PLANROCK ALTERNATIVE GROWTH ETF | |||||||
SCHEDULE OF INVESTMENTS (Unaudited) | |||||||
December 31, 2023 | |||||||
Shares | Fair Value | ||||||
EXCHANGE-TRADED FUNDS — 75.7% | |||||||
EQUITY - 75.7% | |||||||
1,536 | Communication Services Select Sector SPDR Fund | $ 111,606 | |||||
560 | Consumer Discretionary Select Sector SPDR Fund | 100,134 | |||||
3,987 | Financial Select Sector SPDR Fund | 149,911 | |||||
7,653 | Invesco FTSE RAFI US 1000 ETF | 269,385 | |||||
467 | Invesco QQQ Trust Series 1 | 191,246 | |||||
2,767 | iShares MSCI EAFE Value ETF | 144,161 | |||||
2,507 | iShares MSCI Emerging Markets Small-Cap ETF | 144,930 | |||||
1,451 | iShares MSCI USA Momentum Factor ETF | 227,647 | |||||
1,083 | iShares Russell 1000 Growth ETF | 328,332 | |||||
2,486 | Real Estate Select Sector SPDR Fund | 99,589 | |||||
4,603 | SPDR Portfolio S&P 500 ETF | 257,308 | |||||
596 | Technology Select Sector SPDR Fund | 114,718 | |||||
3,018 | WisdomTree Emerging Markets SmallCap Dividend Fund | 150,659 | |||||
TOTAL EXCHANGE-TRADED FUNDS (Cost $2,268,968) | 2,289,626 | ||||||
TOTAL INVESTMENTS - 75.7% (Cost $2,268,968) | $ 2,289,626 | ||||||
PUT OPTIONS WRITTEN - (0.2)% (Proceeds - $13,388) | (7,425) | ||||||
OTHER ASSETS IN EXCESS OF LIABILITIES- 24.5% | 742,284 | ||||||
NET ASSETS - 100.0% | $ 3,024,485 | ||||||
Contracts(a) | |||||||
FUTURE OPTIONS WRITTEN - (0.2)% | Counterparty | Expiration Date | Exercise Price | Notional Value | |||
PUT OPTIONS WRITTEN - (0.2)% | |||||||
6 | S&P E-mini 3rd Week Future | RJO | 01/19/2024 | $ 4,760 | $ 1,446,000 | $ 7,425 | |
TOTAL FUTURE OPTIONS WRITTEN (Proceeds - $13,388) | |||||||
OPEN FUTURES CONTRACTS | |||||||
Number of Contracts | Open Long Futures Contracts | Expiration | Notional Amount(b) | Value and Unrealized Appreciation (Depreciation) | |||
33 | CBOE Volatility Index Future | 01/17/2024 | $ 463,690 | $ (39,787) | |||
9 | CBOE Volatility Index Future | 06/18/2024 | 159,626 | (5,230) | |||
9 | CBOE Volatility Index Future | 07/17/2024 | 162,900 | (4,973) | |||
5 | CME Australian Dollar Currency Future | 03/18/2024 | 341,525 | (1,000) |
PLANROCK ALTERNATIVE GROWTH ETF | |||||||
SCHEDULE OF INVESTMENTS (Unaudited) (Continued) | |||||||
December 31, 2023 | |||||||
OPEN FUTURES CONTRACTS (Continued) | |||||||
Number of Contracts | Open Long Futures Contracts | Expiration | Notional Amount(b) | Value and Unrealized Appreciation (Depreciation) | |||
5 | CME British Pound Currency Future | 03/18/2024 | $ 398,469 | $ 2,119 | |||
8 | CME Canadian Dollar Currency Future | 03/19/2024 | 604,999 | (1,841) | |||
3 | CME Euro Foreign Exchange Currency Future | 03/18/2024 | 415,313 | 738 | |||
21 | Micro E-mini Dow Jones Industrial Average Index Future | 03/15/2024 | 399,126 | 3,632 | |||
7 | Micro E-mini Nasdaq 100 Future | 03/15/2024 | 238,329 | 1,740 | |||
16 | Micro E-mini Russell 2000 Future | 03/15/2024 | 163,816 | 1,393 | |||
15 | Micro E-mini S&P 500 Future | 03/15/2024 | 361,500 | 2,711 | |||
TOTAL LONG FUTURES CONTRACTS | $ (40,498) | ||||||
OPEN FUTURES CONTRACTS | |||||||
Number of Contracts | Open Short Futures Contracts | Expiration | Notional Amount(b) | Value and Unrealized Appreciation (Depreciation) | |||
13 | CBOE Volatility Index Future | 02/14/2024 | $ 198,840 | $ 14,662 | |||
16 | CBOE Volatility Index Future | 04/17/2024 | 271,218 | 12,009 | |||
11 | CBOE Volatility Index Future | 08/21/2024 | 201,025 | 5,325 | |||
2 | CBOT US Treasury Bond Future | 03/19/2024 | 249,875 | (1,563) | |||
8 | Three-Month SOFR Future | 03/18/2025 | 1,925,400 | (900) | |||
TOTAL SHORT FUTURES CONTRACTS | $ 29,533 | ||||||
TOTAL FUTURES CONTRACTS | $ 10,965 | ||||||
CBOE | - Chicago Board Options Exchange |
CBOT | - Chicago Board of Trade |
CME | - Chicago Mercantile Exchange |
SOFR | - Secured Overnight Financing Rate |
EAFE | - Europe, Australasia and Far East |
ETF | - Exchange-Traded Fund |
MSCI | - Morgan Stanley Capital International |
SPDR | - Standard & Poor's Depositary Receipt |
RJO | - R.J. O'Brien & Associates, LLC |
(a) | Each contract is equivalent to one futures contract. |
