| | | | | 4 | | | |
| | | | | 5 | | | |
| | | | | 62 | | | |
| | | | | 64 | | | |
| Schedules of Investments | | | | | | | |
| | | | | 70 | | | |
| | | | | 79 | | | |
| | | | | 82 | | | |
| | | | | 88 | | | |
| | | | | 96 | | | |
| | | | | 99 | | | |
| | | | | 103 | | | |
| | | | | 105 | | | |
| | | | | 111 | | | |
| | | | | 113 | | | |
| | | | | 124 | | | |
| | | | | 126 | | | |
| | | | | 128 | | | |
| | | | | 131 | | | |
| | | | | 134 | | | |
| | | | | 141 | | | |
| | | | | 143 | | | |
| | | | | 145 | | | |
| | | | | 147 | | | |
| | | | | 149 | | | |
| | | | | 154 | | | |
| | | | | 159 | | | |
| | | | | 169 | | | |
| | | | | 188 | | | |
| | | | | 216 | | | |
| | | | | 218 | | | |
| | | | | 219 | | | |
| | | | | 222 | | | |
| | | | | 225 | | |
| | |
1 Year |
| |
5 Year |
| |
10 Year |
| |||||||||
| | |
Average Annual |
| |
Average Annual |
| |
Average Annual |
| |||||||||
IQ Hedge
Multi-Strategy Tracker ETF Market Price1
|
| | | | 0.73% | | | | | | 0.93% | | | | | | 1.44% | | |
IQ Hedge
Multi-Strategy Tracker ETF NAV |
| | | | 0.68% | | | | | | 0.92% | | | | | | 1.45% | | |
IQ Hedge
Multi-Strategy Index2 |
| | | | 1.35% | | | | | | 1.49% | | | | | | 2.31% | | |
S&P 500 Index (Net)2
|
| | | | 2.13% | | | | | | 10.86% | | | | | | 11.56% | | |
Barclay Fund of Funds Index2
|
| | | | -0.29% | | | | | | 2.12% | | | | | | 2.34% | | |
| | |
1 Year |
| |
5 Year |
| |
10 Year |
| |||||||||
| | |
Average Annual |
| |
Average Annual |
| |
Average Annual |
| |||||||||
IQ Merger Arbitrage
ETF Market Value1 |
| | | | -0.19% | | | | | | 1.08% | | | | | | 2.68% | | |
IQ Merger Arbitrage
ETF NAV |
| | | | -0.21% | | | | | | 1.11% | | | | | | 2.62% | | |
IQ Merger Arbitrage
Index2 |
| | | | 0.59% | | | | | | 1.77% | | | | | | 3.38% | | |
MSCI World Index (Net)2
|
| | | | 3.18% | | | | | | 8.14% | | | | | | 8.71% | | |
S&P 500 Index (Net)2
|
| | | | 2.13% | | | | | | 10.86% | | | | | | 11.56% | | |
Barclay Merger Arbitrage Index2
|
| | | | 1.65% | | | | | | 5.44% | | | | | | 4.76% | | |
| | |
1 Year |
| |
3 Year |
| |
Since Inception1
|
| |||||||||||||||
| | |
Average Annual |
| |
Average Annual |
| |
Average Annual |
| |
Cumulative |
| ||||||||||||
IQ 500 International
ETF Market Price2 |
| | | | 10.47% | | | | | | 16.49% | | | | | | 8.07% | | | | | | 40.52% | | |
IQ 500 International
ETF NAV |
| | | | 8.93% | | | | | | 16.04% | | | | | | 8.00% | | | | | | 40.14% | | |
IQ 500 International
Index3 |
| | | | 9.11% | | | | | | 16.36% | | | | | | 8.20% | | | | | | 41.28% | | |
MSCI EAFE Index (Net)3
|
| | | | 8.42% | | | | | | 11.68% | | | | | | 7.16% | | | | | | 35.43% | | |
| | |
1 Year |
| |
3 Year |
| |
Since Inception1
|
| |||||||||||||||
| | |
Average Annual |
| |
Average Annual |
| |
Average Annual |
| |
Cumulative |
| ||||||||||||
IQ Candriam ESG
International Equity ETF Market Price2 |
| | | | 9.81% | | | | | | 12.40% | | | | | | 5.11% | | | | | | 18.31% | | |
IQ Candriam ESG
International Equity ETF NAV |
| | | | 7.98% | | | | | | 12.08% | | | | | | 5.03% | | | | | | 18.01% | | |
IQ Candriam ESG
International Equity Index3 |
| | | | 8.15% | | | | | | 12.32% | | | | | | 5.20% | | | | | | 18.63% | | |
MSCI EAFE Index (Net)3
|
| | | | 8.42% | | | | | | 11.68% | | | | | | 4.17% | | | | | | 14.78% | | |
| | |
Since Inception1
|
| |||
| | |
Cumulative |
| |||
IQ Candriam ESG U.S. Mid Cap Equity ETF
Market Price2 |
| | |
|
6.88% |
| |
IQ Candriam ESG U.S.
Mid Cap Equity ETF NAV |
| | | | 6.85% | | |
IQ Candriam ESG U.S.
Mid Cap Equity Index3 |
| | | | 6.95% | | |
Russell Midcap Index3
|
| | | | 8.31% | | |
| | |
1 Year |
| |
3 Year |
| |
Since Inception1
|
| |||||||||||||||
| | |
Average Annual |
| |
Average Annual |
| |
Average Annual |
| |
Cumulative |
| ||||||||||||
IQ Candriam ESG U.S.
Large Cap Equity ETF Market Price2 |
| | | | 1.75% | | | | | | 15.35% | | | | | | 12.30% | | | | | | 47.88% | | |
IQ Candriam ESG U.S.
Large Cap Equity ETF NAV |
| | | | 1.81% | | | | | | 15.32% | | | | | | 12.30% | | | | | | 47.88% | | |
IQ Candriam ESG US
Equity Index3 |
| | | | 1.86% | | | | | | 15.43% | | | | | | 12.38% | | | | | | 48.23% | | |
S&P 500 Index3
|
| | | | 2.66% | | | | | | 14.52% | | | | | | 10.02% | | | | | | 38.00% | | |
| | |
1 Year |
| |
3 Year |
| |
5 Year |
| |
Since Inception1
|
| ||||||||||||||||||
| | |
Average Annual |
| |
Average Annual |
| |
Average Annual |
| |
Average Annual |
| |
Cumulative |
| |||||||||||||||
IQ Chaikin U.S. Large
Cap ETF Market Price2 |
| | | | 2.83% | | | | | | 15.82% | | | | | | 7.10% | | | | | | 6.84% | | | | | | 42.76% | | |
IQ Chaikin U.S. Large
Cap ETF NAV |
| | | | 2.85% | | | | | | 15.76% | | | | | | 7.10% | | | | | | 6.84% | | | | | | 42.77% | | |
NASDAQ Chaikin Power
US Large Cap Index3 |
| | | | 3.10% | | | | | | 16.09% | | | | | | 7.38% | | | | | | 7.12% | | | | | | 44.83% | | |
S&P 500 Index3
|
| | | | 2.66% | | | | | | 14.52% | | | | | | 11.45% | | | | | | 10.60% | | | | | | 72.03% | | |
NASDAQ US 300 Index3
|
| | | | 2.71% | | | | | | 13.93% | | | | | | 11.62% | | | | | | 10.72% | | | | | | 73.03% | | |
| | |
1 Year |
| |
3 Year |
| |
5 Year |
| |
Since Inception1
|
| ||||||||||||||||||
| | |
Average Annual |
| |
Average Annual |
| |
Average Annual |
| |
Average Annual |
| |
Cumulative |
| |||||||||||||||
IQ Chaikin U.S. Small
Cap ETF Market Price2 |
| | | | -2.07% | | | | | | 16.93% | | | | | | 3.81% | | | | | | 4.58% | | | | | | 30.63% | | |
IQ Chaikin U.S. Small
Cap ETF NAV |
| | | | -2.10% | | | | | | 16.93% | | | | | | 3.82% | | | | | | 4.59% | | | | | | 30.65% | | |
NASDAQ Chaikin Power
US Small Cap Index3 |
| | | | -1.84% | | | | | | 17.33% | | | | | | 4.19% | | | | | | 5.01% | | | | | | 33.85% | | |
Russell 2000 Index3
|
| | | | -3.65% | | | | | | 11.90% | | | | | | 4.15% | | | | | | 5.45% | | | | | | 37.24% | | |
NASDAQ US 1500 Index3
|
| | | | -4.95% | | | | | | 13.98% | | | | | | 4.92% | | | | | | 6.18% | | | | | | 42.98% | | |
| | |
1 Year |
| |
5 Year |
| |
10 Year |
| |||||||||
| | |
Average Annual |
| |
Average Annual |
| |
Average Annual |
| |||||||||
IQ CBRE NextGen Real
Estate ETF Market Price1 |
| | | | -16.15% | | | | | | 0.69% | | | | | | 2.17% | | |
IQ CBRE NextGen Real
Estate ETF NAV |
| | | | -16.22% | | | | | | 0.67% | | | | | | 2.17% | | |
IQ CBRE NextGen Real
Estate Index2 |
| | | | N/A | | | | | | N/A | | | | | | N/A | | |
FTSE Nareit All Equity REITs Index2
|
| | | | -16.09% | | | | | | 6.20% | | | | | | 5.83% | | |
Dow Jones U.S. Real Estate Index3
|
| | | | -14.58% | | | | | | 5.77% | | | | | | 5.47% | | |
| | |
1 Year |
| |
3 Year |
| |
5 Year |
| |
Since Inception1
|
| ||||||||||||||||||
| | |
Average Annual |
| |
Average Annual |
| |
Average Annual |
| |
Average Annual |
| |
Cumulative |
| |||||||||||||||
IQ FTSE International
Equity Currency Neutral ETF Market Price2 |
| | | | 10.19% | | | | | | 13.73% | | | | | | 5.54% | | | | | | 5.58% | | | | | | 52.56% | | |
IQ FTSE International
Equity Currency Neutral ETF NAV |
| | | | 8.31% | | | | | | 13.15% | | | | | | 5.42% | | | | | | 5.52% | | | | | | 51.90% | | |
FTSE Developed ex North America 50%
Hedged to USD Index3
|
| | | | 8.74% | | | | | | 13.49% | | | | | | 5.65% | | | | | | 5.94% | | | | | | 56.67% | | |
FTSE Developed ex North
America 100% Hedged to USD Net Tax (US RIC) Index3 |
| | | | 10.23% | | | | | | 15.30% | | | | | | 7.80% | | | | | | 7.23% | | | | | | 72.10% | | |
FTSE Developed ex North America Net Tax
(US RIC) Index3
|
| | | | 7.04% | | | | | | 11.56% | | | | | | 3.44% | | | | | | 4.57% | | | | | | 41.58% | | |
| | |
1 Year |
| |
Since Inception1
|
| ||||||||||||
| | |
Average Annual |
| |
Average Annual |
| |
Cumulative |
| |||||||||
IQ U.S. Mid Cap
R&D Leaders ETF Market Price2 |
| | | | -8.03% | | | | | | -14.39% | | | | | | -17.32% | | |
IQ U.S. Mid Cap
R&D Leaders ETF NAV |
| | | | -8.07% | | | | | | -14.41% | | | | | | -17.35% | | |
IQ U.S. Mid Cap R&D Leaders
Index3
|
| | | | -8.05% | | | | | | -14.38% | | | | | | -17.31% | | |
Russell Midcap Growth Index3
|
| | | | 1.60% | | | | | | -7.33% | | | | | | -8.90% | | |
| | |
1 Year |
| |
Since Inception1
|
| ||||||||||||
| | |
Average Annual |
| |
Average Annual |
| |
Cumulative |
| |||||||||
IQ U.S. Large Cap
R&D Leaders ETF Market Price2 |
| | | | 4.08% | | | | | | -4.72% | | | | | | -5.74% | | |
IQ U.S. Large Cap
R&D Leaders ETF NAV |
| | | | 3.95% | | | | | | -4.75% | | | | | | -5.79% | | |
IQ U.S. Large Cap R&D Leaders
Index3
|
| | | | 4.06% | | | | | | -4.68% | | | | | | -5.70% | | |
Russell 1000 Growth Index3
|
| | | | 2.34% | | | | | | -7.25% | | | | | | -8.81% | | |
| | |
1 Year |
| |
Since Inception1
|
| ||||||||||||
| | |
Average Annual |
| |
Average Annual |
| |
Cumulative |
| |||||||||
IQ Global Equity
R&D Leaders ETF Market Price2 |
| | | | 6.54% | | | | | | -4.27% | | | | | | -5.21% | | |
IQ Global Equity
R&D Leaders ETF NAV |
| | | | 5.54% | | | | | | -4.43% | | | | | | -5.39% | | |
IQ Global Equity R&D Leaders
Index3
|
| | | | 5.59% | | | | | | -4.93% | | | | | | -6.00% | | |
FTSE All-World Growth Index (Net)3
|
| | | | 1.43% | | | | | | -7.50% | | | | | | -9.10% | | |
| | |
1 Year |
| |
5 Year |
| |
10 Year |
| |||||||||
| | |
Average Annual |
| |
Average Annual |
| |
Average Annual |
| |||||||||
IQ Global Resources
ETF Market Price1 |
| | | | 5.32% | | | | | | 7.79% | | | | | | 4.13% | | |
IQ Global Resources
ETF NAV |
| | | | 4.79% | | | | | | 7.69% | | | | | | 4.06% | | |
IQ Global Resources
Index |
| | | | 5.11% | | | | | | 8.62% | | | | | | 5.14% | | |
S&P Global Natural Resources Index
(Net)2
|
| | | | -1.54% | | | | | | 6.02% | | | | | | 4.57% | | |
Bloomberg Commodity Spot Index2
|
| | | | -22.26% | | | | | | 6.29% | | | | | | 1.65% | | |
MSCI World Index (Net)2
|
| | | | 3.18% | | | | | | 8.14% | | | | | | 8.71% | | |
| | |
1 Year |
| |
5 Year |
| |
10 Year |
| |||||||||
| | |
Average Annual |
| |
Average Annual |
| |
Average Annual |
| |||||||||
IQ Real Return ETF
Market Value1 |
| | | | -2.40% | | | | | | 0.11% | | | | | | 0.55% | | |
IQ Real Return ETF
NAV |
| | | | -2.30% | | | | | | 0.11% | | | | | | 0.54% | | |
Bloomberg IQ
Multi-Asset Inflation Index2 |
| | | | -2.03% | | | | | | N/A | | | | | | N/A | | |
Bloomberg U.S. Treasury Inflation Notes
1-10 Year Index2
|
| | | | -1.82% | | | | | | 3.24% | | | | | | 1.57% | | |
Bloomberg U.S. Short Treasury Bond
Index2
|
| | | | 2.62% | | | | | | 1.46% | | | | | | 0.94% | | |
| | |
1 Year |
| |
Since Inception1
|
| ||||||||||||
| | |
Average Annual |
| |
Average Annual |
| |
Cumulative |
| |||||||||
IQ Clean Oceans ETF
Market Price2 |
| | | | 3.55% | | | | | | -8.82% | | | | | | -13.15% | | |
IQ Clean Oceans ETF
NAV |
| | | | 2.59% | | | | | | -8.84% | | | | | | -13.18% | | |
IQ Candriam Clean Oceans Index3
|
| | | | 3.19% | | | | | | -8.36% | | | | | | -12.47% | | |
MSCI World Index (Net)3
|
| | | | 3.18% | | | | | | -5.10% | | | | | | -7.67% | | |
| | |
1 Year |
| |
Since Inception1
|
| ||||||||||||
| | |
Average Annual |
| |
Average Annual |
| |
Cumulative |
| |||||||||
IQ Cleaner Transport
ETF Market Price2 |
| | | | 4.39% | | | | | | -10.21% | | | | | | -15.15% | | |
IQ Cleaner Transport
ETF NAV |
| | | | 2.59% | | | | | | -10.21% | | | | | | -15.16% | | |
IQ Candriam Cleaner Transport Index3
|
| | | | 3.04% | | | | | | -9.79% | | | | | | -14.55% | | |
MSCI World Index (Net)3
|
| | | | 3.18% | | | | | | -5.10% | | | | | | -7.67% | | |
| | |
1 Year |
| |
Since Inception1
|
| ||||||||||||
| | |
Average Annual |
| |
Average Annual |
| |
Cumulative |
| |||||||||
IQ Engender Equality
ETF Market Price2 |
| | | | 5.63% | | | | | | -4.85% | | | | | | -7.30% | | |
IQ Engender Equality
ETF NAV |
| | | | 5.46% | | | | | | -4.85% | | | | | | -7.31% | | |
Solactive Equileap US Select Gender
Equality Index3
|
| | | | 5.97% | | | | | | -4.41% | | | | | | -6.65% | | |
Russell 1000 Index3
|
| | | | 1.82% | | | | | | -5.62% | | | | | | -8.45% | | |
| | |
1 Year |
| |
Since Inception1
|
| ||||||||||||
| | |
Average Annual |
| |
Average Annual |
| |
Cumulative |
| |||||||||
IQ Healthy Hearts ETF
Market Price2 |
| | | | 4.70% | | | | | | 7.20% | | | | | | 17.28% | | |
IQ Healthy Hearts ETF
NAV |
| | | | 4.35% | | | | | | 7.16% | | | | | | 17.17% | | |
IQ Candriam Healthy
Hearts Index3 |
| | | | 4.77% | | | | | | 7.55% | | | | | | 18.18% | | |
MSCI ACWI Index (Net)3
|
| | | | 2.06% | | | | | | 1.25% | | | | | | 2.88% | | |
MSCI World Health Care Index (Net)3
|
| | | | 4.52% | | | | | | 5.29% | | | | | | 12.56% | | |
| | |
Beginning Account Value 11/01/2022 |
| |
Ending Account Value 04/30/2023 |
| |
Annualized Expense Ratios for the Period 11/01/2022 to 04/30/2023 |
| |
Expenses Paid During the Period 11/01/2022 to 04/30/20231 |
| ||||||||||||
IQ Hedge Multi-Strategy Tracker ETF | | | | | | ||||||||||||||||||||
Actual |
| | | $ | 1,000.00 | | | | | $ | 1,064.20 | | | | | | 0.52% | | | | | $ | 2.66 | | |
Hypothetical (assuming a 5% return before
expenses) |
| | | $ | 1,000.00 | | | | | $ | 1,022.22 | | | | | | 0.52% | | | | | $ | 2.61 | | |
IQ Merger Arbitrage ETF | | | | | | ||||||||||||||||||||
Actual |
| | | $ | 1,000.00 | | | | | $ | 1,002.40 | | | | | | 0.74% | | | | | $ | 3.67 | | |
Hypothetical (assuming a 5% return before
expenses) |
| | | $ | 1,000.00 | | | | | $ | 1,021.12 | | | | | | 0.74% | | | | | $ | 3.71 | | |
IQ 500 International ETF | | | | | | ||||||||||||||||||||
Actual |
| | | $ | 1,000.00 | | | | | $ | 1,238.30 | | | | | | 0.23% | | | | | $ | 1.28 | | |
Hypothetical (assuming a 5% return before
expenses) |
| | | $ | 1,000.00 | | | | | $ | 1,023.65 | | | | | | 0.23% | | | | | $ | 1.15 | | |
IQ Candriam ESG International Equity ETF | | | | | | ||||||||||||||||||||
Actual |
| | | $ | 1,000.00 | | | | | $ | 1,234.90 | | | | | | 0.13% | | | | | $ | 0.72 | | |
Hypothetical (assuming a 5% return before
expenses) |
| | | $ | 1,000.00 | | | | | $ | 1,024.15 | | | | | | 0.13% | | | | | $ | 0.65 | | |
IQ Candriam ESG U.S. Mid Cap Equity ETF | | | | | | ||||||||||||||||||||
Actual |
| | | $ | 1,000.00 | | | | | $ | 1,031.40 | | | | | | 0.15% | | | | | $ | 0.76 | | |
Hypothetical (assuming a 5% return before
expenses) |
| | | $ | 1,000.00 | | | | | $ | 1,024.05 | | | | | | 0.15% | | | | | $ | 0.75 | | |
| | |
Beginning Account Value 11/01/2022 |
| |
Ending Account Value 04/30/2023 |
| |
Annualized Expense Ratios for the Period 11/01/2022 to 04/30/2023 |
| |
Expenses Paid During the Period 11/01/2022 to 04/30/20231 |
| ||||||||||||
IQ Candriam ESG U.S. Large Cap Equity ETF | | | | | | ||||||||||||||||||||
Actual |
| | | $ | 1,000.00 | | | | | $ | 1,095.10 | | | | | | 0.07% | | | | | $ | 0.36 | | |
Hypothetical (assuming a 5% return before
expenses) |
| | | $ | 1,000.00 | | | | | $ | 1,024.45 | | | | | | 0.07% | | | | | $ | 0.35 | | |
IQ Chaikin U.S. Large Cap ETF | | | | | | ||||||||||||||||||||
Actual |
| | | $ | 1,000.00 | | | | | $ | 1,054.50 | | | | | | 0.23% | | | | | $ | 1.17 | | |
Hypothetical (assuming a 5% return before
expenses) |
| | | $ | 1,000.00 | | | | | $ | 1,023.65 | | | | | | 0.23% | | | | | $ | 1.15 | | |
IQ Chaikin U.S. Small Cap ETF | | | | | | ||||||||||||||||||||
Actual |
| | | $ | 1,000.00 | | | | | $ | 949.90 | | | | | | 0.33% | | | | | $ | 1.60 | | |
Hypothetical (assuming a 5% return before
expenses) |
| | | $ | 1,000.00 | | | | | $ | 1,023.16 | | | | | | 0.33% | | | | | $ | 1.66 | | |
IQ CBRE NextGen Real Estate ETF | | | | | | ||||||||||||||||||||
Actual |
| | | $ | 1,000.00 | | | | | $ | 1,071.00 | | | | | | 0.57% | | | | | $ | 2.93 | | |
Hypothetical (assuming a 5% return before
expenses) |
| | | $ | 1,000.00 | | | | | $ | 1,021.97 | | | | | | 0.57% | | | | | $ | 2.86 | | |
IQ FTSE International Equity Currency Neutral ETF | | | | | | ||||||||||||||||||||
Actual |
| | | $ | 1,000.00 | | | | | $ | 1,190.40 | | | | | | 0.18% | | | | | $ | 0.98 | | |
Hypothetical (assuming a 5% return before
expenses) |
| | | $ | 1,000.00 | | | | | $ | 1,023.90 | | | | | | 0.18% | | | | | $ | 0.90 | | |
IQ U.S. Mid Cap R&D Leaders ETF | | | | | | ||||||||||||||||||||
Actual |
| | | $ | 1,000.00 | | | | | $ | 1,007.30 | | | | | | 0.16% | | | | | $ | 0.80 | | |
Hypothetical (assuming a 5% return before
expenses) |
| | | $ | 1,000.00 | | | | | $ | 1,024.00 | | | | | | 0.16% | | | | | $ | 0.80 | | |
IQ U.S. Large Cap R&D Leaders ETF | | | | | | ||||||||||||||||||||
Actual |
| | | $ | 1,000.00 | | | | | $ | 1,143.70 | | | | | | 0.14% | | | | | $ | 0.74 | | |
Hypothetical (assuming a 5% return before
expenses) |
| | | $ | 1,000.00 | | | | | $ | 1,024.10 | | | | | | 0.14% | | | | | $ | 0.70 | | |
IQ Global Equity R&D Leaders ETF | | | | | | ||||||||||||||||||||
Actual |
| | | $ | 1,000.00 | | | | | $ | 1,216.70 | | | | | | 0.18% | | | | | $ | 0.99 | | |
Hypothetical (assuming a 5% return before
expenses) |
| | | $ | 1,000.00 | | | | | $ | 1,023.90 | | | | | | 0.18% | | | | | $ | 0.90 | | |
IQ Global Resources ETF | | | | | | ||||||||||||||||||||
Actual |
| | | $ | 1,000.00 | | | | | $ | 1,117.20 | | | | | | 0.28% | | | | | $ | 1.47 | | |
Hypothetical (assuming a 5% return before
expenses) |
| | | $ | 1,000.00 | | | | | $ | 1,023.41 | | | | | | 0.28% | | | | | $ | 1.40 | | |
IQ Real Return ETF | | | | | | ||||||||||||||||||||
Actual |
| | | $ | 1,000.00 | | | | | $ | 1,033.50 | | | | | | 0.15% | | | | | $ | 0.76 | | |
Hypothetical (assuming a 5% return before
expenses) |
| | | $ | 1,000.00 | | | | | $ | 1,024.05 | | | | | | 0.15% | | | | | $ | 0.75 | | |
IQ Clean Oceans ETF | | | | | | ||||||||||||||||||||
Actual |
| | | $ | 1,000.00 | | | | | $ | 1,210.00 | | | | | | 0.45% | | | | | $ | 2.47 | | |
Hypothetical (assuming a 5% return before
expenses) |
| | | $ | 1,000.00 | | | | | $ | 1,022.56 | | | | | | 0.45% | | | | | $ | 2.26 | | |
IQ Cleaner Transport ETF | | | | | | ||||||||||||||||||||
Actual |
| | | $ | 1,000.00 | | | | | $ | 1,187.00 | | | | | | 0.45% | | | | | $ | 2.44 | | |
Hypothetical (assuming a 5% return before
expenses) |
| | | $ | 1,000.00 | | | | | $ | 1,022.56 | | | | | | 0.45% | | | | | $ | 2.26 | | |
IQ Engender Equality ETF | | | | | | ||||||||||||||||||||
Actual |
| | | $ | 1,000.00 | | | | | $ | 1,088.60 | | | | | | 0.45% | | | | | $ | 2.33 | | |
Hypothetical (assuming a 5% return before
expenses) |
| | | $ | 1,000.00 | | | | | $ | 1,022.56 | | | | | | 0.45% | | | | | $ | 2.26 | | |
IQ Healthy Hearts ETF | | | | | | ||||||||||||||||||||
Actual |
| | | $ | 1,000.00 | | | | | $ | 1,121.80 | | | | | | 0.43% | | | | | $ | 2.26 | | |
Hypothetical (assuming a 5% return before
expenses) |
| | | $ | 1,000.00 | | | | | $ | 1,022.66 | | | | | | 0.43% | | | | | $ | 2.16 | | |
Asset Class |
| |
% of Net Assets |
| |||
Investment Grade
Corporate Bond Funds |
| | | | 18.8% | | |
U.S. Ultra Short Term Bond Funds |
| | | | 14.1 | | |
Money Market Fund |
| | | | 13.1 | | |
Bank Loan Funds |
| | | | 10.9 | | |
Convertible Bond Funds |
| | | | 8.5 | | |
U.S. Medium Term Treasury Bond
Funds |
| | | | 8.4 | | |
Emerging Equity Funds |
| | | | 6.4 | | |
Floating
Rate — Investment Grade Funds |
| | | | 4.9 | | |
U.S. Large Cap Core Funds |
| | | | 4.1 | | |
U.S. Small Cap Growth Funds |
| | | | 3.0 | | |
High Yield Corporate Bond Funds |
| | | | 2.9 | | |
International Equity Core Funds |
| | | | 2.9 | | |
Gold Funds |
| | | | 2.7 | | |
U.S. Large Cap Growth Funds |
| | | | 2.6 | | |
U.S. Dollar Fund |
| | | | 2.5 | | |
Emerging Markets Small Cap Equity
Fund |
| | | | 1.8 | | |
BRIC Equity Funds |
| | | | 1.3 | | |
Emerging Bonds — Local Currency
Funds |
| | | | 1.3 | | |
Silver Funds |
| | | | 1.1 | | |
U.S. Momentum Fund |
| | | | 0.7 | | |
Mortgage Backed Securities Funds |
| | | | 0.4 | | |
U.S. REITS Funds |
| | | | 0.4 | | |
Europe Equity Funds |
| | | | 0.1 | | |
Equity Fund |
| | | | 0.0(a) | | |
International REITs Fund |
| | | | 0.0(a) | | |
Total Investments |
| | | | 112.9 | | |
Other Assets and Liabilites, Net |
| | | | (12.9) | | |
Total Net Assets |
| | | | 100.0% | | |
Industry |
| |
% of Net Assets |
| |||
Industrials | | | | | 28.8% | | |
Health Care |
| | | | 23.8 | | |
Information Technology |
| | | | 10.2 | | |
Financials | | | | | 7.1 | | |
Consumer Discretionary |
| | | | 6.3 | | |
Consumer Staples |
| | | | 5.7 | | |
Utilities | | | | | 4.3 | | |
Money Market Funds |
| | | | 2.3 | | |
Materials | | | | | 1.9 | | |
Energy | | | | | 1.1 | | |
Communication Services |
| | | | 1.1 | | |
Real Estate |
| | | | 1.1 | | |
Total Investments |
| | | | 93.7 | | |
Other Assets and Liabilites, Net |
| | | | 6.3 | | |
Total Net Assets |
| | | | 100.0% | | |
Industry |
| |
% of Net Assets |
| |||
Industrials | | | | | 22.1% | | |
Consumer Discretionary |
| | | | 13.4 | | |
Consumer Staples |
| | | | 11.2 | | |
Financials | | | | | 10.1 | | |
Materials | | | | | 9.7 | | |
Energy | | | | | 8.3 | | |
Communication Services |
| | | | 7.9 | | |
Health Care |
| | | | 6.5 | | |
Utilities | | | | | 5.2 | | |
Money Market Funds |
| | | | 4.2 | | |
Information Technology |
| | | | 4.2 | | |
Investment Companies |
| | | | 0.4 | | |
Total Investments |
| | | | 103.2 | | |
Other Assets and Liabilites, Net |
| | | | (3.2) | | |
Total Net Assets |
| | | | 100.0% | | |
Industry |
| |
% of Net Assets |
| |||
Financials | | | | | 17.6% | | |
Health Care |
| | | | 16.0 | | |
Industrials | | | | | 13.7 | | |
Consumer Discretionary |
| | | | 12.5 | | |
Consumer Staples |
| | | | 9.2 | | |
Information Technology |
| | | | 8.0 | | |
Materials | | | | | 6.5 | | |
Energy | | | | | 5.7 | | |
Communication Services |
| | | | 4.5 | | |
Utilities | | | | | 2.9 | | |
Money Market Funds |
| | | | 2.8 | | |
Real Estate |
| | | | 2.6 | | |
Total Investments |
| | | | 102.0 | | |
Other Assets and Liabilites, Net |
| | | | (2.0) | | |
Total Net Assets |
| | | | 100.0% | | |
Industry |
| |
% of Net Assets |
| |||
Industrials | | | | | 21.6% | | |
Consumer Discretionary |
| | | | 16.8 | | |
Financials | | | | | 13.5 | | |
Information Technology |
| | | | 12.2 | | |
Health Care |
| | | | 11.6 | | |
Real Estate |
| | | | 9.3 | | |
Materials | | | | | 6.1 | | |
Consumer Staples |
| | | | 4.2 | | |
Communication Services |
| | | | 2.4 | | |
Utilities | | | | | 1.5 | | |
Energy | | | | | 0.7 | | |
Money Market Fund |
| | | | 0.4 | | |
Total Investments |
| | | | 100.3 | | |
Other Assets and Liabilites, Net |
| | | | (0.3) | | |
Total Net Assets |
| | | | 100.0% | | |
Industry |
| |
% of Net Assets |
| |||
Information Technology |
| | | | 34.8% | | |
Consumer Discretionary |
| | | | 12.7 | | |
Financials | | | | | 11.5 | | |
Health Care |
| | | | 9.1 | | |
Consumer Staples |
| | | | 8.5 | | |
Communication Services |
| | | | 7.7 | | |
Industrials | | | | | 5.9 | | |
Energy | | | | | 3.5 | | |
Real Estate |
| | | | 3.1 | | |
Materials | | | | | 1.7 | | |
Utilities | | | | | 1.4 | | |
Money Market Funds |
| | | | 0.0(a) | | |
Total Investments |
| | | | 99.9 | | |
Other Assets and Liabilites, Net |
| | | | 0.1 | | |
Total Net Assets |
| | | | 100.0% | | |
Industry |
| |
% of Net Assets |
| |||
Information Technology |
| | | | 18.2% | | |
Health Care |
| | | | 18.2 | | |
Financials | | | | | 16.3 | | |
Industrials | | | | | 12.8 | | |
Consumer Staples |
| | | | 10.0 | | |
Consumer Discretionary |
| | | | 9.4 | | |
Energy | | | | | 5.0 | | |
Communication Services |
| | | | 3.0 | | |
Real Estate |
| | | | 3.0 | | |
Utilities | | | | | 2.0 | | |
Materials | | | | | 2.0 | | |
Money Market Fund |
| | | | 0.0(a) | | |
Total Investments |
| | | | 99.9 | | |
Other Assets and Liabilites, Net |
| | | | 0.1 | | |
Total Net Assets |
| | | | 100.0% | | |
Industry |
| |
% of Net Assets |
| |||
Financials | | | | | 20.6% | | |
Industrials | | | | | 20.4 | | |
Health Care |
| | | | 14.3 | | |
Information Technology |
| | | | 12.9 | | |
Consumer Discretionary |
| | | | 9.7 | | |
Real Estate |
| | | | 5.4 | | |
Materials | | | | | 4.8 | | |
Consumer Staples |
| | | | 4.3 | | |
Energy | | | | | 2.9 | | |
Utilities | | | | | 2.4 | | |
Communication Services |
| | | | 2.2 | | |
Money Market Funds |
| | | | 0.7 | | |
Total Investments |
| | | | 100.6 | | |
Other Assets and Liabilites, Net |
| | | | (0.6) | | |
Total Net Assets |
| | | | 100.0% | | |
Industry |
| |
% of Net Assets |
| |||
Industrial | | | | | 33.6% | | |
Infrastructure (Tower) |
| | | | 23.1 | | |
Multi-Family Residential |
| | | | 14.4 | | |
Health Care |
| | | | 12.6 | | |
Data Center |
| | | | 9.4 | | |
Single-Family Residential |
| | | | 3.1 | | |
Manufactured Homes |
| | | | 3.0 | | |
Student Housing |
| | | | 0.6 | | |
Money Market Funds |
| | | | 0.2 | | |
Total Investments |
| | | | 100.0 | | |
Other Assets and Liabilites, Net |
| | | | 0.0(a) | | |
Total Net Assets |
| | | | 100.0% | | |
Industry |
| |
% of Net Assets |
| |||
Financials | | | | | 17.6% | | |
Industrials | | | | | 16.2 | | |
Health Care |
| | | | 12.3 | | |
Consumer Discretionary |
| | | | 11.9 | | |
Consumer Staples |
| | | | 10.0 | | |
Information Technology |
| | | | 9.1 | | |
Materials | | | | | 7.8 | | |
Communication Services |
| | | | 4.4 | | |
Energy | | | | | 4.2 | | |
Money Market Funds |
| | | | 3.4 | | |
Utilities | | | | | 3.3 | | |
Real Estate |
| | | | 2.9 | | |
Total Investments |
| | | | 103.1 | | |
Other Assets and Liabilites, Net |
| | | | (3.1) | | |
Total Net Assets |
| | | | 100.0% | | |
Industry |
| |
% of Net Assets |
| |||
Information Technology |
| | | | 34.5% | | |
Health Care |
| | | | 26.2 | | |
Consumer Discretionary |
| | | | 12.9 | | |
Communication Services |
| | | | 10.5 | | |
Industrials | | | | | 7.3 | | |
Materials | | | | | 6.0 | | |
Money Market Funds |
| | | | 3.9 | | |
Energy | | | | | 0.9 | | |
Financials | | | | | 0.8 | | |
Real Estate |
| | | | 0.8 | | |
Total Investments |
| | | | 103.8 | | |
Other Assets and Liabilites, Net |
| | | | (3.8) | | |
Total Net Assets |
| | | | 100.0% | | |
Industry |
| |
% of Net Assets |
| |||
Information Technology |
| | | | 40.0% | | |
Health Care |
| | | | 24.5 | | |
Communication Services |
| | | | 15.5 | | |
Consumer Discretionary |
| | | | 12.6 | | |
Industrials | | | | | 5.1 | | |
Financials | | | | | 1.1 | | |
Money Market Funds |
| | | | 0.7 | | |
Materials | | | | | 0.5 | | |
Consumer Staples |
| | | | 0.5 | | |
Total Investments |
| | | | 100.5 | | |
Other Assets and Liabilites, Net |
| | | | (0.5) | | |
Total Net Assets |
| | | | 100.0% | | |
Industry |
| |
% of Net Assets |
| |||
Information Technology |
| | | | 31.0% | | |
Health Care |
| | | | 23.9 | | |
Consumer Discretionary |
| | | | 21.7 | | |
Communication Services |
| | | | 13.2 | | |
Industrials | | | | | 7.3 | | |
Materials | | | | | 1.0 | | |
Consumer Staples |
| | | | 0.8 | | |
Financials | | | | | 0.6 | | |
Energy | | | | | 0.1 | | |
Money Market Fund |
| | | | 0.1 | | |
Total Investments |
| | | | 99.7 | | |
Other Assets and Liabilites, Net |
| | | | 0.3 | | |
Total Net Assets |
| | | | 100.0% | | |
Industry |
| |
% of Net Assets |
| |||
Energy | | | | | 30.1% | | |
Grains Food Fiber |
| | | | 27.3 | | |
Industrial Metals |
| | | | 21.8 | | |
Precious Metals |
| | | | 7.4 | | |
Water | | | | | 5.0 | | |
Timber | | | | | 4.7 | | |
Livestock | | | | | 3.3 | | |
Money Market Funds |
| | | | 0.5 | | |
Coal | | | | | 0.0(a) | | |
Total Investments |
| | | | 100.1 | | |
Other Assets and Liabilites, Net |
| | | | (0.1) | | |
Total Net Assets |
| | | | 100.0% | | |
Industry |
| |
% of Net Assets |
| |||
Government | | | | | 58.7% | | |
Commodity Funds |
| | | | 9.9 | | |
Information Technology |
| | | | 6.4 | | |
Financials | | | | | 5.3 | | |
Industrials | | | | | 3.8 | | |
Health Care |
| | | | 3.4 | | |
Consumer Discretionary |
| | | | 2.3 | | |
Energy | | | | | 2.2 | | |
Communication Services |
| | | | 2.0 | | |
Consumer Staples |
| | | | 1.7 | | |
Money Market Funds |
| | | | 1.7 | | |
Utilities | | | | | 1.3 | | |
Real Estate |
| | | | 1.2 | | |
Materials | | | | | 0.9 | | |
Total Investments |
| | | | 100.8 | | |
Other Assets and Liabilites, Net |
| | | | (0.8) | | |
Total Net Assets |
| | | | 100.0% | | |
Industry |
| |
% of Net Assets |
| |||
Industrials | | | | | 29.2% | | |
Information Technology |
| | | | 26.3 | | |
Materials | | | | | 15.9 | | |
Consumer Discretionary |
| | | | 12.6 | | |
Utilities | | | | | 11.4 | | |
Consumer Staples |
| | | | 4.1 | | |
Money Market Fund |
| | | | 0.1 | | |
Total Investments |
| | | | 99.6 | | |
Other Assets and Liabilites, Net |
| | | | 0.4 | | |
Total Net Assets |
| | | | 100.0% | | |
Industry |
| |
% of Net Assets |
| |||
Information Technology |
| | | | 35.9% | | |
Consumer Discretionary |
| | | | 28.9 | | |
Industrials | | | | | 23.9 | | |
Utilities | | | | | 6.8 | | |
Communication Services |
| | | | 3.6 | | |
Money Market Funds |
| | | | 1.2 | | |
Materials | | | | | 0.4 | | |
Total Investments |
| | | | 100.7 | | |
Other Assets and Liabilites, Net |
| | | | (0.7) | | |
Total Net Assets |
| | | | 100.0% | | |
Industry |
| |
% of Net Assets |
| |||
Financials | | | | | 19.9% | | |
Consumer Staples |
| | | | 16.1 | | |
Health Care |
| | | | 15.0 | | |
Consumer Discretionary |
| | | | 14.7 | | |
Industrials | | | | | 7.9 | | |
Information Technology |
| | | | 7.8 | | |
Materials | | | | | 7.8 | | |
Communication Services |
| | | | 6.7 | | |
Utilities | | | | | 2.6 | | |
Real Estate |
| | | | 1.3 | | |
Money Market Fund |
| | | | 0.1 | | |
Total Investments |
| | | | 99.9 | | |
Other Assets and Liabilites, Net |
| | | | 0.1 | | |
Total Net Assets |
| | | | 100.0% | | |
Industry |
| |
% of Net Assets |
| |||
Health Care |
| | | | 69.8% | | |
Consumer Discretionary |
| | | | 14.6 | | |
Communication Services |
| | | | 5.6 | | |
Information Technology |
| | | | 5.4 | | |
Consumer Staples |
| | | | 3.0 | | |
Money Market Funds |
| | | | 2.2 | | |
Industrials | | | | | 1.0 | | |
Real Estate |
| | | | 0.4 | | |
Total Investments |
| | | | 102.0 | | |
Other Assets and Liabilites, Net |
| | | | (2.0) | | |
Total Net Assets |
| | | | 100.0% | | |
| | |
Shares |
| |
Value |
| | | ||||||||||
Exchange Traded Vehicles — 6.3% | | | | ||||||||||||||||
Gold Funds — 2.7% | | | | ||||||||||||||||
abrdn Gold ETF Trust*(a)
|
| | | | 59,820 | | | | | $ | 1,139,571 | | | | | ||||
Graniteshares Gold Trust*(a)
|
| | | | 21,003 | | | | | | 413,549 | | | | | ||||
iShares Gold Trust*
|
| | | | 320,287 | | | | | | 12,078,023 | | | | | ||||
SPDR Gold MiniShares Trust*
|
| | | | 65,874 | | | | | | 2,601,364 | | | | | ||||
Total Gold Funds |
| | | | | | | | | | 16,232,507 | | | | | ||||
Silver Funds — 1.1% | | | | ||||||||||||||||
abrdn Silver ETF Trust*
|
| | | | 26,014 | | | | | | 624,856 | | | | | ||||
iShares Silver Trust*(a)
|
| | | | 271,818 | | | | | | 6,251,814 | | | | | ||||
Total Silver Funds |
| | | | | | | | | | 6,876,670 | | | | | ||||
U.S. Dollar Fund — 2.5% | | | | ||||||||||||||||
Invesco
DB U.S. Dollar Index Bullish Fund(a)
|
| | | | 551,670 | | | | | | 15,308,843 | | | | | ||||
Total Exchange Traded Vehicles | | | | | | ||||||||||||||
(Cost $36,074,842) |
| | | | | | | | | | 38,418,020 | | | | | ||||
Investment Companies — 93.5% | | | | ||||||||||||||||
Bank Loan Funds — 10.9% | | | | ||||||||||||||||
Invesco Senior Loan ETF(a)
|
| | | | 1,345,043 | | | | | | 28,084,498 | | | | | ||||
SPDR Blackstone Senior Loan ETF(a)
|
| | | | 909,929 | | | | | | 37,780,252 | | | | | ||||
Total Bank Loan Funds |
| | | | | | | | | | 65,864,750 | | | | | ||||
BRIC Equity Funds — 1.3% | | | | ||||||||||||||||
iShares MSCI China ETF |
| | | | 145,329 | | | | | | 6,935,100 | | | | | ||||
SPDR S&P China ETF(a)
|
| | | | 12,975 | | | | | | 1,026,452 | | | | | ||||
Total BRIC Equity Funds |
| | | | | | | | | | 7,961,552 | | | | | ||||
Convertible Bond Funds — 8.5% | | | | ||||||||||||||||
iShares Convertible Bond ETF |
| | | | 185,932 | | | | | | 13,269,967 | | | | | ||||
SPDR
Bloomberg Convertible Securities ETF |
| | | | 576,280 | | | | | | 38,051,768 | | | | | ||||
Total Convertible Bond Funds |
| | | | | | | | | | 51,321,735 | | | | | ||||
Emerging Bonds — Local Currency Funds — 1.3% | | | | ||||||||||||||||
SPDR Bloomberg Emerging
Markets Local Bond ETF |
| | | | 120,329 | | | | | | 2,542,552 | | | | | ||||
VanEck
J. P. Morgan EM Local Currency Bond ETF |
| | | | 198,384 | | | | | | 4,987,374 | | | | | ||||
Total
Emerging Bonds — Local Currency Funds |
| | | | | | | | | | 7,529,926 | | | | | | | ||
Emerging Equity Funds — 6.4% | | | | | | | | ||||||||||||
iShares
Core MSCI Emerging Markets ETF |
| | | | 205,668 | | | | | | 9,991,352 | | | | | ||||
iShares MSCI Emerging
Markets Min Vol Factor ETF |
| | | | 310,986 | | | | | | 17,328,140 | | | | | ||||
Schwab Emerging Markets
Equity ETF(a) |
| | | | 50,512 | | | | | | 1,229,462 | | | | | ||||
Vanguard FTSE Emerging Markets ETF
|
| | | | 255,375 | | | | | | 10,276,290 | | | | | ||||
Total Emerging Equity Funds |
| | | | | | | | | | 38,825,244 | | | | | ||||
Emerging Markets Small Cap Equity Fund — 1.8% | | | | ||||||||||||||||
SPDR
S&P Emerging Markets SmallCap ETF |
| | | | 218,591 | | | | | | 11,119,724 | | | | | ||||
Equity Fund — 0.0%(b) | | | | ||||||||||||||||
Vanguard
Global Ex-U.S. Real Estate ETF |
| | | | 5,335 | | | | | | 225,297 | | | | | ||||
Europe Equity Funds — 0.1% | | | | ||||||||||||||||
iShares Core MSCI Europe ETF(a)
|
| | | | 2,104 | | | | | | 114,794 | | | | | ||||
JPMorgan BetaBuilders Europe ETF
|
| | | | 4,489 | | | | | | 249,903 | | | | | ||||
Vanguard FTSE Europe ETF |
| | | | 7,625 | | | | | | 483,959 | | | | | ||||
Total Europe Equity Funds |
| | | | | | | | | | 848,656 | | | | |
| | |
Shares |
| |
Value |
| ||||||
Investment Companies (continued) | | ||||||||||||
Floating Rate — Investment Grade Funds — 4.9% | | ||||||||||||
iShares Floating Rate Bond ETF |
| | | | 434,576 | | | | | $ | 21,998,237 | | |
SPDR
Bloomberg Investment Grade Floating Rate ETF |
| | | | 260,232 | | | | | | 7,955,292 | | |
Total
Floating Rate — Investment Grade Funds |
| | | | | | | | | | 29,953,529 | | |
High Yield Corporate Bond Funds — 2.9% | | ||||||||||||
iShares iBoxx High
Yield Corporate Bond ETF(a) |
| | | | 127,972 | | | | | | 9,643,970 | | |
SPDR Bloomberg High Yield Bond ETF
|
| | | | 57,427 | | | | | | 5,311,423 | | |
Xtrackers
USD High Yield Corporate Bond ETF(a)
|
| | | | 80,765 | | | | | | 2,795,277 | | |
Total
High Yield Corporate Bond Funds |
| | | | | | | | | | 17,750,670 | | |
International Equity Core Funds — 2.9% | | ||||||||||||
iShares Core MSCI EAFE ETF |
| | | | 117,530 | | | | | | 8,082,538 | | |
Vanguard
FTSE Developed Markets ETF(a)
|
| | | | 197,306 | | | | | | 9,147,106 | | |
Total
International Equity Core Funds |
| | | | | | | | | | 17,229,644 | | |
International REITs Fund — 0.0%(b) | | ||||||||||||
SPDR
Dow Jones International Real Estate ETF |
| | | | 1,018 | | | | | | 27,873 | | |
Investment Grade Corporate Bond Funds — 18.8% | | ||||||||||||
iShares Broad USD
Investment Grade Corporate Bond ETF(a)
|
| | | | 5,261 | | | | | | 267,732 | | |
iShares
iBoxx $ Investment Grade Corporate Bond ETF(a)
|
| | | | 9,805 | | | | | | 1,077,864 | | |
iShares Trust iShares
1-5 Year Investment Grade Corporate Bond ETF |
| | | | 852,524 | | | | | | 43,231,492 | | |
Vanguard
Intermediate-Term Corporate Bond ETF |
| | | | 14,964 | | | | | | 1,205,350 | | |
Vanguard
Short-Term Corporate Bond ETF(a)
|
| | | | 895,025 | | | | | | 68,415,711 | | |
Total
Investment Grade Corporate Bond Funds |
| | | | | | | | | | 114,198,149 | | |
Mortgage Backed Securities Funds — 0.4% | | ||||||||||||
iShares MBS ETF(a)
|
| | | | 14,670 | | | | | | 1,391,890 | | |
SPDR
Portfolio Mortgage Backed Bond ETF |
| | | | 10,131 | | | | | | 225,313 | | |
Vanguard
Mortgage-Backed Securities ETF |
| | | | 17,905 | | | | | | 835,626 | | |
Total
Mortgage Backed Securities Funds |
| | | | | | | | | | 2,452,829 | | |
U.S. Large Cap Core Funds — 4.1% | | ||||||||||||
Energy Select Sector SPDR Fund |
| | | | 55,821 | | | | | | 4,752,042 | | |
Financial Select Sector SPDR Fund
|
| | | | 167,323 | | | | | | 5,550,104 | | |
Health
Care Select Sector SPDR Fund(a) |
| | | | 35,734 | | | | | | 4,771,561 | | |
iShares MSCI USA Quality Factor ETF
|
| | | | 28,767 | | | | | | 3,630,108 | | |
Vanguard Energy ETF |
| | | | 8,131 | | | | | | 950,839 | | |
Vanguard Financials ETF(a)
|
| | | | 17,899 | | | | | | 1,424,402 | | |
Vanguard Health Care ETF(a)
|
| | | | 16,107 | | | | | | 3,958,134 | | |
Total U.S. Large Cap Core Funds |
| | | | | | | | | | 25,037,190 | | |
U.S. Large Cap Growth Funds — 2.6% | | ||||||||||||
Schwab U.S. Large-Cap
Growth ETF(a) |
| | | | 31,357 | | | | | | 2,071,757 | | |
Vanguard Growth ETF(a)
|
| | | | 41,134 | | | | | | 10,367,002 | | |
| | |
Shares |
| |
Value |
| | | ||||||||||
Investment Companies (continued) | | | | ||||||||||||||||
U.S. Large Cap Growth Funds (continued) | | | | ||||||||||||||||
Vanguard Mega Cap Growth ETF |
| | | | 7,407 | | | | | $ | 1,541,619 | | | | | ||||
Vanguard Russell 1000 Growth ETF
|
| | | | 22,430 | | | | | | 1,424,529 | | | | | ||||
Total U.S. Large Cap Growth Funds |
| | | | | | | | | | 15,404,907 | | | | | ||||
U.S. Medium Term Treasury Bond Funds — 8.4% | | | | ||||||||||||||||
iShares 3-7 Year Treasury Bond ETF(a)
|
| | | | 159,760 | | | | | | 18,880,437 | | | | | ||||
Schwab
Intermediate-Term U.S. Treasury ETF(a)
|
| | | | 222,715 | | | | | | 11,278,287 | | | | | ||||
Vanguard
Intermediate-Term Treasury ETF |
| | | | 348,344 | | | | | | 20,994,693 | | | | | ||||
Total
U.S. Medium Term Treasury Bond Funds |
| | | | | | | | | | 51,153,417 | | | | | ||||
U.S. Momentum Fund — 0.7% | | | | | | | | ||||||||||||
iShares
MSCI USA Momentum Factor ETF(a)
|
| | | | 30,449 | | | | | | 4,335,024 | | | | | ||||
U.S. REITS Funds — 0.4% | | | | ||||||||||||||||
Fidelity MSCI Real Estate Index ETF(a)
|
| | | | 2,763 | | | | | | 69,075 | | | | | ||||
iShares Core U.S. REIT ETF(a)
|
| | | | 2,209 | | | | | | 112,239 | | | | | ||||
Vanguard Real Estate ETF |
| | | | 23,319 | | | | | | 1,942,473 | | | | | ||||
Total U.S. REITS Funds |
| | | | | | | | | | 2,123,787 | | | | | ||||
U.S. Small Cap Growth Funds — 3.0% | | | | | | | | ||||||||||||
iShares Russell 2000 Growth ETF |
| | | | 31,002 | | | | | | 6,950,649 | | | | | ||||
SPDR S&P 600 Small Cap Growth ETF
|
| | | | 23,917 | | | | | | 1,707,674 | | | | | ||||
Vanguard Small-Cap Growth ETF(a)
|
| | | | 45,351 | | | | | | 9,691,055 | | | | | ||||
Total U.S. Small Cap Growth Funds |
| | | | | | | | | | 18,349,378 | | | | | ||||
U.S. Ultra Short Term Bond Funds — 14.1% | | | | ||||||||||||||||
Goldman
Sachs Access Treasury 0-1 Year ETF(a) |
| | | | 162,357 | | | | | | 16,253,559 | | | | | ||||
Invesco Treasury Collateral ETF |
| | | | 172,439 | | | | | | 18,187,141 | | | | | ||||
IQ Ultra Short Duration ETF†(c)
|
| | | | 390,345 | | | | | | 18,603,843 | | | | | ||||
iShares Short Treasury Bond ETF(a)
|
| | | | 141,759 | | | | | | 15,657,282 | | | | | ||||
SPDR Bloomberg 1-3 Month T-Bill ETF
|
| | | | 178,495 | | | | | | 16,382,271 | | | | | ||||
Total
U.S. Ultra Short Term Bond Funds |
| | | | | | | | | | 85,084,096 | | | | | ||||
Total
Investment Companies (Cost $574,638,769) |
| | | | | | | | | | 566,797,377 | | | | | ||||
|
| | |
Shares |
| |
Value |
| ||||||
Short-Term Investment — 13.1% | | ||||||||||||
Money Market Fund — 13.1% | | ||||||||||||
Dreyfus Government Cash
Management Fund, Institutional Shares, 4.76%(d)(e) |
| | | ||||||||||
(Cost $79,158,884) |
| | |
|
79,158,884 |
| | | | $ | 79,158,884 | | |
Total Investments — 112.9% | | | | | | | | | | | | | |
(Cost $689,872,495) |
| | | | | | | | | | 684,374,281 | | |
Other
Assets and Liabilities, Net — (12.9)% |
| | | | | | | | | | (77,875,054) | | |
Net Assets — 100.0% |
| | | | | | | | | $ | 606,499,227 | | |
|
Total Return Swap contracts outstanding
at April 30, 2023: |
| |||||||||||||||||||||||||||
Total Return Benchmark |
| |
Counterparty
|
| |
Floating Rate(f) |
| |
Expiration Date |
| |
Payment Frequency |
| |
Notional Amount Long/ (Short) |
| |
Value/ Unrealized Appreciation/ (Depreciation)(g) |
| |||||||||
abrdn Gold ETF Trust |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | $ | 56,864 | | | | | $ | — | | |
abrdn Gold ETF Trust |
| |
Merrill Lynch |
| |
1-Day FEDEF + 0.50% |
| | | | 8/30/2024 | | | |
Monthly |
| | | | 56,864 | | | | | | — | | |
abrdn Silver ETF Trust |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 31,178 | | | | | | — | | |
abrdn Silver ETF Trust |
| |
Merrill Lynch |
| |
1-Day FEDEF + 0.50% |
| | | | 8/30/2024 | | | |
Monthly |
| | | | 31,178 | | | | | | — | | |
Consumer Discretionary
Select Sector SPDR Fund |
| |
Morgan Stanley |
| |
1-Day FEDEF – 0.06% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | (536,288) | | | | | | — | | |
Consumer Discretionary
Select Sector SPDR Fund |
| |
Merrill Lynch |
| |
1-Day FEDEF |
| | | | 8/30/2024 | | | |
Monthly |
| | | | (536,288) | | | | | | — | | |
Energy Select Sector SPDR Fund |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 237,172 | | | | | | — | | |
Energy Select Sector SPDR Fund |
| |
Merrill Lynch |
| |
1-Day FEDEF + 0.50% |
| | | | 8/30/2024 | | | |
Monthly |
| | | | 237,172 | | | | | | — | | |
Fidelity MSCI Real Estate Index ETF
|
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 3,450 | | | | | | — | | |
Fidelity MSCI Real Estate Index ETF
|
| |
Merrill Lynch |
| |
1-Day FEDEF |
| | | | 8/30/2024 | | | |
Monthly |
| | | | 3,450 | | | | | | — | | |
Financial Select Sector SPDR Fund
|
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 276,970 | | | | | | — | | |
Financial Select Sector SPDR Fund
|
| |
Merrill Lynch |
| |
1-Day FEDEF |
| | | | 8/30/2024 | | | |
Monthly |
| | | | 276,970 | | | | | | — | | |
FlexShares Morningstar
Global Upstream Natural Resources Index Fund |
| |
Morgan Stanley |
| |
1-Day FEDEF – 1.23% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | (739,656) | | | | | | — | | |
FlexShares Morningstar
Global Upstream Natural Resources Index Fund |
| |
Merrill Lynch |
| |
1-Day FEDEF |
| | | | 8/30/2024 | | | |
Monthly |
| | | | (739,656) | | | | | | — | | |
Goldman Sachs Access
Treasury 0-1 Year ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 811,091 | | | | | | — | | |
Goldman Sachs Access
Treasury 0-1 Year ETF |
| |
Merrill Lynch |
| |
1-Day FEDEF + 0.50% |
| | | | 8/30/2024 | | | |
Monthly |
| | | | 811,091 | | | | | | — | | |
Graniteshares Gold Trust |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 20,635 | | | | | | — | | |
Graniteshares Gold Trust |
| |
Merrill Lynch |
| |
1-Day FEDEF + 0.50% |
| | | | 8/30/2024 | | | |
Monthly |
| | | | 20,635 | | | | | | — | | |
Health Care Select Sector SPDR Fund
|
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 238,084 | | | | | | — | | |
Health Care Select Sector SPDR Fund
|
| |
Merrill Lynch |
| |
1-Day FEDEF + 0.50% |
| | | | 8/30/2024 | | | |
Monthly |
| | | | 238,084 | | | | | | — | | |
Industrial Select Sector SPDR Fund
|
| |
Morgan Stanley |
| |
1-Day FEDEF – 0.15% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | (507,000) | | | | | | — | | |
Industrial Select Sector SPDR Fund
|
| |
Merrill Lynch |
| |
1-Day FEDEF |
| | | | 8/30/2024 | | | |
Monthly |
| | | | (507,000) | | | | | | — | | |
Invesco DB U.S. Dollar Index Bullish Fund
|
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 763,930 | | | | | | — | | |
Invesco DB U.S. Dollar Index Bullish Fund
|
| |
Merrill Lynch |
| |
1-Day FEDEF + 0.50% |
| | | | 8/30/2024 | | | |
Monthly |
| | | | 763,930 | | | | | | — | | |
Invesco Senior Loan ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 1,401,445 | | | | | | — | | |
Invesco Senior Loan ETF |
| |
Merrill Lynch |
| |
1-Day FEDEF + 0.50% |
| | | | 8/30/2024 | | | |
Monthly |
| | | | 1,401,445 | | | | | | — | | |
Invesco Treasury Collateral ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 907,569 | | | | | | — | | |
Invesco Treasury Collateral ETF |
| |
Merrill Lynch |
| |
1-Day FEDEF |
| | | | 8/30/2024 | | | |
Monthly |
| | | | 907,569 | | | | | | — | | |
Invesco Variable Rate Preferred ETF
|
| |
Morgan Stanley |
| |
1-Day FEDEF – 21.58% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | (3,915,177) | | | | | | — | | |
Invesco Variable Rate Preferred ETF
|
| |
Merrill Lynch |
| |
1-Day FEDEF |
| | | | 8/30/2024 | | | |
Monthly |
| | | | (3,915,177) | | | | | | — | | |
IQ Ultra Short Duration ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 928,321 | | | | | | — | | |
IQ Ultra Short Duration ETF |
| |
Merrill Lynch |
| |
1-Day FEDEF + 0.50% |
| | | | 8/30/2024 | | | |
Monthly |
| | | | 928,321 | | | | | | — | | |
iShares 0-5 Year High
Yield Corporate Bond ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF – 1.08% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | (2,362,491) | | | | | | — | | |
iShares 0-5 Year High
Yield Corporate Bond ETF |
| |
Merrill Lynch |
| |
1-Day FEDEF |
| | | | 8/30/2024 | | | |
Monthly |
| | | | (2,362,491) | | | | | | — | | |
Total Return Swap contracts outstanding
at April 30, 2023: (continued) |
| |||||||||||||||||||||||||||
Total Return Benchmark |
| |
Counterparty
|
| |
Floating Rate(f) |
| |
Expiration Date |
| |
Payment Frequency |
| |
Notional Amount Long/ (Short) |
| |
Value/ Unrealized Appreciation/ (Depreciation)(g) |
| |||||||||
iShares 20+ Year Treasury Bond ETF
|
| |
Morgan Stanley |
| |
1-Day FEDEF – 0.35% |
| | | | 7/05/2023 | | | |
Monthly |
| | | $ | (378,891) | | | | | $ | — | | |
iShares 20+ Year Treasury Bond ETF
|
| |
Merrill Lynch |
| |
1-Day FEDEF |
| | | | 8/30/2024 | | | |
Monthly |
| | | | (378,891) | | | | | | — | | |
iShares 3-7 Year Treasury Bond ETF
|
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 942,131 | | | | | | — | | |
iShares 3-7 Year Treasury Bond ETF
|
| |
Merrill Lynch |
| |
1-Day FEDEF + 0.50% |
| | | | 8/30/2024 | | | |
Monthly |
| | | | 942,131 | | | | | | — | | |
iShares Broad USD
Investment Grade Corporate Bond ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 13,384 | | | | | | — | | |
iShares Broad USD
Investment Grade Corporate Bond ETF |
| |
Merrill Lynch |
| |
1-Day FEDEF + 0.50% |
| | | | 8/30/2024 | | | |
Monthly |
| | | | 13,384 | | | | | | — | | |
iShares Convertible Bond ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 662,171 | | | | | | — | | |
iShares Convertible Bond ETF |
| |
Merrill Lynch |
| |
1-Day FEDEF + 0.50% |
| | | | 8/30/2024 | | | |
Monthly |
| | | | 662,171 | | | | | | — | | |
iShares Core MSCI EAFE ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 403,336 | | | | | | — | | |
iShares Core MSCI EAFE ETF |
| |
Merrill Lynch |
| |
1-Day FEDEF + 0.50% |
| | | | 8/30/2024 | | | |
Monthly |
| | | | 403,336 | | | | | | — | | |
iShares Core MSCI
Emerging Markets ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 498,577 | | | | | | — | | |
iShares Core MSCI
Emerging Markets ETF |
| |
Merrill Lynch |
| |
1-Day FEDEF + 0.50% |
| | | | 8/30/2024 | | | |
Monthly |
| | | | 498,577 | | | | | | — | | |
iShares Core MSCI Europe ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 5,729 | | | | | | — | | |
iShares Core MSCI Europe ETF |
| |
Merrill Lynch |
| |
1-Day FEDEF + 0.50% |
| | | | 8/30/2024 | | | |
Monthly |
| | | | 5,729 | | | | | | — | | |
iShares Core U.S. REIT ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 5,589 | | | | | | — | | |
iShares Core U.S. REIT ETF |
| |
Merrill Lynch |
| |
1-Day FEDEF + 0.50% |
| | | | 8/30/2024 | | | |
Monthly |
| | | | 5,589 | | | | | | — | | |
iShares Floating Rate Bond ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 1,097,745 | | | | | | — | | |
iShares Floating Rate Bond ETF |
| |
Merrill Lynch |
| |
1-Day FEDEF + 0.50% |
| | | | 8/30/2024 | | | |
Monthly |
| | | | 1,097,745 | | | | | | — | | |
iShares Gold Trust |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 602,719 | | | | | | — | | |
iShares Gold Trust |
| |
Merrill Lynch |
| |
1-Day FEDEF + 0.50% |
| | | | 8/30/2024 | | | |
Monthly |
| | | | 602,719 | | | | | | — | | |
iShares iBoxx $
Investment Grade Corporate Bond ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 53,756 | | | | | | — | | |
iShares iBoxx $
Investment Grade Corporate Bond ETF |
| |
Merrill Lynch |
| |
1-Day FEDEF + 0.50% |
| | | | 8/30/2024 | | | |
Monthly |
| | | | 53,756 | | | | | | — | | |
iShares iBoxx High
Yield Corporate Bond ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 481,249 | | | | | | — | | |
iShares iBoxx High
Yield Corporate Bond ETF |
| |
Merrill Lynch |
| |
1-Day FEDEF + 0.50% |
| | | | 8/30/2024 | | | |
Monthly |
| | | | 481,249 | | | | | | — | | |
iShares JP Morgan USD
Emerging Markets Bond ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF – 0.35% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | (3,655,086) | | | | | | — | | |
iShares JP Morgan USD
Emerging Markets Bond ETF |
| |
Merrill Lynch |
| |
1-Day FEDEF |
| | | | 8/30/2024 | | | |
Monthly |
| | | | (3,655,086) | | | | | | — | | |
iShares MBS ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 69,452 | | | | | | — | | |
iShares MBS ETF |
| |
Merrill Lynch |
| |
1-Day FEDEF + 0.50% |
| | | | 8/30/2024 | | | |
Monthly |
| | | | 69,452 | | | | | | — | | |
iShares MSCI China ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 346,065 | | | | | | — | | |
iShares MSCI China ETF |
| |
Merrill Lynch |
| |
1-Day FEDEF + 0.50% |
| | | | 8/30/2024 | | | |
Monthly |
| | | | 346,065 | | | | | | — | | |
iShares MSCI EAFE Growth ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF – 3.98% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | (715,956) | | | | | | — | | |
iShares MSCI EAFE Growth ETF |
| |
Merrill Lynch |
| |
1-Day FEDEF |
| | | | 8/30/2024 | | | |
Monthly |
| | | | (715,956) | | | | | | — | | |
Total Return Swap contracts outstanding
at April 30, 2023: (continued) |
| |||||||||||||||||||||||||||
Total Return Benchmark |
| |
Counterparty
|
| |
Floating Rate(f) |
| |
Expiration Date |
| |
Payment Frequency |
| |
Notional Amount Long/ (Short) |
| |
Value/ Unrealized Appreciation/ (Depreciation)(g) |
| |||||||||
iShares MSCI Emerging
Markets Min Vol Factor ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | $ | 864,663 | | | | | $ | — | | |
iShares MSCI Emerging
Markets Min Vol Factor ETF |
| |
Merrill Lynch |
| |
1-Day FEDEF + 0.50% |
| | | | 8/30/2024 | | | |
Monthly |
| | | | 864,663 | | | | | | — | | |
iShares MSCI Global Min Vol Factor ETF
|
| |
Morgan Stanley |
| |
1-Day FEDEF – 0.35% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | (4,010,008) | | | | | | — | | |
iShares MSCI Global Min Vol Factor ETF
|
| |
Merrill Lynch |
| |
1-Day FEDEF |
| | | | 8/30/2024 | | | |
Monthly |
| | | | (4,010,008) | | | | | | — | | |
iShares MSCI Japan ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF – 0.88% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | (1,049,823) | | | | | | — | | |
iShares MSCI Japan ETF |
| |
Merrill Lynch |
| |
1-Day FEDEF |
| | | | 8/30/2024 | | | |
Monthly |
| | | | (1,049,823) | | | | | | — | | |
iShares MSCI USA Momentum Factor ETF
|
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 216,260 | | | | | | — | | |
iShares MSCI USA Momentum Factor ETF
|
| |
Merrill Lynch |
| |
1-Day FEDEF + 0.50% |
| | | | 8/30/2024 | | | |
Monthly |
| | | | 216,260 | | | | | | — | | |
iShares MSCI USA Quality Factor ETF
|
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 181,083 | | | | | | — | | |
iShares MSCI USA Quality Factor ETF
|
| |
Merrill Lynch |
| |
1-Day FEDEF + 0.50% |
| | | | 8/30/2024 | | | |
Monthly |
| | | | 181,083 | | | | | | — | | |
iShares Preferred &
Income Securities ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF – 2.28% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | (2,840,083) | | | | | | — | | |
iShares Preferred &
Income Securities ETF |
| |
Merrill Lynch |
| |
1-Day FEDEF |
| | | | 8/30/2024 | | | |
Monthly |
| | | | (2,840,083) | | | | | | — | | |
iShares Russell 2000 Growth ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 346,837 | | | | | | — | | |
iShares Russell 2000 Growth ETF |
| |
Merrill Lynch |
| |
1-Day FEDEF + 0.50% |
| | | | 8/30/2024 | | | |
Monthly |
| | | | 346,837 | | | | | | — | | |
iShares Russell 2000 Value ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF – 1.03% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | (66,914) | | | | | | — | | |
iShares Russell 2000 Value ETF |
| |
Merrill Lynch |
| |
1-Day FEDEF |
| | | | 8/30/2024 | | | |
Monthly |
| | | | (66,914) | | | | | | — | | |
iShares S&P Small-Cap 600 Value ETF
|
| |
Morgan Stanley |
| |
1-Day FEDEF – 2.13% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | (41,108) | | | | | | — | | |
iShares S&P Small-Cap 600 Value ETF
|
| |
Merrill Lynch |
| |
1-Day FEDEF |
| | | | 8/30/2024 | | | |
Monthly |
| | | | (41,108) | | | | | | — | | |
iShares Short Treasury Bond ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 781,323 | | | | | | — | | |
iShares Short Treasury Bond ETF |
| |
Merrill Lynch |
| |
1-Day FEDEF + 0.50% |
| | | | 8/30/2024 | | | |
Monthly |
| | | | 781,323 | | | | | | — | | |
iShares Silver Trust |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 311,972 | | | | | | — | | |
iShares Silver Trust |
| |
Merrill Lynch |
| |
1-Day FEDEF + 0.50% |
| | | | 8/30/2024 | | | |
Monthly |
| | | | 311,972 | | | | | | — | | |
iShares TIPS Bond ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF – 0.35% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | (2,510,341) | | | | | | — | | |
iShares TIPS Bond ETF |
| |
Merrill Lynch |
| |
1-Day FEDEF |
| | | | 8/30/2024 | | | |
Monthly |
| | | | (2,510,341) | | | | | | — | | |
iShares Trust iShares
1-5 Year Investment Grade Corporate Bond ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 2,157,254 | | | | | | — | | |
iShares Trust iShares
1-5 Year Investment Grade Corporate Bond ETF |
| |
Merrill Lynch |
| |
1-Day FEDEF |
| | | | 8/30/2024 | | | |
Monthly |
| | | | 2,157,254 | | | | | | — | | |
iShares U.S. Industrials ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF – 11.58% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | (43,972) | | | | | | — | | |
iShares U.S. Industrials ETF |
| |
Merrill Lynch |
| |
1-Day FEDEF |
| | | | 8/30/2024 | | | |
Monthly |
| | | | (43,972) | | | | | | — | | |
JPMorgan BetaBuilders Europe ETF
|
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 12,470 | | | | | | — | | |
JPMorgan BetaBuilders Europe ETF
|
| |
Merrill Lynch |
| |
