DeltaShares® S&P 400 Managed Risk ETF
SCHEDULE OF INVESTMENTS
At September 30, 2020
(unaudited)
Shares | Value | |||||||
COMMON STOCKS - 39.9% | ||||||||
Aerospace & Defense - 0.4% | ||||||||
Axon Enterprise, Inc. (A) | 1,326 | $ 120,268 | ||||||
Curtiss-Wright Corp. | 868 | 80,950 | ||||||
Hexcel Corp. | 1,744 | 58,511 | ||||||
Mercury Systems, Inc. (A) | 1,170 | 90,628 | ||||||
|
| |||||||
350,357 | ||||||||
|
| |||||||
Air Freight & Logistics - 0.2% | ||||||||
XPO Logistics, Inc. (A) | 1,908 | 161,531 | ||||||
|
| |||||||
Airlines - 0.1% | ||||||||
JetBlue Airways Corp. (A) | 5,690 | 64,468 | ||||||
|
| |||||||
Auto Components - 0.6% | ||||||||
Adient PLC (A) | 1,961 | 33,984 | ||||||
Dana, Inc. | 3,018 | 37,182 | ||||||
Delphi Technologies PLC (A) (B) | 1,804 | 30,145 | ||||||
Fox Factory Holding Corp. (A) | 866 | 64,370 | ||||||
Gentex Corp. | 5,134 | 132,200 | ||||||
Goodyear Tire & Rubber Co. | 4,867 | 37,330 | ||||||
Lear Corp. | 1,139 | 124,208 | ||||||
Visteon Corp. (A) | 581 | 40,217 | ||||||
|
| |||||||
499,636 | ||||||||
|
| |||||||
Automobiles - 0.2% | ||||||||
Harley-Davidson, Inc. | 3,201 | 78,552 | ||||||
Thor Industries, Inc. (B) | 1,153 | 109,835 | ||||||
|
| |||||||
188,387 | ||||||||
|
| |||||||
Banks - 2.1% | ||||||||
Associated Banc-Corp. | 3,210 | 40,510 | ||||||
BancorpSouth Bank | 2,014 | 39,031 | ||||||
Bank of Hawaii Corp. | 837 | 42,285 | ||||||
Bank OZK | 2,525 | 53,833 | ||||||
Cathay General Bancorp | 1,563 | 33,886 | ||||||
CIT Group, Inc. | 2,056 | 36,412 | ||||||
Commerce Bancshares, Inc. | 2,097 | 118,040 | ||||||
Cullen / Frost Bankers, Inc. | 1,166 | 74,566 | ||||||
East West Bancorp, Inc. | 2,955 | 96,747 | ||||||
First Financial Bankshares, Inc. | 2,967 | 82,809 | ||||||
First Horizon National Corp. | 11,556 | 108,973 | ||||||
FNB Corp. | 6,751 | 45,772 | ||||||
Fulton Financial Corp. | 3,385 | 31,582 | ||||||
Glacier Bancorp, Inc. | 1,993 | 63,876 | ||||||
Hancock Whitney Corp. | 1,804 | 33,933 | ||||||
Home BancShares, Inc. | 3,175 | 48,133 | ||||||
International Bancshares Corp. | 1,163 | 30,308 | ||||||
PacWest Bancorp | 2,439 | 41,658 | ||||||
Pinnacle Financial Partners, Inc. | 1,584 | 56,375 | ||||||
Prosperity Bancshares, Inc. | 1,935 | 100,291 | ||||||
Signature Bank | 1,119 | 92,866 | ||||||
Sterling Bancorp | 4,062 | 42,732 | ||||||
Synovus Financial Corp. | 3,077 | 65,140 | ||||||
TCF Financial Corp. | 3,180 | 74,285 | ||||||
Texas Capital Bancshares, Inc. (A) | 1,054 | 32,811 | ||||||
Trustmark Corp. | 1,325 | 28,368 | ||||||
UMB Financial Corp. | 903 | 44,256 | ||||||
Umpqua Holdings Corp. | 4,600 | 48,852 | ||||||
United Bankshares, Inc. | 2,710 | 58,184 | ||||||
Valley National Bancorp | 8,434 | 57,773 |
Shares | Value | |||||||
COMMON STOCKS (continued) | ||||||||
Banks (continued) | ||||||||
Webster Financial Corp. | 1,884 | $ 49,756 | ||||||
Wintrust Financial Corp. | 1,203 | 48,180 | ||||||
|
| |||||||
1,822,223 | ||||||||
|
| |||||||
Beverages - 0.2% | ||||||||
Boston Beer Co., Inc., Class A (A) | 190 | 167,838 | ||||||
|
| |||||||
Biotechnology - 0.6% | ||||||||
Arrowhead Pharmaceuticals, Inc. (A) | 2,137 | 92,019 | ||||||
Emergent BioSolutions, Inc. (A) | 940 | 97,130 | ||||||
Exelixis, Inc. (A) | 6,454 | 157,800 | ||||||
Ligand Pharmaceuticals, Inc. (A) (B) | 336 | 32,028 | ||||||
United Therapeutics Corp. (A) | 928 | 93,728 | ||||||
|
| |||||||
472,705 | ||||||||
|
| |||||||
Building Products - 0.7% | ||||||||
Builders FirstSource, Inc. (A) | 2,438 | 79,528 | ||||||
Lennox International, Inc. | 727 | 198,187 | ||||||
Owens Corning | 2,256 | 155,235 | ||||||
Trex Co., Inc. (A) | 2,418 | 173,129 | ||||||
|
| |||||||
606,079 | ||||||||
|
| |||||||
Capital Markets - 1.0% | ||||||||
Affiliated Managers Group, Inc. | 972 | 66,465 | ||||||
Eaton Vance Corp. | 2,385 | 90,988 | ||||||
Evercore, Inc., Class A | 848 | 55,510 | ||||||
FactSet Research Systems, Inc. | 794 | 265,895 | ||||||
Federated Hermes, Inc., Class B | 1,988 | 42,762 | ||||||
Interactive Brokers Group, Inc., Class A | 1,651 | 79,793 | ||||||
Janus Henderson Group PLC | 3,149 | 68,396 | ||||||
SEI Investments Co. | 2,540 | 128,829 | ||||||
Stifel Financial Corp. | 1,432 | 72,402 | ||||||
