Direxion Auspice Broad Commodity Strategy ETF (Consolidated)
Schedule of Investments (Unaudited)
January 31, 2023
Shares |
Fair Value | |||||
SHORT TERM INVESTMENTS - 95.9% |
||||||
Money Market Funds - 95.9% |
||||||
272,048,243 | Dreyfus Government Cash Management Institutional Shares, 4.23% (a) |
$ | 272,048,243 | |||
|
|
|||||
TOTAL SHORT TERM INVESTMENTS (Cost $272,048,243) |
$ | 272,048,243 | ||||
|
|
|||||
TOTAL INVESTMENTS (Cost $272,048,243) - 95.9% |
$ | 272,048,243 | ||||
Other Assets in Excess of Liabilities - 4.1% (b) |
11,597,522 | |||||
|
|
|||||
TOTAL NET ASSETS - 100.0% |
$ | 283,645,765 | ||||
|
|
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 January 31, 2023. |
(b) | $9,537,042 of cash is pledged as collateral for futures contracts. |
Long Futures Contracts (Unaudited)
January 31, 2023
Reference Entity |
Expiration Date | Number of Contracts | Notional Amount | Variation Margin Receivable/ (Payable), net |
Unrealized Appreciation (Depreciation) |
|||||||||||||||
Copper |
3/29/2023 | 233 | $ | 24,616,450 | $ | 139,800 | $ | 3,347,464 | ||||||||||||
Gold |
4/26/2023 | 261 | 50,772,330 | 159,210 | (6,199 | ) | ||||||||||||||
Silver |
3/29/2023 | 177 | 21,094,860 | 91,155 | 2,283,940 | |||||||||||||||
Soybean |
5/12/2023 | 602 | 46,060,525 | 22,575 | 279,955 | |||||||||||||||
Sugar #11 |
4/28/2023 | 1,427 | 32,668,026 | 863,050 | 3,273,534 | |||||||||||||||
|
|
|
|
|
|
|||||||||||||||
$ | 175,212,191 | $ | 1,275,790 | $ | 9,178,694 | |||||||||||||||
|
|
|
|
|
|
All futures contracts held by Direxion BCS Fund Ltd.
Direxion Breakfast Commodities Strategy ETF (Consolidated)
Schedule of Investments (Unaudited)
January 31, 2023
Shares |
Fair Value | |||||||
SHORT TERM INVESTMENTS - 89.1% |
||||||||
Money Market Funds - 89.1% |
||||||||
4,881,942 | Dreyfus Government Cash Management Institutional Shares, 4.23% (a) |
$ | 4,881,942 | |||||
|
|
|||||||
TOTAL SHORT TERM INVESTMENTS (Cost $4,881,942) |
$ | 4,881,942 | ||||||
|
|
|||||||
TOTAL INVESTMENTS (Cost $4,881,942) - 89.1% |
$ | 4,881,942 | ||||||
Other Assets in Excess of Liabilities - 10.9% |
594,510 | |||||||
|
|
|||||||
TOTAL NET ASSETS - 100.0% |
$ | 5,476,452 | ||||||
|
|
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 January 31, 2023. |
(b) | $411,917 of cash is pledged as collateral for futures contracts. |
Long Futures Contracts (Unaudited)
January 31, 2023
Reference Entity |
Expiration Date |
Number of |
Notional Amount |
Variation Margin Receivable/ (Payable), net |
Unrealized Appreciation (Depreciation) |
|||||||||
Coffee C |
3/21/2023 | 5 | $340,781 | $ | 21,281 | $ | 28,275 | |||||||
Corn |
9/14/2023 | 73 | 2,210,075 | | (84,999 | ) | ||||||||
Frozen Concentrate Orange Juice |
3/13/2023 | 9 | 295,920 | 13,365 | 24,371 | |||||||||
Lean Hogs |
4/17/2023 | 20 | 691,400 | (800 | ) | (17,755 | ) | |||||||
Sugar #11 |
4/28/2023 | 30 | 686,784 | 18,144 | 64,478 | |||||||||
Wheat |
7/14/2023 | 32 | 1,234,000 | 12,400 | (94,420 | ) | ||||||||
|
|
|
|
|
||||||||||
$5,458,960 | $ | 64,390 | $ | (80,050 | ) | |||||||||
|
|
|
|
|
All futures contracts held by Direxion BKT Fund Ltd.
Direxion Hydrogen ETF
Schedule of Investments (Unaudited)
January 31, 2023
Shares |
Fair Value | |||||||
COMMON STOCKS - 99.4% |
||||||||
Chemical Manufacturing - 40.5% |
||||||||
15,090 | Air Liquide S.A. (France) |
$ | 2,393,698 | |||||
4,291 | Air Products & Chemicals, Inc. |
1,375,308 | ||||||
51,223 | Doosan Fuel Cell Co., Ltd (South Korea) (a) |
1,380,584 | ||||||
774,348 | ITM Power (United Kingdom) (a)(b) |
965,695 | ||||||
4,057 | Linde PLC (Ireland) ADR |
1,342,624 | ||||||
40,362 | McPhy Energy SAS (France) (a)(b) |
611,718 | ||||||
1,417,285 | Nel ASA (Norway) (a)(b) |
2,406,543 | ||||||
46,098 | Nippon Sanso Holdings Corp. (Japan) |
746,884 | ||||||
670,353 | PTT Global Chemical PCL (Thailand) |
1,000,148 | ||||||
|
|
|||||||
12,223,202 | ||||||||
|
|
|||||||
Computer and Electronic Product Manufacturing - 7.7% |
||||||||
92,862 | Bloom Energy Corp. |
2,315,050 | ||||||
|
|
|||||||
Electrical Equipment, Appliance, and Component Manufacturing - 13.7% |
||||||||
61,147 | Chung-Hsin Electric & Machinery Manufacturing Corp. (Taiwan) |
164,959 | ||||||
2,682 | Hyosung Heavy Industries (South Korea) (a) |
156,330 | ||||||
135,033 | Plug Power, Inc. (a)(b) |
2,298,262 | ||||||
91,432 | PowerCell Sweden AB (Sweden) (a)(b) |
1,216,497 | ||||||
5,074 | SFC Energy AG (Germany) (a) |
143,276 | ||||||
5,019 | VARTA AG (Germany) (b) |
151,643 | ||||||
|
|
|||||||
4,130,967 | ||||||||
|
|
|||||||
Merchant Wholesalers, Durable Goods - 0.5% |
||||||||
4,692 | Hyster-Yale Materials Handling, Inc. |
152,162 | ||||||
|
|
|||||||
Miscellaneous Manufacturing - 0.5% |
||||||||
57,062 | Hexagon Purus Holding AS (Norway) (a) |
149,221 | ||||||
|
|
|||||||
Oil and Gas Extraction - 20.5% |
||||||||
37,231 | BP Plc (United Kingdom) ADR |
1,348,879 | ||||||
126,906 | CIMC Enric Holdings Limited (Hong Kong) |
142,310 | ||||||
367,281 | ENEOS Holdings, Inc. (Japan) |
1,308,198 | ||||||
52,824 | Idemitsu Kosan Co., Ltd (Japan) |
1,309,988 | ||||||
35,146 | Shell Plc (United Kingdom) ADR |
2,066,936 | ||||||
|
|
|||||||
6,176,311 | ||||||||
|
|
|||||||
Primary Metal Manufacturing - 0.5% |
||||||||
21,751 | Kaori Heat Treatment Co., Ltd. (Taiwan) |
153,941 | ||||||
|
|
|||||||
Transportation Equipment Manufacturing - 4.5% |
||||||||
209,600 | Ballard Power Systems, Inc. (Canada) ADR (a)(b) |
1,368,688 | ||||||
|
|
|||||||
Utilities - 11.0% |
||||||||
1,150,595 | AFC Energy Plc (United Kingdom) (a)(b) |
294,349 | ||||||
216,106 | Ceres Power Holdings PLC (United Kingdom) (a)(b) |
1,261,869 | ||||||
358,019 | FuelCell Energy, Inc. (a) |
1,310,350 | ||||||
5,364 | Korea Gas Corp. (South Korea) |
145,226 | ||||||
16,994 | S-Fuelcell Co., Ltd (South Korea) |
304,892 | ||||||
3,316,686 | ||||||||
|
|
|||||||
TOTAL COMMON STOCKS (Cost $36,940,627) |
$ | 29,986,228 | ||||||
|
|
|||||||
SHORT TERM INVESTMENTS - 14.8% |
||||||||
Money Market Funds - 14.8% |
||||||||
4,462,265 | Dreyfus Government Cash Management Institutional Shares, 4.23% (c)(d) |
$ | 4,462,265 | |||||
|
|
|||||||
TOTAL SHORT TERM INVESTMENTS (Cost $4,462,265) |
$ | 4,462,265 | ||||||
|
|
|||||||
TOTAL INVESTMENTS (Cost $41,402,892) - 114.2% |
$ | 34,448,493 | ||||||
Liabilities in Excess of Other Assets - (14.2)% |
(4,295,035 | ) | ||||||
|
|
|||||||
TOTAL NET ASSETS - 100.0% |
$ | 30,153,458 | ||||||
|
|
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 January 31, 2023. |
(d) | All or a portion of this security represents an investment of securities lending collateral. |
ADR - American Depository Receipt
Direxion Moonshot Innovators ETF
Schedule of Investments (Unaudited)
January 31, 2023
Shares |
Fair Value | |||||||
COMMON STOCKS - 99.6% |
||||||||
Administrative and Support Services - 6.5% |
||||||||
38,300 | Bilibili, Inc. ADR (a)(b) |
$ | 957,500 | |||||
27,041 | Roblox Corp. (a) |
1,006,196 | ||||||
59,524 | SentinelOne, Inc. (a) |
898,217 | ||||||
|
|
|||||||
2,861,913 | ||||||||
|
|
|||||||
Ambulatory Health Care Services - 1.8% |
||||||||
339,474 | Invitae Corp. (a)(b) |
801,159 | ||||||
|
|
|||||||
Chemical Manufacturing - 7.7% |
||||||||
46,638 | Arcturus Therapeutics Holdings, Inc. (a) |
985,461 | ||||||
104,744 | bluebird bio, Inc. (a) |
665,124 | ||||||
89,921 | BridgeBio Pharma, Inc. (a) |
834,467 | ||||||
21,850 | Intellia Therapeutics, Inc. (a) |
927,314 | ||||||
|
|
|||||||
3,412,366 | ||||||||
|
|
|||||||
Computer and Electronic Product Manufacturing - 10.5% |
||||||||
10,892 | Ambarella Inc. ADR (a) |
978,537 | ||||||
113,779 | Indie Semiconductor, Inc. (a)(b) |
906,819 | ||||||
286,793 | MicroVision, Inc. (a)(b) |
719,850 | ||||||
383,269 | Nano Dimension Ltd. ADR (Israel) (a) |
1,057,823 | ||||||
183,905 | Vuzix Corp. (a)(b) |
958,145 | ||||||
|
|
|||||||
4,621,174 | ||||||||
|
|
|||||||
Electronics and Appliance Stores - 2.3% |
||||||||
66,223 | UiPath, Inc. (a) |
1,017,185 | ||||||
|
|
|||||||
Food Services and Drinking Places - 2.1% |
||||||||
29,097 | Yelp, Inc. (a) |
916,846 | ||||||
|
|
|||||||
Management of Companies and Enterprises - 3.4% |
||||||||
72,127 | CureVac N.V. ADR (Netherlands) (a) |
774,644 | ||||||
50,411 | EHang Holdings Ltd. ADR (a)(b) |
712,811 | ||||||
|
|
|||||||
1,487,455 | ||||||||
|
|
|||||||
Merchant Wholesalers, Nondurable Goods - 2.1% |
||||||||
178,466 | Atara Biotherapeutics, Inc. (a) |
904,823 | ||||||
|
|
|||||||
Miscellaneous Manufacturing - 1.7% |
||||||||
454,483 | Inovio Pharmaceuticals, Inc. (a) |
754,442 | ||||||
|
|
|||||||
Nonmetallic Mineral Product Manufacturing - 0.5% |
||||||||
263,276 | View, Inc. (a) |
215,886 | ||||||
|
|
|||||||
Nonstore Retailers - 2.0% |
||||||||
208,957 | Jumia Technologies AG ADR (Germany) (a) |
877,619 | ||||||
|
|
|||||||
Oil and Gas Extraction - 0.9% |
||||||||
405,710 | Meta Materials, Inc. (a) |
409,767 | ||||||
|
|
|||||||
Printing and Related Support Activities - 1.9% |
||||||||
114,722 | Fisker, Inc. (a)(b) |
854,679 | ||||||
|
|
|||||||
Professional, Scientific, and Technical Services - 19.3% |
||||||||
61,964 | Asana, Inc. (a) |
960,442 | ||||||
79,663 | Avidity Biosciences, Inc. (a) |
1,888,013 | ||||||
13,499 | Okta, Inc. (a) |
993,661 | ||||||
89,142 | Recursion Pharmaceuticals, Inc. (a) |
742,553 | ||||||
42,115 | Squarespace, Inc. (a) |
998,968 | ||||||
486,368 | TuSimple Holdings, Inc. (a) |
1,021,373 | ||||||
24,633 | Unity Software, Inc. (a) |
874,964 | ||||||
225,399 | Vimeo, Inc. (a) |
1,023,312 | ||||||
|
|
|||||||
8,503,286 | ||||||||
|
|
|||||||
Publishing Industries (except Internet) - 7.7% |
||||||||
69,413 | C3.ai, Inc. (a) |
1,377,848 | ||||||
86,721 | Fastly, Inc. (a) |
897,562 | ||||||
18,371 | Twilio, Inc. (a) |
1,099,321 | ||||||
|
|
|||||||
3,374,731 | ||||||||
|
|
|||||||
Securities, Commodity Contracts, and Other Financial Investments and Related Activities - 29.2% |
||||||||
467,548 | Aeva Technologies, Inc. (a) |
790,156 | ||||||
665,351 | Aurora Innovation, Inc. (a) |
1,210,939 | ||||||
138,159 | Benson Hill, Inc. (a) |
370,266 | ||||||
297,030 | Butterfly Network, Inc. (a)(b) |
816,833 | ||||||
469,875 | Desktop Metal, Inc. (a)(b) |
789,390 | ||||||
475,254 | Ginkgo Bioworks Holdings, Inc. Class A (a) |
926,745 | ||||||
268,699 | Hyliion Holdings Corp. (a) |
961,943 | ||||||
316,076 | Hyzon Motors, Inc. (a)(b) |
673,242 | ||||||
168,696 | Inoviz Technologies Ltd. ADR (Israel) (a) |
941,324 | ||||||
294,568 | Latch, Inc. (a) |
270,855 | ||||||
256,280 | Ouster, Inc. (a) |
366,480 | ||||||
156,336 | Planet Labs PBC (a) |
773,863 | ||||||
211,087 | Rocket Lab USA, Inc. (a) |
1,049,102 | ||||||
126,010 | Roivant Sciences Ltd. ADR (a) |
1,045,883 | ||||||
749,958 | Velodyne Lidar, Inc. (a) |
877,451 | ||||||
181,583 | Virgin Galactic Holdings, Inc. (a)(b) |
1,002,338 | ||||||
|
|
|||||||
12,866,810 | ||||||||
|
|
|||||||
TOTAL COMMON STOCKS (Cost $65,631,395) |
$ | 43,880,141 | ||||||
|
|
|||||||
SHORT TERM INVESTMENTS - 14.2% |
||||||||
Money Market Funds - 14.2% |
||||||||
6,249,400 | Dreyfus Government Cash Management Institutional Shares, 4.23% (c)(d) |
$ | 6,249,400 | |||||
|
|
|||||||
TOTAL SHORT TERM INVESTMENTS (Cost $6,249,400) |
$ | 6,249,400 | ||||||
|
|
|||||||
TOTAL INVESTMENTS (Cost $71,880,795) - 113.8% |
$ | 50,129,541 | ||||||
Liabilities in Excess of Other Assets - (13.8)% |
(6,089,933 | ) | ||||||
|
|
|||||||
TOTAL NET ASSETS - 100.0% |
$ | 44,039,608 | ||||||
|
|
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 January 31, 2023. |
(d) | All or a portion of this security represents an investment of securities lending collateral. |
ADR - American Depository Receipt
Direxion mRNA ETF
Schedule of Investments (Unaudited)
January 31, 2023
Shares |
Fair Value | |||||||
COMMON STOCKS - 99.9% |
||||||||
Chemical Manufacturing - 60.1% |
||||||||
1,288 | Alnylam Pharmaceuticals, Inc. (a) |
$ | 291,603 | |||||
41,078 | Arbutus Biopharma Corp. ADR (Canada) (a) |
123,645 | ||||||
11,239 | Arcturus Therapeutics Holdings, Inc. (a) |
237,480 | ||||||
1,182 | BeiGene Ltd. ADR (a) |
302,592 | ||||||
4,597 | HilleVax, Inc. (a) |
78,609 | ||||||
4,319 | Intellia Therapeutics, Inc. (a) |
183,298 | ||||||
4,597 | Ionis Pharmaceuticals, Inc. (a) |
183,282 | ||||||
13,004 | Maravai LifeSciences Holdings, Inc. (a) |
190,639 | ||||||
4,178 | PepGen, Inc. (a) |
65,260 | ||||||
4,166 | PTC Therapeutics, Inc. (a) |
191,178 | ||||||
55,517 | Sangamo Therapeutics, Inc. (a) |
193,754 | ||||||
1,413 | Sarepta Therapeutics, Inc. (a) |
176,583 | ||||||
9,268 | Stoke Therapeutics, Inc. (a) |
92,309 | ||||||
998 | Vertex Pharmaceuticals, Inc. (a) |
322,454 | ||||||
|
|
|||||||
2,632,686 | ||||||||
|
|
|||||||
Management of Companies and Enterprises - 4.2% |
||||||||
17,270 | CureVac N.V. ADR (Netherlands) (a) |
185,480 | ||||||
|
|
|||||||
Merchant Wholesalers, Durable Goods - 3.9% |
||||||||
11,765 | Dyne Therapeutics, Inc. (a) |
171,769 | ||||||
|
|
|||||||
Professional, Scientific, and Technical Services - 28.6% |
||||||||
4,983 | Arrowhead Pharmaceuticals, Inc. (a) |
174,355 | ||||||
7,873 | Avidity Biosciences, Inc. (a) |
186,590 | ||||||
1,931 | BioNTech SE ADR (Germany) |
276,925 | ||||||
30,623 | Gritstone bio, Inc. (a) |
97,381 | ||||||
1,607 | Moderna, Inc. (a) |
282,929 | ||||||
28,103 | ProQR Therapeutics N.V. ADR (Netherlands) (a) |
77,564 | ||||||
163,400 | Sorrento Therapeutics Inc. (a) |
156,619 | ||||||
|
|
|||||||
1,252,363 | ||||||||
|
|
|||||||
Securities, Commodity Contracts, and Other Financial Investments and Related Activities - 3.1% |
||||||||
17,433 | Scilex Holding Co. (a) |
137,546 | ||||||
|
|
|||||||
TOTAL COMMON STOCKS (Cost $4,443,321) |
$ | 4,379,844 | ||||||
|
|
|||||||
SHORT TERM INVESTMENTS - 0.2% |
||||||||
Money Market Funds - 0.2% |
||||||||
7,094 | Dreyfus Government Cash Management Institutional Shares, 4.23% (b) |
$ | 7,094 | |||||
|
|
|||||||
TOTAL SHORT TERM INVESTMENTS (Cost $7,094) |
$ | 7,094 | ||||||
|
|
|||||||
TOTAL INVESTMENTS (Cost $4,450,415) - 100.1% |
$ | 4,386,938 | ||||||
Liabilities in Excess of Other Assets - (0.1)% |
(1,389 | ) | ||||||
|
|
|||||||
TOTAL NET ASSETS - 100.0% |
$ | 4,385,549 | ||||||
|
|
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 January 31, 2023. |
ADR - American Depository Receipt
Direxion Nanotechnology ETF
Schedule of Investments (Unaudited)
January 31, 2023
Shares |
Fair Value | |||||||
COMMON STOCKS - 99.9% |
||||||||
Chemical Manufacturing - 32.3% |
||||||||
752 | Aadi Bioscience, Inc. (a) |
$ | 9,490 | |||||
1,501 | Alkermes PLC ADR (Ireland) (a) |
42,989 | ||||||
162 | Alnylam Pharmaceuticals, Inc. (a) |
36,677 | ||||||
3,653 | Arcturus Therapeutics Holdings, Inc. (a) |
77,188 | ||||||
3,347 | Beam Therapeutics, Inc. (a) |
145,427 | ||||||
487 | Cabot Corp. |
36,686 | ||||||
1,427 | Generation Bio Co. (a) |
8,419 | ||||||
721 | Intellia Therapeutics, Inc. (a) |
30,599 | ||||||
239 | Jazz Pharmaceuticals PLC ADR (Ireland) (a) |
37,442 | ||||||
|
|
|||||||
424,917 | ||||||||
|
|
|||||||
Computer and Electronic Product Manufacturing - 37.7% |
||||||||
253 | AMETEK, Inc. |
36,665 | ||||||
43,973 | Bionano Genomics, Inc. (a)(b) |
79,591 | ||||||
2,371 | Bruker Corp. |
166,254 | ||||||
135 | Danaher Corp. |
35,691 | ||||||
626 | Lumentum Holdings, Inc. (a) |
37,673 | ||||||
20,014 | Nano Dimension Ltd. ADR (Israel) (a)(b) |
55,239 | ||||||
98 | NVE Corp. |
7,141 | ||||||
2,323 | Seer, Inc. (a) |
10,570 | ||||||
66 | Thermo Fisher Scientific, Inc. |
37,642 | ||||||
5,913 | Vuzix Corp. (a) |
30,807 | ||||||
|
|
|||||||
497,273 | ||||||||
|
|
|||||||
Machinery Manufacturing - 5.7% |
||||||||
151 | IDEX Corp. |
36,192 | ||||||
77 | Lam Research Corp. |
38,508 | ||||||
|
|
|||||||
74,700 | ||||||||
|
|
|||||||
Merchant Wholesalers, Durable Goods - 2.8% |
||||||||
94 | KLA-Tencor Corp. |
36,893 | ||||||
|
|
|||||||
Merchant Wholesalers, Nondurable Goods - 1.8% |
||||||||
2,888 | PDS Biotechnology Corp. (a) |
24,057 | ||||||
|
|
|||||||
Miscellaneous Manufacturing - 2.5% |
||||||||
2,496 | AngioDynamics, Inc. (a) |
32,498 | ||||||
|
|
|||||||
Nonmetallic Mineral Product Manufacturing - 0.6% |
||||||||
9,526 | View, Inc. (a) |
7,811 | ||||||
|
|
|||||||
Oil and Gas Extraction - 2.6% |
||||||||
34,526 | Meta Materials, Inc. (a) |
34,871 | ||||||
|
|
|||||||
Professional, Scientific, and Technical Services - 9.7% |
||||||||
211 | BioNTech SE ADR (Germany) |
30,259 | ||||||
9,672 | Liquidia Technologies, Inc. (a) |
63,835 | ||||||
193 | Moderna, Inc. (a) |
33,980 | ||||||
|
|
|||||||
128,074 | ||||||||
|
|
|||||||
Securities, Commodity Contracts, and Other Financial Investments and Related Activities - 4.2% |
||||||||
6,684 | Roivant Sciences Ltd. ADR (a)(b) |
55,476 | ||||||
|
|
|||||||
TOTAL COMMON STOCKS (Cost $1,586,267) |
$ | 1,316,570 | ||||||
|
|
|||||||
SHORT TERM INVESTMENTS - 12.9% |
||||||||
Money Market Funds - 12.9% |
||||||||
169,816 | Dreyfus Government Cash Management Institutional Shares, 4.23% (c)(d) |
$ | 169,816 | |||||
|
|
|||||||
TOTAL SHORT TERM INVESTMENTS (Cost $169,816) |
$ | 169,816 | ||||||
|
|
|||||||
TOTAL INVESTMENTS (Cost $1,756,083) - 112.8% |
$ | 1,486,386 | ||||||
Liabilities in Excess of Other Assets - (12.8)% |
(168,087 | ) | ||||||
|
|
|||||||
TOTAL NET ASSETS - 100.0% |
$ | 1,318,299 | ||||||
|
|
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 January 31, 2023. |
(d) | All or a portion of this security represents an investment of securities lending collateral. |
ADR - American Depository Receipt
Direxion NASDAQ-100® Equal Weighted Index Shares
Schedule of Investments (Unaudited)
January 31, 2023
Shares |
Fair Value | |||||||
COMMON STOCKS - 99.9% |
||||||||
Accommodation - 1.1% |
||||||||
30,194 | Marriott International, Inc. Class A |
$ | 5,259,191 | |||||
|
|
|||||||
Administrative and Support Services - 3.0% |
||||||||
31,541 | Atlassian Corp. (a) |
5,097,656 | ||||||
18,803 | Automatic Data Processing, Inc. |
4,245,906 | ||||||
2,398 | Booking Holdings, Inc. (a) |
5,836,972 | ||||||
|
|
|||||||
15,180,534 | ||||||||
|
|
|||||||
Apparel Manufacturing - 0.9% |
||||||||
14,455 | Lululemon Athletica, Inc. (a) |
4,435,950 | ||||||
|
|
|||||||
Beverage and Tobacco Product Manufacturing - 2.7% |
||||||||
128,762 | Keurig Dr Pepper, Inc. |
4,542,723 | ||||||
46,087 | Monster Beverage Corp. (a) |
4,796,735 | ||||||
25,750 | PepsiCo, Inc. |
4,403,765 | ||||||
|
|
|||||||
13,743,223 | ||||||||
|
|
|||||||
Broadcasting and Content Providers - 3.4% |
||||||||
15,234 | Charter Communications, Inc. (a) |
5,854,579 | ||||||
134,657 | Comcast Corp. Class A |
5,298,753 | ||||||
779,248 | Sirius XM Holdings, Inc. (b) |
4,511,846 | ||||||
468,652 | Warner Bros Discovery, Inc. (a) |
6,945,422 | ||||||
|
|
|||||||
22,610,600 | ||||||||
|
|
|||||||
Chemical Manufacturing - 6.6% |
||||||||
17,372 | Amgen, Inc. |
4,384,693 | ||||||
68,363 | AstraZeneca PLC ADR (United Kingdom) |
4,468,889 | ||||||
16,296 | Biogen, Inc. (a) |
4,740,507 | ||||||
53,532 | Gilead Sciences, Inc. |
4,493,476 | ||||||
6,423 | Regeneron Pharmaceuticals, Inc. (a) |
4,871,653 | ||||||
35,834 | Seagen, Inc. (a) |
4,998,126 | ||||||
15,241 | Vertex Pharmaceuticals, Inc. (a) |
4,924,367 | ||||||
|
|
|||||||
32,881,711 | ||||||||
|
|
|||||||
Clothing, Clothing Accessories, Shoe, and Jewelry Retailers - 2.1% |
||||||||
40,754 | Ross Stores, Inc. |
4,816,715 | ||||||
|
|
|||||||
Computer and Electronic Product Manufacturing - 18.9% |
||||||||
71,000 | Advanced Micro Devices, Inc. (a) |
5,335,650 | ||||||
25,726 | Alphabet, Inc. Class A (a) |
2,542,758 | ||||||
25,558 | Alphabet, Inc. Class C (a) |
2,552,478 | ||||||
27,841 | Analog Devices, Inc. |
4,773,896 | ||||||
34,531 | Apple, Inc. |
4,982,478 | ||||||
8,361 | Broadcom, Inc. |
4,891,269 | ||||||
97,138 | Cisco Systems, Inc. |
4,727,706 | ||||||
15,306 | Enphase Energy, Inc. (a) |
3,388,442 | ||||||
89,447 | Fortinet, Inc. (a) |
4,681,656 | ||||||
77,369 | GlobalFoundries, Inc. ADR (a)(b) |
4,586,434 | ||||||
11,394 | IDEXX Laboratories, Inc. (a) |
5,474,817 | ||||||
23,276 | Illumina, Inc. (a) |
4,985,719 | ||||||
172,522 | Intel Corp. |
4,875,472 | ||||||
119,114 | Marvell Technology, Inc. |
5,139,769 | ||||||
63,915 | Microchip Technology, Inc. |
4,961,082 | ||||||
89,198 | Micron Technology, Inc. |
5,378,639 | ||||||
28,024 | NVIDIA Corp. |
5,475,049 | ||||||
28,371 | NXP Semiconductors NV ADR (Netherlands) |
5,229,059 | ||||||
40,551 | Qualcomm, Inc. |
5,401,799 | ||||||
27,394 | Texas Instruments, Inc. |
4,854,491 | ||||||
|
|
|||||||
94,238,663 | ||||||||
|
|
|||||||
Computing Infrastructure Providers, Data Processing, Web Hosting, and Related Services - 1.0% |
||||||||
47,113 | Fiserv, Inc. (a) |
5,026,015 | ||||||
|
|
|||||||
Food Manufacturing - 1.9% |
||||||||
70,203 | Mondelez International, Inc. |
4,594,084 | ||||||
116,344 | The Kraft Heinz Co. |
4,715,423 | ||||||
|
|
|||||||
9,309,507 | ||||||||
|
|
|||||||
Food Services and Drinking Places - 2.0% |
||||||||
10,429 | Cintas Corp. |
4,627,764 | ||||||
46,992 | Starbucks Corp. |
5,128,707 | ||||||
|
|
|||||||
9,756,471 | ||||||||
|
|
|||||||
General Merchandise Retailers - 7.5% |
||||||||
52,859 | Amazon.com, Inc. (a) |
5,451,349 | ||||||
10,060 | Costco Wholesale Corp. |
5,142,068 | ||||||
32,558 | Dollar Tree, Inc. (a) |
4,889,561 | ||||||
113,274 | eBay, Inc. |
5,607,063 | ||||||
82,073 | JD.com, Inc. ADR (China) |
4,885,806 | ||||||
5,508 | MercadoLibre, Inc. (a) |
6,508,749 | ||||||
53,368 | Pinduoduo, Inc. ADR (China)(a) |
5,228,996 | ||||||
|
|
|||||||
37,713,592 | ||||||||
|
|
|||||||
Health and Personal Care Retailers - 0.9% |
||||||||
118,935 | Walgreens Boots Alliance, Inc. |
4,383,944 | ||||||
|
|
|||||||
Machinery Manufacturing - 4.1% |
||||||||
44,351 | Applied Materials, Inc. |
4,944,693 | ||||||
8,091 | ASML Holding NV ADR (Netherlands) |
5,346,856 | ||||||
163,701 | Baker Hughes Co. |
5,195,870 | ||||||
10,459 | Lam Research Corp. |
5,230,546 | ||||||
|
|
|||||||
20,717,965 | ||||||||
|
|
|||||||
Merchant Wholesalers, Durable Goods - 3.0% |
||||||||
76,911 | Copart, Inc. (a) |
5,123,042 | ||||||
97,015 | Fastenal Co. |
4,904,108 | ||||||
12,043 | KLA-Tencor Corp. |
4,726,637 | ||||||
|
|
|||||||
14,753,787 | ||||||||
|
|
|||||||
Miscellaneous Manufacturing - 3.0% |
||||||||
23,430 | Align Technology, Inc. (a) |
6,319,774 | ||||||
40,519 | DexCom, Inc. (a) |
4,339,180 | ||||||
17,548 | Intuitive Surgical, Inc. (a) |
4,311,368 | ||||||
|
|
|||||||
14,970,322 | ||||||||
|
|
|||||||
Motion Picture and Sound Recording Industries - 1.1% |
||||||||
15,976 | Netflix, Inc. (a) |
5,653,267 | ||||||
|
|
|||||||
Motor Vehicle and Parts Dealers - 0.9% |
||||||||
5,720 | OReilly Automotive, Inc. (a) |
4,532,242 | ||||||
|
|
|||||||
Performing Arts, Spectator Sports, and Related Industries - 1.9% |
||||||||
61,040 | Activision Blizzard, Inc. |
4,673,833 | ||||||
38,148 | Electronic Arts, Inc. |
4,908,884 | ||||||
|
|
|||||||
9,582,717 | ||||||||
|
|
|||||||
Professional, Scientific, and Technical Services - 8.0% |
||||||||
83,587 | Cognizant Technology Solutions Corp. Class A |
5,579,432 | ||||||
38,884 | Meta Platforms, Inc. (a) |
5,792,550 | ||||||
24,025 | Moderna, Inc. (a) |
4,229,842 | ||||||
30,753 | Palto Alto Networks, Inc. (a) |
4,878,656 | ||||||
40,047 | Paychex, Inc. |
4,639,845 | ||||||
26,539 | Verisk Analytics, Inc. Class A |
4,824,525 | ||||||
26,510 | Workday, Inc. (a) |
4,809,709 | ||||||
40,668 | Zscaler, Inc. (a) |
5,049,339 | ||||||
|
|
|||||||
39,803,898 | ||||||||
|
|
|||||||
Publishing Industries - 8.8% |
||||||||
13,717 | Adobe Systems, Inc. (a) |
5,079,954 | ||||||
19,129 | ANSYS, Inc. (a) |
5,095,200 | ||||||
24,138 | Autodesk, Inc. (a) |
5,193,532 | ||||||
28,454 | Cadence Design Systems, Inc. (a) |
5,202,245 | ||||||
41,656 | CrowdStrike Holdings, Inc. (a) |
4,411,370 | ||||||
59,673 | Datadog, Inc. (a) |
4,464,137 | ||||||
12,059 | Intuit, Inc. |
5,096,978 | ||||||
18,981 | Microsoft Corp. |
4,703,682 | ||||||
14,113 | Synopsys, Inc. (a) |
4,992,474 | ||||||
|
|
|||||||
44,239,572 | ||||||||
|
|
|||||||
Rail Transportation - 0.9% |
||||||||
146,742 | CSX Corp. |
4,537,263 | ||||||
|
|
|||||||
Rental and Leasing Services - 1.2% |
||||||||
51,850 | Airbnb, Inc. (a) |
5,761,053 | ||||||
|
|
|||||||
Securities, Commodity Contracts, and Other Financial Investments and Related Activities - 1.5% |
||||||||
630,164 | Lucid Group, Inc. (a)(b) |
7,366,617 | ||||||
|
|
|||||||
Support Activities for Mining - 1.0% |
||||||||
34,575 | Diamondback Energy, Inc. |
5,052,099 | ||||||
|
|
|||||||
Telecommunications - 3.1% |
||||||||
67,061 | PayPal Holdings, Inc. (a) |
5,464,801 | ||||||
32,619 | T-Mobile US, Inc. (a) |
4,870,343 | ||||||
66,486 | Zoom Video Communications, Inc. (a) |
4,986,450 | ||||||
|
|
|||||||
15,321,594 | ||||||||
|
|
|||||||
Transportation Equipment Manufacturing - 3.8% |
||||||||
22,143 | Honeywell International, Inc. |
4,616,373 | ||||||
47,278 | Paccar, Inc. |
5,167,958 | ||||||
206,600 | Rivian Automotive, Inc. (a) |
4,008,040 | ||||||
30,910 | Tesla Motors, Inc. (a) |
5,354,230 | ||||||
|
|
|||||||
19,146,601 | ||||||||
|
|
|||||||
Truck Transportation - 1.0% |
||||||||
15,747 | Old Dominion Freight Line, Inc. |
5,247,530 | ||||||
|
|
|||||||
Utilities - 3.7% |
||||||||
49,110 | American Electric Power Co., Inc. |
4,614,375 | ||||||
52,660 | Constellation Energy Corp. |
4,495,058 | ||||||
110,768 | Exelon Corp. |
4,673,302 | ||||||
66,422 | Xcel Energy, Inc. |
4,567,841 | ||||||
|
|
|||||||
18,350,576 | ||||||||
|
|
|||||||
Web Search Portals, Libraries, Archives, and Other Information Services - 0.9% |
||||||||
59,558 | CoStar Group, Inc. (a) |
4,639,568 | ||||||
|
|
|||||||
TOTAL COMMON STOCKS (Cost $541,621,974) |
$ | 499,032,787 | ||||||
|
|
|||||||
SHORT TERM INVESTMENTS - 3.2% |
||||||||
Money Market Funds - 3.2% |
||||||||
16,037,973 | Dreyfus Government Cash Management Institutional Shares, 4.23% (c)(d) |
$ | 16,037,973 | |||||
|
|
|||||||
TOTAL SHORT TERM INVESTMENTS (Cost $16,037,973) |
$ | 16,037,973 | ||||||
|
|
|||||||
TOTAL INVESTMENTS (Cost $557,659,947) - 103.1% |
$ | 515,070,760 | ||||||
Liabilities in Excess of Other Assets - (3.1)% |
(15,313,789 | ) | ||||||
|
|
|||||||
TOTAL NET ASSETS - 100.0% |
$ | 499,756,971 | ||||||
|
|
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 January 31, 2023. |
(d) | All or a portion of this security represents an investment of securities lending collateral. |
ADR - American Depository Receipt
Direxion Work From Home ETF
Schedule of Investments (Unaudited)
January 31, 2023
Shares |
Fair Value | |||||||
COMMON STOCKS - 99.9% |
||||||||
Administrative and Support Services - 3.4% |
||||||||
3,843 | Atlassian Corp. (a) |
$ | 621,106 | |||||
35,206 | SentinelOne, Inc. (a) |
531,258 | ||||||
|
|
|||||||
1,152,364 | ||||||||
|
|
|||||||
Computer and Electronic Product Manufacturing - 19.7% |
||||||||
8,267 | Alphabet, Inc. Class A (a) |
817,110 | ||||||
445,706 | Avaya Holdings Corp. (a)(b) |
159,162 | ||||||
1,790 | Broadcom, Inc. |
1,047,168 | ||||||
20,097 | Cisco Systems, Inc. |
978,121 | ||||||
17,933 | Fortinet, Inc. (a) |
938,613 | ||||||
7,086 | International Business Machines Corp. |
954,697 | ||||||
19,349 | Marvell Technology, Inc. |
834,909 | ||||||
12,798 | NetApp, Inc. |
847,612 | ||||||
|
|
|||||||
6,577,392 | ||||||||
|
|
|||||||
Data Processing, Hosting and Related Services - 5.3% |
||||||||
21,120 | RingCentral, Inc. (a) |
824,313 | ||||||
7,825 | VMware, Inc. (a) |
958,328 | ||||||
|
|
|||||||
1,782,641 | ||||||||
|
|
|||||||
Electronics and Appliance Stores - 3.5% |
||||||||
27,010 | Smartsheet, Inc. (a) |
1,167,102 | ||||||
|
|
|||||||
Management of Companies and Enterprises - 6.6% |
||||||||
9,987 | Alibaba Group Holding Ltd. ADR (a) |
1,100,568 | ||||||
52,028 | America Movil SAB de CV Series L ADR (Mexico) |
1,088,946 | ||||||
|
|
|||||||
2,189,514 | ||||||||
|
|
|||||||
Nonstore Retailers - 2.2% |
||||||||
6,988 | Amazon.com, Inc. (a) |
720,672 | ||||||
|
|
|||||||
Professional, Scientific, and Technical Services - 23.6% |
||||||||
5,641 | Meta Platforms, Inc. (a) |
840,340 | ||||||
40,266 | Nutanix, Inc. (a) |
1,122,213 | ||||||
14,786 | Okta, Inc. (a) |
1,088,397 | ||||||
5,026 | Palto Alto Networks, Inc. (a) |
797,325 | ||||||
190,081 | Rackspace Technology, Inc. (a) |
570,243 | ||||||
2,037 | ServiceNow, Inc. (a) |
927,100 | ||||||
78,746 | Sprinklr, Inc. (a) |
782,735 | ||||||
5,458 | Workday, Inc. (a) |
990,245 | ||||||
6,126 | Zscaler, Inc. (a) |
760,604 | ||||||
|
|
|||||||
7,879,202 | ||||||||
|
|
|||||||
Publishing Industries (except Internet) - 30.4% |
||||||||
2,382 | Adobe Systems, Inc. (a) |
882,150 | ||||||
226,196 | Agora, Inc. ADR (a) |
879,902 | ||||||
34,547 | Box, Inc. (a) |
1,105,159 | ||||||
5,260 | CrowdStrike Holdings, Inc. (a) |
557,034 | ||||||
6,350 | CyberArk Software Ltd. ADR (Israel) (a) |
894,588 | ||||||
16,408 | DocuSign, Inc. (a) |
994,981 | ||||||
1,106,364 | Exela Technologies, Inc. (a) |
67,378 | ||||||
3,506 | Microsoft Corp. |
868,822 | ||||||
12,148 | Oracle Corp. |
1,074,612 | ||||||
19,362 | Progress Software Corp. |
1,026,960 | ||||||
5,904 | Salesforce.com, Inc. (a) |
991,695 | ||||||
13,324 | Twilio, Inc. (a) |
797,308 | ||||||
|
|
|||||||
10,140,589 | ||||||||
|
|
|||||||
Telecommunications - 5.2% |
||||||||
188,497 | 8x8, Inc. (a) |
887,821 | ||||||
11,166 | Zoom Video Communications, Inc. (a) |
837,450 | ||||||
|
|
|||||||
1,725,271 | ||||||||
|
|
|||||||
TOTAL COMMON STOCKS (Cost $53,241,316) |
$ | 33,334,747 | ||||||
|
|
|||||||
SHORT TERM INVESTMENTS - 0.5% |
||||||||
Money Market Funds - 0.5% |
||||||||
154,936 | Dreyfus Government Cash Management Institutional Shares, 4.23% (c)(d) |
$ | 154,936 | |||||
|
|
|||||||
TOTAL SHORT TERM INVESTMENTS (Cost $154,936) |
$ | 154,936 | ||||||
|
|
|||||||
TOTAL INVESTMENTS (Cost $53,396,252) - 100.4% |
$ | 33,489,683 | ||||||
Liabilities in Excess of Other Assets - (0.4)% |
(126,408 | ) | ||||||
|
|
|||||||
TOTAL NET ASSETS - 100.0% |
$ | 33,363,275 | ||||||
|
|
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 January 31, 2023. |
(d) | All or a portion of this security represents an investment of securities lending collateral. |
ADR - American Depository Receipt
Direxion Daily CSI 300 China A Share Bear 1X Shares
Schedule of Investments (Unaudited)
January 31, 2023
Shares |
Fair Value | |||||||
SHORT TERM INVESTMENTS - 107.4% |
||||||||
Money Market Funds - 107.4% |
||||||||
13,058,148 | Dreyfus Government Cash Management Institutional Shares, 4.23% (a) |
$ | 13,058,148 | |||||
1,720,000 | Goldman Sachs Financial Square Government Fund Institutional Shares, 4.22% (a) |
1,720,000 | ||||||
4 | Goldman Sachs Financial Square Treasury Instruments Fund Institutional Shares, 4.22% (a) |
4 | ||||||
|
|
|||||||
TOTAL SHORT TERM INVESTMENTS (Cost $14,778,152) (b) |
$ | 14,778,152 | ||||||
|
|
|||||||
TOTAL INVESTMENTS (Cost $14,778,152) - 107.4% |
$ | 14,778,152 | ||||||
Liabilities in Excess of Other Assets - (7.4)% |
(1,017,175 | ) | ||||||
|
|
|||||||
TOTAL NET ASSETS - 100.0% |
$ | 13,760,977 | ||||||
|
|
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 January 31, 2023. |
(b) | All or a portion of these securities have been segregated as collateral for swap contracts. Total value of securities segregated amounted to $3,420,170. |
Short Total Return Swap Contracts (Unaudited)
January 31, 2023
Terms of Payments to be |
Terms of Payments to be Paid at Termination |
Counterparty |
Termination Date |
Contracts | Notional Amount |
Unrealized Depreciation |
||||||||||||||
3.6500 % representing 1 month SOFR rate + spread |
Total return of Deutsche Xtrackers Harvest CSI 300 China A-Shares ETF | UBS Securities LLC | 12/13/2023 | 240,917 | $ | 7,057,697 | $ | (511,079 | ) | |||||||||||
(2.2000)% representing 1 month SOFR rate + spread |
Total return of Deutsche Xtrackers Harvest CSI 300 China A-Shares ETF | Barclays | 12/20/2023 | 200,000 | 5,798,000 | (528,018 | ) | |||||||||||||
|
|
|
|
|||||||||||||||||
$ | 12,855,697 | $ | (1,039,097 | ) | ||||||||||||||||
|
|
|
|
Direxion Daily S&P 500® Bear 1X Shares
Schedule of Investments (Unaudited)
January 31, 2023
Shares |
Fair Value | |||||||
SHORT TERM INVESTMENTS - 107.2% |
||||||||
Money Market Funds - 107.2% |
||||||||
384,023,564 | Dreyfus Government Cash Management Institutional Shares, 4.23% (a) |
$ | 384,023,564 | |||||
117,480,000 | Goldman Sachs Financial Square Government Fund Institutional Shares, 4.22% (a) |
117,480,000 | ||||||
792,887 | Goldman Sachs Financial Square Treasury Instruments Fund Institutional Shares, 4.22% (a) |
792,887 | ||||||
|
|
|||||||
TOTAL SHORT TERM INVESTMENTS (Cost $502,296,451) (b) |
$ | 502,296,451 | ||||||
|
|
|||||||
TOTAL INVESTMENTS (Cost $502,296,451) - 107.2% |
$ | 502,296,451 | ||||||
Liabilities in Excess of Other Assets - (7.2)% |
(33,585,459 | ) | ||||||
|
|
|||||||
TOTAL NET ASSETS - 100.0% |
$ | 468,710,992 | ||||||
|
|
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 January 31, 2023. |
(b) | All or a portion of these securities have been segregated as collateral for swap contracts. Total value of securities segregated amounted to $122,155,363. |
Short Total Return Swap Contracts (Unaudited)
January 31, 2023
Terms of Payments to be Received at Termination |
Terms of Payments to be Paid at Termination |
Counterparty |
Termination Date |
Contracts | Notional Amount |
Unrealized Depreciation |
||||||||||||
4.2500% representing 1 month SOFR rate + spread |
Total return of S&P 500® Index | UBS Securities LLC | 12/13/2023 | 6,263 | $ | 25,083,169 | $ | (392,993 | ) | |||||||||
4.6300% representing 1 month SOFR rate + spread |
Total return of S&P 500® Index | Barclays | 12/20/2023 | 108,715 | 423,384,179 | (18,002,380 | ) | |||||||||||
|
|
|
|
|||||||||||||||
$ | 448,467,348 | $ | (18,395,373 | ) | ||||||||||||||
|
|
|
|
Direxion Daily AAPL Bear 1X Shares
Schedule of Investments (Unaudited)
January 31, 2023
Shares |
Fair Value | |||||||
SHORT TERM INVESTMENTS - 101.1% |
||||||||
Money Market Funds - 101.1% |
||||||||
17,019,525 | Dreyfus Government Cash Management Institutional Shares, 4.23% (a) |
$ | 17,019,525 | |||||
2,793,600 | Dreyfus Treasury Securities Cash Management Institutional Shares, 4.23% (a) |
2,793,600 | ||||||
4,950,087 | Goldman Sachs Financial Square Treasury Instruments Fund Institutional Shares, 4.22% (a) |
4,950,087 | ||||||
|
|
|||||||
TOTAL SHORT TERM INVESTMENTS (Cost $24,763,212) (b) |
$ | 24,763,212 | ||||||
|
|
|||||||
TOTAL INVESTMENTS (Cost $24,763,212) - 101.1% |
$ | 24,763,212 | ||||||
Liabilities in Excess of Other Assets - (1.1)% |
(267,216 | ) | ||||||
|
|
|||||||
TOTAL NET ASSETS - 100.0% |
$ | 24,495,996 | ||||||
|
|
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 January 31, 2023. |
(b) | All or a portion of these securities have been segregated as collateral for swap contracts. Total value of securities segregated amounted to $8,239,757. |
Short Total Return Swap Contracts (Unaudited)
January 31, 2023
Terms of Payments to be Received at Termination |
Terms of Payments to be Paid at Termination |
Counterparty |
Termination Date |
Contracts | Notional Amount |
Unrealized Depreciation |
||||||||||||
2.8000 % representing 1 month SOFR rate + spread |
Total return of Apple, Inc. | BNP Paribas | 12/5/2023 | 6,800 | $ | 928,200 | $ | (49,614 | ) | |||||||||
4.3000 % representing 1 month SOFR rate + spread |
Total return of Apple, Inc. | Goldman Sachs | 12/7/2023 | 56,949 | 7,937,844 | (239,025 | ) | |||||||||||
2.8000 % representing 1 month SOFR rate + spread |
Total return of Apple, Inc. | Bank of America Merrill Lynch | 12/8/2023 | 50,570 | 7,248,156 | (22,370 | ) | |||||||||||
2.3000 % representing 1 month SOFR rate + spread |
Total return of Apple, Inc. | Citibank N.A. | 12/19/2023 | 55,451 | 7,854,922 | (124,545 | ) | |||||||||||
|
|
|
|
|||||||||||||||
$ | 23,969,122 | $ | (435,554 | ) | ||||||||||||||
|
|
|
|
Direxion Daily AMZN Bear 1X Shares
Schedule of Investments (Unaudited)
January 31, 2023
Shares |
Fair Value | |||||||
SHORT TERM INVESTMENTS - 112.8% |
||||||||
Money Market Funds - 112.8% |
||||||||
4,141,043 | Dreyfus Government Cash Management Institutional Shares, 4.23% (a) |
$ | 4,141,043 | |||||
825,643 | Dreyfus Treasury Securities Cash Management Institutional Shares, 4.23% (a) |
825,643 | ||||||
2,886,135 | Goldman Sachs Financial Square Treasury Instruments Fund Institutional Shares, 4.22% (a) |
2,886,135 | ||||||
|
|
|||||||
TOTAL SHORT TERM INVESTMENTS (Cost $7,852,821) (b) |
$ | 7,852,821 | ||||||
|
|
|||||||
TOTAL INVESTMENTS (Cost $7,852,821) - 112.8% |
$ | 7,852,821 | ||||||
Liabilities in Excess of Other Assets - (12.8)% |
(891,877 | ) | ||||||
|
|
|||||||
TOTAL NET ASSETS - 100.0% |
$ | 6,960,944 | ||||||
|
|
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 January 31, 2023. |
(b) | All or a portion of these securities have been segregated as collateral for swap contracts. Total value of securities segregated amounted to $3,711,778. |
Short Total Return Swap Contracts (Unaudited)
January 31, 2023
Terms of Payments to be Received |
Terms of Payments to be Paid |
Counterparty |
Termination Date |
Contracts | Notional Amount |
Unrealized Depreciation |
||||||||||||
4.3000 % representing 1 month SOFR rate + spread |
Total return of Amazon.com, Inc. | Goldman Sachs | 12/7/2023 | 13,856 | $ | 1,301,994 | $ | (124,277 | ) | |||||||||
2.8000 % representing 1 month SOFR rate + spread |
Total return of Amazon.com, Inc. | Bank of America Merrill Lynch | 12/8/2023 | 27,555 | 2,451,591 | (382,642 | ) | |||||||||||
2.3000 % representing 1 month SOFR rate + spread |
Total return of Amazon.com, Inc. | Citibank N.A. | 12/19/2023 | 26,086 | 2,333,826 | (349,661 | ) | |||||||||||
|
|
|
|
|||||||||||||||
$ | 6,087,411 | $ | (856,580 | ) | ||||||||||||||
|
|
|
|
Direxion Daily GOOGL Bear 1X Shares
Schedule of Investments (Unaudited)
January 31, 2023
Shares |
Fair Value | |||||||
SHORT TERM INVESTMENTS - 103.9% |
||||||||
Money Market Funds - 103.9% |
||||||||
3,819,752 | Dreyfus Government Cash Management Institutional Shares, 4.23% (a) |
$ | 3,819,752 | |||||
493,743 | Dreyfus Treasury Securities Cash Management Institutional Shares, 4.23% (a) |
493,743 | ||||||
1,055,533 | Goldman Sachs Financial Square Treasury Instruments Fund Institutional Shares, 4.22% (a) |
1,055,533 | ||||||
|
|
|||||||
TOTAL SHORT TERM INVESTMENTS (Cost $5,369,028) (b) |
$ | 5,369,028 | ||||||
|
|
|||||||
TOTAL INVESTMENTS (Cost $5,369,028) - 103.9% |
$ | 5,369,028 | ||||||
Liabilities in Excess of Other Assets - (3.9)% |
(199,338 | ) | ||||||
|
|
|||||||
TOTAL NET ASSETS - 100.0% |
$ | 5,169,690 | ||||||
|
|
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 January 31, 2023. |
(b) | All or a portion of these securities have been segregated as collateral for swap contracts. Total value of securities segregated amounted to $1,549,276. |
Short Total Return Swap Contracts (Unaudited)
January 31, 2023
Terms of Payments to be Received |
Terms of Payments to be Paid |
Counterparty |
Termination Date |
Contracts | Notional Amount |
Unrealized Depreciation |
||||||||||||
4.3000% representing 1 month SOFR rate + spread |
Total return of Alphabet, Inc. | Goldman Sachs | 12/7/2023 | 23,226 | $ | 2,176,367 | $ | (109,105 | ) | |||||||||
2.8000% representing 1 month SOFR rate + spread |
Total return of Alphabet, Inc. | Bank of America Merrill Lynch | 12/8/2023 | 9,659 | 923,690 | (26,800 | ) | |||||||||||
2.3000% representing 1 month SOFR rate + spread |
Total return of Alphabet, Inc. | Citibank N.A. | 12/19/2023 | 19,419 | 1,817,550 | (97,509 | ) | |||||||||||
|
|
|
|
|||||||||||||||
$ | 4,917,607 | $ | (233,414 | ) | ||||||||||||||
|
|
|
|
Direxion Daily MSFT Bear 1X Shares
Schedule of Investments (Unaudited)
January 31, 2023
Shares |
Fair Value | |||||||
SHORT TERM INVESTMENTS - 101.7% |
||||||||
Money Market Funds - 101.7% |
||||||||
2,297,451 | Dreyfus Government Cash Management Institutional Shares, 4.23% (a) |
$ | 2,297,451 | |||||
524,106 | Dreyfus Treasury Securities Cash Management Institutional Shares, 4.23% (a) |
524,106 | ||||||
897,374 | Goldman Sachs Financial Square Treasury Instruments Fund Institutional Shares, 4.22% (a) |
897,374 | ||||||
TOTAL SHORT TERM INVESTMENTS (Cost $3,718,931) (b) |
$ | 3,718,931 | ||||||
|
|
|||||||
TOTAL INVESTMENTS (Cost $3,718,931) - 101.7% |
$ | 3,718,931 | ||||||
Liabilities in Excess of Other Assets - (1.7)% |
(62,257 | ) | ||||||
|
|
|||||||
TOTAL NET ASSETS - 100.0% |
$ | 3,656,674 | ||||||
|
|
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 January 31, 2023. |
(b) | All or a portion of these securities have been segregated as collateral for swap contracts. Total value of securities segregated amounted to $1,421,480. |
Short Total Return Swap Contracts (Unaudited)
January 31, 2023
Terms of Payments to be Received at Termination |
Terms of Payments to be Paid at Termination |
Counterparty |
Termination Date |
Contracts | Notional Amount |
Unrealized Appreciation (Depreciation) |
||||||||||||
4.3000% representing 1 month SOFR rate + spread |
Total return of Microsoft Corp. | Goldman Sachs | 12/7/2023 | 4,706 | $ | 1,155,667 | $ | (4,626 | ) | |||||||||
2.8000% representing 1 month SOFR rate + spread |
Total return of Microsoft Corp. | Bank of America Merrill Lynch | 12/8/2023 | 5,682 | 1,459,819 | 57,740 | ||||||||||||
2.3000% representing 1 month SOFR rate + spread |
Total return of Microsoft Corp. | Citibank N.A. | 12/19/2023 | 4,368 | 1,102,965 | 23,964 | ||||||||||||
|
|
|
|
|||||||||||||||
$ | 3,718,451 | $ | 77,078 | |||||||||||||||
|
|
|
|
Direxion Daily TSLA Bear 1X Shares
Schedule of Investments (Unaudited)
January 31, 2023
Shares |
Fair Value | |||||||
SHORT TERM INVESTMENTS - 109.2% |
||||||||
Money Market Funds - 109.2% |
||||||||
49,322,727 | Dreyfus Government Cash Management Institutional Shares, 4.23% (a) |
$ | 49,322,727 | |||||
10,643,267 | Dreyfus Treasury Securities Cash Management Institutional Shares, 4.23% (a) |
10,643,267 | ||||||
16,081,133 | Goldman Sachs Financial Square Treasury Instruments Fund Institutional Shares, 4.22% (a) |
16,081,133 | ||||||
|
|
|||||||
TOTAL SHORT TERM INVESTMENTS (Cost $76,047,127) (b) |
$ | 76,047,127 | ||||||
|
|
|||||||
TOTAL INVESTMENTS (Cost $76,047,127) - 109.2% |
$ | 76,047,127 | ||||||
Liabilities in Excess of Other Assets - (9.2)% |
(6,390,051 | ) | ||||||
|
|
|||||||
TOTAL NET ASSETS - 100.0% |
$ | 69,657,076 | ||||||
|
|
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 January 31, 2023. |
(b) | All or a portion of these securities have been segregated as collateral for swap contracts. Total value of securities segregated amounted to $38,625,426. |
Short Total Return Swap Contracts (Unaudited)
January 31, 2023
Terms of Payments to be Received at Termination |
Terms of Payments to be Paid at Termination |
Counterparty |
Termination Date |
Contracts | Notional Amount |
Unrealized Depreciation |
||||||||||||
2.8000 % representing 1 month SOFR rate + spread |
Total return of Tesla, Inc. | BNP Paribas | 12/5/2023 | 119,275 | $ | 17,881,298 | $ | (2,733,155 | ) | |||||||||
4.3000 % representing 1 month SOFR rate + spread |
Total return of Tesla, Inc. | Goldman Sachs | 12/7/2023 | 110,917 | 18,016,769 | (1,177,066 | ) | |||||||||||
2.8000 % representing 1 month SOFR rate + spread |
Total return of Tesla, Inc. | Bank of America Merrill Lynch | 12/8/2023 | 57,032 | 9,307,159 | (552,458 | ) | |||||||||||
2.3000 % representing 1 month SOFR rate + spread |
Total return of Tesla, Inc. | Citibank N.A. | 12/19/2023 | 114,907 | 13,974,521 | (5,907,399 | ) | |||||||||||
|
|
|
|
|||||||||||||||
$ | 59,179,747 | $ | (10,370,078 | ) | ||||||||||||||
|
|
|
|
Direxion Daily AAPL Bull 1.5X Shares
Schedule of Investments (Unaudited)
January 31, 2023
Shares |
Fair Value | |||||||
COMMON STOCKS - 16.5% |
||||||||
Computer and Electronic Product Manufacturing - 16.5% |
||||||||
11,621 | Apple, Inc. |
$ | 1,676,794 | |||||
|
|
|||||||
TOTAL COMMON STOCKS (Cost $1,730,895) |
$ | 1,676,794 | ||||||
|
|
|||||||
SHORT TERM INVESTMENTS - 80.7% |
||||||||
Money Market Funds - 80.7% |
||||||||
4,381,428 | Dreyfus Government Cash Management Institutional Shares, 4.23% (a) |
$ | 4,381,428 | |||||
|
|
|||||||
1,257,873 | Dreyfus Treasury Securities Cash Management Institutional Shares, 4.23% (a) |
1,257,873 | ||||||
|
|
|||||||
2,563,341 | Goldman Sachs Financial Square Treasury Instruments Fund Institutional Shares, 4.22% (a) |
2,563,341 | ||||||
|
|
|||||||
TOTAL SHORT TERM INVESTMENTS (Cost $8,202,642) |
$ | 8,202,642 | ||||||
|
|
|||||||
TOTAL INVESTMENTS (Cost $9,933,537) - 97.2% (b) |
$ | 9,879,436 | ||||||
Other Assets in Excess of Liabilities - 2.8% |
283,221 | |||||||
|
|
|||||||
TOTAL NET ASSETS - 100.0% |
$ | 10,162,657 | ||||||
|
|
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 January 31, 2023. |
(b) | All or a portion of these securities have been segregated as collateral for swap contracts. Total value of securities segregated amounted to $4,348,426. |
Long Total Return Swap Contracts (Unaudited)
January 31, 2023
Terms of Payments to be Received |
Terms of Payments to be Paid |
Counterparty |
Termination Date |
Contracts | Notional Amount |
Unrealized Appreciation (Depreciation) |
||||||||||||||
Total return of Apple, Inc. |
6.3000 % representing 1 month SOFR rate + spread | BNP Paribas | 12/5/2023 | 7,400 | $ | 1,010,100 | $ | 49,376 | ||||||||||||
Total return of Apple, Inc. |
5.3000 % representing 1 month SOFR rate + spread | Goldman Sachs | 12/7/2023 | 34,044 | 4,634,121 | 254,579 | ||||||||||||||
Total return of Apple, Inc. |
6.8000 % representing 1 month SOFR rate + spread | Bank of America Merrill Lynch | 12/8/2023 | 17,136 | 2,492,774 | (43,129 | ) | |||||||||||||
Total return of Apple, Inc. |
6.8000 % representing 1 month SOFR rate + spread | Citibank N.A. | 12/19/2023 | 35,448 | 4,903,553 | 175,009 | ||||||||||||||
|
|
|
|
|||||||||||||||||
$ | 13,040,548 | $ | 435,835 | |||||||||||||||||
|
|
|
|
Direxion Daily AMZN Bull 1.5X Shares
Schedule of Investments (Unaudited)
January 31, 2023
Shares |
Fair Value | |||||||
Common Stocks - 19.7% |
||||||||
General Merchandise Retailers - 19.7% |
||||||||
35,650 | Amazon.com, Inc. |
$ | 3,676,585 | |||||
|
|
|||||||
TOTAL COMMON STOCKS (Cost $3,409,631) |
$ | 3,676,585 | ||||||
|
|
|||||||
SHORT TERM INVESTMENTS - 61.2% |
||||||||
Money Market Funds - 61.2% |
||||||||
3,435,181 | Dreyfus Government Cash Management Institutional Shares, 4.23% (a) |
$ | 3,435,181 | |||||
3,098,335 | Dreyfus Treasury Securities Cash Management Institutional Shares, 4.23% (a) |
3,098,335 | ||||||
4,902,246 | Goldman Sachs Financial Square Treasury Instruments Fund Institutional Shares, 4.22% (a) |
4,902,246 | ||||||
|
|
|||||||
TOTAL SHORT TERM INVESTMENTS (Cost $11,435,762) |
$ | 11,435,762 | ||||||
|
|
|||||||
TOTAL INVESTMENTS (Cost $14,845,393) - 80.9% (b) |
$ | 15,112,347 | ||||||
Other Assets in Excess of Liabilities - 19.1% |
3,576,853 | |||||||
|
|
|||||||
TOTAL NET ASSETS - 100.0% |
$ | 18,689,200 | ||||||
|
|
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 January 31, 2023. |
(b) | All or a portion of these securities have been segregated as collateral for swap contracts. Total value of securities segregated amounted to $8,000,581. |
Long Total Return Swap Contracts (Unaudited)
January 31, 2023
Terms of Payments to be Received at Termination |
Terms of Payments to be Paid at Termination |
Counterparty |
Termination Date |
Contracts | Notional Amount |
Unrealized Appreciation (Depreciation) |
||||||||||||
Total return of Amazon.com, Inc. |
5.5500 % representing 1 month SOFR rate + spread | Goldman Sachs | 12/7/2023 | 104,673 | $ | 10,666,414 | $ | 162,020 | ||||||||||
Total return of Amazon.com, Inc. |
6.8000 % representing 1 month SOFR rate + spread | Bank of America Merrill Lynch | 12/8/2023 | 61,207 | 6,312,278 | (32,025 | ) | |||||||||||
Total return of Amazon.com, Inc. |
7.3000 % representing 1 month SOFR rate + spread | Citibank N.A. | 12/19/2023 | 70,303 | 7,250,348 | (51,103 | ) | |||||||||||
|
|
|
|
|||||||||||||||
$ | 24,229,040 | $ | 78,892 | |||||||||||||||
|
|
|
|
Direxion Daily GOOGL Bull 1.5X Shares
Schedule of Investments (Unaudited)
January 31, 2023
Shares |
Fair Value | |||||||
COMMON STOCKS - 11.8% |
||||||||
Web Search Portals, Libraries, Archives, and Other Information Services - 11.8% |
||||||||
10,101 | Alphabet, Inc. Class A (a) |
$ | 998,383 | |||||
|
|
|||||||
TOTAL COMMON STOCKS (Cost $939,596) | $ | 998,383 | ||||||
|
|
|||||||
SHORT TERM INVESTMENTS - 80.3% |
||||||||
Money Market Funds - 80.3% |
||||||||
3,495,089 | Dreyfus Government Cash Management Institutional Shares, 4.23% (b) |
$ | 3,495,089 | |||||
1,265,825 | Dreyfus Treasury Securities Cash Management Institutional Shares, 4.23% (b) |
1,265,825 | ||||||
2,022,720 | Goldman Sachs Financial Square Treasury Instruments Fund Institutional Shares, 4.22% (b) |
2,022,720 | ||||||
|
|
|||||||
TOTAL SHORT TERM INVESTMENTS (Cost $6,783,634) |
$ | 6,783,634 | ||||||
|
|
|||||||
TOTAL INVESTMENTS (Cost $7,723,230) - 92.1% (c) |
$ | 7,782,017 | ||||||
Other Assets in Excess of Liabilities - 7.9% |
663,131 | |||||||
|
|
|||||||
TOTAL NET ASSETS - 100.0% |
$ | 8,445,148 | ||||||
|
|
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 January 31, 2023. |
(c) | All or a portion of these securities have been segregated as collateral for swap contracts. Total value of securities segregated amounted to $3,288,545. |
Long Total Return Swap Contracts (Unaudited)
January 31, 2023
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 common shares of Alphabet, Inc. Class A |
5.5500% representing 1 month SOFR rate + spread | Goldman Sachs | 12/7/2023 | 51,675 | $ | 4,747,073 | $ | 334,077 | ||||||||||
Total return of common shares of Alphabet, Inc. Class A |
6.8000% representing 1 month SOFR rate + spread | Bank of America Merrill Lynch | 12/8/2023 | 19,859 | 1,919,632 | 31,362 | ||||||||||||
Total return of common shares of Alphabet, Inc. Class A |
6.8000% representing 1 month SOFR rate + spread | Citibank N.A. | 12/19/2023 | 46,532 | 4,315,087 | 252,546 | ||||||||||||
|
|
|
|
|||||||||||||||
$ | 10,981,792 | $ | 617,985 | |||||||||||||||
|
|
|
|
Direxion Daily MSFT Bull 1.5X Shares
Schedule of Investments (Unaudited)
January 31, 2023
Shares |
Fair Value | |||||||
Common Stocks - 19.6% |
||||||||
Publishing Industries - 19.6% |
||||||||
4,106 | Microsoft Corp. | $ | 1,017,508 | |||||
|
|
|||||||
TOTAL COMMON STOCKS (Cost $1,009,834) |
$ | 1,017,508 | ||||||
|
|
|||||||
SHORT TERM INVESTMENTS - 79.4% |
||||||||
Money Market Funds - 79.4% |
||||||||
2,011,078 | Dreyfus Government Cash Management Institutional Shares, 4.23% (a) |
$ | 2,011,078 | |||||
623,555 | Dreyfus Treasury Securities Cash Management Institutional Shares, 4.23% (a) |
623,555 | ||||||
1,496,904 | Goldman Sachs Financial Square Treasury Instruments Fund Institutional Shares, 4.22% (a) |
1,496,904 | ||||||
|
|
|||||||
TOTAL SHORT TERM INVESTMENTS (Cost $4,131,537) |
$ | 4,131,537 | ||||||
|
|
|||||||
TOTAL INVESTMENTS (Cost $5,141,371) - 99.0% (b) |
$ | 5,149,045 | ||||||
Other Assets in Excess of Liabilities - 1.0% |
54,732 | |||||||
|
|
|||||||
TOTAL NET ASSETS - 100.0% |
$ | 5,203,777 | ||||||
|
|
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 January 31, 2023. |
(b) | All or a portion of these securities have been segregated as collateral for swap contracts. Total value of securities segregated amounted to $2,120,459. |
Long Total Return Swap Contracts (Unaudited)
January 31, 2023
Terms of Payments to be Received at Termination |
Terms of Payments to be Paid at Termination |
Counterparty |
Termination Date |
Contracts | Notional Amount |
Unrealized Appreciation (Depreciation) |
||||||||||||
Total return of Microsoft Corp. |
5.5500 % representing 1 month SOFR rate + spread | Goldman Sachs | 12/7/2023 | 10,783 | $ | 2,577,805 | $ | 79,247 | ||||||||||
Total return of Microsoft Corp. |
6.8000 % representing 1 month SOFR rate + spread | Bank of America Merrill Lynch | 12/8/2023 | 8,217 | 2,061,564 | (42,807 | ) | |||||||||||
Total return of Microsoft Corp. |
6.8000 % representing 1 month SOFR rate + spread | Citibank N.A. | 12/19/2023 | 8,393 | 2,072,984 | (6,263 | ) | |||||||||||
|
|
|
|
|||||||||||||||
$ | 6,712,353 | $ | 30,177 | |||||||||||||||
|
|
|
|
Direxion Daily TSLA Bull 1.5X Shares
Schedule of Investments (Unaudited)
January 31, 2023
Shares |
Fair Value | |||||||
COMMON STOCKS - 20.9% |
||||||||
Transportation Equipment Manufacturing - 20.9% |
||||||||
359,976 | Tesla Motors, Inc. (a) |
$ | 62,355,043 | |||||
|
|
|||||||
TOTAL COMMON STOCKS (Cost $58,452,215) | $ | 62,355,043 | ||||||
|
|
|||||||
SHORT TERM INVESTMENTS - 68.9% |
||||||||
Money Market Funds - 68.9% |
||||||||
105,409,895 | Dreyfus Government Cash Management Institutional Shares, 4.23% (b) |
$ | 105,409,895 | |||||
36,118,332 | Dreyfus Treasury Securities Cash Management Institutional Shares, 4.23% (b) |
36,118,332 | ||||||
64,341,089 | Goldman Sachs Financial Square Treasury Instruments Fund Institutional Shares, 4.22% (b) |
64,341,089 | ||||||
|
|
|||||||
TOTAL SHORT TERM INVESTMENTS (Cost $205,869,316) |
$ | 205,869,316 | ||||||
|
|
|||||||
TOTAL INVESTMENTS (Cost $264,321,531) - 89.8% (c) |
$ | 268,224,359 | ||||||
Other Assets in Excess of Liabilities - 10.2% |
30,626,723 | |||||||
|
|
|||||||
TOTAL NET ASSETS - 100.0% |
$ | 298,851,082 | ||||||
|
|
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 January 31, 2023. |
(c) | All or a portion of these securities have been segregated as collateral for swap contracts. Total value of securities segregated amounted to $177,737,429. |
Long Total Return Swap Contracts (Unaudited)
January 31, 2023
Terms of Payments to be Received |
Terms of Payments to be Paid |
Counterparty |
Termination Date |
Contracts | Notional Amount |
Unrealized Appreciation (Depreciation) |
||||||||||||
Total return of Tesla, Inc. |
6.3000 % representing 1 month SOFR rate + spread | BNP Paribas | 12/5/2023 | 299,075 | $ | 45,747,852 | $ | 5,821,114 | ||||||||||
Total return of Tesla, Inc. |
7.8000 % representing 1 month SOFR rate + spread | Goldman Sachs | 12/7/2023 | 678,888 | 120,319,482 | (2,045,076 | ) | |||||||||||
Total return of Tesla, Inc. |
6.8000 % representing 1 month SOFR rate + spread | Bank of America Merrill Lynch | 12/8/2023 | 666,044 | 115,372,142 | (656,701 | ) | |||||||||||
Total return of Tesla, Inc. |
7.3000 % representing 1 month SOFR rate + spread | Citibank N.A. | 12/19/2023 | 583,907 | 101,144,370 | (494,602 | ) | |||||||||||
|
|
|
|
|||||||||||||||
$ | 382,583,846 | $ | 2,624,735 | |||||||||||||||
|
|
|
|
Direxion Daily CSI 300 China A Share Bull 2X Shares
Schedule of Investments (Unaudited)
January 31, 2023
Shares |
Fair Value | |||||||
INVESTMENT COMPANIES - 44.9% |
||||||||
1,096,728 | Deutsche Xtrackers Harvest CSI 300 China A-Shares ETF (a) |
$ | 34,228,881 | |||||
|
|
|||||||
TOTAL INVESTMENT COMPANIES (Cost $31,718,931) |
$ | 34,228,881 | ||||||
|
|
|||||||
SHORT TERM INVESTMENTS - 56.2% |
||||||||
Money Market Funds - 56.2% |
||||||||
32,154,635 | Dreyfus Government Cash Management Institutional Shares, 4.23% (b) |
$ | 32,154,635 | |||||
10,755,020 | Goldman Sachs Financial Square Treasury Instruments Fund Institutional Shares, 4.22% (b) |
10,755,020 | ||||||
|
|
|||||||
TOTAL SHORT TERM INVESTMENTS (Cost $42,909,655) |
$ | 42,909,655 | ||||||
|
|
|||||||
TOTAL INVESTMENTS (Cost $74,628,586) - 101.1% (c) |
$ | 77,138,536 | ||||||
Liabilities in Excess of Other Assets - (1.1)% |
(820,051 | ) | ||||||
|
|
|||||||
TOTAL NET ASSETS - 100.0% |
$ | 76,318,485 | ||||||
|
|
Percentages are stated as a percent of net assets.