1-Day FEDEF + 0.50% |
| | | | 8/30/2024 | | | |
Monthly |
| | | | 12,470 | | | | | | — | | |
JPMorgan BetaBuilders Japan ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF – 2.13% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | (811,183) | | | | | | — | | |
JPMorgan BetaBuilders Japan ETF |
| |
Merrill Lynch |
| |
1-Day FEDEF |
| | | | 8/30/2024 | | | |
Monthly |
| | | | (811,183) | | | | | | — | | |
Schwab Emerging Markets Equity ETF
|
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 61,361 | | | | | | — | | |
Schwab Emerging Markets Equity ETF
|
| |
Merrill Lynch |
| |
1-Day FEDEF + 0.50% |
| | | | 8/30/2024 | | | |
Monthly |
| | | | 61,361 | | | | | | — | | |
Total Return Swap contracts outstanding
at April 30, 2023: (continued) |
| |||||||||||||||||||||||||||
Total Return Benchmark |
| |
Counterparty
|
| |
Floating Rate(f) |
| |
Expiration Date |
| |
Payment Frequency |
| |
Notional Amount Long/ (Short) |
| |
Value/ Unrealized Appreciation/ (Depreciation)(g) |
| |||||||||
Schwab
Intermediate-Term U.S. Treasury ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | $ | 562,813 | | | | | $ | — | | |
Schwab
Intermediate-Term U.S. Treasury ETF |
| |
Merrill Lynch |
| |
1-Day FEDEF + 0.50% |
| | | | 8/30/2024 | | | |
Monthly |
| | | | 562,813 | | | | | | — | | |
Schwab International
Small-Cap Equity ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF – 10.83% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | (218,508) | | | | | | — | | |
Schwab International
Small-Cap Equity ETF |
| |
Merrill Lynch |
| |
1-Day FEDEF |
| | | | 8/30/2024 | | | |
Monthly |
| | | | (218,508) | | | | | | — | | |
Schwab U.S. Large-Cap Growth ETF
|
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 103,400 | | | | | | — | | |
Schwab U.S. Large-Cap Growth ETF
|
| |
Merrill Lynch |
| |
1-Day FEDEF + 0.50% |
| | | | 8/30/2024 | | | |
Monthly |
| | | | 103,400 | | | | | | — | | |
Schwab U.S. TIPS ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF – 0.35% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | (1,380,368) | | | | | | — | | |
Schwab U.S. TIPS ETF |
| |
Merrill Lynch |
| |
1-Day FEDEF |
| | | | 8/30/2024 | | | |
Monthly |
| | | | (1,380,368) | | | | | | — | | |
SPDR Blackstone Senior Loan ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 1,885,257 | | | | | | — | | |
SPDR Blackstone Senior Loan ETF |
| |
Merrill Lynch |
| |
1-Day FEDEF + 0.50% |
| | | | 8/30/2024 | | | |
Monthly |
| | | | 1,885,257 | | | | | | — | | |
SPDR Bloomberg 1-3 Month T-Bill ETF
|
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 817,484 | | | | | | — | | |
SPDR Bloomberg 1-3 Month T-Bill ETF
|
| |
Merrill Lynch |
| |
1-Day FEDEF + 0.50% |
| | | | 8/30/2024 | | | |
Monthly |
| | | | 817,484 | | | | | | — | | |
SPDR Bloomberg High Yield Bond ETF
|
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 265,076 | | | | | | — | | |
SPDR Bloomberg High Yield Bond ETF
|
| |
Merrill Lynch |
| |
1-Day FEDEF + 0.50% |
| | | | 8/30/2024 | | | |
Monthly |
| | | | 265,076 | | | | | | — | | |
SPDR Bloomberg
Convertible Securities ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 1,898,825 | | | | | | — | | |
SPDR Bloomberg
Convertible Securities ETF |
| |
Merrill Lynch |
| |
1-Day FEDEF + 0.50% |
| | | | 8/30/2024 | | | |
Monthly |
| | | | 1,898,825 | | | | | | — | | |
SPDR Bloomberg Emerging
Markets Local Bond ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 126,886 | | | | | | — | | |
SPDR Bloomberg Emerging
Markets Local Bond ETF |
| |
Merrill Lynch |
| |
1-Day FEDEF + 0.50% |
| | | | 8/30/2024 | | | |
Monthly |
| | | | 126,886 | | | | | | — | | |
SPDR Bloomberg
Investment Grade Floating Rate ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 396,982 | | | | | | — | | |
SPDR Bloomberg
Investment Grade Floating Rate ETF |
| |
Merrill Lynch |
| |
1-Day FEDEF + 0.50% |
| | | | 8/30/2024 | | | |
Monthly |
| | | | 396,982 | | | | | | — | | |
SPDR Bloomberg Short
Term High Yield Bond ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF – 0.93% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | (1,518,046) | | | | | | — | | |
SPDR Bloomberg Short
Term High Yield Bond ETF |
| |
Merrill Lynch |
| |
1-Day FEDEF |
| | | | 8/30/2024 | | | |
Monthly |
| | | | (1,518,046) | | | | | | — | | |
SPDR Dow Jones
International Real Estate ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 1,396 | | | | | | — | | |
SPDR Dow Jones
International Real Estate ETF |
| |
Merrill Lynch |
| |
1-Day FEDEF + 0.50% |
| | | | 8/30/2024 | | | |
Monthly |
| | | | 1,396 | | | | | | — | | |
SPDR Gold MiniShares Trust |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 255,263 | | | | | | — | | |
SPDR Gold MiniShares Trust |
| |
Morgan Stanley |
| |
1-Day FEDEF – 1.18% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | (125,459) | | | | | | — | | |
SPDR Gold MiniShares Trust |
| |
Merrill Lynch |
| |
1-Day FEDEF + 0.50% |
| | | | 8/30/2024 | | | |
Monthly |
| | | | 129,804 | | | | | | — | | |
SPDR Portfolio Long Term Treasury ETF
|
| |
Morgan Stanley |
| |
1-Day FEDEF – 0.35% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | (71,317) | | | | | | — | | |
SPDR Portfolio Long Term Treasury ETF
|
| |
Merrill Lynch |
| |
1-Day FEDEF |
| | | | 8/30/2024 | | | |
Monthly |
| | | | (71,317) | | | | | | — | | |
SPDR Portfolio Mortgage
Backed Bond ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 11,231 | | | | | | — | | |
SPDR Portfolio Mortgage
Backed Bond ETF |
| |
Merrill Lynch |
| |
1-Day FEDEF + 0.50% |
| | | | 8/30/2024 | | | |
Monthly |
| | | | 11,231 | | | | | | — | | |
SPDR S&P 600 Small Cap Growth ETF
|
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 85,180 | | | | | | — | | |
Total Return Swap contracts outstanding
at April 30, 2023: (continued) |
| |||||||||||||||||||||||||||
Total Return Benchmark |
| |
Counterparty
|
| |
Floating Rate(f) |
| |
Expiration Date |
| |
Payment Frequency |
| |
Notional Amount Long/ (Short) |
| |
Value/ Unrealized Appreciation/ (Depreciation)(g) |
| |||||||||
SPDR S&P 600 Small Cap Growth ETF
|
| |
Merrill Lynch |
| |
1-Day FEDEF + 0.50% |
| | | | 8/30/2024 | | | |
Monthly |
| | | $ | 85,180 | | | | | $ | — | | |
SPDR S&P China ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 51,184 | | | | | | — | | |
SPDR S&P China ETF |
| |
Merrill Lynch |
| |
1-Day FEDEF + 0.50% |
| | | | 8/30/2024 | | | |
Monthly |
| | | | 51,184 | | | | | | — | | |
SPDR S&P Emerging
Markets SmallCap ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 554,890 | | | | | | — | | |
SPDR S&P Emerging
Markets SmallCap ETF |
| |
Merrill Lynch |
| |
1-Day FEDEF + 0.50% |
| | | | 8/30/2024 | | | |
Monthly |
| | | | 554,890 | | | | | | — | | |
SPDR S&P Global Natural Resources ETF
|
| |
Morgan Stanley |
| |
1-Day FEDEF – 0.93% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | (370,647) | | | | | | — | | |
SPDR S&P Global Natural Resources ETF
|
| |
Merrill Lynch |
| |
1-Day FEDEF |
| | | | 8/30/2024 | | | |
Monthly |
| | | | (370,647) | | | | | | — | | |
Technology Select Sector SPDR Fund
|
| |
Morgan Stanley |
| |
1-Day FEDEF – 0.12% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | (526,095) | | | | | | — | | |
Technology Select Sector SPDR Fund
|
| |
Merrill Lynch |
| |
1-Day FEDEF |
| | | | 8/30/2024 | | | |
Monthly |
| | | | (526,095) | | | | | | — | | |
VanEck J.P. Morgan EM
Local Currency Bond ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 248,861 | | | | | | — | | |
VanEck J.P. Morgan EM
Local Currency Bond ETF |
| |
Merrill Lynch |
| |
1-Day FEDEF + 0.50% |
| | | | 8/30/2024 | | | |
Monthly |
| | | | 248,861 | | | | | | — | | |
Vanguard Consumer Discretionary ETF
|
| |
Morgan Stanley |
| |
1-Day FEDEF – 1.83% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | (156,656) | | | | | | — | | |
Vanguard Consumer Discretionary ETF
|
| |
Merrill Lynch |
| |
1-Day FEDEF |
| | | | 8/30/2024 | | | |
Monthly |
| | | | (156,656) | | | | | | — | | |
Vanguard Emerging
Markets Government Bond ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF – 0.35% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | (829,161) | | | | | | — | | |
Vanguard Emerging
Markets Government Bond ETF |
| |
Merrill Lynch |
| |
1-Day FEDEF |
| | | | 8/30/2024 | | | |
Monthly |
| | | | (829,161) | | | | | | — | | |
Vanguard Energy ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 47,478 | | | | | | — | | |
Vanguard Energy ETF |
| |
Merrill Lynch |
| |
1-Day FEDEF + 0.50% |
| | | | 8/30/2024 | | | |
Monthly |
| | | | 47,478 | | | | | | — | | |
Vanguard Financials ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 71,065 | | | | | | — | | |
Vanguard Financials ETF |
| |
Merrill Lynch |
| |
1-Day FEDEF + 0.50% |
| | | | 8/30/2024 | | | |
Monthly |
| | | | 71,065 | | | | | | — | | |
Vanguard FTSE All World
ex-U.S. Small-Cap ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF – 0.63% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | (492,440) | | | | | | — | | |
Vanguard FTSE All World
ex-U.S. Small-Cap ETF |
| |
Merrill Lynch |
| |
1-Day FEDEF |
| | | | 8/30/2024 | | | |
Monthly |
| | | | (492,440) | | | | | | — | | |
Vanguard FTSE Developed Markets ETF
|
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 456,461 | | | | | | — | | |
Vanguard FTSE Developed Markets ETF
|
| |
Merrill Lynch |
| |
1-Day FEDEF + 0.50% |
| | | | 8/30/2024 | | | |
Monthly |
| | | | 456,461 | | | | | | — | | |
Vanguard FTSE Emerging Markets ETF
|
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 512,778 | | | | | | — | | |
Vanguard FTSE Emerging Markets ETF
|
| |
Merrill Lynch |
| |
1-Day FEDEF + 0.50% |
| | | | 8/30/2024 | | | |
Monthly |
| | | | 512,778 | | | | | | — | | |
Vanguard FTSE Europe ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 24,182 | | | | | | — | | |
Vanguard FTSE Europe ETF |
| |
Merrill Lynch |
| |
1-Day FEDEF |
| | | | 8/30/2024 | | | |
Monthly |
| | | | 24,182 | | | | | | — | | |
Vanguard Global ex-U.S. Real Estate ETF
|
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 11,233 | | | | | | — | | |
Vanguard Global ex-U.S. Real Estate ETF
|
| |
Merrill Lynch |
| |
1-Day FEDEF + 0.50% |
| | | | 8/30/2024 | | | |
Monthly |
| | | | 11,233 | | | | | | — | | |
Vanguard Growth ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 517,418 | | | | | | — | | |
Vanguard Growth ETF |
| |
Merrill Lynch |
| |
1-Day FEDEF + 0.50% |
| | | | 8/30/2024 | | | |
Monthly |
| | | | 517,418 | | | | | | — | | |
Vanguard Health Care ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 197,575 | | | | | | — | | |
Vanguard Health Care ETF |
| |
Merrill Lynch |
| |
1-Day FEDEF + 0.50% |
| | | | 8/30/2024 | | | |
Monthly |
| | | | 197,575 | | | | | | — | | |
Total Return Swap contracts outstanding
at April 30, 2023: (continued) |
| |||||||||||||||||||||||||||
Total Return Benchmark |
| |
Counterparty
|
| |
Floating Rate(f) |
| |
Expiration Date |
| |
Payment Frequency |
| |
Notional Amount Long/ (Short) |
| |
Value/ Unrealized Appreciation/ (Depreciation)(g) |
| |||||||||
Vanguard Industrials ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF – 0.83% |
| | | | 7/05/2023 | | | |
Monthly |
| | | $ | (283,202) | | | | | $ | — | | |
Vanguard Information Technology ETF
|
| |
Morgan Stanley |
| |
1-Day FEDEF – 0.68% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | (172,962) | | | | | | — | | |
Vanguard Information Technology ETF
|
| |
Merrill Lynch |
| |
1-Day FEDEF |
| | | | 8/30/2024 | | | |
Monthly |
| | | | (172,962) | | | | | | — | | |
Vanguard
Intermediate-Term Corporate Bond ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 60,171 | | | | | | — | | |
Vanguard
Intermediate-Term Corporate Bond ETF |
| |
Merrill Lynch |
| |
1-Day FEDEF + 0.50% |
| | | | 8/30/2024 | | | |
Monthly |
| | | | 60,171 | | | | | | — | | |
Vanguard
Intermediate-Term Treasury ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 1,047,673 | | | | | | — | | |
Vanguard
Intermediate-Term Treasury ETF |
| |
Merrill Lynch |
| |
1-Day FEDEF + 0.50% |
| | | | 8/30/2024 | | | |
Monthly |
| | | | 1,047,673 | | | | | | — | | |
Vanguard Long-Term Treasury ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF – 0.98% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | (55,303) | | | | | | — | | |
Vanguard Long-Term Treasury ETF |
| |
Merrill Lynch |
| |
1-Day FEDEF |
| | | | 8/30/2024 | | | |
Monthly |
| | | | (55,303) | | | | | | — | | |
Vanguard Mega Cap Growth ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 77,008 | | | | | | — | | |
Vanguard Mega Cap Growth ETF |
| |
Merrill Lynch |
| |
1-Day FEDEF |
| | | | 8/30/2024 | | | |
Monthly |
| | | | 77,008 | | | | | | — | | |
Vanguard
Mortgage-Backed Securities ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 41,676 | | | | | | — | | |
Vanguard
Mortgage-Backed Securities ETF |
| |
Merrill Lynch |
| |
1-Day FEDEF + 0.50% |
| | | | 8/30/2024 | | | |
Monthly |
| | | | 41,676 | | | | | | — | | |
Vanguard Real Estate ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 96,961 | | | | | | — | | |
Vanguard Real Estate ETF |
| |
Merrill Lynch |
| |
1-Day FEDEF + 0.50% |
| | | | 8/30/2024 | | | |
Monthly |
| | | | 96,961 | | | | | | — | | |
Vanguard Russell 1000 Growth ETF
|
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 71,068 | | | | | | — | | |
Vanguard Russell 1000 Growth ETF
|
| |
Merrill Lynch |
| |
1-Day FEDEF + 0.50% |
| | | | 8/30/2024 | | | |
Monthly |
| | | | 71,068 | | | | | | — | | |
Vanguard Short-Term
Corporate Bond ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 3,413,963 | | | | | | — | | |
Vanguard Short-Term
Corporate Bond ETF |
| |
Merrill Lynch |
| |
1-Day FEDEF |
| | | | 8/30/2024 | | | |
Monthly |
| | | | 3,413,963 | | | | | | — | | |
Vanguard Small-Cap Growth ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 483,580 | | | | | | — | | |
Vanguard Small-Cap Growth ETF |
| |
Merrill Lynch |
| |
1-Day FEDEF + 0.50% |
| | | | 8/30/2024 | | | |
Monthly |
| | | | 483,580 | | | | | | — | | |
Vanguard Small-Cap Value ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF – 0.35% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | (142,931) | | | | | | — | | |
Vanguard Small-Cap Value ETF |
| |
Merrill Lynch |
| |
1-Day FEDEF |
| | | | 8/30/2024 | | | |
Monthly |
| | | | (142,931) | | | | | | — | | |
Xtrackers USD High
Yield Corporate Bond ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 139,478 | | | | | | — | | |
Xtrackers USD High
Yield Corporate Bond ETF |
| |
Merrill Lynch |
| |
1-Day FEDEF + 0.50% |
| | | | 8/30/2024 | | | |
Monthly |
| | | | 139,478 | | | | | | — | | |
| | | | | | | | | | | | | | | | | | | | | | | | | $ | — | | |
|
Description |
| |
Level 1
|
| |
Level 2
|
| |
Level 3
|
| |
Total |
| ||||||||||||
Asset Valuation Inputs | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments in Securities:(h) | | | | | | | | | | | | | | | | | | | | | | | | | |
Exchange Traded Vehicles |
| | | $ | 38,418,020 | | | | | $ | — | | | | | $ | — | | | | | $ | 38,418,020 | | |
Investment Companies |
| | | | 566,797,377 | | | | | | — | | | | | | — | | | | | | 566,797,377 | | |
Short-Term Investment: | | | | | | | | | | | | | | | | | | | | | | | | | |
Money Market Fund |
| | | | 79,158,884 | | | | | | — | | | | | | — | | | | | | 79,158,884 | | |
Total Investments in Securities |
| | | | 684,374,281 | | | | | | — | | | | | | — | | | | | | 684,374,281 | | |
Other Financial Instruments:(i) | | | | | | | | | | | | | | | | | | | | | | | | | |
Swap Contracts |
| | | | — | | | | | | — | | | | | | — | | | | | | — | | |
Total Investments in Securities and Other
Financial Instruments |
| | | $ | 684,374,281 | | | | | $ | — | | | | | $ | — | | | | | $ | 684,374,281 | | |
Liability Valuation Inputs | | | | | | | | | | | | | | | | | | | | | | | | | |
Other Financial Instruments:(i) | | | | | | | | | | | | | | | | | | | | | | | | | |
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 ($) |
| |
Shares at 04/30/2023 |
| |
Value ($) at 04/30/2023 |
| ||||||||||||||||||||||||||||||
IQ Ultra Short Duration ETF |
| | | | 1,296,301 | | | | | | 62,196,522 | | | | | | 30,158,759 | | | | | | (72,901,557) | | | | | | (2,165,372) | | | | | | 1,315,491 | | | | | | 1,130,728 | | | | | | — | | | | | | 390,345 | | | | | | 18,603,843 | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks — 91.4% | | ||||||||||||
Communication Services — 1.1% | | ||||||||||||
Radius
Global Infrastructure, Inc., Class A*
|
| | | | 359,139 | | | | | $ | 5,275,752 | | |
Consumer Discretionary — 6.3% | | ||||||||||||
TravelCenters of America, Inc.*
|
| | | | 319,148 | | | | | | 27,488,217 | | |
Uni-Select, Inc.*
|
| | | | 42,158 | | | | | | 1,446,607 | | |
Total Consumer Discretionary |
| | | | | | | | | | 28,934,824 | | |
Consumer Staples — 5.7% | | ||||||||||||
Albertsons Cos., Inc., Class A(a)
|
| | | | 1,248,472 | | | | | | 26,093,065 | | |
Energy — 1.1% | | ||||||||||||
Ranger Oil Corp., Class A |
| | | | 128,343 | | | | | | 5,287,732 | | |
Financials — 7.1% | | ||||||||||||
Broadmark Realty Capital, Inc. |
| | | | 412,118 | | | | | | 2,023,499 | | |
Focus
Financial Partners, Inc., Class A* |
| | | | 359,240 | | | | | | 18,658,926 | | |
Home Capital Group, Inc.(b)
|
| | | | 206,323 | | | | | | 6,624,911 | | |
Perpetual Ltd.(b)
|
| | | | 328,800 | | | | | | 5,330,071 | | |
Total Financials |
| | | | | | | | | | 32,637,407 | | |
Health Care — 23.8% | | ||||||||||||
EMIS Group PLC |
| | | | 174,737 | | | | | | 3,584,304 | | |
Epizyme, Inc.*(c)
|
| | | | 1,957,185 | | | | | | 39,144 | | |
Horizon Therapeutics PLC*
|
| | | | 245,868 | | | | | | 27,330,687 | | |
Jounce Therapeutics, Inc.*
|
| | | | 1,017,387 | | | | | | 1,963,557 | | |
NuVasive, Inc.*
|
| | | | 485,934 | | | | | | 20,914,599 | | |
Oak Street Health, Inc.*
|
| | | | 760,454 | | | | | | 29,634,892 | | |
Radius Health, Inc.*(c)
|
| | | | 177,390 | | | | | | 14,191 | | |
Seagen, Inc.*
|
| | | | 130,583 | | | | | | 26,116,600 | | |
Total Health Care |
| | | | | | | | | | 109,597,974 | | |
Industrials — 28.8% | | ||||||||||||
Aerojet Rocketdyne Holdings, Inc.*
|
| | | | 392,921 | | | | | | 22,164,674 | | |
Caverion OYJ |
| | | | 169,104 | | | | | | 1,605,536 | | |
Evoqua Water Technologies Corp.*
|
| | | | 554,366 | | | | | | 27,413,399 | | |
Kimball International, Inc., Class B
|
| | | | 115,624 | | | | | | 1,423,331 | | |
Kloeckner & Co SE |
| | | | 150,780 | | | | | | 1,672,929 | | |
Maxar Technologies, Inc. |
| | | | 429,847 | | | | | | 22,661,534 | | |
Meltwater NV*(b)
|
| | | | 895,934 | | | | | | 1,449,772 | | |
Tatsuta Electric Wire
and Cable Co., Ltd.(b)
|
| | | | 393,613 | | | | | | 2,066,855 | | |
Toshiba Corp. |
| | | | 704,616 | | | | | | 22,768,776 | | |
Univar Solutions, Inc.*
|
| | | | 754,751 | | | | | | 26,793,660 | | |
US Xpress Enterprises, Inc.,
Class A*
|
| | | | 441,372 | | | | | | 2,665,886 | | |
Total Industrials |
| | | | | | | | | | 132,686,352 | | |
Information Technology — 10.2% | | ||||||||||||
Cvent Holding Corp.*(b)
|
| | | | 438,956 | | | | | | 3,691,620 | | |
ForgeRock, Inc., Class A*
|
| | | | 584,232 | | | | | | 11,702,167 | | |
Momentive Global, Inc.*
|
| | | | 766,358 | | | | | | 7,196,102 | | |
Ordina NV |
| | | | 159,354 | | | | | | 985,187 | | |
Qualtrics International, Inc.,
Class A*
|
| | | | 814,542 | | | | | | 14,604,738 | | |
Sumo Logic, Inc.*
|
| | | | 727,526 | | | | | | 8,730,312 | | |
Total Information Technology |
| | | | | | | | | | 46,910,126 | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks (continued) | | ||||||||||||
Materials — 1.9% | | ||||||||||||
Chr Hansen Holding A/S |
| | | | 87,239 | | | | | $ | 6,794,287 | | |
Diversey Holdings Ltd.*
|
| | | | 211,802 | | | | | | 1,721,950 | | |
Total Materials |
| | | | | | | | | | 8,516,237 | | |
Real Estate — 1.1% | | ||||||||||||
Indus Realty Trust, Inc. |
| | | | 75,980 | | | | | | 5,057,988 | | |
Utilities — 4.3% | | ||||||||||||
Origin Energy Ltd. |
| | | | 3,570,579 | | | | | | 19,679,242 | | |
Total
Common Stocks (Cost $420,558,501) |
| | | | | | | | | | 420,676,699 | | |
Rights — 0.0%(d) | | ||||||||||||
Health Care — 0.0%(d) | | ||||||||||||
Supernus
Pharmaceuticals, Inc., expires 12/31/24*(c) |
| | | | 333,265 | | | | | | 19,996 | | |
Supernus
Pharmaceuticals, Inc., expires 12/31/25*(c) |
| | | | 333,265 | | | | | | 19,996 | | |
Total
Rights (Cost $0) |
| | | | | | | | | | 39,992 | | |
Short-Term Investments — 2.3% | | ||||||||||||
Money Market Funds — 2.3% | | ||||||||||||
Dreyfus Government Cash
Management Fund, Institutional Shares, 4.76%(e)(f)
|
| | | | 5,702,321 | | | | | | 5,702,321 | | |
Dreyfus
Institutional Preferred Government Money Market Fund, Institutional
Shares, 4.81%(e)
|
| | | | 4,909,686 | | | | | | 4,909,686 | | |
Total
Short-Term Investments (Cost $10,612,007) |
| | | | | | | | | | 10,612,007 | | |
Total
Investments — 93.7% (Cost $431,170,508) |
| | | | | | | | | | 431,328,698 | | |
Other
Assets and Liabilities, Net — 6.3% |
| | | | | | | | | | 28,864,973 | | |
Net Assets — 100.0% |
| | | | | | | | | $ | 460,193,671 | | |
|
Total Return Swap contracts outstanding
at April 30, 2023: |
| |||||||||||||||||||||||||||
Total Return Benchmark |
| |
Counterparty
|
| |
Floating Rate(g) |
| |
Expiration Date |
| |
Payment Frequency |
| |
Notional Amount Long/ (Short) |
| |
Value/ Unrealized Appreciation/ (Depreciation)(h) |
| |||||||||
Energy Select Sector SPDR Fund |
| |
Merrill Lynch |
| |
1-Day FEDEF |
| | | | 8/30/2024 | | | |
Monthly |
| | | $ | (1,924,534) | | | | | $ | — | | |
Energy Select Sector SPDR Fund |
| |
Morgan Stanley |
| |
1-Day FEDEF – 0.10% |
| | | | 2/05/2025 | | | |
Monthly |
| | | | (1,924,534) | | | | | | — | | |
Health Care Select Sector SPDR Fund
|
| |
Merrill Lynch |
| |
1-Day FEDEF |
| | | | 8/30/2024 | | | |
Monthly |
| | | | (10,455,265) | | | | | | — | | |
Health Care Select Sector SPDR Fund
|
| |
Morgan Stanley |
| |
1-Day FEDEF – 0.10% |
| | | | 2/05/2025 | | | |
Monthly |
| | | | (10,455,265) | | | | | | — | | |
Industrial Select Sector SPDR Fund
|
| |
Merrill Lynch |
| |
1-Day FEDEF |
| | | | 8/30/2024 | | | |
Monthly |
| | | | (13,971,500) | | | | | | — | | |
Industrial Select Sector SPDR Fund
|
| |
Morgan Stanley |
| |
1-Day FEDEF – 0.15% |
| | | | 2/05/2025 | | | |
Monthly |
| | | | (13,971,500) | | | | | | — | | |
Vanguard FTSE Europe ETF |
| |
Merrill Lynch |
| |
1-Day FEDEF |
| | | | 8/30/2024 | | | |
Monthly |
| | | | (3,487,613) | | | | | | — | | |
Vanguard FTSE Europe ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF |
| | | | 2/05/2025 | | | |
Monthly |
| | | | (3,487,613) | | | | | | — | | |
Vanguard Real Estate ETF |
| |
Merrill Lynch |
| |
1-Day FEDEF |
| | | | 8/30/2024 | | | |
Monthly |
| | | | (978,192) | | | | | | — | | |
Vanguard Real Estate ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF – 0.15% |
| | | | 2/05/2025 | | | |
Monthly |
| | | | (978,192) | | | | | | — | | |
| | | | | | | | | | | | | | | | | | | | | | | | | $ | — | | |
Description |
| |
Level 1
|
| |
Level 2
|
| |
Level 3
|
| |
Total |
| ||||||||||||
Asset Valuation Inputs | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments in Securities:(i) | | | | | | | | | | | | | | | | | | | | | | | | | |
Common Stocks |
| | | $ | 420,623,364 | | | | | $ | — | | | | | $ | 53,335(j) | | | | | $ | 420,676,699 | | |
Rights |
| | | | — | | | | | | — | | | | | | 39,992(j) | | | | | | 39,992 | | |
Short-Term Investments: | | | | | | | | | | | | | | | | | | | | | | | | | |
Money Market Funds |
| | | | 10,612,007 | | | | | | — | | | | | | — | | | | | | 10,612,007 | | |
Total Investments in Securities |
| | | | 431,235,371 | | | | | | — | | | | | | 93,327 | | | | | | 431,328,698 | | |
Other Financial Instruments:(k) | | | | | | | | | | | | | | | | | | | | | | | | | |
Swap Contracts |
| | | | — | | | | | | — | | | | | | — | | | | | | — | | |
Total Investments in Securities and Other
Financial Instruments |
| | | $ | 431,235,371 | | | | | $ | — | | | | | $ | 93,327 | | | | | $ | 431,328,698 | | |
Liability Valuation Inputs | | | | | | | | | | | | | | | | | | | | | | | | | |
Other Financial Instruments:(k) | | | | | | | | | | | | | | | | | | | | | | | | | |
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 ($) |
| |
Shares at 04/30/2023 |
| |
Value ($) at 04/30/2023 |
| ||||||||||||||||||||||||||||||
IQ Ultra Short Duration ETF |
| | | | 1 | | | | | | 48 | | | | | | 5,492,322 | | | | | | (5,470,707) | | | | | | (21,663) | | | | | | — | | | | | | 18,270 | | | | | | — | | | | | | — | | | | | | — | | |
| | |
Shares |
| |
Value |
| | | ||||||||||
Common Stocks — 97.5% | | | | | | | | ||||||||||||
Australia — 3.8% | | | | | | | | ||||||||||||
Ampol Ltd. |
| | | | 8,687 | | | | | $ | 171,823 | | | | | ||||
ANZ Group Holdings Ltd. |
| | | | 7,887 | | | | | | 126,915 | | | | | ||||
BHP Group Ltd. |
| | | | 33,626 | | | | | | 986,647 | | | | | ||||
BlueScope Steel Ltd. |
| | | | 11,889 | | | | | | 156,116 | | | | | ||||
Coles Group Ltd. |
| | | | 26,851 | | | | | | 322,950 | | | | | ||||
Commonwealth Bank of Australia |
| | | | 2,207 | | | | | | 144,916 | | | | | ||||
Downer EDI Ltd. |
| | | | 45,480 | | | | | | 106,697 | | | | | ||||
Flutter Entertainment PLC*
|
| | | | 2,101 | | | | | | 420,274 | | | | | ||||
Fortescue Metals Group Ltd. |
| | | | 22,453 | | | | | | 310,710 | | | | | ||||
Glencore PLC |
| | | | 242,503 | | | | | | 1,429,518 | | | | | ||||
Metcash Ltd. |
| | | | 52,516 | | | | | | 135,351 | | | | | ||||
Ramsay Health Care Ltd. |
| | | | 5,858 | | | | | | 250,355 | | | | | ||||
Rio Tinto PLC |
| | | | 15,451 | | | | | | 980,532 | | | | | ||||
Sonic Healthcare Ltd. |
| | | | 9,895 | | | | | | 231,746 | | | | | ||||
Telstra Group Ltd. |
| | | | 78,764 | | | | | | 227,464 | | | | | ||||
Viva Energy Group Ltd. |
| | | | 111,991 | | | | | | 229,429 | | | | | ||||
Wesfarmers Ltd. |
| | | | 9,035 | | | | | | 310,302 | | | | | ||||
Westpac Banking Corp. |
| | | | 9,159 | | | | | | 136,005 | | | | | ||||
Woodside Energy Group Ltd. |
| | | | 6,020 | | | | | | 133,990 | | | | | ||||
Woolworths Group Ltd. |
| | | | 17,673 | | | | | | 453,504 | | | | | ||||
Worley Ltd. |
| | | | 16,914 | | | | | | 168,112 | | | | | ||||
Total Australia |
| | | | | | | | | | 7,433,356 | | | | | ||||
Austria — 0.5% | | | | | | | | ||||||||||||
Mondi PLC |
| | | | 8,888 | | | | | | 141,317 | | | | | ||||
OMV AG |
| | | | 11,272 | | | | | | 533,111 | | | | | ||||
voestalpine AG |
| | | | 7,567 | | | | | | 262,147 | | | | | ||||
Total Austria |
| | | | | | | | | | 936,575 | | | | | ||||
Belgium — 0.9% | | | | | | | | ||||||||||||
Anheuser-Busch InBev SA |
| | | | 16,136 | | | | | | 1,052,812 | | | | | ||||
Etablissements Franz Colruyt NV |
| | | | 4,002 | | | | | | 111,118 | | | | | ||||
Solvay SA |
| | | | 2,351 | | | | | | 282,520 | | | | | ||||
UCB SA |
| | | | 1,238 | | | | | | 115,381 | | | | | ||||
Umicore SA |
| | | | 8,657 | | | | | | 284,425 | | | | | ||||
Total Belgium |
| | | | | | | | | | 1,846,256 | | | | | ||||
Canada — 5.7% | | | | | | | | ||||||||||||
Alimentation Couche-Tard, Inc. |
| | | | 18,321 | | | | | | 913,416 | | | | | ||||
Bank of Montreal(a)
|
| | | | 1,628 | | | | | | 146,596 | | | | | ||||
Bank of Nova Scotia (The) |
| | | | 2,949 | | | | | | 147,048 | | | | | ||||
Barrick Gold Corp. |
| | | | 8,028 | | | | | | 152,475 | | | | | ||||
BCE, Inc. |
| | | | 5,804 | | | | | | 278,667 | | | | | ||||
Brookfield Asset
Management Ltd., Class A |
| | | | 2,007 | | | | | | 67,211 | | | | | ||||
Brookfield Corp. |
| | | | 7,955 | | | | | | 257,835 | | | | | ||||
Canadian
Imperial Bank of Commerce |
| | | | 2,456 | | | | | | 102,854 | | | | | ||||
Canadian National Railway Co. |
| | | | 1,756 | | | | | | 209,094 | | | | | ||||
Canadian Natural Resources Ltd. |
| | | | 4,816 | | | | | | 293,157 | | | | | ||||
Canadian Pacific Kansas City Ltd.
|
| | | | 1,832 | | | | | | 144,258 | | | | | ||||
Canadian Tire Corp., Ltd., Class A
|
| | | | 1,235 | | | | | | 161,726 | | | | | ||||
Cenovus Energy, Inc. |
| | | | 25,404 | | | | | | 425,929 | | | | | ||||
CGI, Inc.*
|
| | | | 2,877 | | | | | | 291,688 | | | | | ||||
Empire Co., Ltd., Class A |
| | | | 8,220 | | | | | | 220,485 | | | | | ||||
Enbridge, Inc. |
| | | | 18,896 | | | | | | 750,518 | | | | | ||||
George Weston Ltd. |
| | | | 4,825 | | | | | | 647,175 | | | | | ||||
Great-West Lifeco, Inc. |
| | | | 12,003 | | | | | | 340,895 | | | | |
| | |
Shares |
| |
Value |
| | | ||||||||||
Common Stocks (continued) | | | | ||||||||||||||||
Canada (continued) | | | | ||||||||||||||||
Imperial Oil Ltd. |
| | | | 6,891 | | | | | $ | 350,876 | | | | | ||||
Loblaw Cos. Ltd. |
| | | | 6,357 | | | | | | 597,266 | | | | | ||||
Magna International, Inc. |
| | | | 6,737 | | | | | | 350,882 | | | | | ||||
Manulife Financial Corp. |
| | | | 14,049 | | | | | | 277,085 | | | | | ||||
Metro, Inc. |
| | | | 3,567 | | | | | | 203,085 | | | | | ||||
Nutrien Ltd. |
| | | | 4,520 | | | | | | 313,231 | | | | | ||||
Parkland Corp. |
| | | | 9,189 | | | | | | 216,463 | | | | | ||||
Pembina Pipeline Corp. |
| | | | 4,566 | | | | | | 150,146 | | | | | ||||
Power Corp. of Canada |
| | | | 11,448 | | | | | | 306,310 | | | | | ||||
Restaurant Brands International, Inc.
|
| | | | 3,333 | | | | | | 233,406 | | | | | ||||
Rogers Communications, Inc., Class B
|
| | | | 3,814 | | | | | | 188,239 | | | | | ||||
Royal Bank of Canada |
| | | | 2,728 | | | | | | 270,547 | | | | | ||||
Saputo, Inc. |
| | | | 7,517 | | | | | | 194,423 | | | | | ||||
Sun Life Financial, Inc. |
| | | | 3,678 | | | | | | 180,226 | | | | | ||||
Suncor Energy, Inc. |
| | | | 10,875 | | | | | | 340,129 | | | | | ||||
TC Energy Corp. |
| | | | 4,095 | | | | | | 170,014 | | | | | ||||
Teck Resources Ltd., Class B
|
| | | | 4,345 | | | | | | 202,177 | | | | | ||||
TELUS Corp. |
| | | | 8,755 | | | | | | 185,389 | | | | | ||||
TFI International, Inc. |
| | | | 1,566 | | | | | | 168,596 | | | | | ||||
Thomson Reuters Corp. |
| | | | 1,609 | | | | | | 211,354 | | | | | ||||
Toronto-Dominion Bank (The) |
| | | | 3,259 | | | | | | 197,203 | | | | | ||||
West Fraser Timber Co., Ltd. |
| | | | 1,963 | | | | | | 141,837 | | | | | ||||
WSP Global, Inc. |
| | | | 1,437 | | | | | | 189,449 | | | | | ||||
Total Canada |
| | | | | | | | | | 11,189,360 | | | | | ||||
Denmark — 1.2% | | | | | | | | ||||||||||||
Carlsberg A/S, Class B |
| | | | 1,496 | | | | | | 247,623 | | | | | ||||
Danske Bank A/S*
|
| | | | 10,538 | | | | | | 222,504 | | | | | ||||
DSV A/S |
| | | | 2,900 | | | | | | 545,739 | | | | | ||||
ISS A/S |
| | | | 14,037 | | | | | | 293,161 | | | | | ||||
Novo Nordisk A/S, Class B |
| | | | 3,956 | | | | | | 658,972 | | | | | ||||
Orsted A/S |
| | | | 1,302 | | | | | | 116,984 | | | | | ||||
Vestas Wind Systems A/S*
|
| | | | 7,834 | | | | | | 216,363 | | | | | ||||
Total Denmark |
| | | | | | | | | | 2,301,346 | | | | | ||||
Finland — 1.3% | | | | | | | | ||||||||||||
Fortum OYJ |
| | | | 73,845 | | | | | | 1,103,028 | | | | | ||||
Kesko OYJ, Class B |
| | | | 6,688 | | | | | | 139,586 | | | | | ||||
Kone OYJ, Class B |
| | | | 3,370 | | | | | | 192,348 | | | | | ||||
Neste OYJ |
| | | | 5,832 | | | | | | 282,908 | | | | | ||||
Nokia OYJ |
| | | | 81,491 | | | | | | 345,649 | | | | | ||||
Outokumpu OYJ(a)
|
| | | | 27,668 | | | | | | 150,986 | | | | | ||||
Stora Enso OYJ, Class R |
| | | | 10,554 | | | | | | 133,993 | | | | | ||||
UPM-Kymmene OYJ |
| | | | 6,144 | | | | | | 196,027 | | | | | ||||
Total Finland |
| | | | | | | | | | 2,544,525 | | | | | ||||
France — 12.7% | | | | | | | | ||||||||||||
Air France-KLM*(a)
|
| | | | 262,001 | | | | | | 453,686 | | | | | ||||
Air Liquide SA |
| | | | 3,293 | | | | | | 593,234 | | | | | ||||
Airbus SE |
| | | | 7,851 | | | | | | 1,101,983 | | | | | ||||
Alstom SA |
| | | | 8,143 | | | | | | 204,429 | | | | | ||||
Arkema SA |
| | | | 1,618 | | | | | | 160,085 | | | | | ||||
Atos SE*
|
| | | | 9,425 | | | | | | 130,429 | | | | | ||||
AXA SA(a)
|
| | | | 26,791 | | | | | | 874,597 | | | | | ||||
BNP Paribas SA |
| | | | 13,314 | | | | | | 861,192 | | | | | ||||
Bollore SE |
| | | | 156,788 | | | | | | 1,059,332 | | | | | ||||
Bouygues SA(a)
|
| | | | 21,561 | | | | | | 790,268 | | | | | ||||
Bureau Veritas SA |
| | | | 5,332 | | | | | | 153,873 | | | | |
| | |
Shares |
| |
Value |
| | | ||||||||||
Common Stocks (continued) | | | | ||||||||||||||||
France (continued) | | | | ||||||||||||||||
Capgemini SE |
| | | | 2,019 | | | | | $ | 367,557 | | | | | ||||
Carrefour SA |
| | | | 42,373 | | | | | | 882,264 | | | | | ||||
Casino Guichard Perrachon SA*(a)
|
| | | | 25,578 | | | | | | 217,715 | | | | | ||||
Cie de Saint-Gobain |
| | | | 11,069 | | | | | | 640,580 | | | | | ||||
Cie Generale des
Etablissements Michelin SCA |
| | | | 8,165 | | | | | | 259,877 | | | | | ||||
Credit Agricole SA |
| | | | 38,150 | | | | | | 466,830 | | | | | ||||
Danone SA |
| | | | 7,631 | | | | | | 505,392 | | | | | ||||
Dassault Systemes SE |
| | | | 3,205 | | | | | | 129,750 | | | | | ||||
Eiffage SA |
| | | | 4,312 | | | | | | 513,651 | | | | | ||||
Engie SA(a)
|
| | | | 53,351 | | | | | | 854,982 | | | | | ||||
EssilorLuxottica SA |
| | | | 2,044 | | | | | | 404,828 | | | | | ||||
Faurecia SE*
|
| | | | 11,613 | | | | | | 240,388 | | | | | ||||
Kering SA |
| | | | 456 | | | | | | 291,834 | | | | | ||||
Korian SA(a)
|
| | | | 8,354 | | | | | | 72,445 | | | | | ||||
Legrand SA |
| | | | 1,850 | | | | | | 175,033 | | | | | ||||
L’Oreal SA |
| | | | 1,671 | | | | | | 798,328 | | | | | ||||
LVMH Moet Hennessy Louis Vuitton SE
|
| | | | 2,212 | | | | | | 2,127,017 | | | | | ||||
Orange SA |
| | | | 56,984 | | | | | | 743,346 | | | | | ||||
Orpea SA*(a)
|
| | | | 4,786 | | | | | | 14,139 | | | | | ||||
Pernod Ricard SA |
| | | | 932 | | | | | | 215,457 | | | | | ||||
Publicis Groupe SA |
| | | | 4,693 | | | | | | 384,020 | | | | | ||||
Renault SA*
|
| | | | 18,700 | | | | | | 694,282 | | | | | ||||
Rexel SA*
|
| | | | 13,171 | | | | | | 305,355 | | | | | ||||
Safran SA |
| | | | 2,706 | | | | | | 421,046 | | | | | ||||
Societe Generale SA |
| | | | 8,640 | | | | | | 210,086 | | | | | ||||
Sodexo SA |
| | | | 4,810 | | | | | | 516,154 | | | | | ||||
SPIE SA |
| | | | 7,839 | | | | | | 244,742 | | | | | ||||
Technip Energies NV |
| | | | 14,680 | | | | | | 326,240 | | | | | ||||
Teleperformance |
| | | | 536 | | | | | | 106,987 | | | | | ||||
Thales SA |
| | | | 2,641 | | | | | | 403,527 | | | | | ||||
TotalEnergies SE(a)
|
| | | | 39,314 | | | | | | 2,514,742 | | | | | ||||
Valeo |
| | | | 14,203 | | | | | | 276,988 | | | | | ||||
Veolia Environnement SA |
| | | | 12,808 | | | | | | 405,676 | | | | | ||||
Vinci SA |
| | | | 13,127 | | | | | | 1,626,021 | | | | | ||||
Vivendi SE |
| | | | 22,301 | | | | | | 245,070 | | | | | ||||
Total France |
| | | | | | | | | | 24,985,457 | | | | | ||||
Germany — 12.0% | | | | | | | | ||||||||||||
adidas AG |
| | | | 1,465 | | | | | | 257,871 | | | | | ||||
Allianz SE |
| | | | 3,527 | | | | | | 885,644 | | | | | ||||
Aurubis AG |
| | | | 2,183 | | | | | | 204,370 | | | | | ||||
BASF SE |
| | | | 26,204 | | | | | | 1,355,329 | | | | | ||||
Bayer AG |
| | | | 11,307 | | | | | | 745,977 | | | | | ||||
Bayerische Motoren Werke AG |
| | | | 14,224 | | | | | | 1,592,937 | | | | | ||||
Bechtle AG |
| | | | 2,834 | | | | | | 131,563 | | | | | ||||
Beiersdorf AG |
| | | | 1,508 | | | | | | 210,767 | | | | | ||||
Brenntag SE |
| | | | 3,264 | | | | | | 265,862 | | | | | ||||
Continental AG |
| | | | 6,357 | | | | | | 445,088 | | | | | ||||
Covestro AG*
|
| | | | 6,012 | | | | | | 264,095 | | | | | ||||
Deutsche Bank AG |
| | | | 18,077 | | | | | | 198,432 | | | | | ||||
Deutsche Lufthansa AG*
|
| | | | 42,422 | | | | | | 455,692 | | | | | ||||
Deutsche Post AG |
| | | | 54,907 | | | | | | 2,638,058 | | | | | ||||
Deutsche Telekom AG |
| | | | 91,923 | | | | | | 2,220,441 | | | | | ||||
E.ON SE |
| | | | 84,814 | | | | | | 1,124,080 | | | | | ||||
Evonik Industries AG |
| | | | 10,239 | | | | | | 223,364 | | | | | ||||
Fresenius
Medical Care AG & Co. KGaA |
| | | | 7,969 | | | | | | 387,453 | | | | |
| | |
Shares |
| |
Value |
| | | ||||||||||
Common Stocks (continued) | | | | ||||||||||||||||
Germany (continued) | | | | ||||||||||||||||
Fresenius SE & Co. KGaA |
| | | | 17,589 | | | | | $ | 509,145 | | | | | ||||
Hannover Rueck SE |
| | | | 1,286 | | | | | | 274,862 | | | | | ||||
HeidelbergCement AG |
| | | | 5,534 | | | | | | 418,868 | | | | | ||||
HOCHTIEF AG |
| | | | 6,197 | | | | | | 518,241 | | | | | ||||
Infineon Technologies AG |
| | | | 7,502 | | | | | | 272,525 | | | | | ||||
KION Group AG |
| | | | 2,526 | | | | | | 104,353 | | | | | ||||
Kloeckner & Co SE |
| | | | 9,827 | | | | | | 109,032 | | | | | ||||
LANXESS AG |
| | | | 3,608 | | | | | | 146,822 | | | | | ||||
Mercedes-Benz Group AG(a)
|
| | | | 19,387 | | | | | | 1,510,636 | | | | | ||||
Merck KGaA*
|
| | | | 2,030 | | | | | | 364,293 | | | | | ||||
Muenchener
Rueckversicherungs- Gesellschaft AG*
|
| | | | 1,795 | | | | | | 674,760 | | | | | ||||
ProSiebenSat.1 Media SE |
| | | | 13,659 | | | | | | 122,445 | | | | | ||||
Rheinmetall AG |
| | | | 658 | | | | | | 192,867 | | | | | ||||
RWE AG*
|
| | | | 8,108 | | | | | | 380,874 | | | | | ||||
Salzgitter AG |
| | | | 3,270 | | | | | | 129,385 | | | | | ||||
SAP SE |
| | | | 7,041 | | | | | | 955,020 | | | | | ||||
Siemens AG |
| | | | 6,784 | | | | | | 1,115,188 | | | | | ||||
Siemens Energy AG*
|
| | | | 15,967 | | | | | | 390,978 | | | | | ||||
Siemens Healthineers AG |
| | | | 11,227 | | | | | | 699,302 | | | | | ||||
Telefonica Deutschland Holding AG
|
| | | | 59,460 | | | | | | 201,198 | | | | | ||||
thyssenkrupp AG |
| | | | 60,222 | | | | | | 432,418 | | | | | ||||
TUI AG*(a)
|
| | | | 22,173 | | | | | | 141,408 | | | | | ||||
United Internet AG |
| | | | 5,106 | | | | | | 87,712 | | | | | ||||
Zalando SE*
|
| | | | 3,223 | | | | | | 132,258 | | | | | ||||
Total Germany |
| | | | | | | | | | 23,491,613 | | | | | ||||
Hong Kong — 0.8% | | | | | | | | ||||||||||||
AIA Group Ltd. |
| | | | 29,188 | | | | | | 315,867 | | | | | ||||
CLP Holdings Ltd. |
| | | | 16,230 | | | | | | 120,744 | | | | | ||||
Nine Dragons Paper Holdings Ltd.
|
| | | | 211,325 | | | | | | 146,180 | | | | | ||||
Orient Overseas International Ltd.
|
| | | | 8,579 | | | | | | 173,549 | | | | | ||||
Prudential PLC |
| | | | 13,104 | | | | | | 199,539 | | | | | ||||
Skyworth Group Ltd. |
| | | | 273,247 | | | | | | 135,755 | | | | | ||||
Techtronic Industries Co., Ltd. |
| | | | 9,468 | | | | | | 101,797 | | | | | ||||
WH Group Ltd. |
| | | | 607,739 | | | | | | 337,551 | | | | | ||||
Total Hong Kong |
| | | | | | | | | | 1,530,982 | | | | | ||||
Ireland — 0.4% | | | | | | | | ||||||||||||
CRH PLC |
| | | | 10,723 | | | | | | 519,970 | | | | | ||||
Kerry Group PLC, Class A |
| | | | 1,358 | | | | | | 143,086 | | | | | ||||
Smurfit Kappa Group PLC |
| | | | 4,820 | | | | | | 178,234 | | | | | ||||
Total Ireland |
| | | | | | | | | | 841,290 | | | | | ||||
Israel — 0.2% | | | | | | | | ||||||||||||
ICL Group Ltd. |
| | | | 12,006 | | | | | | 73,460 | | | | | ||||
Teva Pharmaceutical Industries Ltd.*
|
| | | | 31,019 | | | | | | 258,033 | | | | | ||||
Total Israel |
| | | | | | | | | | 331,493 | | | | | ||||
Italy — 3.0% | | | | | | | | ||||||||||||
A2A SpA |
| | | | 87,717 | | | | | | 154,943 | | | | | ||||
Assicurazioni Generali SpA |
| | | | 27,531 | | | | | | 573,841 | | | | | ||||
Enel SpA |
| | | | 172,294 | | | | | | 1,179,124 | | | | | ||||
Eni SpA |
| | | | 56,823 | | | | | | 862,319 | | | | | ||||
Hera SpA |
| | | | 41,081 | | | | | | 128,078 | | | | | ||||
Intesa Sanpaolo SpA |
| | | | 140,731 | | | | | | 370,472 | | | | | ||||
Leonardo SpA |
| | | | 26,428 | | | | | | 315,251 | | | | | ||||
Poste Italiane SpA |
| | | | 68,565 | | | | | | 713,506 | | | | |
| | |
Shares |
| |
Value |
| | | ||||||||||
Common Stocks (continued) | | | | ||||||||||||||||
Italy (continued) | | | | ||||||||||||||||
Prysmian SpA |
| | | | 5,637 | | | | | $ | 230,695 | | | | | ||||
Saipem SpA*
|
| | | | 306,795 | | | | | | 469,439 | | | | | ||||
Telecom Italia SpA*
|
| | | | 799,816 | | | | | | 235,671 | | | | | ||||
UniCredit SpA |
| | | | 18,630 | | | | | | 368,980 | | | | | ||||
UnipolSai Assicurazioni SpA |
| | | | 48,813 | | | | | | 131,382 | | | | | ||||
Webuild SpA(a)
|
| | | | 80,600 | | | | | | 173,515 | | | | | ||||
Total Italy |
| | | | | | | | | | 5,907,216 | | | | | ||||
Japan — 29.5% | | | | | | | | ||||||||||||
Aeon Co., Ltd. |
| | | | 37,554 | | | | | | 763,270 | | | | | ||||
AGC, Inc. |
| | | | 6,239 | | | | | | 231,388 | | | | | ||||
Air Water, Inc. |
| | | | 10,184 | | | | | | 128,043 | | | | | ||||
Aisin Corp. |
| | | | 11,483 | | | | | | 335,218 | | | | | ||||
Ajinomoto Co., Inc. |
| | | | 5,626 | | | | | | 201,836 | | | | | ||||
Alfresa Holdings Corp. |
| | | | 22,470 | | | | | | 324,265 | | | | | ||||
ANA Holdings, Inc.*
|
| | | | 8,519 | | | | | | 185,032 | | | | | ||||
Asahi Group Holdings Ltd. |
| | | | 7,775 | | | | | | 299,375 | | | | | ||||
Asahi Kasei Corp. |
| | | | 37,868 | | | | | | 266,340 | | | | | ||||
Astellas Pharma, Inc. |
| | | | 13,445 | | | | | | 202,221 | | | | | ||||
Benesse Holdings, Inc. |
| | | | 7,791 | | | | | | 111,517 | | | | | ||||
Bridgestone Corp. |
| | | | 7,848 | | | | | | 313,424 | | | | | ||||
Brother Industries Ltd. |
| | | | 7,590 | | | | | | 118,394 | | | | | ||||
Canon, Inc. |
| | | | 20,337 | | | | | | 483,613 | | | | | ||||
Central Japan Railway Co. |
| | | | 1,295 | | | | | | 160,205 | | | | | ||||
Chubu Electric Power Co., Inc. |
| | | | 27,961 | | | | | | 311,921 | | | | | ||||
Chugai Pharmaceutical Co., Ltd. |
| | | | 5,357 | | | | | | 137,854 | | | | | ||||
Chugoku Electric Power
Co., Inc. (The)* |
| | | | 20,031 | | | | | | 105,330 | | | | | ||||
Cosmo Energy Holdings Co., Ltd. |
| | | | 11,919 | | | | | | 378,145 | | | | | ||||
CyberAgent, Inc. |
| | | | 13,005 | | | | | | 112,796 | | | | | ||||
Dai Nippon Printing Co., Ltd. |
| | | | 10,207 | | | | | | 292,346 | | | | | ||||
Dai-ichi Life Holdings, Inc. |
| | | | 18,128 | | | | | | 334,762 | | | | | ||||
Daiichi Sankyo Co., Ltd. |
| | | | 7,815 | | | | | | 266,708 | | | | | ||||
Daikin Industries Ltd. |
| | | | 1,785 | | | | | | 322,746 | | | | | ||||
Denso Corp. |
| | | | 8,518 | | | | | | 509,898 | | | | | ||||
Dentsu Group, Inc. |
| | | | 5,517 | | | | | | 197,520 | | | | | ||||
DIC Corp. |
| | | | 6,861 | | | | | | 126,069 | | | | | ||||
East Japan Railway Co. |
| | | | 5,087 | | | | | | 291,550 | | | | | ||||
ENEOS Holdings, Inc. |
| | | | 253,565 | | | | | | 897,575 | | | | | ||||
Fast Retailing Co., Ltd. |
| | | | 1,578 | | | | | | 370,960 | | | | | ||||
FUJIFILM Holdings Corp. |
| | | | 3,575 | | | | | | 185,360 | | | | | ||||
Fujitsu Ltd. |
| | | | 4,257 | | | | | | 564,620 | | | | | ||||
Hakuhodo DY Holdings, Inc. |
| | | | 15,295 | | | | | | 179,162 | | | | | ||||
Hankyu Hanshin Holdings, Inc. |
| | | | 4,752 | | | | | | 147,797 | | | | | ||||
Hino Motors Ltd.*
|
| | | | 28,921 | | | | | | 113,207 | | | | | ||||
Hitachi Ltd. |
| | | | 21,824 | | | | | | 1,199,667 | | | | | ||||
Honda Motor Co., Ltd. |
| | | | 35,608 | | | | | | 938,284 | | | | | ||||
Idemitsu Kosan Co., Ltd. |
| | | | 21,578 | | | | | | 456,709 | | | | | ||||
IHI Corp. |
| | | | 6,215 | | | | | | 155,415 | | | | | ||||
Inpex Corp. |
| | | | 13,798 | | | | | | 149,263 | | | | | ||||
Isuzu Motors Ltd. |
| | | | 16,200 | | | | | | 189,287 | | | | | ||||
ITOCHU Corp.(a)
|
| | | | 43,580 | | | | | | 1,437,678 | | | | | ||||
Japan Post Bank Co., Ltd. |
| | | | 17,276 | | | | | | 137,660 | | | | | ||||
Japan Post Holdings Co., Ltd. |
| | | | 216,454 | | | | | | 1,777,223 | | | | | ||||
Japan Post Insurance Co., Ltd. |
| | | | 12,087 | | | | | | 195,199 | | | | | ||||
Japan Tobacco, Inc. |
| | | | 18,790 | | | | | | 403,426 | | | | | ||||
JFE Holdings, Inc. |
| | | | 31,758 | | | | | | 373,637 | | | | | ||||
JTEKT Corp. |
| | | | 20,299 | | | | | | 166,220 | | | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks (continued) | | ||||||||||||
Japan (continued) | | ||||||||||||
Kajima Corp. |
| | | | 27,713 | | | | | $ | 365,328 | | |
Kansai Electric Power Co., Inc. (The)
|
| | | | 32,158 | | | | | | 347,169 | | |
Kao Corp. |
| | | | 4,825 | | | | | | 195,069 | | |
Kawasaki Heavy Industries Ltd. |
| | | | 12,542 | | | | | | 270,616 | | |
Kawasaki Kisen Kaisha Ltd.(a)
|
| | | | 6,818 | | | | | | 161,481 | | |
KDDI Corp. |
| | | | 24,186 | | | | | | 754,541 | | |
Keyence Corp. |
| | | | 314 | | | | | | 140,898 | | |
Kintetsu Group Holdings Co., Ltd.
|
| | | | 4,906 | | | | | | 165,377 | | |
Kirin Holdings Co., Ltd. |
| | | | 15,560 | | | | | | 252,429 | | |
Kobe Steel Ltd. |
| | | | 47,670 | | | | | | 352,541 | | |
Komatsu Ltd. |
| | | | 12,578 | | | | | | 308,896 | | |
Konica Minolta, Inc. |
| | | | 36,682 | | | | | | 151,938 | | |
Kubota Corp. |
| | | | 13,352 | | | | | | 200,822 | | |
Kyocera Corp. |
| | | | 4,680 | | | | | | 244,406 | | |
Kyushu Electric Power Co., Inc.*
|
| | | | 28,639 | | | | | | 166,788 | | |
Lixil Corp. |
| | | | 8,509 | | | | | | 133,229 | | |
Marubeni Corp. |
| | | | 76,253 | | | | | | 1,075,208 | | |
Mazda Motor Corp. |
| | | | 34,251 | | | | | | 305,370 | | |
Medipal Holdings Corp. |
| | | | 23,909 | | | | | | 364,346 | | |
MEIJI Holdings Co., Ltd. |
| | | | 5,708 | | | | | | 137,706 | | |
MINEBEA MITSUMI, Inc. |
| | | | 6,481 | | | | | | 118,992 | | |
Mitsubishi Chemical Group Corp. |
| | | | 73,942 | | | | | | 431,439 | | |
Mitsubishi Corp. |
| | | | 38,879 | | | | | | 1,432,782 | | |
Mitsubishi Electric Corp. |
| | | | 50,966 | | | | | | 628,443 | | |
Mitsubishi Heavy Industries Ltd.
|
| | | | 11,384 | | | | | | 428,640 | | |
Mitsubishi Materials Corp. |
| | | | 9,873 | | | | | | 160,967 | | |
Mitsubishi Motors Corp.*
|
| | | | 65,339 | | | | | | 247,124 | | |
Mitsubishi UFJ Financial Group, Inc.
|
| | | | 48,584 | | | | | | 304,317 | | |
Mitsui & Co., Ltd. |
| | | | 50,043 | | | | | | 1,554,231 | | |
Mitsui Chemicals, Inc. |
| | | | 8,701 | | | | | | 218,220 | | |
Mitsui OSK Lines Ltd.(a)
|
| | | | 7,394 | | | | | | 182,454 | | |
Mizuho Financial Group, Inc. |
| | | | 14,585 | | | | | | 210,476 | | |
MS&AD Insurance
Group Holdings, Inc. |
| | | | 7,662 | | | | | | 250,120 | | |
Murata Manufacturing Co., Ltd. |
| | | | 4,401 | | | | | | 254,690 | | |
NEC Corp. |
| | | | 12,303 | | | | | | 470,742 | | |
NH Foods Ltd. |
| | | | 4,785 | | | | | | 139,511 | | |
NIDEC CORP. |
| | | | 2,617 | | | | | | 128,846 | | |
Nintendo Co., Ltd. |
| | | | 3,180 | | | | | | 133,608 | | |
Nippon Paint Holdings Co., Ltd. |
| | | | 19,435 | | | | | | 174,560 | | |
Nippon Paper Industries Co., Ltd.*
|
| | | | 18,776 | | | | | | 150,026 | | |
Nippon Sanso Holdings Corp. |
| | | | 8,173 | | | | | | 146,456 | | |
Nippon Steel Corp. |
| | | | 37,332 | | | | | | 793,166 | | |
Nippon Telegraph & Telephone Corp.
|
| | | | 59,350 | | | | | | 1,808,417 | | |
Nippon Yusen K.K. |
| | | | 12,193 | | | | | | 286,815 | | |
Nissan Motor Co., Ltd. |
| | | | 144,751 | | | | | | 523,236 | | |
Nitto Denko Corp. |
| | | | 2,163 | | | | | | 139,154 | | |
Nomura Research Institute Ltd. |
| | | | 4,289 | | | | | | 107,725 | | |
NTT Data Corp. |
| | | | 22,811 | | | | | | 308,078 | | |
Obayashi Corp. |
| | | | 42,293 | | | | | | 351,600 | | |
Oji Holdings Corp. |
| | | | 44,211 | | | | | | 173,058 | | |
Olympus Corp. |
| | | | 8,037 | | | | | | 139,739 | | |
Omron Corp. |
| | | | 2,108 | | | | | | 122,952 | | |
ORIX Corp. |
| | | | 8,629 | | | | | | 145,755 | | |
Osaka Gas Co., Ltd. |
| | | | 10,042 | | | | | | 166,230 | | |
Otsuka Corp. |
| | | | 5,180 | | | | | | 187,738 | | |
Otsuka Holdings Co., Ltd. |
| | | | 6,589 | | | | | | 222,642 | | |
Outsourcing, Inc. |
| | | | 13,449 | | | | | | 135,907 | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks (continued) | | ||||||||||||
Japan (continued) | | ||||||||||||
Pan Pacific
International Holdings Corp. |
| | | | 13,183 | | | | | $ | 245,333 | | |
Panasonic Holdings Corp. |
| | | | 58,443 | | | | | | 546,595 | | |
Persol Holdings Co., Ltd. |
| | | | 9,606 | | | | | | 196,684 | | |
Rakuten Group, Inc. |
| | | | 45,097 | | | | | | 223,556 | | |
Recruit Holdings Co., Ltd. |
| | | | 11,410 | | | | | | 320,434 | | |
Renesas Electronics Corp.*
|
| | | | 16,118 | | | | | | 209,754 | | |
Resonac Holdings Corp. |
| | | | 10,468 | | | | | | 164,441 | | |
Ricoh Co., Ltd. |
| | | | 29,482 | | | | | | 242,715 | | |
Secom Co., Ltd. |
| | | | 3,075 | | | | | | 196,426 | | |
Seiko Epson Corp. |
| | | | 12,402 | | | | | | 188,628 | | |
Sekisui Chemical Co., Ltd. |
| | | | 11,957 | | | | | | 169,478 | | |
Sekisui House Ltd. |
| | | | 8,468 | | | | | | 173,508 | | |
Seven & i Holdings Co., Ltd.
|
| | | | 20,781 | | | | | | 937,827 | | |
SG Holdings Co., Ltd. |
| | | | 13,616 | | | | | | 195,393 | | |
Sharp Corp. |
| | | | 22,301 | | | | | | 158,211 | | |
Shimizu Corp. |
| | | | 41,289 | | | | | | 251,376 | | |
Shin-Etsu Chemical Co., Ltd. |
| | | | 9,560 | | | | | | 271,217 | | |
Ship Healthcare Holdings, Inc. |
| | | | 10,026 | | | | | | 176,200 | | |
Shiseido Co., Ltd. |
| | | | 2,988 | | | | | | 149,241 | | |
SoftBank Corp. |
| | | | 64,772 | | | | | | 728,516 | | |
SoftBank Group Corp. |
| | | | 57,333 | | | | | | 2,144,856 | | |
Sojitz Corp. |
| | | | 16,015 | | | | | | 335,437 | | |
Sompo Holdings, Inc. |
| | | | 5,087 | | | | | | 211,191 | | |
Sony Group Corp. |
| | | | 8,978 | | | | | | 845,942 | | |
Subaru Corp. |
| | | | 14,936 | | | | | | 240,771 | | |
Sumitomo Chemical Co., Ltd. |
| | | | 77,824 | | | | | | 261,766 | | |
Sumitomo Corp. |
| | | | 35,860 | | | | | | 639,167 | | |
Sumitomo Electric Industries Ltd.
|
| | | | 27,920 | | | | | | 353,498 | | |
Sumitomo Forestry Co., Ltd. |
| | | | 11,726 | | | | | | 251,890 | | |
Sumitomo Metal Mining Co., Ltd. |
| | | | 3,147 | | | | | | 115,766 | | |
Sumitomo Mitsui Financial Group, Inc.
|
| | | | 7,207 | | | | | | 293,700 | | |
Suntory Beverage & Food Ltd.
|
| | | | 4,632 | | | | | | 173,830 | | |
Suzuken Co., Ltd. |
| | | | 9,693 | | | | | | 274,777 | | |
Suzuki Motor Corp. |
| | | | 9,011 | | | | | | 310,966 | | |
T&D Holdings, Inc. |
| | | | 11,114 | | | | | | 135,002 | | |
Taisei Corp. |
| | | | 9,138 | | | | | | 309,712 | | |
Takeda Pharmaceutical Co., Ltd. |
| | | | 16,489 | | | | | | 546,384 | | |
TDK Corp. |
| | | | 7,468 | | | | | | 254,756 | | |
Teijin Ltd. |
| | | | 13,282 | | | | | | 147,583 | | |
Tohoku Electric Power Co., Inc.*
|
| | | | 39,085 | | | | | | 200,929 | | |
Tokio Marine Holdings, Inc. |
| | | | 15,757 | | | | | | 314,758 | | |
Tokyo
Electric Power Co., Holdings, Inc.* |
| | | | 168,773 | | | | | | 603,624 | | |
Tokyo Electron Ltd. |
| | | | 1,902 | | | | | | 216,440 | | |
Tokyo Gas Co., Ltd. |
| | | | 11,474 | | | | | | 235,185 | | |
Tokyu Corp. |
| | | | 12,563 | | | | | | 176,961 | | |
TOPPAN, Inc. |
| | | | 14,981 | | | | | | 317,080 | | |
Toray Industries, Inc. |
| | | | 56,071 | | | | | | 316,129 | | |
Toshiba Corp. |
| | | | 7,122 | | | | | | 230,138 | | |
Tosoh Corp. |
| | | | 10,132 | | | | | | 134,756 | | |
Toyota Boshoku Corp. |
| | | | 9,822 | | | | | | 154,293 | | |
Toyota Industries Corp. |
| | | | 3,250 | | | | | | 187,365 | | |
Toyota Motor Corp. |
| | | | 119,568 | | | | | | 1,630,652 | | |
Toyota Tsusho Corp. |
| | | | 22,684 | | | | | | 934,581 | | |
Welcia Holdings Co., Ltd. |
| | | | 5,541 | | | | | | 115,813 | | |
West Japan Railway Co. |
| | | | 4,192 | | | | | | 181,361 | | |
Yamada Holdings Co., Ltd. |
| | | | 59,622 | | | | | | 207,548 | | |
| | |
Shares |
| |
Value |
| | | ||||||||||
Common Stocks (continued) | | | | ||||||||||||||||
Japan (continued) | | | | ||||||||||||||||
Yamaha Motor Co., Ltd. |
| | | | 7,751 | | | | | $ | 199,233 | | | | | ||||
Yamato Holdings Co., Ltd. |
| | | | 14,932 | | | | | | 255,949 | | | | | ||||
Yamazaki Baking Co., Ltd. |
| | | | 12,314 | | | | | | 165,043 | | | | | ||||
Z Holdings Corp. |
| | | | 66,994 | | | | | | 182,337 | | | | | ||||
Zensho Holdings Co., Ltd. |
| | | | 8,004 | | | | | | 253,643 | | | | | ||||
Total Japan |
| | | | | | | | | | 57,829,494 | | | | | ||||
Luxembourg — 0.6% | | | | | | | | ||||||||||||
ArcelorMittal SA |
| | | | 32,619 | | | | | | 925,850 | | | | | ||||
Eurofins Scientific SE(a)
|
| | | | 2,791 | | | | | | 194,920 | | | | | ||||
Total Luxembourg |
| | | | | | | | | | 1,120,770 | | | | | ||||
Netherlands — 3.2% | | | | | | | | ||||||||||||
Aegon NV |
| | | | 35,435 | | | | | | 161,292 | | | | | ||||
Akzo Nobel NV |
| | | | 2,375 | | | | | | 197,016 | | | | | ||||
ASML Holding NV |
| | | | 631 | | | | | | 399,513 | | | | | ||||
Heineken NV |
| | | | 3,979 | | | | | | 457,071 | | | | | ||||
ING Groep NV(a)
|
| | | | 16,602 | | | | | | 205,280 | | | | | ||||
JDE Peet’s NV |
| | | | 5,057 | | | | | | 154,088 | | | | | ||||
Koninklijke Ahold Delhaize NV |
| | | | 34,128 | | | | | | 1,176,282 | | | | | ||||
Koninklijke Philips NV |
| | | | 10,430 | | | | | | 219,769 | | | | | ||||
NN Group NV |
| | | | 3,492 | | | | | | 130,189 | | | | | ||||
Randstad NV |
| | | | 8,000 | | | | | | 434,710 | | | | | ||||
Shell PLC |
| | | | 73,856 | | | | | | 2,276,177 | | | | | ||||
Universal Music Group NV |
| | | | 9,106 | | | | | | 199,150 | | | | | ||||
Wolters Kluwer NV |
| | | | 1,467 | | | | | | 194,590 | | | | | ||||
Total Netherlands |
| | | | | | | | | | 6,205,127 | | | | | ||||
Norway — 0.7% | | | | | | | | ||||||||||||
Equinor ASA |
| | | | 36,352 | | | | | | 1,037,064 | | | | | ||||
Norsk Hydro ASA |
| | | | 22,458 | | | | | | 164,311 | | | | | ||||
Telenor ASA |
| | | | 15,363 | | | | | | 191,048 | | | | | ||||
Total Norway |
| | | | | | | | | | 1,392,423 | | | | | ||||
Portugal — 0.4% | | | | | | | | ||||||||||||
EDP — Energias de Portugal SA |
| | | | 49,156 | | | | | | 271,340 | | | | | ||||
Galp Energia SGPS SA |
| | | | 18,435 | | | | | | 223,671 | | | | | ||||
Jeronimo Martins SGPS SA |
| | | | 13,233 | | | | | | 334,550 | | | | | ||||
Total Portugal |
| | | | | | | | | | 829,561 | | | | | ||||
Singapore — 0.5% | | | | ||||||||||||||||
Jardine Cycle & Carriage Ltd.
|
| | | | 13,592 | | | | | | 345,161 | | | | | ||||
Oversea-Chinese Banking Corp., Ltd.
|
| | | | 20,729 | | | | | | 195,458 | | | | | ||||
Singapore Telecommunications Ltd.
