NPORT-EX 2 mags.htm
Roundhill Magnificent Seven ETF
  
Schedule of Investments
  
September 30, 2023 (Unaudited)
  
   
Shares
    
Value
  
COMMON STOCKS — 20.8%
            
Auto Manufacturers — 5.8%
            
Tesla, Inc. (a)
    
962
    
$
240,712
  
                 
Computers — 3.3%
                
Apple, Inc.
    
812
      
139,023
  
                 
Internet — 3.0%
                
Alphabet, Inc. - Class A (a)
    
289
      
37,819
  
Amazon.com, Inc. (a)
    
622
      
79,069
  
Meta Platforms, Inc. - Class A (a)
    
31
      
9,306
  
             
126,194
  
Semiconductors — 5.7%
                
NVIDIA Corp.
    
550
      
239,244
  
                 
Software — 3.0%
                
Microsoft Corp.
    
391
      
123,458
  
                 
TOTAL COMMON STOCKS (Cost $852,110)
            
868,631
  
                 
SHORT-TERM INVESTMENTS - 71.7%
                
Money Market Fund — 16.2%
                
First American Government Obligations Fund, Class X, 5.26% (b)
    
672,552
      
672,552
  
Total Money Market Fund (Cost $672,552)
            
672,552
  
                 
U.S. Treasury Bills — 55.5%
                
5.41%, 10/03/2023 (c)(d)
    
2,313,000
      
2,312,323
  
Total U.S. Treasury Bills (Cost $2,312,323)
            
2,312,323
  
TOTAL SHORT-TERM INVESTMENTS (Cost $2,984,875)
            
2,984,875
  
                 
TOTAL INVESTMENTS (Cost $3,836,985) — 92.5%
            
3,853,506
  
Other assets and liabilities, net — 7.5%
            
310,877
  
NET ASSETS — 100.0%
          
$
4,164,383
  

(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 September 30, 2023.
                
(d)
Held as collateral for total return swaps.
                

Percentages are stated as a percent of net assets.
          

     
Percentage of Net Assets
            
 
COMMON STOCKS
20.8%
            
 
SHORT-TERM INVESTMENTS
71.7%
            
 
TOTAL INVESTMENTS
  
92.5%
            
 
Other assets and liabilities, net
  
7.5%
            
 
NET ASSETS
  
100.0%
            
                   
Roundhill Magnificent Seven ETF
 
                  
Schedule of Total Return Swaps
 
 
 
 
 
                  
September 30, 2023 (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%
April 2, 2024
  
$
-
    
$
491,351
    
$
56,690
  
Amazon.com, Inc. Swap
Receives
Nomura Securities International, Inc.
At Maturity
Overnight Bank Funding Rate Index + 0.50%
April 2, 2024
    
-
      
463,028
      
55,622
  
Apple, Inc. Swap
Receives
Nomura Securities International, Inc.
At Maturity
Overnight Bank Funding Rate Index + 0.50%
April 2, 2024
    
-
      
458,117
      
(3,041
)
Meta Platforms, Inc. - Class A Swap
Receives
Nomura Securities International, Inc.
At Maturity
Overnight Bank Funding Rate Index + 0.50%
April 2, 2024
    
-
      
466,012
      
109,791
  
Microsoft Corp. Swap
Receives
Nomura Securities International, Inc.
At Maturity
Overnight Bank Funding Rate Index + 0.50%
April 2, 2024
    
-
      
464,993
      
8,001
  
NVIDIA Corp. Swap
Receives
Nomura Securities International, Inc.
At Maturity
Overnight Bank Funding Rate Index
April 2, 2024
    
-
      
358,887
      
-
  
Tesla, Inc. Swap
Receives
Nomura Securities International, Inc.
At Maturity
Overnight Bank Funding Rate Index
April 2, 2024
    
-
      
360,853
      
-
  
                  
$
-
    
$
3,063,241
    
$
227,063
  
                                   
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 September 30, 2023:
            

   
Level 1
    
Level 2
    
Level 3
    
Total
  
Investments - Assets:
                        
Common Stocks*
  
$
868,631
    
$
-
    
$
-
    
$
868,631
  
Money Market Fund
    
672,552
      
-
      
-
      
672,552
  
U.S. Treasury Bills
    
-
      
2,312,323
      
-
      
2,312,323
  
Total Investments - Assets
  
$
1,541,183
    
$
2,312,323
    
$
-
    
$
3,853,506
  
                                 
Swap Contracts^
                                
Long Total Return Equity Swap Contracts
  
$
227,063
    
$
-
    
$
-
    
$
227,063
  
Total Swap Contracts
  
$
227,063
    
$
-
    
$
-
    
$
227,063
  
                                 

* See the Schedule of Investments for industry classifications.
                
^ Swap contracts are derivative instruments, which are presented at the unrealized appreciation/depreciation on the instrument.