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Name | Symbol | Market | Type |
---|---|---|---|
SP Funds S&P 500 Sharia Industry Exclusions ETF | AMEX:SPUS | AMEX | Exchange Traded Fund |
Price Change | % Change | Price | High Price | Low Price | Open Price | Traded | Last Trade | |
---|---|---|---|---|---|---|---|---|
-0.04 | -0.10% | 40.76 | 41.04 | 40.39 | 40.85 | 100,482 | 21:29:21 |
AWARE ULTRA-SHORT DURATION ENHANCED INCOME ETF
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SCHEDULE OF INVESTMENTS at February 29, 2020 (Unaudited)
|
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Principal Amount
|
|
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Value
|
|
ASSET BACKED SECURITIES: 12.0%
|
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Edsouth Indenture No. 5, LLC, Series 2014-1, Class A
|
||||
$ 488,847
|
2.327% (1 Month LIBOR USD + 0.700%), 2/25/39 1
|
$
|
484,358
|
|
Home Partners of America Trust, Series 2017-1, Class A
|
||||
2,688,110
|
2.476% (1 Month LIBOR USD + 0.817%), 7/17/34 1
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2,682,939
|
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Home Partners of America Trust, Series 2018-1, Class A
|
||||
8,141,040
|
2.559% (1 Month LIBOR USD + 0.900%), 7/17/37 1
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8,132,977
|
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Invitation Homes Trust, Series 2017-SFR2, Class A
|
||||
1,848,701
|
2.509% (1 Month LIBOR USD + 0.850%), 12/17/36 1
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1,841,576
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Invitation Homes Trust, Series 2017-SFR2, Class B
|
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4,600,000
|
2.809% (1 Month LIBOR USD + 1.150%), 12/17/36 1
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4,597,642
|
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Invitation Homes Trust, Series 2018-SFR2, Class D
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2,292,000
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3.109% (1 Month LIBOR USD + 1.450%), 6/17/37 1
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2,278,330
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Invitation Homes Trust, Series 2018-SFR3, Class A
|
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4,693,074
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2.659% (1 Month LIBOR USD + 1.000%), 7/17/37 1
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4,701,510
|
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Invitation Homes Trust, Series 2018-SFR3, Class B
|
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3,500,000
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2.809% (1 Month LIBOR USD + 1.150%), 7/17/37 1
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3,506,336
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Invitation Homes Trust, Series 2018-SFR4, Class A
|
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3,554,480
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2.759% (1 Month LIBOR USD + 1.100%), 1/17/38 1
|
3,565,027
|
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Invitation Homes Trust, Series 2018-SFR4, Class C
|
||||
5,000,000
|
3.059% (1 Month LIBOR USD + 1.400%), 1/17/38 1
|
4,981,164
|
||
Mill City Mortgage Loan Trust, Series 2016-1, Class B2
|
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500,000
|
3.923%, 4/25/57 1
|
545,119
|
||
Progress Residential Trust, Series 2018-SFR2, Class A
|
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225,000
|
3.712%, 8/17/35
|
231,213
|
||
SLM Student Loan Trust, Series 2005-5, Class A5
|
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221,000
|
2.544% (3 Month LIBOR USD + 0.750%), 10/25/40 1
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213,540
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SMB Private Education Loan Trust, Series 2014-A, Class A3
|
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790,000
|
3.158% (1 Month LIBOR USD + 1.500%), 4/15/32 1
|
802,242
|
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SoFi Professional Loan Program, LLC, Series 2015-B, Class A1
|
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142,895
|
2.677% (1 Month LIBOR USD + 1.050%), 4/25/35 1
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143,523
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||
Starwood Waypoint Homes Trust, Series 2017-1, Class A
|
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719,008
|
2.609% (1 Month LIBOR USD + 0.950%), 1/17/35 1
