WBI BullBear Trend Switch US 3000 Total Return ETF
Schedule of Investments
March 31, 2022 (Unaudited)
Shares | Security Description | Value | ||||||
EXCHANGE TRADED FUNDS - 98.9% | ||||||||
32,925 | iShares Russell 3000 ETF | $ | 8,638,532 | |||||
186,880 | Schwab US Broad Market ETF | 9,977,523 | ||||||
43,766 | Vanguard Total Stock Market ETF + | 9,964,206 | ||||||
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TOTAL EXCHANGE TRADED FUNDS (Cost $27,197,257) | 28,580,261 | |||||||
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Shares/Amount | Security Description | Value | ||||||
INVESTMENTS PURCHASED WITH PROCEEDS FROM SECURITIES LENDING - 10.7% | ||||||||
3,080,980 | Mount Vernon Liquid Assets Portfolio, LLC, 0.39% (a)(b) | 3,080,980 | ||||||
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TOTAL INVESTMENTS PURCHASED WITH PROCEEDS FROM SECURITIES LENDING (Cost $3,080,980) | 3,080,980 | |||||||
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TOTAL INVESTMENTS - 109.6% (Cost $30,278,237) | 31,661,241 | |||||||
Liabilities in Excess of Other Assets - (9.6)% | (2,767,903 | ) | ||||||
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NET ASSETS - 100.0% | $ | 28,893,338 | ||||||
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+ | All or portion of this security is on loan as of March 31, 2022. Total value of securities on loan is $2,972,232. |
(a) | The rate quoted is the annualized seven-day yield as of March 31, 2022. |
(b) | Privately offered liquidity fund. |
The accompanying notes are an integral part of these schedules of investments.