The geographic location of all investments is United States unless otherwise indicated.
(a) | Shareholders may obtain the financial statements of these investment companies at www.sec.gov. |
(b) | Represents annualized seven-day yield at January 31, 2023. |
(c) | All or a portion of these securities have been segregated as collateral for swap contracts. Total value of securities segregated amounted to $19,985,945. |
Long Total Return Swap Contracts (Unaudited)
January 31, 2023
Terms of Payments to be Received |
Terms of Payments to be Paid |
Counterparty |
Termination Date |
Contracts | Notional Amount |
Unrealized Appreciation |
||||||||||||
Total return of Deutsche Xtrackers Harvest CSI 300 China A-Shares ETF |
2.3000 % representing 1 month SOFR rate + spread | J.P. Morgan | 12/12/2023 | 773,960 | $ | 22,197,173 | $ | 2,125,883 | ||||||||||
Total return of Deutsche Xtrackers Harvest CSI 300 China A-Shares ETF |
4.4800 % representing 1 month SOFR rate + spread | UBS Securities LLC | 12/13/2023 | 2,130,176 | 61,506,375 | 5,324,514 | ||||||||||||
Total return of Deutsche Xtrackers Harvest CSI 300 China A-Shares ETF |
1.3000 % representing 1 month SOFR rate + spread | Citibank N.A. | 12/19/2023 | 889,784 | 25,964,700 | 2,003,082 | ||||||||||||
|
|
|
|
|||||||||||||||
$ | 109,668,248 | $ | 9,453,479 | |||||||||||||||
|
|
|
|
Direxion Daily CSI China Internet Index Bull 2X Shares
Schedule of Investments (Unaudited)
January 31, 2023
Shares |
Fair Value | |||||||
INVESTMENT COMPANIES - 49.0% |
||||||||
5,947,558 | KraneShares CSI China Internet ETF (a) |
$ | 201,443,789 | |||||
|
|
|||||||
TOTAL INVESTMENT COMPANIES (Cost $177,117,778) |
$ | 201,443,789 | ||||||
|
|
|||||||
SHORT TERM INVESTMENTS - 48.5% |
||||||||
Money Market Funds - 48.5% |
||||||||
125,326,700 | Dreyfus Government Cash Management Institutional Shares, 4.23% (b) |
$ | 125,326,700 | |||||
26,449,094 | Dreyfus Treasury Securities Cash Management Institutional Shares, 4.23% (b) |
26,449,094 | ||||||
47,753,335 | Goldman Sachs Financial Square Treasury Instruments Fund Institutional Shares, 4.22% (b) |
47,753,335 | ||||||
|
|
|||||||
TOTAL SHORT TERM INVESTMENTS (Cost $199,529,129) |
$ | 199,529,129 | ||||||
|
|
|||||||
TOTAL INVESTMENTS (Cost $376,646,907) - 97.5% (c) |
$ | 400,972,918 | ||||||
Other Assets in Excess of Liabilities - 2.5% |
10,436,697 | |||||||
|
|
|||||||
TOTAL NET ASSETS - 100.0% |
$ | 411,409,615 | ||||||
|
|
Percentages are stated as a percent of net assets.
The geographic location of all investments is United States unless otherwise indicated.
(a) | Shareholders may obtain the financial statements of these investment companies at www.sec.gov. |
(b) | Represents annualized seven-day yield at January 31, 2023. |
(c) | All or a portion of these securities have been segregated as collateral for swap contracts. Total value of securities segregated amounted to $217,019,965. |
Long Total Return Swap Contracts (Unaudited)
January 31, 2023
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 KraneShares CSI China Internet ETF |
4.6900% representing 1 month SOFR rate + spread | BNP Paribas | 12/5/2023 | 3,523,354 | $ | 107,200,409 | $ | 11,547,599 | ||||||||||
Total return of KraneShares CSI China Internet ETF |
4.8500% representing 1 month SOFR rate + spread | Goldman Sachs | 12/7/2023 | 4,218,875 | 132,053,560 | 10,031,259 | ||||||||||||
Total return of KraneShares CSI China Internet ETF |
4.8500% representing 1 month SOFR rate + spread | Bank of America Merrill Lynch | 12/8/2023 | 2,423,357 | 76,252,512 | 5,416,316 | ||||||||||||
Total return of KraneShares CSI China Internet ETF |
5.0400% representing 1 month SOFR rate + spread | UBS Securities LLC | 12/13/2023 | 4,061,426 | 125,638,137 | 11,086,564 | ||||||||||||
Total return of KraneShares CSI China Internet ETF |
4.9500% representing 1 month SOFR rate + spread | Citibank N.A. | 12/19/2023 | 4,118,919 | 130,756,435 | 8,054,266 | ||||||||||||
|
|
|
|
|||||||||||||||
$ | 571,901,053 | $ | 46,136,004 | |||||||||||||||
|
|
|
|
Direxion Daily S&P 500® Bull 2X Shares
Schedule of Investments (Unaudited)
January 31, 2023
Shares |
Fair Value | |||||||
INVESTMENT COMPANIES - 98.1% |
||||||||
111,286 | iShares Core S&P 500 ETF (a) |
$ | 45,439,186 | |||||
|
|
|||||||
TOTAL INVESTMENT COMPANIES (Cost $43,109,410) |
$ | 45,439,186 | ||||||
|
|
|||||||
SHORT TERM INVESTMENTS - 0.7% |
||||||||
Money Market Funds - 0.7% |
||||||||
322,913 | Dreyfus Government Cash Management Institutional Shares, 4.23% (b) |
$ | 322,913 | |||||
6,545 | Goldman Sachs Financial Square Treasury Instruments Fund Institutional Shares, 4.22% (b) |
6,545 | ||||||
|
|
|||||||
TOTAL SHORT TERM INVESTMENTS (Cost $329,458) |
$ | 329,458 | ||||||
|
|
|||||||
TOTAL INVESTMENTS (Cost $43,438,868) - 98.8% (c) |
$ | 45,768,644 | ||||||
Other Assets in Excess of Liabilities - 1.2% |
561,003 | |||||||
|
|
|||||||
TOTAL NET ASSETS - 100.0% |
$ | 46,329,647 | ||||||
|
|
Percentages are stated as a percent of net assets.
The geographic location of all investments is United States unless otherwise indicated.
(a) | Shareholders may obtain the financial statements of these investment companies at www.sec.gov. |
(b) | Represents annualized seven-day yield at January 31, 2023. |
(c) | All or a portion of these securities have been segregated as collateral for swap contracts. Total value of securities segregated amounted to $18,671,869. |
Long Total Return Swap Contracts (Unaudited)
January 31, 2023
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 |
4.5100 % representing 1 month SOFR rate + spread | UBS Securities LLC | 12/13/2023 | 884 | $ | 3,515,398 | $ | 83,604 | ||||||||||
Total return of S&P 500® Index |
4.5500 % representing 1 month SOFR rate + spread | Citibank N.A. | 12/19/2023 | 10,699 | 42,342,346 | 1,098,974 | ||||||||||||
|
|
|
|
|||||||||||||||
$ | 45,857,744 | $ | 1,182,578 | |||||||||||||||
|
|
|
|
Direxion Daily S&P 500 Equal Weight Bull 2X Shares
Schedule of Investments (Unaudited)
January 31, 2023
Shares |
Fair Value | |||||||
INVESTMENT COMPANIES - 73.9% |
||||||||
15,900 | Invesco S&P 500® Equal Weight ETF (a) |
$ | 2,412,507 | |||||
|
|
|||||||
TOTAL INVESTMENT COMPANIES (Cost $2,495,607) |
$ | 2,412,507 | ||||||
|
|
|||||||
SHORT TERM INVESTMENTS - 25.4% |
||||||||
Money Market Funds - 25.4% |
||||||||
830,702 | Dreyfus Government Cash Management Institutional Shares, 4.23% (b) |
$ | 830,702 | |||||
|
|
|||||||
TOTAL SHORT TERM INVESTMENTS (Cost $830,702) |
$ | 830,702 | ||||||
|
|
|||||||
TOTAL INVESTMENTS (Cost $3,326,309) - 99.3% (c) |
$ | 3,243,209 | ||||||
Other Assets in Excess of Liabilities - 0.7% |
21,301 | |||||||
|
|
|||||||
TOTAL NET ASSETS - 100.0% |
$ | 3,264,510 | ||||||
|
|
Percentages are stated as a percent of net assets.
The geographic location of all investments is United States unless otherwise indicated.
(a) | Shareholders may obtain the financial statements of these investment companies at www.sec.gov. |
(b) | Represents annualized seven-day yield at January 31, 2023. |
(c) | All or a portion of these securities have been segregated as collateral for swap contracts. Total value of securities segregated amounted to $676,252. |
Long Total Return Swap Contracts (Unaudited)
January 31, 2023
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® Equal Weight Index |
4.8500 % representing 1 month SOFR rate + spread | UBS Securities LLC | 12/13/2023 | 643 | $ | 3,798,115 | $ | 145,466 | ||||||||||
Total return of S&P 500® Equal Weight Index |
4.8500 % representing 1 month SOFR rate + spread | Barclays | 12/20/2023 | 25 | 151,543 | 2,200 | ||||||||||||
|
|
|
|
|||||||||||||||
$ | 3,949,658 | $ | 147,666 | |||||||||||||||
|
|
|
|
Direxion Daily MSCI Brazil Bull 2X Shares
Schedule of Investments (Unaudited)
January 31, 2023
Shares |
Fair Value | |||||||
INVESTMENT COMPANIES - 40.7% |
||||||||
1,877,496 | iShares MSCI Brazil Capped ETF (a) |
$ | 56,963,229 | |||||
|
|
|||||||
TOTAL INVESTMENT COMPANIES (Cost $63,348,926) |
$ | 56,963,229 | ||||||
|
|
|||||||
SHORT TERM INVESTMENTS - 55.9% |
||||||||
Money Market Funds - 55.9% |
||||||||
62,649,466 | Dreyfus Government Cash Management Institutional Shares, 4.23% (b) |
$ | 62,649,466 | |||||
1,420 | Goldman Sachs Financial Square Government Fund Institutional Shares, 4.22% (b) |
1,420 | ||||||
15,658,892 | Goldman Sachs Financial Square Treasury Instruments Fund Institutional Shares, 4.22% (b) |
15,658,892 | ||||||
|
|
|||||||
TOTAL SHORT TERM INVESTMENTS (Cost $78,309,778) |
$ | 78,309,778 | ||||||
|
|
|||||||
TOTAL INVESTMENTS (Cost $141,658,704) - 96.6% (c) |
$ | 135,273,007 | ||||||
Other Assets in Excess of Liabilities - 3.4% |
4,741,314 | |||||||
|
|
|||||||
TOTAL NET ASSETS - 100.0% |
$ | 140,014,321 | ||||||
|
|
Percentages are stated as a percent of net assets.
The geographic location of all investments is United States unless otherwise indicated.
(a) | Shareholders may obtain the financial statements of these investment companies at www.sec.gov. |
(b) | Represents annualized seven-day yield at January 31, 2023. |
(c) | All or a portion of these securities have been segregated as collateral for swap contracts. Total value of securities segregated amounted to $52,682,401. |
Long Total Return Swap Contracts (Unaudited)
January 31, 2023
Terms of Payments to be Received at Termination |
Terms of Payments to be Paid at Termination |
Counterparty |
Termination Date |
Contracts | Notional Amount |
Unrealized Appreciation |
||||||||||||
Total return of iShares MSCI Brazil Capped ETF |
4.8900 % representing 1 month SOFR rate + spread | BNP Paribas | 12/5/2023 | 175,683 | $ | 4,631,004 | $ | 669,799 | ||||||||||
Total return of iShares MSCI Brazil Capped ETF |
3.8000 % representing 1 month SOFR rate + spread | J.P. Morgan | 12/12/2023 | 3,144,113 | 93,909,575 | 5,068,459 | ||||||||||||
Total return of iShares MSCI Brazil Capped ETF |
4.4400 % representing 1 month SOFR rate + spread | UBS Securities LLC | 12/13/2023 | 3,776,661 | 100,166,707 | 13,870,256 | ||||||||||||
Total return of iShares MSCI Brazil Capped ETF |
5.0500 % representing 1 month SOFR rate + spread | Barclays | 12/20/2023 | 255,850 | 7,862,270 | 356,990 | ||||||||||||
|
|
|
|
|||||||||||||||
$ | 206,569,556 | $ | 19,965,504 | |||||||||||||||
|
|
|
|
Direxion Daily MSCI India Bull 2X Shares
Schedule of Investments (Unaudited)
January 31, 2023
Shares |
Fair Value | |||||||
INVESTMENT COMPANIES - 52.6% |
||||||||
676,787 | iShares MSCI India ETF (a) |
$ | 27,741,499 | |||||
|
|
|||||||
TOTAL INVESTMENT COMPANIES (Cost $32,323,547) |
$ | 27,741,499 | ||||||
|
|
|||||||
SHORT TERM INVESTMENTS - 55.3% |
||||||||
Money Market Funds - 55.3% |
||||||||
13,401,908 | Dreyfus Government Cash Management Institutional Shares, 4.23% (b) |
$ | 13,401,908 | |||||
6,270,077 | Goldman Sachs Financial Square Government Fund Institutional Shares, 4.22% (b) |
6,270,077 | ||||||
9,485,643 | Goldman Sachs Financial Square Treasury Instruments Fund Institutional Shares, 4.22% (b) |
9,485,643 | ||||||
|
|
|||||||
TOTAL SHORT TERM INVESTMENTS (Cost $29,157,628) |
$ | 29,157,628 | ||||||
|
|
|||||||
TOTAL INVESTMENTS (Cost $61,481,175) - 107.9% (c) |
$ | 56,899,127 | ||||||
Liabilities in Excess of Other Assets - (7.9)% |
(4,169,925 | ) | ||||||
|
|
|||||||
TOTAL NET ASSETS - 100.0% |
$ | 52,729,202 | ||||||
|
|
Percentages are stated as a percent of net assets.
The geographic location of all investments is United States unless otherwise indicated.
(a) | Shareholders may obtain the financial statements of these investment companies at www.sec.gov. |
(b) | Represents annualized seven-day yield at January 31, 2023. |
(c) | All or a portion of these securities have been segregated as collateral for swap contracts. Total value of securities segregated amounted to $19,433,097. |
Long Total Return Swap Contracts (Unaudited)
January 31, 2023
Terms of Payments to be Received at Termination |
Terms of Payments to be Paid at Termination |
Counterparty |
Termination Date |
Contracts | Notional Amount |
Unrealized Depreciation |
||||||||||||
Total return of iShares MSCI India ETF |
5.0900% representing 1 month SOFR rate + spread | UBS Securities LLC | 12/13/2023 | 433,356 | $ | 18,461,830 | $ | (789,358 | ) | |||||||||
Total return of iShares MSCI India ETF |
4.9500% representing 1 month SOFR rate + spread | Citibank N.A. | 12/19/2023 | 900,000 | 38,655,000 | (2,026,682 | ) | |||||||||||
Total return of iShares MSCI India ETF |
5.1000% representing 1 month SOFR rate + spread | Barclays | 12/20/2023 | 562,644 | 24,272,462 | (1,398,302 | ) | |||||||||||
|
|
|
|
|||||||||||||||
$ | 81,389,292 | $ | (4,214,342 | ) | ||||||||||||||
|
|
|
|
Direxion Daily Cloud Computing Bull 2X Shares
Schedule of Investments (Unaudited)
January 31, 2023
Shares |
Fair Value | |||||||
COMMON STOCKS - 82.0% |
||||||||
Administrative and Support Services - 0.8% |
||||||||
640 | Alarm.com, Inc. (a) |
$ | 34,304 | |||||
809 | nCino, Inc. (a) |
23,138 | ||||||
|
|
|||||||
57,442 | ||||||||
|
|
|||||||
Computer and Electronic Product Manufacturing - 0.1% |
||||||||
551 | Radware Ltd. ADR (Israel) (a) |
11,736 | ||||||
|
|
|||||||
Data Processing, Hosting and Related Services - 6.1% |
||||||||
914 | Five9, Inc. (a) |
72,005 | ||||||
1,116 | RingCentral, Inc. (a) |
43,558 | ||||||
2,783 | VMware, Inc. (a) |
340,834 | ||||||
|
|
|||||||
456,397 | ||||||||
|
|
|||||||
Heavy and Civil Engineering Construction - 0.7% |
||||||||
729 | BlackLine, Inc. (a) |
52,342 | ||||||
|
|
|||||||
Professional, Scientific, and Technical Services - 26.6% |
||||||||
994 | 2U, Inc. (a) |
8,578 | ||||||
603 | DigitalOcean Holdings, Inc. (a)(b) |
17,698 | ||||||
912 | Freshworks, Inc. (a) |
14,756 | ||||||
906 | LivePerson, Inc. (a) |
11,669 | ||||||
438 | Model N, Inc. (a) |
17,371 | ||||||
2,933 | Nutanix, Inc. (a) |
81,743 | ||||||
685 | Paycom Software, Inc. (a) |
221,899 | ||||||
535 | Paylocity Holding Corp. (a) |
111,435 | ||||||
546 | PROS Holdings, Inc. (a) |
13,759 | ||||||
3,651 | SAP SE ADR (Germany) |
432,753 | ||||||
702 | ServiceNow, Inc. (a) |
319,501 | ||||||
1,786 | Snowflake, Inc. (a) |
279,402 | ||||||
877 | Unisys Corp. (a) |
4,745 | ||||||
1,956 | Vimeo, Inc. (a) |
8,880 | ||||||
1,688 | Workday, Inc. (a) |
306,254 | ||||||
1,105 | Zscaler, Inc. (a) |
137,197 | ||||||
|
|
|||||||
1,987,640 | ||||||||
|
|
|||||||
Publishing Industries (except Internet) - 44.5% |
||||||||
1,527 | ACI Worldwide, Inc. (a) |
42,649 | ||||||
942 | Adobe Systems, Inc. (a) |
348,860 | ||||||
2,124 | Akamai Technologies, Inc. (a) |
188,930 | ||||||
238 | AppFolio, Inc. (a) |
26,735 | ||||||
1,906 | Autodesk, Inc. (a) |
410,095 | ||||||
1,291 | Bill.com Holdings, Inc. (a) |
149,266 | ||||||
582 | Blackbaud, Inc. (a) |
36,206 | ||||||
1,867 | Box, Inc. (a) |
59,725 | ||||||
1,052 | C3.ai, Inc. (a) |
20,882 | ||||||
486 | Clearwater Analytics Holdings, Inc. (a) |
9,516 | ||||||
1,003 | Coupa Software, Inc. (a) |
80,160 | ||||||
1,818 | CrowdStrike Holdings, Inc. (a) |
192,526 | ||||||
2,618 | DocuSign, Inc. (a) |
158,756 | ||||||
3,680 | Dropbox, Inc. (a) |
85,486 | ||||||
451 | Enfusion, Inc. (a) |
5,358 | ||||||
523 | Everbridge, Inc. (a) |
16,715 | ||||||
1,453 | Informatica, Inc. (a) |
25,863 | ||||||
120 | MicroStrategy, Inc. Class A (a)(b) |
30,208 | ||||||
4,943 | Oracle Corp. |
437,258 | ||||||
637 | Paycor HCM, Inc. (a) |
15,995 | ||||||
467 | Qualys, Inc. (a) |
53,873 | ||||||
1,901 | Salesforce.com, Inc. (a) |
319,311 | ||||||
484 | SPS Commerce, Inc. (a) |
65,863 | ||||||
4,503 | Tuya, Inc. ADR (China) (a) |
12,563 | ||||||
2,274 | Twilio, Inc. (a) |
136,076 | ||||||
362 | Upland Software, Inc. (a) |
3,160 | ||||||
1,866 | Veeva Systems, Inc. (a) |
318,246 | ||||||
709 | VTEX ADR (United Kingdom) (a) |
3,212 | ||||||
583 | Workiva, Inc. (a) |
50,447 | ||||||
1,585 | Zuora, Inc. (a) |
12,553 | ||||||
|
|
|||||||
3,316,493 | ||||||||
|
|
|||||||
Telecommunications - 3.2% |
||||||||
1,547 | 8x8, Inc. (a) |
7,286 | ||||||
302 | Bandwidth, Inc. (a) |
7,514 | ||||||
2,972 | Zoom Video Communications, Inc. (a) |
222,900 | ||||||
|
|
|||||||
237,700 | ||||||||
|
|
|||||||
TOTAL COMMON STOCKS (Cost $7,661,487) |
$ | 6,119,750 | ||||||
|
|
|||||||
SHORT TERM INVESTMENTS - 16.9% |
||||||||
Money Market Funds - 16.9% |
||||||||
772,530 | Dreyfus Government Cash Management Institutional Shares, 4.23% (c)(d) |
$ | 772,530 | |||||
1 | Goldman Sachs Financial Square Government Fund Institutional Shares, 4.22% (c) |
1 | ||||||
487,348 | Goldman Sachs Financial Square Treasury Instruments Fund Institutional Shares, 4.22% (c) |
487,348 | ||||||
|
|
|||||||
TOTAL SHORT TERM INVESTMENTS (Cost $1,259,879) |
$ | 1,259,879 | ||||||
|
|
|||||||
TOTAL INVESTMENTS (Cost $8,921,366) - 98.9% (e) |
$ | 7,379,629 | ||||||
Other Assets in Excess of Liabilities - 1.1% |
80,189 | |||||||
|
|
|||||||
TOTAL NET ASSETS - 100.0% |
$ | 7,459,818 | ||||||
|
|
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 January 31, 2023. |
(d) | All or a portion of this security represents an investment of securities lending collateral. |
(e) | All or a portion of these securities have been segregated as collateral for swap contracts. Total value of securities segregated amounted to $1,896,596. |
ADR - American Depository Receipt
Long Total Return Swap Contracts (Unaudited)
January 31, 2023
Terms of Payments to be Received at Termination |
Terms of Payments to be Paid at Termination |
Counterparty |
Termination Date |
Contracts | Notional Amount |
Unrealized Appreciation |
||||||||||||
Total return of Indxx USA Cloud Computing Index |
4.4500 % representing 1 month SOFR rate + spread | Bank of America Merrill Lynch | 12/8/2023 | 8,806 | $ | 6,222,950 | $ | 325,323 | ||||||||||
Total return of Indxx USA Cloud Computing Index |
4.7000 % representing 1 month SOFR rate + spread | Citibank N.A. | 12/19/2023 | 2,982 | 2,111,269 | 102,327 | ||||||||||||
|
|
|
|
|||||||||||||||
$ | 8,334,219 | $ | 427,650 | |||||||||||||||
|
|
|
|
Direxion Daily Electric and Autonomous Vehicles Bull 2X Shares
Schedule of Investments (Unaudited)
January 31, 2023
Shares |
Fair Value | |||||||
COMMON STOCKS - 85.2% |
||||||||
Computer and Electronic Product Manufacturing - 5.9% |
||||||||
11,817 | Blink Charging Co. (a) |
$ | 160,829 | |||||
12,846 | Indie Semiconductor, Inc. (a) |
102,383 | ||||||
|
|
|||||||
263,212 | ||||||||
|
|
|||||||
Management of Companies and Enterprises - 1.4% |
||||||||
159,050 | Arrival Ltd. ADR (Luxembourg) (a) |
63,604 | ||||||
|
|
|||||||
Motor Vehicle and Parts Dealers - 4.0% |
||||||||
25,942 | EVgo, Inc. (a) |
178,740 | ||||||
|
|
|||||||
Printing and Related Support Activities - 3.6% |
||||||||
21,795 | Fisker, Inc. (a) |
162,373 | ||||||
|
|
|||||||
Professional, Scientific, and Technical Services - 3.5% |
||||||||
75,394 | TuSimple Holdings, Inc. (a) |
158,327 | ||||||
|
|
|||||||
Rental and Leasing Services - 2.3% |
||||||||
4,085 | Cerence, Inc. (a) |
100,164 | ||||||
|
|
|||||||
Securities, Commodity Contracts, and Other Financial Investments and Related Activities - 27.6% |
||||||||
22,793 | Aeva Technologies, Inc. (a) |
38,520 | ||||||
3,773 | Allego NV ADR (Netherlands) (a) |
16,413 | ||||||
125,188 | Canoo Inc. (a) |
150,226 | ||||||
13,938 | ChargePoint Holdings, Inc. (a) |
169,207 | ||||||
15,840 | Hyzon Motors, Inc. (a) |
33,739 | ||||||
32,864 | Lucid Group, Inc. (a) |
384,180 | ||||||
35,171 | Microvast Holdings, Inc. (a) |
57,329 | ||||||
24,196 | Nio, Inc. ADR (China) (a) |
292,046 | ||||||
12,784 | Proterra, Inc. (a) |
65,198 | ||||||
13,220 | The Lion Electric Co. ADR (Canada) (a) |
34,636 | ||||||
|
|
|||||||
1,241,494 | ||||||||
|
|
|||||||
Specialty Trade Contractors - 3.8% |
||||||||
20,205 | QuantumScape Corp. (a) |
171,945 | ||||||
|
|
|||||||
Transportation Equipment Manufacturing - 33.1% |
||||||||
5,488 | Gentex Corp. |
161,951 | ||||||
12,098 | Li Auto, Inc. ADR (China) (a) |
301,240 | ||||||
25,599 | Luminar Technologies, Inc. (a) |
170,745 | ||||||
60,926 | Nikola Corp. (a) |
165,110 | ||||||
7,171 | Niu Technologies ADR (China) (a) |
38,652 | ||||||
1,964 | Tesla Motors, Inc. (a) |
340,204 | ||||||
29,185 | XPeng, Inc. ADR (China) (a) |
310,528 | ||||||
|
|
|||||||
1,488,430 | ||||||||
|
|
|||||||
TOTAL COMMON STOCKS (Cost $3,877,105) |
$ | 3,828,289 | ||||||
|
|
|||||||
SHORT TERM INVESTMENTS - 17.7% |
||||||||
Money Market Funds - 17.7% |
||||||||
794,473 | Dreyfus Government Cash Management Institutional Shares, 4.23% (b) |
$ | 794,473 | |||||
|
|
|||||||
TOTAL SHORT TERM INVESTMENTS (Cost $794,473) |
$ | 794,473 | ||||||
|
|
|||||||
TOTAL INVESTMENTS (Cost $4,671,578) - 102.9% (c) |
$ | 4,622,762 | ||||||
Liabilities in Excess of Other Assets - (2.9)% |
(128,678 | ) | ||||||
|
|
|||||||
TOTAL NET ASSETS - 100.0% |
$ | 4,494,084 | ||||||
|
|
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 January 31, 2023. |
(c) | All or a portion of these securities have been segregated as collateral for swap contracts. Total value of securities segregated amounted to $1,326,336. |
ADR - American Depository Receipt
Long Total Return Swap Contracts (Unaudited)
January 31, 2023
Terms of Payments to be Received at Termination |
Terms of Payments to be Paid at Termination |
Counterparty |
Termination Date |
Contracts | Notional Amount |
Unrealized Appreciation |
||||||||||||
Total return of Indxx US Electric and Autonomous Vehicles Index |
4.4000 % representing 1 month SOFR rate + spread | Goldman Sachs | 12/7/2023 | 2,810 | $ | 2,890,688 | $ | 374,205 | ||||||||||
Total return of Indxx US Electric and Autonomous Vehicles Index |
4.3000 % representing 1 month SOFR rate + spread | J.P. Morgan | 2/26/2024 | 1,614 | 1,847,791 | 34,274 | ||||||||||||
|
|
|
|
|||||||||||||||
$ | 4,738,479 | $ | 408,479 | |||||||||||||||
|
|
|
|
Direxion Daily Energy Bull 2X Shares
Schedule of Investments (Unaudited)
January 31, 2023
Shares |
Fair Value | |||||||
COMMON STOCKS - 88.3% |
||||||||
Gasoline Stations - 16.8% |
||||||||
463,087 | Chevron Corp. |
$ | 80,586,400 | |||||
|
|
|||||||
Machinery Manufacturing - 1.9% |
||||||||
294,484 | Baker Hughes Co. |
9,346,922 | ||||||
|
|
|||||||
Oil and Gas Extraction - 16.1% |
||||||||
94,541 | APA Corp. |
4,191,003 | ||||||
231,846 | Coterra Energy, Inc. |
5,803,105 | ||||||
192,221 | Devon Energy Corp. |
12,156,056 | ||||||
143,340 | EOG Resources, Inc. |
18,956,715 | ||||||
107,931 | EQT Corp. |
3,526,106 | ||||||
186,737 | Marathon Oil Corp. |
5,129,665 | ||||||
213,815 | Occidental Petroleum Corp. |
13,853,074 | ||||||
138,976 | Phillips 66 |
13,935,124 | ||||||
|
|
|||||||
77,550,848 | ||||||||
|
|
|||||||
Petroleum and Coal Products Manufacturing - 31.8% |
||||||||
158,521 | ConocoPhillips |
19,318,954 | ||||||
860,912 | Exxon Mobil Corp. |
99,874,401 | ||||||
137,806 | Marathon Petroleum Corp. |
17,710,827 | ||||||
113,362 | Valero Energy Corp. |
15,874,081 | ||||||
|
|
|||||||
152,778,263 | ||||||||
|
|
|||||||
Pipeline Transportation - 2.4% |
||||||||
358,151 | Williams Companies, Inc. |
11,546,788 | ||||||
|
|
|||||||
Support Activities for Mining - 15.2% |
||||||||
51,752 | Diamondback Energy, Inc. |
7,562,002 | ||||||
267,011 | Halliburton Co. |
11,006,194 | ||||||
81,593 | Hess Corp. |
12,252,005 | ||||||
69,866 | Pioneer Natural Resources Co. |
16,093,633 | ||||||
371,306 | Schlumberger Ltd. ADR (Curaco) (a) |
21,157,016 | ||||||
66,565 | Targa Resources Corp. |
4,993,706 | ||||||
|
|
|||||||
73,064,556 | ||||||||
|
|
|||||||
Utilities - 4.1% |
||||||||
581,633 | Kinder Morgan, Inc. |
10,643,884 | ||||||
131,427 | ONEOK, Inc. |
9,000,121 | ||||||
|
|
|||||||
19,644,005 | ||||||||
|
|
|||||||
TOTAL COMMON STOCKS (Cost $321,967,625) |
$ | 424,517,782 | ||||||
|
|
|||||||
SHORT TERM INVESTMENTS - 12.8% |
||||||||
Money Market Funds - 12.8% |
||||||||
41,177,741 | Dreyfus Government Cash Management Institutional Shares, 4.23% (b) |
$ | 41,177,741 | |||||
20,113,498 | Goldman Sachs Financial Square Government Fund Institutional Shares, 4.22% (b) |
20,113,498 | ||||||
224,084 | Goldman Sachs Financial Square Treasury Instruments Fund Institutional Shares, 4.22% (b) |
224,084 | ||||||
|
|
|||||||
TOTAL SHORT TERM INVESTMENTS (Cost $61,515,323) |
$ | 61,515,323 | ||||||
|
|
|||||||
TOTAL INVESTMENTS (Cost $383,482,948) - 101.1% (c) |
$ | 486,033,105 | ||||||
Liabilities in Excess of Other Assets - (1.1)% |
(5,423,616 | ) | ||||||
|
|
|||||||
TOTAL NET ASSETS - 100.0% |
$ | 480,609,489 | ||||||
|
|
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 January 31, 2023. |
(c) | All or a portion of these securities have been segregated as collateral for swap contracts. Total value of securities segregated amounted to $253,290,589. |
ADR - American Depository Receipt
Long Total Return Swap Contracts (Unaudited)
January 31, 2023
Terms of Payments to be Received |
Terms of Payments to be Paid |
Counterparty |
Termination Date |
Contracts | Notional Amount |
Unrealized Appreciation |
||||||||||||
Total return of Energy Select Sector Index |
4.7900 % representing 1 month SOFR rate + spread | BNP Paribas | 12/5/2023 | 104,947 | $ | 93,425,918 | $ | 5,248,019 | ||||||||||
Total return of Energy Select Sector Index |
4.7500 % representing 1 month SOFR rate + spread | J.P. Morgan | 12/12/2023 | 160,159 | 145,087,731 | 5,573,755 | ||||||||||||
Total return of Energy Select Sector Index |
4.9800 % representing 1 month SOFR rate + spread | UBS Securities LLC | 12/13/2023 | 66,178 | 59,231,865 | 2,971,795 | ||||||||||||
Total return of Energy Select Sector Index |
4.8000 % representing 1 month SOFR rate + spread | Barclays | 12/20/2023 | 236,992 | 211,036,636 | 11,911,941 | ||||||||||||
|
|
|
|
|||||||||||||||
$ | 508,782,150 | $ | 25,705,510 | |||||||||||||||
|
|
|
|
Direxion Daily Energy Bear 2X Shares
Schedule of Investments (Unaudited)
January 31, 2023
Shares |
Fair Value | |||||||
SHORT TERM INVESTMENTS - 108.5% |
||||||||
Money Market Funds - 108.5% |
||||||||
36,370,755 | Dreyfus Government Cash Management Institutional Shares, 4.23% (a) |
$ | 36,370,755 | |||||
2,720,420 | Goldman Sachs Financial Square Government Fund Institutional Shares, 4.22% (a) |
2,720,420 | ||||||
1,566,979 | Goldman Sachs Financial Square Treasury Instruments Fund Institutional Shares, 4.22% (a) |
1,566,979 | ||||||
|
|
|||||||
TOTAL SHORT TERM INVESTMENTS (Cost $40,658,154) (b) |
$ | 40,658,154 | ||||||
|
|
|||||||
TOTAL INVESTMENTS (Cost $40,658,154) - 108.5% |
$ | 40,658,154 | ||||||
Liabilities in Excess of Other Assets - (8.5)% |
(3,184,913 | ) | ||||||
|
|
|||||||
TOTAL NET ASSETS - 100.0% |
$ | 37,473,241 | ||||||
|
|
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 January 31, 2023. |
(b) | All or a portion of these securities have been segregated as collateral for swap contracts. Total value of securities segregated amounted to $20,284,664. |
Short Total Return Swap Contracts (Unaudited)
January 31, 2023
Terms of Payments to be Received at Termination |
Terms of Payments to be Paid |
Counterparty |
Termination Date |
Contracts | Notional Amount |
Unrealized Appreciation (Depreciation) |
||||||||||||||
4.3400% representing 1 month SOFR rate + spread |
Total return of Energy Select Sector Index | BNP Paribas | 12/5/2023 | 51,509 | $ | 45,854,342 | $ | (2,602,732 | ) | |||||||||||
4.3000% representing 1 month SOFR rate + spread |
Total return of Energy Select Sector Index | J.P. Morgan | 12/12/2023 | 7,784 | 7,154,237 | (179,179 | ) | |||||||||||||
4.6200% representing 1 month SOFR rate + spread |
Total return of Energy Select Sector Index | UBS Securities LLC | 12/13/2023 | 10,056 | 9,532,634 | 36,954 | ||||||||||||||
4.5000% representing 1 month SOFR rate + spread |
Total return of Energy Select Sector Index | Barclays | 12/20/2023 | 10,007 | 8,911,033 | (507,142 | ) | |||||||||||||
|
|
|
|
|||||||||||||||||
$ | 71,452,246 | $ | (3,252,099 | ) | ||||||||||||||||
|
|
|
|
Direxion Daily Fintech Bull 2X Shares
Schedule of Investments (Unaudited)
January 31, 2023
Shares |
Fair Value | |||||||
COMMON STOCKS - 79.0% |
||||||||
Administrative and Support Services - 13.6% |
||||||||
372 | Coinbase Global, Inc. (a)(b) |
$ | 21,755 | |||||
1,284 | dlLocal Ltd. ADR (a) |
21,302 | ||||||
315 | Envestnet, Inc. (a) |
20,475 | ||||||
586 | Evertec, Inc. |
21,647 | ||||||
135 | FleetCor Technologies, Inc. (a) |
28,189 | ||||||
788 | nCino, Inc. (a) |
22,537 | ||||||
2,399 | Paymentus Holdings, Inc. (a) |
20,847 | ||||||
1,689 | Remitly Global, Inc. (a) |
20,369 | ||||||
1,126 | Upstart Holdings, Inc. (a)(b) |
21,034 | ||||||
743 | Visa, Inc. Class A |
171,046 | ||||||
|
|
|||||||
369,201 | ||||||||
|
|
|||||||
Amusement, Gambling, and Recreation Industries - 2.1% |
||||||||
518 | Global Payments, Inc. |
58,389 | ||||||
|
|
|||||||
Computing Infrastructure Providers, Data Processing, Web Hosting, and Related Services - 3.5% |
||||||||
890 | Fiserv, Inc. (a) |
94,945 | ||||||
|
|
|||||||
Credit Intermediation and Related Activities - 28.2% |
||||||||
1,352 | Affirm Holdings, Inc. (a)(b) |
21,889 | ||||||
1,092 | American Express Co. |
191,023 | ||||||
732 | Capital One Financial Corp. |
87,108 | ||||||
529 | Discover Financial Services |
61,750 | ||||||
191 | Euronet Worldwide, Inc. (a) |
21,522 | ||||||
1,138 | Fidelity National Information Services, Inc. |
85,395 | ||||||
800 | Flywire Corp. (a) |
21,576 | ||||||
1,926 | LendingClub Corp. (a) |
18,663 | ||||||
439 | MasterCard, Inc. Class A |
162,693 | ||||||
451 | Meta Financial Group, Inc. |
22,379 | ||||||
608 | Nuvei Corp. ADR (Canada) (a) |
21,481 | ||||||
867 | Synchrony Financial |
31,845 | ||||||
1,464 | Western Union Co. |
20,745 | ||||||
|
|
|||||||
768,069 | ||||||||
|
|
|||||||
Data Processing, Hosting and Related Services - 1.6% |
||||||||
2,309 | PagSeguro Digital Ltd. ADR (a) |
23,298 | ||||||
113 | WEX, Inc. (a) |
20,902 | ||||||
|
|
|||||||
44,200 | ||||||||
|
|
|||||||
Heavy and Civil Engineering Construction - 0.8% |
||||||||
293 | BlackLine, Inc. (a) |
21,037 | ||||||
|
|
|||||||
Lessors of Nonfinancial Intangible Assets (except Copyrighted Works) - 0.6% |
||||||||
2,331 | Marathon Digital Holdings, Inc. (a)(b) |
16,807 | ||||||
|
|
|||||||
Management of Companies and Enterprises - 1.7% |
||||||||
7,783 | Lufax Holding Ltd. ADR |
23,738 | ||||||
2,061 | StoneCo Ltd. (a) |
23,001 | ||||||
|
|
|||||||
46,739 | ||||||||
|
|
|||||||
Professional, Scientific, and Technical Services - 3.2% |
||||||||
518 | Alliance Data Systems Corp. |
21,253 | ||||||
135 | Jack Henry & Associates, Inc. |
24,312 | ||||||
3,232 | Riot Blockchain, Inc. (a) |
20,265 | ||||||
327 | Shift4 Payments, Inc. (a) |
20,941 | ||||||
|
|
|||||||
86,771 | ||||||||
|
|
|||||||
Publishing Industries - 6.3% |
||||||||
405 | Intuit, Inc. |
171,181 | ||||||
|
|
|||||||
Publishing Industries (except Internet) - 8.7% |
||||||||
732 | ACI Worldwide, Inc. (a) |
20,445 | ||||||
191 | Bill.com Holdings, Inc. (a) |
22,083 | ||||||
338 | Black Knight, Inc. (a) |
20,479 | ||||||
1,025 | Block, Inc. (a) |
83,763 | ||||||
642 | Q2 Holdings, Inc. (a) |
21,006 | ||||||
428 | SS&C Technologies Holdings, Inc. |
25,830 | ||||||
935 | Toast, Inc. (a) |
20,860 | ||||||
1,701 | Vertex, Inc. (a) |
22,964 | ||||||
|
|
|||||||
237,430 | ||||||||
|
|
|||||||
Securities, Commodity Contracts, and Other Financial Investments and Related Activities - 2.4% |
||||||||
811 | Assetmark Financial Holdings, Inc. (a) |
21,524 | ||||||
1,025 | Paysafe Ltd. (United Kingdom) (a) |
21,566 | ||||||
2,151 | Robinhood Markets, Inc. (a) |
22,392 | ||||||
|
|
|||||||
65,482 | ||||||||
|
|
|||||||
Telecommunications - 6.3% |
||||||||
2,106 | PayPal Holdings, Inc. (a) |
171,618 | ||||||
|
|
|||||||
TOTAL COMMON STOCKS (Cost $2,424,812) |
$ | 2,151,869 | ||||||
|
|
|||||||
SHORT TERM INVESTMENTS - 21.7% |
||||||||
Money Market Funds - 21.7% |
||||||||
591,627 | Dreyfus Government Cash Management Institutional Shares, 4.23% (c)(d) |
$ | 591,627 | |||||
|
|
|||||||
TOTAL SHORT TERM INVESTMENTS (Cost $591,627) |
$ | 591,627 | ||||||
|
|
|||||||
TOTAL INVESTMENTS (Cost $3,016,439) - 100.7% (e) |
$ | 2,743,496 | ||||||
Liabilities in Excess of Other Assets - (0.7)% |
(19,679 | ) | ||||||
|
|
|||||||
TOTAL NET ASSETS - 100.0% |
$ | 2,723,817 | ||||||
|
|
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 January 31, 2023. |
(d) | All or a portion of this security represents an investment of securities lending collateral. |
(e) | All or a portion of these securities have been segregated as collateral for swap contracts. Total value of securities segregated amounted to $1,298,284. |
ADR - American Depository Receipt
Long Total Return Swap Contracts (Unaudited)
January 31, 2023
Terms of Payments to be Received at Termination |
Terms of Payments to be Paid |
Counterparty |
Termination Date |
Contracts | Notional Amount |
Unrealized Appreciation |
||||||||||||||
Total return of Indxx US Fintech and Decentralized Finance Index |
5.0000 % representing 1 month SOFR rate + spread | UBS Securities LLC | 12/13/2023 | 1,260 | $ | 2,137,556 | $ | 252,015 | ||||||||||||
Total return of Indxx US Fintech and Decentralized Finance Index |
4.9500 % representing 1 month SOFR rate + spread | Barclays | 12/20/2023 | 470 | 844,133 | 49,744 | ||||||||||||||
|
|
|
|
|||||||||||||||||
$ | 2,981,689 | $ | 301,759 | |||||||||||||||||
|
|
|
|
Direxion Daily Global Clean Energy Bull 2X Shares
Schedule of Investments (Unaudited)
January 31, 2023
Shares |
Fair Value | |||||||
INVESTMENT COMPANIES - 81.4% |
||||||||
203,321 | iShares Global Clean Energy ETF (a) |
$ | 4,216,878 | |||||
|
|
|||||||
TOTAL INVESTMENT COMPANIES (Cost $4,515,014) |
$ | 4,216,878 | ||||||
|
|
|||||||
SHORT TERM INVESTMENTS - 17.9% |
||||||||
Money Market Funds - 17.9% |
||||||||
162,751 | Dreyfus Government Cash Management Institutional Shares, 4.23% (b) |
$ | 162,751 | |||||
765,819 | Goldman Sachs Financial Square Treasury Instruments Fund Institutional Shares, 4.22% (b) |
765,819 | ||||||
|
|
|||||||
TOTAL SHORT TERM INVESTMENTS (Cost $928,570) |
$ | 928,570 | ||||||
|
|
|||||||
TOTAL INVESTMENTS (Cost $5,443,584) - 99.3% (c) |
$ | 5,145,448 | ||||||
Other Assets in Excess of Liabilities - 0.7% |
37,132 | |||||||
|
|
|||||||
TOTAL NET ASSETS - 100.0% |
$ | 5,182,580 | ||||||
|
|
Percentages are stated as a percent of net assets.
The geographic location of all investments is United States unless otherwise indicated.
(a) | Shareholders may obtain the financial statements of these investment companies at www.sec.gov. |
(b) | Represents annualized seven-day yield at January 31, 2023. |
(c) | All or a portion of these securities have been segregated as collateral for swap contracts. Total value of securities segregated amounted to $1,670,954. |
Long Total Return Swap Contracts (Unaudited)
January 31, 2023
Terms of Payments to be Received at Termination |
Terms of Payments to be Paid |
Counterparty |
Termination Date |
Contracts | Notional Amount |
Unrealized Appreciation (Depreciation) |
||||||||||||||
Total return of The S&P Global Clean Energy Index |
4.7500 % representing 1 month SOFR rate + spread | Bank of America Merrill Lynch | 12/8/2023 | 102,752 | $ | 2,123,717 | $ | (2,385 | ) | |||||||||||
Total return of The S&P Global Clean Energy Index |
4.9500 % representing 1 month SOFR rate + spread | Citibank N.A. | 12/19/2023 | 193,699 | 3,964,944 | 31,980 | ||||||||||||||
|
|
|
|
|||||||||||||||||
$ | 6,088,661 | $ | 29,595 | |||||||||||||||||
|
|
|
|
Direxion Daily Gold Miners Index Bull 2X Shares
Schedule of Investments (Unaudited)
January 31, 2023
Shares |
Fair Value | |||||||
INVESTMENT COMPANIES - 50.6% |
||||||||
8,384,241 | VanEck Vectors® Gold Miners ETF (a) |
$ | 268,463,397 | |||||
|
|
|||||||
TOTAL INVESTMENT COMPANIES (Cost $239,183,788) |
$ | 268,463,397 | ||||||
|
|
|||||||
SHORT TERM INVESTMENTS - 48.3% |
||||||||
Money Market Funds - 48.3% |
||||||||
208,735,487 | Dreyfus Government Cash Management Institutional Shares, 4.23% (b) |
$ | 208,735,487 | |||||
18,217,083 | Dreyfus Treasury Securities Cash Management Institutional Shares, 4.23% (b) |
18,217,083 | ||||||
29,317,466 | Goldman Sachs Financial Square Treasury Instruments Fund Institutional Shares, 4.22% (b) |
29,317,466 | ||||||
|
|
|||||||
TOTAL SHORT TERM INVESTMENTS (Cost $256,270,036) |
$ | 256,270,036 | ||||||
|
|
|||||||
TOTAL INVESTMENTS (Cost $495,453,824) - 98.9% (c) |
$ | 524,733,433 | ||||||
Other Assets in Excess of Liabilities - 1.1% |
5,351,231 | |||||||
|
|
|||||||
TOTAL NET ASSETS - 100.0% |
$ | 530,084,664 | ||||||
|
|
Percentages are stated as a percent of net assets.
The geographic location of all investments is United States unless otherwise indicated.
