Direxion Auspice Broad Commodity Strategy ETF (Consolidated)
Schedule of Investments (Unaudited)
July 31, 2021
Shares | Fair Value | |||||
SHORT TERM INVESTMENTS - 77.7% | ||||||
Money Market Funds - 77.7% | ||||||
166,014,504 | Dreyfus Government Cash Management Institutional Shares, 0.03% (a) | $ | 166,014,504 | |||
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TOTAL SHORT TERM INVESTMENTS (Cost $166,014,504) | $ | 166,014,504 | ||||
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| |||||
TOTAL INVESTMENTS (Cost $166,014,504) - 77.7% | $ | 166,014,504 | ||||
Other Assets in Excess of Liabilities - 22.3% (b) | 47,595,615 | |||||
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TOTAL NET ASSETS - 100.0% | $ | 213,610,119 | ||||
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Percentages are stated as a percent of net assets.
The geographic location of all investments is United States unless otherwise indicated.
(a) | Represents annualized seven-day yield at July 31, 2021. |
(b) | $11,159,243 of cash is pledged as collateral for futures contracts. |
Long Futures Contracts (Unaudited)
July 31, 2021
Reference Entity | Expiration Date | Number of Contracts | Notional Amount | Variation Margin Receivable/ (Payable), net | Unrealized Appreciation/ (Depreciation) | |||||||||||||||
Copper | 9/28/2021 | 150 | $ | 16,809,375 | $ | (153,750 | ) | $ | 188,550 | |||||||||||
Corn | 12/14/2021 | 429 | 11,695,612 | (241,312 | ) | 419,832 | ||||||||||||||
Cotton No. 2 | 12/8/2021 | 434 | 19,397,630 | (199,640 | ) | 1,106,843 | ||||||||||||||
Gasoline RBOB | 11/30/2021 | 171 | 15,102,310 | 55,301 | 3,296,345 | |||||||||||||||
Natural Gas | 4/27/2022 | 396 | 12,624,480 | (55,440 | ) | 1,692,394 | ||||||||||||||
NY Harbor ULSD | 11/30/2021 | 190 | 17,488,968 | 36,708 | 595,352 | |||||||||||||||
Silver | 9/28/2021 | 44 | 5,620,340 | (51,700 | ) | (102,025 | ) | |||||||||||||
Soybean | 11/12/2021 | 255 | 17,202,937 | (363,375 | ) | 1,137,637 | ||||||||||||||
Sugar | 4/29/2022 | 852 | 16,670,573 | (276,730 | ) | 1,702,547 | ||||||||||||||
Wheat | 12/14/2021 | 439 | 15,650,350 | (16,462 | ) | 890,530 | ||||||||||||||
WTI Crude Oil | 5/20/2022 | 197 | 13,344,780 | 19,700 | 1,321,015 | |||||||||||||||
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$ | 161,607,355 | $ | (1,246,700 | ) | $ | 12,249,020 | ||||||||||||||
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Direxion Connected Consumer ETF
Schedule of Investments (Unaudited)
July 31, 2021
Shares | Fair Value | |||||
COMMON STOCKS - 99.9% | ||||||
Administrative and Support Services - 2.0% | ||||||
1,164 | Teladoc Health, Inc. (a) | $ | 172,796 | |||
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| |||||
Ambulatory Health Care Services - 4.8% | ||||||
5,297 | 1Life Healthcare, Inc. (a) | 143,231 | ||||
9,317 | MEDNAX, Inc. (a) | 271,311 | ||||
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414,542 | ||||||
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| |||||
Amusement, Gambling, and Recreation Industries - 4.6% | ||||||
12,269 | Nautilus, Inc. (a) | 177,287 | ||||
1,231 | The Walt Disney Co. (a) | 216,681 | ||||
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393,968 | ||||||
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| |||||
Broadcasting (except Internet) - 3.0% | ||||||
4,403 | Comcast Corp. Class A | 259,028 | ||||
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| |||||
Chemical Manufacturing - 1.7% | ||||||
14,513 | LifeMD, Inc. (a)(b) | 142,373 | ||||
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| |||||
Computer and Electronic Product Manufacturing - 11.5% | ||||||
1,939 | Apple, Inc. | 282,823 | ||||
1,850 | NVIDIA Corp. | 360,731 | ||||
11,676 | Vuzix Corp. (a)(b) | 172,805 | ||||
15,251 | Zepp Health Corp. ADR (China) (a) | 169,896 | ||||
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986,255 | ||||||
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| |||||
Educational Services - 12.1% | ||||||
2,321 | Grand Canyon Education, Inc. (a) | 214,391 | ||||
12,858 | New Oriental Education & Technology Group, Inc. ADR (China) (a) | 27,902 | ||||
20,322 | Perdoceo Education Corp. (a) | 241,019 | ||||
2,992 | Strategic Education Inc. | 237,235 | ||||
9,795 | Stride, Inc. (a) | 300,315 | ||||
3,096 | TAL Education Group ADR (China) (a) | 18,793 | ||||
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| |||||
1,039,655 | ||||||
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| |||||
Insurance Carriers and Related Activities - 2.6% | ||||||
4,247 | eHealth, Inc. (a) | 220,886 | ||||
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| |||||
Miscellaneous Manufacturing - 4.8% | ||||||
2,189 | Peloton Interactive, Inc. (a) | 258,411 | ||||
21,701 | SmileDirectClub, Inc. (a)(b) | 153,209 | ||||
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411,620 | ||||||
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Motion Picture and Sound Recording Industries - 5.4% | ||||||
455 | Netflix, Inc. (a) | 235,494 | ||||
1,314 | Take-Two Interactive Software, Inc. (a) | 227,874 | ||||
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463,368 | ||||||
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Nonstore Retailers - 3.1% | ||||||
79 | Amazon.com, Inc. (a) | 262,880 | ||||
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Other Information Services - 5.5% | ||||||
2,638 | Chegg, Inc. (a) | 233,806 | ||||
3,339 | Twitter, Inc. (a) | 232,895 | ||||
|
| |||||
466,701 | ||||||
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| |||||
Performing Arts, Spectator Sports, and Related Industries - 5.5% | ||||||
2,526 | Activision Blizzard, Inc. | 211,224 | ||||
1,777 | Electronic Arts, Inc. | 255,817 | ||||
|
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467,041 | ||||||
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Professional, Scientific, and Technical Services - 13.4% | ||||||
6,426 | 2U, Inc. (a) | 278,888 | ||||
926 | Facebook, Inc. (a) | 329,934 | ||||
3,941 | Snap, Inc. (a) | 293,289 | ||||
4,274 | Weibo Corp. ADR (China) (a) | 241,054 | ||||
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1,143,165 | ||||||
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Publishing Industries (except Internet) - 10.9% | ||||||
2,718 | GSX Techedu, Inc. ADR (China) (a)(b) | 8,670 | ||||
4,621 | John Wiley & Sons, Inc. Class A | 271,622 | ||||
1,039 | Microsoft Corp. | 296,022 | ||||
649 | Twilio, Inc. (a) | 242,460 | ||||
26,578 | WiMi Hologram Cloud, Inc. ADR (China) (a)(b) | 110,565 | ||||
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929,339 | ||||||
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Specialty Trade Contractors - 2.6% | ||||||
2,206 | NetEase.com, Inc. ADR (China) | 225,475 | ||||
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Telecommunications - 6.4% | ||||||
7,093 | 8x8 Inc. (a) | 181,297 | ||||
1,908 | JOYY, Inc. ADR (China) | 101,983 | ||||
691 | Zoom Video Communications, Inc. (a) | 261,267 | ||||
|
| |||||
544,547 | ||||||
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| |||||
TOTAL COMMON STOCKS (Cost $8,371,735) | $ | 8,543,639 | ||||
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| |||||
SHORT TERM INVESTMENTS - 0.3% | ||||||
Money Market Funds - 0.3% | ||||||
26,880 | Dreyfus Government Cash Management Institutional Shares, 0.03% (c)(d) | $ | 26,880 | |||
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TOTAL SHORT TERM INVESTMENTS (Cost $26,880) | $ | 26,880 | ||||
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TOTAL INVESTMENTS (Cost $8,398,615) - 100.2% | $ | 8,570,519 | ||||
Liabilities in Excess of Other Assets - (0.2)% | (14,548 | ) | ||||
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TOTAL NET ASSETS - 100.0% | $ | 8,555,971 | ||||
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|
Percentages are stated as a percent of net assets.
The geographic location of all investments is United States unless otherwise indicated.
(a) | Non-income producing security. |
(b) | A portion of this security represents a security on loan. |
(c) | Represents annualized seven-day yield at July 31, 2021. |
(d) | All or a portion of this security represents an investment of securities lending collateral. |
ADR - American Depository Receipt
Direxion Dynamic Hedge ETF
Schedule of Investments (Unaudited)
July 31, 2021
Shares | Fair Value | |||||
INVESTMENT COMPANIES - 95.5% | ||||||
12,588 | iShares Core S&P 500 ETF (a) | $ | 5,543,755 | |||
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TOTAL INVESTMENT COMPANIES (Cost $4,077,872) | $ | 5,543,755 | ||||
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TOTAL INVESTMENTS (Cost $4,077,872) - 95.5% | $ | 5,543,755 | ||||
Other Assets in Excess of Liabilities - 4.5% (b) | 261,694 | |||||
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| |||||
TOTAL NET ASSETS - 100.0% | $ | 5,805,449 | ||||
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|
Percentages are stated as a percent of net assets.
The geographic location of all investments is United States unless otherwise indicated.
(a) | Shareholders may obtain the financial statements of these investment companies at www.sec.gov. |
(b) | $12,100 of cash is pledged as collateral for futures contracts. |
Long Total Return Swap Contracts (Unaudited)
July 31, 2021
Terms of Payments to be Received at Termination | Terms of Payments to | Counterparty | Termination Date | Contracts | Notional Amount | Unrealized Appreciation | ||||||||||||||
Total return of S&P 500® Index | 0.2866% representing 1 month LIBOR rate + spread | Credit Suisse Capital LLC | 12/7/2021 | 15 | $ | 64,769 | $ | 1,219 | ||||||||||||
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Short Futures Contracts (Unaudited)
July 31, 2021
Reference Entity | Expiration Date | Number of Contracts | Notional Amount | Variation Margin Receivable/ (Payable), Net | Unrealized Depreciation | |||||||||||||
E-mini S&P 500 | 9/17/2021 | 1 | $ | 219,475 | $ | 1,115 | $ | (3,679 | ) | |||||||||
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Direxion Fallen Knives ETF
Schedule of Investments (Unaudited)
July 31, 2021
Shares | Fair Value | |||||
COMMON STOCKS - 99.8% | ||||||
Administrative and Support Services - 1.9% | ||||||
1,805 | Revolve Group, Inc. (a) | $ | 125,646 | |||
1,762 | TrueBlue Inc. (a) | 47,909 | ||||
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173,555 | ||||||
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Ambulatory Health Care Services - 4.3% | ||||||
2,545 | Novocure Ltd. ADR (Israel) (a) | 391,955 | ||||
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Apparel Manufacturing - 3.7% | ||||||
9,875 | Gildan Activewear Inc. ADR (Canada) | 340,589 | ||||
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Beverage and Tobacco Product Manufacturing - 0.4% | ||||||
652 | MGP Ingredients, Inc. | 38,892 | ||||
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Chemical Manufacturing - 7.3% | ||||||
3,365 | bluebird bio, Inc. (a) | 85,505 | ||||
580 | Eagle Pharmaceuticals, Inc. (a) | 26,970 | ||||
899 | Inter Parfums, Inc. | 69,106 | ||||
2,598 | Jazz Pharmaceuticals PLC ADR (Ireland) (a) | 440,413 | ||||
2,717 | Vanda Pharmaceuticals, Inc. (a) | 44,314 | ||||
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666,308 | ||||||
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Computer and Electronic Product Manufacturing - 2.4% | ||||||
1,754 | Ambarella Inc. (a) | 172,751 | ||||
1,106 | IMPINJ, Inc. (a) | 50,876 | ||||
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223,627 | ||||||
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Credit Intermediation and Related Activities - 17.7% | ||||||
877 | BancFirst Corp. | 48,656 | ||||
11,171 | Fifth Third Bancorp | 405,396 | ||||
5,986 | Hope Bancorp, Inc. | 79,314 | ||||
29,892 | Huntington Bancshares, Inc. | 420,879 | ||||
5,847 | PacWest Bancorp | 232,827 | ||||
4,719 | Western Alliance Bancorp | 438,018 | ||||
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1,625,090 | ||||||
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Data Processing, Hosting and Related Services - 6.2% | ||||||
10,181 | Pagseguro Digital Ltd ADR (Brazil) (a) | 564,435 | ||||
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Educational Services - 3.8% | ||||||
2,323 | Grand Canyon Education, Inc. (a) | 214,576 | ||||
3,462 | Perdoceo Education Corp. (a) | 41,059 | ||||
1,217 | Strategic Education Inc. | 96,496 | ||||
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352,131 | ||||||
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Electrical Equipment, Appliance, and Component Manufacturing - 3.4% | ||||||
1,787 | Acuity Brands, Inc. | 313,404 | ||||
|
| |||||
Fabricated Metal Product Manufacturing - 3.2% | ||||||
1,254 | RBC Bearings, Inc. (a) | 294,690 | ||||
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Food Manufacturing - 1.3% | ||||||
753 | J&J Snack Foods Corp. | 123,778 | ||||
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Food Services and Drinking Places - 1.5% | ||||||
3,585 | Yelp, Inc. (a) | 134,079 | ||||
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Insurance Carriers and Related Activities - 15.0% | ||||||
3,829 | Cincinnati Financial Corp. | 451,363 | ||||
1,400 | Employers Holdings, Inc. | 58,128 | ||||
5,573 | Essent Group Ltd. ADR (Bermuda) | 251,732 | ||||
1,350 | Mercury General Corp. | 82,120 | ||||
4,286 | NMI Holdings Inc. (a) | 94,378 | ||||
3,435 | Reinsurance Group of America, Inc. | 378,468 | ||||
721 | Safety Insurance Group, Inc. | 55,243 | ||||
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1,371,432 | ||||||
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Leather and Allied Product Manufacturing - 1.9% | ||||||
3,945 | Steven Madden Ltd. | 172,909 | ||||
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Machinery Manufacturing - 2.4% | ||||||
1,769 | Dril-Quip, Inc. (a) | 50,558 | ||||
2,256 | Glaukos Corp. (a) | 115,056 | ||||
5,548 | NOW Inc. (a) | 54,759 | ||||
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220,373 | ||||||
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Merchant Wholesalers, Nondurable Goods - 1.0% | ||||||
2,239 | Core-Mark Holding Co., Inc. | 96,367 | ||||
|
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Miscellaneous Manufacturing - 1.2% | ||||||
726 | Anika Therapeutics, Inc. (a) | 29,135 | ||||
981 | Inogen Inc. (a) | 78,254 | ||||
|
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107,389 | ||||||
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Oil and Gas Extraction - 0.5% | ||||||
2,194 | Brigham Minerals Inc. | 43,090 | ||||
|
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Primary Metal Manufacturing - 3.7% | ||||||
788 | Kaiser Aluminum Corp. | 95,884 | ||||
11,834 | Tenaris S.A. ADR (Luxembourg) | 241,887 | ||||
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337,771 | ||||||
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Professional, Scientific, and Technical Services - 6.1% | ||||||
4,387 | Exact Sciences Corp. (a) | 473,094 | ||||
6,573 | MOMO, Inc. ADR (China) | 81,440 | ||||
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554,534 | ||||||
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Rental and Leasing Services - 2.2% | ||||||
3,382 | PROG Holdings, Inc | 148,030 | ||||
1,705 | The Aaron’s Company, Inc | 49,223 | ||||
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197,253 | ||||||
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Specialty Trade Contractors - 3.6% | ||||||
2,722 | EMCOR Group, Inc. | 331,567 | ||||
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Support Activities for Mining - 2.0% | ||||||
5,288 | Helmerich & Payne, Inc. | 151,607 | ||||
3,816 | ProPetro Holding Corp. (a) | 28,811 | ||||
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180,418 | ||||||
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Transportation Equipment Manufacturing - 3.1% | ||||||
2,129 | HEICO Corp. Class A | 287,947 | ||||
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TOTAL COMMON STOCKS (Cost $7,711,326) | $ | 9,143,583 | ||||
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SHORT TERM INVESTMENTS - 0.2% | ||||||
Money Market Funds - 0.2% | ||||||
18,331 | Dreyfus Government Cash Management Institutional Shares, 0.03% (b) | $ | 18,331 | |||
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| TOTAL SHORT TERM INVESTMENTS (Cost $18,331) | $ | 18,331 | |||
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TOTAL INVESTMENTS (Cost $7,729,657) - 100.0% | $ | 9,161,914 | ||||
Liabilities in Excess of Other Assets - (0.0)% (†) | (2,756 | ) | ||||
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TOTAL NET ASSETS - 100.0% | $ | 9,159,158 | ||||
|
|
Percentages are stated as a percent of net assets.
The geographic location of all investments is United States unless otherwise indicated.
(†) | Less than 0.05%. |
(a) | Non-income producing security. |
(b) | Represents annualized seven-day yield at July 31, 2021. |
ADR - American Depository Receipt
Direxion Flight to Safety Strategy ETF (Consolidated)
Schedule of Investments (Unaudited)
July 31, 2021
Shares | Fair Value | |||||
COMMON STOCKS - 25.5% | ||||||
Pipeline Transportation - 0.1% | ||||||
404 | DT Midstream, Inc. (a) | $ | 17,130 | |||
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Utilities - 25.4% | ||||||
1,057 | Alliant Energy Corp. | 61,866 | ||||
1,038 | Ameren Corp. | 87,109 | ||||
2,102 | American Electric Power Co., Inc. | 185,228 | ||||
766 | American Water Works Co., Inc. | 130,304 | ||||
530 | Atmos Energy Corp. | 52,253 | ||||
240 | Avangrid, Inc. | 12,514 | ||||
2,298 | CenterPoint Energy, Inc. | 58,507 | ||||
1,207 | CMS Energy Corp. | 74,580 | ||||
1,446 | Consolidated Edison, Inc. | 106,671 | ||||
3,448 | Dominion Energy, Inc. | 258,152 | ||||
809 | DTE Energy Co. | 94,912 | ||||
3,114 | Duke Energy Corp. | 327,313 | ||||
1,602 | Edison International | 87,309 | ||||
845 | Entergy Corp. | 86,967 | ||||
957 | Evergy, Inc. | 62,416 | ||||
1,448 | Eversource Energy | 124,919 | ||||
4,118 | Exelon Corp. | 192,722 | ||||
2,293 | FirstEnergy Corp. | 87,868 | ||||
8,282 | NextEra Energy, Inc. | 645,168 | ||||
1,616 | NiSource, Inc. | 40,028 | ||||
6,376 | PG&E Corp. (a) | 56,045 | ||||
475 | Pinnacle West Capital Corp. | 39,686 | ||||
3,255 | PPL Corp. | 92,344 | ||||
2,139 | Public Service Enterprise Group, Inc. | 133,110 | ||||
1,224 | Sempra Energy | 159,916 | ||||
4,468 | Southern Co. | 285,371 | ||||
1,334 | WEC Energy Group, Inc. | 125,583 | ||||
2,219 | Xcel Energy, Inc. | 151,447 | ||||
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3,820,308 | ||||||
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TOTAL COMMON STOCKS (Cost $3,978,417) | $ | 3,837,438 | ||||
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INVESTMENT COMPANIES - 64.8% | ||||||
52,611 | iShares 20+ Year Treasury Bond ETF (b) | $ | 7,866,397 | |||
54,392 | iShares Gold Trust (b) | 1,879,787 | ||||
|
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TOTAL INVESTMENT COMPANIES (Cost $9,221,489) | $ | 9,746,184 | ||||
|
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SHORT TERM INVESTMENTS - 2.2% | ||||||
Money Market Funds - 2.2% | ||||||
324,986 | Dreyfus Government Cash Management Institutional Shares, 0.03% (c) | $ | 324,986 | |||
|
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TOTAL SHORT TERM INVESTMENTS (Cost $324,986) | $ | 324,986 | ||||
|
| |||||
TOTAL INVESTMENTS (Cost $13,524,892) - 92.5% | $ | 13,908,608 | ||||
Other Assets in Excess of Liabilities - 7.5% (d) | 1,135,961 | |||||
|
| |||||
TOTAL NET ASSETS - 100.0% | $ | 15,044,569 | ||||
|
|
Percentages are stated as a percent of net assets.
The geographic location of all investments is United States unless otherwise indicated.
(a) | Non-income producing security. |
(b) | Shareholders may obtain the financial statements of these investment companies at www.sec.gov. |
(c) | Represents annualized seven-day yield at July 31, 2021. |
(d) | $79,200 of cash is pledged as collateral for futures contracts. |
Long Futures Contracts (Unaudited)
July 31, 2021
Reference Entity | Expiration Date | Number of Contracts | Notional Amount | Variation Margin Payable, net | Unrealized Appreciation | |||||||||||||||
Gold | 10/27/2021 | 8 | $ | 1,451,600 | $ | (14,960 | ) | $ | 10,130 | |||||||||||
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Direxion High Growth ETF
Schedule of Investments (Unaudited)
July 31, 2021
Shares | Fair Value | |||||
COMMON STOCKS - 99.9% | ||||||
Administrative and Support Services - 2.3% | ||||||
242 | Accenture PLC Class A ADR (Ireland) | $ | 76,879 | |||
137 | Automatic Data Processing, Inc. | 28,719 | ||||
29 | Booking Holdings, Inc. (a) | 63,169 | ||||
191 | Moody’s Corp. | 71,816 | ||||
317 | Visa, Inc. Class A | 78,106 | ||||
|
| |||||
318,689 | ||||||
|
| |||||
Amusement, Gambling, and Recreation Industries - 0.3% | ||||||
208 | The Walt Disney Co. (a) | 36,612 | ||||
|
| |||||
Beverage and Tobacco Product Manufacturing - 0.7% | ||||||
64 | Boston Beer Co., Inc. Class A (a) | 45,440 | ||||
240 | Monster Beverage Corp. (a) | 22,637 | ||||
253 | Philip Morris International, Inc. | 25,323 | ||||
|
| |||||
93,400 | ||||||
|
| |||||
Broadcasting (except Internet) - 0.6% | ||||||
674 | Comcast Corp. Class A | 39,651 | ||||
95 | Roku, Inc. (a) | 40,690 | ||||
|
| |||||
80,341 | ||||||
|
| |||||
Building Material and Garden Equipment and Supplies Dealers - 0.7% | ||||||
237 | Lowe’s Companies, Inc. | 45,667 | ||||
161 | The Home Depot, Inc. | 52,839 | ||||
|
| |||||
98,506 | ||||||
|
| |||||
Chemical Manufacturing - 3.2% | ||||||
567 | Abbott Laboratories | 68,595 | ||||
678 | Johnson & Johnson | 116,751 | ||||
360 | Merck & Co., Inc. | 27,673 | ||||
689 | Olin Corp. | 32,404 | ||||
886 | Pfizer, Inc. | 37,930 | ||||
751 | Procter & Gamble Co. | 106,815 | ||||
105 | Vertex Pharmaceuticals, Inc. (a) | 21,166 | ||||
96 | West Pharmaceutical Services, Inc. | 39,526 | ||||
|
| |||||
450,860 | ||||||
|
| |||||
Clothing and Clothing Accessories Stores - 0.3% | ||||||
591 | TJX Companies, Inc. | 40,667 | ||||
|
| |||||
Computer and Electronic Product Manufacturing - 11.0% | ||||||
8,580 | Apple, Inc. | 1,251,479 | ||||
1,085 | Cisco Systems, Inc. | 60,076 | ||||
80 | IDEXX Laboratories, Inc. (a) | 54,282 | ||||
258 | Micron Technology, Inc. (a) | 20,016 | ||||
552 | Texas Instruments, Inc. | 105,222 | ||||
81 | Thermo Fisher Scientific, Inc. | 43,741 | ||||
|
| |||||
1,534,816 | ||||||
|
| |||||
Construction of Buildings - 0.1% | ||||||
214 | D.R. Horton, Inc. | 20,422 | ||||
|
| |||||
Couriers and Messengers - 1.6% | ||||||
158 | FedEx Corp. | 44,232 | ||||
967 | United Parcel Service, Inc. Class B | 185,045 | ||||
|
| |||||
229,277 | ||||||
|
| |||||
Credit Intermediation and Related Activities - 3.4% | ||||||
682 | Ally Financial, Inc. | 35,027 | ||||
761 | Bank of America Corp. | 29,192 | ||||
374 | Discover Financial Services | 46,496 | ||||
282 | JPMorgan Chase & Co. | 42,802 | ||||
231 | MasterCard, Inc. Class A | 89,152 | ||||
71 | SVB Financial Group (a) | 39,047 | ||||
637 | Synchrony Financial | 29,952 | ||||
3,578 | Wells Fargo & Co. | 164,373 | ||||
|
| |||||
476,041 | ||||||
|
| |||||
Electrical Equipment, Appliance, and Component Manufacturing - 1.2% | ||||||
418 | Generac Holdings, Inc. (a) | 175,292 | ||||
|
| |||||
Fabricated Metal Product Manufacturing - 0.2% | ||||||
266 | Nucor Corp. | 27,669 | ||||
|
| |||||
Food Services and Drinking Places - 0.9% | ||||||
1,021 | Starbucks Corp. | 123,980 | ||||
|
|
Gasoline Stations - 0.3% | ||||||
375 | Chevron Corp. | 38,179 | ||||
|
| |||||
General Merchandise Stores - 2.3% | ||||||
142 | Costco Wholesale Corp. | 61,020 | ||||
152 | Dollar General Corp. | 35,361 | ||||
530 | Target Corp. | 138,357 | ||||
621 | Wal-Mart Stores, Inc. | 88,524 | ||||
|
| |||||
323,262 | ||||||
|
| |||||
Insurance Carriers and Related Activities - 6.1% | ||||||
70 | Alleghany Corp. (a) | 46,417 | ||||
197 | Allstate Corp. | 25,620 | ||||
102 | Anthem, Inc. | 39,169 | ||||
761 | Arch Capital Group Ltd. ADR (a) | 29,679 | ||||
1,081 | Berkshire Hathaway, Inc. Class B (a) | 300,831 | ||||
263 | Cigna Corp. | 60,356 | ||||
143 | Cincinnati Financial Corp. | 16,857 | ||||
193 | Everest Re Group Ltd. ADR | 48,796 | ||||
17 | Markel Corp. (a) | 20,505 | ||||
146 | Marsh & McLennan Companies, Inc. | 21,494 | ||||
1,624 | Progressive Corp. | 154,540 | ||||
207 | UnitedHealth Group, Inc. | 85,330 | ||||
|
| |||||
849,594 | ||||||
|
| |||||
Leather and Allied Product Manufacturing - 0.7% | ||||||
442 | NIKE, Inc. Class B | 74,040 | ||||
567 | Tapestry, Inc. (a) | 23,984 | ||||
|
| |||||
98,024 | ||||||
|
| |||||
Machinery Manufacturing - 3.1% | ||||||
136 | AGCO Corp. | 17,967 | ||||
1,036 | Applied Materials, Inc. | 144,968 | ||||
282 | Deere & Co. | 101,968 | ||||
739 | General Electric Co. | 76,560 | ||||
74 | Lam Research Corp. | 47,168 | ||||
15 | Mettler-Toledo International, Inc. (a) | 22,106 | ||||
134 | Trane Technologies PLC ADR (Ireland) | 27,284 | ||||
|
| |||||
438,021 | ||||||
|
| |||||
Management of Companies and Enterprises - 2.5% | ||||||
2,150 | Capital One Financial Corp. | 347,655 | ||||
|
| |||||
Merchant Wholesalers, Durable Goods - 0.5% | ||||||
145 | Pool Corp. | 69,284 | ||||
|
| |||||
Mining (except Oil and Gas) - 1.1% | ||||||
4,162 | Freeport-McMoRan Copper & Gold, Inc. | 158,572 | ||||
|
| |||||
Miscellaneous Manufacturing - 1.1% | ||||||
177 | Align Technology, Inc. (a) | 123,157 | ||||
33 | Intuitive Surgical, Inc. (a) | 32,718 | ||||
|
| |||||
155,875 | ||||||
|
| |||||
Nonstore Retailers - 8.9% | ||||||
373 | Amazon.com, Inc. (a) | 1,241,191 | ||||
|
| |||||
Other Information Services - 15.3% | ||||||
384 | Alphabet, Inc. Class A (a) | 1,034,700 | ||||
393 | Alphabet, Inc. Class C (a) | 1,062,837 | ||||
598 | Pinterest, Inc. (a) | 35,222 | ||||
|
| |||||
2,132,759 | ||||||
|
| |||||
Petroleum and Coal Products Manufacturing - 0.7% | ||||||
1,652 | Exxon Mobil Corp. | 95,106 | ||||
|
| |||||
Primary Metal Manufacturing - 0.4% | ||||||
1,334 | ALCOA Corp. (a) | 53,560 | ||||
|
| |||||
Professional, Scientific, and Technical Services - 5.8% | ||||||
66 | EPAM Systems, Inc. (a) | 36,947 | ||||
1,895 | Facebook, Inc. (a) | 675,189 | ||||
234 | Moderna, Inc. (a) | 82,742 | ||||
201 | Paychex, Inc. | 22,878 | ||||
|
| |||||
817,756 | ||||||
|
| |||||
Publishing Industries (except Internet) - 8.2% | ||||||
206 | Adobe Systems, Inc. (a) | 128,056 | ||||
74 | Intuit, Inc. | 39,218 | ||||
2,911 | Microsoft Corp. | 829,373 | ||||
928 | News Corp. Class A | 22,857 | ||||
304 | Oracle Corp. | 26,490 | ||||
392 | Square, Inc. (a) | 96,926 | ||||
|
| |||||
1,142,920 | ||||||
|
|
Real Estate - 0.5% | ||||||
213 | Public Storage | 66,558 | ||||
|
| |||||
Rental and Leasing Services - 0.2% | ||||||
328 | Ryder System, Inc. | 24,977 | ||||
|
| |||||
Securities, Commodity Contracts, and Other Financial Investments and Related Activities - 7.2% | ||||||
37 | BlackRock, Inc. | 32,085 | ||||
983 | Evercore, Inc. | 129,953 | ||||
64 | Goldman Sachs Group, Inc. | 23,992 | ||||
472 | Janus Henderson Group PLC ADR (United Kingdom) | 19,748 | ||||
254 | Morgan Stanley | 24,379 | ||||
190 | MSCI, Inc. Class A | 113,232 | ||||
248 | S&P Global, Inc. | 106,323 | ||||
961 | SLM Corp. | 18,096 | ||||
1,647 | T. Rowe Price Group, Inc. | 336,252 | ||||
111 | Texas Pacific Land Corp. | 165,673 | ||||
264 | The Blackstone Group, Inc. | 30,431 | ||||
|
| |||||
1,000,164 | ||||||
|
| |||||
Specialty Trade Contractors - 0.3% | ||||||
470 | Quanta Services, Inc. | 42,723 | ||||
|
| |||||
Support Activities for Mining - 0.4% | ||||||
410 | Pioneer Natural Resources Co. | 59,602 | ||||
|
| |||||
Support Activities for Transportation - 0.4% | ||||||
432 | Expeditors International of Washington, Inc. | 55,404 | ||||
|
| |||||
Telecommunications - 0.5% | ||||||
253 | PayPal Holdings, Inc. (a) | 69,709 | ||||
|
| |||||
Transportation Equipment Manufacturing - 5.3% | ||||||
3,372 | Ford Motor Co. (a) | 47,039 | ||||
70 | Lockheed Martin Corp. | 26,017 | ||||
976 | Tesla Motors, Inc. (a) | 670,707 | ||||
|
| |||||
743,763 | ||||||
|
| |||||
Utilities - 0.8% | ||||||
1,288 | Cheniere Energy, Inc. (a) | 109,390 | ||||
|
| |||||
Waste Management and Remediation Services - 0.2% | ||||||
346 | Darling International, Inc. (a) | 23,898 | ||||
|
| |||||
Wood Product Manufacturing - 0.6% | ||||||
1,577 | Louisiana-Pacific Corp. | 87,429 | ||||
|
| |||||
TOTAL COMMON STOCKS (Cost $12,217,333) | $ | 13,951,947 | ||||
|
| |||||
SHORT TERM INVESTMENTS - 0.1% | ||||||
Money Market Funds - 0.1% | ||||||
13,501 | Dreyfus Government Cash Management Institutional Shares, 0.03% (b) | $ | 13,501 | |||
|
| |||||
TOTAL SHORT TERM INVESTMENTS (Cost $13,501) | $ | 13,501 | ||||
|
| |||||
TOTAL INVESTMENTS (Cost $12,230,834) - 100.0% | $ | 13,965,448 | ||||
Liabilities in Excess of Other Assets - (0.0)% (†) | (468 | ) | ||||
|
| |||||
TOTAL NET ASSETS - 100.0% | $ | 13,964,980 | ||||
|
|
Percentages are stated as a percent of net assets.
The geographic location of all investments is United States unless otherwise indicated.
(†) | Less than 0.05%. |
(a) | Non-income producing security. |
(b) | Represents annualized seven-day yield at July 31, 2021. |
ADR - American Depository Receipt
Direxion Hydrogen ETF
Schedule of Investments (Unaudited)
July 31, 2021
Shares | Fair Value | |||||
COMMON STOCKS - 99.5% | ||||||
Chemical Manufacturing - 38.6% | ||||||
8,681 | Air Liquide S.A. (France) (a) | $ | 1,508,884 | |||
5,297 | Air Products & Chemicals, Inc. | 1,541,586 | ||||
59,647 | Cell Impact AB (Sweden) (a) | 340,797 | ||||
34,456 | Doosan Fuel Cell Co., Ltd (South Korea) (a) | 1,469,304 | ||||
274,123 | ITM Power (United Kingdom) (a)(b) | 1,563,383 | ||||
8,052 | Linde PLC (Ireland) ADR | 2,475,104 | ||||
57,722 | McPhy Energy SAS (France) (a)(b) | 1,166,332 | ||||
1,302,391 | Nel ASA (Norway) (a)(b) | 2,489,105 | ||||
21,561 | Nippon Sanso Holdings Corp. (Japan) (a) | 474,440 | ||||
10,117 | Pungkuk Alcohol Industry Co., Ltd (South Korea) (a) | 166,674 | ||||
|
| |||||
13,195,609 | ||||||
|
| |||||
Computer and Electronic Product Manufacturing - 7.9% | ||||||
124,555 | Bloom Energy Corp. | 2,715,299 | ||||
|
| |||||
Electrical Equipment, Appliance, and Component Manufacturing - 14.3% | ||||||
96,585 | (a) | 174,416 | ||||
99,398 | Plug Power, Inc. | 2,711,577 | ||||
68,556 | PowerCell Sweden AB (Sweden) (a) | 1,503,928 | ||||
2,781 | VARTA AG (Germany) (a) | 481,630 | ||||
|
| |||||
4,871,551 | ||||||
|
| |||||
Heavy and Civil Engineering Construction - 0.5% | ||||||
5,394 | SK D&D Co., Ltd. (South Korea) (a) | 173,039 | ||||
|
| |||||
Machinery Manufacturing - 1.8% | ||||||
12,990 | Hyundai Steel Co., Ltd (South Korea) (a) | 609,833 | ||||
|
| |||||
Merchant Wholesalers, Durable Goods - 0.5% | ||||||
2,522 | Hyster-Yale Materials Handling, Inc. | 180,676 | ||||
|
| |||||
Oil and Gas Extraction - 11.7% | ||||||
164,289 | CIMC Enric Holdings Limited (Hong Kong) (a) | 158,767 | ||||
373,651 | ENEOS Holdings, Inc. (Japan) (a) | 1,564,398 | ||||
67,464 | Eni S.p.A. (Italy) ADR | 1,585,404 | ||||
29,918 | Idemitsu Kosan Co., Ltd (Japan) (a) | 701,676 | ||||
|
| |||||
4,010,245 | ||||||
|
| |||||
Primary Metal Manufacturing - 0.5% | ||||||
93,543 | Kaori Heat Treatment Co., Ltd. (Taiwan) (a) | 162,902 | ||||
|
| |||||
Transportation Equipment Manufacturing - 8.5% | ||||||
168,625 | Ballard Power Systems, Inc. (Canada) ADR (b) | 2,726,666 | ||||
2,776 | Lydall, Inc. | 169,891 | ||||
|
| |||||
2,896,557 | ||||||
|
| |||||
Utilities - 15.2% | ||||||
119,179 | Ceres Power Holdings PLC (United Kingdom) (a) | 1,671,919 | ||||
228,409 | FuelCell Energy, Inc. (b) | 1,445,829 | ||||
5,424 | Korea Gas Corp. (South Korea) (a) | 169,758 | ||||
10,758 | S-Fuelcell Co., Ltd (South Korea) (a) | 322,202 | ||||
263,264 | Snam S.p.A. (Italy) (a) | 1,593,358 | ||||
|
| |||||
5,203,066 | ||||||
|
| |||||
TOTAL COMMON STOCKS (Cost $37,477,299) | $ | 34,018,777 | ||||
|
| |||||
SHORT TERM INVESTMENTS - 10.8% | ||||||
Money Market Funds - 10.8% | ||||||
3,687,985 | Dreyfus Government Cash Management Institutional Shares, 0.03% (c)(d) | $ | 3,687,985 | |||
|
| |||||
TOTAL SHORT TERM INVESTMENTS (Cost $3,687,985) | $ | 3,687,985 | ||||
|
| |||||
TOTAL INVESTMENTS (Cost $41,165,284) - 110.3% | $ | 37,706,762 | ||||
Liabilities in Excess of Other Assets - (10.3)% | (3,518,246 | ) | ||||
|
| |||||
TOTAL NET ASSETS - 100.0% | $ | 34,188,516 | ||||
|
|
Percentages are stated as a percent of net assets.
(a) | Non-income producing security. |
(b) | A portion of this security represents a security on loan. |
(c) | Represents annualized seven-day yield at July 31, 2021. |
(d) | All or a portion of this security represents an investment of securities lending collateral. |
Direxion Low Priced Stock ETF
Schedule of Investments (Unaudited)
July 31, 2021
Shares | Fair Value | |||||
COMMON STOCKS - 99.8% | ||||||
Broadcasting (except Internet) - 1.5% | ||||||
32,780 | Ideanomcs, Inc. (a) | $ | 77,689 | |||
|
| |||||
Chemical Manufacturing - 16.5% | ||||||
24,346 | Antares Pharma, Inc. (a) | 107,122 | ||||
52,517 | Athersys, Inc. (a) | 85,603 | ||||
22,745 | Chembio Diagnostics, Inc. (a) | 64,596 | ||||
11,424 | Coty, Inc. Class A (a) | 99,731 | ||||
23,059 | CymaBay Therapeutics, Inc. (a) | 90,852 | ||||
12,778 | Immunogen, Inc. (a) | 71,685 | ||||
26,052 | Kadmon Holdings, Inc. (a) | 97,956 | ||||
23,218 | MannKind Corp. (a) | 95,194 | ||||
36,608 | Minerva Neurosciences, Inc. (a) | 67,359 | ||||
23,492 | OPKO Health, Inc. (a) | 80,812 | ||||
|
| |||||
860,910 | ||||||
|
| |||||
Computer and Electronic Product Manufacturing - 3.8% | ||||||
13,322 | Bionano Genomics, Inc. (a) | 79,000 | ||||
38,431 | Senseonics Holdings, Inc. (a) | 117,983 | ||||
|
| |||||
196,983 | ||||||
|
| |||||
Credit Intermediation and Related Activities - 3.0% | ||||||
15,084 | MoneyGram International, Inc. (a) | 155,968 | ||||
|
| |||||
Insurance Carriers and Related Activities - 1.8% | ||||||
28,990 | Genworth Financial, Inc. Class A (a) | 96,827 | ||||
|
| |||||
Machinery Manufacturing - 1.8% | ||||||
11,984 | Pitney Bowes, Inc. | 95,872 | ||||
|
| |||||
Merchant Wholesalers, Durable Goods - 1.5% | ||||||
18,439 | RPC, Inc. (a) | 77,444 | ||||
|
| |||||
Merchant Wholesalers, Nondurable Goods - 3.1% | ||||||
16,389 | Amneal Pharmaceuticals, Inc. (a) | 80,798 | ||||
16,010 | Endo International PLC ADR (Ireland) (a) | 81,010 | ||||
|
| |||||
161,808 | ||||||
|
| |||||
Mining (except Oil and Gas) - 1.3% | ||||||
30,304 | Uranium Energy Corp. (a) | 65,760 | ||||
|
| |||||
Miscellaneous Manufacturing - 1.5% | ||||||
19,364 | Accuray, Inc. (a) | 79,392 | ||||
|
| |||||
Motion Picture and Sound Recording Industries - 7.3% | ||||||
10,246 | AMC Entertainment Holdings, Inc. (a) | 379,307 | ||||
|
| |||||
Nursing and Residential Care Facilities - 2.0% | ||||||
14,248 | Brookdale Senior Living, Inc. (a) | 107,145 | ||||
|
| |||||
Oil and Gas Extraction - 14.3% | ||||||
10,458 | Antero Resources Corp. (a) | 142,229 | ||||
23,382 | Centennial Resource Development, Inc. (a) | 121,820 | ||||
33,548 | Kosmos Energy Ltd. (a) | 77,496 | ||||
23,327 | Southwestern Energy Co. (a) | 109,870 | ||||
48,457 | Tellurian, Inc. (a) | 182,683 | ||||
28,098 | W&T Offshore, Inc. (a) | 113,797 | ||||
|
| |||||
| 747,895 | |||||
|
| |||||
Pipeline Transportation - 2.4% | ||||||
22,693 | EnLink Midstream LLC | 126,400 | ||||
|
| |||||
Professional, Scientific, and Technical Services - 8.7% | ||||||
35,951 | Agenus, Inc. (a) | 186,226 | ||||
47,765 | Clear Channel Outdoor Holdings, Inc. (a) | 127,055 | ||||
14,208 | Precigen, Inc. (a) | 78,002 | ||||
35,951 | Waitr Holdings, Inc. (a) | 61,476 | ||||
|
| |||||
452,759 | ||||||
|
| |||||
Real Estate - 14.6% | ||||||
8,276 | AG Mortgage Investment Trust, Inc. | 90,208 | ||||
14,838 | DigitalBridge Group, Inc. (a) | 103,273 | ||||
20,832 | Diversified Healthcare Trust | 81,245 | ||||
25,331 | Invesco Mortgage Capital | 87,139 | ||||
24,054 | MFA Financial, Inc. | 112,332 | ||||
22,045 | New York Mortgage Trust, Inc. | 96,337 | ||||
13,482 | Two Harbors Investment Corp. | 86,419 | ||||
34,951 | VBI Vaccines Inc. ADR (Canada) (a) | 104,154 | ||||
|
| |||||
761,107 | ||||||
|
|
Securities, Commodity Contracts, and Other Financial Investments and Related Activities - 1.9% | ||||||
18,644 | BGC Partners, Inc. | 99,745 | ||||
|
| |||||
Support Activities for Mining - 11.3% | ||||||
27,557 | Frank’s International N.V. ADR (Netherlands) (a) | 75,782 | ||||
15,847 | Hecla Mining Co. | 106,016 | ||||
20,387 | Helix Energy Solutions Group, Inc. (a) | 84,606 | ||||
26,964 | NexTier Oilfield Solutions, Inc. (a) | 103,002 | ||||
14,228 | Patterson UTI Energy, Inc. | 114,109 | ||||
29,244 | Transocean Ltd. ADR (Switzerland) (a) | 105,571 | ||||
|
| |||||
589,086 | ||||||
|
| |||||
Water Transportation - 1.5% | ||||||
29,588 | Nordic American Tankers Ltd. ADR | 77,225 | ||||
|
| |||||
TOTAL COMMON STOCKS (Cost $5,474,420) | $ | 5,209,322 | ||||
|
| |||||
TOTAL INVESTMENTS (Cost $5,474,420) - 99.8% | $ | 5,209,322 | ||||
Other Assets in Excess of Liabilities - 0.2% | 11,472 | |||||
|
| |||||
TOTAL NET ASSETS - 100.0% | $ | 5,220,794 | ||||
|
|
Percentages are stated as a percent of net assets.
The geographic location of all investments is United States unless otherwise indicated.
(a) | Non-income producing security. |
ADR - American Depository Receipt
Direxion Moonshot Innovators ETF
Schedule of Investments (Unaudited)
July 31, 2021
Shares | Fair Value | |||||
COMMON STOCKS - 99.8% | ||||||
Administrative and Support Services - 1.6% | ||||||
215,849 | Workhorse Group, Inc. (a)(b) | $ | 2,490,897 | |||
|
| |||||
Chemical Manufacturing - 5.0% | ||||||
106,973 | Arcturus Therapeutics Holdings Inc. (a)(b) | 3,349,325 | ||||
237,185 | ImmunityBio, Inc. (a) | 2,599,547 | ||||
694,833 | Orchard Therapeutics PLC ADR (United Kingdom) (a)(b) | 1,994,171 | ||||
|
| |||||
7,943,043 | ||||||
|
| |||||
Computer and Electronic Product Manufacturing - 19.5% | ||||||
85,915 | 908 Devices, Inc. (a) | 2,684,844 | ||||
184,599 | Accelerate Diagnostics, Inc. (a)(b) | 1,377,109 | ||||
37,890 | Ambarella Inc. ADR (a) | 3,731,786 | ||||
55,188 | Mercury Computer Systems, Inc. (a) | 3,642,408 | ||||
171,664 | MicroVision, Inc. (a)(b) | 2,363,813 | ||||
11,043 | MongoDB, Inc. (a) | 3,963,554 | ||||
461,755 | Nano Dimension Ltd. ADR (Israel) (a)(b) | 2,922,909 | ||||
122,866 | Radware Ltd. ADR (Israel) (a) | 3,959,971 | ||||
192,093 | Vuzix Corp. (a)(b) | 2,842,976 | ||||
161,910 | Xperi Holdings Corp. | 3,362,871 | ||||
|
| |||||
30,852,241 | ||||||
|
| |||||
Credit Intermediation and Related Activities - 3.4% | ||||||
223,247 | LendingClub Corp. (a) | 5,447,227 | ||||
|
| |||||
Data Processing, Hosting and Related Services - 2.7% | ||||||
211,840 | Sohu.com Ltd. ADR (a) | 4,209,261 | ||||
|
| |||||
Food Services and Drinking Places - 2.1% | ||||||
88,778 | Yelp, Inc. (a) | 3,320,297 | ||||
|
| |||||
Machinery Manufacturing - 2.1% | ||||||
37,660 | iRobot Corp. (a) | 3,295,250 | ||||
|
| |||||
Management of Companies and Enterprises - 1.4% | ||||||
1,021,812 | Ebang International Holdings, Inc. ADR (a)(b) | 2,258,205 | ||||
|
| |||||
Merchant Wholesalers, Durable Goods - 3.8% | ||||||
66,286 | Agilysys, Inc. (a) | 3,682,850 | ||||
287,458 | OneConnect Financial Technology Co. Ltd. ADR (a) | 2,279,542 | ||||
|
| |||||
5,962,392 | ||||||
|
| |||||
Miscellaneous Manufacturing - 3.8% | ||||||
1,249,270 | Asensus Surgical, Inc. (a)(b) | 2,923,292 | ||||
363,697 | Inovio Pharmaceuticals, Inc. (a)(b) | 3,055,055 | ||||
|
| |||||
5,978,347 | ||||||
|
| |||||
Performing Arts, Spectator Sports, and Related Industries - 1.7% | ||||||
657,275 | Super League Gaming, Inc. (a) | 2,780,273 | ||||
|
| |||||
Primary Metal Manufacturing - 2.6% | ||||||
27,178 | Silicon Laboratories, Inc. (a) | 4,049,250 | ||||
|
| |||||
Professional, Scientific, and Technical Services - 18.6% | ||||||
789,582 | Adaptimmune Therapeutics PLC ADR (United Kingdom) (a)(b) | 2,818,808 | ||||
88,650 | Asana, Inc. (a) | 6,299,469 | ||||
30,405 | Crispr Therapeutics AG ADR (Switzerland) (a) | 3,679,613 | ||||
19,429 | F5 Networks, Inc. (a) | 4,012,283 | ||||
128,085 | Juniper Networks, Inc. | 3,604,312 | ||||
121,071 | NetScout Systems, Inc. (a) | 3,482,002 | ||||
564,684 | ProQR Therapeutics NV ADR (Netherlands) (a) | 2,953,297 | ||||
711,084 | Xunlei Ltd. ADR (a)(b) | 2,588,346 | ||||
|
| |||||
29,438,130 | ||||||
|
| |||||
Publishing Industries (except Internet) - 7.8% | ||||||
61,579 | BigCommerce Holdings, Inc. (a) | 3,987,856 | ||||
125,484 | Dropbox, Inc. (a) | 3,951,491 | ||||
73,222 | Varonis Systems, Inc. (a) | 4,481,187 | ||||
|
| |||||
12,420,534 | ||||||
|
| |||||
Securities, Commodity Contracts, and Other Financial Investments and Related Activities - 13.8% | ||||||
457,701 | Bit Mining Ltd. ADR (a)(b) | 2,279,351 | ||||
128,854 | ChargePoint Holdings, Inc. (a)(b) | 3,047,397 | ||||
270,815 | Desktop Metal, Inc. (a) | 2,437,335 | ||||
194,140 | EOS Enegy Enterprises, Inc. (a)(b) | 3,013,053 | ||||
149,319 | Luminar Technologies, Inc. (a) | 2,747,469 | ||||
369,216 | Romeo Power, Inc. (a)(b) | 2,602,973 | ||||
317,760 | Velodyne Lidar, Inc. (a)(b) | 2,545,258 | ||||
103,750 | Virgin Galactic Holdings, Inc. (a)(b) | 3,111,462 | ||||
|
| |||||
21,784,298 | ||||||
|
| |||||
Support Activities for Mining - 2.4% | ||||||
181,035 | Energy Recovery, Inc. (a) | 3,828,890 | ||||
|
|
Transportation Equipment Manufacturing - 7.5% | ||||||
33,096 | AeroVironment, Inc. (a) | 3,346,006 | ||||
201,427 | Ballard Power Systems, Inc. ADR (Canada) (a)(b) | 3,257,074 | ||||
777,797 | ElectraMeccanica Vehicles Corp. ADR (Canada) (a)(b) | 2,792,291 | ||||
208,571 | Nikola Corp. (a)(b) | 2,475,738 | ||||
|
| |||||
11,871,109 | ||||||
|
| |||||
TOTAL COMMON STOCKS (Cost $200,486,892) | $ | 157,929,644 | ||||
|
| |||||
SHORT TERM INVESTMENTS - 12.0% | ||||||
Money Market Funds - 12.0% | ||||||
18,972,082 | Dreyfus Government Cash Management Institutional Shares, 0.03% (c)(d) | $ | 18,972,082 | |||
|
| |||||
TOTAL SHORT TERM INVESTMENTS (Cost $18,972,082) | $ | 18,972,082 | ||||
|
| |||||
TOTAL INVESTMENTS (Cost $219,458,974) - 111.8% | $ | 176,901,726 | ||||
Liabilities in Excess of Other Assets - (11.8)% | (18,681,443 | ) | ||||
|
| |||||
TOTAL NET ASSETS - 100.0% | $ | 158,220,283 | ||||
|
|
Percentages are stated as a percent of net assets.
The geographic location of all investments is United States unless otherwise indicated.
(a) | Non-income producing security. |
(b) | A portion of this security represents a security on loan. |
(c) | Represents annualized seven-day yield at July 31, 2021. |
(d) | All or a portion of this security represents an investment of securities lending collateral. |
ADR - American Depository Receipt
Direxion MSCI USA ESG - Leaders vs. Laggards ETF
Schedule of Investments (Unaudited)
July 31, 2021
Shares | Fair Value | |||||
COMMON STOCKS - 96.2% | ||||||
Accommodation - 0.2% | ||||||
64 | Vail Resorts, Inc. (a) | $ | 19,533 | |||
|
| |||||
Administrative and Support Services - 2.2% | ||||||
2,855 | Amcor PLC ADR (United Kingdom) | 33,004 | ||||
292 | Automatic Data Processing, Inc. | 61,212 | ||||
561 | IHS Markit Ltd. ADR (United Kingdom) | 65,547 | ||||
202 | Teladoc Health, Inc. (a) | 29,987 | ||||
|
| |||||
189,750 | ||||||
|
| |||||
Ambulatory Health Care Services - 0.3% | ||||||
199 | Quest Diagnostics, Inc. | 28,218 | ||||
|
| |||||
Apparel Manufacturing - 0.5% | ||||||
529 | V F Corp. | 42,426 | ||||
|
| |||||
Beverage and Tobacco Product Manufacturing - 4.5% | ||||||
3,574 | Coca-Cola Co. | 203,825 | ||||
1,205 | PepsiCo, Inc. | 189,125 | ||||
|
| |||||
392,950 | ||||||
|
| |||||
Building Material and Garden Equipment and Supplies Dealers - 7.2% | ||||||
1,162 | Lowe’s Companies, Inc. | 223,906 | ||||
1,227 | The Home Depot, Inc. | 402,689 | ||||
|
| |||||
626,595 | ||||||
|
| |||||
Chemical Manufacturing - 11.9% | ||||||
861 | Amgen, Inc. | 207,966 | ||||
227 | Biogen, Inc. (a) | 74,168 | ||||
110 | Clorox Co. | 19,898 | ||||
704 | Colgate-Palmolive Co. | 55,968 | ||||
470 | Ecolab, Inc. | 103,790 | ||||
1,873 | Gilead Sciences, Inc. | 127,907 | ||||
455 | International Flavors & Fragrances, Inc. | 68,541 | ||||
295 | Kimberly-Clark Corp. | 40,037 | ||||
433 | PPG Industries, Inc. | 70,804 | ||||
387 | Vertex Pharmaceuticals, Inc. (a) | 78,012 | ||||
110 | West Pharmaceutical Services, Inc. | 45,290 | ||||
708 | Zoetis, Inc. | 143,512 | ||||
|
| |||||
1,035,893 | ||||||
|
| |||||
Computer and Electronic Product Manufacturing - 13.6% | ||||||
455 | Agilent Technologies, Inc. | 69,720 | ||||
2,876 | Cisco Systems, Inc. | 159,244 | ||||
120 | Cognex Corp. | 10,849 | ||||
384 | Hologic, Inc. (a) | 28,815 | ||||
849 | HP, Inc. | 24,511 | ||||
127 | IDEXX Laboratories, Inc. (a) | 86,173 | ||||
2,768 | Intel Corp. | 148,697 | ||||
609 | International Business Machines Corp. | 85,845 | ||||
127 | Keysight Technologies, Inc. (a) | 20,898 | ||||
115 | Motorola Solutions, Inc. | 25,751 | ||||
1,688 | NVIDIA Corp. | 329,143 | ||||
627 | Texas Instruments, Inc. | 119,519 | ||||
170 | Trimble, Inc. (a) | 14,535 | ||||
93 | Waters Corp. (a) | 36,252 | ||||
36 | Zebra Technologies Corp. Class A (a) | 19,889 | ||||
|
| |||||
1,179,841 | ||||||
|
| |||||
Credit Intermediation and Related Activities - 5.3% | ||||||
1,298 | American Express Co. | 221,348 | ||||
1,583 | Bank of New York Mellon Corp. | 81,256 | ||||
1,929 | Huntington Bancshares, Inc. | 27,160 | ||||
375 | Northern Trust Corp. | 42,319 | ||||
1,821 | Regions Financial Corp. | 35,054 | ||||
667 | State Street Corp. | 58,122 | ||||
|
| |||||
465,259 | ||||||
|
| |||||
Electronics and Appliance Stores - 0.5% | ||||||
370 | Best Buy Co., Inc. | 41,569 | ||||
|
| |||||
Food Manufacturing - 0.9% | ||||||
488 | Archer-Daniels-Midland Co. | 29,143 | ||||
534 | General Mills, Inc. | 31,431 | ||||
225 | Kellogg Co. | 14,256 | ||||
|
| |||||
74,830 | ||||||
|
| |||||
General Merchandise Stores - 2.4% | ||||||
796 | Target Corp. | 207,796 | ||||
|
| |||||
Hospitals - 1.2% | ||||||
405 | HCA Healthcare, Inc. | 100,521 | ||||
|
| |||||
Insurance Carriers and Related Activities - 3.0% | ||||||
524 | Cigna Corp. | 120,253 | ||||
963 | Marsh & McLennan Companies, Inc. | 141,773 | ||||
|
| |||||
262,026 | ||||||
|
| |||||
Machinery Manufacturing - 4.1% | ||||||
625 | Applied Materials, Inc. | 87,456 | ||||
220 | Cummins, Inc. | 51,062 | ||||
97 | Lam Research Corp. | 61,829 | ||||
35 | Mettler-Toledo International, Inc. (a) | 51,580 | ||||
355 | Trane Technologies PLC ADR (Ireland) | 72,281 | ||||
269 | Xylem, Inc. | 33,854 | ||||
|
| |||||
358,062 | ||||||
|
|
Merchant Wholesalers, Durable Goods - 3.9% | ||||||
855 | Fastenal Co. | 46,828 | ||||
206 | Fortune Brands Home & Security, Inc. | 20,079 | ||||
1,035 | Honeywell International, Inc. | 241,973 | ||||
64 | Pool Corp. | 30,580 | ||||
|
| |||||
339,460 | ||||||
|
| |||||
Merchant Wholesalers, Nondurable Goods - 0.2% | ||||||
270 | Brown Forman Corp. Class B | 19,148 | ||||
|
| |||||
Miscellaneous Manufacturing - 1.9% | ||||||
931 | Edwards Lifesciences Corp. (a) | 104,523 | ||||
217 | ResMed, Inc. | 58,981 | ||||
|
| |||||
163,504 | ||||||
|
| |||||
Miscellaneous Store Retailers - 0.4% | ||||||
185 | Tractor Supply Co. | 33,472 | ||||
|
| |||||
Nonmetallic Mineral Product Manufacturing - 2.0% | ||||||
862 | 3M Co. | 170,624 | ||||
|
| |||||
Nonstore Retailers - 0.3% | ||||||
66 | W.W. Grainger, Inc. | 29,342 | ||||
|
| |||||
Professional, Scientific, and Technical Services - 0.8% | ||||||
457 | Cerner Corp. | 36,738 | ||||
83 | Okta, Inc. (a) | 20,567 | ||||
57 | VMware, Inc. (a) | 8,763 | ||||
|
| |||||
66,068 | ||||||
|
| |||||
Publishing Industries (except Internet) - 10.3% | ||||||
326 | Adobe Systems, Inc. (a) | 202,651 | ||||
59 | ANSYS, Inc. (a) | 21,739 | ||||
150 | Autodesk, Inc. (a) | 48,170 | ||||
190 | Cadence Design Systems, Inc. (a) | 28,054 | ||||
886 | Hewlett Packard Enterprise Co. | 12,847 | ||||
187 | Intuit, Inc. | 99,104 | ||||
1,602 | Microsoft Corp. | 456,426 | ||||
123 | Workday, Inc. (a) | 28,831 | ||||
|
| |||||
897,822 | ||||||
|
| |||||
Rail Transportation - 0.4% | ||||||
135 | Kansas City Southern Railway Co. | 36,153 | ||||
|
| |||||
Real Estate - 2.7% | ||||||
348 | American Tower Corp. | 98,415 | ||||
263 | CBRE Group, Inc. Class A (a) | 25,369 | ||||
422 | Healthpeak Properties, Inc. | 15,601 | ||||
579 | Prologis, Inc. | 74,135 | ||||
585 | Weyerhaeuser Co. | 19,732 | ||||
|
| |||||
233,252 | ||||||
|
| |||||
Securities, Commodity Contracts, and Other Financial Investments and Related Activities - 6.8% | ||||||
289 | BlackRock, Inc. | 250,612 | ||||
2,676 | Morgan Stanley | 256,843 | ||||
432 | T. Rowe Price Group, Inc. | 88,197 | ||||
|
| |||||
595,652 | ||||||
|
| |||||
Specialty Trade Contractors - 0.9% | ||||||
1,072 | Johnson Controls International PLC ADR (Ireland) | 76,562 | ||||
|
| |||||
Support Activities for Mining - 2.7% | ||||||
3,116 | Hess Corp. | 238,187 | ||||
|
| |||||
Support Activities for Transportation - 0.6% | ||||||
199 | C.H. Robinson Worldwide, Inc. | 17,745 | ||||
252 | Expeditors International of Washington, Inc. | 32,319 | ||||
|
| |||||
50,064 | ||||||
|
| |||||
Telecommunications - 0.7% | ||||||
70 | Equinix, Inc. | 57,429 | ||||
|
| |||||
Transportation Equipment Manufacturing - 0.8% | ||||||
429 | Aptiv PLC ADR (Ireland) (a) | 71,579 | ||||
|
| |||||
Utilities - 3.0% | ||||||
257 | CMS Energy Corp. | 15,880 | ||||
305 | Consolidated Edison, Inc. | 22,500 | ||||
305 | Eversource Energy | 26,312 | ||||
1,744 | NextEra Energy, Inc. | 135,858 | ||||
450 | Public Service Enterprise Group, Inc. | 28,003 | ||||
478 | Xcel Energy, Inc. | 32,624 | ||||
|
| |||||
261,177 | ||||||
|
| |||||
TOTAL COMMON STOCKS (Cost $6,306,045) | $ | 8,364,764 | ||||
|
| |||||
SHORT TERM INVESTMENTS - 7.9% | ||||||
Money Market Funds - 7.9% | ||||||
37,579 | Dreyfus Government Cash Management Institutional Shares, 0.03% (b) | $ | 37,579 | |||
647,144 | Goldman Sachs Financial Square Treasury Instruments Fund Institutional Shares, 0.01% (b) | 647,144 | ||||
|
| |||||
TOTAL SHORT TERM INVESTMENTS (Cost $684,723) | $ | 684,723 | ||||
|
| |||||
TOTAL INVESTMENTS (Cost $6,990,768) - 104.1% (c) | $ | 9,049,487 | ||||
Liabilities in Excess of Other Assets - (4.1)% | (352,708 | ) | ||||
|
| |||||
TOTAL NET ASSETS - 100.0% | $ | 8,696,779 | ||||
|
|
Percentages are stated as a percent of net assets.