|
| |||||||
871,040 | ||||||||
|
| |||||||
Chemicals - 1.0% | ||||||||
Ashland Global Holdings, Inc. | 1,137 | 80,636 | ||||||
Avient Corp. | 1,910 | 50,539 | ||||||
Cabot Corp. | 1,179 | 42,479 | ||||||
Chemours Co. | 3,430 | 71,721 | ||||||
Ingevity Corp. (A) | 862 | 42,617 | ||||||
Minerals Technologies, Inc. | 713 | 36,434 | ||||||
NewMarket Corp. | 153 | 52,375 | ||||||
Olin Corp. | 2,968 | 36,744 | ||||||
RPM International, Inc. | 2,715 | 224,911 | ||||||
Scotts Miracle-Gro Co. | 850 | 129,973 | ||||||
Sensient Technologies Corp. | 885 | 51,100 | ||||||
Valvoline, Inc. | 3,865 | 73,590 | ||||||
|
| |||||||
893,119 | ||||||||
|
| |||||||
Commercial Services & Supplies - 0.8% | ||||||||
Brink’s Co. | 1,055 | 43,350 | ||||||
Clean Harbors, Inc. (A) | 1,069 | 59,896 | ||||||
Healthcare Services Group, Inc. | 1,554 | 33,458 | ||||||
Herman Miller, Inc. | 1,230 | 37,097 | ||||||
HNI Corp. | 891 | 27,959 | ||||||
IAA, Inc. (A) | 2,798 | 145,692 | ||||||
KAR Auction Services, Inc. | 2,699 | 38,866 | ||||||
MSA Safety, Inc. | 755 | 101,298 | ||||||
Stericycle, Inc. (A) | 1,911 | 120,508 | ||||||
Tetra Tech, Inc. | 1,126 | 107,533 | ||||||
|
| |||||||
715,657 | ||||||||
|
| |||||||
Communications Equipment - 0.4% | ||||||||
Ciena Corp. (A) | 3,209 | 127,365 | ||||||
InterDigital, Inc. | 643 | 36,690 |
Transamerica ETF Trust | Page 1 |
DeltaShares® S&P 400 Managed Risk ETF
SCHEDULE OF INVESTMENTS (continued)
At September 30, 2020
(unaudited)
Shares | Value | |||||||
COMMON STOCKS (continued) | ||||||||
Communications Equipment (continued) | ||||||||
Lumentum Holdings, Inc. (A) (B) | 1,571 | $ 118,029 | ||||||
NetScout Systems, Inc. (A) | 1,513 | 33,029 | ||||||
ViaSat, Inc. (A) | 1,339 | 46,048 | ||||||
|
| |||||||
361,161 | ||||||||
|
| |||||||
Construction & Engineering - 0.4% | ||||||||
AECOM (A) | 3,350 | 140,164 | ||||||
Dycom Industries, Inc. (A) | 665 | 35,125 | ||||||
EMCOR Group, Inc. | 1,147 | 77,663 | ||||||
Fluor Corp. | 2,606 | 22,959 | ||||||
MasTec, Inc. (A) | 1,172 | 49,459 | ||||||
Valmont Industries, Inc. | 446 | 55,384 | ||||||
|
| |||||||
380,754 | ||||||||
|
| |||||||
Construction Materials - 0.1% | ||||||||
Eagle Materials, Inc. | 872 | 75,271 | ||||||
|
| |||||||
Consumer Finance - 0.2% | ||||||||
FirstCash, Inc. | 866 | 49,544 | ||||||
LendingTree, Inc. (A) (B) | 164 | 50,330 | ||||||
Navient Corp. | 4,051 | 34,231 | ||||||
SLM Corp. | 7,838 | 63,409 | ||||||
|
| |||||||
197,514 | ||||||||
|
| |||||||
Containers & Packaging - 0.4% | ||||||||
AptarGroup, Inc. | 1,347 | 152,480 | ||||||
Greif, Inc., Class A | 552 | 19,988 | ||||||
O-I Glass, Inc. | 3,278 | 34,714 | ||||||
Silgan Holdings, Inc. | 1,644 | 60,450 | ||||||
Sonoco Products Co. | 2,097 | 107,094 | ||||||
|
| |||||||
374,726 | ||||||||
|
| |||||||
Distributors - 0.3% | ||||||||
Pool Corp. | 837 | 280,010 | ||||||
|
| |||||||
Diversified Consumer Services - 0.5% | ||||||||
Adtalem Global Education, Inc. (A) | 1,084 | 26,601 | ||||||
Graham Holdings Co., Class B | 87 | 35,157 | ||||||
Grand Canyon Education, Inc. (A) | 988 | 78,981 | ||||||
H&R Block, Inc. | 4,020 | 65,486 | ||||||
Service Corp. International | 3,681 | 155,264 | ||||||
Strategic Education, Inc. | 510 | 46,650 | ||||||
WW International, Inc. (A) | 980 | 18,493 | ||||||
|
| |||||||
426,632 | ||||||||
|
| |||||||
Diversified Financial Services - 0.1% | ||||||||
Jefferies Financial Group, Inc. | 4,511 | 81,198 | ||||||
|
| |||||||
Electric Utilities - 0.5% | ||||||||
ALLETE, Inc. | 1,084 | 56,086 | ||||||
Hawaiian Electric Industries, Inc. | 2,280 | 75,787 | ||||||
IDACORP, Inc. | 1,054 | 84,215 | ||||||
OGE Energy Corp. | 4,181 | 125,388 | ||||||
PNM Resources, Inc. | 1,664 | 68,773 | ||||||
|
| |||||||
410,249 | ||||||||
|
| |||||||
Electrical Equipment - 1.0% | ||||||||
Acuity Brands, Inc. | 828 | 84,746 | ||||||
EnerSys | 887 | 59,535 | ||||||
Generac Holdings, Inc. (A) | 1,311 | 253,862 | ||||||
Hubbell, Inc. | 1,133 | 155,040 | ||||||
nVent Electric PLC | 3,549 | 62,782 | ||||||
Regal Beloit Corp. | 848 | 79,602 | ||||||
Sunrun, Inc. (A) | 2,650 | 204,235 | ||||||
|
| |||||||
899,802 | ||||||||
|
|
Shares | Value | |||||||
COMMON STOCKS (continued) | ||||||||
