Gotham 1000 Value ETF |
Schedule of Investments |
as of June 30, 2024 (Unaudited) |
COMMON STOCKS - 99.8% | Shares | Value | ||||||
Advertising - 0.7% | ||||||||
Omnicom Group, Inc.(a) | 5,358 | $ | 480,613 | |||||
The Interpublic Group of Companies, Inc.(a) | 21,881 | 636,518 | ||||||
1,117,131 | ||||||||
Aerospace & Defense - 0.3% | ||||||||
Curtiss-Wright Corp. | 420 | 113,811 | ||||||
Leonardo DRS, Inc.(b) | 3,439 | 87,729 | ||||||
Lockheed Martin Corp. | 636 | 297,076 | ||||||
RTX Corp. | 135 | 13,553 | ||||||
512,169 | ||||||||
Agriculture - 1.4% | ||||||||
Altria Group, Inc. | 15,724 | 716,228 | ||||||
Archer-Daniels-Midland Co. | 6,452 | 390,023 | ||||||
Bunge Global SA | 7,735 | 825,866 | ||||||
Darling Ingredients, Inc.(b) | 8,934 | 328,325 | ||||||
Philip Morris International, Inc. | 1,157 | 117,239 | ||||||
2,377,681 | ||||||||
Airlines - 0.2% | ||||||||
Delta Air Lines, Inc. | 5,588 | 265,095 | ||||||
Apparel - 4.8% | ||||||||
Capri Holdings Ltd.(b) | 16,798 | 555,678 | ||||||
Carter's, Inc.(a) | 7,603 | 471,158 | ||||||
Columbia Sportswear Co.(a) | 9,410 | 744,143 | ||||||
Crocs, Inc.(b) | 4,234 | 617,910 | ||||||
Deckers Outdoor Corp.(b) | 327 | 316,520 | ||||||
Gildan Activewear, Inc. | 13,491 | 511,579 | ||||||
Kontoor Brands, Inc. | 9,036 | 597,731 | ||||||
Levi Strauss & Co. - Class A | 27,734 | 534,711 | ||||||
Nike, Inc. - Class B | 7,808 | 588,489 | ||||||
PVH Corp. | 5,140 | 544,172 | ||||||
Ralph Lauren Corp.(a) | 3,313 | 579,974 | ||||||
Skechers U.S.A., Inc. - Class A(b) | 5,344 | 369,377 | ||||||
Tapestry, Inc. | 15,504 | 663,416 | ||||||
Under Armour, Inc. - Class C(b) | 77,819 | 508,158 | ||||||
VF Corp.(a) | 34,454 | 465,129 | ||||||
8,068,145 | ||||||||
Auto Manufacturers - 0.6% | ||||||||
Cummins, Inc. | 2,300 | 636,939 | ||||||
General Motors Co. | 7,460 | 346,592 | ||||||
983,531 | ||||||||
Auto Parts & Equipment - 2.3% | ||||||||
Adient PLC(b) | 8,264 | 204,203 | ||||||
Allison Transmission Holdings, Inc. | 7,215 | 547,619 | ||||||
Aptiv PLC(b) | 3,460 | 243,653 | ||||||
BorgWarner, Inc. | 19,674 | 634,290 | ||||||
Dorman Products, Inc.(b) | 4,837 | 442,489 | ||||||
Gentex Corp. | 1,031 | 34,755 | ||||||
Lear Corp. | 5,827 | 665,502 | ||||||
The Goodyear Tire & Rubber Co.(b) | 52,164 | 592,061 |
Visteon Corp.(b) | 4,940 | 527,098 | ||||||
3,891,670 | ||||||||
Banks - 1.1% | ||||||||
Bank OZK(a) | 3,124 | 128,084 | ||||||
Cathay General Bancorp | 3,998 | 150,805 | ||||||
Columbia Banking System, Inc. | 1,813 | 36,061 | ||||||
Comerica, Inc.(a) | 213 | 10,871 | ||||||
Cullen/Frost Bankers, Inc. | 808 | 82,117 | ||||||
CVB Financial Corp. | 1,555 | 26,808 | ||||||
East West Bancorp, Inc. | 1,729 | 126,615 | ||||||
Fifth Third Bancorp | 106 | 3,868 | ||||||
First BanCorp/Puerto Rico | 4,032 | 73,745 | ||||||
Fulton Financial Corp. | 1,598 | 27,134 | ||||||
Hancock Whitney Corp. | 186 | 8,896 | ||||||
Huntington Bancshares, Inc. | 9,898 | 130,456 | ||||||
Independent Bank Corp. | 4,805 | 243,710 | ||||||
International Bancshares Corp. | 2,807 | 160,588 | ||||||
Old National Bancorp/IN | 11,737 | 201,759 | ||||||
Pinnacle Financial Partners, Inc. | 206 | 16,488 | ||||||
Regions Financial Corp. | 872 | 17,475 | ||||||
SouthState Corp. | 1,281 | 97,894 | ||||||
Synovus Financial Corp. | 183 | 7,355 | ||||||
The Bank of Nova Scotia(a) | 1,748 | 79,919 | ||||||
The PNC Financial Services Group, Inc. | 1,134 | 176,314 | ||||||
Truist Financial Corp. | 369 | 14,336 | ||||||
UMB Financial Corp. | 63 | 5,255 | ||||||
Valley National Bancorp | 8,681 | 60,593 | ||||||
Wintrust Financial Corp. | 211 | 20,796 | ||||||
Zions Bancorp N.A. | 251 | 10,886 | ||||||
1,918,828 | ||||||||
Beverages - 1.1% | ||||||||
Brown-Forman Corp. - Class B(a) | 6,134 | 264,927 | ||||||
Coca-Cola Consolidated, Inc. | 91 | 98,735 | ||||||
Keurig Dr Pepper, Inc. | 7,008 | 234,067 | ||||||
