0001752724-21-191326.txt : 20210830 0001752724-21-191326.hdr.sgml : 20210830 20210830084408 ACCESSION NUMBER: 0001752724-21-191326 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20210630 FILED AS OF DATE: 20210830 PERIOD START: 20220331 FILER: COMPANY DATA: COMPANY CONFORMED NAME: Collaborative Investment Series Trust CENTRAL INDEX KEY: 0001719812 IRS NUMBER: 826635713 FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: NPORT-P SEC ACT: 1940 Act SEC FILE NUMBER: 811-23306 FILM NUMBER: 211221167 BUSINESS ADDRESS: STREET 1: 500 DAMONTE RANCH STREET 2: PARKWAY BUILDING 700, UNIT 700 CITY: RENO STATE: NV ZIP: 89521 BUSINESS PHONE: 2036226000 MAIL ADDRESS: STREET 1: 500 DAMONTE RANCH STREET 2: PARKWAY BUILDING 700, UNIT 700 CITY: RENO STATE: NV ZIP: 89521 0001719812 S000069579 Trend Aggregation Conservative ETF C000221972 Trend Aggregation Conservative ETF TACE NPORT-P 1 primary_doc.xml NPORT-P false 0001719812 XXXXXXXX S000069579 C000221972 Collaborative Investment Series Trust 811-23306 0001719812 549300H9U9P1LQU16S78 8000 Town Centre Drive Suite 400 Broadview Heights 44147 855-510-1763 Trend Aggregation Conservative ETF S000069579 549300W64K7TVNLQ0W29 2022-03-31 2021-06-30 N 15965115.18 22902.42 15942212.76 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 926638.94000000 USD N CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 CITIGROUP, INC. 172967424 2922.00000000 NS USD 206731.50000000 1.296755369610 Long EC CORP US N 1 N N N First Trust Senior Floating Rate 2022 Target Term Fund 54930069P4FSDY3XLV91 FIRST TRUST SENIOR FLOATING RATE 2022 TARGET TERM 33740K101 10611.00000000 NS USD 101016.72000000 0.633643030115 Long RF US N 1 N N N AIR PRODUCTS AND CHEMICALS, INC. 7QEON6Y1RL5XR3R1W237 AIR PRODUCTS & CHEMICALS 009158106 725.00000000 NS USD 208568.00000000 1.308275100450 Long EC CORP US N 1 N N N DANAHER CORPORATION S4BKK9OTCEWQ3YHPFM11 DANAHER CORP. 235851102 372.00000000 NS USD 99829.92000000 0.626198643205 Long EC CORP US N 1 N N N Ishares Lehman 20 Year N/A ISHARES 20+ YEAR TREASURY BOND ETF 464287432 4482.00000000 NS USD 646976.70000000 4.058261608597 Long RF US N 1 N N N SPDR Bbg Barclays Invest Grade Floating Rate ETF N/A SPDR BLOOMBERG BARCLAYS INVESTMENT GRADE FLOATING 78468R200 12953.00000000 NS USD 397009.45000000 2.490303297144 Long RF US N 1 N N N UNITED PARCEL SERVICE, INC. D01LMJZU09ULLNCY6Z23 UNITED PARCEL SERVICE, INC., CLASS B 911312106 483.00000000 NS USD 100449.51000000 0.630085117494 Long EC CORP US N 1 N N N Healthcare Capital Corp N/A HEALTHCARE CAPITAL CORP 42228C101 8244.00000000 NS USD 79554.60000000 0.499018556568 Long EC CORP US N 1 N N N MFA FINANCIAL, INC. YW72IMH2RRC8Z1TGLG58 MFA FINANCIAL INC PFD 55272X409 2000.00000000 NS USD 50260.00000000 0.315263638471 Long EP CORP US N 1 N N N WEST PHARMACEUTICAL SERVICES, INC. 5493007NKRGM1RJQ1P16 WEST PHARMACEUTICAL SERVICES INC. 955306105 276.00000000 NS USD 99111.60000000 0.621692869691 Long EC CORP US N 1 N N N UNION PACIFIC CORPORATION 549300LMMRSZZCZ8CL11 UNION PACIFIC CORP. 907818108 945.00000000 NS USD 207833.85000000 1.303670030809 Long EC CORP US N 1 N N N Ivy High Income Opportunities Fund 549300C130E3EJZ8ZQ39 IVY HIGH INCOME OPPORTUNITIES FUND 465893105 3600.00000000 NS USD 50580.00000000 0.317270888059 Long RF US N 1 N N N FREEPORT-MCMORAN INC. 549300IRDTHJQ1PVET45 FREEPORT-MCMORAN INC. 35671D857 2665.00000000 NS USD 98898.15000000 0.620353971489 Long EC CORP US N 1 N N N VanEck Vectors JP Morgan EM Local Currency Bd ETF N/A VANECK VECTORS J.P. MORGAN EM LOCAL CURRENCY BOND 92189H300 2815.00000000 NS USD 88334.70000000 0.554093094414 Long RF US N 1 N N N Twelve Seas Investment Co II N/A TWELVE SEAS INVESTMENT CO II 90118T106 8244.00000000 NS USD 79554.60000000 0.499018556568 Long EC CORP US N 1 N N N Vanguard Dividend Appreciation Index Fund N/A VANGUARD DIVIDEND APPRECIATION ETF 921908844 180.00000000 NS USD 27862.20000000 0.174769967127 Long RF US N 1 N N N iShares Core US Aggregate Bond ETF N/A ISHARES CORE U.S. AGGREGATE BOND ETF 464287226 2016.00000000 NS USD 232505.28000000 1.458425398658 Long RF US N 1 N N N Property Solutions Acquisition Corp II N/A PROPERTY SOLUTIONS ACQUISITION CORP II 74350A108 8236.00000000 NS USD 80383.36000000 0.504217082095 Long EC CORP US N 1 N N N ZOETIS INC. 549300HD9Q1LOC9KLJ48 ZOETIS INC 98978V103 530.00000000 NS USD 98770.80000000 0.619555148880 Long EC CORP US N 1 N N N VERIZON COMMUNICATIONS INC. 2S72QS2UO2OESLG6Y829 VERIZON COMMUNICATIONS, INC. 92343V104 3709.00000000 NS USD 207815.27000000 1.303553484880 Long EC CORP US N 1 N N N TWO HARBORS INVESTMENT CORP. 549300ZUIBT6KH4HU823 TWO HARBORS INV CORP PFD 90187B309 2000.00000000 NS USD 52460.00000000 0.329063479391 Long EP CORP US N 1 N N N Newbury Street Acquisition Corp N/A NEWBURY STREET ACQUISITION CORP 65101L104 8227.00000000 NS USD 79472.82000000 0.498505578845 Long EC CORP US N 1 N N N New Vista Acquisition Corp N/A NEW VISTA ACQUISITION CORP G6529L105 8236.00000000 NS USD 79642.12000000 0.499567539330 Long EC CORP KY N 1 N N N iShares Floating Rate Bond ETF N/A ISHARES FLOATING RATE BOND ETF 46429B655 7813.00000000 NS USD 397056.66000000 2.490599429184 Long RF US N 1 N N N Crucible Acquisition Corp N/A CRUCIBLE ACQUISITION CORP 22877P108 8219.00000000 NS USD 79724.30000000 0.500083026115 Long EC CORP US N 1 N N N Ishares Trust United States Treasury N/A ISHARES TIPS BOND ETF 464287176 8589.00000000 NS USD 1099477.89000000 6.896645444092 Long RF US N 1 N N N Quadratic Interest Rate Vltly and Infltn Hdg ETF N/A QUADRATIC INTEREST RATE VOLATILITY AND INFLATION E 500767736 8603.00000000 NS USD 237614.86000000 1.490476031007 Long RF US N 1 N N N Invesco Emerging Markets Sovereign Debt ETF N/A INVESCO EMERGING MARKETS SOVEREIGN DEBT ETF 46138E784 5584.00000000 NS USD 154230.08000000 0.967432076850 Long RF US N 1 N N N Vanguard Real Estate Index Fund N/A VANGUARD REAL ESTATE ETF 922908553 219.00000000 NS USD 22292.01000000 0.139830087175 Long RF US N 1 N N N iShares iBonds Dec 2021 Term Corporate ETF N/A ISHARES IBONDS DEC 2021 TERM