| AltShares Merger Arbitrage ETF | Portfolio of Investments |
| August 31, 2021 (unaudited) |
| Shares | Value | |||||||
| COMMON STOCKS - 94.40% | ||||||||
| Advertising - 0.40% | ||||||||
| SharpSpring, Inc.(a) | 1,812 | $ | 30,985 | |||||
| Aerospace & Defense - 1.74% | ||||||||
| Aerojet Rocketdyne Holdings, Inc.(b) | 3,276 | 136,019 | ||||||
| Banks - 6.65% | ||||||||
| 1st Constitution Bancorp(b) | 1,829 | 40,988 | ||||||
| Altabancorp(b) | 839 | 34,835 | ||||||
| Atlantic Capital Bancshares, Inc.(a)(b) | 3,000 | 72,690 | ||||||
| Bank of Commerce Holdings(b) | 2,144 | 30,573 | ||||||
| Century Bancorp, Inc., Class A(b) | 214 | 24,467 | ||||||
| CIT Group, Inc. | 1,930 | 106,961 | ||||||
| Community Bankers Trust Corp.(b) | 2,412 | 27,039 | ||||||
| Enterprise Financial Services Corp. | 531 | 23,847 | ||||||
| Flagstar Bancorp, Inc.(b) | 2,407 | 119,050 | ||||||
| Mackinac Financial Corp. | 933 | 19,742 | ||||||
| Select Bancorp, Inc.(a) | 1,196 | 19,806 | ||||||
| 519,998 | ||||||||
| Biotechnology - 1.99% | ||||||||
| Translate Bio, Inc.(a) | 4,153 | 155,322 | ||||||
| Chemicals - 4.79% | ||||||||
| Atotech Ltd.(a)(b) | 4,285 | 102,626 | ||||||
| Ferro Corp.(a) | 5,551 | 115,461 | ||||||
| W R Grace & Co.(b) | 2,244 | 156,272 | ||||||
| 374,359 | ||||||||
| Commercial Services - 3.49% | ||||||||
| GP Strategies Corp.(a)(b) | 3,821 | 79,018 | ||||||
| IHS Markit Ltd.(b) | 1,608 | 193,925 | ||||||
| 272,943 | ||||||||
| Computers & Computer Services - 3.15% | ||||||||
| Avast Plc(c) | 16,190 | 133,063 | ||||||
| Equiniti Group Plc(a)(c) | 2,838 | 6,976 | ||||||
| ExOne Co. (The)(a) | 4,336 | 106,449 | ||||||
| 246,488 | ||||||||
| Construction Materials - 1.23% | ||||||||
| Forterra, Inc.(a) | 1,309 | 30,159 | ||||||
| Select Interior Concepts, Inc., Class A(a) | 4,650 | 66,309 | ||||||
| 96,468 | ||||||||
| Distribution/Wholesale - 1.60% | ||||||||
| Core-Mark Holding Co., Inc. | 2,710 | 124,660 | ||||||
| Diversified Financial Services - 0.37% | ||||||||
| Arrow Global Group Plc(a) | 2,310 | 9,670 | ||||||
| Marlin Business Services Corp. | 851 | 18,935 | ||||||
| 28,605 | ||||||||
| AltShares Merger Arbitrage ETF | Portfolio of Investments (Continued) |
| August 31, 2021 (unaudited) |
| Shares | Value | |||||||
| COMMON STOCKS - 94.40% (Continued) | ||||||||
| Electric - 1.52% | ||||||||
| PNM Resources, Inc.(b) | 2,406 | $ | 119,097 | |||||
| Electronics - 1.97% | ||||||||
| Coherent, Inc.(a)(b) | 610 | 154,129 | ||||||
| Entertainment - 2.98% | ||||||||
| Golden Nugget Online Gaming, Inc.(a) | 7,095 | 153,252 | ||||||
| Great Canadian Gaming Corp.(a) | 2,284 | 79,745 | ||||||
| 232,997 | ||||||||
| Environmental Control - 1.69% | ||||||||
| Covanta Holding Corp.(b) | 6,592 | 132,170 | ||||||
| Food - 2.04% | ||||||||
| Sanderson Farms, Inc. | 812 | 159,558 | ||||||
| Forest Products & Paper - 1.99% | ||||||||
| Domtar Corp.(a)(b) | 2,839 | 155,662 | ||||||