Molson Coors Brewing Co. - Class B(a) | 9,438 | 479,733 | ||||||
National Beverage Corp. | 1,233 | 63,179 | ||||||
Primo Water Corp. | 30,502 | 666,774 | ||||||
The Coca-Cola Co. | 1,367 | 87,010 | ||||||
1,894,425 | ||||||||
Biotechnology - 1.5% | ||||||||
Bio-Rad Laboratories, Inc. - Class A(b) | 568 | 155,126 | ||||||
Corteva, Inc. | 11,516 | 621,173 | ||||||
Gilead Sciences, Inc. | 8,078 | 554,232 | ||||||
Halozyme Therapeutics, Inc.(b) | 1,667 | 87,284 | ||||||
Incyte Corp.(b) | 9,725 | 589,530 | ||||||
United Therapeutics Corp.(b) | 1,680 | 535,164 | ||||||
2,542,509 | ||||||||
Building Materials - 1.9% | ||||||||
Armstrong World Industries, Inc. | 365 | 41,333 | ||||||
Builders FirstSource, Inc.(b) | 589 | 81,524 | ||||||
Eagle Materials, Inc. | 95 | 20,659 | ||||||
Fortune Brands Innovations, Inc. | 48 | 3,117 | ||||||
Griffon Corp. | 8,948 | 571,419 | ||||||
Johnson Controls International PLC | 3,278 | 217,889 | ||||||
Knife River Corp.(b) | 2,159 | 151,432 | ||||||
Martin Marietta Materials, Inc. | 479 | 259,522 |
Masco Corp. | 2,804 | 186,943 | ||||||
MDU Resources Group, Inc. | 22,823 | 572,857 | ||||||
Mohawk Industries, Inc.(b) | 4,272 | 485,256 | ||||||
Owens Corning | 1,992 | 346,050 | ||||||
Simpson Manufacturing Co., Inc. | 958 | 161,452 | ||||||
UFP Industries, Inc. | 921 | 103,152 | ||||||
Vulcan Materials Co. | 200 | 49,736 | ||||||
3,252,341 | ||||||||
Chemicals - 4.0% | ||||||||
Ashland, Inc. | 4,885 | 461,584 | ||||||
Avient Corp. | 6,973 | 304,371 | ||||||
Axalta Coating Systems Ltd.(b) | 14,210 | 485,556 | ||||||
Cabot Corp. | 5,930 | 544,908 | ||||||
Celanese Corp. | 3,561 | 480,343 | ||||||
Eastman Chemical Co. | 255 | 24,982 | ||||||
FMC Corp.(a) | 7,701 | 443,193 | ||||||
HB Fuller Co. | 6,095 | 469,071 | ||||||
Innospec, Inc. | 3,140 | 388,073 | ||||||
International Flavors & Fragrances, Inc. | 4,685 | 446,059 | ||||||
Minerals Technologies, Inc. | 872 | 72,516 | ||||||
NewMarket Corp. | 739 | 381,006 | ||||||
Nutrien Ltd. | 9,268 | 471,834 | ||||||
Olin Corp. | 4,903 | 231,176 | ||||||
PPG Industries, Inc. | 1,998 | 251,528 | ||||||
Quaker Chemical Corp. | 2,541 | 431,208 | ||||||
RPM International, Inc.(a) | 5,490 | 591,163 | ||||||
Sensient Technologies Corp. | 1,485 | 110,172 | ||||||
Sherwin-Williams Co. | 81 | 24,173 | ||||||
Westlake Corp. | 254 | 36,784 | ||||||
6,649,700 | ||||||||
Coal - 1.2% | ||||||||
Alpha Metallurgical Resources, Inc.(a) | 1,661 | 465,960 | ||||||
Arch Resources, Inc.(a) | 2,758 | 419,850 | ||||||
CONSOL Energy, Inc.(b) | 5,986 | 610,752 | ||||||
Peabody Energy Corp.(a) | 24,620 | 544,595 | ||||||
2,041,157 | ||||||||
Commercial Services - 5.1% | ||||||||
ABM Industries, Inc. | 8,598 | 434,801 | ||||||
ADT, Inc. | 64,068 | 486,917 | ||||||
Alarm.com Holdings, Inc.(b) | 353 | 22,430 | ||||||
AMN Healthcare Services, Inc.(a)(b) | 6,518 | 333,917 | ||||||
API Group Corp.(b) | 5,706 | 214,717 | ||||||
Automatic Data Processing, Inc. | 571 | 136,292 | ||||||
Colliers International Group, Inc. - SVS | 684 | 76,369 | ||||||
Corpay, Inc.(b) | 781 | 208,066 | ||||||
Euronet Worldwide, Inc.(b) | 5,183 | 536,440 | ||||||
FTI Consulting, Inc.(b) | 1,239 | 267,042 | ||||||
Global Payments, Inc. | 6,964 | 673,419 | ||||||
Grand Canyon Education, Inc.(b) | 2,869 | 401,402 | ||||||
ICF International, Inc. | 1,256 | 186,466 | ||||||
Insperity, Inc. | 2,815 | 256,756 | ||||||
John Wiley & Sons, Inc. - Class A | 879 | 35,775 | ||||||
Korn Ferry | 4,714 | 316,498 | ||||||
ManpowerGroup, Inc.(a) | 9,218 | 643,416 | ||||||
MarketAxess Holdings, Inc. | 996 | 199,728 | ||||||
PayPal Holdings, Inc.(b) | 10,488 | 608,619 | ||||||
Shift4 Payments, Inc. - Class A(b) | 1,328 | 97,409 |
Strategic Education, Inc. | 1,112 | 123,054 | ||||||
Stride, Inc.(b) | 5,268 | 371,394 | ||||||
The Brink's Co. | 5,796 | 593,510 | ||||||