The geographic location of all investments is United States unless otherwise indicated.
(a) | Non-income producing security. |
(b) | Represents annualized seven-day yield at July 31, 2021. |
(c) | All or a portion of these securities have been segregated as collateral for swap contracts. Total value of securities segregated amounted to $5,650,047. |
ADR | - American Depository Receipt |
Long Total Return Swap Contracts (Unaudited)
July 31, 2021
Terms of Payments to be Received | Terms of Payments to be Paid at Termination | Counterparty | Termination Date | Contracts | Notional Amount | Unrealized Appreciation | ||||||||||||
Total return of MSCI USA ESG Universal Top 100 5% Issuer Capped Index | 0.5866 % representing 1 month LIBOR rate + spread | UBS Securities LLC | 12/13/2021 | 1,379 | $ | 4,368,418 | $ | 233,614 | ||||||||||
|
|
|
|
Short Total Return Swap Contracts (Unaudited)
July 31, 2021
Terms of Payments to be Received | Terms of Payments to be Paid | Counterparty | Termination Date | Contracts | Notional Amount | Unrealized Depreciation | ||||||||||||
0.2366 % representing 1 month LIBOR rate + spread | Total return of MSCI USA ESG Universal Bottom 100 5% Issuer Capped Index | Credit Suisse Capital LLC | 12/07/2021 | 1,623 | $ | 3,442,270 | $ | (804,539 | ) | |||||||||
|
|
|
|
Direxion NASDAQ-100® Equal Weighted Index Shares
Schedule of Investments (Unaudited)
July 31, 2021
Shares | Fair Value | |||||
COMMON STOCKS - 99.9% | ||||||
Accommodation - 1.0% | ||||||
27,809 | Marriott International, Inc. Class A (a) | $ | 4,059,558 | |||
|
| |||||
Administrative and Support Services - 3.1% | ||||||
14,483 | Atlassian Corp. PLC ADR (United Kingdom) (a) | 4,708,713 | ||||
20,015 | Automatic Data Processing, Inc. | 4,195,744 | ||||
1,722 | Booking Holdings, Inc. (a) | 3,750,964 | ||||
|
| |||||
12,655,421 | ||||||
|
| |||||
Apparel Manufacturing - 1.1% | ||||||
11,109 | Lululemon Athletica, Inc. (a) | 4,445,488 | ||||
|
| |||||
Beverage and Tobacco Product Manufacturing - 2.9% | ||||||
111,836 | Keurig Dr Pepper Inc. | 3,937,746 | ||||
42,075 | Monster Beverage Corp. (a) | 3,968,514 | ||||
26,549 | PepsiCo, Inc. | 4,166,865 | ||||
|
| |||||
12,073,125 | ||||||
|
| |||||
Broadcasting (except Internet) - 3.9% | ||||||
5,633 | Charter Communications, Inc. (a) | 4,191,234 | ||||
68,077 | Comcast Corp. Class A | 4,004,970 | ||||
51,297 | FOX Corp. Class A | 1,829,251 | ||||
53,948 | FOX Corp. Class B | 1,793,231 | ||||
612,793 | Sirius XM Holdings, Inc. (b) | 3,964,771 | ||||
|
| |||||
15,783,457 | ||||||
|
| |||||
Chemical Manufacturing - 6.5% | ||||||
16,177 | Amgen, Inc. | 3,907,393 | ||||
9,941 | Biogen, Inc. (a) | 3,248,023 | ||||
57,956 | Gilead Sciences, Inc. | 3,957,815 | ||||
45,978 | Incyte Corp. (a) | 3,556,398 | ||||
7,178 | Regeneron Pharmaceuticals, Inc. (a) | 4,124,551 | ||||
24,701 | Seagen Inc. (a) | 3,788,886 | ||||
20,550 | Vertex Pharmaceuticals, Inc. (a) | 4,142,469 | ||||
|
| |||||
26,725,535 | ||||||
|
| |||||
Clothing and Clothing Accessories Stores - 1.0% | ||||||
33,493 | Ross Stores, Inc. | 4,109,256 | ||||
|
| |||||
Computer and Electronic Product Manufacturing - 18.3% | ||||||
45,610 | Advanced Micro Devices, Inc. (a) | 4,843,326 | ||||
23,802 | Analog Devices, Inc. | 3,984,931 | ||||
29,595 | Apple, Inc. | 4,316,727 | ||||
8,331 | Broadcom, Inc. | 4,043,867 | ||||
74,142 | Cisco Systems, Inc. | 4,105,243 | ||||
6,423 | IDEXX Laboratories, Inc. (a) | 4,358,198 | ||||
8,461 | Illumina, Inc. (a) | 4,194,541 | ||||
69,347 | Intel Corp. | 3,725,321 | ||||
71,138 | Marvell Technology, Inc. | 4,304,560 | ||||
38,645 | Maxim Integrated Products, Inc. | 3,861,022 | ||||
26,509 | Microchip Technology, Inc. | 3,793,968 | ||||
50,170 | Micron Technology, Inc. (a) | 3,892,189 | ||||
20,712 | NVIDIA Corp. | 4,038,633 | ||||
19,990 | NXP Semiconductors NV ADR (Netherlands) | 4,125,736 | ||||
29,029 | Qualcomm, Inc. | 4,348,544 | ||||
22,936 | Skyworks Solutions, Inc. | 4,231,921 | ||||
21,089 | Texas Instruments, Inc. | 4,019,985 | ||||
29,264 | Xilinx, Inc. | 4,384,918 | ||||
|
| |||||
74,573,630 | ||||||
|
| |||||
Data Processing, Hosting, and Related Services - 2.0% | ||||||
35,891 | Fiserv, Inc. (a) | 4,131,413 | ||||
25,085 | Match Group, Inc. (a) | 3,995,288 | ||||
|
| |||||
8,126,701 | ||||||
|
| |||||
Food Manufacturing - 1.9% | ||||||
62,129 | Mondelez International, Inc. | 3,930,281 | ||||
95,324 | The Kraft Heinz Co. | 3,667,114 | ||||
|
| |||||
7,597,395 | ||||||
|
| |||||
Food Services and Drinking Places - 1.0% | ||||||
35,192 | Starbucks Corp. | 4,273,364 | ||||
|
| |||||
General Merchandise Stores - 2.0% | ||||||
10,138 | Costco Wholesale Corp. | 4,356,501 | ||||
38,482 | Dollar Tree, Inc. (a) | 3,840,119 | ||||
|
| |||||
8,196,620 | ||||||
|
| |||||
Health and Personal Care Stores - 0.9% | ||||||
75,938 | Walgreens Boots Alliance, Inc. | 3,580,477 | ||||
|
| |||||
Machinery Manufacturing - 3.1% | ||||||
29,420 | Applied Materials, Inc. | 4,116,741 | ||||
5,753 | ASML Holding NV ADR (Netherlands) | 4,411,055 | ||||
6,303 | Lam Research Corp. | 4,017,595 | ||||
|
| |||||
12,545,391 | ||||||
|
| |||||
Management of Companies and Enterprises - 0.7% | ||||||
104,677 | Trip.com Group Ltd. ADR (China) (a) | 2,714,275 | ||||
|
| |||||
Merchant Wholesalers, Durable Goods - 4.1% | ||||||
30,127 | Copart, Inc. (a) | 4,428,669 | ||||
76,132 | Fastenal Co. | 4,169,750 | ||||
16,978 | Honeywell International, Inc. | 3,969,287 | ||||
12,678 | KLA-Tencor Corp. | 4,413,972 | ||||
|
| |||||
16,981,678 | ||||||
|
| |||||
Miscellaneous Manufacturing - 4.3% | ||||||
6,418 | Align Technology, Inc. (a) | 4,465,645 | ||||
9,228 | DexCom, Inc. (a) | 4,757,126 | ||||
4,394 | Intuitive Surgical, Inc. (a) | 4,356,475 | ||||
35,380 | Peloton Interactive, Inc. (a) | 4,176,609 | ||||
|
| |||||
17,755,855 | ||||||
|
| |||||
Motion Picture and Sound Recording Industries - 1.0% | ||||||
7,707 | Netflix, Inc. (a) | 3,988,912 | ||||
|
| |||||
Motor Vehicle and Parts Dealers - 1.1% | ||||||
7,188 | O’Reilly Automotive, Inc. (a) | 4,340,402 | ||||
|
| |||||
Nonstore Retailers - 4.6% | ||||||
1,110 | Amazon.com, Inc. (a) | 3,693,625 | ||||
61,025 | eBay, Inc. | 4,162,515 |
53,903 | JD.com, Inc. ADR (China) (a) | 3,820,645 | ||||
2,627 | MercadoLibre, Inc. (a) | 4,120,975 | ||||
30,877 | Pinduoduo Inc. ADR (China) (a) | 2,828,642 | ||||
|
| |||||
18,626,402 | ||||||
|
| |||||
Other Information Services - 1.9% | ||||||
801 | Alphabet, Inc. Class A (a) | 2,158,318 | ||||
768 | Alphabet, Inc. Class C (a) | 2,076,995 | ||||
20,718 | Baidu, Inc. ADR (China) (a) | 3,397,959 | ||||
|
| |||||
7,633,272 | ||||||
|
| |||||
Performing Arts, Spectator Sports, and Related Industries - 1.8% | ||||||
42,198 | Activision Blizzard, Inc. | 3,528,596 | ||||
27,355 | Electronic Arts, Inc. | 3,938,026 | ||||
|
| |||||
7,466,622 | ||||||
|
| |||||
Personal and Laundry Services - 1.0% | ||||||
10,877 | Cintas Corp. | 4,287,496 | ||||
|
| |||||
Professional, Scientific, and Technical Services - 9.7% | ||||||
23,289 | CDW Corp. | 4,270,038 | ||||
48,993 | Cerner Corp. | 3,938,547 | ||||
56,506 | Cognizant Technology Solutions Corp. Class A | 4,154,886 | ||||
11,710 | Facebook, Inc. (a) | 4,172,273 | ||||
19,381 | Moderna, Inc. (a) | 6,853,122 | ||||
16,134 | Okta, Inc. (a) | 3,997,844 | ||||
37,844 | Paychex, Inc. | 4,307,404 | ||||
17,297 | VeriSign, Inc. (a) | 3,742,552 | ||||
22,563 | Verisk Analytics, Inc. Class A | 4,285,616 | ||||
|
| |||||
39,722,282 | ||||||
|
| |||||
Publishing Industries (except Internet) - 11.4% | ||||||
6,824 | Adobe Systems, Inc. (a) | 4,242,003 | ||||
11,646 | ANSYS, Inc. (a) | 4,291,085 | ||||
13,889 | Autodesk, Inc. (a) | 4,460,175 | ||||
29,593 | Cadence Design Systems, Inc. (a) | 4,369,406 | ||||
32,513 | Check Point Software Technologies Ltd. ADR (Israel) (a) | 4,132,402 | ||||
14,069 | DocuSign, Inc. (a) | 4,193,125 | ||||
8,155 | Intuit, Inc. | 4,321,905 | ||||
14,880 | Microsoft Corp. | 4,239,461 | ||||
29,907 | Splunk, Inc. (a) | 4,246,196 | ||||
14,519 | Synopsys, Inc. (a) | 4,181,327 | ||||
16,324 | Workday, Inc. (a) | 3,826,346 | ||||
|
| |||||
46,503,431 | ||||||
|
| |||||
Rail Transportation - 1.0% | ||||||
122,235 | CSX Corp. | 3,950,635 | ||||
|
| |||||
Specialty Trade Contractors - 0.9% | ||||||
35,944 | NetEase.com, Inc. ADR (China) | 3,673,836 | ||||
|
| |||||
Telecommunications - 2.8% | ||||||
13,623 | PayPal Holdings, Inc. (a) | 3,753,545 | ||||
26,679 | T-Mobile US, Inc. (a) | 3,842,310 | ||||
10,318 | Zoom Video Communications, Inc. (a) | 3,901,236 | ||||
|
| |||||
11,497,091 | ||||||
|
| |||||
Transportation Equipment Manufacturing - 1.9% | ||||||
44,351 | Paccar, Inc. | 3,680,690 | ||||
6,196 | Tesla Motors, Inc. (a) | 4,257,891 | ||||
|
| |||||
7,938,581 | ||||||
|
| |||||
Utilities - 3.0% | ||||||
46,881 | American Electric Power Co., Inc. | 4,131,154 | ||||
86,660 | Exelon Corp. | 4,055,688 | ||||
57,965 | Xcel Energy, Inc. | 3,956,111 | ||||
|
| |||||
12,142,953 | ||||||
|
| |||||
TOTAL COMMON STOCKS (Cost $290,960,987) | $ | 407,969,141 | ||||
|
| |||||
SHORT TERM INVESTMENTS - 1.0% | ||||||
Money Market Funds - 1.0% | ||||||
4,093,826 | Dreyfus Government Cash Management Institutional Shares, 0.03% (c)(d) | $ | 4,093,826 | |||
|
| |||||
TOTAL SHORT TERM INVESTMENTS (Cost $4,093,826) | $ | 4,093,826 | ||||
|
| |||||
TOTAL INVESTMENTS (Cost $295,054,813) - 100.9% | $ | 412,062,967 | ||||
Liabilities in Excess of Other Assets - (0.9)% | (3,700,579 | ) | ||||
|
| |||||
TOTAL NET ASSETS - 100.0% | $ | 408,362,388 | ||||
|
|
Percentages are stated as a percent of net assets.
The geographic location of all investments is United States unless otherwise indicated.
(a) | Non-income producing security. |
(b) | A portion of this security represents a security on loan. |
(c) | Represents annualized seven-day yield at July 31, 2021. |
(d) | All or a portion of this security represents an investment of securities lending collateral. |
ADR - American Depository Receipt
Direxion S&P 500® High minus Low Quality ETF
Schedule of Investments (Unaudited)
July 31, 2021
Shares | Fair Value | |||||
COMMON STOCKS - 94.0% | ||||||
Administrative and Support Services - 6.7% | ||||||
128 | Allegion PLC ADR (Ireland) | $ | 17,485 | |||
573 | Automatic Data Processing, Inc. | 120,118 | ||||
111 | FleetCor Technologies, Inc. (a) | 28,662 | ||||
209 | Moody’s Corp. | 78,584 | ||||
187 | Robert Half International, Inc. | 18,365 | ||||
308 | Rollins, Inc. | 11,806 | ||||
2,191 | Visa, Inc. Class A | 539,841 | ||||
|
| |||||
814,861 | ||||||
|
| |||||
Apparel Manufacturing - 0.1% | ||||||
273 | Under Armour, Inc. Class A (a) | 5,583 | ||||
|
| |||||
Chemical Manufacturing - 13.6% | ||||||
2,384 | Abbott Laboratories | 288,416 | ||||
127 | Biogen, Inc. (a) | 41,495 | ||||
167 | Celanese Corp. | 26,013 | ||||
203 | Clorox Co. | 36,721 | ||||
900 | Eli Lilly and Company | 219,150 | ||||
7,632 | Pfizer, Inc. | 326,726 | ||||
3,675 | Procter & Gamble Co. | 522,695 | ||||
364 | Vertex Pharmaceuticals, Inc. (a) | 73,375 | ||||
598 | Zoetis, Inc. | 121,215 | ||||
|
| |||||
1,655,806 | ||||||
|
| |||||
Clothing and Clothing Accessories Stores - 1.6% | ||||||
571 | Ross Stores, Inc. | 70,056 | ||||
1,779 | TJX Companies, Inc. | 122,413 | ||||
|
| |||||
192,469 | ||||||
|
| |||||
Computer and Electronic Product Manufacturing - 13.4% | ||||||
4,329 | Apple, Inc. | 631,428 | ||||
6,228 | Cisco Systems, Inc. | 344,844 | ||||
287 | Fortinet, Inc. (a) | 78,133 | ||||
493 | Fortive Corp. | 35,822 | ||||
357 | Hologic, Inc. (a) | 26,789 | ||||
144 | IDEXX Laboratories, Inc. (a) | 97,708 | ||||
361 | Maxim Integrated Products, Inc. | 36,068 | ||||
202 | Northrop Grumman Corp. | 73,330 | ||||
148 | Qorvo, Inc. (a) | 28,059 | ||||
1,459 | Texas Instruments, Inc. | 278,115 | ||||
|
| |||||
1,630,296 | ||||||
|
| |||||
Construction of Buildings - 0.7% | ||||||
392 | Lennar Corp. Class A | 41,219 | ||||
5 | NVR, Inc. (a) | 26,113 | ||||
371 | PulteGroup, Inc. | 20,356 | ||||
|
| |||||
87,688 | ||||||
|
| |||||
Couriers and Messengers - 1.8% | ||||||
1,143 | United Parcel Service, Inc. Class B | 218,724 | ||||
|
| |||||
Credit Intermediation and Related Activities - 20.5% | ||||||
1,156 | American Express Co. | 197,133 | ||||
11,261 | Bank of America Corp. | 431,972 | ||||
613 | Citizens Financial Group, Inc. | 25,844 | ||||
279 | Comerica, Inc. | 19,156 | ||||
537 | Discover Financial Services | 66,760 | ||||
1,932 | Huntington Bancshares, Inc. | 27,203 | ||||
3,378 | JPMorgan Chase & Co. | 512,713 | ||||
188 | M&T Bank Corp. | 25,164 | ||||
1,310 | MasterCard, Inc. Class A | 505,581 | ||||
661 | PNC Financial Services Group, Inc. | 120,573 | ||||
1,484 | Regions Financial Corp. | 28,567 | ||||
814 | Synchrony Financial | 38,274 | ||||
2,588 | U.S. Bancorp | 143,737 | ||||
7,132 | Wells Fargo & Co. | 327,644 | ||||
327 | Zions Bancorp | 17,053 | ||||
|
| |||||
2,487,374 | ||||||
|
| |||||
Electrical Equipment, Appliance, and Component Manufacturing - 0.4% | ||||||
217 | A.O. Smith Corp. | 15,262 | ||||
78 | Generac Holdings, Inc. (a) | 32,710 | ||||
|
| |||||
47,972 | ||||||
|
|
Electronics and Appliance Stores - 0.5% | ||||||
494 | Best Buy Co., Inc. | 55,501 | ||||
|
| |||||
Food Manufacturing - 0.8% | ||||||
287 | Campbell Soup Co. | 12,547 | ||||
774 | General Mills, Inc. | 45,558 | ||||
201 | The Hershey Co. | 35,955 | ||||
|
| |||||
94,060 | ||||||
|
| |||||
General Merchandise Stores - 3.8% | ||||||
754 | Target Corp. | 196,832 | ||||
1,866 | Wal-Mart Stores, Inc. | 265,998 | ||||
|
| |||||
462,830 | ||||||
|
| |||||
Health and Personal Care Stores - 0.2% | ||||||
82 | Ulta Salon, Cosmetics & Fragrance, Inc. (a) | 27,536 | ||||
|
| |||||
Insurance Carriers and Related Activities - 1.2% | ||||||
85 | Assurant, Inc. | 13,414 | ||||
496 | Cigna Corp. | 113,827 | ||||
203 | W.R. Berkley Corp. | 14,853 | ||||
|
| |||||
142,094 | ||||||
|
| |||||
Machinery Manufacturing - 4.0% | ||||||
1,277 | Applied Materials, Inc. | 178,691 | ||||
1,240 | Baker Hughes, a GE Co. | 26,337 | ||||
193 | Cummins, Inc. | 44,795 | ||||
204 | Lam Research Corp. | 130,032 | ||||
591 | NOV, Inc. (a) | 8,162 | ||||
72 | Snap-on, Inc. | 15,694 | ||||
410 | Trane Technologies PLC ADR (Ireland) | 83,480 | ||||
|
| |||||
487,191 | ||||||
|
| |||||
Management of Companies and Enterprises - 1.2% | ||||||
877 | Capital One Financial Corp. | 141,811 | ||||
|
| |||||
Merchant Wholesalers, Durable Goods - 1.3% | ||||||
808 | Fastenal Co. | 44,254 | ||||
243 | KLA-Tencor Corp. | 84,603 | ||||
56 | Pool Corp. | 26,758 | ||||
|
| |||||
155,615 | ||||||
|
| |||||
Merchant Wholesalers, Nondurable Goods - 2.0% | ||||||
250 | Brown Forman Corp. Class B | 17,730 | ||||
538 | Cardinal Health, Inc. | 31,947 | ||||
411 | Illinois Tool Works, Inc. | 93,161 | ||||
333 | The Sherwin Williams Co. | 96,913 | ||||
|
| |||||
239,751 | ||||||
|
| |||||
Mining (except Oil and Gas) - 0.6% | ||||||
1,124 | Newmont Mining Corp. | 70,610 | ||||
|
| |||||
Miscellaneous Manufacturing - 0.2% | ||||||
70 | The Cooper Companies, Inc. | 29,524 | ||||
|
| |||||
Miscellaneous Store Retailers - 0.4% | ||||||
232 | Etsy, Inc. (a) | 42,574 | ||||
|
| |||||
Nonmetallic Mineral Product Manufacturing - 1.3% | ||||||
807 | 3M Co. | 159,738 | ||||
|
| |||||
Nonstore Retailers - 0.5% | ||||||
920 | eBay, Inc. | 62,753 | ||||
|
| |||||
Oil and Gas Extraction - 0.2% | ||||||
864 | Devon Energy Corp. | 22,326 | ||||
|
| |||||
Personal and Laundry Services - 0.4% | ||||||
112 | Cintas Corp. | 44,148 | ||||
|
| |||||
Plastics and Rubber Products Manufacturing - 0.1% | ||||||
518 | Newell Rubbermaid, Inc. | 12,820 | ||||
|
| |||||
Primary Metal Manufacturing - 0.1% | ||||||
535 | Howmet Aerospace, Inc. (a) | 17,559 | ||||
|
| |||||
Professional, Scientific, and Technical Services - 1.1% | ||||||
691 | Cognizant Technology Solutions Corp. Class A | 50,809 | ||||
514 | Interpublic Group of Companies, Inc. | 18,175 | ||||
92 | Jack Henry & Associates, Inc. | 16,017 | ||||
444 | Paychex, Inc. | 50,536 | ||||
|
| |||||
135,537 | ||||||
|
| |||||
Publishing Industries (except Internet) - 10.1% | ||||||
620 | Adobe Systems, Inc. (a) | 385,411 | ||||
2,170 | Microsoft Corp. | 618,255 | ||||
2,553 | Oracle Corp. | 222,468 | ||||
|
| |||||
1,226,134 | ||||||
|
|
Real Estate - 0.3% | ||||||
1,017 | Weyerhaeuser Co. | 34,303 | ||||
|
| |||||
Securities, Commodity Contracts, and Other Financial Investments and Related Activities - 3.4% | ||||||
187 | Ameriprise Financial, Inc. | 48,164 | ||||
967 | Dow, Inc. | 60,109 | ||||
61 | MarketAxess Holdings, Inc. | 28,985 | ||||
160 | Raymond James Financial, Inc. | 20,717 | ||||
460 | S&P Global, Inc. | 197,211 | ||||
298 | T. Rowe Price Group, Inc. | 60,839 | ||||
|
| |||||
416,025 | ||||||
|
| |||||
Transportation Equipment Manufacturing - 1.3% | ||||||
413 | Lockheed Martin Corp. | 153,500 | ||||
|
| |||||
Wholesale Electronic Markets and Agents and Brokers - 0.2% | ||||||
214 | Genuine Parts Co. | 27,161 | ||||
|
| |||||
TOTAL COMMON STOCKS (Cost $10,217,758) | $ | 11,401,874 | ||||
|
| |||||
SHORT TERM INVESTMENTS - 5.0% | ||||||
Money Market Funds - 5.0% | ||||||
285,396 | Dreyfus Government Cash Management Institutional Shares, 0.03% (b) | $ | 285,396 | |||
324,081 | Goldman Sachs Financial Square Treasury Instruments Fund Institutional Shares, 0.01% (b) | 324,081 | ||||
|
| |||||
TOTAL SHORT TERM INVESTMENTS (Cost $609,477) | $ | 609,477 | ||||
|
| |||||
TOTAL INVESTMENTS (Cost $10,827,235) - 99.0% (c) | $ | 12,011,351 | ||||
Other Assets in Excess of Liabilities - 1.0% | 123,736 | |||||
|
| |||||
TOTAL NET ASSETS - 100.0% | $ | 12,135,087 | ||||
|
|
Percentages are stated as a percent of net assets.
The geographic location of all investments is United States unless otherwise indicated.
(a) | Non-income producing security. |
(b) | Represents annualized seven-day yield at July 31, 2021. |
(c) | All or a portion of these securities have been segregated as collateral for swap contracts. Total value of securities segregated amounted to $5,312,858. |
ADR - American Depository Receipt
Long Total Return Swap Contracts (Unaudited)
July 31, 2021
Terms of Payments to be Received at Termination | Terms of Payments to be Paid at Termination | Counterparty | Termination Date | Contracts | Notional Amount | Unrealized Appreciation | ||||||||||||
Total return of S&P 500® Quality Index | 0.7866% representing 1 month LIBOR rate + spread | Credit Suisse Capital LLC | 12/7/2021 | 3,363 | $ | 5,839,433 | $ | 872,915 | ||||||||||
|
|
|
|
Short Total Return Swap Contracts (Unaudited)
July 31, 2021
Terms of Payments to be Received at Termination | Terms of Payments to be | Counterparty | Termination Date | Contracts | Notional Amount | Unrealized Depreciation | ||||||||||||||
0.2366% representing 1 month LIBOR rate + spread | Total return of S&P 500® Quality – Lowest Quintile Index | Credit Suisse Capital LLC | 12/7/2021 | 10,385 | $ | 5,435,416 | $ | (552,165 | ) | |||||||||||
|
|
|
|
Direxion Work From Home ETF
Schedule of Investments (Unaudited)
July 31, 2021
Shares | Fair Value | |||||
COMMON STOCKS - 99.9% | ||||||
Administrative and Support Services - 3.3% | ||||||
11,878 | Atlassian Corp. PLC ADR (United Kingdom) (a) | $ | 3,861,775 | |||
|
| |||||
Computer and Electronic Product Manufacturing - 21.2% | ||||||
91,993 | Avaya Holdings Corp. (a) | 2,228,071 | ||||
5,840 | Broadcom, Inc. | 2,834,736 | ||||
59,930 | Cisco Systems, Inc. | 3,318,324 | ||||
15,914 | Fortinet, Inc. (a) | 4,332,427 | ||||
22,102 | International Business Machines Corp. | 3,115,498 | ||||
59,362 | Marvell Technology, Inc. | 3,591,995 | ||||
42,393 | NetApp, Inc. | 3,374,059 | ||||
67,597 | Plantronics, Inc (a) | 2,108,350 | ||||
|
| |||||
24,903,460 | ||||||
|
| |||||
Data Processing, Hosting and Related Services - 1.8% | ||||||
8,027 | RingCentral, Inc. (a) | 2,145,376 | ||||
|
| |||||
Management of Companies and Enterprises - 3.9% | ||||||
206,612 | America Movil SAB de CV Series L (Mexico) ADR | 3,440,090 | ||||
474,483 | Aurora Mobile Ltd. ADR (a) | 1,096,055 | ||||
|
| |||||
4,536,145 | ||||||
|
| |||||
Merchant Wholesalers, Durable Goods - 2.2% | ||||||
105,563 | Xerox Corp. | 2,547,235 | ||||
|
| |||||
Nonstore Retailers - 2.5% | ||||||
902 | Amazon.com, Inc. (a) | 3,001,486 | ||||
|
| |||||
Other Information Services - 5.0% | ||||||
11,449 | Alibaba Group Holding Ltd. ADR (a) | 2,234,730 | ||||
1,346 | Alphabet, Inc. Class A (a) | 3,626,838 | ||||
|
| |||||
5,861,568 | ||||||
|
| |||||
Professional, Scientific, and Technical Services - 19.4% | ||||||
10,583 | Facebook, Inc. (a) | 3,770,723 | ||||
282,312 | Inseego Corp. (a) | 2,453,291 | ||||
94,797 | Nutanix, Inc. (a) | 3,414,588 | ||||
11,214 | Okta, Inc. (a) | 2,778,717 | ||||
23,020 | Proofpoint, Inc. (a) | 4,020,673 | ||||
19,450 | VMware, Inc. (a) | 2,990,243 | ||||
14,393 | Zscaler, Inc. (a) | 3,395,453 | ||||
|
| |||||
22,823,688 | ||||||
|
| |||||
Publishing Industries (except Internet) - 33.8% | ||||||
6,031 | Adobe Systems, Inc. (a) | 3,749,051 | ||||
144,860 | Box, Inc. (a) | 3,465,051 | ||||
12,844 | CrowdStrike Holdings, Inc. (a) | 3,257,367 | ||||
12,310 | DocuSign, Inc. (a) | 3,668,872 | ||||
139,772 | FireEye, Inc. (a) | 2,823,394 | ||||
185,751 | Hewlett Packard Enterprise Co. | 2,693,390 | ||||
11,886 | Microsoft Corp. | 3,386,440 | ||||
40,425 | Oracle Corp. | 3,522,635 | ||||
7,865 | Palto Alto Networks, Inc. (a) | 3,138,528 | ||||
112,833 | Ping Identity Holding Corp. (a) | 2,490,224 | ||||
64,103 | Progress Software Corp. | 2,922,456 | ||||
56,042 | Upland Software, Inc. (a) | 2,017,512 | ||||
11,424 | Workday, Inc. (a) | 2,677,786 | ||||
|
| |||||
39,812,706 | ||||||
|
| |||||
Telecommunications - 6.8% | ||||||
81,097 | 8x8 Inc. (a) | 2,072,839 | ||||
203,348 | Vonage Holdings Corp. (a) | 2,899,743 | ||||
7,911 | Zoom Video Communications, Inc. (a) | 2,991,149 | ||||
|
| |||||
7,963,731 | ||||||
|
| |||||
TOTAL COMMON STOCKS (Cost $96,096,379) | $ | 117,457,170 | ||||
|
| |||||
SHORT TERM INVESTMENTS - 0.1% | ||||||
Money Market Funds - 0.1% | ||||||
146,481 | Dreyfus Government Cash Management Institutional Shares, 0.03% (b) | $ | 146,481 | |||
|
| |||||
TOTAL SHORT TERM INVESTMENTS (Cost $146,481) | $ | 146,481 | ||||
|
| |||||
TOTAL INVESTMENTS (Cost $96,242,860) - 100.0% | $ | 117,603,651 | ||||
Liabilities in Excess of Other Assets - (0.0)% (†) | (15,058 | ) | ||||
|
| |||||
TOTAL NET ASSETS - 100.0% | $ | 117,588,593 | ||||
|
|
Percentages are stated as a percent of net assets.
The geographic location of all investments is United States unless otherwise indicated.
(†) | Less than 0.05%. |
(a) | Non-income producing security. |
(b) | Represents annualized seven-day yield at July 31, 2021. |
Direxion World Without Waste ETF
Schedule of Investments (Unaudited)
July 31, 2021
Shares | Fair Value | |||||
COMMON STOCKS - 100.0% | ||||||
Administrative and Support Services - 6.3% | ||||||
421 | Atlassian Corp. PLC ADR (United Kingdom) (a) | $ | 136,876 | |||
3,087 | US Ecology, Inc (a) | 108,045 | ||||
782 | Waste Management, Inc. | 115,939 | ||||
|
| |||||
360,860 | ||||||
|
| |||||
Broadcasting (except Internet) - 3.9% | ||||||
270 | Roku, Inc. (a) | 115,644 | ||||
464 | Spotify Technology S.A (Sweden) (a) | 106,103 | ||||
|
| |||||
221,747 | ||||||
|
| |||||
Chemical Manufacturing - 2.0% | ||||||
528 | Ecolab, Inc. | 116,598 | ||||
|
| |||||
Computer and Electronic Product Manufacturing - 6.1% | ||||||
5,200 | Bloom Energy Corp. (a) | 113,360 | ||||
634 | Enphase Energy, Inc. (a) | 120,207 | ||||
4,620 | SunPower Corp. (a)(b) | 114,437 | ||||
|
| |||||
348,004 | ||||||
|
| |||||
Data Processing, Hosting and Related Services - 1.9% | ||||||
416 | RingCentral, Inc. (a) | 111,184 | ||||
|
| |||||
Machinery Manufacturing - 2.0% | ||||||
3,494 | Evoqua Water Technologies (a) | 115,337 | ||||
|
| |||||
Merchant Wholesalers, Durable Goods - 5.9% | ||||||
9,022 | Cars.com, Inc. (a) | 108,986 | ||||
779 | Copart, Inc. (a) | 114,513 | ||||
6,953 | KAR Auction Services, Inc. (a) | 114,585 | ||||
|
| |||||
338,084 | ||||||
|
| |||||
Miscellaneous Store Retailers - 1.8% | ||||||
562 | Etsy, Inc. (a) | 103,133 | ||||
|
| |||||
Motion Picture and Sound Recording Industries - 2.0% | ||||||
222 | Netflix, Inc. (a) | 114,901 | ||||
|
| |||||
Motor Vehicle and Parts Dealers - 3.9% | ||||||
3,999 | CarGurus, Inc. (a) | 114,372 | ||||
2,959 | Vroom, Inc. (a)(b) | 109,601 | ||||
|
| |||||
223,973 | ||||||
|
| |||||
Nonstore Retailers - 3.8% | ||||||
1,574 | eBay, Inc. | 107,362 | ||||
71 | MercadoLibre, Inc. (a) | 111,378 | ||||
|
| |||||
218,740 | ||||||
|
| |||||
Other Information Services - 2.0% | ||||||
1,630 | Twitter, Inc. (a) | 113,692 | ||||
|
| |||||
Professional, Scientific, and Technical Services - 8.3% | ||||||
323 | Facebook, Inc. (a) | 115,085 | ||||
454 | Okta, Inc. (a) | 112,497 | ||||
197 | ServiceNow, Inc. (a) | 115,814 | ||||
1,801 | Snap, Inc. (a) | 134,030 | ||||
|
| |||||
477,426 | ||||||
|
| |||||
Publishing Industries (except Internet) - 19.5% | ||||||
182 | Adobe Systems, Inc. (a) | 113,137 | ||||
368 | Autodesk, Inc. (a) | 118,176 | ||||
1,029 | Datadog, Inc. (a) | 113,910 | ||||
368 | DocuSign, Inc. (a) | 109,679 | ||||
218 | Intuit, Inc. | 115,533 | ||||
457 | Salesforce.com, Inc. (a) | 110,562 | ||||
71 | Shopify, Inc. ADR (Canada) (a) | 106,495 | ||||
280 | Twilio, Inc. (a) | 104,605 | ||||
346 | Veeva Systems, Inc. (a) | 115,118 | ||||
477 | Workday, Inc. (a) | 111,809 | ||||
|
| |||||
1,119,024 | ||||||
|
| |||||
Repair and Maintenance - 2.2% | ||||||
3,551 | GFL Environmental Inc. ADR (Canada) | 123,823 | ||||
|
| |||||
Specialty Trade Contractors - 2.0% | ||||||
2,161 | Sunrun, Inc. (a) | 114,468 | ||||
|
| |||||
Telecommunications - 2.1% | ||||||
314 | Zoom Video Communications, Inc. (a) | 118,723 | ||||
|
| |||||
Transit and Ground Passenger Transportation - 1.8% | ||||||
2,384 | Uber Technologies, Inc. (a) | 103,609 | ||||
|
| |||||
Transportation Equipment Manufacturing - 2.1% | ||||||
175 | Tesla Motors, Inc. (a) | 120,260 | ||||
|
| |||||
Utilities - 12.2% | ||||||
2,913 | Atlantica Sustainable Infrastructure PLC ADR (United Kingdom) | 115,821 | ||||
2,392 | Essential Utilities, Inc. | 117,495 | ||||
1,355 | First Solar, Inc. (a) | 116,584 | ||||
1,102 | IDACORP, Inc. | 116,206 | ||||
1,517 | NextEra Energy Partners LP | 117,613 | ||||
1,666 | Ormat Technologies Inc. | 116,187 | ||||
|
| |||||
699,906 | ||||||
|
| |||||
Waste Management and Remediation Services - 8.2% | ||||||
1,748 | Casella Waste Systems, Inc (a) | 120,228 | ||||
1,234 | Clean Harbors, Inc. (a) | 117,230 | ||||
5,682 | Covanta Holding Corp. | 114,208 | ||||
986 | Republic Services, Inc. | 116,703 | ||||
|
| |||||
468,369 | ||||||
|
| |||||
TOTAL COMMON STOCKS (Cost $5,383,364) | $ | 5,731,861 | ||||
|
| |||||
SHORT TERM INVESTMENTS - 1.8% | ||||||
Money Market Funds - 1.8% | ||||||
101,039 | Dreyfus Government Cash Management Institutional Shares, 0.03% (c)(d) | $ | 101,039 | |||
|
| |||||
TOTAL SHORT TERM INVESTMENTS (Cost $101,039) | $ | 101,039 | ||||
|
| |||||
TOTAL INVESTMENTS (Cost $5,484,403) - 101.8% | $ | 5,832,900 | ||||
Liabilities in Excess of Other Assets - (1.8)% | (98,830 | ) | ||||
|
| |||||
TOTAL NET ASSETS - 100.0% | $ | 5,734,070 | ||||
|
|
Percentages are stated as a percent of net assets.
The geographic location of all investments is United States unless otherwise indicated.
(a) | Non-income producing security. |
(b) | A portion of this security represents a security on loan. |
(c) | Represents annualized seven-day yield at July 31, 2021. |
(d) | All or a portion of this security represents an investment of securities lending collateral. |
ADR | - American Depository Receipt |
Direxion Russell 1000® Growth Over Value ETF
Schedule of Investments (Unaudited)
July 31, 2021
Shares | Fair Value | |||||
INVESTMENT COMPANIES - 93.9% | ||||||
100,902 | iShares Russell 1000 Growth ETF (a) | $ | 28,319,155 | |||
|
| |||||
TOTAL INVESTMENT COMPANIES (Cost $26,481,884) | $ | 28,319,155 | ||||
|
| |||||
SHORT TERM INVESTMENTS - 5.6% | ||||||
Money Market Funds - 5.6% | ||||||
1,229,093 | Dreyfus Government Cash Management Institutional Shares, 0.03% (b) | $ | 1,229,093 | |||
454,135 | Goldman Sachs Financial Square Treasury Instruments Fund Institutional Shares, 0.01% (b) | 454,135 | ||||
|
| |||||
TOTAL SHORT TERM INVESTMENTS (Cost $1,683,228) | $ | 1,683,228 | ||||
|
| |||||
TOTAL INVESTMENTS (Cost $28,165,112) - 99.5% (c) | $ | 30,002,383 | ||||
Other Assets in Excess of Liabilities - 0.5% | 163,802 | |||||
|
| |||||
TOTAL NET ASSETS - 100.0% | $ | 30,166,185 | ||||
|
|
Percentages are stated as a percent of net assets.
The geographic location of all investments is United States unless otherwise indicated.
(a) | Shareholders may obtain the financial statements of these investment companies at www.sec.gov. |
(b) | Represents annualized seven-day yield at July 31, 2021. |
(c) | All or a portion of these securities have been segregated as collateral for swap contracts. Total value of securities segregated amounted to $2,962,674. |
Long Total Return Swap Contracts (Unaudited)
July 31, 2021
Terms of Payments to be Received at Termination | Terms of Payments to be Paid at Termination | Counterparty | Termination Date | Contracts | Notional Amount | Unrealized Appreciation | ||||||||||||
Total return of Russell 1000® Growth Index | 0.5866 % representing 1 month LIBOR rate + spread | Credit Suisse Capital LLC | 12/7/2021 | 6,000 | $ | 16,069,992 | $ | 861,089 | ||||||||||
|
|
|
|
Short Total Return Swap Contracts (Unaudited)
July 31, 2021
Terms of Payments to be Received at Termination | Terms of Payments to be Paid at Termination | Counterparty | Termination Date | Contracts | Notional Amount | Unrealized Depreciation | ||||||||||||
0.3866 % representing 1 month LIBOR rate + spread | Total return of Russell 1000® Value Index | Credit Suisse Capital LLC | 12/7/2021 | 9,582 | $ | 14,685,380 | $ | (438,011 | ) | |||||||||
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Direxion Russell 1000® Value Over Growth ETF
Schedule of Investments (Unaudited)
July 31, 2021
Shares | Fair Value | |||||
INVESTMENT COMPANIES - 98.0% | ||||||
255,049 | iShares Russell 1000 Value ETF (a) | $ | 40,800,189 | |||
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TOTAL INVESTMENT COMPANIES (Cost $37,134,377) | $ | 40,800,189 | ||||
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SHORT TERM INVESTMENTS - 4.3% | ||||||
Money Market Funds - 4.3% | ||||||
340,040 | Dreyfus Government Cash Management Institutional Shares, 0.03% (b) | $ | 340,040 | |||
1,437,104 | Goldman Sachs Financial Square Treasury Instruments Fund Institutional Shares, 0.01% (b) | 1,437,104 | ||||
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TOTAL SHORT TERM INVESTMENTS (Cost $1,777,144) | $ | 1,777,144 | ||||
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TOTAL INVESTMENTS (Cost $38,911,521) - 102.3% (c) | $ | 42,577,333 | ||||
Liabilities in Excess of Other Assets - (2.3)% | (923,971 | ) | ||||
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TOTAL NET ASSETS - 100.0% | $ | 41,653,362 | ||||
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Percentages are stated as a percent of net assets.
The geographic location of all investments is United States unless otherwise indicated.
(a) | Shareholders may obtain the financial statements of these investment companies at www.sec.gov. |
(b) | Represents annualized seven-day yield at July 31, 2021. |
(c) | All or a portion of these securities have been segregated as collateral for swap contracts. Total value of securities segregated amounted to $8,188,902. |
Long Total Return Swap Contracts (Unaudited)
July 31, 2021
Terms of Payments to be Received at Termination | Terms of Payments to be Paid at Termination | Counterparty | Termination Date | Contracts | Notional Amount | Unrealized Appreciation | ||||||||||||
Total return of Russell 1000® Value Index | 0.6566% representing 1 month LIBOR rate + spread | Credit Suisse Capital LLC | 12/7/2021 | 13,773 | $ | 20,551,525 | $ | 1,207,001 | ||||||||||
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Short Total Return Swap Contracts (Unaudited)
July 31, 2021
Terms of Payments to be Received at Termination | Terms of Payments to be Paid at Termination | Counterparty | Termination Date | Contracts | Notional Amount | Unrealized Depreciation | ||||||||||||
0.3266% representing 1 month LIBOR rate + spread | Total return of Russell 1000® Growth Index | Credit Suisse Capital LLC | 12/7/2021 | 7,382 | $ | 18,734,008 | $ | (2,115,835 | ) | |||||||||
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Direxion Daily CSI 300 China A Share Bear 1X Shares
Schedule of Investments (Unaudited)
July 31, 2021
Shares | Fair Value | |||||
SHORT TERM INVESTMENTS - 100.0% | ||||||
Money Market Funds - 100.0% | ||||||
104,877,790 | Dreyfus Government Cash Management Institutional Shares, 0.03% (a) | $ | 104,877,790 | |||
30,560,330 | Goldman Sachs Financial Square Treasury Instruments Fund Institutional Shares, 0.01% (a) | 30,560,330 | ||||
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TOTAL SHORT TERM INVESTMENTS (Cost $135,438,120) (b) | $ | 135,438,120 | ||||
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TOTAL INVESTMENTS (Cost $135,438,120) - 100.0% | $ | 135,438,120 | ||||
Liabilities in Excess of Other Assets - (0.0)% (†) | (28,169 | ) | ||||
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TOTAL NET ASSETS - 100.0% | $ | 135,409,951 | ||||
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Percentages are stated as a percent of net assets.
The geographic location of all investments is United States unless otherwise indicated.
(†) | Less than 0.05%. |
(a) | Represents annualized seven-day yield at July 31, 2021. |
(b) | All or a portion of these securities have been segregated as collateral for swap contracts. Total value of securities segregated amounted to $135,438,120. |
Short Total Return Swap Contracts (Unaudited)
July 31, 2021
Terms of Payments to be Received/(Paid) at Termination | Terms of Payments to be Paid at Termination | Counterparty | Termination Date | Contracts | Notional Amount | Unrealized Appreciation | ||||||||||||||
(5.9108)% representing 1 month LIBOR rate + spread | Total return of Deutsche Xtrackers Harvest CSI 300 China A-Shares ETF | Bank of America Merrill Lynch | 12/9/2021 | 1,087,003 | $ | 43,125,057 | $ | 1,738,430 | ||||||||||||
(1.1134)% representing 1 month LIBOR rate + spread | Total return of Deutsche Xtrackers Harvest CSI 300 China A-Shares ETF | Citibank N.A. | 12/13/2021 | 2,270,118 | 89,432,465 | 3,744,532 | ||||||||||||||
(2.4134)% representing 1 month LIBOR rate + spread | Total return of Deutsche Xtrackers Harvest CSI 300 China A-Shares ETF | J.P. Morgan | 7/29/2022 | 238,458 | 9,316,303 | 332,123 | ||||||||||||||
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$ | 141,873,825 | $ | 5,815,085 | |||||||||||||||||
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Direxion Daily S&P 500® Bear 1X Shares
Schedule of Investments (Unaudited)
July 31, 2021
Shares | Fair Value | |||||
SHORT TERM INVESTMENTS - 106.9% | ||||||
Money Market Funds - 106.9% | ||||||
88,135,560 | Dreyfus Government Cash Management Institutional Shares, 0.03% (a) | $ | 88,135,560 | |||
31,500,322 | Goldman Sachs Financial Square Treasury Instruments Fund Institutional Shares, 0.01% (a) | 31,500,322 | ||||
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TOTAL SHORT TERM INVESTMENTS (Cost $119,635,882) (b) | $ | 119,635,882 | ||||
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TOTAL INVESTMENTS (Cost $119,635,882) - 106.9% | $ | 119,635,882 | ||||
Liabilities in Excess of Other Assets - (6.9)% | (7,690,706 | ) | ||||
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TOTAL NET ASSETS - 100.0% | $ | 111,945,176 | ||||
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Percentages are stated as a percent of net assets.
The geographic location of all investments is United States unless otherwise indicated.
(a) | Represents annualized seven-day yield at July 31, 2021. |
(b) | All or a portion of these securities have been segregated as collateral for swap contracts. Total value of securities segregated amounted to $119,635,882. |
Short Total Return Swap Contracts (Unaudited)
July 31, 2021
Terms of Payments to be | Terms of Payments to be Paid at Termination | Counterparty | Termination Date | Contracts | Notional Amount | Unrealized Depreciation | ||||||||||||
0.3466 % representing 1 month LIBOR rate + spread | Total return of S&P 500® Index | Credit Suisse Capital LLC | 12/7/2021 | 25,470 | $ | 102,305,817 | $ | (9,975,676 | ) | |||||||||
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Direxion Daily CSI 300 China A Share Bull 2X Shares
Schedule of Investments (Unaudited)
July 31, 2021
Shares | Fair Value | |||||
INVESTMENT COMPANIES - 39.2% | ||||||
1,182,844 | Deutsche Xtrackers Harvest CSI 300 China A-Shares ETF (a)(b) | $ | 44,545,905 | |||
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TOTAL INVESTMENT COMPANIES (Cost $48,398,943) | $ | 44,545,905 | ||||
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SHORT TERM INVESTMENTS - 64.9% | ||||||
Money Market Funds - 64.9% | ||||||
32,421,990 | Dreyfus Government Cash Management Institutional Shares, 0.03% (c)(d) | $ | 32,421,990 | |||
41,228,471 | Goldman Sachs Financial Square Treasury Instruments Fund Institutional Shares, 0.01% (c) | 41,228,471 | ||||
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TOTAL SHORT TERM INVESTMENTS (Cost $73,650,461) | $ | 73,650,461 | ||||
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TOTAL INVESTMENTS (Cost $122,049,404) - 104.1% (e) | $ | 118,196,366 | ||||
Liabilities in Excess of Other Assets - (4.1)% | (4,634,085 | ) | ||||
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TOTAL NET ASSETS - 100.0% | $ | 113,562,281 | ||||
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Percentages are stated as a percent of net assets.
The geographic location of all investments is United States unless otherwise indicated.
(a) | Shareholders may obtain the financial statements of these investment companies at www.sec.gov. |
(b) | A portion of this security represents a security on loan. |
(c) | Represents annualized seven-day yield at July 31, 2021. |
(d) | All or a portion of this security represents an investment of securities lending collateral. |
(e) | All or a portion of these securities have been segregated as collateral for swap contracts. Total value of securities segregated amounted to $72,969,550. |
Long Total Return Swap Contracts (Unaudited)
July 31, 2021
Terms of Payments to be Received at Termination | Terms of Payments to be Paid/(Received) at Termination | Counterparty | Termination Date | Contracts | Notional Amount | Unrealized Appreciation (Depreciation) | ||||||||||||||
Total return of Deutsche Xtrackers Harvest CSI 300 China A-Shares ETF | (0.9134)% representing 1 month LIBOR rate + spread | Citibank N.A. | 12/13/2021 | 2,702,922 | $ | 105,105,283 | $ | 586,040 | ||||||||||||
Total return of Deutsche Xtrackers Harvest CSI 300 China A-Shares ETF | (5.7108)% representing 1 month LIBOR rate + spread | Bank of America Merrill Lynch | 12/13/2021 | 1,507,791 | 57,233,195 | (59,955 | ) | |||||||||||||
Total return of Deutsche Xtrackers Harvest CSI 300 China A-Shares ETF | (1.9134)% representing 1 month LIBOR rate + spread | J.P. Morgan | 7/25/2022 | 637,346 | 25,040,704 | (1,003,945 | ) | |||||||||||||
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$ | 187,379,182 | $ | (477,860 | ) | ||||||||||||||||
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Direxion Daily CSI China Internet Index Bull 2X Shares
Schedule of Investments (Unaudited)
July 31, 2021
Shares | Fair Value | |||||
INVESTMENT COMPANIES - 62.1% | ||||||
1,684,490 | KraneShares CSI China Internet ETF (a) | $ | 84,999,366 | |||
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TOTAL INVESTMENT COMPANIES (Cost $92,756,029) | $ | 84,999,366 | ||||
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SHORT TERM INVESTMENTS - 64.9% | ||||||
Money Market Funds - 64.9% | ||||||
41,998,573 | Dreyfus Government Cash Management Institutional Shares, 0.03% (b) | $ | 41,998,573 | |||
46,836,939 | Goldman Sachs Financial Square Treasury Instruments Fund Institutional Shares, 0.01% (b) | 46,836,939 | ||||
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TOTAL SHORT TERM INVESTMENTS (Cost $88,835,512) | $ | 88,835,512 | ||||
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TOTAL INVESTMENTS (Cost $181,591,541) - 127.0% (c) | $ | 173,834,878 | ||||
Liabilities in Excess of Other Assets - (27.0)% | (37,018,152 | ) | ||||
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TOTAL NET ASSETS - 100.0% | $ | 136,816,726 | ||||
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Percentages are stated as a percent of net assets.
The geographic location of all investments is United States unless otherwise indicated.
(a) | Shareholders may obtain the financial statements of these investment companies at www.sec.gov. |
(b) | Represents annualized seven-day yield at July 31, 2021. |
(c) | All or a portion of these securities have been segregated as collateral for swap contracts. Total value of securities segregated amounted to $110,538,913. |
Long Total Return Swap Contracts (Unaudited)
July 31, 2021
Terms of Payments to be | Terms of Payments to be | Counterparty | Termination Date | Contracts | Notional Amount | Unrealized Depreciation | ||||||||||||
Total return of KraneShares CSI China Internet ETF | 0.2866% representing 1 month LIBOR rate + spread | UBS Securities LLC | 12/9/2021 | 1,780,029 | $ | 105,883,309 | $ | (16,081,607 | ) | |||||||||
Total return of KraneShares CSI China Internet ETF | 0.7366% representing 1 month LIBOR rate + spread | Citibank N.A. | 12/13/2021 | 803,517 | 63,059,072 | (22,682,614 | ) | |||||||||||
Total return of KraneShares CSI China Internet ETF | (0.9134)% representing 1 month LIBOR rate + spread | BNP Paribas | 10/19/2022 | 114,521 | 8,567,316 | (2,762,174 | ) | |||||||||||
Total return of KraneShares CSI China Internet ETF | (0.9134)% representing 1 month LIBOR rate + spread | BNP Paribas | 11/16/2022 | 218,927 | 15,650,946 | (4,570,191 | ) | |||||||||||
Total return of KraneShares CSI China Internet ETF | (0.9134)% representing 1 month LIBOR rate + spread | BNP Paribas | 12/21/2022 | 381,305 | 26,545,084 | (7,254,665 | ) | |||||||||||
Total return of KraneShares CSI China Internet ETF | 0.6458% representing 1 month LIBOR rate + spread | Bank of America Merrill Lynch | 2/23/2023 | 440,000 | 23,104,620 | (903,463 | ) | |||||||||||
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$ | 242,810,347 | $ | (54,254,714 | ) | ||||||||||||||
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Direxion Daily S&P 500® Bull 2X Shares
Schedule of Investments (Unaudited)
July 31, 2021
Shares | Fair Value | |||||
INVESTMENT COMPANIES - 98.3% | ||||||
75,810 | iShares Core S&P 500 ETF (a) | $ | 33,386,724 | |||
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TOTAL INVESTMENT COMPANIES (Cost $23,849,303) | $ | 33,386,724 | ||||
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SHORT TERM INVESTMENTS - 0.1% | ||||||
Money Market Funds - 0.1% | ||||||
7,086 | Dreyfus Government Cash Management Institutional Shares, 0.03% (b) | $ | 7,086 | |||
13,148 | Goldman Sachs Financial Square Treasury Instruments Fund Institutional Shares, 0.01% (b) | 13,148 | ||||
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TOTAL SHORT TERM INVESTMENTS (Cost $20,234) | $ | 20,234 | ||||
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TOTAL INVESTMENTS (Cost $23,869,537) - 98.4% (c) | $ | 33,406,958 | ||||
Other Assets in Excess of Liabilities - 1.6% | 551,675 | |||||
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TOTAL NET ASSETS - 100.0% | $ | 33,958,633 | ||||
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Percentages are stated as a percent of net assets.