| Healthcare - Products - 2.62% | ||||||||
| Intersect ENT, Inc.(a) | 4,810 | 130,880 | ||||||
| Soliton, Inc.(a) | 3,513 | 73,878 | ||||||
| 204,758 | ||||||||
| Healthcare - Services - 3.84% | ||||||||
| Magellan Health, Inc.(a)(b) | 1,047 | 99,067 | ||||||
| PPD, Inc.(a)(b) | 4,349 | 201,402 | ||||||
| 300,469 | ||||||||
| Insurance - 1.28% | ||||||||
| State Auto Financial Corp.(b) | 1,980 | 100,148 | ||||||
| Internet - 6.70% | ||||||||
| Proofpoint, Inc.(a)(b) | 1,143 | 201,168 | ||||||
| Score Media and Gaming, Inc., Class A(a) | 4,654 | 166,008 | ||||||
| Stamps.com, Inc.(a) | 476 | 156,557 | ||||||
| 523,733 | ||||||||
| Machinery - Diversified - 1.70% | ||||||||
| Welbilt, Inc.(a) | 5,674 | 132,772 | ||||||
| Media - 1.28% | ||||||||
| Shaw Communications, Inc., Class B | 3,403 | 100,149 | ||||||
| Mining - 0.43% | ||||||||
| Millennial Lithium Corp.(a) | 12,862 | 33,438 | ||||||
| Miscellaneous Manufacturing - 0.85% | ||||||||
| Lydall, Inc.(a)(b) | 1,074 | 66,567 | ||||||
| Oil & Gas - 1.93% | ||||||||
| Extraction Oil & Gas, Inc.(a) | 1,738 | 79,131 | ||||||
| Vine Energy, Inc., Class A(a) | 4,809 | 71,510 | ||||||
| 150,641 | ||||||||
| AltShares Merger Arbitrage ETF | Portfolio of Investments (Continued) |
| August 31, 2021 (unaudited) |
| Shares | Value | |||||||
| COMMON STOCKS - 94.40% (Continued) | ||||||||
| Pipelines - 0.88% | ||||||||
| Enable Midstream Partners LP(a) | 8,921 | $ | 69,049 | |||||
| Real Estate - 2.27% | ||||||||
| Deutsche Wohnen SE | 2,860 | 177,492 | ||||||
| Real Estate Investment Trusts - 4.91% | ||||||||
| New Senior Investment Group, Inc.(b) | 7,821 | 68,277 | ||||||
| QTS Realty Trust, Inc., Class A(b) | 2,015 | 157,170 | ||||||
| VEREIT, Inc.(b) | 3,129 | 158,109 | ||||||
| 383,556 | ||||||||
| Retail - 1.30% | ||||||||
| J Alexander's Holdings, Inc.(a)(b) | 2,537 | 35,315 | ||||||
| Sportsman's Warehouse Holdings, Inc.(a)(b) | 3,757 | 66,649 | ||||||
| 101,964 | ||||||||
| Savings & Loans - 2.79% | ||||||||
| Investors Bancorp, Inc. | 10,513 | 150,441 | ||||||
| Meridian Bancorp, Inc.(b) | 3,242 | 67,369 | ||||||
| 217,810 | ||||||||
| Semiconductors - 5.97% | ||||||||
| Analog Devices, Inc. | 630 | 102,659 | ||||||
| Dialog Semiconductor Plc(a) | 1,260 | 100,423 | ||||||
| Telit Communications Plc(a) | 11,091 | 34,995 | ||||||
| Xilinx, Inc.(b) | 1,470 | 228,717 | ||||||
| 466,794 | ||||||||
| Software - 15.27% | ||||||||
| Change Healthcare, Inc.(a)(b) | 7,020 | 153,247 | ||||||
| Cloudera, Inc.(a)(b) | 8,281 | 131,916 | ||||||
| Cornerstone OnDemand, Inc.(a)(b) | 2,762 | 158,262 | ||||||
| Five9, Inc.(a) | 860 | 136,078 | ||||||
| Inovalon Holdings, Inc., Class A(a) | 3,274 | 133,743 | ||||||
| Medallia, Inc.(a) | 4,652 | 157,098 | ||||||
| Nuance Communications, Inc.(a)(b) | 2,845 | 156,617 | ||||||
| QAD, Inc., Class A(b) | 761 | 66,215 | ||||||
| Sumo Group Plc(a) | 14,819 | 100,240 | ||||||
| 1,193,416 | ||||||||
| Telecommunications - 0.85% | ||||||||
