Gotham 1000 Value ETF | ||
SCHEDULE OF INVESTMENTS at June 30, 2023 (Unaudited) |
Shares | Value | ||||||
Common Stocks - 99.8% | |||||||
Advertising - 0.5% | |||||||
Omnicom Group, Inc. (1) | 4,377 | $ | 416,472 | ||||
The Interpublic Group of Company, Inc. | 8,476 | 327,004 | |||||
743,476 | |||||||
Aerospace & Defense - 0.3% | |||||||
Curtiss-Wright Corp. | 484 | 88,891 | |||||
General Dynamics Corp. | 252 | 54,218 | |||||
Lockheed Martin Corp. | 537 | 247,224 | |||||
390,333 | |||||||
Agriculture - 1.2% | |||||||
Altria Group, Inc. | 13,878 | 628,673 | |||||
Archer-Daniels-Midland Co. | 6,103 | 461,143 | |||||
Bunge Ltd. | 6,426 | 606,293 | |||||
1,696,109 | |||||||
Airlines - 0.2% | |||||||
American Airlines Group, Inc. (2) | 13,634 | 244,594 | |||||
Apparel - 1.9% | |||||||
Capri Holdings Ltd. (2) | 11,888 | 426,660 | |||||
Carter's, Inc. (1) | 7,316 | 531,142 | |||||
Crocs, Inc. (2) | 3,372 | 379,148 | |||||
Deckers Outdoor Corp. (2) | 247 | 130,332 | |||||
Skechers U.S.A., Inc. - Class A (2) | 931 | 49,026 | |||||
Steven Madden Ltd. (1) | 15,403 | 503,524 | |||||
Tapestry, Inc. (1) | 6,002 | 256,886 | |||||
Urban Outfitters, Inc. (1) (2) | 14,177 | 469,684 | |||||
2,746,402 | |||||||
Auto Manufacturers - 0.3% | |||||||
General Motors Co. | 11,155 | 430,137 | |||||
Auto Parts & Equipment - 0.5% | |||||||
Adient PLC (2) | 1,101 | 42,190 | |||||
Allison Transmission Holdings, Inc. | 9,539 | 538,572 | |||||
BorgWarner, Inc. | 256 | 12,521 | |||||
Visteon Corp. (2) | 918 | 131,834 | |||||
725,117 | |||||||
Banks - 4.9% | |||||||
Ameris Bancorp | 2,238 | 76,562 | |||||
Associated Banc-Corp (1) | 1,216 | 19,736 | |||||
Bank of America Corp. (1) | 9,232 | 264,866 | |||||
Bank OZK (1) | 5,811 | 233,370 | |||||
Cadence Bank | 13,917 | 273,330 | |||||
Cathay General Bancorp | 6,536 | 210,394 | |||||
Citigroup, Inc. | 1,765 | ��81,261 | |||||
Citizens Financial Group, Inc. | 3,827 | 99,808 | |||||
Columbia Banking System, Inc. | 1,932 | 39,181 | |||||
Comerica, Inc. | 5,953 | 252,169 | |||||
Cullen/Frost Bankers, Inc. (1) | 862 | 92,691 | |||||
CVB Financial Corp. (1) | 1,656 | 21,992 | |||||
East West Bancorp, Inc. | 3,708 | 195,745 | |||||
Fifth Third Bancorp (1) | 3,821 | 100,148 | |||||
First BanCorp/Puerto R co. | 18,848 | 230,323 | |||||
First Citizens BancShares, Inc. - Class A | 11 | 14,118 | |||||
Fulton Financial Corp. | 1,699 | 20,252 | |||||
Hancock Whitney Corp. | 12,223 | 469,119 | |||||
Huntington Bancshares, Inc. (1) | 32,898 | 354,640 | |||||
Independent Bank Corp. | 5,142 | 228,870 | |||||
International Bancshares Corp. | 3,014 | 133,219 | |||||
KeyCorp (1) | 9,485 | 87,641 | |||||
Old National Bancorp/IN | 12,566 | 175,170 | |||||
Pinnacle Financial Partners, Inc. | 5,059 | 286,592 | |||||
Prosperity Bancshares, Inc. | 956 | 53,995 | |||||
Regions Financial Corp. | 8,574 | 152,789 | |||||
SouthState Corp. | 4,967 | 326,829 | |||||
Synovus Financial Corp. | 4,786 | 144,776 | |||||
Texas Capital Bancshares, Inc. (2) | 5,744 | 295,816 | |||||
The Bank of Nova Scotia | 3,261 | 163,180 | |||||
The PNC Financial Services Group, Inc. | 3,266 | 411,353 | |||||
The Toronto-Dominion Bank (1) | 3,097 | 192,045 | |||||
Truist Financial Corp. (1) | 10,756 | 326,445 | |||||
UMB Financial Corp. | 3,885 | 236,597 | |||||
Valley National Bancorp (1) | 21,688 | 168,082 | |||||
Western Alliance Bancorp (1) | 6,294 | 229,542 | |||||
Wintrust Financial Corp. (1) | 220 | 15,976 | |||||
Zions Bancorp N.A. (1) | 8,271 | 222,159 | |||||
6,900,781 | |||||||
Beverages - 0.6% | |||||||
Coca-Cola Consolidated, Inc. | 437 | 277,941 | |||||
Keurig Dr Pepper, Inc. | 8,320 | 260,166 | |||||
Molson Coors Brewing Co. - Class B (1) | 4,202 | 276,660 | |||||
The Coca-Cola Co. | 905 | 54,499 | |||||
869,266 | |||||||
Biotechnology - 2.5% | |||||||
Amgen, Inc. | 1,600 | 355,232 | |||||
Biogen, Inc. (2) | 843 | 240,129 | |||||