The geographic location of all investments is United States unless otherwise indicated.
(a) | Shareholders may obtain the financial statements of these investment companies at www.sec.gov. |
(b) | Represents annualized seven-day yield at July 31, 2021. |
(c) | All or a portion of these securities have been segregated as collateral for swap contracts. Total value of securities segregated amounted to $11,948,908. |
Long Total Return Swap Contracts (Unaudited)
July 31, 2021
Terms of Payments to be Received at Termination | Terms of Payments to be Paid at Termination | Counterparty | Termination Date | Contracts | Notional Amount | Unrealized Appreciation | ||||||||||||
Total return of S&P 500® Index | 0.5866 % representing 1 month LIBOR rate + spread | Credit Suisse Capital LLC | 12/7/2021 | 4,216 | $ | 17,657,771 | $ | 896,502 | ||||||||||
Total return of S&P 500® Index | 0.7066 % representing 1 month LIBOR rate + spread | UBS Securities LLC | 12/13/2021 | 3,640 | 15,263,916 | 765,791 | ||||||||||||
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$ | 32,921,687 | $ | 1,662,293 | |||||||||||||||
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Direxion Daily Latin America Bull 2X Shares
Schedule of Investments (Unaudited)
July 31, 2021
Shares | Fair Value | |||||
INVESTMENT COMPANIES - 22.1% | ||||||
142,123 | iShares Latin America 40 ETF (a) | $ | 4,221,053 | |||
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TOTAL INVESTMENT COMPANIES (Cost $4,550,778) | $ | 4,221,053 | ||||
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SHORT TERM INVESTMENTS - 87.9% | ||||||
Money Market Funds - 87.9% | ||||||
12,961,940 | Dreyfus Government Cash Management Institutional Shares, 0.03% (b) | $ | 12,961,940 | |||
1,870,000 | Goldman Sachs Financial Square Government Fund Institutional Shares, 0.03% (b) | 1,870,000 | ||||
1,958,721 | Goldman Sachs Financial Square Treasury Instruments Fund Institutional Shares, 0.01% (b) | 1,958,721 | ||||
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TOTAL SHORT TERM INVESTMENTS (Cost $16,790,661) | $ | 16,790,661 | ||||
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TOTAL INVESTMENTS (Cost $21,341,439) - 110.0% (c) | $ | 21,011,714 | ||||
Liabilities in Excess of Other Assets - (10.0)% | (1,904,836 | ) | ||||
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TOTAL NET ASSETS - 100.0% | $ | 19,106,878 | ||||
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Percentages are stated as a percent of net assets.
The geographic location of all investments is United States unless otherwise indicated.
(a) | Shareholders may obtain the financial statements of these investment companies at www.sec.gov. |
(b) | Represents annualized seven-day yield at July 31, 2021. |
(c) | All or a portion of these securities have been segregated as collateral for swap contracts. Total value of securities segregated amounted to $18,474,740. |
Long Total Return Swap Contracts (Unaudited)
July 31, 2021
Terms of Payments to be Received at Termination | Terms of Payments to be Paid at Termination | Counterparty | Termination Date | Contracts | Notional Amount | Unrealized Appreciation (Depreciation) | ||||||||||||
Total return of iShares Latin America 40 ETF | 0.7866 % representing 1 month LIBOR rate + spread | Credit Suisse Capital LLC | 12/7/2021 | 118,207 | $ | 3,348,912 | $ | 193,326 | ||||||||||
Total return of iShares Latin America 40 ETF | 0.6866 % representing 1 month LIBOR rate + spread | Barclays | 12/13/2021 | 235,908 | 7,567,832 | (480,031 | ) | |||||||||||
Total return of iShares Latin America 40 ETF | 0.3366 % representing 1 month LIBOR rate + spread | BNP Paribas | 1/19/2022 | 298,664 | 8,909,147 | 113,539 | ||||||||||||
Total return of iShares Latin America 40 ETF | 0.3366 % representing 1 month LIBOR rate + spread | BNP Paribas | 1/19/2022 | 44,630 | 1,359,685 | (20,072 | ) | |||||||||||
Total return of iShares Latin America 40 ETF | 0.3366 % representing 1 month LIBOR rate + spread | BNP Paribas | 4/20/2022 | 64,397 | 1,830,885 | 104,110 | ||||||||||||
Total return of iShares Latin America 40 ETF | 0.3366 % representing 1 month LIBOR rate + spread | BNP Paribas | 5/18/2022 | 128,780 | 3,768,862 | 101,297 | ||||||||||||
Total return of iShares Latin America 40 ETF | 0.3366 % representing 1 month LIBOR rate + spread | BNP Paribas | 6/15/2022 | 20,862 | 618,500 | 8,596 | ||||||||||||
Total return of iShares Latin America 40 ETF | 0.4866 % representing 1 month LIBOR rate + spread | J.P. Morgan | 8/8/2022 | 233,119 | 7,216,201 | (294,341 | ) | |||||||||||
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$ | 34,620,024 | $ | (273,576 | ) | ||||||||||||||
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Direxion Daily MSCI Brazil Bull 2X Shares
Schedule of Investments (Unaudited)
July 31, 2021
Shares | Fair Value | |||||
INVESTMENT COMPANIES - 57.8% | ||||||
2,633,612 | iShares MSCI Brazil Capped ETF (a)(b) | $ | 98,497,089 | |||
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TOTAL INVESTMENT COMPANIES (Cost $102,896,602) | $ | 98,497,089 | ||||
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SHORT TERM INVESTMENTS - 92.0% | ||||||
Money Market Funds - 92.0% | ||||||
156,877,236 | Dreyfus Government Cash Management Institutional Shares, 0.03% (c)(d) | $ | 156,877,236 | |||
1,613 | Goldman Sachs Financial Square Treasury Instruments Fund Institutional Shares, 0.01% (c) | 1,613 | ||||
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TOTAL SHORT TERM INVESTMENTS (Cost $156,878,849) | $ | 156,878,849 | ||||
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TOTAL INVESTMENTS (Cost $259,775,451) - 149.8% (e) | $ | 255,375,938 | ||||
Liabilities in Excess of Other Assets - (49.8)% | (84,934,859 | ) | ||||
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TOTAL NET ASSETS - 100.0% | $ | 170,441,079 | ||||
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Percentages are stated as a percent of net assets.
The geographic location of all investments is United States unless otherwise indicated.
(a) | Shareholders may obtain the financial statements of these investment companies at www.sec.gov. |
(b) | A portion of this security represents a security on loan. |
(c) | Represents annualized seven-day yield at July 31, 2021. |
(d) | All or a portion of this security represents an investment of securities lending collateral. |
(e) | All or a portion of these securities have been segregated as collateral for swap contracts. Total value of securities segregated amounted to $91,361,008. |
Long Total Return Swap Contracts (Unaudited)
July 31, 2021
Terms of Payments to be Received at Termination | Terms of Payments to be Paid at Termination | Counterparty | Termination Date | Contracts | Notional Amount | Unrealized Appreciation (Depreciation) | ||||||||||||
Total return of iShares MSCI Brazil Capped ETF | 0.8866 % representing 1 month LIBOR rate + spread | UBS Securities LLC | 12/13/2021 | 3,800,377 | $ | 153,492,436 | $ | (11,487,503 | ) | |||||||||
Total return of iShares MSCI Brazil Capped ETF | 0.6366 % representing 1 month LIBOR rate + spread | BNP Paribas | 5/18/2022 | 2,316,957 | 82,947,061 | 7,002,773 | ||||||||||||
Total return of iShares MSCI Brazil Capped ETF | 0.6366 % representing 1 month LIBOR rate + spread | BNP Paribas | 6/15/2022 | 363,757 | 13,715,442 | 100,262 | ||||||||||||
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$ | 250,154,939 | $ | (4,384,468 | ) | ||||||||||||||
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Direxion Daily MSCI India Bull 2X Shares
Schedule of Investments (Unaudited)
July 31, 2021
Shares | Fair Value | |||||
INVESTMENT COMPANIES - 28.0% | ||||||
556,299 | iShares MSCI India ETF (a) | $ | 24,861,002 | |||
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TOTAL INVESTMENT COMPANIES (Cost $23,451,196) | $ | 24,861,002 | ||||
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SHORT TERM INVESTMENTS - 71.9% | ||||||
Money Market Funds - 71.9% | ||||||
54,822,250 | Dreyfus Government Cash Management Institutional Shares, 0.03% (b) | $ | 54,822,250 | |||
9,166,587 | Goldman Sachs Financial Square Treasury Instruments Fund Institutional Shares, 0.01% (b) | 9,166,587 | ||||
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TOTAL SHORT TERM INVESTMENTS (Cost $63,988,837) | $ | 63,988,837 | ||||
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TOTAL INVESTMENTS (Cost $87,440,033) - 99.9% (c) | $ | 88,849,839 | ||||
Other Assets in Excess of Liabilities - 0.01% | 57,299 | |||||
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TOTAL NET ASSETS - 100.0% | $ | 88,907,138 | ||||
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|
Percentages are stated as a percent of net assets.
The geographic location of all investments is United States unless otherwise indicated.
(a) | Shareholders may obtain the financial statements of these investment companies at www.sec.gov. |
(b) | Represents annualized seven-day yield at July 31, 2021. |
(c) | All or a portion of these securities have been segregated as collateral for swap contracts. Total value of securities segregated amounted to $63,988,837. |
Long Total Return Swap Contracts (Unaudited)
July 31, 2021
Terms of Payments to be Received at Termination | Terms of Payments to be Paid at Termination | Counterparty | Termination Date | Contracts | Notional Amount | Unrealized Appreciation | ||||||||||||
Total return of iShares MSCI India ETF | 0.8366% representing 1 month LIBOR rate + spread | UBS Securities LLC | 12/13/2021 | 1,283,479 | $ | 53,186,057 | $ | 4,135,397 | ||||||||||
Total return of iShares MSCI India ETF | 0.5866% representing 1 month LIBOR rate + spread | J.P. Morgan | 12/15/2021 | 1,091,282 | 45,829,799 | 2,925,623 | ||||||||||||
Total return of iShares MSCI India ETF | 0.5866% representing 1 month LIBOR rate + spread | BNP Paribas | 7/20/2022 | 1,021,861 | 45,470,362 | 163,812 | ||||||||||||
Total return of iShares MSCI India ETF | 0.5866% representing 1 month LIBOR rate + spread | BNP Paribas | 8/17/2022 | 25,908 | 1,150,069 | 7,633 | ||||||||||||
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$ | 145,636,287 | $ | 7,232,465 | |||||||||||||||
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Direxion Daily Russia Bull 2X Shares
Schedule of Investments (Unaudited)
July 31, 2021
Shares | Fair Value | |||||
INVESTMENT COMPANIES - 45.4% | ||||||
1,017,390 | VanEck VectorsTM Russia ETF (a) | $ | 29,270,311 | |||
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TOTAL INVESTMENT COMPANIES (Cost $27,456,876) | $ | 29,270,311 | ||||
|
| |||||
SHORT TERM INVESTMENTS - 54.4% | ||||||
Money Market Funds - 54.4% | ||||||
28,368,320 | Dreyfus Government Cash Management Institutional Shares, 0.03% (b) | $ | 28,368,320 | |||
6,754,991 | Goldman Sachs Financial Square Treasury Instruments Fund Institutional Shares, 0.01% (b) | 6,754,991 | ||||
|
| |||||
TOTAL SHORT TERM INVESTMENTS (Cost $35,123,311) (c) | $ | 35,123,311 | ||||
|
| |||||
TOTAL INVESTMENTS (Cost $62,580,187) - 99.8% | $ | 64,393,622 | ||||
Other Assets in Excess of Liabilities - 0.2% | 125,090 | |||||
|
| |||||
TOTAL NET ASSETS - 100.0% | $ | 64,518,712 | ||||
|
|
Percentages are stated as a percent of net assets.
The geographic location of all investments is United States unless otherwise indicated.
(a) | Shareholders may obtain the financial statements of these investment companies at www.sec.gov. |
(b) | Represents annualized seven-day yield at July 31, 2021. |
(c) | All or a portion of these securities have been segregated as collateral for swap contracts. Total value of securities segregated amounted to $35,123,311. |
Long Total Return Swap Contracts (Unaudited)
July 31, 2021
Terms of Payments to be Received at Termination | Terms of Payments to be Paid at Termination | Counterparty | Termination Date | Contracts | Notional Amount | Unrealized Appreciation (Depreciation) | ||||||||||||
Total return of VanEck VectorsTM Russia ETF | 0.7393% representing 1 month LIBOR rate + spread | Bank of America Merrill Lynch | 12/9/2021 | 1,287,575 | $ | 32,980,820 | $ | 3,974,395 | ||||||||||
Total return of VanEck VectorsTM Russia ETF | 1.0366% representing 1 month LIBOR rate + spread | UBS Securities LLC | 12/9/2021 | 211,533 | 6,037,698 | 47,229 | ||||||||||||
Total return of VanEck VectorsTM Russia ETF | 0.5666% representing 1 month LIBOR rate + spread | BNP Paribas | 6/15/2022 | 1,920,838 | 52,477,294 | 2,724,748 | ||||||||||||
Total return of VanEck VectorsTM Russia ETF | 0.5666% representing 1 month LIBOR rate + spread | BNP Paribas | 7/20/2022 | 47,799 | 1,378,459 | (3,735 | ) | |||||||||||
|
|
|
| |||||||||||||||
$ | 92,874,271 | $ | 6,742,637 | |||||||||||||||
|
|
|
|
Direxion Daily 5G Communications Bull 2X Shares
Schedule of Investments (Unaudited)
July 31, 2021
Shares | Fair Value | |||||
COMMON STOCKS - 82.2% | ||||||
Broadcasting (except Internet) - 2.5% | ||||||
661 | Altice USA, Inc. (a) | $ | 20,313 | |||
118 | Charter Communications, Inc. (a) | 87,798 | ||||
450 | Rogers Communications, Inc. ADR (Canada) | 22,963 | ||||
|
| |||||
131,074 | ||||||
|
| |||||
Computer and Electronic Product Manufacturing - 41.2% | ||||||
1,023 | ADTRAN, Inc. | 22,925 | ||||
2,626 | Advanced Micro Devices, Inc. (a) | 278,855 | ||||
1,076 | Airgain, Inc. (a) | 19,637 | ||||
987 | Analog Devices, Inc. | 165,244 | ||||
330 | Apple, Inc. | 48,134 | ||||
117 | Arista Networks, Inc. (a) | 44,506 | ||||
91 | Broadcom, Inc. | 44,171 | ||||
518 | Calix, Inc. (a) | 24,232 | ||||
2,374 | Casa Sys., Inc. (a) | 17,829 | ||||
5,733 | Ceragon Networks Ltd. ADR (Israel) (a) | 22,932 | ||||
777 | Cisco Systems, Inc. | 43,023 | ||||
524 | Clearfield, Inc. (a) | 22,804 | ||||
960 | Comtech Telecommunications Corp. | 23,971 | ||||
569 | CTS Corp. | 19,909 | ||||
404 | Dell Technologies, Inc. (a) | 39,034 | ||||
1,058 | DZS, Inc. (a) | 20,896 | ||||
2,119 | EMCORE Corp. (a) | 18,520 | ||||
2,054 | Infinera Corp. (a) | 20,355 | ||||
737 | Intel Corp. | 39,592 | ||||
292 | InterDigital, Inc. | 19,240 | ||||
857 | Keysight Technologies, Inc. (a) | 141,019 | ||||
546 | Lattice Semiconductor Corp. (a) | 30,986 | ||||
270 | Lumentum Holdings, Inc. (a) | 22,677 | ||||
377 | MACOM Technology Solutions Holdings, Inc. (a) | 23,268 | ||||
1,697 | Marvell Technology, Inc. | 102,685 | ||||
623 | Maxim Integrated Products, Inc. | 62,244 | ||||
587 | MaxLinear, Inc. (a) | 28,311 | ||||
1,986 | NeoPhotonics Corp. (a) | 19,264 | ||||
240 | NVIDIA Corp. | 46,798 | ||||
689 | NXP Semiconductors NV ADR (Netherlands) | 142,203 | ||||
326 | Qorvo, Inc. (a) | 61,806 | ||||
1,580 | Qualcomm, Inc. | 236,684 | ||||
719 | Radware Ltd. ADR (Israel) (a) | 23,173 | ||||
5,603 | Resonant, Inc. (a)(b) | 17,089 | ||||
1,337 | Sierra Wireless, Inc. ADR (Canada) (a) | 25,858 | ||||
490 | Silicom Ltd. ADR (Israel) (a) | 21,996 | ||||
471 | Skyworks Solutions, Inc. | 86,904 | ||||
1,317 | Viavi Solutions, Inc. (a) | 21,981 | ||||
702 | Xilinx, Inc. | 105,188 | ||||
|
| |||||
2,175,943 | ||||||
|
| |||||
Data Processing, Hosting and Related Services - 1.2% | ||||||
492 | CSG Systems International, Inc. | 22,317 | ||||
270 | CyrusOne, Inc. | 19,243 | ||||
276 | QTS Realty Trust, Inc. Class A | 21,448 | ||||
|
| |||||
63,008 | ||||||
|
| |||||
Electrical Equipment, Appliance, and Component Manufacturing - 0.4% | ||||||
108 | IPG Photonics Corp. (a) | 23,561 | ||||
|
| |||||
Lessors of Nonfinancial Intangible Assets (except Copyrighted Works) - 0.5% | ||||||
496 | CEVA, Inc. (a) | 24,621 | ||||
|
| |||||
Machinery Manufacturing - 0.4% | ||||||
307 | II-VI, Inc. (a) | 21,432 | ||||
|
| |||||
Management of Companies and Enterprises - 0.5% | ||||||
5,825 | Telefonica S A ADR (Spain) | 26,737 | ||||
|
| |||||
Miscellaneous Store Retailers - 2.3% | ||||||
2,208 | Verizon Communications, Inc. | 123,162 | ||||
|
| |||||
Nonmetallic Mineral Product Manufacturing - 0.5% | ||||||
688 | Corning, Inc. | 28,800 | ||||
|
| |||||
Nonstore Retailers - 0.8% | ||||||
13 | Amazon.com, Inc. (a) | 43,259 | ||||
|
| |||||
Professional, Scientific, and Technical Services - 7.7% | ||||||
2,063 | A10 Networks, Inc. (a) | 26,345 | ||||
847 | Amdocs Ltd. | 65,312 | ||||
964 | Ciena Corp. (a) | 56,047 | ||||
1,902 | Extreme Networks, Inc. (a) | 20,941 | ||||
348 | F5 Networks, Inc. (a) | 71,866 | ||||
2,092 | Inseego Corp. (a)(b) | 18,179 | ||||
1,035 | Juniper Networks, Inc. | 29,125 | ||||
677 | Maxar Technologies, Inc. | 24,555 | ||||
712 | NetScout Systems, Inc. (a) | 20,477 | ||||
2,674 | Ribbon Communications, Inc. (a) | 18,477 | ||||
70 | Ubiquiti, Inc. | 21,917 | ||||
223 | VMware, Inc. (a) | 34,284 | ||||
|
| |||||
407,525 | ||||||
|
| |||||
Publishing Industries (except Internet) - 4.2% | ||||||
1,015 | Akamai Technologies, Inc. (a) | 121,719 | ||||
2,084 | Akoustis Technologies, Inc. (a) | 20,173 | ||||
2,453 | Hewlett Packard Enterprise Co. | 35,568 | ||||
6,565 | Limelight Networks, Inc. (a) | 18,448 | ||||
620 | National Instruments Corp. | 27,348 | ||||
|
| |||||
223,256 | ||||||
|
| |||||
Real Estate - 5.0% | ||||||
413 | American Tower Corp. | 116,796 | ||||
159 | CoreSite Realty Corp. | 21,975 | ||||
394 | Crown Castle International Corp. | 76,078 | ||||
183 | Digital Realty Trust, Inc. | 28,211 | ||||
1,938 | Uniti Group, Inc. | 22,694 | ||||
|
| |||||
265,754 | ||||||
|
| |||||
Securities, Commodity Contracts, and Other Financial Investments and Related Activities - 0.8% | ||||||
1,054 | CommScope Holding Co., Inc. (a) | 22,303 | ||||
298 | GDS Holdings Ltd. ADR (China) (a)(b) | 17,570 | ||||
|
| |||||
39,873 | ||||||
|
|
Telecommunications - 14.2% | ||||||
4,342 | AT&T, Inc. | 121,793 | ||||
938 | BCE, Inc. ADR (Canada) | 46,816 | ||||
444 | Cambium Networks Corp. (a) | 19,558 | ||||
82 | Equinix, Inc. | 67,274 | ||||
10,308 | Ericsson ADR (Sweden) | 118,851 | ||||
1,450 | KT Corp. ADR (South Korea) (a) | 20,866 | ||||
1,484 | Lumen Technologies, Inc. | 18,505 | ||||
18,927 | Nokia Corp. ADR (Finland) (a) | 115,076 | ||||
2,151 | Orange ADR (France) | 23,984 | ||||
93 | SBA Communications Corp. | 31,712 | ||||
700 | SK Telecom Ltd. ADR (South Korea) (a) | 20,349 | ||||
682 | T-Mobile US, Inc. (a) | 98,222 | ||||
2,816 | Vodafone Group PLC ADR (England) | 45,985 | ||||
|
| |||||
748,991 | ||||||
|
| |||||
TOTAL COMMON STOCKS (Cost $4,209,436) | $ | 4,346,996 | ||||
|
| |||||
TOTAL INVESTMENTS (Cost $4,209,436) - 82.2% (c) | $ | 4,346,996 | ||||
Other Assets in Excess of Liabilities - 17.8% | 938,241 | |||||
|
| |||||
TOTAL NET ASSETS - 100.0% | $ | 5,285,237 | ||||
|
|
Percentages are stated as a percent of net assets.
The geographic location of all investments is United States unless otherwise indicated.
(a) | Non-income producing security. |
(b) | A portion of this security represents a security on loan. |
(c) | All or a portion of these securities have been segregated as collateral for swap contracts. Total value of securities segregated amounted to $2,283,429. |
ADR - American Depository Receipt
Long Total Return Swap Contracts (Unaudited)
July 31, 2021
Terms of Payments to be Received at Termination | Terms of Payments to be Paid at Termination | Counterparty | Termination Date | Contracts | Notional Amount | Unrealized Appreciation | ||||||||||||||
Total return of BlueStar® 5G Communications Index | 0.5866% representing 1 month LIBOR rate + spread | Barclays | 12/15/2021 | 30,602 | $ | 6,063,631 | $ | 171,607 | ||||||||||||
|
|
|
|
Direxion Daily Cloud Computing Bull 2X Shares
Schedule of Investments (Unaudited)
July 31, 2021
Shares | Fair Value | |||||
COMMON STOCKS - 67.4% | ||||||
Administrative and Support Services - 3.0% | ||||||
1,262 | Alarm.com, Inc. (a) | $ | 105,024 | |||
1,950 | Atlassian Corp. PLC ADR (United Kingdom) (a) | 633,984 | ||||
2,534 | nCino, Inc. (a) | 161,086 | ||||
|
| |||||
900,094 | ||||||
|
| |||||
Ambulatory Health Care Services - 0.1% | ||||||
647 | Tabula Rasa HealthCare, Inc. (a) | 27,795 | ||||
|
| |||||
Computer and Electronic Product Manufacturing - 0.1% | ||||||
1,066 | Radware Ltd. (Israel) ADR (a) | 34,357 | ||||
|
| |||||
Data Processing, Hosting and Related Services - 3.1% | ||||||
1,839 | Five9, Inc. (a) | 370,172 | ||||
1,019 | Inovalon Holdings, Inc (a) | 38,600 | ||||
1,967 | RingCentral, Inc. (a) | 525,720 | ||||
|
| |||||
934,492 | ||||||
|
| |||||
Heavy and Civil Engineering Construction - 0.5% | ||||||
1,407 | BlackLine, Inc. (a) | 160,947 | ||||
|
| |||||
Professional, Scientific, and Technical Services - 14.0% | ||||||
2,005 | 2U, Inc. (a) | 87,017 | ||||
3,708 | Anaplan, Inc (a) | 212,098 | ||||
1,741 | LivePerson, Inc. (a) | 110,884 | ||||
1,609 | Mimecast Ltd. ADR (United Kingdom) (a) | 89,380 | ||||
900 | Model N, Inc. (a) | 29,133 | ||||
5,051 | Nutanix, Inc. (a) | 181,937 | ||||
1,066 | Paylocity Holding Corp. (a) | 221,152 | ||||
1,576 | Proofpoint, Inc. (a) | 275,264 | ||||
1,105 | PROS Holdings Inc. (a) | 47,979 | ||||
6,985 | SAP SE ADR (Germany) | 1,003,884 | ||||
1,792 | ServiceNow, Inc. (a) | 1,053,499 | ||||
1,092 | Snowflake, Inc. (a) | 290,166 | ||||
1,707 | Unisys Corp. (a) | 38,152 | ||||
600 | VMware, Inc. (a)(b) | 92,244 | ||||
2,168 | Zscaler, Inc. (a) | 511,453 | ||||
|
| |||||
4,244,242 | ||||||
|
| |||||
Publishing Industries (except Internet) - 43.0% | ||||||
3,191 | ACI Worldwide, Inc. (a) | 109,451 | ||||
1,873 | Adobe Systems, Inc. (a) | 1,164,313 | ||||
4,464 | Akamai Technologies, Inc. (a) | 535,323 | ||||
271 | AppFolio, Inc. (a) | 38,374 | ||||
3,214 | Autodesk, Inc. (a) | 1,032,112 | ||||
2,183 | Bill.com Holdings, Inc. (a) | 451,488 | ||||
1,192 | Blackbaud, Inc. (a) | 85,025 | ||||
4,328 | Box, Inc. (a) | 103,526 | ||||
1,712 | C3 AI, Inc. (a) | 86,199 | ||||
2,017 | Coupa Software, Inc. (a) | 437,689 | ||||
4,659 | CrowdStrike Holdings, Inc. (a) | 1,181,569 | ||||
4,263 | DocuSign, Inc. (a) | 1,270,544 | ||||
6,718 | Dropbox, Inc. (a) | 211,550 | ||||
1,002 | Everbridge, Inc. (a) | 141,502 | ||||
4,030 | Medallia, Inc. (a) | 136,496 | ||||
125 | MicroStrategy, Inc. Class A (a) | 78,251 | ||||
12,657 | Oracle Corp. | 1,102,931 | ||||
1,408 | Paycom Software, Inc. (a) | 563,200 | ||||
943 | Qualys, Inc. (a) | 95,771 | ||||
4,037 | Salesforce.com, Inc. (a) | 976,671 | ||||
989 | SPS Commerce, Inc. (a) | 107,752 | ||||
2,590 | Twilio, Inc. (a) | 967,598 | ||||
707 | Upland Software, Inc. (a) | 25,452 | ||||
3,325 | Veeva Systems, Inc. (a) | 1,106,261 | ||||
3,437 | Workday, Inc. (a) | 805,633 | ||||
906 | Workiva Inc. (a) | 117,572 | ||||
2,717 | Zuora, Inc. (a) | 46,977 | ||||
|
| |||||
12,979,230 | ||||||
|
| |||||
Telecommunications - 3.6% | ||||||
2,877 | 8x8 Inc. (a) | 73,536 | ||||
2,686 | Zoom Video Communications, Inc. (a) | 1,015,578 | ||||
|
| |||||
1,089,114 | ||||||
|
| |||||
TOTAL COMMON STOCKS (Cost $18,349,287) | $ | 20,370,271 | ||||
|
| |||||
SHORT TERM INVESTMENTS - 16.1% | ||||||
Money Market Funds - 16.1% | ||||||
51,285 | Dreyfus Government Cash Management Institutional Shares, 0.03% (c)(d) | $ | 51,285 | |||
868,000 | Goldman Sachs Financial Square Government Fund Institutional Shares, 0.03% (c) | 868,000 | ||||
3,955,841 | Goldman Sachs Financial Square Treasury Instruments Fund Institutional Shares, 0.01% (c) | 3,955,841 | ||||
|
| |||||
TOTAL SHORT TERM INVESTMENTS (Cost $4,875,126) | $ | 4,875,126 | ||||
|
| |||||
TOTAL INVESTMENTS (Cost $23,224,413) - 83.5% (e) | $ | 25,245,397 | ||||
Other Assets in Excess of Liabilities - 16.5% | 4,969,112 | |||||
|
| |||||
TOTAL NET ASSETS - 100.0% | $ | 30,214,509 | ||||
|
|
Percentages are stated as a percent of net assets.
The geographic location of all investments is United States unless otherwise indicated.
(a) | Non-income producing security. |
(b) | A portion of this security represents a security on loan. |
(c) | Represents annualized seven-day yield at July 31, 2021. |
(d) | All or a portion of this security represents an investment of securities lending collateral. |
(e) | All or a portion of these securities have been segregated as collateral for swap contracts. Total value of securities segregated amounted to $4,823,841. |
ADR - American Depository Receipt
Long Total Return Swap Contracts (Unaudited)
July 31, 2021
Terms of Payments to be Received at Termination | Terms of Payments to be Paid at Termination | Counterparty | Termination Date | Contracts | Notional Amount | Unrealized Appreciation | ||||||||||||||
Total return of Indxx USA Cloud Computing Index | 0.4866% representing 1 month LIBOR rate + spread | Barclays | 12/9/2021 | 15,513 | $ | 17,819,972 | $ | 2,190,526 | ||||||||||||
Total return of Indxx USA Cloud Computing Index | 0.2393% representing 1 month LIBOR rate + spread | Bank of America Merrill Lynch | 12/9/2021 | 15,529 | 19,721,348 | 317,783 | ||||||||||||||
|
|
|
| |||||||||||||||||
$ | 37,541,320 | $ | 2,508,309 | |||||||||||||||||
|
|
|
|
Direxion Daily Cloud Computing Bear 2X Shares
Schedule of Investments (Unaudited)
July 31, 2021
Shares | Fair Value | |||||
SHORT TERM INVESTMENTS - 63.9% | ||||||
Money Market Funds - 63.9% | ||||||
490,000 | Goldman Sachs Financial Square Government Fund Institutional Shares, 0.03% (a) | $ | 490,000 | |||
8,690,274 | Goldman Sachs Financial Square Treasury Instruments Fund Institutional Shares, 0.01% (a) | 8,690,274 | ||||
|
| |||||
TOTAL SHORT TERM INVESTMENTS (Cost $9,180,274) (b) | $ | 9,180,274 | ||||
|
| |||||
TOTAL INVESTMENTS (Cost $9,180,274) - 63.9% | $ | 9,180,274 | ||||
Other Assets in Excess of Liabilities - 36.1% | 5,185,119 | |||||
|
| |||||
TOTAL NET ASSETS - 100.0% | $ | 14,365,393 | ||||
|
|
Percentages are stated as a percent of net assets.
The geographic location of all investments is United States unless otherwise indicated.
(a) | Represents annualized seven-day yield at July 31, 2021. |
(b) | All or a portion of these securities have been segregated as collateral for swap contracts. Total value of securities segregated amounted to $9,180,274. |
Short Total Return Swap Contracts (Unaudited)
July 31, 2021
Terms of Payments to be Received/(Paid) at Termination | Terms of Payments to be Paid at Termination | Counterparty | Termination Date | Contracts | Notional Amount | Unrealized Depreciation | ||||||||||||||
(0.0608)% representing 1 month LIBOR rate + spread | Total return of Indxx USA Cloud Computing Index | Bank of America Merrill Lynch | 12/9/2021 | 20,120 | $ | 23,385,920 | $ | (2,662,689 | ) | |||||||||||
0.1866% representing 1 month LIBOR rate + spread | Total return of Indxx USA Cloud Computing Index | Barclays | 12/15/2021 | 2,144 | 2,591,490 | (175,282 | ) | |||||||||||||
|
|
|
| |||||||||||||||||
$ | 25,977,410 | $ | (2,837,971 | ) | ||||||||||||||||
|
|
|
|
Direxion Daily Energy Bull 2X Shares
Schedule of Investments (Unaudited)
July 31, 2021
Shares | Fair Value | |||||
COMMON STOCKS - 74.3% | ||||||
Gasoline Stations - 15.9% | ||||||
875,642 | Chevron Corp. | $ | 89,149,112 | |||
|
| |||||
Machinery Manufacturing - 1.9% | ||||||
361,034 | Baker Hughes, a GE Co. | 7,668,362 | ||||
193,883 | NOV, Inc. (a) | 2,677,524 | ||||
|
| |||||
10,345,886 | ||||||
|
| |||||
Oil and Gas Extraction - 11.3% | ||||||
187,600 | APA Corp. | 3,517,500 | ||||
198,365 | Cabot Oil & Gas Corp. | 3,173,840 | ||||
295,649 | Devon Energy Corp. | 7,639,570 | ||||
244,914 | EOG Resources, Inc. | 17,844,434 | ||||
391,179 | Marathon Oil Corp. | 4,533,765 | ||||
416,949 | Occidental Petroleum Corp. | 10,882,369 | ||||
217,326 | Phillips 66 | 15,958,248 | ||||
|
| |||||
63,549,726 | ||||||
|
| |||||
Petroleum and Coal Products Manufacturing - 26.6% | ||||||
348,937 | ConocoPhillips | 19,561,408 | ||||
1,720,318 | Exxon Mobil Corp. | 99,038,707 | ||||
316,189 | Marathon Petroleum Corp. | 17,459,957 | ||||
202,879 | Valero Energy Corp. | 13,586,807 | ||||
|
| |||||
149,646,879 | ||||||
|
| |||||
Pipeline Transportation - 2.7% | ||||||
602,913 | Williams Companies, Inc. | 15,102,971 | ||||
|
| |||||
Support Activities for Mining - 10.9% | ||||||
89,835 | Diamondback Energy, Inc. | 6,928,973 | ||||
441,592 | Halliburton Co. | 9,132,123 | ||||
136,239 | Hess Corp. | 10,414,109 | ||||
115,028 | Pioneer Natural Resources Co. | 16,721,620 | ||||
633,519 | Schlumberger Ltd. ADR | 18,264,353 | ||||
|
| |||||
61,461,178 | ||||||
|
| |||||
Utilities - 5.0% | ||||||
966,617 | Kinder Morgan, Inc. | 16,799,803 | ||||
221,132 | ONEOK, Inc. | 11,492,230 | ||||
|
| |||||
28,292,033 | ||||||
|
| |||||
TOTAL COMMON STOCKS (Cost $375,789,054) | $ | 417,547,785 | ||||
|
| |||||
SHORT TERM INVESTMENTS - 31.1% | ||||||
Money Market Funds - 31.1% | ||||||
139,464,371 | Dreyfus Government Cash Management Institutional Shares, 0.03% (b) | $ | 139,464,371 | |||
16,530,000 | Goldman Sachs Financial Square Government Fund Institutional Shares, 0.03% (b) | 16,530,000 | ||||
18,611,913 | Goldman Sachs Financial Square Treasury Instruments Fund Institutional Shares, 0.01% (b) | 18,611,913 | ||||
|
| |||||
TOTAL SHORT TERM INVESTMENTS (Cost $174,606,284) | $ | 174,606,284 | ||||
|
| |||||
TOTAL INVESTMENTS (Cost $550,395,338) - 105.4% (c) | $ | 592,154,069 | ||||
Liabilities in Excess of Other Assets - (5.4)% | (30,415,739 | ) | ||||
|
| |||||
TOTAL NET ASSETS - 100.0% | $ | 561,738,330 | ||||
|
|
Percentages are stated as a percent of net assets.
The geographic location of all investments is United States unless otherwise indicated.
(a) | Non-income producing security. |
(b) | Represents annualized seven-day yield at July 31, 2021. |
(c) | All or a portion of these securities have been segregated as collateral for swap contracts. Total value of securities segregated amounted to $265,484,207. |
ADR - American Depository Receipt
Long Total Return Swap Contracts (Unaudited)
July 31, 2021
Terms of Payments to be Received at Termination | Terms of Payments to be Paid at Termination | Counterparty | Termination Date | Contracts | Notional Amount | Unrealized Appreciation (Depreciation) | ||||||||||||
Total return of Energy Select Sector Index | 0.7266% representing 1 month LIBOR rate + spread | Credit Suisse Capital LLC | 12/7/2021 | 123,867 | $ | 65,781,244 | $ | (1,167,114 | ) | |||||||||
Total return of Energy Select Sector Index | 0.7166% representing 1 month LIBOR rate + spread | UBS Securities LLC | 12/9/2021 | 372,870 | 201,852,844 | (9,099,390 | ) | |||||||||||
Total return of Energy Select Sector Index | 0.5366% representing 1 month LIBOR rate + spread | Barclays | 12/13/2021 | 98,837 | 57,069,399 | (5,954,936 | ) | |||||||||||
Total return of Energy Select Sector Index | 0.5366% representing 1 month LIBOR rate + spread | BNP Paribas | 12/15/2021 | 155,883 | 64,836,575 | 17,396,037 | ||||||||||||
Total return of Energy Select Sector Index | 0.5366% representing 1 month LIBOR rate + spread | BNP Paribas | 1/19/2022 | 72,987 | 31,065,723 | 7,413,924 | ||||||||||||
Total return of Energy Select Sector Index | 0.5366% representing 1 month LIBOR rate + spread | BNP Paribas | 2/16/2022 | 88,938 | 41,514,960 | 5,361,977 | ||||||||||||
Total return of Energy Select Sector Index | 0.5366% representing 1 month LIBOR rate + spread | BNP Paribas | 4/20/2022 | 49,000 | 25,274,920 | 308,221 | ||||||||||||
Total return of Energy Select Sector Index | 0.5366% representing 1 month LIBOR rate + spread | BNP Paribas | 5/18/2022 | 56,410 | 28,218,540 | 1,229,390 | ||||||||||||
Total return of Energy Select Sector Index | 0.5366% representing 1 month LIBOR rate + spread | J.P. Morgan | 8/8/2022 | 348,369 | 188,959,315 | (8,868,342 | ) | |||||||||||
|
|
|
| |||||||||||||||
$ | 704,573,520 | $ | 6,619,767 | |||||||||||||||
|
|
|
|
Direxion Daily Energy Bear 2X Shares
Schedule of Investments (Unaudited)
July 31, 2021
Shares | Fair Value | |||||
SHORT TERM INVESTMENTS - 45.0% | ||||||
Money Market Funds - 45.0% | ||||||
6,070,883 | Dreyfus Government Cash Management Institutional Shares, 0.03% (a) | $ | 6,070,883 | |||
6,010,009 | Goldman Sachs Financial Square Government Fund Institutional Shares, 0.03% (a) | 6,010,009 | ||||
3,698,277 | Goldman Sachs Financial Square Treasury Instruments Fund Institutional Shares, 0.01% (a) | 3,698,277 | ||||
|
| |||||
TOTAL SHORT TERM INVESTMENTS (Cost $15,779,169) (b) | $ | 15,779,169 | ||||
|
| |||||
TOTAL INVESTMENTS (Cost $15,779,169) - 45.0% | $ | 15,779,169 | ||||
Other Assets in Excess of Liabilities - 55.0% | 19,274,750 | |||||
|
| |||||
TOTAL NET ASSETS - 100.0% | $ | 35,053,919 | ||||
|
|
Percentages are stated as a percent of net assets.
The geographic location of all investments is United States unless otherwise indicated.
(a) | Represents annualized seven-day yield at July 31, 2021. |
(b) | All or a portion of these securities have been segregated as collateral for swap contracts. Total value of securities segregated amounted to $15,779,169. |
Short Total Return Swap Contracts (Unaudited)
July 31, 2021
Terms of Payments to be Received at Termination | Terms of Payments to be Paid at Termination | Counterparty | Termination Date | Contracts | Notional Amount | Unrealized Appreciation (Depreciation) | ||||||||||||
0.3866% representing 1 month LIBOR rate + spread | Total return of Energy Select Sector Index | Credit Suisse Capital LLC | 12/7/2021 | 9,650 | $ | 4,900,986 | $ | (139,063 | ) | |||||||||
0.3666% representing 1 month LIBOR rate + spread | Total return of Energy Select Sector Index | UBS Securities LLC | 12/9/2021 | 33,816 | 17,655,413 | 176,255 | ||||||||||||
0.1366% representing 1 month LIBOR rate + spread | Total return of Energy Select Sector Index | Barclays | 12/13/2021 | 48,087 | 24,096,087 | (772,568 | ) | |||||||||||
0.0866% representing 1 month LIBOR rate + spread | Total return of Energy Select Sector Index | BNP Paribas | 1/19/2022 | 5,351 | 2,195,659 | (631,791 | ) | |||||||||||
0.0866% representing 1 month LIBOR rate + spread | Total return of Energy Select Sector Index | BNP Paribas | 2/16/2022 | 9,275 | 4,328,272 | (571,113 | ) | |||||||||||
0.0866% representing 1 month LIBOR rate + spread | Total return of Energy Select Sector Index | BNP Paribas | 4/20/2022 | 4,759 | 2,384,828 | (103,409 | ) | |||||||||||
0.0866% representing 1 month LIBOR rate + spread | Total return of Energy Select Sector Index | J.P. Morgan | 8/12/2022 | 24,840 | 13,338,382 | 491,982 | ||||||||||||
|
|
|
| |||||||||||||||
$ | 68,899,627 | $ | (1,549,707 | ) | ||||||||||||||
|
|
|
|
Direxion Daily Global Clean Energy Bull 2X Shares
Schedule of Investments (Unaudited)
July 31, 2021
Shares | Fair Value | |||||
INVESTMENT COMPANIES - 86.2% | ||||||
187,600 | iShares Global Clean Energy ETF (a) | $ | 4,260,396 | |||
|
| |||||
TOTAL INVESTMENT COMPANIES (Cost $4,283,765) | $ | 4,260,396 | ||||
|
| |||||
TOTAL INVESTMENTS (Cost $4,283,765) - 86.2% | $ | 4,260,396 | ||||
Other Assets in Excess of Liabilities - 13.8% | 684,490 | |||||
|
| |||||
TOTAL NET ASSETS - 100.0% | $ | 4,944,886 | ||||
|
|
Percentages are stated as a percent of net assets.
The geographic location of all investments is United States unless otherwise indicated.
(a) | Shareholders may obtain the financial statements of these investment companies at www.sec.gov. |
Long Total Return Swap Contracts (Unaudited)
July 31, 2021
Terms of Payments to be Received at Termination | Terms of Payments to be Paid at Termination | Counterparty | Termination Date | Contracts | Notional Amount | Unrealized Depreciation | ||||||||||||||
Total return of The S&P Global Clean Energy Index | 0.5458% representing 1 month LIBOR rate + spread | Bank of America Merrill Lynch | 9/27/2022 | 247,881 | $ | 5,660,255 | $ | (31,135 | ) | |||||||||||
|
|
|
|
Direxion Daily Gold Miners Index Bull 2X Shares
Schedule of Investments (Unaudited)
July 31, 2021
Shares | Fair Value | |||||
INVESTMENT COMPANIES - 47.7% | ||||||
12,475,158 | VanEck Vectors™ Gold Miners ETF (a) | $ | 435,632,517 | |||
|
| |||||
TOTAL INVESTMENT COMPANIES (Cost $459,595,598) | $ | 435,632,517 | ||||
|
| |||||
SHORT TERM INVESTMENTS - 55.8% | ||||||
Money Market Funds - 55.8% | ||||||
386,119,551 | Dreyfus Government Cash Management Institutional Shares, 0.03% (b) | $ | 386,119,551 | |||
123,488,562 | Goldman Sachs Financial Square Treasury Instruments Fund Institutional Shares, 0.01% (b) | 123,488,562 | ||||
|
| |||||
TOTAL SHORT TERM INVESTMENTS (Cost $509,608,113) | $ | 509,608,113 | ||||
|
| |||||
TOTAL INVESTMENTS (Cost $969,203,711) - 103.5% (c) | $ | 945,240,630 | ||||
Liabilities in Excess of Other Assets - (3.5)% | (31,528,677 | ) | ||||
|
| |||||
TOTAL NET ASSETS - 100.0% | $ | 913,711,953 | ||||
|
|
Percentages are stated as a percent of net assets.
The geographic location of all investments is United States unless otherwise indicated.
(a) | Shareholders may obtain the financial statements of these investment companies at www.sec.gov. |
(b) | Represents annualized seven-day yield at July 31, 2021. |
(c) | All or a portion of these securities have been segregated as collateral for swap contracts. Total value of securities segregated amounted to $611,819,721. |
Long Total Return Swap Contracts (Unaudited)
July 31, 2021
Terms of Payments to be | Terms of Payments to be Paid at Termination | Counterparty | Termination Date | Contracts | Notional Amount | Unrealized Appreciation (Depreciation) | ||||||||||||
Total return of VanEck Vectors® Gold Miners ETF | 0.9166% representing 1 month LIBOR rate + spread | Credit Suisse Capital LLC | 12/7/2021 | 360,313 | $ | 12,265,388 | $ | 270,795 | ||||||||||
Total return of VanEck Vectors® Gold Miners ETF | 0.9393% representing 1 month LIBOR rate + spread | Bank of America Merrill Lynch | 12/9/2021 | 6,547,478 | 232,500,944 | (3,749,114 | ) | |||||||||||
Total return of VanEck Vectors® Gold Miners ETF | 1.2066% representing 1 month LIBOR rate + spread | UBS Securities LLC | 12/9/2021 | 7,956,324 | 277,641,453 | (251,831 | ) | |||||||||||
Total return of VanEck Vectors® Gold Miners ETF | 0.9366% representing 1 month LIBOR rate + spread | J.P. Morgan | 12/9/2021 | 4,085,824 | 142,066,797 | 442,498 | ||||||||||||
Total return of VanEck Vectors® Gold Miners ETF | 0.8366% representing 1 month LIBOR rate + spread | Citibank N.A. | 12/13/2021 | 11,195,938 | 387,432,081 | 2,662,264 | ||||||||||||
Total return of VanEck Vectors® Gold Miners ETF | 0.8366% representing 1 month LIBOR rate + spread | BNP Paribas | 2/16/2022 | 187,688 | 6,766,305 | 540,018 | ||||||||||||
Total return of VanEck Vectors® Gold Miners ETF | 0.8366% representing 1 month LIBOR rate + spread | BNP Paribas | 3/16/2022 | 1,600,000 | 53,402,016 | 2,271,852 | ||||||||||||
Total return of VanEck Vectors® Gold Miners ETF | 0.8366% representing 1 month LIBOR rate + spread | BNP Paribas | 4/20/2022 | 4,000,000 | 136,182,843 | 3,116,662 | ||||||||||||
Total return of VanEck Vectors® Gold Miners ETF | 0.8366% representing 1 month LIBOR rate + spread | BNP Paribas | 4/20/2022 | 400,000 | 14,288,285 | (356,530 | ) | |||||||||||
Total return of VanEck Vectors® Gold Miners ETF | 0.8366% representing 1 month LIBOR rate + spread | BNP Paribas | 5/18/2022 | 981,243 | 36,150,021 | (1,971,504 | ) | |||||||||||
Total return of VanEck Vectors® Gold Miners ETF | 0.8366% representing 1 month LIBOR rate + spread | BNP Paribas | 6/15/2022 | 2,041,611 | 80,054,704 | (8,876,622 | ) | |||||||||||
Total return of VanEck Vectors® Gold Miners ETF | 0.8366% representing 1 month LIBOR rate + spread | BNP Paribas | 7/20/2022 | 500,000 | 17,145,142 | 307,303 | ||||||||||||
|
|
|
| |||||||||||||||
$ | 1,395,895,979 | $ | (5,594,209 | ) | ||||||||||||||
|
|
|
|
Direxion Daily Gold Miners Index Bear 2X Shares
Schedule of Investments (Unaudited)
July 31, 2021
Shares | Fair Value | |||||
SHORT TERM INVESTMENTS - 100.4% | ||||||
Money Market Funds - 100.4% | ||||||
49,748,585 | Dreyfus Government Cash Management Institutional Shares, 0.03% (a) | $ | 49,748,585 | |||
22,358,217 | Goldman Sachs Financial Square Treasury Instruments Fund Institutional Shares, 0.01% (a) | 22,358,217 | ||||
|
| |||||
TOTAL SHORT TERM INVESTMENTS (Cost $72,106,802) (b) | $ | 72,106,802 | ||||
|
| |||||
TOTAL INVESTMENTS (Cost $72,106,802) - 100.4% | $ | 72,106,802 | ||||
Liabilities in Excess of Other Assets - (0.4)% | (319,073 | ) | ||||
|
| |||||
TOTAL NET ASSETS - 100.0% | $ | 71,787,729 | ||||
|
|
Percentages are stated as a percent of net assets.
The geographic location of all investments is United States unless otherwise indicated.
(a) | Represents annualized seven-day yield at July 31, 2021. |
(b) | All or a portion of these securities have been segregated as collateral for swap contracts. Total value of securities segregated amounted to $72,106,802. |
Short Total Return Swap Contracts (Unaudited)
July 31, 2021
Terms of Payments to be Received at Termination | Terms of Payments to be Paid at Termination | Counterparty | Termination Date | Contracts | Notional Amount | Unrealized Appreciation (Depreciation) | ||||||||||||
0.5266% representing 1 month LIBOR rate + spread | Total return of VanEck Vectors® Gold Miners ETF | Credit Suisse Capital LLC | 12/7/2021 | 628,065 | $ | 20,861,581 | $ | (1,023,035 | ) | |||||||||
0.7393% representing 1 month LIBOR rate + spread | Total return of VanEck Vectors® Gold Miners ETF | Bank of America Merrill Lynch | 12/9/2021 | 236,788 | 8,382,295 | 97,469 | ||||||||||||
0.6366% representing 1 month LIBOR rate + spread | Total return of VanEck Vectors® Gold Miners ETF | UBS Securities LLC | 12/9/2021 | 728,780 | 24,349,583 | (1,094,971 | ) | |||||||||||
0.0366% representing 1 month LIBOR rate + spread | Total return of VanEck Vectors® Gold Miners ETF | J.P. Morgan | 12/9/2021 | 299,960 | 10,247,417 | (226,835 | ) | |||||||||||
0.3166% representing 1 month LIBOR rate + spread | Total return of VanEck Vectors® Gold Miners ETF | Citibank N.A. | 12/13/2021 | 1,443,875 | 54,694,963 | 4,307,617 | ||||||||||||
0.4266% representing 1 month LIBOR rate + spread | Total return of VanEck Vectors® Gold Miners ETF | BNP Paribas | 6/15/2022 | 774,132 | 30,119,413 | 3,085,850 | ||||||||||||
|
|
|
| |||||||||||||||
$ | 148,655,252 | $ | 5,146,095 | |||||||||||||||
|
|
|
|
Direxion Daily Junior Gold Miners Index Bull 2X Shares
Schedule of Investments (Unaudited)
July 31, 2021
Shares | Fair Value | |||||
INVESTMENT COMPANIES - 31.9% | ||||||
4,292,204 | VanEck VectorsTM Junior Gold Miners ETF (a) | $ | 196,711,709 | |||
|
| |||||
TOTAL INVESTMENT COMPANIES (Cost $208,025,679) | $ | 196,711,709 | ||||
|
| |||||
SHORT TERM INVESTMENTS - 82.7% | ||||||
Money Market Funds - 82.7% | ||||||
343,126,811 | Dreyfus Government Cash Management Institutional Shares, 0.03% (b) | $ | 343,126,811 | |||
166,912,064 | Goldman Sachs Financial Square Treasury Instruments Fund Institutional Shares, 0.01% (b) | 166,912,064 | ||||
|
| |||||
TOTAL SHORT TERM INVESTMENTS (Cost $510,038,875) | $ | 510,038,875 | ||||
|
| |||||
TOTAL INVESTMENTS (Cost $718,064,554) - 114.6% (c) | $ | 706,750,584 | ||||
Liabilities in Excess of Other Assets - (14.6)% | (89,976,448 | ) | ||||
|
| |||||
TOTAL NET ASSETS - 100.0% | $ | 616,774,136 | ||||
|
|
Percentages are stated as a percent of net assets.
The geographic location of all investments is United States unless otherwise indicated.
(a) | Shareholders may obtain the financial statements of these investment companies at www.sec.gov. |
(b) | Represents annualized seven-day yield at July 31, 2021. |
(c) | All or a portion of these securities have been segregated as collateral for swap contracts. Total value of securities segregated amounted to $556,302,152. |
Long Total Return Swap Contracts (Unaudited)
July 31, 2021
Terms of Payments to be Received at Termination | Terms of Payments to be Paid at Termination | Counterparty | Termination Date | Contracts | Notional Amount | Unrealized Depreciation | ||||||||||||
Total return of VanEck VectorsTM Junior Gold Miners ETF | 1.3366% representing 1 month LIBOR rate + spread | Credit Suisse Capital LLC | 12/7/2021 | 1,776,632 | $ | 84,169,044 | $ | (3,188,248 | ) | |||||||||
Total return of VanEck VectorsTM Junior Gold Miners ETF | 0.8466% representing 1 month LIBOR rate + spread | UBS Securities LLC | 12/9/2021 | 829,116 | 44,760,247 | (6,819,127 | ) | |||||||||||
Total return of VanEck VectorsTM Junior Gold Miners ETF | 0.8866% representing 1 month LIBOR rate + spread | J.P. Morgan | 12/9/2021 | 1,052,157 | 51,100,848 | (3,044,284 | ) | |||||||||||
Total return of VanEck VectorsTM Junior Gold Miners ETF | 0.9066% representing 1 month LIBOR rate + spread | Citibank N.A. | 12/13/2021 | 12,550,518 | 602,651,222 | (28,277,017 | ) | |||||||||||
Total return of VanEck VectorsTM Junior Gold Miners ETF | 0.8366% representing 1 month LIBOR rate + spread | BNP Paribas | 6/15/2022 | 6,415,038 | 340,638,518 | (47,216,467 | ) | |||||||||||
|
|
|
| |||||||||||||||
$ | 1,123,319,879 | $ | (88,545,143 | ) | ||||||||||||||
|
|
|
|
Direxion Daily Junior Gold Miners Index Bear 2X Shares
Schedule of Investments (Unaudited)
July 31, 2021
Shares | Fair Value | |||||
SHORT TERM INVESTMENTS - 101.8% | ||||||
Money Market Funds - 101.8% | ||||||
61,540,239 | Dreyfus Government Cash Management Institutional Shares, 0.03% (a) | $ | 61,540,239 | |||
8,284,778 | Goldman Sachs Financial Square Treasury Instruments Fund Institutional Shares, 0.01% (a) | 8,284,778 | ||||
|
| |||||
TOTAL SHORT TERM INVESTMENTS (Cost $69,825,017) (b) | $ | 69,825,017 | ||||
|
| |||||
TOTAL INVESTMENTS (Cost $69,825,017) - 101.8% | $ | 69,825,017 | ||||
Liabilities in Excess of Other Assets - (1.8)% | (1,201,203 | ) | ||||
|
| |||||
TOTAL NET ASSETS - 100.0% | $ | 68,623,814 | ||||
|
|
Percentages are stated as a percent of net assets.
The geographic location of all investments is United States unless otherwise indicated.
(a) | Represents annualized seven-day yield at July 31, 2021. |
(b) | All or a portion of these securities have been segregated as collateral for swap contracts. Total value of securities segregated amounted to $69,825,017. |
Short Total Return Swap Contracts (Unaudited)
July 31, 2021
Terms of Payments to be Received at Termination | Terms of Payments to be Paid at Termination | Counterparty | Termination Date | Contracts | Notional Amount | Unrealized Appreciation (Depreciation) | ||||||||||||
0.7166% representing 1 month LIBOR rate + spread | Total return of VanEck VectorsTM Junior Gold Miners ETF | Credit Suisse Capital LLC | 12/7/2021 | 4,363 | $ | 208,422 | $ | 9,036 | ||||||||||
0.4766% representing 1 month LIBOR rate + spread | Total return of VanEck VectorsTM Junior Gold Miners ETF | UBS Securities LLC | 12/8/2021 | 1,552,217 | 82,392,505 | 11,325,430 | ||||||||||||
0.3666% representing 1 month LIBOR rate + spread | Total return of VanEck VectorsTM Junior Gold Miners ETF | Citibank N.A. | 12/13/2021 | 786,525 | 34,814,111 | (1,228,892 | ) | |||||||||||
0.4266% representing 1 month LIBOR rate + spread | Total return of VanEck VectorsTM Junior Gold Miners ETF | BNP Paribas | 6/15/2022 | 651,626 | 34,601,341 | 4,767,382 | ||||||||||||
|
|
|
| |||||||||||||||
$ | 152,016,379 | $ | 14,872,956 | |||||||||||||||
|
|
|
|
Direxion Daily Robotics, Artificial Intelligence & Automation Index Bull 2X Shares
Schedule of Investments (Unaudited)
July 31, 2021
Shares | Fair Value | |||||
INVESTMENT COMPANIES - 42.8% | ||||||
506,053 | Global X Robotics & Artificial Intelligence ETF (a) | $ | 17,210,862 | |||
|
| |||||
TOTAL INVESTMENT COMPANIES (Cost $13,313,527) | $ | 17,210,862 | ||||
|
| |||||
SHORT TERM INVESTMENTS - 22.5% | ||||||
Money Market Funds - 22.5% | ||||||
3,699,259 | Dreyfus Government Cash Management Institutional Shares, 0.03% (b) | $ | 3,699,259 | |||
1,529,003 | Goldman Sachs Financial Square Government Fund Institutional Shares, 0.03% (b) | 1,529,003 | ||||
3,829,703 | Goldman Sachs Financial Square Treasury Instruments Fund Institutional Shares, 0.01% (b) | 3,829,703 | ||||
|
| |||||
TOTAL SHORT TERM INVESTMENTS (Cost $9,057,965) | $ | 9,057,965 | ||||
|
| |||||
TOTAL INVESTMENTS (Cost $22,371,492) - 65.3% (c) | $ | 26,268,827 | ||||
Other Assets in Excess of Liabilities - 34.7% | 13,921,832 | |||||
|
| |||||
TOTAL NET ASSETS - 100.0% | $ | 40,190,659 | ||||
|
|
Percentages are stated as a percent of net assets.
The geographic location of all investments is United States unless otherwise indicated.
