DeltaShares® S&P International Managed Risk ETF
SCHEDULE OF INVESTMENTS
At March 31, 2022
(unaudited)
| Shares | Value | |||||||
| COMMON STOCKS - 38.2% | ||||||||
| Australia - 3.2% | ||||||||
AGL Energy Ltd. | 139 | $ 806 | ||||||
Allkem Ltd. (A) | 126 | 1,082 | ||||||
ALS Ltd. | 102 | 1,026 | ||||||
Alumina Ltd. | 498 | 752 | ||||||
Ampol Ltd. | 50 | 1,150 | ||||||
APA Group (B) | 250 | 2,003 | ||||||
Aristocrat Leisure Ltd. | 142 | 3,913 | ||||||
ASX Ltd. | 41 | 2,519 | ||||||
Atlas Arteria Ltd. | 203 | 999 | ||||||
Atlassian Corp. PLC, Class A (A) | 30 | 8,815 | ||||||
Aurizon Holdings Ltd. | 390 | 1,081 | ||||||
Australia & New Zealand Banking Group Ltd. | 596 | 12,353 | ||||||
Bank of Queensland Ltd. | 136 | 886 | ||||||
Bendigo & Adelaide Bank Ltd. | 119 | 920 | ||||||
BHP Group Ltd. | 1,072 | 41,660 | ||||||
BlueScope Steel Ltd. | 104 | 1,629 | ||||||
Boral Ltd. | 70 | 182 | ||||||
Brambles Ltd. | 304 | 2,262 | ||||||
carsales.com Ltd. | 60 | 943 | ||||||
Charter Hall Group, REIT | 100 | 1,240 | ||||||
CIMIC Group Ltd. | 14 | 231 | ||||||
Cochlear Ltd. | 14 | 2,369 | ||||||
Coles Group Ltd. | 283 | 3,806 | ||||||
Commonwealth Bank of Australia | 361 | 28,673 | ||||||
Computershare Ltd. | 121 | 2,244 | ||||||
Crown Resorts Ltd. (A) | 76 | 728 | ||||||
CSL Ltd. | 101 | 20,338 | ||||||
Dexus, REIT | 228 | 1,875 | ||||||
Domino’s Pizza Enterprises Ltd. (B) | 13 | 858 | ||||||
Endeavour Group Ltd. | 269 | 1,473 | ||||||
Evolution Mining Ltd. | 388 | 1,282 | ||||||
Fortescue Metals Group Ltd. | 359 | 5,570 | ||||||
Goodman Group, REIT | 360 | 6,188 | ||||||
GPT Group, REIT | 406 | 1,579 | ||||||
Harvey Norman Holdings Ltd. | 137 | 550 | ||||||
IDP Education Ltd. | 44 | 1,043 | ||||||
IGO Ltd. | 143 | 1,510 | ||||||
Incitec Pivot Ltd. | 411 | 1,170 | ||||||
Insurance Australia Group Ltd. (B) | 522 | 1,717 | ||||||
JB Hi-Fi Ltd. | 24 | 977 | ||||||
Lendlease Corp. Ltd. | 146 | 1,228 | ||||||
Macquarie Group Ltd. | 76 | 11,601 | ||||||
Magellan Financial Group Ltd. | 31 | 371 | ||||||
Medibank Pvt Ltd. | 583 | 1,348 | ||||||
Mineral Resources Ltd. | 35 | 1,385 | ||||||
Mirvac Group, REIT | 835 | 1,561 | ||||||
National Australia Bank Ltd. | 687 | 16,689 | ||||||
Newcrest Mining Ltd. | 189 | 3,795 | ||||||
NEXTDC Ltd. (A) | 97 | 849 | ||||||
Northern Star Resources Ltd. | 247 | 1,992 | ||||||
Orica Ltd. | 87 | 1,042 | ||||||
Origin Energy Ltd. | 373 | 1,745 | ||||||
OZ Minerals Ltd. | 71 | 1,422 | ||||||
Pilbara Minerals Ltd. (A) | 549 | 1,319 | ||||||
Pro Medicus Ltd. | 10 | 368 | ||||||
Qantas Airways Ltd. (A) | 196 | 767 | ||||||
QBE Insurance Group Ltd. | 313 | 2,703 | ||||||
Qube Holdings Ltd. | 407 | 957 | ||||||
Ramsay Health Care Ltd. | 39 | 1,908 | ||||||
REA Group Ltd. | 11 | 1,119 | ||||||
| Shares | Value | |||||||
| COMMON STOCKS (continued) | ||||||||
| Australia (continued) | ||||||||
Reece Ltd. | 60 | $ 859 | ||||||
Rio Tinto Ltd. | 79 | 7,066 | ||||||
Santos Ltd. | 646 | 3,755 | ||||||
Scentre Group, REIT | 1,099 | 2,517 | ||||||
SEEK Ltd. | 75 | 1,679 | ||||||
Seven Group Holdings Ltd. | 33 | 526 | ||||||
Sonic Healthcare Ltd. | 102 | 2,718 | ||||||
South32 Ltd. | 985 | 3,713 | ||||||
Stockland, REIT | 506 | 1,623 | ||||||
Suncorp Group Ltd. | 267 | 2,230 | ||||||
Tabcorp Holdings Ltd. | 471 | 1,889 | ||||||
Telstra Corp. Ltd. | 871 | 2,590 | ||||||
TPG Telecom Ltd. | 79 | 359 | ||||||
Transurban Group | 650 | 6,614 | ||||||
Treasury Wine Estates Ltd. | 153 | 1,330 | ||||||
Vicinity Centres, REIT | 820 | 1,148 | ||||||
Washington H Soul Pattinson & Co. Ltd. | 52 | 1,118 | ||||||
Wesfarmers Ltd. | 240 | 9,085 | ||||||
Westpac Banking Corp. | 742 | 13,507 | ||||||
WiseTech Global Ltd. | 35 | 1,343 | ||||||
Woodside Petroleum Ltd. | 205 | 4,942 | ||||||
Woolworths Group Ltd. | 257 | 7,191 | ||||||
Worley Ltd. | 79 | 766 | ||||||
|
| |||||||
| 303,139 | ||||||||
|
| |||||||
| Austria - 0.1% | ||||||||
ams-OSRAM AG (A) | 58 | 899 | ||||||
ANDRITZ AG | 15 | 701 | ||||||
BAWAG Group AG (C) | 15 | 767 | ||||||
CA Immobilien Anlagen AG | 10 | 312 | ||||||
Erste Group Bank AG | 72 | 2,651 | ||||||
EVN AG | 8 | 207 | ||||||
Mayr Melnhof Karton AG | 2 | 359 | ||||||
Oesterreichische Post AG | 7 | 251 | ||||||
OMV AG | 30 | 1,448 | ||||||
Raiffeisen Bank International AG | 29 | 418 | ||||||
Strabag SE | 3 | 121 | ||||||
Telekom Austria AG (A) | 30 | 234 | ||||||
Verbund AG | 14 | 1,487 | ||||||
Vienna Insurance Group AG Wiener Versicherung Gruppe | 8 | 209 | ||||||
voestalpine AG | 23 | 691 | ||||||
Wienerberger AG | 24 | 732 | ||||||
|
| |||||||
| 11,487 | ||||||||
|
| |||||||
| Belgium - 0.4% | ||||||||
Ackermans & van Haaren NV | 5 | 941 | ||||||
Ageas SA | 38 | 1,938 | ||||||
Anheuser-Busch InBev SA | 184 | 11,109 | ||||||
Azelis Group NV (A) | 5 | 122 | ||||||
D’ieteren Group | 5 | 852 | ||||||
Elia Group SA | 7 | 1,076 | ||||||
Etablissements Franz Colruyt NV | 12 | 501 | ||||||
Groupe Bruxelles Lambert SA | 22 | 2,304 | ||||||
KBC Group NV | 72 | 5,238 | ||||||
Proximus SADP | 33 | 619 | ||||||
Sofina SA | 3 | 1,102 | ||||||
Solvay SA | 15 | 1,493 | ||||||
UCB SA | 27 | 3,258 | ||||||
Umicore SA | 42 | 1,839 | ||||||
Warehouses de Pauw CVA, REIT | 30 | 1,305 | ||||||
|
| |||||||
| 33,697 | ||||||||
|
| |||||||
| Chile - 0.0% (D) | ||||||||
Antofagasta PLC | 73 | 1,608 | ||||||
|
| |||||||
Transamerica ETF Trust | Page 1 |
DeltaShares® S&P International Managed Risk ETF
SCHEDULE OF INVESTMENTS (continued)
At March 31, 2022
(unaudited)
| Shares | Value | |||||||
| COMMON STOCKS (continued) | ||||||||
| China - 0.0% (D) | ||||||||
China Evergrande New Energy Vehicle Group Ltd. (A) | 712 | $ 291 | ||||||
ENN Energy Holdings Ltd. | 160 | 2,401 | ||||||
Fosun International Ltd. | 493 | 537 | ||||||
|
| |||||||
| 3,229 | ||||||||
|
| |||||||
| Czech Republic - 0.0% (D) | ||||||||
Avast PLC (C) | 138 | 1,028 | ||||||
|
| |||||||
| Denmark - 1.0% | ||||||||
AP Moller - Maersk AS, Class A | 1 | 2,984 | ||||||
AP Moller - Maersk AS, Class B | 1 | 3,047 | ||||||
Carlsberg AS, Class B | 21 | 2,607 | ||||||
Chr Hansen Holding AS | 22 | 1,635 | ||||||
Coloplast AS, Class B | 25 | 3,831 | ||||||
Danske Bank AS | 144 | 2,426 | ||||||
Demant AS (A) | 21 | 961 | ||||||
DSV AS | 45 | 8,754 | ||||||
Genmab AS (A) | 14 | 5,162 | ||||||
GN Store Nord AS | 29 | 1,443 | ||||||
Novo Nordisk AS, Class B | 349 | 39,096 | ||||||
Novozymes AS, B Shares | 44 | 3,047 | ||||||
Orsted AS (C) | 40 | 5,081 | ||||||
Pandora AS | 21 | 2,034 | ||||||
ROCKWOOL International AS, B Shares | 1 | 334 | ||||||
Tryg AS | 76 | 1,867 | ||||||
Vestas Wind Systems AS | 214 | 6,394 | ||||||
|
| |||||||
| 90,703 | ||||||||
|
| |||||||
| Finland - 0.5% | ||||||||
Elisa OYJ | 32 | 1,945 | ||||||
Fortum OYJ | 92 | 1,692 | ||||||
Huhtamaki OYJ | 20 | 703 | ||||||
Kesko OYJ, B Shares | 58 | 1,614 | ||||||
Kojamo OYJ | 32 | 775 | ||||||
Kone OYJ, Class B | 85 | 4,501 | ||||||
Metso Outotec OYJ | 149 | 1,274 | ||||||
Neste OYJ | 91 | 4,200 | ||||||
Nokia OYJ (A) | 1,146 | 6,357 | ||||||
Nordea Bank Abp | 733 | 7,653 | ||||||
Orion OYJ, Class B | 23 | 1,053 | ||||||
Sampo OYJ, A Shares | 107 | 5,283 | ||||||
Stora Enso OYJ, R Shares | 130 | 2,577 | ||||||
UPM-Kymmene OYJ | 113 | 3,729 | ||||||
Wartsila OYJ Abp | 103 | 952 | ||||||
|
| |||||||
| 44,308 | ||||||||
|
| |||||||
| France - 3.7% | ||||||||
Aeroports de Paris (A) | 5 | 757 | ||||||
Air Liquide SA | 101 | 17,859 | ||||||
Airbus SE (A) | 130 | 15,963 | ||||||
Alstom SA | 62 | 1,467 | ||||||
Amundi SA (C) | 13 | 900 | ||||||
AXA SA | 436 | 12,887 | ||||||
BioMerieux | 10 | 1,076 | ||||||
BNP Paribas SA | 241 | 13,925 | ||||||
Bollore SE | 194 | 1,026 | ||||||
Bouygues SA | 46 | 1,619 | ||||||
Bureau Veritas SA | 61 | 1,761 | ||||||
Capgemini SE | 34 | 7,661 | ||||||
