | 42 | 3,166 | ||||||
Chatham Lodging Trust* | 130 | 1,581 | ||||||
City Office REIT, Inc. | 116 | 1,340 | ||||||
Clipper Realty, Inc. | 32 | 269 | ||||||
Community Healthcare Trust, Inc. | 64 | 2,361 | ||||||
Corporate Office Properties Trust | 305 | 7,881 | ||||||
CTO Realty Growth, Inc. | 47 | 992 | ||||||
DiamondRock Hospitality Co.* | 568 | 4,959 | ||||||
Diversified Healthcare Trust | 644 | 940 | ||||||
Easterly Government Properties, Inc. | 247 | 4,434 | ||||||
Empire State Realty Trust, Inc., Class A | 374 | 2,607 | ||||||
Equity Commonwealth* | 292 | 7,683 | ||||||
Essential Properties Realty Trust, Inc. | 353 | 7,992 | ||||||
Farmland Partners, Inc. | 124 | 1,799 | ||||||
Four Corners Property Trust, Inc. | 217 | 5,835 | ||||||
Franklin Street Properties Corp. | 267 | 750 | ||||||
Getty Realty Corp. | 114 | 3,429 | ||||||
Gladstone Commercial Corp. | 104 | 1,983 | ||||||
Gladstone Land Corp. | 87 | 2,045 | ||||||
Global Medical REIT, Inc. | 165 | 1,789 | ||||||
Global Net Lease, Inc. | 282 | 3,883 | ||||||
Hersha Hospitality Trust* | 85 | 824 | ||||||
Independence Realty Trust, Inc. | 600 | 11,670 | ||||||
Indus Realty Trust, Inc. | 14 | 860 | ||||||
Industrial Logistics Properties Trust | 176 | 1,318 | ||||||
Innovative Industrial Properties, Inc. | 75 | 6,879 | ||||||
InvenTrust Properties Corp. | 183 | 4,806 | ||||||
iStar, Inc. | 179 | 2,465 | ||||||
Kite Realty Group Trust | 590 | 11,422 | ||||||
LTC Properties, Inc. | 105 | 4,713 | ||||||
LXP Industrial Trust | 766 | 7,706 | ||||||
Macerich Co. (The) | 583 | 5,579 | ||||||
National Health Investors, Inc. | 119 | 7,796 | ||||||
Necessity Retail REIT, Inc. (The) | 362 | 2,701 | ||||||
NETSTREIT Corp. | 130 | 2,556 | ||||||
NexPoint Residential Trust, Inc. | 61 | 3,222 | ||||||
Office Properties Income Trust | 130 | 2,284 | ||||||
One Liberty Properties, Inc. | 44 | 1,063 | ||||||
Orion Office REIT, Inc. | 154 | 1,520 | ||||||
Outfront Media, Inc. | 396 | 7,009 | ||||||
Paramount Group, Inc. | 505 | 3,500 | ||||||
Pebblebrook Hotel Trust | 352 | 6,202 | ||||||
Phillips Edison & Co., Inc. | 310 | 10,128 | ||||||
Physicians Realty Trust | 609 | 10,146 | ||||||
Piedmont Office Realty Trust, Inc., Class A | 333 | 3,923 | ||||||
Plymouth Industrial REIT, Inc. | 102 | 2,068 | ||||||
Postal Realty Trust, Inc., Class A | 48 | 713 | ||||||
PotlatchDeltic Corp. | 185 | 8,588 | ||||||
Retail Opportunity Investments Corp. | 326 | 5,460 | ||||||
RLJ Lodging Trust | 445 | 5,367 | ||||||
RPT Realty | 226 | 2,176 | ||||||
Ryman Hospitality Properties, Inc.* | 146 | 12,004 | ||||||
Sabra Health Care REIT, Inc. | 625 | 9,356 | ||||||
Safehold, Inc. | 59 | 2,244 | ||||||
Saul Centers, Inc. | 32 | 1,417 | ||||||
Service Properties Trust | 445 | 3,044 | ||||||
SITE Centers Corp. | 527 | 6,830 | ||||||
STAG Industrial, Inc. | 488 | 15,030 | ||||||
Summit Hotel Properties, Inc. | 284 | 2,232 | ||||||
Sunstone Hotel Investors, Inc.* | 582 | 6,338 | ||||||
Tanger Factory Outlet Centers, Inc. | 275 | 4,240 | ||||||
Terreno Realty Corp. | 201 | 12,259 | ||||||
UMH Properties, Inc. | 134 | 2,417 | ||||||
Uniti Group, Inc. | 642 | 6,028 | ||||||
Universal Health Realty Income Trust | 35 | 1,781 | ||||||
Urban Edge Properties | 310 | 4,876 | ||||||
Urstadt Biddle Properties, Inc., Class A | 80 | 1,338 | ||||||
Veris Residential, Inc.* | 233 | 3,131 | ||||||
Washington REIT | 237 | 4,648 | ||||||
Whitestone REIT | 127 | 1,250 | ||||||
Xenia Hotels & Resorts, Inc.* | 310 | 4,917 | ||||||
387,181 | ||||||||
Food & Staples Retailing - 0.1% | ||||||||
Andersons, Inc. (The) | 87 | 3,222 | ||||||
Chefs' Warehouse, Inc. (The)* | 92 | 3,067 | ||||||
HF Foods Group, Inc.* | 98 | 499 | ||||||
Ingles Markets, Inc., Class A | 38 | 3,326 | ||||||
Natural Grocers by Vitamin Cottage, Inc. | 25 | 359 | ||||||
PriceSmart, Inc. | 67 | 4,239 | ||||||
Rite Aid Corp.* | 148 | 1,063 | ||||||
SpartanNash Co. | 97 | 2,952 | ||||||
Sprouts Farmers Market, Inc.* | 297 | 8,583 | ||||||
United Natural Foods, Inc.* | 157 | 6,921 |
Hedge Replication ETF
Schedule of Portfolio Investments
August 31, 2022 (Unaudited)
Investments | Shares | Value ($) | ||||||
Village Super Market, Inc., Class A | 23 | 505 | ||||||
Weis Markets, Inc. | 44 | 3,419 | ||||||
38,155 | ||||||||
Food Products - 0.2% | ||||||||
Alico, Inc. | 17 | 577 | ||||||
AppHarvest, Inc.* | 193 | 556 | ||||||
B&G Foods, Inc. | 184 | 3,985 | ||||||
Benson Hill, Inc.* | 463 | 1,644 | ||||||
Beyond Meat, Inc.* | 166 | 4,050 | ||||||
BRC, Inc., Class A* | 69 | 673 | ||||||
Calavo Growers, Inc. | 47 | 1,976 | ||||||
Cal-Maine Foods, Inc. | 103 | 5,522 | ||||||
Fresh Del Monte Produce, Inc. | 83 | 2,269 | ||||||
Hain Celestial Group, Inc. (The)* | 204 | 4,133 | ||||||
Hostess Brands, Inc.* | 373 | 8,646 | ||||||
J & J Snack Foods Corp. | 41 | 6,110 | ||||||
John B Sanfilippo & Son, Inc. | 24 | 1,938 | ||||||
Lancaster Colony Corp. | 53 | 8,933 | ||||||
Landec Corp.* | 71 | 745 | ||||||
Local Bounti Corp.* | 51 | 190 | ||||||
Mission Produce, Inc.* | 108 | 1,739 | ||||||
Seneca Foods Corp., Class A* | 16 | 845 | ||||||
Simply Good Foods Co. (The)* | 244 | 7,454 | ||||||
Sovos Brands, Inc.* | 77 | 1,176 | ||||||
SunOpta, Inc.* | 264 | 2,622 | ||||||
Tattooed Chef, Inc.* | 133 | 886 | ||||||
Tootsie Roll Industries, Inc. | 41 | 1,469 | ||||||
TreeHouse Foods, Inc.* | 138 | 6,431 | ||||||
Utz Brands, Inc. | 178 | 2,965 | ||||||
Vital Farms, Inc.* | 81 | 1,049 | ||||||
Whole Earth Brands, Inc.* | 110 | 562 | ||||||
79,145 | ||||||||
Gas Utilities - 0.2% | ||||||||
Brookfield Infrastructure Corp., Class A | 265 | 12,614 | ||||||
Chesapeake Utilities Corp. | 47 | 5,936 | ||||||
New Jersey Resources Corp. | 261 | 11,521 | ||||||
Northwest Natural Holding Co. | 92 | 4,380 | ||||||
ONE Gas, Inc. | 146 | 11,427 | ||||||
South Jersey Industries, Inc. | 332 | 11,238 | ||||||
Southwest Gas Holdings, Inc. | 179 | 13,935 | ||||||
Spire, Inc. | 138 | 9,645 | ||||||
80,696 | ||||||||
Health Care Equipment & Supplies - 0.7% | ||||||||
Alphatec Holdings, Inc.* | 191 | 1,450 | ||||||
AngioDynamics, Inc.* | 101 | 2,236 | ||||||
Artivion, Inc.* | 105 | 2,327 | ||||||
AtriCure, Inc.* | 123 | 5,611 | ||||||
Atrion Corp. | 4 | 2,416 | ||||||
Avanos Medical, Inc.* | 128 | 3,153 | ||||||
Axogen, Inc.* | 110 | 1,031 | ||||||
Axonics, Inc.* | 127 | 9,176 | ||||||
BioLife Solutions, Inc.* | 91 | 2,149 | ||||||
Bioventus, Inc., Class A* | 86 | 629 | ||||||
Butterfly Network, Inc.* | 360 | 2,243 | ||||||
Cardiovascular Systems, Inc.* | 108 | 1,427 | ||||||
Cerus Corp.* | 467 | 1,919 | ||||||
CONMED Corp. | 76 | 6,731 | ||||||
CryoPort, Inc.* | 121 | 3,952 | ||||||
Cue Health, Inc.* | 292 | 972 | ||||||
Cutera, Inc.* | 45 | 2,149 | ||||||
Embecta Corp. | 155 | 4,948 | ||||||
Figs, Inc., Class A* | 345 | 3,988 | ||||||
Glaukos Corp.* | 124 | 6,020 | ||||||
Haemonetics Corp.* | 137 | 10,279 | ||||||
Heska Corp.* | 26 | 2,368 | ||||||
Inari Medical, Inc.* | 131 | 9,085 | ||||||
Inogen, Inc.* | 62 | 1,775 | ||||||
Inspire Medical Systems, Inc.* | 74 | 14,170 | ||||||
Integer Holdings Corp.* | 89 | 5,613 | ||||||
iRadimed Corp. | 19 | 637 | ||||||
iRhythm Technologies, Inc.* | 81 | 11,943 | ||||||
Lantheus Holdings, Inc.* | 185 | 14,578 | ||||||
LeMaitre Vascular, Inc. | 53 | 2,617 | ||||||
LivaNova plc* | 145 | 8,156 | ||||||
Meridian Bioscience, Inc.* | 116 | 3,780 | ||||||
Merit Medical Systems, Inc.* | 151 | 8,944 | ||||||
Mesa Laboratories, Inc. | 14 | 2,392 | ||||||
Nano-X Imaging Ltd.* | 114 | 1,517 | ||||||
Neogen Corp.* | 293 | 6,124 | ||||||
Nevro Corp.* | 94 | 4,260 | ||||||
NuVasive, Inc.* | 142 | 6,036 | ||||||
Omnicell, Inc.* | 119 | 12,173 | ||||||
OraSure Technologies, Inc.* | 198 | 810 | ||||||
Orthofix Medical, Inc.* | 52 | 1,035 | ||||||
OrthoPediatrics Corp.* | 39 | 1,915 | ||||||
Outset Medical, Inc.* | 130 | 2,378 | ||||||
Owlet, Inc.* | 45 | 73 | ||||||
Paragon 28, Inc.* | 125 | 2,194 | ||||||
PROCEPT BioRobotics Corp.* | 69 | 2,793 | ||||||
Pulmonx Corp.* | 93 | 1,708 | ||||||
RxSight, Inc.* | 56 | 701 | ||||||
SeaSpine Holdings Corp.* | 96 | 614 | ||||||
Senseonics Holdings, Inc.* | 1,240 | 2,207 | ||||||
Shockwave Medical, Inc.* | 96 | 28,499 | ||||||
SI-BONE, Inc.* | 91 | 1,501 | ||||||
Sight Sciences, Inc.* | 58 | 404 | ||||||
Silk Road Medical, Inc.* | 94 | 3,744 | ||||||
STAAR Surgical Co.* | 130 | 12,297 | ||||||
Surmodics, Inc.* | 37 | 1,247 | ||||||
Tactile Systems Technology, Inc.* | 52 | 429 | ||||||
Tenon Medical, Inc.* | 9 | 18 | ||||||
TransMedics Group, Inc.* | 73 | 3,798 | ||||||
Treace Medical Concepts, Inc.* | 90 | 1,803 | ||||||
UFP Technologies, Inc.* | 18 | 1,674 | ||||||
Utah Medical Products, Inc. | 9 | 827 | ||||||
Varex Imaging Corp.* | 105 | 2,214 | ||||||
Vicarious Surgical, Inc.* | 148 | 552 | ||||||
ViewRay, Inc.* | 401 | 1,371 | ||||||
Zimvie, Inc.* | 56 | 852 | ||||||
Zynex, Inc. | 61 | 545 | ||||||
269,177 | ||||||||
Health Care Providers & Services - 0.5% | ||||||||
1Life Healthcare, Inc.* | 488 | 8,399 | ||||||
23andMe Holding Co.* | 465 | 1,567 | ||||||
Accolade, Inc.* | 158 | 1,608 | ||||||
AdaptHealth Corp.* | 196 | 3,522 | ||||||
Addus HomeCare Corp.* | 42 | 3,747 | ||||||
Agiliti, Inc.* | 74 | 1,188 | ||||||
AirSculpt Technologies, Inc. | 34 | 297 | ||||||
Alignment Healthcare, Inc.* | 228 | 3,468 | ||||||
AMN Healthcare Services, Inc.* | 121 | 12,419 | ||||||
Apollo Medical Holdings, Inc.* | 105 | 4,529 | ||||||
ATI Physical Therapy, Inc.* | 202 | 182 | ||||||
Aveanna Healthcare Holdings, Inc.* | 121 | 220 | ||||||
Brookdale Senior Living, Inc.* | 503 | 2,213 |
Hedge Replication ETF
Schedule of Portfolio Investments
August 31, 2022 (Unaudited)
Investments | Shares | Value ($) | ||||||
Cano Health, Inc.* | 438 | 2,702 | ||||||
CareMax, Inc.* | 161 | 1,101 | ||||||
Castle Biosciences, Inc.* | 64 | 1,856 | ||||||
Clover Health Investments Corp.* | 1,033 | 2,696 | ||||||
Community Health Systems, Inc.* | 338 | 899 | ||||||
CorVel Corp.* | 24 | 3,729 | ||||||
Covetrus, Inc.* | 286 | 5,969 | ||||||
Cross Country Healthcare, Inc.* | 99 | 2,513 | ||||||
DocGo, Inc.* | 218 | 2,224 | ||||||
Ensign Group, Inc. (The) | 146 | 12,454 | ||||||
Fulgent Genetics, Inc.* | 58 | 2,521 | ||||||
Hanger, Inc.* | 102 | 1,900 | ||||||
HealthEquity, Inc.* | 225 | 14,868 | ||||||
Hims & Hers Health, Inc.* | 328 | 2,086 | ||||||
Innovage Holding Corp.* | 52 | 191 | ||||||
Invitae Corp.* | 623 | 1,894 | ||||||
Joint Corp. (The)* | 38 | 693 | ||||||
LHC Group, Inc.* | 81 | 13,079 | ||||||
LifeStance Health Group, Inc.* | 196 | 1,233 | ||||||
ModivCare, Inc.* | 34 | 3,683 | ||||||
National HealthCare Corp. | 34 | 2,361 | ||||||
National Research Corp. | 39 | 1,330 | ||||||
Oncology Institute, Inc. (The)* | 51 | 324 | ||||||
OPKO Health, Inc.* | 1,093 | 2,383 | ||||||
Option Care Health, Inc.* | 419 | 12,972 | ||||||
Owens & Minor, Inc. | 200 | 5,902 | ||||||
P3 Health Partners, Inc.* | 69 | 340 | ||||||
Patterson Cos., Inc. | 236 | 6,582 | ||||||
Pediatrix Medical Group, Inc.* | 233 | 4,152 | ||||||
Pennant Group, Inc. (The)* | 71 | 1,113 | ||||||
PetIQ, Inc.* | 74 | 691 | ||||||
Privia Health Group, Inc.* | 117 | 4,655 | ||||||
Progyny, Inc.* | 203 | 8,163 | ||||||
R1 RCM, Inc.* | 366 | 7,997 | ||||||
RadNet, Inc.* | 132 | 2,652 | ||||||
Select Medical Holdings Corp. | 292 | 7,487 | ||||||
Sema4 Holdings Corp.* | 428 | 437 | ||||||
Surgery Partners, Inc.* | 107 | 2,946 | ||||||
US Physical Therapy, Inc. | 35 | 2,891 | ||||||
197,028 | ||||||||
Health Care Technology - 0.1% | ||||||||
Allscripts Healthcare Solutions, Inc.* | 308 | 5,236 | ||||||
American Well Corp., Class A* | 621 | 2,826 | ||||||
Babylon Holdings Ltd., Class A* | 295 | 210 | ||||||
Computer Programs and Systems, Inc.* | 39 | 1,190 | ||||||
Convey Health Solutions Holdings, Inc.* | 44 | 462 | ||||||
Evolent Health, Inc., Class A* | 222 | 8,159 | ||||||
Health Catalyst, Inc.* | 146 | 1,752 | ||||||
HealthStream, Inc.* | 65 | 1,438 | ||||||
Multiplan Corp.* | 1,023 | 3,601 | ||||||
NextGen Healthcare, Inc.* | 151 | 2,588 | ||||||
Nutex Health, Inc.* | 105 | 282 | ||||||
OptimizeRx Corp.* | 48 | 762 | ||||||
Phreesia, Inc.* | 133 | 3,413 | ||||||
Schrodinger, Inc.* | 146 | 4,006 | ||||||
Sharecare, Inc.* | 166 | 304 | ||||||
Simulations Plus, Inc. | 42 | 2,522 | ||||||
38,751 | ||||||||
Hotels, Restaurants & Leisure - 0.4% | ||||||||
Accel Entertainment, Inc.* | 159 | 1,496 | ||||||
Bally's Corp.* | 108 | 2,559 | ||||||
Biglari Holdings, Inc., Class B* | 2 | 270 | ||||||
BJ's Restaurants, Inc.* | 61 | 1,530 | ||||||
Bloomin' Brands, Inc. | 239 | 4,833 | ||||||
Bluegreen Vacations Holding Corp. | 35 | 729 | ||||||
Bowlero Corp.* | 105 | 1,241 | ||||||
Brinker International, Inc.* | 118 | 2,892 | ||||||
Century Casinos, Inc.* | 74 | 545 | ||||||
Cheesecake Factory, Inc. (The) | 135 | 4,134 | ||||||
Chuy's Holdings, Inc.* | 51 | 1,139 | ||||||
Cracker Barrel Old Country Store, Inc. | 63 | 6,800 | ||||||
Dave & Buster's Entertainment, Inc.* | 116 | 4,795 | ||||||
Denny's Corp.* | 163 | 1,540 | ||||||
Dine Brands Global, Inc. | 43 | 2,864 | ||||||
El Pollo Loco Holdings, Inc.* | 53 | 480 | ||||||
Everi Holdings, Inc.* | 238 | 4,403 | ||||||
F45 Training Holdings, Inc.* | 98 | 245 | ||||||
First Watch Restaurant Group, Inc.* | 27 | 453 | ||||||
Full House Resorts, Inc.* | 89 | 600 | ||||||
Golden Entertainment, Inc.* | 55 | 2,104 | ||||||
Hilton Grand Vacations, Inc.* | 243 | 9,910 | ||||||
Inspirato, Inc.* | 28 | 78 | ||||||
Inspired Entertainment, Inc.* | 60 | 628 | ||||||
International Game Technology plc | 270 | 4,844 | ||||||
Jack in the Box, Inc. | 57 | 4,552 | ||||||
Krispy Kreme, Inc. | 194 | 2,279 | ||||||
Kura Sushi USA, Inc., Class A* | 13 | 972 | ||||||
Life Time Group Holdings, Inc.* | 114 | 1,351 | ||||||
Light & Wonder, Inc.* | 265 | 13,046 | ||||||
Lindblad Expeditions Holdings, Inc.* | 87 | 672 | ||||||
Monarch Casino & Resort, Inc.* | 36 | 2,174 | ||||||
NEOGAMES SA* | 36 | 576 | ||||||
Noodles & Co., Class A* | 111 | 527 | ||||||
ONE Group Hospitality, Inc. (The)* | 61 | 436 | ||||||
Papa John's International, Inc. | 89 | 7,194 | ||||||
Portillo's, Inc., Class A* | 54 | 1,189 | ||||||
RCI Hospitality Holdings, Inc. | 24 | 1,565 | ||||||
Red Rock Resorts, Inc., Class A | 144 | 5,504 | ||||||
Rush Street Interactive, Inc.* | 164 | 794 | ||||||
Ruth's Hospitality Group, Inc. | 88 | 1,603 | ||||||
SeaWorld Entertainment, Inc.* | 122 | 6,130 | ||||||
Shake Shack, Inc., Class A* | 102 | 4,861 | ||||||
Sonder Holdings, Inc.* | 118 | 219 | ||||||
Sweetgreen, Inc., Class A* | 36 | 609 | ||||||
Target Hospitality Corp.* | 83 | 1,103 | ||||||
Texas Roadhouse, Inc. | 185 | 16,421 | ||||||
Vacasa, Inc., Class A* | 111 | 444 | ||||||
Wingstop, Inc. | 81 | 9,223 | ||||||
Xponential Fitness, Inc., Class A* | 46 | 843 | ||||||
145,399 | ||||||||
Household Durables - 0.3% | ||||||||
Aterian, Inc.* | 165 | 376 | ||||||
Beazer Homes USA, Inc.* | 81 | 1,153 | ||||||
Cavco Industries, Inc.* | 25 | 5,850 | ||||||
Century Communities, Inc. | 79 | 3,689 | ||||||
Dream Finders Homes, Inc., Class A* | 57 | 704 | ||||||
Ethan Allen Interiors, Inc. | 61 | 1,450 | ||||||
GoPro, Inc., Class A* | 354 | 2,156 | ||||||
Green Brick Partners, Inc.* | 77 | 1,876 |
Hedge Replication ETF
Schedule of Portfolio Investments
August 31, 2022 (Unaudited)
Investments | Shares | Value ($) | ||||||
Helen of Troy Ltd.* | 64 | 7,912 | ||||||
Hovnanian Enterprises, Inc., Class A* | 14 | 561 | ||||||
Installed Building Products, Inc. | 66 | 5,977 | ||||||
iRobot Corp.* | 73 | 4,298 | ||||||
KB Home | 217 | 6,217 | ||||||
Landsea Homes Corp.* | 28 | 188 | ||||||
La-Z-Boy, Inc. | 116 | 3,061 | ||||||
Legacy Housing Corp.* | 24 | 410 | ||||||
LGI Homes, Inc.* | 56 | 5,315 | ||||||
Lifetime Brands, Inc. | 35 | 312 | ||||||
Lovesac Co. (The)* | 38 | 1,172 | ||||||
M/I Homes, Inc.* | 74 | 3,200 | ||||||
MDC Holdings, Inc. | 155 | 4,817 | ||||||
Meritage Homes Corp.* | 98 | 7,678 | ||||||
Purple Innovation, Inc.* | 149 | 426 | ||||||
Skyline Champion Corp.* | 144 | 8,161 | ||||||
Snap One Holdings Corp.* | 49 | 548 | ||||||
Sonos, Inc.* | 345 | 5,189 | ||||||
Taylor Morrison Home Corp., Class A* | 313 | 7,859 | ||||||
Traeger, Inc.* | 87 | 230 | ||||||
Tri Pointe Homes, Inc.* | 278 | 4,818 | ||||||
Tupperware Brands Corp.* | 123 | 1,383 | ||||||
Universal Electronics, Inc.* | 33 | 734 | ||||||
Vizio Holding Corp., Class A* | 184 | 1,973 | ||||||
Vuzix Corp.* | 161 | 1,209 | ||||||
Weber, Inc., Class A | 73 | 524 | ||||||
101,426 | ||||||||
Household Products - 0.0%(b) | ||||||||
Central Garden & Pet Co.* | 27 | 1,078 | ||||||
Central Garden & Pet Co., Class A* | 110 | 4,154 | ||||||
Energizer Holdings, Inc. | 181 | 5,086 | ||||||
WD-40 Co. | 37 | 6,999 | ||||||
17,317 | ||||||||
Independent Power and Renewable Electricity Producers - 0.1% | ||||||||
Altus Power, Inc.* | 113 | 1,184 | ||||||
Clearway Energy, Inc., Class A | 94 | 3,241 | ||||||
Clearway Energy, Inc., Class C(c) | 222 | 8,236 | ||||||
Montauk Renewables, Inc.* | 174 | 3,089 | ||||||
Ormat Technologies, Inc. | 123 | 11,498 | ||||||
Sunnova Energy International, Inc.* | 269 | 6,784 | ||||||
34,032 | ||||||||
Industrial Conglomerates - 0.0%(b) | ||||||||
Brookfield Business Corp., Class A | 70 | 1,702 | ||||||
Insurance - 0.3% | ||||||||
Ambac Financial Group, Inc.* | 124 | 1,871 | ||||||
American Equity Investment Life Holding Co. | 211 | 8,018 | ||||||
AMERISAFE, Inc. | 52 | 2,487 | ||||||
Argo Group International Holdings Ltd. | 86 | 1,688 | ||||||
Bright Health Group, Inc.* | 522 | 788 | ||||||
BRP Group, Inc., Class A* | 158 | 4,961 | ||||||
CNO Financial Group, Inc. | 311 | 5,726 | ||||||
Crawford & Co., Class A | 46 | 280 | ||||||
Donegal Group, Inc., Class A | 41 | 595 | ||||||
eHealth, Inc.* | 66 | 422 | ||||||
Employers Holdings, Inc. | 75 | 2,937 | ||||||
Enstar Group Ltd.* | 31 | 5,867 | ||||||
Genworth Financial, Inc., Class A* | 1,378 | 5,815 | ||||||
Goosehead Insurance, Inc., Class A* | 52 | 2,704 | ||||||
Greenlight Capital Re Ltd., Class A* | 71 | 560 | ||||||
HCI Group, Inc. | 20 | 956 | ||||||
Hippo Holdings, Inc.* | 689 | 668 | ||||||
Horace Mann Educators Corp. | 113 | 4,042 | ||||||
Investors Title Co. | 4 | 589 | ||||||
James River Group Holdings Ltd. | 100 | 2,376 | ||||||
Kinsale Capital Group, Inc. | 59 | 14,961 | ||||||
Lemonade, Inc.* | 126 | 2,787 | ||||||
MBIA, Inc.* | 130 | 1,533 | ||||||
Mercury General Corp. | 72 | 2,297 | ||||||
National Western Life Group, Inc., Class A | 6 | 1,142 | ||||||
NI Holdings, Inc.* | 23 | 302 | ||||||
Oscar Health, Inc., Class A* | 320 | 2,122 | ||||||
Palomar Holdings, Inc.* | 66 | 5,233 | ||||||
ProAssurance Corp. | 146 | 3,123 | ||||||
RLI Corp. | 106 | 11,635 | ||||||
Root, Inc., Class A* | 21 | 260 | ||||||
Safety Insurance Group, Inc. | 39 | 3,512 | ||||||
Selective Insurance Group, Inc. | 162 | 12,866 | ||||||
Selectquote, Inc.* | 362 | 402 | ||||||
SiriusPoint Ltd.* | 249 | 1,113 | ||||||
Stewart Information Services Corp. | 73 | 3,697 | ||||||
Tiptree, Inc. | 64 | 765 | ||||||
Trean Insurance Group, Inc.* | 61 | 271 | ||||||
Trupanion, Inc.* | 106 | 7,481 | ||||||
United Fire Group, Inc. | 58 | 1,707 | ||||||
Universal Insurance Holdings, Inc. | 71 | 848 | ||||||
131,407 | ||||||||
Interactive Media & Services - 0.1% | ||||||||
Arena Group Holdings, Inc. (The)* | 31 | 326 | ||||||
Bumble, Inc., Class A* | 234 | 5,862 | ||||||
Cargurus, Inc.* | 276 | 5,161 | ||||||
Cars.com, Inc.* | 188 | 2,397 | ||||||
DHI Group, Inc.* | 116 | 592 | ||||||
Eventbrite, Inc., Class A* | 209 | 1,486 | ||||||
EverQuote, Inc., Class A* | 52 | 450 | ||||||
fuboTV, Inc.* | 482 | 1,745 | ||||||
Leafly Holdings, Inc.* | 12 | 19 | ||||||
MediaAlpha, Inc., Class A* | 64 | 534 | ||||||
Outbrain, Inc.* | 108 | 476 | ||||||
QuinStreet, Inc.* | 140 | 1,681 | ||||||
Shutterstock, Inc. | 66 | 3,657 | ||||||
TrueCar, Inc.* | 251 | 547 | ||||||
Vimeo, Inc.* | 388 | 2,297 | ||||||
Vinco Ventures, Inc.* | 519 | 503 | ||||||
Wejo Group Ltd.* | 62 | 70 | ||||||
Yelp, Inc.* | 186 | 6,356 | ||||||
Ziff Davis, Inc.* | 124 | 9,583 | ||||||
ZipRecruiter, Inc., Class A* | 216 | 3,603 | ||||||
47,345 | ||||||||
Internet & Direct Marketing Retail - 0.1% | ||||||||
1-800-Flowers.com, Inc., Class A* | 73 | 634 | ||||||
1stdibs.com, Inc.* | 63 | 427 | ||||||
aka Brands Holding Corp.* | 30 | 62 | ||||||
BARK, Inc.* | 139 | 322 | ||||||
Boxed, Inc.* | 31 | 33 | ||||||
CarParts.com, Inc.* | 137 | 888 | ||||||
ContextLogic, Inc., Class A* | 1,540 | 2,002 | ||||||
Duluth Holdings, Inc., Class B* | 35 | 310 | ||||||
Groupon, Inc.* | 58 | 575 |
Hedge Replication ETF
Schedule of Portfolio Investments
August 31, 2022 (Unaudited)
Investments | Shares | Value ($) | ||||||
Lands' End, Inc.* | 41 | 567 | ||||||
Liquidity Services, Inc.* | 67 | 1,172 | ||||||
Lulu's Fashion Lounge Holdings, Inc.* | 16 | 102 | ||||||
Overstock.com, Inc.* | 115 | 3,001 | ||||||
PetMed Express, Inc. | 55 | 1,131 | ||||||
Porch Group, Inc.* | 218 | 469 | ||||||
Poshmark, Inc., Class A* | 124 | 1,342 | ||||||
Quotient Technology, Inc.* | 242 | 450 | ||||||
Qurate Retail, Inc., Series A | 948 | 2,939 | ||||||
RealReal, Inc. (The)* | 230 | 492 | ||||||
Rent the Runway, Inc., Class A* | 126 | 561 | ||||||
Revolve Group, Inc.* | 111 | 2,607 | ||||||
RumbleON, Inc., Class B* | 28 | 612 | ||||||
Stitch Fix, Inc., Class A* | 220 | 1,104 | ||||||
ThredUp, Inc., Class A* | 159 | 383 | ||||||
Vivid Seats, Inc., Class A | 67 | 542 | ||||||
Xometry, Inc., Class A* | 91 | 4,460 | ||||||
27,187 | ||||||||
IT Services - 0.3% | ||||||||
AvidXchange Holdings, Inc.* | 397 | 3,093 | ||||||
BigCommerce Holdings, Inc., Series 1* | 174 | 2,901 | ||||||
Brightcove, Inc.* | 111 | 737 | ||||||
Cantaloupe, Inc.* | 158 | 1,006 | ||||||
Cass Information Systems, Inc. | 36 | 1,320 | ||||||
Cerberus Cyber Sentinel Corp.* | 124 | 337 | ||||||
Conduent, Inc.* | 460 | 1,881 | ||||||
Core Scientific, Inc.* | 590 | 1,298 | ||||||
CSG Systems International, Inc. | 87 | 5,033 | ||||||
Cyxtera Technologies, Inc.* | 115 | 729 | ||||||
DigitalOcean Holdings, Inc.* | 207 | 8,713 | ||||||
Edgio, Inc.* | 372 | 1,369 | ||||||
EVERTEC, Inc. | 163 | 5,477 | ||||||
Evo Payments, Inc., Class A* | 128 | 4,265 | ||||||
ExlService Holdings, Inc.* | 88 | 14,758 | ||||||
Fastly, Inc., Class A* | 302 | 2,824 | ||||||
Flywire Corp.* | 150 | 3,729 | ||||||
Grid Dynamics Holdings, Inc.* | 132 | 2,668 | ||||||
Hackett Group, Inc. (The) | 73 | 1,499 | ||||||
I3 Verticals, Inc., Class A* | 60 | 1,402 | ||||||
IBEX Holdings Ltd.* | 15 | 253 | ||||||
Information Services Group, Inc. | 96 | 554 | ||||||
International Money Express, Inc.* | 88 | 1,971 | ||||||
Marqeta, Inc., Class A* | 1,175 | 9,153 | ||||||
Maximus, Inc. | 166 | 10,058 | ||||||
MoneyGram International, Inc.* | 254 | 2,616 | ||||||
Paya Holdings, Inc.* | 237 | 1,486 | ||||||
Payoneer Global, Inc.* | 586 | 3,879 | ||||||
Paysafe Ltd.* | 915 | 1,510 | ||||||
Perficient, Inc.* | 92 | 7,185 | ||||||
PFSweb, Inc.* | 45 | 426 | ||||||
Priority Technology Holdings, Inc.* | 48 | 192 | ||||||
Rackspace Technology, Inc.* | 156 | 696 | ||||||
Remitly Global, Inc.* | 228 | 2,508 | ||||||
Repay Holdings Corp.* | 237 | 2,202 | ||||||
Sabre Corp.* | 883 | 6,349 | ||||||
SolarWinds Corp.* | 131 | 1,188 | ||||||
Squarespace, Inc., Class A* | 85 | 1,785 | ||||||
StoneCo Ltd., Class A* | 750 | 7,110 | ||||||
TTEC Holdings, Inc. | 51 | 2,670 | ||||||
Tucows, Inc., Class A* | 27 | 1,269 | ||||||
Unisys Corp.* | 179 | 1,666 | ||||||
Verra Mobility Corp.* | 396 | 6,312 | ||||||
138,077 | ||||||||
Leisure Products - 0.1% | ||||||||
Acushnet Holdings Corp. | 93 | 4,432 | ||||||
AMMO, Inc.* | 237 | 903 | ||||||
Callaway Golf Co.* | 379 | 8,387 | ||||||
Clarus Corp. | 78 | 1,183 | ||||||
Johnson Outdoors, Inc., Class A | 14 | 856 | ||||||
Latham Group, Inc.* | 119 | 680 | ||||||
Malibu Boats, Inc., Class A* | 56 | 3,362 | ||||||
Marine Products Corp. | 23 | 228 | ||||||
MasterCraft Boat Holdings, Inc.* | 49 | 1,180 | ||||||
Smith & Wesson Brands, Inc. | 123 | 1,636 | ||||||
Solo Brands, Inc., Class A* | 59 | 245 | ||||||
Sturm Ruger & Co., Inc. | 47 | 2,456 | ||||||
Vista Outdoor, Inc.* | 151 | 4,246 | ||||||
29,794 | ||||||||
Life Sciences Tools & Services - 0.1% | ||||||||
AbCellera Biologics, Inc.* | 561 | 5,991 | ||||||
Absci Corp.* | 143 | 482 | ||||||
Adaptive Biotechnologies Corp.* | 302 | 2,694 | ||||||
Akoya Biosciences, Inc.* | 43 | 490 | ||||||
Alpha Teknova, Inc.* | 17 | 77 | ||||||
Berkeley Lights, Inc.* | 151 | 554 | ||||||
Bionano Genomics, Inc.* | 790 | 1,959 | ||||||
Codexis, Inc.* | 166 | 1,164 | ||||||
Cytek Biosciences, Inc.* | 309 | 3,600 | ||||||
Inotiv, Inc.* | 47 | 920 | ||||||
MaxCyte, Inc.* | 235 | 1,222 | ||||||
Medpace Holdings, Inc.* | 75 | 11,071 | ||||||
NanoString Technologies, Inc.* | 126 | 1,709 | ||||||
Nautilus Biotechnology, Inc.* | 129 | 285 | ||||||
NeoGenomics, Inc.* | 336 | 3,377 | ||||||
Pacific Biosciences of California, Inc.* | 611 | 3,580 | ||||||
Quanterix Corp.* | 92 | 860 | ||||||
Quantum-Si, Inc.* | 247 | 771 | ||||||
Science 37 Holdings, Inc.* | 169 | 267 | ||||||
Seer, Inc.* | 140 | 1,414 | ||||||
Singular Genomics Systems, Inc.* | 151 | 403 | ||||||
SomaLogic, Inc.* | 405 | 1,490 | ||||||
44,380 | ||||||||
Machinery - 0.6% | ||||||||
Alamo Group, Inc. | 27 | 3,531 | ||||||
Albany International Corp., Class A | 85 | 7,496 | ||||||
Altra Industrial Motion Corp. | 176 | 6,679 | ||||||
Astec Industries, Inc. | 62 | 2,367 | ||||||
Barnes Group, Inc. | 133 | 4,130 | ||||||
Berkshire Grey, Inc.* | 132 | 267 | ||||||
Blue Bird Corp.* | 47 | 558 | ||||||
Chart Industries, Inc.* | 99 | 19,192 | ||||||
CIRCOR International, Inc.* | 50 | 815 | ||||||
Columbus McKinnon Corp. | 76 | 2,328 | ||||||
Desktop Metal, Inc., Class A* | 716 | 2,277 | ||||||
Douglas Dynamics, Inc. | 61 | 1,775 | ||||||
Energy Recovery, Inc.* | 151 | 3,464 | ||||||
Enerpac Tool Group Corp. | 165 | 3,201 | ||||||
EnPro Industries, Inc. | 56 | 5,071 | ||||||
ESCO Technologies, Inc. | 70 | 5,700 | ||||||
Evoqua Water Technologies Corp.* | 318 | 11,156 | ||||||
Fathom Digital Manufacturing Corp.* | 27 | 103 | ||||||
Federal Signal Corp. | 162 | 6,459 |
Hedge Replication ETF
Schedule of Portfolio Investments
August 31, 2022 (Unaudited)
Investments | Shares | Value ($) | ||||||
Franklin Electric Co., Inc. | 125 | 10,856 | ||||||
Gorman-Rupp Co. (The) | 62 | 1,637 | ||||||
Greenbrier Cos., Inc. (The) | 86 | 2,452 | ||||||
Helios Technologies, Inc. | 88 | 4,807 | ||||||
Hillenbrand, Inc. | 197 | 8,209 | ||||||
Hillman Solutions Corp.* | 364 | 3,054 | ||||||
Hydrofarm Holdings Group, Inc.* | 118 | 401 | ||||||
Hyliion Holdings Corp.* | 359 | 1,260 | ||||||
Hyster-Yale Materials Handling, Inc. | 29 | 845 | ||||||
Hyzon Motors, Inc.* | 238 | 507 | ||||||
John Bean Technologies Corp. | 86 | 8,880 | ||||||
Kadant, Inc. | 31 | 5,562 | ||||||
Kennametal, Inc. | 224 | 5,251 | ||||||
Lightning eMotors, Inc.* | 106 | 301 | ||||||
Lindsay Corp. | 30 | 4,811 | ||||||
Luxfer Holdings plc | 76 | 1,250 | ||||||
Manitowoc Co., Inc. (The)* | 94 | 898 | ||||||
Markforged Holding Corp.* | 298 | 724 | ||||||
Microvast Holdings, Inc.* | 462 | 1,137 | ||||||
Miller Industries, Inc. | 30 | 705 | ||||||
Mueller Industries, Inc. | 151 | 9,539 | ||||||
Mueller Water Products, Inc., Class A | 422 | 4,760 | ||||||
Nikola Corp.* | 790 | 4,234 | ||||||
Omega Flex, Inc. | 9 | 909 | ||||||
Proterra, Inc.* | 598 | 3,612 | ||||||
Proto Labs, Inc.* | 75 | 2,880 | ||||||
RBC Bearings, Inc.* | 77 | 18,532 | ||||||
REV Group, Inc. | 94 | 1,083 | ||||||
Sarcos Technology and Robotics Corp.* | 205 | 672 | ||||||
Shyft Group, Inc. (The) | 93 | 2,227 | ||||||
SPX Technologies, Inc.* | 120 | 6,847 | ||||||
Standex International Corp. | 32 | 2,893 | ||||||
Tennant Co. | 50 | 3,018 | ||||||
Terex Corp. | 185 | 6,146 | ||||||
Titan International, Inc.* | 139 | 1,950 | ||||||
Trinity Industries, Inc. | 226 | 5,510 | ||||||
Velo3D, Inc.* | 153 | 659 | ||||||
Wabash National Corp. | 132 | 2,171 | ||||||
Watts Water Technologies, Inc., Class A | 74 | 10,251 | ||||||
Xos, Inc.* | 148 | 225 | ||||||
238,234 | ||||||||
Marine - 0.0%(b) | ||||||||
Costamare, Inc. | 146 | 1,647 | ||||||
Eagle Bulk Shipping, Inc. | 36 | 1,564 | ||||||
Eneti, Inc. | 62 | 519 | ||||||
Genco Shipping & Trading Ltd. | 99 | 1,357 | ||||||
Golden Ocean Group Ltd. | 332 | 3,184 | ||||||
Matson, Inc. | 109 | 8,029 | ||||||
Safe Bulkers, Inc. | 198 | 631 | ||||||
16,931 | ||||||||
Media - 0.2% | ||||||||
AdTheorent Holding Co., Inc.* | 43 | 113 | ||||||
Advantage Solutions, Inc.* | 223 | 812 | ||||||
AMC Networks, Inc., Class A* | 82 | 2,197 | ||||||
Audacy, Inc.* | 323 | 178 | ||||||
Boston Omaha Corp., Class A* | 55 | 1,476 | ||||||
Cardlytics, Inc.* | 90 | 1,192 | ||||||
Clear Channel Outdoor Holdings, Inc.* | 988 | 1,581 | ||||||
Cumulus Media, Inc., Class A* | 50 | 466 | ||||||
Daily Journal Corp.* | 3 | 784 | ||||||
Entravision Communications Corp., Class A | 161 | 818 | ||||||
EW Scripps Co. (The), Class A* | 158 | 2,362 | ||||||
Gambling.com Group Ltd.* | 23 | 182 | ||||||
Gannett Co., Inc.* | 390 | 905 | ||||||
Gray Television, Inc. | 229 | 4,374 | ||||||
iHeartMedia, Inc., Class A* | 326 | 2,885 | ||||||
Innovid Corp.* | 61 | 224 | ||||||
Integral Ad Science Holding Corp.* | 103 | 837 | ||||||
John Wiley & Sons, Inc., Class A | 116 | 5,339 | ||||||
Loyalty Ventures, Inc.* | 54 | 114 | ||||||
Magnite, Inc.* | 354 | 2,666 | ||||||
PubMatic, Inc., Class A* | 113 | 2,211 | ||||||
Scholastic Corp. | 75 | 3,443 | ||||||
Sinclair Broadcast Group, Inc., Class A | 113 | 2,496 | ||||||
Stagwell, Inc.* | 211 | 1,430 | ||||||
TechTarget, Inc.* | 74 | 4,803 | ||||||
TEGNA, Inc. | 603 | 12,904 | ||||||
Thryv Holdings, Inc.* | 69 | 1,765 | ||||||
Urban One, Inc.* | 22 | 120 | ||||||
Urban One, Inc., Class D* | 32 | 134 | ||||||
WideOpenWest, Inc.* | 145 | 2,581 | ||||||
61,392 | ||||||||
Metals & Mining - 0.2% | ||||||||
5E Advanced Materials, Inc.* | 87 | 1,305 | ||||||
Alpha Metallurgical Resources, Inc. | 48 | 7,543 | ||||||
Arconic Corp.* | 286 | 7,210 | ||||||
ATI, Inc.* | 336 | 10,057 | ||||||
Carpenter Technology Corp. | 129 | 4,382 | ||||||
Century Aluminum Co.* | 141 | 1,089 | ||||||
Coeur Mining, Inc.* | 754 | 2,081 | ||||||
Commercial Metals Co. | 328 | 13,287 | ||||||
Compass Minerals International, Inc. | 93 | 3,766 | ||||||
Constellium SE* | 336 | 4,476 | ||||||
Dakota Gold Corp.* | 137 | 467 | ||||||
Haynes International, Inc. | 33 | 1,310 | ||||||
Hecla Mining Co. | 1,448 | 5,705 | ||||||
Hycroft Mining Holding Corp.* | 409 | 327 | ||||||
Kaiser Aluminum Corp. | 43 | 3,086 | ||||||
Materion Corp. | 55 | 4,747 | ||||||
Novagold Resources, Inc.* | 647 | 2,866 | ||||||
Olympic Steel, Inc. | 26 | 684 | ||||||
Piedmont Lithium, Inc.* | 47 | 2,874 | ||||||
PolyMet Mining Corp.* | 79 | 246 | ||||||
Ramaco Resources, Inc. | 61 | 643 | ||||||
Ryerson Holding Corp. | 45 | 1,283 | ||||||
Schnitzer Steel Industries, Inc., Class A | 70 | 2,313 | ||||||
SunCoke Energy, Inc. | 226 | 1,489 | ||||||
TimkenSteel Corp.* | 126 | 1,933 | ||||||
Warrior Met Coal, Inc. | 139 | 4,524 | ||||||
Worthington Industries, Inc. | 86 | 4,385 | ||||||
94,078 | ||||||||
Mortgage Real Estate Investment Trusts (REITs) - 0.2% | ||||||||
AFC Gamma, Inc. | 43 | 748 | ||||||
Angel Oak Mortgage, Inc. | 32 | 444 | ||||||
Apollo Commercial Real Estate Finance, Inc. | 381 | 4,439 | ||||||
Arbor Realty Trust, Inc. | 421 | 6,307 | ||||||
Ares Commercial Real Estate Corp. | 121 | 1,596 | ||||||
ARMOUR Residential REIT, Inc. | 278 | 1,974 |
Hedge Replication ETF
Schedule of Portfolio Investments
August 31, 2022 (Unaudited)
Investments | Shares | Value ($) | ||||||
Blackstone Mortgage Trust, Inc., Class A | 462 | 13,368 | ||||||
BrightSpire Capital, Inc. | 258 | 2,167 | ||||||
Broadmark Realty Capital, Inc. | 352 | 2,270 | ||||||
Chicago Atlantic Real Estate Finance, Inc. | 19 | 290 | ||||||
Chimera Investment Corp. | 644 | 5,474 | ||||||
Claros Mortgage Trust, Inc. | 249 | 4,255 | ||||||
Dynex Capital, Inc. | 98 | 1,520 | ||||||
Ellington Financial, Inc. | 154 | 2,261 | ||||||
Franklin BSP Realty Trust, Inc. | 228 | 2,941 | ||||||
Granite Point Mortgage Trust, Inc. | 145 | 1,366 | ||||||
Hannon Armstrong Sustainable Infrastructure Capital, Inc. | 231 | 9,129 | ||||||
Invesco Mortgage Capital, Inc. | 90 | 1,433 | ||||||
KKR Real Estate Finance Trust, Inc. | 140 | 2,696 | ||||||
Ladder Capital Corp. | 308 | 3,406 | ||||||
MFA Financial, Inc. | 278 | 3,041 | ||||||
New York Mortgage Trust, Inc. | 1,029 | 2,881 | ||||||
Nexpoint Real Estate Finance, Inc. | 21 | 431 | ||||||
Orchid Island Capital, Inc. | 96 | 1,303 | ||||||
PennyMac Mortgage Investment Trust | 249 | 3,698 | ||||||
Ready Capital Corp. | 200 | 2,620 | ||||||
Redwood Trust, Inc. | 325 | 2,519 | ||||||
TPG RE Finance Trust, Inc. | 187 | 1,732 | ||||||
Two Harbors Investment Corp. | 935 | 4,535 | ||||||
90,844 | ||||||||
Multiline Retail - 0.0%(b) | ||||||||
Big Lots, Inc. | 76 | 1,563 | ||||||
Dillard's, Inc., Class A | 12 | 3,555 | ||||||
Franchise Group, Inc. | 75 | 2,542 | ||||||
7,660 | ||||||||
Multi-Utilities - 0.1% | ||||||||
Avista Corp. | 196 | 7,964 | ||||||
Black Hills Corp. | 176 | 13,284 | ||||||
NorthWestern Corp. | 147 | 7,788 | ||||||
Unitil Corp. | 43 | 2,240 | ||||||
31,276 | ||||||||
Oil, Gas & Consumable Fuels - 0.7% | ||||||||
Aemetis, Inc.* | 79 | 720 | ||||||
Alto Ingredients, Inc.* | 196 | 847 | ||||||
Amplify Energy Corp.* | 97 | 723 | ||||||
Arch Resources, Inc. | 41 | 5,969 | ||||||
Archaea Energy, Inc.* | 161 | 3,181 | ||||||
Ardmore Shipping Corp.* | 94 | 906 | ||||||
Battalion Oil Corp.* | 7 | 93 | ||||||
Berry Corp. | 217 | 1,986 | ||||||
Brigham Minerals, Inc., Class A | 138 | 4,105 | ||||||
California Resources Corp. | 212 | 10,592 | ||||||
Callon Petroleum Co.* | 133 | 5,660 | ||||||
Centennial Resource Development, Inc., Class A* | 557 | 4,584 | ||||||
Centrus Energy Corp., Class A* | 29 | 1,444 | ||||||
Chord Energy Corp. | 115 | 16,278 | ||||||
Civitas Resources, Inc. | 200 | 13,438 | ||||||
Clean Energy Fuels Corp.* | 459 | 3,084 | ||||||
CNX Resources Corp.* | 522 | 9,224 | ||||||
Comstock Resources, Inc.* | 248 | 4,861 | ||||||
CONSOL Energy, Inc. | 93 | 6,676 | ||||||
Crescent Energy Co., Class A | 88 | 1,507 | ||||||
CVR Energy, Inc. | 80 | 2,613 | ||||||
Delek US Holdings, Inc. | 191 | 5,396 | ||||||
Denbury, Inc.* | 137 | 12,183 | ||||||
DHT Holdings, Inc. | 380 | 2,968 | ||||||
Dorian LPG Ltd. | 83 | 1,208 | ||||||
Earthstone Energy, Inc., Class A* | 117 | 1,778 | ||||||
Empire Petroleum Corp.* | 18 | 266 | ||||||
Energy Fuels, Inc.* | 422 | 3,427 | ||||||
Equitrans Midstream Corp. | 1,113 | 10,318 | ||||||
Excelerate Energy, Inc., Class A | 50 | 1,284 | ||||||
FLEX LNG Ltd. | 77 | 2,546 | ||||||
Frontline Ltd.* | 338 | 4,009 | ||||||
Gevo, Inc.* | 533 | 1,668 | ||||||
Golar LNG Ltd.* | 273 | 7,445 | ||||||
Green Plains, Inc.* | 143 | 5,238 | ||||||
Gulfport Energy Corp.* | 32 | 3,128 | ||||||
HighPeak Energy, Inc. | 17 | 430 | ||||||
International Seaways, Inc. | 133 | 3,927 | ||||||
Kinetik Holdings, Inc. | 45 | 1,659 | ||||||
Kosmos Energy Ltd.* | 1,222 | 8,640 | ||||||
Laredo Petroleum, Inc.* | 46 | 3,570 | ||||||
Magnolia Oil & Gas Corp., Class A | 452 | 10,789 | ||||||
Matador Resources Co. | 305 | 18,178 | ||||||
Murphy Oil Corp. | 399 | 15,549 | ||||||
NACCO Industries, Inc., Class A | 11 | 495 | ||||||
NextDecade Corp.* | 84 | 619 | ||||||
Nordic American Tankers Ltd. | 515 | 1,339 | ||||||
Northern Oil and Gas, Inc. | 178 | 5,632 | ||||||
Par Pacific Holdings, Inc.* | 132 | 2,482 | ||||||
PBF Energy, Inc., Class A* | 262 | 8,950 | ||||||
Peabody Energy Corp.* | 319 | 7,867 | ||||||
Ranger Oil Corp. | 58 | 2,261 | ||||||
REX American Resources Corp.* | 43 | 1,303 | ||||||
Riley Exploration Permian, Inc. | 28 | 704 | ||||||
Ring Energy, Inc.* | 234 | 758 | ||||||
SandRidge Energy, Inc.* | 86 | 1,804 | ||||||
Scorpio Tankers, Inc. | 134 | 5,574 | ||||||
SFL Corp. Ltd. | 311 | 3,328 | ||||||
SilverBow Resources, Inc.* | 32 | 1,272 | ||||||
Sitio Royalties Corp. | 32 | 814 | ||||||
SM Energy Co. | 328 | 14,455 | ||||||
Talos Energy, Inc.* | 179 | 3,711 | ||||||
Teekay Corp.* | 189 | 660 | ||||||
Teekay Tankers Ltd., Class A* | 62 | 1,525 | ||||||
Tellurian, Inc.* | 1,381 | 5,524 | ||||||
Uranium Energy Corp.* | 869 | 3,928 | ||||||
Ur-Energy, Inc.* | 567 | 782 | ||||||
VAALCO Energy, Inc. | 158 | 792 | ||||||
Vertex Energy, Inc.* | 146 | 1,241 | ||||||
W&T Offshore, Inc.* | 256 | 1,664 | ||||||
World Fuel Services Corp. | 169 | 4,360 | ||||||
307,939 | ||||||||
Paper & Forest Products - 0.0%(b) | ||||||||
Clearwater Paper Corp.* | 45 | 1,914 | ||||||
Glatfelter Corp. | 119 | 580 | ||||||
Resolute Forest Products, Inc.* | 124 | 2,512 | ||||||
Sylvamo Corp. | 96 | 4,266 | ||||||
9,272 | ||||||||
Personal Products - 0.1% | ||||||||
Beauty Health Co. (The)* | 270 | 3,132 | ||||||
BellRing Brands, Inc.* | 357 | 8,457 | ||||||
Edgewell Personal Care Co. | 146 | 5,688 | ||||||
elf Beauty, Inc.* | 131 | 4,995 | ||||||
Herbalife Nutrition Ltd.* | 268 | 6,992 | ||||||
Honest Co., Inc. (The)* | 176 | 635 |
Hedge Replication ETF
Schedule of Portfolio Investments
August 31, 2022 (Unaudited)
Investments | Shares | Value ($) | ||||||
Inter Parfums, Inc. | 49 | 3,848 | ||||||
Medifast, Inc. | 31 | 3,890 | ||||||
Nature's Sunshine Products, Inc.* | 37 | 359 | ||||||
Nu Skin Enterprises, Inc., Class A | 135 | 5,527 | ||||||
Thorne HealthTech, Inc.* | 37 | 173 | ||||||
USANA Health Sciences, Inc.* | 30 | 1,936 | ||||||
Veru, Inc.* | 176 | 2,693 | ||||||
48,325 | ||||||||
Pharmaceuticals - 0.2% | ||||||||
Aclaris Therapeutics, Inc.* | 162 | 2,577 | ||||||
Aerie Pharmaceuticals, Inc.* | 127 | 1,918 | ||||||
Amneal Pharmaceuticals, Inc.* | 279 | 605 | ||||||
Amphastar Pharmaceuticals, Inc.* | 104 | 3,078 | ||||||
Amylyx Pharmaceuticals, Inc.* | 31 | 782 | ||||||
AN2 Therapeutics, Inc.* | 13 | 223 | ||||||
ANI Pharmaceuticals, Inc.* | 34 | 1,254 | ||||||
Arvinas, Inc.* | 132 | 5,589 | ||||||
Atea Pharmaceuticals, Inc.* | 207 | 1,553 | ||||||
Athira Pharma, Inc.* | 92 | 311 | ||||||
Axsome Therapeutics, Inc.* | 78 | 4,976 | ||||||
Cara Therapeutics, Inc.* | 121 | 1,249 | ||||||
Cassava Sciences, Inc.* | 103 | 2,650 | ||||||
CinCor Pharma, Inc.* | 36 | 1,216 | ||||||
Collegium Pharmaceutical, Inc.* | 92 | 1,617 | ||||||
Corcept Therapeutics, Inc.* | 231 | 5,964 | ||||||
DICE Therapeutics, Inc.* | 77 | 1,209 | ||||||
Edgewise Therapeutics, Inc.* | 80 | 806 | ||||||
Esperion Therapeutics, Inc.* | 171 | 1,276 | ||||||
Evolus, Inc.* | 96 | 923 | ||||||
EyePoint Pharmaceuticals, Inc.* | 71 | 710 | ||||||
Fulcrum Therapeutics, Inc.* | 92 | 681 | ||||||
Harmony Biosciences Holdings, Inc.* | 71 | 3,118 | ||||||
Innoviva, Inc.* | 171 | 2,250 | ||||||
Intra-Cellular Therapies, Inc.* | 248 | 12,464 | ||||||
Liquidia Corp.* | 129 | 744 | ||||||
Nektar Therapeutics* | 491 | 1,935 | ||||||
NGM Biopharmaceuticals, Inc.* | 106 | 1,496 | ||||||
Nuvation Bio, Inc.* | 315 | 882 | ||||||
Ocular Therapeutix, Inc.* | 209 | 1,062 | ||||||
Pacira BioSciences, Inc.* | 122 | 6,403 | ||||||
Phathom Pharmaceuticals, Inc.* | 62 | 529 | ||||||
Phibro Animal Health Corp., Class A | 55 | 815 | ||||||
Prestige Consumer Healthcare, Inc.* | 136 | 6,879 | ||||||
Provention Bio, Inc.*(c) | 151 | 652 | ||||||
Reata Pharmaceuticals, Inc., Class A* | 75 | 1,793 | ||||||
Relmada Therapeutics, Inc.* | 74 | 2,156 | ||||||
Revance Therapeutics, Inc.* | 190 | 3,781 | ||||||
SIGA Technologies, Inc. | 127 | 1,915 | ||||||
Supernus Pharmaceuticals, Inc.* | 133 | 4,553 | ||||||
Tarsus Pharmaceuticals, Inc.* | 49 | 754 | ||||||
Theravance Biopharma, Inc.* | 174 | 1,568 | ||||||
Theseus Pharmaceuticals, Inc.* | 46 | 314 | ||||||
Tricida, Inc.* | 90 | 1,127 | ||||||
Ventyx Biosciences, Inc.* | 61 | 1,244 | ||||||
Xeris Biopharma Holdings, Inc.* | 358 | 598 | ||||||
100,199 | ||||||||
Professional Services - 0.3% | ||||||||
Alight, Inc., Class A* | 919 | 7,242 | ||||||
ASGN, Inc.* | 136 | 13,151 | ||||||
Atlas Technical Consultants, Inc.* | 48 | 409 | ||||||
Barrett Business Services, Inc. | 19 | 1,532 | ||||||
CBIZ, Inc.* | 133 | 5,807 | ||||||
CRA International, Inc. | 19 | 1,737 | ||||||
Exponent, Inc. | 140 | 13,140 | ||||||
First Advantage Corp.* | 159 | 2,201 | ||||||
Forrester Research, Inc.* | 31 | 1,289 | ||||||
Franklin Covey Co.* | 34 | 1,617 | ||||||
Heidrick & Struggles International, Inc. | 53 | 1,508 | ||||||
HireRight Holdings Corp.* | 57 | 927 | ||||||
Huron Consulting Group, Inc.* | 57 | 3,813 | ||||||
ICF International, Inc. | 50 | 5,078 | ||||||
Insperity, Inc. | 98 | 10,684 | ||||||
Kelly Services, Inc., Class A | 95 | 1,531 | ||||||
Kforce, Inc. | 55 | 3,010 | ||||||
Korn Ferry | 145 | 8,833 | ||||||
Legalzoom.com, Inc.* | 265 | 2,730 | ||||||
ManTech International Corp., Class A | 81 | 7,769 | ||||||
Planet Labs PBC* | 421 | 2,307 | ||||||
Red Violet, Inc.* | 26 | 494 | ||||||
Resources Connection, Inc. | 86 | 1,680 | ||||||
Skillsoft Corp.* | 220 | 708 | ||||||
Spire Global, Inc.* | 339 | 458 | ||||||
Sterling Check Corp.* | 64 | 1,362 | ||||||
TriNet Group, Inc.* | 101 | 8,322 | ||||||
TrueBlue, Inc.* | 89 | 1,828 | ||||||
Upwork, Inc.* | 325 | 5,655 | ||||||
Willdan Group, Inc.* | 31 | 706 | ||||||
117,528 | ||||||||
Real Estate Management & Development - 0.1% | ||||||||
American Realty Investors, Inc.* | 4 | 55 | ||||||
Anywhere Real Estate, Inc.* | 314 | 3,068 | ||||||
Compass, Inc., Class A* | 706 | 2,019 | ||||||
Cushman & Wakefield plc* | 430 | 6,433 | ||||||
DigitalBridge Group, Inc.* | 400 | 7,120 | ||||||
Doma Holdings, Inc.* | 371 | 224 | ||||||
Douglas Elliman, Inc. | 205 | 945 | ||||||
eXp World Holdings, Inc. | 186 | 2,405 | ||||||
Forestar Group, Inc.* | 49 | 609 | ||||||
FRP Holdings, Inc.* | 18 | 1,035 | ||||||
Kennedy-Wilson Holdings, Inc. | 320 | 5,619 | ||||||
Marcus & Millichap, Inc. | 67 | 2,504 | ||||||
Newmark Group, Inc., Class A | 400 | 4,100 | ||||||
Offerpad Solutions, Inc.* | 185 | 281 | ||||||
RE/MAX Holdings, Inc., Class A | 51 | 1,161 | ||||||
Redfin Corp.* | 284 | 2,326 | ||||||
RMR Group, Inc. (The), Class A | 41 | 1,068 | ||||||
Seritage Growth Properties, Class A, REIT* | 119 | 1,492 | ||||||
St Joe Co. (The) | 93 | 3,553 | ||||||
Stratus Properties, Inc.* | 16 | 570 | ||||||
Tejon Ranch Co.* | 56 | 883 | ||||||
Transcontinental Realty Investors, Inc.* | 3 | 129 | ||||||
47,599 | ||||||||
Road & Rail - 0.1% | ||||||||
ArcBest Corp. | 66 | 5,315 | ||||||
Bird Global, Inc., Class A* | 464 | 197 | ||||||
Covenant Logistics Group, Inc. | 30 | 844 | ||||||
Daseke, Inc.* | 110 | 667 | ||||||
Heartland Express, Inc. | 126 | 1,909 | ||||||
Marten Transport Ltd. | 160 | 3,169 | ||||||
PAM Transportation Services, Inc.* | 18 | 535 |
Hedge Replication ETF
Schedule of Portfolio Investments
August 31, 2022 (Unaudited)
Investments | Shares | Value ($) | ||||||
Saia, Inc.* | 72 | 14,892 | ||||||
TuSimple Holdings, Inc., Class A* | 379 | 2,725 | ||||||
Universal Logistics Holdings, Inc. | 20 | 730 | ||||||
Werner Enterprises, Inc. | 176 | 7,003 | ||||||
37,986 | ||||||||
Semiconductors & Semiconductor Equipment - 0.4% | ||||||||
ACM Research, Inc., Class A* | 130 | 2,196 | ||||||
Alpha & Omega Semiconductor Ltd.* | 60 | 2,320 | ||||||
Ambarella, Inc.* | 99 | 6,720 | ||||||
Amkor Technology, Inc. | 275 | 5,536 | ||||||
Atomera, Inc.* | 55 | 711 | ||||||
Axcelis Technologies, Inc.* | 88 | 5,891 | ||||||
AXT, Inc.* | 110 | 945 | ||||||
CEVA, Inc.* | 62 | 1,815 | ||||||
Cohu, Inc.* | 130 | 3,488 | ||||||
Credo Technology Group Holding Ltd.* | 64 | 882 | ||||||
CyberOptics Corp.* | 19 | 1,011 | ||||||
Diodes, Inc.* | 121 | 8,612 | ||||||
FormFactor, Inc.* | 211 | 6,178 | ||||||
Ichor Holdings Ltd.* | 76 | 2,335 | ||||||
Impinj, Inc.* | 57 | 5,089 | ||||||
indie Semiconductor, Inc., Class A* | 270 | 2,298 | ||||||
Kulicke & Soffa Industries, Inc. | 157 | 6,600 | ||||||
MACOM Technology Solutions Holdings, Inc.* | 137 | 7,555 | ||||||
MaxLinear, Inc.* | 194 | 6,970 | ||||||
Onto Innovation, Inc.* | 134 | 9,513 | ||||||
PDF Solutions, Inc.* | 82 | 2,163 | ||||||
Photronics, Inc.* | 162 | 2,722 | ||||||
Power Integrations, Inc. | 157 | 11,230 | ||||||
Rambus, Inc.* | 297 | 7,660 | ||||||
Rigetti Computing, Inc.* | 87 | 346 | ||||||
Rockley Photonics Holdings Ltd.* | 276 | 392 | ||||||
Semtech Corp.* | 171 | 7,898 | ||||||
Silicon Laboratories, Inc.* | 98 | 12,282 | ||||||
SiTime Corp.* | 43 | 4,576 | ||||||
SkyWater Technology, Inc.* | 29 | 377 | ||||||
SMART Global Holdings, Inc.* | 133 | 2,440 | ||||||
SunPower Corp.* | 221 | 5,304 | ||||||
Synaptics, Inc.* | 107 | 12,370 | ||||||
Transphorm, Inc.* | 58 | 322 | ||||||
Ultra Clean Holdings, Inc.* | 122 | 3,571 | ||||||
Veeco Instruments, Inc.* | 135 | 2,854 | ||||||
163,172 | ||||||||
Software - 0.7% | ||||||||
8x8, Inc.* | 298 | 1,553 | ||||||
A10 Networks, Inc. | 178 | 2,474 | ||||||
ACI Worldwide, Inc.* | 310 | 7,347 | ||||||
Agilysys, Inc.* | 53 | 2,744 | ||||||
Alarm.com Holdings, Inc.* | 130 | 8,658 | ||||||
Alkami Technology, Inc.* | 97 | 1,407 | ||||||
Altair Engineering, Inc., Class A* | 141 | 7,333 | ||||||
American Software, Inc., Class A | 85 | 1,439 | ||||||
Amplitude, Inc., Class A* | 151 | 2,288 | ||||||
Appfolio, Inc., Class A* | 52 | 5,272 | ||||||
Appian Corp.* | 108 | 5,065 | ||||||
Applied Blockchain, Inc.* | 22 | 52 | ||||||
Arteris, Inc.* | 46 | 328 | ||||||
Asana, Inc., Class A* | 199 | 3,811 | ||||||
Avaya Holdings Corp.* | 226 | 359 | ||||||
AvePoint, Inc.* | 349 | 1,633 | ||||||
Benefitfocus, Inc.* | 70 | 519 | ||||||
Blackbaud, Inc.* | 126 | 6,590 | ||||||
Blackline, Inc.* | 150 | 10,191 | ||||||
Blend Labs, Inc., Class A* | 501 | 1,578 | ||||||
Box, Inc., Class A* | 349 | 8,987 | ||||||
BTRS Holdings, Inc., Class 1* | 271 | 1,832 | ||||||
C3.ai, Inc., Class A* | 186 | 3,348 | ||||||
Cerence, Inc.* | 106 | 2,121 | ||||||
ChannelAdvisor Corp.* | 81 | 1,222 | ||||||
Cipher Mining, Inc.* | 106 | 213 | ||||||
Cleanspark, Inc.* | 109 | 467 | ||||||
Clear Secure, Inc., Class A* | 168 | 3,854 | ||||||
CommVault Systems, Inc.* | 121 | 6,569 | ||||||
Consensus Cloud Solutions, Inc.* | 43 | 2,165 | ||||||
Couchbase, Inc.* | 72 | 1,195 | ||||||
CS Disco, Inc.* | 60 | 828 | ||||||
Cvent Holding Corp.* | 228 | 1,154 | ||||||
Digimarc Corp.*(c) | 37 | 659 | ||||||
Digital Turbine, Inc.* | 249 | 4,599 | ||||||
Domo, Inc., Class B* | 82 | 1,579 | ||||||
Duck Creek Technologies, Inc.* | 209 | 2,487 | ||||||
E2open Parent Holdings, Inc.* | 539 | 3,703 | ||||||
Ebix, Inc. | 71 | 1,847 | ||||||
eGain Corp.* | 56 | 516 | ||||||
Enfusion, Inc., Class A* | 69 | 855 | ||||||
EngageSmart, Inc.* | 94 | 1,877 | ||||||
Envestnet, Inc.* | 149 | 7,803 | ||||||
Everbridge, Inc.* | 107 | 4,256 | ||||||
EverCommerce, Inc.* | 65 | 757 | ||||||
ForgeRock, Inc., Class A* | 75 | 1,280 | ||||||
