NPORT-P
    false
    
      
      
        
          0001424958
          XXXXXXXX
        
      
      
      
      
        S000029338
        C000090181
      
      
      
    
  
  
    
      Direxion Shares ETF Trust
      811-22201
      0001424958
      549300M501IVJM50FG12
      1301 Avenue of the Americas (6th Avenue)
      28th Floor
      New York
      
      10019
      646-572-3390
      Direxion Daily Gold Miners Index Bull 2X Shares
      S000029338
      549300MB9DTLS8R65137
      2021-10-31
      2021-07-31
      N
    
    
      933012487.850000000000
      19298097.410000000000
      913714390.440000000000
      0.000000000000
      0.000000000000
      0.000000000000
      0.000000000000
      0.000000000000
      0.000000000000
      0.000000000000
      0.000000000000
      0.000000000000
      0.000000000000
      0.000000000000
      0.000000000000
      0.000000000000
      0.000000000000
      N
      
        
          
        
        
          
            
            
            
            
              
              
              
            
          
        
        
        
        
      
      
      
      
      
      
    
    
      
        N/A
        54930031TORTKAM9TJ98
        VANECK GOLD MINERS
        92189F106
        
          
          
        
        12475158.00
        NS
        USD
        435632517.36
        47.6770993122
        Long
        EC
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        N/A
        N/A
        VANECK VECTORS GOLD MINERS ETF SWAP
        N/A
        
          
        
        1
        NC
        USD
        270794.93
        0.0296367150
        N/A
        DE
        
        US
        N
        
        2
        
          
            
              Credit Suisse International
              E58DKGMJYYYJLN8C3868
            
            
              
                N/A
                GDX
              
            
            Y
            
              
                
              
            
            
              
                
              
            
            2021-12-07
            0.000000000000
            USD
            0.000000000000
            USD
            12582129.96
            USD
            270794.93
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        VANECK VECTORS GOLD MINERS ETF SWAP
        N/A
        
          
        
        1
        NC
        USD
        -4968821.29
        -0.5438046442
        N/A
        DE
        
        US
        N
        
        2
        
          
            
              BNP Paribas
              R0MUWSFPU8MPRO8K5P83
            
            
              
                N/A
                GDX
              
            
            Y
            
              
                
              
            
            
              
                
              
            
            2021-12-06
            0.000000000000
            USD
            0.000000000000
            USD
            339092126.64
            USD
            -4968821.29
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        VANECK VECTORS GOLD MINERS ETF SWAP
        N/A
        
          
        
        1
        NC
        USD
        2662263.96
        0.2913671917
        N/A
        DE
        
        US
        N
        
        2
        
          
            
              Citibank National Association
              E57ODZWZ7FF32TWEFA76
            
            
              
                N/A
                GDX
              
            
            Y
            
              
                
              
            
            
              
                
              
            
            2021-12-10
            0.000000000000
            USD
            0.000000000000
            USD
            390962154.96
            USD
            2662263.96
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        VANECK VECTORS GOLD MINERS ETF SWAP
        N/A
        
          
        
        1
        NC
        USD
        442497.86
        0.0484284657
        N/A
        DE
        
        US
        N
        
        2
        
          
            
              J.P. MORGAN SECURITIES LLC.
              ZBUT11V806EZRVTWT807
            
            
              
                N/A
                GDX
              
            
            Y
            
              
                
              
            
            
              
                
              
            
            2021-12-08
            0.000000000000
            USD
            0.000000000000
            USD
            142676974.08
            USD
            442497.86
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        VANECK VECTORS GOLD MINERS ETF SWAP
        N/A
        
          
        
        1
        NC
        USD
        -3749113.97
        -0.4103157408
        N/A
        DE
        
        US
        N
        
        2
        
          
            
              Bank of America N.A. (formerly Merrill Lynch)
              B4TYDEB6GKMZO031MB27
            
            
              
                N/A
                GDX
              
            
            Y
            
              
                
              
            
            
              
                
              
            
            2021-12-09
            0.000000000000
            USD
            0.000000000000
            USD
            228637931.76
            USD
            -3749113.97
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        VANECK VECTORS GOLD MINERS ETF SWAP
        N/A
        
          
        
        1
        NC
        USD
        -584601.98
        -0.0639808222
        N/A
        DE
        
        US
        N
        
        2
        
          
            
              UBS AG
              BFM8T61CT2L1QCEMIK50
            
            
              
                N/A
                GDX
              
            
            Y
            
              
                
              
            
            
              
                
              
            
            2021-12-10
            0.000000000000
            USD
            0.000000000000
            USD
            285960962.52
            USD
            -584601.98
          
        
        
          N
          N
          N
        
      
      
        DREYFUS GOVERNMENT CASH MANAGEMENT
        N/A
        DREYFUS GOV'T CASH MGMT -INSTITUTIONAL CUSIP 262006208 DGCXX (#289)
        N/A
        
          
        