Bio-Rad Laboratories, Inc. - Class A (2) | 56 | 21,231 | |||||
Exelixis, Inc. (2) | 6,012 | 114,889 | |||||
Gilead Sciences, Inc. | 5,403 | 416,409 | |||||
Halozyme Therapeutics, Inc. (2) | 6,639 | 239,469 | |||||
Horizon Therapeutics PLC (2) | 65 | 6,685 | |||||
Incyte Corp. (2) | 562 | 34,984 | |||||
Maravai LifeSciences Holdings, Inc. (2) | 33,955 | 422,061 | |||||
Moderna, Inc. (2) | 3,385 | 411,278 | |||||
Regeneron Pharmaceuticals, Inc. (2) | 408 | 293,164 | |||||
United Therapeutics Corp. (2) | 2,927 | 646,135 | |||||
Vertex Pharmaceuticals, Inc. (2) | 912 | 320,942 | |||||
Vir Biotechnology, Inc. (2) | 911 | 22,347 | |||||
3,544,955 | |||||||
Building Materials - 2.8% | |||||||
Armstrong World Industries, Inc. | 4,762 | 349,817 | |||||
Boise Cascade Co. | 6,337 | 572,548 | |||||
Builders FirstSource, Inc. (1) (2) | 4,485 | 609,960 | |||||
Eagle Materials, Inc. | 2,420 | 451,136 | |||||
Fortune Brands Innovations, Inc. | 8,742 | 628,987 | |||||
Louisiana-Pacific Corp. (1) | 1,059 | 79,404 | |||||
Masco Corp. | 3,300 | 189,354 | |||||
Owens Corning | 2,636 | 343,998 | |||||
Summit Materials, Inc. - Class A (2) | 0 | (3) | 4 | ||||
UFP Industries, Inc. | 7,190 | 697,789 | |||||
3,922,997 | |||||||
Chemicals - 3.9% | |||||||
CF Industries Holdings, Inc. | 9,803 | 680,524 | |||||
Dow, Inc. (1) | 5,132 | 273,330 | |||||
DuPont de Nemours, Inc. | 4,023 | 287,403 | |||||
Eastman Chemical Co. | 210 | 17,581 | |||||
HB Fuller Co. | 3,106 | 222,110 | |||||
Huntsman Corp. | 20,489 | 553,613 | |||||
Innospec, Inc. | 1,150 | 115,506 | |||||
LyondellBasell Industries NV | 455 | 41,783 | |||||
NewMarket Corp. | 1,068 | 429,464 | |||||
Nutrien Ltd. (2) | 10,204 | 602,546 | |||||
Olin Corp. | 9,833 | 505,318 | |||||
The Chemours Co. | 4 | 148 | |||||
The Mosaic Co. | 16,105 | 563,675 | |||||
Valvoline, Inc. | 17,865 | 670,116 | |||||
Westlake Corp. (1) | 4,546 | 543,111 | |||||
5,506,228 | |||||||
Coal - 1.2% | |||||||
Alpha Metallurgical Resources, Inc. (1) | 3,952 | 649,551 | |||||
Arch Resources, Inc. - Class A (1) | 4,990 | 562,673 | |||||
CONSOL Energy, Inc. | 5,119 | 347,119 | |||||
Teck Resources Ltd. - Class A | 3,324 | 139,940 | |||||
1,699,283 | |||||||
Commercial Services - 3.8% | |||||||
ADT, Inc. | 42,665 | 257,270 | |||||
AMN Healthcare Services, Inc. (1) (2) | 5,072 | 553,457 | |||||
API Group Corp. (2) | 13,324 | 363,212 | |||||
ASGN, Inc. (2) | 1,036 | 78,353 | |||||
Automatic Data Processing, Inc. | 517 | 113,631 | |||||
Colliers International Group, Inc. - SVS | 2,634 | 258,632 | |||||
Euronet Worldwide, Inc. (2) | 1,345 | 157,863 | |||||
FleetCor Technologies, Inc. (2) | 838 | 210,405 | |||||
Gartner, Inc. (2) | 318 | 111,398 | |||||
Graham Holdings Co. - Class A | 604 | 345,174 | |||||
Grand Canyon Education, Inc. (2) | 3,303 | 340,903 | |||||
Insperity, Inc. | 3,192 | 379,720 | |||||
John Wiley & Sons, Inc. - Class A | 935 | 31,818 | |||||
Korn Ferry | 10,473 | 518,832 | |||||
ManpowerGroup, Inc. | 5,305 | 421,217 | |||||
RB Global, Inc. | 154 | 9,240 | |||||
Robert Half International, Inc. | 4,272 | 321,340 | |||||
Service Corp. International (1) | 1,779 | 114,906 | |||||
The Brink's Co. | 2,595 | 176,019 | |||||
TriNet Group, Inc. (2) | 4,691 | 445,504 | |||||
WEX, Inc. (2) | 217 | 39,509 | |||||
WillScot Mobile Mini Holdings Corp. (2) | 1,749 | 83,585 | |||||
5,331,988 | |||||||
Computers - 2.7% | |||||||
Accenture PLC - Class A | 496 | 153,056 | |||||
Amdocs Ltd. | 2,283 | 225,674 | |||||
CACI International, Inc. (2) | 398 | 135,654 | |||||
CGI, Inc. - Class A (2) | 2,410 | 254,086 | |||||
Dell Technologies, Inc. - Class A (1) | 9,076 | 491,102 | |||||
DXC Technology Co. (2) | 5,958 | 159,198 | |||||
Hewlett Packard Enterprise Co. | 13,285 | 223,188 | |||||
HP, Inc. | 12,301 | 377,764 | |||||
Insight Enterprises, Inc. (1) (2) | 5,300 | 775,602 | |||||
