Gotham
Enhanced 500 ETF (GSPY)
Gotham 1000 Value ETF (GVLU)
Semi-Annual Report
March 31, 2023
of
Tidal ETF Trust
Gotham
Enhanced 500 ETF (GSPY)
Gotham 1000 Value ETF (GVLU)
Semi-Annual Report
March 31, 2023
of
Tidal ETF Trust
Gotham ETFs
This report is not authorized for distribution to prospective investors in the Funds unless preceded or accompanied by an effective prospectus.
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TABLE OF CONTENTS | ||
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1 | |
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2 | |
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18 | |
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19 | |
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17 |
20 | |
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22 | |
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24 | |
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33 | |
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Basis for Trustees’ Approval of Investment Advisory and Sub-Advisory Agreements |
|
34 |
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38 | |
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39 | |
Gotham ETFs
|
1 |
The accompanying notes are an integral part of these financial statements.
|
Sector/Security Type |
%
of | ||
|
Technology |
24.4 |
% |
|
|
Consumer, Non-cyclical |
19.7 |
|
|
|
Communications |
16.9 |
|
|
|
Financial |
14.1 |
|
|
|
Industrial |
8.4 |
|
|
|
Consumer, Cyclical |
6.9 |
|
|
|
Energy |
6.2 |
|
|
|
Basic Materials |
2.1 |
|
|
|
Utilities |
1.1 |
|
|
|
Cash & Cash Equivalents(1) |
0.2 |
|
|
|
Total |
100.0 |
% |
|
(1)Represents short-term investments, and other liabilities in excess of assets.
|
Gotham 1000 Value ETF PORTFOLIO ALLOCATION at March 31, 2023 (Unaudited) |
|
Sector/Security Type |
%
of | ||
|
Consumer, Non-cyclical |
18.1 |
% |
|
|
Industrial |
17.1 |
|
|
|
Energy |
16.3 |
|
|
|
Consumer, Cyclical |
14.7 |
|
|
|
Financial |
13.7 |
|
|
|
Basic Materials |
7.3 |
|
|
|
Technology |
6.0 |
|
|
|
Communications |
5.6 |
|
|
|
Utilities |
0.9 |
|
|
|
Cash & Cash Equivalents(1) |
0.3 |
|
|
|
Total |
100.0 |
% |
|
(1)Represents cash, short-term investments, and other liabilities in excess of assets.
Gotham Enhanced 500 ETF
|
2 |
The accompanying notes are an integral part of these financial statements.
|
|
Shares |
|
Value |
|
|
Common Stocks — 99.8% |
|
|
|
|
|
|
|
|
|
|
|
Advertising — 0.2% |
|
|
|
|
|
The Interpublic Group of Company, |
8,104 |
|
$301,793 |
|
|
Omnicom Group, Inc. |
4,174 |
|
393,775 |
|
|
|
|
|
695,568 |
|
|
Aerospace & Defense — 1.1% |
|
|
|
|
|
The Boeing Co. (2) |
1,681 |
|
357,095 |
|
|
General Dynamics Corp. |
783 |
|
178,688 |