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719,952
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Towd Point Mortgage Trust, Series 2017-1, Class B2
|
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2,000,000
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3.970%, 10/25/56 1
|
2,154,862
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Towd Point Mortgage Trust, Series 2017-2, Class A4
|
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1,166,939
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2.964%, 4/25/57
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1,203,923
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Towd Point Mortgage Trust, Series 2017-3, Class A4
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1,263,013
|
2.872%, 7/25/57 1
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1,300,205
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Towd Point Mortgage Trust, Series 2018-5, Class A1B
|
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500,000
|
3.250%, 7/25/58 1
|
546,658
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||
Towd Point Mortgage Trust, Series 2018-6, Class A1B
|
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4,300,000
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3.750%, 3/25/58 1
|
4,686,818
|
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Towd Point Mortgage Trust, Series 2019-HY2, Class A1
|
||||
1,747,376
|
2.627% (1 Month LIBOR USD + 1.000%), 5/25/58 1
|
1,761,785
|
||
TOTAL ASSET BACKED SECURITIES
|
||||
(Cost $51,082,162)
|
51,081,699
|
|||
COLLATERALIZED LOAN OBLIGATIONS: 7.9%
|
||||
Anchorage Capital CLO Ltd., Series 2015-7A, Class AR
|
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2,990,695
|
2.791% (3 Month LIBOR USD + 0.960%), 10/15/27 1
|
2,987,948
|
||
Carlyle Global Market Strategies CLO Ltd., Series 2015-1A, Class AR2
|
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1,000,000
|
3.019% (3 Month LIBOR USD + 1.200%), 7/20/31 1
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1,002,047
|
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CBAM Ltd., Series 2018-5A, Class B1
|
||||
5,245,000
|
3.236% (3 Month LIBOR USD + 1.400%), 4/17/31 1
|
5,179,888
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||
CIFC Funding Ltd., Series 2017-3A, Class A2
|
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5,000,000
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3.619% (3 Month LIBOR USD + 1.800%), 7/20/30 1
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5,005,711
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||
Crown Point CLO Ltd., Series 2015-3A, Class A2R
|
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2,000,000
|
3.281% (3 Month LIBOR USD + 1.450%), 12/31/27 1
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1,996,032
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||
Dryden CLO Ltd., Series 2018-64A, Class B
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5,950,000
|
3.219% (3 Month LIBOR USD + 1.400%), 4/18/31 1
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5,925,975
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Dryden Senior Loan Fund, Series 2014-36A, Class AR2
|
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500,000
|
3.111% (3 Month LIBOR USD + 1.280%), 4/15/29 1
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500,736
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Dryden Senior Loan Fund, Series 2015-38A, Class BR
|
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3,000,000
|
3.481% (3 Month LIBOR USD + 1.650%), 7/15/30 1
|
3,003,554
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Madison Park Funding Ltd., Series 2014-15A, Class A2R
|
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1,250,000
|
3.294% (3 Month LIBOR USD + 1.500%), 1/27/26 1
|
1,252,495
|
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Madison Park Funding Ltd., Series 2015-17A, Class AR
|
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1,750,000
|
3.039% (3 Month LIBOR USD + 1.220%), 7/21/30 1
|
1,752,625
|
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Magnetite Ltd., Series 2019-24A, Class B
|
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1,500,000
|
3.757% (3 Month LIBOR USD + 1.850%), 1/15/33 1
|
1,515,657
|
||
NZCG Funding Ltd., Series 2015-1A, Class A2R
|
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400,000
|
3.197% (3 Month LIBOR USD + 1.550%), 2/26/31 1
|
394,699
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Romark CLO Ltd., Series 2019-3A, Class A1
|
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2,005,000