International Business Machines Corp. | 496 | 66,370 | |||||
Maximus, Inc. (1) | 228 | 19,268 | |||||
NCR Corp. (2) | 8,205 | 206,766 | |||||
NetApp, Inc. | 3,807 | 290,855 | |||||
Science Applications International Corp. | 2,112 | 237,558 | |||||
Seagate Technology Holdings PLC | 1,337 | 82,720 | |||||
Super Micro Computer, Inc. (1) (2) | 583 | 145,313 | |||||
3,844,174 | |||||||
Cosmetics & Personal Care - 0.1% | |||||||
Olaplex Holdings, Inc. (2) | 12,847 | 47,791 | |||||
The Procter & Gamble Co. | 525 | 79,663 | |||||
127,454 | |||||||
Distribution & Wholesale - 1.1% | |||||||
Core & Main, Inc. - Class A (2) | 572 | 17,926 | |||||
Fastenal Co. | 722 | 42,591 | |||||
LKQ Corp. | 1,050 | 61,183 | |||||
Pool Corp. (1) | 759 | 284,352 | |||||
Resideo Technologies, Inc. (2) | 11,669 | 206,075 | |||||
Rush Enterprises, Inc. - Class B | 8,177 | 496,671 | |||||
Univar Solutions, Inc. (2) | 13,504 | 483,983 | |||||
1,592,781 | |||||||
Diversified Financial Services - 1.2% | |||||||
Affiliated Managers Group, Inc. | 1,878 | 281,493 | |||||
Ally Financial, Inc. | 1,797 | 48,537 | |||||
Capital One Financial Corp. | 168 | 18,374 | |||||
Discover Financial Services | 1,930 | 225,520 | |||||
Enact Holdings, Inc. | 6,022 | 151,333 | |||||
Evercore, Inc. - Class A (1) | 336 | 41,526 | |||||
Franklin Resources, Inc. (1) | 477 | 12,741 | |||||
Intercorp Financial Services, Inc. | 926 | 23,002 | |||||
Mr Cooper Group, Inc. (1) (2) | 1,563 | 79,150 | |||||
Nelnet, Inc. - Class A | 183 | 17,656 | |||||
OneMain Holdings, Inc. | 117 | 5,112 | |||||
Radian Group, Inc. | 3,314 | 83,778 | |||||
Synchrony Financial | 5,671 | 192,360 | |||||
The Charles Schwab Corp. | 2,145 | 121,579 | |||||
The Western Union Co. | 37,375 | 438,409 | |||||
1,740,570 | |||||||
Electric - 0.2% | |||||||
Otter Tail Corp. (1) | 2,749 | 217,061 | |||||
Electrical Components & Equipment - 1.3% | |||||||
Acuity Brands, Inc. (1) | 2,895 | 472,117 | |||||
Belden, Inc. | 102 | 9,756 | |||||
Encore Wire Corp. (1) | 3,781 | 703,001 | |||||
Energizer Holdings, Inc. | 8,969 | 301,179 | |||||
EnerSys | 3,499 | 379,712 | |||||
Littelfuse, Inc. | 119 | 34,666 | |||||
1,900,431 | |||||||
Electronics - 1.8% | |||||||
Amphenol Corp. | 1,063 | 90,302 | |||||
Arrow Electronics, Inc. (2) | 2,471 | 353,921 | |||||
Atkore, Inc. (1) (2) | 2,805 | 437,412 | |||||
Brady Corp. (1) | 2,684 | 127,678 | |||||
Hubbell, Inc. | 2 | 663 | |||||
Jabil, Inc. | 4,319 | 466,150 | |||||
nVent Electric PLC | 642 | 33,172 | |||||
Sanmina Corp. (2) | 1,485 | 89,501 | |||||
Sensata Technologies Holding PLC | 3,605 | 162,189 | |||||
SYNNEX Corp. | 2,475 | 232,650 | |||||
Vishay Intertechnology, Inc. | 16,572 | 487,217 | |||||
Vontier Corp. | 4,230 | 136,248 | |||||
2,617,103 | |||||||
Engineering & Construction - 0.9% | |||||||
Arcosa, Inc. | 3,463 | 262,392 | |||||
Comfort Systems USA, Inc. | 2,602 | 427,248 | |||||
EMCOR Group, Inc. | 695 | 128,422 | |||||
TopBuild Corp. (2) | 1,775 | 472,185 | |||||
1,290,247 | |||||||
Entertainment - 0.7% | |||||||
International Game Technology PLC | 5,118 | 163,213 | |||||
Light & Wonder, Inc. (2) | 1,069 | 73,505 | |||||
Penn Entertainment, Inc. (1) (2) | 15,100 | 362,853 | |||||
SeaWorld Entertainment, Inc. (2) | 1,604 | 89,840 | |||||
Vail Resorts, Inc. | 932 | 234,640 | |||||
Warner Music Group Corp. - Class A | 3,266 | 85,210 | |||||
1,009,261 | |||||||
Food - 3.9% | |||||||
Albertsons Cos, Inc. | 22,109 | 482,418 | |||||
Cal-Maine Foods, Inc. (1) | 12,830 | 577,350 | |||||
Campbell Soup Co. | 10,448 | 477,578 | |||||
Conagra Brands, Inc. | 735 | 24,784 | |||||
General Mills, Inc. (1) | 1,797 | 137,830 | |||||
Hormel Foods Corp. | 4,770 | 191,849 | |||||
Kellogg Co. | 6,268 | 422,463 | |||||
Sprouts Farmers Market, Inc. (2) | 10,251 | 376,519 | |||||
Sysco Corp. | 3,700 | 274,540 | |||||
The Hershey Co. | 472 | 117,859 | |||||