Carrefour SA | 131 | 2,863 | ||||||
Christian Dior SE | 1 | 688 | ||||||
Cie de Saint-Gobain | 111 | 6,703 | ||||||
Cie Generale des Etablissements Michelin SCA | 38 | 5,198 | ||||||
| Shares | Value | |||||||
| COMMON STOCKS (continued) | ||||||||
| France (continued) | ||||||||
Credit Agricole SA | 297 | $ 3,597 | ||||||
Danone SA | 146 | 8,127 | ||||||
Dassault Systemes SE | 147 | 7,314 | ||||||
Electricite de France SA | 119 | 1,130 | ||||||
Engie SA | 377 | 5,006 | ||||||
EssilorLuxottica SA | 64 | 11,842 | ||||||
Hermes International | 7 | 10,059 | ||||||
Kering SA | 16 | 10,249 | ||||||
L’Oreal SA | 50 | 20,242 | ||||||
Legrand SA | 57 | 5,478 | ||||||
LVMH Moet Hennessy Louis Vuitton SE | 57 | 41,186 | ||||||
Orange SA | 400 | 4,764 | ||||||
Pernod Ricard SA | 43 | 9,535 | ||||||
Publicis Groupe SA | 50 | 3,074 | ||||||
Safran SA | 74 | 8,831 | ||||||
Sanofi | 244 | 25,115 | ||||||
Sartorius Stedim Biotech | 5 | 2,072 | ||||||
Schneider Electric SE | 121 | 20,485 | ||||||
Societe Generale SA | 165 | 4,491 | ||||||
Sodexo SA | 17 | 1,396 | ||||||
Teleperformance | 12 | 4,624 | ||||||
Thales SA | 23 | 2,916 | ||||||
TotalEnergies SE | 520 | 26,632 | ||||||
Veolia Environnement SA | 139 | 4,499 | ||||||
Vinci SA | 109 | 11,278 | ||||||
Vivendi SE | 171 | 2,253 | ||||||
Worldline SA (A) (C) | 53 | 2,329 | ||||||
|
| |||||||
| 350,877 | ||||||||
|
| |||||||
| Germany - 2.7% | ||||||||
adidas AG | 38 | 8,959 | ||||||
Allianz SE | 87 | 20,962 | ||||||
Auto1 Group SE (A) (C) | 22 | 253 | ||||||
BASF SE | 195 | 11,230 | ||||||
Bayer AG | 208 | 14,372 | ||||||
Bayerische Motoren Werke AG | 68 | 5,947 | ||||||
Beiersdorf AG | 21 | 2,224 | ||||||
BioNTech SE, ADR (A) | 17 | 2,900 | ||||||
Brenntag SE | 33 | 2,693 | ||||||
Carl Zeiss Meditec AG | 8 | 1,308 | ||||||
Continental AG (A) | 23 | 1,674 | ||||||
Covestro AG (C) | 41 | 2,091 | ||||||
CureVac NV (A) | 18 | 353 | ||||||
Daimler Truck Holding AG (A) | 105 | 2,948 | ||||||
Delivery Hero SE (A) (C) | 40 | 1,774 | ||||||
Deutsche Bank AG (A) | 438 | 5,609 | ||||||
Deutsche Boerse AG | 40 | 7,254 | ||||||
Deutsche Post AG | 210 | 10,176 | ||||||
Deutsche Telekom AG | 718 | 13,527 | ||||||
Deutsche Wohnen SE | 10 | 338 | ||||||
E.ON SE | 476 | 5,583 | ||||||
Evonik Industries AG | 40 | 1,121 | ||||||
Fresenius Medical Care AG & Co. KGaA | 42 | 2,839 | ||||||
Fresenius SE & Co. KGaA | 88 | 3,265 | ||||||
Hannover Rueck SE | 13 | 2,233 | ||||||
Hapag-Lloyd AG (C) | 1 | 352 | ||||||
HeidelbergCement AG | 30 | 1,724 | ||||||
HelloFresh SE (A) | 37 | 1,686 | ||||||
Henkel AG & Co. KGaA | 21 | 1,401 | ||||||
Infineon Technologies AG | 277 | 9,550 | ||||||
KION Group AG | 15 | 1,001 | ||||||
Knorr-Bremse AG | 14 | 1,085 | ||||||
Mercedes-Benz Group AG | 177 | 12,567 | ||||||
Merck KGaA | 27 | 5,703 | ||||||
MTU Aero Engines AG | 11 | 2,579 | ||||||
Transamerica ETF Trust | Page 2 |
DeltaShares® S&P International Managed Risk ETF
SCHEDULE OF INVESTMENTS (continued)
At March 31, 2022
(unaudited)
| Shares | Value | |||||||
| COMMON STOCKS (continued) | ||||||||
| Germany (continued) | ||||||||
Muenchener Rueckversicherungs-Gesellschaft AG | 30 | $ 8,111 | ||||||
Puma SE | 22 | 1,896 | ||||||
RWE AG | 143 | 6,290 | ||||||
SAP SE | 232 | 26,103 | ||||||
Siemens AG | 169 | 23,629 | ||||||
Siemens Healthineers AG (C) | 60 | 3,755 | ||||||
Symrise AG | 28 | 3,391 | ||||||
Talanx AG (A) | 11 | 490 | ||||||
Traton SE | 11 | 206 | ||||||
Uniper SE | 19 | 495 | ||||||
Vantage Towers AG | 20 | 714 | ||||||
Volkswagen AG | 6 | 1,510 | ||||||
Vonovia SE | 164 | 7,720 | ||||||
Zalando SE (A) (C) | 41 | 2,098 | ||||||
|
| |||||||
| 255,689 | ||||||||
|
| |||||||
| Hong Kong - 1.0% | ||||||||
AIA Group Ltd. | 2,562 | 26,973 | ||||||
Bank of East Asia Ltd. | 310 | 487 | ||||||
BOC Hong Kong Holdings Ltd. | 761 | 2,886 | ||||||
Budweiser Brewing Co. APAC Ltd. (C) | 365 | 972 | ||||||
Chow Tai Fook Jewellery Group Ltd. | 466 | 849 | ||||||
CK Asset Holdings Ltd. | 417 | 2,859 | ||||||
CK Hutchison Holdings Ltd. | 569 | 4,181 | ||||||
CK Infrastructure Holdings Ltd. | 123 | 824 | ||||||
CLP Holdings Ltd. | 353 | 3,442 | ||||||
Futu Holdings Ltd., ADR (A) | 13 | 423 | ||||||
Galaxy Entertainment Group Ltd. | 425 | 2,551 | ||||||
Hang Lung Properties Ltd. | 391 | 789 | ||||||
Hang Seng Bank Ltd. | 154 | 2,973 | ||||||
Henderson Land Development Co. Ltd. | 277 | 1,153 | ||||||
HK Electric Investments & HK Electric Investments Ltd. | 487 | 476 | ||||||
HKT Trust & HKT Ltd. | 770 | 1,058 | ||||||
Hong Kong & China Gas Co. Ltd. | 2,292 | 2,777 | ||||||
Hong Kong Exchanges & Clearing Ltd. | 252 | 11,951 | ||||||
Hongkong Land Holdings Ltd. | 247 | 1,210 | ||||||
Jardine Matheson Holdings Ltd. | 53 | 2,915 | ||||||
Link, REIT | 447 | 3,824 | ||||||
Man Wah Holdings Ltd. | 333 | 365 | ||||||
Melco Resorts & Entertainment Ltd., ADR (A) | 43 | 329 | ||||||
MTR Corp. Ltd. | 328 | 1,774 | ||||||
New World Development Co. Ltd. | 298 | 1,212 | ||||||
Orient Overseas International Ltd. | 36 | 963 | ||||||
Power Assets Holdings Ltd. | 289 | 1,884 | ||||||
Sino Land Co. Ltd. | 677 | 878 | ||||||
Sun Hung Kai Properties Ltd. | 325 | 3,884 | ||||||
Swire Pacific Ltd., Class A | 105 | 642 | ||||||
Swire Pacific Ltd., Class B | 189 | 191 | ||||||
Swire Properties Ltd. | 223 | 554 | ||||||
Techtronic Industries Co. Ltd. | 365 | 5,914 | ||||||
Wharf Holdings Ltd. | 291 | 888 | ||||||
Wharf Real Estate Investment Co. Ltd. | 328 | 1,627 | ||||||
|
| |||||||
| 96,678 | ||||||||
|
| |||||||
| Ireland - 0.4% | ||||||||
CRH PLC | 163 | 6,593 | ||||||
DCC PLC | 21 | 1,639 | ||||||
Experian PLC | 205 | 7,965 | ||||||
Flutter Entertainment PLC (A) | 32 | 3,738 | ||||||
ICON PLC (A) | 17 | 4,135 | ||||||
James Hardie Industries PLC, CDI | 94 | 2,866 | ||||||
Kerry Group PLC, Class A | 33 | 3,712 | ||||||
Kingspan Group PLC | 33 | 3,269 | ||||||
| Shares | Value | |||||||
| COMMON STOCKS (continued) | ||||||||
| Ireland (continued) | ||||||||
Ryanair Holdings PLC, ADR (A) | 24 | $ 2,091 | ||||||
Smurfit Kappa Group PLC | 55 | 2,475 | ||||||
|
| |||||||
| 38,483 | ||||||||
|
| |||||||
| Israel - 0.5% | ||||||||
AFI Properties Ltd. | 3 | 180 | ||||||
Airport City Ltd. (A) | 16 | 366 | ||||||
Alony Hetz Properties & Investments Ltd. | 37 | 616 | ||||||
Amot Investments Ltd. | 48 | 361 | ||||||
Ashtrom Group Ltd. | 10 | 296 | ||||||
Azrieli Group Ltd. | 9 | 795 | ||||||
Bank Hapoalim BM | 292 | 2,905 | ||||||
Bank Leumi Le-Israel BM | 357 | 3,864 | ||||||
Bezeq The Israeli Telecommunication Corp. Ltd. (A) | 503 | 866 | ||||||
Big Shopping Centers Ltd. | 3 | 465 | ||||||
Camtek Ltd. (A) | 5 | 152 | ||||||
Check Point Software Technologies Ltd. (A) | 22 | 3,042 | ||||||
Clal Insurance Enterprises Holdings Ltd. (A) | 15 | 353 | ||||||
Cognyte Software Ltd. (A) | 14 | 158 | ||||||
CyberArk Software Ltd. (A) | 8 | 1,350 | ||||||
Elbit Systems Ltd. | 6 | 1,316 | ||||||
Elco Ltd. | 2 | 171 | ||||||
Energix-Renewable Energies Ltd. | 60 | 230 | ||||||
Enlight Renewable Energy Ltd. (A) | 227 | 535 | ||||||
Fattal Holdings 1998 Ltd. (A) | 1 | 144 | ||||||
First International Bank of Israel Ltd. | 13 | 563 | ||||||
Fiverr International Ltd. (A) | 7 | 533 | ||||||
Formula Systems 1985 Ltd. | 2 | 201 | ||||||
Fox Wizel Ltd. | 2 | 321 | ||||||
Gav-Yam Lands Corp. Ltd. | 14 | 165 | ||||||
Global-e Online Ltd. (A) | 6 | 203 | ||||||
Harel Insurance Investments & Financial Services Ltd. | 28 | 343 | ||||||
ICL Group Ltd. | 171 | 2,049 | ||||||
Inmode Ltd. (A) | 11 | 406 | ||||||
ironSource Ltd., A Shares (A) | 70 | 336 | ||||||
Israel Corp. Ltd. (A) | 1 | 583 | ||||||
Israel Discount Bank Ltd., A Shares | 286 | 1,789 | ||||||
JFrog Ltd. (A) | 9 | 243 | ||||||
Kornit Digital Ltd. (A) | 10 | 827 | ||||||
Matrix IT Ltd. | 8 | 209 | ||||||