|
|
Howmet Aerospace, Inc. |
1,057 |
|
44,785 |
|
|
L3Harris Technologies, Inc. |
528 |
|
103,615 |
|
|
Lockheed Martin Corp. |
3,329 |
|
1,573,718 |
|
|
Northrop Grumman Corp. |
1,240 |
|
572,533 |
|
|
Raytheon Technologies Corp. |
3,596 |
|
352,156 |
|
|
TransDigm Group, Inc. |
135 |
|
99,502 |
|
|
|
|
|
3,282,092 |
|
|
Agriculture — 1.4% |
|
|
|
|
|
Altria Group, Inc. |
39,024 |
|
1,741,251 |
|
|
Archer-Daniels-Midland Co. |
1,536 |
|
122,358 |
|
|
Bunge Ltd. |
2,827 |
|
270,035 |
|
|
Philip Morris International, Inc. |
19,600 |
|
1,906,100 |
|
|
|
|
|
4,039,744 |
|
|
Airlines — 0.1% |
|
|
|
|
|
Alaska Air Group, Inc. (2) |
311 |
|
13,050 |
|
|
American Airlines Group, Inc. (2) |
1,612 |
|
23,777 |
|
|
Delta Air Lines, Inc. (2) |
1,578 |
|
55,104 |
|
|
Southwest Airlines Co. |
1,445 |
|
47,020 |
|
|
United Airlines Holdings, Inc. (2) |
800 |
|
35,400 |
|
|
|
|
|
174,351 |
|
|
Apparel — 0.2% |
|
|
|
|
|
Nike, Inc. - Class A |
3,839 |
|
470,815 |
|
|
Ralph Lauren Corp. - Class A (1) |
193 |
|
22,517 |
|
|
Tapestry, Inc. (1) |
4,807 |
|
207,230 |
|
|
VF Corp. |
1,084 |
|
24,834 |
|
|
|
|
|
725,396 |
|
|
Auto Manufacturers — 1.7% |
|
|
|
|
|
Cummins, Inc. |
398 |
|
95,074 |
|
|
Ford Motor Co. |
11,295 |
|
142,317 |
|
|
General Motors Co. |
29,440 |
|
1,079,859 |
|
|
PACCAR, Inc. |
10,499 |
|
768,527 |
|
|
Tesla, Inc. (1)(2) |
14,059 |
|
2,916,680 |
|
|
|
|
|
5,002,457 |
|
|
Auto Parts & Equipment — 0.1% |
|
|
|
|
|
Aptiv PLC (2) |
659 |
|
73,933 |
|
|
BorgWarner, Inc. |
4,703 |
|
230,965 |
|
|
|
|
304,898 |
|
|
Shares |
|
Value |
|
|
Common Stocks — 99.8% (Continued) |
|
|
| |
|
|
|
|
|
|
|
Banks — 3.1% |
|
|
|
|
|
Bank of America Corp. |
64,253 |
|
$1,837,636 |
|
|
The Bank of New York |
3,195 |
|
145,181 |
|
|
Citigroup, Inc. |
5,431 |
|
254,659 |
|
|
Citizens Financial Group, Inc. (1) |
1,383 |
|
42,002 |
|
|
Comerica, Inc. (1) |
1,054 |
|
45,765 |
|
|
Fifth Third Bancorp |
5,501 |
|
146,547 |
|
|
First Republic Bank (1) |
1,476 |
|
20,649 |
|
|
The Goldman Sachs Group, Inc. |
985 |
|
322,203 |
|
|
Huntington Bancshares, Inc. |
3,505 |
|
39,256 |
|
|
JPMorgan Chase & Co. |
23,604 |
|
3,075,837 |
|
|
KeyCorp (1) |
7,514 |
|
94,075 |
|
|
M&T Bank Corp. (1) |
1,361 |
|
162,735 |
|
|
Morgan Stanley (1) |
4,750 |
|
417,050 |
|
|
Northern Trust Corp. (1) |
1,678 |
|
147,882 |
|
|
The PNC Financial Services |
3,228 |
|
410,279 |
|
|
Regions Financial Corp. (1) |
2,424 |
|
44,989 |
|
|
State Street Corp. |
981 |
|
74,252 |
|
|
Truist Financial Corp. |
10,682 |
|
364,256 |
|
|
U.S. Bancorp (1) |
30,913 |
|
1,114,414 |
|
|
Wells Fargo & Co. |
10,563 |
|
394,845 |
|
|
Zions Bancorp N.A. |
3,001 |
|
89,820 |
|
|
|
|
|
9,244,332 |
|
|
Beverages — 1.1% |
|
|
|
|
|