Greenidge Generation Holdings, Inc.* | 35 | 85 | ||||||
Instructure Holdings, Inc.* | 47 | 1,068 | ||||||
Intapp, Inc.* | 38 | 551 | ||||||
InterDigital, Inc. | 84 | 4,213 | ||||||
IronNet, Inc.* | 175 | 354 | ||||||
Kaleyra, Inc.* | 80 | 127 | ||||||
KnowBe4, Inc., Class A* | 197 | 3,786 | ||||||
Latch, Inc.* | 190 | 203 | ||||||
LivePerson, Inc.* | 190 | 2,204 | ||||||
LiveRamp Holdings, Inc.* | 182 | 3,613 | ||||||
LiveVox Holdings, Inc.* | 60 | 128 | ||||||
Marathon Digital Holdings, Inc.* | 273 | 3,235 | ||||||
Matterport, Inc.* | 593 | 2,734 | ||||||
MeridianLink, Inc.* | 62 | 1,077 | ||||||
MicroStrategy, Inc., Class A* | 25 | 5,789 | ||||||
Mitek Systems, Inc.* | 114 | 1,165 | ||||||
Model N, Inc.* | 98 | 2,930 | ||||||
Momentive Global, Inc.* | 359 | 2,545 | ||||||
N-able, Inc.* | 185 | 1,843 | ||||||
NextNav, Inc.* | 132 | 448 | ||||||
Olo, Inc., Class A* | 243 | 1,898 | ||||||
ON24, Inc.* | 113 | 1,012 | ||||||
OneSpan, Inc.* | 108 | 1,243 | ||||||
PagerDuty, Inc.* | 230 | 5,989 | ||||||
Ping Identity Holding Corp.* | 209 | 5,881 | ||||||
Progress Software Corp. | 118 | 5,679 | ||||||
PROS Holdings, Inc.* | 111 | 2,314 | ||||||
Q2 Holdings, Inc.* | 151 | 5,998 | ||||||
Qualys, Inc.* | 106 | 16,101 | ||||||
Rapid7, Inc.* | 157 | 9,028 | ||||||
Rimini Street, Inc.* | 132 | 665 | ||||||
Riot Blockchain, Inc.* | 317 | 2,273 | ||||||
Sapiens International Corp. NV | 83 | 1,836 | ||||||
SecureWorks Corp., Class A* | 27 | 281 |
Hedge Replication ETF
Schedule of Portfolio Investments
August 31, 2022 (Unaudited)
Investments | Shares | Value ($) | ||||||
ShotSpotter, Inc.* | 24 | 783 | ||||||
Sprout Social, Inc., Class A* | 124 | 7,445 | ||||||
SPS Commerce, Inc.* | 98 | 11,968 | ||||||
Sumo Logic, Inc.* | 231 | 2,028 | ||||||
Telos Corp.* | 146 | 1,445 | ||||||
Tenable Holdings, Inc.* | 298 | 11,804 | ||||||
Terawulf, Inc.* | 58 | 86 | ||||||
Upland Software, Inc.* | 79 | 827 | ||||||
UserTesting, Inc.* | 128 | 533 | ||||||
Varonis Systems, Inc.* | 295 | 8,068 | ||||||
Verint Systems, Inc.* | 172 | 8,340 | ||||||
Veritone, Inc.* | 85 | 625 | ||||||
Viant Technology, Inc., Class A* | 38 | 172 | ||||||
Weave Communications, Inc.* | 14 | 81 | ||||||
WM Technology, Inc.* | 194 | 508 | ||||||
Workiva, Inc.* | 129 | 8,758 | ||||||
Xperi Holding Corp. | 282 | 4,487 | ||||||
Yext, Inc.* | 325 | 1,446 | ||||||
Zeta Global Holdings Corp., Class A* | 84 | 588 | ||||||
Zuora, Inc., Class A* | 306 | 2,350 | ||||||
307,452 | ||||||||
Specialty Retail - 0.4% | ||||||||
Aaron's Co., Inc. (The) | 82 | 976 | ||||||
Abercrombie & Fitch Co., Class A* | 134 | 1,928 | ||||||
Academy Sports & Outdoors, Inc. | 227 | 9,779 | ||||||
American Eagle Outfitters, Inc. | 417 | 4,695 | ||||||
America's Car-Mart, Inc.* | 16 | 1,290 | ||||||
Arko Corp. | 230 | 2,192 | ||||||
Asbury Automotive Group, Inc.* | 60 | 10,469 | ||||||
Bed Bath & Beyond, Inc.* | 216 | 2,059 | ||||||
Big 5 Sporting Goods Corp. | 58 | 710 | ||||||
Boot Barn Holdings, Inc.* | 80 | 5,330 | ||||||
Buckle, Inc. (The) | 82 | 2,647 | ||||||
Build-A-Bear Workshop, Inc. | 38 | 582 | ||||||
Caleres, Inc. | 99 | 2,526 | ||||||
Camping World Holdings, Inc., Class A | 104 | 3,132 | ||||||
Cato Corp. (The), Class A | 50 | 541 | ||||||
Chico's FAS, Inc.* | 331 | 1,880 | ||||||
Children's Place, Inc. (The)* | 36 | 1,519 | ||||||
Citi Trends, Inc.* | 23 | 465 | ||||||
Conn's, Inc.* | 35 | 336 | ||||||
Container Store Group, Inc. (The)* | 88 | 597 | ||||||
Designer Brands, Inc., Class A | 156 | 2,661 | ||||||
Destination XL Group, Inc.* | 162 | 893 | ||||||
EVgo, Inc.* | 184 | 1,746 | ||||||
Express, Inc.* | 174 | 265 | ||||||
Foot Locker, Inc. | 225 | 8,289 | ||||||
Genesco, Inc.* | 35 | 1,980 | ||||||
Group 1 Automotive, Inc. | 44 | 7,858 | ||||||
GrowGeneration Corp.* | 155 | 736 | ||||||
Guess?, Inc. | 92 | 1,607 | ||||||
Haverty Furniture Cos., Inc. | 41 | 1,100 | ||||||
Hibbett, Inc. | 35 | 2,051 | ||||||
JOANN, Inc. | 30 | 213 | ||||||
LL Flooring Holdings, Inc.* | 79 | 643 | ||||||
MarineMax, Inc.* | 57 | 2,071 | ||||||
Monro, Inc. | 90 | 4,168 | ||||||
Murphy USA, Inc. | 61 | 17,700 | ||||||
National Vision Holdings, Inc.* | 220 | 7,311 | ||||||
ODP Corp. (The)* | 116 | 4,147 | ||||||
OneWater Marine, Inc., Class A* | 30 | 1,196 | ||||||
Party City Holdco, Inc.* | 295 | 581 | ||||||
Rent-A-Center, Inc. | 144 | 3,721 | ||||||
Sally Beauty Holdings, Inc.* | 290 | 4,315 | ||||||
Shoe Carnival, Inc. | 48 | 1,142 | ||||||
Signet Jewelers Ltd. | 126 | 8,237 | ||||||
Sleep Number Corp.* | 58 | 2,403 | ||||||
Sonic Automotive, Inc., Class A | 55 | 2,925 | ||||||
Sportsman's Warehouse Holdings, Inc.* | 118 | 939 | ||||||
Tile Shop Holdings, Inc. | 98 | 384 | ||||||
Tilly's, Inc., Class A | 62 | 465 | ||||||
Torrid Holdings, Inc.* | 40 | 224 | ||||||
TravelCenters of America, Inc.* | 34 | 1,839 | ||||||
Urban Outfitters, Inc.* | 178 | 3,583 | ||||||
Volta, Inc.* | 331 | 708 | ||||||
Warby Parker, Inc., Class A* | 226 | 2,841 | ||||||
Winmark Corp. | 8 | 1,651 | ||||||
Zumiez, Inc.* | 42 | 1,090 | ||||||
157,336 | ||||||||
Technology Hardware, Storage & Peripherals - 0.1% | ||||||||
3D Systems Corp.* | 343 | 3,475 | ||||||
Avid Technology, Inc.* | 97 | 2,653 | ||||||
CompoSecure, Inc.* | 21 | 121 | ||||||
Corsair Gaming, Inc.* | 104 | 1,601 | ||||||
Diebold Nixdorf, Inc.* | 198 | 689 | ||||||
Eastman Kodak Co.* | 155 | 838 | ||||||
IonQ, Inc.* | 322 | 1,913 | ||||||
Super Micro Computer, Inc.* | 123 | 8,005 | ||||||
Turtle Beach Corp.* | 42 | 394 | ||||||
Xerox Holdings Corp. | 310 | 5,152 | ||||||
24,841 | ||||||||
Textiles, Apparel & Luxury Goods - 0.1% | ||||||||
Allbirds, Inc., Class A* | 255 | 1,048 | ||||||
Crocs, Inc.* | 164 | 12,087 | ||||||
Ermenegildo Zegna NV | 128 | 1,311 | ||||||
Fossil Group, Inc.* | 126 | 533 | ||||||
G-III Apparel Group Ltd.* | 118 | 2,486 | ||||||
Kontoor Brands, Inc. | 153 | 5,696 | ||||||
Movado Group, Inc. | 42 | 1,339 | ||||||
Oxford Industries, Inc. | 42 | 4,483 | ||||||
PLBY Group, Inc.* | 84 | 378 | ||||||
Rocky Brands, Inc. | 19 | 496 | ||||||
Steven Madden Ltd. | 214 | 6,230 | ||||||
Superior Group of Cos., Inc. | 32 | 355 | ||||||
Unifi, Inc.* | 38 | 432 | ||||||
Wolverine World Wide, Inc. | 217 | 4,240 | ||||||
41,114 | ||||||||
Thrifts & Mortgage Finance - 0.2% | ||||||||
Axos Financial, Inc.* | 155 | 6,476 | ||||||
Blue Foundry Bancorp* | 71 | 807 | ||||||
Bridgewater Bancshares, Inc.* | 56 | 962 | ||||||
Capitol Federal Financial, Inc. | 352 | 3,189 | ||||||
Columbia Financial, Inc.* | 94 | 2,005 | ||||||
Enact Holdings, Inc. | 81 | 2,057 | ||||||
Essent Group Ltd. | 285 | 11,397 | ||||||
Federal Agricultural Mortgage Corp., Class C | 25 | 2,731 | ||||||
Finance of America Cos., Inc., Class A* | 105 | 128 | ||||||
Flagstar Bancorp, Inc. | 142 | 5,471 | ||||||
Greene County Bancorp, Inc. | 9 | 479 | ||||||
Hingham Institution For Savings (The) | 4 | 1,188 | ||||||
Home Bancorp, Inc. | 20 | 781 |
Hedge Replication ETF
Schedule of Portfolio Investments
August 31, 2022 (Unaudited)
Investments | Shares | Value ($) | ||||||
Home Point Capital, Inc. | 21 | 48 | ||||||
Kearny Financial Corp. | 168 | 1,909 | ||||||
Luther Burbank Corp. | 40 | 524 | ||||||
Merchants Bancorp | 43 | 1,160 | ||||||
Mr Cooper Group, Inc.* | 197 | 8,333 | ||||||
NMI Holdings, Inc., Class A* | 229 | 4,701 | ||||||
Northfield Bancorp, Inc. | 118 | 1,739 | ||||||
PennyMac Financial Services, Inc. | 80 | 4,250 | ||||||
Pioneer Bancorp, Inc.* | 31 | 290 | ||||||
Provident Bancorp, Inc. | 39 | 565 | ||||||
Provident Financial Services, Inc. | 202 | 4,693 | ||||||
Radian Group, Inc. | 469 | 9,901 | ||||||
Southern Missouri Bancorp, Inc. | 22 | 1,160 | ||||||
Sterling Bancorp, Inc.* | 46 | 271 | ||||||
TrustCo Bank Corp. | 51 | 1,700 | ||||||
Velocity Financial, Inc.* | 23 | 263 | ||||||
Walker & Dunlop, Inc. | 83 | 8,338 | ||||||
Waterstone Financial, Inc. | 54 | 934 | ||||||
WSFS Financial Corp. | 174 | 8,413 | ||||||
96,863 | ||||||||
Tobacco - 0.0%(b) | ||||||||
22nd Century Group, Inc.* | 438 | 587 | ||||||
Turning Point Brands, Inc. | 41 | 956 | ||||||
Universal Corp. | 65 | 3,318 | ||||||
Vector Group Ltd. | 389 | 3,812 | ||||||
8,673 | ||||||||
Trading Companies & Distributors - 0.2% | ||||||||
Alta Equipment Group, Inc. | 57 | 671 | ||||||
Applied Industrial Technologies, Inc. | 104 | 11,026 | ||||||
Beacon Roofing Supply, Inc.* | 147 | 8,072 | ||||||
BlueLinx Holdings, Inc.* | 25 | 1,752 | ||||||
Boise Cascade Co. | 107 | 6,669 | ||||||
Custom Truck One Source, Inc.* | 162 | 1,066 | ||||||
Distribution Solutions Group, Inc.* | 13 | 517 | ||||||
DXP Enterprises, Inc.* | 41 | 1,090 | ||||||
GATX Corp. | 96 | 9,275 | ||||||
Global Industrial Co. | 35 | 1,053 | ||||||
GMS, Inc.* | 117 | 5,639 | ||||||
H&E Equipment Services, Inc. | 86 | 2,723 | ||||||
Herc Holdings, Inc. | 69 | 7,765 | ||||||
Hudson Technologies, Inc.* | 117 | 971 | ||||||
Karat Packaging, Inc.* | 15 | 268 | ||||||
McGrath RentCorp | 66 | 5,578 | ||||||
MRC Global, Inc.* | 225 | 2,189 | ||||||
NOW, Inc.* | 299 | 3,624 | ||||||
Rush Enterprises, Inc., Class A | 115 | 5,412 | ||||||
Rush Enterprises, Inc., Class B | 18 | 912 | ||||||
Textainer Group Holdings Ltd. | 126 | 3,828 | ||||||
Titan Machinery, Inc.* | 55 | 1,693 | ||||||
Transcat, Inc.* | 19 | 1,408 | ||||||
Triton International Ltd. | 172 | 10,249 | ||||||
Veritiv Corp.* | 39 | 4,648 | ||||||
98,098 | ||||||||
Water Utilities - 0.1% | ||||||||
American States Water Co. | 100 | 8,297 | ||||||
Artesian Resources Corp., Class A | 22 | 1,202 | ||||||
California Water Service Group | 145 | 8,487 | ||||||
Global Water Resources, Inc. | 35 | 476 | ||||||
Middlesex Water Co. | 47 | 4,172 | ||||||
Pure Cycle Corp.* | 53 | 547 | ||||||
SJW Group | 73 | 4,694 | ||||||
York Water Co. (The) | 38 | 1,671 | ||||||
29,546 | ||||||||
Wireless Telecommunication Services - 0.0%(b) | ||||||||
Gogo, Inc.* | 135 | 2,006 | ||||||
KORE Group Holdings, Inc.* | 95 | 284 | ||||||
Shenandoah Telecommunications Co. | 131 | 2,920 | ||||||
Telephone and Data Systems, Inc. | 273 | 4,442 | ||||||
United States Cellular Corp.* | 40 | 1,143 | ||||||
10,795 | ||||||||
TOTAL COMMON STOCKS (Cost $6,770,985) | 6,535,989 |
Investments | Number of Rights | Value ($) | ||||||
RIGHTS - 0.0%(b) | ||||||||
Biotechnology - 0.0% | ||||||||
Aduro Biotech, Inc., CVR*(d)(e) | 39 | — | ||||||
Tobira Therapeutics, Inc., CVR*(d)(e) | 10 | — | ||||||
— | ||||||||
Pharmaceuticals - 0.0%(b) | ||||||||
Zogenix, Inc., CVR*(d)(e) | 231 | 157 | ||||||
TOTAL RIGHTS (Cost $99) | 157 |
Investments | Shares | Value ($) | ||||||
SECURITIES LENDING REINVESTMENTS(f) - 0.0%(b) | ||||||||
INVESTMENT COMPANIES - 0.0%(b) | ||||||||
BlackRock Liquidity FedFund, Institutional Class | ||||||||
2.02% (Cost $9) | 9 | 9 |
Investments | Principal Amount ($) | Value ($) | ||||||
SHORT-TERM INVESTMENTS - 84.0% | ||||||||
REPURCHASE AGREEMENTS(g) - 18.4% | ||||||||
Repurchase Agreements with various counterparties, rates 1.90% - 2.25%, dated 8/31/2022, due 9/1/2022, total to be received $7,666,992 | ||||||||
(Cost $7,666,524) | 7,666,524 | 7,666,524 |
Hedge Replication ETF
Schedule of Portfolio Investments
August 31, 2022 (Unaudited)
Investments | Principal Amount ($) | Value ($) | ||||||
U.S. TREASURY OBLIGATIONS - 65.6% | ||||||||
U.S. Treasury Bills | ||||||||
2.47%, 11/3/2022(h) (Cost $27,212,823) | 27,330,000 | 27,215,518 | ||||||
TOTAL SHORT-TERM INVESTMENTS (Cost $34,879,347) | 34,882,042 | |||||||
Total Investments - 99.7% (Cost $41,650,440) | 41,418,197 | |||||||
Other assets less liabilities - 0.3% | 135,388 | |||||||
Net Assets - 100.0% | 41,553,585 |
* | Non-income producing security. |
(a) | Security exempt from registration pursuant to Regulation S under the Securities Act of 1933. Regulation S applies to securities offerings that are made outside of the United States and do not involve direct selling efforts in the United States and as such may have restrictions on resale. |
(b) | Represents less than 0.05% of net assets. |
(c) | The security or a portion of this security is on loan at August 31, 2022. The total value of securities on loan at August 31, 2022 was $4,227, collateralized in the form of cash with a value of $9 that was reinvested in the securities shown in the Securities Lending Reinvestment section of the Schedule of Investments and $4,370 of collateral in the form of U.S. Government Treasury Securities, interest rates ranging from 0.13% – 4.63%, and maturity dates ranging from January 15, 2023 – May 15, 2051. The total value of collateral is $4,379. |
(d) | Security fair valued as of August 31, 2022 in accordance with procedures approved by the Board of Trustees. Total value of all such securities at August 31, 2022 amounted to $157, which represents approximately 0.00% of net assets of the Fund. |
(e) | Illiquid security. |
(f) | The security was purchased with cash collateral held from securities on loan at August 31, 2022. The total value of securities purchased was $9. |
(g) | The Fund invests in Repurchase Agreements jointly with other funds in the Trust. See "Repurchase Agreements" in the Notes to Schedules of Portfolio Investments to view the details of each individual agreement and counterparty as well as a description of the securities subject to repurchase. |
(h) | The rate shown was the current yield as of August 31, 2022. |
Abbreviations | |
CVR | Contingent Value Rights - No defined expiration |
Hedge Replication ETF
Schedule of Portfolio Investments
August 31, 2022 (Unaudited)
Futures Contracts Sold
Hedge Replication ETF had the following open short futures contracts as of August 31, 2022:
Number of Contracts | Expiration Date | Trading Currency | Notional Amount | Value and Unrealized Appreciation | |||||||||||
E-Mini Euro | 14 | 9/19/2022 | USD | $ | 880,250 | $ | 13,136 |
Swap Agreements
Hedge Replication ETF had the following open non-exchange traded total return swap agreements as of August 31, 2022:
Notional Amount ($) | Termination Datea | Counterparty | Rate Paid (Received)b | Reference Instrument | Value and Unrealized Appreciation/ (Depreciation) ($) | |||||||||||
57,168 | 4/10/2023 | Credit Suisse International | 2.78 | % | Russell 2000® Total Return Index | (18,608 | ) | |||||||||
774,746 | 4/10/2023 | Credit Suisse International | 2.63 | % | iShares® MSCI Emerging Markets ETF | (219,797 | ) | |||||||||
238,232 | 4/10/2023 | Morgan Stanley & Co. International plc | 2.78 | % | iShares® MSCI Emerging Markets ETF | (65,817 | ) | |||||||||
(205,660 | ) | 3/7/2023 | Societe Generale | (2.53 | )% | S&P 500® Total Return Index | 103,666 | |||||||||
16,597 | 3/7/2023 | Societe Generale | 2.68 | % | Russell 2000® Total Return Index | (116,416 | ) | |||||||||
2,359,679 | 3/7/2023 | Societe Generale | 2.08 | % | iShares® MSCI Emerging Markets ETF | (526,525 | ) | |||||||||
3,279,747 | 3/7/2023 | Societe Generale | 2.83 | % | iShares® MSCI EAFE ETF | (579,133 | ) | |||||||||
53,479 | 3/7/2023 | UBS AG | 2.33 | % | Russell 2000® Total Return Index | (120,992 | ) | |||||||||
1,226,371 | 1/8/2024 | UBS AG | 2.53 | % | iShares® MSCI EAFE ETF | (351,527 | ) | |||||||||
2,691,432 | 11/6/2023 | UBS AG | 2.13 | % | iShares® MSCI Emerging Markets ETF | (470,048 | ) | |||||||||
10,491,791 | (2,365,197 | ) | ||||||||||||||
Total Unrealized Appreciation | 103,666 | |||||||||||||||
Total Unrealized Depreciation | (2,468,863 | ) |
a | Agreements may be terminated at will by either party without penalty. Payment is due at termination/maturity. |
b | Reflects the floating financing rate, as of August 31, 2022, on the notional amount of the swap agreement paid to the counterparty or received from the counterparty, excluding any commissions. This amount is included as part of the unrealized appreciation/(depreciation). |
Abbreviations | |
USD | U.S. Dollar |
High
Yield-Interest Rate Hedged
Schedule of Portfolio Investments
August 31, 2022 (Unaudited)
Investments | Principal Amount ($) | Value ($) | ||||||
CORPORATE BONDS - 95.8% | ||||||||
Aerospace & Defense - 3.6% | ||||||||
Bombardier, Inc. | ||||||||
7.88%, 4/15/2027(a) | 1,330,000 | 1,273,542 | ||||||
Rolls-Royce plc | ||||||||
5.75%, 10/15/2027(a) | 786,000 | 711,196 | ||||||
Spirit AeroSystems, Inc. | ||||||||
7.50%, 4/15/2025(a) | 480,000 | 469,397 | ||||||
TransDigm, Inc. | ||||||||
6.25%, 3/15/2026(a) | 1,507,000 | 1,480,627 | ||||||
5.50%, 11/15/2027 | 1,074,000 | 966,493 | ||||||
4,901,255 | ||||||||
Airlines - 3.8% | ||||||||
Air Canada | ||||||||
3.88%, 8/15/2026(a) | 494,000 | 440,809 | ||||||
American Airlines, Inc. | ||||||||
5.50%, 4/20/2026(a) | 2,077,000 | 1,975,809 | ||||||
5.75%, 4/20/2029(a) | 783,000 | 706,845 | ||||||
Hawaiian Brand Intellectual Property Ltd. | ||||||||
5.75%, 1/20/2026(a) | 422,000 | 385,195 | ||||||
United Airlines, Inc. | ||||||||
4.38%, 4/15/2026(a) | 321,000 | 292,672 | ||||||
4.63%, 4/15/2029(a) | 1,416,000 | 1,242,540 | ||||||
5,043,870 | ||||||||
Auto Components - 1.7% | ||||||||
Allison Transmission, Inc. | ||||||||
3.75%, 1/30/2031(a) | 451,000 | 364,895 | ||||||
Clarios Global LP | ||||||||
8.50%, 5/15/2027(a)(b) | 837,000 | 816,703 | ||||||
Icahn Enterprises LP | ||||||||
6.25%, 5/15/2026 | 921,000 | 882,903 | ||||||
5.25%, 5/15/2027 | 169,000 | 153,722 | ||||||
2,218,223 | ||||||||
Automobiles - 1.4% | ||||||||
Aston Martin Capital Holdings Ltd. | ||||||||
10.50%, 11/30/2025(a)(b) | 763,000 | 763,244 | ||||||
Ford Motor Co. | ||||||||
3.25%, 2/12/2032 | 1,350,000 | 1,056,942 | ||||||
1,820,186 | ||||||||
Building Products - 1.1% | ||||||||
Builders FirstSource, Inc. | ||||||||
4.25%, 2/1/2032(a) | 541,000 | 431,845 | ||||||
SRM Escrow Issuer LLC | ||||||||
6.00%, 11/1/2028(a) | 425,000 | 385,518 | ||||||
Standard Industries, Inc. | ||||||||
4.38%, 7/15/2030(a) | 281,000 | 224,988 | ||||||
3.38%, 1/15/2031(a) | 554,000 | 411,782 | ||||||
1,454,133 | ||||||||
Capital Markets - 2.6% | ||||||||
Coinbase Global, Inc. | ||||||||
3.63%, 10/1/2031(a) | 1,352,000 | 823,145 | ||||||
Compass Group Diversified Holdings LLC | ||||||||
5.25%, 4/15/2029(a) | 663,000 | 564,379 | ||||||
Deutsche Bank AG | ||||||||
(SOFR + 2.76%), 3.73%, 1/14/2032(c) | 1,095,000 | 807,346 | ||||||
MSCI, Inc. | ||||||||
4.00%, 11/15/2029(a) | 850,000 | 756,593 | ||||||
3.88%, 2/15/2031(a) | 648,000 | 559,425 | ||||||
3,510,888 | ||||||||
Chemicals - 1.0% | ||||||||
SCIH Salt Holdings, Inc. | ||||||||
4.88%, 5/1/2028(a) | 541,000 | 463,469 | ||||||
Tronox, Inc. | ||||||||
4.63%, 3/15/2029(a) | 432,000 | 359,338 | ||||||
WR Grace Holdings LLC | ||||||||
5.63%, 8/15/2029(a) | 651,000 | 514,290 | ||||||
1,337,097 | ||||||||
Commercial Services & Supplies - 4.0% | ||||||||
Allied Universal Holdco LLC | ||||||||
6.63%, 7/15/2026(a) | 1,430,000 | 1,338,895 | ||||||
Aramark Services, Inc. | ||||||||
6.38%, 5/1/2025(a) | 11,000 | 10,904 | ||||||
5.00%, 2/1/2028(a)(b) | 942,000 | 866,941 | ||||||
Madison IAQ LLC | ||||||||
5.88%, 6/30/2029(a) | 370,000 | 304,377 | ||||||
Nielsen Finance LLC | ||||||||
5.63%, 10/1/2028(a) | 998,000 | 1,000,275 | ||||||
Prime Security Services Borrower LLC | ||||||||
5.75%, 4/15/2026(a) | 883,000 | 849,847 | ||||||
Vericast Corp. | ||||||||
11.00%, 9/15/2026(a) | 991,000 | 989,910 | ||||||
5,361,149 | ||||||||
Communications Equipment - 0.9% | ||||||||
Avaya, Inc. | ||||||||
6.13%, 9/15/2028(a) | 488,000 | 266,828 | ||||||
CommScope, Inc. | ||||||||
6.00%, 3/1/2026(a) | 824,000 | 778,763 | ||||||
4.75%, 9/1/2029(a) | 214,000 | 182,103 | ||||||
1,227,694 | ||||||||
Consumer Finance - 1.8% | ||||||||
Curo Group Holdings Corp. | ||||||||
7.50%, 8/1/2028(a) | 208,000 | 126,069 | ||||||
Ford Motor Credit Co. LLC | ||||||||
3.38%, 11/13/2025 | 873,000 | 796,988 | ||||||
OneMain Finance Corp. | ||||||||
6.13%, 3/15/2024 | 804,000 | 785,021 | ||||||
7.13%, 3/15/2026 | 526,000 | 494,816 | ||||||
VistaJet Malta Finance plc | ||||||||
6.38%, 2/1/2030(a) | 257,000 | 221,020 | ||||||
2,423,914 | ||||||||
Containers & Packaging - 2.4% | ||||||||
Ardagh Metal Packaging Finance USA LLC | ||||||||
4.00%, 9/1/2029(a) | 664,000 | 537,840 | ||||||
Ardagh Packaging Finance plc | ||||||||
4.13%, 8/15/2026(a) | 579,000 | 499,486 | ||||||
Ball Corp. | ||||||||
2.88%, 8/15/2030(b) | 840,000 | 681,299 | ||||||
Clydesdale Acquisition Holdings, Inc. | ||||||||
8.75%, 4/15/2030(a) | 457,000 | 397,130 |
High Yield-Interest Rate Hedged
Schedule of Portfolio Investments
August 31, 2022 (Unaudited)
Investments | Principal Amount ($) | Value ($) | ||||||
Pactiv Evergreen Group Issuer, Inc. | ||||||||
4.00%, 10/15/2027(a) | 755,000 | 659,002 | ||||||
Trivium Packaging Finance BV | ||||||||
5.50%, 8/15/2026(a)(d) | 467,000 | 448,320 | ||||||
3,223,077 | ||||||||
Diversified Financial Services - 1.4% | ||||||||
Jefferies Finance LLC | ||||||||
5.00%, 8/15/2028(a) | 416,000 | 355,509 | ||||||
Midcap Financial Issuer Trust | ||||||||
6.50%, 5/1/2028(a) | 394,000 | 337,855 | ||||||
MPH Acquisition Holdings LLC | ||||||||
5.75%, 11/1/2028(a)(b) | 980,000 | 779,715 | ||||||
Verscend Escrow Corp. | ||||||||
9.75%, 8/15/2026(a) | 418,000 | 422,009 | ||||||
1,895,088 | ||||||||
Diversified Telecommunication Services - 6.9% | ||||||||
Altice France SA | ||||||||
5.13%, 7/15/2029(a) | 1,223,000 | 929,064 | ||||||
5.50%, 10/15/2029(a) | 600,000 | 473,820 | ||||||
CCO Holdings LLC | ||||||||
4.75%, 3/1/2030(a) | 916,000 | 787,334 | ||||||
4.25%, 2/1/2031(a) | 1,428,000 | 1,165,170 | ||||||
Frontier Communications Holdings LLC | ||||||||
5.00%, 5/1/2028(a) | 1,357,000 | 1,189,356 | ||||||
Iliad Holding SASU | ||||||||
6.50%, 10/15/2026(a) | 591,000 | 540,044 | ||||||
Intelsat Jackson Holdings SA | ||||||||
6.50%, 3/15/2030(a) | 1,000,000 | 906,480 | ||||||
Level 3 Financing, Inc. | ||||||||
4.25%, 7/1/2028(a) | 92,000 | 76,475 | ||||||
Lumen Technologies, Inc. | ||||||||
5.13%, 12/15/2026(a) | 1,237,000 | 1,068,873 | ||||||
Virgin Media Secured Finance plc | ||||||||
5.50%, 5/15/2029(a) | 535,000 | 480,162 | ||||||
Windstream Escrow LLC | ||||||||
7.75%, 8/15/2028(a) | 497,000 | 432,552 | ||||||
Zayo Group Holdings, Inc. | ||||||||
4.00%, 3/1/2027(a) | 1,395,000 | 1,189,238 | ||||||
6.13%, 3/1/2028(a)(b) | 38,000 | 29,545 | ||||||
9,268,113 | ||||||||
Electric Utilities - 1.8% | ||||||||
NRG Energy, Inc. | ||||||||
3.63%, 2/15/2031(a) | 27,000 | 21,446 | ||||||
3.88%, 2/15/2032(a) | 827,000 | 655,398 | ||||||
PG&E Corp. | ||||||||
5.00%, 7/1/2028 | 64,000 | 56,773 | ||||||
5.25%, 7/1/2030 | 777,000 | 671,717 | ||||||
Vistra Operations Co. LLC | ||||||||
5.63%, 2/15/2027(a) | 625,000 | 602,434 | ||||||
5.00%, 7/31/2027(a) | 406,000 | 377,856 | ||||||
2,385,624 | ||||||||
Electrical Equipment - 0.3% | ||||||||
Sensata Technologies BV | ||||||||
4.00%, 4/15/2029(a) | 489,000 | 422,711 | ||||||
Energy Equipment & Services - 0.5% | ||||||||
Weatherford International Ltd. | ||||||||
8.63%, 4/30/2030(a) | 691,000 | 624,490 | ||||||
Entertainment - 1.1% | ||||||||
Lions Gate Capital Holdings LLC | ||||||||
5.50%, 4/15/2029(a) | 498,000 | 393,226 | ||||||
Live Nation Entertainment, Inc. | ||||||||
6.50%, 5/15/2027(a) | 470,000 | 469,236 | ||||||
ROBLOX Corp. | ||||||||
3.88%, 5/1/2030(a) | 749,000 | 624,794 | ||||||
1,487,256 | ||||||||
Equity Real Estate Investment Trusts (REITs) - 2.4% | ||||||||
Iron Mountain, Inc. | ||||||||
5.25%, 7/15/2030(a) | 215,000 | 190,275 | ||||||
4.50%, 2/15/2031(a) | 948,000 | 787,523 | ||||||
SBA Communications Corp. | ||||||||
3.88%, 2/15/2027 | 26,000 | 23,689 | ||||||
3.13%, 2/1/2029 | 1,297,000 | 1,068,631 | ||||||
Uniti Group LP | ||||||||
7.88%, 2/15/2025(a) | 648,000 | 640,156 | ||||||
6.50%, 2/15/2029(a) | 600,000 | 457,128 | ||||||
3,167,402 | ||||||||
Food & Staples Retailing - 1.7% | ||||||||
Albertsons Cos., Inc. | ||||||||
4.63%, 1/15/2027(a) | 645,000 | 588,601 | ||||||
3.50%, 3/15/2029(a) | 488,000 | 401,038 | ||||||
Performance Food Group, Inc. | ||||||||
5.50%, 10/15/2027(a) | 827,000 | 777,253 | ||||||
US Foods, Inc. | ||||||||
6.25%, 4/15/2025(a) | 488,000 | 490,377 | ||||||
2,257,269 | ||||||||
Food Products - 1.1% | ||||||||
Darling Ingredients, Inc. | ||||||||
6.00%, 6/15/2030(a) | 266,000 | 266,335 | ||||||
Post Holdings, Inc. | ||||||||
4.63%, 4/15/2030(a) | 548,000 | 475,919 | ||||||
4.50%, 9/15/2031(a) | 884,000 | 751,639 | ||||||
1,493,893 | ||||||||
Health Care Equipment & Supplies - 2.0% | ||||||||
Avantor Funding, Inc. | ||||||||
4.63%, 7/15/2028(a) | 387,000 | 352,123 | ||||||
Medline Borrower LP | ||||||||
3.88%, 4/1/2029(a) | 1,354,000 | 1,147,515 | ||||||
5.25%, 10/1/2029(a) | 1,402,000 | 1,178,269 | ||||||
2,677,907 | ||||||||
Health Care Providers & Services - 4.6% | ||||||||
Community Health Systems, Inc. | ||||||||
8.00%, 3/15/2026(a) | 1,076,000 | 1,006,060 | ||||||
5.63%, 3/15/2027(a) | 614,000 | 520,669 | ||||||
DaVita, Inc. | ||||||||
4.63%, 6/1/2030(a) | 1,314,000 | 1,057,823 | ||||||
3.75%, 2/15/2031(a) | 687,000 | 505,477 | ||||||
RegionalCare Hospital Partners Holdings, Inc. | ||||||||
9.75%, 12/1/2026(a) | 548,000 | 523,195 | ||||||
Select Medical Corp. | ||||||||
6.25%, 8/15/2026(a)(b) | 469,000 | 448,674 |
High
Yield-Interest Rate Hedged
Schedule of Portfolio Investments
August 31, 2022 (Unaudited)
Investments | Principal Amount ($) | Value ($) | ||||||
Tenet Healthcare Corp. | ||||||||
4.88%, 1/1/2026(a) | 1,348,000 | 1,284,711 | ||||||
6.13%, 10/1/2028(a) | 870,000 | 798,225 | ||||||
6,144,834 | ||||||||
Health Care Technology - 0.6% | ||||||||
IQVIA, Inc. | ||||||||
5.00%, 5/15/2027(a)(b) | 790,000 | 763,448 | ||||||
Hotels, Restaurants & Leisure - 8.6% | ||||||||
1011778 BC ULC | ||||||||
3.88%, 1/15/2028(a) | 1,056,000 | 938,832 | ||||||
4.00%, 10/15/2030(a) | 1,251,000 | 1,023,005 | ||||||
Caesars Entertainment, Inc. | ||||||||
6.25%, 7/1/2025(a) | 767,000 | 748,907 | ||||||
8.13%, 7/1/2027(a)(b) | 1,209,000 | 1,189,565 | ||||||
Carnival Corp. | ||||||||
5.75%, 3/1/2027(a) | 1,367,000 | 1,065,426 | ||||||
4.00%, 8/1/2028(a) | 1,272,000 | 1,058,915 | ||||||
CDI Escrow Issuer, Inc. | ||||||||
5.75%, 4/1/2030(a) | 500,000 | 463,245 | ||||||
Cedar Fair LP | ||||||||
5.50%, 5/1/2025(a) | 455,000 | 446,312 | ||||||
Fertitta Entertainment LLC | ||||||||
4.63%, 1/15/2029(a) | 102,000 | 89,722 | ||||||
6.75%, 1/15/2030(a)(b) | 739,000 | 602,610 | ||||||
Hilton Domestic Operating Co., Inc. | ||||||||
4.00%, 5/1/2031(a) | 293,000 | 247,631 | ||||||
3.63%, 2/15/2032(a) | 1,353,000 | 1,092,297 | ||||||
Mohegan Gaming & Entertainment | ||||||||
8.00%, 2/1/2026(a) | 463,000 | 404,569 | ||||||
NCL Corp. Ltd. | ||||||||
5.88%, 3/15/2026(a) | 1,060,000 | 857,164 | ||||||
Royal Caribbean Cruises Ltd. | ||||||||
11.50%, 6/1/2025(a) | 562,000 | 595,720 | ||||||
5.50%, 4/1/2028(a) | 730,000 | 561,428 | ||||||
Yum! Brands, Inc. | ||||||||
3.63%, 3/15/2031 | 210,000 | 176,862 | ||||||
11,562,210 | ||||||||
Independent Power and Renewable Electricity Producers - 0.8% | ||||||||
Calpine Corp. | ||||||||
4.50%, 2/15/2028(a) | 796,000 | 728,125 | ||||||
5.13%, 3/15/2028(a) | 405,000 | 360,225 | ||||||
1,088,350 | ||||||||
Insurance - 1.3% | ||||||||
Alliant Holdings Intermediate LLC | ||||||||
6.75%, 10/15/2027(a) | 553,000 | 502,290 | ||||||
HUB International Ltd. | ||||||||
7.00%, 5/1/2026(a) | 629,000 | 616,266 | ||||||
NFP Corp. | ||||||||
6.88%, 8/15/2028(a) | 771,000 | 633,916 | ||||||
1,752,472 | ||||||||
Interactive Media & Services - 0.9% | ||||||||
Twitter, Inc. | ||||||||
5.00%, 3/1/2030(a) | 1,294,000 | 1,214,737 | ||||||
Internet & Direct Marketing Retail - 0.2% | ||||||||
Rakuten Group, Inc. | ||||||||
(US Treasury Yield Curve Rate T Note Constant Maturity 5 Year + 4.96%), 6.25%, 4/22/2031(a)(c)(e) | 394,000 | 311,260 | ||||||
IT Services - 0.5% | ||||||||
Block, Inc. | ||||||||
2.75%, 6/1/2026 | 733,000 | 650,537 | ||||||
Machinery - 0.5% | ||||||||
TK Elevator US Newco, Inc. | ||||||||
5.25%, 7/15/2027(a) | 674,000 | 614,951 | ||||||
Media - 10.6% | ||||||||
AMC Networks, Inc. | ||||||||
4.25%, 2/15/2029 | 440,000 | 358,943 | ||||||
Clear Channel Outdoor Holdings, Inc. | ||||||||
5.13%, 8/15/2027(a) | 775,000 | 694,113 | ||||||
7.50%, 6/1/2029(a) | 168,000 | 135,660 | ||||||
CMG Media Corp. | ||||||||
8.88%, 12/15/2027(a) | 446,000 | 383,576 | ||||||
CSC Holdings LLC | ||||||||
5.75%, 1/15/2030(a) | 1,285,000 | 994,629 | ||||||
4.63%, 12/1/2030(a) | 719,000 | 523,072 | ||||||
Diamond Sports Group LLC | ||||||||
5.38%, 8/15/2026(a) | 468,000 | 88,920 | ||||||
6.63%, 8/15/2027(a) | 2,944,000 | 268,669 | ||||||
Directv Financing LLC | ||||||||
5.88%, 8/15/2027(a) | 1,321,000 | 1,218,623 | ||||||
DISH DBS Corp. | ||||||||
5.25%, 12/1/2026(a) | 1,944,000 | 1,605,015 | ||||||
Gray Escrow II, Inc. | ||||||||
5.38%, 11/15/2031(a) | 458,000 | 387,093 | ||||||
iHeartCommunications, Inc. | ||||||||
8.38%, 5/1/2027(b) | 648,000 | 568,659 | ||||||
News Corp. | ||||||||
3.88%, 5/15/2029(a) | 463,000 | 402,810 | ||||||
Nexstar Media, Inc. | ||||||||
5.63%, 7/15/2027(a) | 762,000 | 725,557 | ||||||
4.75%, 11/1/2028(a) | 552,000 | 499,560 | ||||||
Radiate Holdco LLC | ||||||||
6.50%, 9/15/2028(a) | 349,000 | 260,005 | ||||||
Sirius XM Radio, Inc. | ||||||||
4.00%, 7/15/2028(a) | 816,000 | 710,960 | ||||||
3.88%, 9/1/2031(a) | 500,000 | 403,750 | ||||||
Stagwell Global LLC | ||||||||
5.63%, 8/15/2029(a) | 833,000 | 706,426 | ||||||
TEGNA, Inc. | ||||||||
4.63%, 3/15/2028(b) | 1,358,000 | 1,301,127 | ||||||
5.00%, 9/15/2029(b) | 92,000 | 88,063 | ||||||
Univision Communications, Inc. | ||||||||
6.63%, 6/1/2027(a) | 226,000 | 218,092 | ||||||
4.50%, 5/1/2029(a) | 924,000 | 808,269 |
High
Yield-Interest Rate Hedged
Schedule of Portfolio Investments
August 31, 2022 (Unaudited)
Investments | Principal Amount ($) | Value ($) | ||||||
UPC Broadband Finco BV | ||||||||
4.88%, 7/15/2031(a) | 674,000 | 582,990 | ||||||
VZ Secured Financing BV | ||||||||
5.00%, 1/15/2032(a) | 400,000 | 326,140 | ||||||
14,260,721 | ||||||||
Metals & Mining - 1.2% | ||||||||
First Quantum Minerals Ltd. | ||||||||
6.88%, 10/15/2027(a) | 1,095,000 | 1,044,356 | ||||||
Novelis Corp. | ||||||||
4.75%, 1/30/2030(a)(b) | 724,000 | 629,880 | ||||||
1,674,236 | ||||||||
Multiline Retail - 0.2% | ||||||||
NMG Holding Co., Inc. | ||||||||
7.13%, 4/1/2026(a) | 304,000 | 284,414 | ||||||
Oil, Gas & Consumable Fuels - 9.7% | ||||||||
Cheniere Energy Partners LP | ||||||||
4.50%, 10/1/2029 | 938,000 | 860,615 | ||||||
Cheniere Energy, Inc. | ||||||||
4.63%, 10/15/2028 | 340,000 | 327,121 | ||||||
CITGO Petroleum Corp. | ||||||||
7.00%, 6/15/2025(a) | 428,000 | 416,217 | ||||||
Comstock Resources, Inc. | ||||||||
6.75%, 3/1/2029(a) | 841,000 | 802,713 | ||||||
CQP Holdco LP | ||||||||
5.50%, 6/15/2031(a) | 587,000 | 519,184 | ||||||
CrownRock LP | ||||||||
5.63%, 10/15/2025(a) | 525,000 | 516,968 | ||||||
DT Midstream, Inc. | ||||||||
4.38%, 6/15/2031(a) | 1,503,000 | 1,285,065 | ||||||
Endeavor Energy Resources LP | ||||||||
5.75%, 1/30/2028(a) | 202,000 | 199,758 | ||||||
EQM Midstream Partners LP | ||||||||
4.75%, 1/15/2031(a) | 407,000 | 351,998 | ||||||
Genesis Energy LP | ||||||||
8.00%, 1/15/2027 | 430,000 | 404,112 | ||||||
ITT Holdings LLC | ||||||||
6.50%, 8/1/2029(a) | 509,000 | 429,896 | ||||||
Kinetik Holdings LP | ||||||||
5.88%, 6/15/2030(a) | 508,000 | 482,646 | ||||||
Matador Resources Co. | ||||||||
5.88%, 9/15/2026 | 381,000 | 372,942 | ||||||
MEG Energy Corp. | ||||||||
7.13%, 2/1/2027(a) | 328,000 | 331,444 | ||||||
New Fortress Energy, Inc. | ||||||||
6.75%, 9/15/2025(a) | 423,000 | 407,749 | ||||||
6.50%, 9/30/2026(a) | 952,000 | 896,846 | ||||||
NGL Energy Operating LLC | ||||||||
7.50%, 2/1/2026(a) | 1,119,000 | 1,011,542 | ||||||
Occidental Petroleum Corp. | ||||||||
6.63%, 9/1/2030 | 292,000 | 311,944 | ||||||
6.45%, 9/15/2036 | 966,000 | 1,030,201 | ||||||
Southwestern Energy Co. | ||||||||
5.38%, 3/15/2030(b) | 151,000 | 141,529 | ||||||
4.75%, 2/1/2032 | 804,000 | 716,655 | ||||||
Tullow Oil plc | ||||||||
10.25%, 5/15/2026(a) | 660,000 | 612,480 | ||||||
Venture Global Calcasieu Pass LLC | ||||||||
4.13%, 8/15/2031(a) | 455,000 | 395,083 | ||||||
3.88%, 11/1/2033(a) | 249,000 | 207,708 | ||||||
13,032,416 | ||||||||
Pharmaceuticals - 2.3% | ||||||||
Bausch Health Americas, Inc. | ||||||||
8.50%, 1/31/2027(a) | 1,013,000 | 476,333 | ||||||
Bausch Health Cos., Inc. | ||||||||
5.50%, 11/1/2025(a) | 577,000 | 478,910 | ||||||
Organon & Co. | ||||||||
4.13%, 4/30/2028(a) | 2,088,000 | 1,873,291 | ||||||
5.13%, 4/30/2031(a) | 329,000 | 287,875 | ||||||
3,116,409 | ||||||||
Real Estate Management & Development - 0.3% | ||||||||
Realogy Group LLC | ||||||||
5.25%, 4/15/2030(a) | 524,000 | 394,824 | ||||||
Road & Rail - 1.1% | ||||||||
Hertz Corp. (The) | ||||||||
5.00%, 12/1/2029(a) | 468,000 | 376,455 | ||||||
Uber Technologies, Inc. | ||||||||
8.00%, 11/1/2026(a) | 1,078,000 | 1,089,062 | ||||||
1,465,517 | ||||||||
Software - 2.0% | ||||||||
Condor Merger Sub, Inc. | ||||||||
7.38%, 2/15/2030(a) | 991,000 | 827,386 | ||||||
NCR Corp. | ||||||||
5.13%, 4/15/2029(a) | 476,000 | 444,474 | ||||||
SS&C Technologies, Inc. | ||||||||
5.50%, 9/30/2027(a) | 1,146,000 | 1,083,238 | ||||||
Veritas US, Inc. | ||||||||
7.50%, 9/1/2025(a) | 434,000 | 333,746 | ||||||
2,688,844 | ||||||||
Specialty Retail - 3.0% | ||||||||
Bath & Body Works, Inc. | ||||||||
6.63%, 10/1/2030(a) | 464,000 | 421,525 | ||||||
Carvana Co. | ||||||||
10.25%, 5/1/2030(a) | 1,216,000 | 966,757 | ||||||
LCM Investments Holdings II LLC | ||||||||
4.88%, 5/1/2029(a) | 415,000 | 346,444 | ||||||
Michaels Cos., Inc. (The) | ||||||||
7.88%, 5/1/2029(a)(b) | 401,000 | 266,665 | ||||||
PetSmart, Inc. | ||||||||
4.75%, 2/15/2028(a) | 1,128,000 | 1,005,181 | ||||||
7.75%, 2/15/2029(a) | 357,000 | 335,578 | ||||||
Staples, Inc. | ||||||||
7.50%, 4/15/2026(a) | 665,000 | 561,965 | ||||||
10.75%, 4/15/2027(a)(b) | 221,000 | 162,435 | ||||||
4,066,550 | ||||||||
Thrifts & Mortgage Finance - 0.6% | ||||||||
Rocket Mortgage LLC | ||||||||
3.88%, 3/1/2031(a) | 1,092,000 | 854,807 |
High
Yield-Interest Rate Hedged
Schedule of Portfolio Investments
August 31, 2022 (Unaudited)
Investments | Principal Amount ($) | Value ($) | ||||||
Trading Companies & Distributors - 2.5% | ||||||||
Fortress Transportation and Infrastructure Investors LLC | ||||||||
5.50%, 5/1/2028(a) | 463,000 | 395,981 | ||||||
H&E Equipment Services, Inc. | ||||||||
3.88%, 12/15/2028(a) | 510,000 | 430,889 | ||||||
Herc Holdings, Inc. | ||||||||
5.50%, 7/15/2027(a) | 800,000 | 755,904 | ||||||
Imola Merger Corp. | ||||||||
4.75%, 5/15/2029(a) | 703,000 | 596,822 | ||||||
WESCO Distribution, Inc. | ||||||||
7.13%, 6/15/2025(a) | 962,000 | 962,133 | ||||||
7.25%, 6/15/2028(a) | 228,000 | 230,394 | ||||||
3,372,123 | ||||||||
Wireless Telecommunication Services - 0.8% | ||||||||
Vmed O2 UK Financing I plc | ||||||||
4.25%, 1/31/2031(a) | 1,112,000 | 896,761 | ||||||
4.75%, 7/15/2031(a) | 184,000 | 151,800 | ||||||
1,048,561 | ||||||||
TOTAL CORPORATE BONDS (Cost $146,030,016) | 128,563,460 |
Investments | Shares | Value ($) | ||||||
SECURITIES LENDING REINVESTMENTS(f) - 2.0% | ||||||||
INVESTMENT COMPANIES - 2.0% | ||||||||
BlackRock Liquidity FedFund, Institutional Class | ||||||||
2.02% (Cost $2,749,685) | 2,749,685 | 2,749,685 |
Investments | Principal Amount ($) | Value ($) | ||||||
SHORT-TERM INVESTMENTS - 3.6% | ||||||||
REPURCHASE AGREEMENTS(g) - 3.6% | ||||||||
Repurchase Agreements with various counterparties, rates 1.90% - 2.25%, dated 8/31/2022, due 9/1/2022, total to be received $4,903,649 | ||||||||
(Cost $4,903,351) | 4,903,351 | 4,903,351 | ||||||
Total Investments - 101.4% (Cost $153,683,052) | 136,216,496 | |||||||
Liabilities in excess of other assets - (1.4%) | (1,872,097 | ) | ||||||
Net Assets - 100.0% | 134,344,399 |
(a) | Securities exempt from registration under Rule 144A or section 4(2), of the Securities Act of 1933. Under procedures approved by the Board of Trustees, such securities have been determined to be liquid by the investment adviser and may be resold, normally to qualified institutional buyers in transactions exempt from registration. |
(b) | The security or a portion of this security is on loan at August 31, 2022. The total value of securities on loan at August 31, 2022 was $6,195,712, collateralized in the form of cash with a value of $2,749,685 that was reinvested in the securities shown in the Securities Lending Reinvestment section of the Schedule of Investments and $3,744,206 of collateral in the form of U.S. Government Treasury Securities, interest rates ranging from 0.13% – 3.88%, and maturity dates ranging from November 15, 2022 – February 15, 2049. The total value of collateral is $6,493,891. |
(c) | Variable or floating rate security, linked to the referenced benchmark. The interest rate shown is the rate in effect as of August 31, 2022. |
(d) | Step bond. Interest rate is a fixed rate for an initial period that either resets at a specific date or may reset in the future at a contingent upon predetermined trigger. The interest rate shown was the current rate as of August 31, 2022. |
(e) | Perpetual security. The rate reflected was the rate in effect on August 31, 2022. The maturity date reflects the next call date. |
(f) | The security was purchased with cash collateral held from securities on loan at August 31, 2022. The total value of securities purchased was $2,749,685. |
(g) | The Fund invests in Repurchase Agreements jointly with other funds in the Trust. See "Repurchase Agreements" in the Notes to Schedules of Portfolio Investments to view the details of each individual agreement and counterparty as well as a description of the securities subject to repurchase. |
High
Yield-Interest Rate Hedged
Schedule of Portfolio Investments
August 31, 2022 (Unaudited)
Futures Contracts Sold | ||||||||||||||||
High Yield-Interest Rate Hedged had the following open short futures contracts as of August 31, 2022: | ||||||||||||||||
Number of Contracts | Expiration Date | Trading Currency | Notional Amount | Value and Unrealized Appreciation | ||||||||||||
U.S. Treasury 10 Year Note | 485 | 12/20/2022 | USD | $ | 56,699,531 | $ | 461,430 | |||||||||
U.S. Treasury 2 Year Note | 90 | 12/30/2022 | USD | 18,749,532 | 33,128 | |||||||||||
U.S. Treasury 5 Year Note | 544 | 12/30/2022 | USD | 60,286,250 | 318,491 | |||||||||||
$ | 813,049 |
Abbreviations | |
USD | U.S. Dollar |
Inflation
Expectations ETF
Schedule of Portfolio Investments
August 31, 2022 (Unaudited)
Investments | Principal Amount ($) | Value ($) | ||||||
SHORT-TERM INVESTMENTS - 94.3% | ||||||||
REPURCHASE AGREEMENTS(a) - 94.3% | ||||||||
Repurchase Agreements with various counterparties, rates 1.90% - 2.25%, dated 8/31/2022, due 9/1/2022, total to be received $67,399,415 | ||||||||
(Cost $67,395,296) | 67,395,296 | 67,395,296 | ||||||
Total Investments - 94.3% (Cost $67,395,296) | 67,395,296 | |||||||
Other assets less liabilities - 5.7% | 4,058,632 | |||||||
Net Assets - 100.0% | 71,453,928 |
(a) | The Fund invests in Repurchase Agreements jointly with other funds in the Trust. See "Repurchase Agreements" in the Notes to Schedules of Portfolio Investments to view the details of each individual agreement and counterparty as well as a description of the securities subject to repurchase. |
Inflation Expectations ETF
Schedule of Portfolio Investments
August 31, 2022 (Unaudited)
Swap Agreements
Inflation Expectations ETF had the following open non-exchange traded total return swap agreements as of August 31, 2022:
Notional Amount ($) | Termination Datea | Counterparty | Rate Paid (Received)b | Reference Instrument | Value and Unrealized Appreciation/ (Depreciation) ($) | ||||||||||
16,387,881 | 2/8/2023 | Citibank NA | 2.07 | % | FTSE 30-Year TIPS (Treasury Rate-Hedged) Index (long exposure to 30-year Treasury Inflation-Protected Securities (TIPS) bond)c | (690,366 | ) | ||||||||
60,023,665 | 2/8/2023 | Citibank NA | 1.98 | % | FTSE 30-Year TIPS (Treasury Rate-Hedged) Index (long exposure to 30-year Treasury Bond inverse index)c | 983,807 | |||||||||
55,056,167 | 2/8/2023 | Societe Generale | 2.42 | % | FTSE 30-Year TIPS (Treasury Rate-Hedged) Index (long exposure to 30-year Treasury Inflation-Protected Securities (TIPS) bond)c | (3,650,530 | ) | ||||||||
59,476,938 | 2/8/2023 | Societe Generale | 1.87 | % | FTSE 30-Year TIPS (Treasury Rate-Hedged) Index (long exposure to 30-year Treasury Bond inverse index)c | 1,274,623 | |||||||||
190,944,651 | (2,082,466 | ) | |||||||||||||
Total Unrealized Appreciation | 2,258,430 | ||||||||||||||
Total Unrealized Depreciation | (4,340,896 | ) |
a | Agreements may be terminated at will by either party without penalty. Payment is due at termination/maturity. |
b | Reflects the floating financing rate, as of August 31, 2022, on the notional amount of the swap agreement paid to the counterparty or received from the counterparty, excluding any commissions. This amount is included as part of the unrealized appreciation/(depreciation). |
c | Certain underlying component disclosures related to this index may be found on the website at www.proshares.com/media/FTSE30-Year_TIPS_August.pdf. |
Investment
Grade-Interest Rate Hedged
Schedule of Portfolio Investments
August 31, 2022 (Unaudited)
Investments | Principal Amount ($) | Value ($) | ||||||
CORPORATE BONDS - 95.0% | ||||||||
Aerospace & Defense - 1.2% | ||||||||
Lockheed Martin Corp. | ||||||||
4.07%, 12/15/2042 | 1,580,000 | 1,473,002 | ||||||
Raytheon Technologies Corp. | ||||||||
4.50%, 6/1/2042 | 4,235,000 | 4,024,627 | ||||||
5,497,629 | ||||||||
Air Freight & Logistics - 0.4% | ||||||||
United Parcel Service, Inc. | ||||||||
6.20%, 1/15/2038 | 1,656,000 | 1,951,960 | ||||||
Automobiles - 1.2% | ||||||||
General Motors Co. | ||||||||
6.25%, 10/2/2043 | 1,873,000 | 1,809,971 | ||||||
5.20%, 4/1/2045 | 1,514,000 | 1,277,708 | ||||||
Mercedes-Benz Finance North America LLC | ||||||||
8.50%, 1/18/2031 | 1,838,000 | 2,327,018 | ||||||
5,414,697 | ||||||||
Banks - 25.8% | ||||||||
Banco Santander SA | ||||||||
4.38%, 4/12/2028 | 1,456,000 | 1,373,071 | ||||||
3.31%, 6/27/2029 | 1,750,000 | 1,579,260 | ||||||
3.49%, 5/28/2030 | 881,000 | 755,740 | ||||||
Bank of America Corp. | ||||||||
6.11%, 1/29/2037 | 1,363,000 | 1,449,574 | ||||||
7.75%, 5/14/2038 | 660,000 | 817,315 | ||||||
5.88%, 2/7/2042 | 3,783,000 | 4,117,397 | ||||||
5.00%, 1/21/2044 | 2,512,000 | 2,447,607 | ||||||
Bank of America NA | ||||||||
6.00%, 10/15/2036 | 2,205,000 | 2,393,668 | ||||||
Barclays plc | ||||||||
5.25%, 8/17/2045 | 756,000 | 705,060 | ||||||
4.95%, 1/10/2047 | 3,031,000 | 2,794,837 | ||||||
Citigroup, Inc. | ||||||||
4.13%, 7/25/2028 | 5,744,000 | 5,486,730 | ||||||
6.63%, 6/15/2032 | 1,659,000 | 1,805,641 | ||||||
8.13%, 7/15/2039 | 148,000 | 193,752 | ||||||
6.68%, 9/13/2043 | 721,000 | 817,903 | ||||||
4.65%, 7/30/2045 | 4,402,000 | 4,052,148 | ||||||
Cooperatieve Rabobank UA | ||||||||
5.25%, 5/24/2041 | 2,121,000 | 2,299,861 | ||||||
5.75%, 12/1/2043 | 1,114,000 | 1,152,788 | ||||||
5.25%, 8/4/2045 | 1,615,000 | 1,567,139 | ||||||
Fifth Third Bancorp | ||||||||
8.25%, 3/1/2038 | 1,151,000 | 1,487,390 | ||||||
HSBC Holdings plc | ||||||||
4.95%, 3/31/2030 | 7,478,000 | 7,270,343 | ||||||
6.50%, 5/2/2036 | 5,406,000 | 5,664,157 | ||||||
6.50%, 9/15/2037 | 4,000 | 4,165 | ||||||
5.25%, 3/14/2044 | 2,000 | 1,829 | ||||||
ING Groep NV | ||||||||
4.55%, 10/2/2028(a) | 1,646,000 | 1,596,301 | ||||||
4.05%, 4/9/2029 | 1,086,000 | 1,018,235 | ||||||
JPMorgan Chase & Co. | ||||||||
6.40%, 5/15/2038 | 1,376,000 | 1,571,883 | ||||||
5.50%, 10/15/2040 | 1,075,000 | 1,140,194 | ||||||
5.60%, 7/15/2041 | 3,417,000 | 3,643,070 | ||||||
5.40%, 1/6/2042 | 2,062,000 | 2,132,027 | ||||||
5.63%, 8/16/2043 | 2,582,000 | 2,684,901 | ||||||
4.85%, 2/1/2044 | 541,000 | 536,023 | ||||||
4.95%, 6/1/2045 | 1,769,000 | 1,700,766 | ||||||
Lloyds Banking Group plc | ||||||||
4.38%, 3/22/2028 | 1,235,000 | 1,195,164 | ||||||
4.55%, 8/16/2028 | 1,343,000 | 1,304,550 | ||||||
4.34%, 1/9/2048 | 2,809,000 | 2,301,244 | ||||||
Mitsubishi UFJ Financial Group, Inc. | ||||||||
3.96%, 3/2/2028 | 908,000 | 876,928 | ||||||
4.05%, 9/11/2028 | 2,875,000 | 2,774,570 | ||||||
3.74%, 3/7/2029 | 3,015,000 | 2,859,147 | ||||||
3.20%, 7/18/2029 | 480,000 | 436,440 | ||||||
2.56%, 2/25/2030 | 3,299,000 | 2,824,996 | ||||||
2.05%, 7/17/2030 | 1,060,000 | 862,831 | ||||||
Mizuho Financial Group, Inc. | ||||||||
4.02%, 3/5/2028 | 2,130,000 | 2,031,994 | ||||||
2.56%, 9/13/2031 | 460,000 | 362,410 | ||||||
PNC Bank NA | ||||||||
4.05%, 7/26/2028 | 1,625,000 | 1,571,851 | ||||||
Royal Bank of Canada | ||||||||
2.30%, 11/3/2031 | 3,431,000 | 2,854,982 | ||||||
Sumitomo Mitsui Financial Group, Inc. | ||||||||
1.90%, 9/17/2028 | 416,000 | 348,613 | ||||||
3.04%, 7/16/2029 | 3,633,000 | 3,219,725 | ||||||
2.75%, 1/15/2030 | 3,510,000 | 3,031,561 | ||||||
2.13%, 7/8/2030 | 1,902,000 | 1,561,494 | ||||||
2.22%, 9/17/2031(a) | 303,000 | 244,011 | ||||||
Toronto-Dominion Bank (The) | ||||||||
3.20%, 3/10/2032 | 2,333,000 | 2,080,539 | ||||||
4.46%, 6/8/2032 | 1,905,000 | 1,871,709 | ||||||
Wells Fargo & Co. | ||||||||
5.38%, 11/2/2043 | 2,478,000 | 2,478,884 | ||||||
5.61%, 1/15/2044 | 2,613,000 | 2,652,232 | ||||||
4.65%, 11/4/2044 | 2,255,000 | 2,039,655 | ||||||
3.90%, 5/1/2045 | 3,660,000 | 3,106,665 | ||||||
4.90%, 11/17/2045 | 153,000 | 141,835 | ||||||
4.40%, 6/14/2046 | 623,000 | 547,298 | ||||||
4.75%, 12/7/2046 | 2,185,000 | 2,001,543 | ||||||
Wells Fargo Bank NA | ||||||||
6.60%, 1/15/2038 | 495,000 | 568,666 | ||||||
Westpac Banking Corp. | ||||||||
1.95%, 11/20/2028 | 1,723,000 | 1,502,607 | ||||||
2.15%, 6/3/2031(a) | 1,277,000 | 1,075,082 | ||||||
4.42%, 7/24/2039 | 628,000 | 554,380 | ||||||
2.96%, 11/16/2040 | 2,977,000 | 2,127,357 | ||||||
119,671,738 | ||||||||
Beverages - 4.1% | ||||||||
Anheuser-Busch InBev Worldwide, Inc. | ||||||||
4.95%, 1/15/2042 | 1,777,000 | 1,742,405 | ||||||
3.75%, 7/15/2042 | 1,314,000 | 1,086,024 | ||||||
Coca-Cola Co. (The) | ||||||||
1.00%, 3/15/2028 | 3,872,000 | 3,344,195 | ||||||
2.13%, 9/6/2029 | 217,000 | 193,728 |
Investment Grade-Interest Rate Hedged
Schedule of Portfolio Investments
August 31, 2022 (Unaudited)
Investments | Principal Amount ($) | Value ($) | ||||||
3.45%, 3/25/2030 | 2,470,000 | 2,384,152 | ||||||
1.38%, 3/15/2031 | 48,000 | 39,139 | ||||||
2.50%, 6/1/2040 | 4,243,000 | 3,285,023 | ||||||
2.60%, 6/1/2050 | 3,791,000 | 2,774,986 | ||||||
3.00%, 3/5/2051 | 3,628,000 | 2,846,920 | ||||||
2.50%, 3/15/2051 | 2,000 | 1,427 | ||||||
Molson Coors Beverage Co. | ||||||||
5.00%, 5/1/2042 | 1,541,000 | 1,433,588 | ||||||
19,131,587 | ||||||||
Biotechnology - 0.5% | ||||||||
AbbVie, Inc. | ||||||||
4.40%, 11/6/2042 | 2,771,000 | 2,515,101 | ||||||
Capital Markets - 6.3% | ||||||||
Credit Suisse Group AG | ||||||||