|
3.201% (3 Month LIBOR USD + 1.370%), 7/15/32 1
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2,003,924
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Tralee CLO Ltd., Series 2017-4A, Class B
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475,000
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3.469% (3 Month LIBOR USD + 1.650%), 1/20/30 1
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470,492
|
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Venture CLO Ltd., Series 2013-14A, Class CRR
|
||||
750,000
|
3.863% (3 Month LIBOR USD + 2.250%), 8/28/29 1
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742,275
|
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TOTAL COLLATERALIZED LOAN OBLIGATIONS
|
||||
(Cost $33,797,784)
|
33,734,058
|
|||
COLLATERALIZED MORTGAGE OBLIGATIONS: 5.4%
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||||
Fannie Mae Connecticut Avenue Securities, Series 2014-C04, Class 2M2
|
||||
971,520
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6.627% (1 Month LIBOR USD + 5.000%), 11/25/24 1
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1,043,602
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Fannie Mae Connecticut Avenue Securities, Series 2015-C01, Class 2M2
|
||||
1,041,131
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6.177% (1 Month LIBOR USD + 4.550%), 2/25/25 1
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1,078,309
|
||
Fannie Mae Connecticut Avenue Securities, Series 2016-C04, Class 1M2
|
||||
9,603,179
|
5.877% (1 Month LIBOR USD + 4.250%), 1/25/29 1
|
10,071,305
|
||
Fannie Mae Connecticut Avenue Securities, Series 2017-C01, Class 1M1
|
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70,508
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2.927% (1 Month LIBOR USD + 1.300%), 7/25/29 1
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70,528
|
||
Freddie Mac Structured Agency Credit Risk Debt Notes, Series 2015-DN1, Class M3
|
||||
2,564,193
|
5.777% (1 Month LIBOR USD + 4.150%), 1/25/25 1
|
2,656,508
|
||
Freddie Mac Structured Agency Credit Risk Debt Notes, Series 2015-DNA2, Class M2
|
||||
298,487
|
4.227% (1 Month LIBOR USD + 2.600%), 12/25/27 1
|
298,838
|
||
Freddie Mac Structured Agency Credit Risk Debt Notes, Series 2015-DNA3, Class M2
|
||||
422,248
|
4.477% (1 Month LIBOR USD + 2.850%), 4/25/28 1
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426,030
|
||
Freddie Mac Structured Agency Credit Risk Debt Notes, Series 2015-HQ2, Class M2
|
||||
122,935
|
3.577% (1 Month LIBOR USD + 1.950%), 5/25/25 1
|
124,133
|
||
Freddie Mac Structured Agency Credit Risk Debt Notes, Series 2015-HQA1, Class M2
|
||||
14,114
|
4.277% (1 Month LIBOR USD + 2.650%), 3/25/28 1
|
14,125
|
Freddie Mac Structured Agency Credit Risk Debt Notes, Series 2016-DNA3, Class M2
|
||||
167,159
|
3.627% (1 Month LIBOR USD + 2.000%), 12/25/28 1
|
167,255
|
||
Freddie Mac Structured Agency Credit Risk Debt Notes, Series 2016-HQA1, Class M2
|
||||
155,171
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4.377% (1 Month LIBOR USD + 2.750%), 9/25/28 1
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155,328
|
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GS Mortgage-Backed Securities Corp. Trust, Series 2019-PJ3, Class A6
|
||||
1,052,853
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3.500%, 3/25/50 1
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1,080,819
|
||
JP Morgan Mortgage Trust, Series 2019-3, Class A11
|
||||
1,552,083
|
2.577% (1 Month LIBOR USD + 0.950%), 9/25/49 1
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1,556,596
|
||
JP Morgan Mortgage Trust, Series 2019-5, Class A4
|
||||
808,358
|
4.000%, 11/25/49 1
|
821,259
|
||
New Residential Mortgage Loan Trust, Series 2017-5A, Class A1
|
||||
993,798
|
3.127% (1 Month LIBOR USD + 1.500%), 6/25/57 1
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1,013,003
|
||
Sequoia Mortgage Trust, Series 2018-CH1, Class A1
|
||||
1,258,259
|
4.000%, 2/25/48 1
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1,296,878
|
||
Sequoia Mortgage Trust, Series 2018-CH1, Class A19
|
||||
1,094,138
|
4.000%, 2/25/48 1
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1,127,028
|
||
TOTAL COLLATERALIZED MORTGAGE OBLIGATIONS
|
||||
(Cost $23,111,207)
|
23,001,544
|
|||
CORPORATE BONDS: 53.4%
|
||||
Aerospace & Defense: 0.1%
|
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L3Harris Technologies, Inc.
|
||||
250,000
|
2.250% (3 Month LIBOR USD + 0.480%), 4/30/20 1
|
250,152
|
||
Agriculture: 1.4%
|
||||
Bunge Ltd. Finance Corp.