| ORBCOMM, Inc.(a)(b) | 5,779 | 66,401 | ||||||
| Transportation - 1.93% | ||||||||
| Kansas City Southern(b) | 537 | 150,720 | ||||||
| TOTAL COMMON STOCKS (Cost $7,305,157) | 7,379,337 | |||||||
| AltShares Merger Arbitrage ETF | Portfolio of Investments (Continued) |
| August 31, 2021 (unaudited) |
| Yield | Shares | Value | ||||||||||
| SHORT-TERM INVESTMENTS - 3.58% | ||||||||||||
| Money Market Funds | ||||||||||||
| Morgan Stanley Institutional Liquidity Fund - Government Portfolio | 0.026 | %(d) | 197,888 | $ | 197,888 | |||||||
| State Street Institutional U.S. Government Money Market Fund, Premier Class | 0.069 | %(d) | 82,204 | 82,204 | ||||||||
| 280,092 | ||||||||||||
| TOTAL SHORT-TERM INVESTMENTS (Cost $280,092) | 280,092 | |||||||||||
| Total Investments - 97.98% (Cost $7,585,249) | 7,659,429 | |||||||||||
| Other Assets in Excess of Liabilities - 2.02%(e) | 158,047 | |||||||||||
| NET ASSETS - 100.00% | $ | 7,817,476 | ||||||||||
Portfolio Footnotes
| (a) | Non-income-producing security. |
| (b) | Security, or a portion of security, is being held as collateral for short sales or forward foreign currency exchange contracts. At August 31, 2021, the aggregate fair market value of those securities was $2,890,552, representing 36.98% of net assets. |
| (c) | Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registration, normally to qualified institutional buyers. As of August 31, 2021, these securities had a total value of $140,039 or 1.79% of net assets. |
| (d) | Rate shown is the 7-day effective yield as of August 31, 2021. |
| (e) | Includes cash held as collateral for short sales and written option contracts. |
EQUITY SWAP CONTRACTS
| Swap Counterparty/ Payment Frequency | Reference Obligation | Rate Paid/Received by the Fund | Termination Date | Upfront Payments Paid | Upfront Payments Received | Market Value | Notional Amount | Unrealized Appreciation | ||||||||||||||||||
| Morgan Stanley & Co./ Monthly | Analog Devices, Inc. | Received 1 Month-Federal Rate Minus 40 bps (-0.320%) | 05/06/2022 | $ | — | $ | — | $ | — | USD | 102,659 | $ | — | |||||||||||||
| Morgan Stanley & Co./ Monthly | Advanced Micro Devices, Inc. | Received 1 Month-Federal Rate Minus 40 bps (-0.320%) | 05/06/2022 | — | — | — | USD | 280,564 | — | |||||||||||||||||
| AltShares Merger Arbitrage ETF | Portfolio of Investments (Continued) |
| August 31, 2021 (unaudited) |
| Swap Counterparty/ Payment Frequency | Reference Obligation | Rate Paid/Received by the Fund | Termination Date | Upfront Payments Paid | Upfront Payments Received | Market Value | Notional Amount | Unrealized Appreciation | ||||||||||||||||||
| Morgan Stanley & Co./ Monthly | Bonanza Creek Energy, Inc. | Received 1 Month-Federal Rate Minus 40 bps (-0.320%) | 05/06/2022 | $ | — | $ | — | $ | — | USD | 79,121 | $ | — | |||||||||||||