4.88%, 5/15/2045 | 2,290,000 | 1,850,653 | ||||||
Goldman Sachs Group, Inc. (The) | ||||||||
6.13%, 2/15/2033 | 14,000 | 15,222 | ||||||
6.75%, 10/1/2037 | 8,628,000 | 9,594,915 | ||||||
6.25%, 2/1/2041 | 750,000 | 836,468 | ||||||
5.15%, 5/22/2045 | 2,557,000 | 2,431,301 | ||||||
Jefferies Group LLC | ||||||||
4.15%, 1/23/2030 | 1,377,000 | 1,240,427 | ||||||
Morgan Stanley | ||||||||
6.38%, 7/24/2042 | 1,907,000 | 2,180,091 | ||||||
4.30%, 1/27/2045 | 5,577,000 | 5,001,228 | ||||||
4.38%, 1/22/2047 | 1,187,000 | 1,089,618 | ||||||
Nomura Holdings, Inc. | ||||||||
2.17%, 7/14/2028 | 746,000 | 625,675 | ||||||
3.10%, 1/16/2030 | 3,001,000 | 2,559,833 | ||||||
2.68%, 7/16/2030 | 341,000 | 278,770 | ||||||
2.61%, 7/14/2031 | 1,527,000 | 1,224,115 | ||||||
28,928,316 | ||||||||
Communications Equipment - 1.1% | ||||||||
Cisco Systems, Inc. | ||||||||
5.90%, 2/15/2039 | 3,287,000 | 3,736,805 | ||||||
5.50%, 1/15/2040 | 1,167,000 | 1,275,711 | ||||||
5,012,516 | ||||||||
Consumer Finance - 1.1% | ||||||||
Ally Financial, Inc. | ||||||||
8.00%, 11/1/2031 | 2,503,000 | 2,791,538 | ||||||
American Express Co. | ||||||||
4.05%, 12/3/2042 | 1,421,000 | 1,294,776 | ||||||
Toyota Motor Credit Corp. | ||||||||
3.38%, 4/1/2030 | 1,289,000 | 1,218,815 | ||||||
5,305,129 | ||||||||
Diversified Financial Services - 2.9% | ||||||||
Berkshire Hathaway, Inc. | ||||||||
4.50%, 2/11/2043 | 412,000 | 400,256 | ||||||
Shell International Finance BV | ||||||||
4.13%, 5/11/2035 | 638,000 | 607,723 | ||||||
6.38%, 12/15/2038 | 2,857,000 | 3,332,005 | ||||||
5.50%, 3/25/2040 | 1,949,000 | 2,103,311 | ||||||
4.55%, 8/12/2043 | 3,000 | 2,881 | ||||||
4.38%, 5/11/2045 | 3,010,000 | 2,825,693 | ||||||
4.00%, 5/10/2046 | 1,663,000 | 1,486,045 | ||||||
3.75%, 9/12/2046 | 3,204,000 | 2,756,789 | ||||||
13,514,703 | ||||||||
Diversified Telecommunication Services - 5.7% | ||||||||
Sprint Capital Corp. | ||||||||
6.88%, 11/15/2028 | 3,216,000 | 3,395,919 | ||||||
8.75%, 3/15/2032 | 2,600,000 | 3,138,772 | ||||||
Telefonica Emisiones SA | ||||||||
7.05%, 6/20/2036 | 2,895,000 | 3,174,321 | ||||||
5.21%, 3/8/2047 | 2,774,000 | 2,405,866 | ||||||
4.90%, 3/6/2048 | 1,612,000 | 1,339,074 | ||||||
Verizon Communications, Inc. | ||||||||
4.33%, 9/21/2028 | 453,000 | 447,450 | ||||||
4.50%, 8/10/2033 | 2,788,000 | 2,692,696 | ||||||
4.27%, 1/15/2036 | 2,785,000 | 2,575,755 | ||||||
5.25%, 3/16/2037 | 11,000 | 11,186 | ||||||
4.81%, 3/15/2039 | 2,724,000 | 2,653,496 | ||||||
4.86%, 8/21/2046 | 4,722,000 | 4,605,061 | ||||||
4.52%, 9/15/2048 | 5,000 | 4,646 | ||||||
26,444,242 | ||||||||
Electric Utilities - 0.5% | ||||||||
Duke Energy Florida LLC | ||||||||
6.40%, 6/15/2038 | 913,000 | 1,060,173 | ||||||
Georgia Power Co. | ||||||||
4.30%, 3/15/2042 | 1,566,000 | 1,395,760 | ||||||
2,455,933 | ||||||||
Electrical Equipment - 0.3% | ||||||||
Eaton Corp. | ||||||||
4.15%, 11/2/2042 | 1,365,000 | 1,228,514 | ||||||
Energy Equipment & Services - 0.6% | ||||||||
Baker Hughes Holdings LLC | ||||||||
5.13%, 9/15/2040 | 1,456,000 | 1,411,663 | ||||||
Halliburton Co. | ||||||||
7.45%, 9/15/2039 | 1,179,000 | 1,368,600 | ||||||
2,780,263 | ||||||||
Entertainment - 2.5% | ||||||||
Netflix, Inc. | ||||||||
4.88%, 4/15/2028 | 2,549,000 | 2,478,903 | ||||||
5.88%, 11/15/2028 | 1,719,000 | 1,740,092 | ||||||
TWDC Enterprises 18 Corp. | ||||||||
4.13%, 6/1/2044 | 3,503,000 | 3,224,945 | ||||||
Walt Disney Co. (The) | ||||||||
3.80%, 3/22/2030 | 4,159,000 | 4,029,108 | ||||||
2.65%, 1/13/2031 | 4,000 | 3,535 | ||||||
6.65%, 11/15/2037 | 7,000 | 8,334 | ||||||
11,484,917 | ||||||||
Food & Staples Retailing - 0.7% | ||||||||
Walmart, Inc. | ||||||||
5.25%, 9/1/2035 | 2,980,000 | 3,276,615 | ||||||
6.50%, 8/15/2037 | 7,000 | 8,715 | ||||||
3,285,330 | ||||||||
Food Products - 0.8% | ||||||||
Kraft Heinz Foods Co. | ||||||||
5.00%, 6/4/2042 | 2,479,000 | 2,317,185 | ||||||
Unilever Capital Corp. | ||||||||
5.90%, 11/15/2032 | 1,408,000 | 1,594,964 | ||||||
3,912,149 |
Investment
Grade-Interest Rate Hedged
Schedule of Portfolio Investments
August 31, 2022 (Unaudited)
Investments | Principal Amount ($) | Value ($) | ||||||
Health Care Equipment & Supplies - 1.1% | ||||||||
Medtronic, Inc. | ||||||||
4.38%, 3/15/2035 | 3,770,000 | 3,753,845 | ||||||
4.63%, 3/15/2045 | 1,159,000 | 1,168,176 | ||||||
4,922,021 | ||||||||
Health Care Providers & Services - 2.4% | ||||||||
Ascension Health | ||||||||
3.95%, 11/15/2046 | 1,897,000 | 1,733,441 | ||||||
Elevance Health, Inc. | ||||||||
4.65%, 1/15/2043 | 1,048,000 | 994,168 | ||||||
UnitedHealth Group, Inc. | ||||||||
3.85%, 6/15/2028 | 2,639,000 | 2,611,403 | ||||||
2.88%, 8/15/2029 | 1,209,000 | 1,112,013 | ||||||
2.00%, 5/15/2030 | 1,674,000 | 1,429,367 | ||||||
4.63%, 7/15/2035 | 1,214,000 | 1,212,996 | ||||||
6.88%, 2/15/2038 | 7,000 | 8,531 | ||||||
4.75%, 7/15/2045 | 2,240,000 | 2,216,098 | ||||||
11,318,017 | ||||||||
Household Products - 0.5% | ||||||||
Procter & Gamble Co. (The) | ||||||||
3.00%, 3/25/2030 | 2,138,000 | 2,016,581 | ||||||
1.20%, 10/29/2030(a) | 61,000 | 49,724 | ||||||
1.95%, 4/23/2031 | 40,000 | 34,550 | ||||||
2,100,855 | ||||||||
Industrial Conglomerates - 2.5% | ||||||||
GE Capital International Funding Co. Unlimited Co. | ||||||||
4.42%, 11/15/2035 | 8,319,000 | 7,892,001 | ||||||
General Electric Co. | ||||||||
Series A, 6.75%, 3/15/2032 | 3,227,000 | 3,661,474 | ||||||
11,553,475 | ||||||||
Insurance - 1.5% | ||||||||
AXA SA | ||||||||
8.60%, 12/15/2030 | 1,627,000 | 2,025,615 | ||||||
MetLife, Inc. | ||||||||
5.70%, 6/15/2035 | 1,834,000 | 1,997,447 | ||||||
4.05%, 3/1/2045 | 1,879,000 | 1,662,920 | ||||||
Prudential plc | ||||||||
3.13%, 4/14/2030 | 1,363,000 | 1,219,906 | ||||||
6,905,888 | ||||||||
IT Services - 2.3% | ||||||||
International Business Machines Corp. | ||||||||
3.50%, 5/15/2029 | 6,700,000 | 6,336,021 | ||||||
4.15%, 5/15/2039 | 3,052,000 | 2,764,931 | ||||||
4.00%, 6/20/2042 | 1,720,000 | 1,488,578 | ||||||
4.25%, 5/15/2049 | 6,000 | 5,348 | ||||||
10,594,878 | ||||||||
Machinery - 0.4% | ||||||||
Caterpillar, Inc. | ||||||||
3.80%, 8/15/2042 | 2,132,000 | 1,939,682 | ||||||
Media - 2.5% | ||||||||
Comcast Corp. | ||||||||
4.25%, 1/15/2033 | 1,941,000 | 1,887,666 | ||||||
Paramount Global | ||||||||
6.88%, 4/30/2036 | 1,262,000 | 1,301,491 | ||||||
4.38%, 3/15/2043 | 1,941,000 | 1,470,306 | ||||||
Time Warner Cable LLC | ||||||||
6.55%, 5/1/2037 | 5,201,000 | 5,131,999 | ||||||
7.30%, 7/1/2038 | 334,000 | 343,466 | ||||||
6.75%, 6/15/2039 | 1,181,000 | 1,151,174 | ||||||
Time Warner Entertainment Co. LP | ||||||||
8.38%, 7/15/2033 | 357,000 | 411,691 | ||||||
11,697,793 | ||||||||
Metals & Mining - 3.2% | ||||||||
BHP Billiton Finance USA Ltd. | ||||||||
4.13%, 2/24/2042 | 2,061,000 | 1,903,725 | ||||||
5.00%, 9/30/2043 | 2,453,000 | 2,491,200 | ||||||
Rio Tinto Finance USA Ltd. | ||||||||
5.20%, 11/2/2040 | 1,534,000 | 1,606,572 | ||||||
Southern Copper Corp. | ||||||||
6.75%, 4/16/2040 | 1,165,000 | 1,316,450 | ||||||
5.25%, 11/8/2042 | 3,790,000 | 3,652,612 | ||||||
5.88%, 4/23/2045 | 4,000 | 4,171 | ||||||
Vale Overseas Ltd. | ||||||||
6.88%, 11/21/2036 | 2,299,000 | 2,382,914 | ||||||
6.88%, 11/10/2039 | 1,271,000 | 1,320,251 | ||||||
14,677,895 | ||||||||
Multiline Retail - 0.3% | ||||||||
Target Corp. | ||||||||
4.00%, 7/1/2042 | 1,398,000 | 1,287,526 | ||||||
Multi-Utilities - 0.5% | ||||||||
Berkshire Hathaway Energy Co. | ||||||||
6.13%, 4/1/2036 | 2,240,000 | 2,467,878 | ||||||
Oil, Gas & Consumable Fuels - 6.0% | ||||||||
Canadian Natural Resources Ltd. | ||||||||
6.25%, 3/15/2038 | 1,278,000 | 1,336,271 | ||||||
Cenovus Energy, Inc. | ||||||||
6.75%, 11/15/2039 | 1,626,000 | 1,782,222 | ||||||
CNOOC Finance 2015 USA LLC | ||||||||
4.38%, 5/2/2028 | 1,876,000 | 1,888,033 | ||||||
CNOOC Petroleum North America ULC | ||||||||
6.40%, 5/15/2037 | 1,055,000 | 1,129,473 | ||||||
ConocoPhillips | ||||||||
6.50%, 2/1/2039(a) | 3,020,000 | 3,556,740 | ||||||
ConocoPhillips Co. | ||||||||
6.95%, 4/15/2029 | 269,000 | 307,534 | ||||||
Ecopetrol SA | ||||||||
5.88%, 5/28/2045 | 2,586,000 | 1,784,676 | ||||||
Hess Corp. | ||||||||
5.60%, 2/15/2041 | 1,374,000 | 1,329,924 | ||||||
Kinder Morgan Energy Partners LP | ||||||||
6.95%, 1/15/2038 | 2,330,000 | 2,529,936 | ||||||
Kinder Morgan, Inc. | ||||||||
7.75%, 1/15/2032 | 434,000 | 505,813 | ||||||
Phillips 66 | ||||||||
5.88%, 5/1/2042 | 1,798,000 | 1,930,168 | ||||||
Suncor Energy, Inc. | ||||||||
6.50%, 6/15/2038 | 1,529,000 | 1,669,699 | ||||||
TotalEnergies Capital SA | ||||||||
3.88%, 10/11/2028 | 1,282,000 | 1,254,609 |
Investment
Grade-Interest Rate Hedged
Schedule of Portfolio Investments
August 31, 2022 (Unaudited)
Investments | Principal Amount ($) | Value ($) | ||||||
TransCanada PipeLines Ltd. | ||||||||
6.20%, 10/15/2037 | 22,000 | 23,696 | ||||||
7.63%, 1/15/2039 | 2,370,000 | 2,899,863 | ||||||
Valero Energy Corp. | ||||||||
6.63%, 6/15/2037 | 1,959,000 | 2,132,464 | ||||||
Williams Cos., Inc. (The) | ||||||||
6.30%, 4/15/2040 | 1,491,000 | 1,593,815 | ||||||
27,654,936 | ||||||||
Pharmaceuticals - 6.2% | ||||||||
AstraZeneca plc | ||||||||
6.45%, 9/15/2037 | 4,646,000 | 5,480,702 | ||||||
4.38%, 11/16/2045 | 662,000 | 637,929 | ||||||
GlaxoSmithKline Capital, Inc. | ||||||||
3.88%, 5/15/2028 | 160,000 | 157,577 | ||||||
6.38%, 5/15/2038 | 4,851,000 | 5,698,216 | ||||||
Johnson & Johnson | ||||||||
5.95%, 8/15/2037 | 2,169,000 | 2,542,600 | ||||||
Merck & Co., Inc. | ||||||||
4.15%, 5/18/2043 | 1,484,000 | 1,388,378 | ||||||
Novartis Capital Corp. | ||||||||
4.40%, 5/6/2044 | 2,508,000 | 2,484,183 | ||||||
Pfizer, Inc. | ||||||||
4.00%, 12/15/2036 | 462,000 | 441,692 | ||||||
7.20%, 3/15/2039 | 3,117,000 | 4,008,792 | ||||||
4.40%, 5/15/2044 | 1,624,000 | 1,581,247 | ||||||
4.13%, 12/15/2046 | 505,000 | 481,483 | ||||||
Wyeth LLC | ||||||||
5.95%, 4/1/2037 | 3,209,000 | 3,652,968 | ||||||
28,555,767 | ||||||||
Software - 1.2% | ||||||||
Oracle Corp. | ||||||||
6.50%, 4/15/2038 | 2,672,000 | 2,715,736 | ||||||
6.13%, 7/8/2039 | 1,138,000 | 1,123,970 | ||||||
5.38%, 7/15/2040 | 1,824,000 | 1,646,023 | ||||||
5,485,729 | ||||||||
Specialty Retail - 1.1% | ||||||||
Home Depot, Inc. (The) | ||||||||
5.88%, 12/16/2036 | 4,451,000 | 5,014,599 | ||||||
Technology Hardware, Storage & Peripherals - 2.4% | ||||||||
Apple, Inc. | ||||||||
3.85%, 5/4/2043 | 3,744,000 | 3,453,223 | ||||||
4.45%, 5/6/2044 | 13,000 | 12,931 | ||||||
3.45%, 2/9/2045 | 427,000 | 371,835 | ||||||
4.38%, 5/13/2045 | 5,595,000 | 5,502,452 | ||||||
HP, Inc. | ||||||||
6.00%, 9/15/2041 | 1,558,000 | 1,523,390 | ||||||
10,863,831 | ||||||||
Tobacco - 1.2% | ||||||||
Altria Group, Inc. | ||||||||
5.38%, 1/31/2044 | 1,829,000 | 1,619,677 | ||||||
Philip Morris International, Inc. | ||||||||
6.38%, 5/16/2038 | 3,660,000 | 3,799,469 | ||||||
4.25%, 11/10/2044 | 8,000 | 6,347 | ||||||
5,425,493 | ||||||||
Wireless Telecommunication Services - 4.0% | ||||||||
America Movil SAB de CV | ||||||||
6.13%, 3/30/2040 | 2,800,000 | 3,065,412 | ||||||
4.38%, 7/16/2042 | 990,000 | 889,545 | ||||||
Telefonica Europe BV | ||||||||
8.25%, 9/15/2030 | 1,425,000 | 1,662,977 | ||||||
Vodafone Group plc | ||||||||
4.38%, 5/30/2028 | 1,773,000 | 1,752,746 | ||||||
6.15%, 2/27/2037 | 2,226,000 | 2,339,325 | ||||||
5.00%, 5/30/2038 | 736,000 | 699,757 | ||||||
5.25%, 5/30/2048 | 4,470,000 | 4,138,232 | ||||||
4.88%, 6/19/2049 | 1,677,000 | 1,510,503 | ||||||
4.25%, 9/17/2050 | 3,126,000 | 2,564,406 | ||||||
18,622,903 | ||||||||
TOTAL CORPORATE BONDS (Cost $539,493,206) | 439,623,890 |
Investments | Shares | Value ($) | ||||||
SECURITIES LENDING REINVESTMENTS(b) - 0.2% | ||||||||
INVESTMENT COMPANIES - 0.2% | ||||||||
BlackRock Liquidity FedFund, Institutional Class | ||||||||
2.02% (Cost $961,773) | 961,773 | 961,773 |
Investments | Principal Amount ($) | Value ($) | ||||||
SHORT-TERM INVESTMENTS - 1.1% | ||||||||
REPURCHASE AGREEMENTS(c) - 1.1% | ||||||||
Repurchase Agreements with various counterparties, rates 1.90% - 2.25%, dated 8/31/2022, due 9/1/2022, total to be received $5,279,439 | ||||||||
(Cost $5,279,117) | 5,279,117 | 5,279,117 | ||||||
Total Investments - 96.3% (Cost $545,734,096) | 445,864,780 | |||||||
Other assets less liabilities - 3.7% | 17,222,165 | |||||||
Net Assets - 100.0% | 463,086,945 |
Investment
Grade-Interest Rate Hedged
Schedule of Portfolio Investments
August 31, 2022 (Unaudited)
(a) | The security or a portion of this security is on loan at August 31, 2022. The total value of securities on loan at August 31, 2022 was $936,306, collateralized in the form of cash with a value of $961,773 that was reinvested in the securities shown in the Securities Lending Reinvestment section of the Schedule of Investments and $4,236 of collateral in the form of U.S. Government Treasury Securities, interest rates ranging from 0.13% – 4.63%, and maturity dates ranging from January 15, 2023 – May 15, 2051. The total value of collateral is $966,009. |
(b) | The security was purchased with cash collateral held from securities on loan at August 31, 2022. The total value of securities purchased was $961,773. |
(c) | The Fund invests in Repurchase Agreements jointly with other funds in the Trust. See "Repurchase Agreements" in the Notes to Schedules of Portfolio Investments to view the details of each individual agreement and counterparty as well as a description of the securities subject to repurchase. |
Futures Contracts Sold | ||||||||||||||||
Investment Grade-Interest Rate Hedged had the following open short futures contracts as of August 31, 2022: | ||||||||||||||||
Number of Contracts | Expiration Date | Trading Currency | Notional Amount | Value and Unrealized Appreciation | ||||||||||||
U.S. Treasury 10 Year Note | 1,138 | 12/20/2022 | USD | $ | 133,039,313 | $ | 1,101,323 | |||||||||
U.S. Treasury Long Bond | 2,042 | 12/20/2022 | USD | 277,392,937 | 2,924,537 | |||||||||||
U.S. Treasury Ultra Bond | 231 | 12/20/2022 | USD | 34,534,500 | 150,372 | |||||||||||
$ | 4,176,232 |
Abbreviations | |
USD | U.S. Dollar |
K-1
Free Crude Oil Strategy ETF
Consolidated Schedule of Portfolio Investments
August 31, 2022 (Unaudited)
Futures Contracts Purchased | ||||||||||||||||
K-1 Free Crude Oil Strategy ETF had the following open long futures contracts as of August 31, 2022: | ||||||||||||||||
Number of Contracts | Expiration Date | Trading Currency | Notional Amount | Value and Unrealized Appreciation/ (Depreciation) | ||||||||||||
WTI Crude Oil | 319 | 10/20/2022 | USD | $ | 28,400,570 | $ | (501,199 | ) | ||||||||
WTI Crude Oil | 367 | 11/21/2022 | USD | 32,409,770 | 6,903,048 | |||||||||||
WTI Crude Oil | 389 | 5/22/2023 | USD | 32,497,060 | 254,948 | |||||||||||
$ | 6,656,797 |
Abbreviations | |
USD | U.S. Dollar |
Large Cap Core Plus
Schedule of Portfolio Investments
August 31, 2022 (Unaudited)
Investments | Shares | Value ($) | ||||||
COMMON STOCKS(a) - 94.7% | ||||||||
Aerospace & Defense - 1.2% | ||||||||
Howmet Aerospace, Inc. | 25,918 | 918,275 | ||||||
Huntington Ingalls Industries, Inc. | 6,449 | 1,484,947 | ||||||
Lockheed Martin Corp. | 5,285 | 2,220,281 | ||||||
Raytheon Technologies Corp. | 1,840 | 165,140 | ||||||
Textron, Inc. | 7,237 | 451,444 | ||||||
5,240,087 | ||||||||
Air Freight & Logistics - 0.5% | ||||||||
CH Robinson Worldwide, Inc. | 13,151 | 1,501,186 | ||||||
United Parcel Service, Inc., Class B | 3,135 | 609,789 | ||||||
2,110,975 | ||||||||
Airlines - 0.8% | ||||||||
Alaska Air Group, Inc.* | 21,015 | 915,414 | ||||||
American Airlines Group, Inc.*(b) | 86,926 | 1,129,169 | ||||||
Delta Air Lines, Inc.* | 7,574 | 235,324 | ||||||
United Airlines Holdings, Inc.* | 38,627 | 1,352,331 | ||||||
3,632,238 | ||||||||
Auto Components - 0.3% | ||||||||
BorgWarner, Inc. | 33,694 | 1,270,264 | ||||||
Automobiles - 1.6% | ||||||||
Ford Motor Co. | 63,037 | 960,684 | ||||||
General Motors Co. | 10,924 | 417,406 | ||||||
Tesla, Inc.* | 20,448 | 5,635,673 | ||||||
7,013,763 | ||||||||
Banks - 2.5% | ||||||||
Bank of America Corp. | 38,522 | 1,294,725 | ||||||
Citigroup, Inc. | 43,058 | 2,101,661 | ||||||
Citizens Financial Group, Inc. | 8,529 | 312,844 | ||||||
Fifth Third Bancorp | 43,561 | 1,487,608 | ||||||
JPMorgan Chase & Co. | 19,092 | 2,171,333 | ||||||
KeyCorp | 65,403 | 1,156,979 | ||||||
Regions Financial Corp. | 69,045 | 1,496,205 | ||||||
SVB Financial Group* | 866 | 352,046 | ||||||
Wells Fargo & Co. | 13,260 | 579,595 | ||||||
10,952,996 | ||||||||
Beverages - 0.6% | ||||||||
Coca-Cola Co. (The) | 18,259 | 1,126,763 | ||||||
Constellation Brands, Inc., Class A | 2,299 | 565,669 | ||||||
PepsiCo, Inc. | 6,717 | 1,157,137 | ||||||
2,849,569 | ||||||||
Biotechnology - 2.0% | ||||||||
AbbVie, Inc. | 20,133 | 2,707,083 | ||||||
Amgen, Inc. | 706 | 169,652 | ||||||
Gilead Sciences, Inc. | 32,191 | 2,043,163 | ||||||
Incyte Corp.* | 20,391 | 1,436,138 | ||||||
Regeneron Pharmaceuticals, Inc.* | 3,133 | 1,820,461 | ||||||
Vertex Pharmaceuticals, Inc.* | 2,933 | 826,402 | ||||||
9,002,899 | ||||||||
Building Products - 0.4% | ||||||||
A O Smith Corp. | 6,540 | 369,183 | ||||||
Fortune Brands Home & Security, Inc. | 4,544 | 279,138 | ||||||
Masco Corp. | 20,600 | 1,047,922 | ||||||
1,696,243 | ||||||||
Capital Markets - 2.0% | ||||||||
Ameriprise Financial, Inc. | 2,413 | 646,708 | ||||||
Cboe Global Markets, Inc. | 6,292 | 742,267 | ||||||
CME Group, Inc. | 3,518 | 688,156 | ||||||
Franklin Resources, Inc. | 51,056 | 1,331,030 | ||||||
Intercontinental Exchange, Inc. | 2,363 | 238,308 | ||||||
Invesco Ltd. | 73,136 | 1,204,550 | ||||||
Morgan Stanley | 6,567 | 559,640 | ||||||
Nasdaq, Inc. | 22,413 | 1,334,246 | ||||||
Raymond James Financial, Inc. | 14,845 | 1,549,373 | ||||||
T. Rowe Price Group, Inc. | 6,508 | 780,960 | ||||||
9,075,238 | ||||||||
Chemicals - 2.0% | ||||||||
Air Products and Chemicals, Inc. | 7,315 | 1,846,672 | ||||||
Celanese Corp. | 13,118 | 1,454,262 | ||||||
CF Industries Holdings, Inc. | 9,392 | 971,696 | ||||||
Dow, Inc. | 12,764 | 650,964 | ||||||
International Flavors & Fragrances, Inc. | 5,253 | 580,351 | ||||||
Linde plc | 3,265 | 923,538 | ||||||
LyondellBasell Industries NV, Class A | 17,126 | 1,421,458 | ||||||
Mosaic Co. (The) | 6,536 | 352,094 | ||||||
PPG Industries, Inc. | 5,185 | 658,391 | ||||||
8,859,426 | ||||||||
Commercial Services & Supplies - 0.6% | ||||||||
Cintas Corp. | 4,041 | 1,644,041 | ||||||
Copart, Inc.* | 1,536 | 183,782 | ||||||
Rollins, Inc. | 23,730 | 801,125 | ||||||
2,628,948 | ||||||||
Communications Equipment - 0.7% | ||||||||
Arista Networks, Inc.* | 9,611 | 1,152,167 | ||||||
Cisco Systems, Inc. | 26,069 | 1,165,805 | ||||||
Motorola Solutions, Inc. | 3,531 | 859,481 | ||||||
3,177,453 | ||||||||
Consumer Finance - 0.4% | ||||||||
American Express Co. | 3,929 | 597,208 | ||||||
Capital One Financial Corp. | 7,916 | 837,671 | ||||||
Synchrony Financial | 15,202 | 497,866 | ||||||
1,932,745 | ||||||||
Containers & Packaging - 0.6% | ||||||||
International Paper Co. | 8,185 | 340,660 | ||||||
Packaging Corp. of America | 10,659 | 1,459,430 | ||||||
Westrock Co. | 20,503 | 832,217 | ||||||
2,632,307 | ||||||||
Distributors - 0.6% | ||||||||
LKQ Corp. | 27,638 | 1,470,894 | ||||||
Pool Corp. | 3,500 | 1,187,165 | ||||||
2,658,059 | ||||||||
Diversified Financial Services - 0.8% | ||||||||
Berkshire Hathaway, Inc., Class B* | 13,101 | 3,678,761 | ||||||
Diversified Telecommunication Services - 1.0% | ||||||||
AT&T, Inc. | 52,786 | 925,866 | ||||||
Lumen Technologies, Inc. | 127,121 | 1,266,125 | ||||||
Verizon Communications, Inc. | 48,590 | 2,031,548 | ||||||
4,223,539 | ||||||||
Electric Utilities - 2.1% | ||||||||
Alliant Energy Corp. | 24,376 | 1,487,911 | ||||||
Edison International | 23,184 | 1,571,180 | ||||||
Entergy Corp. | 13,496 | 1,556,089 | ||||||
Evergy, Inc. | 7,644 | 523,843 | ||||||
FirstEnergy Corp. | 16,081 | 636,003 | ||||||
NextEra Energy, Inc.(b) | 3,937 | 334,881 | ||||||
NRG Energy, Inc. | 37,411 | 1,544,326 | ||||||
Pinnacle West Capital Corp. | 10,096 | 760,734 | ||||||
Southern Co. (The) | 10,280 | 792,280 | ||||||
9,207,247 |
Large Cap Core Plus
Schedule of Portfolio Investments
August 31, 2022 (Unaudited)
Investments | Shares | Value ($) | ||||||
Electrical Equipment - 0.8% | ||||||||
AMETEK, Inc. | 13,056 | 1,568,809 | ||||||
Emerson Electric Co. | 20,728 | 1,694,307 | ||||||
Generac Holdings, Inc.* | 1,015 | 223,716 | ||||||
3,486,832 | ||||||||
Electronic Equipment, Instruments & Components - 1.5% | ||||||||
Corning, Inc. | 43,427 | 1,490,415 | ||||||
Keysight Technologies, Inc.* | 10,024 | 1,642,833 | ||||||
TE Connectivity Ltd. | 3,686 | 465,210 | ||||||
Teledyne Technologies, Inc.* | 1,915 | 705,409 | ||||||
Trimble, Inc.* | 4,002 | 253,127 | ||||||
Vontier Corp. | 56,150 | 1,230,808 | ||||||
Zebra Technologies Corp., Class A* | 3,562 | 1,074,442 | ||||||
6,862,244 | ||||||||
Energy Equipment & Services - 0.2% | ||||||||
Halliburton Co. | 10,283 | 309,827 | ||||||
Schlumberger NV | 19,915 | 759,757 | ||||||
1,069,584 | ||||||||
Entertainment - 1.3% | ||||||||
Electronic Arts, Inc. | 9,414 | 1,194,354 | ||||||
Live Nation Entertainment, Inc.*(b) | 15,346 | 1,386,664 | ||||||
Netflix, Inc.* | 5,828 | 1,302,908 | ||||||
Walt Disney Co. (The)* | 10,707 | 1,200,041 | ||||||
Warner Bros Discovery, Inc.* | 35,156 | 465,465 | ||||||
5,549,432 | ||||||||
Equity Real Estate Investment Trusts (REITs) - 6.0% | ||||||||
AvalonBay Communities, Inc. | 7,786 | 1,564,285 | ||||||
Boston Properties, Inc. | 17,040 | 1,353,487 | ||||||
Camden Property Trust | 10,629 | 1,365,933 | ||||||
Digital Realty Trust, Inc. | 3,577 | 442,224 | ||||||
Duke Realty Corp. | 25,382 | 1,493,731 | ||||||
Equity Residential | 18,782 | 1,374,467 | ||||||
Essex Property Trust, Inc. | 1,202 | 318,602 | ||||||
Extra Space Storage, Inc. | 7,942 | 1,578,314 | ||||||
Federal Realty Investment Trust | 3,902 | 395,155 | ||||||
Healthpeak Properties, Inc. | 52,489 | 1,377,836 | ||||||
Host Hotels & Resorts, Inc. | 80,171 | 1,424,639 | ||||||
Mid-America Apartment Communities, Inc.(b) | 8,555 | 1,417,307 | ||||||
Prologis, Inc. | 17,435 | 2,170,832 | ||||||
Public Storage | 5,472 | 1,810,302 | ||||||
Regency Centers Corp. | 22,459 | 1,366,406 | ||||||
Simon Property Group, Inc. | 13,227 | 1,348,889 | ||||||
UDR, Inc. | 26,610 | 1,193,991 | ||||||
Ventas, Inc. | 30,562 | 1,462,697 | ||||||
Vornado Realty Trust | 32,068 | 840,823 | ||||||
Welltower, Inc. | 10,082 | 772,785 | ||||||
Weyerhaeuser Co. | 45,311 | 1,547,824 | ||||||
26,620,529 | ||||||||
Food & Staples Retailing - 1.2% | ||||||||
Costco Wholesale Corp. | 1,806 | 942,913 | ||||||
Kroger Co. (The) | 35,892 | 1,720,662 | ||||||
Sysco Corp. | 11,887 | 977,349 | ||||||
Walgreens Boots Alliance, Inc. | 35,297 | 1,237,513 | ||||||
Walmart, Inc. | 4,992 | 661,690 | ||||||
5,540,127 | ||||||||
Food Products - 2.9% | ||||||||
Archer-Daniels-Midland Co. | 21,968 | 1,930,767 | ||||||
Campbell Soup Co. | 21,574 | 1,086,898 | ||||||
Hershey Co. (The) | 7,289 | 1,637,620 | ||||||
Hormel Foods Corp. | 29,474 | 1,481,953 | ||||||
J M Smucker Co. (The) | 9,307 | 1,302,887 | ||||||
Kellogg Co. | 20,032 | 1,457,128 | ||||||
Kraft Heinz Co. (The) | 29,300 | 1,095,820 | ||||||
Lamb Weston Holdings, Inc. | 15,269 | 1,214,343 | ||||||
Tyson Foods, Inc., Class A | 20,247 | 1,526,219 | ||||||
12,733,635 | ||||||||
Health Care Equipment & Supplies - 2.3% | ||||||||
Abbott Laboratories | 28,637 | 2,939,588 | ||||||
Align Technology, Inc.* | 597 | 145,489 | ||||||
Baxter International, Inc. | 21,802 | 1,252,743 | ||||||
Becton Dickinson and Co. | 2,389 | 603,031 | ||||||
Boston Scientific Corp.* | 4,729 | 190,626 | ||||||
DENTSPLY SIRONA, Inc. | 11,635 | 381,279 | ||||||
Embecta Corp. | 29,902 | 954,472 | ||||||
Hologic, Inc.* | 20,285 | 1,370,455 | ||||||
IDEXX Laboratories, Inc.* | 2,788 | 969,164 | ||||||
Medtronic plc | 2,414 | 212,239 | ||||||
Teleflex, Inc. | 4,500 | 1,018,170 | ||||||
10,037,256 | ||||||||
Health Care Providers & Services - 3.3% | ||||||||
AmerisourceBergen Corp. | 10,606 | 1,554,416 | ||||||
Centene Corp.* | 10,899 | 978,076 | ||||||
Cigna Corp. | 6,738 | 1,909,886 | ||||||
CVS Health Corp. | 26,133 | 2,564,954 | ||||||
DaVita, Inc.* | 4,569 | 389,690 | ||||||
Elevance Health, Inc. | 593 | 287,670 | ||||||
HCA Healthcare, Inc. | 3,744 | 740,825 | ||||||
Humana, Inc. | 701 | 337,728 | ||||||
McKesson Corp. | 4,867 | 1,786,189 | ||||||
Molina Healthcare, Inc.* | 1,590 | 536,418 | ||||||
UnitedHealth Group, Inc. | 6,727 | 3,493,533 | ||||||
14,579,385 | ||||||||
Hotels, Restaurants & Leisure - 3.1% | ||||||||
Booking Holdings, Inc.* | 1,068 | 2,003,365 | ||||||
Carnival Corp.* | 141,829 | 1,341,702 | ||||||
Darden Restaurants, Inc. | 10,140 | 1,254,419 | ||||||
Expedia Group, Inc.* | 9,039 | 927,853 | ||||||
Hilton Worldwide Holdings, Inc. | 12,983 | 1,653,515 | ||||||
Marriott International, Inc., Class A | 11,208 | 1,723,118 | ||||||
McDonald's Corp. | 2,020 | 509,606 | ||||||
MGM Resorts International | 43,324 | 1,414,095 | ||||||
Norwegian Cruise Line Holdings Ltd.*(b) | 105,081 | 1,374,460 | ||||||
Penn Entertainment, Inc.* | 7,547 | 235,693 | ||||||
Royal Caribbean Cruises Ltd.* | 35,008 | 1,430,077 | ||||||
13,867,903 | ||||||||
Household Durables - 0.3% | ||||||||
DR Horton, Inc. | 6,335 | 450,735 | ||||||
PulteGroup, Inc. | 18,352 | 746,192 | ||||||
Whirlpool Corp. | 1,556 | 243,670 | ||||||
1,440,597 | ||||||||
Household Products - 1.1% | ||||||||
Church & Dwight Co., Inc. | 15,783 | 1,321,195 | ||||||
Clorox Co. (The) | 2,201 | 317,692 | ||||||
Kimberly-Clark Corp. | 6,917 | 882,056 | ||||||
Procter & Gamble Co. (The) | 17,559 | 2,422,089 | ||||||
4,943,032 | ||||||||
Independent Power and Renewable Electricity Producers - 0.3% | ||||||||
AES Corp. (The) | 51,331 | 1,306,374 | ||||||
Industrial Conglomerates - 0.6% | ||||||||
3M Co. | 5,986 | 744,359 | ||||||
General Electric Co. | 28,365 | 2,083,126 | ||||||
2,827,485 |
Large Cap Core Plus
Schedule of Portfolio Investments
August 31, 2022 (Unaudited)
Investments | Shares | Value ($) | ||||||
Insurance - 4.0% | ||||||||
Allstate Corp. (The) | 12,053 | 1,452,387 | ||||||
American International Group, Inc. | 30,919 | 1,600,058 | ||||||
Assurant, Inc. | 7,712 | 1,222,275 | ||||||
Chubb Ltd. | 3,973 | 751,096 | ||||||
Cincinnati Financial Corp. | 11,946 | 1,158,284 | ||||||
Everest Re Group Ltd. | 4,877 | 1,312,157 | ||||||
Hartford Financial Services Group, Inc. (The) | 20,900 | 1,344,079 | ||||||
Lincoln National Corp. | 30,024 | 1,382,905 | ||||||
Loews Corp. | 26,032 | 1,439,830 | ||||||
MetLife, Inc. | 26,762 | 1,721,599 | ||||||
Prudential Financial, Inc. | 16,040 | 1,535,830 | ||||||
Travelers Cos., Inc. (The) | 9,772 | 1,579,546 | ||||||
W R Berkley Corp. | 20,571 | 1,333,001 | ||||||
17,833,047 | ||||||||
Interactive Media & Services - 2.9% | ||||||||
Alphabet, Inc., Class A* | 46,743 | 5,058,527 | ||||||
Alphabet, Inc., Class C* | 41,757 | 4,557,777 | ||||||
Meta Platforms, Inc., Class A* | 19,515 | 3,179,579 | ||||||
12,795,883 | ||||||||
Internet & Direct Marketing Retail - 2.3% | ||||||||
Amazon.com, Inc.* | 73,998 | 9,380,727 | ||||||
eBay, Inc. | 18,548 | 818,523 | ||||||
10,199,250 | ||||||||
IT Services - 2.9% | ||||||||
Accenture plc, Class A | 4,233 | 1,221,051 | ||||||
Akamai Technologies, Inc.* | 1,791 | 161,691 | ||||||
Automatic Data Processing, Inc. | 2,922 | 714,166 | ||||||
Broadridge Financial Solutions, Inc. | 2,168 | 371,097 | ||||||
DXC Technology Co.* | 54,623 | 1,353,558 | ||||||
Gartner, Inc.* | 5,371 | 1,532,454 | ||||||
Jack Henry & Associates, Inc. | 5,928 | 1,139,362 | ||||||
Mastercard, Inc., Class A | 5,820 | 1,887,833 | ||||||
PayPal Holdings, Inc.* | 6,334 | 591,849 | ||||||
Visa, Inc., Class A | 20,393 | 4,052,293 | ||||||
13,025,354 | ||||||||
Life Sciences Tools & Services - 2.2% | ||||||||
Agilent Technologies, Inc. | 1,649 | 211,484 | ||||||
Danaher Corp. | 9,586 | 2,587,357 | ||||||
IQVIA Holdings, Inc.* | 6,929 | 1,473,521 | ||||||
Mettler-Toledo International, Inc.* | 1,198 | 1,452,527 | ||||||
PerkinElmer, Inc. | 3,322 | 448,670 | ||||||
Thermo Fisher Scientific, Inc. | 2,027 | 1,105,364 | ||||||
Waters Corp.* | 3,472 | 1,036,739 | ||||||
West Pharmaceutical Services, Inc. | 4,765 | 1,413,728 | ||||||
9,729,390 | ||||||||
Machinery - 1.6% | ||||||||
Dover Corp. | 8,996 | 1,124,140 | ||||||
Otis Worldwide Corp. | 6,637 | 479,324 | ||||||
PACCAR, Inc. | 18,092 | 1,583,231 | ||||||
Parker-Hannifin Corp. | 4,431 | 1,174,215 | ||||||
Pentair plc | 19,585 | 871,533 | ||||||
Snap-on, Inc. | 5,573 | 1,214,134 | ||||||
Stanley Black & Decker, Inc. | 6,693 | 589,653 | ||||||
7,036,230 | ||||||||
Media - 1.5% | ||||||||
Charter Communications, Inc., Class A* | 2,977 | 1,228,399 | ||||||
Comcast Corp., Class A | 27,145 | 982,378 | ||||||
DISH Network Corp., Class A*(b) | 41,409 | 718,446 | ||||||
Fox Corp., Class A | 4,967 | 169,772 | ||||||
Interpublic Group of Cos., Inc. (The) | 38,844 | 1,073,648 | ||||||
News Corp., Class A | 56,503 | 956,031 | ||||||
News Corp., Class B | 43,631 | 752,198 | ||||||
Omnicom Group, Inc. | 11,073 | 740,784 | ||||||
6,621,656 | ||||||||
Metals & Mining - 0.1% | ||||||||
Nucor Corp. | 3,488 | 463,695 | ||||||
Multiline Retail - 0.2% | ||||||||
Target Corp. | 5,792 | 928,689 | ||||||
Multi-Utilities - 0.8% | ||||||||
CMS Energy Corp. | 21,823 | 1,473,926 | ||||||
DTE Energy Co. | 12,071 | 1,573,334 | ||||||
WEC Energy Group, Inc. | 6,972 | 719,092 | ||||||
3,766,352 | ||||||||
Oil, Gas & Consumable Fuels - 4.6% | ||||||||
APA Corp. | 13,550 | 529,941 | ||||||
Chevron Corp. | 11,585 | 1,831,125 | ||||||
ConocoPhillips | 20,445 | 2,237,705 | ||||||
Coterra Energy, Inc.(b) | 43,954 | 1,358,618 | ||||||
Devon Energy Corp. | 24,257 | 1,713,029 | ||||||
Diamondback Energy, Inc. | 9,745 | 1,298,814 | ||||||
Exxon Mobil Corp. | 54,671 | 5,226,001 | ||||||
Marathon Petroleum Corp. | 5,290 | 532,968 | ||||||
ONEOK, Inc. | 10,108 | 618,913 | ||||||
Phillips 66 | 17,629 | 1,577,090 | ||||||
Pioneer Natural Resources Co. | 7,070 | 1,790,265 | ||||||
Valero Energy Corp. | 13,514 | 1,582,760 | ||||||
20,297,229 | ||||||||
Pharmaceuticals - 3.5% | ||||||||
Bristol-Myers Squibb Co. | 4,248 | 286,358 | ||||||
Eli Lilly & Co. | 3,855 | 1,161,242 | ||||||
Johnson & Johnson | 22,532 | 3,635,313 | ||||||
Merck & Co., Inc. | 40,534 | 3,459,982 | ||||||
Organon & Co. | 18,494 | 527,634 | ||||||
Pfizer, Inc. | 82,862 | 3,747,848 | ||||||
Viatris, Inc. | 132,711 | 1,267,390 | ||||||
Zoetis, Inc. | 9,920 | 1,552,777 | ||||||
15,638,544 | ||||||||
Professional Services - 0.4% | ||||||||
Jacobs Solutions, Inc. | 4,759 | 592,876 | ||||||
Robert Half International, Inc. | 12,928 | 995,068 | ||||||
1,587,944 | ||||||||
Real Estate Management & Development - 0.0%(c) | ||||||||
CBRE Group, Inc., Class A* | 2,213 | 174,738 | ||||||
Road & Rail - 1.3% | ||||||||
CSX Corp. | 61,010 | 1,930,966 | ||||||
JB Hunt Transport Services, Inc. | 8,001 | 1,392,334 | ||||||
Norfolk Southern Corp. | 7,609 | 1,849,976 | ||||||
Old Dominion Freight Line, Inc. | 2,063 | 559,919 | ||||||
Union Pacific Corp. | 847 | 190,160 | ||||||
5,923,355 | ||||||||
Semiconductors & Semiconductor Equipment - 3.8% | ||||||||
Advanced Micro Devices, Inc.* | 18,441 | 1,565,088 | ||||||
Applied Materials, Inc. | 7,988 | 751,431 | ||||||
Broadcom, Inc. | 1,741 | 868,950 | ||||||
Intel Corp. | 50,734 | 1,619,429 | ||||||
Microchip Technology, Inc. | 24,711 | 1,612,393 | ||||||
Micron Technology, Inc. | 29,684 | 1,678,037 | ||||||
Monolithic Power Systems, Inc. | 682 | 309,069 |
Large Cap Core Plus
Schedule of Portfolio Investments
August 31, 2022 (Unaudited)
Investments | Shares | Value ($) | ||||||
NVIDIA Corp. | 15,797 | 2,384,399 | ||||||
ON Semiconductor Corp.* | 16,668 | 1,146,258 | ||||||
Qorvo, Inc.* | 12,670 | 1,137,513 | ||||||
QUALCOMM, Inc. | 13,910 | 1,839,876 | ||||||
Skyworks Solutions, Inc. | 7,268 | 716,261 | ||||||
Teradyne, Inc. | 3,063 | 259,252 | ||||||
Texas Instruments, Inc. | 6,849 | 1,131,523 | ||||||
17,019,479 | ||||||||
Software - 7.8% | ||||||||
Adobe, Inc.* | 5,481 | 2,046,825 | ||||||
ANSYS, Inc.* | 2,205 | 547,501 | ||||||
Autodesk, Inc.* | 6,754 | 1,362,552 | ||||||
Cadence Design Systems, Inc.* | 10,075 | 1,750,733 | ||||||
Citrix Systems, Inc. | 11,390 | 1,170,550 | ||||||
Fortinet, Inc.* | 31,973 | 1,556,765 | ||||||
Intuit, Inc. | 2,078 | 897,239 | ||||||
Microsoft Corp. | 69,516 | 18,176,349 | ||||||
NortonLifeLock, Inc. | 59,837 | 1,351,718 | ||||||
Oracle Corp. | 7,453 | 552,640 | ||||||
Paycom Software, Inc.* | 2,966 | 1,041,659 | ||||||
PTC, Inc.* | 6,384 | 733,458 | ||||||
Salesforce, Inc.* | 8,705 | 1,359,025 | ||||||
ServiceNow, Inc.* | 1,723 | 748,850 | ||||||
Synopsys, Inc.* | 1,405 | 486,158 | ||||||
Tyler Technologies, Inc.* | 2,147 | 797,632 | ||||||
34,579,654 | ||||||||
Specialty Retail - 1.7% | ||||||||
Bath & Body Works, Inc. | 13,978 | 521,799 | ||||||
Best Buy Co., Inc. | 7,117 | 503,101 | ||||||
Home Depot, Inc. (The) | 6,875 | 1,982,887 | ||||||
Lowe's Cos., Inc. | 919 | 178,415 | ||||||
Ross Stores, Inc. | 8,501 | 733,381 | ||||||
TJX Cos., Inc. (The) | 31,754 | 1,979,862 | ||||||
Ulta Beauty, Inc.* | 4,114 | 1,727,345 | ||||||
7,626,790 | ||||||||
Technology Hardware, Storage & Peripherals - 5.6% | ||||||||
Apple, Inc. | 140,141 | 22,032,968 | ||||||
Hewlett Packard Enterprise Co. | 93,498 | 1,271,573 | ||||||
HP, Inc.(b) | 26,680 | 765,983 | ||||||
Western Digital Corp.* | 20,655 | 872,880 | ||||||
24,943,404 | ||||||||
Textiles, Apparel & Luxury Goods - 0.8% | ||||||||
NIKE, Inc., Class B | 3,468 | 369,169 | ||||||
PVH Corp. | 20,143 | 1,133,044 | ||||||
Ralph Lauren Corp. | 14,017 | 1,280,173 | ||||||
Tapestry, Inc. | 20,065 | 696,857 | ||||||
VF Corp. | 3,725 | 154,401 | ||||||
3,633,644 | ||||||||
Tobacco - 0.5% | ||||||||
Philip Morris International, Inc. | 21,188 | 2,023,242 | ||||||
Trading Companies & Distributors - 0.1% | ||||||||
United Rentals, Inc.*(b) | 2,027 | 591,965 | ||||||
Water Utilities - 0.3% | ||||||||
American Water Works Co., Inc. | 10,092 | 1,498,157 | ||||||
Wireless Telecommunication Services - 0.2% | ||||||||
T-Mobile US, Inc.* | 7,291 | 1,049,612 | ||||||
TOTAL COMMON STOCKS (Cost $374,319,514) | 421,694,475 | |||||||
SECURITIES LENDING REINVESTMENTS(d) - 0.2% | ||||||||
INVESTMENT COMPANIES - 0.2% | ||||||||
BlackRock Liquidity FedFund, Institutional Class | ||||||||
2.02% (Cost $868,148) | 868,148 | 868,148 |
Investments | Principal | Value ($) | ||||||
SHORT-TERM INVESTMENTS - 4.0% | ||||||||
REPURCHASE AGREEMENTS(e) - 4.0% | ||||||||
Repurchase Agreements with various counterparties, rates 1.90% - 2.25%, dated 8/31/2022, due 9/1/2022, total to be received $17,770,752 | ||||||||
(Cost $17,769,664) | 17,769,664 | 17,769,664 | ||||||
Total Investments - 98.9% (Cost $392,957,326) | 440,332,287 | |||||||
Other assets less liabilities - 1.1% | 4,919,791 | |||||||
Net Assets - 100.0% | 445,252,078 |
Large Cap Core Plus
Schedule of Portfolio Investments
August 31, 2022 (Unaudited)
* | Non-income producing security. |
(a) | All or a portion of these securities are segregated in connection with obligations for swaps with a total value of $46,745,959. |
(b) | The security or a portion of this security is on loan at August 31, 2022. The total value of securities on loan at August 31, 2022 was $3,488,923, collateralized in the form of cash with a value of $868,148 that was reinvested in the securities shown in the Securities Lending Reinvestment section of the Schedule of Investments and $2,749,323 of collateral in the form of U.S. Government Treasury Securities, interest rates ranging from 0.13% – 4.63%, and maturity dates ranging from December 15, 2022 – May 15, 2051. The total value of collateral is $3,617,471. |
(c) | Represents less than 0.05% of net assets. |
(d) | The security was purchased with cash collateral held from securities on loan at August 31, 2022. The total value of securities purchased was $868,148. |
(e) | The Fund invests in Repurchase Agreements jointly with other funds in the Trust. See "Repurchase Agreements" in the Notes to Schedules of Portfolio Investments to view the details of each individual agreement and counterparty as well as a description of the securities subject to repurchase. |
Swap Agreements
Large Cap Core Plus had the following open non-exchange traded total return swap agreements as of August 31, 2022:
Notional Amount ($) | Termination Datea | Counterparty | Rate Paid (Received)b | Reference Instrument | Value and Unrealized Appreciation/ (Depreciation) ($) | ||||||||||
(55,081,590 | ) | 3/7/2023 | Goldman Sachs International | (2.43 | )% | Credit Suisse 130/30 Large Cap Index (short portion)c | 7,682,337 | ||||||||
(20,344,193 | ) | 3/7/2023 | Societe Generale | (2.18 | )% | Credit Suisse 130/30 Large Cap Index (short portion)c | 3,994,862 | ||||||||
99,173,907 | 3/7/2023 | Societe Generale | 3.08 | % | Credit Suisse 130/30 Large Cap Index (long portion)d | (16,999,689 | ) | ||||||||
(58,908,296 | ) | 11/6/2023 | UBS AG | (2.43 | )% | Credit Suisse 130/30 Large Cap Index (short portion)c | 6,582,747 | ||||||||
58,335,374 | 3/7/2023 | UBS AG | 2.88 | % | Credit Suisse 130/30 Large Cap Index (long portion)d | (8,680,539 | ) | ||||||||
23,175,202 | (7,420,282 | ) | |||||||||||||
Total Unrealized Appreciation | 18,259,946 | ||||||||||||||
Total Unrealized Depreciation | (25,680,228 | ) |
a | Agreements may be terminated at will by either party without penalty. Payment is due at termination/maturity. |
b | Reflects the floating financing rate, as of August 31, 2022, on the notional amount of the swap agreement paid to the counterparty or received from the counterparty, excluding any commissions. This amount is included as part of the unrealized appreciation/(depreciation). |
c | Certain underlying short component disclosures related to this index may be found on the website at www.proshares.com/media/Large_Cap_Short_August.pdf |
d | See the Common Stocks section of the preceding Schedule of Portfolio Investments for the representative long components of the underlying reference instrument and their relative weightings. |
Long Online /Short Stores ETF
Schedule of Portfolio Investments
August 31, 2022 (Unaudited)
Investments | Shares | Value ($) | ||||||
COMMON STOCKS - 88.8% | ||||||||
Entertainment - 4.3% | ||||||||
Sea Ltd., ADR*(a) | 12,634 | 783,308 | ||||||
Food & Staples Retailing - 0.2% | ||||||||
DingDong Cayman Ltd., ADR* | 6,169 | 28,007 | ||||||
Health Care Equipment & Supplies - 3.0% | ||||||||
Figs, Inc., Class A* | 47,452 | 548,545 | ||||||
Interactive Media & Services - 2.9% | ||||||||
Shutterstock, Inc. | 9,586 | 531,161 | ||||||
Internet & Direct Marketing Retail - 78.4% | ||||||||
Alibaba Group Holding Ltd., ADR* | 21,066 | 2,009,907 | ||||||
Amazon.com, Inc.* | 30,022 | 3,805,889 | ||||||
Chewy, Inc., Class A*(a) | 17,296 | 593,772 | ||||||
ContextLogic, Inc., Class A*(a) | 428,915 | 557,590 | ||||||
Coupang, Inc.* | 12,815 | 216,574 | ||||||
Dada Nexus Ltd., ADR* | 4,611 | 29,833 | ||||||
DoorDash, Inc., Class A* | 11,637 | 697,056 | ||||||
eBay, Inc. | 24,360 | 1,075,007 | ||||||
Etsy, Inc.* | 6,117 | 646,016 | ||||||
Farfetch Ltd., Class A* | 2,720 | 27,282 | ||||||
Fiverr International Ltd.*(a) | 906 | 31,329 | ||||||
Global-e Online Ltd.* | 961 | 30,358 | ||||||
JD.com, Inc., ADR | 11,598 | 736,357 | ||||||
MercadoLibre, Inc.* | 370 | 316,483 | ||||||
Overstock.com, Inc.* | 20,992 | 547,891 | ||||||
Ozon Holdings plc, ADR*‡(b) | 3,471 | — | ||||||
Pinduoduo, Inc., ADR* | 9,291 | 662,448 | ||||||
Qurate Retail, Inc., Series A | 173,888 | 539,053 | ||||||
Revolve Group, Inc.* | 22,623 | 531,414 | ||||||
Vipshop Holdings Ltd., ADR* | 4,044 | 46,951 | ||||||
Wayfair, Inc., Class A*(a) | 10,865 | 572,694 | ||||||
Xometry, Inc., Class A*(a) | 11,995 | 587,875 | ||||||
14,261,779 | ||||||||
TOTAL COMMON STOCKS (Cost $24,389,841) | 16,152,800 | |||||||
SECURITIES LENDING REINVESTMENTS(c) - 12.3% | ||||||||
INVESTMENT COMPANIES - 12.3% | ||||||||
BlackRock Liquidity FedFund, Institutional Class | ||||||||
2.02% (Cost $2,235,224) | 2,235,224 | 2,235,224 |
Investments | Principal | Value ($) | ||||||
SHORT-TERM INVESTMENTS - 3.4% | ||||||||
REPURCHASE AGREEMENTS(d) - 3.4% | ||||||||
Repurchase Agreements with various counterparties, rates 1.90% - 2.25%, dated 8/31/2022, due 9/1/2022, total to be received $615,029 | ||||||||
(Cost $614,992) | 614,992 | 614,992 | ||||||
Total Investments - 104.5% (Cost $27,240,057) | 19,003,016 | |||||||
Liabilities in excess of other assets - (4.5%) | (813,854 | ) | ||||||
Net Assets - 100.0% | 18,189,162 |
* | Non-income producing security. |
‡ | Value determined using significant unobservable inputs. |
(a) | The security or a portion of this security is on loan at August 31, 2022. The total value of securities on loan at August 31, 2022 was $2,485,398, collateralized in the form of cash with a value of $2,235,224 that was reinvested in the securities shown in the Securities Lending Reinvestment section of the Schedule of Investments and $632,749 of collateral in the form of U.S. Government Treasury Securities, interest rates ranging from 0.13% – 4.63%, and maturity dates ranging from December 15, 2022 – May 15, 2051. The total value of collateral is $2,867,973. |
(b) | Security fair valued as of August 31, 2022 in accordance with procedures approved by the Board of Trustees. Total value of all such securities at August 31, 2022 amounted to $0, which represents approximately 0.00% of net assets of the Fund. |
(c) | The security was purchased with cash collateral held from securities on loan at August 31, 2022. The total value of securities purchased was $2,235,224. |
(d) | The Fund invests in Repurchase Agreements jointly with other funds in the Trust. See "Repurchase Agreements" in the Notes to Schedules of Portfolio Investments to view the details of each individual agreement and counterparty as well as a description of the securities subject to repurchase. |
Abbreviations | |
ADR | American Depositary Receipt |
Long Online /Short Stores ETF
Schedule of Portfolio Investments
August 31, 2022 (Unaudited)
Swap Agreements
Long Online /Short Stores ETF had the following open non-exchange traded total return swap agreements as of August 31, 2022:
Notional Amount ($) | Termination Datea | Counterparty | Rate Paid (Received)b | Reference Instrument | Value and Unrealized Appreciation/ (Depreciation) ($) | ||||||||||
(541,625 | ) | 11/6/2023 | BNP Paribas SA | (2.28 | )% | Solactive-ProShares Bricks and Mortar Retail Store Index | (929 | ) | |||||||
213,747 | 11/6/2023 | BNP Paribas SA | 2.68 | % | ProShares Online Retail Index | (129,428 | ) | ||||||||
(96,664 | ) | 3/7/2023 | Goldman Sachs International | (1.33 | )% | Solactive-ProShares Bricks and Mortar Retail Store Index | 119,529 | ||||||||
130,469 | 3/7/2023 | Goldman Sachs International | 2.93 | % | ProShares Online Retail Index | (1,081,505 | ) | ||||||||
(8,458,871 | ) | 4/10/2023 | Societe Generale | (1.58 | )% | Solactive-ProShares Bricks and Mortar Retail Store Index | 1,675,333 | ||||||||
1,647,520 | 3/7/2023 | Societe Generale | 1.53 | % | ProShares Online Retail Index | (2,057,899 | ) | ||||||||
44,415 | 11/7/2022 | UBS AG | 2.68 | % | Solactive-ProShares Bricks and Mortar Retail Store Index | (54,647 | ) | ||||||||
(7,061,009 | ) | (1,529,546 | ) | ||||||||||||
Total Unrealized Appreciation | 1,794,862 | ||||||||||||||
Total Unrealized Depreciation | (3,324,408 | ) |
a | Agreements may be terminated at will by either party without penalty. Payment is due at termination/maturity. |
b | Reflects the floating financing rate, as of August 31, 2022, on the notional amount of the swap agreement paid to the counterparty or received from the counterparty, excluding any commissions. This amount is included as part of the unrealized appreciation/(depreciation). |
Merger ETF
Schedule of Portfolio Investments
August 31, 2022 (Unaudited)
Investments | Shares | Value ($) | ||||||
COMMON STOCKS - 70.3% | ||||||||
Air Freight & Logistics - 2.5% | ||||||||
Atlas Air Worldwide Holdings, Inc.* | 6,780 | 677,457 | ||||||
Banks - 2.5% | ||||||||
First Horizon Corp. | 29,520 | 667,742 | ||||||
Biotechnology - 7.5% | ||||||||
Biohaven Pharmaceutical Holding Co. Ltd.* | 4,349 | 649,523 | ||||||
ChemoCentryx, Inc.* | 13,389 | 682,571 | ||||||
Global Blood Therapeutics, Inc.* | 10,157 | 689,661 | ||||||
2,021,755 | ||||||||
Capital Markets - 2.5% | ||||||||
Cowen, Inc., Class A | 17,602 | 676,797 | ||||||
Commercial Services & Supplies - 1.3% | ||||||||
HomeServe plc | 25,661 | 353,551 | ||||||
Electronic Equipment, Instruments & Components - 2.4% | ||||||||
Rogers Corp.* | 2,613 | 654,609 | ||||||
Entertainment - 2.5% | ||||||||
Activision Blizzard, Inc. | 8,488 | 666,223 | ||||||
Equity Real Estate Investment Trusts (REITs) - 2.9% | ||||||||
Duke Realty Corp. | 13,329 | 784,412 | ||||||
Gas Utilities - 2.6% | ||||||||
South Jersey Industries, Inc. | 21,003 | 710,951 | ||||||
Health Care Providers & Services - 7.5% | ||||||||
1Life Healthcare, Inc.* | 39,377 | 677,678 | ||||||
Covetrus, Inc.* | 33,081 | 690,401 | ||||||
LHC Group, Inc.* | 4,175 | 674,137 | ||||||
2,042,216 | ||||||||
Household Durables - 2.5% | ||||||||
iRobot Corp.* | 11,361 | 668,936 | ||||||
Insurance - 2.5% | ||||||||
Alleghany Corp.* | 817 | 687,244 | ||||||
IT Services - 5.0% | ||||||||
Evo Payments, Inc., Class A* | 20,277 | 675,630 | ||||||
Switch, Inc., Class A | 20,211 | 686,163 | ||||||
1,361,793 | ||||||||
Media - 2.4% | ||||||||
TEGNA, Inc. | 31,033 | 664,106 | ||||||
Oil, Gas & Consumable Fuels - 3.5% | ||||||||
Euronav NV | 57,880 | 935,960 | ||||||
Paper & Forest Products - 2.6% | ||||||||
Resolute Forest Products, Inc.* | 34,130 | 691,474 | ||||||
Professional Services - 5.2% | ||||||||
ManTech International Corp., Class A | 7,199 | 690,456 | ||||||
Nielsen Holdings plc | 25,715 | 715,906 | ||||||
1,406,362 | ||||||||
Software - 12.4% | ||||||||
Black Knight, Inc.* | 9,593 | 634,673 | ||||||
Mandiant Corp.* | 31,181 | 712,798 | ||||||
Ping Identity Holding Corp.* | 24,156 | 679,750 | ||||||
VMware, Inc., Class A | 5,301 | 615,075 | ||||||
Zendesk, Inc.* | 9,145 | 702,061 | ||||||
3,344,357 | ||||||||
TOTAL COMMON STOCKS (Cost $18,871,810) | 19,015,945 | |||||||
Investments | Principal | Value ($) | ||||||
SHORT-TERM INVESTMENTS - 15.1% | ||||||||
REPURCHASE AGREEMENTS(a) - 15.1% | ||||||||
Repurchase Agreements with various counterparties, rates 1.90% - 2.25%, dated 8/31/2022, due 9/1/2022, total to be received $4,077,664 | ||||||||
(Cost $4,077,416) | 4,077,416 | 4,077,416 | ||||||
Total Investments - 85.4% (Cost $22,949,226) | 23,093,361 | |||||||
Other assets less liabilities - 14.6% | 3,941,867 | |||||||