TriNet Group, Inc. | 3,128 | 312,800 | ||||||
United Rentals, Inc. | 634 | 410,027 | ||||||
Valvoline, Inc.(b) | 3,786 | 163,555 | ||||||
WEX, Inc.(b) | 2,332 | 413,090 | ||||||
WillScot Mobile Mini Holdings Corp.(b) | 2,205 | 82,996 | ||||||
8,606,905 | ||||||||
Computers - 2.5% | ||||||||
Accenture PLC - Class A | 528 | 160,200 | ||||||
Amdocs Ltd. | 8,017 | 632,702 | ||||||
ASGN, Inc.(b) | 4,164 | 367,140 | ||||||
CGI, Inc.(b) | 3,180 | 317,396 | ||||||
Crane NXT Co. | 4,165 | 255,814 | ||||||
DXC Technology Co.(a)(b) | 26,608 | 507,947 | ||||||
Hewlett Packard Enterprise Co. | 12,361 | 261,682 | ||||||
HP, Inc. | 13,228 | 463,245 | ||||||
Insight Enterprises, Inc.(a)(b) | 3,671 | 728,180 | ||||||
Leidos Holdings, Inc. | 2,240 | 326,771 | ||||||
NCR Voyix Corp.(b) | 9,058 | 111,866 | ||||||
Science Applications International Corp. | 609 | 71,588 | ||||||
4,204,531 | ||||||||
Cosmetics & Personal Care - 0.4% | ||||||||
Colgate-Palmolive Co. | 1,267 | 122,950 | ||||||
Coty, Inc. - Class A(a)(b) | 2,107 | 21,112 | ||||||
Kenvue, Inc. | 17,072 | 310,369 | ||||||
The Estee Lauder Company, Inc. - Class A | 860 | 91,504 | ||||||
The Procter & Gamble Co. | 287 | 47,332 | ||||||
593,267 | ||||||||
Distribution & Wholesale - 1.3% | ||||||||
Core & Main, Inc. - Class A(b) | 8,780 | 429,693 | ||||||
LKQ Corp. | 6,592 | 274,161 | ||||||
Pool Corp. | 882 | 271,065 | ||||||
Resideo Technologies, Inc.(b) | 23,841 | 466,330 | ||||||
W.W. Grainger, Inc. | 260 | 234,583 | ||||||
WESCO International, Inc. | 3,339 | 529,298 | ||||||
2,205,130 | ||||||||
Diversified Financial Services - 1.2% | ||||||||
Cboe Global Markets, Inc. | 3,684 | 626,501 | ||||||
CME Group, Inc. | 2,359 | 463,779 | ||||||
Enact Holdings, Inc.(a) | 5,346 | 163,908 | ||||||
Intercorp Financial Services, Inc. | 870 | 19,497 | ||||||
Radian Group, Inc. | 2,454 | 76,319 | ||||||
The Western Union Co. | 49,966 | 610,585 | ||||||
1,960,589 | ||||||||
Electric - 0.4% | ||||||||
ALLETE, Inc. | 4,909 | 306,076 | ||||||
NRG Energy, Inc. | 5,680 | 442,245 | ||||||
748,321 | ||||||||
Electrical Components & Equipment - 1.1% | ||||||||
Acuity Brands, Inc. | 1,940 | 468,394 | ||||||
Belden, Inc. | 2,684 | 251,759 | ||||||
Encore Wire Corp. | 211 | 61,154 |
Energizer Holdings, Inc. | 9,172 | 270,941 | ||||||
EnerSys | 4,668 | 483,231 | ||||||
Generac Holdings, Inc.(b) | 1,800 | 237,996 | ||||||
Littelfuse, Inc. | 259 | 66,198 | ||||||
1,839,673 | ||||||||
Electronics - 2.4% | ||||||||
Allegion PLC | 1,153 | 136,227 | ||||||
Arrow Electronics, Inc.(b) | 5,989 | 723,232 | ||||||
Atkore, Inc.(a) | 683 | 92,157 | ||||||
Avnet, Inc. | 10,364 | 533,642 | ||||||
Brady Corp. - Class A | 3,669 | 242,227 | ||||||
Celestica, Inc.(b) | 106 | 6,077 | ||||||
Garmin Ltd. | 1,460 | 237,863 | ||||||
Jabil, Inc. | 6,487 | 705,721 | ||||||
Keysight Technologies, Inc.(b) | 58 | 7,931 | ||||||
Plexus Corp.(b) | 2,393 | 246,910 | ||||||
Sanmina Corp.(b) | 562 | 37,233 | ||||||
TD SYNNEX Corp. | 5,627 | 649,356 | ||||||
TE Connectivity Ltd. | 1,527 | 229,707 | ||||||
Vontier Corp. | 5,192 | 198,334 | ||||||
4,046,617 | ||||||||
Engineering & Construction - 1.5% | ||||||||
AECOM | 1,916 | 168,876 | ||||||
EMCOR Group, Inc. | 973 | 355,223 | ||||||
Frontdoor, Inc.(b) | 9,816 | 331,683 | ||||||
IES Holdings, Inc.(a)(b) | 1,327 | 184,891 | ||||||
Jacobs Solutions, Inc. | 1,080 | 150,887 | ||||||
MasTec, Inc.(b) | 2,720 | 291,013 | ||||||
Primoris Services Corp.(a) | 12,119 | 604,617 | ||||||
TopBuild Corp.(b) | 880 | 339,037 | ||||||
2,426,227 | ||||||||
Entertainment - 1.0% | ||||||||
Caesars Entertainment, Inc.(b) | 5,801 | 230,532 | ||||||
International Game Technology PLC | 9,812 | 200,753 | ||||||
TKO Group Holdings, Inc.(a) | 1,643 | 177,428 | ||||||
United Parks & Resorts, Inc.(b) | 162 | 8,798 | ||||||
Vail Resorts, Inc.(a) | 3,760 | 677,289 | ||||||