(a) | Shareholders may obtain the financial statements of these investment companies at www.sec.gov. |
(b) | Represents annualized seven-day yield at January 31, 2023. |
(c) | All or a portion of these securities have been segregated as collateral for swap contracts. Total value of securities segregated amounted to $322,785,881. |
Long Total Return Swap Contracts (Unaudited)
January 31, 2023
Terms of Payments to be Received at Termination |
Terms of Payments to be Paid |
Counterparty |
Termination Date |
Contracts | Notional Amount |
Unrealized Appreciation |
||||||||||||||
Total return of VanEck Vectors® Gold Miners ETF |
5.0900% representing 1 month SOFR rate + spread | BNP Paribas | 12/5/2023 | 4,170,353 | $ | 119,897,766 | $ | 14,500,282 | ||||||||||||
Total return of VanEck Vectors® Gold Miners ETF |
4.9000% representing 1 month SOFR rate + spread | Goldman Sachs | 12/7/2023 | 3,100,000 | 91,066,938 | 8,600,073 | ||||||||||||||
Total return of VanEck Vectors® Gold Miners ETF |
5.1500% representing 1 month SOFR rate + spread | Bank of America Merrill Lynch | 12/8/2023 | 4,114,824 | 122,539,459 | 10,325,751 | ||||||||||||||
Total return of VanEck Vectors® Gold Miners ETF |
5.1500% representing 1 month SOFR rate + spread | J.P. Morgan | 12/12/2023 | 4,672,812 | 134,526,297 | 15,852,508 | ||||||||||||||
Total return of VanEck Vectors® Gold Miners ETF |
5.4700% representing 1 month SOFR rate + spread | UBS Securities LLC | 12/13/2023 | 5,151,712 | 152,197,478 | 13,886,273 | ||||||||||||||
Total return of VanEck Vectors® Gold Miners ETF |
4.9000% representing 1 month SOFR rate + spread | Citibank N.A. | 12/19/2023 | 3,515,683 | 102,126,913 | 11,385,010 | ||||||||||||||
|
|
|
|
|||||||||||||||||
$ | 722,354,851 | $ | 74,549,897 | |||||||||||||||||
|
|
|
|
Direxion Daily Gold Miners Index Bear 2X Shares
Schedule of Investments (Unaudited)
January 31, 2023
Shares |
Fair Value | |||||||
SHORT TERM INVESTMENTS - 110.7% |
||||||||
Money Market Funds - 110.7% |
||||||||
103,726,994 | Dreyfus Government Cash Management Institutional Shares, 4.23% (a) |
$ | 103,726,994 | |||||
35,238,971 | Goldman Sachs Financial Square Treasury Instruments Fund Institutional Shares, 4.22% (a) |
35,238,971 | ||||||
|
|
|||||||
TOTAL SHORT TERM INVESTMENTS (Cost $138,965,965) (b) |
$ | 138,965,965 | ||||||
|
|
|||||||
TOTAL INVESTMENTS (Cost $138,965,965) - 110.7% |
$ | 138,965,965 | ||||||
Liabilities in Excess of Other Assets - (10.7)% |
(13,402,060 | ) | ||||||
|
|
|||||||
TOTAL NET ASSETS - 100.0% |
$ | 125,563,905 | ||||||
|
|
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 January 31, 2023. |
(b) | All or a portion of these securities have been segregated as collateral for swap contracts. Total value of securities segregated amounted to $62,332,455. |
Short Total Return Swap Contracts (Unaudited)
January 31, 2023
Terms of Payments to be Received at Termination |
Terms of Payments to be Paid |
Counterparty |
Termination Date |
Contracts | Notional Amount |
Unrealized Appreciation (Depreciation) |
||||||||||||||
4.6800% representing 1 month SOFR rate + spread |
Total return of VanEck Vectors® Gold Miners ETF | BNP Paribas | 12/5/2023 | 1,533,465 | $ | 46,157,748 | $ | (3,033,208 | ) | |||||||||||
4.9500% representing 1 month SOFR rate + spread |
Total return of VanEck Vectors® Gold Miners ETF | Bank of America Merrill Lynch | 12/8/2023 | 1,305,546 | 39,081,689 | (2,985,286 | ) | |||||||||||||
4.2500% representing 1 month SOFR rate + spread |
Total return of VanEck Vectors® Gold Miners ETF | J.P. Morgan | 12/12/2023 | 1,384,402 | 41,263,002 | (3,293,495 | ) | |||||||||||||
4.8900% representing 1 month SOFR rate + spread |
Total return of VanEck Vectors® Gold Miners ETF | UBS Securities LLC | 12/13/2023 | 2,111,297 | 64,912,342 | (2,952,738 | ) | |||||||||||||
4.5300% representing 1 month SOFR rate + spread |
Total return of VanEck Vectors® Gold Miners ETF | Citibank N.A. | 12/19/2023 | 1,508,187 | 48,615,279 | 409,908 | ||||||||||||||
|
|
|
|
|||||||||||||||||
$ | 240,030,060 | $ | (11,854,819 | ) | ||||||||||||||||
|
|
|
|
Direxion Daily Junior Gold Miners Index Bull 2X Shares
Schedule of Investments (Unaudited)
January 31, 2023
Shares |
Fair Value | |||||||
INVESTMENT COMPANIES - 40.4% |
||||||||
3,104,828 | VanEck VectorsTM Junior Gold Miners ETF (a) |
$ | 120,933,051 | |||||
|
|
|||||||
TOTAL INVESTMENT COMPANIES (Cost $109,497,942) |
$ | 120,933,051 | ||||||
|
|
|||||||
SHORT TERM INVESTMENTS - 58.9% |
||||||||
Money Market Funds - 58.9% |
||||||||
174,836,311 | Dreyfus Government Cash Management Institutional Shares, 4.23% (b) |
$ | 174,836,311 | |||||
1,716,055 | Goldman Sachs Financial Square Treasury Instruments Fund Institutional Shares, 4.22% (b) |
1,716,055 | ||||||
|
|
|||||||
TOTAL SHORT TERM INVESTMENTS (Cost $176,552,366) |
$ | 176,552,366 | ||||||
|
|
|||||||
TOTAL INVESTMENTS (Cost $286,050,308) - 99.3% (c) |
$ | 297,485,417 | ||||||
Other Assets in Excess of Liabilities - 0.7% |
2,025,540 | |||||||
|
|
|||||||
TOTAL NET ASSETS - 100.0% |
$ | 299,510,957 | ||||||
|
|
Percentages are stated as a percent of net assets.
The geographic location of all investments is United States unless otherwise indicated.
(a) | Shareholders may obtain the financial statements of these investment companies at www.sec.gov. |
(b) | Represents annualized seven-day yield at January 31, 2023. |
(c) | All or a portion of these securities have been segregated as collateral for swap contracts. Total value of securities segregated amounted to $164,984,702. |
Long Total Return Swap Contracts (Unaudited)
January 31, 2023
Terms of Payments to be Received at Termination |
Terms of Payments to be Paid |
Counterparty |
Termination Date |
Contracts | Notional Amount |
Unrealized Appreciation |
||||||||||||||
Total return of VanEck VectorsTM Junior Gold Miners ETF |
5.0900% representing 1 month SOFR rate + spread | BNP Paribas | 12/5/2023 | 4,856,994 | $ | 167,975,681 | $ | 20,945,930 | ||||||||||||
Total return of VanEck VectorsTM Junior Gold Miners ETF |
5.1000% representing 1 month SOFR rate + spread | J.P. Morgan | 12/12/2023 | 1,403,775 | 49,693,635 | 4,847,066 | ||||||||||||||
Total return of VanEck VectorsTM Junior Gold Miners ETF |
5.1700% representing 1 month SOFR rate + spread | UBS Securities LLC | 12/13/2023 | 871,103 | 31,671,285 | 2,205,883 | ||||||||||||||
Total return of VanEck VectorsTM Junior Gold Miners ETF |
5.0900% representing 1 month SOFR rate + spread | Citibank N.A. | 12/19/2023 | 5,142,605 | 182,909,383 | 17,033,467 | ||||||||||||||
|
|
|
|
|||||||||||||||||
$ | 432,249,984 | $ | 45,032,346 | |||||||||||||||||
|
|
|
|
Direxion Daily Junior Gold Miners Index Bear 2X Shares
Schedule of Investments (Unaudited)
January 31, 2023
Shares |
Fair Value | |||||||
SHORT TERM INVESTMENTS - 111.6% |
||||||||
Money Market Funds - 111.6% |
||||||||
97,009,204 | Dreyfus Government Cash Management Institutional Shares, 4.23% (a) |
$ | 97,009,204 | |||||
16,212,941 | Goldman Sachs Financial Square Treasury Instruments Fund Institutional Shares, 4.22% (a) |
16,212,941 | ||||||
|
|
|||||||
TOTAL SHORT TERM INVESTMENTS (Cost $113,222,145) (b) |
$ | 113,222,145 | ||||||
|
|
|||||||
TOTAL INVESTMENTS (Cost $113,222,145) - 111.6% |
$ | 113,222,145 | ||||||
Liabilities in Excess of Other Assets - (11.6)% |
(11,813,130 | ) | ||||||
|
|
|||||||
TOTAL NET ASSETS - 100.0% |
$ | 101,409,015 | ||||||
|
|
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 January 31, 2023. |
(b) | All or a portion of these securities have been segregated as collateral for swap contracts. Total value of securities segregated amounted to $52,173,942. |
Short Total Return Swap Contracts (Unaudited)
January 31, 2023
Terms of Payments to be Received at Termination |
Terms of Payments to be Paid |
Counterparty |
Termination Date |
Contracts | Notional Amount |
Unrealized Appreciation (Depreciation) |
||||||||||||||
4.6800 % representing 1 month SOFR rate + spread |
Total return of VanEck VectorsTM Junior Gold Miners ETF | BNP Paribas | 12/5/2023 | 1,776,263 | $ | 62,620,255 | $ | (6,455,849 | ) | |||||||||||
4.2000 % representing 1 month SOFR rate + spread |
Total return of VanEck VectorsTM Junior Gold Miners ETF | J.P. Morgan | 12/12/2023 | 1,023,097 | 40,667,844 | 855,723 | ||||||||||||||
4.7700 % representing 1 month SOFR rate + spread |
Total return of VanEck VectorsTM Junior Gold Miners ETF | UBS Securities LLC | 12/13/2023 | 1,577,086 | 57,735,925 | (3,628,800 | ) | |||||||||||||
4.5800 % representing 1 month SOFR rate + spread |
Total return of VanEck VectorsTM Junior Gold Miners ETF | Citibank N.A. | 12/19/2023 | 830,709 | 30,518,087 | (1,708,683 | ) | |||||||||||||
|
|
|
|
|||||||||||||||||
$ | 191,542,111 | $ | (10,937,609 | ) | ||||||||||||||||
|
|
|
|
Direxion Daily Metal Miners Bull 2X Shares
Schedule of Investments (Unaudited)
January 31, 2023
Shares |
Fair Value | |||||||
COMMON STOCKS - 71.5% |
||||||||
Fabricated Metal Product Manufacturing - 4.0% |
||||||||
834 | Materion Corp. |
$ | 75,268 | |||||
1,879 | Nucor Corp. |
317,589 | ||||||
|
|
|||||||
392,857 | ||||||||
|
|
|||||||
Merchant Wholesalers, Durable Goods - 1.0% |
||||||||
1,562 | Ryerson Holding, Corp. |
59,622 | ||||||
1,168 | Schnitzer Steel Industries, Inc. |
39,525 | ||||||
|
|
|||||||
99,147 | ||||||||
|
|
|||||||
Mining (except Oil and Gas) - 26.0% |
||||||||
1,819 | 5E Advanced Materials, Inc. (a) |
17,917 | ||||||
1,796 | Alpha Metallurgical Resources, Inc. |
289,030 | ||||||
1,930 | Arch Resources, Inc. |
285,679 | ||||||
42,164 | Coeur Mining, Inc. (a) |
164,018 | ||||||
4,035 | Consol Energy, Inc. |
233,344 | ||||||
7,159 | Freeport-McMoRan Copper & Gold, Inc. |
319,435 | ||||||
5,954 | Newmont Mining Corp. |
315,145 | ||||||
9,842 | Peabody Energy Corp. (a) |
274,493 | ||||||
2,499 | Royal Gold, Inc. |
317,448 | ||||||
80,441 | Uranium Energy Corp. (a) |
324,177 | ||||||
|
|
|||||||
2,540,686 | ||||||||
|
|
|||||||
Primary Metal Manufacturing - 25.3% |
||||||||
6,128 | Alcoa Corp. |
320,127 | ||||||
7,761 | Allegheny Technologies, Inc. (a) |
282,423 | ||||||
5,487 | Arconic Corp. (a) |
128,999 | ||||||
1,703 | Carpenter Technology Corp. |
82,238 | ||||||
13,978 | Century Aluminum Co. (a) |
157,113 | ||||||
5,759 | Commercial Metals Co. |
312,541 | ||||||
380 | Haynes International Inc. |
21,162 | ||||||
881 | Kaiser Aluminum Corp. |
77,105 | ||||||
1,361 | Reliance Steel & Aluminum Co. |
309,559 | ||||||
2,548 | Steel Dynamics, Inc. |
307,391 | ||||||
4,211 | SunCoke Energy Inc. |
38,362 | ||||||
3,095 | TimkenSteel Corp. (a) |
60,879 | ||||||
10,872 | United States Steel Corp. |
309,743 | ||||||
1,234 | Worthington Industries, Inc. |
70,178 | ||||||
|
|
|||||||
2,477,820 | ||||||||
|
|
|||||||
Real Estate - 3.0% |
||||||||
8,947 | MP Materials Corp. (a) |
290,867 | ||||||
|
|
|||||||
Support Activities for Mining - 10.5% |
||||||||
17,823 | Cleveland-Cliffs Inc. (a) |
380,521 | ||||||
2,459 | Compass Minerals International, Inc. |
114,737 | ||||||
47,650 | Hecla Mining Co. |
294,001 | ||||||
3,419 | Piedmont Lithium, Inc. (a) |
234,680 | ||||||
|
|
|||||||
1,023,939 | ||||||||
|
|
|||||||
Wood Product Manufacturing - 1.7% |
||||||||
3,607 | Enviva, Inc. |
164,046 | ||||||
|
|
|||||||
TOTAL COMMON STOCKS (Cost $7,108,026) |
$ | 6,989,362 | ||||||
|
|
|||||||
SHORT TERM INVESTMENTS - 27.6% |
||||||||
Money Market Funds - 27.6% |
||||||||
2,347,022 | Dreyfus Government Cash Management Institutional Shares, 4.23% (b) |
$ | 2,347,022 | |||||
355,799 | Goldman Sachs Financial Square Treasury Instruments Fund Institutional Shares, 4.22% (b) |
355,799 | ||||||
|
|
|||||||
TOTAL SHORT TERM INVESTMENTS (Cost $2,702,821) |
$ | 2,702,821 | ||||||
|
|
|||||||
TOTAL INVESTMENTS (Cost $9,810,847) - 99.1% (c) |
$ | 9,692,183 | ||||||
Other Assets in Excess of Liabilities - 0.9% |
86,188 | |||||||
|
|
|||||||
TOTAL NET ASSETS - 100.0% |
$ | 9,778,371 | ||||||
|
|
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 January 31, 2023. |
(c) | All or a portion of these securities have been segregated as collateral for swap contracts. Total value of securities segregated amounted to $6,767,925. |
Long Total Return Swap Contracts (Unaudited)
January 31, 2023
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 Metals & Mining Select Industry Index |
4.7000% representing 1 month SOFR rate + spread | J.P. Morgan | 12/12/2023 | 3,065 | $ | 8,162,311 | $ | 764,631 | ||||||||||||
Total return of S&P Metals & Mining Select Industry Index |
4.9900% representing 1 month SOFR rate + spread | UBS Securities LLC | 12/13/2023 | 1,231 | 3,318,392 | 268,600 | ||||||||||||||
|
|
|
|
|||||||||||||||||
$ | 11,480,703 | $ | 1,033,231 | |||||||||||||||||
|
|
|
|
Direxion Daily Oil Services Bull 2X Shares
Schedule of Investments (Unaudited)
January 31, 2023
Shares |
Fair Value | |||||||
COMMON STOCKS - 67.0% |
||||||||
Machinery Manufacturing - 15.6% |
||||||||
22,875 | Baker Hughes Co. |
$ | 726,052 | |||||
6,028 | Cactus, Inc. |
326,175 | ||||||
2,563 | Dril-Quip, Inc. (a) |
78,710 | ||||||
18,157 | NOV, Inc. |
443,757 | ||||||
6,628 | Oil States International, Inc (a) |
56,736 | ||||||
29,066 | TechnipFMC PLC ADR (United Kingdom) (a) |
403,727 | ||||||
|
|
|||||||
2,035,157 | ||||||||
|
|
|||||||
Management of Companies and Enterprises - 1.3% |
||||||||
8,701 | Expro Group Holdings N.V. ADR (Netherlands) (a) |
164,362 | ||||||
|
|
|||||||
Merchant Wholesalers, Durable Goods - 7.1% |
||||||||
11,773 | ChampionX Corp. |
388,745 | ||||||
14,445 | RPC, Inc. |
143,294 | ||||||
5,462 | Valaris Ltd. ADR (a) |
396,760 | ||||||
|
|
|||||||
928,799 | ||||||||
|
|
|||||||
Mining (except Oil and Gas) - 0.7% |
||||||||
7,180 | U.S. Silica Holdings, Inc. (a) |
87,883 | ||||||
|
|
|||||||
Primary Metal Manufacturing - 3.1% |
||||||||
11,450 | Tenaris S.A. ADR (Luxembourg) |
405,902 | ||||||
|
|
|||||||
Support Activities for Mining - 39.2% |
||||||||
3,092 | Core Laboratories N.V. ADR (Netherlands) |
79,155 | ||||||
23,932 | Halliburton Co. |
986,477 | ||||||
14,398 | Helix Energy Solutions Group, Inc. (a) |
114,176 | ||||||
7,290 | Helmerich & Payne, Inc. |
353,128 | ||||||
12,956 | Liberty Oilfield Services, Inc. |
205,093 | ||||||
1,074 | Nabors Industries Ltd. ADR (a) |
190,678 | ||||||
24,376 | NexTier Oilfield Solutions, Inc. (a) |
229,622 | ||||||
9,359 | Oceaneering International, Inc. (a) |
199,815 | ||||||
20,562 | Patterson-UTI Energy, Inc. |
345,442 | ||||||
8,996 | ProPetro Holding Corp. (a) |
89,510 | ||||||
29,650 | Schlumberger Ltd. ADR (Curaco) (a) |
1,689,457 | ||||||
10,176 | Select Energy Services, Inc. |
89,345 | ||||||
78,086 | Transocean Ltd. ADR (Switzerland) (a) |
526,300 | ||||||
|
|
|||||||
5,098,198 | ||||||||
|
|
|||||||
TOTAL COMMON STOCKS (Cost $7,304,076) |
$ | 8,720,301 | ||||||
|
|
|||||||
SHORT TERM INVESTMENTS - 31.3% |
||||||||
Money Market Funds - 31.3% |
||||||||
2,613,016 | Dreyfus Government Cash Management Institutional Shares, 4.23% (b) |
$ | 2,613,016 | |||||
70,000 | Goldman Sachs Financial Square Government Fund Institutional Shares, 4.22% (b) |
70,000 | ||||||
1,395,088 | Goldman Sachs Financial Square Treasury Instruments Fund Institutional Shares, 4.22% (b) |
1,395,088 | ||||||
|
|
|||||||
TOTAL SHORT TERM INVESTMENTS (Cost $4,078,104) |
$ | 4,078,104 | ||||||
|
|
|||||||
TOTAL INVESTMENTS (Cost $11,382,180) - 98.3% (c) |
$ | 12,798,405 | ||||||
Other Assets in Excess of Liabilities - 1.7% |
216,624 | |||||||
|
|
|||||||
TOTAL NET ASSETS - 100.0% |
$ | 13,015,029 | ||||||
|
|
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 January 31, 2023. |
(c) | All or a portion of these securities have been segregated as collateral for swap contracts. Total value of securities segregated amounted to $9,318,557. |
ADR - American Depository Receipt
Long Total Return Swap Contracts (Unaudited)
January 31, 2023
Terms of Payments to be Received at Termination |
Terms of Payments to be Paid |
Counterparty |
Termination Date |
Contracts | Notional Amount |
Unrealized Appreciation |
||||||||||||||
Total return of MVIS US Listed Oil Services 25 Index |
5.0000 % representing 1 month SOFR rate + spread | UBS Securities LLC | 12/13/2023 | 5,490 | $ | 3,708,550 | $ | 495,415 | ||||||||||||
Total return of MVIS US Listed Oil Services 25 Index |
4.8000 % representing 1 month SOFR rate + spread | Citibank N.A. | 12/19/2023 | 10,300 | 6,718,483 | 1,170,505 | ||||||||||||||
Total return of MVIS US Listed Oil Services 25 Index |
4.8500 % representing 1 month SOFR rate + spread | Barclays | 12/20/2023 | 6,686 | 4,719,447 | 412,415 | ||||||||||||||
|
|
|
|
|||||||||||||||||
$ | 15,146,480 | $ | 2,078,335 | |||||||||||||||||
|
|
|
|
Direxion Daily Robotics, Artificial Intelligence & Automation Index Bull 2X Shares
Schedule of Investments (Unaudited)
January 31, 2023
Shares |
Fair Value | |||||||
INVESTMENT COMPANIES - 51.5% |
||||||||
389,691 | Global X Robotics & Artificial Intelligence ETF (a) |
$ | 9,274,646 | |||||
|
|
|||||||
TOTAL INVESTMENT COMPANIES (Cost $9,669,282) |
$ | 9,274,646 | ||||||
|
|
|||||||
SHORT TERM INVESTMENTS - 46.3% |
||||||||
Money Market Funds - 46.3% |
||||||||
5,406,433 | Dreyfus Government Cash Management Institutional Shares, 4.23% (b) |
$ | 5,406,433 | |||||
549,299 | Goldman Sachs Financial Square Government Fund Institutional Shares, 4.22% (b) |
549,299 | ||||||
2,393,510 | Goldman Sachs Financial Square Treasury Instruments Fund Institutional Shares, 4.22% (b) |
2,393,510 | ||||||
|
|
|||||||
TOTAL SHORT TERM INVESTMENTS (Cost $8,349,242) |
$ | 8,349,242 | ||||||
|
|
|||||||
TOTAL INVESTMENTS (Cost $18,018,524) - 97.8% (c) |
$ | 17,623,888 | ||||||
Other Assets in Excess of Liabilities - 2.2% |
401,422 | |||||||
|
|
|||||||
TOTAL NET ASSETS - 100.0% |
$ | 18,025,310 | ||||||
|
|
Percentages are stated as a percent of net assets.
The geographic location of all investments is United States unless otherwise indicated.
(a) | Shareholders may obtain the financial statements of these investment companies at www.sec.gov. |
(b) | Represents annualized seven-day yield at January 31, 2023. |
(c) | All or a portion of these securities have been segregated as collateral for swap contracts. Total value of securities segregated amounted to $5,560,954. |
Long Total Return Swap Contracts (Unaudited)
January 31, 2023
Terms of Payments to be Received at Termination |
Terms of Payments to be Paid at Termination |
Counterparty |
Termination Date |
Contracts | Notional Amount |
Unrealized Appreciation |
||||||||||||||
Total return of Indxx Global Robotics and Artificial Intelligence Thematic Index |
4.7500 % representing 1 month SOFR rate + spread | J.P. Morgan | 12/12/2023 | 488,745 | $ | 10,420,996 | $ | 1,148,742 | ||||||||||||
Total return of Indxx Global Robotics and Artificial Intelligence Thematic Index |
5.0900 % representing 1 month SOFR rate + spread | UBS Securities LLC | 12/13/2023 | 432,062 | 9,689,946 | 553,354 | ||||||||||||||
Total return of Indxx Global Robotics and Artificial Intelligence Thematic Index |
4.9500 % representing 1 month SOFR rate + spread | Citibank N.A. | 12/19/2023 | 79,854 | 1,716,062 | 172,800 | ||||||||||||||
Total return of Indxx Global Robotics and Artificial Intelligence Thematic Index |
5.0500 % representing 1 month SOFR rate + spread | Barclays | 12/20/2023 | 124,387 | 2,595,957 | 344,483 | ||||||||||||||
|
|
|
|
|||||||||||||||||
$ | 24,422,961 | $ | 2,219,379 | |||||||||||||||||
|
|
|
|
Direxion Daily S&P Oil & Gas Exp. & Prod. Bull 2X Shares
Schedule of Investments (Unaudited)
January 31, 2023
Shares |
Fair Value | |||||||
COMMON STOCKS - 59.5% |
||||||||
Chemical Manufacturing - 0.6% |
||||||||
1,827,706 | Gevo, Inc. (a) |
$ | 3,874,737 | |||||
|
|
|||||||
Gasoline Stations - 2.4% |
||||||||
47,968 | Chevron Corp. |
8,347,391 | ||||||
291,900 | Delek US Holdings, Inc. |
7,811,244 | ||||||
|
|
|||||||
16,158,635 | ||||||||
|
|
|||||||
Merchant Wholesalers, Durable Goods - 0.1% |
||||||||
21,023 | REX American Resources Corp. (a) |
687,873 | ||||||
|
|
|||||||
Merchant Wholesalers, Nondurable Goods - 0.3% |
||||||||
63,448 | World Fuel Services Corp. |
1,795,579 | ||||||
|
|
|||||||
Mining (except Oil and Gas) - 1.2% |
||||||||
509,082 | CNX Resources Corp. (a) |
8,516,942 | ||||||
|
|
|||||||
Oil and Gas Extraction - 32.1% |
||||||||
253,340 | Antero Resources Corp. (a) |
7,306,326 | ||||||
192,517 | APA Corp. |
8,534,279 | ||||||
120,958 | Berry Petroleum Corp. |
1,112,814 | ||||||
535,490 | Clean Energy Fuels Corp. (a) |
3,030,873 | ||||||
576,859 | Comstock Resources Inc. |
7,008,837 | ||||||
329,197 | Coterra Energy, Inc. |
8,239,801 | ||||||
87,924 | Crescent Energy Co. (b) |
1,060,364 | ||||||
135,168 | Devon Energy Corp. |
8,548,024 | ||||||
402,990 | Earthstone Energy, Inc. (a)(b) |
5,601,561 | ||||||
66,234 | EOG Resources, Inc. |
8,759,447 | ||||||
225,927 | EQT Corp. |
7,381,035 | ||||||
189,287 | Green Plains, Inc. (a) |
6,581,509 | ||||||
1,285,376 | Kosmos Energy Ltd. (a) |
10,167,324 | ||||||
318,603 | Magnolia Oil & Gas Corp. |
7,522,217 | ||||||
307,939 | Marathon Oil Corp. |
8,459,084 | ||||||
147,245 | Matador Resources Co. |
9,741,729 | ||||||
196,702 | Murphy Oil Corp. |
8,578,174 | ||||||
232,629 | Northern Oil and Gas, Inc. |
7,797,724 | ||||||
61,461 | Oasis Petroleum, Inc. |
8,809,205 | ||||||
128,737 | Occidental Petroleum Corp. |
8,340,870 | ||||||
172,528 | Ovintiv, Inc. |
8,493,553 | ||||||
150,955 | Par Pacific Holdings, Inc. (a) |
4,035,027 | ||||||
130,358 | PDC Energy, Inc. |
8,829,147 | ||||||
82,234 | Phillips 66 |
8,245,603 | ||||||
319,538 | Range Resources Corp. |
7,994,841 | ||||||
77,019 | Ranger Oil Corp. |
3,234,798 | ||||||
93,777 | SilverBow Resources, Inc. (a)(b) |
2,463,522 | ||||||
63,723 | Sitio Royalties Corp. |
1,693,120 | ||||||
232,442 | SM Energy Co. |
7,640,369 | ||||||
1,375,216 | Southwestern Energy Co. (a) |
7,591,192 | ||||||
210,462 | Talos Energy, Inc. (a) |
4,169,252 | ||||||
2,969,000 | Tellurian, Inc. (a) |
5,908,310 | ||||||
454,390 | VAALCO Energy, Inc. |
2,112,914 | ||||||
828,747 | W&T Offshore, Inc. (a) |
5,154,806 | ||||||
|
|
|||||||
220,147,651 | ||||||||
|
|
|||||||
Petroleum and Coal Products Manufacturing - 11.2% |
||||||||
73,248 | ConocoPhillips |
8,926,734 | ||||||
168,572 | CVR Energy, Inc. |
5,596,590 | ||||||
77,832 | Exxon Mobil Corp. |
9,029,290 | ||||||
165,411 | HF Sinclair Corp. |
9,411,886 | ||||||
75,438 | Marathon Petroleum Corp. |
9,695,292 | ||||||
247,583 | PBF Energy, Inc. |
10,396,010 | ||||||
70,289 | Valero Energy Corp. |
9,842,569 | ||||||
678,826 | Vertex Energy, Inc. (a)(b) |
4,941,853 | ||||||
160,182 | Vital Energy, Inc. (a) |
9,015,043 | ||||||
|
|
|||||||
76,855,267 | ||||||||
|
|
|||||||
Printing and Related Support Activities - 1.5% |
||||||||
937,065 | Permian Resources Corp. |
10,185,897 | ||||||
|
|
|||||||
Securities, Commodity Contracts, and Other Financial Investments and Related Activities - 1.0% |
||||||||
3,385 | Texas Pacific Land Corp. |
6,755,952 | ||||||
|
|
|||||||
Support Activities for Mining - 9.1% |
||||||||
128,536 | California Resources Corp. |
5,492,343 | ||||||
235,637 | Callon Petroleum Co. (a) |
10,026,354 | ||||||
143,547 | Civitas Resources, Inc. |
9,553,053 | ||||||
98,746 | Denbury, Inc. (a) |
8,569,178 | ||||||
62,182 | Diamondback Energy, Inc. |
9,086,034 | ||||||
22,071 | Gulfport Energy Corp. (a) |
1,504,139 | ||||||
62,318 | Hess Corp. |
9,357,671 | ||||||
37,656 | Pioneer Natural Resources Co. |
8,674,059 | ||||||
|
|
|||||||
62,262,831 | ||||||||
|
|
|||||||
TOTAL COMMON STOCKS (Cost $406,681,174) |
$ | 407,241,364 | ||||||
|
|
|||||||
SHORT TERM INVESTMENTS - 38.9% |
||||||||
Money Market Funds - 38.9% |
||||||||
216,671,951 | Dreyfus Government Cash Management Institutional Shares, 4.23% (c)(d) |
$ | 216,671,951 | |||||
22,382,471 | Dreyfus Treasury Securities Cash Management Institutional Shares, 4.23% (c) |
22,382,471 | ||||||
27,710,729 | Goldman Sachs Financial Square Treasury Instruments Fund Institutional Shares, 4.22% (c) |
27,710,729 | ||||||
|
|
|||||||
TOTAL SHORT TERM INVESTMENTS (Cost $266,765,151) |
$ | 266,765,151 | ||||||
|
|
|||||||
TOTAL INVESTMENTS (Cost $673,446,325) - 98.4% (e) |
$ | 674,006,515 | ||||||
Other Assets in Excess of Liabilities - 1.6% |
10,973,727 | |||||||
|
|
|||||||
TOTAL NET ASSETS - 100.0% |
$ | 684,980,242 | ||||||
|
|
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 January 31, 2023. |
(d) | All or a portion of this security represents an investment of securities lending collateral. |
(e) | All or a portion of these securities have been segregated as collateral for swap contracts. Total value of securities segregated amounted to $450,815,494. |
Long Total Return Swap Contracts (Unaudited)
January 31, 2023
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 Oil & Gas Exploration & Production Select Industry Index |
4.8400 % representing 1 month SOFR rate + spread | BNP Paribas | 12/5/2023 | 38,324 | $ | 201,903,096 | $ | 5,371,567 | ||||||||||||
Total return of S&P Oil & Gas Exploration & Production Select Industry Index |
4.8000 % representing 1 month SOFR rate + spread | Goldman Sachs | 12/7/2023 | 26,119 | 131,734,883 | 9,778,525 | ||||||||||||||
Total return of S&P Oil & Gas Exploration & Production Select Industry Index |
4.7000 % representing 1 month SOFR rate + spread | Bank of America Merrill Lynch | 12/8/2023 | 26,802 | 140,422,439 | 4,810,629 | ||||||||||||||
Total return of S&P Oil & Gas Exploration & Production Select Industry Index |
4.5500 % representing 1 month SOFR rate + spread | J.P. Morgan | 12/12/2023 | 25,662 | 136,918,483 | 1,978,012 | ||||||||||||||
Total return of S&P Oil & Gas Exploration & Production Select Industry Index |
4.5700 % representing 1 month SOFR rate + spread | UBS Securities LLC | 12/13/2023 | 9,842 | 51,874,760 | 1,386,390 | ||||||||||||||
Total return of S&P Oil & Gas Exploration & Production Select Industry Index |
4.6700 % representing 1 month SOFR rate + spread | Citibank N.A. | 12/19/2023 | 50,319 | 262,336,428 | 10,094,419 | ||||||||||||||
|
|
|
|
|||||||||||||||||
$ | 925,190,089 | $ | 33,419,542 | |||||||||||||||||
|
|
|
|
Direxion Daily S&P Oil & Gas Exp. & Prod. Bear 2X Shares
Schedule of Investments (Unaudited)
January 31, 2023
Shares |
Fair Value | |||||||
SHORT TERM INVESTMENTS - 106.9% |
||||||||
Money Market Funds - 106.9% |
||||||||
60,533,592 | Dreyfus Government Cash Management Institutional Shares, 4.23% (a) |
$ | 60,533,592 | |||||
9,820,398 | Dreyfus Treasury Securities Cash Management Institutional Shares, 4.23% (a) |
9,820,398 | ||||||
26,430,531 | Goldman Sachs Financial Square Treasury Instruments Fund Institutional Shares, 4.22% (a) |
26,430,531 | ||||||
|
|
|||||||
TOTAL SHORT TERM INVESTMENTS (Cost $96,784,521) (b) |
$ | 96,784,521 | ||||||
|
|
|||||||
TOTAL INVESTMENTS (Cost $96,784,521) - 106.9% |
$ | 96,784,521 | ||||||
Liabilities in Excess of Other Assets - (6.9)% |
(6,213,648 | ) | ||||||
|
|
|||||||
TOTAL NET ASSETS - 100.0% |
$ | 90,570,873 | ||||||
|
|
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 January 31, 2023. |
(b) | All or a portion of these securities have been segregated as collateral for swap contracts. Total value of securities segregated amounted to $42,806,646. |
Short Total Return Swap Contracts (Unaudited)
January 31, 2023
Terms of Payments to be Received at Termination |
Terms of Payments to be Paid at Termination |
Counterparty |
Termination Date |
Contracts | Notional Amount |
Unrealized Depreciation |
||||||||||||||
4.5000% representing 1 month SOFR rate + spread |
Total return of S&P Oil & Gas Exploration & Production Select Industry Index | Goldman Sachs | 12/7/2023 | 7,590 | $ | 38,324,614 | $ | (2,806,623 | ) | |||||||||||
4.5000% representing 1 month SOFR rate + spread |
Total return of S&P Oil & Gas Exploration & Production Select Industry Index | Bank of America Merrill Lynch | 12/8/2023 | 8,199 | 43,899,830 | (582,875 | ) | |||||||||||||
3.9000% representing 1 month SOFR rate + spread |
Total return of S&P Oil & Gas Exploration & Production Select Industry Index | J.P. Morgan | 12/12/2023 | 4,656 | 25,165,866 | (57,340 | ) | |||||||||||||
4.3300% representing 1 month SOFR rate + spread |
Total return of S&P Oil & Gas Exploration & Production Select Industry Index | UBS Securities LLC | 12/13/2023 | 7,485 | 39,261,669 | (1,242,039 | ) | |||||||||||||
4.2500% representing 1 month SOFR rate + spread |
Total return of S&P Oil & Gas Exploration & Production Select Industry Index | Citibank N.A. | 12/19/2023 | 5,387 | 27,964,187 | (1,216,611 | ) | |||||||||||||
|
|
|
|
|||||||||||||||||
$ | 174,616,166 | $ | (5,905,488 | ) | ||||||||||||||||
|
|
|
|
Direxion Daily Select Large Caps & FANGs Bull 2X Shares
Schedule of Investments (Unaudited)
January 31, 2023
Shares |
Fair Value | |||||||
COMMON STOCKS - 73.5% |
||||||||
Administrative and Support Services - 3.8% |
||||||||
2,441 | Atlassian Corp. (a) |
$ | 394,514 | |||||
|
|
|||||||
Computer and Electronic Product Manufacturing - 28.6% |
||||||||
4,957 | Advanced Micro Devices, Inc. (a) |
372,518 | ||||||
3,790 | Alphabet, Inc. Class A (a) |
374,604 | ||||||
2,193 | Analog Devices, Inc. |
376,034 | ||||||
2,598 | Apple, Inc. |
374,865 | ||||||
633 | Broadcom, Inc. (a) |
370,311 | ||||||
1,922 | NVIDIA Corp. |
375,501 | ||||||
3,916 | Taiwan Semiconductor Manufacturing Co. Ltd. ADR (Taiwan) (a) |
363,131 | ||||||
2,091 | Texas Instruments, Inc. (a) |
370,546 | ||||||
|
|
|||||||
2,977,510 | ||||||||
|
|
|||||||
Motion Picture and Sound Recording Industries - 3.5% |
||||||||
1,018 | Netflix, Inc. (a) |
360,230 | ||||||
|
|
|||||||
General Merchandise Retailers - 3.8% |
||||||||
3,844 | Amazon.com, Inc. (a) |
396,432 | ||||||
|
|
|||||||
Professional, Scientific, and Technical Services - 11.1% |
||||||||
2,587 | Meta Platforms, Inc. (a) |
385,385 | ||||||
835 | ServiceNow, Inc. (a) |
380,034 | ||||||
2,540 | Snowflake, Inc. (a) |
397,358 | ||||||
|
|
|||||||
1,162,777 | ||||||||
|
|
|||||||
Publishing Industries - 14.6% |
||||||||
3,540 | CrowdStrike Holdings, Inc. (a) |
374,886 | ||||||
5,025 | Datadog, Inc. (a) |
375,920 | ||||||
922 | Intuit, Inc. |
389,702 | ||||||
1,530 | Microsoft Corp. |
379,149 | ||||||
|
|
|||||||
1,519,657 | ||||||||
|
|
|||||||
Transportation Equipment Manufacturing - 8.1% |
||||||||
20,514 | Rivian Automotive, Inc. (a) |
397,972 | ||||||
2,573 | Tesla Motors, Inc. (a) |
445,695 | ||||||
|
|
|||||||
843,667 | ||||||||
|
|
|||||||
TOTAL COMMON STOCKS (Cost $7,706,497) |
$ | 7,654,787 | ||||||
|
|
|||||||
SHORT TERM INVESTMENTS - 23.9% |
||||||||
Money Market Funds - 23.9% |
||||||||
2,280,895 | Dreyfus Government Cash Management Institutional Shares, 4.23% (b) |
$ | 2,280,895 | |||||
50,004 | Goldman Sachs Financial Square Government Fund Institutional Shares, 4.22% (b) |
50,004 | ||||||
162,346 | Goldman Sachs Financial Square Treasury Instruments Fund Institutional Shares, 4.22% (b) |
162,346 | ||||||
|
|
|||||||
TOTAL SHORT TERM INVESTMENTS (Cost $2,493,245) |
$ | 2,493,245 | ||||||
|
|
|||||||
TOTAL INVESTMENTS (Cost $10,199,742) - 97.4% (c) |
$ | 10,148,032 | ||||||
Other Assets in Excess of Liabilities - 2.6% |
274,848 | |||||||
|
|
|||||||
TOTAL NET ASSETS - 100.0% |
$ | 10,422,880 | ||||||
|
|
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 January 31, 2023. |
(c) | All or a portion of these securities have been segregated as collateral for swap contracts. Total value of securities segregated amounted to $5,933,833. |
ADR - American Depository Receipt
Long Total Return Swap Contracts (Unaudited)
January 31, 2023
Terms of Payments to be Received at Termination |
Terms of Payments to be Paid |
Counterparty |
Termination Date |
Contracts | Notional Amount |
Unrealized Appreciation |
||||||||||||||
Total return of ICE FANG 20 Index |
4.8900 % representing 1 month SOFR rate + spread | UBS Securities LLC | 12/13/2023 | 49,908 | $ | 10,204,381 | $ | 626,219 | ||||||||||||
Total return of ICE FANG 20 Index |
4.9500 % representing 1 month SOFR rate + spread | Barclays | 12/20/2023 | 10,617 | 2,249,689 | 55,812 | ||||||||||||||
|
|
|
|
|||||||||||||||||
$ | 12,454,070 | $ | 682,031 | |||||||||||||||||
|
|
|
|
Direxion Daily Software Bull 2X Shares
Schedule of Investments (Unaudited)
January 31, 2023
Shares |
Fair Value | |||||||
COMMON STOCKS - 74.6% |
||||||||
Administrative and Support Services - 0.6% |
||||||||
86 | Alarm.com, Inc. (a) |
$ | 4,610 | |||||
95 | Envestnet, Inc. (a) |
6,175 | ||||||
131 | nCino, Inc. (a) |
3,747 | ||||||
361 | SentinelOne, Inc. (a) |
5,447 | ||||||
81 | Sprout Social, Inc. (a) |
5,181 | ||||||
|
|
|||||||
25,160 | ||||||||
|
|
|||||||
Computer and Electronic Product Manufacturing - 4.0% |
||||||||
890 | BlackBerry, Ltd. ADR (Canada) (a) |
3,782 | ||||||
106 | Dolby Laboratories, Inc. |
8,433 | ||||||
1,111 | Fortinet, Inc. (a) |
58,150 | ||||||
51 | InterDigital, Inc. |
3,567 | ||||||
235 | NCR Corp. (a) |
6,444 | ||||||
182 | Roper Technologies, Inc. |
77,669 | ||||||
174 | Teradata Corp. (a) |
6,069 | ||||||
|
|
|||||||
164,114 | ||||||||
|
|
|||||||
Data Processing, Hosting and Related Services - 1.5% |
||||||||
121 | Five9, Inc. (a) |
9,532 | ||||||
70 | Pegasystems, Inc. |
2,722 | ||||||
132 | RingCentral, Inc. (a) |
5,152 | ||||||
356 | VMware, Inc. (a) |
43,599 | ||||||
|
|
|||||||
61,005 | ||||||||
|
|
|||||||
Electronics and Appliance Stores - 0.5% |
||||||||
224 | Smartsheet, Inc. (a) |
9,679 | ||||||
600 | UiPath, Inc. (a) |
9,216 | ||||||
|
|
|||||||
18,895 | ||||||||
|
|
|||||||
Food Services and Drinking Places - 0.3% |
||||||||
107 | Manhattan Associates, Inc. (a) |
13,949 | ||||||
|
|
|||||||
Heavy and Civil Engineering Construction - 0.2% |
||||||||
93 | BlackLine, Inc. (a) |
6,677 | ||||||
|
|
|||||||
Lessors of Nonfinancial Intangible Assets (except Copyrighted Works) - 0.0% () |
||||||||
190 | Marathon Digital Holdings, Inc. (a)(b) |
1,370 | ||||||
|
|
|||||||
Merchant Wholesalers, Durable Goods - 0.2% |
||||||||
34 | Agilysys, Inc. (a) |
2,841 | ||||||
100 | New Relic, Inc. (a) |
6,105 | ||||||
|
|
|||||||
8,946 | ||||||||
|
|
|||||||
Motion Picture and Sound Recording Industries - 0.8% |
||||||||
180 | Adeia, Inc. |
1,971 | ||||||
270 | Take-Two Interactive Software, Inc. (a) |
30,572 | ||||||
|
|
|||||||
32,543 | ||||||||
|
|
|||||||
Other Information Services - 0.1% |
||||||||
114 | LiveRamp Holdings, Inc. (a) |
3,051 | ||||||
|
|
|||||||
Performing Arts, Spectator Sports, and Related Industries - 3.7% |
||||||||
1,220 | Activision Blizzard, Inc. |
93,416 | ||||||
449 | Electronic Arts, Inc. |
57,777 | ||||||
|
|
|||||||
151,193 | ||||||||
|
|
|||||||
Professional, Scientific, and Technical Services - 12.5% |
||||||||
109 | A10 Networks, Inc. |
1,687 | ||||||
105 | Alteryx, Inc. (a) |
5,826 | ||||||
211 | AppLovin Corp. (a) |
2,680 | ||||||
129 | Asana, Inc. (a) |
1,999 | ||||||
50 | Aspen Technology, Inc. (a) |
9,937 | ||||||
154 | Digital Turbine, Inc. (a) |
2,673 | ||||||
127 | DoubleVerify Holdings, Inc. (a) |
3,453 | ||||||
132 | Elastic NV ADR (Netherlands) (a) |
7,767 | ||||||
276 | Freshworks, Inc. (a) |
4,466 | ||||||
26 | Intapp, Inc. (a) |
753 | ||||||
77 | Jamf Holding Corp. (a) |
1,530 | ||||||
120 | LivePerson, Inc. (a) |
1,546 | ||||||
57 | Model N, Inc. (a) |
2,261 | ||||||
219 | Momentive Global, Inc. (a) |
1,688 | ||||||
394 | Nutanix, Inc. (a) |
10,981 | ||||||
463 | Open Text Corp. ADR (Canada) |
15,534 | ||||||
3,018 | Palantir Technologies, Inc. (a) |
23,480 | ||||||
515 | Palto Alto Networks, Inc. (a) |
81,700 | ||||||
83 | Paycom Software, Inc. (a) |
26,887 | ||||||
71 | Paylocity Holding Corp. (a) |
14,789 | ||||||
118 | Procore Technologies, Inc. (a) |
6,602 | ||||||
70 | PROS Holdings, Inc. (a) |
1,764 | ||||||
189 | Qualtrics International, Inc. (a) |
2,981 | ||||||
346 | ServiceNow, Inc. (a) |
157,475 | ||||||
1,723 | Snap, Inc. (a) |
19,918 | ||||||
185 | Sumo Logic, Inc. (a) |
2,189 | ||||||
418 | Unity Software, Inc. (a) |
14,847 | ||||||
112 | Verint Systems, Inc. (a) |
4,253 | ||||||
344 | Workday, Inc. (a) |
62,412 | ||||||
145 | Zscaler, Inc. (a) |
18,003 | ||||||
|
|
|||||||
512,081 | ||||||||
|
|
|||||||
Publishing Industries - 0.6% |
||||||||
256 | Splunk, Inc. (a) |
24,517 | ||||||
|
|
|||||||
Publishing Industries (except Internet) - 48.8% |
||||||||
193 | ACI Worldwide, Inc. (a) |
5,390 | ||||||
720 | Adobe Systems, Inc. (a) |
266,645 | ||||||
90 | Altair Engineering, Inc. (a) |
4,779 | ||||||
149 | ANSYS, Inc. (a) |
39,688 | ||||||
32 | AppFolio, Inc. (a) |
3,595 | ||||||
70 | Appian, Corp. (a) |
2,896 | ||||||
370 | Autodesk, Inc. (a) |
79,609 | ||||||
337 | Bentley Systems, Inc. |
13,160 | ||||||
163 | Bill.com Holdings, Inc. (a) |
18,846 | ||||||
267 | Black Knight, Inc. (a) |
16,178 | ||||||
76 | Blackbaud, Inc. (a) |
4,728 | ||||||
244 | Box, Inc. (a) |
7,806 | ||||||
144 | C3.ai, Inc. (a) |
2,858 | ||||||
470 | Cadence Design Systems, Inc. (a) |
85,930 | ||||||
263 | Ceridian HCM Holding, Inc. (a) |
19,010 | ||||||
129 | Clear Secure, Inc. |
4,049 | ||||||
76 | CommVault Systems, Inc. (a) |
4,729 | ||||||
263 | Confluent, Inc. (a) |
6,075 | ||||||
30 | Consensus Cloud Solutions, Inc. (a) |
1,763 | ||||||
130 | Coupa Software, Inc. (a) |
10,390 | ||||||
368 | CrowdStrike Holdings, Inc. (a) |
38,971 | ||||||
425 | Datadog, Inc. (a) |
31,794 | ||||||
145 | Descartes Systems Group, Inc. ADR (Canada) (a) |
10,588 | ||||||
344 | DocuSign, Inc. (a) |
20,860 | ||||||
462 | Dropbox, Inc. (a) |
10,732 | ||||||
130 | Duck Creek Technologies, Inc. (a) |
2,461 | ||||||
345 | Dynatrace, Inc. (a) |
13,258 | ||||||
68 | Everbridge, Inc. (a) |
2,173 | ||||||
43 | Fair Isaac Corp. (a) |
28,636 | ||||||
103 | GitLab, Inc. (a) |
5,089 | ||||||
140 | Guidewire Software, Inc. (a) |
10,254 | ||||||
83 | HubSpot, Inc. (a) |
28,802 | ||||||
483 | Intuit, Inc. |
204,150 | ||||||
232 | Lightspeed Commerce, Inc. ADR (Canada) (a) |
4,199 | ||||||
968 | Microsoft Corp. |
239,880 | ||||||
16 | MicroStrategy, Inc. Class A (a) |
4,028 | ||||||
115 | N-able, Inc. (a) |
1,181 | ||||||
993 | NortonLifeLock, Inc. |
22,849 | ||||||
2,633 | Oracle Corp. |
232,915 | ||||||
139 | PagerDuty, Inc. (a) |
4,141 | ||||||
81 | Paycor HCM, Inc. (a) |
2,034 | ||||||
55 | PowerSchool Holdings, Inc. (a) |
1,239 | ||||||
74 | Progress Software Corp. |
3,925 | ||||||
181 | PTC, Inc. (a) |
24,413 | ||||||
99 | Q2 Holdings, Inc. (a) |
3,239 | ||||||
59 | Qualys, Inc. (a) |
6,806 | ||||||
101 | Rapid7, Inc. (a) |
4,027 | ||||||
1,713 | Salesforce.com, Inc. (a) |
287,733 | ||||||
80 | SolarWinds Corp. (a) |
813 | ||||||
62 | SPS Commerce, Inc. (a) |
8,437 | ||||||
262 | Synopsys, Inc. (a) |
92,682 | ||||||
193 | Tenable Holdings, Inc. (a) |
7,764 | ||||||
71 | Tyler Technologies, Inc. (a) |
22,917 | ||||||
189 | Varonis Systems, Inc. (a) |
4,884 | ||||||
78 | Workiva, Inc. (a) |
6,749 | ||||||
215 | Zeta Global Holdings Corp. (a) |
1,952 | ||||||
212 | Zuora, Inc. (a) |
1,679 | ||||||
|
|
|||||||
1,996,378 | ||||||||
|
|
|||||||
Rental and Leasing Services - 0.0%() |
||||||||
67 | Cerence, Inc. (a) |
1,643 | ||||||
|
|
|||||||
Securities, Commodity Contracts, and Other Financial Investments and Related Activities - 0.1% |
||||||||
295 | E2open, Inc. (a) |
2,036 | ||||||
379 | Matterport, Inc. (a) |
1,334 | ||||||
|
|
|||||||
3,370 | ||||||||
|
|
|||||||
Telecommunications - 0.7% |
||||||||
378 | Zoom Video Communications, Inc. (a) |
28,350 | ||||||
|
|
|||||||
TOTAL COMMON STOCKS (Cost $3,500,827) |
$ | 3,053,242 | ||||||
|
|
|||||||
SHORT TERM INVESTMENTS - 21.6% |
||||||||
Money Market Funds - 21.6% |
||||||||
594,808 | Dreyfus Government Cash Management Institutional Shares, 4.23% (c)(d) |
$ | 594,808 | |||||
290,000 | Goldman Sachs Financial Square Government Fund Institutional Shares, 4.22% (c) |
290,000 | ||||||
|
|
|||||||
TOTAL SHORT TERM INVESTMENTS (Cost $884,808) |
$ | 884,808 | ||||||
|
|
|||||||
TOTAL INVESTMENTS (Cost $4,385,635) - 96.2% (e) |
$ | 3,938,050 | ||||||
Other Assets in Excess of Liabilities - 3.8% |
156,578 | |||||||
|
|
|||||||
TOTAL NET ASSETS - 100.0% |
$ | 4,094,628 | ||||||
|
|
Percentages are stated as a percent of net assets.
The geographic location of all investments is United States unless otherwise indicated.
() | Less than 0.005%. |
(a) | Non-income producing security. |
(b) | A portion of this security represents a security on loan. |
(c) | Represents annualized seven-day yield at January 31, 2023. |
(d) | All or a portion of this security represents an investment of securities lending collateral. |
(e) | All or a portion of these securities have been segregated as collateral for swap contracts. Total value of securities segregated amounted to $2,576,789. |
ADR - American Depository Receipt
Long Total Return Swap Contracts (Unaudited)
January 31, 2023
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 North American Expanded Technology Software Index |
4.9900 % representing 1 month SOFR rate + spread | UBS Securities LLC | 12/13/2023 | 6,342 | $ | 3,290,883 | $ | 172,111 | ||||||||||||
Total return of S&P North American Expanded Technology Software Index |
4.9000 % representing 1 month SOFR rate + spread | Barclays | 12/20/2023 | 3,020 | 1,556,652 | 91,118 | ||||||||||||||
|
|
|
|
|||||||||||||||||
$ | 4,847,535 | $ | 263,229 | |||||||||||||||||
|
|
|
|
Direxion Daily TIPS Bull 2X Shares
Schedule of Investments (Unaudited)
January 31, 2023
Shares |
Fair Value | |||||||
INVESTMENT COMPANIES - 81.6% |
||||||||
38,053 | iShares TIPS Bond ETF (a) |
$ | 4,134,458 | |||||
|
|
|||||||
TOTAL INVESTMENT COMPANIES (Cost $4,501,759) |
$ | 4,134,458 | ||||||
|
|
|||||||
SHORT TERM INVESTMENTS - 15.2% |
||||||||
Money Market Funds - 15.2% |
||||||||
768,843 | Dreyfus Government Cash Management Institutional Shares, 4.23% (b) |
$ | 768,843 | |||||
|
|
|||||||
TOTAL SHORT TERM INVESTMENTS (Cost $768,843) |
$ | 768,843 | ||||||
|
|
|||||||
TOTAL INVESTMENTS (Cost $5,270,602) - 96.8% (c) |
$ | 4,903,301 | ||||||
Other Assets in Excess of Liabilities - 3.2% |
160,809 | |||||||
|
|
|||||||
TOTAL NET ASSETS - 100.0% |
$ | 5,064,110 | ||||||
|
|
Percentages are stated as a percent of net assets.
The geographic location of all investments is United States unless otherwise indicated.
