Dividend Performers ETF
|
||||||
Schedule of Investments
|
|
|
|
|
|
|
June 30, 2022 (Unaudited)
|
Shares
|
Value
|
||||||||
COMMON STOCKS — 114.8%
|
|||||||||
Auto Manufacturers — 2.3%
|
|||||||||
Cummins, Inc. (d)
|
1,762
|
$ |
341,000
|
||||||
Banks— 2.5%
|
|||||||||
1st Source Corp. (d)
|
7,933
|
360,158
|
|||||||
Chemicals — 2.1%
|
|||||||||
The Sherwin-Williams Co. (d)
|
1,347
|
301,607
|
|||||||
Commercial Services — 9.1%
|
|||||||||
ABM Industries, Inc. (d)
|
7,648
|
332,076
|
|||||||
Automatic Data Processing, Inc.
|
1,650
|
346,566
|
|||||||
Cintas Corp. (d)
|
956
|
357,095
|
|||||||
Robert Half International, Inc.
|
3,923
|
293,793
|
|||||||
1,329,530
|
|||||||||
Computers— 2.4%
|
|||||||||
Accenture PLC - Class A (a)(d)
|
1,256
|
348,728
|
|||||||
Cosmetics & Personal Care — 2.5%
|
|||||||||
Colgate-Palmolive Co. (d)
|
4,626
|
370,728
|
|||||||
Distribution & Wholesale — 4.6%
|
|||||||||
Fastenal Co. (d)
|
6,757
|
337,309
|
|||||||
WW Grainger, Inc. (d)
|
748
|
339,914
|
|||||||
677,223
|
|||||||||
Diversified Financial Services — 4.4%
|
|||||||||
Cohen & Steers, Inc. (d)
|
4,796
|
304,977
|
|||||||
SEI Investments Co.
|
6,233
|
336,707
|
|||||||
641,684
|
|||||||||
Electrical Components & Equipment — 2.2%
|
|||||||||
Emerson Electric Co. (d)
|
4,156
|
330,568
|
|||||||
Electronics — 4.5%
|
|||||||||
Amphenol Corp. - Class A
|
5,067
|
326,213
|
|||||||
Hubbell, Inc. (d)
|
1,869
|
333,766
|
|||||||
659,979
|
|||||||||
Food — 2.3%
|
|||||||||
The Kroger Co.
|
7,049
|
333,629
|
|||||||
|
|||||||||
Hand & Machine Tools — 6.9%
|
|||||||||
Franklin Electric Co., Inc. (d)
|
4,934
|
361,465
|
|||||||
Lincoln Electric Holdings, Inc. (d)
|
2,659
|
328,014
|
|||||||
Snap-on, Inc. (d)
|
1,655
|
326,085
|
|||||||
1,015,564
|
|||||||||
Healthcare - Products — 4.3%
|
|||||||||
Abbott Laboratories (d)
|
3,070
|
333,556
|
|||||||
Stryker Corp. (d)
|
1,497
|
297,798
|
|||||||
631,354
|
|||||||||
Healthcare - Services — 9.6%
|
|||||||||
Chemed Corp.
|
714
|
335,144
|
|||||||
Elevance Health, Inc.
|
703
|
339,254
|
|||||||
Humana, Inc.
|
785
|
367,435
|
|||||||
UnitedHealth Group, Inc. (d)
|
715
|
367,245
|
|||||||
1,409,078
|
|||||||||
Household Products & Wares — 2.3%
|
|||||||||
Avery Dennison Corp. (d)
|
2,112
|
341,869
|
|||||||
Insurance — 7.4%
|
|||||||||
Globe Life, Inc.
|
3,715
|
362,101
|
|||||||
The Allstate Corp. (d)
|
2,825
|
358,012
|
|||||||
The Hanover Insurance Group, Inc. (d)
|
2,456
|
359,190
|
|||||||
1,079,303
|
|||||||||
Machinery - Diversified — 6.8%
|
|||||||||
Applied Industrial Technologies, Inc. (d)
|
3,456
|
332,363
|
|||||||
Dover Corp. (d)
|
2,658
|
322,469
|
|||||||
Tennant Co. (d)
|
5,803
|
343,828
|
|||||||
998,660
|
|||||||||
Miscellaneous Manufacturing — 9.0%
|
|||||||||
3M Co. (d)
|
2,416
|
312,655
|
|||||||
Carlisle Cos., Inc. (d)
|
1,436
|
342,644
|
|||||||
Donaldson Co., Inc. (d)
|
6,981
|
336,065
|
|||||||
Eaton Corp. PLC (a)(d)
|
2,591
|
326,440
|
|||||||
1,317,804
|
|||||||||
Pharmaceuticals — 7.0%
|
|||||||||
AmerisourceBergen Corp. (d)
|
2,314
|
327,385
|
|||||||
Johnson & Johnson (d)
|
1,964
|
348,630
|
|||||||
McKesson Corp. (d)
|
1,076
|
351,002
|
|||||||
1,027,017
|
|||||||||
Retail — 4.6%
|
|||||||||
Genuine Parts Co. (d)
|
2,704
|
359,632
|
|||||||
Target Corp. (d)
|
2,237
|
315,932
|
|||||||
675,564
|
|||||||||
Semiconductors — 8.6%
|
|||||||||
Analog Devices, Inc. (d)
|
2,140
|
312,633
|
|||||||
Broadcom, Inc. (d)
|
640
|
310,918
|
|||||||
KLA Corp. (d)
|
1,036
|
330,567
|
|||||||
Microchip Technology, Inc. (d)
|
5,213
|
302,771
|
|||||||
1,256,889
|
|||||||||
Software — 7.1%
|
|||||||||
Microsoft Corp.