Brown-Forman Corp. - Class A |
1,164 |
|
74,810 |
|
|
The Coca-Cola Co. |
17,319 |
|
1,074,297 |
|
|
Constellation Brands, Inc. - Class 1 |
520 |
|
117,463 |
|
|
Keurig Dr Pepper, Inc. (1) |
27,828 |
|
981,772 |
|
|
Molson Coors Brewing Co. - |
610 |
|
31,525 |
|
|
Monster Beverage Corp. (2) |
2,574 |
|
139,022 |
|
|
PepsiCo, Inc. |
3,863 |
|
704,225 |
|
|
|
|
|
3,123,114 |
|
|
Biotechnology — 2.6% |
|
|
|
|
|
Amgen, Inc. |
7,466 |
|
1,804,906 |
|
|
Biogen, Inc. (2) |
2,918 |
|
811,292 |
|
|
Bio-Rad Laboratories, Inc. - |
73 |
|
34,968 |
|
|
Corteva, Inc. |
2,011 |
|
121,283 |
|
|
Gilead Sciences, Inc. |
28,294 |
|
2,347,553 |
|
|
Illumina, Inc. (2) |
1,278 |
|
297,199 |
|
|
Incyte Corp. (2) |
1,801 |
|
130,158 |
|
|
Moderna, Inc. (2) |
7,648 |
|
1,174,580 |
|
|
Regeneron Pharmaceuticals, Inc. (2) |
716 |
|
588,316 |
|
|
Vertex Pharmaceuticals, Inc. (2) |
946 |
|
298,056 |
|
|
|
|
|
7,608,311 |
|
Gotham Enhanced 500 ETF
|
3 |
The accompanying notes are an integral part of these financial statements.
|
|
Shares |
|
Value |
|
|
Common Stocks — 99.8% (Continued) |
|
|
| |
|
|
|
|
|
|
|
Building Materials — 0.3% |
|
|
|
|
|
Carrier Global Corp. |
2,389 |
|
$109,297 |
|
|
Johnson Controls International PLC |
1,939 |
|
116,767 |
|
|
Martin Marietta Materials, Inc. |
153 |
|
54,324 |
|
|
Masco Corp. |
631 |
|
31,373 |
|
|
Mohawk Industries, Inc. (2) |
178 |
|
17,839 |
|
|
Trane Technologies PLC |
3,471 |
|
638,595 |
|
|
Vulcan Materials Co. |
327 |
|
56,100 |
|
|
|
|
|
1,024,295 |
|
|
Chemicals — 1.4% |
|
|
|
|
|
Air Products and Chemicals, Inc. |
538 |
|
154,519 |
|
|
Albemarle Corp. |
294 |
|
64,986 |
|
|
Celanese Corp. |
305 |
|
33,211 |
|
|
CF Industries Holdings, Inc. (1) |
3,939 |
|
285,538 |
|
|
Dow, Inc. |
14,741 |
|
808,102 |
|
|
DuPont de Nemours, Inc. |
9,219 |
|
661,648 |
|
|
Eastman Chemical Co. |
2,496 |
|
210,513 |
|
|
Ecolab, Inc. |
693 |
|
114,712 |
|
|
FMC Corp. (1) |
2,540 |
|
310,210 |
|
|
International
Flavors & Fragrances, Inc. 619 |
|
56,923 |
| |
|
Linde PLC |
1,390 |
|
494,062 |
|
|
LyondellBasell Industries NV |
4,295 |
|
403,257 |
|
|
The Mosaic Co. |
7,251 |
|
332,676 |
|
|
PPG Industries, Inc. |
572 |
|
76,408 |
|
|
The Sherwin-Williams Co. |
635 |
|
142,729 |
|
|
|
|
|
4,149,494 |
|
|
Commercial Services — 1.2% |
|
|
|
|
|
Automatic Data Processing, Inc. |
2,770 |
|
616,685 |
|
|
Cintas Corp. |
251 |
|
116,133 |
|
|
CoStar Group, Inc. (2) |
966 |
|
66,509 |
|
|
Equifax, Inc. (1) |
302 |
|
61,258 |
|
|
FleetCor Technologies, Inc. (2) |
1,547 |
|
326,185 |
|
|
Gartner, Inc. (2) |
1,598 |
|
520,580 |
|
|
Global Payments, Inc. |
694 |
|
73,037 |
|
|
MarketAxess Holdings, Inc. |
93 |
|
36,390 |
|
|
Moody’s Corp. |
518 |
|
158,518 |
|
|