(a) | Shareholders may obtain the financial statements of these investment companies at www.sec.gov. |
(b) | Represents annualized seven-day yield at January 31, 2023. |
(c) | All or a portion of these securities have been segregated as collateral for swap contracts. Total value of securities segregated amounted to $4,158,630. |
Long Total Return Swap Contracts (Unaudited)
January 31, 2023
Terms of Payments to be Received at Termination |
Terms of Payments to be Paid |
Counterparty |
Termination Date |
Contracts | Notional Amount |
Unrealized Depreciation |
||||||||||||||
Total return of iShares TIPS Bond ETF |
4.4500 % representing 1 month SOFR rate + spread | UBS Securities LLC | 12/13/2023 | 55,166 | $ | 5,982,194 | $ | (6,462 | ) | |||||||||||
|
|
|
|
|||||||||||||||||
$ | 5,982,194 | $ | (6,462 | ) | ||||||||||||||||
|
|
|
|
Direxion Daily TIPS Bear 2X Shares
Schedule of Investments (Unaudited)
January 31, 2023
Shares |
Fair Value | |||||||
SHORT TERM INVESTMENTS - 99.2% |
||||||||
Money Market Funds - 99.2% |
||||||||
5,433,086 | Dreyfus Government Cash Management Institutional Shares, 4.23% (a) |
$ | 5,433,086 | |||||
1,130,085 | Goldman Sachs Financial Square Treasury Instruments Fund Institutional Shares, 4.22% (a) |
1,130,085 | ||||||
|
|
|||||||
TOTAL SHORT TERM INVESTMENTS (Cost $6,563,171) (b) |
$ | 6,563,171 | ||||||
|
|
|||||||
TOTAL INVESTMENTS (Cost $6,563,171) - 99.2% |
$ | 6,563,171 | ||||||
Other Assets in Excess of Liabilities - 0.8% |
51,801 | |||||||
|
|
|||||||
TOTAL NET ASSETS - 100.0% |
$ | 6,614,972 | ||||||
|
|
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 January 31, 2023. |
(b) | All or a portion of these securities have been segregated as collateral for swap contracts. Total value of securities segregated amounted to $1,131,065. |
Short Total Return Swap Contracts (Unaudited)
January 31, 2023
Terms of Payments to be Received at Termination |
Terms of Payments to be Paid |
Counterparty |
Termination Date |
Contracts | Notional Amount |
Unrealized Appreciation |
||||||||||||||
4.1500% representing 1 month SOFR rate + spread |
Total return of iShares TIPS Bond ETF | J.P. Morgan | 12/12/2023 | 57,137 | $ | 6,230,790 | $ | 42,750 | ||||||||||||
4.2400% representing 1 month SOFR rate + spread |
Total return of iShares TIPS Bond ETF | UBS Securities LLC | 12/13/2023 | 64,630 | 7,012,825 | 6,445 | ||||||||||||||
|
|
|
|
|||||||||||||||||
$ | 13,243,615 | $ | 49,195 | |||||||||||||||||
|
|
|
|
Direxion Daily Travel & Vacation Bull 2X Shares
Schedule of Investments (Unaudited)
January 31, 2023
Shares |
Fair Value | |||||||
COMMON STOCKS - 63.0% |
||||||||
Accommodation - 22.6% |
||||||||
2,858 | Boyd Gaming Co. |
$ | 178,082 | |||||
4,306 | Caesars Entertainment Inc. (a) |
224,170 | ||||||
1,403 | Choice Hotels International, Inc. |
172,415 | ||||||
3,269 | Hilton Grand Vacations, Inc. (a) |
154,820 | ||||||
5,004 | Hilton Worldwide Holdings, Inc. |
726,030 | ||||||
14,910 | Host Hotels & Resorts, Inc. |
281,054 | ||||||
6,868 | Huazhu Group Ltd. ADR |
326,093 | ||||||
1,629 | Hyatt Hotels Corp. (a) |
177,756 | ||||||
5,061 | InterContinental Hotels Group PLC ADR (United Kingdom) |
358,066 | ||||||
9,504 | Las Vegas Sands Corp. (a) |
560,736 | ||||||
4,272 | Marriott International, Inc. Class A |
744,097 | ||||||
12,528 | Melco Crown Entertainment Ltd. ADR (a) |
171,132 | ||||||
7,927 | MGM Resorts International |
328,257 | ||||||
10,448 | Park Hotels & Resorts, Inc. |
153,690 | ||||||
4,829 | Penn National Gaming, Inc. (a) |
171,188 | ||||||
11,593 | Sunstone Hotel Investors, Inc. |
127,407 | ||||||
3,778 | Travel + Leisure Co. |
160,074 | ||||||
914 | Vail Resorts, Inc. |
239,779 | ||||||
2,876 | Wyndham Hotels & Resorts, Inc. |
222,919 | ||||||
|
|
|||||||
5,477,765 | ||||||||
|
|
|||||||
Administrative and Support Services - 6.0% |
||||||||
344 | Booking Holdings, Inc. (a) |
837,330 | ||||||
4,017 | Live Nation Entertainment, Inc. (a) |
323,328 | ||||||
5,326 | Six Flags Entertainment Corp. (a) |
143,003 | ||||||
6,772 | TripAdvisor, Inc. (a) |
157,788 | ||||||
|
|
|||||||
1,461,449 | ||||||||
|
|
|||||||
Air Transportation - 10.7% |
||||||||
4,402 | Alaska Air Group, Inc. (a) |
225,999 | ||||||
1,442 | Allegiant Travel Co. (a) |
124,055 | ||||||
18,199 | American Airlines Group, Inc. (a) |
293,732 | ||||||
14,949 | Delta Air Lines, Inc. (a) |
584,506 | ||||||
17,467 | JetBlue Airways Corp. (a) |
139,736 | ||||||
3,752 | Ryanair Holdings PLC ADR (Ireland) (a) |
339,668 | ||||||
10,882 | Southwest Airlines Co. |
389,249 | ||||||
6,196 | Spirit Airlines, Inc. |
122,929 | ||||||
7,758 | United Continental Holdings, Inc. (a) |
379,832 | ||||||
|
|
|||||||
2,599,706 | ||||||||
|
|
|||||||
Amusement, Gambling, and Recreation Industries - 4.9% |
||||||||
2,020 | SeaWorld Entertainment, Inc. (a) |
126,028 | ||||||
7,293 | The Walt Disney Co. (a) |
791,217 | ||||||
2,600 | Wynn Resorts Ltd. (a) |
269,464 | ||||||
|
|
|||||||
1,186,709 | ||||||||
|
|
|||||||
Data Processing, Hosting and Related Services - 3.4% |
||||||||
7,346 | Airbnb, Inc. (a) |
816,214 | ||||||
|
|
|||||||
Management of Companies and Enterprises - 4.4% |
||||||||
31,524 | Carnival Corp. ADR (Panama) (a) |
341,090 | ||||||
12,949 | Norwegian Cruise Line Holdings Ltd. ADR (a) |
196,954 | ||||||
14,369 | Trip.com Group Ltd. ADR (China) (a) |
528,204 | ||||||
|
|
|||||||
1,066,248 | ||||||||
|
|
|||||||
Other Information Services - 0.5% |
||||||||
19,766 | Sabre Corp. (a) |
134,607 | ||||||
|
|
|||||||
Performing Arts, Spectator Sports, and Related Industries - 1.0% |
||||||||
956 | Churchill Downs, Inc. |
237,184 | ||||||
|
|
|||||||
Real Estate - 5.9% |
||||||||
8,656 | Apple Hospitality REIT, Inc. |
153,471 | ||||||
5,683 | Gaming & Leisure Properties, Inc. |
304,381 | ||||||
1,196 | Marriott Vacations Worldwide Corp. |
191,408 | ||||||
7,454 | Pebblebrook Hotel Trust |
122,246 | ||||||
1,821 | Ryman Hospitality Properties, Inc. |
169,153 | ||||||
14,431 | VICI Properties, Inc. |
493,251 | ||||||
|
|
|||||||
1,433,910 | ||||||||
|
|
|||||||
Securities, Commodity Contracts, and Other Financial Investments and Related Activities - 0.5% |
||||||||
23,075 | Virgin Galactic Holdings, Inc. (a)(b) |
127,374 | ||||||
|
|
|||||||
Support Activities for Transportation - 1.8% |
||||||||
3,764 | Expedia, Inc. (a) |
430,225 | ||||||
|
|
|||||||
Water Transportation - 1.3% |
||||||||
5,041 | Royal Caribbean Cruises Ltd. ADR (Liberia) (a) |
327,363 | ||||||
|
|
|||||||
TOTAL COMMON STOCKS (Cost $17,239,280) |
$ | 15,298,754 | ||||||
|
|
|||||||
SHORT TERM INVESTMENTS - 35.5% |
||||||||
Money Market Funds - 35.5% |
||||||||
7,594,063 | Dreyfus Government Cash Management Institutional Shares, 4.23% (c)(d) |
$ | 7,594,063 | |||||
2 | Goldman Sachs Financial Square Government Fund Institutional Shares, 4.22% (c) |
2 | ||||||
1,036,273 | Goldman Sachs Financial Square Treasury Instruments Fund Institutional Shares, 4.22% (c) |
1,036,273 | ||||||
|
|
|||||||
TOTAL SHORT TERM INVESTMENTS (Cost $8,630,338) |
$ | 8,630,338 | ||||||
|
|
|||||||
TOTAL INVESTMENTS (Cost $25,869,618) - 98.5% (e) |
$ | 23,929,092 | ||||||
Other Assets in Excess of Liabilities - 1.5% |
357,055 | |||||||
|
|
|||||||
TOTAL NET ASSETS - 100.0% |
$ | 24,286,147 | ||||||
|
|
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 January 31, 2023. |
(d) | All or a portion of this security represents an investment of securities lending collateral. |
(e) | All or a portion of these securities have been segregated as collateral for swap contracts. Total value of securities segregated amounted to $11,830,659. |
ADR - American Depository Receipt
Long Total Return Swap Contracts (Unaudited)
January 31, 2023
Terms of Payments to be Received at Termination |
Terms of Payments to be Paid at Termination |
Counterparty |
Termination Date |
Contracts | Notional Amount |
Unrealized Appreciation |
||||||||||||
Total return of BlueStar® Travel and Vacation Index |
4.8000 % representing 1 month SOFR rate + spread | Bank of America Merrill Lynch | 12/8/2023 | 18,494 | $ | 2,573,406 | $ | 82,595 | ||||||||||
Total return of BlueStar® Travel and Vacation Index |
4.7500 % representing 1 month SOFR rate + spread | J.P. Morgan | 12/12/2023 | 212,943 | 27,590,776 | 2,886,705 | ||||||||||||
|
|
|
|
|||||||||||||||
$ | 30,164,182 | $ | 2,969,300 | |||||||||||||||
|
|
|
|
Direxion Daily US Infrastructure Bull 2X Shares
Schedule of Investments (Unaudited)
January 31, 2023
Shares |
Fair Value | |||||||
COMMON STOCKS - 86.7% |
||||||||
Administrative and Support Services - 2.0% |
||||||||
313 | Mastec, Inc. (a) |
$ | 30,746 | |||||
222 | NV5 Global, Inc. (a) |
29,590 | ||||||
|
|
|||||||
60,336 | ||||||||
|
|
|||||||
Air Transportation - 1.0% |
||||||||
298 | Atlas Air Worldwide Holdings, Inc. (a) |
30,459 | ||||||
|
|
|||||||
Computer and Electronic Product Manufacturing - 1.0% |
||||||||
531 | Itron, Inc. (a) |
30,516 | ||||||
|
|
|||||||
Construction of Buildings - 2.1% |
||||||||
311 | Dycom Industries, Inc. (a) |
29,660 | ||||||
3,503 | Tutor Perini Corp. (a) |
32,123 | ||||||
|
|
|||||||
61,783 | ||||||||
|
|
|||||||
Couriers and Messengers - 1.0% |
||||||||
1,091 | Air Transport Services Group, Inc. (a) |
30,886 | ||||||
|
|
|||||||
Electrical Equipment, Appliance, and Component Manufacturing - 1.0% |
||||||||
761 | Powell Industries, Inc. |
30,212 | ||||||
|
|
|||||||
Energy - 1.0% |
||||||||
962 | FLEX LNG Ltd. ADR |
29,918 | ||||||
|
|
|||||||
Fabricated Metal Product Manufacturing - 1.0% |
||||||||
94 | Valmont Industries, Inc. |
30,995 | ||||||
|
|
|||||||
Heavy and Civil Engineering Construction - 6.4% |
||||||||
1,158 | Construction Partners, Inc. (a) |
32,760 | ||||||
762 | Granite Construction, Inc. |
32,446 | ||||||
4,407 | Great Lakes Dredge & Dock Corp. (a) |
30,320 | ||||||
315 | MYR Group, Inc. (a) |
31,204 | ||||||
1,191 | Primoris Services Corp. |
31,681 | ||||||
929 | Sterling Construction Co., Inc. (a) |
33,806 | ||||||
|
|
|||||||
192,217 | ||||||||
|
|
|||||||
Machinery Manufacturing - 2.1% |
||||||||
545 | Arcosa, Inc. |
32,302 | ||||||
2,316 | TechnipFMC PLC ADR (United Kingdom) (a) |
32,169 | ||||||
|
|
|||||||
64,471 | ||||||||
|
|
|||||||
Management of Companies and Enterprises - 2.0% |
||||||||
844 | Brookfield Infrastructure Partners L.P. |
29,827 | ||||||
2,195 | Frontline PLC ADR (b) |
30,357 | ||||||
|
|
|||||||
60,184 | ||||||||
|
|
|||||||
Pipeline Transportation - 1.0% |
||||||||
650 | Scorpio Tankers, Inc. ADR (Monaco) |
31,115 | ||||||
|
|
|||||||
Professional, Scientific, and Technical Services - 5.1% |
||||||||
353 | AECOM |
30,806 | ||||||
842 | Fluor Corp. (a) |
30,944 | ||||||
252 | Jacobs Solutions, Inc. |
31,135 | ||||||
593 | Stantec, Inc. ADR (Canada) |
30,931 | ||||||
197 | Tetra Tech, Inc. |
30,637 | ||||||
|
|
|||||||
154,453 | ||||||||
|
|
|||||||
Publishing Industries (except Internet) - 0.9% |
||||||||
4,833 | 21Vianet Group, Inc. ADR (China) (a) |
28,418 | ||||||
|
|
|||||||
Rail Transportation - 3.9% |
||||||||
246 | Canadian National Railway Co. ADR (Canada) |
29,296 | ||||||
381 | Canadian Pacific Railway Ltd. ADR (Canada) |
30,061 | ||||||
949 | CSX Corp. |
29,343 | ||||||
145 | Union Pacific Corp. |
29,608 | ||||||
|
|
|||||||
118,308 | ||||||||
|
|
|||||||
Real Estate - 4.2% |
||||||||
141 | American Tower Corp. |
31,498 | ||||||
210 | Crown Castle International Corp. |
31,103 | ||||||
284 | Digital Realty Trust, Inc. |
32,552 | ||||||
4,842 | Uniti Group, Inc. |
31,909 | ||||||
|
|
|||||||
127,062 | ||||||||
|
|
|||||||
Rental and Leasing Services - 2.1% |
||||||||
1,675 | Global Ship Lease, Inc. ADR (United Kingdom) |
31,038 | ||||||
325 | Ryder System, Inc. |
30,683 | ||||||
|
|
|||||||
61,721 | ||||||||
|
|
|||||||
Securities, Commodity Contracts, and Other Financial Investments and Related Activities - 4.3% |
||||||||
11,429 | Cyxtera Technologies, Inc. (a) |
36,801 | ||||||
3,681 | DHT Holdings, Inc. ADR |
31,546 | ||||||
1,264 | GDS Holdings Ltd. ADR (China) (a) |
29,514 | ||||||
1,963 | Verra Mobility Corp. (a) |
30,289 | ||||||
|
|
|||||||
128,150 | ||||||||
|
|
|||||||
Software & Services - 1.0% |
||||||||
3,577 | Chindata Group Holdings Ltd. ADR (a) |
29,653 | ||||||
|
|
|||||||
Specialty Trade Contractors - 1.0% |
||||||||
203 | Quanta Services, Inc. |
30,894 | ||||||
|
|
|||||||
Support Activities for Transportation - 6.2% |
||||||||
4,736 | Daseke, Inc. (a) |
33,057 | ||||||
291 | Forward Air Corp. |
31,384 | ||||||
367 | Hub Group, Inc. (a) |
31,294 | ||||||
157 | J.B. Hunt Transport Services, Inc. |
29,681 | ||||||
475 | Matson, Inc. |
31,407 | ||||||
119 | Norfolk Southern Corp. |
29,252 | ||||||
|
|
|||||||
186,075 | ||||||||
|
|
|||||||
Telecommunications - 5.3% |
||||||||
790 | Argan, Inc. |
30,802 | ||||||
2,498 | DigitalBridge Group, Inc. (a) |
36,971 | ||||||
42 | Equinix, Inc. |
31,002 | ||||||
3,898 | IHS Holding Ltd. ADR (a) |
29,937 | ||||||
106 | SBA Communications Corp. |
31,538 | ||||||
|
|
|||||||
160,250 | ||||||||
|
|
|||||||
Transportation Equipment Manufacturing - 3.2% |
||||||||
2,415 | Embraer SA ADR (Brazil) (a) |
31,130 | ||||||
1,074 | The Greenbrier Companies, Inc. |
33,208 | ||||||
293 | Wabtec Corp. |
30,416 | ||||||
|
|
|||||||
94,754 | ||||||||
|
|
|||||||
Truck Transportation - 10.4% |
||||||||
373 | ArcBest Corp. |
31,127 | ||||||
1,798 | Heartland Express, Inc. |
30,242 | ||||||
530 | Knight-Swift Transportation Holdings, Inc. Class A |
31,323 | ||||||
1,511 | Marten Transport Ltd. |
33,378 | ||||||
94 | Old Dominion Freight Line, Inc. |
31,325 | ||||||
116 | Saia, Inc. (a) |
31,642 | ||||||
1,176 | Schneider National, Inc. |
31,164 | ||||||
279 | TFI International, Inc. ADR (Canada) |
31,053 | ||||||
853 | Universal Logistics Holdings, Inc. |
30,640 | ||||||
662 | Werner Enterprises, Inc. |
31,094 | ||||||
|
|
|||||||
312,988 | ||||||||
|
|
|||||||
Utilities - 8.2% |
||||||||
4,165 | Algonquin Power & Utilities Corp. ADR (Canada) |
30,405 | ||||||
328 | American Electric Power Co., Inc. |
30,819 | ||||||
430 | Black Hills Corp. |
31,123 | ||||||
1,004 | MDU Resources Group, Inc. |
31,034 | ||||||
1,122 | NiSource, Inc. |
31,136 | ||||||
938 | NRG Energy, Inc. |
32,098 | ||||||
335 | Ormat Technologies, Inc. |
31,004 | ||||||
447 | Xcel Energy, Inc. |
30,740 | ||||||
|
|
|||||||
248,359 | ||||||||
|
|
|||||||
Water Transportation - 9.3% |
||||||||
2,007 | Atlas Corp. ADR (United Kingdom) |
29,724 | ||||||
2,999 | Costamare, Inc. ADR (Marshall Islands) |
30,440 | ||||||
527 | Danaos Corp. ADR (Greece) |
31,188 | ||||||
566 | Eagle Bulk Shipping, Inc. ADR |
32,420 | ||||||
1,905 | Euronav NV ADR (Belgium) |
29,985 | ||||||
473 | Kirby Corp. (a) |
33,479 | ||||||
3,044 | SFL Corp. Ltd. ADR |
30,988 | ||||||
1,391 | Star Bulk Carriers Corp. ADR (Greece) |
31,603 | ||||||
1,618 | ZIM Integrated Shipping Services Ltd. ADR (United Kingdom) (b) |
30,661 | ||||||
|
|
|||||||
280,488 | ||||||||
|
|
|||||||
TOTAL COMMON STOCKS (Cost $2,436,555) |
$ | 2,614,665 | ||||||
|
|
|||||||
SHORT TERM INVESTMENTS - 16.8% |
||||||||
Money Market Funds - 16.8% |
||||||||
254,803 | Dreyfus Government Cash Management Institutional Shares, 4.23% (c)(d) |
$ | 254,803 | |||||
250,452 | Goldman Sachs Financial Square Treasury Instruments Fund Institutional Shares, 4.22% (c) |
250,452 | ||||||
|
|
|||||||
TOTAL SHORT TERM INVESTMENTS (Cost $505,255) |
$ | 505,255 | ||||||
|
|
|||||||
TOTAL INVESTMENTS (Cost $2,941,810) - 103.5% (e) |
$ | 3,119,920 | ||||||
Liabilities in Excess of Other Assets - (3.5)% |
(105,688 | ) | ||||||
|
|
|||||||
TOTAL NET ASSETS - 100.0% |
$ | 3,014,232 | ||||||
|
|
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 January 31, 2023. |
(d) | All or a portion of this security represents an investment of securities lending collateral. |
(e) | All or a portion of these securities have been segregated as collateral for swap contracts. Total value of securities segregated amounted to $1,292,548. |
ADR - American Depository Receipt
Long Total Return Swap Contracts (Unaudited)
January 31, 2023
Terms of Payments to be Received at Termination |
Terms of Payments to be Paid at Termination |
Counterparty |
Termination Date |
Contracts | Notional Amount |
Unrealized Appreciation |
||||||||||||||
Total return of Indxx US Infrastructure Index |
4.8000 % representing 1 month SOFR rate + spread | Bank of America Merrill Lynch | 12/8/2023 | 698 | $ | 1,734,366 | $ | 39,038 | ||||||||||||
Total return of Indxx US Infrastructure Index |
4.7000 % representing 1 month SOFR rate + spread | J.P. Morgan | 12/12/2023 | 639 | 1,572,820 | 52,671 | ||||||||||||||
|
|
|
|
|||||||||||||||||
$ | 3,307,186 | $ | 91,709 | |||||||||||||||||
|
|
|
|
Direxion Daily Mid Cap Bull 3X Shares
Schedule of Investments (Unaudited)
January 31, 2023
Shares |
Fair Value | |||||||
INVESTMENT COMPANIES - 66.3% |
||||||||
147,616 | iShares Core S&P Mid-Cap ETF (a) |
$ | 39,013,433 | |||||
|
|
|||||||
TOTAL INVESTMENT COMPANIES (Cost $35,895,592) |
$ | 39,013,433 | ||||||
|
|
|||||||
SHORT TERM INVESTMENTS - 38.7% |
||||||||
Money Market Funds - 38.7% |
||||||||
11,744,912 | Dreyfus Government Cash Management Institutional Shares, 4.23% (b) |
$ | 11,744,912 | |||||
11,055,740 | Goldman Sachs Financial Square Treasury Instruments Fund Institutional Shares, 4.22% (b) |
11,055,740 | ||||||
|
|
|||||||
TOTAL SHORT TERM INVESTMENTS (Cost $22,800,652) |
$ | 22,800,652 | ||||||
|
|
|||||||
TOTAL INVESTMENTS (Cost $58,696,244) - 105.0% (c) |
$ | 61,814,085 | ||||||
Liabilities in Excess of Other Assets - (5.0)% |
(2,966,821 | ) | ||||||
|
|
|||||||
TOTAL NET ASSETS - 100.0% |
$ | 58,847,264 | ||||||
|
|
Percentages are stated as a percent of net assets.
The geographic location of all investments is United States unless otherwise indicated.
(a) | Shareholders may obtain the financial statements of these investment companies at www.sec.gov. |
(b) | Represents annualized seven-day yield at January 31, 2023. |
(c) | All or a portion of these securities have been segregated as collateral for swap contracts. Total value of securities segregated amounted to $35,395,125. |
Long Total Return Swap Contracts (Unaudited)
January 31, 2023
Terms of Payments to be Received at Termination |
Terms of Payments to be Paid at Termination |
Counterparty |
Termination Date |
Contracts | Notional Amount |
Unrealized Appreciation |
||||||||||||||
Total return of S&P MidCap 400® Index |
4.7500 % representing 1 month SOFR rate + spread | Bank of America Merrill Lynch | 12/8/2023 | 8,541 | $ | 21,436,031 | $ | 1,126,422 | ||||||||||||
Total return of S&P MidCap 400® Index |
4.6000 % representing 1 month SOFR rate + spread | J.P. Morgan | 12/12/2023 | 20,396 | 51,475,140 | 2,428,305 | ||||||||||||||
Total return of S&P MidCap 400® Index |
4.8400 % representing 1 month SOFR rate + spread | UBS Securities LLC | 12/13/2023 | 10,532 | 25,917,999 | 1,934,601 | ||||||||||||||
Total return of S&P MidCap 400® Index |
4.6000 % representing 1 month SOFR rate + spread | Citibank N.A. | 12/19/2023 | 12,378 | 30,886,947 | 1,816,998 | ||||||||||||||
|
|
|
|
|||||||||||||||||
$ | 129,716,117 | $ | 7,306,326 | |||||||||||||||||
|
|
|
|
Direxion Daily S&P 500® Bull 3X Shares
Schedule of Investments (Unaudited)
January 31, 2023
Shares |
Fair Value | |||||||
COMMON STOCKS - 68.5% |
||||||||
Accommodation - 0.3% |
||||||||
11,883 | Caesars Entertainment Inc. (a) |
$ | 618,629 | |||||
14,967 | Hilton Worldwide Holdings, Inc. |
2,171,562 | ||||||
39,606 | Host Hotels & Resorts, Inc. |
746,573 | ||||||
18,218 | Las Vegas Sands Corp. (a) |
1,074,862 | ||||||
14,920 | Marriott International, Inc. Class A |
2,598,765 | ||||||
17,665 | MGM Resorts International |
731,508 | ||||||
|
|
|||||||
7,941,899 | ||||||||
|
|
|||||||
Administrative and Support Services - 1.7% |
||||||||
4,797 | Allegion PLC ADR (Ireland) |
563,887 | ||||||
82,435 | Amcor PLC ADR (United Kingdom) |
994,166 | ||||||
22,943 | Automatic Data Processing, Inc. |
5,180,759 | ||||||
2,190 | Booking Holdings, Inc. (a) |
5,330,679 | ||||||
6,467 | Broadridge Financial Solutions, Inc. |
972,378 | ||||||
6,821 | Equifax, Inc. |
1,515,626 | ||||||
2,168 | FactSet Research System, Inc. |
916,934 | ||||||
4,075 | FleetCor Technologies, Inc. (a) |
850,901 | ||||||
4,430 | Gartner, Inc. (a) |
1,497,960 | ||||||
16,094 | Iron Mountain, Inc. |
878,411 | ||||||
7,944 | Live Nation Entertainment, Inc. (a) |
639,413 | ||||||
8,694 | Moodys Corp. |
2,805,988 | ||||||
5,934 | Robert Half International, Inc. |
498,219 | ||||||
12,777 | Rollins, Inc. |
465,083 | ||||||
90,469 | Visa, Inc. Class A |
20,826,868 | ||||||
20,659 | Waste Management, Inc. |
3,196,567 | ||||||
|
|
|||||||
47,133,839 | ||||||||
|
|
|||||||
Air Transportation - 0.2% |
||||||||
6,996 | Alaska Air Group, Inc. (a) |
359,175 | ||||||
36,009 | American Airlines Group, Inc. (a) |
581,185 | ||||||
35,515 | Delta Air Lines, Inc. (a) |
1,388,637 | ||||||
32,861 | Southwest Airlines Co. |
1,175,438 | ||||||
18,046 | United Continental Holdings, Inc. (a) |
883,532 | ||||||
|
|
|||||||
4,387,967 | ||||||||
|
|
|||||||
Ambulatory Health Care Services - 0.2% |
||||||||
3,001 | DaVita, Inc. (a) |
247,252 | ||||||
4,972 | Laboratory Corp. of America Holdings |
1,253,541 | ||||||
3,294 | Molina Healthcare, Inc. (a) |
1,027,168 | ||||||
6,311 | Quest Diagnostics, Inc. |
937,057 | ||||||
67,149 | Viatris, Inc. |
816,532 | ||||||
|
|
|||||||
4,281,550 | ||||||||
|
|
|||||||
Amusement, Gambling, and Recreation Industries - 0.5% |
||||||||
14,969 | Global Payments, Inc. |
1,687,306 | ||||||
100,889 | The Walt Disney Co. (a) |
10,945,447 | ||||||
5,728 | Wynn Resorts Ltd. (a) |
593,650 | ||||||
|
|
|||||||
13,226,403 | ||||||||
|
|
|||||||
Apparel Manufacturing - 0.0%() |
||||||||
2,267 | Ralph Lauren Corp. |
280,768 | ||||||
18,275 | VF Corp. |
565,428 | ||||||
|
|
|||||||
846,196 | ||||||||
|
|
|||||||
Beverage and Tobacco Product Manufacturing - 1.7% |
||||||||
99,178 | Altria Group, Inc. |
4,466,977 | ||||||
215,407 | Coca-Cola Co. |
13,208,757 | ||||||
9,009 | Constellation Brands, Inc. Class A |
2,085,764 | ||||||
47,060 | Keurig Dr Pepper, Inc. |
1,660,277 | ||||||
10,405 | Molson Coors Brewing Co. Class B |
547,095 | ||||||
21,126 | Monster Beverage Corp. (a) |
2,198,794 | ||||||
76,326 | PepsiCo, Inc. |
13,053,273 | ||||||
85,810 | Philip Morris International, Inc. |
8,944,834 | ||||||
|
|
|||||||
46,165,771 | ||||||||
|
|
|||||||
Broadcasting (except Internet) - 0.5% |
||||||||
238,776 | Comcast Corp. Class A |
9,395,836 | ||||||
13,889 | Dish Network Corp. (a) |
199,863 | ||||||
16,719 | FOX Corp. Class A |
567,443 | ||||||
7,641 | FOX Corp. Class B |
242,220 | ||||||
27,995 | ViacomCBS, Inc. Class B |
648,364 | ||||||
122,353 | Warner Bros Discovery, Inc. (a) |
1,813,271 | ||||||
|
|
|||||||
12,866,997 | ||||||||
|
|
|||||||
Building Material and Garden Equipment and Supplies Dealers - 1.0% |
||||||||
34,386 | Lowes Companies, Inc. |
7,160,884 | ||||||
2,900 | Snap-on, Inc. |
721,317 | ||||||
56,640 | The Home Depot, Inc. |
18,360,989 | ||||||
|
|
|||||||
26,243,190 | ||||||||
|
|
|||||||
Chemical Manufacturing - 5.6% |
||||||||
97,847 | AbbVie, Inc. |
14,456,894 | ||||||
12,250 | Air Products & Chemicals, Inc. |
3,926,247 | ||||||
6,445 | Albemarle Corp. |
1,813,945 | ||||||
29,502 | Amgen, Inc. |
7,446,305 | ||||||
7,994 | Biogen, Inc. (a) |
2,325,455 | ||||||
8,675 | Bio-Techne Corp. |
691,051 | ||||||
117,723 | Bristol-Myers Squibb Co. |
8,552,576 | ||||||
9,932 | Catalent, Inc. (a) |
531,859 | ||||||
5,577 | Celanese Corp. |
687,086 | ||||||
10,857 | CF Industries Holdings, Inc. |
919,588 | ||||||
13,431 | Church & Dwight Co., Inc. |
1,086,031 | ||||||
6,852 | Clorox Co. |
991,416 | ||||||
46,167 | Colgate-Palmolive Co. |
3,440,827 | ||||||
27,497 | DuPont de Nemours, Inc. |
2,033,403 | ||||||
6,681 | Eastman Chemical Co. |
589,064 | ||||||
13,762 | Ecolab, Inc. |
2,130,770 | ||||||
43,663 | Eli Lilly and Company |
15,026,621 | ||||||
6,944 | FMC Corp. |
924,455 | ||||||
69,449 | Gilead Sciences, Inc. |
5,829,549 | ||||||
10,246 | Incyte Corp. (a) |
872,344 | ||||||
14,150 | International Flavors & Fragrances, Inc. |
1,591,309 | ||||||
18,624 | Kimberly-Clark Corp. |
2,421,306 | ||||||
27,399 | Linde PLC ADR (Ireland) |
9,067,425 | ||||||
14,000 | LyondellBasell Industries N.V. Class A ADR (Netherlands) |
1,353,660 | ||||||
140,334 | Merck & Co., Inc. |
15,073,275 | ||||||
18,848 | Mosaic Co. |
933,730 | ||||||
14,005 | Organon & Co. |
421,971 | ||||||
310,671 | Pfizer, Inc. |
13,719,231 | ||||||
13,023 | PPG Industries, Inc. |
1,697,418 | ||||||
131,149 | Procter & Gamble Co. |
18,672,995 | ||||||
5,888 | Regeneron Pharmaceuticals, Inc. (a) |
4,465,871 | ||||||
8,020 | Sealed Air Corp. |
439,175 | ||||||
14,229 | Vertex Pharmaceuticals, Inc. (a) |
4,597,390 | ||||||
4,083 | West Pharmaceutical Services, Inc. |
1,084,445 | ||||||
25,786 | Zoetis, Inc. |
4,267,325 | ||||||
|
|
|||||||
154,082,012 | ||||||||
|
|
|||||||
Clothing and Clothing Accessories Stores - 0.4% |
||||||||
12,663 | Bath & Body Works, Inc. |
582,625 | ||||||
5,899 | Charter Communications, Inc. (a) |
2,267,045 | ||||||
19,171 | Ross Stores, Inc. |
2,265,820 | ||||||
64,276 | TJX Companies, Inc. |
5,261,633 | ||||||
|
|
|||||||
10,377,123 | ||||||||
|
|
|||||||
Computer and Electronic Product Manufacturing - 13.1% |
||||||||
89,215 | Advanced Micro Devices, Inc. (a) |
6,704,507 | ||||||
16,387 | Agilent Technologies, Inc. |
2,492,135 | ||||||
330,603 | Alphabet, Inc. Class A (a) |
32,676,801 | ||||||
293,040 | Alphabet, Inc. Class C (a) |
29,265,905 | ||||||
12,716 | AMETEK, Inc. |
1,842,803 | ||||||
32,940 | Amphenol Corp. Class A |
2,627,624 | ||||||
28,459 | Analog Devices, Inc. |
4,879,865 | ||||||
827,652 | Apple, Inc. |
119,421,907 | ||||||
13,752 | Arista Networks, Inc. (a) |
1,733,027 | ||||||
1,167 | Bio-Rad Laboratories, Inc. (a) |
545,526 | ||||||
22,390 | Broadcom, Inc. |
13,098,374 | ||||||
227,285 | Cisco Systems, Inc. |
11,061,961 | ||||||
36,255 | Danaher Corp. |
9,585,097 | ||||||
7,505 | Enphase Energy, Inc. (a) |
1,661,457 | ||||||
35,849 | Fortinet, Inc. (a) |
1,876,337 | ||||||
19,593 | Fortive Corp. |
1,332,912 | ||||||
20,168 | GE HealthCare Technologies, Inc. (a) |
1,402,079 | ||||||
13,824 | Hologic, Inc. (a) |
1,124,859 | ||||||
48,975 | HP, Inc. |
1,427,131 | ||||||
4,602 | IDEXX Laboratories, Inc. (a) |
2,211,261 | ||||||
8,687 | Illumina, Inc. (a) |
1,860,755 | ||||||
228,444 | Intel Corp. |
6,455,827 | ||||||
50,060 | International Business Machines Corp. |
6,744,584 | ||||||
9,878 | Keysight Technologies, Inc. (a) |
1,771,619 | ||||||
10,506 | L3 Harris Technologies, Inc. |
2,256,899 | ||||||
30,443 | Microchip Technology, Inc. |
2,362,986 | ||||||
60,215 | Micron Technology, Inc. |
3,630,964 | ||||||
2,430 | Monolithic Power Systems, Inc. |
1,036,541 | ||||||
9,242 | Motorola Solutions, Inc. |
2,375,286 | ||||||
12,069 | NetApp, Inc. |
799,330 | ||||||
8,020 | Northrop Grumman Corp. |
3,593,281 | ||||||
137,817 | NVIDIA Corp. |
26,925,307 | ||||||
14,365 | NXP Semiconductors NV ADR (Netherlands) |
2,647,613 | ||||||
23,965 | ON Semiconductor Corp. (a) |
1,760,229 | ||||||
23,047 | Otis Worldwide Corp. |
1,895,155 | ||||||
6,963 | PerkinElmer, Inc. |
957,621 | ||||||
5,669 | Qorvo, Inc. (a) |
615,994 | ||||||
62,076 | Qualcomm, Inc. |
8,269,144 | ||||||
81,376 | Raytheon Technologies Corp. |
8,125,394 | ||||||
5,841 | Roper Technologies, Inc. |
2,492,647 | ||||||
10,580 | Seagate Technology Holdings PLC ADR (Ireland) |
717,112 | ||||||
8,853 | Skyworks Solutions, Inc. |
970,909 | ||||||
3,046 | SolarEdge Technologies, Inc. (a) |
972,070 | ||||||
8,615 | Teradyne, Inc. |
876,145 | ||||||
50,179 | Texas Instruments, Inc. |
8,892,221 | ||||||
21,728 | Thermo Fisher Scientific, Inc. |
12,392,130 | ||||||
13,664 | Trimble, Inc. (a) |
793,332 | ||||||
3,326 | Waters Corp. (a) |
1,092,857 | ||||||
17,619 | Western Digital Corp. (a) |
774,355 | ||||||
2,847 | Zebra Technologies Corp. Class A (a) |
900,164 | ||||||
|
|
|||||||
361,930,039 | ||||||||
|
|
|||||||
Construction of Buildings - 0.2% |
||||||||
17,295 | D.R. Horton, Inc. |
1,706,844 | ||||||
14,142 | Lennar Corp. Class A |
1,448,141 | ||||||
102 | NVR, Inc. (a) |
537,540 | ||||||
12,643 | PulteGroup, Inc. |
719,260 | ||||||
|
|
|||||||
4,411,785 | ||||||||
|
|
|||||||
Couriers and Messengers - 0.4% |
||||||||
13,263 | FedEx Corp. |
2,571,165 | ||||||
40,358 | United Parcel Service, Inc. Class B |
7,475,512 | ||||||
|
|
|||||||
10,046,677 | ||||||||
|
|
|||||||
Credit Intermediation and Related Activities - 4.0% |
||||||||
33,126 | American Express Co. |
5,794,731 | ||||||
386,294 | Bank of America Corp. |
13,705,711 | ||||||
40,739 | Bank of New York Mellon Corp. |
2,060,171 | ||||||
21,155 | Capital One Financial Corp. |
2,517,445 | ||||||
107,174 | Citigroup, Inc. |
5,596,626 | ||||||
27,221 | Citizens Financial Group, Inc. |
1,179,214 | ||||||
7,322 | Comerica, Inc. |
536,776 | ||||||
15,088 | Discover Financial Services |
1,761,222 | ||||||
32,829 | Fidelity National Information Services, Inc. |
2,463,488 | ||||||
37,980 | Fifth Third Bancorp |
1,378,294 | ||||||
10,148 | First Republic Bank |
1,429,650 | ||||||
79,874 | Huntington Bancshares, Inc. |
1,211,689 | ||||||
162,374 | JPMorgan Chase & Co. |
22,725,865 | ||||||
51,672 | KeyCorp |
991,586 | ||||||
9,580 | M&T Bank Corp. |
1,494,480 | ||||||
47,030 | MasterCard, Inc. Class A |
17,429,318 | ||||||
11,551 | Northern Trust Corp. |
1,120,100 | ||||||
22,334 | PNC Financial Services Group, Inc. |
3,694,714 | ||||||
51,752 | Regions Financial Corp. |
1,218,242 | ||||||
3,488 | Signature Bank |
449,778 | ||||||
20,278 | State Street Corp. |
1,851,990 | ||||||
3,317 | SVB Financial Group (a) |
1,003,193 | ||||||
24,919 | Synchrony Financial |
915,275 | ||||||
73,472 | Truist Financial Corp. |
3,628,782 | ||||||
74,795 | U.S. Bancorp |
3,724,791 | ||||||
210,887 | Wells Fargo & Co. |
9,884,274 | ||||||
8,217 | Zions Bancorp |
436,816 | ||||||
|
|
|||||||
110,204,221 | ||||||||
|
|
|||||||
Data Processing, Hosting and Related Services - 0.1% |
||||||||
35,135 | Fiserv, Inc. (a) |
3,748,202 | ||||||
|
|
|||||||
Electrical Equipment, Appliance, and Component Manufacturing - 0.3% |
||||||||
6,998 | A.O. Smith Corp. |
473,765 | ||||||
32,738 | Emerson Electric Co. |
2,953,622 | ||||||
3,503 | Generac Holdings, Inc. (a) |
422,462 | ||||||
6,349 | Rockwell Automation, Inc. |
1,790,609 | ||||||
17,643 | TE Connectivity Ltd. ADR (Switzerland) |
2,243,307 | ||||||
2,983 | Whirlpool Corp. |
464,125 | ||||||
|
|
|||||||
8,347,890 | ||||||||
|
|
|||||||
Electronics and Appliance Stores - 0.0%() |
||||||||
11,061 | Best Buy Co., Inc. |
981,332 | ||||||
|
|
|||||||
Fabricated Metal Product Manufacturing - 0.2% |
||||||||
17,341 | Ball Corp. |
1,009,940 | ||||||
14,223 | Nucor Corp. |
2,403,971 | ||||||
9,126 | Pentair PLC ADR (Ireland) |
505,398 | ||||||
8,151 | Stanley Black & Decker, Inc. |
727,966 | ||||||
|
|
|||||||
4,647,275 | ||||||||
|
|
|||||||
Food and Beverage Stores - 0.1% |
||||||||
36,094 | Kroger Co. |
1,610,875 | ||||||
|
|
|||||||
Food Manufacturing - 0.7% |
||||||||
30,393 | Archer-Daniels-Midland Co. |
2,518,060 | ||||||
11,079 | Campbell Soup Co. |
575,332 | ||||||
32,838 | General Mills, Inc. |
2,573,186 | ||||||
16,051 | Hormel Foods Corp. |
727,271 | ||||||
14,200 | Kellogg Co. |
973,836 | ||||||
7,980 | Lamb Weston Holdings, Inc. |
797,122 | ||||||
13,864 | McCormick & Co, Inc. |
1,041,464 | ||||||
75,584 | Mondelez International, Inc. |
4,946,217 | ||||||
8,116 | The Hershey Co. |
1,822,854 | ||||||
5,857 | The J.M. Smucker Co. |
894,950 | ||||||
44,138 | The Kraft Heinz Co. |
1,788,913 | ||||||
16,054 | Tyson Foods, Inc. Class A |
1,055,550 | ||||||
|
|
|||||||
19,714,755 | ||||||||
|
|
|||||||
Food Services and Drinking Places - 0.9% |
||||||||
1,595 | Chipotle Mexican Grill, Inc. (a) |
2,625,976 | ||||||
4,734 | Cintas Corp. |
2,100,665 | ||||||
6,817 | Darden Restaurants, Inc. |
1,008,711 | ||||||
1,900 | Dominos Pizza, Inc. |
670,700 | ||||||
40,552 | McDonalds Corp. |
10,843,605 | ||||||
63,541 | Starbucks Corp. |
6,934,865 | ||||||
15,570 | Yum! Brands, Inc. |
2,032,041 | ||||||
|
|
|||||||
26,216,563 | ||||||||
|
|
|||||||
Funds, Trusts, and Other Financial Vehicles - 0.1% |
||||||||
8,518 | Garmin Ltd. ADR (Switzerland) |
842,260 | ||||||
12,404 | T. Rowe Price Group, Inc. |
1,444,694 | ||||||
|
|
|||||||
2,286,954 | ||||||||
|
|
|||||||
Gasoline Stations - 0.6% |
||||||||
98,429 | Chevron Corp. |
17,128,615 | ||||||
|
|
|||||||
General Merchandise Stores - 1.2% |
||||||||
24,538 | Costco Wholesale Corp. |
12,542,353 | ||||||
12,483 | Dollar General Corp. |
2,916,029 | ||||||
11,625 | Dollar Tree, Inc. (a) |
1,745,843 | ||||||
25,472 | Target Corp. |
4,384,750 | ||||||
78,128 | Wal-Mart Stores, Inc. |
11,240,275 | ||||||
|
|
|||||||
32,829,250 | ||||||||
|
|
|||||||
Health and Personal Care Stores - 0.3% |
||||||||
72,740 | CVS Health Corp. |
6,417,123 | ||||||
2,831 | Ulta Salon, Cosmetics & Fragrance, Inc. (a) |
1,455,021 | ||||||
39,713 | Walgreens Boots Alliance, Inc. |
1,463,821 | ||||||
|
|
|||||||
9,335,965 | ||||||||
|
|
|||||||
Hospitals - 0.1% |
||||||||
11,700 | HCA Healthcare, Inc. |
2,984,319 | ||||||
3,532 | Universal Health Services, Inc. Class B |
523,478 | ||||||
|
|
|||||||
3,507,797 | ||||||||
|
|
|||||||
Insurance Carriers and Related Activities - 4.4% |
||||||||
31,288 | Aflac, Inc. |
2,299,668 | ||||||
14,731 | Allstate Corp. |
1,892,492 | ||||||
41,139 | American International Group, Inc. |
2,600,808 | ||||||
11,478 | AON PLC ADR (United Kingdom) |
3,657,809 | ||||||
20,505 | Arch Capital Group Ltd. ADR (a) |
1,319,497 | ||||||
11,640 | Arthur J. Gallagher & Co. |
2,278,181 | ||||||
2,888 | Assurant, Inc. |
382,920 | ||||||
99,695 | Berkshire Hathaway, Inc. Class B (a) |
31,056,986 | ||||||
13,026 | Brown & Brown, Inc. |
762,802 | ||||||
31,350 | Centene Corp. (a) |
2,390,124 | ||||||
22,949 | Chubb Limited ADR (Switzerland) |
5,220,668 | ||||||
16,895 | Cigna Corp. |
5,350,140 | ||||||
8,682 | Cincinnati Financial Corp. |
982,368 | ||||||
13,239 | Elevance Health, Inc. |
6,619,368 | ||||||
2,203 | Everest Re Group Ltd. ADR |
770,367 | ||||||
5,048 | Globe Life, Inc. |
610,051 | ||||||
17,644 | Hartford Financial Services Group, Inc. |
1,369,351 | ||||||
6,972 | Humana, Inc. |
3,567,572 | ||||||
8,556 | Lincoln National Corp. |
303,139 | ||||||
10,919 | Loews Corp. |
671,300 | ||||||
27,470 | Marsh & McLennan Companies, Inc. |
4,804,778 | ||||||
36,427 | MetLife, Inc. |
2,659,899 | ||||||
12,633 | Principal Financial Group, Inc. |
1,169,184 | ||||||
32,377 | Progressive Corp. |
4,414,604 | ||||||
20,316 | Prudential Financial, Inc. |
2,131,961 | ||||||
13,000 | Travelers Companies, Inc. |
2,484,560 | ||||||
51,748 | UnitedHealth Group, Inc. |
25,832,084 | ||||||
11,320 | W.R. Berkley Corp. |
793,985 | ||||||
5,927 | Willis Towers Watson PLC ADR (Ireland) |
1,506,584 | ||||||
|
|
|||||||
119,903,250 | ||||||||
|
|
|||||||
Leather and Allied Product Manufacturing - 0.3% |
||||||||
69,707 | NIKE, Inc. Class B |
8,875,793 | ||||||
13,318 | Tapestry, Inc. |
606,901 | ||||||
|
|
|||||||
9,482,694 | ||||||||
|
|
|||||||
Machinery Manufacturing - 1.6% |
||||||||
47,636 | Applied Materials, Inc. |
5,310,938 | ||||||
55,365 | Baker Hughes Co. |
1,757,285 | ||||||
46,268 | Carrier Global Corp. |
2,106,582 | ||||||
28,794 | Caterpillar, Inc. |
7,264,438 | ||||||
7,848 | Cummins, Inc. |
1,958,390 | ||||||
15,151 | Deere & Co. |
6,406,449 | ||||||
60,446 | General Electric Co. |
4,864,694 | ||||||
4,129 | IDEX Corp. |
989,639 | ||||||
22,387 | Ingersoll Rand, Inc. |
1,253,672 | ||||||
7,528 | Lam Research Corp. |
3,764,753 | ||||||
1,192 | Mettler-Toledo International, Inc. (a) |
1,827,241 | ||||||
2,960 | Nordson Corp. |
720,168 | ||||||
7,051 | Parker Hannifin Corp. |
2,298,626 | ||||||
12,737 | Trane Technologies PLC ADR (Ireland) |
2,281,451 | ||||||
9,941 | Xylem, Inc. |
1,033,963 | ||||||
|
|
|||||||
43,838,289 | ||||||||
|
|
|||||||
Management of Companies and Enterprises - 0.4% |
||||||||
96,547 | Abbott Laboratories |
10,673,271 | ||||||
55,364 | Carnival Corp. ADR (Panama) (a) |
599,038 | ||||||
23,375 | Norwegian Cruise Line Holdings Ltd. ADR (a) |
355,534 | ||||||
|
|
|||||||
11,627,843 | ||||||||
|
|
|||||||
Merchant Wholesalers, Durable Goods - 0.5% |
||||||||
23,691 | Copart, Inc. (a) |
1,578,058 | ||||||
31,670 | Fastenal Co. |
1,600,918 | ||||||
7,488 | Henry Schein, Inc. (a) |
645,091 | ||||||
2,228 | Huntington Ingalls Industries, Inc. |
491,363 | ||||||
38,059 | Johnson Controls International PLC ADR (Ireland) ADR |
2,647,765 | ||||||
7,906 | KLA-Tencor Corp. |
3,102,947 | ||||||
13,991 | LKQ Corp. |
824,909 | ||||||
2,885 | Mohawk Industries, Inc. (a) |
346,373 | ||||||
2,199 | Pool Corp. |
847,956 | ||||||
2,441 | W.W. Grainger, Inc. |
1,438,921 | ||||||
14,004 | WestRock Co. |
549,517 | ||||||
|
|
|||||||
14,073,818 | ||||||||
|
|
|||||||
Merchant Wholesalers, Nondurable Goods - 0.6% |
||||||||
8,995 | AmerisourceBergen Corp. |
1,519,795 | ||||||
10,145 | Brown Forman Corp. Class B |
675,454 | ||||||
14,473 | Cardinal Health, Inc. |
1,118,039 | ||||||
26,531 | ConAgra Brands, Inc. |
986,688 | ||||||
15,495 | Illinois Tool Works, Inc. |
3,657,440 | ||||||
7,908 | McKesson Corp. |
2,994,601 | ||||||
28,071 | Sysco Corp. |
2,174,380 | ||||||
13,064 | The Sherwin Williams Co. |
3,090,812 | ||||||
|
|
|||||||
16,217,209 | ||||||||
|
|
|||||||
Mining (except Oil and Gas) - 0.3% |
||||||||
79,120 | Freeport-McMoRan Copper & Gold, Inc. |
3,530,334 | ||||||
3,421 | Martin Marietta Materials, Inc. |
1,230,328 | ||||||
43,877 | Newmont Mining Corp. |
2,322,410 | ||||||
7,393 | Vulcan Materials Co. |
1,355,359 | ||||||
|
|
|||||||
8,438,431 | ||||||||
|
|
|||||||
Miscellaneous Manufacturing - 2.6% |
||||||||
30,595 | 3M Co. |
3,520,873 | ||||||
4,037 | Align Technology, Inc. (a) |
1,088,900 | ||||||
27,944 | Baxter International, Inc. |
1,276,761 | ||||||
15,735 | Becton, Dickinson & Co. |
3,968,682 | ||||||
79,274 | Boston Scientific Corp. (a) |
3,666,422 | ||||||
11,895 | Dentsply Sirona, Inc. |
438,093 | ||||||
21,371 | DexCom, Inc. (a) |
2,288,620 | ||||||
7,826 | Dover Corp. |
1,188,222 | ||||||
34,214 | Edwards Lifesciences Corp. (a) |
2,624,214 | ||||||
12,770 | Estee Lauder Companies, Inc. Class A |
3,538,312 | ||||||
7,249 | Hasbro, Inc. |
428,923 | ||||||
19,573 | Intuitive Surgical, Inc. (a) |
4,808,890 | ||||||
144,669 | Johnson & Johnson |
23,641,808 | ||||||
73,560 | Medtronic PLC ADR (Ireland) |
6,156,236 | ||||||
8,088 | ResMed, Inc. |
1,847,057 | ||||||
5,580 | Steris PLC ADR (Ireland) |
1,152,326 | ||||||
18,604 | Stryker Corp. |
4,721,881 | ||||||
2,680 | Teleflex, Inc. |
652,366 | ||||||
11,563 | Textron, Inc. |
842,364 | ||||||
2,765 | The Cooper Companies, Inc. |
964,791 | ||||||
11,602 | Zimmer Biomet Holdings, Inc. |
1,477,399 | ||||||
|
|
|||||||
70,293,140 | ||||||||
|
|
|||||||
Miscellaneous Store Retailers - 0.0%() |
||||||||
6,188 | Tractor Supply Co. |
1,410,802 | ||||||
|
|
|||||||
Motion Picture and Sound Recording Industries - 0.4% |
||||||||
24,627 | Netflix, Inc. (a) |
8,714,510 | ||||||
8,703 | Take-Two Interactive Software, Inc. (a) |
985,441 | ||||||
|
|
|||||||
9,699,951 | ||||||||
|
|
|||||||
Motor Vehicle and Parts Dealers - 0.2% |
||||||||
3,351 | Advance Auto Parts, Inc. |
510,290 | ||||||
1,082 | AutoZone, Inc. (a) |
2,638,836 | ||||||
8,711 | CarMax, Inc. (a) |
613,690 | ||||||
3,446 | OReilly Automotive, Inc. (a) |
2,730,438 | ||||||
|
|
|||||||
6,493,254 | ||||||||
|
|
|||||||
National Security and International Affairs - 0.0%() |
||||||||
7,539 | Leidos Holdings, Inc. |
745,155 | ||||||
|
|
|||||||
Nonmetallic Mineral Product Manufacturing - 0.1% |
||||||||
42,079 | Corning, Inc. |
1,456,354 | ||||||
|
|
|||||||
Nonstore Retailers - 1.9% |
||||||||
491,317 | Amazon.com, Inc. (a) |
50,669,522 | ||||||
30,029 | eBay, Inc. |
1,486,435 | ||||||
6,934 | Etsy, Inc. (a) |
953,980 | ||||||
|
|
|||||||
53,109,937 | ||||||||
|
|
|||||||
Oil and Gas Extraction - 0.7% |
||||||||
17,803 | APA Corp. |
789,207 | ||||||
43,658 | Coterra Energy, Inc. |
1,092,760 | ||||||
36,202 | Devon Energy Corp. |
2,289,414 | ||||||
46,089 | Dominion Energy, Inc. |
2,933,104 | ||||||
32,554 | EOG Resources, Inc. |
4,305,266 | ||||||
20,280 | EQT Corp. |
662,548 | ||||||
35,138 | Marathon Oil Corp. |
965,241 | ||||||
40,248 | Occidental Petroleum Corp. |
2,607,668 | ||||||
26,156 | Phillips 66 |
2,622,662 | ||||||
|
|
|||||||
18,267,870 | ||||||||
|
|
|||||||
Other Information Services - 0.1% |
||||||||
22,505 | CoStar Group, Inc. (a) |
1,753,139 | ||||||
|
|
|||||||
Paper Manufacturing - 0.0%() |
||||||||
5,150 | Packaging Corp of America |
734,905 | ||||||
|
|
|||||||
Performing Arts, Spectator Sports, and Related Industries - 0.2% |
||||||||
39,476 | Activision Blizzard, Inc. |
3,022,677 | ||||||
14,478 | Electronic Arts, Inc. |
1,863,029 | ||||||
|
|
|||||||
4,885,706 | ||||||||
|
|
|||||||
Petroleum and Coal Products Manufacturing - 1.5% |
||||||||
68,944 | ConocoPhillips |
8,402,205 | ||||||
227,952 | Exxon Mobil Corp. |
26,444,711 | ||||||
25,955 | Marathon Petroleum Corp. |
3,335,737 | ||||||
21,326 | Valero Energy Corp. |
2,986,280 | ||||||
|
|
|||||||
41,168,933 | ||||||||
|
|
|||||||
Pipeline Transportation - 0.1% |
||||||||
67,377 | Williams Companies, Inc. |
2,172,234 | ||||||
|
|
|||||||
Plastics and Rubber Products Manufacturing - 0.0%() |
||||||||
4,500 | Avery Dennison Corp. |
852,480 | ||||||
20,818 | Newell Rubbermaid, Inc. |
332,255 | ||||||
|
|
|||||||
1,184,735 | ||||||||
|
|
|||||||
Primary Metal Manufacturing - 0.1% |
||||||||
20,322 | Howmet Aerospace, Inc. |
826,902 | ||||||
9,228 | Steel Dynamics, Inc. |
1,113,266 | ||||||
|
|
|||||||
1,940,168 | ||||||||
|
|
|||||||
Professional, Scientific, and Technical Services - 2.2% |
||||||||
34,896 | Accenture PLC Class A ADR (Ireland) |
9,737,729 | ||||||
7,483 | CDW Corp. |
1,466,893 | ||||||
2,820 | Charles River Laboratories International, Inc. (a) |
685,965 | ||||||
28,399 | Cognizant Technology Solutions Corp. Class A |
1,895,633 | ||||||
12,730 | DXC Technology Co. (a) |
365,733 | ||||||
21,980 | Eaton Corp PLC ADR (Ireland) |
3,565,376 | ||||||
3,258 | EPAM Systems, Inc. (a) |
1,083,774 | ||||||
7,427 | Extra Space Storage, Inc. |
1,172,203 | ||||||
3,343 | F5 Networks, Inc. (a) |
493,627 | ||||||
19,677 | International Paper Co. |
822,892 | ||||||
21,447 | Interpublic Group of Companies, Inc. |
781,958 | ||||||
10,283 | IQVIA Holdings, Inc. (a) |
2,359,023 | ||||||
4,047 | Jack Henry & Associates, Inc. |
728,824 | ||||||
7,024 | Jacobs Solutions, Inc. |
867,815 | ||||||
17,966 | Juniper Networks, Inc. |
580,302 | ||||||
15,487 | Match Group, Inc. (a) |
838,157 | ||||||
124,493 | Meta Platforms, Inc. (a) |
18,545,722 | ||||||
18,280 | Moderna, Inc. (a) |
3,218,377 | ||||||
11,303 | Omnicom Group, Inc. |
971,945 | ||||||
17,733 | Paychex, Inc. |
2,054,545 | ||||||
2,743 | Paycom Software, Inc. (a) |
888,567 | ||||||
11,141 | ServiceNow, Inc. (a) |
5,070,603 | ||||||
2,680 | Teledyne Technologies, Inc. (a) |
1,137,017 | ||||||
5,140 | VeriSign, Inc. (a) |
1,120,777 | ||||||
8,637 | Verisk Analytics, Inc. Class A |
1,570,120 | ||||||
|
|
|||||||
62,023,577 | ||||||||
|
|
Publishing Industries (except Internet) - 5.4% |
||||||||
25,745 | Adobe Systems, Inc. (a) |
9,534,403 | ||||||
8,684 | Akamai Technologies, Inc. (a) |
772,442 | ||||||
4,773 | ANSYS, Inc. (a) |
1,271,336 | ||||||
11,968 | Autodesk, Inc. (a) |
2,575,035 | ||||||
15,132 | Cadence Design Systems, Inc. (a) |
2,766,584 | ||||||
8,527 | Ceridian HCM Holding, Inc. (a) |
616,332 | ||||||
71,213 | Hewlett Packard Enterprise Co. |
1,148,666 | ||||||
15,577 | Intuit, Inc. |
6,583,931 | ||||||
412,627 | Microsoft Corp. |
102,253,097 | ||||||
21,177 | News Corp. Class A |
429,046 | ||||||
6,477 | News Corp. Class B |
132,390 | ||||||
32,086 | NortonLifeLock, Inc. |
738,299 | ||||||
85,055 | Oracle Corp. |
7,523,965 | ||||||
5,821 | PTC, Inc. (a) |
785,136 | ||||||
55,316 | Salesforce.com, Inc. (a) |
9,291,428 | ||||||
8,505 | Synopsys, Inc. (a) |
3,008,644 | ||||||
2,286 | Tyler Technologies, Inc. (a) |
737,852 | ||||||
|
|
|||||||
150,168,586 | ||||||||
|
|
|||||||
Rail Transportation - 0.4% |
||||||||
116,345 | CSX Corp. |
3,597,387 | ||||||
34,013 | Union Pacific Corp. |
6,945,115 | ||||||
|
|
|||||||
10,542,502 | ||||||||
|
|
|||||||
Real Estate - 1.6% |
||||||||
8,199 | Alexandria Real Estate Equities, Inc. |
1,317,907 | ||||||
25,770 | American Tower Corp. |
5,756,760 | ||||||
7,689 | AvalonBay Communities, Inc. |
1,364,336 | ||||||
7,937 | Boston Properties, Inc. |
591,624 | ||||||
5,854 | Camden Property Trust |
721,271 | ||||||
17,459 | CBRE Group, Inc. Class A (a) |
1,492,919 | ||||||
23,996 | Crown Castle International Corp. |
3,554,048 | ||||||
15,950 | Digital Realty Trust, Inc. |
1,828,189 | ||||||
18,836 | Equity Residential |
1,198,911 | ||||||
3,551 | Essex Property Trust, Inc. |
802,775 | ||||||
4,052 | Federal Realty Investment Trust |
451,920 | ||||||
29,774 | Healthpeak Properties, Inc. |
818,190 | ||||||
32,165 | Invitation Homes, Inc. |
1,045,362 | ||||||
34,222 | Kimco Realty Corp. |
768,626 | ||||||
6,370 | Mid-America Apartment Communities, Inc. |
1,062,006 | ||||||
51,117 | Prologis, Inc. |
6,608,406 | ||||||
8,715 | Public Storage |
2,652,323 | ||||||
34,683 | Realty Income Corp. |
2,352,548 | ||||||
8,556 | Regency Centers Corp. |
570,086 | ||||||
18,047 | Simon Property Group, Inc. |
2,318,318 | ||||||
16,898 | UDR, Inc. |
719,686 | ||||||
22,065 | Ventas, Inc. |
1,143,188 | ||||||
53,356 | VICI Properties, Inc. |
1,823,708 | ||||||
26,104 | Welltower, Inc. |
1,958,844 | ||||||
40,767 | Weyerhaeuser Co. |
1,403,608 | ||||||
|
|
|||||||
44,325,559 | ||||||||
|
|
|||||||
Rental and Leasing Services - 0.1% |
||||||||
3,886 | United Rentals, Inc. (a) |
1,713,532 | ||||||
|
|
|||||||
Securities, Commodity Contracts, and Other Financial Investments and Related Activities - 1.9% |
||||||||
5,852 | Ameriprise Financial, Inc. |
2,048,902 | ||||||
8,271 | BlackRock, Inc. |
6,279,426 | ||||||
5,843 | CBOE Holdings, Inc. |
717,988 | ||||||
84,421 | Charles Schwab Corp. |
6,535,874 | ||||||
19,941 | CME Group, Inc. |
3,522,777 | ||||||
38,979 | Dow, Inc. |
2,313,404 | ||||||
15,681 | Franklin Resources, Inc. |
489,247 | ||||||
18,778 | Goldman Sachs Group, Inc. |
6,869,180 | ||||||
30,925 | IntercontinentalExchange, Inc. |
3,325,984 | ||||||
25,176 | Invesco Ltd. ADR (a) |
466,008 | ||||||
2,153 | MarketAxess Holdings, Inc. |
783,369 | ||||||
72,976 | Morgan Stanley |
7,102,754 | ||||||
4,464 | MSCI, Inc. Class A |
2,372,884 | ||||||
18,790 | NASDAQ OMX Group, Inc. |
1,130,970 | ||||||
10,727 | Raymond James Financial, Inc. |
1,209,684 | ||||||
18,444 | S&P Global, Inc. |
6,915,393 | ||||||
|
|
|||||||
52,083,844 | ||||||||
|
|
|||||||
Specialty Trade Contractors - 0.0%() |
||||||||
7,947 | Quanta Services, Inc. |
1,209,454 | ||||||
|
|
|||||||
Support Activities for Agriculture and Forestry - 0.1% |
||||||||
39,587 | Corteva, Inc. |
2,551,382 | ||||||
|
|
|||||||
Support Activities for Mining - 0.5% |
||||||||
9,739 | Diamondback Energy, Inc. |
1,423,063 | ||||||
50,194 | Halliburton Co. |
2,068,997 | ||||||
15,391 | Hess Corp. |
2,311,112 | ||||||
13,198 | Pioneer Natural Resources Co. |
3,040,159 | ||||||
78,484 | Schlumberger Ltd. ADR (Curaco) (a) |
4,472,018 | ||||||
12,584 | Targa Resources Corp. |
944,052 | ||||||
|
|
|||||||
14,259,401 | ||||||||
|
|
|||||||
Support Activities for Transportation - 0.2% |
||||||||
6,471 | C.H. Robinson Worldwide, Inc. |
648,200 | ||||||
8,300 | Expedia, Inc. (a) |
948,690 | ||||||
8,759 | Expeditors International of Washington, Inc. |
947,286 | ||||||
4,603 | J.B. Hunt Transport Services, Inc. |
870,197 | ||||||
12,779 | Norfolk Southern Corp. |
3,141,206 | ||||||
|
|
|||||||
6,555,579 | ||||||||
|
|
|||||||
Telecommunications - 1.2% |
||||||||
394,427 | AT&T, Inc. |
8,034,478 | ||||||
5,150 | Equinix, Inc. |
3,801,370 | ||||||
52,746 | Lumen Technologies, Inc. |
276,917 | ||||||
63,121 | PayPal Holdings, Inc. (a) |
5,143,730 | ||||||
5,916 | SBA Communications Corp. |
1,760,187 | ||||||
33,054 | T-Mobile US, Inc. (a) |
4,935,293 | ||||||
232,437 | Verizon Communications, Inc. |
9,662,406 | ||||||
|
|
|||||||
33,614,381 | ||||||||
|
|
|||||||
Transportation Equipment Manufacturing - 2.3% |
||||||||
14,986 | Aptiv PLC ADR (United Kingdom) (a) |
1,694,767 | ||||||
31,021 | Boeing Co. (a) |
6,607,473 | ||||||
12,985 | BorgWarner, Inc. |
613,931 | ||||||
218,581 | Ford Motor Co. |
2,953,029 | ||||||
12,468 | General Dynamics Corp. |
2,905,792 | ||||||
78,661 | General Motors Co. |
3,092,950 | ||||||
37,250 | Honeywell International, Inc. |
7,765,880 | ||||||
12,857 | Lockheed Martin Corp. |
5,956,134 | ||||||
19,190 | Paccar, Inc. |
2,097,659 | ||||||
148,542 | Tesla Motors, Inc. (a) |
25,730,445 | ||||||
2,848 | TransDigm Group, Inc. |
2,044,152 | ||||||
10,113 | Wabtec Corp. |
1,049,831 | ||||||
|
|
|||||||
62,512,043 | ||||||||
|
|
|||||||
Truck Transportation - 0.1% |
||||||||
5,053 | Old Dominion Freight Line, Inc. |
1,683,862 | ||||||
|
|
|||||||
Utilities - 2.1% |
||||||||
36,913 | AES Corp. |
1,011,785 | ||||||
13,879 | Alliant Energy Corp. |
749,882 | ||||||
14,344 | Ameren Corp. |
1,246,063 | ||||||
28,398 | American Electric Power Co., Inc. |
2,668,276 | ||||||
10,111 | American Water Works Co., Inc. |
1,582,270 | ||||||
7,689 | Atmos Energy Corp. |
903,765 | ||||||
34,862 | CenterPoint Energy, Inc. |
1,050,044 | ||||||
16,077 | CMS Energy Corp. |
1,015,906 | ||||||
19,631 | Consolidated Edison, Inc. |
1,871,031 | ||||||
18,050 | Constellation Energy Corp. |
1,540,748 | ||||||
10,733 | DTE Energy Co. |
1,248,999 | ||||||
42,598 | Duke Energy Corp. |
4,364,165 | ||||||
21,161 | Edison International |
1,457,993 | ||||||
11,282 | Entergy Corp. |
1,221,615 | ||||||
12,712 | Evergy, Inc. |
796,407 | ||||||
19,323 | Eversource Energy |
1,590,863 | ||||||
55,070 | Exelon Corp. |
2,323,403 | ||||||
5,549 | First Solar, Inc. (a) |
985,502 | ||||||
30,052 | FirstEnergy Corp. |
1,230,629 | ||||||
109,455 | Kinder Morgan, Inc. |
2,003,027 | ||||||
109,985 | NextEra Energy, Inc. |
8,208,181 | ||||||
22,462 | NiSource, Inc. |
623,321 | ||||||
12,741 | NRG Energy, Inc. |
435,997 | ||||||
24,700 | Oneok, Inc. |
1,691,456 | ||||||
89,117 | PG&E Corp. (a) |
1,416,960 | ||||||
6,286 | Pinnacle West Capital Corp. |
468,621 | ||||||
40,779 | PPL Corp. |
1,207,058 | ||||||
27,606 | Public Service Enterprise Group, Inc. |
1,709,640 | ||||||
17,406 | Sempra Energy |
2,790,704 | ||||||
60,269 | Southern Co. |
4,079,006 | ||||||
17,443 | WEC Energy Group, Inc. |
1,639,468 | ||||||
30,321 | Xcel Energy, Inc. |
2,085,175 | ||||||
|
|
|||||||
57,217,960 | ||||||||
|
|
|||||||
Waste Management and Remediation Services - 0.0%() |
||||||||
11,388 | Republic Services, Inc. |
1,421,450 | ||||||
|
|
|||||||
Water Transportation - 0.0%() |
||||||||
12,148 | Royal Caribbean Cruises Ltd. ADR (Liberia) (a) |
788,891 | ||||||
|
|
|||||||
Wholesale Electronic Markets and Agents and Brokers - 0.0%() |
||||||||
7,848 | Genuine Parts Co. |
1,317,051 | ||||||
|
|
|||||||
Wood Product Manufacturing - 0.0%() |
||||||||
12,482 | Masco Corp. |
664,042 | ||||||
|
|
|||||||
TOTAL COMMON STOCKS (Cost $1,703,451,859) |
$ | 1,888,052,055 | ||||||
|
|
|||||||
SHORT TERM INVESTMENTS - 28.0% |
||||||||
Money Market Funds - 28.0% |
||||||||
593,487,205 | Dreyfus Government Cash Management Institutional Shares, 4.23% (b) |
$ | 593,487,205 | |||||
76,636,870 | Dreyfus Treasury Securities Cash Management Institutional Shares, 4.23% (b) |
76,636,870 | ||||||
44,180 | Goldman Sachs Financial Square Government Fund Institutional Shares, 4.22% (b) |
44,180 | ||||||
100,068,021 | Goldman Sachs Financial Square Treasury Instruments Fund Institutional Shares, 4.22% (b) |
100,068,021 | ||||||
|
|
|||||||
TOTAL SHORT TERM INVESTMENTS (Cost $770,236,276) |
$ | 770,236,276 | ||||||
|
|
|||||||
TOTAL INVESTMENTS (Cost $2,473,688,135) - 96.5% (c) |
$ | 2,658,288,331 | ||||||
Other Assets in Excess of Liabilities - 3.5% |
96,190,648 | |||||||
|
|
|||||||
TOTAL NET ASSETS - 100.0% |
$ | 2,754,478,979 | ||||||
|
|
Percentages are stated as a percent of net assets.
