| | | | | 4 | | | |
| | | | | 5 | | | |
| | | | | 8 | | | |
| Schedules of Investments | | | | | | | |
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| | | | | 33 | | | |
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| | | | | 53 | | | |
| | | | | 57 | | | |
| | | | | 59 | | | |
| | | | | 70 | | | |
| | | | | 72 | | | |
| | | | | 78 | | | |
| | | | | 84 | | | |
| | | | | 88 | | | |
| | | | | 91 | | | |
| | | | | 99 | | | |
| | | | | 101 | | | |
| | | | | 103 | | | |
| | | | | 105 | | | |
| | | | | 107 | | | |
| | | | | 110 | | | |
| | | | | 112 | | | |
| | | | | 114 | | | |
| | | | | 120 | | | |
| | | | | 126 | | | |
| | | | | 138 | | | |
| | | | | 162 | | | |
| | | | | 191 | | |
| | |
Beginning Account Value 05/01/2022 |
| |
Ending Account Value 10/31/2022 |
| |
Annualized Expense Ratios for the Period 05/01/2022 to 10/31/2022 |
| |
Expenses Paid During the Period 05/01/2022 to 10/31/20221 |
| ||||||||||||
IQ Hedge Multi-Strategy Tracker ETF | | | | | | | | | | | | | | | | | | | | | | | | | |
Actual |
| | | $ | 1,000.00 | | | | | $ | 946.10 | | | | | | 0.56% | | | | | $ | 2.75 | | |
Hypothetical (assuming a 5% return before
expenses) |
| | | $ | 1,000.00 | | | | | $ | 1,022.38 | | | | | | 0.56% | | | | | $ | 2.85 | | |
IQ Hedge Macro Tracker ETF | | | | | | | | | | | | | | | | | | | | | | | | | |
Actual |
| | | $ | 1,000.00 | | | | | $ | 938.20 | | | | | | 0.45% | | | | | $ | 2.20 | | |
Hypothetical (assuming a 5% return before
expenses) |
| | | $ | 1,000.00 | | | | | $ | 1,022.94 | | | | | | 0.45% | | | | | $ | 2.29 | | |
IQ Hedge Market Neutral Tracker ETF | | | | | | | | | | | | | | | | | | | | | | | | | |
Actual |
| | | $ | 1,000.00 | | | | | $ | 967.30 | | | | | | 0.45% | | | | | $ | 2.23 | | |
Hypothetical (assuming a 5% return before
expenses) |
| | | $ | 1,000.00 | | | | | $ | 1,022.94 | | | | | | 0.45% | | | | | $ | 2.29 | | |
IQ Hedge Long/Short Tracker ETF | | | | | | | | | | | | | | | | | | | | | | | | | |
Actual |
| | | $ | 1,000.00 | | | | | $ | 941.00 | | | | | | 0.44% | | | | | $ | 2.15 | | |
Hypothetical (assuming a 5% return before
expenses) |
| | | $ | 1,000.00 | | | | | $ | 1,022.99 | | | | | | 0.44% | | | | | $ | 2.24 | | |
IQ Hedge Event-Driven Tracker ETF | | | | | | | | | | | | | | | | | | | | | | | | | |
Actual |
| | | $ | 1,000.00 | | | | | $ | 958.10 | | | | | | 0.45% | | | | | $ | 2.22 | | |
Hypothetical (assuming a 5% return before
expenses) |
| | | $ | 1,000.00 | | | | | $ | 1,022.94 | | | | | | 0.45% | | | | | $ | 2.29 | | |
| | |
Beginning Account Value 05/01/2022 |
| |
Ending Account Value 10/31/2022 |
| |
Annualized Expense Ratios for the Period 05/01/2022 to 10/31/2022 |
| |
Expenses Paid During the Period 05/01/2022 to 10/31/20221 |
| ||||||||||||
IQ Real Return ETF | | | | | | | | | | | | | | | | | | | | | | | | | |
Actual |
| | | $ | 1,000.00 | | | | | $ | 945.30 | | | | | | 0.28% | | | | | $ | 1.37 | | |
Hypothetical (assuming a 5% return before
expenses) |
| | | $ | 1,000.00 | | | | | $ | 1,023.79 | | | | | | 0.28% | | | | | $ | 1.43 | | |
IQ S&P High Yield Low Volatility Bond ETF | | | | | | | | | | | | | | | | | | | | | | | | | |
Actual |
| | | $ | 1,000.00 | | | | | $ | 971.70 | | | | | | 0.42% | | | | | $ | 2.09 | | |
Hypothetical (assuming a 5% return before
expenses) |
| | | $ | 1,000.00 | | | | | $ | 1,023.09 | | | | | | 0.42% | | | | | $ | 2.14 | | |
IQ Merger Arbitrage ETF | | | | | | | | | | | | | | | | | | | | | | | | | |
Actual |
| | | $ | 1,000.00 | | | | | $ | 995.50 | | | | | | 0.78% | | | | | $ | 3.92 | | |
Hypothetical (assuming a 5% return before
expenses) |
| | | $ | 1,000.00 | | | | | $ | 1,021.27 | | | | | | 0.78% | | | | | $ | 3.97 | | |
IQ Global Resources ETF | | | | | | | | | | | | | | | | | | | | | | | | | |
Actual |
| | | $ | 1,000.00 | | | | | $ | 938.00 | | | | | | 0.32% | | | | | $ | 1.56 | | |
Hypothetical (assuming a 5% return before
expenses) |
| | | $ | 1,000.00 | | | | | $ | 1,023.59 | | | | | | 0.32% | | | | | $ | 1.63 | | |
IQ CBRE NextGen Real Estate ETF | | | | | | | | | | | | | | | | | | | | | | | | | |
Actual |
| | | $ | 1,000.00 | | | | | $ | 782.30 | | | | | | 0.70% | | | | | $ | 3.14 | | |
Hypothetical (assuming a 5% return before
expenses) |
| | | $ | 1,000.00 | | | | | $ | 1,021.68 | | | | | | 0.70% | | | | | $ | 3.57 | | |
IQ FTSE International Equity Currency Neutral ETF | | | | | | | | | | | | | | | | | | | | | | | | | |
Actual |
| | | $ | 1,000.00 | | | | | $ | 909.90 | | | | | | 0.21% | | | | | $ | 1.01 | | |
Hypothetical (assuming a 5% return before
expenses) |
| | | $ | 1,000.00 | | | | | $ | 1,024.15 | | | | | | 0.21% | | | | | $ | 1.07 | | |
IQ Chaikin U.S. Large Cap ETF | | | | | | | | | | | | | | | | | | | | | | | | | |
Actual |
| | | $ | 1,000.00 | | | | | $ | 975.40 | | | | | | 0.25% | | | | | $ | 1.24 | | |
Hypothetical (assuming a 5% return before
expenses) |
| | | $ | 1,000.00 | | | | | $ | 1,023.95 | | | | | | 0.25% | | | | | $ | 1.28 | | |
IQ Chaikin U.S. Small Cap ETF | | | | | | | | | | | | | | | | | | | | | | | | | |
Actual |
| | | $ | 1,000.00 | | | | | $ | 1,030.60 | | | | | | 0.36% | | | | | $ | 1.84 | | |
Hypothetical (assuming a 5% return before
expenses) |
| | | $ | 1,000.00 | | | | | $ | 1,023.39 | | | | | | 0.36% | | | | | $ | 1.84 | | |
IQ 500 International ETF | | | | | | | | | | | | | | | | | | | | | | | | | |
Actual |
| | | $ | 1,000.00 | | | | | $ | 879.70 | | | | | | 0.25% | | | | | $ | 1.18 | | |
Hypothetical (assuming a 5% return before
expenses) |
| | | $ | 1,000.00 | | | | | $ | 1,023.95 | | | | | | 0.25% | | | | | $ | 1.28 | | |
IQ Candriam ESG U.S. Large Cap Equity ETF | | | | | | | | | | | | | | | | | | | | | | | | | |
Actual |
| | | $ | 1,000.00 | | | | | $ | 929.60 | | | | | | 0.09% | | | | | $ | 0.44 | | |
Hypothetical (assuming a 5% return before
expenses) |
| | | $ | 1,000.00 | | | | | $ | 1,024.75 | | | | | | 0.09% | | | | | $ | 0.46 | | |
IQ Candriam ESG U.S. Mid Cap Equity ETF | | | | | | | | | | | | | | | | | | | | | | | | | |
Actual |
| | | $ | 1,000.00 | | | | | $ | 1,036.00 | | | | | | 0.15% | | | | | $ | 0.03* | | |
Hypothetical (assuming a 5% return before
expenses) |
| | | $ | 1,000.00 | | | | | $ | 1,000.93 | | | | | | 0.15% | | | | | $ | 0.03 | | |
IQ Candriam ESG International Equity ETF | | | | | | | | | | | | | | | | | | | | | | | | | |
Actual |
| | | $ | 1,000.00 | | | | | $ | 874.40 | | | | | | 0.15% | | | | | $ | 0.71 | | |
Hypothetical (assuming a 5% return before
expenses) |
| | | $ | 1,000.00 | | | | | $ | 1,024.45 | | | | | | 0.15% | | | | | $ | 0.77 | | |
IQ Healthy Hearts ETF | | | | | | | | | | | | | | | | | | | | | | | | | |
Actual |
| | | $ | 1,000.00 | | | | | $ | 930.20 | | | | | | 0.46% | | | | | $ | 2.24 | | |
Hypothetical (assuming a 5% return before
expenses) |
| | | $ | 1,000.00 | | | | | $ | 1,022.89 | | | | | | 0.46% | | | | | $ | 2.35 | | |
IQ Engender Equality ETF | | | | | | | | | | | | | | | | | | | | | | | | | |
Actual |
| | | $ | 1,000.00 | | | | | $ | 968.80 | | | | | | 0.46% | | | | | $ | 2.28 | | |
Hypothetical (assuming a 5% return before
expenses) |
| | | $ | 1,000.00 | | | | | $ | 1,022.89 | | | | | | 0.46% | | | | | $ | 2.35 | | |
IQ Cleaner Transport ETF | | | | | | | | | | | | | | | | | | | | | | | | | |
Actual |
| | | $ | 1,000.00 | | | | | $ | 864.30 | | | | | | 0.46% | | | | | $ | 2.16 | | |
Hypothetical (assuming a 5% return before
expenses) |
| | | $ | 1,000.00 | | | | | $ | 1,022.89 | | | | | | 0.46% | | | | | $ | 2.35 | | |
| | |
Beginning Account Value 05/01/2022 |
| |
Ending Account Value 10/31/2022 |
| |
Annualized Expense Ratios for the Period 05/01/2022 to 10/31/2022 |
| |
Expenses Paid During the Period 05/01/2022 to 10/31/20221 |
| ||||||||||||
IQ Clean Oceans ETF | | | | | | | | | | | | | | | | | | | | | | | | | |
Actual |
| | | $ | 1,000.00 | | | | | $ | 847.80 | | | | | | 0.46% | | | | | $ | 2.14 | | |
Hypothetical (assuming a 5% return before
expenses) |
| | | $ | 1,000.00 | | | | | $ | 1,022.89 | | | | | | 0.46% | | | | | $ | 2.35 | | |
IQ Global Equity R&D Leaders ETF | | | | | | | | | | | | | | | | | | | | | | | | | |
Actual |
| | | $ | 1,000.00 | | | | | $ | 867.30 | | | | | | 0.19% | | | | | $ | 0.89 | | |
Hypothetical (assuming a 5% return before
expenses) |
| | | $ | 1,000.00 | | | | | $ | 1,024.25 | | | | | | 0.19% | | | | | $ | 0.97 | | |
IQ U.S. Large Cap R&D Leaders ETF | | | | | | | | | | | | | | | | | | | | | | | | | |
Actual |
| | | $ | 1,000.00 | | | | | $ | 908.90 | | | | | | 0.15% | | | | | $ | 0.72 | | |
Hypothetical (assuming a 5% return before
expenses) |
| | | $ | 1,000.00 | | | | | $ | 1,024.45 | | | | | | 0.15% | | | | | $ | 0.77 | | |
IQ U.S. Mid Cap R&D Leaders ETF | | | | | | | | | | | | | | | | | | | | | | | | | |
Actual |
| | | $ | 1,000.00 | | | | | $ | 912.70 | | | | | | 0.17% | | | | | $ | 0.82 | | |
Hypothetical (assuming a 5% return before
expenses) |
| | | $ | 1,000.00 | | | | | $ | 1,024.35 | | | | | | 0.17% | | | | | $ | 0.87 | | |
Asset Class |
| |
% of Net Assets |
| |||
Money Market Fund |
| | | | 21.5% | | |
Investment Grade
Corporate Bond Funds |
| | | | 18.6 | | |
U.S. Ultra Short Term Bond Funds
|
| | | | 12.4 | | |
Convertible Bond Funds |
| | | | 11.9 | | |
Bank Loan Funds |
| | | | 9.2 | | |
Emerging Equity Funds |
| | | | 8.0 | | |
U.S. Medium Term Treasury Bond Funds
|
| | | | 6.8 | | |
U.S. Large Cap Core Funds |
| | | | 5.0 | | |
Floating
Rate — Investment Grade Funds |
| | | | 4.2 | | |
International Equity Core Funds |
| | | | 3.3 | | |
U.S. Large Cap Growth Funds |
| | | | 3.1 | | |
Emerging Bonds — Local
Currency Funds |
| | | | 2.7 | | |
Gold Funds |
| | | | 2.7 | | |
Emerging Markets Small
Cap Equity Fund |
| | | | 2.4 | | |
U.S. Dollar Fund |
| | | | 2.4 | | |
U.S. Preferred Fund |
| | | | 1.4 | | |
Europe Equity Funds |
| | | | 1.4 | | |
Silver Funds |
| | | | 1.3 | | |
U.S. Small Cap Growth Funds |
| | | | 1.1 | | |
U.S. Momentum Fund |
| | | | 0.9 | | |
International Large Cap Growth Fund
|
| | | | 0.4 | | |
U.S. REITS Funds |
| | | | 0.3 | | |
High Yield Corporate Bond Funds |
| | | | 0.3 | | |
Mortgage Backed Securities Funds
|
| | | | 0.2 | | |
Municipal Bond Fund |
| | | | 0.0(a) | | |
Total Investments |
| | | | 121.5 | | |
Other Assets and Liabilities, Net
|
| | | | (21.5) | | |
Total Net Assets |
| | | | 100.0% | | |
Asset Class |
| |
% of Net Assets |
| |||
U.S. Ultra Short Term Bond Funds
|
| | | | 26.0% | | |
Emerging Equity Funds |
| | | | 15.0 | | |
Convertible Bond Funds |
| | | | 12.7 | | |
Investment Grade
Corporate Bond Funds |
| | | | 7.9 | | |
U.S. Medium Term Treasury Bond Funds
|
| | | | 7.8 | | |
Floating
Rate — Investment Grade Funds |
| | | | 4.9 | | |
Emerging Bonds — Local
Currency Funds |
| | | | 4.9 | | |
Money Market Funds |
| | | | 4.7 | | |
Gold Funds |
| | | | 3.9 | | |
U.S. Large Cap Growth Funds |
| | | | 3.0 | | |
Emerging Small Cap Equity Fund |
| | | | 2.7 | | |
U.S. Dollar Fund |
| | | | 2.7 | | |
High Yield Corporate Bond Funds |
| | | | 2.5 | | |
Europe Equity Funds |
| | | | 2.0 | | |
U.S. Large Cap Core Funds |
| | | | 1.9 | | |
Silver Funds |
| | | | 1.9 | | |
Total Investments |
| | | | 104.5 | | |
Other Assets and Liabilities, Net
|
| | | | (4.5) | | |
Total Net Assets |
| | | | 100.0% | | |
Asset Class |
| |
% of Net Assets |
| |||
Money Market Funds |
| | | | 27.6% | | |
Bank Loan Funds |
| | | | 18.3 | | |
Floating
Rate — Investment Grade Funds |
| | | | 18.1 | | |
U.S. Medium Term Treasury Bond Funds
|
| | | | 17.9 | | |
U.S. Ultra Short Term Bond Funds
|
| | | | 11.6 | | |
U.S. Low Volatility Fund |
| | | | 6.3 | | |
High Yield Corporate Bond Funds |
| | | | 6.2 | | |
Treasury Inflation Protected Securities
|
| | | | 6.1 | | |
U.S. Preferred Fund |
| | | | 6.0 | | |
Convertible Bond Funds |
| | | | 3.3 | | |
U.S. Dollar Fund |
| | | | 2.8 | | |
Mortgage Backed Securities Funds
|
| | | | 2.8 | | |
Volatility Note |
| | | | 0.4 | | |
Emerging Bonds — Local
Currency Funds |
| | | | 0.0(a) | | |
Total Investments |
| | | | 127.4 | | |
Other Assets and Liabilities, Net
|
| | | | (27.4) | | |
Total Net Assets |
| | | | 100.0% | | |
Asset Class |
| |
% of Net Assets |
| |||
U.S. Large Cap Core Funds |
| | | | 29.7% | | |
International Equity Core Funds |
| | | | 29.3 | | |
Investment Grade
Corporate Bond Funds |
| | | | 17.1 | | |
U.S. Momentum Fund |
| | | | 7.8 | | |
Bank Loan Funds |
| | | | 7.0 | | |
Money Market Funds |
| | | | 5.0 | | |
International Large Cap Growth Fund
|
| | | | 3.2 | | |
U.S. REITS Funds |
| | | | 3.0 | | |
U.S. Ultra Short Term Bond Funds
|
| | | | 1.9 | | |
Volatility Note |
| | | | 1.0 | | |
Total Investments |
| | | | 105.0 | | |
Other Assets and Liabilities, Net
|
| | | | (5.0) | | |
Total Net Assets |
| | | | 100.0% | | |
Asset Class |
| |
% of Net Assets |
| |||
Investment Grade
Corporate Bond Funds |
| | | | 43.8% | | |
Bank Loan Funds |
| | | | 23.9 | | |
Convertible Bond Funds |
| | | | 22.0 | | |
Money Market Funds |
| | | | 17.2 | | |
U.S. Small Cap Growth Funds |
| | | | 5.3 | | |
U.S. Preferred Fund |
| | | | 4.8 | | |
U.S. Ultra Short Term Bond Funds
|
| | | | 0.0(a) | | |
Total Investments |
| | | | 117.0 | | |
Other Assets and Liabilities, Net
|
| | | | (17.0) | | |
Total Net Assets |
| | | | 100.0% | | |
Industry |
| |
% of Net Assets |
| |||
Government |
| | | | 59.7% | | |
Commodity Funds |
| | | | 9.8 | | |
Information Technology |
| | | | 6.4 | | |
Financials |
| | | | 5.0 | | |
Industrials |
| | | | 3.6 | | |
Health Care |
| | | | 3.6 | | |
Energy |
| | | | 2.5 | | |
Consumer Discretionary |
| | | | 2.5 | | |
Communication Services |
| | | | 1.7 | | |
Consumer Staples |
| | | | 1.6 | | |
Utilities |
| | | | 1.3 | | |
Real Estate |
| | | | 1.2 | | |
Materials |
| | | | 0.9 | | |
Money Market Funds |
| | | | 0.1 | | |
Total Investments |
| | | | 99.9 | | |
Other Assets and Liabilities, Net
|
| | | | 0.1 | | |
Total Net Assets |
| | | | 100.0% | | |
Industry |
| |
% of Net Assets |
| |||
Energy |
| | | | 15.5% | | |
Consumer Discretionary |
| | | | 14.9 | | |
Industrials |
| | | | 11.4 | | |
Media |
| | | | 11.2 | | |
Health Care |
| | | | 8.2 | | |
Information Technology |
| | | | 5.5 | | |
Consumer Staples |
| | | | 5.4 | | |
Materials |
| | | | 5.4 | | |
Utilities |
| | | | 4.6 | | |
Telecommunication Services |
| | | | 4.6 | | |
Financials |
| | | | 4.1 | | |
Real Estate |
| | | | 3.6 | | |
Transportation |
| | | | 3.3 | | |
Money Market Funds |
| | | | 1.9 | | |
Total Investments |
| | | | 99.6 | | |
Other Assets and Liabilities, Net
|
| | | | 0.4 | | |
Total Net Assets |
| | | | 100.0% | | |
Industry |
| |
% of Net Assets |
| |||
Information Technology |
| | | | 24.2% | | |
Money Market Funds |
| | | | 21.1 | | |
Health Care |
| | | | 14.6 | | |
Real Estate |
| | | | 8.5 | | |
Industrials |
| | | | 7.2 | | |
U.S. Ultra Short Term Bond Funds
|
| | | | 7.2 | | |
Communication Services |
| | | | 6.6 | | |
Financials |
| | | | 4.6 | | |
Consumer Discretionary |
| | | | 3.6 | | |
Materials |
| | | | 1.3 | | |
Consumer Staples |
| | | | 1.1 | | |
Energy |
| | | | 1.0 | | |
Utilities |
| | | | 1.0 | | |
Total Investments |
| | | | 102.0 | | |
Other Assets and Liabilities, Net
|
| | | | (2.0) | | |
Total Net Assets |
| | | | 100.0% | | |
Industry |
| |
% of Net Assets |
| |||
Energy |
| | | | 32.3% | | |
Grains Food Fiber |
| | | | 26.2 | | |
Industrial Metals |
| | | | 21.7 | | |
Precious Metals |
| | | | 6.2 | | |
Water |
| | | | 5.0 | | |
Timber |
| | | | 4.7 | | |
Livestock |
| | | | 3.4 | | |
Money Market Funds |
| | | | 0.3 | | |
Coal |
| | | | 0.0(a) | | |
Total Investments |
| | | | 99.8 | | |
Other Assets and Liabilities, Net
|
| | | | 0.2 | | |
Total Net Assets |
| | | | 100.0% | | |
Industry |
| |
% of Net Assets |
| |||
Industrial |
| | | | 33.7% | | |
Infrastructure (Tower) |
| | | | 17.3 | | |
Multi-Family Residential |
| | | | 14.6 | | |
Data Center |
| | | | 14.4 | | |
Health Care |
| | | | 12.1 | | |
Single-Family Residential |
| | | | 3.1 | | |
Manufactured Homes |
| | | | 3.0 | | |
Data Center Property Owners |
| | | | 0.6 | | |
REITs |
| | | | 0.6 | | |
Student Housing |
| | | | 0.5 | | |
Money Market Fund |
| | | | 0.2 | | |
Total Investments |
| | | | 100.1 | | |
Other Assets and Liabilities, Net
|
| | | | (0.1) | | |
Total Net Assets |
| | | | 100.0% | | |
Industry |
| |
% of Net Assets |
| |||
Financials |
| | | | 17.0% | | |
Industrials |
| | | | 15.5 | | |
Health Care |
| | | | 12.9 | | |
Consumer Discretionary |
| | | | 10.8 | | |
Consumer Staples |
| | | | 10.1 | | |
Information Technology |
| | | | 9.8 | | |
Materials |
| | | | 8.0 | | |
Energy |
| | | | 4.8 | | |
Communication Services |
| | | | 4.7 | | |
Utilities |
| | | | 3.2 | | |
Real Estate |
| | | | 3.0 | | |
Money Market Fund |
| | | | 0.4 | | |
Total Investments |
| | | | 100.2 | | |
Other Assets and Liabilities, Net
|
| | | | (0.2) | | |
Total Net Assets |
| | | | 100.0% | | |
Industry |
| |
% of Net Assets |
| |||
Information Technology |
| | | | 23.4% | | |
Health Care |
| | | | 20.1 | | |
Consumer Discretionary |
| | | | 13.1 | | |
Industrials |
| | | | 13.0 | | |
Financials |
| | | | 12.6 | | |
Communication Services |
| | | | 5.8 | | |
Consumer Staples |
| | | | 4.4 | | |
Energy |
| | | | 3.9 | | |
Real Estate |
| | | | 1.7 | | |
Utilities |
| | | | 0.9 | | |
Materials |
| | | | 0.9 | | |
Total Investments |
| | | | 99.8 | | |
Other Assets and Liabilities, Net
|
| | | | 0.2 | | |
Total Net Assets |
| | | | 100.0% | | |
Industry |
| |
% of Net Assets |
| |||
Financials |
| | | | 24.1% | | |
Industrials |
| | | | 18.3 | | |
Health Care |
| | | | 12.8 | | |
Information Technology |
| | | | 10.7 | | |
Consumer Discretionary |
| | | | 10.4 | | |
Energy |
| | | | 5.4 | | |
Real Estate |
| | | | 4.6 | | |
Materials |
| | | | 4.2 | | |
Consumer Staples |
| | | | 3.9 | | |
Utilities |
| | | | 3.2 | | |
Communication Services |
| | | | 2.3 | | |
Money Market Funds |
| | | | 0.5 | | |
Total Investments |
| | | | 100.4 | | |
Other Assets and Liabilities, Net
|
| | | | (0.4) | | |
Total Net Assets |
| | | | 100.0% | | |
Industry |
| |
% of Net Assets |
| |||
Industrials |
| | | | 21.1% | | |
Consumer Discretionary |
| | | | 13.0 | | |
Consumer Staples |
| | | | 11.2 | | |
Financials |
| | | | 10.0 | | |
Materials |
| | | | 9.6 | | |
Energy |
| | | | 9.3 | | |
Communication Services |
| | | | 8.5 | | |
Health Care |
| | | | 6.7 | | |
Utilities |
| | | | 5.8 | | |
Information Technology |
| | | | 4.3 | | |
Money Market Fund |
| | | | 1.9 | | |
Total Investments |
| | | | 101.4 | | |
Other Assets and Liabilities, Net
|
| | | | (1.4) | | |
Total Net Assets |
| | | | 100.0% | | |
Industry |
| |
% of Net Assets |
| |||
Information Technology |
| | | | 35.4% | | |
Consumer Discretionary |
| | | | 14.1 | | |
Health Care |
| | | | 9.8 | | |
Financials |
| | | | 8.7 | | |
Consumer Staples |
| | | | 8.0 | | |
Communication Services |
| | | | 7.9 | | |
Industrials |
| | | | 5.0 | | |
Energy |
| | | | 3.8 | | |
Real Estate |
| | | | 3.2 | | |
Materials |
| | | | 2.3 | | |
Utilities |
| | | | 1.5 | | |
Money Market Fund |
| | | | 0.0(a) | | |
Total Investments |
| | | | 99.7 | | |
Other Assets and Liabilities, Net
|
| | | | 0.3 | | |
Total Net Assets |
| | | | 100.0% | | |
Industry |
| |
% of Net Assets |
| |||
Industrials |
| | | | 20.0% | | |
Information Technology |
| | | | 15.2 | | |
Consumer Discretionary |
| | | | 14.4 | | |
Financials |
| | | | 12.3 | | |
Health Care |
| | | | 11.7 | | |
Real Estate |
| | | | 9.8 | | |
Materials |
| | | | 6.5 | | |
Consumer Staples |
| | | | 4.3 | | |
Communication Services |
| | | | 2.7 | | |
Utilities |
| | | | 1.5 | | |
Energy |
| | | | 1.5 | | |
Money Market Fund |
| | | | 0.1 | | |
Total Investments |
| | | | 100.0 | | |
Other Assets and Liabilities, Net
|
| | | | 0.0(a) | | |
Total Net Assets |
| | | | 100.0% | | |
Industry |
| |
% of Net Assets |
| |||
Financials |
| | | | 16.6% | | |
Health Care |
| | | | 16.3 | | |
Industrials |
| | | | 14.1 | | |
Consumer Discretionary |
| | | | 11.4 | | |
Consumer Staples |
| | | | 8.9 | | |
Information Technology |
| | | | 8.6 | | |
Energy |
| | | | 6.5 | | |
Materials |
| | | | 6.5 | | |
Communication Services |
| | | | 5.1 | | |
Real Estate |
| | | | 2.8 | | |
Utilities |
| | | | 2.7 | | |
Money Market Funds |
| | | | 0.6 | | |
Total Investments |
| | | | 100.1 | | |
Other Assets and Liabilities, Net
|
| | | | (0.1) | | |
Total Net Assets |
| | | | 100.0% | | |
Industry |
| |
% of Net Assets |
| |||
Health Care |
| | | | 70.4% | | |
Consumer Discretionary |
| | | | 10.8 | | |
Consumer Staples |
| | | | 7.5 | | |
Information Technology |
| | | | 4.9 | | |
Communication Services |
| | | | 4.5 | | |
Industrials |
| | | | 1.4 | | |
Real Estate |
| | | | 0.4 | | |
Money Market Fund |
| | | | 0.3 | | |
Total Investments |
| | | | 100.2 | | |
Other Assets and Liabilities, Net
|
| | | | (0.2) | | |
Total Net Assets |
| | | | 100.0% | | |
Industry |
| |
% of Net Assets |
| |||
Information Technology |
| | | | 17.0% | | |
Financials |
| | | | 16.8 | | |
Health Care |
| | | | 15.1 | | |
Consumer Discretionary |
| | | | 11.5 | | |
Consumer Staples |
| | | | 11.4 | | |
Communication Services |
| | | | 8.3 | | |
Industrials |
| | | | 7.6 | | |
Materials |
| | | | 6.8 | | |
Real Estate |
| | | | 3.9 | | |
Utilities |
| | | | 1.4 | | |
Money Market Fund |
| | | | 0.1 | | |
Total Investments |
| | | | 99.9 | | |
Other Assets and Liabilities, Net
|
| | | | 0.1 | | |
Total Net Assets |
| | | | 100.0% | | |
Industry |
| |
% of Net Assets |
| |||
Industrials |
| | | | 31.2% | | |
Information Technology |
| | | | 30.8 | | |
Consumer Discretionary |
| | | | 27.9 | | |
Utilities |
| | | | 6.6 | | |
Communication Services |
| | | | 2.9 | | |
Materials |
| | | | 0.5 | | |
Money Market Fund |
| | | | 0.1 | | |
Total Investments |
| | | | 100.0 | | |
Other Assets and Liabilities, Net
|
| | | | 0.0(a) | | |
Total Net Assets |
| | | | 100.0% | | |
Industry |
| |
% of Net Assets |
| |||
Information Technology |
| | | | 27.7% | | |
Industrials |
| | | | 26.6 | | |
Materials |
| | | | 15.2 | | |
Utilities |
| | | | 13.7 | | |
Consumer Staples |
| | | | 9.4 | | |
Consumer Discretionary |
| | | | 7.2 | | |
Money Market Funds |
| | | | 0.2 | | |
Total Investments |
| | | | 100.0 | | |
Other Assets and Liabilities, Net
|
| | | | 0.0(a) | | |
Total Net Assets |
| | | | 100.0% | | |
Industry |
| |
% of Net Assets |
| |||
Information Technology |
| | | | 32.6% | | |
Health Care |
| | | | 26.1 | | |
Consumer Discretionary |
| | | | 20.5 | | |
Communication Services |
| | | | 10.6 | | |
Industrials |
| | | | 7.9 | | |
Materials |
| | | | 0.9 | | |
Consumer Staples |
| | | | 0.8 | | |
Energy |
| | | | 0.5 | | |
Total Investments |
| | | | 99.9 | | |
Other Assets and Liabilities, Net
|
| | | | 0.1 | | |
Total Net Assets |
| | | | 100.0% | | |
Industry |
| |
% of Net Assets |
| |||
Information Technology |
| | | | 39.3% | | |
Health Care |
| | | | 27.8 | | |
Consumer Discretionary |
| | | | 12.8 | | |
Communication Services |
| | | | 12.6 | | |
Industrials |
| | | | 5.7 | | |
Materials |
| | | | 0.9 | | |
Consumer Staples |
| | | | 0.5 | | |
Energy |
| | | | 0.3 | | |
Money Market Fund |
| | | | 0.0(a) | | |
Total Investments |
| | | | 99.9 | | |
Other Assets and Liabilities, Net
|
| | | | 0.1 | | |
Total Net Assets |
| | | | 100.0% | | |
Industry |
| |
% of Net Assets |
| |||
Information Technology |
| | | | 35.9% | | |
Health Care |
| | | | 26.4 | | |
Consumer Discretionary |
| | | | 12.9 | | |
Communication Services |
| | | | 9.1 | | |
Industrials |
| | | | 7.1 | | |
Materials |
| | | | 6.9 | | |
Money Market Fund |
| | | | 3.2 | | |
Energy |
| | | | 0.9 | | |
Real Estate |
| | | | 0.6 | | |
Total Investments |
| | | | 103.0 | | |
Other Assets and Liabilities, Net
|
| | | | (3.0) | | |
Total Net Assets |
| | | | 100.0% | | |
| | |
Shares |
| |
Value |
| ||||||
Exchange Traded Vehicles — 6.4% | | ||||||||||||
Gold Funds — 2.7% | | ||||||||||||
abrdn Gold ETF Trust*
|
| | | | 74,523 | | | | | $ | 1,164,795 | | |
Graniteshares Gold Trust*
|
| | | | 26,608 | | | | | | 430,251 | | |
iShares Gold Trust*(a)
|
| | | | 429,845 | | | | | | 13,316,598 | | |
SPDR Gold MiniShares Trust*
|
| | | | 74,073 | | | | | | 2,400,706 | | |
Total Gold Funds |
| | | | | | | | | | 17,312,350 | | |
Silver Funds — 1.3% | | ||||||||||||
abrdn Silver ETF Trust*
|
| | | | 41,306 | | | | | | 760,443 | | |
iShares Silver Trust*(a)
|
| | | | 440,327 | | | | | | 7,758,562 | | |
Total Silver Funds |
| | | | | | | | | | 8,519,005 | | |
U.S. Dollar Fund — 2.4% | | ||||||||||||
Invesco
DB U.S. Dollar Index Bullish Fund*(a)
|
| | | | 525,984 | | | | | | 15,795,300 | | |
Total Exchange Traded Vehicles | | ||||||||||||
(Cost $42,957,116) |
| | | | | | | | | | 41,626,655 | | |
Investment Companies — 93.6% | | ||||||||||||
Bank Loan Funds — 9.2% | | ||||||||||||
Invesco Senior Loan ETF(a)
|
| | | | 903,490 | | | | | | 18,720,313 | | |
SPDR Blackstone Senior Loan ETF(a)
|
| | | | 984,867 | | | | | | 40,714,402 | | |
Total Bank Loan Funds |
| | | | | | | | | | 59,434,715 | | |
Convertible Bond Funds — 11.9% | | ||||||||||||
iShares Convertible Bond ETF(a)
|
| | | | 330,998 | | | | | | 23,358,529 | | |
SPDR
Bloomberg Convertible Securities ETF(a) |
| | | | 829,773 | | | | | | 54,009,924 | | |
Total Convertible Bond Funds |
| | | | | | | | | | 77,368,453 | | |
Emerging Bonds — Local Currency Funds — 2.7% | | ||||||||||||
SPDR Bloomberg Emerging
Markets Local Bond ETF |
| | | | 396,613 | | | | | | 7,472,189 | | |
VanEck
J. P. Morgan EM Local Currency Bond ETF |
| | | | 442,851 | | | | | | 10,035,004 | | |
Total
Emerging Bonds — Local Currency Funds |
| | | | | | | | | | 17,507,193 | | |
Emerging Equity Funds — 8.0% | | ||||||||||||
iShares Core MSCI
Emerging Markets ETF |
| | | | 218,680 | | | | | | 9,261,098 | | |
iShares MSCI Emerging
Markets Min Vol Factor ETF(a) |
| | | | 622,205 | | | | | | 31,228,469 | | |
Schwab Emerging Markets Equity ETF
|
| | | | 56,547 | | | | | | 1,225,373 | | |
Vanguard
FTSE Emerging Markets ETF(a) |
| | | | 286,759 | | | | | | 10,165,607 | | |
Total Emerging Equity Funds |
| | | | | | | | | | 51,880,547 | | |
Emerging Markets Small Cap Equity Fund — 2.4% | | ||||||||||||
SPDR
S&P Emerging Markets SmallCap ETF |
| | | | 348,077 | | | | | | 15,844,465 | | |
Europe Equity Funds — 1.4% | | ||||||||||||
iShares Core MSCI Europe ETF(a)
|
| | | | 33,633 | | | | | | 1,442,519 | | |
JPMorgan BetaBuilders Europe ETF(a)
|
| | | | 33,719 | | | | | | 1,470,823 | | |
Vanguard FTSE Europe ETF(a)
|
| | | | 118,151 | | | | | | 5,912,276 | | |
Total Europe Equity Funds |
| | | | | | | | | | 8,825,618 | | |
Floating Rate — Investment Grade Funds — 4.2% | | ||||||||||||
iShares Floating Rate Bond ETF |
| | | | 399,242 | | | | | | 20,057,918 | | |
SPDR
Bloomberg Investment Grade Floating Rate ETF |
| | | | 229,006 | | | | | | 6,943,462 | | |
Total
Floating Rate — Investment Grade Funds |
| | | | | | | | | | 27,001,380 | | |
| | |
Shares |
| |
Value |
| ||||||
Investment Companies (continued) | | ||||||||||||
High Yield Corporate Bond Funds — 0.3% | | ||||||||||||
iShares iBoxx High
Yield Corporate Bond ETF(a) |
| | | | 15,450 | | | | | $ | 1,134,494 | | |
SPDR
Bloomberg High Yield Bond ETF(a) |
| | | | 5,368 | | | | | | 483,388 | | |
Xtrackers
USD High Yield Corporate Bond ETF(a)
|
| | | | 9,269 | | | | | | 312,365 | | |
Total
High Yield Corporate Bond Funds |
| | | | | | | | | | 1,930,247 | | |
International Equity Core Funds — 3.3% | | ||||||||||||
iShares Core MSCI EAFE ETF |
| | | | 181,521 | | | | | | 10,114,350 | | |
Vanguard
FTSE Developed Markets ETF |
| | | | 293,008 | | | | | | 11,301,319 | | |
Total
International Equity Core Funds |
| | | | | | | | | | 21,415,669 | | |
International Large Cap Growth Fund — 0.4% | | ||||||||||||
iShares MSCI EAFE Growth ETF(a)
|
| | | | 30,907 | | | | | | 2,354,804 | | |
Investment Grade Corporate Bond Funds — 18.6% | | ||||||||||||
iShares Broad USD
Investment Grade Corporate Bond ETF(a)
|
| | | | 6,914 | | | | | | 328,000 | | |
iShares
iBoxx $ Investment Grade Corporate Bond ETF |
| | | | 15,548 | | | | | | 1,575,790 | | |
iShares Trust iShares
1-5 Year Investment Grade Corporate Bond ETF(a) |
| | | | 803,491 | | | | | | 39,419,268 | | |
Vanguard
Intermediate-Term Corporate Bond ETF |
| | | | 25,086 | | | | | | 1,885,464 | | |
Vanguard
Short-Term Corporate Bond ETF(a)
|
| | | | 1,049,631 | | | | | | 77,662,198 | | |
Total
Investment Grade Corporate Bond Funds |
| | | | | | | | | | 120,870,720 | | |
Mortgage Backed Securities Funds — 0.2% | | ||||||||||||
iShares MBS ETF(a)
|
| | | | 8,624 | | | | | | 779,092 | | |
SPDR Portfolio Mortgage
Backed Bond ETF |
| | | | 6,895 | | | | | | 145,691 | | |
Vanguard
Mortgage-Backed Securities ETF(a) |
| | | | 12,028 | | | | | | 533,442 | | |
Total
Mortgage Backed Securities Funds |
| | | | | | | | | | 1,458,225 | | |
Municipal Bond Fund — 0.0%(b) | | ||||||||||||
VanEck High Yield Muni ETF |
| | | | 1 | | | | | | 49 | | |
U.S. Large Cap Core Funds — 5.0% | | ||||||||||||
Energy Select Sector SPDR Fund |
| | | | 93,926 | | | | | | 8,453,340 | | |
Financial Select Sector SPDR Fund
|
| | | | 206,044 | | | | | | 7,001,375 | | |
Health Care Select
Sector SPDR Fund(a) |
| | | | 48,309 | | | | | | 6,413,020 | | |
iShares MSCI USA Quality Factor ETF
|
| | | | 20,032 | | | | | | 2,254,802 | | |
Vanguard Energy ETF |
| | | | 13,876 | | | | | | 1,748,098 | | |
Vanguard Financials ETF |
| | | | 24,585 | | | | | | 2,052,356 | | |
Vanguard Health Care ETF |
| | | | 19,026 | | | | | | 4,623,889 | | |
Total U.S. Large Cap Core Funds |
| | | | | | | | | | 32,546,880 | | |
U.S. Large Cap Growth Funds — 3.1% | | ||||||||||||
Schwab U.S. Large-Cap Growth ETF
|
| | | | 45,775 | | | | | | 2,668,225 | | |
Vanguard Growth ETF |
| | | | 60,670 | | | | | | 13,513,636 | | |
Vanguard Mega Cap Growth ETF(a)
|
| | | | 11,181 | | | | | | 2,022,531 | | |
Vanguard Russell 1000 Growth ETF
|
| | | | 27,859 | | | | | | 1,595,206 | | |
Total U.S. Large Cap Growth Funds |
| | | | | | | | | | 19,799,598 | | |
|
| | |
Shares |
| |
Value |
| ||||||
Investment Companies (continued) | | ||||||||||||
U.S. Medium Term Treasury Bond Funds — 6.8% | | ||||||||||||
iShares 3-7 Year Treasury Bond ETF(a)
|
| | | | 146,542 | | | | | $ | 16,638,379 | | |
Schwab
Intermediate-Term U.S. Treasury ETF |
| | | | 228,695 | | | | | | 11,132,873 | | |
Vanguard
Intermediate-Term Treasury ETF(a)
|
| | | | 285,441 | | | | | | 16,495,635 | | |
Total
U.S. Medium Term Treasury Bond Funds |
| | | | | | | | | | 44,266,887 | | |
U.S. Momentum Fund — 0.9% | | ||||||||||||
iShares
MSCI USA Momentum Factor ETF |
| | | | 38,528 | | | | | | 5,688,274 | | |
U.S. Preferred Fund — 1.4% | | ||||||||||||
iShares
Preferred & Income Securities ETF(a)
|
| | | | 297,220 | | | | | | 9,068,182 | | |
U.S. REITS Funds — 0.3% | | ||||||||||||
Fidelity MSCI Real Estate Index ETF
|
| | | | 3,467 | | | | | | 85,808 | | |
iShares Core U.S. REIT ETF(a)
|
| | | | 2,146 | | | | | | 106,828 | | |
Vanguard Real Estate ETF |
| | | | 23,622 | | | | | | 1,960,154 | | |
Total U.S. REITS Funds |
| | | | | | | | | | 2,152,790 | | |
U.S. Small Cap Growth Funds — 1.1% | | ||||||||||||
iShares Russell 2000 Growth ETF |
| | | | 12,657 | | | | | | 2,863,773 | | |
SPDR S&P 600 Small Cap Growth ETF
|
| | | | 8,979 | | | | | | 671,988 | | |
Vanguard Small-Cap Growth ETF(a)
|
| | | | 17,727 | | | | | | 3,702,461 | | |
Total U.S. Small Cap Growth Funds |
| | | | | | | | | | 7,238,222 | | |
U.S. Ultra Short Term Bond Funds — 12.4% | | ||||||||||||
Goldman Sachs Access
Treasury 0-1 Year ETF |
| | | | 118,238 | | | | | | 11,801,335 | | |
Invesco Treasury Collateral ETF(a)
|
| | | | 145,589 | | | | | | 15,326,154 | | |
IQ Ultra Short Duration ETF†
|
| | | | 649,892 | | | | | | 30,668,403 | | |
iShares Short Treasury Bond ETF(a)
|
| | | | 115,165 | | | | | | 12,664,695 | | |
SPDR Bloomberg 1-3 Month T-Bill ETF
|
| | | | 111,325 | | | | | | 10,196,257 | | |
Total
U.S. Ultra Short Term Bond Funds |
| | | | | | | | | | 80,656,844 | | |
Total
Investment Companies (Cost $654,440,004) |
| | | | | | | | | | 607,309,762 | | |
|
| | |
Shares |
| |
Value |
| | | ||||||||||
Short-Term Investment — 21.5% | | | | ||||||||||||||||
Money Market Fund — 21.5% | | | | ||||||||||||||||
Dreyfus
Government Cash Management Fund, Institutional Shares, 2.91%(c)(d) (Cost $139,268,137) |
| | | | 139,268,137 | | | | |
$ |
139,268,137 |
| | | | ||||
Total Investments — 121.5% | | | | | | | | ||||||||||||
(Cost $836,665,257) |
| | | | | | | | | | 788,204,554 | | | | | ||||
Other
Assets and Liabilities, Net — (21.5)% |
| | | | | | | | | | (139,266,678) | | | | | ||||
Net Assets — 100.0% |
| | | | | | | | | $ | 648,937,876 | | | | | ||||
|
Total Return Swap contracts outstanding
at October 31, 2022: |
| |||||||||||||||||||||||||||
Total Return Benchmark |
| |
Counterparty
|
| |
Floating Rate(e) |
| |
Expiration Date |
| |
Payment Frequency |
| |
Notional Amount Long/ (Short) |
| |
Value/ Unrealized Appreciation/ (Depreciation)(f) |
| |||||||||
abrdn Gold ETF Trust |
| |
Merrill Lynch |
| |
1-Day FEDEF + 0.50% |
| | | | 2/28/2023 | | | |
Monthly |
| | | $ | 25,680 | | | | | $ | — | | |
abrdn Gold ETF Trust |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 57,831 | | | | | | — | | |
abrdn Silver ETF Trust |
| |
Merrill Lynch |
| |
1-Day FEDEF + 0.50% |
| | | | 2/28/2023 | | | |
Monthly |
| | | | 16,753 | | | | | | — | | |
abrdn Silver ETF Trust |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 37,759 | | | | | | — | | |
Consumer Discretionary
Select Sector SPDR Fund |
| |
Merrill Lynch |
| |
1-Day FEDEF |
| | | | 2/28/2023 | | | |
Monthly |
| | | | (248,740) | | | | | | — | | |
Consumer Discretionary
Select Sector SPDR Fund |
| |
Morgan Stanley |
| |
1-Day FEDEF – 0.15% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | (558,980) | | | | | | — | | |
Energy Select Sector SPDR Fund |
| |
Merrill Lynch |
| |
1-Day FEDEF + 0.50% |
| | | | 2/28/2023 | | | |
Monthly |
| | | | 186,300 | | | | | | — | | |
Energy Select Sector SPDR Fund |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 419,670 | | | | | | — | | |
Total Return Swap contracts outstanding
at October 31, 2022: (continued) |
| |||||||||||||||||||||||||||
Total Return Benchmark |
| |
Counterparty
|
| |
Floating Rate(e) |
| |
Expiration Date |
| |
Payment Frequency |
| |
Notional Amount Long/ (Short) |
| |
Value/ Unrealized Appreciation/ (Depreciation)(f) |
| |||||||||
Fidelity MSCI Real Estate Index ETF
|
| |
Merrill Lynch |
| |
1-Day FEDEF + 0.50% |
| | | | 2/28/2023 | | | |
Monthly |
| | | $ | 1,881 | | | | | $ | — | | |
Fidelity MSCI Real Estate Index ETF
|
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 4,257 | | | | | | — | | |
Financial Select Sector SPDR Fund
|
| |
Merrill Lynch |
| |
1-Day FEDEF + 0.50% |
| | | | 2/28/2023 | | | |
Monthly |
| | | | 154,303 | | | | | | — | | |
Financial Select Sector SPDR Fund
|
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 347,615 | | | | | | — | | |
FlexShares Global
Upstream Natural Resources Index Fund |
| |
Merrill Lynch |
| |
1-Day FEDEF |
| | | | 2/28/2023 | | | |
Monthly |
| | | | (561,004) | | | | | | — | | |
FlexShares Global
Upstream Natural Resources Index Fund |
| |
Morgan Stanley |
| |
1-Day FEDEF – 0.35% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | (1,260,632) | | | | | | — | | |
Goldman Sachs Access
Treasury 0-1 Year ETF |
| |
Merrill Lynch |
| |
1-Day FEDEF |
| | | | 2/28/2023 | | | |
Monthly |
| | | | 260,105 | | | | | | — | | |
Goldman Sachs Access
Treasury 0-1 Year ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 585,985 | | | | | | — | | |
Graniteshares Gold Trust |
| |
Merrill Lynch |
| |
1-Day FEDEF + 0.50% |
| | | | 2/28/2023 | | | |
Monthly |
| | | | 9,476 | | | | | | — | | |
Graniteshares Gold Trust |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 21,361 | | | | | | — | | |
Health Care Select Sector SPDR Fund
|
| |
Merrill Lynch |
| |
1-Day FEDEF + 0.50% |
| | | | 2/28/2023 | | | |
Monthly |
| | | | 141,379 | | | | | | — | | |
Health Care Select Sector SPDR Fund
|
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 318,335 | | | | | | — | | |
Industrial Select Sector SPDR Fund
|
| |
Merrill Lynch |
| |
1-Day FEDEF |
| | | | 2/28/2023 | | | |
Monthly |
| | | | (266,444) | | | | | | — | | |
Industrial Select Sector SPDR Fund
|
| |
Morgan Stanley |
| |
1-Day FEDEF – 0.15% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | (598,651) | | | | | | — | | |
Invesco DB U.S. Dollar Index Bullish Fund
|
| |
Merrill Lynch |
| |
1-Day FEDEF + 0.50% |
| | | | 2/28/2023 | | | |
Monthly |
| | | | 348,138 | | | | | | — | | |
Invesco DB U.S. Dollar Index Bullish Fund
|
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 784,233 | | | | | | — | | |
Invesco Senior Loan ETF |
| |
Merrill Lynch |
| |
1-Day FEDEF + 0.50% |
| | | | 2/28/2023 | | | |
Monthly |
| | | | 412,618 | | | | | | — | | |
Invesco Senior Loan ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 929,458 | | | | | | — | | |
Invesco Treasury Collateral ETF |
| |
Merrill Lynch |
| |
1-Day FEDEF + 0.50% |
| | | | 2/28/2023 | | | |
Monthly |
| | | | 337,811 | | | | | | — | | |
Invesco Treasury Collateral ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 760,892 | | | | | | — | | |
Invesco Variable Rate Preferred ETF
|
| |
Merrill Lynch |
| |
1-Day FEDEF |
| | | | 2/28/2023 | | | |
Monthly |
| | | | (2,006,727) | | | | | | — | | |
Invesco Variable Rate Preferred ETF
|
| |
Morgan Stanley |
| |
1-Day FEDEF – 18.48% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | (4,509,135) | | | | | | — | | |
IQ Ultra Short Duration ETF |
| |
Merrill Lynch |
| |
1-Day FEDEF + 0.50% |
| | | | 2/28/2023 | | | |
Monthly |
| | | | 683,594 | | | | | | — | | |
IQ Ultra Short Duration ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 1,522,680 | | | | | | — | | |
iShares 0-5 Year High
Yield Corporate Bond ETF |
| |
Merrill Lynch |
| |
1-Day FEDEF |
| | | | 2/28/2023 | | | |
Monthly |
| | | | (1,235,508) | | | | | | — | | |
iShares 0-5 Year High
Yield Corporate Bond ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF – 3.93% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | (2,776,248) | | | | | | — | | |
iShares 20+ Year Treasury Bond ETF
|
| |
Merrill Lynch |
| |
1-Day FEDEF |
| | | | 2/28/2023 | | | |
Monthly |
| | | | (173,479) | | | | | | — | | |
iShares 20+ Year Treasury Bond ETF
|
| |
Morgan Stanley |
| |
1-Day FEDEF – 0.35% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | (389,822) | | | | | | — | | |
iShares 3-7 Year Treasury Bond ETF
|
| |
Merrill Lynch |
| |
1-Day FEDEF + 0.50% |
| | | | 2/28/2023 | | | |
Monthly |
| | | | 366,734 | | | | | | — | | |
iShares 3-7 Year Treasury Bond ETF
|
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 826,117 | | | | | | — | | |
iShares Broad USD
Investment Grade Corporate Bond ETF |
| |
Merrill Lynch |
| |
1-Day FEDEF + 0.50% |
| | | | 2/28/2023 | | | |
Monthly |
| | | | 7,211 | | | | | | — | | |
iShares Broad USD
Investment Grade Corporate Bond ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 16,272 | | | | | | — | | |
iShares Convertible Bond ETF |
| |
Merrill Lynch |
| |
1-Day FEDEF + 0.50% |
| | | | 2/28/2023 | | | |
Monthly |
| | | | 514,879 | | | | | | — | | |
Total Return Swap contracts outstanding
at October 31, 2022: (continued) |
| |||||||||||||||||||||||||||
Total Return Benchmark |
| |
Counterparty
|
| |
Floating Rate(e) |
| |
Expiration Date |
| |
Payment Frequency |
| |
Notional Amount Long/ (Short) |
| |
Value/ Unrealized Appreciation/ (Depreciation)(f) |
| |||||||||
iShares Convertible Bond ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | $ | 1,159,747 | | | | | $ | — | | |
iShares Core MSCI EAFE ETF |
| |
Merrill Lynch |
| |
1-Day FEDEF + 0.50% |
| | | | 2/28/2023 | | | |
Monthly |
| | | | 222,936 | | | | | | — | | |
iShares Core MSCI EAFE ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 502,149 | | | | | | — | | |
iShares Core MSCI
Emerging Markets ETF |
| |
Merrill Lynch |
| |
1-Day FEDEF + 0.50% |
| | | | 2/28/2023 | | | |
Monthly |
| | | | 204,127 | | | | | | — | | |
iShares Core MSCI
Emerging Markets ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 459,794 | | | | | | — | | |
iShares Core MSCI Europe ETF |
| |
Merrill Lynch |
| |
1-Day FEDEF + 0.50% |
| | | | 2/28/2023 | | | |
Monthly |
| | | | 31,781 | | | | | | — | | |
iShares Core MSCI Europe ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 71,626 | | | | | | — | | |
iShares Core U.S. REIT ETF |
| |
Merrill Lynch |
| |
1-Day FEDEF + 0.50% |
| | | | 2/28/2023 | | | |
Monthly |
| | | | 2,340 | | | | | | — | | |
iShares Core U.S. REIT ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 5,277 | | | | | | — | | |
iShares Floating Rate Bond ETF |
| |
Merrill Lynch |
| |
1-Day FEDEF + 0.50% |
| | | | 2/28/2023 | | | |
Monthly |
| | | | 442,112 | | | | | | — | | |
iShares Floating Rate Bond ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 995,857 | | | | | | — | | |
iShares Gold Trust |
| |
Merrill Lynch |
| |
1-Day FEDEF + 0.50% |
| | | | 2/28/2023 | | | |
Monthly |
| | | | 293,505 | | | | | | — | | |
iShares Gold Trust |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 661,175 | | | | | | — | | |
iShares iBoxx $
Investment Grade Corporate Bond ETF |
| |
Merrill Lynch |
| |
1-Day FEDEF + 0.50% |
| | | | 2/28/2023 | | | |
Monthly |
| | | | 34,763 | | | | | | — | | |
iShares iBoxx $
Investment Grade Corporate Bond ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 78,242 | | | | | | — | | |
iShares iBoxx High
Yield Corporate Bond ETF |
| |
Merrill Lynch |
| |
1-Day FEDEF + 0.50% |
| | | | 2/28/2023 | | | |
Monthly |
| | | | 24,966 | | | | | | — | | |
iShares iBoxx High
Yield Corporate Bond ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 56,321 | | | | | | — | | |
iShares JP Morgan USD
Emerging Markets Bond ETF |
| |
Merrill Lynch |
| |
1-Day FEDEF |
| | | | 2/28/2023 | | | |
Monthly |
| | | | (1,666,526) | | | | | | — | | |
iShares JP Morgan USD
Emerging Markets Bond ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF – 0.35% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | (3,744,752) | | | | | | — | | |
iShares MBS ETF |
| |
Merrill Lynch |
| |
1-Day FEDEF + 0.50% |
| | | | 2/28/2023 | | | |
Monthly |
| | | | 17,165 | | | | | | — | | |
iShares MBS ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 38,666 | | | | | | — | | |
iShares MSCI China ETF |
| |
Merrill Lynch |
| |
1-Day FEDEF |
| | | | 2/28/2023 | | | |
Monthly |
| | | | (87,100) | | | | | | — | | |
iShares MSCI China ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF – 0.68% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | (195,761) | | | | | | — | | |
iShares MSCI EAFE Growth ETF |
| |
Merrill Lynch |
| |
1-Day FEDEF + 0.50% |
| | | | 2/28/2023 | | | |
Monthly |
| | | | 51,885 | | | | | | — | | |
iShares MSCI EAFE Growth ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 116,875 | | | | | | — | | |
iShares MSCI Emerging
Markets Min Vol Factor ETF |
| |
Merrill Lynch |
| |
1-Day FEDEF + 0.50% |
| | | | 2/28/2023 | | | |
Monthly |
| | | | 688,306 | | | | | | — | | |
iShares MSCI Emerging
Markets Min Vol Factor ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 1,550,469 | | | | | | — | | |
iShares MSCI Global Min Vol Factor ETF
|
| |
Merrill Lynch |
| |
1-Day FEDEF |
| | | | 2/28/2023 | | | |
Monthly |
| | | | (2,095,513) | | | | | | — | | |
iShares MSCI Global Min Vol Factor ETF
|
| |
Morgan Stanley |
| |
1-Day FEDEF – 0.63% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | (4,708,551) | | | | | | — | | |
iShares MSCI Japan ETF |
| |
Merrill Lynch |
| |
1-Day FEDEF |
| | | | 2/28/2023 | | | |
Monthly |
| | | | (186,113) | | | | | | — | | |
iShares MSCI Japan ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF – 0.88% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | (418,166) | | | | | | — | | |
iShares MSCI USA Momentum Factor ETF
|
| |
Merrill Lynch |
| |
1-Day FEDEF + 0.50% |
| | | | 2/28/2023 | | | |
Monthly |
| | | | 125,346 | | | | | | — | | |
iShares MSCI USA Momentum Factor ETF
|
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 282,435 | | | | | | — | | |
Total Return Swap contracts outstanding
at October 31, 2022: (continued) |
| |||||||||||||||||||||||||||
Total Return Benchmark |
| |
Counterparty
|
| |
Floating Rate(e) |
| |
Expiration Date |
| |
Payment Frequency |
| |
Notional Amount Long/ (Short) |
| |
Value/ Unrealized Appreciation/ (Depreciation)(f) |
| |||||||||
iShares MSCI USA Quality Factor ETF
|
| |
Merrill Lynch |
| |
1-Day FEDEF + 0.50% |
| | | | 2/28/2023 | | | |
Monthly |
| | | $ | 49,752 | | | | | $ | — | | |
iShares MSCI USA Quality Factor ETF
|
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 111,997 | | | | | | — | | |
iShares Preferred &
Income Securities ETF |
| |
Merrill Lynch |
| |
1-Day FEDEF + 0.50% |
| | | | 2/28/2023 | | | |
Monthly |
| | | | 199,871 | | | | | | — | | |
iShares Preferred &
Income Securities ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 450,236 | | | | | | — | | |
iShares Russell 2000 Growth ETF |
| |
Merrill Lynch |
| |
1-Day FEDEF + 0.50% |
| | | | 2/28/2023 | | | |
Monthly |
| | | | 63,127 | | | | | | — | | |
iShares Russell 2000 Growth ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 142,318 | | | | | | — | | |
iShares Russell 2000 Value ETF |
| |
Merrill Lynch |
| |
1-Day FEDEF |
| | | | 2/28/2023 | | | |
Monthly |
| | | | (86,029) | | | | | | — | | |
iShares Russell 2000 Value ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF – 0.35% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | (193,276) | | | | | | — | | |
iShares S&P Small-Cap 600 Value ETF
|
| |
Merrill Lynch |
| |
1-Day FEDEF |
| | | | 2/28/2023 | | | |
Monthly |
| | | | (47,915) | | | | | | — | | |
iShares S&P Small-Cap 600 Value ETF
|
| |
Morgan Stanley |
| |
1-Day FEDEF – 2.08% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | (107,619) | | | | | | — | | |
iShares Short Treasury Bond ETF |
| |
Merrill Lynch |
| |
1-Day FEDEF + 0.50% |
| | | | 2/28/2023 | | | |
Monthly |
| | | | 279,104 | | | | | | — | | |
iShares Short Treasury Bond ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 628,808 | | | | | | — | | |
iShares Silver Trust |
| |
Merrill Lynch |
| |
1-Day FEDEF + 0.50% |
| | | | 2/28/2023 | | | |
Monthly |
| | | | 171,002 | | | | | | — | | |
iShares Silver Trust |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 385,208 | | | | | | — | | |
iShares TIPS Bond ETF |
| |
Merrill Lynch |
| |
1-Day FEDEF |
| | | | 2/28/2023 | | | |
Monthly |
| | | | (1,320,406) | | | | | | — | | |
iShares TIPS Bond ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF – 0.35% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | (2,966,898) | | | | | | — | | |
iShares Trust iShares
1-5 Year Investment Grade Corporate Bond ETF |
| |
Merrill Lynch |
| |
1-Day FEDEF + 0.50% |
| | | | 2/28/2023 | | | |
Monthly |
| | | | 868,853 | | | | | | — | | |
iShares Trust iShares
1-5 Year Investment Grade Corporate Bond ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 1,957,151 | | | | | | — | | |
iShares U.S. Industrials ETF |
| |
Merrill Lynch |
| |
1-Day FEDEF |
| | | | 2/28/2023 | | | |
Monthly |
| | | | (22,403) | | | | | | — | | |
iShares U.S. Industrials ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF – 6.53% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | (50,265) | | | | | | — | | |
JPMorgan BetaBuilders Europe ETF
|
| |
Merrill Lynch |
| |
1-Day FEDEF + 0.50% |
| | | | 2/28/2023 | | | |
Monthly |
| | | | 32,410 | | | | | | — | | |
JPMorgan BetaBuilders Europe ETF
|
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 73,020 | | | | | | — | | |
JPMorgan BetaBuilders Japan ETF |
| |
Merrill Lynch |
| |
1-Day FEDEF |
| | | | 2/28/2023 | | | |
Monthly |
| | | | (138,711) | | | | | | — | | |
JPMorgan BetaBuilders Japan ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF – 10.63% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | (311,681) | | | | | | — | | |
Schwab Emerging Markets Equity ETF
|
| |
Merrill Lynch |
| |
1-Day FEDEF + 0.50% |
| | | | 2/28/2023 | | | |
Monthly |
| | | | 27,001 | | | | | | — | | |
Schwab Emerging Markets Equity ETF
|
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 60,849 | | | | | | — | | |
Schwab
Intermediate-Term U.S. Treasury ETF |
| |
Merrill Lynch |
| |
1-Day FEDEF + 0.50% |
| | | | 2/28/2023 | | | |
Monthly |
| | | | 245,396 | | | | | | — | | |
Schwab
Intermediate-Term U.S. Treasury ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 552,761 | | | | | | — | | |
Schwab International
Small-Cap Equity ETF |
| |
Merrill Lynch |
| |
1-Day FEDEF |
| | | | 2/28/2023 | | | |
Monthly |
| | | | (103,787) | | | | | | — | | |
Schwab International
Small-Cap Equity ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF – 6.28% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | (233,220) | | | | | | — | | |
Schwab U.S. Large-Cap Growth ETF
|
| |
Merrill Lynch |
| |
1-Day FEDEF + 0.50% |
| | | | 2/28/2023 | | | |
Monthly |
| | | | 58,815 | | | | | | — | | |
Schwab U.S. Large-Cap Growth ETF
|
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 132,493 | | | | | | — | | |
Schwab U.S. TIPS ETF |
| |
Merrill Lynch |
| |
1-Day FEDEF |
| | | | 2/28/2023 | | | |
Monthly |
| | | | (705,967) | | | | | | — | | |
Schwab U.S. TIPS ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF – 0.78% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | (1,586,322) | | | | | | — | | |
Total Return Swap contracts outstanding
at October 31, 2022: (continued) |
| |||||||||||||||||||||||||||
Total Return Benchmark |
| |
Counterparty
|
| |
Floating Rate(e) |
| |
Expiration Date |
| |
Payment Frequency |
| |
Notional Amount Long/ (Short) |
| |
Value/ Unrealized Appreciation/ (Depreciation)(f) |
| |||||||||
SPDR Blackstone Senior Loan ETF |
| |
Merrill Lynch |
| |
1-Day FEDEF |
| | | | 2/28/2023 | | | |
Monthly |
| | | $ | 897,409 | | | | | $ | — | | |
SPDR Blackstone Senior Loan ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 2,021,443 | | | | | | — | | |
SPDR Bloomberg 1-3 Month T-Bill ETF
|
| |
Merrill Lynch |
| |
1-Day FEDEF + 0.50% |
| | | | 2/28/2023 | | | |
Monthly |
| | | | 224,762 | | | | | | — | | |
SPDR Bloomberg 1-3 Month T-Bill ETF
|
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 506,218 | | | | | | — | | |
SPDR Bloomberg Barclays
High Yield Bond ETF |
| |
Merrill Lynch |
| |
1-Day FEDEF + 0.50% |
| | | | 2/28/2023 | | | |
Monthly |
| | | | 10,626 | | | | | | — | | |
SPDR Bloomberg Barclays
High Yield Bond ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 23,953 | | | | | | — | | |
SPDR Bloomberg
Convertible Securities ETF |
| |
Merrill Lynch |
| |
1-Day FEDEF + 0.50% |
| | | | 2/28/2023 | | | |
Monthly |
| | | | 1,190,431 | | | | | | — | | |
SPDR Bloomberg
Convertible Securities ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 2,681,578 | | | | | | — | | |
SPDR Bloomberg Emerging
Markets Local Bond ETF |
| |
Merrill Lynch |
| |
1-Day FEDEF + 0.50% |
| | | | 2/28/2023 | | | |
Monthly |
| | | | 164,699 | | | | | | — | | |
SPDR Bloomberg Emerging
Markets Local Bond ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 370,997 | | | | | | — | | |
SPDR Bloomberg
Investment Grade Floating Rate ETF |
| |
Merrill Lynch |
| |
1-Day FEDEF + 0.50% |
| | | | 2/28/2023 | | | |
Monthly |
| | | | 153,055 | | | | | | — | | |
SPDR Bloomberg
Investment Grade Floating Rate ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 344,738 | | | | | | — | | |
SPDR Bloomberg Short
Term High Yield Bond ETF |
| |
Merrill Lynch |
| |
1-Day FEDEF |
| | | | 2/28/2023 | | | |
Monthly |
| | | | (808,907) | | | | | | — | | |
SPDR Bloomberg Short
Term High Yield Bond ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF – 1.18% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | (1,817,659) | | | | | | — | | |
SPDR Dow Jones
International Real Estate ETF |
| |
Merrill Lynch |
| |
1-Day FEDEF |
| | | | 2/28/2023 | | | |
Monthly |
| | | | (132,671) | | | | | | — | | |
SPDR Dow Jones
International Real Estate ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF – 2.83% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | (298,094) | | | | | | — | | |
SPDR Gold MiniShares Trust |
| |
Merrill Lynch |
| |
1-Day FEDEF + 0.50% |
| | | | 2/28/2023 | | | |
Monthly |
| | | | 52,926 | | | | | | — | | |
SPDR Gold MiniShares Trust |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 222,171 | | | | | | — | | |
SPDR Portfolio Long Term Treasury ETF
|
| |
Merrill Lynch |
| |
1-Day FEDEF |
| | | | 2/28/2023 | | | |
Monthly |
| | | | (37,339) | | | | | | — | | |
SPDR Portfolio Long Term Treasury ETF
|
| |
Morgan Stanley |
| |
1-Day FEDEF – 0.35% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | (83,914) | | | | | | — | | |
SPDR Portfolio Mortgage
Backed Bond ETF |
| |
Merrill Lynch |
| |
1-Day FEDEF + 0.50% |
| | | | 2/28/2023 | | | |
Monthly |
| | | | 3,212 | | | | | | — | | |
SPDR Portfolio Mortgage
Backed Bond ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 7,226 | | | | | | — | | |
SPDR S&P 600 Small Cap Growth ETF
|
| |
Merrill Lynch |
| |
1-Day FEDEF + 0.50% |
| | | | 2/28/2023 | | | |
Monthly |
| | | | 14,818 | | | | | | — | | |
SPDR S&P 600 Small Cap Growth ETF
|
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 33,379 | | | | | | — | | |
SPDR S&P China ETF |
| |
Merrill Lynch |
| |
1-Day FEDEF |
| | | | 2/28/2023 | | | |
Monthly |
| | | | (15,387) | | | | | | — | | |
SPDR S&P China ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF – 7.63% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | (34,531) | | | | | | — | | |
SPDR S&P Emerging
Markets SmallCap ETF |
| |
Merrill Lynch |
| |
1-Day FEDEF + 0.50% |
| | | | 2/28/2023 | | | |
Monthly |
| | | | 349,229 | | | | | | — | | |
SPDR S&P Emerging
Markets SmallCap ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 786,677 | | | | | | — | | |
SPDR S&P Global Natural Resources ETF
|
| |
Merrill Lynch |
| |
1-Day FEDEF |
| | | | 2/28/2023 | | | |
Monthly |
| | | | (268,805) | | | | | | — | | |
SPDR S&P Global Natural Resources ETF
|
| |
Morgan Stanley |
| |
1-Day FEDEF – 1.18% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | (603,950) | | | | | | — | | |
Technology Select Sector SPDR Fund
|
| |
Merrill Lynch |
| |
1-Day FEDEF |
| | | | 2/28/2023 | | | |
Monthly |
| | | | (240,140) | | | | | | — | | |
Technology Select Sector SPDR Fund
|
| |
Morgan Stanley |
| |
1-Day FEDEF – 0.15% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | (539,739) | | | | | | — | | |
VanEck J.P. Morgan EM
Local Currency Bond ETF |
| |
Merrill Lynch |
| |
1-Day FEDEF + 0.50% |
| | | | 2/28/2023 | | | |
Monthly |
| | | | 221,184 | | | | | | — | | |
VanEck J.P. Morgan EM
Local Currency Bond ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 498,225 | | | | | | — | | |
Total Return Swap contracts outstanding
at October 31, 2022: (continued) |
| |||||||||||||||||||||||||||
Total Return Benchmark |
| |
Counterparty
|
| |
Floating Rate(e) |
| |
Expiration Date |
| |
Payment Frequency |
| |
Notional Amount Long/ (Short) |
| |
Value/ Unrealized Appreciation/ (Depreciation)(f) |
| |||||||||
Vanguard Consumer Discretionary ETF
|
| |
Merrill Lynch |
| |
1-Day FEDEF |
| | | | 2/28/2023 | | | |
Monthly |
| | | $ | (74,611) | | | | | $ | — | | |
Vanguard Consumer Discretionary ETF
|
| |
Morgan Stanley |
| |
1-Day FEDEF – 15.48% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | (167,513) | | | | | | — | | |
Vanguard Emerging
Markets Government Bond ETF |
| |
Merrill Lynch |
| |
1-Day FEDEF |
| | | | 2/28/2023 | | | |
Monthly |
| | | | (322,663) | | | | | | — | | |
Vanguard Emerging
Markets Government Bond ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF – 2.08% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | (725,047) | | | | | | — | | |
Vanguard Energy ETF |
| |
Merrill Lynch |
| |
1-Day FEDEF + 0.50% |
| | | | 2/28/2023 | | | |
Monthly |
| | | | 38,550 | | | | | | — | | |
Vanguard Energy ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 86,800 | | | | | | — | | |
Vanguard Financials ETF |
| |
Merrill Lynch |
| |
1-Day FEDEF + 0.50% |
| | | | 2/28/2023 | | | |
Monthly |
| | | | 45,246 | | | | | | — | | |
Vanguard Financials ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 101,929 | | | | | | — | | |
Vanguard FTSE All World
ex-U.S. Small-Cap ETF |
| |
Merrill Lynch |
| |
1-Day FEDEF |
| | | | 2/28/2023 | | | |
Monthly |
| | | | (228,691) | | | | | | — | | |
Vanguard FTSE All World
ex-U.S. Small-Cap ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF – 0.93% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | (513,858) | | | | | | — | | |
Vanguard FTSE Developed Markets ETF
|
| |
Merrill Lynch |
| |
1-Day FEDEF + 0.50% |
| | | | 2/28/2023 | | | |
Monthly |
| | | | 249,085 | | | | | | — | | |
Vanguard FTSE Developed Markets ETF
|
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 561,116 | | | | | | — | | |
Vanguard FTSE Emerging Markets ETF
|
| |
Merrill Lynch |
| |
1-Day FEDEF + 0.50% |
| | | | 2/28/2023 | | | |
Monthly |
| | | | 224,079 | | | | | | — | | |
Vanguard FTSE Emerging Markets ETF
|
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 504,702 | | | | | | — | | |
Vanguard FTSE Europe ETF |
| |
Merrill Lynch |
| |
1-Day FEDEF + 0.50% |
| | | | 2/28/2023 | | | |
Monthly |
| | | | 130,304 | | | | | | — | | |
Vanguard FTSE Europe ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 293,535 | | | | | | — | | |
Vanguard Global ex-U.S. Real Estate ETF
|
| |
Merrill Lynch |
| |
1-Day FEDEF |
| | | | 2/28/2023 | | | |
Monthly |
| | | | (960,965) | | | | | | — | | |
Vanguard Global ex-U.S. Real Estate ETF
|
| |
Morgan Stanley |
| |
1-Day FEDEF – 0.88% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | (2,159,330) | | | | | | — | | |
Vanguard Growth ETF |
| |
Merrill Lynch |
| |
1-Day FEDEF + 0.50% |
| | | | 2/28/2023 | | | |
Monthly |
| | | | 297,803 | | | | | | — | | |
Vanguard Growth ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 670,893 | | | | | | — | | |
Vanguard Health Care ETF |
| |
Merrill Lynch |
| |
1-Day FEDEF + 0.50% |
| | | | 2/28/2023 | | | |
Monthly |
| | | | 101,830 | | | | | | — | | |
Vanguard Health Care ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 229,663 | | | | | | — | | |
Vanguard Industrials ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF – 3.88% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | (329,882) | | | | | | — | | |
Vanguard Information Technology ETF
|
| |
Merrill Lynch |
| |
1-Day FEDEF |
| | | | 2/28/2023 | | | |
Monthly |
| | | | (103,022) | | | | | | — | | |
Vanguard Information Technology ETF
|
| |
Morgan Stanley |
| |
1-Day FEDEF – 1.28% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | (231,140) | | | | | | — | | |
Vanguard
Intermediate-Term Corporate Bond ETF |
| |
Merrill Lynch |
| |
1-Day FEDEF + 0.50% |
| | | | 2/28/2023 | | | |
Monthly |
| | | | 41,563 | | | | | | — | | |
Vanguard
Intermediate-Term Corporate Bond ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 93,649 | | | | | | — | | |
Vanguard
Intermediate-Term Treasury ETF |
| |
Merrill Lynch |
| |
1-Day FEDEF |
| | | | 2/28/2023 | | | |
Monthly |
| | | | 363,615 | | | | | | — | | |
Vanguard
Intermediate-Term Treasury ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 819,000 | | | | | | — | | |
Vanguard Long-Term Treasury ETF |
| |
Merrill Lynch |
| |
1-Day FEDEF |
| | | | 2/28/2023 | | | |
Monthly |
| | | | (24,284) | | | | | | — | | |
Vanguard Long-Term Treasury ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF – 1.73% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | (54,580) | | | | | | — | | |
Vanguard Mega Cap Growth ETF |
| |
Merrill Lynch |
| |
1-Day FEDEF + 0.50% |
| | | | 2/28/2023 | | | |
Monthly |
| | | | 44,499 | | | | | | — | | |
Vanguard Mega Cap Growth ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 100,394 | | | | | | — | | |
Total Return Swap contracts outstanding
at October 31, 2022: (continued) |
| |||||||||||||||||||||||||||
Total Return Benchmark |
| |
Counterparty
|
| |
Floating Rate(e) |
| |
Expiration Date |
| |
Payment Frequency |
| |
Notional Amount Long/ (Short) |
| |
Value/ Unrealized Appreciation/ (Depreciation)(f) |
| |||||||||
Vanguard
Mortgage-Backed Securities ETF |
| |
Merrill Lynch |
| |
1-Day FEDEF + 0.50% |
| | | | 2/28/2023 | | | |
Monthly |
| | | $ | 11,753 | | | | | $ | — | | |
Vanguard
Mortgage-Backed Securities ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 26,477 | | | | | | — | | |
Vanguard Real Estate ETF |
| |
Merrill Lynch |
| |
1-Day FEDEF + 0.50% |
| | | | 2/28/2023 | | | |
Monthly |
| | | | 43,233 | | | | | | — | | |
Vanguard Real Estate ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 97,336 | | | | | | — | | |
Vanguard Russell 1000 Growth ETF
|
| |
Merrill Lynch |
| |
1-Day FEDEF + 0.50% |
| | | | 2/28/2023 | | | |
Monthly |
| | | | 35,158 | | | | | | — | | |
Vanguard Russell 1000 Growth ETF
|
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 79,191 | | | | | | — | | |
Vanguard Short-Term
Corporate Bond ETF |
| |
Merrill Lynch |
| |
1-Day FEDEF + 0.50% |
| | | | 2/28/2023 | | | |
Monthly |
| | | | 1,711,759 | | | | | | — | | |
Vanguard Short-Term
Corporate Bond ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 3,855,915 | | | | | | — | | |
Vanguard Small-Cap Growth ETF |
| |
Merrill Lynch |
| |
1-Day FEDEF + 0.50% |
| | | | 2/28/2023 | | | |
Monthly |
| | | | 81,664 | | | | | | — | | |
Vanguard Small-Cap Growth ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 183,797 | | | | | | — | | |
Vanguard Small-Cap Value ETF |
| |
Merrill Lynch |
| |
1-Day FEDEF |
| | | | 2/28/2023 | | | |
Monthly |
| | | | (163,340) | | | | | | — | | |
Vanguard Small-Cap Value ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF – 1.08% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | (366,994) | | | | | | — | | |
Xtrackers USD High
Yield Corporate Bond ETF |
| |
Merrill Lynch |
| |
1-Day FEDEF + 0.50% |
| | | | 2/28/2023 | | | |
Monthly |
| | | | 6,875 | | | | | | — | | |
Xtrackers USD High
Yield Corporate Bond ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 15,502 | | | | | | — | | |
| | | | | | | | | | | | | | | | | | | | | | | | | $ | — | | |
|
Description |
| |
Level 1
|
| |
Level 2
|
| |
Level 3
|
| |
Total |
| ||||||||||||
Asset Valuation Inputs | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments in Securities:(g) | | | | | | | | | | | | | | | | | | | | | | | | | |
Exchange Traded Vehicles |
| | | $ | 41,626,655 | | | | | $ | — | | | | | $ | — | | | | | $ | 41,626,655 | | |
Investment Companies |
| | | | 607,309,762 | | | | | | — | | | | | | — | | | | | | 607,309,762 | | |
Short-Term Investment: | | | | | | | | | | | | | | | | | | | | | | | | | |
Money Market Fund |
| | | | 139,268,137 | | | | | | — | | | | | | — | | | | | | 139,268,137 | | |
Total Investments in Securities |
| | | | 788,204,554 | | | | | | — | | | | | | — | | | | | | 788,204,554 | | |
Other Financial Instruments:(h) | | | | | | | | | | | | | | | | | | | | | | | | | |
Swap Contracts |
| | | | — | | | | | | — | | | | | | — | | | | | | — | | |
Total Investments in Securities and Other
Financial Instruments |
| | | $ | 788,204,554 | | | | | $ | — | | | | | $ | — | | | | | $ | 788,204,554 | | |
Liability Valuation Inputs | | | | | | | | | | | | | | | | | | | | | | | | | |
Other Financial Instruments:(h) | | | | | | | | | | | | | | | | | | | | | | | | | |
Swap Contracts |
| | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | — | | |
| | |
Shares at 04/30/2022 |
| |
Value ($) at 04/30/2022 |
| |
Purchases Cost ($) |
| |
Sales Proceeds ($) |
| |
Net Realized Gain/(Loss) ($) |
| |
Net Change in Unrealized Appreciation/ (Depreciation) ($) |
| |
Income Distributions ($) |
| |
Capital Gain Distributions ($) |
| |
Shares at 10/31/2022 |
| |
Value ($) at 10/31/2022 |
| ||||||||||||||||||||||||||||||
IQ Ultra Short Duration ETF |
| | | | 1,296,301 | | | | | | 62,196,522 | | | | | | 24,158,490 | | | | | | (54,612,382) | | | | | | (1,788,699) | | | | | | 714,472 | | | | | | 681,468 | | | | | | — | | | | | | 649,892 | | | | | | 30,668,403 | | |
| | |
Shares |
| |
Value |
| ||||||
Exchange Traded Vehicles — 8.5% | | ||||||||||||
Gold Funds — 3.9% | | ||||||||||||
abrdn Gold ETF Trust*
|
| | | | 413 | | | | | $ | 6,455 | | |
Graniteshares Gold Trust*
|
| | | | 148 | | | | | | 2,393 | | |
iShares Gold Trust*
|
| | | | 2,384 | | | | | | 73,856 | | |
SPDR Gold MiniShares Trust*
|
| | | | 411 | | | | | | 13,321 | | |
Total Gold Funds |
| | | | | | | | | | 96,025 | | |
Silver Funds — 1.9% | | ||||||||||||
abrdn Silver ETF Trust*
|
| | | | 229 | | | | | | 4,216 | | |
iShares Silver Trust*(a)
|
| | | | 2,442 | | | | | | 43,028 | | |
Total Silver Funds |
| | | | | | | | | | 47,244 | | |
U.S. Dollar Fund — 2.7% | | ||||||||||||
Invesco
DB U.S. Dollar Index Bullish Fund* |
| | | | 2,190 | | | | | | 65,766 | | |
Total Exchange Traded Vehicles | | | | ||||||||||
(Cost $216,153) |
| | | | | | | | | | 209,035 | | |
Investment Companies — 91.3% | | ||||||||||||
Convertible Bond Funds — 12.7% | | ||||||||||||
iShares Convertible Bond ETF |
| | | | 1,344 | | | | | | 94,846 | | |
SPDR
Bloomberg Convertible Securities ETF |
| | | | 3,368 | | | | | | 219,223 | | |
Total Convertible Bond Funds |
| | | | | | | | | | 314,069 | | |
Emerging Bonds — Local Currency Funds — 4.9% | | ||||||||||||
SPDR Bloomberg Emerging
Markets Local Bond ETF |
| | | | 2,753 | | | | | | 51,866 | | |
VanEck
J.P. Morgan EM Local Currency Bond ETF |
| | | | 3,074 | | | | | | 69,657 | | |
Total
Emerging Bonds — Local Currency Funds |
| | | | | | | | | | 121,523 | | |
Emerging Equity Funds — 15.0% | | ||||||||||||
iShares Core MSCI
Emerging Markets ETF |
| | | | 1,621 | | | | | | 68,649 | | |
iShares MSCI Emerging
Markets Min Vol Factor ETF |
| | | | 4,319 | | | | | | 216,770 | | |
Schwab Emerging Markets Equity ETF
|
| | | | 419 | | | | | | 9,080 | | |
Vanguard FTSE Emerging Markets ETF
|
| | | | 2,126 | | | | | | 75,367 | | |
Total Emerging Equity Funds |
| | | | | | | | | | 369,866 | | |
Emerging Small Cap Equity Fund — 2.7% | | ||||||||||||
SPDR
S&P Emerging Markets SmallCap ETF |
| | | | 1,449 | | | | | | 65,958 | | |
Europe Equity Funds — 2.0% | | ||||||||||||
iShares Core MSCI Europe ETF |
| | | | 187 | | | | | | 8,021 | | |
JPMorgan BetaBuilders Europe ETF
|
| | | | 187 | | | | | | 8,157 | | |
Vanguard FTSE Europe ETF(a)
|
| | | | 655 | | | | | | 32,776 | | |
Total Europe Equity Funds |
| | | | | | | | | | 48,954 | | |
Floating Rate — Investment Grade Funds — 4.9% | | ||||||||||||
iShares Floating Rate Bond ETF |
| | | | 1,808 | | | | | | 90,834 | | |
SPDR
Bloomberg Investment Grade Floating Rate ETF |
| | | | 1,037 | | | | | | 31,442 | | |
Total
Floating Rate — Investment Grade Funds |
| | | | | | | | | | 122,276 | | |
| | |
Shares |
| |
Value |
| ||||||
Investment Companies (continued) | | ||||||||||||
High Yield Corporate Bond Funds — 2.5% | | ||||||||||||
iShares iBoxx High
Yield Corporate Bond ETF(a)
|
| | | | 488 | | | | | $ | 35,834 | | |
SPDR Bloomberg High Yield Bond ETF(a)
|
| | | | 169 | | | | | | 15,218 | | |
Xtrackers
USD High Yield Corporate Bond ETF |
| | | | 293 | | | | | | 9,874 | | |
Total
High Yield Corporate Bond Funds |
| | | | | | | | | | 60,926 | | |
Investment Grade Corporate Bond Funds — 7.9% | | ||||||||||||
iShares Trust iShares
1-5 Year Investment Grade Corporate Bond ETF |
| | | | 1,336 | | | | | | 65,544 | | |
Vanguard
Short-Term Corporate Bond ETF |
| | | | 1,745 | | | | | | 129,113 | | |
Total
Investment Grade Corporate Bond Funds |
| | | | | | | | | | 194,657 | | |
U.S. Large Cap Core Funds — 1.9% | | ||||||||||||
Energy Select Sector SPDR Fund |
| | | | 438 | | | | | | 39,420 | | |
Vanguard Energy ETF |
| | | | 65 | | | | | | 8,189 | | |
Total U.S. Large Cap Core Funds |
| | | | | | | | | | 47,609 | | |
U.S. Large Cap Growth Funds — 3.0% | | ||||||||||||
Schwab U.S. Large-Cap Growth ETF
|
| | | | 170 | | | | | | 9,909 | | |
Vanguard Growth ETF |
| | | | 225 | | | | | | 50,117 | | |
Vanguard Mega Cap Growth ETF |
| | | | 42 | | | | | | 7,597 | | |
Vanguard Russell 1000 Growth ETF
|
| | | | 103 | | | | | | 5,898 | | |
Total U.S. Large Cap Growth Funds |
| | | | | | | | | | 73,521 | | |
U.S. Medium Term Treasury Bond Funds — 7.8% | | ||||||||||||
iShares 3-7 Year Treasury Bond ETF
|
| | | | 642 | | | | | | 72,893 | | |
Schwab
Intermediate-Term U.S. Treasury ETF |
| | | | 1,002 | | | | | | 48,777 | | |
Vanguard
Intermediate-Term Treasury ETF |
| | | | 1,250 | | | | | | 72,238 | | |
Total
U.S. Medium Term Treasury Bond Funds |
| | | | | | | | | | 193,908 | | |
U.S. Ultra Short Term Bond Funds — 26.0% | | ||||||||||||
Goldman Sachs Access
Treasury 0-1 Year ETF |
| | | | 941 | | | | | | 93,921 | | |
Invesco Treasury Collateral ETF |
| | | | 1,159 | | | | | | 122,008 | | |
IQ Ultra Short Duration ETF†
|
| | | | 5,173 | | | | | | 244,114 | | |
iShares Short Treasury Bond ETF |
| | | | 917 | | | | | | 100,842 | | |
SPDR Bloomberg 1-3 Month T-Bill ETF
|
| | | | 886 | | | | | | 81,149 | | |
Total
U.S. Ultra Short Term Bond Funds |
| | | | | | | | | | 642,034 | | |
Total Investment Companies | | | | ||||||||||
(Cost $2,368,636) |
| | | | | | | | | | 2,255,301 | | |
Short-Term Investments — 4.7% | | ||||||||||||
Money Market Funds — 4.7% | | ||||||||||||
Dreyfus Government Cash
Management Fund, Institutional Shares, 2.91%(b)(c)
|
| | | | 111,315 | | | | | | 111,315 | | |
Dreyfus
Institutional Preferred Government Money Market Fund, Institutional Shares, 3.09%(b) |
| | | | 5,290 | | | | | | 5,290 | | |
Total Short-Term Investments | | | | ||||||||||
(Cost $116,605) |
| | | | | | | | | | 116,605 | | |
|
| | |
Shares |
| |
Value |
| |||
Total Investments — 104.5% | | |||||||||
(Cost $2,701,394) |
| | | | | | $ | 2,580,941 | | |
Other
Assets and Liabilities, Net — (4.5)% |
| | | | | | | (111,449) | | |
Net Assets — 100.0% |
| | | | | | $ | 2,469,492 | | |
|
Total Return Swap contracts outstanding
at October 31, 2022: |
| |||||||||||||||||||||||||||
Total Return Benchmark |
| |
Counterparty
|
| |
Floating Rate(d) |
| |
Expiration Date |
| |
Payment Frequency |
| |
Notional Amount Long/ (Short) |
| |
Value/ Unrealized Appreciation/ (Depreciation)(e) |
| |||||||||
abrdn Gold ETF Trust |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | $ | 656 | | | | | $ | — | | |
abrdn Silver ETF Trust |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 423 | | | | | | — | | |
Energy Select Sector SPDR Fund |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 3,960 | | | | | | — | | |
FlexShares Global
Upstream Natural Resources Index Fund |
| |
Morgan Stanley |
| |
1-Day FEDEF – 0.35% |
| | | | 5/02/2023 | | | |
Monthly |
| | | | (30,368) | | | | | | — | | |
Goldman Sachs Access
Treasury 0-1 Year ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 9,482 | | | | | | — | | |
Graniteshares Gold Trust |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 243 | | | | | | — | | |
Invesco DB U.S. Dollar Index Bullish Fund
|
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 6,637 | | | | | | — | | |
Invesco Treasury Collateral ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 12,317 | | | | | | — | | |
IQ Ultra Short Duration ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 24,633 | | | | | | — | | |
iShares 20+ Year Treasury Bond ETF
|
| |
Morgan Stanley |
| |
1-Day FEDEF – 0.35% |
| | | | 5/02/2023 | | | |
Monthly |
| | | | (7,497) | | | | | | — | | |
iShares 3-7 Year Treasury Bond ETF
|
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 7,380 | | | | | | — | | |
iShares Broad USD
Investment Grade Corporate Bond ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF – 3.08% |
| | | | 5/02/2023 | | | |
Monthly |
| | | | (4,127) | | | | | | — | | |
iShares Convertible Bond ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 9,527 | | | | | | — | | |
iShares Core MSCI
Emerging Markets ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 6,903 | | | | | | — | | |
iShares Core MSCI Europe ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 815 | | | | | | — | | |
iShares Floating Rate Bond ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 9,144 | | | | | | — | | |
iShares Gold Trust |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 7,435 | | | | | | — | | |
iShares iBoxx $
Investment Grade Corporate Bond ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF – 0.35% |
| | | | 5/02/2023 | | | |
Monthly |
| | | | (19,865) | | | | | | — | | |
iShares iBoxx High
Yield Corporate Bond ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 3,598 | | | | | | — | | |
iShares JP Morgan USD
Emerging Markets Bond ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF – 0.35% |
| | | | 5/02/2023 | | | |
Monthly |
| | | | (54,125) | | | | | | — | | |
iShares MSCI China ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF – 0.68% |
| | | | 5/02/2023 | | | |
Monthly |
| | | | (4,732) | | | | | | — | | |
iShares MSCI Emerging
Markets Min Vol Factor ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 21,833 | | | | | | — | | |
iShares MSCI Japan ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF – 0.88% |
| | | | 5/02/2023 | | | |
Monthly |
| | | | (8,048) | | | | | | — | | |
iShares Short Treasury Bond ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 10,117 | | | | | | — | | |
iShares Silver Trust |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 4,335 | | | | | | — | | |
iShares Trust iShares
1-5 Year Investment Grade Corporate Bond ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 6,623 | | | | | | — | | |
Total Return Swap contracts outstanding
at October 31, 2022: (continued) |
| |||||||||||||||||||||||||||
Total Return Benchmark |
| |
Counterparty
|
| |
Floating Rate(d) |
| |
Expiration Date |
| |
Payment Frequency |
| |
Notional Amount Long/ (Short) |
| |
Value/ Unrealized Appreciation/ (Depreciation)(e) |
| |||||||||
JPMorgan BetaBuilders Europe ETF
|
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | $ | 829 | | | | | $ | — | | |
JPMorgan BetaBuilders Japan ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF – 10.63% |
| | | | 5/02/2023 | | | |
Monthly |
| | | | (6,009) | | | | | | — | | |
Schwab Emerging Markets Equity ETF
|
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 910 | | | | | | — | | |
Schwab
Intermediate-Term U.S. Treasury ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 4,917 | | | | | | — | | |
Schwab U.S. Large-Cap Growth ETF
|
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 991 | | | | | | — | | |
SPDR Bloomberg 1-3 Month T-Bill ETF
|
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 8,152 | | | | | | — | | |
SPDR Bloomberg
Convertible Securities ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 22,131 | | | | | | — | | |
SPDR Bloomberg Emerging
Markets Local Bond ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 5,238 | | | | | | — | | |
SPDR Bloomberg High Yield Bond ETF
|
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 1,531 | | | | | | — | | |
SPDR Bloomberg
Investment Grade Floating Rate ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 3,184 | | | | | | — | | |
SPDR Dow Jones
International Real Estate ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF – 2.83% |
| | | | 5/02/2023 | | | |
Monthly |
| | | | (7,191) | | | | | | — | | |
SPDR Gold MiniShares Trust |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 1,329 | | | | | | — | | |
SPDR Portfolio Long Term Treasury ETF
|
| |
Morgan Stanley |
| |
1-Day FEDEF – 0.35% |
| | | | 5/02/2023 | | | |
Monthly |
| | | | (1,623) | | | | | | — | | |
SPDR S&P China ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF – 7.63% |
| | | | 5/02/2023 | | | |
Monthly |
| | | | (848) | | | | | | — | | |
SPDR S&P Emerging
Markets SmallCap ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 6,646 | | | | | | — | | |
SPDR S&P Global Natural Resources ETF
|
| |
Morgan Stanley |
| |
1-Day FEDEF – 1.18% |
| | | | 5/02/2023 | | | |
Monthly |
| | | | (14,571) | | | | | | — | | |
VanEck J.P. Morgan EM
Local Currency Bond ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 7,025 | | | | | | — | | |
Vanguard Emerging
Markets Government Bond ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF – 2.08% |
| | | | 5/02/2023 | | | |
Monthly |
| | | | (10,473) | | | | | | — | | |
Vanguard Energy ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 882 | | | | | | — | | |
Vanguard FTSE Emerging Markets ETF
|
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 7,586 | | | | | | — | | |
Vanguard FTSE Europe ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 3,303 | | | | | | — | | |
Vanguard Global ex-U.S. Real Estate ETF
|
| |
Morgan Stanley |
| |
1-Day FEDEF – 0.88% |
| | | | 5/02/2023 | | | |
Monthly |
| | | | (52,033) | | | | | | — | | |
Vanguard Growth ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 5,123 | | | | | | — | | |
Vanguard
Intermediate-Term Corporate Bond ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF – 0.73% |
| | | | 5/02/2023 | | | |
Monthly |
| | | | (23,751) | | | | | | — | | |
Vanguard
Intermediate-Term Treasury ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 7,282 | | | | | | — | | |
Vanguard Long-Term Treasury ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF – 1.73% |
| | | | 5/02/2023 | | | |
Monthly |
| | | | (1,071) | | | | | | — | | |
Vanguard Mega Cap Growth ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 724 | | | | | | — | | |
Vanguard Russell 1000 Growth ETF
|
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 573 | | | | | | — | | |
Vanguard Short-Term
Corporate Bond ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 13,022 | | | | | | — | | |
Xtrackers USD High
Yield Corporate Bond ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 1,011 | | | | | | — | | |
| | | | | | | | | | | | | | | | | | | | | | | | | $ | — | | |
|
Description |
| |
Level 1
|
| |
Level 2
|
| |
Level 3
|
| |
Total |
| ||||||||||||
Asset Valuation Inputs | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments in Securities:(f) | | | | | | | | | | | | | | | | | | | | | | | | | |
Exchange Traded Vehicles |
| | | $ | 209,035 | | | | | $ | — | | | | | $ | — | | | | | $ | 209,035 | | |
Investment Companies |
| | | | 2,255,301 | | | | | | — | | | | | | — | | | | | | 2,255,301 | | |
Short-Term Investments: | | | | | | | | | | | | | | | | | | | | | | | | | |
Money Market Funds |
| | | | 116,605 | | | | | | — | | | | | | — | | | | | | 116,605 | | |
Total Investments in Securities |
| | | | 2,580,941 | | | | | | — | | | | | | — | | | | | | 2,580,941 | | |
Other Financial Instruments:(g) | | | | | | | | | | | | | | | | | | | | | | | | | |
Swap Contracts |
| | | | — | | | | | | — | | | | | | — | | | | | | — | | |
Total Investments in Securities and Other
Financial Instruments |
| | | $ | 2,580,941 | | | | | $ | — | | | | | $ | — | | | | | $ | 2,580,941 | | |
Liability Valuation Inputs | | | | | | | | | | | | | | | | | | | | | | | | | |
Other Financial Instruments:(g) | | | | | | | | | | | | | | | | | | | | | | | | | |
Swap Contracts |
| | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | — | | |
| | |
Shares at 04/30/2022 |
| |
Value ($) at 04/30/2022 |
| |
Purchases Cost ($) |
| |
Sales Proceeds ($) |
| |
Net Realized Gain/(Loss) ($) |
| |
Net Change in Unrealized Appreciation/ (Depreciation) ($) |
| |
Income Distributions ($) |
| |
Capital Gain Distributions ($) |
| |
Shares at 10/31/2022 |
| |
Value ($) at 10/31/2022 |
| ||||||||||||||||||||||||||||||
IQ Ultra Short Duration ETF |
| | | | 19,126 | | | | | | 917,665 | | | | | | 55,037 | | | | | | (717,154) | | | | | | (21,368) | | | | | | 9,934 | | | | | | 6,853 | | | | | | — | | | | | | 5,173 | | | | | | 244,114 | | |
| | |
Shares |
| |
Value |
| ||||||
Exchange Traded Note — 0.4% | | ||||||||||||
Volatility Note — 0.4% | | ||||||||||||
iPath Series B
S&P 500 VIX Short-Term Futures ETN*(a) |
| | | | | | | | | | | | |
(Cost $35,164) |
| | |
|
1,416 |
| | | | $ | 25,007 | | |
Exchange Traded Vehicle — 2.8% | | ||||||||||||
U.S. Dollar Fund — 2.8% | | ||||||||||||
Invesco DB U.S. Dollar Index Bullish Fund* | | | | | | | | | | | | | |
(Cost $167,042) |
| | | | 5,977 | | | | |
|
179,489 |
| |
Investment Companies — 96.6% | | ||||||||||||
Bank Loan Funds — 18.3% | | ||||||||||||
Invesco Senior Loan ETF |
| | | | 17,394 | | | | | | 360,404 | | |
SPDR Blackstone Senior Loan ETF(a)
|
| | | | 18,962 | | | | | | 783,889 | | |
Total Bank Loan Funds |
| | | | | | | | | | 1,144,293 | | |
Convertible Bond Funds — 3.3% | | ||||||||||||
iShares Convertible Bond ETF |
| | | | 893 | | | | | | 63,019 | | |
SPDR
Bloomberg Convertible Securities ETF |
| | | | 2,239 | | | | | | 145,737 | | |
Total Convertible Bond Funds |
| | | | | | | | | | 208,756 | | |
Emerging Bonds — Local Currency Funds — 0.0%(b) | | ||||||||||||
SPDR Bloomberg Emerging
Markets Local Bond ETF |
| | | | 2 | | | | | | 38 | | |
VanEck
J. P. Morgan EM Local Currency Bond ETF |
| | | | 3 | | | | | | 68 | | |
Total
Emerging Bonds — Local Currency Funds |
| | | | | | | | | | 106 | | |
Floating Rate — Investment Grade Funds — 18.1% | | ||||||||||||
iShares Floating Rate Bond ETF |
| | | | 16,648 | | | | | | 836,395 | | |
SPDR
Bloomberg Investment Grade Floating Rate ETF |
| | | | 9,549 | | | | | | 289,526 | | |
Total
Floating Rate — Investment Grade Funds |
| | | | | | | | | | 1,125,921 | | |
High Yield Corporate Bond Funds — 6.2% | | ||||||||||||
iShares
0-5 Year High Yield Corporate Bond ETF(a)
|
| | | | 5,674 | | | | | | 231,783 | | |
SPDR
Bloomberg Short Term High Yield Bond ETF |
| | | | 6,259 | | | | | | 151,781 | | |
Total
High Yield Corporate Bond Funds |
| | | | | | | | | | 383,564 | | |
Mortgage Backed Securities Funds — 2.8% | | ||||||||||||
iShares MBS ETF(a)
|
| | | | 1,034 | | | | | | 93,412 | | |
SPDR
Portfolio Mortgage Backed Bond ETF |
| | | | 827 | | | | | | 17,474 | | |
Vanguard
Mortgage-Backed Securities ETF |
| | | | 1,443 | | | | | | 63,997 | | |
Total
Mortgage Backed Securities Funds |
| | | | | | | | | | 174,883 | | |
Treasury Inflation Protected Securities — 6.1% | | ||||||||||||
iShares TIPS Bond ETF |
| | | | 2,328 | | | | | | 247,676 | | |
Schwab US TIPS ETF |
| | | | 2,533 | | | | | | 132,450 | | |
Total
Treasury Inflation Protected Securities |
| | | | | | | | | | 380,126 | | |
| | |
Shares |
| |
Value |
| ||||||
Investment Companies (continued) | | ||||||||||||
U.S. Low Volatility Fund — 6.3% | | ||||||||||||
iShares MSCI Global Min Vol Factor
ETF(a) |
| | | | 4,239 | | | | | $ | 393,082 | | |
U.S. Medium Term Treasury Bond Funds — 17.9% | | ||||||||||||
iShares 3-7 Year Treasury Bond ETF
|
| | | | 3,698 | | | | | | 419,871 | | |
Schwab
Intermediate-Term U.S. Treasury ETF |
| | | | 5,771 | | | | | | 280,932 | | |
Vanguard
Intermediate-Term Treasury ETF |
| | | | 7,203 | | | | | | 416,262 | | |
Total
U.S. Medium Term Treasury Bond Funds |
| | | | | | | | | | 1,117,065 | | |
U.S. Preferred Fund — 6.0% | | ||||||||||||
Invesco Variable Rate Preferred ETF(a)
|
| | | | 17,142 | | | | | | 376,438 | | |
U.S. Ultra Short Term Bond Funds — 11.6% | | ||||||||||||
Goldman Sachs Access
Treasury 0-1 Year ETF |
| | | | 1,055 | | | | | | 105,300 | | |
Invesco Treasury Collateral ETF |
| | | | 1,299 | | | | | | 136,746 | | |
IQ Ultra Short Duration ETF†
|
| | | | 5,797 | | | | | | 273,560 | | |
iShares Short Treasury Bond ETF |
| | | | 1,028 | | | | | | 113,049 | | |
SPDR Bloomberg 1-3 Month T-Bill ETF
|
| | | | 992 | | | | | | 90,857 | | |
Total U.S. Ultra Short Term Bond Funds
|
| | | | | | | | | | 719,512 | | |
Total Investment Companies | | | | | | | | | | | | | |
(Cost $6,460,883) |
| | | | | | | | | | 6,023,746 | | |
Short-Term Investments — 27.6% | | ||||||||||||
Money Market Funds — 27.6% | | ||||||||||||
Dreyfus
Government Cash Management Fund, Institutional Shares, 2.91%(c)(d)
|
| | | | 1,704,172 | | | | | | 1,704,172 | | |
Dreyfus
Institutional Preferred Government Money Market Fund, Institutional Shares, 3.09%(c) |
| | | | 15,027 | | | | | | 15,027 | | |
Total Short-Term Investments | | | | | | | | | | | | | |
(Cost $1,719,199) |
| | | | | | | | | | 1,719,199 | | |
Total Investments — 127.4% | | | | | | | | | | | | | |
(Cost $8,382,288) |
| | | | | | | | | | 7,947,441 | | |
Other
Assets and Liabilities, Net — (27.4)% |
| | | | | | | | | | (1,707,775) | | |
Net Assets — 100.0% |
| | | | | | | | | $ | 6,239,666 | | |
|
Total Return Benchmark |
| |
Counterparty
|
| |
Floating Rate(e) |
| |
Expiration Date |
| |
Payment Frequency |
| |
Notional Amount Long/ (Short) |
| |
Value/ Unrealized Appreciation/ (Depreciation)(f) |
| ||||||||||||
Goldman Sachs Access
Treasury 0-1 Year ETF |
| |
Morgan Stanley
|
| |
1-Day FEDEF + 0.50%
|
| | | | 7/05/2023 | | | | | | Monthly | | | | | $ | 3,394 | | | | | $ | — | | |
Invesco
DB U.S. Dollar Index Bullish Fund |
| |
Morgan Stanley
|
| |
1-Day FEDEF + 0.50%
|
| | | | 7/05/2023 | | | | | | Monthly | | | | | | 5,826 | | | | | | — | | |
Invesco Senior Loan ETF |
| |
Morgan Stanley
|
| |
1-Day FEDEF + 0.50%
|
| | | | 7/05/2023 | | | | | | Monthly | | | | | | 11,707 | | | | | | — | | |
Invesco Treasury Collateral ETF |
| |
Morgan Stanley
|
| |
1-Day FEDEF + 0.50%
|
| | | | 7/05/2023 | | | | | | Monthly | | | | | | 4,421 | | | | | | — | | |
Invesco Variable Rate Preferred ETF
|
| |
Morgan Stanley
|
| |
1-Day FEDEF + 0.50%
|
| | | | 7/05/2023 | | | | | | Monthly | | | | | | 12,210 | | | | | | — | | |
iPath Series B
S&P 500 VIX Short-Term Futures ETN |
| |
Morgan Stanley
|
| |
1-Day FEDEF + 0.50%
|
| | | | 7/05/2023 | | | | | | Monthly | | | | | | 812 | | | | | | — | | |
IQ Ultra Short Duration ETF |
| |
Morgan Stanley
|
| |
1-Day FEDEF + 0.50%
|
| | | | 7/05/2023 | | | | | | Monthly | | | | | | 8,872 | | | | | | — | | |
iShares
0-5 Year High Yield Corporate Bond ETF |
| |
Morgan Stanley
|
| |
1-Day FEDEF + 0.50%
|
| | | | 7/05/2023 | | | | | | Monthly | | | | | | 7,516 | | | | | | — | | |
iShares 3-7 Year Treasury Bond ETF
|
| |
Morgan Stanley
|
| |
1-Day FEDEF + 0.50%
|
| | | | 7/05/2023 | | | | | | Monthly | | | | | | 13,625 | | | | | | — | | |
iShares Convertible Bond ETF |
| |
Morgan Stanley
|
| |
1-Day FEDEF + 0.50%
|
| | | | 7/05/2023 | | | | | | Monthly | | | | | | 2,047 | | | | | | — | | |
iShares Floating Rate Bond ETF |
| |
Morgan Stanley
|
| |
1-Day FEDEF + 0.50%
|
| | | | 7/05/2023 | | | | | | Monthly | | | | | | 27,130 | | | | | | — | | |
iShares MBS ETF |
| |
Morgan Stanley
|
| |
1-Day FEDEF + 0.50%
|
| | | | 7/05/2023 | | | | | | Monthly | | | | | | 3,072 | | | | | | — | | |
iShares
MSCI Global Min Vol Factor ETF |
| |
Morgan Stanley
|
| |
1-Day FEDEF + 0.50%
|
| | | | 7/05/2023 | | | | | | Monthly | | | | | | 12,797 | | | | | | — | | |
iShares MSCI USA Quality Factor ETF
|
| |
Morgan Stanley
|
| |
1-Day
FEDEF – 0.35% |
| | | | 5/02/2023 | | | | | | Monthly | | | | | | (39,734) | | | | | | — | | |
iShares Short Treasury Bond ETF |
| |
Morgan Stanley
|
| |
1-Day FEDEF + 0.50%
|
| | | | 7/05/2023 | | | | | | Monthly | | | | | | 3,629 | | | | | | — | | |
iShares TIPS Bond ETF |
| |
Morgan Stanley
|
| |
1-Day FEDEF + 0.50%
|
| | | | 7/05/2023 | | | | | | Monthly | | | | | | 8,086 | | | | | | — | | |
Schwab
Intermediate-Term U.S. Treasury ETF |
| |
Morgan Stanley
|
| |
1-Day FEDEF + 0.50%
|
| | | | 7/05/2023 | | | | | | Monthly | | | | | | 9,103 | | | | | | — | | |
Schwab U.S. Large-Cap Growth ETF
|
| |
Morgan Stanley
|
| |
1-Day
FEDEF – 3.36% |
| | | | 5/02/2023 | | | | | | Monthly | | | | | | (21,800) | | | | | | — | | |
Schwab U.S. TIPS ETF |
| |
Morgan Stanley
|
| |
1-Day FEDEF + 0.50%
|
| | | | 7/05/2023 | | | | | | Monthly | | | | | | 4,288 | | | | | | — | | |
SPDR Blackstone Senior Loan ETF |
| |
Morgan Stanley
|
| |
1-Day FEDEF + 0.50%
|
| | | | 7/05/2023 | | | | | | Monthly | | | | | | 25,424 | | | | | | — | | |
SPDR Bloomberg 1-3 Month T-Bill ETF
|
| |
Morgan Stanley
|
| |
1-Day FEDEF + 0.50%
|
| | | | 7/05/2023 | | | | | | Monthly | | | | | | 2,931 | | | | | | — | | |
SPDR Bloomberg
Convertible Securities ETF |
| |
Morgan Stanley
|
| |
1-Day FEDEF + 0.50%
|
| | | | 7/05/2023 | | | | | | Monthly | | | | | | 4,752 | | | | | | — | | |
SPDR
Bloomberg Investment Grade Floating Rate ETF |
| |
Morgan Stanley
|
| |
1-Day FEDEF + 0.50%
|
| | | | 7/05/2023 | | | | | | Monthly | | | | | | 9,399 | | | | | | — | | |
SPDR
Bloomberg Short Term High Yield Bond ETF |
| |
Morgan Stanley
|
| |
1-Day FEDEF + 0.50%
|
| | | | 7/05/2023 | | | | | | Monthly | | | | | | 4,923 | | | | | | — | | |
SPDR Portfolio Mortgage Backed Bond ETF
|
| |
Morgan Stanley
|
| |
1-Day FEDEF + 0.50%
|
| | | | 7/05/2023 | | | | | | Monthly | | | | | | 571 | | | | | | — | | |
Vanguard Growth ETF |
| |
Morgan Stanley
|
| |
1-Day
FEDEF – 0.35% |
| | | | 5/02/2023 | | | | | | Monthly | | | | | | (110,256) | | | | | | — | | |
Vanguard
Intermediate-Term Treasury ETF |
| |
Morgan Stanley
|
| |
1-Day FEDEF + 0.50%
|
| | | | 7/05/2023 | | | | | | Monthly | | | | | | 13,523 | | | | | | — | | |
Vanguard Mega Cap Growth ETF |
| |
Morgan Stanley
|
| |
1-Day
FEDEF – 2.54% |
| | | | 5/02/2023 | | | | | | Monthly | | | | | | (16,461) | | | | | | — | | |
Vanguard
Mortgage-Backed Securities ETF |
| |
Morgan Stanley
|
| |
1-Day FEDEF + 0.50%
|
| | | | 7/05/2023 | | | | | | Monthly | | | | | | 2,084 | | | | | | — | | |
Vanguard Russell 1000 Growth ETF
|
| |
Morgan Stanley
|
| |
1-Day
FEDEF – 1.02% |
| | | | 5/02/2023 | | | | | | Monthly | | | | | | (13,055) | | | | | | — | | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | $ | — | | |
Description |
| |
Level 1
|
| |
Level 2
|
| |
Level 3
|
| |
Total |
| ||||||||||||
Asset Valuation Inputs | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments in Securities:(g) | | | | | | | | | | | | | | | | | | | | | | | | | |
Exchange Traded Note |
| | | $ | 25,007 | | | | | $ | — | | | | | $ | — | | | | | $ | 25,007 | | |
Exchange Traded Vehicle |
| | | | 179,489 | | | | | | — | | | | | | — | | | | | | 179,489 | | |
Investment Companies |
| | | | 6,023,746 | | | | | | — | | | | | | — | | | | | | 6,023,746 | | |
Short-Term Investments: | | | | | | | | | | | | | | | | | | | | | | | | | |
Money Market Funds |
| | | | 1,719,199 | | | | | | — | | | | | | — | | | | | | 1,719,199 | | |
Total Investments in Securities |
| | | | 7,947,441 | | | | | | — | | | | | | — | | | | | | 7,947,441 | | |
Other Financial Instruments:(h) | | | | | | | | | | | | | | | | | | | | | | | | | |
Swap Contracts |
| | | | — | | | | | | — | | | | | | — | | | | | | — | | |
Total Investments in Securities and Other
Financial Instruments |
| | | $ | 7,947,441 | | | | | $ | — | | | | | $ | — | | | | | $ | 7,947,441 | | |
Liability Valuation Inputs | | | | | | | | | | | | | | | | | | | | | | | | | |
Other Financial Instruments:(h) | | | | | | | | | | | | | | | | | | | | | | | | | |
Swap Contracts |
| | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | — | | |
| | |
Shares at 04/30/2022 |
| |
Value ($) at 04/30/2022 |
| |
Purchases Cost ($) |
| |
Sales Proceeds ($) |
| |
Net Realized Gain/(Loss) ($) |
| |
Net Change in Unrealized Appreciation/ (Depreciation) ($) |
| |
Income Distributions ($) |
| |
Capital Gain Distributions ($) |
| |
Shares at 10/31/2022 |
| |
Value ($) at 10/31/2022 |
| ||||||||||||||||||||||||||||||
IQ Ultra Short Duration ETF |
| | | | 33,327 | | | | | | 1,599,029 | | | | | | 313,515 | | | | | | (1,624,635) | | | | | | (24,377) | | | | | | 10,028 | | | | | | 8,388 | | | | | | — | | | | | | 5,797 | | | | | | 273,560 | | |
| | |
Shares |
| |
Value |
| ||||||
Exchange Traded Note — 1.0% | | ||||||||||||
Volatility Note — 1.0% | | ||||||||||||
iPath Series B
S&P 500 VIX Short-Term Futures ETN*(a) |
| | | | | | | | | | | | |
(Cost $223,436) |
| | |
|
11,094 |
| | | | $ | 195,920 | | |
Investment Companies — 99.0% | | ||||||||||||
Bank Loan Funds — 7.0% | | ||||||||||||
Invesco Senior Loan ETF |
| | | | 21,476 | | | | | | 444,982 | | |
SPDR Blackstone Senior Loan ETF(a)
|
| | | | 23,411 | | | | | | 967,811 | | |
Total Bank Loan Funds |
| | | | | | | | | | 1,412,793 | | |
International Equity Core Funds — 29.3% | | ||||||||||||
iShares Core MSCI EAFE ETF |
| | | | 49,942 | | | | | | 2,782,768 | | |
Vanguard FTSE Developed Markets ETF
|
| | | | 80,614 | | | | | | 3,109,282 | | |
Total
International Equity Core Funds |
| | | | | | | | | | 5,892,050 | | |
International Large Cap Growth Fund — 3.2% | | ||||||||||||
iShares MSCI EAFE Growth ETF |
| | | | 8,503 | | | | | | 647,844 | | |
Investment Grade Corporate Bond Funds — 17.1% | | ||||||||||||
iShares
Broad USD Investment Grade Corporate Bond ETF |
| | | | 6,285 | | | | | | 298,160 | | |
iShares
iBoxx $ Investment Grade Corporate Bond ETF |
| | | | 14,133 | | | | | | 1,432,380 | | |
Vanguard
Intermediate-Term Corporate Bond ETF |
| | | | 22,807 | | | | | | 1,714,174 | | |
Total
Investment Grade Corporate Bond Funds |
| | | | | | | | | | 3,444,714 | | |
U.S. Large Cap Core Funds — 29.7% | | ||||||||||||
Energy Select Sector SPDR Fund |
| | | | 4,136 | | | | | | 372,240 | | |
Financial Select Sector SPDR Fund
|
| | | | 56,689 | | | | | | 1,926,292 | | |
Health Care Select Sector SPDR Fund
|
| | | | 13,291 | | | | | | 1,764,380 | | |
Vanguard Energy ETF |
| | | | 611 | | | | | | 76,974 | | |
Vanguard Financials ETF |
| | | | 6,764 | | | | | | 564,659 | | |
Vanguard Health Care ETF |
| | | | 5,235 | | | | | | 1,272,262 | | |
Total U.S. Large Cap Core Funds |
| | | | | | | | | | 5,976,807 | | |
U.S. Momentum Fund — 7.8% | | ||||||||||||
iShares
MSCI USA Momentum Factor ETF |
| | | | 10,599 | | | | | | 1,564,836 | | |
U.S. REITS Funds — 3.0% | | ||||||||||||
Fidelity MSCI Real Estate Index ETF
|
| | | | 953 | | | | | | 23,587 | | |
iShares Core U.S. REIT ETF |
| | | | 590 | | | | | | 29,370 | | |
Vanguard Real Estate ETF |
| | | | 6,500 | | | | | | 539,370 | | |
Total U.S. REITS Funds |
| | | | | | | | | | 592,327 | | |
| | |
Shares |
| |
Value |
| ||||||
Investment Companies (continued) | | ||||||||||||
U.S. Ultra Short Term Bond Funds — 1.9% | | ||||||||||||
Goldman Sachs Access
Treasury 0-1 Year ETF |
| | | | 548 | | | | | $ | 54,696 | | |
Invesco Treasury Collateral ETF |
| | | | 676 | | | | | | 71,163 | | |
IQ Ultra Short Duration ETF†
|
| | | | 3,014 | | | | | | 142,231 | | |
iShares Short Treasury Bond ETF |
| | | | 534 | | | | | | 58,724 | | |
SPDR Bloomberg 1-3 Month T-Bill ETF
|
| | | | 516 | | | | | | 47,260 | | |
Total
U.S. Ultra Short Term Bond Funds |
| | | | | | | | | | 374,074 | | |
Total
Investment Companies (Cost $22,557,357) |
| | | | | | | | | | 19,905,445 | | |
Short-Term Investments — 5.0% | | ||||||||||||
Money Market Funds — 5.0% | | ||||||||||||
Dreyfus
Government Cash Management Fund, Institutional Shares, 2.91%(b)(c) |
| | | | 975,683 | | | | | | 975,683 | | |
Dreyfus
Institutional Preferred Government Money Market Fund, Institutional
Shares, 3.09%(b)
|
| | | | 28,719 | | | | | | 28,719 | | |
Total
Short-Term Investments (Cost $1,004,402) |
| | | | | | | | | | 1,004,402 | | |
Total
Investments — 105.0% (Cost $23,785,195) |
| | | | | | | | | | 21,105,767 | | |
Other
Assets and Liabilities, Net — (5.0)% |
| | | | | | | | | | (1,009,400) | | |
Net Assets — 100.0% |
| | | | | | | | | $ | 20,096,367 | | |
|
Total Return Swap contracts outstanding
at October 31, 2022: |
| ||||||||||||||||||||||||||||||
Total Return Benchmark |
| |
Counterparty
|
| |
Floating Rate(d) |
| |
Expiration Date |
| |
Payment Frequency |
| |
Notional Amount Long/ (Short) |
| |
Value/ Unrealized Appreciation/ (Depreciation)(e) |
| ||||||||||||
Consumer Discretionary
Select Sector SPDR Fund |
| |
Morgan Stanley
|
| |
1-Day FEDEF - 0.15%
|
| | | | 12/04/2023 | | | | | | Monthly | | | | | $ | (211,868) | | | | | $ | — | | |
Energy Select Sector SPDR Fund |
| |
Morgan Stanley
|
| |
1-Day FEDEF + 0.50%
|
| | | | 12/04/2023 | | | | | | Monthly | | | | | | 37,890 | | | | | | — | | |
Fidelity MSCI Real Estate Index ETF
|
| |
Morgan Stanley
|
| |
1-Day FEDEF + 0.50%
|
| | | | 12/04/2023 | | | | | | Monthly | | | | | | 2,401 | | | | | | — | | |
Financial Select Sector SPDR Fund
|
| |
Morgan Stanley
|
| |
1-Day FEDEF + 0.50%
|
| | | | 12/04/2023 | | | | | | Monthly | | | | | | 195,895 | | | | | | — | | |
Goldman
Sachs Access Treasury 0-1 Year ETF |
| |
Morgan Stanley
|
| |
1-Day FEDEF + 0.50%
|
| | | | 12/04/2023 | | | | | | Monthly | | | | | | 5,589 | | | | | | — | | |
Health Care Select Sector SPDR Fund
|
| |
Morgan Stanley
|
| |
1-Day FEDEF + 0.50%
|
| | | | 12/04/2023 | | | | | | Monthly | | | | | | 179,478 | | | | | | — | | |
Industrial Select Sector SPDR Fund
|
| |
Morgan Stanley
|
| |
1-Day FEDEF - 0.15%
|
| | | | 12/04/2023 | | | | | | Monthly | | | | | | (226,912) | | | | | | — | | |
Total Return Swap contracts outstanding
at October 31, 2022: (continued) |
| ||||||||||||||||||||||||||||||
Total Return Benchmark |
| |
Counterparty
|
| |
Floating Rate(d) |
| |
Expiration Date |
| |
Payment Frequency |
| |
Notional Amount Long/ (Short) |
| |
Value/ Unrealized Appreciation/ (Depreciation)(e) |
| ||||||||||||
Invesco Senior Loan ETF |
| |
Morgan Stanley
|
| |
1-Day FEDEF + 0.50%
|
| | | | 12/04/2023 | | | | | | Monthly | | | | | $ | 45,252 | | | | | $ | — | | |
Invesco Treasury Collateral ETF |
| |
Morgan Stanley
|
| |
1-Day FEDEF + 0.50%
|
| | | | 12/04/2023 | | | | | | Monthly | | | | | | 7,264 | | | | | | — | | |
iPath
Series B S&P 500 VIX Short-Term Futures ETN |
| |
Morgan Stanley
|
| |
1-Day FEDEF + 0.50%
|
| | | | 12/04/2023 | | | | | | Monthly | | | | | | 19,920 | | | | | | — | | |
IQ Ultra Short Duration ETF |
| |
Morgan Stanley
|
| |
1-Day FEDEF + 0.50%
|
| | | | 12/04/2023 | | | | | | Monthly | | | | | | 14,487 | | | | | | — | | |
iShares
Broad USD Investment Grade Corporate Bond ETF |
| |
Morgan Stanley
|
| |
1-Day FEDEF + 0.50%
|
| | | | 12/04/2023 | | | | | | Monthly | | | | | | 30,314 | | | | | | — | | |
iShares Core MSCI EAFE ETF |
| |
Morgan Stanley
|
| |
1-Day FEDEF + 0.50%
|
| | | | 12/04/2023 | | | | | | Monthly | | | | | | 283,002 | | | | | | — | | |
iShares Core U.S. REIT ETF |
| |
Morgan Stanley
|
| |
1-Day FEDEF + 0.50%
|
| | | | 12/04/2023 | | | | | | Monthly | | | | | | 2,987 | | | | | | — | | |
iShares iBoxx $
Investment Grade Corporate Bond ETF |
| |
Morgan Stanley
|
| |
1-Day FEDEF + 0.50%
|
| | | | 12/04/2023 | | | | | | Monthly | | | | | | 145,640 | | | | | | — | | |
iShares MSCI EAFE Growth ETF |
| |
Morgan Stanley
|
| |
1-Day FEDEF + 0.50%
|
| | | | 12/04/2023 | | | | | | Monthly | | | | | | 65,904 | | | | | | — | | |
iShares
MSCI USA Momentum Factor ETF |
| |
Morgan Stanley
|
| |
1-Day FEDEF + 0.50%
|
| | | | 12/04/2023 | | | | | | Monthly | | | | | | 159,156 | | | | | | — | | |
iShares Russell 2000 Growth ETF |
| |
Morgan Stanley
|
| |
1-Day FEDEF - 1.28%
|
| | | | 12/04/2023 | | | | | | Monthly | | | | | | (116,298) | | | | | | — | | |
iShares Russell 2000 Value ETF |
| |
Morgan Stanley
|
| |
1-Day FEDEF - 0.35%
|
| | | | 12/04/2023 | | | | | | Monthly | | | | | | (88,500) | | | | | | — | | |
iShares S&P Small-Cap 600 Value ETF
|
| |
Morgan Stanley
|
| |
1-Day FEDEF - 3.66%
|
| | | | 12/04/2023 | | | | | | Monthly | | | | | | (49,235) | | | | | | — | | |
iShares Short Treasury Bond ETF |
| |
Morgan Stanley
|
| |
1-Day FEDEF + 0.50%
|
| | | | 12/04/2023 | | | | | | Monthly | | | | | | 5,938 | | | | | | — | | |
iShares U.S. Industrials ETF |
| |
Morgan Stanley
|
| |
1-Day FEDEF - 6.53%
|
| | | | 12/04/2023 | | | | | | Monthly | | | | | | (19,108) | | | | | | — | | |
Schwab
International Small-Cap Equity ETF |
| |
Morgan Stanley
|
| |
1-Day FEDEF - 6.28%
|
| | | | 12/04/2023 | | | | | | Monthly | | | | | | (88,370) | | | | | | — | | |
Schwab U.S. Large-Cap Growth ETF
|
| |
Morgan Stanley
|
| |
1-Day FEDEF - 3.03%
|
| | | | 12/04/2023 | | | | | | Monthly | | | | | | (38,122) | | | | | | — | | |
SPDR Blackstone Senior Loan ETF |
| |
Morgan Stanley
|
| |
1-Day FEDEF + 0.50%
|
| | | | 12/04/2023 | | | | | | Monthly | | | | | | 98,431 | | | | | | — | | |
SPDR Bloomberg 1-3 Month T-Bill ETF
|
| |
Morgan Stanley
|
| |
1-Day FEDEF + 0.50%
|
| | | | 12/04/2023 | | | | | | Monthly | | | | | | 4,854 | | | | | | — | | |
SPDR S&P 600 Small Cap Growth ETF
|
| |
Morgan Stanley
|
| |
1-Day FEDEF - 13.23%
|
| | | | 12/04/2023 | | | | | | Monthly | | | | | | (27,317) | | | | | | — | | |
Technology Select Sector SPDR Fund
|
| |
Morgan Stanley
|
| |
1-Day FEDEF - 0.09%
|
| | | | 12/04/2023 | | | | | | Monthly | | | | | | (204,464) | | | | | | — | | |
Vanguard Consumer
Discretionary ETF |
| |
Morgan Stanley
|
| |
1-Day FEDEF - 15.48%
|
| | | | 12/04/2023 | | | | | | Monthly | | | | | | (63,540) | | | | | | — | | |
Vanguard Energy ETF |
| |
Morgan Stanley
|
| |
1-Day FEDEF + 0.50%
|
| | | | 12/04/2023 | | | | | | Monthly | | | | | | 7,811 | | | | | | — | | |
Vanguard Financials ETF |
| |
Morgan Stanley
|
| |
1-Day FEDEF + 0.50%
|
| | | | 12/04/2023 | | | | | | Monthly | | | | | | 57,434 | | | | | | — | | |
Vanguard FTSE All World
ex-U.S. Small-Cap ETF |
| |
Morgan Stanley
|
| |
1-Day FEDEF - 0.93%
|
| | | | 12/04/2023 | | | | | | Monthly | | | | | | (194,729) | | | | | | — | | |
Vanguard
FTSE Developed Markets ETF |
| |
Morgan Stanley
|
| |
1-Day FEDEF + 0.50%
|
| | | | 12/04/2023 | | | | | | Monthly | | | | | | 316,197 | | | | | | — | | |
Vanguard Growth ETF |
| |
Morgan Stanley
|
| |
1-Day FEDEF - 0.35%
|
| | | | 12/04/2023 | | | | | | Monthly | | | | | | (193,116) | | | | | | — | | |
Vanguard Health Care ETF |
| |
Morgan Stanley
|
| |
1-Day FEDEF + 0.50%
|
| | | | 12/04/2023 | | | | | | Monthly | | | | | | 129,292 | | | | | | — | | |
Vanguard Industrials ETF |
| |
Morgan Stanley
|
| |
1-Day FEDEF - 3.88%
|
| | | | 12/04/2023 | | | | | | Monthly | | | | | | (62,453) | | | | | | — | | |
Vanguard Information
Technology ETF |
| |
Morgan Stanley
|
| |
1-Day FEDEF - 1.28%
|
| | | | 12/04/2023 | | | | | | Monthly | | | | | | (87,503) | | | | | | — | | |
Vanguard
Intermediate-Term Corporate Bond ETF |
| |
Morgan Stanley
|
| |
1-Day FEDEF + 0.50%
|
| | | | 12/04/2023 | | | | | | Monthly | | | | | | 174,296 | | | | | | — | | |
Vanguard Mega Cap Growth ETF |
| |
Morgan Stanley
|
| |
1-Day FEDEF - 2.68%
|
| | | | 12/04/2023 | | | | | | Monthly | | | | | | (28,942) | | | | | | — | | |
Vanguard Real Estate ETF |
| |
Morgan Stanley
|
| |
1-Day FEDEF + 0.50%
|
| | | | 12/04/2023 | | | | | | Monthly | | | | | | 54,850 | | | | | | — | | |
Vanguard Russell 1000 Growth ETF
|
| |
Morgan Stanley
|
| |
1-Day FEDEF - 0.68%
|
| | | | 12/04/2023 | | | | | | Monthly | | | | | | (22,789) | | | | | | — | | |
Vanguard Small-Cap Growth ETF |
| |
Morgan Stanley
|
| |
1-Day FEDEF - 4.68%
|
| | | | 12/04/2023 | | | | | | Monthly | | | | | | (150,379) | | | | | | — | | |
Vanguard Small-Cap Value ETF |
| |
Morgan Stanley
|
| |
1-Day FEDEF - 1.08%
|
| | | | 12/04/2023 | | | | | | Monthly | | | | | | (167,998) | | | | | | — | | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | $ | — | | |
|
Description |
| |
Level 1
|
| |
Level 2
|
| |
Level 3
|
| |
Total |
| ||||||||||||
Asset Valuation Inputs | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments in Securities:(f) | | | | | | | | | | | | | | | | | | | | | | | | | |
Exchange Traded Note |
| | | $ | 195,920 | | | | | $ | — | | | | | $ | — | | | | | $ | 195,920 | | |
Investment Companies |
| | | | 19,905,445 | | | | | | — | | | | | | — | | | | | | 19,905,445 | | |
Short-Term Investments: | | | | | | | | | | | | | | | | | | | | | | | | | |
Money Market Funds |
| | | | 1,004,402 | | | | | | — | | | | | | — | | | | | | 1,004,402 | | |
Total Investments in Securities |
| | | | 21,105,767 | | | | | | — | | | | | | — | | | | | | 21,105,767 | | |
Other Financial Instruments:(g) | | | | | | | | | | | | | | | | | | | | | | | | | |
Swap Contracts |
| | | | — | | | | | | — | | | | | | — | | | | | | — | | |
Total Investments in Securities and Other
Financial Instruments |
| | | $ | 21,105,767 | | | | | $ | — | | | | | $ | — | | | | | $ | 21,105,767 | | |
Liability Valuation Inputs | | | | | | | | | | | | | | | | | | | | | | | | | |
Other Financial Instruments:(g) | | | | | | | | | | | | | | | | | | | | | | | | | |
Swap Contracts |
| | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | — | | |
| | |
Shares at 04/30/2022 |
| |
Value ($) at 04/30/2022 |
| |
Purchases Cost ($) |
| |
Sales Proceeds ($) |
| |
Net Realized Gain/(Loss) ($) |
| |
Net Change in Unrealized Appreciation/ (Depreciation) ($) |
| |
Income Distributions ($) |
| |
Capital Gain Distributions ($) |
| |
Shares at 10/31/2022 |
| |
Value ($) at 10/31/2022 |
| ||||||||||||||||||||||||||||||
IQ Ultra Short Duration ETF |
| | | | 5,260 | | | | | | 252,375 | | | | | | 24,889 | | | | | | (131,627) | | | | | | (2,068) | | | | | | (1,338) | | | | | | 2,395 | | | | | | — | | | | | | 3,014 | | | | | | 142,231 | | |
| | |
Shares |
| |
Value |
| ||||||
Investment Companies — 99.8% | | ||||||||||||
Bank Loan Funds — 23.9% | | ||||||||||||
Invesco Senior Loan ETF |
| | | | 22,468 | | | | | $ | 465,537 | | |
SPDR Blackstone Senior Loan ETF(a)
|
| | | | 24,491 | | | | | | 1,012,458 | | |
Total Bank Loan Funds |
| | | | | | | | | | 1,477,995 | | |
Convertible Bond Funds — 22.0% | | ||||||||||||
iShares Convertible Bond ETF |
| | | | 5,806 | | | | | | 409,729 | | |
SPDR
Bloomberg Convertible Securities ETF |
| | | | 14,555 | | | | | | 947,385 | | |
Total Convertible Bond Funds |
| | | | | | | | | | 1,357,114 | | |
Investment Grade Corporate Bond Funds — 43.8% | | ||||||||||||
iShares
Trust iShares 1-5 Year Investment Grade Corporate Bond ETF |
| | | | 18,578 | | | | | | 911,437 | | |
Vanguard
Short-Term Corporate Bond ETF |
| | | | 24,270 | | | | | | 1,795,737 | | |
Total
Investment Grade Corporate Bond Funds |
| | | | | | | | | | 2,707,174 | | |
U.S. Preferred Fund — 4.8% | | ||||||||||||
iShares
Preferred & Income Securities ETF(a) |
| | | | 9,814 | | | | | | 299,425 | | |
U.S. Small Cap Growth Funds — 5.3% | | ||||||||||||
iShares Russell 2000 Growth ETF |
| | | | 576 | | | | | | 130,326 | | |
SPDR S&P 600 Small Cap Growth ETF
|
| | | | 409 | | | | | | 30,610 | | |
Vanguard Small-Cap Growth ETF |
| | | | 807 | | | | | | 168,550 | | |
Total U.S. Small Cap Growth Funds |
| | | | | | | | | | 329,486 | | |
U.S. Ultra Short Term Bond Funds — 0.0%(b) | | ||||||||||||
Goldman Sachs Access
Treasury 0-1 Year ETF |
| | | | 5 | | | | | | 499 | | |
Invesco Treasury Collateral ETF |
| | | | 6 | | | | | | 632 | | |
IQ Ultra Short Duration ETF†
|
| | | | 28 | | | | | | 1,322 | | |
iShares Short Treasury Bond ETF |
| | | | 5 | | | | | | 550 | | |
SPDR Bloomberg 1-3 Month T-Bill ETF
|
| | | | 5 | | | | | | 457 | | |
Total U.S. Ultra Short Term Bond Funds
|
| | | | | | | | | | 3,460 | | |
Total
Investment Companies (Cost $6,841,557) |
| | | | | | | | | | 6,174,654 | | |
| | |
Shares |
| |
Value |
| ||||||
Short-Term Investments — 17.2% | | ||||||||||||
Money Market Funds — 17.2% | | ||||||||||||
Dreyfus Government Cash
Management Fund, Institutional Shares, 2.91%(c)(d)
|
| | | | 1,052,769 | | | | | $ | 1,052,769 | | |
Dreyfus
Institutional Preferred Government Money Market Fund, Institutional Shares, 3.09%(c) |
| | | | 13,335 | | | | | | 13,335 | | |
Total
Short-Term Investments (Cost $1,066,104) |
| | | | | | | | | | 1,066,104 | | |
Total
Investments — 117.0% (Cost $7,907,661) |
| | | | | | | | | | 7,240,758 | | |
Other
Assets and Liabilities, Net — (17.0)% |
| | | | | | | | | | (1,055,323) | | |
Net Assets — 100.0% |
| | | | | | | | | $ | 6,185,435 | | |
|
Total Return Swap contracts outstanding
at October 31, 2022: |
| |||||||||||||||||||||||||||
Total Return Benchmark |
| |
Counterparty
|
| |
Floating Rate(e) |
| |
Expiration Date |
| |
Payment Frequency |
| |
Notional Amount Long/ (Short) |
| |
Value/ Unrealized Appreciation/ (Depreciation)(f) |
| |||||||||
Invesco Senior Loan ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 12/06/2023 | | | |
Monthly |
| | | $ | 13,965 | | | | | $ | — | | |
IQ Ultra Short Duration ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 12/06/2023 | | | |
Monthly |
| | | | 47 | | | | | | — | | |
iShares Convertible Bond ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 12/06/2023 | | | |
Monthly |
| | | | 12,279 | | | | | | — | | |
iShares iBoxx High
Yield Corporate Bond ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF - 3.28% |
| | | | 12/06/2023 | | | |
Monthly |
| | | | (110,732) | | | | | | — | | |
iShares Preferred &
Income Securities ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 12/06/2023 | | | |
Monthly |
| | | | 9,000 | | | | | | — | | |
iShares Russell 2000 Growth ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 12/06/2023 | | | |
Monthly |
| | | | 3,846 | | | | | | — | | |
iShares Trust iShares
1-5 Year Investment Grade Corporate Bond ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 12/06/2023 | | | |
Monthly |
| | | | 27,375 | | | | | | — | | |
SPDR Blackstone Senior Loan ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 12/06/2023 | | | |
Monthly |
| | | | 30,385 | | | | | | — | | |
SPDR Bloomberg
Convertible Securities ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 12/06/2023 | | | |
Monthly |
| | | | 28,444 | | | | | | — | | |
SPDR Bloomberg High
Yield Bond ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF - 3.08% |
| | | | 12/06/2023 | | | |
Monthly |
| | | | (47,186) | | | | | | — | | |
Total Return Swap contracts outstanding
at October 31, 2022: (continued) |
| |||||||||||||||||||||||||||
Total Return Benchmark |
| |
Counterparty
|
| |
Floating Rate(e) |
| |
Expiration Date |
| |
Payment Frequency |
| |
Notional Amount Long/ (Short) |
| |
Value/ Unrealized Appreciation/ (Depreciation)(f) |
| |||||||||
SPDR S&P 600 Small
Cap Growth ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 12/06/2023 | | | |
Monthly |
| | | $ | 898 | | | | | $ | — | | |
Vanguard Short-Term
Corporate Bond ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 12/06/2023 | | | |
Monthly |
| | | | 53,865 | | | | | | — | | |
Vanguard Small-Cap Growth ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 12/06/2023 | | | |
Monthly |
| | | | 5,013 | | | | | | — | | |
Xtrackers USD High
Yield Corporate Bond ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF - 1.18% |
| | | | 12/06/2023 | | | |
Monthly |
| | | | (30,499) | | | | | | — | | |
| | | | | | | | | | | | | | | | | | | | | | | | | $ | — | | |
|
Description |
| |
Level 1
|
| |
Level 2
|
| |
Level 3
|
| |
Total |
| ||||||||||||
Asset Valuation Inputs | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments in Securities:(g) | | | | | | | | | | | | | | | | | | | | | | | | | |
Investment Companies |
| | | $ | 6,174,654 | | | | | $ | — | | | | | $ | — | | | | | $ | 6,174,654 | | |
Short-Term Investments: | | | | | | | | | | | | | | | | | | | | | | | | | |
Money Market Funds |
| | | | 1,066,104 | | | | | | — | | | | | | — | | | | | | 1,066,104 | | |
Total Investments in Securities |
| | | | 7,240,758 | | | | | | — | | | | | | — | | | | | | 7,240,758 | | |
Other Financial Instruments:(h) | | | | | | | | | | | | | | | | | | | | | | | | | |
Swap Contracts |
| | | | — | | | | | | — | | | | | | — | | | | | | — | | |
Total Investments in Securities and Other
Financial Instruments |
| | | $ | 7,240,758 | | | | | $ | — | | | | | $ | — | | | | | $ | 7,240,758 | | |
Liability Valuation Inputs | | | | | | | | | | | | | | | | | | | | | | | | | |
Other Financial Instruments:(h) | | | | | | | | | | | | | | | | | | | | | | | | | |
Swap Contracts |
| | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | — | | |
| | |
Shares at 04/30/2022 |
| |
Value ($) at 04/30/2022 |
| |
Purchases Cost ($) |
| |
Sales Proceeds ($) |
| |
Net Realized Gain/(Loss) ($) |
| |
Net Change in Unrealized Appreciation/ (Depreciation) ($) |
| |
Income Distributions ($) |
| |
Capital Gain Distributions ($) |
| |
Shares at 10/31/2022 |
| |
Value ($) at 10/31/2022 |
| ||||||||||||||||||||||||||||||
IQ Ultra Short Duration ETF |
| | | | 104 | | | | | | 4,990 | | | | | | 1,324 | | | | | | (4,930) | | | | | | (119) | | | | | | 57 | | | | | | 36 | | | | | | — | | | | | | 28 | | | | | | 1,322 | | |
| | |
Principal Amount |
| |
Value |
| ||||||
U.S. Treasury Inflation Indexed Bonds — 59.7% | | ||||||||||||
U.S.