CORPORATE ETF 46434VBK5 16025.00000000 NS USD 397099.50000000 2.490868149723 Long RF US N 1 N N N Invesco Treasury Collateral ETF N/A INVESCO TREASURY COLLATERAL ETF 46138G888 3757.00000000 NS USD 397002.19000000 2.490257757669 Long RF US N 1 N N N iShares 0-5 Year High Yield Corporate Bond ETF N/A ISHARES 0-5 YEAR HIGH YIELD CORPORATE BOND ETF 46434V407 4368.00000000 NS USD 201190.08000000 1.261995953941 Long RF US N 1 N N N Invesco CEF Income Composite ETF N/A INVESCO CEF INCOME COMPOSITE ETF 46138E404 12026.00000000 NS USD 294637.00000000 1.848156240514 Long RF US N 1 N N N MCCORMICK & COMPANY, INCORPORATED 549300JQQA6MQ4OJP259 MCCORMICK & CO., INC. 579780206 2396.00000000 NS USD 211614.72000000 1.327386123781 Long EC CORP US N 1 N N N NIKE, INC. 787RXPR0UX0O0XUXPZ81 NIKE, INC. CL B 654106103 643.00000000 NS USD 99337.07000000 0.623107165206 Long EC CORP US N 1 N N N TARGET CORPORATION 8WDDFXB5T1Z6J0XC1L66 TARGET CORP. 87612E106 413.00000000 NS USD 99838.62000000 0.626253215303 Long EC CORP US N 1 N N N CAPSTEAD MORTGAGE CORPORATION 549300W6CQE2GR8QBV24 CAPSTEAD MORTGAGE PFD 14067E605 2000.00000000 NS USD 51220.00000000 0.321285387236 Long EP CORP US N 1 N N N VanEck Vectors Emg Mkts High Yield Bd ETF N/A VANECK VECTORS EMERGING MARKETS HIGH YIELD BOND ET 92189F353 10954.00000000 NS USD 261581.52000000 1.640810619817 Long RF US N 1 N N N iShares iBonds Dec 2022 Term Corporate ETF N/A ISHARES IBONDS DEC 2022 TERM CORPORATE ETF 46434VBA7 15634.00000000 NS USD 397103.60000000 2.490893867608 Long RF US N 1 N N N Astrea Acquisition Corp N/A ASTREA ACQUISITION CORP 04637C106 8244.00000000 NS USD 79719.48000000 0.500052791918 Long EC CORP US N 1 N N N HealthCor Catalio Acquisition Corp N/A HEALTHCOR CATALIO ACQUISITION CORP G44125105 8227.00000000 NS USD 81035.95000000 0.508310553998 Long EC CORP KY N 1 N N N Ishares Barclays 3 7 Year Treasury Bond Fund N/A ISHARES 3-7 YEAR TREASURY BOND ETF 464288661 5080.00000000 NS USD 663092.40000000 4.159349834194 Long RF US N 1 N N N Adara Acquisition Corp N/A ADARA ACQUISITION CORP 00653H102 8236.00000000 NS USD 80053.92000000 0.502150618644 Long EC CORP US N 1 N N N Nuveen Preferred and Income 2022 Term Fund 549300ZD3SWJZH83IT20 NUVEEN PREFERRED AND INCOME 2022 TERM FUND 67075T105 2056.00000000 NS USD 51379.44000000 0.322285499343 Long RF US N 1 N N N iShares Preferred and Income Securities ETF N/A ISHARES PREFERRED & INCOME SECURITIES ETF 464288687 3685.00000000 NS USD 144949.48000000 0.909218075195 Long RF US N 1 N N N Customers Bancorp, Inc. 549300WLBCHYKZ53FN68 CUSTOMERS BANCORP INC 23204G704 2000.00000000 NS USD 50300.00000000 0.315514544669 Long EP CORP US N 1 N N N PPG INDUSTRIES, INC. 549300BKPEP01R3V6C59 PPG INDUSTRIES, INC. 693506107 1250.00000000 NS USD 212212.50000000 1.331135791465 Long EC CORP US N 1 N N N Utilities Select Sector SPDR Fund N/A UTILITIES SELECT SECTOR SPDR FUND 81369Y886 310.00000000 NS USD 19601.30000000 0.122952191738 Long RF US N 1 N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 FORD MOTOR CREDIT CO LLC 34540TVK5 195000.00000000 PA USD 194208.30000000 1.218201656969 Long DBT CORP US N 2 2024-08-20 Fixed 3.70000000 N N N N N N Invesco Senior Loan ETF N/A INVESCO SENIOR LOAN ETF 46138G508 9250.00000000 NS USD 204887.50000000 1.285188593857 Long RF US N 1 N N N CIGNA CORPORATION 549300VIWYMSIGT1U456 CIGNA CORP 125523100 882.00000000 NS USD 209095.74000000 1.311585431381 Long EC CORP US N 1 N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 JPMORGAN CHASE & CO 46625H100 1357.00000000 NS USD 211067.78000000 1.323955357875 Long EC CORP US N 1 N N N SPDR Bloomberg Barclays Convertible Securities ETF N/A SPDR BLOOMBERG BARCLAYS CONVERTIBLE SECURITIES ETF 78464A359 1094.00000000 NS USD 94882.62000000 0.595165937303 Long RF US N 1 N N N VanEck Vectors Fallen Angel High Yield Bond ETF N/A VANECK VECTORS FALLEN ANGEL HIGH YIELD BOND ETF 92189F437 58098.00000000 NS USD 1911424.20000000 11.98970449570 Long RF US N 1 N N N WALMART INC. Y87794H0US1R65VBXU25 WALMART INC. 931142103 1509.00000000 NS USD 212799.18000000 1.334815832679 Long EC CORP US N 1 N N N Goldman Sachs Access Treasury 0-1 Year ETF N/A GOLDMAN SACHS ACCESS TREASURY 0-1 YEAR ETF 381430529 3966.00000000 NS USD 397036.26000000 2.490471467023 Long RF US N 1 N N N AMERICAN TOWER CORPORATION 5493006ORUSIL88JOE18 AMERICAN TOWER CORP. REIT 03027X100 372.00000000 NS USD 100492.08000000 0.630352144415 Long EC CORP US N 1 N N N THE BLACKSTONE GROUP INC. 5299004LW4QWGZUB8Y96 BLACKSTONE GROUP INC/THE 09260D107 1007.00000000 NS USD 97819.98000000 0.613590983087 Long EC CORP US N 1 N N N JPMorgan High Yield Research Enhanced ETF N/A JPMORGAN HIGH YIELD RESEARCH ENHANCED ETF 46641Q878 7600.00000000 NS USD 397556.00000000 2.493731616714 Long RF US N 1 N N N ELI LILLY AND COMPANY FRDRIPF3EKNDJ2CQJL29 ELI LILLY & CO. 532457108 431.00000000 NS USD 98923.12000000 0.620510599684 Long EC CORP US N 1 N N N First Trust Preferred Securities and Income ETF N/A FIRST TRUST PREFERRED SECURITIES AND INCOME ETF 33739E108 19338.00000000 NS USD 398362.80000000 2.498792394739 Long RF US N 1 N N N VanEck Vectors Preferred Secs ex Finls ETF N/A VANECK VECTORS PREFERRED SECURITIES EX FINANCIALS 92189F429 5673.00000000 NS USD 121061.82000000 0.759379026127 Long RF US N 1 N N N DOW INC. 5493003S21INSLK2IP73 DOW INC 260557103 3304.00000000 NS USD 209077.12000000 1.311468634546 Long EC CORP US N 1 N N N iShares iBoxx $ Investment Grade Corporate Bond ETF N/A ISHARES IBOXX $ INVESTMENT GRADE CORPORATE BOND ET 464287242 1041.00000000 NS USD 139868.76000000 0.877348471668 Long RF US N 1 N N N iShares Barclays 7-10 Year Treasury Bond Fund N/A ISHARES 7-10YEAR TREASURY BOND ETF 464287440 5759.00000000 NS USD 665106.91000000 4.171986160345 Long RF US N 1 N N N Moringa Acquisition Corp N/A MORINGA ACQUISITION CORP G6S23K108 8244.00000000 NS USD 79554.60000000 0.499018556568 Long EC CORP KY N 1 N N N 2021-07-30 Collaborative Investment Series Trust Adam Snitkoff Adam Snitkoff Treasurer XXXX NPORT-EX 2 2206_0001719812.htm Converted by EDGARwiz