Electronic Equipment, Instruments & Components - 1.5% | ||||||||
Arrow Electronics, Inc. (A) | 1,621 | $ 127,508 | ||||||
Avnet, Inc. | 2,063 | 53,308 | ||||||
Belden, Inc. | 930 | 28,942 | ||||||
Cognex Corp. | 3,614 | 235,271 | ||||||
Coherent, Inc. (A) | 507 | 56,242 | ||||||
II-VI, Inc. (A) (B) | 2,165 | 87,812 | ||||||
Jabil, Inc. | 2,831 | 96,990 | ||||||
Littelfuse, Inc. | 508 | 90,089 | ||||||
National Instruments Corp. | 2,745 | 97,996 | ||||||
SYNNEX Corp. | 860 | 120,452 | ||||||
Trimble, Inc. (A) | 5,226 | 254,506 | ||||||
Vishay Intertechnology, Inc. | 2,769 | 43,113 | ||||||
|
| |||||||
1,292,229 | ||||||||
|
| |||||||
Energy Equipment & Services - 0.0% (C) | ||||||||
ChampionX Corp. (A) | 3,881 | 31,009 | ||||||
|
| |||||||
Entertainment - 0.1% | ||||||||
Cinemark Holdings, Inc. (B) | 2,237 | 22,370 | ||||||
World Wrestling Entertainment, Inc., Class A | 975 | 39,458 | ||||||
|
| |||||||
61,828 | ||||||||
|
| |||||||
Equity Real Estate Investment Trusts - 3.6% | ||||||||
American Campus Communities, Inc. | 2,875 | 100,395 | ||||||
Brixmor Property Group, Inc. | 6,193 | 72,396 | ||||||
Camden Property Trust | 2,034 | 180,985 | ||||||
CoreSite Realty Corp. | 888 | 105,565 | ||||||
Corporate Office Properties Trust | 2,343 | 55,576 | ||||||
Cousins Properties, Inc. | 3,103 | 88,715 | ||||||
CyrusOne, Inc. | 2,441 | 170,943 | ||||||
Douglas Emmett, Inc. | 3,443 | 86,419 | ||||||
EastGroup Properties, Inc. | 822 | 106,309 | ||||||
EPR Properties | 1,558 | 42,845 | ||||||
First Industrial Realty Trust, Inc. | 2,657 | 105,749 | ||||||
GEO Group, Inc. | 2,534 | 28,736 | ||||||
Healthcare Realty Trust, Inc. | 2,842 | 85,601 | ||||||
Highwoods Properties, Inc. | 2,170 | 72,847 | ||||||
Hudson Pacific Properties, Inc. | 3,203 | 70,242 | ||||||
JBG SMITH Properties | 2,347 | 62,759 | ||||||
Kilroy Realty Corp. | 2,189 | 113,740 | ||||||
Lamar Advertising Co., Class A | 1,804 | 119,371 | ||||||
Life Storage, Inc. | 980 | 103,165 | ||||||
Macerich Co. (B) | 2,341 | 15,895 | ||||||
Medical Properties Trust, Inc. | 11,046 | 194,741 | ||||||
National Retail Properties, Inc. | 3,625 | 125,099 | ||||||
Omega Healthcare Investors, Inc. | 4,741 | 141,946 | ||||||
Park Hotels & Resorts, Inc. | 4,921 | 49,161 | ||||||
Pebblebrook Hotel Trust | 2,733 | 34,244 | ||||||
Physicians Realty Trust | 4,347 | 77,855 | ||||||
PotlatchDeltic Corp. | 1,397 | 58,814 | ||||||
PS Business Parks, Inc. | 419 | 51,281 | ||||||
Rayonier, Inc. | 2,851 | 75,380 | ||||||
Rexford Industrial Realty, Inc. | 2,586 | 118,335 | ||||||
Sabra Health Care, Inc. | 4,294 | 59,193 | ||||||
Service Properties Trust | 3,438 | 27,332 | ||||||
Spirit Realty Capital, Inc. (B) | 2,152 | 72,630 | ||||||
STORE Capital Corp. | 4,764 | 130,677 | ||||||
Taubman Centers, Inc. | 1,289 | 42,911 | ||||||
Urban Edge Properties | 2,291 | 22,269 | ||||||
Weingarten Realty Investors | 2,515 | 42,654 | ||||||
|
| |||||||
3,112,775 | ||||||||
|
| |||||||
Food & Staples Retailing - 0.4% | ||||||||
BJ’S Wholesale Club Holdings, Inc. (A) | 2,881 | 119,705 |
Transamerica ETF Trust | Page 2 |
DeltaShares® S&P 400 Managed Risk ETF
SCHEDULE OF INVESTMENTS (continued)
At September 30, 2020
(unaudited)
Shares | Value | |||||||
COMMON STOCKS (continued) | ||||||||
Food & Staples Retailing (continued) | ||||||||
Casey’s General Stores, Inc. | 771 | $ 136,968 | ||||||
Grocery Outlet Holding Corp. (A) | 1,741 | 68,456 | ||||||
Sprouts Farmers Market, Inc. (A) | 2,463 | 51,551 | ||||||
|
| |||||||
376,680 | ||||||||
|
| |||||||
Food Products - 0.8% | ||||||||
Darling Ingredients, Inc. (A) | 3,383 | 121,890 | ||||||
Flowers Foods, Inc. | 4,110 | 99,996 | ||||||
Hain Celestial Group, Inc. (A) | 1,745 | 59,854 | ||||||
Ingredion, Inc. | 1,399 | 105,876 | ||||||
Lancaster Colony Corp. | 408 | 72,950 | ||||||
Pilgrim’s Pride Corp. (A) | 1,019 | 15,249 | ||||||
Post Holdings, Inc. (A) | 1,315 | 113,090 | ||||||
Sanderson Farms, Inc. | 413 | 48,722 | ||||||
Tootsie Roll Industries, Inc. (B) | 365 | 11,279 | ||||||
TreeHouse Foods, Inc. (A) | 1,180 | 47,825 | ||||||
|
| |||||||
696,731 | ||||||||
|
| |||||||
Gas Utilities - 0.6% | ||||||||
National Fuel Gas Co. | 1,900 | 77,121 | ||||||