() Less than 0.005%.
The geographic location of all investments is United States unless otherwise indicated.
(a) | Non-income producing security. |
(b) | Represents annualized seven-day yield at January 31, 2023. |
(c) | All or a portion of these securities have been segregated as collateral for swap contracts. Total value of securities segregated amounted to $2,168,714,303. |
ADR - American Depository Receipt
Long Total Return Swap Contracts (Unaudited)
January 31, 2023
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 |
4.9500 % representing 1 month SOFR rate + spread | BNP Paribas | 12/5/2023 | 237,673 | $ | 927,065,711 | $ | 38,850,629 | ||||||||||||
Total return of S&P 500® Index |
4.8000 % representing 1 month SOFR rate + spread | Goldman Sachs | 12/7/2023 | 202,910 | 795,471,225 | 28,488,369 | ||||||||||||||
Total return of S&P 500® Index |
4.7500 % representing 1 month SOFR rate + spread | Bank of America Merrill Lynch | 12/8/2023 | 199,009 | 790,536,354 | 18,747,574 | ||||||||||||||
Total return of S&P 500® Index |
4.6500 % representing 1 month SOFR rate + spread | J.P. Morgan | 12/12/2023 | 258,416 | 1,015,932,069 | 34,706,466 | ||||||||||||||
Total return of S&P 500® Index |
4.5100 % representing 1 month SOFR rate + spread | UBS Securities LLC | 12/13/2023 | 198,861 | 777,077,591 | 31,030,308 | ||||||||||||||
Total return of S&P 500® Index |
4.5500 % representing 1 month SOFR rate + spread | Citibank N.A. | 12/19/2023 | 256,600 | 1,023,459,900 | 19,088,706 | ||||||||||||||
Total return of S&P 500® Index |
4.7700 % representing 1 month SOFR rate + spread | Barclays | 12/20/2023 | 210,459 | 832,579,442 | 22,395,892 | ||||||||||||||
|
|
|
|
|||||||||||||||||
$ | 6,162,122,292 | $ | 193,307,944 | |||||||||||||||||
|
|
|
|
Direxion Daily S&P 500® Bear 3X Shares
Schedule of Investments (Unaudited)
January 31, 2023
Shares |
Fair Value | |||||||
SHORT TERM INVESTMENTS - 110.0% |
||||||||
Money Market Funds - 110.0% |
||||||||
589,014,311 | Dreyfus Government Cash Management Institutional Shares, 4.23% (a) |
$ | 589,014,311 | |||||
141,900,372 | Dreyfus Treasury Securities Cash Management Institutional Shares, 4.23% (a) |
141,900,372 | ||||||
148,224,053 | Goldman Sachs Financial Square Government Fund Institutional Shares, 4.22% (a) |
148,224,053 | ||||||
314,921,156 | Goldman Sachs Financial Square Treasury Instruments Fund Institutional Shares, 4.22% (a) |
314,921,156 | ||||||
|
|
|||||||
TOTAL SHORT TERM INVESTMENTS (Cost $1,194,059,892) (b) |
$ | 1,194,059,892 | ||||||
|
|
|||||||
TOTAL INVESTMENTS (Cost $1,194,059,892) - 110.0% |
$ | 1,194,059,892 | ||||||
Liabilities in Excess of Other Assets - (10.0)% |
(109,008,267 | ) | ||||||
|
|
|||||||
TOTAL NET ASSETS - 100.0% |
$ | 1,085,051,625 | ||||||
|
|
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 January 31, 2023. |
(b) | All or a portion of these securities have been segregated as collateral for swap contracts. Total value of securities segregated amounted to $767,249,631. |
Short Total Return Swap Contracts (Unaudited)
January 31, 2023
Terms of Payments to be Received at Termination |
Terms of Payments to be Paid |
Counterparty |
Termination Date |
Contracts | Notional Amount |
Unrealized Depreciation |
||||||||||||||
4.3400 % representing 1 month SOFR rate + spread |
Total return of S&P 500® Index | BNP Paribas | 12/5/2023 | 163,199 | $ | 643,474,527 | $ | (20,699,735 | ) | |||||||||||
4.6000 % representing 1 month SOFR rate + spread |
Total return of S&P 500® Index | Goldman Sachs | 12/7/2023 | 170,703 | 677,444,221 | (16,397,664 | ) | |||||||||||||
4.5500 % representing 1 month SOFR rate + spread |
Total return of S&P 500® Index | Bank of America Merrill Lynch | 12/8/2023 | 176,138 | 703,309,726 | (12,707,296 | ) | |||||||||||||
4.4000 % representing 1 month SOFR rate + spread |
Total return of S&P 500® Index | J.P. Morgan | 12/12/2023 | 104,764 | 415,167,986 | (10,839,014 | ) | |||||||||||||
4.2500 % representing 1 month SOFR rate + spread |
Total return of S&P 500® Index | UBS Securities LLC | 12/13/2023 | 32,815 | 131,106,426 | (2,151,182 | ) | |||||||||||||
4.3500 % representing 1 month SOFR rate + spread |
Total return of S&P 500® Index | Citibank N.A. | 12/19/2023 | 11,220 | 44,774,083 | (15,847 | ) | |||||||||||||
4.6300 % representing 1 month SOFR rate + spread |
Total return of S&P 500® Index | Barclays | 12/20/2023 | 139,682 | 555,416,112 | (11,671,990 | ) | |||||||||||||
|
|
|
|
|||||||||||||||||
$ | 3,170,693,081 | $ | (74,482,728 | ) | ||||||||||||||||
|
|
|
|
Direxion Daily Small Cap Bull 3X Shares
Schedule of Investments (Unaudited)
January 31, 2023
Shares |
Fair Value | |||||||
INVESTMENT COMPANIES - 64.7% |
||||||||
4,033,321 | iShares Russell 2000 ETF (a)(b) |
$ | 772,300,305 | |||||
|
|
|||||||
TOTAL INVESTMENT COMPANIES (Cost $722,512,127) |
$ | 772,300,305 | ||||||
|
|
|||||||
SHORT TERM INVESTMENTS - 37.0% |
||||||||
Money Market Funds - 37.0% |
||||||||
352,347,942 | Dreyfus Government Cash Management Institutional Shares, 4.23% (c)(d) |
$ | 352,347,942 | |||||
89,890,929 | Goldman Sachs Financial Square Treasury Instruments Fund Institutional Shares, 4.22% (c) |
89,890,929 | ||||||
|
|
|||||||
TOTAL SHORT TERM INVESTMENTS (Cost $442,238,871) |
$ | 442,238,871 | ||||||
|
|
|||||||
TOTAL INVESTMENTS (Cost $1,164,750,998) - 101.7% (e) |
$ | 1,214,539,176 | ||||||
Liabilities in Excess of Other Assets - (1.7)% |
(20,186,530 | ) | ||||||
|
|
|||||||
TOTAL NET ASSETS - 100.0% |
$ | 1,194,352,646 | ||||||
|
|
Percentages are stated as a percent of net assets.
The geographic location of all investments is United States unless otherwise indicated.
(a) | Shareholders may obtain the financial statements of these investment companies at www.sec.gov. |
(b) | A portion of this security represents a security on loan. |
(c) | Represents annualized seven-day yield at January 31, 2023. |
(d) | All or a portion of this security represents an investment of securities lending collateral. |
(e) | All or a portion of these securities have been segregated as collateral for swap contracts. Total value of securities segregated amounted to $821,694,081. |
Long Total Return Swap Contracts (Unaudited)
January 31, 2023
Terms of Payments to be Received at Termination |
Terms of Payments to be Paid at Termination |
Counterparty |
Termination Date |
Contracts | Notional Amount |
Unrealized Appreciation |
||||||||||||
Total return of Russell 2000® Index |
4.6400 % representing 1 month SOFR rate + spread | BNP Paribas | 12/5/2023 | 286,703 | $ | 512,004,846 | $ | 39,811,719 | ||||||||||
Total return of Russell 2000® Index |
4.0500 % representing 1 month SOFR rate + spread | Bank of America Merrill Lynch | 12/8/2023 | 209,570 | 380,269,698 | 23,285,563 | ||||||||||||
Total return of Russell 2000® Index |
4.6000 % representing 1 month SOFR rate + spread | J.P. Morgan | 12/12/2023 | 161,460 | 298,110,476 | 12,706,276 | ||||||||||||
Total return of Russell 2000® Index |
4.8600 % representing 1 month SOFR rate + spread | UBS Securities LLC | 12/13/2023 | 222,139 | 403,133,372 | 24,322,051 | ||||||||||||
Total return of Russell 2000® Index |
4.4900 % representing 1 month SOFR rate + spread | Citibank N.A. | 12/19/2023 | 337,880 | 612,128,209 | 38,367,195 | ||||||||||||
Total return of Russell 2000® Index |
4.6500 % representing 1 month SOFR rate + spread | Barclays | 12/20/2023 | 237,157 | 432,887,156 | 23,470,725 | ||||||||||||
|
|
|
|
|||||||||||||||
$ | 2,638,533,757 | $ | 161,963,529 | |||||||||||||||
|
|
|
|
Direxion Daily Small Cap Bear 3X Shares
Schedule of Investments (Unaudited)
January 31, 2023
Shares |
Fair Value | |||||||
SHORT TERM INVESTMENTS - 113.0% |
||||||||
Money Market Funds - 113.0% |
||||||||
369,555,596 | Dreyfus Government Cash Management Institutional Shares, 4.23% (a) |
$ | 369,555,596 | |||||
42,380,000 | Goldman Sachs Financial Square Government Fund Institutional Shares, 4.22% (a) |
42,380,000 | ||||||
193,385,737 | Goldman Sachs Financial Square Treasury Instruments Fund Institutional Shares, 4.22% (a) |
193,385,737 | ||||||
|
|
|||||||
TOTAL SHORT TERM INVESTMENTS (Cost $605,321,333) (b) |
$ | 605,321,333 | ||||||
|
|
|||||||
TOTAL INVESTMENTS (Cost $605,321,333) - 113.0% |
$ | 605,321,333 | ||||||
Liabilities in Excess of Other Assets - (13.0)% |
(69,760,702 | ) | ||||||
|
|
|||||||
TOTAL NET ASSETS - 100.0% |
$ | 535,560,631 | ||||||
|
|
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 January 31, 2023. |
(b) | All or a portion of these securities have been segregated as collateral for swap contracts. Total value of securities segregated amounted to $385,147,878. |
Short Total Return Swap Contracts (Unaudited)
January 31, 2023
Terms of Payments to be Received at Termination |
Terms of Payments to be Paid at Termination |
Counterparty |
Termination Date |
Contracts | Notional Amount |
Unrealized Depreciation |
||||||||||||||
4.4400% representing 1 month SOFR rate + spread |
Total return of Russell 2000® Index | BNP Paribas | 12/5/2023 | 230,631 | $ | 420,480,542 | $ | (23,712,449 | ) | |||||||||||
3.8500% representing 1 month SOFR rate + spread |
Total return of Russell 2000® Index | Bank of America Merrill Lynch | 12/8/2023 | 93,845 | 173,408,687 | (7,512,313 | ) | |||||||||||||
4.3000% representing 1 month SOFR rate + spread |
Total return of Russell 2000® Index | J.P. Morgan | 12/12/2023 | 57,761 | 107,369,023 | (3,853,754 | ) | |||||||||||||
4.5700% representing 1 month SOFR rate + spread |
Total return of Russell 2000® Index | UBS Securities LLC | 12/13/2023 | 118,985 | 216,606,719 | (12,256,542 | ) | |||||||||||||
4.2500% representing 1 month SOFR rate + spread |
Total return of Russell 2000® Index | Citibank N.A. | 12/19/2023 | 239,216 | 439,668,613 | (20,810,802 | ) | |||||||||||||
4.2500% representing 1 month SOFR rate + spread |
Total return of Russell 2000® Index | Barclays | 12/20/2023 | 91,228 | 166,416,632 | (9,345,734 | ) | |||||||||||||
|
|
|
|
|||||||||||||||||
$ | 1,523,950,216 | $ | (77,491,594 | ) | ||||||||||||||||
|
|
|
|
Direxion Daily FTSE China Bull 3X Shares
Schedule of Investments (Unaudited)
January 31, 2023
Shares |
Fair Value | |||||||
INVESTMENT COMPANIES - 60.6% |
||||||||
13,430,879 | iShares China Large-Cap ETF (a) |
$ | 427,101,952 | |||||
|
|
|||||||
TOTAL INVESTMENT COMPANIES (Cost $393,347,666) |
$ | 427,101,952 | ||||||
|
|
|||||||
SHORT TERM INVESTMENTS - 44.8% |
||||||||
Money Market Funds - 44.8% |
||||||||
259,460,216 | Dreyfus Government Cash Management Institutional Shares, 4.23% (b) |
$ | 259,460,216 | |||||
26,440,000 | Goldman Sachs Financial Square Government Fund Institutional Shares, 4.22% (b) |
26,440,000 | ||||||
29,964,710 | Goldman Sachs Financial Square Treasury Instruments Fund Institutional Shares, 4.22% (b) |
29,964,710 | ||||||
|
|
|||||||
TOTAL SHORT TERM INVESTMENTS (Cost $315,864,926) |
$ | 315,864,926 | ||||||
|
|
|||||||
TOTAL INVESTMENTS (Cost $709,212,592) - 105.4% (c) |
$ | 742,966,878 | ||||||
Liabilities in Excess of Other Assets - (5.4)% |
(37,850,653 | ) | ||||||
|
|
|||||||
TOTAL NET ASSETS - 100.0% |
$ | 705,116,225 | ||||||
|
|
Percentages are stated as a percent of net assets.
The geographic location of all investments is United States unless otherwise indicated.
(a) | Shareholders may obtain the financial statements of these investment companies at www.sec.gov. |
(b) | Represents annualized seven-day yield at January 31, 2023. |
(c) | All or a portion of these securities have been segregated as collateral for swap contracts. Total value of securities segregated amounted to $495,788,165. |
Long Total Return Swap Contracts (Unaudited)
January 31, 2023
Terms of Payments to be Received at Termination |
Terms of Payments to be Paid at Termination |
Counterparty |
Termination Date |
Contracts | Notional Amount |
Unrealized Appreciation (Depreciation) |
||||||||||||||
Total return of iShares China Large-Cap ETF |
4.6900 % representing 1 month SOFR rate + spread | BNP Paribas | 12/5/2023 | 14,022,007 | $ | 455,575,007 | $ | (10,242,844 | ) | |||||||||||
Total return of iShares China Large-Cap ETF |
4.8000 % representing 1 month SOFR rate + spread | Bank of America Merrill Lynch | 12/8/2023 | 10,625,900 | 303,650,706 | 32,446,287 | ||||||||||||||
Total return of iShares China Large-Cap ETF |
4.8500 % representing 1 month SOFR rate + spread | UBS Securities LLC | 12/13/2023 | 13,984,276 | 406,266,704 | 36,061,930 | ||||||||||||||
Total return of iShares China Large-Cap ETF |
5.0500 % representing 1 month SOFR rate + spread | Barclays | 12/20/2023 | 14,458,146 | 430,227,110 | 32,509,995 | ||||||||||||||
|
|
|
|
|||||||||||||||||
$ | 1,595,719,527 | $ | 90,775,368 | |||||||||||||||||
|
|
|
|
Direxion Daily FTSE China Bear 3X Shares
Schedule of Investments (Unaudited)
January 31, 2023
Shares |
Fair Value | |||||||
SHORT TERM INVESTMENTS - 108.8% |
||||||||
Money Market Funds - 108.8% |
||||||||
173,737,847 | Dreyfus Government Cash Management Institutional Shares, 4.23% (a) |
$ | 173,737,847 | |||||
22,735,619 | Goldman Sachs Financial Square Treasury Instruments Fund Institutional Shares, 4.22% (a) |
22,735,619 | ||||||
|
|
|||||||
TOTAL SHORT TERM INVESTMENTS (Cost $196,473,466) (b) |
$ | 196,473,466 | ||||||
|
|
|||||||
TOTAL INVESTMENTS (Cost $196,473,466) - 108.8% |
$ | 196,473,466 | ||||||
Liabilities in Excess of Other Assets - (8.8)% |
(15,938,800 | ) | ||||||
|
|
|||||||
TOTAL NET ASSETS - 100.0% |
$ | 180,534,666 | ||||||
|
|
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 January 31, 2023. |
(b) | All or a portion of these securities have been segregated as collateral for swap contracts. Total value of securities segregated amounted to $132,259,751. |
Short Total Return Swap Contracts (Unaudited)
January 31, 2023
Terms of Payments to be Received at Termination |
Terms of Payments to be Paid at Termination |
Counterparty |
Termination Date |
Contracts | Notional Amount |
Unrealized Appreciation (Depreciation) |
||||||||||||
4.3000% representing 1 month SOFR rate + spread |
Total return of iShares China Large-Cap ETF | BNP Paribas | 12/5/2023 | 9,527,278 | $ | 292,739,922 | $ | (9,557,937 | ) | |||||||||
4.6000% representing 1 month SOFR rate + spread |
Total return of iShares China Large-Cap ETF | Bank of America Merrill Lynch | 12/8/2023 | 3,484,101 | 111,847,946 | 1,264,927 | ||||||||||||
4.4300% representing 1 month SOFR rate + spread |
Total return of iShares China Large-Cap ETF | UBS Securities LLC | 12/13/2023 | 4,020,010 | 128,302,650 | 701,718 | ||||||||||||
|
|
|
|
|||||||||||||||
$ | 532,890,518 | $ | (7,591,292 | ) | ||||||||||||||
|
|
|
|
Direxion Daily FTSE Europe Bull 3X Shares
Schedule of Investments (Unaudited)
January 31, 2023
Shares |
Fair Value | |||||||
INVESTMENT COMPANIES - 39.1% |
||||||||
204,968 | Vanguard FTSE Europe ETF (a)(b) |
$ | 12,449,756 | |||||
|
|
|||||||
TOTAL INVESTMENT COMPANIES (Cost $11,916,817) |
$ | 12,449,756 | ||||||
|
|
|||||||
SHORT TERM INVESTMENTS - 65.9% |
||||||||
Money Market Funds - 65.9% |
||||||||
14,752,836 | Dreyfus Government Cash Management Institutional Shares, 4.23% (c)(d) |
$ | 14,752,836 | |||||
2,274,585 | Dreyfus Treasury Securities Cash Management Institutional Shares, 4.23% (c) |
2,274,585 | ||||||
3,962,547 | Goldman Sachs Financial Square Treasury Instruments Fund Institutional Shares, 4.22% (c) |
3,962,547 | ||||||
|
|
|||||||
TOTAL SHORT TERM INVESTMENTS (Cost $20,989,968) |
$ | 20,989,968 | ||||||
|
|
|||||||
TOTAL INVESTMENTS (Cost $32,906,785) - 105.0% (e) |
$ | 33,439,724 | ||||||
Liabilities in Excess of Other Assets - (5.0)% |
(1,576,182 | ) | ||||||
|
|
|||||||
TOTAL NET ASSETS - 100.0% |
$ | 31,863,542 | ||||||
|
|
Percentages are stated as a percent of net assets.
The geographic location of all investments is United States unless otherwise indicated.
(a) | Shareholders may obtain the financial statements of these investment companies at www.sec.gov. |
(b) | A portion of this security represents a security on loan. |
(c) | Represents annualized seven-day yield at January 31, 2023. |
(d) | All or a portion of this security represents an investment of securities lending collateral. |
(e) | All or a portion of these securities have been segregated as collateral for swap contracts. Total value of securities segregated amounted to $19,622,326. |
Long Total Return Swap Contracts (Unaudited)
January 31, 2023
Terms of Payments to be Received at Termination |
Terms of Payments to be Paid at Termination |
Counterparty |
Termination Date |
Contracts | Notional Amount |
Unrealized Appreciation |
||||||||||||
Total return of Vanguard FTSE Europe ETF |
4.5900 % representing 1 month SOFR rate + spread | BNP Paribas | 12/5/2023 | 240,935 | $ | 13,552,594 | $ | 1,096,964 | ||||||||||
Total return of Vanguard FTSE Europe ETF |
4.3000 % representing 1 month SOFR rate + spread | Goldman Sachs | 12/7/2023 | 216,325 | 12,263,464 | 888,769 | ||||||||||||
Total return of Vanguard FTSE Europe ETF |
4.7500 % representing 1 month SOFR rate + spread | J.P. Morgan | 12/12/2023 | 423,679 | 24,765,264 | 901,052 | ||||||||||||
Total return of Vanguard FTSE Europe ETF |
5.0400 % representing 1 month SOFR rate + spread | UBS Securities LLC | 12/13/2023 | 198,464 | 11,475,188 | 581,963 | ||||||||||||
Total return of Vanguard FTSE Europe ETF |
4.8000 % representing 1 month SOFR rate + spread | Citibank N.A. | 12/19/2023 | 289,409 | 16,476,055 | 1,109,273 | ||||||||||||
|
|
|
|
|||||||||||||||
$ | 78,532,565 | $ | 4,578,021 | |||||||||||||||
|
|
|
|
Direxion Daily MSCI Emerging Markets Bull 3X Shares
Schedule of Investments (Unaudited)
January 31, 2023
Shares |
Fair Value | |||||||
INVESTMENT COMPANIES - 3.3% |
||||||||
90,729 | iShares MSCI Emerging Markets ETF (a) |
$ | 3,752,551 | |||||
|
|
|||||||
TOTAL INVESTMENT COMPANIES (Cost $3,786,261) |
$ | 3,752,551 | ||||||
|
|
|||||||
SHORT TERM INVESTMENTS - 97.8% |
||||||||
Money Market Funds - 97.8% |
||||||||
62,478,796 | Dreyfus Government Cash Management Institutional Shares, 4.23% (b) |
$ | 62,478,796 | |||||
47,574,659 | Goldman Sachs Financial Square Treasury Instruments Fund Institutional Shares, 4.22% (b) |
47,574,659 | ||||||
6 | Morgan Stanley Institutional Liquidity Funds Treasury Portfolio Institutional Class, 4.12% (b) |
6 | ||||||
|
|
|||||||
TOTAL SHORT TERM INVESTMENTS (Cost $110,053,461) |
$ | 110,053,461 | ||||||
|
|
|||||||
TOTAL INVESTMENTS (Cost $113,839,722) - 101.1% (c) |
$ | 113,806,012 | ||||||
Liabilities in Excess of Other Assets - (1.1)% |
(1,286,643 | ) | ||||||
|
|
|||||||
TOTAL NET ASSETS - 100.0% |
$ | 112,519,369 | ||||||
|
|
Percentages are stated as a percent of net assets.
The geographic location of all investments is United States unless otherwise indicated.
(a) | Shareholders may obtain the financial statements of these investment companies at www.sec.gov. |
(b) | Represents annualized seven-day yield at January 31, 2023. |
(c) | All or a portion of these securities have been segregated as collateral for swap contracts. Total value of securities segregated amounted to $63,370,867. |
Long Total Return Swap Contracts (Unaudited)
January 31, 2023
Terms of Payments to be Received at Termination |
Terms of Payments to be Paid at Termination |
Counterparty |
Termination Date |
Contracts | Notional Amount |
Unrealized Appreciation |
||||||||||||
Total return of iShares MSCI Emerging Markets ETF |
4.6500 % representing 1 month SOFR rate + spread | J.P. Morgan | 12/12/2023 | 3,348,722 | $ | 130,912,843 | $ | 8,607,014 | ||||||||||
Total return of iShares MSCI Emerging Markets ETF |
4.9800 % representing 1 month SOFR rate + spread | UBS Securities LLC | 12/13/2023 | 2,208,523 | 85,125,327 | 5,709,523 | ||||||||||||
Total return of iShares MSCI Emerging Markets ETF |
4.6300 % representing 1 month SOFR rate + spread | Citibank N.A. | 12/19/2023 | 2,513,555 | 102,510,148 | 1,465,437 | ||||||||||||
|
|
|
|
|||||||||||||||
$ | 318,548,318 | $ | 15,781,974 | |||||||||||||||
|
|
|
|
Direxion Daily MSCI Emerging Markets Bear 3X Shares
Schedule of Investments (Unaudited)
January 31, 2023
Shares |
Fair Value | |||||||
SHORT TERM INVESTMENTS - 113.3% |
||||||||
Money Market Funds - 113.3% |
||||||||
13,576,619 | Dreyfus Government Cash Management Institutional Shares, 4.23% (a) |
$ | 13,576,619 | |||||
17,226,851 | Goldman Sachs Financial Square Treasury Instruments Fund Institutional Shares, 4.22% (a) |
17,226,851 | ||||||
|
|
|||||||
TOTAL SHORT TERM INVESTMENTS (Cost $30,803,470) (b) |
$ | 30,803,470 | ||||||
|
|
|||||||
TOTAL INVESTMENTS (Cost $30,803,470) - 113.3% |
$ | 30,803,470 | ||||||
Liabilities in Excess of Other Assets - (13.3)% |
(3,611,861 | ) | ||||||
|
|
|||||||
TOTAL NET ASSETS - 100.0% |
$ | 27,191,609 | ||||||
|
|
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 January 31, 2023. |
(b) | All or a portion of these securities have been segregated as collateral for swap contracts. Total value of securities segregated amounted to $19,681,489. |
Short Total Return Swap Contracts (Unaudited)
January 31, 2023
Terms of Payments to be Received at Termination |
Terms of Payments to be Paid at Termination |
Counterparty |
Termination Date |
Contracts | Notional Amount |
Unrealized Appreciation (Depreciation) |
||||||||||||
4.0000% representing 1 month SOFR rate + spread |
Total return of iShares MSCI Emerging Markets ETF | J.P. Morgan | 12/12/2023 | 1,300,000 | $ | 50,817,000 | $ | (3,397,726 | ) | |||||||||
4.4300% representing 1 month SOFR rate + spread |
Total return of iShares MSCI Emerging Markets ETF | UBS Securities LLC | 12/13/2023 | 310,555 | 12,430,921 | (379,305 | ) | |||||||||||
4.3000% representing 1 month SOFR rate + spread |
Total return of iShares MSCI Emerging Markets ETF | Citibank N.A. | 12/19/2023 | 361,768 | 15,052,934 | 91,669 | ||||||||||||
|
|
|
|
|||||||||||||||
$ | 78,300,855 | $ | (3,685,362 | ) | ||||||||||||||
|
|
|
|
Direxion Daily MSCI Mexico Bull 3X Shares
Schedule of Investments (Unaudited)
January 31, 2023
Shares |
Fair Value | |||||||
INVESTMENT COMPANIES - 46.0% |
||||||||
137,328 | iShares MSCI Mexico ETF (a)(b) |
$ | 7,916,959 | |||||
|
|
|||||||
TOTAL INVESTMENT COMPANIES (Cost $7,011,118) |
$ | 7,916,959 | ||||||
|
|
|||||||
SHORT TERM INVESTMENTS - 67.6% |
||||||||
Money Market Funds - 67.6% |
||||||||
6,619,176 | Dreyfus Government Cash Management Institutional Shares, 4.23% (c)(d) |
$ | 6,619,176 | |||||
970,000 | Dreyfus Treasury Securities Cash Management Institutional Shares, 4.23% (c) |
970,000 | ||||||
1,760,000 | Goldman Sachs Financial Square Government Fund Institutional Shares, 4.22% (c) |
1,760,000 | ||||||
2,272,957 | Goldman Sachs Financial Square Treasury Instruments Fund Institutional Shares, 4.22% (c) |
2,272,957 | ||||||
|
|
|||||||
TOTAL SHORT TERM INVESTMENTS (Cost $11,622,133) |
$ | 11,622,133 | ||||||
|
|
|||||||
TOTAL INVESTMENTS (Cost $18,633,251) - 113.6% (e) |
$ | 19,539,092 | ||||||
Liabilities in Excess of Other Assets - (13.6)% |
(2,338,550 | ) | ||||||
|
|
|||||||
TOTAL NET ASSETS - 100.0% |
$ | 17,200,542 | ||||||
|
|
Percentages are stated as a percent of net assets.
The geographic location of all investments is United States unless otherwise indicated.
(a) | Shareholders may obtain the financial statements of these investment companies at www.sec.gov. |
(b) | A portion of this security represents a security on loan. |
(c) | Represents annualized seven-day yield at January 31, 2023. |
(d) | All or a portion of this security represents an investment of securities lending collateral. |
(e) | All or a portion of these securities have been segregated as collateral for swap contracts. Total value of securities segregated amounted to $7,679,423. |
Long Total Return Swap Contracts (Unaudited)
January 31, 2023
Terms of Payments to be Received at Termination |
Terms of Payments to be Paid at Termination |
Counterparty |
Termination Date |
Contracts | Notional Amount |
Unrealized Appreciation |
||||||||||||
Total return of iShares MSCI Mexico ETF |
3.8000% representing 1 month SOFR rate + spread | J.P. Morgan | 12/12/2023 | 222,450 | $ | 11,574,103 | $ | 1,251,950 | ||||||||||
Total return of iShares MSCI Mexico ETF |
4.8500% representing 1 month SOFR rate + spread | UBS Securities LLC | 12/13/2023 | 309,843 | 15,687,351 | 2,074,463 | ||||||||||||
Total return of iShares MSCI Mexico ETF |
5.0500% representing 1 month SOFR rate + spread | Barclays | 12/20/2023 | 154,528 | 8,053,113 | 953,650 | ||||||||||||
Total return of iShares MSCI Mexico ETF |
4.8000% representing 1 month SOFR rate + spread | Goldman Sachs | 2/21/2024 | 70,937 | 4,050,924 | 32,909 | ||||||||||||
|
|
|
|
|||||||||||||||
$ | 39,365,491 | $ | 4,312,972 | |||||||||||||||
|
|
|
|
Direxion Daily MSCI South Korea Bull 3X Shares
Schedule of Investments (Unaudited)
January 31, 2023
Shares |
Fair Value | |||||||
INVESTMENT COMPANIES - 49.5% |
||||||||
266,819 | iShares MSCI South Korea ETF (a) |
$ | 16,935,002 | |||||
|
|
|||||||
TOTAL INVESTMENT COMPANIES (Cost $15,582,198) |
$ | 16,935,002 | ||||||
|
|
|||||||
SHORT TERM INVESTMENTS - 54.4% |
||||||||
Money Market Funds - 54.4% |
||||||||
5,078,817 | Dreyfus Government Cash Management Institutional Shares, 4.23% (b) |
$ | 5,078,817 | |||||
1,930,000 | Goldman Sachs Financial Square Government Fund Institutional Shares, 4.22% (b) |
1,930,000 | ||||||
11,577,808 | Goldman Sachs Financial Square Treasury Instruments Fund Institutional Shares, 4.22% (b) |
11,577,808 | ||||||
|
|
|||||||
TOTAL SHORT TERM INVESTMENTS (Cost $18,586,625) |
$ | 18,586,625 | ||||||
|
|
|||||||
TOTAL INVESTMENTS (Cost $34,168,823) - 103.9% (c) |
$ | 35,521,627 | ||||||
Liabilities in Excess of Other Assets - (3.9)% |
(1,331,040 | ) | ||||||
|
|
|||||||
TOTAL NET ASSETS - 100.0% |
$ | 34,190,587 | ||||||
|
|
Percentages are stated as a percent of net assets.
The geographic location of all investments is United States unless otherwise indicated.
(a) | Shareholders may obtain the financial statements of these investment companies at www.sec.gov. |
(b) | Represents annualized seven-day yield at January 31, 2023. |
(c) | All or a portion of these securities have been segregated as collateral for swap contracts. Total value of securities segregated amounted to $21,603,343. |
Long Total Return Swap Contracts (Unaudited)
January 31, 2023
Terms of Payments to be Received at Termination |
Terms of Payments to be Paid at Termination |
Counterparty |
Termination Date |
Contracts | Notional Amount |
Unrealized Appreciation (Depreciation) |
||||||||||||
Total return of iShares MSCI South Korea ETF |
4.8000% representing 1 month SOFR rate + spread | Bank of America Merrill Lynch | 12/8/2023 | 357,010 | $ | 20,795,833 | $ | 1,719,160 | ||||||||||
Total return of iShares MSCI South Korea ETF |
4.7500% representing 1 month SOFR rate + spread | J.P. Morgan | 12/12/2023 | 424,115 | 24,829,547 | 2,109,313 | ||||||||||||
Total return of iShares MSCI South Korea ETF |
4.7500% representing 1 month SOFR rate + spread | Citibank N.A. | 12/19/2023 | 430,060 | 24,930,057 | 2,410,714 | ||||||||||||
Total return of iShares MSCI South Korea ETF |
4.9500% representing 1 month SOFR rate + spread | Barclays | 12/20/2023 | 138,078 | 8,838,948 | (84,458 | ) | |||||||||||
|
|
|
|
|||||||||||||||
$ | 79,394,385 | $ | 6,154,729 | |||||||||||||||
|
|
|
|
Direxion Daily Aerospace & Defense Bull 3X Shares
Schedule of Investments (Unaudited)
January 31, 2023
Shares |
Fair Value | |||||||
COMMON STOCKS - 65.6% |
||||||||
Computer and Electronic Product Manufacturing - 20.7% |
||||||||
29,235 | Aerojet Rocketdyne Holdings, Inc. (a) |
$ | 1,634,821 | |||||
25,520 | L3 Harris Technologies, Inc. |
5,482,207 | ||||||
22,392 | Mercury Computer Systems, Inc. (a) |
1,119,264 | ||||||
11,185 | Moog, Inc. Class A |
1,066,154 | ||||||
10,294 | Northrop Grumman Corp. |
4,612,124 | ||||||
265,951 | Raytheon Technologies Corp. |
26,555,207 | ||||||
|
|
|||||||
40,469,777 | ||||||||
|
|
|||||||
Credit Intermediation and Related Activities - 0.1% |
||||||||
17,678 | Smith & Wesson Brands, Inc. |
195,872 | ||||||
|
|
|||||||
Electrical Equipment, Appliance, and Component Manufacturing - 2.6% |
||||||||
26,110 | Axon Enterprise, Inc. (a) |
5,102,938 | ||||||
|
|
|||||||
Fabricated Metal Product Manufacturing - 3.9% |
||||||||
35,229 | BWX Technologies, Inc. |
2,144,037 | ||||||
14,794 | Curtiss-Wright Corp. |
2,452,845 | ||||||
11,208 | RBC Bearings, Inc. (a) |
2,734,416 | ||||||
6,824 | Sturm, Ruger & Co, Inc. |
388,286 | ||||||
|
|
|||||||
7,719,584 | ||||||||
|
|
|||||||
Merchant Wholesalers, Durable Goods - 3.0% |
||||||||
32,507 | Hexcel Corp. |
2,294,344 | ||||||
15,411 | Huntington Ingalls Industries, Inc. |
3,398,742 | ||||||
10,822 | Kaman Corp. |
272,931 | ||||||
|
|
|||||||
5,966,017 | ||||||||
|
|
|||||||
Miscellaneous Manufacturing - 2.9% |
||||||||
76,628 | Textron, Inc. |
5,582,350 | ||||||
|
|
|||||||
Primary Metal Manufacturing - 3.0% |
||||||||
142,196 | Howmet Aerospace, Inc. |
5,785,955 | ||||||
|
|
|||||||
Professional, Scientific, and Technical Services - 1.0% |
||||||||
28,688 | Maxar Technologies, Inc. |
1,482,309 | ||||||
12,791 | Parsons Corp. (a) |
556,664 | ||||||
|
|
|||||||
2,038,973 | ||||||||
|
|
|||||||
Securities, Commodity Contracts, and Other Financial Investments and Related Activities - 0.5% |
||||||||
84,073 | Rocket Lab USA, Inc. (a) |
417,843 | ||||||
92,250 | Virgin Galactic Holdings, Inc. (a)(b) |
509,220 | ||||||
|
|
|||||||
927,063 | ||||||||
|
|
|||||||
Textile Mills - 0.1% |
||||||||
1,960 | National Presto Industries, Inc. |
150,156 | ||||||
|
|
|||||||
Transportation Equipment Manufacturing - 27.8% |
||||||||
12,870 | AAR Corp. (a) |
662,033 | ||||||
9,651 | AeroVironment, Inc. (a) |
858,649 | ||||||
54,898 | Archer Aviation, Inc. (a) |
159,204 | ||||||
50,793 | Boeing Co. (a) |
10,818,909 | ||||||
22,588 | General Dynamics Corp. |
5,264,359 | ||||||
25,780 | HEICO Corp. |
3,446,270 | ||||||
14,705 | HEICO Corp. Class A |
2,513,820 | ||||||
48,644 | Kratos Defense & Security Solutions, Inc. (a) |
556,974 | ||||||
42,197 | Lockheed Martin Corp. |
19,548,182 | ||||||
40,650 | Spirit AeroSystems Holdings, Inc. |
1,469,498 | ||||||
9,122 | TransDigm Group, Inc. |
6,547,316 | ||||||
25,103 | Triumph Group, Inc. (a) |
285,923 | ||||||
23,236 | Woodward, Inc. |
2,376,113 | ||||||
|
|
|||||||
54,507,250 | ||||||||
|
|
|||||||
TOTAL COMMON STOCKS (Cost $117,718,388) |
$ | 128,445,935 | ||||||
|
|
|||||||
SHORT TERM INVESTMENTS - 31.6% |
||||||||
Money Market Funds - 31.6% |
||||||||
55,197,937 | Dreyfus Government Cash Management Institutional Shares, 4.23% (c)(d) |
$ | 55,197,937 | |||||
1 | Goldman Sachs Financial Square Government Fund Institutional Shares, 4.22% (c) |
1 | ||||||
6,737,767 | Goldman Sachs Financial Square Treasury Instruments Fund Institutional Shares, 4.22% (c) |
6,737,767 | ||||||
|
|
|||||||
TOTAL SHORT TERM INVESTMENTS (Cost $61,935,705) |
$ | 61,935,705 | ||||||
|
|
|||||||
TOTAL INVESTMENTS (Cost $179,654,093) - 97.2% (e) |
$ | 190,381,640 | ||||||
Other Assets in Excess of Liabilities - 2.8% |
5,437,725 | |||||||
|
|
|||||||
TOTAL NET ASSETS - 100.0% |
$ | 195,819,365 | ||||||
|
|
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 January 31, 2023. |
(d) | All or a portion of this security represents an investment of securities lending collateral. |
(e) | All or a portion of these securities have been segregated as collateral for swap contracts. Total value of securities segregated amounted to $154,712,224. |
Long Total Return Swap Contracts (Unaudited)
January 31, 2023
Terms of Payments to be Received at Termination |
Terms of Payments to be Paid at Termination |
Counterparty |
Termination Date |
Contracts | Notional Amount |
Unrealized Appreciation |
||||||||||||
Total return of Dow Jones U.S. Select Aerospace & Defense Index |
5.0900 % representing 1 month SOFR rate + spread | BNP Paribas | 12/5/2023 | 3,531 | $ | 97,664,106 | $ | 4,085,145 | ||||||||||
Total return of Dow Jones U.S. Select Aerospace & Defense Index |
4.7500 % representing 1 month SOFR rate + spread | J.P. Morgan | 12/12/2023 | 5,946 | 167,998,964 | 3,668,044 | ||||||||||||
Total return of Dow Jones U.S. Select Aerospace & Defense Index |
4.7500 % representing 1 month SOFR rate + spread | Citibank N.A. | 12/19/2023 | 6,356 | 178,954,769 | 4,195,261 | ||||||||||||
|
|
|
|
|||||||||||||||
$ | 444,617,839 | $ | 11,948,450 | |||||||||||||||
|
|
|
|
Direxion Daily Consumer Discretionary Bull 3X Shares
Schedule of Investments (Unaudited)
January 31, 2023
Shares |
Fair Value | |||||||
COMMON STOCKS - 61.1% |
||||||||
Accommodation - 2.3% |
||||||||
1,075 | Caesars Entertainment Inc. (a) |
$ | 55,965 | |||||
1,354 | Hilton Worldwide Holdings, Inc. |
196,452 | ||||||
1,644 | Las Vegas Sands Corp. (a) |
96,996 | ||||||
1,347 | Marriott International, Inc. Class A |
234,620 | ||||||
1,596 | MGM Resorts International |
66,090 | ||||||
|
|
|||||||
650,123 | ||||||||
|
|
|||||||
Administrative and Support Services - 1.6% |
||||||||
193 | Booking Holdings, Inc. (a) |
469,781 | ||||||
|
|
|||||||
Amusement, Gambling, and Recreation Industries - 0.2% |
||||||||
517 | Wynn Resorts Ltd. (a) |
53,582 | ||||||
|
|
|||||||
Apparel Manufacturing - 0.3% |
||||||||
205 | Ralph Lauren Corp. |
25,389 | ||||||
1,654 | VF Corp. |
51,175 | ||||||
|
|
|||||||
76,564 | ||||||||
|
|
|||||||
Building Material and Garden Equipment and Supplies Dealers - 7.9% |
||||||||
3,108 | Lowes Companies, Inc. |
647,241 | ||||||
4,975 | The Home Depot, Inc. |
1,612,746 | ||||||
|
|
|||||||
2,259,987 | ||||||||
|
|
|||||||
Clothing and Clothing Accessories Stores - 2.6% |
||||||||
1,142 | Bath & Body Works, Inc. |
52,544 | ||||||
1,737 | Ross Stores, Inc. |
205,296 | ||||||
5,813 | TJX Companies, Inc. |
475,852 | ||||||
|
|
|||||||
733,692 | ||||||||
|
|
|||||||
Construction of Buildings - 1.5% |
||||||||
1,567 | D.R. Horton, Inc. |
154,647 | ||||||
1,276 | Lennar Corp. Class A |
130,662 | ||||||
16 | NVR, Inc. (a) |
84,320 | ||||||
1,141 | PulteGroup, Inc. |
64,912 | ||||||
|
|
|||||||
434,541 | ||||||||
|
|
|||||||
Electrical Equipment, Appliance, and Component Manufacturing - 0.1% |
||||||||
274 | Whirlpool Corp. |
42,632 | ||||||
|
|
|||||||
Electronics and Appliance Stores - 0.3% |
||||||||
1,004 | Best Buy Co., Inc. |
89,075 | ||||||
|
|
|||||||
Food Services and Drinking Places - 6.7% |
||||||||
138 | Chipotle Mexican Grill, Inc. (a) |
227,200 | ||||||
613 | Darden Restaurants, Inc. |
90,706 | ||||||
179 | Dominos Pizza, Inc. |
63,187 | ||||||
2,703 | McDonalds Corp. |
722,782 | ||||||
5,747 | Starbucks Corp. |
627,228 | ||||||
1,410 | Yum! Brands, Inc. |
184,019 | ||||||
|
|
|||||||
1,915,122 | ||||||||
|
|
|||||||
Funds, Trusts, and Other Financial Vehicles - 0.3% |
||||||||
768 | Garmin Ltd. ADR (Switzerland) |
75,940 | ||||||
|
|
|||||||
General Merchandise Stores - 2.9% |
||||||||
1,129 | Dollar General Corp. |
263,734 | ||||||
1,054 | Dollar Tree, Inc. (a) |
158,290 | ||||||
2,305 | Target Corp. |
396,783 | ||||||
|
|
|||||||
818,807 | ||||||||
|
|
|||||||
Health and Personal Care Stores - 0.5% |
||||||||
257 | Ulta Salon, Cosmetics & Fragrance, Inc. (a) |
132,088 | ||||||
|
|
|||||||
Leather and Allied Product Manufacturing - 3.0% |
||||||||
6,307 | NIKE, Inc. Class B |
803,070 | ||||||
1,207 | Tapestry, Inc. |
55,003 | ||||||
|
|
|||||||
858,073 | ||||||||
|
|
|||||||
Management of Companies and Enterprises - 0.3% |
||||||||
5,014 | Carnival Corp. ADR (Panama) (a) |
54,251 | ||||||
2,110 | Norwegian Cruise Line Holdings Ltd. ADR (a) |
32,093 | ||||||
|
|
|||||||
86,344 | ||||||||
|
|
|||||||
Merchant Wholesalers, Durable Goods - 0.6% |
||||||||
1,271 | LKQ Corp. |
74,938 | ||||||
264 | Mohawk Industries, Inc. (a) |
31,696 | ||||||
194 | Pool Corp. |
74,808 | ||||||
|
|
|||||||
181,442 | ||||||||
|
|
|||||||
Miscellaneous Manufacturing - 0.1% |
||||||||
651 | Hasbro, Inc. |
38,520 | ||||||
|
|
|||||||
Miscellaneous Store Retailers - 0.4% |
||||||||
554 | Tractor Supply Co. |
126,306 | ||||||
|
|
|||||||
Motor Vehicle and Parts Dealers - 2.0% |
||||||||
300 | Advance Auto Parts, Inc. |
45,684 | ||||||
95 | AutoZone, Inc. (a) |
231,691 | ||||||
792 | CarMax, Inc. (a) |
55,796 | ||||||
314 | OReilly Automotive, Inc. (a) |
248,798 | ||||||
|
|
|||||||
581,969 | ||||||||
|
|
|||||||
Nonstore Retailers - 16.0% |
||||||||
42,200 | Amazon.com, Inc. (a) |
4,352,086 | ||||||
2,717 | eBay, Inc. |
134,492 | ||||||
630 | Etsy, Inc. (a) |
86,675 | ||||||
|
|
|||||||
4,573,253 | ||||||||
|
|
|||||||
Plastics and Rubber Products Manufacturing - 0.1% |
||||||||
1,885 | Newell Rubbermaid, Inc. |
30,085 | ||||||
|
|
|||||||
Support Activities for Transportation - 0.3% |
||||||||
753 | Expedia, Inc. (a) |
86,068 | ||||||
|
|
|||||||
Transportation Equipment Manufacturing - 10.5% |
||||||||
1,356 | Aptiv PLC ADR (United Kingdom) (a) |
153,350 | ||||||
1,173 | BorgWarner, Inc. |
55,459 | ||||||
19,774 | Ford Motor Co. |
267,147 | ||||||
7,113 | General Motors Co. |
279,683 | ||||||
13,044 | Tesla Motors, Inc. (a) |
2,259,482 | ||||||
|
|
|||||||
3,015,121 | ||||||||
|
|
|||||||
Water Transportation - 0.2% |
||||||||
1,099 | Royal Caribbean Cruises Ltd. ADR (Liberia) (a) |
71,369 | ||||||
|
|
|||||||
Wholesale Electronic Markets and Agents and Brokers - 0.4% |
||||||||
706 | Genuine Parts Co. |
118,481 | ||||||
|
|
|||||||
TOTAL COMMON STOCKS (Cost $17,604,007) |
$ | 17,518,965 | ||||||
|
|
|||||||
SHORT TERM INVESTMENTS - 34.3% |
||||||||
Money Market Funds - 34.3% |
||||||||
8,070,589 | Dreyfus Government Cash Management Institutional Shares, 4.23% (b) |
$ | 8,070,589 | |||||
1,749,782 | Goldman Sachs Financial Square Treasury Instruments Fund Institutional Shares, 4.22% (b) |
1,749,782 | ||||||
|
|
|||||||
TOTAL SHORT TERM INVESTMENTS (Cost $9,820,371) |
$ | 9,820,371 | ||||||
|
|
|||||||
TOTAL INVESTMENTS (Cost $27,424,378) - 95.4% (c) |
$ | 27,339,336 | ||||||
Other Assets in Excess of Liabilities - 4.6% |
1,312,343 | |||||||
|
|
|||||||
TOTAL NET ASSETS - 100.0% |
$ | 28,651,679 | ||||||
|
|
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 January 31, 2023. |
(c) | All or a portion of these securities have been segregated as collateral for swap contracts. Total value of securities segregated amounted to $18,266,704. |
ADR - American Depository Receipt
Long Total Return Swap Contracts (Unaudited)
January 31, 2023
Terms of Payments to be Received at Termination |
Terms of Payments to be Paid at Termination |
Counterparty |
Termination Date |
Contracts | Notional Amount |
Unrealized Appreciation |
||||||||||||
Total return of Consumer Discretionary Select Sector Index |
4.7500 % representing 1 month SOFR rate + spread | J.P. Morgan | 12/12/2023 | 21,480 | $ | 31,076,601 | $ | 1,058,355 | ||||||||||
Total return of Consumer Discretionary Select Sector Index |
4.9000 % representing 1 month SOFR rate + spread | UBS Securities LLC | 12/13/2023 | 24,083 | 32,838,542 | 3,182,656 | ||||||||||||
|
|
|
|
|||||||||||||||
$ | 63,915,143 | $ | 4,241,011 | |||||||||||||||
|
|
|
|
Direxion Daily Dow Jones Internet Bull 3X Shares
Schedule of Investments (Unaudited)
January 31, 2023
Shares |
Fair Value | |||||||
COMMON STOCKS - 64.7% |
||||||||
Administrative and Support Services - 2.0% |
||||||||
32,634 | Cloudflare, Inc. (a) |
$ | 1,726,665 | |||||
34,601 | Teladoc Health, Inc. (a) |
1,017,269 | ||||||
|
|
|||||||
2,743,934 | ||||||||
|
|
|||||||
Computer and Electronic Product Manufacturing - 10.6% |
||||||||
43,814 | Alphabet, Inc. Class A (a) |
4,330,576 | ||||||
38,841 | Alphabet, Inc. Class C (a) |
3,879,051 | ||||||
16,725 | Arista Networks, Inc. (a) |
2,107,684 | ||||||
89,944 | Cisco Systems, Inc. |
4,377,574 | ||||||
|
|
|||||||
14,694,885 | ||||||||
|
|
|||||||
Data Processing, Hosting and Related Services - 2.0% |
||||||||
24,756 | Airbnb, Inc. (a) |
2,750,639 | ||||||
|
|
|||||||
Electronics and Appliance Stores - 0.8% |
||||||||
26,203 | Smartsheet, Inc. (a) |
1,132,232 | ||||||
|
|
|||||||
Motion Picture and Sound Recording Industries - 3.1% |
||||||||
12,115 | Netflix, Inc. (a) |
4,287,014 | ||||||
|
|
|||||||
Nonstore Retailers - 9.8% |
||||||||
78,182 | Amazon.com, Inc. (a) |
8,062,910 | ||||||
28,293 | DoorDash, Inc. (a) |
1,638,730 | ||||||
43,556 | eBay, Inc. |
2,156,022 | ||||||
12,451 | Etsy, Inc. (a) |
1,713,009 | ||||||
|
|
|||||||
13,570,671 | ||||||||
|
|
|||||||
Other Information Services - 1.2% |
||||||||
65,266 | Pinterest, Inc. (a) |
1,715,843 | ||||||
|
|
|||||||
Professional, Scientific, and Technical Services - 15.5% |
||||||||
24,833 | Ciena Corp. (a) |
1,291,813 | ||||||
18,679 | GoDaddy, Inc. (a) |
1,534,106 | ||||||
41,486 | Juniper Networks, Inc. |
1,339,998 | ||||||
32,853 | Match Group, Inc. (a) |
1,778,004 | ||||||
42,348 | Meta Platforms, Inc. (a) |
6,308,582 | ||||||
36,904 | Nutanix, Inc. (a) |
1,028,514 | ||||||
20,576 | Okta, Inc. (a) |
1,514,599 | ||||||
136,291 | Snap, Inc. (a) |
1,575,524 | ||||||
17,002 | Snowflake, Inc. (a) |
2,659,793 | ||||||
13,198 | Workday, Inc. (a) |
2,394,513 | ||||||
|
|
|||||||
21,425,446 | ||||||||
|
|
|||||||
Publishing Industries (except Internet) - 12.6% |
||||||||
16,925 | Akamai Technologies, Inc. (a) |
1,505,479 | ||||||
31,404 | Box, Inc. (a) |
1,004,614 | ||||||
38,244 | Confluent, Inc. (a) |
883,437 | ||||||
15,309 | Coupa Software, Inc. (a) |
1,223,495 | ||||||
24,099 | Datadog, Inc. (a) |
1,802,846 | ||||||
28,820 | DocuSign, Inc. (a) |
1,747,645 | ||||||
47,131 | Dropbox, Inc. (a) |
1,094,853 | ||||||
55,024 | Fastly, Inc. (a) |
569,498 | ||||||
28,000 | Salesforce.com, Inc. (a) |
4,703,160 | ||||||
11,334 | Veeva Systems, Inc. (a) |
1,933,014 | ||||||
40,997 | ZoomInfo Technologies, Inc. (a) |
1,157,345 | ||||||
|
|
|||||||
17,625,386 | ||||||||
|
|
|||||||
Real Estate - 1.6% |
||||||||
337,512 | Opendoor Technologies, Inc. (a) |
739,151 | ||||||
8,703 | Zillow Group, Inc. Class A (a) |
373,881 | ||||||
24,371 | Zillow Group, Inc. Class C (a) |
1,077,442 | ||||||
|
|
|||||||
2,190,474 | ||||||||
|
|
|||||||
Securities, Commodity Contracts, and Other Financial Investments and Related Activities - 0.5% |
||||||||
79,547 | CommScope Holding Co., Inc. (a) |
668,195 | ||||||
|
|
|||||||
Support Activities for Transportation - 1.3% |
||||||||
16,485 | Expedia, Inc. (a) |
1,884,236 | ||||||
|
|
|||||||
Telecommunications - 3.7% |
||||||||
41,416 | PayPal Holdings, Inc. (a) |
3,374,990 | ||||||
22,615 | Zoom Video Communications, Inc. (a) |
1,696,125 | ||||||
|
|
|||||||
5,071,115 | ||||||||
|
|
|||||||
TOTAL COMMON STOCKS (Cost $85,178,025) |
$ | 89,760,070 | ||||||
|
|
|||||||
SHORT TERM INVESTMENTS - 29.5% |
||||||||
Money Market Funds - 29.5% |
||||||||
27,960,416 | Dreyfus Government Cash Management Institutional Shares, 4.23% (b) |
$ | 27,960,416 | |||||
12,915,658 | Goldman Sachs Financial Square Treasury Instruments Fund Institutional Shares, 4.22% (b) |
12,915,658 | ||||||
|
|
|||||||
TOTAL SHORT TERM INVESTMENTS (Cost $40,876,074) |
$ | 40,876,074 | ||||||
|
|
|||||||
TOTAL INVESTMENTS (Cost $126,054,099) - 94.2% (c) |
$ | 130,636,144 | ||||||
Other Assets in Excess of Liabilities - 5.8% |
8,035,851 | |||||||
|
|
|||||||
TOTAL NET ASSETS - 100.0% |
$ | 138,671,995 | ||||||
|
|
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 January 31, 2023. |
(c) | All or a portion of these securities have been segregated as collateral for swap contracts. Total value of securities segregated amounted to $97,655,926. |
Long Total Return Swap Contracts (Unaudited)
January 31, 2023
Terms of Payments to be Received at Termination |
Terms of Payments to be Paid at Termination |
Counterparty |
Termination Date |
Contracts | Notional Amount |
Unrealized Appreciation |
||||||||||||
Total return of Dow Jones Internet Composite Index |
4.4000 % representing 1 month SOFR rate + spread | Bank of America Merrill Lynch | 12/8/2023 | 160,301 | $ | 96,052,804 | $ | 6,570,300 | ||||||||||
Total return of Dow Jones Internet Composite Index |
4.7500 % representing 1 month SOFR rate + spread | J.P. Morgan | 12/12/2023 | 104,168 | 63,069,264 | 3,684,744 | ||||||||||||
Total return of Dow Jones Internet Composite Index |
4.4000 % representing 1 month SOFR rate + spread | UBS Securities LLC | 12/13/2023 | 127,378 | 73,969,898 | 7,625,201 | ||||||||||||
Total return of Dow Jones Internet Composite Index |
4.7000 % representing 1 month SOFR rate + spread | Citibank N.A. | 12/19/2023 | 115,266 | 67,485,659 | 6,442,625 | ||||||||||||
|
|
|
|
|||||||||||||||
$ | 300,577,625 | $ | 24,322,870 | |||||||||||||||
|
|
|
|
Direxion Daily Dow Jones Internet Bear 3X Shares
Schedule of Investments (Unaudited)
January 31, 2023
Shares |
Fair Value | |||||||
SHORT TERM INVESTMENTS - 115.7% |
||||||||
Money Market Funds - 115.7% |
||||||||
15,668,981 | Dreyfus Government Cash Management Institutional Shares, 4.23% (a) |
$ | 15,668,981 | |||||
39,919,747 | Goldman Sachs Financial Square Treasury Instruments Fund Institutional Shares, 4.22% (a) |
39,919,747 | ||||||
|
|
|||||||
TOTAL SHORT TERM INVESTMENTS (Cost $55,588,728) (b) |
$ | 55,588,728 | ||||||
|
|
|||||||
TOTAL INVESTMENTS (Cost $55,588,728) - 115.7% |
$ | 55,588,728 | ||||||
Liabilities in Excess of Other Assets - (15.7)% |
(7,555,608 | ) | ||||||
|
|
|||||||
TOTAL NET ASSETS - 100.0% |
$ | 48,033,120 | ||||||
|
|
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 January 31, 2023. |
(b) | All or a portion of these securities have been segregated as collateral for swap contracts. Total value of securities segregated amounted to $41,548,590. |
Short Total Return Swap Contracts (Unaudited)
January 31, 2023
Terms of Payments to be Received at Termination |
Terms of Payments to be Paid at Termination |
Counterparty |
Termination Date |
Contracts | Notional Amount |
Unrealized Depreciation |
||||||||||||
4.2000 % representing 1 month SOFR rate + spread |
Total return of Dow Jones Internet Composite Index | Bank of America Merrill Lynch | 12/8/2023 | 121,056 | $ | 73,132,491 | $ | (4,429,206 | ) | |||||||||