Portfolio of Investments

June 30, 2021 (Unaudited)

Trend Aggregation U.S. ETF




Portfolio of Investments Summary Table

 

Percentage of

Fair Value (%)

 

Communication Services

 

                    5.8

 

Consumer Discretionary

 

                    1.9

 

Consumer Staples

 

                     7.5

 

Energy

 

                     7.5

 

Financials

 

                   11.1

 

Health Care

 

                   15.3

 

Industrials

 

                   17.0

 

Information Technology

 

                   20.8

 

Materials

 

                     5.7

 

Real Estate

 

                     7.4

 

Exchange-Traded Funds

 

               0.0†

 

Total

 

100.0

 

 

 

 

 

Portfolio holdings and allocations are subject to change. As of June 30, 2021, percentages in the table above are based on total investments. Such total investments may differ from the percentages set forth in the following Portfolio of Investments which are computed using the Fund's total net assets.

 

 

 

 

 




 

 

 

Portfolio of Investments

 

 

Shares

 

 

 

Fair Value ($)  

Common Stocks — 99.2%

 

 

Communication Services — 5.7%

 

 

371

 

Alphabet, Inc., Class A(a)

 

905,904

10,307

 

ROBLOX Corp., Class A(a)

 

927,424

5,159

 

Take-Two Interactive Software, Inc.(a)

 

913,246

 

 

 

 

2,746,574

Consumer Discretionary — 1.9%

 

 

6,379

 

Garmin, Ltd. 

 

922,659

Consumer Staples — 7.5%

 

 

10,986

 

Colgate-Palmolive Co.

 

893,711

15,039

 

General Mills, Inc.

 

916,327

18,771

 

Hormel Foods Corp.

 

896,315

9,700

 

Monster Beverage Corp.(a)

 

886,095

 

 

 

 

3,592,448

Energy — 7.5%

 

 

10,256

 

Cheniere Energy, Inc.(a)

 

889,605

10,040

 

Hess Corp.

 

876,693

50,402

 

Kinder Morgan, Inc.

 

918,828

34,156

 

Williams Cos., Inc. (The)

 

906,842

 

 

 

 

3,591,968

Financials — 11.0%

 

 

17,670

 

Ally Financial, Inc.

 

880,673

1,026

 

BlackRock, Inc.

 

897,719

5,605

 

Capital One Financial Corp.

 

867,037

7,257

 

Discover Financial Services

 

858,431

20,044

 

Fidelity National Financial, Inc.

 

871,112

6,419

 

Marsh & McLennan Cos., Inc.

 

903,025

 

 

 

 

5,277,997

Health Care — 15.1%

 

 

4,907

 

Alexion Pharmaceuticals, Inc.(a)

 

901,465

3,718

 

Becton Dickinson & Co.

 

904,180

2,054

 

Bio-Techne Corp.

 

924,834

10,802

 

CVS Health Corp.

 

901,319

3,655

 

IQVIA Holdings, Inc.(a)

 

885,680

4,077

 

Moderna, Inc.(a)

 

958,013

23,005

 

Pfizer, Inc.

 

900,876

2,655

 

Waters Corp.(a)

 

917,595



Portfolio of Investments (continued)

 

June 30, 2021 (Unaudited)

Trend Aggregation U.S. ETF






 

 

 

 


7,293,962

Shares

 

 

 

Fair Value ($)  

 

 

 

Industrials — 16.9%

 

 

6,813

 

AMETEK, Inc.

 

909,535

9,362

 

C.H. Robinson Worldwide, Inc.

 

876,939

7,131

 

Expeditors International of Washington, Inc.

 

902,785

17,553

 

Fastenal Co.

 

912,756

12,909

 

Fortive Corp.

 

900,274

6,454

 

HEICO Corp.

 

899,817

4,079

 

IDEX Corp.

 

897,584

4,054

 

Illinois Tool Works, Inc.

 

906,312

4,982

 

Trane Technologies PLC

 

917,385

 

 

 

 

8,123,387

Information Technology — 20.6%

 

 

2,476

 

Arista Networks, Inc.(a)

 

897,080

17,094

 

Cisco Systems, Inc.

 

905,982

1,714

 

EPAM Systems, Inc.(a)

 

875,786

1,453

 

Lam Research Corp.

 

945,467

8,689

 

Leidos Holdings, Inc.

 

878,458

8,910

 

Maxim Integrated Products, Inc.

 

938,758

20,288

 

Slack Technologies, Inc., Class A(a)

 

898,758

6,702

 

TE Connectivity, Ltd.

 

906,177

12,853

 

UiPath, Inc., Class A(a)

 

873,104

5,760

 

VMware, Inc., Class A(a)

 

921,427

12,675

 

Western Digital Corp.(a)

 

902,080

 

 

 

 

9,943,077

Materials — 5.6%

 

 

11,646

 

DuPont de Nemours, Inc.

 

901,517

7,798

 

Eastman Chemical Co.

 

910,416

9,274

 

Nucor Corp.

 

889,655

 

 

 

 

2,701,588

Real Estate — 7.4%

 

 

1,145

 

Equinix, Inc.

 

918,977

5,121

 

Sun Communities, Inc.

 

877,739

17,985

 

UDR, Inc.

 

880,905

28,129

 

VICI Properties, Inc.

 

872,562

 

 

 

 

3,550,183

Total Common Stocks (Cost $47,903,753)

 

47,743,843

 

 

 

 

 

Exchange-Traded Funds — 0.0%†

 

 

1

 

ProShares VIX Short-Term Futures ETF(a)

 

24

Total Exchange-Traded Funds (Cost $15)

 

24

 

 

 

Total Investments — 99.2%

 

 

(Cost $47,903,768)

 

47,743,867

Other Assets in Excess of Liabilities — 0.8%

 

                                    402,591

Net Assets — 100.0%

 

$48,146,458

 

 

 

 

 

 

 

 




†

Represents less than 0.05%

(a)

Non-income producing security




ETF — Exchange-Traded Fund

PLC — Public Liability Company

 







Portfolio of Investments

June 30, 2021 (Unaudited)

Trend Aggregation ESG ETF




Portfolio of Investments Summary Table

 

Percentage of

 Fair Value (%)

 

Communication Services

 

                     6.6

 

Consumer Discretionary

 

                     9.6

 

Financials

 

                     1.6

 

Health Care

 

                   18.1

 

Industrials

 

                     8.2

 

Information Technology

 

                   46.0

 

Materials

 

                     3.4

 

Real Estate

 

                     6.5

 

Total

 

100.0

 

 

 

 

 

Portfolio holdings and allocations are subject to change. As of June 30, 2021, percentages in the table above are based on total investments. Such total investments may differ from the percentages set forth in the following Portfolio of Investments which are computed using the Fund's total net assets.