PayPal Holdings, Inc. (2) |
10,076 |
|
765,171 |
|
|
Quanta Services, Inc. |
351 |
|
58,491 |
|
|
Robert Half International, Inc. (1) |
2,259 |
|
182,008 |
|
|
Rollins, Inc. |
1,196 |
|
44,886 |
|
|
S&P Global, Inc. |
855 |
|
294,778 |
|
|
United Rentals, Inc. |
174 |
|
68,862 |
|
|
Verisk Analytics, Inc. |
402 |
|
77,128 |
|
|
|
|
3,466,619 |
||
|
|
Shares |
|
Value |
|
|
Common Stocks — 99.8% (Continued) |
|
|
| |
|
|
|
|
|
|
|
Computers — 8.9% |
|
|
|
|
|
Accenture PLC - Class A |
2,904 |
|
$829,992 |
|
|
Apple, Inc. |
127,635 |
|
21,047,011 |
|
|
Cognizant Technology Solutions Corp. |
4,130 |
|
251,641 |
|
|
DXC Technology Co. (2) |
639 |
|
16,333 |
|
|
EPAM Systems, Inc. (2) |
471 |
|
140,829 |
|
|
Fortinet, Inc. (2) |
1,973 |
|
131,126 |
|
|
Hewlett Packard Enterprise Co. |
25,759 |
|
410,341 |
|
|
HP, Inc. |
22,565 |
|
662,283 |
|
|
International
Business Machines Corp.15,841 |
|
2,076,597 |
| |
|
Leidos Holdings, Inc. |
2,756 |
|
253,717 |
|
|
NetApp, Inc. |
4,410 |
|
281,578 |
|
|
Seagate Technology Holdings PLC |
3,722 |
|
246,099 |
|
|
Western Digital Corp. (2) |
908 |
|
34,204 |
|
|
|
|
|
26,381,751 |
|
|
Cosmetics & Personal Care — 1.1% |
|
|
|
|
|
Colgate-Palmolive Co. |
2,330 |
|
175,099 |
|
|
The Estee Lauder Companies, Inc. |
871 |
|
214,667 |
|
|
The Procter & Gamble Co. |
19,290 |
|
2,868,230 |
|
|
|
|
|
3,257,996 |
|
|
Distribution & Wholesale — 0.3% |
|
|
|
|
|
Copart, Inc. (2) |
1,156 |
|
86,943 |
|
|
Fastenal Co. |
1,403 |
|
75,678 |
|
|
LKQ Corp. |
2,108 |
|
119,650 |
|
|
Pool Corp. |
111 |
|
38,011 |
|
|
W.W. Grainger, Inc. |
1,013 |
|
697,764 |
|
|
|
|
|
1,018,046 |
|
|
Diversified Financial Services — 3.9% |
| |||
|
American Express Co. |
1,821 |
|
300,374 |
|
|
Ameriprise Financial, Inc. |
295 |
|
90,417 |
|
|
BlackRock, Inc. |
419 |
|
280,361 |
|
|
Capital One Financial Corp. |
1,104 |
|
106,161 |
|
|
Cboe Global Markets, Inc. |
260 |
|
34,902 |
|
|
The Charles Schwab Corp. |
8,826 |
|
462,306 |
|
|
CME Group, Inc. - Class A |
5,339 |
|
1,022,525 |
|
|
Discover Financial Services |
678 |
|
67,014 |
|
|
Franklin Resources, Inc. (1) |
10,063 |
|
271,097 |
|
|
Intercontinental Exchange, Inc. |
11,332 |
|
1,181,814 |
|
|
Invesco Ltd. |
4,857 |
|
79,655 |
|
|
Mastercard, Inc. - Class A |
7,726 |
|
2,807,706 |
|
|
Nasdaq, Inc. |
9,973 |
|
545,224 |
|
|
Raymond James Financial, Inc. |
559 |
|
52,138 |
|
|
Synchrony Financial |
1,210 |
|
35,187 |
|
|
T. Rowe Price Group, Inc. (1) |
4,628 |
|
522,501 |
|
|
Visa, Inc. - Class A (1) |
16,578 |
|
3,737,676 |
|
|
|
|
|
11,597,058 |
|
|
SCHEDULE OF INVESTMENTS at March 31, 2023 (Unaudited) (Continued) |
Gotham Enhanced 500 ETF
|
4 |
The accompanying notes are an integral part of these financial statements.