Maytronics Ltd. | 12 | 235 | ||||||
Melisron Ltd. (A) | 6 | 502 | ||||||
Menora Mivtachim Holdings Ltd. | 5 | 124 | ||||||
Migdal Insurance & Financial Holdings Ltd. | 83 | 149 | ||||||
Mivne Real Estate KD Ltd. | 146 | 572 | ||||||
Mizrahi Tefahot Bank Ltd. | 37 | 1,452 | ||||||
Monday.com Ltd. (A) | 1 | 158 | ||||||
Nano Dimension Ltd., ADR (A) | 54 | 192 | ||||||
Nice Ltd. (A) | 16 | 3,514 | ||||||
Nova Ltd. (A) | 7 | 765 | ||||||
OPC Energy Ltd. (A) | 20 | 228 | ||||||
Phoenix Holdings Ltd. | 38 | 501 | ||||||
Plus500 Ltd. | 23 | 428 | ||||||
Radware Ltd. (A) | 8 | 256 | ||||||
Riskified Ltd., A Shares (A) | 5 | 30 | ||||||
Sapiens International Corp. NV | 8 | 203 | ||||||
Shapir Engineering & Industry Ltd. | 35 | 348 | ||||||
Shikun & Binui Ltd. (A) | 56 | 337 | ||||||
Shufersal Ltd. | 65 | 590 | ||||||
SimilarWeb Ltd. (A) | 2 | 26 | ||||||
Strauss Group Ltd. | 12 | 358 | ||||||
Taboola.com Ltd. (A) | 28 | 144 | ||||||
Taro Pharmaceutical Industries Ltd. (A) | 2 | 87 | ||||||
Transamerica ETF Trust | Page 3 |
DeltaShares® S&P International Managed Risk ETF
SCHEDULE OF INVESTMENTS (continued)
At March 31, 2022
(unaudited)
| Shares | Value | |||||||
| COMMON STOCKS (continued) | ||||||||
| Israel (continued) | ||||||||
Teva Pharmaceutical Industries Ltd., ADR (A) | 234 | $ 2,197 | ||||||
Tower Semiconductor Ltd. (A) | 27 | 1,309 | ||||||
Tremor International Ltd., ADR (A) | 11 | 167 | ||||||
WalkMe Ltd. (A) | 2 | 30 | ||||||
Wix.com Ltd. (A) | 12 | 1,254 | ||||||
ZIM Integrated Shipping Services Ltd. | 16 | 1,163 | ||||||
|
| |||||||
| 44,255 | ||||||||
|
| |||||||
| Italy - 0.8% | ||||||||
A2A SpA | 332 | 574 | ||||||
Amplifon SpA | 20 | 902 | ||||||
Assicurazioni Generali SpA | 258 | 5,962 | ||||||
Atlantia SpA (A) | 107 | 2,250 | ||||||
Banca Mediolanum SpA | 46 | 397 | ||||||
Davide Campari-Milano NV | 113 | 1,327 | ||||||
DiaSorin SpA | 4 | 632 | ||||||
Enel SpA | 1,637 | 11,052 | ||||||
Eni SpA | 535 | 7,914 | ||||||
Ferrari NV | 27 | 5,969 | ||||||
FinecoBank Banca Fineco SpA | 129 | 1,984 | ||||||
Hera SpA | 170 | 633 | ||||||
Infrastrutture Wireless Italiane SpA (C) | 75 | 848 | ||||||
Intesa Sanpaolo SpA | 3,622 | 8,397 | ||||||
Mediobanca Banca di Credito Finanziario SpA | 148 | 1,518 | ||||||
Moncler SpA | 45 | 2,541 | ||||||
Nexi SpA (A) (C) | 164 | 1,916 | ||||||
Pirelli & C SpA (C) | 93 | 510 | ||||||
Poste Italiane SpA (C) | 97 | 1,114 | ||||||
Prada SpA | 108 | 686 | ||||||
Prysmian SpA | 57 | 1,964 | ||||||
Recordati Industria Chimica e Farmaceutica SpA | 21 | 1,066 | ||||||
Snam SpA | 434 | 2,526 | ||||||
Telecom Italia SpA (B) | 2,143 | 795 | ||||||
Telecom Italia SpA | 1,277 | 438 | ||||||
Terna - Rete Elettrica Nazionale | 298 | 2,582 | ||||||
UniCredit SpA | 471 | 5,165 | ||||||
UnipolSai Assicurazioni SpA | 90 | 269 | ||||||
|
| |||||||
| 71,931 | ||||||||
|
| |||||||
| Japan - 9.4% | ||||||||
ABC-Mart, Inc. | 7 | 266 | ||||||
Acom Co. Ltd. | 96 | 252 | ||||||
Advantest Corp. | 42 | 3,346 | ||||||
Aeon Co. Ltd. | 185 | 3,977 | ||||||
Aeon Mall Co. Ltd. | 20 | 268 | ||||||
AGC, Inc. | 48 | 1,940 | ||||||
Air Water, Inc. | 49 | 694 | ||||||
Aisin Corp. | 39 | 1,348 | ||||||
Ajinomoto Co., Inc. | 116 | 3,321 | ||||||
Alfresa Holdings Corp. | 45 | 630 | ||||||
Amada Co. Ltd. | 76 | 679 | ||||||
ANA Holdings, Inc. (A) | 34 | 719 | ||||||
Aozora Bank Ltd. | 25 | 533 | ||||||
Asahi Group Holdings Ltd. | 107 | 3,933 | ||||||
Asahi Intecc Co. Ltd. (B) | 50 | 991 | ||||||
Asahi Kasei Corp. | 295 | 2,582 | ||||||
Asics Corp. | 40 | 782 | ||||||
Astellas Pharma, Inc. | 394 | 6,203 | ||||||
Azbil Corp. | 28 | 944 | ||||||
Bandai Namco Holdings, Inc. | 47 | 3,598 | ||||||
Bank of Kyoto Ltd. | 16 | 705 | ||||||
BayCurrent Consulting, Inc. | 3 | 1,107 | ||||||
Benefit One, Inc. (B) | 16 | 341 | ||||||
| Shares | Value | |||||||
| COMMON STOCKS (continued) | ||||||||
| Japan (continued) | ||||||||
Bridgestone Corp. | 128 | $ 5,018 | ||||||
Brother Industries Ltd. | 56 | 1,032 | ||||||
Calbee, Inc. | 24 | 466 | ||||||
Canon Marketing Japan, Inc. | 11 | 229 | ||||||
Canon, Inc. | 220 | 5,425 | ||||||
Capcom Co. Ltd. | 34 | 831 | ||||||
Casio Computer Co. Ltd. | 49 | 568 | ||||||
Central Japan Railway Co. | 44 | 5,788 | ||||||
Chiba Bank Ltd. | 157 | 938 | ||||||
Chubu Electric Power Co., Inc. | 153 | 1,592 | ||||||
Chugai Pharmaceutical Co. Ltd. | 135 | 4,557 | ||||||
Chugoku Electric Power Co., Inc. | 69 | 482 | ||||||
Coca-Cola Bottlers Japan Holdings, Inc. | 32 | 380 | ||||||
COMSYS Holdings Corp. | 27 | 594 | ||||||
Concordia Financial Group Ltd. | 256 | 966 | ||||||
Cosmos Pharmaceutical Corp. | 5 | 611 | ||||||
CyberAgent, Inc. | 87 | 1,094 | ||||||
Dai Nippon Printing Co. Ltd. | 58 | 1,375 | ||||||
Dai-ichi Life Holdings, Inc. | 237 | 4,880 | ||||||
Daifuku Co. Ltd. | 27 | 1,955 | ||||||
Daiichi Sankyo Co. Ltd. | 388 | 8,567 | ||||||
Daikin Industries Ltd. | 62 | 11,447 | ||||||
Daito Trust Construction Co. Ltd. | 15 | 1,605 | ||||||
Daiwa House Industry Co. Ltd. | 141 | 3,719 | ||||||
Daiwa Securities Group, Inc. | 324 | 1,849 | ||||||
Denso Corp. | 110 | 7,123 | ||||||
Dentsu Group, Inc. | 53 | 2,192 | ||||||
DIC Corp. | 18 | 372 | ||||||
Disco Corp. | 6 | 1,701 | ||||||
Dowa Holdings Co. Ltd. | 12 | 555 | ||||||
East Japan Railway Co. | 80 | 4,686 | ||||||
Ebara Corp. | 18 | 1,014 | ||||||
Eisai Co. Ltd. | 63 | 2,943 | ||||||
Electric Power Development Co. Ltd., Class C | 37 | 533 | ||||||
ENEOS Holdings, Inc. | 684 | 2,581 | ||||||
EXEO Group, Inc. | 23 | 428 | ||||||
Ezaki Glico Co. Ltd. | 12 | 368 | ||||||
Fancl Corp. (B) | 17 | 383 | ||||||
FANUC Corp. | 41 | 7,312 | ||||||
Fast Retailing Co. Ltd. | 14 | 7,266 | ||||||
Food & Life Cos. Ltd. | 25 | 708 | ||||||
FP Corp. | 11 | 264 | ||||||
Freee KK (A) | 8 | 290 | ||||||
Fuji Electric Co. Ltd. | 32 | 1,624 | ||||||
Fuji Media Holdings, Inc. | 10 | 97 | ||||||
FUJIFILM Holdings Corp. | 85 | 5,254 | ||||||
Fujitsu Ltd. | 39 | 5,917 | ||||||
Fukuoka Financial Group, Inc. | 40 | 782 | ||||||
GLP J-REIT | 1 | 1,528 | ||||||
GMO internet, Inc. | 14 | 323 | ||||||
GMO Payment Gateway, Inc. | 9 | 933 | ||||||
Goldwin, Inc. | 8 | 409 | ||||||
Hakuhodo DY Holdings, Inc. | 64 | 815 | ||||||
Hamamatsu Photonics KK | 31 | 1,673 | ||||||
Hankyu Hanshin Holdings, Inc. | 51 | 1,490 | ||||||
Harmonic Drive Systems, Inc. | 11 | 382 | ||||||
Haseko Corp. | 48 | 556 | ||||||
Hikari Tsushin, Inc. | 4 | 460 | ||||||
Hino Motors Ltd. | 61 | 362 | ||||||
Hirose Electric Co. Ltd. | 7 | 1,030 | ||||||
Hisamitsu Pharmaceutical Co., Inc. | 18 | 543 | ||||||
Hitachi Construction Machinery Co. Ltd. | 22 | 579 | ||||||
Hitachi Ltd. | 205 | 10,413 | ||||||
Hitachi Metals Ltd. (A) | 43 | 723 | ||||||
Hitachi Transport System Ltd. | 8 | 443 | ||||||
Honda Motor Co. Ltd. | 364 | 10,457 | ||||||
Transamerica ETF Trust | Page 4 |
DeltaShares® S&P International Managed Risk ETF
SCHEDULE OF INVESTMENTS (continued)
At March 31, 2022
(unaudited)
| Shares | Value | |||||||
| COMMON STOCKS (continued) | ||||||||
| Japan (continued) | ||||||||
Hoshizaki Corp. | 13 | $ 901 | ||||||
House Foods Group, Inc. | 17 | 405 | ||||||
Hoya Corp. | 78 | 9,016 | ||||||
Hulic Co. Ltd. | 125 | 1,134 | ||||||
Ibiden Co. Ltd. | 28 | 1,396 | ||||||
Idemitsu Kosan Co. Ltd. | 52 | 1,446 | ||||||
IHI Corp. | 33 | 802 | ||||||
Iida Group Holdings Co. Ltd. (B) | 38 | 662 | ||||||
Inpex Corp. | 217 | 2,575 | ||||||
Isetan Mitsukoshi Holdings Ltd. | 84 | 669 | ||||||
Isuzu Motors Ltd. | 132 | 1,727 | ||||||
Ito En Ltd. | 14 | 693 | ||||||
ITOCHU Corp. | 316 | 10,789 | ||||||
Itochu Techno-Solutions Corp. | 20 | 517 | ||||||
Japan Airlines Co. Ltd. (A) | 31 | 585 | ||||||
Japan Airport Terminal Co. Ltd. (A) (B) | 20 | 921 | ||||||
Japan Exchange Group, Inc. | 112 | 2,109 | ||||||