|
| | | | 99,610 | | | | | | 190,388 | | | | | ||||
STMicroelectronics NV |
| | | | 5,494 | | | | | | 233,911 | | | | | ||||
Total Singapore |
| | | | | | | | | | 964,918 | | | | | ||||
Spain — 3.2% | | | | ||||||||||||||||
ACS Actividades de
Construccion y Servicios SA |
| | | | 22,145 | | | | | | 762,778 | | | | | ||||
Banco Bilbao Vizcaya Argentaria SA
|
| | | | 53,083 | | | | | | 389,713 | | | | | ||||
Banco Santander SA(a)
|
| | | | 151,498 | | | | | | 532,952 | | | | | ||||
Cia de
Distribucion Integral Logista Holdings SA |
| | | | 13,118 | | | | | | 357,132 | | | | | ||||
Endesa SA |
| | | | 14,088 | | | | | | 316,817 | | | | | ||||
Ferrovial SA |
| | | | 6,169 | | | | | | 193,624 | | | | | ||||
Iberdrola SA |
| | | | 61,272 | | | | | | 796,847 | | | | | ||||
Industria de Diseno Textil SA(a)
|
| | | | 21,616 | | | | | | 743,602 | | | | | ||||
Mapfre SA(a)
|
| | | | 82,166 | | | | | | 164,822 | | | | |
| | |
Shares |
| |
Value |
| | | ||||||||||
Common Stocks (continued) | | | | ||||||||||||||||
Spain (continued) | | | | ||||||||||||||||
Naturgy Energy Group SA |
| | | | 11,623 | | | | | $ | 363,138 | | | | | ||||
Repsol SA |
| | | | 47,042 | | | | | | 693,062 | | | | | ||||
Sacyr SA(a)
|
| | | | 60,561 | | | | | | 200,711 | | | | | ||||
Telefonica SA |
| | | | 162,502 | | | | | | 740,032 | | | | | ||||
Total Spain |
| | | | | | | | | | 6,255,230 | | | | | ||||
Sweden — 1.7% | | | | | | | | ||||||||||||
Alleima AB*
|
| | | | 1,540 | | | | | | 7,894 | | | | | ||||
Assa Abloy AB, B Shares |
| | | | 5,963 | | | | | | 141,790 | | | | | ||||
Atlas Copco AB, A Shares |
| | | | 14,108 | | | | | | 203,699 | | | | | ||||
Electrolux AB, B Shares(a)
|
| | | | 10,146 | | | | | | 152,874 | | | | | ||||
Essity AB, B Shares |
| | | | 9,443 | | | | | | 286,036 | | | | | ||||
H & M Hennes & Mauritz AB, B
Shares |
| | | | 19,931 | | | | | | 291,234 | | | | | ||||
Investor AB, B Shares(a)
|
| | | | 10,838 | | | | | | 232,245 | | | | | ||||
Sandvik AB(a)
|
| | | | 7,713 | | | | | | 156,783 | | | | | ||||
Securitas AB, B Shares(a)
|
| | | | 35,571 | | | | | | 318,352 | | | | | ||||
Skanska AB, B Shares(a)
|
| | | | 13,772 | | | | | | 224,761 | | | | | ||||
SKF AB, B Shares |
| | | | 9,079 | | | | | | 164,014 | | | | | ||||
SSAB AB, A Shares(a)
|
| | | | 21,655 | | | | | | 153,399 | | | | | ||||
Telefonaktiebolaget LM
Ericsson, B Shares |
| | | | 54,673 | | | | | | 300,462 | | | | | ||||
Telia Co. AB(a)
|
| | | | 44,749 | | | | | | 124,598 | | | | | ||||
Volvo AB, B Shares |
| | | | 29,719 | | | | | | 610,765 | | | | | ||||
Total Sweden |
| | | | | | | | | | 3,368,906 | | | | | ||||
Switzerland — 2.4% | | | | | | | | ||||||||||||
ABB Ltd. |
| | | | 10,593 | | | | | | 382,279 | | | | | ||||
Accelleron Industries AG*
|
| | | | 527 | | | | | | 12,967 | | | | | ||||
Adecco Group AG |
| | | | 9,429 | | | | | | 323,428 | | | | | ||||
Alcon, Inc. |
| | | | 2,073 | | | | | | 150,971 | | | | | ||||
Cie Financiere Richemont SA, Class A
|
| | | | 1,698 | | | | | | 280,345 | | | | | ||||
Credit Suisse Group AG |
| | | | 32,808 | | | | | | 29,504 | | | | | ||||
DSM-Firmenich AG*
|
| | | | 1,132 | | | | | | 148,417 | | | | | ||||
Kuehne + Nagel International AG |
| | | | 2,349 | | | | | | 696,479 | | | | | ||||
Novartis AG |
| | | | 12,111 | | | | | | 1,240,015 | | | | | ||||
Schindler
Holding AG — Participating Certificate |
| | | | 796 | | | | | | 177,704 | | | | | ||||
Sika AG |
| | | | 582 | | | | | | 160,466 | | | | | ||||
Swiss Life Holding AG*
|
| | | | 273 | | | | | | 179,986 | | | | | ||||
Swisscom AG |
| | | | 356 | | | | | | 245,186 | | | | | ||||
UBS Group AG |
| | | | 12,529 | | | | | | 254,296 | | | | | ||||
Zurich Insurance Group AG |
| | | | 858 | | | | | | 416,251 | | | | | ||||
Total Switzerland |
| | | | | | | | | | 4,698,294 | | | | | ||||
United Kingdom — 8.5% | | | | | | | | ||||||||||||
Associated British Foods PLC |
| | | | 11,680 | | | | | | 287,152 | | | | | ||||
AstraZeneca PLC |
| | | | 4,523 | | | | | | 667,754 | | | | | ||||
Aviva PLC |
| | | | 36,415 | | | | | | 193,607 | | | | | ||||
Babcock International Group PLC*
|
| | | | 30,892 | | | | | | 123,240 | | | | | ||||
BAE Systems PLC |
| | | | 46,579 | | | | | | 593,646 | | | | | ||||
Barclays PLC |
| | | | 99,968 | | | | | | 200,888 | | | | | ||||
BP PLC |
| | | | 258,308 | | | | | | 1,735,018 | | | | | ||||
British American Tobacco PLC |
| | | | 13,815 | | | | | | 508,245 | | | | | ||||
BT Group PLC |
| | | | 184,215 | | | | | | 367,800 | | | | | ||||
Bunzl PLC |
| | | | 6,138 | | | | | | 244,097 | | | | | ||||
Centrica PLC |
| | | | 235,666 | | | | | | 339,158 | | | | | ||||
CK Hutchison Holdings Ltd. |
| | | | 73,841 | | | | | | 493,847 | | | | |
| | |
Shares |
| |
Value |
| | | ||||||||||
Common Stocks (continued) | | | | ||||||||||||||||
United Kingdom (continued) | | | | ||||||||||||||||
Compass Group PLC |
| | | | 27,457 | | | | | $ | 723,688 | | | | | ||||
Computacenter PLC |
| | | | 5,064 | | | | | | 146,139 | | | | | ||||
Currys PLC |
| | | | 155,510 | | | | | | 111,412 | | | | | ||||
DCC PLC |
| | | | 3,201 | | | | | | 198,913 | | | | | ||||
Diageo PLC |
| | | | 5,854 | | | | | | 266,502 | | | | | ||||
DS Smith PLC |
| | | | 38,165 | | | | | | 148,753 | | | | | ||||
Entain PLC |
| | | | 7,938 | | | | | | 144,072 | | | | | ||||
Hays PLC |
| | | | 110,319 | | | | | | 157,795 | | | | | ||||
HSBC Holdings PLC |
| | | | 57,227 | | | | | | 412,726 | | | | | ||||
Imperial Brands PLC |
| | | | 15,520 | | | | | | 383,801 | | | | | ||||
Inchcape PLC |
| | | | 16,466 | | | | | | 167,328 | | | | | ||||
International Distributions Services PLC
|
| | | | 69,363 | | | | | | 220,745 | | | | | ||||
ITV PLC |
| | | | 156,394 | | | | | | 158,790 | | | | | ||||
J Sainsbury PLC |
| | | | 137,452 | | | | | | 477,517 | | | | | ||||
JD Sports Fashion PLC |
| | | | 77,906 | | | | | | 157,700 | | | | | ||||
John Wood Group PLC*
|
| | | | 68,441 | | | | | | 193,897 | | | | | ||||
Johnson Matthey PLC |
| | | | 14,601 | | | | | | 360,341 | | | | | ||||
Kingfisher PLC |
| | | | 71,002 | | | | | | 229,799 | | | | | ||||
Legal & General Group PLC |
| | | | 103,156 | | | | | | 303,526 | | | | | ||||
Lloyds Banking Group PLC |
| | | | 577,083 | | | | | | 349,611 | | | | | ||||
M&G PLC |
| | | | 60,685 | | | | | | 156,440 | | | | | ||||
Marks & Spencer Group PLC*
|
| | | | 89,278 | | | | | | 184,423 | | | | | ||||
National Grid PLC |
| | | | 18,451 | | | | | | 265,421 | | | | | ||||
NatWest Group PLC |
| | | | 47,061 | | | | | | 154,975 | | | | | ||||
Pearson PLC |
| | | | 15,848 | | | | | | 176,684 | | | | | ||||
Phoenix Group Holdings PLC |
| | | | 26,259 | | | | | | 195,323 | | | | | ||||
Reckitt Benckiser Group PLC |
| | | | 3,975 | | | | | | 321,254 | | | | | ||||
RELX PLC |
| | | | 7,757 | | | | | | 257,978 | | | | | ||||
Rolls-Royce Holdings PLC*
|
| | | | 174,157 | | | | | | 333,052 | | | | | ||||
SSE PLC |
| | | | 6,966 | | | | | | 160,883 | | | | | ||||
St James’s Place PLC |
| | | | 10,852 | | | | | | 164,565 | | | | | ||||
Standard Chartered PLC |
| | | | 23,116 | | | | | | 182,578 | | | | | ||||
Tesco PLC |
| | | | 256,623 | | | | | | 906,685 | | | | | ||||
Unilever PLC |
| | | | 21,974 | | | | | | 1,225,320 | | | | | ||||
Vodafone Group PLC |
| | | | 448,974 | | | | | | 541,177 | | | | | ||||
WPP PLC |
| | | | 26,546 | | | | | | 309,366 | | | | | ||||
Total United Kingdom |
| | | | | | | | | | 16,603,631 | | | | | ||||
United States — 4.3% | | | | | | | | ||||||||||||
CSL Ltd. |
| | | | 1,032 | | | | | | 204,995 | | | | | ||||
Experian PLC |
| | | | 4,086 | | | | | | 144,313 | | | | | ||||
Ferguson PLC |
| | | | 2,726 | | | | | | 383,575 | | | | | ||||
GSK PLC |
| | | | 33,631 | | | | | | 609,121 | | | | | ||||
Haleon PLC |
| | | | 41,660 | | | | | | 183,792 | | | | | ||||
Holcim AG*
|
| | | | 9,320 | | | | | | 615,923 | | | | | ||||
Nestle SA |
| | | | 15,441 | | | | | | 1,986,746 | | | | | ||||
Roche Holding AG |
| | | | 4,112 | | | | | | 1,295,207 | | | | | ||||
Sanofi(a) | | | | | 7,665 | | | | | | 846,213 | | | | | ||||
Schneider Electric SE |
| | | | 2,869 | | | | | | 499,874 | | | | | ||||
Stellantis NV |
| | | | 76,161 | | | | | | 1,261,222 | | | | | ||||
Swiss Re AG |
| | | | 3,023 | | | | | | 304,728 | | | | | ||||
Waste Connections, Inc. |
| | | | 1,157 | | | | | | 160,767 | | | | | ||||
Total United States |
| | | | | | | | | | 8,496,476 | | | | | ||||
Total
Common Stocks (Cost $187,037,295) |
| | | | | | | | | | 191,104,299 | | | | | ||||
| | | | | | | | | | | | | | | |
| | |
Shares |
| |
Value |
| ||||||
Preferred Stocks — 1.1% | | ||||||||||||
Germany — 1.1% | | ||||||||||||
Henkel AG & Co. KGaA, 2.53% |
| | | | 5,350 | | | | | $ | 432,820 | | |
Schaeffler AG, 6.85% |
| | | | 33,830 | | | | | | 245,378 | | |
Volkswagen AG, 21.51% |
| | | | 11,744 | | | | | | 1,603,552 | | |
Total Germany |
| | | | | | | | | | 2,281,750 | | |
Total
Preferred Stocks (Cost $3,035,391) |
| | | | | | | | | | 2,281,750 | | |
Investment Companies — 0.4% | | ||||||||||||
International Equity Core Funds — 0.4% | | ||||||||||||
iShares
Core MSCI EAFE ETF (Cost $706,267) |
| | | | 10,666 | | | | | | 733,501 | | |
Short-Term Investments — 4.2% | | ||||||||||||
Money Market Funds — 4.2% | | ||||||||||||
Dreyfus
Government Cash Management Fund, Institutional Shares, 4.76%(b)(c)
|
| | | | 7,950,815 | | | | | | 7,950,815 | | |
Dreyfus
Institutional Preferred Government Money Market Fund, Institutional
Shares, 4.81%(b)
|
| | | | 259,779 | | | | | | 259,779 | | |
Total
Short-Term Investments (Cost $8,210,594) |
| | | | | | | | | | 8,210,594 | | |
|
| | |
Shares |
| |
Value |
| |||
Total
Investments — 103.2% (Cost $198,989,547) |
| | | | | | $ | 202,330,144 | | |
Other
Assets and Liabilities, Net — (3.2)% |
| | | | | | | (6,298,539) | | |
Net Assets — 100.0% |
| | | | | | $ | 196,031,605 | | |
|
Description |
| |
Level 1
|
| |
Level 2
|
| |
Level 3
|
| |
Total |
| ||||||||||||
Asset Valuation Inputs | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments in Securities:(d) | | | | | | | | | | | | | | | | | | | | | | | | | |
Common Stocks |
| | | $ | 191,104,299 | | | | | $ | — | | | | | $ | — | | | | | $ | 191,104,299 | | |
Investment Companies |
| | | | 733,501 | | | | | | — | | | | | | — | | | | | | 733,501 | | |
Preferred Stocks |
| | | | 2,281,750 | | | | | | — | | | | | | — | | | | | | 2,281,750 | | |
Short-Term Investments: | | | | | | | | | | | | | | | | | | | | | | | | | |
Money Market Funds |
| | | | 8,210,594 | | | | | | — | | | | | | — | | | | | | 8,210,594 | | |
Total Investments in Securities |
| | | $ | 202,330,144 | | | | | $ | — | | | | | $ | — | | | | | $ | 202,330,144 | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks — 98.7% | | ||||||||||||
Australia — 6.7% | | ||||||||||||
Alumina Ltd. |
| | | | 40,633 | | | | | $ | 40,816 | | |
AMP Ltd. |
| | | | 48,836 | | | | | | 36,630 | | |
Ampol Ltd. |
| | | | 3,749 | | | | | | 74,152 | | |
APA Group |
| | | | 18,775 | | | | | | 127,549 | | |
ASX Ltd. |
| | | | 3,043 | | | | | | 137,691 | | |
Atlas Arteria Ltd. |
| | | | 22,542 | | | | | | 97,426 | | |
Aurizon Holdings Ltd. |
| | | | 28,976 | | | | | | 65,489 | | |
BlueScope Steel Ltd. |
| | | | 7,374 | | | | | | 96,829 | | |
Brambles Ltd. |
| | | | 22,092 | | | | | | 208,043 | | |
Charter Hall Group |
| | | | 6,847 | | | | | | 50,362 | | |
Cochlear Ltd. |
| | | | 1,045 | | | | | | 170,327 | | |
Coles Group Ltd. |
| | | | 20,649 | | | | | | 248,356 | | |
Commonwealth Bank of Australia |
| | | | 26,815 | | | | | | 1,760,731 | | |
Computershare Ltd. |
| | | | 8,319 | | | | | | 123,147 | | |
Dexus |
| | | | 16,862 | | | | | | 86,695 | | |
Domino’s Pizza Enterprises Ltd. |
| | | | 998 | | | | | | 33,253 | | |
Evolution Mining Ltd. |
| | | | 28,571 | | | | | | 67,217 | | |
Fortescue Metals Group Ltd. |
| | | | 28,502 | | | | | | 394,417 | | |
Goodman Group |
| | | | 26,282 | | | | | | 335,386 | | |
GPT Group (The) |
| | | | 30,405 | | | | | | 88,611 | | |
IDP Education Ltd. |
| | | | 3,281 | | | | | | 61,058 | | |
IGO Ltd. |
| | | | 11,754 | | | | | | 106,805 | | |
Insurance Australia Group Ltd. |
| | | | 38,874 | | | | | | 127,936 | | |
Lendlease Corp., Ltd. |
| | | | 10,859 | | | | | | 53,463 | | |
Lynas Rare Earths Ltd.*
|
| | | | 14,170 | | | | | | 60,212 | | |
Macquarie Group Ltd. |
| | | | 5,839 | | | | | | 704,600 | | |
Medibank Pvt Ltd. |
| | | | 43,788 | | | | | | 103,017 | | |
Mineral Resources Ltd. |
| | | | 2,586 | | | | | | 125,916 | | |
Mirvac Group |
| | | | 62,509 | | | | | | 99,555 | | |
National Australia Bank Ltd. |
| | | | 50,151 | | | | | | 955,825 | | |
Orica Ltd. |
| | | | 7,204 | | | | | | 77,124 | | |
QBE Insurance Group Ltd. |
| | | | 23,525 | | | | | | 238,328 | | |
Ramsay Health Care Ltd. |
| | | | 2,953 | | | | | | 126,203 | | |
REA Group Ltd. |
| | | | 797 | | | | | | 74,206 | | |
Rio Tinto Ltd. |
| | | | 5,908 | | | | | | 438,259 | | |
Rio Tinto PLC |
| | | | 16,983 | | | | | | 1,077,754 | | |
Santos Ltd. |
| | | | 52,662 | | | | | | 246,048 | | |
Scentre Group |
| | | | 82,491 | | | | | | 157,001 | | |
SEEK Ltd. |
| | | | 5,383 | | | | | | 86,871 | | |
Sonic Healthcare Ltd. |
| | | | 7,303 | | | | | | 171,040 | | |
Stockland |
| | | | 34,340 | | | | | | 100,987 | | |
Suncorp Group Ltd. |
| | | | 20,066 | | | | | | 165,493 | | |
Transurban Group |
| | | | 48,848 | | | | | | 483,896 | | |
Vicinity Ltd. |
| | | | 60,539 | | | | | | 84,015 | | |
Wesfarmers Ltd. |
| | | | 18,021 | | | | | | 618,921 | | |
Westpac Banking Corp. |
| | | | 55,732 | | | | | | 827,583 | | |
WiseTech Global Ltd. |
| | | | 2,779 | | | | | | 125,911 | | |
Woodside Energy Group Ltd. |
| | | | 30,216 | | | | | | 672,532 | | |
Woolworths Group Ltd. |
| | | | 19,340 | | | | | | 496,281 | | |
Total Australia |
| | | | | | | | | | 12,909,967 | | |
Austria — 0.4% | | ||||||||||||
ams-OSRAM AG*
|
| | | | 4,122 | | | | | | 28,436 | | |
ANDRITZ AG |
| | | | 1,138 | | | | | | 73,936 | | |
BAWAG Group AG*
|
| | | | 1,314 | | | | | | 64,061 | | |
CA Immobilien Anlagen AG*
|
| | | | 638 | | | | | | 18,524 | | |
Erste Group Bank AG |
| | | | 5,534 | | | | | | 201,064 | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks (continued) | | ||||||||||||
Austria (continued) | | ||||||||||||
EVN AG |
| | | | 557 | | | | | $ | 13,436 | | |
Mondi PLC |
| | | | 7,722 | | | | | | 122,778 | | |
OMV AG |
| | | | 2,267 | | | | | | 107,218 | | |
Verbund AG |
| | | | 507 | | | | | | 45,282 | | |
voestalpine AG |
| | | | 1,751 | | | | | | 60,661 | | |
Wienerberger AG |
| | | | 1,724 | | | | | | 51,960 | | |
Total Austria |
| | | | | | | | | | 787,356 | | |
Belgium — 0.6% | | ||||||||||||
Ageas SA |
| | | | 2,735 | | | | | | 121,955 | | |
Azelis Group NV |
| | | | 1,098 | | | | | | 26,062 | | |
D’ieteren Group |
| | | | 345 | | | | | | 64,940 | | |
Elia Group SA |
| | | | 454 | | | | | | 62,351 | | |
Etablissements Franz Colruyt NV |
| | | | 825 | | | | | | 22,907 | | |
KBC Group NV |
| | | | 4,460 | | | | | | 318,965 | | |
Proximus SADP |
| | | | 2,238 | | | | | | 19,099 | | |
Sofina SA |
| | | | 239 | | | | | | 54,829 | | |
Solvay SA |
| | | | 1,128 | | | | | | 135,552 | | |
UCB SA |
| | | | 1,922 | | | | | | 179,129 | | |
Umicore SA |
| | | | 3,212 | | | | | | 105,530 | | |
Warehouses De Pauw CVA |
| | | | 2,541 | | | | | | 76,078 | | |
Total Belgium |
| | | | | | | | | | 1,187,397 | | |
Chile — 0.1% | | ||||||||||||
Antofagasta PLC |
| | | | 5,506 | | | | | | 101,074 | | |
China — 0.7% | | ||||||||||||
Alibaba Health
Information Technology Ltd.*
|
| | | | 64,282 | | | | | | 45,940 | | |
BYD Electronic International Co., Ltd.
|
| | | | 10,087 | | | | | | 30,390 | | |
China Gas Holdings Ltd. |
| | | | 33,755 | | | | | | 43,259 | | |
China Mengniu Dairy Co., Ltd.*
|
| | | | 47,905 | | | | | | 192,538 | | |
Chow Tai Fook Jewellery Group Ltd.
|
| | | | 27,551 | | | | | | 55,103 | | |
CSPC Pharmaceutical Group Ltd. |
| | | | 133,299 | | | | | | 135,508 | | |
ESR Group Ltd. |
| | | | 37,505 | | | | | | 58,384 | | |
Fosun International Ltd. |
| | | | 35,465 | | | | | | 24,803 | | |
NXP Semiconductors NV |
| | | | 4,119 | | | | | | 674,445 | | |
Shimao Group Holdings Ltd.*(a)(b)
|
| | | | 20,336 | | | | | | 4,456 | | |
Wharf Holdings Ltd. (The) |
| | | | 15,247 | | | | | | 34,845 | | |
Wilmar International Ltd. |
| | | | 28,664 | | | | | | 84,435 | | |
Xinyi Glass Holdings Ltd. |
| | | | 25,590 | | | | | | 46,617 | | |
Total China |
| | | | | | | | | | 1,430,723 | | |
Denmark — 3.4% | | ||||||||||||
AP Moller — Maersk A/S, Class A
|
| | | | 45 | | | | | | 80,318 | | |
AP Moller — Maersk A/S, Class B
|
| | | | 71 | | | | | | 128,249 | | |
Chr Hansen Holding A/S |
| | | | 1,635 | | | | | | 127,336 | | |
Coloplast A/S, Class B |
| | | | 1,945 | | | | | | 280,314 | | |
Demant A/S*
|
| | | | 1,423 | | | | | | 60,998 | | |
Genmab A/S*
|
| | | | 1,031 | | | | | | 424,537 | | |
Novo Nordisk A/S, Class B |
| | | | 25,857 | | | | | | 4,307,138 | | |
Novozymes A/S, Class B |
| | | | 3,225 | | | | | | 167,859 | | |
Orsted A/S |
| | | | 2,844 | | | | | | 255,532 | | |
Pandora A/S |
| | | | 1,441 | | | | | | 133,229 | | |
Tryg A/S |
| | | | 5,449 | | | | | | 128,733 | | |
Vestas Wind Systems A/S*
|
| | | | 15,594 | | | | | | 430,681 | | |
Total Denmark |
| | | | | | | | | | 6,524,924 | | |
|
| | |
Shares |
| |
Value |
| ||||||
Common Stocks (continued) | | ||||||||||||
Faroe Islands — 0.0%(c) | | ||||||||||||
Bakkafrost P/F |
| | | | 779 | | | | | $ | 56,543 | | |
Finland — 1.4% | | ||||||||||||
Elisa OYJ |
| | | | 2,339 | | | | | | 145,432 | | |
Fortum OYJ |
| | | | 6,883 | | | | | | 102,812 | | |
Huhtamaki OYJ |
| | | | 1,496 | | | | | | 53,908 | | |
Kesko OYJ, Class B |
| | | | 3,805 | | | | | | 79,414 | | |
Kone OYJ, Class B |
| | | | 5,625 | | | | | | 321,056 | | |
Metso Outotec OYJ |
| | | | 11,015 | | | | | | 121,605 | | |
Neste OYJ |
| | | | 7,534 | | | | | | 365,471 | | |
Nokia OYJ |
| | | | 83,003 | | | | | | 352,062 | | |
Nordea Bank Abp |
| | | | 51,894 | | | | | | 575,773 | | |
Orion OYJ, Class B |
| | | | 1,626 | | | | | | 76,507 | | |
Stora Enso OYJ, Class R |
| | | | 9,199 | | | | | | 116,790 | | |
UPM-Kymmene OYJ |
| | | | 8,399 | | | | | | 267,974 | | |
Wartsila OYJ Abp |
| | | | 8,679 | | | | | | 100,607 | | |
Total Finland |
| | | | | | | | | | 2,679,411 | | |
France — 10.0% | | ||||||||||||
Adevinta ASA*
|
| | | | 7,349 | | | | | | 56,366 | | |
Air Liquide SA |
| | | | 8,295 | | | | | | 1,494,346 | | |
AXA SA(b)
|
| | | | 36,333 | | | | | | 1,186,097 | | |
BioMerieux |
| | | | 756 | | | | | | 79,206 | | |
BNP Paribas SA |
| | | | 17,889 | | | | | | 1,157,117 | | |
Bouygues SA(b)
|
| | | | 4,490 | | | | | | 164,571 | | |
Capgemini SE |
| | | | 2,598 | | | | | | 472,963 | | |
Carrefour SA |
| | | | 9,280 | | | | | | 193,222 | | |
Cie de Saint-Gobain |
| | | | 6,707 | | | | | | 388,144 | | |
Cie Generale des
Etablissements Michelin SCA |
| | | | 11,366 | | | | | | 361,760 | | |
Credit Agricole SA |
| | | | 22,758 | | | | | | 278,483 | | |
Danone SA |
| | | | 10,278 | | | | | | 680,699 | | |
Dassault Systemes SE |
| | | | 10,783 | | | | | | 436,534 | | |
EssilorLuxottica SA |
| | | | 4,839 | | | | | | 958,398 | | |
Hermes International |
| | | | 541 | | | | | | 1,174,695 | | |
Kering SA |
| | | | 1,131 | | | | | | 723,825 | | |
Legrand SA |
| | | | 4,160 | | | | | | 393,588 | | |
L’Oreal SA |
| | | | 3,842 | | | | | | 1,835,533 | | |
LVMH Moet Hennessy Louis Vuitton SE
|
| | | | 4,132 | | | | | | 3,973,252 | | |
Sartorius Stedim Biotech |
| | | | 383 | | | | | | 102,536 | | |
Societe Generale SA |
| | | | 13,155 | | | | | | 319,871 | | |
Sodexo SA |
| | | | 1,324 | | | | | | 142,076 | | |
TotalEnergies SE(b)
|
| | | | 39,531 | | | | | | 2,528,622 | | |
Worldline SA*
|
| | | | 3,515 | | | | | | 152,816 | | |
Total France |
| | | | | | | | | | 19,254,720 | | |
Germany — 7.8% | | ||||||||||||
adidas AG |
| | | | 2,398 | | | | | | 422,099 | | |
Allianz SE |
| | | | 6,224 | | | | | | 1,562,871 | | |
Bayerische Motoren Werke AG |
| | | | 5,105 | | | | | | 571,706 | | |
Beiersdorf AG |
| | | | 1,558 | | | | | | 217,755 | | |
Carl Zeiss Meditec AG |
| | | | 580 | | | | | | 77,991 | | |
Continental AG |
| | | | 1,720 | | | | | | 120,426 | | |
Covestro AG*
|
| | | | 2,984 | | | | | | 131,081 | | |
Deutsche Boerse AG |
| | | | 2,917 | | | | | | 556,800 | | |
Deutsche Post AG |
| | | | 15,671 | | | | | | 752,928 | | |
Deutsche Telekom AG |
| | | | 51,608 | | | | | | 1,246,614 | | |
E.ON SE |
| | | | 33,924 | | | | | | 449,611 | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks (continued) | | ||||||||||||
Germany (continued) | | ||||||||||||
Evonik Industries AG |
| | | | 3,034 | | | | | $ | 66,187 | | |
Hannover Rueck SE |
| | | | 955 | | | | | | 204,116 | | |
Hapag-Lloyd AG |
| | | | 385 | | | | | | 119,521 | | |
HeidelbergCement AG |
| | | | 2,304 | | | | | | 174,390 | | |
Henkel AG & Co. KGaA |
| | | | 1,606 | | | | | | 118,792 | | |
Infineon Technologies AG |
| | | | 19,511 | | | | | | 708,776 | | |
Knorr-Bremse AG |
| | | | 1,046 | | | | | | 73,259 | | |
Mercedes-Benz Group AG |
| | | | 13,152 | | | | | | 1,024,805 | | |
Merck KGaA*
|
| | | | 2,056 | | | | | | 368,959 | | |
Muenchener
Rueckversicherungs- Gesellschaft AG*
|
| | | | 2,229 | | | | | | 837,905 | | |
Puma SE |
| | | | 1,589 | | | | | | 92,905 | | |
SAP SE |
| | | | 16,646 | | | | | | 2,257,814 | | |
Siemens AG |
| | | | 12,828 | | | | | | 2,108,732 | | |
Symrise AG |
| | | | 2,046 | | | | | | 247,223 | | |
Talanx AG |
| | | | 841 | | | | | | 42,301 | | |
Telefonica Deutschland Holding AG
|
| | | | 12,382 | | | | | | 41,897 | | |
Volkswagen AG |
| | | | 453 | | | | | | 75,992 | | |
Vonovia SE |
| | | | 12,029 | | | | | | 260,619 | | |
Zalando SE*
|
| | | | 3,715 | | | | | | 152,447 | | |
Total Germany |
| | | | | | | | | | 15,086,522 | | |
Guatemala — 0.0%(c) | | ||||||||||||
Millicom International Cellular SA*
|
| | | | 2,528 | | | | | | 45,262 | | |
Hong Kong — 2.8% | | ||||||||||||
AIA Group Ltd. |
| | | | 187,274 | | | | | | 2,026,641 | | |
Futu Holdings Ltd.*
|
| | | | 1,260 | | | | | | 55,780 | | |
Hang Lung Properties Ltd. |
| | | | 27,971 | | | | | | 51,025 | | |
Hang Seng Bank Ltd. |
| | | | 11,515 | | | | | | 170,307 | | |
HKT Trust & HKT Ltd. |
| | | | 53,771 | | | | | | 70,554 | | |
Hong Kong & China Gas Co., Ltd.
|
| | | | 172,666 | | | | | | 153,092 | | |
Hong Kong Exchanges & Clearing Ltd.
|
| | | | 20,161 | | | | | | 832,133 | | |
Link REIT |
| | | | 40,608 | | | | | | 264,861 | | |
MTR Corp., Ltd. |
| | | | 24,888 | | | | | | 124,124 | | |
Power Assets Holdings Ltd. |
| | | | 21,696 | | | | | | 123,821 | | |
Prudential PLC |
| | | | 43,716 | | | | | | 665,677 | | |
Sino Biopharmaceutical Ltd. |
| | | | 156,003 | | | | | | 86,250 | | |
Sun Hung Kai Properties Ltd. |
| | | | 23,125 | | | | | | 321,103 | | |
Swire Pacific Ltd., Class A
|
| | | | 6,723 | | | | | | 53,185 | | |
Swire Pacific Ltd., Class B
|
| | | | 12,951 | | | | | | 16,416 | | |
Swire Properties Ltd. |
| | | | 16,596 | | | | | | 44,503 | | |
Techtronic Industries Co., Ltd. |
| | | | 21,913 | | | | | | 235,603 | | |
Wharf Real Estate Investment Co., Ltd.
|
| | | | 23,442 | | | | | | 134,681 | | |
Total Hong Kong |
| | | | | | | | | | 5,429,756 | | |
Ireland — 0.7% | | ||||||||||||
AerCap Holdings NV*
|
| | | | 2,027 | | | | | | 114,242 | | |
CRH PLC |
| | | | 11,852 | | | | | | 574,717 | | |
Kerry Group PLC, Class A |
| | | | 2,485 | | | | | | 261,833 | | |
Kingspan Group PLC |
| | | | 2,435 | | | | | | 168,552 | | |
Smurfit Kappa Group PLC |
| | | | 4,057 | | | | | | 150,019 | | |
Total Ireland |
| | | | | | | | | | 1,269,363 | | |
Israel — 0.5% | | ||||||||||||
Bank Hapoalim BM |
| | | | 18,826 | | | | | | 160,332 | | |
Bank Leumi Le-Israel BM |
| | | | 23,827 | | | | | | 186,609 | | |
Israel Discount Bank Ltd., Class A
|
| | | | 18,792 | | | | | | 92,243 | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks (continued) | | ||||||||||||
Israel (continued) | | ||||||||||||
Mizrahi Tefahot Bank Ltd. |
| | | | 2,391 | | | | | $ | 77,586 | | |
Nice Ltd.*
|
| | | | 1,012 | | | | | | 207,384 | | |
Plus500 Ltd. |
| | | | 1,419 | | | | | | 29,696 | | |
Tower Semiconductor Ltd.*
|
| | | | 1,741 | | | | | | 76,411 | | |
Wix.com Ltd.*
|
| | | | 881 | | | | | | 76,850 | | |
Total Israel |
| | | | | | | | | | 907,111 | | |
Italy — 2.3% | | ||||||||||||
Amplifon SpA |
| | | | 1,957 | | | | | | 71,902 | | |
Assicurazioni Generali SpA |
| | | | 17,756 | | | | | | 370,096 | | |
Banca Mediolanum SpA |
| | | | 3,035 | | | | | | 27,455 | | |
DiaSorin SpA |
| | | | 357 | | | | | | 38,814 | | |
Enel SpA |
| | | | 123,639 | | | | | | 846,145 | | |
Eni SpA |
| | | | 38,671 | | | | | | 586,853 | | |
FinecoBank Banca Fineco SpA |
| | | | 9,712 | | | | | | 147,213 | | |
Intesa Sanpaolo SpA |
| | | | 267,996 | | | | | | 705,494 | | |
Mediobanca Banca di
Credito Finanziario SpA |
| | | | 9,867 | | | | | | 105,990 | | |
Moncler SpA |
| | | | 3,129 | | | | | | 231,998 | | |
Nexi SpA*
|
| | | | 9,820 | | | | | | 81,374 | | |
Pirelli & C SpA |
| | | | 6,190 | | | | | | 32,433 | | |
Poste Italiane SpA |
| | | | 7,281 | | | | | | 75,768 | | |
Prysmian SpA |
| | | | 4,070 | | | | | | 166,565 | | |
Recordati
Industria Chimica e Farmaceutica SpA |
| | | | 1,537 | | | | | | 70,809 | | |
Telecom Italia SpA*
|
| | | | 158,839 | | | | | | 46,803 | | |
Telecom Italia SpA-RSP*
|
| | | | 95,091 | | | | | | 27,505 | | |
Terna — Rete Elettrica Nazionale
|
| | | | 22,392 | | | | | | 194,305 | | |
UniCredit SpA(b)
|
| | | | 29,050 | | | | | | 575,356 | | |
Total Italy |
| | | | | | | | | | 4,402,878 | | |
Japan — 21.9% | | ||||||||||||
Advantest Corp. |
| | | | 2,933 | | | | | | 227,032 | | |
Aeon Co., Ltd. |
| | | | 11,695 | | | | | | 237,696 | | |
Aeon Mall Co., Ltd. |
| | | | 1,455 | | | | | | 19,555 | | |
Air Water, Inc. |
| | | | 3,139 | | | | | | 39,467 | | |
Aisin Corp. |
| | | | 2,444 | | | | | | 71,347 | | |
Ajinomoto Co., Inc. |
| | | | 8,395 | | | | | | 301,176 | | |
Asahi Intecc Co., Ltd. |
| | | | 3,446 | | | | | | 61,852 | | |
Asahi Kasei Corp. |
| | | | 21,089 | | | | | | 148,327 | | |
Astellas Pharma, Inc. |
| | | | 28,841 | | | | | | 433,785 | | |
Azbil Corp. |
| | | | 2,027 | | | | | | 56,345 | | |
Bridgestone Corp. |
| | | | 8,930 | | | | | | 356,636 | | |
Brother Industries Ltd. |
| | | | 3,846 | | | | | | 59,993 | | |
Canon, Inc. |
| | | | 15,763 | | | | | | 374,844 | | |
Capcom Co., Ltd. |
| | | | 2,594 | | | | | | 97,348 | | |
Central Japan Railway Co. |
| | | | 2,710 | | | | | | 335,255 | | |
Chiba Bank Ltd. (The) |
| | | | 10,566 | | | | | | 68,518 | | |
Chugai Pharmaceutical Co., Ltd. |
| | | | 10,142 | | | | | | 260,989 | | |
Coca-Cola Bottlers Japan Holdings,
Inc. |
| | | | 1,905 | | | | | | 20,454 | | |
Concordia Financial Group Ltd. |
| | | | 16,918 | | | | | | 63,738 | | |
CyberAgent, Inc. |
| | | | 6,504 | | | | | | 56,411 | | |
Dai Nippon Printing Co., Ltd. |
| | | | 3,679 | | | | | | 105,373 | | |
Daifuku Co., Ltd. |
| | | | 5,496 | | | | | | 100,503 | | |
Daiichi Sankyo Co., Ltd. |
| | | | 30,092 | | | | | | 1,026,971 | | |
Daikin Industries Ltd. |
| | | | 4,225 | | | | | | 763,922 | | |
Daito Trust Construction Co., Ltd.
|
| | | | 948 | | | | | | 89,603 | | |
Daiwa House Industry Co., Ltd. |
| | | | 9,715 | | | | | | 246,647 | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks (continued) | | ||||||||||||
Japan (continued) | | ||||||||||||
Daiwa House REIT Investment Corp.
|
| | | | 36 | | | | | $ | 76,539 | | |
Daiwa Securities Group, Inc. |
| | | | 21,908 | | | | | | 101,202 | | |
Denso Corp. |
| | | | 6,827 | | | | | | 408,672 | | |
Dentsu Group, Inc. |
| | | | 2,815 | | | | | | 100,783 | | |
Disco Corp. |
| | | | 1,361 | | | | | | 154,026 | | |
East Japan Railway Co. |
| | | | 5,426 | | | | | | 310,979 | | |
Eisai Co., Ltd. |
| | | | 4,415 | | | | | | 253,976 | | |
ENEOS Holdings, Inc. |
| | | | 46,547 | | | | | | 164,768 | | |
FANUC Corp. |
| | | | 15,063 | | | | | | 507,650 | | |
Fast Retailing Co., Ltd. |
| | | | 2,657 | | | | | | 624,614 | | |
FUJIFILM Holdings Corp. |
| | | | 5,945 | | | | | | 308,241 | | |
Fujitsu Ltd. |
| | | | 2,977 | | | | | | 394,849 | | |
Hakuhodo DY Holdings, Inc. |
| | | | 3,449 | | | | | | 40,401 | | |
Hankyu Hanshin Holdings, Inc. |
| | | | 3,653 | | | | | | 113,616 | | |
Harmonic Drive Systems, Inc. |
| | | | 832 | | | | | | 25,266 | | |
Hirose Electric Co., Ltd. |
| | | | 479 | | | | | | 64,305 | | |
Hitachi Construction
Machinery Co., Ltd. |
| | | | 1,614 | | | | | | 39,471 | | |
Hitachi Ltd. |
| | | | 14,304 | | | | | | 786,292 | | |
Honda Motor Co., Ltd. |
| | | | 25,067 | | | | | | 660,525 | | |
Hoshizaki Corp. |
| | | | 1,739 | | | | | | 61,047 | | |
Hoya Corp. |
| | | | 5,530 | | | | | | 577,104 | | |
Hulic Co., Ltd. |
| | | | 7,493 | | | | | | 64,219 | | |
Ibiden Co., Ltd. |
| | | | 1,857 | | | | | | 72,553 | | |
Idemitsu Kosan Co., Ltd. |
| | | | 3,328 | | | | | | 70,439 | | |
Isuzu Motors Ltd. |
| | | | 9,403 | | | | | | 109,868 | | |
Ito En Ltd. |
| | | | 867 | | | | | | 26,774 | | |
ITOCHU Corp. |
| | | | 23,059 | | | | | | 760,702 | | |
Itochu Techno-Solutions Corp. |
| | | | 1,373 | | | | | | 35,443 | | |
J Front Retailing Co., Ltd. |
| | | | 3,853 | | | | | | 40,351 | | |
Japan Exchange Group, Inc. |
| | | | 8,326 | | | | | | 134,492 | | |
Japan Metropolitan Fund Invest
|
| | | | 110 | | | | | | 80,380 | | |
JFE Holdings, Inc. |
| | | | 7,894 | | | | | | 92,874 | | |
JSR Corp. |
| | | | 3,138 | | | | | | 72,363 | | |
JTEKT Corp. |
| | | | 3,576 | | | | | | 29,282 | | |
Kajima Corp. |
| | | | 6,686 | | | | | | 88,138 | | |
Kakaku.com, Inc. |
| | | | 2,004 | | | | | | 27,419 | | |
Kansai Paint Co., Ltd. |
| | | | 3,113 | | | | | | 43,712 | | |
Kao Corp. |
| | | | 7,313 | | | | | | 295,656 | | |
KDDI Corp. |
| | | | 23,439 | | | | | | 731,237 | | |
Keio Corp. |
| | | | 1,695 | | | | | | 62,739 | | |
Keisei Electric Railway Co., Ltd.
|
| | | | 2,319 | | | | | | 81,663 | | |
Kikkoman Corp. |
| | | | 2,231 | | | | | | 131,568 | | |
Kintetsu Group Holdings Co., Ltd.
|
| | | | 2,897 | | | | | | 97,655 | | |
Kobayashi Pharmaceutical Co., Ltd.
|
| | | | 765 | | | | | | 47,642 | | |
Koei Tecmo Holdings Co., Ltd. |
| | | | 1,775 | | | | | | 32,563 | | |
Koito Manufacturing Co., Ltd. |
| | | | 3,875 | | | | | | 74,418 | | |
Komatsu Ltd. |
| | | | 14,775 | | | | | | 362,851 | | |
Kose Corp. |
| | | | 512 | | | | | | 59,448 | | |
Kubota Corp. |
| | | | 18,534 | | | | | | 278,762 | | |
Kuraray Co., Ltd. |
| | | | 5,079 | | | | | | 47,260 | | |
Kurita Water Industries Ltd. |
| | | | 1,741 | | | | | | 72,496 | | |
Kyocera Corp. |
| | | | 5,252 | | | | | | 274,277 | | |
Kyowa Kirin Co., Ltd. |
| | | | 3,927 | | | | | | 87,097 | | |
Kyushu Railway Co. |
| | | | 2,150 | | | | | | 48,711 | | |
Lion Corp. |
| | | | 3,974 | | | | | | 43,252 | | |
Lixil Corp. |
| | | | 4,397 | | | | | | 68,846 | | |
Makita Corp. |
| | | | 3,875 | | | | | | 108,710 | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks (continued) | | ||||||||||||
Japan (continued) | | ||||||||||||
Marubeni Corp. |
| | | | 26,410 | | | | | $ | 372,395 | | |
Marui Group Co., Ltd. |
| | | | 2,816 | | | | | | 44,671 | | |
Mazda Motor Corp. |
| | | | 9,279 | | | | | | 82,728 | | |
McDonald’s Holdings Co. Japan Ltd.
|
| | | | 1,338 | | | | | | 55,715 | | |
MEIJI Holdings Co., Ltd. |
| | | | 4,182 | | | | | | 100,891 | | |
MINEBEA MITSUMI, Inc. |
| | | | 6,129 | | | | | | 112,529 | | |
MISUMI Group, Inc. |
| | | | 4,520 | | | | | | 113,195 | | |
Mitsubishi Chemical Group Corp. |
| | | | 21,375 | | | | | | 124,720 | | |
Mitsubishi Corp. |
| | | | 21,385 | | | | | | 788,087 | | |
Mitsubishi Estate Co., Ltd. |
| | | | 18,527 | | | | | | 227,497 | | |
Mitsubishi Gas Chemical Co., Inc.
|
| | | | 2,983 | | | | | | 43,113 | | |
Mitsubishi HC Capital, Inc. |
| | | | 11,895 | | | | | | 61,500 | | |
Mitsui Chemicals, Inc. |
| | | | 2,745 | | | | | | 68,844 | | |
Mitsui Fudosan Co., Ltd. |
| | | | 13,909 | | | | | | 274,881 | | |
Mitsui OSK Lines Ltd. |
| | | | 5,587 | | | | | | 137,865 | | |
Miura Co., Ltd. |
| | | | 1,488 | | | | | | 39,450 | | |
Mizuho Financial Group, Inc. |
| | | | 37,782 | | | | | | 545,233 | | |
MonotaRO Co., Ltd. |
| | | | 3,839 | | | | | | 57,741 | | |
MS&AD Insurance Group Holdings, Inc.
|
| | | | 6,223 | | | | | | 203,145 | | |
Nabtesco Corp. |
| | | | 1,686 | | | | | | 40,365 | | |
NEC Corp. |
| | | | 3,962 | | | | | | 151,596 | | |
Nexon Co., Ltd. |
| | | | 7,062 | | | | | | 159,221 | | |
NGK Insulators Ltd. |
| | | | 4,756 | | | | | | 59,378 | | |
NH Foods Ltd. |
| | | | 1,597 | | | | | | 46,562 | | |
Nihon M&A Center Holdings, Inc.
|
| | | | 4,636 | | | | | | 35,170 | | |
Nikon Corp. |
| | | | 5,367 | | | | | | 55,024 | | |
Nintendo Co., Ltd. |
| | | | 18,196 | | | | | | 764,509 | | |
Nippon Building Fund, Inc. |
| | | | 27 | | | | | | 113,025 | | |
Nippon Prologis REIT, Inc. |
| | | | 38 | | | | | | 86,373 | | |
Nippon Sanso Holdings Corp. |
| | | | 2,808 | | | | | | 50,318 | | |
Nippon Shinyaku Co., Ltd. |
| | | | 993 | | | | | | 45,214 | | |
Nippon Steel Corp. |
| | | | 13,660 | | | | | | 290,224 | | |
Nippon Telegraph & Telephone Corp.
|
| | | | 33,972 | | | | | | 1,035,140 | | |
Nippon Yusen K.K. |
| | | | 7,719 | | | | | | 181,574 | | |
Nissan Chemical Corp. |
| | | | 2,045 | | | | | | 90,412 | | |
Nisshin Seifun Group, Inc. |
| | | | 3,717 | | | | | | 45,014 | | |
Nissin Foods Holdings Co., Ltd. |
| | | | 1,040 | | | | | | 100,208 | | |
Nitori Holdings Co., Ltd. |
| | | | 1,297 | | | | | | 165,405 | | |
Nitto Denko Corp. |
| | | | 2,321 | | | | | | 149,319 | | |
Nomura Holdings, Inc. |
| | | | 46,575 | | | | | | 166,201 | | |
Nomura Real Estate Holdings, Inc.
|
| | | | 1,734 | | | | | | 42,979 | | |
Nomura Real Estate Master Fund, Inc.
|
| | | | 70 | | | | | | 81,790 | | |
Nomura Research Institute Ltd. |
| | | | 5,120 | | | | | | 128,597 | | |
NSK Ltd. |
| | | | 7,472 | | | | | | 41,924 | | |
NTT Data Corp. |
| | | | 9,529 | | | | | | 128,696 | | |
Obayashi Corp. |
| | | | 10,448 | | | | | | 86,859 | | |
Odakyu Electric Railway Co., Ltd.
|
| | | | 5,371 | | | | | | 74,866 | | |
Oji Holdings Corp. |
| | | | 13,868 | | | | | | 54,284 | | |
Olympus Corp. |
| | | | 19,314 | | | | | | 335,812 | | |
Omron Corp. |
| | | | 3,022 | | | | | | 176,262 | | |
Ono Pharmaceutical Co., Ltd. |
| | | | 6,327 | | | | | | 127,502 | | |
Oriental Land Co., Ltd. |
| | | | 15,818 | | | | | | 557,490 | | |
ORIX Corp. |
| | | | 17,832 | | | | | | 301,205 | | |
Orix JREIT, Inc. |
| | | | 46 | | | | | | 59,390 | | |
Osaka Gas Co., Ltd. |
| | | | 6,293 | | | | | | 104,171 | | |
Otsuka Holdings Co., Ltd. |
| | | | 6,431 | | | | | | 217,303 | | |
Pan Pacific International Holdings
Corp. |
| | | | 6,074 | | | | | | 113,036 | | |
Panasonic Holdings Corp. |
| | | | 34,247 | | | | | | 320,299 | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks (continued) | | ||||||||||||
Japan (continued) | | ||||||||||||
Persol Holdings Co., Ltd. |
| | | | 2,908 | | | | | $ | 59,542 | | |
Pola Orbis Holdings, Inc. |
| | | | 1,301 | | | | | | 18,039 | | |
Rakuten Group, Inc. |
| | | | 14,318 | | | | | | 70,978 | | |
Recruit Holdings Co., Ltd. |
| | | | 22,048 | | | | | | 619,187 | | |
Renesas Electronics Corp.*
|
| | | | 18,229 | | | | | | 237,225 | | |
Resona Holdings, Inc. |
| | | | 36,986 | | | | | | 183,266 | | |
Resonac Holdings Corp. |
| | | | 2,811 | | | | | | 44,158 | | |
Ricoh Co., Ltd. |
| | | | 8,851 | | | | | | 72,867 | | |
Rohm Co., Ltd. |
| | | | 1,357 | | | | | | 101,452 | | |
Ryohin Keikaku Co., Ltd. |
| | | | 3,829 | | | | | | 40,100 | | |
Santen Pharmaceutical Co., Ltd. |
| | | | 5,769 | | | | | | 48,342 | | |
SCSK Corp. |
| | | | 2,259 | | | | | | 33,977 | | |
Secom Co., Ltd. |
| | | | 3,298 | | | | | | 210,671 | | |
Seiko Epson Corp. |
| | | | 4,670 | | | | | | 71,028 | | |
Sekisui Chemical Co., Ltd. |
| | | | 6,207 | | | | | | 87,978 | | |
Sekisui House Ltd. |
| | | | 9,393 | | | | | | 192,461 | | |
SG Holdings Co., Ltd. |
| | | | 6,404 | | | | | | 91,899 | | |
Sharp Corp. |
| | | | 4,237 | | | | | | 30,059 | | |
Shimano, Inc. |
| | | | 1,264 | | | | | | 195,126 | | |
Shimizu Corp. |
| | | | 8,690 | | | | | | 52,906 | | |
Shin-Etsu Chemical Co., Ltd. |
| | | | 30,729 | | | | | | 871,781 | | |
Shionogi & Co., Ltd. |
| | | | 4,654 | | | | | | 207,570 | | |
Shiseido Co., Ltd. |
| | | | 6,313 | | | | | | 315,314 | | |
SMC Corp. |
| | | | 976 | | | | | | 485,617 | | |
Sohgo Security Services Co., Ltd.
|
| | | | 1,153 | | | | | | 32,135 | | |
Sompo Holdings, Inc. |
| | | | 4,884 | | | | | | 202,763 | | |
Sony Group Corp. |
| | | | 19,631 | | | | | | 1,849,710 | | |
Square Enix Holdings Co., Ltd. |
| | | | 1,385 | | | | | | 67,946 | | |
Stanley Electric Co., Ltd. |
| | | | 2,306 | | | | | | 51,568 | | |
Subaru Corp. |
| | | | 9,665 | | | | | | 155,801 | | |
SUMCO Corp. |
| | | | 5,367 | | | | | | 73,510 | | |
Sumitomo Chemical Co., Ltd. |
| | | | 25,140 | | | | | | 84,560 | | |
Sumitomo Corp. |
| | | | 18,756 | | | | | | 334,306 | | |
Sumitomo Electric Industries Ltd.
|
| | | | 11,792 | | | | | | 149,300 | | |
Sumitomo Metal Mining Co., Ltd. |
| | | | 3,938 | | | | | | 144,864 | | |
Sumitomo Mitsui Financial Group, Inc.
|
| | | | 19,160 | | | | | | 780,809 | | |
Sumitomo Mitsui Trust Holdings, Inc.
|
| | | | 4,861 | | | | | | 174,534 | | |
Sumitomo Pharma Co., Ltd. |
| | | | 2,667 | | | | | | 16,668 | | |
Sumitomo Rubber Industries Ltd. |
| | | | 2,794 | | | | | | 25,464 | | |
Sundrug Co., Ltd. |
| | | | 1,061 | | | | | | 29,181 | | |
Suntory Beverage & Food Ltd.
|
| | | | 1,964 | | | | | | 73,705 | | |
Sysmex Corp. |
| | | | 2,425 | | | | | | 155,048 | | |
T&D Holdings, Inc. |
| | | | 8,074 | | | | | | 98,075 | | |
Takeda Pharmaceutical Co., Ltd. |
| | | | 24,411 | | | | | | 808,889 | | |
TDK Corp. |
| | | | 6,018 | | | | | | 205,292 | | |
Teijin Ltd. |
| | | | 2,855 | | | | | | 31,723 | | |
Terumo Corp. |
| | | | 11,222 | | | | | | 334,274 | | |
TIS, Inc. |
| | | | 3,493 | | | | | | 95,428 | | |
Tobu Railway Co., Ltd. |
| | | | 3,111 | | | | | | 79,166 | | |
Toho Gas Co., Ltd. |
| | | | 1,407 | | | | | | 26,267 | | |
Tokio Marine Holdings, Inc. |
| | | | 29,303 | | | | | | 585,350 | | |
Tokyo Century Corp. |
| | | | 599 | | | | | | 20,456 | | |
Tokyo Electron Ltd. |
| | | | 7,128 | | | | | | 811,136 | | |
Tokyu Corp. |
| | | | 8,736 | | | | | | 123,054 | | |
TOPPAN, Inc. |
| | | | 4,183 | | | | | | 88,535 | | |
TOTO Ltd. |
| | | | 2,409 | | | | | | 82,178 | | |
Toyota Motor Corp. |
| | | | 173,482 | | | | | | 2,365,924 | | |
Tsuruha Holdings, Inc. |
| | | | 592 | | | | | | 38,651 | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks (continued) | | ||||||||||||
Japan (continued) | | ||||||||||||
Unicharm Corp. |
| | | | 6,303 | | | | | $ | 253,481 | | |
United Urban Investment Corp. |
| | | | 52 | | | | | | 57,665 | | |
USS Co., Ltd. |
| | | | 3,177 | | | | | | 53,150 | | |
Welcia Holdings Co., Ltd. |
| | | | 1,453 | | | | | | 30,369 | | |
West Japan Railway Co. |
| | | | 3,526 | | | | | | 152,548 | | |
Yakult Honsha Co., Ltd. |
| | | | 2,017 | | | | | | 151,536 | | |
Yamaha Corp. |
| | | | 2,596 | | | | | | 101,617 | | |
Yamaha Motor Co., Ltd. |
| | | | 4,825 | | | | | | 124,022 | | |
Yamato Holdings Co., Ltd. |
| | | | 4,857 | | | | | | 83,254 | | |
Yaskawa Electric Corp. |
| | | | 3,967 | | | | | | 160,527 | | |
Yokohama Rubber Co., Ltd. (The) |
| | | | 2,083 | | | | | | 44,960 | | |
ZOZO, Inc. |
| | | | 1,841 | | | | | | 38,614 | | |
Total Japan |
| | | | | | | | | | 42,180,446 | | |
Mexico — 0.0%(c) | | ||||||||||||
Fresnillo PLC |
| | | | 2,905 | | | | | | 25,975 | | |
Netherlands — 6.0% | | ||||||||||||
Adyen NV*
|
| | | | 420 | | | | | | 673,261 | | |
Akzo Nobel NV |
| | | | 2,773 | | | | | | 230,032 | | |
Argenx SE*
|
| | | | 877 | | | | | | 340,171 | | |
ASM International NV |
| | | | 717 | | | | | | 259,673 | | |
ASML Holding NV |
| | | | 6,472 | | | | | | 4,097,695 | | |
ING Groep NV(b)
|
| | | | 59,294 | | | | | | 733,156 | | |
JDE Peet’s NV |
| | | | 1,503 | | | | | | 45,797 | | |
Koninklijke Ahold Delhaize NV |
| | | | 14,813 | | | | | | 510,556 | | |
Koninklijke KPN NV |
| | | | 49,804 | | | | | | 181,940 | | |
NN Group NV |
| | | | 4,163 | | | | | | 155,205 | | |
Shell PLC |
| | | | 112,278 | | | | | | 3,460,309 | | |
Universal Music Group NV |
| | | | 14,996 | | | | | | 327,965 | | |
Wolters Kluwer NV |
| | | | 3,975 | | | | | | 527,265 | | |
Total Netherlands |
| | | | | | | | | | 11,543,025 | | |
New Zealand — 0.4% | | ||||||||||||
Auckland International Airport Ltd.*
|
| | | | 19,195 | | | | | | 104,805 | | |
Chorus Ltd. |
| | | | 7,029 | | | | | | 37,510 | | |
Fisher & Paykel Healthcare Corp.,
Ltd. |
| | | | 9,174 | | | | | | 156,844 | | |
Fletcher Building Ltd. |
| | | | 11,522 | | | | | | 32,025 | | |
Mercury NZ Ltd. |
| | | | 10,363 | | | | | | 40,580 | | |
Meridian Energy Ltd. |
| | | | 18,832 | | | | | | 63,508 | | |
Ryman Healthcare Ltd. |
| | | | 8,039 | | | | | | 26,316 | | |
Spark New Zealand Ltd. |
| | | | 29,485 | | | | | | 95,246 | | |
Xero Ltd.*
|
| | | | 2,151 | | | | | | 132,682 | | |
Total New Zealand |
| | | | | | | | | | 689,516 | | |
Norway — 0.8% | | ||||||||||||
Aker ASA, Class A |
| | | | 340 | | | | | | 20,671 | | |
DNB Bank ASA |
| | | | 14,043 | | | | | | 245,891 | | |
Entra ASA |
| | | | 1,110 | | | | | | 11,234 | | |
Equinor ASA |
| | | | 14,942 | | | | | | 426,271 | | |
Gjensidige Forsikring ASA |
| | | | 2,941 | | | | | | 50,974 | | |
Leroy Seafood Group ASA |
| | | | 4,427 | | | | | | 23,209 | | |
Mowi ASA |
| | | | 6,760 | | | | | | 128,421 | | |
NEL ASA*
|
| | | | 24,552 | | | | | | 33,540 | | |
Nordic Semiconductor ASA*
|
| | | | 2,584 | | | | | | 27,831 | | |
Norsk Hydro ASA |
| | | | 21,178 | | | | | | 154,946 | | |
Orkla ASA |
| | | | 11,575 | | | | | | 82,933 | | |
Schibsted ASA, Class A |
| | | | 1,165 | | | | | | 20,573 | | |
Schibsted ASA, Class B |
| | | | 1,468 | | | | | | 23,700 | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks (continued) | | ||||||||||||
Norway (continued) | | ||||||||||||
SpareBank 1 SR-Bank ASA |
| | | | 2,721 | | | | | $ | 31,738 | | |
Storebrand ASA |
| | | | 7,121 | | | | | | 54,644 | | |
Telenor ASA |
| | | | 9,281 | | | | | | 115,415 | | |
TOMRA Systems ASA |
| | | | 3,672 | | | | | | 55,985 | | |
Total Norway |
| | | | | | | | | | 1,507,976 | | |
Poland — 0.4% | | ||||||||||||
Allegro.eu SA*
|
| | | | 6,622 | | | | | | 52,208 | | |
Bank Polska Kasa Opieki SA |
| | | | 2,781 | | | | | | 64,326 | | |
CD Projekt SA(b)
|
| | | | 1,081 | | | | | | 29,516 | | |
Dino Polska SA*
|
| | | | 758 | | | | | | 77,344 | | |
InPost SA*
|
| | | | 3,303 | | | | | | 35,408 | | |
KGHM Polska Miedz SA |
| | | | 2,155 | | | | | | 62,009 | | |
mBank SA*
|
| | | | 206 | | | | | | 17,251 | | |
Polski Koncern Naftowy ORLEN SA |
| | | | 11,888 | | | | | | 181,693 | | |
Powszechna Kasa
Oszczednosci Bank Polski SA |
| | | | 14,040 | | | | | | 108,510 | | |
Santander Bank Polska SA |
| | | | 523 | | | | | | 42,627 | | |
Total Poland |
| | | | | | | | | | 670,892 | | |
Portugal — 0.2% | | ||||||||||||
Banco Comercial Portugues SA,
Class R |
| | | | 121,447 | | | | | | 31,240 | | |
EDP — Energias de Portugal SA |
| | | | 44,120 | | | | | | 243,542 | | |
Jeronimo Martins SGPS SA |
| | | | 4,395 | | | | | | 111,112 | | |
Navigator Co. SA (The) |
| | | | 3,369 | | | | | | 12,385 | | |
Total Portugal |
| | | | | | | | | | 398,279 | | |
Singapore — 1.6% | | ||||||||||||
CapitaLand Ascendas REIT |
| | | | 48,843 | | | | | | 104,704 | | |
CapitaLand Ascott Trust |
| | | | 2,230 | | | | | | 1,805 | | |
CapitaLand
Integrated Commercial Trust |
| | | | 83,466 | | | | | | 126,999 | | |
Capitaland Investment Ltd/Singapore
|
| | | | 39,130 | | | | | | 109,106 | | |
City Developments Ltd. |
| | | | 8,104 | | | | | | 42,216 | | |
DBS Group Holdings Ltd. |
| | | | 28,959 | | | | | | 712,389 | | |
Keppel Corp., Ltd. |
| | | | 22,635 | | | | | | 104,679 | | |
Mapletree Pan Asia Commercial Trust
|
| | | | 49,226 | | | | | | 64,939 | | |
Oversea-Chinese Banking Corp., Ltd.
|
| | | | 61,204 | | | | | | 577,106 | | |
Singapore Exchange Ltd. |
| | | | 12,840 | | | | | | 92,103 | | |
Singapore Telecommunications Ltd.
