DeltaShares® S&P 400 Managed Risk ETF
SCHEDULE OF INVESTMENTS
At September 30, 2021
(unaudited)
Shares | Value | |||||||
COMMON STOCKS - 92.9% | ||||||||
Aerospace & Defense - 1.0% | ||||||||
Axon Enterprise, Inc. (A) | 2,528 | $ 442,451 | ||||||
Curtiss-Wright Corp. | 1,574 | 198,607 | ||||||
Hexcel Corp. (A) | 3,228 | 191,711 | ||||||
Mercury Systems, Inc. (A) | 2,162 | 102,522 | ||||||
|
| |||||||
935,291 | ||||||||
|
| |||||||
Air Freight & Logistics - 0.3% | ||||||||
GXO Logistics, Inc. (A) | 3,795 | 297,680 | ||||||
|
| |||||||
Airlines - 0.2% | ||||||||
JetBlue Airways Corp. (A) | 12,243 | 187,195 | ||||||
|
| |||||||
Auto Components - 1.5% | ||||||||
Adient PLC (A) | 3,627 | 150,339 | ||||||
Dana, Inc. | 5,591 | 124,344 | ||||||
Fox Factory Holding Corp. (A) | 1,621 | 234,299 | ||||||
Gentex Corp. | 9,199 | 303,383 | ||||||
Goodyear Tire & Rubber Co. (A) | 10,817 | 191,461 | ||||||
Lear Corp. | 2,300 | 359,904 | ||||||
Visteon Corp. (A) | 1,077 | 101,658 | ||||||
|
| |||||||
1,465,388 | ||||||||
|
| |||||||
Automobiles - 0.5% | ||||||||
Harley-Davidson, Inc. | 5,923 | 216,841 | ||||||
Thor Industries, Inc. | 2,132 | 261,724 | ||||||
|
| |||||||
478,565 | ||||||||
|
| |||||||
Banks - 6.6% | ||||||||
Associated Banc-Corp. | 5,889 | 126,142 | ||||||
BancorpSouth Bank | 4,181 | 124,510 | ||||||
Bank of Hawaii Corp. | 1,558 | 128,021 | ||||||
Bank OZK | 4,691 | 201,619 | ||||||
Cathay General Bancorp | 3,009 | 124,543 | ||||||
CIT Group, Inc. | 3,817 | 198,293 | ||||||
Commerce Bancshares, Inc. | 4,092 | 285,131 | ||||||
Cullen / Frost Bankers, Inc. | 2,181 | 258,710 | ||||||
East West Bancorp, Inc. | 5,462 | 423,524 | ||||||
First Financial Bankshares, Inc. | 4,933 | 226,671 | ||||||
First Horizon Corp. | 21,149 | 344,517 | ||||||
FNB Corp. | 12,301 | 142,938 | ||||||
Fulton Financial Corp. | 6,278 | 95,928 | ||||||
Glacier Bancorp, Inc. | 4,169 | 230,754 | ||||||
Hancock Whitney Corp. | 3,344 | 157,569 | ||||||
Home BancShares, Inc. | 5,812 | 136,756 | ||||||
International Bancshares Corp. | 2,049 | 85,320 | ||||||
PacWest Bancorp | 4,513 | 204,529 | ||||||
Pinnacle Financial Partners, Inc. | 2,930 | 275,654 | ||||||
Prosperity Bancshares, Inc. | 3,578 | 254,503 | ||||||
Signature Bank | 2,334 | 635,502 | ||||||
Sterling Bancorp | 7,418 | 185,153 | ||||||
Synovus Financial Corp. | 5,638 | 247,452 | ||||||
Texas Capital Bancshares, Inc. (A) | 1,948 | 116,919 | ||||||
UMB Financial Corp. | 1,657 | 160,248 | ||||||
Umpqua Holdings Corp. | 8,475 | 171,619 | ||||||
United Bankshares, Inc. | 4,974 | 180,954 | ||||||
Valley National Bancorp | 15,654 | 208,355 | ||||||
Webster Financial Corp. | 3,488 | 189,957 | ||||||
Wintrust Financial Corp. | 2,196 | 176,493 | ||||||
|
| |||||||
6,298,284 | ||||||||
|
|
Shares | Value | |||||||
COMMON STOCKS (continued) | ||||||||
Beverages - 0.2% | ||||||||
Boston Beer Co., Inc., Class A (A) | 361 | $ 184,020 | ||||||
|
| |||||||
Biotechnology - 1.6% | ||||||||
Arrowhead Pharmaceuticals, Inc. (A) | 4,014 | 250,594 | ||||||
Emergent BioSolutions, Inc. (A) | 1,840 | 92,129 | ||||||
Exelixis, Inc. (A) | 12,129 | 256,407 | ||||||
Halozyme Therapeutics, Inc. (A) (B) | 5,480 | 222,927 | ||||||
Neurocrine Biosciences, Inc. (A) | 3,644 | 349,496 | ||||||
United Therapeutics Corp. (A) | 1,728 | 318,954 | ||||||
|
| |||||||
1,490,507 | ||||||||
|
| |||||||
Building Products - 2.3% | ||||||||
Builders FirstSource, Inc. (A) | 7,977 | 412,730 | ||||||
Carlisle Cos., Inc. | 2,007 | 398,971 | ||||||
Lennox International, Inc. | 1,316 | 387,128 | ||||||
Owens Corning | 3,970 | 339,435 | ||||||
Simpson Manufacturing Co., Inc. | 1,672 | 178,854 | ||||||
Trex Co., Inc. (A) | 4,441 | 452,671 | ||||||
|
| |||||||
2,169,789 | ||||||||
|
| |||||||
Capital Markets - 2.5% | ||||||||
Affiliated Managers Group, Inc. | 1,586 | 239,629 | ||||||
Evercore, Inc., Class A | 1,527 | 204,114 | ||||||
FactSet Research Systems, Inc. | 1,454 | 574,010 | ||||||
Federated Hermes, Inc. | 3,756 | 122,070 | ||||||