The J.M. Smucker Co. | 4,264 | 629,665 | |||||
The Kraft Heinz Co. | 13,492 | 478,966 | |||||
The Kroger Co. | 12,079 | 567,713 | |||||
The Simply Good Foods Co. (2) | 1,861 | 68,094 | |||||
TreeHouse Foods, Inc. (2) | 11,675 | 588,187 | |||||
US Foods Holding Corp. (2) | 3,529 | 155,276 | |||||
5,571,091 | |||||||
Forest Products & Paper - 0.1% | |||||||
International Paper Co. | 4,038 | 128,449 | |||||
Gas - 0.6% | |||||||
National Fuel Gas Co. | 8,984 | 461,418 | |||||
Southwest Gas Holdings, Inc. | 5,764 | 366,879 | |||||
828,297 | |||||||
Hand & Machine Tools - 0.1% | |||||||
Snap-on, Inc. | 384 | 110,665 | |||||
Healthcare - Products - 1.4% | |||||||
Avantor, Inc. (2) | 10,563 | 216,964 | |||||
Baxter International, Inc. | 1,705 | 77,680 | |||||
DENTSPLY SIRONA, Inc. | 2 | 80 | |||||
GE HealthCare Technologies, Inc. | 2,930 | 238,033 | |||||
Hologic, Inc. (2) | 663 | 53,683 | |||||
Integra LifeSciences Holdings Corp. (2) | 3,298 | 135,647 | |||||
Lantheus Holdings, Inc. (1)(2) | 5,305 | 445,196 | |||||
Patterson Cos, Inc. | 9,254 | 307,788 | |||||
Revvity, Inc. | 3,514 | 417,428 | |||||
Zimmer Biomet Holdings, Inc. | 470 | 68,432 | |||||
1,960,931 | |||||||
Healthcare - Services - 2.5% | |||||||
Amedisys, Inc. (2) | 3,725 | 340,614 | |||||
Centene Corp. (2) | 9,240 | 623,238 | |||||
Chemed Corp. (1) | 125 | 67,709 | |||||
DaVita, Inc. (2) | 4,711 | 473,314 | |||||
Elevance Health, Inc. | 774 | 343,880 | |||||
HCA Healthcare, Inc. | 9 | 2,731 | |||||
Humana, Inc. | 1,237 | 553,100 | |||||
Molina Healthcare, Inc. (2) | 2,020 | 608,505 | |||||
Syneos Health, Inc. (2) | 5,505 | 231,981 | |||||
UnitedHealth Group, Inc. | 524 | 251,855 | |||||
3,496,927 | |||||||
Home Builders - 1.2% | |||||||
Cavco Industries, Inc. (2) | 686 | 202,370 | |||||
Installed Building Products, Inc. | 2,412 | 338,066 | |||||
LCI Industries (1) | 3,194 | 403,594 | |||||
Skyline Champion Corp. (1) (2) | 7,335 | 480,076 | |||||
Thor Industries, Inc. | 2,486 | 257,301 | |||||
1,681,407 | |||||||
Home Furnishings - 0.3% | |||||||
Leggett & Platt, Inc. | 13,461 | 398,715 | |||||
Household Products & Wares - 0.5% | |||||||
Helen of Troy Ltd. (1)(2) | 331 | 35,754 | |||||
Kimberly-Clark Corp. | 2,411 | 332,863 | |||||
Spectrum Brands Holdings, Inc. | 3,779 | 294,951 | |||||
663,568 | |||||||
Insurance - 3.8% | |||||||
American Equity Investment Life Holding Co. | 10,913 | 568,676 | |||||
American International Group, Inc. | 9,301 | 535,180 | |||||
Brighthouse Financial, Inc. (2) | 3,239 | 153,367 | |||||
CNO Financial Group, Inc. | 13,304 | 314,906 | |||||
Equitable Holdings, Inc. | 20,255 | 550,126 | |||||
Essent Group Ltd. | 8,766 | 410,249 | |||||
Globe Life, Inc. | 271 | 29,707 | |||||
Jackson Financial, Inc. | 466 | 14,264 | |||||
Loews Corp. | 10,480 | 622,302 | |||||
Manulife Financial Corp. | 3,811 | 72,066 | |||||
MGIC Investment Corp. | 33,273 | 525,381 | |||||
Principal Financial Group, Inc. | 7,351 | 557,500 | |||||
RLI Corp. (1) | 4,943 | 674,571 | |||||
Ryan Specialty Holdings, Inc. - Class A (1) (2) | 3,608 | 161,963 | |||||
Unum Group (2) | 1,609 | 76,749 | |||||
W.R. Berkley Corp. | 3,255 | 193,868 | |||||
5,460,875 | |||||||
Internet - 1.2% | |||||||
Alphabet, Inc. - Class A (2) | 5 | 598 | |||||
Booking Holdings, Inc. (2) | 30 | 81,010 | |||||
CDW Corp. | 816 | 149,736 | |||||
eBay, Inc. (1) | 8,649 | 386,524 | |||||
F5, Inc. (2) | 915 | 133,828 | |||||
Gen Digital, Inc. | 18,127 | 336,256 | |||||
GoDaddy, Inc. - Class A (2) | 197 | 14,801 | |||||
Match Group, Inc. (2) | 6,096 | 255,117 | |||||
Perficient, Inc. (2) | 333 | 27,749 | |||||
Ziff Davis, Inc. (1)(2) | 3,522 | 246,751 | |||||
1,632,370 | |||||||
Iron & Steel - 1.8% | |||||||
Cleveland-Cliffs, Inc. (2) | 19,002 | 318,474 | |||||
Commercial Metals Co. | 8,630 | 454,456 | |||||
Nucor Corp. | 3,231 | 529,819 | |||||
Reliance Steel & Aluminum Co. | 2,230 | 605,646 | |||||