Net Assets - 100.0% | 27,035,228 |
* | Non-income producing security. |
(a) | The Fund invests in Repurchase Agreements jointly with other funds in the Trust. See "Repurchase Agreements" in the Notes to Schedules of Portfolio Investments to view the details of each individual agreement and counterparty as well as a description of the securities subject to repurchase. |
Merger ETF
Schedule of Portfolio Investments
August 31, 2022 (Unaudited)
Forward Currency Contracts
Merger ETF had the following open forward currency contracts as of August 31, 2022:
Currency | Counterparty | Delivery Date | Foreign Currency to Receive (Pay) | U.S. Dollars to Receive (Pay) | Market Value | Net Unrealized Appreciation/ (Depreciation) | |||||||||||||
U.S. Dollar vs. Euro | Goldman Sachs International | 10/18/22 | (1,077,000 | ) | $ | 1,093,553 | $ | (1,085,739 | ) | $ | 7,814 | ||||||||
U.S. Dollar vs. British Pound | Goldman Sachs International | 10/18/22 | (950,000 | ) | 1,140,827 | (1,104,630 | ) | 36,197 | |||||||||||
Total Unrealized Appreciation | $ | 44,011 | |||||||||||||||||
U.S. Dollar vs. Australian Dollar | Goldman Sachs International | 10/18/22 | 929,000 | $ | (641,590 | ) | $ | 636,102 | $ | (5,488 | ) | ||||||||
U.S. Dollar vs. Euro | Goldman Sachs International | 10/18/22 | 124,000 | (128,021 | ) | 125,006 | (3,015 | ) | |||||||||||
U.S. Dollar vs. British Pound | Goldman Sachs International | 10/18/22 | 646,000 | (783,524 | ) | 751,149 | (32,375 | ) | |||||||||||
U.S. Dollar vs. Australian Dollar | Goldman Sachs International | 10/18/22 | (929,000 | ) | 631,962 | (636,102 | ) | (4,140 | ) | ||||||||||
Total Unrealized Depreciation | $ | (45,018 | ) | ||||||||||||||||
Total Net Unrealized Depreciation | $ | (1,007 | ) |
Swap Agreements
Merger ETF had the following open non-exchange traded total return swap agreements as of August 31, 2022:
Notional Amount ($) | Termination Datea | Counterparty | Rate Paid (Received)b | Reference Instrument | Value and Unrealized Appreciation/ (Depreciation) ($) | ||||||||||
(434,415 | ) | 4/10/2023 | Citibank NA | (1.43 | )% | S&P Merger Arbitrage Index (short exposure to Acquirers)c | (12,498 | ) | |||||||
7,906 | 4/10/2023 | Citibank NA | 2.78 | % | S&P Merger Arbitrage Index (long exposure to Targets)d | (687 | ) | ||||||||
(2,081,959 | ) | 3/7/2023 | Societe Generale | (1.68 | )% | S&P Merger Arbitrage Index (short exposure to Acquirers)c | 4,714,113 | ||||||||
3,903,102 | 3/7/2023 | Societe Generale | 2.83 | % | S&P Merger Arbitrage Index (long exposure to Targets)d | (1,091,679 | ) | ||||||||
1,394,634 | 3,609,249 | ||||||||||||||
Total Unrealized Appreciation | 4,714,113 | ||||||||||||||
Total Unrealized Depreciation | (1,104,864 | ) |
a | Agreements may be terminated at will by either party without penalty. Payment is due at termination/maturity. |
b | Reflects the floating financing rate, as of August 31, 2022, on the notional amount of the swap agreement paid to the counterparty or received from the counterparty, excluding any commissions. This amount is included as part of the unrealized appreciation/(depreciation). |
c | Certain underlying short component disclosures related to this index may be found on the website at www.proshares.com/media/Merger_Acquirers_November.pdf. |
d | See the Common Stocks section of the preceding Schedule of Portfolio Investments for the representative long components of the underlying reference instrument and their relative weightings. |
Merger ETF
Schedule of Portfolio Investments
August 31, 2022 (Unaudited)
Merger ETF invested, as a percentage of net assets, in the following countries as of August 31, 2022:
United States | 65.6 | % | ||
Belgium | 3.4 | % | ||
United Kingdom | 1.3 | % | ||
Othera | 29.7 | % | ||
100.0 | % |
a | Includes any non-equity securities and net other assets (liabilities). |
Metaverse ETF
Schedule of Portfolio Investments
August 31, 2022 (Unaudited)
Investments | Shares | Value ($) | ||||||
COMMON STOCKS - 99.9% | ||||||||
Communications Equipment - 0.2% | ||||||||
Lumentum Holdings, Inc.* | 179 | 14,955 | ||||||
Electronic Equipment, Instruments & Components - 3.6% | ||||||||
MicroVision, Inc.* | 48,847 | 236,419 | ||||||
Entertainment - 8.4% | ||||||||
Activision Blizzard, Inc. | 1,212 | 95,130 | ||||||
Electronic Arts, Inc. | 628 | 79,674 | ||||||
NetEase, Inc., ADR | 76 | 6,727 | ||||||
ROBLOX Corp., Class A* | 6,748 | 263,914 | ||||||
Take-Two Interactive Software, Inc.* | 942 | 115,452 | ||||||
560,897 | ||||||||
Health Care Equipment & Supplies - 2.7% | ||||||||
Penumbra, Inc.* | 846 | 138,888 | ||||||
Vicarious Surgical, Inc.* | 11,505 | 42,913 | ||||||
181,801 | ||||||||
Household Durables - 5.8% | ||||||||
Sony Group Corp., ADR | 1,199 | 95,141 | ||||||
Vuzix Corp.* | 38,906 | 292,184 | ||||||
387,325 | ||||||||
Interactive Media & Services - 15.8% | ||||||||
Alphabet, Inc., Class A* | 2,648 | 286,567 | ||||||
fuboTV, Inc.* | 65,275 | 236,295 | ||||||
Match Group, Inc.* | 890 | 50,312 | ||||||
Meta Platforms, Inc., Class A* | 1,692 | 275,678 | ||||||
Snap, Inc., Class A* | 18,255 | 198,614 | ||||||
1,047,466 | ||||||||
Internet & Direct Marketing Retail - 4.5% | ||||||||
Amazon.com, Inc.* | 2,360 | 299,177 | ||||||
IT Services - 2.4% | ||||||||
Globant SA* | 759 | 159,974 | ||||||
Machinery - 0.4% | ||||||||
Sarcos Technology and Robotics Corp.* | 7,525 | 24,682 | ||||||
Media - 3.6% | ||||||||
WiMi Hologram Cloud, Inc., ADR* | 133,834 | 235,548 | ||||||
Real Estate Management & Development - 3.2% | ||||||||
eXp World Holdings, Inc. | 16,357 | 211,496 | ||||||
Semiconductors & Semiconductor Equipment - 26.4% | ||||||||
Advanced Micro Devices, Inc.* | 1,236 | 104,900 | ||||||
Ambarella, Inc.* | 1,973 | 133,927 | ||||||
CEVA, Inc.* | 5,531 | 161,893 | ||||||
Himax Technologies, Inc., ADR | 28,275 | 176,153 | ||||||
Kopin Corp.* | 220,035 | 301,448 | ||||||
NVIDIA Corp. | 1,749 | 263,994 | ||||||
QUALCOMM, Inc. | 2,212 | 292,581 | ||||||
STMicroelectronics NV, NYRS | 3,338 | 116,496 | ||||||
Synaptics, Inc.* | 692 | 80,002 | ||||||
Universal Display Corp. | 1,104 | 123,350 | ||||||
1,754,744 | ||||||||
Software - 16.0% | ||||||||
Adobe, Inc.* | 369 | 137,800 | ||||||
Agora, Inc., ADR* | 6,858 | 28,392 | ||||||
Matterport, Inc.* | 34,834 | 160,585 | ||||||
Microsoft Corp. | 1,109 | 289,970 | ||||||
PTC, Inc.* | 1,398 | 160,616 | ||||||
Unity Software, Inc.* | 6,692 | 285,882 | ||||||
1,063,245 | ||||||||
Specialty Retail - 0.4% | ||||||||
Williams-Sonoma, Inc. | 181 | 26,924 | ||||||
Technology Hardware, Storage & Peripherals - 6.5% | ||||||||
Apple, Inc. | 2,010 | 316,012 | ||||||
Immersion Corp.* | 19,136 | 114,051 | ||||||
430,063 | ||||||||
TOTAL COMMON STOCKS (Cost $7,561,793) | 6,634,716 | |||||||
Total Investments - 99.9% (Cost $7,561,793) | 6,634,716 | |||||||
Other assets less liabilities - 0.1% | 9,023 | |||||||
Net Assets - 100.0% | 6,643,739 |
* | Non-income producing security. |
Abbreviations | |
ADR | American Depositary Receipt |
NYRS | New York Registry Shares |
Metaverse ETF
Schedule of Portfolio Investments
August 31, 2022 (Unaudited)
Metaverse ETF invested, as a percentage of net assets, in the following countries as of August 31, 2022: | ||||
United States | 90.0 | % | ||
China | 4.1 | % | ||
Taiwan | 2.6 | % | ||
Singapore | 1.8 | % | ||
Japan | 1.4 | % | ||
Othera | 0.1 | % | ||
100.0 | % |
a | Includes any non-equity securities and net other assets (liabilities). |
MSCI EAFE Dividend Growers ETF
Schedule of Portfolio Investments
August 31, 2022 (Unaudited)
Investments | Shares | Value ($) | ||||||
COMMON STOCKS - 99.1% | ||||||||
Aerospace & Defense - 1.6% | ||||||||
BAE Systems plc | 154,179 | 1,392,524 | ||||||
Air Freight & Logistics - 1.5% | ||||||||
DSV A/S | 8,878 | 1,316,162 | ||||||
Beverages - 1.5% | ||||||||
Diageo plc | 31,264 | 1,369,298 | ||||||
Biotechnology - 1.6% | ||||||||
CSL Ltd.(a) | 7,220 | 1,452,926 | ||||||
Building Products - 1.5% | ||||||||
Geberit AG (Registered) | 2,928 | 1,358,770 | ||||||
Capital Markets - 1.5% | ||||||||
Partners Group Holding AG | 1,430 | 1,386,702 | ||||||
Chemicals - 4.5% | ||||||||
Croda International plc | 17,167 | 1,343,554 | ||||||
Givaudan SA (Registered) | 425 | 1,362,595 | ||||||
Symrise AG | 12,890 | 1,352,537 | ||||||
4,058,686 | ||||||||
Diversified Financial Services - 1.6% | ||||||||
Sofina SA(a) | 6,917 | 1,392,469 | ||||||
Diversified Telecommunication Services - 1.5% | ||||||||
Telenor ASA | 124,724 | 1,369,882 | ||||||
Electric Utilities - 1.5% | ||||||||
CK Infrastructure Holdings Ltd. | 227,488 | 1,385,417 | ||||||
Electronic Equipment, Instruments & Components - 1.5% | ||||||||
Halma plc | 54,087 | 1,305,914 | ||||||
Equity Real Estate Investment Trusts (REITs) - 3.1% | ||||||||
Japan Metropolitan Fund Invest | 1,784 | 1,423,339 | ||||||
Link REIT | 181,558 | 1,407,570 | ||||||
2,830,909 | ||||||||
Food & Staples Retailing - 1.5% | ||||||||
Welcia Holdings Co. Ltd.(a) | 65,053 | 1,371,686 | ||||||
Food Products - 4.7% | ||||||||
Chocoladefabriken Lindt & Spruengli AG, Class PC | 130 | 1,377,325 | ||||||
Kerry Group plc, Class A | 13,632 | 1,409,832 | ||||||
Nestle SA (Registered) | 11,989 | 1,407,551 | ||||||
4,194,708 | ||||||||
Gas Utilities - 4.6% | ||||||||
APA Group | 182,149 | 1,384,833 | ||||||
Enagas SA | 74,974 | 1,371,346 | ||||||
Hong Kong & China Gas Co. Ltd.(a) | 1,403,352 | 1,385,678 | ||||||
4,141,857 | ||||||||
Health Care Equipment & Supplies - 3.1% | ||||||||
Coloplast A/S, Class B | 11,924 | 1,367,432 | ||||||
DiaSorin SpA | 10,744 | 1,414,735 | ||||||
2,782,167 | ||||||||
Health Care Providers & Services - 3.2% | ||||||||
Fresenius Medical Care AG & Co. KGaA | 40,255 | 1,383,957 | ||||||
Fresenius SE & Co. KGaA | 59,108 | 1,465,693 | ||||||
2,849,650 | ||||||||
Hotels, Restaurants & Leisure - 1.5% | ||||||||
Domino's Pizza Enterprises Ltd. | 30,280 | 1,319,200 | ||||||
Household Durables - 1.6% | ||||||||
Sekisui Chemical Co. Ltd.(a) | 102,961 | 1,415,644 | ||||||
Household Products - 1.6% | ||||||||
Unicharm Corp. | 40,815 | 1,428,267 | ||||||
Insurance - 4.8% | ||||||||
AIA Group Ltd. | 152,061 | 1,471,430 | ||||||
Legal & General Group plc | 458,539 | 1,347,229 | ||||||
Tokio Marine Holdings, Inc. | 26,048 | 1,464,137 | ||||||
4,282,796 | ||||||||
IT Services - 9.3% | ||||||||
Bechtle AG | 32,534 | 1,250,678 | ||||||
Itochu Techno-Solutions Corp. | 56,282 | 1,435,216 | ||||||
Obic Co. Ltd. | 9,407 | 1,409,438 | ||||||
Otsuka Corp. | 43,322 | 1,415,680 | ||||||
SCSK Corp. | 86,963 | 1,430,302 | ||||||
TIS, Inc. | 49,350 | 1,420,426 | ||||||
8,361,740 | ||||||||
Machinery - 4.5% | ||||||||
Kurita Water Industries Ltd. | 35,151 | 1,384,487 | ||||||
Spirax-Sarco Engineering plc | 11,069 | 1,356,896 | ||||||
Techtronic Industries Co. Ltd. | 110,777 | 1,315,405 | ||||||
4,056,788 | ||||||||
Multiline Retail - 1.6% | ||||||||
Pan Pacific International Holdings Corp. | 80,209 | 1,449,403 | ||||||
Multi-Utilities - 1.5% | ||||||||
National Grid plc | 105,952 | 1,329,020 | ||||||
Oil, Gas & Consumable Fuels - 1.6% | ||||||||
Washington H Soul Pattinson & Co. Ltd. | 80,344 | 1,415,552 | ||||||
Personal Products - 3.1% | ||||||||
Kao Corp. | 32,311 | 1,411,312 | ||||||
Kobayashi Pharmaceutical Co. Ltd. | 24,053 | 1,375,944 | ||||||
2,787,256 | ||||||||
Pharmaceuticals - 9.5% | ||||||||
Astellas Pharma, Inc. | 99,067 | 1,418,203 | ||||||
Novartis AG (Registered) | 17,092 | 1,385,819 | ||||||
Novo Nordisk A/S, Class B | 14,037 | 1,504,039 | ||||||
Roche Holding AG | 4,335 | 1,400,952 | ||||||
Sanofi | 17,821 | 1,472,658 | ||||||
UCB SA | 19,832 | 1,397,939 | ||||||
8,579,610 | ||||||||
Professional Services - 4.5% | ||||||||
Nihon M&A Center Holdings, Inc. | 108,834 | 1,373,134 | ||||||
RELX plc | 50,802 | 1,337,141 | ||||||
Wolters Kluwer NV | 13,632 | 1,335,674 | ||||||
4,045,949 | ||||||||
Semiconductors & Semiconductor Equipment - 1.4% | ||||||||
ASML Holding NV | 2,670 | 1,301,197 |
MSCI EAFE Dividend Growers ETF
Schedule of Portfolio Investments
August 31, 2022 (Unaudited)
Investments | Shares | Value ($) | ||||||
Software - 3.5% | ||||||||
AVEVA Group plc | 54,158 | 1,764,511 | ||||||
SAP SE | 15,939 | 1,361,373 | ||||||
3,125,884 | ||||||||
Specialty Retail - 3.1% | ||||||||
Hikari Tsushin, Inc. | 11,314 | 1,440,520 | ||||||
Nitori Holdings Co. Ltd. | 14,065 | 1,358,560 | ||||||
2,799,080 | ||||||||
Trading Companies & Distributors - 4.5% | ||||||||
Ashtead Group plc | 27,282 | 1,349,177 | ||||||
Brenntag SE | 20,861 | 1,372,301 | ||||||
Bunzl plc | 39,366 | 1,310,517 | ||||||
4,031,995 | ||||||||
Water Utilities - 1.5% | ||||||||
United Utilities Group plc | 109,176 | 1,342,148 | ||||||
TOTAL COMMON STOCKS (Cost $99,770,265) | 89,031,256 | |||||||
SECURITIES LENDING REINVESTMENTS(b) - 3.4% | ||||||||
INVESTMENT COMPANIES - 3.4% | ||||||||
BlackRock Liquidity FedFund, Institutional Class | ||||||||
2.02% (Cost $3,099,651) | 3,099,651 | 3,099,651 |
Investments | Principal Amount ($) | Value ($) | ||||||
SHORT-TERM INVESTMENTS - 0.4% | ||||||||
REPURCHASE AGREEMENTS(c) - 0.4% | ||||||||
Repurchase Agreements with various counterparties, rates 1.90% - 2.25%, dated 8/31/2022, due 9/1/2022, total to be received $395,862 | ||||||||
(Cost $395,836) | 395,836 | 395,836 | ||||||
Total Investments - 102.9% (Cost $103,265,752) | 92,526,743 | |||||||
Liabilities in excess of other assets - (2.9%) | (2,566,868 | ) | ||||||
Net Assets - 100.0% | 89,959,875 |
(a) | The security or a portion of this security is on loan at August 31, 2022. The total value of securities on loan at August 31, 2022 was $3,623,488, collateralized in the form of cash with a value of $3,099,651 that was reinvested in the securities shown in the Securities Lending Reinvestment section of the Schedule of Investments and $898,879 of collateral in the form of U.S. Government Treasury Securities, interest rates ranging from 0.00% – 6.13%, and maturity dates ranging from October 20, 2022 – February 15, 2052. The total value of collateral is $3,998,530. |
(b) | The security was purchased with cash collateral held from securities on loan at August 31, 2022. The total value of securities purchased was $3,099,651. |
(c) | The Fund invests in Repurchase Agreements jointly with other funds in the Trust. See "Repurchase Agreements" in the Notes to Schedules of Portfolio Investments to view the details of each individual agreement and counterparty as well as a description of the securities subject to repurchase. |
MSCI EAFE Dividend Growers ETF
Schedule of Portfolio Investments
August 31, 2022 (Unaudited)
MSCI EAFE Dividend Growers ETF invested, as a percentage of net assets, in the following countries as of August 31, 2022: | ||||
Japan | 28.3 | % | ||
United Kingdom | 18.4 | % | ||
Switzerland | 10.8 | % | ||
Germany | 9.1 | % | ||
Hong Kong | 7.8 | % | ||
Australia | 6.2 | % | ||
Denmark | 4.7 | % | ||
Belgium | 3.1 | % | ||
Netherlands | 2.9 | % | ||
France | 1.6 | % | ||
Italy | 1.6 | % | ||
Ireland | 1.6 | % | ||
Spain | 1.5 | % | ||
Norway | 1.5 | % | ||
Othera | 0.9 | % | ||
100.0 | % |
a | Includes any non-equity securities and net other assets (liabilities). |
MSCI Emerging Markets Dividend Growers ETF
Schedule of Portfolio Investments
August 31, 2022 (Unaudited)
Investments | Shares | Value ($) | ||||||
COMMON STOCKS - 99.6% | ||||||||
Automobiles - 2.1% | ||||||||
Ford Otomotiv Sanayi A/S | 18,497 | 337,469 | ||||||
Banks - 6.4% | ||||||||
China Merchants Bank Co. Ltd., Class A | 69,100 | 351,316 | ||||||
Public Bank Bhd. | 331,586 | 348,960 | ||||||
Taiwan Cooperative Financial Holding Co. Ltd. | 372,224 | 338,135 | ||||||
1,038,411 | ||||||||
Beverages - 4.1% | ||||||||
Arca Continental SAB de CV | 47,956 | 326,467 | ||||||
Kweichow Moutai Co. Ltd., Class A | 1,200 | 334,902 | ||||||
661,369 | ||||||||
Chemicals - 8.1% | ||||||||
Asian Paints Ltd. | 7,823 | 333,918 | ||||||
Berger Paints India Ltd. | 39,081 | 331,355 | ||||||
Pidilite Industries Ltd. | 10,013 | 344,818 | ||||||
Sinoma Science & Technology Co. Ltd., Class A | 90,100 | 302,949 | ||||||
1,313,040 | ||||||||
Construction & Engineering - 2.1% | ||||||||
China Railway Group Ltd., Class H | 607,204 | 348,136 | ||||||
Construction Materials - 2.1% | ||||||||
UltraTech Cement Ltd. | 4,098 | 344,406 | ||||||
Diversified Financial Services - 1.9% | ||||||||
Chailease Holding Co. Ltd. | 46,910 | 303,615 | ||||||
Diversified Telecommunication Services - 2.0% | ||||||||
Hellenic Telecommunications Organization SA | 19,932 | 317,686 | ||||||
Electric Utilities - 4.1% | ||||||||
Interconexion Electrica SA ESP | 73,002 | 315,974 | ||||||
Power Grid Corp. of India Ltd. | 117,938 | 340,790 | ||||||
656,764 | ||||||||
Electronic Equipment, Instruments & Components - 2.1% | ||||||||
Luxshare Precision Industry Co. Ltd., Class A | 62,600 | 340,698 | ||||||
Food Products - 4.1% | ||||||||
Grupo Bimbo SAB de CV, Series A | 93,923 | 308,718 | ||||||
Marico Ltd. | 52,803 | 349,281 | ||||||
657,999 | ||||||||
Gas Utilities - 4.0% | ||||||||
China Gas Holdings Ltd. | 233,784 | 331,820 | ||||||
China Resources Gas Group Ltd. | 82,707 | 322,979 | ||||||
654,799 | ||||||||
Health Care Equipment & Supplies - 4.2% | ||||||||
Hartalega Holdings Bhd. | 844,537 | 313,246 | ||||||
Lepu Medical Technology Beijing Co. Ltd., Class A | 133,900 | 367,674 | ||||||
680,920 | ||||||||
Health Care Providers & Services - 4.3% | ||||||||
Shanghai Pharmaceuticals Holding Co. Ltd., Class A | 139,400 | 349,412 | ||||||
Sinopharm Group Co. Ltd., Class H | 157,502 | 350,776 | ||||||
700,188 | ||||||||
Independent Power and Renewable Electricity Producers - 1.9% | ||||||||
China Longyuan Power Group Corp. Ltd., Class H | 193,919 | 314,275 | ||||||
Insurance - 6.6% | ||||||||
New China Life Insurance Co. Ltd., Class H | 147,952 | 348,735 | ||||||
People's Insurance Co. Group of China Ltd. (The), Class H | 1,161,836 | 359,711 | ||||||
Ping An Insurance Group Co. of China Ltd., Class H(a) | 61,627 | 363,934 | ||||||
1,072,380 | ||||||||
Interactive Media & Services - 4.2% | ||||||||
NAVER Corp. | 1,829 | 328,182 | ||||||
Tencent Holdings Ltd. | 8,520 | 355,186 | ||||||
683,368 | ||||||||
IT Services - 2.0% | ||||||||
Infosys Ltd., ADR | 17,401 | 318,438 | ||||||
Metals & Mining - 0.0%(e) | ||||||||
Polyus PJSC, GDR‡(b)(c) | 3,949 | — | ||||||
Oil, Gas & Consumable Fuels - 0.0%(e) | ||||||||
Rosneft Oil Co. PJSC, GDR‡(b)(c) | 25,159 | — | ||||||
Personal Products - 2.1% | ||||||||
Hindustan Unilever Ltd. | 10,341 | 346,163 | ||||||
Pharmaceuticals - 8.3% | ||||||||
China Medical System Holdings Ltd. | 222,910 | 330,586 | ||||||
CSPC Pharmaceutical Group Ltd. | 337,166 | 343,236 | ||||||
Yuhan Corp. | 7,915 | 336,116 | ||||||
Yunnan Baiyao Group Co. Ltd., Class A | 43,280 | 328,715 | ||||||
1,338,653 | ||||||||
Real Estate Management & Development - 8.6% | ||||||||
China Overseas Land & Investment Ltd. | 135,547 | 366,124 | ||||||
China Vanke Co. Ltd., Class H | 182,326 | 356,814 | ||||||
CIFI Holdings Group Co. Ltd.(a) | 1,236,793 | 315,159 | ||||||
Longfor Group Holdings Ltd.(d) | 107,354 | 350,155 | ||||||
1,388,252 | ||||||||
Road & Rail - 2.0% | ||||||||
Localiza Rent a Car SA | 28,391 | 331,912 | ||||||
Specialty Retail - 4.1% | ||||||||
China Tourism Group Duty Free Corp. Ltd., Class A | 12,400 | 351,642 | ||||||
JUMBO SA | 22,155 | 317,049 | ||||||
668,691 | ||||||||
Textiles, Apparel & Luxury Goods - 2.1% | ||||||||
Shenzhou International Group Holdings Ltd. | 31,912 | 334,827 | ||||||
Tobacco - 2.2% | ||||||||
ITC Ltd. | 87,319 | 352,207 |
MSCI Emerging Markets Dividend Growers ETF
Schedule of Portfolio Investments
August 31, 2022 (Unaudited)
Investments | Shares | Value ($) | ||||||
Water Utilities - 2.0% | ||||||||
Guangdong Investment Ltd. | 345,856 | 317,271 | ||||||
Wireless Telecommunication Services - 1.9% | ||||||||
America Movil SAB de CV, Series L | 358,164 | 305,248 | ||||||
TOTAL COMMON STOCKS (Cost $18,411,216) | 16,127,185 |
Investments | Principal Amount ($) | Value ($) | ||||||
CORPORATE BONDS - 0.0%(e) | ||||||||
Food Products - 0.0%(e) | ||||||||
Britannia Industries Ltd. | ||||||||
Series N3, 5.50%, 6/3/2024 (Cost $3,560) | INR | 259,086 | 3,175 |
Investments | Shares | Value ($) | ||||||
SECURITIES LENDING REINVESTMENTS(f) - 1.5% | ||||||||
INVESTMENT COMPANIES - 1.5% | ||||||||
BlackRock Liquidity FedFund, Institutional Class | ||||||||
2.02% (Cost $249,488) | 249,488 | 249,488 |
Investments | Principal Amount ($) | Value ($) | ||||||
SHORT-TERM INVESTMENTS - 2.0% | ||||||||
REPURCHASE AGREEMENTS(g) - 2.0% | ||||||||
Repurchase Agreements with various counterparties, rates 1.90% - 2.25%, dated 8/31/2022, due 9/1/2022, total to be received $317,135 | ||||||||
(Cost $317,116) | 317,116 | 317,116 | ||||||
Total Investments - 103.1% (Cost $18,981,380) | 16,696,964 | |||||||
Liabilities in excess of other assets - (3.1%) | (501,897 | ) | ||||||
Net Assets - 100.0% | 16,195,067 |
‡ | Value determined using significant unobservable inputs. |
(a) | The security or a portion of this security is on loan at August 31, 2022. The total value of securities on loan at August 31, 2022 was $543,016, collateralized in the form of cash with a value of $249,488 that was reinvested in the securities shown in the Securities Lending Reinvestment section of the Schedule of Investments and $383,451 of collateral in the form of U.S. Government Treasury Securities, interest rates ranging from 0.00% – 2.88%, and maturity dates ranging from October 6, 2022 – August 15, 2028. The total value of collateral is $632,939. |
(b) | Security fair valued as of August 31, 2022 in accordance with procedures approved by the Board of Trustees. Total value of all such securities at August 31, 2022 amounted to $0, which represents approximately 0.00% of net assets of the Fund. |
(c) | Security exempt from registration pursuant to Regulation S under the Securities Act of 1933. Regulation S applies to securities offerings that are made outside of the United States and do not involve direct selling efforts in the United States and as such may have restrictions on resale. |
(d) | Securities exempt from registration under Rule 144A or section 4(2), of the Securities Act of 1933. Under procedures approved by the Board of Trustees, such securities have been determined to be liquid by the investment adviser and may be resold, normally to qualified institutional buyers in transactions exempt from registration. |
(e) | Represents less than 0.05% of net assets. |
(f) | The security was purchased with cash collateral held from securities on loan at August 31, 2022. The total value of securities purchased was $249,488. |
(g) | The Fund invests in Repurchase Agreements jointly with other funds in the Trust. See "Repurchase Agreements" in the Notes to Schedules of Portfolio Investments to view the details of each individual agreement and counterparty as well as a description of the securities subject to repurchase. |
Abbreviations | |
ADR | American Depositary Receipt |
GDR | Global Depositary Receipt |
INR | Indian Rupee |
PJSC | Public Joint Stock Company |
MSCI Emerging Markets Dividend Growers ETF
Schedule of Portfolio Investments
August 31, 2022 (Unaudited)
MSCI Emerging Markets Dividend Growers ETF invested, as a percentage of net assets, in the following countries as of August 31, 2022: | ||||
China | 52.7 | % | ||
India | 17.0 | % | ||
Mexico | 5.8 | % | ||
South Korea | 4.1 | % | ||
Malaysia | 4.1 | % | ||
Taiwan | 4.0 | % | ||
Greece | 3.9 | % | ||
Turkey | 2.1 | % | ||
Brazil | 2.0 | % | ||
Israel | 2.0 | % | ||
Colombia | 1.9 | % | ||
Russia | 0.0 | %* | ||
Othera | 0.4 | % | ||
100.0 | % |
* | Amount represents less than 0.05%. |
a | Includes any non-equity securities and net other assets (liabilities). |
MSCI Europe Dividend Growers ETF
Schedule of Portfolio Investments
August 31, 2022 (Unaudited)
Investments | Shares | Value ($) | ||||||
COMMON STOCKS - 99.1% | ||||||||
Aerospace & Defense - 2.7% | ||||||||
BAE Systems plc | 28,489 | 257,309 | ||||||
Air Freight & Logistics - 2.6% | ||||||||
DSV A/S | 1,640 | 243,130 | ||||||
Beverages - 2.7% | ||||||||
Diageo plc | 5,777 | 253,020 | ||||||
Building Products - 2.6% | ||||||||
Geberit AG (Registered) | 541 | 251,057 | ||||||
Capital Markets - 2.7% | ||||||||
Partners Group Holding AG | 264 | 256,007 | ||||||
Chemicals - 7.9% | ||||||||
Croda International plc | 3,172 | 248,253 | ||||||
Givaudan SA (Registered) | 79 | 253,282 | ||||||
Symrise AG | 2,382 | 249,941 | ||||||
751,476 | ||||||||
Diversified Financial Services - 2.7% | ||||||||
Sofina SA | 1,278 | 257,276 | ||||||
Diversified Telecommunication Services - 2.7% | ||||||||
Telenor ASA | 23,046 | 253,121 | ||||||
Electronic Equipment, Instruments & Components - 2.5% | ||||||||
Halma plc | 9,994 | 241,302 | ||||||
Food Products - 8.1% | ||||||||
Chocoladefabriken Lindt & Spruengli AG, Class PC | 24 | 254,275 | ||||||
Kerry Group plc, Class A | 2,519 | 260,517 | ||||||
Nestle SA (Registered) | 2,215 | 260,049 | ||||||
774,841 | ||||||||
Gas Utilities - 2.7% | ||||||||
Enagas SA(a) | 13,853 | 253,385 | ||||||
Health Care Equipment & Supplies - 5.4% | ||||||||
Coloplast A/S, Class B | 2,203 | 252,638 | ||||||
DiaSorin SpA | 1,985 | 261,378 | ||||||
514,016 | ||||||||
Health Care Providers & Services - 5.5% | ||||||||
Fresenius Medical Care AG & Co. KGaA | 7,438 | 255,717 | ||||||
Fresenius SE & Co. KGaA | 10,922 | 270,831 | ||||||
526,548 | ||||||||
Insurance - 2.6% | ||||||||
Legal & General Group plc | 84,728 | 248,938 | ||||||
IT Services - 2.4% | ||||||||
Bechtle AG | 6,012 | 231,114 | ||||||
Machinery - 2.6% | ||||||||
Spirax-Sarco Engineering plc | 2,045 | 250,687 | ||||||
Multi-Utilities - 2.6% | ||||||||
National Grid plc | 19,578 | 245,579 | ||||||
Pharmaceuticals - 13.9% | ||||||||
Novartis AG (Registered) | 3,124 | 253,294 | ||||||
Novo Nordisk A/S, Class B | 2,594 | 277,942 | ||||||
Roche Holding AG | 801 | 258,861 | ||||||
Sanofi | 3,293 | 272,121 | ||||||
UCB SA | 3,664 | 258,272 | ||||||
1,320,490 | ||||||||
Professional Services - 5.2% | ||||||||
RELX plc | 9,387 | 247,072 | ||||||
Wolters Kluwer NV | 2,519 | 246,813 | ||||||
493,885 | ||||||||
Semiconductors & Semiconductor Equipment - 2.5% | ||||||||
ASML Holding NV | 493 | 240,259 | ||||||
Software - 6.1% | ||||||||
AVEVA Group plc | 10,007 | 326,036 | ||||||
SAP SE | 2,945 | 251,537 | ||||||
577,573 | ||||||||
Trading Companies & Distributors - 7.8% | ||||||||
Ashtead Group plc | 5,041 | 249,292 | ||||||
Brenntag SE | 3,855 | 253,594 | ||||||
Bunzl plc | 7,274 | 242,156 | ||||||
745,042 | ||||||||
Water Utilities - 2.6% | ||||||||
United Utilities Group plc | 20,173 | 247,995 | ||||||
TOTAL COMMON STOCKS (Cost $11,220,995) | 9,434,050 |
Investments | Principal Amount ($) | Value ($) | ||||||
SHORT-TERM INVESTMENTS - 0.3% | ||||||||
REPURCHASE AGREEMENTS(b) - 0.3% | ||||||||
Repurchase Agreements with various counterparties, rates 1.90% - 2.25%, dated 8/31/2022, due 9/1/2022, total to be received $32,176 | ||||||||
(Cost $32,174) | 32,174 | 32,174 | ||||||
Total Investments - 99.4% (Cost $11,253,169) | 9,466,224 | |||||||
Other assets less liabilities - 0.6% | 56,941 | |||||||
Net Assets - 100.0% | 9,523,165 |
(a) | The security or a portion of this security is on loan at August 31, 2022. The total value of securities on loan at August 31, 2022 was $11,816, collateralized in the form of U.S. Government Treasury Securities, interest rates ranging from 0.00% – 6.13%, and maturity dates ranging from October 20, 2022 – February 15, 2052. The total value of collateral is $13,463. |
(b) | The Fund invests in Repurchase Agreements jointly with other funds in the Trust. See "Repurchase Agreements" in the Notes to Schedules of Portfolio Investments to view the details of each individual agreement and counterparty as well as a description of the securities subject to repurchase. |
MSCI Europe Dividend Growers ETF
Schedule of Portfolio Investments
August 31, 2022 (Unaudited)
MSCI Europe Dividend Growers ETF invested, as a percentage of net assets, in the following countries as of August 31, 2022: | ||||
United Kingdom | 32.1 | % | ||
Switzerland | 18.8 | % | ||
Germany | 15.9 | % | ||
Denmark | 8.1 | % | ||
Belgium | 5.4 | % | ||
Netherlands | 5.1 | % | ||
France | 2.9 | % | ||
Italy | 2.7 | % | ||
Ireland | 2.7 | % | ||
Spain | 2.7 | % | ||
Norway | 2.7 | % | ||
Othera | 0.9 | % | ||
100.0 | % |
a | Includes any non-equity securities and net other assets (liabilities). |
MSCI Transformational Changes ETF
Schedule of Portfolio Investments
August 31, 2022 (Unaudited)
Investments | Shares | Value ($) | ||||||
COMMON STOCKS - 99.6% | ||||||||
Aerospace & Defense - 0.1% | ||||||||
AeroVironment, Inc.* | 411 | 36,435 | ||||||
Biotechnology - 4.3% | ||||||||
AbbVie, Inc. | 3,169 | 426,104 | ||||||
Alnylam Pharmaceuticals, Inc.* | 401 | 82,875 | ||||||
Beijing Wantai Biological Pharmacy Enterprise Co. Ltd., Class A | 1,840 | 34,070 | ||||||
CRISPR Therapeutics AG* | 783 | 50,965 | ||||||
Intellia Therapeutics, Inc.* | 976 | 58,618 | ||||||
Mirati Therapeutics, Inc.* | 737 | 59,719 | ||||||
Moderna, Inc.* | 1,138 | 150,523 | ||||||
Natera, Inc.* | 1,137 | 56,009 | ||||||
Novavax, Inc.* | 925 | 30,562 | ||||||
Twist Bioscience Corp.* | 1,216 | 48,786 | ||||||
Ultragenyx Pharmaceutical, Inc.* | 930 | 44,352 | ||||||
1,042,583 | ||||||||
Capital Markets - 0.1% | ||||||||
Coinbase Global, Inc., Class A* | 529 | 35,337 | ||||||
Chemicals - 12.2% | ||||||||
Chr Hansen Holding A/S | 3,021 | 176,425 | ||||||
Corbion NV | 1,827 | 51,997 | ||||||
Corteva, Inc. | 8,099 | 497,521 | ||||||
FMC Corp. | 4,113 | 444,533 | ||||||
International Flavors & Fragrances, Inc. | 3,880 | 428,662 | ||||||
Nutrien Ltd. | 5,118 | 469,850 | ||||||
Scotts Miracle-Gro Co. (The) | 1,837 | 122,987 | ||||||
Sensient Technologies Corp. | 1,849 | 147,310 | ||||||
Symrise AG | 4,656 | 488,259 | ||||||
UPL Ltd. | 16,745 | 162,112 | ||||||
2,989,656 | ||||||||
Communications Equipment - 1.0% | ||||||||
Cisco Systems, Inc. | 5,008 | 223,958 | ||||||
NetScout Systems, Inc.* | 976 | 30,978 | ||||||
254,936 | ||||||||
Consumer Finance - 0.1% | ||||||||
Bread Financial Holdings, Inc. | 703 | 27,016 | ||||||
Diversified Consumer Services - 0.9% | ||||||||
Terminix Global Holdings, Inc.* | 5,348 | 228,092 | ||||||
Diversified Telecommunication Services - 0.3% | ||||||||
Cogent Communications Holdings, Inc. | 605 | 32,216 | ||||||
Iridium Communications, Inc.* | 974 | 43,236 | ||||||
75,452 | ||||||||
Electronic Equipment, Instruments & Components - 0.1% | ||||||||
Cognex Corp. | 772 | 32,509 | ||||||
Entertainment - 9.7% | ||||||||
Activision Blizzard, Inc. | 5,162 | 405,165 | ||||||
Electronic Arts, Inc. | 1,970 | 249,934 | ||||||
Embracer Group AB* | 7,857 | 49,036 | ||||||
Netflix, Inc.* | 2,690 | 601,376 | ||||||
Nintendo Co. Ltd. | 735 | 301,513 | ||||||
Sea Ltd., ADR* | 2,443 | 151,466 | ||||||
Take-Two Interactive Software, Inc.* | 535 | 65,570 | ||||||
Walt Disney Co. (The)* | 4,893 | 548,408 | ||||||
2,372,468 | ||||||||
Equity Real Estate Investment Trusts (REITs) - 0.4% | ||||||||
Equinix, Inc. | 108 | 70,996 | ||||||
Keppel DC REIT | 25,121 | 34,874 | ||||||
105,870 | ||||||||
Food Products - 4.4% | ||||||||
Kerry Group plc, Class A | 4,894 | 505,840 | ||||||
McCormick & Co., Inc. (Non-Voting) | 5,377 | 452,044 | ||||||
Simply Good Foods Co. (The)* | 3,598 | 109,919 | ||||||
1,067,803 | ||||||||
Health Care Equipment & Supplies - 9.0% | ||||||||
Abbott Laboratories | 4,438 | 455,561 | ||||||
ABIOMED, Inc.* | 166 | 43,040 | ||||||
CONMED Corp. | 380 | 33,657 | ||||||
Dexcom, Inc.* | 1,292 | 106,215 | ||||||
Edwards Lifesciences Corp.* | 2,071 | 186,597 | ||||||
Glaukos Corp.* | 1,071 | 51,997 | ||||||
Globus Medical, Inc., Class A* | 652 | 38,592 | ||||||
ICU Medical, Inc.* | 235 | 37,365 | ||||||
Inari Medical, Inc.* | 688 | 47,713 | ||||||
Inspire Medical Systems, Inc.* | 246 | 47,107 | ||||||
Integra LifeSciences Holdings Corp.* | 710 | 33,874 | ||||||
Intuitive Surgical, Inc.* | 1,187 | 244,213 | ||||||
Masimo Corp.* | 311 | 45,683 | ||||||
Medtronic plc | 3,169 | 278,618 | ||||||
Neogen Corp.* | 4,746 | 99,191 | ||||||
QuidelOrtho Corp.* | 433 | 34,320 | ||||||
ResMed, Inc. | 487 | 107,101 | ||||||
Shockwave Medical, Inc.* | 254 | 75,402 | ||||||
Stryker Corp. | 1,128 | 231,466 | ||||||
2,197,712 | ||||||||
Health Care Providers & Services - 0.9% | ||||||||
Acadia Healthcare Co., Inc.* | 604 | 49,486 | ||||||
Guardant Health, Inc.* | 1,170 | 58,570 | ||||||
Premier, Inc., Class A | 1,128 | 39,751 | ||||||
Quest Diagnostics, Inc. | 398 | 49,873 | ||||||
Synlab AG | 2,281 | 33,467 | ||||||
231,147 | ||||||||
Health Care Technology - 0.4% | ||||||||
Teladoc Health, Inc.* | 1,348 | 41,869 | ||||||
Veeva Systems, Inc., Class A* | 222 | 44,249 | ||||||
86,118 | ||||||||
Hotels, Restaurants & Leisure - 1.8% | ||||||||
Booking Holdings, Inc.* | 234 | 438,940 | ||||||
Interactive Media & Services - 8.0% | ||||||||
Alphabet, Inc., Class A* | 4,775 | 516,750 | ||||||
Meta Platforms, Inc., Class A* | 2,732 | 445,125 | ||||||
Pinterest, Inc., Class A* | 3,458 | 79,672 | ||||||
REA Group Ltd. | 850 | 74,185 | ||||||
Snap, Inc., Class A* | 4,615 | 50,211 | ||||||
Tencent Holdings Ltd. | 11,804 | 492,090 | ||||||
Twitter, Inc.* | 5,612 | 217,465 | ||||||
ZoomInfo Technologies, Inc.* | 1,797 | 81,620 | ||||||
1,957,118 | ||||||||
Internet & Direct Marketing Retail - 8.5% | ||||||||
Alibaba Group Holding Ltd.* | 47,876 | 575,217 | ||||||
Amazon.com, Inc.* | 4,732 | 599,876 |
MSCI Transformational Changes ETF
Schedule of Portfolio Investments
August 31, 2022 (Unaudited)
Investments | Shares | Value ($) | ||||||
Delivery Hero SE*(a) | 7,186 | 299,695 | ||||||
DoorDash, Inc., Class A* | 6,473 | 387,733 | ||||||
eBay, Inc. | 4,119 | 181,771 | ||||||
Just Eat Takeaway.com NV*(a) | 3,136 | 52,574 | ||||||
2,096,866 | ||||||||
IT Services - 6.0% | ||||||||
Accenture plc, Class A | 757 | 218,364 | ||||||
Block, Inc., Class A* | 619 | 42,655 | ||||||
Cloudflare, Inc., Class A* | 684 | 42,798 | ||||||
DigitalOcean Holdings, Inc.* | 778 | 32,746 | ||||||
Euronet Worldwide, Inc.* | 306 | 27,130 | ||||||
GDS Holdings Ltd., Class A* | 11,271 | 39,132 | ||||||
GoDaddy, Inc., Class A* | 506 | 38,365 | ||||||
Kyndryl Holdings, Inc.* | 2,860 | 29,801 | ||||||
Marqeta, Inc., Class A* | 3,595 | 28,005 | ||||||
Mastercard, Inc., Class A | 1,040 | 337,345 | ||||||
Nuvei Corp.*(a) | 766 | 23,440 | ||||||
Okta, Inc.* | 433 | 39,576 | ||||||
PayPal Holdings, Inc.* | 1,334 | 124,649 | ||||||
Perficient, Inc.* | 376 | 29,366 | ||||||
Twilio, Inc., Class A* | 370 | 25,745 | ||||||
Visa, Inc., Class A | 1,977 | 392,850 | ||||||
1,471,967 | ||||||||
Life Sciences Tools & Services - 5.0% | ||||||||
10X Genomics, Inc., Class A* | 931 | 30,713 | ||||||
Bio-Techne Corp. | 132 | 43,799 | ||||||
Danaher Corp. | 1,780 | 480,440 | ||||||
Genscript Biotech Corp.* | 16,234 | 52,640 | ||||||
Illumina, Inc.* | 523 | 105,458 | ||||||
Maravai LifeSciences Holdings, Inc., Class A* | 1,248 | 26,046 | ||||||
Medpace Holdings, Inc.* | 322 | 47,530 | ||||||
QIAGEN NV* | 942 | 42,836 | ||||||
Thermo Fisher Scientific, Inc. | 525 | 286,293 | ||||||
Wuxi Biologics Cayman, Inc.*(a) | 11,914 | 105,802 | ||||||
1,221,557 | ||||||||
Machinery - 3.1% | ||||||||
AGCO Corp. | 2,123 | 230,792 | ||||||
Deere & Co. | 1,473 | 538,013 | ||||||
768,805 | ||||||||
Pharmaceuticals - 3.9% | ||||||||
Catalent, Inc.* | 565 | 49,720 | ||||||
Johnson & Johnson | 2,806 | 452,720 | ||||||
Roche Holding AG | 1,375 | 443,657 | ||||||
946,097 | ||||||||
Professional Services - 0.4% | ||||||||
ManTech International Corp., Class A | 376 | 36,062 | ||||||
Upwork, Inc.* | 3,919 | 68,191 | ||||||
104,253 | ||||||||
Semiconductors & Semiconductor Equipment - 5.8% | ||||||||
Advanced Micro Devices, Inc.* | 1,309 | 111,095 | ||||||
Ambarella, Inc.* | 473 | 32,107 | ||||||
Broadcom, Inc. | 224 | 111,801 | ||||||
Intel Corp. | 3,521 | 112,390 | ||||||
Lattice Semiconductor Corp.* | 737 | 39,724 | ||||||
MaxLinear, Inc.* | 995 | 35,750 | ||||||
MediaTek, Inc. | 1,832 | 40,146 | ||||||
NVIDIA Corp. | 2,959 | 446,631 | ||||||
NXP Semiconductors NV | 316 | 52,007 | ||||||
QUALCOMM, Inc. | 1,410 | 186,501 | ||||||
Silicon Laboratories, Inc.* | 253 | 31,709 | ||||||
Synaptics, Inc.* | 260 | 30,059 | ||||||
Taiwan Semiconductor Manufacturing Co. Ltd., ADR | 2,371 | 197,623 | ||||||
1,427,543 | ||||||||
Software - 10.4% | ||||||||
Adobe, Inc.* | 1,248 | 466,053 | ||||||
ANSYS, Inc.* | 263 | 65,303 | ||||||
Avast plc(a) | 5,920 | 48,622 | ||||||
Blackbaud, Inc.* | 573 | 29,968 | ||||||
BlackBerry Ltd.* | 6,028 | 35,800 | ||||||
Blackline, Inc.* | 493 | 33,494 | ||||||
Check Point Software Technologies Ltd.* | 287 | 34,509 | ||||||
Coupa Software, Inc.* | 530 | 30,952 | ||||||
Crowdstrike Holdings, Inc., Class A* | 245 | 44,739 | ||||||
CyberArk Software Ltd.* | 264 | 38,090 | ||||||
DocuSign, Inc.* | 459 | 26,723 | ||||||
Dropbox, Inc., Class A* | 1,802 | 38,545 | ||||||
Five9, Inc.* | 383 | 37,576 | ||||||
Fortinet, Inc.* | 816 | 39,731 | ||||||
HubSpot, Inc.* | 198 | 66,734 | ||||||
Mandiant Corp.* | 1,617 | 36,965 | ||||||
Microsoft Corp. | 1,913 | 500,192 | ||||||
MicroStrategy, Inc., Class A* | 180 | 41,681 | ||||||
NortonLifeLock, Inc. | 1,450 | 32,756 | ||||||
Nutanix, Inc., Class A* | 1,663 | 28,770 | ||||||
Oracle Corp. | 2,496 | 185,078 | ||||||
Palo Alto Networks, Inc.* | 118 | 65,704 | ||||||
Paylocity Holding Corp.* | 212 | 51,092 | ||||||
Q2 Holdings, Inc.* | 684 | 27,168 | ||||||
Qualys, Inc.* | 288 | 43,747 | ||||||
Rapid7, Inc.* | 513 | 29,498 | ||||||
RingCentral, Inc., Class A* | 586 | 25,221 | ||||||
SAP SE | 857 | 73,154 | ||||||
ServiceNow, Inc.* | 241 | 104,743 | ||||||
Sprout Social, Inc., Class A* | 1,513 | 90,841 | ||||||
Tenable Holdings, Inc.* | 768 | 30,421 | ||||||
Trend Micro, Inc. | 610 | 37,849 | ||||||
Varonis Systems, Inc .* | 1,106 | 30,249 | ||||||
VMware, Inc., Class A | 295 | 34,229 | ||||||
Workday, Inc., Class A* | 221 | 36,368 | ||||||
2,542,565 | ||||||||
Technology Hardware, Storage & Peripherals - 2.8% | ||||||||
Apple, Inc. | 3,595 | 565,206 | ||||||
NetApp, Inc. | 517 | 37,291 | ||||||
Samsung Electronics Co. Ltd., GDR(a) | 78 | 85,449 | ||||||
687,946 | ||||||||
TOTAL COMMON STOCKS (Cost $30,773,786) | 24,446,791 |
MSCI
Transformational Changes ETF
Schedule of Portfolio Investments
August 31, 2022 (Unaudited)
Investments | Principal Amount ($) | Value ($) | ||||||
SHORT-TERM INVESTMENTS - 0.4% | ||||||||
REPURCHASE AGREEMENTS(b) - 0.4% | ||||||||
Repurchase Agreements with various counterparties, rates 1.90% - 2.25%, dated 8/31/2022, due 9/1/2022, total to be received $103,393 | ||||||||
(Cost $103,388) | 103,388 | 103,388 | ||||||
Total Investments - 100.0% (Cost $30,877,174) | 24,550,179 | |||||||
Liabilities in excess of other assets - 0.0% | (11,131 | ) | ||||||
Net Assets - 100.0% | 24,539,048 |
* | Non-income producing security. |
(a) | Security exempt from registration pursuant to Regulation S under the Securities Act of 1933. Regulation S applies to securities offerings that are made outside of the United States and do not involve direct selling efforts in the United States and as such may have restrictions on resale. |
(b) | The Fund invests in Repurchase Agreements jointly with other funds in the Trust. See "Repurchase Agreements" in the Notes to Schedules of Portfolio Investments to view the details of each individual agreement and counterparty as well as a description of the securities subject to repurchase. |
Abbreviations | |
ADR | American Depositary Receipt |
GDR | Global Depositary Receipt |
MSCI
Transformational Changes ETF
Schedule of Portfolio Investments
August 31, 2022 (Unaudited)
MSCI Transformational Changes ETF invested, as a percentage of net assets, in the following countries as of August 31, 2022:
United States | 78.2 | % | ||
China | 5.3 | % | ||
Germany | 3.8 | % | ||
Canada | 2.1 | % | ||
Ireland | 2.1 | % | ||
Switzerland | 1.8 | % | ||
Japan | 1.4 | % | ||
Taiwan | 1.0 | % | ||
Singapore | 0.8 | % | ||
Denmark | 0.7 | % | ||
India | 0.7 | % | ||
Netherlands | 0.4 | % | ||
South Korea | 0.3 | % | ||
Australia | 0.3 | % | ||
Israel | 0.3 | % | ||
Sweden | 0.2 | % | ||
United Kingdom | 0.2 | % | ||
Othera | 0.4 | % | ||
100.0 | % |
a | Includes any non-equity securities and net other assets (liabilities). |
Nanotechnology
ETF
Schedule of Portfolio Investments
August 31, 2022 (Unaudited)
Investments | Shares | Value ($) | ||||||
COMMON STOCKS - 99.5% | ||||||||
Biotechnology - 8.2% | ||||||||
Moderna, Inc.* | 795 | 105,154 | ||||||
Novavax, Inc.*(a) | 2,371 | 78,338 | ||||||
183,492 | ||||||||
Chemicals - 9.7% | ||||||||
Advanced Nano Products Co. Ltd. | 570 | 41,465 | ||||||
Cabot Corp. | 1,623 | 116,807 | ||||||
Nanofilm Technologies International Ltd.(b) | 34,875 | 59,146 | ||||||
217,418 | ||||||||
Electrical Equipment - 2.7% | ||||||||
Nissin Electric Co. Ltd. | 5,605 | 60,236 | ||||||
Electronic Equipment, Instruments & Components - 2.5% | ||||||||
nLight, Inc.* | 2,311 | 28,864 | ||||||
Park Systems Corp. | 365 | 26,525 | ||||||
55,389 | ||||||||
Life Sciences Tools & Services - 9.7% | ||||||||
Agilent Technologies, Inc. | 896 | 114,912 | ||||||
Bruker Corp. | 1,859 | 104,104 | ||||||
219,016 | ||||||||
Semiconductors & Semiconductor Equipment - 60.0% | ||||||||
ACM Research, Inc., Class A* | 2,849 | 48,120 | ||||||
Advanced Micro Devices, Inc.* | 1,249 | 106,003 | ||||||
Applied Materials, Inc. | 968 | 91,060 | ||||||
ASML Holding NV | 185 | 90,104 | ||||||
Axcelis Technologies, Inc.* | 1,762 | 117,948 | ||||||
Entegris, Inc. | 959 | 90,990 | ||||||
Intel Corp. | 2,451 | 78,236 | ||||||
KLA Corp. | 335 | 115,283 | ||||||
Lam Research Corp. | 229 | 100,281 | ||||||
Meta Materials, Inc.*(a) | 15,348 | 13,276 | ||||||
Onto Innovation, Inc.* | 1,502 | 106,627 | ||||||
Photronics, Inc.* | 3,278 | 55,070 | ||||||
SUESS MicroTec SE | 1,005 | 12,463 | ||||||
Taiwan Semiconductor Manufacturing Co. Ltd., ADR | 1,140 | 95,019 | ||||||
Ultra Clean Holdings, Inc.* | 2,418 | 70,775 | ||||||
Ulvac, Inc. | 2,592 | 102,057 | ||||||
Veeco Instruments, Inc.* | 2,686 | 56,782 | ||||||
1,350,094 | ||||||||
Technology Hardware, Storage & Peripherals - 6.7% | ||||||||
Canon, Inc. | 4,622 | 110,955 | ||||||
Nano Dimension Ltd., ADR* | 13,671 | 40,603 | ||||||
151,558 | ||||||||
TOTAL COMMON STOCKS (Cost $3,033,233) | 2,237,203 | |||||||
SECURITIES LENDING REINVESTMENTS(c) - 4.5% | ||||||||
INVESTMENT COMPANIES - 4.5% | ||||||||
BlackRock Liquidity FedFund, Institutional Class | ||||||||
2.02% (Cost $100,516) | 100,516 | 100,516 | ||||||
Total Investments - 104.0% (Cost $3,133,749) | 2,337,719 | |||||||
Liabilities in excess of other assets - (4.0%) | (88,998 | ) | ||||||
Net Assets - 100.0% | 2,248,721 |
* | Non-income producing security. |
(a) | The security or a portion of this security is on loan at August 31, 2022. The total value of securities on loan at August 31, 2022 was $91,551, collateralized in the form of cash with a value of $100,516 that was reinvested in the securities shown in the Securities Lending Reinvestment section of the Schedule of Investments. |
(b) | Security exempt from registration pursuant to Regulation S under the Securities Act of 1933. Regulation S applies to securities offerings that are made outside of the United States and do not involve direct selling efforts in the United States and as such may have restrictions on resale. |
(c) | The security was purchased with cash collateral held from securities on loan at August 31, 2022. The total value of securities purchased was $100,516. |
Abbreviations | |
ADR | American Depositary Receipt |
Nanotechnology ETF
Schedule of Portfolio Investments
August 31, 2022 (Unaudited)
Nanotechnology ETF invested, as a percentage of net assets, in the following countries as of August 31, 2022:
United States | 71.1 | % | ||
Japan | 12.2 | % | ||
Taiwan | 4.2 | % | ||
Netherlands | 4.0 | % | ||
South Korea | 3.0 | % | ||
Singapore | 2.6 | % | ||
Israel | 1.8 | % | ||
Germany | 0.6 | % | ||
Othera | 0.5 | % | ||
100.0 | % |
a | Includes any non-equity securities and net other assets (liabilities). |
Nasdaq-100
Dorsey Wright Momentum ETF
Schedule of Portfolio Investments
August 31, 2022 (Unaudited)
Investments | Shares | Value ($) | ||||||
COMMON STOCKS - 99.9% | ||||||||
Biotechnology - 17.1% | ||||||||
Moderna, Inc.* | 4,650 | 615,055 | ||||||
Regeneron Pharmaceuticals, Inc.* | 1,317 | 765,256 | ||||||
Seagen, Inc.* | 4,617 | 712,357 | ||||||
Vertex Pharmaceuticals, Inc.* | 2,784 | 784,420 | ||||||
2,877,088 | ||||||||
Commercial Services & Supplies - 5.2% | ||||||||
Cintas Corp. | 2,148 | 873,892 | ||||||
Electric Utilities - 10.0% | ||||||||
American Electric Power Co., Inc. | 8,675 | 869,235 | ||||||
Exelon Corp. | 18,481 | 811,501 | ||||||
1,680,736 | ||||||||
Food & Staples Retailing - 5.1% | ||||||||
Costco Wholesale Corp. | 1,632 | 852,067 | ||||||
Interactive Media & Services - 4.6% | ||||||||
Baidu, Inc., ADR* | 5,376 | 773,983 | ||||||
Internet & Direct Marketing Retail - 10.7% | ||||||||
JD.com, Inc., ADR | 13,214 | 838,957 | ||||||
Pinduoduo, Inc., ADR* | 13,477 | 960,910 | ||||||
1,799,867 | ||||||||
IT Services - 5.1% | ||||||||
Paychex, Inc. | 7,008 | 864,367 | ||||||
Multiline Retail - 3.9% | ||||||||
Dollar Tree, Inc.* | 4,891 | 663,611 | ||||||
Pharmaceuticals - 4.5% | ||||||||
AstraZeneca plc, ADR | 12,220 | 762,284 | ||||||
Semiconductors & Semiconductor Equipment - 4.9% | ||||||||
Broadcom, Inc. | 1,642 | 819,539 | ||||||
Software - 18.4% | ||||||||
Crowdstrike Holdings, Inc., Class A* | 4,301 | 785,406 | ||||||
Palo Alto Networks, Inc.* | 1,562 | 869,737 | ||||||
Synopsys, Inc.* | 2,578 | 892,039 | ||||||
Zoom Video Communications, Inc., Class A* | 6,840 | 549,936 | ||||||
3,097,118 | ||||||||
Specialty Retail - 5.2% | ||||||||
O'Reilly Automotive, Inc.* | 1,245 | 867,914 | ||||||
Technology Hardware, Storage & Peripherals - 5.2% | ||||||||
Apple, Inc. | 5,567 | 875,244 | ||||||
TOTAL COMMON STOCKS (Cost $16,983,418) | 16,807,710 |
Investments | Principal Amount ($) | Value ($) | ||||||
SHORT-TERM INVESTMENTS - 0.0%(a) | ||||||||
REPURCHASE AGREEMENTS(b) - 0.0%(a) | ||||||||
Repurchase Agreements with various counterparties, rates 1.90% - 2.25%, dated 8/31/2022, due 9/1/2022, total to be received $6,812 | ||||||||
(Cost $6,812) | 6,812 | 6,812 | ||||||
Total Investments - 99.9% (Cost $16,990,230) | 16,814,522 | |||||||
Other assets less liabilities - 0.1% | 12,571 | |||||||
Net Assets - 100.0% | 16,827,093 |
* | Non-income producing security. |
(a) | Represents less than 0.05% of net assets. |