(a) | Shareholders may obtain the financial statements of these investment companies at www.sec.gov. |
(b) | Represents annualized seven-day yield at July 31, 2021. |
(c) | All or a portion of these securities have been segregated as collateral for swap contracts. Total value of securities segregated amounted to $13,593,743. |
Long Total Return Swap Contracts (Unaudited)
July 31, 2021
Terms of Payments to be Received at Termination | Terms of Payments to be Paid at Termination | Counterparty | Termination Date | Contracts | Notional Amount | Unrealized Appreciation | ||||||||||||
Total return of Indxx Global Robotics and Artificial Intelligence Thematic Index | 1.0866% representing 1 month LIBOR rate + spread | Credit Suisse Capital LLC | 12/7/2021 | 225,516 | $ | 7,137,581 | $ | 528,311 | ||||||||||
Total return of Indxx Global Robotics and Artificial Intelligence Thematic Index | 0.7866% representing 1 month LIBOR rate + spread | Barclays | 12/9/2021 | 261,589 | 8,341,467 | 555,124 | ||||||||||||
Total return of Indxx Global Robotics and Artificial Intelligence Thematic Index | 0.8366% representing 1 month LIBOR rate + spread | UBS Securities LLC | 12/13/2021 | 788,060 | 25,159,321 | 1,646,669 | ||||||||||||
Total return of Indxx Global Robotics and Artificial Intelligence Thematic Index | 0.5366% representing 1 month LIBOR rate + spread | J.P. Morgan | 12/15/2021 | 582,251 | 18,756,829 | 1,055,401 | ||||||||||||
|
|
|
| |||||||||||||||
$ | 59,395,198 | $ | 3,785,505 | |||||||||||||||
|
|
|
|
Direxion Daily S&P Oil & Gas Exp. & Prod. Bull 2X Shares
Schedule of Investments (Unaudited)
July 31, 2021
Shares | Fair Value | |||||
COMMON STOCKS - 53.4% | ||||||
Chemical Manufacturing - 1.6% | ||||||
658,396 | Alto Ingredients, Inc. (a) | $ | 3,489,499 | |||
1,436,542 | Gevo, Inc. (a)(b) | 8,748,540 | ||||
|
| |||||
12,238,039 | ||||||
|
| |||||
Gasoline Stations - 1.9% | ||||||
111,291 | Chevron Corp. | 11,330,537 | ||||
175,369 | Delek US Holdings, Inc. | 3,047,913 | ||||
|
| |||||
14,378,450 | ||||||
|
| |||||
Machinery Manufacturing - 1.4% | ||||||
708,864 | Range Resources Corp. (a) | 10,795,999 | ||||
|
| |||||
Merchant Wholesalers, Durable Goods - 0.1% | ||||||
4,353 | REX American Resources Corp. (a) | 356,946 | ||||
|
| |||||
Merchant Wholesalers, Nondurable Goods - 0.4% | ||||||
84,681 | World Fuel Services Corp. | 2,918,107 | ||||
|
| |||||
Mining (except Oil and Gas) - 0.9% | ||||||
561,091 | CNX Resources Corp. (a) | 6,789,201 | ||||
|
| |||||
Oil and Gas Extraction - 31.0% | ||||||
851,740 | Antero Resources Corp. (a) | 11,583,664 | ||||
530,692 | APA Corp. | 9,950,475 | ||||
66,319 | Bonanza Creek Energy, Inc. | 2,551,292 | ||||
60,336 | Brigham Minerals Inc. | 1,184,999 | ||||
695,001 | Cabot Oil & Gas Corp. | 11,120,016 | ||||
1,233,555 | Centennial Resource Development, Inc. (a) | 6,426,822 | ||||
167,843 | Cimarex Energy Co. | 10,943,364 | ||||
1,111,990 | Clean Energy Fuels Corp. (a) | 8,351,045 | ||||
170,388 | Contango Oil & Gas Co. (a)(b) | 650,882 | ||||
338,009 | Continental Resources, Inc. | 11,543,007 | ||||
410,022 | Devon Energy Corp. | 10,594,968 | ||||
140,560 | EOG Resources, Inc. | 10,241,202 | ||||
521,698 | EQT Corp. (a) | 9,594,026 | ||||
196,813 | Green Plains, Inc. (a) | 6,959,308 | ||||
1,302,221 | Kosmos Energy Ltd. (a) | 3,008,130 | ||||
274,386 | Magnolia Oil & Gas Corp. (a) | 3,841,404 | ||||
892,230 | Marathon Oil Corp. | 10,340,946 | ||||
299,911 | Matador Resources Co. | 9,267,250 | ||||
487,739 | Murphy Oil Corp. | 10,588,814 | ||||
39,022 | Oasis Petroleum, Inc. | 3,578,708 | ||||
423,913 | Occidental Petroleum Corp. | 11,064,129 | ||||
382,344 | Ovintiv, Inc. | 9,810,947 | ||||
87,373 | Par Pacific Holdings, Inc. (a) | 1,431,170 | ||||
157,566 | PDC Energy, Inc. | 6,231,735 | ||||
132,015 | Phillips 66 | 9,693,861 | ||||
179,752 | Renewable Energy Group, Inc. (a) | 11,009,810 | ||||
552,411 | SM Energy Co. | 10,330,086 | ||||
2,103,246 | Southwestern Energy Co. (a) | 9,906,289 | ||||
91,547 | Talos Energy, Inc. (a) | 1,056,452 | ||||
1,009,632 | Tellurian, Inc. (a)(b) | 3,806,313 | ||||
115,035 | Whiting Petroleum Corp. (a) | 5,395,141 | ||||
|
| |||||
232,056,255 | ||||||
|
| |||||
Petroleum and Coal Products Manufacturing - 8.6% | ||||||
200,267 | ConocoPhillips | 11,226,968 | ||||
154,598 | CVR Energy, Inc. | 2,111,809 | ||||
193,169 | Exxon Mobil Corp. | 11,120,739 | ||||
346,099 | HollyFrontier Corp. | 10,175,311 | ||||
70,752 | Laredo Petroleum, Inc. (a) | 3,895,605 | ||||
190,091 | Marathon Petroleum Corp. | 10,496,825 | ||||
623,406 | PBF Energy, Inc. (a) | 5,716,633 | ||||
147,734 | Valero Energy Corp. | 9,893,746 | ||||
|
| |||||
64,637,636 | ||||||
|
| |||||
Support Activities for Mining - 7.0% | ||||||
245,288 | Callon Petroleum Co. (a) | 9,654,536 | ||||
130,128 | Denbury, Inc. (a) | 8,550,711 | ||||
137,615 | Diamondback Energy, Inc. | 10,614,245 | ||||
133,911 | Hess Corp. | 10,236,157 | ||||
154,795 | Northern Oil and Gas, Inc. | 2,673,309 | ||||
73,722 | Pioneer Natural Resources Co. | 10,716,967 | ||||
|
| |||||
52,445,925 | ||||||
|
| |||||
Utilities - 0.5% | ||||||
112,610 | New Fortress Energy, Inc. | 3,413,210 | ||||
|
| |||||
TOTAL COMMON STOCKS (Cost $443,674,026) | $ | 400,029,768 | ||||
|
| |||||
SHORT TERM INVESTMENTS - 49.8% | ||||||
Money Market Funds - 49.8% | ||||||
286,620,392 | Dreyfus Government Cash Management Institutional Shares, 0.03% (c)(d) | $ | 286,620,392 | |||
86,661,147 | Goldman Sachs Financial Square Treasury Instruments Fund Institutional Shares, 0.01% (c) | 86,661,147 | ||||
|
| |||||
TOTAL SHORT TERM INVESTMENTS (Cost $373,281,539) | $ | 373,281,539 | ||||
|
| |||||
TOTAL INVESTMENTS (Cost $816,955,565) - 103.2% (e) | $ | 773,311,307 | ||||
Liabilities in Excess of Other Assets - (3.2)% | (24,354,093 | ) | ||||
|
| |||||
TOTAL NET ASSETS - 100.0% | $ | 748,957,214 | ||||
|
|
Percentages are stated as a percent of net assets.
The geographic location of all investments is United States unless otherwise indicated.
(a) | Non-income producing security. |
(b) | A portion of this security represents a security on loan. |
(c) | Represents annualized seven-day yield at July 31, 2021. |
(d) | All or a portion of this security represents an investment of securities lending collateral. |
(e) | All or a portion of these securities have been segregated as collateral for swap contracts. Total value of securities segregated amounted to $464,058,708. |
Long Total Return Swap Contracts (Unaudited)
July 31, 2021
Terms of Payments to be Received at Termination | Terms of Payments to be Paid at Termination | Counterparty | Termination Date | Contracts | Notional Amount | Unrealized Appreciation (Depreciation) | ||||||||||||
Total return of S&P Oil & Gas Exploration & Production Select Industry Index | 0.5866% representing 1 month LIBOR rate + spread | BNP Paribas | 11/17/2021 | 8,000 | $ | 12,917,794 | $ | 12,714,642 | ||||||||||
Total return of S&P Oil & Gas Exploration & Production Select Industry Index | 0.7366% representing 1 month LIBOR rate + spread | Credit Suisse Capital LLC | 12/7/2021 | 51,855 | 125,359,623 | 39,953,008 | ||||||||||||
Total return of S&P Oil & Gas Exploration & Production Select Industry Index | 0.4893% representing 1 month LIBOR rate + spread | Bank of America Merrill Lynch | 12/9/2021 | 39,051 | 126,501,234 | (2,642,258 | ) | |||||||||||
Total return of S&P Oil & Gas Exploration & Production Select Industry Index | 0.7966% representing 1 month LIBOR rate + spread | UBS Securities LLC | 12/9/2021 | 63,554 | 142,645,682 | 60,202,097 | ||||||||||||
Total return of S&P Oil & Gas Exploration & Production Select Industry Index | 0.3366% representing 1 month LIBOR rate + spread | J.P. Morgan | 12/9/2021 | 76,236 | 175,145,349 | 68,509,876 | ||||||||||||
Total return of S&P Oil & Gas Exploration & Production Select Industry Index | 0.4666% representing 1 month LIBOR rate + spread | Citibank N.A. | 12/13/2021 | 44,696 | 148,902,053 | (6,831,679 | ) | |||||||||||
Total return of S&P Oil & Gas Exploration & Production Select Industry Index | 0.5866% representing 1 month LIBOR rate + spread | BNP Paribas | 12/15/2021 | 35,000 | 79,232,463 | 32,501,954 | ||||||||||||
Total return of S&P Oil & Gas Exploration & Production Select Industry Index | 0.5866% representing 1 month LIBOR rate + spread | BNP Paribas | 2/16/2022 | 6,000 | 16,472,120 | 2,665,321 | ||||||||||||
Total return of S&P Oil & Gas Exploration & Production Select Industry Index | 0.5866% representing 1 month LIBOR rate + spread | BNP Paribas | 7/20/2022 | 22,000 | 81,797,540 | (12,093,876 | ) | |||||||||||
|
|
|
| |||||||||||||||
$ | 908,973,858 | $ | 194,979,085 | |||||||||||||||
|
|
|
|
Direxion Daily S&P Oil & Gas Exp. & Prod. Bear 2X Shares
Schedule of Investments (Unaudited)
July 31, 2021
Shares | Fair Value | |||||
SHORT TERM INVESTMENTS - 57.1% | ||||||
Money Market Funds - 57.1% | ||||||
11,856,014 | Dreyfus Government Cash Management Institutional Shares, 0.03% (a) | $ | 11,856,014 | |||
20,035,352 | Goldman Sachs Financial Square Treasury Instruments Fund Institutional Shares, 0.01% (a) | 20,035,352 | ||||
|
| |||||
TOTAL SHORT TERM INVESTMENTS (Cost $31,891,366) (b) | $ | 31,891,366 | ||||
|
| |||||
TOTAL INVESTMENTS (Cost $31,891,366) - 57.1% | $ | 31,891,366 | ||||
Other Assets in Excess of Liabilities - 42.9% | 23,934,296 | |||||
|
| |||||
TOTAL NET ASSETS - 100.0% | $ | 55,825,662 | ||||
|
|
Percentages are stated as a percent of net assets.
The geographic location of all investments is United States unless otherwise indicated.
(a) | Represents annualized seven-day yield at July 31, 2021. |
(b) | All or a portion of these securities have been segregated as collateral for swap contracts. Total value of securities segregated amounted to $31,891,366. |
Short Total Return Swap Contracts (Unaudited)
July 31, 2021
Terms of Payments to be Received/(Paid) at Termination | Terms of Payments to be Paid at Termination | Counterparty | Termination Date | Contracts | Notional Amount | Unrealized Depreciation | ||||||||||||
0.3866% representing 1 month LIBOR rate + spread | Total return of S&P Oil & Gas Exploration & Production Select Industry Index | Credit Suisse Capital LLC | 12/7/2021 | 1,357 | $ | 3,428,100 | $ | (904,508 | ) | |||||||||
(0.3134)% representing 1 month LIBOR rate + spread | Total return of S&P Oil & Gas Exploration & Production Select Industry Index | J.P. Morgan | 12/9/2021 | 9,646 | 29,085,487 | (1,727,565 | ) | |||||||||||
0.3666% representing 1 month LIBOR rate + spread | Total return of S&P Oil & Gas Exploration & Production Select Industry Index | UBS Securities LLC | 12/9/2021 | 9,172 | 21,071,845 | (8,257,555 | ) | |||||||||||
0.0366% representing 1 month LIBOR rate + spread | Total return of S&P Oil & Gas Exploration & Production Select Industry Index | Citibank N.A. | 12/13/2021 | 9,455 | 29,757,472 | (297,655 | ) | |||||||||||
0.2893% representing 1 month LIBOR rate + spread | Total return of S&P Oil & Gas Exploration & Production Select Industry Index | Bank of America Merrill Lynch | 12/13/2021 | 5,597 | 17,700,040 | (40,617 | ) | |||||||||||
�� |
|
|
|
| ||||||||||||||
$ | 101,042,944 | $ | (11,227,900 | ) | ||||||||||||||
|
|
|
|
Direxion Daily Travel & Vacation Bull 2X Shares
Schedule of Investments (Unaudited)
July 31, 2021
Shares | Fair Value | |||||
COMMON STOCKS - 93.8% | ||||||
Accommodation - 27.7% | ||||||
1,587 | Boyd Gaming Co. (a) | $ | 90,459 | |||
1,770 | Caesars Entertainment Inc. (a) | 154,627 | ||||
897 | Choice Hotels International, Inc. | 107,550 | ||||
1,909 | Hilton Grand Vacations, Inc. (a) | 77,639 | ||||
2,397 | Hilton Worldwide Holdings, Inc. (a) | 315,086 | ||||
8,254 | Host Hotels & Resorts, Inc. (a) | 131,486 | ||||
1,789 | Huazhu Group Ltd. ADR (a) | 80,469 | ||||
2,392 | InterContinental Hotels Group PLC ADR (United Kingdom) (a) | 158,015 | ||||
3,112 | Marriott International, Inc. Class A (a) | 454,290 | ||||
5,393 | Melco Crown Entertainment Ltd. ADR (a) | 75,070 | ||||
5,524 | MGM Resorts International | 207,316 | ||||
4,737 | Park Hotels & Resorts, Inc. (a) | 87,634 | ||||
6,082 | Service Property Trust | 67,693 | ||||
6,439 | Sunstone Hotel Investors, Inc. (a) | 74,306 | ||||
1,622 | Travel + Leisure Co. | 84,020 | ||||
433 | Vail Resorts, Inc. (a) | 132,152 | ||||
1,511 | Wyndham Hotels & Resorts, Inc. | 108,883 | ||||
|
| |||||
2,406,695 | ||||||
|
| |||||
Administrative and Support Services - 8.9% | ||||||
200 | Booking Holdings, Inc. (a) | 435,652 | ||||
2,220 | Live Nation Entertainment, Inc. (a) | 175,136 | ||||
1,730 | Six Flags Entertainment Corp. (a) | 71,881 | ||||
2,277 | TripAdvisor, Inc. (a) | 86,412 | ||||
|
| |||||
769,081 | ||||||
|
| |||||
Air Transportation - 18.0% | ||||||
2,038 | Alaska Air Group, Inc. (a) | 118,265 | ||||
399 | Allegiant Travel Co. (a) | 75,858 | ||||
8,307 | American Airlines Group, Inc. (a) | 169,297 | ||||
7,528 | Delta Air Lines, Inc. (a) | 300,367 | ||||
5,683 | JetBlue Airways Corp. (a) | 84,052 | ||||
1,821 | Ryanair Holdings PLC ADR (Ireland) (a) | 198,562 | ||||
1,597 | SKYWEST, Inc. (a) | 64,663 | ||||
5,718 | Southwest Airlines Co. (a) | 288,873 | ||||
2,731 | Spirit Airlines, Inc. (a) | 73,682 | ||||
4,056 | United Continental Holdings, Inc. (a) | 189,496 | ||||
|
| |||||
1,563,115 | ||||||
|
| |||||
Amusement, Gambling, and Recreation Industries - 9.1% | ||||||
4,810 | Las Vegas Sands Corp. (a) | 203,704 | ||||
2,617 | The Walt Disney Co. (a) | 460,644 | ||||
1,293 | Wynn Resorts Ltd. (a) | 127,141 | ||||
|
| |||||
791,489 | ||||||
|
| |||||
Data Processing, Hosting and Related Services - 3.9% | ||||||
2,379 | Airbnb, Inc. (a) | 342,600 | ||||
|
| |||||
Management of Companies and Enterprises - 2.4% | ||||||
7,871 | Trip.com Group Ltd. ADR (China) (a) | 204,095 | ||||
|
| |||||
Other Information Services - 0.9% | ||||||
6,961 | Sabre Corp. (a) | 82,070 | ||||
|
| |||||
Performing Arts, Spectator Sports, and Related Industries - 2.7% | ||||||
585 | Churchill Downs, Inc. | 108,693 | ||||
1,811 | Penn National Gaming, Inc. (a) | 123,836 | ||||
|
| |||||
232,529 | ||||||
|
| |||||
Real Estate - 10.1% | ||||||
5,818 | Apple Hospitality REIT, Inc. | 86,979 | ||||
3,013 | Gaming & Leisure Properties, Inc. | 142,635 | ||||
704 | Marriott Vacations Worldwide Corp. (a) | 103,749 | ||||
2,900 | MGM Growth Properties LLC | 109,620 | ||||
3,615 | Pebblebrook Hotel Trust | 81,301 | ||||
4,976 | RLJ Lodging Trust | 71,406 | ||||
1,256 | Ryman Hospitality Properties, Inc. (a) | 96,335 | ||||
5,871 | VICI Properties, Inc. | 183,117 | ||||
|
| |||||
875,142 | ||||||
|
| |||||
Securities, Commodity Contracts, and Other Financial Investment | ||||||
3,763 | Virgin Galactic Holdings, Inc. (a)(b) | 112,852 | ||||
|
|
Support Activities for Transportation - 2.6% | ||||||
1,407 | Expedia, Inc. (a) | 226,344 | ||||
|
| |||||
Water Transportation - 6.2% | ||||||
9,853 | Carnival Corp. ADR (a) | 213,318 | ||||
5,343 | Norwegian Cruise Line Holdings Ltd. ADR (a) | 128,392 | ||||
2,578 | Royal Caribbean Cruises Ltd. ADR (Liberia) (a) | 198,171 | ||||
|
| |||||
539,881 | ||||||
|
| |||||
TOTAL COMMON STOCKS (Cost $8,960,395) | 8,145,893 | |||||
|
| |||||
SHORT TERM INVESTMENTS - | ||||||
Money Market Funds - 6.7% | ||||||
13,199 | Dreyfus Government Cash Management Institutional Shares, 0.03% (c)(d) | 13,199 | ||||
567,000 | Goldman Sachs Financial Square Government Fund Institutional Shares, 0.03% (c) | 567,000 | ||||
|
| |||||
TOTAL SHORT TERM INVESTMENTS (Cost $580,199) | 580,199 | |||||
|
| |||||
TOTAL INVESTMENTS (Cost $9,540,594) - 100.5% (e) | 8,726,092 | |||||
Liabilities in Excess of Other Assets - (0.5)% | (40,124 | ) | ||||
|
| |||||
TOTAL NET ASSETS - 100.0% | 8,685,968 | |||||
|
|
Percentages are stated as a percent of net assets.
The geographic location of all investments is United States unless otherwise indicated.
(a) | Non-income producing security. |
(b) | A portion of this security represents a security on loan. |
(c) | Represents annualized seven-day yield at July 31, 2021. |
(d) | All or a portion of this security represents an investment of securities lending collateral. |
(e) | All or a portion of these securities have been segregated as collateral for swap contracts. Total value of securities segregated amounted to $4,511,433. |
ADR - American Depository Receipt
Long Total Return Swap Contracts (Unaudited)
July 31, 2021
Terms of Payments to be Received at Termination | Terms of Payments to be Paid at Termination | Counterparty | Termination Date | Contracts | Notional Amount | Unrealized Depreciation | ||||||||||||
Total return of BlueStar® Travel and Vacation Index | 0.5866% representing 1 month LIBOR rate + spread | Barclays | 12/15/2021 | 60,464 | $ | 9,934,773 | $ | (709,618 | ) | |||||||||
|
|
|
|
Direxion Daily Mid Cap Bull 3X Shares
Schedule of Investments (Unaudited)
July 31, 2021
Shares | Fair Value | |||||
INVESTMENT COMPANIES - 61.8% | ||||||
246,476 | iShares Core S&P Mid-Cap ETF (a) | $ | 66,477,042 | |||
|
| |||||
TOTAL INVESTMENT COMPANIES (Cost $51,799,247) | $ | 66,477,042 | ||||
|
| |||||
SHORT TERM INVESTMENTS - 22.5% | ||||||
Money Market Funds - 22.5% | ||||||
3,026,203 | Dreyfus Government Cash Management Institutional Shares, 0.03% (b) | $ | 3,026,203 | |||
9,000,005 | Goldman Sachs Financial Square Government Fund Institutional Shares, 0.03% (b) | 9,000,005 | ||||
12,157,113 | Goldman Sachs Financial Square Treasury Instruments Fund Institutional Shares, 0.01% (b) | 12,157,113 | ||||
|
| |||||
TOTAL SHORT TERM INVESTMENTS (Cost $24,183,321) | $ | 24,183,321 | ||||
|
| |||||
TOTAL INVESTMENTS (Cost $75,982,568) - 84.3% (c) | $ | 90,660,363 | ||||
Other Assets in Excess of Liabilities - 15.7% | 16,834,487 | |||||
|
| |||||
TOTAL NET ASSETS - 100.0% | $ | 107,494,850 | ||||
|
|
Percentages are stated as a percent of net assets.
The geographic location of all investments is United States unless otherwise indicated.
(a) | Shareholders may obtain the financial statements of these investment companies at www.sec.gov. |
(b) | Represents annualized seven-day yield at July 31, 2021. |
(c) | All or a portion of these securities have been segregated as collateral for swap contracts. Total value of securities segregated amounted to $72,255,353. |
Long Total Return Swap Contracts (Unaudited)
July 31, 2021
Terms of Payments to be Received at Termination | Terms of Payments to be Paid at Termination | Counterparty | Termination Date | Contracts | Notional Amount | Unrealized Appreciation | ||||||||||||
Total return of S&P MidCap 400® Index | 0.4866% representing 1 month LIBOR rate + spread | Barclays | 12/9/2021 | 16,710 | $ | 44,631,337 | $ | 553,767 | ||||||||||
Total return of S&P MidCap 400® Index | 0.5393% representing 1 month LIBOR rate + spread | Bank of America Merrill Lynch | 12/9/2021 | 19,425 | 44,273,796 | 8,503,242 | ||||||||||||
Total return of S&P MidCap 400® Index | 0.3866% representing 1 month LIBOR rate + spread | J.P. Morgan | 12/9/2021 | 52,887 | 135,373,286 | 8,084,903 | ||||||||||||
Total return of S&P MidCap 400® Index | 0.4366% representing 1 month LIBOR rate + spread | BNP Paribas | 4/20/2022 | 5,667 | 15,029,923 | 324,310 | ||||||||||||
|
|
|
| |||||||||||||||
$ | 239,308,342 | $ | 17,466,222 | |||||||||||||||
|
|
|
|
Direxion Daily S&P 500® Bull 3X Shares
Schedule of Investments (Unaudited)
July 31, 2021
Shares | Fair Value | |||||
INVESTMENT COMPANIES - 72.0% | ||||||
4,391,330 | iShares Core S&P 500 ETF (a) | $ | 1,933,941,732 | |||
|
| |||||
TOTAL INVESTMENT COMPANIES (Cost $1,719,044,835) | $ | 1,933,941,732 | ||||
|
| |||||
SHORT TERM INVESTMENTS - 29.4% | ||||||
Money Market Funds - 29.4% | ||||||
432,732,533 | Dreyfus Government Cash Management Institutional Shares, 0.03% (b) | $ | 432,732,533 | |||
145,653,000 | Goldman Sachs Financial Square Government Fund Institutional Shares, 0.03% (b) | 145,653,000 | ||||
210,850,114 | Goldman Sachs Financial Square Treasury Instruments Fund Institutional Shares, 0.01% (b) | 210,850,114 | ||||
|
| |||||
TOTAL SHORT TERM INVESTMENTS (Cost $789,235,647) | $ | 789,235,647 | ||||
|
| |||||
TOTAL INVESTMENTS (Cost $2,508,280,482) - 101.4% (c) | $ | 2,723,177,379 | ||||
Liabilities in Excess of Other Assets - (1.4)% | (36,187,661 | ) | ||||
|
| |||||
TOTAL NET ASSETS - 100.0% | $ | 2,686,989,718 | ||||
|
|
Percentages are stated as a percent of net assets.
The geographic location of all investments is United States unless otherwise indicated.
(a) | Shareholders may obtain the financial statements of these investment companies at www.sec.gov. |
(b) | Represents annualized seven-day yield at July 31, 2021. |
(c) | All or a portion of these securities have been segregated as collateral for swap contracts. Total value of securities segregated amounted to $1,740,671,403. |
Long Total Return Swap Contracts (Unaudited)
July 31, 2021
Terms of Payments to be Received at Termination | Terms of Payments to be Paid at Termination | Counterparty | Termination Date | Contracts | Notional Amount | Unrealized Appreciation | ||||||||||||||
Total return of S&P 500® Index | 0.5366% representing 1 month LIBOR rate + spread | Barclays | 12/9/2021 | 281,810 | $ | 1,192,796,758 | $ | 47,263,651 | ||||||||||||
Total return of S&P 500® Index | 0.5393% representing 1 month LIBOR rate + spread | Bank of America Merrill Lynch | 12/9/2021 | 161,112 | 624,577,126 | 86,432,813 | ||||||||||||||
Total return of S&P 500® Index | 0.7066% representing 1 month LIBOR rate + spread | UBS Securities LLC | 12/9/2021 | 87,351 | 362,516,758 | 22,097,924 | ||||||||||||||
Total return of S&P 500® Index | 0.4366% representing 1 month LIBOR rate + spread | J.P. Morgan | 12/9/2021 | 270,042 | 1,108,723,373 | 80,743,678 | ||||||||||||||
Total return of S&P 500® Index | 0.3366% representing 1 month LIBOR rate + spread | Citibank N.A. | 12/13/2021 | 269,111 | 1,037,551,754 | 150,638,230 | ||||||||||||||
Total return of S&P 500® Index | 0.5366% representing 1 month LIBOR rate + spread | BNP Paribas | 12/15/2021 | 94,801 | 348,187,009 | 70,681,641 | ||||||||||||||
Total return of S&P 500® Index | 0.5366% representing 1 month LIBOR rate + spread | BNP Paribas | 2/16/2022 | 60,000 | 228,296,168 | 36,577,382 | ||||||||||||||
Total return of S&P 500® Index | 0.5366% representing 1 month LIBOR rate + spread | BNP Paribas | 3/16/2022 | 40,000 | 155,959,974 | 20,432,795 | ||||||||||||||
Total return of S&P 500® Index | 0.5366% representing 1 month LIBOR rate + spread | BNP Paribas | 4/20/2022 | 33,786 | 140,028,606 | 8,795,154 | ||||||||||||||
Total return of S&P 500® Index | 0.5366% representing 1 month LIBOR rate + spread | BNP Paribas | 5/18/2022 | 46,150 | 192,178,434 | 11,051,003 | ||||||||||||||
Total return of S&P 500® Index | 0.5366% representing 1 month LIBOR rate + spread | BNP Paribas | 6/15/2022 | 43,992 | 183,391,258 | 10,259,955 | ||||||||||||||
Total return of S&P 500® Index | 0.5366% representing 1 month LIBOR rate + spread | BNP Paribas | 7/20/2022 | 5,857 | 24,734,852 | 1,024,708 | ||||||||||||||
|
|
|
| |||||||||||||||||
$ | 5,598,942,070 | $ | 545,998,934 | |||||||||||||||||
|
|
|
|
Direxion Daily S&P 500® Bear 3X Shares
Schedule of Investments (Unaudited)
July 31, 2021
Shares | Fair Value | |||||
SHORT TERM INVESTMENTS - 117.5% | ||||||
Money Market Funds -117.5% | ||||||
244,946,730 | Dreyfus Government Cash Management Institutional Shares, 0.03% (a) | $ | 244,946,730 | |||
40,760,000 | Goldman Sachs Financial Square Government Fund Institutional Shares, 0.03% (a) | 40,760,000 | ||||
179,778,932 | Goldman Sachs Financial Square Treasury Instruments Fund Institutional Shares, 0.01% (a) | 179,778,932 | ||||
|
| |||||
TOTAL SHORT TERM INVESTMENTS (Cost $465,485,662) (b) | $ | 465,485,662 | ||||
|
| |||||
TOTAL INVESTMENTS (Cost $465,485,662) - 117.5% | $ | 465,485,662 | ||||
Liabilities in Excess of Other Assets - (17.5)% | (69,479,568 | ) | ||||
|
| |||||
TOTAL NET ASSETS - 100.0% | $ | 396,006,094 | ||||
|
|
Percentages are stated as a percent of net assets.
The geographic location of all investments is United States unless otherwise indicated.
(a) | Represents annualized seven-day yield at July 31, 2021. |
(b) | All or a portion of these securities have been segregated as collateral for swap contracts. Total value of securities segregated amounted to $465,485,662. |
Short Total Return Swap Contracts (Unaudited)
July 31, 2021
Terms of Payments to be Received at Termination | Terms of Payments to be Paid at Termination | Counterparty | Termination Date | Contracts | Notional Amount | Unrealized Depreciation | ||||||||||||||
0.1866% representing 1 month LIBOR rate + spread | Total return of S&P 500® Index | J.P. Morgan | 12/9/2021 | 77,731 | $ | 329,666,319 | $ | (12,486,540 | ) | |||||||||||
0.1366% representing 1 month LIBOR rate + spread | Total return of S&P 500® Index | Barclays | 12/9/2021 | 35,595 | 146,056,724 | (10,714,209 | ) | |||||||||||||
0.3393% representing 1 month LIBOR rate + spread | Total return of S&P 500® Index | Bank of America Merrill Lynch | 12/9/2021 | 21,493 | 86,491,430 | (8,311,651 | ) | |||||||||||||
0.4166% representing 1 month LIBOR rate + spread | Total return of S&P 500® Index | UBS Securities LLC | 12/9/2021 | 53,006 | 225,510,672 | (7,768,777 | ) | |||||||||||||
0.1366% representing 1 month LIBOR rate + spread | Total return of S&P 500® Index | Citibank N.A. | 12/13/2021 | 54,698 | 221,722,449 | (19,489,526 | ) | |||||||||||||
0.0866% representing 1 month LIBOR rate + spread | Total return of S&P 500® Index | BNP Paribas | 3/16/2022 | 10,164 | 38,909,735 | (5,994,688 | ) | |||||||||||||
0.0866% representing 1 month LIBOR rate + spread | Total return of S&P 500® Index | BNP Paribas | 5/18/2022 | 14,087 | 58,473,086 | (3,622,719 | ) | |||||||||||||
0.0866% representing 1 month LIBOR rate + spread | Total return of S&P 500® Index | BNP Paribas | 6/15/2022 | 3,525 | 14,894,013 | (624,017 | ) | |||||||||||||
|
|
|
| |||||||||||||||||
$ | 1,121,724,428 | $ | (69,012,127 | ) | ||||||||||||||||
|
|
|
|
Direxion Daily Small Cap Bull 3X Shares
Schedule of Investments (Unaudited)
July 31, 2021
Shares | Fair Value | |||||||
INVESTMENT COMPANIES - 60.9% | ||||||||
4,945,762 | iShares Russell 2000 ETF (a)(b) | $ | 1,093,260,690 | |||||
|
| |||||||
TOTAL INVESTMENT COMPANIES (Cost $1,101,310,737) | $ | 1,093,260,690 | ||||||
|
| |||||||
SHORT TERM INVESTMENTS - 53.3% | ||||||||
Money Market Funds - 53.3% | ||||||||
598,534,620 | Dreyfus Government Cash Management Institutional Shares, 0.03% (c)(d) | $ | 598,534,620 | |||||
20,300,000 | Goldman Sachs Financial Square Government Fund Institutional Shares, 0.03% (c) | 20,300,000 | ||||||
337,373,609 | Goldman Sachs Financial Square Treasury Instruments Fund Institutional Shares, 0.01% (c) | 337,373,609 | ||||||
|
| |||||||
TOTAL SHORT TERM INVESTMENTS (Cost $956,208,229) | $ | 956,208,229 | ||||||
|
| |||||||
TOTAL INVESTMENTS (Cost $2,057,518,966) - 114.2% (e) | $ | 2,049,468,919 | ||||||
Liabilities in Excess of Other Assets - (14.2)% | (254,408,641 | ) | ||||||
|
| |||||||
TOTAL NET ASSETS - 100.0% | $ | 1,795,060,278 | ||||||
|
|
Percentages are stated as a percent of net assets.
The geographic location of all investments is United States unless otherwise indicated.
(a) | Shareholders may obtain the financial statements of these investment companies at www.sec.gov. |
(b) | A portion of this security represents a security on loan. |
(c) | Represents annualized seven-day yield at July 31, 2021. |
(d) | All or a portion of this security represents an investment of securities lending collateral. |
(e) | All or a portion of these securities have been segregated as collateral for swap contracts. Total value of securities segregated amounted to $1,150,181,853. |
Long Total Return Swap Contracts (Unaudited)
July 31, 2021
Terms of Payments to be | Terms of Payments to be | Counterparty | Termination Date | Contracts | Notional Amount | Unrealized Appreciation (Depreciation) | ||||||||||||||||
Total return of Russell 2000® Index | 0.5866% representing 1 month LIBOR rate + spread | | Credit Suisse Capital LLC | | 12/8/2021 | 85,000 | $ | 188,670,626 | $ | 753,801 | ||||||||||||
Total return of Russell 2000® Index | 0.3866% representing 1 month LIBOR rate + spread | Barclays | 12/9/2021 | 395,000 | 867,499,634 | 13,146,637 | ||||||||||||||||
Total return of Russell 2000® Index | 0.4893% representing 1 month LIBOR rate + spread | | Bank of America Merrill Lynch | | 12/9/2021 | 454,255 | 1,006,674,687 | 4,600,468 | ||||||||||||||
Total return of Russell 2000® Index | 0.6866% representing 1 month LIBOR rate + spread | | UBS Securities LLC | | 12/9/2021 | 255,462 | 464,505,788 | 106,060,162 | ||||||||||||||
Total return of Russell 2000® Index | 0.3866% representing 1 month LIBOR rate + spread | J.P. Morgan | 12/9/2021 | 130,138 | 289,338,362 | 807,905 | ||||||||||||||||
Total return of Russell 2000® Index | 0.3466% representing 1 month LIBOR rate + spread | Citibank N.A. | 12/13/2021 | 365,743 | 795,241,026 | 20,793,708 | ||||||||||||||||
Total return of Russell 2000® Index | 0.3866% representing 1 month LIBOR rate + spread | BNP Paribas | 5/18/2022 | 209,380 | 469,234,296 | (2,439,316 | ) | |||||||||||||||
Total return of Russell 2000® Index | 0.3866% representing 1 month LIBOR rate + spread | BNP Paribas | 6/15/2022 | 32,905 | 72,181,790 | 1,145,998 | ||||||||||||||||
|
|
|
| |||||||||||||||||||
$ | 4,153,346,209 | $ | 144,869,363 | |||||||||||||||||||
|
|
|
|
Direxion Daily Small Cap Bear 3X Shares
Schedule of Investments (Unaudited)
July 31, 2021
Shares | Fair Value | |||||||
SHORT TERM INVESTMENTS - 108.4% | ||||||||
Money Market Funds - 108.4% | ||||||||
276,762,483 | Dreyfus Government Cash Management Institutional Shares, 0.03% (a) | $ | 276,762,483 | |||||
120,036,109 | Goldman Sachs Financial Square Treasury Instruments Fund Institutional Shares, 0.01% (a) | 120,036,109 | ||||||
|
| |||||||
TOTAL SHORT TERM INVESTMENTS (Cost $396,798,592) (b) | $ | 396,798,592 | ||||||
|
| |||||||
TOTAL INVESTMENTS (Cost $396,798,592) - 108.4% | $ | 396,798,592 | ||||||
Liabilities in Excess of Other Assets - (8.4)% | (30,743,442 | ) | ||||||
|
| |||||||
TOTAL NET ASSETS - 100.0% | $ | 366,055,150 | ||||||
|
|
Percentages are stated as a percent of net assets.
The geographic location of all investments is United States unless otherwise indicated.
(a) | Represents annualized seven-day yield at July 31, 2021. |
(b) | All or a portion of these securities have been segregated as collateral for swap contracts. Total value of securities segregated amounted to $396,798,592. |
Short Total Return Swap Contracts (Unaudited)
July 31, 2021
Terms of Payments to be | Terms of Payments to be | Counterparty | Termination Date | Contracts | Notional Amount | Unrealized Appreciation (Depreciation) | ||||||||||||||||
0.2893% representing 1 month LIBOR rate + spread | Total return of Russell 2000® Index | | Bank of America Merrill Lynch | | 12/9/2021 | 90,270 | $ | 199,310,430 | $ | (1,658,581 | ) | |||||||||||
0.3166% representing 1 month LIBOR rate + spread | Total return of Russell 2000® Index | UBS Securities LLC | 12/9/2021 | 59,551 | 109,873,024 | (23,384,525 | ) | |||||||||||||||
0.0366% representing 1 month LIBOR rate + spread | Total return of Russell 2000® Index | Citibank N.A. | 12/13/2021 | 91,498 | 198,991,334 | (5,093,087 | ) | |||||||||||||||
0.0866% representing 1 month LIBOR rate + spread | Total return of Russell 2000® Index | J.P. Morgan | 12/16/2021 | 89,920 | 204,600,317 | 4,166,328 | ||||||||||||||||
0.1866% representing 1 month LIBOR rate + spread | Total return of Russell 2000® Index | BNP Paribas | 1/19/2022 | 119,938 | 255,223,147 | (12,815,020 | ) | |||||||||||||||
0.1866% representing 1 month LIBOR rate + spread | Total return of Russell 2000® Index | BNP Paribas | 2/16/2022 | 16,033 | 34,323,103 | (1,506,268 | ) | |||||||||||||||
0.1866% representing 1 month LIBOR rate + spread | Total return of Russell 2000® Index | BNP Paribas | 7/20/2022 | 26,093 | 58,371,963 | 243,358 | ||||||||||||||||
|
|
|
| |||||||||||||||||||
$ | 1,060,693,318 | $ | (40,047,795 | ) | ||||||||||||||||||
|
|
|
|
Direxion Daily FTSE China Bull 3X Shares
Schedule of Investments (Unaudited)
July 31, 2021
Shares | Fair Value | |||||
INVESTMENT COMPANIES - 61.1% | ||||||
6,015,593 | iShares China Large-Cap ETF (a) | $ | 243,872,141 | |||
|
| |||||
TOTAL INVESTMENT COMPANIES (Cost $259,504,926) | $ | 243,872,141 | ||||
|
| |||||
SHORT TERM INVESTMENTS - 53.0% | ||||||
Money Market Funds - 53.0% | ||||||
149,704,772 | Dreyfus Government Cash Management Institutional Shares, 0.03% (b) | $ | 149,704,772 | |||
62,019,891 | Goldman Sachs Financial Square Treasury Instruments Fund Institutional Shares, 0.01% (b) | 62,019,891 | ||||
|
| |||||
TOTAL SHORT TERM INVESTMENTS (Cost $211,724,663) | $ | 211,724,663 | ||||
|
| |||||
TOTAL INVESTMENTS (Cost $471,229,589) - 114.1% (c) | $ | 455,596,804 | ||||
Liabilities in Excess of Other Assets - (14.1)% | (56,352,063 | ) | ||||
|
| |||||
TOTAL NET ASSETS - 100.0% | $ | 399,244,741 | ||||
|
|
Percentages are stated as a percent of net assets.
The geographic location of all investments is United States unless otherwise indicated.
(a) | Shareholders may obtain the financial statements of these investment companies at www.sec.gov. |
(b) | Represents annualized seven-day yield at July 31, 2021. |
(c) | All or a portion of these securities have been segregated as collateral for swap contracts. Total value of securities segregated amounted to $405,897,074. |
Long Total Return Swap Contracts (Unaudited)
July 31, 2021
Terms of Payments to be Received at Termination | Terms of Payments to be Paid at Termination | Counterparty | Termination Date | Contracts | Notional Amount | Unrealized Depreciation | ||||||||||||||||
Total return of iShares China Large- Cap ETF | 0.3366% representing 1 month LIBOR rate + spread | UBS Securities LLC | 12/9/2021 | 2,728,513 | $ | 116,131,651 | $ | (5,493,033 | ) | |||||||||||||
Total return of iShares China Large- Cap ETF | 0.3393% representing 1 month LIBOR rate + spread | | Bank of America Merrill Lynch | | 1/26/2022 | 11,896,971 | 523,238,655 | (40,371,234 | ) | |||||||||||||
Total return of iShares China Large- Cap ETF | 0.4366% representing 1 month LIBOR rate + spread | BNP Paribas | 4/20/2022 | 3,847,942 | 179,294,117 | (22,490,319 | ) | |||||||||||||||
Total return of iShares China Large- Cap ETF | 0.4366% representing 1 month LIBOR rate + spread | BNP Paribas | 7/20/2022 | 5,055,846 | 231,929,930 | (26,958,033 | ) | |||||||||||||||
|
|
|
| |||||||||||||||||||
$ | 1,050,594,353 | $ | (95,312,619 | ) | ||||||||||||||||||
|
|
|
|
Direxion Daily FTSE China Bear 3X Shares
Schedule of Investments (Unaudited)
July 31, 2021
Shares | Fair Value | |||||
SHORT TERM INVESTMENTS - 109.5% | ||||||
Money Market Funds - 109.5% | ||||||
25,894,506 | Dreyfus Government Cash Management Institutional Shares, 0.03% (a) | $ | 25,894,506 | |||
25,866,992 | Goldman Sachs Financial Square Treasury Instruments Fund Institutional Shares, 0.01% (a) | 25,866,992 | ||||
|
| |||||
TOTAL SHORT TERM INVESTMENTS (Cost $51,761,498) (b) | $ | 51,761,498 | ||||
|
| |||||
TOTAL INVESTMENTS (Cost $51,761,498) - 109.5% | $ | 51,761,498 | ||||
Liabilities in Excess of Other Assets - (9.5)% | (4,487,313 | ) | ||||
|
| |||||
TOTAL NET ASSETS - 100.0% | $ | 47,274,185 | ||||
|
|
Percentages are stated as a percent of net assets.
The geographic location of all investments is United States unless otherwise indicated.
(a) | Represents annualized seven-day yield at July 31, 2021. |
(b) | All or a portion of these securities have been segregated as collateral for swap contracts. Total value of securities segregated amounted to $51,761,498. |
Short Total Return Swap Contracts (Unaudited)
July 31, 2021
Terms of Payments to be | Terms of Payments to be | Counterparty | Termination Date | Contracts | Notional Amount | Unrealized Appreciation (Depreciation) | ||||||||||||
(0.7543)% representing 1 month LIBOR rate + spread | Total return of iShares China Large-Cap ETF | UBS Securities LLC | 12/14/2021 | 1,164,961 | $ | 47,639,436 | $ | 410,125 | ||||||||||
0.1401% representing 1 month LIBOR rate + spread | Total return of iShares China Large-Cap ETF | Bank of America Merrill Lynch | 1/26/2023 | 2,333,455 | 93,264,006 | (1,332,584 | ) | |||||||||||
|
|
|
| |||||||||||||||
$ | 140,903,442 | $ | (922,459 | ) | ||||||||||||||
|
|
|
|
Direxion Daily FTSE Europe Bull 3X Shares
Schedule of Investments (Unaudited)
July 31, 2021
Shares | Fair Value | |||||
INVESTMENT COMPANIES - 41.9% | ||||||
358,137 | Vanguard FTSE Europe ETF (a) | $ | 24,535,966 | |||
|
| |||||
TOTAL INVESTMENT COMPANIES (Cost $21,904,782) | $ | 24,535,966 | ||||
|
| |||||
SHORT TERM INVESTMENTS - 34.8% | ||||||
Money Market Funds - 34.8% | ||||||
12,078,393 | Dreyfus Government Cash Management Institutional Shares, 0.03% (b) | $ | 12,078,393 | |||
8,306,636 | Goldman Sachs Financial Square Treasury Instruments Fund Institutional Shares, 0.01% (b) | 8,306,636 | ||||
|
| |||||
TOTAL SHORT TERM INVESTMENTS (Cost $20,385,029) | $ | 20,385,029 | ||||
|
| |||||
TOTAL INVESTMENTS (Cost $42,289,811) - 76.7% (c) | $ | 44,920,995 | ||||
Other Assets in Excess of Liabilities - 23.3% | 13,632,454 | |||||
|
| |||||
TOTAL NET ASSETS - 100.0% | $ | 58,553,449 | ||||
|
|
Percentages are stated as a percent of net assets.
The geographic location of all investments is United States unless otherwise indicated.
(a) | Shareholders may obtain the financial statements of these investment companies at www.sec.gov. |
(b) | Represents annualized seven-day yield at July 31, 2021. |
(c) | All or a portion of these securities have been segregated as collateral for swap contracts. Total value of securities segregated amounted to $34,537,688. |
Long Total Return Swap Contracts (Unaudited)
July 31, 2021
Terms of Payments to be Received at Termination | Terms of Payments to be Paid at Termination | Counterparty | Termination Date | Contracts | Notional Amount | Unrealized Appreciation | ||||||||||||
Total return of Vanguard FTSE Europe ETF | 0.7866% representing 1 month LIBOR rate + spread | Credit Suisse Capital LLC | 12/7/2021 | 183,065 | $ | 11,626,977 | $ | 1,039,866 | ||||||||||
Total return of Vanguard FTSE Europe ETF | 0.7866% representing 1 month LIBOR rate + spread | UBS Securities LLC | 12/9/2021 | 595,433 | 40,510,150 | 327,351 | ||||||||||||
Total return of Vanguard FTSE Europe ETF | 0.5366% representing 1 month LIBOR rate + spread | J.P. Morgan | 12/9/2021 | 493,857 | 30,179,400 | 4,045,547 | ||||||||||||
Total return of Vanguard FTSE Europe ETF | 0.5866% representing 1 month LIBOR rate + spread | Citibank N.A. | 12/10/2021 | 509,904 | 35,089,473 | 165,671 | ||||||||||||
Total return of Vanguard FTSE Europe ETF | 0.3366% representing 1 month LIBOR rate + spread | BNP Paribas | 1/19/2022 | 269,753 | 16,188,257 | 2,529,801 | ||||||||||||
Total return of Vanguard FTSE Europe ETF | 0.3366% representing 1 month LIBOR rate + spread | BNP Paribas | 2/16/2022 | 70,776 | 4,412,792 | 498,930 | ||||||||||||
Total return of Vanguard FTSE Europe ETF | 0.3366% representing 1 month LIBOR rate + spread | BNP Paribas | 4/20/2022 | 39,943 | 2,623,094 | 140,200 | ||||||||||||
Total return of Vanguard FTSE Europe ETF | 0.3366% representing 1 month LIBOR rate + spread | BNP Paribas | 8/17/2022 | 43,157 | 2,928,649 | 27,845 | ||||||||||||
|
|
|
| |||||||||||||||
$ | 143,558,792 | $ | 8,775,211 | |||||||||||||||
|
|
|
|
Direxion Daily MSCI Emerging Markets Bull 3X Shares
Schedule of Investments (Unaudited)
July 31, 2021
Shares | Fair Value | |||||
INVESTMENT COMPANIES - 44.3% | ||||||
1,590,288 | iShares MSCI Emerging Markets ETF (a)(b) | $ | 82,058,861 | |||
|
| |||||
TOTAL INVESTMENT COMPANIES (Cost $87,019,820) | $ | 82,058,861 | ||||
|
| |||||
SHORT TERM INVESTMENTS - 73.4% | ||||||
Money Market Funds - 73.4% |
| |||||
91,537,664 | Dreyfus Government Cash Management Institutional Shares, 0.03% (c)(d) | $ | 91,537,664 | |||
44,268,941 | Goldman Sachs Financial Square Treasury Instruments Fund Institutional Shares, 0.01% (c) | 44,268,941 | ||||
|
| |||||
TOTAL SHORT TERM INVESTMENTS (Cost $135,806,605) | $ | 135,806,605 | ||||
|
| |||||
TOTAL INVESTMENTS (Cost $222,826,425) - 117.7% (e) | $ | 217,865,466 | ||||
Liabilities in Excess of Other Assets - (17.7)% | (32,835,265 | ) | ||||
|
| |||||
TOTAL NET ASSETS - 100.0% | $ | 185,030,201 | ||||
|
|
Percentages are stated as a percent of net assets.
The geographic location of all investments is United States unless otherwise indicated.
(a) | Shareholders may obtain the financial statements of these investment companies at www.sec.gov. |
(b) | A portion of this security represents a security on loan. |
(c) | Represents annualized seven-day yield at July 31, 2021. |
(d) | All or a portion of this security represents an investment of securities lending collateral. |
(e) | All or a portion of these securities have been segregated as collateral for swap contracts. Total value of securities segregated amounted to $101,922,767. |
Long Total Return Swap Contracts (Unaudited)
July 31, 2021
Terms of Payments to be Received at Termination | Terms of Payments to be Paid/(Received) at Termination | Counterparty | Termination Date | Contracts | Notional Amount | Unrealized Depreciation | ||||||||||||
Total return of iShares MSCI Emerging Markets ETF | (0.1108)% representing 1 month LIBOR rate + spread | Bank of America Merrill Lynch | 10/26/2021 | 100,000 | $ | 5,398,079 | $ | (214,840 | ) | |||||||||
Total return of iShares MSCI Emerging Markets ETF | 0.8566% representing 1 month LIBOR rate + spread | UBS Securities LLC | 11/23/2021 | 5,776,616 | 308,010,403 | (9,369,766 | ) | |||||||||||
Total return of iShares MSCI Emerging Markets ETF | 0.4366% representing 1 month LIBOR rate + spread | J.P. Morgan | 12/9/2021 | 990,795 | 53,756,079 | (2,702,495 | ) | |||||||||||
Total return of iShares MSCI Emerging Markets ETF | 0.4266% representing 1 month LIBOR rate + spread | Citibank N.A. | 12/13/2021 | 2,300,000 | 125,416,492 | (6,487,849 | ) | |||||||||||
|
|
|
| |||||||||||||||
$ | 492,581,053 | $ | (18,774,950 | ) | ||||||||||||||
|
|
|
|
Direxion Daily MSCI Emerging Markets Bear 3X Shares
Schedule of Investments (Unaudited)
July 31, 2021
Shares | Fair Value | |||||
SHORT TERM INVESTMENTS - 54.8% | ||||||
Money Market Funds - 54.8% |
| |||||
8,753,437 | Dreyfus Government Cash Management Institutional Shares, 0.03% (a) | $ | 8,753,437 | |||
13,231,415 | Goldman Sachs Financial Square Treasury Instruments Fund Institutional Shares, 0.01% (a) | 13,231,415 | ||||
|
| |||||
TOTAL SHORT TERM INVESTMENTS (Cost $21,984,852) (b) | $ | 21,984,852 | ||||
|
| |||||
TOTAL INVESTMENTS (Cost $21,984,852) - 54.8% | $ | 21,984,852 | ||||
Other Assets in Excess of Liabilities - 45.2% | 18,111,019 | |||||
|
| |||||
TOTAL NET ASSETS - 100.0% | $ | 40,095,871 | ||||
|
|
Percentages are stated as a percent of net assets.
The geographic location of all investments is United States unless otherwise indicated.
(a) | Represents annualized seven-day yield at July 31, 2021. |
(b) | All or a portion of these securities have been segregated as collateral for swap contracts. Total value of securities segregated amounted to $21,984,852. |
Short Total Return Swap Contracts (Unaudited)
July 31, 2021
Terms of Payments to be Received/(Paid) at Termination | Terms of Payments to be Paid at Termination | Counterparty | Termination Date | Contracts | Notional Amount | Unrealized Appreciation | ||||||||||||
0.3166% representing 1 month LIBOR rate + spread | Total return of iShares MSCI Emerging Markets ETF | UBS Securities LLC | 12/7/2021 | 861,353 | $ | 44,818,466 | $ | 333,446 | ||||||||||
(0.2134)% representing 1 month LIBOR rate + spread | Total return of iShares MSCI Emerging Markets ETF | J.P. Morgan | 12/9/2021 | 433,916 | 23,798,400 | 1,353,162 | ||||||||||||
0.0866% representing 1 month LIBOR rate + spread | Total return of iShares MSCI Emerging Markets ETF | Citibank N.A. | 12/13/2021 | 781,582 | 41,133,765 | 753,895 | ||||||||||||
(0.0134)% representing 1 month LIBOR rate + spread | Total return of iShares MSCI Emerging Markets ETF | BNP Paribas | 2/16/2022 | 254,402 | 14,025,182 | 837,265 | ||||||||||||
|
|
|
| |||||||||||||||
$ | 123,775,813 | $ | 3,277,768 | |||||||||||||||
|
|
|
|
Direxion Daily MSCI Mexico Bull 3X Shares
Schedule of Investments (Unaudited)
July 31, 2021
Shares | Fair Value | |||||
INVESTMENT COMPANIES - 30.4% | ||||||
155,262 | iShares MSCI Mexico ETF (a)(b) | $ | 7,610,943 | |||
|
| |||||
TOTAL INVESTMENT COMPANIES (Cost $7,625,243) | $ | 7,610,943 | ||||
|
| |||||
SHORT TERM INVESTMENTS - 82.2% | ||||||
Money Market Funds - 82.2% |
| |||||
16,046,015 | Dreyfus Government Cash Management Institutional Shares, 0.03% (c)(d) | $ | 16,046,015 | |||
3 | Goldman Sachs Financial Square Government Fund Institutional Shares, 0.03% (c) | 3 | ||||
4,521,219 | Goldman Sachs Financial Square Treasury Instruments Fund Institutional Shares, 0.01% (c) | 4,521,219 | ||||
|
| |||||
TOTAL SHORT TERM INVESTMENTS (Cost $20,567,237) | $ | 20,567,237 | ||||
|
| |||||
TOTAL INVESTMENTS (Cost $28,192,480) - 112.6% (e) | $ | 28,178,180 | ||||
Liabilities in Excess of Other Assets - (12.6)% | (3,143,176 | ) | ||||
|
| |||||
TOTAL NET ASSETS - 100.0% | $ | 25,035,004 | ||||
|
|
Percentages are stated as a percent of net assets.
The geographic location of all investments is United States unless otherwise indicated.
(a) | Shareholders may obtain the financial statements of these investment companies at www.sec.gov. |
(b) | A portion of this security represents a security on loan. |
(c) | Represents annualized seven-day yield at July 31, 2021. |
(d) | All or a portion of this security represents an investment of securities lending collateral. |
(e) | All or a portion of these securities have been segregated as collateral for swap contracts. Total value of securities segregated amounted to $21,415,949. |
Long Total Return Swap Contracts (Unaudited)
July 31, 2021
Terms of Payments to be Received at Termination | Terms of Payments to be Paid/(Received) at Termination | Counterparty | Termination Date | Contracts | Notional Amount | Unrealized Appreciation (Depreciation) | ||||||||||||
Total return of iShares MSCI Mexico ETF | 0.0366% representing 1 month LIBOR rate + spread | BNP Paribas | 12/7/2021 | 453,462 | $ | 21,577,105 | $ | 693,636 | ||||||||||
Total return of iShares MSCI Mexico ETF | 0.1866% representing 1 month LIBOR rate + spread | UBS Securities LLC | 12/9/2021 | 403,583 | 17,276,229 | 2,656,902 | ||||||||||||
Total return of iShares MSCI Mexico ETF | (0.9134)% representing 1 month LIBOR rate + spread | J.P. Morgan | 12/9/2021 | 465,364 | 20,135,651 | 2,951,866 | ||||||||||||
Total return of iShares MSCI Mexico ETF | 0.3366% representing 1 month LIBOR rate + spread | Citibank N.A. | 7/21/2022 | 54,501 | 2,693,036 | (21,451 | ) | |||||||||||
|
|
|
| |||||||||||||||
$ | 61,682,021 | $ | 6,280,953 | |||||||||||||||
|
|
|
|
Direxion Daily MSCI South Korea Bull 3X Shares
Schedule of Investments (Unaudited)
July 31, 2021
Shares | Fair Value | |||||
INVESTMENT COMPANIES - 36.2% | ||||||
169,881 | iShares MSCI South Korea ETF (a) | $ | 15,076,938 | |||
|
| |||||
TOTAL INVESTMENT COMPANIES (Cost $15,903,222) | $ | 15,076,938 | ||||
|
| |||||
SHORT TERM INVESTMENTS - 69.6% | ||||||
Money Market Funds - 69.6% | ||||||
11,456,350 | Dreyfus Government Cash Management Institutional Shares, 0.03% (b) | $ | 11,456,350 | |||
11,020,000 | Goldman Sachs Financial Square Government Fund Institutional Shares, 0.03% (b) | 11,020,000 | ||||
6,533,210 | Goldman Sachs Financial Square Treasury Instruments Fund Institutional Shares, 0.01% (b) | 6,533,210 | ||||
|
| |||||
TOTAL SHORT TERM INVESTMENTS (Cost $29,009,560) | $ | 29,009,560 | ||||
|
| |||||
TOTAL INVESTMENTS (Cost $44,912,782) - 105.8% (c) | $ | 44,086,498 | ||||
Liabilities in Excess of Other Assets - (5.8)% | (2,427,339 | ) | ||||
|
| |||||
TOTAL NET ASSETS - 100.0% | $ | 41,659,159 | ||||
|
|
Percentages are stated as a percent of net assets.