|
||||
3,632,000
|
3.000%, 9/25/22
|
3,751,377
|
||
Viterra, Inc.
|
||||
2,000,000
|
5.950%, 8/1/20
|
2,033,956
|
||
5,785,333
|
||||
Auto Manufacturers: 7.1%
|
||||
Ford Motor Credit Co., LLC
|
||||
1,558,000
|
3.157%, 8/4/20
|
1,563,876
|
||
902,000
|
2.865% (3 Month LIBOR USD + 0.930%), 9/24/20 1
|
902,429
|
||
1,000,000
|
3.200%, 1/15/21
|
1,006,726
|
||
900,000
|
2.728% (3 Month LIBOR USD + 0.880%), 10/12/21 1
|
890,279
|
||
General Motors Financial Co., Inc.
|
||||
4,150,000
|
3.388% (3 Month LIBOR USD + 1.550%), 1/14/22 1
|
4,198,187
|
||
6,000,000
|
3.271% (3 Month LIBOR USD + 1.310%), 6/30/22 1
|
6,042,933
|
||
2,318,000
|
2.890% (3 Month LIBOR USD + 0.990%), 1/5/23 1
|
2,309,920
|
||
Harley-Davidson Financial Services, Inc.
|
||||
820,000
|
2.400%, 6/15/20
|
821,086
|
||
130,000
|
2.850%, 1/15/21
|
131,302
|
||
5,000,000
|
3.550%, 5/21/21
|
5,114,994
|
||
Hyundai Capital America
|
||||
1,031,000
|
2.750%, 9/18/20
|
1,037,214
|
||
288,000
|
3.000%, 10/30/20
|
290,475
|
||
Nissan Motor Acceptance Corp.
|
||||
1,000,000
|
2.125%, 3/3/20
|
1,000,000
|
||
1,850,000
|
2.150%, 7/13/20
|
1,853,196
|
||
1,440,000
|
2.651% (3 Month LIBOR USD + 0.690%), 9/28/22 1
|
1,438,269
|
||
Volkswagen Group of America Finance, LLC
|
||||
490,000
|
2.400%, 5/22/20
|
490,959
|
||
1,000,000
|
2.653% (3 Month LIBOR USD + 0.940%), 11/12/21 1
|
1,010,256
|
||
30,102,101
|
UBS Group AG
|
||||
450,000
|
3.375% (3 Month LIBOR USD + 1.440%), 9/24/20 1
|
453,459
|
||
740,000
|
2.903% (3 Month LIBOR USD + 1.220%), 5/23/23 1
|
752,343
|
||
Wells Fargo & Co.
|
||||
3,000,000
|
3.007% (3 Month LIBOR USD + 1.230%), 10/31/23 1
|
3,042,588
|
||
Wells Fargo Bank N.A.
|
||||
600,000
|
3.325% (3 Month LIBOR USD + 0.490%), 7/23/21 1,2
|
604,091
|
||
1,150,000
|
2.082% (3 Month LIBOR USD + 0.650%), 9/9/22 1,2
|
1,158,868
|
||
79,058,306
|
||||
Chemicals: 0.3%
|
||||
Celanese US Holdings, LLC
|
||||
400,000
|
5.875%, 6/15/21
|
420,996
|
||
LyondellBasell Industries NV
|
||||
750,000
|
6.000%, 11/15/21
|
798,721
|
||
Monsanto Co.
|
||||
204,000
|
2.750%, 7/15/21
|
206,137
|
||
1,425,854
|
||||
Computers: 2.0%
|
||||
Dell International LLC / EMC Corp.
|
||||
5,000,000
|
4.420%, 6/15/21
|
5,152,538
|
||
3,000,000
|
5.450%, 6/15/23
|
3,309,412
|
||
HP, Inc.
|
||||
210,000
|
4.375%, 9/15/21
|
218,338
|
||
8,680,288
|
||||
Diversified Financial Services: 3.8%
|
||||
Ally Financial, Inc.
|
||||
8,800,000
|
4.125%, 3/30/20
|
8,826,488
|
||
1,000,000
|
4.250%, 4/15/21
|
1,023,070
|
||
GE Capital International Funding Co. Unlimited Co.