Interactive Brokers Group, Inc., Class A | 3,363 | 209,649 | ||||||
Janus Henderson Group PLC | 6,635 | 274,225 | ||||||
Jefferies Financial Group, Inc. | 7,608 | 282,485 | ||||||
SEI Investments Co. | 4,128 | 244,790 | ||||||
Stifel Financial Corp. | 4,034 | 274,151 | ||||||
|
| |||||||
2,425,123 | ||||||||
|
| |||||||
Chemicals - 2.3% | ||||||||
Ashland Global Holdings, Inc. | 2,174 | 193,747 | ||||||
Avient Corp. | 3,515 | 162,920 | ||||||
Cabot Corp. | 2,184 | 109,462 | ||||||
Chemours Co. | 6,359 | 184,793 | ||||||
Ingevity Corp. (A) | 1,521 | 108,554 | ||||||
Minerals Technologies, Inc. | 1,293 | 90,303 | ||||||
NewMarket Corp. | 278 | 94,178 | ||||||
Olin Corp. | 5,560 | 268,270 | ||||||
RPM International, Inc. | 4,996 | 387,939 | ||||||
Scotts Miracle-Gro Co. | 1,568 | 229,492 | ||||||
Sensient Technologies Corp. | 1,623 | 147,823 | ||||||
Valvoline, Inc. | 6,959 | 216,982 | ||||||
|
| |||||||
2,194,463 | ||||||||
|
| |||||||
Commercial Services & Supplies - 1.6% | ||||||||
Brink’s Co. | 1,917 | 121,346 | ||||||
Clean Harbors, Inc. (A) | 1,927 | 200,158 | ||||||
Herman Miller, Inc. | 2,899 | 109,176 | ||||||
IAA, Inc. (A) | 5,189 | 283,164 | ||||||
KAR Auction Services, Inc. (A) | 4,588 | 75,197 | ||||||
MSA Safety, Inc. | 1,403 | 204,417 | ||||||
Stericycle, Inc. (A) | 3,536 | 240,342 | ||||||
Tetra Tech, Inc. | 2,082 | 310,926 | ||||||
|
| |||||||
1,544,726 | ||||||||
|
| |||||||
Communications Equipment - 0.8% | ||||||||
Ciena Corp. (A) | 5,958 | 305,943 | ||||||
Lumentum Holdings, Inc. (A) (B) | 2,922 | 244,104 | ||||||
NetScout Systems, Inc. (A) | 2,852 | 76,861 | ||||||
ViaSat, Inc. (A) | 2,823 | 155,463 | ||||||
|
| |||||||
782,371 | ||||||||
|
|
Transamerica ETF Trust | Page 1 |
DeltaShares® S&P 400 Managed Risk ETF
SCHEDULE OF INVESTMENTS (continued)
At September 30, 2021
(unaudited)
Shares | Value | |||||||
COMMON STOCKS (continued) | ||||||||
Construction & Engineering - 1.2% | ||||||||
AECOM (A) | 5,546 | $ 350,230 | ||||||
Dycom Industries, Inc. (A) | 1,185 | 84,419 | ||||||
EMCOR Group, Inc. | 2,069 | 238,721 | ||||||
Fluor Corp. (A) (B) | 5,444 | 86,941 | ||||||
MasTec, Inc. (A) | 2,203 | 190,075 | ||||||
Valmont Industries, Inc. | 817 | 192,093 | ||||||
|
| |||||||
1,142,479 | ||||||||
|
| |||||||
Construction Materials - 0.2% | ||||||||
Eagle Materials, Inc. | 1,612 | 211,430 | ||||||
|
| |||||||
Consumer Finance - 0.7% | ||||||||
FirstCash, Inc. | 1,557 | 136,237 | ||||||
LendingTree, Inc. (A) | 441 | 61,665 | ||||||
Navient Corp. | 6,462 | 127,495 | ||||||
PROG Holdings, Inc. | 2,560 | 107,546 | ||||||
SLM Corp. | 11,773 | 207,205 | ||||||
|
| |||||||
640,148 | ||||||||
|
| |||||||
Containers & Packaging - 0.7% | ||||||||
AptarGroup, Inc. | 2,539 | 303,030 | ||||||
Greif, Inc., Class A | 1,022 | 66,021 | ||||||
Silgan Holdings, Inc. | 3,230 | 123,903 | ||||||
Sonoco Products Co. | 3,785 | 225,510 | ||||||
|
| |||||||
718,464 | ||||||||
|
| |||||||
Diversified Consumer Services - 0.8% | ||||||||
Graham Holdings Co., Class B | 155 | 91,320 | ||||||
Grand Canyon Education, Inc. (A) | 1,740 | 153,050 | ||||||
H&R Block, Inc. | 6,855 | 171,375 | ||||||
Service Corp. International | 6,452 | 388,798 | ||||||
|
| |||||||
804,543 | ||||||||
|
| |||||||
Diversified Telecommunication Services - 0.2% | ||||||||
Iridium Communications, Inc. (A) | 5,079 | 202,398 | ||||||
|
| |||||||
Electric Utilities - 0.9% | ||||||||
ALLETE, Inc. | 2,012 | 119,754 | ||||||
Hawaiian Electric Industries, Inc. | 4,208 | 171,813 | ||||||
IDACORP, Inc. | 1,945 | 201,074 | ||||||
OGE Energy Corp. | 7,706 | 253,990 | ||||||
PNM Resources, Inc. | 3,305 | 163,531 | ||||||
|
| |||||||
910,162 | ||||||||
|
| |||||||
Electrical Equipment - 1.6% | ||||||||
Acuity Brands, Inc. | 1,375 | 238,384 | ||||||
EnerSys | 1,637 | 121,858 | ||||||
Hubbell, Inc. | 2,094 | 378,323 | ||||||
nVent Electric PLC | 6,472 | 209,240 | ||||||
Regal Beloit Corp. | 1,567 | 235,583 | ||||||
Sunrun, Inc. (A) (B) | 7,928 | 348,832 | ||||||
|
| |||||||
1,532,220 | ||||||||
|
| |||||||