Treasury Inflation Indexed Bond 0.125%, due 1/15/23(a) |
| | | $ | 130,200 | | | | | $ | 166,711 | | |
0.125%, due 7/15/24(a)
|
| | | | 189,700 | | | | | | 230,697 | | |
0.125%, due 10/15/24(a)
|
| | | | 182,000 | | | | | | 203,928 | | |
0.125%, due 4/15/25 |
| | | | 151,200 | | | | | | 166,258 | | |
0.125%, due 10/15/25 |
| | | | 183,000 | | | | | | 199,753 | | |
0.125%, due 4/15/26 |
| | | | 144,300 | | | | | | 153,732 | | |
0.125%, due 7/15/26 |
| | | | 162,000 | | | | | | 189,190 | | |
0.125%, due 10/15/26(a)
|
| | | | 206,700 | | | | | | 210,824 | | |
0.125%, due 4/15/27(a)
|
| | | | 220,900 | | | | | | 216,084 | | |
0.125%, due 1/15/30 |
| | | | 70,000 | | | | | | 72,114 | | |
0.125%, due 7/15/30 |
| | | | 77,200 | | | | | | 79,571 | | |
0.125%, due 1/15/31 |
| | | | 81,500 | | | | | | 82,105 | | |
0.125%, due 7/15/31 |
| | | | 85,000 | | | | | | 82,768 | | |
0.125%, due 1/15/32 |
| | | | 101,600 | | | | | | 94,784 | | |
0.125%, due 2/15/51 |
| | | | 30,300 | | | | | | 22,033 | | |
0.125%, due 2/15/52 |
| | | | 37,600 | | | | | | 25,627 | | |
0.250%, due 1/15/25(a)
|
| | | | 174,100 | | | | | | 210,331 | | |
0.250%, due 7/15/29 |
| | | | 62,100 | | | | | | 65,592 | | |
0.250%, due 2/15/50 |
| | | | 29,800 | | | | | | 22,811 | | |
0.375%, due 7/15/23 |
| | | | 130,200 | | | | | | 164,357 | | |
0.375%, due 7/15/25 |
| | | | 191,700 | | | | | | 231,361 | | |
0.375%, due 1/15/27 |
| | | | 159,300 | | | | | | 184,580 | | |
0.375%, due 7/15/27 |
| | | | 169,900 | | | | | | 194,212 | | |
0.500%, due 4/15/24 |
| | | | 125,400 | | | | | | 144,177 | | |
0.500%, due 1/15/28 |
| | | | 68,000 | | | | | | 76,809 | | |
0.625%, due 4/15/23 |
| | | | 125,600 | | | | | | 148,824 | | |
0.625%, due 1/15/24 |
| | | | 206,900 | | | | | | 258,314 | | |
0.625%, due 1/15/26 |
| | | | 161,700 | | | | | | 194,353 | | |
0.625%, due 7/15/32 |
| | | | 71,700 | | | | | | 66,930 | | |
0.625%, due 2/15/43 |
| | | | 27,000 | | | | | | 27,412 | | |
0.750%, due 7/15/28 |
| | | | 56,600 | | | | | | 63,546 | | |
0.750%, due 2/15/42 |
| | | | 33,900 | | | | | | 36,480 | | |
0.750%, due 2/15/45 |
| | | | 41,700 | | | | | | 41,660 | | |
0.875%, due 1/15/29 |
| | | | 52,300 | | | | | | 58,406 | | |
0.875%, due 2/15/47 |
| | | | 27,100 | | | | | | 26,689 | | |
1.000%, due 2/15/46(a)
|
| | | | 21,900 | | | | | | 22,818 | | |
1.000%, due 2/15/48 |
| | | | 20,300 | | | | | | 20,028 | | |
1.000%, due 2/15/49 |
| | | | 19,200 | | | | | | 18,597 | | |
1.375%, due 2/15/44 |
| | | | 37,600 | | | | | | 43,506 | | |
1.625%, due 10/15/27 |
| | | | 121,900 | | | | | | 122,039 | | |
1.750%, due 1/15/28 |
| | | | 24,200 | | | | | | 34,288 | | |
2.000%, due 1/15/26 |
| | | | 64,600 | | | | | | 96,940 | | |
2.125%, due 2/15/40 |
| | | | 14,000 | | | | | | 20,055 | | |
2.125%, due 2/15/41 |
| | | | 20,500 | | | | | | 28,921 | | |
2.375%, due 1/15/25 |
| | | | 95,100 | | | | | | 151,078 | | |
2.375%, due 1/15/27 |
| | | | 63,400 | | | | | | 95,429 | | |
2.500%, due 1/15/29 |
| | | | 22,700 | | | | | | 32,745 | | |
3.375%, due 4/15/32 |
| | | | 8,700 | | | | | | 16,627 | | |
| | |
Principal Amount |
| |
Value |
| ||||||
U.S. Treasury Inflation Indexed Bonds (continued) | | ||||||||||||
3.625%, due 4/15/28 |
| | | $ | 18,900 | | | | | $ | 37,905 | | |
3.875%, due 4/15/29 |
| | | | 22,300 | | | | | | 45,265 | | |
| | | | | | | | | | | 5,199,264 | | |
Total
U.S. Treasury Inflation Indexed Bonds |
| | | ||||||||||
(Cost $5,880,484) |
| | | | | | | | | | 5,199,264 | | |
| | |
Shares |
| | | | | | | |||
Common Stocks — 30.3% | | ||||||||||||
Communication Services — 1.7% | | ||||||||||||
Activision Blizzard, Inc. |
| | | | 45 | | | | | | 3,276 | | |
Alphabet, Inc., Class A*
|
| | | | 370 | | | | | | 34,969 | | |
Alphabet, Inc., Class C*
|
| | | | 325 | | | | | | 30,765 | | |
AT&T, Inc. |
| | | | 442 | | | | | | 8,058 | | |
Charter Communications,
Inc., Class A* |
| | | | 5 | | | | | | 1,838 | | |
Comcast Corp., Class A |
| | | | 276 | | | | | | 8,760 | | |
Electronic Arts, Inc. |
| | | | 17 | | | | | | 2,141 | | |
Fox Corp., Class A |
| | | | 17 | | | | | | 491 | | |
Fox Corp., Class B |
| | | | 10 | | | | | | 272 | | |
Liberty Broadband Corp.,
Class A*(a)
|
| | | | 2 | | | | | | 171 | | |
Liberty Broadband Corp.,
Class C*
|
| | | | 9 | | | | | | 760 | | |
Liberty Media Corp.-Liberty SiriusXM*
|
| | | | 12 | | | | | | 506 | | |
Liberty Media
Corp.-Liberty SiriusXM, Class A*(a)
|
| | | | 2 | | | | | | 85 | | |
Live Nation Entertainment, Inc.*
|
| | | | 10 | | | | | | 796 | | |
Lumen Technologies, Inc. |
| | | | 61 | | | | | | 449 | | |
Match Group, Inc.*
|
| | | | 18 | | | | | | 778 | | |
Meta Platforms, Inc., Class A*
|
| | | | 141 | | | | | | 13,136 | | |
Netflix, Inc.*
|
| | | | 27 | | | | | | 7,881 | | |
Omnicom Group, Inc. |
| | | | 11 | | | | | | 800 | | |
Paramount Global, Class A |
| | | | 1 | | | | | | 21 | | |
Paramount Global, Class B(a)
|
| | | | 35 | | | | | | 641 | | |
Pinterest, Inc., Class A*
|
| | | | 32 | | | | | | 787 | | |
ROBLOX Corp., Class A*(a)
|
| | | | 19 | | | | | | 850 | | |
Roku, Inc.*
|
| | | | 7 | | | | | | 389 | | |
Sirius XM Holdings, Inc.(a)
|
| | | | 49 | | | | | | 296 | | |
Snap, Inc., Class A*
|
| | | | 73 | | | | | | 723 | | |
Spotify Technology SA*
|
| | | | 7 | | | | | | 564 | | |
Take-Two Interactive Software, Inc.*
|
| | | | 11 | | | | | | 1,303 | | |
T-Mobile US, Inc.*
|
| | | | 38 | | | | | | 5,759 | | |
Verizon Communications, Inc. |
| | | | 242 | | | | | | 9,044 | | |
Walt Disney Co. (The)*
|
| | | | 113 | | | | | | 12,039 | | |
Warner Bros Discovery, Inc.*
|
| | | | 127 | | | | | | 1,651 | | |
Warner Music Group Corp., Class A
|
| | | | 5 | | | | | | 130 | | |
ZoomInfo Technologies, Inc.*
|
| | | | 16 | | | | | | 712 | | |
Total Communication Services |
| | | | | | | | | | 150,841 | | |
|
| | |
Shares |
| |
Value |
| ||||||
Common Stocks (continued) | | ||||||||||||
Consumer Discretionary — 2.5% | | ||||||||||||
Airbnb, Inc., Class A*
|
| | | | 22 | | | | | $ | 2,352 | | |
Amazon.com, Inc.*
|
| | | | 549 | | | | | | 56,240 | | |
Aptiv PLC*
|
| | | | 17 | | | | | | 1,548 | | |
AutoZone, Inc.*
|
| | | | 1 | | | | | | 2,533 | | |
Best Buy Co., Inc. |
| | | | 12 | | | | | | 821 | | |
Booking Holdings, Inc.*
|
| | | | 3 | | | | | | 5,608 | | |
CarMax, Inc.*(a)
|
| | | | 11 | | | | | | 693 | | |
Carnival Corp.*(a)
|
| | | | 48 | | | | | | 435 | | |
Carvana Co.*(a)
|
| | | | 4 | | | | | | 54 | | |
Chewy, Inc., Class A*(a)
|
| | | | 4 | | | | | | 155 | | |
Chipotle Mexican Grill, Inc.*
|
| | | | 2 | | | | | | 2,997 | | |
Darden Restaurants, Inc. |
| | | | 8 | | | | | | 1,145 | | |
Dollar General Corp. |
| | | | 14 | | | | | | 3,571 | | |
Dollar Tree, Inc.*
|
| | | | 11 | | | | | | 1,744 | | |
Domino’s Pizza, Inc. |
| | | | 2 | | | | | | 664 | | |
DoorDash, Inc., Class A*
|
| | | | 17 | | | | | | 740 | | |
DR Horton, Inc. |
| | | | 19 | | | | | | 1,461 | | |
eBay, Inc. |
| | | | 36 | | | | | | 1,434 | | |
Etsy, Inc.*(a)
|
| | | | 9 | | | | | | 845 | | |
Expedia Group, Inc.*
|
| | | | 10 | | | | | | 935 | | |
Ford Motor Co. |
| | | | 230 | | | | | | 3,075 | | |
Garmin Ltd. |
| | | | 11 | | | | | | 968 | | |
General Motors Co. |
| | | | 79 | | | | | | 3,101 | | |
Genuine Parts Co. |
| | | | 9 | | | | | | 1,601 | | |
Hasbro, Inc. |
| | | | 9 | | | | | | 587 | | |
Hilton Worldwide Holdings, Inc. |
| | | | 17 | | | | | | 2,299 | | |
Home Depot, Inc. (The) |
| | | | 64 | | | | | | 18,952 | | |
Las Vegas Sands Corp.*
|
| | | | 22 | | | | | | 836 | | |
Lennar Corp., Class A |
| | | | 15 | | | | | | 1,211 | | |
Lennar Corp., Class B |
| | | | 2 | | | | | | 130 | | |
Lowe’s Cos., Inc. |
| | | | 39 | | | | | | 7,603 | | |
Lucid Group, Inc.*(a)
|
| | | | 35 | | | | | | 500 | | |
Lululemon Athletica, Inc.*
|
| | | | 7 | | | | | | 2,303 | | |
Marriott International, Inc.,
Class A |
| | | | 18 | | | | | | 2,882 | | |
McDonald’s Corp. |
| | | | 46 | | | | | | 12,542 | | |
MGM Resorts International |
| | | | 22 | | | | | | 783 | | |
NIKE, Inc., Class B |
| | | | 78 | | | | | | 7,229 | | |
O’Reilly Automotive, Inc.*
|
| | | | 4 | | | | | | 3,349 | | |
Rivian Automotive, Inc.,
Class A*(a)
|
| | | | 39 | | | | | | 1,364 | | |
Ross Stores, Inc. |
| | | | 19 | | | | | | 1,818 | | |
Starbucks Corp. |
| | | | 70 | | | | | | 6,061 | | |
Target Corp. |
| | | | 29 | | | | | | 4,763 | | |
Tesla, Inc.*
|
| | | | 161 | | | | | | 36,634 | | |
TJX Cos., Inc. (The) |
| | | | 67 | | | | | | 4,831 | | |
Tractor Supply Co. |
| | | | 6 | | | | | | 1,319 | | |
Ulta Beauty, Inc.*
|
| | | | 3 | | | | | | 1,258 | | |
VF Corp. |
| | | | 23 | | | | | | 650 | | |
Wayfair, Inc., Class A*(a)
|
| | | | 2 | | | | | | 76 | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks (continued) | | ||||||||||||
Consumer Discretionary (continued) | | ||||||||||||
Yum! Brands, Inc. |
| | | | 18 | | | | | $ | 2,129 | | |
Total Consumer Discretionary |
| | | | | | | | | | 216,829 | | |
Consumer Staples — 1.6% | | ||||||||||||
Altria Group, Inc. |
| | | | 112 | | | | | | 5,182 | | |
Archer-Daniels-Midland Co. |
| | | | 34 | | | | | | 3,297 | | |
Brown-Forman Corp., Class B
|
| | | | 19 | | | | | | 1,292 | | |
Campbell Soup Co. |
| | | | 10 | | | | | | 529 | | |
Church & Dwight Co., Inc. |
| | | | 15 | | | | | | 1,112 | | |
Clorox Co. (The) |
| | | | 8 | | | | | | 1,168 | | |
Coca-Cola Co. (The) |
| | | | 240 | | | | | | 14,364 | | |
Colgate-Palmolive Co. |
| | | | 53 | | | | | | 3,914 | | |
Conagra Brands, Inc. |
| | | | 30 | | | | | | 1,101 | | |
Constellation Brands, Inc., Class A
|
| | | | 9 | | | | | | 2,224 | | |
Costco Wholesale Corp. |
| | | | 27 | | | | | | 13,541 | | |
Estee Lauder Cos., Inc. (The),
Class A |
| | | | 13 | | | | | | 2,607 | | |
General Mills, Inc. |
| | | | 36 | | | | | | 2,937 | | |
Hershey Co. (The) |
| | | | 9 | | | | | | 2,149 | | |
Hormel Foods Corp. |
| | | | 18 | | | | | | 836 | | |
J M Smucker Co. (The) |
| | | | 5 | | | | | | 753 | | |
Kellogg Co. |
| | | | 17 | | | | | | 1,306 | | |
Keurig Dr Pepper, Inc. |
| | | | 54 | | | | | | 2,097 | | |
Kimberly-Clark Corp. |
| | | | 22 | | | | | | 2,738 | | |
Kraft Heinz Co. (The) |
| | | | 50 | | | | | | 1,924 | | |
Kroger Co. (The) |
| | | | 37 | | | | | | 1,750 | | |
McCormick & Co., Inc.(a)
|
| | | | 15 | | | | | | 1,180 | | |
Mondelez International, Inc.,
Class A |
| | | | 84 | | | | | | 5,164 | | |
Monster Beverage Corp.*
|
| | | | 24 | | | | | | 2,249 | | |
PepsiCo, Inc. |
| | | | 85 | | | | | | 15,434 | | |
Philip Morris International, Inc.
|
| | | | 96 | | | | | | 8,818 | | |
Procter & Gamble Co. (The) |
| | | | 148 | | | | | | 19,931 | | |
Sysco Corp. |
| | | | 31 | | | | | | 2,683 | | |
Tyson Foods, Inc., Class A |
| | | | 18 | | | | | | 1,230 | | |
Walgreens Boots Alliance, Inc. |
| | | | 42 | | | | | | 1,533 | | |
Walmart, Inc. |
| | | | 88 | | | | | | 12,525 | | |
Total Consumer Staples |
| | | | | | | | | | 137,568 | | |
Energy — 2.5% | | ||||||||||||
Baker Hughes Co. |
| | | | 129 | | | | | | 3,568 | | |
Cheniere Energy, Inc. |
| | | | 28 | | | | | | 4,940 | | |
Chevron Corp. |
| | | | 223 | | | | | | 40,341 | | |
ConocoPhillips |
| | | | 160 | | | | | | 20,174 | | |
Continental Resources, Inc. |
| | | | 7 | | | | | | 518 | | |
Coterra Energy, Inc. |
| | | | 96 | | | | | | 2,989 | | |
Devon Energy Corp. |
| | | | 81 | | | | | | 6,265 | | |
Diamondback Energy, Inc. |
| | | | 22 | | | | | | 3,456 | | |
EOG Resources, Inc. |
| | | | 73 | | | | | | 9,966 | | |
EQT Corp. |
| | | | 41 | | | | | | 1,715 | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks (continued) | | ||||||||||||
Energy (continued) | | ||||||||||||
Exxon Mobil Corp. |
| | | | 520 | | | | | $ | 57,621 | | |
Halliburton Co. |
| | | | 103 | | | | | | 3,751 | | |
Hess Corp. |
| | | | 35 | | | | | | 4,938 | | |
Kinder Morgan, Inc. |
| | | | 251 | | | | | | 4,548 | | |
Marathon Oil Corp. |
| | | | 88 | | | | | | 2,680 | | |
Marathon Petroleum Corp. |
| | | | 67 | | | | | | 7,613 | | |
Occidental Petroleum Corp. |
| | | | 89 | | | | | | 6,461 | | |
ONEOK, Inc. |
| | | | 55 | | | | | | 3,263 | | |
Phillips 66 |
| | | | 60 | | | | | | 6,257 | | |
Pioneer Natural Resources Co. |
| | | | 28 | | | | | | 7,179 | | |
Schlumberger NV |
| | | | 175 | | | | | | 9,105 | | |
Valero Energy Corp. |
| | | | 51 | | | | | | 6,403 | | |
Williams Cos., Inc. (The) |
| | | | 150 | | | | | | 4,910 | | |
Total Energy |
| | | | | | | | | | 218,661 | | |
Financials — 5.0% | | ||||||||||||
Aflac, Inc. |
| | | | 74 | | | | | | 4,818 | | |
Allstate Corp. (The) |
| | | | 34 | | | | | | 4,292 | | |
American Express Co. |
| | | | 68 | | | | | | 10,095 | | |
American International Group, Inc.
|
| | | | 98 | | | | | | 5,586 | | |
Ameriprise Financial, Inc. |
| | | | 14 | | | | | | 4,328 | | |
Aon PLC, Class A |
| | | | 25 | | | | | | 7,037 | | |
Apollo Global Management, Inc. |
| | | | 41 | | | | | | 2,270 | | |
Arch Capital Group Ltd.*
|
| | | | 45 | | | | | | 2,588 | | |
Ares Management Corp., Class A
|
| | | | 19 | | | | | | 1,441 | | |
Arthur J Gallagher & Co. |
| | | | 26 | | | | | | 4,864 | | |
Bank of America Corp. |
| | | | 869 | | | | | | 31,319 | | |
Bank of New York Mellon Corp. (The)
|
| | | | 91 | | | | | | 3,832 | | |
Berkshire Hathaway, Inc.,
Class B*
|
| | | | 155 | | | | | | 45,739 | | |
BlackRock, Inc. |
| | | | 17 | | | | | | 10,980 | | |
Blackstone, Inc. |
| | | | 87 | | | | | | 7,929 | | |
Brown & Brown, Inc. |
| | | | 30 | | | | | | 1,764 | | |
Capital One Financial Corp. |
| | | | 46 | | | | | | 4,877 | | |
Charles Schwab Corp. (The) |
| | | | 188 | | | | | | 14,978 | | |
Chubb Ltd. |
| | | | 49 | | | | | | 10,530 | | |
Cincinnati Financial Corp. |
| | | | 20 | | | | | | 2,066 | | |
Citigroup, Inc. |
| | | | 232 | | | | | | 10,640 | | |
Citizens Financial Group, Inc. |
| | | | 64 | | | | | | 2,618 | | |
CME Group, Inc. |
| | | | 44 | | | | | | 7,625 | | |
Coinbase Global, Inc., Class A*(a)
|
| | | | 15 | | | | | | 994 | | |
Discover Financial Services |
| | | | 33 | | | | | | 3,447 | | |
Fifth Third Bancorp |
| | | | 83 | | | | | | 2,962 | | |
First Republic Bank |
| | | | 21 | | | | | | 2,522 | | |
Franklin Resources, Inc. |
| | | | 37 | | | | | | 868 | | |
Goldman Sachs Group, Inc. (The) |
| | | | 42 | | | | | | 14,469 | | |
Hartford Financial
Services Group, Inc. (The) |
| | | | 42 | | | | | | 3,041 | | |
Huntington Bancshares, Inc. |
| | | | 167 | | | | | | 2,535 | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks (continued) | | ||||||||||||
Financials (continued) | | ||||||||||||
Interactive Brokers
Group, Inc., Class A |
| | | | 11 | | | | | $ | 882 | | |
Intercontinental Exchange, Inc. |
| | | | 69 | | | | | | 6,594 | | |
JPMorgan Chase & Co. |
| | | | 360 | | | | | | 45,317 | | |
KeyCorp |
| | | | 105 | | | | | | 1,876 | | |
KKR & Co., Inc. |
| | | | 89 | | | | | | 4,328 | | |
Loews Corp. |
| | | | 25 | | | | | | 1,426 | | |
LPL Financial Holdings, Inc. |
| | | | 10 | | | | | | 2,557 | | |
M&T Bank Corp. |
| | | | 22 | | | | | | 3,704 | | |
Markel Corp.*
|
| | | | 2 | | | | | | 2,412 | | |
Marsh & McLennan Cos., Inc. |
| | | | 62 | | | | | | 10,012 | | |
MetLife, Inc. |
| | | | 77 | | | | | | 5,637 | | |
Moody’s Corp. |
| | | | 10 | | | | | | 2,649 | | |
Morgan Stanley |
| | | | 168 | | | | | | 13,805 | | |
MSCI, Inc. |
| | | | 5 | | | | | | 2,344 | | |
Nasdaq, Inc. |
| | | | 39 | | | | | | 2,427 | | |
Northern Trust Corp. |
| | | | 25 | | | | | | 2,109 | | |
PNC
Financial Services Group, Inc. (The) |
| | | | 51 | | | | | | 8,253 | | |
Principal Financial Group, Inc. |
| | | | 31 | | | | | | 2,732 | | |
Progressive Corp. (The) |
| | | | 73 | | | | | | 9,373 | | |
Prudential Financial, Inc. |
| | | | 46 | | | | | | 4,839 | | |
Raymond James Financial, Inc. |
| | | | 23 | | | | | | 2,717 | | |
Regions Financial Corp. |
| | | | 111 | | | | | | 2,436 | | |
Rocket Cos., Inc., Class A(a)
|
| | | | 19 | | | | | | 131 | | |
S&P Global, Inc. |
| | | | 21 | | | | | | 6,746 | | |
State Street Corp. |
| | | | 44 | | | | | | 3,256 | | |
SVB Financial Group*
|
| | | | 7 | | | | | | 1,617 | | |
Synchrony Financial |
| | | | 59 | | | | | | 2,098 | | |
T Rowe Price Group, Inc.(a)
|
| | | | 29 | | | | | | 3,079 | | |
Tradeweb Markets, Inc., Class A
|
| | | | 11 | | | | | | 606 | | |
Travelers Cos., Inc. (The) |
| | | | 29 | | | | | | 5,349 | | |
Truist Financial Corp. |
| | | | 165 | | | | | | 7,390 | | |
US Bancorp |
| | | | 164 | | | | | | 6,962 | | |
W R Berkley Corp. |
| | | | 24 | | | | | | 1,785 | | |
Wells Fargo & Co. |
| | | | 469 | | | | | | 21,569 | | |
Willis Towers Watson PLC |
| | | | 14 | | | | | | 3,055 | | |
Total Financials |
| | | | | | | | | | 435,126 | | |
Health Care — 3.6% | | ||||||||||||
Abbott Laboratories |
| | | | 108 | | | | | | 10,686 | | |
AbbVie, Inc. |
| | | | 109 | | | | | | 15,958 | | |
Agilent Technologies, Inc. |
| | | | 19 | | | | | | 2,629 | | |
Align Technology, Inc.*
|
| | | | 4 | | | | | | 777 | | |
Alnylam Pharmaceuticals, Inc.*
|
| | | | 7 | | | | | | 1,451 | | |
AmerisourceBergen Corp. |
| | | | 10 | | | | | | 1,572 | | |
Amgen, Inc. |
| | | | 33 | | | | | | 8,922 | | |
Avantor, Inc.*
|
| | | | 30 | | | | | | 605 | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks (continued) | | ||||||||||||
Health Care (continued) | | ||||||||||||
Baxter International, Inc. |
| | | | 32 | | | | | $ | 1,739 | | |
Becton Dickinson and Co. |
| | | | 17 | | | | | | 4,011 | | |
Biogen, Inc.*
|
| | | | 9 | | | | | | 2,551 | | |
BioMarin Pharmaceutical, Inc.*
|
| | | | 11 | | | | | | 953 | | |
Bio-Rad Laboratories, Inc.,
Class A*
|
| | | | 1 | | | | | | 352 | | |
Boston Scientific Corp.*
|
| | | | 88 | | | | | | 3,794 | | |
Bristol-Myers Squibb Co. |
| | | | 132 | | | | | | 10,226 | | |
Cardinal Health, Inc. |
| | | | 17 | | | | | | 1,290 | | |
Catalent, Inc.*
|
| | | | 10 | | | | | | 657 | | |
Centene Corp.*
|
| | | | 35 | | | | | | 2,980 | | |
Cigna Corp. |
| | | | 20 | | | | | | 6,461 | | |
Cooper Cos., Inc. (The) |
| | | | 3 | | | | | | 820 | | |
CVS Health Corp. |
| | | | 81 | | | | | | 7,671 | | |
Danaher Corp. |
| | | | 41 | | | | | | 10,318 | | |
Dexcom, Inc.*
|
| | | | 24 | | | | | | 2,899 | | |
Edwards Lifesciences Corp.*
|
| | | | 38 | | | | | | 2,752 | | |
Elevance Health, Inc. |
| | | | 15 | | | | | | 8,202 | | |
Eli Lilly & Co. |
| | | | 52 | | | | | | 18,829 | | |
Gilead Sciences, Inc. |
| | | | 77 | | | | | | 6,041 | | |
HCA Healthcare, Inc. |
| | | | 14 | | | | | | 3,045 | | |
Hologic, Inc.*
|
| | | | 17 | | | | | | 1,153 | | |
Horizon Therapeutics PLC*
|
| | | | 15 | | | | | | 935 | | |
Humana, Inc. |
| | | | 8 | | | | | | 4,465 | | |
ICON PLC*
|
| | | | 5 | | | | | | 989 | | |
IDEXX Laboratories, Inc.*
|
| | | | 5 | | | | | | 1,798 | | |
Illumina, Inc.*
|
| | | | 10 | | | | | | 2,288 | | |
Incyte Corp.*
|
| | | | 9 | | | | | | 669 | | |
Insulet Corp.*
|
| | | | 4 | | | | | | 1,035 | | |
Intuitive Surgical, Inc.*
|
| | | | 22 | | | | | | 5,422 | | |
IQVIA Holdings, Inc.*
|
| | | | 11 | | | | | | 2,306 | | |
Johnson & Johnson |
| | | | 163 | | | | | | 28,357 | | |
Laboratory Corp. of America Holdings
|
| | | | 6 | | | | | | 1,331 | | |
McKesson Corp. |
| | | | 9 | | | | | | 3,504 | | |
Medtronic PLC |
| | | | 82 | | | | | | 7,162 | | |
Merck & Co., Inc. |
| | | | 156 | | | | | | 15,787 | | |
Mettler-Toledo International, Inc.*
|
| | | | 1 | | | | | | 1,265 | | |
Moderna, Inc.*
|
| | | | 21 | | | | | | 3,157 | | |
Molina Healthcare, Inc.*
|
| | | | 3 | | | | | | 1,077 | | |
PerkinElmer, Inc. |
| | | | 9 | | | | | | 1,202 | | |
Pfizer, Inc. |
| | | | 347 | | | | | | 16,153 | | |
Quest Diagnostics, Inc. |
| | | | 7 | | | | | | 1,006 | | |
Regeneron Pharmaceuticals, Inc.*
|
| | | | 6 | | | | | | 4,493 | | |
ResMed, Inc. |
| | | | 9 | | | | | | 2,013 | | |
Royalty Pharma PLC, Class A
|
| | | | 19 | | | | | | 804 | | |
Seagen, Inc.*
|
| | | | 8 | | | | | | 1,017 | | |
STERIS PLC |
| | | | 6 | | | | | | 1,035 | | |
Stryker Corp. |
| | | | 20 | | | | | | 4,585 | | |
Teleflex, Inc. |
| | | | 3 | | | | | | 644 | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks (continued) | | ||||||||||||
Health Care (continued) | | ||||||||||||
Thermo Fisher Scientific, Inc. |
| | | | 24 | | | | | $ | 12,335 | | |
UnitedHealth Group, Inc. |
| | | | 58 | | | | | | 32,199 | | |
Veeva Systems, Inc., Class A*
|
| | | | 9 | | | | | | 1,511 | | |
Vertex Pharmaceuticals, Inc.*
|
| | | | 16 | | | | | | 4,992 | | |
Waters Corp.*
|
| | | | 3 | | | | | | 898 | | |
West Pharmaceutical Services, Inc.
|
| | | | 4 | | | | | | 920 | | |
Zimmer Biomet Holdings, Inc. |
| | | | 13 | | | | | | 1,474 | | |
Zimvie, Inc.*
|
| | | | 3 | | | | | | 26 | | |
Zoetis, Inc. |
| | | | 27 | | | | | | 4,071 | | |
Total Health Care |
| | | | | | | | | | 312,269 | | |
Industrials — 3.6% | | ||||||||||||
3M Co. |
| | | | 71 | | | | | | 8,931 | | |
AMETEK, Inc. |
| | | | 28 | | | | | | 3,631 | | |
Boeing Co. (The)*
|
| | | | 73 | | | | | | 10,403 | | |
Carrier Global Corp. |
| | | | 105 | | | | | | 4,175 | | |
Caterpillar, Inc. |
| | | | 66 | | | | | | 14,286 | | |
Cintas Corp. |
| | | | 10 | | | | | | 4,276 | | |
Copart, Inc.*
|
| | | | 14 | | | | | | 1,610 | | |
CoStar Group, Inc.*
|
| | | | 24 | | | | | | 1,985 | | |
CSX Corp. |
| | | | 263 | | | | | | 7,643 | | |
Cummins, Inc. |
| | | | 17 | | | | | | 4,157 | | |
Deere & Co. |
| | | | 35 | | | | | | 13,854 | | |
Delta Air Lines, Inc.*
|
| | | | 17 | | | | | | 577 | | |
Dover Corp. |
| | | | 18 | | | | | | 2,352 | | |
Eaton Corp. PLC |
| | | | 49 | | | | | | 7,353 | | |
Emerson Electric Co. |
| | | | 74 | | | | | | 6,408 | | |
Equifax, Inc. |
| | | | 7 | | | | | | 1,187 | | |
Expeditors
International of Washington, Inc. |
| | | | 20 | | | | | | 1,957 | | |
Fastenal Co. |
| | | | 70 | | | | | | 3,383 | | |
FedEx Corp. |
| | | | 30 | | | | | | 4,808 | | |
Ferguson PLC |
| | | | 26 | | | | | | 2,841 | | |
Fortive Corp. |
| | | | 46 | | | | | | 2,939 | | |
Generac Holdings, Inc.*
|
| | | | 8 | | | | | | 927 | | |
General Dynamics Corp. |
| | | | 30 | | | | | | 7,494 | | |
General Electric Co. |
| | | | 134 | | | | | | 10,427 | | |
Grab Holdings Ltd., Class A*
|
| | | | 155 | | | | | | 403 | | |
HEICO Corp. |
| | | | 5 | | | | | | 813 | | |
HEICO Corp., Class A |
| | | | 10 | | | | | | 1,273 | | |
Honeywell International, Inc. |
| | | | 84 | | | | | | 17,138 | | |
IDEX Corp. |
| | | | 9 | | | | | | 2,001 | | |
Illinois Tool Works, Inc. |
| | | | 34 | | | | | | 7,260 | | |
Ingersoll Rand, Inc. |
| | | | 46 | | | | | | 2,323 | | |
Jacobs Solutions, Inc. |
| | | | 16 | | | | | | 1,844 | | |
JB Hunt Transport Services, Inc.
|
| | | | 10 | | | | | | 1,711 | | |
Johnson Controls International PLC
|
| | | | 86 | | | | | | 4,974 | | |
L3Harris Technologies, Inc. |
| | | | 24 | | | | | | 5,915 | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks (continued) | | ||||||||||||
Industrials (continued) | | ||||||||||||
Leidos Holdings, Inc. |
| | | | 8 | | | | | $ | 813 | | |
Lockheed Martin Corp. |
| | | | 33 | | | | | | 16,060 | | |
Masco Corp. |
| | | | 16 | | | | | | 740 | | |
Norfolk Southern Corp. |
| | | | 29 | | | | | | 6,614 | | |
Northrop Grumman Corp. |
| | | | 17 | | | | | | 9,333 | | |
Old Dominion Freight Line, Inc. |
| | | | 12 | | | | | | 3,295 | | |
Otis Worldwide Corp. |
| | | | 52 | | | | | | 3,673 | | |
PACCAR, Inc. |
| | | | 39 | | | | | | 3,776 | | |
Parker-Hannifin Corp. |
| | | | 16 | | | | | | 4,650 | | |
Quanta Services, Inc. |
| | | | 17 | | | | | | 2,415 | | |
Raytheon Technologies Corp. |
| | | | 183 | | | | | | 17,352 | | |
Republic Services, Inc. |
| | | | 25 | | | | | | 3,316 | | |
Rockwell Automation, Inc. |
| | | | 14 | | | | | | 3,574 | | |
Rollins, Inc. |
| | | | 28 | | | | | | 1,178 | | |
Southwest Airlines Co.*
|
| | | | 15 | | | | | | 545 | | |
Stanley Black & Decker, Inc.
|
| | | | 18 | | | | | | 1,413 | | |
Trane Technologies PLC |
| | | | 29 | | | | | | 4,629 | | |
TransDigm Group, Inc. |
| | | | 6 | | | | | | 3,455 | | |
TransUnion |
| | | | 10 | | | | | | 593 | | |
Uber Technologies, Inc.*
|
| | | | 115 | | | | | | 3,056 | | |
Union Pacific Corp. |
| | | | 77 | | | | | | 15,180 | | |
United Airlines Holdings, Inc.*
|
| | | | 13 | | | | | | 560 | | |
United Parcel Service, Inc., Class B
|
| | | | 91 | | | | | | 15,267 | | |
United Rentals, Inc.*
|
| | | | 9 | | | | | | 2,841 | | |
Verisk Analytics, Inc. |
| | | | 10 | | | | | | 1,828 | | |
Waste Management, Inc. |
| | | | 51 | | | | | | 8,077 | | |
Westinghouse Air Brake
Technologies Corp. |
| | | | 20 | | | | | | 1,866 | | |
WW Grainger, Inc. |
| | | | 6 | | | | | | 3,506 | | |
Xylem, Inc. |
| | | | 21 | | | | | | 2,151 | | |
Total Industrials |
| | | | | | | | | | 315,015 | | |
Information Technology — 6.4% | | ||||||||||||
Accenture PLC, Class A |
| | | | 41 | | | | | | 11,640 | | |
Adobe, Inc.*
|
| | | | 29 | | | | | | 9,236 | | |
Advanced Micro Devices, Inc.*
|
| | | | 101 | | | | | | 6,066 | | |
Akamai Technologies, Inc.*
|
| | | | 11 | | | | | | 972 | | |
Amphenol Corp., Class A |
| | | | 73 | | | | | | 5,536 | | |
Analog Devices, Inc. |
| | | | 32 | | | | | | 4,564 | | |
ANSYS, Inc.*
|
| | | | 5 | | | | | | 1,106 | | |
Apple, Inc. |
| | | | 946 | | | | | | 145,060 | | |
Applied Materials, Inc. |
| | | | 54 | | | | | | 4,768 | | |
AppLovin Corp., Class A*
|
| | | | 12 | | | | | | 204 | | |
Arista Networks, Inc.*
|
| | | | 14 | | | | | | 1,692 | | |
Atlassian Corp., Class A*
|
| | | | 9 | | | | | | 1,825 | | |
Autodesk, Inc.*
|
| | | | 13 | | | | | | 2,786 | | |
Automatic Data Processing, Inc. |
| | | | 25 | | | | | | 6,042 | | |
Block, Inc.*
|
| | | | 33 | | | | | | 1,982 | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks (continued) | | ||||||||||||
Information Technology (continued) | | ||||||||||||
Broadcom, Inc. |
| | | | 24 | | | | | $ | 11,283 | | |
Broadridge Financial Solutions, Inc.(a)
|
| | | | 7 | | | | | | 1,050 | | |
Cadence Design Systems, Inc.*
|
| | | | 17 | | | | | | 2,574 | | |
CDW Corp. |
| | | | 8 | | | | | | 1,382 | | |
Cisco Systems, Inc. |
| | | | 235 | | | | | | 10,676 | | |
Cloudflare, Inc., Class A*
|
| | | | 15 | | | | | | 845 | | |
Cognizant Technology
Solutions Corp., Class A |
| | | | 34 | | | | | | 2,116 | | |
Corning, Inc. |
| | | | 42 | | | | | | 1,351 | | |
Crowdstrike Holdings, Inc.,
Class A*
|
| | | | 13 | | | | | | 2,096 | | |
Datadog, Inc., Class A*
|
| | | | 17 | | | | | | 1,369 | | |
Dell Technologies, Inc., Class C
|
| | | | 16 | | | | | | 614 | | |
DocuSign, Inc.*
|
| | | | 10 | | | | | | 483 | | |
Enphase Energy, Inc.*
|
| | | | 16 | | | | | | 4,912 | | |
EPAM Systems, Inc.*
|
| | | | 3 | | | | | | 1,050 | | |
Fidelity
National Information Services, Inc. |
| | | | 37 | | | | | | 3,071 | | |
Fiserv, Inc.*
|
| | | | 36 | | | | | | 3,699 | | |
FleetCor Technologies, Inc.*
|
| | | | 4 | | | | | | 744 | | |
Fortinet, Inc.*
|
| | | | 44 | | | | | | 2,515 | | |
Gartner, Inc.*
|
| | | | 4 | | | | | | 1,208 | | |
Global Payments, Inc. |
| | | | 17 | | | | | | 1,942 | | |
GLOBALFOUNDRIES, Inc.*(a)
|
| | | | 4 | | | | | | 227 | | |
Hewlett Packard Enterprise Co. |
| | | | 81 | | | | | | 1,156 | | |
HP, Inc. |
| | | | 56 | | | | | | 1,547 | | |
HubSpot, Inc.*
|
| | | | 3 | | | | | | 890 | | |
Intel Corp. |
| | | | 257 | | | | | | 7,306 | | |
International Business Machines Corp.
|
| | | | 56 | | | | | | 7,744 | | |
Intuit, Inc. |
| | | | 17 | | | | | | 7,267 | | |
Keysight Technologies, Inc.*
|
| | | | 22 | | | | | | 3,831 | | |
KLA Corp. |
| | | | 9 | | | | | | 2,848 | | |
Lam Research Corp. |
| | | | 8 | | | | | | 3,238 | | |
Marvell Technology, Inc. |
| | | | 53 | | | | | | 2,103 | | |
Mastercard, Inc., Class A |
| | | | 53 | | | | | | 17,394 | | |
Microchip Technology, Inc. |
| | | | 34 | | | | | | 2,099 | | |
Micron Technology, Inc. |
| | | | 69 | | | | | | 3,733 | | |
Microsoft Corp. |
| | | | 462 | | | | | | 107,244 | | |
MongoDB, Inc.*
|
| | | | 3 | | | | | | 549 | | |
Monolithic Power Systems, Inc. |
| | | | 3 | | | | | | 1,018 | | |
Motorola Solutions, Inc. |
| | | | 10 | | | | | | 2,497 | | |
NetApp, Inc. |
| | | | 13 | | | | | | 900 | | |
NVIDIA Corp. |
| | | | 149 | | | | | | 20,111 | | |
Okta, Inc.*
|
| | | | 10 | | | | | | 561 | | |
ON Semiconductor Corp.*
|
| | | | 25 | | | | | | 1,536 | | |
Oracle Corp. |
| | | | 93 | | | | | | 7,260 | | |
Palantir Technologies, Inc.,
Class A*(a)
|
| | | | 102 | | | | | | 897 | | |
Palo Alto Networks, Inc.*
|
| | | | 18 | | | | | | 3,089 | | |
Paychex, Inc. |
| | | | 21 | | | | | | 2,485 | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks (continued) | | ||||||||||||
Information Technology (continued) | | ||||||||||||
Paycom Software, Inc.*
|
| | | | 3 | | | | | $ | 1,038 | | |
PayPal Holdings, Inc.*
|
| | | | 72 | | | | | | 6,018 | | |
Qorvo, Inc.*
|
| | | | 6 | | | | | | 516 | | |
QUALCOMM, Inc. |
| | | | 69 | | | | | | 8,119 | | |
Qualtrics International, Inc.,
Class A*
|
| | | | 2 | | | | | | 24 | | |
RingCentral, Inc., Class A*
|
| | | | 3 | | | | | | 107 | | |
Roper Technologies, Inc. |
| | | | 7 | | | | | | 2,902 | | |
Salesforce, Inc.*
|
| | | | 60 | | | | | | 9,755 | | |
Seagate Technology Holdings PLC |
| | | | 10 | | | | | | 497 | | |
ServiceNow, Inc.*
|
| | | | 12 | | | | | | 5,049 | | |
Skyworks Solutions, Inc. |
| | | | 11 | | | | | | 946 | | |
Snowflake, Inc., Class A*
|
| | | | 17 | | | | | | 2,725 | | |
SolarEdge Technologies, Inc.*
|
| | | | 7 | | | | | | 1,610 | | |
Splunk, Inc.*
|
| | | | 11 | | | | | | 914 | | |
SS&C Technologies Holdings, Inc.
|
| | | | 13 | | | | | | 668 | | |
Synopsys, Inc.*
|
| | | | 9 | | | | | | 2,633 | | |
Teledyne Technologies, Inc.*
|
| | | | 6 | | | | | | 2,388 | | |
Teradyne, Inc. |
| | | | 11 | | | | | | 895 | | |
Texas Instruments, Inc. |
| | | | 56 | | | | | | 8,995 | | |
Trade Desk, Inc. (The), Class A*
|
| | | | 24 | | | | | | 1,278 | | |
Trimble, Inc.*
|
| | | | 32 | | | | | | 1,925 | | |
Twilio, Inc., Class A*
|
| | | | 10 | | | | | | 744 | | |
Tyler Technologies, Inc.*
|
| | | | 3 | | | | | | 970 | | |
Unity Software, Inc.*(a)
|
| | | | 12 | | | | | | 354 | | |
VeriSign, Inc.*
|
| | | | 6 | | | | | | 1,203 | | |
Visa, Inc., Class A(a)
|
| | | | 101 | | | | | | 20,923 | | |
VMware, Inc., Class A |
| | | | 14 | | | | | | 1,575 | | |
Western Digital Corp.*
|
| | | | 17 | | | | | | 584 | | |
Workday, Inc., Class A*
|
| | | | 12 | | | | | | 1,870 | | |
Zebra Technologies Corp.,
Class A*
|
| | | | 3 | | | | | | 850 | | |
Zoom Video
Communications, Inc., Class A*
|
| | | | 10 | | | | | | 834 | | |
Zscaler, Inc.*(a)
|
| | | | 5 | | | | | | 770 | | |
Total Information Technology |
| | | | | | | | | | 557,668 | | |
Materials — 0.9% | | ||||||||||||
Air Products and Chemicals, Inc.
|
| | | | 27 | | | | | | 6,761 | | |
Albemarle Corp. |
| | | | 14 | | | | | | 3,918 | | |
Amcor PLC |
| | | | 179 | | | | | | 2,073 | | |
Ball Corp. |
| | | | 41 | | | | | | 2,025 | | |
Celanese Corp. |
| | | | 12 | | | | | | 1,153 | | |
CF Industries Holdings, Inc. |
| | | | 25 | | | | | | 2,657 | | |
Corteva, Inc. |
| | | | 90 | | | | | | 5,881 | | |
Dow, Inc. |
| | | | 88 | | | | | | 4,113 | | |
DuPont de Nemours, Inc. |
| | | | 59 | | | | | | 3,375 | | |
Ecolab, Inc. |
| | | | 31 | | | | | | 4,869 | | |
FMC Corp. |
| | | | 16 | | | | | | 1,902 | | |
Freeport-McMoRan, Inc. |
| | | | 178 | | | | | | 5,641 | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks (continued) | | ||||||||||||
Materials (continued) | | ||||||||||||
International Flavors & Fragrances,
Inc. |
| | | | 31 | | | | | $ | 3,026 | | |
International Paper Co. |
| | | | 49 | | | | | | 1,647 | | |
LyondellBasell Industries NV,
Class A |
| | | | 32 | | | | | | 2,446 | | |
Martin Marietta Materials, Inc. |
| | | | 8 | | | | | | 2,688 | | |
Mosaic Co. (The) |
| | | | 45 | | | | | | 2,419 | | |
Newmont Corp. |
| | | | 101 | | | | | | 4,274 | | |
Nucor Corp. |
| | | | 34 | | | | | | 4,467 | | |
PPG Industries, Inc. |
| | | | 29 | | | | | | 3,311 | | |
Sherwin-Williams Co. (The) |
| | | | 29 | | | | | | 6,526 | | |
Vulcan Materials Co. |
| | | | 16 | | | | | | 2,619 | | |
Total Materials |
| | | | | | | | | | 77,791 | | |
Real Estate — 1.2% | | ||||||||||||
Alexandria Real Estate Equities, Inc.
|
| | | | 20 | | | | | | 2,906 | | |
American Tower Corp. |
| | | | 57 | | | | | | 11,810 | | |
AvalonBay Communities, Inc. |
| | | | 17 | | | | | | 2,977 | | |
Boston Properties, Inc. |
| | | | 17 | | | | | | 1,236 | | |
CBRE Group, Inc., Class A*
|
| | | | 39 | | | | | | 2,767 | | |
Crown Castle, Inc. |
| | | | 53 | | | | | | 7,063 | | |
Digital Realty Trust, Inc. |
| | | | 35 | | | | | | 3,509 | | |
Equinix, Inc. |
| | | | 11 | | | | | | 6,231 | | |
Equity Residential |
| | | | 45 | | | | | | 2,836 | | |
Essex Property Trust, Inc. |
| | | | 8 | | | | | | 1,778 | | |
Extra Space Storage, Inc. |
| | | | 16 | | | | | | 2,839 | | |
Healthpeak Properties, Inc. |
| | | | 64 | | | | | | 1,519 | | |
Invitation Homes, Inc. |
| | | | 78 | | | | | | 2,472 | | |
Mid-America Apartment
Communities, Inc. |
| | | | 14 | | | | | | 2,204 | | |
Prologis, Inc. |
| | | | 115 | | | | | | 12,736 | | |
Public Storage |
| | | | 18 | | | | | | 5,575 | | |
Realty Income Corp. |
| | | | 76 | | | | | | 4,732 | | |
SBA Communications Corp. |
| | | | 13 | | | | | | 3,509 | | |
Simon Property Group, Inc. |
| | | | 39 | | | | | | 4,250 | | |
Sun Communities, Inc. |
| | | | 14 | | | | | | 1,888 | | |
UDR, Inc. |
| | | | 38 | | | | | | 1,511 | | |
Ventas, Inc. |
| | | | 51 | | | | | | 1,996 | | |
VICI Properties, Inc. |
| | | | 119 | | | | | | 3,810 | | |
Welltower, Inc. |
| | | | 56 | | | | | | 3,418 | | |
Weyerhaeuser Co. |
| | | | 95 | | | | | | 2,938 | | |
WP Carey, Inc. |
| | | | 24 | | | | | | 1,831 | | |
Total Real Estate |
| | | | | | | | | | 100,341 | | |
Utilities — 1.3% | | ||||||||||||
AES Corp. (The) |
| | | | 82 | | | | | | 2,145 | | |
Alliant Energy Corp. |
| | | | 33 | | | | | | 1,722 | | |
Ameren Corp. |
| | | | 31 | | | | | | 2,527 | | |
American Electric Power Co., Inc.
|
| | | | 63 | | | | | | 5,539 | | |
American Water Works Co., Inc. |
| | | | 22 | | | | | | 3,197 | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks (continued) | | ||||||||||||
Utilities (continued) | | ||||||||||||
Atmos Energy Corp. |
| | | | 18 | | | | | $ | 1,918 | | |
Avangrid, Inc.(a)
|
| | | | 10 | | | | | | 407 | | |
CenterPoint Energy, Inc. |
| | | | 78 | | | | | | 2,232 | | |
CMS Energy Corp. |
| | | | 32 | | | | | | 1,826 | | |
Consolidated Edison, Inc. |
| | | | 44 | | | | | | 3,870 | | |
Constellation Energy Corp. |
| | | | 41 | | | | | | 3,876 | | |
Dominion Energy, Inc. |
| | | | 101 | | | | | | 7,067 | | |
DTE Energy Co. |
| | | | 22 | | | | | | 2,466 | | |
Duke Energy Corp. |
| | | | 95 | | | | | | 8,852 | | |
Edison International |
| | | | 47 | | | | | | 2,822 | | |
Entergy Corp. |
| | | | 26 | | | | | | 2,786 | | |
Evergy, Inc. |
| | | | 26 | | | | | | 1,589 | | |
Eversource Energy |
| | | | 42 | | | | | | 3,204 | | |
Exelon Corp. |
| | | | 122 | | | | | | 4,708 | | |
FirstEnergy Corp. |
| | | | 66 | | | | | | 2,489 | | |
NextEra Energy, Inc. |
| | | | 243 | | | | | | 18,832 | | |
PG&E Corp.*(a)
|
| | | | 199 | | | | | | 2,971 | | |
PPL Corp. |
| | | | 90 | | | | | | 2,384 | | |
Public Service Enterprise Group, Inc.
|
| | | | 64 | | | | | | 3,588 | | |
Sempra Energy |
| | | | 38 | | | | | | 5,736 | | |
Southern Co. (The) |
| | | | 131 | | | | | | 8,578 | | |
WEC Energy Group, Inc. |
| | | | 38 | | | | | | 3,471 | | |
Xcel Energy, Inc. |
| | | | 68 | | | | | | 4,427 | | |
Total Utilities |
| | | | | | | | | | 115,229 | | |
Total Common Stocks | | | | ||||||||||
(Cost $2,970,489) |
| | | | | | | | | | 2,637,338 | | |
|
| | |
Shares |
| |
Value |
| ||||||
Investment Companies — 9.8% | | ||||||||||||
Commodity Funds — 9.8% | | ||||||||||||
Invesco Optimum Yield
Diversified Commodity Strategy No K-1 ETF |
| | | | 20,122 | | | | | $ | 342,074 | | |
iShares GSCI Commodity Dynamic |
| | | | 13,553 | | | | | | 512,304 | | |
Total Commodity Funds |
| | | | | | | | | | 854,378 | | |
Total Investment Companies | | | | ||||||||||
(Cost $820,423) |
| | | | | | | | | | 854,378 | | |
Short-Term Investments — 0.1% | | ||||||||||||
Money Market Funds — 0.1% | | ||||||||||||
Dreyfus
Government Cash Management Fund, Institutional Shares, 2.91%(b)(c) |
| | | | 2,485 | | | | | | 2,485 | | |
Dreyfus
Institutional Preferred Government Money Market Fund, Institutional
Shares, 3.09%(b)
|
| | | | 9,227 | | | | | | 9,227 | | |
Total Short-Term Investments | | | | ||||||||||
(Cost $11,712) |
| | | | | | | | | | 11,712 | | |
Total Investments — 99.9% | | | | ||||||||||
(Cost $9,683,108) |
| | | | | | | | | | 8,702,692 | | |
Other
Assets and Liabilities, Net — 0.1% |
| | | | | | | | | | 6,699 | | |
Net Assets — 100.0% |
| | | | | | | | | $ | 8,709,391 | | |
|
Description |
| |
Level 1
|
| |
Level 2
|
| |
Level 3
|
| |
Total |
| ||||||||||||
Asset Valuation Inputs | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments in Securities:(d) | | | | | | | | | | | | | | | | | | | | | | | | | |
U.S. Treasury Inflation Indexed Bonds
|
| | | $ | — | | | | | $ | 5,199,264 | | | | | $ | — | | | | | $ | 5,199,264 | | |
Common Stocks |
| | | | 2,637,338 | | | | | | — | | | | | | — | | | | | | 2,637,338 | | |
Investment Companies |
| | | | 854,378 | | | | | | — | | | | | | — | | | | | | 854,378 | | |
Short-Term Investments: | | | | | | | | | | | | | | | | | | | | | | | | | |
Money Market Funds |
| | | | 11,712 | | | | | | — | | | | | | — | | | | | | 11,712 | | |
Total Investments in Securities |
| | | $ | 3,503,428 | | | | | $ | 5,199,264 | | | | | $ | — | | | | | $ | 8,702,692 | | |
| | |
Principal Amount |
| |
Value |
| ||||||
Long-Term Bonds 97.7% | | ||||||||||||
Corporate Bonds — 91.6% | | ||||||||||||
Consumer Discretionary — 13.7% | | ||||||||||||
Albertsons
Cos., Inc. / Safeway, Inc. / New Albertsons LP / Albertsons LLC |
| | | | | | | | | | | | |
3.250%, due 3/15/26 |
| | | $ | 26,000 | | | | | $ | 23,333 | | |
3.500%, due 3/15/29 |
| | | | 42,000 | | | | | | 34,755 | | |
4.625%, due 1/15/27 |
| | | | 98,000 | | | | | | 90,818 | | |
4.875%, due 2/15/30 |
| | | | 35,000 | | | | | | 31,062 | | |
5.875%, due 2/15/28 |
| | | | 38,000 | | | | | | 35,530 | | |
7.500%, due 3/15/26 |
| | | | 17,000 | | | | | | 17,425 | | |
Allison Transmission, Inc. | | | | | | | | | | | | | |
3.750%, due 1/30/31 |
| | | | 52,000 | | | | | | 41,483 | | |
5.875%, due 6/1/29 |
| | | | 25,000 | | | | | | 23,312 | | |
Boyd Gaming Corp. | | | | | | | | | | | | | |
4.750%, due 12/1/27(a)
|
| | | | 43,000 | | | | | | 39,617 | | |
4.750%, due 6/15/31 |
| | | | 45,000 | | | | | | 38,013 | | |
Caesars Entertainment, Inc. | | | | | | | | | | | | | |
6.250%, due 7/1/25 |
| | | | 130,000 | | | | | | 126,845 | | |
Caesars Resort
Collection LLC / CRC Finco, Inc. |
| | | | | | | | | | | | |
5.750%, due 7/1/25 |
| | | | 30,000 | | | | | | 29,303 | | |
CDI Escrow Issuer, Inc. | | | | | | | | | | | | | |
5.750%, due 4/1/30 |
| | | | 68,000 | | | | | | 61,371 | | |
Cedar Fair LP /
Canada’s Wonderland Co. / Magnum Management Corp. / Millennium Op |
| | | | | | | | | | | | |
5.375%, due 4/15/27 |
| | | | 40,000 | | | | | | 37,700 | | |
5.500%, due 5/1/25 |
| | | | 29,000 | | | | | | 28,782 | | |
Churchill Downs, Inc. | | | | | | | | | | | | | |
4.750%, due 1/15/28 |
| | | | 25,000 | | | | | | 22,093 | | |
5.500%, due 4/1/27 |
| | | | 25,000 | | | | | | 23,894 | | |
Fertitta Entertainment
LLC / Fertitta Entertainment Finance Co., Inc. |
| | | | | | | | | | | | |
4.625%, due 1/15/29 |
| | | | 36,000 | | | | | | 31,309 | | |
Ford Motor Co. | | | | | | | | | | | | | |
3.250%, due 2/12/32 |
| | | | 62,000 | | | | | | 46,551 | | |
4.346%, due 12/8/26 |
| | | | 44,000 | | | | | | 40,922 | | |
5.291%, due 12/8/46 |
| | | | 64,000 | | | | | | 47,381 | | |
7.450%, due 7/16/31 |
| | | | 34,000 | | | | | | 34,120 | | |
Ford Motor Credit Co. LLC | | | | | | | | | | | | | |
3.625%, due 6/17/31 |
| | | | 86,000 | | | | | | 66,880 | | |
4.000%, due 11/13/30 |
| | | | 34,000 | | | | | | 27,499 | | |
4.063%, due 11/1/24 |
| | | | 90,000 | | | | | | 86,288 | | |
4.271%, due 1/9/27 |
| | | | 26,000 | | | | | | 23,475 | | |
5.113%, due 5/3/29 |
| | | | 21,000 | | | | | | 18,774 | | |
5.125%, due 6/16/25 |
| | | | 40,000 | | | | | | 38,592 | | |
5.584%, due 3/18/24 |
| | | | 124,000 | | | | | | 122,125 | | |
Goodyear Tire & Rubber Co. (The) | | | | | | | | | | | | | |
5.000%, due 7/15/29 |
| | | | 59,000 | | | | | | 51,162 | | |
Hilton Domestic Operating Co., Inc. | | | | | | | | | | | | | |
3.625%, due 2/15/32 |
| | | | 77,000 | | | | | | 61,311 | | |
3.750%, due 5/1/29 |
| | | | 26,000 | | | | | | 22,150 | | |
4.000%, due 5/1/31 |
| | | | 43,000 | | | | | | 35,946 | | |
4.875%, due 1/15/30 |
| | | | 44,000 | | | | | | 39,435 | | |
| | |
Principal Amount |
| |
Value |
| ||||||
Corporate Bonds (continued) | | ||||||||||||
Consumer Discretionary (continued) | | ||||||||||||
5.375%, due 5/1/25 |
| | | $ | 25,000 | | | | | $ | 24,625 | | |
5.750%, due 5/1/28 |
| | | | 25,000 | | | | | | 24,125 | | |
International Game Technology PLC | | | | | | | | | | | | | |
4.125%, due 4/15/26 |
| | | | 26,000 | | | | | | 24,128 | | |
5.250%, due 1/15/29 |
| | | | 26,000 | | | | | | 24,125 | | |
6.250%, due 1/15/27 |
| | | | 44,000 | | | | | | 43,593 | | |
Las Vegas Sands Corp. | | | | | | | | | | | | | |
3.500%, due 8/18/26 |
| | | | 137,000 | | | | | | 119,660 | | |
3.900%, due 8/8/29 |
| | | | 22,000 | | | | | | 17,782 | | |
Lithia Motors, Inc. | | | | | | | | | | | | | |
4.375%, due 1/15/31 |
| | | | 39,000 | | | | | | 31,665 | | |
Marriott Ownership Resorts, Inc. | | | | | | | | | | | | | |
4.500%, due 6/15/29 |
| | | | 41,000 | | | | | | 34,326 | | |
MGM Resorts International | | | | | | | | | | | | | |
4.750%, due 10/15/28 |
| | | | 50,000 | | | | | | 43,352 | | |
5.500%, due 4/15/27 |
| | | | 22,000 | | | | | | 20,263 | | |
6.750%, due 5/1/25 |
| | | | 55,000 | | | | | | 54,298 | | |
Murphy Oil USA, Inc. | | | | | | | | | | | | | |
4.750%, due 9/15/29 |
| | | | 43,000 | | | | | | 38,700 | | |
Park Intermediate
Holdings LLC / PK Domestic Property LLC / PK Finance Co.-Issuer |
| | | | | | | | | | | | |
4.875%, due 5/15/29 |
| | | | 30,000 | | | | | | 25,581 | | |
5.875%, due 10/1/28 |
| | | | 28,000 | | | | | | 25,410 | | |
Park Intermediate
Holdings LLC / PK Domestic Property LLC / PK Finance Co-Issuer |
| | | | | | | | | | | | |
7.500%, due 6/1/25 |
| | | | 17,000 | | | | | | 17,043 | | |
Penske Automotive Group, Inc. | | | | | | | | | | | | | |
3.500%, due 9/1/25 |
| | | | 29,000 | | | | | | 26,958 | | |
PetSmart, Inc. / PetSmart Finance
Corp. |
| | | | | | | | | | | | |
4.750%, due 2/15/28 |
| | | | 71,000 | | | | | | 64,815 | | |
Scientific Games International, Inc. | | | | | | | | | | | | | |
7.000%, due 5/15/28 |
| | | | 44,000 | | | | | | 42,580 | | |
8.625%, due 7/1/25 |
| | | | 41,000 | | | | | | 42,121 | | |
Tenneco, Inc. | | | | | | | | | | | | | |
5.125%, due 4/15/29 |
| | | | 37,000 | | | | | | 36,576 | | |
Travel + Leisure Co. | | | | | | | | | | | | | |
6.625%, due 7/31/26 |
| | | | 46,000 | | | | | | 44,791 | | |
Yum! Brands, Inc. | | | | | | | | | | | | | |
3.625%, due 3/15/31 |
| | | | 29,000 | | | | | | 23,273 | | |
4.625%, due 1/31/32 |
| | | | 29,000 | | | | | | 24,796 | | |
4.750%, due 1/15/30 |
| | | | 72,000 | | | | | | 64,350 | | |
5.375%, due 4/1/32 |
| | | | 45,000 | | | | | | 40,251 | | |
| | | | | | | | | | | 2,478,443 | | |
Consumer Staples — 5.3% | | ||||||||||||
Central Garden & Pet Co. | | | | | | | | | | | | | |
4.125%, due 10/15/30 |
| | | | 26,000 | | | | | | 21,491 | | |
Coty, Inc./HFC Prestige
Products, Inc./HFC Prestige International US LLC |
| | | | | | | | | | | | |
4.750%, due 1/15/29 |
| | | | 63,000 | | | | | | 54,709 | | |
Darling Ingredients, Inc. | | | | | | | | | | | | | |
6.000%, due 6/15/30 |
| | | | 80,000 | | | | | | 77,000 | | |
| | |
Principal Amount |
| |
Value |
| ||||||
Corporate Bonds (continued) | | ||||||||||||
Consumer Staples (continued) | | ||||||||||||
Edgewell Personal Care Co. | | | | | | | | | | | | | |
4.125%, due 4/1/29 |
| | | $ | 31,000 | | | | | $ | 26,476 | | |
5.500%, due 6/1/28 |
| | | | 22,000 | | | | | | 20,692 | | |
Lamb Weston Holdings, Inc. | | | | | | | | | | | | | |
4.125%, due 1/31/30 |
| | | | 18,000 | | | | | | 15,713 | | |
4.375%, due 1/31/32 |
| | | | 44,000 | | | | | | 37,785 | | |
4.875%, due 5/15/28 |
| | | | 29,000 | | | | | | 26,957 | | |
Mattel, Inc. | | | | | | | | | | | | | |
3.375%, due 4/1/26 |
| | | | 23,000 | | | | | | 20,979 | | |
3.750%, due 4/1/29 |
| | | | 19,000 | | | | | | 16,396 | | |
5.875%, due 12/15/27 |
| | | | 26,000 | | | | | | 25,230 | | |
Newell Brands, Inc. | | | | | | | | | | | | | |
4.450%, due 4/1/26 |
| | | | 64,000 | | | | | | 59,555 | | |
4.875%, due 6/1/25 |
| | | | 78,000 | | | | | | 75,306 | | |
6.625%, due 9/15/29 |
| | | | 17,000 | | | | | | 16,617 | | |
Performance Food Group, Inc. | | | | | | | | | | | | | |
4.250%, due 8/1/29 |
| | | | 41,000 | | | | | | 34,734 | | |
5.500%, due 10/15/27 |
| | | | 36,000 | | | | | | 34,028 | | |
Pilgrim’s Pride Corp. | | | | | | | | | | | | | |
3.500%, due 3/1/32 |
| | | | 43,000 | | | | | | 32,926 | | |
4.250%, due 4/15/31 |
| | | | 50,000 | | | | | | 41,641 | | |
Post Holdings, Inc. | | | | | | | | | | | | | |
4.500%, due 9/15/31 |
| | | | 140,000 | | | | | | 115,808 | | |
5.500%, due 12/15/29 |
| | | | 80,000 | | | | | | 71,994 | | |
Tempur Sealy International, Inc. | | | | | | | | | | | | | |
3.875%, due 10/15/31 |
| | | | 23,000 | | | | | | 17,270 | | |
4.000%, due 4/15/29 |
| | | | 55,000 | | | | | | 44,229 | | |
US Foods, Inc. | | | | | | | | | | | | | |
4.625%, due 6/1/30 |
| | | | 27,000 | | | | | | 23,423 | | |
4.750%, due 2/15/29 |
| | | | 39,000 | | | | | | 34,564 | | |
6.250%, due 4/15/25 |
| | | | 23,000 | | | | | | 22,889 | | |
| | | | | | | | | | | 968,412 | | |
Energy — 14.3% | | ||||||||||||
Antero
Midstream Partners LP / Antero Midstream Finance Corp. |
| | | | | | | | | | | | |
5.750%, due 3/1/27 |
| | | | 44,000 | | | | | | 41,901 | | |
7.875%, due 5/15/26 |
| | | | 71,000 | | | | | | 72,420 | | |
Antero Resources Corp. | | | | | | | | | | | | | |
5.375%, due 3/1/30 |
| | | | 26,000 | | | | | | 24,033 | | |
7.625%, due 2/1/29 |
| | | | 17,000 | | | | | | 17,340 | | |
Apache Corp. | | | | | | | | | | | | | |
4.250%, due 1/15/30 |
| | | | 58,000 | | | | | | 51,603 | | |
5.100%, due 9/1/40 |
| | | | 39,000 | | | | | | 31,579 | | |
Ascent Resources Utica
Holdings LLC / Aru Finance Corp. |
| | | | | | | | | | | | |
7.000%, due 11/1/26 |
| | | | 31,000 | | | | | | 30,535 | | |
Buckeye Partners LP | | | | | | | | | | | | | |
4.125%, due 3/1/25 |
| | | | 42,000 | | | | | | 39,585 | | |
Cheniere Energy Partners LP | | | | | | | | | | | | | |
3.250%, due 1/31/32 |
| | | | 36,000 | | | | | | 28,014 | | |
4.000%, due 3/1/31 |
| | | | 77,000 | | | | | | 64,918 | | |
4.500%, due 10/1/29 |
| | | | 48,000 | | | | | | 42,382 | | |
| | |
Principal Amount |
| |
Value |
| ||||||
Corporate Bonds (continued) | | ||||||||||||
Energy (continued) | | ||||||||||||
Cheniere Energy, Inc. | | | | | | | | | | | | | |
4.625%, due 10/15/28 |
| | | $ | 77,000 | | | | | $ | 71,032 | | |
Chesapeake Energy Corp. | | | | | | | | | | | | | |
5.500%, due 2/1/26 |
| | | | 25,000 | | | | | | 24,231 | | |
CITGO Petroleum Corp. | | | | | | | | | | | | | |
6.375%, due 6/15/26 |
| | | | 17,000 | | | | | | 16,743 | | |
CNX Resources Corp. | | | | | | | | | | | | | |
6.000%, due 1/15/29 |
| | | | 30,000 | | | | | | 28,005 | | |
Colgate Energy Partners III LLC | | | | | | | | | | | | | |
5.875%, due 7/1/29 |
| | | | 22,000 | | | | | | 20,510 | | |
Comstock Resources, Inc. | | | | | | | | | | | | | |
6.750%, due 3/1/29 |
| | | | 76,000 | | | | | | 72,770 | | |
CQP
Holdco LP / BIP-V Chinook Holdco LLC |
| | | | | | | | | | | | |
5.500%, due 6/15/31 |
| | | | 68,000 | | | | | | 60,350 | | |
Crestwood Midstream
Partners LP / Crestwood Midstream Finance Corp. |
| | | | | | | | | | | | |
5.625%, due 5/1/27 |
| | | | 22,000 | | | | | | 20,693 | | |
6.000%, due 2/1/29 |
| | | | 17,000 | | | | | | 15,897 | | |
8.000%, due 4/1/29 |
| | | | 33,000 | | | | | | 33,000 | | |
CrownRock LP /
CrownRock Finance, Inc. |
| | | | | | | | | | | | |
5.625%, due 10/15/25 |
| | | | 32,000 | | | | | | 30,950 | | |
DT Midstream, Inc. | | | | | | | | | | | | | |
4.125%, due 6/15/29 |
| | | | 44,000 | | | | | | 38,038 | | |
4.375%, due 6/15/31 |
| | | | 27,000 | | | | | | 22,747 | | |
Endeavor
Energy Resources LP / EER Finance, Inc. |
| | | | | | | | | | | | |
5.750%, due 1/30/28 |
| | | | 49,000 | | | | | | 47,626 | | |
EnLink Midstream LLC | | | | | | | | | | | | | |
5.375%, due 6/1/29 |
| | | | 54,000 | | | | | | 49,853 | | |
6.500%, due 9/1/30 |
| | | | 36,000 | | | | | | 35,370 | | |
EQM Midstream Partners LP | | | | | | | | | | | | | |
4.500%, due 1/15/29 |
| | | | 99,000 | | | | | | 84,150 | | |
4.750%, due 1/15/31 |
| | | | 38,000 | | | | | | 31,757 | | |
Hess Midstream Operations LP | | | | | | | | | | | | | |
4.250%, due 2/15/30 |
| | | | 43,000 | | | | | | 36,771 | | |
5.125%, due 6/15/28 |
| | | | 31,000 | | | | | | 28,520 | | |
5.625%, due 2/15/26 |
| | | | 17,000 | | | | | | 16,673 | | |
Hilcorp Energy I LP / Hilcorp Finance
Co. |
| | | | | | | | | | | | |
6.000%, due 4/15/30 |
| | | | 83,000 | | | | | | 75,157 | | |
6.000%, due 2/1/31 |
| | | | 18,000 | | | | | | 16,334 | | |
6.250%, due 11/1/28 |
| | | | 17,000 | | | | | | 15,980 | | |
Kinetik Holdings LP | | | | | | | | | | | | | |
5.875%, due 6/15/30 |
| | | | 59,000 | | | | | | 55,352 | | |
Matador Resources Co. | | | | | | | | | | | | | |
5.875%, due 9/15/26 |
| | | | 59,000 | | | | | | 57,968 | | |
Murphy Oil Corp. | | | | | | | | | | | | | |
6.375%, due 7/15/28 |
| | | | 59,000 | | | | | | 57,725 | | |
NuStar Logistics LP | | | | | | | | | | | | | |
6.000%, due 6/1/26 |
| | | | 17,000 | | | | | | 16,483 | | |
Occidental Petroleum Corp. | | | | | | | | | | | | | |
5.550%, due 3/15/26 |
| | | | 72,000 | | | | | | 73,080 | | |
6.200%, due 3/15/40 |
| | | | 92,000 | | | | | | 88,508 | | |
| | |
Principal Amount |
| |
Value |
| ||||||
Corporate Bonds (continued) | | ||||||||||||
Energy (continued) | | ||||||||||||
6.450%, due 9/15/36 |
| | | $ | 78,000 | | | | | $ | 77,374 | | |
8.000%, due 7/15/25 |
| | | | 17,000 | | | | | | 17,945 | | |
8.500%, due 7/15/27 |
| | | | 129,000 | | | | | | 140,255 | | |
8.875%, due 7/15/30 |
| | | | 50,000 | | | | | | 56,750 | | |
Range Resources Corp. | | | | | | | | | | | | | |
4.750%, due 2/15/30 |
| | | | 56,000 | | | | | | 49,505 | | |
Rockies Express Pipeline LLC | | | | | | | | | | | | | |
4.950%, due 7/15/29 |
| | | | 43,000 | | | | | | 37,723 | | |
Southwestern Energy Co. | | | | | | | | | | | | | |
4.750%, due 2/1/32 |
| | | | 21,000 | | | | | | 18,127 | | |
5.375%, due 2/1/29 |
| | | | 60,000 | | | | | | 55,950 | | |
5.375%, due 3/15/30 |
| | | | 61,000 | | | | | | 56,425 | | |
Sunoco LP / Sunoco Finance Corp. | | | | | | | | | | | | | |
4.500%, due 5/15/29 |
| | | | 82,000 | | | | | | 70,430 | | |
6.000%, due 4/15/27 |
| | | | 20,000 | | | | | | 19,596 | | |
Tallgrass
Energy Partners LP / Tallgrass Energy Finance Corp. |
| | | | | | | | | | | | |
6.000%, due 12/31/30 |
| | | | 45,000 | | | | | | 40,735 | | |
7.500%, due 10/1/25 |
| | | | 17,000 | | | | | | 17,169 | | |
Venture Global Calcasieu Pass LLC | | | | | | | | | | | | | |
3.875%, due 8/15/29 |
| | | | 19,000 | | | | | | 16,293 | | |
3.875%, due 11/1/33 |
| | | | 26,000 | | | | | | 20,865 | | |
4.125%, due 8/15/31 |
| | | | 128,000 | | | | | | 109,124 | | |
Weatherford International Ltd. | | | | | | | | | | | | | |
6.500%, due 9/15/28 |
| | | | 24,000 | | | | | | 22,920 | | |
Western Midstream Operating LP | | | | | | | | | | | | | |
4.300%, due 2/1/30 |
| | | | 50,000 | | | | | | 43,990 | | |
5.300%, due 3/1/48 |
| | | | 46,000 | | | | | | 37,145 | | |
| | | | | | | | | | | 2,594,904 | | |
Financials — 4.1% | | ||||||||||||
Alliant Holdings
Intermediate LLC / Alliant Holdings Co.-Issuer |
| | | | | | | | | | | | |
4.250%, due 10/15/27 |
| | | | 29,000 | | | | | | 26,103 | | |
Block, Inc. | | | | | | | | | | | | | |
2.750%, due 6/1/26 |
| | | | 94,000 | | | | | | 83,833 | | |
FirstCash, Inc. | | | | | | | | | | | | | |
4.625%, due 9/1/28 |
| | | | 24,000 | | | | | | 20,655 | | |
5.625%, due 1/1/30 |
| | | | 18,000 | | | | | | 15,867 | | |
HUB International Ltd. | | | | | | | | | | | | | |
7.000%, due 5/1/26 |
| | | | 60,000 | | | | | | 59,250 | | |
Icahn Enterprises LP /
Icahn Enterprises Finance Corp. |
| | | | | | | | | | | | |
4.375%, due 2/1/29 |
| | | | 22,000 | | | | | | 18,367 | | |
4.750%, due 9/15/24 |
| | | | 44,000 | | | | | | 42,818 | | |
5.250%, due 5/15/27 |
| | | | 67,000 | | | | | | 61,733 | | |
6.375%, due 12/15/25 |
| | | | 102,000 | | | | | | 99,016 | | |
LPL Holdings, Inc. | | | | | | | | | | | | | |
4.000%, due 3/15/29 |
| | | | 39,000 | | | | | | 34,039 | | |
MSCI, Inc. | | | | | | | | | | | | | |
3.625%, due 9/1/30 |
| | | | 24,000 | | | | | | 20,054 | | |
3.875%, due 2/15/31 |
| | | | 60,000 | | | | | | 50,557 | | |
4.000%, due 11/15/29 |
| | | | 102,000 | | | | | | 88,569 | | |
| | |
Principal Amount |
| |
Value |
| ||||||
Corporate Bonds (continued) | | ||||||||||||
Financials (continued) | | ||||||||||||
NFP Corp. | | | | | | | | | | | | | |
4.875%, due 8/15/28 |
| | | $ | 19,000 | | | | | $ | 16,392 | | |
Rocket
Mortgage LLC / Rocket Mortgage Co.-Issuer, Inc. |
| | | | | | | | | | | | |
2.875%, due 10/15/26 |
| | | | 61,000 | | | | | | 50,900 | | |
SLM Corp. | | | | | | | | | | | | | |
4.200%, due 10/29/25 |
| | | | 62,000 | | | | | | 57,565 | | |
| | | | | | | | | | | 745,718 | | |
Health Care — 8.2% | | ||||||||||||
AdaptHealth LLC | | | | | | | | | | | | | |
5.125%, due 3/1/30 |
| | | | 30,000 | | | | | | 26,025 | | |
Avantor Funding, Inc. | | | | | | | | | | | | | |
4.625%, due 7/15/28 |
| | | | 96,000 | | | | | | 86,756 | | |
Catalent Pharma Solutions, Inc. | | | | | | | | | | | | | |
3.125%, due 2/15/29 |
| | | | 53,000 | | | | | | 43,370 | | |
5.000%, due 7/15/27 |
| | | | 23,000 | | | | | | 21,624 | | |
Charles River
Laboratories International, Inc. |
| | | | | | | | | | | | |
3.750%, due 3/15/29 |
| | | | 25,000 | | | | | | 21,625 | | |
4.250%, due 5/1/28 |
| | | | 25,000 | | | | | | 22,742 | | |
Encompass Health Corp. | | | | | | | | | | | | | |
4.500%, due 2/1/28 |
| | | | 26,000 | | | | | | 23,267 | | |
4.750%, due 2/1/30 |
| | | | 39,000 | | | | | | 33,248 | | |
Hologic, Inc. | | | | | | | | | | | | | |
3.250%, due 2/15/29 |
| | | | 52,000 | | | | | | 44,190 | | |
IQVIA, Inc. | | | | | | | | | | | | | |
5.000%, due 10/15/26 |
| | | | 17,000 | | | | | | 16,206 | | |
5.000%, due 5/15/27 |
| | | | 69,000 | | | | | | 65,749 | | |
Jazz Securities DAC | | | | | | | | | | | | | |
4.375%, due 1/15/29 |
| | | | 68,000 | | | | | | 60,350 | | |
Medline Borrower LP | | | | | | | | | | | | | |
3.875%, due 4/1/29 |
| | | | 198,000 | | | | | | 161,766 | | |
Molina Healthcare, Inc. | | | | | | | | | | | | | |
3.875%, due 11/15/30 |
| | | | 26,000 | | | | | | 22,095 | | |
3.875%, due 5/15/32 |
| | | | 26,000 | | | | | | 21,684 | | |
4.375%, due 6/15/28 |
| | | | 43,000 | | | | | | 38,565 | | |
Organon & Co. /
Organon Foreign Debt Co.-Issuer BV |
| | | | | | | | | | | | |
5.125%, due 4/30/31 |
| | | | 75,000 | | | | | | 63,695 | | |
Organon
& Co. / Organon Foreign Debt Co-Issuer BV |
| | | | | | | | | | | | |
4.125%, due 4/30/28 |
| | | | 85,000 | | | | | | 74,870 | | |
Perrigo Finance Unlimited Co. | | | | | | | | | | | | | |
4.400%, due 6/15/30 |
| | | | 38,000 | | | | | | 31,754 | | |
Prestige Brands, Inc. | | | | | | | | | | | | | |
3.750%, due 4/1/31 |
| | | | 26,000 | | | | | | 20,852 | | |
Service Corp. International | | | | | | | | | | | | | |
3.375%, due 8/15/30 |
| | | | 60,000 | | | | | | 48,433 | | |
4.000%, due 5/15/31 |
| | | | 30,000 | | | | | | 24,898 | | |
4.625%, due 12/15/27 |
| | | | 26,000 | | | | | | 24,090 | | |
5.125%, due 6/1/29 |
| | | | 28,000 | | | | | | 26,081 | | |
| | |
Principal Amount |
| |
Value |
| ||||||
Corporate Bonds (continued) | | ||||||||||||
Health Care (continued) | | ||||||||||||
Teleflex, Inc. | | | | | | | | | | | | | |
4.250%, due 6/1/28 |
| | | $ | 26,000 | | | | | $ | 23,525 | | |
4.625%, due 11/15/27 |
| | | | 26,000 | | | | | | 24,501 | | |
Tenet Healthcare Corp. | | | | | | | | | | | | | |
4.250%, due 6/1/29 |
| | | | 44,000 | | | | | | 37,070 | | |
4.375%, due 1/15/30 |
| | | | 48,000 | | | | | | 40,272 | | |
4.625%, due 7/15/24 |
| | | | 29,000 | | | | | | 28,275 | | |
4.625%, due 9/1/24 |
| | | | 58,000 | | | | | | 55,989 | | |
4.625%, due 6/15/28 |
| | | | 44,000 | | | | | | 38,610 | | |
4.875%, due 1/1/26 |
| | | | 60,000 | | | | | | 56,700 | | |
5.125%, due 11/1/27 |
| | | | 129,000 | | | | | | 118,841 | | |
6.125%, due 6/15/30 |
| | | | 43,000 | | | | | | 39,695 | | |
| | | | | | | | | | | 1,487,413 | | |
Industrials — 10.4% | | ||||||||||||
ADT Security Corp. (The) | | | | | | | | | | | | | |
4.125%, due 8/1/29 |
| | | | 52,000 | | | | | | 44,591 | | |
American
Builders & Contractors Supply Co., Inc. |
| | | | | | | | | | | | |
4.000%, due 1/15/28 |
| | | | 25,000 | | | | | | 22,060 | | |
APX Group, Inc. | | | | | | | | | | | | | |
6.750%, due 2/15/27 |
| | | | 17,000 | | | | | | 16,584 | | |
Aramark Services, Inc. | | | | | | | | | | | | | |
5.000%, due 2/1/28 |
| | | | 61,000 | | | | | | 55,577 | | |
6.375%, due 5/1/25 |
| | | | 63,000 | | | | | | 62,323 | | |
Builders FirstSource, Inc. | | | | | | | | | | | | | |
4.250%, due 2/1/32 |
| | | | 48,000 | | | | | | 38,410 | | |
5.000%, due 3/1/30 |
| | | | 49,000 | | | | | | 42,083 | | |
Camelot Finance SA | | | | | | | | | | | | | |
4.500%, due 11/1/26 |
| | | | 26,000 | | | | | | 24,291 | | |
Century Communities, Inc. | | | | | | | | | | | | | |
6.750%, due 6/1/27 |
| | | | 25,000 | | | | | | 23,865 | | |
Clarivate Science Holdings Corp. | | | | | | | | | | | | | |
3.875%, due 7/1/28 |
| | | | 25,000 | | | | | | 21,439 | | |
Gartner, Inc. | | | | | | | | | | | | | |
3.625%, due 6/15/29 |
| | | | 19,000 | | | | | | 16,150 | | |
3.750%, due 10/1/30 |
| | | | 43,000 | | | | | | 36,120 | | |
4.500%, due 7/1/28 |
| | | | 29,000 | | | | | | 26,875 | | |
Grand Canyon University | | | | | | | | | | | | | |
4.125%, due 10/1/24 |
| | | | 26,000 | | | | | | 24,375 | | |
H&E Equipment Services, Inc. | | | | | | | | | | | | | |
3.875%, due 12/15/28 |
| | | | 44,000 | | | | | | 37,179 | | |
Herc Holdings, Inc. | | | | | | | | | | | | | |
5.500%, due 7/15/27 |
| | | | 42,000 | | | | | | 39,742 | | |
Howmet Aerospace, Inc. | | | | | | | | | | | | | |
3.000%, due 1/15/29 |
| | | | 45,000 | | | | | | 37,457 | | |
5.125%, due 10/1/24 |
| | | | 44,000 | | | | | | 43,450 | | |
6.875%, due 5/1/25 |
| | | | 35,000 | | | | | | 35,777 | | |
Madison IAQ LLC | | | | | | | | | | | | | |
4.125%, due 6/30/28 |
| | | | 20,000 | | | | | | 16,550 | | |
Picasso Finance Sub, Inc. | | | | | | | | | | | | | |
6.125%, due 6/15/25 |
| | | | 17,000 | | | | | | 16,967 | | |
| | |
Principal Amount |
| |
Value |
| ||||||
Corporate Bonds (continued) | | ||||||||||||
Industrials (continued) | | ||||||||||||
Prime
Security Services Borrower LLC / Prime Finance, Inc. |
| | | | | | | | | | | | |
3.375%, due 8/31/27 |
| | | $ | 33,000 | | | | | $ | 28,561 | | |
5.250%, due 4/15/24 |
| | | | 55,000 | | | | | | 54,739 | | |
5.750%, due 4/15/26 |
| | | | 56,000 | | | | | | 54,508 | | |
Spirit AeroSystems, Inc. | | | | | | | | | | | | | |
5.500%, due 1/15/25 |
| | | | 31,000 | | | | | | 29,915 | | |
SRS Distribution, Inc. | | | | | | | | | | | | | |
4.625%, due 7/1/28 |
| | | | 44,000 | | | | | | 38,634 | | |
Stericycle, Inc. | | | | | | | | | | | | | |
3.875%, due 1/15/29 |
| | | | 38,000 | | | | | | 33,006 | | |
Summit Materials LLC /
Summit Materials Finance Corp. |
| | | | | | | | | | | | |
5.250%, due 1/15/29 |
| | | | 31,000 | | | | | | 28,310 | | |
Taylor Morrison Communities, Inc. | | | | | | | | | | | | | |
5.875%, due 6/15/27 |
| | | | 17,000 | | | | | | 15,942 | | |
TransDigm, Inc. | | | | | | | | | | | | | |
4.875%, due 5/1/29 |
| | | | 105,000 | | | | | | 89,277 | | |
6.250%, due 3/15/26 |
| | | | 242,000 | | | | | | 238,711 | | |
Uber Technologies, Inc. | | | | | | | | | | | | | |
4.500%, due 8/15/29 |
| | | | 52,000 | | | | | | 44,574 | | |
6.250%, due 1/15/28 |
| | | | 63,000 | | | | | | 59,850 | | |
7.500%, due 9/15/27 |
| | | | 61,000 | | | | | | 60,986 | | |
8.000%, due 11/1/26 |
| | | | 90,000 | | | | | | 90,333 | | |
United Rentals North America, Inc. | | | | | | | | | | | | | |
3.750%, due 1/15/32 |
| | | | 56,000 | | | | | | 45,360 | | |
3.875%, due 2/15/31 |
| | | | 29,000 | | | | | | 24,041 | | |
4.000%, due 7/15/30 |
| | | | 44,000 | | | | | | 37,455 | | |
4.875%, due 1/15/28 |
| | | | 60,000 | | | | | | 55,800 | | |
5.250%, due 1/15/30 |
| | | | 26,000 | | | | | | 24,115 | | |
WESCO Distribution, Inc. | | | | | | | | | | | | | |
7.125%, due 6/15/25 |
| | | | 97,000 | | | | | | 97,941 | | |
7.250%, due 6/15/28 |
| | | | 33,000 | | | | | | 33,477 | | |
Williams Scotsman International, Inc. | | | | | | | | | | | | | |
4.625%, due 8/15/28 |
| | | | 23,000 | | | | | | 20,772 | | |
| | | | | | | | | | | 1,888,172 | | |
Information Technology — 4.9% | | ||||||||||||
Black Knight InfoServ LLC | | | | | | | | | | | | | |
3.625%, due 9/1/28 |
| | | | 44,000 | | | | | | 38,115 | | |
Booz Allen Hamilton, Inc. | | | | | | | | | | | | | |
4.000%, due 7/1/29 |
| | | | 43,000 | | | | | | 37,587 | | |
Clarios Global LP /
Clarios US Finance Co. |
| | | | | | | | | | | | |
6.250%, due 5/15/26 |
| | | | 43,000 | | | | | | 41,602 | | |
CommScope, Inc. | | | | | | | | | | | | | |
4.750%, due 9/1/29 |
| | | | 51,000 | | | | | | 43,138 | | |
6.000%, due 3/1/26 |
| | | | 50,000 | | | | | | 48,228 | | |
Entegris Escrow Corp. | | | | | | | | | | | | | |
5.950%, due 6/15/30 |
| | | | 56,000 | | | | | | 51,100 | | |
Fair Isaac Corp. | | | | | | | | | | | | | |
4.000%, due 6/15/28 |
| | | | 51,000 | | | | | | 46,147 | | |
| | |
Principal Amount |
| |
Value |
| ||||||
Corporate Bonds (continued) | | ||||||||||||
Information Technology (continued) | | ||||||||||||
Go
Daddy Operating Co. LLC / GD Finance Co., Inc. |
| | | | | | | | | | | | |
3.500%, due 3/1/29 |
| | | $ | 44,000 | | | | | $ | 36,491 | | |
Imola Merger Corp. | | | | | | | | | | | | | |
4.750%, due 5/15/29 |
| | | | 80,000 | | | | | | 68,976 | | |
NCR Corp. | | | | | | | | | | | | | |
5.750%, due 9/1/27 |
| | | | 38,000 | | | | | | 36,670 | | |
NortonLifeLock, Inc. | | | | | | | | | | | | | |
5.000%, due 4/15/25 |
| | | | 31,000 | | | | | | 30,083 | | |
6.750%, due 9/30/27 |
| | | | 61,000 | | | | | | 60,133 | | |
7.125%, due 9/30/30 |
| | | | 17,000 | | | | | | 16,711 | | |
Presidio Holdings, Inc. | | | | | | | | | | | | | |
4.875%, due 2/1/27 |
| | | | 18,000 | | | | | | 16,621 | | |
PTC, Inc. | | | | | | | | | | | | | |
4.000%, due 2/15/28 |
| | | | 26,000 | | | | | | 23,549 | | |
Seagate HDD Cayman | | | | | | | | | | | | | |
3.125%, due 7/15/29 |
| | | | 34,000 | | | | | | 25,141 | | |
3.375%, due 7/15/31 |
| | | | 34,000 | | | | | | 24,267 | | |
4.875%, due 3/1/24 |
| | | | 36,000 | | | | | | 35,093 | | |
Sensata Technologies BV | | | | | | | | | | | | | |
4.000%, due 4/15/29 |
| | | | 29,000 | | | | | | 24,424 | | |
5.875%, due 9/1/30 |
| | | | 22,000 | | | | | | 20,900 | | |
Sensata Technologies, Inc. | | | | | | | | | | | | | |
3.750%, due 2/15/31 |
| | | | 31,000 | | | | | | 24,684 | | |
4.375%, due 2/15/30 |
| | | | 26,000 | | | | | | 22,365 | | |
SS&C Technologies, Inc. | | | | | | | | | | | | | |
5.500%, due 9/30/27 |
| | | | 95,000 | | | | | | 88,330 | | |
Twilio, Inc. | | | | | | | | | | | | | |
3.875%, due 3/15/31(a)
|
| | | | 44,000 | | | | | | 35,884 | | |
| | | | | | | | | | | 896,239 | | |
Materials — 4.8% | | ||||||||||||
Arconic Corp. | | | | | | | | | | | | | |
6.000%, due 5/15/25 |
| | | | 45,000 | | | | | | 44,559 | | |
Ardagh Metal Packaging
Finance USA LLC / Ardagh Metal Packaging Finance PLC |
| | | | | | | | | | | | |
3.250%, due 9/1/28 |
| | | | 54,000 | | | | | | 44,275 | | |
Avient Corp. | | | | | | | | | | | | | |
5.750%, due 5/15/25 |
| | | | 44,000 | | | | | | 43,072 | | |
7.125%, due 8/1/30 |
| | | | 17,000 | | | | | | 16,257 | | |
Axalta Coating Systems LLC | | | | | | | | | | | | | |
3.375%, due 2/15/29 |
| | | | 46,000 | | | | | | 37,806 | | |
Axalta
Coating Systems LLC / Axalta Coating Systems Dutch Holding B BV |
| | | | | | | | | | | | |
4.750%, due 6/15/27(a)
|
| | | | 18,000 | | | | | | 16,402 | | |
Ball Corp. | | | | | | | | | | | | | |
2.875%, due 8/15/30 |
| | | | 27,000 | | | | | | 20,968 | | |
3.125%, due 9/15/31 |
| | | | 40,000 | | | | | | 30,628 | | |
4.000%, due 11/15/23 |
| | | | 26,000 | | | | | | 25,460 | | |
4.875%, due 3/15/26 |
| | | | 26,000 | | | | | | 24,948 | | |
5.250%, due 7/1/25 |
| | | | 78,000 | | | | | | 76,987 | | |
Berry Global, Inc. | | | | | | | | | | | | | |
5.625%, due 7/15/27 |
| | | | 23,000 | | | | | | 21,814 | | |
| | |
Principal Amount |
| |
Value |
| ||||||
Corporate Bonds (continued) | | ||||||||||||
Materials (continued) | | ||||||||||||
Cleveland-Cliffs, Inc. | | | | | | | | | | | | | |
5.875%, due 6/1/27 |
| | | $ | 27,000 | | | | | $ | 25,110 | | |
6.750%, due 3/15/26 |
| | | | 17,000 | | | | | | 16,873 | | |
Clydesdale Acquisition Holdings, Inc. | | | | | | | | | | | | | |
6.625%, due 4/15/29 |
| | | | 27,000 | | | | | | 25,634 | | |
Crown Americas LLC | | | | | | | | | | | | | |
5.250%, due 4/1/30 |
| | | | 27,000 | | | | | | 24,702 | | |
Crown
Americas LLC / Crown Americas Capital Corp. VI |
| | | | | | | | | | | | |
4.750%, due 2/1/26 |
| | | | 35,000 | | | | | | 33,499 | | |
Kaiser Aluminum Corp. | | | | | | | | | | | | | |
4.625%, due 3/1/28 |
| | | | 23,000 | | | | | | 20,120 | | |
Novelis Corp. | | | | | | | | | | | | | |
3.250%, due 11/15/26 |
| | | | 44,000 | | | | | | 38,510 | | |
3.875%, due 8/15/31 |
| | | | 26,000 | | | | | | 20,142 | | |
4.750%, due 1/30/30 |
| | | | 60,000 | | | | | | 50,973 | | |
Olin Corp. | | | | | | | | | | | | | |
5.000%, due 2/1/30 |
| | | | 38,000 | | | | | | 34,390 | | |
5.625%, due 8/1/29 |
| | | | 26,000 | | | | | | 24,435 | | |
Pactiv Evergreen Group
Issuer LLC / Pactiv Evergreen Group Issuer, Inc. |
| | | | | | | | | | | | |
4.375%, due 10/15/28 |
| | | | 32,000 | | | | | | 28,000 | | |
Pactiv Evergreen Group
Issuer, Inc. / Pactiv Evergreen Group Issuer LLC |
| | | | | | | | | | | | |
4.000%, due 10/15/27 |
| | | | 21,000 | | | | | | 18,585 | | |
Sealed Air Corp. | | | | | | | | | | | | | |
4.000%, due 12/1/27 |
| | | | 49,000 | | | | | | 43,643 | | |
Valvoline, Inc. | | | | | | | | | | | | | |
3.625%, due 6/15/31 |
| | | | 44,000 | | | | | | 34,716 | | |
WR Grace Holdings LLC | | | | | | | | | | | | | |
4.875%, due 6/15/27 |
| | | | 23,000 | | | | | | 20,125 | | |
| | | | | | | | | | | 862,633 | | |
Media — 10.8% | | ||||||||||||
CCO
Holdings LLC / CCO Holdings Capital Corp. |
| | | | | | | | | | | | |
4.250%, due 2/1/31 |
| | | | 77,000 | | | | | | 60,830 | | |
4.250%, due 1/15/34 |
| | | | 38,000 | | | | | | 27,930 | | |
4.500%, due 8/15/30 |
| | | | 95,000 | | | | | | 77,098 | | |
4.500%, due 5/1/32 |
| | | | 110,000 | | | | | | 86,900 | | |
4.500%, due 6/1/33 |
| | | | 38,000 | | | | | | 28,816 | | |
4.750%, due 3/1/30 |
| | | | 96,000 | | | | | | 80,678 | | |
5.000%, due 2/1/28 |
| | | | 176,000 | | | | | | 159,280 | | |
5.375%, due 6/1/29 |
| | | | 27,000 | | | | | | 24,121 | | |
Clear Channel Outdoor Holdings, Inc. | | | | | | | | | | | | | |
5.125%, due 8/15/27 |
| | | | 35,000 | | | | | | 31,500 | | |
CSC Holdings LLC | | | | | | | | | | | | | |
3.375%, due 2/15/31 |
| | | | 31,000 | | | | | | 22,475 | | |
4.125%, due 12/1/30 |
| | | | 25,000 | | | | | | 19,669 | | |
5.375%, due 2/1/28 |
| | | | 101,000 | | | | | | 93,172 | | |
5.500%, due 4/15/27 |
| | | | 46,000 | | | | | | 43,125 | | |
Gray Television, Inc. | | | | | | | | | | | | | |
7.000%, due 5/15/27 |
| | | | 17,000 | | | | | | 16,192 | | |
| | |
Principal Amount |
| |
Value |
| ||||||
Corporate Bonds (continued) | | ||||||||||||
Media (continued) | | ||||||||||||
Lamar Media Corp. | | | | | | | | | | | | | |
3.625%, due 1/15/31 |
| | | $ | 26,000 | | | | | $ | 21,190 | | |
3.750%, due 2/15/28 |
| | | | 25,000 | | | | | | 21,940 | | |
4.000%, due 2/15/30 |
| | | | 26,000 | | | | | | 22,077 | | |
Live Nation Entertainment, Inc. | | | | | | | | | | | | | |
3.750%, due 1/15/28 |
| | | | 89,000 | | | | | | 77,453 | | |
6.500%, due 5/15/27 |
| | | | 17,000 | | | | | | 16,908 | | |
Match Group Holdings II LLC | | | | | | | | | | | | | |
3.625%, due 10/1/31 |
| | | | 25,000 | | | | | | 19,057 | | |
4.125%, due 8/1/30 |
| | | | 58,000 | | | | | | 47,386 | | |
News Corp. | | | | | | | | | | | | | |
3.875%, due 5/15/29 |
| | | | 60,000 | | | | | | 51,570 | | |
Nexstar Media, Inc. | | | | | | | | | | | | | |
4.750%, due 11/1/28 |
| | | | 65,000 | | | | | | 57,044 | | |
5.625%, due 7/15/27 |
| | | | 39,000 | | | | | | 36,836 | | |
ROBLOX Corp. | | | | | | | | | | | | | |
3.875%, due 5/1/30 |
| | | | 25,000 | | | | | | 20,625 | | |
Scripps Escrow II, Inc. | | | | | | | | | | | | | |
3.875%, due 1/15/29 |
| | | | 26,000 | | | | | | 21,472 | | |
Sinclair Television Group, Inc. | | | | | | | | | | | | | |
4.125%, due 12/1/30 |
| | | | 21,000 | | | | | | 16,172 | | |
Sirius XM Radio, Inc. | | | | | | | | | | | | | |
3.125%, due 9/1/26 |
| | | | 37,000 | | | | | | 33,063 | | |
3.875%, due 9/1/31 |
| | | | 108,000 | | | | | | 86,400 | | |
4.000%, due 7/15/28 |
| | | | 42,000 | | | | | | 36,106 | | |
4.125%, due 7/1/30 |
| | | | 56,000 | | | | | | 45,824 | | |
5.000%, due 8/1/27 |
| | | | 77,000 | | | | | | 70,840 | | |
5.500%, due 7/1/29 |
| | | | 50,000 | | | | | | 46,115 | | |
TEGNA, Inc. | | | | | | | | | | | | | |
4.625%, due 3/15/28 |
| | | | 77,000 | | | | | | 73,294 | | |
4.750%, due 3/15/26 |
| | | | 40,000 | | | | | | 38,857 | | |
Twitter, Inc. | | | | | | | | | | | | | |
5.000%, due 3/1/30 |
| | | | 61,000 | | | | | | 61,335 | | |
Univision Communications, Inc. | | | | | | | | | | | | | |
4.500%, due 5/1/29 |
| | | | 44,000 | | | | | | 37,043 | | |
5.125%, due 2/15/25 |
| | | | 132,000 | | | | | | 127,545 | | |
6.625%, due 6/1/27 |
| | | | 31,000 | | | | | | 30,613 | | |
7.375%, due 6/30/30 |
| | | | 17,000 | | | | | | 16,448 | | |
WMG Acquisition Corp. | | | | | | | | | | | | | |
3.000%, due 2/15/31 |
| | | | 33,000 | | | | | | 25,753 | | |
3.875%, due 7/15/30 |
| | | | 43,000 | | | | | | 36,747 | | |
| | | | | | | | | | | 1,967,499 | | |
Real Estate — 3.6% | | ||||||||||||
Iron Mountain, Inc. | | | | | | | | | | | | | |
4.500%, due 2/15/31 |
| | | | 136,000 | | | | | | 110,159 | | |
4.875%, due 9/15/27 |
| | | | 30,000 | | | | | | 27,743 | | |
4.875%, due 9/15/29 |
| | | | 77,000 | | | | | | 66,201 | | |
5.000%, due 7/15/28 |
| | | | 26,000 | | | | | | 23,260 | | |
5.250%, due 3/15/28 |
| | | | 18,000 | | | | | | 16,560 | | |
5.250%, due 7/15/30 |
| | | | 37,000 | | | | | | 31,924 | | |
iStar, Inc. | | | | | | | | | | | | | |
4.750%, due 10/1/24 |
| | | | 47,000 | | | | | | 46,408 | | |
| | |
Principal Amount |
| |
Value |
| ||||||
Corporate Bonds (continued) | | ||||||||||||
Real Estate (continued) | | ||||||||||||
Outfront
Media Capital LLC / Outfront Media Capital Corp. |
| | | | | | | | | | | | |
5.000%, due 8/15/27 |
| | | $ | 28,000 | | | | | $ | 25,206 | | |
RHP Hotel Properties LP
/ RHP Finance Corp. |
| | | | | | | | | | | | |
4.500%, due 2/15/29 |
| | | | 38,000 | | | | | | 33,345 | | |
4.750%, due 10/15/27 |
| | | | 26,000 | | | | | | 23,999 | | |
RLJ Lodging Trust LP | | | | | | | | | | | | | |
3.750%, due 7/1/26 |
| | | | 21,000 | | | | | | 19,177 | | |
4.000%, due 9/15/29 |
| | | | 30,000 | | | | | | 25,137 | | |
SBA Communications Corp. | | | | | | | | | | | | | |
3.125%, due 2/1/29 |
| | | | 93,000 | | | | | | 75,165 | | |
3.875%, due 2/15/27 |
| | | | 42,000 | | | | | | 37,800 | | |
Starwood Property Trust, Inc. | | | | | | | | | | | | | |
4.750%, due 3/15/25 |
| | | | 28,000 | | | | | | 26,232 | | |
XHR LP | | | | | | | | | | | | | |
4.875%, due 6/1/29 |
| | | | 22,000 | | | | | | 18,979 | | |
6.375%, due 8/15/25 |
| | | | 38,000 | | | | | | 37,241 | | |
| | | | | | | | | | | 644,536 | | |
Telecommunication Services — 3.9% | | ||||||||||||
Cablevision Lightpath LLC | | | | | | | | | | | | | |
3.875%, due 9/15/27 |
| | | | 19,000 | | | | | | 16,154 | | |
Frontier Communications Holdings LLC | | | | | | | | | | | | | |
5.875%, due 10/15/27 |
| | | | 121,000 | | | | | | 111,299 | | |
Level 3 Financing, Inc. | | | | | | | | | | | | | |
3.400%, due 3/1/27 |
| | | | 36,000 | | | | | | 30,991 | | |
Sprint Capital Corp. | | | | | | | | | | | | | |
6.875%, due 11/15/28 |
| | | | 160,000 | | | | | | 165,117 | | |
8.750%, due 3/15/32 |
| | | | 26,000 | | | | | | 30,515 | | |
Sprint Corp. | | | | | | | | | | | | | |
7.125%, due 6/15/24 |
| | | | 44,000 | | | | | | 44,482 | | |
7.625%, due 2/15/25 |
| | | | 77,000 | | | | | | 79,117 | | |
7.625%, due 3/1/26 |
| | | | 154,000 | | | | | | 160,738 | | |
7.875%, due 9/15/23 |
| | | | 65,000 | | | | | | 66,066 | | |
| | | | | | | | | | | 704,479 | | |
Transportation — 3.0% | | ||||||||||||
American Airlines,
Inc./AAdvantage Loyalty IP Ltd. |
| | | | | | | | | | | | |
5.500%, due 4/20/26 |
| | | | 158,000 | | | | | | 150,467 | | |
5.750%, due 4/20/29 |
| | | | 105,000 | | | | | | 95,550 | | |
Delta Air Lines, Inc. | | | | | | | | | | | | | |
