WBI BullBear Global Income ETF
Schedule of Investments
September 30, 2021 (Unaudited)
Shares | Security Description | Value | ||||||
EXCHANGE TRADED FUNDS - 99.0% | ||||||||
62,287 | iShares 0-5 Year High Yield Corporate Bond ETF | $ | 2,846,516 | |||||
263,547 | iShares Broad USD High Yield Corporate Bond ETF + | 10,937,200 | ||||||
20,629 | iShares TIPS Bond ETF | 2,634,117 | ||||||
203,753 | iShares U.S. Preferred Stock ETF + | 7,907,654 | ||||||
48,473 | PIMCO 1-5 Year U.S. TIPS Index Exchange-Traded Fund | 2,659,229 | ||||||
109,395 | SPDR Bloomberg Barclays Short-Term High Yield Bond ETF | 2,996,329 | ||||||
687,752 | VanEck Vectors Fallen Angel High Yield Bond ETF | 22,730,204 | ||||||
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TOTAL EXCHANGE TRADED FUNDS (Cost $51,661,461) | 52,711,249 | |||||||
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Shares/Amount | Security Description | Value | ||||||
SHORT TERM INVESTMENTS - 1.1% | ||||||||
606,286 | U.S. Bank Money Market Deposit Account, 0.00% (c) | 606,286 | ||||||
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TOTAL SHORT TERM INVESTMENTS (Cost $606,286) | 606,286 | |||||||
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INVESTMENTS PURCHASED WITH PROCEEDS FROM SECURITIES LENDING - 33.8% | ||||||||
18,010,531 | Mount Vernon Liquid Assets Portfolio, LLC, 0.09% (a)(b) | 18,010,531 | ||||||
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TOTAL INVESTMENTS PURCHASED WITH PROCEEDS FROM SECURITIES LENDING (Cost $18,010,531) | 18,010,531 | |||||||
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TOTAL INVESTMENTS - 133.9% (Cost $70,278,278) | 71,328,066 | |||||||
Liabilities in Excess of Other Assets - (33.9)% | (18,068,240 | ) | ||||||
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NET ASSETS - 100.0% | $ | 53,259,826 | ||||||
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+ | All or portion of this security is on loan as of September 30, 2021. Total value of securities on loan is $17,585,843. |
(a) | The rate quoted is the annualized seven-day yield as of September 30, 2021. |
(b) | Privately offered liquidity fund. |
(c) | Rounded to 0.00. |
The Global Industry Classification Standard (GICS®) was developed by and/or is the exclusive property of MSCI, Inc. and Standard & Poor Financial Services LLC (“S&P”). GICS is a service mark of MSCI and S&P and has been licensed for use by U.S. Bancorp Fund Services, LLC.
The accompanying notes are an integral part of these schedules of investments.