Electronic Equipment, Instruments & Components - 3.0% | ||||||||
Arrow Electronics, Inc. (A) | 2,765 | 310,482 | ||||||
Avnet, Inc. | 3,831 | 141,632 | ||||||
Belden, Inc. | 1,727 | 100,615 | ||||||
Cognex Corp. | 6,803 | 545,737 | ||||||
Coherent, Inc. (A) | 945 | 236,335 | ||||||
II-VI, Inc. (A) (B) | 4,038 | 239,696 | ||||||
Jabil, Inc. | 5,614 | 327,689 | ||||||
Littelfuse, Inc. | 948 | 259,060 | ||||||
National Instruments Corp. | 5,120 | 200,857 | ||||||
SYNNEX Corp. | 1,600 | 166,560 |
Shares | Value | |||||||
COMMON STOCKS (continued) | ||||||||
Electronic Equipment, Instruments & Components (continued) | ||||||||
Vishay Intertechnology, Inc. | 5,109 | $ 102,640 | ||||||
Vontier Corp. | 6,503 | 218,501 | ||||||
|
| |||||||
2,849,804 | ||||||||
|
| |||||||
Energy Equipment & Services - 0.4% | ||||||||
ChampionX Corp. (A) | 7,769 | 173,715 | ||||||
NOV, Inc. (A) | 15,042 | 197,200 | ||||||
|
| |||||||
370,915 | ||||||||
|
| |||||||
Entertainment - 0.1% | ||||||||
World Wrestling Entertainment, Inc., Class A (B) | 1,738 | 97,780 | ||||||
|
| |||||||
Equity Real Estate Investment Trusts - 8.6% | ||||||||
American Campus Communities, Inc. | 5,355 | 259,450 | ||||||
Apartment Income Corp. | 6,043 | 294,959 | ||||||
Brixmor Property Group, Inc. | 11,433 | 252,784 | ||||||
Camden Property Trust | 3,872 | 571,004 | ||||||
CoreSite Realty Corp. | 1,702 | 235,795 | ||||||
Corporate Office Properties Trust | 4,325 | 116,689 | ||||||
Cousins Properties, Inc. | 5,724 | 213,448 | ||||||
CyrusOne, Inc. | 4,775 | 369,633 | ||||||
Douglas Emmett, Inc. | 6,755 | 213,526 | ||||||
EastGroup Properties, Inc. | 1,556 | 259,276 | ||||||
EPR Properties | 2,880 | 142,214 | ||||||
First Industrial Realty Trust, Inc. | 4,971 | 258,890 | ||||||
Healthcare Realty Trust, Inc. | 5,603 | 166,857 | ||||||
Highwoods Properties, Inc. | 4,012 | 175,966 | ||||||
Hudson Pacific Properties, Inc. | 5,870 | 154,205 | ||||||
JBG SMITH Properties | 4,470 | 132,357 | ||||||
Kilroy Realty Corp. | 4,035 | 267,157 | ||||||
Lamar Advertising Co., Class A | 3,340 | 378,923 | ||||||
Life Storage, Inc. | 3,015 | 345,941 | ||||||
Macerich Co. | 8,201 | 137,039 | ||||||
Medical Properties Trust, Inc. | 22,934 | 460,285 | ||||||
National Retail Properties, Inc. | 6,760 | 291,964 | ||||||
National Storage Affiliates Trust | 3,140 | 165,761 | ||||||
Omega Healthcare Investors, Inc. | 9,196 | 275,512 | ||||||
Park Hotels & Resorts, Inc. (A) | 9,105 | 174,270 | ||||||
Pebblebrook Hotel Trust | 5,058 | 113,350 | ||||||
Physicians Realty Trust | 8,370 | 147,479 | ||||||
PotlatchDeltic Corp. | 2,581 | 133,128 | ||||||
PS Business Parks, Inc. | 774 | 121,317 | ||||||
Rayonier, Inc. | 5,441 | 194,135 | ||||||
Rexford Industrial Realty, Inc. | 5,303 | 300,945 | ||||||
Sabra Health Care, Inc. | 8,501 | 125,135 | ||||||
SL Green Realty Corp. (B) | 2,586 | 183,192 | ||||||
Spirit Realty Capital, Inc. | 4,585 | 211,093 | ||||||
STORE Capital Corp. | 9,414 | 301,530 | ||||||
Urban Edge Properties | 4,239 | 77,616 | ||||||
|
| |||||||
8,222,825 | ||||||||
|
| |||||||
Food & Staples Retailing - 1.0% | ||||||||
BJ’s Wholesale Club Holdings, Inc. (A) | 5,279 | 289,923 | ||||||
Casey’s General Stores, Inc. | 1,425 | 268,541 | ||||||
Grocery Outlet Holding Corp. (A) | 3,360 | 72,475 | ||||||
Performance Food Group Co. (A) | 5,916 | 274,858 | ||||||
Sprouts Farmers Market, Inc. (A) | 4,396 | 101,855 | ||||||
|
| |||||||
1,007,652 | ||||||||
|
| |||||||
Food Products - 1.7% | ||||||||
Darling Ingredients, Inc. (A) | 6,239 | 448,584 | ||||||
Flowers Foods, Inc. | 7,663 | 181,077 | ||||||
Hain Celestial Group, Inc. (A) | 3,225 | 137,965 | ||||||
Ingredion, Inc. | 2,580 | 229,646 | ||||||
Lancaster Colony Corp. | 764 | 128,971 |
Transamerica ETF Trust | Page 2 |
DeltaShares® S&P 400 Managed Risk ETF
SCHEDULE OF INVESTMENTS (continued)
At September 30, 2021
(unaudited)
Shares | Value | |||||||
COMMON STOCKS (continued) | ||||||||
Food Products (continued) | ||||||||
Pilgrim’s Pride Corp. (A) | 1,876 | $ 54,554 | ||||||