Japan Metropolitan Fund Investment Corp., REIT | 1 | 849 | ||||||
Japan Post Bank Co. Ltd. | 71 | 576 | ||||||
Japan Post Holdings Co. Ltd. | 255 | 1,888 | ||||||
Japan Post Insurance Co. Ltd. | 42 | 739 | ||||||
Japan Tobacco, Inc. | 233 | 4,007 | ||||||
JCR Pharmaceuticals Co. Ltd. | 15 | 279 | ||||||
JFE Holdings, Inc. | 122 | 1,732 | ||||||
JSR Corp. | 45 | 1,346 | ||||||
JTEKT Corp. | 52 | 413 | ||||||
Justsystems Corp. | 6 | 286 | ||||||
Kajima Corp. | 105 | 1,290 | ||||||
Kakaku.com, Inc. | 27 | 613 | ||||||
Kamigumi Co. Ltd. | 23 | 417 | ||||||
Kansai Electric Power Co., Inc. | 175 | 1,657 | ||||||
Kansai Paint Co. Ltd. | 55 | 894 | ||||||
Kao Corp. | 101 | 4,181 | ||||||
Kawasaki Heavy Industries Ltd. | 36 | 660 | ||||||
Kawasaki Kisen Kaisha Ltd. | 17 | 1,123 | ||||||
KDDI Corp. | 351 | 11,582 | ||||||
Keihan Holdings Co. Ltd. | 23 | 570 | ||||||
Keikyu Corp. | 58 | 599 | ||||||
Keio Corp. | 26 | 1,025 | ||||||
Keisei Electric Railway Co. Ltd. | 37 | 1,041 | ||||||
Kewpie Corp. | 24 | 463 | ||||||
Keyence Corp. | 41 | 19,339 | ||||||
Kikkoman Corp. | 41 | 2,746 | ||||||
Kinden Corp. | 28 | 364 | ||||||
Kintetsu Group Holdings Co. Ltd. | 40 | 1,155 | ||||||
Kirin Holdings Co. Ltd. | 176 | 2,652 | ||||||
Kobayashi Pharmaceutical Co. Ltd. | 12 | 971 | ||||||
Kobe Bussan Co. Ltd. | 27 | 840 | ||||||
Koei Tecmo Holdings Co. Ltd. | 13 | 430 | ||||||
Koito Manufacturing Co. Ltd. | 27 | 1,107 | ||||||
Komatsu Ltd. | 206 | 4,995 | ||||||
Konami Holdings Corp. | 21 | 1,341 | ||||||
Kose Corp. | 7 | 743 | ||||||
Kubota Corp. | 242 | 4,592 | ||||||
Kuraray Co. Ltd. | 75 | 653 | ||||||
Kurita Water Industries Ltd. | 23 | 861 | ||||||
Kyocera Corp. | 74 | 4,196 | ||||||
Kyowa Kirin Co. Ltd. | 54 | 1,267 | ||||||
Kyushu Electric Power Co., Inc. | 100 | 673 | ||||||
Kyushu Railway Co. | 33 | 682 | ||||||
Lasertec Corp. | 16 | 2,740 | ||||||
Lawson, Inc. | 11 | 424 | ||||||
Lion Corp. | 63 | 707 | ||||||
Lixil Corp. | 62 | 1,170 | ||||||
M3, Inc. | 91 | 3,351 | ||||||
Makita Corp. | 59 | 1,913 | ||||||
| Shares | Value | |||||||
| COMMON STOCKS (continued) | ||||||||
| Japan (continued) | ||||||||
Marubeni Corp. | 368 | $ 4,324 | ||||||
Marui Group Co. Ltd. | 44 | 816 | ||||||
MatsukiyoCocokara & Co. | 27 | 964 | ||||||
Mazda Motor Corp. | 127 | 951 | ||||||
McDonald’s Holdings Co. Japan Ltd. | 16 | 668 | ||||||
Mebuki Financial Group, Inc. | 250 | 527 | ||||||
Medipal Holdings Corp. | 45 | 747 | ||||||
MEIJI Holdings Co. Ltd. | 31 | 1,688 | ||||||
Mercari, Inc. (A) | 24 | 638 | ||||||
Minebea Mitsumi, Inc. | 86 | 1,909 | ||||||
MISUMI Group, Inc. | 60 | 1,812 | ||||||
Mitsubishi Chemical Holdings Corp. | 300 | 2,020 | ||||||
Mitsubishi Corp. | 315 | 11,941 | ||||||
Mitsubishi Electric Corp. | 455 | 5,286 | ||||||
Mitsubishi Estate Co. Ltd. | 295 | 4,421 | ||||||
Mitsubishi Gas Chemical Co., Inc. | 44 | 754 | ||||||
Mitsubishi HC Capital, Inc. | 168 | 789 | ||||||
Mitsubishi Heavy Industries Ltd. | 71 | 2,352 | ||||||
Mitsubishi Logistics Corp. | 16 | 401 | ||||||
Mitsubishi Materials Corp. | 28 | 494 | ||||||
Mitsubishi Motors Corp. (A) | 145 | 395 | ||||||
Mitsubishi UFJ Financial Group, Inc. | 2,672 | 16,738 | ||||||
Mitsui & Co. Ltd. | 348 | 9,542 | ||||||
Mitsui Chemicals, Inc. | 43 | 1,095 | ||||||
Mitsui Fudosan Co. Ltd. | 204 | 4,404 | ||||||
Mitsui O.S.K. Lines Ltd. | 77 | 2,170 | ||||||
Miura Co. Ltd. | 24 | 600 | ||||||
Mizuho Financial Group, Inc. | 538 | 6,946 | ||||||
Money Forward, Inc. (A) | 9 | 407 | ||||||
MonotaRO Co. Ltd. | 52 | 1,129 | ||||||
MS&AD Insurance Group Holdings, Inc. | 99 | 3,245 | ||||||
Murata Manufacturing Co. Ltd. | 136 | 9,095 | ||||||
Nabtesco Corp. | 26 | 698 | ||||||
Nagoya Railroad Co. Ltd. | 42 | 751 | ||||||
NEC Corp. | 58 | 2,461 | ||||||
NET One Systems Co. Ltd. | 18 | 424 | ||||||
Nexon Co. Ltd. | 99 | 2,392 | ||||||
NGK Insulators Ltd. | 57 | 823 | ||||||
NGK Spark Plug Co. Ltd. | 36 | 586 | ||||||
NH Foods Ltd. | 22 | 752 | ||||||
Nichirei Corp. | 27 | 527 | ||||||
Nidec Corp. | 116 | 9,316 | ||||||
Nifco, Inc. | 19 | 437 | ||||||
Nihon M&A Center Holdings, Inc. | 63 | 896 | ||||||
Nihon Unisys Ltd. | 17 | 436 | ||||||
Nikon Corp. | 74 | 801 | ||||||
Nintendo Co. Ltd. | 25 | 12,702 | ||||||
Nippon Express Holdings, Inc. | 17 | 1,179 | ||||||
Nippon Paint Holdings Co. Ltd. | 306 | 2,728 | ||||||
Nippon Prologis, Inc., REIT | 1 | 2,937 | ||||||
Nippon Sanso Holdings Corp. | 45 | 864 | ||||||
Nippon Shinyaku Co. Ltd. | 13 | 892 | ||||||
Nippon Steel Corp. | 201 | 3,595 | ||||||
Nippon Telegraph & Telephone Corp. | 253 | 7,389 | ||||||
Nippon Television Holdings, Inc. | 11 | 115 | ||||||
Nippon Yusen KK | 36 | 3,191 | ||||||
Nissan Chemical Corp. | 30 | 1,787 | ||||||
Nissan Motor Co. Ltd. (A) | 510 | 2,302 | ||||||
Nisshin Seifun Group, Inc. | 55 | 773 | ||||||
Nissin Foods Holdings Co. Ltd. | 18 | 1,271 | ||||||
Nitori Holdings Co. Ltd. | 18 | 2,278 | ||||||
Nitto Denko Corp. | 32 | 2,325 | ||||||
NOF Corp. | 18 | 745 | ||||||
Nomura Holdings, Inc. | 651 | 2,763 | ||||||
Nomura Real Estate Holdings, Inc. | 25 | 604 | ||||||
Nomura Real Estate Master Fund, Inc., REIT | 1 | 1,328 | ||||||
Transamerica ETF Trust | Page 5 |
DeltaShares® S&P International Managed Risk ETF
SCHEDULE OF INVESTMENTS (continued)
At March 31, 2022
(unaudited)
| Shares | Value | |||||||
| COMMON STOCKS (continued) | ||||||||
| Japan (continued) | ||||||||
Nomura Research Institute Ltd. | 92 | $ 3,047 | ||||||
NS Solutions Corp. | 7 | 212 | ||||||
NSK Ltd. | 104 | 631 | ||||||
NTT Data Corp. | 137 | 2,729 | ||||||
Obayashi Corp. | 153 | 1,135 | ||||||
OBIC Business Consultants Co. Ltd. | 4 | 141 | ||||||
OBIC Co. Ltd. | 14 | 2,125 | ||||||
Odakyu Electric Railway Co. Ltd. | 73 | 1,225 | ||||||
Oji Holdings Corp. | 215 | 1,075 | ||||||
Olympus Corp. | 275 | 5,300 | ||||||
Omron Corp. | 44 | 2,978 | ||||||
Ono Pharmaceutical Co. Ltd. | 105 | 2,652 | ||||||
Open House Group Co. Ltd. | 16 | 715 | ||||||
Oracle Corp. | 7 | 490 | ||||||
Oriental Land Co. Ltd. | 49 | 9,491 | ||||||
ORIX Corp. | 253 | 5,102 | ||||||
ORIX J-REIT, Inc. | 1 | 1,362 | ||||||
Osaka Gas Co. Ltd. | 88 | 1,517 | ||||||
Otsuka Corp. | 25 | 895 | ||||||
Otsuka Holdings Co. Ltd. | 118 | 4,114 | ||||||
PALTAC Corp. | 7 | 262 | ||||||
Pan Pacific International Holdings Corp. | 113 | 1,829 | ||||||
Panasonic Corp. | 494 | 4,837 | ||||||
Park24 Co. Ltd. (A) | 25 | 415 | ||||||
PeptiDream, Inc. (A) | 22 | 396 | ||||||
Persol Holdings Co. Ltd. | 40 | 911 | ||||||
Pigeon Corp. | 26 | 461 | ||||||
Pola Orbis Holdings, Inc. | 18 | 237 | ||||||
Rakus Co. Ltd. | 16 | 220 | ||||||
Rakuten Group, Inc. | 194 | 1,546 | ||||||
Recruit Holdings Co. Ltd. | 359 | 16,013 | ||||||
Relo Group, Inc. | 24 | 362 | ||||||
Renesas Electronics Corp. (A) | 296 | 3,492 | ||||||
Resona Holdings, Inc. | 509 | 2,198 | ||||||
Ricoh Co. Ltd. | 158 | 1,382 | ||||||
Rinnai Corp. | 8 | 604 | ||||||
Rohm Co. Ltd. | 19 | 1,501 | ||||||
Rohto Pharmaceutical Co. Ltd. | 24 | 731 | ||||||
Ryohin Keikaku Co. Ltd. | 56 | 660 | ||||||
Sankyu, Inc. | 12 | 395 | ||||||
Santen Pharmaceutical Co. Ltd. | 85 | 859 | ||||||
SBI Holdings, Inc. | 52 | 1,328 | ||||||
Screen Holdings Co. Ltd. | 10 | 1,018 | ||||||
SCSK Corp. | 32 | 554 | ||||||
Secom Co. Ltd. | 45 | 3,288 | ||||||
Sega Sammy Holdings, Inc. | 37 | 644 | ||||||
Seibu Holdings, Inc. | 58 | 608 | ||||||
Seiko Epson Corp. | 66 | 1,001 | ||||||
Seino Holdings Co. Ltd. | 34 | 312 | ||||||
Sekisui Chemical Co. Ltd. | 94 | 1,362 | ||||||
Sekisui House Ltd. | 138 | 2,696 | ||||||
Sekisui House, Inc., REIT | 1 | 665 | ||||||
Seria Co. Ltd. | 10 | 228 | ||||||
Seven & i Holdings Co. Ltd. (B) | 169 | 8,094 | ||||||
Seven Bank Ltd. | 155 | 305 | ||||||
SG Holdings Co. Ltd. | 107 | 2,038 | ||||||