|
1,352
|
347,234
|
|||||||
Oracle Corp. (d)
|
5,065
|
353,892
|
|||||||
Paychex, Inc. (d)
|
2,962
|
337,283
|
|||||||
1,038,409
|
|||||||||
Telecommunications — 2.3%
|
|||||||||
Cisco Systems, Inc.
|
8,043
|
342,954
|
|||||||
TOTAL COMMON STOCKS (Cost $16,651,938)
|
16,829,299
|
||||||||
MONEY MARKET FUNDS - 0.1%
|
|||||||||
First American Government Obligations Fund - Class X, 1.30% (c)
|
19,474
|
19,474
|
|||||||
TOTAL MONEY MARKET FUNDS (Cost $19,474)
|
19,474
|
||||||||
Number of
|
|||||||||
Contracts (b)
|
Notional Value
|
||||||||
PURCHASED OPTIONS - 4.4%
|
|||||||||
PURCHASED PUT OPTIONS - 4.4%
|
|||||||||
CBOE S&P 500 Index
|
|||||||||
Expiration: August 2022, Exercise Price: $369
|
193
|
212,396
|
$ |
7,305,822
|
|||||
Expiration: September 2022, Exercise Price: $355
|
143
|
161,447
|
5,413,122
|
||||||
Expiration: September 2022, Exercise Price: $370
|
184
|
269,100
|
6,965,136
|
||||||
TOTAL PURCHASED OPTIONS (Cost $705,078)
|
642,943
|
||||||||
TOTAL INVESTMENTS (Cost $17,376,490) — 119.3%
|
17,491,716
|
||||||||
Other assets and liabilities, net — (19.3)%
|
(2,833,007)
|
||||||||
NET ASSETS — 100.0%
|
$ |
14,658,709
|
Percentages are stated as a percent of net assets.
|
|||||||
CBOE Chicago Board Options Exchange
|
|||||||
PLC Public Limited Company
|
|||||||
(a) Foreign issued security.
|
|||||||
(b) Each contract has a multiplier of 100.
|
|||||||
(c) The rate shown is the yield at period end.
|
|||||||
(d) A portion or all of the security has been segregated or earmarked as collateral for written options.
|
Dividend Performers ETF
|
||||||||||||
Schedule of Written Options
|
||||||||||||
June 30, 2022 (Unaudited)
|
||||||||||||
Number of
|
||||||||||||
Contracts (a)
|
Value
|
Notional Value
|
||||||||||
WRITTEN OPTIONS - (21.6)%
|
||||||||||||
WRITTEN PUT OPTIONS - (21.6)%
|
||||||||||||
CBOE S&P 500 Index
|
||||||||||||
Expiration: August 2022, Exercise Price: $439
|
193
|
$
|
1,184,731
|
$
|
7,305,822
|
|||||||
Expiration: September 2022, Exercise Price: $435
|
143
|
830,901
|
5,413,122
|
|||||||||
Expiration: September 2022, Exercise Price: $440
|
184
|
1,150,828
|
6,965,136
|
|||||||||
TOTAL WRITTEN OPTIONS (Premiums Received $3,241,081)
|
$
|
3,166,460
|
||||||||||
Percentages are stated as a percent of net assets.
|
||||||||||||
CBOE Chicago Board Options Exchange
|
||||||||||||
(a) Each contract has a multiplier of 100.
|
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 June 30, 2022:
|
|||||||
Level 1
|
Level 2
|
Level 3
|
Total
|
|||||||||||||
Investments - Assets:
|
||||||||||||||||
Common Stocks*
|
$
|
16,829,299
|
$
|
-
|
$
|
-
|
$
|
16,829,299
|
||||||||
Money Market Funds
|
19,474
|
-
|
-
|
19,474
|
||||||||||||
Purchased Options
|
-
|
642,943
|
-
|
642,943
|
||||||||||||
Total Investments - Assets
|
$
|
16,848,773
|
$
|
642,943
|
$
|
-
|
$
|
17,491,716
|
||||||||
Other Financial Instruments - Liabilities:
|
||||||||||||||||
Written Put Options
|
$
|
-
|
$
|
3,166,460
|
$
|
-
|
$
|
3,166,460
|
||||||||
* See the Schedule of Investments for industry classifications.
|