 

 

 

 

 




 

 

 

Portfolio of Investments

 

 

Shares

 

 

 

Fair Value ($)  

Common Stocks — 98.1%

 

 

Communication Services — 6.4%

 

 

2,805

 

Activision Blizzard, Inc.

 

267,709

106

 

Alphabet, Inc., Class A(a)

 

258,830

3,319

 

Cogent Communications Holdings, Inc.

 

255,198

758

 

Facebook, Inc., Class A(a)

 

263,564

 

 

 

 

1,045,301

Consumer Discretionary — 9.4%

 

 

23,721

 

American Axle & Manufacturing Holdings, Inc.(a)

 

245,512

5,287

 

BorgWarner, Inc.

 

256,631

17,037

 

Ford Motor Co.(a)

 

253,170

4,292

 

General Motors, Co.(a)

 

253,958

2,783

 

iRobot Corp.(a)

 

259,904

2,134

 

Visteon Corp.(a)

 

258,086

 

 

 

 

1,527,261

Financials — 1.6%

 

 

3,035

 

Tradeweb Markets, Inc., Class A

 

256,640

Health Care — 17.8%

 

 

3,299

 

Cerner Corp.

 

257,850

6,903

 

Dicerna Pharmaceuticals, Inc.(a)

 

257,620

35,402

 

Homology Medicines, Inc.(a)

 

257,373

1,055

 

IQVIA Holdings, Inc.(a)

 

255,648

7,042

 

Luminex Corp.

 

259,146

191

 

Mettler-Toledo International, Inc.(a)

 

264,600

1,177

 

Moderna, Inc.(a)

 

276,571

6,027

 

Rocket Pharmaceuticals, Inc.(a)

 

266,936

1,646

 

Seagen, Inc.(a)

 

259,870

2,758

 

Ultragenyx Pharmaceutical, Inc.(a)

 

262,975

766

 

Waters Corp.(a)

 

264,737

 

 

 

 

2,883,326

Industrials — 8.1%

 

 

1,936

 

AMETEK, Inc.

 

258,456

3,083

 

CoStar Group, Inc.(a)

 

255,334

3,701

 

Fortive Corp.

 

258,107

19,665

 

General Electric Co.

 

264,691

8,125

 

Plug Power, Inc.(a)

 

277,794

 

 

 

 

1,314,382

Information Technology — 45.1%

 

 

714

 

Arista Networks, Inc.(a)

 

258,689

2,307

 

Blackline, Inc.(a)

 

256,700



Portfolio of Investments (continued)  

June 30, 2021 (Unaudited)

Trend Aggregation ESG ETF






1,611

 

Broadridge Financial Solutions, Inc.

 

260,225

4,877

 

Cisco Systems, Inc.

 

258,481

Shares

 

 

 

Fair Value ($)  

 

 

 

Information Technology — 45.1% (continued)

 

 

981

 

Coherent, Inc.(a)

 

259,317

1,022

 

Crowdstrike Holdings, Inc., Class A(a)

 

256,839

7,274

 

CTS Corp.

 

270,302

517

 

Fair Isaac Corp.(a)

 

259,885

3,259

 

FARO Technologies, Inc.(a)

 

253,452

1,762

 

International Business Machines Corp.

 

258,292

2,521

 

Maxim Integrated Products, Inc.

 

265,613

5,337

 

Methode Electronics, Inc.

 

262,634

9,592

 

NortonLifeLock, Inc.

 

261,094

1,986

 

Novanta, Inc.(a)

 

267,633

4,747

 

Nuance Communications, Inc.(a)

 

258,427

3,298

 

Oracle Corp.

 

256,716

1,344

 

Rogers Corp.(a)

 

269,875

1,070

 

Salesforce.com, Inc.(a)

 

261,369

1,047

 

Snowflake, Inc., Class A(a)

 

253,165

2,893

 

Sprout Social, Inc., Class A(a)

 

258,692

1,079

 

Square, Inc., Class A(a)

 

263,060

1,998

 

Teradyne, Inc.

 

267,652

1,375

 

Texas Instruments, Inc.

 

264,412

674

 

Twilio, Inc., Class A(a)

 

265,664

1,647

 

VMware, Inc., Class A(a)

 

263,471

3,658

 

Western Digital Corp.(a)

 

260,340

695

 

Zoom Video Communications, Inc.(a)

 

268,986

1,183

 

Zscaler, Inc.(a)

 

255,599

 

 

 

 

7,316,584

Materials — 3.3%

 

 

6,949

 

Freeport-McMoRan, Inc.

 

257,877

14,369

 

Livent Corp.(a)

 

278,184

 

 

 

 

536,061

Real Estate — 6.4%

 

 

971

 

American Tower Corp.

 

262,306

3,559

 

CyrusOne, Inc.

 

254,540

1,700

 

Digital Realty Trust, Inc.

 

255,782

330

 

Equinix, Inc.

 

264,858

 

 

 

 

1,037,486

Total Common Stocks (Cost $15,834,065)

 

15,917,041

 

 

 

 

 

Total Investments — 98.1%

 

 

(Cost $15,834,065)

 

15,917,041

Other Assets in Excess of Liabilities — 1.9%

 

 302,554

Net Assets — 100.0%

 

$16,219,595

 

 

 

 

 

 

 

 



(a)

Non-income producing security




 











Portfolio of Investments

June 30, 2021 (Unaudited)

The Active Dividend Stock ETF




Portfolio of Investments Summary Table

 

Percentage of

Fair Value (%)

 

Communication Services

 

 7.4

 

Consumer Discretionary

 

 5.4

 

Consumer Staples

 

 12.5

 

Energy

 

 8.8

 

Financials

 

 12.3

 

Health Care

 

 5.4

 

Industrials

 

 10.7

 

Information Technology

 

 18.0

 

Materials

 

 7.1

 

Real Estate

 

 7.1

 

Utilities

 

 5.3

 

Total

 

100.0

 

 

 

 

 

Portfolio holdings and allocations are subject to change. As of June 30, 2021, percentages in the table above are based on total investments. Such total investments may differ from the percentages set forth in the following Portfolio of Investments which are computed using the Fund's total net assets.

 

 

 

 

 




 

 

 

Portfolio of Investments

 

 

Shares

 

 

 

Fair Value ($)  

Common Stocks — 99.5%

 

 

Communication Services — 7.4%

 

 

6,736

 

Activision Blizzard, Inc.

 

642,884

4,367

 

Electronic Arts, Inc.

 

628,106

5,724

 

NetEase, Inc., ADR

 

659,691

93,765

 

Sirius XM Holdings, Inc.

 

613,223

 

 

 

 

2,543,904

Consumer Discretionary — 5.3%

 

 

36,068

 

Melco Resorts & Entertainment, Ltd., ADR(a)

 

597,647

22,966

 

Newell Brands, Inc.

 

630,876

26,385

 

Wendy's Co. (The)

 

617,937

 

 

 

 

1,846,460

Consumer Staples — 12.4%

 

 

7,505

 

Colgate-Palmolive Co.