Post Holdings, Inc. (A) | 2,256 | 248,521 | ||||||
Sanderson Farms, Inc. | 817 | 153,759 | ||||||
Tootsie Roll Industries, Inc. (B) | 672 | 20,449 | ||||||
|
| |||||||
1,603,526 | ||||||||
|
| |||||||
Gas Utilities - 1.1% | ||||||||
National Fuel Gas Co. | 3,510 | 184,345 | ||||||
New Jersey Resources Corp. | 3,713 | 129,250 | ||||||
ONE Gas, Inc. | 2,060 | 130,542 | ||||||
Southwest Gas Holdings, Inc. | 2,275 | 152,152 | ||||||
Spire, Inc. | 1,990 | 121,748 | ||||||
UGI Corp. | 8,050 | 343,091 | ||||||
|
| |||||||
1,061,128 | ||||||||
|
| |||||||
Health Care Equipment & Supplies - 3.6% | ||||||||
Envista Holdings Corp. (A) | 6,208 | 259,557 | ||||||
Globus Medical, Inc., Class A (A) | 3,015 | 231,009 | ||||||
Haemonetics Corp. (A) | 1,962 | 138,498 | ||||||
Hill-Rom Holdings, Inc. | 2,534 | 380,100 | ||||||
ICU Medical, Inc. (A) | 767 | 179,002 | ||||||
Integra LifeSciences Holdings Corp. (A) | 2,800 | 191,744 | ||||||
LivaNova PLC (A) | 2,048 | 162,181 | ||||||
Masimo Corp. (A) | 1,950 | 527,885 | ||||||
Neogen Corp. (A) | 4,138 | 179,713 | ||||||
NuVasive, Inc. (A) | 1,989 | 119,042 | ||||||
Penumbra, Inc. (A) | 1,324 | 352,846 | ||||||
Quidel Corp. (A) | 1,459 | 205,938 | ||||||
STAAR Surgical Co. (A) | 1,825 | 234,567 | ||||||
Tandem Diabetes Care, Inc. (A) | 2,427 | 289,735 | ||||||
|
| |||||||
3,451,817 | ||||||||
|
| |||||||
Health Care Providers & Services - 2.9% | ||||||||
Acadia Healthcare Co., Inc. (A) | 3,460 | 220,679 | ||||||
Amedisys, Inc. (A) | 1,256 | 187,270 | ||||||
Chemed Corp. | 606 | 281,863 | ||||||
Encompass Health Corp. | 3,831 | 287,478 | ||||||
HealthEquity, Inc. (A) | 3,210 | 207,880 | ||||||
LHC Group, Inc. (A) | 1,219 | 191,273 | ||||||
Molina Healthcare, Inc. (A) | 2,248 | 609,905 | ||||||
Option Care Health, Inc. (A) | 5,331 | 129,330 | ||||||
Patterson Cos., Inc. | 3,319 | 100,035 | ||||||
Progyny, Inc. (A) | 2,650 | 148,400 | ||||||
R1 RCM, Inc. (A) | 5,153 | 113,417 | ||||||
Tenet Healthcare Corp. (A) | 4,121 | 273,799 | ||||||
|
| |||||||
2,751,329 | ||||||||
|
| |||||||
Hotels, Restaurants & Leisure - 2.9% | ||||||||
Boyd Gaming Corp. (A) | 3,154 | 199,522 | ||||||
Choice Hotels International, Inc. | 1,264 | 159,732 | ||||||
Churchill Downs, Inc. | 1,335 | 320,507 | ||||||
Cracker Barrel Old Country Store, Inc. | 913 | 127,674 | ||||||
Jack in the Box, Inc. | 834 | 81,173 | ||||||
Marriott Vacations Worldwide Corp. | 1,644 | 258,651 | ||||||
Papa John’s International, Inc. | 1,253 | 159,118 | ||||||
Scientific Games Corp., Class A (A) | 3,710 | 308,190 | ||||||
Six Flags Entertainment Corp. (A) | 2,975 | 126,437 | ||||||
Texas Roadhouse, Inc. | 2,688 | 245,495 | ||||||
Travel & Leisure Co. | 3,322 | 181,149 | ||||||
Wendy’s Co. | 6,862 | 148,768 | ||||||
Wingstop, Inc. | 1,145 | 187,700 | ||||||
Wyndham Hotels & Resorts, Inc. | 3,600 | 277,884 | ||||||
|
| |||||||
2,782,000 | ||||||||
|
|
Shares | Value | |||||||
COMMON STOCKS (continued) | ||||||||
Household Durables - 1.5% | ||||||||
Helen of Troy Ltd. (A) | 928 | $ 208,503 | ||||||
KB Home | 3,463 | 134,780 | ||||||
Taylor Morrison Home Corp. (A) | 4,823 | 124,337 | ||||||
Tempur Sealy International, Inc. | 7,565 | 351,092 | ||||||
Toll Brothers, Inc. | 4,465 | 246,870 | ||||||
TopBuild Corp. (A) | 1,268 | 259,699 | ||||||
Tri Pointe Homes, Inc. (A) | 4,381 | 92,088 | ||||||
|
| |||||||
1,417,369 | ||||||||
|
| |||||||
Household Products - 0.1% | ||||||||
Energizer Holdings, Inc. | 2,422 | 94,579 | ||||||
|
| |||||||
Insurance - 3.4% | ||||||||
Alleghany Corp. (A) | 534 | 333,435 | ||||||
American Financial Group, Inc. | 2,545 | 320,237 | ||||||
Brighthouse Financial, Inc. (A) | 3,200 | 144,736 | ||||||
CNO Financial Group, Inc. | 4,920 | 115,817 | ||||||
First American Financial Corp. | 4,232 | 283,756 | ||||||
Hanover Insurance Group, Inc. | 1,375 | 178,227 | ||||||
Kemper Corp. | 2,303 | 153,817 | ||||||
Kinsale Capital Group, Inc. | 825 | 133,403 | ||||||
Mercury General Corp. | 1,023 | 56,950 | ||||||
Old Republic International Corp. | 10,947 | 253,204 | ||||||