Sharp Corp. | 45 | 426 | ||||||
SHIFT, Inc. (A) | 3 | 535 | ||||||
Shimadzu Corp. | 58 | 2,024 | ||||||
Shimamura Co. Ltd. | 5 | 448 | ||||||
Shimano, Inc. | 18 | 4,175 | ||||||
Shimizu Corp. | 149 | 902 | ||||||
Shin-Etsu Chemical Co. Ltd. | 84 | 13,004 | ||||||
Shinko Electric Industries Co. Ltd. | 14 | 675 | ||||||
Shinsei Bank Ltd. (A) | 27 | 498 | ||||||
Shionogi & Co. Ltd. | 60 | 3,722 | ||||||
Shiseido Co. Ltd. | 85 | 4,355 | ||||||
| Shares | Value | |||||||
| COMMON STOCKS (continued) | ||||||||
| Japan (continued) | ||||||||
Shizuoka Bank Ltd. | 126 | $ 896 | ||||||
Showa Denko KK | 39 | 781 | ||||||
Skylark Holdings Co. Ltd. | 48 | 624 | ||||||
SMC Corp. | 13 | 7,373 | ||||||
SoftBank Corp. | 588 | 6,918 | ||||||
SoftBank Group Corp. | 266 | 12,183 | ||||||
Sohgo Security Services Co. Ltd. | 18 | 593 | ||||||
Sojitz Corp. | 46 | 764 | ||||||
Sompo Holdings, Inc. | 74 | 3,281 | ||||||
Sony Group Corp. | 267 | 28,003 | ||||||
Square Enix Holdings Co. Ltd. | 19 | 850 | ||||||
Stanley Electric Co. Ltd. | 32 | 613 | ||||||
Subaru Corp. | 130 | 2,086 | ||||||
Sugi Holdings Co. Ltd. | 8 | 399 | ||||||
Sumco Corp. | 68 | 1,136 | ||||||
Sumitomo Chemical Co. Ltd. | 351 | 1,625 | ||||||
Sumitomo Corp. | 265 | 4,626 | ||||||
Sumitomo Dainippon Pharma Co. Ltd. | 40 | 398 | ||||||
Sumitomo Electric Industries Ltd. | 168 | 2,024 | ||||||
Sumitomo Forestry Co. Ltd. | 40 | 715 | ||||||
Sumitomo Heavy Industries Ltd. | 26 | 604 | ||||||
Sumitomo Metal Mining Co. Ltd. | 58 | 2,945 | ||||||
Sumitomo Mitsui Financial Group, Inc. | 291 | 9,367 | ||||||
Sumitomo Mitsui Trust Holdings, Inc. | 79 | 2,604 | ||||||
Sumitomo Realty & Development Co. Ltd. | 101 | 2,820 | ||||||
Sumitomo Rubber Industries Ltd. | 40 | 370 | ||||||
Sundrug Co. Ltd. | 14 | 343 | ||||||
Suntory Beverage & Food Ltd. | 27 | 1,037 | ||||||
Suzuken Co. Ltd. | 17 | 508 | ||||||
Suzuki Motor Corp. | 104 | 3,610 | ||||||
Sysmex Corp. | 36 | 2,647 | ||||||
T&D Holdings, Inc. | 125 | 1,721 | ||||||
Taiheiyo Cement Corp. | 26 | 433 | ||||||
Taisei Corp. | 44 | 1,282 | ||||||
Taisho Pharmaceutical Holdings Co. Ltd. | 12 | 562 | ||||||
Taiyo Yuden Co. Ltd. | 28 | 1,280 | ||||||
Takara Bio, Inc. | 10 | 185 | ||||||
Takeda Pharmaceutical Co. Ltd. | 335 | 9,655 | ||||||
TBS Holdings, Inc. | 7 | 103 | ||||||
TDK Corp. | 82 | 3,013 | ||||||
Teijin Ltd. | 42 | 472 | ||||||
Terumo Corp. | 161 | 4,940 | ||||||
THK Co. Ltd. | 25 | 560 | ||||||
TIS, Inc. | 46 | 1,090 | ||||||
Tobu Railway Co. Ltd. | 44 | 1,080 | ||||||
Toei Animation Co. Ltd. | 2 | 168 | ||||||
Toho Co. Ltd. | 30 | 1,146 | ||||||
Toho Gas Co. Ltd. | 21 | 471 | ||||||
Tohoku Electric Power Co., Inc. | 107 | 628 | ||||||
Tokai Carbon Co. Ltd. | 45 | 427 | ||||||
Tokio Marine Holdings, Inc. | 148 | 8,692 | ||||||
Tokyo Century Corp. | 10 | 372 | ||||||
Tokyo Electric Power Co. Holdings, Inc. (A) | 170 | 564 | ||||||
Tokyo Electron Ltd. | 33 | 17,197 | ||||||
Tokyo Gas Co. Ltd. | 87 | 1,600 | ||||||
Tokyo Tatemono Co. Ltd. | 44 | 665 | ||||||
Tokyu Corp. (B) | 120 | 1,574 | ||||||
Tokyu Fudosan Holdings Corp. | 128 | 711 | ||||||
Toppan, Inc. | 74 | 1,321 | ||||||
Toray Industries, Inc. | 346 | 1,821 | ||||||
Toshiba Corp. | 92 | 3,525 | ||||||
Tosoh Corp. | 69 | 1,031 | ||||||
TOTO Ltd. | 34 | 1,384 | ||||||
Toyo Seikan Group Holdings Ltd. | 34 | 394 | ||||||
Toyo Suisan Kaisha Ltd. | 22 | 792 | ||||||
Toyoda Gosei Co. Ltd. | 16 | 267 | ||||||
Toyota Boshoku Corp. | 21 | 346 | ||||||
Transamerica ETF Trust | Page 6 |
DeltaShares® S&P International Managed Risk ETF
SCHEDULE OF INVESTMENTS (continued)
At March 31, 2022
(unaudited)
| Shares | Value | |||||||
| COMMON STOCKS (continued) | ||||||||
| Japan (continued) | ||||||||
Toyota Industries Corp. | 43 | $ 3,001 | ||||||
Toyota Motor Corp. | 2,730 | 49,989 | ||||||
Toyota Tsusho Corp. | 50 | 2,084 | ||||||
Trend Micro, Inc. | 30 | 1,770 | ||||||
Tsumura & Co. | 15 | 395 | ||||||
Tsuruha Holdings, Inc. | 8 | 512 | ||||||
Unicharm Corp. | 95 | 3,412 | ||||||
United Urban Investment Corp., REIT | 1 | 1,159 | ||||||
USS Co. Ltd. | 47 | 797 | ||||||
Welcia Holdings Co. Ltd. | 22 | 545 | ||||||
West Japan Railway Co. | 52 | 2,181 | ||||||
Workman Co. Ltd. | 5 | 206 | ||||||
Yakult Honsha Co. Ltd. | 34 | 1,826 | ||||||
Yamada Holdings Co. Ltd. (A) | 154 | 482 | ||||||
Yamaha Corp. | 34 | 1,499 | ||||||
Yamaha Motor Co. Ltd. | 67 | 1,521 | ||||||
Yamato Holdings Co. Ltd. | 73 | 1,379 | ||||||
Yamazaki Baking Co. Ltd. | 38 | 469 | ||||||
Yaskawa Electric Corp. | 56 | 2,222 | ||||||
Yokogawa Electric Corp. | 51 | 882 | ||||||
Yokohama Rubber Co. Ltd. | 28 | 390 | ||||||
Z Holdings Corp. | 551 | 2,435 | ||||||
Zenkoku Hosho Co. Ltd. | 11 | 427 | ||||||
Zensho Holdings Co. Ltd. | 19 | 448 | ||||||
Zeon Corp. | 42 | 472 | ||||||
ZOZO, Inc. | 24 | 650 | ||||||
|
| |||||||
| 895,984 | ||||||||
|
| |||||||
| Jordan - 0.0% (D) | ||||||||
Hikma Pharmaceuticals PLC | 38 | 1,031 | ||||||
|
| |||||||
| Luxembourg - 0.1% | ||||||||
ArcelorMittal SA | 129 | 4,205 | ||||||
Aroundtown SA | 205 | 1,185 | ||||||
Eurofins Scientific SE | 27 | 2,701 | ||||||
RTL Group SA (A) | 8 | 449 | ||||||
Shurgard Self Storage SA | 5 | 313 | ||||||
Tenaris SA | 98 | 1,500 | ||||||
|
| |||||||
| 10,353 | ||||||||
|
| |||||||
| Macau - 0.0% (D) | ||||||||
Sands China Ltd. (A) | 514 | 1,246 | ||||||
Wynn Macau Ltd. (A) | 309 | 226 | ||||||
|
| |||||||
| 1,472 | ||||||||
|
| |||||||
| Malaysia - 0.0% (D) | ||||||||
Lynas Rare Earths Ltd. (A) | 191 | 1,543 | ||||||
|
| |||||||
| Mexico - 0.0% (D) | ||||||||
Fresnillo PLC | 39 | 377 | ||||||
|
| |||||||
| Netherlands - 1.7% | ||||||||
Adyen NV (A) (C) | 7 | 14,089 | ||||||
Akzo Nobel NV | 38 | 3,307 | ||||||
ASM International NV | 8 | 2,956 | ||||||
ASML Holding NV | 86 | 58,369 | ||||||
EXOR NV | 24 | 1,856 | ||||||
Heineken Holding NV | 21 | 1,661 | ||||||
Heineken NV | 50 | 4,817 | ||||||
ING Groep NV | 827 | 8,752 | ||||||
JDE Peet’s NV | 18 | 519 | ||||||
Just Eat Takeaway.com NV (A) (C) | 32 | 1,095 | ||||||
Koninklijke Ahold Delhaize NV | 221 | 7,159 | ||||||
Koninklijke DSM NV | 37 | 6,690 | ||||||
Koninklijke KPN NV | 735 | 2,570 | ||||||
Koninklijke Philips NV | 187 | 5,770 | ||||||
NN Group NV | 67 | 3,419 | ||||||
| Shares | Value | |||||||
| COMMON STOCKS (continued) | ||||||||
| Netherlands (continued) | ||||||||
Prosus NV (A) | 184 | $ 9,945 | ||||||
QIAGEN NV (A) | 49 | 2,428 | ||||||
Stellantis NV | 471 | 7,756 | ||||||
Universal Music Group NV | 280 | 7,538 | ||||||
Wolters Kluwer NV | 56 | 6,018 | ||||||
|
| |||||||
| 156,714 | ||||||||
|
| |||||||
| New Zealand - 0.1% | ||||||||
a2 Milk Co. Ltd. (A) | 158 | 620 | ||||||
Auckland International Airport Ltd. (A) | 256 | 1,394 | ||||||
Chorus Ltd. | 95 | 489 | ||||||
Contact Energy Ltd. | 165 | 935 | ||||||
Fisher & Paykel Healthcare Corp. Ltd. | 122 | 2,066 | ||||||
Fletcher Building Ltd. | 171 | 759 | ||||||
Genesis Energy Ltd. | 108 | 216 | ||||||
Goodman Property Trust, REIT | 222 | 364 | ||||||
Infratil Ltd. | 153 | 878 | ||||||
Mercury Ltd. | 133 | 551 | ||||||
Meridian Energy Ltd. | 256 | 899 | ||||||
Ryman Healthcare Ltd. | 89 | 581 | ||||||
Spark New Zealand Ltd. | 396 | 1,262 | ||||||
Trustpower Ltd. | 15 | 74 | ||||||
Xero Ltd. (A) | 27 | 2,083 | ||||||
|
| |||||||
| 13,171 | ||||||||
|
| |||||||
| Norway - 0.4% | ||||||||
Adevinta ASA (A) | 86 | 795 | ||||||
Aker ASA, A Shares | 5 | 463 | ||||||
Aker BP ASA | 27 | 1,021 | ||||||
Austevoll Seafood ASA | 19 | 297 | ||||||
AutoStore Holdings Ltd. (A) | 189 | 697 | ||||||
DnB Bank ASA | 190 | 4,348 | ||||||
Elkem ASA (C) | 64 | 277 | ||||||
Entra ASA (C) | 39 | 788 | ||||||
Equinor ASA | 228 | 8,636 | ||||||
Gjensidige Forsikring ASA | 40 | 1,001 | ||||||
Kongsberg Gruppen ASA | 19 | 763 | ||||||