|
| | | | 126,073 | | | | | | 240,967 | | |
STMicroelectronics NV |
| | | | 10,388 | | | | | | 442,276 | | |
Suntec Real Estate Investment Trust
|
| | | | 26,220 | | | | | | 26,532 | | |
United Overseas Bank Ltd. |
| | | | 22,871 | | | | | | 483,768 | | |
UOL Group Ltd. |
| | | | 8,223 | | | | | | 42,713 | | |
Total Singapore |
| | | | | | | | | | 3,172,302 | | |
South Africa — 0.3% | | ||||||||||||
Anglo American PLC |
| | | | 19,706 | | | | | | 605,588 | | |
South Korea — 0.1% | | ||||||||||||
Delivery Hero SE*
|
| | | | 2,679 | | | | | | 106,858 | | |
Spain — 2.4% | | ||||||||||||
ACS Actividades de
Construccion y Servicios SA |
| | | | 3,571 | | | | | | 123,002 | | |
Amadeus IT Group SA*
|
| | | | 7,163 | | | | | | 504,051 | | |
Banco Bilbao Vizcaya Argentaria SA
|
| | | | 95,203 | | | | | | 698,940 | | |
Cellnex Telecom SA*
|
| | | | 9,244 | | | | | | 389,538 | | |
EDP Renovaveis SA*
|
| | | | 3,827 | | | | | | 85,176 | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks (continued) | | ||||||||||||
Spain (continued) | | ||||||||||||
Ferrovial SA |
| | | | 6,587 | | | | | $ | 206,744 | | |
Iberdrola SA |
| | | | 98,564 | | | | | | 1,281,833 | | |
Industria de Diseno Textil SA(b)
|
| | | | 17,581 | | | | | | 604,796 | | |
Red Electrica Corp. SA |
| | | | 6,427 | | | | | | 117,109 | | |
Repsol SA |
| | | | 20,344 | | | | | | 299,725 | | |
Telefonica SA |
| | | | 81,887 | | | | | | 372,912 | | |
Total Spain |
| | | | | | | | | | 4,683,826 | | |
Sweden — 2.4% | | ||||||||||||
AAK AB |
| | | | 2,847 | | | | | | 57,288 | | |
Alfa Laval AB |
| | | | 4,639 | | | | | | 169,826 | | |
Avanza Bank Holding AB(b)
|
| | | | 1,697 | | | | | | 36,017 | | |
Axfood AB |
| | | | 1,756 | | | | | | 43,518 | | |
Boliden AB(b)
|
| | | | 4,219 | | | | | | 150,625 | | |
Castellum AB(b)
|
| | | | 3,885 | | | | | | 47,079 | | |
Electrolux AB, B Shares(b)
|
| | | | 3,636 | | | | | | 54,785 | | |
Elekta AB, B Shares |
| | | | 5,681 | | | | | | 47,665 | | |
Embracer Group AB*(b)
|
| | | | 13,744 | | | | | | 71,566 | | |
Epiroc AB, A Shares |
| | | | 9,927 | | | | | | 198,400 | | |
Epiroc AB, B Shares |
| | | | 6,000 | | | | | | 103,010 | | |
EQT AB |
| | | | 8,595 | | | | | | 184,180 | | |
Essity AB, B Shares(b)
|
| | | | 9,596 | | | | | | 290,670 | | |
Fabege AB(b)
|
| | | | 4,124 | | | | | | 33,009 | | |
H & M Hennes & Mauritz AB, B
Shares |
| | | | 11,433 | | | | | | 167,060 | | |
Hexagon AB, B Shares |
| | | | 31,894 | | | | | | 363,335 | | |
Holmen AB, B Shares(b)
|
| | | | 1,427 | | | | | | 53,882 | | |
Husqvarna AB, B Shares |
| | | | 6,169 | | | | | | 53,106 | | |
Investment AB Latour, B Shares |
| | | | 2,128 | | | | | | 45,953 | | |
Kinnevik AB, B Shares*
|
| | | | 3,814 | | | | | | 62,412 | | |
Neobo Fastigheter AB*
|
| | | | 1,616 | | | | | | 1,594 | | |
Nibe Industrier AB, B Shares |
| | | | 25,514 | | | | | | 284,809 | | |
Samhallsbyggnadsbolaget
i Norden AB(b) |
| | | | 17,172 | | | | | | 20,130 | | |
Samhallsbyggnadsbolaget
i Norden AB, D Shares |
| | | | 2,341 | | | | | | 3,542 | | |
Securitas AB, B Shares(b)
|
| | | | 8,067 | | | | | | 72,198 | | |
Skandinaviska Enskilda
Banken AB, A Shares |
| | | | 23,302 | | | | | | 264,660 | | |
Skanska AB, B Shares(b)
|
| | | | 5,326 | | | | | | 86,921 | | |
SSAB AB, A Shares(b)
|
| | | | 3,992 | | | | | | 28,278 | | |
SSAB AB, B Shares(b)
|
| | | | 9,630 | | | | | | 64,893 | | |
Svenska Cellulosa AB SCA, B Shares(b)
|
| | | | 9,536 | | | | | | 130,574 | | |
Svenska Handelsbanken AB, A Shares
|
| | | | 22,754 | | | | | | 201,025 | | |
Svenska Handelsbanken AB, B Shares(b)
|
| | | | 547 | | | | | | 6,005 | | |
Sweco AB, B Shares |
| | | | 3,249 | | | | | | 43,458 | | |
Swedbank AB, A Shares |
| | | | 17,375 | | | | | | 301,519 | | |
Tele2 AB, B Shares(b)
|
| | | | 7,804 | | | | | | 82,892 | | |
Telia Co. AB(b)
|
| | | | 34,788 | | | | | | 96,863 | | |
Thule Group AB(b)
|
| | | | 1,634 | | | | | | 47,106 | | |
Trelleborg AB, B Shares |
| | | | 3,777 | | | | | | 94,782 | | |
Vitrolife AB(b)
|
| | | | 1,208 | | | | | | 27,134 | | |
Volvo AB, A Shares |
| | | | 2,999 | | | | | | 63,446 | | |
Volvo AB, B Shares |
| | | | 23,303 | | | | | | 478,907 | | |
Wallenstam AB, B Shares |
| | | | 5,642 | | | | | | 22,343 | | |
Total Sweden |
| | | | | | | | | | 4,656,465 | | |
Switzerland — 4.8% | | ||||||||||||
Alcon, Inc. |
| | | | 7,950 | | | | | | 578,977 | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks (continued) | | ||||||||||||
Switzerland (continued) | | ||||||||||||
DSM-Firmenich AG*
|
| | | | 2,731 | | | | | $ | 358,063 | | |
Geberit AG |
| | | | 539 | | | | | | 306,910 | | |
Givaudan SA |
| | | | 126 | | | | | | 441,966 | | |
Kuehne + Nagel International AG |
| | | | 810 | | | | | | 240,165 | | |
Lonza Group AG |
| | | | 1,182 | | | | | | 735,455 | | |
Novartis AG |
| | | | 36,242 | | | | | | 3,710,728 | | |
Partners Group Holding AG |
| | | | 353 | | | | | | 342,351 | | |
Schindler Holding
AG — Participating Certificate |
| | | | 646 | | | | | | 144,217 | | |
Schindler Holding AG — Registered
|
| | | | 312 | | | | | | 66,568 | | |
SGS SA |
| | | | 2,407 | | | | | | 217,862 | | |
Sika AG |
| | | | 2,442 | | | | | | 673,296 | | |
Swisscom AG |
| | | | 404 | | | | | | 278,245 | | |
Zurich Insurance Group AG |
| | | | 2,391 | | | | | | 1,159,973 | | |
Total Switzerland |
| | | | | | | | | | 9,254,776 | | |
United Kingdom — 10.6% | | ||||||||||||
3i Group PLC |
| | | | 15,221 | | | | | | 338,049 | | |
abrdn PLC |
| | | | 31,852 | | | | | | 85,154 | | |
Admiral Group PLC |
| | | | 3,894 | | | | | | 113,109 | | |
Ashtead Group PLC |
| | | | 6,973 | | | | | | 401,144 | | |
Associated British Foods PLC |
| | | | 5,673 | | | | | | 139,470 | | |
AstraZeneca PLC |
| | | | 24,043 | | | | | | 3,549,592 | | |
Auto Trader Group PLC |
| | | | 14,669 | | | | | | 117,188 | | |
Aviva PLC |
| | | | 44,687 | | | | | | 237,586 | | |
Barratt Developments PLC |
| | | | 15,998 | | | | | | 100,539 | | |
Berkeley Group Holdings PLC |
| | | | 1,676 | | | | | | 93,679 | | |
BP PLC |
| | | | 262,476 | | | | | | 1,763,014 | | |
British Land Co. PLC (The) |
| | | | 14,152 | | | | | | 71,186 | | |
BT Group PLC |
| | | | 110,482 | | | | | | 220,586 | | |
Bunzl PLC |
| | | | 5,373 | | | | | | 213,675 | | |
Burberry Group PLC |
| | | | 6,119 | | | | | | 199,273 | | |
CK Hutchison Holdings Ltd. |
| | | | 42,132 | | | | | | 281,778 | | |
Coca-Cola Europacific Partners PLC
|
| | | | 2,421 | | | | | | 156,082 | | |
Compass Group PLC |
| | | | 27,901 | | | | | | 735,390 | | |
ConvaTec Group PLC |
| | | | 25,754 | | | | | | 71,150 | | |
Croda International PLC |
| | | | 2,218 | | | | | | 194,588 | | |
DCC PLC |
| | | | 1,569 | | | | | | 97,499 | | |
Dowlais Group PLC*
|
| | | | 21,312 | | | | | | 35,520 | | |
DS Smith PLC |
| | | | 21,516 | | | | | | 83,862 | | |
Farfetch Ltd., Class A*
|
| | | | 5,172 | | | | | | 20,843 | | |
Halma PLC |
| | | | 6,022 | | | | | | 174,693 | | |
Hargreaves Lansdown PLC |
| | | | 5,570 | | | | | | 56,217 | | |
Informa PLC |
| | | | 22,633 | | | | | | 205,561 | | |
InterContinental Hotels Group PLC
|
| | | | 2,680 | | | | | | 183,919 | | |
Intermediate Capital Group PLC |
| | | | 4,556 | | | | | | 74,529 | | |
Intertek Group PLC |
| | | | 2,562 | | | | | | 133,830 | | |
J Sainsbury PLC |
| | | | 31,983 | | | | | | 111,111 | | |
Johnson Matthey PLC |
| | | | 2,889 | | | | | | 71,298 | | |
Kingfisher PLC |
| | | | 30,817 | | | | | | 99,740 | | |
Land Securities Group PLC |
| | | | 11,833 | | | | | | 100,273 | | |
Legal & General Group PLC |
| | | | 95,054 | | | | | | 279,687 | | |
Lloyds Banking Group PLC |
| | | | 1,070,294 | | | | | | 648,410 | | |
London Stock Exchange Group PLC |
| | | | 5,763 | | | | | | 604,542 | | |
M&G PLC |
| | | | 35,239 | | | | | | 90,842 | | |
Melrose Industries PLC |
| | | | 21,312 | | | | | | 109,559 | | |
National Grid PLC |
| | | | 58,235 | | | | | | 837,721 | | |
NatWest Group PLC |
| | | | 83,158 | | | | | | 273,845 | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks (continued) | | ||||||||||||
United Kingdom (continued) | | ||||||||||||
Next PLC |
| | | | 1,972 | | | | | $ | 167,058 | | |
Pearson PLC |
| | | | 11,463 | | | | | | 127,797 | | |
Phoenix Group Holdings PLC |
| | | | 13,573 | | | | | | 100,960 | | |
Reckitt Benckiser Group PLC |
| | | | 11,391 | | | | | | 920,603 | | |
RELX PLC |
| | | | 30,449 | | | | | | 1,012,658 | | |
Rentokil Initial PLC |
| | | | 40,077 | | | | | | 318,557 | | |
Rightmove PLC |
| | | | 13,074 | | | | | | 94,356 | | |
Sage Group PLC (The) |
| | | | 16,275 | | | | | | 167,453 | | |
Schroders PLC |
| | | | 14,674 | | | | | | 89,581 | | |
Segro PLC |
| | | | 19,210 | | | | | | 201,562 | | |
Severn Trent PLC |
| | | | 3,993 | | | | | | 147,151 | | |
Spirax-Sarco Engineering PLC |
| | | | 1,175 | | | | | | 163,783 | | |
St James’s Place PLC |
| | | | 8,640 | | | | | | 131,021 | | |
Taylor Wimpey PLC |
| | | | 54,171 | | | | | | 87,288 | | |
Unilever PLC |
| | | | 39,900 | | | | | | 2,224,914 | | |
United Utilities Group PLC |
| | | | 10,847 | | | | | | 147,515 | | |
Vodafone Group PLC |
| | | | 436,077 | | | | | | 525,632 | | |
Weir Group PLC (The) |
| | | | 4,126 | | | | | | 95,422 | | |
Whitbread PLC |
| | | | 3,211 | | | | | | 131,046 | | |
Wise PLC, Class A*
|
| | | | 8,148 | | | | | | 56,327 | | |
WPP PLC |
| | | | 17,091 | | | | | | 199,178 | | |
Total United Kingdom |
| | | | | | | | | | 20,485,595 | | |
United States — 9.4% | | ||||||||||||
CSL Ltd. |
| | | | 7,619 | | | | | | 1,513,428 | | |
CyberArk Software Ltd.*
|
| | | | 647 | | | | | | 80,616 | | |
Experian PLC |
| | | | 14,643 | | | | | | 517,173 | | |
Ferguson PLC |
| | | | 3,304 | | | | | | 464,905 | | |
GSK PLC |
| | | | 65,157 | | | | | | 1,180,116 | | |
ICON PLC*
|
| | | | 1,289 | | | | | | 248,377 | | |
James Hardie Industries PLC |
| | | | 7,094 | | | | | | 157,004 | | |
Nestle SA |
| | | | 43,781 | | | | | | 5,633,167 | | |
Roche Holding AG |
| | | | 419 | | | | | | 142,358 | | |
Roche Holding AG |
| | | | 11,276 | | | | | | 3,551,740 | | |
Sanofi(b) | | | | | 18,446 | | | | | | 2,036,432 | | |
Schneider Electric SE |
| | | | 8,794 | | | | | | 1,532,203 | | |
Stellantis NV |
| | | | 34,406 | | | | | | 569,762 | | |
Swiss Re AG |
| | | | 4,588 | | | | | | 462,486 | | |
Tenaris SA |
| | | | 7,416 | | | | | | 106,843 | | |
Total United States |
| | | | | | | | | | 18,196,610 | | |
Total
Common Stocks (Cost $179,115,452) |
| | | | | | | | | | 190,251,136 | | |
|
| | |
Shares |
| |
Value |
| ||||||
Preferred Stocks — 0.5% | | ||||||||||||
Germany — 0.5% | | ||||||||||||
Bayerische Motoren Werke AG, 6.05%
|
| | | | 944 | | | | | $ | 100,309 | | |
Henkel AG & Co. KGaA, 2.53% |
| | | | 2,740 | | | | | | 221,668 | | |
Sartorius AG, 0.41% |
| | | | 429 | | | | | | 166,523 | | |
Volkswagen AG, 21.51% |
| | | | 2,913 | | | | | | 397,748 | | |
Total Germany |
| | | | | | | | | | 886,248 | | |
Total
Preferred Stocks (Cost $1,037,861) |
| | | | | | | | | | 886,248 | | |
Short-Term Investments — 2.8% | | ||||||||||||
Money Market Funds — 2.8% | | ||||||||||||
Dreyfus
Government Cash Management Fund, Institutional Shares, 4.76%(d)(e) |
| | | | 5,033,377 | | | | | | 5,033,377 | | |
Dreyfus
Institutional Preferred Government Money Market Fund, Institutional
Shares, 4.81%(d)
|
| | | | 269,472 | | | | | | 269,472 | | |
Total
Short-Term Investments (Cost $5,302,849) |
| | | | | | | | | | 5,302,849 | | |
Total
Investments — 102.0% (Cost $185,456,162) |
| | | | | | | | | | 196,440,233 | | |
Other
Assets and Liabilities, Net — (2.0)% |
| | | | | | | | | | (3,768,876) | | |
Net Assets — 100.0% |
| | | | | | | | | $ | 192,671,357 | | |
|
Description |
| |
Level 1
|
| |
Level 2
|
| |
Level 3
|
| |
Total |
| ||||||||||||
Asset Valuation Inputs | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments in Securities:(f) | | | | | | | | | | | | | | | | | | | | | | | | | |
Common Stocks |
| | | $ | 190,246,680 | | | | | $ | — | | | | | $ | 4,456(g) | | | | | $ | 190,251,136 | | |
Preferred Stocks |
| | | | 886,248 | | | | | | — | | | | | | — | | | | | | 886,248 | | |
Short-Term Investments: | | | | | | | | | | | | | | | | | | | | | | | | | |
Money Market Funds |
| | | | 5,302,849 | | | | | | — | | | | | | — | | | | | | 5,302,849 | | |
Total Investments in Securities |
| | | $ | 196,435,777 | | | | | $ | — | | | | | $ | 4,456 | | | | | $ | 196,440,233 | | |
| | |
Shares |
| |
Value |
| | | ||||||||||
Common Stocks — 99.9% | | | | ||||||||||||||||
Communication Services — 2.4% | | | | | | | | ||||||||||||
Frontier Communications Parent, Inc.*
|
| | | | 829 | | | | | $ | 18,686 | | | | | ||||
Interpublic Group of Cos., Inc. (The)
|
| | | | 1,273 | | | | | | 45,484 | | | | | ||||
New York Times Co. (The), Class A
|
| | | | 534 | | | | | | 21,226 | | | | | ||||
Nexstar Media Group, Inc. |
| | | | 122 | | | | | | 21,161 | | | | | ||||
Roku, Inc.*
|
| | | | 413 | | | | | | 23,215 | | | | | ||||
Total Communication Services |
| | | | | | | | | | 129,772 | | | | | ||||
Consumer Discretionary — 16.8% | | | | ||||||||||||||||
ADT, Inc. |
| | | | 1,065 | | | | | | 7,136 | | | | | ||||
Advance Auto Parts, Inc. |
| | | | 201 | | | | | | 25,232 | | | | | ||||
Aramark |
| | | | 867 | | | | | | 30,085 | | | | | ||||
Autoliv, Inc. |
| | | | 277 | | | | | | 23,769 | | | | | ||||
Bath & Body Works, Inc. |
| | | | 757 | | | | | | 26,571 | | | | | ||||
BorgWarner, Inc. |
| | | | 770 | | | | | | 37,060 | | | | | ||||
Brunswick Corp. |
| | | | 238 | | | | | | 20,180 | | | | | ||||
Burlington Stores, Inc.*
|
| | | | 221 | | | | | | 42,611 | | | | | ||||
Crocs, Inc.*
|
| | | | 202 | | | | | | 24,981 | | | | | ||||
Deckers Outdoor Corp.*
|
| | | | 89 | | | | | | 42,661 | | | | | ||||
GameStop Corp., Class A*
|
| | | | 884 | | | | | | 17,052 | | | | | ||||
Gentex Corp. |
| | | | 775 | | | | | | 21,382 | | | | | ||||
H&R Block, Inc. |
| | | | 524 | | | | | | 17,769 | | | | | ||||
Harley-Davidson, Inc. |
| | | | 452 | | | | | | 16,769 | | | | | ||||
Hasbro, Inc. |
| | | | 442 | | | | | | 26,175 | | | | | ||||
Hyatt Hotels Corp., Class A*
|
| | | | 158 | | | | | | 18,060 | | | | | ||||
Lear Corp. |
| | | | 195 | | | | | | 24,894 | | | | | ||||
Levi Strauss & Co., Class A
|
| | | | 297 | | | | | | 4,295 | | | | | ||||
Lithia Motors, Inc. |
| | | | 91 | | | | | | 20,101 | | | | | ||||
LKQ Corp. |
| | | | 884 | | | | | | 51,033 | | | | | ||||
Macy’s, Inc. |
| | | | 912 | | | | | | 14,902 | | | | | ||||
Marriott Vacations Worldwide Corp.
|
| | | | 120 | | | | | | 16,147 | | | | | ||||
Mattel, Inc.*
|
| | | | 1,201 | | | | | | 21,618 | | | | | ||||
Newell Brands, Inc. |
| | | | 1,252 | | | | | | 15,212 | | | | | ||||
Planet Fitness, Inc., Class A*
|
| | | | 283 | | | | | | 23,529 | | | | | ||||
Polaris, Inc. |
| | | | 185 | | | | | | 20,100 | | | | | ||||
Ralph Lauren Corp. |
| | | | 127 | | | | | | 14,578 | | | | | ||||
RH* | | | | | 61 | | | | | | 15,563 | | | | | ||||
Royal Caribbean Cruises Ltd.*
|
| | | | 745 | | | | | | 48,745 | | | | | ||||
Tapestry, Inc. |
| | | | 817 | | | | | | 33,342 | | | | | ||||
Texas Roadhouse, Inc. |
| | | | 227 | | | | | | 25,111 | | | | | ||||
TopBuild Corp.*
|
| | | | 105 | | | | | | 23,675 | | | | | ||||
Vail Resorts, Inc. |
| | | | 136 | | | | | | 32,711 | | | | | ||||
Valvoline, Inc. |
| | | | 575 | | | | | | 19,866 | | | | | ||||
Whirlpool Corp. |
| | | | 184 | | | | | | 25,685 | | | | | ||||
Williams-Sonoma, Inc. |
| | | | 224 | | | | | | 27,113 | | | | | ||||
Wyndham Hotels & Resorts, Inc.
|
| | | | 296 | | | | | | 20,193 | | | | | ||||
Total Consumer Discretionary |
| | | | | | | | | | 895,906 | | | | | ||||
Consumer Staples — 4.2% | | | | ||||||||||||||||
Bunge Ltd. |
| | | | 488 | | | | | | 45,677 | | | | | ||||
Coty, Inc., Class A*
|
| | | | 1,219 | | | | | | 14,469 | | | | | ||||
Darling Ingredients, Inc.*
|
| | | | 540 | | | | | | 32,168 | | | | | ||||
Flowers Foods, Inc. |
| | | | 667 | | | | | | 18,349 | | | | | ||||
Lamb Weston Holdings, Inc. |
| | | | 486 | | | | | | 54,340 | | | | | ||||
Lancaster Colony Corp. |
| | | | 66 | | | | | | 13,802 | | | | | ||||
Post Holdings, Inc.*
|
| | | | 179 | | | | | | 16,198 | | | | | ||||
US Foods Holding Corp.*
|
| | | | 695 | | | | | | 26,688 | | | | | ||||
Total Consumer Staples |
| | | | | | | | | | 221,691 | | | | |
| | |
Shares |
| |
Value |
| | | ||||||||||
Common Stocks (continued) | | | | ||||||||||||||||
Energy — 0.7% | | | | ||||||||||||||||
ChampionX Corp. |
| | | | 654 | | | | | $ | 17,710 | | | | | ||||
NOV, Inc. |
| | | | 1,290 | | | | | | 21,608 | | | | | ||||
Total Energy |
| | | | | | | | | | 39,318 | | | | | ||||
Financials — 13.5% | | | | | | | | ||||||||||||
Affiliated Managers Group, Inc. |
| | | | 127 | | | | | | 18,336 | | | | | ||||
AGNC Investment Corp. |
| | | | 1,931 | | | | | | 19,136 | | | | | ||||
Ally Financial, Inc. |
| | | | 908 | | | | | | 23,953 | | | | | ||||
Annaly Capital Management, Inc. |
| | | | 1,589 | | | | | | 31,748 | | | | | ||||
Assurant, Inc. |
| | | | 178 | | | | | | 21,917 | | | | | ||||
Cboe Global Markets, Inc. |
| | | | 360 | | | | | | 50,292 | | | | | ||||
Comerica, Inc. |
| | | | 443 | | | | | | 19,213 | | | | | ||||
Commerce Bancshares, Inc. |
| | | | 389 | | | | | | 21,726 | | | | | ||||
Corebridge Financial, Inc. |
| | | | 266 | | | | | | 4,485 | | | | | ||||
Equitable Holdings, Inc. |
| | | | 1,256 | | | | | | 32,644 | | | | | ||||
Everest Re Group Ltd. |
| | | | 131 | | | | | | 49,518 | | | | | ||||
First American Financial Corp. |
| | | | 337 | | | | | | 19,415 | | | | | ||||
Jack Henry & Associates, Inc.
|
| | | | 247 | | | | | | 40,345 | | | | | ||||
Jefferies Financial Group, Inc. |
| | | | 548 | | | | | | 17,553 | | | | | ||||
Lincoln National Corp. |
| | | | 520 | | | | | | 11,300 | | | | | ||||
MarketAxess Holdings, Inc. |
| | | | 125 | | | | | | 39,796 | | | | | ||||
Pinnacle Financial Partners, Inc.
|
| | | | 252 | | | | | | 13,666 | | | | | ||||
Popular, Inc. |
| | | | 243 | | | | | | 14,582 | | | | | ||||
Reinsurance Group of America, Inc.
|
| | | | 223 | | | | | | 31,737 | | | | | ||||
RenaissanceRe Holdings Ltd. |
| | | | 146 | | | | | | 31,450 | | | | | ||||
SEI Investments Co. |
| | | | 411 | | | | | | 24,212 | | | | | ||||
Selective Insurance Group, Inc. |
| | | | 201 | | | | | | 19,362 | | | | | ||||
Synovus Financial Corp. |
| | | | 471 | | | | | | 14,507 | | | | | ||||
Unum Group |
| | | | 592 | | | | | | 24,982 | | | | | ||||
Valley National Bancorp |
| | | | 1,454 | | | | | | 13,639 | | | | | ||||
Voya Financial, Inc. |
| | | | 328 | | | | | | 25,085 | | | | | ||||
Webster Financial Corp. |
| | | | 586 | | | | | | 21,858 | | | | | ||||
Western Alliance Bancorp |
| | | | 362 | | | | | | 13,437 | | | | | ||||
Western Union Co. (The) |
| | | | 1,302 | | | | | | 14,231 | | | | | ||||
WEX, Inc.*
|
| | | | 141 | | | | | | 25,006 | | | | | ||||
Zions Bancorp NA |
| | | | 502 | | | | | | 13,986 | | | | | ||||
Total Financials |
| | | | | | | | | | 723,117 | | | | | ||||
Health Care — 11.6% | | | | | | | | ||||||||||||
Acadia Healthcare Co., Inc.*
|
| | | | 304 | | | | | | 21,976 | | | | | ||||
Bio-Techne Corp. |
| | | | 531 | | | | | | 42,416 | | | | | ||||
Catalent, Inc.*
|
| | | | 580 | | | | | | 29,070 | | | | | ||||
Chemed Corp. |
| | | | 50 | | | | | | 27,563 | | | | | ||||
DaVita, Inc.*
|
| | | | 174 | | | | | | 15,723 | | | | | ||||
DENTSPLY SIRONA, Inc. |
| | | | 725 | | | | | | 30,399 | | | | | ||||
Encompass Health Corp. |
| | | | 332 | | | | | | 21,298 | | | | | ||||
Exact Sciences Corp.*
|
| | | | 600 | | | | | | 38,442 | | | | | ||||
Halozyme Therapeutics, Inc.*
|
| | | | 456 | | | | | | 14,651 | | | | | ||||
Inspire Medical Systems, Inc.*
|
| | | | 97 | | | | | | 25,960 | | | | | ||||
Jazz Pharmaceuticals PLC*
|
| | | | 208 | | | | | | 29,218 | | | | | ||||
Karuna Therapeutics, Inc.*
|
| | | | 94 | | | | | | 18,653 | | | | | ||||
Medpace Holdings, Inc.*
|
| | | | 79 | | | | | | 15,811 | | | | | ||||
Neurocrine Biosciences, Inc.*
|
| | | | 324 | | | | | | 32,737 | | | | | ||||
Oak Street Health, Inc.*
|
| | | | 435 | | | | | | 16,952 | | | | | ||||
Option Care Health, Inc.*
|
| | | | 528 | | | | | | 16,975 | | | | | ||||
Organon & Co. |
| | | | 866 | | | | | | 21,330 | | | | | ||||
Penumbra, Inc.*
|
| | | | 122 | | | | | | 34,663 | | | | | ||||
QIAGEN NV*
|
| | | | 771 | | | | | | 34,394 | | | | |
| | |
Shares |
| |
Value |
| | | ||||||||||
Common Stocks (continued) | | | | ||||||||||||||||
Health Care (continued) | | | | ||||||||||||||||
Repligen Corp.*
|
| | | | 188 | | | | | $ | 28,506 | | | | | ||||
Sarepta Therapeutics, Inc.*
|
| | | | 285 | | | | | | 34,989 | | | | | ||||
Shockwave Medical, Inc.*
|
| | | | 121 | | | | | | 35,109 | | | | | ||||
United Therapeutics Corp.*
|
| | | | 153 | | | | | | 35,210 | | | | | ||||
Total Health Care |
| | | | | | | | | | 622,045 | | | | | ||||
Industrials — 21.6% | | | | ||||||||||||||||
A O Smith Corp. |
| | | | 417 | | | | | | 28,477 | | | | | ||||
Acuity Brands, Inc. |
| | | | 106 | | | | | | 16,682 | | | | | ||||
Advanced Drainage Systems, Inc. |
| | | | 249 | | | | | | 21,344 | | | | | ||||
AECOM |
| | | | 457 | | | | | | 37,954 | | | | | ||||
AGCO Corp. |
| | | | 204 | | | | | | 25,284 | | | | | ||||
Alaska Air Group, Inc.*
|
| | | | 418 | | | | | | 18,166 | | | | | ||||
Avis Budget Group, Inc.*
|
| | | | 74 | | | | | | 13,074 | | | | | ||||
Axon Enterprise, Inc.*
|
| | | | 229 | | | | | | 48,253 | | | | | ||||
Ceridian HCM Holding, Inc.*
|
| | | | 493 | | | | | | 31,296 | | | | | ||||
CH Robinson Worldwide, Inc. |
| | | | 381 | | | | | | 38,431 | | | | | ||||
Clarivate PLC*
|
| | | | 1,448 | | | | | | 12,829 | | | | | ||||
Clean Harbors, Inc.*
|
| | | | 166 | | | | | | 24,097 | | | | | ||||
Donaldson Co., Inc. |
| | | | 398 | | | | | | 25,293 | | | | | ||||
EMCOR Group, Inc. |
| | | | 155 | | | | | | 26,505 | | | | | ||||
Fortune Brands Innovations, Inc.
|
| | | | 422 | | | | | | 27,299 | | | | | ||||
FTI Consulting, Inc.*
|
| | | | 111 | | | | | | 20,035 | | | | | ||||
Graco, Inc. |
| | | | 545 | | | | | | 43,213 | | | | | ||||
Hertz Global Holdings, Inc.*
|
| | | | 506 | | | | | | 8,440 | | | | | ||||
Hubbell, Inc. |
| | | | 177 | | | | | | 47,670 | | | | | ||||
ITT, Inc. |
| | | | 272 | | | | | | 22,968 | | | | | ||||
Knight-Swift Transportation Holdings,
Inc. |
| | | | 497 | | | | | | 27,991 | | | | | ||||
Landstar System, Inc. |
| | | | 118 | | | | | | 20,771 | | | | | ||||
Lennox International, Inc. |
| | | | 106 | | | | | | 29,882 | | | | | ||||
Lincoln Electric Holdings, Inc. |
| | | | 188 | | | | | | 31,546 | | | | | ||||
Masco Corp. |
| | | | 743 | | | | | | 39,758 | | | | | ||||
MasTec, Inc.*
|
| | | | 202 | | | | | | 17,940 | | | | | ||||
MDU Resources Group, Inc. |
| | | | 686 | | | | | | 20,045 | | | | | ||||
MSA Safety, Inc. |
| | | | 126 | | | | | | 16,348 | | | | | ||||
Nordson Corp. |
| | | | 168 | | | | | | 36,340 | | | | | ||||
Owens Corning |
| | | | 307 | | | | | | 32,791 | | | | | ||||
Pentair PLC |
| | | | 541 | | | | | | 31,421 | | | | | ||||
Plug Power, Inc.*
|
| | | | 1,954 | | | | | | 17,645 | | | | | ||||
Regal Rexnord Corp. |
| | | | 218 | | | | | | 28,375 | | | | | ||||
Robert Half International, Inc. |
| | | | 349 | | | | | | 25,477 | | | | | ||||
Saia, Inc.*
|
| | | | 87 | | | | | | 25,906 | | | | | ||||
Snap-on, Inc. |
| | | | 178 | | | | | | 46,175 | | | | | ||||
Sunrun, Inc.*
|
| | | | 704 | | | | | | 14,812 | | | | | ||||
Tetra Tech, Inc. |
| | | | 174 | | | | | | 24,076 | | | | | ||||
Toro Co. (The) |
| | | | 341 | | | | | | 35,553 | | | | | ||||
Trex Co., Inc.*
|
| | | | 372 | | | | | | 20,333 | | | | | ||||
Valmont Industries, Inc. |
| | | | 69 | | | | | | 20,049 | | | | | ||||
WESCO International, Inc. |
| | | | 171 | | | | | | 24,624 | | | | | ||||
WillScot Mobile Mini Holdings Corp.*
|
| | | | 694 | | | | | | 31,508 | | | | | ||||
Total Industrials |
| | | | | | | | | | 1,156,676 | | | | | ||||
Information Technology — 12.2% | | | | | | | | ||||||||||||
Amkor Technology, Inc. |
| | | | 318 | | | | | | 7,114 | | | | | ||||
Arrow Electronics, Inc.*
|
| | | | 208 | | | | | | 23,801 | | | | | ||||
Black Knight, Inc.*
|
| | | | 514 | | | | | | 28,085 | | | | | ||||
Cognex Corp. |
| | | | 568 | | | | | | 27,088 | | | | | ||||
Dropbox, Inc., Class A*
|
| | | | 913 | | | | | | 18,570 | | | | |
| | |
Shares |
| |
Value |
| | | ||||||||||
Common Stocks (continued) | | | | ||||||||||||||||
Information Technology (continued) | | | | ||||||||||||||||
Dynatrace, Inc.*
|
| | | | 684 | | | | | $ | 28,919 | | | | | ||||
Entegris, Inc. |
| | | | 504 | | | | | | 37,760 | | | | | ||||
F5, Inc.*
|
| | | | 204 | | | | | | 27,409 | | | | | ||||
Fair Isaac Corp.*
|
| | | | 83 | | | | | | 60,420 | | | | | ||||
Five9, Inc.*
|
| | | | 236 | | | | | | 15,302 | | | | | ||||
Flex Ltd.*
|
| | | | 1,529 | | | | | | 31,452 | | | | | ||||
Gen Digital, Inc. |
| | | | 1,942 | | | | | | 34,315 | | | | | ||||
Globant SA*
|
| | | | 140 | | | | | | 21,962 | | | | | ||||
GoDaddy, Inc., Class A*
|
| | | | 530 | | | | | | 40,110 | | | | | ||||
Guidewire Software, Inc.*
|
| | | | 277 | | | | | | 21,105 | | | | | ||||
Juniper Networks, Inc. |
| | | | 1,092 | | | | | | 32,924 | | | | | ||||
Littelfuse, Inc. |
| | | | 83 | | | | | | 20,106 | | | | | ||||
MKS Instruments, Inc. |
| | | | 219 | | | | | | 18,368 | | | | | ||||
Nutanix, Inc., Class A*
|
| | | | 778 | | | | | | 18,656 | | | | | ||||
PTC, Inc.*
|
| | | | 369 | | | | | | 46,416 | | | | | ||||
Qorvo, Inc.*
|
| | | | 343 | | | | | | 31,583 | | | | | ||||
Qualtrics International, Inc.,
Class A*
|
| | | | 358 | | | | | | 6,419 | | | | | ||||
TD SYNNEX Corp. |
| | | | 143 | | | | | | 12,733 | | | | | ||||
Universal Display Corp. |
| | | | 149 | | | | | | 19,886 | | | | | ||||
Wolfspeed, Inc.*
|
| | | | 420 | | | | | | 19,551 | | | | | ||||
Total Information Technology |
| | | | | | | | | | 650,054 | | | | | ||||
Materials — 6.1% | | | | | | | | ||||||||||||
Alcoa Corp. |
| | | | 597 | | | | | | 22,173 | | | | | ||||
Ashland, Inc. |
| | | | 169 | | | | | | 17,172 | | | | | ||||
Avery Dennison Corp. |
| | | | 266 | | | | | | 46,412 | | | | | ||||
Axalta Coating Systems Ltd.*
|
| | | | 728 | | | | | | 22,983 | | | | | ||||
Cleveland-Cliffs, Inc.*
|
| | | | 1,725 | | | | | | 26,531 | | | | | ||||
Commercial Metals Co. |
| | | | 394 | | | | | | 18,396 | | | | | ||||
Crown Holdings, Inc. |
| | | | 390 | | | | | | 33,454 | | | | | ||||
Graphic Packaging Holding Co. |
| | | | 1,005 | | | | | | 24,783 | | | | | ||||
Huntsman Corp. |
| | | | 580 | | | | | | 15,538 | | | | | ||||
Packaging Corp. of America |
| | | | 301 | | | | | | 40,713 | | | | | ||||
Sonoco Products Co. |
| | | | 321 | | | | | | 19,459 | | | | | ||||
United States Steel Corp. |
| | | | 707 | | | | | | 16,176 | | | | | ||||
Westrock Co. |
| | | | 831 | | | | | | 24,872 | | | | | ||||
Total Materials |
| | | | | | | | | | 328,662 | | | | | ||||
Real Estate — 9.3% | | | | | | | | ||||||||||||
Agree Realty Corp. |
| | | | 297 | | | | | | 20,193 | | | | | ||||
American Homes 4 Rent, Class A
|
| | | | 976 | | | | | | 32,462 | | | | | ||||
Brixmor Property Group, Inc. |
| | | | 1,015 | | | | | | 21,650 | | | | | ||||
CubeSmart |
| | | | 760 | | | | | | 34,572 | | | | | ||||
Federal Realty Investment Trust |
| | | | 273 | | | | | | 26,997 | | | | | ||||
First Industrial Realty Trust, Inc.
|
| | | | 448 | | | | | | 23,507 | | | | | ||||
Highwoods Properties, Inc. |
| | | | 353 | | | | | | 8,091 | | | | | ||||
Host Hotels & Resorts, Inc. |
| | | | 2,408 | | | | | | 38,937 | | | | | ||||
Iron Mountain, Inc. |
| | | | 982 | | | | | | 54,246 | | | | | ||||
Jones Lang LaSalle, Inc.*
|
| | | | 159 | | | | | | 22,107 | | | | | ||||
Kilroy Realty Corp. |
| | | | 393 | | | | | | 11,491 | | | | | ||||
Kimco Realty Corp. |
| | | | 2,060 | | | | | | 39,531 | | | | | ||||
Life Storage, Inc. |
| | | | 287 | | | | | | 38,567 | | | | | ||||
Medical Properties Trust, Inc. |
| | | | 2,010 | | | | | | 17,628 | | | | | ||||
Omega Healthcare Investors, Inc.
|
| | | | 795 | | | | | | 21,274 | | | | | ||||
Rayonier, Inc. |
| | | | 494 | | | | | | 15,492 | | | | | ||||
Regency Centers Corp. |
| | | | 578 | | | | | | 35,507 | | | | | ||||
Rexford Industrial Realty, Inc. |
| | | | 624 | | | | | | 34,800 | | | | | ||||
Total Real Estate |
| | | | | | | | | | 497,052 | | | | | ||||
|
| | |
Shares |
| |
Value |
| | | ||||||||||
Common Stocks (continued) | | | | ||||||||||||||||
Utilities — 1.5% | | | | | | | | ||||||||||||
Brookfield Renewable Corp., Class A
|
| | | | 434 | | | | | $ | 14,500 | | | | | ||||
Clearway Energy, Inc., Class A
|
| | | | 118 | | | | | | 3,420 | | | | | ||||
Clearway Energy, Inc., Class C
|
| | | | 277 | | | | | | 8,413 | | | | | ||||
Essential Utilities, Inc. |
| | | | 806 | | | | | | 34,416 | | | | | ||||
NextEra Energy Partners LP |
| | | | 293 | | | | | | 16,850 | | | | | ||||
Total Utilities |
| | | | | | | | | | 77,599 | | | | | ||||
Total
Common Stocks (Cost $5,113,969) |
| | | | | | | | | | 5,341,892 | | | | | ||||
Short-Term Investment — 0.4% | | | | ||||||||||||||||
Money Market Fund — 0.4% | | | | ||||||||||||||||
Dreyfus
Institutional Preferred Government Money Market Fund, Institutional
Shares, 4.81%(a) (Cost $18,891) |
| | | | 18,891 | | | | |
|
18,891 |
| | | | ||||
|
| | |
Shares |
| |
Value |
| |||
Total
Investments — 100.3% (Cost $5,132,860) |
| | | | | | $ | 5,360,783 | | |
Other
Assets and Liabilities, Net — (0.3)% |
| | | | | | | (12,090) | | |
Net Assets — 100.0% |
| | | | | | $ | 5,348,693 | | |
|
Description |
| |
Level 1
|
| |
Level 2
|
| |
Level 3
|
| |
Total |
| ||||||||||||
Asset Valuation Inputs | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments in Securities:(b) | | | | | | | | | | | | | | | | | | | | | | | | | |
Common Stocks |
| | | $ | 5,341,892 | | | | | $ | — | | | | | $ | — | | | | | $ | 5,341,892 | | |
Short-Term Investment: | | | | | | | | | | | | | | | | | | | | | | | | | |
Money Market Fund |
| | | | 18,891 | | | | | | — | | | | | | — | | | | | | 18,891 | | |
Total Investments in Securities |
| | | $ | 5,360,783 | | | | | $ | — | | | | | $ | — | | | | | $ | 5,360,783 | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks — 99.9% | | ||||||||||||
Communication Services — 7.7% | | ||||||||||||
Activision Blizzard, Inc.*
|
| | | | 10,504 | | | | | $ | 816,266 | | |
Alphabet, Inc., Class A*
|
| | | | 87,587 | | | | | | 9,401,589 | | |
Alphabet, Inc., Class C*
|
| | | | 77,327 | | | | | | 8,368,328 | | |
Charter Communications, Inc.,
Class A*
|
| | | | 1,433 | | | | | | 528,347 | | |
Comcast Corp., Class A |
| | | | 62,876 | | | | | | 2,601,180 | | |
Electronic Arts, Inc. |
| | | | 4,029 | | | | | | 512,811 | | |
Live Nation Entertainment, Inc.*
|
| | | | 2,267 | | | | | | 153,657 | | |
Omnicom Group, Inc. |
| | | | 2,959 | | | | | | 267,997 | | |
Pinterest, Inc., Class A*
|
| | | | 8,487 | | | | | | 195,201 | | |
ROBLOX Corp., Class A*
|
| | | | 5,031 | | | | | | 179,104 | | |
Roku, Inc.*
|
| | | | 1,785 | | | | | | 100,335 | | |
Snap, Inc., Class A*
|
| | | | 14,657 | | | | | | 127,662 | | |
Take-Two Interactive Software, Inc.*
|
| | | | 2,426 | | | | | | 301,528 | | |
Verizon Communications, Inc. |
| | | | 61,594 | | | | | | 2,391,695 | | |
Walt Disney Co. (The)*
|
| | | | 26,736 | | | | | | 2,740,440 | | |
Warner Music Group Corp., Class A
|
| | | | 1,730 | | | | | | 52,713 | | |
ZoomInfo Technologies, Inc.*
|
| | | | 4,296 | | | | | | 94,125 | | |
Total Communication Services |
| | | | | | | | | | 28,832,978 | | |
Consumer Discretionary — 12.7% | | ||||||||||||
Advance Auto Parts, Inc. |
| | | | 866 | | | | | | 108,709 | | |
Amazon.com, Inc.*
|
| | | | 130,865 | | | | | | 13,799,714 | | |
Aptiv PLC*
|
| | | | 3,949 | | | | | | 406,194 | | |
AutoZone, Inc.*
|
| | | | 281 | | | | | | 748,390 | | |
Best Buy Co., Inc. |
| | | | 2,883 | | | | | | 214,841 | | |
Booking Holdings, Inc.*
|
| | | | 564 | | | | | | 1,515,079 | | |
Burlington Stores, Inc.*
|
| | | | 947 | | | | | | 182,591 | | |
CarMax, Inc.*
|
| | | | 2,308 | | | | | | 161,629 | | |
Chipotle Mexican Grill, Inc.*
|
| | | | 403 | | | | | | 833,251 | | |
Coupang, Inc.*
|
| | | | 13,236 | | | | | | 221,835 | | |
Domino’s Pizza, Inc. |
| | | | 521 | | | | | | 165,402 | | |
DoorDash, Inc., Class A*
|
| | | | 3,853 | | | | | | 235,765 | | |
eBay, Inc. |
| | | | 7,941 | | | | | | 368,701 | | |
Etsy, Inc.*
|
| | | | 1,827 | | | | | | 184,582 | | |
Ford Motor Co. |
| | | | 57,830 | | | | | | 687,020 | | |
Genuine Parts Co. |
| | | | 2,031 | | | | | | 341,838 | | |
Hasbro, Inc. |
| | | | 1,903 | | | | | | 112,696 | | |
Hilton Worldwide Holdings, Inc. |
| | | | 3,898 | | | | | | 561,390 | | |
Home Depot, Inc. (The) |
| | | | 14,940 | | | | | | 4,490,068 | | |
LKQ Corp. |
| | | | 3,806 | | | | | | 219,720 | | |
Lowe’s Cos., Inc. |
| | | | 8,825 | | | | | | 1,834,100 | | |
Lululemon Athletica, Inc.*
|
| | | | 1,787 | | | | | | 678,935 | | |
Marriott International, Inc.,
Class A |
| | | | 4,084 | | | | | | 691,585 | | |
McDonald’s Corp. |
| | | | 10,739 | | | | | | 3,176,059 | | |
MercadoLibre, Inc.*
|
| | | | 709 | | | | | | 905,740 | | |
NIKE, Inc., Class B |
| | | | 18,220 | | | | | | 2,308,838 | | |
NVR, Inc.*
|
| | | | 46 | | | | | | 268,640 | | |
Ross Stores, Inc. |
| | | | 4,954 | | | | | | 528,740 | | |
Royal Caribbean Cruises Ltd.*
|
| | | | 3,212 | | | | | | 210,161 | | |
Starbucks Corp. |
| | | | 16,488 | | | | | | 1,884,413 | | |
Tesla, Inc.*
|
| | | | 39,512 | | | | | | 6,492,217 | | |
TJX Cos., Inc. (The) |
| | | | 15,797 | | | | | | 1,245,120 | | |
Tractor Supply Co. |
| | | | 1,612 | | | | | | 384,301 | | |
Ulta Beauty, Inc.*
|
| | | | 740 | | | | | | 408,058 | | |
Vail Resorts, Inc. |
| | | | 583 | | | | | | 140,223 | | |
VF Corp. |
| | | | 5,112 | | | | | | 120,183 | | |
Whirlpool Corp. |
| | | | 791 | | | | | | 110,416 | | |
Yum China Holdings, Inc. |
| | | | 5,920 | | | | | | 362,186 | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks (continued) | | ||||||||||||
Consumer Discretionary (continued) | | ||||||||||||
Yum! Brands, Inc. |
| | | | 4,124 | | | | | $ | 579,752 | | |
Total Consumer Discretionary |
| | | | | | | | | | 47,889,082 | | |
Consumer Staples — 8.5% | | ||||||||||||
Archer-Daniels-Midland Co. |
| | | | 8,007 | | | | | | 625,186 | | |
Campbell Soup Co. |
| | | | 2,907 | | | | | | 157,850 | | |
Church & Dwight Co., Inc. |
| | | | 3,570 | | | | | | 346,718 | | |
Clorox Co. (The) |
| | | | 1,800 | | | | | | 298,116 | | |
Coca-Cola Co. (The) |
| | | | 56,884 | | | | | | 3,649,109 | | |
Colgate-Palmolive Co. |
| | | | 12,227 | | | | | | 975,715 | | |
Conagra Brands, Inc. |
| | | | 6,999 | | | | | | 265,682 | | |
Costco Wholesale Corp. |
| | | | 6,493 | | | | | | 3,267,407 | | |
Dollar General Corp. |
| | | | 3,267 | | | | | | 723,510 | | |
Dollar Tree, Inc.*
|
| | | | 3,038 | | | | | | 466,971 | | |
Estee Lauder Cos., Inc. (The),
Class A |
| | | | 3,114 | | | | | | 768,286 | | |
General Mills, Inc. |
| | | | 8,624 | | | | | | 764,345 | | |
Hershey Co. (The) |
| | | | 2,153 | | | | | | 587,898 | | |
Hormel Foods Corp. |
| | | | 4,181 | | | | | | 169,080 | | |
J M Smucker Co. (The) |
| | | | 1,486 | | | | | | 229,453 | | |
Kellogg Co. |
| | | | 3,828 | | | | | | 267,080 | | |
Keurig Dr Pepper, Inc. |
| | | | 12,890 | | | | | | 421,503 | | |
Kimberly-Clark Corp. |
| | | | 4,948 | | | | | | 716,916 | | |
Kraft Heinz Co. (The) |
| | | | 11,426 | | | | | | 448,699 | | |
Kroger Co. (The) |
| | | | 9,681 | | | | | | 470,787 | | |
McCormick & Co., Inc. |
| | | | 3,649 | | | | | | 320,565 | | |
Mondelez International, Inc.,
Class A |
| | | | 19,969 | | | | | | 1,532,022 | | |
PepsiCo, Inc. |
| | | | 20,172 | | | | | | 3,850,633 | | |
Procter & Gamble Co. (The) |
| | | | 34,817 | | | | | | 5,444,682 | | |
Sysco Corp. |
| | | | 7,363 | | | | | | 565,037 | | |
Target Corp. |
| | | | 6,733 | | | | | | 1,062,131 | | |
Walgreens Boots Alliance, Inc. |
| | | | 10,434 | | | | | | 367,798 | | |
Walmart, Inc. |
| | | | 20,578 | | | | | | 3,106,661 | | |
Total Consumer Staples |
| | | | | | | | | | 31,869,840 | | |
Energy — 3.5% | | ||||||||||||
Baker Hughes Co. |
| | | | 14,614 | | | | | | 427,313 | | |
Cheniere Energy, Inc. |
| | | | 3,620 | | | | | | 553,860 | | |
Exxon Mobil Corp. |
| | | | 60,332 | | | | | | 7,139,689 | | |
Halliburton Co. |
| | | | 12,291 | | | | | | 402,530 | | |
Kinder Morgan, Inc. |
| | | | 28,814 | | | | | | 494,160 | | |
Marathon Petroleum Corp. |
| | | | 6,846 | | | | | | 835,212 | | |
ONEOK, Inc. |
| | | | 6,512 | | | | | | 425,950 | | |
Phillips 66 |
| | | | 6,910 | | | | | | 684,090 | | |
Schlumberger NV. |
| | | | 20,758 | | | | | | 1,024,407 | | |
Valero Energy Corp. |
| | | | 5,630 | | | | | | 645,592 | | |
Williams Cos., Inc. (The) |
| | | | 17,813 | | | | | | 539,022 | | |
Total Energy |
| | | | | | | | | | 13,171,825 | | |
Financials — 11.5% | | ||||||||||||
Aflac, Inc. |
| | | | 8,282 | | | | | | 578,498 | | |
Allstate Corp. (The) |
| | | | 3,815 | | | | | | 441,624 | | |
Ally Financial, Inc. |
| | | | 3,905 | | | | | | 103,014 | | |
American Express Co. |
| | | | 8,025 | | | | | | 1,294,753 | | |
American International Group, Inc.
|
| | | | 10,872 | | | | | | 576,651 | | |
Ameriprise Financial, Inc. |
| | | | 1,559 | | | | | | 475,682 | | |
Annaly Capital Management, Inc. |
| | | | 6,838 | | | | | | 136,623 | | |
Arch Capital Group Ltd.*
|
| | | | 5,240 | | | | | | 393,367 | | |
Arthur J Gallagher & Co. |
| | | | 3,053 | | | | | | 635,207 | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks (continued) | | ||||||||||||
Financials (continued) | | ||||||||||||
Bank of America Corp. |
| | | | 102,513 | | | | | $ | 3,001,581 | | |
Bank of New York Mellon Corp. (The)
|
| | | | 10,846 | | | | | | 461,931 | | |
Blackstone, Inc. |
| | | | 10,191 | | | | | | 910,362 | | |
Block, Inc.*
|
| | | | 7,835 | | | | | | 476,290 | | |
Capital One Financial Corp. |
| | | | 5,523 | | | | | | 537,388 | | |
Cboe Global Markets, Inc. |
| | | | 1,553 | | | | | | 216,954 | | |
Chubb Ltd. |
| | | | 5,652 | | | | | | 1,139,217 | | |
Cincinnati Financial Corp. |
| | | | 2,247 | | | | | | 239,171 | | |
Citigroup, Inc. |
| | | | 28,350 | | | | | | 1,334,434 | | |
Citizens Financial Group, Inc. |
| | | | 7,169 | | | | | | 221,809 | | |
CME Group, Inc. |
| | | | 5,245 | | | | | | 974,364 | | |
Discover Financial Services |
| | | | 3,950 | | | | | | 408,706 | | |
Everest Re Group Ltd. |
| | | | 563 | | | | | | 212,814 | | |
Fidelity National
Information Services, Inc. |
| | | | 8,620 | | | | | | 506,166 | | |
Fifth Third Bancorp |
| | | | 10,005 | | | | | | 262,131 | | |
First Republic Bank(a)
|
| | | | 2,620 | | | | | | 9,196 | | |
Fiserv, Inc.*
|
| | | | 8,591 | | | | | | 1,049,133 | | |
FleetCor Technologies, Inc.*
|
| | | | 1,048 | | | | | | 224,188 | | |
Franklin Resources, Inc. |
| | | | 4,231 | | | | | | 113,729 | | |
Global Payments, Inc. |
| | | | 3,925 | | | | | | 442,387 | | |
Hartford
Financial Services Group, Inc. (The) |
| | | | 4,646 | | | | | | 329,820 | | |
Huntington Bancshares, Inc. |
| | | | 20,805 | | | | | | 233,016 | | |
Intercontinental Exchange, Inc. |
| | | | 8,108 | | | | | | 883,204 | | |
KeyCorp |
| | | | 13,626 | | | | | | 153,429 | | |
Markel Corp.*
|
| | | | 184 | | | | | | 251,810 | | |
Marsh & McLennan Cos., Inc. |
| | | | 7,257 | | | | | | 1,307,639 | | |
Mastercard, Inc., Class A |
| | | | 12,401 | | | | | | 4,712,752 | | |
MetLife, Inc. |
| | | | 8,565 | | | | | | 525,291 | | |
Moody’s Corp. |
| | | | 2,308 | | | | | | 722,681 | | |
Morgan Stanley |
| | | | 18,976 | | | | | | 1,707,271 | | |
MSCI, Inc. |
| | | | 1,141 | | | | | | 550,475 | | |
Nasdaq, Inc. |
| | | | 4,991 | | | | | | 276,352 | | |
Northern Trust Corp. |
| | | | 2,919 | | | | | | 228,149 | | |
PayPal Holdings, Inc.*
|
| | | | 16,678 | | | | | | 1,267,528 | | |
PNC Financial Services
Group, Inc. (The) |
| | | | 5,876 | | | | | | 765,349 | | |
Principal Financial Group, Inc. |
| | | | 3,565 | | | | | | 266,270 | | |
Progressive Corp. (The) |
| | | | 8,553 | | | | | | 1,166,629 | | |
Prudential Financial, Inc. |
| | | | 5,383 | | | | | | 468,321 | | |
Raymond James Financial, Inc. |
| | | | 2,841 | | | | | | 257,196 | | |
Regions Financial Corp. |
| | | | 13,632 | | | | | | 248,920 | | |
S&P Global, Inc. |
| | | | 4,767 | | | | | | 1,728,419 | | |
Synchrony Financial |
| | | | 6,573 | | | | | | 193,969 | | |
Travelers Cos., Inc. (The) |
| | | | 3,425 | | | | | | 620,405 | | |
Truist Financial Corp. |
| | | | 19,334 | | | | | | 629,902 | | |
US Bancorp |
| | | | 19,650 | | | | | | 673,602 | | |
Visa, Inc., Class A(a)
|
| | | | 23,808 | | | | | | 5,540,836 | | |
Willis Towers Watson PLC |
| | | | 1,579 | | | | | | 365,696 | | |
Total Financials |
| | | | | | | | | | 43,452,301 | | |
Health Care — 9.1% | | ||||||||||||
Agilent Technologies, Inc. |
| | | | 4,323 | | | | | | 585,464 | | |
Alnylam Pharmaceuticals, Inc.*
|
| | | | 1,791 | | | | | | 356,767 | | |
Amgen, Inc. |
| | | | 7,813 | | | | | | 1,873,089 | | |
Avantor, Inc.*
|
| | | | 9,460 | | | | | | 184,281 | | |
Baxter International, Inc. |
| | | | 7,378 | | | | | | 351,783 | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks (continued) | | ||||||||||||
Health Care (continued) | | ||||||||||||
Biogen, Inc.*
|
| | | | 2,098 | | | | | $ | 638,275 | | |
Bristol-Myers Squibb Co. |
| | | | 31,166 | | | | | | 2,080,954 | | |
Cardinal Health, Inc. |
| | | | 3,825 | | | | | | 314,032 | | |
Catalent, Inc.*
|
| | | | 2,497 | | | | | | 125,150 | | |
Cigna Corp. |
| | | | 4,470 | | | | | | 1,132,206 | | |
Cooper Cos., Inc. (The) |
| | | | 725 | | | | | | 276,551 | | |
Danaher Corp. |
| | | | 9,715 | | | | | | 2,301,581 | | |
DaVita, Inc.*
|
| | | | 744 | | | | | | 67,228 | | |
Dexcom, Inc.*
|
| | | | 5,625 | | | | | | 682,537 | | |
Edwards Lifesciences Corp.*
|
| | | | 8,988 | | | | | | 790,764 | | |
Elevance Health, Inc. |
| | | | 3,489 | | | | | | 1,635,120 | | |
Eli Lilly & Co. |
| | | | 12,891 | | | | | | 5,103,031 | | |
Gilead Sciences, Inc. |
| | | | 18,391 | | | | | | 1,511,924 | | |
Hologic, Inc.*
|
| | | | 3,559 | | | | | | 306,110 | | |
Horizon Therapeutics PLC*
|
| | | | 3,295 | | | | | | 366,272 | | |
Humana, Inc. |
| | | | 1,831 | | | | | | 971,327 | | |
IDEXX Laboratories, Inc.*
|
| | | | 1,199 | | | | | | 590,100 | | |
Illumina, Inc.*
|
| | | | 2,301 | | | | | | 472,994 | | |
Incyte Corp.*
|
| | | | 2,696 | | | | | | 200,609 | | |
Intuitive Surgical, Inc.*
|
| | | | 5,158 | | | | | | 1,553,693 | | |
IQVIA Holdings, Inc.*
|
| | | | 2,654 | | | | | | 499,562 | | |
Jazz Pharmaceuticals PLC*
|
| | | | 899 | | | | | | 126,283 | | |
Laboratory Corp. of America Holdings
|
| | | | 1,299 | | | | | | 294,496 | | |
Merck & Co., Inc. |
| | | | 37,032 | | | | | | 4,276,085 | | |
Mettler-Toledo International, Inc.*
|
| | | | 317 | | | | | | 472,805 | | |
Quest Diagnostics, Inc. |
| | | | 1,656 | | | | | | 229,869 | | |
ResMed, Inc. |
| | | | 2,129 | | | | | | 513,004 | | |
STERIS PLC |
| | | | 1,459 | | | | | | 275,094 | | |
Vertex Pharmaceuticals, Inc.*
|
| | | | 3,756 | | | | | | 1,279,782 | | |
Waters Corp.*
|
| | | | 869 | | | | | | 261,013 | | |
West Pharmaceutical Services, Inc.
|
| | | | 1,082 | | | | | | 390,862 | | |
Zoetis, Inc. |
| | | | 6,837 | | | | | | 1,201,808 | | |
Total Health Care |
| | | | | | | | | | 34,292,505 | | |
Industrials — 5.9% | | ||||||||||||
3M Co. |
| | | | 8,106 | | | | | | 861,019 | | |
A O Smith Corp. |
| | | | 1,844 | | | | | | 125,927 | | |
Automatic Data Processing, Inc. |
| | | | 6,073 | | | | | | 1,336,060 | | |
Broadridge Financial Solutions, Inc.
|
| | | | 1,713 | | | | | | 249,087 | | |
Carrier Global Corp. |
| | | | 12,246 | | | | | | 512,128 | | |
CH Robinson Worldwide, Inc. |
| | | | 1,691 | | | | | | 170,571 | | |
Cintas Corp. |
| | | | 1,260 | | | | | | 574,270 | | |
CSX Corp. |
| | | | 30,753 | | | | | | 942,272 | | |
Deere & Co. |
| | | | 4,021 | | | | | | 1,520,019 | | |
Dover Corp. |
| | | | 2,046 | | | | | | 299,043 | | |
Eaton Corp. PLC |
| | | | 5,805 | | | | | | 970,132 | | |
Equifax, Inc. |
| | | | 1,793 | | | | | | 373,625 | | |
Expeditors
International of Washington, Inc. |
| | | | 2,322 | | | | | | 264,337 | | |
FedEx Corp. |
| | | | 3,410 | | | | | | 776,730 | | |
Fortive Corp. |
| | | | 5,109 | | | | | | 322,327 | | |
Illinois Tool Works, Inc. |
| | | | 3,951 | | | | | | 955,905 | | |
Ingersoll Rand, Inc. |
| | | | 5,931 | | | | | | 338,186 | | |
JB Hunt Transport Services, Inc.
|
| | | | 1,200 | | | | | | 210,348 | | |
Johnson Controls International PLC
|
| | | | 10,032 | | | | | | 600,315 | | |
Masco Corp. |
| | | | 3,289 | | | | | | 175,994 | | |
Norfolk Southern Corp. |
| | | | 3,394 | | | | | | 689,084 | | |
Otis Worldwide Corp. |
| | | | 6,108 | | | | | | 521,012 | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks (continued) | | ||||||||||||
Industrials (continued) | | ||||||||||||
Parker-Hannifin Corp. |
| | | | 1,873 | | | | | $ | 608,500 | | |
Paychex, Inc. |
| | | | 4,727 | | | | | | 519,308 | | |
Paycom Software, Inc.*
|
| | | | 742 | | | | | | 215,455 | | |
Rockwell Automation, Inc. |
| | | | 1,679 | | | | | | 475,845 | | |
Snap-on, Inc. |
| | | | 762 | | | | | | 197,670 | | |
Stanley Black & Decker, Inc.
|
| | | | 2,224 | | | | | | 192,020 | | |
Trane Technologies PLC |
| | | | 3,360 | | | | | | 624,322 | | |
TransUnion |
| | | | 2,819 | | | | | | 193,975 | | |
Union Pacific Corp. |
| | | | 8,994 | | | | | | 1,760,126 | | |
United Parcel Service, Inc., Class B
|
| | | | 10,698 | | | | | | 1,923,607 | | |
United Rentals, Inc. |
| | | | 1,009 | | | | | | 364,360 | | |
Verisk Analytics, Inc. |
| | | | 2,270 | | | | | | 440,630 | | |
Waste Management, Inc. |
| | | | 6,005 | | | | | | 997,130 | | |
Westinghouse Air Brake
Technologies Corp. |
| | | | 2,555 | | | | | | 249,547 | | |
WW Grainger, Inc. |
| | | | 661 | | | | | | 459,772 | | |
Xylem, Inc. |
| | | | 2,629 | | | | | | 272,995 | | |
Total Industrials |
| | | | | | | | | | 22,283,653 | | |
Information Technology — 34.8% | | ||||||||||||
Accenture PLC, Class A |
| | | | 9,647 | | | | | | 2,703,958 | | |
Adobe, Inc.*
|
| | | | 6,806 | | | | | | 2,569,673 | | |
Advanced Micro Devices, Inc.*
|
| | | | 23,523 | | | | | | 2,102,250 | | |
Akamai Technologies, Inc.*
|
| | | | 2,264 | | | | | | 185,580 | | |
Analog Devices, Inc. |
| | | | 7,448 | | | | | | 1,339,746 | | |
ANSYS, Inc.*
|
| | | | 1,271 | | | | | | 398,992 | | |
Apple, Inc. |
| | | | 233,759 | | | | | | 39,664,227 | | |
Applied Materials, Inc. |
| | | | 12,323 | | | | | | 1,392,869 | | |
Arista Networks, Inc.*
|
| | | | 3,458 | | | | | | 553,833 | | |
Autodesk, Inc.*
|
| | | | 3,159 | | | | | | 615,342 | | |
Bill Holdings, Inc.*
|
| | | | 1,472 | | | | | | 113,064 | | |
Broadcom, Inc. |
| | | | 5,996 | | | | | | 3,756,494 | | |
Cadence Design Systems, Inc.*
|
| | | | 3,980 | | | | | | 833,611 | | |
CDW Corp. |
| | | | 1,986 | | | | | | 336,806 | | |
Cisco Systems, Inc. |
| | | | 55,067 | | | | | | 2,601,916 | | |
Cognizant
Technology Solutions Corp., Class A |
| | | | 7,527 | | | | | | 449,437 | | |
Crowdstrike Holdings, Inc.,
Class A*
|
| | | | 3,138 | | | | | | 376,717 | | |
Datadog, Inc., Class A*
|
| | | | 3,910 | | | | | | 263,456 | | |
Dell Technologies, Inc., Class C
|
| | | | 3,419 | | | | | | 148,692 | | |
DocuSign, Inc.*
|
| | | | 2,898 | | | | | | 143,277 | | |
Enphase Energy, Inc.*
|
| | | | 1,954 | | | | | | 320,847 | | |
EPAM Systems, Inc.*
|
| | | | 816 | | | | | | 230,471 | | |
F5, Inc.*
|
| | | | 882 | | | | | | 118,506 | | |
Fortinet, Inc.*
|
| | | | 9,683 | | | | | | 610,513 | | |
Gartner, Inc.*
|
| | | | 1,130 | | | | | | 341,780 | | |
Gen Digital, Inc. |
| | | | 8,358 | | | | | | 147,686 | | |
Hewlett Packard Enterprise Co. |
| | | | 18,726 | | | | | | 268,156 | | |
HP, Inc. |
| | | | 14,382 | | | | | | 427,289 | | |
HubSpot, Inc.*
|
| | | | 680 | | | | | | 286,246 | | |
Intel Corp. |
| | | | 60,511 | | | | | | 1,879,472 | | |
International Business Machines Corp.
|
| | | | 13,248 | | | | | | 1,674,680 | | |
Intuit, Inc. |
| | | | 4,007 | | | | | | 1,778,908 | | |
Keysight Technologies, Inc.*
|
| | | | 2,607 | | | | | | 377,077 | | |
KLA Corp. |
| | | | 2,069 | | | | | | 799,751 | | |
Lam Research Corp. |
| | | | 1,999 | | | | | | 1,047,636 | | |
Marvell Technology, Inc. |
| | | | 12,460 | | | | | | 491,921 | | |
Micron Technology, Inc. |
| | | | 15,956 | | | | | | 1,026,928 | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks (continued) | | ||||||||||||
Information Technology (continued) | | ||||||||||||
Microsoft Corp. |
| | | | 107,987 | | | | | $ | 33,180,086 | | |
MongoDB, Inc.*
|
| | | | 975 | | | | | | 233,961 | | |
Motorola Solutions, Inc. |
| | | | 2,439 | | | | | | 710,725 | | |
NetApp, Inc. |
| | | | 3,152 | | | | | | 198,229 | | |
NVIDIA Corp. |
| | | | 34,678 | | | | | | 9,622,798 | | |
Okta, Inc.*
|
| | | | 2,187 | | | | | | 149,875 | | |
ON Semiconductor Corp.*
|
| | | | 6,309 | | | | | | 453,996 | | |
Palo Alto Networks, Inc.*
|
| | | | 4,347 | | | | | | 793,154 | | |
Qorvo, Inc.*
|
| | | | 1,477 | | | | | | 136,002 | | |
QUALCOMM, Inc. |
| | | | 16,416 | | | | | | 1,917,389 | | |
Roper Technologies, Inc. |
| | | | 1,552 | | | | | | 705,819 | | |
Salesforce, Inc.*
|
| | | | 14,214 | | | | | | 2,819,631 | | |
Seagate Technology Holdings PLC |
| | | | 2,817 | | | | | | 165,555 | | |
ServiceNow, Inc.*
|
| | | | 2,963 | | | | | | 1,361,261 | | |
Skyworks Solutions, Inc. |
| | | | 2,341 | | | | | | 247,912 | | |
Splunk, Inc.*
|
| | | | 2,388 | | | | | | 205,941 | | |
Synopsys, Inc.*
|
| | | | 2,217 | | | | | | 823,216 | | |
TE Connectivity Ltd. |
| | | | 4,644 | | | | | | 568,286 | | |
Teradyne, Inc. |
| | | | 2,274 | | | | | | 207,798 | | |
Texas Instruments, Inc. |
| | | | 13,297 | | | | | | 2,223,258 | | |
Trimble, Inc.*
|
| | | | 3,600 | | | | | | 169,560 | | |
Twilio, Inc., Class A*
|
| | | | 2,533 | | | | | | 133,261 | | |
VeriSign, Inc.*
|
| | | | 1,352 | | | | | | 299,874 | | |
VMware, Inc., Class A*
|
| | | | 3,325 | | | | | | 415,725 | | |
Western Digital Corp.*
|
| | | | 4,623 | | | | | | 159,216 | | |
Workday, Inc., Class A*
|
| | | | 2,927 | | | | | | 544,832 | | |
Zebra Technologies Corp.,
Class A*
|
| | | | 748 | | | | | | 215,446 | | |
Zscaler, Inc.*(a)
|
| | | | 1,259 | | | | | | 113,436 | | |
Total Information Technology |
| | | | | | | | | | 131,154,049 | | |
Materials — 1.7% | | ||||||||||||
Air Products and Chemicals, Inc.
|
| | | | 3,248 | | | | | | 956,081 | | |
Albemarle Corp. |
| | | | 1,717 | | | | | | 318,435 | | |
Ball Corp. |
| | | | 4,565 | | | | | | 242,767 | | |
DuPont de Nemours, Inc. |
| | | | 6,672 | | | | | | 465,172 | | |
Ecolab, Inc. |
| | | | 3,695 | | | | | | 620,169 | | |
International Flavors & Fragrances,
Inc. |
| | | | 3,733 | | | | | | 361,952 | | |
LyondellBasell Industries NV,
Class A |
| | | | 3,776 | | | | | | 357,247 | | |
Martin Marietta Materials, Inc. |
| | | | 908 | | | | | | 329,785 | | |
Mosaic Co. (The) |
| | | | 4,975 | | | | | | 213,179 | | |
Newmont Corp. |
| | | | 11,628 | | | | | | 551,167 | | |
Packaging Corp. of America |
| | | | 1,338 | | | | | | 180,978 | | |
PPG Industries, Inc. |
| | | | 3,445 | | | | | | 483,196 | | |
Sherwin-Williams Co. (The) |
| | | | 3,479 | | | | | | 826,402 | | |
Vulcan Materials Co. |
| | | | 1,900 | | | | | | 332,728 | | |
Westrock Co. |
| | | | 3,680 | | | | | | 110,142 | | |
Total Materials |
| | | | | | | | | | 6,349,400 | | |
Real Estate — 3.1% | | ||||||||||||
Alexandria Real Estate Equities, Inc.
|
| | | | 2,389 | | | | | | 296,666 | | |
American Tower Corp. |
| | | | 6,815 | | | | | | 1,392,918 | | |
AvalonBay Communities, Inc. |
| | | | 2,003 | | | | | | 361,281 | | |
Boston Properties, Inc. |
| | | | 2,093 | | | | | | 111,682 | | |
CBRE Group, Inc., Class A*
|
| | | | 4,448 | | | | | | 340,984 | | |
Crown Castle, Inc. |
| | | | 6,323 | | | | | | 778,298 | | |
Digital Realty Trust, Inc. |
| | | | 4,213 | | | | | | 417,719 | | |
Equinix, Inc. |
| | | | 1,358 | | | | | | 983,301 | | |
Equity Residential |
| | | | 5,368 | | | | | | 339,526 | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks (continued) | | ||||||||||||
Real Estate (continued) | | ||||||||||||
Essex Property Trust, Inc. |
| | | | 948 | | | | | $ | 208,304 | | |
Extra Space Storage, Inc. |
| | | | 1,936 | | | | | | 294,349 | | |
Healthpeak Properties, Inc. |
| | | | 7,862 | | | | | | 172,728 | | |
Host Hotels & Resorts, Inc. |
| | | | 10,370 | | | | | | 167,683 | | |
Invitation Homes, Inc. |
| | | | 8,950 | | | | | | 298,662 | | |
Iron Mountain, Inc. |
| | | | 4,228 | | | | | | 233,555 | | |
Mid-America Apartment
Communities, Inc. |
| | | | 1,683 | | | | | | 258,845 | | |
Prologis, Inc. |
| | | | 13,505 | | | | | | 1,691,501 | | |
Public Storage |
| | | | 2,228 | | | | | | 656,881 | | |
Realty Income Corp. |
| | | | 9,167 | | | | | | 576,054 | | |
Simon Property Group, Inc. |
| | | | 4,754 | | | | | | 538,723 | | |
UDR, Inc. |
| | | | 4,742 | | | | | | 195,987 | | |
Ventas, Inc. |
| | | | 5,830 | | | | | | 280,132 | | |
Welltower, Inc. |
| | | | 6,925 | | | | | | 548,599 | | |
Weyerhaeuser Co. |
| | | | 10,765 | | | | | | 321,981 | | |
WP Carey, Inc. |
| | | | 3,010 | | | | | | 223,342 | | |
Total Real Estate |
| | | | | | | | | | 11,689,701 | | |
Utilities — 1.4% | | ||||||||||||
American Water Works Co., Inc. |
| | | | 2,657 | | | | | | 393,900 | | |
Avangrid, Inc. |
| | | | 1,037 | | | | | | 41,750 | | |
Consolidated Edison, Inc. |
| | | | 5,194 | | | | | | 511,453 | | |
Dominion Energy, Inc. |
| | | | 12,201 | | | | | | 697,165 | | |
Edison International |
| | | | 5,593 | | | | | | 411,645 | | |
Eversource Energy |
| | | | 5,058 | | | | | | 392,552 | | |
NextEra Energy, Inc. |
| | | | 29,083 | | | | | | 2,228,630 | | |
Public Service Enterprise Group, Inc.
|
| | | | 7,301 | | | | | | 461,423 | | |
Total Utilities |
| | | | | | | | | | 5,138,518 | | |
Total
Common Stocks (Cost $354,104,192) |
| | | | | | | | | | 376,123,852 | | |
|
| | |
Shares |
| |
Value |
| ||||||
Short-Term Investments — 0.0%(b) | | ||||||||||||
Money Market Funds — 0.0%(b) | | ||||||||||||
Dreyfus Government Cash
Management Fund, Institutional Shares, 4.76%(c)(d) |
| | | | 16,686 | | | | | $ | 16,686 | | |
Dreyfus
Institutional Preferred Government Money Market Fund, Institutional
Shares, 4.81%(c)
|
| | | | 98,228 | | | | | | 98,228 | | |
Total
Short-Term Investments (Cost $114,914) |
| | | | | | | | | | 114,914 | | |
Total
Investments — 99.9% (Cost $354,219,106) |
| | | | | | | | | | 376,238,766 | | |
Other
Assets and Liabilities, Net — 0.1% |
| | | | | | | | | | 205,618 | | |
Net Assets — 100.0% |
| | | | | | | | | $ | 376,444,384 | | |
|
Description |
| |
Level 1
|
| |
Level 2
|
| |
Level 3
|
| |
Total |
| ||||||||||||
Asset Valuation Inputs | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments in Securities:(e) | | | | | | | | | | | | | | | | | | | | | | | | | |
Common Stocks |
| | | $ | 376,123,852 | | | | | $ | — | | | | | $ | — | | | | | $ | 376,123,852 | | |
Short-Term Investments: | | | | | | | | | | | | | | | | | | | | | | | | | |
Money Market Funds |
| | | | 114,914 | | | | | | — | | | | | | — | | | | | | 114,914 | | |
Total Investments in Securities |
| | | $ | 376,238,766 | | | | | $ | — | | | | | $ | — | | | | | $ | 376,238,766 | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks — 99.9% | | ||||||||||||
Communication Services — 3.0% | | ||||||||||||
Alphabet, Inc., Class A*
|
| | | | 26,678 | | | | | $ | 2,863,617 | | |
Electronic Arts, Inc. |
| | | | 22,693 | | | | | | 2,888,365 | | |
T-Mobile US, Inc.*
|
| | | | 18,920 | | | | | | 2,722,588 | | |
Total Communication Services |
| | | | | | | | | | 8,474,570 | | |
Consumer Discretionary — 9.4% | | ||||||||||||
AutoZone, Inc.*
|
| | | | 1,123 | | | | | | 2,990,897 | | |
Home Depot, Inc. (The) |
| | | | 9,285 | | | | | | 2,790,514 | | |
Lowe’s Cos., Inc. |
| | | | 13,704 | | | | | | 2,848,102 | | |
McDonald’s Corp. |
| | | | 9,750 | | | | | | 2,883,562 | | |
O’Reilly Automotive, Inc.*
|
| | | | 3,245 | | | | | | 2,976,671 | | |
Ross Stores, Inc. |
| | | | 25,989 | | | | | | 2,773,806 | | |
Starbucks Corp. |
| | | | 26,318 | | | | | | 3,007,884 | | |
TJX Cos., Inc. (The) |
| | | | 34,867 | | | | | | 2,748,217 | | |
Yum! Brands, Inc. |
| | | | 20,953 | | | | | | 2,945,573 | | |
Total Consumer Discretionary |
| | | | | | | | | | 25,965,226 | | |
Consumer Staples — 10.0% | | ||||||||||||
Altria Group, Inc. |
| | | | 61,418 | | | | | | 2,917,969 | | |
Archer-Daniels-Midland Co. |
| | | | 34,157 | | | | | | 2,666,979 | | |
Costco Wholesale Corp. |
| | | | 5,528 | | | | | | 2,781,800 | | |
Dollar General Corp. |
| | | | 12,948 | | | | | | 2,867,464 | | |
Dollar Tree, Inc.*
|
| | | | 19,134 | | | | | | 2,941,087 | | |
Estee Lauder Cos., Inc. (The),
Class A |
| | | | 11,057 | | | | | | 2,727,983 | | |
Keurig Dr Pepper, Inc. |
| | | | 77,678 | | | | | | 2,540,071 | | |
Kraft Heinz Co. (The) |
| | | | 70,868 | | | | | | 2,782,986 | | |
PepsiCo, Inc. |
| | | | 14,972 | | | | | | 2,858,005 | | |
Walmart, Inc. |
| | | | 18,573 | | | | | | 2,803,966 | | |
Total Consumer Staples |
| | | | | | | | | | 27,888,310 | | |
Energy — 5.0% | | ||||||||||||
Cheniere Energy, Inc. |
| | | | 17,258 | | | | | | 2,640,474 | | |
Chevron Corp. |
| | | | 16,680 | | | | | | 2,811,914 | | |
Exxon Mobil Corp. |
| | | | 25,047 | | | | | | 2,964,062 | | |
Kinder Morgan, Inc. |
| | | | 155,632 | | | | | | 2,669,089 | | |
Williams Cos., Inc. (The) |
| | | | 91,566 | | | | | | 2,770,787 | | |
Total Energy |
| | | | | | | | | | 13,856,326 | | |
Financials — 16.3% | | ||||||||||||
Aflac, Inc. |
| | | | 42,476 | | | | | | 2,966,949 | | |
Allstate Corp. (The) |
| | | | 24,559 | | | | | | 2,842,950 | | |
American International Group, Inc.