|
|
Shares |
|
Value |
|
|
Common Stocks — 99.8% (Continued) |
|
|
| |
|
|
|
|
|
|
|
Electric — 1.0% |
|
|
|
|
|
The AES Corp. |
1,866 |
|
$44,933 |
|
|
Alliant Energy Corp. |
610 |
|
32,574 |
|
|
Ameren Corp. |
662 |
|
57,190 |
|
|
American Electric Power Co., Inc. |
1,249 |
|
113,647 |
|
|
CenterPoint Energy, Inc. |
1,539 |
|
45,339 |
|
|
CMS Energy Corp. |
707 |
|
43,396 |
|
|
Consolidated Edison, Inc. (1) |
863 |
|
82,563 |
|
|
Constellation Energy Corp. |
6,718 |
|
527,363 |
|
|
Dominion Energy, Inc. |
2,184 |
|
122,107 |
|
|
DTE Energy Co. |
540 |
|
59,152 |
|
|
Duke Energy Corp. |
1,872 |
|
180,592 |
|
|
Edison International |
938 |
|
66,213 |
|
|
Entergy Corp. |
500 |
|
53,870 |
|
|
Evergy, Inc. |
557 |
|
34,044 |
|
|
Eversource Energy |
844 |
|
66,051 |
|
|
Exelon Corp. |
2,822 |
|
118,214 |
|
|
FirstEnergy Corp. (1) |
1,391 |
|
55,723 |
|
|
NextEra Energy, Inc. |
4,768 |
|
367,517 |
|
|
NRG Energy, Inc. |
645 |
|
22,117 |
|
|
PG&E Corp. (2) |
16,121 |
|
260,677 |
|
|
Pinnacle West Capital Corp. |
278 |
|
22,029 |
|
|
PPL Corp. |
2,046 |
|
56,858 |
|
|
Public Service
Enterprise Group, Inc. (1)1,416 |
|
88,429 |
| |
|
Sempra Energy |
780 |
|
117,905 |
|
|
The Southern Co. |
2,586 |
|
179,934 |
|
|
WEC Energy Group, Inc. |
769 |
|
72,894 |
|
|
Xcel Energy, Inc. |
1,330 |
|
89,695 |
|
|
|
|
|
2,981,026 |
|
|
Electrical Components & Equipment — 0.1% |
| |||
|
AMETEK, Inc. |
604 |
|
87,779 |
|
|
Emerson Electric Co. |
1,646 |
|
143,432 |
|
|
Generac Holdings, Inc. (1)(2) |
156 |
|
16,850 |
|
|
|
|
|
248,061 |
|
|
Electronics — 1.1% |
|
|
|
|
|
Agilent Technologies, Inc. |
728 |
|
100,711 |
|
|
Allegion plc |
240 |
|
25,615 |
|
|
Amphenol Corp. |
1,791 |
|
146,360 |
|
|
Fortive Corp. |
2,886 |
|
196,739 |
|
|
Garmin Ltd. |
474 |
|
47,836 |
|
|
Honeywell International, Inc. |
13,481 |
|
2,576,489 |
|
|
Keysight Technologies, Inc. (2) |
440 |
|
71,051 |
|
|
Mettler-Toledo International, Inc. (2) |
55 |
|
84,162 |
|
|
TE Connectivity Ltd. |
891 |
|
116,855 |
|
|
Trimble, Inc. (2) |
620 |
|
32,500 |
|