Primerica, Inc. | 1,520 | 233,518 | ||||||
Reinsurance Group of America, Inc. | 2,618 | 291,279 | ||||||
RenaissanceRe Holdings Ltd. | 1,813 | 252,732 | ||||||
RLI Corp. | 1,532 | 153,614 | ||||||
Selective Insurance Group, Inc. | 2,314 | 174,776 | ||||||
Unum Group | 7,869 | 197,197 | ||||||
|
| |||||||
3,276,698 | ||||||||
|
| |||||||
Interactive Media & Services - 0.2% | ||||||||
TripAdvisor, Inc. (A) | 3,790 | 128,291 | ||||||
Yelp, Inc. (A) | 2,662 | 99,133 | ||||||
|
| |||||||
227,424 | ||||||||
|
| |||||||
IT Services - 1.6% | ||||||||
Alliance Data Systems Corp. | 1,916 | 193,305 | ||||||
Concentrix Corp. (A) | 1,648 | 291,696 | ||||||
Genpact Ltd. | 6,649 | 315,894 | ||||||
LiveRamp Holdings, Inc. (A) | 2,615 | 123,506 | ||||||
MAXIMUS, Inc. | 2,367 | 196,934 | ||||||
Sabre Corp. (A) (B) | 12,422 | 147,077 | ||||||
WEX, Inc. (A) | 1,725 | 303,842 | ||||||
|
| |||||||
1,572,254 | ||||||||
|
| |||||||
Leisure Products - 1.3% | ||||||||
Brunswick Corp. | 2,984 | 284,286 | ||||||
Callaway Golf Co. (A) | 4,510 | 124,611 | ||||||
Mattel, Inc. (A) | 13,435 | 249,354 | ||||||
Polaris, Inc. | 2,193 | 262,414 | ||||||
YETI Holdings, Inc. (A) | 3,366 | 288,432 | ||||||
|
| |||||||
1,209,097 | ||||||||
|
| |||||||
Life Sciences Tools & Services - 1.2% | ||||||||
Medpace Holdings, Inc. (A) | 1,103 | 208,776 | ||||||
Repligen Corp. (A) | 1,968 | 568,732 | ||||||
Syneos Health, Inc. (A) | 3,984 | 348,520 | ||||||
|
| |||||||
1,126,028 | ||||||||
|
| |||||||
Machinery - 4.7% | ||||||||
AGCO Corp. | 2,380 | 291,621 | ||||||
Colfax Corp. (A) | 4,987 | 228,903 | ||||||
Crane Co. | 1,919 | 181,940 |
Transamerica ETF Trust | Page 3 |
DeltaShares® S&P 400 Managed Risk ETF
SCHEDULE OF INVESTMENTS (continued)
At September 30, 2021
(unaudited)
Shares | Value | |||||||
COMMON STOCKS (continued) | ||||||||
Machinery (continued) | ||||||||
Donaldson Co., Inc. | 4,835 | $ 277,577 | ||||||
Flowserve Corp. | 5,015 | 173,870 | ||||||
Graco, Inc. | 6,535 | 457,254 | ||||||
ITT, Inc. | 3,315 | 284,560 | ||||||
Kennametal, Inc. | 3,219 | 110,186 | ||||||
Lincoln Electric Holdings, Inc. | 2,286 | 294,414 | ||||||
Middleby Corp. (A) | 2,142 | 365,233 | ||||||
Nordson Corp. | 2,081 | 495,590 | ||||||
Oshkosh Corp. | 2,642 | 270,462 | ||||||
Terex Corp. | 2,687 | 113,123 | ||||||
Timken Co. | 2,672 | 174,802 | ||||||
Toro Co. | 4,122 | 401,524 | ||||||
Trinity Industries, Inc. | 3,211 | 87,243 | ||||||
Woodward, Inc. | 2,449 | 277,227 | ||||||
|
| |||||||
4,485,529 | ||||||||
|
| |||||||
Marine - 0.1% | ||||||||
Kirby Corp. (A) | 2,314 | 110,979 | ||||||
|
| |||||||
Media - 1.0% | ||||||||
Cable One, Inc. | 191 | 346,308 | ||||||
John Wiley & Sons, Inc., Class A | 1,676 | 87,504 | ||||||
New York Times Co., Class A | 6,433 | 316,954 | ||||||
TEGNA, Inc. | 8,511 | 167,837 | ||||||
|
| |||||||
918,603 | ||||||||
|
| |||||||
Metals & Mining - 2.0% | ||||||||
Cleveland-Cliffs, Inc. (A) (B) | 17,508 | 346,833 | ||||||
Commercial Metals Co. | 4,642 | 141,395 | ||||||
Compass Minerals International, Inc. | 1,310 | 84,364 | ||||||
Reliance Steel & Aluminum Co. | 2,444 | 348,075 | ||||||
Royal Gold, Inc. | 2,526 | 241,208 | ||||||
Steel Dynamics, Inc. | 7,465 | 436,553 | ||||||
U.S. Steel Corp. (B) | 10,400 | 228,488 | ||||||
Worthington Industries, Inc. | 1,275 | 67,193 | ||||||
|
| |||||||
1,894,109 | ||||||||
|
| |||||||
Multi-Utilities - 0.5% | ||||||||
Black Hills Corp. | 2,444 | 153,385 | ||||||
MDU Resources Group, Inc. | 7,793 | 231,218 | ||||||
NorthWestern Corp. | 1,985 | 113,741 | ||||||
|
| |||||||
498,344 | ||||||||
|
| |||||||
Multiline Retail - 0.6% | ||||||||
Kohl’s Corp. | 6,015 | 283,246 | ||||||
Nordstrom, Inc. (A) (B) | 4,282 | 113,259 | ||||||
Ollie’s Bargain Outlet Holdings, Inc. (A) (B) | 2,337 | 140,875 | ||||||
|
| |||||||
537,380 | ||||||||
|
| |||||||
Oil, Gas & Consumable Fuels - 2.0% | ||||||||
Antero Midstream Corp. | 12,499 | 130,240 | ||||||
Cimarex Energy Co. | 3,958 | 345,138 | ||||||
CNX Resources Corp. (A) | 8,390 | 105,882 | ||||||