 

610,532

10,252

 

General Mills, Inc.

 

624,654

3,491

 

Hershey Co. (The)

 

608,062

12,800

 

Hormel Foods Corp.

 

611,200

9,691

 

Kellogg Co.

 

623,422

15,025

 

Kraft Heinz Co. (The)

 

612,720

9,918

 

Mondelez International, Inc., Class A

 

619,280

 

 

 

 

4,309,870

Energy — 8.8%

 

 

25,960

 

Baker Hughes Co.

 

593,705

15,692

 

New Fortress Energy, Inc.

 

594,413

54,633

 

Plains All American Pipeline, LP

 

620,631

52,030

 

Plains GP Holdings, LP, Class A

 

621,238

22,829

 

Williams Cos., Inc. (The)

 

606,110

 

 

 

 

3,036,097

Financials — 12.3%

 

 

12,200

 

Ally Financial, Inc.

 

608,048

4,173

 

American National Group, Inc.

 

619,899

4,308

 

Arthur J Gallagher & Co.

 

603,465

3,821

 

Capital One Financial Corp.

 

591,071

13,664

 

Fidelity National Financial, Inc.

 

593,837

6,916

 

Morgan Stanley

 

634,128

7,170

 

Tradeweb Markets, Inc., Class A

 

606,295

 

 

 

 

4,256,743



Portfolio of Investments (continued)  

June 30, 2021 (Unaudited)

The Active Dividend Stock ETF






Health Care — 5.4%

 

 

1,400

 

Bio-Techne Corp.

 

630,364

Shares

 

 

 

Fair Value ($)  

 

 

 

Health Care — 5.4% (continued)

 

 

7,821

 

Cerner Corp.

 

611,289

20,123

 

Patterson Cos., Inc.

 

611,538

 

 

 

 

1,853,191

Industrials — 10.7%

 

 

4,574

 

AMETEK, Inc.

 

610,629

2,094

 

FedEx Corp.

 

624,703

10,921

 

Icahn Enterprises, LP

 

600,546

2,807

 

Illinois Tool Works, Inc.

 

627,533

1,412

 

W.W. Grainger, Inc.

 

618,456

2,177

 

Watsco, Inc.

 

624,015

 

 

 

 

3,705,882

Information Technology — 17.9%

 

 

4,489

 

Applied Materials, Inc.

 

639,234

11,522

 

Cisco Systems, Inc.

 

610,666

5,192

 

Entegris, Inc.

 

638,460

41,475

 

Hewlett Packard Enterprise Co.

 

604,706

970

 

Lam Research Corp.

 

631,179

5,955

 

Maxim Integrated Products, Inc.

 

627,419

7,416

 

NetApp, Inc.

 

606,777

22,978

 

NortonLifeLock, Inc.

 

625,461

7,792

 

Oracle Corp.

 

606,529

7,068

 

Seagate Technology Holdings PLC

 

621,489

 

 

 

 

6,211,920

Materials — 7.1%

 

 

2,930

 

Avery Dennison Corp.

 

616,003

16,416

 

Freeport-McMoRan, Inc.

 

609,198

19,595

 

Mosaic Co. (The)

 

625,276

2,231

 

Sherwin-Williams Co.

 

607,836

 

 

 

 

2,458,313

Real Estate — 7.0%

 

 

2,294

 

American Tower Corp.

 

619,701

13,221

 

Gaming And Leisure Properties, Inc.

 

612,529

34,795

 

Host Hotels & Resorts, Inc.(a)

 

594,647

5,640

 

Life Storage, Inc.

 

605,454

 

 

 

 

2,432,331

Utilities — 5.2%

 

 

24,701

 

CenterPoint Energy, Inc.

 

605,669

9,915

 

Evergy, Inc.

 

599,163

13,698

 

Exelon Corp.

 

606,958

 

 

 

 

1,811,790

Total Common Stocks (Cost $34,340,401)

 

34,466,501

 

 

 

 

 

Total Investments — 99.5%

 

 

(Cost $34,340,401)

 

34,466,501

Other Assets in Excess of Liabilities — 0.5%

 

 186,150

Net Assets — 100.0%

 

$34,652,651

 

 

 

 

 

 

 

 



(a)

Non-income producing security



ADR — American Depositary Receipt

LP — Limited Partnership

PLC — Public Liability Company

 












Portfolio of Investments

June 30, 2021 (Unaudited)

Trend Aggregation Growth ETF




Portfolio of Investments Summary Table

 

Percentage of

Fair Value (%)

 

Communication Services

 

 9.3

 

Consumer Discretionary

 

 20.9

 

Consumer Staples

 

 2.4

 

Energy

 

 1.3

 

Financials

 

 4.8

 

Health Care

 

 18.4

 

Industrials

 

 12.7

 

Information Technology

 

 19.8

 

Materials

 

 4.7

 

Real Estate

 

 5.7

 

Total

 

100.0

 

 

 

 

 

Portfolio holdings and allocations are subject to change. As of June 30, 2021, percentages in the table above are based on total investments. Such total investments may differ from the percentages set forth in the following Portfolio of Investments which are computed using the Fund's total net assets.

 

 

 

 

 




 

 

 

Portfolio of Investments

 

 

Shares

 

 

 

Fair Value ($)  

Common Stocks — 98.8%

 

 

Communication Services — 9.2%

 

 

1,505

 

AMC Entertainment Holdings, Inc.(a)

 

85,303

640

 

Cardlytics, Inc.(a)

 

81,235

2,636

 

Discovery, Inc., Class A(a)

 

80,873

4,203

 

Eventbrite, Inc., Class A(a)

 

79,857

238

 

Facebook, Inc., Class A(a)

 

82,755

560

 

T-Mobile US, Inc.(a)

 

81,105

1,920

 

TripAdvisor, Inc.(a)

 

77,376

456

 

Walt Disney Co. (The)(a)

 

80,151

 

 

 

 

648,655

Consumer Discretionary — 20.7%

 

 

24

 

Amazon.com, Inc.(a)

 

82,564

271

 

Carvana Co.(a)

 

81,793

1,012

 

Chewy, Inc., Class A(a)

 

80,667

803

 

Columbia Sportswear Co.

 

78,983

2,175

 

Coupang, Inc.(a)

 

90,958

804

 

Dick's Sporting Goods, Inc.

 

80,553

1,574

 

DraftKings, Inc., Class A(a)

 

82,116

11,456

 

Express, Inc.(a)

 

74,349

388

 

GameStop Corp., Class A(a)

 

83,086

4,146

 

Macy's, Inc.(a)

 

78,608

580

 

Marriott International, Inc., Class A(a)

 

79,182

2,621

 

Norwegian Cruise Line Holdings, Ltd.(a)

 

77,084

3,605

 

Petco Health & Wellness Co., Inc.(a)

 

80,788

178

 

Pool Corp.

 

81,641

118

 

RH(a)

 

80,122

773

 

Shake Shack, Inc., Class A(a)

 

82,726

3,008

 

ThredUp, Inc., Class A(a)

 

87,473

253

 

Wayfair, Inc., Class A(a)

 

79,875

 

 

 

 

1,462,568

Consumer Staples — 2.4%

 

 

550

 

Beyond Meat, Inc.(a)

 

86,619

883

 

Monster Beverage Corp.(a)

 

80,662

 

 

 

 

167,281

Energy — 1.2%

 

 

19,048

 

Tellurian, Inc. (a)

 

88,573



Portfolio of Investments (continued)  

June 30, 2021 (Unaudited)

Trend Aggregation Growth ETF






Financials — 4.8%

 

 

1,216

 

Athene Holding, Ltd., Class A(a)

 

82,080

3,230

 

Churchill Capital Corp. IV, Class A(a)

 

93,089

Shares

 

 

 

Fair Value ($)  

 

 

 

Financials — 4.8% (continued)

 

 

1,301

 

SEI Investments Co.