Leroy Seafood Group ASA | 59 | 547 | ||||||
Mowi ASA | 95 | 2,586 | ||||||
Nordic Semiconductor ASA (A) | 37 | 961 | ||||||
Norsk Hydro ASA | 289 | 2,846 | ||||||
Orkla ASA | 159 | 1,425 | ||||||
Salmar ASA | 12 | 958 | ||||||
Scatec ASA (C) | 25 | 384 | ||||||
Schibsted ASA, B Shares | 21 | 453 | ||||||
Schibsted ASA, Class A | 16 | 399 | ||||||
SpareBank 1 SR-Bank ASA | 39 | 599 | ||||||
Storebrand ASA | 100 | 1,010 | ||||||
Telenor ASA | 136 | 1,971 | ||||||
Tomra Systems ASA | 25 | 1,290 | ||||||
Yara International ASA | 33 | 1,668 | ||||||
|
| |||||||
| 36,183 | ||||||||
|
| |||||||
| Portugal - 0.1% | ||||||||
EDP - Energias de Portugal SA | 622 | 3,090 | ||||||
Galp Energia SGPS SA | 96 | 1,230 | ||||||
Jeronimo Martins SGPS SA | 59 | 1,427 | ||||||
|
| |||||||
| 5,747 | ||||||||
|
| |||||||
| Singapore - 0.6% | ||||||||
Ascendas, REIT | 711 | 1,539 | ||||||
BOC Aviation Ltd. (C) | 44 | 348 | ||||||
CapitaLand Integrated Commercial Trust, REIT | 1,078 | 1,792 | ||||||
Capitaland Investment Ltd. (A) | 528 | 1,557 | ||||||
City Developments Ltd. | 100 | 582 | ||||||
Transamerica ETF Trust | Page 7 |
DeltaShares® S&P International Managed Risk ETF
SCHEDULE OF INVESTMENTS (continued)
At March 31, 2022
(unaudited)
| Shares | Value | |||||||
| COMMON STOCKS (continued) | ||||||||
| Singapore (continued) | ||||||||
DBS Group Holdings Ltd. | 381 | $ 10,087 | ||||||
Genting Singapore Ltd. | 1,201 | 723 | ||||||
Jardine Cycle & Carriage Ltd. | 21 | 388 | ||||||
Kenon Holdings Ltd. | 6 | 398 | ||||||
Keppel, REIT | 417 | 376 | ||||||
Keppel Corp. Ltd. | 304 | 1,442 | ||||||
Mapletree Commercial Trust, REIT | 464 | 648 | ||||||
Mapletree Industrial Trust, REIT | 411 | 817 | ||||||
Mapletree Logistics Trust, REIT | 678 | 927 | ||||||
Olam Group Ltd. | 188 | 243 | ||||||
Oversea-Chinese Banking Corp. Ltd. | 847 | 7,748 | ||||||
SATS Ltd. (A) | 143 | 459 | ||||||
Sea Ltd., ADR (A) | 71 | 8,505 | ||||||
Singapore Airlines Ltd. (A) | 283 | 1,150 | ||||||
Singapore Exchange Ltd. | 174 | 1,282 | ||||||
Singapore Technologies Engineering Ltd. | 323 | 983 | ||||||
Singapore Telecommunications Ltd. | 1,503 | 2,932 | ||||||
Suntec, REIT | 462 | 597 | ||||||
United Overseas Bank Ltd. | 326 | 7,713 | ||||||
UOL Group Ltd. | 100 | 520 | ||||||
Venture Corp. Ltd. | 57 | 740 | ||||||
Wilmar International Ltd. | 668 | 2,325 | ||||||
|
| |||||||
| 56,821 | ||||||||
|
| |||||||
| Spain - 0.8% | ||||||||
Aena SME SA (A) (C) | 16 | 2,689 | ||||||
Amadeus IT Group SA (A) | 95 | 6,255 | ||||||
Banco Bilbao Vizcaya Argentaria SA | 1,412 | 8,185 | ||||||
Banco Santander SA | 3,673 | 12,669 | ||||||
CaixaBank SA | 922 | 3,157 | ||||||
Cellnex Telecom SA (C) | 121 | 5,885 | ||||||
Corp. ACCIONA Energias Renovables SA (A) | 12 | 447 | ||||||
EDP Renovaveis SA | 51 | 1,324 | ||||||
Endesa SA | 67 | 1,474 | ||||||
Ferrovial SA | 106 | 2,846 | ||||||
Grifols SA | 62 | 1,137 | ||||||
Grifols SA, ADR | 55 | 642 | ||||||
Iberdrola SA | 1,241 | 13,698 | ||||||
Industria de Diseno Textil SA | 238 | 5,238 | ||||||
Naturgy Energy Group SA | 70 | 2,115 | ||||||
Red Electrica Corp. SA | 92 | 1,905 | ||||||
Repsol SA | 298 | 3,954 | ||||||
Siemens Gamesa Renewable Energy SA (A) | 48 | 853 | ||||||
Telefonica SA | 1,163 | 5,679 | ||||||
|
| |||||||
| 80,152 | ||||||||
|
| |||||||
| Sweden - 1.4% | ||||||||
AAK AB | 38 | 714 | ||||||
AddTech AB, B Shares | 55 | 1,074 | ||||||
Akelius Residential Property AB, D Shares (B) | 47 | 97 | ||||||
Alfa Laval AB | 63 | 2,199 | ||||||
Assa Abloy AB, B Shares | 210 | 5,744 | ||||||
Atlas Copco AB, A Shares | 137 | 7,228 | ||||||
Atlas Copco AB, B Shares | 83 | 3,825 | ||||||
Axfood AB | 22 | 723 | ||||||
Beijer Ref AB | 52 | 956 | ||||||
Boliden AB | 58 | 2,975 | ||||||
Castellum AB | 61 | 1,527 | ||||||
Electrolux AB, B Shares | 54 | 829 | ||||||
Elekta AB, B Shares | 73 | 581 | ||||||
Embracer Group AB (A) | 140 | 1,192 | ||||||
Epiroc AB, Class A | 133 | 2,886 | ||||||
Epiroc AB, Class B | 83 | 1,519 | ||||||
EQT AB | 58 | 2,316 | ||||||
Essity AB, Class B (B) | 128 | 3,052 | ||||||
| Shares | Value | |||||||
| COMMON STOCKS (continued) | ||||||||
| Sweden (continued) | ||||||||
Evolution AB (C) | 38 | $ 3,947 | ||||||
Fabege AB | 57 | 853 | ||||||
Fastighets AB Balder, B Shares (A) | 22 | 1,467 | ||||||
Getinge AB, B Shares | 46 | 1,861 | ||||||
H&M Hennes & Mauritz AB, B Shares | 158 | 2,139 | ||||||
Hexagon AB, B Shares | 440 | 6,268 | ||||||
Holmen AB, B Shares | 20 | 1,132 | ||||||
Husqvarna AB, B Shares | 88 | 932 | ||||||
Industrivarden AB, A Shares | 39 | 1,125 | ||||||
Industrivarden AB, C Shares | 36 | 1,019 | ||||||
Indutrade AB | 56 | 1,432 | ||||||
Investment AB Latour, B Shares | 29 | 937 | ||||||
Investor AB, A Shares | 121 | 2,862 | ||||||
Investor AB, B Shares | 386 | 8,539 | ||||||
Kinnevik AB, Class A (A) | 2 | 54 | ||||||
Kinnevik AB, Class B (A) | 51 | 1,354 | ||||||
L E Lundbergforetagen AB, B Shares | 14 | 722 | ||||||
Lifco AB, B Shares | 45 | 1,163 | ||||||
Lundin Energy AB | 41 | 1,757 | ||||||
Nibe Industrier AB, B Shares | 298 | 3,359 | ||||||
Oatly Group AB, ADR (A) | 18 | 90 | ||||||
Sagax AB, B Shares | 35 | 1,078 | ||||||
Sagax AB, D Shares | 24 | 83 | ||||||
Samhallsbyggnadsbolaget i Norden AB | 242 | 1,097 | ||||||
Samhallsbyggnadsbolaget i Norden AB, D Shares | 32 | 95 | ||||||
Sandvik AB | 231 | 4,982 | ||||||
Securitas AB, B Shares | 69 | 788 | ||||||
Sinch AB (A) (C) | 145 | 1,003 | ||||||
Skandinaviska Enskilda Banken AB, C Shares | 3 | 35 | ||||||
Skandinaviska Enskilda Banken AB, Class A | 340 | 3,738 | ||||||
Skanska AB, B Shares | 85 | 1,928 | ||||||
SKF AB, B Shares | 80 | 1,322 | ||||||
Spotify Technology SA (A) | 29 | 4,380 | ||||||
SSAB AB, A Shares (A) | 47 | 332 | ||||||
SSAB AB, B Shares (A) | 134 | 907 | ||||||
Storskogen Group AB, B Shares (A) | 210 | 517 | ||||||
Svenska Cellulosa AB SCA, Class B | 127 | 2,500 | ||||||
Svenska Handelsbanken AB, A Shares | 325 | 3,030 | ||||||
Svenska Handelsbanken AB, B Shares | 7 | 75 | ||||||
Sweco AB, B Shares | 44 | 647 | ||||||
Swedbank AB, A Shares | 197 | 2,981 | ||||||
Swedish Match AB | 335 | 2,548 | ||||||
Swedish Orphan Biovitrum AB (A) | 42 | 1,005 | ||||||
Tele2 AB, B Shares | 106 | 1,619 | ||||||
Telefonaktiebolaget LM Ericsson, B Shares | 612 | 5,667 | ||||||
Telia Co. AB | 528 | 2,138 | ||||||
Trelleborg AB, B Shares | 51 | 1,198 | ||||||
Vitrolife AB | 15 | 502 | ||||||
Volvo AB, A Shares | 41 | 796 | ||||||
Volvo AB, B Shares | 336 | 6,367 | ||||||
Volvo Car AB, B Shares (A) (B) | 114 | 836 | ||||||
Wallenstam AB, B Shares | 44 | 646 | ||||||
|
| |||||||
| 137,289 | ||||||||
|
| |||||||
| Switzerland - 3.8% | ||||||||
ABB Ltd. | 378 | 12,393 | ||||||
Alcon, Inc. | 106 | 8,489 | ||||||
Cie Financiere Richemont SA, Class A | 111 | 14,233 | ||||||
Credit Suisse Group AG | 533 | 4,251 | ||||||
EMS-Chemie Holding AG | 1 | 980 | ||||||
Geberit AG | 8 | 4,974 | ||||||
Givaudan SA | 2 | 8,317 | ||||||
Transamerica ETF Trust | Page 8 |
DeltaShares® S&P International Managed Risk ETF
SCHEDULE OF INVESTMENTS (continued)
At March 31, 2022
(unaudited)
| Shares | Value | |||||||
| COMMON STOCKS (continued) | ||||||||
| Switzerland (continued) | ||||||||
Glencore PLC | 2,317 | $ 15,253 | ||||||
Holcim Ltd. | 110 | 5,414 | ||||||
Kuehne & Nagel International AG | 11 | 3,145 | ||||||
Logitech International SA | 37 | 2,782 | ||||||
Lonza Group AG | 16 | 11,687 | ||||||
Nestle SA | 596 | 77,848 | ||||||
Novartis AG | 516 | 45,558 | ||||||
Partners Group Holding AG | 5 | 6,267 | ||||||
Roche Holding AG | 155 | 61,974 | ||||||
Schindler Holding AG | 13 | 2,806 | ||||||
SGS SA | 1 | 2,799 | ||||||
Siemens Energy AG (A) | 85 | 1,960 | ||||||
Sika AG | 32 | 10,689 | ||||||
Sonova Holding AG | 11 | 4,633 | ||||||