4.2000 % representing 1 month SOFR rate + spread |
Total return of Dow Jones Internet Composite Index | UBS Securities LLC | 12/13/2023 | 12,211 | 7,316,587 | (501,502 | ) | |||||||||||
4.4000 % representing 1 month SOFR rate + spread |
Total return of Dow Jones Internet Composite Index | Citibank N.A. | 12/19/2023 | 58,532 | 35,986,934 | (1,633,418 | ) | |||||||||||
4.5000 % representing 1 month SOFR rate + spread |
Total return of Dow Jones Internet Composite Index | J.P. Morgan | 1/23/2024 | 32,188 | 17,891,262 | (2,694,727 | ) | |||||||||||
|
|
|
|
|||||||||||||||
$ | 134,327,274 | $ | (9,258,853 | ) | ||||||||||||||
|
|
|
|
Direxion Daily Financial Bull 3X Shares
Schedule of Investments (Unaudited)
January 31, 2023
Shares |
Fair Value | |||||||
COMMON STOCKS - 64.0% |
||||||||
Administrative and Support Services - 1.1% |
||||||||
12,650 | FactSet Research System, Inc. |
$ | 5,350,191 | |||||
52,315 | Moodys Corp. |
16,884,666 | ||||||
|
|
|||||||
22,234,857 | ||||||||
|
|
|||||||
Credit Intermediation and Related Activities - 26.1% |
||||||||
198,501 | American Express Co. |
34,723,780 | ||||||
2,317,650 | Bank of America Corp. |
82,230,222 | ||||||
244,245 | Bank of New York Mellon Corp. |
12,351,470 | ||||||
126,747 | Capital One Financial Corp. |
15,082,893 | ||||||
643,159 | Citigroup, Inc. |
33,585,763 | ||||||
163,537 | Citizens Financial Group, Inc. |
7,084,423 | ||||||
43,483 | Comerica, Inc. |
3,187,739 | ||||||
90,729 | Discover Financial Services |
10,590,796 | ||||||
227,929 | Fifth Third Bancorp |
8,271,543 | ||||||
60,746 | First Republic Bank |
8,557,896 | ||||||
479,082 | Huntington Bancshares, Inc. |
7,267,674 | ||||||
974,013 | JPMorgan Chase & Co. |
136,322,859 | ||||||
309,804 | KeyCorp |
5,945,139 | ||||||
57,319 | M&T Bank Corp. |
8,941,764 | ||||||
69,205 | Northern Trust Corp. |
6,710,809 | ||||||
133,930 | PNC Financial Services Group, Inc. |
22,156,040 | ||||||
310,300 | Regions Financial Corp. |
7,304,462 | ||||||
20,896 | Signature Bank |
2,694,539 | ||||||
121,847 | State Street Corp. |
11,128,286 | ||||||
19,629 | SVB Financial Group (a) |
5,936,595 | ||||||
149,607 | Synchrony Financial |
5,495,065 | ||||||
440,576 | Truist Financial Corp. |
21,760,049 | ||||||
448,987 | U.S. Bancorp |
22,359,553 | ||||||
1,265,329 | Wells Fargo & Co. |
59,305,970 | ||||||
49,682 | Zions Bancorp |
2,641,095 | ||||||
|
|
|||||||
541,636,424 | ||||||||
|
|
|||||||
Funds, Trusts, and Other Financial Vehicles - 0.4% |
||||||||
74,206 | T. Rowe Price Group, Inc. |
8,642,773 | ||||||
|
|
|||||||
Insurance Carriers and Related Activities - 22.0% |
||||||||
187,891 | Aflac, Inc. |
13,809,988 | ||||||
88,065 | Allstate Corp. |
11,313,711 | ||||||
246,720 | American International Group, Inc. |
15,597,638 | ||||||
68,691 | AON PLC ADR (United Kingdom) |
21,890,448 | ||||||
122,822 | Arch Capital Group Ltd. ADR (a) |
7,903,596 | ||||||
70,014 | Arthur J. Gallagher & Co. |
13,703,140 | ||||||
17,540 | Assurant, Inc. |
2,325,629 | ||||||
598,285 | Berkshire Hathaway, Inc. Class B (a) |
186,377,743 | ||||||
78,060 | Brown & Brown, Inc. |
4,571,194 | ||||||
137,824 | Chubb Limited ADR (Switzerland) |
31,353,582 | ||||||
52,194 | Cincinnati Financial Corp. |
5,905,751 | ||||||
13,005 | Everest Re Group Ltd. ADR |
4,547,718 | ||||||
30,039 | Globe Life, Inc. |
3,630,213 | ||||||
105,633 | Hartford Financial Services Group, Inc. |
8,198,177 | ||||||
51,133 | Lincoln National Corp. |
1,811,642 | ||||||
65,437 | Loews Corp. |
4,023,067 | ||||||
164,710 | Marsh & McLennan Companies, Inc. |
28,809,426 | ||||||
218,855 | MetLife, Inc. |
15,980,792 | ||||||
75,562 | Principal Financial Group, Inc. |
6,993,263 | ||||||
194,278 | Progressive Corp. |
26,489,805 | ||||||
122,200 | Prudential Financial, Inc. |
12,823,668 | ||||||
77,821 | Travelers Companies, Inc. |
14,873,150 | ||||||
67,878 | W.R. Berkley Corp. |
4,760,963 | ||||||
35,941 | Willis Towers Watson PLC ADR (Ireland) |
9,135,843 | ||||||
|
|
|||||||
456,830,147 | ||||||||
|
|
|||||||
Securities, Commodity Contracts, and Other Financial Investments and Related Activities - 14.4% |
||||||||
35,337 | Ameriprise Financial, Inc. |
12,372,190 | ||||||
49,874 | BlackRock, Inc. |
37,864,839 | ||||||
35,227 | CBOE Holdings, Inc. |
4,328,694 | ||||||
506,502 | Charles Schwab Corp. |
39,213,385 | ||||||
119,450 | CME Group, Inc. |
21,102,037 | ||||||
94,328 | Franklin Resources, Inc. |
2,943,034 | ||||||
112,451 | Goldman Sachs Group, Inc. |
41,135,700 | ||||||
185,474 | IntercontinentalExchange, Inc. |
19,947,729 | ||||||
151,021 | Invesco Ltd. ADR (a) |
2,795,399 | ||||||
12,499 | MarketAxess Holdings, Inc. |
4,547,761 | ||||||
437,755 | Morgan Stanley |
42,606,694 | ||||||
26,550 | MSCI, Inc. Class A |
14,112,918 | ||||||
112,561 | NASDAQ OMX Group, Inc. |
6,775,047 | ||||||
64,284 | Raymond James Financial, Inc. |
7,249,307 | ||||||
110,582 | S&P Global, Inc. |
41,461,615 | ||||||
|
|
|||||||
298,456,349 | ||||||||
|
|
|||||||
TOTAL COMMON STOCKS (Cost $1,207,932,883) |
$ | 1,327,800,550 | ||||||
|
|
|||||||
SHORT TERM INVESTMENTS - 33.2% |
||||||||
Money Market Funds - 33.2% |
||||||||
574,311,391 | Dreyfus Government Cash Management Institutional Shares, 4.23% (b) |
$ | 574,311,391 | |||||
7,651,604 | Dreyfus Treasury Securities Cash Management Institutional Shares, 4.23% (b) |
7,651,604 | ||||||
60,512,331 | Goldman Sachs Financial Square Government Fund Institutional Shares, 4.22% (b) |
60,512,331 | ||||||
45,694,404 | Goldman Sachs Financial Square Treasury Instruments Fund Institutional Shares, 4.22% (b) |
45,694,404 | ||||||
|
|
|||||||
TOTAL SHORT TERM INVESTMENTS (Cost $688,169,730) |
$ | 688,169,730 | ||||||
|
|
|||||||
TOTAL INVESTMENTS (Cost $1,896,102,613) - 97.2% (c) |
$ | 2,015,970,280 | ||||||
Other Assets in Excess of Liabilities - 2.8% |
58,717,651 | |||||||
|
|
|||||||
TOTAL NET ASSETS - 100.0% |
$ | 2,074,687,931 | ||||||
|
|
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 January 31, 2023. |
(c) | All or a portion of these securities have been segregated as collateral for swap contracts. Total value of securities segregated amounted to $1,629,287,749. |
ADR - American Depository Receipt
Long Total Return Swap Contracts (Unaudited)
January 31, 2023
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 Financials Select Sector Index |
5.1900 % representing 1 month SOFR rate + spread | BNP Paribas | 12/5/2023 | 1,875,000 | $ | 781,948,025 | $ | 59,668,221 | ||||||||||
Total return of Financials Select Sector Index |
4.8500 % representing 1 month SOFR rate + spread | Goldman Sachs | 12/7/2023 | 1,774,112 | 763,345,771 | 34,359,077 | ||||||||||||
Total return of Financials Select Sector Index |
5.0000 % representing 1 month SOFR rate + spread | Bank of America Merrill Lynch | 12/8/2023 | 948,170 | 411,981,290 | 13,935,464 | ||||||||||||
Total return of Financials Select Sector Index |
4.8000 % representing 1 month SOFR rate + spread | J.P. Morgan | 12/12/2023 | 1,410,357 | 606,270,359 | 26,994,408 | ||||||||||||
Total return of Financials Select Sector Index |
4.9700 % representing 1 month SOFR rate + spread | UBS Securities LLC | 12/13/2023 | 1,176,178 | 502,984,555 | 25,798,371 | ||||||||||||
Total return of Financials Select Sector Index |
5.0250 % representing 1 month SOFR rate + spread | Societe Generale | 12/18/2023 | 10,000 | 4,267,340 | 226,294 | ||||||||||||
Total return of Financials Select Sector Index |
4.9500 % representing 1 month SOFR rate + spread | Citibank N.A. | 12/19/2023 | 1,667,000 | 717,327,040 | 31,166,584 | ||||||||||||
Total return of Financials Select Sector Index |
4.8500 % representing 1 month SOFR rate + spread | Barclays | 12/20/2023 | 2,005,414 | 855,770,316 | 44,152,687 | ||||||||||||
|
|
|
|
|||||||||||||||
$ | 4,643,894,696 | $ | 236,301,106 | |||||||||||||||
|
|
|
|
Direxion Daily Financial Bear 3X Shares
Schedule of Investments (Unaudited)
January 31, 2023
Shares |
Fair Value | |||||||
SHORT TERM INVESTMENTS - 107.9% |
||||||||
Money Market Funds - 107.9% |
||||||||
90,052,464 | Dreyfus Government Cash Management Institutional Shares, 4.23% (a) |
$ | 90,052,464 | |||||
17,902,937 | Dreyfus Treasury Securities Cash Management Institutional Shares, 4.23% (a) |
17,902,937 | ||||||
77,943,797 | Goldman Sachs Financial Square Treasury Instruments Fund Institutional Shares, 4.22% (a) |
77,943,797 | ||||||
|
|
|||||||
TOTAL SHORT TERM INVESTMENTS (Cost $185,899,198) (b) |
$ | 185,899,198 | ||||||
|
|
|||||||
TOTAL INVESTMENTS (Cost $185,899,198) - 107.9% |
$ | 185,899,198 | ||||||
Liabilities in Excess of Other Assets - (7.9)% |
(13,605,439 | ) | ||||||
|
|
|||||||
TOTAL NET ASSETS - 100.0% |
$ | 172,293,759 | ||||||
|
|
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 January 31, 2023. |
(b) | All or a portion of these securities have been segregated as collateral for swap contracts. Total value of securities segregated amounted to $120,445,666. |
Short Total Return Swap Contracts (Unaudited)
January 31, 2023
Terms of Payments to be Received at Termination |
Terms of Payments to be Paid at Termination |
Counterparty |
Termination Date |
Contracts | Notional Amount |
Unrealized Depreciation |
||||||||||||
4.5500% representing 1 month SOFR rate + spread |
Total return of Financials Select Sector Index | Goldman Sachs | 12/7/2023 | 145,767 | $ | 63,230,934 | $ | (2,453,333 | ) | |||||||||
4.8000% representing 1 month SOFR rate + spread |
Total return of Financials Select Sector Index | Bank of America Merrill Lynch | 12/8/2023 | 591,309 | 254,993,973 | (10,526,405 | ) | |||||||||||
4.5500% representing 1 month SOFR rate + spread |
Total return of Financials Select Sector Index | J.P. Morgan | 12/12/2023 | 94,366 | 40,617,014 | (1,749,009 | ) | |||||||||||
4.6900% representing 1 month SOFR rate + spread |
Total return of Financials Select Sector Index | UBS Securities LLC | 12/13/2023 | 315,668 | 135,818,208 | (6,078,245 | ) | |||||||||||
|
|
|
|
|||||||||||||||
$ | 494,660,129 | $ | (20,806,992 | ) | ||||||||||||||
|
|
|
|
Direxion Daily Healthcare Bull 3X Shares
Schedule of Investments (Unaudited)
January 31, 2023
Shares |
Fair Value | |||||||
COMMON STOCKS - 75.2% |
||||||||
Ambulatory Health Care Services - 1.2% |
$ | 131,247 | ||||||
1,593 | DaVita, Inc. (a) | 647,444 | ||||||
2,568 | Laboratory Corp. of America Holdings | 528,240 | ||||||
1,694 | Molina Healthcare, Inc. (a) | 490,133 | ||||||
3,301 | Quest Diagnostics, Inc. | 427,521 | ||||||
|
|
|||||||
35,158 | Viatris, Inc. | 2,224,585 | ||||||
|
|
|||||||
Chemical Manufacturing - 27.0% |
7,575,290 | |||||||
51,271 | AbbVie, Inc. | 3,904,628 | ||||||
15,470 | Amgen, Inc. | 1,214,507 | ||||||
4,175 | Biogen, Inc. (a) | 362,453 | ||||||
4,550 | Bio-Techne Corp. | 4,478,219 | ||||||
61,641 | Bristol-Myers Squibb Co. | 279,370 | ||||||
5,217 | Catalent, Inc. (a) | 7,868,646 | ||||||
22,864 | Eli Lilly and Company | 3,052,226 | ||||||
36,362 | Gilead Sciences, Inc. | 455,840 | ||||||
5,354 | Incyte Corp. (a) | 7,895,172 | ||||||
73,505 | Merck & Co., Inc. | 222,179 | ||||||
7,374 | Organon & Co. | 7,186,510 | ||||||
162,738 | Pfizer, Inc. | 2,354,291 | ||||||
3,104 | Regeneron Pharmaceuticals, Inc. (a) | 2,404,510 | ||||||
7,442 | Vertex Pharmaceuticals, Inc. (a) | 570,243 | ||||||
2,147 | West Pharmaceutical Services, Inc. | 2,236,101 | ||||||
|
|
|||||||
13,512 | Zoetis, Inc. | 52,060,185 | ||||||
|
|
|||||||
Computer and Electronic Product Manufacturing - 9.1% |
1,305,303 | |||||||
8,583 | Agilent Technologies, Inc. | 291,695 | ||||||
624 | Bio-Rad Laboratories, Inc. (a) | 5,021,634 | ||||||
18,994 | Danaher Corp. | 734,131 | ||||||
10,560 | GE HealthCare Technologies, Inc. (a) | 588,956 | ||||||
7,238 | Hologic, Inc. (a) | 1,153,681 | ||||||
2,401 | IDEXX Laboratories, Inc. (a) | 976,752 | ||||||
4,560 | Illumina, Inc. (a) | 503,222 | ||||||
3,659 | PerkinElmer, Inc. | 6,485,222 | ||||||
11,371 | Thermo Fisher Scientific, Inc. | 565,815 | ||||||
|
|
|||||||
1,722 | Waters Corp. (a) | 17,626,411 | ||||||
|
|
|||||||
Health and Personal Care Stores - 1.7% |
3,360,564 | |||||||
|
|
|||||||
38,093 | CVS Health Corp. | |||||||
Hospitals - 1.0% |
1,568,170 | |||||||
6,148 | HCA Healthcare, Inc. | 275,671 | ||||||
|
|
|||||||
1,860 | Universal Health Services, Inc. Class B | 1,843,841 | ||||||
|
|
|||||||
Insurance Carriers and Related Activities - 11.9% |
1,251,556 | |||||||
16,416 | Centene Corp. (a) | 2,806,963 | ||||||
8,864 | Cigna Corp. | 3,461,931 | ||||||
6,924 | Elevance Health, Inc. | 1,877,939 | ||||||
3,670 | Humana, Inc. | 13,522,058 | ||||||
|
|
|||||||
27,088 | UnitedHealth Group, Inc. | 22,920,447 | ||||||
|
|
|||||||
Machinery Manufacturing - 0.5% |
991,799 | |||||||
|
|
|||||||
647 | Mettler-Toledo International, Inc. (a) | |||||||
Management of Companies and Enterprises - 2.9% |
5,588,081 | |||||||
|
|
|||||||
50,548 | Abbott Laboratories | |||||||
Merchant Wholesalers, Durable Goods - 0.2% |
338,570 | |||||||
|
|
|||||||
3,930 | Henry Schein, Inc. (a) | |||||||
Merchant Wholesalers, Nondurable Goods - 1.5% |
793,436 | |||||||
4,696 | AmerisourceBergen Corp. | 587,100 | ||||||
7,600 | Cardinal Health, Inc. | 1,556,754 | ||||||
|
|
|||||||
4,111 | McKesson Corp. | 2,937,290 | ||||||
|
|
|||||||
Miscellaneous Manufacturing - 16.5% |
568,051 | |||||||
2,106 | Align Technology, Inc. (a) | 667,759 | ||||||
14,615 | Baxter International, Inc. | 2,085,355 | ||||||
8,268 | Becton, Dickinson & Co. | 1,920,531 | ||||||
41,525 | Boston Scientific Corp. (a) | 229,451 | ||||||
6,230 | Dentsply Sirona, Inc. | 1,199,194 | ||||||
11,198 | DexCom, Inc. (a) | 1,374,771 | ||||||
17,924 | Edwards Lifesciences Corp. (a) | 2,517,094 | ||||||
10,245 | Intuitive Surgical, Inc. (a) | 12,386,909 | ||||||
75,798 | Johnson & Johnson | 3,224,911 | ||||||
38,534 | Medtronic PLC ADR (Ireland) | 969,887 | ||||||
4,247 | ResMed, Inc. | 597,640 | ||||||
2,894 | Steris PLC ADR (Ireland) | 2,478,455 | ||||||
9,765 | Stryker Corp. | 331,051 | ||||||
1,360 | Teleflex, Inc. | 499,319 | ||||||
1,431 | The Cooper Companies, Inc. | 774,737 | ||||||
|
|
|||||||
6,084 | Zimmer Biomet Holdings, Inc. | 31,825,115 | ||||||
|
|
|||||||
Professional, Scientific, and Technical Services - 1.7% |
358,794 | |||||||
1,475 | Charles River Laboratories International, Inc. (a) | 1,235,373 | ||||||
5,385 | IQVIA Holdings, Inc. (a) | 1,686,478 | ||||||
|
|
|||||||
9,579 | Moderna, Inc. (a) | 3,280,645 | ||||||
|
|
|||||||
TOTAL COMMON STOCKS (Cost $149,964,852) |
$ | 144,997,533 | ||||||
|
|
|||||||
SHORT TERM INVESTMENTS - 33.3% |
||||||||
Money Market Funds - 33.3% |
||||||||
23,883,898 | Dreyfus Government Cash Management Institutional Shares, 4.23% (b) | $ | 23,883,898 | |||||
3,333,058 | Goldman Sachs Financial Square Government Fund Institutional Shares, 4.22% (b) | 3,333,058 | ||||||
36,958,679 | Goldman Sachs Financial Square Treasury Instruments Fund Institutional Shares, 4.22% (b) | 36,958,679 | ||||||
|
|
|||||||
TOTAL SHORT TERM INVESTMENTS (Cost $64,175,635) |
$ | 64,175,635 | ||||||
|
|
|||||||
TOTAL INVESTMENTS (Cost $214,140,487) - 108.5% (c) |
$ | 209,173,168 | ||||||
Liabilities in Excess of Other Assets - (8.5)% |
(16,357,809 | ) | ||||||
|
|
|||||||
TOTAL NET ASSETS - 100.0% |
$ | 192,815,359 | ||||||
|
|
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 January 31, 2023. |
(c) | All or a portion of these securities have been segregated as collateral for swap contracts. Total value of securities segregated amounted to $172,282,265. |
ADR - American Depository Receipt
Long Total Return Swap Contracts (Unaudited)
January 31, 2023
Terms of Payments to be Received at Termination |
Terms of Payments to be Paid at Termination |
Counterparty |
Termination Date |
Contracts | Notional Amount |
Unrealized Depreciation |
||||||||||||
Total return of Health Care Select Sector Index |
4.9000 % representing 1 month SOFR rate + spread | Bank of America Merrill Lynch | 12/8/2023 | 18,000 | $ | 25,382,520 | $ | (1,243,650 | ) | |||||||||
Total return of Health Care Select Sector Index |
4.7500 % representing 1 month SOFR rate + spread | J.P. Morgan | 12/12/2023 | 109,999 | 152,463,757 | (4,885,194 | ) | |||||||||||
Total return of Health Care Select Sector Index |
4.9400 % representing 1 month SOFR rate + spread | UBS Securities LLC | 12/13/2023 | 123,599 | 173,227,755 | (7,432,420 | ) | |||||||||||
Total return of Health Care Select Sector Index |
4.9000 % representing 1 month SOFR rate + spread | Barclays | 12/20/2023 | 70,208 | 97,146,994 | (3,017,364 | ) | |||||||||||
|
|
|
|
|||||||||||||||
$ | 448,221,026 | $ | (16,578,628 | ) | ||||||||||||||
|
|
|
|
Direxion Daily Homebuilders & Supplies Bull 3X Shares
Schedule of Investments (Unaudited)
January 31, 2023
Shares |
Fair Value | |||||||
COMMON STOCKS - 69.4% |
||||||||
Building Material and Garden Equipment and Supplies Dealers - 5.7% |
||||||||
24,183 | Lowes Companies, Inc. |
$ | 5,036,110 | |||||
29,035 | MasterBrand, Inc. (a) |
267,122 | ||||||
15,626 | The Home Depot, Inc. |
5,065,480 | ||||||
|
|
|||||||
10,368,712 | ||||||||
|
|
|||||||
Construction of Buildings - 41.3% |
||||||||
18,952 | Beazer Homes USA, Inc. (a) |
310,244 | ||||||
18,461 | Century Communities, Inc. |
1,129,813 | ||||||
204,363 | D.R. Horton, Inc. |
20,168,585 | ||||||
17,736 | Green Brick Partners , Inc. (a) |
553,363 | ||||||
54,232 | KB Home |
2,085,221 | ||||||
9,506 | Lennar Corp. |
820,938 | ||||||
166,345 | Lennar Corp. Class A |
17,033,728 | ||||||
13,383 | LGI Homes, Inc. (a) |
1,523,655 | ||||||
37,223 | M.D.C Holdings, Inc. |
1,405,541 | ||||||
17,909 | M/I Homes, Inc. (a) |
1,070,958 | ||||||
23,878 | Meritage Homes Corp. (a) |
2,571,422 | ||||||
1,960 | NVR, Inc. (a) |
10,329,200 | ||||||
148,752 | PulteGroup, Inc. |
8,462,501 | ||||||
70,744 | Taylor Morrison Home Corp. (a) |
2,532,635 | ||||||
68,815 | Toll Brothers, Inc. |
4,093,804 | ||||||
65,888 | TRI Pointe Group, Inc. (a) |
1,455,466 | ||||||
|
|
|||||||
75,547,074 | ||||||||
|
|
|||||||
Fabricated Metal Product Manufacturing - 0.7% |
||||||||
13,472 | PGT Innovations, Inc. (a) |
292,342 | ||||||
9,563 | Simpson Manufacturing Company, Inc. |
1,024,293 | ||||||
|
|
|||||||
1,316,635 | ||||||||
|
|
|||||||
Furniture and Related Product Manufacturing - 0.1% |
||||||||
3,733 | American Woodmark Corp. (a) |
213,864 | ||||||
|
|
|||||||
Furniture, Home Furnishings, Electronics, and Appliance Retailers - 1.2% |
||||||||
5,122 | Ethan Allen Interiors, Inc. |
147,207 | ||||||
23,825 | Floor & Decor Holdings, Inc. (a) |
2,162,595 | ||||||
|
|
|||||||
2,309,802 | ||||||||
|
|
|||||||
Machinery Manufacturing - 0.2% |
||||||||
22,294 | Hayward Holdings, Inc. (a) |
300,746 | ||||||
|
|
|||||||
Management of Companies and Enterprises - 0.3% |
||||||||
24,594 | AZEK Company, Inc. (a) |
593,453 | ||||||
|
|
|||||||
Merchant Wholesalers, Durable Goods - 6.4% |
||||||||
11,395 | Beacon Roofing Supply, Inc. (a) |
648,148 | ||||||
33,044 | Builders FirstSource, Inc. (a) |
2,633,607 | ||||||
28,793 | Fortune Brands Home & Security, Inc. |
1,857,436 | ||||||
29,765 | Leggett & Platt, Inc. |
1,088,208 | ||||||
7,240 | Lennox International, Inc. |
1,886,889 | ||||||
6,577 | Lumber Liquidators Holdings, Inc. (a) |
39,857 | ||||||
11,838 | Mohawk Industries, Inc. (a) |
1,421,270 | ||||||
7,469 | Watsco, Inc. |
2,146,366 | ||||||
|
|
|||||||
11,721,781 | ||||||||
|
|
|||||||
Merchant Wholesalers, Nondurable Goods - 2.6% |
||||||||
19,924 | The Sherwin Williams Co. |
4,713,819 | ||||||
|
|
|||||||
Nonmetallic Mineral Product Manufacturing - 1.9% |
||||||||
8,273 | Eagle Materials, Inc. |
1,208,520 | ||||||
20,983 | Owens Corning |
2,028,007 | ||||||
7,436 | Quanex Building Products Corp. |
192,518 | ||||||
|
|
|||||||
3,429,045 | ||||||||
|
|
|||||||
Specialty Trade Contractors - 3.2% |
||||||||
15,316 | Installed Building Products, Inc. |
1,686,139 | ||||||
20,874 | TopBuild Corp. (a) |
4,176,052 | ||||||
|
|
|||||||
5,862,191 | ||||||||
|
|
|||||||
Wood Product Manufacturing - 5.8% |
||||||||
5,410 | Cavco Industries, Inc. (a) |
1,439,601 | ||||||
18,936 | JELD-WEN Holding, Inc. (a) |
239,540 | ||||||
16,097 | Louisiana-Pacific Corp. |
1,096,045 | ||||||
50,636 | Masco Corp. |
2,693,835 | ||||||
5,002 | Masonite International Corp. ADR (a) |
456,282 | ||||||
34,566 | Skyline Champion Corp. (a) |
2,037,666 | ||||||
24,637 | Trex Company, Inc. (a) |
1,298,863 | ||||||
13,838 | UFP Industries, Inc. |
1,294,545 | ||||||
|
|
|||||||
10,556,377 | ||||||||
|
|
|||||||
TOTAL COMMON STOCKS (Cost $113,167,258) |
$ | 126,933,499 | ||||||
|
|
|||||||
SHORT TERM INVESTMENTS - 33.6% |
||||||||
Money Market Funds - 33.6% |
||||||||
33,745,678 | Dreyfus Government Cash Management Institutional Shares, 4.23% (b) |
$ | 33,745,678 | |||||
11,147,012 | Goldman Sachs Financial Square Government Fund Institutional Shares, 4.22% (b) |
11,147,012 | ||||||
16,594,751 | Goldman Sachs Financial Square Treasury Instruments Fund Institutional Shares, 4.22% (b) |
16,594,751 | ||||||
|
|
|||||||
TOTAL SHORT TERM INVESTMENTS (Cost $61,487,441) |
$ | 61,487,441 | ||||||
|
|
|||||||
TOTAL INVESTMENTS (Cost $174,654,699) - 103.0% (c) |
$ | 188,420,940 | ||||||
Liabilities in Excess of Other Assets - (3.0)% |
(5,461,821 | ) | ||||||
|
|
|||||||
TOTAL NET ASSETS - 100.0% |
$ | 182,959,119 | ||||||
|
|
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 January 31, 2023. |
(c) | All or a portion of these securities have been segregated as collateral for swap contracts. Total value of securities segregated amounted to $115,598,467. |
ADR - American Depository Receipt
Long Total Return Swap Contracts (Unaudited)
January 31, 2023
Terms of Payments to be Received at Termination |
Terms of Payments to be Paid at Termination |
Counterparty |
Termination Date |
Contracts | Notional Amount |
Unrealized Appreciation |
||||||||||||
Total return of Dow Jones U.S. Select Home Construction Index |
5.0900% representing 1 month SOFR rate + spread | BNP Paribas | 12/5/2023 | 2,208 | $ | 24,826,332 | $ | 2,481,500 | ||||||||||
Total return of Dow Jones U.S. Select Home Construction Index |
4.8500% representing 1 month SOFR rate + spread | Bank of America Merrill Lynch | 12/8/2023 | 9,425 | 108,613,341 | 8,178,907 | ||||||||||||
Total return of Dow Jones U.S. Select Home Construction Index |
4.7500% representing 1 month SOFR rate + spread | Citibank N.A. | 12/19/2023 | 10,461 | 115,762,518 | 13,758,757 | ||||||||||||
Total return of Dow Jones U.S. Select Home Construction Index |
4.8000% representing 1 month SOFR rate + spread | Barclays | 12/20/2023 | 11,859 | 127,700,386 | 19,056,757 | ||||||||||||
|
|
|
|
|||||||||||||||
$ | 376,902,577 | $ | 43,475,921 | |||||||||||||||
|
|
|
|
Direxion Daily Industrials Bull 3X Shares
Schedule of Investments (Unaudited)
January 31, 2023
Shares |
Fair Value | |||||||
COMMON STOCKS - 65.5% |
||||||||
Administrative and Support Services - 2.6% |
||||||||
495 | Allegion PLC ADR (Ireland) |
$ | 58,187 | |||||
689 | Equifax, Inc. |
153,096 | ||||||
610 | Robert Half International, Inc. |
51,215 | ||||||
1,302 | Rollins, Inc. |
47,393 | ||||||
2,101 | Waste Management, Inc. |
325,088 | ||||||
|
|
|||||||
634,979 | ||||||||
|
|
|||||||
Air Transportation - 1.8% |
||||||||
713 | Alaska Air Group, Inc. (a) |
36,605 | ||||||
3,656 | American Airlines Group, Inc. (a) |
59,008 | ||||||
3,607 | Delta Air Lines, Inc. (a) |
141,034 | ||||||
3,339 | Southwest Airlines Co. |
119,436 | ||||||
1,839 | United Continental Holdings, Inc. (a) |
90,037 | ||||||
|
|
|||||||
446,120 | ||||||||
|
|
|||||||
Building Material and Garden Equipment and Supplies Dealers - 0.3% |
||||||||
298 | Snap-on, Inc. |
74,122 | ||||||
|
|
|||||||
Computer and Electronic Product Manufacturing - 7.9% |
||||||||
1,292 | AMETEK, Inc. |
187,237 | ||||||
1,989 | Fortive Corp. |
135,312 | ||||||
1,071 | L3 Harris Technologies, Inc. |
230,072 | ||||||
814 | Northrop Grumman Corp. |
364,704 | ||||||
2,343 | Otis Worldwide Corp. |
192,665 | ||||||
8,268 | Raytheon Technologies Corp. |
825,560 | ||||||
|
|
|||||||
1,935,550 | ||||||||
|
|
|||||||
Couriers and Messengers - 4.2% |
||||||||
1,346 | FedEx Corp. |
260,935 | ||||||
4,104 | United Parcel Service, Inc. Class B |
760,184 | ||||||
|
|
|||||||
1,021,119 | ||||||||
|
|
|||||||
Electrical Equipment, Appliance, and Component Manufacturing - 2.3% |
||||||||
713 | A.O. Smith Corp. |
48,270 | ||||||
3,326 | Emerson Electric Co. |
300,072 | ||||||
356 | Generac Holdings, Inc. (a) |
42,934 | ||||||
646 | Rockwell Automation, Inc. |
182,191 | ||||||
|
|
|||||||
573,467 | ||||||||
|
|
|||||||
Fabricated Metal Product Manufacturing - 0.5% |
||||||||
925 | Pentair PLC ADR (Ireland) |
51,226 | ||||||
832 | Stanley Black & Decker, Inc. |
74,306 | ||||||
|
|
|||||||
125,532 | ||||||||
|
|
|||||||
Machinery Manufacturing - 12.9% |
||||||||
4,705 | Carrier Global Corp. |
214,219 | ||||||
2,928 | Caterpillar, Inc. |
738,705 | ||||||
793 | Cummins, Inc. |
197,885 | ||||||
1,545 | Deere & Co. |
653,288 | ||||||
6,146 | General Electric Co. |
494,630 | ||||||
424 | IDEX Corp. |
101,624 | ||||||
2,277 | Ingersoll Rand, Inc. |
127,512 | ||||||
303 | Nordson Corp. |
73,720 | ||||||
722 | Parker Hannifin Corp. |
235,372 | ||||||
1,296 | Trane Technologies PLC ADR (Ireland) |
232,140 | ||||||
1,014 | Xylem, Inc. |
105,466 | ||||||
|
|
|||||||
3,174,561 | ||||||||
|
|
|||||||
Merchant Wholesalers, Durable Goods - 4.1% |
||||||||
486 | Cintas Corp. |
215,658 | ||||||
2,411 | Copart, Inc. (a) |
160,597 | ||||||
3,222 | Fastenal Co. |
162,872 | ||||||
223 | Huntington Ingalls Industries, Inc. |
49,180 | ||||||
3,874 | Johnson Controls International PLC ADR (Ireland) |
269,514 | ||||||
252 | W.W. Grainger, Inc. |
148,549 | ||||||
|
|
|||||||
1,006,370 | ||||||||
|
|
|||||||
Merchant Wholesalers, Nondurable Goods - 1.5% |
||||||||
1,573 | Illinois Tool Works, Inc. |
371,291 | ||||||
|
|
|||||||
Miscellaneous Manufacturing - 2.3% |
||||||||
3,109 | 3M Co. |
357,784 | ||||||
789 | Dover Corp. |
119,794 | ||||||
1,176 | Textron, Inc. |
85,671 | ||||||
|
|
|||||||
563,249 | ||||||||
|
|
|||||||
National Security and International Affairs - 0.3% |
||||||||
769 | Leidos Holdings, Inc. |
76,008 | ||||||
|
|
|||||||
Primary Metal Manufacturing - 0.3% |
||||||||
2,071 | Howmet Aerospace, Inc. |
84,269 | ||||||
|
|
|||||||
Professional, Scientific, and Technical Services - 2.5% |
||||||||
2,238 | Eaton Corp PLC ADR (Ireland) |
363,026 | ||||||
718 | Jacobs Solutions, Inc. |
88,709 | ||||||
879 | Verisk Analytics, Inc. Class A |
159,793 | ||||||
|
|
|||||||
611,528 | ||||||||
|
|
|||||||
Rail Transportation - 4.4% |
||||||||
11,825 | CSX Corp. |
365,629 | ||||||
3,458 | Union Pacific Corp. |
706,089 | ||||||
|
|
|||||||
1,071,718 | ||||||||
|
|
|||||||
Rental and Leasing Services - 0.7% |
||||||||
390 | United Rentals, Inc. (a) |
171,971 | ||||||
|
|
|||||||
Specialty Trade Contractors - 0.5% |
||||||||
804 | Quanta Services, Inc. |
122,361 | ||||||
|
|
|||||||
Support Activities for Transportation - 2.3% |
||||||||
662 | C.H. Robinson Worldwide, Inc. |
66,313 | ||||||
895 | Expeditors International of Washington, Inc. |
96,794 | ||||||
467 | J.B. Hunt Transport Services, Inc. |
88,286 | ||||||
1,302 | Norfolk Southern Corp. |
320,045 | ||||||
|
|
|||||||
571,438 | ||||||||
|
|
|||||||
Transportation Equipment Manufacturing - 11.8% |
||||||||
3,150 | Boeing Co. (a) |
670,950 | ||||||
1,266 | General Dynamics Corp. |
295,054 | ||||||
3,782 | Honeywell International, Inc. |
788,472 | ||||||
1,312 | Lockheed Martin Corp. |
607,797 | ||||||
1,956 | Paccar, Inc. |
213,810 | ||||||
291 | TransDigm Group, Inc. |
208,865 | ||||||
1,023 | Wabtec Corp. |
106,198 | ||||||
|
|
|||||||
2,891,146 | ||||||||
|
|
|||||||
Truck Transportation - 0.7% |
||||||||
510 | Old Dominion Freight Line, Inc. |
169,952 | ||||||
|
|
|||||||
Waste Management and Remediation Services - 0.6% |
||||||||
1,156 | Republic Services, Inc. |
144,292 | ||||||
|
|
|||||||
Web Search Portals, Libraries, Archives, and Other Information Services - 0.7% |
||||||||
2,287 | CoStar Group, Inc. (a) |
178,157 | ||||||
|
|
|||||||
Wood Product Manufacturing - 0.3% |
||||||||
1,269 | Masco Corp. |
67,511 | ||||||
|
|
|||||||
TOTAL COMMON STOCKS (Cost $17,004,532) |
$ | 16,086,711 | ||||||
|
|
|||||||
SHORT TERM INVESTMENTS - 30.9% |
||||||||
Money Market Funds - 30.9% |
||||||||
2,666,439 | Dreyfus Government Cash Management Institutional Shares, 4.23% (b) |
$ | 2,666,439 | |||||
2,210,033 | Goldman Sachs Financial Square Government Fund Institutional Shares, 4.22% (b) |
2,210,033 | ||||||
2,722,760 | Goldman Sachs Financial Square Treasury Instruments Fund Institutional Shares, 4.22% (b) |
2,722,760 | ||||||
|
|
|||||||
TOTAL SHORT TERM INVESTMENTS (Cost $7,599,232) |
$ | 7,599,232 | ||||||
|
|
|||||||
TOTAL INVESTMENTS (Cost $24,603,764) - 96.4% (c) |
$ | 23,685,943 | ||||||
Other Assets in Excess of Liabilities - 3.6% |
881,759 | |||||||
|
|
|||||||
TOTAL NET ASSETS - 100.0% |
$ | 24,567,702 | ||||||
|
|
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 January 31, 2023. |
(c) | All or a portion of these securities have been segregated as collateral for swap contracts. Total value of securities segregated amounted to $16,998,183. |
ADR - American Depository Receipt
Long Total Return Swap Contracts (Unaudited)
January 31, 2023
Terms of Payments to be Received at Termination |
Terms of Payments to be Paid at Termination |
Counterparty |
Termination Date |
Contracts | Notional Amount |
Unrealized Appreciation |
||||||||||||
Total return of Industrials Select Sector Index |
4.7500% representing 1 month SOFR rate + spread | J.P. Morgan | 12/12/2023 | 23,521 | $ | 23,754,615 | $ | 306,052 | ||||||||||
Total return of Industrials Select Sector Index |
4.9000% representing 1 month SOFR rate + spread | Citibank N.A. | 12/19/2023 | 18,024 | 18,222,203 | 197,748 | ||||||||||||
Total return of Industrials Select Sector Index |
4.6500% representing 1 month SOFR rate + spread | Barclays | 12/20/2023 | 14,549 | 14,544,781 | 320,750 | ||||||||||||
|
|
|
|
|||||||||||||||
$ | 56,521,599 | $ | 824,550 | |||||||||||||||
|
|
|
|
Direxion Daily Pharmaceutical & Medical Bull 3X Shares
Schedule of Investments (Unaudited)
January 31, 2023
Shares |
Fair Value | |||||||
COMMON STOCKS - 60.7% |
||||||||
Administrative and Support Services - 2.3% |
||||||||
6,613 | Royalty Pharma PLC ADR (United Kingdom) |
$ | 259,163 | |||||
|
|
|||||||
Ambulatory Health Care Services - 5.3% |
||||||||
3,688 | Axsome Therapeutics, Inc. (a) |
276,600 | ||||||
25,613 | Viatris, Inc. |
311,454 | ||||||
|
|
|||||||
588,054 | ||||||||
|
|
|||||||
Chemical Manufacturing - 45.2% |
||||||||
2,248 | Aclaris Therapeutics, Inc. (a) |
37,991 | ||||||
1,606 | Amphastar Pharmaceuticals, Inc. (a) |
48,598 | ||||||
369 | ANI Pharmaceuticals, Inc. (a) |
16,505 | ||||||
3,503 | Bristol-Myers Squibb Co. |
254,493 | ||||||
2,010 | Cara Therapeutics, Inc. (a) |
23,477 | ||||||
7,129 | Cassava Sciences, Inc. (a)(b) |
199,612 | ||||||
6,180 | Catalent, Inc. (a) |
330,939 | ||||||
1,244 | Collegium Pharmaceutical, Inc. (a) |
34,932 | ||||||
4,453 | Corcept Therapeutics, Inc. (a) |
101,796 | ||||||
21,792 | Elanco Animal Health, Inc. (a) |
299,204 | ||||||
765 | Eli Lilly and Company |
263,275 | ||||||
10,151 | Esperion Therapeutics, Inc. (a) |
64,560 | ||||||
2,304 | Harmony Biosciences Holdings, Inc. (a) |
110,984 | ||||||
3,795 | Innoviva, Inc. (a) |
48,007 | ||||||
4,164 | Intra-Cellular Therapies, Inc. (a) |
199,539 | ||||||
1,817 | Jazz Pharmaceuticals PLC ADR (Ireland) (a) |
284,651 | ||||||
1,355 | Ligand Pharmaceuticals, Inc. (a) |
94,443 | ||||||
2,538 | Merck & Co., Inc. |
272,607 | ||||||
12,995 | Nektar Therapeutics (a) |
35,346 | ||||||
10,207 | Organon & Co. |
307,537 | ||||||
3,018 | Pacira Pharmaceuticals, Inc. (a) |
118,517 | ||||||
8,751 | Perrigo Co. PLC ADR (Ireland) |
327,462 | ||||||
5,338 | Pfizer, Inc. |
235,726 | ||||||
3,106 | Pliant Therapeutics, Inc. (a) |
108,834 | ||||||
1,475 | Prestige Consumer Healthcare, Inc. (a) |
96,996 | ||||||
5,901 | Provention Bio, Inc. (a) |
51,103 | ||||||
11,726 | Revance Therapeutics, Inc. (a) |
406,658 | ||||||
12,265 | SIGA Technologies, Inc. |
89,902 | ||||||
2,472 | Supernus Pharmaceuticals, Inc. (a) |
101,377 | ||||||
4,545 | Theravance Biopharma, Inc. ADR (a) |
49,131 | ||||||
3,089 | Ventyx Biosciences, Inc. (a) |
129,738 | ||||||
1,800 | Zoetis, Inc. |
297,882 | ||||||
|
|
|||||||
5,041,822 | ||||||||
|
|
|||||||
Merchant Wholesalers, Nondurable Goods - 2.3% |
||||||||
5,870 | Amylxy Pharmaceuticals, Inc. (a) |
230,046 | ||||||
4,175 | Atea Pharmaceuticals, Inc. (a) |
19,330 | ||||||
|
|
|||||||
249,376 | ||||||||
|
|
|||||||
Miscellaneous Manufacturing - 2.3% |
||||||||
1,571 | Johnson & Johnson |
256,733 | ||||||
|
|
|||||||
Professional, Scientific, and Technical Services - 3.3% |
||||||||
3,167 | Arvinas, Inc. (a) |
103,783 | ||||||
2,712 | DICE Therapeutics, Inc. (a) |
86,160 | ||||||
4,083 | Reata Pharmaceuticals, Inc. (a)(b) |
176,916 | ||||||
|
|
|||||||
366,859 | ||||||||
|
|
|||||||
TOTAL COMMON STOCKS (Cost $6,709,773) |
$ | 6,762,007 | ||||||
|
|
|||||||
SHORT TERM INVESTMENTS - 37.4% |
||||||||
Money Market Funds - 37.4% |
||||||||
2,309,421 | Dreyfus Government Cash Management Institutional Shares, 4.23% (c)(d) |
$ | 2,309,421 | |||||
470,595 | Goldman Sachs Financial Square Government Fund Institutional Shares, 4.22% (c) |
470,595 | ||||||
1,392,382 | Goldman Sachs Financial Square Treasury Instruments Fund Institutional Shares, 4.22% (c) |
1,392,382 | ||||||
|
|
|||||||
TOTAL SHORT TERM INVESTMENTS (Cost $4,172,398) |
$ | 4,172,398 | ||||||
|
|
|||||||
TOTAL INVESTMENTS (Cost $10,882,171) - 98.1% (e) |
$ | 10,934,405 | ||||||
Other Assets in Excess of Liabilities - 1.9% |
213,264 | |||||||
|
|
|||||||
TOTAL NET ASSETS - 100.0% |
$ | 11,147,669 | ||||||
|
|
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 January 31, 2023. |
(d) | All or a portion of this security represents an investment of securities lending collateral. |
(e) | All or a portion of these securities have been segregated as collateral for swap contracts. Total value of securities segregated amounted to $6,693,269. |
ADR - American Depository Receipt
Long Total Return Swap Contracts (Unaudited)
January 31, 2023
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 Pharmaceuticals Select Industry Index |
4.9400 % representing 1 month SOFR rate + spread | UBS Securities LLC | 12/13/2023 | 1,980 | $ | 9,589,713 | $ | 297,959 | ||||||||||
Total return of S&P Pharmaceuticals Select Industry Index |
4.6500 % representing 1 month SOFR rate + spread | Citibank N.A. | 12/19/2023 | 1,536 | 7,472,118 | 185,225 | ||||||||||||
Total return of S&P Pharmaceuticals Select Industry Index |
4.9000 % representing 1 month SOFR rate + spread | Barclays | 12/20/2023 | 1,808 | 8,739,554 | 265,379 | ||||||||||||
|
|
|
|
|||||||||||||||
$ | 25,801,385 | $ | 748,563 | |||||||||||||||
|
|
|
|
Direxion Daily Real Estate Bull 3X Shares
Schedule of Investments (Unaudited)
January 31, 2023
Shares |
Fair Value | |||||||
COMMON STOCKS - 57.7% |
||||||||
Accommodation - 0.8% |
||||||||
25,675 | Host Hotels & Resorts, Inc. |
$ | 483,974 | |||||
|
|
|||||||
Administrative and Support Services - 1.0% |
||||||||
10,437 | Iron Mountain, Inc. |
569,651 | ||||||
|
|
|||||||
Professional, Scientific, and Technical Services - 1.3% |
||||||||
4,809 | Extra Space Storage, Inc. |
759,004 | ||||||
|
|
|||||||
Real Estate - 48.5% |
||||||||
5,362 | Alexandria Real Estate Equities, Inc. |
861,888 | ||||||
16,718 | American Tower Corp. |
3,734,634 | ||||||
5,024 | AvalonBay Communities, Inc. |
891,459 | ||||||
5,124 | Boston Properties, Inc. |
381,943 | ||||||
3,824 | Camden Property Trust |
471,155 | ||||||
11,345 | CBRE Group, Inc. Class A (a) |
970,111 | ||||||
15,549 | Crown Castle International Corp. |
2,302,962 | ||||||
10,323 | Digital Realty Trust, Inc. |
1,183,222 | ||||||
12,213 | Equity Residential |
777,357 | ||||||
2,325 | Essex Property Trust, Inc. |
525,613 | ||||||
2,624 | Federal Realty Investment Trust |
292,655 | ||||||
19,302 | Healthpeak Properties, Inc. |
530,419 | ||||||
20,856 | Invitation Homes, Inc. |
677,820 | ||||||
22,206 | Kimco Realty Corp. |
498,747 | ||||||
4,145 | Mid-America Apartment Communities, Inc. |
691,054 | ||||||
33,147 | Prologis, Inc. |
4,285,244 | ||||||
5,676 | Public Storage |
1,727,434 | ||||||
22,519 | Realty Income Corp. |
1,527,464 | ||||||
5,529 | Regency Centers Corp. |
368,397 | ||||||
11,740 | Simon Property Group, Inc. |
1,508,120 | ||||||
10,989 | UDR, Inc. |
468,022 | ||||||
14,352 | Ventas, Inc. |
743,577 | ||||||
34,581 | VICI Properties, Inc. |
1,181,979 | ||||||
16,966 | Welltower, Inc. |
1,273,129 | ||||||
26,426 | Weyerhaeuser Co. |
909,847 | ||||||
|
|
|||||||
28,784,252 | ||||||||
|
|
|||||||
Telecommunications - 6.1% |
||||||||
3,321 | Equinix, Inc. |
2,451,330 | ||||||
3,877 | SBA Communications Corp. |
1,153,524 | ||||||
|
|
|||||||
3,604,854 | ||||||||
|
|
|||||||
TOTAL COMMON STOCKS (Cost $36,587,868) |
$ | 34,201,735 | ||||||
|
|
|||||||
SHORT TERM INVESTMENTS - 37.8% |
||||||||
Money Market Funds - 37.8% |
||||||||
9,717,602 | Dreyfus Government Cash Management Institutional Shares, 4.23% (b) |
$ | 9,717,602 | |||||
12,689,658 | Goldman Sachs Financial Square Treasury Instruments Fund Institutional Shares, 4.22% (b) |
12,689,658 | ||||||
|
|
|||||||
TOTAL SHORT TERM INVESTMENTS (Cost $22,407,260) |
$ | 22,407,260 | ||||||
|
|
|||||||
TOTAL INVESTMENTS (Cost $58,995,128) - 95.5% (c) |
$ | 56,608,995 | ||||||
Other Assets in Excess of Liabilities - 4.5% |
2,682,170 | |||||||
|
|
|||||||
TOTAL NET ASSETS - 100.0% |
$ | 59,291,165 | ||||||
|
|
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 January 31, 2023. |
(c) | All or a portion of these securities have been segregated as collateral for swap contracts. Total value of securities segregated amounted to $44,545,246. |
Long Total Return Swap Contracts (Unaudited)
January 31, 2023
Terms of Payments to
be |
Terms of Payments to
be |
Counterparty |
Termination Date |
Contracts | Notional Amount |
Unrealized Appreciation |
||||||||||||
Total return of Real Estate Select Sector Index |
4.3500 % representing 1 month SOFR rate + spread | Bank of America Merrill Lynch | 12/8/2023 | 470,712 | $ | 91,095,324 | $ | 2,878,169 | ||||||||||
Total return of Real Estate Select Sector Index |
4.5500 % representing 1 month SOFR rate + spread | J.P. Morgan | 1/8/2024 | 248,593 | 46,217,430 | 3,363,663 | ||||||||||||
|
|
|
|
|||||||||||||||
$ | 137,312,754 | $ | 6,241,832 | |||||||||||||||
|
|
|
|
Direxion Daily Real Estate Bear 3X Shares
Schedule of Investments (Unaudited)
January 31, 2023
Shares |
Fair Value | |||||||
SHORT TERM INVESTMENTS - 114.6% |
||||||||
Money Market Funds - 114.6% |
||||||||
106,037,117 | Dreyfus Government Cash Management Institutional Shares, 4.23% (a) |
$ | 106,037,117 | |||||
81,317,998 | Goldman Sachs Financial Square Treasury Instruments Fund Institutional Shares, 4.22% (a) |
81,317,998 | ||||||
|
|
|||||||
TOTAL SHORT TERM INVESTMENTS (Cost $187,355,115) (b) |
$ | 187,355,115 | ||||||
|
|
|||||||
TOTAL INVESTMENTS (Cost $187,355,115) - 114.6% |
$ | 187,355,115 | ||||||
Liabilities in Excess of Other Assets - (14.6)% |
(23,820,227 | ) | ||||||
|
|
|||||||
TOTAL NET ASSETS - 100.0% |
$ | 163,534,888 | ||||||
|
|
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 January 31, 2023. |
(b) | All or a portion of these securities have been segregated as collateral for swap contracts. Total value of securities segregated amounted to $118,208,843. |
Short Total Return Swap Contracts (Unaudited)
January 31, 2023
Terms of Payments to be Received at Termination |
Terms of Payments to be Paid at Termination |
Counterparty |
Termination Date |
Contracts | Notional Amount |
Unrealized Depreciation |
||||||||||||
4.1500 % representing 1 month SOFR rate + spread |
Total return of Real Estate Select Sector Index | Bank of America Merrill Lynch | 12/8/2023 | 610,271 | $ | 118,610,815 | $ | (3,221,218 | ) | |||||||||
4.0500 % representing 1 month SOFR rate + spread |
Total return of Real Estate Select Sector Index | J.P. Morgan | 12/12/2023 | 838,613 | 157,833,946 | (9,683,524 | ) | |||||||||||
4.1000 % representing 1 month SOFR rate + spread |
Total return of Real Estate Select Sector Index | UBS Securities LLC | 12/13/2023 | 1,007,451 | 188,765,745 | (12,216,292 | ) | |||||||||||
|
|
|
|
|||||||||||||||
$ | 465,210,506 | $ | (25,121,034 | ) | ||||||||||||||
|
|
|
|
Direxion Daily Regional Banks Bull 3X Shares
Schedule of Investments (Unaudited)
January 31, 2023
Shares |
Fair Value | |||||||
COMMON STOCKS - 65.3% |
||||||||
Credit Intermediation and Related Activities - 59.9% |
||||||||
2,154 | 1st Source Corp. | $ | 105,955 | |||||
3,099 | Amerant Bancorp, Inc. | 86,276 | ||||||
18,586 | Ameris Bancorp | 876,516 | ||||||
70,342 | Associated Banc-Corp | 1,576,364 | ||||||
10,731 | Atlantic Union Bankshares Corp. | 415,182 | ||||||
6,303 | BancFirst Corp. | 542,877 | ||||||
9,858 | Bank of Hawaii Corp. | 754,038 | ||||||
1,979 | Bank of Marin Bancorp | 60,300 | ||||||
41,171 | Bank OZK | 1,880,280 | ||||||
34,388 | BankUnited, Inc. | 1,294,364 | ||||||
9,443 | Banner Corp. | 612,190 | ||||||
14,269 | Berkshire Hills Bancorp, Inc. | 443,052 | ||||||
8,517 | BOK Financial Corp. | 855,958 | ||||||
17,498 | Brookline Bancorp, Inc. | 228,874 | ||||||
66,096 | Cadence Bank | 1,690,736 | ||||||
1,738 | Camden National Corp. | 73,396 | ||||||
16,587 | Cathay General Bancorp | 729,165 | ||||||
51,754 | Citizens Financial Group, Inc. | 2,241,983 | ||||||
3,650 | City Holding Co. | 345,983 | ||||||
1,369 | Coastal Financial Corp. (a) | 62,522 | ||||||
50,659 | Columbia Banking System, Inc. | 1,565,870 | ||||||
31,255 | Comerica, Inc. | 2,291,304 | ||||||
19,410 | Commerce Bancshares, Inc. | 1,291,930 | ||||||
11,540 | Community Bank System, Inc. | 665,973 | ||||||
2,073 | Community Trust Bancorp, Inc. | 89,305 | ||||||
5,403 | ConnectOne Bancorp, Inc. | 128,429 | ||||||
15,886 | Customers Bancorp, Inc. (a) | 482,458 | ||||||
34,341 | CVB Financial Corp. | 831,739 | ||||||
4,806 | Dime Community Bancshares, Inc. | 143,315 | ||||||
7,354 | Eagle Bancorp, Inc. | 349,241 | ||||||
31,382 | East West Bancorp, Inc. | 2,464,115 | ||||||
39,647 | Eastern Bankshares, Inc. | 641,092 | ||||||
5,548 | Enterprise Financial Services Corp. | 295,819 | ||||||
117,861 | F.N.B. Corp. | 1,681,876 | ||||||
7,203 | FB Financial Corp. | 270,545 | ||||||
62,662 | Fifth Third Bancorp | 2,274,004 | ||||||
1,907 | Financial Institutions, Inc. | 47,122 | ||||||
6,738 | First Bancorp | 268,509 | ||||||
79,179 | First BanCorp ADR | 1,064,958 | ||||||
5,698 | First Bancshares, Inc. | 174,644 | ||||||
6,948 | First Busey Corp. | 165,849 | ||||||
2,650 | First Citizens BancShares, Inc. Class A | 2,060,852 | ||||||
23,475 | First Commonwealth Financial Corp. | 345,317 | ||||||
15,359 | First Financial Bancorp | 389,043 | ||||||
25,571 | First Financial Bankshares, Inc. | 910,839 | ||||||
1,985 | First Financial Corp. | 89,166 | ||||||
30,486 | First Hawaiian, Inc. | 836,536 | ||||||
84,189 | First Horizon National Corp. | 2,081,994 | ||||||
8,195 | First Merchants Corp. | 349,435 | ||||||
17,620 | First Republic Bank | 2,482,306 | ||||||
5,404 | Flushing Finanicial Corp. | 103,703 | ||||||
48,828 | Fulton Financial Corp. | 816,892 | ||||||
18,572 | Glacier Bancorp, Inc. | 846,697 | ||||||
1,437 | Great Southern Bancorp, Inc. | 83,978 | ||||||
24,960 | Hancock Holding Co. | 1,284,941 | ||||||
6,844 | Hanmi Financial Corp. Class A | 159,397 | ||||||
7,697 | HarborOne Bancorp, Inc. | 104,987 | ||||||
6,007 | Heartland Financial USA, Inc. | 297,166 | ||||||
9,442 | Heritage Commerce Corp. | 114,437 | ||||||
10,290 | Heritage Financial Corp. | 293,574 | ||||||
21,553 | Hilltop Holdings, Inc. | 704,783 | ||||||
7,852 | HomeStreet, Inc. | 216,480 | ||||||
39,028 | Hope Bancorp, Inc. | 503,071 | ||||||
10,335 | Horizon Bancorp, Inc. | 161,639 | ||||||
141,643 | Huntington Bancshares, Inc. | 2,148,724 | ||||||
8,743 | Independent Bank Corp. (Massachusetts) | 696,730 | ||||||
2,740 | Independent Bank Corp. (Michigan) | 60,746 | ||||||
8,559 | Independent Bank Group, Inc. | 524,667 | ||||||
14,572 | International Bancshares Corp. | 682,990 | ||||||
118,307 | KeyCorp | 2,270,311 | ||||||
12,855 | Lakeland Bancorp, Inc. | 247,716 | ||||||
5,284 | Lakeland Financial Corp. | 373,632 | ||||||
13,886 | Live Oak Bancshares, Inc. | 475,318 | ||||||
13,615 | M&T Bank Corp. | 2,123,940 | ||||||
1,556 | Mercantile Bank Corp. | 53,417 | ||||||
8,651 | Meta Financial Group, Inc. | 429,263 | ||||||
3,608 | Midland States Bancorp, Inc. | 91,932 | ||||||
7,070 | NBT Bancorp, Inc. | 277,922 | ||||||
1,175 | Nicolet Bankshares, Inc. (a) | 85,646 | ||||||
41,630 | Northwest Bancshares, Inc. | 588,648 | ||||||
13,854 | OceanFirst Financial Corp. | 331,388 | ||||||
12,890 | OFG Bancorp ADR | 364,916 | ||||||
90,866 | Old National Bancorp | 1,590,155 | ||||||
6,496 | Old Second Bancorp, Inc. | 110,367 | ||||||
5,734 | Origin Bancorp, Inc. | 215,025 | ||||||
19,323 | Pacific Premier Bancorp, Inc. | 624,906 | ||||||
71,133 | PacWest Bancorp | 1,967,539 | ||||||
1,628 | Park National Corp. | 203,907 | ||||||
2,998 | Peapack-Gladstone Financial Corp. | 111,196 | ||||||
4,767 | Peoples Bancorp, Inc. | 141,437 | ||||||
22,930 | Pinnacle Financial Partners, Inc. | 1,805,279 | ||||||
13,376 | PNC Financial Services Group, Inc. | 2,212,792 | ||||||
31,386 | Popular, Inc. ADR | 2,154,335 | ||||||
2,721 | Preferred Bank | 193,545 | ||||||
5,042 | Premier Financial Corp. | 126,151 | ||||||
24,157 | Prosperity Bancshares, Inc. | 1,832,550 | ||||||
93,591 | Regions Financial Corp. | 2,203,132 | ||||||
9,050 | Renasant Corp. | 321,999 | ||||||
6,454 | S&T Bancorp, Inc. | 234,797 | ||||||