2.900%, due 10/28/24 |
| | | | 43,000 | | | | | | 40,635 | | |
4.375%, due 4/19/28 |
| | | | 57,000 | | | | | | 50,843 | | |
7.375%, due 1/15/26 |
| | | | 32,000 | | | | | | 32,672 | | |
United Airlines, Inc. | | | | | | | | | | | | | |
4.375%, due 4/15/26 |
| | | | 79,000 | | | | | | 72,100 | | |
4.625%, due 4/15/29 |
| | | | 114,000 | | | | | | 97,503 | | |
| | | | | | | | | | | 539,770 | | |
Utilities — 4.6% | | ||||||||||||
Calpine Corp. | | | | | | | | | | | | | |
3.750%, due 3/1/31 |
| | | | 34,000 | | | | | | 27,855 | | |
4.500%, due 2/15/28 |
| | | | 61,000 | | | | | | 54,820 | | |
| | |
Principal Amount |
| |
Value |
| ||||||
Corporate Bonds (continued) | | ||||||||||||
Utilities (continued) | | ||||||||||||
Clearway Energy Operating LLC | | | | | | | | | | | | | |
3.750%, due 2/15/31 |
| | | $ | 57,000 | | | | | $ | 47,595 | | |
4.750%, due 3/15/28 |
| | | | 23,000 | | | | | | 21,245 | | |
FirstEnergy Corp. | | | | | | | | | | | | | |
2.650%, due 3/1/30 |
| | | | 40,000 | | | | | | 32,337 | | |
Series B, 4.400%, due 7/15/27
|
| | | | 80,000 | | | | | | 75,129 | | |
Series C, 3.400%, due 3/1/50 |
| | | | 36,000 | | | | | | 22,365 | | |
NextEra Energy Operating Partners LP | | | | | | | | | | | | | |
3.875%, due 10/15/26 |
| | | | 25,000 | | | | | | 23,174 | | |
4.250%, due 7/15/24 |
| | | | 34,000 | | | | | | 32,964 | | |
NRG Energy, Inc. | | | | | | | | | | | | | |
3.375%, due 2/15/29 |
| | | | 26,000 | | | | | | 21,657 | | |
3.625%, due 2/15/31 |
| | | | 42,000 | | | | | | 33,422 | | |
3.875%, due 2/15/32 |
| | | | 43,000 | | | | | | 33,903 | | |
5.250%, due 6/15/29 |
| | | | 28,000 | | | | | | 25,410 | | |
5.750%, due 1/15/28 |
| | | | 26,000 | | | | | | 24,797 | | |
PG&E Corp. | | | | | | | | | | | | | |
5.250%, due 7/1/30 |
| | | | 101,000 | | | | | | 89,435 | | |
Suburban
Propane Partners LP/Suburban Energy Finance Corp. |
| | | | | | | | | | | | |
5.000%, due 6/1/31 |
| | | | 38,000 | | | | | | 31,944 | | |
TerraForm Power Operating LLC | | | | | | | | | | | | | |
5.000%, due 1/31/28 |
| | | | 59,000 | | | | | | 54,655 | | |
Vistra Operations Co. LLC | | | | | | | | | | | | | |
4.375%, due 5/1/29 |
| | | | 44,000 | | | | | | 37,632 | | |
5.000%, due 7/31/27 |
| | | | 55,000 | | | | | | 50,738 | | |
5.500%, due 9/1/26 |
| | | | 85,000 | | | | | | 81,600 | | |
5.625%, due 2/15/27 |
| | | | 17,000 | | | | | | 16,206 | | |
| | | | | | | | | | | 838,883 | | |
Total
Corporate Bonds (Cost $18,171,052) |
| | | | | | | | | | 16,617,101 | | |
Foreign Bonds — 6.1% | | ||||||||||||
Consumer Discretionary — 1.2% | | ||||||||||||
1011778 BC ULC / New
Red Finance, Inc., (Canada) |
| | | | | | | | | | | | |
3.500%, due 2/15/29 |
| | | | 43,000 | | | | | | 36,013 | | |
3.875%, due 1/15/28 |
| | | | 49,000 | | | | | | 43,067 | | |
4.000%, due 10/15/30 |
| | | | 124,000 | | | | | | 101,215 | | |
4.375%, due 1/15/28 |
| | | | 23,000 | | | | | | 20,174 | | |
5.750%, due 4/15/25 |
| | | | 23,000 | | | | | | 22,914 | | |
| | | | | | | | | | | 223,383 | | |
Consumer Staples — 0.1% | | ||||||||||||
Kronos
Acquisition Holdings, Inc. / KIK Custom Products, Inc., (Canada) |
| | | | | | | | | | | | |
5.000%, due 12/31/26 |
| | | | 18,000 | | | | | | 16,317 | | |
Energy — 1.2% | | ||||||||||||
MEG Energy Corp., (Canada) | | | | | | | | | | | | | |
5.875%, due 2/1/29 |
| | | | 56,000 | | | | | | 53,460 | | |
7.125%, due 2/1/27 |
| | | | 17,000 | | | | | | 17,298 | | |
Methanex Corp., (Canada) | | | | | | | | | | | | | |
5.125%, due 10/15/27 |
| | | | 51,000 | | | | | | 46,512 | | |
| | |
Principal Amount |
| |
Value |
| ||||||
Foreign Bonds (continued) | | ||||||||||||
Energy (continued) | | ||||||||||||
Parkland Corp., (Canada) | | | | | | | | | | | | | |
4.625%, due 5/1/30 |
| | | $ | 76,000 | | | | | $ | 63,218 | | |
5.875%, due 7/15/27 |
| | | | 34,000 | | | | | | 31,945 | | |
| | | | | | | | | | | 212,433 | | |
Industrials — 1.0% | | ||||||||||||
GFL Environmental, Inc., (Canada) | | | | | | | | | | | | | |
3.500%, due 9/1/28 |
| | | | 26,000 | | | | | | 22,043 | | |
3.750%, due 8/1/25 |
| | | | 32,000 | | | | | | 30,240 | | |
4.000%, due 8/1/28 |
| | | | 52,000 | | | | | | 45,001 | | |
4.750%, due 6/15/29 |
| | | | 48,000 | | | | | | 41,836 | | |
5.125%, due 12/15/26 |
| | | | 41,000 | | | | | | 39,027 | | |
| | | | | | | | | | | 178,147 | | |
Information Technology — 0.6% | | ||||||||||||
Open Text Corp., (Canada) | | | | | | | | | | | | | |
3.875%, due 2/15/28 |
| | | | 25,000 | | | | | | 21,398 | | |
Open Text Holdings, Inc., (Canada) | | | | | | | | | | | | | |
4.125%, due 2/15/30 |
| | | | 115,000 | | | | | | 91,569 | | |
| | | | | | | | | | | 112,967 | | |
Materials — 0.6% | | ||||||||||||
FMG
Resources August 2006 Pty Ltd., (Australia) |
| | | | | | | | | | | | |
4.375%, due 4/1/31 |
| | | | 48,000 | | | | | | 38,150 | | |
4.500%, due 9/15/27 |
| | | | 18,000 | | | | | | 16,106 | | |
5.875%, due 4/15/30 |
| | | | 45,000 | | | | | | 40,379 | | |
Trivium Packaging
Finance BV, (Netherlands) |
| | | | | | | | | | | | |
5.500%, due 8/15/26 |
| | | | 27,000 | | | | | | 24,832 | | |
| | | | | | | | | | | 119,467 | | |
Media — 0.4% | | ||||||||||||
UPC Broadband Finco BV,
(Netherlands) |
| | | | | | | | | | | | |
4.875%, due 7/15/31 |
| | | | 59,000 | | | | | | 49,544 | | |
Videotron Ltd., (Canada) | | | | | | | | | | | | | |
3.625%, due 6/15/29(a)
|
| | | | 25,000 | | | | | | 21,052 | | |
| | | | | | | | | | | 70,596 | | |
Telecommunication Services — 0.7% | | ||||||||||||
Virgin Media Secured
Finance PLC, (United Kingdom) |
| | | | | | | | | | | | |
4.500%, due 8/15/30 |
| | | | 39,000 | | | | | | 32,227 | | |
Vmed O2
UK Financing I PLC, (United Kingdom) |
| | | | | | | | | | | | |
4.250%, due 1/31/31 |
| | | | 110,000 | | | | | | 87,460 | | |
| | | | | | | | | | | 119,687 | | |
Transportation — 0.3% | | ||||||||||||
Air Canada, (Canada) | | | | | | | | | | | | | |
3.875%, due 8/15/26 |
| | | | 70,000 | | | | | | 61,937 | | |
Total
Foreign Bonds (Cost $1,234,081) |
| | | | | | | | | | 1,114,934 | | |
|
| | |
Principal Amount |
| |
Value |
| ||||||
Short-Term Investments — 1.9% | | ||||||||||||
Money Market Funds — 1.9% | | | | | | | | | | | | | |
BlackRock Liquidity
Funds Treasury Trust Fund Portfolio, Institutional Class, 3.09%(b)
|
| | | $ | 274,447 | | | | | $ | 274,447 | | |
Dreyfus
Government Cash Management Fund, Institutional Shares, 2.91%(b)(c) |
| | | | 79,258 | | | | | | 79,258 | | |
Total
Short-Term Investments (Cost $353,705) |
| | | | | | | | | | 353,705 | | |
Total
Investments — 99.6% (Cost $19,758,838) |
| | | | | | | | | | 18,085,740 | | |
Other
Assets and Liabilities, Net — 0.4% |
| | | | | | | | | | 66,485 | | |
Net Assets — 100.0% |
| | | | | | | | | $ | 18,152,225 | | |
|
Description |
| |
Level 1
|
| |
Level 2
|
| |
Level 3
|
| |
Total |
| ||||||||||||
Asset Valuation Inputs | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments in Securities:(d) | | | | | | | | | | | | | | | | | | | | | | | | | |
Corporate Bonds |
| | | $ | — | | | | | $ | 16,617,101 | | | | | $ | — | | | | | $ | 16,617,101 | | |
Foreign Bonds |
| | | | — | | | | | | 1,114,934 | | | | | | — | | | | | | 1,114,934 | | |
Short-Term Investments: | | | | | | | | | | | | | | | | | | | | | | | | | |
Money Market Funds |
| | | | 353,705 | | | | | | — | | | | | | — | | | | | | 353,705 | | |
Total Investments in Securities |
| | | $ | 353,705 | | | | | $ | 17,732,035 | | | | | $ | — | | | | | $ | 18,085,740 | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks — 73.7% | | ||||||||||||
Communication Services — 6.6% | | ||||||||||||
Activision Blizzard, Inc. |
| | | | 429,994 | | | | | $ | 31,303,563 | | |
Euromoney Institutional Investor PLC
|
| | | | 341,517 | | | | | | 5,693,588 | | |
Total Communication Services |
| | | | | | | | | | 36,997,151 | | |
Consumer Discretionary — 3.6% | | ||||||||||||
Countryside Partnerships PLC*
|
| | | | 475,280 | | | | | | 1,163,370 | | |
Diamond Resorts
International, Inc.*(a) |
| | | | 47,422 | | | | | | — | | |
iRobot Corp.*(b)
|
| | | | 127,142 | | | | | | 7,183,523 | | |
Tenneco, Inc., Class A*
|
| | | | 601,608 | | | | | | 11,851,678 | | |
Total Consumer Discretionary |
| | | | | | | | | | 20,198,571 | | |
Consumer Staples — 1.1% | | ||||||||||||
Swedish Match AB |
| | | | 520,355 | | | | | | 5,349,314 | | |
Tassal Group Ltd. |
| | | | 303,402 | | | | | | 1,006,917 | | |
Total Consumer Staples |
| | | | | | | | | | 6,356,231 | | |
Energy — 1.0% | | ||||||||||||
Brigham Minerals, Inc., Class A
|
| | | | 84,622 | | | | | | 2,623,282 | | |
Euronav NV |
| | | | 177,915 | | | | | | 3,100,091 | | |
Total Energy |
| | | | | | | | | | 5,723,373 | | |
Financials — 4.6% | | ||||||||||||
Cowen, Inc., Class A |
| | | | 99,985 | | | | | | 3,861,421 | | |
First Horizon Corp. |
| | | | 706,303 | | | | | | 17,311,486 | | |
Lakeland Bancorp, Inc. |
| | | | 251,819 | | | | | | 4,696,424 | | |
Total Financials |
| | | | | | | | | | 25,869,331 | | |
Health Care — 14.6% | | ||||||||||||
1Life Healthcare, Inc.*
|
| | | | 2,083,494 | | | | | | 35,627,747 | | |
Aerie Pharmaceuticals, Inc.*
|
| | | | 463,978 | | | | | | 7,061,745 | | |
EMIS Group PLC |
| | | | 152,148 | | | | | | 3,254,746 | | |
Epizyme, Inc.*(a)
|
| | | | 1,957,185 | | | | | | 39,144 | | |
LHC Group, Inc.*
|
| | | | 66,497 | | | | | | 11,111,649 | | |
Meridian Bioscience, Inc.*
|
| | | | 120,769 | | | | | | 3,860,985 | | |
Radius Health, Inc.*(a)
|
| | | | 177,390 | | | | | | — | | |
Signify Health, Inc., Class A*
|
| | | | 703,882 | | | | | | 20,574,471 | | |
Total Health Care |
| | | | | | | | | | 81,530,487 | | |
Industrials — 7.2% | | ||||||||||||
Atlantia SpA |
| | | | 550,991 | | | | | | 12,296,402 | | |
Atlas Air Worldwide Holdings, Inc.*
|
| | | | 145,372 | | | | | | 14,702,924 | | |
Hitachi Transport System Ltd. |
| | | | 67,384 | | | | | | 4,030,301 | | |
HomeServe PLC |
| | | | 431,818 | | | | | | 5,896,450 | | |
Kito Corp. |
| | | | 88,677 | | | | | | 1,620,987 | | |
Toyo Construction Co., Ltd. |
| | | | 311,736 | | | | | | 1,885,496 | | |
Total Industrials |
| | | | | | | | | | 40,432,560 | | |
Information Technology — 24.2% | | ||||||||||||
Black Knight, Inc.*
|
| | | | 163,089 | | | | | | 9,861,992 | | |
BTRS Holdings, Inc., Class 1*
|
| | | | 248,988 | | | | | | 2,350,447 | | |
ChannelAdvisor Corp.*
|
| | | | 125,159 | | | | | | 2,883,663 | | |
CyberOptics Corp.*
|
| | | | 23,915 | | | | | | 1,290,693 | | |
Evo Payments, Inc., Class A*
|
| | | | 149,418 | | | | | | 5,033,892 | | |
ironSource Ltd.*
|
| | | | 2,323,032 | | | | | | 7,503,393 | | |
Micro Focus International PLC |
| | | | 298,149 | | | | | | 1,784,328 | | |
MoneyGram International, Inc.*
|
| | | | 549,269 | | | | | | 5,816,759 | | |
Nearmap Ltd.*
|
| | | | 661,664 | | | | | | 871,590 | | |
Rogers Corp.*
|
| | | | 51,050 | | | | | | 12,013,597 | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks (continued) | | ||||||||||||
Information Technology (continued) | | ||||||||||||
Switch, Inc., Class A |
| | | | 410,033 | | | | | $ | 13,961,624 | | |
Tower Semiconductor Ltd.*
|
| | | | 119,409 | | | | | | 5,105,929 | | |
VMware, Inc., Class A |
| | | | 220,029 | | | | | | 24,759,863 | | |
Zendesk, Inc.*
|
| | | | 544,456 | | | | | | 41,754,331 | | |
Total Information Technology |
| | | | | | | | | | 134,992,101 | | |
Materials — 1.3% | | ||||||||||||
Resolute Forest Products, Inc.*
|
| | | | 272,945 | | | | | | 5,679,985 | | |
Yamana Gold, Inc. |
| | | | 325,268 | | | | | | 1,425,976 | | |
Total Materials |
| | | | | | | | | | 7,105,961 | | |
Real Estate — 8.5% | | ||||||||||||
iStar, Inc. |
| | | | 388,983 | | | | | | 4,076,542 | | |
Raysum Co., Ltd. |
| | | | 96,851 | | | | | | 1,047,777 | | |
STORE Capital Corp. |
| | | | 1,322,472 | | | | | | 42,054,610 | | |
Total Real Estate |
| | | | | | | | | | 47,178,929 | | |
Utilities — 1.0% | | ||||||||||||
South Jersey Industries, Inc. |
| | | | 157,801 | | | | | | 5,470,961 | | |
Total Common Stocks | | | | | | | | | | | | | |
(Cost $422,552,324) |
| | | | | | | | | | 411,855,656 | | |
Investment Companies — 7.2% | | ||||||||||||
U.S. Ultra Short Term Bond Funds — 7.2% | | ||||||||||||
iShares Short Treasury Bond ETF(b)
|
| | | | 183,710 | | | | | | 20,202,589 | | |
SPDR Bloomberg 1-3 Month T-Bill ETF
|
| | | | 220,661 | | | | | | 20,210,341 | | |
Total
U.S. Ultra Short Term Bond Funds |
| | | | | | | | | | 40,412,930 | | |
Total Investment Companies | | | | | | | | | | | | | |
(Cost $40,393,775) |
| | | | | | | | | | 40,412,930 | | |
Rights — 0.0%(c) | | ||||||||||||
Health Care — 0.0%(c) | | ||||||||||||
Supernus
Pharmaceuticals, Inc., expires 12/31/24*(a)
|
| | | | 333,265 | | | | | | 19,996 | | |
Supernus
Pharmaceuticals, Inc., expires 12/31/25*(a)
|
| | | | 333,265 | | | | | | 19,996 | | |
Total Rights | | | | | | | | | | | | | |
(Cost $0) |
| | | | | | | | | | 39,992 | | |
Short-Term Investments — 21.1% | | ||||||||||||
Money Market Funds — 21.1% | | ||||||||||||
Dreyfus Government Cash
Management Fund, Institutional Shares, 2.91%(d)(e)
|
| | | | 13,105,735 | | | | | | 13,105,735 | | |
Dreyfus
Institutional Preferred Government Money Market Fund, Institutional
Shares, 3.09%(d)
|
| | | | 104,859,175 | | | | | | 104,859,175 | | |
Total Short-Term Investments | | | | | | | | | | | | | |
(Cost $117,964,910) |
| | | | | | | | | | 117,964,910 | | |
Total Investments — 102.0% | | ||||||||||||
(Cost $580,911,009) |
| | | | | | | | | | 570,273,488 | | |
Other
Assets and Liabilities, Net — (2.0)% |
| | | | | | | | | | (11,384,796) | | |
Net Assets — 100.0% |
| | | | | | | | | $ | 558,924,692 | | |
|
Total Return Swap contracts outstanding
at October 31, 2022: |
| |||||||||||||||||||||||||||
Total Return Benchmark |
| |
Counterparty
|
| |
Floating Rate(f) |
| |
Expiration Date |
| |
Payment Frequency |
| |
Notional Amount Long/ (Short) |
| |
Value/ Unrealized Appreciation/ (Depreciation)(g) |
| |||||||||
iShares Expanded
Tech-Software Sector ETF |
| |
Morgan Stanley
|
| |
1-Day FEDEF – 1.00% |
| | | | 2/03/2023 | | | |
Monthly |
| | | $ | (4,233,967) | | | | | $ | — | | |
iShares Expanded
Tech-Software Sector ETF |
| |
Merrill Lynch |
| |
1-Day-FEDEF |
| | | | 2/28/2023 | | | |
Monthly |
| | | | (4,233,967) | | | | | | — | | |
iShares MSCI Emerging Markets ETF
|
| |
Morgan Stanley
|
| |
1-Day FEDEF – 0.35% |
| | | | 2/03/2023 | | | |
Monthly |
| | | | (715,904) | | | | | | — | | |
iShares MSCI Emerging Markets ETF
|
| |
Merrill Lynch |
| |
1-Day-FEDEF |
| | | | 2/28/2023 | | | |
Monthly |
| | | | (715,904) | | | | | | — | | |
iShares Semiconductor ETF |
| |
Morgan Stanley
|
| |
1-Day FEDEF – 2.53% |
| | | | 2/03/2023 | | | |
Monthly |
| | | | (11,515,929) | | | | | | — | | |
iShares U.S. Financial Services ETF
|
| |
Morgan Stanley
|
| |
1-Day FEDEF – 0.83% |
| | | | 2/03/2023 | | | |
Monthly |
| | | | (1,186,095) | | | | | | — | | |
iShares U.S. Financial Services ETF
|
| |
Merrill Lynch |
| |
1-Day-FEDEF |
| | | | 2/28/2023 | | | |
Monthly |
| | | | (1,186,095) | | | | | | — | | |
SPDR S&P Oil &
Gas Exploration & Production ETF |
| |
Morgan Stanley
|
| |
1-Day FEDEF – 1.63% |
| | | | 2/03/2023 | | | |
Monthly |
| | | | (2,931,395) | | | | | | — | | |
SPDR S&P Oil &
Gas Exploration & Production ETF |
| |
Merrill Lynch |
| |
1-Day-FEDEF |
| | | | 2/28/2023 | | | |
Monthly |
| | | | (2,931,395) | | | | | | — | | |
SPDR S&P Regional Banking ETF
|
| |
Morgan Stanley
|
| |
1-Day FEDEF – 0.75% |
| | | | 2/03/2023 | | | |
Monthly |
| | | | (2,168,545) | | | | | | — | | |
SPDR S&P Regional Banking ETF
|
| |
Merrill Lynch |
| |
1-Day-FEDEF |
| | | | 2/28/2023 | | | |
Monthly |
| | | | (2,168,545) | | | | | | — | | |
Vanguard FTSE Europe ETF |
| |
Morgan Stanley
|
| |
1-Day FEDEF |
| | | | 2/03/2023 | | | |
Monthly |
| | | | (420,686) | | | | | | — | | |
Vanguard FTSE Europe ETF |
| |
Merrill Lynch |
| |
1-Day-FEDEF |
| | | | 2/28/2023 | | | |
Monthly |
| | | | (420,686) | | | | | | — | | |
Vanguard Real Estate ETF |
| |
Morgan Stanley
|
| |
1-Day FEDEF – 0.15% |
| | | | 2/03/2023 | | | |
Monthly |
| | | | (1,846,388) | | | | | | — | | |
Vanguard Real Estate ETF |
| |
Merrill Lynch |
| |
1-Day-FEDEF |
| | | | 2/28/2023 | | | |
Monthly |
| | | | (1,846,388) | | | | | | — | | |
| | | | | | | | | | | | | | | | | | | | | | | | | $ | — | | |
Description |
| |
Level 1
|
| |
Level 2
|
| |
Level 3
|
| |
Total |
| ||||||||||||
Asset Valuation Inputs | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments in Securities:(h) | | | | | | | | | | | | | | | | | | | | | | | | | |
Common Stocks |
| | | $ | 411,816,512 | | | | | $ | — | | | | | $ | 39,144(i) | | | | | $ | 411,855,656 | | |
Investment Companies |
| | | | 40,412,930 | | | | | | — | | | | | | — | | | | | | 40,412,930 | | |
Rights |
| | | | — | | | | | | — | | | | | | 39,992(i) | | | | | | 39,992 | | |
Short-Term Investments: | | | | | | | | | | | | | | | | | | | | | | | | | |
Money Market Funds |
| | | | 117,964,910 | | | | | | — | | | | | | — | | | | | | 117,964,910 | | |
Total Investments in Securities |
| | | | 570,194,352 | | | | | | — | | | | | | 79,136 | | | | | | 570,273,488 | | |
Other Financial Instruments:(i) | | | | | | | | | | | | | | | | | | | | | | | | | |
Swap Contracts |
| | | | — | | | | | | — | | | | | | — | | | | | | — | | |
Total Investments in Securities and Other
Financial Instruments |
| | | $ | 570,194,352 | | | | | $ | — | | | | | $ | 79,136 | | | | | $ | 570,273,488 | | |
Liability Valuation Inputs | | | | | | | | | | | | | | | | | | | | | | | | | |
Description | | | | | | | | | | | | | | | | | | | | | | | | | |
Other Financial Instruments:(j) | | | | | | | | | | | | | | | | | | | | | | | | | |
Swap Contracts |
| | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | — | | |
| | |
Shares at 04/30/2022 |
| |
Value ($) at 04/30/2022 |
| |
Purchases Cost ($) |
| |
Sales Proceeds ($) |
| |
Net Realized Gain/(Loss) ($) |
| |
Net Change in Unrealized Appreciation/ (Depreciation) ($) |
| |
Income Distributions ($) |
| |
Capital Gain Distributions ($) |
| |
Shares at 10/31/2022 |
| |
Value ($) at 10/31/2022 |
| ||||||||||||||||||||||||||||||
IQ Ultra Short Duration ETF |
| | | | 1 | | | | | | 48 | | | | | | 4,302,697 | | | | | | (4,275,965) | | | | | | (26,780) | | | | | | — | | | | | | 14,616 | | | | | | — | | | | | | — | | | | | | — | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks — 99.5% | | ||||||||||||
Australia — 12.3% | | ||||||||||||
Australian Agricultural Co., Ltd.*
|
| | | | 10,300 | | | | | $ | 11,526 | | |
BHP Group Ltd. |
| | | | 57,720 | | | | | | 1,378,926 | | |
Evolution Mining Ltd. |
| | | | 20,903 | | | | | | 27,802 | | |
Fortescue Metals Group Ltd. |
| | | | 35,085 | | | | | | 329,797 | | |
Glencore PLC |
| | | | 150,044 | | | | | | 862,898 | | |
Gold Road Resources Ltd. |
| | | | 10,061 | | | | | | 8,717 | | |
IGO Ltd. |
| | | | 8,631 | | | | | | 84,387 | | |
Iluka Resources Ltd. |
| | | | 4,820 | | | | | | 26,661 | | |
Inghams Group Ltd. |
| | | | 6,345 | | | | | | 10,265 | | |
Mineral Resources Ltd. |
| | | | 2,145 | | | | | | 100,307 | | |
Newcrest Mining Ltd. |
| | | | 10,160 | | | | | | 112,720 | | |
Northern Star Resources Ltd. |
| | | | 13,266 | | | | | | 74,141 | | |
OceanaGold Corp.*
|
| | | | 8,062 | | | | | | 11,703 | | |
OZ Minerals Ltd. |
| | | | 3,817 | | | | | | 58,994 | | |
Perseus Mining Ltd. |
| | | | 14,072 | | | | | | 16,422 | | |
Ramelius Resources Ltd. |
| | | | 9,891 | | | | | | 4,649 | | |
Regis Resources Ltd. |
| | | | 8,607 | | | | | | 8,393 | | |
Rio Tinto PLC |
| | | | 18,572 | | | | | | 970,136 | | |
Silver Lake Resources Ltd.*
|
| | | | 10,608 | | | | | | 7,529 | | |
South32 Ltd. |
| | | | 52,863 | | | | | | 121,692 | | |
Woodside Energy Group Ltd. |
| | | | 11,036 | | | | | | 253,910 | | |
Total Australia |
| | | | | | | | | | 4,481,575 | | |
Austria — 0.3% | | ||||||||||||
OMV AG |
| | | | 1,271 | | | | | | 58,589 | | |
voestalpine AG |
| | | | 2,048 | | | | | | 44,490 | | |
Total Austria |
| | | | | | | | | | 103,079 | | |
Brazil — 1.0% | | ||||||||||||
Wheaton Precious Metals Corp. |
| | | | 5,162 | | | | | | 168,667 | | |
Yara International ASA |
| | | | 4,351 | | | | | | 194,180 | | |
Total Brazil |
| | | | | | | | | | 362,847 | | |
Burkina Faso — 0.2% | | ||||||||||||
Endeavour Mining PLC |
| | | | 2,851 | | | | | | 49,762 | | |
IAMGOLD Corp.*
|
| | | | 5,460 | | | | | | 8,006 | | |
Total Burkina Faso |
| | | | | | | | | | 57,768 | | |
Canada — 8.6% | | ||||||||||||
Agnico Eagle Mines Ltd. |
| | | | 2,781 | | | | | | 122,184 | | |
Alamos Gold, Inc., Class A |
| | | | 4,486 | | | | | | 35,354 | | |
B2Gold Corp. |
| | | | 12,097 | | | | | | 36,893 | | |
Barrick Gold Corp. |
| | | | 20,369 | | | | | | 305,972 | | |
Canadian Natural Resources Ltd. |
| | | | 4,509 | | | | | | 270,100 | | |
Canfor Corp.*
|
| | | | 2,222 | | | | | | 33,345 | | |
Cenovus Energy, Inc.(a)
|
| | | | 7,691 | | | | | | 155,280 | | |
Dundee Precious Metals, Inc. |
| | | | 2,186 | | | | | | 9,904 | | |
Enbridge, Inc. |
| | | | 7,857 | | | | | | 305,744 | | |
Equinox Gold Corp.*
|
| | | | 3,467 | | | | | | 11,412 | | |
First Majestic Silver Corp. |
| | | | 2,979 | | | | | | 25,028 | | |
Imperial Oil Ltd. |
| | | | 2,596 | | | | | | 141,043 | | |
K92 Mining, Inc.*
|
| | | | 2,547 | | | | | | 11,558 | | |
Kinross Gold Corp. |
| | | | 14,809 | | | | | | 53,632 | | |
Lundin Gold, Inc. |
| | | | 2,672 | | | | | | 19,275 | | |
Maple Leaf Foods, Inc. |
| | | | 2,142 | | | | | | 31,705 | | |
New Gold, Inc.*
|
| | | | 7,798 | | | | | | 7,032 | | |
Nutrien Ltd. |
| | | | 9,461 | | | | | | 798,399 | | |
Osisko Gold Royalties Ltd. |
| | | | 1,903 | | | | | | 20,382 | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks (continued) | | ||||||||||||
Canada (continued) | | ||||||||||||
Pan American Silver Corp. |
| | | | 2,410 | | | | | $ | 38,428 | | |
Pembina Pipeline Corp. |
| | | | 2,135 | | | | | | 70,402 | | |
Sandstorm Gold Ltd. |
| | | | 2,196 | | | | | | 10,802 | | |
SSR Mining, Inc. |
| | | | 2,432 | | | | | | 33,448 | | |
Suncor Energy, Inc. |
| | | | 5,551 | | | | | | 190,697 | | |
TC Energy Corp. |
| | | | 3,806 | | | | | | 166,967 | | |
Torex Gold Resources, Inc.*
|
| | | | 982 | | | | | | 6,681 | | |
Wesdome Gold Mines Ltd.*
|
| | | | 1,624 | | | | | | 9,727 | | |
West Fraser Timber Co., Ltd. |
| | | | 1,886 | | | | | | 141,431 | | |
Yamana Gold, Inc. |
| | | | 10,988 | | | | | | 48,171 | | |
Total Canada |
| | | | | | | | | | 3,110,996 | | |
Chile — 0.5% | | ||||||||||||
Antofagasta PLC |
| | | | 11,308 | | | | | | 153,043 | | |
Lundin Mining Corp. |
| | | | 8,423 | | | | | | 44,090 | | |
Total Chile |
| | | | | | | | | | 197,133 | | |
China — 3.8% | | ||||||||||||
China Hongqiao Group Ltd. |
| | | | 105,918 | | | | | | 75,156 | | |
China Petroleum &
Chemical Corp., Class H |
| | | | 469,521 | | | | | | 185,419 | | |
CMOC Group Ltd., Class H |
| | | | 245,516 | | | | | | 79,130 | | |
COFCO Joycome Foods Ltd.*
|
| | | | 66,950 | | | | | | 14,073 | | |
Dali Foods Group Co., Ltd. |
| | | | 234,962 | | | | | | 96,680 | | |
Guangdong Investment Ltd. |
| | | | 57,292 | | | | | | 36,128 | | |
MMG Ltd.*
|
| | | | 98,880 | | | | | | 19,524 | | |
PetroChina Co., Ltd., Class H
|
| | | | 709,765 | | | | | | 271,253 | | |
Southern Energy Holdings Group Ltd.*(b)
|
| | | | 53,183 | | | | | | — | | |
Wilmar International Ltd. |
| | | | 107,912 | | | | | | 295,879 | | |
Zhaojin
Mining Industry Co., Ltd., Class H* |
| | | | 37,431 | | | | | | 30,899 | | |
Zijin Mining Group Co., Ltd.,
Class H |
| | | | 300,223 | | | | | | 286,843 | | |
Total China |
| | | | | | | | | | 1,390,984 | | |
Denmark — 0.3% | | ||||||||||||
Chr Hansen Holding A/S |
| | | | 2,263 | | | | | | 125,700 | | |
Egypt — 0.0%(c) | | ||||||||||||
Centamin PLC |
| | | | 13,238 | | | | | | 13,522 | | |
Finland — 2.1% | | ||||||||||||
Metso Outotec OYJ |
| | | | 9,493 | | | | | | 72,075 | | |
Neste OYJ |
| | | | 2,984 | | | | | | 130,769 | | |
Stora Enso OYJ, Class R |
| | | | 14,094 | | | | | | 183,734 | | |
UPM-Kymmene OYJ |
| | | | 9,533 | | | | | | 319,497 | | |
Valmet OYJ(a)
|
| | | | 2,671 | | | | | | 60,796 | | |
Total Finland |
| | | | | | | | | | 766,871 | | |
France — 1.9% | | ||||||||||||
TotalEnergies SE |
| | | | 10,007 | | | | | | 544,961 | | |
Veolia Environnement SA |
| | | | 6,032 | | | | | | 134,675 | | |
Total France |
| | | | | | | | | | 679,636 | | |
Germany — 0.2% | | ||||||||||||
Aurubis AG |
| | | | 500 | | | | | | 31,588 | | |
Suedzucker AG |
| | | | 3,510 | | | | | | 44,751 | | |
Uniper SE(a)
|
| | | | 1,422 | | | | | | 4,261 | | |
Total Germany |
| | | | | | | | | | 80,600 | | |
|
| | |
Shares |
| |
Value |
| ||||||
Common Stocks (continued) | | ||||||||||||
Hong Kong — 0.1% | | ||||||||||||
Vitasoy International Holdings Ltd.*(a)
|
| | | | 18,358 | | | | | $ | 31,338 | | |
Indonesia — 0.2% | | ||||||||||||
Golden Agri-Resources Ltd. |
| | | | 217,577 | | | | | | 44,589 | | |
Nickel Industries Ltd. |
| | | | 29,913 | | | | | | 13,963 | | |
Total Indonesia |
| | | | | | | | | | 58,552 | | |
Ireland — 0.7% | | ||||||||||||
Kerry Group PLC, Class A |
| | | | 3,039 | | | | | | 264,316 | | |
Italy — 0.6% | | ||||||||||||
Eni SpA |
| | | | 13,879 | | | | | | 181,809 | | |
Interpump Group SpA |
| | | | 934 | | | | | | 36,168 | | |
Total Italy |
| | | | | | | | | | 217,977 | | |
Japan — 3.1% | | ||||||||||||
Ajinomoto Co., Inc. |
| | | | 9,231 | | | | | | 254,383 | | |
Itoham Yonekyu Holdings, Inc. |
| | | | 5,006 | | | | | | 22,397 | | |
JFE Holdings, Inc. |
| | | | 6,588 | | | | | | 60,413 | | |
Kagome Co., Ltd. |
| | | | 1,519 | | | | | | 30,393 | | |
Kewpie Corp. |
| | | | 2,385 | | | | | | 37,692 | | |
Kikkoman Corp. |
| | | | 3,286 | | | | | | 178,631 | | |
NH Foods Ltd. |
| | | | 1,754 | | | | | | 41,833 | | |
Nichirei Corp. |
| | | | 2,238 | | | | | | 34,842 | | |
Nippon Steel Corp. |
| | | | 10,536 | | | | | | 144,783 | | |
Nisshin Seifun Group, Inc. |
| | | | 5,101 | | | | | | 55,185 | | |
Oji Holdings Corp. |
| | | | 17,669 | | | | | | 61,340 | | |
Prima Meat Packers Ltd. |
| | | | 861 | | | | | | 11,394 | | |
S Foods, Inc. |
| | | | 542 | | | | | | 9,937 | | |
Sumitomo Metal Mining Co., Ltd. |
| | | | 3,145 | | | | | | 88,488 | | |
Toyo Suisan Kaisha Ltd. |
| | | | 1,751 | | | | | | 65,735 | | |
Yamazaki Baking Co., Ltd. |
| | | | 3,652 | | | | | | 37,224 | | |
Total Japan |
| | | | | | | | | | 1,134,670 | | |
Kyrgyzstan — 0.0%(c) | | ||||||||||||
Centerra Gold, Inc. |
| | | | 3,402 | | | | | | 15,787 | | |
Luxembourg — 0.6% | | ||||||||||||
ArcelorMittal SA |
| | | | 10,444 | | | | | | 233,852 | | |
Mexico — 0.2% | | ||||||||||||
Fresnillo PLC |
| | | | 8,453 | | | | | | 70,949 | | |
Mongolia — 0.1% | | ||||||||||||
Turquoise Hill Resources Ltd.*
|
| | | | 1,706 | | | | | | 47,976 | | |
Netherlands — 2.6% | | ||||||||||||
OCI NV |
| | | | 3,614 | | | | | | 138,303 | | |
Shell PLC |
| | | | 29,427 | | | | | | 814,490 | | |
Total Netherlands |
| | | | | | | | | | 952,793 | | |
New Zealand — 0.1% | | ||||||||||||
Fletcher Building Ltd. |
| | | | 14,228 | | | | | | 42,486 | | |
Norway — 1.7% | | ||||||||||||
Equinor ASA |
| | | | 12,437 | | | | | | 454,985 | | |
Norsk Hydro ASA |
| | | | 23,374 | | | | | | 148,335 | | |
Total Norway |
| | | | | | | | | | 603,320 | | |
|
| | |
Shares |
| |
Value |
| ||||||
Common Stocks (continued) | | ||||||||||||
Peru — 1.2% | | ||||||||||||
Hochschild Mining PLC |
| | | | 5,895 | | | | | $ | 3,621 | | |
Southern Copper Corp.(a)
|
| | | | 8,847 | | | | | | 415,544 | | |
Total Peru |
| | | | | | | | | | 419,165 | | |
Singapore — 0.2% | | ||||||||||||
Olam Group Ltd. |
| | | | 64,811 | | | | | | 61,372 | | |
South Africa — 1.3% | | ||||||||||||
Anglo American PLC |
| | | | 15,342 | | | | | | 460,763 | | |
Spain — 0.4% | | ||||||||||||
Befesa SA |
| | | | 459 | | | | | | 15,941 | | |
Ebro Foods SA |
| | | | 2,644 | | | | | | 41,236 | | |
Repsol SA |
| | | | 5,685 | | | | | | 77,230 | | |
Total Spain |
| | | | | | | | | | 134,407 | | |
Sweden — 0.7% | | ||||||||||||
AAK AB |
| | | | 4,448 | | | | | | 64,806 | | |
Boliden AB |
| | | | 3,138 | | | | | | 91,325 | | |
Holmen AB, B Shares |
| | | | 2,895 | | | | | | 104,949 | | |
Total Sweden |
| | | | | | | | | | 261,080 | | |
Switzerland — 0.1% | | ||||||||||||
Bell Food Group AG |
| | | | 107 | | | | | | 26,088 | | |
Turkey — 0.0%(c) | | ||||||||||||
Eldorado Gold Corp.*
|
| | | | 2,092 | | | | | | 11,671 | | |
Ukraine — 0.0%(c) | | ||||||||||||
Ferrexpo PLC |
| | | | 6,742 | | | | | | 7,925 | | |
United Kingdom — 2.7% | | ||||||||||||
Associated British Foods PLC |
| | | | 13,587 | | | | | | 211,106 | | |
BP PLC |
| | | | 75,324 | | | | | | 416,101 | | |
Cranswick PLC |
| | | | 912 | | | | | | 31,228 | | |
Greggs PLC |
| | | | 1,746 | | | | | | 40,567 | | |
Severn Trent PLC |
| | | | 2,198 | | | | | | 63,342 | | |
Spirax-Sarco Engineering PLC |
| | | | 646 | | | | | | 79,955 | | |
Tate & Lyle PLC |
| | | | 6,846 | | | | | | 55,254 | | |
United Utilities Group PLC |
| | | | 5,988 | | | | | | 64,765 | | |
Total United Kingdom |
| | | | | | | | | | 962,318 | | |
United States — 51.3% | | ||||||||||||
Alcoa Corp. |
| | | | 2,110 | | | | | | 82,353 | | |
American Water Works Co., Inc. |
| | | | 1,592 | | | | | | 231,381 | | |
Archer-Daniels-Midland Co. |
| | | | 9,644 | | | | | | 935,275 | | |
Armstrong World Industries, Inc.
|
| | | | 839 | | | | | | 63,403 | | |
ATI, Inc.*
|
| | | | 1,458 | | | | | | 43,390 | | |
B&G Foods, Inc.(a)
|
| | | | 1,176 | | | | | | 19,263 | | |
Baker Hughes Co. |
| | | | 3,697 | | | | | | 102,259 | | |
Boise Cascade Co. |
| | | | 701 | | | | | | 46,806 | | |
Builders FirstSource, Inc.*
|
| | | | 3,153 | | | | | | 194,414 | | |
Bunge Ltd. |
| | | | 2,448 | | | | | | 241,618 | | |
Campbell Soup Co. |
| | | | 5,175 | | | | | | 273,809 | | |
Cheniere Energy, Inc. |
| | | | 987 | | | | | | 174,117 | | |
Chevron Corp. |
| | | | 7,551 | | | | | | 1,365,976 | | |
Cleveland-Cliffs, Inc.*(a)
|
| | | | 6,001 | | | | | | 77,953 | | |
Coeur Mining, Inc.*
|
| | | | 2,939 | | | | | | 11,109 | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks (continued) | | ||||||||||||
United States (continued) | | ||||||||||||
Commercial Metals Co. |
| | | | 1,390 | | | | | $ | 63,245 | | |
Conagra Brands, Inc. |
| | | | 8,229 | | | | | | 302,004 | | |
ConocoPhillips |
| | | | 5,024 | | | | | | 633,476 | | |
Continental Resources, Inc. |
| | | | 1,412 | | | | | | 104,446 | | |
Coterra Energy, Inc. |
| | | | 3,145 | | | | | | 97,904 | | |
Devon Energy Corp. |
| | | | 2,576 | | | | | | 199,254 | | |
Diamondback Energy, Inc. |
| | | | 688 | | | | | | 108,092 | | |
Dover Corp. |
| | | | 1,263 | | | | | | 165,061 | | |
Ecolab, Inc. |
| | | | 2,507 | | | | | | 393,775 | | |
EOG Resources, Inc. |
| | | | 2,270 | | | | | | 309,900 | | |
Essential Utilities, Inc. |
| | | | 2,216 | | | | | | 97,992 | | |
Exxon Mobil Corp. |
| | | | 16,414 | | | | | | 1,818,835 | | |
Flowers Foods, Inc. |
| | | | 3,628 | | | | | | 104,160 | | |
FMC Corp. |
| | | | 2,160 | | | | | | 256,824 | | |
Freeport-McMoRan, Inc. |
| | | | 16,647 | | | | | | 527,543 | | |
General Mills, Inc. |
| | | | 10,331 | | | | | | 842,803 | | |
Graco, Inc. |
| | | | 1,483 | | | | | | 103,187 | | |
Hain Celestial Group, Inc. (The)*(a)
|
| | | | 1,567 | | | | | | 29,319 | | |
Halliburton Co. |
| | | | 3,484 | | | | | | 126,887 | | |
Hecla Mining Co. |
| | | | 6,160 | | | | | | 28,151 | | |
Hess Corp. |
| | | | 1,202 | | | | | | 169,578 | | |
Hormel Foods Corp. |
| | | | 9,349 | | | | | | 434,261 | | |
IDEX Corp. |
| | | | 667 | | | | | | 148,281 | | |
Ingredion, Inc. |
| | | | 1,144 | | | | | | 101,953 | | |
International Paper Co. |
| | | | 6,687 | | | | | | 224,750 | | |
J&J Snack Foods Corp. |
| | | | 328 | | | | | | 48,416 | | |
Kellogg Co. |
| | | | 5,823 | | | | | | 447,323 | | |
Kinder Morgan, Inc. |
| | | | 8,791 | | | | | | 159,293 | | |
Kraft Heinz Co. (The) |
| | | | 21,011 | | | | | | 808,293 | | |
Louisiana-Pacific Corp. |
| | | | 1,535 | | | | | | 86,958 | | |
Marathon Petroleum Corp. |
| | | | 2,165 | | | | | | 245,987 | | |
Mondelez International, Inc.,
Class A |
| | | | 23,816 | | | | | | 1,464,208 | | |
Mosaic Co. (The) |
| | | | 6,318 | | | | | | 339,593 | | |
Mueller Industries, Inc. |
| | | | 655 | | | | | | 41,029 | | |
Newmont Corp. |
| | | | 9,069 | | | | | | 383,800 | | |
Nucor Corp. |
| | | | 3,076 | | | | | | 404,125 | | |
Occidental Petroleum Corp. |
| | | | 3,632 | | | | | | 263,683 | | |
ONEOK, Inc. |
| | | | 1,729 | | | | | | 102,564 | | |
Pentair PLC |
| | | | 1,447 | | | | | | 62,149 | | |
Phillips 66 |
| | | | 1,863 | | | | | | 194,292 | | |
Pilgrim’s Pride Corp.*(a)
|
| | | | 4,183 | | | | | | 96,418 | | |
Pioneer Natural Resources Co. |
| | | | 942 | | | | | | 241,538 | | |
Post Holdings, Inc.*
|
| | | | 1,062 | | | | | | 96,026 | | |
Reliance Steel & Aluminum Co.
|
| | | | 706 | | | | | | 142,245 | | |
Schlumberger NV |
| | | | 5,480 | | | | | | 285,124 | | |
Seaboard Corp. |
| | | | 20 | | | | | | 74,928 | | |
Simpson Manufacturing Co., Inc. |
| | | | 773 | | | | | | 66,076 | | |
Steel Dynamics, Inc. |
| | | | 2,188 | | | | | | 205,781 | | |
Tyson Foods, Inc., Class A |
| | | | 6,098 | | | | | | 416,798 | | |
UFP Industries, Inc. |
| | | | 1,108 | | | | | | 78,923 | | |
United States Steel Corp. |
| | | | 2,982 | | | | | | 60,714 | | |
Valero Energy Corp. |
| | | | 1,588 | | | | | | 199,373 | | |
Watts Water Technologies, Inc.,
Class A |
| | | | 293 | | | | | | 42,884 | | |
Williams Cos., Inc. (The) |
| | | | 4,720 | | | | | | 154,486 | | |
Xylem, Inc. |
| | | | 1,576 | | | | | | 161,430 | | |
Total United States |
| | | | | | | | | | 18,629,264 | | |
|
| | |
Shares |
| |
Value |
| ||||||
Common Stocks (continued) | | ||||||||||||
Zambia — 0.4% | | ||||||||||||
First Quantum Minerals Ltd. |
| | | | 7,911 | | | | | $ | 139,365 | | |
Total Common Stocks | | | | | | | | | | | | | |
(Cost $35,407,308) |
| | | | | | | | | | 36,158,145 | | |
Short-Term Investments — 0.3% | | ||||||||||||
Money Market Funds — 0.3% | | ||||||||||||
Dreyfus Government Cash
Management Fund, Institutional Shares, 2.91%(d)(e) |
| | | | 26,704 | | | | | | 26,704 | | |
Dreyfus
Institutional Preferred Government Money Market Fund, Institutional
Shares, 3.09%(d)
|
| | | | 85,043 | | | | | | 85,043 | | |
Total Short-Term Investments | | | | | | | | | | | | | |
(Cost $111,747) |
| | | | | | | | | | 111,747 | | |
Total Investments — 99.8% | | | | ||||||||||
(Cost $35,519,055) |
| | | | | | | | | | 36,269,892 | | |
Other
Assets and Liabilities, Net — 0.2% |
| | | | | | | | | | 64,425 | | |
Net Assets — 100.0% |
| | | | | | | | | $ | 36,334,317 | | |
|
Description |
| |
Level 1
|
| |
Level 2
|
| |
Level 3
|
| |
Total |
| ||||||||||||
Asset Valuation Inputs | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments in Securities:(f) | | | | | | | | | | | | | | | | | | | | | | | | | |
Common Stocks |
| | | $ | 36,158,145 | | | | | $ | — | | | | | $ | 0(g) | | | | | $ | 36,158,145 | | |
Short-Term Investments: | | | | | | | | | | | | | | | | | | | | | | | | | |
Money Market Funds |
| | | | 111,747 | | | | | | — | | | | | | — | | | | | | 111,747 | | |
Total Investments in Securities |
| | | $ | 36,269,892 | | | | | $ | — | | | | | $ | — | | | | | $ | 36,269,892 | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks — 99.9% | | ||||||||||||
Data Center — 14.4% | | ||||||||||||
Digital Realty Trust, Inc. |
| | | | 12,214 | | | | | $ | 1,224,454 | | |
Equinix, Inc. |
| | | | 2,310 | | | | | | 1,308,476 | | |
Iron Mountain, Inc. |
| | | | 23,543 | | | | | | 1,178,798 | | |
Keppel DC REIT |
| | | | 138,578 | | | | | | 172,353 | | |
Total Data Center |
| | | | | | | | | | 3,884,081 | | |
Data Center Property Owners — 0.6% | | ||||||||||||
DigitalBridge Group, Inc. |
| | | | 13,275 | | | | | | 169,920 | | |
Health Care — 12.1% | | ||||||||||||
Aedifica SA |
| | | | 1,073 | | | | | | 81,870 | | |
Alexandria Real Estate Equities, Inc.
|
| | | | 4,413 | | | | | | 641,209 | | |
Assura PLC |
| | | | 79,627 | | | | | | 51,294 | | |
CareTrust REIT, Inc. |
| | | | 2,624 | | | | | | 49,016 | | |
Chartwell Retirement Residences |
| | | | 6,347 | | | | | | 36,759 | | |
Cofinimmo SA |
| | | | 868 | | | | | | 72,020 | | |
Community Healthcare Trust, Inc.
|
| | | | 677 | | | | | | 23,424 | | |
Global Medical REIT, Inc. |
| | | | 1,766 | | | | | | 16,141 | | |
Healthcare Realty Trust, Inc. |
| | | | 10,292 | | | | | | 209,237 | | |
Healthpeak Properties, Inc. |
| | | | 14,593 | | | | | | 346,292 | | |
LTC Properties, Inc. |
| | | | 1,095 | | | | | | 42,344 | | |
Medical Properties Trust, Inc.(a)
|
| | | | 16,200 | | | | | | 185,490 | | |
National Health Investors, Inc. |
| | | | 1,207 | | | | | | 68,437 | | |
NorthWest Healthcare
Properties Real Estate Investment Trust |
| | | | 6,435 | | | | | | 50,667 | | |
Parkway
Life Real Estate Investment Trust |
| | | | 16,223 | | | | | | 45,857 | | |
Primary Health Properties PLC |
| | | | 35,962 | | | | | | 46,001 | | |
Sabra Health Care REIT, Inc. |
| | | | 6,246 | | | | | | 85,320 | | |
Universal Health Realty Income Trust
|
| | | | 372 | | | | | | 18,105 | | |
Ventas, Inc. |
| | | | 10,810 | | | | | | 422,995 | | |
Welltower, Inc. |
| | | | 12,531 | | | | | | 764,892 | | |
Total Health Care |
| | | | | | | | | | 3,257,370 | | |
Industrial — 34.3% | | ||||||||||||
Advance Logistics Investment Corp.
|
| | | | 34 | | | | | | 33,260 | | |
Americold Realty Trust, Inc. |
| | | | 15,143 | | | | | | 367,218 | | |
CRE Logistics REIT, Inc. |
| | | | 32 | | | | | | 44,049 | | |
Dream Industrial Real
Estate Investment Trust |
| | | | 14,330 | | | | | | 115,035 | | |
EastGroup Properties, Inc. |
| | | | 2,449 | | | | | | 383,734 | | |
ESR-LOGOS REIT |
| | | | 374,283 | | | | | | 89,927 | | |
First Industrial Realty Trust, Inc.
|
| | | | 7,425 | | | | | | 353,653 | | |
Frasers Logistics & Commercial Trust
|
| | | | 206,958 | | | | | | 160,875 | | |
GLP J-Reit |
| | | | 251 | | | | | | 260,229 | | |
Granite Real Estate Investment Trust
|
| | | | 3,673 | | | | | | 187,467 | | |
Indus Realty Trust, Inc. |
| | | | 571 | | | | | | 29,572 | | |
Industrial &
Infrastructure Fund Investment Corp. |
| | | | 116 | | | | | | 122,528 | | |
Industrial Logistics Properties Trust
|
| | | | 3,665 | | | | | | 17,152 | | |
Innovative Industrial Properties, Inc.
|
| | | | 1,573 | | | | | | 170,041 | | |
Japan Logistics Fund, Inc. |
| | | | 52 | | | | | | 111,427 | | |
LaSalle Logiport REIT |
| | | | 101 | | | | | | 107,839 | | |
LondonMetric Property PLC |
| | | | 54,853 | | | | | | 118,036 | | |
LXP Industrial Trust |
| | | | 15,735 | | | | | | 152,315 | | |
Mapletree Industrial Trust |
| | | | 151,470 | | | | | | 235,484 | | |
Mapletree Logistics Trust |
| | | | 268,907 | | | | | | 288,841 | | |
Mitsubishi
Estate Logistics REIT Investment Corp. |
| | | | 25 | | | | | | 74,007 | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks (continued) | | ||||||||||||
Industrial (continued) | | ||||||||||||
Mitsui Fudosan Logistics Park, Inc.
|
| | | | 33 | | | | | $ | 109,456 | | |
Montea NV |
| | | | 919 | | | | | | 62,763 | | |
Nippon Prologis REIT, Inc. |
| | | | 150 | | | | | | 314,361 | | |
Plymouth Industrial REIT, Inc. |
| | | | 2,256 | | | | | | 41,601 | | |
Prologis, Inc. |
| | | | 28,579 | | | | | | 3,165,124 | | |
Rexford Industrial Realty, Inc. |
| | | | 9,617 | | | | | | 531,628 | | |
Segro PLC |
| | | | 67,861 | | | | | | 613,331 | | |
SOSiLA Logistics REIT, Inc. |
| | | | 39 | | | | | | 37,390 | | |
STAG Industrial, Inc. |
| | | | 10,075 | | | | | | 318,269 | | |
Summit Industrial Income REIT |
| | | | 10,664 | | | | | | 136,109 | | |
Terreno Realty Corp. |
| | | | 4,247 | | | | | | 242,674 | | |
Tritax Big Box REIT PLC |
| | | | 104,888 | | | | | | 169,429 | | |
Urban Logistics REIT PLC |
| | | | 26,399 | | | | | | 39,969 | | |
Warehouse REIT PLC |
| | | | 23,765 | | | | | | 32,834 | | |
Total Industrial |
| | | | | | | | | | 9,237,627 | | |
Infrastructure (Tower) — 17.3% | | ||||||||||||
American Tower Corp. |
| | | | 9,068 | | | | | | 1,878,799 | | |
Crown Castle, Inc. |
| | | | 10,407 | | | | | | 1,386,837 | | |
SBA Communications Corp. |
| | | | 4,595 | | | | | | 1,240,191 | | |
Uniti Group, Inc. |
| | | | 19,216 | | | | | | 149,116 | | |
Total Infrastructure (Tower) |
| | | | | | | | | | 4,654,943 | | |
Manufactured Homes — 3.0% | | ||||||||||||
Equity LifeStyle Properties, Inc.
|
| | | | 5,032 | | | | | | 321,846 | | |
Sun Communities, Inc. |
| | | | 3,335 | | | | | | 449,725 | | |
UMH Properties, Inc. |
| | | | 1,485 | | | | | | 26,047 | | |
Total Manufactured Homes |
| | | | | | | | | | 797,618 | | |
Multi-Family Residential — 14.6% | | ||||||||||||
Advance Residence
Investment Corp. |
| | | | 38 | | | | | | 88,458 | | |
Apartment Income REIT Corp. |
| | | | 4,170 | | | | | | 160,253 | | |
Apartment
Investment and Management Co., Class A |
| | | | 4,100 | | | | | | 32,554 | | |
AvalonBay Communities, Inc. |
| | | | 3,781 | | | | | | 662,129 | | |
Boardwalk Real Estate
Investment Trust |
| | | | 1,246 | | | | | | 44,284 | | |
Camden Property Trust |
| | | | 2,881 | | | | | | 332,900 | | |
Canadian Apartment Properties REIT
|
| | | | 4,761 | | | | | | 147,258 | | |
CapitaLand Ascott Trust |
| | | | 92,722 | | | | | | 62,575 | | |
Centerspace |
| | | | 415 | | | | | | 28,759 | | |
Comforia Residential REIT, Inc. |
| | | | 19 | | | | | | 40,330 | | |
Daiwa Securities Living
Investments Corp. |
| | | | 60 | | | | | | 46,584 | | |
Elme Communities |
| | | | 2,363 | | | | | | 45,110 | | |
Equity Residential |
| | | | 10,172 | | | | | | 641,039 | | |
Essex Property Trust, Inc. |
| | | | 1,761 | | | | | | 391,365 | | |
Independence Realty Trust, Inc. |
| | | | 6,006 | | | | | | 100,661 | | |
InterRent Real Estate Investment Trust
|
| | | | 3,799 | | | | | | 31,945 | | |
Kenedix
Residential Next Investment Corp. |
| | | | 28 | | | | | | 41,029 | | |
Killam Apartment Real
Estate Investment Trust |
| | | | 3,124 | | | | | | 36,163 | | |
Mid-America Apartment
Communities, Inc. |
| | | | 3,122 | | | | | | 491,559 | | |
NexPoint Residential Trust, Inc.
|
| | | | 694 | | | | | | 31,646 | | |
PRS REIT PLC (The) |
| | | | 14,780 | | | | | | 14,975 | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks (continued) | | ||||||||||||
Multi-Family Residential (continued) | | ||||||||||||
Samty Residential Investment Corp.
|
| | | | 22 | | | | | $ | 17,776 | | |
Sekisui House REIT, Inc. |
| | | | 120 | | | | | | 64,668 | | |
UDR, Inc. |
| | | | 8,788 | | | | | | 349,411 | | |
Veris Residential, Inc.*
|
| | | | 2,455 | | | | | | 38,863 | | |
Total Multi-Family Residential |
| | | | | | | | | | 3,942,294 | | |
Single-Family Residential — 3.1% | | ||||||||||||
American Homes 4 Rent, Class A
|
| | | | 9,404 | | | | | | 300,364 | | |
Invitation Homes, Inc. |
| | | | 16,507 | | | | | | 523,107 | | |
Total Single-Family Residential |
| | | | | | | | | | 823,471 | | |
Student Housing — 0.5% | | ||||||||||||
UNITE Group PLC (The) |
| | | | 10,766 | | | | | | 110,443 | | |
Xior Student Housing NV |
| | | | 754 | | | | | | 21,201 | | |
Total Student Housing |
| | | | | | | | | | 131,644 | | |
Total
Common Stocks (Cost $29,386,518) |
| | | | | | | | | | 26,898,968 | | |
Short-Term Investment — 0.2% | | ||||||||||||
Money Market Fund — 0.2% | | ||||||||||||
Dreyfus
Institutional Preferred Government Money Market Fund, Institutional
Shares, 3.09%(b) (Cost $41,602) |
| | | | 41,602 | | | | |
|
41,602 |
| |
|
| | |
Shares |
| |
Value |
| |||
Total Investments — 100.1% | | |||||||||
(Cost $29,428,120) |
| | | | | | $ | 26,940,570 | | |
Other
Assets and Liabilities, Net — (0.1)% |
| | | | | | | (3,647) | | |
Net Assets — 100.0% |
| | | | | | $ | 26,936,923 | | |
|
Description |
| |
Level 1
|
| |
Level 2
|
| |
Level 3
|
| |
Total |
| ||||||||||||
Asset Valuation Inputs | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments in Securities:(c) | | | | | | | | | | | | | | | | | | | | | | | | | |
Common Stocks |
| | | $ | 26,898,968 | | | | | $ | — | | | | | $ | — | | | | | $ | 26,898,968 | | |
Short-Term Investment: | | | | | | | | | | | | | | | | | | | | | | | | | |
Money Market Fund |
| | | | 41,602 | | | | | | — | | | | | | — | | | | | | 41,602 | | |
Total Investments in Securities |
| | | $ | 26,940,570 | | | | | $ | — | | | | | $ | — | | | | | $ | 26,940,570 | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks — 99.3% | | ||||||||||||
Australia — 8.4% | | ||||||||||||
Allkem Ltd.*
|
| | | | 12,545 | | | | | $ | 115,837 | | |
ALS Ltd. |
| | | | 9,685 | | | | | | 70,849 | | |
APA Group |
| | | | 26,648 | | | | | | 179,091 | | |
Aristocrat Leisure Ltd. |
| | | | 15,076 | | | | | | 357,369 | | |
ASX Ltd. |
| | | | 4,499 | | | | | | 194,766 | | |
Aurizon Holdings Ltd. |
| | | | 49,162 | | | | | | 113,801 | | |
Australia & New
Zealand Banking Group Ltd. |
| | | | 57,980 | | | | | | 947,647 | | |
BHP Group Ltd. |
| | | | 95,931 | | | | | | 2,291,783 | | |
BlueScope Steel Ltd. |
| | | | 10,744 | | | | | | 108,069 | | |
Brambles Ltd. |
| | | | 30,860 | | | | | | 230,487 | | |
carsales.com Ltd. |
| | | | 6,653 | | | | | | 86,447 | | |
Charter Hall Group |
| | | | 13,877 | | | | | | 114,825 | | |
Cochlear Ltd. |
| | | | 1,456 | | | | | | 185,938 | | |
Coles Group Ltd. |
| | | | 26,330 | | | | | | 274,944 | | |
Commonwealth Bank of Australia |
| | | | 32,006 | | | | | | 2,142,411 | | |
Dexus |
| | | | 32,529 | | | | | | 161,414 | | |
Domino’s Pizza Enterprises Ltd. |
| | | | 1,336 | | | | | | 54,462 | | |
Endeavour Group Ltd. |
| | | | 25,932 | | | | | | 118,563 | | |
Evolution Mining Ltd. |
| | | | 38,075 | | | | | | 50,642 | | |
Flutter Entertainment PLC*
|
| | | | 3,305 | | | | | | 440,641 | | |
Fortescue Metals Group Ltd. |
| | | | 32,114 | | | | | | 301,870 | | |
Glencore PLC |
| | | | 249,792 | | | | | | 1,436,545 | | |
Goodman Group |
| | | | 38,453 | | | | | | 418,010 | | |
GPT Group (The) |
| | | | 58,041 | | | | | | 159,963 | | |
IDP Education Ltd. |
| | | | 4,396 | | | | | | 83,178 | | |
IGO Ltd. |
| | | | 12,506 | | | | | | 122,274 | | |
Incitec Pivot Ltd. |
| | | | 52,225 | | | | | | 125,233 | | |
Insurance Australia Group Ltd. |
| | | | 53,481 | | | | | | 167,573 | | |
Lendlease Corp., Ltd. |
| | | | 14,715 | | | | | | 81,769 | | |
Lottery Corp Ltd. (The)*
|
| | | | 52,337 | | | | | | 143,573 | | |
Lynas Rare Earths Ltd.*
|
| | | | 19,272 | | | | | | 102,655 | | |
Macquarie Group Ltd. |
| | | | 6,811 | | | | | | 738,224 | | |
Medibank Pvt Ltd. |
| | | | 57,168 | | | | | | 102,723 | | |
Mineral Resources Ltd. |
| | | | 3,651 | | | | | | 170,732 | | |
Mirvac Group |
| | | | 108,435 | | | | | | 143,532 | | |
National Australia Bank Ltd. |
| | | | 61,220 | | | | | | 1,269,153 | | |
Newcrest Mining Ltd. |
| | | | 18,372 | | | | | | 203,828 | | |
Northern Star Resources Ltd. |
| | | | 24,120 | | | | | | 134,802 | | |
Origin Energy Ltd. |
| | | | 38,259 | | | | | | 136,269 | | |
OZ Minerals Ltd. |
| | | | 7,171 | | | | | | 110,832 | | |
Pilbara Minerals Ltd.*
|
| | | | 50,503 | | | | | | 164,378 | | |
QBE Insurance Group Ltd. |
| | | | 32,273 | | | | | | 252,597 | | |
Ramsay Health Care Ltd. |
| | | | 4,267 | | | | | | 159,811 | | |
Rio Tinto Ltd. |
| | | | 7,064 | | | | | | 398,407 | | |
Rio Tinto PLC |
| | | | 20,704 | | | | | | 1,081,504 | | |
Santos Ltd. |
| | | | 63,681 | | | | | | 313,551 | | |
Scentre Group |
| | | | 128,248 | | | | | | 237,824 | | |
SEEK Ltd. |
| | | | 9,239 | | | | | | 127,551 | | |
Shopping Centres
Australasia Property Group |
| | | | 63,042 | | | | | | 109,649 | | |
Sonic Healthcare Ltd. |
| | | | 10,685 | | | | | | 223,902 | | |
South32 Ltd. |
| | | | 90,891 | | | | | | 209,233 | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks (continued) | | ||||||||||||
Australia (continued) | | ||||||||||||
Stockland |
| | | | 64,292 | | | | | $ | 148,002 | | |
Suncorp Group Ltd. |
| | | | 28,432 | | | | | | 207,444 | | |
Telstra Group Ltd.*
|
| | | | 90,713 | | | | | | 227,386 | | |
Transurban Group |
| | | | 57,324 | | | | | | 486,058 | | |
Treasury Wine Estates Ltd. |
| | | | 17,162 | | | | | | 142,117 | | |
Vicinity Centres |
| | | | 119,415 | | | | | | 148,520 | | |
Wesfarmers Ltd. |
| | | | 22,969 | | | | | | 667,697 | | |
Westpac Banking Corp. |
| | | | 66,241 | | | | | | 1,021,249 | | |
Whitehaven Coal Ltd. |
| | | | 14,628 | | | | | | 84,466 | | |
WiseTech Global Ltd. |
| | | | 3,425 | | | | | | 127,377 | | |
Woodside Energy Group Ltd. |
| | | | 37,077 | | | | | | 853,048 | | |
Woolworths Group Ltd. |
| | | | 23,782 | | | | | | 502,150 | | |
Total Australia |
| | | | | | | | | | 22,286,645 | | |
Austria — 0.2% | | ||||||||||||
Erste Group Bank AG |
| | | | 7,826 | | | | | | 193,061 | | |
Mondi PLC |
| | | | 9,616 | | | | | | 161,918 | | |
OMV AG |
| | | | 3,991 | | | | | | 183,971 | | |
Verbund AG |
| | | | 1,208 | | | | | | 94,619 | | |
Total Austria |
| | | | | | | | | | 633,569 | | |
Belgium — 0.8% | | ||||||||||||
Ageas SA(a)
|
| | | | 4,281 | | | | | | 148,216 | | |
Anheuser-Busch InBev SA |
| | | | 15,874 | | | | | | 793,865 | | |
Elia Group SA |
| | | | 552 | | | | | | 69,778 | | |
Groupe Bruxelles Lambert SA |
| | | | 2,346 | | | | | | 172,972 | | |
KBC Group NV |
| | | | 5,433 | | | | | | 272,243 | | |
Solvay SA |
| | | | 1,721 | | | | | | 155,194 | | |
UCB SA |
| | | | 2,662 | | | | | | 200,797 | | |
Umicore SA |
| | | | 4,360 | | | | | | 143,712 | | |
Warehouses De Pauw CVA |
| | | | 3,948 | | | | | | 101,374 | | |
Total Belgium |
| | | | | | | | | | 2,058,151 | | |
Brazil — 0.0%(b) | | ||||||||||||
Yara International ASA |
| | | | 2,949 | | | | | | 131,611 | | |
Burkina Faso — 0.0%(b) | | ||||||||||||
Endeavour Mining PLC |
| | | | 3,281 | | | | | | 57,268 | | |
Chile — 0.0%(b) | | ||||||||||||
Antofagasta PLC |
| | | | 6,696 | | | | | | 90,624 | | |
China — 0.5% | | ||||||||||||
BOC Hong Kong Holdings Ltd. |
| | | | 70,902 | | | | | | 220,388 | | |
Budweiser Brewing Co APAC Ltd. |
| | | | 33,567 | | | | | | 70,642 | | |
ESR Group Ltd. |
| | | | 38,944 | | | | | | 66,479 | | |
Lenovo Group Ltd. |
| | | | 158,412 | | | | | | 126,732 | | |
Prosus NV*
|
| | | | 15,385 | | | | | | 669,660 | | |
SITC International Holdings Co., Ltd.
|
| | | | 25,310 | | | | | | 41,464 | | |
Want Want China Holdings Ltd. |
| | | | 105,147 | | | | | | 69,117 | | |
Wilmar International Ltd. |
| | | | 32,907 | | | | | | 90,226 | | |
Xinyi Glass Holdings Ltd. |
| | | | 44,247 | | | | | | 56,930 | | |
Total China |
| | | | | | | | | | 1,411,638 | | |
|
| | |
Shares |
| |
Value |
| ||||||
Common Stocks (continued) | | ||||||||||||
Denmark — 2.4% | | ||||||||||||
AP Moller — Maersk A/S, Class B
|
| | | | 168 | | | | | $ | 351,499 | | |
Carlsberg A/S, Class B |
| | | | 1,995 | | | | | | 235,187 | | |
Chr Hansen Holding A/S |
| | | | 2,170 | | | | | | 120,534 | | |
Coloplast A/S, Class B |
| | | | 2,644 | | | | | | 294,848 | | |
Danske Bank A/S |
| | | | 13,188 | | | | | | 212,898 | | |
DSV A/S |
| | | | 3,622 | | | | | | 490,463 | | |
Genmab A/S*
|
| | | | 1,246 | | | | | | 480,366 | | |
Novo Nordisk A/S, Class B |
| | | | 29,289 | | | | | | 3,184,927 | | |
Novozymes A/S, Class B |
| | | | 4,022 | | | | | | 211,284 | | |
Orsted A/S |
| | | | 3,475 | | | | | | 286,671 | | |
Pandora A/S |
| | | | 1,920 | | | | | | 101,218 | | |
SimCorp A/S |
| | | | 1,499 | | | | | | 89,551 | | |
Vestas Wind Systems A/S |
| | | | 18,500 | | | | | | 364,472 | | |
Total Denmark |
| | | | | | | | | | 6,423,918 | | |
Finland — 1.3% | | ||||||||||||
Elisa OYJ |
| | | | 3,182 | | | | | | 153,818 | | |
Fortum OYJ |
| | | | 9,212 | | | | | | 129,696 | | |
Kesko OYJ, Class B |
| | | | 6,185 | | | | | | 120,425 | | |
Kone OYJ, Class B |
| | | | 7,376 | | | | | | 302,173 | | |
Metso Outotec OYJ |
| | | | 14,306 | | | | | | 108,618 | | |
Neste OYJ |
| | | | 8,046 | | | | | | 352,602 | | |
Nokia OYJ |
| | | | 103,904 | | | | | | 462,838 | | |
Nordea Bank Abp*
|
| | | | 67,298 | | | | | | 643,588 | | |
Orion OYJ, Class B |
| | | | 1,830 | | | | | | 84,194 | | |
Sampo OYJ, Class A |
| | | | 9,056 | | | | | | 414,228 | | |
Stora Enso OYJ, Class R |
| | | | 11,817 | | | | | | 154,050 | | |
UPM-Kymmene OYJ |
| | | | 10,302 | | | | | | 345,270 | | |
Wartsila OYJ Abp |
| | | | 9,887 | | | | | | 67,425 | | |
Total Finland |
| | | | | | | | | | 3,338,925 | | |
France — 9.5% | | ||||||||||||
Accor SA*
|
| | | | 5,122 | | | | | | 122,711 | | |
Air Liquide SA |
| | | | 9,298 | | | | | | 1,215,791 | | |
Airbus SE |
| | | | 10,407 | | | | | | 1,127,110 | | |
Alstom SA |
| | | | 6,229 | | | | | | 128,423 | | |
Arkema SA |
| | | | 1,376 | | | | | | 108,961 | | |
AXA SA |
| | | | 34,014 | | | | | | 840,441 | | |
BioMerieux |
| | | | 808 | | | | | | 71,505 | | |
BNP Paribas SA |
| | | | 20,035 | | | | | | 940,474 | | |
Bouygues SA |
| | | | 4,491 | | | | | | 128,189 | | |
Bureau Veritas SA |
| | | | 7,063 | | | | | | 175,006 | | |
Capgemini SE |
| | | | 3,034 | | | | | | 498,525 | | |
Carrefour SA |
| | | | 11,353 | | | | | | 182,729 | | |
Cie de Saint-Gobain |
| | | | 8,947 | | | | | | 366,090 | | |
Cie
Generale des Etablissements Michelin SCA |
| | | | 13,416 | | | | | | 342,232 | | |
Credit Agricole SA |
| | | | 21,409 | | | | | | 194,371 | | |
Danone SA |
| | | | 10,740 | | | | | | 534,352 | | |
Dassault Systemes SE |
| | | | 12,720 | | | | | | 426,812 | | |
Edenred |
| | | | 5,382 | | | | | | 276,390 | | |
Eiffage SA |
| | | | 1,418 | | | | | | 128,291 | | |
Electricite de France SA |
| | | | 10,407 | | | | | | 122,915 | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks (continued) | | ||||||||||||
France (continued) | | ||||||||||||
Engie SA |
| | | | 31,914 | | | | | $ | 414,905 | | |
EssilorLuxottica SA |
| | | | 5,597 | | | | | | 887,021 | | |
Gecina SA |
| | | | 1,334 | | | | | | 118,991 | | |
Getlink SE |
| | | | 10,746 | | | | | | 170,251 | | |
Hermes International |
| | | | 583 | | | | | | 755,119 | | |
Kering SA |
| | | | 1,357 | | | | | | 621,909 | | |
Klepierre SA*
|
| | | | 4,734 | | | | | | 95,214 | | |
Legrand SA |
| | | | 5,185 | | | | | | 395,310 | | |
L’Oreal SA |
| | | | 4,422 | | | | | | 1,390,247 | | |
LVMH Moet Hennessy Louis Vuitton SE
|
| | | | 4,614 | | | | | | 2,913,990 | | |
Orange SA |
| | | | 36,006 | | | | | | 342,733 | | |
Pernod Ricard SA |
| | | | 4,008 | | | | | | 703,922 | | |
Publicis Groupe SA |
| | | | 4,521 | | | | | | 253,532 | | |
Renault SA*
|
| | | | 3,388 | | | | | | 104,373 | | |
Rexel SA*
|
| | | | 6,453 | | | | | | 115,470 | | |
Safran SA |
| | | | 6,796 | | | | | | 757,119 | | |
Sanofi |
| | | | 20,180 | | | | | | 1,741,784 | | |
Sartorius Stedim Biotech |
| | | | 484 | | | | | | 153,649 | | |
Societe Generale SA |
| | | | 14,432 | | | | | | 331,277 | | |
Sodexo SA |
| | | | 1,856 | | | | | | 164,617 | | |
Teleperformance |
| | | | 1,129 | | | | | | 302,729 | | |
Thales SA |
| | | | 2,255 | | | | | | 286,725 | | |
TotalEnergies SE |
| | | | 44,171 | | | | | | 2,405,462 | | |
Ubisoft Entertainment SA*
|
| | | | 2,037 | | | | | | 55,908 | | |
Unibail-Rodamco-Westfield* | | | | | 2,205 | | | | | | 104,345 | | |
Valeo |
| | | | 5,134 | | | | | | 84,688 | | |
Veolia Environnement SA |
| | | | 11,932 | | | | | | 266,403 | | |
Vinci SA |
| | | | 9,352 | | | | | | 861,265 | | |
Vivendi SE |
| | | | 13,529 | | | | | | 110,768 | | |
Worldline SA*
|
| | | | 5,001 | | | | | | 219,062 | | |
Total France |
| | | | | | | | | | 25,060,106 | | |
Germany — 6.7% | | ||||||||||||
adidas AG |
| | | | 3,388 | | | | | | 331,437 | | |
Allianz SE |
| | | | 7,354 | | | | | | 1,324,285 | | |
Aroundtown SA |
| | | | 24,548 | | | | | | 48,718 | | |
BASF SE |
| | | | 17,054 | | | | | | 765,819 | | |
Bayer AG |
| | | | 18,365 | | | | | | 965,996 | | |
Bayerische Motoren Werke AG |
| | | | 6,575 | | | | | | 516,752 | | |
Bechtle AG |
| | | | 1,904 | | | | | | 65,863 | | |
Beiersdorf AG |
| | | | 2,061 | | | | | | 197,954 | | |
Brenntag SE |
| | | | 3,196 | | | | | | 194,074 | | |
Carl Zeiss Meditec AG |
| | | | 724 | | | | | | 87,692 | | |
Commerzbank AG*
|
| | | | 20,414 | | | | | | 163,346 | | |
Continental AG |
| | | | 2,060 | | | | | | 106,849 | | |
Covestro AG |
| | | | 3,619 | | | | | | 123,186 | | |
CTS Eventim AG & Co. KGaA*
|
| | | | 1,259 | | | | | | 60,151 | | |
Daimler Truck Holding AG*
|
| | | | 7,938 | | | | | | 211,829 | | |
Deutsche Bank AG |
| | | | 38,391 | | | | | | 366,536 | | |
Deutsche Boerse AG |
| | | | 3,393 | | | | | | 552,148 | | |
Deutsche Post AG |
| | | | 18,139 | | | | | | 643,781 | | |
Deutsche Telekom AG |
| | | | 62,890 | | | | | | 1,191,180 | | |
E.ON SE |
| | | | 42,581 | | | | | | 356,711 | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks (continued) | | ||||||||||||
Germany (continued) | | ||||||||||||
Evotec SE*
|
| | | | 3,116 | | | | | $ | 59,484 | | |
Fresenius Medical Care
AG & Co. KGaA |
| | | | 4,215 | | | | | | 116,561 | | |
Fresenius SE & Co. KGaA |
| | | | 8,203 | | | | | | 188,903 | | |
GEA Group AG |
| | | | 3,880 | | | | | | 135,752 | | |
Hannover Rueck SE |
| | | | 1,196 | | | | | | 194,804 | | |
HeidelbergCement AG |
| | | | 2,989 | | | | | | 137,812 | | |
HelloFresh SE*
|
| | | | 3,329 | | | | | | 66,660 | | |
Henkel AG & Co. KGaA |
| | | | 1,639 | | | | | | 96,303 | | |
Infineon Technologies AG |
| | | | 24,104 | | | | | | 587,002 | | |
KION Group AG |
| | | | 1,622 | | | | | | 36,022 | | |
Knorr-Bremse AG |
| | | | 1,418 | | | | | | 63,851 | | |
LANXESS AG |
| | | | 2,271 | | | | | | 76,875 | | |
LEG Immobilien SE |
| | | | 1,398 | | | | | | 91,359 | | |
Mercedes-Benz Group AG |
| | | | 15,130 | | | | | | 876,287 | | |
Merck KGaA |
| | | | 2,524 | | | | | | 411,607 | | |
MTU Aero Engines AG |
| | | | 1,091 | | | | | | 195,440 | | |
Muenchener
Rueckversicherungs- Gesellschaft AG |
| | | | 2,621 | | | | | | 692,689 | | |
Puma SE |
| | | | 2,101 | | | | | | 93,049 | | |
Rheinmetall AG |
| | | | 962 | | | | | | 156,405 | | |
RWE AG |
| | | | 11,756 | | | | | | 453,025 | | |
SAP SE |
| | | | 20,319 | | | | | | 1,961,431 | | |
Scout24 SE |
| | | | 1,936 | | | | | | 99,269 | | |
Siemens AG |
| | | | 13,837 | | | | | | 1,513,086 | | |
Siemens Energy AG(a)
|
| | | | 8,150 | | | | | | 95,170 | | |
Siemens Healthineers AG |
| | | | 4,917 | | | | | | 226,365 | | |
Symrise AG |
| | | | 2,555 | | | | | | 260,982 | | |
thyssenkrupp AG*
|
| | | | 8,555 | | | | | | 45,084 | | |
United Internet AG |
| | | | 2,328 | | | | | | 43,544 | | |
Vonovia SE |
| | | | 14,438 | | | | | | 319,643 | | |
Zalando SE*
|
| | | | 4,338 | | | | | | 100,026 | | |
Total Germany |
| | | | | | | | | | 17,668,797 | | |
Hong Kong — 2.2% | | ||||||||||||
AIA Group Ltd. |
| | | | 222,027 | | | | | | 1,681,498 | | |
ASMPT Ltd. |
| | | | 7,956 | | | | | | 43,784 | | |
CK Asset Holdings Ltd. |
| | | | 43,390 | | | | | | 239,893 | | |
CLP Holdings Ltd. |
| | | | 34,479 | | | | | | 231,475 | | |
Hang Lung Properties Ltd. |
| | | | 46,594 | | | | | | 58,585 | | |
Hang Seng Bank Ltd. |
| | | | 15,175 | | | | | | 213,614 | | |
Henderson Land
Development Co., Ltd. |
| | | | 39,314 | | | | | | 96,259 | | |
Hong Kong & China Gas Co., Ltd.
|
| | | | 231,421 | | | | | | 178,655 | | |
Hong Kong Exchanges
& Clearing Ltd. |
| | | | 24,049 | | | | | | 640,298 | | |
Hongkong Land Holdings Ltd. |
| | | | 27,041 | | | | | | 104,108 | | |
Jardine Matheson Holdings Ltd. |
| | | | 3,354 | | | | | | 154,351 | | |
Link REIT |
| | | | 44,387 | | | | | | 262,369 | | |
MTR Corp., Ltd. |
| | | | 34,303 | | | | | | 150,980 | | |
New World Development Co., Ltd. |
| | | | 35,414 | | | | | | 72,453 | | |
Power Assets Holdings Ltd. |
| | | | 31,028 | | | | | | 148,423 | | |
Prudential PLC |
| | | | 48,869 | | | | | | 456,197 | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks (continued) | | ||||||||||||
Hong Kong (continued) | | ||||||||||||
Sino Land Co., Ltd. |
| | | | 97,601 | | | | | $ | 104,317 | | |
Sun Hung Kai Properties Ltd. |
| | | | 28,911 | | | | | | 311,029 | | |
Swire Pacific Ltd., Class A
|
| | | | 15,152 | | | | | | 100,275 | | |
Techtronic Industries Co., Ltd. |
| | | | 26,273 | | | | | | 248,845 | | |
WH Group Ltd. |
| | | | 187,671 | | | | | | 94,913 | | |
Wharf
Real Estate Investment Co., Ltd. |
| | | | 35,459 | | | | | | 139,806 | | |
Total Hong Kong |
| | | | | | | | | | 5,732,127 | | |
Ireland — 0.4% | | ||||||||||||
Bank of Ireland Group PLC |
| | | | 15,709 | | | | | | 113,277 | | |
CRH PLC |
| | | | 13,912 | | | | | | 501,188 | | |
Kerry Group PLC, Class A |
| | | | 2,880 | | | | | | 250,487 | | |
Kingspan Group PLC |
| | | | 2,888 | | | | | | 145,857 | | |
Smurfit Kappa Group PLC |
| | | | 5,264 | | | | | | 174,184 | | |
Total Ireland |
| | | | | | | | | | 1,184,993 | | |
Israel — 0.8% | | ||||||||||||
Bank Hapoalim BM |
| | | | 31,468 | | | | | | 304,890 | | |
Bank Leumi Le-Israel BM |
| | | | 37,051 | | | | | | 355,298 | | |
Big Shopping Centers Ltd. |
| | | | 976 | | | | | | 109,982 | | |
Elbit Systems Ltd. |
| | | | 754 | | | | | | 153,221 | | |
Enlight Renewable Energy Ltd.*
|
| | | | 31,841 | | | | | | 64,822 | | |
ICL Group Ltd. |
| | | | 19,122 | | | | | | 173,426 | | |
Israel Discount Bank Ltd., Class A
|
| | | | 35,124 | | | | | | 200,794 | | |
Mizrahi Tefahot Bank Ltd. |
| | | | 3,073 | | | | | | 116,738 | | |
Nice Ltd.*
|
| | | | 1,495 | | | | | | 284,515 | | |
Teva Pharmaceutical Industries Ltd.*
|
| | | | 20,430 | | | | | | 183,548 | | |
Tower Semiconductor Ltd.*
|
| | | | 3,045 | | | | | | 130,815 | | |
Total Israel |
| | | | | | | | | | 2,078,049 | | |
Italy — 2.0% | | ||||||||||||
Assicurazioni Generali SpA |
| | | | 24,547 | | | | | | 368,524 | | |
Atlantia SpA |
| | | | 11,529 | | | | | | 257,291 | | |
Coca-Cola HBC AG*
|
| | | | 4,619 | | | | | | 101,176 | | |
Davide Campari-Milano NV |
| | | | 13,418 | | | | | | 120,602 | | |
Enel SpA |
| | | | 146,625 | | | | | | 654,877 | | |
Eni SpA |
| | | | 50,479 | | | | | | 661,253 | | |
Ferrari NV |
| | | | 2,294 | | | | | | 452,320 | | |
FinecoBank Banca Fineco SpA |
| | | | 12,396 | | | | | | 167,111 | | |
Intesa Sanpaolo SpA |
| | | | 317,099 | | | | | | 604,556 | | |
Mediobanca
Banca di Credito Finanziario SpA(a)
|
| | | | 19,159 | | | | | | 173,679 | | |
Moncler SpA |
| | | | 4,639 | | | | | | 200,316 | | |
Nexi SpA*
|
| | | | 16,813 | | | | | | 145,732 | | |
Prysmian SpA |
| | | | 6,285 | | | | | | 204,926 | | |
Recordati Industria
Chimica e Farmaceutica SpA |
| | | | 2,458 | | | | | | 92,389 | | |
Snam SpA |
| | | | 50,546 | | | | | | 224,907 | | |
Telecom Italia SpA*
|
| | | | 376,489 | | | | | | 73,713 | | |
Terna — Rete Elettrica Nazionale
|
| | | | 34,781 | | | | | | 230,592 | | |
UniCredit SpA |
| | | | 38,230 | | | | | | 474,120 | | |
Total Italy |
| | | | | | | | | | 5,208,084 | | |
|
| | |
Shares |
| |
Value |
| ||||||
Common Stocks (continued) | | ||||||||||||
Japan — 23.2% | | ||||||||||||
Advantest Corp.(a)
|
| | | | 3,881 | | | | | $ | 205,232 | | |
Aeon Co., Ltd. |
| | | | 15,087 | | | | | | 281,825 | | |
AGC, Inc. |
| | | | 5,200 | | | | | | 163,205 | | |
Aisin Corp. |
| | | | 4,247 | | | | | | 109,007 | | |
Ajinomoto Co., Inc. |
| | | | 11,072 | | | | | | 305,116 | | |
Aozora Bank Ltd. |
| | | | 5,552 | | | | | | 95,512 | | |
Asahi Group Holdings Ltd. |
| | | | 11,011 | | | | | | 308,472 | | |
Asahi Intecc Co., Ltd. |
| | | | 4,666 | | | | | | 79,548 | | |
Asahi Kasei Corp. |
| | | | 28,689 | | | | | | 184,234 | | |
Astellas Pharma, Inc. |
| | | | 37,947 | | | | | | 522,478 | | |
Bandai Namco Holdings, Inc. |
| | | | 4,421 | | | | | | 292,740 | | |
Bank of Kyoto Ltd. (The) |
| | | | 2,166 | | | | | | 78,109 | | |
BayCurrent Consulting, Inc. |
| | | | 3,130 | | | | | | 88,234 | | |
Bridgestone Corp. |
| | | | 12,146 | | | | | | 438,166 | | |
Brother Industries Ltd. |
| | | | 6,468 | | | | | | 110,139 | | |
Canon, Inc. |
| | | | 20,519 | | | | | | 435,408 | | |
Capcom Co., Ltd. |
| | | | 4,497 | | | | | | 125,408 | | |
Central Japan Railway Co. |
| | | | 3,849 | | | | | | 447,088 | | |
Chubu Electric Power Co., Inc. |
| | | | 15,402 | | | | | | 125,487 | | |
Chugai Pharmaceutical Co., Ltd. |
| | | | 13,713 | | | | | | 318,295 | | |
Concordia Financial Group Ltd. |
| | | | 33,221 | | | | | | 101,249 | | |
CyberAgent, Inc. |
| | | | 11,272 | | | | | | 92,824 | | |
Dai Nippon Printing Co., Ltd. |
| | | | 7,539 | | | | | | 151,302 | | |
Daifuku Co., Ltd. |
| | | | 2,275 | | | | | | 104,387 | | |
Dai-ichi Life Holdings, Inc. |
| | | | 20,948 | | | | | | 332,256 | | |
Daiichi Sankyo Co., Ltd. |
| | | | 36,403 | | | | | | 1,167,512 | | |
Daikin Industries Ltd. |
| | | | 5,172 | | | | | | 778,923 | | |
Daito Trust Construction Co., Ltd.
|
| | | | 1,605 | | | | | | 158,842 | | |
Daiwa House Industry Co., Ltd. |
| | | | 14,084 | | | | | | 285,404 | | |
Daiwa Securities Group, Inc. |
| | | | 35,298 | | | | | | 137,739 | | |
Denso Corp. |
| | | | 9,064 | | | | | | 450,654 | | |
Dentsu Group, Inc. |
| | | | 5,058 | | | | | | 157,728 | | |
Disco Corp. |
| | | | 613 | | | | | | 147,234 | | |
East Japan Railway Co. |
| | | | 7,749 | | | | | | 419,161 | | |
Eisai Co., Ltd. |
| | | | 6,325 | | | | | | 381,879 | | |
ENEOS Holdings, Inc. |
| | | | 65,985 | | | | | | 217,442 | | |
FANUC Corp. |
| | | | 3,764 | | | | | | 497,106 | | |
Fast Retailing Co., Ltd. |
| | | | 1,037 | | | | | | 579,006 | | |
Food & Life Cos. Ltd. |
| | | | 3,631 | | | | | | 61,292 | | |
Fuji Electric Co., Ltd. |
| | | | 3,200 | | | | | | 124,008 | | |
FUJIFILM Holdings Corp. |
| | | | 7,125 | | | | | | 326,877 | | |
Fujitsu Ltd. |
| | | | 3,849 | | | | | | 443,463 | | |
GLP J-Reit |
| | | | 148 | | | | | | 153,442 | | |
Hamamatsu Photonics K.K. |
| | | | 3,385 | | | | | | 153,496 | | |
Hankyu Hanshin Holdings, Inc. |
| | | | 6,366 | | | | | | 189,093 | | |
Hirose Electric Co., Ltd. |
| | | | 990 | | | | | | 128,616 | | |
Hitachi Ltd. |
| | | | 18,354 | | | | | | 834,750 | | |
Honda Motor Co., Ltd. |
| | | | 32,511 | | | | | | 737,778 | | |
Hoya Corp. |
| | | | 6,979 | | | | | | 651,486 | | |
Ibiden Co., Ltd. |
| | | | 2,912 | | | | | | 98,546 | | |
Idemitsu Kosan Co., Ltd. |
| | | | 6,091 | | | | | | 133,184 | | |
Inpex Corp. |
| | | | 23,506 | | | | | | 240,065 | | |
Isuzu Motors Ltd. |
| | | | 12,920 | | | | | | 151,596 | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks (continued) | | ||||||||||||
Japan (continued) | | ||||||||||||
Ito En Ltd. |
| | | | 1,782 | | | | | $ | 62,943 | | |
ITOCHU Corp. |
| | | | 26,749 | | | | | | 692,683 | | |
J Front Retailing Co., Ltd. |
| | | | 8,351 | | | | | | 67,534 | | |
Japan Airport Terminal Co., Ltd.*
|
| | | | 1,673 | | | | | | 71,812 | | |
Japan Exchange Group, Inc. |
| | | | 10,682 | | | | | | 140,393 | | |
Japan Metropolitan Fund Invest
|
| | | | 212 | | | | | | 156,181 | | |
Japan Tobacco, Inc. |
| | | | 25,402 | | | | | | 421,102 | | |
JFE Holdings, Inc. |
| | | | 12,486 | | | | | | 114,498 | | |
JGC Holdings Corp. |
| | | | 6,800 | | | | | | 81,983 | | |
JSR Corp. |
| | | | 4,004 | | | | | | 76,344 | | |
Kajima Corp. |
| | | | 13,061 | | | | | | 123,110 | | |
Kakaku.com, Inc. |
| | | | 3,973 | | | | | | 67,386 | | |
Kansai Electric Power Co., Inc. (The)
|
| | | | 15,495 | | | | | | 117,488 | | |
Kansai Paint Co., Ltd. |
| | | | 5,558 | | | | | | 72,544 | | |
Kao Corp. |
| | | | 9,641 | | | | | | 362,587 | | |
Kawasaki Kisen Kaisha Ltd. |
| | | | 5,185 | | | | | | 78,873 | | |
KDDI Corp. |
| | | | 32,071 | | | | | | 948,310 | | |
Keio Corp. |
| | | | 3,215 | | | | | | 112,909 | | |
Keisei Electric Railway Co., Ltd.
|
| | | | 4,513 | | | | | | 119,934 | | |
Keyence Corp. |
| | | | 3,681 | | | | | | 1,394,785 | | |
Kikkoman Corp. |
| | | | 4,131 | | | | | | 224,567 | | |
Kintetsu Group Holdings Co., Ltd.
|
| | | | 5,059 | | | | | | 171,203 | | |
Kirin Holdings Co., Ltd. |
| | | | 17,268 | | | | | | 254,370 | | |
Kobayashi Pharmaceutical Co., Ltd.
|
| | | | 1,643 | | | | | | 87,326 | | |
Kobe Bussan Co., Ltd. |
| | | | 3,390 | | | | | | 73,782 | | |
Koito Manufacturing Co., Ltd. |
| | | | 5,561 | | | | | | 79,093 | | |
Komatsu Ltd. |
| | | | 19,209 | | | | | | 368,064 | | |
Konami Group Corp. |
| | | | 2,314 | | | | | | 101,661 | | |
Kubota Corp. |
| | | | 23,196 | | | | | | 324,059 | | |
Kuraray Co., Ltd. |
| | | | 12,026 | | | | | | 82,771 | | |
Kurita Water Industries Ltd. |
| | | | 3,734 | | | | | | 137,166 | | |
Kyocera Corp. |
| | | | 6,232 | | | | | | 311,988 | | |
Kyowa Kirin Co., Ltd. |
| | | | 6,563 | | | | | | 154,764 | | |
Lasertec Corp. |
| | | | 1,547 | | | | | | 221,587 | | |
Lixil Corp. |
| | | | 6,823 | | | | | | 103,331 | | |
M3, Inc. |
| | | | 8,889 | | | | | | 265,890 | | |
Makita Corp. |
| | | | 6,219 | | | | | | 113,807 | | |
Marubeni Corp. |
| | | | 32,524 | | | | | | 285,120 | | |
Marui Group Co., Ltd. |
| | | | 6,590 | | | | | | 108,802 | | |
MatsukiyoCocokara & Co. |
| | | | 3,372 | | | | | | 122,961 | | |
MEIJI Holdings Co., Ltd. |
| | | | 3,083 | | | | | | 126,942 | | |
MINEBEA MITSUMI, Inc. |
| | | | 9,329 | | | | | | 138,333 | | |
MISUMI Group, Inc. |
| | | | 6,488 | | | | | | 138,809 | | |
Mitsubishi Chemical Group Corp. |
| | | | 30,756 | | | | | | 139,073 | | |
Mitsubishi Corp. |
| | | | 23,351 | | | | | | 633,282 | | |
Mitsubishi Electric Corp. |
| | | | 41,622 | | | | | | 366,837 | | |
Mitsubishi Estate Co., Ltd. |
| | | | 24,382 | | | | | | 307,246 | | |
Mitsubishi Heavy Industries Ltd.
|
| | | | 6,896 | | | | | | 237,545 | | |
Mitsubishi UFJ Financial Group, Inc.
|
| | | | 229,038 | | | | | | 1,077,889 | | |
Mitsui & Co., Ltd. |
| | | | 30,427 | | | | | | 674,108 | | |
Mitsui Fudosan Co., Ltd. |
| | | | 19,288 | | | | | | 369,773 | | |
Mitsui OSK Lines Ltd. |
| | | | 6,191 | | | | | | 122,916 | | |
Mizuho Financial Group, Inc. |
| | | | 48,765 | | | | | | 526,905 | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks (continued) | | ||||||||||||
Japan (continued) | | ||||||||||||
MonotaRO Co., Ltd. |
| | | | 6,019 | | | | | $ | 91,843 | | |
MS&AD Insurance
Group Holdings, Inc. |
| | | | 9,907 | | | | | | 262,680 | | |
Murata Manufacturing Co., Ltd. |
| | | | 11,180 | | | | | | 549,090 | | |
NEC Corp. |
| | | | 5,716 | | | | | | 189,399 | | |
Nexon Co., Ltd. |
| | | | 8,973 | | | | | | 150,742 | | |
NGK Insulators Ltd. |
| | | | 7,474 | | | | | | 87,344 | | |
NH Foods Ltd. |
| | | | 3,133 | | | | | | 74,723 | | |
Nidec Corp. |
| | | | 8,717 | | | | | | 483,134 | | |
Nihon M&A Center Holdings, Inc.
|
| | | | 6,996 | | | | | | 79,216 | | |
Nintendo Co., Ltd. |
| | | | 20,469 | | | | | | 835,919 | | |
Nippon Building Fund, Inc. |
| | | | 38 | | | | | | 168,991 | | |
Nippon Express Holdings, Inc. |
| | | | 2,093 | | | | | | 105,189 | | |
Nippon Paint Holdings Co., Ltd. |
| | | | 20,207 | | | | | | 129,153 | | |
Nippon Prologis REIT, Inc. |
| | | | 58 | | | | | | 121,553 | | |
Nippon Steel Corp. |
| | | | 16,676 | | | | | | 229,157 | | |
Nippon Telegraph & Telephone Corp.
|
| | | | 24,102 | | | | | | 663,865 | | |
Nippon Yusen K.K. |
| | | | 9,958 | | | | | | 180,823 | | |
Nissan Chemical Corp. |
| | | | 3,171 | | | | | | 142,939 | | |
Nissan Motor Co., Ltd. |
| | | | 40,719 | | | | | | 129,963 | | |
Nisshin Seifun Group, Inc. |
| | | | 8,932 | | | | | | 96,630 | | |
Nissin Foods Holdings Co., Ltd. |
| | | | 2,135 | | | | | | 138,326 | | |
Nitori Holdings Co., Ltd. |
| | | | 1,821 | | | | | | 165,824 | | |
Nitto Denko Corp. |
| | | | 3,575 | | | | | | 188,329 | | |
Nomura Holdings, Inc. |
| | | | 67,266 | | | | | | 218,043 | | |
Nomura Real Estate Master Fund, Inc.
|
| | | | 163 | | | | | | 185,882 | | |
Nomura Research Institute Ltd. |
| | | | 9,792 | | | | | | 217,732 | | |
NSK Ltd. |
| | | | 15,566 | | | | | | 82,315 | | |
NTT Data Corp. |
| | | | 15,402 | | | | | | 223,515 | | |
Obayashi Corp. |
| | | | 19,916 | | | | | | 127,963 | | |
Obic Co., Ltd. |
| | | | 1,574 | | | | | | 236,892 | | |
Odakyu Electric Railway Co., Ltd.
|
| | | | 9,567 | | | | | | 113,863 | | |
Oji Holdings Corp. |
| | | | 26,731 | | | | | | 92,799 | | |
Olympus Corp. |
| | | | 25,565 | | | | | | 540,075 | | |
Omron Corp. |
| | | | 4,232 | | | | | | 198,054 | | |
Ono Pharmaceutical Co., Ltd. |
| | | | 10,292 | | | | | | 242,075 | | |
Oriental Land Co., Ltd. |
| | | | 3,980 | | | | | | 534,201 | | |
ORIX Corp. |
| | | | 25,533 | | | | | | 375,346 | | |
Orix JREIT, Inc. |
| | | | 93 | | | | | | 124,826 | | |
Osaka Gas Co., Ltd. |
| | | | 9,159 | | | | | | 135,689 | | |
Otsuka Corp. |
| | | | 2,548 | | | | | | 80,485 | | |
Otsuka Holdings Co., Ltd. |
| | | | 9,500 | | | | | | 304,619 | | |
Pan
Pacific International Holdings Corp. |
| | | | 9,834 | | | | | | 161,502 | | |
Panasonic Holdings Corp. |
| | | | 43,063 | | | | | | 308,410 | | |
Rakuten Group, Inc. |
| | | | 22,494 | | | | | | 100,791 | | |
Recruit Holdings Co., Ltd. |
| | | | 26,381 | | | | | | 814,672 | | |
Renesas Electronics Corp.*
|
| | | | 24,619 | | | | | | 206,463 | | |
Resona Holdings, Inc. |
| | | | 55,761 | | | | | | 209,974 | | |
Ricoh Co., Ltd. |
| | | | 14,583 | | | | | | 106,943 | | |
Rohm Co., Ltd. |
| | | | 1,893 | | | | | | 133,345 | | |
Ryohin Keikaku Co., Ltd. |
| | | | 8,893 | | | | | | 83,823 | | |
Santen Pharmaceutical Co., Ltd. |
| | | | 11,309 | | | | | | 77,455 | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks (continued) | | ||||||||||||
Japan (continued) | | ||||||||||||
SBI Holdings, Inc. |
| | | | 5,734 | | | | | $ | 103,697 | | |
Secom Co., Ltd. |
| | | | 4,459 | | | | | | 254,727 | | |
Sekisui Chemical Co., Ltd. |
| | | | 10,865 | | | | | | 135,963 | | |
Sekisui House Ltd. |
| | | | 15,988 | | | | | | 266,225 | | |
Seven & i Holdings Co., Ltd.