|
|
|
3,398,318 |
||
|
|
Shares |
|
Value |
|
|
Common Stocks — 99.8% (Continued) |
|
|
| |
|
|
| |||
|
Energy — Alternate Sources — 0.1% |
| |||
|
Enphase Energy, Inc. (2) |
332 |
|
$69,813 |
|
|
First Solar, Inc. (2) |
262 |
|
56,985 |
|
|
SolarEdge Technologies, Inc. (2) |
457 |
|
138,905 |
|
|
|
|
|
265,703 |
|
|
Engineering & Construction — 0.0% (4) |
| |||
|
Jacobs Solutions, Inc. |
361 |
|
42,421 |
|
|
|
|
|
|
|
|
Entertainment — 0.1% |
|
|
|
|
|
Caesars Entertainment, Inc. (2) |
4,311 |
|
210,420 |
|
|
Live Nation Entertainment, Inc. (1)(2) |
560 |
|
39,200 |
|
|
|
|
|
249,620 |
|
|
Environmental Control — 0.1% |
|
|
|
|
|
Pentair PLC |
462 |
|
25,535 |
|
|
Republic Services, Inc. |
776 |
|
104,931 |
|
|
Waste Management, Inc. |
1,013 |
|
165,291 |
|
|
|
|
|
295,757 |
|
|
Food — 1.7% |
|
|
|
|
|
Campbell Soup Co. |
6,073 |
|
333,894 |
|
|
Conagra Brands, Inc. |
1,165 |
|
43,757 |
|
|
General Mills, Inc. |
11,826 |
|
1,010,650 |
|
|
The Hershey Co. |
576 |
|
146,540 |
|
|
Hormel Foods Corp. |
1,329 |
|
53,001 |
|
|
The J.M. Smucker Co. |
2,147 |
|
337,873 |
|
|
Kellogg Co. |
6,923 |
|
463,564 |
|
|
The Kraft Heinz Co. |
24,653 |
|
953,332 |
|
|
The Kroger Co. |
14,416 |
|
711,718 |
|
|
Lamb Weston Holdings, Inc. |
354 |
|
37,000 |
|
|
McCormick & Co., Inc. |
662 |
|
55,085 |
|
|
Mondelez International, Inc. (1) |
3,885 |
|
270,862 |
|
|
Sysco Corp. |
1,247 |
|
96,306 |
|
|
Tyson Foods, Inc. - Class A |
7,142 |
|
423,663 |
|
|
|
|
|
4,937,245 |
|
|
Forest Products & Paper — 0.1% |
|
|
|
|
|
International Paper Co. |
7,965 |
|
287,218 |
|
|
|
|
|
|
|
|
Gas — 0.0% (4) |
|
|
|
|
|
Atmos Energy Corp. |
345 |
|
38,764 |
|
|
NiSource, Inc. |
996 |
|
27,848 |
|
|
|
|
|
66,612 |
|
|
Hand & Machine Tools — 0.1% |
|
|
|
|
|
Snap-on, Inc. |
1,071 |
|
264,419 |
|
|
Stanley Black & Decker, Inc. |
426 |
|
34,327 |
|
|
|
|
|
298,746 |
|
|
SCHEDULE OF INVESTMENTS at March 31, 2023 (Unaudited) (Continued) |
Gotham Enhanced 500 ETF
|
5 |
The accompanying notes are an integral part of these financial statements.