(b) | The Fund invests in Repurchase Agreements jointly with other funds in the Trust. See "Repurchase Agreements" in the Notes to Schedules of Portfolio Investments to view the details of each individual agreement and counterparty as well as a description of the securities subject to repurchase. |
Abbreviations | |
ADR | American Depositary Receipt |
Nasdaq-100
Dorsey Wright Momentum ETF
Schedule of Portfolio Investments
August 31, 2022 (Unaudited)
Nasdaq-100 Dorsey Wright Momentum ETF invested, as a percentage of net assets, in the following countries as of August 31, 2022:
United States | 80.1 | % | ||
China | 15.3 | % | ||
United Kingdom | 4.5 | % | ||
Othera | 0.1 | % | ||
100.0 | % |
a | Includes any non-equity securities and net other assets (liabilities). |
On-Demand
ETF
Schedule of Portfolio Investments
August 31, 2022 (Unaudited)
Investments | Shares | Value ($) | ||||||
COMMON STOCKS - 100.0% | ||||||||
Entertainment - 57.0% | ||||||||
Activision Blizzard, Inc. | 624 | 48,978 | ||||||
Bilibili, Inc., Class Z* | 1,662 | 40,255 | ||||||
Capcom Co. Ltd. | 1,098 | 30,112 | ||||||
Electronic Arts, Inc. | 345 | 43,770 | ||||||
Embracer Group AB*(a) | 4,844 | 30,232 | ||||||
Krafton, Inc.* | 175 | 32,251 | ||||||
NCSoft Corp. | 105 | 29,713 | ||||||
Netflix, Inc.* | 244 | 54,549 | ||||||
Nexon Co. Ltd. | 1,981 | 39,770 | ||||||
ROBLOX Corp., Class A* | 1,619 | 63,319 | ||||||
Spotify Technology SA* | 433 | 46,829 | ||||||
Square Enix Holdings Co. Ltd. | 554 | 24,206 | ||||||
Take-Two Interactive Software, Inc.* | 383 | 46,940 | ||||||
Tencent Music Entertainment Group, ADR* | 4,441 | 22,693 | ||||||
Ubisoft Entertainment SA* | 670 | 30,979 | ||||||
584,596 | ||||||||
Interactive Media & Services - 4.9% | ||||||||
Bumble, Inc., Class A* | 524 | 13,126 | ||||||
Snap, Inc., Class A* | 3,352 | 36,470 | ||||||
49,596 | ||||||||
Internet & Direct Marketing Retail - 17.2% | ||||||||
Delivery Hero SE*(b) | 1,123 | 46,835 | ||||||
DoorDash, Inc., Class A* | 714 | 42,768 | ||||||
Just Eat Takeaway.com NV*(b) | 1,317 | 22,079 | ||||||
Meituan, Class B*(b) | 2,115 | 51,146 | ||||||
Zomato Ltd.* | 18,449 | 13,455 | ||||||
176,283 | ||||||||
Leisure Products - 3.4% | ||||||||
Peloton Interactive, Inc., Class A* | 1,912 | 19,483 | ||||||
Sega Sammy Holdings, Inc. | 1,053 | 15,713 | ||||||
35,196 | ||||||||
Road & Rail - 12.1% | ||||||||
Grab Holdings Ltd., Class A*(a) | 12,820 | 36,537 | ||||||
Lyft, Inc., Class A* | 1,976 | 29,107 | ||||||
Uber Technologies, Inc.* | 2,011 | 57,836 | ||||||
123,480 | ||||||||
Semiconductors & Semiconductor Equipment - 5.4% | ||||||||
Ambarella, Inc.* | 241 | 16,359 | ||||||
NVIDIA Corp. | 259 | 39,094 | ||||||
55,453 | ||||||||
TOTAL COMMON STOCKS (Cost $1,896,136) | 1,024,604 | |||||||
SECURITIES LENDING REINVESTMENTS(c) - 4.7% | ||||||||
INVESTMENT COMPANIES - 4.7% | ||||||||
BlackRock Liquidity FedFund, Institutional Class | ||||||||
2.02% (Cost $48,629) | 48,629 | 48,629 | ||||||
Total Investments - 104.7% (Cost $1,944,765) | 1,073,233 | |||||||
Liabilities in excess of other assets - (4.7%) | (47,964 | ) | ||||||
Net Assets - 100.0% | 1,025,269 |
* | Non-income producing security. |
(a) | The security or a portion of this security is on loan at August 31, 2022. The total value of securities on loan at August 31, 2022 was $66,766, collateralized in the form of cash with a value of $48,629 that was reinvested in the securities shown in the Securities Lending Reinvestment section of the Schedule of Investments and $24,628 of collateral in the form of U.S. Government Treasury Securities, interest rates ranging from 0.25% – 5.50%, and maturity dates ranging from April 15, 2023 – February 15, 2049. The total value of collateral is $73,257. |
(b) | Security exempt from registration pursuant to Regulation S under the Securities Act of 1933. Regulation S applies to securities offerings that are made outside of the United States and do not involve direct selling efforts in the United States and as such may have restrictions on resale. |
(c) | The security was purchased with cash collateral held from securities on loan at August 31, 2022. The total value of securities purchased was $48,629. |
Abbreviations | |
ADR | American Depositary Receipt |
On-Demand
ETF
Schedule of Portfolio Investments
August 31, 2022 (Unaudited)
On-Demand ETF invested, as a percentage of net assets, in the following countries as of August 31, 2022:
United States | 53.5 | % | ||
China | 11.1 | % | ||
Japan | 10.7 | % | ||
South Korea | 6.0 | % | ||
Germany | 4.6 | % | ||
Luxembourg | 4.6 | % | ||
France | 3.0 | % | ||
Sweden | 3.0 | % | ||
Netherlands | 2.2 | % | ||
India | 1.3 | % | ||
Othera | 0.0 | %* | ||
100.0 | % |
* | Amount represents less than 0.05%. |
a | Includes any non-equity securities and net other assets (liabilities). |
Online Retail ETF
Schedule of Portfolio Investments
August 31, 2022 (Unaudited)
Investments | Shares | Value ($) | ||||||
COMMON STOCKS - 99.9% | ||||||||
Entertainment - 4.8% | ||||||||
Sea Ltd., ADR* | 207,258 | 12,849,996 | ||||||
Food & Staples Retailing - 0.2% | ||||||||
DingDong Cayman Ltd., ADR* | 101,203 | 459,462 | ||||||
Health Care Equipment & Supplies - 3.4% | ||||||||
Figs, Inc., Class A* | 778,450 | 8,998,882 | ||||||
Interactive Media & Services - 3.3% | ||||||||
Shutterstock, Inc. | 157,259 | 8,713,721 | ||||||
Internet & Direct Marketing Retail - 88.2% | ||||||||
Alibaba Group Holding Ltd., ADR* | 345,585 | 32,972,265 | ||||||
Amazon.com, Inc.* | 492,501 | 62,434,352 | ||||||
Chewy, Inc., Class A*(a) | 283,734 | 9,740,588 | ||||||
ContextLogic, Inc., Class A*(a) | 7,036,326 | 9,147,224 | ||||||
Coupang, Inc.* | 210,233 | 3,552,938 | ||||||
Dada Nexus Ltd., ADR* | 75,649 | 489,449 | ||||||
DoorDash, Inc., Class A* | 191,000 | 11,440,900 | ||||||
eBay, Inc. | 399,624 | 17,635,407 | ||||||
Etsy, Inc.* | 100,347 | 10,597,647 | ||||||
Farfetch Ltd., Class A* | 44,629 | 447,629 | ||||||
Fiverr International Ltd.*(a) | 14,857 | 513,755 | ||||||
Global-e Online Ltd.* | 15,762 | 497,921 | ||||||
JD.com, Inc., ADR | 190,261 | 12,079,671 | ||||||
MercadoLibre, Inc.* | 6,062 | 5,185,192 | ||||||
Overstock.com, Inc.* | 344,312 | 8,986,543 | ||||||
Ozon Holdings plc, ADR*‡(b) | 60,470 | — | ||||||
Pinduoduo, Inc., ADR* | 152,418 | 10,867,403 | ||||||
Qurate Retail, Inc., Series A | 2,852,630 | 8,843,153 | ||||||
Revolve Group, Inc.*(a) | 371,132 | 8,717,891 | ||||||
Vipshop Holdings Ltd., ADR* | 66,346 | 770,277 | ||||||
Wayfair, Inc., Class A*(a) | 178,244 | 9,395,241 | ||||||
Xometry, Inc., Class A*(a) | 196,779 | 9,644,139 | ||||||
233,959,585 | ||||||||
TOTAL COMMON STOCKS (Cost $431,431,775) | 264,981,646 | |||||||
SECURITIES LENDING REINVESTMENTS(c) - 10.9% | ||||||||
INVESTMENT COMPANIES - 10.9% | ||||||||
BlackRock Liquidity FedFund, Institutional Class | ||||||||
2.02% (Cost $28,923,662) | 28,923,662 | 28,923,662 |
Investments | Principal | Value ($) | ||||||
SHORT-TERM INVESTMENTS - 0.1% | ||||||||
REPURCHASE AGREEMENTS(d) - 0.1% | ||||||||
Repurchase Agreements with various counterparties, rates 1.90% - 2.25%, dated 8/31/2022, due 9/1/2022, total to be received $245,931 | ||||||||
(Cost $245,916) | 245,916 | 245,916 | ||||||
Total Investments - 110.9% (Cost $460,601,353) | 294,151,224 | |||||||
Liabilities in excess of other assets - (10.9%) | (28,949,608 | ) | ||||||
Net Assets - 100.0% | 265,201,616 |
Online Retail ETF
Schedule of Portfolio Investments
August 31, 2022 (Unaudited)
* | Non-income producing security. |
‡ | Value determined using significant unobservable inputs. |
(a) | The security or a portion of this security is on loan at August 31, 2022. The total value of securities on loan at August 31, 2022 was $30,464,849, collateralized in the form of cash with a value of $28,923,662 that was reinvested in the securities shown in the Securities Lending Reinvestment section of the Schedule of Investments and $4,730,034 of collateral in the form of U.S. Government Treasury Securities, interest rates ranging from 0.13% – 4.63%, and maturity dates ranging from January 15, 2023 – May 15, 2051. The total value of collateral is $33,653,696. |
(b) | Security fair valued as of August 31, 2022 in accordance with procedures approved by the Board of Trustees. Total value of all such securities at August 31, 2022 amounted to $0, which represents approximately 0.00% of net assets of the Fund. |
(c) | The security was purchased with cash collateral held from securities on loan at August 31, 2022. The total value of securities purchased was $28,923,662. |
(d) | The Fund invests in Repurchase Agreements jointly with other funds in the Trust. See "Repurchase Agreements" in the Notes to Schedules of Portfolio Investments to view the details of each individual agreement and counterparty as well as a description of the securities subject to repurchase. |
Abbreviations | |
ADR | American Depositary Receipt |
Pet Care ETF
Schedule of Portfolio Investments
August 31, 2022 (Unaudited)
Investments | Shares | Value ($) | ||||||
COMMON STOCKS - 99.6% | ||||||||
Distributors - 0.0%(a) | ||||||||
Arata Corp. | 1,086 | 32,285 | ||||||
Diversified Consumer Services - 0.6% | ||||||||
Rover Group, Inc.* | 214,660 | 817,855 | ||||||
Food Products - 12.3% | ||||||||
Freshpet, Inc.* | 114,828 | 4,998,463 | ||||||
General Mills, Inc. | 49,702 | 3,817,113 | ||||||
J M Smucker Co. (The) | 8,528 | 1,193,835 | ||||||
Nestle SA (Registered) | 55,892 | 6,551,514 | ||||||
16,560,925 | ||||||||
Health Care Equipment & Supplies - 12.7% | ||||||||
Heska Corp.* | 25,245 | 2,299,062 | ||||||
IDEXX Laboratories, Inc.* | 38,018 | 13,215,817 | ||||||
Vimian Group AB*(b) | 308,256 | 983,180 | ||||||
Zomedica Corp.* | 2,388,385 | 583,244 | ||||||
17,081,303 | ||||||||
Health Care Providers & Services - 8.9% | ||||||||
AmerisourceBergen Corp. | 12,914 | 1,892,676 | ||||||
Covetrus, Inc.* | 260,322 | 5,432,920 | ||||||
CVS Group plc | 175,544 | 3,715,595 | ||||||
Patterson Cos., Inc. | 7,046 | 196,513 | ||||||
PetIQ, Inc.* | 67,207 | 627,713 | ||||||
11,865,417 | ||||||||
Household Products - 6.9% | ||||||||
Central Garden & Pet Co., Class A* | 100,174 | 3,782,570 | ||||||
Colgate-Palmolive Co. | 69,966 | 5,472,041 | ||||||
9,254,611 | ||||||||
Insurance - 4.9% | ||||||||
Anicom Holdings, Inc.(b) | 174,832 | 812,967 | ||||||
Trupanion, Inc.* | 82,332 | 5,810,993 | ||||||
6,623,960 | ||||||||
Internet & Direct Marketing Retail - 6.4% | ||||||||
Chewy, Inc., Class A* | 222,110 | 7,625,036 | ||||||
PetMed Express, Inc. | 48,769 | 1,003,179 | ||||||
8,628,215 | ||||||||
Pharmaceuticals - 35.8% | ||||||||
Dechra Pharmaceuticals plc | 275,220 | 11,158,335 | ||||||
Elanco Animal Health, Inc.* | 750,571 | 11,356,139 | ||||||
Merck & Co., Inc. | 74,513 | 6,360,430 | ||||||
SwedenCare AB(b) | 312,445 | 1,838,325 | ||||||
Virbac SA | 10,393 | 3,864,445 | ||||||
Zoetis, Inc. | 85,794 | 13,429,335 | ||||||
48,007,009 | ||||||||
Specialty Retail - 11.1% | ||||||||
Musti Group OYJ* | 79,803 | 1,583,109 | ||||||
Pet Center Comercio e Participacoes SA | 816,303 | 1,699,324 | ||||||
Pet Valu Holdings Ltd. | 64,159 | 1,638,965 | ||||||
Petco Health & Wellness Co., Inc.* | 371,471 | 5,542,347 | ||||||
Pets at Home Group plc | 1,190,681 | 4,384,789 | ||||||
14,848,534 | ||||||||
TOTAL COMMON STOCKS (Cost $212,998,617) | 133,720,114 | |||||||
SECURITIES LENDING REINVESTMENTS(c) - 0.2% | ||||||||
INVESTMENT COMPANIES - 0.2% | ||||||||
BlackRock Liquidity FedFund, Institutional Class | ||||||||
2.02% (Cost $305,250) | 305,250 | 305,250 |
Investments | Principal | Value ($) | ||||||
SHORT-TERM INVESTMENTS - 0.3% | ||||||||
REPURCHASE AGREEMENTS(d) - 0.3% | ||||||||
Repurchase Agreements with various counterparties, rates 1.90% - 2.25%, dated 8/31/2022, due 9/1/2022, total to be received $345,381 | ||||||||
(Cost $345,360) | 345,360 | 345,360 | ||||||
Total Investments - 100.1% (Cost $213,649,227) | 134,370,724 | |||||||
Liabilities in excess of other assets - (0.1%) | (180,764 | ) | ||||||
Net Assets - 100.0% | 134,189,960 |
* | Non-income producing security. |
(a) | Represents less than 0.05% of net assets. |
(b) | The security or a portion of this security is on loan at August 31, 2022. The total value of securities on loan at August 31, 2022 was $434,617, collateralized in the form of cash with a value of $305,250 that was reinvested in the securities shown in the Securities Lending Reinvestment section of the Schedule of Investments and $163,592 of collateral in the form of U.S. Government Treasury Securities, interest rates ranging from 0.00% – 6.13%, and maturity dates ranging from October 20, 2022 – February 15, 2052. The total value of collateral is $468,842. |
(c) | The security was purchased with cash collateral held from securities on loan at August 31, 2022. The total value of securities purchased was $305,250. |
(d) | The Fund invests in Repurchase Agreements jointly with other funds in the Trust. See "Repurchase Agreements" in the Notes to Schedules of Portfolio Investments to view the details of each individual agreement and counterparty as well as a description of the securities subject to repurchase. |
Pet Care ETF
Schedule of Portfolio Investments
August 31, 2022 (Unaudited)
Pet Care ETF invested, as a percentage of net assets, in the following countries as of August 31, 2022:
United States | 70.7 | % | ||
United Kingdom | 14.3 | % | ||
Switzerland | 4.9 | % | ||
France | 2.9 | % | ||
Sweden | 2.1 | % | ||
Canada | 1.6 | % | ||
Brazil | 1.3 | % | ||
Finland | 1.2 | % | ||
Japan | 0.6 | % | ||
Othera | 0.4 | % | ||
100.0 | % |
a | Includes any non-equity securities and net other assets (liabilities). |
Russell 2000 Dividend Growers ETF
Schedule of Portfolio Investments
August 31, 2022 (Unaudited)
Investments | Shares | Value ($) | ||||||
COMMON STOCKS - 99.7% | ||||||||
Banks - 24.0% | ||||||||
Associated Banc-Corp. | 398,098 | 7,977,884 | ||||||
Atlantic Union Bankshares Corp. | 234,253 | 7,601,510 | ||||||
City Holding Co.(a) | 96,915 | 8,238,744 | ||||||
Community Bank System, Inc.(a) | 120,492 | 7,877,767 | ||||||
First Financial Corp. | 175,241 | 8,148,707 | ||||||
First Interstate BancSystem, Inc., Class A | 210,625 | 8,479,763 | ||||||
First Merchants Corp. | 203,514 | 8,103,927 | ||||||
Fulton Financial Corp. | 521,023 | 8,456,203 | ||||||
Glacier Bancorp, Inc. | 163,888 | 8,305,844 | ||||||
Home BancShares, Inc. | 365,812 | 8,607,556 | ||||||
Independent Bank Corp. | 95,247 | 7,451,173 | ||||||
International Bancshares Corp. | 198,219 | 8,271,679 | ||||||
Lakeland Bancorp, Inc. | 515,543 | 8,398,195 | ||||||
Northwest Bancshares, Inc. | 617,160 | 8,683,441 | ||||||
Peoples Bancorp, Inc. | 279,287 | 8,347,888 | ||||||
Sandy Spring Bancorp, Inc. | 192,953 | 7,432,550 | ||||||
Simmons First National Corp., Class A | 334,868 | 7,899,536 | ||||||
Southside Bancshares, Inc. | 203,150 | 7,654,692 | ||||||
SouthState Corp. | 100,174 | 7,817,579 | ||||||
Tompkins Financial Corp. | 108,002 | 7,737,263 | ||||||
United Bankshares, Inc. | 218,687 | 8,113,288 | ||||||
Washington Trust Bancorp, Inc. | 158,960 | 8,048,145 | ||||||
WesBanco, Inc. | 240,156 | 8,215,737 | ||||||
185,869,071 | ||||||||
Building Products - 2.0% | ||||||||
Apogee Enterprises, Inc. | 183,104 | 7,477,967 | ||||||
Griffon Corp. | 244,693 | 7,671,126 | ||||||
15,149,093 | ||||||||
Capital Markets - 1.0% | ||||||||
Cohen & Steers, Inc. | 109,317 | 7,803,047 | ||||||
Chemicals - 6.1% | ||||||||
Avient Corp. | 162,006 | 7,100,723 | ||||||
Balchem Corp. | 64,213 | 8,464,558 | ||||||
HB Fuller Co. | 110,779 | 7,185,126 | ||||||
Quaker Chemical Corp.(a) | 51,514 | 8,979,920 | ||||||
Sensient Technologies Corp.(a) | 94,549 | 7,532,719 | ||||||
Stepan Co. | 72,590 | 7,566,056 | ||||||
46,829,102 | ||||||||
Commercial Services & Supplies - 4.6% | ||||||||
ABM Industries, Inc. | 181,935 | 8,441,784 | ||||||
Brady Corp., Class A | 162,283 | 7,552,651 | ||||||
Healthcare Services Group, Inc. | 455,652 | 6,411,023 | ||||||
HNI Corp. | 204,521 | 6,544,672 | ||||||
Matthews International Corp., Class A | 252,085 | 6,304,646 | ||||||
35,254,776 | ||||||||
Diversified Telecommunication Services - 0.9% | ||||||||
Cogent Communications Holdings, Inc. | 127,611 | 6,795,286 | ||||||
Electric Utilities - 3.0% | ||||||||
ALLETE, Inc. | 125,254 | 7,412,532 | ||||||
PNM Resources, Inc. | 166,582 | 7,900,984 | ||||||
Portland General Electric Co. | 154,920 | 8,004,716 | ||||||
23,318,232 | ||||||||
Electronic Equipment, Instruments & Components - 1.2% | ||||||||
Badger Meter, Inc. | 98,154 | 9,294,202 | ||||||
Equity Real Estate Investment Trusts (REITs) - 4.0% | ||||||||
Agree Realty Corp.(a) | 108,679 | 8,185,702 | ||||||
STAG Industrial, Inc. | 238,123 | 7,334,189 | ||||||
Terreno Realty Corp. | 132,407 | 8,075,503 | ||||||
Universal Health Realty Income Trust | 143,661 | 7,310,908 | ||||||
30,906,302 | ||||||||
Food & Staples Retailing - 1.9% | ||||||||
Andersons, Inc. (The) | 205,006 | 7,591,372 | ||||||
SpartanNash Co. | 235,889 | 7,178,102 | ||||||
14,769,474 | ||||||||
Food Products - 4.7% | ||||||||
Calavo Growers, Inc. | 197,812 | 8,316,016 | ||||||
J & J Snack Foods Corp. | 61,070 | 9,101,262 | ||||||
Lancaster Colony Corp. | 63,422 | 10,689,778 | ||||||
Tootsie Roll Industries, Inc. | 234,014 | 8,384,722 | ||||||
36,491,778 | ||||||||
Gas Utilities - 5.5% | ||||||||
Chesapeake Utilities Corp. | 59,078 | 7,461,551 | ||||||
New Jersey Resources Corp. | 165,964 | 7,325,651 | ||||||
Northwest Natural Holding Co. | 141,228 | 6,723,865 | ||||||
South Jersey Industries, Inc. | 224,393 | 7,595,703 | ||||||
Southwest Gas Holdings, Inc. | 83,101 | 6,469,413 | ||||||
Spire, Inc. | 99,303 | 6,940,287 | ||||||
42,516,470 | ||||||||
Health Care Equipment & Supplies - 2.0% | ||||||||
Atrion Corp. | 12,381 | 7,477,505 | ||||||
LeMaitre Vascular, Inc. | 167,439 | 8,268,138 | ||||||
15,745,643 | ||||||||
Health Care Providers & Services - 1.1% | ||||||||
Ensign Group, Inc. (The)(a) | 100,755 | 8,594,402 | ||||||
Household Products - 1.0% | ||||||||
WD-40 Co. | 40,940 | 7,744,210 | ||||||
Insurance - 3.5% | ||||||||
AMERISAFE, Inc. | 151,345 | 7,237,318 | ||||||
CNO Financial Group, Inc. | 402,793 | 7,415,419 | ||||||
Horace Mann Educators Corp. | 210,689 | 7,536,346 | ||||||
Mercury General Corp. | 162,208 | 5,174,435 | ||||||
27,363,518 | ||||||||
Internet & Direct Marketing Retail - 1.0% | ||||||||
PetMed Express, Inc.(a) | 366,059 | 7,529,834 | ||||||
Machinery - 9.5% | ||||||||
Alamo Group, Inc. | 67,098 | 8,773,734 | ||||||
Douglas Dynamics, Inc. | 243,904 | 7,097,606 | ||||||
Franklin Electric Co., Inc. | 104,929 | 9,113,084 | ||||||
Hillenbrand, Inc. | 181,461 | 7,561,480 | ||||||
Kadant, Inc. | 41,894 | 7,517,040 | ||||||
Lindsay Corp. | 61,723 | 9,897,900 | ||||||
Standex International Corp. | 82,920 | 7,496,797 | ||||||
Trinity Industries, Inc. | 311,086 | 7,584,277 | ||||||
Watts Water Technologies, Inc., Class A | 59,399 | 8,227,950 | ||||||
73,269,868 | ||||||||
Media - 0.9% | ||||||||
John Wiley & Sons, Inc., Class A | 148,482 | 6,834,626 |
Russell 2000 Dividend Growers ETF
Schedule of Portfolio Investments
August 31, 2022 (Unaudited)
Investments | Shares | Value ($) | ||||||
Metals & Mining - 3.0% | ||||||||
Kaiser Aluminum Corp. | 83,976 | 6,026,118 | ||||||
Materion Corp. | 95,338 | 8,228,623 | ||||||
Worthington Industries, Inc. | 175,063 | 8,926,462 | ||||||
23,181,203 | ||||||||
Mortgage Real Estate Investment Trusts (REITs) - 1.0% | ||||||||
Arbor Realty Trust, Inc. | 503,021 | 7,535,255 | ||||||
Multi-Utilities - 2.8% | ||||||||
Avista Corp. | 178,119 | 7,236,975 | ||||||
Black Hills Corp. | 102,672 | 7,749,683 | ||||||
NorthWestern Corp. | 127,778 | 6,769,678 | ||||||
21,756,336 | ||||||||
Personal Products - 0.9% | ||||||||
Nu Skin Enterprises, Inc., Class A(a) | 168,268 | 6,888,892 | ||||||
Professional Services - 2.2% | ||||||||
Exponent, Inc. | 88,409 | 8,298,069 | ||||||
Insperity, Inc. | 80,336 | 8,758,230 | ||||||
17,056,299 | ||||||||
Real Estate Management & Development - 0.9% | ||||||||
Kennedy-Wilson Holdings, Inc. | 382,958 | 6,724,743 | ||||||
Semiconductors & Semiconductor Equipment - 0.9% | ||||||||
Power Integrations, Inc. | 97,630 | 6,983,474 | ||||||
Thrifts & Mortgage Finance - 1.1% | ||||||||
Federal Agricultural Mortgage Corp., Class C | 80,307 | 8,772,737 | ||||||
Tobacco - 0.8% | ||||||||
Universal Corp. | 128,034 | 6,534,855 | ||||||
Trading Companies & Distributors - 3.0% | ||||||||
Applied Industrial Technologies, Inc. | 75,385 | 7,992,318 | ||||||
GATX Corp. | 76,758 | 7,415,590 | ||||||
McGrath RentCorp | 96,401 | 8,147,813 | ||||||
23,555,721 | ||||||||
Water Utilities - 4.2% | ||||||||
American States Water Co.(a) | 96,672 | 8,020,876 | ||||||
California Water Service Group | 141,373 | 8,274,562 | ||||||
Middlesex Water Co. | 90,921 | 8,071,057 | ||||||
SJW Group | 123,198 | 7,921,631 | ||||||
32,288,126 | ||||||||
Wireless Telecommunication Services - 1.0% | ||||||||
Telephone and Data Systems, Inc. | 479,966 | 7,809,047 | ||||||
TOTAL COMMON STOCKS (Cost $746,148,174) | 771,165,622 | |||||||
SECURITIES LENDING REINVESTMENTS(b) - 0.9% | ||||||||
INVESTMENT COMPANIES - 0.9% | ||||||||
BlackRock Liquidity FedFund, Institutional Class | ||||||||
2.02% (Cost $7,032,645) | 7,032,645 | 7,032,645 |
Investments | Principal | Value ($) | ||||||
SHORT-TERM INVESTMENTS - 0.2% | ||||||||
REPURCHASE AGREEMENTS(c) - 0.2% | ||||||||
Repurchase Agreements with various counterparties, rates 1.90% - 2.25%, dated 8/31/2022, due 9/1/2022, total to be received $1,672,112 | ||||||||
(Cost $1,672,010) | 1,672,010 | 1,672,010 | ||||||
Total Investments - 100.8% (Cost $754,852,829) | 779,870,277 | |||||||
Liabilities in excess of other assets - (0.8%) | (6,266,012 | ) | ||||||
Net Assets - 100.0% | 773,604,265 |
(a) | The security or a portion of this security is on loan at August 31, 2022. The total value of securities on loan at August 31, 2022 was $13,405,564, collateralized in the form of cash with a value of $7,032,645 that was reinvested in the securities shown in the Securities Lending Reinvestment section of the Schedule of Investments and $6,933,304 of collateral in the form of U.S. Government Treasury Securities, interest rates ranging from 0.13% – 4.63%, and maturity dates ranging from November 30, 2022 – May 15, 2051. The total value of collateral is $13,965,949. |
(b) | The security was purchased with cash collateral held from securities on loan at August 31, 2022. The total value of securities purchased was $7,032,645. |
(c) | The Fund invests in Repurchase Agreements jointly with other funds in the Trust. See "Repurchase Agreements" in the Notes to Schedules of Portfolio Investments to view the details of each individual agreement and counterparty as well as a description of the securities subject to repurchase. |
Russell U.S. Dividend Growers ETF
Schedule of Portfolio Investments
August 31, 2022 (Unaudited)
Investments | Shares | Value ($) | ||||||
COMMON STOCKS - 99.6% | ||||||||
Banks - 3.2% | ||||||||
Commerce Bancshares, Inc. | 2,887 | 198,539 | ||||||
United Bankshares, Inc. | 5,427 | 201,342 | ||||||
399,881 | ||||||||
Beverages - 4.8% | ||||||||
Brown-Forman Corp., Class B | 2,769 | 201,306 | ||||||
Coca-Cola Co. (The) | 3,086 | 190,437 | ||||||
PepsiCo, Inc. | 1,166 | 200,867 | ||||||
592,610 | ||||||||
Building Products - 1.8% | ||||||||
Carlisle Cos., Inc. | 737 | 217,901 | ||||||
Capital Markets - 4.8% | ||||||||
Franklin Resources, Inc. | 7,721 | 201,287 | ||||||
S&P Global, Inc. | 569 | 200,390 | ||||||
T. Rowe Price Group, Inc.(a) | 1,651 | 198,120 | ||||||
599,797 | ||||||||
Chemicals - 9.4% | ||||||||
Air Products and Chemicals, Inc. | 763 | 192,619 | ||||||
HB Fuller Co. | 2,748 | 178,235 | ||||||
PPG Industries, Inc. | 1,635 | 207,612 | ||||||
RPM International, Inc. | 2,345 | 218,460 | ||||||
Sherwin-Williams Co. (The) | 765 | 177,557 | ||||||
Stepan Co. | 1,803 | 187,927 | ||||||
1,162,410 | ||||||||
Commercial Services & Supplies - 4.7% | ||||||||
ABM Industries, Inc. | 4,516 | 209,542 | ||||||
Brady Corp., Class A | 4,027 | 187,417 | ||||||
MSA Safety, Inc. | 1,531 | 181,975 | ||||||
578,934 | ||||||||
Containers & Packaging - 1.7% | ||||||||
Sonoco Products Co. | 3,330 | 209,857 | ||||||
Distributors - 1.7% | ||||||||
Genuine Parts Co. | 1,394 | 217,478 | ||||||
Electrical Equipment - 1.4% | ||||||||
Emerson Electric Co. | 2,177 | 177,948 | ||||||
Equity Real Estate Investment Trusts (REITs) - 1.5% | ||||||||
Federal Realty Investment Trust | 1,860 | 188,362 | ||||||
Food & Staples Retailing - 4.5% | ||||||||
Sysco Corp. | 2,315 | 190,339 | ||||||
Walgreens Boots Alliance, Inc. | 4,564 | 160,014 | ||||||
Walmart, Inc. | 1,557 | 206,381 | ||||||
556,734 | ||||||||
Food Products - 8.5% | ||||||||
Archer-Daniels-Midland Co. | 2,238 | 196,698 | ||||||
Hormel Foods Corp. | 4,137 | 208,008 | ||||||
Lancaster Colony Corp. | 1,572 | 264,961 | ||||||
McCormick & Co., Inc. (Non-Voting) | 2,155 | 181,171 | ||||||
Tootsie Roll Industries, Inc. | 5,806 | 208,029 | ||||||
1,058,867 | ||||||||
Gas Utilities - 2.8% | ||||||||
National Fuel Gas Co. | 2,609 | 185,944 | ||||||
Northwest Natural Holding Co. | 3,507 | 166,968 | ||||||
352,912 | ||||||||
Health Care Equipment & Supplies - 4.4% | ||||||||
Abbott Laboratories | 1,731 | 177,687 | ||||||
Becton Dickinson and Co. | 760 | 191,839 | ||||||
Medtronic plc | 2,044 | 179,709 | ||||||
549,235 | ||||||||
Hotels, Restaurants & Leisure - 1.6% | ||||||||
McDonald's Corp. | 797 | 201,067 | ||||||
Household Durables - 1.6% | ||||||||
Leggett & Platt, Inc. | 5,092 | 194,616 | ||||||
Household Products - 6.3% | ||||||||
Clorox Co. (The) | 1,446 | 208,716 | ||||||
Colgate-Palmolive Co. | 2,474 | 193,491 | ||||||
Kimberly-Clark Corp. | 1,484 | 189,240 | ||||||
Procter & Gamble Co. (The) | 1,335 | 184,150 | ||||||
775,597 | ||||||||
Industrial Conglomerates - 1.4% | ||||||||
3M Co. | 1,377 | 171,230 | ||||||
Insurance - 6.9% | ||||||||
Aflac, Inc. | 3,409 | 202,563 | ||||||
Cincinnati Financial Corp. | 1,580 | 153,197 | ||||||
Mercury General Corp. | 4,026 | 128,429 | ||||||
Old Republic International Corp. | 8,399 | 183,434 | ||||||
RLI Corp. | 1,676 | 183,958 | ||||||
851,581 | ||||||||
IT Services - 1.8% | ||||||||
Automatic Data Processing, Inc. | 895 | 218,747 | ||||||
Machinery - 5.9% | ||||||||
Dover Corp. | 1,476 | 184,441 | ||||||
Illinois Tool Works, Inc. | 962 | 187,426 | ||||||
Nordson Corp. | 912 | 207,179 | ||||||
Stanley Black & Decker, Inc. | 1,725 | 151,973 | ||||||
731,019 | ||||||||
Metals & Mining - 1.7% | ||||||||
Nucor Corp. | 1,577 | 209,646 | ||||||
Multiline Retail - 1.6% | ||||||||
Target Corp. | 1,267 | 203,151 | ||||||
Multi-Utilities - 3.1% | ||||||||
Black Hills Corp. | 2,549 | 192,398 | ||||||
Consolidated Edison, Inc. | 1,993 | 194,796 | ||||||
387,194 | ||||||||
Pharmaceuticals - 1.4% | ||||||||
Johnson & Johnson | 1,098 | 177,151 | ||||||
Specialty Retail - 1.6% | ||||||||
Lowe's Cos., Inc. | 1,017 | 197,440 | ||||||
Tobacco - 1.3% | ||||||||
Universal Corp. | 3,179 | 162,256 | ||||||
Trading Companies & Distributors - 1.7% | ||||||||
WW Grainger, Inc. | 388 | 215,317 | ||||||
Water Utilities - 6.5% | ||||||||
American States Water Co. | 2,398 | 198,962 | ||||||
California Water Service Group | 3,509 | 205,382 | ||||||
Middlesex Water Co. | 2,257 | 200,354 |
Russell U.S. Dividend Growers ETF
Schedule of Portfolio Investments
August 31, 2022 (Unaudited)
Investments | Shares | Value ($) | ||||||
SJW Group | 3,052 | 196,243 | ||||||
800,941 | ||||||||
TOTAL COMMON STOCKS (Cost $12,434,294) | 12,359,879 |
Investments | Principal | Value ($) | ||||||
SHORT-TERM INVESTMENTS - 0.1% | ||||||||
REPURCHASE AGREEMENTS(b) - 0.1% | ||||||||
Repurchase Agreements with various counterparties, rates 1.90% - 2.25%, dated 8/31/2022, due 9/1/2022, total to be received $10,346 | ||||||||
(Cost $10,345) | 10,345 | 10,345 | ||||||
Total Investments - 99.7% (Cost $12,444,639) | 12,370,224 | |||||||
Other assets less liabilities - 0.3% | 31,404 | |||||||
Net Assets - 100.0% | 12,401,628 |
(a) | The security or a portion of this security is on loan at August 31, 2022. The total value of securities on loan at August 31, 2022 was $37,560, collateralized in the form of U.S. Government Treasury Securities, interest rates ranging from 0.13% – 4.63%, and maturity dates ranging from January 15, 2023 – May 15, 2051. The total value of collateral is $38,369. |
(b) | The Fund invests in Repurchase Agreements jointly with other funds in the Trust. See "Repurchase Agreements" in the Notes to Schedules of Portfolio Investments to view the details of each individual agreement and counterparty as well as a description of the securities subject to repurchase. |
S&P 500® Bond ETF
Schedule of Portfolio Investments
August 31, 2022 (Unaudited)
Investments | Principal Amount ($) | Value ($) | ||||||
CORPORATE BONDS - 98.4% | ||||||||
Aerospace & Defense - 5.1% | ||||||||
Boeing Co. (The) | ||||||||
3.20%, 3/1/2029 | 27,000 | 23,901 | ||||||
5.71%, 5/1/2040 | 200,000 | 191,364 | ||||||
5.81%, 5/1/2050 | 20,000 | 19,069 | ||||||
5.93%, 5/1/2060 | 43,000 | 40,689 | ||||||
Lockheed Martin Corp. | ||||||||
4.09%, 9/15/2052 | 103,000 | 96,165 | ||||||
Northrop Grumman Corp. | ||||||||
3.25%, 1/15/2028 | 200,000 | 190,021 | ||||||
Raytheon Technologies Corp. | ||||||||
4.50%, 6/1/2042 | 128,000 | 121,641 | ||||||
682,850 | ||||||||
Air Freight & Logistics - 0.7% | ||||||||
FedEx Corp. | ||||||||
4.25%, 5/15/2030 | 42,000 | 41,100 | ||||||
United Parcel Service, Inc. | ||||||||
5.30%, 4/1/2050 | 50,000 | 56,054 | ||||||
97,154 | ||||||||
Airlines - 0.2% | ||||||||
Southwest Airlines Co. | ||||||||
5.13%, 6/15/2027 | 24,000 | 24,493 | ||||||
Automobiles - 2.1% | ||||||||
General Motors Co. | ||||||||
6.13%, 10/1/2025 | 138,000 | 142,126 | ||||||
5.00%, 10/1/2028 | 34,000 | 33,110 | ||||||
5.95%, 4/1/2049 | 109,000 | 101,115 | ||||||
276,351 | ||||||||
Banks - 8.1% | ||||||||
Bank of America Corp. | ||||||||
4.20%, 8/26/2024 | 64,000 | 63,926 | ||||||
4.00%, 1/22/2025 | 2,000 | 1,985 | ||||||
Series L, 3.95%, 4/21/2025 | 100,000 | 99,056 | ||||||
Series L, 4.18%, 11/25/2027 | 25,000 | 24,415 | ||||||
6.11%, 1/29/2037 | 80,000 | 85,081 | ||||||
Citigroup, Inc. | ||||||||
4.40%, 6/10/2025 | 10,000 | 9,962 | ||||||
3.20%, 10/21/2026 | 100,000 | 95,651 | ||||||
4.45%, 9/29/2027 | 62,000 | 60,576 | ||||||
4.65%, 7/23/2048 | 46,000 | 43,501 | ||||||
JPMorgan Chase & Co. | ||||||||
3.88%, 9/10/2024 | 64,000 | 63,751 | ||||||
3.90%, 7/15/2025 | 129,000 | 128,201 | ||||||
2.95%, 10/1/2026 | 22,000 | 20,946 | ||||||
PNC Financial Services Group, Inc. (The) | ||||||||
2.55%, 1/22/2030 | 47,000 | 41,138 | ||||||
Truist Bank | ||||||||
3.20%, 4/1/2024 | 41,000 | 40,685 | ||||||
US Bancorp | ||||||||
3.60%, 9/11/2024 | 72,000 | 71,827 | ||||||
Wells Fargo & Co. | ||||||||
3.00%, 2/19/2025 | 2,000 | 1,945 | ||||||
3.55%, 9/29/2025 | 41,000 | 40,288 | ||||||
3.00%, 4/22/2026 | 2,000 | 1,905 | ||||||
3.00%, 10/23/2026 | 200,000 | 189,228 | ||||||
1,084,067 | ||||||||
Beverages - 2.4% | ||||||||
Coca-Cola Co. (The) | ||||||||
2.88%, 5/5/2041 | 125,000 | 102,057 | ||||||
Keurig Dr Pepper, Inc. | ||||||||
4.50%, 4/15/2052 | 96,000 | 83,765 | ||||||
Molson Coors Beverage Co. | ||||||||
4.20%, 7/15/2046 | 32,000 | 26,416 | ||||||
PepsiCo, Inc. | ||||||||
1.95%, 10/21/2031 | 130,000 | 110,378 | ||||||
322,616 | ||||||||
Biotechnology - 5.1% | ||||||||
AbbVie, Inc. | ||||||||
3.75%, 11/14/2023 | 3,000 | 2,994 | ||||||
3.60%, 5/14/2025 | 2,000 | 1,964 | ||||||
3.20%, 5/14/2026 | 80,000 | 76,735 | ||||||
4.88%, 11/14/2048 | 200,000 | 194,532 | ||||||
4.25%, 11/21/2049 | 32,000 | 28,118 | ||||||
Amgen, Inc. | ||||||||
2.20%, 2/21/2027 | 74,000 | 68,108 | ||||||
1.65%, 8/15/2028 | 13,000 | 11,255 | ||||||
2.00%, 1/15/2032 | 135,000 | 109,882 | ||||||
Biogen, Inc. | ||||||||
2.25%, 5/1/2030 | 75,000 | 61,408 | ||||||
Gilead Sciences, Inc. | ||||||||
3.65%, 3/1/2026 | 20,000 | 19,670 | ||||||
1.65%, 10/1/2030 | 1,000 | 816 | ||||||
4.75%, 3/1/2046 | 106,000 | 101,746 | ||||||
2.80%, 10/1/2050 | 3,000 | 2,063 | ||||||
679,291 | ||||||||
Building Products - 0.4% | ||||||||
Carrier Global Corp. | ||||||||
3.58%, 4/5/2050 | 63,000 | 48,206 | ||||||
Capital Markets - 4.5% | ||||||||
Goldman Sachs Group, Inc. (The) | ||||||||
3.85%, 1/26/2027 | 171,000 | 165,909 | ||||||
3.80%, 3/15/2030 | 150,000 | 138,618 | ||||||
6.75%, 10/1/2037 | 44,000 | 48,931 | ||||||
Morgan Stanley | ||||||||
Series F, 3.88%, 4/29/2024 | 100,000 | 99,784 | ||||||
3.13%, 7/27/2026 | 100,000 | 95,388 | ||||||
4.38%, 1/22/2047 | 52,000 | 47,734 | ||||||
596,364 | ||||||||
Chemicals - 0.5% | ||||||||
DuPont de Nemours, Inc. | ||||||||
4.21%, 11/15/2023 | 72,000 | 72,160 |
S&P 500® Bond ETF
Schedule of Portfolio Investments
August 31, 2022 (Unaudited)
Investments | Principal | Value ($) | ||||||
Communications Equipment - 0.7% | ||||||||
Cisco Systems, Inc. | ||||||||
5.90%, 2/15/2039 | 80,000 | 90,947 | ||||||
Consumer Finance - 1.3% | ||||||||
American Express Co. | ||||||||
3.40%, 2/22/2024 | 17,000 | 16,853 | ||||||
3.00%, 10/30/2024 | 84,000 | 82,473 | ||||||
Capital One Financial Corp. | ||||||||
3.80%, 1/31/2028 | 75,000 | 70,990 | ||||||
170,316 | ||||||||
Diversified Telecommunication Services - 7.5% | ||||||||
AT&T, Inc. | ||||||||
4.35%, 3/1/2029 | 62,000 | 60,481 | ||||||
4.30%, 2/15/2030 | 3,000 | 2,884 | ||||||
2.75%, 6/1/2031 | 266,000 | 227,736 | ||||||
3.50%, 9/15/2053 | 233,000 | 172,395 | ||||||
Verizon Communications, Inc. | ||||||||
0.75%, 3/22/2024 | 91,000 | 86,834 | ||||||
1.45%, 3/20/2026 | 2,000 | 1,827 | ||||||
4.13%, 3/16/2027 | 3,000 | 2,984 | ||||||
4.33%, 9/21/2028 | 187,000 | 184,709 | ||||||
4.02%, 12/3/2029 | 2,000 | 1,923 | ||||||
4.86%, 8/21/2046 | 100,000 | 97,524 | ||||||
3.55%, 3/22/2051 | 2,000 | 1,577 | ||||||
3.70%, 3/22/2061 | 200,000 | 154,384 | ||||||
995,258 | ||||||||
Electric Utilities - 1.4% | ||||||||
Duke Energy Corp. | ||||||||
4.50%, 8/15/2032 | 50,000 | 48,324 | ||||||
NextEra Energy Capital Holdings, Inc. | ||||||||
2.25%, 6/1/2030 | 45,000 | 38,019 | ||||||
2.44%, 1/15/2032 | 49,000 | 40,937 | ||||||
Southern Co. (The) | ||||||||
Series A, 3.70%, 4/30/2030 | 70,000 | 65,658 | ||||||
192,938 | ||||||||
Energy Equipment & Services - 0.0%(a) | ||||||||
Halliburton Co. | ||||||||
2.92%, 3/1/2030 | 1,000 | 885 | ||||||
Entertainment - 1.1% | ||||||||
Walt Disney Co. (The) | ||||||||
1.75%, 8/30/2024 | 40,000 | 38,429 | ||||||
2.65%, 1/13/2031 | 8,000 | 7,070 | ||||||
6.20%, 12/15/2034 | 91,000 | 103,371 | ||||||
148,870 | ||||||||
Equity Real Estate Investment Trusts (REITs) - 1.1% | ||||||||
American Tower Corp. | ||||||||
3.80%, 8/15/2029 | 36,000 | 33,395 | ||||||
Boston Properties LP | ||||||||
3.25%, 1/30/2031 | 50,000 | 43,171 | ||||||
Crown Castle, Inc. | ||||||||
2.25%, 1/15/2031 | 51,000 | 41,549 | ||||||
Equinix, Inc. | ||||||||
3.20%, 11/18/2029 | 39,000 | 35,000 | ||||||
153,115 | ||||||||
Food & Staples Retailing - 0.5% | ||||||||
Costco Wholesale Corp. | ||||||||
1.60%, 4/20/2030 | 72,000 | 60,770 | ||||||
Food Products - 1.0% | ||||||||
Conagra Brands, Inc. | ||||||||
5.40%, 11/1/2048 | 54,000 | 51,672 | ||||||
Kraft Heinz Foods Co. | ||||||||
3.00%, 6/1/2026 | 26,000 | 24,644 | ||||||
6.88%, 1/26/2039 | 51,000 | 56,106 | ||||||
132,422 | ||||||||
Health Care Equipment & Supplies - 1.4% | ||||||||
Abbott Laboratories | ||||||||
4.90%, 11/30/2046 | 29,000 | 30,546 | ||||||
Baxter International, Inc. | ||||||||
1.92%, 2/1/2027 | 35,000 | 31,549 | ||||||
Becton Dickinson and Co. | ||||||||
3.70%, 6/6/2027 | 124,000 | 120,618 | ||||||
182,713 | ||||||||
Health Care Providers & Services - 7.2% | ||||||||
Cigna Corp. | ||||||||
4.13%, 11/15/2025 | 10,000 | 9,940 | ||||||
4.90%, 12/15/2048 | 176,000 | 167,882 | ||||||
CVS Health Corp. | ||||||||
3.75%, 4/1/2030 | 2,000 | 1,882 | ||||||
1.88%, 2/28/2031 | 166,000 | 133,880 | ||||||
4.78%, 3/25/2038 | 1,000 | 953 | ||||||
5.13%, 7/20/2045 | 183,000 | 176,183 | ||||||
5.05%, 3/25/2048 | 54,000 | 52,092 | ||||||
4.25%, 4/1/2050 | 4,000 | 3,446 | ||||||
Elevance Health, Inc. | ||||||||
2.38%, 1/15/2025 | 142,000 | 136,273 | ||||||
3.60%, 3/15/2051 | 2,000 | 1,618 | ||||||
UnitedHealth Group, Inc. | ||||||||
3.75%, 7/15/2025 | 150,000 | 149,579 | ||||||
3.85%, 6/15/2028 | 82,000 | 81,143 | ||||||
3.25%, 5/15/2051 | 60,000 | 47,167 | ||||||
962,038 | ||||||||
Hotels, Restaurants & Leisure - 1.8% | ||||||||
Booking Holdings, Inc. | ||||||||
4.63%, 4/13/2030 | 38,000 | 38,302 | ||||||
Expedia Group, Inc. | ||||||||
3.25%, 2/15/2030 | 27,000 | 23,401 | ||||||
McDonald's Corp. | ||||||||
3.70%, 1/30/2026 | 130,000 | 128,867 | ||||||
Starbucks Corp. | ||||||||
2.55%, 11/15/2030 | 53,000 | 45,470 | ||||||
236,040 | ||||||||
Industrial Conglomerates - 1.1% | ||||||||
GE Capital International Funding Co. Unlimited Co. | ||||||||
4.42%, 11/15/2035 | 91,000 | 86,329 |
S&P 500® Bond ETF
Schedule of Portfolio Investments
August 31, 2022 (Unaudited)
Investments | Principal | Value ($) | ||||||
Honeywell International, Inc. | ||||||||
2.50%, 11/1/2026 | 65,000 | 61,741 | ||||||
148,070 | ||||||||
Insurance - 1.7% | ||||||||
American International Group, Inc. | ||||||||
4.38%, 6/30/2050 | 50,000 | 45,053 | ||||||
Berkshire Hathaway Finance Corp. | ||||||||
4.20%, 8/15/2048 | 154,000 | 143,696 | ||||||
4.25%, 1/15/2049 | 20,000 | 18,908 | ||||||
Prudential Financial, Inc. | ||||||||
3.70%, 3/13/2051 | 26,000 | 21,587 | ||||||
229,244 | ||||||||
Interactive Media & Services - 0.3% | ||||||||
Alphabet, Inc. | ||||||||
0.80%, 8/15/2027 | 50,000 | 43,722 | ||||||
Internet & Direct Marketing Retail - 3.1% | ||||||||
Amazon.com, Inc. | ||||||||
0.45%, 5/12/2024 | 20,000 | 18,975 | ||||||
2.80%, 8/22/2024 | 130,000 | 128,444 | ||||||
1.20%, 6/3/2027 | 144,000 | 128,162 | ||||||
3.88%, 8/22/2037 | 2,000 | 1,884 | ||||||
2.50%, 6/3/2050 | 36,000 | 25,145 | ||||||
4.25%, 8/22/2057 | 100,000 | 94,176 | ||||||
eBay, Inc. | ||||||||
3.65%, 5/10/2051 | 21,000 | 15,899 | ||||||
412,685 | ||||||||
IT Services - 4.2% | ||||||||
Fiserv, Inc. | ||||||||
4.40%, 7/1/2049 | 85,000 | 74,019 | ||||||
International Business Machines Corp. | ||||||||
3.50%, 5/15/2029 | 215,000 | 203,320 | ||||||
1.95%, 5/15/2030 | 2,000 | 1,672 | ||||||
4.25%, 5/15/2049 | 51,000 | 45,460 | ||||||
Mastercard, Inc. | ||||||||
3.85%, 3/26/2050 | 62,000 | 56,374 | ||||||
PayPal Holdings, Inc. | ||||||||
2.40%, 10/1/2024 | 81,000 | 78,882 | ||||||
Visa, Inc. | ||||||||
3.15%, 12/14/2025 | 100,000 | 97,815 | ||||||
557,542 | ||||||||
Media - 3.4% | ||||||||
Comcast Corp. | ||||||||
3.95%, 10/15/2025 | 118,000 | 117,882 | ||||||
3.15%, 3/1/2026 | 134,000 | 130,565 | ||||||
2.65%, 2/1/2030 | 32,000 | 28,356 | ||||||
3.75%, 4/1/2040 | 2,000 | 1,735 | ||||||
3.45%, 2/1/2050 | 173,000 | 136,889 | ||||||
Paramount Global | ||||||||
4.20%, 5/19/2032 | 45,000 | 39,762 | ||||||
455,189 | ||||||||
Multi-Utilities - 0.4% | ||||||||
Berkshire Hathaway Energy Co. | ||||||||
4.05%, 4/15/2025 | 53,000 | 53,099 | ||||||
Oil, Gas & Consumable Fuels - 4.5% | ||||||||
Chevron Corp. | ||||||||
2.24%, 5/11/2030 | 134,000 | 117,683 | ||||||
Diamondback Energy, Inc. | ||||||||
4.25%, 3/15/2052 | 55,000 | 45,523 | ||||||
Exxon Mobil Corp. | ||||||||
4.23%, 3/19/2040 | 126,000 | 120,113 | ||||||
4.33%, 3/19/2050 | 62,000 | 59,203 | ||||||
Kinder Morgan, Inc. | ||||||||
4.30%, 3/1/2028 | 42,000 | 41,106 | ||||||
MPLX LP | ||||||||
4.88%, 6/1/2025 | 40,000 | 40,204 | ||||||
2.65%, 8/15/2030 | 45,000 | 37,600 | ||||||
Phillips 66 | ||||||||
3.30%, 3/15/2052 | 2,000 | 1,494 | ||||||
Pioneer Natural Resources Co. | ||||||||
2.15%, 1/15/2031 | 48,000 | 39,606 | ||||||
Williams Cos., Inc. (The) | ||||||||
5.30%, 8/15/2052 | 100,000 | 96,594 | ||||||
599,126 | ||||||||
Pharmaceuticals - 3.6% | ||||||||
Bristol-Myers Squibb Co. | ||||||||
2.90%, 7/26/2024 | 209,000 | 205,774 | ||||||
3.90%, 2/20/2028 | 20,000 | 19,880 | ||||||
Johnson & Johnson | ||||||||
4.38%, 12/5/2033 | 90,000 | 92,148 | ||||||
2.45%, 9/1/2060 | 2,000 | 1,338 | ||||||
Merck & Co., Inc. | ||||||||
1.45%, 6/24/2030 | 15,000 | 12,426 | ||||||
2.90%, 12/10/2061 | 50,000 | 34,738 | ||||||
Pfizer, Inc. | ||||||||
2.63%, 4/1/2030 | 74,000 | 66,705 | ||||||
Utah Acquisition Sub, Inc. | ||||||||
3.95%, 6/15/2026 | 53,000 | 50,112 | ||||||
483,121 | ||||||||
Road & Rail - 0.5% | ||||||||
Union Pacific Corp. | ||||||||
2.80%, 2/14/2032 | 68,000 | 60,618 | ||||||
Semiconductors & Semiconductor Equipment - 3.1% | ||||||||
Broadcom, Inc. | ||||||||
4.75%, 4/15/2029 | 100,000 | 98,437 | ||||||
4.15%, 11/15/2030 | 3,000 | 2,745 | ||||||
4.30%, 11/15/2032 | 2,000 | 1,812 | ||||||
Intel Corp. | ||||||||
3.90%, 3/25/2030 | 36,000 | 34,853 | ||||||
4.75%, 3/25/2050 | 33,000 | 31,536 | ||||||
5.05%, 8/5/2062 | 127,000 | 122,968 | ||||||
NVIDIA Corp. | ||||||||
2.85%, 4/1/2030 | 96,000 | 86,811 | ||||||
QUALCOMM, Inc. | ||||||||
3.25%, 5/20/2027 | 37,000 | 36,170 | ||||||
415,332 | ||||||||
Software - 7.0% | ||||||||
Microsoft Corp. | ||||||||
2.88%, 2/6/2024 | 116,000 | 114,785 |
S&P 500® Bond ETF
Schedule of Portfolio Investments
August 31, 2022 (Unaudited)
Investments | Principal | Value ($) | ||||||
2.40%, 8/8/2026 | 147,000 | 140,268 | ||||||
3.30%, 2/6/2027 | 92,000 | 90,549 | ||||||
3.50%, 2/12/2035 | 93,000 | 89,194 | ||||||
Oracle Corp. | ||||||||
2.40%, 9/15/2023 | 95,000 | 93,351 | ||||||
1.65%, 3/25/2026 | 260,000 | 234,351 | ||||||
2.95%, 4/1/2030 | 2,000 | 1,711 | ||||||
3.60%, 4/1/2040 | 2,000 | 1,459 | ||||||
3.65%, 3/25/2041 | 130,000 | 95,670 | ||||||
4.00%, 7/15/2046 | 2,000 | 1,468 | ||||||
Salesforce, Inc. | ||||||||
2.90%, 7/15/2051 | 100,000 | 74,094 | ||||||
936,900 | ||||||||
Specialty Retail - 2.2% | ||||||||
Home Depot, Inc. (The) | ||||||||
2.95%, 6/15/2029 | 100,000 | 93,072 | ||||||
5.88%, 12/16/2036 | 2,000 | 2,253 | ||||||
2.38%, 3/15/2051 | 22,000 | 14,616 | ||||||
Lowe's Cos., Inc. | ||||||||
4.50%, 4/15/2030 | 64,000 | 63,207 | ||||||
3.00%, 10/15/2050 | 179,000 | 123,043 | ||||||
296,191 | ||||||||
Technology Hardware, Storage & Peripherals - 5.0% | ||||||||
Apple, Inc. | ||||||||
3.45%, 5/6/2024 | 102,000 | 101,871 | ||||||
3.20%, 5/13/2025 | 100,000 | 98,734 | ||||||
3.25%, 2/23/2026 | 12,000 | 11,805 | ||||||
3.85%, 5/4/2043 | 168,000 | 154,952 | ||||||
3.45%, 2/9/2045 | 50,000 | 43,540 | ||||||
4.65%, 2/23/2046 | 6,000 | 6,153 | ||||||
2.80%, 2/8/2061 | 1,000 | 710 | ||||||
2.85%, 8/5/2061 | 150,000 | 106,976 | ||||||
Hewlett Packard Enterprise Co. | ||||||||
4.45%, 10/2/2023 | 25,000 | 25,096 | ||||||
6.35%, 10/15/2045(b) | 22,000 | 22,048 | ||||||
HP, Inc. | ||||||||
4.20%, 4/15/2032 | 100,000 | 88,553 | ||||||
660,438 | ||||||||
Textiles, Apparel & Luxury Goods - 0.3% | ||||||||
NIKE, Inc. | ||||||||
3.25%, 3/27/2040 | 52,000 | 44,226 | ||||||
Tobacco - 1.2% | ||||||||
Altria Group, Inc. | ||||||||
5.80%, 2/14/2039 | 136,000 | 126,113 | ||||||
5.95%, 2/14/2049 | 24,000 | 21,913 | ||||||
Philip Morris International, Inc. | ||||||||
4.25%, 11/10/2044 | 17,000 | 13,487 | ||||||
161,513 | ||||||||
Wireless Telecommunication Services - 2.7% | ||||||||
T-Mobile USA, Inc. | ||||||||
3.50%, 4/15/2025 | 2,000 | 1,954 | ||||||
3.75%, 4/15/2027 | 150,000 | 144,134 | ||||||
2.55%, 2/15/2031 | 200,000 | 166,487 | ||||||
3.40%, 10/15/2052 | 67,000 | 48,560 | ||||||
361,135 | ||||||||
TOTAL CORPORATE BONDS (Cost $14,855,941) | 13,128,015 | |||||||
SHORT-TERM INVESTMENTS - 2.5% | ||||||||
REPURCHASE AGREEMENTS(c) - 2.5% | ||||||||
Repurchase Agreements with various counterparties, rates 1.90% - 2.25%, dated 8/31/2022, due 9/1/2022, total to be received $339,734 | ||||||||
(Cost $339,711) | 339,711 | 339,711 | ||||||
Total Investments - 100.9% (Cost $15,195,652) | 13,467,726 | |||||||
Liabilities in excess of other assets - (0.9%) | (121,216 | ) | ||||||
Net Assets - 100.0% | 13,346,510 |
(a) | Represents less than 0.05% of net assets. |
(b) | Step bond. Interest rate is a fixed rate for an initial period that either resets at a specific date or may reset in the future at a contingent upon predetermined trigger. The interest rate shown was the current rate as of August 31, 2022. |
(c) | The Fund invests in Repurchase Agreements jointly with other funds in the Trust. See "Repurchase Agreements" in the Notes to Schedules of Portfolio Investments to view the details of each individual agreement and counterparty as well as a description of the securities subject to repurchase. |
S&P 500® Dividend Aristocrats ETF
Schedule of Portfolio Investments
August 31, 2022 (Unaudited)
Investments | Shares | Value ($) | ||||||
COMMON STOCKS - 99.8% | ||||||||
Aerospace & Defense - 1.6% | ||||||||
General Dynamics Corp. | 724,718 | 165,909,692 | ||||||
Air Freight & Logistics - 1.6% | ||||||||
Expeditors International of Washington, Inc. | 1,552,737 | 159,761,110 | ||||||
Beverages - 4.7% | ||||||||
Brown-Forman Corp., Class B | 2,205,697 | 160,354,172 | ||||||
Coca-Cola Co. (The) | 2,550,575 | 157,395,983 | ||||||
PepsiCo, Inc. | 926,076 | 159,535,113 | ||||||
477,285,268 | ||||||||
Biotechnology - 1.4% | ||||||||
AbbVie, Inc. | 1,058,054 | 142,265,941 | ||||||
Building Products - 1.5% | ||||||||
A O Smith Corp. | 2,662,542 | 150,300,496 | ||||||
Capital Markets - 4.7% | ||||||||
Franklin Resources, Inc. | 6,209,084 | 161,870,820 | ||||||
S&P Global, Inc. | 434,025 | 152,854,924 | ||||||
T. Rowe Price Group, Inc.(a) | 1,297,406 | 155,688,720 | ||||||
470,414,464 | ||||||||
Chemicals - 9.6% | ||||||||
Air Products and Chemicals, Inc. | 669,722 | 169,071,319 | ||||||
Albemarle Corp. | 709,335 | 190,073,407 | ||||||
Ecolab, Inc. | 963,799 | 157,899,190 | ||||||
Linde plc | 550,149 | 155,615,146 | ||||||
PPG Industries, Inc. | 1,229,860 | 156,167,623 | ||||||
Sherwin-Williams Co. (The) | 606,495 | 140,767,489 | ||||||
969,594,174 | ||||||||
Commercial Services & Supplies - 1.6% | ||||||||
Cintas Corp. | 395,957 | 161,091,146 | ||||||
Containers & Packaging - 1.5% | ||||||||
Amcor plc | 12,467,445 | 149,734,014 | ||||||
Distributors - 1.7% | ||||||||
Genuine Parts Co. | 1,087,201 | 169,614,228 | ||||||
Electric Utilities - 1.7% | ||||||||
NextEra Energy, Inc. | 1,957,510 | 166,505,801 | ||||||
Electrical Equipment - 1.5% | ||||||||
Emerson Electric Co. | 1,890,368 | 154,518,680 | ||||||
Equity Real Estate Investment Trusts (REITs) - 4.5% | ||||||||
Essex Property Trust, Inc. | 573,719 | 152,069,958 | ||||||
Federal Realty Investment Trust | 1,530,339 | 154,977,430 | ||||||
Realty Income Corp. | 2,201,385 | 150,310,568 | ||||||
457,357,956 | ||||||||
Food & Staples Retailing - 4.4% | ||||||||
Sysco Corp. | 1,808,539 | 148,698,077 | ||||||
Walgreens Boots Alliance, Inc. | 4,063,369 | 142,461,717 | ||||||
Walmart, Inc. | 1,188,179 | 157,493,126 | ||||||