| Morgan Stanley & Co./ Monthly | Citizens Financial Group, Inc. | Received 1 Month-Federal Rate Minus 40 bps (-0.320%) | 05/06/2022 | — | — | — | USD | 136,712 | — | |||||||||||||||||
| Morgan Stanley & Co./ Monthly | Chesapeake Energy Corp. | Received 1 Month-Federal Rate Minus 40 bps (-0.320%) | 05/06/2022 | — | — | — | USD | 66,693 | — | |||||||||||||||||
| Morgan Stanley & Co./ Monthly | Columbia Banking System, Inc. | Received 1 Month-Federal Rate Minus 40 bps (-0.320%) | 05/06/2022 | — | — | — | USD | 31,197 | — | |||||||||||||||||
| Morgan Stanley & Co./ Monthly | DraftKings, Inc. | Received 1 Month-Federal Rate Minus 40 bps (-0.320%) | 05/06/2022 | — | — | — | USD | 153,561 | — | |||||||||||||||||
| Morgan Stanley & Co./ Monthly | Desktop Metal, Inc. | Received 1 Month-Federal Rate Minus 40 bps (-0.320%) | 05/06/2022 | — | — | — | USD | 63,063 | — | |||||||||||||||||
| Morgan Stanley & Co./ Monthly | Enterprise Financial Services Corp. | Received 1 Month-Federal Rate Minus 40 bps (-0.320%) | 05/06/2022 | — | — | — | USD | 23,847 | — | |||||||||||||||||
| Morgan Stanley & Co./ Monthly | Energy Transfer LP | Received 1 Month-Federal Rate Minus 40 bps (-0.320%) | 05/06/2022 | — | — | — | USD | 71,312 | — | |||||||||||||||||
| Morgan Stanley & Co./ Monthly | First Bancorp | Received 1 Month-Federal Rate Minus 40 bps (-0.320%) | 05/06/2022 | — | — | — | USD | 20,379 | — | |||||||||||||||||
| AltShares Merger Arbitrage ETF | Portfolio of Investments (Continued) |
| August 31, 2021 (unaudited) |
| Swap Counterparty/ Payment Frequency | Reference Obligation | Rate Paid/Received by the Fund | Termination Date | Upfront Payments Paid | Upfront Payments Received | Market Value | Notional Amount | Unrealized Appreciation | ||||||||||||||||||
| Morgan Stanley & Co./ Monthly | First Citizen BancShares, Inc. | Received 1 Month-Federal Rate Minus 40 bps (-0.320%) | 05/06/2022 | $ | — | $ | — | $ | — | USD | 107,724 | $ | — | |||||||||||||
| Morgan Stanley & Co./ Monthly | Glacier Bancorp, Inc. | Received 1 Month-Federal Rate Minus 40 bps (-0.320%) | 05/06/2022 | — | — | — | USD | 35,737 | — | |||||||||||||||||
| Morgan Stanley & Co./ Monthly | II-VI, Inc. | Received 1 Month-Federal Rate Minus 40 bps (-0.320%) | 05/06/2022 | — | — | — | USD | 34,954 | — | |||||||||||||||||
| Morgan Stanley & Co./ Monthly | Independent Bank Corp. | Received 1 Month-Federal Rate Minus 40 bps (-0.320%) | 05/06/2022 | — | — | — | USD | 68,416 | — | |||||||||||||||||
| Morgan Stanley & Co./ Monthly | Lakeland Bancorp, Inc. | Received 1 Month-Federal Rate Minus 40 bps (-0.320%) | 05/06/2022 | — | — | — | USD | 41,930 | — | |||||||||||||||||
| Morgan Stanley & Co./ Monthly | MKS Instruments, Inc. | Received 1 Month-Federal Rate Minus 40 bps (-0.320%) | 05/06/2022 | — | — | — | USD | 34,882 | — | |||||||||||||||||
| Morgan Stanley & Co./ Monthly | Nicolet Bankshares, Inc. | Received 1 Month-Federal Rate Minus 40 bps (-0.320%) | 05/06/2022 | — | — | — | USD | 15,664 | — | |||||||||||||||||