The geographic location of all investments is United States unless otherwise indicated.
(a) | Shareholders may obtain the financial statements of these investment companies at www.sec.gov. |
(b) | Represents annualized seven-day yield at July 31, 2021. |
(c) | All or a portion of these securities have been segregated as collateral for swap contracts. Total value of securities segregated amounted to $42,459,090. |
Long Total Return Swap Contracts (Unaudited)
July 31, 2021
Terms of Payments to be Received at Termination | Terms of Payments to be Paid at Termination | Counterparty | Termination Date | Contracts | Notional Amount | Unrealized Appreciation (Depreciation) | ||||||||||||
Total return of iShares MSCI South Korea ETF | 0.5866% representing 1 month LIBOR rate + spread | Barclays | 12/9/2021 | 702,117 | $ | 61,315,878 | $ | 866,728 | ||||||||||
Total return of iShares MSCI South Korea ETF | 0.5893% representing 1 month LIBOR rate + spread | Bank of America Merrill Lynch | 12/9/2021 | 123,683 | 10,906,367 | 54,092 | ||||||||||||
Total return of iShares MSCI South Korea ETF | 0.5366% representing 1 month LIBOR rate + spread | J.P. Morgan | 12/9/2021 | 192,971 | 17,467,046 | (344,019 | ) | |||||||||||
Total return of iShares MSCI South Korea ETF | 0.5366% representing 1 month LIBOR rate + spread | Citibank N.A. | 12/13/2021 | 219,591 | 19,878,448 | (410,749 | ) | |||||||||||
|
|
|
| |||||||||||||||
$ | 109,567,739 | $ | 166,052 | |||||||||||||||
|
|
|
|
Direxion Daily Aerospace & Defense Bull 3X Shares
Schedule of Investments (Unaudited)
July 31, 2021
Shares | Fair Value | |||||
COMMON STOCKS - 65.3% | ||||||
Computer and Electronic Product Manufacturing - 20.7% | ||||||
46,717 | Aerojet Rocketdyne Holdings, Inc. | $ | 2,204,108 | |||
48,815 | L3 Harris Technologies, Inc. | 11,068,313 | ||||
35,226 | Mercury Computer Systems, Inc. (a) | 2,324,916 | ||||
18,360 | Moog, Inc. Class A | 1,429,694 | ||||
28,501 | Northrop Grumman Corp. | 10,346,433 | ||||
519,617 | Raytheon Technologies Corp. | 45,180,698 | ||||
|
| |||||
72,554,162 | ||||||
|
| |||||
Credit Intermediation and Related Activities - 0.2% | ||||||
33,404 | Smith & Wesson Brands, Inc. | 783,324 | ||||
|
| |||||
Electrical Equipment, Appliance, and Component Manufacturing - 2.2% | ||||||
40,577 | Axon Enterprise, Inc. (a) | 7,548,134 | ||||
|
| |||||
Fabricated Metal Product Manufacturing - 3.1% | ||||||
59,684 | BWX Technologies, Inc. | 3,427,652 | ||||
25,682 | Curtiss-Wright Corp. | 3,038,181 | ||||
15,825 | RBC Bearings, Inc. (a) | 3,718,875 | ||||
11,030 | Sturm, Ruger & Co, Inc. | 820,191 | ||||
|
| |||||
11,004,899 | ||||||
|
| |||||
Merchant Wholesalers, Durable Goods - 2.5% | ||||||
52,547 | Hexcel Corp. (a) | 2,859,608 | ||||
25,233 | Huntington Ingalls Industries, Inc. | 5,176,045 | ||||
17,444 | Kaman Corp. | 773,641 | ||||
|
| |||||
8,809,294 | ||||||
|
| |||||
Miscellaneous Manufacturing - 2.8% | ||||||
141,581 | Textron, Inc. | 9,770,505 | ||||
|
| |||||
Primary Metal Manufacturing - 2.3% | ||||||
245,203 | Howmet Aerospace, Inc. (a) | 8,047,562 | ||||
|
| |||||
Professional, Scientific, and Technical Services - 3.9% | ||||||
45,076 | Maxar Technologies, Inc. | 1,634,906 | ||||
14,776 | Parsons Corp. (a) | 570,649 | ||||
25,358 | Teledyne Technologies, Inc. (a) | 11,481,342 | ||||
|
| |||||
13,686,897 | ||||||
|
| |||||
Securities, Commodity Contracts, and Other Financial Investments and Related Activities - 0.8% | ||||||
39,116 | PAE, Inc. (a) | 348,915 | ||||
83,054 | Virgin Galactic Holdings, Inc. (a)(b) | 2,490,789 | ||||
|
| |||||
2,839,704 | ||||||
|
| |||||
Textile Mills - 0.1% | ||||||
3,265 | National Presto Industries, Inc. | 315,007 | ||||
|
| |||||
Transportation Equipment Manufacturing - 26.7% | ||||||
20,832 | AAR Corp. (a) | 744,952 | ||||
14,088 | AeroVironment, Inc. (a) | 1,424,297 | ||||
188,534 | Boeing Co. (a) | 42,699,180 | ||||
55,341 | General Dynamics Corp. | 10,848,496 | ||||
46,311 | HEICO Corp. | 5,617,061 | ||||
26,533 | HEICO Corp. Class A | 3,588,588 | ||||
77,654 | Kratos Defense & Security Solutions, Inc. (a) | 2,112,189 | ||||
34,248 | Lockheed Martin Corp. | 12,728,954 | ||||
66,132 | Spirit AeroSystems Holdings, Inc. | 2,857,564 | ||||
15,996 | TransDigm Group, Inc. (a) | 10,254,876 | ||||
38,273 | Triumph Group, Inc. (a) | 729,101 | ||||
|
| |||||
93,605,258 | ||||||
|
| |||||
TOTAL COMMON STOCKS (Cost $212,600,975) | $ | 228,964,746 | ||||
|
| |||||
SHORT TERM INVESTMENTS - 20.8% | ||||||
Money Market Funds - 20.8% | ||||||
50,542,781 | Dreyfus Government Cash Management Institutional Shares, 0.03% (c)(d) | $ | 50,542,781 | |||
22,274,939 | Goldman Sachs Financial Square Treasury Instruments Fund Institutional Shares, 0.01% (c) | 22,274,939 | ||||
|
| |||||
TOTAL SHORT TERM INVESTMENTS (Cost $72,817,720) | $ | 72,817,720 | ||||
|
| |||||
TOTAL INVESTMENTS (Cost $285,418,695) - 86.1% (e) | $ | 301,782,466 | ||||
Other Assets in Excess of Liabilities - 13.9% | 48,705,630 | |||||
|
| |||||
TOTAL NET ASSETS - 100.0% | $ | 350,488,096 | ||||
|
|
Percentages are stated as a percent of net assets.
The geographic location of all investments is United States unless otherwise indicated.
(a) | Non-income producing security. |
(b) | A portion of this security represents a security on loan. |
(c) | Represents annualized seven-day yield at July 31, 2021. |
(d) | All or a portion of this security represents an investment of securities lending collateral. |
(e) | All or a portion of these securities have been segregated as collateral for swap contracts. Total value of securities segregated amounted to $258,794,848. |
Long Total Return Swap Contracts (Unaudited)
July 31, 2021
Terms of Payments to be Received at Termination | Terms of Payments to be Paid at Termination | Counterparty | Termination Date | Contracts | Notional Amount | Unrealized Appreciation (Depreciation) | ||||||||||||
Total return of Dow Jones U.S. Select Aerospace & Defense Index | 0.7366% representing 1 month LIBOR rate + spread | Credit Suisse Capital LLC | 12/7/2021 | 3,878 | $ | 97,659,691 | $ | 8,141,320 | ||||||||||
Total return of Dow Jones U.S. Select Aerospace & Defense Index | 0.6866% representing 1 month LIBOR rate + spread | UBS Securities LLC | 12/9/2021 | 7,597 | 206,730,338 | 827,999 | ||||||||||||
Total return of Dow Jones U.S. Select Aerospace & Defense Index | 0.5866% representing 1 month LIBOR rate + spread | J.P. Morgan | 12/9/2021 | 1,602 | 44,807,411 | (1,928,286 | ) | |||||||||||
Total return of Dow Jones U.S. Select Aerospace & Defense Index | 0.5366% representing 1 month LIBOR rate + spread | Citibank N.A. | 12/13/2021 | 6,555 | 156,325,279 | 22,721,611 | ||||||||||||
Total return of Dow Jones U.S. Select Aerospace & Defense Index | 0.6393% representing 1 month LIBOR rate + spread | Bank of America Merrill Lynch | 12/20/2021 | 2,758 | 74,318,902 | 886,379 | ||||||||||||
Total return of Dow Jones U.S. Select Aerospace & Defense Index | 0.8366% representing 1 month LIBOR rate + spread | BNP Paribas | 2/16/2022 | 3,886 | 92,843,433 | 13,315,711 | ||||||||||||
Total return of Dow Jones U.S. Select Aerospace & Defense Index | 0.8366% representing 1 month LIBOR rate + spread | BNP Paribas | 4/20/2022 | 1,199 | 31,869,242 | 837,289 | ||||||||||||
Total return of Dow Jones U.S. Select Aerospace & Defense Index | 0.8366% representing 1 month LIBOR rate + spread | BNP Paribas | 5/18/2022 | 2,054 | 54,163,851 | 1,904,583 | ||||||||||||
Total return of Dow Jones U.S. Select Aerospace & Defense Index | 0.8366% representing 1 month LIBOR rate + spread | BNP Paribas | 6/15/2022 | 630 | 16,720,219 | 459,632 | ||||||||||||
|
|
|
| |||||||||||||||
$ | 775,438,366 | $ | 47,166,238 | |||||||||||||||
|
|
|
|
Direxion Daily Consumer Discretionary Bull 3X Shares
Schedule of Investments (Unaudited)
July 31, 2021
Shares | Fair Value | |||||
COMMON STOCKS - 50.8% | ||||||
Accommodation - 1.4% | ||||||
1,019 | Caesars Entertainment Inc. (a) | $ | 89,020 | |||
1,361 | Hilton Worldwide Holdings, Inc. (a) | 178,903 | ||||
1,305 | Marriott International, Inc. Class A (a) | 190,504 | ||||
1,988 | MGM Resorts International | 74,610 | ||||
|
| |||||
533,037 | ||||||
|
| |||||
Administrative and Support Services - 1.2% | ||||||
200 | Booking Holdings, Inc. (a) | 435,652 | ||||
|
| |||||
Amusement, Gambling, and Recreation Industries - 0.3% | ||||||
1,604 | Las Vegas Sands Corp. (a) | 67,929 | ||||
514 | Wynn Resorts Ltd. (a) | 50,542 | ||||
|
| |||||
118,471 | ||||||
|
| |||||
Apparel Manufacturing - 0.7% | ||||||
1,705 | Hanesbrands, Inc. | 31,133 | ||||
348 | PVH Corp. (a) | 36,408 | ||||
236 | Ralph Lauren Corp. | 26,791 | ||||
922 | Under Armour, Inc. Class A (a) | 18,855 | ||||
960 | Under Armour, Inc. Class C (a) | 16,819 | ||||
1,571 | V F Corp. | 125,994 | ||||
|
| |||||
256,000 | ||||||
|
| |||||
Building Material and Garden Equipment and Supplies Dealers - 6.3% | ||||||
3,453 | Lowe’s Companies, Inc. | 665,359 | ||||
5,127 | The Home Depot, Inc. | 1,682,630 | ||||
|
| |||||
2,347,989 | ||||||
|
| |||||
Clothing and Clothing Accessories Stores - 2.0% | ||||||
1,014 | Gap, Inc. | 29,578 | ||||
1,292 | L Brands, Inc. | 103,451 | ||||
1,742 | Ross Stores, Inc. | 213,726 | ||||
5,890 | TJX Companies, Inc. | 405,291 | ||||
|
| |||||
752,046 | ||||||
|
| |||||
Construction of Buildings - 1.2% | ||||||
1,602 | D.R. Horton, Inc. | 152,879 | ||||
1,347 | Lennar Corp. Class A | 141,637 | ||||
17 | NVR, Inc. (a) | 88,784 | ||||
1,292 | PulteGroup, Inc. | 70,892 | ||||
|
| |||||
454,192 | ||||||
|
| |||||
Electrical Equipment, Appliance, and Component Manufacturing - 0.2% | ||||||
306 | Whirlpool Corp. | 67,791 | ||||
|
| |||||
Electronics and Appliance Stores - 0.3% | ||||||
1,089 | Best Buy Co., Inc. | 122,349 | ||||
|
| |||||
Food Services and Drinking Places - 6.0% | ||||||
138 | Chipotle Mexican Grill, Inc. (a) | 257,155 | ||||
640 | Darden Restaurants, Inc. | 93,363 | ||||
189 | Domino’s Pizza, Inc. | 99,318 | ||||
3,644 | McDonald’s Corp. | 884,435 | ||||
5,755 | Starbucks Corp. | 698,830 | ||||
1,455 | Yum! Brands, Inc. | 191,172 | ||||
|
| |||||
2,224,273 | ||||||
|
| |||||
Funds, Trusts, and Other Financial Vehicles - 0.3% | ||||||
732 | Garmin Ltd. ADR (Switzerland) | 115,070 | ||||
|
| |||||
General Merchandise Stores - 2.7% | ||||||
1,153 | Dollar General Corp. | 268,234 | ||||
1,133 | Dollar Tree, Inc. (a) | 113,062 | ||||
2,417 | Target Corp. | 630,958 | ||||
|
| |||||
1,012,254 | ||||||
|
| |||||
Health and Personal Care Stores - 0.3% | ||||||
268 | Ulta Salon, Cosmetics & Fragrance, Inc. (a) | 89,994 | ||||
|
| |||||
Leather and Allied Product Manufacturing - 2.6% | ||||||
5,387 | NIKE, Inc. Class B | 902,376 | ||||
1,362 | Tapestry, Inc. (a) | 57,613 | ||||
|
| |||||
959,989 | ||||||
|
| |||||
Merchant Wholesalers, Durable Goods - 0.7% | ||||||
651 | Leggett & Platt, Inc. | 31,267 | ||||
1,357 | LKQ Corp. (a) | 68,868 | ||||
285 | Mohawk Industries, Inc. (a) | 55,546 | ||||
196 | Pool Corp. | 93,653 | ||||
|
| |||||
249,334 | ||||||
|
| |||||
Miscellaneous Manufacturing - 0.2% | ||||||
624 | Hasbro, Inc. | 62,051 | ||||
|
| |||||
Miscellaneous Store Retailers - 0.6% | ||||||
621 | Etsy, Inc. (a) | 113,960 | ||||
563 | Tractor Supply Co. | 101,863 | ||||
|
| |||||
215,823 | ||||||
|
| |||||
Motor Vehicle and Parts Dealers - 1.5% | ||||||
319 | Advance Auto Parts, Inc. | 67,647 | ||||
105 | AutoZone, Inc. (a) | 170,475 | ||||
797 | CarMax, Inc. (a) | 106,758 | ||||
341 | O’Reilly Automotive, Inc. (a) | 205,910 | ||||
|
| |||||
550,790 | ||||||
|
| |||||
Nonstore Retailers - 11.7% | ||||||
1,245 | Amazon.com, Inc. (a) | 4,142,850 | ||||
3,162 | eBay, Inc. | 215,680 | ||||
|
| |||||
4,358,530 | ||||||
|
| |||||
Performing Arts, Spectator Sports, and Related Industries - 0.1% | ||||||
725 | Penn National Gaming, Inc. (a) | 49,575 | ||||
|
| |||||
Plastics and Rubber Products Manufacturing - 0.1% | ||||||
1,848 | Newell Rubbermaid, Inc. | 45,738 | ||||
|
| |||||
Support Activities for Transportation - 0.3% | ||||||
691 | Expedia, Inc. (a) | 111,161 | ||||
|
| |||||
Transportation Equipment Manufacturing - 9.3% | ||||||
1,322 | Aptiv PLC ADR (Ireland) (a) | 220,576 | ||||
1,171 | BorgWarner, Inc. | 57,356 | ||||
19,150 | Ford Motor Co. (a) | 267,142 | ||||
6,235 | General Motors Co. (a) | 354,397 | ||||
3,716 | Tesla Motors, Inc. (a) | 2,553,635 | ||||
|
| |||||
3,453,106 | ||||||
|
|
Water Transportation - 0.6% | ||||||
3,899 | Carnival Corp. ADR (a) | 84,414 | ||||
1,807 | Norwegian Cruise Line Holdings Ltd. ADR (a) | 43,422 | ||||
1,069 | Royal Caribbean Cruises Ltd. ADR (Liberia) (a) | 82,174 | ||||
|
| |||||
210,010 | ||||||
|
| |||||
Wholesale Electronic Markets and Agents and Brokers - 0.2% | ||||||
706 | Genuine Parts Co. | 89,606 | ||||
|
| |||||
TOTAL COMMON STOCKS (Cost $18,441,365) | $ | 18,884,831 | ||||
|
| |||||
SHORT TERM INVESTMENTS - 34.4% | ||||||
Money Market Funds - 34.4% | ||||||
920,799 | Dreyfus Government Cash Management Institutional Shares, 0.03% (b) | $ | 920,799 | |||
11,857,412 | Goldman Sachs Financial Square Treasury Instruments Fund Institutional Shares, 0.01% (b) | 11,857,412 | ||||
|
| |||||
TOTAL SHORT TERM INVESTMENTS (Cost $12,778,211) | $ | 12,778,211 | ||||
|
| |||||
TOTAL INVESTMENTS (Cost $31,219,576) - 85.2% (c) | $ | 31,663,042 | ||||
Other Assets in Excess of Liabilities - 14.8% | 5,520,728 | |||||
|
| |||||
TOTAL NET ASSETS - 100.0% | $ | 37,183,770 | ||||
|
|
Percentages are stated as a percent of net assets.
The geographic location of all investments is United States unless otherwise indicated.
(a) | Non-income producing security. |
(b) | Represents annualized seven-day yield at July 31, 2021. |
(c) | All or a portion of these securities have been segregated as collateral for swap contracts. Total value of securities segregated amounted to $30,700,985. |
ADR - American Depository Receipt
Long Total Return Swap Contracts (Unaudited)
July 31, 2021
Terms of Payments to be Received at Termination | Terms of Payments to be Paid at Termination | Counterparty | Termination Date | Contracts | Notional Amount | Unrealized Appreciation | ||||||||||||||
Total return of Consumer Discretionary Select Sector Index | 0.6893% representing 1 month LIBOR rate + spread | Bank of America Merrill Lynch | 11/24/2021 | 10,597 | $ | 18,807,046 | $ | 510,367 | ||||||||||||
Total return of Consumer Discretionary Select Sector Index | 0.5366% representing 1 month LIBOR rate + spread | J.P. Morgan | 12/8/2021 | 37,751 | 64,281,693 | 4,539,934 | ||||||||||||||
Total return of Consumer Discretionary Select Sector Index | 0.5866% representing 1 month LIBOR rate + spread | BNP Paribas | 12/15/2021 | 2,488 | 3,862,247 | 679,094 | ||||||||||||||
|
|
|
| |||||||||||||||||
$ | 86,950,986 | $ | 5,729,395 | |||||||||||||||||
|
|
|
|
Direxion Daily Dow Jones Internet Bull 3X Shares
Schedule of Investments (Unaudited)
July 31, 2021
Shares | Fair Value | |||||
COMMON STOCKS - 65.8% | ||||||
Administrative and Support Services - 1.0% | ||||||
5,562 | Teladoc Health, Inc. (a) | $ | 825,679 | |||
|
| |||||
Computer and Electronic Product Manufacturing - 4.0% | ||||||
2,327 | Arista Networks, Inc. (a) | 885,168 | ||||
43,522 | Cisco Systems, Inc. | 2,409,813 | ||||
|
| |||||
3,294,981 | ||||||
|
| |||||
Data Processing, Hosting, and Related Services - 1.6% | ||||||
8,069 | Match Group, Inc. (a) | 1,285,150 | ||||
|
| |||||
Food Services and Drinking Places - 0.8% | ||||||
2,834 | Wayfair, Inc. (a) | 684,014 | ||||
|
| |||||
Miscellaneous Store Retailers - 1.2% | ||||||
5,183 | Etsy, Inc. (a) | 951,132 | ||||
|
| |||||
Motion Picture and Sound Recording Industries - 3.0% | ||||||
4,711 | Netflix, Inc. (a) | 2,438,272 | ||||
|
| |||||
Nonstore Retailers - 7.6% | ||||||
1,500 | Amazon.com, Inc. (a) | 4,991,385 | ||||
18,278 | eBay, Inc. | 1,246,742 | ||||
|
| |||||
6,238,127 | ||||||
|
| |||||
Other Information Services - 9.9% | ||||||
1,071 | Alphabet, Inc. Class A (a) | 2,885,842 | ||||
1,014 | Alphabet, Inc. Class C (a) | 2,742,282 | ||||
16,827 | Pinterest, Inc. (a) | 991,110 | ||||
21,296 | Twitter, Inc. (a) | 1,485,396 | ||||
|
| |||||
8,104,630 | ||||||
|
| |||||
Professional, Scientific, and Technical Services - 14.4% | ||||||
6,907 | Bumble, Inc. (a) | 351,428 | ||||
9,838 | Ciena Corp. (a) | 571,981 | ||||
23,882 | Cloudera, Inc. (a) | 379,008 | ||||
11,693 | Facebook, Inc. (a) | 4,166,216 | ||||
8,630 | GoDaddy, Inc. (a) | 723,626 | ||||
20,781 | Juniper Networks, Inc. | 584,777 | ||||
14,999 | Nutanix, Inc. (a) | 540,264 | ||||
4,494 | Okta, Inc. (a) | 1,113,568 | ||||
22,564 | Snap, Inc. (a) | 1,679,213 | ||||
3,006 | Snowflake, Inc. (a) | 798,754 | ||||
4,010 | VeriSign, Inc. (a) | 867,644 | ||||
|
| |||||
11,776,479 | ||||||
|
| |||||
Publishing Industries (except Internet) - 13.7% | ||||||
7,004 | Akamai Technologies, Inc. (a) | 839,919 | ||||
14,708 | Box, Inc. (a) | 351,815 | ||||
6,147 | Citrix Systems, Inc. | 619,310 | ||||
3,480 | Coupa Software, Inc. (a) | 755,160 | ||||
9,166 | Datadog, Inc. (a) | 1,014,676 | ||||
5,271 | DocuSign, Inc. (a) | 1,570,969 | ||||
19,567 | Dropbox, Inc. (a) | 616,165 | ||||
7,953 | Fastly, Inc. (a) | 382,301 | ||||
10,174 | Salesforce.com, Inc. (a) | 2,461,396 | ||||
4,025 | Veeva Systems, Inc. (a) | 1,339,158 | ||||
5,342 | Workday, Inc. (a) | 1,252,165 | ||||
|
| |||||
11,203,034 | ||||||
|
| |||||
Real Estate - 1.0% | ||||||
1,473 | Zillow Group, Inc. Class A (a) | 157,803 | ||||
6,417 | Zillow Group, Inc. Class C (a) | 681,870 | ||||
|
| |||||
839,673 | ||||||
|
| |||||
Securities, Commodity Contracts, and Other Financial Investments and Related Activities - 0.5% | ||||||
19,571 | CommScope Holding Co., Inc. (a) | 414,122 | ||||
|
| |||||
Support Activities for Transportation - 1.1% | ||||||
5,369 | Expedia, Inc. (a) | 863,711 | ||||
|
| |||||
Telecommunications - 6.0% | ||||||
10,257 | PayPal Holdings, Inc. (a) | 2,826,111 | ||||
25,865 | Vonage Holdings Corp. (a) | 368,835 | ||||
4,596 | Zoom Video Communications, Inc. (a) | 1,737,748 | ||||
|
| |||||
4,932,694 | ||||||
|
| |||||
TOTAL COMMON STOCKS (Cost $47,590,332) | $ | 53,851,698 | ||||
|
| |||||
SHORT TERM INVESTMENTS - 40.1% | ||||||
Money Market Funds - 40.1% | ||||||
14,512,781 | Dreyfus Government Cash Management Institutional Shares, 0.03% (b) | $ | 14,512,781 | |||
4,470,000 | Goldman Sachs Financial Square Government Fund Institutional Shares, 0.03% (b) | 4,470,000 | ||||
13,820,859 | Goldman Sachs Financial Square Treasury Instruments Fund Institutional Shares, 0.01% (b) | 13,820,859 | ||||
|
| |||||
TOTAL SHORT TERM INVESTMENTS (Cost $32,803,640) | $ | 32,803,640 | ||||
|
| |||||
TOTAL INVESTMENTS (Cost $80,393,972) - 105.9% (c) | $ | 86,655,338 | ||||
Liabilities in Excess of Other Assets - (5.9)% | (4,869,447 | ) | ||||
|
| |||||
TOTAL NET ASSETS - 100.0% | $ | 81,785,891 | ||||
|
|
Percentages are stated as a percent of net assets.
The geographic location of all investments is United States unless otherwise indicated.
(a) | Non-income producing security. |
(b) | Represents annualized seven-day yield at July 31, 2021. |
(c) | All or a portion of these securities have been segregated as collateral for swap contracts. Total value of securities segregated amounted to $65,008,445. |
Long Total Return Swap Contracts (Unaudited)
July 31, 2021
Terms of Payments to be Received at Termination | Terms of Payments to be Paid at Termination | Counterparty | Termination Date | Contracts | Notional Amount | Unrealized Appreciation (Depreciation) | ||||||||||||||
Total return of Dow Jones Internet Composite Index | 0.6393% representing 1 month LIBOR rate + spread | Bank of America Merrill Lynch | 12/9/2021 | 62,492 | $ | 62,770,021 | $ | 5,712,175 | ||||||||||||
Total return of Dow Jones Internet Composite Index | 0.7366% representing 1 month LIBOR rate + spread | UBS Securities LLC | 12/9/2021 | 47,851 | 46,828,654 | 5,530,012 | ||||||||||||||
Total return of Dow Jones Internet Composite Index | 0.3866% representing 1 month LIBOR rate + spread | Citibank N.A. | 12/13/2021 | 55,172 | 53,189,657 | 7,239,970 | ||||||||||||||
Total return of Dow Jones Internet Composite Index | 0.5866% representing 1 month LIBOR rate + spread | Barclays | 6/17/2022 | 9,174 | 10,426,798 | (369,925 | ) | |||||||||||||
|
|
|
| |||||||||||||||||
$ | 173,215,130 | $ | 18,112,232 | |||||||||||||||||
|
|
|
|
Direxion Daily Dow Jones Internet Bear 3X Shares
Schedule of Investments (Unaudited)
July 31, 2021
Shares | Fair Value | |||||
SHORT TERM INVESTMENTS - 74.8% | ||||||
Money Market Funds - 74.8% | ||||||
4,301,451 | Goldman Sachs Financial Square Treasury Instruments Fund Institutional Shares, 0.01% (a) | $ | 4,301,451 | |||
|
| |||||
TOTAL SHORT TERM INVESTMENTS (Cost $4,301,451) (b) | $ | 4,301,451 | ||||
|
| |||||
TOTAL INVESTMENTS (Cost $4,301,451) - 74.8% | $ | 4,301,451 | ||||
Other Assets in Excess of Liabilities - 25.2% | 1,451,802 | |||||
|
| |||||
TOTAL NET ASSETS - 100.0% | $ | 5,753,253 | ||||
|
|
Percentages are stated as a percent of net assets.
The geographic location of all investments is United States unless otherwise indicated.
(a) | Represents annualized seven-day yield at July 31, 2021. |
(b) | All or a portion of these securities have been segregated as collateral for swap contracts. Total value of securities segregated amounted to $4,301,451. |
Short Total Return Swap Contracts (Unaudited)
July 31, 2021
Terms of Payments to be Received at Termination | Terms of Payments to be Paid at Termination | Counterparty | Termination Date | Contracts | Notional Amount | Unrealized Appreciation | ||||||||||||||
0.4393% representing 1 month LIBOR rate + spread | Total return of Dow Jones Internet Composite Index | Bank of America Merrill Lynch | 12/13/2021 | 15,744 | $ | 17,348,348 | $ | 89,476 | ||||||||||||
|
|
|
|
Direxion Daily Financial Bull 3X Shares
Schedule of Investments (Unaudited)
July 31, 2021
Shares | Fair Value | |||||
COMMON STOCKS - 67.4% | ||||||
Administrative and Support Services - 1.4% | ||||||
55,462 | Broadridge Financial Solutions, Inc. | $ | 9,622,102 | |||
18,184 | FactSet Research System, Inc. | 6,496,780 | ||||
77,896 | Moody’s Corp. | 29,288,896 | ||||
5,888 | Upstart Holdings, Inc. (a) | 711,035 | ||||
|
| |||||
46,118,813 | ||||||
|
| |||||
Credit Intermediation and Related Activities - 27.0% | ||||||
177,675 | Ally Financial, Inc. | 9,125,388 | ||||
3,621,074 | Bank of America Corp. | 138,904,399 | ||||
19,078 | Bank of Hawaii Corp. | 1,597,019 | ||||
384,890 | Bank of New York Mellon Corp. | 19,756,404 | ||||
58,915 | Bank OZK` | 2,398,430 | ||||
14,655 | BOK Financial Corp. | 1,231,167 | ||||
992,394 | Citigroup, Inc. | 67,105,682 | ||||
203,806 | Citizens Financial Group, Inc. | 8,592,461 | ||||
66,914 | Comerica, Inc. | 4,594,315 | ||||
51,016 | Commerce Bancshares, Inc. | 3,608,362 | ||||
4,460 | Credit Acceptance Corp. (a)(b) | 2,162,074 | ||||
146,172 | Discover Financial Services | 18,172,103 | ||||
67,679 | East West Bancorp, Inc. | 4,815,361 | ||||
152,674 | F.N.B. Corp. | 1,749,644 | ||||
336,608 | Fifth Third Bancorp | 12,215,504 | ||||
2,896 | First Citizens BancShares, Inc. Class A | 2,266,381 | ||||
62,408 | First Hawaiian, Inc. | 1,718,092 | ||||
262,445 | First Horizon National Corp. | 4,054,775 | ||||
84,108 | First Republic Bank | 16,402,742 | ||||
703,100 | Huntington Bancshares, Inc. | 9,899,648 | ||||
1,444,219 | JPMorgan Chase & Co. | 219,203,560 | ||||
463,997 | KeyCorp | 9,122,181 | ||||
61,535 | M&T Bank Corp. | 8,236,460 | ||||
216,449 | New York Community Bancorp, Inc. | 2,549,769 | ||||
98,475 | Northern Trust Corp. | 11,112,904 | ||||
42,467 | OneMain Holdings, Inc. | 2,590,487 | ||||
56,500 | PacWest Bancorp | 2,249,830 | ||||
203,904 | People’s United Financial, Inc. | 3,201,293 | ||||
35,635 | Pinnacle Financial Partners, Inc. | 3,193,252 | ||||
203,694 | PNC Financial Services Group, Inc. | 37,155,822 | ||||
39,724 | Popular, Inc. ADR | 2,890,318 | ||||
42,814 | Prosperity Bancshares, Inc. | 2,919,487 | ||||
461,155 | Regions Financial Corp. | 8,877,234 | ||||
64,884 | Rocket Cos., Inc. (b) | 1,118,600 | ||||
27,031 | Signature Bank | 6,135,226 | ||||
166,723 | State Street Corp. | 14,528,242 | ||||
91,601 | Sterling Bancorp | 1,988,658 | ||||
26,814 | SVB Financial Group (a) | 14,746,627 | ||||
70,650 | Synovus Financial Corp. | 2,889,585 | ||||
23,610 | TFS Financial Corp. | 459,923 | ||||
644,835 | Truist Financial Corp. | 35,098,369 | ||||
644,437 | U.S. Bancorp | 35,792,031 | ||||
20,614 | UWM Holdings Corp. (b) | 157,285 | ||||
43,155 | Webster Financial Corp. | 2,075,755 | ||||
1,986,321 | Wells Fargo & Co. | 91,251,587 | ||||
48,347 | Western Alliance Bancorp | 4,487,569 | ||||
27,175 | Wintrust Financial Corp. | 1,940,295 | ||||
77,388 | Zions Bancorp | 4,035,784 | ||||
|
| |||||
860,378,084 | ||||||
|
| |||||
Funds, Trusts, and Other Financial Vehicles - 0.2% | ||||||
251,374 | AGNC Investment Corp. | 3,989,305 | ||||
77,833 | Carlyle Group, Inc. | 3,928,232 | ||||
|
| |||||
7,917,537 | ||||||
|
| |||||
Insurance Carriers and Related Activities - 20.5% | ||||||
322,188 | Aflac, Inc. | 17,720,340 | ||||
6,477 | Alleghany Corp. (a) | 4,294,899 | ||||
143,277 | Allstate Corp. | 18,633,174 | ||||
32,518 | American Financial Group, Inc. | 4,113,202 | ||||
412,040 | American International Group, Inc. | 19,510,094 | ||||
107,406 | AON PLC ADR (United Kingdom) | 27,928,782 | ||||
186,401 | Arch Capital Group Ltd. ADR (a) | 7,269,639 | ||||
97,048 | Arthur J. Gallagher & Co. | 13,519,757 | ||||
28,957 | Assurant, Inc. | 4,569,704 | ||||
34,870 | Assured Guaranty Ltd. ADR | 1,667,135 | ||||
55,369 | Athene Holding Ltd. ADR (a) | 3,577,945 | ||||
37,131 | Axis Capital Holdings Ltd. ADR | 1,888,854 | ||||
900,556 | Berkshire Hathaway, Inc. Class B (a) | 250,615,729 | ||||
41,283 | Brighthouse Financial, Inc. (a) | 1,777,646 | ||||
112,431 | Brown & Brown, Inc. | 6,116,246 | ||||
214,903 | Chubb Limited ADR (Switzerland) | 36,262,732 |
71,858 | Cincinnati Financial Corp. | 8,470,621 | ||||
13,251 | CNA Financial Corp. | 583,176 | ||||
183,951 | Equitable Holdings, Inc. | 5,678,567 | ||||
12,031 | Erie Indemnity Co. Class A | 2,224,412 | ||||
19,014 | Everest Re Group Ltd. ADR | 4,807,310 | ||||
51,050 | First American Financial Corp. | 3,436,175 | ||||
48,651 | Globe Life, Inc. | 4,529,895 | ||||
22,983 | GoHealth, Inc. (a) | 202,250 | ||||
17,123 | Hanover Insurance Group, Inc. | 2,327,016 | ||||
171,115 | Hartford Financial Services Group, Inc. | 10,886,336 | ||||
29,235 | Kemper Corp. | 1,929,802 | ||||
18,325 | Lemonade, Inc. (a)(b) | 1,595,374 | ||||
90,877 | Lincoln National Corp. | 5,599,841 | ||||
106,358 | Loews Corp. | 5,703,979 | ||||
6,484 | Markel Corp. (a) | 7,820,806 | ||||
243,900 | Marsh & McLennan Companies, Inc. | 35,906,958 | ||||
12,759 | Mercury General Corp. | 776,130 | ||||
355,646 | MetLife, Inc. | 20,520,774 | ||||
162,025 | MGIC Investment Corp. | 2,242,426 | ||||
134,233 | Old Republic International Corp. | 3,310,186 | ||||
18,789 | Primerica, Inc. | 2,747,328 | ||||
128,875 | Principal Financial Group, Inc. | 8,007,004 | ||||
280,430 | Progressive Corp. | 26,685,719 | ||||
189,217 | Prudential Financial, Inc. | 18,974,681 | ||||
32,540 | Reinsurance Group of America, Inc. | 3,585,257 | ||||
23,559 | RenaissanceRe Holdings Ltd. ADR | 3,597,224 | ||||
120,563 | Travelers Companies, Inc. | 17,954,242 | ||||
97,724 | Unum Group | 2,677,638 | ||||
57,739 | Voya Financial, Inc. | 3,718,392 | ||||
66,201 | W.R. Berkley Corp. | 4,843,927 | ||||
1,443 | White Mountains Insurance Group Ltd. ADR | 1,632,855 | ||||
61,615 | Willis Towers Watson PLC ADR (Ireland) | 12,697,619 | ||||
|
| |||||
655,139,798 | ||||||
|
| |||||
Management of Companies and Enterprises - 0.2% | ||||||
27,376 | Cullen/Frost Bankers, Inc. | 2,937,992 | ||||
105,446 | Umpqua Holdings Corp. | 1,989,766 | ||||
|
| |||||
4,927,758 | ||||||
|
| |||||
Merchant Wholesalers, Durable Goods - 0.1% | ||||||
104,920 | Jefferies Financial Group, Inc. | 3,482,295 | ||||
|
| |||||
Real Estate - 0.4% | ||||||
670,226 | Annaly Capital Management, Inc. | 5,690,219 | ||||
207,501 | New Residential Investment Corp. | 2,025,210 | ||||
131,523 | Starwood Property Trust, Inc. | 3,423,543 | ||||
|
| |||||
11,138,972 | ||||||
|
| |||||
Securities, Commodity Contracts, and Other Financial Investments and Related Activities - 17.6% | ||||||
19,904 | Affiliated Managers Group, Inc. | 3,153,590 | ||||
55,919 | Ameriprise Financial, Inc. | 14,402,498 | ||||
85,607 | Apollo Global Management, Inc. (b) | 5,038,828 | ||||
65,934 | Ares Management Corp. | 4,721,534 | ||||
68,635 | BlackRock, Inc. | 59,518,213 | ||||
51,001 | CBOE Holdings, Inc. | 6,042,088 | ||||
753,170 | Charles Schwab Corp. | 51,177,902 | ||||
172,109 | CME Group, Inc. | 36,509,482 | ||||
19,173 | Evercore, Inc. | 2,534,671 | ||||
132,522 | FNF Group | 5,911,806 | ||||
138,671 | Franklin Resources, Inc. | 4,097,728 | ||||
158,452 | Goldman Sachs Group, Inc. | 59,400,486 | ||||
38,498 | Interactive Brokers Group, Inc. Class A | 2,381,486 | ||||
266,943 | IntercontinentalExchange, Inc. | 31,987,780 | ||||
159,947 | Invesco Ltd. ADR | 3,899,508 | ||||
82,102 | Janus Henderson Group PLC ADR (United Kingdom) | 3,435,148 | ||||
263,922 | KKR & Co., Inc. | 16,827,667 | ||||
48,836 | Lazard Ltd. Class A ADR | 2,305,059 | ||||
38,179 | LPL Investment Holdings, Inc. | 5,384,766 | ||||
17,919 | MarketAxess Holdings, Inc. | 8,514,571 | ||||
666,628 | Morgan Stanley | 63,982,955 | ||||
11,216 | Morningstar, Inc. | 2,833,498 | ||||
38,475 | MSCI, Inc. Class A | 22,929,561 | ||||
54,780 | NASDAQ OMX Group, Inc. | 10,229,069 | ||||
59,041 | Raymond James Financial, Inc. | 7,644,629 | ||||
115,596 | S&P Global, Inc. | 49,558,317 | ||||
28,900 | Santander Consumer USA Holdings, Inc. | 1,185,767 | ||||
52,524 | SEI Investments Co. | 3,193,459 | ||||
154,325 | SLM Corp. | 2,905,940 | ||||
49,106 | Stifel Financial Corp. | 3,267,513 | ||||
108,090 | T. Rowe Price Group, Inc. | 22,067,654 | ||||
327,080 | The Blackstone Group, Inc. | 37,702,512 | ||||
50,322 | Tradeweb Markets, Inc. | 4,364,427 | ||||
44,749 | Virtu Financial, Inc. | 1,151,839 | ||||
|
| |||||
560,261,951 | ||||||
|
| |||||
TOTAL COMMON STOCKS (Cost $1,757,536,551) | $ | 2,149,365,208 | ||||
|
|
SHORT TERM INVESTMENTS - 18.3% |
| |||||
Money Market Funds - 18.3% | ||||||
298,045,542 | Dreyfus Government Cash Management Institutional Shares, 0.03% (c)(d) | $ | 298,045,542 | |||
20,892,799 | Goldman Sachs Financial Square Government Fund Institutional Shares, 0.03% (c) | 20,892,800 | ||||
265,981,500 | Goldman Sachs Financial Square Treasury Instruments Fund Institutional Shares, 0.01% (c) | 265,981,500 | ||||
|
| |||||
TOTAL SHORT TERM INVESTMENTS (Cost $584,919,842) | $ | 584,919,842 | ||||
|
| |||||
TOTAL INVESTMENTS (Cost $2,342,456,393) - 85.7% (e) | $ | 2,734,285,050 | ||||
Other Assets in Excess of Liabilities - 14.3% | 458,216,779 | |||||
|
| |||||
TOTAL NET ASSETS - 100.0% | $ | 3,192,501,829 | ||||
|
|
Percentages are stated as a percent of net assets.
The geographic location of all investments is United States unless otherwise indicated.
(a) | Non-income producing security. |
(b) | A portion of this security represents a security on loan. |
(c) | Represents annualized seven-day yield at July 31, 2021. |
(d) | All or a portion of this security represents an investment of securities lending collateral. |
(e) | All or a portion of these securities have been segregated as collateral for swap contracts. Total value of securities segregated amounted to $2,248,141,469. |
ADR - American Depository Receipt
Long Total Return Swap Contracts (Unaudited)
July 31, 2021
Terms of Payments to be Received at Termination | Terms of Payments to be Paid at Termination | Counterparty | Termination Date | Contracts | Notional Amount | Unrealized Appreciation (Depreciation) | ||||||||||||||
Total return of Russell 1000® Financial Services Index | 0.9366% representing 1 month LIBOR rate + spread | BNP Paribas | 10/20/2021 | 42,534 | $ | 79,556,910 | $ | 36,731,012 | ||||||||||||
Total return of Russell 1000® Financial Services Index | 0.9366% representing 1 month LIBOR rate + spread | BNP Paribas | 11/17/2021 | 95,000 | 180,434,939 | 79,181,557 | ||||||||||||||
Total return of Russell 1000® Financial Services Index | 0.7366% representing 1 month LIBOR rate + spread | UBS Securities LLC | 12/8/2021 | 573,261 | 1,501,727,047 | 54,377,750 | ||||||||||||||
Total return of Russell 1000® Financial Services Index | 0.7366% representing 1 month LIBOR rate + spread | Citibank N.A. | 12/9/2021 | 604,144 | 1,612,485,943 | 24,962,999 | ||||||||||||||
Total return of Russell 1000® Financial Services Index | 0.4866% representing 1 month LIBOR rate + spread | Barclays | 12/9/2021 | 546,637 | 1,254,393,147 | 237,032,299 | ||||||||||||||
Total return of Russell 1000® Financial Services Index | 0.7893% representing 1 month LIBOR rate + spread | Bank of America Merrill Lynch | 12/9/2021 | 397,556 | 1,062,510,896 | 16,512,239 | ||||||||||||||
Total return of Russell 1000® Financial Services Index | 0.5866% representing 1 month LIBOR rate + spread | J.P. Morgan | 12/9/2021 | 271,994 | 709,266,104 | 29,669,224 | ||||||||||||||
Total return of Russell 1000® Financial Services Index | 0.9366% representing 1 month LIBOR rate + spread | BNP Paribas | 12/15/2021 | 30,000 | 64,264,003 | 17,631,724 | ||||||||||||||
Total return of Russell 1000® Financial Services Index | 0.9366% representing 1 month LIBOR rate + spread | BNP Paribas | 1/19/2022 | 15,000 | 34,686,383 | 6,148,042 | ||||||||||||||
Total return of Russell 1000® Financial Services Index | 0.9366% representing 1 month LIBOR rate + spread | BNP Paribas | 2/16/2022 | 60,000 | 136,614,377 | 26,726,744 | ||||||||||||||
Total return of Russell 1000® Financial Services Index | 0.9366% representing 1 month LIBOR rate + spread | BNP Paribas | 3/16/2022 | 65,000 | 163,290,222 | 13,404,059 | ||||||||||||||
Total return of Russell 1000® Financial Services Index | 0.9366% representing 1 month LIBOR rate + spread | BNP Paribas | 4/20/2022 | 30,000 | 77,714,777 | 3,727,760 | ||||||||||||||
Total return of Russell 1000® Financial Services Index | 0.9366% representing 1 month LIBOR rate + spread | BNP Paribas | 7/20/2022 | 6,222 | 16,771,204 | 83,498 | ||||||||||||||
Total return of Russell 1000® Financial Services Index | 0.9366% representing 1 month LIBOR rate + spread | BNP Paribas | 7/20/2022 | 5,856 | 16,097,699 | (225,173 | ) | |||||||||||||
|
|
|
| |||||||||||||||||
$ | 6,909,813,651 | $ | 545,963,734 | |||||||||||||||||
|
|
|
|
Direxion Daily Financial Bear 3X Shares
Schedule of Investments (Unaudited)
July 31, 2021
Shares | Fair Value | |||||
SHORT TERM INVESTMENTS - 71.4% | ||||||
Money Market Funds - 71.4% | ||||||
2,720,118 | Dreyfus Government Cash Management Institutional Shares, 0.03% (a) | $ | 2,720,118 | |||
75,802,427 | Goldman Sachs Financial Square Treasury Instruments Fund Institutional Shares, 0.01% (a) | 75,802,427 | ||||
|
| |||||
TOTAL SHORT TERM INVESTMENTS (Cost $78,522,545) (b) | $ | 78,522,545 | ||||
|
| |||||
TOTAL INVESTMENTS (Cost $78,522,545) - 71.4% | $ | 78,522,545 | ||||
Other Assets in Excess of Liabilities - 28.6% | 31,398,669 | |||||
|
| |||||
TOTAL NET ASSETS - 100.0% | $ | 109,921,214 | ||||
|
|
Percentages are stated as a percent of net assets.
The geographic location of all investments is United States unless otherwise indicated.
(a) | Represents annualized seven-day yield at July 31, 2021. |
(b) | All or a portion of these securities have been segregated as collateral for swap contracts. Total value of securities segregated amounted to $78,522,545. |
Short Total Return Swap Contracts (Unaudited)
July 31, 2021
Terms of Payments to be Received at Termination | Terms of Payments to be Paid at Termination | Counterparty | Termination Date | Contracts | Notional Amount | Unrealized Depreciation | ||||||||||||||
0.5893% representing 1 month LIBOR rate + spread | Total return of Russell 1000® Financial Services Index | Bank of America Merrill Lynch | 12/9/2021 | 69,582 | $ | 186,666,727 | $ | (2,070,656 | ) | |||||||||||
0.4366% representing 1 month LIBOR rate + spread | Total return of Russell 1000® Financial Services Index | UBS Securities LLC | 12/9/2021 | 4,891 | 13,064,271 | (197,410 | ) | |||||||||||||
0.3366% representing 1 month LIBOR rate + spread | Total return of Russell 1000® Financial Services Index | J.P. Morgan | 12/15/2021 | 47,310 | 127,710,781 | (727,864 | ) | |||||||||||||
|
|
|
| |||||||||||||||||
$ | 327,441,779 | $ | (2,995,930 | ) | ||||||||||||||||
|
|
|
|
Direxion Daily Healthcare Bull 3X Shares
Schedule of Investments (Unaudited)
July 31, 2021
Shares | Fair Value | |||||
COMMON STOCKS - 62.9% | ||||||
Ambulatory Health Care Services - 0.9% | ||||||
1,800 | DaVita, Inc. (a) | $ | 216,450 | |||
2,508 | Laboratory Corp. of America Holdings (a) | 742,744 | ||||
3,355 | Quest Diagnostics, Inc. | 475,739 | ||||
31,048 | Viatris, Inc. | 436,846 | ||||
|
| |||||
1,871,779 | ||||||
|
| |||||
Chemical Manufacturing - 27.9% | ||||||
45,643 | Abbott Laboratories | 5,521,890 | ||||
45,370 | AbbVie, Inc. | 5,276,531 | ||||
14,759 | Amgen, Inc. | 3,564,889 | ||||
3,868 | Biogen, Inc. (a) | 1,263,792 | ||||
57,385 | Bristol-Myers Squibb Co. | 3,894,720 | ||||
4,376 | Catalent, Inc. (a) | 524,289 | ||||
20,448 | Eli Lilly and Company | 4,979,088 | ||||
32,218 | Gilead Sciences, Inc. | 2,200,167 | ||||
4,803 | Incyte Corp. (a) | 371,512 | ||||
67,646 | Johnson & Johnson | 11,648,641 | ||||
65,043 | Merck & Co., Inc. | 4,999,855 | ||||
6,500 | Organon & Co. (a) | 188,565 | ||||
3,431 | Perrigo Co. PLC ADR (Ireland) | 164,791 | ||||
143,793 | Pfizer, Inc. | 6,155,778 | ||||
2,690 | Regeneron Pharmaceuticals, Inc. (a) | 1,545,701 | ||||
6,650 | Vertex Pharmaceuticals, Inc. (a) | 1,340,507 | ||||
1,896 | West Pharmaceutical Services, Inc. | 780,640 | ||||
12,196 | Zoetis, Inc. | 2,472,129 | ||||
|
| |||||
56,893,485 | ||||||
|
| |||||
Computer and Electronic Product Manufacturing - 8.3% | ||||||
7,795 | Agilent Technologies, Inc. | 1,194,428 | ||||
554 | Bio-Rad Laboratories, Inc. (a) | 409,689 | ||||
16,308 | Danaher Corp. | 4,851,467 | ||||
6,582 | Hologic, Inc. (a) | 493,913 | ||||
2,190 | IDEXX Laboratories, Inc. (a) | 1,485,981 | ||||
3,750 | Illumina, Inc. (a) | 1,859,062 | ||||
2,880 | PerkinElmer, Inc. | 524,822 | ||||
10,096 | Thermo Fisher Scientific, Inc. | 5,451,941 | ||||
1,585 | Waters Corp. (a) | 617,849 | ||||
|
| |||||
16,889,152 | ||||||
|
| |||||
Health and Personal Care Stores - 1.4% | ||||||
33,819 | CVS Health Corp. | 2,785,333 | ||||
|
| |||||
Hospitals - 1.0% | ||||||
6,751 | HCA Healthcare, Inc. | 1,675,598 | ||||
2,003 | Universal Health Services, Inc. Class B | 321,301 | ||||
|
| |||||
1,996,899 | ||||||
|
| |||||
Insurance Carriers and Related Activities - 8.3% | ||||||
6,290 | Anthem, Inc. | 2,415,423 | ||||
14,970 | Centene Corp. (a) | 1,027,092 | ||||
8,814 | Cigna Corp. | 2,022,725 | ||||
3,313 | Humana, Inc. | 1,410,874 | ||||
24,242 | UnitedHealth Group, Inc. | 9,993,037 | ||||
|
| |||||
16,869,151 | ||||||
|
| |||||
Machinery Manufacturing - 0.4% | ||||||
598 | Mettler-Toledo International, Inc. (a) | 881,279 | ||||
|
| |||||
Merchant Wholesalers, Durable Goods - 0.1% | ||||||
3,615 | Henry Schein, Inc. (a) | 289,742 | ||||
|
| |||||
Merchant Wholesalers, Nondurable Goods - 0.9% | ||||||
3,799 | AmerisourceBergen Corp. | 464,124 | ||||
7,453 | Cardinal Health, Inc. | 442,559 | ||||
4,063 | McKesson Corp. | 828,161 | ||||
|
| |||||
1,734,844 | ||||||
|
| |||||
Miscellaneous Manufacturing - 11.2% | ||||||
1,164 | Abiomed, Inc. (a) | 380,791 | ||||
1,850 | Align Technology, Inc. (a) | 1,287,230 | ||||
12,918 | Baxter International, Inc. | 999,207 | ||||
7,470 | Becton, Dickinson & Co. | 1,910,452 | ||||
36,500 | Boston Scientific Corp. (a) | 1,664,400 | ||||
5,609 | Dentsply Sirona, Inc. | 370,418 | ||||
2,484 | DexCom, Inc. (a) | 1,280,527 | ||||
15,969 | Edwards Lifesciences Corp. (a) | 1,792,840 | ||||
3,041 | Intuitive Surgical, Inc. (a) | 3,015,030 | ||||
34,560 | Medtronic PLC ADR (Ireland) | 4,538,074 | ||||
3,738 | ResMed, Inc. | 1,015,988 | ||||
2,508 | Steris PLC ADR (Ireland) | 546,619 | ||||
8,420 | Stryker Corp. | 2,281,315 |
1,200 | Teleflex, Inc. | 476,916 | ||||
1,265 | The Cooper Companies, Inc. | 533,539 | ||||
5,355 | Zimmer Biomet Holdings, Inc. | 875,114 | ||||
|
| |||||
22,968,460 | ||||||
|
| |||||
Professional, Scientific, and Technical Services - 2.5% | ||||||
7,740 | Cerner Corp. | 622,218 | ||||
1,291 | Charles River Laboratories International, Inc. (a) | 525,334 | ||||
4,924 | IQVIA Holdings, Inc. (a) | 1,219,675 | ||||
7,839 | Moderna, Inc. (a) | 2,771,870 | ||||
|
| |||||
5,139,097 | ||||||
|
| |||||
TOTAL COMMON STOCKS (Cost $114,515,131) | $ | 128,319,221 | ||||
|
| |||||
SHORT TERM INVESTMENTS - 26.1% | ||||||
Money Market Funds - 26.1% | ||||||
2,135,946 | Dreyfus Government Cash Management Institutional Shares, 0.03% (b) | $ | 2,135,946 | |||
16,170,000 | Goldman Sachs Financial Square Government Fund Institutional Shares, 0.03% (b) | 16,170,000 | ||||
34,903,894 | Goldman Sachs Financial Square Treasury Instruments Fund Institutional Shares, 0.01% (b) | 34,903,894 | ||||
|
| |||||
TOTAL SHORT TERM INVESTMENTS (Cost $53,209,840) | $ | 53,209,840 | ||||
|
| |||||
TOTAL INVESTMENTS (Cost $167,724,971) - 89.0% (c) | $ | 181,529,061 | ||||
Other Assets in Excess of Liabilities - 11.0% | 22,588,681 | |||||
|
| |||||
TOTAL NET ASSETS - 100.0% | $ | 204,117,742 | ||||
|
|
Percentages are stated as a percent of net assets.
The geographic location of all investments is United States unless otherwise indicated.