 

80,623

666

 

Upstart Holdings, Inc.(a)

 

83,183

 

 

 

 

338,975

Health Care — 18.2%

 

 

335

 

Amgen, Inc.

 

81,656

990

 

Baxter International, Inc.

 

79,695

337

 

Becton Dickinson & Co.

 

81,955

962

 

Fate Therapeutics, Inc.(a)

 

83,492

1,416

 

Health Catalyst, Inc.(a)

 

78,602

720

 

Hill-Rom Holdings, Inc.

 

81,785

389

 

ICU Medical, Inc.(a)

 

80,056

131

 

IDEXX Laboratories, Inc.(a)

 

82,733

1,960

 

Intra-Cellular Therapies, Inc.(a)

 

80,007

90

 

Intuitive Surgical, Inc.(a)

 

82,768

643

 

Karuna Therapeutics, Inc.(a)

 

73,296

2,087

 

Pfizer, Inc.

 

81,727

8,918

 

Provention Bio, Inc.(a)

 

75,179

83,852

 

Sundial Growers, Inc.(a)

 

79,575

493

 

Teladoc Health, Inc.(a)

 

81,981

434

 

Zoetis, Inc.

 

80,880

 

 

 

 

1,285,387

Industrials — 12.5%

 

 

3,660

 

American Airlines Group, Inc.(a)

 

77,629

1,007

 

Avis Budget Group, Inc.(a)

 

78,435

589

 

Chart Industries, Inc.(a)

 

86,182

610

 

Copart, Inc.(a)

 

80,416

1,163

 

Fortive Corp.

 

81,108

246

 

Lennox International, Inc.

 

86,297

4,494

 

Nikola Corp.(a)

 

81,162

1,496

 

Sunrun, Inc.(a)

 

83,447

368

 

Union Pacific Corp.

 

80,934

2,996

 

Vertiv Holdings Co.

 

81,791

1,455

 

Virgin Galactic Holdings, Inc.(a)

 

66,930

 

 

 

 

884,331

Information Technology — 19.6%

 

 

2,070

 

3D Systems Corp.(a)

 

82,738

485

 

Analog Devices, Inc.

 

83,498

583

 

Appian Corp.(a)

 

80,308

611

 

Apple, Inc.

 

83,683

604

 

Cadence Design Systems, Inc.(a)

 

82,639

988

 

Cognex Corp.

 

83,041

155

 

EPAM Systems, Inc.(a)

 

79,199

587

 

Everbridge, Inc.(a)

 

79,879

1,341

 

Fastly, Inc., Class A(a)

 

79,924

336

 

Gartner, Inc.(a)

 

81,379

6,502

 

GreenBox POS(a)

 

77,569

214

 

Mastercard, Inc., Class A

 

78,129

307

 

Microsoft Corp.

 

83,166

1,840

 

Slack Technologies, Inc., Class A(a)

 

81,512

432

 

Texas Instruments, Inc.

 

83,074

343

 

Visa, Inc., Class A

 

80,200

159

 

Zebra Technologies Corp.(a)

 

84,189

 

 

 

 

1,384,127

Materials — 4.6%

 

 

3,837

 

Cleveland-Cliffs, Inc.(a)

 

82,726

1,842

 

Corteva, Inc.

 

81,693





Portfolio of Investments (continued)  

June 30, 2021 (Unaudited)

Trend Aggregation Growth ETF






546

 

International Flavors & Fragrances, Inc.

 

81,572

3,441

 

United States Steel Corp.

 

82,584

Shares

 

 

 

Fair Value ($)  

 

 

 

Materials — 4.6% (continued)

 

 

 

 

 

 

328,575

Real Estate — 5.6%

 

 

305

 

American Tower Corp.

 

82,393

489

 

Extra Space Storage, Inc.

 

80,108

10,903

 

GEO Group, Inc. (The)

 

77,629

750

 

Life Storage, Inc.

 

80,513

2,551

 

VICI Properties, Inc.

 

79,132

 

 

 

 

399,775

Total Common Stocks (Cost $6,917,067)

 

6,988,247

 

 

 

 

 

Total Investments — 98.8%

 

 

(Cost $6,917,067)

 

6,988,247

Other Assets in Excess of Liabilities — 1.2%

 

 87,609

Net Assets — 100.0%

 

$7,075,856

 

 

 

 

 

 

 

 



(a)

Non-income producing security




 












Portfolio of Investments

June 30, 2021 (Unaudited)

Trend Aggregation Conservative ETF






Portfolio of Investments Summary Table

 

Percentage of

Fair Value (%)

 

Communication Services

 

1.4

 

Consumer Discretionary

 

1.3

 

Consumer Staples

 

2.8

 

Financials

 

8.8

 

Health Care

 

4.1

 

Industrials

 

2.1

 

Materials

 

4.9

 

Real Estate

 

0.7

 

Corporate Bond

 

1.3

 

Preferred Stocks

 

1.4

 

Exchange-Traded Funds

 

71.2

 

Total

 

100.0

 

 

 

 

 

Portfolio holdings and allocations are subject to change. As of June 30, 2021, percentages in the table above are based on total investments. Such total investments may differ from the percentages set forth in the following Portfolio of Investments which are computed using the Fund's total net assets.

 

 

 

 

 





 

 

 

Portfolio of Investments

 

 

Shares

 

 

 

Fair Value ($)  

Common Stocks — 24.4%

 

 

Communication Services — 1.3%

 

 

3,709

 

Verizon Communications, Inc. 

 

207,815

Consumer Discretionary — 1.3%

 

 

643

 

NIKE, Inc., Class B

 

99,337

413

 

Target Corp.

 

99,839

 

 

 

 

199,176

Consumer Staples — 2.7%

 

 

2,396

 

McCormick & Co., Inc.

 

211,615

1,509

 

Walmart, In.

 

212,799

 

 

 

 

424,414

Financials — 8.2%

 

 

8,236

 

Adara Acquisition Corp.(a)

 

80,054

8,244

 

Astrea Acquisition Corp.(a)

 

79,719

1,007

 

Blackstone Group, Inc. (The), Class A

 

97,820

2,922

 

Citigroup, Inc.

 

206,731

8,219

 

Crucible Acquisition Corp.(a)

 

79,724

8,244

 

Healthcare Capital Corp.(a)

 

79,555

8,227

 

HealthCor Catalio Acquisition Corp.(a)

 

81,036

1,357

 

JPMorgan Chase & Co.

 

211,068

8,244

 

Moringa Acquisition Corp.(a)

 

79,555

8,236

 

New Vista Acquisition Corp.(a)

 

79,642

8,227

 

Newbury Street Acquisition Corp.(a)

 

79,473

8,244

 

Property Solutions Acquisition Corp. II(a)

 

80,383

8,244

 

Twelve Seas Investment Co. II(a)

 

79,555

 

 

 

 

1,314,315

Health Care — 3.8%

 

 

882

 

Cigna Corp.

 

209,096

372

 

Danaher Corp.

 

99,830

431

 

Eli Lilly & Co.

 

98,923

276

 

West Pharmaceutical Services, Inc.

 

99,111

530

 

Zoetis, Inc.

 

98,771

 

 

 

 

605,731

Industrials — 1.9%

 

 

945

 

Union Pacific Corp.

 

207,834

483

 

United Parcel Service, Inc.