|
| | | | 15,350 | | | | | | 573,579 | | |
SG Holdings Co., Ltd. |
| | | | 8,925 | | | | | | 118,412 | | |
Shimadzu Corp. |
| | | | 6,234 | | | | | | 164,621 | | |
Shimano, Inc. |
| | | | 1,660 | | | | | | 257,708 | | |
Shimizu Corp. |
| | | | 18,570 | | | | | | 92,828 | | |
Shin-Etsu Chemical Co., Ltd. |
| | | | 7,602 | | | | | | 794,800 | | |
Shionogi & Co., Ltd. |
| | | | 6,027 | | | | | | 279,383 | | |
Shiseido Co., Ltd. |
| | | | 8,153 | | | | | | 282,765 | | |
Shizuoka Financial Group, Inc. |
| | | | 17,005 | | | | | | 107,314 | | |
Showa Denko K.K. |
| | | | 5,255 | | | | | | 76,791 | | |
SMC Corp. |
| | | | 1,131 | | | | | | 457,468 | | |
SoftBank Corp. |
| | | | 52,438 | | | | | | 517,024 | | |
SoftBank Group Corp. |
| | | | 20,739 | | | | | | 892,990 | | |
Sompo Holdings, Inc. |
| | | | 7,199 | | | | | | 299,952 | | |
Sony Group Corp. |
| | | | 23,190 | | | | | | 1,558,326 | | |
Stanley Electric Co., Ltd. |
| | | | 4,482 | | | | | | 76,230 | | |
Subaru Corp. |
| | | | 12,697 | | | | | | 197,799 | | |
SUMCO Corp. |
| | | | 8,953 | | | | | | 113,784 | | |
Sumitomo Chemical Co., Ltd. |
| | | | 40,221 | | | | | | 135,572 | | |
Sumitomo Corp. |
| | | | 25,743 | | | | | | 328,293 | | |
Sumitomo Electric Industries Ltd.
|
| | | | 18,407 | | | | | | 192,448 | | |
Sumitomo Metal Mining Co., Ltd. |
| | | | 5,413 | | | | | | 152,300 | | |
Sumitomo Mitsui Financial Group, Inc.
|
| | | | 26,106 | | | | | | 732,939 | | |
Sumitomo Mitsui Trust Holdings, Inc.
|
| | | | 8,293 | | | | | | 238,633 | | |
Sumitomo Realty &
Development Co., Ltd. |
| | | | 9,155 | | | | | | 210,343 | | |
Suntory Beverage & Food Ltd.
|
| | | | 3,605 | | | | | | 120,785 | | |
Suzuki Motor Corp. |
| | | | 8,815 | | | | | | 297,718 | | |
Sysmex Corp. |
| | | | 3,849 | | | | | | 207,890 | | |
T&D Holdings, Inc. |
| | | | 13,841 | | | | | | 136,608 | | |
Taisei Corp. |
| | | | 4,892 | | | | | | 133,462 | | |
Takeda Pharmaceutical Co., Ltd. |
| | | | 30,373 | | | | | | 800,628 | | |
TDK Corp. |
| | | | 7,648 | | | | | | 239,523 | | |
Teijin Ltd. |
| | | | 11,296 | | | | | | 102,598 | | |
Terumo Corp. |
| | | | 13,781 | | | | | | 419,452 | | |
TIS, Inc. |
| | | | 6,378 | | | | | | 172,286 | | |
Tobu Railway Co., Ltd. |
| | | | 6,609 | | | | | | 152,958 | | |
Toho Co., Ltd. |
| | | | 3,600 | | | | | | 128,368 | | |
Tokio Marine Holdings, Inc. |
| | | | 38,296 | | | | | | 693,340 | | |
Tokyo Electric Power
Co., Holdings, Inc.* |
| | | | 30,339 | | | | | | 98,997 | | |
Tokyo Electron Ltd. |
| | | | 2,771 | | | | | | 736,211 | | |
Tokyo Gas Co., Ltd. |
| | | | 10,100 | | | | | | 180,548 | | |
Tokyu Corp. |
| | | | 13,583 | | | | | | 156,817 | | |
Tokyu Fudosan Holdings Corp. |
| | | | 17,530 | | | | | | 89,045 | | |
TOPPAN, Inc. |
| | | | 8,005 | | | | | | 119,508 | | |
Toray Industries, Inc. |
| | | | 36,295 | | | | | | 176,915 | | |
Toshiba Corp. |
| | | | 8,996 | | | | | | 313,575 | | |
Tosoh Corp. |
| | | | 7,987 | | | | | | 86,998 | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks (continued) | | ||||||||||||
Japan (continued) | | ||||||||||||
TOTO Ltd. |
| | | | 4,332 | | | | | $ | 123,867 | | |
Toyo Suisan Kaisha Ltd. |
| | | | 3,149 | | | | | | 118,219 | | |
Toyota Industries Corp. |
| | | | 3,811 | | | | | | 196,402 | | |
Toyota Motor Corp. |
| | | | 226,463 | | | | | | 3,137,892 | | |
Toyota Tsusho Corp. |
| | | | 4,851 | | | | | | 163,185 | | |
Trend Micro, Inc. |
| | | | 3,215 | | | | | | 162,443 | | |
Unicharm Corp. |
| | | | 8,447 | | | | | | 257,556 | | |
USS Co., Ltd. |
| | | | 7,291 | | | | | | 110,222 | | |
West Japan Railway Co. |
| | | | 5,555 | | | | | | 220,541 | | |
Yakult Honsha Co., Ltd. |
| | | | 3,582 | | | | | | 198,578 | | |
Yamaha Corp. |
| | | | 4,347 | | | | | | 164,363 | | |
Yamaha Motor Co., Ltd. |
| | | | 8,339 | | | | | | 172,239 | | |
Yamato Holdings Co., Ltd. |
| | | | 8,091 | | | | | | 119,976 | | |
Yaskawa Electric Corp. |
| | | | 6,062 | | | | | | 168,440 | | |
Yokogawa Electric Corp. |
| | | | 6,424 | | | | | | 107,661 | | |
Z Holdings Corp. |
| | | | 53,333 | | | | | | 138,002 | | |
Zenkoku Hosho Co., Ltd. |
| | | | 2,542 | | | | | | 83,972 | | |
Total Japan |
| | | | | | | | | | 61,360,698 | | |
Jordan — 0.0%(b) | | ||||||||||||
Hikma Pharmaceuticals PLC |
| | | | 4,097 | | | | | | 58,916 | | |
Luxembourg — 0.1% | | ||||||||||||
ArcelorMittal SA |
| | | | 9,967 | | | | | | 223,171 | | |
Eurofins Scientific SE |
| | | | 2,329 | | | | | | 149,115 | | |
Total Luxembourg |
| | | | | | | | | | 372,286 | | |
Macau — 0.1% | | ||||||||||||
Galaxy Entertainment Group Ltd. |
| | | | 44,078 | | | | | | 201,303 | | |
Sands China Ltd.*
|
| | | | 53,663 | | | | | | 93,655 | | |
Total Macau |
| | | | | | | | | | 294,958 | | |
Netherlands — 4.9% | | ||||||||||||
Adyen NV*
|
| | | | 538 | | | | | | 772,392 | | |
Aegon NV |
| | | | 37,762 | | | | | | 174,853 | | |
Akzo Nobel NV |
| | | | 3,424 | | | | | | 211,303 | | |
Argenx SE*
|
| | | | 1,072 | | | | | | 418,294 | | |
ASM International NV |
| | | | 947 | | | | | | 210,405 | | |
ASML Holding NV |
| | | | 7,120 | | | | | | 3,363,702 | | |
ASR Nederland NV |
| | | | 3,307 | | | | | | 145,741 | | |
BE Semiconductor Industries NV |
| | | | 1,364 | | | | | | 69,724 | | |
Euronext NV |
| | | | 1,636 | | | | | | 103,969 | | |
Heineken Holding NV |
| | | | 2,089 | | | | | | 142,668 | | |
Heineken NV |
| | | | 4,381 | | | | | | 366,314 | | |
IMCD NV |
| | | | 953 | | | | | | 123,671 | | |
ING Groep NV |
| | | | 71,661 | | | | | | 705,002 | | |
Koninklijke Ahold Delhaize NV |
| | | | 18,259 | | | | | | 509,806 | | |
Koninklijke DSM NV |
| | | | 3,213 | | | | | | 378,844 | | |
Koninklijke KPN NV |
| | | | 62,996 | | | | | | 176,263 | | |
Koninklijke Philips NV |
| | | | 16,822 | | | | | | 213,112 | | |
NN Group NV |
| | | | 5,953 | | | | | | 252,114 | | |
OCI NV |
| | | | 1,502 | | | | | | 57,480 | | |
Randstad NV |
| | | | 2,468 | | | | | | 123,035 | | |
Shell PLC |
| | | | 133,923 | | | | | | 3,706,763 | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks (continued) | | ||||||||||||
Netherlands (continued) | | ||||||||||||
Universal Music Group NV |
| | | | 14,899 | | | | | $ | 292,328 | | |
Wolters Kluwer NV |
| | | | 5,040 | | | | | | 535,736 | | |
Total Netherlands |
| | | | | | | | | | 13,053,519 | | |
New Zealand — 0.4% | | ||||||||||||
Auckland International Airport Ltd.*
|
| | | | 37,399 | | | | | | 167,297 | | |
Contact Energy Ltd. |
| | | | 24,273 | | | | | | 106,465 | | |
Fisher & Paykel Healthcare Corp.,
Ltd. |
| | | | 16,383 | | | | | | 186,357 | | |
Mainfreight Ltd. |
| | | | 2,718 | | | | | | 120,069 | | |
Meridian Energy Ltd. |
| | | | 31,648 | | | | | | 89,723 | | |
Spark New Zealand Ltd. |
| | | | 64,071 | | | | | | 190,577 | | |
Xero Ltd.*
|
| | | | 2,718 | | | | | | 135,688 | | |
Total New Zealand |
| | | | | | | | | | 996,176 | | |
Norway — 0.8% | | ||||||||||||
Aker BP ASA |
| | | | 6,155 | | | | | | 196,191 | | |
DNB Bank ASA |
| | | | 20,826 | | | | | | 368,572 | | |
Equinor ASA |
| | | | 18,515 | | | | | | 677,338 | | |
Mowi ASA |
| | | | 9,383 | | | | | | 139,930 | | |
Norsk Hydro ASA |
| | | | 29,854 | | | | | | 189,458 | | |
Orkla ASA |
| | | | 20,999 | | | | | | 141,705 | | |
Schibsted ASA, Class A |
| | | | 4,217 | | | | | | 64,937 | | |
Telenor ASA |
| | | | 15,894 | | | | | | 144,465 | | |
TOMRA Systems ASA |
| | | | 5,334 | | | | | | 86,201 | | |
Total Norway |
| | | | | | | | | | 2,008,797 | | |
Poland — 0.2% | | ||||||||||||
Dino Polska SA*
|
| | | | 1,230 | | | | | | 80,482 | | |
KGHM Polska Miedz SA |
| | | | 3,642 | | | | | | 73,018 | | |
LPP SA |
| | | | 27 | | | | | | 46,911 | | |
Polski Koncern Naftowy ORLEN SA |
| | | | 10,113 | | | | | | 116,404 | | |
Powszechna Kasa
Oszczednosci Bank Polski SA |
| | | | 19,064 | | | | | | 104,163 | | |
Powszechny Zaklad Ubezpieczen SA
|
| | | | 14,475 | | | | | | 81,304 | | |
Total Poland |
| | | | | | | | | | 502,282 | | |
Portugal — 0.2% | | ||||||||||||
EDP — Energias de Portugal SA |
| | | | 64,948 | | | | | | 284,046 | | |
Galp Energia SGPS SA |
| | | | 12,259 | | | | | | 124,493 | | |
Total Portugal |
| | | | | | | | | | 408,539 | | |
Singapore — 1.5% | | ||||||||||||
CapitaLand Ascendas REIT |
| | | | 120,942 | | | | | | 223,919 | | |
CapitaLand
Integrated Commercial Trust |
| | | | 159,567 | | | | | | 211,989 | | |
Capitaland Investment Ltd/Singapore
|
| | | | 67,310 | | | | | | 143,172 | | |
DBS Group Holdings Ltd. |
| | | | 35,737 | | | | | | 863,688 | | |
Genting Singapore Ltd. |
| | | | 234,793 | | | | | | 133,565 | | |
Keppel Corp., Ltd. |
| | | | 38,790 | | | | | | 191,058 | | |
Mapletree Industrial Trust |
| | | | 89,739 | | | | | | 139,514 | | |
Oversea-Chinese Banking Corp., Ltd.
|
| | | | 69,932 | | | | | | 599,446 | | |
Singapore Exchange Ltd. |
| | | | 23,765 | | | | | | 141,404 | | |
Singapore Technologies
Engineering Ltd. |
| | | | 55,243 | | | | | | 128,826 | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks (continued) | | ||||||||||||
Singapore (continued) | | ||||||||||||
Singapore Telecommunications Ltd.
|
| | | | 171,124 | | | | | $ | 302,318 | | |
STMicroelectronics NV |
| | | | 11,889 | | | | | | 371,315 | | |
United Overseas Bank Ltd. |
| | | | 26,486 | | | | | | 519,576 | | |
Total Singapore |
| | | | | | | | | | 3,969,790 | | |
South Africa — 0.3% | | ||||||||||||
Anglo American PLC |
| | | | 22,740 | | | | | | 682,946 | | |
South Korea — 4.6% | | ||||||||||||
Amorepacific Corp. |
| | | | 928 | | | | | | 60,392 | | |
Celltrion Healthcare Co., Ltd. |
| | | | 2,646 | | | | | | 129,100 | | |
Celltrion, Inc. |
| | | | 2,298 | | | | | | 309,745 | | |
CJ CheilJedang Corp. |
| | | | 338 | | | | | | 98,236 | | |
Coway Co., Ltd. |
| | | | 2,259 | | | | | | 87,699 | | |
Delivery Hero SE*(a)
|
| | | | 3,665 | | | | | | 120,803 | | |
Doosan Enerbility*
|
| | | | 8,747 | | | | | | 81,363 | | |
Hana Financial Group, Inc. |
| | | | 7,345 | | | | | | 212,701 | | |
Hankook Tire & Technology Co., Ltd.
|
| | | | 2,932 | | | | | | 75,232 | | |
Hanwha Solutions Corp.*
|
| | | | 2,344 | | | | | | 77,670 | | |
HLB, Inc.*
|
| | | | 2,244 | | | | | | 63,801 | | |
HMM Co., Ltd. |
| | | | 7,219 | | | | | | 96,797 | | |
HYBE Co., Ltd.*
|
| | | | 475 | | | | | | 40,349 | | |
Hyundai Mobis Co., Ltd. |
| | | | 1,468 | | | | | | 225,696 | | |
Hyundai Motor Co. |
| | | | 3,429 | | | | | | 395,992 | | |
Industrial Bank of Korea |
| | | | 15,874 | | | | | | 116,454 | | |
Kakao Corp. |
| | | | 6,459 | | | | | | 229,893 | | |
KakaoBank Corp.*
|
| | | | 4,167 | | | | | | 50,023 | | |
KB Financial Group, Inc. |
| | | | 8,709 | | | | | | 293,775 | | |
Kia Corp. |
| | | | 5,644 | | | | | | 262,696 | | |
Korea Electric Power Corp.*
|
| | | | 7,799 | | | | | | 91,708 | | |
Korea Zinc Co., Ltd. |
| | | | 246 | | | | | | 110,527 | | |
Korean Air Lines Co., Ltd.*
|
| | | | 5,862 | | | | | | 95,063 | | |
Krafton, Inc.*
|
| | | | 710 | | | | | | 88,473 | | |
KT&G Corp. |
| | | | 3,567 | | | | | | 239,645 | | |
L&F Co., Ltd.*
|
| | | | 487 | | | | | | 76,924 | | |
LG Chem Ltd. |
| | | | 982 | | | | | | 431,557 | | |
LG Corp. |
| | | | 2,905 | | | | | | 161,519 | | |
LG Display Co., Ltd. |
| | | | 8,030 | | | | | | 71,875 | | |
LG Electronics, Inc. |
| | | | 2,530 | | | | | | 144,932 | | |
LG Energy Solution Ltd.*
|
| | | | 693 | | | | | | 256,874 | | |
LG H&H Co., Ltd. |
| | | | 250 | | | | | | 89,508 | | |
LG Innotek Co., Ltd. |
| | | | 324 | | | | | | 67,441 | | |
NAVER Corp. |
| | | | 2,872 | | | | | | 341,749 | | |
NCSoft Corp. |
| | | | 435 | | | | | | 119,099 | | |
POSCO Holdings, Inc. |
| | | | 1,635 | | | | | | 285,805 | | |
Samsung Biologics Co., Ltd.*
|
| | | | 462 | | | | | | 284,442 | | |
Samsung C&T Corp. |
| | | | 2,391 | | | | | | 198,907 | | |
Samsung Electro-Mechanics Co., Ltd.
|
| | | | 1,451 | | | | | | 123,255 | | |
Samsung Electronics Co., Ltd. |
| | | | 88,876 | | | | | | 3,706,156 | | |
Samsung
Fire & Marine Insurance Co., Ltd. |
| | | | 938 | | | | | | 131,700 | | |
Samsung SDI Co., Ltd. |
| | | | 1,088 | | | | | | 562,923 | | |
Samsung SDS Co., Ltd. |
| | | | 1,446 | | | | | | 126,891 | | |
Shinhan Financial Group Co., Ltd.
|
| | | | 11,579 | | | | | | 295,074 | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks (continued) | | ||||||||||||
South Korea (continued) | | ||||||||||||
SK Hynix, Inc. |
| | | | 10,491 | | | | | $ | 609,081 | | |
SK Innovation Co., Ltd.*
|
| | | | 1,098 | | | | | | 133,353 | | |
SK Square Co. Ltd.*
|
| | | | 2,483 | | | | | | 64,409 | | |
SK Telecom Co., Ltd. |
| | | | 1,992 | | | | | | 70,062 | | |
SK, Inc. |
| | | | 982 | | | | | | 147,529 | | |
Woori Financial Group, Inc. |
| | | | 20,015 | | | | | | 165,100 | | |
Total South Korea |
| | | | | | | | | | 12,319,998 | | |
Spain — 2.2% | | ||||||||||||
ACS
Actividades de Construccion y Servicios SA |
| | | | 5,814 | | | | | | 149,115 | | |
Aena SME SA*
|
| | | | 1,472 | | | | | | 173,345 | | |
Amadeus IT Group SA*
|
| | | | 8,111 | | | | | | 422,789 | | |
Banco Bilbao Vizcaya Argentaria SA
|
| | | | 116,545 | | | | | | 600,009 | | |
Banco Santander SA(a)
|
| | | | 310,416 | | | | | | 804,427 | | |
Bankinter SA |
| | | | 18,947 | | | | | | 114,530 | | |
CaixaBank SA |
| | | | 83,353 | | | | | | 276,226 | | |
Cellnex Telecom SA*
|
| | | | 11,305 | | | | | | 369,835 | | |
EDP Renovaveis SA |
| | | | 3,735 | | | | | | 78,665 | | |
Endesa SA |
| | | | 5,674 | | | | | | 94,689 | | |
Ferrovial SA |
| | | | 10,271 | | | | | | 250,839 | | |
Grifols SA*(a)
|
| | | | 8,771 | | | | | | 74,604 | | |
Iberdrola SA |
| | | | 110,120 | | | | | | 1,118,298 | | |
Industria de Diseno Textil SA(a)
|
| | | | 19,809 | | | | | | 449,123 | | |
Naturgy Energy Group SA |
| | | | 3,018 | | | | | | 77,434 | | |
Red Electrica Corp. SA |
| | | | 8,813 | | | | | | 142,414 | | |
Repsol SA |
| | | | 25,207 | | | | | | 342,433 | | |
Siemens Gamesa
Renewable Energy SA* |
| | | | 4,406 | | | | | | 78,210 | | |
Telefonica SA |
| | | | 97,800 | | | | | | 336,861 | | |
Total Spain |
| | | | | | | | | | 5,953,846 | | |
Sweden — 2.9% | | ||||||||||||
Alfa Laval AB |
| | | | 6,749 | | | | | | 166,184 | | |
Assa Abloy AB, B Shares |
| | | | 17,234 | | | | | | 347,785 | | |
Atlas Copco AB, A Shares |
| | | | 46,409 | | | | | | 495,737 | | |
Atlas Copco AB, B Shares(a)
|
| | | | 27,359 | | | | | | 264,765 | | |
Boliden AB |
| | | | 5,981 | | | | | | 174,064 | | |
Castellum AB(a)
|
| | | | 7,024 | | | | | | 80,280 | | |
Epiroc AB, A Shares(a)
|
| | | | 11,857 | | | | | | 181,389 | | |
Epiroc AB, B Shares |
| | | | 7,739 | | | | | | 103,895 | | |
EQT AB |
| | | | 6,106 | | | | | | 120,236 | | |
Essity AB, B Shares |
| | | | 12,135 | | | | | | 256,307 | | |
Evolution AB |
| | | | 3,090 | | | | | | 288,854 | | |
Getinge AB, B Shares |
| | | | 5,207 | | | | | | 105,691 | | |
H & M Hennes &
Mauritz AB, B Shares(a) |
| | | | 17,463 | | | | | | 175,729 | | |
Hexagon AB, B Shares |
| | | | 35,358 | | | | | | 349,406 | | |
Husqvarna AB, B Shares |
| | | | 12,218 | | | | | | 72,531 | | |
Industrivarden AB, A Shares |
| | | | 9,205 | | | | | | 208,416 | | |
Indutrade AB |
| | | | 6,453 | | | | | | 112,908 | | |
Investor AB, B Shares(a)
|
| | | | 41,930 | | | | | | 684,361 | | |
Kinnevik AB, B Shares*
|
| | | | 6,629 | | | | | | 81,884 | | |
Nibe Industrier AB, B Shares |
| | | | 27,299 | | | | | | 217,642 | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks (continued) | | ||||||||||||
Sweden (continued) | | ||||||||||||
Saab AB, B Shares |
| | | | 2,364 | | | | | $ | 83,475 | | |
Sandvik AB |
| | | | 20,752 | | | | | | 324,131 | | |
Skandinaviska Enskilda
Banken AB, A Shares |
| | | | 28,248 | | | | | | 297,806 | | |
Skanska AB, B Shares |
| | | | 9,334 | | | | | | 145,115 | | |
SKF AB, B Shares |
| | | | 8,090 | | | | | | 116,989 | | |
Svenska Cellulosa AB SCA, B Shares
|
| | | | 12,238 | | | | | | 144,303 | | |
Svenska Handelsbanken AB, A Shares
|
| | | | 28,488 | | | | | | 264,631 | | |
Swedbank AB, A Shares |
| | | | 19,548 | | | | | | 291,262 | | |
Swedish Match AB |
| | | | 32,111 | | | | | | 330,105 | | |
Tele2 AB, B Shares(a)
|
| | | | 12,215 | | | | | | 100,060 | | |
Telefonaktiebolaget
LM Ericsson, B Shares |
| | | | 56,854 | | | | | | 315,900 | | |
Telia Co. AB(a)
|
| | | | 51,047 | | | | | | 135,119 | | |
Trelleborg AB, B Shares |
| | | | 6,531 | | | | | | 143,794 | | |
Volvo AB, B Shares |
| | | | 32,023 | | | | | | 523,939 | | |
Total Sweden |
| | | | | | | | | | 7,704,693 | | |
Switzerland — 5.4% | | ||||||||||||
ABB Ltd. |
| | | | 29,319 | | | | | | 815,629 | | |
Accelleron Industries AG*
|
| | | | 1,477 | | | | | | 25,061 | | |
Adecco Group AG |
| | | | 3,404 | | | | | | 106,601 | | |
Alcon, Inc. |
| | | | 8,345 | | | | | | 508,163 | | |
Baloise Holding AG |
| | | | 1,052 | | | | | | 143,806 | | |
Barry Callebaut AG |
| | | | 47 | | | | | | 88,951 | | |
Chocoladefabriken
Lindt & Spruengli AG |
| | | | 33 | | | | | | 316,563 | | |
Cie Financiere Richemont SA, Class A
|
| | | | 9,386 | | | | | | 918,576 | | |
Clariant AG*
|
| | | | 6,580 | | | | | | 105,924 | | |
Credit Suisse Group AG(a)
|
| | | | 45,836 | | | | | | 189,161 | | |
EMS-Chemie Holding AG |
| | | | 158 | | | | | | 99,386 | | |
Geberit AG |
| | | | 711 | | | | | | 316,371 | | |
Givaudan SA |
| | | | 184 | | | | | | 549,748 | | |
Holcim AG*
|
| | | | 9,355 | | | | | | 425,147 | | |
Julius Baer Group Ltd. |
| | | | 4,267 | | | | | | 204,535 | | |
Kuehne + Nagel International AG |
| | | | 858 | | | | | | 182,960 | | |
Logitech International SA |
| | | | 2,854 | | | | | | 142,165 | | |
Lonza Group AG |
| | | | 1,393 | | | | | | 717,414 | | |
Novartis AG |
| | | | 37,933 | | | | | | 3,066,480 | | |
Partners Group Holding AG |
| | | | 422 | | | | | | 379,262 | | |
PSP Swiss Property AG |
| | | | 1,094 | | | | | | 116,970 | | |
Schindler Holding
AG — Participating Certificate |
| | | | 1,050 | | | | | | 171,284 | | |
SGS SA |
| | | | 111 | | | | | | 245,015 | | |
SIG Group AG*
|
| | | | 6,714 | | | | | | 129,081 | | |
Sika AG |
| | | | 2,756 | | | | | | 621,838 | | |
Sonova Holding AG |
| | | | 1,052 | | | | | | 248,822 | | |
Straumann Holding AG |
| | | | 2,095 | | | | | | 199,671 | | |
Swatch Group AG (The) — Bearer |
| | | | 697 | | | | | | 156,986 | | |
Swiss Life Holding AG |
| | | | 613 | | | | | | 297,021 | | |
Swiss Prime Site AG |
| | | | 1,850 | | | | | | 149,368 | | |
Swisscom AG |
| | | | 492 | | | | | | 243,013 | | |
Tecan Group AG |
| | | | 304 | | | | | | 111,606 | | |
Temenos AG |
| | | | 1,196 | | | | | | 71,348 | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks (continued) | | ||||||||||||
Switzerland (continued) | | ||||||||||||
UBS Group AG |
| | | | 56,968 | | | | | $ | 904,543 | | |
VAT Group AG |
| | | | 480 | | | | | | 109,742 | | |
Zurich Insurance Group AG |
| | | | 2,673 | | | | | | 1,141,317 | | |
Total Switzerland |
| | | | | | | | | | 14,219,528 | | |
United Kingdom — 11.1% | | ||||||||||||
3i Group PLC |
| | | | 17,557 | | | | | | 234,585 | | |
abrdn PLC |
| | | | 46,993 | | | | | | 86,027 | | |
Admiral Group PLC |
| | | | 5,070 | | | | | | 117,739 | | |
Ashtead Group PLC |
| | | | 8,312 | | | | | | 435,434 | | |
Associated British Foods PLC |
| | | | 6,841 | | | | | | 106,291 | | |
AstraZeneca PLC |
| | | | 27,197 | | | | | | 3,210,846 | | |
Auto Trader Group PLC |
| | | | 19,172 | | | | | | 115,136 | | |
Aviva PLC |
| | | | 51,599 | | | | | | 248,386 | | |
B&M European Value Retail SA
|
| | | | 18,143 | | | | | | 67,387 | | |
BAE Systems PLC |
| | | | 61,649 | | | | | | 578,055 | | |
Barclays PLC |
| | | | 298,667 | | | | | | 508,100 | | |
Barratt Developments PLC |
| | | | 20,626 | | | | | | 89,339 | | |
Bellway PLC |
| | | | 3,048 | | | | | | 65,097 | | |
Berkeley Group Holdings PLC |
| | | | 2,238 | | | | | | 89,438 | | |
BP PLC |
| | | | 346,192 | | | | | | 1,912,416 | | |
British American Tobacco PLC |
| | | | 40,496 | | | | | | 1,600,864 | | |
British Land Co. PLC (The) |
| | | | 19,287 | | | | | | 81,252 | | |
BT Group PLC |
| | | | 131,520 | | | | | | 196,549 | | |
Bunzl PLC |
| | | | 7,164 | | | | | | 234,332 | | |
Burberry Group PLC |
| | | | 8,119 | | | | | | 169,662 | | |
Centrica PLC |
| | | | 106,640 | | | | | | 94,074 | | |
CK Hutchison Holdings Ltd. |
| | | | 55,620 | | | | | | 276,334 | | |
CNH Industrial NV |
| | | | 19,892 | | | | | | 257,647 | | |
Compass Group PLC |
| | | | 33,288 | | | | | | 703,856 | | |
Croda International PLC |
| | | | 2,595 | | | | | | 201,971 | | |
DCC PLC |
| | | | 1,981 | | | | | | 110,391 | | |
Dechra Pharmaceuticals PLC |
| | | | 2,063 | | | | | | 62,231 | | |
Diageo PLC |
| | | | 41,054 | | | | | | 1,700,677 | | |
Direct Line Insurance Group PLC |
| | | | 27,873 | | | | | | 64,760 | | |
Entain PLC |
| | | | 11,813 | | | | | | 171,778 | | |
Experian PLC |
| | | | 17,518 | | | | | | 559,495 | | |
Haleon PLC*
|
| | | | 92,279 | | | | | | 284,736 | | |
Halma PLC |
| | | | 6,979 | | | | | | 169,945 | | |
Howden Joinery Group PLC |
| | | | 13,134 | | | | | | 77,726 | | |
HSBC Holdings PLC |
| | | | 357,277 | | | | | | 1,839,963 | | |
IMI PLC |
| | | | 5,496 | | | | | | 77,705 | | |
Imperial Brands PLC |
| | | | 18,280 | | | | | | 447,029 | | |
Informa PLC |
| | | | 30,057 | | | | | | 192,271 | | |
InterContinental Hotels Group PLC
|
| | | | 3,985 | | | | | | 215,457 | | |
Intermediate Capital Group PLC |
| | | | 6,229 | | | | | | 76,164 | | |
Intertek Group PLC |
| | | | 3,237 | | | | | | 136,181 | | |
ITV PLC |
| | | | 87,694 | | | | | | 67,647 | | |
JD Sports Fashion PLC |
| | | | 50,458 | | | | | | 56,607 | | |
Johnson Matthey PLC(a)
|
| | | | 3,618 | | | | | | 80,583 | | |
Just Eat Takeaway.com NV*
|
| | | | 3,957 | | | | | | 67,893 | | |
Kingfisher PLC |
| | | | 43,863 | | | | | | 110,548 | | |
Land Securities Group PLC |
| | | | 17,197 | | | | | | 112,937 | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks (continued) | | ||||||||||||
United Kingdom (continued) | | ||||||||||||
Legal & General Group PLC |
| | | | 105,373 | | | | | $ | 282,556 | | |
Lloyds Banking Group PLC |
| | | | 1,250,893 | | | | | | 605,176 | | |
London Stock Exchange Group PLC |
| | | | 6,416 | | | | | | 558,902 | | |
M&G PLC |
| | | | 52,431 | | | | | | 105,761 | | |
Melrose Industries PLC |
| | | | 85,326 | | | | | | 114,842 | | |
National Grid PLC |
| | | | 64,465 | | | | | | 703,916 | | |
NatWest Group PLC |
| | | | 87,974 | | | | | | 237,825 | | |
Next PLC |
| | | | 2,310 | | | | | | 131,092 | | |
Ocado Group PLC*(a)
|
| | | | 10,819 | | | | | | 58,844 | | |
Pearson PLC |
| | | | 15,803 | | | | | | 174,742 | | |
Persimmon PLC |
| | | | 6,470 | | | | | | 97,212 | | |
Reckitt Benckiser Group PLC |
| | | | 12,984 | | | | | | 864,055 | | |
RELX PLC |
| | | | 34,656 | | | | | | 934,082 | | |
Rentokil Initial PLC |
| | | | 36,198 | | | | | | 226,886 | | |
Rightmove PLC |
| | | | 17,611 | | | | | | 99,719 | | |
Rolls-Royce Holdings PLC*
|
| | | | 172,814 | | | | | | 155,494 | | |
Sage Group PLC (The) |
| | | | 21,418 | | | | | | 179,225 | | |
Schroders PLC |
| | | | 10,947 | | | | | | 49,369 | | |
Segro PLC |
| | | | 20,991 | | | | | | 189,718 | | |
Severn Trent PLC |
| | | | 5,059 | | | | | | 145,791 | | |
Smith & Nephew PLC |
| | | | 16,816 | | | | | | 199,418 | | |
Smiths Group PLC |
| | | | 7,878 | | | | | | 141,542 | | |
Spirax-Sarco Engineering PLC |
| | | | 1,459 | | | | | | 180,580 | | |
SSE PLC |
| | | | 18,733 | | | | | | 335,600 | | |
St James’s Place PLC |
| | | | 10,127 | | | | | | 124,175 | | |
Standard Chartered PLC |
| | | | 45,312 | | | | | | 271,387 | | |
Tate & Lyle PLC |
| | | | 10,360 | | | | | | 83,615 | | |
Taylor Wimpey PLC |
| | | | 70,555 | | | | | | 76,180 | | |
Tesco PLC |
| | | | 136,049 | | | | | | 336,931 | | |
Unilever PLC |
| | | | 46,526 | | | | | | 2,129,038 | | |
United Utilities Group PLC |
| | | | 13,564 | | | | | | 146,705 | | |
Vodafone Group PLC |
| | | | 474,789 | | | | | | 555,611 | | |
Weir Group PLC (The) |
| | | | 5,757 | | | | | | 100,916 | | |
Whitbread PLC |
| | | | 4,907 | | | | | | 145,309 | | |
WPP PLC |
| | | | 21,100 | | | | | | 186,087 | | |
Total United Kingdom |
| | | | | | | | | | 29,291,842 | | |
United States — 6.2% | | ||||||||||||
Amcor PLC |
| | | | 32,709 | | | | | | 378,367 | | |
Computershare Ltd. |
| | | | 12,186 | | | | | | 196,913 | | |
CSL Ltd. |
| | | | 9,194 | | | | | | 1,648,975 | | |
Ferguson PLC |
| | | | 3,879 | | | | | | 424,723 | | |
GSK PLC |
| | | | 72,040 | | | | | | 1,185,087 | | |
James Hardie Industries PLC |
| | | | 8,330 | | | | | | 181,105 | | |
Nestle SA |
| | | | 50,121 | | | | | | 5,461,098 | | |
QIAGEN NV*
|
| | | | 4,846 | | | | | | 209,303 | | |
Roche Holding AG |
| | | | 13,139 | | | | | | 4,366,100 | | |
Samsonite International SA*
|
| | | | 26,204 | | | | | | 56,348 | | |
Schneider Electric SE |
| | | | 9,802 | | | | | | 1,242,555 | | |
Signify NV |
| | | | 1,938 | | | | | | 53,747 | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks (continued) | | ||||||||||||
United States (continued) | | ||||||||||||
Stellantis NV*
|
| | | | 37,858 | | | | | $ | 511,114 | | |
Swiss Re AG |
| | | | 5,514 | | | | | | 409,934 | | |
Tenaris SA |
| | | | 7,552 | | | | | | 117,222 | | |
Total United States |
| | | | | | | | | | 16,442,591 | | |
Total
Common Stocks (Cost $303,164,681) |
| | | | | | | | | | 263,005,910 | | |
Preferred Stocks — 0.5% | | ||||||||||||
Germany — 0.3% | | ||||||||||||
Henkel AG & Co. KGaA, 2.96% |
| | | | 3,574 | | | | | | 225,293 | | |
Sartorius AG, 0.29% |
| | | | 502 | | | | | | 177,175 | | |
Volkswagen AG, 5.31% |
| | | | 3,957 | | | | | | 505,835 | | |
Total Germany |
| | | | | | | | | | 908,303 | | |
South Korea — 0.2% | | ||||||||||||
Samsung Electronics Co., Ltd., 2.56%
|
| | | | 14,867 | | | | | | 556,293 | | |
Total
Preferred Stocks (Cost $1,679,217) |
| | | | | | | | | | 1,464,596 | | |
Rights — 0.0%(b) | | ||||||||||||
South Korea — 0.0%(b) | | ||||||||||||
HLB,
Inc., expires 11/28/22*(c) (Cost $0) |
| | | | 184 | | | | |
|
114 |
| |
Short-Term Investment — 0.4% | | ||||||||||||
Money Market Fund — 0.4% | | ||||||||||||
Dreyfus
Government Cash Management Fund, Institutional Shares, 2.91%(d)(e) (Cost $1,097,062) |
| | | | 1,097,062 | | | | |
|
1,097,062 |
| |
Total
Investments — 100.2% (Cost $305,940,960) |
| | | | | | | | | | 265,567,682 | | |
Other
Assets and Liabilities, Net — (0.2)% |
| | | | | | | | | | (658,510) | | |
Net Assets — 100.0% |
| | | | | | | | | $ | 264,909,172 | | |
|
Purchased Contracts |
| |
Settlement Date |
| |
Counterparty
|
| |
Currency Amount Purchased |
| |
Value at Settlement Date |
| |
Value at October 31, 2022 |
| |
Unrealized Appreciation |
| |||||||||||||||
Australian Dollar |
| | | | 11/07/22 | | | |
Morgan Stanley
|
| | | | 16,135,461 | | | | | $ | 10,319,128 | | | | | $ | 10,319,896 | | | | | $ | 768 | | |
Swiss Franc |
| | | | 11/07/22 | | | |
Morgan Stanley
|
| | | | 11,654,051 | | | | | | 11,651,092 | | | | | | 11,654,132 | | | | | | 3,040 | | |
Danish Krone |
| | | | 11/07/22 | | | |
Morgan Stanley
|
| | | | 22,251,519 | | | | | | 2,954,815 | | | | | | 2,955,608 | | | | | | 793 | | |
Euro |
| | | | 11/07/22 | | | |
Morgan Stanley
|
| | | | 34,968,301 | | | | | | 34,571,865 | | | | | | 34,578,001 | | | | | | 6,136 | | |
British Pound |
| | | | 11/07/22 | | | |
Morgan Stanley
|
| | | | 16,525,711 | | | | | | 19,028,910 | | | | | | 19,030,465 | | | | | | 1,555 | | |
Israeli Shekel |
| | | | 11/07/22 | | | |
Morgan Stanley
|
| | | | 3,423,891 | | | | | | 972,965 | | | | | | 973,261 | | | | | | 296 | | |
Japanese Yen |
| | | | 11/07/22 | | | |
Morgan Stanley
|
| | | | 4,327,704,510 | | | | | | 29,130,811 | | | | | | 29,138,880 | | | | | | 8,069 | | |
South Korean Won#
|
| | | | 11/07/22 | | | |
Morgan Stanley
|
| | | | 8,428,469,324 | | | | | | 5,916,791 | | | | | | 5,917,190 | | | | | | 399 | | |
Norwegian Krone |
| | | | 11/07/22 | | | |
Morgan Stanley
|
| | | | 10,618,491 | | | | | | 1,021,377 | | | | | | 1,021,545 | | | | | | 168 | | |
New Zealand Dollar |
| | | | 11/07/22 | | | |
Morgan Stanley
|
| | | | 704,700 | | | | | | 409,404 | | | | | | 409,442 | | | | | | 38 | | |
Swedish Krona |
| | | | 11/07/22 | | | |
Morgan Stanley
|
| | | | 39,721,938 | | | | | | 3,595,419 | | | | | | 3,596,208 | | | | | | 789 | | |
Unrealized Appreciation |
| | | | | | | | | | | | | | | | | | $ | 119,572,577 | | | | | $ | 119,594,628 | | | | | $ | 22,051 | | |
Sold Contracts |
| |
Settlement Date |
| |
Counterparty
|
| |
Currency Amount Sold |
| |
Value
at Settlement Date |
| |
Value
at October 31, 2022 |
| |
Unrealized Appreciation |
| |||||||||||||||
Australian Dollar |
| | | | 11/07/22 | | | |
Morgan Stanley
|
| | | | (14,901,978) | | | | | $ | (9,584,416) | | | | | $ | (9,530,986) | | | | | $ | 53,430 | | |
Swiss Franc |
| | | | 11/07/22 | | | |
Morgan Stanley
|
| | | | (10,774,762) | | | | | | (10,978,219) | | | | | | (10,774,837) | | | | | | 203,382 | | |
Hong Kong Dollar |
| | | | 11/07/22 | | | |
Morgan Stanley
|
| | | | (28,129,694) | | | | | | (3,585,610) | | | | | | (3,583,969) | | | | | | 1,641 | | |
Japanese Yen |
| | | | 11/07/22 | | | |
Morgan Stanley
|
| | | | (3,997,715,077) | | | | | | (27,706,007) | | | | | | (26,917,027) | | | | | | 788,980 | | |
South Korean Won#
|
| | | | 11/07/22 | | | |
Morgan Stanley
|
| | | | (295,100,546) | | | | | | (208,106) | | | | | | (207,175) | | | | | | 931 | | |
Polish Zloty |
| | | | 12/05/22 | | | |
Morgan Stanley
|
| | | | (1,193,342) | | | | | | (249,142) | | | | | | (248,822) | | | | | | 320 | | |
Swedish Krona |
| | | | 11/07/22 | | | |
Morgan Stanley
|
| | | | (912,366) | | | | | | (83,150) | | | | | | (82,600) | | | | | | 550 | | |
Unrealized Appreciation |
| | | | | | | | | | | | | | | | | | $ | (52,394,650) | | | | | $ | (51,345,416) | | | | | $ | 1,049,234 | | |
Total Unrealized Appreciation |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
$ |
1,071,285 |
| |
Purchased Contracts |
| |
Settlement Date |
| |
Counterparty
|
| |
Currency Amount Purchased |
| |
Value
at Settlement Date |
| |
Value
at October 31, 2022 |
| |
Unrealized (Depreciation) |
| |||||||||||||||
Hong Kong Dollar |
| | | | 11/07/22 | | | |
Morgan Stanley
|
| | | | 28,129,694 | | | | | $ | 3,584,046 | | | | | $ | 3,583,969 | | | | | $ | (77) | | |
Hong Kong Dollar |
| | | | 11/07/22 | | | |
Morgan Stanley
|
| | | | 1,090,680 | | | | | | 228,480 | | | | | | 228,390 | | | | | | (90) | | |
Singapore Dollar |
| | | | 11/07/22 | | | |
Morgan Stanley
|
| | | | 2,625,155 | | | | | | 1,855,344 | | | | | | 1,855,182 | | | | | | (162) | | |
Unrealized Depreciation |
| | | | | | | | | | | | | | | | | | $ | 5,667,870 | | | | | $ | 5,667,541 | | | | | $ | (329) | | |
Sold Contracts |
| |
Settlement Date |
| |
Counterparty
|
| |
Currency Amount Sold |
| |
Value at Settlement Date |
| |
Value at October 31, 2022 |
| |
Unrealized (Depreciation) |
| |||||||||||||||
Australian Dollar |
| | | | 11/07/22 | | | |
Morgan Stanley
|
| | | | (1,233,483) | | | | | $ | (776,249) | | | | | $ | (788,909) | | | | | $ | (12,660) | | |
Australian Dollar |
| | | | 12/05/22 | | | |
Morgan Stanley
|
| | | | (17,099,811) | | | | | | (10,941,981) | | | | | | (10,946,100) | | | | | | (4,119) | | |
Swiss Franc |
| | | | 11/07/22 | | | |
Morgan Stanley
|
| | | | (879,289) | | | | | | (877,188) | | | | | | (879,295) | | | | | | (2,107) | | |
Swiss Franc |
| | | | 12/05/22 | | | |
Morgan Stanley
|
| | | | (12,249,792) | | | | | | (12,282,180) | | | | | | (12,289,799) | | | | | | (7,619) | | |
Danish Krone |
| | | | 11/07/22 | | | |
Morgan Stanley
|
| | | | (22,251,519) | | | | | | (2,938,705) | | | | | | (2,955,608) | | | | | | (16,903) | | |
Danish Krone |
| | | | 12/05/22 | | | |
Morgan Stanley
|
| | | | (24,224,162) | | | | | | (3,223,529) | | | | | | (3,224,980) | | | | | | (1,451) | | |
Euro |
| | | | 11/07/22 | | | |
Morgan Stanley
|
| | | | (34,968,301) | | | | | | (34,336,198) | | | | | | (34,578,001) | | | | | | (241,803) | | |
Euro |
| | | | 12/05/22 | | | |
Morgan Stanley
|
| | | | (37,893,744) | | | | | | (37,533,943) | | | | | | (37,552,636) | | | | | | (18,693) | | |
British Pound |
| | | | 11/07/22 | | | |
Morgan Stanley
|
| | | | (16,525,711) | | | | | | (18,472,464) | | | | | | (19,030,465) | | | | | | (558,001) | | |
British Pound |
| | | | 12/05/22 | | | |
Morgan Stanley
|
| | | | (17,118,511) | | | | | | (19,724,051) | | | | | | (19,730,506) | | | | | | (6,455) | | |
Hong Kong Dollar |
| | | | 12/05/22 | | | |
Morgan Stanley
|
| | | | (24,714,716) | | | | | | (3,150,071) | | | | | | (3,150,350) | | | | | | (279) | | |
Israeli Shekel |
| | | | 11/07/22 | | | |
Morgan Stanley
|
| | | | (3,423,891) | | | | | | (965,598) | | | | | | (973,261) | | | | | | (7,663) | | |
Israeli Shekel |
| | | | 12/05/22 | | | |
Morgan Stanley
|
| | | | (3,656,847) | | | | | | (1,040,805) | | | | | | (1,041,618) | | | | | | (813) | | |
Japanese Yen |
| | | | 11/07/22 | | | |
Morgan Stanley
|
| | | | (329,989,433) | | | | | | (2,207,455) | | | | | | (2,221,853) | | | | | | (14,398) | | |
Japanese Yen |
| | | | 12/05/22 | | | |
Morgan Stanley
|
| | | | (4,560,173,690) | | | | | | (30,788,780) | | | | | | (30,808,182) | | | | | | (19,402) | | |
South Korean Won#
|
| | | | 11/07/22 | | | |
Morgan Stanley
|
| | | | (8,133,368,778) | | | | | | (5,667,569) | | | | | | (5,710,015) | | | | | | (42,446) | | |
Sold Contracts |
| |
Settlement Date |
| |
Counterparty
|
| |
Currency Amount Sold |
| |
Value at Settlement Date |
| |
Value at October 31, 2022 |
| |
Unrealized (Depreciation) |
| |||||||||||||||
South Korean Won#
|
| | | | 12/05/22 | | | |
Morgan Stanley
|
| | | | (9,084,776,800) | | | | | $ | (6,345,713) | | | | | $ | (6,380,139) | | | | | $ | (34,426) | | |
Norwegian Krone |
| | | | 11/07/22 | | | |
Morgan Stanley
|
| | | | (10,618,491) | | | | | | (977,528) | | | | | | (1,021,545) | | | | | | (44,017) | | |
Norwegian Krone |
| | | | 12/05/22 | | | |
Morgan Stanley
|
| | | | (11,126,751) | | | | | | (1,071,156) | | | | | | (1,071,456) | | | | | | (300) | | |
New Zealand Dollar |
| | | | 11/07/22 | | | |
Morgan Stanley
|
| | | | (704,700) | | | | | | (398,863) | | | | | | (409,442) | | | | | | (10,579) | | |
New Zealand Dollar |
| | | | 12/05/22 | | | |
Morgan Stanley
|
| | | | (740,587) | | | | | | (430,429) | | | | | | (430,490) | | | | | | (61) | | |
Polish Zloty |
| | | | 11/07/22 | | | |
Morgan Stanley
|
| | | | (1,090,680) | | | | | | (219,854) | | | | | | (228,390) | | | | | | (8,536) | | |
Swedish Krona |
| | | | 11/07/22 | | | |
Morgan Stanley
|
| | | | (38,809,572) | | | | | | (3,500,351) | | | | | | (3,513,608) | | | | | | (13,257) | | |
Swedish Krona |
| | | | 12/05/22 | | | |
Morgan Stanley
|
| | | | (42,625,809) | | | | | | (3,864,839) | | | | | | (3,867,206) | | | | | | (2,367) | | |
Singapore Dollar |
| | | | 11/07/22 | | | |
Morgan Stanley
|
| | | | (2,625,155) | | | | | | (1,830,878) | | | | | | (1,855,182) | | | | | | (24,304) | | |
Singapore Dollar |
| | | | 12/05/22 | | | |
Morgan Stanley
|
| | | | (2,609,941) | | | | | | (1,844,581) | | | | | | (1,844,750) | | | | | | (169) | | |
Unrealized Depreciation |
| | | | | | | | | | | | | | | | | | $ | (205,410,958) | | | | | $ | (206,503,786) | | | | | $ | (1,092,828) | | |
Total Unrealized Depreciation |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
$ |
(1,093,157) |
| |
Net
Unrealized Appreciation (Depreciation) |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | $ | (21,872) | | |
|
Description |
| |
Level 1
|
| |
Level 2
|
| |
Level 3
|
| |
Total |
| ||||||||||||
Asset Valuation Inputs | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments in Securities:(f) | | | | | | | | | | | | | | | | | | | | | | | | | |
Common Stocks |
| | | $ | 263,005,910 | | | | | $ | — | | | | | $ | — | | | | | $ | 263,005,910 | | |
Preferred Stocks |
| | | | 1,464,596 | | | | | | — | | | | | | — | | | | | | 1,464,596 | | |
Right |
| | | | — | | | | | | — | | | | | | 114(g) | | | | | | 114 | | |
Short-Term Investment: | | | | | | | | | | | | | | | | | | | | | | | | | |
Money Market Fund |
| | | | 1,097,062 | | | | | | | | | | | | — | | | | | | 1,097,062 | | |
Total Investments in Securities |
| | | | 265,567,568 | | | | | | — | | | | | | 114 | | | | | | 265,567,682 | | |
Other Financial Instruments:(h) | | | | | | | | | | | | | | | | | | | | | | | | | |
Forward Foreign Currency Contracts
|
| | | | — | | | | | | 1,071,285 | | | | | | — | | | | | | 1,071,285 | | |
Total Investments in Securities and Other
Financial Instruments |
| | | $ | 265,567,568 | | | | | $ | 1,071,285 | | | | | $ | 114 | | | | | $ | 266,638,967 | | |
Liability Valuation Inputs | | | | | | | | | | | | | | | | | | | | | | | | | |
Other Financial Instruments:(h) | | | | | | | | | | | | | | | | | | | | | | | | | |
Forward Foreign Currency Contracts
|
| | | $ | — | | | | | $ | 1,093,157 | | | | | $ | — | | | | | $ | 1,093,157 | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks — 99.8% | | ||||||||||||
Communication Services — 5.8% | | ||||||||||||
Alphabet, Inc., Class A*
|
| | | | 22,650 | | | | | $ | 2,140,651 | | |
Electronic Arts, Inc. |
| | | | 24,898 | | | | | | 3,136,152 | | |
Meta Platforms, Inc., Class A*
|
| | | | 14,166 | | | | | | 1,319,705 | | |
Netflix, Inc.*
|
| | | | 8,409 | | | | | | 2,454,419 | | |
Snap, Inc., Class A*
|
| | | | 87,521 | | | | | | 867,333 | | |
T-Mobile US, Inc.*
|
| | | | 24,541 | | | | | | 3,719,434 | | |
Walt Disney Co. (The)*
|
| | | | 22,965 | | | | | | 2,446,691 | | |
Total Communication Services |
| | | | | | | | | | 16,084,385 | | |
Consumer Discretionary — 13.1% | | ||||||||||||
AutoZone, Inc.*
|
| | | | 1,541 | | | | | | 3,903,168 | | |
Chipotle Mexican Grill, Inc.*
|
| | | | 1,991 | | | | | | 2,983,175 | | |
Dollar General Corp. |
| | | | 14,148 | | | | | | 3,608,448 | | |
DR Horton, Inc. |
| | | | 42,274 | | | | | | 3,250,025 | | |
Home Depot, Inc. (The) |
| | | | 10,523 | | | | | | 3,116,176 | | |
Las Vegas Sands Corp.*
|
| | | | 81,036 | | | | | | 3,080,178 | | |
Lennar Corp., Class A |
| | | | 38,806 | | | | | | 3,131,644 | | |
Lowe’s Cos., Inc. |
| | | | 15,579 | | | | | | 3,037,126 | | |
O’Reilly Automotive, Inc.*
|
| | | | 4,599 | | | | | | 3,850,145 | | |
Peloton Interactive, Inc.,
Class A*(a)
|
| | | | 119,223 | | | | | | 1,001,473 | | |
Starbucks Corp. |
| | | | 34,625 | | | | | | 2,998,179 | | |
Target Corp. |
| | | | 14,842 | | | | | | 2,437,799 | | |
Total Consumer Discretionary |
| | | | | | | | | | 36,397,536 | | |
Consumer Staples — 4.4% | | ||||||||||||
Altria Group, Inc. |
| | | | 60,285 | | | | | | 2,789,387 | | |
Keurig Dr Pepper, Inc. |
| | | | 83,110 | | | | | | 3,227,993 | | |
Kraft Heinz Co. (The) |
| | | | 79,966 | | | | | | 3,076,292 | | |
Philip Morris International, Inc.
|
| | | | 33,531 | | | | | | 3,079,822 | | |
Total Consumer Staples |
| | | | | | | | | | 12,173,494 | | |
Energy — 3.9% | | ||||||||||||
Chevron Corp. |
| | | | 19,344 | | | | | | 3,499,330 | | |
Exxon Mobil Corp. |
| | | | 38,139 | | | | | | 4,226,183 | | |
Kinder Morgan, Inc. |
| | | | 166,571 | | | | | | 3,018,266 | | |
Total Energy |
| | | | | | | | | | 10,743,779 | | |
Financials — 12.6% | | ||||||||||||
BlackRock, Inc. |
| | | | 4,122 | | | | | | 2,662,441 | | |
Charles Schwab Corp. (The) |
| | | | 37,361 | | | | | | 2,976,551 | | |
Chubb Ltd. |
| | | | 14,726 | | | | | | 3,164,470 | | |
First Republic Bank |
| | | | 19,432 | | | | | | 2,333,783 | | |
Marsh & McLennan Cos., Inc. |
| | | | 18,483 | | | | | | 2,984,820 | | |
MetLife, Inc. |
| | | | 44,819 | | | | | | 3,281,199 | | |
Moody’s Corp. |
| | | | 9,335 | | | | | | 2,472,561 | | |
Nasdaq, Inc. |
| | | | 53,028 | | | | | | 3,300,463 | | |
PNC Financial Services
Group, Inc. (The) |
| | | | 17,077 | | | | | | 2,763,571 | | |
Progressive Corp. (The) |
| | | | 27,633 | | | | | | 3,548,077 | | |
Travelers Cos., Inc. (The) |
| | | | 17,238 | | | | | | 3,179,721 | | |
US Bancorp |
| | | | 59,264 | | | | | | 2,515,757 | | |
Total Financials |
| | | | | | | | | | 35,183,414 | | |
Health Care — 20.1% | | ||||||||||||
Abbott Laboratories |
| | | | 26,613 | | | | | | 2,633,090 | | |
AbbVie, Inc. |
| | | | 19,430 | | | | | | 2,844,552 | | |
Centene Corp.*
|
| | | | 37,414 | | | | | | 3,185,054 | | |
Cigna Corp. |
| | | | 13,146 | | | | | | 4,246,947 | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks (continued) | | ||||||||||||
Health Care (continued) | | ||||||||||||
CVS Health Corp. |
| | | | 31,122 | | | | | $ | 2,947,253 | | |
Danaher Corp. |
| | | | 10,738 | | | | | | 2,702,433 | | |
Elevance Health, Inc. |
| | | | 6,412 | | | | | | 3,505,889 | | |
Gilead Sciences, Inc. |
| | | | 52,983 | | | | | | 4,157,046 | | |
IDEXX Laboratories, Inc.*
|
| | | | 5,758 | | | | | | 2,071,037 | | |
IQVIA Holdings, Inc.*
|
| | | | 13,623 | | | | | | 2,856,334 | | |
McKesson Corp. |
| | | | 10,289 | | | | | | 4,006,228 | | |
Mettler-Toledo International, Inc.*
|
| | | | 2,294 | | | | | | 2,901,749 | | |
Pfizer, Inc. |
| | | | 60,843 | | | | | | 2,832,242 | | |
Regeneron Pharmaceuticals, Inc.*
|
| | | | 4,510 | | | | | | 3,376,863 | | |
Thermo Fisher Scientific, Inc. |
| | | | 5,333 | | | | | | 2,741,002 | | |
UnitedHealth Group, Inc. |
| | | | 6,177 | | | | | | 3,429,162 | | |
Vertex Pharmaceuticals, Inc.*
|
| | | | 12,070 | | | | | | 3,765,840 | | |
West Pharmaceutical Services, Inc.
|
| | | | 7,669 | | | | | | 1,764,637 | | |
Total Health Care |
| | | | | | | | | | 55,967,358 | | |
Industrials — 13.0% | | ||||||||||||
3M Co. |
| | | | 21,157 | | | | | | 2,661,339 | | |
Caterpillar, Inc. |
| | | | 14,136 | | | | | | 3,059,879 | | |
Cummins, Inc. |
| | | | 15,357 | | | | | | 3,754,940 | | |
Deere & Co. |
| | | | 7,582 | | | | | | 3,001,107 | | |
Emerson Electric Co. |
| | | | 32,125 | | | | | | 2,782,025 | | |
General Dynamics Corp. |
| | | | 13,060 | | | | | | 3,262,388 | | |
General Electric Co. |
| | | | 34,425 | | | | | | 2,678,609 | | |
Lockheed Martin Corp. |
| | | | 7,136 | | | | | | 3,472,948 | | |
Old Dominion Freight Line, Inc. |
| | | | 10,546 | | | | | | 2,895,932 | | |
Otis Worldwide Corp. |
| | | | 40,934 | | | | | | 2,891,578 | | |
Republic Services, Inc. |
| | | | 23,773 | | | | | | 3,152,775 | | |
Southwest Airlines Co.*
|
| | | | 68,774 | | | | | | 2,499,935 | | |
Total Industrials |
| | | | | | | | | | 36,113,455 | | |
Information Technology — 23.4% | | ||||||||||||
Amphenol Corp., Class A |
| | | | 41,803 | | | | | | 3,169,921 | | |
Analog Devices, Inc. |
| | | | 19,069 | | | | | | 2,719,621 | | |
Broadcom, Inc. |
| | | | 5,002 | | | | | | 2,351,540 | | |
Cisco Systems, Inc. |
| | | | 56,490 | | | | | | 2,566,341 | | |
Cognizant Technology
Solutions Corp., Class A |
| | | | 35,127 | | | | | | 2,186,656 | | |
Crowdstrike Holdings, Inc.,
Class A*
|
| | | | 13,871 | | | | | | 2,236,005 | | |
DocuSign, Inc.*
|
| | | | 29,405 | | | | | | 1,420,261 | | |
Fidelity
National Information Services, Inc. |
| | | | 31,367 | | | | | | 2,603,147 | | |
Fiserv, Inc.*
|
| | | | 31,064 | | | | | | 3,191,515 | | |
Fortinet, Inc.*
|
| | | | 46,086 | | | | | | 2,634,276 | | |
HP, Inc. |
| | | | 86,773 | | | | | | 2,396,670 | | |
Intel Corp. |
| | | | 63,557 | | | | | | 1,806,926 | | |
Intuit, Inc. |
| | | | 6,551 | | | | | | 2,800,553 | | |
Marvell Technology, Inc. |
| | | | 43,925 | | | | | | 1,742,944 | | |
Microsoft Corp. |
| | | | 10,217 | | | | | | 2,371,672 | | |
Motorola Solutions, Inc. |
| | | | 13,005 | | | | | | 3,247,479 | | |
NXP Semiconductors NV |
| | | | 17,019 | | | | | | 2,486,136 | | |
Palo Alto Networks, Inc.*
|
| | | | 15,180 | | | | | | 2,604,736 | | |
QUALCOMM, Inc. |
| | | | 20,612 | | | | | | 2,425,208 | | |
Roper Technologies, Inc. |
| | | | 6,670 | | | | | | 2,764,982 | | |
Salesforce, Inc.*
|
| | | | 14,835 | | | | | | 2,412,023 | | |
ServiceNow, Inc.*
|
| | | | 5,656 | | | | | | 2,379,705 | | |
Texas Instruments, Inc. |
| | | | 17,167 | | | | | | 2,757,535 | | |
Twilio, Inc., Class A*(a)
|
| | | | 19,112 | | | | | | 1,421,359 | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks (continued) | | ||||||||||||
Information Technology (continued) | | ||||||||||||
Workday, Inc., Class A*
|
| | | | 13,154 | | | | | $ | 2,049,656 | | |
Zoom Video
Communications, Inc., Class A*
|
| | | | 26,869 | | | | | | 2,241,949 | | |
Zscaler, Inc.*(a)
|
| | | | 13,055 | | | | | | 2,011,776 | | |
Total Information Technology |
| | | | | | | | | | 65,000,592 | | |
Materials — 0.9% | | ||||||||||||
LyondellBasell Industries NV,
Class A |
| | | | 32,082 | | | | | | 2,452,669 | | |
Real Estate — 1.7% | | ||||||||||||
Crown Castle, Inc. |
| | | | 17,063 | | | | | | 2,273,815 | | |
Equinix, Inc. |
| | | | 4,247 | | | | | | 2,405,671 | | |
Total Real Estate |
| | | | | | | | | | 4,679,486 | | |
Utilities — 0.9% | | ||||||||||||
Duke Energy Corp. |
| | | | 28,209 | | | | | | 2,628,515 | | |
|
| | |
Shares |
| |
Value |
| |||
Total Investments — 99.8% | | |||||||||
(Cost $288,040,901) |
| | | | | | $ | 277,424,683 | | |
Other
Assets and Liabilities, Net — 0.2% |
| | | | | | | 458,734 | | |
Net Assets — 100.0% |
| | | | | | $ | 277,883,417 | | |
|
Description |
| |
Level 1
|
| |
Level 2
|
| |
Level 3
|
| |
Total |
| ||||||||||||
Asset Valuation Inputs | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments in Securities:(b) | | | | | | | | | | | | | | | | | | | | | | | | | |
Common Stocks |
| | | $ | 277,424,683 | | | | | $ | — | | | | | $ | — | | | | | $ | 277,424,683 | | |
Total Investments in Securities |
| | | $ | 277,424,683 | | | | | $ | — | | | | | $ | — | | | | | $ | 277,424,683 | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks — 99.9% | | ||||||||||||
Communication Services — 2.3% | | ||||||||||||
Advantage Solutions, Inc.*
|
| | | | 81,809 | | | | | $ | 276,514 | | |
AMC Networks, Inc., Class A*
|
| | | | 12,846 | | | | | | 289,164 | | |
Bandwidth, Inc., Class A*
|
| | | | 16,115 | | | | | | 191,285 | | |
Cogent Communications Holdings,
Inc. |
| | | | 7,867 | | | | | | 413,096 | | |
EchoStar Corp., Class A*
|
| | | | 21,444 | | | | | | 404,648 | | |
EW Scripps Co. (The), Class A*
|
| | | | 25,105 | | | | | | 356,240 | | |
Gray Television, Inc. |
| | | | 23,649 | | | | | | 334,633 | | |
Liberty Latin America Ltd.,
Class C*
|
| | | | 54,425 | | | | | | 423,971 | | |
Liberty Media
Corp.-Liberty Braves, Class C*
|
| | | | 18,701 | | | | | | 582,723 | | |
Scholastic Corp. |
| | | | 12,958 | | | | | | 494,218 | | |
Shenandoah Telecommunications Co.
|
| | | | 22,135 | | | | | | 501,579 | | |
World
Wrestling Entertainment, Inc., Class A(a)
|
| | | | 8,359 | | | | | | 659,442 | | |
Yelp, Inc.*
|
| | | | 15,302 | | | | | | 587,750 | | |
Total Communication Services |
| | | | | | | | | | 5,515,263 | | |
Consumer Discretionary — 10.4% | | ||||||||||||
Aaron’s Co., Inc. (The) |
| | | | 25,993 | | | | | | 270,847 | | |
America’s Car-Mart, Inc.*
|
| | | | 6,478 | | | | | | 442,836 | | |
AMMO, Inc.*(a)
|
| | | | 108,738 | | | | | | 353,399 | | |
Arko Corp. |
| | | | 57,356 | | | | | | 587,899 | | |
Asbury Automotive Group, Inc.*
|
| | | | 3,258 | | | | | | 513,950 | | |
Buckle, Inc. (The) |
| | | | 15,797 | | | | | | 621,296 | | |
Carter’s, Inc. |
| | | | 5,674 | | | | | | 385,094 | | |
Cavco Industries, Inc.*
|
| | | | 2,167 | | | | | | 491,194 | | |
Cheesecake Factory, Inc. (The)(a)
|
| | | | 13,117 | | | | | | 469,720 | | |
Cracker Barrel Old Country Store, Inc.
|
| | | | 4,396 | | | | | | 502,111 | | |
Denny’s Corp.*
|
| | | | 36,474 | | | | | | 413,250 | | |
Dorman Products, Inc.*
|
| | | | 5,493 | | | | | | 448,339 | | |
Ethan Allen Interiors, Inc. |
| | | | 20,398 | | | | | | 521,985 | | |
GoPro, Inc., Class A*
|
| | | | 61,189 | | | | | | 333,480 | | |
Graham Holdings Co., Class B
|
| | | | 854 | | | | | | 532,785 | | |
Grand Canyon Education, Inc.*
|
| | | | 5,375 | | | | | | 540,886 | | |
H&R Block, Inc. |
| | | | 20,043 | | | | | | 824,770 | | |
Haverty Furniture Cos., Inc. |
| | | | 19,035 | | | | | | 505,950 | | |
Johnson Outdoors, Inc., Class A
|
| | | | 6,715 | | | | | | 353,343 | | |
Laureate Education, Inc. |
| | | | 47,641 | | | | | | 602,182 | | |
Leslie’s, Inc.*
|
| | | | 26,960 | | | | | | 378,518 | | |
Levi Strauss & Co., Class A
|
| | | | 26,414 | | | | | | 395,153 | | |
LGI Homes, Inc.*(a)
|
| | | | 5,344 | | | | | | 491,915 | | |
Lovesac Co. (The)*
|
| | | | 9,655 | | | | | | 235,003 | | |
Malibu Boats, Inc., Class A*
|
| | | | 8,998 | | | | | | 475,994 | | |
MDC Holdings, Inc. |
| | | | 13,794 | | | | | | 420,165 | | |
Meritage Homes Corp.*
|
| | | | 6,587 | | | | | | 501,666 | | |
Monarch Casino & Resort, Inc.*
|
| | | | 5,983 | | | | | | 475,110 | | |
Murphy USA, Inc. |
| | | | 2,610 | | | | | | 820,871 | | |
OneSpaWorld Holdings Ltd.*
|
| | | | 51,171 | | | | | | 464,121 | | |
OneWater Marine, Inc., Class A*
|
| | | | 15,151 | | | | | | 499,983 | | |
Oxford Industries, Inc. |
| | | | 5,768 | | | | | | 586,779 | | |
Perdoceo Education Corp.*
|
| | | | 45,465 | | | | | | 519,665 | | |
Poshmark, Inc., Class A*
|
| | | | 41,228 | | | | | | 736,332 | | |
Quotient Technology, Inc.*
|
| | | | 81,809 | | | | | | 201,250 | | |
Rush Street Interactive, Inc.*
|
| | | | 71,793 | | | | | | 297,941 | | |
Shift Technologies, Inc.*(a)
|
| | | | 237,246 | | | | | | 125,740 | | |
Shoe Carnival, Inc. |
| | | | 17,899 | | | | | | 429,218 | | |
Skyline Champion Corp.*
|
| | | | 9,510 | | | | | | 553,577 | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks (continued) | | ||||||||||||
Consumer Discretionary (continued) | | ||||||||||||
Smith & Wesson Brands, Inc. |
| | | | 34,497 | | | | | $ | 389,471 | | |
Standard Motor Products, Inc. |
| | | | 12,099 | | | | | | 458,915 | | |
Steven Madden Ltd. |
| | | | 13,508 | | | | | | 403,484 | | |
Stoneridge, Inc.*
|
| | | | 25,141 | | | | | | 524,693 | | |
Strategic Education, Inc. |
| | | | 7,863 | | | | | | 542,547 | | |
Stride, Inc.*
|
| | | | 14,367 | | | | | | 481,438 | | |
Sturm Ruger & Co., Inc. |
| | | | 7,497 | | | | | | 420,807 | | |
Taylor Morrison Home Corp.*
|
| | | | 19,174 | | | | | | 505,043 | | |
Travel + Leisure Co. |
| | | | 9,009 | | | | | | 342,162 | | |
Tri Pointe Homes, Inc.*
|
| | | | 25,993 | | | | | | 435,383 | | |
Universal Electronics, Inc.*
|
| | | | 16,708 | | | | | | 341,010 | | |
Vista Outdoor, Inc.*
|
| | | | 14,624 | | | | | | 424,681 | | |
Vivint Smart Home, Inc.*
|
| | | | 77,210 | | | | | | 590,657 | | |
Winmark Corp. |
| | | | 2,372 | | | | | | 596,890 | | |
Total Consumer Discretionary |
| | | | | | | | | | 24,781,498 | | |
Consumer Staples — 3.9% | | ||||||||||||
Andersons, Inc. (The) |
| | | | 10,385 | | | | | | 366,279 | | |
BellRing Brands, Inc.*
|
| | | | 22,614 | | | | | | 547,711 | | |
Central Garden & Pet Co.,
Class A*
|
| | | | 12,799 | | | | | | 500,953 | | |
Coca-Cola Consolidated, Inc. |
| | | | 1,050 | | | | | | 511,360 | | |
Energizer Holdings, Inc. |
| | | | 16,968 | | | | | | 490,206 | | |
Fresh Del Monte Produce, Inc. |
| | | | 20,144 | | | | | | 525,356 | | |
John B Sanfilippo & Son, Inc.
|
| | | | 6,385 | | | | | | 532,573 | | |
MGP Ingredients, Inc. |
| | | | 6,098 | | | | | | 683,281 | | |
Mission Produce, Inc.*
|
| | | | 41,260 | | | | | | 686,566 | | |
Nu Skin Enterprises, Inc., Class A
|
| | | | 10,901 | | | | | | 416,309 | | |
PriceSmart, Inc. |
| | | | 6,617 | | | | | | 423,289 | | |
Rite Aid Corp.*
|
| | | | 59,650 | | | | | | 311,373 | | |
Seaboard Corp. |
| | | | 124 | | | | | | 464,551 | | |
SpartanNash Co.(a)
|
| | | | 15,821 | | | | | | 564,968 | | |
Sprouts Farmers Market, Inc.*(a)
|
| | | | 16,321 | | | | | | 481,470 | | |
TreeHouse Foods, Inc.*
|
| | | | 16,179 | | | | | | 812,833 | | |
Turning Point Brands, Inc. |
| | | | 15,346 | | | | | | 361,552 | | |
United Natural Foods, Inc.*
|
| | | | 12,623 | | | | | | 535,341 | | |
Total Consumer Staples |
| | | | | | | | | | 9,215,971 | | |
Energy — 5.4% | | ||||||||||||
Archrock, Inc. |
| | | | 56,548 | | | | | | 424,676 | | |
Brigham Minerals, Inc., Class A
|
| | | | 20,428 | | | | | | 633,268 | | |
Bristow Group, Inc.*
|
| | | | 14,077 | | | | | | 421,465 | | |
Cactus, Inc., Class A |
| | | | 9,199 | | | | | | 475,772 | | |
ChampionX Corp. |
| | | | 21,321 | | | | | | 610,207 | | |
Chord Energy Corp. |
| | | | 4,069 | | | | | | 622,923 | | |
Civitas Resources, Inc.(a)
|
| | | | 8,741 | | | | | | 611,083 | | |
Comstock Resources, Inc.*
|
| | | | 39,995 | | | | | | 751,106 | | |
Core Laboratories NV |
| | | | 16,501 | | | | | | 321,109 | | |
CVR Energy, Inc. |
| | | | 22,151 | | | | | | 865,218 | | |
Delek US Holdings, Inc. |
| | | | 24,805 | | | | | | 735,716 | | |
DMC Global, Inc.*
|
| | | | 17,112 | | | | | | 370,304 | | |
Equitrans Midstream Corp. |
| | | | 61,841 | | | | | | 520,701 | | |
Gevo, Inc.*
|
| | | | 111,526 | | | | | | 250,934 | | |
Green Plains, Inc.*
|
| | | | 16,831 | | | | | | 486,248 | | |
HF Sinclair Corp. |
| | | | 13,098 | | | | | | 801,205 | | |
Kosmos Energy Ltd.*
|
| | | | 72,593 | | | | | | 471,129 | | |
Laredo Petroleum, Inc.*
|
| | | | 6,595 | | | | | | 426,367 | | |
Matador Resources Co. |
| | | | 9,852 | | | | | | 654,665 | | |
| | |
Shares |
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Value |
| ||||||
Common Stocks (continued) | | ||||||||||||
Energy (continued) | | ||||||||||||
PBF Energy, Inc., Class A*
|
| | | | 21,417 | | | | | $ | 947,702 | | |
Southwestern Energy Co.*
|
| | | | 72,795 | | | | | | 504,469 | | |
U.S. Silica Holdings, Inc.*
|
| | | | 27,971 | | | | | | 402,503 | | |
World Fuel Services Corp. |
| | | | 19,302 | | | | | | 492,008 | | |
Total Energy |
| | | | | | | | | | 12,800,778 | | |
Financials — 24.1% | | ||||||||||||
1st Source Corp. |
| | | | 11,285 | | | | | | 656,336 | | |
A-Mark Precious Metals, Inc. |
| | | | 13,967 | | | | | | 424,736 | | |
Amerant Bancorp, Inc. |
| | | | 16,522 | | | | | | 497,312 | | |
American Equity
Investment Life Holding Co. |
| | | | 13,078 | | | | | | 563,400 | | |
Ameris Bancorp |
| | | | 11,895 | | | | | | 612,711 | | |
Ares Commercial Real Estate Corp.
|
| | | | 33,631 | | | | | | 415,007 | | |
Argo Group International Holdings Ltd.
|
| | | | 12,644 | | | | | | 314,456 | | |
AssetMark Financial Holdings, Inc.*
|
| | | | 23,458 | | | | | | 485,815 | | |
Associated Banc-Corp. |
| | | | 22,932 | | | | | | 558,394 | | |
Atlantic Union Bankshares Corp. |
| | | | 14,226 | | | | | | 491,366 | | |
Axis Capital Holdings Ltd. |
| | | | 8,631 | | | | | | 471,857 | | |
Banc of California, Inc. |
| | | | 26,960 | | | | | | 449,693 | | |
Bancorp, Inc. (The)*
|
| | | | 18,423 | | | | | | 508,106 | | |
Bank of Hawaii Corp. |
| | | | 6,220 | | | | | | 472,409 | | |
BankUnited, Inc. |
| | | | 11,873 | | | | | | 426,834 | | |
Banner Corp. |
| | | | 8,917 | | | | | | 666,546 | | |
Berkshire Hills Bancorp, Inc. |
| | | | 18,017 | | | | | | 526,997 | | |
Blucora, Inc.*
|
| | | | 26,698 | | | | | | 588,157 | | |
Brighthouse Financial, Inc.*
|
| | | | 10,103 | | | | | | 576,578 | | |
Cannae Holdings, Inc.*
|
| | | | 21,821 | | | | | | 505,374 | | |
Chimera Investment Corp. |
| | | | 43,350 | | | | | | 292,613 | | |
CNO Financial Group, Inc. |
| | | | 20,803 | | | | | | 458,914 | | |
Columbia Banking System, Inc. |
| | | | 16,174 | | | | | | 541,344 | | |
Community Trust Bancorp, Inc. |
| | | | 12,669 | | | | | | 599,117 | | |
ConnectOne Bancorp, Inc. |
| | | | 16,306 | | | | | | 408,465 | | |
Cowen, Inc., Class A |
| | | | 19,260 | | | | | | 743,821 | | |
CrossFirst Bankshares, Inc.*
|
| | | | 33,118 | | | | | | 460,671 | | |
CVB Financial Corp. |
| | | | 22,488 | | | | | | 645,855 | | |
Diamond Hill Investment Group, Inc.
|
| | | | 2,787 | | | | | | 501,521 | | |
Dime Community Bancshares, Inc. |
| | | | 15,099 | | | | | | 521,368 | | |
Eagle Bancorp, Inc. |
| | | | 9,155 | | | | | | 414,538 | | |
Employers Holdings, Inc. |
| | | | 13,031 | | | | | | 568,282 | | |
Enova International, Inc.*
|
| | | | 13,746 | | | | | | 515,338 | | |
Enstar Group Ltd.*
|
| | | | 1,999 | | | | | | 400,840 | | |
Enterprise Financial Services Corp.
|
| | | | 11,033 | | | | | | 589,935 | | |
FB Financial Corp. |
| | | | 11,751 | | | | | | 493,072 | | |
Federated Hermes, Inc. |
| | | | 15,324 | | | | | | 532,509 | | |
First BankCorp |
| | | | 12,496 | | | | | | 556,947 | | |
First Foundation, Inc. |
| | | | 21,488 | | | | | | 342,949 | | |
First Interstate BancSystem, Inc.,
Class A |
| | | | 14,194 | | | | | | 647,388 | | |
First Merchants Corp. |
| | | | 12,547 | | | | | | 563,360 | | |
FirstCash Holdings, Inc. |
| | | | 7,420 | | | | | | 730,499 | | |
Flushing Financial Corp. |
| | | | 23,353 | | | | | | 460,054 | | |
FNB Corp. |
| | | | 41,922 | | | | | | 605,773 | | |
Fulton Financial Corp. |
| | | | 31,404 | | | | | | 572,495 | | |
German American Bancorp, Inc. |
| | | | 13,739 | | | | | | 539,805 | | |
Great Southern Bancorp, Inc. |
| | | | 8,845 | | | | | | 548,213 | | |
Hanmi Financial Corp. |
| | | | 21,208 | | | | | | 567,950 | | |
HarborOne Bancorp, Inc. |
| | | | 37,228 | | | | | | 566,982 | | |
Heartland Financial USA, Inc. |
| | | | 10,913 | | | | | | 538,229 | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks (continued) | | ||||||||||||
Financials (continued) | | ||||||||||||
Heritage Commerce Corp. |
| | | | 46,395 | | | | | $ | 663,449 | | |
Heritage Financial Corp. |
| | | | 20,828 | | | | | | 701,695 | | |
Hilltop Holdings, Inc. |
| | | | 17,753 | | | | | | 513,949 | | |
Home BancShares, Inc. |
| | | | 23,094 | | | | | | 588,666 | | |
HomeStreet, Inc. |
| | | | 11,016 | | | | | | 285,975 | | |
Hope Bancorp, Inc. |
| | | | 32,459 | | | | | | 440,469 | | |
Horace Mann Educators Corp. |
| | | | 12,478 | | | | | | 492,382 | | |
Houlihan Lokey, Inc. |
| | | | 5,945 | | | | | | 531,007 | | |
Independent Bank Corp. |
| | | | 6,389 | | | | | | 555,907 | | |
Independent Bank Group, Inc. |
| | | | 7,334 | | | | | | 462,702 | | |
Kinsale Capital Group, Inc. |
| | | | 2,289 | | | | | | 721,424 | | |
Lakeland Bancorp, Inc. |
| | | | 31,254 | | | | | | 582,887 | | |
Merchants Bancorp |
| | | | 19,063 | | | | | | 456,559 | | |
MGIC Investment Corp. |
| | | | 38,519 | | | | | | 525,784 | | |
Midland States Bancorp, Inc. |
| | | | 18,085 | | | | | | 507,103 | | |
Moelis & Co., Class A |
| | | | 11,117 | | | | | | 472,028 | | |
National Bank Holdings Corp.,
Class A |
| | | | 12,958 | | | | | | 567,820 | | |
NBT Bancorp, Inc. |
| | | | 14,446 | | | | | | 684,596 | | |
New York Mortgage Trust, Inc. |
| | | | 142,998 | | | | | | 384,665 | | |
Nicolet Bankshares, Inc.*
|
| | | | 5,578 | | | | | | 425,546 | | |
Northfield Bancorp, Inc. |
| | | | 36,347 | | | | | | 583,006 | | |
OFG Bancorp |
| | | | 19,592 | | | | | | 546,225 | | |
Old National Bancorp |
| | | | 31,865 | | | | | | 623,279 | | |
Oportun Financial Corp.*
|
| | | | 36,347 | | | | | | 199,909 | | |
Origin Bancorp, Inc. |
| | | | 12,342 | | | | | | 510,095 | | |
PacWest Bancorp |
| | | | 12,102 | | | | | | 300,856 | | |
Pathward Financial, Inc. |
| | | | 9,503 | | | | | | 399,411 | | |
Peapack-Gladstone Financial Corp.
|
| | | | 15,020 | | | | | | 594,341 | | |
PennyMac Financial Services, Inc.
|
| | | | 9,811 | | | | | | 523,123 | | |
Peoples Bancorp, Inc. |
| | | | 16,670 | | | | | | 504,601 | | |
Piper Sandler Cos. |
| | | | 3,976 | | | | | | 508,809 | | |
PJT Partners, Inc., Class A
|
| | | | 8,269 | | | | | | 615,214 | | |
Preferred Bank |
| | | | 7,044 | | | | | | 541,472 | | |
Premier Financial Corp. |
| | | | 17,209 | | | | | | 496,480 | | |
Provident Financial Services, Inc.
|
| | | | 22,305 | | | | | | 500,078 | | |
QCR Holdings, Inc. |
| | | | 9,223 | | | | | | 467,698 | | |
Regional Management Corp. |
| | | | 10,746 | | | | | | 364,934 | | |
Republic Bancorp, Inc., Class A
|
| | | | 11,615 | | | | | | 538,355 | | |
S&T Bancorp, Inc. |
| | | | 17,645 | | | | | | 667,157 | | |
Safety Insurance Group, Inc. |
| | | | 5,745 | | | | | | 499,528 | | |
Sandy Spring Bancorp, Inc. |
| | | | 11,620 | | | | | | 411,813 | | |
Sculptor Capital Management, Inc.
|
| | | | 37,469 | | | | | | 397,546 | | |
Seacoast Banking Corp. of Florida
|
| | | | 14,904 | | | | | | 460,534 | | |
Selectquote, Inc.*
|
| | | | 187,075 | | | | | | 126,089 | | |
ServisFirst Bancshares, Inc. |
| | | | 5,478 | | | | | | 412,658 | | |
Simmons First National Corp.,
Class A |
| | | | 19,907 | | | | | | 475,180 | | |
Stellar Bancorp, Inc. |
| | | | 16,836 | | | | | | 552,894 | | |
StepStone Group, Inc., Class A
|
| | | | 15,787 | | | | | | 466,032 | | |
Texas Capital Bancshares, Inc.*
|
| | | | 9,107 | | | | | | 546,420 | | |
Tompkins Financial Corp. |
| | | | 6,669 | | | | | | 552,460 | | |
Towne Bank |
| | | | 17,433 | | | | | | 574,243 | | |
TriCo Bancshares |
| | | | 13,038 | | | | | | 755,031 | | |
Trustmark Corp. |
| | | | 17,175 | | | | | | 628,090 | | |
UMB Financial Corp. |
| | | | 5,372 | | | | | | 447,058 | | |
United Bankshares, Inc.(a)
|
| | | | 14,964 | | | | | | 633,725 | | |
United Community Banks, Inc. |
| | | | 14,998 | | | | | | 577,423 | | |
United Fire Group, Inc. |
| | | | 16,799 | | | | | | 455,253 | | |
Virtu Financial, Inc., Class A
|
| | | | 14,023 | | | | | | 313,835 | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks (continued) | | ||||||||||||
Financials (continued) | | ||||||||||||
Virtus Investment Partners, Inc.
|
| | | | 2,175 | | | | | $ | 372,991 | | |
Washington Federal, Inc. |
| | | | 15,903 | | | | | | 615,446 | | |
Wintrust Financial Corp. |
| | | | 5,617 | | | | | | 525,864 | | |
WSFS Financial Corp. |
| | | | 11,196 | | | | | | 521,286 | | |
Total Financials |
| | | | | | | | | | 57,511,986 | | |
Health Care — 12.8% | | ||||||||||||
ACADIA Pharmaceuticals, Inc.*
|
| | | | 21,550 | | | | | | 345,447 | | |
AdaptHealth Corp.*
|
| | | | 32,560 | | | | | | 742,368 | | |
Addus HomeCare Corp.*
|
| | | | 5,594 | | | | | | 572,938 | | |
Aerie Pharmaceuticals, Inc.*
|
| | | | 57,356 | | | | | | 872,958 | | |
Aligos Therapeutics, Inc.*
|
| | | | 242,763 | | | | | | 254,901 | | |
Allakos, Inc.*(a)
|
| | | | 91,568 | | | | | | 533,842 | | |
Allscripts Healthcare Solutions,
Inc.*
|
| | | | 23,177 | | | | | | 340,702 | | |
ALX Oncology Holdings, Inc.*(a)
|
| | | | 30,884 | | | | | | 374,932 | | |
Amneal Pharmaceuticals, Inc.*
|
| | | | 125,165 | | | | | | 275,363 | | |
Amphastar Pharmaceuticals, Inc.*
|
| | | | 14,539 | | | | | | 449,255 | | |
Arcturus Therapeutics Holdings, Inc.*(a)
|
| | | | 19,360 | | | | | | 342,672 | | |
Atea Pharmaceuticals, Inc.*
|
| | | | 72,291 | | | | | | 433,746 | | |
Avanos Medical, Inc.*
|
| | | | 15,580 | | | | | | 345,097 | | |
Avidity Biosciences, Inc.*
|
| | | | 28,259 | | | | | | 403,539 | | |
Axogen, Inc.*
|
| | | | 65,736 | | | | | | 750,705 | | |
Bioventus, Inc., Class A*(a)
|
| | | | 37,017 | | | | | | 301,318 | | |
Cara Therapeutics, Inc.*
|
| | | | 42,958 | | | | | | 403,805 | | |
CareDx, Inc.*
|
| | | | 14,111 | | | | | | 280,950 | | |
Catalyst Pharmaceuticals, Inc.*
|
| | | | 62,960 | | | | | | 873,255 | | |
Certara, Inc.*
|
| | | | 24,299 | | | | | | 297,177 | | |
Collegium Pharmaceutical, Inc.*
|
| | | | 25,636 | | | | | | 459,910 | | |
Corcept Therapeutics, Inc.*
|
| | | | 23,177 | | | | | | 662,862 | | |
Cross Country Healthcare, Inc.*
|
| | | | 24,086 | | | | | | 893,350 | | |
Eagle Pharmaceuticals, Inc.*
|
| | | | 10,546 | | | | | | 331,883 | | |
Ensign Group, Inc. (The) |
| | | | 5,799 | | | | | | 520,634 | | |
HealthStream, Inc.*
|
| | | | 26,202 | | | | | | 647,189 | | |
ICU Medical, Inc.*
|
| | | | 2,344 | | | | | | 347,873 | | |
IGM Biosciences, Inc.*
|
| | | | 19,526 | | | | | | 390,520 | | |
Immunovant, Inc.*(a)
|
| | | | 94,726 | | | | | | 1,060,931 | | |
Inhibrx, Inc.*(a)
|
| | | | 23,427 | | | | | | 753,881 | | |
Innoviva, Inc.*(a)
|
| | | | 26,974 | | | | | | 365,767 | | |
Inogen, Inc.*
|
| | | | 16,099 | | | | | | 364,803 | | |
Integer Holdings Corp.*
|
| | | | 6,478 | | | | | | 403,774 | | |
Ironwood Pharmaceuticals, Inc.*
|
| | | | 41,490 | | | | | | 453,901 | | |
Karyopharm Therapeutics, Inc.*
|
| | | | 70,820 | | | | | | 337,103 | | |
Kronos Bio, Inc.*
|
| | | | 72,191 | | | | | | 213,685 | | |
MeiraGTx Holdings PLC*
|
| | | | 37,685 | | | | | | 273,970 | | |
Merit Medical Systems, Inc.*
|
| | | | 7,847 | | | | | | 539,638 | | |
ModivCare, Inc.*
|
| | | | 4,523 | | | | | | 439,817 | | |
Morphic Holding, Inc.*(a)
|
| | | | 13,000 | | | | | | 364,130 | | |
Myriad Genetics, Inc.*
|
| | | | 20,712 | | | | | | 429,567 | | |
National HealthCare Corp. |
| | | | 7,432 | | | | | | 452,757 | | |
Nektar Therapeutics*
|
| | | | 96,835 | | | | | | 364,100 | | |
NextGen Healthcare, Inc.*
|
| | | | 24,961 | | | | | | 500,218 | | |
Olema Pharmaceuticals, Inc.*
|
| | | | 122,521 | | | | | | 460,679 | | |
OPKO Health, Inc.*(a)
|
| | | | 151,726 | | | | | | 288,279 | | |
Orthofix Medical, Inc.*
|
| | | | 15,961 | | | | | | 256,334 | | |
Owens & Minor, Inc. |
| | | | 11,857 | | | | | | 201,569 | | |
Passage Bio, Inc.*
|
| | | | 168,368 | | | | | | 205,409 | | |
Patterson Cos., Inc. |
| | | | 16,125 | | | | | | 418,766 | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks (continued) | | ||||||||||||
Health Care (continued) | | ||||||||||||
Phreesia, Inc.*
|
| | | | 19,801 | | | | | $ | 540,963 | | |
Prelude Therapeutics, Inc.*(a)
|
| | | | 75,644 | | | | | | 506,058 | | |
Prestige Consumer Healthcare, Inc.*
|
| | | | 9,859 | | | | | | 537,118 | | |
Rocket Pharmaceuticals, Inc.*
|
| | | | 32,910 | | | | | | 614,101 | | |
Rubius Therapeutics, Inc.*
|
| | | | 94,726 | | | | | | 32,112 | | |
SeaSpine Holdings Corp.*
|
| | | | 42,922 | | | | | | 275,989 | | |
SI-BONE, Inc.*
|
| | | | 23,094 | | | | | | 448,947 | | |
Silk Road Medical, Inc.*
|
| | | | 12,641 | | | | | | 557,215 | | |
Silverback Therapeutics, Inc.*
|
| | | | 148,701 | | | | | | 924,920 | | |
Sorrento Therapeutics, Inc.*
|
| | | | 224,008 | | | | | | 351,693 | | |
Supernus Pharmaceuticals, Inc.*
|
| | | | 16,149 | | | | | | 553,426 | | |
Surmodics, Inc.*
|
| | | | 11,514 | | | | | | 393,088 | | |
Sutro Biopharma, Inc.*(a)
|
| | | | 63,496 | | | | | | 465,426 | | |
uniQure NV*
|
| | | | 28,884 | | | | | | 537,820 | | |
Varex Imaging Corp.*(a)
|
| | | | 24,516 | | | | | | 542,049 | | |
Xencor, Inc.*
|
| | | | 19,563 | | | | | | 547,764 | | |
Total Health Care |
| | | | | | | | | | 30,426,958 | | |
Industrials — 18.3% | | ||||||||||||
AAR Corp.*
|
| | | | 10,777 | | | | | | 477,637 | | |
ABM Industries, Inc. |
| | | | 11,337 | | | | | | 504,610 | | |
Air Transport Services Group, Inc.*
|
| | | | 15,604 | | | | | | 455,637 | | |
Alamo Group, Inc. |
| | | | 3,630 | | | | | | 552,050 | | |
Allegiant Travel Co.*
|
| | | | 3,214 | | | | | | 241,211 | | |
Ameresco, Inc., Class A*(a)
|
| | | | 6,565 | | | | | | 397,051 | | |
API Group Corp.*
|
| | | | 24,819 | | | | | | 409,265 | | |
Applied Industrial Technologies, Inc.
|
| | | | 5,084 | | | | | | 632,348 | | |
Arcosa, Inc. |
| | | | 9,117 | | | | | | 585,311 | | |
Array Technologies, Inc.*
|
| | | | 46,313 | | | | | | 838,265 | | |
Astec Industries, Inc. |
| | | | 12,138 | | | | | | 529,824 | | |
Atlas Air Worldwide Holdings, Inc.*
|
| | | | 6,043 | | | | | | 611,189 | | |
AZZ, Inc. |
| | | | 10,819 | | | | | | 434,924 | | |
Barnes Group, Inc. |
| | | | 12,987 | | | | | | 459,350 | | |
Barrett Business Services, Inc. |
| | | | 6,737 | | | | | | 587,601 | | |
Blue Bird Corp.*
|
| | | | 27,733 | | | | | | 254,312 | | |
BrightView Holdings, Inc.*
|
| | | | 38,350 | | | | | | 342,082 | | |
Brink’s Co. (The) |
| | | | 7,676 | | | | | | 457,720 | | |
CBIZ, Inc.*
|
| | | | 12,436 | | | | | | 617,323 | | |
Cimpress PLC*
|
| | | | 8,208 | | | | | | 191,082 | | |
Columbus McKinnon Corp. |
| | | | 12,309 | | | | | | 351,053 | | |
Comfort Systems USA, Inc. |
| | | | 5,864 | | | | | | 722,914 | | |
CRA International, Inc. |
| | | | 6,194 | | | | | | 636,372 | | |
Deluxe Corp. |
| | | | 17,260 | | | | | | 317,239 | | |
Douglas Dynamics, Inc. |
| | | | 15,089 | | | | | | 512,272 | | |
Ducommun, Inc.*
|
| | | | 9,962 | | | | | | 470,306 | | |
Encore Wire Corp. |
| | | | 4,575 | | | | | | 629,474 | | |
EnPro Industries, Inc. |
| | | | 5,341 | | | | | | 568,817 | | |
Evoqua Water Technologies Corp.*
|
| | | | 11,110 | | | | | | 435,290 | | |
Federal Signal Corp. |
| | | | 15,465 | | | | | | 721,442 | | |
Forrester Research, Inc.*
|
| | | | 9,251 | | | | | | 391,502 | | |
Franklin Electric Co., Inc. |
| | | | 6,285 | | | | | | 514,993 | | |
Genco Shipping & Trading Ltd.
|
| | | | 22,098 | | | | | | 296,113 | | |
GEO Group, Inc. (The)*
|
| | | | 78,963 | | | | | | 668,027 | | |
Global Industrial Co. |
| | | | 16,194 | | | | | | 513,998 | | |
Gorman-Rupp Co. (The) |
| | | | 14,547 | | | | | | 394,806 | | |
Granite Construction, Inc. |
| | | | 15,913 | | | | | | 536,745 | | |
Great Lakes Dredge & Dock Corp.*
|
| | | | 37,202 | | | | | | 281,247 | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks (continued) | | ||||||||||||
Industrials (continued) | | ||||||||||||
Greenbrier Cos., Inc. (The) |
| | | | 10,132 | | | | | $ | 357,761 | | |
Heidrick & Struggles International,
Inc. |
| | | | 13,187 | | | | | | 371,346 | | |
Heritage-Crystal Clean, Inc.*
|
| | | | 17,627 | | | | | | 484,214 | | |
Hillenbrand, Inc. |
| | | | 11,817 | | | | | | 522,075 | | |
HNI Corp. |
| | | | 14,088 | | | | | | 408,411 | | |
Hub Group, Inc., Class A*
|
| | | | 6,760 | | | | | | 524,576 | | |
Huron Consulting Group, Inc.*
|
| | | | 11,393 | | | | | | 838,867 | | |
Hyster-Yale Materials Handling, Inc.
|
| | | | 15,717 | | | | | | 458,308 | | |
ICF International, Inc. |
| | | | 5,544 | | | | | | 663,229 | | |
IES Holdings, Inc.*
|
| | | | 12,984 | | | | | | 428,991 | | |
Insteel Industries, Inc. |
| | | | 14,111 | | | | | | 371,825 | | |
JetBlue Airways Corp.*
|
| | | | 34,912 | | | | | | 280,692 | | |
John Bean Technologies Corp. |
| | | | 4,405 | | | | | | 401,736 | | |
Kadant, Inc. |
| | | | 2,687 | | | | | | 478,152 | | |
Kaman Corp. |
| | | | 12,004 | | | | | | 385,328 | | |
KAR Auction Services, Inc.*
|
| | | | 28,916 | | | | | | 420,149 | | |
Kelly Services, Inc., Class A
|
| | | | 24,064 | | | | | | 393,206 | | |
Kforce, Inc. |
| | | | 7,056 | | | | | | 446,433 | | |
Kirby Corp.*
|
| | | | 7,231 | | | | | | 504,362 | | |
Korn Ferry |
| | | | 8,037 | | | | | | 446,777 | | |
Marten Transport Ltd. |
| | | | 29,389 | | | | | | 551,632 | | |
Matson, Inc. |
| | | | 4,327 | | | | | | 318,381 | | |
Matthews International Corp.,
Class A |
| | | | 16,130 | | | | | | 433,574 | | |
McGrath RentCorp |
| | | | 6,142 | | | | | | 577,655 | | |
Moog, Inc., Class A |
| | | | 5,945 | | | | | | 503,839 | | |
MSC Industrial Direct Co., Inc.,
Class A |
| | | | 6,125 | | | | | | 508,253 | | |
Mueller Industries, Inc. |
| | | | 9,635 | | | | | | 603,536 | | |
MYR Group, Inc.*
|
| | | | 5,550 | | | | | | 485,681 | | |
Parsons Corp.*
|
| | | | 13,486 | | | | | | 632,224 | | |
PGT Innovations, Inc.*
|
| | | | 29,029 | | | | | | 618,608 | | |
Primoris Services Corp. |
| | | | 21,912 | | | | | | 442,403 | | |
Quanex Building Products Corp. |
| | | | 24,867 | | | | | | 551,053 | | |
Rush Enterprises, Inc., Class A
|
| | | | 10,252 | | | | | | 511,472 | | |
Ryder System, Inc. |
| | | | 6,579 | | | | | | 529,675 | | |
Schneider National, Inc., Class B
|
| | | | 20,468 | | | | | | 455,208 | | |
Shoals Technologies
Group, Inc., Class A* |
| | | | 30,630 | | | | | | 707,859 | | |
SP Plus Corp.*
|
| | | | 16,643 | | | | | | 616,290 | | |
SPX Technologies, Inc.*
|
| | | | 10,563 | | | | | | 695,468 | | |
Sterling Infrastructure, Inc.*
|
| | | | 19,476 | | | | | | 525,657 | | |
Terex Corp. |
| | | | 14,636 | | | | | | 593,343 | | |
Thermon Group Holdings, Inc.*
|
| | | | 32,219 | | | | | | 572,209 | | |
Triton International Ltd. |
| | | | 7,437 | | | | | | 451,352 | | |
TrueBlue, Inc.*
|
| | | | 18,067 | | | | | | 355,197 | | |
Tutor Perini Corp.*
|
| | | | 48,327 | | | | | | 358,586 | | |
UFP Industries, Inc. |
| | | | 6,764 | | | | | | 481,800 | | |
Univar Solutions, Inc.*
|
| | | | 16,239 | | | | | | 413,770 | | |
VSE Corp. |
| | | | 11,325 | | | | | | 524,234 | | |
Wabash National Corp. |
| | | | 35,171 | | | | | | 761,452 | | |
Watts Water Technologies, Inc.,
Class A |
| | | | 3,739 | | | | | | 547,240 | | |
Werner Enterprises, Inc. |
| | | | 12,730 | | | | | | 499,016 | | |
Total Industrials |
| | | | | | | | | | 43,554,507 | | |
Information Technology — 10.7% | | ||||||||||||
A10 Networks, Inc. |
| | | | 37,415 | | | | | | 628,572 | | |
ACI Worldwide, Inc.*
|
| | | | 16,575 | | | | | | 403,270 | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks (continued) | | ||||||||||||
Information Technology (continued) | | ||||||||||||
ACM Research, Inc., Class A*
|
| | | | 25,227 | | | | | $ | 161,453 | | |
Adeia, Inc. |
| | | | 30,135 | | | | | | 336,909 | | |
Advanced Energy Industries, Inc.
|
| | | | 6,064 | | | | | | 476,934 | | |
Alarm.com Holdings, Inc.*
|
| | | | 7,854 | | | | | | 462,129 | | |
Appfolio, Inc., Class A*
|
| | | | 4,611 | | | | | | 578,081 | | |
Avaya Holdings Corp.*(a)
|
| | | | 41,194 | | | | | | 65,086 | | |
Avnet, Inc. |
| | | | 12,859 | | | | | | 516,803 | | |
Belden, Inc. |
| | | | 9,422 | | | | | | 656,054 | | |
Benchmark Electronics, Inc. |
| | | | 20,844 | | | | | | 591,761 | | |
Box, Inc., Class A*
|
| | | | 17,961 | | | | | | 521,767 | | |
BTRS Holdings, Inc., Class 1*
|
| | | | 69,779 | | | | | | 658,714 | | |
Cambium Networks Corp.*
|
| | | | 22,078 | | | | | | 427,209 | | |
Cass Information Systems, Inc. |
| | | | 14,141 | | | | | | 604,952 | | |
ChannelAdvisor Corp.*
|
| | | | 31,499 | | | | | | 725,737 | | |
Cirrus Logic, Inc.*
|
| | | | 6,155 | | | | | | 413,124 | | |
CSG Systems International, Inc. |
| | | | 8,210 | | | | | | 530,941 | | |
Diodes, Inc.*
|
| | | | 6,000 | | | | | | 430,020 | | |
Domo, Inc., Class B*
|
| | | | 10,321 | | | | | | 182,372 | | |
DZS, Inc.*
|
| | | | 37,631 | | | | | | 597,957 | | |
Envestnet, Inc.*
|
| | | | 7,011 | | | | | | 345,712 | | |
ePlus, Inc.*
|
| | | | 9,311 | | | | | | 453,632 | | |
ExlService Holdings, Inc.*
|
| | | | 3,643 | | | | | | 662,480 | | |
FormFactor, Inc.*
|
| | | | 12,418 | | | | | | 250,968 | | |
Grid Dynamics Holdings, Inc.*
|
| | | | 37,069 | | | | | | 504,509 | | |
Hackett Group, Inc. (The) |
| | | | 22,634 | | | | | | 494,327 | | |
Insight Enterprises, Inc.*
|
| | | | 4,863 | | | | | | 459,602 | | |
InterDigital, Inc. |
| | | | 8,181 | | | | | | 407,986 | | |
International Money Express, Inc.*
|
| | | | 25,325 | | | | | | 684,535 | | |
Itron, Inc.*
|
| | | | 9,908 | | | | | | 484,402 | | |
Knowles Corp.*
|
| | | | 24,242 | | | | | | 333,327 | | |
LiveRamp Holdings, Inc.*
|
| | | | 13,960 | | | | | | 256,306 | | |
NETGEAR, Inc.*
|
| | | | 21,148 | | | | | | 415,558 | | |
NetScout Systems, Inc.*
|
| | | | 16,270 | | | | | | 584,418 | | |
Onto Innovation, Inc.*
|
| | | | 6,007 | | | | | | 401,508 | | |
PC Connection, Inc. |
| | | | 9,962 | | | | | | 529,381 | | |
Photronics, Inc.*
|
| | | | 30,757 | | | | | | 498,879 | | |
Plexus Corp.*
|
| | | | 6,380 | | | | | | 627,792 | | |
Progress Software Corp. |
| | | | 11,084 | | | | | | 565,617 | | |
Rackspace Technology, Inc.*(a)
|
| | | | 46,769 | | | | | | 240,860 | | |
Rambus, Inc.*
|
| | | | 16,367 | | | | | | 493,629 | | |
Ribbon Communications, Inc.*
|
| | | | 168,912 | | | | | | 447,617 | | |
Sanmina Corp.*
|
| | | | 12,913 | | | | | | 723,774 | | |
ScanSource, Inc.*
|
| | | | 15,003 | | | | | | 464,793 | | |
Semtech Corp.*
|
| | | | 7,528 | | | | | | 208,450 | | |
SMART Global Holdings, Inc.*
|
| | | | 20,207 | | | | | | 273,401 | | |
Super Micro Computer, Inc.*
|
| | | | 13,710 | | | | | | 954,079 | | |
TTM Technologies, Inc.*
|
| | | | 35,219 | | | | | | 539,203 | | |
Unisys Corp.*
|
| | | | 24,153 | | | | | | 205,300 | | |
Upland Software, Inc.*
|
| | | | 29,639 | | | | | | 238,298 | | |
Veeco Instruments, Inc.*(a)
|
| | | | 19,196 | | | | | | 349,943 | | |
Viasat, Inc.*
|
| | | | 10,695 | | | | | | 438,067 | | |
Vishay Intertechnology, Inc. |
| | | | 26,630 | | | | | | 556,833 | | |
Xerox Holdings Corp. |
| | | | 25,877 | | | | | | 378,580 | | |
Xperi, Inc.*
|
| | | | 12,054 | | | | | | 168,394 | | |
Total Information Technology |
| | | | | | | | | | 25,612,005 | | |
|
| | |
Shares |
| |
Value |
| | | ||||||||||
Common Stocks (continued) | | | | ||||||||||||||||
Materials — 4.2% | | | | | | | | ||||||||||||
Avient Corp. |
| | | | 10,874 | | | | | $ | 375,044 | | | | | ||||
Cabot Corp. |
| | | | 7,629 | | | | | | 560,579 | | | | | ||||
Chase Corp. |
| | | | 6,005 | | | | | | 565,731 | | | | | ||||
Commercial Metals Co. |
| | | | 12,541 | | | | | | 570,615 | | | | | ||||
Gatos Silver, Inc.*
|
| | | | 120,820 | | | | | | 398,706 | | | | | ||||
Greif, Inc., Class A |
| | | | 8,022 | | | | | | 531,137 | | | | | ||||
Hawkins, Inc. |
| | | | 11,371 | | | | | | 512,036 | | | | | ||||
Ingevity Corp.*
|
| | | | 8,147 | | | | | | 548,049 | | | | | ||||
Innospec, Inc. |
| | | | 5,640 | | | | | | 563,944 | | | | | ||||
Kronos Worldwide, Inc. |
| | | | 33,631 | | | | | | 319,495 | | | | | ||||
Materion Corp. |
| | | | 6,088 | | | | | | 521,802 | | | | | ||||
Mativ Holdings, Inc. |
| | | | 18,979 | | | | | | 450,561 | | | | | ||||
Minerals Technologies, Inc. |
| | | | 7,890 | | | | | | 434,029 | | | | | ||||
Myers Industries, Inc. |
| | | | 24,164 | | | | | | 490,288 | | | | | ||||
Orion Engineered Carbons SA |
| | | | 32,682 | | | | | | 521,605 | | | | | ||||
Silgan Holdings, Inc. |
| | | | 11,290 | | | | | | 534,694 | | | | | ||||
Stepan Co. |
| | | | 5,282 | | | | | | 551,652 | | | | | ||||
Summit Materials, Inc., Class A*
|
| | | | 16,804 | | | | | | 442,785 | | | | | ||||
SunCoke Energy, Inc. |
| | | | 58,579 | | | | | | 425,284 | | | | | ||||
Trinseo PLC |
| | | | 10,892 | | | | | | 204,987 | | | | | ||||
Worthington Industries, Inc. |
| | | | 10,153 | | | | | | 482,877 | | | | | ||||
Total Materials |
| | | | | | | | | | 10,005,900 | | | | | ||||
Real Estate — 4.6% | | | | ||||||||||||||||
Alexander & Baldwin, Inc. |
| | | | 22,507 | | | | | | 438,436 | | | | | ||||
Chatham Lodging Trust*
|
| | | | 37,850 | | | | | | 490,914 | | | | | ||||
Corporate Office Properties Trust
|
| | | | 18,288 | | | | | | 487,375 | | | | | ||||
DiamondRock Hospitality Co. |
| | | | 51,677 | | | | | | 482,663 | | | | | ||||
Diversified Healthcare Trust |
| | | | 163,107 | | | | | | 221,826 | | | | | ||||
EPR Properties |
| | | | 9,540 | | | | | | 368,244 | | | | | ||||
Essential Properties Realty Trust, Inc.
|
| | | | 20,630 | | | | | | 443,958 | | | | | ||||
Forestar Group, Inc.*
|
| | | | 29,389 | | | | | | 340,325 | | | | | ||||
Franklin Street Properties Corp.
|
| | | | 88,465 | | | | | | 254,779 | | | | | ||||
Hudson Pacific Properties, Inc. |
| | | | 18,809 | | | | | | 207,651 | | | | | ||||
Independence Realty Trust, Inc. |
| | | | 19,740 | | | | | | 330,842 | | | | | ||||
iStar, Inc. |
| | | | 22,296 | | | | | | 233,662 | | | | | ||||
JBG SMITH Properties |
| | | | 17,862 | | | | | | 351,524 | | | | | ||||
Marcus & Millichap, Inc. |
| | | | 9,908 | | | | | | 365,011 | | | | | ||||
Necessity Retail REIT, Inc. (The)
|
| | | | 65,985 | | | | | | 451,337 | | | | | ||||
Office Properties Income Trust |
| | | | 20,285 | | | | | | 310,360 | | | | | ||||
Outfront Media, Inc. |
| | | | 18,359 | | | | | | 331,380 | | | | | ||||
Paramount Group, Inc. |
| | | | 47,840 | | | | | | 309,525 | | | | | ||||
Piedmont Office Realty
Trust, Inc., Class A |
| | | | 30,310 | | | | | | 316,740 | | | | | ||||
PotlatchDeltic Corp. |
| | | | 9,898 | | | | | | 440,362 | | | | | ||||
Rafael Holdings, Inc., Class B*
|
| | | | 207,944 | | | | | | 368,061 | | | | | ||||
Retail Opportunity Investments Corp.
|
| | | | 26,918 | | | | | | 389,773 | | | | | ||||
RLJ Lodging Trust |
| | | | 37,069 | | | | | | 451,130 | | | | | ||||
Service Properties Trust |
| | | | 59,110 | | | | | | 479,382 | | | | | ||||
St Joe Co. (The) |
| | | | 8,810 | | | | | | 313,019 | | | | | ||||
Sunstone Hotel Investors, Inc. |
| | | | 44,307 | | | | | | 494,023 | | | | | ||||
Uniti Group, Inc. |
| | | | 37,932 | | | | | | 294,352 | | | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks (continued) | | ||||||||||||
Real Estate (continued) | | ||||||||||||
Urstadt Biddle Properties, Inc.,
Class A |
| | | | 27,748 | | | | | $ | 519,998 | | |
Xenia Hotels & Resorts, Inc.
|
| | | | 27,058 | | | | | | 462,151 | | |
Total Real Estate |
| | | | | | | | | | 10,948,803 | | |
Utilities — 3.2% | | ||||||||||||
ALLETE, Inc. |
| | | | 7,792 | | | | | | 438,456 | | |
Avista Corp. |
| | | | 11,560 | | | | | | 474,307 | | |
Black Hills Corp. |
| | | | 6,776 | | | | | | 442,947 | | |
California Water Service Group |
| | | | 8,804 | | | | | | 546,376 | | |
Hawaiian Electric Industries, Inc.