(a) | Non-income producing security. |
(b) | Represents annualized seven-day yield at July 31, 2021. |
(c) | All or a portion of these securities have been segregated as collateral for swap contracts. Total value of securities segregated amounted to $108,338,364. |
ADR - American Depository Receipt
Long Total Return Swap Contracts (Unaudited)
July 31, 2021
Terms of Payments to be | Terms of Payments to be Paid at Termination | Counterparty | Termination Date | Contracts | Notional Amount | Unrealized Appreciation | ||||||||||||
Total return of Health Care Select Sector Index | 0.6366% representing 1 month LIBOR rate + spread | Barclays | 12/9/2021 | 68,003 | $ | 80,845,812 | $ | 10,156,619 | ||||||||||
Total return of Health Care Select Sector Index | 0.6893% representing 1 month LIBOR rate + spread | Bank of America Merrill Lynch | 12/9/2021 | 80,326 | 95,653,037 | 12,042,650 | ||||||||||||
Total return of Health Care Select Sector Index | 0.6866% representing 1 month LIBOR rate + spread | UBS Securities LLC | 12/9/2021 | 110,244 | 124,900,384 | 23,120,554 | ||||||||||||
Total return of Health Care Select Sector Index | 0.5366% representing 1 month LIBOR rate + spread | J.P. Morgan | 12/9/2021 | 104,250 | 133,431,431 | 5,806,455 | ||||||||||||
|
|
|
| |||||||||||||||
$ | 434,830,664 | $ | 51,126,278 | |||||||||||||||
|
|
|
|
Direxion Daily Homebuilders & Supplies Bull 3X Shares
Schedule of Investments (Unaudited)
July 31, 2021
Shares | Fair Value | |||||
COMMON STOCKS - 55.3% | ||||||
Building Material and Garden Equipment and Supplies Dealers - 5.1% | ||||||
53,358 | Lowe’s Companies, Inc. | $ | 10,281,553 | |||
33,091 | The Home Depot, Inc. | 10,860,136 | ||||
|
| |||||
21,141,689 | ||||||
|
| |||||
Construction of Buildings - 32.7% | ||||||
32,283 | Beazer Homes USA, Inc. (a) | 589,488 | ||||
31,864 | Century Communities, Inc. | 2,212,955 | ||||
356,222 | D.R. Horton, Inc. | 33,994,266 | ||||
52,336 | Green Brick Partners , Inc. (a) | 1,312,064 | ||||
96,494 | KB Home | 4,095,205 | ||||
16,751 | Lennar Corp. | 1,446,449 | ||||
299,448 | Lennar Corp. Class A | 31,486,957 | ||||
23,825 | LGI Homes, Inc. (a) | 4,071,693 | ||||
60,282 | M.D.C Holdings, Inc. | 3,214,236 | ||||
31,700 | M/I Homes, Inc. (a) | 2,051,307 | ||||
41,099 | Meritage Homes Corp. (a) | 4,462,529 | ||||
3,712 | NVR, Inc. (a) | 19,386,291 | ||||
287,199 | PulteGroup, Inc. | 15,758,609 | ||||
140,033 | Taylor Morrison Home Corp. (a) | 3,755,685 | ||||
121,914 | Toll Brothers, Inc. | 7,225,843 | ||||
128,599 | TRI Pointe Group, Inc. (a) | 3,101,809 | ||||
|
| |||||
138,165,386 | ||||||
|
| |||||
Fabricated Metal Product Manufacturing - 0.5% | ||||||
19,090 | PGT Innovations, Inc. (a) | 431,052 | ||||
13,917 | Simpson Manufacturing Company, Inc. | 1,565,384 | ||||
|
| |||||
1,996,436 | ||||||
|
| |||||
Furniture and Home Furnishings Stores - 1.0% | ||||||
7,027 | Ethan Allen Interiors, Inc. | 167,032 | ||||
33,625 | Floor & Decor Holdings, Inc. (a) | 4,102,586 | ||||
|
| |||||
4,269,618 | ||||||
|
| |||||
Furniture and Related Product Manufacturing - 0.1% | ||||||
5,450 | American Woodmark Corp. (a) | 404,662 | ||||
|
| |||||
Management of Companies and Enterprises - 0.4% | ||||||
45,139 | AZEK Company, Inc. (a) | 1,641,705 | ||||
|
| |||||
Merchant Wholesalers, Durable Goods - 4.9% | ||||||
17,692 | Beacon Roofing Supply, Inc. (a) | 946,168 | ||||
66,400 | Builders FirstSource, Inc. (a) | 2,954,800 | ||||
44,376 | Fortune Brands Home & Security, Inc. | 4,325,329 | ||||
42,706 | Leggett & Platt, Inc. | 2,051,169 | ||||
11,021 | Lennox International, Inc. | 3,630,648 | ||||
9,301 | Lumber Liquidators Holdings, Inc. (a) | 177,463 | ||||
18,770 | Mohawk Industries, Inc. (a) | 3,658,273 | ||||
10,551 | Watsco, Inc. | 2,980,024 | ||||
|
| |||||
20,723,874 | ||||||
|
| |||||
Merchant Wholesalers, Nondurable Goods - 2.5% | ||||||
36,720 | The Sherwin Williams Co. | 10,686,622 | ||||
|
| |||||
Miscellaneous Store Retailers - 0.5% | ||||||
9,273 | Cavco Industries, Inc. (a) | 2,179,155 | ||||
|
| |||||
Nonmetallic Mineral Product Manufacturing - 1.3% | ||||||
13,582 | Eagle Materials, Inc. | 1,919,408 | ||||
33,485 | Owens Corning | 3,219,918 | ||||
10,770 | Quanex Building Products Corp. | 267,527 | ||||
|
| |||||
5,406,853 | ||||||
|
| |||||
Specialty Trade Contractors - 2.4% | ||||||
24,506 | Installed Building Products, Inc. | 2,940,720 | ||||
35,902 | TopBuild Corp. (a) | 7,276,976 | ||||
|
| |||||
10,217,696 | ||||||
|
| |||||
Wood Product Manufacturing - 3.9% | ||||||
27,018 | JELD-WEN Holding, Inc. (a) | 715,437 | ||||
32,777 | Louisiana-Pacific Corp. | 1,817,157 | ||||
81,349 | Masco Corp. | 4,857,349 | ||||
7,853 | Masonite International Corp. ADR (a) | 888,645 | ||||
56,581 | Skyline Champion Corp. (a) | 3,191,168 | ||||
36,982 | Trex Company, Inc. (a) | 3,590,952 | ||||
19,817 | UFP Industries, Inc. | 1,471,610 | ||||
|
| |||||
16,532,318 | ||||||
|
| |||||
TOTAL COMMON STOCKS (Cost $220,300,435) | $ | 233,366,014 | ||||
|
| |||||
SHORT TERM INVESTMENTS - 30.0% | ||||||
Money Market Funds - 30.0% | ||||||
97,528,236 | Dreyfus Government Cash Management Institutional Shares, 0.03% (b) | $ | 97,528,236 | |||
8,161 | Goldman Sachs Financial Square Government Fund Institutional Shares, 0.03% (b) | 8,161 | ||||
28,893,643 | Goldman Sachs Financial Square Treasury Instruments Fund Institutional Shares, 0.01% (b) | 28,893,643 | ||||
|
| |||||
TOTAL SHORT TERM INVESTMENTS (Cost $126,430,040) | $ | 126,430,040 | ||||
|
| |||||
TOTAL INVESTMENTS (Cost $346,730,475) - 85.3% (c) | $ | 359,796,054 | ||||
Other Assets in Excess of Liabilities - 14.7% | 61,847,902 | |||||
|
| |||||
TOTAL NET ASSETS - 100.0% | $ | 421,643,956 | ||||
|
|
Percentages are stated as a percent of net assets.
The geographic location of all investments is United States unless otherwise indicated.
(a) | Non-income producing security. |
(b) | Represents annualized seven-day yield at July 31, 2021. |
(c) | All or a portion of these securities have been segregated as collateral for swap contracts. Total value of securities segregated amounted to $79,026,605. |
ADR - American Depository Receipt
Long Total Return Swap Contracts (Unaudited)
July 31, 2021
Terms of Payments to be Received at Termination | Terms of Payments to be Paid at Termination | Counterparty | Termination Date | Contracts | Notional Amount | Unrealized Appreciation | ||||||||||||
Total return of Dow Jones U.S. Select Home Construction Index | 0.4366% representing 1 month LIBOR rate + spread | Barclays | 11/26/2021 | 20,694 | $ | 206,012,565 | $ | 59,304,296 | ||||||||||
Total return of Dow Jones U.S. Select Home Construction Index | 0.5366% representing 1 month LIBOR rate + spread | Citibank N.A. | 12/13/2021 | 16,634 | 185,473,006 | 27,420,740 | ||||||||||||
Total return of Dow Jones U.S. Select Home Construction Index | 1.2866% representing 1 month LIBOR rate + spread | UBS Securities LLC | 12/13/2021 | 1,700 | 21,161,940 | 548,882 | ||||||||||||
Total return of Dow Jones U.S. Select Home Construction Index | 0.5366% representing 1 month LIBOR rate + spread | J.P. Morgan | 12/16/2021 | 2,898 | 34,658,238 | 2,392,813 | ||||||||||||
Total return of Dow Jones U.S. Select Home Construction Index | 0.6393% representing 1 month LIBOR rate + spread | Bank of America Merrill Lynch | 12/20/2021 | 8,332 | 105,543,681 | 967,759 | ||||||||||||
Total return of Dow Jones U.S. Select Home Construction Index | 0.8366% representing 1 month LIBOR rate + spread | BNP Paribas | 8/17/2022 | 8,964 | 95,532,870 | 19,223,420 | ||||||||||||
Total return of Dow Jones U.S. Select Home Construction Index | 0.8366% representing 1 month LIBOR rate + spread | BNP Paribas | 9/21/2022 | 1,374 | 14,991,044 | 2,590,881 | ||||||||||||
Total return of Dow Jones U.S. Select Home Construction Index | 0.8366% representing 1 month LIBOR rate + spread | BNP Paribas | 10/19/2022 | 96 | 1,114,353 | 113,641 | ||||||||||||
Total return of Dow Jones U.S. Select Home Construction Index | 0.8366% representing 1 month LIBOR rate + spread | BNP Paribas | 12/21/2022 | 20,000 | 240,574,455 | 15,099,336 | ||||||||||||
|
|
|
| |||||||||||||||
$ | 905,062,152 | $ | 127,661,768 | |||||||||||||||
|
|
|
|
Direxion Daily Industrials Bull 3X Shares
Schedule of Investments (Unaudited)
July 31, 2021
Shares | Fair Value | |||||
COMMON STOCKS - 70.9% | ||||||
Administrative and Support Services - 3.7% | ||||||
1,629 | Allegion PLC ADR (Ireland) | 222,521 | ||||
2,203 | Equifax, Inc. | 574,102 | ||||
6,780 | IHS Markit Ltd. ADR (United Kingdom) | 792,175 | ||||
2,041 | Robert Half International, Inc. | 200,447 | ||||
4,008 | Rollins, Inc. | 153,627 | ||||
7,031 | Waste Management, Inc. | 1,042,416 | ||||
|
| |||||
2,985,288 | ||||||
|
| |||||
Air Transportation - 2.1% | ||||||
2,253 | Alaska Air Group, Inc. (a) | 130,741 | ||||
11,610 | American Airlines Group, Inc. (a) | 236,612 | ||||
11,579 | Delta Air Lines, Inc. (a) | 462,002 | ||||
10,705 | Southwest Airlines Co. (a) | 540,817 | ||||
5,857 | United Continental Holdings, Inc. (a) | 273,639 | ||||
|
| |||||
1,643,811 | ||||||
|
| |||||
Computer and Electronic Product Manufacturing - 8.6% | ||||||
4,180 | AMETEK, Inc. | 581,229 | ||||
6,128 | Fortive Corp. | 445,261 | ||||
3,711 | L3 Harris Technologies, Inc. | 841,432 | ||||
2,710 | Northrop Grumman Corp. | 983,784 | ||||
7,302 | Otis Worldwide Corp. | 653,894 | ||||
27,427 | Raytheon Technologies Corp. | 2,384,778 | ||||
1,907 | Roper Technologies, Inc. | 936,985 | ||||
|
| |||||
6,827,363 | ||||||
|
| |||||
Couriers and Messengers - 4.7% | ||||||
4,420 | FedEx Corp. | 1,237,379 | ||||
13,095 | United Parcel Service, Inc. Class B | 2,505,859 | ||||
|
| |||||
3,743,238 | ||||||
|
| |||||
Electrical Equipment, Appliance, and Component Manufacturing - 4.4% | ||||||
2,434 | A.O. Smith Corp. | 171,183 | ||||
7,215 | Eaton Corp PLC ADR (Ireland) | 1,140,331 | ||||
10,855 | Emerson Electric Co. | 1,095,161 | ||||
1,140 | Generac Holdings, Inc. (a) | 478,070 | ||||
2,101 | Rockwell Automation, Inc. | 645,890 | ||||
|
| |||||
3,530,635 | ||||||
|
| |||||
Fabricated Metal Product Manufacturing - 1.0% | ||||||
3,009 | Pentair PLC ADR (Ireland) | 221,673 | ||||
2,923 | Stanley Black & Decker, Inc. | 575,977 | ||||
|
| |||||
797,650 | ||||||
|
| |||||
Machinery Manufacturing - 13.0% | ||||||
14,788 | Carrier Global Corp. | 817,037 | ||||
9,917 | Caterpillar, Inc. | 2,050,340 | ||||
2,647 | Cummins, Inc. | 614,369 | ||||
5,646 | Deere & Co. | 2,041,537 | ||||
19,864 | General Electric Co. | 2,057,909 | ||||
1,374 | IDEX Corp. | 311,472 | ||||
6,757 | Ingersoll Rand, Inc. (a) | 330,215 | ||||
2,337 | Parker Hannifin Corp. | 729,214 | ||||
979 | Snap-on, Inc. | 213,402 | ||||
4,329 | Trane Technologies PLC ADR (Ireland) | 881,428 | ||||
3,258 | Xylem, Inc. | 410,019 | ||||
|
| |||||
10,456,942 | ||||||
|
| |||||
Merchant Wholesalers, Durable Goods - 5.6% | ||||||
3,770 | Copart, Inc. (a) | 554,190 | ||||
10,397 | Fastenal Co. | 569,444 | ||||
2,505 | Fortune Brands Home & Security, Inc. | 244,162 | ||||
12,573 | Honeywell International, Inc. | 2,939,442 | ||||
728 | Huntington Ingalls Industries, Inc. | 149,334 | ||||
|
| |||||
4,456,572 | ||||||
|
| |||||
Merchant Wholesalers, Nondurable Goods - 1.5% | ||||||
5,203 | Illinois Tool Works, Inc. | 1,179,364 | ||||
|
| |||||
Miscellaneous Manufacturing - 0.9% | ||||||
2,607 | Dover Corp. | 435,682 | ||||
4,086 | Textron, Inc. | 281,975 | ||||
|
| |||||
717,657 | ||||||
|
| |||||
National Security and International Affairs - 0.3% | ||||||
2,406 | Leidos Holdings, Inc. | 256,047 | ||||
|
| |||||
Nonmetallic Mineral Product Manufacturing - 2.6% | ||||||
10,492 | 3M Co. | 2,076,787 | ||||
|
| |||||
Nonstore Retailers - 0.4% | ||||||
792 | W.W. Grainger, Inc. | 352,107 | ||||
|
| |||||
Personal and Laundry Services - 0.8% | ||||||
1,597 | Cintas Corp. | 629,506 | ||||
|
| |||||
Primary Metal Manufacturing - 0.3% | ||||||
7,076 | Howmet Aerospace, Inc. (a) | 232,234 | ||||
|
| |||||
Professional, Scientific, and Technical Services - 1.8% | ||||||
2,357 | Jacobs Engineering Group, Inc. | 318,784 | ||||
6,490 | Nielsen Holdings PLC ADR (Ireland) | 153,748 | ||||
841 | Teledyne Technologies, Inc. (a) | 380,780 | ||||
2,936 | Verisk Analytics, Inc. Class A | 557,664 | ||||
|
| |||||
1,410,976 | ||||||
|
| |||||
Rail Transportation - 7.0% | ||||||
41,132 | CSX Corp. | 1,329,386 | ||||
1,647 | Kansas City Southern Railway Co. | 441,067 | ||||
4,530 | Norfolk Southern Corp. | 1,167,970 | ||||
12,026 | Union Pacific Corp. | 2,630,808 | ||||
|
| |||||
5,569,231 | ||||||
|
| |||||
Rental and Leasing Services - 0.5% | ||||||
1,309 | United Rentals, Inc. (a) | 431,381 | ||||
|
| |||||
Specialty Trade Contractors - 1.4% | ||||||
12,975 | Johnson Controls International PLC ADR (Ireland) | 926,674 | ||||
2,523 | Quanta Services, Inc. | 229,341 | ||||
|
| |||||
1,156,015 | ||||||
|
|
Support Activities for Transportation - 1.1% | ||||||
2,408 | C.H. Robinson Worldwide, Inc. | 214,721 | ||||
3,057 | Expeditors International of Washington, Inc. | 392,060 | ||||
1,512 | J.B. Hunt Transport Services, Inc. | 254,697 | ||||
|
| |||||
861,478 | ||||||
|
| |||||
Transportation Equipment Manufacturing - 7.7% | ||||||
9,952 | Boeing Co. (a) | 2,253,929 | ||||
4,144 | General Dynamics Corp. | 812,348 | ||||
4,427 | Lockheed Martin Corp. | 1,645,383 | ||||
6,284 | Paccar, Inc. | 521,509 | ||||
994 | TransDigm Group, Inc. (a) | 637,244 | ||||
3,217 | Wabtec Corp. | 273,027 | ||||
|
| |||||
6,143,440 | ||||||
|
| |||||
Truck Transportation - 0.6% | ||||||
1,723 | Old Dominion Freight Line, Inc. | 463,745 | ||||
|
| |||||
Waste Management and Remediation Services - 0.6% | ||||||
3,812 | Republic Services, Inc. | 451,188 | ||||
|
| |||||
Wood Product Manufacturing - 0.3% | ||||||
4,594 | Masco Corp. | 274,308 | ||||
|
| |||||
TOTAL COMMON STOCKS (Cost $54,764,688) | $ | 56,646,963 | ||||
|
| |||||
SHORT TERM INVESTMENTS - 29.3% | ||||||
Money Market Funds - 29.3% | ||||||
7,559,993 | Dreyfus Government Cash Management Institutional Shares, 0.03% (b) | $ | 7,559,993 | |||
910,175 | Goldman Sachs Financial Square Government Fund Institutional Shares, 0.03% (b) | 910,175 | ||||
14,902,097 | Goldman Sachs Financial Square Treasury Instruments Fund Institutional Shares, 0.01% (b) | 14,902,097 | ||||
|
| |||||
TOTAL SHORT TERM INVESTMENTS (Cost $23,372,265) | $ | 23,372,265 | ||||
|
| |||||
TOTAL INVESTMENTS (Cost $78,136,953) - 100.2% (c) | $ | 80,019,228 | ||||
Liabilities in Excess of Other Assets - (0.2)% | (167,940 | ) | ||||
|
| |||||
TOTAL NET ASSETS - 100.0% | $ | 79,851,288 | ||||
|
|
Percentages are stated as a percent of net assets.
The geographic location of all investments is United States unless otherwise indicated.
(a) | Non-income producing security. |
(b) | Represents annualized seven-day yield at July 31, 2021. |
(c) | All or a portion of these securities have been segregated as collateral for swap contracts. Total value of securities segregated amounted to $61,350,257. |
ADR - American Depository Receipt
Long Total Return Swap Contracts (Unaudited)
July 31, 2021
Terms of Payments to be Received at Termination | Terms of Payments to be Paid at Termination | Counterparty | Termination Date | Contracts | Notional Amount | Unrealized Appreciation | ||||||||||||
Total return of Industrials Select Sector Index | 0.7366% representing 1 month LIBOR rate + spread | Credit Suisse Capital LLC | 12/7/2021 | 15,837 | $ | 15,409,196 | $ | 1,103,127 | ||||||||||
Total return of Industrials Select Sector Index | 0.6866% representing 1 month LIBOR rate + spread | UBS Securities LLC | 12/9/2021 | 23,956 | 24,562,894 | 387,334 | ||||||||||||
Total return of Industrials Select Sector Index | 0.3866% representing 1 month LIBOR rate + spread | Barclays | 12/10/2021 | 37,032 | 32,954,441 | 5,800,807 | ||||||||||||
Total return of Industrials Select Sector Index | 0.6866% representing 1 month LIBOR rate + spread | Citibank N.A. | 12/13/2021 | 66,245 | 64,160,493 | 4,970,004 | ||||||||||||
Total return of Industrials Select Sector Index | 0.6893% representing 1 month LIBOR rate + spread | Bank of America Merrill Lynch | 12/14/2021 | 32,627 | 33,284,706 | 682,160 | ||||||||||||
|
|
|
| |||||||||||||||
$ | 170,371,730 | $ | 12,943,432 | |||||||||||||||
|
|
|
|
Direxion Daily MSCI Real Estate Bull 3X Shares
Schedule of Investments (Unaudited)
July 31, 2021
Shares | Fair Value | |||||
COMMON STOCKS - 64.7% | ||||||
Accommodation - 1.0% | ||||||
3,368 | Chatham Lodging Trust (a) | $ | 41,359 | |||
50,585 | Host Hotels & Resorts, Inc. (a) | 805,819 | ||||
16,919 | Park Hotels & Resorts, Inc. (a) | 313,002 | ||||
11,824 | Service Property Trust | 131,601 | ||||
7,578 | Summit Hotel Properties, Inc. (a) | 68,278 | ||||
15,462 | Sunstone Hotel Investors, Inc. (a) | 178,431 | ||||
8,152 | Xenia Hotels & Resorts, Inc. (a) | 144,127 | ||||
|
| |||||
1,682,617 | ||||||
|
| |||||
Administrative and Support Services - 0.5% | ||||||
20,688 | Iron Mountain, Inc. | 905,307 | ||||
|
| |||||
Data Processing, Hosting and Related Services - 0.6% | ||||||
8,645 | CyrusOne, Inc. | 616,129 | ||||
4,634 | QTS Realty Trust, Inc. Class A | 360,108 | ||||
|
| |||||
976,237 | ||||||
|
| |||||
Forestry and Logging - 0.2% | ||||||
9,885 | Rayonier, Inc. | 372,763 | ||||
|
| |||||
Funds, Trusts, and Other Financial Vehicles - 2.1% | ||||||
6,188 | Acadia Realty Trust | 132,423 | ||||
4,547 | Agree Realty Corp. | 341,707 | ||||
15,068 | Diamondrock Hospitality Co. (a) | 129,736 | ||||
2,846 | EastGroup Properties, Inc. | 501,522 | ||||
9,259 | First Industrial Realty Trust, Inc. | 507,208 | ||||
7,317 | Franklin Street Properties Corp. | 38,195 | ||||
2,667 | Getty Realty Corp. | 84,251 | ||||
2,563 | Gladstone Commercial Corp. (b) | 59,410 | ||||
19,905 | Lexington Realty Trust | 261,751 | ||||
6,695 | Monmouth Real Estate Investment Corp. Class A | 127,473 | ||||
3,075 | National Health Investors, Inc. | 209,807 | ||||
1,183 | One Liberty Properties, Inc. | 36,188 | ||||
1,486 | PS Business Parks, Inc. | 228,354 | ||||
1,014 | Saul Centers, Inc. | 46,238 | ||||
11,093 | SITE Centers Corp. | 175,935 | ||||
8,234 | Spirit Realty Capital, Inc. | 413,511 | ||||
6,713 | Tanger Factory Outlet Centers, Inc. (b) | 115,262 | ||||
2,987 | UMH Properties, Inc. | 69,537 | ||||
988 | Universal Health Realty Income Trust | 59,033 | ||||
2,158 | Urstadt Biddle Properties, Inc. Class A | 41,153 | ||||
|
| |||||
3,578,694 | ||||||
|
| |||||
Heavy and Civil Engineering Construction - 0.1% | ||||||
2,323 | St. Joe Co. | 105,162 | ||||
|
| |||||
Paper Manufacturing - 0.1% | ||||||
4,801 | PotlatchDeltic Corp. | 249,364 | ||||
|
| |||||
Professional, Scientific, and Technical Services - 1.5% | ||||||
9,423 | Extra Space Storage, Inc. | 1,640,921 | ||||
6,193 | Lamar Advertising Co. | 660,174 | ||||
10,359 | Outfront Media, Inc. (a) | 247,477 | ||||
|
| |||||
2,548,572 | ||||||
|
| |||||
Real Estate - 53.8% | ||||||
5,190 | Alexander & Baldwin, Inc. | 103,904 | ||||
163 | Alexander’s, Inc. | 45,451 | ||||
9,318 | Alexandria Real Estate Equities, Inc. | 1,876,086 | ||||
3,688 | American Assets Trust, Inc. | 136,198 | ||||
9,866 | American Campus Communities, Inc. | 496,358 | ||||
20,365 | American Homes 4 Rent | 855,330 | ||||
31,867 | American Tower Corp. | 9,011,988 | ||||
17,148 | Americold Realty Trust | 666,200 | ||||
10,680 | Apartment Income REIT Corp. | 562,195 | ||||
10,680 | Apartment Investment and Management Co. | 74,333 | ||||
15,205 | Apple Hospitality REIT, Inc. | 227,315 | ||||
4,254 | Armada Hoffler Properties, Inc. | 55,302 | ||||
10,007 | AvalonBay Communities, Inc. | 2,279,895 | ||||
10,611 | Boston Properties, Inc. | 1,245,519 | ||||
12,235 | Brandywine Realty Trust | 170,801 | ||||
21,284 | Brixmor Property Group, Inc. | 489,958 |
10,458 | Broadstone Net Lease, Inc. | 272,117 | ||||
6,999 | Camden Property Trust | 1,045,581 | ||||
6,872 | CareTrust REIT, Inc. | 165,753 | ||||
3,496 | CatchMark Timber Trust, Inc. | 40,868 | ||||
24,067 | CBRE Group, Inc. Class A (a) | 2,321,503 | ||||
935 | Centerspace | 84,150 | ||||
3,114 | City Office REIT, Inc. | 40,077 | ||||
8,235 | Columbia Property Trust, Inc. | 137,277 | ||||
1,633 | Community Healthcare Trust, Inc. | 81,372 | ||||
2,923 | CorePoint Lodging, Inc. (a) | 39,285 | ||||
3,066 | CoreSite Realty Corp. | 423,752 | ||||
8,043 | Corporate Office Properties Trust | 236,786 | ||||
10,655 | Cousins Properties, Inc. | 423,217 | ||||
30,930 | Crown Castle International Corp. | 5,972,274 | ||||
14,011 | CubeSmart | 695,786 | ||||
9,552 | Cushman & Wakefield PLC ADR (United Kingdom) (a) | 178,336 | ||||
20,092 | Digital Realty Trust, Inc. | 3,097,383 | ||||
34,666 | DigitalBridge Group, Inc. (a) | 241,275 | ||||
17,091 | Diversified Healthcare Trust | 66,655 | ||||
12,582 | Douglas Emmett, Inc. | 420,239 | ||||
26,806 | Duke Realty Corp. | 1,363,889 | ||||
5,889 | Easterly Government Properties, Inc. | 133,680 | ||||
10,399 | Empire State Realty Trust, Inc. | 118,861 | ||||
5,365 | EPR Properties | 269,859 | ||||
8,718 | Equity Commonwealth | 229,196 | ||||
12,417 | Equity Lifestyle Properties, Inc. | 1,040,545 | ||||
25,386 | Equity Residential | 2,135,724 | ||||
7,663 | Essential Properties Realty Trust, Inc. | 228,357 | ||||
4,659 | Essex Property Trust, Inc. | 1,528,618 | ||||
4,513 | eXp World Holdings, Inc. (a) | 162,107 | ||||
4,956 | Federal Realty Investment Trust | 582,479 | ||||
4,215 | Five Point Holdings, LLC (a) | 35,280 | ||||
1,208 | Forestar Group, Inc. (a) | 24,728 | ||||
5,460 | Four Corners Property Trust, Inc. | 156,757 | ||||
437 | FRP Holdings, Inc. (a) | 26,277 | ||||
15,862 | Gaming & Leisure Properties, Inc. | 750,907 | ||||
1,877 | Gladstone Land Corp. | 43,772 | ||||
4,068 | Global Medical REIT, Inc. | 63,298 | ||||
6,428 | Global Net Lease, Inc. | 118,725 | ||||
10,022 | Healthcare Realty Trust, Inc. | 319,501 | ||||
15,682 | Healthcare Trust of America, Inc. Class A | 448,348 | ||||
38,635 | Healthpeak Properties, Inc. | 1,428,336 | ||||
7,451 | Highwoods Properties, Inc. | 355,338 | ||||
2,964 | Howard Hughes Corp. (a) | 274,792 | ||||
10,819 | Hudson Pacific Properties, Inc. | 294,926 | ||||
7,309 | Independence Realty Trust, Inc. | 140,918 | ||||
4,687 | Industrial Logistics Properties Trust | 127,018 | ||||
1,716 | Innovative Industrial Properties, Inc. | 368,923 | ||||
40,677 | Invitation Homes, Inc. | 1,654,740 | ||||
5,296 | iStar, Inc. (b) | 128,322 | ||||
8,489 | JBG SMITH Properties | 276,996 | ||||
3,666 | Jones Lang LaSalle, Inc. (a) | 815,942 | ||||
9,129 | Kennedy-Wilson Holdings, Inc. | 184,315 | ||||
7,516 | Kilroy Realty Corp. | 520,633 | ||||
31,011 | Kimco Realty Corp. | 661,465 | ||||
6,043 | Kite Realty Group Trust | 121,827 | ||||
5,413 | Life Storage, Inc. | 635,270 | ||||
2,811 | LTC Properties, Inc. | 106,396 | ||||
10,539 | Macerich Co. | 171,786 | ||||
5,204 | Mack-Cali Realty Corp. (a) | 93,672 | ||||
1,698 | Marcus & Millichap, Inc. (a) | 67,563 | ||||
41,466 | Medical Properties Trust, Inc. | 872,030 | ||||
10,789 | MGM Growth Properties LLC | 407,824 | ||||
8,202 | Mid-America Apartment Communities, Inc. | 1,583,806 | ||||
12,570 | National Retail Properties, Inc. | 614,296 | ||||
5,943 | National Storage Affiliates Trust | 321,932 | ||||
2,826 | Netstreit Corp. | 73,335 | ||||
5,950 | New Senior Investment Group, Inc. | 54,859 | ||||
11,406 | Newmark Group, Inc. | 146,909 | ||||
1,612 | NexPoint Residential Trust, Inc. | 95,027 |
3,462 | Office Properties Income Trust | 100,329 | ||||||
16,621 | Omega Healthcare Investors, Inc. | 603,010 | ||||||
8,285 | Opendoor Technologies, Inc. (a)(b) | 122,784 | ||||||
12,564 | Paramount Group, Inc. | 122,625 | ||||||
9,420 | Pebblebrook Hotel Trust | 211,856 | ||||||
14,933 | Physicians Realty Trust | 282,980 | ||||||
8,886 | Piedmont Office Realty Trust, Inc. Class A | 169,012 | ||||||
3,584 | Preferred Apartment Communities, Inc. | 37,775 | ||||||
53,032 | Prologis, Inc. | 6,790,217 | ||||||
11,288 | Public Storage | 3,527,274 | ||||||
8,286 | Realogy Holdings Corp. (a) | 146,828 | ||||||
26,779 | Realty Income Corp. | 1,882,296 | ||||||
6,657 | Redfin Corp. (a) | 389,900 | ||||||
10,964 | Regency Centers Corp. | 717,155 | ||||||
8,480 | Retail Opportunity Investments Corp. | 149,842 | ||||||
15,386 | Retail Properties of America, Inc. Class A | 194,017 | ||||||
9,429 | Rexford Industrial Realty, Inc. | 580,072 | ||||||
11,831 | RLJ Lodging Trust | 169,775 | ||||||
5,825 | RPT Realty | 74,210 | ||||||
3,746 | Ryman Hospitality Properties, Inc. (a) | 287,318 | ||||||
15,110 | Sabra Health Care REIT, Inc. | 280,895 | ||||||
1,144 | Safehold, Inc. | 103,326 | ||||||
2,494 | Seritage Growth Properties (a)(b) | 39,580 | ||||||
23,556 | Simon Property Group, Inc. | 2,980,305 | ||||||
5,057 | SL Green Realty Corp. (b) | 376,544 | ||||||
11,360 | Stag Industrial, Inc. | 469,395 | ||||||
16,944 | Store Capital Corp. | 613,203 | ||||||
7,717 | Sun Communities, Inc. | 1,513,381 | ||||||
4,923 | Terreno Realty Corp. | 336,536 | ||||||
8,692 | The GEO Group, Inc. (b) | 60,149 | ||||||
1,106 | The RMR Group LLC | 43,399 | ||||||
21,288 | UDR, Inc. | 1,170,627 | ||||||
16,696 | Uniti Group, Inc. | 195,510 | ||||||
8,395 | Urban Edge Properties | 159,505 | ||||||
26,869 | Ventas, Inc. | 1,606,229 | ||||||
16,424 | VEREIT, Inc. | 804,283 | ||||||
38,482 | VICI Properties, Inc. | 1,200,254 | ||||||
11,662 | Vornado Realty Trust | 507,297 | ||||||
6,067 | Washington REIT, Inc. | 147,367 | ||||||
8,724 | Weingarten Realty Investors | 280,826 | ||||||
29,931 | Welltower, Inc. | 2,599,807 | ||||||
53,622 | Weyerhaeuser Co. | 1,808,670 | ||||||
12,578 | WP Carey, Inc. | 1,014,919 | ||||||
|
| |||||||
91,531,905 | ||||||||
|
| |||||||
Securities, Commodity Contracts, and Other Financial Investments and Related Activities - 0.1% | ||||||||
7,808 | American Finance Trust, Inc. | 66,134 | ||||||
1,329 | RE/MAX Holdings, Inc. | 45,585 | ||||||
|
| |||||||
111,719 | ||||||||
|
| |||||||
Telecommunications - 4.7% | ||||||||
6,402 | Equinix, Inc. | 5,252,265 | ||||||
7,841 | SBA Communications Corp. | 2,673,703 | ||||||
|
| |||||||
7,925,968 | ||||||||
|
| |||||||
TOTAL COMMON STOCKS (Cost $98,188,504) | $ | 109,988,308 | ||||||
|
| |||||||
SHORT TERM INVESTMENTS - 34.9% | ||||||||
Money Market Funds - 34.9% | ||||||||
39,109,787 | Dreyfus Government Cash Management Institutional Shares, 0.03% (c)(d) | $ | 39,109,787 | |||||
4,682,528 | Goldman Sachs Financial Square Government Fund Institutional Shares, 0.03% (c) | 4,682,528 | ||||||
15,517,439 | Goldman Sachs Financial Square Treasury Instruments Fund Institutional Shares, 0.01% (c) | 15,517,439 | ||||||
|
| |||||||
TOTAL SHORT TERM INVESTMENTS (Cost $59,309,754) | $ | 59,309,754 | ||||||
|
| |||||||
TOTAL INVESTMENTS (Cost $157,498,258) - 99.6% (e) | $ | 169,298,062 | ||||||
Other Assets in Excess of Liabilities - 0.4% | 795,775 | |||||||
|
| |||||||
TOTAL NET ASSETS - 100.0% | $ | 170,093,837 | ||||||
|
|
Percentages are stated as a percent of net assets.
The geographic location of all investments is United States unless otherwise indicated.
(a) | Non-income producing security. |
(b) | A portion of this security represents a security on loan. |
(c) | Represents annualized seven-day yield at July 31, 2021. |
(d) | All or a portion of this security represents an investment of securities lending collateral. |
(e) | All or a portion of these securities have been segregated as collateral for swap contracts. Total value of securities segregated amounted to $114,241,121. |
ADR - American Depository Receipt
Long Total Return Swap Contracts (Unaudited)
July 31, 2021
Terms of Payments to be | Terms of Payments to be Paid at Termination | Counterparty | Termination Date | Contracts | Notional Amount | Unrealized Appreciation | ||||||||||||||
Total return of MSCI US IMI Real Estate 25/50 Index | 0.7766% representing 1 month LIBOR rate + spread | Credit Suisse Capital LLC | 12/7/2021 | 66,263 | $ | 73,927,725 | $ | 12,582,597 | ||||||||||||
Total return of MSCI US IMI Real Estate 25/50 Index | 0.5893% representing 1 month LIBOR rate + spread | Bank of America Merrill Lynch | 12/9/2021 | 58,763 | 60,540,907 | 16,710,644 | ||||||||||||||
Total return of MSCI US IMI Real Estate 25/50 Index | 0.3366% representing 1 month LIBOR rate + spread | J.P. Morgan | 12/9/2021 | 65,765 | 71,063,234 | 14,951,610 | ||||||||||||||
Total return of MSCI US IMI Real Estate 25/50 Index | 0.6866% representing 1 month LIBOR rate + spread | Barclays | 12/9/2021 | 27,558 | 34,938,593 | 837,244 | ||||||||||||||
Total return of MSCI US IMI Real Estate 25/50 Index | 0.6866% representing 1 month LIBOR rate + spread | UBS Securities LLC | 12/13/2021 | 90,725 | 114,209,741 | 3,625,901 | ||||||||||||||
|
|
|
| |||||||||||||||||
$ | 354,680,200 | $ | 48,707,996 | |||||||||||||||||
|
|
|
|
Direxion Daily MSCI Real Estate Bear 3X Shares
Schedule of Investments (Unaudited)
July 31, 2021
Shares | Fair Value | |||||
SHORT TERM INVESTMENTS - 82.2% | ||||||
Money Market Funds - 82.2% | ||||||
1,872,236 | Dreyfus Government Cash Management Institutional Shares, 0.03% (a) | $ | 1,872,236 | |||
12,229,415 | Goldman Sachs Financial Square Treasury Instruments Fund Institutional Shares, 0.01% (a) | 12,229,415 | ||||
|
| |||||
TOTAL SHORT TERM INVESTMENTS (Cost $14,101,651) (b) | $ | 14,101,651 | ||||
|
| |||||
TOTAL INVESTMENTS (Cost $14,101,651) - 82.2% | $ | 14,101,651 | ||||
Other Assets in Excess of Liabilities - 17.8% | 3,060,952 | |||||
|
| |||||
TOTAL NET ASSETS - 100.0% | $ | 17,162,603 | ||||
|
|
Percentages are stated as a percent of net assets.
The geographic location of all investments is United States unless otherwise indicated.
(a) | Represents annualized seven-day yield at July 31, 2021. |
(b) | All or a portion of these securities have been segregated as collateral for swap contracts. Total value of securities segregated amounted to $14,101,651. |
Short Total Return Swap Contracts (Unaudited)
July 31, 2021
Terms of Payments to be Received/(Paid) at Termination | Terms of Payments to be | Counterparty | Termination Date | Contracts | Notional Amount | Unrealized Depreciation | ||||||||||||||
0.4166% representing 1 month LIBOR rate + spread | Total return of MSCI US IMI Real Estate 25/50 Index | Credit Suisse Capital LLC | 12/7/2021 | 4,037 | $ | 4,454,131 | $ | (818,415 | ) | |||||||||||
0.3893% representing 1 month LIBOR rate + spread | Total return of MSCI US IMI Real Estate 25/50 Index | Bank of America Merrill Lynch | 12/9/2021 | 22,881 | 27,655,054 | (2,128,436 | ) | |||||||||||||
0.4866% representing 1 month LIBOR rate + spread | Total return of MSCI US IMI Real Estate 25/50 Index | UBS Securities LLC | 12/9/2021 | 7,797 | 9,921,664 | (178,936 | ) | |||||||||||||
(0.1634)% representing 1 month LIBOR rate + spread | Total return of MSCI US IMI Real Estate 25/50 Index | J.P. Morgan | 12/16/2021 | 5,040 | 6,274,737 | (275,777 | ) | |||||||||||||
|
|
|
| |||||||||||||||||
$ | 48,305,586 | $ | (3,401,564 | ) | ||||||||||||||||
|
|
|
|
Direxion Daily Pharmaceutical & Medical Bull 3X Shares
Schedule of Investments (Unaudited)
July 31, 2021
Shares | Fair Value | |||||
COMMON STOCKS - 59.6% | ||||||
Administrative and Support Services - 2.4% | ||||||
8,781 | Royalty Pharma PLC ADR (United Kingdom) | $ | 335,434 | |||
|
| |||||
Ambulatory Health Care Services - 3.5% | ||||||
2,813 | Axsome Therapeutics, Inc. (a) | 136,684 | ||||
25,062 | Viatris, Inc. | 352,622 | ||||
|
| |||||
489,306 | ||||||
|
| |||||
Chemical Manufacturing - 46.5% | ||||||
6,723 | Aclaris Therapeutics, Inc. (a) | 100,374 | ||||
4,962 | Aerie Pharmaceuticals, Inc. (a) | 78,300 | ||||
1,332 | Amphastar Pharmaceuticals, Inc. (a) | 27,906 | ||||
6,300 | Antares Pharma, Inc. (a) | 27,720 | ||||
8,226 | BioDelivery Sciences International, Inc. (a) | 30,930 | ||||
5,854 | Bristol-Myers Squibb Co. | 397,311 | ||||
7,757 | Cara Therapeutics, Inc. (a) | 92,851 | ||||
5,120 | Cassava Sciences, Inc. (a) | 355,994 | ||||
3,615 | Catalent, Inc. (a) | 433,113 | ||||
2,524 | Collegium Pharmaceutical, Inc. (a) | 62,822 | ||||
4,742 | Corcept Therapeutics, Inc. (a) | 98,491 | ||||
8,376 | Durect Corp. (a) | 11,810 | ||||
11,697 | Elanco Animal Health, Inc. (a) | 426,590 | ||||
1,759 | Eli Lilly and Company | 428,317 | ||||
4,291 | Innoviva, Inc. (a) | 60,846 | ||||
3,383 | Intra-Cellular Therapies, Inc. (a) | 116,138 | ||||
2,118 | Jazz Pharmaceuticals PLC ADR (Ireland) (a) | 359,043 | ||||
2,390 | Johnson & Johnson | 411,558 | ||||
1,808 | Marinus Pharmaceuticals, Inc. (a) | 26,578 | ||||
4,653 | Merck & Co., Inc. | 357,676 | ||||
8,615 | Nektar Therapeutics (a) | 136,031 | ||||
2,138 | NGM Biopharmaceuticals, Inc. (a) | 43,594 | ||||
1,330 | Organon & Co. (a) | 38,583 | ||||
4,233 | Pacira Pharmaceuticals, Inc. (a) | 249,535 | ||||
7,901 | Perrigo Co. PLC ADR (Ireland) | 379,485 | ||||
9,819 | Pfizer, Inc. | 420,351 | ||||
914 | Phathom Pharmaceuticals, Inc. (a) | 29,339 | ||||
2,147 | Prestige Consumer Healthcare, Inc. (a) | 112,825 | ||||
10,035 | Provention Bio, Inc. (a) | 60,913 | ||||
655 | Relmada Therapeutics, Inc. (a) | 17,030 | ||||
3,237 | Revance Therapeutics, Inc. (a) | 94,132 | ||||
4,034 | Supernus Pharmaceuticals, Inc. (a) | 106,215 | ||||
70,206 | TherapeuticsMD, Inc. (a) | 70,206 | ||||
2,765 | Theravance Biopharma, Inc. ADR (a) | 35,890 | ||||
2,163 | Zoetis, Inc. | 438,440 | ||||
5,932 | Zogenix, Inc. (a) | 96,158 | ||||
416,469 | Zomedica Corp. ADR (Canada) (a) | 253,380 | ||||
|
| |||||
6,486,475 | ||||||
|
| |||||
Computer and Electronic Product Manufacturing - 0.8% | ||||||
10,073 | Ocular Therapeutix, Inc. (a) | 110,904 | ||||
|
| |||||
Merchant Wholesalers, Nondurable Goods - 1.6% | ||||||
11,496 | Amneal Pharmaceuticals, Inc. (a) | 56,676 | ||||
29,288 | Endo International PLC ADR (Ireland) (a) | 148,197 | ||||
945 | Phibro Animal Health Corp. | 22,368 | ||||
|
| |||||
227,241 | ||||||
|
| |||||
Professional, Scientific, and Technical Services - 4.4% | ||||||
2,782 | Arvinas, Inc. (a) | 281,260 | ||||
5,718 | Omeros Corp. (a) | 82,911 | ||||
2,038 | Reata Pharmaceuticals, Inc. (a) | 255,382 | ||||
|
| |||||
619,553 | ||||||
|
| |||||
Securities, Commodity Contracts, and Other Financial Investments and Related Activities - 0.4% | ||||||
5,764 | Nuvation Bio, Inc. (a) | 49,801 | ||||
|
| |||||
TOTAL COMMON STOCKS (Cost $8,841,083) | $ | 8,318,714 | ||||
|
| |||||
SHORT TERM INVESTMENTS - 39.4% | ||||||
Money Market Funds - 39.4% | ||||||
3,187,866 | Dreyfus Government Cash Management Institutional Shares, 0.03% (b) | $ | 3,187,866 | |||
430,000 | Goldman Sachs Financial Square Government Fund Institutional Shares, 0.03% (b) | 430,000 | ||||
1,876,865 | Goldman Sachs Financial Square Treasury Instruments Fund Institutional Shares, 0.01% (b) | 1,876,865 | ||||
|
| |||||
TOTAL SHORT TERM INVESTMENTS (Cost $5,494,731) | $ | 5,494,731 | ||||
|
|
TOTAL INVESTMENTS (Cost $ 14,335,814) - 99.0% (c) | $ | 13,813,445 | ||||
Other Assets in Excess of Liabilities - 1.0% | 139,351 | |||||
|
| |||||
TOTAL NET ASSETS - 100.0% | $ | 13,952,796 | ||||
|
|
Percentages are stated as a percent of net assets.
The geographic location of all investments is United States unless otherwise indicated.
(a) | Non-income producing security. |
(b) | Represents annualized seven-day yield at July 31, 2021. |
(c) | All or a portion of these securities have been segregated as collateral for swap contracts. Total value of securities segregated amounted to $13,588,847. |
ADR - American Depository Receipt
Long Total Return Swap Contracts (Unaudited)
July 31, 2021
Terms of Payments to be Received at Termination | Terms of Payments to be Paid at Termination | Counterparty | Termination Date | Contracts | Notional Amount | Unrealized Depreciation | ||||||||||||||||
Total return of S&P Pharmaceuticals Select Industry Index | | 0.6866 % representing 1 month LIBOR rate + spread | | UBS Securities LLC | 12/9/2021 | 3,848 | $ | 22,389,839 | $ | (88,390 | ) | |||||||||||
Total return of S&P Pharmaceuticals Select Industry Index | | 0.4366 % representing 1 month LIBOR rate + spread | | Citibank N.A. | 12/16/2021 | 1,594 | 9,307,385 | (68,637 | ) | |||||||||||||
Total return of S&P Pharmaceuticals Select Industry Index | | 0.6420 % representing 1 month LIBOR rate + spread | | Barclays | 7/28/2022 | 347 | 2,120,075 | (108,721 | ) | |||||||||||||
|
|
|
| |||||||||||||||||||
$ | 33,817,299 | $ | (265,748 | ) | ||||||||||||||||||
|
|
|
|
Direxion Daily Regional Banks Bull 3X Shares
Schedule of Investments (Unaudited)
July 31, 2021
Shares | Fair Value | |||||
COMMON STOCKS - 63.2% | ||||||
Credit Intermediation and Related Activities - 58.1% | ||||||
10,059 | 1st Source Corp. | $ | 460,602 | |||
8,069 | Allegiance Bancshares, Inc. | 294,276 | ||||
69,414 | Ameris Bancorp | 3,374,215 | ||||
221,738 | Associated Banc-Corp | 4,390,412 | ||||
34,973 | Atlantic Union Bankshares Corp. | 1,240,492 | ||||
12,887 | BancFirst Corp. | 714,971 | ||||
109,584 | BancorpSouth Bank | 2,827,267 | ||||
35,033 | Bank of Hawaii Corp. | 2,932,612 | ||||
109,130 | Bank OZK | 4,442,682 | ||||
87,080 | BankUnited, Inc. | 3,446,626 | ||||
25,509 | Banner Corp. | 1,352,997 | ||||
39,762 | Berkshire Hills Bancorp, Inc. | 1,075,165 | ||||
31,529 | BOK Financial Corp. | 2,648,751 | ||||
42,182 | Brookline Bancorp, Inc. | 606,155 | ||||
152,666 | Cadence Bancorporation | 2,900,654 | ||||
6,116 | Camden National Corp. | 273,813 | ||||
53,210 | Cathay General Bancorp | 2,015,063 | ||||
99,450 | CIT Group, Inc. | 4,797,468 | ||||
109,943 | Citizens Financial Group, Inc. | 4,635,197 | ||||
8,879 | City Holding Co. | 671,785 | ||||
51,382 | Columbia Banking System, Inc. | 1,795,287 | ||||
71,293 | Comerica, Inc. | 4,894,977 | ||||
59,464 | Commerce Bancshares, Inc. | 4,205,889 | ||||
32,359 | Community Bank System, Inc. | 2,318,199 | ||||
20,819 | ConnectOne Bancorp, Inc. | 547,540 | ||||
31,459 | Customers Bancorp, Inc. (a) | 1,139,445 | ||||
76,164 | CVB Financial Corp. | 1,451,686 | ||||
19,686 | Eagle Bancorp, Inc. | 1,083,321 | ||||
73,004 | East West Bancorp, Inc. | 5,194,235 | ||||
127,072 | Eastern Bankshares, Inc. | 2,319,064 | ||||
22,617 | Enterprise Financial Services Corp. | 1,008,040 | ||||
325,163 | F.N.B. Corp. | 3,726,368 | ||||
19,682 | FB Financial Corp. | 744,176 | ||||
129,673 | Fifth Third Bancorp | 4,705,833 | ||||
13,979 | First Bancorp | 559,160 | ||||
278,833 | First BanCorp ADR | 3,382,244 | ||||
23,034 | First Busey Corp. | 543,602 | ||||
6,136 | First Citizens BancShares, Inc. Class A | 4,801,972 | ||||
64,291 | First Commonwealth Financial Corp. | 846,712 | ||||
52,190 | First Financial Bancorp | 1,174,275 | ||||
75,082 | First Financial Bankshares, Inc. | 3,667,005 | ||||
7,068 | First Financial Corp. | 283,073 | ||||
100,976 | First Hawaiian, Inc. | 2,779,869 | ||||
287,472 | First Horizon National Corp. | 4,441,442 | ||||
105,306 | First Midwest Bancorp, Inc. | 1,889,190 | ||||
27,578 | First Republic Bank | 5,378,262 | ||||
19,617 | Flushing Finanicial Corp. | 432,555 | ||||
134,287 | Fulton Financial Corp. | 2,057,277 | ||||
62,557 | Glacier Bancorp, Inc. | 3,225,439 | ||||
53,052 | Great Western Bancorp, Inc. | 1,634,002 | ||||
63,157 | Hancock Holding Co. | 2,760,592 | ||||
26,895 | Hanmi Financial Corp. Class A | 490,296 | ||||
33,288 | HarborOne Bancorp, Inc. | 453,050 | ||||
22,672 | Heartland Financial USA, Inc. | 1,034,297 | ||||
36,768 | Heritage Commerce Corp. | 398,565 | ||||
15,584 | Heritage Financial Corp. | 376,977 | ||||
86,356 | Hilltop Holdings, Inc. | 2,735,758 | ||||
121,080 | Hope Bancorp, Inc. | 1,604,310 | ||||
363,563 | Huntington Bancshares, Inc. | 5,118,967 | ||||
26,943 | Independent Bank Corp. (Massachusetts) | 1,904,331 | ||||
15,617 | Independent Bank Corp. (Michigan) | 328,426 | ||||
26,205 | Independent Bank Group, Inc. | 1,826,489 | ||||
27,986 | International Bancshares Corp. | 1,093,693 | ||||
341,773 | Investors Bancorp, Inc. | 4,723,303 | ||||
239,778 | KeyCorp | 4,714,036 | ||||
22,506 | Lakeland Bancorp, Inc. | 368,423 | ||||
16,191 | Lakeland Financial Corp. | 1,082,692 | ||||
54,027 | Live Oak Bancshares, Inc. | 3,251,885 | ||||
33,910 | M&T Bank Corp. | 4,538,854 | ||||
12,746 | Midland States Bancorp, Inc. | 313,679 | ||||
22,517 | NBT Bancorp, Inc. | 784,717 | ||||
5,560 | Nicolet Bankshares, Inc. (a) | 402,488 | ||||
47,126 | OceanFirst Financial Corp. | 918,957 | ||||
41,770 | OFG Bancorp ADR ADR | 964,887 |
114,577 | Old National Bancorp | 1,843,544 | ||||
54,245 | Pacific Premier Bancorp, Inc. | 2,060,225 | ||||
120,469 | PacWest Bancorp | 4,797,076 | ||||
5,804 | Park National Corp. | 661,134 | ||||
287,630 | People’s United Financial, Inc. | 4,515,791 | ||||
59,059 | Pinnacle Financial Partners, Inc. | 5,292,277 | ||||
27,805 | PNC Financial Services Group, Inc. | 5,071,910 | ||||
66,274 | Popular, Inc. ADR | 4,822,096 | ||||
9,742 | Preferred Bank | 574,583 | ||||
57,619 | Prosperity Bancshares, Inc. | 3,929,040 | ||||
244,460 | Regions Financial Corp. | 4,705,855 | ||||
36,266 | Renasant Corp. | 1,275,838 | ||||
19,686 | S&T Bancorp, Inc. | 579,753 | ||||
25,055 | Sandy Spring Bancorp, Inc. | 1,042,037 | ||||
32,943 | Seacoast Banking Corp. of Florida | 1,001,138 | ||||
21,186 | Signature Bank | 4,808,586 | ||||
54,594 | Silvergate Capital Corp. (a) | 5,612,263 | ||||
71,816 | Simmons First National Corp. | 1,954,832 | ||||
17,777 | Southside Bancshares, Inc. | 640,683 | ||||
202,183 | Sterling Bancorp | 4,389,393 | ||||
9,364 | SVB Financial Group (a) | 5,149,825 | ||||
110,101 | Synovus Financial Corp. | 4,503,131 | ||||
77,239 | Texas Capital Bancshares, Inc. (a) | 4,864,512 | ||||
64,733 | The Bancorp, Inc. (a) | 1,512,810 | ||||
5,634 | Tompkins Financial Corp. | 432,409 | ||||
15,095 | TriCo Bancshares | 595,196 | ||||
24,252 | Triumph Bancorp, Inc. (a) | 1,859,158 | ||||
90,719 | Truist Financial Corp. | 4,937,835 | ||||
32,455 | Trustmark Corp. | 974,299 | ||||
30,377 | UMB Financial Corp. | 2,843,287 | ||||
69,204 | United Bankshares, Inc. | 2,390,306 | ||||
56,632 | United Community Banks, Inc. | 1,631,568 | ||||
14,164 | Univest Corp. of Pennsylvania | 387,527 | ||||
358,602 | Valley National Bancorp | 4,622,380 | ||||
9,435 | Washington Trust Bancorp, Inc. | 459,956 | ||||
92,135 | Webster Financial Corp. | 4,431,694 | ||||
38,390 | WesBanco, Inc. | 1,239,229 | ||||
14,432 | Westamerica Bancorp | 801,698 | ||||
54,104 | Western Alliance Bancorp | 5,021,933 | ||||
55,454 | Wintrust Financial Corp. | 3,959,416 | ||||
95,184 | Zions Bancorp | 4,963,846 | ||||
|
| |||||
276,681,083 | ||||||
|
| |||||
Activities - 0.2% | ||||||
27,024 | First Merchants Corp. | 1,100,688 | ||||
|
| |||||
Management of Companies and Enterprises - 4.7% | ||||||
39,655 | Banc of California, Inc. | 678,894 | ||||
15,197 | Bryn Mawr Bank Corp. | 594,659 | ||||
24,401 | Central Pacific Financial Corp. | 624,666 | ||||
45,242 | Cullen/Frost Bankers, Inc. | 4,855,371 | ||||
24,876 | First Foundation, Inc. | 586,327 | ||||
26,776 | First Interstate BancSystem, Inc. | 1,122,450 | ||||
91,988 | Home Bancshares, Inc. | 1,948,306 | ||||
24,277 | National Bank Holdings Corp. | 860,862 | ||||
27,557 | ServisFirst Bancshares, Inc. | 1,958,752 | ||||
54,491 | South State Corp. | 3,751,160 | ||||
220,928 | Umpqua Holdings Corp. | 4,168,911 | ||||
38,825 | Veritex Holdings, Inc. | 1,302,579 | ||||
|
| |||||
22,452,937 | ||||||
|
| |||||
Securities, Commodity Contracts, and Other Financial Investments and Related Activities - 0.2% | ||||||
7,375 | QCR Holdings, Inc. | 362,039 | ||||
16,388 | TriState Capital Holdings, Inc. (a) | 332,840 | ||||
|
| |||||
694,879 | ||||||
|
| |||||
TOTAL COMMON STOCKS (Cost $309,313,804) | $ | 300,929,587 | ||||
|
| |||||
SHORT TERM INVESTMENTS - 38.2% | ||||||
Money Market Funds - 38.2% | ||||||
67,614,795 | Dreyfus Government Cash Management Institutional Shares, 0.03% (b) | $ | 67,614,795 | |||
47,479,361 | Goldman Sachs Financial Square Government Fund Institutional Shares, 0.03% (b) | 47,479,361 | ||||
66,663,131 | Goldman Sachs Financial Square Treasury Instruments Fund Institutional Shares, 0.01% (b) | 66,663,131 | ||||
|
| |||||
TOTAL SHORT TERM INVESTMENTS (Cost $181,757,287) | $ | 181,757,287 | ||||
|
| |||||
TOTAL INVESTMENTS (Cost $491,071,091) - 101.4% (c) | $ | 482,686,874 | ||||
Liabilities in Excess of Other Assets - (1.4)% | (6,330,619 | ) | ||||
|
| |||||
TOTAL NET ASSETS - 100.0% | $ | 476,356,255 | ||||
|
|
Percentages are stated as a percent of net assets.
The geographic location of all investments is United States unless otherwise indicated.