|
| | | | 54,955 | | | | | | 2,914,813 | | |
Aon PLC, Class A |
| | | | 8,711 | | | | | | 2,832,643 | | |
Bank of New York Mellon Corp. (The)
|
| | | | 60,028 | | | | | | 2,556,593 | | |
Charles Schwab Corp. (The) |
| | | | 52,320 | | | | | | 2,733,197 | | |
Chubb Ltd. |
| | | | 14,145 | | | | | | 2,851,066 | | |
Fiserv, Inc.*
|
| | | | 24,245 | | | | | | 2,960,799 | | |
Global Payments, Inc. |
| | | | 26,041 | | | | | | 2,935,081 | | |
Goldman Sachs Group, Inc. (The) |
| | | | 8,433 | | | | | | 2,896,230 | | |
MetLife, Inc. |
| | | | 47,883 | | | | | | 2,936,664 | | |
Morgan Stanley |
| | | | 31,283 | | | | | | 2,814,532 | | |
Nasdaq, Inc. |
| | | | 50,240 | | | | | | 2,781,789 | | |
PNC Financial Services
Group, Inc. (The) |
| | | | 21,562 | | | | | | 2,808,450 | | |
Travelers Cos., Inc. (The) |
| | | | 15,915 | | | | | | 2,882,843 | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks (continued) | | ||||||||||||
Financials (continued) | | ||||||||||||
US Bancorp |
| | | | 76,019 | | | | | $ | 2,605,931 | | |
Total Financials |
| | | | | | | | | | 45,320,530 | | |
Health Care — 18.2% | | ||||||||||||
Abbott Laboratories |
| | | | 27,427 | | | | | | 3,029,861 | | |
AbbVie, Inc. |
| | | | 17,119 | | | | | | 2,587,023 | | |
Biogen, Inc.*
|
| | | | 9,872 | | | | | | 3,003,359 | | |
Centene Corp.*
|
| | | | 43,354 | | | | | | 2,988,391 | | |
Cigna Corp. |
| | | | 10,725 | | | | | | 2,716,535 | | |
CVS Health Corp. |
| | | | 36,880 | | | | | | 2,703,673 | | |
Danaher Corp. |
| | | | 10,931 | | | | | | 2,589,663 | | |
Elevance Health, Inc. |
| | | | 5,918 | | | | | | 2,773,471 | | |
Gilead Sciences, Inc. |
| | | | 33,275 | | | | | | 2,735,538 | | |
Humana, Inc. |
| | | | 5,658 | | | | | | 3,001,512 | | |
McKesson Corp. |
| | | | 7,698 | | | | | | 2,803,920 | | |
Pfizer, Inc. |
| | | | 67,202 | | | | | | 2,613,486 | | |
Regeneron Pharmaceuticals, Inc.*
|
| | | | 3,343 | | | | | | 2,680,384 | | |
ResMed, Inc. |
| | | | 12,526 | | | | | | 3,018,265 | | |
Seagen, Inc.*
|
| | | | 13,535 | | | | | | 2,707,000 | | |
Thermo Fisher Scientific, Inc. |
| | | | 4,755 | | | | | | 2,638,549 | | |
UnitedHealth Group, Inc. |
| | | | 5,792 | | | | | | 2,850,185 | | |
Vertex Pharmaceuticals, Inc.*
|
| | | | 8,718 | | | | | | 2,970,484 | | |
Total Health Care |
| | | | | | | | | | 50,411,299 | | |
Industrials — 12.8% | | ||||||||||||
AMETEK, Inc. |
| | | | 18,875 | | | | | | 2,603,429 | | |
Copart, Inc.*
|
| | | | 36,366 | | | | | | 2,874,732 | | |
CSX Corp. |
| | | | 91,533 | | | | | | 2,804,571 | | |
Deere & Co. |
| | | | 6,638 | | | | | | 2,509,297 | | |
Eaton Corp. PLC |
| | | | 15,959 | | | | | | 2,667,068 | | |
General Dynamics Corp. |
| | | | 12,036 | | | | | | 2,627,940 | | |
L3Harris Technologies, Inc. |
| | | | 13,996 | | | | | | 2,731,319 | | |
Lockheed Martin Corp. |
| | | | 5,797 | | | | | | 2,692,417 | | |
Northrop Grumman Corp. |
| | | | 5,935 | | | | | | 2,737,638 | | |
PACCAR, Inc. |
| | | | 37,522 | | | | | | 2,802,518 | | |
Republic Services, Inc. |
| | | | 20,219 | | | | | | 2,924,072 | | |
Trane Technologies PLC |
| | | | 14,895 | | | | | | 2,767,640 | | |
WW Grainger, Inc. |
| | | | 3,988 | | | | | | 2,773,933 | | |
Total Industrials |
| | | | | | | | | | 35,516,574 | | |
Information Technology — 18.2% | | ||||||||||||
Accenture PLC, Class A |
| | | | 9,662 | | | | | | 2,708,162 | | |
Amphenol Corp., Class A |
| | | | 33,726 | | | | | | 2,545,301 | | |
Analog Devices, Inc. |
| | | | 13,895 | | | | | | 2,499,433 | | |
Broadcom, Inc. |
| | | | 4,325 | | | | | | 2,709,612 | | |
Cadence Design Systems, Inc.*
|
| | | | 13,131 | | | | | | 2,750,288 | | |
Cisco Systems, Inc. |
| | | | 52,860 | | | | | | 2,497,635 | | |
Cognizant Technology
Solutions Corp., Class A |
| | | | 45,085 | | | | | | 2,692,025 | | |
Corning, Inc. |
| | | | 78,722 | | | | | | 2,615,145 | | |
HP, Inc. |
| | | | 93,373 | | | | | | 2,774,112 | | |
Intel Corp. |
| | | | 83,884 | | | | | | 2,605,437 | | |
International Business Machines Corp.
|
| | | | 20,853 | | | | | | 2,636,028 | | |
Microsoft Corp. |
| | | | 9,642 | | | | | | 2,962,601 | | |
| | |
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Value |
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Common Stocks (continued) | | ||||||||||||
Information Technology (continued) | | ||||||||||||
Motorola Solutions, Inc. |
| | | | 9,579 | | | | | $ | 2,791,321 | | |
Oracle Corp. |
| | | | 29,848 | | | | | | 2,827,202 | | |
Roper Technologies, Inc. |
| | | | 6,203 | | | | | | 2,821,000 | | |
Snowflake, Inc., Class A*
|
| | | | 17,761 | | | | | | 2,630,049 | | |
TE Connectivity Ltd. |
| | | | 21,032 | | | | | | 2,573,686 | | |
Texas Instruments, Inc. |
| | | | 14,941 | | | | | | 2,498,135 | | |
Zoom
Video Communications, Inc., Class A*
|
| | | | 37,113 | | | | | | 2,279,852 | | |
Total Information Technology |
| | | | | | | | | | 50,417,024 | | |
Materials — 2.0% | | ||||||||||||
Corteva, Inc. |
| | | | 45,126 | | | | | | 2,758,101 | | |
Dow, Inc. |
| | | | 50,465 | | | | | | 2,745,296 | | |
Total Materials |
| | | | | | | | | | 5,503,397 | | |
Real Estate — 3.0% | | ||||||||||||
AvalonBay Communities, Inc. |
| | | | 16,307 | | | | | | 2,941,293 | | |
Public Storage |
| | | | 9,071 | | | | | | 2,674,403 | | |
Realty Income Corp. |
| | | | 43,201 | | | | | | 2,714,751 | | |
Total Real Estate |
| | | | | | | | | | 8,330,447 | | |
|
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Value |
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Common Stocks (continued) | | ||||||||||||
Utilities — 2.0% | | ||||||||||||
American Water Works Co., Inc. |
| | | | 18,765 | | | | | $ | 2,781,911 | | |
Sempra Energy |
| | | | 18,222 | | | | | | 2,833,339 | | |
Total Utilities |
| | | | | | | | | | 5,615,250 | | |
Total
Common Stocks (Cost $265,950,210) |
| | | | | | | | | | 277,298,953 | | |
Short-Term Investment — 0.0%(a) | | ||||||||||||
Money Market Fund — 0.0%(a) | | | | | | | | | | | | | |
Dreyfus Institutional
Preferred Government Money Market Fund, Institutional Shares, 4.81%(b) (Cost $129,106) |
| | | | 129,106 | | | | |
|
129,106 |
| |
Total
Investments — 99.9% (Cost $266,079,316) |
| | | | | | | | | | 277,428,059 | | |
Other
Assets and Liabilities, Net — 0.1% |
| | | | | | | | | | 198,214 | | |
Net Assets — 100.0% |
| | | | | | | | | $ | 277,626,273 | | |
|
Description |
| |
Level 1
|
| |
Level 2
|
| |
Level 3
|
| |
Total |
| ||||||||||||
Asset Valuation Inputs | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments in Securities:(c) | | | | | | | | | | | | | | | | | | | | | | | | | |
Common Stocks |
| | | $ | 277,298,953 | | | | | $ | — | | | | | $ | — | | | | | $ | 277,298,953 | | |
Short-Term Investment: | | | | | | | | | | | | | | | | | | | | | | | | | |
Money Market Fund |
| | | | 129,106 | | | | | | — | | | | | | — | | | | | | 129,106 | | |
Total Investments in Securities |
| | | $ | 277,428,059 | | | | | $ | — | | | | | $ | — | | | | | $ | 277,428,059 | | |
| | |
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Value |
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Common Stocks — 99.9% | | ||||||||||||
Communication Services — 2.2% | | ||||||||||||
AMC Networks, Inc., Class A*
|
| | | | 28,579 | | | | | $ | 505,562 | | |
EchoStar Corp., Class A*
|
| | | | 27,845 | | | | | | 475,314 | | |
IDT Corp., Class B*
|
| | | | 14,729 | | | | | | 489,150 | | |
Liberty Latin America Ltd.,
Class C*
|
| | | | 60,895 | | | | | | 540,748 | | |
Madison Square Garden
Entertainment Corp.*(a)
|
| | | | 8,509 | | | | | | 274,585 | | |
QuinStreet, Inc.*
|
| | | | 31,852 | | | | | | 353,876 | | |
Scholastic Corp. |
| | | | 14,754 | | | | | | 567,586 | | |
Sinclair Broadcast Group, Inc.,
Class A |
| | | | 29,284 | | | | | | 582,459 | | |
Sphere Entertainment Co.*
|
| | | | 8,509 | | | | | | 239,443 | | |
Stagwell, Inc.*
|
| | | | 67,716 | | | | | | 421,194 | | |
Thryv Holdings, Inc.*
|
| | | | 22,219 | | | | | | 499,039 | | |
United States Cellular Corp.*
|
| | | | 24,239 | | | | | | 514,836 | | |
Total Communication Services |
| | | | | | | | | | 5,463,792 | | |
Consumer Discretionary — 9.7% | | ||||||||||||
Academy Sports & Outdoors, Inc.
|
| | | | 7,704 | | | | | | 489,358 | | |
Accel Entertainment, Inc.*
|
| | | | 56,093 | | | | | | 496,423 | | |
Adtalem Global Education, Inc.*
|
| | | | 13,010 | | | | | | 527,816 | | |
Arko Corp. |
| | | | 59,016 | | | | | | 493,374 | | |
Asbury Automotive Group, Inc.*
|
| | | | 2,392 | | | | | | 462,756 | | |
Bowlero Corp.*
|
| | | | 29,650 | | | | | | 433,779 | | |
Buckle, Inc. (The) |
| | | | 14,203 | | | | | | 476,227 | | |
Carriage Services, Inc. |
| | | | 16,739 | | | | | | 480,577 | | |
Cavco Industries, Inc.*
|
| | | | 1,582 | | | | | | 474,948 | | |
Cheesecake Factory, Inc. (The)(a)
|
| | | | 14,203 | | | | | | 478,499 | | |
Chegg, Inc.*
|
| | | | 30,768 | | | | | | 553,209 | | |
Clarus Corp. |
| | | | 53,167 | | | | | | 517,315 | | |
Denny’s Corp.*
|
| | | | 45,063 | | | | | | 505,156 | | |
Dillard’s, Inc., Class A |
| | | | 1,653 | | | | | | 493,239 | | |
Dorman Products, Inc.*
|
| | | | 5,907 | | | | | | 508,947 | | |
Duolingo, Inc.*
|
| | | | 3,522 | | | | | | 479,555 | | |
Ethan Allen Interiors, Inc. |
| | | | 18,590 | | | | | | 519,219 | | |
GoPro, Inc., Class A*
|
| | | | 101,952 | | | | | | 436,355 | | |
Graham Holdings Co., Class B
|
| | | | 846 | | | | | | 486,932 | | |
Grand Canyon Education, Inc.*
|
| | | | 4,465 | | | | | | 529,995 | | |
Group 1 Automotive, Inc. |
| | | | 2,219 | | | | | | 498,121 | | |
Hyatt Hotels Corp., Class A*
|
| | | | 4,492 | | | | | | 513,436 | | |
Johnson Outdoors, Inc., Class A
|
| | | | 8,092 | | | | | | 469,336 | | |
KB Home |
| | | | 12,364 | | | | | | 541,790 | | |
Kontoor Brands, Inc. |
| | | | 10,552 | | | | | | 476,634 | | |
La-Z-Boy, Inc. |
| | | | 17,587 | | | | | | 505,274 | | |
LCI Industries |
| | | | 4,574 | | | | | | 516,679 | | |
Levi Strauss & Co., Class A(a)
|
| | | | 27,889 | | | | | | 403,275 | | |
Malibu Boats, Inc., Class A*
|
| | | | 8,900 | | | | | | 505,075 | | |
MarineMax, Inc.*
|
| | | | 17,593 | | | | | | 512,308 | | |
MDC Holdings, Inc. |
| | | | 12,971 | | | | | | 531,422 | | |
Meritage Homes Corp. |
| | | | 4,304 | | | | | | 551,127 | | |
Monarch Casino & Resort, Inc.
|
| | | | 6,858 | | | | | | 475,671 | | |
Movado Group, Inc. |
| | | | 17,327 | | | | | | 443,918 | | |
OneSpaWorld Holdings Ltd.*
|
| | | | 41,904 | | | | | | 502,848 | | |
Papa John’s International, Inc. |
| | | | 6,629 | | | | | | 495,783 | | |
Perdoceo Education Corp.*
|
| | | | 37,413 | | | | | | 485,621 | | |
Playa Hotels & Resorts NV*
|
| | | | 52,762 | | | | | | 491,214 | | |
Ralph Lauren Corp. |
| | | | 4,267 | | | | | | 489,809 | | |
RCI Hospitality Holdings, Inc. |
| | | | 6,443 | | | | | | 482,581 | | |
Standard Motor Products, Inc. |
| | | | 13,677 | | | | | | 492,509 | | |
Steven Madden Ltd. |
| | | | 13,855 | | | | | | 485,479 | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks (continued) | | ||||||||||||
Consumer Discretionary (continued) | | ||||||||||||
Strategic Education, Inc. |
| | | | 5,591 | | | | | $ | 492,008 | | |
Stride, Inc.*
|
| | | | 12,833 | | | | | | 551,306 | | |
Travel + Leisure Co. |
| | | | 12,819 | | | | | | 490,583 | | |
Tri Pointe Homes, Inc.*
|
| | | | 19,906 | | | | | | 570,904 | | |
Vacasa, Inc., Class A*
|
| | | | 522,196 | | | | | | 415,981 | | |
Vista Outdoor, Inc.*(a)
|
| | | | 18,130 | | | | | | 436,933 | | |
Total Consumer Discretionary |
| | | | | | | | | | 23,671,304 | | |
Consumer Staples — 4.3% | | ||||||||||||
Andersons, Inc. (The) |
| | | | 11,962 | | | | | | 534,701 | | |
Calavo Growers, Inc. |
| | | | 17,463 | | | | | | 558,118 | | |
Cal-Maine Foods, Inc. |
| | | | 8,252 | | | | | | 391,970 | | |
Central Garden & Pet Co.,
Class A*
|
| | | | 12,968 | | | | | | 458,159 | | |
Coca-Cola Consolidated, Inc. |
| | | | 929 | | | | | | 547,608 | | |
Duckhorn Portfolio, Inc. (The)*
|
| | | | 31,709 | | | | | | 478,806 | | |
Fresh Del Monte Produce, Inc. |
| | | | 16,558 | | | | | | 475,380 | | |
Herbalife Ltd.*
|
| | | | 30,976 | | | | | | 460,303 | | |
Hostess Brands, Inc.*
|
| | | | 20,204 | | | | | | 520,455 | | |
Ingles Markets, Inc., Class A
|
| | | | 5,666 | | | | | | 521,499 | | |
Inter Parfums, Inc. |
| | | | 3,489 | | | | | | 529,595 | | |
John B Sanfilippo & Son, Inc.
|
| | | | 5,110 | | | | | | 531,185 | | |
Medifast, Inc. |
| | | | 4,850 | | | | | | 444,503 | | |
MGP Ingredients, Inc. |
| | | | 5,262 | | | | | | 519,254 | | |
PriceSmart, Inc. |
| | | | 7,027 | | | | | | 517,749 | | |
SpartanNash Co. |
| | | | 20,119 | | | | | | 493,318 | | |
TreeHouse Foods, Inc.*
|
| | | | 9,990 | | | | | | 531,968 | | |
United Natural Foods, Inc.*
|
| | | | 19,351 | | | | | | 527,702 | | |
Universal Corp. |
| | | | 9,556 | | | | | | 524,529 | | |
USANA Health Sciences, Inc.*
|
| | | | 7,962 | | | | | | 528,438 | | |
Vector Group Ltd. |
| | | | 41,911 | | | | | | 533,946 | | |
Total Consumer Staples |
| | | | | | | | | | 10,629,186 | | |
Energy — 2.9% | | ||||||||||||
Arch Resources, Inc. |
| | | | 3,821 | | | | | | 467,117 | | |
Archrock, Inc. |
| | | | 51,287 | | | | | | 527,743 | | |
Bristow Group, Inc.*
|
| | | | 22,446 | | | | | | 502,117 | | |
California Resources Corp. |
| | | | 12,909 | | | | | | 522,815 | | |
CNX Resources Corp.*(a)
|
| | | | 31,389 | | | | | | 487,471 | | |
Crescent Energy Co., Class A
|
| | | | 45,266 | | | | | | 525,991 | | |
Denbury, Inc.*
|
| | | | 5,840 | | | | | | 545,339 | | |
Dril-Quip, Inc.*
|
| | | | 17,664 | | | | | | 481,874 | | |
Expro Group Holdings NV*
|
| | | | 26,938 | | | | | | 535,797 | | |
Gulfport Energy Corp.*
|
| | | | 6,269 | | | | | | 567,094 | | |
International Seaways, Inc. |
| | | | 11,959 | | | | | | 476,207 | | |
REX American Resources Corp.*
|
| | | | 17,387 | | | | | | 491,878 | | |
Valaris Ltd.*
|
| | | | 7,725 | | | | | | 463,500 | | |
World Fuel Services Corp. |
| | | | 19,950 | | | | | | 471,618 | | |
Total Energy |
| | | | | | | | | | 7,066,561 | | |
Financials — 20.6% | | ||||||||||||
Amalgamated Financial Corp. |
| | | | 28,402 | | | | | | 462,385 | | |
A-Mark Precious Metals, Inc. |
| | | | 14,497 | | | | | | 518,993 | | |
American Equity
Investment Life Holding Co. |
| | | | 13,674 | | | | | | 526,996 | | |
Ameris Bancorp |
| | | | 13,500 | | | | | | 452,250 | | |
AssetMark Financial Holdings, Inc.*
|
| | | | 15,932 | | | | | | 488,794 | | |
Associated Banc-Corp. |
| | | | 27,943 | | | | | | 498,224 | | |
Atlantic Union Bankshares Corp.(a)
|
| | | | 14,187 | | | | | | 406,032 | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks (continued) | | ||||||||||||
Financials (continued) | | ||||||||||||
Axis Capital Holdings Ltd. |
| | | | 9,145 | | | | | $ | 517,058 | | |
Axos Financial, Inc.*
|
| | | | 13,611 | | | | | | 553,559 | | |
Bancorp, Inc. (The)*
|
| | | | 17,611 | | | | | | 561,967 | | |
Bank of Marin Bancorp |
| | | | 22,956 | | | | | | 404,714 | | |
Bridge Investment Group
Holdings, Inc., Class A |
| | | | 44,351 | | | | | | 443,066 | | |
Bridgewater Bancshares, Inc.*
|
| | | | 46,349 | | | | | | 461,173 | | |
Brighthouse Financial, Inc.*
|
| | | | 11,545 | | | | | | 510,289 | | |
Business First Bancshares, Inc. |
| | | | 28,963 | | | | | | 446,609 | | |
Byline Bancorp, Inc. |
| | | | 23,021 | | | | | | 445,456 | | |
Capital City Bank Group, Inc. |
| | | | 16,840 | | | | | | 512,946 | | |
Capstar Financial Holdings, Inc.
|
| | | | 33,522 | | | | | | 448,524 | | |
Cass Information Systems, Inc. |
| | | | 11,456 | | | | | | 419,060 | | |
Central Pacific Financial Corp. |
| | | | 28,070 | | | | | | 445,752 | | |
CNO Financial Group, Inc. |
| | | | 22,745 | | | | | | 510,398 | | |
Coastal Financial Corp./Wa*
|
| | | | 13,953 | | | | | | 505,796 | | |
Columbia Banking System, Inc. |
| | | | 23,688 | | | | | | 505,976 | | |
Community Trust Bancorp, Inc. |
| | | | 12,975 | | | | | | 467,230 | | |
ConnectOne Bancorp, Inc. |
| | | | 27,763 | | | | | | 438,100 | | |
CrossFirst Bankshares, Inc.*
|
| | | | 47,427 | | | | | | 475,693 | | |
Diamond Hill Investment Group, Inc.
|
| | | | 3,100 | | | | | | 502,572 | | |
Employers Holdings, Inc. |
| | | | 11,913 | | | | | | 471,636 | | |
Enova International, Inc.*
|
| | | | 11,353 | | | | | | 498,624 | | |
Enstar Group Ltd.*
|
| | | | 2,174 | | | | | | 523,064 | | |
Enterprise Financial Services Corp.
|
| | | | 11,174 | | | | | | 477,800 | | |
Equity Bancshares, Inc., Class A
|
| | | | 20,229 | | | | | | 476,393 | | |
Evercore, Inc., Class A |
| | | | 4,444 | | | | | | 506,927 | | |
EVERTEC, Inc. |
| | | | 14,977 | | | | | | 519,552 | | |
Farmers National Banc Corp. |
| | | | 39,545 | | | | | | 462,281 | | |
Federated Hermes, Inc. |
| | | | 12,387 | | | | | | 512,698 | | |
First Bancshares, Inc. (The) |
| | | | 19,432 | | | | | | 487,743 | | |
First Busey Corp. |
| | | | 24,412 | | | | | | 443,810 | | |
First Commonwealth Financial Corp.
|
| | | | 39,771 | | | | | | 496,342 | | |
First Financial Corp. |
| | | | 13,411 | | | | | | 463,350 | | |
First Foundation, Inc. |
| | | | 67,441 | | | | | | 424,204 | | |
FirstCash Holdings, Inc. |
| | | | 5,258 | | | | | | 541,732 | | |
Flushing Financial Corp. |
| | | | 33,343 | | | | | | 401,116 | | |
FNB Corp. |
| | | | 42,633 | | | | | | 489,427 | | |
Genworth Financial, Inc.,
Class A*
|
| | | | 99,303 | | | | | | 576,950 | | |
Green Dot Corp., Class A*
|
| | | | 29,243 | | | | | | 502,687 | | |
Hancock Whitney Corp. |
| | | | 13,822 | | | | | | 504,779 | | |
Hanmi Financial Corp. |
| | | | 27,061 | | | | | | 437,306 | | |
HarborOne Bancorp, Inc. |
| | | | 40,946 | | | | | | 440,170 | | |
Heartland Financial USA, Inc. |
| | | | 13,102 | | | | | | 426,601 | | |
Heritage Commerce Corp. |
| | | | 60,316 | | | | | | 512,686 | | |
Hilltop Holdings, Inc. |
| | | | 16,797 | | | | | | 521,043 | | |
Horace Mann Educators Corp. |
| | | | 14,951 | | | | | | 467,667 | | |
Horizon Bancorp, Inc./In |
| | | | 45,227 | | | | | | 476,240 | | |
International Bancshares Corp. |
| | | | 11,604 | | | | | | 495,143 | | |
James River Group Holdings Ltd. |
| | | | 24,019 | | | | | | 467,650 | | |
Kearny Financial Corp. |
| | | | 61,877 | | | | | | 482,022 | | |
Kemper Corp. |
| | | | 9,143 | | | | | | 444,807 | | |
Lazard Ltd., Class A |
| | | | 15,250 | | | | | | 477,325 | | |
Live Oak Bancshares, Inc. |
| | | | 20,417 | | | | | | 481,025 | | |
MBIA, Inc.*
|
| | | | 54,259 | | | | | | 545,846 | | |
Mercantile Bank Corp. |
| | | | 16,293 | | | | | | 457,182 | | |
Merchants Bancorp |
| | | | 19,298 | | | | | | 447,714 | | |
Mercury General Corp. |
| | | | 15,784 | | | | | | 479,991 | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks (continued) | | ||||||||||||
Financials (continued) | | ||||||||||||
Metropolitan Bank Holding Corp.*
|
| | | | 14,822 | | | | | $ | 475,638 | | |
MGIC Investment Corp. |
| | | | 37,604 | | | | | | 559,171 | | |
Mid Penn Bancorp, Inc. |
| | | | 19,288 | | | | | | 436,295 | | |
Midland States Bancorp, Inc. |
| | | | 23,458 | | | | | | 469,160 | | |
MidWestOne Financial Group, Inc.
|
| | | | 20,618 | | | | | | 426,793 | | |
Mr Cooper Group, Inc.*
|
| | | | 12,261 | | | | | | 567,684 | | |
National Western Life
Group, Inc., Class A |
| | | | 2,072 | | | | | | 528,319 | | |
Nicolet Bankshares, Inc.*
|
| | | | 7,801 | | | | | | 447,075 | | |
NMI Holdings, Inc., Class A*
|
| | | | 22,735 | | | | | | 531,999 | | |
OceanFirst Financial Corp. |
| | | | 27,185 | | | | | | 434,960 | | |
OFG Bancorp |
| | | | 19,702 | | | | | | 503,780 | | |
Old Second Bancorp, Inc. |
| | | | 34,991 | | | | | | 430,039 | | |
Oscar Health, Inc., Class A*
|
| | | | 77,735 | | | | | | 523,157 | | |
PacWest Bancorp |
| | | | 50,456 | | | | | | 512,128 | | |
Pathward Financial, Inc. |
| | | | 12,142 | | | | | | 540,683 | | |
Peapack-Gladstone Financial Corp.
|
| | | | 16,964 | | | | | | 450,564 | | |
PennyMac Financial Services, Inc.
|
| | | | 8,549 | | | | | | 534,227 | | |
Peoples Bancorp, Inc. |
| | | | 19,379 | | | | | | 505,017 | | |
Piper Sandler Cos. |
| | | | 3,686 | | | | | | 499,232 | | |
PJT Partners, Inc., Class A
|
| | | | 6,865 | | | | | | 472,106 | | |
Premier Financial Corp. |
| | | | 23,814 | | | | | | 395,551 | | |
QCR Holdings, Inc. |
| | | | 11,157 | | | | | | 461,900 | | |
Radian Group, Inc. |
| | | | 22,872 | | | | | | 555,103 | | |
Renasant Corp. |
| | | | 16,434 | | | | | | 462,124 | | |
Repay Holdings Corp.*
|
| | | | 76,475 | | | | | | 479,498 | | |
S&T Bancorp, Inc. |
| | | | 15,978 | | | | | | 439,874 | | |
Safety Insurance Group, Inc. |
| | | | 6,705 | | | | | | 490,068 | | |
SiriusPoint Ltd.*
|
| | | | 61,806 | | | | | | 537,094 | | |
Southern Missouri Bancorp, Inc. |
| | | | 13,433 | | | | | | 487,349 | | |
Stewart Information Services Corp.
|
| | | | 12,707 | | | | | | 529,247 | | |
StoneX Group, Inc.*
|
| | | | 4,924 | | | | | | 482,897 | | |
Towne Bank |
| | | | 18,855 | | | | | | 446,675 | | |
UMB Financial Corp. |
| | | | 8,706 | | | | | | 553,789 | | |
United Community Banks, Inc. |
| | | | 17,569 | | | | | | 437,468 | | |
United Fire Group, Inc. |
| | | | 18,874 | | | | | | 507,711 | | |
Univest Financial Corp. |
| | | | 20,839 | | | | | | 419,281 | | |
Victory Capital Holdings, Inc.,
Class A |
| | | | 17,304 | | | | | | 528,464 | | |
Virtu Financial, Inc., Class A
|
| | | | 26,688 | | | | | | 535,094 | | |
Virtus Investment Partners, Inc.
|
| | | | 2,642 | | | | | | 481,399 | | |
Washington Federal, Inc. |
| | | | 16,424 | | | | | | 460,529 | | |
Total Financials |
| | | | | | | | | | 50,310,287 | | |
Health Care — 14.3% | | ||||||||||||
ACADIA Pharmaceuticals, Inc.*
|
| | | | 26,210 | | | | | | 559,059 | | |
Addus HomeCare Corp.*
|
| | | | 4,776 | | | | | | 390,390 | | |
Alkermes PLC*
|
| | | | 17,816 | | | | | | 508,647 | | |
Alphatec Holdings, Inc.*
|
| | | | 32,221 | | | | | | 465,271 | | |
Amphastar Pharmaceuticals, Inc.*
|
| | | | 13,254 | | | | | | 474,096 | | |
AngioDynamics, Inc.*
|
| | | | 48,590 | | | | | | 404,269 | | |
Arcus Biosciences, Inc.*
|
| | | | 27,565 | | | | | | 492,035 | | |
Artivion, Inc.*
|
| | | | 38,356 | | | | | | 531,998 | | |
Atea Pharmaceuticals, Inc.*
|
| | | | 153,080 | | | | | | 500,572 | | |
Avanos Medical, Inc.*
|
| | | | 16,900 | | | | | | 499,226 | | |
Bridgebio Pharma, Inc.*
|
| | | | 30,304 | | | | | | 440,014 | | |
CareDx, Inc.*
|
| | | | 54,675 | | | | | | 442,321 | | |
Century Therapeutics, Inc.*(a)
|
| | | | 144,799 | | | | | | 453,221 | | |
Coherus Biosciences, Inc.*
|
| | | | 73,456 | | | | | | 531,087 | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks (continued) | | ||||||||||||
Health Care (continued) | | ||||||||||||
Collegium Pharmaceutical, Inc.*
|
| | | | 20,732 | | | | | $ | 482,434 | | |
Computer Programs and
Systems, Inc.* |
| | | | 16,624 | | | | | | 430,229 | | |
Cross Country Healthcare, Inc.*
|
| | | | 22,512 | | | | | | 494,814 | | |
Cullinan Oncology, Inc.*
|
| | | | 49,119 | | | | | | 477,928 | | |
Deciphera Pharmaceuticals, Inc.*
|
| | | | 32,201 | | | | | | 457,576 | | |
Dyne Therapeutics, Inc.*
|
| | | | 43,615 | | | | | | 451,851 | | |
Emergent BioSolutions, Inc.*
|
| | | | 48,501 | | | | | | 428,264 | | |
EQRx, Inc.*
|
| | | | 263,238 | | | | | | 442,240 | | |
Evolent Health, Inc., Class A*
|
| | | | 15,487 | | | | | | 563,882 | | |
GoodRx Holdings, Inc., Class A*
|
| | | | 80,394 | | | | | | 375,440 | | |
Haemonetics Corp.*
|
| | | | 6,070 | | | | | | 508,120 | | |
Harmony Biosciences Holdings, Inc.*
|
| | | | 15,389 | | | | | | 496,141 | | |
HealthStream, Inc. |
| | | | 18,541 | | | | | | 456,850 | | |
Heska Corp.*
|
| | | | 5,143 | | | | | | 602,554 | | |
ICU Medical, Inc.*
|
| | | | 3,030 | | | | | | 573,094 | | |
ImmunityBio, Inc.*(a)
|
| | | | 276,400 | | | | | | 773,920 | | |
Immunovant, Inc.*(a)
|
| | | | 31,671 | | | | | | 511,170 | | |
Innoviva, Inc.*
|
| | | | 44,617 | | | | | | 523,357 | | |
Inogen, Inc.*
|
| | | | 40,262 | | | | | | 535,887 | | |
Integer Holdings Corp.*
|
| | | | 6,475 | | | | | | 533,216 | | |
Iovance Biotherapeutics, Inc.*
|
| | | | 82,239 | | | | | | 463,828 | | |
iRadimed Corp. |
| | | | 12,619 | | | | | | 525,329 | | |
Krystal Biotech, Inc.*
|
| | | | 6,217 | | | | | | 522,228 | | |
Ligand Pharmaceuticals, Inc.*
|
| | | | 6,904 | | | | | | 527,120 | | |
Lyell Immunopharma, Inc.*
|
| | | | 212,617 | | | | | | 431,613 | | |
Maravai
LifeSciences Holdings, Inc., Class A*
|
| | | | 36,475 | | | | | | 502,990 | | |
Merit Medical Systems, Inc.*
|
| | | | 6,867 | | | | | | 558,218 | | |
ModivCare, Inc.*
|
| | | | 6,064 | | | | | | 385,670 | | |
Multiplan Corp.*
|
| | | | 474,015 | | | | | | 463,729 | | |
National HealthCare Corp. |
| | | | 8,657 | | | | | | 501,327 | | |
Nkarta, Inc.*
|
| | | | 141,745 | | | | | | 701,638 | | |
Nuvation Bio, Inc.*
|
| | | | 299,710 | | | | | | 482,533 | | |
Orthofix Medical, Inc.*
|
| | | | 29,996 | | | | | | 564,825 | | |
OrthoPediatrics Corp.*
|
| | | | 11,349 | | | | | | 572,444 | | |
Pacira BioSciences, Inc.*
|
| | | | 12,203 | | | | | | 552,918 | | |
Patterson Cos., Inc. |
| | | | 18,908 | | | | | | 512,596 | | |
PMV Pharmaceuticals, Inc.*
|
| | | | 105,334 | | | | | | 485,590 | | |
Prestige Consumer Healthcare, Inc.*
|
| | | | 8,091 | | | | | | 497,839 | | |
PTC Therapeutics, Inc.*
|
| | | | 10,323 | | | | | | 569,210 | | |
Pulmonx Corp.*
|
| | | | 45,518 | | | | | | 534,836 | | |
REGENXBIO, Inc.*
|
| | | | 26,259 | | | | | | 508,374 | | |
Sana Biotechnology, Inc.*(a)
|
| | | | 152,143 | | | | | | 804,836 | | |
Scilex Holding Co.*
|
| | | | 34,109 | | | | | | 246,951 | | |
Sharecare, Inc.*
|
| | | | 353,840 | | | | | | 544,914 | | |
SI-BONE, Inc.*
|
| | | | 25,636 | | | | | | 566,556 | | |
SIGA Technologies, Inc.(a)
|
| | | | 86,974 | | | | | | 507,058 | | |
Supernus Pharmaceuticals, Inc.*
|
| | | | 13,775 | | | | | | 507,747 | | |
Travere Therapeutics, Inc.*
|
| | | | 22,342 | | | | | | 481,917 | | |
UFP Technologies, Inc.*
|
| | | | 3,841 | | | | | | 529,443 | | |
Vanda Pharmaceuticals, Inc.*
|
| | | | 72,313 | | | | | | 444,002 | | |
Varex Imaging Corp.*(a)
|
| | | | 28,017 | | | | | | 497,022 | | |
Veradigm, Inc.*
|
| | | | 38,360 | | | | | | 479,116 | | |
Vir Biotechnology, Inc.*
|
| | | | 21,897 | | | | | | 550,710 | | |
Xencor, Inc.*
|
| | | | 17,750 | | | | | | 469,310 | | |
Y-mAbs Therapeutics, Inc.*
|
| | | | 100,287 | | | | | | 600,719 | | |
Total Health Care |
| | | | | | | | | | 34,906,329 | | |
|
| | |
Shares |
| |
Value |
| ||||||
Common Stocks (continued) | | ||||||||||||
Industrials — 20.4% | | ||||||||||||
AAR Corp.*
|
| | | | 9,085 | | | | | $ | 479,506 | | |
ABM Industries, Inc. |
| | | | 11,196 | | | | | | 476,726 | | |
ACCO Brands Corp. |
| | | | 95,129 | | | | | | 435,691 | | |
Air Lease Corp. |
| | | | 12,759 | | | | | | 513,167 | | |
Alamo Group, Inc. |
| | | | 2,726 | | | | | | 481,766 | | |
Allison Transmission Holdings, Inc.
|
| | | | 11,155 | | | | | | 544,252 | | |
Ameresco, Inc., Class A*
|
| | | | 10,205 | | | | | | 424,528 | | |
API Group Corp.*
|
| | | | 22,580 | | | | | | 513,921 | | |
Applied Industrial Technologies, Inc.
|
| | | | 3,575 | | | | | | 484,984 | | |
Arcosa, Inc. |
| | | | 8,121 | | | | | | 548,492 | | |
Argan, Inc. |
| | | | 12,461 | | | | | | 501,306 | | |
Astec Industries, Inc. |
| | | | 12,349 | | | | | | 509,767 | | |
AZZ, Inc. |
| | | | 12,332 | | | | | | 465,286 | | |
Barrett Business Services, Inc. |
| | | | 5,634 | | | | | | 471,059 | | |
Beacon Roofing Supply, Inc.*
|
| | | | 8,564 | | | | | | 515,381 | | |
Boise Cascade Co. |
| | | | 7,970 | | | | | | 544,431 | | |
Brady Corp., Class A |
| | | | 9,470 | | | | | | 483,254 | | |
BrightView Holdings, Inc.*
|
| | | | 89,407 | | | | | | 494,421 | | |
Brink’s Co. (The) |
| | | | 7,636 | | | | | | 479,923 | | |
CBIZ, Inc.*
|
| | | | 10,098 | | | | | | 532,064 | | |
Columbus McKinnon Corp. |
| | | | 13,575 | | | | | | 471,188 | | |
Comfort Systems USA, Inc. |
| | | | 3,458 | | | | | | 516,936 | | |
Conduent, Inc.*
|
| | | | 146,491 | | | | | | 514,183 | | |
CoreCivic, Inc.*
|
| | | | 54,797 | | | | | | 481,666 | | |
CSW Industrials, Inc. |
| | | | 3,655 | | | | | | 492,219 | | |
Custom Truck One Source, Inc.*
|
| | | | 74,037 | | | | | | 464,952 | | |
Douglas Dynamics, Inc. |
| | | | 15,845 | | | | | | 464,417 | | |
Ducommun, Inc.*
|
| | | | 9,221 | | | | | | 461,050 | | |
Eagle Bulk Shipping, Inc.(a)
|
| | | | 10,830 | | | | | | 484,318 | | |
Encore Wire Corp. |
| | | | 2,761 | | | | | | 431,627 | | |
Energy Vault Holdings, Inc.*
|
| | | | 236,913 | | | | | | 400,383 | | |
EnerSys |
| | | | 5,856 | | | | | | 485,872 | | |
Ennis, Inc. |
| | | | 23,645 | | | | | | 459,422 | | |
ESCO Technologies, Inc. |
| | | | 5,262 | | | | | | 492,365 | | |
First Advantage Corp.*
|
| | | | 35,140 | | | | | | 451,900 | | |
Flowserve Corp. |
| | | | 14,777 | | | | | | 493,404 | | |
Forrester Research, Inc.*
|
| | | | 15,366 | | | | | | 475,424 | | |
Forward Air Corp. |
| | | | 4,743 | | | | | | 500,434 | | |
Franklin Electric Co., Inc. |
| | | | 5,382 | | | | | | 481,527 | | |
Genco Shipping & Trading Ltd.
|
| | | | 32,055 | | | | | | 493,968 | | |
GEO Group, Inc. (The)*
|
| | | | 63,381 | | | | | | 477,259 | | |
Gibraltar Industries, Inc.*
|
| | | | 10,344 | | | | | | 517,614 | | |
Global Industrial Co. |
| | | | 19,081 | | | | | | 508,509 | | |
Gorman-Rupp Co. (The) |
| | | | 20,441 | | | | | | 501,827 | | |
Granite Construction, Inc. |
| | | | 12,312 | | | | | | 469,457 | | |
Great Lakes Dredge & Dock Corp.*
|
| | | | 93,521 | | | | | | 535,875 | | |
Healthcare Services Group, Inc. |
| | | | 36,687 | | | | | | 572,684 | | |
Heartland Express, Inc. |
| | | | 31,891 | | | | | | 461,782 | | |
Heidrick & Struggles International,
Inc. |
| | | | 16,851 | | | | | | 423,129 | | |
Helios Technologies, Inc. |
| | | | 7,683 | | | | | | 462,056 | | |
Heritage-Crystal Clean, Inc.*
|
| | | | 14,334 | | | | | | 501,117 | | |
HireRight Holdings Corp.*
|
| | | | 47,607 | | | | | | 504,634 | | |
HNI Corp. |
| | | | 18,116 | | | | | | 470,654 | | |
Hub Group, Inc., Class A*
|
| | | | 6,039 | | | | | | 455,341 | | |
Hyster-Yale Materials Handling, Inc.
|
| | | | 10,197 | | | | | | 536,974 | | |
IES Holdings, Inc.*
|
| | | | 11,532 | | | | | | 498,067 | | |
Insperity, Inc. |
| | | | 4,220 | | | | | | 516,781 | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks (continued) | | ||||||||||||
Industrials (continued) | | ||||||||||||
Insteel Industries, Inc. |
| | | | 17,885 | | | | | $ | 492,374 | | |
Kadant, Inc. |
| | | | 2,432 | | | | | | 451,939 | | |
Kaman Corp. |
| | | | 21,934 | | | | | | 484,083 | | |
Kforce, Inc. |
| | | | 7,954 | | | | | | 470,400 | | |
Korn Ferry |
| | | | 9,760 | | | | | | 468,675 | | |
Kratos Defense &
Security Solutions, Inc.* |
| | | | 37,435 | | | | | | 482,911 | | |
Lindsay Corp. |
| | | | 3,371 | | | | | | 407,014 | | |
ManpowerGroup, Inc. |
| | | | 6,129 | | | | | | 464,027 | | |
Marten Transport Ltd. |
| | | | 24,314 | | | | | | 490,900 | | |
Matson, Inc. |
| | | | 8,284 | | | | | | 563,560 | | |
McGrath RentCorp |
| | | | 5,409 | | | | | | 480,752 | | |
MillerKnoll, Inc. |
| | | | 24,900 | | | | | | 423,549 | | |
Moog, Inc., Class A |
| | | | 4,990 | | | | | | 449,649 | | |
MSC Industrial Direct Co., Inc.,
Class A |
| | | | 6,003 | | | | | | 544,652 | | |
Mueller Industries, Inc. |
| | | | 6,849 | | | | | | 492,101 | | |
Mueller Water Products, Inc.,
Class A |
| | | | 36,042 | | | | | | 482,963 | | |
MYR Group, Inc.*
|
| | | | 3,986 | | | | | | 510,168 | | |
National Presto Industries, Inc.
|
| | | | 7,074 | | | | | | 481,173 | | |
NOW, Inc.*
|
| | | | 45,480 | | | | | | 485,272 | | |
NV5 Global, Inc.*
|
| | | | 4,848 | | | | | | 459,251 | | |
PGT Innovations, Inc.*
|
| | | | 20,009 | | | | | | 513,431 | | |
Planet Labs PBC*(a)
|
| | | | 127,850 | | | | | | 521,628 | | |
Primoris Services Corp. |
| | | | 20,409 | | | | | | 516,348 | | |
Proto Labs, Inc.*
|
| | | | 15,161 | | | | | | 436,182 | | |
Quanex Building Products Corp. |
| | | | 23,336 | | | | | | 445,718 | | |
Resources Connection, Inc. |
| | | | 29,541 | | | | | | 431,003 | | |
Rush Enterprises, Inc., Class A
|
| | | | 9,288 | | | | | | 493,286 | | |
Ryder System, Inc. |
| | | | 5,737 | | | | | | 454,141 | | |
Schneider National, Inc., Class B
|
| | | | 19,138 | | | | | | 500,841 | | |
SP Plus Corp.*
|
| | | | 14,926 | | | | | | 510,021 | | |
Standex International Corp. |
| | | | 4,167 | | | | | | 511,749 | | |
Sterling Check Corp.*
|
| | | | 44,987 | | | | | | 505,654 | | |
Sterling Infrastructure, Inc.*
|
| | | | 13,097 | | | | | | 483,541 | | |
Tennant Co. |
| | | | 7,446 | | | | | | 569,023 | | |
Terex Corp. |
| | | | 10,585 | | | | | | 471,985 | | |
Thermon Group Holdings, Inc.*
|
| | | | 20,104 | | | | | | 417,761 | | |
Triton International Ltd. |
| | | | 7,919 | | | | | | 654,664 | | |
TrueBlue, Inc.*
|
| | | | 28,544 | | | | | | 432,442 | | |
TTEC Holdings, Inc. |
| | | | 13,549 | | | | | | 461,614 | | |
Universal Logistics Holdings, Inc.
|
| | | | 17,239 | | | | | | 441,318 | | |
V2X, Inc.*
|
| | | | 12,725 | | | | | | 549,720 | | |
VSE Corp. |
| | | | 11,037 | | | | | | 466,755 | | |
Wabash National Corp. |
| | | | 20,362 | | | | | | 522,692 | | |
Watts
Water Technologies, Inc., Class A |
| | | | 3,035 | | | | | | 490,851 | | |
Werner Enterprises, Inc. |
| | | | 11,048 | | | | | | 499,038 | | |
Total Industrials |
| | | | | | | | | | 49,717,759 | | |
Information Technology — 12.9% | | ||||||||||||
A10 Networks, Inc. |
| | | | 32,646 | | | | | | 461,614 | | |
ACI Worldwide, Inc.*
|
| | | | 18,965 | | | | | | 480,384 | | |
Adeia, Inc. |
| | | | 56,714 | | | | | | 433,295 | | |
ADTRAN Holdings, Inc. |
| | | | 31,786 | | | | | | 289,888 | | |
Advanced Energy Industries, Inc.
|
| | | | 5,186 | | | | | | 448,589 | | |
Alkami Technology, Inc.*
|
| | | | 39,686 | | | | | | 475,835 | | |
Alteryx, Inc., Class A*
|
| | | | 8,682 | | | | | | 357,091 | | |
American Software, Inc., Class A
|
| | | | 39,843 | | | | | | 475,725 | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks (continued) | | ||||||||||||
Information Technology (continued) | | ||||||||||||
Belden, Inc. |
| | | | 5,886 | | | | | $ | 464,347 | | |
Benchmark Electronics, Inc. |
| | | | 21,434 | | | | | | 457,616 | | |
Blackbaud, Inc.*
|
| | | | 7,398 | | | | | | 513,088 | | |
Box, Inc., Class A*
|
| | | | 19,067 | | | | | | 504,513 | | |
Cohu, Inc.*
|
| | | | 13,093 | | | | | | 443,067 | | |
Couchbase, Inc.*
|
| | | | 36,132 | | | | | | 554,988 | | |
CTS Corp. |
| | | | 10,158 | | | | | | 398,295 | | |
Diodes, Inc.*
|
| | | | 5,442 | | | | | | 433,727 | | |
Edgio, Inc.*
|
| | | | 634,592 | | | | | | 419,465 | | |
Enfusion, Inc., Class A*
|
| | | | 48,537 | | | | | | 406,740 | | |
ePlus, Inc.*
|
| | | | 10,396 | | | | | | 452,642 | | |
Everbridge, Inc.*
|
| | | | 14,489 | | | | | | 380,771 | | |
FARO Technologies, Inc.*
|
| | | | 20,781 | | | | | | 485,236 | | |
FormFactor, Inc.*
|
| | | | 15,772 | | | | | | 430,733 | | |
Grid Dynamics Holdings, Inc.*
|
| | | | 43,840 | | | | | | 476,541 | | |
Hackett Group, Inc. (The) |
| | | | 27,385 | | | | | | 508,266 | | |
Insight Enterprises, Inc.*
|
| | | | 3,550 | | | | | | 429,373 | | |
InterDigital, Inc. |
| | | | 6,858 | | | | | | 464,561 | | |
Jamf Holding Corp.*
|
| | | | 25,872 | | | | | | 489,498 | | |
Kimball Electronics, Inc.*
|
| | | | 20,845 | | | | | | 419,610 | | |
Knowles Corp.*
|
| | | | 29,860 | | | | | | 504,037 | | |
LiveRamp Holdings, Inc.*
|
| | | | 23,293 | | | | | | 561,128 | | |
MeridianLink, Inc.*
|
| | | | 29,584 | | | | | | 441,985 | | |
Mitek Systems, Inc.*
|
| | | | 52,762 | | | | | | 475,913 | | |
N-able, Inc.*
|
| | | | 37,267 | | | | | | 475,154 | | |
NETGEAR, Inc.*
|
| | | | 27,144 | | | | | | 383,545 | | |
NetScout Systems, Inc.*
|
| | | | 17,670 | | | | | | 480,801 | | |
New Relic, Inc.*
|
| | | | 6,673 | | | | | | 476,919 | | |
Onto Innovation, Inc.*
|
| | | | 5,772 | | | | | | 467,417 | | |
OSI Systems, Inc.*
|
| | | | 4,922 | | | | | | 555,989 | | |
PDF Solutions, Inc.*
|
| | | | 11,929 | | | | | | 430,040 | | |
Pegasystems, Inc. |
| | | | 10,361 | | | | | | 472,669 | | |
Perficient, Inc.*
|
| | | | 6,961 | | | | | | 451,908 | | |
Photronics, Inc.*
|
| | | | 30,186 | | | | | | 436,490 | | |
Plexus Corp.*
|
| | | | 5,250 | | | | | | 459,218 | | |
PowerSchool Holdings, Inc.,
Class A*
|
| | | | 25,577 | | | | | | 534,048 | | |
Progress Software Corp.(a)
|
| | | | 8,919 | | | | | | 489,475 | | |
PROS Holdings, Inc.*
|
| | | | 18,341 | | | | | | 520,334 | | |
Rambus, Inc.*
|
| | | | 9,804 | | | | | | 434,709 | | |
Rapid7, Inc.*
|
| | | | 10,944 | | | | | | 531,988 | | |
Ribbon Communications, Inc.*
|
| | | | 145,471 | | | | | | 372,406 | | |
Rimini Street, Inc.*
|
| | | | 123,458 | | | | | | 461,733 | | |
RingCentral, Inc., Class A*
|
| | | | 16,380 | | | | | | 451,433 | | |
Sanmina Corp.*
|
| | | | 8,239 | | | | | | 430,570 | | |
ScanSource, Inc.*
|
| | | | 16,803 | | | | | | 459,562 | | |
SMART Global Holdings, Inc.*(a)
|
| | | | 29,146 | | | | | | 449,431 | | |
Smartsheet, Inc., Class A*
|
| | | | 10,609 | | | | | | 433,590 | | |
SolarWinds Corp.*
|
| | | | 59,653 | | | | | | 514,209 | | |
Sprinklr, Inc., Class A*
|
| | | | 38,766 | | | | | | 463,641 | | |
SPS Commerce, Inc.*
|
| | | | 3,348 | | | | | | 493,160 | | |
Squarespace, Inc., Class A*
|
| | | | 16,144 | | | | | | 502,078 | | |
Telos Corp.*
|
| | | | 195,102 | | | | | | 331,673 | | |
Teradata Corp.*
|
| | | | 12,676 | | | | | | 490,688 | | |
TTM Technologies, Inc.*
|
| | | | 37,247 | | | | | | 439,887 | | |
Unisys Corp.*
|
| | | | 129,502 | | | | | | 415,701 | | |
Veeco Instruments, Inc.*(a)
|
| | | | 23,909 | | | | | | 440,404 | | |
Verint Systems, Inc.*
|
| | | | 13,287 | | | | | | 484,843 | | |
Viavi Solutions, Inc.*
|
| | | | 46,399 | | | | | | 415,735 | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks (continued) | | ||||||||||||
Information Technology (continued) | | ||||||||||||
Vishay Intertechnology, Inc. |
| | | | 22,580 | | | | | $ | 480,728 | | |
Workiva, Inc.*
|
| | | | 4,907 | | | | | | 458,412 | | |
Yext, Inc.*
|
| | | | 52,288 | | | | | | 459,089 | | |
Total Information Technology |
| | | | | | | | | | 31,588,238 | | |
Materials — 4.8% | | ||||||||||||
American Vanguard Corp. |
| | | | 22,696 | | | | | | 436,898 | | |
Avient Corp. |
| | | | 12,390 | | | | | | 477,139 | | |
Cabot Corp. |
| | | | 6,565 | | | | | | 471,104 | | |
Chase Corp. |
| | | | 4,886 | | | | | | 534,186 | | |
Clearwater Paper Corp.*
|
| | | | 14,846 | | | | | | 535,941 | | |
Ecovyst, Inc.*
|
| | | | 45,893 | | | | | | 520,886 | | |
Greif, Inc., Class A |
| | | | 7,976 | | | | | | 500,813 | | |
Hawkins, Inc. |
| | | | 11,441 | | | | | | 461,530 | | |
Haynes International, Inc. |
| | | | 10,029 | | | | | | 471,463 | | |
HB Fuller Co. |
| | | | 7,276 | | | | | | 481,453 | | |
Ingevity Corp.*
|
| | | | 7,119 | | | | | | 510,717 | | |
Innospec, Inc. |
| | | | 4,891 | | | | | | 497,072 | | |
Koppers Holdings, Inc. |
| | | | 14,557 | | | | | | 477,615 | | |
Materion Corp. |
| | | | 4,329 | | | | | | 468,874 | | |
NewMarket Corp. |
| | | | 1,378 | | | | | | 550,649 | | |
O-I Glass, Inc.*
|
| | | | 22,130 | | | | | | 497,261 | | |
Orion Engineered Carbons SA |
| | | | 19,344 | | | | | | 468,318 | | |
Pactiv Evergreen, Inc. |
| | | | 63,221 | | | | | | 499,446 | | |
Sensient Technologies Corp. |
| | | | 6,666 | | | | | | 496,350 | | |
Stepan Co. |
| | | | 4,899 | | | | | | 451,688 | | |
Summit Materials, Inc., Class A*
|
| | | | 17,535 | | | | | | 480,634 | | |
SunCoke Energy, Inc. |
| | | | 55,964 | | | | | | 435,400 | | |
Warrior Met Coal, Inc. |
| | | | 13,685 | | | | | | 473,091 | | |
Worthington Industries, Inc. |
| | | | 7,813 | | | | | | 464,014 | | |
Total Materials |
| | | | | | | | | | 11,662,542 | | |
Real Estate — 5.4% | | ||||||||||||
Alexander & Baldwin, Inc. |
| | | | 26,575 | | | | | | 511,037 | | |
American Assets Trust, Inc. |
| | | | 27,025 | | | | | | 491,855 | | |
Apartment Investment
and Management Co., Class A |
| | | | 65,338 | | | | | | 511,597 | | |
Apple Hospitality REIT, Inc. |
| | | | 32,373 | | | | | | 482,034 | | |
Armada Hoffler Properties, Inc. |
| | | | 43,149 | | | | | | 505,706 | | |
Brandywine Realty Trust |
| | | | 106,229 | | | | | | 417,480 | | |
Chatham Lodging Trust |
| | | | 48,395 | | | | | | 495,565 | | |
Corporate Office Properties Trust
|
| | | | 21,195 | | | | | | 485,154 | | |
DiamondRock Hospitality Co. |
| | | | 61,806 | | | | | | 501,247 | | |
Douglas Emmett, Inc. |
| | | | 40,581 | | | | | | 522,683 | | |
Elme Communities |
| | | | 28,606 | | | | | | 492,881 | | |
EPR Properties |
| | | | 13,378 | | | | | | 561,341 | | |
Equity Commonwealth |
| | | | 24,682 | | | | | | 511,411 | | |
Forestar Group, Inc.*
|
| | | | 32,295 | | | | | | 624,585 | | |
Highwoods Properties, Inc. |
| | | | 22,062 | | | | | | 505,661 | | |
Industrial Logistics Properties Trust
|
| | | | 165,841 | | | | | | 341,633 | | |
JBG SMITH Properties |
| | | | 33,360 | | | | | | 476,047 | | |
Office Properties Income Trust |
| | | | 40,854 | | | | | | 266,368 | | |
Outfront Media, Inc. |
| | | | 30,957 | | | | | | 515,744 | | |
Pebblebrook Hotel Trust |
| | | | 35,791 | | | | | | 509,306 | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks (continued) | | ||||||||||||
Real Estate (continued) | | ||||||||||||
Piedmont Office Realty
Trust, Inc., Class A |
| | | | 68,829 | | | | | $ | 448,077 | | |
Plymouth Industrial REIT, Inc. |
| | | | 23,917 | | | | | | 484,080 | | |
PotlatchDeltic Corp. |
| | | | 10,150 | | | | | | 469,235 | | |
RLJ Lodging Trust |
| | | | 47,402 | | | | | | 478,760 | | |
Sunstone Hotel Investors, Inc. |
| | | | 50,859 | | | | | | 484,686 | | |
Whitestone REIT |
| | | | 54,978 | | | | | | 492,053 | | |
Xenia Hotels & Resorts, Inc.
|
| | | | 38,384 | | | | | | 485,941 | | |
Total Real Estate |
| | | | | | | | | | 13,072,167 | | |
Utilities — 2.4% | | ||||||||||||
ALLETE, Inc. |
| | | | 7,785 | | | | | | 485,628 | | |
Avista Corp. |
| | | | 11,805 | | | | | | 520,247 | | |
California Water Service Group |
| | | | 8,672 | | | | | | 486,326 | | |
Chesapeake Utilities Corp. |
| | | | 3,906 | | | | | | 482,391 | | |
Clearway Energy, Inc., Class C
|
| | | | 15,951 | | | | | | 484,432 | | |
Montauk Renewables, Inc.*
|
| | | | 63,706 | | | | | | 423,645 | | |
New Jersey Resources Corp. |
| | | | 9,453 | | | | | | 488,153 | | |
Northwest Natural Holding Co. |
| | | | 10,501 | | | | | | 493,127 | | |
NorthWestern Corp. |
| | | | 8,721 | | | | | | 511,225 | | |
Otter Tail Corp.(a)
|
| | | | 6,953 | | | | | | 500,268 | | |
SJW Group |
| | | | 6,549 | | | | | | 497,200 | | |
Unitil Corp. |
| | | | 8,870 | | | | | | 493,083 | | |
Total Utilities |
| | | | | | | | | | 5,865,725 | | |
Total
Common Stocks (Cost $254,418,529) |
| | | | | | | | | | 243,953,890 | | |
Short-Term Investments — 0.7% | | ||||||||||||
Money Market Funds — 0.7% | | ||||||||||||
Dreyfus
Government Cash Management Fund, Institutional Shares, 4.76%(b)(c)
|
| | | | 1,568,667 | | | | | | 1,568,667 | | |
Dreyfus
Institutional Preferred Government Money Market Fund, Institutional
Shares, 4.81%(b)
|
| | | | 220,970 | | | | | | 220,970 | | |
Total
Short-Term Investments (Cost $1,789,637) |
| | | | | | | | | | 1,789,637 | | |
Total
Investments — 100.6% (Cost $256,208,166) |
| | | | | | | | | | 245,743,527 | | |
Other
Assets and Liabilities, Net — (0.6)% |
| | | | | | | | | | (1,540,161) | | |
Net Assets — 100.0% |
| | | | | | | | | $ | 244,203,366 | | |
|
Description |
| |
Level 1
|
| |
Level 2
|
| |
Level 3
|
| |
Total |
| ||||||||||||
Asset Valuation Inputs | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments in Securities:(d) | | | | | | | | | | | | | | | | | | | | | | | | | |
Common Stocks |
| | | $ | 243,953,890 | | | | | $ | — | | | | | $ | — | | | | | $ | 243,953,890 | | |
Short-Term Investments: | | | | | | | | | | | | | | | | | | | | | | | | | |
Money Market Funds |
| | | | 1,789,637 | | | | | | — | | | | | | — | | | | | | 1,789,637 | | |
Total Investments in Securities |
| | | $ | 245,743,527 | | | | | $ | — | | | | | $ | — | | | | | $ | 245,743,527 | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks — 99.8% | | ||||||||||||
Data Center — 9.4% | | ||||||||||||
Digital Realty Trust, Inc. |
| | | | 10,355 | | | | | $ | 1,026,698 | | |
Keppel DC REIT |
| | | | 738,276 | | | | | | 1,189,742 | | |
Total Data Center |
| | | | | | | | | | 2,216,440 | | |
Health Care — 12.6% | | ||||||||||||
Aedifica SA |
| | | | 905 | | | | | | 75,683 | | |
Alexandria Real Estate Equities, Inc.
|
| | | | 3,957 | | | | | | 491,380 | | |
Assura PLC |
| | | | 67,371 | | | | | | 43,101 | | |
CareTrust REIT, Inc. |
| | | | 2,257 | | | | | | 43,989 | | |
Chartwell Retirement Residences |
| | | | 5,390 | | | | | | 35,210 | | |
Cofinimmo SA |
| | | | 747 | | | | | | 71,459 | | |
Community Healthcare Trust, Inc.
|
| | | | 590 | | | | | | 21,116 | | |
Global Medical REIT, Inc. |
| | | | 1,486 | | | | | | 13,790 | | |
Healthcare Realty Trust, Inc.(a)
|
| | | | 8,635 | | | | | | 170,800 | | |
Healthpeak Properties, Inc. |
| | | | 12,499 | | | | | | 274,603 | | |
LTC Properties, Inc. |
| | | | 939 | | | | | | 31,410 | | |
Medical Properties Trust, Inc.(a)
|
| | | | 13,568 | | | | | | 118,991 | | |
National Health Investors, Inc. |
| | | | 984 | | | | | | 48,974 | | |
NorthWest Healthcare
Properties Real Estate Investment Trust(a)
|
| | | | 5,459 | | | | | | 32,803 | | |
Parkway Life Real Estate Investment Trust
|
| | | | 13,677 | | | | | | 39,776 | | |
Primary Health Properties PLC |
| | | | 30,413 | | | | | | 40,711 | | |
Sabra Health Care REIT, Inc. |
| | | | 5,243 | | | | | | 59,770 | | |
Universal Health Realty Income Trust
|
| | | | 313 | | | | | | 13,616 | | |
Ventas, Inc. |
| | | | 9,101 | | | | | | 437,303 | | |
Welltower, Inc. |
| | | | 11,216 | | | | | | 888,532 | | |
Total Health Care |
| | | | | | | | | | 2,953,017 | | |
Industrial — 33.6% | | ||||||||||||
Advance Logistics Investment Corp.
|
| | | | 36 | | | | | | 36,459 | | |
Americold Realty Trust, Inc. |
| | | | 13,937 | | | | | | 412,396 | | |
Catena AB |
| | | | 2,576 | | | | | | 98,597 | | |
CRE Logistics REIT, Inc. |
| | | | 30 | | | | | | 41,266 | | |
Dream
Industrial Real Estate Investment Trust |
| | | | 13,197 | | | | | | 144,395 | | |
EastGroup Properties, Inc. |
| | | | 2,249 | | | | | | 374,593 | | |
ESR-LOGOS REIT |
| | | | 418,591 | | | | | | 101,969 | | |
First Industrial Realty Trust, Inc.
|
| | | | 6,826 | | | | | | 358,160 | | |
Frasers Logistics & Commercial Trust
|
| | | | 191,462 | | | | | | 193,737 | | |
GLP J-Reit |
| | | | 244 | | | | | | 278,647 | | |
Granite Real Estate Investment Trust
|
| | | | 3,284 | | | | | | 204,018 | | |
Indus Realty Trust, Inc. |
| | | | 525 | | | | | | 34,949 | | |
Industrial &
Infrastructure Fund Investment Corp. |
| | | | 108 | | | | | | 123,574 | | |
Innovative Industrial Properties, Inc.
|
| | | | 1,442 | | | | | | 98,849 | | |
Japan Logistics Fund, Inc. |
| | | | 49 | | | | | | 116,234 | | |
LaSalle Logiport REIT |
| | | | 92 | | | | | | 109,185 | | |
LondonMetric Property PLC |
| | | | 50,745 | | | | | | 122,843 | | |
LXP Industrial Trust |
| | | | 15,057 | | | | | | 141,536 | | |
Mapletree Logistics Trust |
| | | | 248,796 | | | | | | 324,480 | | |
Mitsubishi Estate
Logistics REIT Investment Corp. |
| | | | 26 | | | | | | 79,719 | | |
Mitsui Fudosan Logistics Park, Inc.
|
| | | | 30 | | | | | | 112,584 | | |
Montea NV |
| | | | 929 | | | | | | 81,434 | | |
Nippon Prologis REIT, Inc. |
| | | | 143 | | | | | | 325,036 | | |
Plymouth Industrial REIT, Inc. |
| | | | 2,215 | | | | | | 44,832 | | |
Prologis, Inc. |
| | | | 11,319 | | | | | | 1,417,705 | | |
Rexford Industrial Realty, Inc. |
| | | | 10,206 | | | | | | 569,189 | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks (continued) | | ||||||||||||
Industrial (continued) | | ||||||||||||
Sagax AB, Class B |
| | | | 17,294 | | | | | $ | 423,193 | | |
Segro PLC |
| | | | 62,951 | | | | | | 660,518 | | |
SOSiLA Logistics REIT, Inc. |
| | | | 37 | | | | | | 36,738 | | |
STAG Industrial, Inc. |
| | | | 9,259 | | | | | | 313,602 | | |
Terreno Realty Corp. |
| | | | 4,252 | | | | | | 261,881 | | |
Tritax EuroBox PLC |
| | | | 41,664 | | | | | | 34,248 | | |
Urban Logistics REIT PLC |
| | | | 24,373 | | | | | | 43,317 | | |
VGP NV(a)
|
| | | | 1,407 | | | | | | 147,566 | | |
Warehouse REIT PLC |
| | | | 21,940 | | | | | | 30,168 | | |
Total Industrial |
| | | | | | | | | | 7,897,617 | | |
Infrastructure (Tower) — 23.1% | | ||||||||||||
American Tower Corp. |
| | | | 6,923 | | | | | | 1,414,992 | | |
Crown Castle, Inc. |
| | | | 10,436 | | | | | | 1,284,567 | | |
DigitalBridge Group, Inc. |
| | | | 90,519 | | | | | | 1,125,151 | | |
SBA Communications Corp. |
| | | | 4,421 | | | | | | 1,153,395 | | |
Uniti Group, Inc. |
| | | | 134,451 | | | | | | 459,822 | | |
Total Infrastructure (Tower) |
| | | | | | | | | | 5,437,927 | | |
Manufactured Homes — 3.0% | | ||||||||||||
Equity LifeStyle Properties, Inc.
|
| | | | 4,256 | | | | | | 293,238 | | |
Sun Communities, Inc. |
| | | | 2,823 | | | | | | 392,199 | | |
UMH Properties, Inc. |
| | | | 1,353 | | | | | | 20,566 | | |
Total Manufactured Homes |
| | | | | | | | | | 706,003 | | |
Multi-Family Residential — 14.4% | | ||||||||||||
Advance Residence Investment Corp.
|
| | | | 32 | | | | | | 82,958 | | |
Apartment Income REIT Corp. |
| | | | 3,381 | | | | | | 125,029 | | |
Apartment Investment
and Management Co., Class A |
| | | | 3,400 | | | | | | 26,622 | | |
AvalonBay Communities, Inc. |
| | | | 3,198 | | | | | | 576,823 | | |
Boardwalk Real Estate Investment Trust
|
| | | | 1,039 | | | | | | 44,431 | | |
Camden Property Trust |
| | | | 2,435 | | | | | | 267,972 | | |
Canadian Apartment Properties |
| | | | 4,003 | | | | | | 146,479 | | |
CapitaLand Ascott Trust |
| | | | 78,385 | | | | | | 63,453 | | |
Centerspace |
| | | | 342 | | | | | | 19,282 | | |
Comforia Residential REIT, Inc. |
| | | | 17 | | | | | | 42,511 | | |
Daiwa Securities Living Investments Corp.
|
| | | | 52 | | | | | | 44,185 | | |
Elme Communities |
| | | | 1,985 | | | | | | 34,202 | | |
Equity Residential |
| | | | 8,639 | | | | | | 546,417 | | |
Essex Property Trust, Inc. |
| | | | 1,474 | | | | | | 323,882 | | |
Independence Realty Trust, Inc. |
| | | | 5,088 | | | | | | 84,715 | | |
InterRent Real Estate Investment Trust
|
| | | | 3,215 | | | | | | 30,721 | | |
Kenedix
Residential Next Investment Corp. |
| | | | 24 | | | | | | 37,613 | | |
Killam Apartment Real
Estate Investment Trust |
| | | | 2,659 | | | | | | 32,995 | | |
Mid-America Apartment
Communities, Inc. |
| | | | 2,653 | | | | | | 408,031 | | |
NexPoint Residential Trust, Inc.