DTE Midstream LLC (A) | 3,729 | 172,429 | ||||||
EQT Corp. (A) | 11,636 | 238,072 | ||||||
Equitrans Midstream Corp. | 15,652 | 158,711 | ||||||
HollyFrontier Corp. | 5,755 | 190,663 | ||||||
Murphy Oil Corp. | 5,589 | 139,557 | ||||||
Targa Resources Corp. | 8,803 | 433,196 | ||||||
|
| |||||||
1,913,888 | ||||||||
|
| |||||||
Paper & Forest Products - 0.2% | ||||||||
Louisiana-Pacific Corp. | 3,666 | 224,982 | ||||||
|
|
Shares | Value | |||||||
COMMON STOCKS (continued) | ||||||||
Personal Products - 0.2% | ||||||||
Coty, Inc., Class A (A) | 12,878 | $ 101,221 | ||||||
Nu Skin Enterprises, Inc., Class A | 1,930 | 78,107 | ||||||
|
| |||||||
179,328 | ||||||||
|
| |||||||
Pharmaceuticals - 0.7% | ||||||||
Jazz Pharmaceuticals PLC (A) | 2,354 | 306,514 | ||||||
Nektar Therapeutics (A) | 7,076 | 127,085 | ||||||
Perrigo Co. PLC | 5,148 | 243,655 | ||||||
|
| |||||||
677,254 | ||||||||
|
| |||||||
Professional Services - 1.5% | ||||||||
ASGN, Inc. (A) | 2,037 | 230,466 | ||||||
CACI International, Inc., Class A (A) | 907 | 237,725 | ||||||
FTI Consulting, Inc. (A) | 1,320 | 177,804 | ||||||
Insperity, Inc. | 1,382 | 153,043 | ||||||
KBR, Inc. | 5,420 | 213,548 | ||||||
ManpowerGroup, Inc. | 2,088 | 226,089 | ||||||
Science Applications International Corp. | 2,231 | 190,884 | ||||||
|
| |||||||
1,429,559 | ||||||||
|
| |||||||
Real Estate Management & Development - 0.5% | ||||||||
Jones Lang LaSalle, Inc. (A) | 1,952 | 484,272 | ||||||
|
| |||||||
Road & Rail - 1.7% | ||||||||
Avis Budget Group, Inc. (A) | 1,819 | 211,932 | ||||||
Knight-Swift Transportation Holdings, Inc. | 6,390 | 326,848 | ||||||
Landstar System, Inc. | 1,474 | 232,627 | ||||||
Ryder System, Inc. | 2,070 | 171,210 | ||||||
Saia, Inc. (A) | 1,014 | 241,362 | ||||||
Werner Enterprises, Inc. | 2,380 | 105,363 | ||||||
XPO Logistics, Inc. (A) | 3,795 | 302,006 | ||||||
|
| |||||||
1,591,348 | ||||||||
|
| |||||||
Semiconductors & Semiconductor Equipment - 3.7% | ||||||||
Amkor Technology, Inc. | 3,857 | 96,232 | ||||||
Brooks Automation, Inc. | 2,860 | 292,721 | ||||||
Cirrus Logic, Inc. (A) | 2,217 | 182,570 | ||||||
CMC Materials, Inc. | 1,125 | 138,634 | ||||||
Cree, Inc. (A) (B) | 4,445 | 358,845 | ||||||
First Solar, Inc. (A) | 3,807 | 363,416 | ||||||
Lattice Semiconductor Corp. (A) | 5,251 | 339,477 | ||||||
MKS Instruments, Inc. | 2,135 | 322,193 | ||||||
Semtech Corp. (A) | 2,500 | 194,925 | ||||||
Silicon Laboratories, Inc. (A) | 1,564 | 219,210 | ||||||
SolarEdge Technologies, Inc. (A) | 2,012 | 533,623 | ||||||
Synaptics, Inc. (A) | 1,355 | 243,534 | ||||||
Universal Display Corp. | 1,669 | 285,332 | ||||||
|
| |||||||
3,570,712 | ||||||||
|
| |||||||
Software - 4.0% | ||||||||
ACI Worldwide, Inc. (A) | 4,523 | 138,992 | ||||||
Aspen Technology, Inc. (A) | 2,615 | 321,122 | ||||||
Blackbaud, Inc. (A) | 1,618 | 113,826 | ||||||
CDK Global, Inc. | 4,688 | 199,474 | ||||||
Cerence, Inc. (A) (B) | 1,463 | 140,609 | ||||||
CommVault Systems, Inc. (A) | 1,766 | 132,997 | ||||||
Digital Turbine, Inc. (A) | 3,367 | 231,481 | ||||||
Envestnet, Inc. (A) | 2,099 | 168,424 | ||||||
Fair Isaac Corp. (A) | 1,093 | 434,938 | ||||||
j2 Global, Inc. (A) | 1,856 | 253,567 | ||||||
Manhattan Associates, Inc. (A) | 2,441 | 373,546 | ||||||
Mimecast Ltd. (A) | 2,354 | 149,714 | ||||||
NCR Corp. (A) | 5,059 | 196,087 | ||||||
Paylocity Holding Corp. (A) | 1,513 | 424,245 |
Transamerica ETF Trust | Page 4 |
DeltaShares® S&P 400 Managed Risk ETF
SCHEDULE OF INVESTMENTS (continued)
At September 30, 2021
(unaudited)
Shares | Value | |||||||
COMMON STOCKS (continued) | ||||||||
Software (continued) | ||||||||
Qualys, Inc. (A) | 1,289 | $ 143,453 | ||||||
SailPoint Technologies Holdings, Inc. (A) (B) | 3,578 | 153,425 | ||||||
Teradata Corp. (A) | 4,200 | 240,870 | ||||||
|
| |||||||
3,816,770 | ||||||||
|
| |||||||
Specialty Retail - 3.5% | ||||||||
American Eagle Outfitters, Inc. (B) | 5,876 | 151,601 | ||||||
AutoNation, Inc. (A) (B) | 1,681 | 204,678 | ||||||