(a) | Non-income producing security. |
(b) | Represents annualized seven-day yield at July 31, 2021. |
(c) | All or a portion of these securities have been segregated as collateral for swap contracts. Total value of securities segregated amounted to $482,686,874. |
Long Total Return Swap Contracts (Unaudited)
July 31, 2021
Terms of Payments to be Received at Termination | Terms of Payments to be Paid at Termination | Counterparty | Termination Date | Contracts | Notional Amount | Unrealized Appreciation (Depreciation) | ||||||||||||
Total return of S&P Regional Banks Select Industry Index | 0.4866 % representing 1 month LIBOR rate + spread | Barclays | 12/9/2021 | 350,000 | $ | 704,906,648 | $ | (15,484,421 | ) | |||||||||
Total return of S&P Regional Banks Select Industry Index | 0.6893 % representing 1 month LIBOR rate + spread | Bank of America Merrill Lynch | 12/9/2021 | 147,124 | 285,001,791 | 3,748,852 | ||||||||||||
Total return of S&P Regional Banks Select Industry Index | 0.6366 % representing 1 month LIBOR rate + spread | Citibank N.A. | 12/13/2021 | 43,032 | 86,421,265 | (1,972,749 | ) | |||||||||||
Total return of S&P Regional Banks Select Industry Index | 0.9366 % representing 1 month LIBOR rate + spread | BNP Paribas | 8/17/2022 | 35,000 | 67,614,728 | 1,071,817 | ||||||||||||
|
|
|
| |||||||||||||||
$ | 1,143,944,432 | $ | (12,636,501 | ) | ||||||||||||||
|
|
|
|
Direxion Daily Retail Bull 3X Shares
Schedule of Investments (Unaudited)
July 31, 2021
Shares | Fair Value | |||||
COMMON STOCKS - 70.0% | ||||||
Administrative and Support Services - 0.9% | ||||||
17,628 | Revolve Group, Inc. (a) | $ | 1,227,085 | |||
|
| |||||
Broadcasting (except Internet) - 0.6% | ||||||
73,860 | Qurate Retail, Inc. | 875,980 | ||||
|
| |||||
Clothing and Clothing Accessories Stores - 13.6% | ||||||
23,478 | Abercrombie & Fitch Co. Class A (a) | 887,703 | ||||
24,260 | Academy Sports & Outdoors Inc. (a) | 898,833 | ||||
29,483 | American Eagle Outfitters, Inc. | 1,016,279 | ||||
13,331 | Boot Barn Holdings, Inc. (a) | 1,152,065 | ||||
36,256 | Caleres, Inc. | 896,973 | ||||
10,405 | Childrens Place Retail Stores, Inc. (a) | 877,454 | ||||
11,932 | Citi Trends, Inc. (a) | 951,577 | ||||
59,627 | Designer Brands, Inc. (a) | 868,765 | ||||
31,318 | Gap, Inc. | 913,546 | ||||
9,733 | Genesco, Inc. (a) | 559,161 | ||||
36,702 | Guess?, Inc. | 819,189 | ||||
15,100 | L Brands, Inc. | 1,209,057 | ||||
28,689 | Nordstrom, Inc. (a) | 949,606 | ||||
8,427 | Ross Stores, Inc. | 1,033,909 | ||||
15,948 | Shoe Carnival, Inc. | 537,448 | ||||
13,536 | Signet Jewelers Ltd. ADR | 870,906 | ||||
24,710 | The Buckle, Inc. | 1,039,797 | ||||
49,748 | The RealReal, Inc. (a) | 821,339 | ||||
15,388 | TJX Companies, Inc. | 1,058,848 | ||||
26,187 | Urban Outfitters, Inc. (a) | 973,633 | ||||
17,071 | Zumiez, Inc. (a) | 745,149 | ||||
|
| |||||
19,081,237 | ||||||
|
| |||||
Computer and Electronic Product Manufacturing - 0.6% | ||||||
25,618 | Blink Charging Co, (a)(b) | 884,590 | ||||
|
| |||||
Data Processing, Hosting and Related Services - 0.9% | ||||||
11,020 | Shutterstock Inc. | 1,195,560 | ||||
|
| |||||
Electronics and Appliance Stores - 0.7% | ||||||
8,842 | Best Buy Co., Inc. | 993,399 | ||||
|
| |||||
Food and Beverage Stores - 2.9% | ||||||
29,666 | Grocery Outlet Holding Corp. (a) | 982,538 | ||||
10,360 | Ingles Markets, Inc. | 619,114 | ||||
26,140 | Kroger Co. | 1,063,898 | ||||
34,892 | Sprouts Farmers Market, Inc. (a) | 857,645 | ||||
9,453 | Weis Markets, Inc. | 497,700 | ||||
|
| |||||
4,020,895 | ||||||
|
| |||||
Food Services and Drinking Places - 1.2% | ||||||
4,877 | Casey’s General Stores, Inc. | 964,232 | ||||
3,131 | Wayfair, Inc. (a)(b) | 755,698 | ||||
|
| |||||
1,719,930 | ||||||
|
| |||||
Gasoline Stations - 0.2% | ||||||
11,489 | TravelCenters of America Inc. (a) | 332,262 | ||||
|
| |||||
General Merchandise Stores - 9.5% | ||||||
14,708 | Big Lots, Inc. | 847,328 | ||||
21,226 | BJ’s Wholesale Club Holdings, Inc. (a) | 1,074,885 | ||||
3,230 | Burlington Stores, Inc. (a) | 1,081,404 | ||||
2,650 | Costco Wholesale Corp. | 1,138,758 | ||||
5,988 | Dillard’s, Inc. Class A (b) | 1,097,421 | ||||
4,834 | Dollar General Corp. | 1,124,582 | ||||
10,001 | Dollar Tree, Inc. (a) | 998,000 | ||||
5,334 | Five Below, Inc. (a) | 1,037,036 | ||||
18,452 | Kohl’s Corp. | 937,361 | ||||
51,997 | Macy’s, Inc. (a) | 883,949 | ||||
10,439 | PriceSmart, Inc. | 936,796 | ||||
4,344 | Target Corp. | 1,134,001 | ||||
7,189 | Wal-Mart Stores, Inc. | 1,024,792 | ||||
|
| |||||
13,316,313 | ||||||
|
| |||||
Health and Personal Care Stores - 3.3% | ||||||
49,602 | Albertsons Companies, Inc. Class A (b) | 1,071,403 | ||||
30,831 | Petmed Express, Inc. (b) | 967,785 | ||||
45,396 | Rite Aid Corp. (a) | 690,019 | ||||
2,990 | Ulta Salon, Cosmetics & Fragrance, Inc. (a) | 1,004,042 | ||||
18,295 | Walgreens Boots Alliance, Inc. | 862,610 | ||||
|
| |||||
4,595,859 | ||||||
|
| |||||
Lessors of Nonfinancial Intangible Assets (except Copyrighted Works) - 0.1% | ||||||
957 | Winmark Corp. | 201,755 | ||||
|
| |||||
Machinery Manufacturing - 0.7% | ||||||
37,366 | Leslie’s, Inc. (a) | 909,862 | ||||
|
| |||||
Merchant Wholesalers, Durable Goods - 0.4% | ||||||
3,657 | America’s Car-Mart, Inc. (a) | 581,463 | ||||
|
| |||||
Merchant Wholesalers, Nondurable Goods - 1.1% | ||||||
93,338 | Chicos FAS, Inc. (a) | 576,829 | ||||
16,156 | Foot Locker, Inc. | 921,861 | ||||
|
| |||||
1,498,690 | ||||||
|
| |||||
Miscellaneous Manufacturing - 1.4% | ||||||
20,963 | National Vision Holdings, Inc. (a) | 1,131,583 | ||||
42,515 | Petco Health & Wellness Co., Inc. (a)(b) | 877,084 | ||||
|
| |||||
2,008,667 | ||||||
|
| |||||
Miscellaneous Store Retailers - 6.3% | ||||||
26,650 | 1-800-Flowers.com, Inc. (a) | 812,825 | ||||
13,539 | Chewy, Inc. (a) | 1,133,214 | ||||
6,102 | Etsy, Inc. (a) | 1,119,778 | ||||
11,574 | Ollie’s Bargain Outlet Holdings, Inc. (a) | 1,077,539 | ||||
100,285 | Party City Holdings Inc. (a) | 856,434 | ||||
15,913 | Rent-A-Center, Inc. | 910,542 | ||||
48,718 | Sally Beauty Holdings, Inc. (a) | 921,745 | ||||
20,209 | The ODP Corp. (a) | 956,492 | ||||
5,493 | Tractor Supply Co. | 993,848 | ||||
|
| |||||
8,782,417 | ||||||
|
|
Motor Vehicle and Parts Dealers - 11.4% | ||||||
5,073 | Advance Auto Parts, Inc. | 1,075,780 | ||||
5,713 | Asbury Automotive Group, Inc. (a) | 1,173,793 | ||||
10,334 | AutoNation, Inc. (a) | 1,253,824 | ||||
726 | AutoZone, Inc. (a) | 1,178,712 | ||||
8,659 | CarMax, Inc. (a) | 1,159,873 | ||||
54,402 | CarParts.com, Inc. (a) | 958,019 | ||||
3,684 | Carvana Co. (a) | 1,243,571 | ||||
6,372 | Group 1 Automotive, Inc. | 1,107,071 | ||||
21,076 | MarineMax, Inc. (a) | 1,133,678 | ||||
7,332 | Murphy USA, Inc. | 1,081,543 | ||||
1,892 | O’Reilly Automotive, Inc. (a) | 1,142,465 | ||||
7,915 | OneWater Marine. Inc. | 371,847 | ||||
12,626 | Penske Automotive Group, Inc. | 1,118,664 | ||||
21,672 | Sonic Automotive, Inc. | 1,182,208 | ||||
22,873 | Vroom, Inc. (a)(b) | 847,216 | ||||
|
| |||||
16,028,264 | ||||||
|
| |||||
Nonstore Retailers - 3.8% | ||||||
303 | Amazon.com, Inc. (a) | 1,008,260 | ||||
6,564 | DoorDash, Inc. (a) | 1,144,040 | ||||
15,073 | eBay, Inc. | 1,028,129 | ||||
11,941 | Lands’ End, Inc. (a) | 457,698 | ||||
11,224 | Overstock.com, Inc. (a) | 781,639 | ||||
15,788 | Stitch Fix, Inc. (a) | 851,289 | ||||
|
| |||||
5,271,055 | ||||||
|
| |||||
Printing and Related Support Activities - 0.2% | ||||||
38,707 | Arko Corp. (a) | 321,268 | ||||
|
| |||||
Professional, Scientific, and Technical Services - 2.8% | ||||||
15,144 | Franchise Group, Inc. | 514,290 | ||||
21,859 | Groupon, Inc. (a) | 795,012 | ||||
91,078 | Quotient Technology, Inc. (a) | 989,107 | ||||
5,086 | Stamps.Com., Inc. (a) | 1,661,901 | ||||
|
| |||||
3,960,310 | ||||||
|
| |||||
Publishing Industries (except Internet) - 0.7% | ||||||
52,294 | Porch Group, Inc. (a) | 969,008 | ||||
|
| |||||
Repair and Maintenance - 1.3% | ||||||
18,435 | Conn’s, Inc. (a) | 409,994 | ||||
24,420 | Liquidity Services, Inc. (a) | 484,493 | ||||
15,865 | Monro Muffler Brake, Inc. | 920,170 | ||||
|
| |||||
1,814,657 | ||||||
|
| |||||
Securities, Commodity Contracts, and Other Financial Investments and Related Activities - 1.4% | ||||||
25,695 | Camping World Holdings, Inc. | 1,011,355 | ||||
120,749 | Shift Technologies, Inc. (a)(b) | 1,020,329 | ||||
|
| |||||
2,031,684 | ||||||
|
| |||||
Sporting Goods, Hobby, Musical Instrument, and Book Stores - 3.2% | ||||||
34,641 | Big 5 Sporting Goods Corp. (b) | 759,331 | ||||
10,103 | Dick’s Sporting Goods, Inc. | 1,052,126 | ||||
4,336 | GameStop Corp. Class A (a)(b) | 698,616 | ||||
12,133 | Hibbett Sports, Inc. | 1,075,712 | ||||
55,201 | Sportsman’s Warehouse Holdings, Inc. (a) | �� | 975,402 | |||
|
| |||||
4,561,187 | ||||||
|
| |||||
Truck Transportation - 0.8% | ||||||
3,030 | Lithia Motors, Inc. Class A | 1,142,977 | ||||
|
| |||||
TOTAL COMMON STOCKS (Cost $93,365,107) | $ | 98,326,374 | ||||
|
| |||||
SHORT TERM INVESTMENTS - 36.2% | ||||||
Money Market Funds - 36.2% | ||||||
17,769,319 | Dreyfus Government Cash Management Institutional Shares, 0.03% (c)(d) | $ | 17,769,319 | |||
20,295,187 | Goldman Sachs Financial Square Government Fund Institutional Shares, 0.03% (c) | 20,295,187 | ||||
12,814,049 | Goldman Sachs Financial Square Treasury Instruments Fund Institutional Shares, 0.01% (c) | 12,814,049 | ||||
|
| |||||
TOTAL SHORT TERM INVESTMENTS (Cost $50,878,555) | $ | 50,878,555 | ||||
|
| |||||
TOTAL INVESTMENTS (Cost $144,243,662) - 106.2% (e) | $ | 149,204,929 | ||||
Liabilities in Excess of Other Assets - (6.2)% | (8,745,192 | ) | ||||
|
| |||||
TOTAL NET ASSETS - 100.0% | $ | 140,459,737 | ||||
|
|
Percentages are stated as a percent of net assets.
The geographic location of all investments is United States unless otherwise indicated.
(a) | Non-income producing security. |
(b) | A portion of this security represents a security on loan. (c) Represents annualized seven-day yield at July 31, 2021. |
(d) | All or a portion of this security represents an investment of securities lending collateral. |
(e) | All or a portion of these securities have been segregated as collateral for swap contracts. Total value of securities segregated amounted to $98,209,482. |
ADR - American Depository Receipt
Long Total Return Swap Contracts (Unaudited)
July 31, 2021
Terms of Payments to be Received | Terms of Payments to be | Counterparty | Termination Date | Contracts | Notional Amount | Unrealized Appreciation (Depreciation) | ||||||||||||
Total return of S&P Retail Select Industry® Index | 0.7366 % representing 1 month LIBOR rate + spread | Credit Suisse Capital LLC | 12/7/2021 | 1,513 | $ | 14,556,188 | $ | 452,028 | ||||||||||
Total return of S&P Retail Select Industry® Index | 0.6366 % representing 1 month LIBOR rate + spread | Barclays | 12/9/2021 | 10,879 | 106,410,249 | 1,543,785 | ||||||||||||
Total return of S&P Retail Select Industry® Index | 0.4866 % representing 1 month LIBOR rate + spread | J.P. Morgan | 12/9/2021 | 11,777 | 107,205,657 | 9,732,113 | ||||||||||||
Total return of S&P Retail Select Industry® Index | 0.6366 % representing 1 month LIBOR rate + spread | UBS Securities LLC | 12/13/2021 | 1,281 | 13,054,893 | (343,478 | ) | |||||||||||
Total return of S&P Retail Select Industry® Index | (0.0134)% representing 1 month LIBOR rate + spread | Citibank N.A. | 12/13/2021 | 7,103 | 50,393,654 | 20,312,718 | ||||||||||||
|
|
|
| |||||||||||||||
$ | 291,620,641 | $ | 31,697,166 | |||||||||||||||
|
|
|
|
Direxion Daily S&P 500® High Beta Bull 3X Shares
Schedule of Investments (Unaudited)
July 31, 2021
Shares | Fair Value | |||||
COMMON STOCKS - 63.8% | ||||||
Accommodation - 2.8% | ||||||
12,833 | Caesars Entertainment Inc. (a) | $ | 1,121,091 | |||
48,432 | Host Hotels & Resorts, Inc. (a) | 771,522 | ||||
6,548 | Marriott International, Inc. Class A (a) | 955,877 | ||||
27,904 | MGM Resorts International | 1,047,237 | ||||
|
| |||||
3,895,727 | ||||||
|
| |||||
Administrative and Support Services - 1.2% | ||||||
357 | Booking Holdings, Inc. (a) | 777,639 | ||||
11,002 | Live Nation Entertainment, Inc. (a) | 867,948 | ||||
|
| |||||
1,645,587 | ||||||
|
| |||||
Air Transportation - 3.1% | ||||||
14,157 | Alaska Air Group, Inc. (a) | 821,531 | ||||
43,535 | American Airlines Group, Inc. (a) | 887,243 | ||||
21,103 | Delta Air Lines, Inc. (a) | 842,009 | ||||
13,563 | Southwest Airlines Co. (a) | 685,203 | ||||
22,279 | United Continental Holdings, Inc. (a) | 1,040,875 | ||||
|
| |||||
4,276,861 | ||||||
|
| |||||
Amusement, Gambling, and Recreation Industries - 0.5% | ||||||
7,165 | Wynn Resorts Ltd. (a) | 704,535 | ||||
|
| |||||
Apparel Manufacturing - 0.6% | ||||||
8,519 | PVH Corp. (a) | 891,258 | ||||
|
| |||||
Broadcasting (except Internet) - 0.5% | ||||||
16,988 | Dish Network Corp. (a) | 711,627 | ||||
|
| |||||
Chemical Manufacturing - 1.8% | ||||||
5,256 | Albemarle Corp. | 1,082,946 | ||||
7,287 | LyondellBasell Industries N.V. Class A ADR (Netherlands) | 723,818 | ||||
22,453 | Mosaic Co. | 701,207 | ||||
|
| |||||
2,507,971 | ||||||
|
| |||||
Clothing and Clothing Accessories Stores - 1.4% | ||||||
26,876 | Gap, Inc. | 783,973 | ||||
13,877 | L Brands, Inc. | 1,111,131 | ||||
|
| |||||
1,895,104 | ||||||
|
| |||||
Computer and Electronic Product Manufacturing - 8.8% | ||||||
7,555 | Enphase Energy, Inc. (a) | 1,432,428 | ||||
6,480 | Microchip Technology, Inc. | 927,418 | ||||
10,296 | Micron Technology, Inc. (a) | 798,764 | ||||
2,836 | Monolithic Power Systems, Inc. | 1,274,101 | ||||
5,680 | NVIDIA Corp. | 1,107,543 | ||||
5,150 | NXP Semiconductors NV ADR (Netherlands) | 1,062,908 | ||||
5,289 | Qorvo, Inc. (a) | 1,002,742 | ||||
6,068 | Qualcomm, Inc. | 908,986 | ||||
5,392 | Skyworks Solutions, Inc. | 994,878 | ||||
7,895 | Teradyne, Inc. | 1,002,665 | ||||
10,833 | Trimble, Inc. (a) | 926,221 | ||||
11,606 | Western Digital Corp. (a) | 753,578 | ||||
|
| |||||
12,192,232 | ||||||
|
| |||||
Credit Intermediation and Related Activities - 7.2% | ||||||
10,308 | Citigroup, Inc. | 697,027 | ||||
17,721 | Citizens Financial Group, Inc. | 747,118 | ||||
10,970 | Comerica, Inc. | 753,200 | ||||
7,907 | Discover Financial Services | 982,998 | ||||
20,842 | Fifth Third Bancorp | 756,356 | ||||
51,367 | Huntington Bancshares, Inc. | 723,248 | ||||
36,567 | KeyCorp | 718,907 | ||||
38,840 | Regions Financial Corp. | 747,670 | ||||
8,786 | State Street Corp. | 765,612 | ||||
1,373 | SVB Financial Group (a) | 755,095 | ||||
19,754 | Synchrony Financial | 928,833 | ||||
13,131 | Truist Financial Corp. | 714,720 | ||||
13,388 | Zions Bancorp | 698,184 | ||||
|
| |||||
9,988,968 | ||||||
|
| |||||
Insurance Carriers and Related Activities - 2.9% | ||||||
16,079 | American International Group, Inc. | 761,341 | ||||
15,608 | Lincoln National Corp. | 961,765 | ||||
12,489 | Principal Financial Group, Inc. | 775,941 | ||||
7,335 | Prudential Financial, Inc. | 735,554 | ||||
29,751 | Unum Group | 815,177 | ||||
|
| |||||
4,049,778 | ||||||
|
| |||||
Machinery Manufacturing - 2.6% | ||||||
7,432 | Applied Materials, Inc. | 1,039,960 | ||||
31,190 | Baker Hughes, a GE Co. | 662,476 | ||||
1,611 | Lam Research Corp. | 1,026,867 | ||||
59,405 | NOV, Inc. (a) | 820,383 | ||||
|
| |||||
3,549,686 | ||||||
|
| |||||
Management of Companies and Enterprises - 0.6% | ||||||
5,031 | Capital One Financial Corp. | 813,513 | ||||
|
| |||||
Merchant Wholesalers, Durable Goods - 1.8% | ||||||
3,032 | KLA-Tencor Corp. | 1,055,621 | ||||
13,837 | Leggett & Platt, Inc. | 664,591 | ||||
3,763 | Mohawk Industries, Inc. (a) | 733,409 | ||||
|
| |||||
2,453,621 | ||||||
|
| |||||
Mining (except Oil and Gas) - 0.6% | ||||||
22,344 | Freeport-McMoRan Copper & Gold, Inc. | 851,306 | ||||
|
| |||||
Miscellaneous Manufacturing - 1.4% | ||||||
1,614 | Align Technology, Inc. (a) | 1,123,021 | ||||
12,825 | Textron, Inc. | 885,054 | ||||
|
| |||||
2,008,075 | ||||||
|
| |||||
Oil and Gas Extraction - 4.2% | ||||||
52,571 | APA Corp. | 985,706 | ||||
41,235 | Devon Energy Corp. | 1,065,512 | ||||
10,309 | EOG Resources, Inc. | 751,114 | ||||
87,264 | Marathon Oil Corp. | 1,011,390 | ||||
49,713 | Occidental Petroleum Corp. | 1,297,509 | ||||
9,971 | Phillips 66 | 732,171 | ||||
|
| |||||
5,843,402 | ||||||
|
|
Performing Arts, Spectator Sports, and Related Industries - 0.7% | ||||||
13,953 | Penn National Gaming, Inc. (a) | 954,106 | ||||
|
| |||||
Petroleum and Coal Products Manufacturing - 1.8% | ||||||
14,287 | ConocoPhillips | 800,929 | ||||
15,850 | Marathon Petroleum Corp. | 875,237 | ||||
11,346 | Valero Energy Corp. | 759,842 | ||||
|
| |||||
2,436,008 | ||||||
|
| |||||
Primary Metal Manufacturing - 0.7% | ||||||
30,865 | Howmet Aerospace, Inc. (a) | 1,012,989 | ||||
|
| |||||
Professional, Scientific, and Technical Services - 1.4% | ||||||
4,590 | CDW Corp. | 841,577 | ||||
29,232 | DXC Technology Co. (a) | 1,168,695 | ||||
|
| |||||
2,010,272 | ||||||
|
| |||||
Publishing Industries (except Internet) - 1.5% | ||||||
2,830 | Paycom Software, Inc. (a) | 1,132,000 | ||||
6,790 | PTC, Inc. (a) | 919,706 | ||||
|
| |||||
2,051,706 | ||||||
|
| |||||
Real Estate - 3.9% | ||||||
9,644 | CBRE Group, Inc. Class A (a) | 930,260 | ||||
40,830 | Kimco Realty Corp. | 870,904 | ||||
7,897 | Simon Property Group, Inc. | 999,129 | ||||
14,769 | Ventas, Inc. | 882,891 | ||||
10,347 | Welltower, Inc. | 898,740 | ||||
23,290 | Weyerhaeuser Co. | 785,572 | ||||
|
| |||||
5,367,496 | ||||||
|
| |||||
Rental and Leasing Services - 0.6% | ||||||
2,615 | United Rentals, Inc. (a) | 861,773 | ||||
|
| |||||
Securities, Commodity Contracts, and Other Financial Investments and Related Activities - 2.1% | ||||||
3,029 | Ameriprise Financial, Inc. | 780,149 | ||||
11,004 | Dow, Inc. | 684,009 | ||||
22,662 | Franklin Resources, Inc. | 669,662 | ||||
33,099 | Invesco Ltd. | 806,954 | ||||
|
| |||||
2,940,774 | ||||||
|
| |||||
Support Activities for Mining - 3.2% | ||||||
13,711 | Diamondback Energy, Inc. | 1,057,530 | ||||
48,858 | Halliburton Co. | 1,010,384 | ||||
10,919 | Hess Corp. | 834,648 | ||||
4,947 | Pioneer Natural Resources Co. | 719,145 | ||||
28,876 | Schlumberger Ltd. (France) ADR | 832,495 | ||||
|
| |||||
4,454,202 | ||||||
|
| |||||
Support Activities for Transportation - 0.6% | ||||||
5,597 | Expedia, Inc. (a) | 900,389 | ||||
|
| |||||
Transportation Equipment Manufacturing - 2.4% | ||||||
5,912 | Aptiv PLC ADR (Ireland)(a) | 986,417 | ||||
4,831 | Boeing Co. (a) | 1,094,125 | ||||
1,765 | Tesla Motors, Inc. (a) | 1,212,908 | ||||
|
| |||||
3,293,450 | ||||||
|
| |||||
Utilities - 0.6% | ||||||
16,637 | ONEOK, Inc. | 864,624 | ||||
|
| |||||
Water Transportation - 2.3% | ||||||
45,082 | Carnival Corp. ADR (Panama)(a) | 976,025 | ||||
45,924 | Norwegian Cruise Line Holdings Ltd. ADR (Bermuda)(a) | 1,103,554 | ||||
14,200 | Royal Caribbean Cruises Ltd. ADR (Liberia)(a) | 1,091,554 | ||||
3,171,133 | ||||||
|
| |||||
TOTAL COMMON STOCKS (Cost $84,836,878) | $ | 88,598,173 | ||||
|
| |||||
SHORT TERM INVESTMENTS - 13.3% | ||||||
Money Market Funds - 13.3% | ||||||
5,769,726 | Dreyfus Government Cash Management Institutional Shares, 0.03% (b) | $ | 5,769,726 | |||
11,082,062 | Goldman Sachs Financial Square Government Fund Institutional Shares, 0.03% (b) | 11,082,062 | ||||
1,685,416 | Goldman Sachs Financial Square Treasury Instruments Fund Institutional Shares, 0.01% (b) | 1,685,416 | ||||
|
| |||||
TOTAL SHORT TERM INVESTMENTS (Cost $18,537,204) | $ | 18,537,204 | ||||
|
| |||||
TOTAL INVESTMENTS (Cost $103,374,082) - 77.1% (c) | $ | 107,135,377 | ||||
Other Assets in Excess of Liabilities - 22.9% | 31,837,568 | |||||
|
| |||||
TOTAL NET ASSETS - 100.0% | $ | 138,972,945 | ||||
|
|
Percentages are stated as a percent of net assets.
The geographic location of all investments is United States unless otherwise indicated.
(a) | Non-income producing security. |
(b) | Represents annualized seven-day yield at July 31, 2021. |
(c) | All or a portion of these securities have been segregated as collateral for swap contracts. Total value of securities segregated amounted to $104,069,365. |
ADR - American Depository Receipt
Long Total Return Swap Contracts (Unaudited)
July 31, 2021
Terms of Payments to be Received at Termination | Terms of Payments to be Paid at Termination | Counterparty | Termination Date | Contracts | Notional Amount | Unrealized Appreciation (Depreciation) | ||||||||||||
Total return of S&P 500® High Beta Index | 0.5866% representing 1 month LIBOR rate + spread | Barclays | 12/9/2021 | 10,629 | $ | 173,376,706 | $ | 9,037,801 | ||||||||||
Total return of S&P 500® High Beta Index | 0.6393% representing 1 month LIBOR rate + spread | Bank of America Merrill Lynch | 12/9/2021 | 4,444 | 63,893,194 | 12,694,701 | ||||||||||||
Total return of S&P 500® High Beta Index | 0.6566% representing 1 month LIBOR rate + spread | UBS Securities LLC | 12/13/2021 | 2,761 | 47,396,251 | (105,786 | ) | |||||||||||
Total return of S&P 500® High Beta Index | 0.5666% representing 1 month LIBOR rate + spread | J.P. Morgan | 3/2/2022 | 1,342 | 23,470,871 | (485,738 | ) | |||||||||||
|
|
|
| |||||||||||||||
$ | 308,137,022 | $ | 21,140,978 | |||||||||||||||
|
|
|
|
Direxion Daily S&P 500® High Beta Bear 3X Shares
Schedule of Investments
(Unaudited) July 31, 2021
Shares | Fair Value | |||||
SHORT TERM INVESTMENTS - 67.5% | ||||||
Money Market Funds - 67.5% | ||||||
2,543,360 | Dreyfus Government Cash Management Institutional Shares, 0.03% (a) | $ | 2,543,360 | |||
7,790,000 | Goldman Sachs Financial Square Government Fund Institutional Shares, 0.03% (a) | 7,790,000 | ||||
5,798,000 | Goldman Sachs Financial Square Treasury Instruments Fund Institutional Shares, 0.01% (a) | 5,798,000 | ||||
|
| |||||
TOTAL SHORT TERM INVESTMENTS (Cost $16,131,360) (b) | $ | 16,131,360 | ||||
|
| |||||
TOTAL INVESTMENTS (Cost $16,131,360) - 67.5% | $ | 16,131,360 | ||||
Other Assets in Excess of Liabilities - 32.5% | 7,780,792 | |||||
|
| |||||
TOTAL NET ASSETS - 100.0% | $ | 23,912,152 | ||||
|
|
Percentages are stated as a percent of net assets.
The geographic location of all investments is United States unless otherwise indicated.
(a) | Represents annualized seven-day yield at July 31, 2021. |
(b) | All or a portion of these securities have been segregated as collateral for swap contracts. Total value of securities segregated amounted to $16,131,360. |
Short Total Return Swap Contracts (Unaudited)
July 31, 2021
Terms of Payments to be Received/(Paid) at Termination | Terms of Payments to be Paid at Termination | Counterparty | Termination Date | Contracts | Notional Amount | Unrealized Appreciation (Depreciation) | ||||||||||||
0.3393% representing 1 month LIBOR rate + spread | Total return of S&P 500® High Beta Index | Bank of America Merrill Lynch | 12/9/2021 | 383 | $ | 5,526,720 | $ | (1,084,087 | ) | |||||||||
0.3866% representing 1 month LIBOR rate + spread | Total return of S&P 500® High Beta Index | UBS Securities LLC | 12/9/2021 | 1,055 | 18,006,397 | (63,451 | ) | |||||||||||
0.1866% representing 1 month LIBOR rate + spread | Total return of S&P 500® High Beta Index | Barclays | 4/5/2022 | 1,785 | 28,872,050 | (1,752,403 | ) | |||||||||||
(0.1634)% representing 1 month LIBOR rate + spread | Total return of S&P 500® High Beta Index | J.P. Morgan | 7/29/2022 | 967 | 16,596,410 | 23,860 | ||||||||||||
|
|
|
| |||||||||||||||
$ | 69,001,577 | $ | (2,876,081 | ) | ||||||||||||||
|
|
|
|
Direxion Daily S&P Biotech Bull 3X Shares
Schedule of Investments (Unaudited)
July 31, 2021
Shares | Fair Value | |||||
COMMON STOCKS - 71.8% | ||||||
Ambulatory Health Care Services - 3.4% | ||||||
63,619 | ALX Oncology Holdings, Inc. (a) | $ | 3,725,529 | |||
41,599 | CareDx, Inc. (a) | 3,495,980 | ||||
121,591 | Invitae Corp. (a)(b) | 3,403,332 | ||||
36,874 | Keros Therapeutics, Inc. (a) | 1,356,963 | ||||
36,548 | Natera, Inc. (a) | 4,185,477 | ||||
251,032 | Organogenesis Holdings, Inc. (a) | 3,850,831 | ||||
72,440 | Prelude Therapeutics, Inc. (a)(b) | 2,320,977 | ||||
140,688 | TCR² Therapeutics, Inc. (a) | 1,750,159 | ||||
66,525 | Y-mAbs Therapeutics, Inc. (a) | 2,201,977 | ||||
|
| |||||
26,291,225 | ||||||
|
| |||||
Apparel Manufacturing - 0.2% | ||||||
127,058 | Sana Biotechnology, Inc. (a)(b) | 2,069,775 | ||||
|
| |||||
Chemical Manufacturing - 46.1% | ||||||
32,900 | AbbVie, Inc. | 3,826,270 | ||||
138,447 | Acadia Pharmaceuticals Inc. (a) | 2,994,609 | ||||
28,427 | Acceleron Pharma, Inc. (a) | 3,555,081 | ||||
651,623 | Adverum Biotechnologies, Inc. (a) | 1,479,184 | ||||
65,736 | Agios Pharmaceuticals, Inc. (a) | 3,161,244 | ||||
865,783 | Akebia Therapeutics, Inc. (a) | 2,138,484 | ||||
44,020 | Albireo Pharma, Inc. (a) | 1,259,412 | ||||
194,171 | Aldeyra Therapeutics, Inc. (a)(b) | 1,728,122 | ||||
151,668 | Alkermes PLC ADR (Ireland) (a) | 3,923,651 | ||||
99,743 | AlloVir, Inc. (a) | 1,909,081 | ||||
23,003 | Alnylam Pharmaceuticals, Inc. (a) | 4,116,157 | ||||
264,172 | Altimmune, Inc. (a)(b) | 2,396,040 | ||||
15,657 | Amgen, Inc. | 3,781,792 | ||||
357,441 | Amicus Therapeutics, Inc. (a) | 3,320,627 | ||||
110,396 | Arcturus Therapeutics Holdings Inc. (a)(b) | 3,456,499 | ||||
152,504 | Arcus Biosciences Inc. (a) | 4,790,151 | ||||
54,961 | Arcutis Biotherapeutics, Inc. (a) | 1,282,240 | ||||
58,237 | Arena Pharmaceuticals, Inc. (a) | 3,602,541 | ||||
118,753 | Avid Bioservices, Inc. (a) | 3,046,014 | ||||
42,765 | Beam Therapeutics Inc. (a)(b) | 3,934,380 | ||||
227,177 | BioCryst Pharmaceuticals, Inc. (a) | 3,662,093 | ||||
9,581 | Biogen, Inc. (a) | 3,130,400 | ||||
46,241 | BioMarin Pharmaceutical, Inc. (a) | 3,548,072 | ||||
111,325 | bluebird bio, Inc. (a) | 2,828,768 | ||||
43,675 | Blueprint Medicines Corp. (a) | 3,837,722 | ||||
59,373 | BridgeBio Pharma, Inc. (a) | 3,173,487 | ||||
279,669 | Catalyst Pharmaceuticals, Inc. (a) | 1,633,267 | ||||
114,243 | Celldex Therapeutics, Inc. (a) | 4,998,131 | ||||
311,652 | ChemoCentryx, Inc. (a) | 4,606,217 | ||||
154,891 | Chimerix, Inc. (a) | 1,026,927 | ||||
37,044 | Chinook Thereapeutics, Inc. (a) | 482,683 | ||||
656,720 | Clovis Oncology, Inc. (a)(b) | 3,171,958 | ||||
261,760 | Coherus BioSciences, Inc. (a) | 3,415,968 | ||||
52,399 | Cortexyme, Inc. (a)(b) | 2,961,067 | ||||
76,492 | Cue Biopharma Inc. (a) | 797,047 | ||||
473,907 | Curis, Inc. (a)(b) | 3,596,954 | ||||
284,171 | CytomX Therapeutics, Inc. (a) | 1,537,365 | ||||
107,186 | Deciphera Pharmaceuticals, Inc. (a) | 3,268,101 | ||||
50,610 | Denali Therapeutics, Inc. (a) | 2,582,628 | ||||
101,585 | Dicerna Pharmaceuticals, Inc. (a) | 3,810,453 | ||||
29,913 | Eagle Pharmaceuticals, Inc. (a) | 1,390,954 | ||||
59,765 | Emergent Biosolutions, Inc. (a) | 3,938,513 | ||||
35,664 | Enanta Pharmaceuticals, Inc. (a) | 1,506,804 | ||||
143,961 | Esperion Therapeutics, Inc. (a)(b) | 2,215,560 | ||||
145,663 | FibroGen, Inc. (a) | 1,893,619 | ||||
254,040 | Flexion Therapeutics, Inc. (a) | 1,506,457 | ||||
138,390 | Forma Therapeutics Holdings, Inc. (a) | 3,167,747 | ||||
175,590 | G1 Therapeutics, Inc. (a)(b) | 3,039,463 | ||||
127,230 | Generation Bio Co. (a) | 2,765,980 | ||||
647,705 | Geron Corp. (a) | 790,200 | ||||
55,182 | Gilead Sciences, Inc. | 3,768,379 | ||||
164,241 | Gossamer Bio, Inc. (a) | 1,290,934 | ||||
88,729 | Halozyme Therapeutics, Inc. (a) | 3,667,170 | ||||
86,654 | Harpoon Therapeutics, Inc. (a) | 848,343 | ||||
246,511 | Heron Therapeutics, Inc. (a) | 3,046,876 | ||||
40,694 | Horizon Therapeutics PLC ADR (Ireland) (a) | 4,070,214 | ||||
179,816 | Humanigen, Inc. (a)(b) | 2,898,634 | ||||
249,907 | ImmunityBio, Inc. (a) | 2,738,981 | ||||
585,783 | Immunogen, Inc. (a) | 3,286,243 | ||||
45,985 | Incyte Corp. (a) | 3,556,940 | ||||
126,292 | Insmed, Inc. (a) | 3,106,783 | ||||
44,504 | Intellia Therapeutics, Inc. (a) | 6,312,892 | ||||
176,055 | Intercept Pharmaceuticals, Inc. (a) | 3,042,230 | ||||
100,086 | Ionis Pharmaceuticals, Inc. (a) | 3,717,194 | ||||
323,613 | Ironwood Pharmaceuticals, Inc. Class A (a) | 4,294,345 | ||||
612,578 | Kadmon Holdings, Inc. (a) | 2,303,293 | ||||
86,911 | KalVista Pharmaceuticals, Inc. (a) | 1,750,388 | ||||
27,916 | Karuna Therapeutics, Inc. (a) | 3,188,566 | ||||
367,805 | Karyopharm Therapeutics, Inc. (a) | 3,063,816 | ||||
149,997 | Kiniksa Pharmaceuticals, Ltd. ADR (a) | 2,299,454 | ||||
32,547 | Krystal Biotech, Inc. (a) | 1,902,047 | ||||
30,698 | Ligand Pharmaceuticals, Inc. (a) | 3,484,530 | ||||
177,933 | MacroGenics, Inc. (a) | 4,441,208 | ||||
35,150 | Madrigal Pharmaceuticals, Inc. (a) | 3,069,298 | ||||
937,285 | MannKind Corp. (a)(b) | 3,842,868 | ||||
170,950 | Mersana Therapeutics Inc. (a) | 1,880,450 | ||||
42,423 | Morphic Holding, Inc. (a) | 2,444,413 | ||||
167,960 | Myovant Sciences, Ltd. ADR (United Kingdom) (a) | 3,446,539 | ||||
127,685 | Myriad Genetics, Inc. (a) | 4,038,677 | ||||
38,506 | Neurocrine Biosciences, Inc. (a) | 3,589,144 | ||||
18,081 | Novavax, Inc. (a) | 3,242,466 | ||||
1,020,404 | OPKO Health, Inc. (a)(b) | 3,510,190 |
69,329 | ORIC Pharmaceuticals Inc. (a) | 1,154,328 | ||||
102,889 | Passage Bio, Inc. (a) | 1,214,090 | ||||
50,548 | PMV Pharmaceuticals, Inc. (a) | 1,719,137 | ||||
49,733 | Prothena Corp. PLC ADR (Ireland) (a) | 2,491,623 | ||||
88,396 | PTC Therapeutics, Inc. (a) | 3,388,219 | ||||
74,402 | Puma Biotechnology, Inc. (a) | 559,503 | ||||
7,233 | Regeneron Pharmaceuticals, Inc. (a) | 4,156,154 | ||||
93,269 | REGENXBIO, Inc. (a) | 3,014,454 | ||||
99,561 | Replimune Group Inc. (a) | 3,258,632 | ||||
120,814 | Rhythm Pharmaceuticals, Inc. (a) | 2,088,874 | ||||
599,657 | Rigel Pharmaceuticals, Inc. (a) | 2,398,628 | ||||
82,207 | Rocket Pharmaceuticals, Inc. (a) | 2,944,655 | ||||
137,519 | Rubius Therapeutics, Inc., (a)(b) | 2,955,283 | ||||
47,995 | Sage Therapeutics, Inc. (a) | 2,098,821 | ||||
304,236 | Sangamo Therapeutics, Inc. (a) | 2,914,581 | ||||
44,140 | Sarepta Therapeutics, Inc. (a) | 2,991,809 | ||||
102,590 | Scholar Rock Holding Corp. (a) | 3,205,937 | ||||
24,218 | Seagen Inc. (a) | 3,714,799 | ||||
184,813 | Seres Therapeutics, Inc. (a) | 1,312,172 | ||||
893,140 | Sesen Bio, Inc. (a)(b) | 3,331,412 | ||||
527,187 | Spectrum Pharmaceuticals, Inc. (a) | 1,697,542 | ||||
34,764 | Spero Therapeutics, Inc. (a) | 463,752 | ||||
46,196 | SpringWorks Therapeutics, Inc. (a) | 3,958,997 | ||||
47,729 | Stoke Therapeutics, Inc. (a) | 1,366,481 | ||||
128,297 | Sutro Biopharma, Inc. (a) | 2,184,898 | ||||
201,057 | Syndax Pharmaceuticals Inc. (a) | 2,931,411 | ||||
100,496 | TG Therapeutics, Inc. (a) | 3,516,355 | ||||
177,475 | Translate Bio, Inc. (a) | 4,905,409 | ||||
195,953 | Travere Therapeutics, Inc. (a) | 2,694,354 | ||||
50,635 | Turning Point Therapeutics, Inc. (a) | 3,231,526 | ||||
33,124 | Twist Bioscience Corp. (a) | 4,075,908 | ||||
37,333 | Ultragenyx Pharmaceutical, Inc. (a) | 2,980,293 | ||||
105,278 | uniQure N.V. ADR (Netherlands) (a) | 3,054,115 | ||||
21,176 | United Therapeutics Corp. (a) | 3,852,550 | ||||
101,774 | Vanda Pharmaceuticals, Inc. (a) | 1,659,934 | ||||
105,023 | Veracyte, Inc. (a) | 4,679,825 | ||||
347,520 | Verastem, Inc.(a) | 1,122,490 | ||||
65,940 | Vericel Corp. (a) | 3,490,864 | ||||
19,672 | Vertex Pharmaceuticals, Inc. (a) | 3,965,482 | ||||
70,009 | Xencor, Inc. (a) | 2,154,877 | ||||
547,573 | Ziopharm Oncology, Inc (a)(b) | 1,242,991 | ||||
|
| |||||
351,272,854 | ||||||
|
| |||||
Health and Personal Care Stores - 0.1% | ||||||
52,754 | Neoleukin Therapeutics, Inc. (a) | 368,750 | ||||
|
| |||||
Hospitals - 0.2% | ||||||
37,039 | BIOATLA, Inc. (a) | 1,518,229 | ||||
|
| |||||
Merchant Wholesalers, Nondurable Goods - 3.6% | ||||||
68,465 | Akero Therapeutics, Inc. (a) | 1,467,890 | ||||
40,415 | Allakos, Inc. (a) | 3,215,417 | ||||
230,058 | Atara Biotherapeutics, Inc. (a) | 2,933,240 | ||||
100,272 | Bioxcel Therapeutics Inc. (a) | 2,565,961 | ||||
71,078 | C4 Therapeutics, Inc. (a) | 3,066,305 | ||||
93,394 | Global Blood Therapeutics, Inc. (a) | 2,552,458 | ||||
57,056 | Protagonist Therapeutics Inc. (a) | 2,820,278 | ||||
110,944 | Relay Therapeutics, Inc. (a) | 3,599,023 | ||||
269,836 | Viking Therapeutics, Inc. (a) | 1,659,491 | ||||
67,609 | Zentalis Pharmaceuticals, Inc. (a) | 3,597,475 | ||||
|
| |||||
27,477,538 | ||||||
|
| |||||
Miscellaneous Manufacturing - 1.8% | ||||||
28,886 | Anika Therapeutics, Inc. (a) | 1,159,195 | ||||
417,140 | Inovio Pharmaceuticals, Inc. (a)(b) | 3,503,976 | ||||
136,132 | MiMedx Group, Inc. (a)(b) | 1,668,978 | ||||
22,051 | Mirati Therapeutics, Inc. (a) | 3,529,483 | ||||
598,715 | Ocugen, Inc. (a)(b) | 4,017,378 | ||||
|
| |||||
13,879,010 | ||||||
|
| |||||
Nursing and Residential Care Facilities - 0.2% | ||||||
116,746 | Radius Health, Inc. (a) | 1,766,367 | ||||
|
| |||||
Professional, Scientific, and Technical Services - 14.0% | ||||||
610,702 | Agenus, Inc. (a) | 3,163,436 | ||||
138,311 | Alector, Inc. (a) | 3,324,305 | ||||
145,455 | Allogene Therapeutics, Inc. (a) | 3,192,737 | ||||
69,808 | AnaptysBio, Inc. (a) | 1,604,188 | ||||
244,896 | Anavex Life Sciences Corp. (a)(b) | 4,395,883 | ||||
40,320 | Annexon, Inc. (a) | 849,139 | ||||
61,121 | Apellis Pharmaceuticals, Inc. (a) | 3,911,133 | ||||
68,984 | Applied Molecular Transport Inc. (a) | 1,933,622 | ||||
406,518 | Ardelyx, Inc. (a) | 707,341 | ||||
42,776 | Arrowhead Pharmaceuticals, Inc. (a) | 2,963,949 | ||||
592,885 | Athenex, Inc. (a) | 2,235,177 | ||||
70,165 | Avidity Biosciences, Inc. (a) | 1,354,886 | ||||
39,636 | Avita Medical, Inc. (a)(b) | 734,455 | ||||
158,539 | AVROBIO, Inc. (a) | 1,166,847 | ||||
36,142 | Biohaven Pharmaceutical Holding Co. Ltd. (a) | 4,554,253 | ||||
170,906 | CEL-SCI Corp. (a)(b) | 1,372,375 | ||||
180,420 | Cytokinetics, Inc. (a) | 5,354,866 | ||||
413,512 | Dynavax Technologies Corp. (a) | 3,862,202 | ||||
101,433 | Editas Medicine, Inc. (a) | 4,245,985 | ||||
320,275 | Epizyme, Inc. (a) | 2,123,423 | ||||
31,123 | Exact Sciences Corp. (a) | 3,356,304 | ||||
165,202 | Exelixis, Inc. (a) | 2,783,654 | ||||
42,306 | Fate Therapeutics, Inc. (a) | 3,502,937 | ||||
37,383 | IGM Biosciences Inc. (a) | 2,542,418 | ||||
138,799 | Iveric Bio, Inc. (a) | 1,197,835 | ||||
45,385 | Kodiak Sciences, Inc. (a) | 3,805,078 | ||||
169,320 | Kura Oncology, Inc. (a) | 3,206,921 | ||||
75,110 | Kymera Therapeutics, Inc. (a) | 4,520,120 | ||||
17,335 | Moderna, Inc. (a) | 6,129,656 | ||||
78,863 | Nkarta, Inc. (a) | 2,504,689 | ||||
114,494 | Nurix Therapeutics, Inc. (a) | 3,519,546 | ||||
337,316 | Precigen, Inc. (a)(b) | 1,851,865 | ||||
148,598 | Precision BioSciences, Inc. (a) | 1,465,176 | ||||
110,779 | Revolution Medicines, Inc. (a) | 3,172,711 |
41,486 | Shattuck Labs, Inc. (a) | 914,351 | ||||
427,936 | Sorrento Therapeutics Inc. (a)(b) | 3,513,355 | ||||
76,994 | Vaxcyte, Inc. (a) | 1,669,230 | ||||
83,372 | Vir Biotechnology, Inc. (a) | 2,972,212 | ||||
|
| |||||
105,678,260 | ||||||
|
| |||||
Real Estate - 0.3% | ||||||
751,277 | VBI Vaccines Inc. ADR (Canada) (a)(b) | 2,238,805 | ||||
|
| |||||
Securities, Commodity Contracts, and Other Financial Investments and Related Activities - 1.0% | ||||||
60,890 | Cerevel Therapeutics Holdings, Inc. (a) | 1,500,330 | ||||
93,615 | DermTech, Inc. (a)(b) | 3,151,081 | ||||
301,511 | Immunovant Inc. (a) | 3,153,805 | ||||
|
| |||||
7,805,216 | ||||||
|
| |||||
Specialty Trade Contractors - 0.4% | ||||||
434,306 | Vaxart, Inc. (a)(b) | 3,122,660 | ||||
|
| |||||
Support Activities for Transportation - 0.5% | ||||||
161,870 | Iovance Biotherapeutics, Inc. (a) | 3,604,845 | ||||
|
| |||||
TOTAL COMMON STOCKS (Cost $620,226,818) | $ | 547,093,534 | ||||
|
| |||||
SHORT TERM INVESTMENTS - 48.1% | ||||||
Money Market Funds - 48.1% | ||||||
264,201,205 | Dreyfus Government Cash Management Institutional Shares, 0.03% (c)(d) | $ | 264,201,205 | |||
102,440,496 | Goldman Sachs Financial Square Treasury Instruments Fund Institutional Shares, 0.01% (c) | 102,440,496 | ||||
|
| |||||
TOTAL SHORT TERM INVESTMENTS (Cost $366,641,701) | $ | 366,641,701 | ||||
|
| |||||
TOTAL INVESTMENTS (Cost $986,868,519) - 119.9% (e) | $ | 913,735,235 | ||||
Liabilities in Excess of Other Assets - (19.9)% | (151,940,844 | ) | ||||
|
| |||||
TOTAL NET ASSETS - 100.0% | $ | 761,794,391 | ||||
|
|
Percentages are stated as a percent of net assets.
The geographic location of all investments is United States unless otherwise indicated.
(a) | Non-income producing security. |
(b) | A portion of this security represents a security on loan. |
(c) | Represents annualized seven-day yield at July 31, 2021. |
(d) | All or a portion of this security represents an investment of securities lending collateral. |
(e) | All or a portion of these securities have been segregated as collateral for swap contracts. Total value of securities segregated amounted to $770,277,083. |
ADR - American Depository Receipt
Long Total Return Swap Contracts (Unaudited)
July 31, 2021
Terms of Payments to be | Terms of Payments to be | Counterparty | Termination Date | Contracts | Notional Amount | Unrealized Depreciation | ||||||||||||||
Total return of S&P Biotechnology Select Industry Index | 0.5393 % representing 1 month LIBOR rate + spread | Bank of America Merrill Lynch | 12/9/2021 | 21,378 | $ | 222,765,858 | $ | (17,824,577 | ) | |||||||||||
Total return of S&P Biotechnology Select Industry Index | 0.7966 % representing 1 month LIBOR rate + spread | UBS Securities LLC | 12/9/2021 | 38,586 | 380,336,207 | (10,408,169 | ) | |||||||||||||
Total return of S&P Biotechnology Select Industry Index | 0.3366 % representing 1 month LIBOR rate + spread | J.P. Morgan | 12/16/2021 | 63,703 | 646,752,196 | (35,805,271 | ) | |||||||||||||
Total return of S&P Biotechnology Select Industry Index | 0.6366 % representing 1 month LIBOR rate + spread | BNP Paribas | 4/20/2022 | 24,550 | 258,876,906 | (23,873,943 | ) | |||||||||||||
Total return of S&P Biotechnology Select Industry Index | 0.6366 % representing 1 month LIBOR rate + spread | BNP Paribas | 6/15/2022 | 9,500 | 93,826,735 | (2,810,918 | ) | |||||||||||||
Total return of S&P Biotechnology Select Industry Index | 0.6366 % representing 1 month LIBOR rate + spread | BNP Paribas | 7/20/2022 | 23,500 | 249,635,616 | (24,408,709 | ) | |||||||||||||
|
|
|
| |||||||||||||||||
$ | 1,852,193,518 | $ | (115,131,587 | ) | ||||||||||||||||
|
|
|
|
Direxion Daily S&P Biotech Bear 3X Shares
Schedule of Investments (Unaudited)
July 31, 2021
Shares | Fair Value | |||||
SHORT TERM INVESTMENTS - 61.6% | ||||||
Money Market Funds - 61.6% | ||||||
4,478,750 | Dreyfus Government Cash Management Institutional Shares, 0.03% (a) | $ | 4,478,750 | |||
27,490,376 | Goldman Sachs Financial Square Treasury Instruments Fund Institutional Shares, 0.01% (a) | 27,490,376 | ||||
|
| |||||
TOTAL SHORT TERM INVESTMENTS (Cost $31,969,126) (b) | $ | 31,969,126 | ||||
|
| |||||
TOTAL INVESTMENTS (Cost $31,969,126) - 61.6% | $ | 31,969,126 | ||||
Other Assets in Excess of Liabilities - 38.4% | 19,936,536 | |||||
|
| |||||
TOTAL NET ASSETS - 100.0% | $ | 51,905,662 | ||||
|
|
Percentages are stated as a percent of net assets.
The geographic location of all investments is United States unless otherwise indicated.
(a) | Represents annualized seven-day yield at July 31, 2021. |
(b) | All or a portion of these securities have been segregated as collateral for swap contracts. Total value of securities segregated amounted to $31,969,126. |
Short Total Return Swap Contracts (Unaudited)
July 31, 2021
Terms of Payments to be | Terms of Payments to be Paid at Termination | Counterparty | Termination Date | Contracts | Notional Amount | Unrealized Appreciation | ||||||||||||||
0.3393 % representing 1 month LIBOR rate + spread | Total return of S&P Biotechnology Select Industry Index | Bank of America Merrill Lynch | 12/9/2021 | 3,637 | $ | 39,994,377 | $ | 5,113,995 | ||||||||||||
0.2666 % representing 1 month LIBOR rate + spread | Total return of S&P Biotechnology Select Industry Index | UBS Securities LLC | 12/13/2021 | 2,989 | 28,913,712 | 245,351 | ||||||||||||||
(0.2634)% representing 1 month LIBOR rate + spread | Total return of S&P Biotechnology Select Industry Index | Citibank N.A. | 12/13/2021 | 5,011 | 50,030,709 | 1,936,316 | ||||||||||||||
(0.0634)% representing 1 month LIBOR rate + spread | Total return of S&P Biotechnology Select Industry Index | J.P. Morgan | 12/16/2021 | 4,597 | 44,695,060 | 598,249 | ||||||||||||||
|
|
|
| |||||||||||||||||
$ | 163,633,858 | $ | 7,893,911 | |||||||||||||||||
|
|
|
|
Direxion Daily Semiconductor Bull 3X Shares
Schedule of Investments (Unaudited)
July 31, 2021
Shares | Fair Value | |||||
COMMON STOCKS - 60.0% | ||||||
Chemical Manufacturing - 0.2% | ||||||
60,341 | CMC Materials, Inc. | $ | 8,727,722 | |||
|
| |||||
Computer and Electronic Product Manufacturing - 47.7% | ||||||
1,147,496 | Advanced Micro Devices, Inc. (a) | 121,852,600 | ||||
558,365 | Analog Devices, Inc. | 93,481,468 | ||||
389,074 | Broadcom, Inc. | 188,856,520 | ||||
238,291 | Cree, Inc. (a) | 22,103,873 | ||||
3,217,467 | Intel Corp. | 172,842,327 | ||||
281,809 | Lattice Semiconductor Corp. (a) | 15,992,661 | ||||
1,690,864 | Marvell Technology, Inc. | 102,314,181 | ||||
564,473 | Microchip Technology, Inc. | 80,787,376 | ||||
1,092,116 | Micron Technology, Inc. (a) | 84,726,359 | ||||
114,297 | MKS Instruments, Inc. | 17,880,623 | ||||
94,422 | Monolithic Power Systems, Inc. | 42,420,028 | ||||
1,131,369 | NVIDIA Corp. | 220,605,641 | ||||
434,656 | NXP Semiconductors NV ADR (Netherlands) | 89,708,652 | ||||
881,257 | ON Semiconductor Corp. (a) | 34,421,899 | ||||
232,404 | Qorvo, Inc. (a) | 44,061,474 | ||||
1,366,018 | Qualcomm, Inc. | 204,629,496 | ||||
340,691 | Skyworks Solutions, Inc. | 62,860,896 | ||||
782,999 | Taiwan Semiconductor Manufacturing Co. Ltd. ADR (Taiwan) | 91,329,003 | ||||
343,088 | Teradyne, Inc. | 43,572,176 | ||||
968,132 | Texas Instruments, Inc. | 184,545,322 | ||||
|
| |||||
1,918,992,575 | ||||||
|
| |||||
Electrical Equipment, Appliance, and Component Manufacturing - 0.6% | ||||||
110,576 | IPG Photonics Corp. (a) | 24,123,260 | ||||
|
| |||||
Machinery Manufacturing - 7.9% | ||||||
665,327 | Applied Materials, Inc. | 93,099,207 | ||||
136,068 | ASML Holding NV ADR (Netherlands) | 104,328,778 | ||||
153,359 | Brooks Automation, Inc. | 13,650,485 | ||||
216,501 | II-VI, Inc. (a)(b) | 15,113,935 | ||||
141,365 | Lam Research Corp. | 90,107,465 | ||||
|
| |||||
316,299,870 | ||||||
|
| |||||
Merchant Wholesalers, Durable Goods - 3.3% | ||||||
279,672 | Entegris, Inc. | 33,739,630 | ||||
289,932 | KLA-Tencor Corp. | 100,942,725 | ||||
|
| |||||
134,682,355 | ||||||
|
| |||||
Primary Metal Manufacturing - 0.3% | ||||||
92,311 | Silicon Laboratories, Inc. (a) | 13,753,416 | ||||
|
| |||||
TOTAL COMMON STOCKS (Cost $2,226,351,555) | $ | 2,416,579,198 | ||||
|
| |||||
SHORT TERM INVESTMENTS - 38.3% | ||||||
Money Market Funds - 38.3% | ||||||
1,346,155,446 | Dreyfus Government Cash Management Institutional Shares, 0.03% (c) | $ | 1,346,155,446 | |||
58,344,307 | Goldman Sachs Financial Square Government Fund Institutional Shares, 0.03% (c) | 58,344,307 | ||||
137,785,415 | Goldman Sachs Financial Square Treasury Instruments Fund Institutional Shares, 0.01% (c) | 137,785,415 | ||||
|
| |||||
TOTAL SHORT TERM INVESTMENTS (Cost $1,542,285,168) | $ | 1,542,285,168 | ||||
|
| |||||
TOTAL INVESTMENTS (Cost $3,768,636,723) - 98.3% (d) | $ | 3,958,864,366 | ||||
Other Assets in Excess of Liabilities - 1.7% | 66,688,672 | |||||
|
| |||||
TOTAL NET ASSETS - 100.0% | $ | 4,025,553,038 | ||||
|
|
Percentages are stated as a percent of net assets.
The geographic location of all investments is United States unless otherwise indicated.
(a) | Non-income producing security. |
(b) | A portion of this security represents a security on loan. |
(c) | Represents annualized seven-day yield at July 31, 2021. |
(d) | All or a portion of these securities have been segregated as collateral for swap contracts. Total value of securities segregated amounted to $3,958,864,366. |
ADR - American Depository Receipt
Long Total Return Swap Contracts (Unaudited)
July 31, 2021
Terms of Payments to be Received at Termination | Terms of Payments to be | Counterparty | Termination Date | Contracts | Notional Amount | Unrealized Appreciation | ||||||||||||||
Total return of PHLX Semiconductor Sector Index | 0.4866% representing 1 month LIBOR rate + spread | Barclays | 12/9/2021 | 391,413 | $ | 1,193,081,641 | $ | 122,255,678 | ||||||||||||
Total return of PHLX Semiconductor Sector Index | 0.5893% representing 1 month LIBOR rate + spread | Bank of America Merrill Lynch | 12/9/2021 | 233,396 | 681,095,806 | 105,058,306 | ||||||||||||||
Total return of PHLX Semiconductor Sector Index | 0.8266% representing 1 month LIBOR rate + spread | UBS Securities LLC | 12/9/2021 | 615,799 | 1,896,470,396 | 174,371,019 | ||||||||||||||
Total return of PHLX Semiconductor Sector Index | 0.3866% representing 1 month LIBOR rate + spread | J.P. Morgan | 12/9/2021 | 280,888 | 852,707,481 | 91,535,673 | ||||||||||||||
Total return of PHLX Semiconductor Sector Index | 0.3766% representing 1 month LIBOR rate + spread | Citibank N.A. | 12/13/2021 | 616,162 | 1,823,566,897 | 247,757,744 | ||||||||||||||
Total return of PHLX Semiconductor Sector Index | 0.9366% representing 1 month LIBOR rate + spread | BNP Paribas | 6/15/2022 | 740,298 | 2,187,639,911 | 298,615,071 | ||||||||||||||
|
|
|
| |||||||||||||||||
$ | 8,634,562,132 | $ | 1,039,593,491 | |||||||||||||||||
|
|
|
|
Direxion Daily Semiconductor Bear 3X Shares
Schedule of Investments (Unaudited)
July 31, 2021
Shares | Fair Value | |||||
SHORT TERM INVESTMENTS - 75.7% | ||||||
Money Market Funds - 75.7% | ||||||
19,333,521 | Dreyfus Government Cash Management Institutional Shares, 0.03% (a) | $ | 19,333,521 | |||
6,210,000 | Goldman Sachs Financial Square Government Fund Institutional Shares, 0.03% (a) | 6,210,000 | ||||
72,595,278 | Goldman Sachs Financial Square Treasury Instruments Fund Institutional Shares, 0.01% (a) | 72,595,278 | ||||
|
| |||||
TOTAL SHORT TERM INVESTMENTS (Cost $98,138,799) (b) | $ | 98,138,799 | ||||
|
| |||||
TOTAL INVESTMENTS (Cost $98,138,799) - 75.7% | $ | 98,138,799 | ||||
Other Assets in Excess of Liabilities - 24.3% | 31,559,943 | |||||
|
| |||||
TOTAL NET ASSETS - 100.0% | $ | 129,698,742 | ||||
|
|
Percentages are stated as a percent of net assets.