Steel Dynamics, Inc. | 5,455 | 594,213 | |||||
United States Steel Corp. (1) | 4,529 | 113,270 | |||||
2,615,878 | |||||||
Leisure Time - 0.6% | |||||||
Brunswick Corp. (1) | 2,721 | 235,748 | |||||
Polaris, Inc. (1) | 3,682 | 445,264 | |||||
YETI Holdings, Inc. (2) | 4,248 | 164,992 | |||||
846,004 | |||||||
Lodging - 1.6% | |||||||
Boyd Gaming Corp. | 6,618 | 459,090 | |||||
Choice Hotels International, Inc. (1) | 2,709 | 318,362 | |||||
Hilton Worldwide Holdings, Inc. | 1,520 | 221,236 | |||||
Hyatt Hotels Corp. - Class A | 1,615 | 185,047 | |||||
Marriott International, Inc. | 2,138 | 392,729 | |||||
MGM Resorts International | 8,037 | 352,985 | |||||
Wyndham Hotels & Resorts, Inc. | 5,326 | 365,204 | |||||
2,294,653 | |||||||
Machinery - Construction & Mining - 0.3% | |||||||
Caterpillar, Inc. | 1,044 | 256,876 | |||||
Terex Corp. | 3,277 | 196,063 | |||||
452,939 | |||||||
Machinery - Diversified - 1.2% | |||||||
AGCO Corp. | 2,475 | 325,264 | |||||
Crane Co. | 5,705 | 508,430 | |||||
Dover Corp. | 175 | 25,839 | |||||
Esab Corp. | 4,103 | 273,014 | |||||
Gates Industrial Corp PLC (2) | 22,223 | 299,566 | |||||
Ingersoll Rand, Inc. | 655 | 42,811 | |||||
Otis Worldwide Corp. | 208 | 18,514 | |||||
Watts Water Technologies, Inc. - Class A | 1,061 | 194,937 | |||||
1,688,375 | |||||||
Media - 2.7% | |||||||
Cable One, Inc. | 592 | 388,991 | |||||
Charter Communications, Inc. - Class A (1) (2) | 849 | 311,897 | |||||
Comcast Corp. - Class A | 10,139 | 421,275 | |||||
Fox Corp. - Class B (1) | 15,862 | 539,308 | |||||
News Corp. - Class A | 7,323 | 142,799 | |||||
Nexstar Media Group, Inc. | 3,619 | 602,744 | |||||
Sirius XM Holdings, Inc. (1) | 119,481 | 541,249 | |||||
TEGNA, Inc. (1) | 44,127 | 716,623 | |||||
The New York Times Co. - Class A | 3,175 | 125,032 | |||||
3,789,918 | |||||||
Metal Fabricate & Hardware - 1.5% | |||||||
Advanced Drainage Systems, Inc. (1) | 4,638 | 527,712 | |||||
Mueller Industries, Inc. (1) | 7,916 | 690,908 | |||||
Valmont Industries, Inc. | 1,338 | 389,425 | |||||
Worthington Industries, Inc. | 6,621 | 459,961 | |||||
2,068,006 | |||||||
Mining - 0.7% | |||||||
Arconic Corp. (2) | 19,193 | 567,729 | |||||
Barrick Gold Corp. | 875 | 14,814 | |||||
Franco-Nevada Corp. | 950 | 135,470 | |||||
Freeport-McMoRan, Inc. | 645 | 25,800 | |||||
Kinross Gold Corp. (1) | 20,688 | 98,682 | |||||
Southern Copper Corp. | 2,794 | 200,441 | |||||
1,042,936 | |||||||
Miscellaneous Manufacturers - 0.9% | |||||||
3M Co. | 459 | 45,941 | |||||
A.O. Smith Corp. | 2,227 | 162,081 | |||||
Carlisle Companies, Inc. | 1,924 | 493,564 | |||||
Donaldson Co., Inc. | 3,217 | 201,095 | |||||
EnPro Industries, Inc. | 249 | 33,249 | |||||
General Electric Co. (1) | 735 | 80,740 | |||||
Teledyne Technologies, Inc. (2) | 278 | 114,288 | |||||
Textron, Inc. | 2,727 | 184,427 | |||||
1,315,385 | |||||||
Office & Business Equipment - 0.1% | |||||||
Zebra Technologies Corp. (1) (2) | 657 | 194,360 | |||||
Oil & Gas - 12.6% | |||||||
Antero Resources Corp. (2) | 21,160 | 487,315 | |||||
APA Corp. | 14,757 | 504,247 | |||||
California Resources Corp. (1) | 14,399 | 652,131 | |||||
Canadian Natural Resources Ltd. | 9,944 | 559,450 | |||||
Chesapeake Energy Corp. (1) | 6,472 | 541,577 | |||||
Chevron Corp. | 4,103 | 645,607 | |||||
Civitas Resources, Inc. (1) | 6,052 | 419,827 | |||||
CNX Resources Corp. (1) (2) | 27,767 | 492,031 | |||||
Comstock Resources, Inc. (1) | 43,519 | 504,820 | |||||
ConocoPhillips | 6,160 | 638,238 | |||||
Coterra Energy, Inc. (1) | 20,984 | 530,895 | |||||
Crescent Point Energy Corp. | 34,244 | 230,462 | |||||
CVR Energy, Inc. (1) | 22,696 | 679,972 | |||||
Denbury, Inc. (2) | 382 | 32,951 | |||||
Devon Energy Corp. | 7,903 | 382,031 | |||||
Diamondback Energy, Inc. (1) | 439 | 57,667 | |||||
Enerplus Corp. | 30,436 | 440,409 | |||||
EOG Resources, Inc. | 5,368 | 614,314 | |||||