Dick’s Sporting Goods, Inc. | 2,523 | 302,180 | ||||||
Five Below, Inc. (A) | 2,156 | 381,202 | ||||||
Foot Locker, Inc. | 3,468 | 158,349 | ||||||
GameStop Corp., Class A (A) | 2,395 | 420,251 | ||||||
Lithia Motors, Inc. | 1,165 | 369,352 | ||||||
Murphy USA, Inc. | 915 | 153,043 | ||||||
RH (A) | 656 | 437,493 | ||||||
Urban Outfitters, Inc. (A) | 2,537 | 75,323 | ||||||
Victoria’s Secret & Co. (A) | 2,891 | 159,757 | ||||||
Williams-Sonoma, Inc. | 2,892 | 512,838 | ||||||
|
| |||||||
3,326,067 | ||||||||
|
| |||||||
Technology Hardware, Storage & Peripherals - 0.1% | ||||||||
Xerox Holdings Corp. | 5,291 | 106,719 | ||||||
|
| |||||||
Textiles, Apparel & Luxury Goods - 1.6% | ||||||||
Capri Holdings Ltd. (A) | 5,852 | 283,295 | ||||||
Carter’s, Inc. | 1,694 | 164,725 | ||||||
Columbia Sportswear Co. | 1,346 | 129,001 | ||||||
Crocs, Inc. (A) | 2,402 | 344,639 | ||||||
Deckers Outdoor Corp. (A) | 1,065 | 383,613 | ||||||
Skechers USA, Inc., Class A (A) | 5,193 | 218,729 | ||||||
|
| |||||||
1,524,002 | ||||||||
|
| |||||||
Thrifts & Mortgage Finance - 0.7% | ||||||||
Essent Group Ltd. | 4,307 | 189,551 | ||||||
MGIC Investment Corp. | 13,063 | 195,422 | ||||||
New York Community Bancorp, Inc. | 17,903 | 230,412 | ||||||
Washington Federal, Inc. | 2,616 | 89,755 | ||||||
|
| |||||||
705,140 | ||||||||
|
| |||||||
Trading Companies & Distributors - 0.8% | ||||||||
GATX Corp. (B) | 1,367 | 122,428 | ||||||
MSC Industrial Direct Co., Inc., Class A | 1,809 | 145,064 | ||||||
Univar Solutions, Inc. (A) | 6,580 | 156,736 | ||||||
Watsco, Inc. | 1,269 | 335,803 | ||||||
|
| |||||||
760,031 | ||||||||
|
| |||||||
Water Utilities - 0.4% | ||||||||
Essential Utilities, Inc. | 8,610 | 396,749 | ||||||
|
| |||||||
Wireless Telecommunication Services - 0.1% | ||||||||
Telephone & Data Systems, Inc. | 3,805 | 74,198 | ||||||
|
| |||||||
Total Common Stocks |
| 88,963,434 | ||||||
|
| |||||||
Principal | Value | |||||||
U.S. GOVERNMENT OBLIGATION - 6.9% | ||||||||
U.S. Treasury - 6.9% | ||||||||
U.S. Treasury Note | $ 6,604,000 | 6,563,498 | ||||||
|
| |||||||
Total U.S. Government Obligation |
| 6,563,498 | ||||||
|
|
Shares | Value | |||||||
SHORT-TERM INVESTMENT COMPANY - 0.2% | ||||||||
Money Market Fund - 0.2% | ||||||||
State Street Institutional Treasury Money Market Fund, 0.01% (C) | 161,310 | $ 161,310 | ||||||
|
| |||||||
Total Short-Term Investment Company |
| 161,310 | ||||||
|
| |||||||
OTHER INVESTMENT COMPANY - 0.3% | ||||||||
Securities Lending Collateral - 0.3% | ||||||||
State Street Navigator Securities Lending Trust - Government Money Market Portfolio, 0.03% (C) | 324,192 | 324,192 | ||||||
|
| |||||||
Total Other Investment Company |
| 324,192 | ||||||
|
| |||||||
Total Investments |
| 96,012,434 | ||||||
Net Other Assets (Liabilities) - (0.3)% | (289,435 | ) | ||||||
|
| |||||||
Net Assets - 100.0% | $ 95,722,999 | |||||||
|
|
Transamerica ETF Trust | Page 5 |
DeltaShares® S&P 400 Managed Risk ETF
SCHEDULE OF INVESTMENTS (continued)
At September 30, 2021
(unaudited)
FUTURES CONTRACTS:
Long Futures Contracts
Description | Number of Contracts | Expiration Date | Notional Amount | Value | Unrealized Appreciation | Unrealized Depreciation | ||||||||||||||||||||||||
S&P Midcap 400® E-Mini Index | 1 | 12/17/2021 | $ | 266,606 | $ | 263,320 | $ | — | $ | (3,286 | ) |
INVESTMENT VALUATION:
Valuation Inputs (D)
Level 1 - Unadjusted Quoted Prices | Level 2 - Other Significant Observable Inputs | Level 3 - Significant Unobservable Inputs | Value | |||||||||||||
ASSETS |
| |||||||||||||||
Investments |
| |||||||||||||||
Common Stocks | $ | 88,963,434 | $ | — | $ | — | $ | 88,963,434 | ||||||||
U.S. Government Obligation | — | 6,563,498 | — | 6,563,498 | ||||||||||||
Short-Term Investment Company | 161,310 | — | — | 161,310 | ||||||||||||
Other Investment Company | 324,192 | — | — | 324,192 | ||||||||||||
|
|
|
|
|
|
|
| |||||||||
Total Investments | $ | 89,448,936 | $ | 6,563,498 | $ | — | $ | 96,012,434 | ||||||||
|
|
|
|
|
|
|
| |||||||||