Warner Music Group Corp. - Class A(a) | 9,662 | 296,140 | ||||||
1,590,940 | ||||||||
Environmental Control - 0.2% | ||||||||
Pentair PLC | 1,908 | 146,287 | ||||||
Republic Services, Inc. | 248 | 48,196 | ||||||
Tetra Tech, Inc. | 158 | 32,308 | ||||||
Veralto Corp. | 258 | 24,631 | ||||||
251,422 | ||||||||
Food - 4.6% | ||||||||
Albertsons Cos., Inc. - Class A | 34,433 | 680,052 | ||||||
Cal-Maine Foods, Inc. | 3,142 | 192,008 | ||||||
Campbell Soup Co. | 1,510 | 68,237 | ||||||
Conagra Brands, Inc. | 24,708 | 702,201 | ||||||
Flowers Foods, Inc. | 21,061 | 467,554 | ||||||
General Mills, Inc. | 7,129 | 450,980 | ||||||
Hormel Foods Corp. | 17,771 | 541,838 | ||||||
Ingredion, Inc. | 7,200 | 825,840 | ||||||
Kellanova | 12,975 | 748,398 |
Lancaster Colony Corp. | 2,202 | 416,112 | ||||||
McCormick & Co., Inc. | 1,598 | 113,362 | ||||||
Mondelez International, Inc. - Class A | 1,220 | 79,837 | ||||||
Performance Food Group Co.(b) | 629 | 41,583 | ||||||
Pilgrim's Pride Corp.(b) | 13,371 | 514,650 | ||||||
Simply Good Foods Co.(a)(b) | 12,582 | 454,588 | ||||||
Sysco Corp. | 632 | 45,118 | ||||||
The Kraft Heinz Co. | 19,562 | 630,288 | ||||||
The Kroger Co. | 13,938 | 695,924 | ||||||
US Foods Holding Corp.(b) | 488 | 25,854 | ||||||
7,694,424 | ||||||||
Food Service - 0.5% | ||||||||
Aramark | 23,460 | 798,109 | ||||||
Forest Products & Paper - 0.4% | ||||||||
International Paper Co.(a) | 13,944 | 601,684 | ||||||
Gas - 0.2% | ||||||||
Southwest Gas Holdings, Inc. | 5,297 | 372,803 | ||||||
Hand & Machine Tools - 1.6% | ||||||||
Franklin Electric Co., Inc. | 3,399 | 327,392 | ||||||
Lincoln Electric Holdings, Inc.(a) | 1,479 | 278,998 | ||||||
MSA Safety, Inc. | 2,511 | 471,290 | ||||||
Regal Rexnord Corp.(a) | 2,826 | 382,132 | ||||||
Snap-on, Inc. | 2,191 | 572,705 | ||||||
Stanley Black & Decker, Inc. | 7,293 | 582,638 | ||||||
2,615,155 | ||||||||
Healthcare - Products - 1.3% | ||||||||
Avantor, Inc.(b) | 627 | 13,292 | ||||||
Baxter International, Inc. | 12,000 | 401,400 | ||||||
Envista Holdings Corp.(b) | 32,996 | 548,724 | ||||||
Lantheus Holdings, Inc.(b) | 10,155 | 815,345 | ||||||
Medtronic PLC | 2,778 | 218,656 | ||||||
ResMed, Inc.(a) | 925 | 177,064 | ||||||
Waters Corp.(b) | 174 | 50,481 | ||||||
Zimmer Biomet Holdings, Inc. | 283 | 30,714 | ||||||
2,255,676 | ||||||||
Healthcare - Services - 2.5% | ||||||||
Centene Corp.(b) | 11,868 | 786,848 | ||||||
DaVita, Inc.(b) | 1,230 | 170,441 | ||||||
Elevance Health, Inc. | 545 | 295,314 | ||||||
HCA Healthcare, Inc. | 19 | 6,104 | ||||||
Humana, Inc. | 1,775 | 663,229 | ||||||
Molina Healthcare, Inc.(b) | 2,459 | 731,061 | ||||||
Quest Diagnostics, Inc. | 1,020 | 139,618 | ||||||
Tenet Healthcare Corp.(b) | 4,704 | 625,773 | ||||||
UnitedHealth Group, Inc. | 965 | 491,436 | ||||||
Universal Health Services, Inc. - Class B | 1,293 | 239,114 | ||||||
4,148,938 | ||||||||
Healthcare-Products - 0.3% | ||||||||
Solventum Corp.(b) | 10,191 | 538,900 | ||||||
Home Builders - 0.2% | ||||||||
Cavco Industries, Inc.(b) | 78 | 27,001 | ||||||
Installed Building Products, Inc. | 140 | 28,795 |
LCI Industries | 3,481 | 359,866 | ||||||
415,662 | ||||||||
Home Furnishings - 0.1% | ||||||||
Dolby Laboratories, Inc. - Class A | 2,052 | 162,580 | ||||||
Household Products & Wares - 1.1% | ||||||||
Avery Dennison Corp. | 150 | 32,797 | ||||||
Helen of Troy Ltd.(b) | 3,520 | 326,445 | ||||||
Kimberly-Clark Corp. | 3,213 | 444,037 | ||||||
Reynolds Consumer Products, Inc. | 22,353 | 625,437 | ||||||
Spectrum Brands Holdings, Inc. | 141 | 12,116 | ||||||
The Clorox Co. | 2,321 | 316,747 | ||||||
WD-40 Co. | 185 | 40,633 | ||||||
1,798,212 | ||||||||
Housewares - 0.4% | ||||||||
Newell Brands, Inc.(a) | 59,864 | 383,728 | ||||||
Scotts Miracle-Gro Co.(a) | 3,433 | 223,351 | ||||||
607,079 | ||||||||
Insurance - 8.5% | ||||||||
Aflac, Inc. | 4,905 | 438,066 | ||||||