448,652,920 | ||||||||
Food Products - 5.0% | ||||||||
Archer-Daniels-Midland Co. | 2,127,435 | 186,980,262 | ||||||
Hormel Foods Corp. | 3,300,903 | 165,969,403 | ||||||
McCormick & Co., Inc. (Non-Voting) | 1,867,673 | 157,015,269 | ||||||
509,964,934 | ||||||||
Gas Utilities - 1.6% | ||||||||
Atmos Energy Corp. | 1,385,887 | 157,131,868 | ||||||
Health Care Equipment & Supplies - 4.6% | ||||||||
Abbott Laboratories | 1,438,555 | 147,667,671 | ||||||
Becton Dickinson and Co. | 648,788 | 163,767,067 | ||||||
Medtronic plc | 1,731,590 | 152,241,393 | ||||||
463,676,131 | ||||||||
Health Care Providers & Services - 1.9% | ||||||||
Cardinal Health, Inc. | 2,755,991 | 194,903,684 | ||||||
Hotels, Restaurants & Leisure - 1.5% | ||||||||
McDonald's Corp. | 618,488 | 156,032,153 | ||||||
Household Products - 7.5% | ||||||||
Church & Dwight Co., Inc. | 1,670,102 | 139,804,238 | ||||||
Clorox Co. (The) | 1,062,490 | 153,359,807 | ||||||
Colgate-Palmolive Co. | 2,027,750 | 158,590,328 | ||||||
Kimberly-Clark Corp. | 1,186,480 | 151,299,930 | ||||||
Procter & Gamble Co. (The) | 1,098,376 | 151,509,985 | ||||||
754,564,288 | ||||||||
Industrial Conglomerates - 1.4% | ||||||||
3M Co.(a) | 1,171,023 | 145,616,710 | ||||||
Insurance - 6.2% | ||||||||
Aflac, Inc. | 2,841,713 | 168,854,587 | ||||||
Brown & Brown, Inc. | 2,534,936 | 159,802,365 | ||||||
Chubb Ltd. | 853,144 | 161,286,873 | ||||||
Cincinnati Financial Corp. | 1,417,392 | 137,430,328 | ||||||
627,374,153 | ||||||||
IT Services - 3.3% | ||||||||
Automatic Data Processing, Inc. | 712,947 | 174,251,376 | ||||||
International Business Machines Corp. | 1,224,866 | 157,334,038 | ||||||
331,585,414 | ||||||||
Life Sciences Tools & Services - 1.5% | ||||||||
West Pharmaceutical Services, Inc. | 500,859 | 148,599,857 | ||||||
Machinery - 7.3% | ||||||||
Caterpillar, Inc. | 879,460 | 162,445,057 | ||||||
Dover Corp. | 1,221,435 | 152,630,517 | ||||||
Illinois Tool Works, Inc. | 820,053 | 159,770,926 | ||||||
Pentair plc | 3,342,369 | 148,735,420 | ||||||
Stanley Black & Decker, Inc. | 1,357,727 | 119,615,749 | ||||||
743,197,669 | ||||||||
Metals & Mining - 1.7% | ||||||||
Nucor Corp. | 1,310,614 | 174,233,025 | ||||||
Multiline Retail - 1.6% | ||||||||
Target Corp. | 995,756 | 159,659,517 | ||||||
Multi-Utilities - 1.6% | ||||||||
Consolidated Edison, Inc. | 1,699,373 | 166,096,717 | ||||||
Oil, Gas & Consumable Fuels - 3.4% | ||||||||
Chevron Corp. | 1,089,266 | 172,169,384 | ||||||
Exxon Mobil Corp. | 1,803,970 | 172,441,492 | ||||||
344,610,876 |
S&P 500® Dividend Aristocrats ETF
Schedule of Portfolio Investments
August 31, 2022 (Unaudited)
Investments | Shares | Value ($) | ||||||
Pharmaceuticals - 1.5% | ||||||||
Johnson & Johnson | 912,675 | 147,250,985 | ||||||
Software - 1.5% | ||||||||
Roper Technologies, Inc. | 382,283 | 153,899,490 | ||||||
Specialty Retail - 1.5% | ||||||||
Lowe's Cos., Inc. | 803,242 | 155,941,402 | ||||||
Textiles, Apparel & Luxury Goods - 1.4% | ||||||||
VF Corp. | 3,309,945 | 137,197,220 | ||||||
Trading Companies & Distributors - 1.8% | ||||||||
WW Grainger, Inc. | 331,497 | 183,960,945 | ||||||
TOTAL COMMON STOCKS (Cost $9,811,854,823) | 10,098,502,928 | |||||||
SECURITIES LENDING REINVESTMENTS(b) - 0.4% | ||||||||
INVESTMENT COMPANIES - 0.4% | ||||||||
BlackRock Liquidity FedFund, Institutional Class | ||||||||
2.02% (Cost $35,745,008) | 35,745,008 | 35,745,008 |
Investments | Principal Amount ($) | Value ($) | ||||||
SHORT-TERM INVESTMENTS - 0.0%(c) | ||||||||
REPURCHASE AGREEMENTS(d) - 0.0%(c) | ||||||||
Repurchase Agreements with various counterparties, rates 1.90% - 2.25%, dated 8/31/2022, due 9/1/2022, total to be received $4,637,530 | ||||||||
(Cost $4,637,245) | 4,637,245 | 4,637,245 | ||||||
Total Investments - 100.2% (Cost $9,852,237,076) | 10,138,885,181 | |||||||
Liabilities in excess of other assets - (0.2%) | (16,955,538 | ) | ||||||
Net Assets - 100.0% | 10,121,929,643 |
(a) | The security or a portion of this security is on loan at August 31, 2022. The total value of securities on loan at August 31, 2022 was $34,877,736, collateralized in the form of cash with a value of $35,745,008 that was reinvested in the securities shown in the Securities Lending Reinvestment section of the Schedule of Investments and $16,093 of collateral in the form of U.S. Government Treasury Securities, interest rates ranging from 0.13% – 3.75%, and maturity dates ranging from December 15, 2022 – February 15, 2049. The total value of collateral is $35,761,101. |
(b) | The security was purchased with cash collateral held from securities on loan at August 31, 2022. The total value of securities purchased was $35,745,008. |
(c) | Represents less than 0.05% of net assets. |
(d) | The Fund invests in Repurchase Agreements jointly with other funds in the Trust. See "Repurchase Agreements" in the Notes to Schedules of Portfolio Investments to view the details of each individual agreement and counterparty as well as a description of the securities subject to repurchase. |
S&P 500® Ex-Energy ETF
Schedule of Portfolio Investments
August 31, 2022 (Unaudited)
Investments | Shares | Value ($) | ||||||
COMMON STOCKS - 99.8% | ||||||||
Aerospace & Defense - 1.7% | ||||||||
Boeing Co. (The)* | 419 | 67,145 | ||||||
General Dynamics Corp. | 173 | 39,605 | ||||||
Howmet Aerospace, Inc. | 283 | 10,027 | ||||||
Huntington Ingalls Industries, Inc. | 30 | 6,908 | ||||||
L3Harris Technologies, Inc. | 145 | 33,087 | ||||||
Lockheed Martin Corp. | 178 | 74,780 | ||||||
Northrop Grumman Corp. | 110 | 52,579 | ||||||
Raytheon Technologies Corp. | 1,119 | 100,430 | ||||||
Textron, Inc. | 162 | 10,105 | ||||||
TransDigm Group, Inc. | 39 | 23,415 | ||||||
418,081 | ||||||||
Air Freight & Logistics - 0.7% | ||||||||
CH Robinson Worldwide, Inc. | 96 | 10,959 | ||||||
Expeditors International of Washington, Inc. | 126 | 12,964 | ||||||
FedEx Corp. | 179 | 37,735 | ||||||
United Parcel Service, Inc., Class B | 553 | 107,564 | ||||||
169,222 | ||||||||
Airlines - 0.2% | ||||||||
Alaska Air Group, Inc.* | 95 | 4,138 | ||||||
American Airlines Group, Inc.* | 489 | 6,352 | ||||||
Delta Air Lines, Inc.* | 483 | 15,007 | ||||||
Southwest Airlines Co.* | 446 | 16,368 | ||||||
United Airlines Holdings, Inc.* | 246 | 8,613 | ||||||
50,478 | ||||||||
Auto Components - 0.1% | ||||||||
Aptiv plc* | 204 | 19,060 | ||||||
BorgWarner, Inc. | 180 | 6,786 | ||||||
25,846 | ||||||||
Automobiles - 2.5% | ||||||||
Ford Motor Co. | 2,972 | 45,293 | ||||||
General Motors Co. | 1,097 | 41,916 | ||||||
Tesla, Inc.* | 1,896 | 522,557 | ||||||
609,766 | ||||||||
Banks - 3.9% | ||||||||
Bank of America Corp. | 5,336 | 179,343 | ||||||
Citigroup, Inc. | 1,462 | 71,360 | ||||||
Citizens Financial Group, Inc. | 369 | 13,535 | ||||||
Comerica, Inc. | 98 | 7,869 | ||||||
Fifth Third Bancorp | 516 | 17,621 | ||||||
First Republic Bank | 135 | 20,497 | ||||||
Huntington Bancshares, Inc. | 1,083 | 14,512 | ||||||
JPMorgan Chase & Co. | 2,211 | 251,457 | ||||||
KeyCorp | 702 | 12,418 | ||||||
M&T Bank Corp. | 135 | 24,540 | ||||||
PNC Financial Services Group, Inc. (The) | 311 | 49,138 | ||||||
Regions Financial Corp. | 703 | 15,234 | ||||||
Signature Bank | 47 | 8,195 | ||||||
SVB Financial Group* | 44 | 17,887 | ||||||
Truist Financial Corp. | 1,002 | 46,934 | ||||||
US Bancorp | 1,018 | 46,431 | ||||||
Wells Fargo & Co. | 2,853 | 124,705 | ||||||
Zions Bancorp NA | 114 | 6,274 | ||||||
927,950 | ||||||||
Beverages - 1.9% | ||||||||
Brown-Forman Corp., Class B | 138 | 10,033 | ||||||
Coca-Cola Co. (The) | 2,937 | 181,242 | ||||||
Constellation Brands, Inc., Class A | 123 | 30,264 | ||||||
Keurig Dr Pepper, Inc. | 555 | 21,157 | ||||||
Molson Coors Beverage Co., Class B | 142 | 7,337 | ||||||
Monster Beverage Corp.* | 283 | 25,139 | ||||||
PepsiCo, Inc. | 1,041 | 179,333 | ||||||
454,505 | ||||||||
Biotechnology - 2.1% | ||||||||
AbbVie, Inc. | 1,330 | 178,832 | ||||||
Amgen, Inc. | 402 | 96,600 | ||||||
Biogen, Inc.* | 110 | 21,492 | ||||||
Gilead Sciences, Inc. | 944 | 59,916 | ||||||
Incyte Corp.* | 142 | 10,001 | ||||||
Moderna, Inc.* | 260 | 34,390 | ||||||
Regeneron Pharmaceuticals, Inc.* | 81 | 47,066 | ||||||
Vertex Pharmaceuticals, Inc.* | 193 | 54,380 | ||||||
502,677 | ||||||||
Building Products - 0.4% | ||||||||
A O Smith Corp. | 98 | 5,532 | ||||||
Allegion plc | 66 | 6,277 | ||||||
Carrier Global Corp. | 638 | 24,959 | ||||||
Fortune Brands Home & Security, Inc. | 98 | 6,020 | ||||||
Johnson Controls International plc | 524 | 28,369 | ||||||
Masco Corp. | 178 | 9,055 | ||||||
Trane Technologies plc | 176 | 27,116 | ||||||
107,328 | ||||||||
Capital Markets - 3.1% | ||||||||
Ameriprise Financial, Inc. | 83 | 22,245 | ||||||
Bank of New York Mellon Corp. (The) | 559 | 23,215 | ||||||
BlackRock, Inc. | 107 | 71,304 | ||||||
Cboe Global Markets, Inc. | 80 | 9,438 | ||||||
Charles Schwab Corp. (The) | 1,135 | 80,528 | ||||||
CME Group, Inc. | 271 | 53,010 | ||||||
FactSet Research Systems, Inc. | 29 | 12,567 | ||||||
Franklin Resources, Inc. | 211 | 5,501 | ||||||
Goldman Sachs Group, Inc. (The) | 259 | 86,161 | ||||||
Intercontinental Exchange, Inc. | 420 | 42,357 | ||||||
Invesco Ltd. | 253 | 4,167 | ||||||
MarketAxess Holdings, Inc. | 28 | 6,960 | ||||||
Moody's Corp. | 121 | 34,427 | ||||||
Morgan Stanley | 1,053 | 89,737 | ||||||
MSCI, Inc. | 61 | 27,404 | ||||||
Nasdaq, Inc. | 261 | 15,537 | ||||||
Northern Trust Corp. | 157 | 14,929 | ||||||
Raymond James Financial, Inc. | 146 | 15,238 | ||||||
S&P Global, Inc. | 261 | 91,919 | ||||||
State Street Corp. | 276 | 18,865 | ||||||
T. Rowe Price Group, Inc. | 171 | 20,520 | ||||||
746,029 | ||||||||
Chemicals - 1.9% | ||||||||
Air Products and Chemicals, Inc. | 167 | 42,159 | ||||||
Albemarle Corp. | 88 | 23,581 | ||||||
Celanese Corp. | 82 | 9,091 | ||||||
CF Industries Holdings, Inc. | 157 | 16,243 | ||||||
Corteva, Inc. | 545 | 33,479 | ||||||
Dow, Inc. | 548 | 27,948 | ||||||
DuPont de Nemours, Inc. | 383 | 21,310 | ||||||
Eastman Chemical Co. | 97 | 8,827 | ||||||
Ecolab, Inc. | 187 | 30,636 | ||||||
FMC Corp. | 95 | 10,268 | ||||||
International Flavors & Fragrances, Inc. | 192 | 21,212 |
S&P 500® Ex-Energy ETF
Schedule of Portfolio Investments
August 31, 2022 (Unaudited)
Investments | Shares | Value ($) | ||||||
Linde plc | 379 | 107,204 | ||||||
LyondellBasell Industries NV, Class A | 195 | 16,185 | ||||||
Mosaic Co. (The) | 272 | 14,653 | ||||||
PPG Industries, Inc. | 178 | 22,602 | ||||||
Sherwin-Williams Co. (The) | 180 | 41,778 | ||||||
447,176 | ||||||||
Commercial Services & Supplies - 0.5% | ||||||||
Cintas Corp. | 65 | 26,444 | ||||||
Copart, Inc.* | 161 | 19,264 | ||||||
Republic Services, Inc. | 157 | 22,407 | ||||||
Rollins, Inc. | 171 | 5,773 | ||||||
Waste Management, Inc. | 288 | 48,681 | ||||||
122,569 | ||||||||
Communications Equipment - 0.9% | ||||||||
Arista Networks, Inc.* | 169 | 20,260 | ||||||
Cisco Systems, Inc. | 3,127 | 139,839 | ||||||
F5, Inc.* | 46 | 7,225 | ||||||
Juniper Networks, Inc. | 243 | 6,906 | ||||||
Motorola Solutions, Inc. | 126 | 30,670 | ||||||
204,900 | ||||||||
Construction & Engineering - 0.1% | ||||||||
Quanta Services, Inc. | 108 | 15,260 | ||||||
Construction Materials - 0.1% | ||||||||
Martin Marietta Materials, Inc. | 47 | 16,342 | ||||||
Vulcan Materials Co. | 100 | 16,649 | ||||||
32,991 | ||||||||
Consumer Finance - 0.6% | ||||||||
American Express Co. | 459 | 69,768 | ||||||
Capital One Financial Corp. | 296 | 31,323 | ||||||
Discover Financial Services | 211 | 21,203 | ||||||
Synchrony Financial | 377 | 12,347 | ||||||
134,641 | ||||||||
Containers & Packaging - 0.3% | ||||||||
Amcor plc | 1,131 | 13,583 | ||||||
Avery Dennison Corp. | 62 | 11,385 | ||||||
Ball Corp. | 241 | 13,450 | ||||||
International Paper Co. | 279 | 11,612 | ||||||
Packaging Corp. of America | 71 | 9,722 | ||||||
Sealed Air Corp. | 110 | 5,919 | ||||||
Westrock Co. | 192 | 7,793 | ||||||
73,464 | ||||||||
Distributors - 0.2% | ||||||||
Genuine Parts Co. | 107 | 16,693 | ||||||
LKQ Corp. | 196 | 10,431 | ||||||
Pool Corp. | 30 | 10,176 | ||||||
37,300 | ||||||||
Diversified Financial Services - 1.6% | ||||||||
Berkshire Hathaway, Inc., Class B* | 1,362 | 382,450 | ||||||
Diversified Telecommunication Services - 1.0% | ||||||||
AT&T, Inc. | 5,388 | 94,506 | ||||||
Lumen Technologies, Inc. | 700 | 6,972 | ||||||
Verizon Communications, Inc. | 3,161 | 132,161 | ||||||
233,639 | ||||||||
Electric Utilities - 2.1% | ||||||||
Alliant Energy Corp. | 189 | 11,537 | ||||||
American Electric Power Co., Inc. | 387 | 38,777 | ||||||
Constellation Energy Corp. | 246 | 20,071 | ||||||
Duke Energy Corp. | 579 | 61,901 | ||||||
Edison International | 287 | 19,450 | ||||||
Entergy Corp. | 153 | 17,641 | ||||||
Evergy, Inc. | 173 | 11,856 | ||||||
Eversource Energy | 260 | 23,319 | ||||||
Exelon Corp. | 738 | 32,406 | ||||||
FirstEnergy Corp. | 430 | 17,007 | ||||||
NextEra Energy, Inc. | 1,479 | 125,804 | ||||||
NRG Energy, Inc. | 179 | 7,389 | ||||||
Pinnacle West Capital Corp. | 85 | 6,405 | ||||||
PPL Corp. | 554 | 16,110 | ||||||
Southern Co. (The) | 800 | 61,656 | ||||||
Xcel Energy, Inc. | 410 | 30,442 | ||||||
501,771 | ||||||||
Electrical Equipment - 0.5% | ||||||||
AMETEK, Inc. | 174 | 20,908 | ||||||
Eaton Corp. plc | 300 | 40,992 | ||||||
Emerson Electric Co. | 447 | 36,538 | ||||||
Generac Holdings, Inc.* | 48 | 10,579 | ||||||
Rockwell Automation, Inc. | 88 | 20,851 | ||||||
129,868 | ||||||||
Electronic Equipment, Instruments & Components - 0.7% | ||||||||
Amphenol Corp., Class A | 449 | 33,015 | ||||||
CDW Corp. | 102 | 17,411 | ||||||
Corning, Inc. | 572 | 19,631 | ||||||
Keysight Technologies, Inc.* | 137 | 22,453 | ||||||
TE Connectivity Ltd. | 242 | 30,543 | ||||||
Teledyne Technologies, Inc.* | 35 | 12,892 | ||||||
Trimble, Inc.* | 188 | 11,891 | ||||||
Zebra Technologies Corp., Class A* | 40 | 12,066 | ||||||
159,902 | ||||||||
Entertainment - 1.4% | ||||||||
Activision Blizzard, Inc. | 589 | 46,230 | ||||||
Electronic Arts, Inc. | 212 | 26,896 | ||||||
Live Nation Entertainment, Inc.* | 103 | 9,307 | ||||||
Netflix, Inc.* | 334 | 74,669 | ||||||
Take-Two Interactive Software, Inc.* | 119 | 14,585 | ||||||
Walt Disney Co. (The)* | 1,371 | 153,662 | ||||||
Warner Bros Discovery, Inc.* | 1,662 | 22,005 | ||||||
347,354 | ||||||||
Equity Real Estate Investment Trusts (REITs) - 2.9% | ||||||||
Alexandria Real Estate Equities, Inc. | 112 | 17,181 | ||||||
American Tower Corp. | 350 | 88,917 | ||||||
AvalonBay Communities, Inc. | 105 | 21,096 | ||||||
Boston Properties, Inc. | 107 | 8,499 | ||||||
Camden Property Trust | 80 | 10,281 | ||||||
Crown Castle, Inc. | 326 | 55,691 | ||||||
Digital Realty Trust, Inc. | 214 | 26,457 | ||||||
Duke Realty Corp. | 289 | 17,008 | ||||||
Equinix, Inc. | 69 | 45,358 | ||||||
Equity Residential | 258 | 18,880 | ||||||
Essex Property Trust, Inc. | 49 | 12,988 | ||||||
Extra Space Storage, Inc. | 101 | 20,072 | ||||||
Federal Realty Investment Trust | 54 | 5,469 | ||||||
Healthpeak Properties, Inc. | 406 | 10,657 | ||||||
Host Hotels & Resorts, Inc. | 538 | 9,560 | ||||||
Iron Mountain, Inc. | 219 | 11,522 | ||||||
Kimco Realty Corp. | 465 | 9,802 | ||||||
Mid-America Apartment Communities, Inc. | 87 | 14,413 | ||||||
Prologis, Inc. | 557 | 69,352 | ||||||
Public Storage | 115 | 38,045 | ||||||
Realty Income Corp. | 453 | 30,931 |
S&P 500® Ex-Energy ETF
Schedule of Portfolio Investments
August 31, 2022 (Unaudited)
Investments | Shares | Value ($) | ||||||
Regency Centers Corp. | 117 | 7,118 | ||||||
SBA Communications Corp. | 81 | 26,345 | ||||||
Simon Property Group, Inc. | 247 | 25,189 | ||||||
UDR, Inc. | 225 | 10,096 | ||||||
Ventas, Inc. | 301 | 14,406 | ||||||
VICI Properties, Inc. | 725 | 23,918 | ||||||
Vornado Realty Trust | 120 | 3,146 | ||||||
Welltower, Inc. | 342 | 26,214 | ||||||
Weyerhaeuser Co. | 560 | 19,130 | ||||||
697,741 | ||||||||
Food & Staples Retailing - 1.6% | ||||||||
Costco Wholesale Corp. | 334 | 174,382 | ||||||
Kroger Co. (The) | 494 | 23,682 | ||||||
Sysco Corp. | 383 | 31,490 | ||||||
Walgreens Boots Alliance, Inc. | 540 | 18,933 | ||||||
Walmart, Inc. | 1,057 | 140,105 | ||||||
388,592 | ||||||||
Food Products - 1.2% | ||||||||
Archer-Daniels-Midland Co. | 424 | 37,265 | ||||||
Campbell Soup Co. | 152 | 7,658 | ||||||
Conagra Brands, Inc. | 361 | 12,411 | ||||||
General Mills, Inc. | 453 | 34,790 | ||||||
Hershey Co. (The) | 110 | 24,714 | ||||||
Hormel Foods Corp. | 213 | 10,710 | ||||||
J M Smucker Co. (The) | 82 | 11,479 | ||||||
Kellogg Co. | 191 | 13,893 | ||||||
Kraft Heinz Co. (The) | 534 | 19,972 | ||||||
Lamb Weston Holdings, Inc. | 109 | 8,669 | ||||||
McCormick & Co., Inc. (Non-Voting) | 188 | 15,805 | ||||||
Mondelez International, Inc., Class A | 1,042 | 64,458 | ||||||
Tyson Foods, Inc., Class A | 219 | 16,508 | ||||||
278,332 | ||||||||
Gas Utilities - 0.1% | ||||||||
Atmos Energy Corp. | 105 | 11,905 | ||||||
Health Care Equipment & Supplies - 2.7% | ||||||||
Abbott Laboratories | 1,318 | 135,293 | ||||||
ABIOMED, Inc.* | 34 | 8,816 | ||||||
Align Technology, Inc.* | 55 | 13,403 | ||||||
Baxter International, Inc. | 379 | 21,777 | ||||||
Becton Dickinson and Co. | 215 | 54,270 | ||||||
Boston Scientific Corp.* | 1,076 | 43,374 | ||||||
Cooper Cos., Inc. (The) | 37 | 10,635 | ||||||
DENTSPLY SIRONA, Inc. | 162 | 5,309 | ||||||
Dexcom, Inc.* | 295 | 24,252 | ||||||
Edwards Lifesciences Corp.* | 468 | 42,167 | ||||||
Hologic, Inc.* | 188 | 12,701 | ||||||
IDEXX Laboratories, Inc.* | 63 | 21,900 | ||||||
Intuitive Surgical, Inc.* | 270 | 55,550 | ||||||
Medtronic plc | 1,010 | 88,799 | ||||||
ResMed, Inc. | 110 | 24,191 | ||||||
STERIS plc | 75 | 15,103 | ||||||
Stryker Corp. | 253 | 51,916 | ||||||
Teleflex, Inc. | 35 | 7,919 | ||||||
Zimmer Biomet Holdings, Inc. | 158 | 16,799 | ||||||
654,174 | ||||||||
Health Care Providers & Services - 3.6% | ||||||||
AmerisourceBergen Corp. | 114 | 16,708 | ||||||
Cardinal Health, Inc. | 205 | 14,498 | ||||||
Centene Corp.* | 440 | 39,486 | ||||||
Cigna Corp. | 239 | 67,744 | ||||||
CVS Health Corp. | 987 | 96,874 | ||||||
DaVita, Inc.* | 46 | 3,923 | ||||||
Elevance Health, Inc. | 181 | 87,805 | ||||||
HCA Healthcare, Inc. | 171 | 33,836 | ||||||
Henry Schein, Inc.* | 104 | 7,635 | ||||||
Humana, Inc. | 95 | 45,769 | ||||||
Laboratory Corp. of America Holdings | 70 | 15,769 | ||||||
McKesson Corp. | 109 | 40,003 | ||||||
Molina Healthcare, Inc.* | 44 | 14,844 | ||||||
Quest Diagnostics, Inc. | 88 | 11,027 | ||||||
UnitedHealth Group, Inc. | 706 | 366,647 | ||||||
Universal Health Services, Inc., Class B | 51 | 4,990 | ||||||
867,558 | ||||||||
Hotels, Restaurants & Leisure - 2.0% | ||||||||
Booking Holdings, Inc.* | 31 | 58,150 | ||||||
Caesars Entertainment, Inc.* | 161 | 6,942 | ||||||
Carnival Corp.* | 735 | 6,953 | ||||||
Chipotle Mexican Grill, Inc.* | 21 | 33,533 | ||||||
Darden Restaurants, Inc. | 94 | 11,629 | ||||||
Domino's Pizza, Inc. | 27 | 10,040 | ||||||
Expedia Group, Inc.* | 114 | 11,702 | ||||||
Hilton Worldwide Holdings, Inc. | 209 | 26,618 | ||||||
Las Vegas Sands Corp.* | 259 | 9,746 | ||||||
Marriott International, Inc., Class A | 207 | 31,824 | ||||||
McDonald's Corp. | 557 | 140,520 | ||||||
MGM Resorts International | 266 | 8,682 | ||||||
Norwegian Cruise Line Holdings Ltd.*(a) | 315 | 4,120 | ||||||
Penn Entertainment, Inc.* | 123 | 3,841 | ||||||
Royal Caribbean Cruises Ltd.* | 169 | 6,904 | ||||||
Starbucks Corp. | 863 | 72,553 | ||||||
Wynn Resorts Ltd.* | 79 | 4,787 | ||||||
Yum! Brands, Inc. | 215 | 23,917 | ||||||
472,461 | ||||||||
Household Durables - 0.3% | ||||||||
DR Horton, Inc. | 241 | 17,147 | ||||||
Garmin Ltd. | 115 | 10,176 | ||||||
Lennar Corp., Class A | 195 | 15,103 | ||||||
Mohawk Industries, Inc.* | 39 | 4,304 | ||||||
Newell Brands, Inc. | 277 | 4,945 | ||||||
NVR, Inc.* | 2 | 8,280 | ||||||
PulteGroup, Inc. | 179 | 7,278 | ||||||
Whirlpool Corp. | 42 | 6,577 | ||||||
73,810 | ||||||||
Household Products - 1.5% | ||||||||
Church & Dwight Co., Inc. | 183 | 15,319 | ||||||
Clorox Co. (The) | 93 | 13,424 | ||||||
Colgate-Palmolive Co. | 631 | 49,350 | ||||||
Kimberly-Clark Corp. | 254 | 32,390 | ||||||
Procter & Gamble Co. (The) | 1,806 | 249,120 | ||||||
359,603 | ||||||||
Independent Power and Renewable Electricity Producers - 0.1% | ||||||||
AES Corp. (The) | 503 | 12,801 | ||||||
Industrial Conglomerates - 0.9% | ||||||||
3M Co.(a) | 428 | 53,222 | ||||||
General Electric Co. | 828 | 60,808 | ||||||
Honeywell International, Inc. | 512 | 96,947 | ||||||
210,977 | ||||||||
Insurance - 2.2% | ||||||||
Aflac, Inc. | 446 | 26,501 |
S&P 500® Ex-Energy ETF
Schedule of Portfolio Investments
August 31, 2022 (Unaudited)
Investments | Shares | Value ($) | ||||||
Allstate Corp. (The) | 207 | 24,943 | ||||||
American International Group, Inc. | 596 | 30,843 | ||||||
Aon plc, Class A | 160 | 44,682 | ||||||
Arthur J Gallagher & Co. | 158 | 28,688 | ||||||
Assurant, Inc. | 41 | 6,498 | ||||||
Brown & Brown, Inc. | 176 | 11,095 | ||||||
Chubb Ltd. | 319 | 60,307 | ||||||
Cincinnati Financial Corp. | 112 | 10,860 | ||||||
Everest Re Group Ltd. | 30 | 8,071 | ||||||
Globe Life, Inc. | 68 | 6,609 | ||||||
Hartford Financial Services Group, Inc. (The) | 248 | 15,949 | ||||||
Lincoln National Corp. | 122 | 5,619 | ||||||
Loews Corp. | 146 | 8,075 | ||||||
Marsh & McLennan Cos., Inc. | 378 | 60,998 | ||||||
MetLife, Inc. | 520 | 33,452 | ||||||
Principal Financial Group, Inc. | 177 | 13,233 | ||||||
Progressive Corp. (The) | 440 | 53,966 | ||||||
Prudential Financial, Inc. | 282 | 27,001 | ||||||
Travelers Cos., Inc. (The) | 181 | 29,257 | ||||||
W R Berkley Corp. | 158 | 10,238 | ||||||
Willis Towers Watson plc | 84 | 17,374 | ||||||
534,259 | ||||||||
Interactive Media & Services - 5.3% | ||||||||
Alphabet, Inc., Class A* | 4,528 | 490,020 | ||||||
Alphabet, Inc., Class C* | 4,151 | 453,082 | ||||||
Match Group, Inc.* | 215 | 12,154 | ||||||
Meta Platforms, Inc., Class A* | 1,726 | 281,217 | ||||||
Twitter, Inc.* | 574 | 22,242 | ||||||
1,258,715 | ||||||||
Internet & Direct Marketing Retail - 3.6% | ||||||||
Amazon.com, Inc.* | 6,586 | 834,907 | ||||||
eBay, Inc. | 421 | 18,579 | ||||||
Etsy, Inc.* | 96 | 10,139 | ||||||
863,625 | ||||||||
IT Services - 4.6% | ||||||||
Accenture plc, Class A | 477 | 137,595 | ||||||
Akamai Technologies, Inc.* | 121 | 10,924 | ||||||
Automatic Data Processing, Inc. | 314 | 76,745 | ||||||
Broadridge Financial Solutions, Inc. | 88 | 15,063 | ||||||
Cognizant Technology Solutions Corp., Class A | 392 | 24,763 | ||||||
DXC Technology Co.* | 184 | 4,559 | ||||||
EPAM Systems, Inc.* | 43 | 18,339 | ||||||
Fidelity National Information Services, Inc. | 460 | 42,030 | ||||||
Fiserv, Inc.* | 438 | 44,321 | ||||||
FleetCor Technologies, Inc.* | 58 | 12,327 | ||||||
Gartner, Inc.* | 61 | 17,404 | ||||||
Global Payments, Inc. | 212 | 26,337 | ||||||
International Business Machines Corp. | 677 | 86,961 | ||||||
Jack Henry & Associates, Inc. | 55 | 10,571 | ||||||
Mastercard, Inc., Class A | 646 | 209,543 | ||||||
Paychex, Inc. | 242 | 29,848 | ||||||
PayPal Holdings, Inc.* | 872 | 81,480 | ||||||
VeriSign, Inc.* | 72 | 13,120 | ||||||
Visa, Inc., Class A | 1,239 | 246,202 | ||||||
1,108,132 | ||||||||
Leisure Products - 0.0%(b) | ||||||||
Hasbro, Inc. | 99 | 7,803 | ||||||
Life Sciences Tools & Services - 1.9% | ||||||||
Agilent Technologies, Inc. | 226 | 28,984 | ||||||
Bio-Rad Laboratories, Inc., Class A* | 16 | 7,761 | ||||||
Bio-Techne Corp. | 30 | 9,954 | ||||||
Charles River Laboratories International, Inc.* | 38 | 7,799 | ||||||
Danaher Corp. | 487 | 131,446 | ||||||
Illumina, Inc.* | 118 | 23,794 | ||||||
IQVIA Holdings, Inc.* | 142 | 30,198 | ||||||
Mettler-Toledo International, Inc.* | 17 | 20,612 | ||||||
PerkinElmer, Inc. | 95 | 12,831 | ||||||
Thermo Fisher Scientific, Inc. | 295 | 160,869 | ||||||
Waters Corp.* | 45 | 13,437 | ||||||
West Pharmaceutical Services, Inc. | 56 | 16,615 | ||||||
464,300 | ||||||||
Machinery - 1.7% | ||||||||
Caterpillar, Inc. | 401 | 74,069 | ||||||
Cummins, Inc. | 106 | 22,829 | ||||||
Deere & Co. | 210 | 76,702 | ||||||
Dover Corp. | 109 | 13,621 | ||||||
Fortive Corp. | 270 | 17,099 | ||||||
IDEX Corp. | 57 | 11,469 | ||||||
Illinois Tool Works, Inc. | 213 | 41,499 | ||||||
Ingersoll Rand, Inc. | 306 | 14,495 | ||||||
Nordson Corp. | 41 | 9,314 | ||||||
Otis Worldwide Corp. | 318 | 22,966 | ||||||
PACCAR, Inc. | 262 | 22,928 | ||||||
Parker-Hannifin Corp. | 97 | 25,705 | ||||||
Pentair plc | 124 | 5,518 | ||||||
Snap-on, Inc. | 40 | 8,714 | ||||||
Stanley Black & Decker, Inc. | 114 | 10,043 | ||||||
Westinghouse Air Brake Technologies Corp. | 137 | 12,008 | ||||||
Xylem, Inc. | 136 | 12,390 | ||||||
401,369 | ||||||||
Media - 0.9% | ||||||||
Charter Communications, Inc., Class A* | 87 | 35,899 | ||||||
Comcast Corp., Class A | 3,365 | 121,779 | ||||||
DISH Network Corp., Class A*(a) | 189 | 3,279 | ||||||
Fox Corp., Class A | 235 | 8,032 | ||||||
Fox Corp., Class B | 109 | 3,447 | ||||||
Interpublic Group of Cos., Inc. (The) | 296 | 8,181 | ||||||
News Corp., Class A | 292 | 4,941 | ||||||
News Corp., Class B | 91 | 1,569 | ||||||
Omnicom Group, Inc. | 155 | 10,369 | ||||||
Paramount Global, Class B | 458 | 10,713 | ||||||
208,209 | ||||||||
Metals & Mining - 0.3% | ||||||||
Freeport-McMoRan, Inc. | 1,091 | 32,294 | ||||||
Newmont Corp. | 597 | 24,692 | ||||||
Nucor Corp. | 200 | 26,588 | ||||||
83,574 | ||||||||
Multiline Retail - 0.5% | ||||||||
Dollar General Corp. | 172 | 40,836 | ||||||
Dollar Tree, Inc.* | 169 | 22,930 | ||||||
Target Corp. | 348 | 55,798 | ||||||
119,564 | ||||||||
Multi-Utilities - 1.0% | ||||||||
Ameren Corp. | 194 | 17,968 | ||||||
CenterPoint Energy, Inc. | 474 | 14,945 |
S&P 500® Ex-Energy ETF
Schedule of Portfolio Investments
August 31, 2022 (Unaudited)
Investments | Shares | Value ($) | ||||||
CMS Energy Corp. | 218 | 14,724 | ||||||
Consolidated Edison, Inc. | 267 | 26,097 | ||||||
Dominion Energy, Inc. | 611 | 49,980 | ||||||
DTE Energy Co. | 146 | 19,030 | ||||||
NiSource, Inc. | 305 | 9,000 | ||||||
Public Service Enterprise Group, Inc. | 376 | 24,199 | ||||||
Sempra Energy | 237 | 39,098 | ||||||
WEC Energy Group, Inc. | 237 | 24,444 | ||||||
239,485 | ||||||||
Personal Products - 0.2% | ||||||||
Estee Lauder Cos., Inc. (The), Class A | 174 | 44,262 | ||||||
Pharmaceuticals - 4.3% | ||||||||
Bristol-Myers Squibb Co. | 1,602 | 107,991 | ||||||
Catalent, Inc.* | 135 | 11,880 | ||||||
Eli Lilly & Co. | 594 | 178,931 | ||||||
Johnson & Johnson | 1,981 | 319,614 | ||||||
Merck & Co., Inc. | 1,903 | 162,440 | ||||||
Organon & Co. | 191 | 5,449 | ||||||
Pfizer, Inc. | 4,223 | 191,006 | ||||||
Viatris, Inc. | 912 | 8,710 | ||||||
Zoetis, Inc. | 354 | 55,412 | ||||||
1,041,433 | ||||||||
Professional Services - 0.3% | ||||||||
Equifax, Inc. | 92 | 17,365 | ||||||
Jacobs Solutions, Inc. | 97 | 12,084 | ||||||
Leidos Holdings, Inc. | 103 | 9,790 | ||||||
Nielsen Holdings plc | 271 | 7,545 | ||||||
Robert Half International, Inc. | 83 | 6,389 | ||||||
Verisk Analytics, Inc. | 119 | 22,272 | ||||||
75,445 | ||||||||
Real Estate Management & Development - 0.1% | ||||||||
CBRE Group, Inc., Class A* | 246 | 19,424 | ||||||
Road & Rail - 1.0% | ||||||||
CSX Corp. | 1,637 | 51,811 | ||||||
JB Hunt Transport Services, Inc. | 63 | 10,963 | ||||||
Norfolk Southern Corp. | 179 | 43,520 | ||||||
Old Dominion Freight Line, Inc. | 69 | 18,728 | ||||||
Union Pacific Corp. | 473 | 106,193 | ||||||
231,215 | ||||||||
Semiconductors & Semiconductor Equipment - 5.4% | ||||||||
Advanced Micro Devices, Inc.* | 1,220 | 103,541 | ||||||
Analog Devices, Inc. | 394 | 59,703 | ||||||
Applied Materials, Inc. | 665 | 62,556 | ||||||
Broadcom, Inc. | 307 | 153,227 | ||||||
Enphase Energy, Inc.* | 102 | 29,217 | ||||||
Intel Corp. | 3,078 | 98,250 | ||||||
KLA Corp. | 112 | 38,543 | ||||||
Lam Research Corp. | 104 | 45,543 | ||||||
Microchip Technology, Inc. | 418 | 27,274 | ||||||
Micron Technology, Inc. | 840 | 47,485 | ||||||
Monolithic Power Systems, Inc. | 33 | 14,955 | ||||||
NVIDIA Corp. | 1,885 | 284,522 | ||||||
NXP Semiconductors NV | 198 | 32,587 | ||||||
ON Semiconductor Corp.* | 327 | 22,488 | ||||||
Qorvo, Inc.* | 82 | 7,362 | ||||||
QUALCOMM, Inc. | 843 | 111,504 | ||||||
Skyworks Solutions, Inc. | 121 | 11,924 | ||||||
SolarEdge Technologies, Inc.* | 42 | 11,591 | ||||||
Teradyne, Inc. | 121 | 10,241 | ||||||
Texas Instruments, Inc. | 694 | 114,656 | ||||||
1,287,169 | ||||||||
Software - 9.2% | ||||||||
Adobe, Inc.* | 356 | 132,945 | ||||||
ANSYS, Inc.* | 65 | 16,140 | ||||||
Autodesk, Inc.* | 164 | 33,085 | ||||||
Cadence Design Systems, Inc.* | 208 | 36,144 | ||||||
Ceridian HCM Holding, Inc.* | 103 | 6,143 | ||||||
Citrix Systems, Inc. | 94 | 9,660 | ||||||
Fortinet, Inc.* | 501 | 24,394 | ||||||
Intuit, Inc. | 213 | 91,969 | ||||||
Microsoft Corp. | 5,629 | 1,471,815 | ||||||
NortonLifeLock, Inc. | 438 | 9,894 | ||||||
Oracle Corp. | 1,185 | 87,868 | ||||||
Paycom Software, Inc.* | 36 | 12,643 | ||||||
PTC, Inc.* | 79 | 9,076 | ||||||
Roper Technologies, Inc. | 80 | 32,206 | ||||||
Salesforce, Inc.* | 748 | 116,778 | ||||||
ServiceNow, Inc.* | 151 | 65,628 | ||||||
Synopsys, Inc.* | 115 | 39,792 | ||||||
Tyler Technologies, Inc.* | 31 | 11,517 | ||||||
2,207,697 | ||||||||
Specialty Retail - 2.2% | ||||||||
Advance Auto Parts, Inc. | 46 | 7,758 | ||||||
AutoZone, Inc.* | 15 | 31,788 | ||||||
Bath & Body Works, Inc. | 180 | 6,719 | ||||||
Best Buy Co., Inc. | 152 | 10,745 | ||||||
CarMax, Inc.* | 121 | 10,701 | ||||||
Home Depot, Inc. (The) | 778 | 224,391 | ||||||
Lowe's Cos., Inc. | 498 | 96,682 | ||||||
O'Reilly Automotive, Inc.* | 49 | 34,159 | ||||||
Ross Stores, Inc. | 264 | 22,775 | ||||||
TJX Cos., Inc. (The) | 884 | 55,117 | ||||||
Tractor Supply Co. | 84 | 15,553 | ||||||
Ulta Beauty, Inc.* | 39 | 16,375 | ||||||
532,763 | ||||||||
Technology Hardware, Storage & Peripherals - 7.9% | ||||||||
Apple, Inc. | 11,573 | 1,819,507 | ||||||
Hewlett Packard Enterprise Co. | 979 | 13,315 | ||||||
HP, Inc. | 793 | 22,767 | ||||||
NetApp, Inc. | 167 | 12,046 | ||||||
Seagate Technology Holdings plc(a) | 149 | 9,977 | ||||||
Western Digital Corp.* | 236 | 9,973 | ||||||
1,887,585 | ||||||||
Textiles, Apparel & Luxury Goods - 0.5% | ||||||||
NIKE, Inc., Class B | 955 | 101,660 | ||||||
PVH Corp. | 51 | 2,869 | ||||||
Ralph Lauren Corp. | 35 | 3,196 | ||||||
Tapestry, Inc. | 190 | 6,599 | ||||||
VF Corp. | 243 | 10,072 | ||||||
124,396 | ||||||||
Tobacco - 0.7% | ||||||||
Altria Group, Inc. | 1,363 | 61,498 | ||||||
Philip Morris International, Inc. | 1,167 | 111,437 | ||||||
172,935 | ||||||||
Trading Companies & Distributors - 0.2% | ||||||||
Fastenal Co. | 433 | 21,793 | ||||||
United Rentals, Inc.* | 54 | 15,770 | ||||||
WW Grainger, Inc. | 32 | 17,758 | ||||||
55,321 |
S&P 500® Ex-Energy ETF
Schedule of Portfolio Investments
August 31, 2022 (Unaudited)
Investments | Shares | Value ($) | ||||||
Water Utilities - 0.1% | ||||||||
American Water Works Co., Inc. | 137 | 20,338 | ||||||
Wireless Telecommunication Services - 0.3% | ||||||||
T-Mobile US, Inc.* | 443 | 63,774 | ||||||
TOTAL COMMON STOCKS (Cost $25,813,491) | 23,915,913 | |||||||
SECURITIES LENDING REINVESTMENTS(c) - 0.2% | ||||||||
INVESTMENT COMPANIES - 0.2% | ||||||||
BlackRock Liquidity FedFund, Institutional Class | ||||||||
2.02% (Cost $49,428) | 49,428 | 49,428 |
Investments | Principal Amount ($) | Value ($) | ||||||
SHORT-TERM INVESTMENTS - 0.1% | ||||||||
REPURCHASE AGREEMENTS(d) - 0.1% | ||||||||
Repurchase Agreements with various counterparties, rates 1.90% - 2.25%, dated 8/31/2022, due 9/1/2022, total to be received $30,270 | ||||||||
(Cost $30,269) | 30,269 | 30,269 | ||||||
Total Investments - 100.1% (Cost $25,893,188) | 23,995,610 | |||||||
Liabilities in excess of other assets - (0.1%) | (16,654 | ) | ||||||
Net Assets - 100.0% | 23,978,956 |
* | Non-income producing security. |
(a) | The security or a portion of this security is on loan at August 31, 2022. The total value of securities on loan at August 31, 2022 was $64,862, collateralized in the form of cash with a value of $49,428 that was reinvested in the securities shown in the Securities Lending Reinvestment section of the Schedule of Investments and $17,541 of collateral in the form of U.S. Government Treasury Securities, interest rates ranging from 0.13% – 4.63%, and maturity dates ranging from January 15, 2023 – May 15, 2051. The total value of collateral is $66,969. |
(b) | Represents less than 0.05% of net assets. |
(c) | The security was purchased with cash collateral held from securities on loan at August 31, 2022. The total value of securities purchased was $49,428. |
(d) | The Fund invests in Repurchase Agreements jointly with other funds in the Trust. See "Repurchase Agreements" in the Notes to Schedules of Portfolio Investments to view the details of each individual agreement and counterparty as well as a description of the securities subject to repurchase. |
S&P 500® Ex-Financials ETF
Schedule of Portfolio Investments
August 31, 2022 (Unaudited)
Investments | Shares | Value ($) | ||||||
COMMON STOCKS - 99.6% | ||||||||
Aerospace & Defense - 1.9% | ||||||||
Boeing Co. (The)* | 186 | 29,806 | ||||||
General Dynamics Corp. | 77 | 17,628 | ||||||
Howmet Aerospace, Inc. | 126 | 4,464 | ||||||
Huntington Ingalls Industries, Inc. | 13 | 2,993 | ||||||
L3Harris Technologies, Inc. | 64 | 14,604 | ||||||
Lockheed Martin Corp. | 79 | 33,189 | ||||||
Northrop Grumman Corp. | 49 | 23,422 | ||||||
Raytheon Technologies Corp. | 497 | 44,606 | ||||||
Textron, Inc. | 72 | 4,491 | ||||||
TransDigm Group, Inc. | 17 | 10,207 | ||||||
185,410 | ||||||||
Air Freight & Logistics - 0.8% | ||||||||
CH Robinson Worldwide, Inc. | 43 | 4,908 | ||||||
Expeditors International of Washington, Inc. | 56 | 5,762 | ||||||
FedEx Corp. | 80 | 16,865 | ||||||
United Parcel Service, Inc., Class B | 245 | 47,655 | ||||||
75,190 | ||||||||
Airlines - 0.2% | ||||||||
Alaska Air Group, Inc.* | 42 | 1,829 | ||||||
American Airlines Group, Inc.* | 217 | 2,819 | ||||||
Delta Air Lines, Inc.* | 214 | 6,649 | ||||||
Southwest Airlines Co.* | 198 | 7,267 | ||||||
United Airlines Holdings, Inc.* | 109 | 3,816 | ||||||
22,380 | ||||||||
Auto Components - 0.1% | ||||||||
Aptiv plc* | 91 | 8,502 | ||||||
BorgWarner, Inc. | 80 | 3,016 | ||||||
11,518 | ||||||||
Automobiles - 2.8% | ||||||||
Ford Motor Co. | 1,319 | 20,102 | ||||||
General Motors Co. | 487 | 18,608 | ||||||
Tesla, Inc.* | 840 | 231,512 | ||||||
270,222 | ||||||||
Beverages - 2.1% | ||||||||
Brown-Forman Corp., Class B | 61 | 4,435 | ||||||
Coca-Cola Co. (The) | 1,303 | 80,408 | ||||||
Constellation Brands, Inc., Class A | 54 | 13,287 | ||||||
Keurig Dr Pepper, Inc. | 246 | 9,377 | ||||||
Molson Coors Beverage Co., Class B | 63 | 3,255 | ||||||
Monster Beverage Corp.* | 126 | 11,193 | ||||||
PepsiCo, Inc. | 462 | 79,589 | ||||||
201,544 | ||||||||
Biotechnology - 2.3% | ||||||||
AbbVie, Inc. | 590 | 79,331 | ||||||
Amgen, Inc. | 178 | 42,774 | ||||||
Biogen, Inc.* | 49 | 9,574 | ||||||
Gilead Sciences, Inc. | 419 | 26,594 | ||||||
Incyte Corp.* | 63 | 4,437 | ||||||
Moderna, Inc.* | 116 | 15,343 | ||||||
Regeneron Pharmaceuticals, Inc.* | 36 | 20,918 | ||||||
Vertex Pharmaceuticals, Inc.* | 85 | 23,950 | ||||||
222,921 | ||||||||
Building Products - 0.5% | ||||||||
A O Smith Corp. | 43 | 2,427 | ||||||
Allegion plc | 29 | 2,758 | ||||||
Carrier Global Corp. | 283 | 11,071 | ||||||
Fortune Brands Home & Security, Inc. | 44 | 2,703 | ||||||
Johnson Controls International plc | 232 | 12,561 | ||||||
Masco Corp. | 79 | 4,019 | ||||||
Trane Technologies plc | 78 | 12,017 | ||||||
47,556 | ||||||||
Chemicals - 2.1% | ||||||||
Air Products and Chemicals, Inc. | 74 | 18,681 | ||||||
Albemarle Corp. | 39 | 10,451 | ||||||
Celanese Corp. | 36 | 3,991 | ||||||
CF Industries Holdings, Inc. | 70 | 7,242 | ||||||
Corteva, Inc. | 242 | 14,866 | ||||||
Dow, Inc. | 243 | 12,393 | ||||||
DuPont de Nemours, Inc. | 170 | 9,459 | ||||||
Eastman Chemical Co. | 43 | 3,913 | ||||||
Ecolab, Inc. | 83 | 13,598 | ||||||
FMC Corp. | 42 | 4,539 | ||||||
International Flavors & Fragrances, Inc. | 85 | 9,391 | ||||||
Linde plc | 168 | 47,521 | ||||||
LyondellBasell Industries NV, Class A | 86 | 7,138 | ||||||
Mosaic Co. (The) | 121 | 6,518 | ||||||
PPG Industries, Inc. | 79 | 10,031 | ||||||
Sherwin-Williams Co. (The) | 80 | 18,568 | ||||||
198,300 | ||||||||
Commercial Services & Supplies - 0.6% | ||||||||
Cintas Corp. | 29 | 11,798 | ||||||
Copart, Inc.* | 71 | 8,495 | ||||||
Republic Services, Inc. | 70 | 9,991 | ||||||
Rollins, Inc. | 76 | 2,566 | ||||||
Waste Management, Inc. | 128 | 21,636 | ||||||
54,486 | ||||||||
Communications Equipment - 0.9% | ||||||||
Arista Networks, Inc.* | 75 | 8,991 | ||||||
Cisco Systems, Inc. | 1,388 | 62,071 | ||||||
F5, Inc.* | 20 | 3,141 | ||||||
Juniper Networks, Inc. | 108 | 3,070 | ||||||
Motorola Solutions, Inc. | 56 | 13,631 | ||||||
90,904 | ||||||||
Construction & Engineering - 0.1% | ||||||||
Quanta Services, Inc. | 48 | 6,782 | ||||||
Construction Materials - 0.1% | ||||||||
Martin Marietta Materials, Inc. | 21 | 7,302 | ||||||
Vulcan Materials Co. | 44 | 7,325 | ||||||
14,627 | ||||||||
Containers & Packaging - 0.3% | ||||||||
Amcor plc | 502 | 6,029 | ||||||
Avery Dennison Corp. | 27 | 4,958 | ||||||
Ball Corp. | 107 | 5,972 | ||||||
International Paper Co. | 124 | 5,161 | ||||||
Packaging Corp. of America | 31 | 4,244 | ||||||
Sealed Air Corp. | 49 | 2,637 | ||||||
Westrock Co. | 85 | 3,450 | ||||||
32,451 | ||||||||
Distributors - 0.2% | ||||||||
Genuine Parts Co. | 47 | 7,333 | ||||||
LKQ Corp. | 87 | 4,630 | ||||||
Pool Corp. | 13 | 4,409 | ||||||
16,372 | ||||||||
Diversified Telecommunication Services - 1.1% | ||||||||
AT&T, Inc. | 2,392 | 41,956 |
S&P 500® Ex-Financials ETF
Schedule of Portfolio Investments
August 31, 2022 (Unaudited)
Investments | Shares | Value ($) | ||||||
Lumen Technologies, Inc. | 311 | 3,098 | ||||||
Verizon Communications, Inc. | 1,403 | 58,659 | ||||||
103,713 | ||||||||
Electric Utilities - 2.3% | ||||||||
Alliant Energy Corp. | 84 | 5,127 | ||||||
American Electric Power Co., Inc. | 172 | 17,235 | ||||||
Constellation Energy Corp. | 109 | 8,893 | ||||||
Duke Energy Corp. | 257 | 27,476 | ||||||
Edison International | 127 | 8,607 | ||||||
Entergy Corp. | 68 | 7,840 | ||||||
Evergy, Inc. | 77 | 5,277 | ||||||
Eversource Energy | 115 | 10,314 | ||||||
Exelon Corp. | 327 | 14,359 | ||||||
FirstEnergy Corp. | 191 | 7,554 | ||||||
NextEra Energy, Inc. | 656 | 55,799 | ||||||
NRG Energy, Inc. | 79 | 3,261 | ||||||
Pinnacle West Capital Corp. | 38 | 2,863 | ||||||
PPL Corp. | 246 | 7,154 | ||||||
Southern Co. (The) | 355 | 27,360 | ||||||
Xcel Energy, Inc. | 182 | 13,514 | ||||||
222,633 | ||||||||
Electrical Equipment - 0.6% | ||||||||
AMETEK, Inc. | 77 | 9,252 | ||||||
Eaton Corp. plc | 133 | 18,173 | ||||||
Emerson Electric Co. | 198 | 16,184 | ||||||
Generac Holdings, Inc.* | 21 | 4,629 | ||||||
Rockwell Automation, Inc. | 39 | 9,241 | ||||||
57,479 | ||||||||
Electronic Equipment, Instruments & Components - 0.7% | ||||||||
Amphenol Corp., Class A | 199 | 14,632 | ||||||
CDW Corp. | 45 | 7,682 | ||||||
Corning, Inc. | 254 | 8,717 | ||||||
Keysight Technologies, Inc.* | 61 | 9,997 | ||||||
TE Connectivity Ltd. | 108 | 13,631 | ||||||
Teledyne Technologies, Inc.* | 16 | 5,894 | ||||||
Trimble, Inc.* | 84 | 5,313 | ||||||
Zebra Technologies Corp., Class A* | 18 | 5,430 | ||||||
71,296 | ||||||||
Energy Equipment & Services - 0.4% | ||||||||
Baker Hughes Co. | 312 | 7,881 | ||||||
Halliburton Co. | 301 | 9,069 | ||||||
Schlumberger NV | 472 | 18,007 | ||||||
34,957 | ||||||||
Entertainment - 1.6% | ||||||||
Activision Blizzard, Inc. | 261 | 20,486 | ||||||
Electronic Arts, Inc. | 94 | 11,926 | ||||||
Live Nation Entertainment, Inc.* | 46 | 4,156 | ||||||
Netflix, Inc.* | 148 | 33,087 | ||||||
Take-Two Interactive Software, Inc.* | 53 | 6,496 | ||||||
Walt Disney Co. (The)* | 608 | 68,145 | ||||||
Warner Bros Discovery, Inc.* | 738 | 9,771 | ||||||
154,067 | ||||||||
Food & Staples Retailing - 1.8% | ||||||||
Costco Wholesale Corp. | 148 | 77,271 | ||||||
Kroger Co. (The) | 219 | 10,499 | ||||||
Sysco Corp. | 170 | 13,977 | ||||||
Walgreens Boots Alliance, Inc. | 239 | 8,379 | ||||||
Walmart, Inc. | 469 | 62,166 | ||||||
172,292 | ||||||||
Food Products - 1.3% | ||||||||
Archer-Daniels-Midland Co. | 188 | 16,523 | ||||||
Campbell Soup Co. | 68 | 3,426 | ||||||
Conagra Brands, Inc. | 160 | 5,501 | ||||||
General Mills, Inc. | 201 | 15,437 | ||||||
Hershey Co. (The) | 49 | 11,009 | ||||||
Hormel Foods Corp. | 95 | 4,776 | ||||||
J M Smucker Co. (The) | 36 | 5,040 | ||||||
Kellogg Co. | 85 | 6,183 | ||||||
Kraft Heinz Co. (The) | 237 | 8,864 | ||||||
Lamb Weston Holdings, Inc. | 48 | 3,817 | ||||||
McCormick & Co., Inc. (Non-Voting) | 84 | 7,062 | ||||||
Mondelez International, Inc., Class A | 462 | 28,579 | ||||||
Tyson Foods, Inc., Class A | 97 | 7,312 | ||||||
123,529 | ||||||||
Gas Utilities - 0.0%(a) | ||||||||
Atmos Energy Corp. | 46 | 5,216 | ||||||
Health Care Equipment & Supplies - 3.0% | ||||||||
Abbott Laboratories | 585 | 60,050 | ||||||
ABIOMED, Inc.* | 15 | 3,889 | ||||||
Align Technology, Inc.* | 24 | 5,849 | ||||||
Baxter International, Inc. | 168 | 9,653 | ||||||
Becton Dickinson and Co. | 95 | 23,980 | ||||||
Boston Scientific Corp.* | 478 | 19,268 | ||||||
Cooper Cos., Inc. (The) | 16 | 4,599 | ||||||
DENTSPLY SIRONA, Inc. | 72 | 2,360 | ||||||
Dexcom, Inc.* | 131 | 10,770 | ||||||
Edwards Lifesciences Corp.* | 208 | 18,741 | ||||||
Hologic, Inc.* | 83 | 5,608 | ||||||
IDEXX Laboratories, Inc.* | 28 | 9,733 | ||||||
Intuitive Surgical, Inc.* | 120 | 24,689 | ||||||
Medtronic plc | 448 | 39,388 | ||||||
ResMed, Inc. | 49 | 10,776 | ||||||
STERIS plc | 33 | 6,646 | ||||||
Stryker Corp. | 112 | 22,982 | ||||||
Teleflex, Inc. | 16 | 3,620 | ||||||
Zimmer Biomet Holdings, Inc. | 70 | 7,442 | ||||||
290,043 | ||||||||
Health Care Providers & Services - 4.0% | ||||||||
AmerisourceBergen Corp. | 50 | 7,328 | ||||||
Cardinal Health, Inc. | 91 | 6,436 | ||||||
Centene Corp.* | 195 | 17,499 | ||||||
Cigna Corp. | 106 | 30,046 | ||||||
CVS Health Corp. | 438 | 42,990 | ||||||
DaVita, Inc.* | 20 | 1,706 | ||||||
Elevance Health, Inc. | 81 | 39,294 | ||||||
HCA Healthcare, Inc. | 76 | 15,038 | ||||||
Henry Schein, Inc.* | 46 | 3,377 | ||||||
Humana, Inc. | 42 | 20,235 | ||||||
Laboratory Corp. of America Holdings | 31 | 6,983 | ||||||
McKesson Corp. | 49 | 17,983 | ||||||
Molina Healthcare, Inc.* | 20 | 6,747 | ||||||
Quest Diagnostics, Inc. | 39 | 4,887 | ||||||
UnitedHealth Group, Inc. | 313 | 162,550 | ||||||
Universal Health Services, Inc., Class B | 22 | 2,152 | ||||||
385,251 | ||||||||
Hotels, Restaurants & Leisure - 2.2% | ||||||||
Booking Holdings, Inc.* | 14 | 26,261 | ||||||
Caesars Entertainment, Inc.* | 72 | 3,105 | ||||||
Carnival Corp.* | 326 | 3,084 |
S&P 500® Ex-Financials ETF
Schedule of Portfolio Investments
August 31, 2022 (Unaudited)
Investments | Shares | Value ($) | ||||||
Chipotle Mexican Grill, Inc.* | 9 | 14,371 | ||||||
Darden Restaurants, Inc. | 42 | 5,196 | ||||||
Domino's Pizza, Inc. | 12 | 4,462 | ||||||
Expedia Group, Inc.* | 51 | 5,235 | ||||||
Hilton Worldwide Holdings, Inc. | 93 | 11,844 | ||||||
Las Vegas Sands Corp.* | 115 | 4,327 | ||||||
Marriott International, Inc., Class A | 92 | 14,144 | ||||||
McDonald's Corp. | 247 | 62,313 | ||||||
MGM Resorts International | 118 | 3,852 | ||||||
Norwegian Cruise Line Holdings Ltd.*(b) | 140 | 1,831 | ||||||
Penn Entertainment, Inc.* | 55 | 1,718 | ||||||
Royal Caribbean Cruises Ltd.* | 75 | 3,064 | ||||||
Starbucks Corp. | 383 | 32,199 | ||||||
Wynn Resorts Ltd.* | 35 | 2,121 | ||||||
Yum! Brands, Inc. | 95 | 10,568 | ||||||
209,695 | ||||||||
Household Durables - 0.3% | ||||||||
DR Horton, Inc. | 107 | 7,613 | ||||||
Garmin Ltd. | 51 | 4,513 | ||||||
Lennar Corp., Class A | 86 | 6,661 | ||||||
Mohawk Industries, Inc.* | 17 | 1,876 | ||||||
Newell Brands, Inc. | 123 | 2,196 | ||||||
NVR, Inc.* | 1 | 4,140 | ||||||
PulteGroup, Inc. | 79 | 3,212 | ||||||
Whirlpool Corp. | 19 | 2,975 | ||||||
33,186 | ||||||||
Household Products - 1.7% | ||||||||
Church & Dwight Co., Inc. | 81 | 6,780 | ||||||
Clorox Co. (The) | 41 | 5,918 | ||||||
Colgate-Palmolive Co. | 280 | 21,899 | ||||||
Kimberly-Clark Corp. | 113 | 14,410 | ||||||
Procter & Gamble Co. (The) | 802 | 110,628 | ||||||
159,635 | ||||||||
Independent Power and Renewable Electricity Producers - 0.1% | ||||||||
AES Corp. (The) | 223 | 5,675 | ||||||
Industrial Conglomerates - 1.0% | ||||||||
3M Co. | 190 | 23,627 | ||||||
General Electric Co. | 368 | 27,026 | ||||||
Honeywell International, Inc. | 227 | 42,982 | ||||||
93,635 | ||||||||
Interactive Media & Services - 5.8% | ||||||||
Alphabet, Inc., Class A* | 2,009 | 217,414 | ||||||
Alphabet, Inc., Class C* | 1,842 | 201,054 | ||||||
Match Group, Inc.* | 95 | 5,370 | ||||||
Meta Platforms, Inc., Class A* | 766 | 124,805 | ||||||
Twitter, Inc.* | 255 | 9,881 | ||||||
558,524 | ||||||||
Internet & Direct Marketing Retail - 4.0% | ||||||||
Amazon.com, Inc.* | 2,923 | 370,549 | ||||||
eBay, Inc. | 187 | 8,252 | ||||||
Etsy, Inc.* | 42 | 4,436 | ||||||
383,237 | ||||||||
IT Services - 5.1% | ||||||||
Accenture plc, Class A | 212 | 61,154 | ||||||
Akamai Technologies, Inc.* | 54 | 4,875 | ||||||
Automatic Data Processing, Inc. | 140 | 34,217 | ||||||
Broadridge Financial Solutions, Inc. | 39 | 6,676 | ||||||
Cognizant Technology Solutions Corp., Class A | 174 | 10,992 | ||||||
DXC Technology Co.* | 82 | 2,032 | ||||||
EPAM Systems, Inc.* | 19 | 8,103 | ||||||
Fidelity National Information Services, Inc. | 204 | 18,639 | ||||||
Fiserv, Inc.* | 194 | 19,631 | ||||||
FleetCor Technologies, Inc.* | 26 | 5,526 | ||||||
Gartner, Inc.* | 27 | 7,704 | ||||||
Global Payments, Inc. | 94 | 11,678 | ||||||
International Business Machines Corp. | 300 | 38,535 | ||||||
Jack Henry & Associates, Inc. | 24 | 4,613 | ||||||
Mastercard, Inc., Class A | 287 | 93,094 | ||||||
Paychex, Inc. | 107 | 13,197 | ||||||
PayPal Holdings, Inc.* | 387 | 36,161 | ||||||
VeriSign, Inc.* | 32 | 5,831 | ||||||
Visa, Inc., Class A | 550 | 109,290 | ||||||
491,948 | ||||||||
Leisure Products - 0.0%(a) | ||||||||
Hasbro, Inc. | 44 | 3,468 | ||||||
Life Sciences Tools & Services - 2.1% | ||||||||
Agilent Technologies, Inc. | 100 | 12,825 | ||||||
Bio-Rad Laboratories, Inc., Class A* | 7 | 3,395 | ||||||
Bio-Techne Corp. | 13 | 4,314 | ||||||
Charles River Laboratories International, Inc.* | 17 | 3,489 | ||||||
Danaher Corp. | 216 | 58,301 | ||||||
Illumina, Inc.* | 52 | 10,485 | ||||||
IQVIA Holdings, Inc.* | 63 | 13,398 | ||||||