| Morgan Stanley & Co./ Monthly | NortonLifeLock, Inc. | Received 1 Month-Federal Rate Minus 40 bps (-0.320%) | 05/06/2022 | — | — | — | USD | 12,988 | — | |||||||||||||||||
| Morgan Stanley & Co./ Monthly | New York Community Bancorp, Inc. | Received 1 Month-Federal Rate Minus 40 bps (-0.320%) | 05/06/2022 | — | — | — | USD | 121,006 | — | |||||||||||||||||
| AltShares Merger Arbitrage ETF | Portfolio of Investments (Continued) |
| August 31, 2021 (unaudited) |
| Swap Counterparty/ Payment Frequency | Reference Obligation | Rate Paid/Received by the Fund | Termination Date | Upfront Payments Paid | Upfront Payments Received | Market Value | Notional Amount | Unrealized Appreciation | ||||||||||||||||||
| Morgan Stanley & Co./ Monthly | Realty Income Corp. | Received 1 Month-Federal Rate Minus 40 bps (-0.320%) | 05/06/2022 | $ | — | $ | — | $ | — | USD | 159,317 | $ | — | |||||||||||||
| Morgan Stanley & Co./ Monthly | Penn National Gaming, Inc. | Received 1 Month-Federal Rate Minus 40 bps (-0.320%) | 05/06/2022 | — | — | — | USD | 90,508 | — | |||||||||||||||||
| Morgan Stanley & Co./ Monthly | Performance Food Group Co. | Received 1 Month-Federal Rate Minus 40 bps (-0.320%) | 05/06/2022 | — | — | — | USD | 59,912 | — | |||||||||||||||||
| Morgan Stanley & Co./ Monthly | S&P Global, Inc. | Received 1 Month-Federal Rate Minus 40 bps (-0.320%) | 05/06/2022 | — | — | — | USD | 202,826 | — | |||||||||||||||||
| Morgan Stanley & Co./ Monthly | South State Corp. | Received 1 Month-Federal Rate Minus 40 bps (-0.320%) | 05/06/2022 | — | — | — | USD | 74,066 | — | |||||||||||||||||
| Morgan Stanley & Co./ Monthly | United Bankshares, Inc. | Received 1 Month-Federal Rate Minus 40 bps (-0.320%) | 05/06/2022 | — | — | — | USD | 27,792 | — | |||||||||||||||||
| Morgan Stanley & Co./ Monthly | Ventas, Inc. | Received 1 Month-Federal Rate Minus 40 bps (-0.320%) | 05/06/2022 | — | — | — | USD | 68,303 | — | |||||||||||||||||
| Morgan Stanley & Co./ Monthly | Zoom Video Communications, Inc. | Received 1 Month-Federal Rate Minus 40 bps (-0.320%) | 05/06/2022 | — | — | — | USD | 137,802 | — | |||||||||||||||||
| Morgan Stanley & Co./ Monthly | Arrow Global Group Plc | Paid 1 Month SONIA Plus 179 bps (1.800%) | 07/08/2022 | — | — | — | GBP | 18,404 | — | |||||||||||||||||
| Morgan Stanley & Co./ Monthly | Charles Stanley Group Plc | Paid 1 Month SONIA Plus 135 bps (1.400%) | 07/08/2022 | — | — | — | GBP | 22,338 | — | |||||||||||||||||
| AltShares Merger Arbitrage ETF | Portfolio of Investments (Continued) |
| August 31, 2021 (unaudited) |
| Swap Counterparty/ Payment Frequency | Reference Obligation | Rate Paid/Received by the Fund | Termination Date | Upfront Payments Paid | Upfront Payments Received | Market Value | Notional Amount | Unrealized Appreciation | ||||||||||||||||||
| Morgan Stanley & Co./ Monthly | Equiniti Group Plc | Paid 1 Month SONIA Plus 150 bps (1.550%) | 07/08/2022 | $ | — | $ | — | $ | — | GBP | 51,854 | $ | — | |||||||||||||
