DBX ETF Trust Form N-Q Filed 2018-04-24
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SECURITIES AND EXCHANGE COMMISSION FORM N-Q Quarterly schedule of portfolio holdings of registered management investment company filed on Form N-Q Filing Date: 2018-04-24 | Period of Report: 2018-02-28 SEC Accession No. 0001193125-18-128460 (HTML Version on secdatabase.com) FILER DBX ETF Trust Mailing Address Business Address 345 PARK AVENUE 345 PARK AVENUE CIK:1503123| IRS No.: 000000000 | State of Incorp.:DE | Fiscal Year End: 1231 NEW YORK NY 10154 NEW YORK NY 10154 Type: N-Q | Act: 40 | File No.: 811-22487 | Film No.: 18771084 (212) 250-5883 Copyright © 2018 www.secdatabase.com. All Rights Reserved. Please Consider the Environment Before Printing This Document UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM N-Q QUARTERLY SCHEDULE OF PORTFOLIO HOLDINGS OF REGISTERED MANAGEMENT INVESTMENT COMPANY Investment Company Act file number 811-22487 DBX ETF Trust (Exact name of registrant as specified in charter) 345 Park Avenue New York, New York 10154 (Address of principal executive offices) (Zip code) Freddi Klassen DBX ETF Trust 345 Park Avenue New York, New York 10154 (Name and address of agent for service) Registrants telephone number, including area code: (212) 250-4352 Date of fiscal year end: May 31 Date of reporting period: February 28, 2018 Form N-Q is to be used by management investment companies, other than small business investment companies registered on Form N-5 (§§ 239.24 and 274.5 of this chapter), to file reports with the Commission, not later than 60 days after the close of the first and third fiscal quarters, pursuant to rule 30b1-5 under the Investment Company Act of 1940 (17 CFR 270.30b1-5). The Commission may use the information provided on Form N-Q in its regulatory, disclosure review, inspection, and policymaking roles. A registrant is required to disclose the information specified by Form N-Q, and the Commission will make this information public. A registrant is not required to respond to the collection of information contained in Form N-Q unless the Form displays a currently valid Office of Management and Budget (OMB) control number. Please direct comments concerning the accuracy of the information collection burden estimate and any suggestions for reducing the burden to the Secretary, Securities and Exchange Commission, 450 Fifth Street, NW, Washington, DC 20549-0609. The OMB has reviewed this collection of information under the clearance requirements of 44 U.S.C. § 3507. Copyright © 2018 www.secdatabase.com. All Rights Reserved. Please Consider the Environment Before Printing This Document Item 1. Schedule of Investments. The Schedule(s) of Investments is attached herewith. Copyright © 2018 www.secdatabase.com. All Rights Reserved. Please Consider the Environment Before Printing This Document DBX ETF Trust Schedule of Investments Xtrackers CSI 300 China A-Shares Hedged Equity ETF February 28, 2018 (Unaudited) Number of Shares Value EXCHANGE-TRADED FUND - 99.8% Xtrackers Harvest CSI 300 China A-Shares ETF(a)(b) (Cost $2,507,148) 104,047 $3,256,671 SECURITIES LENDING COLLATERAL - 30.9% Deutsche Government & Agency Securities Portfolio Deutsche Government Cash Institutional Shares, 1.32%(c)(d) (Cost $1,007,533) 1,007,533 1,007,533 TOTAL INVESTMENTS - 130.7% (Cost $3,514,681) $4,264,204 Other assets and liabilities, net - (30.7%) (1,000,733) NET ASSETS - 100.0% $3,263,471 For information on the Funds policies regarding the valuation of investments and other significant accounting policies, please refer to the Funds most recent semi-annual or annual financial statements. A summary of the Funds transactions with affiliated investments during the period ended February 28, 2018 is as follows: Net Change in Unrealized Appreciation Capital Gain Number of Value ($) at Purchases Sales Net Realized (Depreciation) Income Distributions Shares at Value ($) at 5/31/2017 Cost ($) Proceeds ($) Gain/(Loss) ($) ($) ($) ($) 2/28/2018 2/28/2018 EXCHANGE-TRADED FUND - 99.8% Xtrackers Harvest CSI 300 China A-Shares ETF(a)(b) 2,932,996 79,474 (389,578 ) (50,908 ) 684,687 28,928 104,047 3,256,671 SECURITIES LENDING COLLATERAL - 30.9% Deutsche Government & Agency Securities Portfolio Deutsche Government Cash Institutional Shares, 1.32%(c)(d) 1,314,136 (306,603 ) 37,606 1,007,533 1,007,533 4,247,132 79,474 (696,181 ) (50,908 ) 684,687 66,534 1,111,580 4,264,204 (a) All or a portion of these securities were on loan. In addition, Other assets and liabilities, net may include pending sales that are also on loan. The value of securities loaned at February 28, 2018 amounted to $970,331, which is 29.7% of net assets. (b) Affiliated fund advised by DBX Advisors LLC. (c) Affiliated fund managed by Deutsche Investment Management