|
|
Shares |
|
Value |
|
|
Common Stocks — 99.8% (Continued) |
|
|
| |
|
|
|
|
|
|
|
Healthcare — Products — 2.1% |
|
|
|
|
|
Abbott Laboratories |
14,044 |
|
$1,422,095 |
|
|
Align Technology, Inc. (2) |
191 |
|
63,821 |
|
|
Baxter International, Inc. |
1,237 |
|
50,173 |
|
|
Bio-Techne Corp. |
384 |
|
28,489 |
|
|
Boston Scientific Corp. (2) |
3,473 |
|
173,754 |
|
|
The Cooper Companies, Inc. |
142 |
|
53,017 |
|
|
Danaher Corp. (1) |
5,886 |
|
1,483,507 |
|
|
DENTSPLY SIRONA, Inc. (1) |
603 |
|
23,686 |
|
|
Edwards Lifesciences Corp. (2) |
1,510 |
|
124,922 |
|
|
GE HealthCare Technologies, Inc. (2) |
9,156 |
|
751,067 |
|
|
Hologic, Inc. (2) |
698 |
|
56,329 |
|
|
IDEXX Laboratories, Inc. (2) |
205 |
|
102,516 |
|
|
Insulet Corp. (2) |
167 |
|
53,266 |
|
|
Intuitive Surgical, Inc. (2) |
870 |
|
222,259 |
|
|
Medtronic PLC |
3,740 |
|
301,519 |
|
|
PerkinElmer, Inc. |
310 |
|
41,311 |
|
|
ResMed, Inc. |
360 |
|
78,836 |
|
|
STERIS PLC |
246 |
|
47,055 |
|
|
Stryker Corp. |
924 |
|
263,774 |
|
|
Teleflex, Inc. |
134 |
|
33,943 |
|
|
Thermo Fisher Scientific, Inc. (1) |
1,018 |
|
586,745 |
|
|
Waters Corp. (2) |
149 |
|
46,135 |
|
|
West Pharmaceutical Services, Inc. |
182 |
|
63,058 |
|
|
Zimmer Biomet Holdings, Inc. |
515 |
|
66,538 |
|
|
|
|
|
6,137,815 |
|
|
Healthcare — Services — 1.6% |
|
|
|
|
|
Catalent, Inc. (1)(2) |
440 |
|
28,912 |
|
|
Centene Corp. (2) |
11,071 |
|
699,798 |
|
|
Charles River Laboratories International, Inc. (2) |
125 |
|
25,228 |
|
|
DaVita, Inc. (2) |
1,835 |
|
148,837 |
|
|
Elevance Health, Inc. |
672 |
|
308,992 |
|
|
HCA Healthcare, Inc. |
5,593 |
|
1,474,762 |
|
|
Humana, Inc. (1) |
350 |
|
169,911 |
|
|
IQVIA Holdings, Inc. (2) |
460 |
|
91,489 |
|
|
Laboratory Corp. of America Holdings |
250 |
|
57,355 |
|
|
Molina Healthcare, Inc. (2) |
1,169 |
|
312,696 |
|
|
Quest Diagnostics, Inc. |
311 |
|
44,000 |
|
|
UnitedHealth Group, Inc. |
2,628 |
|
1,241,967 |
|
|
Universal Health Services, Inc. - Class D |
1,417 |
|
180,101 |
|
|
|
|
4,784,048 |
||
|
|
Shares |
|
Value |
|
|
Common Stocks — 99.8% (Continued) |
|
|
| |
|
|
|
|
|
|
|
Home Builders — 0.1% |
|
|
|
|
|
D.R. Horton, Inc. (1) |
847 |
|
$82,743 |
|
|
Lennar Corp. - Class A (1) |
2,364 |
|
248,480 |
|
|
NVR, Inc. (2) |
9 |
|
50,150 |
|
|
PulteGroup, Inc. |
578 |
|
33,686 |
|
|
|
|
|
415,059 |
|
|
Home Furnishings — 0.0% (4) |
|
|
|
|
|
Whirlpool Corp. (1) |
152 |
|
20,067 |
|
|
|
|
|
|
|
|
Household Products & Wares — 0.4% |
| |||
|
Avery Dennison Corp. |
228 |
|
40,796 |
|
|
Church & Dwight Co., Inc. |
622 |
|
54,991 |
|
|
The Clorox Co. (1) |
302 |
|
47,789 |
|
|
Kimberly-Clark Corp. |
6,788 |