|
| | | | 12,336 | | | | | | 469,262 | | |
Montauk Renewables, Inc.*
|
| | | | 46,602 | | | | | | 697,632 | | |
Northwest Natural Holding Co. |
| | | | 10,091 | | | | | | 485,276 | | |
NorthWestern Corp. |
| | | | 8,628 | | | | | | 455,817 | | |
ONE Gas, Inc. |
| | | | 5,915 | | | | | | 458,294 | | |
Otter Tail Corp. |
| | | | 8,351 | | | | | | 563,024 | | |
Portland General Electric Co. |
| | | | 9,464 | | | | | | 425,312 | | |
SJW Group |
| | | | 7,501 | | | | | | 530,171 | | |
Southwest Gas Holdings, Inc. |
| | | | 6,667 | | | | | | 487,158 | | |
Spire, Inc. |
| | | | 7,274 | | | | | | 507,798 | | |
Unitil Corp. |
| | | | 10,464 | | | | | | 551,557 | | |
Total Utilities |
| | | | | | | | | | 7,533,387 | | |
Total
Common Stocks (Cost $246,108,063) |
| | | | | | | | | | 237,907,056 | | |
Short-Term Investments — 0.5% | | ||||||||||||
Money Market Funds — 0.5% | | ||||||||||||
Dreyfus
Government Cash Management Fund, Institutional Shares, 2.91%(b)(c) |
| | | | 858,535 | | | | | | 858,535 | | |
Dreyfus
Institutional Preferred Government Money Market Fund, Institutional Shares, 3.09%(b) |
| | | | 306,851 | | | | | | 306,851 | | |
Total
Short-Term Investments (Cost $1,165,386) |
| | | | | | | | | | 1,165,386 | | |
Total
Investments — 100.4% (Cost $247,273,449) |
| | | | | | | | | | 239,072,442 | | |
Other
Assets and Liabilities, Net — (0.4)% |
| | | | | | | | | | (851,013) | | |
Net Assets — 100.0% |
| | | | | | | | | $ | 238,221,429 | | |
|
Description |
| |
Level 1
|
| |
Level 2
|
| |
Level 3
|
| |
Total |
| ||||||||||||
Asset Valuation Inputs | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments in Securities:(d) | | | | | | | | | | | | | | | | | | | | | | | | | |
Common Stocks |
| | | $ | 237,907,056 | | | | | $ | — | | | | | $ | — | | | | | $ | 237,907,056 | | |
Short-Term Investments: | | | | | | | | | | | | | | | | | | | | | | | | | |
Money Market Funds |
| | | | 1,165,386 | | | | | | — | | | | | | — | | | | | | 1,165,386 | | |
Total Investments in Securities |
| | | $ | 239,072,442 | | | | | $ | — | | | | | $ | — | | | | | $ | 239,072,442 | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks — 98.3% | | ||||||||||||
Australia — 4.0% | | ||||||||||||
Ampol Ltd. |
| | | | 9,807 | | | | | $ | 170,762 | | |
Australia & New
Zealand Banking Group Ltd. |
| | | | 8,911 | | | | | | 145,645 | | |
BHP Group Ltd. |
| | | | 37,651 | | | | | | 899,479 | | |
BlueScope Steel Ltd. |
| | | | 13,425 | | | | | | 135,036 | | |
Coles Group Ltd. |
| | | | 30,067 | | | | | | 313,967 | | |
Commonwealth Bank of Australia |
| | | | 2,495 | | | | | | 167,010 | | |
Downer EDI Ltd. |
| | | | 51,377 | | | | | | 147,511 | | |
Flutter Entertainment PLC*
|
| | | | 2,353 | | | | | | 313,715 | | |
Fortescue Metals Group Ltd. |
| | | | 25,142 | | | | | | 236,333 | | |
Glencore PLC |
| | | | 271,535 | | | | | | 1,561,588 | | |
Metcash Ltd. |
| | | | 59,325 | | | | | | 155,535 | | |
Ramsay Health Care Ltd. |
| | | | 6,639 | | | | | | 248,648 | | |
Rio Tinto PLC |
| | | | 17,300 | | | | | | 903,691 | | |
Sonic Healthcare Ltd. |
| | | | 11,218 | | | | | | 235,071 | | |
Telstra Group Ltd.*
|
| | | | 89,306 | | | | | | 223,859 | | |
Viva Energy Group Ltd. |
| | | | 126,980 | | | | | | 229,789 | | |
Wesfarmers Ltd. |
| | | | 10,116 | | | | | | 294,067 | | |
Westpac Banking Corp. |
| | | | 10,343 | | | | | | 159,460 | | |
Woodside Energy Group Ltd. |
| | | | 6,804 | | | | | | 156,543 | | |
Woolworths Group Ltd. |
| | | | 19,788 | | | | | | 417,818 | | |
Worley Ltd. |
| | | | 19,106 | | | | | | 174,342 | | |
Total Australia |
| | | | | | | | | | 7,289,869 | | |
Austria — 0.5% | | ||||||||||||
Mondi PLC |
| | | | 10,040 | | | | | | 169,058 | | |
OMV AG |
| | | | 12,621 | | | | | | 581,784 | | |
voestalpine AG |
| | | | 8,577 | | | | | | 186,326 | | |
Total Austria |
| | | | | | | | | | 937,168 | | |
Belgium — 0.9% | | ||||||||||||
Anheuser-Busch InBev SA |
| | | | 18,069 | | | | | | 903,637 | | |
Etablissements Franz Colruyt NV |
| | | | 4,514 | | | | | | 108,814 | | |
Solvay SA |
| | | | 2,665 | | | | | | 240,321 | | |
UCB SA |
| | | | 1,398 | | | | | | 105,452 | | |
Umicore SA |
| | | | 9,693 | | | | | | 319,495 | | |
Total Belgium |
| | | | | | | | | | 1,677,719 | | |
Canada — 6.6% | | ||||||||||||
Alimentation Couche-Tard, Inc. |
| | | | 20,513 | | | | | | 917,337 | | |
Bank of Montreal(a)
|
| | | | 1,836 | | | | | | 168,908 | | |
Bank of Nova Scotia (The)(a)
|
| | | | 3,333 | | | | | | 160,902 | | |
Barrick Gold Corp. |
| | | | 9,068 | | | | | | 136,214 | | |
BCE, Inc.(a)
|
| | | | 6,581 | | | | | | 296,472 | | |
Brookfield
Asset Management, Inc., Class A |
| | | | 9,016 | | | | | | 356,595 | | |
Canadian Imperial Bank of Commerce
|
| | | | 2,776 | | | | | | 125,913 | | |
Canadian National Railway Co. |
| | | | 1,990 | | | | | | 235,465 | | |
Canadian Natural Resources Ltd. |
| | | | 5,460 | | | | | | 327,068 | | |
Canadian Pacific Railway Ltd. |
| | | | 2,057 | | | | | | 153,153 | | |
Canadian Tire Corp., Ltd.,
Class A(a)
|
| | | | 1,395 | | | | | | 156,154 | | |
Cenovus Energy, Inc.(a)
|
| | | | 28,446 | | | | | | 574,321 | | |
CGI, Inc.*
|
| | | | 3,259 | | | | | | 262,192 | | |
Empire Co., Ltd., Class A |
| | | | 9,325 | | | | | | 239,269 | | |
Enbridge, Inc. |
| | | | 21,158 | | | | | | 823,332 | | |
George Weston Ltd. |
| | | | 5,401 | | | | | | 593,732 | | |
Great-West Lifeco, Inc. |
| | | | 13,439 | | | | | | 310,741 | | |
Imperial Oil Ltd. |
| | | | 7,717 | | | | | | 419,271 | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks (continued) | | ||||||||||||
Canada (continued) | | ||||||||||||
Loblaw Cos. Ltd. |
| | | | 7,119 | | | | | $ | 582,547 | | |
Magna International, Inc. |
| | | | 7,545 | | | | | | 419,938 | | |
Manulife Financial Corp. |
| | | | 15,931 | | | | | | 263,716 | | |
Metro, Inc. |
| | | | 4,045 | | | | | | 211,643 | | |
Nutrien Ltd. |
| | | | 5,063 | | | | | | 427,258 | | |
Parkland Corp. |
| | | | 10,415 | | | | | | 210,278 | | |
Pembina Pipeline Corp. |
| | | | 5,158 | | | | | | 170,087 | | |
Power Corp. of Canada |
| | | | 12,820 | | | | | | 317,951 | | |
Restaurant Brands International, Inc.
|
| | | | 3,779 | | | | | | 224,266 | | |
Rogers Communications, Inc., Class B
|
| | | | 4,310 | | | | | | 179,187 | | |
Royal Bank of Canada |
| | | | 3,092 | | | | | | 285,727 | | |
Saputo, Inc. |
| | | | 8,450 | | | | | | 205,419 | | |
Sun Life Financial, Inc. |
| | | | 4,158 | | | | | | 176,373 | | |
Suncor Energy, Inc. |
| | | | 12,176 | | | | | | 418,289 | | |
TC Energy Corp. |
| | | | 4,601 | | | | | | 201,843 | | |
Teck Resources Ltd., Class B
|
| | | | 4,905 | | | | | | 149,122 | | |
TELUS Corp. |
| | | | 9,842 | | | | | | 205,275 | | |
TFI International, Inc. |
| | | | 1,762 | | | | | | 160,189 | | |
Thomson Reuters Corp. |
| | | | 1,808 | | | | | | 192,047 | | |
Toronto-Dominion Bank (The) |
| | | | 3,692 | | | | | | 235,992 | | |
West Fraser Timber Co., Ltd. |
| | | | 2,219 | | | | | | 166,403 | | |
WSP Global, Inc. |
| | | | 1,619 | | | | | | 198,736 | | |
Total Canada |
| | | | | | | | | | 11,859,325 | | |
Denmark — 1.1% | | ||||||||||||
Carlsberg A/S, Class B |
| | | | 1,688 | | | | | | 198,995 | | |
Danske Bank A/S |
| | | | 11,945 | | | | | | 192,831 | | |
DSV A/S |
| | | | 3,249 | | | | | | 439,955 | | |
ISS A/S*
|
| | | | 15,719 | | | | | | 288,606 | | |
Novo Nordisk A/S, Class B |
| | | | 4,428 | | | | | | 481,507 | | |
Orsted A/S |
| | | | 1,478 | | | | | | 121,928 | | |
Vestas Wind Systems A/S |
| | | | 8,879 | | | | | | 174,927 | | |
Total Denmark |
| | | | | | | | | | 1,898,749 | | |
Finland — 1.5% | | ||||||||||||
Fortum OYJ |
| | | | 82,684 | | | | | | 1,164,109 | | |
Kesko OYJ, Class B |
| | | | 7,552 | | | | | | 147,041 | | |
Kone OYJ, Class B |
| | | | 3,802 | | | | | | 155,757 | | |
Neste OYJ |
| | | | 6,529 | | | | | | 286,122 | | |
Nokia OYJ |
| | | | 91,245 | | | | | | 406,449 | | |
Outokumpu OYJ |
| | | | 31,258 | | | | | | 125,521 | | |
Stora Enso OYJ, Class R |
| | | | 11,928 | | | | | | 155,497 | | |
UPM-Kymmene OYJ |
| | | | 6,968 | | | | | | 233,532 | | |
Total Finland |
| | | | | | | | | | 2,674,028 | | |
France — 13.1% | | ||||||||||||
Air France-KLM*
|
| | | | 293,367 | | | | | | 386,066 | | |
Air Liquide SA |
| | | | 3,689 | | | | | | 482,368 | | |
Airbus SE |
| | | | 8,791 | | | | | | 952,093 | | |
Alstom SA |
| | | | 9,233 | | | | | | 190,356 | | |
Arkema SA |
| | | | 1,826 | | | | | | 144,594 | | |
Atos SE*(a)
|
| | | | 10,641 | | | | | | 103,908 | | |
AXA SA |
| | | | 29,998 | | | | | | 741,211 | | |
BNP Paribas SA |
| | | | 14,909 | | | | | | 699,852 | | |
Bollore SE |
| | | | 175,557 | | | | | | 878,835 | | |
Bouygues SA |
| | | | 24,143 | | | | | | 689,125 | | |
Bureau Veritas SA |
| | | | 6,020 | | | | | | 149,163 | | |
Capgemini SE |
| | | | 2,260 | | | | | | 371,347 | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks (continued) | | ||||||||||||
France (continued) | | ||||||||||||
Carrefour SA |
| | | | 47,445 | | | | | $ | 763,638 | | |
Casino Guichard Perrachon SA*(a)
|
| | | | 28,640 | | | | | | 275,703 | | |
Cie de Saint-Gobain |
| | | | 12,396 | | | | | | 507,214 | | |
Cie Generale des
Etablissements Michelin SCA |
| | | | 9,256 | | | | | | 236,114 | | |
Credit Agricole SA |
| | | | 42,716 | | | | | | 387,817 | | |
Danone SA |
| | | | 8,545 | | | | | | 425,143 | | |
Dassault Systemes SE |
| | | | 3,621 | | | | | | 121,500 | | |
Eiffage SA |
| | | | 4,829 | | | | | | 436,896 | | |
Electricite de France SA |
| | | | 119,486 | | | | | | 1,411,219 | | |
Engie SA |
| | | | 59,737 | | | | | | 776,624 | | |
EssilorLuxottica SA |
| | | | 2,291 | | | | | | 363,081 | | |
Faurecia SE*
|
| | | | 13,052 | | | | | | 195,047 | | |
Kering SA |
| | | | 518 | | | | | | 237,398 | | |
Korian SA |
| | | | 9,442 | | | | | | 89,214 | | |
Legrand SA |
| | | | 2,073 | | | | | | 158,048 | | |
L’Oreal SA |
| | | | 1,873 | | | | | | 588,859 | | |
LVMH Moet Hennessy Louis Vuitton SE
|
| | | | 2,477 | | | | | | 1,564,359 | | |
Orange SA |
| | | | 63,807 | | | | | | 607,364 | | |
Orpea*(a) | | | | | 5,410 | | | | | | 43,909 | | |
Pernod Ricard SA |
| | | | 1,052 | | | | | | 184,762 | | |
Publicis Groupe SA |
| | | | 5,255 | | | | | | 294,694 | | |
Renault SA*
|
| | | | 20,941 | | | | | | 645,125 | | |
Rexel SA*
|
| | | | 14,749 | | | | | | 263,919 | | |
Safran SA |
| | | | 3,029 | | | | | | 337,450 | | |
Sanofi |
| | | | 8,583 | | | | | | 740,819 | | |
Societe Generale SA |
| | | | 9,796 | | | | | | 224,861 | | |
Sodexo SA |
| | | | 5,387 | | | | | | 477,796 | | |
SPIE SA |
| | | | 8,884 | | | | | | 207,922 | | |
Technip Energies NV |
| | | | 16,437 | | | | | | 212,247 | | |
Teleperformance |
| | | | 600 | | | | | | 160,883 | | |
Thales SA |
| | | | 2,956 | | | | | | 375,858 | | |
TotalEnergies SE |
| | | | 44,019 | | | | | | 2,397,184 | | |
Valeo |
| | | | 15,904 | | | | | | 262,345 | | |
Veolia Environnement SA |
| | | | 14,342 | | | | | | 320,210 | | |
Vinci SA |
| | | | 14,697 | | | | | | 1,353,509 | | |
Vivendi SE |
| | | | 25,289 | | | | | | 207,053 | | |
Total France |
| | | | | | | | | | 23,644,702 | | |
Germany — 10.7% | | ||||||||||||
adidas AG |
| | | | 1,662 | | | | | | 162,588 | | |
Allianz SE |
| | | | 3,951 | | | | | | 711,484 | | |
Aurubis AG |
| | | | 2,454 | | | | | | 155,032 | | |
BASF SE |
| | | | 29,340 | | | | | | 1,317,529 | | |
Bayer AG |
| | | | 12,662 | | | | | | 666,019 | | |
Bayerische Motoren Werke AG |
| | | | 15,925 | | | | | | 1,251,600 | | |
Bechtle AG |
| | | | 3,202 | | | | | | 110,764 | | |
Beiersdorf AG |
| | | | 1,700 | | | | | | 163,281 | | |
Brenntag SE |
| | | | 3,680 | | | | | | 223,465 | | |
Continental AG |
| | | | 7,120 | | | | | | 369,303 | | |
Covestro AG |
| | | | 6,818 | | | | | | 232,076 | | |
Deutsche Bank AG |
| | | | 20,493 | | | | | | 195,656 | | |
Deutsche Lufthansa AG*
|
| | | | 47,501 | | | | | | 325,956 | | |
Deutsche Post AG |
| | | | 61,481 | | | | | | 2,182,056 | | |
Deutsche Telekom AG |
| | | | 102,928 | | | | | | 1,949,527 | | |
E.ON SE |
| | | | 94,967 | | | | | | 795,561 | | |
Evonik Industries AG |
| | | | 11,610 | | | | | | 214,061 | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks (continued) | | ||||||||||||
Germany (continued) | | ||||||||||||
Fresenius Medical Care
AG & Co. KGaA |
| | | | 8,924 | | | | | $ | 246,784 | | |
Fresenius SE & Co. KGaA |
| | | | 19,697 | | | | | | 453,592 | | |
Hannover Rueck SE |
| | | | 1,455 | | | | | | 236,990 | | |
HeidelbergCement AG |
| | | | 6,197 | | | | | | 285,721 | | |
HOCHTIEF AG |
| | | | 6,938 | | | | | | 368,915 | | |
Infineon Technologies AG |
| | | | 8,400 | | | | | | 204,564 | | |
KION Group AG |
| | | | 2,846 | | | | | | 63,204 | | |
Kloeckner & Co SE |
| | | | 11,108 | | | | | | 87,115 | | |
LANXESS AG |
| | | | 4,072 | | | | | | 137,841 | | |
Mercedes-Benz Group AG |
| | | | 21,708 | | | | | | 1,257,266 | | |
Merck KGaA |
| | | | 2,272 | | | | | | 370,512 | | |
Muenchener
Rueckversicherungs- Gesellschaft AG |
| | | | 2,012 | | | | | | 531,740 | | |
ProSiebenSat.1 Media SE |
| | | | 15,436 | | | | | | 104,962 | | |
Rheinmetall AG |
| | | | 738 | | | | | | 119,986 | | |
RWE AG |
| | | | 9,079 | | | | | | 349,865 | | |
Salzgitter AG |
| | | | 3,700 | | | | | | 82,792 | | |
SAP SE |
| | | | 7,884 | | | | | | 761,057 | | |
Siemens AG |
| | | | 7,596 | | | | | | 830,628 | | |
Siemens Energy AG(a)
|
| | | | 17,878 | | | | | | 208,767 | | |
Siemens Healthineers AG |
| | | | 12,571 | | | | | | 578,734 | | |
Telefonica Deutschland Holding AG
|
| | | | 67,173 | | | | | | 146,457 | | |
thyssenkrupp AG*
|
| | | | 67,432 | | | | | | 355,358 | | |
TUI AG*(a)
|
| | | | 81,033 | | | | | | 122,965 | | |
Uniper SE(a)
|
| | | | 59,450 | | | | | | 178,152 | | |
United Internet AG |
| | | | 5,762 | | | | | | 107,775 | | |
Zalando SE*
|
| | | | 3,639 | | | | | | 83,909 | | |
Total Germany |
| | | | | | | | | | 19,301,609 | | |
Hong Kong — 0.7% | | ||||||||||||
AIA Group Ltd. |
| | | | 32,680 | | | | | | 247,499 | | |
CLP Holdings Ltd. |
| | | | 18,335 | | | | | | 123,092 | | |
Nine Dragons Paper Holdings Ltd.
|
| | | | 238,744 | | | | | | 141,424 | | |
Orient Overseas International Ltd.
|
| | | | 9,700 | | | | | | 141,734 | | |
Prudential PLC |
| | | | 14,800 | | | | | | 138,160 | | |
Skyworth Group Ltd. |
| | | | 308,709 | | | | | | 113,261 | | |
Techtronic Industries Co., Ltd. |
| | | | 10,700 | | | | | | 101,345 | | |
WH Group Ltd. |
| | | | 680,493 | | | | | | 344,154 | | |
Total Hong Kong |
| | | | | | | | | | 1,350,669 | | |
Ireland — 0.4% | | ||||||||||||
CRH PLC |
| | | | 12,007 | | | | | | 432,559 | | |
Kerry Group PLC, Class A |
| | | | 1,522 | | | | | | 132,375 | | |
Smurfit Kappa Group PLC |
| | | | 5,444 | | | | | | 180,140 | | |
Total Ireland |
| | | | | | | | | | 745,074 | | |
Israel — 0.2% | | ||||||||||||
ICL Group Ltd. |
| | | | 13,558 | | | | | | 122,964 | | |
Teva Pharmaceutical Industries Ltd.*
|
| | | | 34,730 | | | | | | 312,022 | | |
Total Israel |
| | | | | | | | | | 434,986 | | |
Italy — 2.8% | | ||||||||||||
A2A SpA |
| | | | 99,104 | | | | | | 109,899 | | |
Assicurazioni Generali SpA |
| | | | 30,827 | | | | | | 462,806 | | |
Atlantia SpA |
| | | | 10,068 | | | | | | 224,686 | | |
Enel SpA |
| | | | 192,920 | | | | | | 861,647 | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks (continued) | | ||||||||||||
Italy (continued) | | ||||||||||||
Eni SpA |
| | | | 63,624 | | | | | $ | 833,446 | | |
Hera SpA |
| | | | 46,410 | | | | | | 110,636 | | |
Intesa Sanpaolo SpA |
| | | | 157,577 | | | | | | 300,424 | | |
Leonardo SpA |
| | | | 29,964 | | | | | | 240,828 | | |
Poste Italiane SpA |
| | | | 76,776 | | | | | | 669,274 | | |
Prysmian SpA |
| | | | 6,394 | | | | | | 208,480 | | |
Saipem SpA*(a)
|
| | | | 343,523 | | | | | | 334,088 | | |
Telecom Italia SpA*
|
| | | | 899,042 | | | | | | 176,025 | | |
UniCredit SpA |
| | | | 20,860 | | | | | | 258,701 | | |
UnipolSai Assicurazioni SpA |
| | | | 55,145 | | | | | | 124,374 | | |
Webuild SpA(a)
|
| | | | 91,058 | | | | | | 123,926 | | |
Total Italy |
| | | | | | | | | | 5,039,240 | | |
Japan — 30.7% | | ||||||||||||
Aeon Co., Ltd. |
| | | | 42,049 | | | | | | 785,475 | | |
AGC, Inc. |
| | | | 7,078 | | | | | | 222,147 | | |
Air Water, Inc. |
| | | | 11,513 | | | | | | 128,813 | | |
Aisin Corp. |
| | | | 12,858 | | | | | | 330,025 | | |
Ajinomoto Co., Inc. |
| | | | 6,328 | | | | | | 174,383 | | |
Alfresa Holdings Corp. |
| | | | 25,477 | | | | | | 293,276 | | |
ANA Holdings, Inc.*(a)
|
| | | | 9,623 | | | | | | 187,171 | | |
Asahi Group Holdings Ltd. |
| | | | 8,816 | | | | | | 246,980 | | |
Asahi Kasei Corp. |
| | | | 42,939 | | | | | | 275,744 | | |
Astellas Pharma, Inc. |
| | | | 15,246 | | | | | | 209,917 | | |
Benesse Holdings, Inc. |
| | | | 8,799 | | | | | | 129,882 | | |
Bridgestone Corp. |
| | | | 8,789 | | | | | | 317,063 | | |
Brother Industries Ltd. |
| | | | 8,580 | | | | | | 146,103 | | |
Canon, Inc. |
| | | | 22,772 | | | | | | 483,217 | | |
Central Japan Railway Co. |
| | | | 1,455 | | | | | | 169,008 | | |
Chubu Electric Power Co., Inc. |
| | | | 31,310 | | | | | | 255,097 | | |
Chugai Pharmaceutical Co., Ltd. |
| | | | 6,051 | | | | | | 140,451 | | |
Chugoku Electric Power Co., Inc. (The)
|
| | | | 22,629 | | | | | | 106,267 | | |
Cosmo Energy Holdings Co., Ltd. |
| | | | 13,348 | | | | | | 343,500 | | |
CyberAgent, Inc. |
| | | | 14,691 | | | | | | 120,979 | | |
Dai Nippon Printing Co., Ltd. |
| | | | 11,575 | | | | | | 232,302 | | |
Dai-ichi Life Holdings, Inc. |
| | | | 20,298 | | | | | | 321,947 | | |
Daiichi Sankyo Co., Ltd. |
| | | | 8,858 | | | | | | 284,092 | | |
Daikin Industries Ltd. |
| | | | 1,997 | | | | | | 300,756 | | |
Denso Corp. |
| | | | 9,538 | | | | | | 474,221 | | |
Dentsu Group, Inc. |
| | | | 6,205 | | | | | | 193,495 | | |
DIC Corp. |
| | | | 7,758 | | | | | | 130,383 | | |
East Japan Railway Co. |
| | | | 5,766 | | | | | | 311,896 | | |
ENEOS Holdings, Inc. |
| | | | 283,919 | | | | | | 935,604 | | |
Fast Retailing Co., Ltd. |
| | | | 596 | | | | | | 332,775 | | |
FUJIFILM Holdings Corp. |
| | | | 4,019 | | | | | | 184,382 | | |
Fujitsu Ltd. |
| | | | 4,765 | | | | | | 549,000 | | |
Hakuhodo DY Holdings, Inc. |
| | | | 17,279 | | | | | | 146,012 | | |
Hankyu Hanshin Holdings, Inc. |
| | | | 5,377 | | | | | | 159,716 | | |
Hino Motors Ltd.*
|
| | | | 32,674 | | | | | | 135,853 | | |
Hitachi Ltd. |
| | | | 24,438 | | | | | | 1,111,453 | | |
Hitachi Transport System Ltd. |
| | | | 3,078 | | | | | | 184,098 | | |
Honda Motor Co., Ltd. |
| | | | 39,873 | | | | | | 904,845 | | |
Idemitsu Kosan Co., Ltd. |
| | | | 24,162 | | | | | | 528,318 | | |
IHI Corp. |
| | | | 7,015 | | | | | | 156,691 | | |
Inpex Corp. |
| | | | 15,590 | | | | | | 159,220 | | |
Isuzu Motors Ltd. |
| | | | 18,206 | | | | | | 213,619 | | |
ITOCHU Corp. |
| | | | 48,797 | | | | | | 1,263,630 | | |
Japan Post Bank Co., Ltd. |
| | | | 19,516 | | | | | | 129,989 | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks (continued) | | ||||||||||||
Japan (continued) | | ||||||||||||
Japan Post Holdings Co., Ltd. |
| | | | 242,368 | | | | | $ | 1,629,973 | | |
Japan Post Insurance Co., Ltd. |
| | | | 13,705 | | | | | | 202,576 | | |
Japan Tobacco, Inc. |
| | | | 21,038 | | | | | | 348,758 | | |
JFE Holdings, Inc. |
| | | | 35,558 | | | | | | 326,071 | | |
JTEKT Corp. |
| | | | 22,932 | | | | | | 161,998 | | |
Kajima Corp. |
| | | | 31,032 | | | | | | 292,501 | | |
Kansai Electric Power Co., Inc. (The)
|
| | | | 36,009 | | | | | | 273,032 | | |
Kao Corp. |
| | | | 5,470 | | | | | | 205,721 | | |
Kawasaki Heavy Industries Ltd. |
| | | | 14,224 | | | | | | 241,732 | | |
Kawasaki Kisen Kaisha Ltd. |
| | | | 7,698 | | | | | | 117,100 | | |
KDDI Corp. |
| | | | 27,081 | | | | | | 800,760 | | |
Keyence Corp. |
| | | | 359 | | | | | | 136,030 | | |
Kintetsu Group Holdings Co., Ltd.
|
| | | | 5,517 | | | | | | 186,702 | | |
Kirin Holdings Co., Ltd. |
| | | | 17,642 | | | | | | 259,879 | | |
Kobe Steel Ltd. |
| | | | 54,050 | | | | | | 221,822 | | |
Komatsu Ltd. |
| | | | 14,084 | | | | | | 269,864 | | |
Konica Minolta, Inc. |
| | | | 41,443 | | | | | | 126,307 | | |
Kubota Corp. |
| | | | 15,005 | | | | | | 209,627 | | |
Kyocera Corp. |
| | | | 5,307 | | | | | | 265,680 | | |
Kyushu Electric Power Co., Inc. |
| | | | 32,351 | | | | | | 160,411 | | |
Lixil Corp. |
| | | | 9,613 | | | | | | 145,584 | | |
Marubeni Corp. |
| | | | 85,382 | | | | | | 748,496 | | |
Mazda Motor Corp. |
| | | | 38,835 | | | | | | 262,061 | | |
Medipal Holdings Corp. |
| | | | 26,772 | | | | | | 332,320 | | |
MEIJI Holdings Co., Ltd. |
| | | | 3,222 | | | | | | 132,665 | | |
MINEBEA MITSUMI, Inc. |
| | | | 7,327 | | | | | | 108,647 | | |
Mitsubishi Chemical Group Corp. |
| | | | 82,794 | | | | | | 374,379 | | |
Mitsubishi Corp. |
| | | | 43,534 | | | | | | 1,180,648 | | |
Mitsubishi Electric Corp. |
| | | | 57,068 | | | | | | 502,971 | | |
Mitsubishi Heavy Industries Ltd.
|
| | | | 12,746 | | | | | | 439,059 | | |
Mitsubishi Materials Corp. |
| | | | 11,153 | | | | | | 146,020 | | |
Mitsubishi Motors Corp.*
|
| | | | 74,083 | | | | | | 249,211 | | |
Mitsubishi UFJ Financial Group, Inc.
|
| | | | 54,401 | | | | | | 256,020 | | |
Mitsui & Co., Ltd. |
| | | | 56,031 | | | | | | 1,241,364 | | |
Mitsui Chemicals, Inc. |
| | | | 9,868 | | | | | | 182,907 | | |
Mitsui OSK Lines Ltd. |
| | | | 8,312 | | | | | | 165,026 | | |
Mizuho Financial Group, Inc. |
| | | | 16,473 | | | | | | 177,991 | | |
MS&AD Insurance
Group Holdings, Inc. |
| | | | 8,687 | | | | | | 230,332 | | |
Murata Manufacturing Co., Ltd. |
| | | | 4,992 | | | | | | 245,175 | | |
NEC Corp. |
| | | | 13,777 | | | | | | 456,499 | | |
NH Foods Ltd. |
| | | | 5,409 | | | | | | 129,007 | | |
Nidec Corp. |
| | | | 2,953 | | | | | | 163,668 | | |
Nintendo Co., Ltd. |
| | | | 3,640 | | | | | | 148,651 | | |
Nippon Paint Holdings Co., Ltd. |
| | | | 21,956 | | | | | | 140,332 | | |
Nippon Paper Industries Co., Ltd.
|
| | | | 21,208 | | | | | | 123,565 | | |
Nippon Sanso Holdings Corp. |
| | | | 9,229 | | | | | | 147,282 | | |
Nippon Steel Corp. |
| | | | 41,800 | | | | | | 574,404 | | |
Nippon Telegraph & Telephone Corp.
|
| | | | 66,455 | | | | | | 1,830,435 | | |
Nippon Yusen K.K. |
| | | | 13,654 | | | | | | 247,937 | | |
Nissan Motor Co., Ltd. |
| | | | 162,080 | | | | | | 517,313 | | |
Nitto Denko Corp. |
| | | | 2,451 | | | | | | 129,117 | | |
Nomura Research Institute Ltd. |
| | | | 4,849 | | | | | | 107,821 | | |
NTT Data Corp. |
| | | | 25,543 | | | | | | 370,682 | | |
Obayashi Corp. |
| | | | 47,357 | | | | | | 304,275 | | |
Oji Holdings Corp. |
| | | | 49,949 | | | | | | 173,403 | | |
Olympus Corp. |
| | | | 9,077 | | | | | | 191,757 | | |
Omron Corp. |
| | | | 2,380 | | | | | | 111,382 | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks (continued) | | ||||||||||||
Japan (continued) | | ||||||||||||
ORIX Corp. |
| | | | 9,749 | | | | | $ | 143,315 | | |
Osaka Gas Co., Ltd. |
| | | | 11,338 | | | | | | 167,970 | | |
Otsuka Corp. |
| | | | 5,852 | | | | | | 184,850 | | |
Otsuka Holdings Co., Ltd. |
| | | | 7,468 | | | | | | 239,462 | | |
Outsourcing, Inc. |
| | | | 15,193 | | | | | | 119,083 | | |
Pan Pacific
International Holdings Corp. |
| | | | 14,948 | | | | | | 245,488 | | |
Panasonic Holdings Corp. |
| | | | 65,441 | | | | | | 468,678 | | |
Persol Holdings Co., Ltd. |
| | | | 10,892 | | | | | | 218,815 | | |
Rakuten Group, Inc. |
| | | | 51,130 | | | | | | 229,102 | | |
Recruit Holdings Co., Ltd. |
| | | | 12,774 | | | | | | 394,474 | | |
Renesas Electronics Corp.*
|
| | | | 18,215 | | | | | | 152,757 | | |
Ricoh Co., Ltd. |
| | | | 33,430 | | | | | | 245,156 | | |
Secom Co., Ltd. |
| | | | 3,457 | | | | | | 197,486 | | |
Seiko Epson Corp. |
| | | | 13,938 | | | | | | 189,985 | | |
Sekisui Chemical Co., Ltd. |
| | | | 13,509 | | | | | | 169,050 | | |
Sekisui House Ltd. |
| | | | 9,573 | | | | | | 159,405 | | |
Seven & i Holdings Co., Ltd.
|
| | | | 23,268 | | | | | | 869,448 | | |
SG Holdings Co., Ltd. |
| | | | 15,302 | | | | | | 203,018 | | |
Sharp Corp.(a)
|
| | | | 25,198 | | | | | | 151,051 | | |
Shimizu Corp. |
| | | | 46,815 | | | | | | 234,020 | | |
Shin-Etsu Chemical Co., Ltd. |
| | | | 2,164 | | | | | | 226,249 | | |
Ship Healthcare Holdings, Inc. |
| | | | 11,367 | | | | | | 218,033 | | |
Shiseido Co., Ltd. |
| | | | 3,372 | | | | | | 116,949 | | |
Showa Denko K.K. |
| | | | 11,828 | | | | | | 172,842 | | |
SoftBank Corp. |
| | | | 72,527 | | | | | | 715,096 | | |
SoftBank Group Corp. |
| | | | 64,198 | | | | | | 2,764,270 | | |
Sojitz Corp. |
| | | | 17,933 | | | | | | 264,709 | | |
Sompo Holdings, Inc. |
| | | | 5,766 | | | | | | 240,245 | | |
Sony Group Corp. |
| | | | 10,054 | | | | | | 675,610 | | |
Subaru Corp. |
| | | | 16,935 | | | | | | 263,821 | | |
Sumitomo Chemical Co., Ltd. |
| | | | 88,241 | | | | | | 297,432 | | |
Sumitomo Corp. |
| | | | 40,155 | | | | | | 512,085 | | |
Sumitomo Electric Industries Ltd.
|
| | | | 31,262 | | | | | | 326,849 | | |
Sumitomo Forestry Co., Ltd. |
| | | | 13,295 | | | | | | 208,412 | | |
Sumitomo Metal Mining Co., Ltd. |
| | | | 3,561 | | | | | | 100,192 | | |
Sumitomo Mitsui Financial Group, Inc.
|
| | | | 8,068 | | | | | | 226,513 | | |
Suntory Beverage & Food Ltd.
|
| | | | 5,241 | | | | | | 175,599 | | |
Suzuken Co., Ltd. |
| | | | 10,995 | | | | | | 244,851 | | |
Suzuki Motor Corp. |
| | | | 10,090 | | | | | | 340,780 | | |
T&D Holdings, Inc. |
| | | | 12,554 | | | | | | 123,906 | | |
Taisei Corp. |
| | | | 10,232 | | | | | | 279,145 | | |
Takeda Pharmaceutical Co., Ltd. |
| | | | 18,464 | | | | | | 486,709 | | |
TDK Corp. |
| | | | 8,469 | | | | | | 265,235 | | |
Teijin Ltd. |
| | | | 15,011 | | | | | | 136,340 | | |
Tohoku Electric Power Co., Inc. |
| | | | 44,319 | | | | | | 186,358 | | |
Tokio Marine Holdings, Inc. |
| | | | 17,644 | | | | | | 319,440 | | |
Tokyo
Electric Power Co., Holdings, Inc.* |
| | | | 188,976 | | | | | | 616,634 | | |
Tokyo Electron Ltd. |
| | | | 714 | | | | | | 189,699 | | |
Tokyo Gas Co., Ltd. |
| | | | 13,010 | | | | | | 232,567 | | |
Tokyu Corp. |
| | | | 14,195 | | | | | | 163,882 | | |
TOPPAN, Inc. |
| | | | 16,983 | | | | | | 253,542 | | |
Toray Industries, Inc. |
| | | | 62,782 | | | | | | 306,022 | | |
Toshiba Corp. |
| | | | 8,078 | | | | | | 281,576 | | |
Tosoh Corp. |
| | | | 11,444 | | | | | | 124,653 | | |
Toyota Boshoku Corp. |
| | | | 11,103 | | | | | | 141,481 | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks (continued) | | ||||||||||||
Japan (continued) | | ||||||||||||
Toyota Industries Corp. |
| | | | 3,666 | | | | | $ | 188,930 | | |
Toyota Motor Corp. |
| | | | 133,883 | | | | | | 1,855,095 | | |
Toyota Tsusho Corp. |
| | | | 25,400 | | | | | | 854,442 | | |
Welcia Holdings Co., Ltd. |
| | | | 6,261 | | | | | | 131,004 | | |
West Japan Railway Co. |
| | | | 4,736 | | | | | | 188,025 | | |
Yamada Holdings Co., Ltd. |
| | | | 67,602 | | | | | | 217,858 | | |
Yamaha Motor Co., Ltd. |
| | | | 8,714 | | | | | | 179,984 | | |
Yamato Holdings Co., Ltd. |
| | | | 16,930 | | | | | | 251,043 | | |
Yamazaki Baking Co., Ltd. |
| | | | 13,914 | | | | | | 141,822 | | |
Z Holdings Corp. |
| | | | 75,305 | | | | | | 194,855 | | |
Zensho Holdings Co., Ltd. |
| | | | 9,076 | | | | | | 226,541 | | |
Total Japan |
| | | | | | | | | | 55,444,683 | | |
Luxembourg — 0.6% | | ||||||||||||
ArcelorMittal SA |
| | | | 36,524 | | | | | | 817,809 | | |
Eurofins Scientific SE |
| | | | 3,142 | | | | | | 201,167 | | |
Total Luxembourg |
| | | | | | | | | | 1,018,976 | | |
Netherlands — 3.3% | | ||||||||||||
Aegon NV |
| | | | 40,033 | | | | | | 185,369 | | |
Akzo Nobel NV |
| | | | 2,679 | | | | | | 165,328 | | |
ASML Holding NV |
| | | | 706 | | | | | | 333,536 | | |
Heineken NV |
| | | | 4,454 | | | | | | 372,418 | | |
ING Groep NV |
| | | | 18,826 | | | | | | 185,210 | | |
JDE Peet’s NV |
| | | | 5,713 | | | | | | 163,633 | | |
Koninklijke Ahold Delhaize NV |
| | | | 38,212 | | | | | | 1,066,910 | | |
Koninklijke DSM NV |
| | | | 1,276 | | | | | | 150,453 | | |
Koninklijke Philips NV |
| | | | 11,786 | | | | | | 149,312 | | |
NN Group NV |
| | | | 3,940 | | | | | | 166,862 | | |
Randstad NV |
| | | | 8,958 | | | | | | 446,576 | | |
Shell PLC |
| | | | 82,697 | | | | | | 2,288,914 | | |
Universal Music Group NV |
| | | | 10,326 | | | | | | 202,603 | | |
Wolters Kluwer NV |
| | | | 1,659 | | | | | | 176,346 | | |
Total Netherlands |
| | | | | | | | | | 6,053,470 | | |
Norway — 1.0% | | ||||||||||||
Equinor ASA |
| | | | 40,706 | | | | | | 1,489,155 | | |
Norsk Hydro ASA |
| | | | 25,370 | | | | | | 161,002 | | |
Telenor ASA |
| | | | 17,356 | | | | | | 157,754 | | |
Total Norway |
| | | | | | | | | | 1,807,911 | | |
Portugal — 0.4% | | ||||||||||||
EDP — Energias de Portugal SA |
| | | | 55,734 | | | | | | 243,749 | | |
Galp Energia SGPS SA |
| | | | 20,900 | | | | | | 212,245 | | |
Jeronimo Martins SGPS SA |
| | | | 15,003 | | | | | | 311,095 | | |
Total Portugal |
| | | | | | | | | | 767,089 | | |
Singapore — 0.5% | | ||||||||||||
Jardine Cycle & Carriage Ltd.
|
| | | | 15,218 | | | | | | 319,824 | | |
Oversea-Chinese Banking Corp., Ltd.
|
| | | | 23,300 | | | | | | 199,724 | | |
Singapore Telecommunications Ltd.
|
| | | | 112,944 | | | | | | 199,534 | | |
STMicroelectronics NV |
| | | | 6,174 | | | | | | 192,825 | | |
Total Singapore |
| | | | | | | | | | 911,907 | | |
Spain — 3.1% | | ||||||||||||
ACS Actividades de
Construccion y Servicios SA |
| | | | 24,794 | | | | | | 635,907 | | |
Banco Bilbao Vizcaya Argentaria SA
|
| | | | 59,437 | | | | | | 306,000 | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks (continued) | | ||||||||||||
Spain (continued) | | ||||||||||||
Banco Santander SA(a)
|
| | | | 169,633 | | | | | $ | 439,595 | | |
Cia de Distribucion
Integral Logista Holdings SA |
| | | | 14,688 | | | | | | 303,983 | | |
Endesa SA |
| | | | 15,973 | | | | | | 266,561 | | |
Ferrovial SA |
| | | | 6,969 | | | | | | 170,197 | | |
Iberdrola SA |
| | | | 68,606 | | | | | | 696,712 | | |
Industria de Diseno Textil SA(a)
|
| | | | 24,203 | | | | | | 548,747 | | |
Mapfre SA(a)
|
| | | | 92,833 | | | | | | 159,188 | | |
Naturgy Energy Group SA |
| | | | 13,013 | | | | | | 333,881 | | |
Repsol SA |
| | | | 52,673 | | | | | | 715,554 | | |
Sacyr SA |
| | | | 68,418 | | | | | | 167,835 | | |
Siemens
Gamesa Renewable Energy SA* |
| | | | 9,862 | | | | | | 175,058 | | |
Telefonica SA |
| | | | 181,956 | | | | | | 626,728 | | |
Total Spain |
| | | | | | | | | | 5,545,946 | | |
Sweden — 1.7% | | ||||||||||||
Alleima AB*
|
| | | | 1,738 | | | | | | 5,917 | | |
Assa Abloy AB, B Shares |
| | | | 6,731 | | | | | | 135,833 | | |
Atlas Copco AB, A Shares |
| | | | 15,938 | | | | | | 170,249 | | |
Electrolux AB, B Shares(a)
|
| | | | 11,458 | | | | | | 141,285 | | |
Essity AB, B Shares |
| | | | 10,709 | | | | | | 226,188 | | |
H & M Hennes & Mauritz AB, B
Shares(a)
|
| | | | 22,595 | | | | | | 227,372 | | |
Investor AB, B Shares |
| | | | 12,290 | | | | | | 200,591 | | |
Sandvik AB |
| | | | 8,717 | | | | | | 136,153 | | |
Securitas AB, B Shares(a)
|
| | | | 39,829 | | | | | | 325,611 | | |
Skanska AB, B Shares |
| | | | 15,619 | | | | | | 242,827 | | |
SKF AB, B Shares |
| | | | 10,264 | | | | | | 148,427 | | |
SSAB AB, A Shares |
| | | | 24,464 | | | | | | 117,644 | | |
Telefonaktiebolaget LM
Ericsson, B Shares |
| | | | 61,217 | | | | | | 340,142 | | |
Telia Co. AB(a)
|
| | | | 50,558 | | | | | | 133,825 | | |
Volvo AB, B Shares |
| | | | 33,278 | | | | | | 544,472 | | |
Total Sweden |
| | | | | | | | | | 3,096,536 | | |
Switzerland — 2.5% | | ||||||||||||
ABB Ltd. |
| | | | 11,861 | | | | | | 329,963 | | |
Accelleron Industries AG*
|
| | | | 591 | | | | | | 10,028 | | |
Adecco Group AG |
| | | | 10,557 | | | | | | 330,608 | | |
Alcon, Inc. |
| | | | 2,327 | | | | | | 141,701 | | |
Cie Financiere Richemont SA, Class A
|
| | | | 1,900 | | | | | | 185,946 | | |
Credit Suisse Group AG(a)
|
| | | | 28,684 | | | | | | 118,376 | | |
Holcim AG*
|
| | | | 10,434 | | | | | | 474,183 | | |
Kuehne + Nagel International AG |
| | | | 2,630 | | | | | | 560,821 | | |
Novartis AG |
| | | | 13,560 | | | | | | 1,096,182 | | |
Schindler Holding
AG — Participating Certificate |
| | | | 892 | | | | | | 145,510 | | |
Sika AG |
| | | | 662 | | | | | | 149,368 | | |
Swiss Life Holding AG |
| | | | 305 | | | | | | 147,784 | | |
Swisscom AG |
| | | | 402 | | | | | | 198,560 | | |
UBS Group AG |
| | | | 14,208 | | | | | | 225,596 | | |
Zurich Insurance Group AG |
| | | | 961 | | | | | | 410,327 | | |
Total Switzerland |
| | | | | | | | | | 4,524,953 | | |
United Kingdom — 8.4% | | ||||||||||||
Associated British Foods PLC |
| | | | 13,247 | | | | | | 205,824 | | |
AstraZeneca PLC |
| | | | 5,066 | | | | | | 598,086 | | |
Aviva PLC |
| | | | 41,290 | | | | | | 198,761 | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks (continued) | | ||||||||||||
United Kingdom (continued) | | ||||||||||||
Babcock International Group PLC*
|
| | | | 34,901 | | | | | $ | 110,745 | | |
BAE Systems PLC |
| | | | 52,154 | | | | | | 489,024 | | |
Barclays PLC |
| | | | 112,371 | | | | | | 191,169 | | |
BP PLC |
| | | | 289,232 | | | | | | 1,597,761 | | |
British American Tobacco PLC |
| | | | 15,469 | | | | | | 611,511 | | |
BT Group PLC |
| | | | 206,267 | | | | | | 308,255 | | |
Bunzl PLC |
| | | | 6,961 | | | | | | 227,692 | | |
Centrica PLC |
| | | | 267,209 | | | | | | 235,721 | | |
CK Hutchison Holdings Ltd. |
| | | | 82,680 | | | | | | 410,775 | | |
Compass Group PLC |
| | | | 30,742 | | | | | | 650,022 | | |
Computacenter PLC |
| | | | 5,720 | | | | | | 119,201 | | |
Currys PLC |
| | | | 175,688 | | | | | | 131,885 | | |
DCC PLC |
| | | | 3,617 | | | | | | 201,558 | | |
Diageo PLC |
| | | | 6,635 | | | | | | 274,857 | | |
DS Smith PLC |
| | | | 43,118 | | | | | | 144,066 | | |
Entain PLC |
| | | | 8,962 | | | | | | 130,321 | | |
Experian PLC |
| | | | 4,614 | | | | | | 147,363 | | |
Haleon PLC*
|
| | | | 47,069 | | | | | | 145,236 | | |
Hays PLC |
| | | | 124,634 | | | | | | 157,703 | | |
HSBC Holdings PLC |
| | | | 64,079 | | | | | | 330,004 | | |
Imperial Brands PLC |
| | | | 17,379 | | | | | | 424,996 | | |
Inchcape PLC |
| | | | 18,603 | | | | | | 159,353 | | |
International Distributions Services PLC
|
| | | | 77,969 | | | | | | 181,603 | | |
ITV PLC |
| | | | 176,687 | | | | | | 136,296 | | |
J Sainsbury PLC |
| | | | 153,909 | | | | | | 344,481 | | |
JD Sports Fashion PLC |
| | | | 88,012 | | | | | | 98,738 | | |
John Wood Group PLC*
|
| | | | 77,318 | | | | | | 124,538 | | |
Johnson Matthey PLC(a)
|
| | | | 16,348 | | | | | | 364,115 | | |
Kingfisher PLC |
| | | | 80,504 | | | | | | 202,894 | | |
Legal & General Group PLC |
| | | | 115,506 | | | | | | 309,727 | | |
Lloyds Banking Group PLC |
| | | | 646,165 | | | | | | 312,611 | | |
M&G PLC |
| | | | 68,558 | | | | | | 138,292 | | |
Marks & Spencer Group PLC*
|
| | | | 99,981 | | | | | | 121,444 | | |
National Grid PLC |
| | | | 20,920 | | | | | | 228,433 | | |
NatWest Group PLC |
| | | | 53,166 | | | | | | 143,727 | | |
Pearson PLC |
| | | | 17,813 | | | | | | 196,967 | | |
Phoenix Group Holdings PLC |
| | | | 29,777 | | | | | | 185,954 | | |
Reckitt Benckiser Group PLC |
| | | | 4,505 | | | | | | 299,797 | | |
RELX PLC |
| | | | 8,796 | | | | | | 237,078 | | |
Rolls-Royce Holdings PLC*
|
| | | | 195,764 | | | | | | 176,144 | | |
SSE PLC |
| | | | 7,868 | | | | | | 140,955 | | |
St James’s Place PLC |
| | | | 12,260 | | | | | | 150,330 | | |
Standard Chartered PLC |
| | | | 26,117 | | | | | | 156,422 | | |
Tesco PLC |
| | | | 287,344 | | | | | | 711,619 | | |
Unilever PLC |
| | | | 24,605 | | | | | | 1,125,929 | | |
Vodafone Group PLC |
| | | | 502,724 | | | | | | 588,301 | | |
WPP PLC |
| | | | 29,724 | | | | | | 262,145 | | |
Total United Kingdom |
| | | | | | | | | | 15,140,429 | | |
United States — 3.6% | | ||||||||||||
CSL Ltd. |
| | | | 1,160 | | | | | | 208,050 | | |
Ferguson PLC |
| | | | 3,052 | | | | | | 334,172 | | |
GSK PLC |
| | | | 37,656 | | | | | | 619,456 | | |
Nestle SA |
| | | | 17,290 | | | | | | 1,883,889 | | |
Roche Holding AG |
| | | | 4,603 | | | | | | 1,529,580 | | |
Schneider Electric SE |
| | | | 3,211 | | | | | | 407,044 | | |
Stellantis NV*
|
| | | | 85,279 | | | | | | 1,151,337 | | |
Swiss Re AG |
| | | | 3,383 | | | | | | 251,507 | | |
| | |
Shares |
| |
Value |
| | | ||||||||||
Common Stocks (continued) | | | | ||||||||||||||||
United States (continued) | | | | ||||||||||||||||
Waste Connections, Inc. |
| | | | 1,301 | | | | | $ | 171,499 | | | | | ||||
Total United States |
| | | | | | | | | | 6,556,534 | | | | | ||||
Total
Common Stocks (Cost $208,942,184) |
| | | | | | | | | | 177,721,572 | | | | | ||||
Preferred Stocks — 1.2% | | | | ||||||||||||||||
Germany — 1.2% | | | | ||||||||||||||||
Henkel AG & Co. KGaA, 2.96% |
| | | | 5,989 | | | | | | 377,527 | | | | | ||||
Schaeffler AG, 9.62%(a)
|
| | | | 38,357 | | | | | | 197,322 | | | | | ||||
Volkswagen AG, 5.79% |
| | | | 13,149 | | | | | | 1,680,874 | | | | | ||||
Total Germany |
| | | | | | | | | | 2,255,723 | | | | | ||||
Total
Preferred Stocks (Cost $3,307,754) |
| | | | | | | | | | 2,255,723 | | | | | ||||
Short-Term Investment — 1.9% | | | | | | | | ||||||||||||
Money Market Fund — 1.9% | | | | | | | | ||||||||||||
Dreyfus
Government Cash Management Fund, Institutional Shares, 2.91%(b)(c) (Cost $3,488,171) |
| | | | 3,488,171 | | | | |
|
3,488,171 |
| | | | ||||
|
| | |
Shares |
| |
Value |
| |||
Total Investments — 101.4% | | | | |||||||
(Cost $215,738,109) |
| | | | | | $ | 183,465,466 | | |
Other
Assets and Liabilities, Net — (1.4)% |
| | | | | | | (2,585,290) | | |
Net Assets — 100.0% |
| | | | | | $ | 180,880,176 | | |
|
Description |
| |
Level 1
|
| |
Level 2
|
| |
Level 3
|
| |
Total |
| ||||||||||||
Asset Valuation Inputs | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments in Securities:(d) | | | | | | | | | | | | | | | | | | | | | | | | | |
Common Stocks |
| | | $ | 177,721,572 | | | | | $ | — | | | | | $ | — | | | | | $ | 177,721,572 | | |
Preferred Stocks |
| | | | 2,255,723 | | | | | | — | | | | | | — | | | | | | 2,255,723 | | |
Short-Term Investment: | | | | | | | | | | | | | | | | | | | | | | | | | |
Money Market Fund |
| | | | 3,488,171 | | | | | | — | | | | | | — | | | | | | 3,488,171 | | |
Total Investments in Securities |
| | | $ | 183,465,466 | | | | | $ | — | | | | | $ | — | | | | | $ | 183,465,466 | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks — 99.7% | | ||||||||||||
Communication Services — 7.9% | | ||||||||||||
Activision Blizzard, Inc. |
| | | | 11,020 | | | | | $ | 802,256 | | |
Alphabet, Inc., Class A*
|
| | | | 93,309 | | | | | | 8,818,633 | | |
Alphabet, Inc., Class C*
|
| | | | 83,365 | | | | | | 7,891,331 | | |
AT&T, Inc. |
| | | | 110,828 | | | | | | 2,020,394 | | |
Comcast Corp., Class A |
| | | | 70,011 | | | | | | 2,222,149 | | |
Electronic Arts, Inc. |
| | | | 4,306 | | | | | | 542,384 | | |
IAC, Inc.*
|
| | | | 1,179 | | | | | | 57,394 | | |
Live Nation Entertainment, Inc.*
|
| | | | 2,432 | | | | | | 193,611 | | |
Omnicom Group, Inc. |
| | | | 3,309 | | | | | | 240,730 | | |
Pinterest, Inc., Class A*
|
| | | | 8,866 | | | | | | 218,104 | | |
ROBLOX Corp., Class A*
|
| | | | 4,623 | | | | | | 206,833 | | |
Roku, Inc.*
|
| | | | 1,922 | | | | | | 106,748 | | |
Snap, Inc., Class A*
|
| | | | 15,818 | | | | | | 156,756 | | |
Take-Two Interactive Software, Inc.*
|
| | | | 2,470 | | | | | | 292,646 | | |
Verizon Communications, Inc. |
| | | | 65,300 | | | | | | 2,440,261 | | |
Walt Disney Co. (The)*
|
| | | | 28,694 | | | | | | 3,057,059 | | |
Warner Music Group Corp., Class A
|
| | | | 1,898 | | | | | | 49,386 | | |
ZoomInfo Technologies, Inc.*
|
| | | | 4,296 | | | | | | 191,301 | | |
Total Communication Services |
| | | | | | | | | | 29,507,976 | | |
Consumer Discretionary — 14.1% | | ||||||||||||
Advance Auto Parts, Inc. |
| | | | 985 | | | | | | 187,071 | | |
Amazon.com, Inc.*
|
| | | | 139,759 | | | | | | 14,316,912 | | |
Aptiv PLC*
|
| | | | 4,228 | | | | | | 385,044 | | |
AutoZone, Inc.*
|
| | | | 305 | | | | | | 772,528 | | |
Best Buy Co., Inc. |
| | | | 3,231 | | | | | | 221,033 | | |
Booking Holdings, Inc.*
|
| | | | 639 | | | | | | 1,194,598 | | |
Burlington Stores, Inc.*
|
| | | | 1,064 | | | | | | 152,109 | | |
CarMax, Inc.*(a)
|
| | | | 2,590 | | | | | | 163,196 | | |
Chipotle Mexican Grill, Inc.*
|
| | | | 418 | | | | | | 626,302 | | |
Coupang, Inc.*
|
| | | | 12,963 | | | | | | 223,871 | | |
Dollar General Corp. |
| | | | 3,556 | | | | | | 906,958 | | |
Dollar Tree, Inc.*
|
| | | | 3,304 | | | | | | 523,684 | | |
Domino’s Pizza, Inc. |
| | | | 575 | | | | | | 191,038 | | |
DoorDash, Inc., Class A*
|
| | | | 3,715 | | | | | | 161,714 | | |
eBay, Inc. |
| | | | 8,776 | | | | | | 349,636 | | |
Etsy, Inc.*
|
| | | | 2,045 | | | | | | 192,046 | | |
Ford Motor Co. |
| | | | 61,916 | | | | | | 827,817 | | |
Genuine Parts Co. |
| | | | 2,177 | | | | | | 387,201 | | |
Hasbro, Inc. |
| | | | 2,106 | | | | | | 137,416 | | |
Hilton Worldwide Holdings, Inc. |
| | | | 4,296 | | | | | | 581,077 | | |
Home Depot, Inc. (The) |
| | | | 16,179 | | | | | | 4,791,087 | | |
LKQ Corp. |
| | | | 3,947 | | | | | | 219,611 | | |
Lowe’s Cos., Inc. |
| | | | 10,028 | | | | | | 1,954,959 | | |
Lululemon Athletica, Inc.*
|
| | | | 1,842 | | | | | | 606,092 | | |
Marriott International, Inc.,
Class A |
| | | | 4,519 | | | | | | 723,537 | | |
McDonald’s Corp. |
| | | | 11,655 | | | | | | 3,177,852 | | |
MercadoLibre, Inc.*
|
| | | | 758 | | | | | | 683,428 | | |
Newell Brands, Inc. |
| | | | 6,170 | | | | | | 85,208 | | |
NIKE, Inc., Class B |
| | | | 19,749 | | | | | | 1,830,337 | | |
NVR, Inc.*
|
| | | | 49 | | | | | | 207,650 | | |
Ross Stores, Inc. |
| | | | 5,392 | | | | | | 515,960 | | |
Royal Caribbean Cruises Ltd.*
|
| | | | 3,496 | | | | | | 186,616 | | |
Starbucks Corp. |
| | | | 17,701 | | | | | | 1,532,730 | | |
Target Corp. |
| | | | 7,289 | | | | | | 1,197,218 | | |
Tesla, Inc.*
|
| | | | 40,499 | | | | | | 9,215,142 | | |
TJX Cos., Inc. (The) |
| | | | 17,230 | | | | | | 1,242,283 | | |
Tractor Supply Co. |
| | | | 1,752 | | | | | | 385,037 | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks (continued) | | ||||||||||||
Consumer Discretionary (continued) | | ||||||||||||
Ulta Beauty, Inc.*
|
| | | | 797 | | | | | $ | 334,238 | | |
Vail Resorts, Inc. |
| | | | 650 | | | | | | 142,435 | | |
VF Corp. |
| | | | 5,654 | | | | | | 159,726 | | |
Whirlpool Corp. |
| | | | 940 | | | | | | 129,946 | | |
Yum China Holdings, Inc. |
| | | | 6,335 | | | | | | 261,952 | | |
Yum! Brands, Inc. |
| | | | 4,477 | | | | | | 529,405 | | |
Total Consumer Discretionary |
| | | | | | | | | | 52,613,700 | | |
Consumer Staples — 8.0% | | ||||||||||||
Archer-Daniels-Midland Co. |
| | | | 8,788 | | | | | | 852,260 | | |
Campbell Soup Co. |
| | | | 3,269 | | | | | | 172,963 | | |
Church & Dwight Co., Inc. |
| | | | 3,808 | | | | | | 282,287 | | |
Clorox Co. (The) |
| | | | 1,981 | | | | | | 289,305 | | |
Coca-Cola Co. (The) |
| | | | 61,216 | | | | | | 3,663,778 | | |
Colgate-Palmolive Co. |
| | | | 13,142 | | | | | | 970,405 | | |
Conagra Brands, Inc. |
| | | | 7,611 | | | | | | 279,324 | | |
Costco Wholesale Corp. |
| | | | 6,960 | | | | | | 3,490,440 | | |
Estee Lauder Cos., Inc. (The),
Class A |
| | | | 3,349 | | | | | | 671,441 | | |
General Mills, Inc. |
| | | | 9,356 | | | | | | 763,263 | | |
Hershey Co. (The) |
| | | | 2,278 | | | | | | 543,918 | | |
Hormel Foods Corp. |
| | | | 4,595 | | | | | | 213,438 | | |
J M Smucker Co. (The) |
| | | | 1,581 | | | | | | 238,193 | | |
Kellogg Co. |
| | | | 4,028 | | | | | | 309,431 | | |
Keurig Dr Pepper, Inc. |
| | | | 13,473 | | | | | | 523,291 | | |
Kimberly-Clark Corp. |
| | | | 5,288 | | | | | | 658,144 | | |
Kraft Heinz Co. (The) |
| | | | 12,220 | | | | | | 470,103 | | |
Kroger Co. (The) |
| | | | 10,241 | | | | | | 484,297 | | |
McCormick & Co., Inc. |
| | | | 4,011 | | | | | | 315,425 | | |
Mondelez International, Inc.,
Class A |
| | | | 21,722 | | | | | | 1,335,469 | | |
PepsiCo, Inc. |
| | | | 21,743 | | | | | | 3,948,094 | | |
Procter & Gamble Co. (The) |
| | | | 37,786 | | | | | | 5,088,641 | | |
Sysco Corp. |
| | | | 7,924 | | | | | | 685,901 | | |
Walgreens Boots Alliance, Inc. |
| | | | 11,210 | | | | | | 409,165 | | |
Walmart, Inc. |
| | | | 22,484 | | | | | | 3,200,148 | | |
Total Consumer Staples |
| | | | | | | | | | 29,859,124 | | |
Energy — 3.8% | | ||||||||||||
Baker Hughes Co. |
| | | | 15,384 | | | | | | 425,521 | | |
Cheniere Energy, Inc. |
| | | | 3,584 | | | | | | 632,253 | | |
Exxon Mobil Corp. |
| | | | 66,204 | | | | | | 7,336,065 | | |
Halliburton Co. |
| | | | 13,061 | | | | | | 475,682 | | |
Kinder Morgan, Inc. |
| | | | 31,188 | | | | | | 565,127 | | |
Marathon Petroleum Corp. |
| | | | 8,467 | | | | | | 962,021 | | |
ONEOK, Inc. |
| | | | 6,970 | | | | | | 413,460 | | |
Phillips 66 |
| | | | 7,539 | | | | | | 786,242 | | |
Schlumberger NV |
| | | | 22,165 | | | | | | 1,153,245 | | |
Valero Energy Corp. |
| | | | 6,390 | | | | | | 802,265 | | |
Williams Cos., Inc. (The) |
| | | | 19,080 | | | | | | 624,488 | | |
Total Energy |
| | | | | | | | | | 14,176,369 | | |
Financials — 8.7% | | ||||||||||||
Allstate Corp. (The) |
| | | | 4,235 | | | | | | 534,669 | | |
Ally Financial, Inc. |
| | | | 4,881 | | | | | | 134,520 | | |
American Express Co. |
| | | | 8,715 | | | | | | 1,293,742 | | |
American International Group, Inc.
|
| | | | 12,424 | | | | | | 708,168 | | |
Ameriprise Financial, Inc. |
| | | | 1,720 | | | | | | 531,686 | | |
Annaly Capital Management, Inc. |
| | | | 6,188 | | | | | | 114,787 | | |
Arch Capital Group Ltd.*
|
| | | | 5,700 | | | | | | 327,750 | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks (continued) | | ||||||||||||
Financials (continued) | | ||||||||||||
Arthur J Gallagher & Co. |
| | | | 3,265 | | | | | $ | 610,816 | | |
Bank of America Corp. |
| | | | 110,601 | | | | | | 3,986,060 | | |
Bank of New York Mellon Corp. (The)
|
| | | | 11,448 | | | | | | 482,075 | | |
Blackstone, Inc. |
| | | | 10,899 | | | | | | 993,335 | | |
Capital One Financial Corp. |
| | | | 6,094 | | | | | | 646,086 | | |
Cboe Global Markets, Inc. |
| | | | 1,702 | | | | | | 211,899 | | |
Chubb Ltd. |
| | | | 6,210 | | | | | | 1,334,467 | | |
Cincinnati Financial Corp. |
| | | | 2,497 | | | | | | 257,990 | | |
Citigroup, Inc. |
| | | | 30,555 | | | | | | 1,401,252 | | |
Citizens Financial Group, Inc. |
| | | | 7,733 | | | | | | 316,280 | | |
CME Group, Inc. |
| | | | 5,611 | | | | | | 972,386 | | |
Discover Financial Services |
| | | | 4,360 | | | | | | 455,446 | | |
Everest Re Group Ltd. |
| | | | 610 | | | | | | 196,823 | | |
Fifth Third Bancorp |
| | | | 10,972 | | | | | | 391,591 | | |
First Republic Bank |
| | | | 2,805 | | | | | | 336,881 | | |
Franklin Resources, Inc.(a)
|
| | | | 4,723 | | | | | | 110,754 | | |
Hartford Financial
Services Group, Inc. (The) |
| | | | 5,146 | | | | | | 372,622 | | |
Huntington Bancshares, Inc. |
| | | | 22,235 | | | | | | 337,527 | | |
Intercontinental Exchange, Inc. |
| | | | 8,687 | | | | | | 830,217 | | |
KeyCorp |
| | | | 14,857 | | | | | | 265,495 | | |
Markel Corp.*
|
| | | | 201 | | | | | | 242,426 | | |
Marsh & McLennan Cos., Inc. |
| | | | 7,900 | | | | | | 1,275,771 | | |
MetLife, Inc. |
| | | | 9,628 | | | | | | 704,866 | | |
Moody’s Corp. |
| | | | 2,493 | | | | | | 660,321 | | |
Morgan Stanley |
| | | | 21,384 | | | | | | 1,757,123 | | |
Nasdaq, Inc. |
| | | | 5,517 | | | | | | 343,378 | | |
Northern Trust Corp. |
| | | | 3,224 | | | | | | 271,944 | | |
PNC
Financial Services Group, Inc. (The) |
| | | | 6,455 | | | | | | 1,044,613 | | |
Principal Financial Group, Inc. |
| | | | 4,065 | | | | | | 358,249 | | |
Progressive Corp. (The) |
| | | | 9,166 | | | | | | 1,176,914 | | |
Prudential Financial, Inc. |
| | | | 5,881 | | | | | | 618,622 | | |
Raymond James Financial, Inc. |
| | | | 3,086 | | | | | | 364,580 | | |
Regions Financial Corp. |
| | | | 14,608 | | | | | | 320,646 | | |
S&P Global, Inc. |
| | | | 5,348 | | | | | | 1,718,045 | | |
SVB Financial Group*
|
| | | | 916 | | | | | | 211,559 | | |
Synchrony Financial |
| | | | 7,836 | | | | | | 278,648 | | |
Travelers Cos., Inc. (The) |
| | | | 3,754 | | | | | | 692,463 | | |
Truist Financial Corp. |
| | | | 20,789 | | | | | | 931,139 | | |
US Bancorp |
| | | | 20,943 | | | | | | 889,030 | | |
Willis Towers Watson PLC |
| | | | 1,737 | | | | | | 379,031 | | |
Total Financials |
| | | | | | | | | | 32,394,692 | | |
Health Care — 9.8% | | ||||||||||||
ABIOMED, Inc.*
|
| | | | 722 | | | | | | 182,002 | | |
Agilent Technologies, Inc. |
| | | | 4,676 | | | | | | 646,925 | | |
Alnylam Pharmaceuticals, Inc.*
|
| | | | 1,890 | | | | | | 391,721 | | |
Amgen, Inc. |
| | | | 8,406 | | | | | | 2,272,562 | | |
Avantor, Inc.*
|
| | | | 9,624 | | | | | | 194,116 | | |
Baxter International, Inc. |
| | | | 7,895 | | | | | | 429,093 | | |
Biogen, Inc.*
|
| | | | 2,287 | | | | | | 648,227 | | |
Bristol-Myers Squibb Co. |
| | | | 33,541 | | | | | | 2,598,421 | | |
Cardinal Health, Inc. |
| | | | 4,260 | | | | | | 323,334 | | |
Catalent, Inc.*
|
| | | | 2,743 | | | | | | 180,297 | | |
Cigna Corp. |
| | | | 4,983 | | | | | | 1,609,808 | | |
Cooper Cos., Inc. (The) |
| | | | 792 | | | | | | 216,525 | | |
Danaher Corp. |
| | | | 10,427 | | | | | | 2,624,163 | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks (continued) | | ||||||||||||
Health Care (continued) | | ||||||||||||
DaVita, Inc.*
|
| | | | 917 | | | | | $ | 66,950 | | |
DENTSPLY SIRONA, Inc. |
| | | | 3,478 | | | | | | 107,192 | | |
Dexcom, Inc.*
|
| | | | 6,127 | | | | | | 740,019 | | |
Edwards Lifesciences Corp.*
|
| | | | 9,688 | | | | | | 701,702 | | |
Elevance Health, Inc. |
| | | | 3,795 | | | | | | 2,074,992 | | |
Eli Lilly & Co. |
| | | | 13,310 | | | | | | 4,819,418 | | |
Exact Sciences Corp.*
|
| | | | 2,800 | | | | | | 97,384 | | |
Gilead Sciences, Inc. |
| | | | 19,765 | | | | | | 1,550,762 | | |
Hologic, Inc.*
|
| | | | 3,870 | | | | | | 262,386 | | |
Horizon Therapeutics PLC*
|
| | | | 3,681 | | | | | | 229,400 | | |
Humana, Inc. |
| | | | 1,962 | | | | | | 1,094,953 | | |
IDEXX Laboratories, Inc.*
|
| | | | 1,307 | | | | | | 470,102 | | |
Illumina, Inc.*
|
| | | | 2,461 | | | | | | 563,126 | | |
Incyte Corp.*
|
| | | | 2,962 | | | | | | 220,195 | | |
Intuitive Surgical, Inc.*
|
| | | | 5,635 | | | | | | 1,388,858 | | |
IQVIA Holdings, Inc.*
|
| | | | 2,914 | | | | | | 610,978 | | |
Jazz Pharmaceuticals PLC*
|
| | | | 973 | | | | | | 139,908 | | |
Laboratory Corp. of America Holdings
|
| | | | 1,462 | | | | | | 324,359 | | |
Merck & Co., Inc. |
| | | | 39,668 | | | | | | 4,014,402 | | |
Mettler-Toledo International, Inc.*
|
| | | | 350 | | | | | | 442,726 | | |
Organon & Co. |
| | | | 4,070 | | | | | | 106,553 | | |
Quest Diagnostics, Inc. |
| | | | 1,900 | | | | | | 272,935 | | |
ResMed, Inc. |
| | | | 2,278 | | | | | | 509,566 | | |
STERIS PLC |
| | | | 1,613 | | | | | | 278,372 | | |
Teladoc Health, Inc.*
|
| | | | 2,358 | | | | | | 69,891 | | |
Vertex Pharmaceuticals, Inc.*
|
| | | | 4,022 | | | | | | 1,254,864 | | |
Waters Corp.*
|
| | | | 943 | | | | | | 282,117 | | |
West Pharmaceutical Services, Inc.
|
| | | | 1,158 | | | | | | 266,456 | | |
Zoetis, Inc. |
| | | | 7,410 | | | | | | 1,117,280 | | |
Total Health Care |
| | | | | | | | | | 36,395,040 | | |
Industrials — 5.0% | | ||||||||||||
3M Co. |
| | | | 8,936 | | | | | | 1,124,059 | | |
A O Smith Corp. |
| | | | 2,113 | | | | | | 115,750 | | |
Carrier Global Corp. |
| | | | 13,277 | | | | | | 527,893 | | |
CH Robinson Worldwide, Inc. |
| | | | 1,961 | | | | | | 191,629 | | |
Cintas Corp. |
| | | | 1,361 | | | | | | 581,896 | | |
CSX Corp. |
| | | | 34,080 | | | | | | 990,365 | | |
Deere & Co. |
| | | | 4,395 | | | | | | 1,739,629 | | |
Dover Corp. |
| | | | 2,329 | | | | | | 304,377 | | |
Equifax, Inc. |
| | | | 1,914 | | | | | | 324,500 | | |
Expeditors
International of Washington, Inc. |
| | | | 2,700 | | | | | | 264,195 | | |
FedEx Corp. |
| | | | 3,756 | | | | | | 602,012 | | |
Fortive Corp. |
| | | | 5,479 | | | | | | 350,108 | | |
Fortune Brands Home & Security, Inc.
|
| | | | 2,136 | | | | | | 128,844 | | |
Illinois Tool Works, Inc. |
| | | | 4,287 | | | | | | 915,403 | | |
Ingersoll Rand, Inc. |
| | | | 6,358 | | | | | | 321,079 | | |
JB Hunt Transport Services, Inc.
|
| | | | 1,351 | | | | | | 231,116 | | |
Johnson Controls International PLC
|
| | | | 10,893 | | | | | | 630,051 | | |
Masco Corp. |
| | | | 3,818 | | | | | | 176,659 | | |
Norfolk Southern Corp. |
| | | | 3,741 | | | | | | 853,210 | | |
Otis Worldwide Corp. |
| | | | 6,642 | | | | | | 469,191 | | |
Parker-Hannifin Corp. |
| | | | 2,005 | | | | | | 582,693 | | |
Rockwell Automation, Inc. |
| | | | 1,823 | | | | | | 465,412 | | |
Snap-on, Inc. |
| | | | 846 | | | | | | 187,854 | | |
Stanley Black & Decker, Inc.
|
| | | | 2,364 | | | | | | 185,550 | | |
Trane Technologies PLC |
| | | | 3,657 | | | | | | 583,767 | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks (continued) | | ||||||||||||
Industrials (continued) | | ||||||||||||
TransUnion |
| | | | 3,105 | | | | | $ | 184,033 | | |
Union Pacific Corp. |
| | | | 9,877 | | | | | | 1,947,152 | | |
United Parcel Service, Inc., Class B
|
| | | | 11,574 | | | | | | 1,941,770 | | |
United Rentals, Inc.*
|
| | | | 1,119 | | | | | | 353,279 | | |
Verisk Analytics, Inc. |
| | | | 2,429 | | | | | | 444,094 | | |
Westinghouse Air Brake
Technologies Corp. |
| | | | 2,712 | | | | | | 252,975 | | |
WW Grainger, Inc. |
| | | | 716 | | | | | | 418,395 | | |
Xylem, Inc. |
| | | | 2,907 | | | | | | 297,764 | | |
Total Industrials |
| | | | | | | | | | 18,686,704 | | |
Information Technology — 35.4% | | ||||||||||||
Accenture PLC, Class A |
| | | | 10,317 | | | | | | 2,928,996 | | |
Adobe, Inc.*
|
| | | | 7,259 | | | | | | 2,311,991 | | |
Advanced Micro Devices, Inc.*
|
| | | | 25,093 | | | | | | 1,507,086 | | |
Akamai Technologies, Inc.*
|
| | | | 2,450 | | | | | | 216,409 | | |
Analog Devices, Inc. |
| | | | 8,047 | | | | | | 1,147,663 | | |
ANSYS, Inc.*
|
| | | | 1,345 | | | | | | 297,460 | | |
Apple, Inc. |
| | | | 243,623 | | | | | | 37,357,151 | | |
Applied Materials, Inc. |
| | | | 13,665 | | | | | | 1,206,483 | | |
Arista Networks, Inc.*
|
| | | | 3,698 | | | | | | 446,940 | | |
Autodesk, Inc.*
|
| | | | 3,369 | | | | | | 721,977 | | |
Automatic Data Processing, Inc. |
| | | | 6,486 | | | | | | 1,567,666 | | |
Bill.com Holdings, Inc.*
|
| | | | 1,522 | | | | | | 202,974 | | |
Block, Inc.*
|
| | | | 7,978 | | | | | | 479,238 | | |
Broadcom, Inc. |
| | | | 6,041 | | | | | | 2,839,995 | | |
Broadridge Financial Solutions, Inc.
|
| | | | 1,806 | | | | | | 271,008 | | |
Cadence Design Systems, Inc.*
|
| | | | 4,231 | | | | | | 640,531 | | |
CDW Corp. |
| | | | 2,091 | | | | | | 361,346 | | |
Cisco Systems, Inc. |
| | | | 58,880 | | | | | | 2,674,918 | | |
Cognizant
Technology Solutions Corp., Class A |
| | | | 8,089 | | | | | | 503,540 | | |
Crowdstrike Holdings, Inc.,
Class A*
|
| | | | 3,222 | | | | | | 519,386 | | |
Datadog, Inc., Class A*
|
| | | | 3,967 | | | | | | 319,383 | | |
Dell Technologies, Inc., Class C
|
| | | | 4,197 | | | | | | 161,165 | | |
DocuSign, Inc.*
|
| | | | 3,048 | | | | | | 147,218 | | |
Enphase Energy, Inc.*
|
| | | | 2,047 | | | | | | 628,429 | | |
EPAM Systems, Inc.*
|
| | | | 860 | | | | | | 301,000 | | |
F5, Inc.*
|
| | | | 919 | | | | | | 131,334 | | |
Fidelity National
Information Services, Inc. |
| | | | 9,382 | | | | | | 778,612 | | |
Fiserv, Inc.*
|
| | | | 9,387 | | | | | | 964,420 | | |
FleetCor Technologies, Inc.*
|
| | | | 1,180 | | | | | | 219,622 | | |
Fortinet, Inc.*
|
| | | | 10,595 | | | | | | 605,610 | | |
Gartner, Inc.*
|
| | | | 1,216 | | | | | | 367,135 | | |
Global Payments, Inc. |
| | | | 4,386 | | | | | | 501,144 | | |
Hewlett Packard Enterprise Co. |
| | | | 20,145 | | | | | | 287,469 | | |
HP, Inc. |
| | | | 15,983 | | | | | | 441,450 | | |
HubSpot, Inc.*
|
| | | | 705 | | | | | | 209,075 | | |
Intel Corp. |
| | | | 63,563 | | | | | | 1,807,096 | | |
International Business Machines Corp.
|
| | | | 13,969 | | | | | | 1,931,773 | | |
Intuit, Inc. |
| | | | 4,266 | | | | | | 1,823,715 | | |
Keysight Technologies, Inc.*
|
| | | | 2,778 | | | | | | 483,789 | | |
KLA Corp. |
| | | | 2,308 | | | | | | 730,367 | | |
Lam Research Corp. |
| | | | 2,172 | | | | | | 879,182 | | |
Marvell Technology, Inc. |
| | | | 13,145 | | | | | | 521,594 | | |
Mastercard, Inc., Class A |
| | | | 13,467 | | | | | | 4,419,600 | | |
Micron Technology, Inc. |
| | | | 17,099 | | | | | | 925,056 | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks (continued) | | ||||||||||||
Information Technology (continued) | | ||||||||||||
Microsoft Corp. |
| | | | 114,579 | | | | | $ | 26,597,223 | | |
MongoDB, Inc.*
|
| | | | 1,017 | | | | | | 186,142 | | |
Motorola Solutions, Inc. |
| | | | 2,589 | | | | | | 646,499 | | |
NetApp, Inc. |
| | | | 3,428 | | | | | | 237,458 | | |
NortonLifeLock, Inc. |
| | | | 8,541 | | | | | | 192,429 | | |
NVIDIA Corp. |
| | | | 37,326 | | | | | | 5,037,890 | | |
Okta, Inc.*
|
| | | | 2,287 | | | | | | 128,346 | | |
Palo Alto Networks, Inc.*
|
| | | | 4,529 | | | | | | 777,131 | | |
Paycom Software, Inc.*
|
| | | | 795 | | | | | | 275,070 | | |
PayPal Holdings, Inc.*
|
| | | | 18,170 | | | | | | 1,518,649 | | |
QUALCOMM, Inc. |
| | | | 17,392 | | | | | | 2,046,343 | | |
Qualtrics International, Inc.,
Class A*
|
| | | | 1,409 | | | | | | 16,866 | | |
RingCentral, Inc., Class A*
|
| | | | 1,253 | | | | | | 44,507 | | |
Roper Technologies, Inc. |
| | | | 1,638 | | | | | | 679,017 | | |
Salesforce, Inc.*
|
| | | | 14,986 | | | | | | 2,436,574 | | |
Seagate Technology Holdings PLC |
| | | | 3,104 | | | | | | 154,145 | | |
ServiceNow, Inc.*
|
| | | | 3,100 | | | | | | 1,304,294 | | |
Skyworks Solutions, Inc. |
| | | | 2,494 | | | | | | 214,509 | | |
Splunk, Inc.*
|
| | | | 2,485 | | | | | | 206,528 | | |
Synopsys, Inc.*
|
| | | | 2,363 | | | | | | 691,296 | | |
TE Connectivity Ltd. |
| | | | 4,999 | | | | | | 611,028 | | |
Teradyne, Inc. |
| | | | 2,444 | | | | | | 198,819 | | |
Texas Instruments, Inc. |
| | | | 14,323 | | | | | | 2,300,703 | | |
Trimble, Inc.*
|
| | | | 3,870 | | | | | | 232,819 | | |
Twilio, Inc., Class A*
|
| | | | 2,644 | | | | | | 196,634 | | |
VeriSign, Inc.*
|
| | | | 1,483 | | | | | | 297,282 | | |
Visa, Inc., Class A(a)
|
| | | | 25,800 | | | | | | 5,344,728 | | |
VMware, Inc., Class A |
| | | | 3,448 | | | | | | 388,003 | | |
Western Digital Corp.*
|
| | | | 4,786 | | | | | | 164,495 | | |
Workday, Inc., Class A*
|
| | | | 3,051 | | | | | | 475,407 | | |
Zebra Technologies Corp.,
Class A*
|
| | | | 812 | | | | | | 229,975 | | |
Zscaler, Inc.*
|
| | | | 1,297 | | | | | | 199,868 | | |
Total Information Technology |
| | | | | | | | | | 131,818,673 | | |
Materials — 2.3% | | ||||||||||||
Air Products and Chemicals, Inc.
|
| | | | 3,474 | | | | | | 869,890 | | |
Albemarle Corp. |
| | | | 1,834 | | | | | | 513,281 | | |
Ball Corp. |
| | | | 4,987 | | | | | | 246,308 | | |
DuPont de Nemours, Inc. |
| | | | 7,333 | | | | | | 419,448 | | |
Ecolab, Inc. |
| | | | 3,983 | | | | | | 625,610 | | |
International Flavors & Fragrances,
Inc. |
| | | | 3,999 | | | | | | 390,342 | | |
Linde PLC |
| | | | 7,842 | | | | | | 2,331,819 | | |
LyondellBasell Industries NV,
Class A |
| | | | 4,026 | | | | | | 307,788 | | |
Martin Marietta Materials, Inc. |
| | | | 973 | | | | | | 326,908 | | |
Mosaic Co. (The) |
| | | | 5,822 | | | | | | 312,932 | | |
Newmont Corp. |
| | | | 12,452 | | | | | | 526,969 | | |
Packaging Corp. of America |
| | | | 1,490 | | | | | | 179,113 | | |
PPG Industries, Inc. |
| | | | 3,705 | | | | | | 423,037 | | |
Sherwin-Williams Co. (The) |
| | | | 3,742 | | | | | | 842,062 | | |
Vulcan Materials Co. |
| | | | 2,037 | | | | | | 333,457 | | |
Westrock Co. |
| | | | 3,944 | | | | | | 134,333 | | |
Total Materials |
| | | | | | | | | | 8,783,297 | | |
Real Estate — 3.2% | | ||||||||||||
Alexandria Real Estate Equities, Inc.
|
| | | | 2,538 | | | | | | 368,771 | | |
American Tower Corp. |
| | | | 7,320 | | | | | | 1,516,631 | | |
AvalonBay Communities, Inc. |
| | | | 2,151 | | | | | | 376,683 | | |
Boston Properties, Inc. |
| | | | 2,316 | | | | | | 168,373 | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks (continued) | | ||||||||||||
Real Estate (continued) | | ||||||||||||
CBRE Group, Inc., Class A*
|
| | | | 4,935 | | | | | $ | 350,089 | | |
Crown Castle, Inc. |
| | | | 6,771 | | | | | | 902,303 | | |
Digital Realty Trust, Inc. |
| | | | 4,468 | | | | | | 447,917 | | |
Equinix, Inc. |
| | | | 1,427 | | | | | | 808,310 | | |
Equity Residential |
| | | | 5,724 | | | | | | 360,727 | | |
Essex Property Trust, Inc. |
| | | | 1,050 | | | | | | 233,352 | | |
Extra Space Storage, Inc. |
| | | | 2,078 | | | | | | 368,720 | | |
Healthpeak Properties, Inc. |
| | | | 8,716 | | | | | | 206,831 | | |
Host Hotels & Resorts, Inc. |
| | | | 11,442 | | | | | | 216,025 | | |
Invitation Homes, Inc. |
| | | | 9,565 | | | | | | 303,115 | | |
Iron Mountain, Inc. |
| | | | 4,664 | | | | | | 233,527 | | |
Mid-America Apartment
Communities, Inc. |
| | | | 1,802 | | | | | | 283,725 | | |
Prologis, Inc. |
| | | | 14,532 | | | | | | 1,609,419 | | |
Public Storage |
| | | | 2,382 | | | | | | 737,825 | | |
Realty Income Corp. |
| | | | 9,442 | | | | | | 587,953 | | |
Simon Property Group, Inc. |
| | | | 5,124 | | | | | | 558,414 | | |
UDR, Inc. |
| | | | 4,973 | | | | | | 197,727 | | |
Ventas, Inc. |
| | | | 6,249 | | | | | | 244,523 | | |
Welltower, Inc. |
| | | | 7,129 | | | | | | 435,154 | | |
Weyerhaeuser Co. |
| | | | 11,665 | | | | | | 360,798 | | |
WP Carey, Inc. |
| | | | 3,046 | | | | | | 232,410 | | |
Total Real Estate |
| | | | | | | | | | 12,109,322 | | |
Utilities — 1.5% | | ||||||||||||
American Water Works Co., Inc. |
| | | | 2,848 | | | | | | 413,928 | | |
Avangrid, Inc.(a)
|
| | | | 1,141 | | | | | | 46,416 | | |
Consolidated Edison, Inc. |
| | | | 5,559 | | | | | | 488,970 | | |
Dominion Energy, Inc. |
| | | | 12,711 | | | | | | 889,389 | | |
Edison International |
| | | | 5,987 | | | | | | 359,459 | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks (continued) | | ||||||||||||
Utilities (continued) | | ||||||||||||
Eversource Energy |
| | | | 5,364 | | | | | $ | 409,166 | | |
NextEra Energy, Inc. |
| | | | 30,899 | | | | | | 2,394,673 | | |
Public Service Enterprise Group, Inc.
|
| | | | 7,831 | | | | | | 439,084 | | |
Total Utilities |
| | | | | | | | | | 5,441,085 | | |
Total
Common Stocks (Cost $377,188,946) |
| | | | | | | | | | 371,785,982 | | |
Short-Term Investment — 0.0%(b) | | ||||||||||||
Money Market Fund — 0.0%(b) | | ||||||||||||
Dreyfus
Institutional Preferred Government Money Market Fund, Institutional
Shares, 3.09%(c) (Cost $168,825) |
| | | | 168,825 | | | | |
|
168,825 |
| |
Total
Investments — 99.7% (Cost $377,357,771) |
| | | | | | | | | | 371,954,807 | | |
Other
Assets and Liabilities, Net — 0.3% |
| | | | | | | | | | 781,330 | | |
Net Assets — 100.0% |
| | | | | | | | | $ | 372,736,137 | | |
|
Description |
| |
Level 1
|
| |
Level 2
|
| |
Level 3
|
| |
Total |
| ||||||||||||
Asset Valuation Inputs | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments in Securities:(d) | | | | | | | | | | | | | | | | | | | | | | | | | |
Common Stocks |
| | | $ | 371,785,982 | | | | | $ | — | | | | | $ | — | | | | | $ | 371,785,982 | | |
Short-Term Investment: | | | | | | | | | | | | | | | | | | | | | | | | | |
Money Market Fund |
| | | | 168,825 | | | | | | — | | | | | | — | | | | | | 168,825 | | |
Total Investments in Securities |
| | | $ | 371,954,807 | | | | | $ | — | | | | | $ | — | | | | | $ | 371,954,808 | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks — 99.9% | | ||||||||||||
Communication Services — 2.7% | | ||||||||||||
AMC Entertainment
Holdings, Inc., Class A*
|
| | | | 1,668 | | | | | $ | 11,109 | | |
Bumble, Inc., Class A*
|
| | | | 276 | | | | | | 7,010 | | |
Cable One, Inc. |
| | | | 20 | | | | | | 17,189 | | |
Frontier
Communications Parent, Inc.* |
| | | | 788 | | | | | | 18,455 | | |
IAC, Inc.*
|
| | | | 252 | | | | | | 12,267 | | |
Interpublic Group of Cos., Inc. (The)
|
| | | | 1,264 | | | | | | 37,655 | | |
New York Times Co. (The), Class A
|
| | | | 516 | | | | | | 14,943 | | |
Nexstar Media Group, Inc. |
| | | | 124 | | | | | | 21,241 | | |
Total Communication Services |
| | | | | | | | | | 139,869 | | |
Consumer Discretionary — 14.4% | | ||||||||||||
ADT, Inc. |
| | | | 664 | | | | | | 5,617 | | |
Advance Auto Parts, Inc. |
| | | | 196 | | | | | | 37,224 | | |
Aramark |
| | | | 820 | | | | | | 29,930 | | |
Autoliv, Inc. |
| | | | 280 | | | | | | 22,498 | | |
Bath & Body Works, Inc. |
| | | | 696 | | | | | | 23,233 | | |
BorgWarner, Inc. |
| | | | 772 | | | | | | 28,973 | | |
Bright Horizons Family Solutions,
Inc.*
|
| | | | 188 | | | | | | 12,280 | | |
Brunswick Corp. |
| | | | 244 | | | | | | 17,243 | | |
Deckers Outdoor Corp.*
|
| | | | 88 | | | | | | 30,794 | | |
GameStop Corp., Class A*
|
| | | | 840 | | | | | | 23,780 | | |
Gentex Corp. |
| | | | 760 | | | | | | 20,132 | | |
H&R Block, Inc. |
| | | | 512 | | | | | | 21,069 | | |
Hasbro, Inc. |
| | | | 416 | | | | | | 27,144 | | |
Hyatt Hotels Corp., Class A*
|
| | | | 164 | | | | | | 15,450 | | |
Lear Corp. |
| | | | 192 | | | | | | 26,632 | | |
Levi Strauss & Co., Class A
|
| | | | 276 | | | | | | 4,129 | | |
Lithia Motors, Inc. |
| | | | 92 | | | | | | 18,230 | | |
LKQ Corp. |
| | | | 796 | | | | | | 44,289 | | |
Macy’s, Inc. |
| | | | 860 | | | | | | 17,931 | | |
Marriott Vacations Worldwide Corp.
|
| | | | 124 | | | | | | 18,322 | | |
Mattel, Inc.*
|
| | | | 1,136 | | | | | | 21,539 | | |
Newell Brands, Inc. |
| | | | 1,224 | | | | | | 16,903 | | |
Planet Fitness, Inc., Class A*
|
| | | | 272 | | | | | | 17,811 | | |
Polaris, Inc. |
| | | | 180 | | | | | | 18,288 | | |
Ralph Lauren Corp. |
| | | | 132 | | | | | | 12,235 | | |
RH* | | | | | 64 | | | | | | 16,252 | | |
Royal Caribbean Cruises Ltd.*
|
| | | | 704 | | | | | | 37,580 | | |
Tapestry, Inc. |
| | | | 812 | | | | | | 25,724 | | |
Texas Roadhouse, Inc. |
| | | | 220 | | | | | | 21,769 | | |
TopBuild Corp.*
|
| | | | 104 | | | | | | 17,695 | | |
Vail Resorts, Inc. |
| | | | 128 | | | | | | 28,049 | | |
Whirlpool Corp. |
| | | | 180 | | | | | | 24,883 | | |
Williams-Sonoma, Inc. |
| | | | 220 | | | | | | 27,243 | | |
Wyndham Hotels & Resorts, Inc.
|
| | | | 292 | | | | | | 22,172 | | |
Total Consumer Discretionary |
| | | | | | | | | | 753,043 | | |
Consumer Staples — 4.3% | | ||||||||||||
Bunge Ltd. |
| | | | 484 | | | | | | 47,771 | | |
Coty, Inc., Class A*
|
| | | | 1,160 | | | | | | 7,783 | | |
Darling Ingredients, Inc.*
|
| | | | 516 | | | | | | 40,496 | | |
Flowers Foods, Inc. |
| | | | 592 | | | | | | 16,996 | | |
J M Smucker Co. (The) |
| | | | 324 | | | | | | 48,814 | | |
Lamb Weston Holdings, Inc. |
| | | | 464 | | | | | | 40,006 | | |
US Foods Holding Corp.*
|
| | | | 720 | | | | | | 21,427 | | |
Total Consumer Staples |
| | | | | | | | | | 223,293 | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks (continued) | | ||||||||||||
Energy — 1.5% | | ||||||||||||
NOV, Inc. |
| | | | 1,264 | | | | | $ | 28,313 | | |
Targa Resources Corp. |
| | | | 724 | | | | | | 49,500 | | |
Total Energy |
| | | | | | | | | | 77,813 | | |
Financials — 12.3% | | ||||||||||||
Affiliated Managers Group, Inc. |
| | | | 124 | | | | | | 15,396 | | |
AGNC Investment Corp. |
| | | | 1,680 | | | | | | 13,809 | | |
Ally Financial, Inc. |
| | | | 1,008 | | | | | | 27,780 | | |
Annaly Capital Management, Inc. |
| | | | 1,272 | | | | | | 23,595 | | |
Assurant, Inc. |
| | | | 172 | | | | | | 23,368 | | |
Cboe Global Markets, Inc. |
| | | | 344 | | | | | | 42,828 | | |
Comerica, Inc. |
| | | | 420 | | | | | | 29,610 | | |
Commerce Bancshares, Inc. |
| | | | 356 | | | | | | 25,219 | | |
Equitable Holdings, Inc. |
| | | | 1,228 | | | | | | 37,601 | | |
Everest Re Group Ltd. |
| | | | 124 | | | | | | 40,010 | | |
First American Financial Corp. |
| | | | 332 | | | | | | 16,733 | | |
Jefferies Financial Group, Inc. |
| | | | 560 | | | | | | 19,270 | | |
Lincoln National Corp. |
| | | | 504 | | | | | | 27,150 | | |
MarketAxess Holdings, Inc. |
| | | | 120 | | | | | | 29,285 | | |
OneMain Holdings, Inc. |
| | | | 360 | | | | | | 13,882 | | |
Pinnacle Financial Partners, Inc.
|
| | | | 240 | | | | | | 19,918 | | |
Popular, Inc. |
| | | | 244 | | | | | | 17,256 | | |
Reinsurance Group of America, Inc.
|
| | | | 212 | | | | | | 31,200 | | |
RenaissanceRe Holdings Ltd. |
| | | | 140 | | | | | | 21,655 | | |
SEI Investments Co. |
| | | | 400 | | | | | | 21,720 | | |
Synovus Financial Corp. |
| | | | 448 | | | | | | 17,853 | | |
Unum Group |
| | | | 568 | | | | | | 25,895 | | |
Voya Financial, Inc. |
| | | | 328 | | | | | | 22,422 | | |
Webster Financial Corp. |
| | | | 572 | | | | | | 31,037 | | |
Western Alliance Bancorp |
| | | | 340 | | | | | | 22,838 | | |
Zions Bancorp NA |
| | | | 484 | | | | | | 25,139 | | |
Total Financials |
| | | | | | | | | | 642,469 | | |
Health Care — 11.7% | | ||||||||||||
ABIOMED, Inc.*
|
| | | | 144 | | | | | | 36,299 | | |
Acadia Healthcare Co., Inc.*
|
| | | | 288 | | | | | | 23,414 | | |
Bio-Techne Corp. |
| | | | 124 | | | | | | 36,736 | | |
Cardinal Health, Inc. |
| | | | 880 | | | | | | 66,792 | | |
Chemed Corp. |
| | | | 48 | | | | | | 22,410 | | |
DaVita, Inc.*
|
| | | | 180 | | | | | | 13,142 | | |
DENTSPLY SIRONA, Inc. |
| | | | 696 | | | | | | 21,451 | | |
Encompass Health Corp. |
| | | | 316 | | | | | | 17,203 | | |
Exact Sciences Corp.*
|
| | | | 564 | | | | | | 19,616 | | |
Guardant Health, Inc.*
|
| | | | 316 | | | | | | 15,642 | | |
Halozyme Therapeutics, Inc.*
|
| | | | 440 | | | | | | 21,036 | | |
Inspire Medical Systems, Inc.*
|
| | | | 88 | | | | | | 17,156 | | |
Jazz Pharmaceuticals PLC*
|
| | | | 196 | | | | | | 28,183 | | |
Maravai LifeSciences
Holdings, Inc., Class A*
|
| | | | 356 | | | | | | 5,910 | | |
Neurocrine Biosciences, Inc.*
|
| | | | 304 | | | | | | 34,996 | | |
Oak Street Health, Inc.*
|
| | | | 372 | | | | | | 7,526 | | |
Organon & Co. |
| | | | 820 | | | | | | 21,468 | | |
Penumbra, Inc.*
|
| | | | 116 | | | | | | 19,891 | | |
QIAGEN NV*
|
| | | | 732 | | | | | | 31,886 | | |
Repligen Corp.*
|
| | | | 176 | | | | | | 32,118 | | |
Sarepta Therapeutics, Inc.*
|
| | | | 268 | | | | | | 30,557 | | |
Shockwave Medical, Inc.*
|
| | | | 108 | | | | | | 31,660 | | |
Teladoc Health, Inc.*
|
| | | | 472 | | | | | | 13,990 | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks (continued) | | ||||||||||||
Health Care (continued) | | ||||||||||||
Ultragenyx Pharmaceutical, Inc.*
|
| | | | 212 | | | | | $ | 8,578 | | |
United Therapeutics Corp.*
|
| | | | 144 | | | | | | 33,196 | | |
Total Health Care |
| | | | | | | | | | 610,856 | | |
Industrials — 20.0% | | ||||||||||||
A O Smith Corp. |
| | | | 416 | | | | | | 22,789 | | |
Acuity Brands, Inc. |
| | | | 104 | | | | | | 19,091 | | |
Advanced Drainage Systems, Inc. |
| | | | 236 | | | | | | 27,348 | | |
AGCO Corp. |
| | | | 196 | | | | | | 24,337 | | |
Alaska Air Group, Inc.*
|
| | | | 408 | | | | | | 18,140 | | |
Avis Budget Group, Inc.*
|
| | | | 92 | | | | | | 21,754 | | |
Axon Enterprise, Inc.*
|
| | | | 216 | | | | | | 31,415 | | |
Carlisle Cos., Inc. |
| | | | 164 | | | | | | 39,163 | | |
CH Robinson Worldwide, Inc. |
| | | | 404 | | | | | | 39,479 | | |
Chart Industries, Inc.*
|
| | | | 120 | | | | | | 26,746 | | |
Clarivate PLC*
|
| | | | 1,352 | | | | | | 13,966 | | |
Donaldson Co., Inc. |
| | | | 392 | | | | | | 22,520 | | |
Fortune Brands Home & Security, Inc.
|
| | | | 420 | | | | | | 25,334 | | |
FTI Consulting, Inc.*
|
| | | | 108 | | | | | | 16,808 | | |
Graco, Inc. |
| | | | 536 | | | | | | 37,295 | | |
Hertz Global Holdings, Inc.*
|
| | | | 732 | | | | | | 13,469 | | |
Howmet Aerospace, Inc. |
| | | | 1,208 | | | | | | 42,944 | | |
Hubbell, Inc. |
| | | | 172 | | | | | | 40,847 | | |
ITT, Inc. |
| | | | 268 | | | | | | 20,473 | | |
Knight-Swift
Transportation Holdings, Inc. |
| | | | 496 | | | | | | 23,823 | | |
Landstar System, Inc. |
| | | | 120 | | | | | | 18,746 | | |
Lennox International, Inc. |
| | | | 104 | | | | | | 24,291 | | |
Lincoln Electric Holdings, Inc. |
| | | | 188 | | | | | | 26,696 | | |
Masco Corp. |
| | | | 760 | | | | | | 35,165 | | |
MasTec, Inc.*
|
| | | | 192 | | | | | | 14,799 | | |
MDU Resources Group, Inc. |
| | | | 652 | | | | | | 18,569 | | |
MSA Safety, Inc. |
| | | | 120 | | | | | | 16,109 | | |
Nordson Corp. |
| | | | 164 | | | | | | 36,900 | | |
Owens Corning |
| | | | 308 | | | | | | 26,368 | | |
Pentair PLC |
| | | | 532 | | | | | | 22,849 | | |
Plug Power, Inc.*
|
| | | | 1,852 | | | | | | 29,595 | | |
Regal Rexnord Corp. |
| | | | 216 | | | | | | 27,333 | | |
Robert Half International, Inc. |
| | | | 348 | | | | | | 26,608 | | |
Saia, Inc.*
|
| | | | 84 | | | | | | 16,704 | | |
Snap-on, Inc. |
| | | | 168 | | | | | | 37,304 | | |
Sunrun, Inc.*
|
| | | | 660 | | | | | | 14,857 | | |
Tetra Tech, Inc. |
| | | | 172 | | | | | | 24,300 | | |
Toro Co. (The) |
| | | | 336 | | | | | | 35,425 | | |
Trex Co., Inc.*
|
| | | | 364 | | | | | | 17,505 | | |
WillScot Mobile Mini Holdings Corp.*
|
| | | | 704 | | | | | | 29,941 | | |
XPO Logistics, Inc.*
|
| | | | 348 | | | | | | 18,006 | | |
Total Industrials |
| | | | | | | | | | 1,045,811 | | |
Information Technology — 15.2% | | ||||||||||||
Arrow Electronics, Inc.*
|
| | | | 216 | | | | | | 21,872 | | |
Black Knight, Inc.*
|
| | | | 488 | | | | | | 29,509 | | |
Ceridian HCM Holding, Inc.*
|
| | | | 460 | | | | | | 30,448 | | |
Cognex Corp. |
| | | | 544 | | | | | | 25,149 | | |
Coupa Software, Inc.*
|
| | | | 244 | | | | | | 12,988 | | |
Dropbox, Inc., Class A*
|
| | | | 900 | | | | | | 19,575 | | |
Dynatrace, Inc.*
|
| | | | 648 | | | | | | 22,836 | | |
Entegris, Inc. |
| | | | 436 | | | | | | 34,592 | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks (continued) | | ||||||||||||
Information Technology (continued) | | ||||||||||||
F5, Inc.*
|
| | | | 196 | | | | | $ | 28,010 | | |
Fair Isaac Corp.*
|
| | | | 84 | | | | | | 40,223 | | |
First Solar, Inc.*
|
| | | | 308 | | | | | | 44,836 | | |
Five9, Inc.*
|
| | | | 220 | | | | | | 13,257 | | |
Flex Ltd.*
|
| | | | 1,468 | | | | | | 28,744 | | |
Globant SA*
|
| | | | 132 | | | | | | 24,906 | | |
GoDaddy, Inc., Class A*
|
| | | | 520 | | | | | | 41,808 | | |
Guidewire Software, Inc.*
|
| | | | 268 | | | | | | 15,922 | | |
Jack Henry & Associates, Inc.
|
| | | | 236 | | | | | | 46,978 | | |
Juniper Networks, Inc. |
| | | | 1,032 | | | | | | 31,579 | | |
Littelfuse, Inc. |
| | | | 80 | | | | | | 17,620 | | |
MKS Instruments, Inc. |
| | | | 180 | | | | | | 14,787 | | |
NortonLifeLock, Inc. |
| | | | 1,756 | | | | | | 39,563 | | |
PTC, Inc.*
|
| | | | 340 | | | | | | 40,062 | | |
Qualtrics International, Inc.,
Class A*
|
| | | | 308 | | | | | | 3,687 | | |
RingCentral, Inc., Class A*
|
| | | | 268 | | | | | | 9,519 | | |
Switch, Inc., Class A |
| | | | 416 | | | | | | 14,165 | | |
Synaptics, Inc.*
|
| | | | 128 | | | | | | 11,341 | | |
TD SYNNEX Corp. |
| | | | 136 | | | | | | 12,445 | | |
Universal Display Corp. |
| | | | 140 | | | | | | 13,331 | | |
Western Union Co. (The) |
| | | | 1,236 | | | | | | 16,698 | | |
WEX, Inc.*
|
| | | | 144 | | | | | | 23,636 | | |
Wolfspeed, Inc.*
|
| | | | 396 | | | | | | 31,185 | | |
Zendesk, Inc.*
|
| | | | 396 | | | | | | 30,369 | | |
Total Information Technology |
| | | | | | | | | | 791,640 | | |
Materials — 6.5% | | ||||||||||||
Alcoa Corp. |
| | | | 592 | | | | | | 23,106 | | |
Ashland, Inc. |
| | | | 164 | | | | | | 17,207 | | |
Avery Dennison Corp. |
| | | | 264 | | | | | | 44,761 | | |
Axalta Coating Systems Ltd.*
|
| | | | 716 | | | | | | 16,697 | | |
Cleveland-Cliffs, Inc.*
|
| | | | 1,548 | | | | | | 20,109 | | |
Crown Holdings, Inc. |
| | | | 392 | | | | | | 26,887 | | |
Graphic Packaging Holding Co. |
| | | | 988 | | | | | | 22,684 | | |
Huntsman Corp. |
| | | | 576 | | | | | | 15,414 | | |
Packaging Corp. of America |
| | | | 300 | | | | | | 36,063 | | |
Sonoco Products Co. |
| | | | 312 | | | | | | 19,369 | | |
Steel Dynamics, Inc. |
| | | | 576 | | | | | | 54,173 | | |
United States Steel Corp. |
| | | | 756 | | | | | | 15,392 | | |
Westrock Co. |
| | | | 812 | | | | | | 27,657 | | |
Total Materials |
| | | | | | | | | | 339,519 | | |
Real Estate — 9.8% | | ||||||||||||
Agree Realty Corp. |
| | | | 256 | | | | | | 17,587 | | |
American Homes 4 Rent, Class A
|
| | | | 912 | | | | | | 29,129 | | |
Brixmor Property Group, Inc. |
| | | | 964 | | | | | | 20,543 | | |
CubeSmart |
| | | | 724 | | | | | | 30,314 | | |
Federal Realty Investment Trust |
| | | | 256 | | | | | | 25,339 | | |
First Industrial Realty Trust, Inc.
|
| | | | 424 | | | | | | 20,195 | | |
Host Hotels & Resorts, Inc. |
| | | | 2,288 | | | | | | 43,197 | | |
Iron Mountain, Inc. |
| | | | 932 | | | | | | 46,665 | | |
Jones Lang LaSalle, Inc.*
|
| | | | 156 | | | | | | 24,818 | | |
Kilroy Realty Corp. |
| | | | 372 | | | | | | 15,899 | | |
Kimco Realty Corp. |
| | | | 1,956 | | | | | | 41,819 | | |
Life Storage, Inc. |
| | | | 272 | | | | | | 30,086 | | |
Medical Properties Trust, Inc. |
| | | | 1,916 | | | | | | 21,938 | | |
Omega Healthcare Investors, Inc.
|
| | | | 760 | | | | | | 24,153 | | |
Rayonier, Inc. |
| | | | 468 | | | | | | 15,772 | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks (continued) | | ||||||||||||
Real Estate (continued) | | ||||||||||||
Regency Centers Corp. |
| | | | 552 | | | | | $ | 33,402 | | |
Rexford Industrial Realty, Inc. |
| | | | 532 | | | | | | 29,409 | | |
STORE Capital Corp. |
| | | | 852 | | | | | | 27,094 | | |
Vornado Realty Trust |
| | | | 572 | | | | | | 13,493 | | |
Total Real Estate |
| | | | | | | | | | 510,852 | | |
Utilities — 1.5% | | ||||||||||||
Brookfield Renewable Corp., Class A
|
| | | | 412 | | | | | | 12,785 | | |
Clearway Energy, Inc., Class A
|
| | | | 112 | | | | | | 3,621 | | |
Clearway Energy, Inc., Class C
|
| | | | 264 | | | | | | 9,171 | | |
Essential Utilities, Inc. |
| | | | 764 | | | | | | 33,784 | | |
NextEra Energy Partners LP |
| | | | 272 | | | | | | 20,147 | | |
Total Utilities |
| | | | | | | | | | 79,508 | | |
Total
Common Stocks (Cost $5,035,037) |
| | | | | | | | | | 5,214,673 | | |
|
| | |
Shares |
| |
Value |
| ||||||
Short-Term Investment — 0.1% | | ||||||||||||
Money Market Fund — 0.1% | | ||||||||||||
Dreyfus
Institutional Preferred Government Money Market Fund, Institutional
Shares, 3.09%(a) (Cost $4,995) |
| | | | 4,995 | | | | |
$ |
4,995 |
| |
Total
Investments — 100.0% (Cost $5,040,032) |
| | | | | | | | | | 5,219,668 | | |
Other
Assets and Liabilities, Net — (0.0)%(b) |
| | | | | | | | | | 1,870 | | |
Net Assets — 100.0% |
| | | | | | | | | $ | 5,221,538 | | |
|
Description |
| |
Level 1
|
| |
Level 2
|
| |
Level 3
|
| |
Total |
| ||||||||||||
Asset Valuation Inputs | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments in Securities:(c) | | | | | | | | | | | | | | | | | | | | | | | | | |
Common Stocks |
| | | $ | 5,214,673 | | | | | $ | — | | | | | $ | — | | | | | $ | 5,214,673 | | |
Short-Term Investment: | | | | | | | | | | | | | | | | | | | | | | | | | |
Money Market Fund |
| | | | 4,995 | | | | | | — | | | | | | — | | | | | | 4,995 | | |
Total Investments in Securities |
| | | $ | 5,219,668 | | | | | $ | — | | | | | $ | — | | | | | $ | 5,219,668 | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks — 99.0% | | ||||||||||||
Australia — 7.0% | | ||||||||||||
Alumina Ltd. |
| | | | 47,117 | | | | | $ | 40,674 | | |
AMP Ltd.*
|
| | | | 58,715 | | | | | | 47,307 | | |
Ampol Ltd. |
| | | | 4,301 | | | | | | 74,890 | | |
APA Group |
| | | | 21,343 | | | | | | 143,439 | | |
ASX Ltd. |
| | | | 3,461 | | | | | | 149,830 | | |
Aurizon Holdings Ltd. |
| | | | 33,631 | | | | | | 77,850 | | |
Australia & New
Zealand Banking Group Ltd. |
| | | | 54,061 | | | | | | 883,594 | | |
BlueScope Steel Ltd. |
| | | | 8,494 | | | | | | 85,438 | | |
Boral Ltd. |
| | | | 6,117 | | | | | | 11,265 | | |
Brambles Ltd. |
| | | | 25,085 | | | | | | 187,355 | | |
Charter Hall Group |
| | | | 8,020 | | | | | | 66,361 | | |
Cochlear Ltd. |
| | | | 1,186 | | | | | | 151,458 | | |
Coles Group Ltd. |
| | | | 22,987 | | | | | | 240,036 | | |
Dexus |
| | | | 19,338 | | | | | | 95,958 | | |
Domino’s Pizza Enterprises Ltd. |
| | | | 1,081 | | | | | | 44,067 | | |
Evolution Mining Ltd. |
| | | | 33,102 | | | | | | 44,028 | | |
Fortescue Metals Group Ltd. |
| | | | 32,320 | | | | | | 303,806 | | |
Goodman Group |
| | | | 32,746 | | | | | | 355,971 | | |
GPT Group (The) |
| | | | 34,560 | | | | | | 95,249 | | |
IDP Education Ltd. |
| | | | 3,810 | | | | | | 72,090 | | |
IGO Ltd. |
| | | | 13,361 | | | | | | 130,633 | | |
Insurance Australia Group Ltd. |
| | | | 44,519 | | | | | | 139,492 | | |
Lendlease Corp., Ltd. |
| | | | 12,579 | | | | | | 69,899 | | |
Lynas Rare Earths Ltd.*
|
| | | | 16,202 | | | | | | 86,302 | | |
Macquarie Group Ltd. |
| | | | 6,341 | | | | | | 687,282 | | |
Medibank Pvt Ltd. |
| | | | 49,652 | | | | | | 89,218 | | |
Mineral Resources Ltd. |
| | | | 2,960 | | | | | | 138,419 | | |
Mirvac Group |
| | | | 71,013 | | | | | | 93,997 | | |
National Australia Bank Ltd. |
| | | | 57,796 | | | | | | 1,198,170 | | |
Orica Ltd. |
| | | | 7,435 | | | | | | 65,990 | | |
OZ Minerals Ltd. |
| | | | 5,617 | | | | | | 86,814 | | |
QBE Insurance Group Ltd. |
| | | | 26,715 | | | | | | 209,095 | | |
Ramsay Health Care Ltd. |
| | | | 3,356 | | | | | | 125,691 | | |
REA Group Ltd. |
| | | | 906 | | | | | | 70,442 | | |
Rio Tinto Ltd. |
| | | | 6,713 | | | | | | 378,611 | | |
Rio Tinto PLC |
| | | | 19,330 | | | | | | 1,009,731 | | |
Santos Ltd. |
| | | | 60,900 | | | | | | 299,858 | | |
Scentre Group |
| | | | 93,777 | | | | | | 173,901 | | |
SEEK Ltd. |
| | | | 5,944 | | | | | | 82,061 | | |
Sonic Healthcare Ltd. |
| | | | 8,592 | | | | | | 180,044 | | |
Stockland |
| | | | 39,844 | | | | | | 91,722 | | |
Suncorp Group Ltd. |
| | | | 22,792 | | | | | | 166,294 | | |
Telstra Group Ltd.*
|
| | | | 208,272 | | | | | | 522,065 | | |
Transurban Group |
| | | | 55,448 | | | | | | 470,151 | | |
Vicinity Centres |
| | | | 69,994 | | | | | | 87,054 | | |
Wesfarmers Ltd. |
| | | | 20,481 | | | | | | 595,372 | | |
Westpac Banking Corp. |
| | | | 63,323 | | | | | | 976,262 | | |
WiseTech Global Ltd. |
| | | | 2,894 | | | | | | 107,629 | | |
Woodside Energy Group Ltd. |
| | | | 34,406 | | | | | | 791,595 | | |
Woolworths Group Ltd. |
| | | | 21,933 | | | | | | 463,109 | | |
Total Australia |
| | | | | | | | | | 12,757,569 | | |
Austria — 0.4% | | ||||||||||||
ams-OSRAM AG*
|
| | | | 4,777 | | | | | | 27,094 | | |
ANDRITZ AG |
| | | | 1,316 | | | | | | 61,209 | | |
BAWAG Group AG*
|
| | | | 1,606 | | | | | | 77,650 | | |
CA Immobilien Anlagen AG |
| | | | 748 | | | | | | 23,620 | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks (continued) | | ||||||||||||
Austria (continued) | | ||||||||||||
Erste Group Bank AG |
| | | | 5,817 | | | | | $ | 143,500 | | |
EVN AG |
| | | | 647 | | | | | | 10,769 | | |
Mondi PLC |
| | | | 8,777 | | | | | | 147,791 | | |
OMV AG |
| | | | 2,575 | | | | | | 118,699 | | |
Verbund AG |
| | | | 595 | | | | | | 46,604 | | |
voestalpine AG |
| | | | 2,035 | | | | | | 44,208 | | |
Wienerberger AG |
| | | | 1,974 | | | | | | 45,146 | | |
Total Austria |
| | | | | | | | | | 746,290 | | |
Belgium — 0.6% | | ||||||||||||
Ageas SA |
| | | | 3,158 | | | | | | 109,336 | | |
Azelis Group NV |
| | | | 1,276 | | | | | | 29,208 | | |
D’ieteren Group |
| | | | 398 | | | | | | 66,203 | | |
Elia Group SA |
| | | | 606 | | | | | | 76,604 | | |
Etablissements Franz Colruyt NV |
| | | | 947 | | | | | | 22,828 | | |
KBC Group NV |
| | | | 5,068 | | | | | | 253,954 | | |
Proximus SADP |
| | | | 2,593 | | | | | | 27,191 | | |
Sofina SA |
| | | | 276 | | | | | | 53,875 | | |
Solvay SA |
| | | | 1,280 | | | | | | 115,426 | | |
Telenet Group Holding NV |
| | | | 804 | | | | | | 12,261 | | |
UCB SA |
| | | | 2,216 | | | | | | 167,154 | | |
Umicore SA |
| | | | 3,650 | | | | | | 120,309 | | |
Warehouses De Pauw CVA |
| | | | 2,589 | | | | | | 66,478 | | |
Total Belgium |
| | | | | | | | | | 1,120,827 | | |
Chile — 0.0%(a) | | ||||||||||||
Antofagasta PLC |
| | | | 6,325 | | | | | | 85,603 | | |
China — 0.8% | | ||||||||||||
Alibaba Health
Information Technology Ltd.*
|
| | | | 74,515 | | | | | | 31,515 | | |
BYD Electronic International Co., Ltd.
|
| | | | 11,702 | | | | | | 33,989 | | |
China Gas Holdings Ltd. |
| | | | 38,705 | | | | | | 34,317 | | |
China Mengniu Dairy Co., Ltd.*
|
| | | | 54,926 | | | | | | 175,976 | | |
Chow Tai Fook Jewellery Group Ltd.