The geographic location of all investments is United States unless otherwise indicated.
(a) | Represents annualized seven-day yield at July 31, 2021. |
(b) | All or a portion of these securities have been segregated as collateral for swap contracts. Total value of securities segregated amounted to $98,138,799. |
Short Total Return Swap Contracts (Unaudited)
July 31, 2021
Terms of Payments to be Received/(Paid) at Termination | Terms of Payments to be | Counterparty | Termination Date | Contracts | Notional Amount | Unrealized Depreciation | ||||||||||||||
0.0866% representing 1 month LIBOR rate + spread | Total return of PHLX Semiconductor Sector Index | BNP Paribas | 8/18/2021 | 2,566 | 5,229,766 | (3,503,490 | ) | |||||||||||||
0.0866% representing 1 month LIBOR rate + spread | Total return of PHLX Semiconductor Sector Index | Barclays | 12/9/2021 | 8,378 | 27,166,783 | (964,704 | ) | |||||||||||||
0.3893% representing 1 month LIBOR rate + spread | Total return of PHLX Semiconductor Sector Index | Bank of America Merrill Lynch | 12/9/2021 | 7,138 | 19,520,781 | (4,575,492 | ) | |||||||||||||
0.3666% representing 1 month LIBOR rate + spread | Total return of PHLX Semiconductor Sector Index | UBS Securities LLC | 12/9/2021 | 21,357 | 70,280,299 | (1,403,924 | ) | |||||||||||||
(0.0634)% representing 1 month LIBOR rate + spread | Total return of PHLX Semiconductor Sector Index | J.P. Morgan | 12/9/2021 | 8,087 | 25,602,231 | (1,553,696 | ) | |||||||||||||
0.0866% representing 1 month LIBOR rate + spread | Total return of PHLX Semiconductor Sector Index | Citibank N.A. | 12/13/2021 | 65,624 | 203,013,136 | (17,581,281 | ) | |||||||||||||
0.0866% representing 1 month LIBOR rate + spread | Total return of PHLX Semiconductor Sector Index | BNP Paribas | 2/16/2022 | 2,773 | 8,554,802 | (773,747 | ) | |||||||||||||
|
|
|
| |||||||||||||||||
$ | 359,367,798 | $ | (30,356,334 | ) | ||||||||||||||||
|
|
|
|
Direxion Daily Technology Bull 3X Shares
Schedule of Investments (Unaudited)
July 31, 2021
Shares | Fair Value | |||||
COMMON STOCKS - 61.2% | ||||||
Administrative and Support Services - 4.6% | ||||||
100,431 | Accenture PLC Class A ADR (Ireland) | $ | 31,904,920 | |||
67,232 | Automatic Data Processing, Inc. | 14,093,844 | ||||
18,348 | Broadridge Financial Solutions, Inc. | 3,183,195 | ||||
13,173 | FleetCor Technologies, Inc. (a) | 3,401,532 | ||||
13,598 | Gartner, Inc. (a) | 3,599,799 | ||||
267,301 | Visa, Inc. Class A (b) | 65,860,293 | ||||
|
| |||||
122,043,583 | ||||||
|
| |||||
Amusement, Gambling, and Recreation Industries - 0.4% | ||||||
46,636 | Global Payments, Inc. | 9,019,869 | ||||
|
| |||||
Computer and Electronic Product Manufacturing - 28.1% | ||||||
191,963 | Advanced Micro Devices, Inc. (a) | 20,384,551 | ||||
94,425 | Amphenol Corp. Class A | 6,844,868 | ||||
58,273 | Analog Devices, Inc. | 9,756,066 | ||||
2,478,438 | Apple, Inc. | 361,504,967 | ||||
8,688 | Arista Networks, Inc. (a) | 3,304,828 | ||||
64,506 | Broadcom, Inc. | 31,311,212 | ||||
665,829 | Cisco Systems, Inc. | 36,866,952 | ||||
21,437 | Enphase Energy, Inc. (a) | 4,064,455 | ||||
21,417 | Fortinet, Inc. (a) | 5,830,564 | ||||
189,819 | HP, Inc. | 5,480,074 | ||||
638,001 | Intel Corp. | 34,273,414 | ||||
141,183 | International Business Machines Corp. | 19,901,156 | ||||
29,096 | Keysight Technologies, Inc. (a) | 4,787,747 | ||||
42,395 | Maxim Integrated Products, Inc. | 4,235,684 | ||||
43,222 | Microchip Technology, Inc. | 6,185,933 | ||||
177,177 | Micron Technology, Inc. (a) | 13,745,392 | ||||
6,796 | Monolithic Power Systems, Inc. | 3,053,171 | ||||
26,807 | Motorola Solutions, Inc. | 6,002,623 | ||||
35,168 | NetApp, Inc. | 2,799,021 | ||||
393,717 | NVIDIA Corp. | 76,770,878 | ||||
43,571 | NXP Semiconductors NV ADR (Netherlands) | 8,992,619 | ||||
17,791 | Qorvo, Inc. (a) | 3,372,996 | ||||
178,227 | Qualcomm, Inc. | 26,698,405 | ||||
31,463 | Seagate Technology Holdings PLC ADR (Ireland) | 2,765,598 | ||||
26,091 | Skyworks Solutions, Inc. | 4,814,050 | ||||
26,274 | Teradyne, Inc. | 3,336,798 | ||||
145,915 | Texas Instruments, Inc. | 27,814,317 | ||||
39,654 | Trimble, Inc. (a) | 3,390,417 | ||||
48,410 | Western Digital Corp. (a) | 3,143,261 | ||||
38,836 | Xilinx, Inc. | 5,819,186 | ||||
8,453 | Zebra Technologies Corp. Class A (a) | 4,670,113 | ||||
|
| |||||
751,921,316 | ||||||
|
| |||||
Credit Intermediation and Related Activities - 2.6% | ||||||
97,986 | Fidelity National Information Services, Inc. | 14,604,813 | ||||
138,213 | MasterCard, Inc. Class A | 53,341,925 | ||||
64,664 | Western Union Co. | 1,500,852 | ||||
|
| |||||
69,447,590 | ||||||
|
| |||||
Data Processing, Hosting and Related Services - 0.4% | ||||||
94,096 | Fiserv, Inc. (a) | 10,831,390 | ||||
|
| |||||
Electrical Equipment, Appliance, and Component Manufacturing - 0.3% | ||||||
5,675 | IPG Photonics Corp. (a) | 1,238,058 | ||||
52,178 | TE Connectivity Ltd. ADR (Switzerland) | 7,694,690 | ||||
|
| |||||
8,932,748 | ||||||
|
| |||||
Machinery Manufacturing - 1.3% | ||||||
144,988 | Applied Materials, Inc. | 20,288,171 | ||||
22,530 | Lam Research Corp. | 14,360,847 | ||||
|
| |||||
34,649,018 | ||||||
|
| |||||
Merchant Wholesalers, Durable Goods - 0.3% | ||||||
24,219 | KLA-Tencor Corp. | 8,432,087 | ||||
|
| |||||
Nonmetallic Mineral Product Manufacturing - 0.2% | ||||||
122,397 | Corning, Inc. | 5,123,538 | ||||
|
| |||||
Professional, Scientific, and Technical Services - 1.7% | ||||||
22,152 | CDW Corp. | 4,061,569 | ||||
83,338 | Cognizant Technology Solutions Corp. Class A | 6,127,843 | ||||
40,260 | DXC Technology Co. (a) | 1,609,595 | ||||
9,417 | F5 Networks, Inc. (a) | 1,944,705 | ||||
11,731 | Jack Henry & Associates, Inc. | 2,042,250 | ||||
51,782 | Juniper Networks, Inc. | 1,457,146 | ||||
50,672 | Paychex, Inc. | 5,767,487 | ||||
31,198 | ServiceNow, Inc. (a) | 18,340,992 | ||||
15,663 | VeriSign, Inc. (a) | 3,389,003 | ||||
|
| |||||
44,740,590 | ||||||
|
| |||||
Publishing Industries (except Internet) - 19.4% | ||||||
75,520 | Adobe Systems, Inc. (a) | 46,945,498 | ||||
25,747 | Akamai Technologies, Inc. (a) | 3,087,580 | ||||
13,773 | ANSYS, Inc. (a) | 5,074,800 | ||||
34,756 | Autodesk, Inc. (a) | 11,161,194 | ||||
43,962 | Cadence Design Systems, Inc. (a) | 6,490,989 | ||||
19,616 | Citrix Systems, Inc. | 1,976,312 | ||||
206,331 | Hewlett Packard Enterprise Co. | 2,991,799 | ||||
43,181 | Intuit, Inc. | 22,884,634 | ||||
1,189,971 | Microsoft Corp. | 339,034,638 | ||||
91,633 | NortonLifeLock, Inc. | 2,274,331 | ||||
287,043 | Oracle Corp. | 25,012,927 | ||||
7,754 | Paycom Software, Inc. (a) | 3,101,600 | ||||
16,618 | PTC, Inc. (a) | 2,250,908 | ||||
152,518 | Salesforce.com, Inc. (a) | 36,898,680 | ||||
24,102 | Synopsys, Inc. (a) | 6,941,135 | ||||
6,439 | Tyler Technologies, Inc. (a) | 3,172,109 | ||||
|
| |||||
519,299,134 | ||||||
|
| |||||
Telecommunications - 1.9% | ||||||
185,605 | PayPal Holdings, Inc. (a) | 51,139,747 | ||||
|
| |||||
TOTAL COMMON STOCKS (Cost $1,360,629,939) | $ | 1,635,580,610 | ||||
|
|
SHORT TERM INVESTMENTS - 23.4% | ||||||
Money Market Funds - 23.4% | ||||||
324,149,279 | Dreyfus Government Cash Management Institutional Shares, 0.03% (c) | $ | 324,149,279 | |||
186,485,959 | Goldman Sachs Financial Square Government Fund Institutional Shares, 0.03% (c) | 186,485,959 | ||||
115,514,936 | Goldman Sachs Financial Square Treasury Instruments Fund Institutional Shares, 0.01% (c) | 115,514,936 | ||||
|
| |||||
TOTAL SHORT TERM INVESTMENTS (Cost $626,150,174) | $ | 626,150,174 | ||||
|
| |||||
TOTAL INVESTMENTS (Cost $1,986,780,113) - 84.6% (d) | $ | 2,261,730,784 | ||||
Other Assets in Excess of Liabilities - 15.4% | 412,757,868 | |||||
|
| |||||
TOTAL NET ASSETS - 100.0% | $ | 2,674,488,652 | ||||
|
|
Percentages are stated as a percent of net assets.
The geographic location of all investments is United States unless otherwise indicated.
(a) | Non-income producing security. |
(b) | A portion of this security represents a security on loan. |
(c) | Represents annualized seven-day yield at July 31, 2021. |
(d) | All or a portion of these securities have been segregated as collateral for swap contracts. Total value of securities segregated amounted to $1,628,875,528. |
ADR - American Depository Receipt
Long Total Return Swap Contracts (Unaudited)
July 31, 2021
Terms of Payments to be Received at Termination | Terms of Payments to be | Counterparty | Termination Date | Contracts | Notional Amount | Unrealized Appreciation | ||||||||||||||
Total return of Technology Select Sector Index | 0.5366 % representing 1 month LIBOR rate + spread | Barclays | 12/9/2021 | 1,024,618 | $ | 1,495,445,081 | $ | 87,519,725 | ||||||||||||
Total return of Technology Select Sector Index | 0.6893 % representing 1 month LIBOR rate + spread | Bank of America Merrill Lynch | 12/9/2021 | 670,332 | 859,338,998 | 178,067,704 | ||||||||||||||
Total return of Technology Select Sector Index | 0.7266 % representing 1 month LIBOR rate + spread | UBS Securities LLC | 12/9/2021 | 483,810 | 605,444,672 | 143,176,783 | ||||||||||||||
Total return of Technology Select Sector Index | 0.5366 % representing 1 month LIBOR rate + spread | J.P. Morgan | 12/9/2021 | 473,206 | 664,822,364 | 66,632,409 | ||||||||||||||
Total return of Technology Select Sector Index | 0.7866 % representing 1 month LIBOR rate + spread | Citibank N.A. | 12/13/2021 | 569,763 | 760,284,212 | 120,322,362 | ||||||||||||||
Total return of Technology Select Sector Index | 0.8366 % representing 1 month LIBOR rate + spread | BNP Paribas | 4/20/2022 | 627,886 | 847,957,421 | 122,073,088 | ||||||||||||||
Total return of Technology Select Sector Index | 0.8366 % representing 1 month LIBOR rate + spread | BNP Paribas | 5/18/2022 | 135,000 | 186,800,923 | 21,749,087 | ||||||||||||||
Total return of Technology Select Sector Index | 0.8366 % representing 1 month LIBOR rate + spread | BNP Paribas | 6/15/2022 | 150,000 | 209,176,334 | 22,455,275 | ||||||||||||||
|
|
|
| |||||||||||||||||
$ | 5,629,270,005 | $ | 761,996,433 | |||||||||||||||||
|
|
|
|
Direxion Daily Technology Bear 3X Shares
Schedule of Investments (Unaudited)
July 31, 2021
Shares | Fair Value | |||||
SHORT TERM INVESTMENTS - 82.3% | ||||||
Money Market Funds - 82.3% | ||||||
17,834,275 | Dreyfus Government Cash Management Institutional Shares, 0.03% (a) | $ | 17,834,275 | |||
18,480,000 | Goldman Sachs Financial Square Government Fund Institutional Shares, 0.03% (a) | 18,480,000 | ||||
11,192,638 | Goldman Sachs Financial Square Treasury Instruments Fund Institutional Shares, 0.01% (a) | 11,192,638 | ||||
|
| |||||
TOTAL SHORT TERM INVESTMENTS (Cost $47,506,913) (b) | $ | 47,506,913 | ||||
|
| |||||
TOTAL INVESTMENTS (Cost $47,506,913) - 82.3% | $ | 47,506,913 | ||||
Other Assets in Excess of Liabilities - 17.7% | 10,251,241 | |||||
|
| |||||
TOTAL NET ASSETS - 100.0% | $ | 57,758,154 | ||||
|
|
Percentages are stated as a percent of net assets.
The geographic location of all investments is United States unless otherwise indicated.
(a) | Represents annualized seven-day yield at July 31, 2021. |
(b) | All or a portion of these securities have been segregated as collateral for swap contracts. Total value of securities segregated amounted to $47,506,913. |
Short Total Return Swap Contracts (Unaudited)
July 31, 2021
Terms of Payments to be | Terms of Payments to be | Counterparty | Termination Date | Contracts | Notional Amount | Unrealized Depreciation | ||||||||||||||
0.4893% representing 1 month LIBOR rate + spread | Total return of Technology Select Sector Index | Bank of America Merrill Lynch | 12/9/2021 | 11,938 | $ | 14,980,161 | $ | (3,519,040 | ) | |||||||||||
0.0866% representing 1 month LIBOR rate + spread | Total return of Technology Select Sector Index | Barclays | 12/9/2021 | 52,448 | 78,549,793 | (2,496,933 | ) | |||||||||||||
0.4366% representing 1 month LIBOR rate + spread | Total return of Technology Select Sector Index | UBS Securities LLC | 12/9/2021 | 31,640 | 40,880,243 | (8,129,983 | ) | |||||||||||||
0.0866% representing 1 month LIBOR rate + spread | Total return of Technology Select Sector Index | J.P. Morgan | 12/9/2021 | 3,958 | 5,752,418 | (366,021 | ) | |||||||||||||
0.3366% representing 1 month LIBOR rate + spread | Total return of Technology Select Sector Index | Citibank N.A. | 12/13/2021 | 5,473 | 7,241,890 | (1,236,376 | ) | |||||||||||||
0.0866% representing 1 month LIBOR rate + spread | Total return of Technology Select Sector Index | BNP Paribas | 3/16/2022 | 697 | 911,054 | (168,569 | ) | |||||||||||||
0.0866% representing 1 month LIBOR rate + spread | Total return of Technology Select Sector Index | BNP Paribas | 4/20/2022 | 6,000 | 7,977,186 | (1,313,254 | ) | |||||||||||||
|
|
|
| |||||||||||||||||
$ | 156,292,745 | $ | (17,230,176 | ) | ||||||||||||||||
|
|
|
|
Direxion Daily Transportation Bull 3X Shares
Schedule of Investments (Unaudited)
July 31, 2021
Shares | Fair Value | |||||
COMMON STOCKS - 59.7% | ||||||
Air Transportation - 6.0% | ||||||
25,017 | Alaska Air Group, Inc. (a) | $ | 1,451,737 | |||
25,017 | American Airlines Group, Inc. (a) | 509,847 | ||||
25,017 | Delta Air Lines, Inc. (a) | 998,178 | ||||
25,017 | JetBlue Airways Corp. (a) | 370,001 | ||||
25,017 | Southwest Airlines Co. (a) | 1,263,859 | ||||
25,017 | United Continental Holdings, Inc. (a) | 1,168,794 | ||||
|
| |||||
5,762,416 | ||||||
|
| |||||
Couriers and Messengers - 12.2% | ||||||
25,017 | FedEx Corp. | 7,003,509 | ||||
25,017 | United Parcel Service, Inc. Class B | 4,787,253 | ||||
|
| |||||
11,790,762 | ||||||
|
| |||||
Rail Transportation - 20.1% | ||||||
25,017 | CSX Corp. | 808,549 | ||||
25,017 | Kansas City Southern Railway Co. | 6,699,553 | ||||
25,017 | Norfolk Southern Corp. | 6,450,133 | ||||
25,017 | Union Pacific Corp. | 5,472,719 | ||||
|
| |||||
19,430,954 | ||||||
|
| |||||
Rental and Leasing Services - 4.1% | ||||||
25,017 | Avis Budget Group, Inc. (a) | 2,070,657 | ||||
25,017 | Ryder System, Inc. | 1,905,045 | ||||
|
| |||||
3,975,702 | ||||||
|
| |||||
Support Activities for Transportation - 11.7% | ||||||
25,017 | C.H. Robinson Worldwide, Inc. | 2,230,766 | ||||
25,017 | Expeditors International of Washington, Inc. | 3,208,430 | ||||
25,017 | J.B. Hunt Transport Services, Inc. | 4,214,114 | ||||
25,017 | Matson, Inc. | 1,679,141 | ||||
|
| |||||
11,332,451 | ||||||
|
| |||||
Truck Transportation - 4.1% | ||||||
25,017 | Landstar System, Inc. | 3,927,669 | ||||
|
| |||||
Water Transportation - 1.5% | ||||||
25,017 | Kirby Corp. (a) | 1,448,734 | ||||
|
| |||||
TOTAL COMMON STOCKS (Cost $57,916,363) | $ | 57,668,688 | ||||
|
| |||||
SHORT TERM INVESTMENTS - 29.4% | ||||||
Money Market Funds - 29.4% | ||||||
346,281 | Dreyfus Government Cash Management Institutional Shares, 0.03% (b) | $ | 346,281 | |||
28,011,488 | Goldman Sachs Financial Square Treasury Instruments Fund Institutional Shares, 0.01% (b) | 28,011,488 | ||||
|
| |||||
TOTAL SHORT TERM INVESTMENTS (Cost $28,357,769) | $ | 28,357,769 | ||||
|
| |||||
TOTAL INVESTMENTS (Cost $86,274,132) - 89.1% (c) | $ | 86,026,457 | ||||
Other Assets in Excess of Liabilities - 10.9% | 10,585,038 | |||||
|
| |||||
TOTAL NET ASSETS - 100.0% | $ | 96,611,495 | ||||
|
|
Percentages are stated as a percent of net assets.
The geographic location of all investments is United States unless otherwise indicated.
(a) | Non-income producing security. |
(b) | Represents annualized seven-day yield at July 31, 2021. |
(c) | All or a portion of these securities have been segregated as collateral for swap contracts. Total value of securities segregated amounted to $74,133,586. |
Long Total Return Swap Contracts (Unaudited)
July 31, 2021
Terms of Payments to be Received at Termination | Terms of Payments to be | Counterparty | Termination Date | Contracts | Notional Amount | Unrealized Appreciation (Depreciation) | ||||||||||||||
Total return of Dow Jones Transportation Average Index | 0.7866 % representing 1 month LIBOR rate + spread | Credit Suisse Capital LLC | 12/7/2021 | 2,838 | $ | 39,109,461 | $ | 1,955,930 | ||||||||||||
Total return of Dow Jones Transportation Average Index | 0.6866 % representing 1 month LIBOR rate + spread | UBS Securities LLC | 12/9/2021 | 3,401 | 43,282,563 | 6,044,934 | ||||||||||||||
Total return of Dow Jones Transportation Average Index | 0.5866 % representing 1 month LIBOR rate + spread | J.P. Morgan | 12/10/2021 | 1,367 | 21,291,955 | (1,526,981 | ) | |||||||||||||
Total return of Dow Jones Transportation Average Index | 0.5866 % representing 1 month LIBOR rate + spread | Citibank N.A. | 12/13/2021 | 8,449 | 124,410,439 | (2,198,440 | ) | |||||||||||||
|
|
|
| |||||||||||||||||
$ | 228,094,418 | $ | 4,275,443 | |||||||||||||||||
|
|
|
|
Direxion Daily Utilities Bull 3X Shares
Schedule of Investments (Unaudited)
July 31, 2021
Shares | Fair Value | |||||
COMMON STOCKS - 65.3% | ||||||
Utilities - 65.3% | ||||||
10,975 | AES Corp. | $ | 260,107 | |||
4,119 | Alliant Energy Corp. | 241,085 | ||||
4,210 | Ameren Corp. | 353,303 | ||||
8,233 | American Electric Power Co., Inc. | 725,492 | ||||
2,989 | American Water Works Co., Inc. | 508,459 | ||||
2,152 | Atmos Energy Corp. | 212,166 | ||||
9,563 | CenterPoint Energy, Inc. | 243,474 | ||||
4,768 | CMS Energy Corp. | 294,615 | ||||
5,646 | Consolidated Edison, Inc. | 416,505 | ||||
13,287 | Dominion Energy, Inc. | 994,798 | ||||
3,192 | DTE Energy Co. | 374,485 | ||||
12,672 | Duke Energy Corp. | 1,331,954 | ||||
6,251 | Edison International | 340,679 | ||||
3,307 | Entergy Corp. | 340,356 | ||||
3,776 | Evergy, Inc. | 246,271 | ||||
5,657 | Eversource Energy | 488,029 | ||||
16,097 | Exelon Corp. | 753,340 | ||||
8,962 | FirstEnergy Corp. | 343,424 | ||||
32,313 | NextEra Energy, Inc. | 2,517,183 | ||||
6,462 | NiSource, Inc. | 160,064 | ||||
4,032 | NRG Energy, Inc. | 166,280 | ||||
1,857 | Pinnacle West Capital Corp. | 155,152 | ||||
12,676 | PPL Corp. | 359,618 | ||||
8,320 | Public Service Enterprise Group, Inc. | 517,754 | ||||
5,191 | Sempra Energy | 678,204 | ||||
17,441 | Southern Co. | 1,113,957 | ||||
5,197 | WEC Energy Group, Inc. | 489,246 | ||||
8,866 | Xcel Energy, Inc. | 605,104 | ||||
|
| |||||
15,231,104 | ||||||
|
| |||||
TOTAL COMMON STOCKS (Cost $15,044,933) | $ | 15,231,104 | ||||
|
| |||||
SHORT TERM INVESTMENTS - 23.4% | ||||||
Money Market Funds - 23.4% | ||||||
4,790,000 | Goldman Sachs Financial Square Government Fund Institutional Shares, 0.03%(b) | $ | 4,790,000 | |||
671,795 | Goldman Sachs Financial Square Treasury Instruments Fund Institutional Shares, 0.01%(b) | 671,795 | ||||
|
| |||||
TOTAL SHORT TERM INVESTMENTS (Cost $5,461,795) | $ | 5,461,795 | ||||
|
| |||||
TOTAL INVESTMENTS (Cost $20,506,728) - 88.7%(c) | $ | 20,692,899 | ||||
Other Assets in Excess of Liabilities - 11.3% | 2,623,502 | |||||
|
| |||||
TOTAL NET ASSETS - 100.0% | $ | 23,316,401 | ||||
|
|
Percentages are stated as a percent of net assets.
The geographic location of all investments is United States unless otherwise indicated.
(a) | Non-income producing security. |
(b) | Represents annualized seven-day yield at July 31, 2021. |
(c) | All or a portion of these securities have been segregated as collateral for swap contracts. Total value of securities segregated amounted to $19,731,405. |
Long Total Return Swap Contracts (Unaudited)
July 31, 2021
Terms of Payments to be Received at Termination | Terms of Payments to be Paid at Termination | Counterparty | Termination Date | Contracts | Notional Amount | Unrealized Depreciation | ||||||||||||||||
Total return of Utilities Select Sector Index | 0.5366 % representing 1 month LIBOR rate + spread | Citibank N.A. | 12/13/2021 | 11,894 | $ | 7,729,045 | $ | 228,367 | ||||||||||||||
Total return of Utilities Select Sector Index | 0.5866 % representing 1 month LIBOR rate + spread | Barclays | 6/29/2022 | 70,000 | 44,951,642 | 1,850,089 | ||||||||||||||||
|
|
|
| |||||||||||||||||||
$ | 52,680,687 | $ | 2,078,456 | |||||||||||||||||||
|
|
|
|
Direxion Daily 7-10 Year Treasury Bull 3X Shares
Schedule of Investments (Unaudited)
July 31, 2021
Shares | Fair Value | |||||
INVESTMENT COMPANIES - 65.6% | ||||||
109,463 | iShares 7-10 Year Treasury Bond ETF(a) | $ | 12,884,890 | |||
|
| |||||
TOTAL INVESTMENT COMPANIES (Cost $12,199,119) | $ | 12,884,890 | ||||
|
| |||||
SHORT TERM INVESTMENTS - 33.1% | ||||||
Money Market Funds - 33.1% | ||||||
4,701,951 | Dreyfus Government Cash Management Institutional Shares, 0.03%(b) | $ | 4,701,951 | |||
440,000 | Goldman Sachs Financial Square Government Fund Institutional Shares, 0.03%(b) | 440,000 | ||||
1,353,669 | Goldman Sachs Financial Square Treasury Instruments Fund Institutional Shares, 0.01%(b) | 1,353,669 | ||||
|
| |||||
TOTAL SHORT TERM INVESTMENTS (Cost $6,495,620) | $ | 6,495,620 | ||||
|
| |||||
TOTAL INVESTMENTS (Cost $18,694,739) - 98.7%(c) | $ | 19,380,510 | ||||
Other Assets in Excess of Liabilities - 1.3% | 253,788 | |||||
|
| |||||
TOTAL NET ASSETS - 100.0% | $ | 19,634,298 | ||||
|
|
Percentages are stated as a percent of net assets.
The geographic location of all investments is United States unless otherwise indicated.
(a) | Shareholders may obtain the financial statements of these investment companies at www.sec.gov. |
(b) | Represents annualized seven-day yield at July 31, 2021. |
(c) | All or a portion of these securities have been segregated as collateral for swap contracts. Total value of securities segregated amounted to $15,319,087. |
Long Total Return Swap Contracts (Unaudited)
July 31, 2021
Terms of Payments to be Received at Termination | Terms of Payments to be Paid/(Received) at Termination | Counterparty | Termination Date | Contracts | Notional Amount | Unrealized Appreciation | ||||||||||||||
Total return of iShares 7-10 Year Treasury Bond ETF | 0.2393% representing 1 month LIBOR rate + spread | Bank of America Merrill Lynch | 12/9/2021 | 124,361 | $ | 14,218,421 | $ | 433,455 | ||||||||||||
Total return of iShares 7-10 Year Treasury Bond ETF | 0.2866% representing 1 month LIBOR rate + spread | J.P. Morgan | 12/9/2021 | 126,777 | 14,778,677 | 155,282 | ||||||||||||||
Total return of iShares 7-10 Year Treasury Bond ETF | (0.5434)% representing 1 month LIBOR rate + spread | BNP Paribas | 3/16/2022 | 113,013 | 13,224,781 | 153,280 | ||||||||||||||
Total return of iShares 7-10 Year Treasury Bond ETF | (0.5434)% representing 1 month LIBOR rate + spread | BNP Paribas | 4/20/2022 | 4,230 | 482,070 | 17,603 | ||||||||||||||
Total return of iShares 7-10 Year Treasury Bond ETF | 0.7366% representing 1 month LIBOR rate + spread | Barclays | 5/6/2022 | 22,565 | 2,568,203 | 87,099 | ||||||||||||||
|
|
|
| |||||||||||||||||
$ | 45,272,152 | $ | 846,719 | |||||||||||||||||
|
|
|
|
Direxion Daily 7-10 Year Treasury Bear 3X Shares
Schedule of Investments (Unaudited)
July 31, 2021
Shares | Fair Value | |||||
SHORT TERM INVESTMENTS - 71.0% | ||||||
Money Market Funds - 71.0% | ||||||
2,993,399 | Dreyfus Government Cash Management Institutional Shares, 0.03%(a) | $ | 2,993,399 | |||
250,000 | Goldman Sachs Financial Square Government Fund Institutional Shares, 0.03%(a) | 250,000 | ||||
12,157,338 | Goldman Sachs Financial Square Treasury Instruments Fund Institutional Shares, 0.01%(a) | 12,157,338 | ||||
|
| |||||
TOTAL SHORT TERM INVESTMENTS (Cost $15,400,737)(b) | $ | 15,400,737 | ||||
|
| |||||
TOTAL INVESTMENTS (Cost $15,400,737) - 71.0% | $ | 15,400,737 | ||||
Other Assets in Excess of Liabilities - 29.0% | 6,276,525 | |||||
|
| |||||
TOTAL NET ASSETS - 100.0% | $ | 21,677,262 | ||||
|
|
Percentages are stated as a percent of net assets.
The geographic location of all investments is United States unless otherwise indicated.
(a) | Represents annualized seven-day yield at July 31, 2021. |
(b) | All or a portion of these securities have been segregated as collateral for swap contracts. Total value of securities segregated amounted to $15,400,737. |
Short Total Return Swap Contracts (Unaudited)
July 31, 2021
Terms of Payments to be Received/(Paid) at Termination | Terms of Payments to be Paid at Termination | Counterparty | Termination Date | Contracts | Notional Amount | Unrealized Depreciation | ||||||||||||||
0.1893 % representing 1 month LIBOR rate + spread | Total return of iShares 7-10 Year Treasury Bond ETF | Bank of America Merrill Lynch | 12/9/2021 | 179,273 | $ | 20,574,481 | $ | (541,745 | ) | |||||||||||
(0.8634)% representing 1 month LIBOR rate + spread | Total return of iShares 7-10 Year Treasury Bond ETF | J.P. Morgan | 12/15/2021 | 247,316 | 28,505,889 | (676,855 | ) | |||||||||||||
(0.8434)% representing 1 month LIBOR rate + spread | Total return of iShares 7-10 Year Treasury Bond ETF | BNP Paribas | 3/16/2022 | 96,503 | 11,292,781 | (145,547 | ) | |||||||||||||
(0.8434)% representing 1 month LIBOR rate + spread | Total return of iShares 7-10 Year Treasury Bond ETF | BNP Paribas | 4/20/2022 | 19,848 | 2,259,223 | (88,793 | ) | |||||||||||||
(0.2634)% representing 1 month LIBOR rate + spread | Total return of iShares 7-10 Year Treasury Bond ETF | Barclays | 5/6/2022 | 5,659 | 644,391 | (23,282 | ) | |||||||||||||
(0.8434)% representing 1 month LIBOR rate + spread | Total return of iShares 7-10 Year Treasury Bond ETF | BNP Paribas | 5/18/2022 | 3,880 | 443,312 | (15,374 | ) | |||||||||||||
|
|
|
| |||||||||||||||||
$ | 63,720,077 | $ | (1,491,596 | ) | ||||||||||||||||
|
|
|
|
Direxion Daily 20+ Year Treasury Bull 3X Shares
Schedule of Investments (Unaudited)
July 31, 2021
Shares | Fair Value | |||||
INVESTMENT COMPANIES - 64.3% | ||||||
1,690,298 | iShares 20+ Year Treasury Bond ETF(a)(b) | $ | 252,733,357 | |||
|
| |||||
TOTAL INVESTMENT COMPANIES (Cost $246,620,948) | $ | 252,733,357 | ||||
|
| |||||
SHORT TERM INVESTMENTS - 37.2% | ||||||
Money Market Funds - 37.2% | ||||||
50,484,446 | Dreyfus Government Cash Management Institutional Shares, 0.03%(c)(d) | $ | 50,484,446 | |||
95,882,715 | Goldman Sachs Financial Square Treasury Instruments Fund Institutional Shares, 0.01%(c) | 95,882,715 | ||||
|
| |||||
TOTAL SHORT TERM INVESTMENTS (Cost $146,367,161) | $ | 146,367,161 | ||||
|
| |||||
TOTAL INVESTMENTS (Cost $392,988,109) - 101.5%(e) | $ | 399,100,518 | ||||
Liabilities in Excess of Other Assets - (1.5)% | (5,745,944 | ) | ||||
|
| |||||
TOTAL NET ASSETS - 100.0% | $ | 393,354,574 | ||||
|
|
Percentages are stated as a percent of net assets.
The geographic location of all investments is United States unless otherwise indicated.
(a) | Shareholders may obtain the financial statements of these investment companies at www.sec.gov. |
(b) | A portion of this security represents a security on loan. |
(c) | Represents annualized seven-day yield at July 31, 2021. |
(d) | All or a portion of this security represents an investment of securities lending collateral. |
(e) | All or a portion of these securities have been segregated as collateral for swap contracts. Total value of securities segregated amounted to $261,029,866. |
Long Total Return Swap Contracts (Unaudited)
July 31, 2021
Terms of Payments to be Received at Termination | Terms of Payments to be Paid/(Received) at Termination | Counterparty | Termination Date | Contracts | Notional Amount | Unrealized Appreciation (Depreciation) | ||||||||||||||
Total return of iShares 20+ Year Treasury Bond ETF | 0.3893 % representing 1 month LIBOR rate + spread | Bank of America Merrill Lynch | 12/9/2021 | 1,019,993 | $ | 153,013,433 | $ | (112,174 | ) | |||||||||||
Total return of iShares 20+ Year Treasury Bond ETF | 0.5266 % representing 1 month LIBOR rate + spread | UBS Securities LLC | 12/9/2021 | 860,291 | 133,647,450 | (4,361,174 | ) | |||||||||||||
Total return of iShares 20+ Year Treasury Bond ETF | 0.3866 % representing 1 month LIBOR rate + spread | J.P. Morgan | 12/9/2021 | 681,833 | 105,225,603 | (2,875,972 | ) | |||||||||||||
Total return of iShares 20+ Year Treasury Bond ETF | (0.3134)% representing 1 month LIBOR rate + spread | Credit Suisse Capital LLC | 12/10/2021 | 131,519 | 19,185,838 | 605,435 | ||||||||||||||
Total return of iShares 20+ Year Treasury Bond ETF | 0.2866 % representing 1 month LIBOR rate + spread | Citibank N.A. | 12/13/2021 | 2,274,833 | 331,890,553 | 8,500,633 | ||||||||||||||
Total return of iShares 20+ Year Treasury Bond ETF | 0.3566 % representing 1 month LIBOR rate + spread | BNP Paribas | 4/20/2022 | 244,292 | 34,069,670 | 3,141,483 | ||||||||||||||
Total return of iShares 20+ Year Treasury Bond ETF | 0.3566 % representing 1 month LIBOR rate + spread | BNP Paribas | 5/18/2022 | 285,725 | 39,940,113 | 2,954,206 | ||||||||||||||
Total return of iShares 20+ Year Treasury Bond ETF | 0.3566 % representing 1 month LIBOR rate + spread | BNP Paribas | 6/15/2022 | 191,686 | 26,384,235 | 2,371,576 | ||||||||||||||
Total return of iShares 20+ Year Treasury Bond ETF | 0.3566 % representing 1 month LIBOR rate + spread | BNP Paribas | 7/20/2022 | 422,432 | 61,350,734 | 1,934,929 | ||||||||||||||
Total return of iShares 20+ Year Treasury Bond ETF | 0.3566 % representing 1 month LIBOR rate + spread | BNP Paribas | 8/17/2022 | 89,528 | 13,271,184 | 114,997 | ||||||||||||||
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|
| |||||||||||||||||
$ | 917,978,813 | $ | 12,273,939 | |||||||||||||||||
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|
|
Direxion Daily 20+ Year Treasury Bear 3X Shares
Schedule of Investments (Unaudited)
July 31, 2021
Shares | Fair Value | |||||
SHORT TERM INVESTMENTS - 110.6% | ||||||
Money Market Funds - 110.6% | ||||||
168,465,855 | Dreyfus Government Cash Management Institutional Shares, 0.03%(a) | $ | 168,465,855 | |||
138,622,881 | Goldman Sachs Financial Square Treasury Instruments Fund Institutional Shares, 0.01%(a) | 138,622,881 | ||||
|
| |||||
TOTAL SHORT TERM INVESTMENTS (Cost $307,088,736)(b) | $ | 307,088,736 | ||||
|
| |||||
TOTAL INVESTMENTS (Cost $307,088,736) - 110.6% | $ | 307,088,736 | ||||
Liabilities in Excess of Other Assets - (10.6)% | (29,354,129 | ) | ||||
|
| |||||
TOTAL NET ASSETS - 100.0% | $ | 277,734,607 | ||||
|
|
Percentages are stated as a percent of net assets.
The geographic location of all investments is United States unless otherwise indicated.
(a) | Represents annualized seven-day yield at July 31, 2021. |
(b) | All or a portion of these securities have been segregated as collateral for swap contracts. Total value of securities segregated amounted to $307,088,736. |
Short Total Return Swap Contracts (Unaudited)
July 31, 2021
Terms of Payments to be Received/(Paid) at Termination | Terms of Payments to be Paid at Termination | Counterparty | Termination Date | Contracts | Notional Amount | Unrealized Appreciation (Depreciation) | ||||||||||||||
(0.6434)% representing 1 month LIBOR rate + spread | Total return of iShares 20+ Year Treasury Bond ETF | Credit Suisse Capital LLC | 12/7/2021 | 1,013,766 | $ | 151,936,000 | $ | (956,231 | ) | |||||||||||
(0.4108)% representing 1 month LIBOR rate + spread | Total return of iShares 20+ Year Treasury Bond ETF | Bank of America Merrill Lynch | 12/9/2021 | 1,002,705 | 138,246,319 | (12,464,707 | ) | |||||||||||||
0.3166 % representing 1 month LIBOR rate + spread | Total return of iShares 20+ Year Treasury Bond ETF | UBS Securities LLC | 12/9/2021 | 817,749 | 124,671,413 | 1,641,657 | ||||||||||||||
(0.1134)% representing 1 month LIBOR rate + spread | Total return of iShares 20+ Year Treasury Bond ETF | J.P. Morgan | 12/10/2021 | 573,319 | 79,493,546 | (6,467,197 | ) | |||||||||||||
(0.0134)% representing 1 month LIBOR rate + spread | Total return of iShares 20+ Year Treasury Bond ETF | Citibank N.A. | 12/13/2021 | 1,397,936 | 207,016,439 | (2,005,775 | ) | |||||||||||||
0.1366 % representing 1 month LIBOR rate + spread | Total return of iShares 20+ Year Treasury Bond ETF | BNP Paribas | 6/15/2022 | 199,605 | 27,726,923 | (2,716,369 | ) | |||||||||||||
0.1366 % representing 1 month LIBOR rate + spread | Total return of iShares 20+ Year Treasury Bond ETF | BNP Paribas | 7/20/2022 | 528,350 | 75,684,559 | (3,511,517 | ) | |||||||||||||
0.1366 % representing 1 month LIBOR rate + spread | Total return of iShares 20+ Year Treasury Bond ETF | BNP Paribas | 8/17/2022 | 39,166 | 5,804,793 | (51,784 | ) | |||||||||||||
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| |||||||||||||||||
$ | 810,579,992 | $ | (26,531,923 | ) | ||||||||||||||||
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|
|
Valuation Measurements (Unaudited)
The Funds follows fair valuation accounting standards which establish an authoritative definition of fair value and set out a hierarchy for measuring fair value. These standards require additional disclosures about the various inputs and valuation techniques used to develop the measurement of fair value and a discussion in changes in valuation techniques and related inputs during the period. These inputs are summarized in the three broad levels below:
Level 1 - Quoted prices in active markets for identical securities
Level 2 - Evaluated price based on other significant observable inputs (including quoted prices for similar securities in active markets, quoted prices for identical or similar securities in inactive markets, interest rates, prepayment spreads, credit risk, etc.)
Level 3 - Significant unobservable inputs (including Fund’s own assumptions in determining fair value of investments)
The inputs or methodology used for valuing securities are not an indication of the credit risk associated with investing in those securities.
The following is a summary of the inputs used to value the Funds’ net assets as of July 31, 2021:
Asset Class | Liability Class | |||||||||||||||||||||||||||||||||||||||
Level 1 | Level 2 | Level 1 | Level 2 | |||||||||||||||||||||||||||||||||||||
Funds | Investment Companies | Common Stocks | Master Limited Partnerships | Short Term Investments | Cash Equivalents | Futures Contracts* | Total Return Swap Contracts* | Futures Contracts* | Total Return Swap Contracts* | |||||||||||||||||||||||||||||||
578315 | Direxion Auspice Broad Commodity Strategy ETF (Consolidated) | $ | — | $ | — | $ | — | $ | 166,014,504 | 37,832,025 | $ | 12,351,045 | $ | — | $ | (102,025 | ) | $ | — | |||||||||||||||||||||
919520 | Direxion Connected Consumer ETF | — | 8,543,639 | — | 26,880 | 16,041 | — | — | — | — | ||||||||||||||||||||||||||||||
438382 | Direxion Dynamic Hedge ETF | 5,543,755 | — | — | — | 68,234 | — | 1,219 | (3,679 | ) | — | |||||||||||||||||||||||||||||
438379 | Direxion Fallen Knives ETF | — | 9,143,583 | — | 18,331 | — | — | — | — | — | ||||||||||||||||||||||||||||||
185285 | Direxion Flight to Safety Strategy ETF (Consolidated) | 9,746,184 | 3,837,438 | — | 324,986 | 945,727 | 10,130 | — | — | — | ||||||||||||||||||||||||||||||
438370 | Direxion High Growth ETF | — | 13,951,947 | — | 13,501 | — | — | — | — | — | ||||||||||||||||||||||||||||||
974251 | Direxion Hydrogen ETF | — | 34,018,777 | — | 3,687,985 | — | — | — | — | — | ||||||||||||||||||||||||||||||
993272 | Direxion Low Priced Stock ETF | — | 5,209,322 | — | — | 9,831 | — | — | — | — | ||||||||||||||||||||||||||||||
919522 | Direxion Moonshot Innovators ETF | — | 157,929,644 | — | 18,972,082 | — | — | — | — | — | ||||||||||||||||||||||||||||||
185258 | Direxion MSCI USA ESG - Leaders vs. Laggards ETF | — | 8,364,764 | — | 684,723 | 445,583 | — | 233,614 | — | (804,539 | ) | |||||||||||||||||||||||||||||
523475 | Direxion NASDAQ-100® Equal Weighted Index Shares | — | 407,969,141 | — | 4,093,826 | 432,631 | — | — | — | — | ||||||||||||||||||||||||||||||
185267 | Direxion S&P 500® High minus Low Quality ETF | — | 11,401,874 | — | 609,477 | — | — | 872,915 | — | (552,165 | ) | |||||||||||||||||||||||||||||
438368 | Direxion Work From Home ETF | — | 117,457,170 | — | 146,481 | — | — | — | — | — | ||||||||||||||||||||||||||||||
927094 | Direxion World Without Waste ETF | — | 5,731,861 | — | 101,039 | — | — | — | — | — | ||||||||||||||||||||||||||||||
602254 | Direxion Russell 1000® Growth Over Value ETF | 28,319,155 | — | — | 1,683,228 | 1,356,025 | — | 861,089 | — | (438,011 | ) | |||||||||||||||||||||||||||||
602218 | Direxion Russell 1000® Value Over Growth ETF | 40,800,189 | — | — | 1,777,144 | — | — | 1,207,001 | — | (2,115,835 | ) | |||||||||||||||||||||||||||||
497822 | Direxion Daily CSI 300 China A Share Bear 1X Shares | — | — | — |
| 135,438,120 |
| — | — | 5,815,085 | — | — | ||||||||||||||||||||||||||||
856921 | Direxion Daily S&P 500® Bear 1X Shares | — | — | — | 119,635,882 | — | — | — | — | (9,975,676 | ) | |||||||||||||||||||||||||||||
497821 | Direxion Daily CSI 300 China A Share Bull 2X Shares | 44,545,905 | — | — | 73,650,461 | — | — | 586,040 | — | (1,063,900 | ) | |||||||||||||||||||||||||||||
357559 | Direxion Daily CSI China Internet Index Bull 2X Shares | 84,999,366 | — | — | 88,835,512 | 19,194,259 | — | — | — | (54,254,714 | ) | |||||||||||||||||||||||||||||
577717 | Direxion Daily S&P 500® Bull 2X Shares | 33,386,724 | — | — | 20,234 | 798,612 | — | 1,662,293 | — | — | ||||||||||||||||||||||||||||||
297342 | Direxion Daily Latin America Bull 2X Shares | 4,221,053 | — | — | 16,790,661 | — | — | 520,868 | — | (794,444 | ) | |||||||||||||||||||||||||||||
641160 | Direxion Daily MSCI Brazil Bull 2X Shares | 98,497,089 | — | — | 156,878,849 | — | — | 7,103,035 | — | (11,487,503 | ) | |||||||||||||||||||||||||||||
812826 | Direxion Daily MSCI India Bull 2X Shares | 24,861,002 | — | — | 63,988,837 | — | — | 7,232,465 | — | — | ||||||||||||||||||||||||||||||
662329 | Direxion Daily Russia Bull 2X Shares | 29,270,311 | — | — | 35,123,311 | — | — | 6,746,372 | — | (3,735 | ) | |||||||||||||||||||||||||||||
992517 | Direxion Daily 5G Communications Bull 2X Shares | — | 4,346,996 | — | — | 770,519 | — | 171,607 | — | — | ||||||||||||||||||||||||||||||
942084 | Direxion Daily Cloud Computing Bull 2X Shares | — | 20,370,271 | — | 4,875,126 | 4,905,268 | — | 2,508,309 | — | — | ||||||||||||||||||||||||||||||
942098 | Direxion Daily Cloud Computing Bear 2X Shares | — | — | — | 9,180,274 | 7,985,037 | — | — | — | (2,837,971 | ) | |||||||||||||||||||||||||||||
522143 | Direxion Daily Energy Bull 2X Shares | — | 417,547,785 | — | 174,606,284 | — | — | 31,709,549 | — | (25,089,782 | ) | |||||||||||||||||||||||||||||
522142 | Direxion Daily Energy Bear 2X Shares | — | — | — | 15,779,169 | 21,150,592 | — | 668,237 | — | (2,217,944 | ) | |||||||||||||||||||||||||||||
234060 | Direxion Daily Global Clean Energy Bull 2X Shares | 4,260,396 | — | — | — | 716,167 | — | — | — | (31,135 | ) | |||||||||||||||||||||||||||||
662249 | Direxion Daily Gold Miners Index Bull 2X Shares | 435,632,517 | — | — | 509,608,113 | — | — | 9,611,392 | — | (15,205,601 | ) | |||||||||||||||||||||||||||||
662241 | Direxion Daily Gold Miners Index Bear 2X Shares | — | — | — | 72,106,802 | — | — | 7,490,936 | — | (2,344,841 | ) | |||||||||||||||||||||||||||||
315868 | Direxion Daily Junior Gold Miners Index Bull 2X Shares | 196,711,709 | — | — | 510,038,875 | — | — | — | — | (88,545,143 | ) | |||||||||||||||||||||||||||||
315869 | Direxion Daily Junior Gold Miners Index Bear 2X Shares | — | — | — | 69,825,017 | — | — | 16,101,848 | — | (1,228,892 | ) | |||||||||||||||||||||||||||||
275769 | Direxion Daily Robotics, Artificial Intelligence & Automation Index Bull 2X Shares | 17,210,862 | — | — | 9,057,965 | 14,085,764 | — | 3,785,505 | — | — | ||||||||||||||||||||||||||||||
697158 | Direxion Daily S&P Oil & Gas Exp. & Prod. Bull 2X Shares | — | 400,029,768 | — | 373,281,539 | — | — | 216,546,898 | — | (21,567,813 | ) | |||||||||||||||||||||||||||||
697159 | Direxion Daily S&P Oil & Gas Exp. & Prod. Bear 2X Shares | — | — | — | 31,891,366 | 35,243,311 | — | — | — | (11,227,900 | ) | |||||||||||||||||||||||||||||
992516 | Direxion Daily Travel & Vacation Bull 2X Shares | — | 8,145,893 | — | 580,199 | 739,895 | — | — | — | (709,618 | ) | |||||||||||||||||||||||||||||
297336 | Direxion Daily Mid Cap Bull 3X Shares | 66,477,042 | — | — | 24,183,321 | 17,245,167 | — | 17,466,222 | — | — | ||||||||||||||||||||||||||||||
522145 | Direxion Daily S&P 500® Bull 3X Shares | 1,933,941,732 | — | — | 789,235,647 | — | — | 545,998,934 | — | — | ||||||||||||||||||||||||||||||
522141 | Direxion Daily S&P 500® Bear 3X Shares | — | — | — | 465,485,662 | — | — | — | — | (69,012,127 | ) | |||||||||||||||||||||||||||||
522147 | Direxion Daily Small Cap Bull 3X Shares | 1,093,260,690 | — | — | 956,208,229 | 209,578,818 | — | 147,308,679 | — | (2,439,316 | ) | |||||||||||||||||||||||||||||
522146 | Direxion Daily Small Cap Bear 3X Shares | — | — | — | 396,798,592 | — | — | 4,409,686 | — | (44,457,481 | ) | |||||||||||||||||||||||||||||
297330 | Direxion Daily FTSE China Bull 3X Shares | 243,872,141 | — | — | 211,724,663 | 41,867,052 | — | — | — | (95,312,619 | ) | |||||||||||||||||||||||||||||
297331 | Direxion Daily FTSE China Bear 3X Shares | — | — | — | 51,761,498 | — | — | 410,125 | — | (1,332,584 | ) | |||||||||||||||||||||||||||||
504712 | Direxion Daily FTSE Europe Bull 3X Shares | 24,535,966 | — | — | 20,385,029 | 14,452,735 | — | 8,775,211 | — | — | ||||||||||||||||||||||||||||||
522230 | Direxion Daily MSCI Emerging Markets Bull 3X Shares | 82,058,861 | — | — | 135,806,605 | 26,636,691 | — | — | — | (18,774,950 | ) | |||||||||||||||||||||||||||||
522229 | Direxion Daily MSCI Emerging Markets Bear 3X Shares | — | — | — | 21,984,852 | 16,146,842 | — | 3,277,768 | — | — | ||||||||||||||||||||||||||||||
402071 | Direxion Daily MSCI Mexico Bull 3X Shares | 7,610,943 | — | — | 20,567,237 | — | — | 6,302,404 | — | (21,451 | ) |
Asset Class | Liability Class | |||||||||||||||||||||||||||||||||||||||
Level 1 | Level 2 | Level 1 | Level 2 | |||||||||||||||||||||||||||||||||||||
Funds | Investment Companies | Common Stocks | Master Limited Partnerships | Short Term Investments | Cash Equivalents | Futures Contracts* | Total Return Swap Contracts* | Futures Contracts* | Total Return Swap Contracts* | |||||||||||||||||||||||||||||||
813462 | Direxion Daily MS CI South Korea Bull 3X Shares | 15,076,938 | — | — | 29,009,560 | — | — | 920,820 | — | (754,768 | ) | |||||||||||||||||||||||||||||
983881 | Direxion Daily Aerospace & Defense Bull 3X Shares | — | 228,964,746 | — | 72,817,720 | 57,451,712 | — | 49,094,524 | — | (1,928,286 | ) | |||||||||||||||||||||||||||||
469077 | Direxion Daily Consumer Discretionary Bull 3X Shares | — | 18,884,831 | — | 12,778,211 | 7,617,016 | — | 5,729,395 | — | — | ||||||||||||||||||||||||||||||
132783 | Direxion Daily Dow Jones Internet Bull 3X Shares | — | 53,851,698 | — | 32,803,640 | — | — | 18,482,157 | — | (369,925 | ) | |||||||||||||||||||||||||||||
132785 | Direxion Daily Dow Jones Internet Bear 3X Shares | — | — | — | 4,301,451 | 1,368,312 | — | 89,476 | — | — | ||||||||||||||||||||||||||||||
522140 | Direxion Daily Financial Bull 3X Shares | — | 2,149,365,208 | — | 584,919,842 | 586,188,431 | — | 546,188,907 | — | (225,173 | ) | |||||||||||||||||||||||||||||
522144 | Direxion Daily Financial Bear 3X Shares | — | — | — | 78,522,545 | 34,585,008 | — | — | — | (2,995,930 | ) | |||||||||||||||||||||||||||||
812854 | Direxion Daily Healthcare Bull 3X Shares | — | 128,319,221 | — | 53,209,840 | 21,742,319 | — | 51,126,278 | — | — | ||||||||||||||||||||||||||||||
493026 | Direxion Daily Homebuilders & Supplies Bull 3X Shares | — | 233,366,014 | — | 126,430,040 | 73,500,808 | — | 127,661,768 | — | — | ||||||||||||||||||||||||||||||
402067 | Direxion Daily Industrials Bull 3X Shares | — | 56,646,963 | — | 23,372,265 | — | — | 12,943,432 | — | — | ||||||||||||||||||||||||||||||
297334 | Direxion Daily MSCI Real Estate Bull 3X Shares | — | 109,988,308 | — | 59,309,754 | — | — | 48,707,996 | — | — | ||||||||||||||||||||||||||||||
297335 | Direxion Daily MSCI Real Estate Bear 3X Shares | — | — | — | 14,101,651 | 6,462,124 | — | — | — | (3,401,564 | ) | |||||||||||||||||||||||||||||
197878 | Direxion Daily Pharmaceutical & Medical Bull 3X Shares | — | 8,318,714 | — | 5,494,731 | 1,272,830 | — | — | — | (265,748 | ) | |||||||||||||||||||||||||||||
691007 | Direxion Daily Regional Banks Bull 3X Shares | — | 300,929,587 | — | 181,757,287 | 14,737,784 | — | 4,820,669 | — | (17,457,170 | ) | |||||||||||||||||||||||||||||
662225 | Direxion Daily Retail Bull 3X Shares | — | 98,326,374 | — | 50,878,555 | — | — | 32,040,644 | — | (343,478 | ) | |||||||||||||||||||||||||||||
132735 | Direxion Daily S&P 500® High Beta Bull 3X Shares | — | 88,598,173 | — | 18,537,204 | 34,973,479 | — | 21,732,502 | — | (591,524 | ) | |||||||||||||||||||||||||||||
132778 | Direxion Daily S&P 500® High Beta Bear 3X Shares | — | — | — | 16,131,360 | 10,875,204 | — | 23,860 | — | (2,899,941 | ) | |||||||||||||||||||||||||||||
697154 | Direxion Daily S&P Biotech Bull 3X Shares | — | 547,093,534 | — | 366,641,701 | — | — | — | — | (115,131,587 | ) | |||||||||||||||||||||||||||||
697155 | Direxion Daily S&P Biotech Bear 3X Shares | — | — | — | 31,969,126 | 18,250,464 | — | 7,893,911 | — | — | ||||||||||||||||||||||||||||||
812868 | Direxion Daily Semiconductor Bull 3X Shares | — | 2,416,579,198 | — | 1,542,285,168 | — | — | 1,039,593,491 | — | — | ||||||||||||||||||||||||||||||
812876 | Direxion Daily Semiconductor Bear 3X Shares | — | — | — | 98,138,799 | 40,956,820 | — | — | — | (30,356,334 | ) | |||||||||||||||||||||||||||||
297332 | Direxion Daily Technology Bull 3X Shares | — | 1,635,580,610 | — | 626,150,174 | 420,316,602 | — | 761,996,433 | — | — | ||||||||||||||||||||||||||||||
297333 | Direxion Daily Technology Bear 3X Shares | — | — | — | 47,506,913 | 27,782,927 | — | — | — | (17,230,176 | ) | |||||||||||||||||||||||||||||
983880 | Direxion Daily Transportation Bull 3X Shares | — | 57,668,688 | — | 28,357,769 | 14,337,333 | — | 8,000,864 | — | (3,725,421 | ) | |||||||||||||||||||||||||||||
402062 | Direxion Daily Utilities Bull 3X Shares | — | 15,231,104 | — | 5,461,795 | 2,892,115 | — | 2,078,456 | — | — | ||||||||||||||||||||||||||||||
297504 | Direxion Daily 7-10 Year Treasury Bull 3X Shares | 12,884,890 | — | — | 6,495,620 | — | — | 846,719 | — | — | ||||||||||||||||||||||||||||||
297505 | Direxion Daily 7-10 Year Treasury Bear 3X Shares | — | — | — | 15,400,737 | 7,833,251 | — | — | — | (1,491,596 | ) | |||||||||||||||||||||||||||||
297506 | Direxion Daily 20+ Year Treasury Bull 3X Shares | 252,733,357 | — | — | 146,367,161 | — | — | 19,623,259 | — | (7,349,320 | ) | |||||||||||||||||||||||||||||
297507 | Direxion Daily 20+ Year Treasury Bear 3X Shares | — | — | — | 307,088,736 | — | — | 1,641,657 | — | (28,173,580 | ) |