New Jersey Resources Corp. | 2,004 | 54,148 | ||||||
ONE Gas, Inc. | 1,105 | 76,256 | ||||||
Southwest Gas Holdings, Inc. | 1,168 | 73,701 | ||||||
Spire, Inc. | 1,075 | 57,190 | ||||||
UGI Corp. | 4,351 | 143,496 | ||||||
|
| |||||||
481,912 | ||||||||
|
| |||||||
Health Care Equipment & Supplies - 1.3% | ||||||||
Avanos Medical, Inc. (A) | 999 | 33,187 | ||||||
Cantel Medical Corp. | 784 | 34,449 | ||||||
Globus Medical, Inc., Class A (A) | 1,573 | 77,895 | ||||||
Haemonetics Corp. (A) | 1,059 | 92,398 | ||||||
Hill-Rom Holdings, Inc. | 1,391 | 116,162 | ||||||
ICU Medical, Inc. (A) | 407 | 74,383 | ||||||
Integra LifeSciences Holdings Corp. (A) | 1,479 | 69,838 | ||||||
LivaNova PLC (A) | 1,017 | 45,979 | ||||||
Masimo Corp. (A) | 1,056 | 249,279 | ||||||
NuVasive, Inc. (A) | 1,071 | 52,019 | ||||||
Penumbra, Inc. (A) | 701 | 136,260 | ||||||
Quidel Corp. (A) | 797 | 174,846 | ||||||
|
| |||||||
1,156,695 | ||||||||
|
| |||||||
Health Care Providers & Services - 1.3% | ||||||||
Acadia Healthcare Co., Inc. (A) | 1,858 | 54,774 | ||||||
Amedisys, Inc. (A) | 678 | 160,299 | ||||||
Chemed Corp. | 332 | 159,476 | ||||||
Encompass Health Corp. | 2,077 | 134,963 | ||||||
HealthEquity, Inc. (A) | 1,602 | 82,295 | ||||||
LHC Group, Inc. (A) | 660 | 140,290 | ||||||
MEDNAX, Inc. (A) | 1,785 | 29,060 | ||||||
Molina Healthcare, Inc. (A) | 1,239 | 226,787 | ||||||
Patterson Cos., Inc. | 1,811 | 43,654 | ||||||
Tenet Healthcare Corp. (A) | 2,201 | 53,946 | ||||||
|
| |||||||
1,085,544 | ||||||||
|
| |||||||
Hotels, Restaurants & Leisure - 1.8% | ||||||||
Boyd Gaming Corp. | 1,675 | 51,406 | ||||||
Caesars Entertainment, Inc. (A) (B) | 4,159 | 233,153 | ||||||
Choice Hotels International, Inc. | 601 | 51,662 | ||||||
Churchill Downs, Inc. | 741 | 121,391 | ||||||
Cracker Barrel Old Country Store, Inc. | 495 | 56,757 | ||||||
Dunkin’ Brands Group, Inc. | 1,718 | 140,721 | ||||||
Jack in the Box, Inc. | 474 | 37,593 | ||||||
Marriott Vacations Worldwide Corp. | 858 | 77,915 | ||||||
Papa John’s International, Inc. | 685 | 56,362 |
Shares | Value | |||||||
COMMON STOCKS (continued) | ||||||||
Hotels, Restaurants & Leisure (continued) | ||||||||
Penn National Gaming, Inc. (A) (B) | 3,007 | $ 218,609 | ||||||
Scientific Games Corp., Class A (A) | 1,167 | 40,740 | ||||||
Six Flags Entertainment Corp. | 1,576 | 31,993 | ||||||
Texas Roadhouse, Inc. | 1,363 | 82,857 | ||||||
Wendy’s Co. | 3,740 | 83,383 | ||||||
Wingstop, Inc. | 618 | 84,450 | ||||||
Wyndham Destinations, Inc. | 1,781 | 54,783 | ||||||
Wyndham Hotels & Resorts, Inc. | 1,946 | 98,273 | ||||||
|
| |||||||
1,522,048 | ||||||||
|
| |||||||
Household Durables - 0.7% | ||||||||
Helen of Troy, Ltd. (A) | 529 | 102,372 | ||||||
KB Home | 1,839 | 70,599 | ||||||
Taylor Morrison Home Corp. (A) | 2,709 | 66,614 | ||||||
Tempur Sealy International, Inc. (A) | 1,002 | 89,369 | ||||||
Toll Brothers, Inc. | 2,398 | 116,687 | ||||||
TopBuild Corp. (A) | 691 | 117,947 | ||||||
TRI Pointe Group, Inc. (A) | 2,722 | 49,377 | ||||||
|
| |||||||
612,965 | ||||||||
|
| |||||||
Household Products - 0.1% | ||||||||
Energizer Holdings, Inc. | 1,216 | 47,594 | ||||||
|
| |||||||
Industrial Conglomerates - 0.2% | ||||||||
Carlisle Cos., Inc. | 1,140 | 139,502 | ||||||
|
| |||||||
Insurance - 1.8% | ||||||||
Alleghany Corp. | 299 | 155,615 | ||||||
American Financial Group, Inc. | 1,498 | 100,336 | ||||||
Brighthouse Financial, Inc. (A) | 1,943 | 52,286 | ||||||
Brown & Brown, Inc. | 4,903 | 221,959 | ||||||
CNO Financial Group, Inc. | 2,960 | 47,478 | ||||||
First American Financial Corp. | 2,329 | 118,569 | ||||||
Genworth Financial, Inc., Class A (A) | 10,569 | 35,406 | ||||||
Hanover Insurance Group, Inc. | 788 | 73,426 | ||||||
Kemper Corp. | 1,283 | 85,743 | ||||||
Mercury General Corp. | 555 | 22,960 | ||||||
Old Republic International Corp. | 5,906 | 87,054 | ||||||
Primerica, Inc. | 825 | 93,341 | ||||||
Reinsurance Group of America, Inc. | 1,419 | 135,075 | ||||||
RenaissanceRe Holdings, Ltd. | 1,070 | 181,622 | ||||||
RLI Corp. | 826 | 69,161 | ||||||
Selective Insurance Group, Inc. | 1,249 | 64,311 | ||||||
|
| |||||||
1,544,342 | ||||||||
|
| |||||||
Interactive Media & Services - 0.1% | ||||||||