|
| | | | 580 | | | | | | 24,899 | | |
Sekisui House REIT, Inc. |
| | | | 100 | | | | | | 56,623 | | |
Starts Proceed Investment Corp. |
| | | | 7 | | | | | | 11,850 | | |
UDR, Inc. |
| | | | 7,489 | | | | | | 309,520 | | |
Veris Residential, Inc.*
|
| | | | 2,067 | | | | | | 33,795 | | |
Total Multi-Family Residential |
| | | | | | | | | | 3,375,008 | | |
Single-Family Residential — 3.1% | | ||||||||||||
American Homes 4 Rent, Class A
|
| | | | 8,065 | | | | | | 268,242 | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks (continued) | | ||||||||||||
Single-Family Residential (continued) | | ||||||||||||
Invitation Homes, Inc. |
| | | | 13,911 | | | | | $ | 464,210 | | |
Total Single-Family Residential |
| | | | | | | | | | 732,452 | | |
Student Housing — 0.6% | | ||||||||||||
UNITE Group PLC (The) |
| | | | 9,110 | | | | | | 109,809 | | |
Xior Student Housing NV |
| | | | 790 | | | | | | 25,118 | | |
Total Student Housing |
| | | | | | | | | | 134,927 | | |
Total
Common Stocks (Cost $25,739,680) |
| | | | | | | | | | 23,453,391 | | |
Short-Term Investments — 0.2% | | ||||||||||||
Money Market Funds — 0.2% | | ||||||||||||
Dreyfus
Government Cash Management Fund, Institutional Shares, 4.76%(b)(c) |
| | | | 34,303 | | | | | $ | 34,303 | | |
Dreyfus
Institutional Preferred Government Money Market Fund, Institutional
Shares, 4.81%(b)
|
| | | | 12,112 | | | | | | 12,112 | | |
Total
Short-Term Investments (Cost $46,415) |
| | | | | | | | | | 46,415 | | |
|
| | |
Shares |
| |
Value |
| |||
Total
Investments — 100.0% (Cost $25,786,095) |
| | | | | | $ | 23,499,806 | | |
Other
Assets and Liabilities, Net — 0.0%(d) |
| | | | | | | 1,326 | | |
Net Assets — 100.0% |
| | | | | | $ | 23,501,132 | | |
|
Description |
| |
Level 1
|
| |
Level 2
|
| |
Level 3
|
| |
Total |
| ||||||||||||
Asset Valuation Inputs | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments in Securities:(e) | | | | | | | | | | | | | | | | | | | | | | | | | |
Common Stocks |
| | | $ | 23,453,391 | | | | | $ | — | | | | | $ | — | | | | | $ | 23,453,391 | | |
Short-Term Investments: | | | | | | | | | | | | | | | | | | | | | | | | | |
Money Market Funds |
| | | | 46,415 | | | | | $ | — | | | | | $ | — | | | | | $ | 46,415 | | |
Total Investments in Securities |
| | | $ | 23,499,806 | | | | | $ | — | | | | | $ | — | | | | | $ | 23,499,806 | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks — 99.2% | | ||||||||||||
Australia — 7.6% | | ||||||||||||
Allkem Ltd.*
|
| | | | 12,203 | | | | | $ | 98,789 | | |
ALS Ltd. |
| | | | 10,277 | | | | | | 89,037 | | |
ANZ Group Holdings Ltd. |
| | | | 57,381 | | | | | | 923,359 | | |
APA Group |
| | | | 26,854 | | | | | | 182,434 | | |
Aristocrat Leisure Ltd. |
| | | | 14,712 | | | | | | 368,578 | | |
ASX Ltd. |
| | | | 4,296 | | | | | | 194,387 | | |
Atlas Arteria Ltd. |
| | | | 27,826 | | | | | | 120,263 | | |
Aurizon Holdings Ltd. |
| | | | 52,163 | | | | | | 117,894 | | |
BHP Group Ltd. |
| | | | 93,919 | | | | | | 2,755,752 | | |
BlueScope Steel Ltd. |
| | | | 10,505 | | | | | | 137,942 | | |
Brambles Ltd. |
| | | | 30,868 | | | | | | 290,688 | | |
carsales.com Ltd. |
| | | | 7,063 | | | | | | 110,902 | | |
Challenger Ltd. |
| | | | 14,772 | | | | | | 58,865 | | |
Charter Hall Group |
| | | | 14,716 | | | | | | 108,240 | | |
Cochlear Ltd. |
| | | | 1,430 | | | | | | 233,079 | | |
Coles Group Ltd. |
| | | | 26,069 | | | | | | 313,545 | | |
Commonwealth Bank of Australia |
| | | | 31,466 | | | | | | 2,066,126 | | |
Computershare Ltd. |
| | | | 12,053 | | | | | | 178,421 | | |
Dexus |
| | | | 32,062 | | | | | | 164,844 | | |
Endeavour Group Ltd. |
| | | | 24,846 | | | | | | 111,488 | | |
Evolution Mining Ltd. |
| | | | 40,408 | | | | | | 95,065 | | |
Flutter Entertainment PLC*
|
| | | | 3,383 | | | | | | 676,719 | | |
Fortescue Metals Group Ltd. |
| | | | 30,704 | | | | | | 424,889 | | |
Glencore PLC |
| | | | 240,903 | | | | | | 1,420,087 | | |
Goodman Group |
| | | | 37,441 | | | | | | 477,786 | | |
GPT Group (The) |
| | | | 57,385 | | | | | | 167,240 | | |
IDP Education Ltd. |
| | | | 4,668 | | | | | | 86,869 | | |
IGO Ltd. |
| | | | 13,274 | | | | | | 120,617 | | |
Incitec Pivot Ltd. |
| | | | 48,805 | | | | | | 102,887 | | |
Insurance Australia Group Ltd. |
| | | | 52,697 | | | | | | 173,428 | | |
Lendlease Corp., Ltd. |
| | | | 15,621 | | | | | | 76,908 | | |
Lottery Corp Ltd. (The) |
| | | | 55,535 | | | | | | 184,970 | | |
Lynas Rare Earths Ltd.*
|
| | | | 18,588 | | | | | | 78,986 | | |
Macquarie Group Ltd. |
| | | | 6,744 | | | | | | 813,808 | | |
Medibank Pvt Ltd. |
| | | | 60,665 | | | | | | 142,722 | | |
Mineral Resources Ltd. |
| | | | 3,422 | | | | | | 166,622 | | |
Mirvac Group |
| | | | 108,047 | | | | | | 172,081 | | |
National Australia Bank Ltd. |
| | | | 60,581 | | | | | | 1,154,610 | | |
Newcrest Mining Ltd. |
| | | | 18,124 | | | | | | 346,383 | | |
Northern Star Resources Ltd. |
| | | | 24,230 | | | | | | 215,527 | | |
Origin Energy Ltd. |
| | | | 40,594 | | | | | | 223,734 | | |
Pilbara Minerals Ltd. |
| | | | 55,201 | | | | | | 154,674 | | |
Qantas Airways Ltd.*
|
| | | | 15,818 | | | | | | 68,992 | | |
QBE Insurance Group Ltd. |
| | | | 30,985 | | | | | | 313,904 | | |
Ramsay Health Care Ltd. |
| | | | 4,247 | | | | | | 181,505 | | |
Region RE Ltd. |
| | | | 66,904 | | | | | | 108,765 | | |
Rio Tinto Ltd. |
| | | | 6,907 | | | | | | 512,365 | | |
Rio Tinto PLC |
| | | | 20,504 | | | | | | 1,301,199 | | |
Santos Ltd. |
| | | | 61,097 | | | | | | 285,459 | | |
Scentre Group |
| | | | 130,846 | | | | | | 249,033 | | |
SEEK Ltd. |
| | | | 9,809 | | | | | | 158,298 | | |
Sonic Healthcare Ltd. |
| | | | 10,874 | | | | | | 254,675 | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks (continued) | | ||||||||||||
Australia (continued) | | ||||||||||||
South32 Ltd. |
| | | | 91,784 | | | | | $ | 257,180 | | |
Steadfast Group Ltd. |
| | | | 18,210 | | | | | | 71,362 | | |
Stockland |
| | | | 63,621 | | | | | | 187,096 | | |
Suncorp Group Ltd. |
| | | | 27,512 | | | | | | 226,903 | | |
Telstra Group Ltd. |
| | | | 91,194 | | | | | | 263,361 | | |
Transurban Group |
| | | | 56,846 | | | | | | 563,126 | | |
Treasury Wine Estates Ltd. |
| | | | 16,838 | | | | | | 155,005 | | |
Vicinity Ltd. |
| | | | 117,501 | | | | | | 163,066 | | |
Wesfarmers Ltd. |
| | | | 22,362 | | | | | | 768,010 | | |
Westpac Banking Corp. |
| | | | 65,949 | | | | | | 979,298 | | |
WiseTech Global Ltd. |
| | | | 3,422 | | | | | | 155,044 | | |
Woodside Energy Group Ltd. |
| | | | 35,930 | | | | | | 799,711 | | |
Woolworths Group Ltd. |
| | | | 23,731 | | | | | | 608,958 | | |
Total Australia |
| | | | | | | | | | 24,733,560 | | |
Austria — 0.3% | | ||||||||||||
ANDRITZ AG |
| | | | 985 | | | | | | 63,996 | | |
Erste Group Bank AG |
| | | | 7,196 | | | | | | 261,449 | | |
Mondi PLC |
| | | | 10,208 | | | | | | 162,305 | | |
OMV AG |
| | | | 3,469 | | | | | | 164,067 | | |
Verbund AG |
| | | | 1,288 | | | | | | 115,035 | | |
voestalpine AG |
| | | | 1,889 | | | | | | 65,441 | | |
Total Austria |
| | | | | | | | | | 832,293 | | |
Belgium — 0.8% | | ||||||||||||
Ageas SA |
| | | | 4,534 | | | | | | 202,173 | | |
Anheuser-Busch InBev SA |
| | | | 16,192 | | | | | | 1,056,466 | | |
Elia Group SA |
| | | | 584 | | | | | | 80,205 | | |
Groupe Bruxelles Lambert NV |
| | | | 2,490 | | | | | | 223,490 | | |
KBC Group NV |
| | | | 5,613 | | | | | | 401,424 | | |
Solvay SA |
| | | | 1,706 | | | | | | 205,010 | | |
UCB SA |
| | | | 2,667 | | | | | | 248,563 | | |
Umicore SA |
| | | | 4,632 | | | | | | 152,184 | | |
Warehouses De Pauw CVA |
| | | | 4,188 | | | | | | 125,390 | | |
Total Belgium |
| | | | | | | | | | 2,694,905 | | |
Brazil — 0.0%(a) | | ||||||||||||
Yara International ASA |
| | | | 3,125 | | | | | | 125,338 | | |
Burkina Faso — 0.0%(a) | | ||||||||||||
Endeavour Mining PLC |
| | | | 3,489 | | | | | | 90,250 | | |
Chile — 0.0%(a) | | ||||||||||||
Antofagasta PLC |
| | | | 7,112 | | | | | | 130,555 | | |
China — 0.6% | | ||||||||||||
BOC Hong Kong Holdings Ltd. |
| | | | 75,254 | | | | | | 236,789 | | |
Budweiser Brewing Co APAC Ltd. |
| | | | 35,621 | | | | | | 102,553 | | |
ESR Group Ltd. |
| | | | 41,348 | | | | | | 64,367 | | |
Lenovo Group Ltd. |
| | | | 158,177 | | | | | | 161,605 | | |
Prosus NV*
|
| | | | 14,140 | | | | | | 1,059,485 | | |
Want Want China Holdings Ltd. |
| | | | 111,616 | | | | | | 71,094 | | |
Wilmar International Ltd. |
| | | | 34,927 | | | | | | 102,884 | | |
Xinyi Glass Holdings Ltd. |
| | | | 46,957 | | | | | | 85,541 | | |
|
| | |
Shares |
| |
Value |
| ||||||
Common Stocks (continued) | | ||||||||||||
China (continued) | | ||||||||||||
Total China |
| | | | | | | | | $ | 1,884,318 | | |
Denmark — 2.7% | | ||||||||||||
AP Moller — Maersk A/S, Class B
|
| | | | 160 | | | | | | 289,011 | | |
Carlsberg A/S, Class B |
| | | | 2,042 | | | | | | 337,999 | | |
Chr Hansen Holding A/S |
| | | | 2,298 | | | | | | 178,971 | | |
Coloplast A/S, Class B |
| | | | 2,653 | | | | | | 382,352 | | |
Danske Bank A/S*
|
| | | | 13,147 | | | | | | 277,592 | | |
DSV A/S |
| | | | 3,663 | | | | | | 689,325 | | |
Genmab A/S*
|
| | | | 1,265 | | | | | | 520,892 | | |
Novo Nordisk A/S, Class B |
| | | | 29,288 | | | | | | 4,878,658 | | |
Novozymes A/S, Class B |
| | | | 4,090 | | | | | | 212,882 | | |
Orsted A/S |
| | | | 3,683 | | | | | | 330,915 | | |
Pandora A/S |
| | | | 2,255 | | | | | | 208,489 | | |
Vestas Wind Systems A/S*
|
| | | | 19,247 | | | | | | 531,571 | | |
Total Denmark |
| | | | | | | | | | 8,838,657 | | |
Finland — 1.2% | | ||||||||||||
Elisa OYJ |
| | | | 3,374 | | | | | | 209,786 | | |
Fortum OYJ |
| | | | 9,134 | | | | | | 136,435 | | |
Kesko OYJ, Class B |
| | | | 6,054 | | | | | | 126,353 | | |
Kone OYJ, Class B |
| | | | 6,515 | | | | | | 371,854 | | |
Metso Outotec OYJ(b)
|
| | | | 14,223 | | | | | | 157,021 | | |
Neste OYJ |
| | | | 7,961 | | | | | | 386,185 | | |
Nokia OYJ |
| | | | 106,492 | | | | | | 451,692 | | |
Nordea Bank Abp |
| | | | 66,115 | | | | | | 733,557 | | |
Orion OYJ, Class B |
| | | | 1,942 | | | | | | 91,376 | | |
Sampo OYJ, Class A |
| | | | 9,018 | | | | | | 457,570 | | |
Stora Enso OYJ, Class R |
| | | | 12,534 | | | | | | 159,131 | | |
UPM-Kymmene OYJ |
| | | | 10,602 | | | | | | 338,262 | | |
Wartsila OYJ Abp |
| | | | 10,495 | | | | | | 121,658 | | |
Total Finland |
| | | | | | | | | | 3,740,880 | | |
France — 9.6% | | ||||||||||||
Accor SA*
|
| | | | 5,442 | | | | | | 192,975 | | |
Aeroports de Paris*
|
| | | | 597 | | | | | | 94,974 | | |
Air Liquide SA |
| | | | 9,492 | | | | | | 1,709,985 | | |
Airbus SE |
| | | | 10,532 | | | | | | 1,478,294 | | |
Alstom SA(b)
|
| | | | 6,184 | | | | | | 155,249 | | |
Arkema SA |
| | | | 1,456 | | | | | | 144,057 | | |
AXA SA(b)
|
| | | | 34,786 | | | | | | 1,135,595 | | |
BioMerieux |
| | | | 856 | | | | | | 89,683 | | |
BNP Paribas SA |
| | | | 21,370 | | | | | | 1,382,279 | | |
Bouygues SA(b)
|
| | | | 4,763 | | | | | | 174,577 | | |
Bureau Veritas SA |
| | | | 7,495 | | | | | | 216,294 | | |
Capgemini SE |
| | | | 3,104 | | | | | | 565,080 | | |
Carrefour SA |
| | | | 10,980 | | | | | | 228,619 | | |
Cie de Saint-Gobain |
| | | | 9,153 | | | | | | 529,698 | | |
Cie Generale des
Etablissements Michelin SCA |
| | | | 13,670 | | | | | | 435,092 | | |
Credit Agricole SA |
| | | | 21,696 | | | | | | 265,487 | | |
Danone SA |
| | | | 10,628 | | | | | | 703,879 | | |
Dassault Systemes SE |
| | | | 12,777 | | | | | | 517,258 | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks (continued) | | ||||||||||||
France (continued) | | ||||||||||||
Edenred |
| | | | 5,438 | | | | | $ | 353,728 | | |
Eiffage SA |
| | | | 1,492 | | | | | | 177,729 | | |
Engie SA(b)
|
| | | | 32,287 | | | | | | 517,419 | | |
EssilorLuxottica SA |
| | | | 5,687 | | | | | | 1,126,350 | | |
Gecina SA |
| | | | 1,414 | | | | | | 157,510 | | |
Getlink SE |
| | | | 10,786 | | | | | | 201,955 | | |
Hermes International |
| | | | 594 | | | | | | 1,289,776 | | |
Kering SA |
| | | | 1,400 | | | | | | 895,982 | | |
Klepierre SA |
| | | | 5,022 | | | | | | 127,296 | | |
Legrand SA |
| | | | 5,230 | | | | | | 494,823 | | |
L’Oreal SA |
| | | | 4,487 | | | | | | 2,143,684 | | |
LVMH Moet Hennessy Louis Vuitton SE
|
| | | | 4,631 | | | | | | 4,453,081 | | |
Orange SA |
| | | | 36,759 | | | | | | 479,515 | | |
Pernod Ricard SA |
| | | | 4,016 | | | | | | 928,406 | | |
Publicis Groupe SA |
| | | | 4,619 | | | | | | 377,965 | | |
Renault SA*
|
| | | | 3,596 | | | | | | 133,510 | | |
Rexel SA*
|
| | | | 6,853 | | | | | | 158,879 | | |
Safran SA |
| | | | 6,658 | | | | | | 1,035,967 | | |
Sartorius Stedim Biotech |
| | | | 485 | | | | | | 129,844 | | |
Societe Generale SA |
| | | | 15,261 | | | | | | 371,079 | | |
Sodexo SA |
| | | | 1,968 | | | | | | 211,183 | | |
Teleperformance |
| | | | 1,145 | | | | | | 228,545 | | |
Thales SA |
| | | | 2,144 | | | | | | 327,588 | | |
TotalEnergies SE(b)
|
| | | | 42,908 | | | | | | 2,744,634 | | |
Unibail-Rodamco-Westfield* | | | | | 2,329 | | | | | | 124,806 | | |
Valeo |
| | | | 4,926 | | | | | | 96,067 | | |
Veolia Environnement SA |
| | | | 12,136 | | | | | | 384,392 | | |
Vinci SA |
| | | | 9,613 | | | | | | 1,190,747 | | |
Vivendi SE |
| | | | 14,361 | | | | | | 157,816 | | |
Worldline SA*
|
| | | | 4,801 | | | | | | 208,725 | | |
Total France |
| | | | | | | | | | 31,248,076 | | |
Germany — 7.5% | | ||||||||||||
adidas AG |
| | | | 3,520 | | | | | | 619,595 | | |
Allianz SE |
| | | | 7,413 | | | | | | 1,861,434 | | |
BASF SE |
| | | | 17,180 | | | | | | 888,588 | | |
Bayer AG |
| | | | 18,569 | | | | | | 1,225,087 | | |
Bayerische Motoren Werke AG |
| | | | 6,791 | | | | | | 760,520 | | |
Bechtle AG |
| | | | 2,016 | | | | | | 93,589 | | |
Beiersdorf AG |
| | | | 2,108 | | | | | | 294,627 | | |
Brenntag SE |
| | | | 3,234 | | | | | | 263,419 | | |
Carl Zeiss Meditec AG |
| | | | 772 | | | | | | 103,808 | | |
Commerzbank AG*
|
| | | | 21,672 | | | | | | 240,813 | | |
Continental AG |
| | | | 2,017 | | | | | | 141,221 | | |
Covestro AG*
|
| | | | 3,843 | | | | | | 168,815 | | |
CTS Eventim AG & Co. KGaA*
|
| | | | 1,339 | | | | | | 88,104 | | |
Daimler Truck Holding AG*
|
| | | | 7,944 | | | | | | 262,578 | | |
Deutsche Bank AG |
| | | | 39,684 | | | | | | 435,613 | | |
Deutsche Boerse AG |
| | | | 3,255 | | | | | | 621,318 | | |
Deutsche Lufthansa AG*
|
| | | | 11,848 | | | | | | 127,270 | | |
Deutsche Post AG |
| | | | 18,477 | | | | | | 887,745 | | |
Deutsche Telekom AG |
| | | | 63,657 | | | | | | 1,537,663 | | |
E.ON SE |
| | | | 42,414 | | | | | | 562,133 | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks (continued) | | ||||||||||||
Germany (continued) | | ||||||||||||
Fresenius Medical Care
AG & Co. KGaA |
| | | | 4,141 | | | | | $ | 201,335 | | |
Fresenius SE & Co. KGaA |
| | | | 8,300 | | | | | | 240,258 | | |
GEA Group AG |
| | | | 4,120 | | | | | | 193,492 | | |
Hannover Rueck SE |
| | | | 1,141 | | | | | | 243,870 | | |
HeidelbergCement AG |
| | | | 3,139 | | | | | | 237,591 | | |
HelloFresh SE*
|
| | | | 3,537 | | | | | | 94,614 | | |
Henkel AG & Co. KGaA |
| | | | 1,735 | | | | | | 128,334 | | |
Infineon Technologies AG |
| | | | 24,665 | | | | | | 896,006 | | |
Knorr-Bremse AG |
| | | | 1,492 | | | | | | 104,496 | | |
LANXESS AG |
| | | | 2,415 | | | | | | 98,274 | | |
LEG Immobilien SE |
| | | | 1,478 | | | | | | 91,996 | | |
Mercedes-Benz Group AG(b)
|
| | | | 16,126 | | | | | | 1,256,539 | | |
Merck KGaA*
|
| | | | 2,520 | | | | | | 452,226 | | |
MTU Aero Engines AG |
| | | | 1,155 | | | | | | 303,095 | | |
Muenchener
Rueckversicherungs- Gesellschaft AG*
|
| | | | 2,544 | | | | | | 956,317 | | |
Puma SE |
| | | | 2,229 | | | | | | 130,324 | | |
Rheinmetall AG |
| | | | 928 | | | | | | 272,007 | | |
RWE AG*
|
| | | | 12,055 | | | | | | 566,284 | | |
SAP SE |
| | | | 20,908 | | | | | | 2,835,898 | | |
Scout24 SE |
| | | | 2,042 | | | | | | 127,371 | | |
Siemens AG |
| | | | 14,146 | | | | | | 2,325,391 | | |
Siemens Energy AG*
|
| | | | 9,338 | | | | | | 228,656 | | |
Siemens Healthineers AG |
| | | | 5,171 | | | | | | 322,089 | | |
Symrise AG |
| | | | 2,591 | | | | | | 313,077 | | |
thyssenkrupp AG |
| | | | 9,083 | | | | | | 65,219 | | |
Vonovia SE |
| | | | 14,524 | | | | | | 314,676 | | |
Zalando SE*
|
| | | | 4,610 | | | | | | 189,174 | | |
Total Germany |
| | | | | | | | | | 24,372,549 | | |
Hong Kong — 2.4% | | ||||||||||||
AIA Group Ltd. |
| | | | 227,831 | | | | | | 2,465,540 | | |
ASMPT Ltd. |
| | | | 8,449 | | | | | | 66,140 | | |
CK Asset Holdings Ltd. |
| | | | 43,221 | | | | | | 254,925 | | |
CLP Holdings Ltd. |
| | | | 34,171 | | | | | | 254,218 | | |
Hang Lung Properties Ltd. |
| | | | 49,448 | | | | | | 90,204 | | |
Hang Seng Bank Ltd. |
| | | | 15,223 | | | | | | 225,148 | | |
Henderson Land
Development Co., Ltd. |
| | | | 39,068 | | | | | | 138,855 | | |
Hong Kong & China Gas Co., Ltd.
|
| | | | 234,142 | | | | | | 207,599 | | |
Hong Kong Exchanges & Clearing Ltd.
|
| | | | 23,968 | | | | | | 989,265 | | |
Hongkong Land Holdings Ltd. |
| | | | 28,702 | | | | | | 127,150 | | |
Jardine Matheson Holdings Ltd. |
| | | | 3,879 | | | | | | 186,968 | | |
Link REIT |
| | | | 54,432 | | | | | | 355,026 | | |
MTR Corp., Ltd. |
| | | | 34,301 | | | | | | 171,070 | | |
New World Development Co., Ltd. |
| | | | 37,580 | | | | | | 99,816 | | |
Power Assets Holdings Ltd. |
| | | | 31,060 | | | | | | 177,262 | | |
Prudential PLC |
| | | | 52,203 | | | | | | 794,911 | | |
Sino Land Co., Ltd. |
| | | | 94,320 | | | | | | 126,883 | | |
Sun Hung Kai Properties Ltd. |
| | | | 29,672 | | | | | | 412,011 | | |
Swire Pacific Ltd., Class A
|
| | | | 16,073 | | | | | | 127,152 | | |
Techtronic Industries Co., Ltd. |
| | | | 26,040 | | | | | | 279,975 | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks (continued) | | ||||||||||||
Hong Kong (continued) | | ||||||||||||
WH Group Ltd. |
| | | | 182,727 | | | | | $ | 101,490 | | |
Wharf Real Estate Investment Co., Ltd.
|
| | | | 34,984 | | | | | | 200,994 | | |
Total Hong Kong |
| | | | | | | | | | 7,852,602 | | |
Ireland — 0.5% | | ||||||||||||
Bank of Ireland Group PLC |
| | | | 20,867 | | | | | | 215,858 | | |
CRH PLC |
| | | | 14,478 | | | | | | 702,054 | | |
Kerry Group PLC, Class A |
| | | | 3,056 | | | | | | 321,997 | | |
Kingspan Group PLC |
| | | | 2,876 | | | | | | 199,078 | | |
Smurfit Kappa Group PLC |
| | | | 5,840 | | | | | | 215,951 | | |
Total Ireland |
| | | | | | | | | | 1,654,938 | | |
Israel — 0.6% | | ||||||||||||
Bank Hapoalim BM |
| | | | 31,410 | | | | | | 267,505 | | |
Bank Leumi Le-Israel BM |
| | | | 35,975 | | | | | | 281,749 | | |
Big Shopping Centers Ltd.*(b)
|
| | | | 1,040 | | | | | | 87,800 | | |
Elbit Systems Ltd. |
| | | | 802 | | | | | | 147,346 | | |
ICL Group Ltd. |
| | | | 18,580 | | | | | | 113,684 | | |
Israel Discount Bank Ltd., Class A
|
| | | | 37,267 | | | | | | 182,930 | | |
Mizrahi Tefahot Bank Ltd. |
| | | | 3,265 | | | | | | 105,947 | | |
Nice Ltd.*
|
| | | | 1,420 | | | | | | 290,994 | | |
Nova Ltd.*
|
| | | | 459 | | | | | | 41,931 | | |
Teva Pharmaceutical Industries Ltd.*
|
| | | | 21,571 | | | | | | 179,439 | | |
Tower Semiconductor Ltd.*
|
| | | | 3,237 | | | | | | 142,068 | | |
Total Israel |
| | | | | | | | | | 1,841,393 | | |
Italy — 2.2% | | ||||||||||||
Assicurazioni Generali SpA |
| | | | 25,269 | | | | | | 526,693 | | |
Coca-Cola HBC AG*
|
| | | | 4,907 | | | | | | 149,503 | | |
Davide Campari-Milano NV(b)
|
| | | | 13,355 | | | | | | 172,208 | | |
Enel SpA |
| | | | 148,945 | | | | | | 1,019,331 | | |
Eni SpA |
| | | | 48,508 | | | | | | 736,135 | | |
Ferrari NV |
| | | | 2,358 | | | | | | 656,793 | | |
FinecoBank Banca Fineco SpA |
| | | | 12,452 | | | | | | 188,746 | | |
Intesa Sanpaolo SpA |
| | | | 329,460 | | | | | | 867,297 | | |
Leonardo SpA |
| | | | 8,759 | | | | | | 104,483 | | |
Mediobanca Banca di
Credito Finanziario SpA |
| | | | 19,222 | | | | | | 206,481 | | |
Moncler SpA |
| | | | 4,719 | | | | | | 349,888 | | |
Nexi SpA*
|
| | | | 19,852 | | | | | | 164,506 | | |
Prysmian SpA |
| | | | 6,284 | | | | | | 257,174 | | |
Recordati
Industria Chimica e Farmaceutica SpA |
| | | | 2,599 | | | | | | 119,735 | | |
Snam SpA |
| | | | 49,940 | | | | | | 277,873 | | |
Telecom Italia SpA*
|
| | | | 399,558 | | | | | | 117,732 | | |
Terna — Rete Elettrica Nazionale
|
| | | | 35,038 | | | | | | 304,039 | | |
UniCredit SpA(b)
|
| | | | 37,993 | | | | | | 752,478 | | |
Total Italy |
| | | | | | | | | | 6,971,095 | | |
Japan — 21.9% | | ||||||||||||
Advantest Corp. |
| | | | 3,981 | | | | | | 308,154 | | |
Aeon Co., Ltd. |
| | | | 14,427 | | | | | | 293,223 | | |
AGC, Inc. |
| | | | 5,216 | | | | | | 193,448 | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks (continued) | | ||||||||||||
Japan (continued) | | ||||||||||||
Aisin Corp. |
| | | | 4,503 | | | | | $ | 131,454 | | |
Ajinomoto Co., Inc. |
| | | | 11,242 | | | | | | 403,313 | | |
Aozora Bank Ltd.(b)
|
| | | | 5,888 | | | | | | 105,164 | | |
Asahi Group Holdings Ltd. |
| | | | 10,951 | | | | | | 421,666 | | |
Asahi Intecc Co., Ltd. |
| | | | 4,954 | | | | | | 88,918 | | |
Asahi Kasei Corp. |
| | | | 28,503 | | | | | | 200,472 | | |
Astellas Pharma, Inc. |
| | | | 36,975 | | | | | | 556,125 | | |
Bandai Namco Holdings, Inc. |
| | | | 13,254 | | | | | | 299,606 | | |
Bank of Kyoto Ltd. (The) |
| | | | 2,294 | | | | | | 112,034 | | |
BayCurrent Consulting, Inc. |
| | | | 3,057 | | | | | | 105,631 | | |
Bridgestone Corp. |
| | | | 11,960 | | | | | | 477,645 | | |
Brother Industries Ltd. |
| | | | 6,868 | | | | | | 107,132 | | |
Canon, Inc. |
| | | | 20,333 | | | | | | 483,518 | | |
Capcom Co., Ltd. |
| | | | 4,442 | | | | | | 166,699 | | |
Central Japan Railway Co. |
| | | | 3,726 | | | | | | 460,944 | | |
Chubu Electric Power Co., Inc. |
| | | | 15,050 | | | | | | 167,892 | | |
Chugai Pharmaceutical Co., Ltd. |
| | | | 12,951 | | | | | | 333,274 | | |
Concordia Financial Group Ltd. |
| | | | 35,266 | | | | | | 132,864 | | |
CyberAgent, Inc. |
| | | | 11,951 | | | | | | 103,655 | | |
Dai Nippon Printing Co., Ltd. |
| | | | 7,528 | | | | | | 215,615 | | |
Daifuku Co., Ltd. |
| | | | 7,245 | | | | | | 132,487 | | |
Dai-ichi Life Holdings, Inc. |
| | | | 19,857 | | | | | | 366,691 | | |
Daiichi Sankyo Co., Ltd. |
| | | | 35,676 | | | | | | 1,217,540 | | |
Daikin Industries Ltd. |
| | | | 5,167 | | | | | | 934,246 | | |
Daito Trust Construction Co., Ltd.
|
| | | | 1,701 | | | | | | 160,775 | | |
Daiwa House Industry Co., Ltd. |
| | | | 13,678 | | | | | | 347,261 | | |
Daiwa Securities Group, Inc. |
| | | | 34,769 | | | | | | 160,612 | | |
Daiwa Securities Living
Investments Corp. |
| | | | 145 | | | | | | 123,207 | | |
Denso Corp. |
| | | | 8,993 | | | | | | 538,332 | | |
Dentsu Group, Inc. |
| | | | 5,359 | | | | | | 191,864 | | |
Disco Corp. |
| | | | 1,866 | | | | | | 211,178 | | |
East Japan Railway Co. |
| | | | 7,521 | | | | | | 431,050 | | |
Eisai Co., Ltd. |
| | | | 5,341 | | | | | | 307,245 | | |
ENEOS Holdings, Inc. |
| | | | 66,076 | | | | | | 233,897 | | |
FANUC Corp. |
| | | | 19,227 | | | | | | 647,984 | | |
Fast Retailing Co., Ltd. |
| | | | 3,061 | | | | | | 719,587 | | |
Food & Life Cos. Ltd. |
| | | | 3,855 | | | | | | 92,436 | | |
Fuji Electric Co., Ltd. |
| | | | 3,392 | | | | | | 135,765 | | |
FUJIFILM Holdings Corp. |
| | | | 7,216 | | | | | | 374,141 | | |
Fujitsu Ltd. |
| | | | 3,584 | | | | | | 475,357 | | |
GLP J-Reit |
| | | | 125 | | | | | | 142,750 | | |
Hamamatsu Photonics K.K. |
| | | | 3,593 | | | | | | 189,459 | | |
Hankyu Hanshin Holdings, Inc. |
| | | | 6,350 | | | | | | 197,498 | | |
Hirose Electric Co., Ltd. |
| | | | 1,054 | | | | | | 141,498 | | |
Hitachi Ltd. |
| | | | 17,887 | | | | | | 983,250 | | |
Honda Motor Co., Ltd. |
| | | | 32,409 | | | | | | 853,990 | | |
Hoya Corp. |
| | | | 6,800 | | | | | | 709,639 | | |
Ibiden Co., Ltd. |
| | | | 3,088 | | | | | | 120,649 | | |
Idemitsu Kosan Co., Ltd. |
| | | | 6,461 | | | | | | 136,750 | | |
Inpex Corp. |
| | | | 21,920 | | | | | | 237,125 | | |
Invincible Investment Corp. |
| | | | 201 | | | | | | 86,650 | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks (continued) | | ||||||||||||
Japan (continued) | | ||||||||||||
Isuzu Motors Ltd. |
| | | | 12,786 | | | | | $ | 149,396 | | |
Ito En Ltd. |
| | | | 1,894 | | | | | | 58,490 | | |
ITOCHU Corp.(b)
|
| | | | 26,103 | | | | | | 861,122 | | |
J Front Retailing Co., Ltd. |
| | | | 8,863 | | | | | | 92,819 | | |
Japan Airport Terminal Co., Ltd.
|
| | | | 1,798 | | | | | | 87,678 | | |
Japan Exchange Group, Inc. |
| | | | 11,338 | | | | | | 183,145 | | |
Japan Logistics Fund, Inc. |
| | | | 47 | | | | | | 111,490 | | |
Japan Metropolitan Fund Invest
|
| | | | 210 | | | | | | 153,454 | | |
Japan Post Holdings Co., Ltd. |
| | | | 28,715 | | | | | | 235,768 | | |
Japan Tobacco, Inc. |
| | | | 24,831 | | | | | | 533,128 | | |
JFE Holdings, Inc. |
| | | | 12,430 | | | | | | 146,241 | | |
JGC Holdings Corp. |
| | | | 7,216 | | | | | | 89,508 | | |
JSR Corp. |
| | | | 4,249 | | | | | | 97,983 | | |
Kajima Corp. |
| | | | 12,884 | | | | | | 169,844 | | |
Kansai Electric Power Co., Inc. (The)
|
| | | | 16,449 | | | | | | 177,579 | | |
Kao Corp. |
| | | | 9,218 | | | | | | 372,674 | | |
Kawasaki Kisen Kaisha Ltd. |
| | | | 5,505 | | | | | | 130,383 | | |
KDDI Corp. |
| | | | 31,809 | | | | | | 992,360 | | |
Keio Corp. |
| | | | 3,407 | | | | | | 126,106 | | |
Keisei Electric Railway Co., Ltd.
|
| | | | 4,325 | | | | | | 152,303 | | |
Keyence Corp. |
| | | | 3,699 | | | | | | 1,659,816 | | |
Kikkoman Corp. |
| | | | 4,082 | | | | | | 240,726 | | |
Kintetsu Group Holdings Co., Ltd.
|
| | | | 5,046 | | | | | | 170,096 | | |
Kirin Holdings Co., Ltd. |
| | | | 16,302 | | | | | | 264,467 | | |
Kobayashi Pharmaceutical Co., Ltd.
|
| | | | 1,739 | | | | | | 108,300 | | |
Kobe Bussan Co., Ltd. |
| | | | 3,598 | | | | | | 100,543 | | |
Koito Manufacturing Co., Ltd. |
| | | | 5,902 | | | | | | 113,346 | | |
Komatsu Ltd. |
| | | | 18,939 | | | | | | 465,112 | | |
Konami Group Corp. |
| | | | 2,458 | | | | | | 120,765 | | |
Kubota Corp. |
| | | | 22,862 | | | | | | 343,858 | | |
Kuraray Co., Ltd. |
| | | | 12,765 | | | | | | 118,777 | | |
Kurita Water Industries Ltd. |
| | | | 3,958 | | | | | | 164,814 | | |
Kyocera Corp. |
| | | | 6,349 | | | | | | 331,566 | | |
Kyowa Kirin Co., Ltd. |
| | | | 6,389 | | | | | | 141,701 | | |
Lasertec Corp. |
| | | | 1,573 | | | | | | 212,560 | | |
Lixil Corp. |
| | | | 7,239 | | | | | | 113,344 | | |
M3, Inc. |
| | | | 8,721 | | | | | | 212,637 | | |
Makita Corp. |
| | | | 6,151 | | | | | | 172,561 | | |
Marubeni Corp. |
| | | | 32,466 | | | | | | 457,788 | | |
Marui Group Co., Ltd. |
| | | | 6,993 | | | | | | 110,931 | | |
MatsukiyoCocokara & Co. |
| | | | 3,202 | | | | | | 170,958 | | |
Mazda Motor Corp. |
| | | | 12,128 | | | | | | 108,129 | | |
MEIJI Holdings Co., Ltd. |
| | | | 6,550 | | | | | | 158,020 | | |
MINEBEA MITSUMI, Inc. |
| | | | 9,028 | | | | | | 165,755 | | |
MISUMI Group, Inc. |
| | | | 6,888 | | | | | | 172,497 | | |
Mitsubishi Chemical Group Corp. |
| | | | 32,629 | | | | | | 190,385 | | |
Mitsubishi Corp. |
| | | | 22,853 | | | | | | 842,187 | | |
Mitsubishi Electric Corp. |
| | | | 40,775 | | | | | | 502,781 | | |
Mitsubishi Estate Co., Ltd. |
| | | | 24,594 | | | | | | 301,995 | | |
Mitsubishi Heavy Industries Ltd.
|
| | | | 6,554 | | | | | | 246,777 | | |
Mitsubishi UFJ Financial Group, Inc.
|
| | | | 229,627 | | | | | | 1,438,320 | | |
Mitsui & Co., Ltd. |
| | | | 29,657 | | | | | | 921,084 | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks (continued) | | ||||||||||||
Japan (continued) | | ||||||||||||
Mitsui Fudosan Co., Ltd. |
| | | | 18,747 | | | | | $ | 370,493 | | |
Mitsui OSK Lines Ltd. |
| | | | 7,152 | | | | | | 176,482 | | |
Mizuho Financial Group, Inc. |
| | | | 49,655 | | | | | | 716,572 | | |
MonotaRO Co., Ltd. |
| | | | 6,387 | | | | | | 96,064 | | |
MS&AD Insurance Group Holdings, Inc.
|
| | | | 9,789 | | | | | | 319,554 | | |
Murata Manufacturing Co., Ltd. |
| | | | 11,117 | | | | | | 643,352 | | |
NEC Corp. |
| | | | 5,685 | | | | | | 217,522 | | |
Nexon Co., Ltd. |
| | | | 9,045 | | | | | | 203,930 | | |
NGK Insulators Ltd. |
| | | | 7,935 | | | | | | 99,067 | | |
NH Foods Ltd. |
| | | | 3,325 | | | | | | 96,943 | | |
Nidec Corp. |
| | | | 8,979 | | | | | | 442,076 | | |
Nintendo Co., Ltd. |
| | | | 20,174 | | | | | | 847,615 | | |
Nippon Building Fund, Inc. |
| | | | 38 | | | | | | 159,072 | | |
Nippon Express Holdings, Inc. |
| | | | 2,075 | | | | | | 121,301 | | |
Nippon Paint Holdings Co., Ltd. |
| | | | 20,228 | | | | | | 181,683 | | |
Nippon Prologis REIT, Inc. |
| | | | 58 | | | | | | 131,833 | | |
Nippon Steel Corp. |
| | | | 17,194 | | | | | | 365,309 | | |
Nippon Telegraph & Telephone Corp.
|
| | | | 22,895 | | | | | | 697,619 | | |
Nippon Yusen K.K.(b)
|
| | | | 9,945 | | | | | | 233,936 | | |
Nissan Chemical Corp. |
| | | | 3,363 | | | | | | 148,682 | | |
Nissan Motor Co., Ltd.(b)
|
| | | | 39,949 | | | | | | 144,405 | | |
Nisshin Seifun Group, Inc. |
| | | | 9,481 | | | | | | 114,818 | | |
Nissin Foods Holdings Co., Ltd. |
| | | | 2,098 | | | | | | 202,150 | | |
Nitori Holdings Co., Ltd. |
| | | | 1,824 | | | | | | 232,613 | | |
Nitto Denko Corp. |
| | | | 3,641 | | | | | | 234,239 | | |
Nomura Holdings, Inc. |
| | | | 65,202 | | | | | | 232,671 | | |
Nomura Real Estate Master Fund, Inc.
|
| | | | 157 | | | | | | 183,444 | | |
Nomura Research Institute Ltd. |
| | | | 10,394 | | | | | | 261,062 | | |
NSK Ltd. |
| | | | 16,520 | | | | | | 92,691 | | |
NTT Data Corp. |
| | | | 15,391 | | | | | | 207,866 | | |
Obayashi Corp. |
| | | | 21,142 | | | | | | 175,763 | | |
Obic Co., Ltd. |
| | | | 1,580 | | | | | | 242,631 | | |
Odakyu Electric Railway Co., Ltd.
|
| | | | 9,051 | | | | | | 126,162 | | |
Oji Holdings Corp. |
| | | | 28,373 | | | | | | 111,062 | | |
Olympus Corp. |
| | | | 25,322 | | | | | | 440,273 | | |
Omron Corp. |
| | | | 4,194 | | | | | | 244,620 | | |
Ono Pharmaceutical Co., Ltd. |
| | | | 10,218 | | | | | | 205,913 | | |
Oriental Land Co., Ltd. |
| | | | 19,559 | | | | | | 689,337 | | |
ORIX Corp. |
| | | | 24,712 | | | | | | 417,417 | | |
Orix JREIT, Inc. |
| | | | 93 | | | | | | 120,070 | | |
Osaka Gas Co., Ltd. |
| | | | 9,001 | | | | | | 148,998 | | |
Otsuka Corp. |
| | | | 2,708 | | | | | | 98,145 | | |
Otsuka Holdings Co., Ltd. |
| | | | 9,348 | | | | | | 315,868 | | |
Pan Pacific
International Holdings Corp. |
| | | | 9,827 | | | | | | 182,878 | | |
Panasonic Holdings Corp. |
| | | | 41,284 | | | | | | 386,114 | | |
Rakuten Group, Inc. |
| | | | 21,474 | | | | | | 106,451 | | |
Recruit Holdings Co., Ltd. |
| | | | 25,159 | | | | | | 706,555 | | |
Renesas Electronics Corp.*
|
| | | | 24,248 | | | | | | 315,554 | | |
Resona Holdings, Inc. |
| | | | 53,214 | | | | | | 263,676 | | |
Resonac Holdings Corp. |
| | | | 5,575 | | | | | | 87,577 | | |
Ricoh Co., Ltd. |
| | | | 13,993 | | | | | | 115,200 | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks (continued) | | ||||||||||||
Japan (continued) | | ||||||||||||
Rohm Co., Ltd. |
| | | | 2,005 | | | | | $ | 149,898 | | |
Ryohin Keikaku Co., Ltd. |
| | | | 9,437 | | | | | | 98,830 | | |
Santen Pharmaceutical Co., Ltd. |
| | | | 12,007 | | | | | | 100,613 | | |
SBI Holdings, Inc. |
| | | | 6,086 | | | | | | 118,310 | | |
Secom Co., Ltd. |
| | | | 4,501 | | | | | | 287,517 | | |
Sekisui Chemical Co., Ltd. |
| | | | 11,531 | | | | | | 163,440 | | |
Sekisui House Ltd. |
| | | | 15,957 | | | | | | 326,956 | | |
Seven & i Holdings Co., Ltd.
|
| | | | 14,822 | | | | | | 668,903 | | |
SG Holdings Co., Ltd. |
| | | | 9,472 | | | | | | 135,925 | | |
Shimadzu Corp. |
| | | | 6,252 | | | | | | 194,220 | | |
Shimano, Inc. |
| | | | 1,646 | | | | | | 254,096 | | |
Shimizu Corp. |
| | | | 19,711 | | | | | | 120,005 | | |
Shin-Etsu Chemical Co., Ltd. |
| | | | 37,953 | | | | | | 1,076,726 | | |
Shionogi & Co., Ltd. |
| | | | 5,597 | | | | | | 249,628 | | |
Shiseido Co., Ltd. |
| | | | 7,737 | | | | | | 386,438 | | |
Shizuoka Financial Group, Inc. |
| | | | 18,043 | | | | | | 135,291 | | |
SMC Corp. |
| | | | 1,122 | | | | | | 558,260 | | |
SoftBank Corp. |
| | | | 50,367 | | | | | | 566,497 | | |
SoftBank Group Corp. |
| | | | 18,438 | | | | | | 689,775 | | |
Sompo Holdings, Inc. |
| | | | 6,846 | | | | | | 284,217 | | |
Sony Group Corp. |
| | | | 23,828 | | | | | | 2,245,168 | | |
Stanley Electric Co., Ltd. |
| | | | 4,754 | | | | | | 106,312 | | |
Subaru Corp. |
| | | | 12,483 | | | | | | 201,228 | | |
SUMCO Corp. |
| | | | 8,829 | | | | | | 120,927 | | |
Sumitomo Chemical Co., Ltd. |
| | | | 42,692 | | | | | | 143,597 | | |
Sumitomo Corp. |
| | | | 25,790 | | | | | | 459,680 | | |
Sumitomo Electric Industries Ltd.
|
| | | | 18,208 | | | | | | 230,533 | | |
Sumitomo Metal Mining Co., Ltd. |
| | | | 5,438 | | | | | | 200,044 | | |
Sumitomo Mitsui Financial Group, Inc.
|
| | | | 26,435 | | | | | | 1,077,280 | | |
Sumitomo Mitsui Trust Holdings, Inc.
|
| | | | 8,031 | | | | | | 288,353 | | |
Sumitomo Realty &
Development Co., Ltd. |
| | | | 9,204 | | | | | | 213,598 | | |
Suntory Beverage & Food Ltd.
|
| | | | 3,423 | | | | | | 128,458 | | |
Suzuki Motor Corp. |
| | | | 8,617 | | | | | | 297,369 | | |
Sysmex Corp. |
| | | | 3,945 | | | | | | 252,232 | | |
T&D Holdings, Inc. |
| | | | 13,410 | | | | | | 162,892 | | |
Taisei Corp. |
| | | | 5,196 | | | | | | 176,106 | | |
Takeda Pharmaceutical Co., Ltd. |
| | | | 29,176 | | | | | | 966,784 | | |
TDK Corp. |
| | | | 7,817 | | | | | | 266,662 | | |
Teijin Ltd. |
| | | | 11,981 | | | | | | 133,127 | | |
Terumo Corp. |
| | | | 13,882 | | | | | | 413,509 | | |
TIS, Inc. |
| | | | 6,334 | | | | | | 173,044 | | |
Tobu Railway Co., Ltd. |
| | | | 6,312 | | | | | | 160,622 | | |
Toho Co., Ltd. |
| | | | 3,824 | | | | | | 151,370 | | |
Tokio Marine Holdings, Inc. |
| | | | 35,722 | | | | | | 713,574 | | |
Tokyo
Electric Power Co., Holdings, Inc.* |
| | | | 32,205 | | | | | | 115,183 | | |
Tokyo Electron Ltd. |
| | | | 8,391 | | | | | | 954,860 | | |
Tokyo Gas Co., Ltd. |
| | | | 10,152 | | | | | | 208,087 | | |
Tokyu Corp. |
| | | | 13,694 | | | | | | 192,892 | | |
Tokyu Fudosan Holdings Corp. |
| | | | 18,600 | | | | | | 93,844 | | |
TOPPAN, Inc. |
| | | | 7,798 | | | | | | 165,049 | | |
Toray Industries, Inc. |
| | | | 34,730 | | | | | | 195,808 | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks (continued) | | ||||||||||||
Japan (continued) | | ||||||||||||
Toshiba Corp. |
| | | | 9,007 | | | | | $ | 291,050 | | |
Tosoh Corp. |
| | | | 7,625 | | | | | | 101,413 | | |
TOTO Ltd. |
| | | | 4,177 | | | | | | 142,490 | | |
Toyo Suisan Kaisha Ltd. |
| | | | 3,341 | | | | | | 148,936 | | |
Toyota Industries Corp. |
| | | | 3,769 | | | | | | 217,285 | | |
Toyota Motor Corp. |
| | | | 227,620 | | | | | | 3,104,251 | | |
Toyota Tsusho Corp. |
| | | | 4,779 | | | | | | 196,895 | | |
Trend Micro, Inc. |
| | | | 3,215 | | | | | | 156,305 | | |
Unicharm Corp. |
| | | | 8,195 | | | | | | 329,569 | | |
USS Co., Ltd. |
| | | | 7,739 | | | | | | 129,471 | | |
West Japan Railway Co. |
| | | | 5,567 | | | | | | 240,849 | | |
Yakult Honsha Co., Ltd. |
| | | | 3,534 | | | | | | 265,507 | | |
Yamaha Corp. |
| | | | 4,115 | | | | | | 161,076 | | |
Yamaha Motor Co., Ltd. |
| | | | 8,359 | | | | | | 214,861 | | |
Yamato Holdings Co., Ltd. |
| | | | 7,958 | | | | | | 136,408 | | |
Yaskawa Electric Corp. |
| | | | 6,091 | | | | | | 246,476 | | |
Yokogawa Electric Corp. |
| | | | 6,821 | | | | | | 110,156 | | |
Z Holdings Corp.(b)
|
| | | | 56,590 | | | | | | 154,021 | | |
Zenkoku Hosho Co., Ltd. |
| | | | 2,423 | | | | | | 88,795 | | |
Total Japan |
| | | | | | | | | | 71,118,305 | | |
Jordan — 0.0%(a) | | ||||||||||||
Hikma Pharmaceuticals PLC |
| | | | 4,353 | | | | | | 100,726 | | |
Luxembourg — 0.1% | | ||||||||||||
ArcelorMittal SA |
| | | | 10,467 | | | | | | 297,093 | | |
Eurofins Scientific SE(b)
|
| | | | 2,319 | | | | | | 161,956 | | |
Total Luxembourg |
| | | | | | | | | | 459,049 | | |
Macau — 0.2% | | ||||||||||||
Galaxy Entertainment Group Ltd.*
|
| | | | 44,964 | | | | | | 317,902 | | |
Sands China Ltd.*
|
| | | | 52,234 | | | | | | 185,317 | | |
Total Macau |
| | | | | | | | | | 503,219 | | |
Netherlands — 4.9% | | ||||||||||||
Adyen NV*
|
| | | | 553 | | | | | | 886,461 | | |
Aegon NV |
| | | | 38,262 | | | | | | 174,160 | | |
Akzo Nobel NV |
| | | | 3,632 | | | | | | 301,290 | | |
Argenx SE*
|
| | | | 1,069 | | | | | | 411,526 | | |
ASM International NV |
| | | | 967 | | | | | | 350,215 | | |
ASML Holding NV |
| | | | 7,546 | | | | | | 4,777,689 | | |
ASR Nederland NV |
| | | | 3,871 | | | | | | 170,259 | | |
BE Semiconductor Industries NV |
| | | | 1,652 | | | | | | 148,348 | | |
Euronext NV |
| | | | 1,732 | | | | | | 137,864 | | |
EXOR NV*
|
| | | | 1,387 | | | | | | 114,047 | | |
Heineken Holding NV |
| | | | 2,437 | | | | | | 233,934 | | |
Heineken NV |
| | | | 4,630 | | | | | | 531,852 | | |
IMCD NV |
| | | | 1,017 | | | | | | 152,921 | | |
ING Groep NV(b)
|
| | | | 71,677 | | | | | | 886,269 | | |
Koninklijke Ahold Delhaize NV |
| | | | 18,691 | | | | | | 644,218 | | |
Koninklijke KPN NV |
| | | | 63,861 | | | | | | 233,292 | | |
Koninklijke Philips NV |
| | | | 16,582 | | | | | | 349,397 | | |
NN Group NV |
| | | | 5,878 | | | | | | 219,143 | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks (continued) | | ||||||||||||
Netherlands (continued) | | ||||||||||||
Randstad NV |
| | | | 2,341 | | | | | $ | 127,207 | | |
Shell PLC |
| | | | 129,617 | | | | | | 3,994,682 | | |
Universal Music Group NV |
| | | | 14,731 | | | | | | 322,169 | | |
Wolters Kluwer NV |
| | | | 4,944 | | | | | | 655,798 | | |
Total Netherlands |
| | | | | | | | | | 15,822,741 | | |
New Zealand — 0.4% | | ||||||||||||
Auckland International Airport Ltd.*
|
| | | | 37,700 | | | | | | 205,843 | | |
Contact Energy Ltd. |
| | | | 25,749 | | | | | | 124,527 | | |
Fisher & Paykel Healthcare Corp.,
Ltd. |
| | | | 15,339 | | | | | | 262,244 | | |
Mainfreight Ltd. |
| | | | 2,875 | | | | | | 127,321 | | |
Meridian Energy Ltd. |
| | | | 33,594 | | | | | | 113,291 | | |
Spark New Zealand Ltd. |
| | | | 63,896 | | | | | | 206,404 | | |
Xero Ltd.*
|
| | | | 2,357 | | | | | | 145,389 | | |
Total New Zealand |
| | | | | | | | | | 1,185,019 | | |
Norway — 0.6% | | ||||||||||||
Aker BP ASA |
| | | | 6,536 | | | | | | 155,589 | | |
DNB Bank ASA |
| | | | 21,373 | | | | | | 374,239 | | |
Equinor ASA |
| | | | 18,730 | | | | | | 534,337 | | |
Mowi ASA |
| | | | 9,959 | | | | | | 189,192 | | |
Norsk Hydro ASA |
| | | | 29,574 | | | | | | 216,374 | | |
Orkla ASA(b)
|
| | | | 22,289 | | | | | | 159,697 | | |
Schibsted ASA, Class A |
| | | | 4,473 | | | | | | 78,991 | | |
Telenor ASA |
| | | | 16,870 | | | | | | 209,788 | | |
TOMRA Systems ASA |
| | | | 5,664 | | | | | | 86,355 | | |
Total Norway |
| | | | | | | | | | 2,004,562 | | |
Poland — 0.2% | | ||||||||||||
Dino Polska SA*
|
| | | | 1,310 | | | | | | 133,668 | | |
KGHM Polska Miedz SA |
| | | | 3,519 | | | | | | 101,258 | | |
Polski Koncern Naftowy ORLEN SA |
| | | | 14,089 | | | | | | 215,333 | | |
Powszechna Kasa
Oszczednosci Bank Polski SA |
| | | | 20,223 | | | | | | 156,296 | | |
Powszechny Zaklad Ubezpieczen SA
|
| | | | 15,365 | | | | | | 141,819 | | |
Total Poland |
| | | | | | | | | | 748,374 | | |
Portugal — 0.2% | | ||||||||||||
EDP — Energias de Portugal SA |
| | | | 66,876 | | | | | | 369,154 | | |
Galp Energia SGPS SA |
| | | | 13,011 | | | | | | 157,862 | | |
Total Portugal |
| | | | | | | | | | 527,016 | | |
Singapore — 1.4% | | ||||||||||||
CapitaLand Ascendas REIT |
| | | | 123,533 | | | | | | 264,816 | | |
CapitaLand Ascott Trust |
| | | | 3,842 | | | | | | 3,110 | | |
CapitaLand
Integrated Commercial Trust |
| | | | 169,338 | | | | | | 257,659 | | |
Capitaland Investment Ltd/Singapore
|
| | | | 67,393 | | | | | | 187,911 | | |
DBS Group Holdings Ltd. |
| | | | 34,072 | | | | | | 838,169 | | |
Genting Singapore Ltd. |
| | | | 233,244 | | | | | | 197,553 | | |
Keppel Corp., Ltd. |
| | | | 39,080 | | | | | | 180,732 | | |
Mapletree Industrial Trust |
| | | | 88,603 | | | | | | 158,060 | | |
Oversea-Chinese Banking Corp., Ltd.
|
| | | | 68,730 | | | | | | 648,071 | | |
Sembcorp Marine Ltd.*
|
| | | | 1,066,813 | | | | | | 99,153 | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks (continued) | | ||||||||||||
Singapore (continued) | | ||||||||||||
Singapore Exchange Ltd. |
| | | | 23,737 | | | | | $ | 170,268 | | |
Singapore Technologies
Engineering Ltd. |
| | | | 58,642 | | | | | | 159,116 | | |
Singapore Telecommunications Ltd.
|
| | | | 162,547 | | | | | | 310,681 | | |
STMicroelectronics NV |
| | | | 12,235 | | | | | | 520,913 | | |
United Overseas Bank Ltd. |
| | | | 25,618 | | | | | | 541,873 | | |
Total Singapore |
| | | | | | | | | | 4,538,085 | | |
South Africa — 0.2% | | ||||||||||||
Anglo American PLC |
| | | | 22,116 | | | | | | 679,650 | | |
South Korea — 4.4% | | ||||||||||||
Amorepacific Corp. |
| | | | 992 | | | | | | 91,388 | | |
Celltrion Healthcare Co., Ltd. |
| | | | 2,664 | | | | | | 138,136 | | |
Celltrion, Inc. |
| | | | 2,235 | | | | | | 268,187 | | |
CJ CheilJedang Corp. |
| | | | 354 | | | | | | 81,861 | | |
Coway Co., Ltd. |
| | | | 2,403 | | | | | | 88,066 | | |
DB Insurance Co., Ltd. |
| | | | 936 | | | | | | 58,745 | | |
Delivery Hero SE*
|
| | | | 3,889 | | | | | | 155,122 | | |
Doosan Enerbility*
|
| | | | 9,288 | | | | | | 115,822 | | |
Ecopro BM Co. Ltd. |
| | | | 799 | | | | | | 159,394 | | |
Hana Financial Group, Inc. |
| | | | 6,979 | | | | | | 218,746 | | |
Hankook Tire & Technology Co., Ltd.
|
| | | | 3,108 | | | | | | 80,115 | | |
Hanwha Aerospace Co. Ltd. |
| | | | 842 | | | | | | 64,609 | | |
Hanwha Galleria Co. Ltd.*
|
| | | | 2,456 | | | | | | 3,164 | | |
Hanwha Solutions Corp.*
|
| | | | 2,205 | | | | | | 78,997 | | |
HLB, Inc.*
|
| | | | 2,487 | | | | | | 65,687 | | |
HMM Co., Ltd. |
| | | | 7,058 | | | | | | 107,579 | | |
Hyundai Mobis Co., Ltd. |
| | | | 1,402 | | | | | | 227,835 | | |
Hyundai Motor Co. |
| | | | 3,308 | | | | | | 488,143 | | |
Industrial Bank of Korea |
| | | | 16,850 | | | | | | 126,652 | | |
Kakao Corp. |
| | | | 6,352 | | | | | | 275,741 | | |
KakaoBank Corp. |
| | | | 3,953 | | | | | | 64,978 | | |
KB Financial Group, Inc. |
| | | | 8,515 | | | | | | 314,923 | | |
Kia Corp. |
| | | | 5,655 | | | | | | 357,029 | | |
Korea Electric Power Corp.*
|
| | | | 7,329 | | | | | | 102,291 | | |
Korea Zinc Co., Ltd. |
| | | | 262 | | | | | | 100,423 | | |
Korean Air Lines Co., Ltd. |
| | | | 6,227 | | | | | | 106,311 | | |
Krafton, Inc.*
|
| | | | 758 | | | | | | 108,795 | | |
KT&G Corp. |
| | | | 3,416 | | | | | | 218,987 | | |
L&F Co., Ltd. |
| | | | 519 | | | | | | 102,761 | | |
LG Chem Ltd. |
| | | | 961 | | | | | | 531,336 | | |
LG Corp. |
| | | | 2,916 | | | | | | 190,420 | | |
LG Display Co., Ltd.*
|
| | | | 8,526 | | | | | | 94,535 | | |
LG Electronics, Inc. |
| | | | 2,690 | | | | | | 219,678 | | |
LG Energy Solution Ltd.*
|
| | | | 665 | | | | | | 288,677 | | |
LG H&H Co., Ltd. |
| | | | 266 | | | | | | 123,818 | | |
LG Innotek Co., Ltd. |
| | | | 340 | | | | | | 67,192 | | |
NAVER Corp. |
| | | | 2,793 | | | | | | 401,295 | | |
NCSoft Corp. |
| | | | 422 | | | | | | 118,869 | | |
POSCO Future M Co. Ltd. |
| | | | 557 | | | | | | 139,416 | | |
POSCO Holdings, Inc. |
| | | | 1,623 | | | | | | 457,166 | | |
Samsung Biologics Co., Ltd.*
|
| | | | 424 | | | | | | 247,418 | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks (continued) | | ||||||||||||
South Korea (continued) | | ||||||||||||
Samsung C&T Corp. |
| | | | 2,256 | | | | | $ | 184,741 | | |
Samsung Electro-Mechanics Co., Ltd.
|
| | | | 1,436 | | | | | | 154,394 | | |
Samsung Electronics Co., Ltd. |
| | | | 89,637 | | | | | | 4,386,748 | | |
Samsung Fire &
Marine Insurance Co., Ltd. |
| | | | 906 | | | | | | 152,309 | | |
Samsung SDI Co., Ltd. |
| | | | 1,028 | | | | | | 530,744 | | |
Samsung SDS Co., Ltd. |
| | | | 1,422 | | | | | | 124,627 | | |
Shinhan Financial Group Co., Ltd.