|
||||
5,500,000
|
2.342%, 11/15/20
|
5,515,605
|
||
Mitsubishi UFJ Lease & Finance Co. Ltd.
|
||||
360,000
|
2.500%, 3/9/20
|
360,071
|
||
500,000
|
2.250%, 9/7/21
|
504,251
|
||
16,229,485
|
||||
Electric: 1.7%
|
||||
Edison International
|
||||
1,979,000
|
2.125%, 4/15/20
|
1,979,209
|
||
5,000,000
|
2.400%, 9/15/22
|
5,073,876
|
||
7,053,085
|
||||
Forest Products & Paper: 0.2%
|
||||
Georgia-Pacific, LLC
|
||||
750,000
|
5.400%, 11/1/20
|
767,717
|
||
Insurance: 2.4%
|
||||
AEGON Funding Co., LLC
|
||||
1,720,000
|
5.750%, 12/15/20
|
1,774,966
|
||
MetLife, Inc.
|
||||
7,571,000
|
5.250% (3 Month LIBOR USD + 3.575%), 6/15/20 1,2,3
|
7,575,732
|
||
Metropolitan Life Global Funding I
|
||||
300,000
|
2.150% (SOFR + 0.570%), 9/7/20 1
|
300,549
|
||
Protective Life Global Funding
|
||||
463,000
|
3.397%, 6/28/21
|
475,043
|
||
10,126,290
|
1
|
Variable rate security; rate shown is the rate in effect on February 29, 2020. An index may have a negative rate. Interest rate may also be subject to a ceiling or
floor.
|
2
|
Fixed-to-variable or fixed-to-float bond; rate shown is the rate in effect on February 29, 2020. An index may have a negative rate. Interest rate may also be subject to
a ceiling or floor.
|
3
|
Perpetual call date security. Date shown is next call date.
|
4
|
Rate represents the annualized effective yield to maturity from the purchase price.
|
5
|
Zero coupon security.
|
6
|
The rate quoted is the annualized seven-day effective yield as of February 29, 2020.
|
Summary of Fair Value Exposure at February 29, 2020 (Unaudited)
|
||||
The Aware Ultra-Short Duration Enhanced Income ETF (the “Fund”) utilizes various methods to measure the fair value of its investments on a recurring basis. U.S. GAAP establishes a hierarchy that prioritizes
inputs to valuation methods. The three levels of inputs are:
|
||||
• Level 1 — Unadjusted quoted prices in active markets for identical assets or liabilities that the Fund has the ability to access.
• Level 2 — Observable inputs other than quoted prices included in Level 1 that are observable for the asset or liability, either directly or indirectly. These inputs may include quoted prices for the identical
instrument on an inactive market, prices for similar instruments, interest rates, prepayment spreads, credit risk, yield curves, default rates and similar data.
• Level 3 — Unobservable inputs for the asset or liability, to the extent relevant observable inputs are not available, representing the Fund’s own assumptions about the assumptions a market participant would
use in valuing the asset or liability, and would be based on the best information available.
|
||||
The following is a summary of the inputs used to value the Fund’s investments as of February 29, 2020.
|
(a)
|
The Registrant’s President/Principal Executive Officer and Treasurer/Principal Financial Officer have concluded that the Registrant’s disclosure controls and procedures (as defined in Rule 30a-3(c) under the Investment Company Act of
1940 (the “1940 Act”)) (17 CFR 270.30a-3(c)) are effective as of a date within 90 days of the filing date of the report that includes the disclosure required by this paragraph, based on the evaluation of these controls and
procedures required by Rule 30a-3(b) under the 1940 Act (17 CFR 270.30a-3(b)) and Rule 13a-15(b) or Rule 15d‑15(b) under the Securities Exchange Act of 1934, as amended (17 CFR 240.13a-15(b) or 240.15d-15(d)).
|
(b)
|
There were no changes in the Registrant’s internal control over financial reporting (as defined in Rule 30a-3(d) under the 1940 Act) (17 CFR 270.30a-3(d)) that occurred during the Registrant’s last fiscal quarter that have
materially affected, or are reasonably likely to materially affect, the Registrant’s internal control over financial reporting.
|
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