TripAdvisor, Inc. | 2,007 | 39,317 | ||||||
Yelp, Inc. (A) | 1,436 | 28,849 | ||||||
|
| |||||||
68,166 | ||||||||
|
| |||||||
Internet & Direct Marketing Retail - 0.2% | ||||||||
GrubHub, Inc. (A) | 1,927 | 139,380 | ||||||
|
| |||||||
IT Services - 0.8% | ||||||||
Alliance Data Systems Corp. | 997 | 41,854 | ||||||
CACI International, Inc., Class A (A) | 524 | 111,696 | ||||||
KBR, Inc. | 2,973 | 66,476 | ||||||
LiveRamp Holdings, Inc. (A) | 1,376 | 71,236 | ||||||
MAXIMUS, Inc. | 1,281 | 87,633 | ||||||
Perspecta, Inc. | 2,854 | 55,510 | ||||||
Sabre Corp. (B) | 6,509 | 42,374 | ||||||
Science Applications International Corp. | 1,215 | 95,280 | ||||||
WEX, Inc. (A) | 921 | 127,992 | ||||||
|
| |||||||
700,051 | ||||||||
|
|
Transamerica ETF Trust | Page 3 |
DeltaShares® S&P 400 Managed Risk ETF
SCHEDULE OF INVESTMENTS (continued)
At September 30, 2020
(unaudited)
Shares | Value | |||||||
COMMON STOCKS (continued) | ||||||||
Leisure Products - 0.3% | ||||||||
Brunswick Corp. | 1,653 | $ 97,378 | ||||||
Mattel, Inc. (A) | 7,246 | 84,778 | ||||||
Polaris, Inc. | 1,204 | 113,586 | ||||||
|
| |||||||
295,742 | ||||||||
|
| |||||||
Life Sciences Tools & Services - 1.0% | ||||||||
Bio-Techne Corp. | 805 | 199,422 | ||||||
Charles River Laboratories International, Inc. (A) | 1,038 | 235,055 | ||||||
Medpace Holdings, Inc. (A) | 569 | 63,586 | ||||||
PRA Health Sciences, Inc. (A) | 1,336 | 135,524 | ||||||
Repligen Corp. (A) | 1,020 | 150,491 | ||||||
Syneos Health, Inc. (A) | 1,458 | 77,507 | ||||||
|
| |||||||
861,585 | ||||||||
|
| |||||||
Machinery - 1.9% | ||||||||
AGCO Corp. | 1,283 | 95,288 | ||||||
Colfax Corp. (A) | 2,102 | 65,919 | ||||||
Crane Co. | 1,030 | 51,634 | ||||||
Donaldson Co., Inc. | 2,634 | 122,270 | ||||||
Graco, Inc. | 3,482 | 213,621 | ||||||
ITT, Inc. | 1,805 | 106,585 | ||||||
Kennametal, Inc. | 1,732 | 50,124 | ||||||
Lincoln Electric Holdings, Inc. | 1,240 | 114,130 | ||||||
Middleby Corp. (A) | 1,162 | 104,243 | ||||||
Nordson Corp. | 1,127 | 216,181 | ||||||
Oshkosh Corp. | 1,423 | 104,590 | ||||||
Terex Corp. | 1,447 | 28,014 | ||||||
Timken Co. | 1,412 | 76,559 | ||||||
Toro Co. | 2,241 | 188,132 | ||||||
Trinity Industries, Inc. (B) | 1,859 | 36,251 | ||||||
Woodward, Inc. | 1,212 | 97,154 | ||||||
|
| |||||||
1,670,695 | ||||||||
|
| |||||||
Marine - 0.1% | ||||||||
Kirby Corp. (A) | 1,254 | 45,357 | ||||||
|
| |||||||
Media - 0.5% | ||||||||
AMC Networks, Inc., Class A (A) | 847 | 20,929 | ||||||
Cable One, Inc. | 113 | 213,053 | ||||||
John Wiley & Sons, Inc., Class A | 911 | 28,888 | ||||||
New York Times Co., Class A (B) | 3,016 | 129,055 | ||||||
TEGNA, Inc. | 4,573 | 53,733 | ||||||
|
| |||||||
445,658 | ||||||||
|
| |||||||
Metals & Mining - 0.7% | ||||||||
Commercial Metals Co. | 2,487 | 49,690 | ||||||
Compass Minerals International, Inc. | 709 | 42,079 | ||||||
Reliance Steel & Aluminum Co. | 1,332 | 135,917 | ||||||
Royal Gold, Inc. | 1,370 | 164,633 | ||||||
Steel Dynamics, Inc. | 4,174 | 119,502 | ||||||
U.S. Steel Corp. (B) | 4,603 | 33,786 | ||||||
Worthington Industries, Inc. | 753 | 30,708 | ||||||
|
| |||||||
576,315 | ||||||||
|
| |||||||
Multi-Utilities - 0.3% | ||||||||
Black Hills Corp. | 1,311 | 70,125 | ||||||
MDU Resources Group, Inc. | 4,188 | 94,230 | ||||||
NorthWestern Corp. | 1,056 | 51,364 | ||||||
|
| |||||||
215,719 | ||||||||
|
| |||||||
Multiline Retail - 0.2% | ||||||||
Kohl’s Corp. | 3,295 | 61,056 |
Shares | Value | |||||||
COMMON STOCKS (continued) | ||||||||
Multiline Retail (continued) | ||||||||
Nordstrom, Inc. (B) | 2,265 | $ 26,999 | ||||||
Ollie’s Bargain Outlet Holdings, Inc. (A) | 1,188 | 103,772 | ||||||
|
| |||||||
191,827 | ||||||||
|
| |||||||
Oil, Gas & Consumable Fuels - 0.4% | ||||||||
Antero Midstream Corp. | 5,973 | 32,075 | ||||||
Cimarex Energy Co. | 2,131 | 51,847 | ||||||
CNX Resources Corp. (A) | 4,687 | 44,245 | ||||||
EQT Corp. | 5,339 | 69,033 | ||||||
Equitrans Midstream Corp. | 8,491 | 71,834 | ||||||
Murphy Oil Corp. (B) | 3,016 | 26,903 | ||||||
World Fuel Services Corp. | 1,326 | 28,098 | ||||||
WPX Energy, Inc. (A) | 8,436 | 41,337 | ||||||
|
| |||||||
365,372 | ||||||||
|
| |||||||
Paper & Forest Products - 0.1% | ||||||||