|
| | | | 11,057 | | | | | | 288,734 | | |
SK Hynix, Inc. |
| | | | 10,455 | | | | | | 699,135 | | |
SK Innovation Co., Ltd.*
|
| | | | 1,200 | | | | | | 155,200 | | |
SK Square Co. Ltd.*
|
| | | | 2,643 | | | | | | 83,828 | | |
SK Telecom Co., Ltd. |
| | | | 2,120 | | | | | | 75,556 | | |
SK, Inc. |
| | | | 966 | | | | | | 117,286 | | |
Woori Financial Group, Inc. |
| | | | 20,202 | | | | | | 177,054 | | |
Total South Korea |
| | | | | | | | | | 14,380,663 | | |
Spain — 2.4% | | ||||||||||||
ACS
Actividades de Construccion y Servicios SA |
| | | | 6,169 | | | | | | 212,489 | | |
Aena SME SA*
|
| | | | 1,494 | | | | | | 252,189 | | |
Amadeus IT Group SA*
|
| | | | 8,433 | | | | | | 593,420 | | |
Banco Bilbao Vizcaya Argentaria SA
|
| | | | 116,873 | | | | | | 858,032 | | |
Banco Santander SA(b)
|
| | | | 310,649 | | | | | | 1,092,827 | | |
Bankinter SA(b)
|
| | | | 18,400 | | | | | | 108,921 | | |
CaixaBank SA |
| | | | 77,348 | | | | | | 286,234 | | |
Cellnex Telecom SA*
|
| | | | 11,237 | | | | | | 473,522 | | |
EDP Renovaveis SA*
|
| | | | 3,959 | | | | | | 88,114 | | |
Endesa SA |
| | | | 6,026 | | | | | | 135,515 | | |
Ferrovial SA |
| | | | 10,394 | | | | | | 326,233 | | |
Grifols SA*(b)
|
| | | | 9,309 | | | | | | 95,783 | | |
Iberdrola SA |
| | | | 112,839 | | | | | | 1,467,480 | | |
Industria de Diseno Textil SA(b)
|
| | | | 20,197 | | | | | | 694,788 | | |
Naturgy Energy Group SA |
| | | | 3,210 | | | | | | 100,290 | | |
Red Electrica Corp. SA |
| | | | 9,357 | | | | | | 170,498 | | |
Repsol SA |
| | | | 24,669 | | | | | | 363,444 | | |
Telefonica SA |
| | | | 100,597 | | | | | | 458,117 | | |
Total Spain |
| | | | | | | | | | 7,777,896 | | |
Sweden — 3.0% | | ||||||||||||
Alfa Laval AB(b)
|
| | | | 6,856 | | | | | | 250,986 | | |
Assa Abloy AB, B Shares |
| | | | 17,610 | | | | | | 418,736 | | |
Atlas Copco AB, A Shares(b)
|
| | | | 54,270 | | | | | | 783,581 | | |
Atlas Copco AB, B Shares(b)
|
| | | | 32,494 | | | | | | 415,946 | | |
Boliden AB(b)
|
| | | | 5,906 | | | | | | 210,854 | | |
Castellum AB(b)
|
| | | | 7,456 | | | | | | 90,354 | | |
Epiroc AB, A Shares |
| | | | 12,088 | | | | | | 241,589 | | |
Epiroc AB, B Shares |
| | | | 8,216 | | | | | | 141,055 | | |
EQT AB |
| | | | 7,180 | | | | | | 153,858 | | |
Essity AB, B Shares(b)
|
| | | | 12,291 | | | | | | 372,304 | | |
Evolution AB |
| | | | 3,185 | | | | | | 423,973 | | |
Getinge AB, B Shares |
| | | | 4,971 | | | | | | 125,956 | | |
H & M Hennes & Mauritz AB, B
Shares |
| | | | 18,538 | | | | | | 270,879 | | |
Hexagon AB, B Shares(b)
|
| | | | 35,598 | | | | | | 405,530 | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks (continued) | | ||||||||||||
Sweden (continued) | | ||||||||||||
Husqvarna AB, B Shares |
| | | | 12,970 | | | | | $ | 111,653 | | |
Industrivarden AB, A Shares |
| | | | 9,756 | | | | | | 278,492 | | |
Indutrade AB |
| | | | 6,853 | | | | | | 164,155 | | |
Investor AB, B Shares(b)
|
| | | | 43,695 | | | | | | 936,329 | | |
Kinnevik AB, B Shares*
|
| | | | 7,039 | | | | | | 115,187 | | |
Nibe Industrier AB, B Shares |
| | | | 27,767 | | | | | | 309,959 | | |
Saab AB, B Shares |
| | | | 2,508 | | | | | | 140,740 | | |
Sandvik AB(b)
|
| | | | 21,231 | | | | | | 431,564 | | |
Skandinaviska Enskilda
Banken AB, A Shares |
| | | | 30,872 | | | | | | 350,639 | | |
Skanska AB, B Shares(b)
|
| | | | 9,910 | | | | | | 161,733 | | |
SKF AB, B Shares |
| | | | 8,586 | | | | | | 155,108 | | |
Svenska Cellulosa AB SCA, B Shares
|
| | | | 12,990 | | | | | | 177,869 | | |
Svenska Handelsbanken AB, A Shares
|
| | | | 30,242 | | | | | | 267,180 | | |
Swedbank AB, A Shares |
| | | | 19,555 | | | | | | 339,349 | | |
Swedish Orphan Biovitrum AB*
|
| | | | 3,648 | | | | | | 88,699 | | |
Tele2 AB, B Shares(b)
|
| | | | 12,967 | | | | | | 137,732 | | |
Telefonaktiebolaget
LM Ericsson, B Shares |
| | | | 56,723 | | | | | | 311,728 | | |
Telia Co. AB(b)
|
| | | | 54,172 | | | | | | 150,835 | | |
Trelleborg AB, B Shares |
| | | | 6,931 | | | | | | 173,930 | | |
Volvo AB, B Shares |
| | | | 32,735 | | | | | | 672,747 | | |
Total Sweden |
| | | | | | | | | | 9,781,229 | | |
Switzerland — 5.5% | | ||||||||||||
ABB Ltd. |
| | | | 29,833 | | | | | | 1,076,609 | | |
Adecco Group AG(b)
|
| | | | 3,612 | | | | | | 123,897 | | |
Alcon, Inc. |
| | | | 8,462 | | | | | | 616,265 | | |
Baloise Holding AG |
| | | | 1,116 | | | | | | 186,951 | | |
Barry Callebaut AG |
| | | | 47 | | | | | | 100,543 | | |
Chocoladefabriken Lindt
& Spruengli AG |
| | | | 35 | | | | | | 433,347 | | |
Cie Financiere Richemont SA, Class A
|
| | | | 9,826 | | | | | | 1,622,303 | | |
Clariant AG*
|
| | | | 6,980 | | | | | | 116,536 | | |
Credit Suisse Group AG |
| | | | 63,120 | | | | | | 56,762 | | |
DSM-Firmenich AG*
|
| | | | 3,286 | | | | | | 430,830 | | |
EMS-Chemie Holding AG |
| | | | 157 | | | | | | 129,033 | | |
Geberit AG |
| | | | 717 | | | | | | 408,264 | | |
Givaudan SA |
| | | | 168 | | | | | | 589,288 | | |
Julius Baer Group Ltd. |
| | | | 4,521 | | | | | | 323,665 | | |
Kuehne + Nagel International AG |
| | | | 906 | | | | | | 268,629 | | |
Logitech International SA |
| | | | 3,030 | | | | | | 178,794 | | |
Lonza Group AG |
| | | | 1,410 | | | | | | 877,319 | | |
Novartis AG |
| | | | 37,015 | | | | | | 3,789,874 | | |
Partners Group Holding AG |
| | | | 435 | | | | | | 421,878 | | |
PSP Swiss Property AG |
| | | | 1,158 | | | | | | 136,740 | | |
Schindler Holding
AG — Participating Certificate |
| | | | 1,070 | | | | | | 238,873 | | |
SGS SA |
| | | | 3,097 | | | | | | 280,315 | | |
SIG Group AG*
|
| | | | 7,130 | | | | | | 190,977 | | |
Sika AG |
| | | | 2,742 | | | | | | 756,010 | | |
Sonova Holding AG |
| | | | 1,059 | | | | | | 335,292 | | |
Straumann Holding AG |
| | | | 2,046 | | | | | | 307,228 | | |
| | |
Shares |
| |
Value |
| | | ||||||||||
Common Stocks (continued) | | | | ||||||||||||||||
Switzerland (continued) | | | | ||||||||||||||||
Swatch Group AG (The) — Bearer |
| | | | 719 | | | | | $ | 246,062 | | | | | ||||
Swiss Life Holding AG*(b)
|
| | | | 628 | | | | | | 414,033 | | | | | ||||
Swiss Prime Site AG |
| | | | 1,817 | | | | | | 165,052 | | | | | ||||
Swisscom AG |
| | | | 487 | | | | | | 335,409 | | | | | ||||
Tecan Group AG(b)
|
| | | | 298 | | | | | | 129,840 | | | | | ||||
Temenos AG |
| | | | 1,276 | | | | | | 107,063 | | | | | ||||
UBS Group AG |
| | | | 54,316 | | | | | | 1,102,431 | | | | | ||||
VAT Group AG |
| | | | 482 | | | | | | 169,665 | | | | | ||||
Zurich Insurance Group AG |
| | | | 2,698 | | | | | | 1,308,911 | | | | | ||||
Total Switzerland |
| | | | | | | | | | 17,974,688 | | | | | ||||
United Kingdom — 11.0% | | | | | | | | ||||||||||||
3i Group PLC |
| | | | 17,836 | | | | | | 396,126 | | | | | ||||
abrdn PLC |
| | | | 49,880 | | | | | | 133,350 | | | | | ||||
Admiral Group PLC |
| | | | 5,384 | | | | | | 156,388 | | | | | ||||
Ashtead Group PLC |
| | | | 8,434 | | | | | | 485,193 | | | | | ||||
Associated British Foods PLC |
| | | | 7,257 | | | | | | 178,413 | | | | | ||||
AstraZeneca PLC |
| | | | 27,338 | | | | | | 4,036,050 | | | | | ||||
Auto Trader Group PLC |
| | | | 20,350 | | | | | | 162,573 | | | | | ||||
Aviva PLC |
| | | | 52,139 | | | | | | 277,206 | | | | | ||||
B&M European Value Retail SA
|
| | | | 19,257 | | | | | | 116,107 | | | | | ||||
BAE Systems PLC |
| | | | 58,189 | | | | | | 741,615 | | | | | ||||
Barclays PLC |
| | | | 320,371 | | | | | | 643,794 | | | | | ||||
Barratt Developments PLC |
| | | | 21,881 | | | | | | 137,511 | | | | | ||||
Berkeley Group Holdings PLC |
| | | | 2,382 | | | | | | 133,140 | | | | | ||||
BP PLC |
| | | | 329,871 | | | | | | 2,215,697 | | | | | ||||
British American Tobacco PLC |
| | | | 40,908 | | | | | | 1,504,980 | | | | | ||||
British Land Co. PLC (The) |
| | | | 20,471 | | | | | | 102,971 | | | | | ||||
BT Group PLC |
| | | | 132,656 | | | | | | 264,859 | | | | | ||||
Bunzl PLC |
| | | | 7,247 | | | | | | 288,200 | | | | | ||||
Burberry Group PLC |
| | | | 8,224 | | | | | | 267,825 | | | | | ||||
Centrica PLC |
| | | | 113,156 | | | | | | 162,848 | | | | | ||||
CK Hutchison Holdings Ltd. |
| | | | 54,785 | | | | | | 366,401 | | | | | ||||
CNH Industrial NV |
| | | | 20,256 | | | | | | 285,011 | | | | | ||||
Compass Group PLC |
| | | | 33,240 | | | | | | 876,111 | | | | | ||||
Croda International PLC |
| | | | 2,755 | | | | | | 241,700 | | | | | ||||
DCC PLC |
| | | | 2,109 | | | | | | 131,055 | | | | | ||||
Dechra Pharmaceuticals PLC |
| | | | 2,191 | | | | | | 102,719 | | | | | ||||
Diageo PLC |
| | | | 41,454 | | | | | | 1,887,186 | | | | | ||||
Direct Line Insurance Group PLC |
| | | | 29,568 | | | | | | 63,792 | | | | | ||||
Dowlais Group PLC*
|
| | | | 30,182 | | | | | | 50,303 | | | | | ||||
Entain PLC |
| | | | 12,534 | | | | | | 227,487 | | | | | ||||
Halma PLC |
| | | | 7,411 | | | | | | 214,987 | | | | | ||||
Howden Joinery Group PLC |
| | | | 13,944 | | | | | | 119,984 | | | | | ||||
HSBC Holdings PLC |
| | | | 368,329 | | | | | | 2,656,417 | | | | | ||||
IMI PLC |
| | | | 5,832 | | | | | | 116,917 | | | | | ||||
Imperial Brands PLC |
| | | | 18,064 | | | | | | 446,713 | | | | | ||||
Informa PLC |
| | | | 31,907 | | | | | | 289,790 | | | | | ||||
InterContinental Hotels Group PLC
|
| | | | 4,088 | | | | | | 280,545 | | | | | ||||
Intermediate Capital Group PLC |
| | | | 6,613 | | | | | | 108,179 | | | | | ||||
Intertek Group PLC |
| | | | 3,426 | | | | | | 178,963 | | | | | ||||
ITV PLC |
| | | | 93,059 | | | | | | 94,485 | | | | | ||||
JD Sports Fashion PLC |
| | | | 53,539 | | | | | | 108,375 | | | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks (continued) | | ||||||||||||
United Kingdom (continued) | | ||||||||||||
Johnson Matthey PLC |
| | | | 3,842 | | | | | $ | 94,817 | | |
Just Eat Takeaway.com NV*
|
| | | | 4,197 | | | | | | 73,580 | | |
Kingfisher PLC |
| | | | 42,305 | | | | | | 136,921 | | |
Land Securities Group PLC |
| | | | 18,256 | | | | | | 154,701 | | |
Legal & General Group PLC |
| | | | 108,026 | | | | | | 317,855 | | |
Lloyds Banking Group PLC |
| | | | 1,271,664 | | | | | | 770,405 | | |
London Stock Exchange Group PLC |
| | | | 6,423 | | | | | | 673,777 | | |
M&G PLC |
| | | | 55,654 | | | | | | 143,470 | | |
Melrose Industries PLC |
| | | | 30,182 | | | | | | 155,157 | | |
National Grid PLC |
| | | | 66,606 | | | | | | 958,140 | | |
NatWest Group PLC |
| | | | 95,067 | | | | | | 313,062 | | |
Next PLC |
| | | | 2,652 | | | | | | 224,664 | | |
Pearson PLC |
| | | | 16,773 | | | | | | 186,997 | | |
Persimmon PLC |
| | | | 6,870 | | | | | | 113,462 | | |
Reckitt Benckiser Group PLC |
| | | | 12,749 | | | | | | 1,030,355 | | |
RELX PLC |
| | | | 34,399 | | | | | | 1,144,025 | | |
Rentokil Initial PLC |
| | | | 47,910 | | | | | | 380,818 | | |
Rightmove PLC |
| | | | 18,693 | | | | | | 134,909 | | |
Rolls-Royce Holdings PLC*
|
| | | | 167,661 | | | | | | 320,630 | | |
Sage Group PLC (The) |
| | | | 21,753 | | | | | | 223,816 | | |
Schroders PLC |
| | | | 11,619 | | | | | | 70,931 | | |
Segro PLC |
| | | | 22,281 | | | | | | 233,785 | | |
Severn Trent PLC |
| | | | 5,360 | | | | | | 197,528 | | |
Smith & Nephew PLC |
| | | | 16,755 | | | | | | 276,825 | | |
Smiths Group PLC |
| | | | 8,358 | | | | | | 176,592 | | |
Spirax-Sarco Engineering PLC |
| | | | 1,462 | | | | | | 203,788 | | |
SSE PLC |
| | | | 19,879 | | | | | | 459,115 | | |
St James’s Place PLC |
| | | | 9,917 | | | | | | 150,386 | | |
Standard Chartered PLC |
| | | | 45,851 | | | | | | 362,147 | | |
Tate & Lyle PLC |
| | | | 10,997 | | | | | | 112,650 | | |
Taylor Wimpey PLC |
| | | | 74,884 | | | | | | 120,664 | | |
Tesco PLC |
| | | | 140,555 | | | | | | 496,600 | | |
Unilever PLC |
| | | | 46,785 | | | | | | 2,608,837 | | |
United Utilities Group PLC |
| | | | 14,396 | | | | | | 195,780 | | |
Vodafone Group PLC |
| | | | 465,946 | | | | | | 561,635 | | |
Weir Group PLC (The) |
| | | | 6,109 | | | | | | 141,282 | | |
Whitbread PLC |
| | | | 4,936 | | | | | | 201,445 | | |
Wise PLC, Class A*
|
| | | | 13,317 | | | | | | 92,060 | | |
WPP PLC |
| | | | 22,393 | | | | | | 260,967 | | |
Total United Kingdom |
| | | | | | | | | | 35,726,544 | | |
United States — 6.8% | | ||||||||||||
Amcor PLC |
| | | | 32,052 | | | | | | 347,378 | | |
CSL Ltd. |
| | | | 8,998 | | | | | | 1,787,351 | | |
Experian PLC |
| | | | 17,355 | | | | | | 612,958 | | |
Ferguson PLC |
| | | | 3,983 | | | | | | 560,447 | | |
GSK PLC |
| | | | 72,469 | | | | | | 1,312,550 | | |
Haleon PLC |
| | | | 89,937 | | | | | | 396,776 | | |
Holcim AG*
|
| | | | 10,373 | | | | | | 685,512 | | |
James Hardie Industries PLC |
| | | | 8,842 | | | | | | 195,690 | | |
Nestle SA(c)
|
| | | | 49,069 | | | | | | 6,313,558 | | |
QIAGEN NV*
|
| | | | 5,147 | | | | | $ | 230,189 | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks (continued) | | ||||||||||||
United States (continued) | | ||||||||||||
Roche Holding AG |
| | | | 13,385 | | | | | | 4,216,038 | | |
Samsonite International SA*
|
| | | | 27,817 | | | | | | 87,704 | | |
Sanofi(b) | | | | | 20,075 | | | | | | 2,216,273 | | |
Schneider Electric SE |
| | | | 10,275 | | | | | | 1,790,241 | | |
Stellantis NV |
| | | | 39,325 | | | | | | 651,220 | | |
Swiss Re AG |
| | | | 5,445 | | | | | | 548,874 | | |
Tenaris SA |
| | | | 9,766 | | | | | | 140,700 | | |
Total United States |
| | | | | | | | | | 22,093,459 | | |
Total
Common Stocks (Cost $306,583,576) |
| | | | | | | | | | 322,432,634 | | |
Preferred Stocks — 0.5% | | ||||||||||||
Germany — 0.3% | | ||||||||||||
Henkel AG & Co. KGaA, 2.53% |
| | | | 3,798 | | | | | | 307,261 | | |
Sartorius AG, 0.41% |
| | | | 507 | | | | | | 196,800 | | |
Volkswagen AG, 21.51% |
| | | | 4,316 | | | | | | 589,317 | | |
Total Germany |
| | | | | | | | | | 1,093,378 | | |
South Korea — 0.2% | | ||||||||||||
Samsung Electronics Co., Ltd., 2.60%
|
| | | | 14,508 | | | | | | 603,777 | | |
Total
Preferred Stocks (Cost $1,748,659) |
| | | | | | | | | | 1,697,155 | | |
Short-Term Investments — 3.4% | | ||||||||||||
Money Market Funds — 3.4% | | ||||||||||||
Dreyfus Government Cash
Management Fund, Institutional Shares, 4.76%(d)(e) |
| | | | 9,578,003 | | | | | | 9,578,003 | | |
Dreyfus
Institutional Preferred Government Money Market Fund, Institutional
Shares, 4.81%(d)
|
| | | | 1,342,946 | | | | | | 1,342,946 | | |
Total
Short-Term Investments (Cost $10,920,949) |
| | | | | | | | | | 10,920,949 | | |
Total
Investments — 103.1% (Cost $319,253,184) |
| | | | | | | | | | 335,050,738 | | |
Other
Assets and Liabilities, Net — (3.1)% |
| | | | | | | | | | (9,808,018) | | |
Net Assets — 100.0% |
| | | | | | | | | $ | 325,242,720 | | |
|
Purchased Contracts |
| |
Settlement Date |
| |
Counterparty
|
| |
Currency Amount Purchased |
| |
Value at Settlement Date |
| |
Value at April 30, 2023 |
| |
Unrealized Appreciation |
| |||||||||||||||
Australian Dollar |
| | | | 05/09/23 | | | |
Morgan Stanley
|
| | | | 17,773,163 | | | | | $ | 11,748,701 | | | | | $ | 11,750,079 | | | | | $ | 1,378 | | |
Swiss Franc |
| | | | 05/09/23 | | | |
Morgan Stanley
|
| | | | 12,699,451 | | | | | | 14,277,107 | | | | | | 14,284,421 | | | | | | 7,314 | | |
Danish Krone |
| | | | 05/09/23 | | | |
Morgan Stanley
|
| | | | 29,034,217 | | | | | | 4,302,311 | | | | | | 4,303,233 | | | | | | 922 | | |
Euro |
| | | | 05/09/23 | | | |
Morgan Stanley
|
| | | | 44,442,837 | | | | | | 49,078,725 | | | | | | 49,092,575 | | | | | | 13,850 | | |
British Pound |
| | | | 05/09/23 | | | |
Morgan Stanley
|
| | | | 18,573,392 | | | | | | 23,347,831 | | | | | | 23,349,866 | | | | | | 2,035 | | |
Hong Kong Dollar |
| | | | 05/09/23 | | | |
Morgan Stanley
|
| | | | 32,716,833 | | | | | | 4,168,658 | | | | | | 4,169,636 | | | | | | 978 | | |
Israeli Shekel |
| | | | 05/09/23 | | | |
Morgan Stanley
|
| | | | 3,335,357 | | | | | | 917,228 | | | | | | 917,456 | | | | | | 228 | | |
Japanese Yen |
| | | | 05/09/23 | | | |
Morgan Stanley
|
| | | | 4,661,660,599 | | | | | | 34,270,741 | | | | | | 34,283,344 | | | | | | 12,603 | | |
South Korean Won#
|
| | | | 05/09/23 | | | |
Morgan Stanley
|
| | | | 9,684,770,150 | | | | | | 7,238,298 | | | | | | 7,240,228 | | | | | | 1,930 | | |
Norwegian Krone |
| | | | 05/09/23 | | | |
Morgan Stanley
|
| | | | 11,216,118 | | | | | | 1,049,333 | | | | | | 1,049,627 | | | | | | 294 | | |
New Zealand Dollar |
| | | | 05/09/23 | | | |
Morgan Stanley
|
| | | | 818,514 | | | | | | 505,513 | | | | | | 505,543 | | | | | | 30 | | |
Swedish Krona |
| | | | 05/09/23 | | | |
Morgan Stanley
|
| | | | 48,649,706 | | | | | | 4,744,009 | | | | | | 4,745,362 | | | | | | 1,353 | | |
Singapore Dollar |
| | | | 05/09/23 | | | |
Morgan Stanley
|
| | | | 2,738,206 | | | | | | 2,052,476 | | | | | | 2,053,113 | | | | | | 637 | | |
Unrealized Appreciation |
| | | | | | | | | | | | | | | | | | $ | 157,700,931 | | | | | $ | 157,744,483 | | | | | $ | 43,552 | | |
Sold Contracts |
| |
Settlement Date |
| |
Counterparty
|
| |
Currency Amount Sold |
| |
Value
at Settlement Date |
| |
Value
at April 30, 2023 |
| |
Unrealized Appreciation |
| |||||||||||||||
Australian Dollar |
| | | | 05/09/23 | | | |
Morgan Stanley
|
| | | | (17,817,177) | | | | | $ | (11,946,037) | | | | | $ | (11,779,177) | | | | | $ | 166,860 | | |
Hong Kong Dollar |
| | | | 05/09/23 | | | |
Morgan Stanley
|
| | | | (32,479,589) | | | | | | (4,144,372) | | | | | | (4,139,400) | | | | | | 4,972 | | |
Israeli Shekel |
| | | | 05/09/23 | | | |
Morgan Stanley
|
| | | | (3,311,003) | | | | | | (920,589) | | | | | | (910,756) | | | | | | 9,833 | | |
Japanese Yen |
| | | | 05/09/23 | | | |
Morgan Stanley
|
| | | | (4,685,637,206) | | | | | | (35,387,688) | | | | | | (34,459,676) | | | | | | 928,012 | | |
South Korean Won#
|
| | | | 05/09/23 | | | |
Morgan Stanley
|
| | | | (9,714,286,843) | | | | | | (7,460,183) | | | | | | (7,262,294) | | | | | | 197,889 | | |
Norwegian Krone |
| | | | 05/09/23 | | | |
Morgan Stanley
|
| | | | (11,216,118) | | | | | | (1,072,900) | | | | | | (1,049,627) | | | | | | 23,273 | | |
New Zealand Dollar |
| | | | 05/09/23 | | | |
Morgan Stanley
|
| | | | (812,596) | | | | | | (508,509) | | | | | | (501,888) | | | | | | 6,621 | | |
Polish Zloty |
| | | | 06/07/23 | | | |
Morgan Stanley
|
| | | | (1,557,399) | | | | | | (374,555) | | | | | | (374,473) | | | | | | 82 | | |
Swedish Krona |
| | | | 05/09/23 | | | |
Morgan Stanley
|
| | | | (687,225) | | | | | | (67,063) | | | | | | (67,033) | | | | | | 30 | | |
Singapore Dollar |
| | | | 05/09/23 | | | |
Morgan Stanley
|
| | | | (2,718,367) | | | | | | (2,046,443) | | | | | | (2,038,238) | | | | | | 8,205 | | |
Unrealized Appreciation |
| | | | | | | | | | | | | | | | | | $ | (63,928,339) | | | | | $ | (62,582,562) | | | | | $ | 1,345,777 | | |
Total Unrealized Appreciation |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
$ |
1,389,329 |
| |
Purchased Contracts |
| |
Settlement Date |
| |
Counterparty
|
| |
Currency Amount Purchased |
| |
Value
at Settlement Date |
| |
Value
at April 30, 2023 |
| |
Unrealized (Depreciation) |
| |||||||||||||||
Australian Dollar |
| | | | 05/09/23 | | | |
Morgan Stanley
|
| | | | 44,014 | | | | | $ | 29,197 | | | | | $ | 29,098 | | | | | $ | (99) | | |
Japanese Yen |
| | | | 05/09/23 | | | |
Morgan Stanley
|
| | | | 23,976,606 | | | | | | 179,861 | | | | | | 176,332 | | | | | | (3,529) | | |
South Korean Won#
|
| | | | 05/09/23 | | | |
Morgan Stanley
|
| | | | 99,648,914 | | | | | | 75,388 | | | | | | 74,496 | | | | | | (892) | | |
Polish Zloty |
| | | | 05/09/23 | | | |
Morgan Stanley
|
| | | | 1,438,450 | | | | | | 346,523 | | | | | | 346,467 | | | | | | (56) | | |
Unrealized Depreciation |
| | | | | | | | | | | | | | | | | | $ | 630,969 | | | | | $ | 626,393 | | | | | $ | (4,576) | | |
Sold Contracts |
| |
Settlement Date |
| |
Counterparty
|
| |
Currency Amount Sold |
| |
Value at Settlement Date |
| |
Value at April 30, 2023 |
| |
Unrealized (Depreciation) |
| |||||||||||||||
Australian Dollar |
| | | | 06/07/23 | | | |
Morgan Stanley
|
| | | | (18,015,677) | | | | | $ | (11,921,370) | | | | | $ | (11,925,693) | | | | | $ | (4,323) | | |
Swiss Franc |
| | | | 05/09/23 | | | |
Morgan Stanley
|
| | | | (12,699,451) | | | | | | (13,955,571) | | | | | | (14,284,421) | | | | | | (328,850) | | |
Swiss Franc |
| | | | 06/07/23 | | | |
Morgan Stanley
|
| | | | (13,032,527) | | | | | | (14,698,499) | | | | | | (14,710,597) | | | | | | (12,098) | | |
Danish Krone |
| | | | 05/09/23 | | | |
Morgan Stanley
|
| | | | (29,034,217) | | | | | | (4,244,670) | | | | | | (4,303,233) | | | | | | (58,563) | | |
Danish Krone |
| | | | 06/07/23 | | | |
Morgan Stanley
|
| | | | (29,872,138) | | | | | | (4,434,589) | | | | | | (4,436,315) | | | | | | (1,726) | | |
Euro |
| | | | 05/09/23 | | | |
Morgan Stanley
|
| | | | (44,442,837) | | | | | | (48,386,237) | | | | | | (49,092,575) | | | | | | (706,338) | | |
Euro |
| | | | 06/07/23 | | | |
Morgan Stanley
|
| | | | (44,884,095) | | | | | | (49,644,143) | | | | | | (49,666,578) | | | | | | (22,435) | | |
British Pound |
| | | | 05/09/23 | | | |
Morgan Stanley
|
| | | | (18,573,392) | | | | | | (22,987,455) | | | | | | (23,349,866) | | | | | | (362,411) | | |
British Pound |
| | | | 06/07/23 | | | |
Morgan Stanley
|
| | | | (19,172,156) | | | | | | (24,112,514) | | | | | | (24,118,348) | | | | | | (5,834) | | |
Hong Kong Dollar |
| | | | 05/09/23 | | | |
Morgan Stanley
|
| | | | (237,244) | | | | | | (30,231) | | | | | | (30,236) | | | | | | (5) | | |
Hong Kong Dollar |
| | | | 06/07/23 | | | |
Morgan Stanley
|
| | | | (33,059,251) | | | | | | (4,217,061) | | | | | | (4,218,775) | | | | | | (1,714) | | |
Israeli Shekel |
| | | | 05/09/23 | | | |
Morgan Stanley
|
| | | | (24,354) | | | | | | (6,696) | | | | | | (6,699) | | | | | | (3) | | |
Sold Contracts |
| |
Settlement Date |
| |
Counterparty
|
| |
Currency Amount Sold |
| |
Value at Settlement Date |
| |
Value at April 30, 2023 |
| |
Unrealized (Depreciation) |
| |||||||||||||||
Israeli Shekel |
| | | | 06/07/23 | | | |
Morgan Stanley
|
| | | | (3,348,067) | | | | | $ | (921,550) | | | | | $ | (921,856) | | | | | $ | (306) | | |
Japanese Yen |
| | | | 06/07/23 | | | |
Morgan Stanley
|
| | | | (4,837,928,665) | | | | | | (35,717,685) | | | | | | (35,741,141) | | | | | | (23,456) | | |
South Korean Won#
|
| | | | 05/09/23 | | | |
Morgan Stanley
|
| | | | (70,132,221) | | | | | | (52,138) | | | | | | (52,430) | | | | | | (292) | | |
South Korean Won#
|
| | | | 06/07/23 | | | |
Morgan Stanley
|
| | | | (9,923,779,417) | | | | | | (7,428,034) | | | | | | (7,432,077) | | | | | | (4,043) | | |
Norwegian Krone |
| | | | 06/07/23 | | | |
Morgan Stanley
|
| | | | (11,385,488) | | | | | | (1,066,613) | | | | | | (1,067,072) | | | | | | (459) | | |
New Zealand Dollar |
| | | | 05/09/23 | | | |
Morgan Stanley
|
| | | | (5,918) | | | | | | (3,626) | | | | | | (3,655) | | | | | | (29) | | |
New Zealand Dollar |
| | | | 06/07/23 | | | |
Morgan Stanley
|
| | | | (841,601) | | | | | | (519,718) | | | | | | (519,747) | | | | | | (29) | | |
Polish Zloty |
| | | | 05/09/23 | | | |
Morgan Stanley
|
| | | | (1,438,450) | | | | | | (333,343) | | | | | | (346,467) | | | | | | (13,124) | | |
Swedish Krona |
| | | | 05/09/23 | | | |
Morgan Stanley
|
| | | | (47,962,481) | | | | | | (4,633,641) | | | | | | (4,678,329) | | | | | | (44,688) | | |
Swedish Krona |
| | | | 06/07/23 | | | |
Morgan Stanley
|
| | | | (50,165,237) | | | | | | (4,898,750) | | | | | | (4,900,937) | | | | | | (2,187) | | |
Singapore Dollar |
| | | | 05/09/23 | | | |
Morgan Stanley
|
| | | | (19,839) | | | | | | (14,837) | | | | | | (14,875) | | | | | | (38) | | |
Singapore Dollar |
| | | | 06/07/23 | | | |
Morgan Stanley
|
| | | | (2,748,386) | | | | | | (2,062,074) | | | | | | (2,063,026) | | | | | | (952) | | |
Unrealized Depreciation |
| | | | | | | | | | | | | | | | | | $ | (256,291,045) | | | | | $ | (257,884,948) | | | | | $ | (1,593,903) | | |
Total Unrealized Depreciation |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
$ |
(1,598,479) |
| |
Net
Unrealized Appreciation (Depreciation) |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | $ | (209,150) | | |
|
Description |
| |
Level 1
|
| |
Level 2
|
| |
Level 3
|
| |
Total |
| ||||||||||||
Asset Valuation Inputs | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments in Securities:(f) | | | | | | | | | | | | | | | | | | | | | | | | | |
Common Stocks |
| | | $ | 322,307,828 | | | | | $ | 124,806 | | | | | $ | — | | | | | $ | 322,432,634 | | |
Preferred Stocks |
| | | | 1,697,155 | | | | | | — | | | | | | — | | | | | | 1,697,155 | | |
Short-Term Investments: | | | | | | | | | | | | | | | | | | | | | | | | | |
Money Market Funds |
| | | | 10,920,949 | | | | | | — | | | | | | — | | | | | | 10,920,949 | | |
Total Investments in Securities |
| | | | 334,925,932 | | | | | | 124,806 | | | | | | — | | | | | | 335,050,738 | | |
Other Financial Instruments:(g) | | | | | | | | | | | | | | | | | | | | | | | | | |
Forward Foreign Currency Contracts
|
| | | | — | | | | | | 1,389,329 | | | | | | — | | | | | | 1,389,329 | | |
Total Investments in Securities and Other
Financial Instruments |
| | | $ | 334,925,932 | | | | | $ | 1,514,135 | | | | | $ | — | | | | | $ | 336,440,067 | | |
Liability Valuation Inputs | | | | | | | | | | | | | | | | | | | | | | | | | |
Other Financial Instruments:(g) | | | | | | | | | | | | | | | | | | | | | | | | | |
Forward Foreign Currency Contracts
|
| | | $ | — | | | | | $ | 1,598,479 | | | | | $ | — | | | | | $ | 1,598,479 | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks — 99.9% | | ||||||||||||
Communication Services — 10.5% | | ||||||||||||
Electronic Arts, Inc. |
| | | | 1,221 | | | | | $ | 155,409 | | |
Pinterest, Inc., Class A*
|
| | | | 1,254 | | | | | | 28,842 | | |
Playtika Holding Corp.*
|
| | | | 2,694 | | | | | | 26,940 | | |
ROBLOX Corp., Class A*
|
| | | | 1,205 | | | | | | 42,898 | | |
Roku, Inc.*
|
| | | | 733 | | | | | | 41,202 | | |
Spotify Technology SA*
|
| | | | 672 | | | | | | 89,779 | | |
Take-Two Interactive Software, Inc.*
|
| | | | 380 | | | | | | 47,230 | | |
Total Communication Services |
| | | | | | | | | | 432,300 | | |
Consumer Discretionary — 12.9% | | ||||||||||||
BorgWarner, Inc. |
| | | | 1,036 | | | | | | 49,863 | | |
DoorDash, Inc., Class A*
|
| | | | 484 | | | | | | 29,616 | | |
eBay, Inc. |
| | | | 1,907 | | | | | | 88,542 | | |
Etsy, Inc.*
|
| | | | 236 | | | | | | 23,843 | | |
Expedia Group, Inc.*
|
| | | | 762 | | | | | | 71,597 | | |
Garmin Ltd. |
| | | | 524 | | | | | | 51,441 | | |
Lucid Group, Inc.*(a)
|
| | | | 6,441 | | | | | | 51,142 | | |
Polaris, Inc. |
| | | | 210 | | | | | | 22,816 | | |
Rivian Automotive, Inc.,
Class A*
|
| | | | 8,662 | | | | | | 111,047 | | |
Whirlpool Corp. |
| | | | 218 | | | | | | 30,431 | | |
Total Consumer Discretionary |
| | | | | | | | | | 530,338 | | |
Energy — 0.9% | | ||||||||||||
Baker Hughes Co. |
| | | | 1,245 | | | | | | 36,404 | | |
Financials — 0.8% | | ||||||||||||
Affirm Holdings, Inc.*
|
| | | | 3,478 | | | | | | 34,293 | | |
Health Care — 26.2% | | ||||||||||||
Agilent Technologies, Inc. |
| | | | 214 | | | | | | 28,982 | | |
Alnylam Pharmaceuticals, Inc.*
|
| | | | 287 | | | | | | 57,170 | | |
Biogen, Inc.*
|
| | | | 449 | | | | | | 136,599 | | |
BioMarin Pharmaceutical, Inc.*
|
| | | | 427 | | | | | | 41,009 | | |
Dexcom, Inc.*
|
| | | | 256 | | | | | | 31,063 | | |
Exact Sciences Corp.*
|
| | | | 374 | | | | | | 23,962 | | |
Exelixis, Inc.*
|
| | | | 3,064 | | | | | | 56,071 | | |
Guardant Health, Inc.*
|
| | | | 795 | | | | | | 17,935 | | |
Horizon Therapeutics PLC*
|
| | | | 273 | | | | | | 30,347 | | |
Incyte Corp.*
|
| | | | 1,299 | | | | | | 96,659 | | |
Ionis Pharmaceuticals, Inc.*(a)
|
| | | | 1,427 | | | | | | 50,473 | | |
Jazz Pharmaceuticals PLC*
|
| | | | 263 | | | | | | 36,944 | | |
Mirati Therapeutics, Inc.*(a)
|
| | | | 770 | | | | | | 34,119 | | |
Neurocrine Biosciences, Inc.*
|
| | | | 287 | | | | | | 28,998 | | |
Novavax, Inc.*(a)
|
| | | | 12,518 | | | | | | 96,013 | | |
Organon & Co. |
| | | | 1,302 | | | | | | 32,068 | | |
Sarepta Therapeutics, Inc.*
|
| | | | 415 | | | | | | 50,950 | | |
Seagen, Inc.*
|
| | | | 405 | | | | | | 81,000 | | |
Ultragenyx Pharmaceutical, Inc.*
|
| | | | 1,081 | | | | | | 47,207 | | |
Veeva Systems, Inc., Class A*
|
| | | | 182 | | | | | | 32,593 | | |
Viatris, Inc. |
| | | | 4,225 | | | | | | 39,419 | | |
Zimmer Biomet Holdings, Inc. |
| | | | 197 | | | | | | 27,273 | | |
Total Health Care |
| | | | | | | | | | 1,076,854 | | |
Industrials — 7.3% | | ||||||||||||
AGCO Corp. |
| | | | 225 | | | | | | 27,886 | | |
Carrier Global Corp. |
| | | | 743 | | | | | | 31,072 | | |
Cummins, Inc. |
| | | | 342 | | | | | | 80,384 | | |
Fortive Corp. |
| | | | 379 | | | | | | 23,911 | | |
Lyft, Inc., Class A*
|
| | | | 5,135 | | | | | | 52,634 | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks (continued) | | ||||||||||||
Industrials (continued) | | ||||||||||||
Rockwell Automation, Inc. |
| | | | 97 | | | | | $ | 27,491 | | |
SS&C Technologies Holdings, Inc.
|
| | | | 292 | | | | | | 17,094 | | |
Textron, Inc. |
| | | | 547 | | | | | | 36,616 | | |
Total Industrials |
| | | | | | | | | | 297,088 | | |
Information Technology — 34.5% | | ||||||||||||
Akamai Technologies, Inc.*
|
| | | | 185 | | | | | | 15,164 | | |
Amdocs Ltd. |
| | | | 140 | | | | | | 12,775 | | |
ANSYS, Inc.*
|
| | | | 49 | | | | | | 15,382 | | |
AppLovin Corp., Class A*
|
| | | | 1,308 | | | | | | 22,236 | | |
Arista Networks, Inc.*
|
| | | | 269 | | | | | | 43,083 | | |
Cadence Design Systems, Inc.*
|
| | | | 211 | | | | | | 44,194 | | |
Ciena Corp.*
|
| | | | 687 | | | | | | 31,629 | | |
Cirrus Logic, Inc.*
|
| | | | 154 | | | | | | 13,212 | | |
Coherent Corp.*
|
| | | | 447 | | | | | | 15,261 | | |
Corning, Inc. |
| | | | 1,111 | | | | | | 36,907 | | |
Crowdstrike Holdings, Inc.,
Class A*
|
| | | | 159 | | | | | | 19,088 | | |
Datadog, Inc., Class A*
|
| | | | 382 | | | | | | 25,739 | | |
Dell Technologies, Inc., Class C
|
| | | | 2,601 | | | | | | 113,118 | | |
DocuSign, Inc.*
|
| | | | 286 | | | | | | 14,140 | | |
Dropbox, Inc., Class A*
|
| | | | 1,553 | | | | | | 31,588 | | |
F5, Inc.*
|
| | | | 138 | | | | | | 18,542 | | |
Fortinet, Inc.*
|
| | | | 292 | | | | | | 18,411 | | |
GLOBALFOUNDRIES, Inc.*
|
| | | | 253 | | | | | | 14,876 | | |
GoDaddy, Inc., Class A*
|
| | | | 376 | | | | | | 28,456 | | |
Hewlett Packard Enterprise Co. |
| | | | 5,347 | | | | | | 76,569 | | |
HP, Inc. |
| | | | 1,961 | | | | | | 58,261 | | |
HubSpot, Inc.*
|
| | | | 39 | | | | | | 16,417 | | |
Juniper Networks, Inc. |
| | | | 1,994 | | | | | | 60,119 | | |
Keysight Technologies, Inc.*
|
| | | | 333 | | | | | | 48,165 | | |
Microchip Technology, Inc. |
| | | | 466 | | | | | | 34,013 | | |
MongoDB, Inc.*
|
| | | | 67 | | | | | | 16,077 | | |
Motorola Solutions, Inc. |
| | | | 177 | | | | | | 51,578 | | |
NetApp, Inc. |
| | | | 537 | | | | | | 33,772 | | |
Nutanix, Inc., Class A*
|
| | | | 780 | | | | | | 18,704 | | |
Okta, Inc.*
|
| | | | 258 | | | | | | 17,681 | | |
ON Semiconductor Corp.*
|
| | | | 267 | | | | | | 19,213 | | |
Pure Storage, Inc., Class A*
|
| | | | 1,003 | | | | | | 22,898 | | |
Qorvo, Inc.*
|
| | | | 232 | | | | | | 21,363 | | |
RingCentral, Inc., Class A*
|
| | | | 420 | | | | | | 11,575 | | |
Skyworks Solutions, Inc. |
| | | | 193 | | | | | | 20,439 | | |
Splunk, Inc.*
|
| | | | 390 | | | | | | 33,634 | | |
Synopsys, Inc.*
|
| | | | 165 | | | | | | 61,268 | | |
Teradyne, Inc. |
| | | | 146 | | | | | | 13,341 | | |
Trimble, Inc.*
|
| | | | 670 | | | | | | 31,557 | | |
Twilio, Inc., Class A*
|
| | | | 597 | | | | | | 31,408 | | |
Unity Software, Inc.*(a)
|
| | | | 1,180 | | | | | | 31,825 | | |
Western Digital Corp.*
|
| | | | 2,230 | | | | | | 76,801 | | |
Wix.com Ltd.*
|
| | | | 188 | | | | | | 16,399 | | |
Zebra Technologies Corp.,
Class A*
|
| | | | 119 | | | | | | 34,276 | | |
Zoom
Video Communications, Inc., Class A*
|
| | | | 390 | | | | | | 23,958 | | |
Total Information Technology |
| | | | | | | | | | 1,415,112 | | |
Materials — 6.0% | | ||||||||||||
Corteva, Inc. |
| | | | 1,295 | | | | | | 79,150 | | |
DuPont de Nemours, Inc. |
| | | | 478 | | | | | | 33,326 | | |
Ginkgo Bioworks Holdings, Inc.*(a)
|
| | | | 48,239 | | | | | | 58,852 | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks (continued) | | ||||||||||||
Materials (continued) | | ||||||||||||
International Flavors & Fragrances,
Inc. |
| | | | 439 | | | | | $ | 42,565 | | |
PPG Industries, Inc. |
| | | | 221 | | | | | | 30,998 | | |
Total Materials |
| | | | | | | | | | 244,891 | | |
Real Estate — 0.8% | | ||||||||||||
Zillow Group, Inc., Class C*
|
| | | | 749 | | | | | | 32,612 | | |
Total
Common Stocks (Cost $4,738,665) |
| | | | | | | | | | 4,099,892 | | |
Short-Term Investments — 3.9% | | ||||||||||||
Money Market Funds — 3.9% | | ||||||||||||
Dreyfus Government Cash
Management Fund, Institutional Shares, 4.76%(b)(c)
|
| | | | 158,042 | | | | | | 158,042 | | |
Dreyfus
Institutional Preferred Government Money Market Fund, Institutional
Shares, 4.81%(b)
|
| | | | 1,750 | | | | | | 1,750 | | |
Total
Short-Term Investments (Cost $159,792) |
| | | | | | | | | | 159,792 | | |
|
| | |
Shares |
| |
Value |
| |||
Total
Investments — 103.8% (Cost $4,898,457) |
| | | | | | $ | 4,259,684 | | |
Other
Assets and Liabilities, Net — (3.8)% |
| | | | | | | (155,031) | | |
Net Assets — 100.0% |
| | | | | | $ | 4,104,653 | | |
|
Description |
| |
Level 1
|
| |
Level 2
|
| |
Level 3
|
| |
Total |
| ||||||||||||
Asset Valuation Inputs | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments in Securities:(d) | | | | | | | | | | | | | | | | | | | | | | | | | |
Common Stocks |
| | | $ | 4,099,892 | | | | | $ | — | | | | | $ | — | | | | | $ | 4,099,892 | | |
Short-Term Investments: | | | | | | | | | | | | | | | | | | | | | | | | | |
Money Market Funds |
| | | | 159,792 | | | | | | — | | | | | | — | | | | | | 159,792 | | |
Total Investments in Securities |
| | | $ | 4,259,684 | | | | | $ | — | | | | | $ | — | | | | | $ | 4,259,684 | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks — 99.8% | | ||||||||||||
Communication Services — 15.5% | | ||||||||||||
Activision Blizzard, Inc.*
|
| | | | 182 | | | | | $ | 14,143 | | |
Alphabet, Inc., Class A*
|
| | | | 3,171 | | | | | | 340,375 | | |
AT&T, Inc. |
| | | | 689 | | | | | | 12,175 | | |
Electronic Arts, Inc. |
| | | | 205 | | | | | | 26,092 | | |
Meta Platforms, Inc., Class A*
|
| | | | 1,106 | | | | | | 265,794 | | |
Netflix, Inc.*
|
| | | | 90 | | | | | | 29,694 | | |
Pinterest, Inc., Class A*
|
| | | | 359 | | | | | | 8,257 | | |
Spotify Technology SA*
|
| | | | 113 | | | | | | 15,097 | | |
Total Communication Services |
| | | | | | | | | | 711,627 | | |
Consumer Discretionary — 12.6% | | ||||||||||||
Airbnb, Inc., Class A*
|
| | | | 128 | | | | | | 15,318 | | |
Amazon.com, Inc.*
|
| | | | 2,950 | | | | | | 311,077 | | |
eBay, Inc. |
| | | | 320 | | | | | | 14,857 | | |
Expedia Group, Inc.*
|
| | | | 128 | | | | | | 12,027 | | |
Ford Motor Co. |
| | | | 6,975 | | | | | | 82,863 | | |
General Motors Co. |
| | | | 2,967 | | | | | | 98,030 | | |
Rivian Automotive, Inc.,
Class A*
|
| | | | 1,452 | | | | | | 18,615 | | |
Tesla, Inc.*
|
| | | | 173 | | | | | | 28,426 | | |
Total Consumer Discretionary |
| | | | | | | | | | 581,213 | | |
Consumer Staples — 0.5% | | ||||||||||||
Procter & Gamble Co. (The) |
| | | | 141 | | | | | | 22,049 | | |
Financials — 1.1% | | ||||||||||||
Block, Inc.*
|
| | | | 285 | | | | | | 17,325 | | |
PayPal Holdings, Inc.*
|
| | | | 450 | | | | | | 34,200 | | |
Total Financials |
| | | | | | | | | | 51,525 | | |
Health Care — 24.5% | | ||||||||||||
Abbott Laboratories |
| | | | 297 | | | | | | 32,810 | | |
AbbVie, Inc. |
| | | | 425 | | | | | | 64,226 | | |
Alnylam Pharmaceuticals, Inc.*
|
| | | | 48 | | | | | | 9,562 | | |
Amgen, Inc. |
| | | | 195 | | | | | | 46,749 | | |
Becton Dickinson and Co. |
| | | | 55 | | | | | | 14,537 | | |
Biogen, Inc.*
|
| | | | 75 | | | | | | 22,817 | | |
Boston Scientific Corp.*
|
| | | | 279 | | | | | | 14,541 | | |
Bristol-Myers Squibb Co. |
| | | | 1,429 | | | | | | 95,414 | | |
Danaher Corp. |
| | | | 73 | | | | | | 17,294 | | |
Edwards Lifesciences Corp.*
|
| | | | 118 | | | | | | 10,382 | | |
Eli Lilly & Co. |
| | | | 221 | | | | | | 87,485 | | |
Exelixis, Inc.*
|
| | | | 514 | | | | | | 9,406 | | |
GE HealthCare Technologies, Inc.*
|
| | | | 137 | | | | | | 11,144 | | |
Gilead Sciences, Inc. |
| | | | 654 | | | | | | 53,765 | | |
Illumina, Inc.*
|
| | | | 59 | | | | | | 12,128 | | |
Incyte Corp.*
|
| | | | 218 | | | | | | 16,221 | | |
Johnson & Johnson |
| | | | 978 | | | | | | 160,099 | | |
Medtronic PLC |
| | | | 350 | | | | | | 31,833 | | |
Merck & Co., Inc. |
| | | | 1,312 | | | | | | 151,497 | | |
Moderna, Inc.*
|
| | | | 199 | | | | | | 26,445 | | |
Novavax, Inc.*(a)
|
| | | | 2,098 | | | | | | 16,092 | | |
Pfizer, Inc. |
| | | | 2,880 | | | | | | 112,003 | | |
Regeneron Pharmaceuticals, Inc.*
|
| | | | 44 | | | | | | 35,279 | | |
Seagen, Inc.*
|
| | | | 68 | | | | | | 13,600 | | |
Stryker Corp. |
| | | | 54 | | | | | | 16,181 | | |
Thermo Fisher Scientific, Inc. |
| | | | 27 | | | | | | 14,982 | | |
Vertex Pharmaceuticals, Inc.*
|
| | | | 90 | | | | | | 30,666 | | |
Total Health Care |
| | | | | | | | | | 1,127,158 | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks (continued) | | ||||||||||||
Industrials — 5.1% | | ||||||||||||
3M Co. |
| | | | 182 | | | | | $ | 19,332 | | |
Boeing Co. (The)*
|
| | | | 143 | | | | | | 29,570 | | |
Caterpillar, Inc. |
| | | | 85 | | | | | | 18,598 | | |
Cummins, Inc. |
| | | | 57 | | | | | | 13,397 | | |
Deere & Co. |
| | | | 53 | | | | | | 20,035 | | |
General Electric Co. |
| | | | 315 | | | | | | 31,176 | | |
Honeywell International, Inc. |
| | | | 81 | | | | | | 16,187 | | |
Lockheed Martin Corp. |
| | | | 37 | | | | | | 17,185 | | |
Northrop Grumman Corp. |
| | | | 27 | | | | | | 12,454 | | |
Raytheon Technologies Corp. |
| | | | 286 | | | | | | 28,571 | | |
Uber Technologies, Inc.*
|
| | | | 890 | | | | | | 27,634 | | |
Total Industrials |
| | | | | | | | | | 234,139 | | |
Information Technology — 40.0% | | ||||||||||||
Accenture PLC, Class A |
| | | | 45 | | | | | | 12,613 | | |
Adobe, Inc.*
|
| | | | 87 | | | | | | 32,848 | | |
Advanced Micro Devices, Inc.*
|
| | | | 510 | | | | | | 45,579 | | |
Analog Devices, Inc. |
| | | | 91 | | | | | | 16,369 | | |
Apple, Inc. |
| | | | 1,780 | | | | | | 302,030 | | |
Applied Materials, Inc. |
| | | | 235 | | | | | | 26,562 | | |
Atlassian Corp., Class A*
|
| | | | 101 | | | | | | 14,914 | | |
Autodesk, Inc.*
|
| | | | 61 | | | | | | 11,882 | | |
Broadcom, Inc. |
| | | | 78 | | | | | | 48,867 | | |
Cadence Design Systems, Inc.*
|
| | | | 60 | | | | | | 12,567 | | |
Cisco Systems, Inc. |
| | | | 1,415 | | | | | | 66,859 | | |
Corning, Inc. |
| | | | 318 | | | | | | 10,564 | | |
Dell Technologies, Inc., Class C
|
| | | | 745 | | | | | | 32,400 | | |
Dropbox, Inc., Class A*
|
| | | | 445 | | | | | | 9,051 | | |
Hewlett Packard Enterprise Co. |
| | | | 1,531 | | | | | | 21,924 | | |
HP, Inc. |
| | | | 562 | | | | | | 16,697 | | |
Intel Corp. |
| | | | 5,867 | | | | | | 182,229 | | |
International Business Machines Corp.
|
| | | | 530 | | | | | | 66,997 | | |
Intuit, Inc. |
| | | | 60 | | | | | | 26,637 | | |
Juniper Networks, Inc. |
| | | | 334 | | | | | | 10,070 | | |
KLA Corp. |
| | | | 32 | | | | | | 12,369 | | |
Lam Research Corp. |
| | | | 34 | | | | | | 17,819 | | |
Marvell Technology, Inc. |
| | | | 445 | | | | | | 17,569 | | |
Microchip Technology, Inc. |
| | | | 133 | | | | | | 9,708 | | |
Micron Technology, Inc. |
| | | | 549 | | | | | | 35,334 | | |
Microsoft Corp. |
| | | | 951 | | | | | | 292,204 | | |
NetApp, Inc. |
| | | | 154 | | | | | | 9,685 | | |
NVIDIA Corp. |
| | | | 285 | | | | | | 79,085 | | |
Oracle Corp. |
| | | | 979 | | | | | | 92,731 | | |
Palo Alto Networks, Inc.*
|
| | | | 79 | | | | | | 14,414 | | |
QUALCOMM, Inc. |
| | | | 704 | | | | | | 82,227 | | |
Salesforce, Inc.*
|
| | | | 273 | | | | | | 54,155 | | |
ServiceNow, Inc.*
|
| | | | 40 | | | | | | 18,377 | | |
Splunk, Inc.*
|
| | | | 112 | | | | | | 9,659 | | |
Synopsys, Inc.*
|
| | | | 47 | | | | | | 17,452 | | |
Texas Instruments, Inc. |
| | | | 95 | | | | | | 15,884 | | |
Twilio, Inc., Class A*
|
| | | | 171 | | | | | | 8,996 | | |
Unity Software, Inc.*(a)
|
| | | | 338 | | | | | | 9,116 | | |
VMware, Inc., Class A*
|
| | | | 279 | | | | | | 34,883 | | |
Western Digital Corp.*
|
| | | | 639 | | | | | | 22,007 | | |
Workday, Inc., Class A*
|
| | | | 120 | | | | | | 22,337 | | |
Total Information Technology |
| | | | | | | | | | 1,843,670 | | |
|
| | |
Shares |
| |
Value |
| ||||||
Common Stocks (continued) | | ||||||||||||
Materials — 0.5% | | ||||||||||||
Corteva, Inc. |
| | | | 217 | | | | | $ | 13,263 | | |
Ginkgo Bioworks Holdings, Inc.*(a)
|
| | | | 8,085 | | | | | | 9,864 | | |
Total Materials |
| | | | | | | | | | 23,127 | | |
Total
Common Stocks (Cost $4,906,770) |
| | | | | | | | | | 4,594,508 | | |
Short-Term Investments — 0.7% | | | | | | | | | | | | | |
Money Market Funds — 0.7% | | | | | | | | | | | | | |
Dreyfus
Government Cash Management Fund, Institutional Shares, 4.76%(b)(c) |
| | | | 25,838 | | | | | | 25,838 | | |
Dreyfus
Institutional Preferred Government Money Market Fund, Institutional
Shares, 4.81%(b)
|
| | | | 4,608 | | | | | | 4,608 | | |
Total
Short-Term Investments (Cost $30,446) |
| | | | | | | | | | 30,446 | | |
|
| | |
Shares |
| |
Value |
| |||
Total
Investments — 100.5% (Cost $4,937,216) |
| | | | | | $ | 4,624,954 | | |
Other
Assets and Liabilities, Net — (0.5)% |
| | | | | | | (22,520) | | |
Net Assets — 100.0% |
| | | | | | $ | 4,602,434 | | |
|
Description |
| |
Level 1
|
| |
Level 2
|
| |
Level 3
|
| |
Total |
| ||||||||||||
Asset Valuation Inputs | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments in Securities:(d) | | | | | | | | | | | | | | | | | | | | | | | | | |
Common Stocks |
| | | $ | 4,594,508 | | | | | $ | — | | | | | $ | — | | | | | $ | 4,594,508 | | |
Short-Term Investments: | | | | | | | | | | | | | | | | | | | | | | | | | |
Money Market Funds |
| | | | 30,446 | | | | | | — | | | | | | — | | | | | | 30,446 | | |
Total Investments in Securities |
| | | $ | 4,624,954 | | | | | $ | — | | | | | $ | — | | | | | $ | 4,624,954 | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks — 97.5% | | ||||||||||||
Belgium — 0.3% | | ||||||||||||
UCB SA |
| | | | 154 | | | | | $ | 14,353 | | |
Brazil — 0.1% | | ||||||||||||
MercadoLibre, Inc.*
|
| | | | 6 | | | | | | 7,665 | | |
China — 7.1% | | ||||||||||||
Alibaba Group Holding Ltd.*
|
| | | | 5,632 | | | | | | 58,868 | | |
Baidu, Inc., Class A*
|
| | | | 1,401 | | | | | | 20,649 | | |
BeiGene Ltd.*
|
| | | | 692 | | | | | | 13,311 | | |
BYD Co., Ltd., Class H |
| | | | 667 | | | | | | 20,053 | | |
China Energy
Engineering Corp. Ltd., Class H |
| | | | 56,220 | | | | | | 8,451 | | |
China Railway Group Ltd., Class H
|
| | | | 29,518 | | | | | | 22,637 | | |
Great Wall Motor Co., Ltd., Class H
|
| | | | 6,329 | | | | | | 7,611 | | |
Haier Smart Home Co., Ltd., Class H
|
| | | | 3,464 | | | | | | 11,231 | | |
JD.com, Inc., Class A |
| | | | 920 | | | | | | 15,927 | | |
Kuaishou Technology*
|
| | | | 2,238 | | | | | | 14,626 | | |
Lenovo Group Ltd. |
| | | | 17,024 | | | | | | 17,393 | | |
Li Auto, Inc., Class A*
|
| | | | 646 | | | | | | 7,526 | | |
Meituan, Class B*
|
| | | | 1,380 | | | | | | 23,381 | | |
Metallurgical
Corp of China Ltd., Class H |
| | | | 61,598 | | | | | | 18,754 | | |
NetEase, Inc. |
| | | | 948 | | | | | | 16,738 | | |
NXP Semiconductors NV |
| | | | 78 | | | | | | 12,772 | | |
Tencent Holdings Ltd. |
| | | | 1,542 | | | | | | 67,652 | | |
Trip.com Group Ltd.*
|
| | | | 238 | | | | | | 8,332 | | |
Weichai Power Co., Ltd., Class H
|
| | | | 5,082 | | | | | | 7,484 | | |
Xiaomi Corp., Class B*
|
| | | | 11,702 | | | | | | 16,487 | | |
ZTE Corp., Class H |
| | | | 6,262 | | | | | | 20,102 | | |
Total China |
| | | | | | | | | | 409,985 | | |
Denmark — 0.5% | | ||||||||||||
Novo Nordisk A/S, Class B |
| | | | 177 | | | | | | 29,484 | | |
Finland — 0.6% | | ||||||||||||
Nokia OYJ |
| | | | 7,588 | | | | | | 32,185 | | |
France — 1.3% | | ||||||||||||
Airbus SE |
| | | | 189 | | | | | | 26,528 | | |
Dassault Systemes SE |
| | | | 208 | | | | | | 8,420 | | |
L’Oreal SA |
| | | | 21 | | | | | | 10,033 | | |
Renault SA*
|
| | | | 319 | | | | | | 11,844 | | |
Thales SA |
| | | | 60 | | | | | | 9,168 | | |
Valeo |
| | | | 567 | | | | | | 11,058 | | |
Total France |
| | | | | | | | | | 77,051 | | |
Germany — 7.0% | | ||||||||||||
BASF SE |
| | | | 370 | | | | | | 19,137 | | |
Bayer AG |
| | | | 851 | | | | | | 56,145 | | |
Bayerische Motoren Werke AG |
| | | | 504 | | | | | | 56,443 | | |
Continental AG |
| | | | 462 | | | | | | 32,347 | | |
Daimler Truck Holding AG*
|
| | | | 386 | | | | | | 12,759 | | |
Infineon Technologies AG |
| | | | 394 | | | | | | 14,313 | | |
Mercedes-Benz Group AG |
| | | | 585 | | | | | | 45,583 | | |
Merck KGaA*
|
| | | | 111 | | | | | | 19,919 | | |
SAP SE |
| | | | 397 | | | | | | 53,848 | | |
Siemens AG |
| | | | 303 | | | | | | 49,809 | | |
Siemens Energy AG*
|
| | | | 428 | | | | | | 10,480 | | |
Siemens Healthineers AG |
| | | | 257 | | | | | | 16,008 | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks (continued) | | ||||||||||||
Germany (continued) | | ||||||||||||
Traton SE |
| | | | 723 | | | | | $ | 16,698 | | |
Total Germany |
| | | | | | | | | | 403,489 | | |
Japan — 9.3% | | ||||||||||||
Aisin Corp. |
| | | | 453 | | | | | | 13,224 | | |
Astellas Pharma, Inc. |
| | | | 1,099 | | | | | | 16,530 | | |
Canon, Inc. |
| | | | 782 | | | | | | 18,596 | | |
Chugai Pharmaceutical Co., Ltd. |
| | | | 323 | | | | | | 8,312 | | |
Daiichi Sankyo Co., Ltd. |
| | | | 537 | | | | | | 18,327 | | |
Denso Corp. |
| | | | 537 | | | | | | 32,145 | | |
Eisai Co., Ltd. |
| | | | 168 | | | | | | 9,664 | | |
FUJIFILM Holdings Corp. |
| | | | 176 | | | | | | 9,125 | | |
Hitachi Ltd. |
| | | | 349 | | | | | | 19,185 | | |
Honda Motor Co., Ltd. |
| | | | 1,822 | | | | | | 48,010 | | |
Mitsubishi Chemical Group Corp. |
| | | | 1,552 | | | | | | 9,056 | | |
Mitsubishi Electric Corp. |
| | | | 1,020 | | | | | | 12,577 | | |
NEC Corp. |
| | | | 188 | | | | | | 7,193 | | |
Nippon Telegraph & Telephone Corp.
|
| | | | 471 | | | | | | 14,352 | | |
Nissan Motor Co., Ltd. |
| | | | 8,031 | | | | | | 29,030 | | |
Otsuka Holdings Co., Ltd. |
| | | | 507 | | | | | | 17,131 | | |
Panasonic Holdings Corp. |
| | | | 2,896 | | | | | | 27,085 | | |
Renesas Electronics Corp.*
|
| | | | 817 | | | | | | 10,632 | | |
SoftBank Group Corp. |
| | | | 368 | | | | | | 13,767 | | |
Sony Group Corp. |
| | | | 460 | | | | | | 43,343 | | |
Sumitomo Chemical Co., Ltd. |
| | | | 3,224 | | | | | | 10,844 | | |
Sumitomo Electric Industries Ltd.
|
| | | | 595 | | | | | | 7,533 | | |
Suzuki Motor Corp. |
| | | | 312 | | | | | | 10,767 | | |
Takeda Pharmaceutical Co., Ltd. |
| | | | 1,036 | | | | | | 34,329 | | |
TDK Corp. |
| | | | 289 | | | | | | 9,859 | | |
Tokyo Electron Ltd. |
| | | | 83 | | | | | | 9,445 | | |
Toshiba Corp. |
| | | | 276 | | | | | | 8,919 | | |
Toyota Motor Corp. |
| | | | 4,922 | | | | | | 67,126 | | |
Total Japan |
| | | | | | | | | | 536,106 | | |
Netherlands — 1.0% | | ||||||||||||
ASML Holding NV |
| | | | 39 | | | | | | 24,692 | | |
Koninklijke Philips NV |
| | | | 983 | | | | | | 20,713 | | |
Shell PLC |
| | | | 292 | | | | | | 8,999 | | |
Total Netherlands |
| | | | | | | | | | 54,404 | | |
Singapore — 0.2% | | ||||||||||||
STMicroelectronics NV |
| | | | 256 | | | | | | 10,899 | | |
South Korea — 4.3% | | ||||||||||||
Hyundai Mobis Co., Ltd. |
| | | | 47 | | | | | | 7,638 | | |
Hyundai Motor Co. |
| | | | 89 | | | | | | 13,133 | | |
Kia Corp. |
| | | | 141 | | | | | | 8,902 | | |
LG Chem Ltd. |
| | | | 15 | | | | | | 8,293 | | |
LG Display Co., Ltd.*
|
| | | | 702 | | | | | | 7,784 | | |
LG Electronics, Inc. |
| | | | 207 | | | | | | 16,905 | | |
NAVER Corp. |
| | | | 67 | | | | | | 9,626 | | |
Samsung Electronics Co., Ltd. |
| | | | 3,009 | | | | | | 147,258 | | |
SK Hynix, Inc. |
| | | | 397 | | | | | | 26,548 | | |
Total South Korea |
| | | | | | | | | | 246,087 | | |
Sweden — 0.9% | | ||||||||||||
Telefonaktiebolaget LM
Ericsson, B Shares |
| | | | 6,432 | | | | | | 35,348 | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks (continued) | | ||||||||||||
Sweden (continued) | | ||||||||||||
Volvo AB, B Shares |
| | | | 868 | | | | | $ | 17,838 | | |
Total Sweden |
| | | | | | | | | | 53,186 | | |
Switzerland — 1.6% | | ||||||||||||
ABB Ltd. |
| | | | 267 | | | | | | 9,636 | | |
Novartis AG |
| | | | 795 | | | | | | 81,398 | | |
Total Switzerland |
| | | | | | | | | | 91,034 | | |
Taiwan — 1.8% | | ||||||||||||
Delta Electronics, Inc. |
| | | | 780 | | | | | | 7,612 | | |
Hon Hai Precision Industry Co., Ltd.
|
| | | | 8,244 | | | | | | 28,023 | | |
MediaTek, Inc. |
| | | | 1,135 | | | | | | 24,552 | | |
Realtek Semiconductor Corp. |
| | | | 570 | | | | | | 6,656 | | |
Taiwan
Semiconductor Manufacturing Co., Ltd. |
| | | | 2,358 | | | | | | 38,504 | | |
Total Taiwan |
| | | | | | | | | | 105,347 | | |
United Kingdom — 1.6% | | ||||||||||||
AstraZeneca PLC |
| | | | 530 | | | | | | 78,247 | | |
Rolls-Royce Holdings PLC*
|
| | | | 4,165 | | | | | | 7,965 | | |
Unilever PLC |
| | | | 142 | | | | | | 7,918 | | |
Total United Kingdom |
| | | | | | | | | | 94,130 | | |
United States — 59.9% | | ||||||||||||
3M Co. |
| | | | 116 | | | | | | 12,322 | | |
Abbott Laboratories |
| | | | 190 | | | | | | 20,989 | | |
AbbVie, Inc. |
| | | | 271 | | | | | | 40,954 | | |
Accenture PLC, Class A |
| | | | 29 | | | | | | 8,128 | | |
Activision Blizzard, Inc.*
|
| | | | 116 | | | | | | 9,014 | | |
Adobe, Inc.*
|
| | | | 56 | | | | | | 21,143 | | |
Advanced Micro Devices, Inc.*
|
| | | | 329 | | | | | | 29,403 | | |
Airbnb, Inc., Class A*
|
| | | | 82 | | | | | | 9,813 | | |
Alphabet, Inc., Class A*
|
| | | | 2,504 | | | | | | 268,779 | | |
Amazon.com, Inc.*
|
| | | | 2,590 | | | | | | 273,115 | | |
Amgen, Inc. |
| | | | 125 | | | | | | 29,968 | | |
Analog Devices, Inc. |
| | | | 59 | | | | | | 10,613 | | |
Apple, Inc. |
| | | | 1,149 | | | | | | 194,962 | | |
Applied Materials, Inc. |
| | | | 152 | | | | | | 17,181 | | |
AT&T, Inc. |
| | | | 440 | | | | | | 7,775 | | |
Atlassian Corp., Class A*
|
| | | | 65 | | | | | | 9,598 | | |
Autodesk, Inc.*
|
| | | | 39 | | | | | | 7,597 | | |
Becton Dickinson and Co. |
| | | | 35 | | | | | | 9,251 | | |
Biogen, Inc.*
|
| | | | 48 | | | | | | 14,603 | | |
Block, Inc.*
|
| | | | 182 | | | | | | 11,064 | | |
Boeing Co. (The)*
|
| | | | 92 | | | | | | 19,024 | | |
Boston Scientific Corp.*
|
| | | | 178 | | | | | | 9,277 | | |
Bristol-Myers Squibb Co. |
| | | | 913 | | | | | | 60,961 | | |
Broadcom, Inc. |
| | | | 50 | | | | | | 31,325 | | |
Cadence Design Systems, Inc.*
|
| | | | 39 | | | | | | 8,169 | | |
Caterpillar, Inc. |
| | | | 54 | | | | | | 11,815 | | |
Cisco Systems, Inc. |
| | | | 904 | | | | | | 42,714 | | |
Corning, Inc. |
| | | | 205 | | | | | | 6,810 | | |
Corteva, Inc. |
| | | | 139 | | | | | | 8,496 | | |
CSL Ltd. |
| | | | 47 | | | | | | 9,336 | | |
Cummins, Inc. |
| | | | 37 | | | | | | 8,696 | | |
Danaher Corp. |
| | | | 46 | | | | | | 10,898 | | |
Deere & Co. |
| | | | 34 | | | | | | 12,853 | | |
Dell Technologies, Inc., Class C
|
| | | | 481 | | | | | | 20,919 | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks (continued) | | ||||||||||||
United States (continued) | | ||||||||||||
eBay, Inc. |
| | | | 204 | | | | | $ | 9,472 | | |
Edwards Lifesciences Corp.*
|
| | | | 76 | | | | | | 6,686 | | |
Electronic Arts, Inc. |
| | | | 131 | | | | | | 16,674 | | |
Eli Lilly & Co. |
| | | | 141 | | | | | | 55,816 | | |
Expedia Group, Inc.*
|
| | | | 82 | | | | | | 7,705 | | |
Ford Motor Co. |
| | | | 4,455 | | | | | | 52,925 | | |
GE HealthCare Technologies, Inc.*
|
| | | | 87 | | | | | | 7,077 | | |
General Electric Co. |
| | | | 201 | | | | | | 19,893 | | |
General Motors Co. |
| | | | 1,895 | | | | | | 62,611 | | |
Gilead Sciences, Inc. |
| | | | 418 | | | | | | 34,364 | | |
GSK PLC |
| | | | 2,905 | | | | | | 52,615 | | |
Hewlett Packard Enterprise Co. |
| | | | 989 | | | | | | 14,162 | | |
Honeywell International, Inc. |
| | | | 52 | | | | | | 10,392 | | |
HP, Inc. |
| | | | 362 | | | | | | 10,755 | | |
Illumina, Inc.*
|
| | | | 38 | | | | | | 7,811 | | |
Incyte Corp.*
|
| | | | 139 | | | | | | 10,343 | | |
Intel Corp. |
| | | | 3,787 | | | | | | 117,624 | | |
International Business Machines Corp.
|
| | | | 342 | | | | | | 43,232 | | |
Intuit, Inc. |
| | | | 39 | | | | | | 17,314 | | |
Johnson & Johnson |
| | | | 625 | | | | | | 102,313 | | |
Juniper Networks, Inc. |
| | | | 213 | | | | | | 6,422 | | |
KLA Corp. |
| | | | 20 | | | | | | 7,731 | | |
Lam Research Corp. |
| | | | 22 | | | | | | 11,530 | | |
Lockheed Martin Corp. |
| | | | 24 | | | | | | 11,147 | | |
Marvell Technology, Inc. |
| | | | 288 | | | | | | 11,370 | | |
Medtronic PLC |
| | | | 223 | | | | | | 20,282 | | |
Merck & Co., Inc. |
| | | | 838 | | | | | | 96,764 | | |
Meta Platforms, Inc., Class A*
|
| | | | 1,115 | | | | | | 267,957 | | |
Microchip Technology, Inc. |
| | | | 86 | | | | | | 6,277 | | |
Micron Technology, Inc. |
| | | | 354 | | | | | | 22,783 | | |
Microsoft Corp. |
| | | | 614 | | | | | | 188,658 | | |
Moderna, Inc.*
|
| | | | 127 | | | | | | 16,877 | | |
Nestle SA |
| | | | 110 | | | | | | 14,153 | | |
NetApp, Inc. |
| | | | 99 | | | | | | 6,226 | | |
Netflix, Inc.*
|
| | | | 58 | | | | | | 19,136 | | |
Northrop Grumman Corp. |
| | | | 17 | | | | | | 7,842 | | |
NVIDIA Corp. |
| | | | 184 | | | | | | 51,058 | | |
Oracle Corp. |
| | | | 632 | | | | | | 59,863 | | |
Palo Alto Networks, Inc.*
|
| | | | 51 | | | | | | 9,305 | | |
PayPal Holdings, Inc.*
|
| | | | 288 | | | | | | 21,888 | | |
Pfizer, Inc. |
| | | | 1,839 | | | | | | 71,519 | | |
Pinterest, Inc., Class A*
|
| | | | 232 | | | | | | 5,336 | | |
Procter & Gamble Co. (The) |
| | | | 90 | | | | | | 14,074 | | |
QUALCOMM, Inc. |
| | | | 454 | | | | | | 53,027 | | |
Raytheon Technologies Corp. |
| | | | 183 | | | | | | 18,282 | | |
Regeneron Pharmaceuticals, Inc.*
|
| | | | 28 | | | | | | 22,450 | | |
Rivian Automotive, Inc.,
Class A*
|
| | | | 927 | | | | | | 11,884 | | |
Roche Holding AG |
| | | | 382 | | | | | | 120,323 | | |
Salesforce, Inc.*
|
| | | | 176 | | | | | | 34,913 | | |
Sanofi |
| | | | 538 | | | | | | 59,395 | | |
Schneider Electric SE |
| | | | 76 | | | | | | 13,242 | | |
Seagen, Inc.*
|
| | | | 43 | | | | | | 8,600 | | |
ServiceNow, Inc.*
|
| | | | 26 | | | | | | 11,945 | | |
Splunk, Inc.*
|
| | | | 72 | | | | | | 6,209 | | |
Spotify Technology SA*
|
| | | | 72 | | | | | | 9,619 | | |
Stellantis NV |
| | | | 2,387 | | | | | | 39,529 | | |
Stryker Corp. |
| | | | 34 | | | | | | 10,188 | | |
Synopsys, Inc.*
|
| | | | 30 | | | | | | 11,140 | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks (continued) | | ||||||||||||
United States (continued) | | ||||||||||||
Tesla, Inc.*
|
| | | | 110 | | | | | $ | 18,074 | | |
Texas Instruments, Inc. |
| | | | 61 | | | | | | 10,199 | | |
Thermo Fisher Scientific, Inc. |
| | | | 17 | | | | | | 9,433 | | |
Twilio, Inc., Class A*
|
| | | | 110 | | | | | | 5,787 | | |
Uber Technologies, Inc.*
|
| | | | 568 | | | | | | 17,636 | | |
Unity Software, Inc.*(a)
|
| | | | 218 | | | | | | 5,879 | | |
Vertex Pharmaceuticals, Inc.*
|
| | | | 57 | | | | | | 19,422 | | |
VMware, Inc., Class A*
|
| | | | 180 | | | | | | 22,505 | | |
Western Digital Corp.*
|
| | | | 412 | | | | | | 14,189 | | |
Workday, Inc., Class A*
|
| | | | 77 | | | | | | 14,333 | | |
Total United States |
| | | | | | | | | | 3,443,750 | | |
Total
Common Stocks (Cost $5,758,583) |
| | | | | | | | | | 5,609,155 | | |
Preferred Stock — 2.1% | | ||||||||||||
Germany — 2.1% | | ||||||||||||
Volkswagen
AG, 21.51% (Cost $146,903) |
| | | | 859 | | | | |
|
117,290 |
| |
|
| | |
Shares |
| |
Value |
| ||||||
Short-Term Investment — 0.1% | | ||||||||||||
Money Market Fund — 0.1% | | ||||||||||||
Dreyfus
Institutional Preferred Government Money Market Fund, Institutional Shares, 4.81%(b) (Cost $6,711) |
| | | | 6,711 | | | | |
$ |
6,711 |
| |
Total
Investments — 99.7% (Cost $5,912,197) |
| | | | | | | | | $ | 5,733,156 | | |
Other
Assets and Liabilities, Net — 0.3% |
| | | | | | | | | | 17,842 | | |
Net Assets — 100.0% |
| | | | | | | | | $ | 5,750,998 | | |
|
Description |
| |
Level 1
|
| |
Level 2
|
| |
Level 3
|
| |
Total |
| ||||||||||||
Asset Valuation Inputs | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments in Securities:(c) | | | | | | | | | | | | | | | | | | | | | | | | | |
Common Stocks |
| | | $ | 5,609,155 | | | | | $ | — | | | | | $ | — | | | | | $ | 5,609,155 | | |
Preferred Stock |
| | | | 117,290 | | | | | | — | | | | | | — | | | | | | 117,290 | | |
Short-Term Investment: | | | | | | | | | | | | | | | | | | | | | | | | | |
Money Market Fund |
| | | | 6,711 | | | | | | — | | | | | | — | | | | | | 6,711 | | |
Total Investments in Securities |
| | | $ | 5,733,156 | | | | | $ | — | | | | | $ | — | | | | | $ | 5,733,156 | | |
| | |
Shares |
| |
Value |
| | | ||||||||||
Common Stocks — 99.6% | | | | ||||||||||||||||
Australia — 12.4% | | | | ||||||||||||||||
Australian Agricultural Co., Ltd.*
|
| | | | 9,824 | | | | | $ | 9,965 | | | | | ||||
BHP Group Ltd. |
| | | | 45,659 | | | | | | 1,339,717 | | | | | ||||
Champion Iron Ltd. |
| | | | 4,662 | | | | | | 19,933 | | | | | ||||
Evolution Mining Ltd. |
| | | | 16,543 | | | | | | 38,920 | | | | | ||||
Fortescue Metals Group Ltd. |
| | | | 27,730 | | | | | | 383,734 | | | | | ||||
Glencore PLC |
| | | | 115,888 | | | | | | 683,142 | | | | | ||||
Gold Road Resources Ltd. |
| | | | 9,700 | | | | | | 12,019 | | | | | ||||
IGO Ltd. |
| | | | 6,817 | | | | | | 61,944 | | | | | ||||
Iluka Resources Ltd. |
| | | | 3,827 | | | | | | 27,744 | | | | | ||||
Inghams Group Ltd. |
| | | | 6,057 | | | | | | 11,248 | | | | | ||||
Mineral Resources Ltd. |
| | | | 1,697 | | | | | | 82,629 | | | | | ||||
Newcrest Mining Ltd. |
| | | | 8,034 | | | | | | 153,544 | | | | | ||||
Northern Star Resources Ltd. |
| | | | 10,351 | | | | | | 92,073 | | | | | ||||
OceanaGold Corp. |
| | | | 6,358 | | | | | | 14,532 | | | | | ||||
Perseus Mining Ltd. |
| | | | 12,328 | | | | | | 18,168 | | | | | ||||
Ramelius Resources Ltd.(a)
|
| | | | 7,864 | | | | | | 6,834 | | | | | ||||
Regis Resources Ltd. |
| | | | 6,805 | | | | | | 9,579 | | | | | ||||
Rio Tinto PLC |
| | | | 14,704 | | | | | | 933,127 | | | | | ||||
Santos Ltd. |
| | | | 12,222 | | | | | | 57,104 | | | | | ||||
Silver Lake Resources Ltd.*
|
| | | | 8,381 | | | | | | 7,034 | | | | | ||||
South32 Ltd. |
| | | | 41,114 | | | | | | 115,202 | | | | | ||||
Woodside Energy Group Ltd. |
| | | | 7,016 | | | | | | 156,158 | | | | | ||||
Total Australia |
| | | | | | | | | | 4,234,350 | | | | | ||||
Austria — 0.3% | | | | | | | | ||||||||||||
OMV AG |
| | | | 1,211 | | | | | | 57,275 | | | | | ||||
voestalpine AG |
| | | | 1,598 | | | | | | 55,360 | | | | | ||||
Total Austria |
| | | | | | | | | | 112,635 | | | | | ||||
Brazil — 1.1% | | | | ||||||||||||||||
Wheaton Precious Metals Corp. |
| | | | 4,084 | | | | | | 201,294 | | | | | ||||
Yara International ASA |
| | | | 4,151 | | | | | | 166,489 | | | | | ||||
Total Brazil |
| | | | | | | | | | 367,783 | | | | | ||||
Burkina Faso — 0.2% | | | | | | | | ||||||||||||
Endeavour Mining PLC |
| | | | 2,258 | | | | | | 58,069 | | | | | ||||
IAMGOLD Corp.*
|
| | | | 4,324 | | | | | | 12,370 | | | | | ||||
Total Burkina Faso |
| | | | | | | | | | 70,439 | | | | | ||||
Canada — 8.5% | | | | ||||||||||||||||
Agnico Eagle Mines Ltd. |
| | | | 4,121 | | | | | | 233,532 | | | | | ||||
Alamos Gold, Inc., Class A |
| | | | 3,555 | | | | | | 45,896 | | | | | ||||
B2Gold Corp. |
| | | | 9,687 | | | | | | 38,068 | | | | | ||||
Barrick Gold Corp. |
| | | | 15,847 | | | | | | 300,980 | | | | | ||||
Canadian Natural Resources Ltd. |
| | | | 4,084 | | | | | | 248,599 | | | | | ||||
Capstone Copper Corp.*
|
| | | | 6,244 | | | | | | 29,326 | | | | | ||||
Cenovus Energy, Inc. |
| | | | 7,072 | | | | | | 118,571 | | | | | ||||
Centerra Gold, Inc. |
| | | | 1,972 | | | | | | 13,318 | | | | | ||||
Dundee Precious Metals, Inc. |
| | | | 1,715 | | | | | | 12,569 | | | | | ||||
Enbridge, Inc. |
| | | | 7,501 | | | | | | 297,927 | | | | | ||||
Equinox Gold Corp.*
|
| | | | 2,775 | | | | | | 13,770 | | | | | ||||
First Majestic Silver Corp. |
| | | | 2,461 | | | | | | 17,365 | | | | | ||||
Fortuna Silver Mines, Inc.*
|
| | | | 2,620 | | | | | | 9,813 | | | | | ||||
Imperial Oil Ltd. |
| | | | 2,164 | | | | | | 110,186 | | | | | ||||
K92 Mining, Inc.*
|
| | | | 2,107 | | | | | | 10,004 | | | | | ||||
Kinross Gold Corp. |
| | | | 11,031 | | | | | | 55,549 | | | | | ||||
Lundin Gold, Inc. |
| | | | 2,127 | | | | | | 26,942 | | | | | ||||
Maple Leaf Foods, Inc. |
| | | | 1,986 | | | | | | 40,648 | | | | | ||||
New Gold, Inc.*
|
| | | | 6,159 | | | | | | 7,901 | | | | | ||||
Nutrien Ltd. |
| | | | 8,322 | | | | | | 576,705 | | | | | ||||
Osisko Gold Royalties Ltd. |
| | | | 1,661 | | | | | | 26,967 | | | | | ||||
Pan American Silver Corp. |
| | | | 1,902 | | | | | | 33,825 | | | | |
| | |
Shares |
| |
Value |
| | ||||||||
Common Stocks (continued) | | | ||||||||||||||
Canada (continued) | | | ||||||||||||||
Pembina Pipeline Corp. |
| | | | 2,037 | | | | | $ | 66,984 | | | | ||
Premium Brands Holdings Corp. |
| | | | 728 | | | | | | 54,593 | | | | ||
Sandstorm Gold Ltd. |
| | | | 2,698 | | | | | | 15,496 | | | | ||
SSR Mining, Inc. |
| | | | 1,866 | | | | | | 26,691 | | | | ||
Suncor Energy, Inc. |
| | | | 4,954 | | | | | | 154,943 | | | | ||
TC Energy Corp. |
| | | | 3,771 | | | | | | 156,562 | | | | ||
Torex Gold Resources, Inc.*
|
| | | | 775 | | | | | | 12,702 | | | | ||
Tourmaline Oil Corp. |
| | | | 1,255 | | | | | | 56,324 | | | | ||
Wesdome Gold Mines Ltd.*
|
| | | | 1,301 | | | | | | 8,125 | | | | ||
West Fraser Timber Co., Ltd. |
| | | | 1,363 | | | | | | 98,484 | | | | ||
Total Canada |
| | | | | | | | | | 2,919,365 | | | | ||
Chile — 0.6% | | | ||||||||||||||
Antofagasta PLC |
| | | | 8,903 | | | | | | 163,432 | | | | ||
Lundin Mining Corp. |
| | | | 6,958 | | | | | | 53,097 | | | | ||
Total Chile |
| | | | | | | | | | 216,529 | | | | ||
China — 3.3% | | | ||||||||||||||
China Hongqiao Group Ltd. |
| | | | 85,527 | | | | | | 83,785 | | | | ||
China Modern Dairy Holdings Ltd.