American Financial Group, Inc. | 1,180 | 145,164 | ||||||
American International Group, Inc. | 5,622 | 417,377 | ||||||
Aon PLC - Class A | 1,580 | 463,856 | ||||||
Arch Capital Group Ltd.(b) | 5,418 | 546,622 | ||||||
Assurant, Inc. | 4,818 | 800,992 | ||||||
Assured Guaranty Ltd. | 10,535 | 812,775 | ||||||
Axis Capital Holdings Ltd. | 327 | 23,103 | ||||||
Brighthouse Financial, Inc.(b) | 829 | 35,929 | ||||||
Chubb Ltd. | 1,438 | 366,805 | ||||||
CNA Financial Corp. | 10,239 | 471,711 | ||||||
CNO Financial Group, Inc. | 6,186 | 171,476 | ||||||
Enstar Group Ltd.(b) | 1,985 | 606,814 | ||||||
Equitable Holdings, Inc. | 9,103 | 371,949 | ||||||
Essent Group Ltd. | 96 | 5,394 | ||||||
Everest Group Ltd. | 2,214 | 843,578 | ||||||
F&G Annuities & Life, Inc. | 2,493 | 94,859 | ||||||
Globe Life, Inc.(a) | 10,434 | 858,510 | ||||||
Kinsale Capital Group, Inc.(a) | 972 | 374,492 | ||||||
Lincoln National Corp. | 7,183 | 223,391 | ||||||
Loews Corp. | 7,850 | 586,709 | ||||||
Markel Group, Inc.(b) | 538 | 847,705 | ||||||
Mercury General Corp. | 918 | 48,783 | ||||||
MGIC Investment Corp. | 7 | 151 | ||||||
Primerica, Inc.(a) | 1,834 | 433,888 | ||||||
Reinsurance Group of America, Inc. | 2,672 | 548,481 | ||||||
RenaissanceRe Holdings Ltd. | 3,715 | 830,340 | ||||||
Ryan Specialty Holdings, Inc. | 384 | 22,237 | ||||||
Selective Insurance Group, Inc. | 3,811 | 357,586 | ||||||
Sun Life Financial, Inc. | 3,363 | 164,753 | ||||||
The Hartford Financial Services Group, Inc. | 4,110 | 413,219 | ||||||
The Progressive Corp. | 2,835 | 588,858 | ||||||
The Travelers Company, Inc. | 597 | 121,394 | ||||||
Unum Group | 11,605 | 593,132 | ||||||
W.R. Berkley Corp. | 6,658 | 523,186 | ||||||
14,153,285 |
Internet - 1.6% | ||||||||
Booking Holdings, Inc. | 36 | 142,614 | ||||||
CDW Corp. | 417 | 93,341 | ||||||
eBay, Inc. | 9,015 | 484,286 | ||||||
Etsy, Inc.(b) | 718 | 42,348 | ||||||
F5, Inc.(b) | 2,805 | 483,105 | ||||||
Gen Digital, Inc. | 13,339 | 333,208 | ||||||
Match Group, Inc.(b) | 19,136 | 581,352 | ||||||
TripAdvisor, Inc.(b) | 6,219 | 110,760 | ||||||
VeriSign, Inc.(b) | 1,646 | 292,659 | ||||||
Yelp, Inc.(b) | 4,430 | 163,688 | ||||||
Ziff Davis, Inc.(b) | 214 | 11,781 | ||||||
2,739,142 | ||||||||
Iron & Steel - 0.8% | ||||||||
ATI, Inc.(a)(b) | 5,463 | 302,923 | ||||||
Cleveland-Cliffs, Inc.(a)(b) | 46,714 | 718,929 | ||||||
Commercial Metals Co.(a) | 5,408 | 297,386 | ||||||
Steel Dynamics, Inc. | 708 | 91,686 | ||||||
1,410,924 | ||||||||
Leisure Time - 0.6% | ||||||||
Acushnet Holdings Corp. | 1,549 | 98,331 | ||||||
BRP, Inc. | 5,235 | 335,197 | ||||||
Brunswick Corp. | 851 | 61,927 | ||||||
Polaris, Inc. | 5,966 | 467,197 | ||||||
962,652 | ||||||||
Lodging - 0.7% | ||||||||
Boyd Gaming Corp.(a) | 8,671 | 477,772 | ||||||
Las Vegas Sands Corp. | 4,497 | 198,992 | ||||||
Wyndham Hotels & Resorts, Inc. | 2,885 | 213,490 | ||||||
Wynn Resorts Ltd. | 2,224 | 199,048 | ||||||
1,089,302 | ||||||||
Machinery - Construction & Mining - 0.5% | ||||||||
BWX Technologies, Inc. | 265 | 25,175 | ||||||
Caterpillar, Inc. | 1,396 | 465,008 | ||||||
Terex Corp.(a) | 5,286 | 289,884 | ||||||
Vertiv Holdings Co. - Class A | 133 | 11,514 | ||||||
791,581 | ||||||||
Machinery - Diversified - 1.6% | ||||||||
AGCO Corp. | 6,385 | 624,964 | ||||||
Applied Industrial Technologies, Inc. | 1,503 | 291,582 | ||||||
CSW Industrials, Inc. | 681 | 180,676 | ||||||
Dover Corp. | 83 | 14,977 | ||||||
Esab Corp.(a) | 1,744 | 164,686 | ||||||
Flowserve Corp.(a) | 9,676 | 465,415 | ||||||
Gates Industrial Corp. PLC(b) | 28,126 | 444,672 | ||||||
Ingersoll Rand, Inc. | 27 | 2,453 | ||||||
The Middleby Corp.(b) | 4,262 | 522,564 | ||||||
2,711,989 | ||||||||
Machinery-Diversified - 0.5% | ||||||||
Cactus, Inc. - Class A(a) | 12,657 | 667,530 | ||||||
Mueller Water Products, Inc. - Class A | 8,323 | 149,148 | ||||||