        365021957.70
        PA
        USD
        365021957.70
        39.9492403227
        Long
        STIV
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        GOLDMAN FINANCIAL
        549300DAH6N80PM31E83
        GOLDMAN FINL SQ TRSRY INST 506
        N/A
        
          
        
        138382321.20
        PA
        USD
        138382321.20
        15.1450302904
        Long
        STIV
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
    
    
      2021-09-27
      Direxion Shares ETF Trust
      Patrick Rudnick
      Patrick Rudnick
      Principal Executive Officer, Principal Financial Officer
    
  
  XXXX




HTML

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  
     

 

 

 
   TOTAL SHORT TERM INVESTMENTS (Cost $166,014,504)    $ 166,014,504  
     

 

 

 
   TOTAL INVESTMENTS (Cost $166,014,504) - 77.7%    $ 166,014,504  
   Other Assets in Excess of Liabilities - 22.3% (b)      47,595,615  
     

 

 

 
   TOTAL NET ASSETS - 100.0%    $ 213,610,119  
     

 

 

 

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  
        

 

 

    

 

 

   

 

 

 
         $ 161,607,355      $ (1,246,700   $ 12,249,020  
        

 

 

    

 

 

   

 

 

 


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  
     

 

 

 

Ambulatory Health Care Services - 4.8%

  

5,297

  

1Life Healthcare, Inc. (a)

     143,231  

9,317

  

MEDNAX, Inc. (a)

     271,311  
     

 

 

 
        414,542  
     

 

 

 

Amusement, Gambling, and Recreation Industries - 4.6%

  

12,269

  

Nautilus, Inc. (a)

     177,287  

1,231

  

The Walt Disney Co. (a)

     216,681  
     

 

 

 
        393,968  
     

 

 

 

Broadcasting (except Internet) - 3.0%

  

4,403

  

Comcast Corp. Class A

     259,028  
     

 

 

 

Chemical Manufacturing - 1.7%

  

14,513

  

LifeMD, Inc. (a)(b)

     142,373  
     

 

 

 

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  
     

 

 

 
        986,255  
     

 

 

 

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  
     

 

 

 
        1,039,655  
     

 

 

 

Insurance Carriers and Related Activities - 2.6%

  

4,247

  

eHealth, Inc. (a)

     220,886  
     

 

 

 

Miscellaneous Manufacturing - 4.8%

  

2,189

  

Peloton Interactive, Inc. (a)

     258,411  

21,701

  

SmileDirectClub, Inc. (a)(b)

     153,209  
     

 

 

 
        411,620  
     

 

 

 

Motion Picture and Sound Recording Industries - 5.4%

  

455

  

Netflix, Inc. (a)

     235,494  

1,314

  

Take-Two Interactive Software, Inc. (a)

     227,874  
     

 

 

 
        463,368  
     

 

 

 

Nonstore Retailers - 3.1%

  

79

  

Amazon.com, Inc. (a)

     262,880  
     

 

 

 

Other Information Services - 5.5%

  

2,638

  

Chegg, Inc. (a)

     233,806  

3,339

  

Twitter, Inc. (a)

     232,895  
     

 

 

 
        466,701  
     

 

 

 

Performing Arts, Spectator Sports, and Related Industries - 5.5%

  

2,526

  

Activision Blizzard, Inc.

     211,224  

1,777

  

Electronic Arts, Inc.

     255,817  
     

 

 

 
        467,041  
     

 

 

 

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  
     

 

 

 
        1,143,165  
     

 

 

 

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  
     

 

 

 
        929,339  
     

 

 

 

Specialty Trade Contractors - 2.6%

  

2,206

  

NetEase.com, Inc. ADR (China)

     225,475  
     

 

 

 

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  
     

 

 

 
  

TOTAL COMMON STOCKS (Cost $8,371,735)

   $ 8,543,639  
     

 

 

 

SHORT TERM INVESTMENTS - 0.3%

  

Money Market Funds - 0.3%

  

26,880

   Dreyfus Government Cash Management Institutional Shares, 0.03% (c)(d)    $ 26,880  
     

 

 

 
   TOTAL SHORT TERM INVESTMENTS (Cost $26,880)    $ 26,880  
     

 

 

 
   TOTAL INVESTMENTS (Cost $8,398,615) - 100.2%    $ 8,570,519  
   Liabilities in Excess of Other Assets - (0.2)%      (14,548
     

 

 

 
   TOTAL NET ASSETS - 100.0%    $ 8,555,971  
     

 

 

 

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  
     

 

 

 
   TOTAL INVESTMENT COMPANIES (Cost $4,077,872)    $ 5,543,755  
     

 

 

 
   TOTAL INVESTMENTS (Cost $4,077,872) - 95.5%    $ 5,543,755  
   Other Assets in Excess of Liabilities - 4.5% (b)      261,694  
     

 

 

 
   TOTAL NET ASSETS - 100.0%    $ 5,805,449  
     

 

 

 

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) 

$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
be Paid at Termination

  

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  
              

 

 

    

 

 

 

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
        

 

 

    

 

 

    

 

 

 


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  
     

 

 

 
        173,555  
     

 

 

 

Ambulatory Health Care Services - 4.3%

  

2,545

  

Novocure Ltd. ADR (Israel) (a)

     391,955  
     

 

 

 

Apparel Manufacturing - 3.7%

  

9,875

  

Gildan Activewear Inc. ADR (Canada)

     340,589  
     

 

 

 

Beverage and Tobacco Product Manufacturing - 0.4%

  

652

  

MGP Ingredients, Inc.