Americas Inc. The rate shown is the annualized seven-day yield at period end. (d) Represents collateral held in connection with securities lending. Income earned by the Fund is net of borrower rebates. Represents the net increase (purchases cost) or decrease (sales proceeds) in the amount invested for the period ended February 28, 2018. Copyright © 2018 www.secdatabase.com. All Rights Reserved. Please Consider the Environment Before Printing This Document As of February 28, 2018, the Fund had the following forward foreign currency contracts outstanding: Currency Currency Unrealized Unrealized Counterparty Settlement Date To Deliver To Receive Appreciation(e) Depreciation(e) Goldman Sachs & Co. 3/5/2018 CNH 21,497,000 USD 3,408,572 $ 13,235 $ Goldman Sachs & Co. 3/5/2018 CNH 1,400,000 USD 221,990 867 Goldman Sachs & Co. 3/5/2018 USD 3,617,105 CNH 22,897,000 (646 ) Goldman Sachs & Co. 4/4/2018 CNH 22,897,000 USD 3,610,498 292 Goldman Sachs & Co. 4/4/2018 USD 335,364 CNH 2,126,000 (154 ) Total unrealized appreciation (depreciation) $ 14,394 $ (800 ) Currency Abbreviations CNH Chinese Offshore Yuan USD U.S. Dollar (e) The amount represents the unrealized appreciation (depreciation) of the Funds derivative instruments subject to foreign currency contracts risk exposure as of February 28, 2018. Fair Value Measurements Various inputs are used in determining the value of the Funds investments. These inputs are summarized in three broad levels. Level 1 includes quoted prices in active markets for identical securities. Level 2 includes other significant observable inputs (including quoted prices for similar securities, interest rates, prepayment speeds and credit risk). Level 3 includes significant unobservable inputs (including the Funds own assumptions in determining the fair value of investments). The level assigned to the securities valuations may not be an indication of the risk or liquidity associated with investing in those securities. The following is a summary of the inputs used as of February 28, 2018 in valuing the Funds investments. Assets Level 1 Level 2 Level 3 Total Exchange-Traded Fund $3,256,671 $ $ $3,256,671 Short-Term Investments 1,007,533 1,007,533 Derivatives(f) Forward Foreign Currency Contracts 14,394 14,394 TOTAL $4,264,204 $14,394 $ $4,278,598 Liabilities Level 1 Level 2 Level 3 Total Derivatives(f) Forward Foreign Currency Contracts $ $(800 ) $ $(800 ) TOTAL $ $(800 ) $ $(800 ) (f) Derivatives include unrealized appreciation (depreciation) on forward foreign currency contracts. There have been no transfers between fair value measurement levels during the period ended February 28, 2018. Copyright © 2018 www.secdatabase.com. All Rights Reserved. Please Consider the Environment Before Printing This Document DBX ETF Trust Schedule of Investments Xtrackers Harvest CSI 300 China A-Shares ETF February 28, 2018 (Unaudited) Number of Shares Value COMMON STOCKS - 99.4% Consumer Discretionary - 11.4% Alpha Group, Class A 160,992 $294,540 Beijing Enlight Media Co. Ltd., Class A 273,700 540,525 BYD Co. Ltd., Class A 279,437 2,803,862 China Film Co. Ltd., Class A 233,800 622,039 China Grand Automotive Services Co. Ltd., Class A 754,497 872,568 China International Travel Service Corp. Ltd., Class A 302,103 2,499,109 China Shipbuilding Industry Group Power Co. Ltd., Class A 268,331 1,089,518 Chinese Universe Publishing and Media Co. Ltd., Class A 169,771 440,957 Chongqing Changan Automobile Co. Ltd., Class A 611,156 1,157,715 CITIC Guoan Information Industry Co. Ltd., Class A 859,200 1,061,528 Fuyao Glass Industry Group Co. Ltd., Class A 433,240 1,791,962 Great Wall Motor Co. Ltd., Class A 377,711 766,223 Gree Electric Appliances, Inc. of Zhuhai, Class A 1,489,061 12,160,449 Hangzhou Robam Appliances Co. Ltd., Class A 146,884 943,799 Huayi Brothers Media Corp., Class A 524,965 814,465 Huayu Automotive Systems Co. Ltd., Class A 486,759 2,020,248 Jiangsu Broadcasting Cable Information Network Corp. Ltd., Class A 485,930 575,792 Liaoning Cheng Da Co. Ltd., Class A* 381,278 1,066,217 Midea Group Co. Ltd., Class A 1,406,487 12,210,516 Nanjing Xinjiekou Department Store Co. Ltd., Class A(a) 161,768 827,849 Oppein Home Group, Inc., Class A* 13,100 285,698 Perfect World Co. Ltd., Class A 122,100 637,555 Qingdao Haier Co. Ltd., Class A 939,919 2,904,624 SAIC Motor Corp. Ltd., Class A 1,084,552 5,764,172 Shandong Linglong Tyre Co. Ltd., Class A 151,502 454,542 Shanghai Oriental Pearl Group Co. Ltd., Class A 413,753 1,006,028 Shenzhen Overseas Chinese Town Co. Ltd., Class A 1,015,580 1,365,445 Songcheng Performance Development Co. Ltd., Class A 229,724 713,543 Suning.com Co. Ltd., Class A 1,147,351 2,265,880 Suofeiya Home Collection Co. Ltd., Class A 172,459 998,598 TCL Corp., Class A 2,505,580 1,484,466 Triangle Tyre Co.