|
911,085 |
|
|
|
|
|
1,054,661 |
|
|
Housewares — 0.0% (4) |
|
|
|
|
|
Newell Brands, Inc. (1) |
1,127 |
|
14,020 |
|
|
|
|
|
|
|
|
Insurance — 3.9% |
|
|
|
|
|
Aflac, Inc. |
1,649 |
|
106,393 |
|
|
The Allstate Corp. |
716 |
|
79,340 |
|
|
American International Group, Inc. |
2,058 |
|
103,641 |
|
|
Aon PLC |
582 |
|
183,499 |
|
|
Arch Capital Group Ltd. (2) |
7,413 |
|
503,120 |
|
|
Arthur J Gallagher & Co. |
565 |
|
108,090 |
|
|
Assurant, Inc. |
140 |
|
16,810 |
|
|
Berkshire Hathaway, Inc. - |
21,896 |
|
6,760,828 |
|
|
Brown & Brown, Inc. |
5,702 |
|
327,409 |
|
|
Chubb Ltd. |
1,141 |
|
221,559 |
|
|
Cincinnati Financial Corp. |
3,160 |
|
354,173 |
|
|
Everest Re Group Ltd. |
130 |
|
46,543 |
|
|
Globe Life, Inc. |
327 |
|
35,977 |
|
|
The Hartford Financial Services Group, Inc. |
809 |
|
56,379 |
|
|
Lincoln National Corp. |
421 |
|
9,460 |
|
|
Loews Corp. |
4,671 |
|
271,011 |
|
|
Marsh &
McLennan Companies, Inc. 7,131 |
|
1,187,668 |
| |
|
MetLife, Inc. |
5,273 |
|
305,518 |
|
|
Principal Financial Group, Inc. |
607 |
|
45,112 |
|
|
The Progressive Corp. |
1,430 |
|
204,576 |
|
|
Prudential Financial, Inc. |
911 |
|
75,376 |
|
|
The Travelers Companies, Inc. |
620 |
|
106,274 |
|
|
W.R. Berkley Corp. |
746 |
|
46,446 |
|
|
Willis Towers Watson PLC |
2,147 |
|
498,920 |
|
|
|
|
|
11,654,122 |
|
|
SCHEDULE OF INVESTMENTS at March 31, 2023 (Unaudited) (Continued) |
Gotham Enhanced 500 ETF
|
6 |
The accompanying notes are an integral part of these financial statements.
|
|
Shares |
|
Value |
|
|
Common Stocks — 99.8% (Continued) |
|
|
| |
|
|
|
|
|
|
|
Internet — 10.8% |
|
|
|
|
|
Alphabet, Inc. - Class A (2) |
114,479 |
|
$11,874,907 |
|
|
Amazon.com, Inc. (2) |
98,862 |
|
10,211,456 |
|
|
Booking Holdings, Inc. (2) |
606 |
|
1,607,361 |
|
|
CDW Corp. |
891 |
|
173,647 |
|
|
eBay, Inc. |
12,982 |
|
576,011 |
|
|
Etsy, Inc. (2) |
319 |
|
35,514 |
|
|
Expedia Group, Inc. - Class A (2) |
3,182 |
|
308,750 |
|
|
F5, Inc. (2) |
1,208 |
|
175,994 |
|
|
Gen Digital, Inc. |
12,834 |
|
220,231 |
|
|
Match Group, Inc. (2) |
2,055 |
|
78,891 |
|
|
Meta Platforms, Inc. - Class A (2) |
25,293 |
|
5,360,598 |
|
|
Netflix, Inc. (2) |
3,577 |
|
1,235,782 |
|
|
VeriSign, Inc. (2) |
306 |
|
64,667 |
|
|
|
|
|
31,923,809 |
|
|
Iron & Steel — 0.5% |
|
|
|
|
|
Nucor Corp. (1) |
6,113 |
|
944,275 |
|
|
Steel Dynamics, Inc. (1) |
3,549 |
|
401,250 |
|
|
|
|
|
1,345,525 |
|
|
Leisure Time — 0.0% (4) |
|
|
|
|
|
Carnival Corp. (1)(2) |
3,061 |
|
31,069 |
|
|
Norwegian Cruise Line Holdings Ltd. (1)(2) |
1,072 |
|
14,419 |
|
|
Royal Caribbean Cruises Ltd. (1)(2) |
658 |
|
42,967 |
|
|
|
|
|
88,455 |
|