Roundhill Magnificent Seven ETF | ||||||||
Schedule of Investments | ||||||||
March 31, 2024 (Unaudited) | ||||||||
Shares | Value | |||||||
COMMON STOCKS — 33.9% | ||||||||
Auto Manufacturers — 5.8% | ||||||||
Tesla, Inc. (a) | 68,968 | $ | 12,123,885 | |||||
Computers — 5.6% | ||||||||
Apple, Inc. | 68,631 | 11,768,844 | ||||||
Internet — 16.2% | ||||||||
Alphabet, Inc. - Class A (a) | 92,376 | 13,942,309 | ||||||
Amazon.com, Inc. (a) | 67,960 | 12,258,625 | ||||||
Meta Platforms, Inc. - Class A | 15,524 | 7,538,144 | ||||||
33,739,078 | ||||||||
Semiconductors — 0.6% | ||||||||
NVIDIA Corp. | 1,382 | 1,248,720 | ||||||
Software — 5.7% | ||||||||
Microsoft Corp. | 28,500 | 11,990,520 | ||||||
TOTAL COMMON STOCKS (Cost $70,341,658) | 70,871,047 | |||||||
SHORT-TERM INVESTMENTS - 55.5% | ||||||||
Money Market Fund — 0.5% | ||||||||
First American Government Obligations Fund, Class X, 5.23% (b) | 979,689 | 979,689 | ||||||
Total Money Market Fund (Cost $979,689) | 979,689 | |||||||
U.S. Treasury Bills — 55.0% | ||||||||
5.39%, 05/02/2024 (c)(d) | 115,468,000 | 114,946,933 | ||||||
Total U.S. Treasury Bills (Cost $114,946,933) | 114,946,933 | |||||||
TOTAL SHORT-TERM INVESTMENTS (Cost $115,926,622) | 115,926,622 | |||||||
TOTAL INVESTMENTS (Cost $186,268,280) — 89.4% | 186,797,669 | |||||||
Other assets and liabilities, net — 10.6% | 22,027,046 | |||||||
NET ASSETS — 100.0% | $ | 208,824,715 |
(a) | Non-income producing security. | ||||||||
(b) | The rate shown is the seven day yield at period end. | ||||||||
(c) | The rate shown is the effective yield as of March 31, 2024. | ||||||||
(d) | Held as collateral for total return swaps. | ||||||||
Percentages are stated as a percent of net assets. |
Roundhill Magnificent Seven ETF | |||||||||||||||||
Schedule of Total Return Swaps | |||||||||||||||||
March 31, 2024 (Unaudited) | |||||||||||||||||
Long Total Return Equity Swaps | Fund Pays/Receives Reference Entity | Counterparty | Payment Frequency | Financing Rate | Expiration Date | Upfront Premiums Paid/Received | Notional Amount | Value/Unrealized Appreciation (Depreciation) | |||||||||
Alphabet, Inc. - Class A Swap | Receives | Nomura Securities International, Inc. | At Maturity | Overnight Bank Funding Rate Index + 0.50% | May 14, 2024 | $ | - | $ | 15,647,183 | $ | 917,988 | ||||||
Amazon.com, Inc. Swap | Receives | Nomura Securities International, Inc. | At Maturity | Overnight Bank Funding Rate Index + 0.50% | May 14, 2024 | - | 16,098,010 | 1,851,243 | |||||||||
Apple, Inc. Swap | Receives | Nomura Securities International, Inc. | At Maturity | Overnight Bank Funding Rate Index + 0.50% | May 14, 2024 | - | 19,156,970 | (1,072,346 | ) | ||||||||
Meta Platforms, Inc. - Class A Swap | Receives | Nomura Securities International, Inc. | At Maturity | Overnight Bank Funding Rate Index + 0.50% | May 14, 2024 | - | 18,187,254 | 2,805,827 | |||||||||
Microsoft Corp. Swap | Receives | Nomura Securities International, Inc. | At Maturity | Overnight Bank Funding Rate Index + 0.50% | May 14, 2024 | - | 16,292,648 | 949,299 | |||||||||
NVIDIA Corp. Swap | Receives | Nomura Securities International, Inc. | At Maturity | Overnight Bank Funding Rate Index + 0.50% | May 14, 2024 | - | 20,837,383 | 7,396,156 | |||||||||
Tesla, Inc. Swap | Receives | Nomura Securities International, Inc. | At Maturity | Overnight Bank Funding Rate Index + 0.50% | May 14, 2024 | - | 19,977,675 | (1,754,405 | ) | ||||||||
$ | - | $ | 126,197,123 | $ | 11,093,762 |
Fair Value Measurements | |||||||||
Various inputs are used in determining the value of the Fund's investments. These inputs are summarized in three broad levels. | |||||||||
Level 1 includes quoted prices in active markets for identical securities. Level 2 includes other significant observable inputs | |||||||||
(including quoted prices for similar securities, interest rates, prepayment speeds and credit risk). Level 3 includes significant | |||||||||
unobservable inputs (including the Fund's own assumptions in determining the fair value of investments). The level assigned to the | |||||||||
securities valuations may not be an indication of the risk or liquidity associated with investing in those securities. | |||||||||
The Fund did not hold any investments during the period with significant unobservable inputs which would be classified as Level 3. | |||||||||
The following is a summary of the inputs used to value the Fund’s investments carried at fair value as of March 31, 2024: |
Level 1 | Level 2 | Level 3 | Total | |||||||||||||
Investments - Assets: | ||||||||||||||||
Common Stocks* | $ | 70,871,047 | $ | - | $ | - | $ | 70,871,047 | ||||||||
Money Market Fund | 979,689 | - | - | 979,689 | ||||||||||||
U.S. Treasury Bills | - | 114,946,933 | - | 114,946,933 | ||||||||||||
Total Investments - Assets | $ | 71,850,736 | $ | 114,946,933 | $ | - | $ | 186,797,669 | ||||||||
Swap Contracts^ | ||||||||||||||||
Long Total Return Equity Swap Contracts | $ | 11,093,762 | $ | - | $ | - | $ | 11,093,762 | ||||||||
Total Swap Contracts | $ | 11,093,762 | $ | - | $ | - | $ | 11,093,762 |
* See the Schedule of Investments for industry classifications. | |||||||||
^ Swap contracts are derivative instruments, which are presented at the unrealized appreciation/depreciation on the instrument. |