STMicroelectronics NV | 139 | 6,126 | ||||||
Straumann Holding AG | 2 | 3,231 | ||||||
Swatch Group AG | 17 | 2,322 | ||||||
Swiss Life Holding AG | 7 | 4,520 | ||||||
Swiss Re AG | 61 | 5,841 | ||||||
Swisscom AG | 5 | 3,016 | ||||||
UBS Group AG | 784 | 15,459 | ||||||
Zurich Insurance Group AG | 32 | 15,884 | ||||||
|
| |||||||
| 362,851 | ||||||||
|
| |||||||
| United Kingdom - 5.5% | ||||||||
3i Group PLC | 206 | 3,766 | ||||||
abrdn PLC | 462 | 1,307 | ||||||
Admiral Group PLC | 58 | 1,957 | ||||||
Allfunds Group PLC (A) | 40 | 465 | ||||||
Anglo American PLC | 286 | 14,959 | ||||||
Ashtead Group PLC | 95 | 6,045 | ||||||
Associated British Foods PLC | 75 | 1,641 | ||||||
AstraZeneca PLC | 328 | 43,756 | ||||||
Auto Trader Group PLC (C) | 205 | 1,708 | ||||||
AVEVA Group PLC | 26 | 839 | ||||||
Aviva PLC | 796 | 4,738 | ||||||
B&M European Value Retail SA | 180 | 1,266 | ||||||
BAE Systems PLC | 683 | 6,451 | ||||||
Barclays PLC | 3,376 | 6,592 | ||||||
Barratt Developments PLC | 217 | 1,493 | ||||||
Berkeley Group Holdings PLC | 24 | 1,182 | ||||||
BP PLC | 4,164 | 20,579 | ||||||
British American Tobacco PLC | 484 | 20,357 | ||||||
British Land Co. PLC, REIT | 199 | 1,390 | ||||||
BT Group PLC | 1,858 | 4,457 | ||||||
Bunzl PLC | 71 | 2,775 | ||||||
Burberry Group PLC | 86 | 1,895 | ||||||
CNH Industrial NV | 211 | 3,379 | ||||||
Coca-Cola Europacific Partners PLC | 43 | 2,090 | ||||||
Compass Group PLC | 378 | 8,212 | ||||||
ConvaTec Group PLC (C) | 337 | 957 | ||||||
Croda International PLC | 30 | 3,113 | ||||||
Deliveroo PLC (A) (C) | 85 | 126 | ||||||
Diageo PLC | 494 | 25,129 | ||||||
Direct Line Insurance Group PLC | 282 | 1,021 | ||||||
DS Smith PLC | 291 | 1,234 | ||||||
Endava PLC, ADR (A) | 8 | 1,064 | ||||||
Entain PLC (A) | 124 | 2,683 | ||||||
Farfetch Ltd., Class A (A) | 70 | 1,058 | ||||||
Ferguson PLC | 49 | 6,697 | ||||||
GlaxoSmithKline PLC | 1,061 | 23,011 | ||||||
Halma PLC | 80 | 2,644 | ||||||
Hargreaves Lansdown PLC | 75 | 995 | ||||||
Howden Joinery Group PLC | 128 | 1,294 | ||||||
HSBC Holdings PLC | 4,363 | 30,182 | ||||||
Imperial Brands PLC | 201 | 4,262 | ||||||
| Shares | Value | |||||||
| COMMON STOCKS (continued) | ||||||||
| United Kingdom (continued) | ||||||||
Informa PLC (A) | 318 | $ 2,520 | ||||||
InterContinental Hotels Group PLC | 40 | 2,733 | ||||||
Intermediate Capital Group PLC | 62 | 1,458 | ||||||
Intertek Group PLC | 34 | 2,339 | ||||||
J Sainsbury PLC | 371 | 1,234 | ||||||
JD Sports Fashion PLC | 524 | 1,023 | ||||||
Johnson Matthey PLC | 42 | 1,039 | ||||||
Kingfisher PLC | 437 | 1,470 | ||||||
Land Securities Group PLC, REIT | 159 | 1,645 | ||||||
Legal & General Group PLC | 1,265 | 4,530 | ||||||
Lloyds Banking Group PLC | 15,046 | 9,322 | ||||||
London Stock Exchange Group PLC | 69 | 7,237 | ||||||
M&G PLC | 551 | 1,605 | ||||||
Meggitt PLC (A) | 166 | 1,662 | ||||||
Melrose Industries PLC | 926 | 1,522 | ||||||
Mondi PLC | 103 | 2,023 | ||||||
National Grid PLC | 821 | 12,673 | ||||||
Natwest Group PLC | 1,090 | 3,098 | ||||||
Next PLC | 28 | 2,224 | ||||||
NMC Health PLC (A) (E) (F) (G) | 1,067 | 0 | ||||||
Ocado Group PLC (A) | 137 | 2,112 | ||||||
Pearson PLC | 160 | 1,581 | ||||||
Pepco Group NV (A) (C) | 21 | 226 | ||||||
Persimmon PLC | 68 | 1,926 | ||||||
Phoenix Group Holdings PLC | 180 | 1,455 | ||||||
Prudential PLC | 582 | 8,690 | ||||||
Reckitt Benckiser Group PLC | 156 | 11,979 | ||||||
RELX PLC | 420 | 13,178 | ||||||
Rentokil Initial PLC | 394 | 2,729 | ||||||
Rightmove PLC | 185 | 1,541 | ||||||
Rio Tinto PLC | 225 | 18,015 | ||||||
Rolls-Royce Holdings PLC (A) | 1,772 | 2,359 | ||||||
Sage Group PLC | 237 | 2,188 | ||||||
Schroders PLC | 26 | 1,106 | ||||||
Segro PLC, REIT | 255 | 4,517 | ||||||
Severn Trent PLC | 54 | 2,188 | ||||||
Shell PLC | 1,620 | 44,974 | ||||||
Smith & Nephew PLC | 187 | 3,004 | ||||||
Smiths Group PLC | 84 | 1,606 | ||||||
Spirax-Sarco Engineering PLC | 16 | 2,641 | ||||||
SSE PLC | 222 | 5,111 | ||||||
St. James’s Place PLC | 114 | 2,174 | ||||||
Standard Chartered PLC | 541 | 3,634 | ||||||
Subsea 7 SA | 49 | 462 | ||||||
Taylor Wimpey PLC | 773 | 1,330 | ||||||
Tesco PLC | 1,620 | 5,887 | ||||||
THG PLC (A) | 153 | 185 | ||||||
Unilever PLC | 557 | 25,338 | ||||||
United Utilities Group PLC | 144 | 2,132 | ||||||
Vodafone Group PLC | 5,676 | 9,330 | ||||||
Weir Group PLC | 55 | 1,188 | ||||||
Whitbread PLC (A) | 43 | 1,618 | ||||||
Wise PLC, Class A (A) | 89 | 580 | ||||||
WPP PLC | 257 | 3,394 | ||||||
|
| |||||||
| 520,504 | ||||||||
|
| |||||||
| United States - 0.0% (D) | ||||||||
Flex Ltd. (A) | 98 | 1,818 | ||||||
|
| |||||||
| Uruguay - 0.0% (D) | ||||||||
Globant SA (A) | 9 | 2,359 | ||||||
|
| |||||||
Total Common Stocks |
| 3,631,481 | ||||||
|
| |||||||
Transamerica ETF Trust | Page 9 |
DeltaShares® S&P International Managed Risk ETF
SCHEDULE OF INVESTMENTS (continued)
At March 31, 2022
(unaudited)
| Shares | Value | |||||||
| PREFERRED STOCKS - 0.2% | ||||||||
| Germany - 0.2% | ||||||||
Bayerische Motoren Werke AG, | 12 | $ 938 | ||||||
Henkel AG & Co. KGaA, | 38 | 2,565 | ||||||
Porsche Automobil Holding SE, | 32 | 3,130 | ||||||
Sartorius AG, | 5 | 2,235 | ||||||
Volkswagen AG, | 39 | 6,813 | ||||||
|
| |||||||
Total Preferred Stocks |
| 15,681 | ||||||
|
| |||||||
| RIGHT - 0.0% | ||||||||
| Austria - 0.0% | ||||||||
Buwog AG, (A) (E) (F) (G) | 152 | 0 | ||||||
|
| |||||||
Total Right |
| 0 | ||||||
|
| |||||||
| Principal | Value | |||||||
| U.S. GOVERNMENT OBLIGATION - 60.1% | ||||||||
| U.S. Treasury - 60.1% | ||||||||
U.S. Treasury Note | $ 5,702,000 | 5,714,473 | ||||||
|
| |||||||
Total U.S. Government Obligation |
| 5,714,473 | ||||||
|
| |||||||
| Shares | Value | |||||||
| SHORT-TERM INVESTMENT COMPANY - 872.8% | ||||||||
| Money Market Fund - 872.8% | ||||||||
State Street Institutional Treasury Money | 82,983,232 | 82,983,232 | ||||||
|
| |||||||
Total Short-Term Investment Company |
| 82,983,232 | ||||||
|
| |||||||
| OTHER INVESTMENT COMPANY - 0.8% | ||||||||
| Securities Lending Collateral - 0.8% | ||||||||
State Street Navigator Securities Lending | 76,316 | 76,316 | ||||||
|
| |||||||
Total Other Investment Company |
| 76,316 | ||||||
|
| |||||||
Total Investments |
| 92,421,183 | ||||||
Net Other Assets (Liabilities) - (872.1)% | (82,913,859 | ) | ||||||
|
| |||||||
Net Assets - 100.0% | $ 9,507,324 | |||||||
|
| |||||||
Transamerica ETF Trust | Page 10 |
DeltaShares® S&P International Managed Risk ETF
SCHEDULE OF INVESTMENTS (continued)
At March 31, 2022
(unaudited)
FUTURES CONTRACTS:
Long Futures Contracts
Description | Number of Contracts | Expiration Date | Notional Amount | Value | Unrealized Appreciation | Unrealized Depreciation | ||||||||||||||||||||||||
MSCI EAFE Index | 2 | 06/17/2022 | $ | 214,863 | $ | 214,440 | $ | — | $ | (423 | ) | |||||||||||||||||||
INVESTMENTS BY INDUSTRY:
Industry | Percentage of Total Investments | Value | ||||||||
Money Market Fund | 89.8 | % | $ | 82,983,232 | ||||||
U.S. Government Obligation | 6.2 | 5,714,473 | ||||||||
Banks | 0.3 | 318,701 | ||||||||
Pharmaceuticals | 0.3 | 314,885 | ||||||||
Insurance | 0.2 | 176,278 | ||||||||
Metals & Mining | 0.2 | 147,932 | ||||||||
Oil, Gas & Consumable Fuels | 0.2 | 139,912 | ||||||||
Chemicals | 0.1 | 123,122 | ||||||||
Automobiles | 0.1 | 118,504 | ||||||||
Food Products | 0.1 | 117,634 | ||||||||
Machinery | 0.1 | 115,865 | ||||||||
Semiconductors & Semiconductor Equipment | 0.1 | 113,893 | ||||||||
Textiles, Apparel & Luxury Goods | 0.1 | 109,781 | ||||||||
Capital Markets | 0.1 | 96,760 | ||||||||
Health Care Equipment & Supplies | 0.1 | 71,502 | ||||||||
Beverages | 0.1 | 69,272 | ||||||||
Trading Companies & Distributors | 0.1 | 68,588 | ||||||||