EQT Corp. (1) | 15,559 | 639,942 | |||||
Exxon Mobil Corp. | 6,175 | 662,269 | |||||
Helmerich & Payne, Inc. | 12,200 | 432,490 | |||||
Hess Corp. | 1,844 | 250,692 | |||||
HF Sinclair Corp. | 14,907 | 665,001 | |||||
Imperial Oil Ltd. | 13,194 | 675,005 | |||||
Kosmos Energy Ltd. (2) | 44,452 | 266,268 | |||||
Marathon Petroleum Corp. | 5,782 | 674,181 | |||||
Murphy Oil Corp. (1) | 13,933 | 533,634 | |||||
Occidental Petroleum Corp. (1) | 11,294 | 664,087 | |||||
Ovintiv, Inc. | 13,486 | 513,412 | |||||
Patterson-UTI Energy, Inc. | 9,919 | 118,730 | |||||
Phillips 66 | 7,109 | 678,056 | |||||
Pioneer Natural Resources Co. | 2,292 | 474,857 | |||||
Range Resources Corp. (1) | 20,605 | 605,787 | |||||
Southwestern Energy Co. (1)(2) | 80,895 | 486,179 | |||||
Suncor Energy, Inc. | 11,192 | 328,149 | |||||
Valero Energy Corp. | 5,991 | 702,744 | |||||
Vermilion Energy, Inc. | 1,530 | 19,049 | |||||
Weatherford International PLC (2) | 1,690 | 112,250 | |||||
17,916,726 | |||||||
Oil & Gas Services - 0.4% | |||||||
Baker Hughes Co. | 5,607 | 177,237 | |||||
ChampionX Corp. | 11,895 | 369,221 | |||||
NexTier Oilfield Solutions, Inc. (1) (2) | 6,670 | 59,630 | |||||
TechnipFMC PLC (2) | 93 | 1,546 | |||||
607,634 | |||||||
Packaging & Containers - 1.4% | |||||||
Amcor PLC | 3,638 | 36,307 | |||||
AptarGroup, Inc. | 165 | 19,117 | |||||
Berry Global Group, Inc. | 2,112 | 135,886 | |||||
Graphic Packaging Holding Co. | 20,825 | 500,425 | |||||
Greif, Inc. - Class A | 4,358 | 300,222 | |||||
O-I Glass, Inc. (2) | 1,601 | 34,149 | |||||
Packaging Corp of America (1) | 3,018 | 398,859 | |||||
Sealed Air Corp. | 5,448 | 217,920 | |||||
Silgan Holdings, Inc. | 4,654 | 218,226 | |||||
Sonoco Products Co. | 2,132 | 125,831 | |||||
1,986,942 | |||||||
Pharmaceuticals - 4.1% | |||||||
AbbVie, Inc. | 4,642 | 625,417 | |||||
AmerisourceBergen Corp. | 1,069 | 205,708 | |||||
Bristol-Myers Squibb Co. (1) | 5,914 | 378,200 | |||||
Cardinal Health, Inc. | 6,351 | 600,614 | |||||
CVS Health Corp. | 8,527 | 589,472 | |||||
Harmony Biosciences Holdings, Inc. (1) (2) | 2,959 | 104,127 | |||||
Jazz Pharmaceuticals PLC (2) | 4,228 | 524,145 | |||||
Johnson & Johnson | 1,477 | 244,473 | |||||
McKesson Corp. | 618 | 264,078 | |||||
Merck & Co., Inc. | 230 | 26,540 | |||||
Option Care Health, Inc. (2) | 3,392 | 110,206 | |||||
Organon & Co. | 16,811 | 349,837 | |||||
Pfizer, Inc. | 18,686 | 685,402 | |||||
Prestige Consumer Healthcare, Inc. (2) | 4,780 | 284,075 | |||||
The Cigna Group | 1,514 | 424,828 | |||||
Viatris, Inc. | 35,683 | 356,116 | |||||
5,773,238 | |||||||
Pipelines - 1.4% | |||||||
Cheniere Energy, Inc. | 4,783 | 728,738 | |||||
Enbridge, Inc. | 4,183 | 155,398 | |||||
Equitrans Midstream Corp. | 10,675 | 102,053 | |||||
Kinder Morgan, Inc. | 15,842 | 272,799 | |||||
ONEOK, Inc. (1) | 6,136 | 378,714 | |||||
Pembina Pipeline Corp. | 10,234 | 321,757 | |||||
1,959,459 | |||||||
Real Estate - 0.7% | |||||||
Cushman & Wakefield PLC (1) (2) | 38,861 | 317,883 | |||||
The Howard Hughes Corp. (2) | 4,645 | 366,583 | |||||
Tricon Residential, Inc. | 29,003 | 255,517 | |||||
939,983 | |||||||
Retail - 8.0% | |||||||
Academy Sports & Outdoors, Inc. (1) | 5,743 | 310,409 | |||||
American Eagle Outfitters, Inc. | 33,926 | 400,327 | |||||
Asbury Automotive Group, Inc. (2) | 820 | 197,144 | |||||
AutoNation, Inc. (2) | 4,236 | 697,288 | |||||
AutoZone, Inc. (2) | 85 | 211,936 | |||||
Bath & Body Works, Inc. | 5,283 | 198,112 | |||||
Beacon Roofing Supply, Inc. (2) | 6,879 | 570,819 | |||||
Best Buy Co., Inc. | 3,693 | 302,641 | |||||
BJ's Wholesale Club Holdings, Inc. (2) | 1,707 | 107,558 | |||||
Burlington Stores, Inc. (2) | 703 | 110,645 | |||||
CarMax, Inc. (1)(2) | 4,328 | 362,254 | |||||
Casey's General Stores, Inc. | 52 | 12,682 | |||||
Darden Restaurants, Inc. | 1,063 | 177,606 | |||||