Mettler-Toledo International, Inc.* | 8 | 9,700 | ||||||
PerkinElmer, Inc. | 42 | 5,672 | ||||||
Thermo Fisher Scientific, Inc. | 131 | 71,437 | ||||||
Waters Corp.* | 20 | 5,972 | ||||||
West Pharmaceutical Services, Inc. | 25 | 7,417 | ||||||
206,405 | ||||||||
Machinery - 1.8% | ||||||||
Caterpillar, Inc. | 178 | 32,878 | ||||||
Cummins, Inc. | 47 | 10,122 | ||||||
Deere & Co. | 93 | 33,968 | ||||||
Dover Corp. | 48 | 5,998 | ||||||
Fortive Corp. | 120 | 7,600 | ||||||
IDEX Corp. | 25 | 5,030 | ||||||
Illinois Tool Works, Inc. | 95 | 18,509 | ||||||
Ingersoll Rand, Inc. | 136 | 6,442 | ||||||
Nordson Corp. | 18 | 4,089 | ||||||
Otis Worldwide Corp. | 141 | 10,183 | ||||||
PACCAR, Inc. | 116 | 10,151 | ||||||
Parker-Hannifin Corp. | 43 | 11,395 | ||||||
Pentair plc | 55 | 2,448 | ||||||
Snap-on, Inc. | 18 | 3,922 | ||||||
Stanley Black & Decker, Inc. | 50 | 4,405 | ||||||
Westinghouse Air Brake Technologies Corp. | 61 | 5,347 | ||||||
Xylem, Inc. | 60 | 5,466 | ||||||
177,953 | ||||||||
Media - 1.0% | ||||||||
Charter Communications, Inc., Class A* | 39 | 16,092 | ||||||
Comcast Corp., Class A | 1,493 | 54,032 | ||||||
DISH Network Corp., Class A*(b) | 84 | 1,457 | ||||||
Fox Corp., Class A | 104 | 3,555 | ||||||
Fox Corp., Class B | 48 | 1,518 |
S&P 500® Ex-Financials ETF
Schedule of Portfolio Investments
August 31, 2022 (Unaudited)
Investments | Shares | Value ($) | ||||||
Interpublic Group of Cos., Inc. (The) | 132 | 3,648 | ||||||
News Corp., Class A | 130 | 2,200 | ||||||
News Corp., Class B | 40 | 690 | ||||||
Omnicom Group, Inc. | 69 | 4,616 | ||||||
Paramount Global, Class B | 203 | 4,748 | ||||||
92,556 | ||||||||
Metals & Mining - 0.4% | ||||||||
Freeport-McMoRan, Inc. | 484 | 14,326 | ||||||
Newmont Corp. | 265 | 10,960 | ||||||
Nucor Corp. | 89 | 11,832 | ||||||
37,118 | ||||||||
Multiline Retail - 0.5% | ||||||||
Dollar General Corp. | 76 | 18,044 | ||||||
Dollar Tree, Inc.* | 75 | 10,176 | ||||||
Target Corp. | 154 | 24,692 | ||||||
52,912 | ||||||||
Multi-Utilities - 1.1% | ||||||||
Ameren Corp. | 86 | 7,965 | ||||||
CenterPoint Energy, Inc. | 210 | 6,621 | ||||||
CMS Energy Corp. | 97 | 6,552 | ||||||
Consolidated Edison, Inc. | 118 | 11,533 | ||||||
Dominion Energy, Inc. | 271 | 22,168 | ||||||
DTE Energy Co. | 65 | 8,472 | ||||||
NiSource, Inc. | 136 | 4,013 | ||||||
Public Service Enterprise Group, Inc. | 167 | 10,748 | ||||||
Sempra Energy | 105 | 17,322 | ||||||
WEC Energy Group, Inc. | 105 | 10,830 | ||||||
106,224 | ||||||||
Oil, Gas & Consumable Fuels - 5.0% | ||||||||
APA Corp. | 113 | 4,420 | ||||||
Chevron Corp. | 656 | 103,687 | ||||||
ConocoPhillips | 432 | 47,282 | ||||||
Coterra Energy, Inc.(b) | 269 | 8,315 | ||||||
Devon Energy Corp. | 205 | 14,477 | ||||||
Diamondback Energy, Inc. | 56 | 7,464 | ||||||
EOG Resources, Inc. | 196 | 23,775 | ||||||
Exxon Mobil Corp. | 1,407 | 134,495 | ||||||
Hess Corp. | 93 | 11,233 | ||||||
Kinder Morgan, Inc. | 651 | 11,926 | ||||||
Marathon Oil Corp. | 236 | 6,039 | ||||||
Marathon Petroleum Corp. | 181 | 18,236 | ||||||
Occidental Petroleum Corp. | 297 | 21,087 | ||||||
ONEOK, Inc. | 149 | 9,123 | ||||||
Phillips 66 | 161 | 14,403 | ||||||
Pioneer Natural Resources Co. | 75 | 18,992 | ||||||
Valero Energy Corp. | 136 | 15,928 | ||||||
Williams Cos., Inc. (The) | 407 | 13,850 | ||||||
484,732 | ||||||||
Personal Products - 0.2% | ||||||||
Estee Lauder Cos., Inc. (The), Class A | 77 | 19,587 | ||||||
Pharmaceuticals - 4.8% | ||||||||
Bristol-Myers Squibb Co. | 711 | 47,929 | ||||||
Catalent, Inc.* | 60 | 5,280 | ||||||
Eli Lilly & Co. | 263 | 79,223 | ||||||
Johnson & Johnson | 879 | 141,818 | ||||||
Merck & Co., Inc. | 845 | 72,129 | ||||||
Organon & Co. | 85 | 2,425 | ||||||
Pfizer, Inc. | 1,874 | 84,761 | ||||||
Viatris, Inc. | 405 | 3,868 | ||||||
Zoetis, Inc. | 157 | 24,575 | ||||||
462,008 | ||||||||
Professional Services - 0.3% | ||||||||
Equifax, Inc. | 41 | 7,739 | ||||||
Jacobs Solutions, Inc. | 43 | 5,357 | ||||||
Leidos Holdings, Inc. | 46 | 4,372 | ||||||
Nielsen Holdings plc | 120 | 3,341 | ||||||
Robert Half International, Inc. | 37 | 2,848 | ||||||
Verisk Analytics, Inc. | 53 | 9,919 | ||||||
33,576 | ||||||||
Road & Rail - 1.1% | ||||||||
CSX Corp. | 726 | 22,978 | ||||||
JB Hunt Transport Services, Inc. | 28 | 4,873 | ||||||
Norfolk Southern Corp. | 80 | 19,450 | ||||||
Old Dominion Freight Line, Inc. | 31 | 8,414 | ||||||
Union Pacific Corp. | 210 | 47,147 | ||||||
102,862 | ||||||||
Semiconductors & Semiconductor Equipment - 5.9% | ||||||||
Advanced Micro Devices, Inc.* | 541 | 45,915 | ||||||
Analog Devices, Inc. | 175 | 26,518 | ||||||
Applied Materials, Inc. | 295 | 27,751 | ||||||
Broadcom, Inc. | 136 | 67,879 | ||||||
Enphase Energy, Inc.* | 45 | 12,890 | ||||||
Intel Corp. | 1,366 | 43,603 | ||||||
KLA Corp. | 50 | 17,206 | ||||||
Lam Research Corp. | 46 | 20,144 | ||||||
Microchip Technology, Inc. | 186 | 12,136 | ||||||
Micron Technology, Inc. | 373 | 21,086 | ||||||
Monolithic Power Systems, Inc. | 15 | 6,798 | ||||||
NVIDIA Corp. | 836 | 126,186 | ||||||
NXP Semiconductors NV | 88 | 14,483 | ||||||
ON Semiconductor Corp.* | 145 | 9,971 | ||||||
Qorvo, Inc.* | 36 | 3,232 | ||||||
QUALCOMM, Inc. | 374 | 49,469 | ||||||
Skyworks Solutions, Inc. | 54 | 5,322 | ||||||
SolarEdge Technologies, Inc.* | 19 | 5,243 | ||||||
Teradyne, Inc. | 54 | 4,570 | ||||||
Texas Instruments, Inc. | 308 | 50,885 | ||||||
571,287 | ||||||||
Software - 10.2% | ||||||||
Adobe, Inc.* | 158 | 59,004 | ||||||
ANSYS, Inc.* | 29 | 7,201 | ||||||
Autodesk, Inc.* | 73 | 14,727 | ||||||
Cadence Design Systems, Inc.* | 92 | 15,987 | ||||||
Ceridian HCM Holding, Inc.* | 46 | 2,743 | ||||||
Citrix Systems, Inc. | 42 | 4,316 | ||||||
Fortinet, Inc.* | 223 | 10,858 | ||||||
Intuit, Inc. | 94 | 40,587 | ||||||
Microsoft Corp. | 2,498 | 653,152 | ||||||
NortonLifeLock, Inc. | 194 | 4,383 | ||||||
Oracle Corp. | 526 | 39,003 | ||||||
Paycom Software, Inc.* | 16 | 5,619 | ||||||
PTC, Inc.* | 35 | 4,021 | ||||||
Roper Technologies, Inc. | 35 | 14,090 | ||||||
Salesforce, Inc.* | 332 | 51,832 | ||||||
ServiceNow, Inc.* | 67 | 29,120 | ||||||
Synopsys, Inc.* | 51 | 17,647 | ||||||
Tyler Technologies, Inc.* | 14 | 5,201 | ||||||
979,491 | ||||||||
Specialty Retail - 2.5% | ||||||||
Advance Auto Parts, Inc. | 20 | 3,373 | ||||||
AutoZone, Inc.* | 7 | 14,834 | ||||||
Bath & Body Works, Inc. | 80 | 2,986 |
S&P 500® Ex-Financials ETF
Schedule of Portfolio Investments
August 31, 2022 (Unaudited)
Investments | Shares | Value ($) | ||||||
Best Buy Co., Inc. | 68 | 4,807 | ||||||
CarMax, Inc.* | 54 | 4,776 | ||||||
Home Depot, Inc. (The) | 345 | 99,505 | ||||||
Lowe's Cos., Inc. | 221 | 42,905 | ||||||
O'Reilly Automotive, Inc.* | 22 | 15,337 | ||||||
Ross Stores, Inc. | 117 | 10,094 | ||||||
TJX Cos., Inc. (The) | 392 | 24,441 | ||||||
Tractor Supply Co. | 37 | 6,850 | ||||||
Ulta Beauty, Inc.* | 17 | 7,138 | ||||||
237,046 | ||||||||
Technology Hardware, Storage & Peripherals - 8.7% | ||||||||
Apple, Inc. | 5,136 | 807,482 | ||||||
Hewlett Packard Enterprise Co. | 434 | 5,903 | ||||||
HP, Inc. | 352 | 10,106 | ||||||
NetApp, Inc. | 74 | 5,338 | ||||||
Seagate Technology Holdings plc | 66 | 4,419 | ||||||
Western Digital Corp.* | 105 | 4,437 | ||||||
837,685 | ||||||||
Textiles, Apparel & Luxury Goods - 0.6% | ||||||||
NIKE, Inc., Class B | 424 | 45,135 | ||||||
PVH Corp. | 23 | 1,294 | ||||||
Ralph Lauren Corp. | 15 | 1,370 | ||||||
Tapestry, Inc. | 84 | 2,917 | ||||||
VF Corp. | 108 | 4,476 | ||||||
55,192 | ||||||||
Tobacco - 0.8% | ||||||||
Altria Group, Inc. | 605 | 27,297 | ||||||
Philip Morris International, Inc. | 518 | 49,464 | ||||||
76,761 | ||||||||
Trading Companies & Distributors - 0.2% | ||||||||
Fastenal Co. | 192 | 9,663 | ||||||
United Rentals, Inc.* | 24 | 7,009 | ||||||
WW Grainger, Inc. | 14 | 7,769 | ||||||
24,441 | ||||||||
Water Utilities - 0.1% | ||||||||
American Water Works Co., Inc. | 61 | 9,055 | ||||||
Wireless Telecommunication Services - 0.3% | ||||||||
T-Mobile US, Inc.* | 197 | 28,360 | ||||||
TOTAL COMMON STOCKS (Cost $9,977,059) | 9,605,393 | |||||||
SECURITIES LENDING REINVESTMENTS(c) - 0.0%(a) | ||||||||
INVESTMENT COMPANIES - 0.0%(a) | ||||||||
BlackRock Liquidity FedFund, Institutional Class | ||||||||
2.02% (Cost $523) | 523 | 523 |
Investments | Principal Amount ($) | Value ($) | ||||||
SHORT-TERM INVESTMENTS - 0.2% | ||||||||
REPURCHASE AGREEMENTS(d) - 0.2% | ||||||||
Repurchase Agreements with various counterparties, rates 1.90% - 2.25%, dated 8/31/2022, due 9/1/2022, total to be received $16,990 | ||||||||
(Cost $16,990) | 16,990 | 16,990 | ||||||
Total Investments - 99.8% (Cost $9,994,572) | 9,622,906 | |||||||
Other assets less liabilities - 0.2% | 14,882 | |||||||
Net Assets - 100.0% | 9,637,788 |
S&P 500® Ex-Financials ETF
Schedule of Portfolio Investments
August 31, 2022 (Unaudited)
* | Non-income producing security. |
(a) | Represents less than 0.05% of net assets. |
(b) | The security or a portion of this security is on loan at August 31, 2022. The total value of securities on loan at August 31, 2022 was $10,090, collateralized in the form of cash with a value of $523 that was reinvested in the securities shown in the Securities Lending Reinvestment section of the Schedule of Investments and $9,749 of collateral in the form of U.S. Government Treasury Securities, interest rates ranging from 0.13% – 4.63%, and maturity dates ranging from January 15, 2023 – May 15, 2051. The total value of collateral is $10,272. |
(c) | The security was purchased with cash collateral held from securities on loan at August 31, 2022. The total value of securities purchased was $523. |
(d) | The Fund invests in Repurchase Agreements jointly with other funds in the Trust. See "Repurchase Agreements" in the Notes to Schedules of Portfolio Investments to view the details of each individual agreement and counterparty as well as a description of the securities subject to repurchase. |
S&P 500® Ex-Health Care ETF
Schedule of Portfolio Investments
August 31, 2022 (Unaudited)
Investments | Shares | Value ($) | ||||||
COMMON STOCKS - 99.6% | ||||||||
Aerospace & Defense - 1.9% | ||||||||
Boeing Co. (The)* | 104 | 16,666 | ||||||
General Dynamics Corp. | 44 | 10,073 | ||||||
Howmet Aerospace, Inc. | 71 | 2,516 | ||||||
Huntington Ingalls Industries, Inc. | 7 | 1,612 | ||||||
L3Harris Technologies, Inc. | 37 | 8,443 | ||||||
Lockheed Martin Corp. | 45 | 18,905 | ||||||
Northrop Grumman Corp. | 27 | 12,906 | ||||||
Raytheon Technologies Corp. | 278 | 24,950 | ||||||
Textron, Inc. | 40 | 2,495 | ||||||
TransDigm Group, Inc. | 9 | 5,403 | ||||||
103,969 | ||||||||
Air Freight & Logistics - 0.8% | ||||||||
CH Robinson Worldwide, Inc. | 24 | 2,740 | ||||||
Expeditors International of Washington, Inc. | 32 | 3,293 | ||||||
FedEx Corp. | 45 | 9,486 | ||||||
United Parcel Service, Inc., Class B | 138 | 26,842 | ||||||
42,361 | ||||||||
Airlines - 0.2% | ||||||||
Alaska Air Group, Inc.* | 24 | 1,045 | ||||||
American Airlines Group, Inc.* | 123 | 1,598 | ||||||
Delta Air Lines, Inc.* | 119 | 3,697 | ||||||
Southwest Airlines Co.* | 111 | 4,074 | ||||||
United Airlines Holdings, Inc.* | 60 | 2,101 | ||||||
12,515 | ||||||||
Auto Components - 0.1% | ||||||||
Aptiv plc* | 51 | 4,765 | ||||||
BorgWarner, Inc. | 45 | 1,696 | ||||||
6,461 | ||||||||
Automobiles - 2.8% | ||||||||
Ford Motor Co. | 739 | 11,263 | ||||||
General Motors Co. | 273 | 10,431 | ||||||
Tesla, Inc.* | 474 | 130,639 | ||||||
152,333 | ||||||||
Banks - 4.3% | ||||||||
Bank of America Corp. | 1,324 | 44,500 | ||||||
Citigroup, Inc. | 363 | 17,718 | ||||||
Citizens Financial Group, Inc. | 91 | 3,338 | ||||||
Comerica, Inc. | 25 | 2,007 | ||||||
Fifth Third Bancorp | 130 | 4,440 | ||||||
First Republic Bank | 33 | 5,010 | ||||||
Huntington Bancshares, Inc. | 268 | 3,591 | ||||||
JPMorgan Chase & Co. | 548 | 62,324 | ||||||
KeyCorp | 176 | 3,113 | ||||||
M&T Bank Corp. | 33 | 5,999 | ||||||
PNC Financial Services Group, Inc. (The) | 78 | 12,324 | ||||||
Regions Financial Corp. | 176 | 3,814 | ||||||
Signature Bank | 10 | 1,744 | ||||||
SVB Financial Group* | 10 | 4,065 | ||||||
Truist Financial Corp. | 249 | 11,663 | ||||||
US Bancorp | 254 | 11,585 | ||||||
Wells Fargo & Co. | 709 | 30,990 | ||||||
Zions Bancorp NA | 28 | 1,541 | ||||||
229,766 | ||||||||
Beverages - 2.1% | ||||||||
Brown-Forman Corp., Class B | 34 | 2,472 | ||||||
Coca-Cola Co. (The) | 730 | 45,048 | ||||||
Constellation Brands, Inc., Class A | 31 | 7,627 | ||||||
Keurig Dr Pepper, Inc. | 138 | 5,261 | ||||||
Molson Coors Beverage Co., Class B | 34 | 1,757 | ||||||
Monster Beverage Corp.* | 71 | 6,307 | ||||||
PepsiCo, Inc. | 259 | 44,618 | ||||||
113,090 | ||||||||
Building Products - 0.5% | ||||||||
A O Smith Corp. | 25 | 1,411 | ||||||
Allegion plc | 15 | 1,427 | ||||||
Carrier Global Corp. | 159 | 6,220 | ||||||
Fortune Brands Home & Security, Inc. | 25 | 1,536 | ||||||
Johnson Controls International plc | 130 | 7,038 | ||||||
Masco Corp. | 45 | 2,289 | ||||||
Trane Technologies plc | 44 | 6,779 | ||||||
26,700 | ||||||||
Capital Markets - 3.4% | ||||||||
Ameriprise Financial, Inc. | 20 | 5,360 | ||||||
Bank of New York Mellon Corp. (The) | 138 | 5,731 | ||||||
BlackRock, Inc. | 26 | 17,326 | ||||||
Cboe Global Markets, Inc. | 20 | 2,360 | ||||||
Charles Schwab Corp. (The) | 282 | 20,008 | ||||||
CME Group, Inc. | 66 | 12,910 | ||||||
FactSet Research Systems, Inc. | 7 | 3,033 | ||||||
Franklin Resources, Inc. | 52 | 1,356 | ||||||
Goldman Sachs Group, Inc. (The) | 64 | 21,291 | ||||||
Intercontinental Exchange, Inc. | 105 | 10,589 | ||||||
Invesco Ltd. | 64 | 1,054 | ||||||
MarketAxess Holdings, Inc. | 7 | 1,740 | ||||||
Moody's Corp. | 31 | 8,820 | ||||||
Morgan Stanley | 261 | 22,243 | ||||||
MSCI, Inc. | 14 | 6,289 | ||||||
Nasdaq, Inc. | 63 | 3,750 | ||||||
Northern Trust Corp. | 39 | 3,709 | ||||||
Raymond James Financial, Inc. | 37 | 3,862 | ||||||
S&P Global, Inc. | 66 | 23,244 | ||||||
State Street Corp. | 69 | 4,716 | ||||||
T. Rowe Price Group, Inc. | 43 | 5,160 | ||||||
184,551 | ||||||||
Chemicals - 2.1% | ||||||||
Air Products and Chemicals, Inc. | 41 | 10,350 | ||||||
Albemarle Corp. | 21 | 5,627 | ||||||
Celanese Corp. | 20 | 2,217 | ||||||
CF Industries Holdings, Inc. | 39 | 4,035 | ||||||
Corteva, Inc. | 136 | 8,355 | ||||||
Dow, Inc. | 136 | 6,936 | ||||||
DuPont de Nemours, Inc. | 96 | 5,341 | ||||||
Eastman Chemical Co. | 25 | 2,275 | ||||||
Ecolab, Inc. | 46 | 7,536 | ||||||
FMC Corp. | 24 | 2,594 | ||||||
International Flavors & Fragrances, Inc. | 47 | 5,193 | ||||||
Linde plc | 93 | 26,306 | ||||||
LyondellBasell Industries NV, Class A | 47 | 3,901 | ||||||
Mosaic Co. (The) | 67 | 3,609 | ||||||
PPG Industries, Inc. | 45 | 5,714 | ||||||
Sherwin-Williams Co. (The) | 45 | 10,445 | ||||||
110,434 | ||||||||
Commercial Services & Supplies - 0.6% | ||||||||
Cintas Corp. | 15 | 6,103 | ||||||
Copart, Inc.* | 40 | 4,786 |
S&P 500® Ex-Health Care ETF
Schedule of Portfolio Investments
August 31, 2022 (Unaudited)
Investments | Shares | Value ($) | ||||||
Republic Services, Inc. | 39 | 5,566 | ||||||
Rollins, Inc. | 41 | 1,384 | ||||||
Waste Management, Inc. | 71 | 12,001 | ||||||
29,840 | ||||||||
Communications Equipment - 0.9% | ||||||||
Arista Networks, Inc.* | 41 | 4,915 | ||||||
Cisco Systems, Inc. | 776 | 34,703 | ||||||
F5, Inc.* | 10 | 1,571 | ||||||
Juniper Networks, Inc. | 60 | 1,705 | ||||||
Motorola Solutions, Inc. | 32 | 7,789 | ||||||
50,683 | ||||||||
Construction & Engineering - 0.1% | ||||||||
Quanta Services, Inc. | 27 | 3,815 | ||||||
Construction Materials - 0.1% | ||||||||
Martin Marietta Materials, Inc. | 10 | 3,477 | ||||||
Vulcan Materials Co. | 25 | 4,162 | ||||||
7,639 | ||||||||
Consumer Finance - 0.6% | ||||||||
American Express Co. | 113 | 17,176 | ||||||
Capital One Financial Corp. | 73 | 7,725 | ||||||
Discover Financial Services | 52 | 5,225 | ||||||
Synchrony Financial | 93 | 3,046 | ||||||
33,172 | ||||||||
Containers & Packaging - 0.3% | ||||||||
Amcor plc | 280 | 3,363 | ||||||
Avery Dennison Corp. | 15 | 2,754 | ||||||
Ball Corp. | 59 | 3,293 | ||||||
International Paper Co. | 70 | 2,913 | ||||||
Packaging Corp. of America | 16 | 2,191 | ||||||
Sealed Air Corp. | 27 | 1,453 | ||||||
Westrock Co. | 47 | 1,908 | ||||||
17,875 | ||||||||
Distributors - 0.2% | ||||||||
Genuine Parts Co. | 26 | 4,056 | ||||||
LKQ Corp. | 48 | 2,555 | ||||||
Pool Corp. | 7 | 2,374 | ||||||
8,985 | ||||||||
Diversified Financial Services - 1.8% | ||||||||
Berkshire Hathaway, Inc., Class B* | 338 | 94,910 | ||||||
Diversified Telecommunication Services - 1.1% | ||||||||
AT&T, Inc. | 1,337 | 23,451 | ||||||
Lumen Technologies, Inc. | 175 | 1,743 | ||||||
Verizon Communications, Inc. | 784 | 32,779 | ||||||
57,973 | ||||||||
Electric Utilities - 2.3% | ||||||||
Alliant Energy Corp. | 46 | 2,808 | ||||||
American Electric Power Co., Inc. | 96 | 9,619 | ||||||
Constellation Energy Corp. | 60 | 4,895 | ||||||
Duke Energy Corp. | 145 | 15,502 | ||||||
Edison International | 71 | 4,812 | ||||||
Entergy Corp. | 38 | 4,381 | ||||||
Evergy, Inc. | 44 | 3,015 | ||||||
Eversource Energy | 65 | 5,830 | ||||||
Exelon Corp. | 184 | 8,080 | ||||||
FirstEnergy Corp. | 106 | 4,192 | ||||||
NextEra Energy, Inc. | 367 | 31,217 | ||||||
NRG Energy, Inc. | 45 | 1,858 | ||||||
Pinnacle West Capital Corp. | 21 | 1,582 | ||||||
PPL Corp. | 138 | 4,013 | ||||||
Southern Co. (The) | 197 | 15,183 | ||||||
Xcel Energy, Inc. | 102 | 7,574 | ||||||
124,561 | ||||||||
Electrical Equipment - 0.6% | ||||||||
AMETEK, Inc. | 44 | 5,287 | ||||||
Eaton Corp. plc | 74 | 10,111 | ||||||
Emerson Electric Co. | 111 | 9,073 | ||||||
Generac Holdings, Inc.* | 10 | 2,204 | ||||||
Rockwell Automation, Inc. | 21 | 4,976 | ||||||
31,651 | ||||||||
Electronic Equipment, Instruments & Components - 0.7% | ||||||||
Amphenol Corp., Class A | 111 | 8,162 | ||||||
CDW Corp. | 25 | 4,267 | ||||||
Corning, Inc. | 143 | 4,908 | ||||||
Keysight Technologies, Inc.* | 34 | 5,572 | ||||||
TE Connectivity Ltd. | 60 | 7,573 | ||||||
Teledyne Technologies, Inc.* | 8 | 2,947 | ||||||
Trimble, Inc.* | 46 | 2,909 | ||||||
Zebra Technologies Corp., Class A* | 9 | 2,715 | ||||||
39,053 | ||||||||
Energy Equipment & Services - 0.4% | ||||||||
Baker Hughes Co. | 176 | 4,446 | ||||||
Halliburton Co. | 170 | 5,122 | ||||||
Schlumberger NV | 265 | 10,110 | ||||||
19,678 | ||||||||
Entertainment - 1.6% | ||||||||
Activision Blizzard, Inc. | 145 | 11,381 | ||||||
Electronic Arts, Inc. | 52 | 6,597 | ||||||
Live Nation Entertainment, Inc.* | 26 | 2,349 | ||||||
Netflix, Inc.* | 83 | 18,556 | ||||||
Take-Two Interactive Software, Inc.* | 30 | 3,677 | ||||||
Walt Disney Co. (The)* | 340 | 38,107 | ||||||
Warner Bros Discovery, Inc.* | 413 | 5,468 | ||||||
86,135 | ||||||||
Equity Real Estate Investment Trusts (REITs) - 3.2% | ||||||||
Alexandria Real Estate Equities, Inc. | 27 | 4,142 | ||||||
American Tower Corp. | 86 | 21,848 | ||||||
AvalonBay Communities, Inc. | 26 | 5,224 | ||||||
Boston Properties, Inc. | 26 | 2,065 | ||||||
Camden Property Trust | 20 | 2,570 | ||||||
Crown Castle, Inc. | 80 | 13,666 | ||||||
Digital Realty Trust, Inc. | 53 | 6,552 | ||||||
Duke Realty Corp. | 72 | 4,237 | ||||||
Equinix, Inc. | 16 | 10,518 | ||||||
Equity Residential | 65 | 4,757 | ||||||
Essex Property Trust, Inc. | 10 | 2,651 | ||||||
Extra Space Storage, Inc. | 25 | 4,968 | ||||||
Federal Realty Investment Trust | 13 | 1,317 | ||||||
Healthpeak Properties, Inc. | 100 | 2,625 | ||||||
Host Hotels & Resorts, Inc. | 133 | 2,363 | ||||||
Iron Mountain, Inc. | 54 | 2,841 | ||||||
Kimco Realty Corp. | 116 | 2,445 | ||||||
Mid-America Apartment Communities, Inc. | 21 | 3,479 | ||||||
Prologis, Inc. | 139 | 17,307 | ||||||
Public Storage | 28 | 9,263 | ||||||
Realty Income Corp. | 112 | 7,647 | ||||||
Regency Centers Corp. | 28 | 1,704 | ||||||
SBA Communications Corp. | 20 | 6,505 | ||||||
Simon Property Group, Inc. | 60 | 6,119 | ||||||
UDR, Inc. | 57 | 2,558 |
S&P 500® Ex-Health Care ETF
Schedule of Portfolio Investments
August 31, 2022 (Unaudited)
Investments | Shares | Value ($) | ||||||
Ventas, Inc. | 74 | 3,542 | ||||||
VICI Properties, Inc. | 182 | 6,004 | ||||||
Vornado Realty Trust | 31 | 813 | ||||||
Welltower, Inc. | 86 | 6,592 | ||||||
Weyerhaeuser Co. | 139 | 4,748 | ||||||
171,070 | ||||||||
Food & Staples Retailing - 1.8% | ||||||||
Costco Wholesale Corp. | 83 | 43,334 | ||||||
Kroger Co. (The) | 123 | 5,897 | ||||||
Sysco Corp. | 97 | 7,975 | ||||||
Walgreens Boots Alliance, Inc. | 135 | 4,733 | ||||||
Walmart, Inc. | 262 | 34,728 | ||||||
96,667 | ||||||||
Food Products - 1.3% | ||||||||
Archer-Daniels-Midland Co. | 105 | 9,228 | ||||||
Campbell Soup Co. | 38 | 1,914 | ||||||
Conagra Brands, Inc. | 90 | 3,094 | ||||||
General Mills, Inc. | 112 | 8,602 | ||||||
Hershey Co. (The) | 27 | 6,066 | ||||||
Hormel Foods Corp. | 53 | 2,665 | ||||||
J M Smucker Co. (The) | 20 | 2,800 | ||||||
Kellogg Co. | 48 | 3,492 | ||||||
Kraft Heinz Co. (The) | 133 | 4,974 | ||||||
Lamb Weston Holdings, Inc. | 27 | 2,147 | ||||||
McCormick & Co., Inc. (Non-Voting) | 46 | 3,867 | ||||||
Mondelez International, Inc., Class A | 259 | 16,022 | ||||||
Tyson Foods, Inc., Class A | 54 | 4,071 | ||||||
68,942 | ||||||||
Gas Utilities - 0.0%(a) | ||||||||
Atmos Energy Corp. | 26 | 2,948 | ||||||
Hotels, Restaurants & Leisure - 2.1% | ||||||||
Booking Holdings, Inc.* | 7 | 13,131 | ||||||
Caesars Entertainment, Inc.* | 40 | 1,725 | ||||||
Carnival Corp.* | 182 | 1,722 | ||||||
Chipotle Mexican Grill, Inc.* | 4 | 6,387 | ||||||
Darden Restaurants, Inc. | 24 | 2,969 | ||||||
Domino's Pizza, Inc. | 7 | 2,603 | ||||||
Expedia Group, Inc.* | 28 | 2,874 | ||||||
Hilton Worldwide Holdings, Inc. | 52 | 6,623 | ||||||
Las Vegas Sands Corp.* | 64 | 2,408 | ||||||
Marriott International, Inc., Class A | 52 | 7,994 | ||||||
McDonald's Corp. | 139 | 35,067 | ||||||
MGM Resorts International | 66 | 2,154 | ||||||
Norwegian Cruise Line Holdings Ltd.*(b) | 78 | 1,020 | ||||||
Penn Entertainment, Inc.* | 31 | 968 | ||||||
Royal Caribbean Cruises Ltd.* | 41 | 1,675 | ||||||
Starbucks Corp. | 214 | 17,991 | ||||||
Wynn Resorts Ltd.* | 20 | 1,212 | ||||||
Yum! Brands, Inc. | 53 | 5,896 | ||||||
114,419 | ||||||||
Household Durables - 0.3% | ||||||||
DR Horton, Inc. | 59 | 4,198 | ||||||
Garmin Ltd. | 28 | 2,478 | ||||||
Lennar Corp., Class A | 47 | 3,640 | ||||||
Mohawk Industries, Inc.* | 9 | 993 | ||||||
Newell Brands, Inc. | 70 | 1,250 | ||||||
PulteGroup, Inc. | 45 | 1,830 | ||||||
Whirlpool Corp. | 9 | 1,409 | ||||||
15,798 | ||||||||
Household Products - 1.7% | ||||||||
Church & Dwight Co., Inc. | 45 | 3,767 | ||||||
Clorox Co. (The) | 24 | 3,464 | ||||||
Colgate-Palmolive Co. | 156 | 12,201 | ||||||
Kimberly-Clark Corp. | 64 | 8,161 | ||||||
Procter & Gamble Co. (The) | 449 | 61,935 | ||||||
89,528 | ||||||||
Independent Power and Renewable Electricity Producers - 0.1% | ||||||||
AES Corp. (The) | 124 | 3,156 | ||||||
Industrial Conglomerates - 1.0% | ||||||||
3M Co. | 106 | 13,181 | ||||||
General Electric Co. | 206 | 15,129 | ||||||
Honeywell International, Inc. | 129 | 24,426 | ||||||
52,736 | ||||||||
Insurance - 2.5% | ||||||||
Aflac, Inc. | 111 | 6,596 | ||||||
Allstate Corp. (The) | 52 | 6,266 | ||||||
American International Group, Inc. | 148 | 7,659 | ||||||
Aon plc, Class A | 39 | 10,891 | ||||||
Arthur J Gallagher & Co. | 39 | 7,081 | ||||||
Assurant, Inc. | 9 | 1,426 | ||||||
Brown & Brown, Inc. | 44 | 2,774 | ||||||
Chubb Ltd. | 79 | 14,935 | ||||||
Cincinnati Financial Corp. | 27 | 2,618 | ||||||
Everest Re Group Ltd. | 7 | 1,883 | ||||||
Globe Life, Inc. | 16 | 1,555 | ||||||
Hartford Financial Services Group, Inc. (The) | 61 | 3,923 | ||||||
Lincoln National Corp. | 31 | 1,428 | ||||||
Loews Corp. | 37 | 2,046 | ||||||
Marsh & McLennan Cos., Inc. | 93 | 15,007 | ||||||
MetLife, Inc. | 129 | 8,299 | ||||||
Principal Financial Group, Inc. | 45 | 3,364 | ||||||
Progressive Corp. (The) | 110 | 13,492 | ||||||
Prudential Financial, Inc. | 71 | 6,798 | ||||||
Travelers Cos., Inc. (The) | 45 | 7,274 | ||||||
W R Berkley Corp. | 39 | 2,527 | ||||||
Willis Towers Watson plc | 20 | 4,137 | ||||||
131,979 | ||||||||
Interactive Media & Services - 5.9% | ||||||||
Alphabet, Inc., Class A* | 1,140 | 123,371 | ||||||
Alphabet, Inc., Class C* | 1,040 | 113,516 | ||||||
Match Group, Inc.* | 54 | 3,052 | ||||||
Meta Platforms, Inc., Class A* | 430 | 70,060 | ||||||
Twitter, Inc.* | 144 | 5,580 | ||||||
315,579 | ||||||||
Internet & Direct Marketing Retail - 4.0% | ||||||||
Amazon.com, Inc.* | 1,635 | 207,269 | ||||||
eBay, Inc. | 104 | 4,589 | ||||||
Etsy, Inc.* | 24 | 2,535 | ||||||
214,393 | ||||||||
IT Services - 5.1% | ||||||||
Accenture plc, Class A | 118 | 34,038 | ||||||
Akamai Technologies, Inc.* | 31 | 2,799 | ||||||
Automatic Data Processing, Inc. | 78 | 19,064 | ||||||
Broadridge Financial Solutions, Inc. | 21 | 3,595 | ||||||
Cognizant Technology Solutions Corp., Class A | 97 | 6,127 | ||||||
DXC Technology Co.* | 46 | 1,140 | ||||||
EPAM Systems, Inc.* | 9 | 3,839 |
S&P 500® Ex-Health Care ETF
Schedule of Portfolio Investments
August 31, 2022 (Unaudited)
Investments | Shares | Value ($) | ||||||
Fidelity National Information Services, Inc. | 116 | 10,599 | ||||||
Fiserv, Inc.* | 110 | 11,131 | ||||||
FleetCor Technologies, Inc.* | 14 | 2,975 | ||||||
Gartner, Inc.* | 14 | 3,994 | ||||||
Global Payments, Inc. | 52 | 6,460 | ||||||
International Business Machines Corp. | 169 | 21,708 | ||||||
Jack Henry & Associates, Inc. | 13 | 2,499 | ||||||
Mastercard, Inc., Class A | 162 | 52,548 | ||||||
Paychex, Inc. | 60 | 7,400 | ||||||
PayPal Holdings, Inc.* | 216 | 20,183 | ||||||
VeriSign, Inc.* | 16 | 2,916 | ||||||
Visa, Inc., Class A | 307 | 61,004 | ||||||
274,019 | ||||||||
Leisure Products - 0.0%(a) | ||||||||
Hasbro, Inc. | 25 | 1,971 | ||||||
Machinery - 1.8% | ||||||||
Caterpillar, Inc. | 99 | 18,286 | ||||||
Cummins, Inc. | 26 | 5,600 | ||||||
Deere & Co. | 52 | 18,993 | ||||||
Dover Corp. | 27 | 3,374 | ||||||
Fortive Corp. | 66 | 4,180 | ||||||
IDEX Corp. | 14 | 2,817 | ||||||
Illinois Tool Works, Inc. | 53 | 10,326 | ||||||
Ingersoll Rand, Inc. | 77 | 3,647 | ||||||
Nordson Corp. | 9 | 2,045 | ||||||
Otis Worldwide Corp. | 79 | 5,705 | ||||||
PACCAR, Inc. | 65 | 5,688 | ||||||
Parker-Hannifin Corp. | 25 | 6,625 | ||||||
Pentair plc | 31 | 1,380 | ||||||
Snap-on, Inc. | 9 | 1,961 | ||||||
Stanley Black & Decker, Inc. | 28 | 2,467 | ||||||
Westinghouse Air Brake Technologies Corp. | 34 | 2,980 | ||||||
Xylem, Inc. | 33 | 3,006 | ||||||
99,080 | ||||||||
Media - 1.0% | ||||||||
Charter Communications, Inc., Class A* | 21 | 8,665 | ||||||
Comcast Corp., Class A | 835 | 30,219 | ||||||
DISH Network Corp., Class A*(b) | 46 | 798 | ||||||
Fox Corp., Class A | 58 | 1,983 | ||||||
Fox Corp., Class B | 27 | 854 | ||||||
Interpublic Group of Cos., Inc. (The) | 73 | 2,018 | ||||||
News Corp., Class A | 72 | 1,218 | ||||||
News Corp., Class B | 22 | 379 | ||||||
Omnicom Group, Inc. | 39 | 2,609 | ||||||
Paramount Global, Class B | 113 | 2,643 | ||||||
51,386 | ||||||||
Metals & Mining - 0.4% | ||||||||
Freeport-McMoRan, Inc. | 271 | 8,021 | ||||||
Newmont Corp. | 149 | 6,163 | ||||||
Nucor Corp. | 50 | 6,647 | ||||||
20,831 | ||||||||
Multiline Retail - 0.6% | ||||||||
Dollar General Corp. | 44 | 10,447 | ||||||
Dollar Tree, Inc.* | 41 | 5,563 | ||||||
Target Corp. | 86 | 13,789 | ||||||
29,799 | ||||||||
Multi-Utilities - 1.1% | ||||||||
Ameren Corp. | 47 | 4,353 | ||||||
CenterPoint Energy, Inc. | 117 | 3,689 | ||||||
CMS Energy Corp. | 54 | 3,647 | ||||||
Consolidated Edison, Inc. | 66 | 6,451 | ||||||
Dominion Energy, Inc. | 151 | 12,352 | ||||||
DTE Energy Co. | 37 | 4,823 | ||||||
NiSource, Inc. | 76 | 2,243 | ||||||
Public Service Enterprise Group, Inc. | 93 | 5,985 | ||||||
Sempra Energy | 59 | 9,733 | ||||||
WEC Energy Group, Inc. | 59 | 6,085 | ||||||
59,361 | ||||||||
Oil, Gas & Consumable Fuels - 5.1% | ||||||||
APA Corp. | 64 | 2,503 | ||||||
Chevron Corp. | 366 | 57,850 | ||||||
ConocoPhillips | 241 | 26,377 | ||||||
Coterra Energy, Inc.(b) | 151 | 4,667 | ||||||
Devon Energy Corp. | 115 | 8,121 | ||||||
Diamondback Energy, Inc. | 32 | 4,265 | ||||||
EOG Resources, Inc. | 110 | 13,343 | ||||||
Exxon Mobil Corp. | 788 | 75,325 | ||||||
Hess Corp. | 52 | 6,281 | ||||||
Kinder Morgan, Inc. | 365 | 6,687 | ||||||
Marathon Oil Corp. | 133 | 3,404 | ||||||
Marathon Petroleum Corp. | 103 | 10,377 | ||||||
Occidental Petroleum Corp. | 167 | 11,857 | ||||||
ONEOK, Inc. | 84 | 5,143 | ||||||
Phillips 66 | 91 | 8,141 | ||||||
Pioneer Natural Resources Co. | 41 | 10,382 | ||||||
Valero Energy Corp. | 77 | 9,018 | ||||||
Williams Cos., Inc. (The) | 228 | 7,759 | ||||||
271,500 | ||||||||
Personal Products - 0.2% | ||||||||
Estee Lauder Cos., Inc. (The), Class A | 44 | 11,193 | ||||||
Professional Services - 0.4% | ||||||||
Equifax, Inc. | 24 | 4,530 | ||||||
Jacobs Solutions, Inc. | 25 | 3,115 | ||||||
Leidos Holdings, Inc. | 26 | 2,471 | ||||||
Nielsen Holdings plc | 67 | 1,865 | ||||||
Robert Half International, Inc. | 20 | 1,539 | ||||||
Verisk Analytics, Inc. | 30 | 5,615 | ||||||
19,135 | ||||||||
Real Estate Management & Development - 0.1% | ||||||||
CBRE Group, Inc., Class A* | 61 | 4,817 | ||||||
Road & Rail - 1.1% | ||||||||
CSX Corp. | 406 | 12,850 | ||||||
JB Hunt Transport Services, Inc. | 15 | 2,610 | ||||||
Norfolk Southern Corp. | 45 | 10,941 | ||||||
Old Dominion Freight Line, Inc. | 16 | 4,342 | ||||||
Union Pacific Corp. | 117 | 26,268 | ||||||
57,011 | ||||||||
Semiconductors & Semiconductor Equipment - 6.0% | ||||||||
Advanced Micro Devices, Inc.* | 302 | 25,631 | ||||||
Analog Devices, Inc. | 98 | 14,850 | ||||||
Applied Materials, Inc. | 164 | 15,427 | ||||||
Broadcom, Inc. | 77 | 38,431 | ||||||
Enphase Energy, Inc.* | 25 | 7,161 | ||||||
Intel Corp. | 764 | 24,387 | ||||||
KLA Corp. | 27 | 9,292 |
S&P 500® Ex-Health Care ETF
Schedule of Portfolio Investments
August 31, 2022 (Unaudited)
Investments | Shares | Value ($) | ||||||
Lam Research Corp. | 26 | 11,386 | ||||||
Microchip Technology, Inc. | 104 | 6,786 | ||||||
Micron Technology, Inc. | 208 | 11,758 | ||||||
Monolithic Power Systems, Inc. | 8 | 3,625 | ||||||
NVIDIA Corp. | 469 | 70,791 | ||||||
NXP Semiconductors NV | 50 | 8,229 | ||||||
ON Semiconductor Corp.* | 80 | 5,502 | ||||||
Qorvo, Inc.* | 20 | 1,796 | ||||||
QUALCOMM, Inc. | 209 | 27,644 | ||||||
Skyworks Solutions, Inc. | 31 | 3,055 | ||||||
SolarEdge Technologies, Inc.* | 9 | 2,484 | ||||||
Teradyne, Inc. | 31 | 2,624 | ||||||
Texas Instruments, Inc. | 172 | 28,416 | ||||||
319,275 | ||||||||
Software - 10.2% | ||||||||
Adobe, Inc.* | 89 | 33,236 | ||||||
ANSYS, Inc.* | 15 | 3,724 | ||||||
Autodesk, Inc.* | 40 | 8,070 | ||||||
Cadence Design Systems, Inc.* | 52 | 9,036 | ||||||
Ceridian HCM Holding, Inc.* | 26 | 1,551 | ||||||
Citrix Systems, Inc. | 24 | 2,466 | ||||||
Fortinet, Inc.* | 124 | 6,037 | ||||||
Intuit, Inc. | 53 | 22,884 | ||||||
Microsoft Corp. | 1,397 | 365,274 | ||||||
NortonLifeLock, Inc. | 109 | 2,462 | ||||||
Oracle Corp. | 294 | 21,800 | ||||||
Paycom Software, Inc.* | 8 | 2,810 | ||||||
PTC, Inc.* | 20 | 2,298 | ||||||
Roper Technologies, Inc. | 20 | 8,052 | ||||||
Salesforce, Inc.* | 185 | 28,882 | ||||||
ServiceNow, Inc.* | 38 | 16,515 | ||||||
Synopsys, Inc.* | 28 | 9,689 | ||||||
Tyler Technologies, Inc.* | 7 | 2,601 | ||||||
547,387 | ||||||||
Specialty Retail - 2.4% | ||||||||
Advance Auto Parts, Inc. | 10 | 1,686 | ||||||
AutoZone, Inc.* | 3 | 6,358 | ||||||
Bath & Body Works, Inc. | 45 | 1,680 | ||||||
Best Buy Co., Inc. | 38 | 2,686 | ||||||
CarMax, Inc.* | 31 | 2,742 | ||||||
Home Depot, Inc. (The) | 194 | 55,953 | ||||||
Lowe's Cos., Inc. | 123 | 23,879 | ||||||
O'Reilly Automotive, Inc.* | 11 | 7,668 | ||||||
Ross Stores, Inc. | 66 | 5,694 | ||||||
TJX Cos., Inc. (The) | 220 | 13,717 | ||||||
Tractor Supply Co. | 20 | 3,703 | ||||||
Ulta Beauty, Inc.* | 9 | 3,779 | ||||||
129,545 | ||||||||
Technology Hardware, Storage & Peripherals - 8.7% | ||||||||
Apple, Inc. | 2,874 | 451,850 | ||||||
Hewlett Packard Enterprise Co. | 242 | 3,291 | ||||||
HP, Inc. | 196 | 5,627 | ||||||
NetApp, Inc. | 41 | 2,957 | ||||||
Seagate Technology Holdings plc(b) | 38 | 2,545 | ||||||
Western Digital Corp.* | 59 | 2,494 | ||||||
468,764 | ||||||||
Textiles, Apparel & Luxury Goods - 0.6% | ||||||||
NIKE, Inc., Class B | 236 | 25,122 | ||||||
PVH Corp. | 11 | 619 | ||||||
Ralph Lauren Corp. | 8 | 731 | ||||||
Tapestry, Inc. | 47 | 1,632 | ||||||
VF Corp. | 60 | 2,487 | ||||||
30,591 | ||||||||
Tobacco - 0.8% | ||||||||
Altria Group, Inc. | 338 | 15,250 | ||||||
Philip Morris International, Inc. | 289 | 27,597 | ||||||
42,847 | ||||||||
Trading Companies & Distributors - 0.2% | ||||||||
Fastenal Co. | 108 | 5,436 | ||||||
United Rentals, Inc.* | 13 | 3,796 | ||||||
WW Grainger, Inc. | 8 | 4,440 | ||||||
13,672 | ||||||||
Water Utilities - 0.1% | ||||||||
American Water Works Co., Inc. | 34 | 5,047 | ||||||
Wireless Telecommunication Services - 0.3% | ||||||||
T-Mobile US, Inc.* | 110 | 15,836 | ||||||
TOTAL COMMON
STOCKS (Cost $5,503,790) | 5,338,432 | |||||||
SECURITIES LENDING REINVESTMENTS(c) - 0.0%(a) | ||||||||
INVESTMENT COMPANIES - 0.0%(a) | ||||||||
BlackRock Liquidity FedFund, Institutional Class | ||||||||
2.02% (Cost $96) | 96 | 96 |
Investments | Principal Amount ($) | Value ($) | ||||||
SHORT-TERM INVESTMENTS - 0.2% | ||||||||
REPURCHASE AGREEMENTS(d) - 0.2% | ||||||||
Repurchase Agreements with various counterparties, rates 1.90% - 2.25%, dated 8/31/2022, due 9/1/2022, total to be received $10,741 | ||||||||
(Cost $10,741) | 10,741 | 10,741 | ||||||
Total Investments - 99.8% (Cost $5,514,627) | 5,349,269 | |||||||
Other assets less liabilities - 0.2% | 8,259 | |||||||
Net Assets - 100.0% | 5,357,528 |
S&P 500® Ex-Health Care ETF
Schedule of Portfolio Investments
August 31, 2022 (Unaudited)
* | Non-income producing security. |
(a) | Represents less than 0.05% of net assets. |
(b) | The security or a portion of this security is on loan at August 31, 2022. The total value of securities on loan at August 31, 2022 was $7,091, collateralized in the form of cash with a value of $96 that was reinvested in the securities shown in the Securities Lending Reinvestment section of the Schedule of Investments and $7,232 of collateral in the form of U.S. Government Treasury Securities, interest rates ranging from 0.13% – 4.63%, and maturity dates ranging from January 15, 2023 – May 15, 2051. The total value of collateral is $7,328. |
(c) | The security was purchased with cash collateral held from securities on loan at August 31, 2022. The total value of securities purchased was $96. |
(d) | The Fund invests in Repurchase Agreements jointly with other funds in the Trust. See "Repurchase Agreements" in the Notes to Schedules of Portfolio Investments to view the details of each individual agreement and counterparty as well as a description of the securities subject to repurchase. |
S&P 500® Ex-Technology ETF
Schedule of Portfolio Investments
August 31, 2022 (Unaudited)
Investments | Shares | Value ($) | ||||||
COMMON STOCKS - 99.6% | ||||||||
Aerospace & Defense - 2.3% | ||||||||
Boeing Co. (The)* | 188 | 30,127 | ||||||
General Dynamics Corp. | 78 | 17,856 | ||||||
Howmet Aerospace, Inc. | 127 | 4,500 | ||||||
Huntington Ingalls Industries, Inc. | 14 | 3,224 | ||||||
L3Harris Technologies, Inc. | 65 | 14,832 | ||||||
Lockheed Martin Corp. | 80 | 33,609 | ||||||
Northrop Grumman Corp. | 49 | 23,421 | ||||||
Raytheon Technologies Corp. | 504 | 45,234 | ||||||
Textron, Inc. | 73 | 4,554 | ||||||
TransDigm Group, Inc. | 18 | 10,807 | ||||||
188,164 | ||||||||
Air Freight & Logistics - 0.9% | ||||||||
CH Robinson Worldwide, Inc. | 43 | 4,908 | ||||||
Expeditors International of Washington, Inc. | 57 | 5,865 | ||||||
FedEx Corp. | 81 | 17,076 | ||||||
United Parcel Service, Inc., Class B | 249 | 48,433 | ||||||
76,282 | ||||||||
Airlines - 0.3% | ||||||||
Alaska Air Group, Inc.* | 43 | 1,873 | ||||||
American Airlines Group, Inc.* | 220 | 2,858 | ||||||
Delta Air Lines, Inc.* | 217 | 6,742 | ||||||
Southwest Airlines Co.* | 201 | 7,377 | ||||||
United Airlines Holdings, Inc.* | 111 | 3,886 | ||||||
22,736 | ||||||||
Auto Components - 0.1% | ||||||||
Aptiv plc* | 92 | 8,595 | ||||||
BorgWarner, Inc. | 81 | 3,054 | ||||||
11,649 | ||||||||
Automobiles - 3.3% | ||||||||
Ford Motor Co. | 1,337 | 20,376 | ||||||
General Motors Co. | 494 | 18,876 | ||||||
Tesla, Inc.* | 852 | 234,819 | ||||||
274,071 | ||||||||
Banks - 5.1% | ||||||||
Bank of America Corp. | 2,401 | 80,698 | ||||||
Citigroup, Inc. | 658 | 32,117 | ||||||
Citizens Financial Group, Inc. | 166 | 6,089 | ||||||
Comerica, Inc. | 44 | 3,533 | ||||||
Fifth Third Bancorp | 232 | 7,923 | ||||||
First Republic Bank | 61 | 9,262 | ||||||
Huntington Bancshares, Inc. | 487 | 6,526 | ||||||
JPMorgan Chase & Co. | 994 | 113,048 | ||||||
KeyCorp | 316 | 5,590 | ||||||
M&T Bank Corp. | 61 | 11,089 | ||||||
PNC Financial Services Group, Inc. (The) | 140 | 22,120 | ||||||
Regions Financial Corp. | 316 | 6,848 | ||||||
Signature Bank | 21 | 3,661 | ||||||
SVB Financial Group* | 20 | 8,130 | ||||||
Truist Financial Corp. | 451 | 21,125 | ||||||
US Bancorp | 458 | 20,889 | ||||||
Wells Fargo & Co. | 1,283 | 56,080 | ||||||
Zions Bancorp NA | 51 | 2,806 | ||||||
417,534 | ||||||||
Beverages - 2.5% | ||||||||
Brown-Forman Corp., Class B | 62 | 4,507 | ||||||
Coca-Cola Co. (The) | 1,321 | 81,519 | ||||||
Constellation Brands, Inc., Class A | 55 | 13,533 | ||||||
Keurig Dr Pepper, Inc. | 250 | 9,530 | ||||||
Molson Coors Beverage Co., Class B | 64 | 3,307 | ||||||
Monster Beverage Corp.* | 127 | 11,282 | ||||||
PepsiCo, Inc. | 468 | 80,622 | ||||||
204,300 | ||||||||
Biotechnology - 2.8% | ||||||||
AbbVie, Inc. | 598 | 80,407 | ||||||
Amgen, Inc. | 181 | 43,494 | ||||||
Biogen, Inc.* | 50 | 9,769 | ||||||
Gilead Sciences, Inc. | 425 | 26,975 | ||||||
Incyte Corp.* | 64 | 4,508 | ||||||
Moderna, Inc.* | 117 | 15,476 | ||||||
Regeneron Pharmaceuticals, Inc.* | 37 | 21,499 | ||||||
Vertex Pharmaceuticals, Inc.* | 87 | 24,513 | ||||||
226,641 | ||||||||
Building Products - 0.6% | ||||||||
A O Smith Corp. | 44 | 2,484 | ||||||
Allegion plc | 30 | 2,853 | ||||||
Carrier Global Corp. | 287 | 11,227 | ||||||
Fortune Brands Home & Security, Inc. | 44 | 2,703 | ||||||
Johnson Controls International plc | 236 | 12,777 | ||||||
Masco Corp. | 80 | 4,070 | ||||||
Trane Technologies plc | 79 | 12,171 | ||||||
48,285 | ||||||||
Capital Markets - 4.1% | ||||||||
Ameriprise Financial, Inc. | 37 | 9,916 | ||||||
Bank of New York Mellon Corp. (The) | 252 | 10,466 | ||||||
BlackRock, Inc. | 48 | 31,987 | ||||||
Cboe Global Markets, Inc. | 36 | 4,247 | ||||||
Charles Schwab Corp. (The) | 511 | 36,255 | ||||||
CME Group, Inc. | 122 | 23,864 | ||||||
FactSet Research Systems, Inc. | 13 | 5,633 | ||||||
Franklin Resources, Inc. | 95 | 2,477 | ||||||
Goldman Sachs Group, Inc. (The) | 116 | 38,590 | ||||||
Intercontinental Exchange, Inc. | 189 | 19,061 | ||||||
Invesco Ltd. | 114 | 1,878 | ||||||
MarketAxess Holdings, Inc. | 13 | 3,232 | ||||||
Moody's Corp. | 54 | 15,364 | ||||||
Morgan Stanley | 474 | 40,394 | ||||||
MSCI, Inc. | 27 | 12,130 | ||||||
Nasdaq, Inc. | 117 | 6,965 | ||||||
Northern Trust Corp. | 71 | 6,751 | ||||||
Raymond James Financial, Inc. | 66 | 6,888 | ||||||
S&P Global, Inc. | 118 | 41,557 | ||||||
State Street Corp. | 124 | 8,475 | ||||||
T. Rowe Price Group, Inc. | 77 | 9,240 | ||||||
335,370 | ||||||||
Chemicals - 2.4% | ||||||||
Air Products and Chemicals, Inc. | 75 | 18,934 | ||||||
Albemarle Corp. | 40 | 10,718 | ||||||
Celanese Corp. | 37 | 4,102 | ||||||
CF Industries Holdings, Inc. | 71 | 7,346 | ||||||
Corteva, Inc. | 245 | 15,050 | ||||||
Dow, Inc. | 247 | 12,597 | ||||||
DuPont de Nemours, Inc. | 172 | 9,570 | ||||||
Eastman Chemical Co. | 44 | 4,004 | ||||||
Ecolab, Inc. | 84 | 13,762 | ||||||
FMC Corp. | 43 | 4,648 | ||||||
International Flavors & Fragrances, Inc. | 86 | 9,501 |
S&P 500® Ex-Technology ETF
Schedule of Portfolio Investments
August 31, 2022 (Unaudited)
Investments | Shares | Value ($) | ||||||
Linde plc | 170 | 48,086 | ||||||
LyondellBasell Industries NV, Class A | 88 | 7,304 | ||||||
Mosaic Co. (The) | 123 | 6,626 | ||||||
PPG Industries, Inc. | 80 | 10,158 | ||||||
Sherwin-Williams Co. (The) | 81 | 18,800 | ||||||
201,206 | ||||||||
Commercial Services & Supplies - 0.7% | ||||||||
Cintas Corp. | 29 | 11,798 | ||||||
Copart, Inc.* | 72 | 8,615 | ||||||
Republic Services, Inc. | 71 | 10,133 | ||||||
Rollins, Inc. | 77 | 2,600 | ||||||
Waste Management, Inc. | 129 | 21,805 | ||||||
54,951 | ||||||||
Construction & Engineering - 0.1% | ||||||||
Quanta Services, Inc. | 49 | 6,924 | ||||||
Construction Materials - 0.2% | ||||||||
Martin Marietta Materials, Inc. | 21 | 7,302 | ||||||
Vulcan Materials Co. | 45 | 7,492 | ||||||
14,794 | ||||||||
Consumer Finance - 0.7% | ||||||||
American Express Co. | 207 | 31,464 | ||||||
Capital One Financial Corp. | 133 | 14,074 | ||||||
Discover Financial Services | 95 | 9,547 | ||||||
Synchrony Financial | 170 | 5,567 | ||||||
60,652 | ||||||||
Containers & Packaging - 0.4% | ||||||||
Amcor plc | 509 | 6,113 | ||||||
Avery Dennison Corp. | 28 | 5,141 | ||||||
Ball Corp. | 108 | 6,027 | ||||||
International Paper Co. | 125 | 5,203 | ||||||
Packaging Corp. of America | 32 | 4,381 | ||||||
Sealed Air Corp. | 49 | 2,637 | ||||||
Westrock Co. | 86 | 3,491 | ||||||
32,993 | ||||||||
Distributors - 0.2% | ||||||||
Genuine Parts Co. | 48 | 7,489 | ||||||
LKQ Corp. | 88 | 4,683 | ||||||
Pool Corp. | 14 | 4,749 | ||||||
16,921 | ||||||||
Diversified Financial Services - 2.1% | ||||||||
Berkshire Hathaway, Inc., Class B* | 613 | 172,130 | ||||||
Diversified Telecommunication Services - 1.3% | ||||||||
AT&T, Inc. | 2,424 | 42,517 | ||||||
Lumen Technologies, Inc. | 315 | 3,137 | ||||||
Verizon Communications, Inc. | 1,422 | 59,454 | ||||||
105,108 | ||||||||
Electric Utilities - 2.7% | ||||||||
Alliant Energy Corp. | 85 | 5,188 | ||||||
American Electric Power Co., Inc. | 174 | 17,435 | ||||||
Constellation Energy Corp. | 111 | 9,057 | ||||||
Duke Energy Corp. | 261 | 27,904 | ||||||
Edison International | 129 | 8,742 | ||||||
Entergy Corp. | 69 | 7,956 | ||||||
Evergy, Inc. | 78 | 5,345 | ||||||
Eversource Energy | 117 | 10,494 | ||||||
Exelon Corp. | 332 | 14,578 | ||||||
FirstEnergy Corp. | 193 | 7,633 | ||||||
NextEra Energy, Inc. | 665 | 56,565 | ||||||
NRG Energy, Inc. | 80 | 3,302 | ||||||
Pinnacle West Capital Corp. | 38 | 2,863 | ||||||
PPL Corp. | 249 | 7,241 | ||||||
Southern Co. (The) | 360 | 27,745 | ||||||
Xcel Energy, Inc. | 184 | 13,662 | ||||||
225,710 | ||||||||
Electrical Equipment - 0.7% | ||||||||
AMETEK, Inc. | 78 | 9,372 | ||||||
Eaton Corp. plc | 135 | 18,446 | ||||||
Emerson Electric Co. | 201 | 16,430 | ||||||
Generac Holdings, Inc.* | 22 | 4,849 | ||||||
Rockwell Automation, Inc. | 39 | 9,241 | ||||||
58,338 | ||||||||
Energy Equipment & Services - 0.4% | ||||||||
Baker Hughes Co. | 317 | 8,007 | ||||||
Halliburton Co. | 305 | 9,190 | ||||||
Schlumberger NV | 479 | 18,274 | ||||||
35,471 | ||||||||
Entertainment - 1.9% | ||||||||
Activision Blizzard, Inc. | 265 | 20,800 | ||||||
Electronic Arts, Inc. | 95 | 12,053 | ||||||
Live Nation Entertainment, Inc.* | 46 | 4,157 | ||||||
Netflix, Inc.* | 150 | 33,534 | ||||||
Take-Two Interactive Software, Inc.* | 54 | 6,618 | ||||||
Walt Disney Co. (The)* | 617 | 69,153 | ||||||
Warner Bros Discovery, Inc.* | 748 | 9,903 | ||||||
156,218 | ||||||||
Equity Real Estate Investment Trusts (REITs) - 3.8% | ||||||||
Alexandria Real Estate Equities, Inc. | 50 | 7,670 | ||||||
American Tower Corp. | 157 | 39,886 | ||||||
AvalonBay Communities, Inc. | 47 | 9,443 | ||||||
Boston Properties, Inc. | 48 | 3,813 | ||||||
Camden Property Trust | 36 | 4,626 | ||||||
Crown Castle, Inc. | 147 | 25,112 | ||||||
Digital Realty Trust, Inc. | 96 | 11,868 | ||||||
Duke Realty Corp. | 130 | 7,651 | ||||||
Equinix, Inc. | 31 | 20,378 | ||||||
Equity Residential | 116 | 8,489 | ||||||
Essex Property Trust, Inc. | 22 | 5,831 | ||||||
Extra Space Storage, Inc. | 45 | 8,943 | ||||||
Federal Realty Investment Trust | 24 | 2,430 | ||||||
Healthpeak Properties, Inc. | 183 | 4,804 | ||||||
Host Hotels & Resorts, Inc. | 242 | 4,300 | ||||||
Iron Mountain, Inc. | 98 | 5,156 | ||||||
Kimco Realty Corp. | 209 | 4,406 | ||||||
Mid-America Apartment Communities, Inc. | 39 | 6,461 | ||||||
Prologis, Inc. | 251 | 31,252 | ||||||
Public Storage | 52 | 17,203 | ||||||
Realty Income Corp. | 204 | 13,929 | ||||||
Regency Centers Corp. | 53 | 3,225 | ||||||
SBA Communications Corp. | 37 | 12,034 | ||||||
Simon Property Group, Inc. | 111 | 11,320 | ||||||
UDR, Inc. | 101 | 4,532 | ||||||
Ventas, Inc. | 135 | 6,461 | ||||||
VICI Properties, Inc. | 326 | 10,755 | ||||||
Vornado Realty Trust | 54 | 1,416 | ||||||
Welltower, Inc. | 154 | 11,804 | ||||||
Weyerhaeuser Co. | 252 | 8,608 | ||||||
313,806 | ||||||||
Food & Staples Retailing - 2.1% | ||||||||
Costco Wholesale Corp. | 150 | 78,315 | ||||||
Kroger Co. (The) | 222 | 10,643 |
S&P 500® Ex-Technology ETF
Schedule of Portfolio Investments
August 31, 2022 (Unaudited)
Investments | Shares | Value ($) | ||||||
Sysco Corp. | 173 | 14,224 | ||||||
Walgreens Boots Alliance, Inc. | 243 | 8,520 | ||||||
Walmart, Inc. | 475 | 62,961 | ||||||
174,663 | ||||||||
Food Products - 1.5% | ||||||||
Archer-Daniels-Midland Co. | 191 | 16,787 | ||||||
Campbell Soup Co. | 68 | 3,426 | ||||||
Conagra Brands, Inc. | 162 | 5,569 | ||||||
General Mills, Inc. | 204 | 15,667 | ||||||
Hershey Co. (The) | 49 | 11,009 | ||||||
Hormel Foods Corp. | 96 | 4,827 | ||||||
J M Smucker Co. (The) | 37 | 5,180 | ||||||
Kellogg Co. | 86 | 6,256 | ||||||
Kraft Heinz Co. (The) | 240 | 8,976 | ||||||
Lamb Weston Holdings, Inc. | 49 | 3,897 | ||||||
McCormick & Co., Inc. (Non-Voting) | 85 | 7,146 | ||||||
Mondelez International, Inc., Class A | 469 | 29,012 | ||||||
Tyson Foods, Inc., Class A | 99 | 7,462 | ||||||
125,214 | ||||||||
Gas Utilities - 0.1% | ||||||||
Atmos Energy Corp. | 47 | 5,329 | ||||||
Health Care Equipment & Supplies - 3.6% | ||||||||
Abbott Laboratories | 593 | 60,871 | ||||||
ABIOMED, Inc.* | 15 | 3,889 | ||||||
Align Technology, Inc.* | 25 | 6,093 | ||||||
Baxter International, Inc. | 170 | 9,768 | ||||||
Becton Dickinson and Co. | 97 | 24,485 | ||||||
Boston Scientific Corp.* | 484 | 19,510 | ||||||
Cooper Cos., Inc. (The) | 17 | 4,887 | ||||||
DENTSPLY SIRONA, Inc. | 73 | 2,392 | ||||||
Dexcom, Inc.* | 133 | 10,934 | ||||||
Edwards Lifesciences Corp.* | 211 | 19,011 | ||||||
Hologic, Inc.* | 84 | 5,675 | ||||||