816,678 | ||||||||
Media - 2.4% | ||||||||
Cable One, Inc.(a) | 674 | 238,596 |
Charter Communications, Inc. - Class A(a)(b) | 922 | 275,641 | ||||||
Comcast Corp. - Class A | 13,888 | 543,854 | ||||||
FactSet Research Systems, Inc. | 336 | 137,179 | ||||||
Fox Corp. - Class A(a) | 17,293 | 594,360 | ||||||
Nexstar Media Group, Inc. | 1,408 | 233,742 | ||||||
Paramount Global - Class B | 55,333 | 574,910 | ||||||
Sirius XM Holdings, Inc.(a) | 151,676 | 429,243 | ||||||
TEGNA, Inc. | 34,174 | 476,386 | ||||||
The Walt Disney Co. | 4,950 | 491,485 | ||||||
3,995,396 | ||||||||
Metal Fabricate & Hardware - 0.9% | ||||||||
Advanced Drainage Systems, Inc. | 1,133 | 181,722 | ||||||
Mueller Industries, Inc. | 7,928 | 451,420 | ||||||
Timken Co. | 1,390 | 111,381 | ||||||
Valmont Industries, Inc. | 1,243 | 341,141 | ||||||
Worthington Enterprises, Inc. | 8,797 | 416,362 | ||||||
1,502,026 | ||||||||
Mining - 0.5% | ||||||||
Agnico Eagle Mines Ltd. | 1,443 | 94,372 | ||||||
Pan American Silver Corp. | 10,162 | 202,021 | ||||||
Royal Gold, Inc. | 3,944 | 493,631 | ||||||
790,024 | ||||||||
Miscellaneous Manufacturers - 0.3% | ||||||||
Carlisle Companies, Inc. | 497 | 201,390 | ||||||
Donaldson Co., Inc. | 4,036 | 288,816 | ||||||
Textron, Inc. | 892 | 76,587 | ||||||
566,793 | ||||||||
Miscellaneous Manufacturing - 0.7% | ||||||||
3M Co. | 778 | 79,504 | ||||||
A.O. Smith Corp. | 2,400 | 196,272 | ||||||
Enpro, Inc. | 283 | 41,196 | ||||||
Fabrinet(b) | 1,214 | 297,175 | ||||||
Illinois Tool Works, Inc. | 601 | 142,413 | ||||||
ITT, Inc. | 458 | 59,164 | ||||||
John Bean Technologies Corp. | 2,277 | 216,247 | ||||||
Parker-Hannifin Corp. | 24 | 12,139 | ||||||
Teledyne Technologies, Inc.(b) | 268 | 103,979 | ||||||
1,148,089 | ||||||||
Industrial Machinery Manufacturing - 0.1% | ||||||||
Axcelis Technologies, Inc.(b) | 1,360 | 193,378 | ||||||
Pulp, Paper, and Paperboard Mills - 0.1% | ||||||||
Sylvamo Corp. | 1,795 | 123,137 | ||||||
Oil & Gas - 6.7% | ||||||||
APA Corp.(a) | 10,531 | 310,033 | ||||||
California Resources Corp. | 5,250 | 279,405 | ||||||
Canadian Natural Resources Ltd.(a) | 10,723 | 381,739 | ||||||
Cenovus Energy, Inc. | 38,898 | 764,735 | ||||||
Chesapeake Energy Corp.(a) | 9,453 | 776,942 | ||||||
Chevron Corp.(a) | 1,598 | 249,959 | ||||||
Chord Energy Corp. | 4,249 | 712,472 | ||||||
CNX Resources Corp.(a)(b) | 31,583 | 767,467 | ||||||
ConocoPhillips | 2,154 | 246,375 | ||||||
Coterra Energy, Inc. | 15,682 | 418,239 |
CVR Energy, Inc. | 18,496 | 495,138 | ||||||
Devon Energy Corp. | 15,652 | 741,905 | ||||||
Diamondback Energy, Inc. | 841 | 168,360 | ||||||
EOG Resources, Inc. | 3,662 | 460,936 | ||||||
Exxon Mobil Corp. | 2,947 | 339,259 | ||||||
Gulfport Energy Corp.(b) | 2,157 | 325,707 | ||||||
Helmerich & Payne, Inc.(a) | 17,849 | 645,063 | ||||||
HF Sinclair Corp. | 11,238 | 599,435 | ||||||
Imperial Oil Ltd. | 4,213 | 287,537 | ||||||
Marathon Oil Corp. | 23,378 | 670,247 | ||||||
Murphy Oil Corp. | 16,217 | 668,789 | ||||||
Noble Corp. PLC(a) | 550 | 24,557 | ||||||
Occidental Petroleum Corp. | 1,808 | 113,958 | ||||||
Range Resources Corp. | 4,065 | 136,299 | ||||||
Suncor Energy, Inc. | 500 | 19,050 | ||||||
Valero Energy Corp. | 3,120 | 489,091 | ||||||
Weatherford International PLC(a)(b) | 1,556 | 190,532 | ||||||
11,283,229 | ||||||||
Oil & Gas Services - 2.1% | ||||||||
Baker Hughes Co. | 14,597 | 513,376 | ||||||
ChampionX Corp.(a) | 20,509 | 681,104 | ||||||
Halliburton Co. | 21,688 | 732,621 | ||||||
Liberty Energy, Inc.(a) | 12,482 | 260,749 | ||||||
Schlumberger NV | 9,495 | 447,974 | ||||||
TechnipFMC PLC | 32,547 | 851,104 | ||||||
3,486,928 | ||||||||
Packaging & Containers - 2.0% | ||||||||
Amcor PLC | 9,575 | 93,643 | ||||||
Ball Corp. | 11,210 | 672,824 | ||||||
Crown Holdings, Inc. | 7,014 | 521,771 | ||||||