     38,892  
     

 

 

 

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  
     

 

 

 
        666,308  
     

 

 

 

Computer and Electronic Product Manufacturing - 2.4%

  

1,754

  

Ambarella Inc. (a)

     172,751  

1,106

  

IMPINJ, Inc. (a)

     50,876  
     

 

 

 
        223,627  
     

 

 

 

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  
     

 

 

 
        1,625,090  
     

 

 

 

Data Processing, Hosting and Related Services - 6.2%

  

10,181

  

Pagseguro Digital Ltd ADR (Brazil) (a)

     564,435  
     

 

 

 

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  
     

 

 

 
        352,131  
     

 

 

 

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  
     

 

 

 

Food Manufacturing - 1.3%

  

753

  

J&J Snack Foods Corp.

     123,778  
     

 

 

 

Food Services and Drinking Places - 1.5%

  

3,585

  

Yelp, Inc. (a)

     134,079  
     

 

 

 

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  
     

 

 

 
        1,371,432  
     

 

 

 

Leather and Allied Product Manufacturing - 1.9%

  

3,945

  

Steven Madden Ltd.

     172,909  
     

 

 

 

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  
     

 

 

 
        220,373  
     

 

 

 

Merchant Wholesalers, Nondurable Goods - 1.0%

  

2,239

  

Core-Mark Holding Co., Inc.

     96,367  
     

 

 

 

Miscellaneous Manufacturing - 1.2%

  

726

  

Anika Therapeutics, Inc. (a)

     29,135  

981

  

Inogen Inc. (a)

     78,254  
     

 

 

 
        107,389  
     

 

 

 

Oil and Gas Extraction - 0.5%

  

2,194

  

Brigham Minerals Inc.

     43,090  
     

 

 

 

Primary Metal Manufacturing - 3.7%

  

788

  

Kaiser Aluminum Corp.

     95,884  

11,834

  

Tenaris S.A. ADR (Luxembourg)

     241,887  
     

 

 

 
        337,771  
     

 

 

 

Professional, Scientific, and Technical Services - 6.1%

  

4,387

  

Exact Sciences Corp. (a)

     473,094  

6,573

  

MOMO, Inc. ADR (China)

     81,440  
     

 

 

 
        554,534  
     

 

 

 

Rental and Leasing Services - 2.2%

  

3,382

  

PROG Holdings, Inc

     148,030  

1,705

  

The Aaron’s Company, Inc

     49,223  
     

 

 

 
        197,253  
     

 

 

 

Specialty Trade Contractors - 3.6%

  

2,722

  

EMCOR Group, Inc.

     331,567  
     

 

 

 

Support Activities for Mining - 2.0%

  

5,288

  

Helmerich & Payne, Inc.

     151,607  

3,816

  

ProPetro Holding Corp. (a)

     28,811  
     

 

 

 
        180,418  
     

 

 

 

Transportation Equipment Manufacturing - 3.1%

  

2,129

  

HEICO Corp. Class A

     287,947  
     

 

 

 
  

TOTAL COMMON STOCKS (Cost $7,711,326)

   $ 9,143,583  
     

 

 

 


SHORT TERM INVESTMENTS - 0.2%

  

Money Market Funds - 0.2%

  

18,331

  

Dreyfus Government Cash Management Institutional Shares, 0.03% (b)

   $ 18,331  
     

 

 

 

                

   TOTAL SHORT TERM INVESTMENTS (Cost $18,331)    $ 18,331  
     

 

 

 
   TOTAL INVESTMENTS (Cost $7,729,657) - 100.0%    $ 9,161,914  
   Liabilities in Excess of Other Assets - (0.0)% ()      (2,756
     

 

 

 
   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  
     

 

 

 

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  
     

 

 

 
        3,820,308  
     

 

 

 
  

TOTAL COMMON STOCKS (Cost $3,978,417)

   $ 3,837,438  
     

 

 

 

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  
     

 

 

 
  

TOTAL INVESTMENT COMPANIES (Cost $9,221,489)

   $ 9,746,184  
     

 

 

 

SHORT TERM INVESTMENTS - 2.2%

  

Money Market Funds - 2.2%

  

324,986

  

Dreyfus Government Cash Management Institutional Shares, 0.03% (c)

   $ 324,986  
     

 

 

 
   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  
        

 

 

    

 

 

   

 

 

 


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
at Termination

  

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
at Termination

  

Terms of Payments to be Paid
at Termination

  

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
Paid at Termination

   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%