7,561 | Sandy Spring Bancorp, Inc. |
255,562 | ||||||
20,248 | Seacoast Banking Corp. of Florida | 650,163 | ||||||
17,381 | Signature Bank | 2,241,280 | ||||||
96,167 | Silvergate Capital Corp. (a)(b) | 1,369,418 | ||||||
30,698 | Simmons First National Corp. | 684,872 | ||||||
6,045 | Southside Bancshares, Inc. | 228,985 | ||||||
14,340 | Stellar Bancorp, Inc. | 403,097 | ||||||
9,357 | SVB Financial Group (a) | 2,829,931 | ||||||
51,139 | Synovus Financial Corp. | 2,145,281 | ||||||
24,008 | Texas Capital Bancshares, Inc. (a) | 1,586,209 | ||||||
12,145 | The Bancorp, Inc. (a) | 412,080 | ||||||
1,837 | Tompkins Financial Corp. | 138,381 | ||||||
6,986 | Towne Bank | 212,863 | ||||||
3,832 | TriCo Bancshares | 193,708 | ||||||
11,133 | Triumph Bancorp, Inc. (a) | 620,442 | ||||||
48,975 | Truist Financial Corp. | 2,418,875 | ||||||
11,612 | Trustmark Corp. | 338,141 | ||||||
9,447 | UMB Financial Corp. | 852,025 | ||||||
31,428 | United Bankshares, Inc. | 1,263,406 | ||||||
34,383 | United Community Banks, Inc. | 1,118,823 | ||||||
4,428 | Univest Corp. of Pennsylvania | 120,220 | ||||||
120,885 | Valley National Bancorp | 1,436,114 | ||||||
17,790 | Washington Federal, Inc. | 630,833 | ||||||
2,649 | Washington Trust Bancorp, Inc. | 113,298 | ||||||
43,651 | Webster Financial Corp. | 2,298,225 | ||||||
10,095 | WesBanco, Inc. | 375,231 | ||||||
6,936 | Westamerica Bancorp | 385,364 | ||||||
33,917 | Western Alliance Bancorp | 2,556,324 | ||||||
22,209 | Wintrust Financial Corp. | 2,031,457 | ||||||
43,397 | Zions Bancorp | 2,306,985 | ||||||
|
|
|||||||
107,395,952 | ||||||||
|
|
|||||||
Management of Companies and Enterprises - 5.3% |
||||||||
18,062 | Banc of California, Inc. | 314,640 | ||||||
4,316 | Byline Bancorp, Inc. | 107,037 | ||||||
7,479 | Central Pacific Financial Corp. | 169,025 | ||||||
15,054 | Cullen/Frost Bankers, Inc. | 1,961,235 | ||||||
18,146 | First Foundation, Inc. | 281,807 | ||||||
31,444 | First Interstate BancSystem, Inc. | 1,128,211 | ||||||
50,651 | Home Bancshares, Inc. | 1,209,039 | ||||||
3,454 | Metropolitan Bank Holding Corp. (a) | 205,099 | ||||||
8,225 | National Bank Holdings Corp. | 347,342 | ||||||
8,017 | ServisFirst Bancshares, Inc. | 546,599 | ||||||
19,134 | South State Corp. | 1,523,066 | ||||||
71,498 | Umpqua Holdings Corp. | 1,301,264 | ||||||
14,841 | Veritex Holdings, Inc. | 417,774 | ||||||
|
|
|||||||
9,512,138 | ||||||||
|
|
|||||||
Securities, Commodity Contracts, and Other Financial Investments and Related Activities - 0.1% |
||||||||
5,021 | CrossFirst Bankshares, Inc. (a) | 67,784 | ||||||
3,515 | QCR Holdings, Inc. | 184,748 | ||||||
|
|
|||||||
252,532 | ||||||||
|
|
|||||||
TOTAL COMMON STOCKS (Cost $127,213,190) |
$ | 117,160,622 | ||||||
|
|
|||||||
SHORT TERM INVESTMENTS - 36.8% |
||||||||
Money Market Funds - 36.8% |
||||||||
38,143,509 | Dreyfus Government Cash Management Institutional Shares, 4.23% (c)(d) |
$ | 38,143,509 | |||||
1,458,920 | Goldman Sachs Financial Square Government Fund Institutional Shares, 4.22% (c) |
1,458,920 | ||||||
26,406,967 | Goldman Sachs Financial Square Treasury Instruments Fund Institutional Shares, 4.22% (c) |
26,406,967 | ||||||
|
|
|||||||
TOTAL SHORT TERM INVESTMENTS (Cost $66,009,396) |
$ | 66,009,396 | ||||||
|
|
|||||||
TOTAL INVESTMENTS (Cost $193,222,586) - 102.1% (e) |
$ | 183,170,018 | ||||||
Liabilities in Excess of Other Assets - (2.1)% |
(3,814,755 | ) | ||||||
|
|
|||||||
TOTAL NET ASSETS - 100.0% |
$ | 179,355,263 | ||||||
|
|
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 January 31, 2023. |
(d) | All or a portion of this security represents an investment of securities lending collateral. |
(e) | All or a portion of these securities have been segregated as collateral for swap contracts. Total value of securities segregated amounted to $120,834,833. |
ADR - American Depository Receipt
Long Total Return Swap Contracts (Unaudited)
January 31, 2023
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 Regional Banks Select Industry Index |
4.8500 % representing 1 month SOFR rate + spread | J.P. Morgan | 12/12/2023 | 60,639 | $ | 115,386,315 | $ | 2,532,307 | ||||||||||
Total return of S&P Regional Banks Select Industry Index |
4.8400 % representing 1 month SOFR rate + spread | UBS Securities LLC | 12/13/2023 | 78,934 | 145,526,896 | 8,131,930 | ||||||||||||
Total return of S&P Regional Banks Select Industry Index |
4.8000 % representing 1 month SOFR rate + spread | Barclays | 12/20/2023 | 75,993 | 143,263,358 | 4,533,821 | ||||||||||||
|
|
|
|
|||||||||||||||
$ | 404,176,569 | $ | 15,198,058 | |||||||||||||||
|
|
|
|
Direxion Daily Retail Bull 3X Shares
Schedule of Investments (Unaudited)
January 31, 2023
Shares |
Fair Value | |||||||
COMMON STOCKS - 63.4% |
||||||||
Administrative and Support Services - 0.7% |
||||||||
15,749 | Revolve Group, Inc. (a) |
$ | 449,477 | |||||
|
|
|||||||
Clothing and Clothing Accessories Stores - 14.4% |
||||||||
17,261 | Abercrombie & Fitch Co. Class A (a) |
499,879 | ||||||
7,482 | Academy Sports & Outdoors Inc. |
437,098 | ||||||
25,744 | American Eagle Outfitters, Inc. |
415,508 | ||||||
9,625 | Bath & Body Works, Inc. |
442,846 | ||||||
6,531 | Boot Barn Holdings, Inc. (a) |
545,273 | ||||||
18,422 | Caleres, Inc. |
479,340 | ||||||
72,131 | Chicos FAS, Inc. (a) |
380,130 | ||||||
11,805 | Childrens Place Retail Stores, Inc. (a) |
535,593 | ||||||
40,048 | Designer Brands, Inc. |
412,895 | ||||||
29,301 | Gap, Inc. (b) |
397,615 | ||||||
5,022 | Genesco, Inc. (a) |
242,512 | ||||||
19,612 | Guess?, Inc. |
454,410 | ||||||
23,376 | Nordstrom, Inc. |
456,767 | ||||||
3,542 | Ross Stores, Inc. |
418,629 | ||||||
10,550 | Shoe Carnival, Inc. |
288,121 | ||||||
5,969 | Signet Jewelers Ltd. ADR |
458,479 | ||||||
9,113 | The Buckle, Inc. |
400,972 | ||||||
5,216 | TJX Companies, Inc. |
426,982 | ||||||
14,888 | Urban Outfitters, Inc. (a) |
407,782 | ||||||
9,053 | Victorias Secret & Co. (a) |
381,584 | ||||||
10,903 | Zumiez, Inc. (a) |
281,625 | ||||||
|
|
|||||||
8,764,040 | ||||||||
|
|
|||||||
Electronics and Appliance Stores - 1.4% |
||||||||
4,979 | Best Buy Co., Inc. |
441,737 | ||||||
18,000 | GameStop Corp. Class A (a)(b) |
393,660 | ||||||
|
|
|||||||
835,397 | ||||||||
|
|
|||||||
Food and Beverage Stores - 3.4% |
||||||||
19,051 | Albertsons Companies, Inc. Class A |
403,881 | ||||||
14,267 | Grocery Outlet Holding Corp. (a) |
433,574 | ||||||
2,468 | Ingles Markets, Inc. |
234,460 | ||||||
8,758 | Kroger Co. |
390,869 | ||||||
12,065 | Sprouts Farmers Market, Inc. (a) |
385,477 | ||||||
2,199 | Weis Markets, Inc. |
189,862 | ||||||
|
|
|||||||
2,038,123 | ||||||||
|
|
|||||||
Food Services and Drinking Places - 1.7% |
||||||||
1,680 | Caseys General Stores, Inc. |
396,329 | ||||||
10,793 | Wayfair, Inc. (a)(b) |
652,976 | ||||||
|
|
|||||||
1,049,305 | ||||||||
|
|
|||||||
Gasoline Stations - 0.4% |
||||||||
5,022 | TravelCenters of America Inc. (a) |
228,601 | ||||||
|
|
|||||||
General Merchandise Stores - 9.1% |
||||||||
24,536 | Big Lots, Inc. |
401,409 | ||||||
5,797 | BJs Wholesale Club Holdings, Inc. (a) |
420,109 | ||||||
2,096 | Burlington Stores, Inc. (a) |
481,724 | ||||||
840 | Costco Wholesale Corp. |
429,358 | ||||||
1,208 | Dillards, Inc. Class A |
475,118 | ||||||
1,679 | Dollar General Corp. |
392,214 | ||||||
2,864 | Dollar Tree, Inc. (a) |
430,116 | ||||||
2,302 | Five Below, Inc. (a) |
453,793 | ||||||
15,412 | Kohls Corp. |
498,886 | ||||||
18,457 | Macys, Inc. |
436,139 | ||||||
3,250 | PriceSmart, Inc. |
241,507 | ||||||
2,676 | Target Corp. |
460,647 | ||||||
2,801 | Wal-Mart Stores, Inc. |
402,980 | ||||||
|
|
|||||||
5,524,000 | ||||||||
|
|
|||||||
Health and Personal Care Stores - 1.8% |
||||||||
12,207 | Petmed Express, Inc. |
262,206 | ||||||
864 | Ulta Salon, Cosmetics & Fragrance, Inc. (a) |
444,062 | ||||||
10,079 | Walgreens Boots Alliance, Inc. |
371,512 | ||||||
|
|
|||||||
1,077,780 | ||||||||
|
|
|||||||
Lessors of Nonfinancial Intangible Assets (except Copyrighted Works) - 0.2% |
||||||||
407 | Winmark Corp. |
114,286 | ||||||
|
|
|||||||
Machinery Manufacturing - 1.5% |
||||||||
33,659 | Leslies, Inc. (a) |
521,378 | ||||||
10,198 | Xometry, Inc. (a) |
357,134 | ||||||
|
|
|||||||
878,512 | ||||||||
|
|
|||||||
Merchant Wholesalers, Durable Goods - 0.3% |
||||||||
2,180 | Americas Car-Mart, Inc. (a) |
187,785 | ||||||
|
|
|||||||
Merchant Wholesalers, Nondurable Goods - 0.8% |
||||||||
10,735 | Foot Locker, Inc. |
467,080 | ||||||
|
|
|||||||
Miscellaneous Manufacturing - 1.5% |
||||||||
10,644 | National Vision Holdings, Inc. (a) |
437,468 | ||||||
38,755 | Petco Health & Wellness Co., Inc. (a) |
453,046 | ||||||
|
|
|||||||
890,514 | ||||||||
|
|
|||||||
Miscellaneous Store Retailers - 3.8% |
||||||||
9,331 | Chewy, Inc. (a) |
420,455 | ||||||
7,939 | Ollies Bargain Outlet Holdings, Inc. (a) |
434,740 | ||||||
35,918 | Sally Beauty Holdings, Inc. (a) |
559,602 | ||||||
8,801 | The ODP Corp. (a) |
454,132 | ||||||
1,865 | Tractor Supply Co. |
425,201 | ||||||
|
|
|||||||
2,294,130 | ||||||||
|
|
|||||||
Motor Vehicle and Parts Dealers - 9.9% |
||||||||
2,795 | Advance Auto Parts, Inc. |
425,623 | ||||||
2,247 | Asbury Automotive Group, Inc. (a) |
494,340 | ||||||
3,503 | AutoNation, Inc. (a) |
443,900 | ||||||
166 | AutoZone, Inc. (a) |
404,849 | ||||||
6,200 | CarMax, Inc. (a) |
436,790 | ||||||
80,649 | Carvana Co. (a)(b) |
820,200 | ||||||
73,116 | EVgo, Inc. (a)(b) |
503,769 | ||||||
2,138 | Group 1 Automotive, Inc. |
457,211 | ||||||
10,430 | MarineMax, Inc. (a) |
325,938 | ||||||
1,414 | Murphy USA, Inc. |
384,651 | ||||||
492 | OReilly Automotive, Inc. (a) |
389,836 | ||||||
2,494 | OneWater Marine. Inc. (a) |
81,654 | ||||||
3,271 | Penske Automotive Group, Inc. |
418,099 | ||||||
7,931 | Sonic Automotive, Inc. |
425,974 | ||||||
|
|
|||||||
6,012,834 | ||||||||
|
|
|||||||
Nonstore Retailers - 5.2% |
||||||||
4,572 | Amazon.com, Inc. (a) |
471,510 | ||||||
7,368 | DoorDash, Inc. (a) |
426,755 | ||||||
9,333 | eBay, Inc. |
461,983 | ||||||
3,213 | Etsy, Inc. (a) |
442,044 | ||||||
17,770 | Overstock.com, Inc. (a) |
430,212 | ||||||
104,965 | Stitch Fix, Inc. (a) |
546,868 | ||||||
24,679 | Warby Parker, Inc. (a)(b) |
398,566 | ||||||
|
|
|||||||
3,177,938 | ||||||||
|
|
|||||||
Printing and Related Support Activities - 0.2% |
||||||||
11,726 | Arko Corp. |
98,381 | ||||||
|
|
|||||||
Professional, Scientific, and Technical Services - 2.4% |
||||||||
661,046 | ContextLogic, Inc. (a) |
454,733 | ||||||
15,530 | Franchise Group, Inc. (b) |
479,722 | ||||||
205,690 | Qurate Retail, Inc. (a) |
530,680 | ||||||
|
|
|||||||
1,465,135 | ||||||||
|
|
|||||||
Rental and Leasing Services - 0.8% |
||||||||
17,186 | Rent-A-Center, Inc. |
462,132 | ||||||
|
|
|||||||
Repair and Maintenance - 0.8% |
||||||||
5,568 | Liquidity Services, Inc. (a) |
83,464 | ||||||
8,410 | Monro Muffler Brake, Inc. |
428,069 | ||||||
|
|
|||||||
511,533 | ||||||||
|
|
|||||||
Sporting Goods, Hobby, Musical Instrument, and Book Stores - 2.3% |
||||||||
16,913 | Camping World Holdings, Inc. (b) |
429,759 | ||||||
3,414 | Dicks Sporting Goods, Inc. |
446,415 | ||||||
6,020 | Hibbett Sports, Inc. |
399,487 | ||||||
12,766 | Sportsmans Warehouse Holdings, Inc. (a) |
120,384 | ||||||
|
|
|||||||
1,396,045 | ||||||||
|
|
|||||||
Truck Transportation - 0.8% |
||||||||
1,860 | Lithia Motors, Inc. Class A |
489,552 | ||||||
|
|
|||||||
TOTAL COMMON STOCKS (Cost $34,756,911) |
$ | 38,412,580 | ||||||
|
|
|||||||
SHORT TERM INVESTMENTS - 33.4% |
||||||||
Money Market Funds - 33.4% |
||||||||
11,761,211 | Dreyfus Government Cash Management Institutional Shares, 4.23% (c)(d) |
$ | 11,761,211 | |||||
1 | Goldman Sachs Financial Square Government Fund Institutional Shares, 4.22% (c) |
1 | ||||||
8,485,695 | Goldman Sachs Financial Square Treasury Instruments Fund Institutional Shares, 4.22% (c) |
8,485,695 | ||||||
|
|
|||||||
TOTAL SHORT TERM INVESTMENTS (Cost $20,246,907) |
$ | 20,246,907 | ||||||
|
|
|||||||
TOTAL INVESTMENTS (Cost $55,003,818) - 96.8% (e) |
$ | 58,659,487 | ||||||
Other Assets in Excess of Liabilities - 3.2% |
1,890,908 | |||||||
|
|
|||||||
TOTAL NET ASSETS - 100.0% |
$ | 60,550,395 | ||||||
|
|
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 January 31, 2023. |
(d) | All or a portion of this security represents an investment of securities lending collateral. |
(e) | All or a portion of these securities have been segregated as collateral for swap contracts. Total value of securities segregated amounted to $39,301,256. |
ADR - American Depository Receipt
Long Total Return Swap Contracts (Unaudited)
January 31, 2023
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 Retail Select Industry® Index |
4.7000 % representing 1 month SOFR rate + spread | J.P. Morgan | 12/12/2023 | 9,184 | $ | 62,941,501 | $ | 4,998,123 | ||||||||||
Total return of S&P Retail Select Industry® Index |
4.8900 % representing 1 month SOFR rate + spread | UBS Securities LLC | 12/13/2023 | 5,070 | 34,674,122 | 2,894,429 | ||||||||||||
Total return of S&P Retail Select Industry® Index |
4.6500 % representing 1 month SOFR rate + spread | Citibank N.A. | 12/19/2023 | 5,045 | 34,221,446 | 3,086,752 | ||||||||||||
|
|
|
|
|||||||||||||||
$ | 131,837,069 | $ | 10,979,304 | |||||||||||||||
|
|
|
|
Direxion Daily S&P 500® High Beta Bull 3X Shares
Schedule of Investments (Unaudited)
January 31, 2023
Shares |
Fair Value | |||||||
COMMON STOCKS - 67.7% |
||||||||
Accommodation - 2.5% |
||||||||
15,524 | Caesars Entertainment Inc. (a) |
$ | 808,179 | |||||
10,427 | Las Vegas Sands Corp. (a) |
615,193 | ||||||
14,180 | MGM Resorts International |
587,194 | ||||||
|
|
|||||||
2,010,566 | ||||||||
|
|
|||||||
Administrative and Support Services - 1.2% |
||||||||
215 | Booking Holdings, Inc. (a) |
523,332 | ||||||
5,533 | Live Nation Entertainment, Inc. (a) |
445,351 | ||||||
|
|
|||||||
968,683 | ||||||||
|
|
|||||||
Air Transportation - 2.0% |
||||||||
36,596 | American Airlines Group, Inc. (a) |
590,659 | ||||||
12,932 | Delta Air Lines, Inc. (a) |
505,641 | ||||||
11,710 | United Continental Holdings, Inc. (a) |
573,322 | ||||||
|
|
|||||||
1,669,622 | ||||||||
|
|
|||||||
Amusement, Gambling, and Recreation Industries - 0.9% |
||||||||
6,843 | Wynn Resorts Ltd. (a) |
709,209 | ||||||
|
|
|||||||
Apparel Manufacturing - 0.7% |
||||||||
4,622 | Ralph Lauren Corp. |
572,435 | ||||||
|
|
|||||||
Broadcasting and Content Providers - 1.3% |
||||||||
31,902 | Dish Network Corp. (a) |
459,070 | ||||||
40,026 | Warner Bros Discovery, Inc. (a) |
593,185 | ||||||
|
|
|||||||
1,052,255 | ||||||||
|
|
|||||||
Chemical Manufacturing - 0.5% |
||||||||
1,500 | Albemarle Corp. |
422,175 | ||||||
|
|
|||||||
Clothing, Clothing Accessories, Shoe, and Jewelry Retailers - 0.8% |
||||||||
14,203 | Bath & Body Works, Inc. |
653,480 | ||||||
|
|
|||||||
Computer and Electronic Product Manufacturing - 16.2% |
||||||||
10,911 | Advanced Micro Devices, Inc. (a) |
819,962 | ||||||
4,685 | Alphabet, Inc. Class C (a) |
467,891 | ||||||
2,655 | Analog Devices, Inc. |
455,253 | ||||||
2,943 | Apple, Inc. |
424,645 | ||||||
3,676 | Arista Networks, Inc. (a) |
463,250 | ||||||
856 | Broadcom, Inc. |
500,769 | ||||||
1,945 | Enphase Energy, Inc. (a) |
430,584 | ||||||
10,323 | Fortinet, Inc. (a) |
540,306 | ||||||
2,040 | Illumina, Inc. (a) |
436,968 | ||||||
7,397 | Microchip Technology, Inc. |
574,155 | ||||||
8,415 | Micron Technology, Inc. |
507,425 | ||||||
1,786 | Monolithic Power Systems, Inc. |
761,836 | ||||||
5,094 | NVIDIA Corp. |
995,215 | ||||||
3,031 | NXP Semiconductors NV ADR (Netherlands) |
558,644 | ||||||
9,643 | ON Semiconductor Corp. (a) |
708,278 | ||||||
5,408 | Qorvo, Inc. (a) |
587,633 | ||||||
4,229 | Qualcomm, Inc. |
563,345 | ||||||
5,191 | Skyworks Solutions, Inc. |
569,297 | ||||||
1,956 | SolarEdge Technologies, Inc. (a) |
624,218 | ||||||
6,050 | Teradyne, Inc. |
615,285 | ||||||
8,317 | Trimble, Inc. (a) |
482,885 | ||||||
11,991 | Western Digital Corp. (a) |
527,004 | ||||||
2,029 | Zebra Technologies Corp. Class A (a) |
641,529 | ||||||
|
|
|||||||
13,256,377 | ||||||||
|
|
|||||||
Construction of Buildings - 2.0% |
||||||||
5,398 | D.R. Horton, Inc. |
532,729 | ||||||
5,220 | Lennar Corp. Class A |
534,528 | ||||||
10,615 | PulteGroup, Inc. |
603,887 | ||||||
|
|
|||||||
1,671,144 | ||||||||
|
|
|||||||
Credit Intermediation and Related Activities - 3.8% |
||||||||
3,887 | Capital One Financial Corp. |
462,553 | ||||||
3,438 | First Republic Bank |
484,346 | ||||||
3,962 | Signature Bank |
510,900 | ||||||
5,252 | State Street Corp. |
479,665 | ||||||
2,386 | SVB Financial Group (a) |
721,622 | ||||||
11,584 | Synchrony Financial |
425,480 | ||||||
|
|
|||||||
3,084,566 | ||||||||
|
|
|||||||
Electrical Equipment, Appliance, and Component Manufacturing - 0.8% |
||||||||
5,623 | Generac Holdings, Inc. (a) |
678,134 | ||||||
|
|
|||||||
Funds, Trusts, and Other Financial Vehicles - 0.6% |
||||||||
3,942 | T. Rowe Price Group, Inc. |
459,125 | ||||||
|
|
|||||||
General Merchandise Retailers - 1.9% |
||||||||
5,722 | Amazon.com, Inc. (a) |
590,110 | ||||||
6,762 | Etsy, Inc. (a) |
930,316 | ||||||
|
|
|||||||
1,520,426 | ||||||||
|
|
|||||||
Insurance Carriers and Related Activities - 0.6% |
||||||||
13,456 | Lincoln National Corp. |
476,746 | ||||||
|
|
|||||||
Leather and Allied Product Manufacturing - 1.4% |
||||||||
4,376 | NIKE, Inc. Class B |
557,196 | ||||||
13,890 | Tapestry, Inc. |
632,967 | ||||||
|
|
|||||||
1,190,163 | ||||||||
|
|
|||||||
Machinery Manufacturing - 1.5% |
||||||||
5,701 | Applied Materials, Inc. |
635,604 | ||||||
1,245 | Lam Research Corp. |
622,625 | ||||||
|
|
|||||||
1,258,229 | ||||||||
|
|
|||||||
Management of Companies and Enterprises - 1.7% |
||||||||
74,111 | Carnival Corp. ADR (Panama) (a) |
801,881 | ||||||
41,759 | Norwegian Cruise Line Holdings Ltd. ADR (a) |
635,154 | ||||||
|
|
|||||||
1,437,035 | ||||||||
|
|
|||||||
Merchant Wholesalers, Durable Goods - 0.7% |
||||||||
1,551 | KLA-Tencor Corp. |
608,736 | ||||||
|
|
|||||||
Mining (except Oil and Gas) - 0.7% |
||||||||
12,242 | Freeport-McMoRan Copper & Gold, Inc. |
546,238 | ||||||
|
|
|||||||
Miscellaneous Manufacturing - 2.8% |
||||||||
2,923 | Align Technology, Inc. (a) |
788,421 | ||||||
4,325 | DexCom, Inc. (a) |
463,164 | ||||||
1,973 | Estee Lauder Companies, Inc. Class A |
546,679 | ||||||
1,885 | Intuitive Surgical, Inc. (a) |
463,126 | ||||||
|
|
|||||||
2,261,390 | ||||||||
|
|
|||||||
Motion Picture and Sound Recording Industries - 0.9% |
||||||||
1,989 | Netflix, Inc. (a) |
703,828 | ||||||
|
|
|||||||
Motor Vehicle and Parts Dealers - 0.6% |
||||||||
6,528 | CarMax, Inc. (a) |
459,898 | ||||||
|
|
|||||||
Professional, Scientific, and Technical Services - 5.6% |
||||||||
1,781 | Charles River Laboratories International, Inc. (a) |
433,228 | ||||||
13,819 | DXC Technology Co. (a) |
397,020 | ||||||
1,665 | EPAM Systems, Inc. (a) |
553,862 | ||||||
12,149 | Match Group, Inc. (a) |
657,504 | ||||||
5,396 | Meta Platforms, Inc. (a) |
803,842 | ||||||
2,821 | Moderna, Inc. (a) |
496,666 | ||||||
1,765 | Paycom Software, Inc. (a) |
571,754 | ||||||
1,469 | ServiceNow, Inc. (a) |
668,586 | ||||||
|
|
|||||||
4,582,462 | ||||||||
|
|
|||||||
Publishing Industries - 7.2% |
||||||||
1,525 | Adobe Systems, Inc. (a) |
564,768 | ||||||
2,030 | ANSYS, Inc. (a) |
540,711 | ||||||
2,486 | Autodesk, Inc. (a) |
534,888 | ||||||
2,923 | Cadence Design Systems, Inc. (a) |
534,412 | ||||||
9,783 | Ceridian HCM Holding, Inc. (a) |
707,115 | ||||||
1,399 | Intuit, Inc. |
591,315 | ||||||
1,752 | Microsoft Corp. |
434,163 | ||||||
3,115 | PTC, Inc. (a) |
420,151 | ||||||
3,330 | Salesforce.com, Inc. (a) |
559,340 | ||||||
1,510 | Synopsys, Inc. (a) |
534,163 | ||||||
1,401 | Tyler Technologies, Inc. (a) |
452,201 | ||||||
|
|
|||||||
5,873,227 | ||||||||
|
|
|||||||
Rental and Leasing Services - 0.7% |
||||||||
1,294 | United Rentals, Inc. (a) |
570,589 | ||||||
|
|
|||||||
Securities, Commodity Contracts, and Other Financial Investments and Related Activities - 2.3% |
||||||||
1,290 | Ameriprise Financial, Inc. |
451,655 | ||||||
589 | BlackRock, Inc. |
447,175 | ||||||
26,768 | Invesco Ltd. ADR (a) |
495,475 | ||||||
920 | MSCI, Inc. Class A |
489,035 | ||||||
|
|
|||||||
1,883,340 | ||||||||
|
|
|||||||
Support Activities for Transportation - 0.7% |
||||||||
4,848 | Expedia, Inc. (a) |
554,126 | ||||||
|
|
|||||||
Telecommunications - 0.6% |
||||||||
6,506 | PayPal Holdings, Inc. (a) |
530,174 | ||||||
|
|
|||||||
Transportation Equipment Manufacturing - 3.2% |
||||||||
5,255 | Aptiv PLC ADR (United Kingdom) (a) |
594,288 | ||||||
2,473 | Boeing Co. (a) |
526,749 | ||||||
34,288 | Ford Motor Co. |
463,231 | ||||||
11,653 | General Motors Co. |
458,196 | ||||||
3,243 | Tesla Motors, Inc. (a) |
561,752 | ||||||
|
|
|||||||
2,604,216 | ||||||||
|
|
|||||||
Water Transportation - 0.8% |
||||||||
11,075 | Royal Caribbean Cruises Ltd. ADR (Liberia) (a) |
719,211 | ||||||
|
|
|||||||
Web Search Portals, Libraries, Archives, and Other Information Services- 0.5% |
||||||||
4,906 | CoStar Group, Inc. (a) |
382,177 | ||||||
|
|
|||||||
TOTAL COMMON STOCKS (Cost $51,886,019) |
$ | 55,369,982 | ||||||
|
|
|||||||
SHORT TERM INVESTMENTS - 14.4% |
||||||||
Money Market Funds - 14.4% |
||||||||
1,714,555 | Dreyfus Government Cash Management Institutional Shares, 4.23% (b) |
$ | 1,714,555 | |||||
543,562 | Goldman Sachs Financial Square Government Fund Institutional Shares, 4.22% (b) |
543,562 | ||||||
9,517,913 | Goldman Sachs Financial Square Treasury Instruments Fund Institutional Shares, 4.22% (b) |
9,517,913 | ||||||
|
|
|||||||
TOTAL SHORT TERM INVESTMENTS (Cost $11,776,030) |
$ | 11,776,030 | ||||||
|
|
|||||||
TOTAL INVESTMENTS (Cost $63,662,049) - 82.1% (c) |
$ | 67,146,012 | ||||||
Other Assets in Excess of Liabilities - 17.9% |
14,581,623 | |||||||
|
|
|||||||
TOTAL NET ASSETS - 100.0% |
$ | 81,727,635 | ||||||
|
|
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 January 31, 2023. |
(c) | All or a portion of these securities have been segregated as collateral for swap contracts. Total value of securities segregated amounted to $63,648,915. |
ADR - American Depository Receipt
Long Total Return Swap Contracts (Unaudited)
January 31, 2023
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® High Beta Index |
4.8500% representing 1 month SOFR rate + spread | Bank of America Merrill Lynch | 12/8/2023 | 2,982 | $ | 48,580,443 | $ | 2,234,625 | ||||||||||
Total return of S&P 500® High Beta Index |
4.3300% representing 1 month SOFR rate + spread | UBS Securities LLC | 12/13/2023 | 733 | 11,455,193 | 1,025,799 | ||||||||||||
Total return of S&P 500® High Beta Index |
4.8000% representing 1 month SOFR rate + spread | Citibank N.A. | 12/19/2023 | 646 | 10,103,782 | 877,392 | ||||||||||||
Total return of S&P 500® High Beta Index |
4.7500% representing 1 month SOFR rate + spread | Barclays | 12/20/2023 | 6,746 | 102,855,927 | 11,897,967 | ||||||||||||
|
|
|
|
|||||||||||||||
$ | 172,995,345 | $ | 16,035,783 | |||||||||||||||
|
|
|
|
Direxion Daily S&P 500® High Beta Bear 3X Shares
Schedule of Investments (Unaudited)
January 31, 2023
Shares |
Fair Value | |||||||
SHORT TERM INVESTMENTS - 127.5% |
||||||||
Money Market Funds - 127.5% |
||||||||
47,891,922 | Dreyfus Government Cash Management Institutional Shares, 4.23% (a) |
$ | 47,891,922 | |||||
9,401,045 | Goldman Sachs Financial Square Government Fund Institutional Shares, 4.22% (a) |
9,401,045 | ||||||
17,819,183 | Goldman Sachs Financial Square Treasury Instruments Fund Institutional Shares, 4.22% (a) |
17,819,183 | ||||||
|
|
|||||||
TOTAL SHORT TERM INVESTMENTS (Cost $75,112,150) (b) |
$ | 75,112,150 | ||||||
|
|
|||||||
TOTAL INVESTMENTS (Cost $75,112,150) - 127.5% |
$ | 75,112,150 | ||||||
Liabilities in Excess of Other Assets - (27.5)% |
(16,219,862 | ) | ||||||
|
|
|||||||
TOTAL NET ASSETS - 100.0% |
$ | 58,892,288 | ||||||
|
|
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 January 31, 2023. |
(b) | All or a portion of these securities have been segregated as collateral for swap contracts. Total value of securities segregated amounted to $46,375,392. |
Short Total Return Swap Contracts (Unaudited)
January 31, 2023
Terms of Payments to be Received at Termination |
Terms of Payments to be |
Counterparty |
Termination Date |
Contracts | Notional Amount |
Unrealized Depreciation |
||||||||||||
4.5500% representing 1 month SOFR rate + spread |
Total return of S&P 500® High Beta Index | Bank of America Merrill Lynch | 12/8/2023 | 1,217 | $ | 20,256,295 | $ | (500,854 | ) | |||||||||
4.0500% representing 1 month SOFR rate + spread |
Total return of S&P 500® High Beta Index | J.P. Morgan | 12/12/2023 | 1,463 | 22,917,559 | (1,962,514 | ) | |||||||||||
4.1000% representing 1 month SOFR rate + spread |
Total return of S&P 500® High Beta Index | UBS Securities LLC | 12/13/2023 | 5,739 | 89,717,676 | (7,932,079 | ) | |||||||||||
4.5000% representing 1 month SOFR rate + spread |
Total return of S&P 500® High Beta Index | Barclays | 12/20/2023 | 1,920 | 29,487,436 | (3,148,745 | ) | |||||||||||
|
|
|
|
|||||||||||||||
$ | 162,378,966 | $ | (13,544,192 | ) | ||||||||||||||
|
|
|
|
Direxion Daily S&P Biotech Bull 3X Shares
Schedule of Investments (Unaudited)
January 31, 2023
Shares |
Fair Value | |||||||
COMMON STOCKS - 64.5% |
||||||||
Administrative and Support Services - 0.3% |
||||||||
159,751 | Day One Biopharmaceuticals (a) |
$ | 3,477,779 | |||||
|
|
|||||||
Ambulatory Health Care Services - 1.4% |
||||||||
377,662 | CareDx, Inc. (a) |
5,642,271 | ||||||
51,111 | Keros Therapeutics, Inc. (a) |
2,993,571 | ||||||
164,455 | Natera, Inc. (a) |
7,060,053 | ||||||
|
|
|||||||
15,695,895 | ||||||||
|
|
|||||||
Apparel Manufacturing - 0.2% |
||||||||
398,105 | Sana Biotechnology, Inc. (a)(b) |
1,815,359 | ||||||
|
|
|||||||
Chemical Manufacturing - 42.2% |
||||||||
102,434 | 2seventy bio, Inc. (a) |
1,393,102 | ||||||
38,599 | AbbVie, Inc. |
5,703,002 | ||||||
432,969 | Acadia Pharmaceuticals Inc. (a) |
8,239,400 | ||||||
141,604 | Adicet Bio, Inc. (a) |
1,295,677 | ||||||
614,133 | ADMA Biologics, Inc. (a) |
2,266,151 | ||||||
164,646 | Agios Pharmaceuticals, Inc. (a) |
4,853,764 | ||||||
254,069 | Alkermes PLC ADR (Ireland) (a) |
7,276,536 | ||||||
26,952 | Alnylam Pharmaceuticals, Inc. (a) |
6,101,933 | ||||||
465,837 | Altimmune, Inc. (a) |
6,354,017 | ||||||
22,607 | Amgen, Inc. |
5,706,007 | ||||||
536,632 | Amicus Therapeutics, Inc. (a) |
6,997,681 | ||||||
85,707 | Arcellx, Inc. (a) |
2,863,471 | ||||||
121,052 | Arcturus Therapeutics Holdings, Inc. (a) |
2,557,829 | ||||||
151,647 | Arcus Biosciences Inc. (a) |
3,280,125 | ||||||
235,741 | Arcutis Biotherapeutics, Inc. (a) |
3,906,228 | ||||||
248,619 | Avid Bioservices, Inc. (a) |
3,935,639 | ||||||
148,979 | Beam Therapeutics, Inc. (a) |
6,473,138 | ||||||
597,308 | BioCryst Pharmaceuticals, Inc. (a) |
6,301,599 | ||||||
22,242 | Biogen, Inc. (a) |
6,470,198 | ||||||
61,212 | BioMarin Pharmaceutical, Inc. (a) |
7,060,804 | ||||||
837,792 | bluebird bio, Inc. (a) |
5,319,979 | ||||||
132,829 | Blueprint Medicines Corp. (a) |
6,208,427 | ||||||
502,044 | BridgeBio Pharma, Inc. (a) |
4,658,968 | ||||||
164,439 | Caribou Biosciences, Inc. (a) |
1,185,605 | ||||||
383,203 | Catalyst Pharmaceuticals, Inc. (a) |
5,935,815 | ||||||
111,522 | Celldex Therapeutics, Inc. (a) |
4,913,659 | ||||||
135,338 | Chinook Therapeutics, Inc. (a) |
3,419,991 | ||||||
251,945 | Cogent Biosciences, Inc. (a) |
3,794,292 | ||||||
365,100 | Coherus BioSciences, Inc. (a) |
3,096,048 | ||||||
82,807 | Crinetics Pharmaceuticals, Inc. (a) |
1,623,845 | ||||||
1,144,597 | CTI BioPharma Corp. (a) |
6,329,621 | ||||||
196,553 | Deciphera Pharmaceuticals, Inc. (a) |
3,343,367 | ||||||
220,637 | Denali Therapeutics, Inc. (a) |
6,678,682 | ||||||
189,412 | Design Therapeutics, Inc. (a)(b) |
1,486,884 | ||||||
45,509 | Eagle Pharmaceuticals, Inc. (a) |
1,544,575 | ||||||
323,359 | Emergent Biosolutions, Inc. (a) |
4,265,105 | ||||||
64,912 | Enanta Pharmaceuticals, Inc. (a) |
3,465,003 | ||||||
222,755 | ERASCA, Inc. (a) |
891,020 | ||||||
201,928 | FibroGen, Inc. (a) |
4,765,501 | ||||||
995,492 | Geron Corp. (a) |
3,285,124 | ||||||
71,298 | Gilead Sciences, Inc. |
5,984,754 | ||||||
2,155,942 | Gossamer Bio, Inc. (a)(b) |
5,691,687 | ||||||
110,214 | Halozyme Therapeutics, Inc. (a) |
5,705,779 | ||||||
64,320 | Horizon Therapeutics PLC ADR (Ireland) (a) |
7,057,190 | ||||||
366,810 | ImmunityBio, Inc. (a)(b) |
1,393,878 | ||||||
1,064,238 | Immunogen, Inc. (a) |
4,895,495 | ||||||
76,162 | Incyte Corp. (a) |
6,484,433 | ||||||
339,764 | Insmed, Inc. (a) |
7,315,119 | ||||||
165,284 | Intellia Therapeutics, Inc. (a) |
7,014,653 | ||||||
206,754 | Intercept Pharmaceuticals, Inc. (a) |
3,775,328 | ||||||
167,267 | Ionis Pharmaceuticals, Inc. (a) |
6,668,935 | ||||||
529,661 | Ironwood Pharmaceuticals, Inc. Class A (a) |
6,101,695 | ||||||
79,780 | iTeos Therapeutics, Inc. (a) |
1,667,402 | ||||||
31,902 | Karuna Therapeutics, Inc. (a) |
6,360,940 | ||||||
541,984 | Karyopharm Therapeutics, Inc. (a) |
1,788,547 | ||||||
70,965 | Kiniksa Pharmaceuticals, Ltd. ADR (a) |
1,026,154 | ||||||
47,916 | Krystal Biotech, Inc. (a) |
3,982,778 | ||||||
81,871 | Madrigal Pharmaceuticals, Inc. (a) |
23,599,316 | ||||||
997,284 | MannKind Corp. (a) |
5,455,144 | ||||||
324,182 | Mersana Therapeutics Inc. (a) |
2,133,118 | ||||||
113,839 | Mirum Pharmaceuticals, Inc. (a) |
2,672,940 | ||||||
85,295 | Morphic Holding, Inc. (a) |
2,791,705 | ||||||
215,255 | Myovant Sciences, Ltd. ADR (a) |
5,786,054 | ||||||
160,447 | Myriad Genetics, Inc. (a) |
3,164,015 | ||||||
53,406 | Neurocrine Biosciences, Inc. (a) |
5,924,328 | ||||||
379,976 | Novavax, Inc. (a)(b) |
4,145,538 | ||||||
205,974 | PMV Pharmaceuticals, Inc. (a) |
1,688,987 | ||||||
56,811 | Prometheus Biosciences, Inc. (a) |
6,457,138 | ||||||
107,551 | Prothena Corp. PLC ADR (a) |
6,082,009 | ||||||
164,455 | PTC Therapeutics, Inc. (a) |
7,546,840 | ||||||
113,765 | RAPT Therapeutics, Inc. (a) |
3,304,873 | ||||||
8,204 | Regeneron Pharmaceuticals, Inc. (a) |
6,222,488 | ||||||
111,384 | REGENXBIO, Inc. (a) |
2,585,223 | ||||||
58,269 | Replimune Group Inc. (a) |
1,622,792 | ||||||
238,024 | Rhythm Pharmaceuticals, Inc. (a) |
6,509,956 | ||||||
228,643 | Rocket Pharmaceuticals, Inc. (a) |
4,968,412 | ||||||
127,542 | Sage Therapeutics, Inc. (a) |
5,655,212 | ||||||
549,696 | Sangamo Therapeutics, Inc. (a) |
1,918,439 | ||||||
52,861 | Sarepta Therapeutics, Inc. (a) |
6,606,039 | ||||||
50,778 | Seagen, Inc. (a) |
7,082,515 | ||||||
247,095 | Seres Therapeutics, Inc. (a) |
1,351,610 | ||||||
247,631 | SpringWorks Therapeutics, Inc. (a) |
7,775,613 | ||||||
76,645 | Sutro Biopharma, Inc. (a) |
554,910 | ||||||
205,964 | Syndax Pharmaceuticals Inc. (a) |
5,911,167 | ||||||
584,722 | TG Therapeutics, Inc. (a) |
8,905,316 | ||||||
248,529 | Travere Therapeutics, Inc. (a) |
5,567,050 | ||||||
256,874 | Twist Bioscience Corp. (a) |
7,369,715 | ||||||
154,285 | Ultragenyx Pharmaceutical, Inc. (a) |
6,993,739 | ||||||
153,698 | uniQure N.V. ADR (Netherlands) (a) |
3,266,083 | ||||||
22,467 | United Therapeutics Corp. (a) |
5,912,640 | ||||||
108,919 | Vanda Pharmaceuticals, Inc. (a) |
836,498 | ||||||
219,132 | Veracyte, Inc. (a) |
5,506,787 | ||||||
135,566 | Vericel Corp. (a) |
3,723,998 | ||||||
20,290 | Vertex Pharmaceuticals, Inc. (a) |
6,555,699 | ||||||
91,170 | Viridian Therapeutics, Inc. (a) |
3,329,528 | ||||||
90,675 | Xencor, Inc. (a) |
2,985,021 | ||||||
|
|
|||||||
458,631,034 | ||||||||
|
|
|||||||
Hospitals - 0.1% |
||||||||
37,462 | Nuvalent, Inc. (a)(b) |
1,133,226 | ||||||
|
|
|||||||
Merchant Wholesalers, Nondurable Goods - 2.5% |
||||||||
146,089 | Akero Therapeutics, Inc. (a) |
7,231,406 | ||||||
254,696 | Allakos, Inc. (a) |
1,892,391 | ||||||
391,291 | Atara Biotherapeutics, Inc. (a) |
1,983,845 | ||||||
138,337 | C4 Therapeutics, Inc. (a) |
1,077,645 | ||||||
229,676 | Protagonist Therapeutics Inc. (a) |
3,052,394 | ||||||
368,808 | Relay Therapeutics, Inc. (a) |
7,914,620 | ||||||
178,287 | Zentalis Pharmaceuticals, Inc. (a) |
4,207,573 | ||||||
|
|
|||||||
27,359,874 | ||||||||
|
|
|||||||
Miscellaneous Manufacturing - 1.4% |
||||||||
21,985 | Anika Therapeutics, Inc. (a) |
681,755 | ||||||
2,013,952 | Inovio Pharmaceuticals, Inc. (a) |
3,343,160 | ||||||
137,512 | MiMedx Group, Inc. (a) |
532,171 | ||||||
150,166 | Mirati Therapeutics, Inc. (a) |
8,020,366 | ||||||
1,922,224 | Ocugen, Inc. (a)(b) |
2,441,225 | ||||||
|
|
|||||||
15,018,677 | ||||||||
|
|
|||||||
Pharmaceuticals, Biotechnology & Life Sciences - 0.5% |
||||||||
280,125 | Biohaven, Ltd. ADR (a) |
5,347,586 | ||||||
|
|
|||||||
Professional, Scientific, and Technical Services - 13.3% |
||||||||
37,462 | 4D Molecular Therapeutics, Inc. (a) |
788,575 | ||||||
1,361,080 | Agenus, Inc. (a) |
3,552,419 | ||||||
161,701 | Alector, Inc. (a) |
1,426,203 | ||||||
588,457 | Allogene Therapeutics, Inc. (a) |
4,542,888 | ||||||
54,702 | AnaptysBio, Inc. (a) |
1,361,533 | ||||||
361,490 | Anavex Life Sciences Corp. (a)(b) |
3,929,396 | ||||||
127,789 | Apellis Pharmaceuticals, Inc. (a) |
6,738,314 | ||||||
207,450 | Arrowhead Pharmaceuticals, Inc. (a) |
7,258,675 | ||||||
187,009 | Avidity Biosciences, Inc. (a) |
4,432,113 | ||||||
127,910 | Crispr Therapeutics AG ADR (Switzerland) (a) |
6,525,968 | ||||||
175,393 | Cytokinetics, Inc. (a) |
7,450,695 | ||||||
503,139 | Dynavax Technologies Corp. (a) |
5,725,722 | ||||||
599,611 | Editas Medicine, Inc. (a) |
5,930,153 | ||||||
140,554 | Exact Sciences Corp. (a) |
9,490,206 | ||||||
397,839 | Exelixis, Inc. (a) |
7,009,923 | ||||||
331,688 | Fate Therapeutics, Inc. (a) |
1,976,860 | ||||||
119,992 | IDEAYA Biosciences, Inc. (a) |
2,043,464 | ||||||
153,000 | Inhibrx, Inc. (a) |
3,825,000 | ||||||
309,968 | Iveric Bio, Inc. (a) |
7,160,261 | ||||||
271,310 | Kezar Life Sciences, Inc. (a) |
1,945,293 | ||||||
254,951 | Kura Oncology, Inc. (a) |
3,523,423 | ||||||
167,848 | Kymera Therapeutics, Inc. (a) |
6,274,158 | ||||||
452,285 | Lyell Immunopharma, Inc. (a)(b) |
1,478,972 | ||||||
35,351 | Moderna, Inc. (a) |
6,223,897 | ||||||
128,399 | Nurix Therapeutics, Inc. (a) |
1,578,024 | ||||||
406,584 | Recursion Pharmaceuticals, Inc. (a) |
3,386,845 | ||||||
184,713 | Revolution Medicines, Inc. (a) |
4,939,225 | ||||||
3,322,033 | Sorrento Therapeutics Inc. (a) |
3,184,169 | ||||||
147,942 | Vaxcyte, Inc. (a) |
6,709,170 | ||||||
289,954 | Verve Therapeutics, Inc. (a) |
6,596,453 | ||||||
239,788 | Vir Biotechnology, Inc. (a) |
7,085,735 | ||||||
|
|
|||||||
144,093,732 | ||||||||
|
|
|||||||
Securities, Commodity Contracts, and Other Financial Investments and Related Activities - 1.9% |
||||||||
185,595 | Cerevel Therapeutics Holdings, Inc. (a) |
6,338,069 | ||||||
956,370 | EQRx, Inc. (a) |
2,343,106 | ||||||
179,440 | Immunovant Inc. (a) |
3,188,649 | ||||||
231,447 | POINT Biopharma Global Inc. (a) |
1,851,576 | ||||||
199,335 | Roivant Sciences Ltd. ADR (a)(b) |
1,654,481 | ||||||
620,131 | Scilex Holding Co. (a) |
4,892,834 | ||||||
|
|
|||||||
20,268,715 | ||||||||
|
|
|||||||
Support Activities for Transportation - 0.7% |
||||||||
906,522 | Iovance Biotherapeutics, Inc. (a) |
7,215,915 | ||||||
|
|
|||||||
TOTAL COMMON STOCKS (Cost $712,000,279) |
$ | 700,057,792 | ||||||
|
|
|||||||
SHORT TERM INVESTMENTS - 31.7% |
||||||||
Money Market Funds - 31.7% |
||||||||
193,363,625 | Dreyfus Government Cash Management Institutional Shares, 4.23% (c)(d) |
$ | 193,363,625 | |||||
101,439,555 | Dreyfus Treasury Securities Cash Management Institutional Shares, 4.23% (c) |
101,439,555 | ||||||
3 | Goldman Sachs Financial Square Government Fund Institutional Shares, 4.22% (c) |
3 | ||||||
49,680,681 | Goldman Sachs Financial Square Treasury Instruments Fund Institutional Shares, 4.22% (c) |
49,680,681 | ||||||
|
|
|||||||
TOTAL SHORT TERM INVESTMENTS (Cost $344,483,864) |
$ | 344,483,864 | ||||||
|
|
|||||||
TOTAL INVESTMENTS (Cost $1,056,484,143) - 96.2% (e) |
$ | 1,044,541,656 | ||||||
Other Assets in Excess of Liabilities - 3.8% |
41,119,805 | |||||||
|
|
|||||||
TOTAL NET ASSETS - 100.0% |
$ | 1,085,661,461 | ||||||
|
|
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 January 31, 2023. |
(d) | All or a portion of this security represents an investment of securities lending collateral. |
(e) | All or a portion of these securities have been segregated as collateral for swap contracts. Total value of securities segregated amounted to $913,538,125. |
ADR - American Depository Receipt
Long Total Return Swap Contracts (Unaudited)
January 31, 2023
Terms of Payments to be Received at Termination |
Terms of Payments to be |
Counterparty |
Termination Date |
Contracts | Notional Amount |
Unrealized Appreciation |
||||||||||||
Total return of S&P Biotechnology Select Industry Index |
4.8000 % representing 1 month SOFR rate + spread | BNP Paribas | 12/5/2023 | 50,000 | $ | 313,822,500 | $ | 29,072,977 | ||||||||||
Total return of S&P Biotechnology Select Industry Index |
4.8000 % representing 1 month SOFR rate + spread | Goldman Sachs | 12/7/2023 | 85,736 | 542,038,594 | 46,540,688 | ||||||||||||
Total return of S&P Biotechnology Select Industry Index |
4.1000 % representing 1 month SOFR rate + spread | Bank of America Merrill Lynch | 12/8/2023 | 40,000 | 257,978,800 | 16,510,093 | ||||||||||||
Total return of S&P Biotechnology Select Industry Index |
4.5500 % representing 1 month SOFR rate + spread | J.P. Morgan | 12/12/2023 | 57,028 | 366,783,162 | 24,385,272 | ||||||||||||
Total return of S&P Biotechnology Select Industry Index |
5.0200 % representing 1 month SOFR rate + spread | UBS Securities LLC | 12/13/2023 | 59,443 | 380,829,304 | 27,797,178 | ||||||||||||
Total return of S&P Biotechnology Select Industry Index |
4.5200 % representing 1 month SOFR rate + spread | Citibank N.A. | 12/19/2023 | 39,820 | 253,244,849 | 19,859,102 | ||||||||||||
Total return of S&P Biotechnology Select Industry Index |
5.2500 % representing 1 month SOFR rate + spread | Barclays | 12/20/2023 | 38,741 | 244,596,874 | 20,847,056 | ||||||||||||
|
|
|
|
|||||||||||||||
$ | 2,359,294,083 | $ | 185,012,366 | |||||||||||||||
|
|
|
|
Direxion Daily S&P Biotech Bear 3X Shares
Schedule of Investments (Unaudited)
January 31, 2023
Shares |
Fair Value | |||||||
SHORT TERM INVESTMENTS - 110.4% |
||||||||
Money Market Funds - 110.4% |
||||||||
101,133,990 | Dreyfus Government Cash Management Institutional Shares, 4.23% (a) |
$ | 101,133,990 | |||||
30,165,441 | Dreyfus Treasury Securities Cash Management Institutional Shares, 4.23% (a) |
30,165,441 | ||||||
13,240,000 | Goldman Sachs Financial Square Government Fund Institutional Shares, 4.22% (a) |
13,240,000 | ||||||
27,279,522 | Goldman Sachs Financial Square Treasury Instruments Fund Institutional Shares, 4.22% (a) |
27,279,522 | ||||||
|
|
|||||||
TOTAL SHORT TERM INVESTMENTS (Cost $171,818,953) (b) |
$ | 171,818,953 | ||||||
|
|
|||||||
TOTAL INVESTMENTS (Cost $171,818,953) - 110.4% |
$ | 171,818,953 | ||||||
Liabilities in Excess of Other Assets - (10.4)% |
(16,235,705 | ) | ||||||
|
|
|||||||
TOTAL NET ASSETS - 100.0% |
$ | 155,583,248 | ||||||
|
|
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 January 31, 2023. |
(b) | All or a portion of these securities have been segregated as collateral for swap contracts. Total value of securities segregated amounted to $98,447,441. |
Short Total Return Swap Contracts (Unaudited)
January 31, 2023
Terms of Payments to be Received at Termination |
Terms of Payments to be |
Counterparty |
Termination Date |
Contracts | Notional Amount |
Unrealized Depreciation |
||||||||||||
4.5000 % representing 1 month SOFR rate + spread |
Total return of S&P Biotechnology Select Industry Index | Goldman Sachs | 12/7/2023 | 21,971 | $ | 147,228,082 | $ | (4,119,547 | ) | |||||||||
3.9000 % representing 1 month SOFR rate + spread |
Total return of S&P Biotechnology Select Industry Index | Bank of America Merrill Lynch | 12/8/2023 | 4,943 | 31,879,730 | (2,048,913 | ) | |||||||||||
4.1500 % representing 1 month SOFR rate + spread |
Total return of S&P Biotechnology Select Industry Index | J.P. Morgan | 12/12/2023 | 5,925 | 38,188,343 | (2,436,865 | ) | |||||||||||
4.5200 % representing 1 month SOFR rate + spread |
Total return of S&P Biotechnology Select Industry Index | UBS Securities LLC | 12/13/2023 | 20,735 | 140,896,349 | (1,873,842 | ) | |||||||||||
4.1500 % representing 1 month SOFR rate + spread |
Total return of S&P Biotechnology Select Industry Index | Citibank N.A. | 12/19/2023 | 5,000 | 31,733,350 | (2,575,220 | ) | |||||||||||
4.5500 % representing 1 month SOFR rate + spread |
Total return of S&P Biotechnology Select Industry Index | Barclays | 12/20/2023 | 9,110 | 62,276,638 | (431,778 | ) | |||||||||||
|
|
|
|
|||||||||||||||
$ | 452,202,492 | $ | (13,486,165 | ) | ||||||||||||||
|
|
|
|
Direxion Daily Semiconductor Bull 3X Shares
Schedule of Investments (Unaudited)
January 31, 2023
Shares |
Fair Value | |||||||
COMMON STOCKS - 71.7% |
||||||||
Computer and Electronic Product Manufacturing - 58.1% |
||||||||
2,622,939 | Advanced Micro Devices, Inc. (a) |
$ | 197,113,866 | |||||
761,362 | Analog Devices, Inc. |
130,550,742 | ||||||
474,943 | Broadcom, Inc. |
277,846,404 | ||||||
4,350,865 | Intel Corp. |
122,955,445 | ||||||
580,262 | Lattice Semiconductor Corp. (a) |
43,978,057 | ||||||
2,811,597 | Marvell Technology, Inc. |
121,320,411 | ||||||
1,652,200 | Microchip Technology, Inc. |
128,243,764 | ||||||
2,269,644 | Micron Technology, Inc. |
136,859,533 | ||||||
268,328 | MKS Instruments, Inc. |
27,455,321 | ||||||
190,111 | Monolithic Power Systems, Inc. |
81,093,748 | ||||||
1,545,675 | NVIDIA Corp. |
301,978,525 | ||||||
743,376 | NXP Semiconductors NV ADR (Netherlands) |
137,011,631 | ||||||
1,739,574 | ON Semiconductor Corp. (a) |
127,771,710 | ||||||
431,301 | Qorvo, Inc. (a) |
46,865,167 | ||||||
1,609,730 | Qualcomm, Inc. |
214,432,133 | ||||||
684,273 | Skyworks Solutions, Inc. |
75,044,220 | ||||||
1,150,410 | STMicroelectronics NV ADR (Netherlands) |
54,322,360 | ||||||
1,445,620 | Taiwan Semiconductor Manufacturing Co. Ltd. ADR (Taiwan) |
134,052,343 | ||||||
665,130 | Teradyne, Inc. |
67,643,721 | ||||||
1,449,534 | Texas Instruments, Inc. |
256,871,920 | ||||||
3,151,709 | United Microelectronics Corp. ADR (Taiwan) (b) |
25,623,394 | ||||||
528,918 | Wolfspeed, Inc. (a) |
40,731,975 | ||||||
|
|
|||||||
2,749,766,390 | ||||||||
|
|
|||||||
Credit Intermediation and Related Activities - 0.4% |
||||||||
2,754,974 | ASE Technology Holding Co., Ltd. ADR (Taiwan) |
19,835,813 | ||||||
|
|
|||||||
Electrical Equipment, Appliance, and Component Manufacturing - 0.4% |
||||||||
168,124 | Synaptics, Inc. (a) |
21,020,543 | ||||||
|
|
|||||||
Machinery Manufacturing - 8.5% |
||||||||
1,193,952 | Applied Materials, Inc. |
133,113,709 | ||||||
197,810 | ASML Holding NV ADR (Netherlands) |
130,720,760 | ||||||
277,430 | Lam Research Corp. |
138,742,743 | ||||||
|
|
|||||||
402,577,212 | ||||||||
|
|
|||||||
Merchant Wholesalers, Durable Goods - 3.8% |
||||||||
634,255 | Entegris, Inc. |
51,190,721 | ||||||
332,435 | KLA-Tencor Corp. |
130,474,089 | ||||||
|
|
|||||||
181,664,810 | ||||||||
|
|
|||||||
Primary Metal Manufacturing - 0.5% |
||||||||
138,486 | Silicon Laboratories, Inc. (a) |
21,729,838 | ||||||
|
|
|||||||
TOTAL COMMON STOCKS (Cost $2,973,657,240) |
$ | 3,396,594,606 | ||||||
|
|
|||||||
SHORT TERM INVESTMENTS - 25.8% |
||||||||
Money Market Funds - 25.8% |
||||||||
106,820,772 | Dreyfus Government Cash Management Institutional Shares, 4.23% (c)(d) |
$ | 106,820,772 | |||||
1,112,600,000 | Dreyfus Treasury Securities Cash Management Institutional Shares, 4.23% (c) |
1,112,600,000 | ||||||
179,969 | Goldman Sachs Financial Square Treasury Instruments Fund Institutional Shares, 4.22% (c) |
179,969 | ||||||
4,000,000 | JPMorgan 100% U.S. Treasury Securities Money Market Fund Institutional Shares, 4.18% (c) |
4,000,000 | ||||||
|
|
|||||||
TOTAL SHORT TERM INVESTMENTS (Cost $1,223,600,741) |
$ | 1,223,600,741 | ||||||
|
|
|||||||
TOTAL INVESTMENTS (Cost $4,197,257,981) - 97.5% (e) |
$ | 4,620,195,347 | ||||||
Other Assets in Excess of Liabilities - 2.5% |
116,714,108 | |||||||
|
|
|||||||
TOTAL NET ASSETS - 100.0% |
$ | 4,736,909,455 | ||||||
|
|
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 January 31, 2023. |
(d) | All or a portion of this security represents an investment of securities lending collateral. |
(e) | All or a portion of these securities have been segregated as collateral for swap contracts. Total value of securities segregated amounted to $2,372,408,151. |
ADR - American Depository Receipt
Long Total Return Swap Contracts (Unaudited)
January 31, 2023
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 ICE Semiconductor Index |
5.1900 % representing 1 month SOFR rate + spread | BNP Paribas | 12/5/2023 | 1,077,509 | $ | 668,184,565 | $ | 70,008,645 | ||||||||||
Total return of ICE Semiconductor Index |
5.1500 % representing 1 month SOFR rate + spread | Goldman Sachs | 12/7/2023 | 5,061,899 | 3,253,660,521 | 213,374,075 | ||||||||||||
Total return of ICE Semiconductor Index |
4.9000 % representing 1 month SOFR rate + spread | Bank of America Merrill Lynch | 12/8/2023 | 1,634,793 | 1,077,165,108 | 41,216,777 | ||||||||||||
Total return of ICE Semiconductor Index |
4.6000 % representing 1 month SOFR rate + spread | J.P. Morgan | 12/12/2023 | 2,555,363 | 1,614,300,280 | 135,014,495 | ||||||||||||
Total return of ICE Semiconductor Index |
5.0600 % representing 1 month SOFR rate + spread | UBS Securities LLC | 12/13/2023 | 1,995,765 | 1,265,553,262 | 101,145,166 | ||||||||||||
Total return of ICE Semiconductor Index |