Graphic Packaging Holding Co. | 7,089 | 185,803 | ||||||
Packaging Corp of America | 486 | 88,724 | ||||||
Pactiv Evergreen, Inc. | 1,102 | 12,475 | ||||||
Sealed Air Corp. | 9,778 | 340,177 | ||||||
Silgan Holdings, Inc.(a) | 11,437 | 484,128 | ||||||
Sonoco Products Co. | 10,965 | 556,145 | ||||||
Westrock Co. | 8,846 | 444,600 | ||||||
3,400,290 | ||||||||
Pharmaceuticals - 2.8% | ||||||||
AbbVie, Inc. | 88 | 15,094 | ||||||
BellRing Brands, Inc.(b) | 1,480 | 84,567 | ||||||
Bristol-Myers Squibb Co. | 1,940 | 80,568 | ||||||
Cardinal Health, Inc. | 2,770 | 272,347 | ||||||
Cencora, Inc. | 1,104 | 248,731 | ||||||
CVS Health Corp. | 12,184 | 719,587 | ||||||
Henry Schein, Inc.(b) | 972 | 62,305 | ||||||
Jazz Pharmaceuticals PLC(b) | 4,158 | 443,783 | ||||||
Johnson & Johnson | 2,193 | 320,529 | ||||||
McKesson Corp. | 68 | 39,715 | ||||||
Merck & Co., Inc. | 1,451 | 179,634 | ||||||
Neurocrine Biosciences, Inc.(b) | 397 | 54,655 | ||||||
Organon & Co. | 20,910 | 432,837 | ||||||
Perrigo Co. PLC | 23,138 | 594,184 | ||||||
Prestige Consumer Healthcare, Inc.(b) | 4,614 | 317,674 | ||||||
The Cigna Group | 1,627 | 537,837 | ||||||
Viatris, Inc.(a) | 20,090 | 213,557 | ||||||
4,617,604 |
Pipelines - 0.7% | ||||||||
Antero Midstream Corp.(a) | 20,759 | 305,987 | ||||||
Cheniere Energy, Inc. | 4,737 | 828,170 | ||||||
Pembina Pipeline Corp. | 485 | 17,984 | ||||||
1,152,141 | ||||||||
Retail - 7.2% | ||||||||
Abercrombie & Fitch Co. - Class A(b) | 3,625 | 644,670 | ||||||
Academy Sports & Outdoors, Inc. | 10,514 | 559,871 | ||||||
Advance Auto Parts, Inc. | 8,782 | 556,164 | ||||||
American Eagle Outfitters, Inc.(a) | 36,823 | 734,987 | ||||||
Asbury Automotive Group, Inc.(a)(b) | 2,499 | 569,447 | ||||||
AutoNation, Inc.(a)(b) | 1,655 | 263,774 | ||||||
Bath & Body Works, Inc. | 6,444 | 251,638 | ||||||
Best Buy Co., Inc. | 4,690 | 395,320 | ||||||
BJ's Wholesale Club Holdings, Inc.(b) | 3,708 | 325,711 | ||||||
Boot Barn Holdings, Inc.(b) | 12 | 1,547 | ||||||
Darden Restaurants, Inc. | 1,238 | 187,334 | ||||||
Dick's Sporting Goods, Inc. | 297 | 63,811 | ||||||
Dillard's, Inc. - Class A(a) | 654 | 288,015 | ||||||
Dollar General Corp. | 2,775 | 366,938 | ||||||
Genuine Parts Co. | 1,663 | 230,026 | ||||||
GMS, Inc.(a)(b) | 5,817 | 468,908 | ||||||
Kohl's Corp.(a) | 12,808 | 294,456 | ||||||
Lithia Motors, Inc.(a) | 640 | 161,568 | ||||||
Lowe's Company, Inc. | 1,529 | 337,083 | ||||||
Lululemon Athletica, Inc.(b) | 1,782 | 532,283 | ||||||
Macy's, Inc. | 14,666 | 281,587 | ||||||
McDonald's Corp. | 222 | 56,575 | ||||||
MSC Industrial Direct Co., Inc. - Class A | 6,162 | 488,708 | ||||||
Nordstrom, Inc. | 11,912 | 252,773 | ||||||
Ollie's Bargain Outlet Holdings, Inc.(a)(b) | 611 | 59,982 | ||||||
Penske Automotive Group, Inc.(a) | 421 | 62,737 | ||||||
Signet Jewelers Ltd. | 4,505 | 403,558 | ||||||
Target Corp. | 2,783 | 411,995 | ||||||
The Gap, Inc. | 25,404 | 606,902 | ||||||
The Home Depot, Inc. | 592 | 203,790 | ||||||
The Wendy's Co. | 10,417 | 176,672 | ||||||
Ulta Beauty, Inc.(b) | 1,367 | 527,484 | ||||||
Urban Outfitters, Inc.(b) | 16,990 | 697,440 | ||||||
Walgreens Boots Alliance, Inc.(a) | 17,763 | 214,844 | ||||||
Williams-Sonoma, Inc.(a) | 981 | 277,005 | ||||||
Yum! Brands, Inc. | 233 | 30,863 | ||||||
11,986,466 | ||||||||
Semiconductors - 1.5% | ||||||||
Amkor Technology, Inc. | 9,416 | 376,828 | ||||||
Cirrus Logic, Inc.(b) | 2,549 | 325,405 | ||||||
GlobalFoundries, Inc.(a)(b) | 1,404 | 70,986 | ||||||
IPG Photonics Corp.(b) | 6,258 | 528,113 | ||||||
KLA Corp. | 9 | 7,421 | ||||||
Qorvo, Inc.(b) | 4,314 | 500,597 | ||||||
QUALCOMM, Inc. | 396 | 78,875 | ||||||
Skyworks Solutions, Inc. | 5,977 | 637,029 | ||||||
2,525,254 | ||||||||
Software - 1.8% | ||||||||
ACI Worldwide, Inc.(b) | 5,133 | 203,215 | ||||||
Dropbox, Inc. - Class A(b) | 20,703 | 465,196 |