|
| | | | 31,946 | | | | | | 54,696 | | |
CSPC Pharmaceutical Group Ltd. |
| | | | 151,521 | | | | | | 155,770 | | |
ESR Group Ltd. |
| | | | 43,820 | | | | | | 74,802 | | |
Fosun International Ltd. |
| | | | 40,735 | | | | | | 24,909 | | |
Futu Holdings Ltd.*
|
| | | | 1,400 | | | | | | 47,404 | | |
NXP Semiconductors NV |
| | | | 4,752 | | | | | | 694,172 | | |
Shimao Group Holdings Ltd.*(b)(c)
|
| | | | 20,336 | | | | | | 11,451 | | |
Wilmar International Ltd. |
| | | | 32,296 | | | | | | 88,551 | | |
Xinyi Glass Holdings Ltd. |
| | | | 28,316 | | | | | | 36,433 | | |
Total China |
| | | | | | | | | | 1,463,985 | | |
Colombia — 0.0%(a) | | ||||||||||||
Millicom International Cellular SA*
|
| | | | 3,113 | | | | | | 33,749 | | |
Denmark — 3.0% | | ||||||||||||
AP Moller — Maersk A/S, Class A
|
| | | | 53 | | | | | | 106,105 | | |
AP Moller — Maersk A/S, Class B
|
| | | | 98 | | | | | | 205,041 | | |
Chr Hansen Holding A/S |
| | | | 1,857 | | | | | | 103,148 | | |
Coloplast A/S, Class B |
| | | | 2,211 | | | | | | 246,562 | | |
Demant A/S*
|
| | | | 1,631 | | | | | | 44,583 | | |
Genmab A/S*
|
| | | | 1,171 | | | | | | 451,452 | | |
GN Store Nord A/S |
| | | | 2,285 | | | | | | 48,596 | | |
Novo Nordisk A/S, Class B |
| | | | 29,821 | | | | | | 3,242,777 | | |
Novozymes A/S, Class B |
| | | | 3,665 | | | | | | 192,530 | | |
Orsted A/S |
| | | | 3,232 | | | | | | 266,625 | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks (continued) | | ||||||||||||
Denmark (continued) | | ||||||||||||
Pandora A/S |
| | | | 1,681 | | | | | $ | 88,619 | | |
Tryg A/S |
| | | | 6,385 | | | | | | 138,210 | | |
Vestas Wind Systems A/S |
| | | | 18,181 | | | | | | 358,187 | | |
Total Denmark |
| | | | | | | | | | 5,492,435 | | |
Faroe Islands — 0.0%(a) | | ||||||||||||
Bakkafrost P/F |
| | | | 910 | | | | | | 45,470 | | |
Finland — 1.5% | | ||||||||||||
Elisa OYJ |
| | | | 2,660 | | | | | | 128,585 | | |
Fortum OYJ |
| | | | 7,661 | | | | | | 107,859 | | |
Huhtamaki OYJ |
| | | | 1,740 | | | | | | 62,512 | | |
Kesko OYJ, Class B |
| | | | 4,408 | | | | | | 85,826 | | |
Kone OYJ, Class B |
| | | | 6,393 | | | | | | 261,902 | | |
Metso Outotec OYJ |
| | | | 12,522 | | | | | | 95,073 | | |
Neste OYJ |
| | | | 8,565 | | | | | | 375,347 | | |
Nokia OYJ |
| | | | 94,740 | | | | | | 422,018 | | |
Nordea Bank Abp*
|
| | | | 60,020 | | | | | | 573,986 | | |
Orion OYJ, Class B |
| | | | 1,842 | | | | | | 84,746 | | |
Stora Enso OYJ, Class R |
| | | | 10,458 | | | | | | 136,334 | | |
UPM-Kymmene OYJ |
| | | | 9,547 | | | | | | 319,966 | | |
Wartsila OYJ Abp |
| | | | 10,064 | | | | | | 68,632 | | |
Total Finland |
| | | | | | | | | | 2,722,786 | | |
France — 10.6% | | ||||||||||||
Adevinta ASA*
|
| | | | 7,181 | | | | | | 49,177 | | |
Air Liquide SA |
| | | | 9,462 | | | | | | 1,237,236 | | |
Amundi SA |
| | | | 1,126 | | | | | | 53,173 | | |
AXA SA |
| | | | 41,101 | | | | | | 1,015,552 | | |
BioMerieux |
| | | | 864 | | | | | | 76,461 | | |
BNP Paribas SA |
| | | | 20,373 | | | | | | 956,340 | | |
Bouygues SA |
| | | | 5,377 | | | | | | 153,478 | | |
Capgemini SE |
| | | | 2,933 | | | | | | 481,929 | | |
Carrefour SA |
| | | | 10,548 | | | | | | 169,773 | | |
Cie de Saint-Gobain |
| | | | 7,663 | | | | | | 313,551 | | |
Cie Generale des
Etablissements Michelin SCA |
| | | | 12,919 | | | | | | 329,554 | | |
Credit Agricole SA |
| | | | 25,549 | | | | | | 231,958 | | |
Danone SA |
| | | | 11,678 | | | | | | 581,020 | | |
Dassault Systemes SE |
| | | | 12,246 | | | | | | 410,907 | | |
EssilorLuxottica SA |
| | | | 5,413 | | | | | | 857,860 | | |
Hermes International |
| | | | 614 | | | | | | 795,271 | | |
Kering SA |
| | | | 1,294 | | | | | | 593,036 | | |
Legrand SA |
| | | | 4,740 | | | | | | 361,383 | | |
L’Oreal SA |
| | | | 4,362 | | | | | | 1,371,384 | | |
LVMH Moet Hennessy Louis Vuitton SE
|
| | | | 4,704 | | | | | | 2,970,830 | | |
Sanofi |
| | | | 19,656 | | | | | | 1,696,556 | | |
Sartorius Stedim Biotech |
| | | | 437 | | | | | | 138,729 | | |
Societe Generale SA |
| | | | 14,727 | | | | | | 338,049 | | |
Sodexo SA |
| | | | 1,503 | | | | | | 133,308 | | |
TotalEnergies SE(c)
|
| | | | 47,290 | | | | | | 2,575,316 | | |
Vinci SA |
| | | | 10,351 | | | | | | 953,267 | | |
Vivendi SE |
| | | | 12,945 | | | | | | 105,987 | | |
Worldline SA*
|
| | | | 4,018 | | | | | | 176,003 | | |
Total France |
| | | | | | | | | | 19,127,088 | | |
Germany — 6.9% | | ||||||||||||
adidas AG |
| | | | 3,021 | | | | | | 295,534 | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks (continued) | | ||||||||||||
Germany (continued) | | ||||||||||||
Allianz SE |
| | | | 7,179 | | | | | $ | 1,292,772 | | |
Bayerische Motoren Werke AG |
| | | | 5,805 | | | | | | 456,235 | | |
Beiersdorf AG |
| | | | 1,770 | | | | | | 170,004 | | |
Carl Zeiss Meditec AG |
| | | | 669 | | | | | | 81,031 | | |
Continental AG |
| | | | 1,954 | | | | | | 101,351 | | |
Covestro AG |
| | | | 3,424 | | | | | | 116,548 | | |
Deutsche Boerse AG |
| | | | 3,317 | | | | | | 539,780 | | |
Deutsche Post AG |
| | | | 17,547 | | | | | | 622,770 | | |
Deutsche Telekom AG |
| | | | 58,765 | | | | | | 1,113,050 | | |
E.ON SE |
| | | | 38,560 | | | | | | 323,026 | | |
Evonik Industries AG |
| | | | 3,240 | | | | | | 59,738 | | |
Hannover Rueck SE |
| | | | 1,086 | | | | | | 176,887 | | |
Hapag-Lloyd AG(c)
|
| | | | 439 | | | | | | 79,357 | | |
HeidelbergCement AG |
| | | | 2,620 | | | | | | 120,799 | | |
Henkel AG & Co. KGaA |
| | | | 1,824 | | | | | | 107,173 | | |
Infineon Technologies AG |
| | | | 21,737 | | | | | | 529,359 | | |
Knorr-Bremse AG |
| | | | 1,214 | | | | | | 54,665 | | |
Mercedes-Benz Group AG |
| | | | 15,277 | | | | | | 884,800 | | |
Merck KGaA |
| | | | 2,338 | | | | | | 381,275 | | |
Muenchener
Rueckversicherungs- Gesellschaft AG |
| | | | 2,534 | | | | | | 669,696 | | |
Puma SE |
| | | | 1,819 | | | | | | 80,560 | | |
SAP SE |
| | | | 18,772 | | | | | | 1,812,097 | | |
Siemens AG |
| | | | 14,480 | | | | | | 1,583,399 | | |
Symrise AG |
| | | | 2,327 | | | | | | 237,693 | | |
Talanx AG |
| | | | 974 | | | | | | 36,600 | | |
Telefonica Deutschland Holding AG
|
| | | | 14,354 | | | | | | 31,296 | | |
Volkswagen AG |
| | | | 521 | | | | | | 89,083 | | |
Vonovia SE |
| | | | 14,423 | | | | | | 319,310 | | |
Zalando SE*
|
| | | | 4,201 | | | | | | 96,867 | | |
Total Germany |
| | | | | | | | | | 12,462,755 | | |
Hong Kong — 2.5% | | ||||||||||||
AIA Group Ltd. |
| | | | 217,421 | | | | | | 1,646,615 | | |
Bank of East Asia Ltd. (The) |
| | | | 17,309 | | | | | | 16,582 | | |
Hang Lung Properties Ltd. |
| | | | 32,976 | | | | | | 41,462 | | |
Hang Seng Bank Ltd. |
| | | | 13,094 | | | | | | 184,320 | | |
HKT Trust & HKT Ltd. |
| | | | 62,300 | | | | | | 70,396 | | |
Hong Kong & China Gas Co., Ltd.
|
| | | | 196,290 | | | | | | 151,534 | | |
Hong Kong Exchanges & Clearing Ltd.
|
| | | | 22,956 | | | | | | 611,197 | | |
Link REIT |
| | | | 38,152 | | | | | | 225,514 | | |
MTR Corp., Ltd. |
| | | | 28,136 | | | | | | 123,837 | | |
Power Assets Holdings Ltd. |
| | | | 24,719 | | | | | | 118,244 | | |
Prudential PLC |
| | | | 49,665 | | | | | | 463,628 | | |
Sino Biopharmaceutical Ltd. |
| | | | 177,355 | | | | | | 86,081 | | |
Sun Hung Kai Properties Ltd. |
| | | | 25,715 | | | | | | 276,646 | | |
Swire Pacific Ltd., Class A
|
| | | | 8,444 | | | | | | 55,882 | | |
Swire Properties Ltd. |
| | | | 19,246 | | | | | | 36,973 | | |
Techtronic Industries Co., Ltd. |
| | | | 24,908 | | | | | | 235,917 | | |
Wharf Real Estate Investment Co., Ltd.
|
| | | | 26,649 | | | | | | 105,070 | | |
Total Hong Kong |
| | | | | | | | | | 4,449,898 | | |
Ireland — 0.7% | | ||||||||||||
AerCap Holdings NV*
|
| | | | 2,408 | | | | | | 128,612 | | |
AIB Group PLC |
| | | | 17,686 | | | | | | 51,216 | | |
CRH PLC |
| | | | 13,734 | | | | | | 494,775 | | |
Kerry Group PLC, Class A |
| | | | 2,825 | | | | | | 245,703 | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks (continued) | | ||||||||||||
Ireland (continued) | | ||||||||||||
Kingspan Group PLC |
| | | | 2,765 | | | | | $ | 139,645 | | |
Smurfit Kappa Group PLC |
| | | | 4,677 | | | | | | 154,760 | | |
Total Ireland |
| | | | | | | | | | 1,214,711 | | |
Israel — 0.6% | | ||||||||||||
Bank Hapoalim BM |
| | | | 20,513 | | | | | | 198,748 | | |
Bank Leumi Le-Israel BM |
| | | | 26,917 | | | | | | 258,119 | | |
Israel Discount Bank Ltd., Class A
|
| | | | 21,508 | | | | | | 122,955 | | |
Mizrahi Tefahot Bank Ltd. |
| | | | 2,707 | | | | | | 102,834 | | |
Nice Ltd.*
|
| | | | 1,153 | | | | | | 219,429 | | |
Plus500 Ltd. |
| | | | 1,665 | | | | | | 34,602 | | |
Wix.com Ltd.*
|
| | | | 1,002 | | | | | | 84,268 | | |
Total Israel |
| | | | | | | | | | 1,020,955 | | |
Italy — 2.1% | | ||||||||||||
Amplifon SpA |
| | | | 2,269 | | | | | | 56,378 | | |
Assicurazioni Generali SpA |
| | | | 21,040 | | | | | | 315,873 | | |
Banca Mediolanum SpA |
| | | | 3,898 | | | | | | 29,202 | | |
DiaSorin SpA |
| | | | 162 | | | | | | 21,183 | | |
Enel SpA |
| | | | 140,781 | | | | | | 628,776 | | |
Eni SpA |
| | | | 44,227 | | | | | | 579,354 | | |
FinecoBank Banca Fineco SpA |
| | | | 11,038 | | | | | | 148,804 | | |
Intesa Sanpaolo SpA |
| | | | 326,023 | | | | | | 621,570 | | |
Mediobanca Banca di
Credito Finanziario SpA |
| | | | 11,299 | | | | | | 102,427 | | |
Moncler SpA |
| | | | 3,560 | | | | | | 153,724 | | |
Nexi SpA*
|
| | | | 11,264 | | | | | | 97,634 | | |
Pirelli & C SpA |
| | | | 7,016 | | | | | | 26,475 | | |
Poste Italiane SpA |
| | | | 8,441 | | | | | | 73,582 | | |
Prysmian SpA |
| | | | 4,634 | | | | | | 151,094 | | |
Recordati
Industria Chimica e Farmaceutica SpA |
| | | | 1,782 | | | | | | 66,980 | | |
Telecom Italia SpA*
|
| | | | 183,418 | | | | | | 35,912 | | |
Telecom Italia SpA-RSP*
|
| | | | 110,264 | | | | | | 21,087 | | |
Terna — Rete Elettrica Nazionale
|
| | | | 25,452 | | | | | | 168,743 | | |
UniCredit SpA |
| | | | 37,440 | | | | | | 464,323 | | |
Total Italy |
| | | | | | | | | | 3,763,121 | | |
Japan — 23.1% | | ||||||||||||
Advantest Corp. |
| | | | 3,420 | | | | | | 180,854 | | |
Aeon Co., Ltd. |
| | | | 13,176 | | | | | | 246,128 | | |
Aeon Mall Co., Ltd. |
| | | | 1,691 | | | | | | 18,396 | | |
Air Water, Inc. |
| | | | 3,437 | | | | | | 38,455 | | |
Aisin Corp. |
| | | | 2,824 | | | | | | 72,483 | | |
Ajinomoto Co., Inc. |
| | | | 9,623 | | | | | | 265,185 | | |
Asahi Intecc Co., Ltd. |
| | | | 3,978 | | | | | | 67,819 | | |
Astellas Pharma, Inc. |
| | | | 32,856 | | | | | | 452,382 | | |
Azbil Corp. |
| | | | 2,350 | | | | | | 63,954 | | |
Bridgestone Corp. |
| | | | 10,361 | | | | | | 373,773 | | |
Brother Industries Ltd. |
| | | | 4,421 | | | | | | 75,282 | | |
Canon, Inc. |
| | | | 18,224 | | | | | | 386,709 | | |
Capcom Co., Ltd. |
| | | | 2,879 | | | | | | 80,287 | | |
Central Japan Railway Co. |
| | | | 3,075 | | | | | | 357,183 | | |
Chiba Bank Ltd. (The) |
| | | | 12,326 | | | | | | 67,420 | | |
Chugai Pharmaceutical Co., Ltd. |
| | | | 11,458 | | | | | | 265,954 | | |
Coca-Cola Bottlers
Japan Holdings, Inc. |
| | | | 2,211 | | | | | | 19,993 | | |
Concordia Financial Group Ltd. |
| | | | 19,313 | | | | | | 58,861 | | |
CyberAgent, Inc. |
| | | | 7,534 | | | | | | 62,042 | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks (continued) | | ||||||||||||
Japan (continued) | | ||||||||||||
Dai Nippon Printing Co., Ltd. |
| | | | 4,205 | | | | | $ | 84,391 | | |
Daifuku Co., Ltd. |
| | | | 2,069 | | | | | | 94,934 | | |
Daiichi Sankyo Co., Ltd. |
| | | | 34,216 | | | | | | 1,097,371 | | |
Daikin Industries Ltd. |
| | | | 4,762 | | | | | | 717,175 | | |
Daito Trust Construction Co., Ltd.
|
| | | | 1,091 | | | | | | 107,973 | | |
Daiwa House Industry Co., Ltd. |
| | | | 10,926 | | | | | | 221,409 | | |
Daiwa House REIT Investment Corp.
|
| | | | 39 | | | | | | 78,716 | | |
Daiwa Securities Group, Inc. |
| | | | 24,454 | | | | | | 95,424 | | |
Denso Corp. |
| | | | 7,759 | | | | | | 385,771 | | |
Dentsu Group, Inc. |
| | | | 3,697 | | | | | | 115,286 | | |
Disco Corp. |
| | | | 519 | | | | | | 124,656 | | |
East Japan Railway Co. |
| | | | 6,164 | | | | | | 333,425 | | |
Eisai Co., Ltd. |
| | | | 4,823 | | | | | | 291,194 | | |
ENEOS Holdings, Inc. |
| | | | 55,437 | | | | | | 182,683 | | |
FANUC Corp. |
| | | | 3,434 | | | | | | 453,523 | | |
Fast Retailing Co., Ltd. |
| | | | 989 | | | | | | 552,206 | | |
FUJIFILM Holdings Corp. |
| | | | 6,831 | | | | | | 313,389 | | |
Fujitsu Ltd. |
| | | | 3,409 | | | | | | 392,768 | | |
Hakuhodo DY Holdings, Inc. |
| | | | 4,005 | | | | | | 33,843 | | |
Hankyu Hanshin Holdings, Inc. |
| | | | 4,166 | | | | | | 123,745 | | |
Hitachi Construction
Machinery Co., Ltd. |
| | | | 1,879 | | | | | | 36,838 | | |
Hitachi Ltd. |
| | | | 17,079 | | | | | | 776,762 | | |
Honda Motor Co., Ltd. |
| | | | 28,875 | | | | | | 655,265 | | |
Hoshizaki Corp. |
| | | | 2,019 | | | | | | 57,934 | | |
Hoya Corp. |
| | | | 6,504 | | | | | | 607,145 | | |
Hulic Co., Ltd. |
| | | | 8,558 | | | | | | 62,183 | | |
Ibiden Co., Ltd. |
| | | | 2,143 | | | | | | 72,522 | | |
Idemitsu Kosan Co., Ltd. |
| | | | 3,691 | | | | | | 80,706 | | |
Isetan Mitsukoshi Holdings Ltd. |
| | | | 6,043 | | | | | | 53,667 | | |
Isuzu Motors Ltd. |
| | | | 10,604 | | | | | | 124,421 | | |
Ito En Ltd. |
| | | | 1,003 | | | | | | 35,427 | | |
ITOCHU Corp. |
| | | | 26,333 | | | | | | 681,910 | | |
Itochu Techno-Solutions Corp. |
| | | | 1,576 | | | | | | 36,581 | | |
J Front Retailing Co., Ltd. |
| | | | 4,472 | | | | | | 36,165 | | |
Japan Exchange Group, Inc. |
| | | | 9,502 | | | | | | 124,884 | | |
Japan Metropolitan Fund Invest
|
| | | | 126 | | | | | | 92,825 | | |
JFE Holdings, Inc. |
| | | | 8,969 | | | | | | 82,247 | | |
JSR Corp. |
| | | | 3,534 | | | | | | 67,382 | | |
JTEKT Corp. |
| | | | 4,151 | | | | | | 29,324 | | |
Kajima Corp. |
| | | | 7,869 | | | | | | 74,171 | | |
Kakaku.com, Inc. |
| | | | 2,317 | | | | | | 39,299 | | |
Kansai Electric Power Co., Inc. (The)
|
| | | | 13,313 | | | | | | 100,944 | | |
Kansai Paint Co., Ltd. |
| | | | 3,931 | | | | | | 51,308 | | |
Kao Corp. |
| | | | 8,427 | | | | | | 316,930 | | |
KDDI Corp. |
| | | | 27,237 | | | | | | 805,373 | | |
Keio Corp. |
| | | | 1,847 | | | | | | 64,866 | | |
Keisei Electric Railway Co., Ltd.
|
| | | | 2,617 | | | | | | 69,547 | | |
Kikkoman Corp. |
| | | | 2,537 | | | | | | 137,915 | | |
Kintetsu Group Holdings Co., Ltd.
|
| | | | 3,064 | | | | | | 103,690 | | |
Kobayashi Pharmaceutical Co., Ltd.
|
| | | | 888 | | | | | | 47,198 | | |
Koei Tecmo Holdings Co., Ltd. |
| | | | 1,998 | | | | | | 30,218 | | |
Koito Manufacturing Co., Ltd. |
| | | | 4,492 | | | | | | 63,889 | | |
Komatsu Ltd. |
| | | | 16,781 | | | | | | 321,541 | | |
Kose Corp. |
| | | | 598 | | | | | | 59,826 | | |
Kubota Corp. |
| | | | 21,137 | | | | | | 295,294 | | |
Kuraray Co., Ltd. |
| | | | 5,818 | | | | | | 40,043 | | |
Kurita Water Industries Ltd. |
| | | | 1,998 | | | | | | 73,395 | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks (continued) | | ||||||||||||
Japan (continued) | | ||||||||||||
Kyocera Corp. |
| | | | 5,841 | | | | | $ | 292,414 | | |
Kyowa Kirin Co., Ltd. |
| | | | 4,458 | | | | | | 105,125 | | |
Kyushu Railway Co. |
| | | | 2,499 | | | | | | 52,288 | | |
Lion Corp. |
| | | | 4,507 | | | | | | 45,605 | | |
Lixil Corp. |
| | | | 5,060 | | | | | | 76,631 | | |
Makita Corp. |
| | | | 4,438 | | | | | | 81,215 | | |
Marubeni Corp. |
| | | | 30,072 | | | | | | 263,624 | | |
Marui Group Co., Ltd. |
| | | | 3,346 | | | | | | 55,243 | | |
Mazda Motor Corp. |
| | | | 10,633 | | | | | | 71,752 | | |
McDonald’s Holdings Co. Japan Ltd.
|
| | | | 1,559 | | | | | | 54,122 | | |
MEIJI Holdings Co., Ltd. |
| | | | 2,246 | | | | | | 92,478 | | |
Mitsubishi Chemical Group Corp. |
| | | | 24,135 | | | | | | 109,134 | | |
Mitsubishi Corp. |
| | | | 24,303 | | | | | | 659,100 | | |
Mitsubishi Estate Co., Ltd. |
| | | | 20,942 | | | | | | 263,897 | | |
Mitsubishi Gas Chemical Co., Inc.
|
| | | | 3,423 | | | | | | 43,572 | | |
Mitsubishi HC Capital, Inc. |
| | | | 12,460 | | | | | | 53,483 | | |
Mitsui Chemicals, Inc. |
| | | | 3,220 | | | | | | 59,684 | | |
Mitsui Fudosan Co., Ltd. |
| | | | 15,749 | | | | | | 301,926 | | |
Mitsui OSK Lines Ltd. |
| | | | 6,320 | | | | | | 125,477 | | |
Miura Co., Ltd. |
| | | | 1,761 | | | | | | 35,958 | | |
Mizuho Financial Group, Inc. |
| | | | 42,628 | | | | | | 460,595 | | |
MonotaRO Co., Ltd. |
| | | | 4,442 | | | | | | 67,780 | | |
MS&AD Insurance Group Holdings, Inc.
|
| | | | 8,303 | | | | | | 220,151 | | |
Nabtesco Corp. |
| | | | 1,953 | | | | | | 41,587 | | |
NEC Corp. |
| | | | 4,532 | | | | | | 150,167 | | |
Nexon Co., Ltd. |
| | | | 7,658 | | | | | | 128,651 | | |
NGK Insulators Ltd. |
| | | | 5,491 | | | | | | 64,170 | | |
NH Foods Ltd. |
| | | | 1,854 | | | | | | 44,219 | | |
Nidec Corp. |
| | | | 8,935 | | | | | | 495,217 | | |
Nihon M&A Center Holdings, Inc.
|
| | | | 5,456 | | | | | | 61,779 | | |
Nikon Corp. |
| | | | 5,635 | | | | | | 54,555 | | |
Nintendo Co., Ltd. |
| | | | 20,723 | | | | | | 846,292 | | |
Nippon Building Fund, Inc. |
| | | | 30 | | | | | | 133,414 | | |
Nippon Prologis REIT, Inc. |
| | | | 41 | | | | | | 85,925 | | |
Nippon Sanso Holdings Corp. |
| | | | 3,241 | | | | | | 51,722 | | |
Nippon Shinyaku Co., Ltd. |
| | | | 1,143 | | | | | | 63,365 | | |
Nippon Steel Corp. |
| | | | 15,497 | | | | | | 212,955 | | |
Nippon Telegraph & Telephone Corp.
|
| | | | 39,783 | | | | | | 1,095,782 | | |
Nippon Yusen K.K. |
| | | | 8,847 | | | | | | 160,649 | | |
Nissan Chemical Corp. |
| | | | 2,267 | | | | | | 102,189 | | |
Nisshin Seifun Group, Inc. |
| | | | 4,353 | | | | | | 47,093 | | |
Nissin Foods Holdings Co., Ltd. |
| | | | 1,173 | | | | | | 75,998 | | |
Nitori Holdings Co., Ltd. |
| | | | 1,471 | | | | | | 133,952 | | |
Nitto Denko Corp. |
| | | | 2,635 | | | | | | 138,810 | | |
Nomura Holdings, Inc. |
| | | | 53,520 | | | | | | 173,485 | | |
Nomura Real Estate Holdings, Inc.
|
| | | | 2,017 | | | | | | 45,664 | | |
Nomura Real Estate Master Fund, Inc.
|
| | | | 81 | | | | | | 92,371 | | |
Nomura Research Institute Ltd. |
| | | | 6,669 | | | | | | 148,290 | | |
NSK Ltd. |
| | | | 8,321 | | | | | | 44,002 | | |
NTT Data Corp. |
| | | | 11,353 | | | | | | 164,755 | | |
Obayashi Corp. |
| | | | 11,274 | | | | | | 72,437 | | |
Odakyu Electric Railway Co., Ltd.
|
| | | | 6,214 | | | | | | 73,957 | | |
Oji Holdings Corp. |
| | | | 15,482 | | | | | | 53,747 | | |
Olympus Corp. |
| | | | 21,968 | | | | | | 464,087 | | |
Omron Corp. |
| | | | 3,474 | | | | | | 162,580 | | |
Ono Pharmaceutical Co., Ltd. |
| | | | 7,078 | | | | | | 166,480 | | |
Oriental Land Co., Ltd. |
| | | | 3,595 | | | | | | 482,526 | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks (continued) | | ||||||||||||
Japan (continued) | | ||||||||||||
ORIX Corp. |
| | | | 21,474 | | | | | $ | 315,677 | | |
Orix JREIT, Inc. |
| | | | 50 | | | | | | 67,111 | | |
Osaka Gas Co., Ltd. |
| | | | 7,252 | | | | | | 107,437 | | |
Otsuka Holdings Co., Ltd. |
| | | | 7,263 | | | | | | 232,889 | | |
Pan Pacific
International Holdings Corp. |
| | | | 6,900 | | | | | | 113,317 | | |
Panasonic Holdings Corp. |
| | | | 41,146 | | | | | | 294,681 | | |
Persol Holdings Co., Ltd. |
| | | | 3,349 | | | | | | 67,280 | | |
Pigeon Corp. |
| | | | 2,098 | | | | | | 27,496 | | |
Pola Orbis Holdings, Inc. |
| | | | 1,503 | | | | | | 16,634 | | |
Rakuten Group, Inc. |
| | | | 16,026 | | | | | | 71,809 | | |
Recruit Holdings Co., Ltd. |
| | | | 25,073 | | | | | | 774,280 | | |
Renesas Electronics Corp.*
|
| | | | 20,597 | | | | | | 172,733 | | |
Resona Holdings, Inc. |
| | | | 42,494 | | | | | | 160,015 | | |
Ricoh Co., Ltd. |
| | | | 10,961 | | | | | | 80,381 | | |
Rohm Co., Ltd. |
| | | | 1,544 | | | | | | 108,761 | | |
Ryohin Keikaku Co., Ltd. |
| | | | 4,427 | | | | | | 41,728 | | |
Santen Pharmaceutical Co., Ltd. |
| | | | 6,891 | | | | | | 47,196 | | |
SCSK Corp. |
| | | | 2,617 | | | | | | 38,682 | | |
Secom Co., Ltd. |
| | | | 3,752 | | | | | | 214,339 | | |
Seiko Epson Corp. |
| | | | 5,354 | | | | | | 72,979 | | |
Sekisui Chemical Co., Ltd. |
| | | | 7,096 | | | | | | 88,798 | | |
Sekisui House Ltd. |
| | | | 10,754 | | | | | | 179,071 | | |
SG Holdings Co., Ltd. |
| | | | 7,141 | | | | | | 94,743 | | |
Sharp Corp.(c)
|
| | | | 5,785 | | | | | | 34,678 | | |
Shimano, Inc. |
| | | | 1,446 | | | | | | 224,486 | | |
Shimizu Corp. |
| | | | 10,182 | | | | | | 50,898 | | |
Shin-Etsu Chemical Co., Ltd. |
| | | | 7,300 | | | | | | 763,225 | | |
Shionogi & Co., Ltd. |
| | | | 5,362 | | | | | | 248,556 | | |
Shiseido Co., Ltd. |
| | | | 7,168 | | | | | | 248,603 | | |
Showa Denko K.K. |
| | | | 3,253 | | | | | | 47,536 | | |
SMC Corp. |
| | | | 1,110 | | | | | | 448,974 | | |
Sohgo Security Services Co., Ltd.
|
| | | | 1,332 | | | | | | 33,247 | | |
Sompo Holdings, Inc. |
| | | | 5,636 | | | | | | 234,829 | | |
Sony Group Corp. |
| | | | 22,363 | | | | | | 1,502,753 | | |
Square Enix Holdings Co., Ltd. |
| | | | 1,628 | | | | | | 72,728 | | |
Stanley Electric Co., Ltd. |
| | | | 2,674 | | | | | | 45,480 | | |
Subaru Corp. |
| | | | 10,978 | | | | | | 171,020 | | |
SUMCO Corp. |
| | | | 6,225 | | | | | | 79,113 | | |
Sumitomo Chemical Co., Ltd. |
| | | | 28,499 | | | | | | 96,061 | | |
Sumitomo Corp. |
| | | | 21,230 | | | | | | 270,740 | | |
Sumitomo Electric Industries Ltd.
|
| | | | 13,397 | | | | | | 140,068 | | |
Sumitomo Metal Mining Co., Ltd. |
| | | | 4,364 | | | | | | 122,786 | | |
Sumitomo Mitsui Financial Group, Inc.
|
| | | | 21,829 | | | | | | 612,860 | | |
Sumitomo Mitsui Trust Holdings, Inc.
|
| | | | 5,660 | | | | | | 162,868 | | |
Sumitomo Pharma Co., Ltd. |
| | | | 3,047 | | | | | | 21,258 | | |
Sumitomo Rubber Industries Ltd. |
| | | | 3,239 | | | | | | 27,806 | | |
Sundrug Co., Ltd. |
| | | | 1,237 | | | | | | 28,796 | | |
Suntory Beverage & Food Ltd.
|
| | | | 2,276 | | | | | | 76,257 | | |
Sysmex Corp. |
| | | | 2,753 | | | | | | 148,694 | | |
T&D Holdings, Inc. |
| | | | 9,217 | | | | | | 90,970 | | |
Takeda Pharmaceutical Co., Ltd. |
| | | | 27,598 | | | | | | 727,480 | | |
TDK Corp. |
| | | | 6,837 | | | | | | 214,123 | | |
Teijin Ltd. |
| | | | 3,308 | | | | | | 30,045 | | |
Terumo Corp. |
| | | | 12,920 | | | | | | 393,246 | | |
TIS, Inc. |
| | | | 4,038 | | | | | | 109,076 | | |
Tobu Railway Co., Ltd. |
| | | | 3,288 | | | | | | 76,097 | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks (continued) | | ||||||||||||
Japan (continued) | | ||||||||||||
Toho Gas Co., Ltd. |
| | | | 1,643 | | | | | $ | 30,675 | | |
Tokio Marine Holdings, Inc. |
| | | | 33,168 | | | | | | 600,498 | | |
Tokyo Century Corp. |
| | | | 687 | | | | | | 23,434 | | |
Tokyo Electron Ltd. |
| | | | 2,700 | | | | | | 717,348 | | |
Tokyu Corp. |
| | | | 9,621 | | | | | | 111,075 | | |
TOPPAN, Inc. |
| | | | 4,833 | | | | | | 72,153 | | |
TOTO Ltd. |
| | | | 2,802 | | | | | | 80,119 | | |
Toyo Suisan Kaisha Ltd. |
| | | | 1,605 | | | | | | 60,254 | | |
Toyota Motor Corp. |
| | | | 196,899 | | | | | | 2,728,250 | | |
Tsuruha Holdings, Inc. |
| | | | 697 | | | | | | 40,563 | | |
Unicharm Corp. |
| | | | 7,218 | | | | | | 220,083 | | |
United Urban Investment Corp. |
| | | | 51 | | | | | | 53,939 | | |
USS Co., Ltd. |
| | | | 3,401 | | | | | | 51,415 | | |
Welcia Holdings Co., Ltd. |
| | | | 1,677 | | | | | | 35,089 | | |
West Japan Railway Co. |
| | | | 3,968 | | | | | | 157,535 | | |
Yakult Honsha Co., Ltd. |
| | | | 2,288 | | | | | | 126,842 | | |
Yamaha Corp. |
| | | | 2,951 | | | | | | 111,580 | | |
Yamaha Motor Co., Ltd. |
| | | | 5,476 | | | | | | 113,105 | | |
Yamato Holdings Co., Ltd. |
| | | | 5,573 | | | | | | 82,638 | | |
Yaskawa Electric Corp. |
| | | | 4,506 | | | | | | 125,205 | | |
Yokohama Rubber Co., Ltd. (The) |
| | | | 2,417 | | | | | | 37,856 | | |
ZOZO, Inc. |
| | | | 2,051 | | | | | | 43,674 | | |
Total Japan |
| | | | | | | | | | 41,853,527 | | |
Mexico — 0.0%(a) | | ||||||||||||
Fresnillo PLC |
| | | | 3,371 | | | | | | 28,294 | | |
Netherlands — 6.3% | | ||||||||||||
ABN AMRO Bank NV |
| | | | 8,067 | | | | | | 79,379 | | |
Adyen NV*
|
| | | | 474 | | | | | | 680,509 | | |
Akzo Nobel NV |
| | | | 2,961 | | | | | | 182,730 | | |
Argenx SE*
|
| | | | 970 | | | | | | 376,292 | | |
ASM International NV |
| | | | 814 | | | | | | 180,855 | | |
ASML Holding NV |
| | | | 7,250 | | | | | | 3,425,118 | | |
ING Groep NV |
| | | | 65,957 | | | | | | 648,886 | | |
JDE Peet’s NV |
| | | | 1,747 | | | | | | 50,038 | | |
Koninklijke Ahold Delhaize NV |
| | | | 18,329 | | | | | | 511,760 | | |
Koninklijke DSM NV |
| | | | 3,107 | | | | | | 366,346 | | |
Koninklijke KPN NV |
| | | | 58,273 | | | | | | 163,048 | | |
NN Group NV |
| | | | 5,013 | | | | | | 212,304 | | |
Randstad NV |
| | | | 2,006 | | | | | | 100,004 | | |
Shell PLC |
| | | | 133,125 | | | | | | 3,684,676 | | |
Universal Music Group NV |
| | | | 17,046 | | | | | | 334,454 | | |
Wolters Kluwer NV |
| | | | 4,687 | | | | | | 498,213 | | |
Total Netherlands |
| | | | | | | | | | 11,494,612 | | |
New Zealand — 0.4% | | ||||||||||||
Auckland International Airport Ltd.*
|
| | | | 21,815 | | | | | | 97,585 | | |
Chorus Ltd. |
| | | | 8,152 | | | | | | 39,355 | | |
Fisher & Paykel Healthcare Corp.,
Ltd. |
| | | | 10,397 | | | | | | 118,266 | | |
Fletcher Building Ltd. |
| | | | 13,212 | | | | | | 39,452 | | |
Mercury NZ Ltd. |
| | | | 11,471 | | | | | | 38,785 | | |
Meridian Energy Ltd. |
| | | | 21,112 | | | | | | 59,853 | | |
Ryman Healthcare Ltd. |
| | | | 6,737 | | | | | | 32,798 | | |
Spark New Zealand Ltd. |
| | | | 33,488 | | | | | | 99,609 | | |
Xero Ltd.*
|
| | | | 2,385 | | | | | | 119,064 | | |
Total New Zealand |
| | | | | | | | | | 644,767 | | |
|
| | |
Shares |
| |
Value |
| ||||||
Common Stocks (continued) | | ||||||||||||
Norway — 1.0% | | ||||||||||||
Aker ASA, Class A |
| | | | 394 | | | | | $ | 27,759 | | |
Austevoll Seafood ASA |
| | | | 1,581 | | | | | | 11,694 | | |
DNB Bank ASA |
| | | | 15,961 | | | | | | 282,473 | | |
Entra ASA |
| | | | 992 | | | | | | 9,021 | | |
Equinor ASA |
| | | | 17,028 | | | | | | 622,939 | | |
Gjensidige Forsikring ASA |
| | | | 3,395 | | | | | | 62,010 | | |
Leroy Seafood Group ASA |
| | | | 5,156 | | | | | | 23,705 | | |
Mowi ASA |
| | | | 7,355 | | | | | | 109,686 | | |
NEL ASA*
|
| | | | 28,442 | | | | | | 34,756 | | |
Nordic Semiconductor ASA*
|
| | | | 3,031 | | | | | | 42,826 | | |
Norsk Hydro ASA |
| | | | 24,192 | | | | | | 153,526 | | |
Orkla ASA |
| | | | 13,449 | | | | | | 90,757 | | |
Schibsted ASA, Class A |
| | | | 1,328 | | | | | | 20,450 | | |
Schibsted ASA, Class B |
| | | | 1,694 | | | | | | 25,141 | | |
SpareBank 1 SR-Bank ASA |
| | | | 3,167 | | | | | | 32,228 | | |
Storebrand ASA |
| | | | 8,326 | | | | | | 64,706 | | |
Telenor ASA |
| | | | 11,593 | | | | | | 105,372 | | |
TOMRA Systems ASA |
| | | | 4,223 | | | | | | 68,246 | | |
Total Norway |
| | | | | | | | | | 1,787,295 | | |
Poland — 0.3% | | ||||||||||||
Allegro.eu SA*
|
| | | | 7,604 | | | | | | 36,973 | | |
Bank Polska Kasa Opieki SA |
| | | | 3,226 | | | | | | 53,035 | | |
CD Projekt SA |
| | | | 1,258 | | | | | | 33,511 | | |
Dino Polska SA*
|
| | | | 866 | | | | | | 56,664 | | |
InPost SA*
|
| | | | 3,733 | | | | | | 23,841 | | |
KGHM Polska Miedz SA |
| | | | 2,502 | | | | | | 50,162 | | |
mBank SA*
|
| | | | 243 | | | | | | 13,629 | | |
Polski Koncern Naftowy ORLEN SA |
| | | | 7,291 | | | | | | 83,922 | | |
Polskie Gornictwo
Naftowe I Gazownictwo SA*(b)
|
| | | | 29,390 | | | | | | 31,292 | | |
Powszechna
Kasa Oszczednosci Bank Polski SA |
| | | | 16,136 | | | | | | 88,165 | | |
Santander Bank Polska SA |
| | | | 611 | | | | | | 32,552 | | |
Total Poland |
| | | | | | | | | | 503,746 | | |
Portugal — 0.2% | | ||||||||||||
Banco Comercial
Portugues SA, Class R |
| | | | 134,071 | | | | | | 19,134 | | |
EDP — Energias de Portugal SA |
| | | | 50,149 | | | | | | 219,324 | | |
Jeronimo Martins SGPS SA |
| | | | 4,994 | | | | | | 103,553 | | |
Navigator Co. SA (The) |
| | | | 3,905 | | | | | | 14,890 | | |
Total Portugal |
| | | | | | | | | | 356,901 | | |
Singapore — 1.8% | | ||||||||||||
CapitaLand Ascendas REIT |
| | | | 62,291 | | | | | | 115,329 | | |
CapitaLand Integrated
Commercial Trust |
| | | | 95,010 | | | | | | 126,223 | | |
Capitaland Investment Ltd/Singapore
|
| | | | 91,104 | | | | | | 193,784 | | |
City Developments Ltd. |
| | | | 9,396 | | | | | | 50,662 | | |
DBS Group Holdings Ltd. |
| | | | 32,790 | | | | | | 792,466 | | |
Keppel Corp., Ltd. |
| | | | 25,103 | | | | | | 123,643 | | |
Mapletree Pan Asia Commercial Trust
|
| | | | 36,903 | | | | | | 41,464 | | |
Oversea-Chinese Banking Corp., Ltd.
|
| | | | 69,252 | | | | | | 593,617 | | |
Singapore Exchange Ltd. |
| | | | 14,665 | | | | | | 87,258 | | |
Singapore Telecommunications Ltd.
|
| | | | 142,454 | | | | | | 251,668 | | |
STMicroelectronics NV |
| | | | 11,843 | | | | | | 369,878 | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks (continued) | | ||||||||||||
Singapore (continued) | | ||||||||||||
Suntec Real Estate Investment Trust
|
| | | | 30,695 | | | | | $ | 27,981 | | |
United Overseas Bank Ltd. |
| | | | 25,832 | | | | | | 506,746 | | |
UOL Group Ltd. |
| | | | 8,325 | | | | | | 36,416 | | |
Total Singapore |
| | | | | | | | | | 3,317,135 | | |
South Africa — 0.3% | | ||||||||||||
Anglo American PLC |
| | | | 20,552 | | | | | | 617,235 | | |
Scatec ASA |
| | | | 2,079 | | | | | | 14,717 | | |
Total South Africa |
| | | | | | | | | | 631,952 | | |
South Korea — 0.0%(a) | | ||||||||||||
Delivery Hero SE*(c)
|
| | | | 2,780 | | | | | | 91,633 | | |
Spain — 2.3% | | ||||||||||||
ACS Actividades de
Construccion y Servicios SA |
| | | | 4,079 | | | | | | 104,617 | | |
Amadeus IT Group SA*
|
| | | | 8,141 | | | | | | 424,353 | | |
Banco Bilbao Vizcaya Argentaria SA
|
| | | | 107,131 | | | | | | 551,543 | | |
Cellnex Telecom SA*
|
| | | | 10,125 | | | | | | 331,232 | | |
EDP Renovaveis SA |
| | | | 4,348 | | | | | | 91,576 | | |
Ferrovial SA |
| | | | 8,636 | | | | | | 210,909 | | |
Iberdrola SA |
| | | | 110,792 | | | | | | 1,125,123 | | |
Industria de Diseno Textil SA(c)
|
| | | | 19,986 | | | | | | 453,136 | | |
Red Electrica Corp. SA |
| | | | 7,303 | | | | | | 118,013 | | |
Repsol SA |
| | | | 23,184 | | | | | | 314,951 | | |
Siemens
Gamesa Renewable Energy SA* |
| | | | 4,110 | | | | | | 72,955 | | |
Telefonica SA |
| | | | 92,062 | | | | | | 317,097 | | |
Total Spain |
| | | | | | | | | | 4,115,505 | | |
Sweden — 2.6% | | ||||||||||||
AAK AB |
| | | | 3,194 | | | | | | 46,535 | | |
Alfa Laval AB |
| | | | 5,216 | | | | | | 128,436 | | |
Assa Abloy AB, B Shares |
| | | | 17,590 | | | | | | 354,969 | | |
Avanza Bank Holding AB |
| | | | 1,947 | | | | | | 38,850 | | |
Axfood AB |
| | | | 2,022 | | | | | | 50,026 | | |
Boliden AB |
| | | | 4,795 | | | | | | 139,548 | | |
Castellum AB(c)
|
| | | | 3,849 | | | | | | 43,992 | | |
Electrolux AB, B Shares(c)
|
| | | | 4,170 | | | | | | 51,419 | | |
Elekta AB, B Shares |
| | | | 6,062 | | | | | | 30,775 | | |
Embracer Group AB*(c)
|
| | | | 14,260 | | | | | | 68,613 | | |
Epiroc AB, A Shares |
| | | | 11,285 | | | | | | 172,638 | | |
Epiroc AB, B Shares |
| | | | 6,821 | | | | | | 91,570 | | |
EQT AB |
| | | | 6,309 | | | | | | 124,234 | | |
Essity AB, B Shares |
| | | | 10,910 | | | | | | 230,433 | | |
Fabege AB |
| | | | 4,772 | | | | | | 34,625 | | |
H & M Hennes & Mauritz AB, B
Shares(c)
|
| | | | 13,020 | | | | | | 131,019 | | |
Hexagon AB, B Shares |
| | | | 36,254 | | | | | | 358,260 | | |
Holmen AB, B Shares |
| | | | 1,651 | | | | | | 59,852 | | |
Husqvarna AB, B Shares |
| | | | 7,386 | | | | | | 43,846 | | |
Investment AB Latour, B Shares(c)
|
| | | | 2,472 | | | | | | 41,776 | | |
Kinnevik AB, B Shares*
|
| | | | 4,408 | | | | | | 54,450 | | |
Nibe Industrier AB, B Shares |
| | | | 28,999 | | | | | | 231,195 | | |
Samhallsbyggnadsbolaget
i Norden AB(c) |
| | | | 18,084 | | | | | | 24,842 | | |
Samhallsbyggnadsbolaget
i Norden AB, D Shares(c)
|
| | | | 2,681 | | | | | | 4,406 | | |
Securitas AB, B Shares(c)
|
| | | | 8,866 | | | | | | 72,482 | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks (continued) | | ||||||||||||
Sweden (continued) | | ||||||||||||
Skandinaviska Enskilda
Banken AB, A Shares |
| | | | 26,485 | | | | | $ | 279,220 | | |
Skanska AB, B Shares |
| | | | 6,054 | | | | | | 94,121 | | |
SSAB AB, A Shares |
| | | | 4,632 | | | | | | 22,275 | | |
SSAB AB, B Shares(c)
|
| | | | 11,167 | | | | | | 51,881 | | |
Svenska Cellulosa AB SCA, B Shares
|
| | | | 10,839 | | | | | | 127,807 | | |
Svenska Handelsbanken AB, A Shares
|
| | | | 25,866 | | | | | | 240,275 | | |
Svenska
Handelsbanken AB, B Shares(c) |
| | | | 636 | | | | | | 6,953 | | |
Sweco AB, B Shares |
| | | | 3,694 | | | | | | 27,746 | | |
Swedbank AB, A Shares |
| | | | 19,749 | | | | | | 294,257 | | |
Tele2 AB, B Shares(c)
|
| | | | 9,050 | | | | | | 74,133 | | |
Telia Co. AB(c)
|
| | | | 39,541 | | | | | | 104,663 | | |
Thule Group AB |
| | | | 1,900 | | | | | | 37,414 | | |
Trelleborg AB, B Shares |
| | | | 4,342 | | | | | | 95,599 | | |
Vitrolife AB |
| | | | 1,407 | | | | | | 22,740 | | |
Volvo AB, A Shares |
| | | | 3,478 | | | | | | 59,360 | | |
Volvo AB, B Shares |
| | | | 26,485 | | | | | | 433,330 | | |
Wallenstam AB, B Shares(c)
|
| | | | 6,544 | | | | | | 23,084 | | |
Total Sweden |
| | | | | | | | | | 4,623,649 | | |
Switzerland — 4.5% | | ||||||||||||
Alcon, Inc. |
| | | | 8,864 | | | | | | 539,767 | | |
Geberit AG |
| | | | 625 | | | | | | 278,104 | | |
Givaudan SA |
| | | | 144 | | | | | | 430,237 | | |
Kuehne + Nagel International AG |
| | | | 922 | | | | | | 196,607 | | |
Lonza Group AG |
| | | | 1,344 | | | | | | 692,179 | | |
Novartis AG |
| | | | 40,903 | | | | | | 3,306,573 | | |
Partners Group Holding AG |
| | | | 397 | | | | | | 356,794 | | |
Schindler Holding
AG — Participating Certificate |
| | | | 736 | | | | | | 120,062 | | |
Schindler Holding AG — Registered
|
| | | | 355 | | | | | | 55,906 | | |
SGS SA |
| | | | 110 | | | | | | 242,808 | | |
Sika AG |
| | | | 2,779 | | | | | | 627,028 | | |
Swisscom AG |
| | | | 459 | | | | | | 226,714 | | |
Zurich Insurance Group AG |
| | | | 2,722 | | | | | | 1,162,239 | | |
Total Switzerland |
| | | | | | | | | | 8,235,018 | | |
United Kingdom — 10.8% | | ||||||||||||
3i Group PLC |
| | | | 17,300 | | | | | | 231,151 | | |
abrdn PLC |
| | | | 39,875 | | | | | | 72,997 | | |
Admiral Group PLC |
| | | | 4,374 | | | | | | 101,576 | | |
Ashtead Group PLC |
| | | | 7,976 | | | | | | 417,832 | | |
Associated British Foods PLC |
| | | | 6,506 | | | | | | 101,086 | | |
AstraZeneca PLC |
| | | | 27,130 | | | | | | 3,202,936 | | |
Auto Trader Group PLC |
| | | | 16,907 | | | | | | 101,533 | | |
AVEVA Group PLC |
| | | | 2,017 | | | | | | 72,455 | | |
Aviva PLC |
| | | | 50,157 | | | | | | 241,444 | | |
Barratt Developments PLC |
| | | | 18,670 | | | | | | 80,866 | | |
Berkeley Group Holdings PLC |
| | | | 1,909 | | | | | | 76,290 | | |
BP PLC |
| | | | 315,173 | | | | | | 1,741,063 | | |
British Land Co. PLC (The) |
| | | | 16,083 | | | | | | 67,754 | | |
BT Group PLC |
| | | | 125,485 | | | | | | 187,530 | | |
Bunzl PLC |
| | | | 6,103 | | | | | | 199,627 | | |
Burberry Group PLC |
| | | | 7,191 | | | | | | 150,270 | | |
CK Hutchison Holdings Ltd. |
| | | | 47,971 | | | | | | 238,332 | | |
Coca-Cola Europacific Partners PLC
|
| | | | 2,771 | | | | | | 130,376 | | |
Compass Group PLC |
| | | | 32,106 | | | | | | 678,863 | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks (continued) | | ||||||||||||
United Kingdom (continued) | | ||||||||||||
ConvaTec Group PLC |
| | | | 29,661 | | | | | $ | 74,447 | | |
Croda International PLC |
| | | | 2,521 | | | | | | 196,212 | | |
DCC PLC |
| | | | 1,726 | | | | | | 96,181 | | |
Direct Line Insurance Group PLC |
| | | | 23,706 | | | | | | 55,079 | | |
DS Smith PLC |
| | | | 24,886 | | | | | | 83,149 | | |
Experian PLC |
| | | | 16,634 | | | | | | 531,261 | | |
Farfetch Ltd., Class A*
|
| | | | 5,832 | | | | | | 49,455 | | |
Halma PLC |
| | | | 6,835 | | | | | | 166,439 | | |
Hargreaves Lansdown PLC |
| | | | 6,432 | | | | | | 56,518 | | |
Informa PLC |
| | | | 26,294 | | | | | | 168,199 | | |
InterContinental Hotels Group PLC
|
| | | | 3,198 | | | | | | 172,907 | | |
Intermediate Capital Group PLC |
| | | | 5,282 | | | | | | 64,584 | | |
Intertek Group PLC |
| | | | 2,910 | | | | | | 122,424 | | |
ITV PLC |
| | | | 66,315 | | | | | | 51,155 | | |
J Sainsbury PLC |
| | | | 36,591 | | | | | | 81,898 | | |
Johnson Matthey PLC |
| | | | 3,311 | | | | | | 73,745 | | |
Kingfisher PLC |
| | | | 36,002 | | | | | | 90,736 | | |
Land Securities Group PLC |
| | | | 13,397 | | | | | | 87,982 | | |
Legal & General Group PLC |
| | | | 108,032 | | | | | | 289,686 | | |
Lloyds Banking Group PLC |
| | | | 1,243,224 | | | | | | 601,465 | | |
London Stock Exchange Group PLC |
| | | | 6,621 | | | | | | 576,760 | | |
M&G PLC |
| | | | 46,236 | | | | | | 93,265 | | |
Melrose Industries PLC |
| | | | 75,891 | | | | | | 102,143 | | |
National Grid PLC |
| | | | 66,116 | | | | | | 721,944 | | |
NatWest Group PLC |
| | | | 89,486 | | | | | | 241,913 | | |
Next PLC |
| | | | 2,250 | | | | | | 127,687 | | |
Pearson PLC |
| | | | 13,323 | | | | | | 147,319 | | |
Phoenix Group Holdings PLC |
| | | | 13,649 | | | | | | 85,237 | | |
Reckitt Benckiser Group PLC |
| | | | 12,963 | | | | | | 862,658 | | |
RELX PLC |
| | | | 34,807 | | | | | | 938,152 | | |
Rentokil Initial PLC |
| | | | 33,682 | | | | | | 211,116 | | |
Rightmove PLC |
| | | | 15,113 | | | | | | 85,575 | | |
Sage Group PLC (The) |
| | | | 18,373 | | | | | | 153,745 | | |
Schroders PLC |
| | | | 13,284 | | | | | | 59,908 | | |
Segro PLC |
| | | | 21,823 | | | | | | 197,237 | | |
Severn Trent PLC |
| | | | 4,564 | | | | | | 131,526 | | |
Spirax-Sarco Engineering PLC |
| | | | 1,330 | | | | | | 164,613 | | |
St James’s Place PLC |
| | | | 9,878 | | | | | | 121,122 | | |
Taylor Wimpey PLC |
| | | | 62,121 | | | | | | 67,074 | | |
Unilever PLC |
| | | | 45,370 | | | | | | 2,076,139 | | |
United Utilities Group PLC |
| | | | 12,332 | | | | | | 133,380 | | |
Vodafone Group PLC |
| | | | 506,849 | | | | | | 593,128 | | |
Weir Group PLC (The) |
| | | | 4,744 | | | | | | 83,159 | | |
Whitbread PLC |
| | | | 3,650 | | | | | | 108,086 | | |
Wise PLC, Class A*
|
| | | | 8,032 | | | | | | 61,497 | | |
WPP PLC |
| | | | 19,728 | | | | | | 173,987 | | |
Total United Kingdom |
| | | | | | | | | | 19,525,873 | | |
United States — 8.7% | | ||||||||||||
Computershare Ltd. |
| | | | 9,626 | | | | | | 155,546 | | |
CSL Ltd. |
| | | | 8,690 | | | | | | 1,558,581 | | |
CyberArk Software Ltd.*
|
| | | | 737 | | | | | | 115,643 | | |
Ferguson PLC |
| | | | 3,871 | | | | | | 423,847 | | |
GSK PLC |
| | | | 73,690 | | | | | | 1,212,230 | | |
James Hardie Industries PLC |
| | | | 8,057 | | | | | | 175,170 | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks (continued) | | ||||||||||||
United States (continued) | | ||||||||||||
Nestle SA |
| | | | 49,445 | | | | | $ | 5,387,442 | | |
Roche Holding AG |
| | | | 477 | | | | | | 193,612 | | |
Roche Holding AG |
| | | | 12,728 | | | | | | 4,229,524 | | |
Schneider Electric SE |
| | | | 10,076 | | | | | | 1,277,288 | | |
Sinch AB*(c)
|
| | | | 10,547 | | | | | | 24,811 | | |
Stellantis NV*
|
| | | | 38,940 | | | | | | 525,722 | | |
Swiss Re AG |
| | | | 5,216 | | | | | | 387,780 | | |
Tenaris SA |
| | | | 8,429 | | | | | | 130,835 | | |
Total United States |
| | | | | | | | | | 15,798,031 | | |
Total
Common Stocks (Cost $201,393,152) |
| | | | | | | | | | 179,515,180 | | |
Preferred Stocks — 0.5% | | ||||||||||||
Germany — 0.5% | | ||||||||||||
Bayerische Motoren Werke AG, 7.74%
|
| | | | 1,029 | | | | | | 75,971 | | |
Henkel AG & Co. KGaA, 2.96% |
| | | | 3,117 | | | | | | 196,486 | | |
Sartorius AG, 0.37% |
| | | | 488 | | | | | | 172,234 | | |
Volkswagen AG, 5.79% |
| | | | 3,312 | | | | | | 423,382 | | |
Total Germany |
| | | | | | | | | | 868,073 | | |
Total
Preferred Stocks (Cost $1,141,182) |
| | | | | | | | | | 868,073 | | |
Short-Term Investments — 0.6% | | ||||||||||||
Money Market Funds — 0.6% | | ||||||||||||
Dreyfus Government Cash
Management Fund, Institutional Shares, 2.91%(d)(e) |
| | | | 958,587 | | | | | | 958,587 | | |
Dreyfus
Institutional Preferred Government Money Market Fund, Institutional
Shares, 3.09%(d)
|
| | | | 186,701 | | | | | | 186,701 | | |
Total
Short-Term Investments (Cost $1,145,288) |
| | | | | | | | | | 1,145,288 | | |
Total
Investments — 100.1% (Cost $203,679,622) |
| | | | | | | | | | 181,528,541 | | |
Other
Assets and Liabilities, Net — (0.1)% |
| | | | | | | | | | (315,627) | | |
Net Assets — 100.0% |
| | | | | | | | | $ | 181,212,914 | | |
|
Description |
| |
Level 1
|
| |
Level 2
|
| |
Level 3
|
| |
Total |
| ||||||||||||
Asset Valuation Inputs | | | | ||||||||||||||||||||||
Investments in Securities:(f) | | | | | | | | | | | | | | | | | | | | | |||||
Common Stocks |
| | | $ | 179,472,437 | | | | | $ | — | | | | | $ | 42,743(g) | | | | | $ | 179,515,180 | | |
Preferred Stocks |
| | | | 868,073 | | | | | | — | | | | | | — | | | | | | 868,073 | | |
Short-Term Investments: | | | | | | | | | | | | | | | | | | | | | | | | | |
Money Market Funds |
| | | | 1,145,288 | | | | | | — | | | | | | — | | | | | | 1,145,288 | | |
Total Investments in Securities |
| | | $ | 181,485,798 | | | | | $ | — | | | | | $ | 42,743 | | | | | $ | 181,528,541 | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks — 99.9% | | ||||||||||||
Australia — 0.4% | | ||||||||||||
Ramsay Health Care Ltd. |
| | | | 809 | | | | | $ | 30,299 | | |
China — 0.5% | | ||||||||||||
China
Traditional Chinese Medicine Holdings Co., Ltd. |
| | | | 95,559 | | | | | | 41,268 | | |
Denmark — 2.8% | | ||||||||||||
Novo Nordisk A/S, Class B |
| | | | 1,985 | | | | | | 215,852 | | |
France — 2.1% | | ||||||||||||
Danone SA |
| | | | 779 | | | | | | 38,758 | | |
Sanofi |
| | | | 1,391 | | | | | | 120,060 | | |
Total France |
| | | | | | | | | | 158,818 | | |
Germany — 1.7% | | ||||||||||||
adidas AG |
| | | | 261 | | | | | | 25,533 | | |
Fresenius SE & Co. KGaA |
| | | | 1,601 | | | | | | 36,869 | | |
Puma SE |
| | | | 640 | | | | | | 28,344 | | |
Siemens Healthineers AG |
| | | | 820 | | | | | | 37,750 | | |
Total Germany |
| | | | | | | | | | 128,496 | | |
Ireland — 0.5% | | ||||||||||||
Glanbia PLC |
| | | | 3,093 | | | | | | 35,736 | | |
Italy — 0.5% | | ||||||||||||
Moncler SpA |
| | | | 871 | | | | | | 37,610 | | |
Japan — 1.9% | | ||||||||||||
Asahi Intecc Co., Ltd. |
| | | | 2,122 | | | | | | 36,177 | | |
Asics Corp. |
| | | | 2,104 | | | | | | 32,331 | | |
Nihon Kohden Corp. |
| | | | 1,733 | | | | | | 38,884 | | |
Shimano, Inc. |
| | | | 220 | | | | | | 34,154 | | |
Total Japan |
| | | | | | | | | | 141,546 | | |
Malaysia — 0.5% | | ||||||||||||
IHH Healthcare Bhd |
| | | | 27,759 | | | | | | 34,934 | | |
Netherlands — 0.3% | | ||||||||||||
Basic-Fit NV*(a)
|
| | | | 1,025 | | | | | | 25,833 | | |
South Korea — 0.5% | | ||||||||||||
Fila Holdings Corp. |
| | | | 1,689 | | | | | | 38,773 | | |
Spain — 0.4% | | ||||||||||||
Fluidra SA |
| | | | 2,474 | | | | | | 33,572 | | |
Sweden — 1.0% | | ||||||||||||
Getinge AB, B Shares |
| | | | 2,051 | | | | | | 41,631 | | |
Thule Group AB |
| | | | 1,641 | | | | | | 32,314 | | |
Total Sweden |
| | | | | | | | | | 73,945 | | |
Switzerland — 3.3% | | ||||||||||||
Mediclinic International PLC |
| | | | 6,799 | | | | | | 38,827 | | |
Novartis AG |
| | | | 2,622 | | | | | | 211,961 | | |
Total Switzerland |
| | | | | | | | | | 250,788 | | |
Taiwan — 1.2% | | ||||||||||||
Feng TAY Enterprise Co., Ltd. |
| | | | 6,895 | | | | | | 34,344 | | |
Giant Manufacturing Co., Ltd. |
| | | | 4,757 | | | | | | 30,338 | | |
Merida Industry Co., Ltd. |
| | | | 5,365 | | | | | | 29,304 | | |
Total Taiwan |
| | | | | | | | | | 93,986 | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks (continued) | | ||||||||||||
Thailand — 1.0% | | ||||||||||||
Bangkok Dusit Medical Services PCL
|
| | | | 50,920 | | | | | $ | 39,468 | | |
Bumrungrad Hospital PCL |
| | | | 6,601 | | | | | | 39,370 | | |
Total Thailand |
| | | | | | | | | | 78,838 | | |
United Kingdom — 5.0% | | ||||||||||||
AstraZeneca PLC |
| | | | 2,969 | | | | | | 350,517 | | |
Frasers Group PLC*
|
| | | | 4,144 | | | | | | 30,893 | | |
Total United Kingdom |
| | | | | | | | | | 381,410 | | |
United States — 76.3% | | ||||||||||||
Abbott Laboratories |
| | | | 2,184 | | | | | | 216,085 | | |
ABIOMED, Inc.*
|
| | | | 154 | | | | | | 38,820 | | |
Acadia Healthcare Co., Inc.*
|
| | | | 479 | | | | | | 38,943 | | |
Alphabet, Inc., Class A*
|
| | | | 3,605 | | | | | | 340,709 | | |
Apple, Inc. |
| | | | 2,431 | | | | | | 372,770 | | |
Boston Scientific Corp.*
|
| | | | 1,795 | | | | | | 77,382 | | |
Bristol-Myers Squibb Co. |
| | | | 2,682 | | | | | | 207,775 | | |
Centene Corp.*
|
| | | | 712 | | | | | | 60,613 | | |
Cytokinetics, Inc.*(a)
|
| | | | 780 | | | | | | 34,055 | | |
Edwards Lifesciences Corp.*
|
| | | | 773 | | | | | | 55,988 | | |
Elevance Health, Inc. |
| | | | 300 | | | | | | 164,031 | | |
Eli Lilly & Co. |
| | | | 1,261 | | | | | | 456,595 | | |
Encompass Health Corp. |
| | | | 813 | | | | | | 44,260 | | |
Garmin Ltd. |
| | | | 433 | | | | | | 38,121 | | |
General Mills, Inc. |
| | | | 747 | | | | | | 60,940 | | |
Hanesbrands, Inc.(a)
|
| | | | 4,378 | | | | | | 29,858 | | |
HCA Healthcare, Inc. |
| | | | 270 | | | | | | 58,717 | | |
Healthcare Services Group, Inc.(a)
|
| | | | 2,803 | | | | | | 39,130 | | |
Inari Medical, Inc.*(a)
|
| | | | 553 | | | | | | 42,542 | | |
Ionis Pharmaceuticals, Inc.*
|
| | | | 939 | | | | | | 41,504 | | |
Johnson & Johnson |
| | | | 2,422 | | | | | | 421,355 | | |
Kellogg Co. |
| | | | 539 | | | | | | 41,406 | | |
Lantheus Holdings, Inc.*
|
| | | | 486 | | | | | | 35,959 | | |
LivaNova PLC*
|
| | | | 614 | | | | | | 28,919 | | |
Medical Properties Trust, Inc. |
| | | | 2,644 | | | | | | 30,274 | | |
Medifast, Inc. |
| | | | 295 | | | | | | 34,512 | | |
Medtronic PLC |
| | | | 1,669 | | | | | | 145,770 | | |
Merck & Co., Inc. |
| | | | 4,457 | | | | | | 451,048 | | |
Merit Medical Systems, Inc.*
|
| | | | 663 | | | | | | 45,595 | | |
Molina Healthcare, Inc.*
|
| | | | 118 | | | | | | 42,345 | | |
Nestle SA |
| | | | 3,317 | | | | | | 361,415 | | |
NIKE, Inc., Class B |
| | | | 1,569 | | | | | | 145,415 | | |
Peloton Interactive, Inc.,
Class A*(a)
|
| | | | 3,730 | | | | | | 31,332 | | |
Pentair PLC |
| | | | 857 | | | | | | 36,808 | | |
Penumbra, Inc.*
|
| | | | 239 | | | | | | 40,981 | | |
Pfizer, Inc. |
| | | | 8,497 | | | | | | 395,535 | | |
Planet Fitness, Inc., Class A*
|
| | | | 533 | | | | | | 34,901 | | |
Pool Corp. |
| | | | 113 | | | | | | 34,378 | | |
Select Medical Holdings Corp. |
| | | | 1,494 | | | | | | 38,366 | | |
Shockwave Medical, Inc.*(a)
|
| | | | 131 | | | | | | 38,403 | | |
Tenet Healthcare Corp.*
|
| | | | 659 | | | | | | 29,233 | | |
Thermo Fisher Scientific, Inc. |
| | | | 706 | | | | | | 362,863 | | |
Under Armour, Inc., Class A*
|
| | | | 4,534 | | | | | | 33,778 | | |
United Therapeutics Corp.*
|
| | | | 185 | | | | | | 42,648 | | |
UnitedHealth Group, Inc. |
| | | | 752 | | | | | | 417,473 | | |
Vail Resorts, Inc. |
| | | | 174 | | | | | | 38,129 | | |
VF Corp. |
| | | | 962 | | | | | | 27,177 | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks (continued) | | ||||||||||||
United States (continued) | | ||||||||||||
YETI Holdings, Inc.*
|
| | | | 1,039 | | | | | $ | 33,331 | | |
Total United States |
| | | | | | | | | | 5,838,187 | | |
Total
Common Stocks (Cost $7,815,827) |
| | | | | | | | | | 7,639,891 | | |
Short-Term Investment — 0.3% | | ||||||||||||
Money Market Fund — 0.3% | | ||||||||||||
Dreyfus
Government Cash Management Fund, Institutional Shares, 2.91%(b)(c) (Cost $25,172) |
| | | | 25,172 | | | | |
|
25,172 |
| |
Total Investments — 100.2% | | ||||||||||||
(Cost $7,840,999) |
| | | | | | | | | | 7,665,063 | | |
Other
Assets and Liabilities, Net — (0.2)% |
| | | | | | | | | | (17,261) | | |
Net Assets — 100.0% |
| | | | | | | | | $ | 7,647,802 | | |
|
Description |
| |
Level 1
|
| |
Level 2
|
| |
Level 3
|
| |
Total |
| ||||||||||||
Asset Valuation Inputs | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments in Securities:(d) | | | | | | ||||||||||||||||||||
Common Stocks |
| | | $ | 7,639,891 | | | | | $ | — | | | | | $ | — | | | | | $ | 7,639,891 | | |
Short-Term Investment: | | | | | | | | | | | | | | | | | | | | | | | | | |
Money Market Fund |
| | | | 25,172 | | | | | | — | | | | | | — | | | | | | 25,172 | | |
Total Investments in Securities |
| | | $ | 7,665,063 | | | | | $ | — | | | | | $ | — | | | | | $ | 7,665,063 | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks — 99.8% | | ||||||||||||
Communication Services — 8.3% | | ||||||||||||
AT&T, Inc. |
| | | | 4,266 | | | | | $ | 77,769 | | |
Match Group, Inc.*
|
| | | | 1,290 | | | | | | 55,728 | | |
Meta Platforms, Inc., Class A*
|
| | | | 488 | | | | | | 45,462 | | |
Omnicom Group, Inc. |
| | | | 1,066 | | | | | | 77,552 | | |
Paramount Global, Class B(a)
|
| | | | 3,142 | | | | | | 57,561 | | |
Spotify Technology SA*
|
| | | | 712 | | | | | | 57,373 | | |
Verizon Communications, Inc. |
| | | | 1,731 | | | | | | 64,688 | | |
Total Communication Services |
| | | | | | | | | | 436,133 | | |
Consumer Discretionary — 11.5% | | ||||||||||||
eBay, Inc. |
| | | | 1,700 | | | | | | 67,728 | | |
Etsy, Inc.*
|
| | | | 661 | | | | | | 62,075 | | |
Ford Motor Co. |
| | | | 4,852 | | | | | | 64,871 | | |
General Motors Co. |
| | | | 1,787 | | | | | | 70,140 | | |
Hilton Worldwide Holdings, Inc. |
| | | | 546 | | | | | | 73,852 | | |
Marriott International, Inc.,
Class A |
| | | | 461 | | | | | | 73,811 | | |
Starbucks Corp. |
| | | | 782 | | | | | | 67,713 | | |
Under Armour, Inc., Class A*
|
| | | | 8,553 | | | | | | 63,720 | | |
Yum China Holdings, Inc. |
| | | | 1,435 | | | | | | 59,337 | | |
Total Consumer Discretionary |
| | | | | | | | | | 603,247 | | |
Consumer Staples — 11.4% | | ||||||||||||
Campbell Soup Co. |
| | | | 1,498 | | | | | | 79,259 | | |
Coca-Cola Co. (The) |
| | | | 1,199 | | | | | | 71,760 | | |
General Mills, Inc. |
| | | | 949 | | | | | | 77,420 | | |
Hershey Co. (The) |
| | | | 325 | | | | | | 77,600 | | |
J M Smucker Co. (The) |
| | | | 514 | | | | | | 77,439 | | |
Kimberly-Clark Corp. |
| | | | 585 | | | | | | 72,809 | | |
Mondelez International, Inc.,
Class A |
| | | | 1,184 | | | | | | 72,792 | | |
Procter & Gamble Co. (The) |
| | | | 516 | | | | | | 69,490 | | |
Total Consumer Staples |
| | | | | | | | | | 598,569 | | |
Financials — 16.8% | | ||||||||||||
American Express Co. |
| | | | 467 | | | | | | 69,326 | | |
Bank of America Corp. |
| | | | 2,093 | | | | | | 75,432 | | |
BlackRock, Inc. |
| | | | 114 | | | | | | 73,634 | | |
Citigroup, Inc. |
| | | | 1,484 | | | | | | 68,056 | | |
Goldman Sachs Group, Inc. (The) |
| | | | 219 | | | | | | 75,448 | | |
JPMorgan Chase & Co. |
| | | | 610 | | | | | | 76,787 | | |
MetLife, Inc. |
| | | | 1,097 | | | | | | 80,311 | | |
Moody’s Corp. |
| | | | 255 | | | | | | 67,542 | | |
Raymond James Financial, Inc. |
| | | | 668 | | | | | | 78,917 | | |
S&P Global, Inc. |
| | | | 206 | | | | | | 66,177 | | |
Wells Fargo & Co. |
| | | | 1,625 | | | | | | 74,734 | | |
Willis Towers Watson PLC |
| | | | 347 | | | | | | 75,719 | | |
Total Financials |
| | | | | | | | | | 882,083 | | |
Health Care — 15.1% | | ||||||||||||
Amgen, Inc. |
| | | | 309 | | | | | | 83,538 | | |
Biogen, Inc.*
|
| | | | 343 | | | | | | 97,220 | | |
BioMarin Pharmaceutical, Inc.*
|
| | | | 810 | | | | | | 70,170 | | |
Boston Scientific Corp.*
|
| | | | 1,713 | | | | | | 73,847 | | |
Bristol-Myers Squibb Co. |
| | | | 999 | | | | | | 77,393 | | |
Halozyme Therapeutics, Inc.*
|
| | | | 1,702 | | | | | | 81,373 | | |
Illumina, Inc.*
|
| | | | 357 | | | | | | 81,689 | | |
Merck & Co., Inc. |
| | | | 814 | | | | | | 82,377 | | |
Vertex Pharmaceuticals, Inc.*
|
| | | | 247 | | | | | | 77,064 | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks (continued) | | ||||||||||||
Health Care (continued) | | ||||||||||||
Zoetis, Inc. |
| | | | 454 | | | | | $ | 68,454 | | |
Total Health Care |
| | | | | | | | | | 793,125 | | |
Industrials — 7.6% | | ||||||||||||
Cummins, Inc. |
| | | | 338 | | | | | | 82,645 | | |
Lyft, Inc., Class A*
|
| | | | 4,389 | | | | | | 64,255 | | |
Robert Half International, Inc. |
| | | | 931 | | | | | | 71,184 | | |
Sunrun, Inc.*
|
| | | | 1,925 | | | | | | 43,332 | | |
Uber Technologies, Inc.*
|
| | | | 2,237 | | | | | | 59,437 | | |
Xylem, Inc. |
| | | | 766 | | | | | | 78,461 | | |
Total Industrials |
| | | | | | | | | | 399,314 | | |
Information Technology — 17.0% | | ||||||||||||
Accenture PLC, Class A |
| | | | 262 | | | | | | 74,382 | | |
Adobe, Inc.*
|
| | | | 238 | | | | | | 75,803 | | |
Autodesk, Inc.*
|
| | | | 366 | | | | | | 78,434 | | |
Automatic Data Processing, Inc. |
| | | | 306 | | | | | | 73,960 | | |
Dropbox, Inc., Class A*
|
| | | | 3,291 | | | | | | 71,579 | | |
Intel Corp. |
| | | | 2,442 | | | | | | 69,426 | | |
International Business Machines Corp.
|
| | | | 561 | | | | | | 77,581 | | |
Intuit, Inc. |
| | | | 169 | | | | | | 72,247 | | |
Mastercard, Inc., Class A |
| | | | 227 | | | | | | 74,497 | | |
Salesforce, Inc.*
|
| | | | 471 | | | | | | 76,580 | | |
Visa, Inc., Class A(a)
|
| | | | 369 | | | | | | 76,442 | | |
VMware, Inc., Class A |
| | | | 635 | | | | | | 71,457 | | |
Total Information Technology |
| | | | | | | | | | 892,388 | | |
Materials — 6.8% | | ||||||||||||
Dow, Inc. |
| | | | 1,538 | | | | | | 71,886 | | |
DuPont de Nemours, Inc. |
| | | | 1,323 | | | | | | 75,675 | | |
Ecolab, Inc. |
| | | | 453 | | | | | | 71,153 | | |
International Flavors & Fragrances,
Inc. |
| | | | 697 | | | | | | 68,034 | | |
Newmont Corp. |
| | | | 1,634 | | | | | | 69,151 | | |
Total Materials |
| | | | | | | | | | 355,899 | | |
Real Estate — 3.9% | | ||||||||||||
STORE Capital Corp. |
| | | | 2,239 | | | | | | 71,200 | | |
VICI Properties, Inc. |
| | | | 2,137 | | | | | | 68,427 | | |
Zillow Group, Inc., Class C*
|
| | | | 2,091 | | | | | | 64,528 | | |
Total Real Estate |
| | | | | | | | | | 204,155 | | |
Utilities — 1.4% | | ||||||||||||
American Water Works Co., Inc. |
| | | | 481 | | | | | | 69,908 | | |
Total
Common Stocks (Cost $5,741,520) |
| | | | | | | | | | 5,234,821 | | |
Short-Term Investment — 0.1% | | ||||||||||||
Money Market Fund — 0.1% | | ||||||||||||
Dreyfus
Institutional Preferred Government Money Market Fund, Institutional
Shares, 3.09%(b) (Cost $6,803) |
| | | | 6,803 | | | | |
|
6,803 |
| |
Total Investments — 99.9% | | ||||||||||||
(Cost $5,748,323) |
| | | | | | | | | | 5,241,624 | | |
Other
Assets and Liabilities, Net — 0.1% |
| | | | | | | | | | 2,588 | | |
Net Assets — 100.0% |
| | | | | | | | | $ | 5,244,212 | | |
|
Description |
| |
Level 1
|
| |
Level 2
|
| |
Level 3
|
| |
Total |
| ||||||||||||
Asset Valuation Inputs | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments in Securities:(c) | | | | | | | | | | | | | | | | | | | | | | | | | |
Common Stocks |
| | | $ | 5,234,821 | | | | | $ | — | | | | | $ | — | | | | | $ | 5,234,821 | | |
Short-Term Investment: | | | | | | | | | | | | | | | | | | | | | | | | | |
Money Market Fund |
| | | | 6,803 | | | | | | — | | | | | | — | | | | | | 6,803 | | |
Total Investments in Securities |
| | | $ | 5,241,624 | | | | | $ | — | | | | | $ | — | | | | | $ | 5,241,624 | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks — 96.8% | | ||||||||||||
Belgium — 0.5% | | ||||||||||||
Umicore SA |
| | | | 643 | | | | | $ | 21,194 | | |
Canada — 0.2% | | ||||||||||||
Ballard Power Systems, Inc.*
|
| | | | 1,544 | | | | | | 8,738 | | |
China — 9.3% | | ||||||||||||
BYD Co., Ltd., Class H |
| | | | 4,375 | | | | | | 97,924 | | |
COSCO SHIPPING Holdings
Co., Ltd., Class H |
| | | | 62,568 | | | | | | 67,511 | | |
Flat Glass Group Co., Ltd., Class H
|
| | | | 11,105 | | | | | | 26,002 | | |
Li Auto, Inc.*
|
| | | | 1,785 | | | | | | 24,312 | | |
NXP Semiconductors NV |
| | | | 839 | | | | | | 122,561 | | |
Xinjiang
Goldwind Science & Technology Co., Ltd., Class H |
| | | | 16,296 | | | | | | 14,137 | | |
Xinyi Solar Holdings Ltd. |
| | | | 14,534 | | | | | | 14,423 | | |
XPeng, Inc.*
|
| | | | 1,927 | | | | | | 12,757 | | |
Zhuzhou CRRC Times Electric Co., Ltd.
|
| | | | 6,451 | | | | | | 27,982 | | |
Total China |
| | | | | | | | | | 407,609 | | |
Denmark — 3.1% | | ||||||||||||
AP Moller — Maersk A/S, Class B
|
| | | | 34 | | | | | | 71,137 | | |
Vestas Wind Systems A/S |
| | | | 3,219 | | | | | | 63,418 | | |
Total Denmark |
| | | | | | | | | | 134,555 | | |
Finland — 0.2% | | ||||||||||||
Wartsila OYJ Abp |
| | | | 1,481 | | | | | | 10,100 | | |
France — 4.2% | | ||||||||||||
Alstom SA |
| | | | 1,187 | | | | | | 24,472 | | |
Cie Generale des
Etablissements Michelin SCA |
| | | | 2,147 | | | | | | 54,768 | | |
Faurecia SE*
|
| | | | 881 | | | | | | 13,165 | | |
Getlink SE |
| | | | 1,366 | | | | | | 21,642 | | |
Legrand SA |
| | | | 807 | | | | | | 61,527 | | |
Valeo |
| | | | 665 | | | | | | 10,970 | | |
Total France |
| | | | | | | | | | 186,544 | | |
Germany — 12.0% | | ||||||||||||
Bayerische Motoren Werke AG |
| | | | 1,128 | | | | | | 88,653 | | |
Continental AG |
| | | | 346 | | | | | | 17,946 | | |
Infineon Technologies AG |
| | | | 4,148 | | | | | | 101,016 | | |
Knorr-Bremse AG |
| | | | 255 | | | | | | 11,482 | | |
Mercedes-Benz Group AG |
| | | | 2,420 | | | | | | 140,160 | | |
Nordex SE*
|
| | | | 1,230 | | | | | | 11,498 | | |
Siemens AG |
| | | | 1,433 | | | | | | 156,700 | | |
Total Germany |
| | | | | | | | | | 527,455 | | |
Hong Kong — 0.5% | | ||||||||||||
MTR Corp., Ltd. |
| | | | 5,034 | | | | | | 22,156 | | |
Japan — 11.3% | | ||||||||||||
Aisin Corp. |
| | | | 408 | | | | | | 10,472 | | |
Central Japan Railway Co. |
| | | | 364 | | | | | | 42,281 | | |
Denso Corp. |
| | | | 1,013 | | | | | | 50,366 | | |
East Japan Railway Co. |
| | | | 790 | | | | | | 42,733 | | |
Honda Motor Co., Ltd. |
| | | | 3,786 | | | | | | 85,916 | | |
Koito Manufacturing Co., Ltd. |
| | | | 734 | | | | | | 10,440 | | |
Panasonic Holdings Corp. |
| | | | 5,522 | | | | | | 39,548 | | |
Shimano, Inc. |
| | | | 176 | | | | | | 27,323 | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks (continued) | | ||||||||||||
Japan (continued) | | ||||||||||||
Sumitomo Electric Industries Ltd.
|
| | | | 1,787 | | | | | $ | 18,683 | | |
TDK Corp. |
| | | | 750 | | | | | | 23,489 | | |
Toyota Motor Corp. |
| | | | 9,621 | | | | | | 133,309 | | |
Yamaha Motor Co., Ltd. |
| | | | 586 | | | | | | 12,104 | | |
Total Japan |
| | | | | | | | | | 496,664 | | |
Portugal — 0.8% | | ||||||||||||
EDP — Energias de Portugal SA |
| | | | 8,383 | | | | | | 36,663 | | |
Singapore — 1.5% | | ||||||||||||
STMicroelectronics NV |
| | | | 2,101 | | | | | | 65,618 | | |
South Korea — 2.0% | | ||||||||||||
Samsung SDI Co., Ltd. |
| | | | 167 | | | | | | 86,405 | | |
Spain — 4.0% | | ||||||||||||
EDP Renovaveis SA |
| | | | 770 | | | | | | 16,218 | | |
Iberdrola SA |
| | | | 13,501 | | | | | | 137,106 | | |
Siemens Gamesa
Renewable Energy SA*
|
| | | | 689 | | | | | | 12,230 | | |
Solaria Energia y Medio Ambiente SA*
|
| | | | 528 | | | | | | 8,350 | | |
Total Spain |
| | | | | | | | | | 173,904 | | |
Sweden — 2.5% | | ||||||||||||
Thule Group AB |
| | | | 513 | | | | | | 10,102 | | |
Volvo AB, B Shares |
| | | | 6,181 | | | | | | 101,129 | | |
Total Sweden |
| | | | | | | | | | 111,231 | | |
Switzerland — 0.3% | | ||||||||||||
Stadler Rail AG |
| | | | 412 | | | | | | 12,145 | | |
Taiwan — 2.4% | | ||||||||||||
Compal Electronics, Inc. |
| | | | 16,265 | | | | | | 10,651 | | |
Delta Electronics, Inc. |
| | | | 6,186 | | | | | | 49,434 | | |
Evergreen Marine Corp Taiwan Ltd.
|
| | | | 4,943 | | | | | | 21,093 | | |
Giant Manufacturing Co., Ltd. |
| | | | 1,487 | | | | | | 9,483 | | |
Yang Ming Marine Transport Corp.
|
| | | | 7,322 | | | | | | 13,679 | | |
Total Taiwan |
| | | | | | | | | | 104,340 | | |
United Kingdom — 0.4% | | ||||||||||||
ITM Power PLC*(a)
|
| | | | 5,059 | | | | | | 4,814 | | |
National Express Group PLC*
|
| | | | 6,185 | | | | | | 12,049 | | |
Total United Kingdom |
| | | | | | | | | | 16,863 | | |
United States — 41.6% | | ||||||||||||
Advanced Micro Devices, Inc.*
|
| | | | 1,620 | | | | | | 97,297 | | |
Alphabet, Inc., Class A*
|
| | | | 1,339 | | | | | | 126,549 | | |
Apple, Inc. |
| | | | 903 | | | | | | 138,466 | | |
Aptiv PLC*
|
| | | | 864 | | | | | | 78,684 | | |
Bloom Energy Corp., Class A*
|
| | | | 470 | | | | | | 8,794 | | |
BorgWarner, Inc. |
| | | | 755 | | | | | | 28,335 | | |
Brookfield Renewable Corp., Class A
|
| | | | 552 | | | | | | 17,129 | | |
CSX Corp. |
| | | | 4,528 | | | | | | 131,584 | | |
Eaton Corp. PLC |
| | | | 1,047 | | | | | | 157,123 | | |
Edison International |
| | | | 1,221 | | | | | | 73,309 | | |
Enphase Energy, Inc.*
|
| | | | 425 | | | | | | 130,475 | | |
First Solar, Inc.*
|
| | | | 305 | | | | | | 44,399 | | |
FuelCell Energy, Inc.*
|
| | | | 2,931 | | | | | | 9,145 | | |
Intel Corp. |
| | | | 4,429 | | | | | | 125,916 | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks (continued) | | ||||||||||||
United States (continued) | | ||||||||||||
Itron, Inc.*
|
| | | | 252 | | | | | $ | 12,320 | | |
NVIDIA Corp. |
| | | | 909 | | | | | | 122,688 | | |
Plug Power, Inc.*
|
| | | | 1,658 | | | | | | 26,495 | | |
Schneider Electric SE |
| | | | 1,183 | | | | | | 149,964 | | |
SolarEdge Technologies, Inc.*
|
| | | | 176 | | | | | | 40,485 | | |
Tesla, Inc.*
|
| | | | 513 | | | | | | 116,728 | | |
Texas Instruments, Inc. |
| | | | 872 | | | | | | 140,069 | | |
Westinghouse
Air Brake Technologies Corp. |
| | | | 557 | | | | | | 51,957 | | |
Total United States |
| | | | | | | | | | 1,827,911 | | |
Total Common Stocks | | | | | | | | | | | | | |
(Cost $5,649,643) |
| | | | | | | | | | 4,250,095 | | |
Preferred Stock — 3.1% | | ||||||||||||
Germany — 3.1% | | ||||||||||||
Volkswagen AG, 5.79% | | | | | | | | | | | | | |
(Cost $208,938) |
| | | | 1,047 | | | | |
|
133,841 |
| |
Short-Term Investment — 0.1% | | ||||||||||||
Money Market Fund — 0.1% | | ||||||||||||
Dreyfus
Government Cash Management Fund, Institutional Shares, 2.91%(b)(c) (Cost $4,710) |
| | | | 4,710 | | | | |
|
4,710 |
| |
|
| | |
Shares |
| |
Value |
| |||
Total
Investments — 100.0% (Cost $5,863,291) |
| | | | | | $ | 4,388,646 | | |
Other
Assets and Liabilities, Net — (0.0)%(d) |
| | | | | | | 1,648 | | |
Net Assets — 100.0% |
| | | | | | $ | 4,390,294 | | |
|
Description |
| |
Level 1
|
| |
Level 2
|
| |
Level 3
|
| |
Total |
| ||||||||||||
Asset Valuation Inputs | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments in Securities:(e) | | | | | | | | | | | | | | | | | | | | | | | | | |
Common Stocks |
| | | $ | 4,250,095 | | | | | $ | — | | | | | $ | — | | | | | $ | 4,250,095 | | |
Preferred Stock |
| | | | 133,841 | | | | | | — | | | | | | — | | | | | | 133,841 | | |
Short-Term Investment: | | | | | | | | | | | | | | | | | | | | | | | | | |
Money Market Fund |
| | | | 4,710 | | | | | | — | | | | | | — | | | | | | 4,710 | | |
Total Investments in Securities |
| | | $ | 4,388,646 | | | | | $ | — | | | | | $ | — | | | | | $ | 4,388,646 | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks — 96.9% | | ||||||||||||
Austria — 2.1% | | ||||||||||||
ANDRITZ AG |
| | | | 261 | | | | | $ | 12,140 | | |
Mondi PLC |
| | | | 2,257 | | | | | | 38,004 | | |
Verbund AG |
| | | | 558 | | | | | | 43,706 | | |
Total Austria |
| | | | | | | | | | 93,850 | | |
Canada — 0.2% | | ||||||||||||
Ballard Power Systems, Inc.*
|
| | | | 1,524 | | | | | | 8,625 | | |
China — 3.5% | | ||||||||||||
NXP Semiconductors NV |
| | | | 872 | | | | | | 127,382 | | |
SITC International Holdings Co., Ltd.
|
| | | | 4,212 | | | | | | 6,900 | | |
Xinjiang
Goldwind Science & Technology Co., Ltd., Class H |
| | | | 23,825 | | | | | | 20,669 | | |
Total China |
| | | | | | | | | | 154,951 | | |
Denmark — 7.0% | | ||||||||||||
AP Moller — Maersk A/S, Class B
|
| | | | 50 | | | | | | 104,613 | | |
Chr Hansen Holding A/S |
| | | | 481 | | | | | | 26,718 | | |
Dfds A/S |
| | | | 345 | | | | | | 10,479 | | |
Orsted A/S |
| | | | 883 | | | | | | 72,843 | | |
Vestas Wind Systems A/S |
| | | | 4,707 | | | | | | 92,733 | | |
Total Denmark |
| | | | | | | | | | 307,386 | | |
Faroe Islands — 0.2% | | ||||||||||||
Bakkafrost P/F |
| | | | 203 | | | | | | 10,143 | | |
Finland — 0.2% | | ||||||||||||
Wartsila OYJ Abp |
| | | | 1,461 | | | | | | 9,964 | | |
France — 4.9% | | ||||||||||||
Dassault Systemes SE |
| | | | 3,114 | | | | | | 104,488 | | |
Legrand SA |
| | | | 1,180 | | | | | | 89,965 | | |
Neoen SA |
| | | | 283 | | | | | | 9,879 | | |
Societe BIC SA |
| | | | 211 | | | | | | 12,116 | | |
Total France |
| | | | | | | | | | 216,448 | | |
Germany — 6.5% | | ||||||||||||
adidas AG |
| | | | 763 | | | | | | 74,642 | | |
Encavis AG |
| | | | 517 | | | | | | 9,632 | | |
Hapag-Lloyd AG(a)
|
| | | | 45 | | | | | | 8,135 | | |
Nordex SE*
|
| | | | 1,214 | | | | | | 11,348 | | |
Siemens AG |
| | | | 1,422 | | | | | | 155,497 | | |
Zalando SE*
|
| | | | 1,110 | | | | | | 25,594 | | |
Total Germany |
| | | | | | | | | | 284,848 | | |
Ireland — 1.7% | | ||||||||||||
Kingspan Group PLC |
| | | | 714 | | | | | | 36,060 | | |
Smurfit Kappa Group PLC |
| | | | 1,210 | | | | | | 40,039 | | |
Total Ireland |
| | | | | | | | | | 76,099 | | |
Italy — 0.2% | | ||||||||||||
ERG SpA |
| | | | 352 | | | | | | 11,042 | | |
Japan — 3.8% | | ||||||||||||
Azbil Corp. |
| | | | 417 | | | | | | 11,348 | | |
Kao Corp. |
| | | | 1,563 | | | | | | 58,783 | | |
Kurita Water Industries Ltd. |
| | | | 297 | | | | | | 10,910 | | |
Nippon Yusen K.K. |
| | | | 1,800 | | | | | | 32,686 | | |
Nitto Denko Corp. |
| | | | 458 | | | | | | 24,127 | | |
TOTO Ltd. |
| | | | 340 | | | | | | 9,722 | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks (continued) | | ||||||||||||
Japan (continued) | | ||||||||||||
Yaskawa Electric Corp. |
| | | | 752 | | | | | $ | 20,895 | | |
Total Japan |
| | | | | | | | | | 168,471 | | |
Netherlands — 2.2% | | ||||||||||||
Koninklijke DSM NV |
| | | | 808 | | | | | | 95,271 | | |
Norway — 0.2% | | ||||||||||||
Leroy Seafood Group ASA |
| | | | 1,804 | | | | | | 8,294 | | |
Portugal — 1.2% | | ||||||||||||
EDP — Energias de Portugal SA |
| | | | 12,257 | | | | | | 53,605 | | |
Singapore — 2.2% | | ||||||||||||
STMicroelectronics NV |
| | | | 3,072 | | | | | | 95,944 | | |
South Korea — 0.7% | | ||||||||||||
LG Electronics, Inc. |
| | | | 532 | | | | | | 30,476 | | |
Spain — 4.1% | | ||||||||||||
EDP Renovaveis SA |
| | | | 1,126 | | | | | | 23,715 | | |
Iberdrola SA |
| | | | 13,392 | | | | | | 135,999 | | |
Siemens Gamesa Renewable Energy SA*
|
| | | | 680 | | | | | | 12,071 | | |
Solaria Energia y Medio Ambiente SA*
|
| | | | 521 | | | | | | 8,239 | | |
Total Spain |
| | | | | | | | | | 180,024 | | |
Sweden — 1.4% | | ||||||||||||
Essity AB, B Shares |
| | | | 3,001 | | | | | | 63,385 | | |
Switzerland — 3.1% | | ||||||||||||
Givaudan SA*
|
| | | | 36 | | | | | | 107,560 | | |
SIG Group AG*
|
| | | | 1,543 | | | | | | 29,665 | | |
Total Switzerland |
| | | | | | | | | | 137,225 | | |
Taiwan — 0.5% | | ||||||||||||
Yang Ming Marine Transport Corp.
|
| | | | 10,705 | | | | | | 20,000 | | |
United Kingdom — 8.0% | | ||||||||||||
Biffa PLC |
| | | | 2,668 | | | | | | 12,637 | | |
Burberry Group PLC |
| | | | 1,829 | | | | | | 38,220 | | |
DS Smith PLC |
| | | | 3,973 | | | | | | 13,275 | | |
Kingfisher PLC |
| | | | 9,133 | | | | | | 23,018 | | |
Pennon Group PLC |
| | | | 1,111 | | | | | | 10,713 | | |
Severn Trent PLC |
| | | | 1,175 | | | | | | 33,861 | | |
Spirax-Sarco Engineering PLC |
| | | | 341 | | | | | | 42,205 | | |
Unilever PLC |
| | | | 3,158 | | | | | | 144,511 | | |
United Utilities Group PLC |
| | | | 3,193 | | | | | | 34,535 | | |
Total United Kingdom |
| | | | | | | | | | 352,975 | | |
United States — 43.0% | | ||||||||||||
American Water Works Co., Inc. |
| | | | 849 | | | | | | 123,394 | | |
Analog Devices, Inc. |
| | | | 924 | | | | | | 131,781 | | |
Avangrid, Inc. |
| | | | 244 | | | | | | 9,926 | | |
Badger Meter, Inc. |
| | | | 126 | | | | | | 14,172 | | |
Ball Corp. |
| | | | 1,465 | | | | | | 72,356 | | |
Crown Holdings, Inc. |
| | | | 560 | | | | | | 38,410 | | |
Ecolab, Inc. |
| | | | 887 | | | | | | 139,321 | | |
Enphase Energy, Inc.*
|
| | | | 508 | | | | | | 155,956 | | |
First Solar, Inc.*
|
| | | | 448 | | | | | | 65,215 | | |
Graphic Packaging Holding Co. |
| | | | 1,433 | | | | | | 32,902 | | |
Intel Corp. |
| | | | 4,393 | | | | | | 124,893 | | |
Microsoft Corp. |
| | | | 547 | | | | | | 126,975 | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks (continued) | | ||||||||||||
United States (continued) | | ||||||||||||
NIKE, Inc., Class B |
| | | | 1,353 | | | | | $ | 125,396 | | |
O-I Glass, Inc.*
|
| | | | 899 | | | | | | 14,663 | | |
Ormat Technologies, Inc. |
| | | | 262 | | | | | | 23,698 | | |
Rockwell Automation, Inc. |
| | | | 542 | | | | | | 138,373 | | |
Schneider Electric SE |
| | | | 1,173 | | | | | | 148,696 | | |
Skyworks Solutions, Inc. |
| | | | 753 | | | | | | 64,766 | | |
SolarEdge Technologies, Inc.*
|
| | | | 259 | | | | | | 59,578 | | |
Sunrun, Inc.*
|
| | | | 940 | | | | | | 21,159 | | |
Texas Instruments, Inc. |
| | | | 865 | | | | | | 138,945 | | |
WillScot Mobile Mini Holdings Corp.*
|
| | | | 976 | | | | | | 41,509 | | |
Xylem, Inc. |
| | | | 838 | | | | | | 85,836 | | |
Total United States |
| | | | | | | | | | 1,897,920 | | |
Total
Common Stocks (Cost $5,366,110) |
| | | | | | | | | | 4,276,946 | | |
Preferred Stock — 2.9% | | ||||||||||||
Germany — 2.9% | | ||||||||||||
Henkel AG & Co. KGaA, 2.96% | | | | ||||||||||
(Cost $152,873) |
| | | | 1,988 | | | | |
|
125,317 |
| |
Short-Term Investments — 0.2% | | ||||||||||||
Money Market Funds — 0.2% | | ||||||||||||
Dreyfus
Government Cash Management Fund, Institutional Shares, 2.91%(b)(c)
|
| | | | 5,800 | | | | | | 5,800 | | |
| | |
Shares |
| |
Value |
| ||||||
Short-Term Investments (continued) | | ||||||||||||
Money Market Funds (continued) | | ||||||||||||
Dreyfus
Institutional Preferred Government Money Market Fund, Institutional Shares, 3.09%(b) |
| | | | 2,785 | | | | | $ | 2,785 | | |
Total
Short-Term Investments (Cost $8,585) |
| | | | | | | | | | 8,585 | | |
Total Investments — 100.0% | | ||||||||||||
(Cost $5,527,568) |
| | | | | | | | | | 4,410,848 | | |
Other
Assets and Liabilities, Net — 0.0%(d) |
| | | | | | | | | | 1,805 | | |
Net Assets — 100.0% |
| | | | | | | | | $ | 4,412,653 | | |
|
Description |
| |
Level 1
|
| |
Level 2
|
| |
Level 3
|
| |
Total |
| ||||||||||||
Asset Valuation Inputs | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments in Securities:(e) | | | | | | | | | | | | | | | | | | | | | | | | | |
Common Stocks |
| | | $ | 4,276,946 | | | | | $ | — | | | | | $ | — | | | | | $ | 4,276,946 | | |
Preferred Stock |
| | | | 125,317 | | | | | | — | | | | | | — | | | | | | 125,317 | | |
Short-Term Investments: | | | | | | | | | | | | | | | | | | | | | | | | | |
Money Market Funds |
| | | | 8,585 | | | | | | — | | | | | | — | | | | | | 8,585 | | |
Total Investments in Securities |
| | | $ | 4,410,848 | | | | | $ | — | | | | | $ | — | | | | | $ | 4,410,848 | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks — 98.2% | | ||||||||||||
Belgium — 0.3% | | ||||||||||||
UCB SA |
| | | | 140 | | | | | $ | 10,560 | | |
China — 6.0% | | ||||||||||||
Alibaba Group Holding Ltd.*
|
| | | | 4,020 | | | | | | 31,469 | | |
Baidu, Inc., Class A*
|
| | | | 1,280 | | | | | | 12,246 | | |
BeiGene Ltd.*
|
| | | | 632 | | | | | | 7,971 | | |
BYD Co., Ltd., Class H |
| | | | 290 | | | | | | 6,491 | | |
China Energy
Engineering Corp. Ltd., Class H |
| | | | 54,770 | | | | | | 5,512 | | |
China
Petroleum & Chemical Corp., Class H |
| | | | 20,630 | | | | | | 8,147 | | |
China Railway Group Ltd., Class H
|
| | | | 38,304 | | | | | | 16,639 | | |
Haier Smart Home Co., Ltd., Class H
|
| | | | 2,258 | | | | | | 5,649 | | |
JD.com, Inc., Class A |
| | | | 457 | | | | | | 8,447 | | |
Kuaishou Technology*
|
| | | | 1,617 | | | | | | 6,653 | | |
Lenovo Group Ltd. |
| | | | 13,873 | | | | | | 11,099 | | |
Meituan, Class B*
|
| | | | 694 | | | | | | 11,033 | | |
Metallurgical Corp of
China Ltd., Class H |
| | | | 73,938 | | | | | | 11,774 | | |
NetEase, Inc. |
| | | | 686 | | | | | | 7,481 | | |
NXP Semiconductors NV |
| | | | 65 | | | | | | 9,495 | | |
PetroChina Co., Ltd., Class H
|
| | | | 30,361 | | | | | | 11,603 | | |
Tencent Holdings Ltd. |
| | | | 1,221 | | | | | | 31,980 | | |
Weichai Power Co., Ltd., Class H
|
| | | | 4,266 | | | | | | 4,087 | | |
Xiaomi Corp., Class B*
|
| | | | 8,714 | | | | | | 9,780 | | |
ZTE Corp., Class H |
| | | | 6,435 | | | | | | 11,477 | | |
Total China |
| | | | | | | | | | 229,033 | | |
Denmark — 0.5% | | ||||||||||||
Novo Nordisk A/S, Class B |
| | | | 155 | | | | | | 16,855 | | |
Finland — 0.6% | | ||||||||||||
Nokia OYJ |
| | | | 5,308 | | | | | | 23,644 | | |
France — 2.3% | | ||||||||||||
Airbus SE |
| | | | 172 | | | | | | 18,628 | | |
Dassault Systemes SE |
| | | | 159 | | | | | | 5,335 | | |
L’Oreal SA |
| | | | 18 | | | | | | 5,659 | | |
Renault SA*
|
| | | | 205 | | | | | | 6,315 | | |
Sanofi |
| | | | 434 | | | | | | 37,460 | | |
Thales SA |
| | | | 51 | | | | | | 6,485 | | |
Valeo |
| | | | 376 | | | | | | 6,202 | | |
Total France |
| | | | | | | | | | 86,084 | | |
Germany — 7.1% | | ||||||||||||
BASF SE |
| | | | 319 | | | | | | 14,325 | | |
Bayer AG |
| | | | 653 | | | | | | 34,348 | | |
Bayerische Motoren Werke AG |
| | | | 519 | | | | | | 40,790 | | |
Continental AG |
| | | | 391 | | | | | | 20,281 | | |
Daimler Truck Holding AG*
|
| | | | 337 | | | | | | 8,993 | | |
Infineon Technologies AG |
| | | | 404 | | | | | | 9,839 | | |
Mercedes-Benz Group AG |
| | | | 534 | | | | | | 30,928 | | |
Merck KGaA |
| | | | 84 | | | | | | 13,698 | | |
SAP SE |
| | | | 386 | | | | | | 37,261 | | |
Siemens AG |
| | | | 314 | | | | | | 34,336 | | |
Siemens Energy AG |
| | | | 520 | | | | | | 6,072 | | |
Siemens Healthineers AG |
| | | | 228 | | | | | | 10,496 | | |
Traton SE |
| | | | 675 | | | | | | 8,426 | | |
Total Germany |
| | | | | | | | | | 269,793 | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks (continued) | | ||||||||||||
Israel — 0.1% | | ||||||||||||
Teva Pharmaceutical Industries Ltd.*
|
| | | | 524 | | | | | $ | 4,708 | | |
Italy — 0.4% | | ||||||||||||
Leonardo SpA |
| | | | 1,182 | | | | | | 9,500 | | |
Telecom Italia SpA*
|
| | | | 35,407 | | | | | | 6,933 | | |
Total Italy |
| | | | | | | | | | 16,433 | | |
Japan — 9.6% | | ||||||||||||
Aisin Corp. |
| | | | 314 | | | | | | 8,059 | | |
Astellas Pharma, Inc. |
| | | | 826 | | | | | | 11,373 | | |
Canon, Inc. |
| | | | 553 | | | | | | 11,735 | | |
Chugai Pharmaceutical Co., Ltd. |
| | | | 242 | | | | | | 5,617 | | |
Daiichi Sankyo Co., Ltd. |
| | | | 412 | | | | | | 13,214 | | |
Denso Corp. |
| | | | 427 | | | | | | 21,230 | | |
Eisai Co., Ltd. |
| | | | 175 | | | | | | 10,566 | | |
FUJIFILM Holdings Corp. |
| | | | 136 | | | | | | 6,239 | | |
Hitachi Ltd. |
| | | | 296 | | | | | | 13,462 | | |
Honda Motor Co., Ltd. |
| | | | 1,405 | | | | | | 31,884 | | |
Isuzu Motors Ltd. |
| | | | 399 | | | | | | 4,682 | | |
Mitsubishi Chemical Group Corp. |
| | | | 1,404 | | | | | | 6,349 | | |
Mitsubishi Electric Corp. |
| | | | 907 | | | | | | 7,994 | | |
Murata Manufacturing Co., Ltd. |
| | | | 96 | | | | | | 4,715 | | |
NEC Corp. |
| | | | 163 | | | | | | 5,401 | | |
Nippon Telegraph & Telephone Corp.
|
| | | | 410 | | | | | | 11,293 | | |
Nissan Motor Co., Ltd. |
| | | | 4,421 | | | | | | 14,111 | | |
Otsuka Holdings Co., Ltd. |
| | | | 351 | | | | | | 11,255 | | |
Panasonic Holdings Corp. |
| | | | 1,855 | | | | | | 13,285 | | |
Renesas Electronics Corp.*
|
| | | | 881 | | | | | | 7,388 | | |
SoftBank Group Corp. |
| | | | 232 | | | | | | 9,990 | | |
Sony Group Corp. |
| | | | 385 | | | | | | 25,871 | | |
Sumitomo Chemical Co., Ltd. |
| | | | 2,062 | | | | | | 6,950 | | |
Sumitomo Electric Industries Ltd.
|
| | | | 483 | | | | | | 5,050 | | |
Suzuki Motor Corp. |
| | | | 212 | | | | | | 7,160 | | |
Takeda Pharmaceutical Co., Ltd. |
| | | | 879 | | | | | | 23,170 | | |
TDK Corp. |
| | | | 212 | | | | | | 6,640 | | |
Tokyo Electron Ltd. |
| | | | 25 | | | | | | 6,642 | | |
Toshiba Corp. |
| | | | 193 | | | | | | 6,727 | | |
Toyota Motor Corp. |
| | | | 3,541 | | | | | | 49,064 | | |
Total Japan |
| | | | | | | | | | 367,116 | | |
Netherlands — 0.6% | | ||||||||||||
ASML Holding NV |
| | | | 34 | | | | | | 16,063 | | |
Koninklijke Philips NV |
| | | | 603 | | | | | | 7,639 | | |
Total Netherlands |
| | | | | | | | | | 23,702 | | |
Singapore — 0.2% | | ||||||||||||
STMicroelectronics NV |
| | | | 229 | | | | | | 7,152 | | |
South Korea — 4.1% | | ||||||||||||
Hyundai Mobis Co., Ltd. |
| | | | 36 | | | | | | 5,535 | | |
Hyundai Motor Co. |
| | | | 57 | | | | | | 6,583 | | |
Kia Corp. |
| | | | 99 | | | | | | 4,608 | | |
LG Display Co., Ltd. |
| | | | 521 | | | | | | 4,663 | | |
LG Electronics, Inc. |
| | | | 207 | | | | | | 11,858 | | |
NAVER Corp. |
| | | | 45 | | | | | | 5,355 | | |
Samsung Electronics Co., Ltd. |
| | | | 2,475 | | | | | | 103,208 | | |
SK Hynix, Inc. |
| | | | 264 | | | | | | 15,327 | | |
Total South Korea |
| | | | | | | | | | 157,137 | | |
|
| | |
Shares |
| |
Value |
| ||||||
Common Stocks (continued) | | ||||||||||||
Spain — 0.1% | | ||||||||||||
Telefonica SA |
| | | | 1,306 | | | | | $ | 4,498 | | |
Sweden — 0.8% | | ||||||||||||
Telefonaktiebolaget LM
Ericsson, B Shares |
| | | | 3,643 | | | | | | 20,242 | | |
Volvo AB, B Shares |
| | | | 684 | | | | | | 11,191 | | |
Total Sweden |
| | | | | | | | | | 31,433 | | |
Switzerland — 1.4% | | ||||||||||||
ABB Ltd. |
| | | | 224 | | | | | | 6,231 | | |
Accelleron Industries AG*
|
| | | | 11 | | | | | | 187 | | |
Novartis AG |
| | | | 590 | | | | | | 47,695 | | |
Total Switzerland |
| | | | | | | | | | 54,113 | | |
Taiwan — 1.7% | | ||||||||||||
Delta Electronics, Inc. |
| | | | 562 | | | | | | 4,491 | | |
Hon Hai Precision Industry Co., Ltd.
|
| | | | 5,536 | | | | | | 17,610 | | |
MediaTek, Inc. |
| | | | 1,023 | | | | | | 18,732 | | |
Realtek Semiconductor Corp. |
| | | | 557 | | | | | | 4,408 | | |
Taiwan
Semiconductor Manufacturing Co., Ltd. |
| | | | 1,648 | | | | | | 19,946 | | |
Total Taiwan |
| | | | | | | | | | 65,187 | | |
United Kingdom — 1.4% | | ||||||||||||
AstraZeneca PLC |
| | | | 408 | | | | | | 48,168 | | |
Unilever PLC |
| | | | 114 | | | | | | 5,217 | | |
Total United Kingdom |
| | | | | | | | | | 53,385 | | |
United States — 61.0% | | ||||||||||||
3M Co. |
| | | | 83 | | | | | | 10,441 | | |
Abbott Laboratories |
| | | | 138 | | | | | | 13,654 | | |
AbbVie, Inc. |
| | | | 233 | | | | | | 34,111 | | |
Activision Blizzard, Inc. |
| | | | 88 | | | | | | 6,406 | | |
Adobe, Inc.*
|
| | | | 48 | | | | | | 15,288 | | |
Advanced Micro Devices, Inc.*
|
| | | | 261 | | | | | | 15,676 | | |
Airbnb, Inc., Class A*
|
| | | | 62 | | | | | | 6,628 | | |
Alphabet, Inc., Class A*
|
| | | | 1,742 | | | | | | 164,636 | | |
Amazon.com, Inc.*
|
| | | | 1,883 | | | | | | 192,895 | | |
Amgen, Inc. |
| | | | 106 | | | | | | 28,657 | | |
Analog Devices, Inc. |
| | | | 57 | | | | | | 8,129 | | |
Apple, Inc. |
| | | | 849 | | | | | | 130,186 | | |
Applied Materials, Inc. |
| | | | 152 | | | | | | 13,420 | | |
Aptiv PLC*
|
| | | | 56 | | | | | | 5,100 | | |
AT&T, Inc. |
| | | | 465 | | | | | | 8,477 | | |
Atlassian Corp., Class A*
|
| | | | 29 | | | | | | 5,879 | | |
Autodesk, Inc.*
|
| | | | 30 | | | | | | 6,429 | | |
Becton Dickinson and Co. |
| | | | 28 | | | | | | 6,607 | | |
Biogen, Inc.*
|
| | | | 54 | | | | | | 15,306 | | |
Block, Inc.*
|
| | | | 134 | | | | | | 8,049 | | |
Boeing Co. (The)*
|
| | | | 92 | | | | | | 13,111 | | |
Boston Scientific Corp.*
|
| | | | 157 | | | | | | 6,768 | | |
Bristol-Myers Squibb Co. |
| | | | 744 | | | | | | 57,638 | | |
Broadcom, Inc. |
| | | | 50 | | | | | | 23,506 | | |
Cadence Design Systems, Inc.*
|
| | | | 36 | | | | | | 5,450 | | |
Caterpillar, Inc. |
| | | | 51 | | | | | | 11,039 | | |
Cisco Systems, Inc. |
| | | | 800 | | | | | | 36,344 | | |
Corning, Inc. |
| | | | 161 | | | | | | 5,179 | | |
Corteva, Inc. |
| | | | 98 | | | | | | 6,403 | | |
CSL Ltd. |
| | | | 31 | | | | | | 5,560 | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks (continued) | | ||||||||||||
United States (continued) | | ||||||||||||
Cummins, Inc. |
| | | | 28 | | | | | $ | 6,846 | | |
Danaher Corp. |
| | | | 33 | | | | | | 8,305 | | |
Deere & Co. |
| | | | 26 | | | | | | 10,291 | | |
Dell Technologies, Inc., Class C
|
| | | | 445 | | | | | | 17,088 | | |
eBay, Inc. |
| | | | 160 | | | | | | 6,374 | | |
Edwards Lifesciences Corp.*
|
| | | | 52 | | | | | | 3,766 | | |
Electronic Arts, Inc. |
| | | | 95 | | | | | | 11,966 | | |
Eli Lilly & Co. |
| | | | 117 | | | | | | 42,365 | | |
Expedia Group, Inc.*
|
| | | | 55 | | | | | | 5,141 | | |
Ford Motor Co. |
| | | | 2,641 | | | | | | 35,310 | | |
General Electric Co. |
| | | | 206 | | | | | | 16,029 | | |
General Motors Co. |
| | | | 1,011 | | | | | | 39,682 | | |
Gilead Sciences, Inc. |
| | | | 425 | | | | | | 33,346 | | |
GSK PLC |
| | | | 2,406 | | | | | | 39,580 | | |
Hewlett Packard Enterprise Co. |
| | | | 788 | | | | | | 11,245 | | |
Honeywell International, Inc. |
| | | | 38 | | | | | | 7,753 | | |
HP, Inc. |
| | | | 308 | | | | | | 8,507 | | |
Illumina, Inc.*
|
| | | | 37 | | | | | | 8,466 | | |
Incyte Corp.*
|
| | | | 112 | | | | | | 8,326 | | |
Intel Corp. |
| | | | 2,877 | | | | | | 81,793 | | |
International Business Machines Corp.