Domtar Corp. | 1,153 | 30,289 | ||||||
Louisiana-Pacific Corp. | 2,346 | 69,231 | ||||||
|
| |||||||
99,520 | ||||||||
|
| |||||||
Personal Products - 0.1% | ||||||||
Coty, Inc., Class A | 5,913 | 15,965 | ||||||
Edgewell Personal Care Co. (A) | 1,135 | 31,644 | ||||||
Nu Skin Enterprises, Inc., Class A | 1,073 | 53,747 | ||||||
|
| |||||||
101,356 | ||||||||
|
| |||||||
Pharmaceuticals - 0.3% | ||||||||
Jazz Pharmaceuticals PLC (A) | 1,158 | 165,119 | ||||||
Nektar Therapeutics (A) (B) | 3,737 | 61,997 | ||||||
Prestige Consumer Healthcare, Inc. (A) | 1,048 | 38,168 | ||||||
|
| |||||||
265,284 | ||||||||
|
| |||||||
Professional Services - 0.5% | ||||||||
ASGN, Inc. (A) | 1,097 | 69,725 | ||||||
CoreLogic, Inc. | 1,660 | 112,332 | ||||||
FTI Consulting, Inc. (A) | 764 | 80,961 | ||||||
Insperity, Inc. | 754 | 49,380 | ||||||
ManpowerGroup, Inc. | 1,213 | 88,949 | ||||||
|
| |||||||
401,347 | ||||||||
|
| |||||||
Real Estate Management & Development - 0.1% | ||||||||
Jones Lang LaSalle, Inc. | 1,082 | 103,504 | ||||||
|
| |||||||
Road & Rail - 0.4% | ||||||||
Avis Budget Group, Inc. (A) | 1,077 | 28,346 | ||||||
Knight-Swift Transportation Holdings, Inc. | 2,631 | 107,082 | ||||||
Landstar System, Inc. | 802 | 100,643 | ||||||
Ryder System, Inc. | 1,124 | 47,478 | ||||||
Werner Enterprises, Inc. | 1,212 | 50,892 | ||||||
|
| |||||||
334,441 | ||||||||
|
| |||||||
Semiconductors & Semiconductor Equipment - 1.9% | ||||||||
Cirrus Logic, Inc. (A) | 1,220 | 82,289 | ||||||
CMC Materials, Inc. | 607 | 86,686 | ||||||
Cree, Inc. (A) | 2,291 | 146,028 | ||||||
Enphase Energy, Inc. (A) | 2,632 | 217,377 | ||||||
First Solar, Inc. (A) | 1,769 | 117,108 | ||||||
MKS Instruments, Inc. | 1,151 | 125,724 | ||||||
Monolithic Power Systems, Inc. | 882 | 246,616 | ||||||
Semtech Corp. (A) | 1,361 | 72,079 | ||||||
Silicon Laboratories, Inc. (A) | 915 | 89,533 | ||||||
SolarEdge Technologies, Inc. (A) | 1,047 | 249,552 | ||||||
Synaptics, Inc. (A) | 715 | 57,500 | ||||||
Universal Display Corp. | 895 | 161,762 | ||||||
|
| |||||||
1,652,254 | ||||||||
|
|
Transamerica ETF Trust | Page 4 |
DeltaShares® S&P 400 Managed Risk ETF
SCHEDULE OF INVESTMENTS (continued)
At September 30, 2020
(unaudited)
Shares | Value | |||||||
COMMON STOCKS (continued) | ||||||||
Software - 1.6% | ||||||||
ACI Worldwide, Inc. (A) | 2,431 | $ 63,522 | ||||||
Blackbaud, Inc. | 1,035 | 57,784 | ||||||
CDK Global, Inc. | 2,539 | 110,675 | ||||||
Ceridian HCM Holding, Inc. (A) | 2,712 | 224,147 | ||||||
CommVault Systems, Inc. (A) | 969 | 39,535 | ||||||
Fair Isaac Corp. (A) | 606 | 257,780 | ||||||
j2 Global, Inc. (A) | 935 | 64,721 | ||||||
Manhattan Associates, Inc. (A) | 1,327 | 126,715 | ||||||
Paylocity Holding Corp. (A) | 776 | 125,262 | ||||||
PTC, Inc. (A) | 2,183 | 180,578 | ||||||
Qualys, Inc. (A) | 705 | 69,097 | ||||||
Teradata Corp. (A) | 2,277 | 51,688 | ||||||
|
| |||||||
1,371,504 | ||||||||
|
| |||||||
Specialty Retail - 1.1% | ||||||||
Aaron’s, Inc. | 1,402 | 79,423 | ||||||
American Eagle Outfitters, Inc. (B) | 3,111 | 46,074 | ||||||
AutoNation, Inc. (A) | 1,221 | 64,628 | ||||||
Dick’s Sporting Goods, Inc. | 1,361 | 78,775 | ||||||
Five Below, Inc. (A) | 1,166 | 148,082 | ||||||
Foot Locker, Inc. | 2,177 | 71,906 | ||||||
Lithia Motors, Inc., Class A | 469 | 106,904 | ||||||
Murphy USA, Inc. (A) | 567 | 72,729 | ||||||
RH (A) (B) | 322 | 123,204 | ||||||
Sally Beauty Holdings, Inc. (A) (B) | 2,357 | 20,482 | ||||||
Urban Outfitters, Inc. (A) | 1,430 | 29,758 | ||||||
Williams-Sonoma, Inc. | 1,625 | 146,965 | ||||||
|
| |||||||
988,930 | ||||||||
|
| |||||||
Technology Hardware, Storage & Peripherals - 0.1% | ||||||||
NCR Corp. (A) | 2,682 | 59,380 | ||||||
|
| |||||||
Textiles, Apparel & Luxury Goods - 0.4% | ||||||||
Carter’s, Inc. (B) | 911 | 78,875 | ||||||
Columbia Sportswear Co. | 636 | 55,319 | ||||||
Deckers Outdoor Corp. (A) | 585 | 128,706 | ||||||
Skechers USA, Inc., Class A (A) | 2,847 | 86,036 | ||||||
|
| |||||||
348,936 | ||||||||
|
| |||||||
Thrifts & Mortgage Finance - 0.2% | ||||||||
Essent Group, Ltd. | 2,348 | 86,899 | ||||||
New York Community Bancorp, Inc. | 9,690 | 80,136 | ||||||