Diversified Telecommunication Services | 0.1 | 66,545 | ||||||||
Electric Utilities | 0.1 | 66,206 | ||||||||
Electrical Equipment | 0.1 | 65,753 | ||||||||
Software | 0.1 | 63,410 | ||||||||
IT Services | 0.1 | 63,208 | ||||||||
Real Estate Management & Development | 0.1 | 62,883 | ||||||||
Electronic Equipment, Instruments & Components | 0.1 | 59,549 | ||||||||
Personal Products | 0.1 | 59,405 | ||||||||
Professional Services | 0.1 | 58,978 | ||||||||
Industrial Conglomerates | 0.1 | 55,447 | ||||||||
Food & Staples Retailing | 0.1 | 55,218 | ||||||||
Household Durables | 0.1 | 49,305 | ||||||||
Hotels, Restaurants & Leisure | 0.1 | 48,873 | ||||||||
Equity Real Estate Investment Trusts | 0.1 | 47,300 | ||||||||
Aerospace & Defense | 0.1 | 43,823 | ||||||||
Entertainment | 0.1 | 42,501 | ||||||||
Wireless Telecommunication Services | 0.1 | 41,632 | ||||||||
Building Products | 0.0 | (D) | 41,083 | |||||||
Multi-Utilities | 0.0 | (D) | 36,064 | |||||||
Biotechnology | 0.0 | (D) | 32,620 | |||||||
Tobacco | 0.0 | (D) | 31,174 | |||||||
Diversified Financial Services | 0.0 | (D) | 30,057 | |||||||
Road & Rail | 0.0 | (D) | 29,069 | |||||||
Auto Components | 0.0 | (D) | 27,424 | |||||||
Construction & Engineering | 0.0 | (D) | 26,758 | |||||||
Specialty Retail | 0.0 | (D) | 24,473 | |||||||
Household Products | 0.0 | (D) | 23,577 | |||||||
Life Sciences Tools & Services | 0.0 | (D) | 23,023 | |||||||
Air Freight & Logistics | 0.0 | (D) | 22,598 | |||||||
Internet & Direct Marketing Retail | 0.0 | (D) | 19,851 | |||||||
Media | 0.0 | (D) | 18,706 | |||||||
Marine | 0.0 | (D) | 18,138 | |||||||
Construction Materials | 0.0 | (D) | 17,944 | |||||||
Transportation Infrastructure | 0.0 | (D) | 17,858 | |||||||
Multiline Retail | 0.0 | (D) | 17,553 | |||||||
Technology Hardware, Storage & Peripherals | 0.0 | (D) | 17,068 | |||||||
Gas Utilities | 0.0 | (D) | 15,410 | |||||||
Transamerica ETF Trust | Page 11 |
DeltaShares® S&P International Managed Risk ETF
SCHEDULE OF INVESTMENTS (continued)
At March 31, 2022
(unaudited)
INVESTMENTS BY INDUSTRY (continued):
Industry | Percentage of Total Investments | Value | ||||||||
Health Care Providers & Services | 0.0 | (D) % | $ | 14,389 | ||||||
Commercial Services & Supplies | 0.0 | (D) | 14,061 | |||||||
Paper & Forest Products | 0.0 | (D) | 13,036 | |||||||
Communications Equipment | 0.0 | (D) | 12,280 | |||||||
Interactive Media & Services | 0.0 | (D) | 10,977 | |||||||
Leisure Products | 0.0 | (D) | 9,916 | |||||||
Independent Power & Renewable Electricity Producers | 0.0 | (D) | 5,473 | |||||||
Containers & Packaging | 0.0 | (D) | 5,429 | |||||||
Airlines | 0.0 | (D) | 5,312 | |||||||
Water Utilities | 0.0 | (D) | 4,320 | |||||||
Health Care Technology | 0.0 | (D) | 3,719 | |||||||
Energy Equipment & Services | 0.0 | (D) | 2,728 | |||||||
Distributors | 0.0 | (D) | 1,114 | |||||||
Diversified Consumer Services | 0.0 | (D) | 1,043 | |||||||
Consumer Finance | 0.0 | (D) | 252 | |||||||
|
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|
| |||||||
Investments | 99.9 | 92,344,867 | ||||||||
Short-Term Investments | 0.1 | 76,316 | ||||||||
|
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|
| |||||||
Total Investments | 100.0 | % | $ | 92,421,183 | ||||||
|
|
|
| |||||||
INVESTMENT VALUATION:
Valuation Inputs (I)
| Level 1 - Unadjusted Quoted Prices | Level 2 - Other Significant Observable Inputs | Level 3 - Significant Unobservable Inputs (J) | Value | |||||||||||||
ASSETS |
| |||||||||||||||
Investments |
| |||||||||||||||
Common Stocks | $ | 54,006 | $ | 3,577,475 | $ | 0 | $ | 3,631,481 | ||||||||
Preferred Stocks | — | 15,681 | — | 15,681 | ||||||||||||
Right | — | — | 0 | 0 | ||||||||||||
U.S. Government Obligation | — | 5,714,473 | — | 5,714,473 | ||||||||||||
Short-Term Investment Company | 82,983,232 | — | — | 82,983,232 | ||||||||||||
Other Investment Company | 76,316 | — | — | 76,316 | ||||||||||||
|
|
|
|
|
|
|
| |||||||||
Total Investments | $ | 83,113,554 | $ | 9,307,629 | $ | 0 | $ | 92,421,183 | ||||||||
|
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|
|
|
|
|
| |||||||||
LIABILITIES |
| |||||||||||||||
Other Financial Instruments |
| |||||||||||||||
Futures Contracts (K) | $ | (423 | ) | $ | — | $ | — | $ | (423 | ) | ||||||
|
|
|
|
|
|
|
| |||||||||
Total Other Financial Instruments | $ | (423 | ) | $ | — | $ | — | $ | (423 | ) | ||||||
|
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|
|
|
|
|
| |||||||||
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 $200,772, collateralized by cash collateral of $76,316 and non-cash collateral, such as U.S. government securities and irrevocable letters of credit, of $135,030. 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) | Securities are exempt from registration pursuant to Rule 144A of the Securities Act of 1933. Securities may be resold as transactions exempt from registration, normally to qualified institutional buyers. At March 31, 2022, the total value of 144A securities is $59,310, representing 0.6% of the Fund’s net assets. | |
| (D) | Percentage rounds to less than 0.1% or (0.1)%. | |
| (E) | Securities deemed worthless. | |
| (F) | Securities are Level 3 of the fair value hierarchy. | |
| (G) | Fair valued as determined in good faith in accordance with procedures established by the Board. At March 31, 2022, the total value of securities is $0, representing 0.00% of the Fund’s net assets. | |
| (H) | Rates disclosed reflect the yields at March 31, 2022. | |
| (I) | There were no transfers in or out of Level 3 during the period ended March 31, 2022. Please reference the Investment Valuation section of the Notes to Schedule of Investments for more information regarding investment valuation and pricing inputs. | |
| (J) | Level 3 securities were not considered significant to the Fund. | |
| (K) | Derivative instruments are valued at unrealized appreciation (depreciation). |
CURRENCY ABBREVIATION:
EUR | Euro |
Transamerica ETF Trust | Page 12 |
DeltaShares® S&P International Managed Risk ETF
SCHEDULE OF INVESTMENTS (continued)
At March 31, 2022
(unaudited)
PORTFOLIO ABBREVIATIONS:
ADR | American Depositary Receipt | |
CDI | CHESS Depositary Interests | |
CVA | Commanditaire Vennootschap op Aandelen (Dutch Certificate) | |
EAFE | Europe, Australasia and Far East | |
J-REIT | Japan-Real Estate Investment Trust | |
REIT | Real Estate Investment Trust |
Transamerica ETF Trust | Page 13 |
DeltaShares® S&P International Managed Risk ETF
NOTES TO SCHEDULE OF INVESTMENTS
At March 31, 2022
(unaudited)
1. INVESTMENT VALUATION
DeltaShares® S&P International 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 March 31, 2022, 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 certain indices of securities based on a statistical analysis of their historical relationship; such valuations generally are categorized in Level 2.
Rights: Rights may be priced intrinsically using a model that incorporates the subscription or strike price, the daily market price for the underlying security, and a subscription ratio. If the inputs are unavailable, or if the subscription or strike price is higher than the market price, then the rights are priced at zero. Rights are generally categorized in Level 2 of the fair value hierarchy, 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.
Transamerica ETF Trust | Page 14 |
DeltaShares® S&P International Managed Risk ETF
NOTES TO SCHEDULE OF INVESTMENTS (continued)
At March 31, 2022
(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.
2. SUBSEQUENT EVENT
The Board has approved the liquidation of the Transamerica ETF Trust. These liquidations will be effective on or about April 12, 2022.
Transamerica ETF Trust | Page 15 |