| Morgan Stanley & Co./ Monthly | Ultra Electronics Holdings Plc | Paid 1 Month SONIA Plus 90 bps (0.950%) | 07/08/2022 | — | — | — | GBP | 93,306 | — | |||||||||||||||||
| $ | — | $ | — | |||||||||||||||||||||||
| AltShares Merger Arbitrage ETF | Portfolio of Investments (Continued) |
| August 31, 2021 (unaudited) |
OUTSTANDING FORWARD FOREIGN CURRENCY EXCHANGE CONTRACTS
| Currency Purchased | Currency Sold | Counterparty | Settlement Date | Unrealized Appreciation | ||||||||||||
| CAD | 45,680 | USD | 35,914 | Morgan Stanley & Co. | 09/15/2021 | $ | 291 | |||||||||
| USD | 482,853 | CAD | 591,810 | Morgan Stanley & Co. | 09/15/2021 | 13,787 | ||||||||||
| EUR | 71,390 | USD | 83,895 | Morgan Stanley & Co. | 09/15/2021 | 420 | ||||||||||
| USD | 581,440 | EUR | 479,610 | Morgan Stanley & Co. | 09/15/2021 | 15,001 | ||||||||||
| GBP | 20,200 | USD | 27,597 | Goldman Sachs & Co. | 09/15/2021 | 176 | ||||||||||
| GBP | 20,100 | USD | 27,545 | Morgan Stanley & Co. | 09/15/2021 | 91 | ||||||||||
| USD | 279,174 | GBP | 201,200 | Morgan Stanley & Co. | 09/15/2021 | 2,546 | ||||||||||
| USD | 36,795 | SEK | 305,580 | Morgan Stanley & Co. | 09/15/2021 | 1,380 | ||||||||||
| $ | 33,692 | |||||||||||||||
| Currency Purchased | Currency Sold | Counterparty | Settlement Date | Unrealized Depreciation | ||||||||||||
| CAD | 278,020 | USD | 221,796 | Morgan Stanley & Co. | 09/15/2021 | $ | (1,439 | ) | ||||||||
| EUR | 171,590 | USD | 205,081 | Morgan Stanley & Co. | 09/15/2021 | (2,426 | ) | |||||||||
| GBP | 47,200 | USD | 65,454 | Morgan Stanley & Co. | 09/15/2021 | (559 | ) | |||||||||
| SEK | 305,580 | USD | 35,465 | Morgan Stanley & Co. | 09/15/2021 | (51 | ) | |||||||||
| $ | (4,475 | ) | ||||||||||||||
The following is a summary of investments classified by country exposure:
| Country | % of Net Assets(a) | |||
| United Kingdom | 7.02 | % | ||
| Canada | 4.86 | % | ||
| Germany | 2.27 | % | ||
| Czech Republic | 1.70 | % | ||
| United States | 82.13 | % | ||
| Other Assets in Excess of Liabilities | 2.02 | % | ||
| 100.00 | % | |||
| (a) | These percentages represent long positions only and are not net of short positions. |
| AltShares Merger Arbitrage ETF | Portfolio of Investments (Continued) |
| August 31, 2021 (unaudited) |
| Abbreviations: |
| bps - Basis Points. 100 Basis Points is equal to 1 percentage point. |
| CAD - Canadian dollar |
| EUR - Euro |
| GBP - British pound |
| LP - Limited Partnership |
| Ltd. - Limited |
| Plc - Public Limited Company |
| SE - SE Regulation. A European Company which can operate on a Europe-wide basis and be governed by Community law directly applicable in all Member States |
| SEK - Swedish krona |
| SONIA - Sterling OverNight Index Average |
| S&P - Standard & Poor's |
| USD - United States Dollar |
| AltShares Merger Arbitrage ETF | Portfolio of Investments (Continued) |
| August 31, 2021 (unaudited) |