LIABILITIES | ||||||||||||||||
Other Financial Instruments |
| |||||||||||||||
Futures Contracts (E) | $ | (3,286 | ) | $ | — | $ | — | $ | (3,286 | ) | ||||||
|
|
|
|
|
|
|
| |||||||||
Total Other Financial Instruments | $ | (3,286 | ) | $ | — | $ | — | $ | (3,286 | ) | ||||||
|
|
|
|
|
|
|
|
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 $2,936,195, collateralized by cash collateral of $324,192 and non-cash collateral, such as U.S. government securities and irrevocable letters of credit, of $2,680,303. 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) | Rates disclosed reflect the yields at September 30, 2021. | |
(D) | There were no transfers in or out of Level 3 during the period ended September 30, 2021. Please reference the Investment Valuation section of the Notes to Schedule of Investments for more information regarding investment valuation and pricing inputs. | |
(E) | Derivative instruments are valued at unrealized appreciation (depreciation). |
Transamerica ETF Trust | Page 6 |
DeltaShares® S&P 400 Managed Risk ETF
NOTES TO SCHEDULE OF INVESTMENTS
At September 30, 2021
(unaudited)
INVESTMENT VALUATION
DeltaShares® S&P 400 Managed Risk ETF (the “Fund”) is a series of the Transamerica ETF Trust.
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 and derivative instruments.
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, 2021, 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.
Foreign equity securities: Securities in which the primary trading market closes at the same time or after the NYSE, are valued based on quotations from the primary market in which they are traded and are categorized in Level 1. Because many foreign securities markets and exchanges close prior to the close of the NYSE, closing prices for foreign securities in those markets or on those exchanges do not reflect the events that occur after that close. Certain foreign securities may be fair valued using a pricing service that considers the correlation of the trading patterns of the foreign security to the intraday trading in the U.S. markets for investments such as American Depositary Receipts, financial futures, ETFs and the movement of the certain indices of securities based on a statistical analysis of their historical relationship; such valuations generally are categorized in Level 2.
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.
Transamerica ETF Trust | Page 7 |
DeltaShares® S&P 400 Managed Risk ETF
NOTES TO SCHEDULE OF INVESTMENTS (continued)
At September 30, 2021
(unaudited)
Investment companies: Certain investment companies are valued at the NAV 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 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 actively traded NAV and no valuation adjustments are applied. Securities lending collateral is categorized in Level 1 of the fair value hierarchy.
Derivative instruments: Centrally cleared or listed derivatives that are actively traded are valued based on quoted prices from the exchange and are categorized in Level 1 of the fair value hierarchy. Over-the-counter (“OTC”) derivative contracts include forward, swap, swaption, and option contracts related to interest rates, foreign currencies, credit standing of reference entities, equity prices, or commodity prices. Depending on the product and the terms of the transaction, the fair value of the OTC derivative products are modeled taking into account the counterparties’ creditworthiness and using a series of techniques, including simulation models. Many pricing models do not entail material subjectivity because the methodologies employed do not necessitate significant judgments and the pricing inputs are observed from actively quoted markets, as is the case of interest rate swap and option contracts. The majority of OTC derivative products valued by the Fund using pricing models fall into this category and are categorized within Level 2 of the fair value hierarchy or Level 3 if inputs are unobservable.
Transamerica ETF Trust | Page 8 |