|
| | | | 263 | | | | | | 36,370 | | |
Intuit, Inc. |
| | | | 28 | | | | | | 11,970 | | |
Johnson & Johnson |
| | | | 470 | | | | | | 81,766 | | |
Juniper Networks, Inc. |
| | | | 185 | | | | | | 5,661 | | |
KLA Corp. |
| | | | 17 | | | | | | 5,380 | | |
Lam Research Corp. |
| | | | 20 | | | | | | 8,096 | | |
Lockheed Martin Corp. |
| | | | 19 | | | | | | 9,247 | | |
Marvell Technology, Inc. |
| | | | 182 | | | | | | 7,222 | | |
Medtronic PLC |
| | | | 152 | | | | | | 13,276 | | |
Merck & Co., Inc. |
| | | | 626 | | | | | | 63,351 | | |
Meta Platforms, Inc., Class A*
|
| | | | 1,030 | | | | | | 95,955 | | |
Microchip Technology, Inc. |
| | | | 79 | | | | | | 4,877 | | |
Micron Technology, Inc. |
| | | | 291 | | | | | | 15,743 | | |
Microsoft Corp. |
| | | | 507 | | | | | | 117,690 | | |
Moderna, Inc.*
|
| | | | 79 | | | | | | 11,876 | | |
Nestle SA |
| | | | 84 | | | | | | 9,153 | | |
NetApp, Inc. |
| | | | 67 | | | | | | 4,641 | | |
Netflix, Inc.*
|
| | | | 55 | | | | | | 16,053 | | |
Northrop Grumman Corp. |
| | | | 12 | | | | | | 6,588 | | |
NVIDIA Corp. |
| | | | 242 | | | | | | 32,663 | | |
Oracle Corp. |
| | | | 561 | | | | | | 43,797 | | |
Palo Alto Networks, Inc.*
|
| | | | 41 | | | | | | 7,035 | | |
PayPal Holdings, Inc.*
|
| | | | 173 | | | | | | 14,459 | | |
Pfizer, Inc. |
| | | | 1,609 | | | | | | 74,899 | | |
Procter & Gamble Co. (The) |
| | | | 74 | | | | | | 9,966 | | |
QUALCOMM, Inc. |
| | | | 320 | | | | | | 37,651 | | |
Raytheon Technologies Corp. |
| | | | 169 | | | | | | 16,025 | | |
Regeneron Pharmaceuticals, Inc.*
|
| | | | 20 | | | | | | 14,975 | | |
Rivian Automotive, Inc.,
Class A*(a)
|
| | | | 292 | | | | | | 10,211 | | |
Roche Holding AG |
| | | | 222 | | | | | | 73,771 | | |
Salesforce, Inc.*
|
| | | | 172 | | | | | | 27,966 | | |
Schneider Electric SE |
| | | | 69 | | | | | | 8,747 | | |
Seagate Technology Holdings PLC |
| | | | 76 | | | | | | 3,774 | | |
Seagen, Inc.*
|
| | | | 49 | | | | | | 6,231 | | |
ServiceNow, Inc.*
|
| | | | 19 | | | | | | 7,994 | | |
Splunk, Inc.*
|
| | | | 58 | | | | | | 4,820 | | |
Spotify Technology SA*
|
| | | | 59 | | | | | | 4,754 | | |
Stellantis NV*
|
| | | | 2,132 | | | | | | 28,784 | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks (continued) | | ||||||||||||
United States (continued) | | ||||||||||||
Stryker Corp. |
| | | | 32 | | | | | $ | 7,336 | | |
Synopsys, Inc.*
|
| | | | 26 | | | | | | 7,606 | | |
Tesla, Inc.*
|
| | | | 49 | | | | | | 11,149 | | |
Texas Instruments, Inc. |
| | | | 48 | | | | | | 7,710 | | |
Thermo Fisher Scientific, Inc. |
| | | | 14 | | | | | | 7,196 | | |
Twilio, Inc., Class A*
|
| | | | 65 | | | | | | 4,834 | | |
Uber Technologies, Inc.*
|
| | | | 375 | | | | | | 9,964 | | |
Vertex Pharmaceuticals, Inc.*
|
| | | | 43 | | | | | | 13,416 | | |
VMware, Inc., Class A |
| | | | 142 | | | | | | 15,979 | | |
Western Digital Corp.*
|
| | | | 316 | | | | | | 10,861 | | |
Workday, Inc., Class A*
|
| | | | 69 | | | | | | 10,752 | | |
Total United States |
| | | | | | | | | | 2,329,391 | | |
Total
Common Stocks (Cost $4,784,723) |
| | | | | | | | | | 3,750,224 | | |
Preferred Stock — 1.7% | | ||||||||||||
Germany — 1.7% | | ||||||||||||
Volkswagen
AG, 5.79% (Cost $101,923) |
| | | | 525 | | | | |
|
67,112 |
| |
|
| | |
Shares |
| |
Value |
| |||
Total
Investments — 99.9% (Cost $4,886,646) |
| | | | | | $ | 3,817,336 | | |
Other
Assets and Liabilities, Net — 0.1% |
| | | | | | | 2,424 | | |
Net Assets — 100.0% |
| | | | | | $ | 3,819,760 | | |
|
Description |
| |
Level 1
|
| |
Level 2
|
| |
Level 3
|
| |
Total |
| ||||||||||||
Asset Valuation Inputs | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments in Securities:(b) | | | | | | | | | | | | | | | | | | | | | | | | | |
Common Stocks |
| | | $ | 3,750,224 | | | | | $ | — | | | | | $ | — | | | | | $ | 3,750,224 | | |
Preferred Stock |
| | | | 67,112 | | | | | | — | | | | | | — | | | | | | 67,112 | | |
Total Investments in Securities |
| | | $ | 3,817,336 | | | | | $ | — | | | | | $ | — | | | | | $ | 3,817,336 | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks — 99.9% | | ||||||||||||
Communication Services — 12.6% | | | | ||||||||||
Activision Blizzard, Inc. |
| | | | 174 | | | | | $ | 12,667 | | |
Alphabet, Inc., Class A*
|
| | | | 2,956 | | | | | | 279,371 | | |
AT&T, Inc. |
| | | | 920 | | | | | | 16,772 | | |
Electronic Arts, Inc. |
| | | | 188 | | | | | | 23,680 | | |
Meta Platforms, Inc., Class A*
|
| | | | 1,381 | | | | | | 128,654 | | |
Netflix, Inc.*
|
| | | | 109 | | | | | | 31,815 | | |
Pinterest, Inc., Class A*
|
| | | | 326 | | | | | | 8,020 | | |
Spotify Technology SA*
|
| | | | 117 | | | | | | 9,428 | | |
Total Communication Services |
| | | | | | | | | | 510,407 | | |
Consumer Discretionary — 12.8% | | ||||||||||||
Airbnb, Inc., Class A*
|
| | | | 124 | | | | | | 13,257 | | |
Amazon.com, Inc.*
|
| | | | 2,678 | | | | | | 274,334 | | |
Aptiv PLC*
|
| | | | 112 | | | | | | 10,200 | | |
eBay, Inc. |
| | | | 317 | | | | | | 12,629 | | |
Expedia Group, Inc.*
|
| | | | 110 | | | | | | 10,282 | | |
Ford Motor Co. |
| | | | 5,226 | | | | | | 69,871 | | |
Garmin Ltd. |
| | | | 100 | | | | | | 8,804 | | |
General Motors Co. |
| | | | 2,000 | | | | | | 78,500 | | |
Rivian Automotive, Inc.,
Class A*(a)
|
| | | | 578 | | | | | | 20,213 | | |
Tesla, Inc.*
|
| | | | 96 | | | | | | 21,844 | | |
Total Consumer Discretionary |
| | | | | | | | | | 519,934 | | |
Consumer Staples — 0.5% | | | | ||||||||||
Procter & Gamble Co. (The) |
| | | | 146 | | | | | | 19,662 | | |
Energy — 0.3% | | | | ||||||||||
Exxon Mobil Corp. |
| | | | 92 | | | | | | 10,194 | | |
Health Care — 27.8% | | | | ||||||||||
Abbott Laboratories |
| | | | 274 | | | | | | 27,110 | | |
AbbVie, Inc. |
| | | | 461 | | | | | | 67,490 | | |
Amgen, Inc. |
| | | | 209 | | | | | | 56,503 | | |
Becton Dickinson and Co. |
| | | | 55 | | | | | | 12,978 | | |
Biogen, Inc.*
|
| | | | 107 | | | | | | 30,328 | | |
Boston Scientific Corp.*
|
| | | | 312 | | | | | | 13,450 | | |
Bristol-Myers Squibb Co. |
| | | | 1,472 | | | | | | 114,036 | | |
Danaher Corp. |
| | | | 66 | | | | | | 16,610 | | |
Edwards Lifesciences Corp.*
|
| | | | 103 | | | | | | 7,460 | | |
Eli Lilly & Co. |
| | | | 231 | | | | | | 83,643 | | |
Gilead Sciences, Inc. |
| | | | 841 | | | | | | 65,985 | | |
Illumina, Inc.*
|
| | | | 73 | | | | | | 16,704 | | |
Incyte Corp.*
|
| | | | 222 | | | | | | 16,504 | | |
Johnson & Johnson |
| | | | 931 | | | | | | 161,966 | | |
Medtronic PLC |
| | | | 300 | | | | | | 26,202 | | |
Merck & Co., Inc. |
| | | | 1,239 | | | | | | 125,387 | | |
Moderna, Inc.*
|
| | | | 157 | | | | | | 23,602 | | |
Novavax, Inc.*
|
| | | | 680 | | | | | | 15,144 | | |
Pfizer, Inc. |
| | | | 3,184 | | | | | | 148,215 | | |
Regeneron Pharmaceuticals, Inc.*
|
| | | | 40 | | | | | | 29,950 | | |
Seagen, Inc.*
|
| | | | 97 | | | | | | 12,335 | | |
Stryker Corp. |
| | | | 64 | | | | | | 14,671 | | |
Thermo Fisher Scientific, Inc. |
| | | | 28 | | | | | | 14,391 | | |
Vertex Pharmaceuticals, Inc.*
|
| | | | 86 | | | | | | 26,832 | | |
Total Health Care |
| | | | | | | | | | 1,127,496 | | |
Industrials — 5.7% | | | | ||||||||||
3M Co. |
| | | | 165 | | | | | | 20,755 | | |
Boeing Co. (The)*
|
| | | | 181 | | | | | | 25,794 | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks (continued) | | ||||||||||||
Industrials (continued) | | | | ||||||||||
Caterpillar, Inc. |
| | | | 102 | | | | | $ | 22,079 | | |
Cummins, Inc. |
| | | | 55 | | | | | | 13,448 | | |
Deere & Co. |
| | | | 51 | | | | | | 20,187 | | |
General Electric Co. |
| | | | 407 | | | | | | 31,669 | | |
Honeywell International, Inc. |
| | | | 76 | | | | | | 15,506 | | |
Lockheed Martin Corp. |
| | | | 37 | | | | | | 18,007 | | |
Northrop Grumman Corp. |
| | | | 23 | | | | | | 12,627 | | |
Raytheon Technologies Corp. |
| | | | 335 | | | | | | 31,765 | | |
Uber Technologies, Inc.*
|
| | | | 742 | | | | | | 19,715 | | |
Total Industrials |
| | | | | | | | | | 231,552 | | |
Information Technology — 39.3% | | | | ||||||||||
Adobe, Inc.*
|
| | | | 90 | | | | | | 28,665 | | |
Advanced Micro Devices, Inc.*
|
| | | | 489 | | | | | | 29,369 | | |
Analog Devices, Inc. |
| | | | 106 | | | | | | 15,118 | | |
Apple, Inc. |
| | | | 1,592 | | | | | | 244,117 | | |
Applied Materials, Inc. |
| | | | 285 | | | | | | 25,163 | | |
Atlassian Corp., Class A*
|
| | | | 54 | | | | | | 10,947 | | |
Autodesk, Inc.*
|
| | | | 57 | | | | | | 12,215 | | |
Block, Inc.*
|
| | | | 266 | | | | | | 15,979 | | |
Broadcom, Inc. |
| | | | 93 | | | | | | 43,721 | | |
Cadence Design Systems, Inc.*
|
| | | | 67 | | | | | | 10,143 | | |
Cisco Systems, Inc. |
| | | | 1,583 | | | | | | 71,916 | | |
Corning, Inc. |
| | | | 302 | | | | | | 9,715 | | |
Dell Technologies, Inc., Class C
|
| | | | 834 | | | | | | 32,026 | | |
Hewlett Packard Enterprise Co. |
| | | | 1,478 | | | | | | 21,091 | | |
HP, Inc. |
| | | | 578 | | | | | | 15,964 | | |
Intel Corp. |
| | | | 5,396 | | | | | | 153,408 | | |
International Business Machines Corp.
|
| | | | 492 | | | | | | 68,039 | | |
Intuit, Inc. |
| | | | 53 | | | | | | 22,657 | | |
Juniper Networks, Inc. |
| | | | 366 | | | | | | 11,200 | | |
KLA Corp. |
| | | | 31 | | | | | | 9,810 | | |
Lam Research Corp. |
| | | | 37 | | | | | | 14,977 | | |
Marvell Technology, Inc. |
| | | | 341 | | | | | | 13,531 | | |
Microchip Technology, Inc. |
| | | | 147 | | | | | | 9,076 | | |
Micron Technology, Inc. |
| | | | 546 | | | | | | 29,539 | | |
Microsoft Corp. |
| | | | 951 | | | | | | 220,756 | | |
NetApp, Inc. |
| | | | 126 | | | | | | 8,728 | | |
NVIDIA Corp. |
| | | | 454 | | | | | | 61,276 | | |
Oracle Corp. |
| | | | 1,052 | | | | | | 82,130 | | |
Palo Alto Networks, Inc.*
|
| | | | 77 | | | | | | 13,212 | | |
PayPal Holdings, Inc.*
|
| | | | 343 | | | | | | 28,668 | | |
QUALCOMM, Inc. |
| | | | 600 | | | | | | 70,596 | | |
Salesforce, Inc.*
|
| | | | 322 | | | | | | 52,354 | | |
ServiceNow, Inc.*
|
| | | | 36 | | | | | | 15,147 | | |
Splunk, Inc.*
|
| | | | 108 | | | | | | 8,976 | | |
Synopsys, Inc.*
|
| | | | 49 | | | | | | 14,335 | | |
Texas Instruments, Inc. |
| | | | 91 | | | | | | 14,617 | | |
Twilio, Inc., Class A*
|
| | | | 122 | | | | | | 9,073 | | |
Unity Software, Inc.*(a)
|
| | | | 220 | | | | | | 6,490 | | |
VMware, Inc., Class A |
| | | | 265 | | | | | | 29,820 | | |
Western Digital Corp.*
|
| | | | 593 | | | | | | 20,381 | | |
Workday, Inc., Class A*
|
| | | | 130 | | | | | | 20,257 | | |
Total Information Technology |
| | | | | | | | | | 1,595,202 | | |
Materials — 0.9% | | | | ||||||||||
Corteva, Inc. |
| | | | 194 | | | | | | 12,676 | | |
Dow, Inc. |
| | | | 190 | | | | | | 8,881 | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks (continued) | | ||||||||||||
Materials (continued) | | | | ||||||||||
Ginkgo Bioworks Holdings, Inc.*(a)
|
| | | | 5,492 | | | | | $ | 14,993 | | |
Total Materials |
| | | | | | | | | | 36,550 | | |
Total
Common Stocks (Cost $4,955,195) |
| | | | | | | | | | 4,050,997 | | |
Short-Term Investment — 0.0%(b) | | ||||||||||||
Money Market Fund — 0.0%(b) | | ||||||||||||
Dreyfus
Government Cash Management Fund, Institutional Shares, 2.91%(c)(d) (Cost $1,216) |
| | | | 1,216 | | | | |
|
1,216 |
| |
Total
Investments — 99.9% (Cost $4,956,411) |
| | | | | | | | | | 4,052,213 | | |
Other
Assets and Liabilities, Net — 0.1% |
| | | | | | | | | | 3,052 | | |
Net Assets — 100.0% | | | | | | | | | | $ | 4,055,265 | | |
|
Description |
| |
Level 1
|
| |
Level 2
|
| |
Level 3
|
| |
Total |
| ||||||||||||
Asset Valuation Inputs | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments in Securities:(e) | | | | | | | | | | | | | | | | | | | | | | | | | |
Common Stocks |
| | | $ | 4,050,997 | | | | | $ | — | | | | | $ | — | | | | | $ | 4,050,997 | | |
Short-Term Investment: | | | | | | | | | | | | | | | | | | | | | | | | | |
Money Market Fund |
| | | | 1,216 | | | | | | — | | | | | | — | | | | | | 1,216 | | |
Total Investments in Securities |
| | | $ | 4,052,213 | | | | | $ | — | | | | | $ | — | | | | | $ | 4,052,213 | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks — 99.8% | | ||||||||||||
Communication Services — 9.1% | | ||||||||||||
Electronic Arts, Inc. |
| | | | 1,178 | | | | | $ | 148,381 | | |
Pinterest, Inc., Class A*
|
| | | | 1,231 | | | | | | 30,282 | | |
Playtika Holding Corp.*
|
| | | | 2,815 | | | | | | 26,602 | | |
ROBLOX Corp., Class A*(a)
|
| | | | 1,127 | | | | | | 50,422 | | |
Roku, Inc.*
|
| | | | 540 | | | | | | 29,992 | | |
Spotify Technology SA*
|
| | | | 731 | | | | | | 58,904 | | |
Take-Two Interactive Software, Inc.*
|
| | | | 249 | | | | | | 29,501 | | |
Total Communication Services |
| | | | | | | | | | 374,084 | | |
Consumer Discretionary — 12.9% | | ||||||||||||
Aptiv PLC*
|
| | | | 701 | | | | | | 63,840 | | |
BorgWarner, Inc. |
| | | | 1,297 | | | | | | 48,677 | | |
DoorDash, Inc., Class A*
|
| | | | 364 | | | | | | 15,845 | | |
eBay, Inc. |
| | | | 1,988 | | | | | | 79,202 | | |
Expedia Group, Inc.*
|
| | | | 688 | | | | | | 64,307 | | |
Garmin Ltd. |
| | | | 626 | | | | | | 55,113 | | |
Lucid Group, Inc.*(a)
|
| | | | 3,108 | | | | | | 44,413 | | |
Rivian Automotive, Inc.,
Class A*(a)
|
| | | | 3,624 | | | | | | 126,731 | | |
Whirlpool Corp. |
| | | | 212 | | | | | | 29,307 | | |
Total Consumer Discretionary |
| | | | | | | | | | 527,435 | | |
Energy — 0.9% | | ||||||||||||
Baker Hughes Co. |
| | | | 1,312 | | | | | | 36,290 | | |
Health Care — 26.4% | | ||||||||||||
Agilent Technologies, Inc. |
| | | | 227 | | | | | | 31,405 | | |
Alnylam Pharmaceuticals, Inc.*
|
| | | | 238 | | | | | | 49,328 | | |
Biogen, Inc.*
|
| | | | 672 | | | | | | 190,472 | | |
BioMarin Pharmaceutical, Inc.*
|
| | | | 459 | | | | | | 39,763 | | |
Dexcom, Inc.*
|
| | | | 439 | | | | | | 53,022 | | |
Exact Sciences Corp.*
|
| | | | 602 | | | | | | 20,938 | | |
Exelixis, Inc.*
|
| | | | 2,745 | | | | | | 45,512 | | |
Horizon Therapeutics PLC*
|
| | | | 446 | | | | | | 27,795 | | |
Incyte Corp.*
|
| | | | 1,391 | | | | | | 103,407 | | |
Ionis Pharmaceuticals, Inc.*
|
| | | | 966 | | | | | | 42,697 | | |
Jazz Pharmaceuticals PLC*
|
| | | | 243 | | | | | | 34,941 | | |
Mirati Therapeutics, Inc.*(a)
|
| | | | 420 | | | | | | 28,274 | | |
Neurocrine Biosciences, Inc.*
|
| | | | 242 | | | | | | 27,859 | | |
Novavax, Inc.*
|
| | | | 4,266 | | | | | | 95,004 | | |
Organon & Co. |
| | | | 1,113 | | | | | | 29,138 | | |
Sarepta Therapeutics, Inc.*
|
| | | | 427 | | | | | | 48,686 | | |
Seagen, Inc.*
|
| | | | 610 | | | | | | 77,568 | | |
Ultragenyx Pharmaceutical, Inc.*
|
| | | | 715 | | | | | | 28,929 | | |
Veeva Systems, Inc., Class A*
|
| | | | 164 | | | | | | 27,542 | | |
Viatris, Inc. |
| | | | 4,860 | | | | | | 49,232 | | |
Zimmer Biomet Holdings, Inc. |
| | | | 236 | | | | | | 26,751 | | |
Total Health Care |
| | | | | | | | | | 1,078,263 | | |
Industrials — 7.1% | | ||||||||||||
AGCO Corp. |
| | | | 251 | | | | | | 31,167 | | |
Carrier Global Corp. |
| | | | 832 | | | | | | 33,080 | | |
Cummins, Inc. |
| | | | 346 | | | | | | 84,600 | | |
Fortive Corp. |
| | | | 384 | | | | | | 24,538 | | |
Lyft, Inc., Class A*
|
| | | | 3,183 | | | | | | 46,599 | | |
Rockwell Automation, Inc. |
| | | | 113 | | | | | | 28,849 | | |
Textron, Inc. |
| | | | 625 | | | | | | 42,775 | | |
Total Industrials |
| | | | | | | | | | 291,608 | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks (continued) | | ||||||||||||
Information Technology — 35.9% | | ||||||||||||
Affirm Holdings, Inc.*
|
| | | | 1,191 | | | | | $ | 23,903 | | |
Akamai Technologies, Inc.*
|
| | | | 151 | | | | | | 13,338 | | |
ANSYS, Inc.*
|
| | | | 62 | | | | | | 13,712 | | |
AppLovin Corp., Class A*
|
| | | | 767 | | | | | | 13,008 | | |
Arista Networks, Inc.*
|
| | | | 362 | | | | | | 43,751 | | |
Cadence Design Systems, Inc.*
|
| | | | 252 | | | | | | 38,150 | | |
Ciena Corp.*
|
| | | | 777 | | | | | | 37,218 | | |
Cirrus Logic, Inc.*
|
| | | | 206 | | | | | | 13,827 | | |
Coherent Corp.*
|
| | | | 324 | | | | | | 10,890 | | |
Corning, Inc. |
| | | | 1,139 | | | | | | 36,642 | | |
Crowdstrike Holdings, Inc.,
Class A*
|
| | | | 97 | | | | | | 15,636 | | |
Datadog, Inc., Class A*
|
| | | | 225 | | | | | | 18,115 | | |
Dell Technologies, Inc., Class C
|
| | | | 3,146 | | | | | | 120,806 | | |
DocuSign, Inc.*
|
| | | | 286 | | | | | | 13,814 | | |
Dropbox, Inc., Class A*
|
| | | | 1,346 | | | | | | 29,276 | | |
F5, Inc.*
|
| | | | 127 | | | | | | 18,150 | | |
Fortinet, Inc.*
|
| | | | 334 | | | | | | 19,091 | | |
GLOBALFOUNDRIES, Inc.*(a)
|
| | | | 306 | | | | | | 17,350 | | |
GoDaddy, Inc., Class A*
|
| | | | 352 | | | | | | 28,301 | | |
Hewlett Packard Enterprise Co. |
| | | | 5,575 | | | | | | 79,555 | | |
HP, Inc. |
| | | | 2,179 | | | | | | 60,184 | | |
HubSpot, Inc.*
|
| | | | 46 | | | | | | 13,642 | | |
Juniper Networks, Inc. |
| | | | 2,297 | | | | | | 70,288 | | |
Keysight Technologies, Inc.*
|
| | | | 315 | | | | | | 54,857 | | |
Microchip Technology, Inc. |
| | | | 556 | | | | | | 34,327 | | |
MongoDB, Inc.*
|
| | | | 61 | | | | | | 11,165 | | |
Motorola Solutions, Inc. |
| | | | 199 | | | | | | 49,692 | | |
NetApp, Inc. |
| | | | 475 | | | | | | 32,903 | | |
Nutanix, Inc., Class A*
|
| | | | 886 | | | | | | 24,276 | | |
Okta, Inc.*
|
| | | | 362 | | | | | | 20,315 | | |
ON Semiconductor Corp.*
|
| | | | 329 | | | | | | 20,211 | | |
Palantir Technologies, Inc.,
Class A*
|
| | | | 1,636 | | | | | | 14,380 | | |
Pure Storage, Inc., Class A*
|
| | | | 795 | | | | | | 24,534 | | |
Qorvo, Inc.*
|
| | | | 267 | | | | | | 22,983 | | |
RingCentral, Inc., Class A*
|
| | | | 303 | | | | | | 10,763 | | |
Skyworks Solutions, Inc. |
| | | | 222 | | | | | | 19,094 | | |
Splunk, Inc.*
|
| | | | 409 | | | | | | 33,992 | | |
SS&C Technologies Holdings, Inc.
|
| | | | 294 | | | | | | 15,118 | | |
Synopsys, Inc.*
|
| | | | 186 | | | | | | 54,414 | | |
Teradyne, Inc. |
| | | | 191 | | | | | | 15,538 | | |
Trimble, Inc.*
|
| | | | 594 | | | | | | 35,735 | | |
Twilio, Inc., Class A*
|
| | | | 461 | | | | | | 34,285 | | |
Unity Software, Inc.*(a)
|
| | | | 831 | | | | | | 24,515 | | |
Western Digital Corp.*
|
| | | | 2,236 | | | | | | 76,851 | | |
Wix.com Ltd.*
|
| | | | 227 | | | | | | 19,091 | | |
Zebra Technologies Corp.,
Class A*
|
| | | | 126 | | | | | | 35,686 | | |
Zendesk, Inc.*
|
| | | | 192 | | | | | | 14,725 | | |
Zoom
Video Communications, Inc., Class A*
|
| | | | 242 | | | | | | 20,193 | | |
Total Information Technology |
| | | | | | | | | | 1,468,290 | | |
Materials — 6.9% | | ||||||||||||
Corteva, Inc. |
| | | | 1,217 | | | | | | 79,519 | | |
DuPont de Nemours, Inc. |
| | | | 703 | | | | | | 40,211 | | |
Ginkgo Bioworks Holdings, Inc.*(a)
|
| | | | 34,430 | | | | | | 93,994 | | |
International Flavors & Fragrances,
Inc. |
| | | | 395 | | | | | | 38,556 | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks (continued) | | ||||||||||||
Materials (continued) | | ||||||||||||
PPG Industries, Inc. |
| | | | 248 | | | | | $ | 28,317 | | |
Total Materials |
| | | | | | | | | | 280,597 | | |
Real Estate — 0.6% | | ||||||||||||
Zillow Group, Inc., Class C*(a)
|
| | | | 852 | | | | | | 26,293 | | |
Total
Common Stocks (Cost $4,814,563) |
| | | | | | | | | | 4,082,860 | | |
Short-Term Investment — 3.2% | | | | | | | | | | | | | |
Money Market Fund — 3.2% | | | | | | | | | | | | | |
Dreyfus
Government Cash Management Fund, Institutional Shares, 2.91%(b)(c) (Cost $130,043) |
| | | | 130,043 | | | | |
|
130,043 |
| |
|
| | |
Shares |
| |
Value |
| |||
Total Investments — 103.0% | | | | | | | | | | |
(Cost $4,944,606) |
| | | | | | $ | 4,212,903 | | |
Other
Assets and Liabilities, Net — (3.0)% |
| | | | | | | (121,935) | | |
Net Assets — 100.0% |
| | | | | | $ | 4,090,968 | | |
|
Description |
| |
Level 1
|
| |
Level 2
|
| |
Level 3
|
| |
Total |
| ||||||||||||
Asset Valuation Inputs | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments in Securities:(d) | | | | | | | | | | | | | | | | | | | | | | | | | |
Common Stocks |
| | | $ | 4,082,860 | | | | | $ | — | | | | | $ | — | | | | | $ | 4,082,860 | | |
Short-Term Investment: | | | | | | | | | | | | | | | | | | | | | | | | | |
Money Market Fund |
| | | | 130,043 | | | | | | — | | | | | | — | | | | | | 130,043 | | |
Total Investments in Securities |
| | | $ | 4,212,903 | | | | | $ | — | | | | | $ | — | | | | | $ | 4,212,903 | | |
| | |
IQ Hedge Multi-Strategy Tracker ETF |
| |
IQ Hedge Macro Tracker ETF |
| |
IQ Hedge Market Neutral Tracker ETF |
| |
IQ Hedge Long/Short Tracker ETF |
| ||||||||||||
Assets | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments, at value
(including securities on loan)(a) |
| | | $ | 757,536,151 | | | | | $ | 2,336,827 | | | | | $ | 7,673,881 | | | | | $ | 20,963,536 | | |
Investments in affiliates, at value
|
| | | | 30,668,403 | | | | | | 244,114 | | | | | | 273,560 | | | | | | 142,231 | | |
Deposits at broker for swap contracts
|
| | | | 1,411,444 | | | | | | — | | | | | | — | | | | | | — | | |
Due from broker |
| | | | 1,468,190 | | | | | | 6,821 | | | | | | 1,360 | | | | | | 115,214 | | |
Securities lending income receivable
|
| | | | 188,557 | | | | | | 286 | | | | | | 3,745 | | | | | | 2,862 | | |
Dividend receivable |
| | | | 391 | | | | | | 15 | | | | | | 38 | | | | | | 105 | | |
Prepaid expenses |
| | | | 115 | | | | | | — | | | | | | 1 | | | | | | 114 | | |
Total Assets |
| | | | 791,273,251 | | | | | | 2,588,063 | | | | | | 7,952,585 | | | | | | 21,224,062 | | |
Liabilities | | | | | | | | | | | | | | | | | | | | | | | | | |
Collateral for investments on loan
|
| | | | 139,268,137 | | | | | | 111,315 | | | | | | 1,704,172 | | | | | | 975,683 | | |
Due to broker |
| | | | 2,178,642 | | | | | | 6,354 | | | | | | 6,127 | | | | | | 145,439 | | |
Cash due to custodian |
| | | | 595,354 | | | | | | — | | | | | | — | | | | | | — | | |
Advisory fees payable |
| | | | 287,714 | | | | | | 839 | | | | | | 2,275 | | | | | | 6,501 | | |
Trustee fees payable |
| | | | 3,730 | | | | | | 42 | | | | | | 239 | | | | | | 47 | | |
Accrued expenses and other liabilities
|
| | | | 1,798 | | | | | | 21 | | | | | | 106 | | | | | | 25 | | |
Total Liabilities |
| | | | 142,335,375 | | | | | | 118,571 | | | | | | 1,712,919 | | | | | | 1,127,695 | | |
Net Assets |
| | | $ | 648,937,876 | | | | | $ | 2,469,492 | | | | | $ | 6,239,666 | | | | | $ | 20,096,367 | | |
Composition of Net Assets | | | | | | | | | | | | | | | | | | | | | | | | | |
Paid-in capital |
| | | $ | 778,828,725 | | | | | $ | 8,054,976 | | | | | $ | 7,874,147 | | | | | $ | 24,018,882 | | |
Total distributable earnings/(accumulated
loss) |
| | | | (129,890,849) | | | | | | (5,585,484) | | | | | | (1,634,481) | | | | | | (3,922,515) | | |
Net Assets |
| | | $ | 648,937,876 | | | | | $ | 2,469,492 | | | | | $ | 6,239,666 | | | | | $ | 20,096,367 | | |
NET ASSET VALUE PER SHARE | | | | | | | | | | | | | | | | | | | | | | | | | |
Shares Outstanding (no
par value, unlimited shares authorized) |
| | | | 23,050,000 | | | | | | 100,000 | | | | | | 250,000 | | | | | | 850,000 | | |
Net Asset Value Per Share |
| | | $ | 28.15 | | | | | $ | 24.69 | | | | | $ | 24.96 | | | | | $ | 23.64 | | |
Investments, at cost |
| | | $ | 805,245,367 | | | | | $ | 2,450,325 | | | | | $ | 8,101,293 | | | | | $ | 23,640,523 | | |
Investments in affiliates, at cost
|
| | | $ | 31,419,890 | | | | | $ | 251,069 | | | | | $ | 280,995 | | | | | $ | 144,672 | | |
(a)Market value of securities on loan
|
| | | $ | 160,593,309 | | | | | $ | 107,494 | | | | | $ | 1,657,177 | | | | | $ | 950,418 | | |
| | |
IQ Hedge Event-Driven Tracker ETF |
| |
IQ Real Return ETF |
| |
IQ S&P High Yield Low Volatility Bond ETF |
| |
IQ Merger Arbitrage ETF |
| ||||||||||||
Assets | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments, at value
(including securities on loan)(a) |
| | | $ | 7,239,436 | | | | | $ | 8,702,692 | | | | | $ | 18,085,740 | | | | | $ | 570,273,488 | | |
Investments in affiliates, at value
|
| | | | 1,322 | | | | | | — | | | | | | — | | | | | | — | | |
Cash |
| | | | — | | | | | | — | | | | | | 14,047 | | | | | | 135,566 | | |
Foreign currency(b)
|
| | | | — | | | | | | — | | | | | | — | | | | | | 205,361 | | |
Deposits at broker for swap contracts
|
| | | | — | | | | | | — | | | | | | — | | | | | | 2,000,000 | | |
Restricted cash for swap contracts
|
| | | | — | | | | | | — | | | | | | — | | | | | | 4,143,246 | | |
Securities lending income receivable
|
| | | | 2,813 | | | | | | 153 | | | | | | 284 | | | | | | 3,890 | | |
Due from broker |
| | | | 1,400 | | | | | | — | | | | | | — | | | | | | 149,955 | | |
Dividend receivable |
| | | | 28 | | | | | | 2,184 | | | | | | 528 | | | | | | 1,724,910 | | |
Receivable for investments sold |
| | | | — | | | | | | 126,869 | | | | | | 1,208,299 | | | | | | 1,281,215 | | |
Interest receivable |
| | | | — | | | | | | 6,818 | | | | | | 244,627 | | | | | | — | | |
Reclaims receivable |
| | | | — | | | | | | — | | | | | | — | | | | | | 73,888 | | |
Total Assets |
| | | | 7,244,999 | | | | | | 8,838,716 | | | | | | 19,553,525 | | | | | | 579,991,519 | | |
Liabilities | | | | | | | | | | | | | | | | | | | | | | | | | |
Collateral for investments on loan
|
| | | | 1,052,769 | | | | | | 2,485 | | | | | | 79,258 | | | | | | 13,105,735 | | |
Due to broker |
| | | | 4,518 | | | | | | — | | | | | | — | | | | | | 1,874,804 | | |
Advisory fees payable |
| | | | 2,088 | | | | | | 1,826 | | | | | | 5,803 | | | | | | 353,309 | | |
Trustee fees payable |
| | | | 94 | | | | | | 558 | | | | | | 850 | | | | | | 2,591 | | |
Payable for investments purchased
|
| | | | — | | | | | | 124,023 | | | | | | 1,314,507 | | | | | | — | | |
Deposits from brokers for swap contracts
|
| | | | — | | | | | | — | | | | | | — | | | | | | 4,143,245 | | |
Payable for capital shares repurchased
|
| | | | — | | | | | | — | | | | | | — | | | | | | 1,583,155 | | |
Compliance fees payable |
| | | | — | | | | | | — | | | | | | — | | | | | | 122 | | |
Accrued expenses and other liabilities
|
| | | | 95 | | | | | | 433 | | | | | | 882 | | | | | | 3,866 | | |
Total Liabilities |
| | | | 1,059,564 | | | | | | 129,325 | | | | | | 1,401,300 | | | | | | 21,066,827 | | |
Net Assets |
| | | $ | 6,185,435 | | | | | $ | 8,709,391 | | | | | $ | 18,152,225 | | | | | $ | 558,924,692 | | |
Composition of Net Assets | | | | | | | | | | | | | | | | | | | | | | | | | |
Paid-in capital |
| | | $ | 7,694,011 | | | | | $ | 13,014,999 | | | | | $ | 24,153,074 | | | | | $ | 626,200,653 | | |
Total distributable earnings/(accumulated
loss) |
| | | | (1,508,576) | | | | | | (4,305,608) | | | | | | (6,000,849) | | | | | | (67,275,961) | | |
Net Assets |
| | | $ | 6,185,435 | | | | | $ | 8,709,391 | | | | | $ | 18,152,225 | | | | | $ | 558,924,692 | | |
NET ASSET VALUE PER SHARE | | | | | | | | | | | | | | | | | | | | | | | | | |
Shares Outstanding (no
par value, unlimited shares authorized) |
| | | | 300,000 | | | | | | 350,000 | | | | | | 850,000 | | | | | | 17,650,000 | | |
Net Asset Value Per Share |
| | | $ | 20.62 | | | | | $ | 24.88 | | | | | $ | 21.36 | | | | | $ | 31.67 | | |
Investments, at cost |
| | | $ | 7,906,338 | | | | | $ | 9,683,108 | | | | | $ | 19,758,838 | | | | | $ | 580,911,009 | | |
Investments in affiliates, at cost
|
| | | $ | 1,322 | | | | | $ | — | | | | | $ | — | | | | | $ | — | | |
(a)Market value of securities on loan
|
| | | $ | 1,023,962 | | | | | $ | 1,285,207 | | | | | $ | 76,648 | | | | | $ | 13,278,540 | | |
(b)Cost of foreign currency |
| | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | 203,620 | | |
| | |
IQ Global Resources ETF |
| |
IQ CBRE NextGen Real Estate ETF |
| |
IQ FTSE International Equity Currency Neutral ETF |
| |
IQ Chaikin U.S. Large Cap ETF |
| ||||||||||||
Assets | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments, at value
(including securities on loan)(a) |
| | | $ | 36,269,892 | | | | | $ | 26,940,570 | | | | | $ | 265,567,682 | | | | | $ | 277,424,683 | | |
Cash |
| | | | — | | | | | | — | | | | | | — | | | | | | — | | |
Foreign currency(b)
|
| | | | 9,160 | | | | | | — | | | | | | 104,657 | | | | | | — | | |
Restricted cash for
forward foreign currency contracts |
| | | | — | | | | | | — | | | | | | 2,946,309 | | | | | | — | | |
Receivable for investments sold |
| | | | 3,159,371 | | | | | | — | | | | | | — | | | | | | 4,301,743 | | |
Dividend receivable |
| | | | 46,521 | | | | | | 10,052 | | | | | | 641,240 | | | | | | 223,397 | | |
Reclaims receivable |
| | | | 44,348 | | | | | | 258 | | | | | | 619,050 | | | | | | — | | |
Securities lending income receivable
|
| | | | 153 | | | | | | 1 | | | | | | 1,335 | | | | | | 343 | | |
Prepaid expenses |
| | | | 113 | | | | | | — | | | | | | — | | | | | | — | | |
Receivable for capital shares
transactions |
| | | | — | | | | | | — | | | | | | — | | | | | | 1,659 | | |
Unrealized appreciation
on forward foreign currency contracts |
| | | | — | | | | | | — | | | | | | 1,071,285 | | | | | | — | | |
Prepaid expenses |
| | | | — | | | | | | 6 | | | | | | 3,360 | | | | | | 47 | | |
Total Assets |
| | | | 39,529,558 | | | | | | 26,950,887 | | | | | | 270,954,918 | | | | | | 281,951,872 | | |
Liabilities | | | | | | | | | | | | | | | | | | | | | | | | | |
Payable for capital shares repurchased
|
| | | | 3,159,178 | | | | | | — | | | | | | — | | | | | | — | | |
Collateral for investments on loan
|
| | | | 26,704 | | | | | | — | | | | | | 1,097,062 | | | | | | — | | |
Advisory fees payable |
| | | | 9,355 | | | | | | 13,404 | | | | | | 39,180 | | | | | | 53,321 | | |
Payable for investments purchased
|
| | | | — | | | | | | — | | | | | | 9 | | | | | | — | | |
Deposits from brokers
for forward foreign currency contracts |
| | | | — | | | | | | — | | | | | | 2,946,309 | | | | | | — | | |
Cash due to custodian |
| | | | — | | | | | | — | | | | | | 867,164 | | | | | | 4,012,658 | | |
Foreign currency due to custodian(b)
|
| | | | — | | | | | | 29 | | | | | | — | | | | | | — | | |
Trustee fees payable |
| | | | — | | | | | | 285 | | | | | | 1,826 | | | | | | 1,645 | | |
Unrealized depreciation
on forward foreign currency contracts |
| | | | — | | | | | | — | | | | | | 1,093,157 | | | | | | — | | |
Accrued expenses and other liabilities
|
| | | | 4 | | | | | | 246 | | | | | | 1,039 | | | | | | 831 | | |
Total Liabilities |
| | | | 3,195,241 | | | | | | 13,964 | | | | | | 6,045,746 | | | | | | 4,068,455 | | |
Net Assets |
| | | $ | 36,334,317 | | | | | $ | 26,936,923 | | | | | $ | 264,909,172 | | | | | $ | 277,883,417 | | |
Composition of Net Assets | | | | | | | | | | | | | | | | | | | | | | | | | |
Paid-in capital |
| | | $ | 96,083,635 | | | | | $ | 46,525,954 | | | | | $ | 296,458,210 | | | | | $ | 325,131,518 | | |
Total distributable earnings/(accumulated
loss) |
| | | | (59,749,318) | | | | | | (19,589,031) | | | | | | (31,549,038) | | | | | | (47,248,101) | | |
Net Assets |
| | | $ | 36,334,317 | | | | | $ | 26,936,923 | | | | | $ | 264,909,172 | | | | | $ | 277,883,417 | | |
NET ASSET VALUE PER SHARE | | | | | | | | | | | | | | | | | | | | | | | | | |
Shares Outstanding (no
par value, unlimited shares authorized) |
| | | | 1,150,000 | | | | | | 1,450,000 | | | | | | 13,000,000 | | | | | | 8,900,000 | | |
Net Asset Value Per Share |
| | | $ | 31.60 | | | | | $ | 18.58 | | | | | $ | 20.38 | | | | | $ | 31.22 | | |
Investments, at cost |
| | | $ | 35,519,055 | | | | | $ | 29,428,120 | | | | | $ | 305,940,960 | | | | | $ | 288,040,901 | | |
(a)Market value of securities on loan
|
| | | $ | 827,684 | | | | | $ | 181,780 | | | | | $ | 3,117,925 | | | | | $ | 3,359,566 | | |
(b)Cost of foreign currency |
| | | $ | 8,972 | | | | | $ | (29) | | | | | $ | 103,401 | | | | | $ | — | | |
| | |
IQ Chaikin U.S. Small Cap ETF |
| |
IQ 500 International ETF |
| |
IQ Candriam ESG U.S. Large Cap Equity ETF |
| |
IQ Candriam ESG U.S. Mid Cap Equity ETF |
| ||||||||||||
Assets | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments, at value
(including securities on loan)(a) |
| | | $ | 239,072,442 | | | | | $ | 183,465,466 | | | | | $ | 371,954,807 | | | | | $ | 5,219,668 | | |
Receivable for capital shares
transactions |
| | | | 1,631,504 | | | | | | — | | | | | | — | | | | | | — | | |
Dividend receivable |
| | | | 69,494 | | | | | | 746,998 | | | | | | 283,581 | | | | | | 1,993 | | |
Securities lending income receivable
|
| | | | 1,644 | | | | | | 5,597 | | | | | | 446 | | | | | | — | | |
Receivable for investments sold |
| | | | — | | | | | | — | | | | | | 524,847 | | | | | | — | | |
Due from advisor |
| | | | — | | | | | | — | | | | | | 4,375 | | | | | | — | | |
Interest receivable |
| | | | — | | | | | | — | | | | | | — | | | | | | 25 | | |
Reclaims receivable |
| | | | — | | | | | | 311,339 | | | | | | — | | | | | | — | | |
Prepaid expenses |
| | | | 37 | | | | | | 30 | | | | | | 64 | | | | | | — | | |
Total Assets |
| | | | 240,775,121 | | | | | | 184,529,430 | | | | | | 372,768,120 | | | | | | 5,221,686 | | |
Liabilities | | | | | | | | | | | | | | | | | | | | | | | | | |
Payable for investments purchased
|
| | | | 1,631,984 | | | | | | 8 | | | | | | — | | | | | | — | | |
Collateral for investments on loan
|
| | | | 858,535 | | | | | | 3,488,171 | | | | | | — | | | | | | — | | |
Advisory fees payable |
| | | | 63,040 | | | | | | 35,036 | | | | | | 27,543 | | | | | | 139 | | |
Cash due to custodian |
| | | | — | | | | | | 121,342 | | | | | | — | | | | | | — | | |
Foreign currency due to custodian(b)
|
| | | | — | | | | | | 2,459 | | | | | | — | | | | | | — | | |
Trustee fees payable |
| | | | — | | | | | | 1,370 | | | | | | 2,796 | | | | | | 3 | | |
Accrued expenses and other liabilities
|
| | | | 133 | | | | | | 868 | | | | | | 1,644 | | | | | | 6 | | |
Total Liabilities |
| | | | 2,553,692 | | | | | | 3,649,254 | | | | | | 31,983 | | | | | | 148 | | |
Net Assets |
| | | $ | 238,221,429 | | | | | $ | 180,880,176 | | | | | $ | 372,736,137 | | | | | $ | 5,221,538 | | |
Composition of Net Assets | | | | | | | | | | | | | | | | | | | | | | | | | |
Paid-in capital |
| | | $ | 314,367,266 | | | | | $ | 217,208,041 | | | | | $ | 371,671,962 | | | | | $ | 5,040,057 | | |
Total distributable earnings/(accumulated
loss) |
| | | | (76,145,837) | | | | | | (36,327,865) | | | | | | 1,064,175 | | | | | | 181,481 | | |
Net Assets |
| | | $ | 238,221,429 | | | | | $ | 180,880,176 | | | | | $ | 372,736,137 | | | | | $ | 5,221,538 | | |
NET ASSET VALUE PER SHARE | | | | | | | | | | | | | | | | | | | | | | | | | |
Shares Outstanding (no
par value, unlimited shares authorized) |
| | | | 7,300,000 | | | | | | 7,000,000 | | | | | | 11,350,000 | | | | | | 200,000 | | |
Net Asset Value Per Share |
| | | $ | 32.63 | | | | | $ | 25.84 | | | | | $ | 32.84 | | | | | $ | 26.11 | | |
Investments, at cost |
| | | $ | 247,273,449 | | | | | $ | 215,738,109 | | | | | $ | 377,357,771 | | | | | $ | 5,040,032 | | |
(a)Market value of securities on loan
|
| | | $ | 6,377,907 | | | | | $ | 4,703,890 | | | | | $ | 5,496,291 | | | | | $ | — | | |
(b)Cost of foreign currency |
| | | $ | — | | | | | $ | (2,790) | | | | | $ | — | | | | | $ | — | | |
| | |
IQ Candriam
ESG International Equity ETF |
| |
IQ Healthy Hearts ETF |
| |
IQ Engender Equality ETF |
| |
IQ Cleaner Transport ETF |
| ||||||||||||
Assets | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments, at value
(including securities on loan)(a) |
| | | $ | 181,528,541 | | | | | $ | 7,665,063 | | | | | $ | 5,241,624 | | | | | $ | 4,388,646 | | |
Dividend receivable |
| | | | 463,910 | | | | | | 3,737 | | | | | | 4,590 | | | | | | 6,343 | | |
Reclaims receivable |
| | | | 289,540 | | | | | | 8,119 | | | | | | — | | | | | | 5,800 | | |
Receivable for investments sold |
| | | | 53,470 | | | | | | — | | | | | | — | | | | | | — | | |
Due from advisor |
| | | | 1,962 | | | | | | — | | | | | | — | | | | | | — | | |
Securities lending income receivable
|
| | | | 1,096 | | | | | | 28 | | | | | | 10 | | | | | | 3 | | |
Prepaid expenses |
| | | | 31 | | | | | | 1 | | | | | | — | | | | | | 1 | | |
Total Assets |
| | | | 182,338,550 | | | | | | 7,676,948 | | | | | | 5,246,224 | | | | | | 4,400,793 | | |
Liabilities | | | | | | | | | | | | | | | | | | | | | | | | | |
Collateral for investments on loan
|
| | | | 958,587 | | | | | | 25,172 | | | | | | — | | | | | | 4,710 | | |
Foreign currency due to custodian(b)
|
| | | | 143,014 | | | | | | 128 | | | | | | — | | | | | | — | | |
Advisory fees payable |
| | | | 22,425 | | | | | | 2,745 | | | | | | 1,845 | | | | | | 1,560 | | |
Trustee fees payable |
| | | | 1,022 | | | | | | 47 | | | | | | 129 | | | | | | 157 | | |
Cash due to custodian |
| | | | — | | | | | | 1,032 | | | | | | — | | | | | | 4,027 | | |
Accrued expenses and other liabilities
|
| | | | 588 | | | | | | 22 | | | | | | 38 | | | | | | 45 | | |
Total Liabilities |
| | | | 1,125,636 | | | | | | 29,146 | | | | | | 2,012 | | | | | | 10,499 | | |
Net Assets |
| | | $ | 181,212,914 | | | | | $ | 7,647,802 | | | | | $ | 5,244,212 | | | | | $ | 4,390,294 | | |
Composition of Net Assets | | | | | | | | | | | | | | | | | | | | | | | | | |
Paid-in capital |
| | | $ | 207,814,901 | | | | | $ | 8,274,195 | | | | | $ | 6,398,834 | | | | | $ | 6,490,878 | | |
Total distributable earnings/(accumulated
loss) |
| | | | (26,601,987) | | | | | | (626,393) | | | | | | (1,154,622) | | | | | | (2,100,584) | | |
Net Assets |
| | | $ | 181,212,914 | | | | | $ | 7,647,802 | | | | | $ | 5,244,212 | | | | | $ | 4,390,294 | | |
NET ASSET VALUE PER SHARE | | | | | | | | | | | | | | | | | | | | | | | | | |
Shares Outstanding (no
par value, unlimited shares authorized) |
| | | | 8,100,000 | | | | | | 300,000 | | | | | | 250,000 | | | | | | 250,000 | | |
Net Asset Value Per Share |
| | | $ | 22.37 | | | | | $ | 25.49 | | | | | $ | 20.98 | | | | | $ | 17.56 | | |
Investments, at cost |
| | | $ | 203,679,622 | | | | | $ | 7,840,999 | | | | | $ | 5,748,323 | | | | | $ | 5,863,291 | | |
(a)Market value of securities on loan
|
| | | $ | 1,169,902 | | | | | $ | 212,623 | | | | | $ | 115,500 | | | | | $ | 4,574 | | |
(b)Cost of foreign currency |
| | | $ | (141,310) | | | | | $ | (130) | | | | | $ | — | | | | | $ | — | | |
| | |
IQ Clean Oceans ETF |
| |
IQ Global Equity R&D Leaders ETF |
| |
IQ U.S. Large Cap R&D Leaders ETF |
| |
IQ U.S. Mid Cap R&D Leaders ETF |
| ||||||||||||
Assets | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments, at value
(including securities on loan)(a) |
| | | $ | 4,410,848 | | | | | $ | 3,817,336 | | | | | $ | 4,052,213 | | | | | $ | 4,212,903 | | |
Foreign currency(b)
|
| | | | — | | | | | | 409 | | | | | | — | | | | | | — | | |
Dividend receivable |
| | | | 6,464 | | | | | | 5,489 | | | | | | 2,249 | | | | | | 135 | | |
Reclaims receivable |
| | | | 2,847 | | | | | | 2,242 | | | | | | — | | | | | | — | | |
Securities lending income receivable
|
| | | | 23 | | | | | | 2 | | | | | | 45 | | | | | | 337 | | |
Receivable for investments sold |
| | | | — | | | | | | 9,985 | | | | | | 18,627 | | | | | | — | | |
Interest receivable |
| | | | — | | | | | | — | | | | | | — | | | | | | 69,464 | | |
Total Assets |
| | | | 4,420,182 | | | | | | 3,835,463 | | | | | | 4,073,134 | | | | | | 4,282,839 | | |
Liabilities | | | | | | | | | | | | | | | | | | | | | | | | | |
Collateral for investments on loan
|
| | | | 5,800 | | | | | | — | | | | | | 1,216 | | | | | | 130,043 | | |
Advisory fees payable |
| | | | 1,579 | | | | | | 528 | | | | | | 419 | | | | | | 479 | | |
Trustee fees payable |
| | | | 117 | | | | | | 24 | | | | | | 24 | | | | | | 25 | | |
Foreign currency due to custodian(b)
|
| | | | 2 | | | | | | — | | | | | | — | | | | | | — | | |
Payable for investments purchased
|
| | | | 1 | | | | | | 4,007 | | | | | | — | | | | | | — | | |
Cash due to custodian |
| | | | — | | | | | | 11,102 | | | | | | 16,168 | | | | | | 61,279 | | |
Accrued expenses and other liabilities
|
| | | | 30 | | | | | | 42 | | | | | | 42 | | | | | | 45 | | |
Total Liabilities |
| | | | 7,529 | | | | | | 15,703 | | | | | | 17,869 | | | | | | 191,871 | | |
Net Assets |
| | | $ | 4,412,653 | | | | | $ | 3,819,760 | | | | | $ | 4,055,265 | | | | | $ | 4,090,968 | | |
Composition of Net Assets | | | | | | | | | | | | | | | | | | | | | | | | | |
Paid-in capital |
| | | $ | 6,215,912 | | | | | $ | 5,051,298 | | | | | $ | 5,053,583 | | | | | $ | 5,139,287 | | |
Total distributable earnings/(accumulated
loss) |
| | | | (1,803,259) | | | | | | (1,231,538) | | | | | | (998,318) | | | | | | (1,048,319) | | |
Net Assets |
| | | $ | 4,412,653 | | | | | $ | 3,819,760 | | | | | $ | 4,055,265 | | | | | $ | 4,090,968 | | |
NET ASSET VALUE PER SHARE | | | | | | | | | | | | | | | | | | | | | | | | | |
Shares Outstanding (no
par value, unlimited shares authorized) |
| | | | 250,000 | | | | | | 200,000 | | | | | | 200,000 | | | | | | 200,000 | | |
Net Asset Value Per Share |
| | | $ | 17.65 | | | | | $ | 19.10 | | | | | $ | 20.28 | | | | | $ | 20.45 | | |
Investments, at cost |
| | | $ | 5,527,568 | | | | | $ | 4,886,646 | | | | | $ | 4,956,411 | | | | | $ | 4,944,606 | | |
(a)Market value of securities on loan
|
| | | $ | 5,604 | | | | | $ | 9,966 | | | | | $ | 27,208 | | | | | $ | 372,402 | | |
(b)Cost of foreign currency |
| | | $ | (2) | | | | | $ | 409 | | | | | $ | — | | | | | $ | — | | |
| | |
IQ Hedge Multi-Strategy Tracker ETF |
| |
IQ Hedge Macro Tracker ETF |
| |
IQ Hedge Market Neutral Tracker ETF |
| |
IQ Hedge Long/Short Tracker ETF |
| ||||||||||||
Investment Income | | | | | | | | | | | | | | | | | | | | | | | | | |
Dividend income |
| | | $ | 8,018,954 | | | | | $ | 23,446 | | | | | $ | 175,176 | | | | | $ | 293,252 | | |
Dividend income from affiliates |
| | | | 681,468 | | | | | | 6,853 | | | | | | 8,388 | | | | | | 2,395 | | |
Securities lending income, net of
borrower rebates |
| | | | 978,871 | | | | | | 1,509 | | | | | | 31,895 | | | | | | 20,027 | | |
Total investment income |
| | | | 9,679,293 | | | | | | 31,808 | | | | | | 215,459 | | | | | | 315,674 | | |
Expenses | | | | | | | | | | | | | | | | | | | | | | | | | |
Advisory fees (See Note 3) |
| | | | 2,653,769 | | | | | | 9,385 | | | | | | 31,787 | | | | | | 63,743 | | |
Proxy fees |
| | | | 52,872 | | | | | | 459 | | | | | | 1,503 | | | | | | 2,605 | | |
Trustee fees |
| | | | 23,824 | | | | | | 123 | | | | | | 507 | | | | | | 624 | | |
Legal fees |
| | | | 16,416 | | | | | | 81 | | | | | | 330 | | | | | | 416 | | |
Compliance fees |
| | | | 24 | | | | | | — | | | | | | — | | | | | | — | | |
Miscellaneous |
| | | | 199 | | | | | | 29 | | | | | | 30 | | | | | | 29 | | |
Total expenses |
| | | | 2,747,104 | | | | | | 10,077 | | | | | | 34,157 | | | | | | 67,417 | | |
Waivers/Reimbursement (See Note 3)
|
| | | | (778,441) | | | | | | (3,589) | | | | | | (12,573) | | | | | | (23,554) | | |
Net expenses |
| | | | 1,968,663 | | | | | | 6,488 | | | | | | 21,584 | | | | | | 43,863 | | |
Net investment income |
| | | | 7,710,630 | | | | | | 25,320 | | | | | | 193,875 | | | | | | 271,811 | | |
Realized and Unrealized Gain (Loss) | | | | | | | | | | | | | | | | | | | | | | | | | |
Net realized gain (loss) from: | | | | | | | | | | | | | | | | | | | | | | | | | |
Investment securities |
| | | | (36,978,440) | | | | | | (171,211) | | | | | | (373,820) | | | | | | (475,799) | | |
Investment in affiliates |
| | | | (1,750,227) | | | | | | (18,308) | | | | | | (15,741) | | | | | | (2,098) | | |
In-Kind redemptions |
| | | | 625,831 | | | | | | 34,878 | | | | | | (422,554) | | | | | | (71,855) | | |
Affiliates in-kind redemptions |
| | | | (38,472) | | | | | | (3,060) | | | | | | (8,636) | | | | | | 30 | | |
Swap transactions |
| | | | 227,561 | | | | | | 12,129 | | | | | | 32,469 | | | | | | (21,752) | | |
Net realized gain (loss) |
| | | | (37,913,747) | | | | | | (145,572) | | | | | | (788,282) | | | | | | (571,474) | | |
Net change in net
unrealized appreciation (depreciation) on: |
| | | | | | | | | | | | | | | | | | | | | | | | |
Investment securities |
| | | | (10,200,687) | | | | | | (89,154) | | | | | | 49,683 | | | | | | (927,296) | | |
Investment in affiliates |
| | | | 714,472 | | | | | | 9,934 | | | | | | 10,028 | | | | | | (1,338) | | |
Net change in net
unrealized appreciation (depreciation) |
| | | | (9,486,215) | | | | | | (79,220) | | | | | | 59,711 | | | | | | (928,634) | | |
Net realized and unrealized gain (loss)
|
| | | | (47,399,962) | | | | | | (224,792) | | | | | | (728,571) | | | | | | (1,500,108) | | |
Net Increase (Decrease)
in Net Assets Resulting from Operations |
| | | $ | (39,689,332) | | | | | $ | (199,472) | | | | | $ | (534,696) | | | | | $ | (1,228,297) | | |
| | |
IQ Hedge Event-Driven Tracker ETF |
| |
IQ Real Return ETF |
| |
IQ S&P High Yield Low Volatility Bond ETF |
| |
IQ Merger Arbitrage ETF |
| ||||||||||||
Investment Income | | | | | | | | | | | | | | | | | | | | | | | | | |
Dividend income* |
| | | $ | 106,471 | | | | | $ | 393,197 | | | | | $ | 1,811 | | | | | $ | 7,470,734 | | |
Dividend income from affiliates |
| | | | 36 | | | | | | — | | | | | | — | | | | | | 14,616 | | |
Interest income |
| | | | — | | | | | | — | | | | | | 441,889 | | | | | | — | | |
Securities lending income, net of
borrower rebates |
| | | | 12,232 | | | | | | 1,107 | | | | | | 1,390 | | | | | | 13,723 | | |
Total investment income |
| | | | 118,739 | | | | | | 394,304 | | | | | | 445,090 | | | | | | 7,499,073 | | |
Expenses | | | | | | | | | | | | | | | | | | | | | | | | | |
Advisory fees (See Note 3) |
| | | | 25,419 | | | | | | 21,727 | | | | | | 37,727 | | | | | | 2,096,978 | | |
Proxy fees |
| | | | 1,514 | | | | | | 2,462 | | | | | | 2,308 | | | | | | 49,744 | | |
Trustee fees |
| | | | 296 | | | | | | 782 | | | | | | 744 | | | | | | 17,746 | | |
Legal fees |
| | | | 211 | | | | | | 512 | | | | | | 541 | | | | | | 11,513 | | |
Compliance fees |
| | | | — | | | | | | — | | | | | | 1 | | | | | | 19 | | |
Miscellaneous |
| | | | 30 | | | | | | 30 | | | | | | 202 | | | | | | 29 | | |
Total expenses |
| | | | 27,470 | | | | | | 25,513 | | | | | | 41,523 | | | | | | 2,176,029 | | |
Waivers/Reimbursement (See Note 3)
|
| | | | (9,739) | | | | | | (4,495) | | | | | | (1,488) | | | | | | — | | |
Net expenses |
| | | | 17,731 | | | | | | 21,018 | | | | | | 40,035 | | | | | | 2,176,029 | | |
Net investment income |
| | | | 101,008 | | | | | | 373,286 | | | | | | 405,055 | | | | | | 5,323,044 | | |
Realized and Unrealized Gain (Loss) | | | | | | | | | | | | | | | | | | | | | | | | | |
Net realized gain (loss) from: | | | | | | | | | | | | | | | | | | | | | | | | | |
Investment securities |
| | | | (492,775) | | | | | | (67,611) | | | | | | (760,623) | | | | | | (19,379,013) | | |
Investment in affiliates |
| | | | (112) | | | | | | — | | | | | | — | | | | | | (26,817) | | |
In-Kind redemptions |
| | | | (70,137) | | | | | | (1,126,174) | | | | | | (202,562) | | | | | | (1,532,013) | | |
Affiliates in-kind redemptions |
| | | | (7) | | | | | | — | | | | | | — | | | | | | 37 | | |
Swap transactions |
| | | | (4,033) | | | | | | — | | | | | | — | | | | | | 9,798,028 | | |
Foreign currency transactions |
| | | | — | | | | | | — | | | | | | — | | | | | | (74,701) | | |
Net realized gain (loss) |
| | | | (567,064) | | | | | | (1,193,785) | | | | | | (963,185) | | | | | | (11,214,479) | | |
Net change in net
unrealized appreciation (depreciation) on: |
| | | | | | | | | | | | | | | | | | | | | | | | |
Investment securities |
| | | | 150,440 | | | | | | (262,362) | | | | | | (5,553) | | | | | | 2,789,862 | | |
Investment in affiliates |
| | | | 59 | | | | | | — | | | | | | — | | | | | | — | | |
Foreign currency translations |
| | | | — | | | | | | — | | | | | | — | | | | | | (103,915) | | |
Net change in net
unrealized appreciation (depreciation) |
| | | | 150,499 | | | | | | (262,362) | | | | | | (5,553) | | | | | | 2,685,947 | | |
Net realized and unrealized gain (loss)
|
| | | | (416,565) | | | | | | (1,456,147) | | | | | | (968,738) | | | | | | (8,528,532) | | |
Net Increase (Decrease)
in Net Assets Resulting from Operations |
| | | $ | (315,557) | | | | | $ | (1,082,861) | | | | | $ | (563,683) | | | | | $ | (3,205,488) | | |
*Net of foreign taxes withheld of:
|
| | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | 31,568 | | |
| | |
IQ Global Resources ETF |
| |
IQ CBRE NextGen Real Estate ETF |
| |
IQ FTSE International Equity Currency Neutral ETF |
| |
IQ Chaikin U.S. Large Cap ETF |
| ||||||||||||
Investment Income | | | | | | | | | | | | | | | | | | | | | | | | | |
Dividend income* |
| | | $ | 1,054,330 | | | | | $ | 743,438 | | | | | $ | 4,495,676 | | | | | $ | 2,587,365 | | |
Securities lending income, net of
borrower rebates |
| | | | 1,502 | | | | | | 1,341 | | | | | | 17,858 | | | | | | 7,624 | | |
Total investment income |
| | | | 1,055,832 | | | | | | 744,779 | | | | | | 4,513,534 | | | | | | 2,594,989 | | |
Expenses | | | | | | | | | | | | | | | | | | | | | | | | | |
Advisory fees (See Note 3) |
| | | | 57,675 | | | | | | 113,249 | | | | | | 365,713 | | | | | | 360,983 | | |
Proxy fees |
| | | | 4,098 | | | | | | 4,624 | | | | | | 10,113 | | | | | | 4,652 | | |
Trustee fees |
| | | | 1,054 | | | | | | 1,240 | | | | | | 8,539 | | | | | | 9,848 | | |
Legal fees |
| | | | 703 | | | | | | 842 | | | | | | 5,704 | | | | | | 6,585 | | |
Compliance fees |
| | | | 1 | | | | | | 1 | | | | | | 8 | | | | | | 10 | | |
Miscellaneous |
| | | | 30 | | | | | | 30 | | | | | | 29 | | | | | | 30 | | |
Total expenses |
| | | | 63,561 | | | | | | 119,986 | | | | | | 390,106 | | | | | | 382,108 | | |
Waivers/Reimbursement (See Note 3)
|
| | | | (1,788) | | | | | | (504) | | | | | | (132,653) | | | | | | (16,473) | | |
Net expenses |
| | | | 61,773 | | | | | | 119,482 | | | | | | 257,453 | | | | | | 365,635 | | |
Net investment income |
| | | | 994,059 | | | | | | 625,297 | | | | | | 4,256,081 | | | | | | 2,229,354 | | |
Realized and Unrealized Gain (Loss) | | | | | | | | | | | | | | | | | | | | | | | | | |
Net realized gain (loss) from: | | | | | | | | | | | | | | | | | | | | | | | | | |
Investment securities |
| | | | (613,226) | | | | | | (10,140,741) | | | | | | (4,652,142) | | | | | | 1,077,618 | | |
In-Kind redemptions |
| | | | 725,516 | | | | | | (220,015) | | | | | | 1,090,833 | | | | | | 584,800 | | |
Forward foreign currency contracts
|
| | | | — | | | | | | — | | | | | | 18,594,079 | | | | | | — | | |
Foreign currency transactions |
| | | | (18,501) | | | | | | 6,144 | | | | | | (153,937) | | | | | | — | | |
Net realized gain (loss) |
| | | | 93,789 | | | | | | (10,354,612) | | | | | | 14,878,833 | | | | | | 1,662,418 | | |
Net change in net
unrealized appreciation (depreciation) on: |
| | | | | | | | | | | | | | | | | | | | | | | | |
Investment securities |
| | | | (3,917,850) | | | | | | 1,383,088 | | | | | | (35,060,271) | | | | | | (11,642,441) | | |
Forward foreign currency contracts
|
| | | | — | | | | | | — | | | | | | (7,187,724) | | | | | | — | | |
Foreign currency translations |
| | | | (1,347) | | | | | | (1) | | | | | | 24,057 | | | | | | — | | |
Net change in net
unrealized appreciation (depreciation) |
| | | | (3,919,197) | | | | | | 1,383,087 | | | | | | (42,223,938) | | | | | | (11,642,441) | | |
Net realized and unrealized gain (loss)
|
| | | | (3,825,408) | | | | | | (8,971,525) | | | | | | (27,345,105) | | | | | | (9,980,023) | | |
Net Increase (Decrease)
in Net Assets Resulting from Operations |
| | | $ | (2,831,349) | | | | | $ | (8,346,228) | | | | | $ | (23,089,024) | | | | | $ | (7,750,669) | | |
*Net of foreign taxes withheld of:
|
| | | $ | 36,986 | | | | | $ | 2,800 | | | | | $ | 371,258 | | | | | $ | 4,449 | | |
| | |
IQ Chaikin U.S. Small Cap ETF |
| |
IQ 500 International ETF |
| |
IQ Candriam ESG U.S. Large Cap Equity ETF |
| |
IQ Candriam ESG U.S. Mid Cap Equity ETF** |
| ||||||||||||
Investment Income | | | | | | | | | | | | | | | | | | | | | | | | | |
Dividend income* |
| | | $ | 1,897,837 | | | | | $ | 3,888,532 | | | | | $ | 3,001,511 | | | | | $ | 1,993 | | |
Securities lending income, net of
borrower rebates |
| | | | 18,198 | | | | | | 54,828 | | | | | | 4,150 | | | | | | — | | |
Total investment income |
| | | | 1,916,035 | | | | | | 3,943,360 | | | | | | 3,005,661 | | | | | | 1,993 | | |
Expenses | | | | | | | | | | | | | | | | | | | | | | | | | |
Advisory fees (See Note 3) |
| | | | 375,452 | | | | | | 235,016 | | | | | | 178,479 | | | | | | 148 | | |
Trustee fees |
| | | | 5,973 | | | | | | 6,563 | | | | | | 13,655 | | | | | | 4 | | |
Proxy fees |
| | | | 5,526 | | | | | | 3,485 | | | | | | 6,957 | | | | | | — | | |
Legal fees |
| | | | 3,954 | | | | | | 4,414 | | | | | | 9,560 | | | | | | 4 | | |
Compliance fees |
| | | | 7 | | | | | | 6 | | | | | | 13 | | | | | | — | | |
Miscellaneous |
| | | | 30 | | | | | | 90 | | | | | | 29 | | | | | | 2 | | |
Total expenses |
| | | | 390,942 | | | | | | 249,574 | | | | | | 208,693 | | | | | | 158 | | |
Waivers/Reimbursement (See Note 3)
|
| | | | (9,965) | | | | | | (11,074) | | | | | | (23,261) | | | | | | (10) | | |
Net expenses |
| | | | 380,977 | | | | | | 238,500 | | | | | | 185,432 | | | | | | 148 | | |
Net investment income |
| | | | 1,535,058 | | | | | | 3,704,860 | | | | | | 2,820,229 | | | | | | 1,845 | | |
Realized and Unrealized Gain (Loss) | | | | | | | | | | | | | | | | | | | | | | | | | |
Net realized gain (loss) from: | | | | | | | | | | | | | | | | | | | | | | | | | |
Investment securities |
| | | | 1,630,194 | | | | | | (974,887) | | | | | | (2,972,530) | | | | | | — | | |
In-Kind redemptions |
| | | | 1,434,196 | | | | | | 2,161,570 | | | | | | 10,886,813 | | | | | | — | | |
Foreign currency transactions |
| | | | — | | | | | | (184,911) | | | | | | — | | | | | | — | | |
Net realized gain (loss) |
| | | | 3,064,390 | | | | | | 1,001,772 | | | | | | 7,914,283 | | | | | | — | | |
Net change in net
unrealized appreciation (depreciation) on: |
| | | | | | | | | | | | | | | | | | | | | | | | |
Investment securities |
| | | | 2,067,592 | | | | | | (28,081,255) | | | | | | (38,303,571) | | | | | | 179,636 | | |
Foreign currency translations |
| | | | — | | | | | | 33,563 | | | | | | — | | | | | | — | | |
Net change in net
unrealized appreciation (depreciation) |
| | | | 2,067,592 | | | | | | (28,047,692) | | | | | | (38,303,571) | | | | | | 179,636 | | |
Net realized and unrealized gain (loss)
|
| | | | 5,131,982 | | | | | | (27,045,920) | | | | | | (30,389,288) | | | | | | 179,636 | | |
Net Increase (Decrease)
in Net Assets Resulting from Operations |
| | | $ | 6,667,040 | | | | | $ | (23,341,060) | | | | | $ | (27,569,059) | | | | | $ | 181,481 | | |
*Net of foreign taxes withheld of:
|
| | | $ | 873 | | | | | $ | 427,487 | | | | | $ | — | | | | | $ | — | | |
| | |
IQ Candriam ESG International Equity ETF |
| |
IQ Healthy Hearts ETF |
| |
IQ Engender Equality ETF |
| |
IQ Cleaner Transport ETF |
| ||||||||||||
Investment Income | | | | | | | | | | | | | | | | | | | | | | | | | |
Dividend income* |
| | | $ | 3,232,020 | | | | | $ | 50,123 | | | | | $ | 47,783 | | | | | $ | 86,651 | | |
Securities lending income, net of
borrower rebates |
| | | | 18,244 | | | | | | 122 | | | | | | 40 | | | | | | 242 | | |
Total investment income |
| | | | 3,250,264 | | | | | | 50,245 | | | | | | 47,823 | | | | | | 86,893 | | |
Expenses | | | | | | | | | | | | | | | | | | | | | | | | | |
Advisory fees (See Note 3) |
| | | | 141,773 | | | | | | 15,456 | | | | | | 11,801 | | | | | | 11,586 | | |
Trustee fees |
| | | | 6,370 | | | | | | 240 | | | | | | 168 | | | | | | 197 | | |
Legal fees |
| | | | 4,260 | | | | | | 145 | | | | | | 114 | | | | | | 136 | | |
Proxy fees |
| | | | 3,405 | | | | | | 476 | | | | | | 254 | | | | | | 344 | | |
Compliance fees |
| | | | 7 | | | | | | — | | | | | | — | | | | | | — | | |
Miscellaneous |
| | | | 30 | | | | | | 29 | | | | | | 30 | | | | | | 30 | | |
Total expenses |
| | | | 155,845 | | | | | | 16,346 | | | | | | 12,367 | | | | | | 12,293 | | |
Waivers/Reimbursement (See Note 3)
|
| | | | (10,667) | | | | | | (413) | | | | | | (313) | | | | | | (363) | | |
Net expenses |
| | | | 145,178 | | | | | | 15,933 | | | | | | 12,054 | | | | | | 11,930 | | |
Net investment income |
| | | | 3,105,086 | | | | | | 34,312 | | | | | | 35,769 | | | | | | 74,963 | | |
Realized and Unrealized Gain (Loss) | | | | | | | | | | | | | | | | | | | | | | | | | |
Net realized gain (loss) from: | | | | | | | | | | | | | | | | | | | | | | | | | |
Investment securities |
| | | | (3,484,537) | | | | | | (307,571) | | | | | | (549,318) | | | | | | (502,804) | | |
In-Kind redemptions |
| | | | 1,365,593 | | | | | | — | | | | | | — | | | | | | (51,933) | | |
Foreign currency transactions |
| | | | (63,337) | | | | | | (515) | | | | | | — | | | | | | (1,499) | | |
Net realized gain (loss) |
| | | | (2,182,281) | | | | | | (308,086) | | | | | | (549,318) | | | | | | (556,236) | | |
Net change in net
unrealized appreciation (depreciation) on: |
| | | | | | | | | | | | | | | | | | | | | | | | |
Investment securities |
| | | | (26,271,956) | | | | | | (211,840) | | | | | | 340,818 | | | | | | (273,415) | | |
Foreign currency translations |
| | | | 3,820 | | | | | | (196) | | | | | | — | | | | | | (271) | | |
Net change in net
unrealized appreciation (depreciation) |
| | | | (26,268,136) | | | | | | (212,036) | | | | | | 340,818 | | | | | | (273,686) | | |
Net realized and unrealized gain (loss)
|
| | | | (28,450,417) | | | | | | (520,122) | | | | | | (208,500) | | | | | | (829,922) | | |
Net Increase (Decrease)
in Net Assets Resulting from Operations |
| | | $ | (25,345,331) | | | | | $ | (485,810) | | | | | $ | (172,731) | | | | | $ | (754,959) | | |
*Net of foreign taxes withheld of:
|
| | | $ | 302,638 | | | | | $ | 3,040 | | | | | $ | — | | | | | $ | 11,760 | | |
| | |
IQ Clean Oceans ETF |
| |
IQ Global Equity R&D Leaders ETF** |
| |
IQ U.S. Large Cap R&D Leaders ETF** |
| |
IQ U.S. Mid Cap R&D Leaders ETF** |
| ||||||||||||
Investment Income | | | | | | | | | | | | | | | | | | | | | | | | | |
Dividend income* |
| | | $ | 49,664 | | | | | $ | 47,552 | | | | | $ | 30,841 | | | | | $ | 17,987 | | |
Securities lending income, net of
borrower rebates |
| | | | 255 | | | | | | 1,220 | | | | | | 102 | | | | | | 1,082 | | |
Total investment income |
| | | | 49,919 | | | | | | 48,772 | | | | | | 30,943 | | | | | | 19,069 | | |
Expenses | | | | | | | | | | | | | | | | | | | | | | | | | |
Advisory fees (See Note 3) |
| | | | 10,907 | | | | | | 3,772 | | | | | | 3,010 | | | | | | 3,390 | | |
Proxy fees |
| | | | 279 | | | | | | 127 | | | | | | 127 | | | | | | 173 | | |
Trustee fees |
| | | | 163 | | | | | | 139 | | | | | | 143 | | | | | | 143 | | |
Legal fees |
| | | | 110 | | | | | | 103 | | | | | | 105 | | | | | | 106 | | |
Miscellaneous |
| | | | 30 | | | | | | 31 | | | | | | 31 | | | | | | 31 | | |
Total expenses |
| | | | 11,489 | | | | | | 4,172 | | | | | | 3,416 | | | | | | 3,843 | | |
Waivers/Reimbursement (See Note 3)
|
| | | | (303) | | | | | | (274) | | | | | | (279) | | | | | | (280) | | |
Net expenses |
| | | | 11,186 | | | | | | 3,898 | | | | | | 3,137 | | | | | | 3,563 | | |
Net investment income |
| | | | 38,733 | | | | | | 44,874 | | | | | | 27,806 | | | | | | 15,506 | | |
Realized and Unrealized Gain (Loss) | | | | | | | | | | | | | | | | | | | | | | | | | |
Net realized gain (loss) from: | | | | | | | | | | | | | | | | | | | | | | | | | |
Investment securities |
| | | | (626,466) | | | | | | (116,574) | | | | | | (75,297) | | | | | | (279,337) | | |
Foreign currency transactions |
| | | | (5,478) | | | | | | (951) | | | | | | — | | | | | | — | | |
Net realized gain (loss) |
| | | | (631,944) | | | | | | (117,525) | | | | | | (75,297) | | | | | | (279,337) | | |
Net change in net
unrealized appreciation (depreciation) on: |
| | | | | | | | | | | | | | | | | | | | | | | | |
Investment securities |
| | | | (204,693) | | | | | | (516,363) | | | | | | (361,976) | | | | | | (129,344) | | |
Foreign currency translations |
| | | | 120 | | | | | | 98 | | | | | | — | | | | | | — | | |
Net change in net
unrealized appreciation (depreciation) |
| | | | (204,573) | | | | | | (516,265) | | | | | | (361,976) | | | | | | (129,344) | | |
Net realized and unrealized gain (loss)
|
| | | | (836,517) | | | | | | (633,790) | | | | | | (437,273) | | | | | | (408,681) | | |
Net Increase (Decrease)
in Net Assets Resulting from Operations |
| | | $ | (797,784) | | | | | $ | (588,916) | | | | | $ | (409,467) | | | | | $ | (393,175) | | |
*Net of foreign taxes withheld of:
|
| | | $ | 5,427 | | | | | $ | 5,733 | | | | | $ | 15 | | | | | $ | — | | |
| | |
IQ Hedge Multi-Strategy Tracker ETF |
| |
IQ Hedge Macro Tracker ETF |
| ||||||||||||||||||
| | |
For the Six Months Ended October 31, 2022 (unaudited) |
| |
For the Year Ended April 30, 2022 |
| |
For the Six Months Ended October 31, 2022 (unaudited) |
| |
For the Year Ended April 30, 2022 |
| ||||||||||||
Increase (Decrease) in
Net Assets from Operations |
| | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income |
| | | $ | 7,710,630 | | | | | $ | 10,548,049 | | | | | $ | 25,320 | | | | | $ | 54,811 | | |
Net realized gain (loss) |
| | | | (37,913,747) | | | | | | (372,625) | | | | | | (145,572) | | | | | | 19,891 | | |
Net change in net
unrealized appreciation (depreciation) |
| | | | (9,486,215) | | | | | | (66,883,511) | | | | | | (79,220) | | | | | | (399,294) | | |
Net increase (decrease)
in net assets resulting from operations |
| | | | (39,689,332) | | | | | | (56,708,087) | | | | | | (199,472) | | | | | | (324,592) | | |
Distributions to Shareholders |
| | | | — | | | | | | (2,417,467) | | | | | | — | | | | | | — | | |
Capital Share Transactions | | | | | | | | | | | | | | | | | | | | | | | | | |
Proceeds from shares created |
| | | | 143,037,626 | | | | | | 188,917,002 | | | | | | — | | | | | | — | | |
Cost of shares redeemed |
| | | | (211,680,907) | | | | | | (168,098,260) | | | | | | (1,278,822) | | | | | | — | | |
Net increase (decrease)
from capital share transactions |
| | | | (68,643,281) | | | | | | 20,818,742 | | | | | | (1,278,822) | | | | | | — | | |
Total increase (decrease) in net assets
|
| | | | (108,332,613) | | | | | | (38,306,812) | | | | | | (1,478,294) | | | | | | (324,592) | | |
Net Assets | | | | | | | | | | | | | | | | | | | | | | | | | |
Beginning of period |
| | | | 757,270,489 | | | | | | 795,577,301 | | | | | | 3,947,786 | | | | | | 4,272,378 | | |
End of period
|
| | | $ | 648,937,876 | | | | | $ | 757,270,489 | | | | | $ | 2,469,492 | | | | | $ | 3,947,786 | | |
Changes in Shares Outstanding | | | | | | | | | | | | | | | | | | | | | | | | | |
Shares outstanding, beginning of period
|
| | | | 25,450,000 | | | | | | 24,850,000 | | | | | | 150,000 | | | | | | 150,000 | | |
Shares created |
| | | | 4,950,000 | | | | | | 6,000,000 | | | | | | — | | | | | | — | | |
Shares redeemed |
| | | | (7,350,000) | | | | | | (5,400,000) | | | | | | (50,000) | | | | | | — | | |
Shares outstanding, end of period
|
| | |
|
23,050,000 |
| | | |
|
25,450,000 |
| | | |
|
100,000 |
| | | |
|
150,000 |
| |
| | |
IQ Hedge Market Neutral Tracker ETF |
| |
IQ Hedge Long/Short Tracker ETF |
| ||||||||||||||||||
| | |
For the Six Months Ended October 31, 2022 (unaudited) |
| |
For the Year Ended April 30, 2022 |
| |
For the Six Months Ended October 31, 2022 (unaudited) |
| |
For the Year Ended April 30, 2022 |
| ||||||||||||
Increase (Decrease) in
Net Assets from Operations |
| | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income |
| | | $ | 193,875 | | | | | $ | 269,296 | | | | | $ | 271,811 | | | | | $ | 338,286 | | |
Net realized gain (loss) |
| | | | (788,282) | | | | | | (469,965) | | | | | | (571,474) | | | | | | 483,107 | | |
Net change in net
unrealized appreciation (depreciation) |
| | | | 59,711 | | | | | | (762,486) | | | | | | (928,634) | | | | | | (1,966,934) | | |
Net increase (decrease)
in net assets resulting from operations |
| | | | (534,696) | | | | | | (963,155) | | | | | | (1,228,297) | | | | | | (1,145,541) | | |
Distributions to Shareholders |
| | | | — | | | | | | — | | | | | | — | | | | | | (108,619) | | |
Capital Share Transactions | | | | | | | | | | | | | | | | | | | | | | | | | |
Proceeds from shares created |
| | | | 2,520,336 | | | | | | 1,306,336 | | | | | | 2,338,673 | | | | | | 70,457,011 | | |
Cost of shares redeemed |
| | | | (12,512,918) | | | | | | (1,321,080) | | | | | | (1,113,140) | | | | | | (58,385,745) | | |
Net increase (decrease)
from capital share transactions |
| | | | (9,992,582) | | | | | | (14,744) | | | | | | 1,225,533 | | | | | | 12,071,266 | | |
Total increase (decrease) in net assets
|
| | | | (10,527,278) | | | | | | (977,899) | | | | | | (2,764) | | | | | | 10,817,106 | | |
Net Assets | | | | | | | | | | | | | | | | | | | | | | | | | |
Beginning of period |
| | | | 16,766,944 | | | | | | 17,744,843 | | | | | | 20,099,131 | | | | | | 9,282,025 | | |
End of period
|
| | | $ | 6,239,666 | | | | | $ | 16,766,944 | | | | | $ | 20,096,367 | | | | | $ | 20,099,131 | | |
Changes in Shares Outstanding | | | | | | | | | | | | | | | | | | | | | | | | | |
Shares outstanding, beginning of period
|
| | | | 650,000 | | | | | | 650,000 | | | | | | 800,000 | | | | | | 350,000 | | |
Shares created |
| | | | 100,000 | | | | | | 50,000 | | | | | | 100,000 | | | | | | 2,600,000 | | |
Shares redeemed |
| | | | (500,000) | | | | | | (50,000) | | | | | | (50,000) | | | | | | (2,150,000) | | |
Shares outstanding, end of period
|
| | |
|
250,000 |
| | | |
|
650,000 |
| | | |
|
850,000 |
| | | |
|
800,000 |
| |
| | |
IQ Hedge Event-Driven Tracker ETF |
| |
IQ Real Return ETF |
| ||||||||||||||||||
| | |
For the Six Months Ended October 31, 2022 (unaudited) |
| |
For the Year Ended April 30, 2022 |
| |
For the Six Months Ended October 31, 2022 (unaudited) |
| |
For the Year Ended April 30, 2022 |
| ||||||||||||
Increase (Decrease) in
Net Assets from Operations |
| | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income |
| | | $ | 101,008 | | | | | $ | 272,146 | | | | | $ | 373,286 | | | | | $ | 369,143 | | |
Net realized gain (loss) |
| | | | (567,064) | | | | | | (406,125) | | | | | | (1,193,785) | | | | | | 478,553 | | |
Net change in net
unrealized appreciation (depreciation) |
| | | | 150,499 | | | | | | (1,110,609) | | | | | | (262,362) | | | | | | (855,230) | | |
Net increase (decrease)
in net assets resulting from operations |
| | | | (315,557) | | | | | | (1,244,588) | | | | | | (1,082,861) | | | | | | (7,534) | | |
Distributions to Shareholders |
| | | | — | | | | | | (266,450) | | | | | | (326,677) | | | | | | (307,104) | | |
Capital Share Transactions | | | | | | | | | | | | | | | | | | | | | | | | | |
Proceeds from shares created |
| | | | — | | | | | | 13,009,407 | | | | | | — | | | | | | 12,449,377 | | |
Cost of shares redeemed |
| | | | (2,106,030) | | | | | | (12,378,132) | | | | | | (16,737,147) | | | | | | (38,513,996) | | |
Net increase (decrease)
from capital share transactions |
| | | | (2,106,030) | | | | | | 631,275 | | | | | | (16,737,147) | | | | | | (26,064,619) | | |
Total increase (decrease) in net assets
|
| | | | (2,421,587) | | | | | | (879,763) | | | | | | (18,146,685) | | | | | | (26,379,257) | | |
Net Assets | | | | | | | | | | | | | | | | | | | | | | | | | |
Beginning of period |
| | | | 8,607,022 | | | | | | 9,486,785 | | | | | | 26,856,076 | | | | | | 53,235,333 | | |
End of period
|
| | | $ | 6,185,435 | | | | | $ | 8,607,022 | | | | | $ | 8,709,391 | | | | | $ | 26,856,076 | | |
Changes in Shares Outstanding | | | | | | | | | | | | | | | | | | | | | | | | | |
Shares outstanding, beginning of period
|
| | | | 400,000 | | | | | | 400,000 | | | | | | 1,000,000 | | | | | | 1,950,000 | | |
Shares created |
| | | | — | | | | | | 550,000 | | | | | | — | | | | | | 450,000 | | |
Shares redeemed |
| | | | (100,000) | | | | | | (550,000) | | | | | | (650,000) | | | | | | (1,400,000) | | |
Shares outstanding, end of period
|
| | |
|
300,000 |
| | | |
|
400,000 |
| | | |
|
350,000 |
| | | |
|
1,000,000 |
| |
| | |
IQ S&P High Yield Low Volatility Bond ETF |
| |
IQ Merger Arbitrage ETF |
| ||||||||||||||||||
| | |
For the Six Months Ended October 31, 2022 (unaudited) |
| |
For the Year Ended April 30, 2022 |
| |
For the Six Months Ended October 31, 2022 (unaudited) |
| |
For the Year Ended April 30, 2022 |
| ||||||||||||
Increase (Decrease) in
Net Assets from Operations |
| | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income |
| | | $ | 405,055 | | | | | $ | 1,410,841 | | | | | $ | 5,323,044 | | | | | $ | 1,951,662 | | |
Net realized gain (loss) |
| | | | (963,185) | | | | | | 862,948 | | | | | | (11,214,479) | | | | | | 11,394,354 | | |
Net change in net
unrealized appreciation (depreciation) |
| | | | (5,553) | | | | | | (3,674,682) | | | | | | 2,685,947 | | | | | | (53,357,233) | | |
Net increase (decrease)
in net assets resulting from operations |
| | | | (563,683) | | | | | | (1,400,893) | | | | | | (3,205,488) | | | | | | (40,011,217) | | |
Distributions to Shareholders |
| | | | (426,880) | | | | | | (1,750,995) | | | | | | — | | | | | | — | | |
Capital Share Transactions | | | | | | | | | | | | | | | | | | | | | | | | | |
Proceeds from shares created |
| | | | — | | | | | | — | | | | | | 34,596,950 | | | | | | 212,439,115 | | |
Cost of shares redeemed |
| | | | (2,202,805) | | | | | | (81,724,575) | | | | | | (64,100,396) | | | | | | (327,072,852) | | |
Net increase (decrease)
from capital share transactions |
| | | | (2,202,805) | | | | | | (81,724,575) | | | | | | (29,503,446) | | | | | | (114,633,737) | | |
Total increase (decrease) in net assets
|
| | | | (3,193,368) | | | | | | (84,876,463) | | | | | | (32,708,934) | | | | | | (154,644,954) | | |
Net Assets | | | | | | | | | | | | | | | | | | | | | | | | | |
Beginning of period |
| | | | 21,345,593 | | | | | | 106,222,056 | | | | | | 591,633,626 | | | | | | 746,278,580 | | |
End of period
|
| | | $ | 18,152,225 | | | | | $ | 21,345,593 | | | | | $ | 558,924,692 | | | | | $ | 591,633,626 | | |
Changes in Shares Outstanding | | | | | | | | | | | | | | | | | | | | | | | | | |
Shares outstanding, beginning of period
|
| | | | 950,000 | | | | | | 4,250,000 | | | | | | 18,600,000 | | | | | | 22,200,000 | | |
Shares created |
| | | | — | | | | | | — | | | | | | 1,100,000 | | | | | | 6,350,000 | | |
Shares redeemed |
| | | | (100,000) | | | | | | (3,300,000) | | | | | | (2,050,000) | | | | | | (9,950,000) | | |
Shares outstanding, end of period
|
| | |
|
850,000 |
| | | |
|
950,000 |
| | | |
|
17,650,000 |
| | | |
|
18,600,000 |
| |
| | |
IQ Global Resources ETF |
| |
IQ CBRE NextGen Real Estate ETF |
| ||||||||||||||||||
| | |
For the Six Months Ended October 31, 2022 (unaudited) |
| |
For the Year Ended April 30, 2022 |
| |
For the Six Months Ended October 31, 2022 (unaudited) |
| |
For the Year Ended April 30, 2022 |
| ||||||||||||
Increase (Decrease) in
Net Assets from Operations |
| | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income |
| | | $ | 994,059 | | | | | $ | 919,655 | | | | | $ | 625,297 | | | | | $ | 774,102 | | |
Net realized gain (loss) |
| | | | 93,789 | | | | | | 2,389,043 | | | | | | (10,354,612) | | | | | | 5,868,280 | | |
Net change in net
unrealized appreciation (depreciation) |
| | | | (3,919,197) | | | | | | 1,624,630 | | | | | | 1,383,087 | | | | | | (6,397,027) | | |
Net increase (decrease)
in net assets resulting from operations |
| | | | (2,831,349) | | | | | | 4,933,328 | | | | | | (8,346,228) | | | | | | 245,355 | | |
Distributions to Shareholders |
| | | | (440,800) | | | | | | — | | | | | | (846,316) | | | | | | (1,830,575) | | |
Capital Share Transactions | | | | | | | | | | | | | | | | | | | | | | | | | |
Proceeds from shares created |
| | | | 8,695,254 | | | | | | 14,010,013 | | | | | | 2,239,801 | | | | | | 8,980,685 | | |
Cost of shares redeemed |
| | | | (3,159,178) | | | | | | (4,893,460) | | | | | | (6,328,302) | | | | | | (19,486,633) | | |
Net increase (decrease)
from capital share transactions |
| | | | 5,536,076 | | | | | | 9,116,553 | | | | | | (4,088,501) | | | | | | (10,505,948) | | |
Total increase (decrease) in net assets
|
| | | | 2,263,927 | | | | | | 14,049,881 | | | | | | (13,281,045) | | | | | | (12,091,168) | | |
Net Assets | | | | | | | | | | | | | | | | | | | | | | | | | |
Beginning of period |
| | | | 34,070,390 | | | | | | 20,020,509 | | | | | | 40,217,968 | | | | | | 52,309,136 | | |
End of period
|
| | | $ | 36,334,317 | | | | | $ | 34,070,390 | | | | | $ | 26,936,923 | | | | | $ | 40,217,968 | | |
Changes in Shares Outstanding | | | | | | | | | | | | | | | | | | | | | | | | | |
Shares outstanding, beginning of period
|
| | | | 1,000,000 | | | | | | 700,000 | | | | | | 1,650,000 | | | | | | 2,050,000 | | |
Shares created |
| | | | 250,000 | | | | | | 450,000 | | | | | | 100,000 | | | | | | 350,000 | | |
Shares redeemed |
| | | | (100,000) | | | | | | (150,000) | | | | | | (300,000) | | | | | | (750,000) | | |
Shares outstanding, end of period
|
| | |
|
1,150,000 |
| | | |
|
1,000,000 |
| | | |
|
1,450,000 |
| | | |
|
1,650,000 |
| |
| | |
IQ FTSE International Equity Currency Neutral ETF |
| |
IQ Chaikin U.S. Large Cap ETF |
| ||||||||||||||||||
| | |
For the Six Months Ended October 31, 2022 (unaudited) |
| |
For the Year Ended April 30, 2022 |
| |
For the Six Months Ended October 31, 2022 (unaudited) |
| |
For the Year Ended April 30, 2022 |
| ||||||||||||
Increase (Decrease) in
Net Assets from Operations |
| | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income |
| | | $ | 4,256,081 | | | | | $ | 8,517,908 | | | | | $ | 2,229,354 | | | | | $ | 3,750,247 | | |
Net realized gain (loss) |
| | | | 14,878,833 | | | | | | 10,657,101 | | | | | | 1,662,418 | | | | | | 31,187,167 | | |
Net change in net
unrealized appreciation (depreciation) |
| | | | (42,223,938) | | | | | | (27,937,419) | | | | | | (11,642,441) | | | | | | (34,780,530) | | |
Net increase (decrease)
in net assets resulting from operations |
| | | | (23,089,024) | | | | | | (8,762,410) | | | | | | (7,750,669) | | | | | | 156,884 | | |
Distributions to Shareholders |
| | | | (5,111,479) | | | | | | (9,308,477) | | | | | | (2,036,917) | | | | | | (3,470,326) | | |
Capital Share Transactions | | | | | | | | | | | | | | | | | | | | | | | | | |
Proceeds from shares created |
| | | | 38,444,622 | | | | | | 3,703,984 | | | | | | 4,755,604 | | | | | | 15,815,556 | | |
Cost of shares redeemed |
| | | | (10,755,813) | | | | | | (30,599,986) | | | | | | (23,403,172) | | | | | | (11,791,217) | | |
Net increase (decrease)
from capital share transactions |
| | | | 27,688,809 | | | | | | (26,896,002) | | | | | | (18,647,568) | | | | | | 4,024,339 | | |
Total increase (decrease) in net assets
|
| | | | (511,694) | | | | | | (44,966,889) | | | | | | (28,435,154) | | | | | | 710,897 | | |
Net Assets | | | | | | | | | | | | | | | | | | | | | | | | | |
Beginning of period |
| | | | 265,420,866 | | | | | | 310,387,755 | | | | | | 306,318,571 | | | | | | 305,607,674 | | |
End of period |
| | |
$ |
264,909,172 |
| | | |
$ |
265,420,866 |
| | | |
$ |
277,883,417 |
| | | |
$ |
306,318,571 |
| |
Changes in Shares Outstanding | | | | | | | | | | | | | | | | | | | | | | | | | |
Shares outstanding, beginning of period
|
| | | | 11,600,000 | | | | | | 12,750,000 | | | | | | 9,500,000 | | | | | | 9,400,000 | | |
Shares created |
| | | | 1,900,000 | | | | | | 150,000 | | | | | | 150,000 | | | | | | 450,000 | | |
Shares redeemed |
| | | | (500,000) | | | | | | (1,300,000) | | | | | | (750,000) | | | | | | (350,000) | | |
Shares outstanding, end of period
|
| | |
|
13,000,000 |
| | | |
|
11,600,000 |
| | | |
|
8,900,000 |
| | | |
|
9,500,000 |
| |
| | |
IQ Chaikin U.S. Small
Cap ETF |
| |
IQ 500 International
ETF |
| ||||||||||||||||||
| | |
For the Six Months Ended October 31, 2022 (unaudited) |
| |
For the Year Ended April 30, 2022 |
| |
For the Six Months Ended October 31, 2022 (unaudited) |
| |
For the Year Ended April 30, 2022 |
| ||||||||||||
Increase (Decrease) in
Net Assets from Operations |
| | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income |
| | | $ | 1,535,058 | | | | | $ | 2,616,246 | | | | | $ | 3,704,860 | | | | | $ | 7,508,383 | | |
Net realized gain (loss) |
| | | | 3,064,390 | | | | | | 13,283,068 | | | | | | 1,001,772 | | | | | | 14,746,590 | | |
Net change in net
unrealized appreciation (depreciation) |
| | | | 2,067,592 | | | | | | (31,440,047) | | | | | | (28,047,692) | | | | | | (30,395,524) | | |
Net increase (decrease)
in net assets resulting from operations |
| | | | 6,667,040 | | | | | | (15,540,733) | | | | | | (23,341,060) | | | | | | (8,140,551) | | |
Distributions to Shareholders |
| | | | (1,232,326) | | | | | | (2,747,303) | | | | | | (4,256,448) | | | | | | (8,747,984) | | |
Capital Share Transactions | | | | | | | | | | | | | | | | | | | | | | | | | |
Proceeds from shares created |
| | | | 55,843,903 | | | | | | 31,395,599 | | | | | | 16,050,052 | | | | | | 39,551,613 | | |
Cost of shares redeemed |
| | | | (9,365,626) | | | | | | (33,458,171) | | | | | | (18,150,090) | | | | | | (56,421,480) | | |
Net increase (decrease)
from capital share transactions |
| | | | 46,478,277 | | | | | | (2,062,572) | | | | | | (2,100,038) | | | | | | (16,869,867) | | |
Total increase (decrease) in net assets
|
| | | | 51,912,991 | | | | | | (20,350,608) | | | | | | (29,697,546) | | | | | | (33,758,402) | | |
Net Assets | | | | | | | | | | | | | | | | | | | | | | | | | |
Beginning of period |
| | | | 186,308,438 | | | | | | 206,659,046 | | | | | | 210,577,722 | | | | | | 244,336,124 | | |
End of period |
| | |
$ |
238,221,429 |
| | | |
$ |
186,308,438 |
| | | |
$ |
180,880,176 |
| | | |
$ |
210,577,722 |
| |
Changes in Shares Outstanding | | | | | | | | | | | | | | | | | | | | | | | | | |
Shares outstanding, beginning of period
|
| | | | 5,850,000 | | | | | | 5,900,000 | | | | | | 7,000,000 | | | | | | 7,500,000 | | |
Shares created |
| | | | 1,750,000 | | | | | | 900,000 | | | | | | 600,000 | | | | | | 1,200,000 | | |
Shares redeemed |
| | | | (300,000) | | | | | | (950,000) | | | | | | (600,000) | | | | | | (1,700,000) | | |
Shares outstanding, end of period
|
| | |
|
7,300,000 |
| | | |
|
5,850,000 |
| | | |
|
7,000,000 |
| | | |
|
7,000,000 |
| |
| | |
IQ Candriam ESG U.S. Large Cap Equity ETF |
| |
IQ Candriam ESG U.S. Mid Cap Equity ETF |
| ||||||||||||
| | |
For the Six Months Ended October 31, 2022 (unaudited) |
| |
For the Year Ended April 30, 2022 |
| |
For the Period October 25, 2022* to October 31, 2022 (unaudited) |
| |||||||||
Increase (Decrease) in Net Assets from Operations | | | | | | | | | | | | | | | | | | | |
Net investment income |
| | | $ | 2,820,229 | | | | | $ | 5,661,377 | | | | | $ | 1,845 | | |
Net realized gain (loss) |
| | | | 7,914,283 | | | | | | 32,244,112 | | | | | | — | | |
Net change in net unrealized appreciation
(depreciation) |
| | | | (38,303,571) | | | | | | (33,254,201) | | | | | | 179,636 | | |
Net increase (decrease)
in net assets resulting from operations |
| | | | (27,569,059) | | | | | | 4,651,288 | | | | | | 181,481 | | |
Distributions to Shareholders |
| | | | (2,573,994) | | | | | | (5,632,747) | | | | | | — | | |
Capital Share Transactions | | | | | | | | | | | | | | | | | | | |
Proceeds from shares created |
| | | | 25,279,988 | | | | | | 125,093,567 | | | | | | 5,040,057 | | |
Cost of shares redeemed |
| | | | (50,935,648) | | | | | | (106,279,575) | | | | | | — | | |
Net increase (decrease) from capital
share transactions |
| | | | (25,655,660) | | | | | | 18,813,992 | | | | | | 5,040,057 | | |
Total increase (decrease) in net assets
|
| | | | (55,798,713) | | | | | | 17,832,533 | | | | | | 5,221,538 | | |
Net Assets | | | | | | | | | | | | | | | | | | | |
Beginning of period |
| | | | 428,534,850 | | | | | | 410,702,317 | | | | | | — | | |
End of period |
| | |
$ |
372,736,137 |
| | | |
$ |
428,534,850 |
| | | |
$ |
5,221,538 |
| |
Changes in Shares Outstanding | | | | | | | | | | | | | | | | | | | |
Shares outstanding, beginning of period
|
| | | | 12,050,000 | | | | | | 11,550,000 | | | | | | — | | |
Shares created |
| | | | 750,000 | | | | | | 3,250,000 | | | | | | 200,000 | | |
Shares redeemed |
| | | | (1,450,000) | | | | | | (2,750,000) | | | | | | — | | |
Shares outstanding, end of period
|
| | |
|
11,350,000 |
| | | |
|
12,050,000 |
| | | |
|
200,000 |
| |
| | |
IQ Candriam ESG International Equity ETF |
| |
IQ Healthy Hearts ETF |
| ||||||||||||||||||
| | |
For the Six Months Ended October 31, 2022 (unaudited) |
| |
For the Year Ended April 30, 2022 |
| |
For the Six Months Ended October 31, 2022 (unaudited) |
| |
For the Year Ended April 30, 2022 |
| ||||||||||||
Increase (Decrease) in
Net Assets from Operations |
| | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income |
| | | $ | 3,105,086 | | | | | $ | 5,887,425 | | | | | $ | 34,312 | | | | | $ | 80,647 | | |
Net realized gain (loss) |
| | | | (2,182,281) | | | | | | 2,216,181 | | | | | | (308,086) | | | | | | 549,101 | | |
Net change in net
unrealized appreciation (depreciation) |
| | | | (26,268,136) | | | | | | (25,216,237) | | | | | | (212,036) | | | | | | (247,569) | | |
Net increase (decrease)
in net assets resulting from operations |
| | | | (25,345,331) | | | | | | (17,112,631) | | | | | | (485,810) | | | | | | 382,179 | | |
Distributions to Shareholders |
| | | | (3,988,238) | | | | | | (5,802,531) | | | | | | (41,834) | | | | | | (80,268) | | |
Capital Share Transactions | | | | | | | | | | | | | | | | | | | | | | | | | |
Proceeds from shares created |
| | | | 18,117,717 | | | | | | 48,137,169 | | | | | | 1,282,189 | | | | | | 4,190,216 | | |
Cost of shares redeemed |
| | | | (6,369,389) | | | | | | (13,374,956) | | | | | | — | | | | | | (4,158,314) | | |
Net increase (decrease)
from capital share transactions |
| | | | 11,748,328 | | | | | | 34,762,213 | | | | | | 1,282,189 | | | | | | 31,902 | | |
Total increase (decrease) in net assets
|
| | | | (17,585,241) | | | | | | 11,847,051 | | | | | | 754,545 | | | | | | 333,813 | | |
Net Assets | | | | | | | | | | | | | | | | | | | | | | | | | |
Beginning of period |
| | | | 198,798,155 | | | | | | 186,951,104 | | | | | | 6,893,257 | | | | | | 6,559,444 | | |
End of period |
| | |
$ |
181,212,914 |
| | | |
$ |
198,798,155 |
| | | |
$ |
7,647,802 |
| | | |
$ |
6,893,257 |
| |
Changes in Shares Outstanding | | | | | | | | | | | | | | | | | | | | | | | | | |
Shares outstanding, beginning of period
|
| | | | 7,600,000 | | | | | | 6,400,000 | | | | | | 250,000 | | | | | | 250,000 | | |
Shares created |
| | | | 750,000 | | | | | | 1,650,000 | | | | | | 50,000 | | | | | | 150,000 | | |
Shares redeemed |
| | | | (250,000) | | | | | | (450,000) | | | | | | — | | | | | | (150,000) | | |
Shares outstanding, end of period
|
| | |
|
8,100,000 |
| | | |
|
7,600,000 |
| | | |
|
300,000 |
| | | |
|
250,000 |
| |
| | |
IQ Engender Equality
ETF |
| |
IQ Cleaner Transport
ETF |
| ||||||||||||||||||
| | |
For the Six Months Ended October 31, 2022 (unaudited) |
| |
For the Period October 21, 2021* to April 30, 2022 |
| |
For the Six Months Ended October 31, 2022 (unaudited) |
| |
For the Period October 21, 2021* to April 30, 2022 |
| ||||||||||||
Increase (Decrease) in
Net Assets from Operations |
| | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income |
| | | $ | 35,769 | | | | | $ | 50,111 | | | | | $ | 74,963 | | | | | $ | 32,833 | | |
Net realized gain (loss) |
| | | | (549,318) | | | | | | 12,314 | | | | | | (556,236) | | | | | | (97,242) | | |
Net change in net
unrealized appreciation (depreciation) |
| | | | 340,818 | | | | | | (847,517) | | | | | | (273,686) | | | | | | (1,201,606) | | |
Net increase (decrease)
in net assets resulting from operations |
| | | | (172,731) | | | | | | (785,092) | | | | | | (754,959) | | | | | | (1,266,015) | | |
Distributions to Shareholders |
| | | | (38,923) | | | | | | (40,598) | | | | | | (69,644) | | | | | | (27,324) | | |
Capital Share Transactions | | | | | | | | | | | | | | | | | | | | | | | | | |
Proceeds from shares created |
| | | | — | | | | | | 7,534,928 | | | | | | — | | | | | | 8,587,414 | | |
Cost of shares redeemed |
| | | | — | | | | | | (1,253,372) | | | | | | (962,510) | | | | | | (1,116,668) | | |
Net increase (decrease)
from capital share transactions |
| | | | — | | | | | | 6,281,556 | | | | | | (962,510) | | | | | | 7,470,746 | | |
Total increase (decrease) in net assets
|
| | | | (211,654) | | | | | | 5,455,866 | | | | | | (1,787,113) | | | | | | 6,177,407 | | |
Net Assets | | | | | | | | | | | | | | | | | | | | | | | | | |
Beginning of period |
| | | | 5,455,866 | | | | | | — | | | | | | 6,177,407 | | | | | | — | | |
End of period
|
| | | $ | 5,244,212 | | | | | $ | 5,455,866 | | | | | $ | 4,390,294 | | | | | $ | 6,177,407 | | |
Changes in Shares Outstanding | | | | | | | | | | | | | | | | | | | | | | | | | |
Shares outstanding, beginning of period
|
| | | | 250,000 | | | | | | — | | | | | | 300,000 | | | | | | — | | |
Shares created |
| | | | — | | | | | | 300,000 | | | | | | — | | | | | | 350,000 | | |
Shares redeemed |
| | | | — | | | | | | (50,000) | | | | | | (50,000) | | | | | | (50,000) | | |
Shares outstanding, end of period
|
| | |
|
250,000 |
| | | |
|
250,000 |
| | | |
|
250,000 |
| | | |
|
300,000 |
| |
| | |
IQ Clean Oceans ETF
|
| |
IQ Global Equity
R&D Leaders ETF |
| ||||||||||||||||||
| | |
For the Six Months Ended October 31, 2022 (unaudited) |
| |
For the Period October 21, 2021* to April 30, 2022 |
| |
For the Six Months Ended October 31, 2022 (unaudited) |
| |
For the
Period February 9, 2022* to April 30, 2022 |
| ||||||||||||
Increase (Decrease) in
Net Assets from Operations |
| | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income |
| | | $ | 38,733 | | | | | $ | 51,936 | | | | | $ | 44,874 | | | | | $ | 23,275 | | |
Net realized gain (loss) |
| | | | (631,944) | | | | | | 11,942 | | | | | | (117,525) | | | | | | (4,103) | | |
Net change in net
unrealized appreciation (depreciation) |
| | | | (204,573) | | | | | | (912,579) | | | | | | (516,265) | | | | | | (553,303) | | |
Net increase (decrease)
in net assets resulting from operations |
| | | | (797,784) | | | | | | (848,701) | | | | | | (588,916) | | | | | | (534,131) | | |
Distributions to Shareholders |
| | | | (46,365) | | | | | | (34,323) | | | | | | (48,654) | | | | | | (11,114) | | |
Capital Share Transactions | | | | | | | | | | | | | | | | | | | | | | | | | |
Proceeds from shares created |
| | | | — | | | | | | 7,404,302 | | | | | | — | | | | | | 6,223,519 | | |
Cost of shares redeemed |
| | | | — | | | | | | (1,264,476) | | | | | | — | | | | | | (1,220,944) | | |
Net increase (decrease)
from capital share transactions |
| | | | — | | | | | | 6,139,826 | | | | | | — | | | | | | 5,002,575 | | |
Total increase (decrease) in net assets
|
| | | | (844,149) | | | | | | 5,256,802 | | | | | | (637,570) | | | | | | 4,457,330 | | |
Net Assets | | | | | | | | | | | | | | | | | | | | | | | | | |
Beginning of period |
| | | | 5,256,802 | | | | | | — | | | | | | 4,457,330 | | | | | | — | | |
End of period
|
| | | $ | 4,412,653 | | | | | $ | 5,256,802 | | | | | $ | 3,819,760 | | | | | $ | 4,457,330 | | |
Changes in Shares Outstanding | | | | | | | | | | | | | | | | | | | | | | | | | |
Shares outstanding, beginning of period
|
| | | | 250,000 | | | | | | — | | | | | | 200,000 | | | | | | — | | |
Shares created |
| | | | — | | | | | | 300,000 | | | | | | — | | | | | | 250,000 | | |
Shares redeemed |
| | | | — | | | | | | (50,000) | | | | | | — | | | | | | (50,000) | | |
Shares outstanding, end of period
|
| | |
|
250,000 |
| | | |
|
250,000 |
| | | |
|
200,000 |
| | | |
|
200,000 |
| |
| | |
IQ U.S. Large Cap
R&D Leaders ETF |
| |
IQ U.S. Mid Cap
R&D Leaders ETF |
| ||||||||||||||||||
| | |
For the Six Months Ended October 31, 2022 (unaudited) |
| |
For the Period February 9, 2022* to April 30, 2022 |
| |
For the Six Months Ended October 31, 2022 (unaudited) |
| |
For the
Period February 9, 2022* to April 30, 2022 |
| ||||||||||||
Increase (Decrease) in
Net Assets from Operations |
| | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income |
| | | $ | 27,806 | | | | | $ | 13,366 | | | | | $ | 15,506 | | | | | $ | 6,772 | | |
Net realized gain (loss) |
| | | | (75,297) | | | | | | 44,314 | | | | | | (279,337) | | | | | | 76,601 | | |
Net change in net
unrealized appreciation (depreciation) |
| | | | (361,976) | | | | | | (542,222) | | | | | | (129,344) | | | | | | (602,359) | | |
Net increase (decrease)
in net assets resulting from operations |
| | | | (409,467) | | | | | | (484,542) | | | | | | (393,175) | | | | | | (518,986) | | |
Distributions to Shareholders |
| | | | (29,236) | | | | | | (8,288) | | | | | | (14,558) | | | | | | (6,272) | | |
Capital Share Transactions | | | | | | | | | | | | | | | | | | | | | | | | | |
Proceeds from shares created |
| | | | — | | | | | | 6,245,569 | | | | | | — | | | | | | 6,290,485 | | |
Cost of shares redeemed |
| | | | — | | | | | | (1,258,771) | | | | | | — | | | | | | (1,266,526) | | |
Net increase (decrease)
from capital share transactions |
| | | | — | | | | | | 4,986,798 | | | | | | — | | | | | | 5,023,959 | | |
Total increase (decrease) in net assets
|
| | | | (438,703) | | | | | | 4,493,968 | | | | | | (407,733) | | | | | | 4,498,701 | | |
Net Assets | | | | | | | | | | | | | | | | | | | | | | | | | |
Beginning of period |
| | | | 4,493,968 | | | | | | — | | | | | | 4,498,701 | | | | | | — | | |
End of period
|
| | | $ | 4,055,265 | | | | | $ | 4,493,968 | | | | | $ | 4,090,968 | | | | | $ | 4,498,701 | | |
Changes in Shares Outstanding | | | | | | | | | | | | | | | | | | | | | | | | | |
Shares outstanding, beginning of period
|
| | | | 200,000 | | | | | | — | | | | | | 200,000 | | | | | | — | | |
Shares created |
| | | | — | | | | | | 250,000 | | | | | | — | | | | | | 250,000 | | |
Shares redeemed |
| | | | — | | | | | | (50,000) | | | | | | — | | | | | | (50,000) | | |
Shares outstanding, end of period
|
| | |
|
200,000 |
| | | |
|
200,000 |
| | | |
|
200,000 |
| | | |
|
200,000 |
| |
| | |
IQ Hedge
Multi-Strategy Tracker ETF |
| |||||||||||||||||||||||||||||||||
| | |
For
the Six Months Ended October 31, 2022 (unaudited) |
| |
For the Year Ended
April 30, |
| ||||||||||||||||||||||||||||||
| | |
2022 |
| |
2021 |
| |
2020 |
| |
2019 |
| |
2018 |
| |||||||||||||||||||||
Net asset value,
beginning of period |
| | | $ | 29.76 | | | | | $ | 32.02 | | | | | $ | 29.41 | | | | | $ | 30.29 | | | | | $ | 30.39 | | | | | $ | 29.15 | | |
Income from Investment
Operations |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income(a)(b)
|
| | | | 0.32 | | | | | | 0.41 | | | | | | 0.42 | | | | | | 0.75 | | | | | | 0.72 | | | | | | 0.56 | | |
Net realized and
unrealized gain (loss) |
| | | | (1.93) | | | | | | (2.65) | | | | | | 2.79 | | | | | | (1.04) | | | | | | (0.27) | | | | | | 0.68 | | |
Distributions of net
realized gains from investments in other investment companies |
| | | | — | | | | | | 0.07 | | | | | | 0.03 | | | | | | 0.00(c) | | | | | | — | | | | | | 0.00(c) | | |
Net increase (decrease)
in net assets resulting from investment operations |
| | | | (1.61) | | | | | | (2.17) | | | | | | 3.24 | | | | | | (0.29) | | | | | | 0.45 | | | | | | 1.24 | | |
Distributions from: | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income |
| | | | — | | | | | | (0.09) | | | | | | (0.63) | | | | | | (0.59) | | | | | | (0.55) | | | | | | — | | |
Net asset value, end of period |
| | | $ | 28.15 | | | | | $ | 29.76 | | | | | $ | 32.02 | | | | | $ | 29.41 | | | | | $ | 30.29 | | | | | $ | 30.39 | | |
Market price, end of period |
| | | $ | 28.12 | | | | | $ | 29.75 | | | | | $ | 32.01 | | | | | $ | 29.34 | | | | | $ | 30.28 | | | | | $ | 30.38 | | |
Total Return | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Total investment return
based on net asset value(d)
|
| | | | (5.39)% | | | | | | (6.80)% | | | | | | 11.01% | | | | | | (1.04)% | | | | | | 1.56% | | | | | | 4.24% | | |
Total investment return
based on market price(e)
|
| | | | (5.48)% | | | | | | (6.80)% | | | | | | 11.26% | | | | | | (1.26)% | | | | | | 1.56% | | | | | | 4.22% | | |
Ratios/Supplemental Data | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Net assets, end of
period (000’s omitted) |
| | | $ | 648,938 | | | | | $ | 757,270 | | | | | $ | 795,577 | | | | | $ | 739,660 | | | | | $ | 993,422 | | | | | $ | 1,124,278 | | |
Ratio to average net assets of: | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Expenses net of