Fiserv, Inc.(b) | 1,667 | 248,450 | ||||||
MSCI, Inc. | 301 | 145,007 | ||||||
Open Text Corp. | 13,339 | 400,704 | ||||||
Paycom Software, Inc. | 2,162 | 309,252 | ||||||
SS&C Technologies Holdings, Inc. | 5,639 | 353,396 | ||||||
Teradata Corp.(b) | 4,255 | 147,053 | ||||||
Verra Mobility Corp.(b) | 4,631 | 125,963 | ||||||
Zoom Video Communications, Inc. - Class A(b) | 8,133 | 481,392 | ||||||
ZoomInfo Technologies, Inc.(a)(b) | 9,597 | 122,554 | ||||||
3,002,182 | ||||||||
Telecommunications - 2.6% | ||||||||
AT&T, Inc. | 32,800 | 626,808 | ||||||
BCE, Inc.(a) | 5,963 | 193,022 | ||||||
Ciena Corp.(b) | 12,321 | 593,626 | ||||||
Cisco Systems, Inc. | 5,524 | 262,445 | ||||||
InterDigital, Inc.(a) | 3,660 | 426,610 | ||||||
Iridium Communications, Inc. | 9,759 | 259,785 | ||||||
Juniper Networks, Inc. | 15,053 | 548,832 | ||||||
TELUS Corp.(a) | 8,429 | 127,615 | ||||||
T-Mobile US, Inc. | 2,463 | 433,931 | ||||||
Ubiquiti, Inc. | 1,232 | 179,453 | ||||||
United States Cellular Corp.(b) | 1,492 | 83,284 | ||||||
Verizon Communications, Inc. | 15,476 | 638,230 | ||||||
4,373,641 | ||||||||
Toys, Games & Hobbies - 0.7% | ||||||||
Hasbro, Inc. | 6,578 | 384,813 | ||||||
Mattel, Inc.(a)(b) | 46,307 | 752,952 | ||||||
1,137,765 | ||||||||
Transportation - 0.5% | ||||||||
CSX Corp. | 3,708 | 124,033 | ||||||
FedEx Corp. | 900 | 269,856 | ||||||
Hub Group, Inc. - Class A | 6,349 | 273,324 | ||||||
Landstar System, Inc. | 463 | 85,414 | ||||||
TFI International, Inc.(a) | 899 | 130,499 | ||||||
883,126 | ||||||||
TOTAL COMMON STOCKS (Cost $159,756,119) | 166,840,248 |
REAL ESTATE INVESTMENT TRUSTS - 0.0%(c) | Shares | Value | ||||||
SBA Communications Corp. | 401 | 78,716 | ||||||
TOTAL REAL ESTATE INVESTMENT TRUSTS (Cost $76,478) | 78,716 |
SHORT-TERM INVESTMENTS – 12.7% | Units | |||||||
Investments Purchased with Proceeds from Securities Lending – 12.6% | ||||||||
Mount Vernon Liquid Assets Portfolio, LLC(d)(e) | 21,054,947 | 21,054,947 | ||||||
21,054,947 | ||||||||
Money Market Funds - 0.1% | Shares | |||||||
First American Government Obligations Fund - Class X, 5.23%(d) | 206,951 | 206,951 | ||||||
TOTAL SHORT-TERM INVESTMENTS (Cost $21,261,898) | 21,261,898 | |||||||
TOTAL INVESTMENTS – 112.5% (Cost $181,094,495) | $ | 188,180,862 | ||||||
Liabilities in Excess of Other Assets - (12.5)% | (20,969,079 | ) | ||||||
TOTAL NET ASSETS - 100.0% | $ | 167,211,783 |
Percentages are stated as a percent of net assets.
NV - Naamloze Vennootschap |
PLC - Public Limited Company |
SA - Sociedad Anónima |
(a) | All or a portion of this security is on loan as of June 30, 2024. The total market value of these securities was $20,621,558 which represented 12.3% of net assets. |
(b) | Non-income producing security. |
(c) | Represents less than 0.05% of net assets. |
(d) | The rate shown represents the 7-day effective yield as of June 30, 2024. |
(e) | All or a portion of security has been pledged as collateral. The total value of assets committed as collateral as of June 30, 2024 is $21,054,947 which represented 12.6% of net assets. |
Summary of Fair Value Exposure at June 30, 2024 (Unaudited)
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, 2024:
Gotham 1000 Value ETF
Level 1 | Level 2 | Level 3 | Total | |||||||||||||
Investments: | ||||||||||||||||
Common Stocks | $ | 166,840,248 | $ | — | $ | — | $ | 166,840,248 | ||||||||
Real Estate Investment Trusts | 78,716 | — | — | 78,716 | ||||||||||||
Investments Purchased with Proceeds from Securities Lending(a) | — | — | — | 21,054,947 | ||||||||||||
Money Market Funds | 206,951 | — | — | 206,951 | ||||||||||||
Total Investments | $ | 167,125,915 | $ | — | $ | — | $ | 188,180,862 |
Refer to the Schedule of Investments for additional information.
(a) | 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 listed in the Schedule of Investments. |