(b) | The amounts shown are the underlying reference notional amounts to stock exchange indices and equities upon which the fair value of the futures contracts held by the Fund are based. Notional values do not represent the current fair value of, and are not necessarily indicative of the future cash flows of the Fund's futures contracts. Further, the underlying price changes in relation to the variables specified by the notional values affects the fair value of these derivative financial instruments. The notional values as set forth within this schedule do not purport to represent economic value at risk to the Fund. |
PLANROCK MARKET NEUTRAL INCOME ETF | |||||||
SCHEDULE OF INVESTMENTS (Unaudited) | |||||||
December 31, 2023 | |||||||
Shares | Fair Value | ||||||
EXCHANGE-TRADED FUNDS — 79.9% | |||||||
EQUITY - 79.9% | |||||||
2,805 | iShares Emerging Markets Dividend ETF | $ 74,305 | |||||
1,545 | Pacer US Small Cap Cash Cows 100 ETF | 74,206 | |||||
978 | Schwab US Dividend Equity ETF | 74,455 | |||||
667 | Vanguard High Dividend Yield ETF | 74,457 | |||||
1,120 | Vanguard International High Dividend Yield ETF | 74,469 | |||||
1,829 | WisdomTree Emerging Markets High Dividend Fund | 74,404 | |||||
2,305 | WisdomTree US SmallCap Dividend Fund | 74,152 | |||||
3,015 | Xtrackers MSCI EAFE High Dividend Yield Equity ETF | 74,410 | |||||
TOTAL EXCHANGE-TRADED FUNDS (Cost $581,896) | 594,858 | ||||||
TOTAL INVESTMENTS - 79.9% (Cost $581,896) | $ 594,858 | ||||||
PUT OPTIONS WRITTEN - (0.2)% (Proceeds - $3,325) | (1,238) | ||||||
OTHER ASSETS IN EXCESS OF LIABILITIES- 20.3% | 151,040 | ||||||
NET ASSETS - 100.0% | $ 744,660 | ||||||
Contracts(a) | |||||||
FUTURE OPTIONS WRITTEN - (0.2)% | Counterparty | Expiration Date | Exercise Price | Notional Value | |||
PUT OPTIONS WRITTEN - (0.2)% | |||||||
1 | S&P E-mini 3rd Week Future | RJO | 01/19/2024 | $ 4,760 | $ 241,000 | $ 1,238 | |
TOTAL FUTURE OPTIONS WRITTEN (Proceeds - $3,325) | |||||||
OPEN FUTURES CONTRACTS | |||||||
Number of Contracts | Open Long Futures Contracts | Expiration | Notional Amount(b) | Value and Unrealized Depreciation | |||
6 | CBOE Volatility Index Future | 01/17/2024 | $ 84,307 | $ (5,122) | |||
1 | CBOE Volatility Index Future | 06/18/2024 | 17,736 | (817) | |||
2 | CBOE Volatility Index Future | 07/17/2024 | 36,200 | (694) | |||
TOTAL FUTURES CONTRACTS | $ (6,633) | ||||||
PLANROCK MARKET NEUTRAL INCOME ETF | |||||||
SCHEDULE OF INVESTMENTS (Unaudited) (Continued) | |||||||
December 31, 2023 | |||||||
OPEN FUTURES CONTRACTS | |||||||
Number of Contracts | Open Short Futures Contracts | Expiration | Notional Amount(b) | Value and Unrealized Appreciation (Depreciation) | |||
2 | CBOE Volatility Index Future | 02/14/2024 | $ 30,591 | $ 3,171 | |||
3 | CBOE Volatility Index Future | 04/17/2024 | 50,853 | 2,059 | |||
2 | CBOE Volatility Index Future | 08/21/2024 | 36,550 | 1,250 | |||
2 | ICE US Mini MSCI EAFE Index Future | 03/15/2024 | 225,240 | (5,220) | |||
2 | ICE US MSCI Emerging Markets EM Index Future | 03/15/2024 | 103,370 | (3,570) | |||
14 | Micro E-mini Russell 2000 Future | 03/15/2024 | 143,339 | (3,108) | |||
6 | Micro E-mini S&P 500 Future | 03/15/2024 | 144,600 | (2,115) | |||
TOTAL SHORT FUTURES CONTRACTS | $ (7,533) | ||||||
TOTAL FUTURES CONTRACTS | $ (14,166) | ||||||
CBOE | - Chicago Board Options Exchange |
EAFE | - Europe, Australasia and Far East |
ETF | - Exchange-Traded Fund |
ICE | - Intercontinental Exchange |
MSCI | - Morgan Stanley Capital International |
RJO | - R.J. O'Brien & Associates, LLC |
(a) | Each contract is equivalent to one futures contract. |
(b) | The amounts shown are the underlying reference notional amounts to stock exchange indices and equities upon which the fair value of the futures contracts held by the Fund are based. Notional values do not represent the current fair value of, and are not necessarily indicative of the future cash flows of the Fund's futures contracts. Further, the underlying price changes in relation to the variables specified by the notional values affects the fair value of these derivative financial instruments. The notional values as set forth within this schedule do not purport to represent economic value at risk to the Fund. |