4.7200 % representing 1 month SOFR rate + spread | Citibank N.A. | 12/19/2023 | 1,820,603 | 1,183,300,301 | 63,367,773 | ||||||||||||
Total return of ICE Semiconductor Index |
5.0800 % representing 1 month SOFR rate + spread | Barclays | 12/20/2023 | 1,589,223 | 979,580,759 | 109,666,375 | ||||||||||||
|
|
|
|
|||||||||||||||
$ | 10,041,744,796 | $ | 733,793,306 | |||||||||||||||
|
|
|
|
Direxion Daily Semiconductor Bear 3X Shares
Schedule of Investments (Unaudited)
January 31, 2023
Shares |
Fair Value | |||||||
SHORT TERM INVESTMENTS - 122.5% |
||||||||
Money Market Funds - 122.5% |
||||||||
977,382,880 | Dreyfus Government Cash Management Institutional Shares, 4.23% (a) |
$ | 977,382,880 | |||||
395,820,801 | Dreyfus Treasury Securities Cash Management Institutional Shares, 4.23% (a) |
395,820,801 | ||||||
198,173,245 | Goldman Sachs Financial Square Government Fund Institutional Shares, 4.22% (a) |
198,173,245 | ||||||
464,396,226 | Goldman Sachs Financial Square Treasury Instruments Fund Institutional Shares, 4.22% (a) |
464,396,226 | ||||||
|
|
|||||||
TOTAL SHORT TERM INVESTMENTS (Cost $2,035,773,152) (b) |
$ | 2,035,773,152 | ||||||
|
|
|||||||
TOTAL INVESTMENTS (Cost $2,035,773,152) - 122.5% |
$ | 2,035,773,152 | ||||||
Liabilities in Excess of Other Assets - (22.5)% |
(374,533,053 | ) | ||||||
|
|
|||||||
TOTAL NET ASSETS - 100.0% |
$ | 1,661,240,099 | ||||||
|
|
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 January 31, 2023. |
(b) | All or a portion of these securities have been segregated as collateral for swap contracts. Total value of securities segregated amounted to $1,327,366,914. |
Short Total Return Swap Contracts (Unaudited)
January 31, 2023
Terms of Payments to be Received at Termination |
Terms of Payments to be Paid at Termination |
Counterparty |
Termination Date |
Contracts | Notional Amount |
Unrealized Depreciation |
||||||||||||
4.3400% representing 1 month SOFR rate + spread |
Total return of ICE Semiconductor Index | BNP Paribas | 12/5/2023 | 955,703 | $ | 596,027,076 | $ | (59,207,520 | ) | |||||||||
4.4500% representing 1 month SOFR rate + spread |
Total return of ICE Semiconductor Index | Goldman Sachs | 12/7/2023 | 2,289,924 | 1,516,495,545 | (54,568,031 | ) | |||||||||||
4.7000% representing 1 month SOFR rate + spread |
Total return of ICE Semiconductor Index | Bank of America Merrill Lynch | 12/8/2023 | 577,876 | 373,947,318 | (22,195,672 | ) | |||||||||||
4.1500% representing 1 month SOFR rate + spread |
Total return of ICE Semiconductor Index | J.P. Morgan | 12/12/2023 | 1,432,587 | 931,244,355 | (49,774,476 | ) | |||||||||||
4.7000% representing 1 month SOFR rate + spread |
Total return of ICE Semiconductor Index | UBS Securities LLC | 12/13/2023 | 598,410 | 402,692,923 | (8,246,032 | ) | |||||||||||
4.4500% representing 1 month SOFR rate + spread |
Total return of ICE Semiconductor Index | Citibank N.A. | 12/19/2023 | 494,486 | 298,419,237 | (40,197,839 | ) | |||||||||||
4.6300% representing 1 month SOFR rate + spread |
Total return of ICE Semiconductor Index | Barclays | 12/20/2023 | 902,747 | 550,311,666 | (67,922,660 | ) | |||||||||||
|
|
|
|
|||||||||||||||
$ | 4,669,138,120 | $ | (302,112,230 | ) | ||||||||||||||
|
|
|
|
Direxion Daily Technology Bull 3X Shares
Schedule of Investments (Unaudited)
January 31, 2023
Shares |
Fair Value | |||||||
COMMON STOCKS - 70.7% |
||||||||
Administrative and Support Services - 4.2% |
||||||||
48,798 | Automatic Data Processing, Inc. |
$ | 11,019,077 | |||||
13,837 | Broadridge Financial Solutions, Inc. |
2,080,531 | ||||||
8,671 | FleetCor Technologies, Inc. (a) |
1,810,592 | ||||||
9,302 | Gartner, Inc. (a) |
3,145,378 | ||||||
192,325 | Visa, Inc. Class A |
44,275,138 | ||||||
|
|
|||||||
62,330,716 | ||||||||
|
|
|||||||
Amusement, Gambling, and Recreation Industries - 0.3% |
||||||||
31,811 | Global Payments, Inc. |
3,585,736 | ||||||
|
|
|||||||
Computer and Electronic Product Manufacturing - 34.2% |
||||||||
189,665 | Advanced Micro Devices, Inc. (a) |
14,253,325 | ||||||
69,993 | Amphenol Corp. Class A |
5,583,342 | ||||||
60,503 | Analog Devices, Inc. |
10,374,449 | ||||||
1,617,775 | Apple, Inc. |
233,428,755 | ||||||
29,119 | Arista Networks, Inc. (a) |
3,669,576 | ||||||
47,636 | Broadcom, Inc. |
27,867,536 | ||||||
482,999 | Cisco Systems, Inc. |
23,507,561 | ||||||
15,987 | Enphase Energy, Inc. (a) |
3,539,202 | ||||||
76,275 | Fortinet, Inc. (a) |
3,992,234 | ||||||
104,131 | HP, Inc. |
3,034,377 | ||||||
485,468 | Intel Corp. |
13,719,326 | ||||||
106,353 | International Business Machines Corp. |
14,328,940 | ||||||
21,032 | Keysight Technologies, Inc. (a) |
3,772,089 | ||||||
64,693 | Microchip Technology, Inc. |
5,021,471 | ||||||
127,886 | Micron Technology, Inc. |
7,711,526 | ||||||
5,250 | Monolithic Power Systems, Inc. |
2,239,440 | ||||||
19,669 | Motorola Solutions, Inc. |
5,055,130 | ||||||
25,571 | NetApp, Inc. |
1,693,567 | ||||||
292,909 | NVIDIA Corp. |
57,225,631 | ||||||
30,467 | NXP Semiconductors NV ADR (Netherlands) |
5,615,373 | ||||||
50,859 | ON Semiconductor Corp. (a) |
3,735,594 | ||||||
11,921 | Qorvo, Inc. (a) |
1,295,336 | ||||||
131,869 | Qualcomm, Inc. |
17,566,269 | ||||||
12,488 | Roper Technologies, Inc. |
5,329,254 | ||||||
22,586 | Seagate Technology Holdings PLC ADR (Ireland) |
1,530,879 | ||||||
18,883 | Skyworks Solutions, Inc. |
2,070,899 | ||||||
6,580 | SolarEdge Technologies, Inc. (a) |
2,099,875 | ||||||
18,316 | Teradyne, Inc. |
1,862,737 | ||||||
106,759 | Texas Instruments, Inc. |
18,918,762 | ||||||
29,009 | Trimble, Inc. (a) |
1,684,263 | ||||||
37,372 | Western Digital Corp. (a) |
1,642,499 | ||||||
6,075 | Zebra Technologies Corp. Class A (a) |
1,920,794 | ||||||
|
|
|||||||
505,290,011 | ||||||||
|
|
|||||||
Computing Infrastructure Providers, Data Processing, Web Hosting, and Related Services - 0.6% |
||||||||
74,699 | Fiserv, Inc. (a) |
7,968,889 | ||||||
|
|
|||||||
Credit Intermediation and Related Activities - 2.9% |
||||||||
69,802 | Fidelity National Information Services, Inc. |
5,237,942 | ||||||
99,848 | MasterCard, Inc. Class A |
37,003,669 | ||||||
|
|
|||||||
42,241,611 | ||||||||
|
|
|||||||
Electrical Equipment, Appliance, and Component Manufacturing - 0.3% |
||||||||
37,427 | TE Connectivity Ltd. ADR (Switzerland) |
4,758,843 | ||||||
|
|
|||||||
Machinery Manufacturing - 1.3% |
||||||||
101,204 | Applied Materials, Inc. |
11,283,234 | ||||||
16,040 | Lam Research Corp. |
8,021,604 | ||||||
|
|
|||||||
19,304,838 | ||||||||
|
|
|||||||
Merchant Wholesalers, Durable Goods - 0.5% |
||||||||
16,664 | KLA-Tencor Corp. |
6,540,287 | ||||||
|
|
|||||||
Nonmetallic Mineral Product Manufacturing - 0.2% |
||||||||
89,549 | Corning, Inc. |
3,099,291 | ||||||
|
|
|||||||
Professional, Scientific, and Technical Services - 3.8% |
||||||||
74,112 | Accenture PLC Class A ADR (Ireland) |
20,680,953 | ||||||
15,925 | CDW Corp. |
3,121,778 | ||||||
60,454 | Cognizant Technology Solutions Corp. Class A |
4,035,304 | ||||||
27,057 | DXC Technology Co. (a) |
777,348 | ||||||
6,773 | EPAM Systems, Inc. (a) |
2,253,038 | ||||||
7,029 | F5 Networks, Inc. (a) |
1,037,902 | ||||||
8,575 | Jack Henry & Associates, Inc. |
1,544,272 | ||||||
38,183 | Juniper Networks, Inc. |
1,233,311 | ||||||
37,732 | Paychex, Inc. |
4,371,629 | ||||||
5,722 | Paycom Software, Inc. (a) |
1,853,585 | ||||||
23,762 | ServiceNow, Inc. (a) |
10,814,799 | ||||||
5,514 | Teledyne Technologies, Inc. (a) |
2,339,370 | ||||||
10,861 | VeriSign, Inc. (a) |
2,368,241 | ||||||
|
|
|||||||
56,431,530 | ||||||||
|
|
|||||||
Publishing Industries - 18.4% |
||||||||
54,692 | Adobe Systems, Inc. (a) |
20,254,635 | ||||||
10,242 | ANSYS, Inc. (a) |
2,728,059 | ||||||
25,397 | Autodesk, Inc. (a) |
5,464,419 | ||||||
32,263 | Cadence Design Systems, Inc. (a) |
5,898,644 | ||||||
33,158 | Intuit, Inc. |
14,014,892 | ||||||
876,866 | Microsoft Corp. |
217,296,163 | ||||||
17,981 | Synopsys, Inc. (a) |
6,360,779 | ||||||
|
|
|||||||
272,017,591 | ||||||||
|
|
|||||||
Publishing Industries (except Internet) - 3.1% |
||||||||
18,499 | Akamai Technologies, Inc. (a) |
1,645,486 | ||||||
18,076 | Ceridian HCM Holding, Inc. (a) |
1,306,533 | ||||||
151,355 | Hewlett Packard Enterprise Co. |
2,441,356 | ||||||
68,193 | NortonLifeLock, Inc. |
1,569,121 | ||||||
180,782 | Oracle Corp. |
15,991,976 | ||||||
12,445 | PTC, Inc. (a) |
1,678,582 | ||||||
117,627 | Salesforce.com, Inc. (a) |
19,757,807 | ||||||
4,904 | Tyler Technologies, Inc. (a) |
1,582,864 | ||||||
|
|
|||||||
45,973,725 | ||||||||
|
|
|||||||
Telecommunications - 0.8% |
||||||||
134,108 | PayPal Holdings, Inc. (a) |
10,928,461 | ||||||
|
|
|||||||
Utilities - 0.1% |
||||||||
11,674 | First Solar, Inc. (a) |
2,073,302 | ||||||
|
|
|||||||
TOTAL COMMON STOCKS (Cost $947,954,851) |
$ | 1,042,544,831 | ||||||
|
|
|||||||
SHORT TERM INVESTMENTS - 27.8% |
||||||||
Money Market Funds - 27.8% |
||||||||
232,540,845 | Dreyfus Government Cash Management Institutional Shares, 4.23% (b) |
$ | 232,540,845 | |||||
100,701,380 | Dreyfus Treasury Securities Cash Management Institutional Shares, 4.23% (b) |
100,701,380 | ||||||
52,240,000 | Goldman Sachs Financial Square Government Fund Institutional Shares, 4.22% (b) |
52,240,000 | ||||||
25,304,221 | Goldman Sachs Financial Square Treasury Instruments Fund Institutional Shares, 4.22% (b) |
25,304,221 | ||||||
|
|
|||||||
TOTAL SHORT TERM INVESTMENTS (Cost $410,786,446) |
$ | 410,786,446 | ||||||
|
|
|||||||
TOTAL INVESTMENTS (Cost $1,358,741,297) - 98.5% (c) |
$ | 1,453,331,277 | ||||||
Other Assets in Excess of Liabilities - 1.5% |
22,542,930 | |||||||
|
|
|||||||
TOTAL NET ASSETS - 100.0% |
$ | 1,475,874,207 | ||||||
|
|
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 January 31, 2023. |
(c) | All or a portion of these securities have been segregated as collateral for swap contracts. Total value of securities segregated amounted to $1,145,085,997. |
ADR - American Depository Receipt
Long Total Return Swap Contracts (Unaudited)
January 31, 2023
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 Technology Select Sector Index |
5.0900 % representing 1 month SOFR rate + spread |
BNP Paribas | 12/5/2023 | 312,700 | $ | 408,928,333 | $ | 17,518,586 | ||||||||||
Total return of Technology Select Sector Index |
4.8000 % representing 1 month SOFR rate + spread |
Goldman Sachs | 12/7/2023 | 490,000 | 645,006,600 | 22,878,013 | ||||||||||||
Total return of Technology Select Sector Index |
4.9000 % representing 1 month SOFR rate + spread |
Bank of America Merrill Lynch | 12/8/2023 | 307,626 | 418,614,385 | 564,634 | ||||||||||||
Total return of Technology Select Sector Index |
4.7500 % representing 1 month SOFR rate + spread |
J.P. Morgan | 12/12/2023 | 312,693 | 406,312,401 | 21,413,076 | ||||||||||||
Total return of Technology Select Sector Index |
4.9800 % representing 1 month SOFR rate + spread |
UBS Securities LLC | 12/13/2023 | 307,443 | 414,695,342 | 4,244,575 | ||||||||||||
Total return of Technology Select Sector Index |
4.9500 % representing 1 month SOFR rate + spread |
Citibank N.A. | 12/19/2023 | 257,024 | 345,748,686 | 4,464,389 | ||||||||||||
Total return of Technology Select Sector Index |
4.8900 % representing 1 month SOFR rate + spread |
Barclays | 12/20/2023 | 482,608 | 629,800,795 | 29,542,873 | ||||||||||||
|
|
|
|
|||||||||||||||
$ | 3,269,106,542 | $ | 100,626,146 | |||||||||||||||
|
|
|
|
Direxion Daily Technology Bear 3X Shares
Schedule of Investments (Unaudited)
January 31, 2023
Shares |
Fair Value | |||||||
SHORT TERM INVESTMENTS - 109.7% |
||||||||
Money Market Funds - 109.7% |
||||||||
96,923,145 | Dreyfus Government Cash Management Institutional Shares, 4.23% (a) |
$ | 96,923,145 | |||||
21,242,780 | Dreyfus Treasury Securities Cash Management Institutional Shares, 4.23% (a) |
21,242,780 | ||||||
15,542,088 | Goldman Sachs Financial Square Government Fund Institutional Shares, 4.22% (a) |
15,542,088 | ||||||
46,494,762 | Goldman Sachs Financial Square Treasury Instruments Fund Institutional Shares, 4.22% (a) |
46,494,762 | ||||||
|
|
|||||||
TOTAL SHORT TERM INVESTMENTS (Cost $180,202,775) (b) |
$ | 180,202,775 | ||||||
|
|
|||||||
TOTAL INVESTMENTS (Cost $180,202,775) - 109.7% |
$ | 180,202,775 | ||||||
Liabilities in Excess of Other Assets - (9.7)% |
(15,990,365 | ) | ||||||
|
|
|||||||
TOTAL NET ASSETS - 100.0% |
$ | 164,212,410 | ||||||
|
|
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 January 31, 2023. |
(b) | All or a portion of these securities have been segregated as collateral for swap contracts. Total value of securities segregated amounted to $105,345,985. |
Short Total Return Swap Contracts (Unaudited)
January 31, 2023
Terms of Payments to be Received at Termination |
Terms of Payments to be Paid at Termination |
Counterparty |
Termination Date |
Contracts | Notional Amount |
Unrealized Depreciation |
||||||||||||
4.3400% representing 1 month SOFR rate + spread |
Total return of Technology Select Sector Index | BNP Paribas | 12/5/2023 | 51,099 | $ | 66,375,046 | $ | (3,335,182 | ) | |||||||||
4.5000% representing 1 month SOFR rate + spread |
Total return of Technology Select Sector Index | Goldman Sachs | 12/7/2023 | 67,633 | 87,175,877 | (5,086,771 | ) | |||||||||||
4.7000% representing 1 month SOFR rate + spread |
Total return of Technology Select Sector Index | Bank of America Merrill Lynch | 12/8/2023 | 56,518 | 76,909,129 | (124,673 | ) | |||||||||||
4.3000% representing 1 month SOFR rate + spread |
Total return of Technology Select Sector Index | J.P. Morgan | 12/12/2023 | 51,678 | 69,384,916 | (1,150,574 | ) | |||||||||||
4.6900% representing 1 month SOFR rate + spread |
Total return of Technology Select Sector Index | UBS Securities LLC | 12/13/2023 | 26,979 | 36,225,770 | (553,641 | ) | |||||||||||
4.5500% representing 1 month SOFR rate + spread |
Total return of Technology Select Sector Index | Citibank N.A. | 12/19/2023 | 50,190 | 67,515,588 | (909,286 | ) | |||||||||||
4.5300% representing 1 month SOFR rate + spread |
Total return of Technology Select Sector Index | Barclays | 12/20/2023 | 55,384 | 74,644,167 | (961,614 | ) | |||||||||||
|
|
|
|
|||||||||||||||
$ | 478,230,493 | $ | (12,121,741 | ) | ||||||||||||||
|
|
|
|
Direxion Daily Transportation Bull 3X Shares
Schedule of Investments (Unaudited)
January 31, 2023
Shares |
Fair Value | |||||||
COMMON STOCKS - 61.1% |
||||||||
Administrative and Support Services - 0.9% |
||||||||
3,483 | GXO Logistics, Inc. (a) |
$ | 182,266 | |||||
3,379 | RXO, Inc. (a) |
61,903 | ||||||
|
|
|||||||
244,169 | ||||||||
|
|
|||||||
Air Transportation - 9.7% |
||||||||
3,723 | Alaska Air Group, Inc. (a) |
191,139 | ||||||
459 | Allegiant Travel Co. (a) |
39,488 | ||||||
19,077 | American Airlines Group, Inc. (a) |
307,903 | ||||||
757 | Atlas Air Worldwide Holdings, Inc. (a) |
77,373 | ||||||
18,821 | Delta Air Lines, Inc. (a) |
735,901 | ||||||
1,087 | Frontier Group Holdings, Inc. (a) |
13,674 | ||||||
1,509 | Hawaiian Holdings, Inc. (a) |
18,591 | ||||||
9,507 | JetBlue Airways Corp. (a) |
76,056 | ||||||
1,485 | Skywest, Inc. (a) |
30,829 | ||||||
17,428 | Southwest Airlines Co. |
623,399 | ||||||
3,195 | Spirit Airlines, Inc. |
63,389 | ||||||
9,597 | United Continental Holdings, Inc. (a) |
469,869 | ||||||
|
|
|||||||
2,647,611 | ||||||||
|
|
|||||||
Couriers and Messengers - 14.3% |
||||||||
1,665 | Air Transport Services Group, Inc. (a) |
47,136 | ||||||
4,114 | FedEx Corp. |
797,540 | ||||||
16,485 | United Parcel Service, Inc. Class B |
3,053,517 | ||||||
|
|
|||||||
3,898,193 | ||||||||
|
|
|||||||
Management of Companies and Enterprises - 0.1% |
||||||||
957 | Sun Country Airlines Holdings, Inc. (a) |
17,867 | ||||||
288 | U-Haul Holding Co. |
19,305 | ||||||
|
|
|||||||
37,172 | ||||||||
|
|
|||||||
Professional, Scientific, and Technical Services - 0.1% |
||||||||
4,014 | TuSimple Holdings, Inc. (a) |
8,429 | ||||||
|
|
|||||||
Rail Transportation - 15.0% |
||||||||
40,782 | CSX Corp. |
1,260,979 | ||||||
13,887 | Union Pacific Corp. |
2,835,587 | ||||||
|
|
|||||||
4,096,566 | ||||||||
|
|
|||||||
Rental and Leasing Services - 1.4% |
||||||||
731 | Avis Budget Group, Inc. (a) |
146,229 | ||||||
4,901 | Hertz Global Holdings, Inc. (a) |
88,316 | ||||||
1,475 | Ryder System, Inc. |
139,255 | ||||||
|
|
|||||||
373,800 | ||||||||
|
|
|||||||
Securities, Commodity Contracts, and Other Financial Investments and Related Activities - 0.1% |
||||||||
8,577 | Joby Aviation, Inc. (a) |
37,910 | ||||||
|
|
|||||||
Support Activities for Transportation - 8.9% |
||||||||
3,455 | C.H. Robinson Worldwide, Inc. |
346,087 | ||||||
1,751 | Daseke, Inc. (a) |
12,222 | ||||||
4,671 | Expeditors International of Washington, Inc. |
505,169 | ||||||
781 | Forward Air Corp. |
84,231 | ||||||
958 | Hub Group, Inc. (a) |
81,689 | ||||||
2,432 | J.B. Hunt Transport Services, Inc. |
459,769 | ||||||
1,109 | Matson, Inc. |
73,327 | ||||||
2,934 | Norfolk Southern Corp. |
721,206 | ||||||
3,381 | XPO Logistics, Inc. (a) |
134,767 | ||||||
|
|
|||||||
2,418,467 | ||||||||
|
|
|||||||
Transit and Ground Passenger Transportation - 3.6% |
||||||||
9,204 | Lyft, Inc. (a) |
149,565 | ||||||
26,845 | Uber Technologies, Inc. (a) |
830,316 | ||||||
|
|
|||||||
979,881 | ||||||||
|
|
|||||||
Truck Transportation - 5.7% |
||||||||
717 | ArcBest Corp. |
59,834 | ||||||
1,367 | Heartland Express, Inc. |
22,993 | ||||||
4,717 | Knight-Swift Transportation Holdings, Inc. Class A |
278,775 | ||||||
1,690 | Marten Transport Ltd. |
37,332 | ||||||
2,472 | Old Dominion Freight Line, Inc. |
823,769 | ||||||
777 | Saia, Inc. (a) |
211,950 | ||||||
1,087 | Schneider National, Inc. |
28,805 | ||||||
1,725 | Werner Enterprises, Inc. |
81,023 | ||||||
|
|
|||||||
1,544,481 | ||||||||
|
|
|||||||
Warehousing and Storage - 0.7% |
||||||||
1,055 | Landstar System, Inc. |
182,336 | ||||||
|
|
|||||||
Water Transportation - 0.6% |
||||||||
281 | Eagle Bulk Shipping, Inc. ADR |
16,096 | ||||||
1,094 | Genco Shipping & Trading, Ltd. ADR |
19,845 | ||||||
1,758 | Kirby Corp. (a) |
124,431 | ||||||
|
|
|||||||
160,372 | ||||||||
|
|
|||||||
TOTAL COMMON STOCKS (Cost $17,634,030) |
$ | 16,629,387 | ||||||
|
|
|||||||
SHORT TERM INVESTMENTS - 33.2% |
||||||||
Money Market Funds - 33.2% |
||||||||
3,783,646 | Dreyfus Government Cash Management Institutional Shares, 4.23% (b) |
$ | 3,783,646 | |||||
352 | Goldman Sachs Financial Square Government Fund Institutional Shares, 4.22% (b) |
352 | ||||||
5,273,046 | Goldman Sachs Financial Square Treasury Instruments Fund Institutional Shares, 4.22% (b) |
5,273,046 | ||||||
|
|
|||||||
TOTAL SHORT TERM INVESTMENTS (Cost $9,057,044) |
$ | 9,057,044 | ||||||
|
|
|||||||
TOTAL INVESTMENTS (Cost $26,691,074) - 94.3% (c) |
$ | 25,686,431 | ||||||
Other Assets in Excess of Liabilities - 5.7% |
1,559,870 | |||||||
|
|
|||||||
TOTAL NET ASSETS - 100.0% |
$ | 27,246,301 | ||||||
|
|
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 January 31, 2023. |
(c) | All or a portion of these securities have been segregated as collateral for swap contracts. Total value of securities segregated amounted to $18,596,948. |
ADR - American Depository Receipt
Long Total Return Swap Contracts (Unaudited)
January 31, 2023
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 Transportation Select Industry FMC Capped Index |
4.9400 % representing 1 month SOFR rate + spread |
UBS Securities LLC | 12/13/2023 | 3,910 | $ | 20,338,124 | $ | 238,259 | ||||||||||
Total return of S&P Transportation Select Industry FMC Capped Index |
4.8000 % representing 1 month SOFR rate + spread |
Citibank N.A. | 12/19/2023 | 8,415 | 42,978,380 | 1,285,270 | ||||||||||||
|
|
|
|
|||||||||||||||
$ | 63,316,504 | $ | 1,523,529 | |||||||||||||||
|
|
|
|
Direxion Daily Utilities Bull 3X Shares
Schedule of Investments (Unaudited)
January 31, 2023
Shares |
Fair Value | |||||||
COMMON STOCKS - 69.5% |
||||||||
Oil and Gas Extraction - 3.7% |
||||||||
8,166 | Dominion Energy, Inc. |
$ | 519,684 | |||||
|
|
|||||||
Utilities - 65.8% |
||||||||
6,548 | AES Corp. |
179,481 | ||||||
2,460 | Alliant Energy Corp. |
132,914 | ||||||
2,534 | Ameren Corp. |
220,128 | ||||||
5,036 | American Electric Power Co., Inc. |
473,182 | ||||||
1,782 | American Water Works Co., Inc. |
278,865 | ||||||
1,372 | Atmos Energy Corp. |
161,265 | ||||||
6,171 | CenterPoint Energy, Inc. |
185,870 | ||||||
2,844 | CMS Energy Corp. |
179,712 | ||||||
3,479 | Consolidated Edison, Inc. |
331,583 | ||||||
3,205 | Constellation Energy Corp. |
273,579 | ||||||
1,900 | DTE Energy Co. |
221,103 | ||||||
7,548 | Duke Energy Corp. |
773,293 | ||||||
3,744 | Edison International |
257,962 | ||||||
1,995 | Entergy Corp. |
216,019 | ||||||
2,249 | Evergy, Inc. |
140,900 | ||||||
3,413 | Eversource Energy |
280,992 | ||||||
9,740 | Exelon Corp. |
410,931 | ||||||
5,324 | FirstEnergy Corp. |
218,018 | ||||||
19,478 | NextEra Energy, Inc. |
1,453,643 | ||||||
3,981 | NiSource, Inc. |
110,473 | ||||||
2,259 | NRG Energy, Inc. |
77,303 | ||||||
15,781 | PG&E Corp. (a) |
250,918 | ||||||
1,109 | Pinnacle West Capital Corp. |
82,676 | ||||||
7,217 | PPL Corp. |
213,623 | ||||||
4,891 | Public Service Enterprise Group, Inc. |
302,900 | ||||||
3,082 | Sempra Energy |
494,137 | ||||||
10,671 | Southern Co. |
722,213 | ||||||
3,092 | WEC Energy Group, Inc. |
290,617 | ||||||
5,363 | Xcel Energy, Inc. |
368,813 | ||||||
|
|
|||||||
9,303,113 | ||||||||
|
|
|||||||
TOTAL COMMON STOCKS (Cost $10,168,251) |
$ | 9,822,797 | ||||||
|
|
|||||||
SHORT TERM INVESTMENTS - 37.1% |
||||||||
Money Market Funds - 37.1% |
||||||||
1,880,646 | Dreyfus Government Cash Management Institutional Shares, 4.23% (b) |
$ | 1,880,646 | |||||
144,870 | Goldman Sachs Financial Square Government Fund Institutional Shares, 4.22% (b) |
144,870 | ||||||
3,211,051 | Goldman Sachs Financial Square Treasury Instruments Fund Institutional Shares, 4.22% (b) |
3,211,051 | ||||||
|
|
|||||||
TOTAL SHORT TERM INVESTMENTS (Cost $5,236,567) |
$ | 5,236,567 | ||||||
|
|
|||||||
TOTAL INVESTMENTS (Cost $15,404,818) - 106.6% (c) |
$ | 15,059,364 | ||||||
Liabilities in Excess of Other Assets - (6.6)% |
(935,832 | ) | ||||||
|
|
|||||||
TOTAL NET ASSETS - 100.0% |
$ | 14,123,532 | ||||||
|
|
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 January 31, 2023. |
(c) | All or a portion of these securities have been segregated as collateral for swap contracts. Total value of securities segregated amounted to $10,640,336. |
Long Total Return Swap Contracts (Unaudited)
January 31, 2023
Terms of Payments to be Received at Termination |
Terms of Payments to be Paid at Termination |
Counterparty |
Termination Date |
Contracts | Notional Amount |
Unrealized Depreciation |
||||||||||||
Total return of Utilities Select Sector Index |
4.7500 % representing 1 month SOFR rate + spread | J.P. Morgan | 12/12/2023 | 19,853 | $ | 14,133,546 | $ | (304,896 | ) | |||||||||
Total return of Utilities Select Sector Index |
4.7000 % representing 1 month SOFR rate + spread | UBS Securities LLC | 12/13/2023 | 21,353 | 15,447,443 | (551,206 | ) | |||||||||||
Total return of Utilities Select Sector Index |
4.8500 % representing 1 month SOFR rate + spread | Barclays | 12/20/2023 | 5,280 | 3,780,533 | (103,568 | ) | |||||||||||
|
|
|
|
|||||||||||||||
$ | 33,361,522 | $ | (959,670 | ) | ||||||||||||||
|
|
|
|
Direxion Daily 7-10 Year Treasury Bull 3X Shares
Schedule of Investments (Unaudited)
January 31, 2023
Shares |
Fair Value | |||||||
INVESTMENT COMPANIES - 77.7% |
||||||||
178,574 | iShares 7-10 Year Treasury Bond ETF (a) |
$ | 17,716,327 | |||||
|
|
|||||||
TOTAL INVESTMENT COMPANIES (Cost $17,809,707) |
$ | 17,716,327 | ||||||
|
|
|||||||
SHORT TERM INVESTMENTS - 23.9% |
||||||||
Money Market Funds - 23.9% |
||||||||
5,167,784 | Dreyfus Government Cash Management Institutional Shares, 4.23% (b) |
$ | 5,167,784 | |||||
69 | Goldman Sachs Financial Square Government Fund Institutional Shares, 4.22% (b) |
69 | ||||||
282,524 | Goldman Sachs Financial Square Treasury Instruments Fund Institutional Shares, 4.22% (b) |
282,524 | ||||||
|
|
|||||||
TOTAL SHORT TERM INVESTMENTS (Cost $5,450,377) |
$ | 5,450,377 | ||||||
|
|
|||||||
TOTAL INVESTMENTS (Cost $23,260,084) - 101.6% (c) |
$ | 23,166,704 | ||||||
Liabilities in Excess of Other Assets - (1.6)% |
(371,190 | ) | ||||||
|
|
|||||||
TOTAL NET ASSETS - 100.0% |
$ | 22,795,514 | ||||||
|
|
Percentages are stated as a percent of net assets.
The geographic location of all investments is United States unless otherwise indicated.
(a) | Shareholders may obtain the financial statements of these investment companies at www.sec.gov. |
(b) | Represents annualized seven-day yield at January 31, 2023. |
(c) | All or a portion of these securities have been segregated as collateral for swap contracts. Total value of securities segregated amounted to $20,034,548. |
Long Total Return Swap Contracts (Unaudited)
January 31, 2023
Terms of Payments to be Received at Termination |
Terms of Payments to be Paid at Termination |
Counterparty |
Termination Date |
Contracts | Notional Amount |
Unrealized Appreciation |
||||||||||||
Total return of iShares 7-10 Year Treasury Bond ETF |
3.7100 % representing 1 month SOFR rate + spread | BNP Paribas | 12/5/2023 | 141,556 | $ | 13,867,350 | $ | 139,185 | ||||||||||
Total return of iShares 7-10 Year Treasury Bond ETF |
4.4500 % representing 1 month SOFR rate + spread | Bank of America Merrill Lynch | 12/8/2023 | 196,345 | 19,364,651 | 38,994 | ||||||||||||
Total return of iShares 7-10 Year Treasury Bond ETF |
4.5000 % representing 1 month SOFR rate + spread | J.P. Morgan | 12/12/2023 | 143,593 | 14,014,500 | 165,053 | ||||||||||||
Total return of iShares 7-10 Year Treasury Bond ETF |
4.6000 % representing 1 month SOFR rate + spread | Barclays | 12/20/2023 | 29,247 | 2,877,199 | 9,460 | ||||||||||||
|
|
|
|
|||||||||||||||
$ | 50,123,700 | $ | 352,692 | |||||||||||||||
|
|
|
|
Direxion Daily 7-10 Year Treasury Bear 3X Shares
Schedule of Investments (Unaudited)
January 31, 2023
Shares |
Fair Value | |||||||
SHORT TERM INVESTMENTS - 101.1% |
||||||||
Money Market Funds - 101.1% |
||||||||
26,135,079 | Dreyfus Government Cash Management Institutional Shares, 4.23% (a) |
$ | 26,135,079 | |||||
530,066 | Goldman Sachs Financial Square Government Fund Institutional Shares, 4.22% (a) |
530,066 | ||||||
4,184,808 | Goldman Sachs Financial Square Treasury Instruments Fund Institutional Shares, 4.22% (a) |
4,184,808 | ||||||
|
|
|||||||
TOTAL SHORT TERM INVESTMENTS (Cost $30,849,953) (b) |
$ | 30,849,953 | ||||||
|
|
|||||||
TOTAL INVESTMENTS (Cost $30,849,953) - 101.1% |
$ | 30,849,953 | ||||||
Liabilities in Excess of Other Assets - (1.1)% |
(350,491 | ) | ||||||
|
|
|||||||
TOTAL NET ASSETS - 100.0% |
$ | 30,499,462 | ||||||
|
|
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 January 31, 2023. |
(b) | All or a portion of these securities have been segregated as collateral for swap contracts. Total value of securities segregated amounted to $19,001,003. |
Short Total Return Swap Contracts (Unaudited)
January 31, 2023
Terms of Payments to be Received at Termination |
Terms of Payments to be Paid at Termination |
Counterparty |
Termination Date |
Contracts | Notional Amount |
Unrealized Depreciation |
||||||||||||
3.4100 % representing 1 month SOFR rate + spread |
Total return of iShares 7-10 Year Treasury Bond ETF | BNP Paribas | 12/5/2023 | 702,617 | $ | 69,469,915 | $ | (62,299 | ) | |||||||||
4.2500 % representing 1 month SOFR rate + spread |
Total return of iShares 7-10 Year Treasury Bond ETF | Bank of America Merrill Lynch | 12/8/2023 | 8,495 | 838,119 | (3,284 | ) | |||||||||||
3.3500 % representing 1 month SOFR rate + spread |
Total return of iShares 7-10 Year Treasury Bond ETF | J.P. Morgan | 12/12/2023 | 184,489 | 18,140,561 | (122,609 | ) | |||||||||||
4.2100 % representing 1 month SOFR rate + spread |
Total return of iShares 7-10 Year Treasury Bond ETF | Barclays | 12/20/2023 | 26,680 | 2,622,111 | (13,184 | ) | |||||||||||
|
|
|
|
|||||||||||||||
$ | 91,070,706 | $ | (201,376 | ) | ||||||||||||||
|
|
|
|
Direxion Daily 20+ Year Treasury Bull 3X Shares
Schedule of Investments (Unaudited)
January 31, 2023
Shares |
Fair Value | |||||||
INVESTMENT COMPANIES - 65.4% |
||||||||
5,910,493 | iShares 20+ Year Treasury Bond ETF (a) |
$ | 633,427,535 | |||||
|
|
|||||||
TOTAL INVESTMENT COMPANIES (Cost $607,719,496) |
$ | 633,427,535 | ||||||
|
|
|||||||
SHORT TERM INVESTMENTS - 34.9% |
||||||||
Money Market Funds - 34.9% |
||||||||
234,394,186 | Dreyfus Government Cash Management Institutional Shares, 4.23% (b) |
$ | 234,394,186 | |||||
43,412,605 | Dreyfus Treasury Securities Cash Management Institutional Shares, 4.23% (b) |
43,412,605 | ||||||
60,179,938 | Goldman Sachs Financial Square Treasury Instruments Fund Institutional Shares, 4.22% (b) |
60,179,938 | ||||||
|
|
|||||||
TOTAL SHORT TERM INVESTMENTS (Cost $337,986,729) |
$ | 337,986,729 | ||||||
|
|
|||||||
TOTAL INVESTMENTS (Cost $945,706,225) - 100.3% (c) |
$ | 971,414,264 | ||||||
Liabilities in Excess of Other Assets - (0.3)% |
(3,587,802 | ) | ||||||
|
|
|||||||
TOTAL NET ASSETS - 100.0% |
$ | 967,826,462 | ||||||
|
|
Percentages are stated as a percent of net assets.
The geographic location of all investments is United States unless otherwise indicated.
(a) | Shareholders may obtain the financial statements of these investment companies at www.sec.gov. |
(b) | Represents annualized seven-day yield at January 31, 2023. |
(c) | All or a portion of these securities have been segregated as collateral for swap contracts. Total value of securities segregated amounted to $668,074,650. |
Long Total Return Swap Contracts (Unaudited)
January 31, 2023
Terms of Payments to be Received at Termination |
Terms of Payments to be Paid at Termination |
Counterparty |
Termination Date |
Contracts | Notional Amount |
Unrealized Appreciation (Depreciation) |
||||||||||||
Total return of iShares 20+ Year Treasury Bond ETF |
4.6100 % representing 1 month SOFR rate + spread | BNP Paribas | 12/5/2023 | 3,478,471 | $ | 369,107,641 | $ | 2,417,444 | ||||||||||
Total return of iShares 20+ Year Treasury Bond ETF |
4.2000 % representing 1 month SOFR rate + spread | Goldman Sachs | 12/7/2023 | 3,355,527 | 354,154,392 | 4,286,581 | ||||||||||||
Total return of iShares 20+ Year Treasury Bond ETF |
4.1000 % representing 1 month SOFR rate + spread | Bank of America Merrill Lynch | 12/8/2023 | 1,826,708 | 195,685,009 | (595,912 | ) | |||||||||||
Total return of iShares 20+ Year Treasury Bond ETF |
4.6000 % representing 1 month SOFR rate + spread | J.P. Morgan | 12/12/2023 | 2,720,589 | 286,282,132 | 4,118,919 | ||||||||||||
Total return of iShares 20+ Year Treasury Bond ETF |
4.7400 % representing 1 month SOFR rate + spread | UBS Securities LLC | 12/13/2023 | 5,079,087 | 545,549,481 | (3,089,855 | ) | |||||||||||
Total return of iShares 20+ Year Treasury Bond ETF |
4.6400 % representing 1 month SOFR rate + spread | Citibank N.A. | 12/19/2023 | 4,721,331 | 500,415,709 | 3,821,531 | ||||||||||||
|
|
|
|
|||||||||||||||
$ | 2,251,194,364 | $ | 10,958,708 | |||||||||||||||
|
|
|
|
Direxion Daily 20+ Year Treasury Bear 3X Shares
Schedule of Investments (Unaudited)
January 31, 2023
Shares |
Fair Value | |||||||
SHORT TERM INVESTMENTS - 102.1% |
||||||||
Money Market Funds - 102.1% |
||||||||
264,290,195 | Dreyfus Government Cash Management Institutional Shares, 4.23% (a) |
$ | 264,290,195 | |||||
44,757,774 | Dreyfus Treasury Securities Cash Management Institutional Shares, 4.23% (a) |
44,757,774 | ||||||
125,606,699 | Goldman Sachs Financial Square Treasury Instruments Fund Institutional Shares, 4.22% (a) |
125,606,699 | ||||||
|
|
|||||||
TOTAL SHORT TERM INVESTMENTS (Cost $434,654,668) (b) |
$ | 434,654,668 | ||||||
|
|
|||||||
TOTAL INVESTMENTS (Cost $434,654,668) - 102.1% |
$ | 434,654,668 | ||||||
Liabilities in Excess of Other Assets - (2.1)% |
(8,955,481 | ) | ||||||
|
|
|||||||
TOTAL NET ASSETS - 100.0% |
$ | 425,699,187 | ||||||
|
|
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 January 31, 2023. |
(b) | All or a portion of these securities have been segregated as collateral for swap contracts. Total value of securities segregated amounted to $259,419,378. |
Short Total Return Swap Contracts (Unaudited)
January 31, 2023
Terms of Payments to be Received at Termination |
Terms of Payments to be Paid at Termination |
Counterparty |
Termination Date |
Contracts | Notional Amount |
Unrealized Appreciation (Depreciation) |
||||||||||||
4.3900 % representing 1 month SOFR rate + spread |
Total return of iShares 20+ Year Treasury Bond ETF | BNP Paribas | 12/5/2023 | 2,511,334 | $ | 271,366,382 | $ | 2,977,417 | ||||||||||
4.0000 % representing 1 month SOFR rate + spread |
Total return of iShares 20+ Year Treasury Bond ETF | Goldman Sachs | 12/7/2023 | 2,095,896 | 223,805,386 | (181,928 | ) | |||||||||||
3.8000 % representing 1 month SOFR rate + spread |
Total return of iShares 20+ Year Treasury Bond ETF | Bank of America Merrill Lynch | 12/8/2023 | 1,100,000 | 118,178,595 | 573,479 | ||||||||||||
4.1000 % representing 1 month SOFR rate + spread |
Total return of iShares 20+ Year Treasury Bond ETF | J.P. Morgan | 12/12/2023 | 1,075,696 | 113,582,741 | (1,263,082 | ) | |||||||||||
4.4000 % representing 1 month SOFR rate + spread |
Total return of iShares 20+ Year Treasury Bond ETF | UBS Securities LLC | 12/13/2023 | 2,072,672 | 224,145,821 | 2,695,564 | ||||||||||||
4.2000 % representing 1 month SOFR rate + spread |
Total return of iShares 20+ Year Treasury Bond ETF | Citibank N.A. | 12/19/2023 | 3,061,135 | 327,702,900 | 704,763 | ||||||||||||
|
|
|
|
|||||||||||||||
$ | 1,278,781,825 | $ | 5,506,213 | |||||||||||||||
|
|
|
|
Valuation Measurements (Unaudited)
The Funds follows fair valuation accounting standards which establish an authoritative definition of fair value and set out a hierarchy for measuring fair value. These standards require additional disclosures about the various inputs and valuation techniques used to develop the measurement of fair value and a discussion in changes in valuation techniques and related inputs during the period. These inputs are summarized in the three broad levels below:
Level 1 - Quoted prices in active markets for identical securities
Level 2 - Evaluated price based on other significant observable inputs (including quoted prices for similar securities in active markets, quoted prices for identical or similar securities in inactive markets, interest rates, prepayment spreads, credit risk, etc.)
Level 3 - Significant unobservable inputs (including Funds own assumptions in determining fair value of investments)
The inputs or methodology used for valuing securities are not an indication of the credit risk associated with investing in those securities.
The following is a summary of the inputs used to value the Funds net assets as of January 31, 2023:
Asset Class | Liability Class | |||||||||||||||||||||||||||||||
Level 1 | Level 2 | Level 1 | Level 2 | |||||||||||||||||||||||||||||
Funds |
Investment Companies |
Common Stocks |
Short Term Investments |
Cash Equivalents |
Futures Contracts* |
Total Return Swap Contracts* |
Futures Contracts* |
Total Return Swap Contracts* |
||||||||||||||||||||||||
Direxion Auspice Broad Commodity Strategy ETF (Consolidated) |
$ | | $ | | $ | 272,048,243 | | $ | 9,184,893 | $ | | $ | (6,199 | ) | $ | | ||||||||||||||||
Direxion Breakfast Commodities Strategy ETF (Consolidated) |
| | 4,881,942 | | 117,124 | | (197,174 | ) | | |||||||||||||||||||||||
Direxion Hydrogen ETF |
| 29,986,228 | 4,462,265 | | | | | | ||||||||||||||||||||||||
Direxion Moonshot Innovators ETF |
| 43,880,141 | 6,249,400 | | | | | | ||||||||||||||||||||||||
Direxion mRNA ETF |
| 4,379,844 | 7,094 | | | | | | ||||||||||||||||||||||||
Direxion Nanotechnology ETF |
| 1,316,570 | 169,816 | | | | | | ||||||||||||||||||||||||
Direxion NASDAQ-100® Equal Weighted Index Shares |
| 499,032,787 | 16,037,973 | | | | | | ||||||||||||||||||||||||
Direxion Work From Home ETF |
| 33,334,747 | 154,936 | | | | | | ||||||||||||||||||||||||
Direxion Daily CSI 300 China A Share Bear 1X Shares |
| | 14,778,152 | | | | | (1,039,097 | ) | |||||||||||||||||||||||
Direxion Daily S&P 500® Bear 1X Shares |
| | 502,296,451 | | | | | (18,395,373 | ) | |||||||||||||||||||||||
Direxion Daily AAPL Bear 1X Shares |
| | 24,763,212 | | | | | (435,554 | ) | |||||||||||||||||||||||
Direxion Daily AMZN Bear 1X Shares |
| | 7,852,821 | | | | | (856,580 | ) | |||||||||||||||||||||||
Direxion Daily GOOGL Bear 1X Shares |
| | 5,369,028 | | | | | (233,414 | ) | |||||||||||||||||||||||
Direxion Daily MSFT Bear 1X Shares |
| | 3,718,931 | | | 81,704 | | (4,626 | ) | |||||||||||||||||||||||
Direxion Daily TSLA Bear 1X Shares |
| | 76,047,127 | | | | | (10,370,078 | ) | |||||||||||||||||||||||
Direxion Daily AAPL Bull 1.5X Shares |
1,676,794 | | 8,202,642 | | | 478,964 | | (43,129 | ) | |||||||||||||||||||||||
Direxion Daily AMZN Bull 1.5X Shares |
3,676,585 | | 11,435,762 | | | 162,020 | | (83,128 | ) | |||||||||||||||||||||||
Direxion Daily GOOGL Bull 1.5X Shares |
998,383 | | 6,783,634 | | | 617,985 | | | ||||||||||||||||||||||||
Direxion Daily MSFT Bull 1.5X Shares |
1,017,508 | | 4,131,537 | | | 79,247 | | (49,070 | ) | |||||||||||||||||||||||
Direxion Daily TSLA Bull 1.5X Shares |
62,355,043 | | 205,869,316 | | | 5,821,114 | | (3,196,379 | ) | |||||||||||||||||||||||
Direxion Daily CSI 300 China A Share Bull 2X Shares |
34,228,881 | | 42,909,655 | | | 9,453,479 | | | ||||||||||||||||||||||||
Direxion Daily CSI China Internet Index Bull 2X Shares |
201,443,789 | | 199,529,129 | | | 46,136,004 | | | ||||||||||||||||||||||||
Direxion Daily S&P 500® Bull 2X Shares |
45,439,186 | | 329,458 | | | 1,182,578 | | | ||||||||||||||||||||||||
Direxion Daily S&P 500® Equal Weight Bull 2X Shares |
2,412,507 | | 830,702 | | | 147,666 | | | ||||||||||||||||||||||||
Direxion Daily MSCI Brazil Bull 2X Shares |
56,963,229 | | 78,309,778 | | | 19,965,504 | | | ||||||||||||||||||||||||
Direxion Daily MSCI India Bull 2X Shares |
27,741,499 | | 29,157,628 | | | | | (4,214,342 | ) | |||||||||||||||||||||||
Direxion Daily Cloud Computing Bull 2X Shares |
| 6,119,750 | 1,259,879 | | | 427,650 | | | ||||||||||||||||||||||||
Direxion Daily Electric and Autonomous Vehicles Bull 2X Shares |
| 3,828,289 | 794,473 | | | 408,479 | | | ||||||||||||||||||||||||
Direxion Daily Energy Bull 2X Shares |
| 424,517,782 | 61,515,323 | | | 25,705,510 | | | ||||||||||||||||||||||||
Direxion Daily Energy Bear 2X Shares |
| | 40,658,154 | | | 36,954 | | (3,289,053 | ) | |||||||||||||||||||||||
Direxion Daily FinTech Bull 2X Shares |
| 2,151,869 | 591,627 | | | 301,759 | | | ||||||||||||||||||||||||
Direxion Daily Global Clean Energy Bull 2X Shares |
4,216,878 | | 928,570 | | | 31,980 | | (2,385 | ) | |||||||||||||||||||||||
Direxion Daily Gold Miners Index Bull 2X Shares |
268,463,397 | | 256,270,036 | | | 74,549,897 | | | ||||||||||||||||||||||||
Direxion Daily Gold Miners Index Bear 2X Shares |
| | 138,965,965 | | | 409,908 | | (12,264,727 | ) | |||||||||||||||||||||||
Direxion Daily Junior Gold Miners Index Bull 2X Shares |
120,933,051 | | 176,552,366 | | | 45,032,346 | | | ||||||||||||||||||||||||
Direxion Daily Junior Gold Miners Index Bear 2X Shares |
| | 113,222,145 | | | 855,723 | | (11,793,332 | ) | |||||||||||||||||||||||
Direxion Daily Metal Miners Bull 2X Shares |
| 6,989,362 | 2,702,821 | | | 1,033,231 | | | ||||||||||||||||||||||||
Direxion Daily Oil Services Bull 2X Shares |
| 8,720,301 | 4,078,104 | | | 2,078,335 | | | ||||||||||||||||||||||||
Direxion Daily Robotics, Artificial Intelligence & Automation Index Bull 2X Shares |
9,274,646 | | 8,349,242 | | | 2,219,379 | | | ||||||||||||||||||||||||
Direxion Daily S&P Oil & Gas Exp. & Prod. Bull 2X Shares |
| 407,241,364 | 266,765,151 | | | 33,419,542 | | | ||||||||||||||||||||||||
Direxion Daily S&P Oil & Gas Exp. & Prod. Bear 2X Shares |
| | 96,784,521 | | | | | (5,905,488 | ) | |||||||||||||||||||||||
Direxion Daily Select Large Caps & FANGs Bull 2X Shares |
| 7,654,787 | 2,493,245 | | | 682,031 | | |
Asset Class | Liability Class | |||||||||||||||||||||||||||||||
Level 1 | Level 2 | Level 1 | Level 2 | |||||||||||||||||||||||||||||
Funds |
Investment Companies |
Common Stocks |
Short Term Investments |
Cash Equivalents |
Futures Contracts* |
Total Return Swap Contracts* |
Futures Contracts* |
Total Return Swap Contracts* |
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Direxion Daily Software Bull 2X Shares |
| 3,053,242 | 884,808 | | | 263,229 | | | ||||||||||||||||||||||||
Direxion Daily TIPS Bull 2X Shares |
4,134,458 | | 768,843 | | | | | (6,462 | ) | |||||||||||||||||||||||
Direxion Daily TIPS Bear 2X Shares |
| | 6,563,171 | | | 49,195 | | | ||||||||||||||||||||||||
Direxion Daily Travel & Vacation Bull 2X Shares |
| 15,298,754 | 8,630,338 | | | 2,969,300 | | | ||||||||||||||||||||||||
Direxion Daily US Infrastructure Bull 2X Shares |
| 2,614,665 | 505,255 | | | 91,709 | | | ||||||||||||||||||||||||
Direxion Daily Mid Cap Bull 3X Shares |
39,013,433 | | 22,800,652 | | | 7,306,326 | | | ||||||||||||||||||||||||
Direxion Daily S&P 500® Bull 3X Shares |
| 1,888,052,055 | 770,236,276 | | | 193,307,944 | | | ||||||||||||||||||||||||
Direxion Daily S&P 500® Bear 3X Shares |
| | 1,194,059,892 | | | | | (74,482,728 | ) | |||||||||||||||||||||||
Direxion Daily Small Cap Bull 3X Shares |
772,300,305 | | 442,238,871 | | | 161,963,529 | | | ||||||||||||||||||||||||
Direxion Daily Small Cap Bear 3X Shares |
| | 605,321,333 | | | | | (77,491,594 | ) | |||||||||||||||||||||||
Direxion Daily FTSE China Bull 3X Shares |
427,101,952 | | 315,864,926 | | | 101,018,212 | | (10,242,844 | ) | |||||||||||||||||||||||
Direxion Daily FTSE China Bear 3X Shares |
| | 196,473,466 | | | 1,966,645 | | (9,557,937 | ) | |||||||||||||||||||||||
Direxion Daily FTSE Europe Bull 3X Shares |
12,449,756 | | 20,989,968 | | | 4,578,021 | | | ||||||||||||||||||||||||
Direxion Daily MSCI Emerging Markets Bull 3X Shares |
3,752,551 | | 110,053,461 | | | 15,781,974 | | | ||||||||||||||||||||||||
Direxion Daily MSCI Emerging Markets Bear 3X Shares |
| | 30,803,470 | | | 91,669 | | (3,777,031 | ) | |||||||||||||||||||||||
Direxion Daily MSCI Mexico Bull 3X Shares |
7,916,959 | | 11,622,133 | | | 4,312,972 | | | ||||||||||||||||||||||||
Direxion Daily MSCI South Korea Bull 3X Shares |
16,935,002 | | 18,586,625 | | | 6,239,187 | | (84,458 | ) | |||||||||||||||||||||||
Direxion Daily Aerospace & Defense Bull 3X Shares |
| 128,445,935 | 61,935,705 | | | 11,948,450 | | | ||||||||||||||||||||||||
Direxion Daily Consumer Discretionary Bull 3X Shares |
| 17,518,965 | 9,820,371 | | | 4,241,011 | | | ||||||||||||||||||||||||
Direxion Daily Dow Jones Internet Bull 3X Shares |
| 89,760,070 | 40,876,074 | | | 24,322,870 | | | ||||||||||||||||||||||||
Direxion Daily Dow Jones Internet Bear 3X Shares |
| | 55,588,728 | | | | | (9,258,853 | ) | |||||||||||||||||||||||
Direxion Daily Financial Bull 3X Shares |
| 1,327,800,550 | 688,169,730 | | | 236,301,106 | | | ||||||||||||||||||||||||
Direxion Daily Financial Bear 3X Shares |
| | 185,899,198 | | | | | (20,806,992 | ) | |||||||||||||||||||||||
Direxion Daily Healthcare Bull 3X Shares |
| 144,997,533 | 64,175,635 | | | | | (16,578,628 | ) | |||||||||||||||||||||||
Direxion Daily Homebuilders & Supplies Bull 3X Shares |
| 126,933,499 | 61,487,441 | | | 43,475,921 | | | ||||||||||||||||||||||||
Direxion Daily Industrials Bull 3X Shares |
| 16,086,711 | 7,599,232 | | | 824,550 | | | ||||||||||||||||||||||||
Direxion Daily Pharmaceutical & Medical Bull 3X Shares |
| 6,762,007 | 4,172,398 | | | 748,563 | | | ||||||||||||||||||||||||
Direxion Daily Real Estate Bull 3X Shares |
| 34,201,735 | 22,407,260 | | | 6,241,832 | | | ||||||||||||||||||||||||
Direxion Daily Real Estate Bear 3X Shares |
| | 187,355,115 | | | | | (25,121,034 | ) | |||||||||||||||||||||||
Direxion Daily Regional Banks Bull 3X Shares |
| 117,160,622 | 66,009,396 | | | 15,198,058 | | | ||||||||||||||||||||||||
Direxion Daily Retail Bull 3X Shares |
| 38,412,580 | 20,246,907 | | | 10,979,304 | | | ||||||||||||||||||||||||
Direxion Daily S&P 500® High Beta Bull 3X Shares |
| 55,369,982 | 11,776,030 | | | 16,035,783 | | | ||||||||||||||||||||||||
Direxion Daily S&P 500® High Beta Bear 3X Shares |
| | 75,112,150 | | | | | (13,544,192 | ) | |||||||||||||||||||||||
Direxion Daily S&P Biotech Bull 3X Shares |
| 700,057,792 | 344,483,864 | | | 185,012,366 | | | ||||||||||||||||||||||||
Direxion Daily S&P Biotech Bear 3X Shares |
| | 171,818,953 | | | | | (13,486,165 | ) | |||||||||||||||||||||||
Direxion Daily Semiconductor Bull 3X Shares |
| 3,396,594,606 | 1,223,600,741 | | | 733,793,306 | | | ||||||||||||||||||||||||
Direxion Daily Semiconductor Bear 3X Shares |
| | 2,035,773,152 | | | | | (302,112,230 | ) | |||||||||||||||||||||||
Direxion Daily Technology Bull 3X Shares |
| 1,042,544,831 | 410,786,446 | | | 100,626,146 | | | ||||||||||||||||||||||||
Direxion Daily Technology Bear 3X Shares |
| | 180,202,775 | | | | | (12,121,741 | ) | |||||||||||||||||||||||
Direxion Daily Transportation Bull 3X Shares |
| 16,629,387 | 9,057,044 | | | 1,523,529 | | | ||||||||||||||||||||||||
Direxion Daily Utilities Bull 3X Shares |
| 9,822,797 | 5,236,567 | | | | | (959,670 | ) | |||||||||||||||||||||||
Direxion Daily 7-10 Year Treasury Bull 3X Shares |
17,716,327 | | 5,450,377 | | | 352,692 | | | ||||||||||||||||||||||||
Direxion Daily 7-10 Year Treasury Bear 3X Shares |
| | 30,849,953 | | | | | (201,376 | ) | |||||||||||||||||||||||
Direxion Daily 20+ Year Treasury Bull 3X Shares |
633,427,535 | | 337,986,729 | | | 14,644,475 | | (3,685,767 | ) | |||||||||||||||||||||||
Direxion Daily 20+ Year Treasury Bear 3X Shares |
| | 434,654,668 | | | 6,951,223 | | (1,445,010 | ) |