 

100,449

 

 

 

 

308,283



Portfolio of Investments (continued)  

June 30, 2021 (Unaudited)

Trend Aggregation Conservative ETF






Materials — 4.6%

 

 

725

 

Air Products & Chemicals

 

208,568

Shares

 

 

 

Fair Value ($)  

 

 

 

Materials — 4.6% (continued)

 

 

3,304

 

Dow, Inc.

 

209,077

2,665

 

Freeport-McMoRan, Inc.

 

98,898

1,250

 

PPG Industries, Inc.

 

212,213

 

 

 

 

728,756

Real Estate — 0.6%

 

 

372

 

American Tower Corp.

 

100,492

Total Common Stocks (Cost $3,891,846)

 

3,888,982

 

 

 

 

 

Preferred Stocks — 1.3%

 

 

2,000

 

Capstead Mortgage Corp., 7.50%

 

51,220

2,000

 

Customers Bancorp, Inc., 6.00%

 

50,300

2,000

 

MFA Financial, Inc., 7.50%

 

50,260

2,000

 

Two Harbors Investment Corp., 7.63%

 

52,460

 

 

 

 

204,240

Total Preferred Stocks (Cost $200,108)

 

204,240

 

 

 

 

 

Corporate Bond — 1.2%

 

 

195,000

 

Ford Motor Credit Co. LLC, 3.70%, 08/20/2024, Callable 08/20/2020 @ 100%

 

194,208

Total Corporate Bonds (Cost $197,294)

 

194,208

 

 

 

 

 

Exchange-Traded Funds — 66.6%

 

 

19,338

 

First Trust Preferred Securities and Income ETF

 

398,363

10,611

 

First Trust Senior Floating Rate 2022 Target Term Fund

 

101,017

3,966

 

Goldman Sachs Access Treasury 0-1 Year ETF(a)

 

397,036

12,026

 

Invesco CEF Income Composite ETF

 

294,637

5,584

 

Invesco Emerging Markets Sovereign Debt ETF

 

154,230

9,250

 

Invesco Senior Loan ETF

 

204,888

3,757

 

Invesco Treasury Collateral ETF

 

397,002

4,368

 

iShares 0-5 Year High Yield Corporate Bond ETF

 

201,190

4,482

 

iShares 20+ Year Treasury Bond ETF

 

646,977

5,080

 

iShares 3-7 Year Treasury Bond ETF

 

663,092

5,759

 

iShares 7-10 Year Treasury Bond ETF

 

665,107

2,016

 

iShares Core U.S. Aggregate Bond ETF

 

232,505

7,813

 

iShares Floating Rate Bond ETF

 

397,057

16,025

 

iShares iBonds Dec 2021 Term Corporate ETF

 

397,099

15,634

 

iShares iBonds Dec 2022 Term Corporate ETF

 

397,104

1,041

 

iShares iBoxx $ Investment Grade Corporate Bond ETF

 

139,869

3,685

 

iShares Preferred & Income Securities ETF

 

144,949

8,589

 

iShares TIPS Bond ETF

 

1,099,478

3,600

 

Ivy High Income Opportunities Fund(a)

 

50,580

7,600

 

JPMorgan High Yield Research Enhanced ETF

 

397,556

2,056

 

Nuveen Preferred And Income 2022 Term Fund

 

51,379

8,603

 

Quadratic Interest Rate Volatility and Inflation ETF

 

237,615

1,094

 

SPDR Bloomberg Barclays Convertible Securities ETF

 

94,883

12,953

 

SPDR Bloomberg Barclays Investment Grade Gloating Rate ETF

 

397,009

310

 

Utilities Select Sector SPDR Fund

 

19,601

10,954

 

VanEck Vectors Emerging Markets High Yield Bond ETF

 

261,582

58,098

 

VanEck Vectors Fallen Angel High Yield Bond ETF

 

1,911,424

2,815

 

VanEck Vectors J.P. Morgan EM Local Currency Bond

 

88,335

5,673

 

VanEck Vectors Preferred Securities Ex Financials

 

121,062

180

 

Vanguard Dividend Appreciation ETF

 

27,862

219

 

Vanguard Real Estate ETF

 

22,292

 

 

 

 

10,612,780

Total Exchange-Traded Funds (Cost $10,597,621)

 

10,612,780

 

 

 

 

 

 

 

 





Portfolio of Investments (continued)  

June 30, 2021 (Unaudited)

Trend Aggregation Conservative ETF






Total Investments — 93.5%

 

 

(Cost $14,886,869)

 

14,900,210

Shares

 

 

 

Fair Value ($)  

Other Assets in Excess of Liabilities — 6.5%

 

  1,042,003

Net Assets — 100.0%

 

$15,942,213

 

 

 

 

 

 

 

 




(a)

Non-income producing security




ETF — Exchange-Traded Fund

MFA — Mortgage Finance Authority

SPDR — Standard & Poor's Depositary Receipts

TIPS — Treasury Inflation Protected Security

 









Portfolio of Investments

June 30, 2021 (Unaudited)

FOMO ETF




Portfolio of Investments Summary Table

 

Percentage of

Fair Value (%)

 

Communication Services

 

 8.5

 

Consumer Discretionary

 

 12.6

 

Consumer Staples

 

 2.1

 

Energy

 

 2.2

 

Financials

 

 9.6

 

Health Care

 

 17.0

 

Industrials

 

 9.0

 

Information Technology

 

 32.7

 

Materials

 

 3.2

 

Real Estate

 

 3.1

 

Total

 

100.0

 

 

 

 

 

Portfolio holdings and allocations are subject to change. As of June 30, 2021, percentages in the table above are based on total investments. Such total investments may differ from the percentages set forth in the following Portfolio of Investments which are computed using the Fund's total net assets.

 

 

 

 

 




 

 

 

Portfolio of Investments

 

 

Shares

 

 

 

Fair Value ($)  

Common Stocks — 99.2%

 

 

Communication Services — 8.4%

 

 

670

 

Activision Blizzard, Inc.

 

63,945

25

 

Alphabet, Inc., Class A(a)

 

61,045

1,144

 

AMC Entertainment Holdings, Inc.(a)

 

64,842

2,003

 

Discovery, Inc., Class A(a)

 

61,452

579

 

NetEase, Inc., ADR

 

66,730

218

 

Sea, Ltd., ADR(a)

 

59,863

356

 

Take-Two Interactive Software, Inc.(a)

 

63,019

1,031

 

World Wrestling Entertainment, Inc.

 

59,684

 

 

 

 

500,580

Consumer Discretionary — 12.6%

 

 

769

 

Chewy, Inc., Class A(a)

 

61,297

610

 

Columbia Sportswear Co.

 

60,000

611

 

Dick's Sporting Goods, Inc.

 

61,216

1,197

 

DraftKings, Inc., Class A(a)

 

62,448

4,070

 

Ford Motor Co.(a)

 

60,480

295

 

GameStop Corp., Class A(a)

 

63,171

1,025

 

General Motors, Co.(a)

 

60,649

665

 

iRobot Corp.(a)

 

62,104

3,151

 

Macy's, Inc.(a)

 

59,743

1,372

 

NIO, Inc., ADR(a)

 

72,991

813

 

Penn National Gaming, Inc.(a)

 

62,186

90

 

RH(a)

 

61,110

 

 

 

 

747,395

Consumer Staples — 2.1%

 

 

418

 

Beyond Meat, Inc.(a)

 

65,831

1,039

 

Ingles Markets, Inc.