Dick's Sporting Goods, Inc. (1) | 1,032 | 136,420 | |||||
Dillard's, Inc. - Class B (1) | 1,294 | 422,206 | |||||
Domino's Pizza, Inc. | 753 | 253,753 | |||||
FirstCash Holdings, Inc. | 1,221 | 113,956 | |||||
Five Below, Inc. (1)(2) | 301 | 59,159 | |||||
GMS, Inc. (2) | 5,396 | 373,403 | |||||
Group 1 Automotive, Inc. | 2,055 | 530,396 | |||||
Lithia Motors, Inc. - Class B (1) | 2,120 | 644,713 | |||||
Lowe's Companies, Inc. | 675 | 152,348 | |||||
Macy's, Inc. (1) | 12,901 | 207,061 | |||||
McDonald's Corp. | 103 | 30,736 | |||||
MSC Industrial Direct Co., Inc. - Class A | 6,514 | 620,654 | |||||
Murphy USA, Inc. | 2,203 | 685,375 | |||||
Nordstrom, Inc. (1) | 25,866 | 529,477 | |||||
Ollie's Bargain Outlet Holdings, Inc. (2) | 3,854 | 223,262 | |||||
O'Reilly Automotive, Inc. (2) | 2 | 1,911 | |||||
Penske Automotive Group, Inc. (1) | 1,192 | 198,623 | |||||
Petco Health & Wellness Co., Inc. - Class A (2) | 1,106 | 9,843 | |||||
Restaurant Brands International, Inc. (1) | 1,335 | 103,489 | |||||
Ross Stores, Inc. (1) | 512 | 57,411 | |||||
Signet Jewelers Ltd. | 4,327 | 282,380 | |||||
The Gap, Inc. (1) | 57,488 | 513,368 | |||||
The Home Depot, Inc. | 517 | 160,601 | |||||
The TJX Companies, Inc. | 2,035 | 172,548 | |||||
The Wendy's Co. | 8,358 | 181,787 | |||||
Ulta Beauty, Inc. (2) | 1,064 | 500,713 | |||||
Williams-Sonoma, Inc. (1) | 3,682 | 460,765 | |||||
Yum! Brands, Inc. | 665 | 92,136 | |||||
11,377,915 | |||||||
Savings & Loans - 0.1% | |||||||
New York Community Bancorp, Inc. (1) | 73 | 821 | |||||
Pacific Premier Bancorp, Inc. | 9,990 | 206,593 | |||||
207,414 | |||||||
Semiconductors - 2.2% | |||||||
Amkor Technology, Inc. | 10,103 | 300,564 | |||||
Applied Materials, Inc. (1) | 1,039 | 150,177 | |||||
Broadcom, Inc. | 3 | 2,602 | |||||
Cirrus Logic, Inc. (2) | 5,103 | 413,394 | |||||
Diodes, Inc. (2) | 1,634 | 151,129 | |||||
IPG Photonics Corp. (2) | 1,314 | 178,468 | |||||
KLA Corp. | 205 | 99,429 | |||||
Lam Research Corp. | 289 | 185,787 | |||||
MaxLinear, Inc. (2) | 2,045 | 64,540 | |||||
Microchip Technology, Inc. | 2,499 | 223,885 | |||||
NXP Semiconductors NV | 1,860 | 380,705 | |||||
ON Semiconductor Corp. (2) | 13 | 1,230 | |||||
Qorvo, Inc. (2) | 1,390 | 141,822 | |||||
QUALCOMM, Inc. | 1,610 | 191,654 | |||||
Skyworks Solutions, Inc. | 3,534 | 391,178 | |||||
Synaptics, Inc. (2) | 2,979 | 254,347 | |||||
Teradyne, Inc. (1) | 50 | 5,567 | |||||
Texas Instruments, Inc. | 20 | 3,600 | |||||
3,140,078 | |||||||
Software - 1.2% | |||||||
Concentrix Corp. (1) | 5,830 | 470,773 | |||||
Dropbox, Inc. - Class A (2) | 4,099 | 109,320 | |||||
Electronic Arts, Inc. | 480 | 62,256 | |||||
Fiserv, Inc. (1)(2) | 568 | 71,653 | |||||
Open Text Corp. | 184 | 7,645 | |||||
Paychex, Inc. (1) | 2,198 | 245,890 | |||||
Salesforce, Inc. (2) | 418 | 88,307 | |||||
SS&C Technologies Holdings, Inc. | 6,195 | 375,417 | |||||
Teradata Corp. (2) | 107 | 5,715 | |||||
Verra Mobility Corp. (1) (2) | 15,312 | 301,953 | |||||
1,738,929 | |||||||
Telecommunications - 1.8% | |||||||
AT&T, Inc. (1) | 33,112 | 528,136 | |||||
Cisco Systems, Inc. | 6,983 | 361,301 | |||||
Lumen Technologies, Inc. (1) | 233,338 | 527,344 | |||||
T-Mobile US, Inc. (2) | 3,718 | 516,430 | |||||
Verizon Communications, Inc. | 15,736 | 585,222 | |||||
2,518,433 | |||||||
Toys, Games & Hobbies - 0.1% | |||||||
Hasbro, Inc. | 988 | 63,993 | |||||
Mattel, Inc. (2) | 4,710 | 92,033 | |||||
156,026 | |||||||
Transportation - 4.2% | |||||||
C.H. Robinson Worldwide, Inc. (1) | 7,229 | 682,056 | |||||
Canadian National Railway Co. | 290 | 35,110 | |||||
CSX Corp. | 6,017 | 205,180 | |||||
Expeditors International of Washington, Inc. | 5,296 | 641,504 | |||||
FedEx Corp. | 925 | 229,308 | |||||
Forward Air Corp. | 4,260 | 452,029 | |||||
Hub Group, Inc. - Class A (2) | 6,541 | 525,373 | |||||
Knight-Swift Transportation Holdings, Inc. | 2,750 | 152,790 | |||||