waivers/ reimbursements(f) |
| | | | 0.56%(g) | | | | | | 0.54% | | | | | | 0.54% | | | | | | 0.54% | | | | | | 0.54% | | | | | | 0.64% | | |
Expenses excluding
waivers/ reimbursements(f) |
| | | | 0.78%(g) | | | | | | 0.76% | | | | | | 0.76% | | | | | | 0.76% | | | | | | 0.76% | | | | | | 0.76% | | |
Net investment income (loss)(b)
|
| | | | 2.18%(g) | | | | | | 1.29% | | | | | | 1.35% | | | | | | 2.49% | | | | | | 2.40% | | | | | | 1.87% | | |
Portfolio turnover rate(h)
|
| | | | (55)% | | | | | | 138% | | | | | | 163% | | | | | | 166% | | | | | | 137% | | | | | | 164% | | |
| | |
IQ Hedge Macro
Tracker ETF |
| |||||||||||||||||||||||||||||||||
| | |
For
the Six Months Ended October 31, 2022 (unaudited) |
| |
For the Year Ended
April 30, |
| ||||||||||||||||||||||||||||||
| | |
2022 |
| |
2021 |
| |
2020 |
| |
2019 |
| |
2018 |
| |||||||||||||||||||||
Net asset value, beginning of period
|
| | | $ | 26.32 | | | | | $ | 28.48 | | | | | $ | 25.52 | | | | | $ | 26.26 | | | | | $ | 26.35 | | | | | $ | 25.46 | | |
Income from Investment Operations | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income(a)(b)
|
| | | | 0.23 | | | | | | 0.37 | | | | | | 0.34 | | | | | | 0.56 | | | | | | 0.44 | | | | | | 0.39 | | |
Net realized and unrealized gain (loss)
|
| | | | (1.86) | | | | | | (2.63) | | | | | | 3.30 | | | | | | (0.94) | | | | | | (0.25) | | | | | | 0.50 | | |
Distributions of net
realized gains from investments in other investment companies |
| | | | — | | | | | | 0.10 | | | | | | 0.03 | | | | | | — | | | | | | — | | | | | | 0.00(c) | | |
Net increase (decrease)
in net assets resulting from investment operations |
| | | | (1.63) | | | | | | (2.16) | | | | | | 3.67 | | | | | | (0.38) | | | | | | 0.19 | | | | | | 0.89 | | |
Distributions from: | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income |
| | | | — | | | | | | — | | | | | | (0.71) | | | | | | (0.36) | | | | | | (0.28) | | | | | | — | | |
Net asset value, end of period |
| | | $ | 24.69 | | | | | $ | 26.32 | | | | | $ | 28.48 | | | | | $ | 25.52 | | | | | $ | 26.26 | | | | | $ | 26.35 | | |
Market price, end of period |
| | | $ | 24.68 | | | | | $ | 26.28 | | | | | $ | 28.48 | | | | | $ | 25.36 | | | | | $ | 26.24 | | | | | $ | 26.34 | | |
Total Return | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Total investment return
based on net asset value(d)
|
| | | | (6.18)% | | | | | | (7.60)% | | | | | | 14.44% | | | | | | (1.51)% | | | | | | 0.77% | | | | | | 3.50% | | |
Total investment return
based on market price(e) |
| | | | (6.09)% | | | | | | (7.73)% | | | | | | 15.13% | | | | | | (2.04)% | | | | | | 0.74% | | | | | | 3.54% | | |
Ratios/Supplemental Data | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Net assets, end of period (000’s omitted)
|
| | | $ | 2,469 | | | | | $ | 3,948 | | | | | $ | 4,272 | | | | | $ | 3,827 | | | | | $ | 5,251 | | | | | $ | 6,588 | | |
Ratio to average net assets of: | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Expenses net of waivers/reimbursements(f)
|
| | | | 0.45%(g) | | | | | | 0.41% | | | | | | 0.41% | | | | | | 0.54% | | | | | | 0.76% | | | | | | 0.75% | | |
Expenses excluding
waivers/ reimbursements(f)
|
| | | | 0.70%(g) | | | | | | 0.76% | | | | | | 0.76% | | | | | | 0.76% | | | | | | 0.76% | | | | | | 0.75% | | |
Net investment income (loss)(b)
|
| | | | 1.75%(g) | | | | | | 1.31% | | | | | | 1.23% | | | | | | 2.13% | | | | | | 1.70% | | | | | | 1.47% | | |
Portfolio turnover rate(h)
|
| | | | 61% | | | | | | 83% | | | | | | 104% | | | | | | 104% | | | | | | 82% | | | | | | 152% | | |
| | |
IQ Hedge Market
Neutral Tracker ETF |
| |||||||||||||||||||||||||||||||||
| | |
For
the Six Months Ended October 31, 2022 (unaudited) |
| |
For the Year Ended
April 30, |
| ||||||||||||||||||||||||||||||
| | |
2022 |
| |
2021 |
| |
2020 |
| |
2019 |
| |
2018 |
| |||||||||||||||||||||
Net asset value, beginning of period
|
| | | $ | 25.80 | | | | | $ | 27.30 | | | | | $ | 25.65 | | | | | $ | 26.23 | | | | | $ | 25.58 | | | | | $ | 25.25 | | |
Income from Investment Operations | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income(a)(b)
|
| | | | 0.52 | | | | | | 0.42 | | | | | | 0.40 | | | | | | 0.62 | | | | | | 0.55 | | | | | | 0.41 | | |
Net realized and unrealized gain (loss)
|
| | | | (1.36) | | | | | | (2.06) | | | | | | 1.79 | | | | | | (0.76) | | | | | | 0.10 | | | | | | (0.08) | | |
Distributions of net
realized gains from investments in other investment companies |
| | | | — | | | | | | 0.14 | | | | | | 0.03 | | | | | | — | | | | | | — | | | | | | — | | |
Net increase (decrease)
in net assets resulting from investment operations |
| | | | (0.84) | | | | | | (1.50) | | | | | | 2.22 | | | | | | (0.14) | | | | | | 0.65 | | | | | | 0.33 | | |
Distributions from: | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income |
| | | | — | | | | | | — | | | | | | (0.57) | | | | | | (0.44) | | | | | | — | | | | | | — | | |
Net asset value, end of period |
| | | $ | 24.96 | | | | | $ | 25.80 | | | | | $ | 27.30 | | | | | $ | 25.65 | | | | | $ | 26.23 | | | | | $ | 25.58 | | |
Market price, end of period |
| | | $ | 24.95 | | | | | $ | 25.79 | | | | | $ | 27.30 | | | | | $ | 25.63 | | | | | $ | 26.23 | | | | | $ | 25.58 | | |
Total Return | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Total investment return
based on net asset value(c)
|
| | | | (3.27)% | | | | | | (5.51)% | | | | | | 8.65% | | | | | | (0.62)% | | | | | | 2.56% | | | | | | 1.29% | | |
Total investment return
based on market price(d)
|
| | | | (3.26)% | | | | | | (5.53)% | | | | | | 8.74% | | | | | | (0.69)% | | | | | | 2.54% | | | | | | 1.31% | | |
Ratios/Supplemental Data | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Net assets, end of period (000’s
omitted) |
| | | $ | 6,240 | | | | | $ | 16,767 | | | | | $ | 17,745 | | | | | $ | 17,956 | | | | | $ | 15,741 | | | | | $ | 12,790 | | |
Ratio to average net assets of: | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Expenses net of
waivers/ reimbursements(e)
|
| | | | 0.45%(f) | | | | | | 0.41% | | | | | | 0.41% | | | | | | 0.53% | | | | | | 0.76% | | | | | | 0.76% | | |
Expenses excluding
waivers/ reimbursements(e)
|
| | | | 0.71%(f) | | | | | | 0.76% | | | | | | 0.76% | | | | | | 0.76% | | | | | | 0.76% | | | | | | 0.76% | | |
Net investment income (loss)(b)
|
| | | | 4.04%(f) | | | | | | 1.54% | | | | | | 1.51% | | | | | | 2.36% | | | | | | 2.15% | | | | | | 1.61% | | |
Portfolio turnover rate(g)
|
| | | | 64% | | | | | | 135% | | | | | | 116% | | | | | | 77% | | | | | | 107% | | | | | | 165% | | |
| | |
IQ Hedge Long/Short
Tracker ETF |
| |||||||||||||||||||||||||||||||||
| | |
For
the Six Months Ended October 31, 2022 (unaudited) |
| |
For the Year Ended
April 30, |
| ||||||||||||||||||||||||||||||
| | |
2022 |
| |
2021 |
| |
2020 |
| |
2019 |
| |
2018 |
| |||||||||||||||||||||
Net asset value, beginning of period
|
| | | $ | 25.12 | | | | | $ | 26.52 | | | | | $ | 21.40 | | | | | $ | 21.53 | | | | | $ | 21.91 | | | | | $ | 20.36 | | |
Income from Investment Operations | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income(a)(b)
|
| | | | 0.33 | | | | | | 0.51 | | | | | | 0.44 | | | | | | 0.51 | | | | | | 0.44 | | | | | | 0.41 | | |
Net realized and unrealized gain (loss)
|
| | | | (1.81) | | | | | | (1.79) | | | | | | 5.19 | | | | | | (0.29) | | | | | | 0.13 | | | | | | 1.22 | | |
Distributions of net
realized gains from investments in other investment companies |
| | | | — | | | | | | 0.04 | | | | | | 0.01 | | | | | | — | | | | | | — | | | | | | 0.00(c) | | |
Net increase (decrease)
in net assets resulting from investment operations |
| | | | (1.48) | | | | | | (1.24) | | | | | | 5.64 | | | | | | 0.22 | | | | | | 0.57 | | | | | | 1.63 | | |
Distributions from: | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income |
| | | | — | | | | | | (0.16) | | | | | | (0.52) | | | | | | (0.35) | | | | | | (0.95) | | | | | | (0.08) | | |
Net asset value, end of period |
| | | $ | 23.64 | | | | | $ | 25.12 | | | | | $ | 26.52 | | | | | $ | 21.40 | | | | | $ | 21.53 | | | | | $ | 21.91 | | |
Market price, end of period |
| | | $ | 23.64 | | | | | $ | 25.13 | | | | | $ | 26.53 | | | | | $ | 21.52 | | | | | $ | 21.54 | | | | | $ | 21.93 | | |
Total Return | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Total investment return
based on net asset value(d)
|
| | | | (5.90)% | | | | | | (4.74)% | | | | | | 26.42% | | | | | | 0.93% | | | | | | 3.07% | | | | | | 8.02% | | |
Total investment return
based on market price(e)
|
| | | | (5.93)% | | | | | | (4.75)% | | | | | | 25.76% | | | | | | 1.46% | | | | | | 2.91% | | | | | | 8.23% | | |
Ratios/Supplemental Data | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Net assets, end of period (000’s omitted)
|
| | | $ | 20,096 | | | | | $ | 20,099 | | | | | $ | 9,282 | | | | | $ | 10,699 | | | | | $ | 6,459 | | | | | $ | 8,764 | | |
Ratio to average net assets of: | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Expenses net of waivers/
reimbursements(f) |
| | | | 0.44%(g) | | | | | | 0.41% | | | | | | 0.41% | | | | | | 0.51% | | | | | | 0.76% | | | | | | 0.76% | | |
Expenses excluding
waivers/ reimbursements(f)
|
| | | | 0.67%(g) | | | | | | 0.76% | | | | | | 0.76% | | | | | | 0.76% | | | | | | 0.76% | | | | | | 0.76% | | |
Net investment income (loss)(b)
|
| | | | 2.71%(g) | | | | | | 1.88% | | | | | | 1.80% | | | | | | 2.35% | | | | | | 2.06% | | | | | | 1.89% | | |
Portfolio turnover rate(h)
|
| | | | 29% | | | | | | 71% | | | | | | 156% | | | | | | 136% | | | | | | 95% | | | | | | 77% | | |
| | |
IQ Hedge Event-Driven
Tracker ETF |
| |||||||||||||||||||||||||||||||||
| | |
For
the Six Months Ended October 31, 2022 (unaudited) |
| |
For the Year Ended
April 30, |
| ||||||||||||||||||||||||||||||
| | |
2022 |
| |
2021 |
| |
2020 |
| |
2019 |
| |
2018 |
| |||||||||||||||||||||
Net asset value, beginning of period
|
| | | $ | 21.52 | | | | | $ | 23.72 | | | | | $ | 20.88 | | | | | $ | 21.26 | | | | | $ | 20.93 | | | | | $ | 20.59 | | |
Income from Investment Operations | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income(a)(b)
|
| | | | 0.27 | | | | | | 0.44 | | | | | | 0.50 | | | | | | 0.73 | | | | | | 0.74 | | | | | | 0.55 | | |
Net realized and unrealized gain (loss)
|
| | | | (1.17) | | | | | | (2.38) | | | | | | 3.39 | | | | | | (0.66) | | | | | | 0.46 | | | | | | 0.26 | | |
Distributions of net
realized gains from investments in other investment companies |
| | | | — | | | | | | 0.05 | | | | | | 0.00(c) | | | | | | — | | | | | | — | | | | | | — | | |
Net increase (decrease)
in net assets resulting from investment operations |
| | | | (0.90) | | | | | | (1.89) | | | | | | 3.89 | | | | | | 0.07 | | | | | | 1.20 | | | | | | 0.81 | | |
Distributions from: | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income |
| | | | — | | | | | | (0.31) | | | | | | (1.05) | | | | | | (0.45) | | | | | | (0.87) | | | | | | (0.47) | | |
Net asset value, end of period |
| | | $ | 20.62 | | | | | $ | 21.52 | | | | | $ | 23.72 | | | | | $ | 20.88 | | | | | $ | 21.26 | | | | | $ | 20.93 | | |
Market price, end of period |
| | | $ | 20.63 | | | | | $ | 21.52 | | | | | $ | 23.73 | | | | | $ | 20.86 | | | | | $ | 21.27 | | | | | $ | 20.93 | | |
Total Return | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Total investment return
based on net asset value(d)
|
| | | | (4.19)% | | | | | | (8.05)% | | | | | | 18.65% | | | | | | 0.25% | | | | | | 6.12% | | | | | | 3.93% | | |
Total investment return
based on market price(e) |
| | | | (4.14)% | | | | | | (8.09)% | | | | | | 18.86% | | | | | | 0.11% | | | | | | 6.13% | | | | | | 3.94% | | |
Ratios/Supplemental Data | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Net assets, end of period (000’s omitted)
|
| | | $ | 6,185 | | | | | $ | 8,607 | | | | | $ | 9,487 | | | | | $ | 8,354 | | | | | $ | 4,253 | | | | | $ | 3,139 | | |
Ratio to average net assets of: | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Expenses net of waivers/reimbursements(f)
|
| | | | 0.45%(g) | | | | | | 0.41% | | | | | | 0.41% | | | | | | 0.50% | | | | | | 0.76% | | | | | | 0.76% | | |
Expenses excluding
waivers/ reimbursements(f)
|
| | | | 0.70%(g) | | | | | | 0.76% | | | | | | 0.76% | | | | | | 0.76% | | | | | | 0.76% | | | | | | 0.76% | | |
Net investment income (loss)(b)
|
| | | | 2.58%(g) | | | | | | 1.90% | | | | | | 2.19% | | | | | | 3.48% | | | | | | 3.54% | | | | | | 2.64% | | |
Portfolio turnover rate(h)
|
| | | | 42% | | | | | | 50% | | | | | | 69% | | | | | | 77% | | | | | | 34% | | | | | | 41% | | |
| | |
IQ Real Return ETF
|
| |||||||||||||||||||||||||||||||||
| | |
For
the Six Months Ended October 31, 2022 (unaudited) |
| |
For the Year Ended
April 30, |
| ||||||||||||||||||||||||||||||
| | |
2022 |
| |
2021 |
| |
2020 |
| |
2019 |
| |
2018 |
| |||||||||||||||||||||
Net asset value, beginning of period
|
| | | $ | 26.86 | | | | | $ | 27.30 | | | | | $ | 26.94 | | | | | $ | 27.83 | | | | | $ | 27.47 | | | | | $ | 27.25 | | |
Income from Investment Operations | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income(a)(b)
|
| | | | 0.66 | | | | | | 0.22 | | | | | | 0.15 | | | | | | 0.54 | | | | | | 0.49 | | | | | | 0.30 | | |
Net realized and unrealized gain (loss)
|
| | | | (2.10) | | | | | | (0.57) | | | | | | 0.44 | | | | | | (0.84) | | | | | | 0.22 | | | | | | 0.21 | | |
Distributions of net
realized gains from investments in other investment companies |
| | | | — | | | | | | 0.11 | | | | | | 0.04 | | | | | | 0.00(c) | | | | | | — | | | | | | 0.00(c) | | |
Net increase (decrease)
in net assets resulting from investment operations |
| | | | (1.44) | | | | | | (0.24) | | | | | | 0.63 | | | | | | (0.30) | | | | | | 0.71 | | | | | | 0.51 | | |
Distributions from: | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income |
| | | | (0.54) | | | | | | (0.20) | | | | | | (0.27) | | | | | | (0.59) | | | | | | (0.35) | | | | | | (0.29) | | |
Net asset value, end of period |
| | | $ | 24.88 | | | | | $ | 26.86 | | | | | $ | 27.30 | | | | | $ | 26.94 | | | | | $ | 27.83 | | | | | $ | 27.47 | | |
Market price, end of period |
| | | $ | 24.85 | | | | | $ | 26.89 | | | | | $ | 27.29 | | | | | $ | 26.86 | | | | | $ | 27.80 | | | | | $ | 27.47 | | |
Total Return | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Total
investment return based on net asset value(d)
|
| | | | (5.47)% | | | | | | (0.90)% | | | | | | 2.33% | | | | | | (1.13)% | | | | | | 2.64% | | | | | | 1.89% | | |
Total investment return
based on market price(e)
|
| | | | (5.65)% | | | | | | (0.77)% | | | | | | 2.60% | | | | | | (1.33)% | | | | | | 2.53% | | | | | | 1.81% | | |
Ratios/Supplemental Data | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Net assets, end of period (000’s
omitted) |
| | | $ | 8,709 | | | | | $ | 26,856 | | | | | $ | 53,235 | | | | | $ | 51,188 | | | | | $ | 57,046 | | | | | $ | 45,319 | | |
Ratio to average net assets of: | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Expenses net of
waivers/ reimbursements(f)
|
| | | | 0.28%(g) | | | | | | 0.21% | | | | | | 0.21% | | | | | | 0.21% | | | | | | 0.37% | | | | | | 0.49% | | |
Expenses excluding
waivers/ reimbursements(f)
|
| | | | 0.34%(g) | | | | | | 0.47% | | | | | | 0.49% | | | | | | 0.49% | | | | | | 0.49% | | | | | | 0.49% | | |
Net investment income (loss)(b)
|
| | | | 4.98%(g) | | | | | | 0.78% | | | | | | 0.56% | | | | | | 1.95% | | | | | | 1.77% | | | | | | 1.10% | | |
Portfolio turnover rate(h)
|
| | | | 8% | | | | | | 114% | | | | | | 66% | | | | | | 68% | | | | | | 97% | | | | | | 101% | | |
| | |
IQ S&P High Yield
Low Volatility Bond ETF |
| |||||||||||||||||||||||||||||||||
| | |
For
the Six Months Ended October 31, 2022 (unaudited) |
| |
For the Year Ended
April 30, |
| ||||||||||||||||||||||||||||||
| | |
2022 |
| |
2021 |
| |
2020 |
| |
2019 |
| |
2018 |
| |||||||||||||||||||||
Net asset value, beginning of period
|
| | | $ | 22.47 | | | | | $ | 24.99 | | | | | $ | 23.86 | | | | | $ | 24.76 | | | | | $ | 24.36 | | | | | $ | 25.20 | | |
Income from Investment Operations | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income(a)(b)
|
| | | | 0.47 | | | | | | 0.80 | | | | | | 0.93 | | | | | | 1.01 | | | | | | 1.07 | | | | | | 0.99 | | |
Net realized and unrealized gain (loss)
|
| | | | (1.09) | | | | | | (2.40) | | | | | | 1.16 | | | | | | (0.81) | | | | | | 0.41 | | | | | | (0.88) | | |
Net increase (decrease)
in net assets resulting from investment operations |
| | | | (0.63) | | | | | | (1.60) | | | | | | 2.09 | | | | | | 0.20 | | | | | | 1.48 | | | | | | 0.11 | | |
Distributions from: | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income |
| | | | (0.49) | | | | | | (0.92) | | | | | | (0.96) | | | | | | (1.10) | | | | | | (1.08) | | | | | | (0.95) | | |
Net asset value, end of period |
| | | $ | 21.36 | | | | | $ | 22.47 | | | | | $ | 24.99 | | | | | $ | 23.86 | | | | | $ | 24.76 | | | | | $ | 24.36 | | |
Market price, end of period |
| | | $ | 21.37 | | | | | $ | 22.31 | | | | | $ | 25.02 | | | | | $ | 24.03 | | | | | $ | 24.78 | | | | | $ | 24.32 | | |
Total Return | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Total investment return
based on net asset value(c)
|
| | | | (2.83)% | | | | | | (6.67)% | | | | | | 8.89% | | | | | | 0.71% | | | | | | 6.31% | | | | | | 0.39% | | |
Total investment return
based on market price(d) |
| | | | (2.03)% | | | | | | (7.44)% | | | | | | 8.23% | | | | | | 1.34% | | | | | | 6.56% | | | | | | (0.36)% | | |
Ratios/Supplemental Data | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Net assets, end of
period (000’s omitted) |
| | | $ | 18,152 | | | | | $ | 21,346 | | | | | $ | 106,222 | | | | | $ | 51,295 | | | | | $ | 65,626 | | | | | $ | 107,192 | | |
Ratio to average net assets of: | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Expenses net of
waivers/ reimbursements(e)
|
| | | | 0.42%(f) | | | | | | 0.40% | | | | | | 0.40% | | | | | | 0.40% | | | | | | 0.40% | | | | | | 0.40% | | |
Expenses excluding
waivers/ reimbursements(e)
|
| | | | 0.44%(f) | | | | | | 0.41% | | | | | | 0.41% | | | | | | 0.41% | | | | | | 0.41% | | | | | | 0.41% | | |
Net investment income (loss)(b)
|
| | | | 4.29%(f) | | | | | | 3.23% | | | | | | 3.72% | | | | | | 4.04% | | | | | | 4.42% | | | | | | 3.97% | | |
Portfolio turnover rate(g)
|
| | | | 49% | | | | | | 99% | | | | | | 105% | | | | | | 105% | | | | | | 83% | | | | | | 75% | | |
| | |
IQ Merger Arbitrage
ETF |
| |||||||||||||||||||||||||||||||||
| | |
For
the Six Months Ended October 31, 2022 (unaudited) |
| |
For the Year Ended
April 30, |
| ||||||||||||||||||||||||||||||
| | |
2022 |
| |
2021 |
| |
2020 |
| |
2019 |
| |
2018 |
| |||||||||||||||||||||
Net asset value,
beginning of period |
| | | $ | 31.81 | | | | | $ | 33.62 | | | | | $ | 31.53 | | | | | $ | 31.50 | | | | | $ | 30.72 | | | | | $ | 30.21 | | |
Income from Investment
Operations |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income(a)(b)
|
| | | | 0.30 | | | | | | 0.09 | | | | | | 0.31 | | | | | | 0.14 | | | | | | 0.07 | | | | | | 0.10 | | |
Net realized and
unrealized gain (loss) |
| | | | (0.44) | | | | | | (1.90) | | | | | | 2.55 | | | | | | (0.11) | | | | | | 0.71 | | | | | | 0.41(c) | | |
Distributions of net
realized gains from investments in other investment companies |
| | | | — | | | | | | 0.00(d) | | | | | | 0.00(d) | | | | | | 0.00(d) | | | | | | — | | | | | | — | | |
Net increase (decrease)
in net assets resulting from investment operations |
| | | | (0.14) | | | | | | (1.81) | | | | | | 2.86 | | | | | | 0.03 | | | | | | 0.78 | | | | | | 0.51 | | |
Distributions from: | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income |
| | | | — | | | | | | — | | | | | | (0.77) | | | | | | — | | | | | | — | | | | | | — | | |
Net asset value, end of period |
| | | $ | 31.67 | | | | | $ | 31.81 | | | | | $ | 33.62 | | | | | $ | 31.53 | | | | | $ | 31.50 | | | | | $ | 30.72 | | |
Market price, end of period |
| | | $ | 31.60 | | | | | $ | 31.78 | | | | | $ | 33.67 | | | | | $ | 31.45 | | | | | $ | 31.48 | | | | | $ | 30.75 | | |
Total Return | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Total investment return
based on net asset value(e)
|
| | | | (0.45)% | | | | | | (5.38)% | | | | | | 9.07% | | | | | | 0.10% | | | | | | 2.52% | | | | | | 1.69% | | |
Total investment return
based on market price(f)
|
| | | | (0.57)% | | | | | | (5.61)% | | | | | | 9.53% | | | | | | (0.10)% | | | | | | 2.37% | | | | | | 1.59% | | |
Ratios/Supplemental Data | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Net assets, end of
period (000’s omitted) |
| | | $ | 558,925 | | | | | $ | 591,634 | | | | | $ | 746,279 | | | | | $ | 723,582 | | | | | $ | 985,800 | | | | | $ | 525,386 | | |
Ratio to average net assets of: | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Expenses(g)
|
| | | | 0.78%(h) | | | | | | 0.76% | | | | | | 0.76% | | | | | | 0.76% | | | | | | 0.76% | | | | | | 0.76% | | |
Net investment income (loss)(b)
|
| | | | 1.90%(h) | | | | | | 0.28% | | | | | | 0.94% | | | | | | 0.42% | | | | | | 0.21% | | | | | | 0.34% | | |
Portfolio turnover rate(i)
|
| | | | 142% | | | | | | 314% | | | | | | 313% | | | | | | 308% | | | | | | 337% | | | | | | 329% | | |
| | |
IQ Global Resources
ETF |
| |||||||||||||||||||||||||||||||||
| | |
For
the Six Months Ended October 31, 2022 (unaudited) |
| |
For the Year Ended
April 30, |
| ||||||||||||||||||||||||||||||
| | |
2022 |
| |
2021 |
| |
2020 |
| |
2019 |
| |
2018 |
| |||||||||||||||||||||
Net asset value, beginning of period
|
| | | $ | 34.07 | | | | | $ | 28.60 | | | | | $ | 24.16 | | | | | $ | 26.97 | | | | | $ | 27.76 | | | | | $ | 25.82 | | |
Income from Investment Operations | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income(a)(b)
|
| | | | 0.82 | | | | | | 1.05 | | | | | | 0.71 | | | | | | 0.66 | | | | | | 0.65 | | | | | | 0.68 | | |
Net realized and unrealized gain (loss)
|
| | | | (2.94) | | | | | | 4.42 | | | | | | 6.27 | | | | | | (3.00) | | | | | | (1.24) | | | | | | 1.26 | | |
Distributions of net
realized gains from investments in other investment companies |
| | | | — | | | | | | — | | | | | | 0.01 | | | | | | 0.00(c) | | | | | | — | | | | | | — | | |
Net increase (decrease)
in net assets resulting from investment operations |
| | | | (2.12) | | | | | | 5.47 | | | | | | 6.99 | | | | | | (2.34) | | | | | | (0.59) | | | | | | 1.94 | | |
Distributions from: | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income |
| | | | (0.35) | | | | | | — | | | | | | (2.55) | | | | | | (0.47) | | | | | | (0.20) | | | | | | — | | |
Net asset value, end of period |
| | | $ | 31.60 | | | | | $ | 34.07 | | | | | $ | 28.60 | | | | | $ | 24.16 | | | | | $ | 26.97 | | | | | $ | 27.76 | | |
Market price, end of period |
| | | $ | 31.56 | | | | | $ | 33.92 | | | | | $ | 28.55 | | | | | $ | 23.99 | | | | | $ | 27.06 | | | | | $ | 27.65 | | |
Total Return | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Total investment return
based on net asset value(d)
|
| | | | (6.20)% | | | | | | 19.11% | | | | | | 30.07% | | | | | | (8.89)% | | | | | | (2.08)% | | | | | | 7.50% | | |
Total investment return
based on market price(e) |
| | | | (5.88)% | | | | | | 18.81% | | | | | | 30.76% | | | | | | (9.81)% | | | | | | (1.38)% | | | | | | 6.55% | | |
Ratios/Supplemental Data | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Net assets, end of
period (000’s omitted) |
| | | $ | 36,334 | | | | | $ | 34,070 | | | | | $ | 20,021 | | | | | $ | 22,948 | | | | | $ | 175,312 | | | | | $ | 238,712 | | |
Ratio to average net assets of: | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Expenses net of
waivers/ reimbursements(f)
|
| | | | 0.32%(g) | | | | | | 0.43% | | | | | | 0.76% | | | | | | 0.76% | | | | | | 0.76% | | | | | | 0.76% | | |
Expenses excluding
waivers/ reimbursements(f)
|
| | | | 0.33%(g) | | | | | | 0.43% | | | | | | 0.76% | | | | | | 0.76% | | | | | | 0.76% | | | | | | 0.76% | | |
Net investment income (loss)(b)
|
| | | | 5.17%(g) | | | | | | 3.40% | | | | | | 2.70% | | | | | | 2.48% | | | | | | 2.37% | | | | | | 2.51% | | |
Portfolio turnover rate(h)
|
| | | | 8% | | | | | | 77% | | | | | | 98% | | | | | | 100% | | | | | | 132% | | | | | | 235% | | |
| | |
IQ CBRE NextGen Real
Estate ETF |
| |||||||||||||||||||||||||||||||||
| | |
For
the Six Months Ended October 31, 2022 (unaudited) |
| |
For the Year Ended
April 30, |
| ||||||||||||||||||||||||||||||
| | |
2022 |
| |
2021 |
| |
2020 |
| |
2019 |
| |
2018 |
| |||||||||||||||||||||
Net asset value, beginning of period
|
| | | $ | 24.37 | | | | | $ | 25.52 | | | | | $ | 17.32 | | | | | $ | 25.13 | | | | | $ | 24.14 | | | | | $ | 27.14 | | |
Income from Investment Operations | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income(a)(b)
|
| | | | 0.40 | | | | | | 0.41 | | | | | | 0.33 | | | | | | 0.66 | | | | | | 0.79 | | | | | | 0.88 | | |
Net realized and unrealized gain (loss)
|
| | | | (5.64) | | | | | | (0.58) | | | | | | 8.67 | | | | | | (7.16) | | | | | | 1.81 | | | | | | (2.53) | | |
Net increase (decrease)
in net assets resulting from investment operations |
| | | | (5.24) | | | | | | (0.17) | | | | | | 9.00 | | | | | | (6.50) | | | | | | 2.60 | | | | | | (1.65) | | |
Distributions from: | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income |
| | | | (0.55) | | | | | | (0.98) | | | | | | (0.32) | | | | | | (0.62) | | | | | | (0.78) | | | | | | (0.85) | | |
Return of capital |
| | | | — | | | | | | — | | | | | | (0.48) | | | | | | (0.69) | | | | | | (0.83) | | | | | | (0.50) | | |
Total distributions
from net investment income and return of capital |
| | | | (0.55) | | | | | | (0.98) | | | | | | (0.80) | | | | | | (1.31) | | | | | | (1.61) | | | | | | (1.35) | | |
Net asset value, end of period |
| | | $ | 18.58 | | | | | $ | 24.37 | | | | | $ | 25.52 | | | | | $ | 17.32 | | | | | $ | 25.13 | | | | | $ | 24.14 | | |
Market price, end of period |
| | | $ | 18.56 | | | | | $ | 24.35 | | | | | $ | 25.51 | | | | | $ | 17.30 | | | | | $ | 25.12 | | | | | $ | 24.12 | | |
Total Return | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Total
investment return based on net asset value(c)
|
| | | | (21.77)% | | | | | | (0.76)% | | | | | | 53.54% | | | | | | (27.15)% | | | | | | 11.16% | | | | | | (6.37)% | | |
Total investment return
based on market price(d)
|
| | | | (21.75)% | | | | | | (0.84)% | | | | | | 53.68% | | | | | | (27.21)% | | | | | | 11.24% | | | | | | (6.49)% | | |
Ratios/Supplemental Data | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Net assets, end of period (000’s
omitted) |
| | | $ | 26,937 | | | | | $ | 40,218 | | | | | $ | 52,309 | | | | | $ | 40,702 | | | | | $ | 71,615 | | | | | $ | 82,089 | | |
Ratio to average net assets of: | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Expenses net of
waivers/ reimbursements(e)
|
| | | | 0.70%(f) | | | | | | 0.70% | | | | | | 0.70% | | | | | | 0.70% | | | | | | 0.70% | | | | | | 0.70% | | |
Expenses excluding
waivers/ reimbursements(e)
|
| | | | 0.70%(f) | | | | | | —% | | | | | | —% | | | | | | —% | | | | | | —% | | | | | | —% | | |
Net investment income (loss)(b)
|
| | | | 3.66%(f) | | | | | | 1.58% | | | | | | 1.66% | | | | | | 2.72% | | | | | | 3.11% | | | | | | 3.36% | | |
Portfolio turnover rate(g)
|
| | | | 106% | | | | | | 31% | | | | | | 38% | | | | | | 26% | | | | | | 26% | | | | | | 27% | | |
| | |
IQ FTSE International
Equity Currency Neutral ETF |
| |||||||||||||||||||||||||||||||||
| | |
For
the Six Months Ended October 31, 2022 (unaudited) |
| |
For the Year Ended
April 30, |
| ||||||||||||||||||||||||||||||
| | |
2022 |
| |
2021 |
| |
2020 |
| |
2019 |
| |
2018 |
| |||||||||||||||||||||
Net asset value,
beginning of period |
| | | $ | 22.88 | | | | | $ | 24.34 | | | | | $ | 18.02 | | | | | $ | 20.59 | | | | | $ | 21.63 | | | | | $ | 19.68 | | |
Income from Investment
Operations |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income(a)(b)
|
| | | | 0.37 | | | | | | 0.67 | | | | | | 0.51 | | | | | | 0.56 | | | | | | 0.62 | | | | | | 0.60 | | |
Net realized and
unrealized gain (loss) |
| | | | (2.42) | | | | | | (1.40) | | | | | | 6.28 | | | | | | (2.51) | | | | | | (0.77) | | | | | | 1.89 | | |
Net increase (decrease)
in net assets resulting from investment operations |
| | | | (2.05) | | | | | | (0.73) | | | | | | 6.79 | | | | | | (1.95) | | | | | | (0.15) | | | | | | 2.49 | | |
Distributions from: | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income |
| | | | (0.45) | | | | | | (0.73) | | | | | | (0.47) | | | | | | (0.62) | | | | | | (0.70) | | | | | | (0.54) | | |
Net realized gain |
| | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | (0.19) | | | | | | 0.00(c) | | |
Total distributions
from net investment income and realized gains |
| | | | (0.45) | | | | | | (0.73) | | | | | | (0.47) | | | | | | (0.62) | | | | | | (0.89) | | | | | | (0.54) | | |
Net asset value, end of period |
| | | $ | 20.38 | | | | | $ | 22.88 | | | | | $ | 24.34 | | | | | $ | 18.02 | | | | | $ | 20.59 | | | | | $ | 21.63 | | |
Market price, end of period |
| | | $ | 20.39 | | | | | $ | 22.60 | | | | | $ | 24.36 | | | | | $ | 17.83 | | | | | $ | 20.65 | | | | | $ | 21.60 | | |
Total Return | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Total investment return
based on net asset value(d)
|
| | | | (9.01)% | | | | | | (3.16)% | | | | | | 38.14% | | | | | | (9.74)% | | | | | | (0.42)% | | | | | | 12.84% | | |
Total investment return
based on market price(e)
|
| | | | (7.82)% | | | | | | (4.45)% | | | | | | 39.70% | | | | | | (10.94)% | | | | | | (0.03)% | | | | | | 12.28% | | |
Ratios/Supplemental Data | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Net assets, end of
period (000’s omitted) |
| | | $ | 264,909 | | | | | $ | 265,421 | | | | | $ | 310,388 | | | | | $ | 249,575 | | | | | $ | 281,079 | | | | | $ | 578,517 | | |
Ratio to average net assets of: | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Expenses net of
waivers/ reimbursements(f)
|
| | | | 0.21%(g) | | | | | | 0.20% | | | | | | 0.20% | | | | | | 0.20% | | | | | | 0.20% | | | | | | 0.22% | | |
Expenses excluding
waivers/ reimbursements(f)
|
| | | | 0.32%(g) | | | | | | 0.36% | | | | | | 0.36% | | | | | | 0.36% | | | | | | 0.36% | | | | | | 0.36% | | |
Net investment income (loss)(b)
|
| | | | 3.46%(g) | | | | | | 2.72% | | | | | | 2.41% | | | | | | 2.78% | | | | | | 3.03% | | | | | | 2.87% | | |
Portfolio turnover rate(h)
|
| | | | 5% | | | | | | 10% | | | | | | 10% | | | | | | 8% | | | | | | 13% | | | | | | 10% | | |
| | |
IQ Chaikin U.S. Large
Cap ETF |
| |||||||||||||||||||||||||||||||||
| | |
For
the Six Months Ended October 31, 2022 (unaudited) |
| |
For the Year Ended
April 30, |
| |
For
the Period December 13, 2017(a) to April 30, 2018 |
| |||||||||||||||||||||||||||
| | |
2022 |
| |
2021 |
| |
2020 |
| |
2019 |
| ||||||||||||||||||||||||
Net
asset value, beginning of period
|
| | | $ | 32.24 | | | | | $ | 32.51 | | | | | $ | 21.95 | | | | | $ | 24.75 | | | | | $ | 25.30 | | | | | $ | 25.05 | | |
Income from Investment
Operations |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income(b)(c)
|
| | | | 0.24 | | | | | | 0.40 | | | | | | 0.38 | | | | | | 0.58 | | | | | | 0.48 | | | | | | 0.15 | | |
Net realized and
unrealized gain (loss) |
| | | | (1.04) | | | | | | (0.30) | | | | | | 10.60 | | | | | | (2.80) | | | | | | (0.53) | | | | | | 0.18(d) | | |
Net increase (decrease)
in net assets resulting from investment operations |
| | | | (0.80) | | | | | | 0.10 | | | | | | 10.98 | | | | | | (2.22) | | | | | | (0.05) | | | | | | 0.33 | | |
Distributions from: | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income |
| | | | (0.22) | | | | | | (0.37) | | | | | | (0.42) | | | | | | (0.58) | | | | | | (0.50) | | | | | | (0.08) | | |
Net asset value, end of period |
| | | $ | 31.22 | | | | | $ | 32.24 | | | | | $ | 32.51 | | | | | $ | 21.95 | | | | | $ | 24.75 | | | | | $ | 25.30 | | |
Market price, end of period |
| | | $ | 31.22 | | | | | $ | 32.25 | | | | | $ | 32.54 | | | | | $ | 21.92 | | | | | $ | 24.75 | | | | | $ | 25.30 | | |
Total Return | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Total investment return
based on net asset value(e)
|
| | | | (2.46)% | | | | | | 0.24% | | | | | | 50.46% | | | | | | (9.04)% | | | | | | (0.13)% | | | | | | 1.31% | | |
Total investment return
based on market price(f)
|
| | | | (2.47)% | | | | | | 0.17% | | | | | | 50.82% | | | | | | (9.18)% | | | | | | (0.13)% | | | | | | 1.32%(g) | | |
Ratios/Supplemental Data | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Net assets, end of
period (000’s omitted) |
| | | $ | 277,883 | | | | | $ | 306,319 | | | | | $ | 305,608 | | | | | $ | 220,630 | | | | | $ | 278,412 | | | | | $ | 320,000 | | |
Ratio to average net assets of: | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Expenses net of
waivers/ reimbursements(h)
|
| | | | 0.25%(i) | | | | | | 0.25% | | | | | | 0.25% | | | | | | 0.25% | | | | | | 0.25% | | | | | | 0.25%(i) | | |
Expenses excluding
waivers/ reimbursements(h)
|
| | | | 0.26%(i) | | | | | | 0.26% | | | | | | 0.26% | | | | | | 0.26% | | | | | | 0.26% | | | | | | 0.26%(i) | | |
Net investment income (loss)(c) |
| | | | 1.54%(i) | | | | | | 1.17% | | | | | | 1.43% | | | | | | 2.35% | | | | | | 1.97% | | | | | | 1.59%(i) | | |
Portfolio turnover rate(j)
|
| | | | 2% | | | | | | 65% | | | | | | 68% | | | | | | 58% | | | | | | 52% | | | | | | 94% | | |
| | |
IQ Chaikin U.S. Small
Cap ETF |
| |||||||||||||||||||||||||||||||||
| | |
For
the Six Months Ended October 31, 2022 (unaudited) |
| |
For the Year Ended
April 30, |
| |
For
the Period May 16, 2017(a) to April 30, 2018 |
| |||||||||||||||||||||||||||
| | |
2022 |
| |
2021 |
| |
2020 |
| |
2019 |
| ||||||||||||||||||||||||
Net
asset value, beginning of period
|
| | | $ | 31.85 | | | | | $ | 35.03 | | | | | $ | 20.02 | | | | | $ | 25.72 | | | | | $ | 27.13 | | | | | $ | 25.16 | | |
Income from Investment
Operations |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income(b)(c)
|
| | | | 0.23 | | | | | | 0.44 | | | | | | 0.35 | | | | | | 0.28 | | | | | | 0.27 | | | | | | 0.16 | | |
Net realized and
unrealized gain (loss) |
| | | | 0.73 | | | | | | (3.16) | | | | | | 15.01 | | | | | | (5.72) | | | | | | (1.39) | | | | | | 1.93 | | |
Net increase (decrease)
in net assets resulting from investment operations |
| | | | 0.96 | | | | | | (2.72) | | | | | | 15.36 | | | | | | (5.44) | | | | | | (1.12) | | | | | | 2.09 | | |
Distributions from: | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income |
| | | | (0.18) | | | | | | (0.46) | | | | | | (0.35) | | | | | | (0.26) | | | | | | (0.29) | | | | | | (0.12) | | |
Net asset value, end of period |
| | | $ | 32.63 | | | | | $ | 31.85 | | | | | $ | 35.03 | | | | | $ | 20.02 | | | | | $ | 25.72 | | | | | $ | 27.13 | | |
Market price, end of period |
| | | $ | 32.69 | | | | | $ | 31.83 | | | | | $ | 35.03 | | | | | $ | 20.02 | | | | | $ | 25.72 | | | | | $ | 27.14 | | |
Total Return | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Total investment return
based on net asset value(d)
|
| | | | 3.06% | | | | | | (7.89)% | | | | | | 77.31% | | | | | | (21.35)% | | | | | | (4.10)% | | | | | | 8.33% | | |
Total investment return
based on market price(e)
|
| | | | 3.31% | | | | | | (7.95)% | | | | | | 77.34% | | | | | | (21.34)% | | | | | | (4.14)% | | | | | | 8.36%(f) | | |
Ratios/Supplemental Data | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Net assets, end of
period (000’s omitted) |
| | | $ | 238,221 | | | | | $ | 186,308 | | | | | $ | 206,659 | | | | | $ | 103,108 | | | | | $ | 348,555 | | | | | $ | 465,347 | | |
Ratio to average net assets of: | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Expenses net of
waivers/ reimbursements(g)
|
| | | | 0.36%(h) | | | | | | 0.35% | | | | | | 0.35% | | | | | | 0.35% | | | | | | 0.35% | | | | | | 0.35%(h) | | |
Expenses excluding
waivers/ reimbursements(g)
|
| | | | 0.36%(h) | | | | | | 0.36% | | | | | | 0.36% | | | | | | 0.36% | | | | | | 0.36% | | | | | | 0.36%(h) | | |
Net investment income (loss)(c)
|
| | | | 1.43%(h) | | | | | | 1.24% | | | | | | 1.29% | | | | | | 1.14% | | | | | | 1.01% | | | | | | 0.61%(h) | | |
Portfolio turnover rate(i)
|
| | | | 2% | | | | | | 64% | | | | | | 76% | | | | | | 43% | | | | | | 57% | | | | | | 106% | | |
| | |
IQ 500 International
ETF |
| |||||||||||||||||||||||||||
| | |
For
the Six Months Ended October 31, 2022 (unaudited) |
| |
For the Year Ended
April 30, |
| |
For
the Period December 13, 2018(a) to April 30, 2019 |
| |||||||||||||||||||||
| | |
2022 |
| |
2021 |
| |
2020 |
| |||||||||||||||||||||
Net asset value, beginning of period |
| | | $ | 30.08 | | | | | $ | 32.58 | | | | | $ | 22.29 | | | | | $ | 27.64 | | | | | $ | 25.50 | | |
Income from Investment Operations | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income(b)(c)
|
| | | | 0.55 | | | | | | 1.03 | | | | | | 0.77 | | | | | | 0.72 | | | | | | 0.39 | | |
Net realized and unrealized gain (loss)
|
| | | | (4.12) | | | | | | (2.35) | | | | | | 10.19 | | | | | | (5.40) | | | | | | 1.77 | | |
Net increase (decrease)
in net assets resulting from investment operations |
| | | | (3.57) | | | | | | (1.32) | | | | | | 10.96 | | | | | | (4.68) | | | | | | 2.16 | | |
Distributions from: | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income |
| | | | (0.67) | | | | | | (1.18) | | | | | | (0.67) | | | | | | (0.67) | | | | | | (0.02) | | |
Net asset value, end of period |
| | | $ | 25.84 | | | | | $ | 30.08 | | | | | $ | 32.58 | | | | | $ | 22.29 | | | | | $ | 27.64 | | |
Market price, end of period |
| | | $ | 25.94 | | | | | $ | 29.74 | | | | | $ | 32.52 | | | | | $ | 22.10 | | | | | $ | 27.65 | | |
Total Return | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Total investment return
based on net asset value(d)
|
| | | | (12.03)% | | | | | | (4.29)% | | | | | | 49.88% | | | | | | (17.33)% | | | | | | 8.47% | | |
Total investment return
based on market price(e)
|
| | | | (10.66)% | | | | | | (5.21)% | | | | | | 50.94% | | | | | | (18.07)% | | | | | | 8.52%(f) | | |
Ratios/Supplemental Data | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Net assets, end of period (000’s omitted)
|
| | | $ | 180,880 | | | | | $ | 210,578 | | | | | $ | 244,336 | | | | | $ | 218,451 | | | | | $ | 85,675 | | |
Ratio to average net assets of: | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Expenses net of waivers/reimbursements(g)
|
| | | | 0.25%(g) | | | | | | 0.25% | | | | | | 0.25% | | | | | | 0.25% | | | | | | 0.25%(h) | | |
Expenses excluding
waivers/ reimbursements(g)
|
| | | | 0.27%(g) | | | | | | 0.26% | | | | | | 0.26% | | | | | | 0.26% | | | | | | 0.26%(h) | | |
Net investment income (loss)(c)
|
| | | | 3.94%(g) | | | | | | 3.15% | | | | | | 2.86% | | | | | | 2.81% | | | | | | 3.90%(h) | | |
Portfolio turnover rate(i)
|
| | | | 17% | | | | | | 19% | | | | | | 9% | | | | | | 13% | | | | | | 0% | | |
| | |
IQ Candriam ESG U.S.
Large Cap Equity ETF |
| |||||||||||||||||||||
| | |
For
the Six Months Ended October 31, 2022 (unaudited) |
| |
For the Year Ended
April 30, |
| |
For
the Period December 17, 2019(a) to April 30, 2020 |
| |||||||||||||||
| | |
2022 |
| |
2021 |
| ||||||||||||||||||
Net asset value, beginning of period |
| | | $ | 35.56 | | | | | $ | 35.56 | | | | | $ | 24.13 | | | | | $ | 25.18 | | |
Income from Investment Operations | | | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income(b)(c)
|
| | | | 0.24 | | | | | | 0.46 | | | | | | 0.42 | | | | | | 0.15 | | |
Net realized and unrealized gain (loss)
|
| | | | (2.74) | | | | | | (0.01) | | | | | | 11.32 | | | | | | (1.08) | | |
Net increase (decrease)
in net assets resulting from investment operations |
| | | | (2.50) | | | | | | 0.45 | | | | | | 11.74 | | | | | | (0.93) | | |
Distributions from: | | | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income |
| | | | (0.22) | | | | | | (0.45) | | | | | | (0.31) | | | | | | (0.12) | | |
Net asset value, end of period |
| | | $ | 32.84 | | | | | $ | 35.56 | | | | | $ | 35.56 | | | | | $ | 24.13 | | |
Market price, end of period |
| | | $ | 32.84 | | | | | $ | 35.58 | | | | | $ | 35.57 | | | | | $ | 24.12 | | |
Total Return | | | | | | | | | | | | | | | | | | | | | | | | | |
Total investment return based on net
asset value(d)
|
| | | | (7.04)% | | | | | | 1.21% | | | | | | 48.85% | | | | | | (3.59)% | | |
Total investment return based on market
price(e)
|
| | | | (7.07)% | | | | | | 1.23% | | | | | | 49.00% | | | | | | (3.64)%(f) | | |
Ratios/Supplemental Data | | | | | | | | | | | | | | | | | | | | | | | | | |
Net assets, end of period (000’s omitted)
|
| | | $ | 372,736 | | | | | $ | 428,535 | | | | | $ | 410,702 | | | | | $ | 6,034 | | |
Ratio to average net assets of: | | | | | | | | | | | | | | | | | | | | | | | | | |
Expenses net of waivers/reimbursements(g)
|
| | | | 0.09%(h) | | | | | | 0.09% | | | | | | 0.09% | | | | | | 0.09%(h) | | |
Expenses excluding
waivers/reimbursements(g)
|
| | | | 0.11%(h) | | | | | | 0.10% | | | | | | 0.10% | | | | | | 0.11%(h) | | |
Net investment income (loss)(c)
|
| | | | 1.42%(h) | | | | | | 1.21% | | | | | | 1.35% | | | | | | 1.67%(h) | | |
Portfolio turnover rate(i)
|
| | | | 16% | | | | | | 5% | | | | | | 21% | | | | | | 12% | | |
| | |
IQ Candriam ESG U.S. Mid Cap Equity ETF |
| |||
| | |
For the
Period October 25, 2022(a) to October 31, 2022 |
| |||
Net asset value, beginning of period
|
| | | $ | 25.00 | | |
Income from Investment Operations | | | | | | | |
Net investment income(b)(c)
|
| | | | 0.01 | | |
Net realized and unrealized gain (loss)
|
| | | | 1.10 | | |
Net increase (decrease) in net assets
resulting from investment operations |
| | | | 1.11 | | |
Distributions from: | | | | | | | |
Net asset value, end of period |
| | | $ | 26.11 | | |
Market price, end of period |
| | | $ | 26.12 | | |
Total Return | | | | | | | |
Total investment return based on net
asset value(d)
|
| | | | 3.60% | | |
Total investment return based on market
price(e)
|
| | | | 3.65%(f) | | |
Ratios/Supplemental Data | | | | | | | |
Net assets, end of period (000’s omitted)
|
| | | $ | 5,222 | | |
Ratio to average net assets of: | | | | | | | |
Expenses net of waivers/reimbursements(g)
|
| | | | 0.15%(h) | | |
Expenses excluding
waivers/reimbursements(g)
|
| | | | 0.16%(h) | | |
Net investment income (loss)(c)
|
| | | | 1.87%(h) | | |
Portfolio turnover rate(i)
|
| | | | 0% | | |
| | |
IQ Candriam ESG
International Equity ETF |
| |||||||||||||||||||||
| | |
For
the Six Months Ended October 31, 2022 (unaudited) |
| |
For the Year Ended
April 30, |
| |
For
the Period December 17, 2019(a) to April 30, 2020 |
| |||||||||||||||
| | |
2022 |
| |
2021 |
| ||||||||||||||||||
Net asset value, beginning of period
|
| | | $ | 26.16 | | | | | $ | 29.21 | | | | | $ | 21.00 | | | | | $ | 25.19 | | |
Income from Investment Operations | | | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income(b)(c)
|
| | | | 0.39 | | | | | | 0.85 | | | | | | 0.62 | | | | | | 0.26 | | |
Net realized and unrealized gain (loss)
|
| | | | (3.66) | | | | | | (3.05) | | | | | | 8.01 | | | | | | (4.34) | | |
Net increase (decrease)
in net assets resulting from investment operations |
| | | | (3.27) | | | | | | (2.20) | | | | | | 8.63 | | | | | | (4.08) | | |
Distributions from: | | | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income |
| | | | (0.52) | | | | | | (0.85) | | | | | | (0.42) | | | | | | (0.11) | | |
Net asset value, end of period |
| | | $ | 22.37 | | | | | $ | 26.16 | | | | | $ | 29.21 | | | | | $ | 21.00 | | |
Market price, end of period |
| | | $ | 22.42 | | | | | $ | 25.79 | | | | | $ | 29.25 | | | | | $ | 20.87 | | |
Total Return | | | | | | | | | | | | | | | | | | | | | | | | | |
Total investment return based on net
asset value(d)
|
| | | | (12.56)% | | | | | | (7.82)% | | | | | | 41.45% | | | | | | (16.18)% | | |
Total investment return based on market
price(e)
|
| | | | (11.12)% | | | | | | (9.25)% | | | | | | 42.51% | | | | | | (16.68)%(f) | | |
Ratios/Supplemental Data | | | | | | | | | | | | | | | | | | | | | | | | | |
Net assets, end of period (000’s omitted)
|
| | | $ | 181,213 | | | | | $ | 198,798 | | | | | $ | 186,951 | | | | | $ | 46,196 | | |
Ratio to average net assets of: | | | | | | | | | | | | | | | | | | | | | | | | | |
Expenses net of waivers/reimbursements(g)
|
| | | | 0.15%(h) | | | | | | 0.15% | | | | | | 0.15% | | | | | | 0.15%(h) | | |
Expenses excluding
waivers/reimbursements(g)
|
| | | | 0.16%(h) | | | | | | 0.16% | | | | | | 0.16% | | | | | | 0.16%(h) | | |
Net investment income (loss)(c)
|
| | | | 3.29%(h) | | | | | | 2.90% | | | | | | 2.41% | | | | | | 3.20%(h) | | |
Portfolio turnover rate(i)
|
| | | | 14% | | | | | | 10% | | | | | | 21% | | | | | | 3% | | |
| | |
IQ Healthy Hearts ETF
|
| |||||||||||||||
| | |
For the Six Months Ended October 31, 2022 (unaudited) |
| |
For the Year Ended April 30, 2022 |
| |
For the
Period January 14, 2021(a) to April 30, 2021 |
| |||||||||
Net asset value, beginning of period |
| | | $ | 27.57 | | | | | $ | 26.24 | | | | | $ | 24.93 | | |
Income from Investment Operations | | | | | | | | | | | | | | | | | | | |
Net investment income(b)(c)
|
| | | | 0.13 | | | | | | 0.32 | | | | | | 0.14 | | |
Net realized and unrealized gain (loss)
|
| | | | (2.05) | | | | | | 1.33 | | | | | | 1.26 | | |
Net increase (decrease)
in net assets resulting from investment operations |
| | | | (1.92) | | | | | | 1.65 | | | | | | 1.40 | | |
Distributions from: | | | | | | | | | | | | | | | | | | | |
Net investment income |
| | | | (0.16) | | | | | | (0.32) | | | | | | (0.09) | | |
Net asset value, end of period |
| | | $ | 25.49 | | | | | $ | 27.57 | | | | | $ | 26.24 | | |
Market price, end of period |
| | | $ | 25.52 | | | | | $ | 27.51 | | | | | $ | 26.28 | | |
Total Return | | | | | | | | | | | | | | | | | | | |
Total investment return based on net
asset value(d)
|
| | | | (6.98)% | | | | | | 6.32% | | | | | | 5.62% | | |
Total investment return based on market
price(e)
|
| | | | (6.66)% | | | | | | 5.89% | | | | | | 5.77%(f) | | |
Ratios/Supplemental Data | | | | | | | | | | | | | | | | | | | |
Net assets, end of period (000’s omitted)
|
| | | $ | 7,648 | | | | | $ | 6,893 | | | | | $ | 6,559 | | |
Ratio to average net assets of: | | | | | | | | | | | | | | | | | | | |
Expenses net of waivers/reimbursements(g)
|
| | | | 0.46%(h) | | | | | | 0.45% | | | | | | 0.45%(h) | | |
Expenses excluding
waivers/reimbursements(g)
|
| | | | 0.48%(h) | | | | | | 0.47% | | | | | | 0.46%(h) | | |
Net investment income (loss)(c)
|
| | | | 1.00%(h) | | | | | | 1.15% | | | | | | 1.92%(h) | | |
Portfolio turnover rate(i)
|
| | | | 28% | | | | | | 31% | | | | | | 14% | | |
| | |
IQ Engender Equality
ETF |
| |||||||||
| | |
For the Six Months Ended October 31, 2022 (unaudited) |
| |
For the
Period October 21, 2021(a) to April 30, 2022 |
| ||||||
Net asset value, beginning of period |
| | | $ | 21.82 | | | | | $ | 25.00 | | |
Income from Investment Operations | | | | | | | | | | | | | |
Net investment income(b)(c)
|
| | | | 0.14 | | | | | | 0.20 | | |
Net realized and unrealized gain (loss)
|
| | | | (0.82) | | | | | | (3.22) | | |
Net increase (decrease) in net assets
resulting from investment operations |
| | | | (0.68) | | | | | | (3.02) | | |
Distributions from: | | | | | | | | | | | | | |
Net investment income |
| | | | (0.16) | | | | | | (0.16) | | |
Net asset value, end of period |
| | | $ | 20.98 | | | | | $ | 21.82 | | |
Market price, end of period |
| | | $ | 20.98 | | | | | $ | 21.79 | | |
Total Return | | | | | | | | | | | | | |
Total investment return based on net
asset value(d)
|
| | | | (3.12)% | | | | | | (12.10)% | | |
Total investment return based on market
price(e)
|
| | | | (2.96)% | | | | | | (12.24)%(f) | | |
Ratios/Supplemental Data | | | | | | | | | | | | | |
Net assets, end of period (000’s omitted)
|
| | | $ | 5,244 | | | | | $ | 5,456 | | |
Ratio to average net assets of: | | | | | | | | | | | | | |
Expenses net of waivers/reimbursements(g)
|
| | | | 0.46%(h) | | | | | | 0.45%(h) | | |
Expenses excluding
waivers/reimbursements(g)
|
| | | | 0.47%(h) | | | | | | 0.46%(h) | | |
Net investment income (loss)(c)
|
| | | | 1.36%(h) | | | | | | 1.61%(h) | | |
Portfolio turnover rate(i)
|
| | | | 46% | | | | | | 35% | | |
| | |
IQ Cleaner Transport
ETF |
| |||||||||
| | |
For the Six Months Ended October 31, 2022 (unaudited) |
| |
For the
Period October 21, 2021(a) to April 30, 2022 |
| ||||||
Net asset value, beginning of period
|
| | | $ | 20.59 | | | | | $ | 25.00 | | |
Income from Investment Operations | | | | | | | | | | | | | |
Net investment income(b)(c)
|
| | | | 0.28 | | | | | | 0.13 | | |
Net realized and unrealized gain (loss)
|
| | | | (3.06) | | | | | | (4.45) | | |
Net increase (decrease) in net assets
resulting from investment operations |
| | | | (2.78) | | | | | | (4.32) | | |
Distributions from: | | | | | | | | | | | | | |
Net investment income |
| | | | (0.25) | | | | | | (0.09) | | |
Net asset value, end of period |
| | | $ | 17.56 | | | | | $ | 20.59 | | |
Market price, end of period |
| | | $ | 17.54 | | | | | $ | 20.24 | | |
Total Return | | | | | | | | | | | | | |
Total investment return based on net
asset value(d)
|
| | | | (13.57)% | | | | | | (17.30)% | | |
Total investment return based on market
price(e)
|
| | | | (12.17)% | | | | | | (18.72)%(f) | | |
Ratios/Supplemental Data | | | | | | | | | | | | | |
Net assets, end of period (000’s omitted)
|
| | | $ | 4,390 | | | | | $ | 6,177 | | |
Ratio to average net assets of: | | | | | | | | | | | | | |
Expenses net of waivers/reimbursements(g)
|
| | | | 0.46%(h) | | | | | | 0.45%(h) | | |
Expenses excluding
waivers/reimbursements(g)
|
| | | | 0.48%(h) | | | | | | 0.46%(h) | | |
Net investment income (loss)(c)
|
| | | | 2.91%(h) | | | | | | 1.00%(h) | | |
Portfolio turnover rate(i)
|
| | | | 32% | | | | | | 19% | | |
| | |
IQ Clean Oceans ETF
|
| |||||||||
| | |
For the Six Months Ended October 31, 2022 (unaudited) |
| |
For the
Period October 21, 2021(a) to April 30, 2022 |
| ||||||
Net asset value, beginning of period |
| | | $ | 21.03 | | | | | $ | 25.00 | | |
Income from Investment Operations | | | | | | | | | | | | | |
Net investment income(b)(c)
|
| | | | 0.15 | | | | | | 0.24 | | |
Net realized and unrealized gain (loss)
|
| | | | (3.34) | | | | | | (4.07) | | |
Net increase (decrease) in net assets
resulting from investment operations |
| | | | (3.19) | | | | | | (3.83) | | |
Distributions from: | | | | | | | | | | | | | |
Net investment income |
| | | | (0.19) | | | | | | (0.14) | | |
Net asset value, end of period |
| | | $ | 17.65 | | | | | $ | 21.03 | | |
Market price, end of period |
| | | $ | 17.63 | | | | | $ | 20.84 | | |
Total Return | | | | | | | | | | | | | |
Total investment return based on net
asset value(d)
|
| | | | (15.22)% | | | | | | (15.36)% | | |
Total investment return based on market
price(e)
|
| | | | (14.55)% | | | | | | (16.13)%(f) | | |
Ratios/Supplemental Data | | | | | | | | | | | | | |
Net assets, end of period (000’s omitted)
|
| | | $ | 4,413 | | | | | $ | 5,257 | | |
Ratio to average net assets of: | | | | | | | | | | | | | |
Expenses net of waivers/reimbursements(g)
|
| | | | 0.46%(h) | | | | | | 0.45%(h) | | |
Expenses excluding
waivers/reimbursements(g)
|
| | | | 0.47%(h) | | | | | | 0.46%(h) | | |
Net investment income (loss)(c)
|
| | | | 1.60%(h) | | | | | | 1.93%(h) | | |
Portfolio turnover rate(i)
|
| | | | 45% | | | | | | 25% | | |
| | |
IQ Global Equity
R&D Leaders ETF |
| |||||||||
| | |
For the Six Months Ended October 31, 2022 (unaudited) |
| |
For the
Period February 8, 2022(a) to April 30, 2022 |
| ||||||
Net asset value, beginning of period |
| | | $ | 22.29 | | | | | $ | 24.92 | | |
Income from Investment Operations | | | | | | | | | | | | | |
Net investment income(b)(c)
|
| | | | 0.22 | | | | | | 0.12 | | |
Net realized and unrealized gain (loss)
|
| | | | (3.17) | | | | | | (2.69) | | |
Net increase (decrease) in net assets
resulting from investment operations |
| | | | (2.95) | | | | | | (2.57) | | |
Distributions from: | | | | | | | | | | | | | |
Net investment income |
| | | | (0.24) | | | | | | (0.06) | | |
Net asset value, end of period |
| | | $ | 19.10 | | | | | $ | 22.29 | | |
Market price, end of period |
| | | $ | 19.11 | | | | | $ | 22.12 | | |
Total Return | | | | | | | | | | | | | |
Total investment return based on net
asset value(d)
|
| | | | (13.27)% | | | | | | (10.35)% | | |
Total investment return based on market
price(e)
|
| | | | (12.56)% | | | | | | (11.03)%(f) | | |
Ratios/Supplemental Data | | | | | | | | | | | | | |
Net assets, end of period (000’s omitted)
|
| | | $ | 3,820 | | | | | $ | 4,457 | | |
Ratio to average net assets of: | | | | | | | | | | | | | |
Expenses net of waivers/reimbursements(g)
|
| | | | 0.19%(h) | | | | | | 0.18%(h) | | |
Expenses excluding
waivers/reimbursements(g)
|
| | | | 0.20%(h) | | | | | | 0.19%(h) | | |
Net investment income (loss)(c)
|
| | | | 2.14%(h) | | | | | | 2.15%(h) | | |
Portfolio turnover rate(i)
|
| | | | 14% | | | | | | 12% | | |
| | |
IQ U.S. Large Cap
R&D Leaders ETF |
| |||||||||
| | |
For the Six Months Ended October 31, 2022 (unaudited) |
| |
For the
Period February 8, 2022(a) to April 30, 2022 |
| ||||||
Net asset value, beginning of period |
| | | $ | 22.47 | | | | | $ | 24.83 | | |
Income from Investment Operations | | | | | | | | | | | | | |
Net investment income(b)(c)
|
| | | | 0.14 | | | | | | 0.07 | | |
Net realized and unrealized gain (loss)
|
| | | | (2.18) | | | | | | (2.39) | | |
Net increase (decrease) in net assets
resulting from investment operations |
| | | | (2.04) | | | | | | (2.32) | | |
Distributions from: | | | | | | | | | | | | | |
Net investment income |
| | | | (0.15) | | | | | | (0.04) | | |
Net asset value, end of period |
| | | $ | 20.28 | | | | | $ | 22.47 | | |
Market price, end of period |
| | | $ | 20.29 | | | | | $ | 22.45 | | |
Total Return | | | | | | | | | | | | | |
Total investment return based on net
asset value(d)
|
| | | | (9.11)% | | | | | | (9.37)% | | |
Total investment return based on market
price(e)
|
| | | | (8.97)% | | | | | | (9.43)%(f) | | |
Ratios/Supplemental Data | | | | | | | | | | | | | |
Net assets, end of period (000’s omitted)
|
| | | $ | 4,055 | | | | | $ | 4,494 | | |
Ratio to average net assets of: | | | | | | | | | | | | | |
Expenses net of waivers/reimbursements(g)
|
| | | | 0.15%(h) | | | | | | 0.14%(h) | | |
Expenses excluding
waivers/reimbursements(g)
|
| | | | 0.16%(h) | | | | | | 0.15%(h) | | |
Net investment income (loss)(c)
|
| | | | 1.29%(h) | | | | | | 1.21%(h) | | |
Portfolio turnover rate(i)
|
| | | | 11% | | | | | | 3% | | |
| | |
IQ U.S. Mid Cap
R&D Leaders ETF |
| |||||||||
| | |
For the Six Months Ended October 31, 2022 (unaudited) |
| |
For the
Period February 8, 2022(a) to April 30, 2022 |
| ||||||
Net asset value, beginning of period |
| | | $ | 22.49 | | | | | $ | 25.05 | | |
Income from Investment Operations | | | | | | | | | | | | | |
Net investment income(b)(c)
|
| | | | 0.08 | | | | | | 0.03 | | |
Net realized and unrealized gain (loss)
|
| | | | (2.05) | | | | | | (2.56) | | |
Net increase (decrease) in net assets
resulting from investment operations |
| | | | (1.97) | | | | | | (2.53) | | |
Distributions from: | | | | | | | | | | | | | |
Net investment income |
| | | | (0.07) | | | | | | (0.03) | | |
Net asset value, end of period |
| | | $ | 20.45 | | | | | $ | 22.49 | | |
Market price, end of period |
| | | $ | 20.46 | | | | | $ | 22.49 | | |
Total Return | | | | | | | | | | | | | |
Total investment return based on net
asset value(d)
|
| | | | (8.73)% | | | | | | (10.10)% | | |
Total investment return based on market
price(e)
|
| | | | (8.70)% | | | | | | (10.11)%(f) | | |
Ratios/Supplemental Data | | | | | | | | | | | | | |
Net assets, end of period (000’s omitted)
|
| | | $ | 4,091 | | | | | $ | 4,499 | | |
Ratio to average net assets of: | | | | | | | | | | | | | |
Expenses net of waivers/reimbursements(g)
|
| | | | 0.17%(h) | | | | | | 0.16%(h) | | |
Expenses excluding
waivers/reimbursements(g)
|
| | | | 0.18%(h) | | | | | | 0.17%(h) | | |
Net investment income (loss)(c)
|
| | | | 0.73%(h) | | | | | | 0.61%(h) | | |
Portfolio turnover rate(i)
|
| | | | 35% | | | | | | 8% | | |
Funds
|
| |
Diversification Policy |
| |
Commencement of Operations Date |
|
IQ Hedge Multi-Strategy Tracker ETF* | | |
Diversified |
| | March 25, 2009 | |
IQ Hedge Macro Tracker ETF* | | |
Diversified |
| | June 9, 2009 | |
IQ Hedge Market Neutral Tracker ETF* | | |
Diversified |
| | October 4, 2012 | |
IQ Hedge Long/Short Tracker ETF* | | |
Diversified |
| | March 24, 2015 | |
IQ Hedge Event-Driven Tracker ETF* | | |
Diversified |
| | March 24, 2015 | |
IQ Real Return ETF | | |
Diversified |
| | October 27, 2009 | |
IQ S&P High Yield Low Volatility Bond ETF | | |
Diversified |
| | February 15, 2017 | |
IQ Merger Arbitrage ETF | | |
Non-diversified |
| |
November 17, 2009 |
|
IQ Global Resources ETF | | |
Non-diversified |
| | October 27, 2009 | |
IQ CBRE NextGen Real Estate ETF | | |
Diversified |
| | June 14, 2011 | |
IQ FTSE International Equity Currency Neutral ETF | | |
Diversified |
| | July 22, 2015 | |
IQ Chaikin U.S. Large Cap ETF | | |
Diversified |
| |
December 13, 2017 |
|
IQ Chaikin U.S. Small Cap ETF | | |
Diversified |
| | May 16, 2017 | |
IQ 500 International ETF | | |
Diversified |
| |
December 13, 2018 |
|
IQ Candriam ESG U.S. Large Cap Equity ETF | | |
Diversified |
| |
December 17, 2019 |
|
IQ Candriam ESG U.S. Mid Cap Equity ETF | | |
Diversified |
| | October 25, 2022 | |
IQ Candriam ESG International Equity ETF | | |
Diversified |
| |
December 17, 2019 |
|
IQ Healthy Hearts ETF | | |
Non-diversified |
| | January 14, 2021 | |
IQ Engender Equality ETF | | |
Non-diversified |
| | October 21, 2021 | |
IQ Cleaner Transport ETF | | |
Non-diversified |
| | October 21, 2021 | |
IQ Clean Oceans ETF | | |
Non-diversified |
| | October 21, 2021 | |
IQ Global Equity R&D Leaders ETF | | |
Non-diversified |
| | February 8, 2022 | |
IQ U.S. Large Cap R&D Leaders ETF | | |
Non-diversified |
| | February 8, 2022 | |
IQ U.S. Mid Cap R&D Leaders ETF | | |
Non-diversified |
| | February 8, 2022 | |
Fund
|
| |
Underlying
Index |
|
IQ Hedge Multi-Strategy Tracker ETF | | | IQ Hedge Multi-Strategy Index | |
IQ Hedge Macro Tracker ETF | | | IQ Hedge Macro Index | |
IQ Hedge Market Neutral Tracker ETF | | | IQ Hedge Market Neutral Index | |
IQ Hedge Long/Short Tracker ETF | | | IQ Hedge Long/Short Index | |
IQ Hedge Event-Driven Tracker ETF | | | IQ Hedge Event-Driven Index | |
IQ Real Return ETF | | | Bloomberg IQ Multi-Asset Inflation Index | |
IQ S&P High Yield Low Volatility Bond ETF | | | S&P U.S. High Yield Low Volatility Corporate Bond Index | |
IQ Merger Arbitrage ETF | | | IQ Merger Arbitrage Index | |
IQ Global Resources ETF | | | IQ Global Resources Index | |
IQ CBRE NextGen Real Estate ETF | | | IQ CBRE NextGen Real Estate Index | |
IQ FTSE International Equity Currency Neutral ETF | | |
FTSE Developed ex North America 50%
Hedged to USD Index |
|
IQ Chaikin U.S. Large Cap ETF | | | NASDAQ Chaikin Power U.S. Large Cap Index | |
IQ Chaikin U.S. Small Cap ETF | | | NASDAQ Chaikin Power U.S. Small Cap Index | |
IQ 500 International ETF | | | IQ 500 International Index | |
IQ Candriam ESG U.S. Large Cap Equity ETF | | | IQ Candriam ESG US Equity Index | |
IQ Candriam ESG U.S. Mid Cap Equity ETF | | | IQ Candriam ESG U.S. Mid Cap Equity Index | |
IQ Candriam ESG International Equity ETF | | | IQ Candriam ESG International Equity Index | |
IQ Healthy Hearts ETF | | | IQ Candriam Healthy Hearts Index | |
IQ Engender Equality ETF | | | Solactive Equileap US Select Gender Equality Index | |
IQ Cleaner Transport ETF | | | IQ Candriam Cleaner Transport Index | |
IQ Clean Oceans ETF | | | IQ Candriam Clean Oceans Index | |
IQ Global Equity R&D Leaders ETF | | | IQ Global Equity R&D Leaders Index | |
IQ U.S. Large Cap R&D Leaders ETF | | | IQ U.S. Large Cap R&D Leaders Index | |
IQ U.S. Mid Cap R&D Leaders ETF | | | IQ U.S. Mid Cap R&D Leaders Index | |
| | |
Money Market Mutual Fund |
| |
U.S. Government
Securities |
| ||||||||||||||||||||||||
Fund
|
| |
Overnight and Continuous |
| |
<30 Days |
| |
Between 30 & 90 Days |
| |
>90
Days |
| |
Total
|
| |||||||||||||||
IQ Hedge Multi-Strategy Tracker ETF
|
| | | $ | 139,268,137 | | | | | $ | — | | | | | $ | — | | | | | $ | 25,614,071 | | | | | $ | 164,882,208 | | |
IQ Hedge Macro Tracker ETF |
| | | | 111,315 | | | | | | — | | | | | | — | | | | | | — | | | | | | 111,315 | | |
IQ Hedge Market Neutral Tracker ETF
|
| | | | 1,704,172 | | | | | | — | | | | | | — | | | | | | — | | | | | | 1,704,172 | | |
IQ Hedge Long/Short Tracker ETF |
| | | | 975,683 | | | | | | — | | | | | | — | | | | | | — | | | | | | 975,683 | | |
IQ Hedge Event-Driven Tracker ETF
|
| | | | 1,052,769 | | | | | | — | | | | | | — | | | | | | — | | | | | | 1,052,769 | | |
IQ Real Return ETF |
| | | | 2,485 | | | | | | 41,348 | | | | | | 65,681 | | | | | | 1,216,273 | | | | | | 1,325,787 | | |
IQ S&P High Yield Low Volatility Bond
ETF |
| | | | 79,258 | | | | | | — | | | | | | — | | | | | | — | | | | | | 79,258 | | |
IQ Merger Arbitrage ETF |
| | | | 13,105,735 | | | | | | — | | | | | | — | | | | | | 445,002 | | | | | | 13,550,737 | | |
IQ Global Resources ETF |
| | | | 26,704 | | | | | | 5,935 | | | | | | 7,581 | | | | | | 824,801 | | | | | | 838,318 | | |
IQ CBRE NextGen Real Estate ETF |
| | | | — | | | | | | — | | | | | | — | | | | | | 189,115 | | | | | | 189,115 | | |
IQ FTSE International
Equity Currency Neutral ETF |
| | | | 1,097,062 | | | | | | 7,731 | | | | | | 9,876 | | | | | | 2,207,789 | | | | | | 2,225,396 | | |
IQ Chaikin U.S. Large Cap ETF |
| | | | — | | | | | | 98 | | | | | | 834 | | | | | | 3,464,049 | | | | | | 3,464,982 | | |
IQ Chaikin U.S. Small Cap ETF |
| | | | 858,535 | | | | | | 930 | | | | | | 88,255 | | | | | | 5,642,073 | | | | | | 6,589,793 | | |
IQ 500 International ETF |
| | | | 3,488,171 | | | | | | 25,763 | | | | | | 32,910 | | | | | | 1,481,678 | | | | | | 5,028,522 | | |
IQ Candriam ESG U.S. Large Cap Equity ETF
|
| | | | — | | | | | | 11,280 | | | | | | 96,304 | | | | | | 5,558,265 | | | | | | 5,665,849 | | |
IQ Candriam ESG U.S. Mid Cap Equity ETF
|
| | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | |
IQ Candriam ESG International Equity ETF
|
| | | | 958,587 | | | | | | 12,765 | | | | | | 16,306 | | | | | | 252,060 | | | | | | 1,239,718 | | |
IQ Healthy Hearts ETF |
| | | | 25,172 | | | | | | 62 | | | | | | 2,454 | | | | | | 188,551 | | | | | | 216,239 | | |
IQ Engender Equality ETF |
| | | | — | | | | | | 147 | | | | | | 5,725 | | | | | | 114,736 | | | | | | 120,608 | | |
IQ Cleaner Transport ETF |
| | | | 4,710 | | | | | | — | | | | | | — | | | | | | — | | | | | | 4,710 | | |
IQ Clean Oceans ETF |
| | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | |
IQ Global Equity R&D Leaders ETF
|
| | | | — | | | | | | 21 | | | | | | 179 | | | | | | 9,824 | | | | | | 10,024 | | |
IQ U.S. Large Cap R&D Leaders ETF
|
| | | | — | | | | | | 55 | | | | | | 467 | | | | | | 25,660 | | | | | | 26,182 | | |
IQ U.S. Mid Cap R&D Leaders ETF
|
| | | | — | | | | | | 356 | | | | | | 4,824 | | | | | | 243,820 | | | | | | 249,000 | | |
| | |
Assets |
| |
Liabilities |
| ||||||||||||||||||||||||||||||
Fund
|
| |
Gross Amounts Presented in Statements of Assets and Liabilities |
| |
Collateral Received(1) |
| |
Net Amount |
| |
Gross Amounts Presented in Statements of Assets and Liabilities |
| |
Collateral Pledged |
| |
Net Amount |
| ||||||||||||||||||
IQ Hedge Multi-Strategy Tracker ETF
|
| | | $ | 160,593,309 | | | | | $ | (160,593,309) | | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | — | | |
IQ Hedge Macro Tracker ETF |
| | | | 107,494 | | | | | | (107,494) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | |
IQ Hedge Market Neutral Tracker ETF
|
| | | | 1,657,177 | | | | | | (1,657,177) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | |
IQ Hedge Long/Short Tracker ETF |
| | | | 950,418 | | | | | | (950,418) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | |
IQ Hedge Event-Driven Tracker ETF
|
| | | | 1,023,962 | | | | | | (1,023,962) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | |
IQ Real Return ETF |
| | | | 1,285,207 | | | | | | (1,285,207) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | |
IQ S&P High Yield
Low Volatility Bond ETF |
| | | | 76,648 | | | | | | (76,648) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | |
IQ Merger Arbitrage ETF |
| | | | 13,278,540 | | | | | | (13,278,540) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | |
IQ Global Resources ETF |
| | | | 827,684 | | | | | | (827,684) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | |
IQ CBRE NextGen Real Estate ETF |
| | | | 181,780 | | | | | | (181,780) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | |
IQ
FTSE International Equity Currency Neutral ETF |
| | | | 3,117,925 | | | | | | (3,117,925) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | |
IQ Chaikin U.S. Large Cap ETF |
| | | | 3,359,566 | | | | | | (3,359,566) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | |
IQ Chaikin U.S. Small Cap ETF |
| | | | 6,377,907 | | | | | | (6,377,907) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | |
IQ 500 International ETF |
| | | | 4,703,890 | | | | | | (4,703,890) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | |
IQ Candriam ESG U.S.
Large Cap Equity ETF |
| | | | 5,496,291 | | | | | | (5,496,291) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | |
IQ Candriam ESG U.S.
Mid Cap Equity ETF |
| | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | |
IQ
Candriam ESG International Equity ETF |
| | | | 1,169,902 | | | | | | (1,169,902) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | |
IQ Healthy Hearts ETF |
| | | | 212,623 | | | | | | (212,623) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | |
IQ Engender Equality ETF |
| | | | 115,500 | | | | | | (115,500) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | |
IQ Cleaner Transport ETF |
| | | | 4,574 | | | | | | (4,574) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | |
IQ Clean Oceans ETF |
| | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | |
IQ Global Equity R&D Leaders ETF
|
| | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | |
IQ U.S. Large Cap R&D Leaders ETF
|
| | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | |
IQ U.S. Mid Cap R&D Leaders ETF
|
| | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | |
Fund
|
| |
Gross Amounts of Assets Presented in Statements of Assets and Liabilities |
| |
Financial Instruments and Derivatives Available for Offset |
| |
Net Amount of Derivatives Assets |
| |
Gross Amounts of Liabilities Presented in Statements of Assets and Liabilities |
| |
Financial Instruments and Derivatives Available for Offset |
| |
Net Amount of Derivatives Liabilities |
| ||||||||||||||||||
IQ
FTSE International Equity Currency Neutral ETF |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Morgan Stanley |
| | | $ | 1,071,285 | | | | | $ | (1,071,285) | | | | | $ | — | | | | | $ | (1,093,157) | | | | | $ | 1,071,285 | | | | | $ | (21,872) | | |
Fund
|
| |
Rate
|
| |||
IQ Hedge Multi-Strategy Tracker ETF |
| | | | 0.75% | | |
IQ Hedge Macro Tracker ETF |
| | | | 0.40%* | | |
IQ Hedge Market Neutral Tracker ETF
|
| | | | 0.40%* | | |
IQ Hedge Long/Short Tracker ETF |
| | | | 0.40%* | | |
IQ Hedge Event-Driven Tracker ETF
|
| | | | 0.40%* | | |
IQ Real Return ETF |
| | | | 0.29% | | |
IQ S&P High Yield Low Volatility Bond
ETF |
| | | | 0.40% | | |
IQ Merger Arbitrage ETF |
| | | | 0.75% | | |
IQ Global Resources ETF |
| | | | 0.30% | | |
IQ CBRE NextGen Real Estate ETF |
| | | | 0.60% | | |
IQ FTSE International Equity Currency
Neutral ETF |
| | | | 0.19%** | | |
IQ Chaikin U.S. Large Cap ETF |
| | | | 0.25% | | |
IQ Chaikin U.S. Small Cap ETF |
| | | | 0.35% | | |
IQ 500 International ETF |
| | | | 0.25% | | |
IQ Candriam ESG U.S. Large Cap Equity ETF
|
| | | | 0.09% | | |
IQ Candriam ESG U.S. Mid Cap Equity ETF
|
| | | | 0.15% | | |
IQ Candriam ESG International Equity ETF
|
| | | | 0.15% | | |
IQ Healthy Hearts ETF |
| | | | 0.45% | | |
IQ Engender Equality ETF |
| | | | 0.45% | | |
IQ Cleaner Transport ETF |
| | | | 0.45% | | |
IQ Clean Oceans ETF |
| | | | 0.45% | | |
IQ Global Equity R&D Leaders ETF
|
| | | | 0.18% | | |
IQ U.S. Large Cap R&D Leaders ETF
|
| | | | 0.14% | | |
IQ U.S. Mid Cap R&D Leaders ETF
|
| | | | 0.16% | | |
Fund
|
| |
Rate
|
| |||
IQ Hedge Multi-Strategy Tracker ETF
|
| | | | 0.22% | | |
IQ Real Return ETF |
| | | | 0.06% | | |
Fund
|
| |
Rate
|
| |||
IQ S&P High Yield Low Volatility Bond
ETF |
| | | | 0.40% | | |
IQ Global Resources ETF |
| | | | 0.30% | | |
IQ CBRE NextGen Real Estate ETF |
| | | | 0.60% | | |
IQ Chaikin U.S. Large Cap ETF |
| | | | 0.25% | | |
IQ Chaikin U.S. Small Cap ETF |
| | | | 0.35% | | |
IQ 500 International ETF |
| | | | 0.25% | | |
IQ Candriam ESG U.S. Large Cap Equity ETF
|
| | | | 0.09% | | |
IQ Candriam ESG U.S. Mid Cap Equity ETF
|
| | | | 0.15% | | |
IQ Candriam ESG International Equity ETF
|
| | | | 0.15% | | |
IQ Healthy Hearts ETF |
| | | | 0.45% | | |
IQ Engender Equality ETF |
| | | | 0.45% | | |
IQ Cleaner Transport ETF |
| | | | 0.45% | | |
IQ Clean Oceans ETF |
| | | | 0.45% | | |
IQ Global Equity R&D Leaders ETF
|
| | | | 0.18% | | |
IQ U.S. Large Cap R&D Leaders ETF
|
| | | | 0.14% | | |
IQ U.S. Mid Cap R&D Leaders ETF
|
| | | | 0.16% | | |
Fund
|
| |
Cost
|
| |
Gross Unrealized Appreciation |
| |
Gross Unrealized Depreciation |
| |
Net Unrealized Appreciation/ (Depreciation) |
| ||||||||||||
IQ Hedge Multi-Strategy Tracker ETF
|
| | | $ | 841,469,679 | | | | | $ | 4,911,046 | | | | | $ | (58,176,171) | | | | | | (53,265,125) | | |
IQ Hedge Macro Tracker ETF |
| | | | 2,723,840 | | | | | | 48,495 | | | | | | (191,394) | | | | | | (142,899) | | |
IQ Hedge Market Neutral Tracker ETF
|
| | | | 8,419,975 | | | | | | 12,582 | | | | | | (485,116) | | | | | | (472,534) | | |
IQ Hedge Long/Short Tracker ETF |
| | | | 23,967,798 | | | | | | 110,457 | | | | | | (2,972,488) | | | | | | (2,862,031) | | |
IQ Hedge Event-Driven Tracker ETF
|
| | | | 7,925,247 | | | | | | 3,860 | | | | | | (688,349) | | | | | | (684,489) | | |
IQ Real Return ETF |
| | | | 9,686,573 | | | | | | 141,491 | | | | | | (1,125,372) | | | | | | (983,881) | | |
IQ S&P High Yield Low Volatility Bond
ETF |
| | | | 19,825,640 | | | | | | 48,433 | | | | | | (1,788,333) | | | | | | (1,739,900) | | |
IQ Merger Arbitrage ETF |
| | | | 580,933,440 | | | | | | 5,062,561 | | | | | | (15,722,513) | | | | | | (10,659,952) | | |
IQ Global Resources ETF |
| | | | 35,644,709 | | | | | | 4,794,181 | | | | | | (4,168,998) | | | | | | 625,183 | | |
IQ CBRE NextGen Real Estate ETF |
| | | | 29,505,750 | | | | | | 1,480,396 | | | | | | (4,045,576) | | | | | | (2,565,180) | | |
IQ FTSE International Equity Currency
Neutral ETF |
| | | | 308,122,855 | | | | | | 16,945,256 | | | | | | (59,522,301) | | | | | | (42,577,045) | | |
IQ Chaikin U.S. Large Cap ETF |
| | | | 288,046,028 | | | | | | 27,743,742 | | | | | | (38,365,087) | | | | | | (10,621,345) | | |
IQ Chaikin U.S. Small Cap ETF |
| | | | 247,474,822 | | | | | | 23,951,709 | | | | | | (32,354,089) | | | | | | (8,402,380) | | |
IQ 500 International ETF |
| | | | 216,395,728 | | | | | | 8,643,974 | | | | | | (41,574,236) | | | | | | (32,930,262) | | |
IQ Candriam ESG U.S. Large Cap Equity ETF
|
| | | | 377,270,703 | | | | | | 30,502,679 | | | | | | (35,818,575) | | | | | | (5,315,896) | | |
IQ Candriam ESG U.S. Mid Cap Equity ETF
|
| | | | 5,040,032 | | | | | | 236,213 | | | | | | (56,577) | | | | | | 179,636 | | |
IQ Candriam ESG International Equity ETF
|
| | | | 204,428,606 | | | | | | 7,097,082 | | | | | | (29,997,147) | | | | | | (22,900,065) | | |
IQ Healthy Hearts ETF |
| | | | 7,845,447 | | | | | | 684,268 | | | | | | (864,652) | | | | | | (180,384) | | |
IQ Engender Equality ETF |
| | | | 5,748,437 | | | | | | 293,749 | | | | | | (800,562) | | | | | | (506,813) | | |
IQ Cleaner Transport ETF |
| | | | 5,875,460 | | | | | | 82,814 | | | | | | (1,569,628) | | | | | | (1,486,814) | | |
IQ Clean Oceans ETF |
| | | | 5,555,475 | | | | | | 153,522 | | | | | | (1,298,149) | | | | | | (1,144,627) | | |
IQ Global Equity R&D Leaders ETF
|
| | | | 4,890,895 | | | | | | 78,995 | | | | | | (1,152,554) | | | | | | (1,073,559) | | |
IQ U.S. Large Cap R&D Leaders ETF
|
| | | | 4,956,655 | | | | | | 134,355 | | | | | | (1,038,797) | | | | | | (904,442) | | |
IQ U.S. Mid Cap R&D Leaders ETF
|
| | | | 4,945,307 | | | | | | 213,562 | | | | | | (945,966) | | | | | | (732,404) | | |
Fund
|
| |
Ordinary Income (Loss)1 |
| |
Net Capital Gain (Losses)2 |
| |
Net
Unrealized Appreciation/ Depreciation |
| |
Total Earnings/ (Losses) |
| ||||||||||||
IQ Hedge Multi-Strategy Tracker ETF
|
| | | $ | 5,574,351 | | | | | $ | (51,996,958) | | | | | $ | (43,778,910) | | | | | $ | (90,201,517) | | |
IQ Hedge Macro Tracker ETF |
| | | | 54,816 | | | | | | (5,377,149) | | | | | | (63,679) | | | | | | (5,386,012) | | |
IQ Hedge Market Neutral Tracker ETF
|
| | | | 211,616 | | | | | | (779,156) | | | | | | (532,245) | | | | | | (1,099,785) | | |
IQ Hedge Long/Short Tracker ETF |
| | | | 238,917 | | | | | | (999,738) | | | | | | (1,933,397) | | | | | | (2,694,218) | | |
IQ Hedge Event-Driven Tracker ETF
|
| | | | 35,778 | | | | | | (393,810) | | | | | | (834,987) | | | | | | (1,193,019) | | |
IQ Real Return ETF |
| | | | (104,646) | | | | | | (2,069,905) | | | | | | (721,519) | | | | | | (2,896,070) | | |
IQ S&P High Yield Low Volatility Bond
ETF |
| | | | 84,135 | | | | | | (3,360,074) | | | | | | (1,734,347) | | | | | | (5,010,286) | | |
IQ Merger Arbitrage ETF |
| | | | (1,015,207) | | | | | | (49,646,781) | | | | | | (13,408,485) | | | | | | (64,070,473) | | |
IQ Global Resources ETF |
| | | | — | | | | | | (61,014,913) | | | | | | 4,537,744 | | | | | | (56,477,169) | | |
IQ CBRE NextGen Real Estate ETF |
| | | | — | | | | | | (6,448,219) | | | | | | (3,948,268) | | | | | | (10,396,487) | | |
IQ FTSE International Equity Currency
Neutral ETF |
| | | | 1,631,378 | | | | | | (2,170,970) | | | | | | (7,379,980) | | | | | | (7,919,572) | | |
IQ Chaikin U.S. Large Cap ETF |
| | | | 167,374 | | | | | | (38,648,985) | | | | | | 1,021,096 | | | | | | (37,460,515) | | |
IQ Chaikin U.S. Small Cap ETF |
| | | | — | | | | | | (71,110,579) | | | | | | (10,469,972) | | | | | | (81,580,551) | | |
IQ 500 International ETF |
| | | | 2,182,294 | | | | | | (5,991,456) | | | | | | (4,921,195) | | | | | | (8,730,357) | | |
IQ Candriam ESG U.S. Large Cap Equity ETF
|
| | | | 233,854 | | | | | | (2,014,301) | | | | | | 32,987,675 | | | | | | 31,207,228 | | |
IQ Candriam ESG U.S. Mid Cap Equity ETF
|
| | | | N/A | | | | | | N/A | | | | | | N/A | | | | | | N/A | | |
IQ Candriam ESG International Equity ETF
|
| | | | 1,430,497 | | | | | | (2,023,171) | | | | | | 3,324,256 | | | | | | 2,731,582 | | |
IQ Healthy Hearts ETF |
| | | | 10,059 | | | | | | (139,812) | | | | | | 31,004 | | | | | | (98,749) | | |
IQ Engender Equality ETF |
| | | | 8,860 | | | | | | (104,197) | | | | | | (847,631) | | | | | | (942,968) | | |
IQ Cleaner Transport ETF |
| | | | (805) | | | | | | (61,401) | | | | | | (1,213,775) | | | | | | (1,275,981) | | |
IQ Clean Oceans ETF |
| | | | 12,688 | | | | | | (31,312) | | | | | | (940,486) | | | | | | (959,110) | | |
IQ Global Equity R&D Leaders ETF
|
| | | | 10,108 | | | | | | (46,524) | | | | | | (557,552) | | | | | | (593,968) | | |
IQ U.S. Large Cap R&D Leaders ETF
|
| | | | 5,078 | | | | | | (22,227) | | | | | | (542,466) | | | | | | (559,615) | | |
IQ U.S. Mid Cap R&D Leaders ETF
|
| | | | 500 | | | | | | (38,026) | | | | | | (603,060) | | | | | | (640,586) | | |
Fund
|
| |
Total distributable earnings/ (accumulated loss) |
| |
Paid-in Capital |
| ||||||
IQ Hedge Multi-Strategy Tracker ETF
|
| | | $ | (7,309,488) | | | | | $ | 7,309,488 | | |
IQ Hedge Macro Tracker ETF |
| | | | — | | | | | | — | | |
IQ Hedge Market Neutral Tracker ETF
|
| | | | 13,811 | | | | | | (13,811) | | |
IQ Hedge Long/Short Tracker ETF |
| | | | (987,947) | | | | | | 987,947 | | |
IQ Hedge Event-Driven Tracker ETF
|
| | | | 216,157 | | | | | | (216,157) | | |
IQ Real Return ETF |
| | | | (596,274) | | | | | | 596,274 | | |
IQ S&P High Yield Low Volatility Bond
ETF |
| | | | (1,125,108) | | | | | | 1,125,108 | | |
IQ Merger Arbitrage ETF |
| | | | 87,579,145 | | | | | | (87,579,145) | | |
IQ Global Resources ETF |
| | | | (1,199,729) | | | | | | 1,199,729 | | |
IQ CBRE NextGen Real Estate ETF |
| | | | (2,330,925) | | | | | | 2,330,925 | | |
IQ FTSE International Equity Currency
Neutral ETF |
| | | | (4,571,037) | | | | | | 4,571,037 | | |
IQ Chaikin U.S. Large Cap ETF |
| | | | (2,291,140) | | | | | | 2,291,140 | | |
IQ Chaikin U.S. Small Cap ETF |
| | | | (7,384,747) | | | | | | 7,384,747 | | |
IQ 500 International ETF |
| | | | (16,406,709) | | | | | | 16,406,709 | | |
IQ Candriam ESG U.S. Large Cap Equity ETF
|
| | | | (33,423,964) | | | | | | 33,423,964 | | |
IQ Candriam ESG U.S. Mid Cap Equity ETF
|
| | | | N/A | | | | | | N/A | | |
IQ Candriam ESG International Equity ETF
|
| | | | (4,403,240) | | | | | | 4,403,240 | | |
IQ Healthy Hearts ETF |
| | | | (661,204) | | | | | | 661,204 | | |
IQ Engender Equality ETF |
| | | | (117,278) | | | | | | 117,278 | | |
IQ Cleaner Transport ETF |
| | | | 17,358 | | | | | | (17,358) | | |
IQ Clean Oceans ETF |
| | | | (76,086) | | | | | | 76,086 | | |
IQ Global Equity R&D Leaders ETF
|
| | | | (48,723) | | | | | | 48,723 | | |
IQ U.S. Large Cap R&D Leaders ETF
|
| | | | (66,785) | | | | | | 66,785 | | |
IQ U.S. Mid Cap R&D Leaders ETF
|
| | | | (115,328) | | | | | | 115,328 | | |
| | |
2022 |
| |
2021 |
| ||||||||||||||||||||||||||||||
Fund
|
| |
Ordinary Income |
| |
Long-Term Capital Gains |
| |
Tax Return of Capital |
| |
Ordinary Income |
| |
Long-Term Capital Gains |
| |
Tax Return of Capital |
| ||||||||||||||||||
IQ
Hedge Multi-Strategy Tracker ETF |
| | | $ | 2,417,467 | | | | | $ | — | | | | | $ | — | | | | | $ | 15,953,112 | | | | | $ | — | | | | | $ | — | | |
IQ Hedge Macro Tracker ETF |
| | | | — | | | | | | — | | | | | | — | | | | | | 106,851 | | | | | | — | | | | | | — | | |
IQ Hedge Market Neutral Tracker ETF
|
| | | | — | | | | | | — | | | | | | — | | | | | | 341,520 | | | | | | — | | | | | | — | | |
IQ Hedge Long/Short Tracker ETF |
| | | | 108,619 | | | | | | — | | | | | | — | | | | | | 181,041 | | | | | | — | | | | | | — | | |
IQ Hedge Event-Driven
Tracker ETF |
| | | | 266,450 | | | | | | — | | | | | | — | | | | | | 209,892 | | | | | | — | | | | | | — | | |
IQ Real Return ETF |
| | | | 307,104 | | | | | | — | | | | | | — | | | | | | 511,575 | | | | | | — | | | | | | — | | |
IQ S&P High Yield
Low Volatility Bond ETF |
| | | | 1,750,995 | | | | | | — | | | | | | — | | | | | | 3,749,100 | | | | | | — | | | | | | — | | |
IQ Merger Arbitrage ETF |
| | | | — | | | | | | — | | | | | | — | | | | | | 16,966,679 | | | | | | — | | | | | | — | | |
IQ Global Resources ETF |
| | | | — | | | | | | — | | | | | | — | | | | | | 2,041,648 | | | | | | — | | | | | | — | | |
IQ CBRE NextGen Real Estate ETF |
| | | | 1,830,575 | | | | | | — | | | | | | — | | | | | | 662,106 | | | | | | — | | | | | | 1,029,743 | | |
IQ FTSE International
Equity Currency Neutral ETF |
| | | | 9,308,477 | | | | | | — | | | | | | — | | | | | | 6,183,285 | | | | | | — | | | | | | — | | |
IQ Chaikin U.S. Large Cap ETF |
| | | | 3,470,326 | | | | | | — | | | | | | — | | | | | | 4,106,799 | | | | | | — | | | | | | — | | |
IQ Chaikin U.S. Small Cap ETF |
| | | | 2,747,303 | | | | | | — | | | | | | — | | | | | | 1,965,356 | | | | | | — | | | | | | — | | |
IQ 500 International ETF |
| | | | 8,747,984 | | | | | | — | | | | | | — | | | | | | 5,907,221 | | | | | | — | | | | | | — | | |
IQ Candriam ESG U.S.
Large Cap Equity ETF |
| | | | 5,632,747 | | | | | | — | | | | | | — | | | | | | 2,588,974 | | | | | | — | | | | | | — | | |
IQ Candriam ESG U.S.
Mid Cap Equity ETF |
| | | | N/A | | | | | | N/A | | | | | | N/A | | | | | | N/A | | | | | | N/A | | | | | | N/A | | |
IQ Candriam ESG
International Equity ETF |
| | | | 5,802,531 | | | | | | — | | | | | | — | | | | | | 2,032,608 | | | | | | — | | | | | | — | | |
IQ Healthy Hearts ETF |
| | | | 80,268 | | | | | | — | | | | | | — | | | | | | 21,568 | | | | | | — | | | | | | — | | |
IQ Engender Equality ETF |
| | | | 40,598 | | | | | | — | | | | | | — | | | | | | N/A | | | | | | N/A | | | | | | N/A | | |
IQ Cleaner Transport ETF |
| | | | 27,324 | | | | | | — | | | | | | — | | | | | | N/A | | | | | | N/A | | | | | | N/A | | |
IQ Clean Oceans ETF |
| | | | 34,323 | | | | | | — | | | | | | — | | | | | | N/A | | | | | | N/A | | | | | | N/A | | |
IQ Global Equity R&D Leaders ETF
|
| | | | 11,114 | | | | | | — | | | | | | — | | | | | | N/A | | | | | | N/A | | | | | | N/A | | |
IQ U.S. Large Cap R&D Leaders ETF
|
| | | | 8,288 | | | | | | — | | | | | | — | | | | | | N/A | | | | | | N/A | | | | | | N/A | | |
IQ U.S. Mid Cap R&D Leaders ETF
|
| | | | 6,272 | | | | | | — | | | | | | — | | | | | | N/A | | | | | | N/A | | | | | | N/A | | |
Fund
|
| |
Late Year Ordinary Losses |
| |
Short-Term Post October Losses |
| |
Long-Term Post October Losses |
| |||||||||
IQ Hedge Multi-Strategy Tracker ETF
|
| | | $ | — | | | | | $ | — | | | | | $ | — | | |
IQ Hedge Macro Tracker ETF |
| | | | — | | | | | | — | | | | | | — | | |
IQ Hedge Market Neutral Tracker ETF
|
| | | | — | | | | | | — | | | | | | — | | |
IQ Hedge Long/Short Tracker ETF |
| | | | — | | | | | | — | | | | | | — | | |
IQ Hedge Event-Driven Tracker ETF
|
| | | | — | | | | | | — | | | | | | — | | |
IQ Real Return ETF |
| | | | 104,646 | | | | | | — | | | | | | — | | |
IQ S&P High Yield Low Volatility Bond
ETF |
| | | | — | | | | | | — | | | | | | — | | |
IQ Merger Arbitrage ETF |
| | | | 1,015,207 | | | | | | — | | | | | | — | | |
IQ Global Resources ETF |
| | | | 982,462 | | | | | | — | | | | | | — | | |
IQ CBRE NextGen Real Estate ETF |
| | | | — | | | | | | — | | | | | | — | | |
IQ FTSE International Equity Currency
Neutral ETF |
| | | | — | | | | | | — | | | | | | — | | |
IQ Chaikin U.S. Large Cap ETF |
| | | | — | | | | | | — | | | | | | — | | |
IQ Chaikin U.S. Small Cap ETF |
| | | | — | | | | | | — | | | | | | — | | |
IQ 500 International ETF |
| | | | — | | | | | | — | | | | | | — | | |
IQ Candriam ESG U.S. Large Cap Equity ETF
|
| | | | — | | | | | | — | | | | | | — | | |
IQ Candriam ESG U.S. Mid Cap Equity ETF
|
| | | | N/A | | | | | | N/A | | | | | | N/A | | |
IQ Candriam ESG International Equity ETF
|
| | | | — | | | | | | — | | | | | | — | | |
IQ Healthy Hearts ETF |
| | | | — | | | | | | — | | | | | | — | | |
IQ Engender Equality ETF |
| | | | — | | | | | | — | | | | | | — | | |
IQ Cleaner Transport ETF |
| | | | 805 | | | | | | — | | | | | | — | | |
IQ Clean Oceans ETF |
| | | | — | | | | | | — | | | | | | — | | |
IQ Global Equity R&D Leaders ETF
|
| | | | — | | | | | | — | | | | | | — | | |
IQ U.S. Large Cap R&D Leaders ETF
|
| | | | — | | | | | | — | | | | | | — | | |
IQ U.S. Mid Cap R&D Leaders ETF
|
| | | | | | | | | | | | | | | | | | |
Fund
|
| |
Utilized In Current Year |
| |
Short-Term With No Expiration |
| |
Long-Term With No Expiration |
| |||||||||
IQ Hedge Multi-Strategy Tracker ETF
|
| | | $ | — | | | | | $ | 49,123,611 | | | | | $ | 2,873,347 | | |
IQ Hedge Macro Tracker ETF |
| | | | 24,641 | | | | | | 4,264,318 | | | | | | 1,112,831 | | |
IQ Hedge Market Neutral Tracker ETF
|
| | | | — | | | | | | 779,156 | | | | | | — | | |
IQ Hedge Long/Short Tracker ETF |
| | | | — | | | | | | 702,657 | | | | | | 297,081 | | |
IQ Hedge Event-Driven Tracker ETF
|
| | | | — | | | | | | 331,648 | | | | | | 62,162 | | |
IQ Real Return ETF |
| | | | 27,891 | | | | | | 612,292 | | | | | | 1,457,613 | | |
IQ S&P High Yield Low Volatility Bond
ETF |
| | | | — | | | | | | 2,878,107 | | | | | | 481,967 | | |
IQ Merger Arbitrage ETF |
| | | | — | | | | | | 49,646,781 | | | | | | — | | |
IQ Global Resources ETF |
| | | | 1,099,354 | | | | | | 32,376,209 | | | | | | 28,638,704 | | |
IQ CBRE NextGen Real Estate ETF |
| | | | 2,480,198 | | | | | | — | | | | | | 6,448,219 | | |
IQ FTSE International Equity Currency
Neutral ETF |
| | | | 15,482,247 | | | | | | — | | | | | | 2,170,970 | | |
IQ Chaikin U.S. Large Cap ETF |
| | | | 29,008,447 | | | | | | 16,011,824 | | | | | | 22,637,161 | | |
IQ Chaikin U.S. Small Cap ETF |
| | | | 5,911,452 | | | | | | 32,657,354 | | | | | | 38,453,225 | | |
IQ 500 International ETF |
| | | | — | | | | | | 3,203,128 | | | | | | 2,788,328 | | |
IQ Candriam ESG U.S. Large Cap Equity ETF
|
| | | | — | | | | | | 2,014,301 | | | | | | — | | |
IQ Candriam ESG U.S. Mid Cap Equity ETF
|
| | | | N/A | | | | | | N/A | | | | | | N/A | | |
IQ Candriam ESG International Equity ETF
|
| | | | — | | | | | | 1,817,627 | | | | | | 205,544 | | |
IQ Healthy Hearts ETF |
| | | | — | | | | | | 130,230 | | | | | | 9,582 | | |
IQ Engender Equality ETF |
| | | | — | | | | | | 104,196 | | | | | | 1 | | |
IQ Cleaner Transport ETF |
| | | | — | | | | | | 61,401 | | | | | | — | | |
IQ Clean Oceans ETF |
| | | | — | | | | | | 31,312 | | | | | | — | | |
IQ Global Equity R&D Leaders ETF
|
| | | | — | | | | | | 46,524 | | | | | | — | | |
IQ U.S. Large Cap R&D Leaders ETF
|
| | | | — | | | | | | 22,227 | | | | | | — | | |
IQ U.S. Mid Cap R&D Leaders ETF
|
| | | | — | | | | | | 38,026 | | | | | | — | | |
Fund
|
| |
% Ownership |
| |||
IQ Healthy Hearts ETF |
| | | | 66.3% | | |
IQ Engender Equality ETF |
| | | | 80.0% | | |
IQ Cleaner Transport ETF |
| | | | 76.0% | | |
IQ Clean Oceans ETF |
| | | | 76.0% | | |
Fund
|
| |
% Ownership |
| |||
IQ FTSE International Equity Currency
Neutral ETF |
| | | | 44.0% | | |
IQ Chaikin U.S. Large Cap ETF |
| | | | 98.3% | | |
IQ Chaikin U.S. Small Cap ETF |
| | | | 85.3% | | |
IQ 500 International ETF |
| | | | 95.3% | | |
IQ Candriam ESG U.S. Equity ETF |
| | | | 84.7% | | |
IQ Candriam ESG U.S. Mid Cap Equity ETF
|
| | | | 95.0% | | |
IQ Candriam ESG International Equity ETF
|
| | | | 94.7% | | |
IQ Global Equity R&D Leaders ETF
|
| | | | 95.0% | | |
IQ U.S. Large Cap R&D Leaders ETF
|
| | | | 95.0% | | |
IQ U.S. Mid Cap R&D Leaders ETF
|
| | | | 95.0% | | |
Fund
|
| |
Purchases
|
| |
Sales
|
| |
Purchases In-Kind
|
| |
Sales
In-Kind |
| ||||||||||||
IQ Hedge Multi-Strategy Tracker ETF
|
| | | $ | 395,223,072 | | | | | $ | 385,547,930 | | | | | $ | 142,721,003 | | | | | $ | 211,258,302 | | |
IQ Hedge Macro Tracker ETF |
| | | | 1,828,689 | | | | | | 1,785,041 | | | | | | — | | | | | | 1,274,102 | | |
IQ Hedge Market Neutral Tracker ETF
|
| | | | 6,610,683 | | | | | | 6,341,991 | | | | | | 2,517,028 | | | | | | 12,469,300 | | |
IQ Hedge Long/Short Tracker ETF |
| | | | 6,029,723 | | | | | | 5,677,997 | | | | | | 2,337,363 | | | | | | 1,107,016 | | |
IQ Hedge Event-Driven Tracker ETF
|
| | | | 3,311,188 | | | | | | 3,214,403 | | | | | | — | | | | | | 2,102,639 | | |
IQ Real Return ETF |
| | | | 1,261,534 | | | | | | 1,192,780 | | | | | | — | | | | | | 16,118,777 | | |
IQ S&P High Yield Low Volatility Bond
ETF |
| | | | 8,934,535 | | | | | | 9,009,017 | | | | | | — | | | | | | 2,122,836 | | |
IQ Merger Arbitrage ETF |
| | | | 696,682,906 | | | | | | 767,408,422 | | | | | | 31,645,876 | | | | | | 55,965,040 | | |
IQ Global Resources ETF |
| | | | 3,357,065 | | | | | | 2,818,105 | | | | | | 8,558,050 | | | | | | 3,061,142 | | |
IQ CBRE NextGen Real Estate ETF |
| | | | 36,206,961 | | | | | | 36,746,723 | | | | | | 2,233,099 | | | | | | 5,913,420 | | |
IQ FTSE International
Equity Currency Neutral ETF |
| | | | 24,140,608 | | | | | | 11,205,580 | | | | | | 35,218,500 | | | | | | 10,144,323 | | |
IQ Chaikin U.S. Large Cap ETF |
| | | | 5,164,986 | | | | | | 4,716,861 | | | | | | 4,761,120 | | | | | | 23,424,564 | | |
IQ Chaikin U.S. Small Cap ETF |
| | | | 5,438,839 | | | | | | 5,116,046 | | | | | | 55,874,935 | | | | | | 9,371,041 | | |
IQ 500 International ETF |
| | | | 32,144,586 | | | | | | 32,128,567 | | | | | | 15,917,445 | | | | | | 18,079,608 | | |
IQ Candriam ESG U.S. Large Cap Equity ETF
|
| | | | 64,147,543 | | | | | | 64,232,198 | | | | | | 25,282,221 | | | | | | 50,938,398 | | |
IQ Candriam ESG U.S. Mid Cap Equity ETF
|
| | | | — | | | | | | — | | | | | | 5,035,037 | | | | | | — | | |
IQ Candriam ESG International Equity ETF
|
| | | | 26,320,132 | | | | | | 26,820,496 | | | | | | 17,931,709 | | | | | | 6,358,748 | | |
IQ Healthy Hearts ETF |
| | | | 1,989,832 | | | | | | 1,962,630 | | | | | | 1,246,196 | | | | | | — | | |
IQ Engender Equality ETF |
| | | | 2,378,629 | | | | | | 2,380,342 | | | | | | — | | | | | | — | | |
IQ Cleaner Transport ETF |
| | | | 1,618,659 | | | | | | 1,648,061 | | | | | | — | | | | | | 935,242 | | |
IQ Clean Oceans ETF |
| | | | 2,151,051 | | | | | | 2,159,315 | | | | | | — | | | | | | — | | |
IQ Global Equity R&D Leaders ETF
|
| | | | 574,391 | | | | | | 560,493 | | | | | | — | | | | | | — | | |
IQ U.S. Large Cap R&D Leaders ETF
|
| | | | 475,001 | | | | | | 469,421 | | | | | | — | | | | | | — | | |
IQ U.S. Mid Cap R&D Leaders ETF
|
| | | | 1,465,417 | | | | | | 1,465,930 | | | | | | — | | | | | | — | | |
| | |
Forward Currency
Contract Risk |
| |||
IQ FTSE International Equity Currency Neutral ETF | | | | | | | |
Unrealized appreciation on forward
foreign currency contracts |
| | | $ | 1,071,285 | | |
| | |
Forward Currency
Contract Risk |
| |||
IQ FTSE International Equity Currency Neutral ETF | | | | | | | |
Unrealized depreciation on forward
foreign currency contracts |
| | | $ | 1,093,157 | | |
Fund
|
| |
Forward Currency Contract Risk
|
| |
Equity
Risk |
| ||||||
IQ Hedge Multi-Strategy Tracker ETF | | | | | | | | | | | | | |
Realized gain (loss) | | | | | | | | | | | | | |
Swap transactions |
| | | | | | | | | $ | 227,561 | | |
IQ Hedge Macro Tracker ETF | | | | | | | | | | | | | |
Realized gain (loss) | | | | | | | | | | | | | |
Swap transactions |
| | | | | | | | | $ | 12,129 | | |
IQ Hedge Market Neutral Tracker ETF | | | | | | | | | | | | | |
Realized gain (loss) | | | | | | | | | | | | | |
Swap transactions |
| | | | | | | | | $ | 32,469 | | |
IQ Hedge Long/Short Tracker ETF | | | | | | | | | | | | | |
Realized gain (loss) | | | | | | | | | | | | | |
Swap transactions |
| | | | | | | | | $ | (21,752) | | |
IQ Hedge Event-Driven Tracker ETF | | | | | | | | | | | | | |
Realized gain (loss) | | | | | | | | | | | | | |
Swap transactions |
| | | | | | | | | $ | (4,033) | | |
IQ Merger Arbitrage ETF | | | | | | | | | | | | | |
Realized gain (loss) | | | | | | | | | | | | | |
Swap transactions |
| | | | | | | | | $ | 9,798,028 | | |
IQ FTSE International Equity Currency Neutral ETF | | | | | | | | | | | | | |
Realized gain (loss) | | | | | | | | | | | | | |
Forward foreign currency contracts
|
| | | $ | 18,594,079 | | | | | | | | |
Change in unrealized appreciation (depreciation) | | | | | | | | | | | | | |
Forward foreign currency contracts
|
| | | $ | (7,187,724) | | | | | | | | |
| | |
Average Notional
Value |
| ||||||||||||||||||||||||||||||||||||||||||
FIHI
|
| |
IQ
Hedge Multi- Strategy Tracker ETF |
| |
IQ Hedge Macro Tracker ETF |
| |
IQ Hedge Market Neutral Tracker ETF |
| |
IQ
Hedge Long/ Short Tracker ETF |
| |
IQ
Hedge Event- Driven Tracker ETF |
| |
IQ Merger Arbitrage ETF |
| |
IQ
FTSE International Equity Currency Neutral ETF |
| | |||||||||||||||||||||||
Asset Derivatives | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | ||
Swap contracts |
| | | $ | 71,141,047 | | | | | $ | 293,270 | | | | | $ | 287,252 | | | | | $ | 2,039,114 | | | | | $ | 219,986 | | | | | $ | — | | | | | $ | — | | | | ||
Forward foreign currency contracts
|
| | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 239,002,241 | | | | ||
Liability Derivatives | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | ||
Swap contracts |
| | | $ | (71,584,622) | | | | | $ | (293,673) | | | | | $ | (288,381) | | | | | $ | (2,046,089) | | | | | $ | (221,696) | | | | | $ | (56,586,488) | | | | | $ | — | | | | ||
Forward foreign currency contracts
|
| | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | (236,391,309) | | | |