 

60,542

 

 

 

 

126,373

Energy — 2.2%

 

 

14,479

 

Tellurian, Inc.(a)

 

67,327

2,309

 

Williams Cos., Inc. (The)

 

61,304

 

 

 

 

128,631

Financials — 9.5%

 

 

10,373

 

BGC Partners, Inc.

 

58,815

71

 

BlackRock, Inc.

 

62,123

627

 

Blackstone Group, Inc. (The), Class A

 

60,907

2,455

 

Churchill Capital Corp. IV, Class A(a)

 

70,753



Portfolio of Investments (continued)  

June 30, 2021 (Unaudited)

FOMO ETF






500

 

Discover Financial Services

 

59,145

172

 

Goldman Sachs Group, Inc. (The)

 

65,279

Shares

 

 

 

Fair Value ($)  

 

 

 

Financials — 9.5% (continued)

 

 

2,484

 

Sculptor Capital Management, Inc.

 

61,082

2,283

 

Up Fintech Holding, Ltd., ADR(a)

 

66,161

506

 

Upstart Holdings, Inc.(a)

 

63,199

 

 

 

 

567,464

Health Care — 16.8%

 

 

326

 

10X Genomics, Inc., A(a)

 

63,837

198

 

ABIOMED, Inc.(a)

 

61,798

11,513

 

Agenus, Inc.(a)

 

63,206

269

 

BioNTech SE, ADR(a)

 

60,224

142

 

Bio-Techne Corp.

 

63,937

843

 

Castle Biosciences, Inc.(a)

 

61,817

788

 

Cerner Corp.

 

61,590

261

 

Cigna Corp.

 

61,875

731

 

Fate Therapeutics, Inc.(a)

 

63,444

3,438

 

Humanigen, Inc.(a)

 

59,752

793

 

I-Mab, ADR(a)

 

66,572

281

 

Moderna, Inc.(a)

 

66,029

393

 

Seagen, Inc.(a)

 

62,047

63,736

 

Sundial Growers, Inc.(a)

 

60,486

374

 

Teladoc Health, Inc.(a)

 

62,193

183

 

Waters Corp.(a)

 

63,247

 

 

 

 

1,002,054

Industrials — 8.9%

 

 

1,133

 

AerCap Holdings NV(a)

 

58,021

554

 

AeroVironment, Inc.(a)

 

55,483

2,782

 

American Airlines Group, Inc.(a)

 

59,006

766

 

Avis Budget Group, Inc.(a)

 

59,664

5,152

 

Desktop Metal, Inc.(a)

 

59,248

4,698

 

General Electric Co.

 

63,235

3,416

 

Nikola Corp.(a)

 

61,693

920

 

Textron, Inc.

 

63,269

1,106

 

Virgin Galactic Holdings, Inc.(a)

 

50,876

 

 

 

 

530,495

Information Technology — 32.4%

 

 

1,619

 

ACI Worldwide, Inc.(a)

 

60,130

529

 

Akamai Technologies, Inc.(a)

 

61,681

2,263

 

Allegro MicroSystems, Inc.(a)

 

62,685

454

 

Applied Materials, Inc.

 

64,650

171

 

Arista Networks, Inc.(a)

 

61,955

1,016

 

Bentley Systems, Inc.

 

65,816

978

 

BigCommerce Holdings, Inc.(a)

 

63,492

656

 

Brooks Automation, Inc.

 

62,504

237

 

CACI International, Inc.(a)

 

60,463

530

 

Check Point Software Technologies, Ltd.(a)

 

61,549

3,920

 

Cloudera, Inc.(a)

 

62,171

458

 

CyberArk Software, Ltd.(a)

 

59,664

123

 

Fair Isaac Corp.(a)

 

61,830

1,020

 

Fastly, Inc., Class A(a)

 

60,792

4,942

 

GreenBox POS(a)

 

58,958

827

 

InterDigital, Inc.

 

60,396

1,076

 

Jabil, Inc.

 

62,537

98

 

Lam Research Corp.

 

63,769

599

 

Leidos Holdings, Inc.

 

60,559

2,193

 

Marathon Digital Holdings, Inc.(a)

 

68,794

602

 

Maxim Integrated Products, Inc.

 

63,427

2,181

 

McAfee Corp.

 

61,112

5,719

 

QIWI PLC, ADR

 

60,964





Portfolio of Investments (continued)  

June 30, 2021 (Unaudited)

FOMO ETF






1,875

 

Riot Blockchain, Inc.(a)

 

70,631

321

 

Rogers Corp.(a)

 

64,457

Shares

 

 

 

Fair Value ($)  

 

 

 

Information Technology — 32.4% (continued)

 

 

250

 

Snowflake, Inc., Class A(a)

 

60,450

691

 

Sprout Social, Inc., Class A(a)

 

61,789

1,806

 

Telos Corp.(a)

 

61,422

1,415

 

Tenable Holdings, Inc.(a)

 

58,510

1,363

 

Verint Systems, Inc.(a)

 

61,430

166

 

Zoom Video Communications, Inc.(a)

 

64,247

 

 

 

 

1,932,834

Materials — 3.2%

 

 

2,916

 

Cleveland-Cliffs, Inc.(a)

 

62,869

8,695

 

SunCoke Energy, Inc.

 

62,082

2,615

 

United States Steel Corp.

 

62,760

 

 

 

 

187,711

Real Estate — 3.1%

 

 

709

 

CBRE Group, Inc., Class A(a)

 

60,783

79

 

Equinix, Inc.

 

63,405

4,645

 

RPT Realty

 

60,292

 

 

 

 

184,480

Total Common Stocks (Cost $5,907,883)

 

5,908,017

 

 

 

 

 

Total Investments — 99.2%

 

 

(Cost $5,907,883)

 

5,908,017

Other Assets in Excess of Liabilities — 0.8%

 

                                     50,004

Net Assets — 100.0%

 

$5,958,021

 

 

 

 

 

 

 

 



(a)

Non-income producing security




ADR — American Depositary Receipt

PLC — Public Liability Company

 









Portfolio of Investments  

June 30, 2021 (Unaudited)

Fat Tail Risk ETF




Portfolio of Investments Summary Table

 

Percentage of

Fair Value (%)

 

Exchange-Traded Funds

 

 97.6

 

Exchange-Traded Note

 

 2.4

 

Total

 

100.0

 

 

 

 

 

Portfolio holdings and allocations are subject to change. As of June 30, 2021, percentages in the table above are based on total investments. Such total investments may differ from the percentages set forth in the following Portfolio of Investments which are computed using the Fund's total net assets.

 

 

 

 

 




 

 

 

Portfolio of Investments

 

 

Shares

 

 

 

Fair Value ($)  

Exchange-Traded Funds — 96.8%

965

 

iShares Core S&P 500 ETF

 

414,873

6,671

 

ProShares VIX Short-Term Futures ETF(a)

 

160,638

2,837

 

SPDR S&P 500 ETF Trust

 

1,214,406

 

 

 

 

1,789,917

Total Exchange-Traded Funds (Cost $1,777,366)

 

1,789,917

 

 

 

 

 

Exchange-Traded Note — 2.4%

 

 

1,479

 

iPath Series B S&P 500 VIX Short-Term Futures ETN(a)

 

43,571

Total Exchange-Traded Note (Cost $48,841)

 

43,571

 

 

 

Total Investments — 99.2%

 

 

(Cost $1,826,207)

 

1,833,488

Other Assets in Excess of Liabilities — 0.8%

 

                                     14,816

Net Assets — 100.0%

 

$1,848,304

 

 

 

 

 

 

 

 



(a)

Non-income producing security




ETF — Exchange-Traded Fund

ETN — Exchange-Traded Note

S&P — Standard and Poor's

SPDR — Standard & Poor's Depositary Receipts