Landstar System, Inc. | 3,349 | 644,816 | |||||
Matson, Inc. | 7,423 | 576,990 | |||||
Norfolk Southern Corp. | 1,346 | 305,219 | |||||
Ryder System, Inc. | 2,355 | 199,680 | |||||
Schneider National, Inc. - Class A | 2 | 57 | |||||
TFI International, Inc. | 4,429 | 504,729 | |||||
Union Pacific Corp. | 1,106 | 226,310 | |||||
United Parcel Service, Inc. - Class B | 2,230 | 399,728 | |||||
XPO, Inc. (1) (2) | 3,160 | 186,440 | |||||
5,967,319 | |||||||
Total Common Stocks | |||||||
(Cost $137,450,043) | 141,622,593 | ||||||
Short-Term Investments - 0.2% | |||||||
Money Market Funds - 0.2% | |||||||
First American Government Obligations Fund, Class X, 5.006% (4) | 222,595 | 222,595 | |||||
Total Short-Term Investments | |||||||
(Cost $222,595) | 222,595 | ||||||
Investments Purchased with Collateral from Securities Lending - 20.7% | |||||||
Mount Vernon Liquid Assets Portfolio, LLC, 5.280% (4) | 29,398,135 | 29,398,135 | |||||
Total Investments Purchased with Collateral from Securities Lending | |||||||
(Cost $29,398,135) | 29,398,135 | ||||||
Total Investments in Securities - 120.7% | |||||||
(Cost $167,070,773) | 171,243,323 | ||||||
Liabilities in Excess of Other Assets - (20.7)% | (29,314,965) | ||||||
Total Net Assets - 100.0% | $ | 141,928,358 |
SVS | Subordinate Voting Shares | ||
(1) | This security or a portion of this security was out on loan as of June 30, 2023. Total loaned securities had a value of $28,762,833 or 20.3% of net assets as of June 30, 2023. The remaining contractual maturity of all of the securities lending transactions is overnight and continuous. | ||
(2) | Non-income producing security. | ||
(3) | Does not round to 0.1% or (0.1)%, as applicable. | ||
(4) | The rate shown is the annualized seven-day effective yield as of June 30, 2023. |
Summary of Fair Value Exposure at June 30, 2023 (Unaudited) | |||||
The Gotham 1000 Value ETF (the "Fund") utilizes various methods to measure the fair value of its investments on a recurring basis. U.S. GAAP establishes a hierarchy that prioritizes inputs to valuation methods. The three levels of inputs are: | |||||
• Level 1 — Unadjusted quoted prices in active markets for identical assets or liabilities that the Fund has the ability to access. • Level 2 — Observable inputs other than quoted prices included in Level 1 that are observable for the asset or liability, 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 spreads, credit risk, yield curves, default rates and similar data. • Level 3 — Unobservable inputs for the asset or liability, to the extent relevant observable inputs are not available, representing the Fund’s own assumptions about the assumptions a market participant would use in valuing the asset or liability, and would be based on the best information available. | |||||
The following is a summary of the inputs used to value the Fund's investments as of June 30, 2023: |
Investments in Securities | Investments Measured at Net Asset Value | Level 1 | Level 2 | Level 3 | Total | ||||||||||||||
Common Stocks (1) | $ | – | $ | 141,622,593 | $ | – | $ | – | $ | 141,622,593 | |||||||||
Short-Term Investments | – | 222,595 | – | – | 222,595 | ||||||||||||||
Investments Purchased With Collateral From Securities Lending (2) | 29,398,135 | – | – | – | 29,398,135 | ||||||||||||||
Total Investments in Securities | $ | 29,398,135 | $ | 141,845,188 | $ | – | $ | – | $ | 171,243,323 |
(1) See Schedule of Investments for the industry breakout. | |||
(2) Certain investments that are measured at fair value using the net asset value per share (or its equivalent) practical expedient have not been categorized in the fair value hierarchy. The fair value amounts presented in the table are intended to permit reconciliation of the fair value hierarchy to the amounts presented in the Schedule of Investments. |