IDEXX Laboratories, Inc.* | 28 | 9,733 | ||||||
Intuitive Surgical, Inc.* | 122 | 25,100 | ||||||
Medtronic plc | 454 | 39,916 | ||||||
ResMed, Inc. | 50 | 10,996 | ||||||
STERIS plc | 34 | 6,847 | ||||||
Stryker Corp. | 114 | 23,393 | ||||||
Teleflex, Inc. | 16 | 3,620 | ||||||
Zimmer Biomet Holdings, Inc. | 71 | 7,549 | ||||||
294,669 | ||||||||
Health Care Providers & Services - 4.7% | ||||||||
AmerisourceBergen Corp. | 51 | 7,475 | ||||||
Cardinal Health, Inc. | 92 | 6,506 | ||||||
Centene Corp.* | 198 | 17,769 | ||||||
Cigna Corp. | 107 | 30,329 | ||||||
CVS Health Corp. | 444 | 43,579 | ||||||
DaVita, Inc.* | 20 | 1,706 | ||||||
Elevance Health, Inc. | 82 | 39,779 | ||||||
HCA Healthcare, Inc. | 77 | 15,236 | ||||||
Henry Schein, Inc.* | 47 | 3,450 | ||||||
Humana, Inc. | 43 | 20,717 | ||||||
Laboratory Corp. of America Holdings | 31 | 6,983 | ||||||
McKesson Corp. | 49 | 17,983 | ||||||
Molina Healthcare, Inc.* | 20 | 6,747 | ||||||
Quest Diagnostics, Inc. | 40 | 5,012 | ||||||
UnitedHealth Group, Inc. | 318 | 165,147 | ||||||
Universal Health Services, Inc., Class B | 23 | 2,250 | ||||||
390,668 | ||||||||
Hotels, Restaurants & Leisure - 2.6% | ||||||||
Booking Holdings, Inc.* | 14 | 26,261 | ||||||
Caesars Entertainment, Inc.* | 73 | 3,148 | ||||||
Carnival Corp.* | 330 | 3,122 | ||||||
Chipotle Mexican Grill, Inc.* | 9 | 14,371 | ||||||
Darden Restaurants, Inc. | 42 | 5,196 | ||||||
Domino's Pizza, Inc. | 12 | 4,462 | ||||||
Expedia Group, Inc.* | 51 | 5,235 | ||||||
Hilton Worldwide Holdings, Inc. | 94 | 11,972 | ||||||
Las Vegas Sands Corp.* | 116 | 4,365 | ||||||
Marriott International, Inc., Class A | 93 | 14,298 | ||||||
McDonald's Corp. | 250 | 63,070 | ||||||
MGM Resorts International | 120 | 3,917 | ||||||
Norwegian Cruise Line Holdings Ltd.*(a) | 142 | 1,857 | ||||||
Penn Entertainment, Inc.* | 55 | 1,718 | ||||||
Royal Caribbean Cruises Ltd.* | 76 | 3,105 | ||||||
Starbucks Corp. | 388 | 32,619 | ||||||
Wynn Resorts Ltd.* | 36 | 2,181 | ||||||
Yum! Brands, Inc. | 97 | 10,790 | ||||||
211,687 | ||||||||
Household Durables - 0.4% | ||||||||
DR Horton, Inc. | 108 | 7,684 | ||||||
Garmin Ltd. | 52 | 4,602 | ||||||
Lennar Corp., Class A | 88 | 6,816 | ||||||
Mohawk Industries, Inc.* | 17 | 1,876 | ||||||
Newell Brands, Inc. | 125 | 2,231 | ||||||
NVR, Inc.* | 1 | 4,140 | ||||||
PulteGroup, Inc. | 80 | 3,253 | ||||||
Whirlpool Corp. | 19 | 2,975 | ||||||
33,577 | ||||||||
Household Products - 2.0% | ||||||||
Church & Dwight Co., Inc. | 82 | 6,864 | ||||||
Clorox Co. (The) | 42 | 6,063 | ||||||
Colgate-Palmolive Co. | 284 | 22,212 | ||||||
Kimberly-Clark Corp. | 114 | 14,537 | ||||||
Procter & Gamble Co. (The) | 812 | 112,007 | ||||||
161,683 | ||||||||
Independent Power and Renewable Electricity Producers - 0.1% | ||||||||
AES Corp. (The) | 226 | 5,752 | ||||||
Industrial Conglomerates - 1.2% | ||||||||
3M Co. | 193 | 24,000 | ||||||
General Electric Co. | 373 | 27,393 | ||||||
Honeywell International, Inc. | 230 | 43,550 | ||||||
94,943 | ||||||||
Insurance - 2.9% | ||||||||
Aflac, Inc. | 201 | 11,943 | ||||||
Allstate Corp. (The) | 93 | 11,207 | ||||||
American International Group, Inc. | 268 | 13,869 | ||||||
Aon plc, Class A | 72 | 20,107 | ||||||
Arthur J Gallagher & Co. | 71 | 12,891 | ||||||
Assurant, Inc. | 18 | 2,853 | ||||||
Brown & Brown, Inc. | 79 | 4,980 | ||||||
Chubb Ltd. | 143 | 27,034 | ||||||
Cincinnati Financial Corp. | 50 | 4,848 | ||||||
Everest Re Group Ltd. | 13 | 3,498 | ||||||
Globe Life, Inc. | 31 | 3,013 | ||||||
Hartford Financial Services Group, Inc. (The) | 111 | 7,138 |
S&P 500® Ex-Technology ETF
Schedule of Portfolio Investments
August 31, 2022 (Unaudited)
Investments | Shares | Value ($) | ||||||
Lincoln National Corp. | 55 | 2,533 | ||||||
Loews Corp. | 66 | 3,650 | ||||||
Marsh & McLennan Cos., Inc. | 170 | 27,433 | ||||||
MetLife, Inc. | 234 | 15,053 | ||||||
Principal Financial Group, Inc. | 80 | 5,981 | ||||||
Progressive Corp. (The) | 198 | 24,285 | ||||||
Prudential Financial, Inc. | 127 | 12,160 | ||||||
Travelers Cos., Inc. (The) | 81 | 13,093 | ||||||
W R Berkley Corp. | 71 | 4,601 | ||||||
Willis Towers Watson plc | 38 | 7,860 | ||||||
240,030 | ||||||||
Interactive Media & Services - 6.9% | ||||||||
Alphabet, Inc., Class A* | 2,037 | 220,444 | ||||||
Alphabet, Inc., Class C* | 1,867 | 203,783 | ||||||
Match Group, Inc.* | 97 | 5,483 | ||||||
Meta Platforms, Inc., Class A* | 777 | 126,597 | ||||||
Twitter, Inc.* | 258 | 9,998 | ||||||
566,305 | ||||||||
Internet & Direct Marketing Retail - 4.7% | ||||||||
Amazon.com, Inc.* | 2,963 | 375,619 | ||||||
eBay, Inc. | 190 | 8,385 | ||||||
Etsy, Inc.* | 43 | 4,541 | ||||||
388,545 | ||||||||
Leisure Products - 0.0%(b) | ||||||||
Hasbro, Inc. | 44 | 3,468 | ||||||
Life Sciences Tools & Services - 2.5% | ||||||||
Agilent Technologies, Inc. | 102 | 13,081 | ||||||
Bio-Rad Laboratories, Inc., Class A* | 7 | 3,395 | ||||||
Bio-Techne Corp. | 13 | 4,314 | ||||||
Charles River Laboratories International, Inc.* | 17 | 3,489 | ||||||
Danaher Corp. | 219 | 59,110 | ||||||
Illumina, Inc.* | 53 | 10,687 | ||||||
IQVIA Holdings, Inc.* | 64 | 13,610 | ||||||
Mettler-Toledo International, Inc.* | 8 | 9,700 | ||||||
PerkinElmer, Inc. | 43 | 5,808 | ||||||
Thermo Fisher Scientific, Inc. | 133 | 72,528 | ||||||
Waters Corp.* | 20 | 5,972 | ||||||
West Pharmaceutical Services, Inc. | 25 | 7,417 | ||||||
209,111 | ||||||||
Machinery - 2.2% | ||||||||
Caterpillar, Inc. | 181 | 33,433 | ||||||
Cummins, Inc. | 48 | 10,338 | ||||||
Deere & Co. | 95 | 34,699 | ||||||
Dover Corp. | 49 | 6,123 | ||||||
Fortive Corp. | 121 | 7,663 | ||||||
IDEX Corp. | 26 | 5,231 | ||||||
Illinois Tool Works, Inc. | 96 | 18,704 | ||||||
Ingersoll Rand, Inc. | 137 | 6,490 | ||||||
Nordson Corp. | 18 | 4,089 | ||||||
Otis Worldwide Corp. | 143 | 10,327 | ||||||
PACCAR, Inc. | 118 | 10,326 | ||||||
Parker-Hannifin Corp. | 43 | 11,395 | ||||||
Pentair plc | 56 | 2,492 | ||||||
Snap-on, Inc. | 18 | 3,922 | ||||||
Stanley Black & Decker, Inc. | 51 | 4,493 | ||||||
Westinghouse Air Brake Technologies Corp. | 62 | 5,434 | ||||||
Xylem, Inc. | 61 | 5,557 | ||||||
180,716 | ||||||||
Media - 1.1% | ||||||||
Charter Communications, Inc., Class A* | 39 | 16,093 | ||||||
Comcast Corp., Class A | 1,514 | 54,792 | ||||||
DISH Network Corp., Class A*(a) | 85 | 1,475 | ||||||
Fox Corp., Class A | 106 | 3,623 | ||||||
Fox Corp., Class B | 49 | 1,549 | ||||||
Interpublic Group of Cos., Inc. (The) | 133 | 3,676 | ||||||
News Corp., Class A | 132 | 2,233 | ||||||
News Corp., Class B | 41 | 707 | ||||||
Omnicom Group, Inc. | 70 | 4,683 | ||||||
Paramount Global, Class B | 206 | 4,818 | ||||||
93,649 | ||||||||
Metals & Mining - 0.5% | ||||||||
Freeport-McMoRan, Inc. | 491 | 14,533 | ||||||
Newmont Corp. | 269 | 11,126 | ||||||
Nucor Corp. | 90 | 11,965 | ||||||
37,624 | ||||||||
Multiline Retail - 0.7% | ||||||||
Dollar General Corp. | 77 | 18,281 | ||||||
Dollar Tree, Inc.* | 76 | 10,312 | ||||||
Target Corp. | 157 | 25,173 | ||||||
53,766 | ||||||||
Multi-Utilities - 1.3% | ||||||||
Ameren Corp. | 87 | 8,058 | ||||||
CenterPoint Energy, Inc. | 213 | 6,716 | ||||||
CMS Energy Corp. | 98 | 6,619 | ||||||
Consolidated Edison, Inc. | 120 | 11,729 | ||||||
Dominion Energy, Inc. | 275 | 22,495 | ||||||
DTE Energy Co. | 66 | 8,602 | ||||||
NiSource, Inc. | 137 | 4,043 | ||||||
Public Service Enterprise Group, Inc. | 169 | 10,877 | ||||||
Sempra Energy | 106 | 17,487 | ||||||
WEC Energy Group, Inc. | 107 | 11,036 | ||||||
107,662 | ||||||||
Oil, Gas & Consumable Fuels - 6.0% | ||||||||
APA Corp. | 115 | 4,498 | ||||||
Chevron Corp. | 665 | 105,110 | ||||||
ConocoPhillips | 438 | 47,939 | ||||||
Coterra Energy, Inc.(a) | 273 | 8,438 | ||||||
Devon Energy Corp. | 208 | 14,689 | ||||||
Diamondback Energy, Inc. | 56 | 7,464 | ||||||
EOG Resources, Inc. | 198 | 24,017 | ||||||
Exxon Mobil Corp. | 1,426 | 136,311 | ||||||
Hess Corp. | 94 | 11,353 | ||||||
Kinder Morgan, Inc. | 660 | 12,091 | ||||||
Marathon Oil Corp. | 240 | 6,142 | ||||||
Marathon Petroleum Corp. | 183 | 18,437 | ||||||
Occidental Petroleum Corp. | 301 | 21,371 | ||||||
ONEOK, Inc. | 151 | 9,246 | ||||||
Phillips 66 | 163 | 14,582 | ||||||
Pioneer Natural Resources Co. | 76 | 19,245 | ||||||
Valero Energy Corp. | 138 | 16,163 | ||||||
Williams Cos., Inc. (The) | 412 | 14,020 | ||||||
491,116 | ||||||||
Personal Products - 0.2% | ||||||||
Estee Lauder Cos., Inc. (The), Class A | 78 | 19,842 | ||||||
Pharmaceuticals - 5.7% | ||||||||
Bristol-Myers Squibb Co. | 721 | 48,603 |
S&P 500® Ex-Technology ETF
Schedule of Portfolio Investments
August 31, 2022 (Unaudited)
Investments | Shares | Value ($) | ||||||
Catalent, Inc.* | 61 | 5,368 | ||||||
Eli Lilly & Co. | 267 | 80,428 | ||||||
Johnson & Johnson | 891 | 143,754 | ||||||
Merck & Co., Inc. | 856 | 73,068 | ||||||
Organon & Co. | 86 | 2,454 | ||||||
Pfizer, Inc. | 1,900 | 85,937 | ||||||
Viatris, Inc. | 410 | 3,915 | ||||||
Zoetis, Inc. | 159 | 24,888 | ||||||
468,415 | ||||||||
Professional Services - 0.4% | ||||||||
Equifax, Inc. | 41 | 7,739 | ||||||
Jacobs Solutions, Inc. | 44 | 5,482 | ||||||
Leidos Holdings, Inc. | 46 | 4,372 | ||||||
Nielsen Holdings plc | 122 | 3,396 | ||||||
Robert Half International, Inc. | 37 | 2,848 | ||||||
Verisk Analytics, Inc. | 53 | 9,919 | ||||||
33,756 | ||||||||
Real Estate Management & Development - 0.1% | ||||||||
CBRE Group, Inc., Class A* | 111 | 8,765 | ||||||
Road & Rail - 1.3% | ||||||||
CSX Corp. | 736 | 23,294 | ||||||
JB Hunt Transport Services, Inc. | 28 | 4,873 | ||||||
Norfolk Southern Corp. | 81 | 19,693 | ||||||
Old Dominion Freight Line, Inc. | 31 | 8,414 | ||||||
Union Pacific Corp. | 213 | 47,821 | ||||||
104,095 | ||||||||
Specialty Retail - 2.9% | ||||||||
Advance Auto Parts, Inc. | 21 | 3,541 | ||||||
AutoZone, Inc.* | 7 | 14,834 | ||||||
Bath & Body Works, Inc. | 81 | 3,024 | ||||||
Best Buy Co., Inc. | 69 | 4,878 | ||||||
CarMax, Inc.* | 54 | 4,776 | ||||||
Home Depot, Inc. (The) | 350 | 100,947 | ||||||
Lowe's Cos., Inc. | 224 | 43,487 | ||||||
O'Reilly Automotive, Inc.* | 22 | 15,337 | ||||||
Ross Stores, Inc. | 119 | 10,266 | ||||||
TJX Cos., Inc. (The) | 398 | 24,815 | ||||||
Tractor Supply Co. | 38 | 7,036 | ||||||
Ulta Beauty, Inc.* | 18 | 7,558 | ||||||
240,499 | ||||||||
Textiles, Apparel & Luxury Goods - 0.7% | ||||||||
NIKE, Inc., Class B | 430 | 45,774 | ||||||
PVH Corp. | 23 | 1,294 | ||||||
Ralph Lauren Corp. | 16 | 1,461 | ||||||
Tapestry, Inc. | 85 | 2,952 | ||||||
VF Corp. | 109 | 4,518 | ||||||
55,999 | ||||||||
Tobacco - 0.9% | ||||||||
Altria Group, Inc. | 613 | 27,659 | ||||||
Philip Morris International, Inc. | 525 | 50,132 | ||||||
77,791 | ||||||||
Trading Companies & Distributors - 0.3% | ||||||||
Fastenal Co. | 195 | 9,814 | ||||||
United Rentals, Inc.* | 24 | 7,009 | ||||||
WW Grainger, Inc. | 15 | 8,324 | ||||||
25,147 | ||||||||
Water Utilities - 0.1% | ||||||||
American Water Works Co., Inc. | 62 | 9,204 | ||||||
Wireless Telecommunication Services - 0.3% | ||||||||
T-Mobile US, Inc.* | 199 | 28,648 | ||||||
TOTAL COMMON
STOCKS (Cost $9,160,273) | 8,202,592 | |||||||
SECURITIES LENDING REINVESTMENTS(c) - 0.0%(b) | ||||||||
INVESTMENT COMPANIES - 0.0%(b) | ||||||||
BlackRock Liquidity FedFund, Institutional Class | ||||||||
2.02% (Cost $83) | 83 | 83 |
Investments | Principal Amount ($) | Value ($) | ||||||
SHORT-TERM INVESTMENTS - 0.2% | ||||||||
REPURCHASE AGREEMENTS(d) - 0.2% | ||||||||
Repurchase Agreements with various counterparties, rates 1.90% - 2.25%, dated 8/31/2022, due 9/1/2022, total to be received $12,838 | ||||||||
(Cost $12,837) | 12,837 | 12,837 | ||||||
Total Investments - 99.8% (Cost $9,173,193) | 8,215,512 | |||||||
Other assets less liabilities - 0.2% | 14,077 | |||||||
Net Assets - 100.0% | 8,229,589 |
S&P 500® Ex-Technology ETF
Schedule of Portfolio Investments
August 31, 2022 (Unaudited)
* | Non-income producing security. |
(a) | The security or a portion of this security is on loan at August 31, 2022. The total value of securities on loan at August 31, 2022 was $11,635, collateralized in the form of cash with a value of $83 that was reinvested in the securities shown in the Securities Lending Reinvestment section of the Schedule of Investments and $11,751 of collateral in the form of U.S. Government Treasury Securities, interest rates ranging from 0.13% – 4.63%, and maturity dates ranging from January 15, 2023 – May 15, 2051. The total value of collateral is $11,834. |
(b) | Represents less than 0.05% of net assets. |
(c) | The security was purchased with cash collateral held from securities on loan at August 31, 2022. The total value of securities purchased was $83. |
(d) | The Fund invests in Repurchase Agreements jointly with other funds in the Trust. See "Repurchase Agreements" in the Notes to Schedules of Portfolio Investments to view the details of each individual agreement and counterparty as well as a description of the securities subject to repurchase. |
S&P Kensho Cleantech ETF
Schedule of Portfolio Investments
August 31, 2022 (Unaudited)
Investments | Shares | Value ($) | ||||||
COMMON STOCKS - 99.8% | ||||||||
Automobiles - 3.1% | ||||||||
Tesla, Inc.* | 735 | 202,573 | ||||||
Construction & Engineering - 8.6% | ||||||||
Arcosa, Inc. | 3,225 | 188,501 | ||||||
ReneSola Ltd., ADR* | 38,692 | 225,962 | ||||||
Valmont Industries, Inc. | 534 | 147,822 | ||||||
562,285 | ||||||||
Diversified Consumer Services - 2.8% | ||||||||
ADT, Inc. | 24,800 | 180,792 | ||||||
Electrical Equipment - 37.1% | ||||||||
American Superconductor Corp.* | 19,433 | 103,772 | ||||||
Array Technologies, Inc.* | 19,239 | 402,095 | ||||||
Ballard Power Systems, Inc.* | 23,429 | 182,746 | ||||||
Bloom Energy Corp., Class A* | 11,132 | 282,864 | ||||||
FuelCell Energy, Inc.* | 46,668 | 195,539 | ||||||
Generac Holdings, Inc.* | 777 | 171,259 | ||||||
Plug Power, Inc.*(a) | 10,462 | 293,355 | ||||||
Shoals Technologies Group, Inc., Class A* | 11,594 | 305,734 | ||||||
Sunrun, Inc.* | 7,419 | 245,050 | ||||||
TPI Composites, Inc.* | 12,560 | 233,490 | ||||||
2,415,904 | ||||||||
Independent Power and Renewable Electricity Producers - 7.6% | ||||||||
Azure Power Global Ltd.*(a) | 10,002 | 35,907 | ||||||
Ormat Technologies, Inc.(a) | 2,219 | 207,432 | ||||||
Sunnova Energy International, Inc.* | 9,968 | 251,393 | ||||||
494,732 | ||||||||
Industrial Conglomerates - 2.6% | ||||||||
General Electric Co. | 2,293 | 168,398 | ||||||
Machinery - 4.6% | ||||||||
Cummins, Inc. | 861 | 185,433 | ||||||
Hyster-Yale Materials Handling, Inc. | 3,929 | 114,452 | ||||||
299,885 | ||||||||
Semiconductors & Semiconductor Equipment - 33.4% | ||||||||
Applied Materials, Inc. | 1,198 | 112,696 | ||||||
Canadian Solar, Inc.* | 6,035 | 272,601 | ||||||
Daqo New Energy Corp., ADR* | 3,773 | 251,546 | ||||||
Enphase Energy, Inc.* | 1,046 | 299,616 | ||||||
First Solar, Inc.* | 2,607 | 332,523 | ||||||
JinkoSolar Holding Co. Ltd., ADR* | 3,075 | 187,175 | ||||||
Maxeon Solar Technologies Ltd.*(a) | 14,149 | 280,858 | ||||||
SolarEdge Technologies, Inc.* | 688 | 189,867 | ||||||
SunPower Corp.* | 10,408 | 249,792 | ||||||
2,176,674 | ||||||||
TOTAL COMMON STOCKS (Cost $6,570,405) | 6,501,243 | |||||||
SECURITIES LENDING REINVESTMENTS(b) - 8.5% | ||||||||
INVESTMENT COMPANIES - 8.5% | ||||||||
BlackRock Liquidity FedFund, Institutional Class | ||||||||
2.02% (Cost $552,448) | 552,448 | 552,448 | ||||||
Total Investments - 108.3% (Cost $7,122,853) | 7,053,691 | |||||||
Liabilities in excess of other assets - (8.3%) | (539,425 | ) | ||||||
Net Assets - 100.0% | 6,514,266 |
* | Non-income producing security. |
(a) | The security or a portion of this security is on loan at August 31, 2022. The total value of securities on loan at August 31, 2022 was $544,933, collateralized in the form of cash with a value of $552,448 that was reinvested in the securities shown in the Securities Lending Reinvestment section of the Schedule of Investments. |
(b) | The security was purchased with cash collateral held from securities on loan at August 31, 2022. The total value of securities purchased was $552,448. |
Abbreviations | |
ADR | American Depositary Receipt |
S&P Kensho Cleantech ETF
Schedule of Portfolio Investments
August 31, 2022 (Unaudited)
S&P Kensho Cleantech ETF invested, as a percentage of net assets, in the following countries as of August 31, 2022:
United States | 77.7 | % | ||
China | 10.2 | % | ||
Canada | 7.0 | % | ||
Singapore | 4.3 | % | ||
India | 0.6 | % | ||
Othera | 0.2 | % | ||
100.0 | % |
a | Includes any non-equity securities and net other assets (liabilities). |
S&P Kensho Smart Factories ETF
Schedule of Portfolio Investments
August 31, 2022 (Unaudited)
Investments | Shares | Value ($) | ||||||
COMMON STOCKS - 99.7% | ||||||||
Electrical Equipment - 15.8% | ||||||||
ABB Ltd., ADR | 1,379 | 38,019 | ||||||
Emerson Electric Co. | 457 | 37,355 | ||||||
Rockwell Automation, Inc. | 190 | 45,019 | ||||||
120,393 | ||||||||
Electronic Equipment, Instruments & Components - 19.4% | ||||||||
Cognex Corp. | 668 | 28,130 | ||||||
FARO Technologies, Inc.* | 695 | 23,317 | ||||||
Hollysys Automation Technologies Ltd. | 1,632 | 27,793 | ||||||
Ouster, Inc.*(a) | 12,300 | 18,450 | ||||||
Sanmina Corp.* | 596 | 28,918 | ||||||
Zebra Technologies Corp., Class A* | 71 | 21,416 | ||||||
148,024 | ||||||||
Machinery - 3.0% | ||||||||
Dover Corp. | 183 | 22,868 | ||||||
Semiconductors & Semiconductor Equipment - 18.9% | ||||||||
Allegro MicroSystems, Inc.* | 959 | 22,364 | ||||||
Ambarella, Inc.* | 312 | 21,178 | ||||||
Applied Materials, Inc. | 218 | 20,507 | ||||||
KLA Corp. | 74 | 25,466 | ||||||
ON Semiconductor Corp.* | 447 | 30,740 | ||||||
Tower Semiconductor Ltd.* | 507 | 23,520 | ||||||
143,775 | ||||||||
Software - 25.9% | ||||||||
ANSYS, Inc.* | 91 | 22,595 | ||||||
Aspen Technology, Inc.* | 102 | 21,481 | ||||||
Autodesk, Inc.* | 205 | 41,357 | ||||||
C3.ai, Inc., Class A* | 1,446 | 26,028 | ||||||
PTC, Inc.* | 363 | 41,705 | ||||||
SAP SE, ADR(a) | 247 | 21,049 | ||||||
UiPath, Inc., Class A* | 1,401 | 23,047 | ||||||
197,262 | ||||||||
Technology Hardware, Storage & Peripherals - 7.5% | ||||||||
3D Systems Corp.*(a) | 3,550 | 35,961 | ||||||
Stratasys Ltd.* | 1,249 | 21,558 | ||||||
57,519 | ||||||||
Trading Companies & Distributors - 3.2% | ||||||||
Applied Industrial Technologies, Inc. | 230 | 24,385 | ||||||
Wireless Telecommunication Services - 6.0% | ||||||||
SK Telecom Co. Ltd., ADR | 1,579 | 33,711 | ||||||
Turkcell Iletisim Hizmetleri A/S, ADR | 4,136 | 12,284 | ||||||
45,995 | ||||||||
TOTAL COMMON STOCKS (Cost $866,784) | 760,221 | |||||||
SECURITIES LENDING REINVESTMENTS(b) - 5.2% | ||||||||
INVESTMENT COMPANIES - 5.2% | ||||||||
BlackRock Liquidity FedFund, Institutional Class | ||||||||
2.02% (Cost $39,666) | 39,666 | 39,666 | ||||||
Total Investments - 104.9% (Cost $906,450) | 799,887 | |||||||
Liabilities in excess of other assets - (4.9%) | (37,297 | ) | ||||||
Net Assets - 100.0% | 762,590 |
* | Non-income producing security. |
(a) | The security or a portion of this security is on loan at August 31, 2022. The total value of securities on loan at August 31, 2022 was $75,364, collateralized in the form of cash with a value of $39,666 that was reinvested in the securities shown in the Securities Lending Reinvestment section of the Schedule of Investments and $39,997 of collateral in the form of U.S. Government Treasury Securities, interest rates ranging from 0.00% – 6.13%, and maturity dates ranging from October 20, 2022 – February 15, 2052. The total value of collateral is $79,663. |
(b) | The security was purchased with cash collateral held from securities on loan at August 31, 2022. The total value of securities purchased was $39,666. |
Abbreviations | |
ADR | American Depositary Receipt |
S&P Kensho Smart Factories ETF
Schedule of Portfolio Investments
August 31, 2022 (Unaudited)
S&P Kensho Smart Factories ETF invested, as a percentage of net assets, in the following countries as of August 31, 2022:
United States | 79.2 | % | ||
Switzerland | 5.0 | % | ||
South Korea | 4.4 | % | ||
China | 3.6 | % | ||
Israel | 3.1 | % | ||
Germany | 2.8 | % | ||
Turkey | 1.6 | % | ||
Othera | 0.3 | % | ||
100.0 | % |
a | Includes any non-equity securities and net other assets (liabilities). |
S&P MidCap 400® Dividend Aristocrats ETF
Schedule of Portfolio Investments
August 31, 2022 (Unaudited)
Investments | Shares | Value ($) | ||||||
COMMON STOCKS - 99.7% | ||||||||
Banks - 12.9% | ||||||||
Bank OZK | 629,836 | 25,527,253 | ||||||
Commerce Bancshares, Inc. | 362,040 | 24,897,491 | ||||||
Cullen/Frost Bankers, Inc. | 196,572 | 25,546,497 | ||||||
Prosperity Bancshares, Inc. | 346,521 | 24,561,409 | ||||||
UMB Financial Corp. | 272,005 | 24,336,287 | ||||||
United Bankshares, Inc. | 674,189 | 25,012,412 | ||||||
149,881,349 | ||||||||
Building Products - 2.3% | ||||||||
Carlisle Cos., Inc. | 91,775 | 27,134,196 | ||||||
Capital Markets - 2.1% | ||||||||
SEI Investments Co. | 448,841 | 24,551,603 | ||||||
Chemicals - 4.3% | ||||||||
RPM International, Inc. | 283,503 | 26,411,139 | ||||||
Sensient Technologies Corp.(a) | 290,589 | 23,151,226 | ||||||
49,562,365 | ||||||||
Commercial Services & Supplies - 1.9% | ||||||||
MSA Safety, Inc. | 189,170 | 22,484,746 | ||||||
Construction & Engineering - 2.3% | ||||||||
MDU Resources Group, Inc. | 905,505 | 27,300,976 | ||||||
Containers & Packaging - 6.5% | ||||||||
AptarGroup, Inc. | 235,640 | 24,226,148 | ||||||
Silgan Holdings, Inc. | 589,529 | 26,853,046 | ||||||
Sonoco Products Co.(a) | 395,023 | 24,894,350 | ||||||
75,973,544 | ||||||||
Electric Utilities - 2.2% | ||||||||
OGE Energy Corp. | 633,103 | 25,665,996 | ||||||
Electrical Equipment - 2.3% | ||||||||
Regal Rexnord Corp. | 196,493 | 27,035,472 | ||||||
Equity Real Estate Investment Trusts (REITs) - 2.0% | ||||||||
National Retail Properties, Inc. | 530,935 | 23,838,981 | ||||||
Food & Staples Retailing - 2.3% | ||||||||
Casey's General Stores, Inc. | 122,895 | 26,271,264 | ||||||
Food Products - 4.8% | ||||||||
Flowers Foods, Inc. | 896,529 | 24,475,242 | ||||||
Lancaster Colony Corp. | 188,322 | 31,741,673 | ||||||
56,216,915 | ||||||||
Gas Utilities - 12.4% | ||||||||
National Fuel Gas Co. | 370,445 | 26,401,615 | ||||||
New Jersey Resources Corp. | 565,231 | 24,949,296 | ||||||
ONE Gas, Inc. | 304,015 | 23,795,254 | ||||||
Southwest Gas Holdings, Inc. | 286,801 | 22,327,458 | ||||||
Spire, Inc.(a) | 348,300 | 24,342,687 | ||||||
UGI Corp. | 592,102 | 23,388,029 | ||||||
145,204,339 | ||||||||
Household Durables - 2.1% | ||||||||
Leggett & Platt, Inc. | 626,763 | 23,954,882 | ||||||
Insurance - 10.1% | ||||||||
American Financial Group, Inc. | 185,067 | 23,629,355 | ||||||
Hanover Insurance Group, Inc. (The) | 176,672 | 22,859,590 | ||||||
Old Republic International Corp.(a) | 1,088,381 | 23,770,241 | ||||||
RenaissanceRe Holdings Ltd. | 175,001 | 23,670,635 | ||||||
RLI Corp. | 217,580 | 23,881,581 | ||||||
117,811,402 | ||||||||
Leisure Products - 2.1% | ||||||||
Polaris, Inc. | 213,995 | 24,239,214 | ||||||
Machinery - 8.6% | ||||||||
Donaldson Co., Inc. | 477,083 | 24,498,212 | ||||||
Graco, Inc. | 395,023 | 25,218,268 | ||||||
Lincoln Electric Holdings, Inc. | 191,229 | 26,139,092 | ||||||
Toro Co. (The) | 289,486 | 24,007,074 | ||||||
99,862,646 | ||||||||
Media - 2.0% | ||||||||
John Wiley & Sons, Inc., Class A | 507,217 | 23,347,199 | ||||||
Metals & Mining - 1.9% | ||||||||
Royal Gold, Inc. | 238,637 | 21,930,740 | ||||||
Multi-Utilities - 4.2% | ||||||||
Black Hills Corp. | 341,241 | 25,756,871 | ||||||
NorthWestern Corp. | 447,934 | 23,731,543 | ||||||
49,488,414 | ||||||||
Personal Products - 2.0% | ||||||||
Nu Skin Enterprises, Inc., Class A(a) | 571,718 | 23,406,135 | ||||||
Pharmaceuticals - 1.9% | ||||||||
Perrigo Co. plc | 597,025 | 22,340,676 | ||||||
Road & Rail - 2.1% | ||||||||
Ryder System, Inc. | 327,201 | 25,011,244 | ||||||
Specialty Retail - 2.3% | ||||||||
Williams-Sonoma, Inc.(a) | 177,854 | 26,455,782 | ||||||
Water Utilities - 2.1% | ||||||||
Essential Utilities, Inc. | 501,488 | 24,648,135 | ||||||
TOTAL COMMON STOCKS (Cost $1,024,012,901) | 1,163,618,215 |
Investments | Principal Amount ($) | Value ($) | ||||||
SHORT-TERM INVESTMENTS - 0.2% | ||||||||
REPURCHASE AGREEMENTS(b) - 0.2% | ||||||||
Repurchase Agreements with various counterparties, rates 1.90% - 2.25%, dated 8/31/2022, due 9/1/2022, total to be received $1,992,237 | ||||||||
(Cost $1,992,115) | 1,992,115 | 1,992,115 | ||||||
Total Investments - 99.9% (Cost $1,026,005,016) | 1,165,610,330 | |||||||
Other assets less liabilities - 0.1% | 1,021,603 | |||||||
Net Assets - 100.0% | 1,166,631,933 |
S&P MidCap 400® Dividend Aristocrats ETF
Schedule of Portfolio Investments
August 31, 2022 (Unaudited)
(a) | The security or a portion of this security is on loan at August 31, 2022. The total value of securities on loan at August 31, 2022 was $2,566,874, collateralized in the form of U.S. Government Treasury Securities, interest rates ranging from 0.13% – 3.75%, and maturity dates ranging from December 15, 2022 – February 15, 2049. The total value of collateral is $2,666,582. |
(b) | The Fund invests in Repurchase Agreements jointly with other funds in the Trust. See "Repurchase Agreements" in the Notes to Schedules of Portfolio Investments to view the details of each individual agreement and counterparty as well as a description of the securities subject to repurchase. |
S&P Technology Dividend Aristocrats ETF
Schedule of Portfolio Investments
August 31, 2022 (Unaudited)
Investments | Shares | Value ($) | ||||||
COMMON STOCKS - 99.7% | ||||||||
Communications Equipment - 5.4% | ||||||||
Cisco Systems, Inc. | 63,604 | 2,844,371 | ||||||
Motorola Solutions, Inc. | 12,932 | 3,147,778 | ||||||
5,992,149 | ||||||||
Electronic Equipment, Instruments & Components - 20.8% | ||||||||
Amphenol Corp., Class A | 40,857 | 3,004,215 | ||||||
Avnet, Inc. | 62,248 | 2,732,065 | ||||||
Badger Meter, Inc. | 32,165 | 3,045,704 | ||||||
CDW Corp. | 16,590 | 2,831,913 | ||||||
Corning, Inc. | 81,545 | 2,798,624 | ||||||
Littelfuse, Inc. | 11,069 | 2,625,788 | ||||||
National Instruments Corp. | 82,846 | 3,293,957 | ||||||
TE Connectivity Ltd. | 22,969 | 2,898,918 | ||||||
23,231,184 | ||||||||
Entertainment - 2.5% | ||||||||
Activision Blizzard, Inc. | 35,392 | 2,777,918 | ||||||
Internet & Direct Marketing Retail - 2.4% | ||||||||
PetMed Express, Inc.(a) | 130,973 | 2,694,114 | ||||||
IT Services - 27.7% | ||||||||
Accenture plc, Class A | 9,964 | 2,874,215 | ||||||
Automatic Data Processing, Inc. | 12,987 | 3,174,153 | ||||||
Broadridge Financial Solutions, Inc. | 18,406 | 3,150,555 | ||||||
Cass Information Systems, Inc. | 78,930 | 2,895,152 | ||||||
CSG Systems International, Inc. | 45,242 | 2,617,250 | ||||||
International Business Machines Corp. | 21,728 | 2,790,961 | ||||||
Jack Henry & Associates, Inc. | 14,408 | 2,769,218 | ||||||
Mastercard, Inc., Class A | 8,221 | 2,666,646 | ||||||
Paychex, Inc. | 23,332 | 2,877,769 | ||||||
Visa, Inc., Class A(a) | 13,153 | 2,613,633 | ||||||
Western Union Co. (The) | 167,371 | 2,480,438 | ||||||
30,909,990 | ||||||||
Semiconductors & Semiconductor Equipment - 23.4% | ||||||||
Analog Devices, Inc. | 17,209 | 2,607,680 | ||||||
Broadcom, Inc. | 5,487 | 2,738,616 | ||||||
Intel Corp. | 69,200 | 2,208,864 | ||||||
KLA Corp. | 7,877 | 2,710,712 | ||||||
Lam Research Corp. | 6,032 | 2,641,473 | ||||||
Microchip Technology, Inc. | 42,820 | 2,794,005 | ||||||
Power Integrations, Inc. | 35,024 | 2,505,267 | ||||||
QUALCOMM, Inc. | 18,500 | 2,446,995 | ||||||
Skyworks Solutions, Inc. | 26,245 | 2,586,445 | ||||||
Texas Instruments, Inc. | 16,977 | 2,804,770 | ||||||
26,044,827 | ||||||||
Software - 10.1% | ||||||||
Dolby Laboratories, Inc., Class A | 36,482 | 2,671,942 | ||||||
Intuit, Inc. | 6,678 | 2,883,427 | ||||||
Microsoft Corp. | 10,702 | 2,798,252 | ||||||
Oracle Corp. | 38,668 | 2,867,232 | ||||||
11,220,853 | ||||||||
Technology Hardware, Storage & Peripherals - 7.4% | ||||||||
Apple, Inc. | 18,337 | 2,882,943 | ||||||
HP, Inc. | 85,208 | 2,446,322 | ||||||
NetApp, Inc. | 40,326 | 2,908,714 | ||||||
8,237,979 | ||||||||
TOTAL COMMON STOCKS (Cost $115,274,184) | 111,109,014 | |||||||
SECURITIES LENDING REINVESTMENTS(b) - 1.9% | ||||||||
INVESTMENT COMPANIES - 1.9% | ||||||||
BlackRock Liquidity FedFund, Institutional Class | ||||||||
2.02% (Cost $2,153,339) | 2,153,339 | 2,153,339 |
Investments | Principal Amount ($) | Value ($) | ||||||
SHORT-TERM INVESTMENTS - 0.2% | ||||||||
REPURCHASE AGREEMENTS(c) - 0.2% | ||||||||
Repurchase Agreements with various counterparties, rates 1.90% - 2.25%, dated 8/31/2022, due 9/1/2022, total to be received $204,076 | ||||||||
(Cost $204,065) | 204,065 | 204,065 | ||||||
Total Investments - 101.8% (Cost $117,631,588) | 113,466,418 | |||||||
Liabilities in excess of other assets - (1.8%) | (2,001,308 | ) | ||||||
Net Assets - 100.0% | 111,465,110 |
(a) | The security or a portion of this security is on loan at August 31, 2022. The total value of securities on loan at August 31, 2022 was $4,620,881, collateralized in the form of cash with a value of $2,153,339 that was reinvested in the securities shown in the Securities Lending Reinvestment section of the Schedule of Investments and $2,606,945 of collateral in the form of U.S. Government Treasury Securities, interest rates ranging from 0.00% – 6.00%, and maturity dates ranging from September 30, 2022 – May 15, 2052. The total value of collateral is $4,760,284. |
(b) | The security was purchased with cash collateral held from securities on loan at August 31, 2022. The total value of securities purchased was $2,153,339. |
(c) | The Fund invests in Repurchase Agreements jointly with other funds in the Trust. See "Repurchase Agreements" in the Notes to Schedules of Portfolio Investments to view the details of each individual agreement and counterparty as well as a description of the securities subject to repurchase. |
Short Bitcoin Strategy ETF
Consolidated Schedule of Portfolio Investments
August 31, 2022 (Unaudited)
Investments | Principal Amount ($) | Value ($) | ||||||
SHORT-TERM INVESTMENTS - 42.2% | ||||||||
U.S. TREASURY OBLIGATIONS - 42.2% | ||||||||
U.S. Treasury Bills | ||||||||
2.44%, 11/17/2022(a) (Cost $37,803,308) | 38,000,000 | 37,782,582 | ||||||
Total Investments - 42.2% (Cost $37,803,308) | 37,782,582 | |||||||
Other assets less liabilities - 57.8% | 51,669,297 | |||||||
Net Assets - 100.0% | 89,451,879 |
(a) | The rate shown was the current yield as of August 31, 2022. |
Futures Contracts Sold
Short Bitcoin Strategy ETF had the following open short futures contracts as of August 31, 2022:
Number of Contracts | Expiration Date | Trading Currency | Notional Amount | Value and Unrealized Appreciation | ||||||||||
CME Bitcoin Futures | 891 | 9/30/2022 | USD | $ | 89,389,575 | $ | 4,291,970 |
Abbreviations | |
USD | U.S. Dollar |
Smart Materials ETF
Schedule of Portfolio Investments
August 31, 2022 (Unaudited)
Investments | Shares | Value ($) | ||||||
COMMON STOCKS - 99.5% | ||||||||
Aerospace & Defense - 5.4% | ||||||||
Hexcel Corp. | 1,393 | 81,727 | ||||||
Building Products - 0.5% | ||||||||
View, Inc.* | 4,782 | 8,512 | ||||||
Chemicals - 60.0% | ||||||||
Akzo Nobel NV | 864 | 54,736 | ||||||
Arkema SA | 658 | 55,797 | ||||||
Axalta Coating Systems Ltd.* | 2,985 | 76,864 | ||||||
Cabot Corp. | 1,150 | 82,766 | ||||||
Chemours Co. (The) | 2,290 | 77,242 | ||||||
Hansol Chemical Co. Ltd. | 250 | 40,840 | ||||||
Huntsman Corp.(a) | 2,236 | 62,653 | ||||||
Ingevity Corp.* | 859 | 60,250 | ||||||
Neo Performance Materials, Inc. | 896 | 9,872 | ||||||
OCI Co. Ltd. | 525 | 46,120 | ||||||
PPG Industries, Inc. | 592 | 75,172 | ||||||
RPM International, Inc. | 914 | 85,148 | ||||||
Sherwin-Williams Co. (The) | 275 | 63,827 | ||||||
Sika AG (Registered) | 244 | 55,015 | ||||||
Solvay SA | 793 | 64,264 | ||||||
910,566 | ||||||||
Electrical Equipment - 5.1% | ||||||||
Nidec Corp. | 1,149 | 77,116 | ||||||
Electronic Equipment, Instruments & Components - 5.9% | ||||||||
LG Display Co. Ltd. | 5,679 | 66,235 | ||||||
Solus Advanced Materials Co. Ltd. | 773 | 24,157 | ||||||
90,392 | ||||||||
Metals & Mining - 5.3% | ||||||||
Constellium SE* | 3,121 | 41,572 | ||||||
Materion Corp. | 450 | 38,839 | ||||||
80,411 | ||||||||
Semiconductors & Semiconductor Equipment - 17.3% | ||||||||
Applied Materials, Inc. | 686 | 64,532 | ||||||
Entegris, Inc. | 680 | 64,518 | ||||||
Innox Advanced Materials Co. Ltd. | 443 | 11,460 | ||||||
Jusung Engineering Co. Ltd. | 1,063 | 12,676 | ||||||
LX Semicon Co. Ltd. | 358 | 25,481 | ||||||
Magnachip Semiconductor Corp.* | 989 | 11,571 | ||||||
Meta Materials, Inc.*(a) | 6,487 | 5,611 | ||||||
Universal Display Corp. | 593 | 66,256 | ||||||
262,105 | ||||||||
TOTAL COMMON STOCKS (Cost $1,974,984) | 1,510,829 | |||||||
SECURITIES LENDING REINVESTMENTS(b) - 0.4% | ||||||||
INVESTMENT COMPANIES - 0.4% | ||||||||
BlackRock Liquidity FedFund, Institutional Class | ||||||||
2.02% (Cost $6,486) | 6,486 | 6,486 | ||||||
Total Investments - 99.9% (Cost $1,981,470) | 1,517,315 | |||||||
Other assets less liabilities - 0.1% | 845 | |||||||
Net Assets - 100.0% | 1,518,160 |
* | Non-income producing security. |
(a) | The security or a portion of this security is on loan at August 31, 2022. The total value of securities on loan at August 31, 2022 was $68,235, collateralized in the form of cash with a value of $6,486 that was reinvested in the securities shown in the Securities Lending Reinvestment section of the Schedule of Investments and $65,618 of collateral in the form of U.S. Government Treasury Securities, interest rates ranging from 0.00% – 6.00%, and maturity dates ranging from September 30, 2022 – May 15, 2052. The total value of collateral is $72,104. |
(b) | The security was purchased with cash collateral held from securities on loan at August 31, 2022. The total value of securities purchased was $6,486. |
Smart Materials ETF
Schedule of Portfolio Investments
August 31, 2022 (Unaudited)
Smart Materials ETF invested, as a percentage of net assets, in the following countries as of August 31, 2022:
United States | 61.0 | % | ||
South Korea | 14.9 | % | ||
France | 6.4 | % | ||
Japan | 5.1 | % | ||
Belgium | 4.2 | % | ||
Switzerland | 3.6 | % | ||
Netherlands | 3.6 | % | ||
Canada | 0.7 | % | ||
Othera | 0.5 | % | ||
100.0 | % |
a | Includes any non-equity securities and net other assets (liabilities). |
Supply Chain Logistics ETF
Schedule of Portfolio Investments
August 31, 2022 (Unaudited)
Investments | Shares | Value ($) | ||||||
COMMON STOCKS - 99.3% | ||||||||
Air Freight & Logistics - 36.9% | ||||||||
CH Robinson Worldwide, Inc. | 683 | 77,964 | ||||||
Deutsche Post AG (Registered) | 2,243 | 82,038 | ||||||
DSV A/S | 565 | 83,711 | ||||||
Expeditors International of Washington, Inc. | 832 | 85,604 | ||||||
FedEx Corp. | 418 | 88,119 | ||||||
GXO Logistics, Inc.* | 569 | 25,252 | ||||||
Nippon Express Holdings, Inc. | 437 | 24,189 | ||||||
Royal Mail plc | 3,679 | 11,775 | ||||||
SG Holdings Co. Ltd. | 1,452 | 24,237 | ||||||
United Parcel Service, Inc., Class B | 493 | 95,893 | ||||||
Yamato Holdings Co. Ltd. | 1,367 | 21,451 | ||||||
ZTO Express Cayman, Inc. | 2,446 | 64,635 | ||||||
684,868 | ||||||||
Commercial Services & Supplies - 3.5% | ||||||||
Brambles Ltd. | 7,720 | 65,396 | ||||||
IT Services - 4.3% | ||||||||
Amadeus IT Group SA* | 1,498 | 79,215 | ||||||
Marine - 18.2% | ||||||||
COSCO SHIPPING Holdings Co. Ltd., Class H | 16,794 | 25,206 | ||||||
Evergreen Marine Corp. Taiwan Ltd. | 18,475 | 53,596 | ||||||
HMM Co. Ltd. | 1,940 | 32,272 | ||||||
Kawasaki Kisen Kaisha Ltd.(a) | 452 | 28,892 | ||||||
Kuehne + Nagel International AG (Registered) | 272 | 62,887 | ||||||
Matson, Inc. | 210 | 15,469 | ||||||
Orient Overseas International Ltd.(a) | 529 | 14,814 | ||||||
Pacific Basin Shipping Ltd. | 27,717 | 9,888 | ||||||
SITC International Holdings Co. Ltd. | 6,702 | 17,078 | ||||||
Star Bulk Carriers Corp. | 496 | 9,697 | ||||||
Wan Hai Lines Ltd. | 8,386 | 23,915 | ||||||
Yang Ming Marine Transport Corp. | 12,281 | 31,835 | ||||||
ZIM Integrated Shipping Services Ltd. | 350 | 12,631 | ||||||
338,180 | ||||||||
Road & Rail - 34.1% | ||||||||
Aurizon Holdings Ltd. | 9,891 | 25,245 | ||||||
Canadian Pacific Railway Ltd. | 1,207 | 90,358 | ||||||
CSX Corp. | 2,849 | 90,171 | ||||||
Full Truck Alliance Co. Ltd., ADR* | 4,939 | 39,018 | ||||||
Knight-Swift Transportation Holdings, Inc. | 825 | 41,671 | ||||||
Landstar System, Inc. | 198 | 29,033 | ||||||
Old Dominion Freight Line, Inc. | 341 | 92,551 | ||||||
Rumo SA | 6,482 | 25,181 | ||||||
Saia, Inc.* | 142 | 29,370 | ||||||
TFI International, Inc. | 444 | 44,297 | ||||||
Union Pacific Corp. | 408 | 91,600 | ||||||
XPO Logistics, Inc.* | 577 | 30,246 | ||||||
628,741 | ||||||||
Transportation Infrastructure - 2.3% | ||||||||
Getlink SE | 2,268 | 42,827 | ||||||
TOTAL COMMON STOCKS (Cost $1,996,839) | 1,839,227 | |||||||
Total Investments - 99.3% (Cost $1,996,839) | 1,839,227 | |||||||
Other assets less liabilities - 0.7% | 12,246 | |||||||
Net Assets - 100.0% | 1,851,473 |
* | Non-income producing security. |
(a) | The security or a portion of this security is on loan at August 31, 2022. The total value of securities on loan at August 31, 2022 was $43,322, collateralized in the form of U.S. Government Treasury Securities, interest rates ranging from 0.13% – 6.25%, and maturity dates ranging from November 30, 2023 – November 15, 2051. The total value of collateral is $45,748. |
Supply Chain Logistics ETF
Schedule of Portfolio Investments
August 31, 2022 (Unaudited)
Supply Chain Logistics ETF invested, as a percentage of net assets, in the following countries as of August 31, 2022:
United States | 45.5 | % | ||
Canada | 7.3 | % | ||
Taiwan | 5.9 | % | ||
China | 5.8 | % | ||
Japan | 5.3 | % | ||
Australia | 4.9 | % | ||
Denmark | 4.5 | % | ||
Germany | 4.4 | % | ||
Spain | 4.3 | % | ||
Switzerland | 3.4 | % | ||
France | 2.3 | % | ||
South Korea | 1.7 | % | ||
Brazil | 1.4 | % | ||
Hong Kong | 1.3 | % | ||
Israel | 0.7 | % | ||
United Kingdom | 0.6 | % | ||
Othera | 0.7 | % | ||
100.0 | % |
a | Includes any non-equity securities and net other assets (liabilities). |
ProShares Trust
Notes to Schedules of portfolio investments
August 31, 2022 (unaudited)
Repurchase Agreements
Each of the Funds may enter into repurchase agreements. Repurchase agreements are primarily used by the Funds as short-term investments for cash positions. Under a repurchase agreement, a Fund purchases one or more debt securities and simultaneously agrees to sell those securities back to the seller at a mutually agreed-upon future price and date, normally one day or a few days later. The resale price is greater than the purchase price, reflecting an agreed-upon market interest rate during the purchaser’s holding period. While the maturities of the underlying securities in repurchase transactions may be more than one year, the term of each repurchase agreement will always be less than one year. The Funds follow certain procedures designed to minimize the risks inherent in such agreements. These procedures include effecting repurchase transactions generally with major global financial institutions whose creditworthiness is monitored by the Advisor. In addition, the value of the collateral underlying the repurchase agreement is required to be at least equal to the repurchase price, including any accrued interest income earned on the repurchase agreement. The Funds may invest in repurchase agreements through joint account arrangements; in such cases, each Fund holds a pro rata share of the collateral and interest income based upon the dollar amount of the repurchase agreements entered into by each Fund. The collateral underlying the repurchase agreement is held by the Fund’s custodian. A repurchase agreement is subject to the risk that the counterparty to the repurchase agreement that sells the securities may default on its obligation to repurchase them. In this circumstance, a Fund may lose money because it may not be able to sell the securities at the agreed upon time and price, the securities may lose value before they can be sold, the selling institution may declare bankruptcy or the Fund may have difficulty exercising rights to the collateral. During periods of high demand for repurchase agreements, the Funds may be unable to invest available cash in these instruments to the extent desired by the Advisor.
On August 31, 2022, the Funds had interest in joint repurchase agreements with the following counterparties, for the time periods and rates indicated. Amounts shown in the table below represent Principal Amount, Cost and Value for each respective repurchase agreement.
Fund Name | Bank
of America Securities, Inc., 2.25%, dated 08/31/2022 due 09/01/2022 (a) | Barclays Capital, Inc., 2.00%, dated 08/31/2022 due 09/01/2022 (b) | Barclays Capital, Inc., 2.20%, dated 08/31/2022 due 09/01/2022 (c) | Barclays Capital, Inc., 2.23%, dated 08/31/2022 due 09/01/2022 (d) | BNP
Paribas Securities Corp., 1.90%, dated 08/31/2022 due 09/01/2022 (e) | BNP
Paribas Securities Corp., 2.25%, dated 08/31/2022 due 09/01/2022 (f) | ING
Financial Markets LLC, 2.25%, dated 08/31/2022 due 09/01/2022 (g) | Total | |||||||||||||||||
Decline of the Retail Store ETF | $ | 140,769 | $ | 703,846 | $ | 1,407,692 | $ | 1,982,779 | $ | 1,407,692 | $ | 7,742,304 | $ | 2,491,615 | $ | 15,876,697 | |||||||||
DJ Brookfield Global Infrastructure ETF | 5,593 | 27,964 | 55,927 | 78,775 | 55,927 | 307,599 | 98,990 | 630,775 | |||||||||||||||||
Equities for Rising Rates ETF | 925 | 4,625 | 9,251 | 13,030 | 9,251 | 50,877 | 16,373 | 104,332 | |||||||||||||||||
Global Listed Private Equity ETF | 656 | 3,274 | 6,547 | 9,222 | 6,547 | 36,010 | 11,589 | 73,845 | |||||||||||||||||
Hedge Replication ETF | 67,975 | 339,872 | 679,745 | 957,442 | 679,745 | 3,738,597 | 1,203,148 | 7,666,524 | |||||||||||||||||
High Yield-Interest Rate Hedged | 43,475 | 217,375 | 434,751 | 612,360 | 434,751 | 2,391,130 | 769,509 | 4,903,351 | |||||||||||||||||
Inflation Expectations ETF | 597,554 | 2,987,769 | 5,975,539 | 8,416,734 | 5,975,538 | 32,865,460 | 10,576,702 | 67,395,296 | |||||||||||||||||
Investment Grade — Interest Rate Hedged | 46,807 | 234,034 | 468,068 | 659,288 | 468,068 | 2,574,372 | 828,480 | 5,279,117 | |||||||||||||||||
Large Cap Core Plus | 157,553 | 787,765 | 1,575,530 | 2,219,184 | 1,575,530 | 8,665,415 | 2,788,687 | 17,769,664 | |||||||||||||||||
Long Online/Short Stores ETF | 5,453 | 27,264 | 54,528 | 76,804 | 54,528 | 299,902 | 96,513 | 614,992 | |||||||||||||||||
Merger ETF | 36,152 | 180,760 | 361,520 | 509,213 | 361,520 | 1,988,360 | 639,891 | 4,077,416 | |||||||||||||||||
MSCI EAFE Dividend Growers ETF | 3,510 | 17,548 | 35,096 | 49,434 | 35,096 | 193,031 | 62,121 | 395,836 | |||||||||||||||||
MSCI Emerging Markets Dividend Growers ETF | 2,812 | 14,058 | 28,117 | 39,604 | 28,117 | 154,641 | 49,767 | 317,116 | |||||||||||||||||
MSCI Europe Dividend Growers ETF | 285 | 1,426 | 2,853 | 4,018 | 2,853 | 15,690 | 5,049 | 32,174 | |||||||||||||||||
MSCI Transformational Changes ETF | 917 | 4,583 | 9,167 | 12,912 | 9,167 | 50,417 | 16,225 | 103,388 | |||||||||||||||||
Nasdaq-100 Dorsey Wright Momentum ETF | 60 | 302 | 604 | 851 | 604 | 3,322 | 1,069 | 6,812 | |||||||||||||||||
Online Retail ETF | 2,180 | 10,902 | 21,804 | 30,712 | 21,804 | 119,921 | 38,593 | 245,916 | |||||||||||||||||
Pet Care ETF | 3,062 | 15,311 | 30,621 | 43,131 | 30,621 | 168,415 | 54,199 | 345,360 | |||||||||||||||||
Russell 2000 Dividend Growers ETF | 14,825 | 74,124 | 148,247 | 208,811 | 148,247 | 815,359 | 262,397 | 1,672,010 | |||||||||||||||||
Russell U.S. Dividend Growers ETF | 92 | 459 | 917 | 1,292 | 917 | 5,044 | 1,624 | 10,345 | |||||||||||||||||
S&P 500® Bond ETF | 3,012 | 15,060 | 30,120 | 42,425 | 30,120 | 165,660 | 53,314 | 339,711 | |||||||||||||||||
S&P 500® Dividend Aristocrats ETF | 41,115 | 205,578 | 411,157 | 579,128 | 411,157 | 2,261,363 | 727,747 | 4,637,245 | |||||||||||||||||
S&P 500® Ex-Energy ETF | 268 | 1,342 | 2,684 | 3,780 | 2,684 | 14,761 | 4,750 | 30,269 | |||||||||||||||||
S&P 500® Ex-Financials ETF | 151 | 753 | 1,506 | 2,121 | 1,506 | 8,286 | 2,667 | 16,990 | |||||||||||||||||
S&P 500® Ex-Health Care ETF | 95 | 476 | 952 | 1,341 | 952 | 5,238 | 1,687 | 10,741 | |||||||||||||||||
S&P 500® Ex-Technology ETF | 114 | 569 | 1,138 | 1,603 | 1,138 | 6,260 | 2,015 | 12,837 | |||||||||||||||||
S&P MidCap 400® Dividend Aristocrats ETF | 17,663 | 88,314 | 176,629 | 248,787 | 176,629 | 971,460 | 312,633 | 1,992,115 | |||||||||||||||||
S&P Technology Dividend Aristocrats ETF | 1,809 | 9,047 | 18,093 | 25,485 | 18,093 | 99,513 | 32,025 | 204,065 | |||||||||||||||||
$ | 1,194,882 | $ | 5,974,400 | $ | 11,948,803 | $ | 16,830,266 | $ | 11,948,802 | $ | 65,718,407 | $ | 21,149,379 | $ | 134,764,939 |
Each Repurchase Agreement was fully collateralized by U.S. government and/or agency securities at August 31, 2022 as follows:
(a) U.S. Treasury Bonds, 0%, due 11/15/2031, which had an aggregate value at the Trust level of $51,000,000.
(b) U.S. Treasury Notes, 0.88% to 2.25%, due 11/15/2025 to 11/15/2030, which had an aggregate value at the Trust level of $255,000,076.
(c) U.S. Treasury Bills, 0%, due 9/27/2022; U.S. Treasury Notes, 0.13% to 2.94%, due 1/15/2023 to 8/15/2031, which had an aggregate value at the Trust level of $510,000,058.
(d) U.S. Treasury Bills, 0%, due 9/27/2022; U.S. Treasury Notes, 0.13% to 2.94%, due 1/15/2023 to 8/15/2031, which had an aggregate value at the Trust level of $718,351,191.
(e) U.S. Treasury Bills, 0%, due 9/29/2022; U.S. Treasury Bonds, 4.38%, due 5/15/2041; U.S. Treasury Notes, 0.13% to 2.25%, due 4/30/2023 to 7/15/2032, which had an aggregate value at the Trust level of $510,000,027.
(f) U.S. Treasury Bills, 0%, due 10/25/2022 to 12/22/2022; U.S. Treasury Bonds, 0% to 7.63%, due 11/15/2022 to 5/15/2052; U.S. Treasury Notes, 0.13% to 3.13%, due 1/15/2023 to 5/15/2031, which had an aggregate value at the Trust level of $2,805,000,000.
(g) Federal Farm Credit Bank, 2.96%, due 11/16/2022; Federal Home Loan Bank, 0.5% to 2.34%, due 5/20/2024 to 6/13/2025; Federal Home Loan Mortgage Corp., 0%, due 9/15/2029 to 3/15/2031; Federal National Mortgage Association, 0% to 6.63%, due 9/6/2024 to 11/15/2030; U.S. Treasury Bills, 0%, due 9/8/2022 to 8/10/2023; U.S. Treasury Bonds, 0.13% to 4.25%, due 5/15/2039 to 2/15/2052; U.S. Treasury Notes, 0.13% to 3.25%, due 1/31/2023 to 2/15/2031; which had an aggregate value at the Trust level of $902,701,044.