| Investments in Securities at Value | Level 1 | Level 2 | Level 3 | Total | ||||||||||||
| Assets | ||||||||||||||||
| Common Stocks | ||||||||||||||||
| Advertising | $ | 30,985 | $ | — | $ | — | $ | 30,985 | ||||||||
| Aerospace & Defense | 136,019 | — | — | 136,019 | ||||||||||||
| Banks | 519,998 | — | — | 519,998 | ||||||||||||
| Biotechnology | 155,322 | — | — | 155,322 | ||||||||||||
| Chemicals | 374,359 | — | — | 374,359 | ||||||||||||
| Commercial Services | 272,943 | — | — | 272,943 | ||||||||||||
| Computers & Computer Services | 246,488 | — | — | 246,488 | ||||||||||||
| Construction Materials | 96,468 | — | — | 96,468 | ||||||||||||
| Distribution/Wholesale | 124,660 | — | — | 124,660 | ||||||||||||
| Diversified Financial Services | 28,605 | — | — | 28,605 | ||||||||||||
| Electric | 119,097 | — | — | 119,097 | ||||||||||||
| Electronics | 154,129 | — | — | 154,129 | ||||||||||||
| Entertainment | 232,997 | — | — | 232,997 | ||||||||||||
| Environmental Control | 132,170 | — | — | 132,170 | ||||||||||||
| Food | 159,558 | — | — | 159,558 | ||||||||||||
| Forest Products & Paper | 155,662 | — | — | 155,662 | ||||||||||||
| Healthcare - Products | 204,758 | — | — | 204,758 | ||||||||||||
| Healthcare - Services | 300,469 | — | — | 300,469 | ||||||||||||
| Insurance | 100,148 | — | — | 100,148 | ||||||||||||
| Internet | 322,565 | 201,168 | — | 523,733 | ||||||||||||
| Machinery - Diversified | 132,772 | — | — | 132,772 | ||||||||||||
| Media | 100,149 | — | — | 100,149 | ||||||||||||
| Mining | 33,438 | — | — | 33,438 | ||||||||||||
| Miscellaneous Manufacturing | 66,567 | — | — | 66,567 | ||||||||||||
| Oil & Gas | 150,641 | — | — | 150,641 | ||||||||||||
| Pipelines | 69,049 | — | — | 69,049 | ||||||||||||
| Real Estate | 177,492 | — | — | 177,492 | ||||||||||||
| Real Estate Investment Trusts | 226,386 | 157,170 | — | 383,556 | ||||||||||||
| Retail | 101,964 | — | — | 101,964 | ||||||||||||
| Savings & Loans | 217,810 | — | — | 217,810 | ||||||||||||
| Semiconductors | 331,376 | 135,418 | — | 466,794 | ||||||||||||
| Software | 1,193,416 | — | — | 1,193,416 | ||||||||||||
| Telecommunications | 66,401 | — | — | 66,401 | ||||||||||||
| Transportation | 150,720 | — | — | 150,720 | ||||||||||||
| Short-Term Investments | 280,092 | — | — | 280,092 | ||||||||||||
| TOTAL | $ | 7,165,673 | $ | 493,756 | $ | — | $ | 7,659,429 | ||||||||
| Other Financial Instruments* | ||||||||||||||||
| Assets | ||||||||||||||||
| Forward Foreign Currency Exchange Contracts | $ | — | $ | 33,692 | $ | — | $ | 33,692 | ||||||||
| Equity Swaps | 0 | — | — | 0 | ||||||||||||
| Liabilities | ||||||||||||||||
| Forward Foreign Currency Exchange Contracts | — | (4,475 | ) | — | (4,475 | ) | ||||||||||
| TOTAL | $ | — | $ | 29,217 | $ | — | $ | 29,217 | ||||||||
| * | Other financial instruments are instruments such as equity swaps and forward foreign currency exchange contracts. |