Washington Federal, Inc. | 1,581 | 32,980 | ||||||
|
| |||||||
200,015 | ||||||||
|
| |||||||
Trading Companies & Distributors - 0.4% | ||||||||
GATX Corp. (B) | 731 | 46,601 | ||||||
MSC Industrial Direct Co., Inc., Class A | 951 | 60,179 | ||||||
Univar Solutions, Inc. (A) | 3,531 | 59,603 | ||||||
Watsco, Inc. | 686 | 159,763 | ||||||
|
| |||||||
326,146 | ||||||||
|
| |||||||
Water Utilities - 0.2% | ||||||||
Essential Utilities, Inc. | 4,660 | 187,565 | ||||||
|
| |||||||
Wireless Telecommunication Services - 0.0% (C) | ||||||||
Telephone & Data Systems, Inc. | 2,079 | 38,337 | ||||||
|
| |||||||
Total Common Stocks |
| 34,516,597 | ||||||
|
|
Principal | Value | |||||||
U.S. GOVERNMENT OBLIGATION - 60.0% | ||||||||
U.S. Treasury - 60.0% | ||||||||
U.S. Treasury Note | ||||||||
0.25%, 09/30/2025 | $ 51,864,000 | $ 51,791,066 | ||||||
|
| |||||||
Total U.S. Government Obligation |
| 51,791,066 | ||||||
|
| |||||||
Shares | Value | |||||||
SHORT-TERM INVESTMENT COMPANY - 0.1% | ||||||||
Money Market Fund - 0.1% | ||||||||
State Street Institutional Treasury Money Market Fund, 0.03% (D) | 49,414 | 49,414 | ||||||
|
| |||||||
Total Short-Term Investment Company |
| 49,414 | ||||||
|
| |||||||
OTHER INVESTMENT COMPANY - 0.2% | ||||||||
Securities Lending Collateral - 0.2% | ||||||||
State Street Navigator Securities Lending Trust - Government Money Market Portfolio, 0.09% (D) | 169,383 | 169,383 | ||||||
|
| |||||||
Total Other Investment Company |
| 169,383 | ||||||
|
| |||||||
Total Investments |
| 86,526,460 | ||||||
Net Other Assets (Liabilities) - (0.2)% | (184,754 | ) | ||||||
|
| |||||||
Net Assets - 100.0% | $ 86,341,706 | |||||||
|
|
Transamerica ETF Trust | Page 5 |
DeltaShares® S&P 400 Managed Risk ETF
SCHEDULE OF INVESTMENTS (continued)
At September 30, 2020
(unaudited)
INVESTMENT VALUATION:
Valuation Inputs (E)
Level 1 - Unadjusted Quoted Prices | Level 2 - Other Significant Observable Inputs | Level 3 - Significant Unobservable Inputs | Value | |||||||||||||
ASSETS |
| |||||||||||||||
Investments |
| |||||||||||||||
Common Stocks | $ | 34,516,597 | $ | — | $ | — | $ | 34,516,597 | ||||||||
U.S. Government Obligation | — | 51,791,066 | — | 51,791,066 | ||||||||||||
Short-Term Investment Company | 49,414 | — | — | 49,414 | ||||||||||||
Other Investment Company | 169,383 | — | — | 169,383 | ||||||||||||
|
|
|
|
|
|
|
| |||||||||
Total Investments | $ | 34,735,394 | $ | 51,791,066 | $ | — | $ | 86,526,460 | ||||||||
|
|
|
|
|
|
|
|
FOOTNOTES TO SCHEDULE OF INVESTMENTS:
(A) | Non-income producing securities. | |
(B) | All or a portion of the securities are on loan. The total value of all securities on loan is $994,788, collateralized by cash collateral of $169,383 and non-cash collateral, such as U.S. government securities and irrevocable letters of credit, of $848,656. The amount of securities on loan indicated may not correspond with the securities on loan identified because securities with pending sales are in the process of recall from the brokers. | |
(C) | Percentage rounds to less than 0.1% or (0.1)%. | |
(D) | Rates disclosed reflect the yields at September 30, 2020. | |
(E) | There were no transfers in or out of Level 3 during the period ended September 30, 2020. Please reference the Investment Valuation section of the Notes to Schedule of Investments for more information regarding investment valuation and pricing inputs. |
Transamerica ETF Trust | Page 6 |
DeltaShares® S&P 400 Managed Risk ETF
NOTES TO SCHEDULE OF INVESTMENTS
At September 30, 2020
(unaudited)
INVESTMENT VALUATION
All investments in securities are recorded at their estimated fair value. The Fund values its investments at the official close of the New York Stock Exchange (“NYSE”) each day the NYSE is open for business.
The Fund utilizes various methods to measure the fair value of its investments on a recurring basis. Generally Accepted Accounting Principles in the United States of America establishes a hierarchy that prioritizes inputs to valuation methods. The inputs or methodology used for valuing securities are not necessarily an indication of the risk associated with investing in those securities. The three levels (“Levels”) of inputs of the fair value hierarchy are defined as follows:
Level 1 — Unadjusted quoted prices in active markets for identical securities.
Level 2 — Inputs, other than quoted prices included in Level 1, which are observable, either directly or indirectly. These inputs may include quoted prices for the identical instrument on an inactive market, prices for similar instruments, interest rates, prepayment speeds, credit risk, yield curves, default rates, and similar data.
Level 3 — Unobservable inputs based on the best information available in the circumstances, to the extent observable inputs are not available, which may include the Fund’s own assumptions used in determining the fair value of investments.
The inputs used to measure fair value may fall into different Levels of the fair value hierarchy. In such cases, for disclosure purposes, the Level in the fair value hierarchy that is assigned to the fair value measurement of a security is determined based on the lowest Level input that is significant to the fair value measurement in its entirety. Certain investments that are measured at fair value using Net Asset Value (“NAV”) per share, or its equivalent, using the “practical expedient” have not been classified in the fair value Levels. The hierarchy classification of inputs used to value the Fund’s investments at September 30, 2020, is disclosed within the Investment Valuation section of the Schedule of Investments.
The availability of observable inputs can vary from security to security and is affected by a wide variety of factors, including, but not limited to, the type of security, whether the security is new and not yet established in the marketplace, the liquidity of markets, and other characteristics particular to the security. To the extent that valuation is based on models or inputs that are less observable or unobservable in the market, the determination of fair value requires more judgment. Accordingly, the degree of judgment exercised in determining fair value is generally greatest for instruments categorized in Level 3. Due to the inherent uncertainty of valuation, the determination of values may differ significantly from values that would have been realized had a ready market for investments existed, and the differences could be material.
Fair value measurements: Descriptions of the valuation techniques applied to the Fund’s significant categories of assets and liabilities measured at fair value on a recurring basis are as follows:
Equity securities: Securities are stated at the last reported sales price or closing price on the day of valuation taken from the primary exchange where the security is principally traded. To the extent these securities are actively traded and valuation adjustments are not applied, they are categorized in Level 1 of the fair value hierarchy. Equities traded on inactive markets or valued by reference to similar instruments are generally categorized in Level 2 or Level 3 if inputs are unobservable.
U.S. government obligations: U.S. government obligations are normally valued using a model that incorporates market observable data such as reported sales of similar securities, broker quotes, yields, bids, offers, and reference data. Certain securities are valued by principally using dealer quotations. U.S. government obligations generally are categorized in Level 2 of the fair value hierarchy, or Level 3 if inputs are unobservable.
Investment companies: Certain investment companies are valued at the NAV of the underlying investments as the practical expedient. These investment companies are not included within the fair value hierarchy. Certain other investment companies are valued at the actively traded NAV of the underlying investments and no valuation adjustments are applied. These investment companies are categorized in Level 1 of the fair value hierarchy.
Securities lending collateral: Securities lending collateral is invested in a money market fund which is valued at the NAV and no valuation adjustments are applied. Securities lending collateral is categorized in Level 1 of the fair value hierarchy.
The notes are an integral part of this report. Transamerica ETF Trust | Page 7 |