|
| | | | 129,161 | | | | | | 15,960 | | | | ||
CMOC Group Ltd., Class H |
| | | | 192,782 | | | | | | 117,635 | | | | ||
COFCO Joycome Foods Ltd.*
|
| | | | 63,670 | | | | | | 16,384 | | | | ||
Dali Foods Group Co., Ltd. |
| | | | 216,293 | | | | | | 89,825 | | | | ||
Guangdong Investment Ltd. |
| | | | 48,698 | | | | | | 46,527 | | | | ||
MMG Ltd.*
|
| | | | 77,984 | | | | | | 28,413 | | | | ||
Southern Energy Holdings Group Ltd.*(b)
|
| | | | 53,183 | | | | | | 0 | | | | ||
Wilmar International Ltd. |
| | | | 101,892 | | | | | | 300,143 | | | | ||
Zhaojin Mining Industry
Co., Ltd., Class H* |
| | | | 29,519 | | | | | | 46,930 | | | | ||
Zijin Mining Group Co., Ltd.,
Class H |
| | | | 236,770 | | | | | | 398,744 | | | | ||
Total China |
| | | | | | | | | | 1,144,346 | | | | | |
Denmark — 0.5% | | | ||||||||||||||
Chr Hansen Holding A/S |
| | | | 2,148 | | | | | | 167,289 | | | | ||
Egypt — 0.0%(c) | | | ||||||||||||||
Centamin PLC |
| | | | 10,433 | | | | | | 13,546 | | | | ||
Finland — 2.2% | | | ||||||||||||||
Metso Outotec OYJ |
| | | | 7,452 | | | | | | 82,270 | | | | ||
Neste OYJ |
| | | | 2,844 | | | | | | 137,961 | | | | ||
Stora Enso OYJ, Class R |
| | | | 12,861 | | | | | | 163,283 | | | | ||
UPM-Kymmene OYJ |
| | | | 8,698 | | | | | | 277,514 | | | | ||
Valmet OYJ(a)
|
| | | | 3,004 | | | | | | 101,548 | | | | ||
Total Finland |
| | | | | | | | | | 762,576 | | | | ||
France — 2.2% | | | ||||||||||||||
TotalEnergies SE(a)
|
| | | | 9,240 | | | | | | 591,042 | | | | ||
Veolia Environnement SA |
| | | | 5,228 | | | | | | 165,590 | | | | ||
Total France |
| | | | | | | | | | 756,632 | | | | ||
Germany — 0.3% | | | ||||||||||||||
Aurubis AG |
| | | | 394 | | | | | | 36,886 | | | | ||
Suedzucker AG |
| | | | 3,331 | | | | | | 67,370 | | | | ||
Total Germany |
| | | | | | | | | | 104,256 | | | | ||
Hong Kong — 0.1% | | | ||||||||||||||
Vitasoy International Holdings Ltd.(a)
|
| | | | 17,473 | | | | | | 30,851 | | | | ||
Indonesia — 0.2% | | | ||||||||||||||
Golden Agri-Resources Ltd. |
| | | | 206,994 | | | | | | 42,666 | | | | ||
Nickel Industries Ltd. |
| | | | 24,622 | | | | | | 15,458 | | | | ||
Total Indonesia |
| | | | | | | | | | 58,124 | | | | ||
|
| | |
Shares |
| |
Value |
| ||||||
Common Stocks (continued) | | ||||||||||||
Ireland — 0.9% | | ||||||||||||
Kerry Group PLC, Class A |
| | | | 2,888 | | | | | $ | 304,295 | | |
Italy — 0.7% | | ||||||||||||
Eni SpA |
| | | | 13,048 | | | | | | 198,010 | | |
Interpump Group SpA |
| | | | 811 | | | | | | 45,197 | | |
Total Italy |
| | | | | | | | | | 243,207 | | |
Japan — 3.8% | | ||||||||||||
Ajinomoto Co., Inc. |
| | | | 8,674 | | | | | | 311,185 | | |
Asahi Holdings, Inc. |
| | | | 717 | | | | | | 10,531 | | |
Fuji Oil Holdings, Inc. |
| | | | 1,399 | | | | | | 21,525 | | |
Itoham Yonekyu Holdings, Inc. |
| | | | 4,662 | | | | | | 25,507 | | |
JFE Holdings, Inc. |
| | | | 5,228 | | | | | | 61,508 | | |
Kagome Co., Ltd. |
| | | | 1,400 | | | | | | 33,929 | | |
Kewpie Corp. |
| | | | 2,262 | | | | | | 37,975 | | |
Kikkoman Corp. |
| | | | 3,115 | | | | | | 183,700 | | |
NH Foods Ltd. |
| | | | 1,667 | | | | | | 48,603 | | |
Nichirei Corp. |
| | | | 2,095 | | | | | | 42,988 | | |
Nippon Steel Corp. |
| | | | 8,287 | | | | | | 176,068 | | |
Nisshin Seifun Group, Inc. |
| | | | 4,838 | | | | | | 58,590 | | |
Oji Holdings Corp. |
| | | | 16,118 | | | | | | 63,092 | | |
Prima Meat Packers Ltd. |
| | | | 818 | | | | | | 13,817 | | |
S Foods, Inc. |
| | | | 514 | | | | | | 11,400 | | |
Sumitomo Metal Mining Co., Ltd. |
| | | | 2,473 | | | | | | 90,972 | | |
Toyo Suisan Kaisha Ltd. |
| | | | 1,662 | | | | | | 74,089 | | |
Yamazaki Baking Co., Ltd. |
| | | | 3,394 | | | | | | 45,489 | | |
Total Japan |
| | | | | | | | | | 1,310,968 | | |
Luxembourg — 0.6% | | ||||||||||||
ArcelorMittal SA |
| | | | 7,269 | | | | | | 206,321 | | |
Mexico — 1.7% | | ||||||||||||
Fresnillo PLC |
| | | | 6,655 | | | | | | 59,506 | | |
Southern Copper Corp. |
| | | | 7,015 | | | | | | 538,963 | | |
Total Mexico |
| | | | | | | | | | 598,469 | | |
Netherlands — 2.6% | | ||||||||||||
OCI NV |
| | | | 3,433 | | | | | | 90,544 | | |
Shell PLC |
| | | | 26,000 | | | | | | 801,297 | | |
Total Netherlands |
| | | | | | | | | | 891,841 | | |
New Zealand — 0.1% | | ||||||||||||
Fletcher Building Ltd. |
| | | | 12,677 | | | | | | 35,235 | | |
Norway — 1.4% | | ||||||||||||
Equinor ASA |
| | | | 11,588 | | | | | | 330,587 | | |
Norsk Hydro ASA |
| | | | 18,411 | | | | | | 134,702 | | |
Total Norway |
| | | | | | | | | | 465,289 | | |
Portugal — 0.1% | | ||||||||||||
Navigator Co. SA (The) |
| | | | 11,598 | | | | | | 42,638 | | |
South Africa — 1.0% | | ||||||||||||
Anglo American PLC |
| | | | 10,954 | | | | | | 336,629 | | |
Spain — 0.3% | | ||||||||||||
Befesa SA |
| | | | 361 | | | | | | 16,244 | | |
Repsol SA |
| | | | 4,915 | | | | | | 72,412 | | |
Total Spain |
| | | | | | | | | | 88,656 | | |
Sweden — 0.8% | | ||||||||||||
AAK AB |
| | | | 4,234 | | | | | | 85,198 | | |
Boliden AB(a)
|
| | | | 2,468 | | | | | | 88,111 | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks (continued) | | ||||||||||||
Sweden (continued) | | ||||||||||||
Holmen AB, B Shares(a)
|
| | | | 2,641 | | | | | $ | 99,721 | | |
Total Sweden |
| | | | | | | | | | 273,030 | | |
Switzerland — 0.1% | | ||||||||||||
Bell Food Group AG |
| | | | 102 | | | | | | 32,432 | | |
Turkey — 0.1% | | ||||||||||||
Eldorado Gold Corp.*
|
| | | | 1,660 | | | | | | 18,322 | | |
United Kingdom — 3.4% | | ||||||||||||
Associated British Foods PLC |
| | | | 12,876 | | | | | | 316,555 | | |
BP PLC |
| | | | 66,950 | | | | | | 449,694 | | |
Cranswick PLC |
| | | | 874 | | | | | | 35,263 | | |
Greggs PLC |
| | | | 1,660 | | | | | | 58,796 | | |
Severn Trent PLC |
| | | | 1,874 | | | | | | 69,061 | | |
Spirax-Sarco Engineering PLC |
| | | | 550 | | | | | | 76,665 | | |
Tate & Lyle PLC |
| | | | 7,583 | | | | | | 77,678 | | |
United Utilities Group PLC |
| | | | 5,082 | | | | | | 69,113 | | |
Total United Kingdom |
| | | | | | | | | | 1,152,825 | | |
United States — 49.7% | | ||||||||||||
Alcoa Corp. |
| | | | 1,597 | | | | | | 59,313 | | |
American Water Works Co., Inc. |
| | | | 1,355 | | | | | | 200,879 | | |
Archer-Daniels-Midland Co. |
| | | | 8,973 | | | | | | 700,612 | | |
Armstrong World Industries, Inc.
|
| | | | 743 | | | | | | 51,014 | | |
ATI, Inc.*
|
| | | | 1,158 | | | | | | 44,722 | | |
Baker Hughes Co. |
| | | | 3,726 | | | | | | 108,948 | | |
Boise Cascade Co. |
| | | | 644 | | | | | | 43,992 | | |
Builders FirstSource, Inc.*
|
| | | | 2,265 | | | | | | 214,654 | | |
Bunge Ltd. |
| | | | 2,446 | | | | | | 228,946 | | |
Campbell Soup Co. |
| | | | 4,879 | | | | | | 264,930 | | |
Cheniere Energy, Inc. |
| | | | 909 | | | | | | 139,077 | | |
Chevron Corp. |
| | | | 7,131 | | | | | | 1,202,144 | | |
Cleveland-Cliffs, Inc.*
|
| | | | 4,634 | | | | | | 71,271 | | |
Coeur Mining, Inc.*
|
| | | | 2,669 | | | | | | 9,075 | | |
Commercial Metals Co. |
| | | | 1,058 | | | | | | 49,398 | | |
Conagra Brands, Inc. |
| | | | 7,778 | | | | | | 295,253 | | |
ConocoPhillips |
| | | | 4,557 | | | | | | 468,870 | | |
Coterra Energy, Inc. |
| | | | 2,845 | | | | | | 72,832 | | |
Devon Energy Corp. |
| | | | 2,418 | | | | | | 129,194 | | |
Diamondback Energy, Inc. |
| | | | 666 | | | | | | 94,705 | | |
Dover Corp. |
| | | | 1,041 | | | | | | 152,152 | | |
Ecolab, Inc. |
| | | | 2,119 | | | | | | 355,653 | | |
EOG Resources, Inc. |
| | | | 2,177 | | | | | | 260,086 | | |
Essential Utilities, Inc. |
| | | | 1,965 | | | | | | 83,905 | | |
Exxon Mobil Corp. |
| | | | 15,198 | | | | | | 1,798,531 | | |
Flowers Foods, Inc. |
| | | | 3,445 | | | | | | 94,772 | | |
FMC Corp. |
| | | | 2,042 | | | | | | 252,350 | | |
Freeport-McMoRan, Inc. |
| | | | 12,976 | | | | | | 491,920 | | |
Fresh Del Monte Produce, Inc. |
| | | | 781 | | | | | | 22,422 | | |
General Mills, Inc. |
| | | | 9,652 | | | | | | 855,457 | | |
Graco, Inc. |
| | | | 1,249 | | | | | | 99,033 | | |
Hain Celestial Group, Inc. (The)*
|
| | | | 1,459 | | | | | | 26,160 | | |
Halliburton Co. |
| | | | 3,341 | | | | | | 109,418 | | |
Hecla Mining Co. |
| | | | 5,411 | | | | | | 32,736 | | |
Hess Corp. |
| | | | 1,134 | | | | | | 164,498 | | |
Hormel Foods Corp. |
| | | | 8,917 | | | | | | 360,603 | | |
IDEX Corp. |
| | | | 563 | | | | | | 116,158 | | |
Ingredion, Inc. |
| | | | 1,072 | | | | | | 113,814 | | |
International Paper Co. |
| | | | 5,713 | | | | | | 189,157 | | |
J&J Snack Foods Corp. |
| | | | 314 | | | | | | 48,105 | | |
Kellogg Co. |
| | | | 5,578 | | | | | | 389,177 | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks (continued) | | ||||||||||||
United States (continued) | | ||||||||||||
Kinder Morgan, Inc. |
| | | | 8,325 | | | | | $ | 142,774 | | |
Kraft Heinz Co. (The) |
| | | | 20,095 | | | | | | 789,131 | | |
Louisiana-Pacific Corp. |
| | | | 1,170 | | | | | | 69,896 | | |
Marathon Oil Corp. |
| | | | 2,344 | | | | | | 56,631 | | |
Marathon Petroleum Corp. |
| | | | 1,681 | | | | | | 205,082 | | |
Mondelez International, Inc.,
Class A |
| | | | 22,406 | | | | | | 1,718,988 | | |
Mosaic Co. (The) |
| | | | 5,533 | | | | | | 237,089 | | |
Mueller Industries, Inc. |
| | | | 515 | | | | | | 37,003 | | |
Newmont Corp. |
| | | | 7,158 | | | | | | 339,289 | | |
Nucor Corp. |
| | | | 2,288 | | | | | | 339,036 | | |
Occidental Petroleum Corp. |
| | | | 3,333 | | | | | | 205,079 | | |
ONEOK, Inc. |
| | | | 1,656 | | | | | | 108,319 | | |
Pentair PLC |
| | | | 1,225 | | | | | | 71,148 | | |
Phillips 66 |
| | | | 1,725 | | | | | | 170,775 | | |
Pilgrim’s Pride Corp.*
|
| | | | 3,859 | | | | | | 88,024 | | |
Pioneer Natural Resources Co. |
| | | | 874 | | | | | | 190,139 | | |
Post Holdings, Inc.*
|
| | | | 961 | | | | | | 86,961 | | |
Reliance Steel & Aluminum Co.
|
| | | | 531 | | | | | | 131,582 | | |
Schlumberger NV |
| | | | 5,260 | | | | | | 259,581 | | |
Seaboard Corp. |
| | | | 19 | | | | | | 74,880 | | |
Simpson Manufacturing Co., Inc. |
| | | | 694 | | | | | | 87,291 | | |
Steel Dynamics, Inc. |
| | | | 1,561 | | | | | | 162,266 | | |
Targa Resources Corp. |
| | | | 837 | | | | | | 63,219 | | |
Tyson Foods, Inc., Class A |
| | | | 5,689 | | | | | | 355,506 | | |
UFP Industries, Inc. |
| | | | 1,005 | | | | | | 78,913 | | |
United States Steel Corp. |
| | | | 2,062 | | | | | | 47,179 | | |
Valero Energy Corp. |
| | | | 1,378 | | | | | | 158,015 | | |
Watts Water Technologies, Inc.,
Class A |
| | | | 248 | | | | | | 40,109 | | |
Williams Cos., Inc. (The) |
| | | | 4,511 | | | | | | 136,503 | | |
Xylem, Inc. |
| | | | 1,343 | | | | | | 139,457 | | |
Total United States |
| | | | | | | | | | 17,055,801 | | |
Zambia — 0.4% | | ||||||||||||
First Quantum Minerals Ltd. |
| | | | 6,195 | | | | | | 150,365 | | |
Total
Common Stocks (Cost $30,859,197) |
| | | | | | | | | | 34,165,044 | | |
|
| | |
Shares |
| |
Value |
| ||||||
Short-Term Investments — 0.5% | | ||||||||||||
Money Market Funds — 0.5% | | ||||||||||||
Dreyfus Government Cash
Management Fund, Institutional Shares, 4.76%(d)(e) |
| | | | 140,158 | | | | | $ | 140,158 | | |
Dreyfus
Institutional Preferred Government Money Market Fund, Institutional Shares, 4.81%(d) |
| | | | 17,998 | | | | | | 17,998 | | |
Total
Short-Term Investments (Cost $158,156) |
| | | | | | | | | | 158,156 | | |
Total
Investments — 100.1% (Cost $31,017,353) |
| | | | | | | | | | 34,323,200 | | |
Other
Assets and Liabilities, Net — (0.1)% |
| | | | | | | | | | (31,836) | | |
Net Assets — 100.0% |
| | | | | | | | | $ | 34,291,364 | | |
|
Description |
| |
Level 1
|
| |
Level 2
|
| |
Level 3
|
| |
Total |
| ||||||||||||
Asset Valuation Inputs | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments in Securities:(f) | | | | | | | | | | | | | | | | | | | | | | | | | |
Common Stocks |
| | | $ | 34,165,044 | | | | | $ | — | | | | | $ | 0(g) | | | | | $ | 34,165,044 | | |
Short-Term Investments: | | | | | | | | | | | | | | | | | | | | | | | | | |
Money Market Funds |
| | | | 158,156 | | | | | | — | | | | | | — | | | | | | 158,156 | | |
Total Investments in Securities |
| | | $ | 34,323,200 | | | | | $ | — | | | | | $ | — | | | | | $ | 34,323,200 | | |
| | |
Principal Amount |
| |
Value |
| ||||||
U.S. Treasury Inflation Indexed Bonds — 58.7% | | ||||||||||||
U.S. Treasury Inflation Indexed Bond | | | | | | | | | |||||
0.125%, due 7/15/24*(a)
|
| | | $ | 131,700 | | | | | $ | 162,691 | | |
0.125%, due 10/15/24*
|
| | | | 120,300 | | | | | | 137,148 | | |
0.125%, due 4/15/25*
|
| | | | 99,200 | | | | | | 111,506 | | |
0.125%, due 10/15/25*
|
| | | | 120,700 | | | | | | 135,205 | | |
0.125%, due 4/15/26*
|
| | | | 94,300 | | | | | | 103,628 | | |
0.125%, due 7/15/26*
|
| | | | 111,100 | | | | | | 134,048 | | |
0.125%, due 10/15/26*
|
| | | | 141,300 | | | | | | 148,979 | | |
0.125%, due 4/15/27*
|
| | | | 150,500 | | | | | | 152,407 | | |
0.125%, due 1/15/30*
|
| | | | 47,700 | | | | | | 51,763 | | |
0.125%, due 7/15/30*
|
| | | | 52,400 | | | | | | 56,930 | | |
0.125%, due 1/15/31*
|
| | | | 57,500 | | | | | | 61,080 | | |
0.125%, due 7/15/31*
|
| | | | 60,300 | | | | | | 61,963 | | |
0.125%, due 1/15/32*
|
| | | | 73,400 | | | | | | 72,411 | | |
0.125%, due 2/15/51*
|
| | | | 20,400 | | | | | | 16,102 | | |
0.125%, due 2/15/52*(a)
|
| | | | 25,200 | | | | | | 18,564 | | |
0.250%, due 1/15/25*
|
| | | | 119,300 | | | | | | 147,080 | | |
0.250%, due 7/15/29*
|
| | | | 42,000 | | | | | | 46,629 | | |
0.250%, due 2/15/50*
|
| | | | 20,200 | | | | | | 16,918 | | |
0.375%, due 7/15/23*
|
| | | | 88,800 | | | | | | 114,731 | | |
0.375%, due 7/15/25*
|
| | | | 125,100 | | | | | | 154,461 | | |
0.375%, due 1/15/27*
|
| | | | 105,500 | | | | | | 126,428 | | |
0.375%, due 7/15/27*
|
| | | | 121,000 | | | | | | 143,482 | | |
0.500%, due 4/15/24*
|
| | | | 53,000 | | | | | | 61,876 | | |
0.500%, due 1/15/28*
|
| | | | 119,600 | | | | | | 140,533 | | |
0.625%, due 1/15/24*
|
| | | | 87,400 | | | | | | 111,116 | | |
0.625%, due 1/15/26*
|
| | | | 110,000 | | | | | | 135,758 | | |
0.625%, due 7/15/32*
|
| | | | 71,700 | | | | | | 70,477 | | |
0.625%, due 2/15/43*
|
| | | | 18,200 | | | | | | 19,947 | | |
0.750%, due 7/15/28*
|
| | | | 38,700 | | | | | | 45,348 | | |
0.750%, due 2/15/42*
|
| | | | 22,800 | | | | | | 26,251 | | |
0.750%, due 2/15/45*
|
| | | | 28,200 | | | | | | 30,431 | | |
0.875%, due 1/15/29*
|
| | | | 35,200 | | | | | | 41,031 | | |
0.875%, due 2/15/47*
|
| | | | 18,300 | | | | | | 19,565 | | |
1.000%, due 2/15/46*
|
| | | | 14,600 | | | | | | 16,438 | | |
1.000%, due 2/15/48*
|
| | | | 13,600 | | | | | | 14,590 | | |
1.000%, due 2/15/49*
|
| | | | 13,000 | | | | | | 13,646 | | |
1.125%, due 1/15/33*
|
| | | | 48,800 | | | | | | 48,806 | | |
1.250%, due 4/15/28*
|
| | | | 83,600 | | | | | | 83,770 | | |
1.375%, due 2/15/44*
|
| | | | 25,400 | | | | | | 31,546 | | |
1.500%, due 2/15/53*
|
| | | | 13,700 | | | | | | 13,861 | | |
1.625%, due 10/15/27*
|
| | | | 158,300 | | | | | | 163,349 | | |
1.750%, due 1/15/28*
|
| | | | 42,200 | | | | | | 61,820 | | |
2.000%, due 1/15/26*
|
| | | | 44,000 | | | | | | 67,373 | | |
2.125%, due 2/15/40*
|
| | | | 9,400 | | | | | | 14,357 | | |
2.125%, due 2/15/41*
|
| | | | 13,900 | | | | | | 20,961 | | |
2.375%, due 1/15/25*
|
| | | | 64,800 | | | | | | 104,036 | | |
2.375%, due 1/15/27*
|
| | | | 43,200 | | | | | | 66,604 | | |
| | |
Principal Amount |
| |
Value |
| ||||||
U.S. Treasury Inflation Indexed Bonds (continued) | | ||||||||||||
2.500%, due 1/15/29*
|
| | | $ | 15,400 | | | | | $ | 22,987 | | |
3.375%, due 4/15/32*
|
| | | | 6,000 | | | | | | 11,958 | | |
3.625%, due 4/15/28*
|
| | | | 33,300 | | | | | | 68,814 | | |
3.875%, due 4/15/29*
|
| | | | 15,100 | | | | | | 31,664 | | |
| | | | | | | | | | | 3,733,067 | | |
Total
U.S. Treasury Inflation Indexed Bonds (Cost $4,101,900) |
| | | | | | | | | | 3,733,067 | | |
| | |
Shares |
| | | | | | | |||
Common Stocks — 30.5% | | ||||||||||||
Communication Services — 2.0% | | ||||||||||||
Activision Blizzard, Inc.*
|
| | | | 30 | | | | | | 2,331 | | |
Alphabet, Inc., Class A*
|
| | | | 255 | | | | | | 27,372 | | |
Alphabet, Inc., Class C*
|
| | | | 225 | | | | | | 24,350 | | |
AT&T, Inc. |
| | | | 305 | | | | | | 5,389 | | |
Charter Communications,
Inc., Class A*(a)
|
| | | | 4 | | | | | | 1,475 | | |
Comcast Corp., Class A |
| | | | 183 | | | | | | 7,571 | | |
Electronic Arts, Inc. |
| | | | 13 | | | | | | 1,655 | | |
Fox Corp., Class A |
| | | | 13 | | | | | | 432 | | |
Fox Corp., Class B |
| | | | 8 | | | | | | 244 | | |
Liberty Broadband Corp.,
Class A*
|
| | | | 2 | | | | | | 169 | | |
Liberty Broadband Corp.,
Class C*
|
| | | | 7 | | | | | | 593 | | |
Liberty
Media Corp.-Liberty Formula One, Class A*
|
| | | | 1 | | | | | | 65 | | |
Liberty Media
Corp.-Liberty Formula One, Class C*
|
| | | | 7 | | | | | | 505 | | |
Liberty Media Corp.-Liberty SiriusXM*
|
| | | | 8 | | | | | | 224 | | |
Liberty Media
Corp.-Liberty SiriusXM, Class A*
|
| | | | 2 | | | | | | 56 | | |
Live Nation Entertainment, Inc.*
|
| | | | 8 | | | | | | 542 | | |
Match Group, Inc.*
|
| | | | 12 | | | | | | 443 | | |
Meta Platforms, Inc., Class A*
|
| | | | 96 | | | | | | 23,071 | | |
Netflix, Inc.*
|
| | | | 19 | | | | | | 6,269 | | |
Omnicom Group, Inc. |
| | | | 7 | | | | | | 634 | | |
Paramount Global, Class A |
| | | | 1 | | | | | | 26 | | |
Paramount Global, Class B |
| | | | 25 | | | | | | 583 | | |
Pinterest, Inc., Class A*
|
| | | | 22 | | | | | | 506 | | |
ROBLOX Corp., Class A*
|
| | | | 13 | | | | | | 463 | | |
Sirius XM Holdings, Inc.(a)
|
| | | | 35 | | | | | | 133 | | |
Snap, Inc., Class A*
|
| | | | 53 | | | | | | 462 | | |
Spotify Technology SA*
|
| | | | 5 | | | | | | 668 | | |
Take-Two Interactive Software, Inc.*
|
| | | | 7 | | | | | | 870 | | |
T-Mobile US, Inc.*
|
| | | | 28 | | | | | | 4,029 | | |
Trade Desk, Inc. (The), Class A*
|
| | | | 18 | | | | | | 1,158 | | |
Verizon Communications, Inc. |
| | | | 168 | | | | | | 6,523 | | |
Walt Disney Co. (The)*
|
| | | | 77 | | | | | | 7,893 | | |
Warner Bros Discovery, Inc.*
|
| | | | 91 | | | | | | 1,239 | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks (continued) | | ||||||||||||
Communication Services (continued) | | ||||||||||||
Warner Music Group Corp., Class A
|
| | | | 3 | | | | | $ | 91 | | |
Total Communication Services |
| | | | | | | | | | 128,034 | | |
Consumer Discretionary — 2.3% | | ||||||||||||
Airbnb, Inc., Class A*
|
| | | | 16 | | | | | | 1,915 | | |
Amazon.com, Inc.*
|
| | | | 381 | | | | | | 40,176 | | |
Aptiv PLC*
|
| | | | 13 | | | | | | 1,337 | | |
AutoZone, Inc.*
|
| | | | 1 | | | | | | 2,663 | | |
Best Buy Co., Inc. |
| | | | 8 | | | | | | 596 | | |
Booking Holdings, Inc.*
|
| | | | 2 | | | | | | 5,373 | | |
Carnival Corp.*(a)
|
| | | | 34 | | | | | | 313 | | |
Chewy, Inc., Class A*
|
| | | | 2 | | | | | | 62 | | |
Chipotle Mexican Grill, Inc.*
|
| | | | 1 | | | | | | 2,068 | | |
Darden Restaurants, Inc. |
| | | | 6 | | | | | | 912 | | |
Domino’s Pizza, Inc. |
| | | | 2 | | | | | | 635 | | |
DoorDash, Inc., Class A*
|
| | | | 13 | | | | | | 795 | | |
DR Horton, Inc. |
| | | | 13 | | | | | | 1,428 | | |
eBay, Inc. |
| | | | 26 | | | | | | 1,207 | | |
Etsy, Inc.*
|
| | | | 7 | | | | | | 707 | | |
Expedia Group, Inc.*
|
| | | | 8 | | | | | | 752 | | |
Ford Motor Co. |
| | | | 164 | | | | | | 1,948 | | |
Garmin Ltd. |
| | | | 7 | | | | | | 687 | | |
General Motors Co. |
| | | | 57 | | | | | | 1,883 | | |
Genuine Parts Co. |
| | | | 7 | | | | | | 1,178 | | |
Hilton Worldwide Holdings, Inc. |
| | | | 11 | | | | | | 1,584 | | |
Home Depot, Inc. (The) |
| | | | 43 | | | | | | 12,923 | | |
Las Vegas Sands Corp.*
|
| | | | 16 | | | | | | 1,022 | | |
Lennar Corp., Class A |
| | | | 11 | | | | | | 1,241 | | |
Lennar Corp., Class B |
| | | | 2 | | | | | | 196 | | |
Lowe’s Cos., Inc. |
| | | | 27 | | | | | | 5,611 | | |
Lucid Group, Inc.*(a)
|
| | | | 25 | | | | | | 198 | | |
Lululemon Athletica, Inc.*
|
| | | | 5 | | | | | | 1,900 | | |
Marriott International, Inc.,
Class A |
| | | | 12 | | | | | | 2,032 | | |
McDonald’s Corp. |
| | | | 31 | | | | | | 9,168 | | |
MGM Resorts International |
| | | | 16 | | | | | | 719 | | |
NIKE, Inc., Class B |
| | | | 53 | | | | | | 6,716 | | |
O’Reilly Automotive, Inc.*
|
| | | | 3 | | | | | | 2,752 | | |
Rivian Automotive, Inc.,
Class A*
|
| | | | 27 | | | | | | 346 | | |
Ross Stores, Inc. |
| | | | 13 | | | | | | 1,387 | | |
Royal Caribbean Cruises Ltd.*
|
| | | | 9 | | | | | | 589 | | |
Starbucks Corp. |
| | | | 47 | | | | | | 5,372 | | |
Tesla, Inc.*
|
| | | | 115 | | | | | | 18,896 | | |
TJX Cos., Inc. (The) |
| | | | 47 | | | | | | 3,705 | | |
Tractor Supply Co. |
| | | | 4 | | | | | | 954 | | |
Ulta Beauty, Inc.*
|
| | | | 2 | | | | | | 1,103 | | |
VF Corp. |
| | | | 17 | | | | | | 400 | | |
Yum! Brands, Inc. |
| | | | 12 | | | | | | 1,687 | | |
Total Consumer Discretionary |
| | | | | | | | | | 147,136 | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks (continued) | | ||||||||||||
Consumer Staples — 1.7% | | ||||||||||||
Altria Group, Inc. |
| | | | 80 | | | | | $ | 3,801 | | |
Archer-Daniels-Midland Co. |
| | | | 24 | | | | | | 1,874 | | |
Brown-Forman Corp., Class A
|
| | | | 3 | | | | | | 198 | | |
Brown-Forman Corp., Class B
|
| | | | 13 | | | | | | 846 | | |
Campbell Soup Co. |
| | | | 8 | | | | | | 435 | | |
Church & Dwight Co., Inc. |
| | | | 11 | | | | | | 1,068 | | |
Clorox Co. (The) |
| | | | 6 | | | | | | 994 | | |
Coca-Cola Co. (The) |
| | | | 168 | | | | | | 10,777 | | |
Colgate-Palmolive Co. |
| | | | 36 | | | | | | 2,873 | | |
Conagra Brands, Inc. |
| | | | 22 | | | | | | 835 | | |
Constellation Brands, Inc., Class A
|
| | | | 7 | | | | | | 1,606 | | |
Costco Wholesale Corp. |
| | | | 19 | | | | | | 9,561 | | |
Dollar General Corp. |
| | | | 10 | | | | | | 2,215 | | |
Dollar Tree, Inc.*
|
| | | | 9 | | | | | | 1,383 | | |
Estee Lauder Cos., Inc. (The),
Class A |
| | | | 9 | | | | | | 2,221 | | |
General Mills, Inc. |
| | | | 26 | | | | | | 2,304 | | |
Hershey Co. (The) |
| | | | 6 | | | | | | 1,638 | | |
Hormel Foods Corp. |
| | | | 12 | | | | | | 485 | | |
J M Smucker Co. (The) |
| | | | 3 | | | | | | 463 | | |
Kellogg Co. |
| | | | 13 | | | | | | 907 | | |
Keurig Dr Pepper, Inc. |
| | | | 38 | | | | | | 1,243 | | |
Kimberly-Clark Corp. |
| | | | 14 | | | | | | 2,029 | | |
Kraft Heinz Co. (The) |
| | | | 36 | | | | | | 1,414 | | |
Kroger Co. (The) |
| | | | 27 | | | | | | 1,313 | | |
McCormick & Co., Inc. |
| | | | 11 | | | | | | 966 | | |
Mondelez International, Inc.,
Class A |
| | | | 60 | | | | | | 4,603 | | |
Monster Beverage Corp.*
|
| | | | 36 | | | | | | 2,016 | | |
PepsiCo, Inc. |
| | | | 60 | | | | | | 11,453 | | |
Philip Morris International, Inc.
|
| | | | 66 | | | | | | 6,598 | | |
Procter & Gamble Co. (The) |
| | | | 101 | | | | | | 15,794 | | |
Sysco Corp. |
| | | | 23 | | | | | | 1,765 | | |
Target Corp. |
| | | | 21 | | | | | | 3,313 | | |
Tyson Foods, Inc., Class A |
| | | | 12 | | | | | | 750 | | |
Walgreens Boots Alliance, Inc. |
| | | | 30 | | | | | | 1,058 | | |
Walmart, Inc. |
| | | | 61 | | | | | | 9,209 | | |
Total Consumer Staples |
| | | | | | | | | | 110,008 | | |
Energy — 2.2% | | ||||||||||||
Baker Hughes Co. |
| | | | 85 | | | | | | 2,485 | | |
Cheniere Energy, Inc. |
| | | | 22 | | | | | | 3,366 | | |
Chevron Corp. |
| | | | 151 | | | | | | 25,456 | | |
ConocoPhillips |
| | | | 107 | | | | | | 11,009 | | |
Coterra Energy, Inc. |
| | | | 68 | | | | | | 1,741 | | |
Devon Energy Corp. |
| | | | 57 | | | | | | 3,046 | | |
Diamondback Energy, Inc. |
| | | | 16 | | | | | | 2,275 | | |
EOG Resources, Inc. |
| | | | 50 | | | | | | 5,974 | | |
EQT Corp. |
| | | | 29 | | | | | | 1,010 | | |
Exxon Mobil Corp. |
| | | | 351 | | | | | | 41,537 | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks (continued) | | ||||||||||||
Energy (continued) | | ||||||||||||
Halliburton Co. |
| | | | 73 | | | | | $ | 2,391 | | |
Hess Corp. |
| | | | 23 | | | | | | 3,336 | | |
Kinder Morgan, Inc. |
| | | | 168 | | | | | | 2,881 | | |
Marathon Oil Corp. |
| | | | 62 | | | | | | 1,498 | | |
Marathon Petroleum Corp. |
| | | | 39 | | | | | | 4,758 | | |
Occidental Petroleum Corp. |
| | | | 60 | | | | | | 3,692 | | |
ONEOK, Inc. |
| | | | 39 | | | | | | 2,551 | | |
Phillips 66 |
| | | | 42 | | | | | | 4,158 | | |
Pioneer Natural Resources Co. |
| | | | 19 | | | | | | 4,133 | | |
Schlumberger NV |
| | | | 122 | | | | | | 6,021 | | |
Targa Resources Corp. |
| | | | 18 | | | | | | 1,360 | | |
Valero Energy Corp. |
| | | | 32 | | | | | | 3,669 | | |
Williams Cos., Inc. (The) |
| | | | 108 | | | | | | 3,268 | | |
Total Energy |
| | | | | | | | | | 141,615 | | |
Financials — 5.3% | | ||||||||||||
Aflac, Inc. |
| | | | 49 | | | | | | 3,423 | | |
Allstate Corp. (The) |
| | | | 22 | | | | | | 2,547 | | |
American Express Co. |
| | | | 48 | | | | | | 7,744 | | |
American International Group, Inc.
|
| | | | 65 | | | | | | 3,448 | | |
Ameriprise Financial, Inc. |
| | | | 9 | | | | | | 2,746 | | |
Aon PLC, Class A |
| | | | 17 | | | | | | 5,528 | | |
Apollo Global Management, Inc. |
| | | | 29 | | | | | | 1,838 | | |
Arch Capital Group Ltd.*
|
| | | | 33 | | | | | | 2,477 | | |
Ares Management Corp., Class A
|
| | | | 13 | | | | | | 1,139 | | |
Arthur J Gallagher & Co. |
| | | | 18 | | | | | | 3,745 | | |
Bank of America Corp. |
| | | | 596 | | | | | | 17,451 | | |
Bank of New York Mellon Corp. (The)
|
| | | | 65 | | | | | | 2,768 | | |
Berkshire Hathaway, Inc.,
Class B*
|
| | | | 108 | | | | | | 35,483 | | |
BlackRock, Inc. |
| | | | 12 | | | | | | 8,054 | | |
Blackstone, Inc.(a)
|
| | | | 60 | | | | | | 5,360 | | |
Block, Inc.*
|
| | | | 23 | | | | | | 1,398 | | |
Blue Owl Capital, Inc. |
| | | | 37 | | | | | | 417 | | |
Brown & Brown, Inc. |
| | | | 22 | | | | | | 1,417 | | |
Capital One Financial Corp. |
| | | | 32 | | | | | | 3,114 | | |
Charles Schwab Corp. (The) |
| | | | 129 | | | | | | 6,739 | | |
Chubb Ltd. |
| | | | 36 | | | | | | 7,256 | | |
Cincinnati Financial Corp. |
| | | | 14 | | | | | | 1,490 | | |
Citigroup, Inc. |
| | | | 159 | | | | | | 7,484 | | |
Citizens Financial Group, Inc. |
| | | | 46 | | | | | | 1,423 | | |
CME Group, Inc. |
| | | | 32 | | | | | | 5,945 | | |
Coinbase Global, Inc., Class A*(a)
|
| | | | 11 | | | | | | 592 | | |
Corebridge Financial, Inc. |
| | | | 7 | | | | | | 118 | | |
Discover Financial Services |
| | | | 23 | | | | | | 2,380 | | |
FactSet Research Systems, Inc. |
| | | | 2 | | | | | | 823 | | |
Fidelity National
Information Services, Inc. |
| | | | 27 | | | | | | 1,585 | | |
Fifth Third Bancorp |
| | | | 59 | | | | | | 1,546 | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks (continued) | | ||||||||||||
Financials (continued) | | ||||||||||||
First Republic Bank(a)
|
| | | | 15 | | | | | $ | 53 | | |
Fiserv, Inc.*
|
| | | | 26 | | | | | | 3,175 | | |
FleetCor Technologies, Inc.*
|
| | | | 2 | | | | | | 428 | | |
Franklin Resources, Inc.(a)
|
| | | | 27 | | | | | | 726 | | |
Global Payments, Inc. |
| | | | 11 | | | | | | 1,240 | | |
Goldman Sachs Group, Inc. (The) |
| | | | 29 | | | | | | 9,960 | | |
Hartford Financial
Services Group, Inc. (The) |
| | | | 27 | | | | | | 1,917 | | |
Huntington Bancshares, Inc. |
| | | | 119 | | | | | | 1,333 | | |
Interactive Brokers Group, Inc.,
Class A |
| | | | 7 | | | | | | 545 | | |
Intercontinental Exchange, Inc. |
| | | | 48 | | | | | | 5,229 | | |
JPMorgan Chase & Co. |
| | | | 248 | | | | | | 34,283 | | |
KeyCorp |
| | | | 75 | | | | | | 844 | | |
KKR & Co., Inc. |
| | | | 55 | | | | | | 2,919 | | |
Loews Corp. |
| | | | 17 | | | | | | 979 | | |
LPL Financial Holdings, Inc. |
| | | | 7 | | | | | | 1,462 | | |
M&T Bank Corp. |
| | | | 14 | | | | | | 1,761 | | |
Markel Corp.*
|
| | | | 1 | | | | | | 1,368 | | |
Marsh & McLennan Cos., Inc. |
| | | | 43 | | | | | | 7,748 | | |
Mastercard, Inc., Class A |
| | | | 36 | | | | | | 13,681 | | |
MetLife, Inc. |
| | | | 52 | | | | | | 3,189 | | |
Moody’s Corp. |
| | | | 7 | | | | | | 2,192 | | |
Morgan Stanley |
| | | | 113 | | | | | | 10,167 | | |
MSCI, Inc. |
| | | | 3 | | | | | | 1,447 | | |
Nasdaq, Inc. |
| | | | 34 | | | | | | 1,883 | | |
Northern Trust Corp. |
| | | | 17 | | | | | | 1,329 | | |
PayPal Holdings, Inc.*
|
| | | | 49 | | | | | | 3,724 | | |
PNC Financial Services Group, Inc. (The)
|
| | | | 34 | | | | | | 4,428 | | |
Principal Financial Group, Inc. |
| | | | 23 | | | | | | 1,718 | | |
Progressive Corp. (The) |
| | | | 50 | | | | | | 6,820 | | |
Prudential Financial, Inc. |
| | | | 32 | | | | | | 2,784 | | |
Raymond James Financial, Inc. |
| | | | 17 | | | | | | 1,539 | | |
Regions Financial Corp. |
| | | | 79 | | | | | | 1,442 | | |
Rocket Cos., Inc., Class A*(a)
|
| | | | 13 | | | | | | 116 | | |
S&P Global, Inc. |
| | | | 14 | | | | | | 5,076 | | |
State Street Corp. |
| | | | 27 | | | | | | 1,951 | | |
Synchrony Financial |
| | | | 43 | | | | | | 1,269 | | |
T Rowe Price Group, Inc.(a)
|
| | | | 19 | | | | | | 2,134 | | |
Tradeweb Markets, Inc., Class A
|
| | | | 7 | | | | | | 493 | | |
Travelers Cos., Inc. (The) |
| | | | 21 | | | | | | 3,804 | | |
Truist Financial Corp. |
| | | | 112 | | | | | | 3,649 | | |
US Bancorp |
| | | | 118 | | | | | | 4,045 | | |
Visa, Inc., Class A(a)
|
| | | | 69 | | | | | | 16,058 | | |
W R Berkley Corp. |
| | | | 18 | | | | | | 1,060 | | |
Wells Fargo & Co. |
| | | | 333 | | | | | | 13,237 | | |
Willis Towers Watson PLC |
| | | | 9 | | | | | | 2,085 | | |
Total Financials |
| | | | | | | | | | 334,768 | | |
|
| | |
Shares |
| |
Value |
| ||||||
Common Stocks (continued) | | ||||||||||||
Health Care — 3.4% | | ||||||||||||
Abbott Laboratories |
| | | | 73 | | | | | $ | 8,064 | | |
AbbVie, Inc. |
| | | | 77 | | | | | | 11,636 | | |
Agilent Technologies, Inc. |
| | | | 13 | | | | | | 1,761 | | |
Align Technology, Inc.*
|
| | | | 2 | | | | | | 651 | | |
Alnylam Pharmaceuticals, Inc.*
|
| | | | 5 | | | | | | 996 | | |
AmerisourceBergen Corp. |
| | | | 8 | | | | | | 1,335 | | |
Amgen, Inc. |
| | | | 22 | | | | | | 5,274 | | |
Avantor, Inc.*
|
| | | | 22 | | | | | | 429 | | |
Baxter International, Inc. |
| | | | 22 | | | | | | 1,049 | | |
Becton Dickinson and Co. |
| | | | 12 | | | | | | 3,172 | | |
Biogen, Inc.*
|
| | | | 6 | | | | | | 1,825 | | |
BioMarin Pharmaceutical, Inc.*
|
| | | | 7 | | | | | | 672 | | |
Bio-Rad Laboratories, Inc.,
Class A*
|
| | | | 1 | | | | | | 451 | | |
Boston Scientific Corp.*
|
| | | | 62 | | | | | | 3,231 | | |
Bristol-Myers Squibb Co. |
| | | | 91 | | | | | | 6,076 | | |
Cardinal Health, Inc. |
| | | | 13 | | | | | | 1,067 | | |
Centene Corp.*
|
| | | | 25 | | | | | | 1,723 | | |
Cigna Corp. |
| | | | 13 | | | | | | 3,293 | | |
Cooper Cos., Inc. (The) |
| | | | 2 | | | | | | 763 | | |
CVS Health Corp. |
| | | | 56 | | | | | | 4,105 | | |
Danaher Corp. |
| | | | 28 | | | | | | 6,634 | | |
Dexcom, Inc.*
|
| | | | 16 | | | | | | 1,941 | | |
Edwards Lifesciences Corp.*
|
| | | | 28 | | | | | | 2,463 | | |
Elevance Health, Inc. |
| | | | 10 | | | | | | 4,687 | | |
Eli Lilly & Co. |
| | | | 36 | | | | | | 14,251 | | |
GE HealthCare Technologies, Inc.*
|
| | | | 15 | | | | | | 1,220 | | |
Gilead Sciences, Inc. |
| | | | 55 | | | | | | 4,522 | | |
HCA Healthcare, Inc. |
| | | | 9 | | | | | | 2,586 | | |
Hologic, Inc.*
|
| | | | 10 | | | | | | 860 | | |
Horizon Therapeutics PLC*
|
| | | | 11 | | | | | | 1,223 | | |
Humana, Inc. |
| | | | 5 | | | | | | 2,653 | | |
ICON PLC*
|
| | | | 3 | | | | | | 578 | | |
IDEXX Laboratories, Inc.*
|
| | | | 4 | | | | | | 1,969 | | |
Illumina, Inc.*
|
| | | | 7 | | | | | | 1,439 | | |
Incyte Corp.*
|
| | | | 7 | | | | | | 521 | | |
Insulet Corp.*
|
| | | | 2 | | | | | | 636 | | |
Intuitive Surgical, Inc.*
|
| | | | 15 | | | | | | 4,518 | | |
IQVIA Holdings, Inc.*
|
| | | | 7 | | | | | | 1,318 | | |
Johnson & Johnson |
| | | | 112 | | | | | | 18,334 | | |
Laboratory Corp. of America Holdings
|
| | | | 3 | | | | | | 680 | | |
McKesson Corp. |
| | | | 6 | | | | | | 2,185 | | |
Medtronic PLC |
| | | | 58 | | | | | | 5,275 | | |
Merck & Co., Inc. |
| | | | 109 | | | | | | 12,586 | | |
Mettler-Toledo International, Inc.*
|
| | | | 1 | | | | | | 1,492 | | |
Moderna, Inc.*
|
| | | | 15 | | | | | | 1,993 | | |
Molina Healthcare, Inc.*
|
| | | | 2 | | | | | | 596 | | |
PerkinElmer, Inc. |
| | | | 5 | | | | | | 652 | | |
Pfizer, Inc. |
| | | | 243 | | | | | | 9,450 | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks (continued) | | ||||||||||||
Health Care (continued) | | ||||||||||||
Quest Diagnostics, Inc. |
| | | | 5 | | | | | $ | 694 | | |
Regeneron Pharmaceuticals, Inc.*
|
| | | | 4 | | | | | | 3,207 | | |
ResMed, Inc. |
| | | | 6 | | | | | | 1,446 | | |
Royalty Pharma PLC, Class A
|
| | | | 13 | | | | | | 457 | | |
Seagen, Inc.*
|
| | | | 6 | | | | | | 1,200 | | |
STERIS PLC |
| | | | 4 | | | | | | 754 | | |
Stryker Corp. |
| | | | 14 | | | | | | 4,195 | | |
Teleflex, Inc. |
| | | | 2 | | | | | | 545 | | |
Thermo Fisher Scientific, Inc. |
| | | | 17 | | | | | | 9,433 | | |
UnitedHealth Group, Inc. |
| | | | 40 | | | | | | 19,684 | | |
Veeva Systems, Inc., Class A*
|
| | | | 7 | | | | | | 1,254 | | |
Vertex Pharmaceuticals, Inc.*
|
| | | | 11 | | | | | | 3,748 | | |
Waters Corp.*
|
| | | | 2 | | | | | | 601 | | |
West Pharmaceutical Services, Inc.
|
| | | | 3 | | | | | | 1,084 | | |
Zimmer Biomet Holdings, Inc. |
| | | | 9 | | | | | | 1,246 | | |
Zoetis, Inc. |
| | | | 17 | | | | | | 2,988 | | |
Total Health Care |
| | | | | | | | | | 217,371 | | |
Industrials — 3.8% | | ||||||||||||
3M Co. |
| | | | 48 | | | | | | 5,099 | | |
AMETEK, Inc. |
| | | | 20 | | | | | | 2,759 | | |
Automatic Data Processing, Inc. |
| | | | 17 | | | | | | 3,740 | | |
Boeing Co. (The)*
|
| | | | 51 | | | | | | 10,546 | | |
Broadridge Financial Solutions, Inc.
|
| | | | 5 | | | | | | 727 | | |
Carrier Global Corp. |
| | | | 75 | | | | | | 3,136 | | |
Caterpillar, Inc. |
| | | | 45 | | | | | | 9,846 | | |
Cintas Corp. |
| | | | 7 | | | | | | 3,190 | | |
Copart, Inc.*
|
| | | | 20 | | | | | | 1,581 | | |
CoStar Group, Inc.*
|
| | | | 18 | | | | | | 1,385 | | |
CSX Corp. |
| | | | 179 | | | | | | 5,485 | | |
Cummins, Inc. |
| | | | 12 | | | | | | 2,820 | | |
Deere & Co. |
| | | | 23 | | | | | | 8,694 | | |
Delta Air Lines, Inc.*
|
| | | | 13 | | | | | | 446 | | |
Dover Corp. |
| | | | 12 | | | | | | 1,754 | | |
Eaton Corp. PLC |
| | | | 35 | | | | | | 5,849 | | |
Emerson Electric Co. |
| | | | 50 | | | | | | 4,163 | | |
Equifax, Inc. |
| | | | 5 | | | | | | 1,042 | | |
Expeditors
International of Washington, Inc. |
| | | | 14 | | | | | | 1,594 | | |
Fastenal Co. |
| | | | 50 | | | | | | 2,692 | | |
FedEx Corp. |
| | | | 20 | | | | | | 4,556 | | |
Ferguson PLC |
| | | | 18 | | | | | | 2,535 | | |
Fortive Corp. |
| | | | 30 | | | | | | 1,893 | | |
General Dynamics Corp. |
| | | | 21 | | | | | | 4,585 | | |
General Electric Co. |
| | | | 92 | | | | | | 9,105 | | |
Grab Holdings Ltd., Class A*
|
| | | | 111 | | | | | | 323 | | |
HEICO Corp. |
| | | | 3 | | | | | | 506 | | |
HEICO Corp., Class A |
| | | | 6 | | | | | | 805 | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks (continued) | | ||||||||||||
Industrials (continued) | | ||||||||||||
Honeywell International, Inc. |
| | | | 58 | | | | | $ | 11,591 | | |
Howmet Aerospace, Inc. |
| | | | 32 | | | | | | 1,417 | | |
IDEX Corp. |
| | | | 7 | | | | | | 1,444 | | |
Illinois Tool Works, Inc. |
| | | | 23 | | | | | | 5,565 | | |
Ingersoll Rand, Inc. |
| | | | 32 | | | | | | 1,825 | | |
Jacobs Solutions, Inc. |
| | | | 12 | | | | | | 1,385 | | |
JB Hunt Transport Services, Inc.
|
| | | | 8 | | | | | | 1,402 | | |
Johnson Controls International PLC
|
| | | | 58 | | | | | | 3,471 | | |
L3Harris Technologies, Inc. |
| | | | 17 | | | | | | 3,318 | | |
Leidos Holdings, Inc. |
| | | | 6 | | | | | | 560 | | |
Lockheed Martin Corp. |
| | | | 22 | | | | | | 10,218 | | |
Masco Corp. |
| | | | 12 | | | | | | 642 | | |
Norfolk Southern Corp. |
| | | | 20 | | | | | | 4,061 | | |
Northrop Grumman Corp. |
| | | | 12 | | | | | | 5,535 | | |
Old Dominion Freight Line, Inc. |
| | | | 9 | | | | | | 2,883 | | |
Otis Worldwide Corp. |
| | | | 38 | | | | | | 3,241 | | |
PACCAR, Inc. |
| | | | 42 | | | | | | 3,137 | | |
Parker-Hannifin Corp. |
| | | | 11 | | | | | | 3,574 | | |
Paychex, Inc. |
| | | | 13 | | | | | | 1,428 | | |
Paycom Software, Inc.*
|
| | | | 2 | | | | | | 581 | | |
Quanta Services, Inc. |
| | | | 13 | | | | | | 2,205 | | |
Raytheon Technologies Corp. |
| | | | 128 | | | | | | 12,787 | | |
Republic Services, Inc. |
| | | | 17 | | | | | | 2,459 | | |
Rockwell Automation, Inc. |
| | | | 10 | | | | | | 2,834 | | |
Rollins, Inc. |
| | | | 20 | | | | | | 845 | | |
Southwest Airlines Co. |
| | | | 11 | | | | | | 333 | | |
SS&C Technologies Holdings, Inc.
|
| | | | 9 | | | | | | 527 | | |
Stanley Black & Decker, Inc.
|
| | | | 12 | | | | | | 1,036 | | |
Trane Technologies PLC |
| | | | 21 | | | | | | 3,902 | | |
TransDigm Group, Inc. |
| | | | 4 | | | | | | 3,060 | | |
TransUnion |
| | | | 8 | | | | | | 550 | | |
Uber Technologies, Inc.*
|
| | | | 83 | | | | | | 2,577 | | |
Union Pacific Corp. |
| | | | 53 | | | | | | 10,372 | | |
United Airlines Holdings, Inc.*
|
| | | | 9 | | | | | | 394 | | |
United Parcel Service, Inc., Class B
|
| | | | 63 | | | | | | 11,328 | | |
United Rentals, Inc. |
| | | | 6 | | | | | | 2,167 | | |
Verisk Analytics, Inc. |
| | | | 8 | | | | | | 1,553 | | |
Waste Management, Inc. |
| | | | 35 | | | | | | 5,812 | | |
Westinghouse Air Brake
Technologies Corp. |
| | | | 14 | | | | | | 1,367 | | |
WW Grainger, Inc. |
| | | | 4 | | | | | | 2,782 | | |
Xylem, Inc. |
| | | | 15 | | | | | | 1,558 | | |
Total Industrials |
| | | | | | | | | | 238,582 | | |
Information Technology — 6.4% | | ||||||||||||
Accenture PLC, Class A |
| | | | 28 | | | | | | 7,848 | | |
Adobe, Inc.*
|
| | | | 20 | | | | | | 7,551 | | |
Advanced Micro Devices, Inc.*
|
| | | | 68 | | | | | | 6,077 | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks (continued) | | ||||||||||||
Information Technology (continued) | | ||||||||||||
Akamai Technologies, Inc.*
|
| | | | 7 | | | | | $ | 574 | | |
Amphenol Corp., Class A |
| | | | 53 | | | | | | 4,000 | | |
Analog Devices, Inc. |
| | | | 22 | | | | | | 3,957 | | |
ANSYS, Inc.*
|
| | | | 4 | | | | | | 1,256 | | |
Apple, Inc. |
| | | | 638 | | | | | | 108,256 | | |
Applied Materials, Inc. |
| | | | 37 | | | | | | 4,182 | | |
Arista Networks, Inc.*
|
| | | | 10 | | | | | | 1,602 | | |
Atlassian Corp., Class A*
|
| | | | 7 | | | | | | 1,034 | | |
Autodesk, Inc.*
|
| | | | 9 | | | | | | 1,753 | | |
Broadcom, Inc. |
| | | | 17 | | | | | | 10,650 | | |
Cadence Design Systems, Inc.*
|
| | | | 13 | | | | | | 2,723 | | |
CDW Corp. |
| | | | 6 | | | | | | 1,018 | | |
Cisco Systems, Inc. |
| | | | 162 | | | | | | 7,654 | | |
Cloudflare, Inc., Class A*(a)
|
| | | | 11 | | | | | | 518 | | |
Cognizant Technology
Solutions Corp., Class A |
| | | | 24 | | | | | | 1,433 | | |
Corning, Inc. |
| | | | 30 | | | | | | 997 | | |
Crowdstrike Holdings, Inc.,
Class A*
|
| | | | 9 | | | | | | 1,080 | | |
Datadog, Inc., Class A*
|
| | | | 13 | | | | | | 876 | | |
Dell Technologies, Inc., Class C
|
| | | | 12 | | | | | | 522 | | |
DocuSign, Inc.*
|
| | | | 8 | | | | | | 396 | | |
Enphase Energy, Inc.*
|
| | | | 12 | | | | | | 1,970 | | |
EPAM Systems, Inc.*
|
| | | | 2 | | | | | | 565 | | |
Fair Isaac Corp.*
|
| | | | 1 | | | | | | 728 | | |
First Solar, Inc.*
|
| | | | 8 | | | | | | 1,461 | | |
Fortinet, Inc.*
|
| | | | 28 | | | | | | 1,765 | | |
Gartner, Inc.*
|
| | | | 3 | | | | | | 907 | | |
GLOBALFOUNDRIES, Inc.*(a)
|
| | | | 2 | | | | | | 118 | | |
Hewlett Packard Enterprise Co. |
| | | | 57 | | | | | | 816 | | |
HP, Inc. |
| | | | 40 | | | | | | 1,188 | | |
HubSpot, Inc.*
|
| | | | 2 | | | | | | 842 | | |
Intel Corp. |
| | | | 174 | | | | | | 5,404 | | |
International Business Machines Corp.
|
| | | | 38 | | | | | | 4,804 | | |
Intuit, Inc. |
| | | | 12 | | | | | | 5,327 | | |
Keysight Technologies, Inc.*
|
| | | | 16 | | | | | | 2,314 | | |
KLA Corp. |
| | | | 6 | | | | | | 2,319 | | |
Lam Research Corp. |
| | | | 6 | | | | | | 3,144 | | |
Marvell Technology, Inc. |
| | | | 37 | | | | | | 1,461 | | |
Microchip Technology, Inc. |
| | | | 24 | | | | | | 1,752 | | |
Micron Technology, Inc. |
| | | | 47 | | | | | | 3,025 | | |
Microsoft Corp. |
| | | | 318 | | | | | | 97,709 | | |
MongoDB, Inc.*
|
| | | | 3 | | | | | | 720 | | |
Monolithic Power Systems, Inc. |
| | | | 2 | | | | | | 924 | | |
Motorola Solutions, Inc. |
| | | | 7 | | | | | | 2,040 | | |
NetApp, Inc. |
| | | | 9 | | | | | | 566 | | |
NVIDIA Corp. |
| | | | 101 | | | | | | 28,026 | | |
NXP Semiconductors NV |
| | | | 11 | | | | | | 1,801 | | |
Okta, Inc.*
|
| | | | 8 | | | | | | 548 | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks (continued) | | ||||||||||||
Information Technology (continued) | | ||||||||||||
ON Semiconductor Corp.*
|
| | | | 17 | | | | | $ | 1,223 | | |
Oracle Corp. |
| | | | 67 | | | | | | 6,346 | | |
Palantir Technologies, Inc.,
Class A*
|
| | | | 72 | | | | | | 558 | | |
Palo Alto Networks, Inc.*
|
| | | | 12 | | | | | | 2,190 | | |
QUALCOMM, Inc. |
| | | | 47 | | | | | | 5,490 | | |
Roper Technologies, Inc. |
| | | | 5 | | | | | | 2,274 | | |
Salesforce, Inc.*
|
| | | | 42 | | | | | | 8,332 | | |
Seagate Technology Holdings PLC |
| | | | 8 | | | | | | 470 | | |
ServiceNow, Inc.*
|
| | | | 9 | | | | | | 4,135 | | |
Skyworks Solutions, Inc. |
| | | | 7 | | | | | | 741 | | |
Snowflake, Inc., Class A*
|
| | | | 13 | | | | | | 1,925 | | |
SolarEdge Technologies, Inc.*
|
| | | | 5 | | | | | | 1,428 | | |
Splunk, Inc.*
|
| | | | 7 | | | | | | 604 | | |
Synopsys, Inc.*
|
| | | | 6 | | | | | | 2,228 | | |
TE Connectivity Ltd. |
| | | | 27 | | | | | | 3,304 | | |
Teledyne Technologies, Inc.*
|
| | | | 2 | | | | | | 829 | | |
Teradyne, Inc. |
| | | | 7 | | | | | | 640 | | |
Texas Instruments, Inc. |
| | | | 40 | | | | | | 6,688 | | |
Trimble, Inc.*
|
| | | | 22 | | | | | | 1,036 | | |
Tyler Technologies, Inc.*
|
| | | | 2 | | | | | | 758 | | |
Unity Software, Inc.*
|
| | | | 8 | | | | | | 216 | | |
VeriSign, Inc.*
|
| | | | 4 | | | | | | 887 | | |
VMware, Inc., Class A*
|
| | | | 10 | | | | | | 1,250 | | |
Western Digital Corp.*
|
| | | | 13 | | | | | | 448 | | |
Workday, Inc., Class A*
|
| | | | 8 | | | | | | 1,489 | | |
Zebra Technologies Corp.,
Class A*
|
| | | | 2 | | | | | | 576 | | |
Zoom Video
Communications, Inc., Class A*
|
| | | | 8 | | | | | | 492 | | |
Zscaler, Inc.*(a)
|
| | | | 3 | | | | | | 270 | | |
Total Information Technology |
| | | | | | | | | | 405,028 | | |
Materials — 0.9% | | ||||||||||||
Air Products and Chemicals, Inc.
|
| | | | 19 | | | | | | 5,593 | | |
Albemarle Corp. |
| | | | 10 | | | | | | 1,855 | | |
Amcor PLC |
| | | | 127 | | | | | | 1,393 | | |
Ball Corp. |
| | | | 29 | | | | | | 1,542 | | |
Celanese Corp. |
| | | | 8 | | | | | | 850 | | |
CF Industries Holdings, Inc. |
| | | | 17 | | | | | | 1,217 | | |
Corteva, Inc. |
| | | | 61 | | | | | | 3,728 | | |
Dow, Inc. |
| | | | 62 | | | | | | 3,373 | | |
DuPont de Nemours, Inc. |
| | | | 39 | | | | | | 2,719 | | |
Ecolab, Inc. |
| | | | 23 | | | | | | 3,860 | | |
FMC Corp. |
| | | | 12 | | | | | | 1,483 | | |
Freeport-McMoRan, Inc. |
| | | | 123 | | | | | | 4,663 | | |
International Flavors & Fragrances,
Inc. |
| | | | 23 | | | | | | 2,230 | | |
International Paper Co. |
| | | | 31 | | | | | | 1,026 | | |
LyondellBasell Industries NV,
Class A |
| | | | 22 | | | | | | 2,081 | | |
Martin Marietta Materials, Inc. |
| | | | 5 | | | | | | 1,816 | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks (continued) | | ||||||||||||
Materials (continued) | | ||||||||||||
Mosaic Co. (The) |
| | | | 33 | | | | | $ | 1,414 | | |
Newmont Corp. |
| | | | 67 | | | | | | 3,176 | | |
Nucor Corp. |
| | | | 23 | | | | | | 3,408 | | |
PPG Industries, Inc. |
| | | | 21 | | | | | | 2,946 | | |
Sherwin-Williams Co. (The) |
| | | | 20 | | | | | | 4,751 | | |
Steel Dynamics, Inc. |
| | | | 14 | | | | | | 1,455 | | |
Vulcan Materials Co. |
| | | | 12 | | | | | | 2,102 | | |
Total Materials |
| | | | | | | | | | 58,681 | | |
Real Estate — 1.2% | | ||||||||||||
Alexandria Real Estate Equities, Inc.
|
| | | | 14 | | | | | | 1,738 | | |
American Tower Corp. |
| | | | 39 | | | | | | 7,971 | | |
AvalonBay Communities, Inc. |
| | | | 13 | | | | | | 2,345 | | |
CBRE Group, Inc., Class A*
|
| | | | 27 | | | | | | 2,070 | | |
Crown Castle, Inc. |
| | | | 37 | | | | | | 4,554 | | |
Digital Realty Trust, Inc. |
| | | | 25 | | | | | | 2,479 | | |
Equinix, Inc. |
| | | | 8 | | | | | | 5,793 | | |
Equity Residential |
| | | | 33 | | | | | | 2,087 | | |
Essex Property Trust, Inc. |
| | | | 6 | | | | | | 1,318 | | |
Extra Space Storage, Inc. |
| | | | 12 | | | | | | 1,824 | | |
Healthpeak Properties, Inc. |
| | | | 46 | | | | | | 1,011 | | |
Invitation Homes, Inc. |
| | | | 56 | | | | | | 1,869 | | |
Mid-America Apartment
Communities, Inc. |
| | | | 10 | | | | | | 1,538 | | |
Prologis, Inc. |
| | | | 80 | | | | | | 10,020 | | |
Public Storage |
| | | | 13 | | | | | | 3,833 | | |
Realty Income Corp. |
| | | | 54 | | | | | | 3,393 | | |
SBA Communications Corp. |
| | | | 9 | | | | | | 2,348 | | |
Simon Property Group, Inc. |
| | | | 27 | | | | | | 3,060 | | |
Sun Communities, Inc. |
| | | | 10 | | | | | | 1,389 | | |
UDR, Inc. |
| | | | 28 | | | | | | 1,157 | | |
Ventas, Inc. |
| | | | 37 | | | | | | 1,778 | | |
VICI Properties, Inc., Class A
|
| | | | 85 | | | | | | 2,885 | | |
Welltower, Inc. |
| | | | 40 | | | | | | 3,169 | | |
Weyerhaeuser Co. |
| | | | 67 | | | | | | 2,004 | | |
WP Carey, Inc. |
| | | | 18 | | | | | | 1,336 | | |
Total Real Estate |
| | | | | | | | | | 72,969 | | |
Utilities — 1.3% | | ||||||||||||
AES Corp. (The) |
| | | | 58 | | | | | | 1,372 | | |
Alliant Energy Corp. |
| | | | 23 | | | | | | 1,268 | | |
Ameren Corp. |
| | | | 23 | | | | | | 2,046 | | |
American Electric Power Co., Inc.
|
| | | | 45 | | | | | | 4,159 | | |
American Water Works Co., Inc. |
| | | | 16 | | | | | | 2,372 | | |
Atmos Energy Corp. |
| | | | 12 | | | | | | 1,370 | | |
Avangrid, Inc. |
| | | | 8 | | | | | | 322 | | |
CenterPoint Energy, Inc. |
| | | | 56 | | | | | | 1,706 | | |
CMS Energy Corp. |
| | | | 22 | | | | | | 1,370 | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks (continued) | | ||||||||||||
Utilities (continued) | | ||||||||||||
Consolidated Edison, Inc. |
| | | | 32 | | | | | $ | 3,151 | | |
Constellation Energy Corp. |
| | | | 29 | | | | | | 2,245 | | |
Dominion Energy, Inc. |
| | | | 73 | | | | | | 4,171 | | |
DTE Energy Co. |
| | | | 14 | | | | | | 1,574 | | |
Duke Energy Corp. |
| | | | 66 | | | | | | 6,526 | | |
Edison International |
| | | | 33 | | | | | | 2,429 | | |
Entergy Corp. |
| | | | 18 | | | | | | 1,936 | | |
Evergy, Inc. |
| | | | 18 | | | | | | 1,118 | | |
Eversource Energy |
| | | | 30 | | | | | | 2,328 | | |
Exelon Corp. |
| | | | 88 | | | | | | 3,735 | | |
FirstEnergy Corp. |
| | | | 48 | | | | | | 1,910 | | |
NextEra Energy, Inc. |
| | | | 170 | | | | | | 13,027 | | |
PG&E Corp.*(a)
|
| | | | 143 | | | | | | 2,447 | | |
PPL Corp. |
| | | | 64 | | | | | | 1,838 | | |
Public Service Enterprise Group, Inc.
|
| | | | 42 | | | | | | 2,654 | | |
Sempra Energy |
| | | | 28 | | | | | | 4,354 | | |
Southern Co. (The) |
| | | | 93 | | | | | | 6,840 | | |
WEC Energy Group, Inc. |
| | | | 28 | | | | | | 2,693 | | |
Xcel Energy, Inc. |
| | | | 48 | | | | | | 3,356 | | |
Total Utilities |
| | | | | | | | | | 84,317 | | |
Total
Common Stocks (Cost $2,060,464) |
| | | | | | | | | | 1,938,509 | | |
Investment Companies — 9.9% | | ||||||||||||
Commodity Funds — 9.9% | | ||||||||||||
Invesco
Optimum Yield Diversified Commodity Strategy No K-1 ETF |
| | | | 17,726 | | | | | | 250,823 | | |
iShares
GSCI Commodity Dynamic Roll Strategy ETF |
| | | | 14,099 | | | | | | 375,456 | | |
Total Commodity Funds |
| | | | | | | | | | 626,279 | | |
Total
Investment Companies (Cost $796,463) |
| | | | | | | | | | 626,279 | | |
|
| | |
Shares |
| |
Value |
| ||||||
Short-Term Investments — 1.7% | | ||||||||||||
Money Market Funds — 1.7% | | ||||||||||||
Dreyfus Government Cash
Management Fund, Institutional Shares, 4.76%(b)(c) |
| | | | 1,144 | | | | | $ | 1,144 | | |
Dreyfus
Institutional Preferred Government Money Market Fund, Institutional
Shares, 4.81%(b)
|
| | | | 105,221 | | | | | | 105,221 | | |
Total
Short-Term Investments (Cost $106,365) |
| | | | | | | | | | 106,365 | | |
Total
Investments — 100.8% (Cost $7,065,192) |
| | | | | | | | | | 6,404,220 | | |
Other
Assets and Liabilities, Net — (0.8)% |
| | | | | | | | | | (46,021) | | |
Net Assets — 100.0% |
| | | | | | | | | $ | 6,358,199 | | |
|
Description |
| |
Level 1
|
| |
Level 2
|
| |
Level 3
|
| |
Total |
| ||||||||||||
Asset Valuation Inputs | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments in Securities:(d) | | | | | | | | | | | | | | | | | | | | | | | | | |
U.S. Treasury Inflation Indexed Bonds
|
| | | $ | — | | | | | $ | 3,733,067 | | | | | $ | — | | | | | $ | 3,733,067 | | |
Common Stocks |
| | | | 1,938,509 | | | | | | — | | | | | | — | | | | | | 1,938,509 | | |
Investment Companies |
| | | | 626,279 | | | | | | — | | | | | | — | | | | | | 626,279 | | |
Short-Term Investments: | | | | | | | | | | | | | | | | | | | | | | | | | |
Money Market Funds |
| | | | 106,365 | | | | | | — | | | | | | — | | | | | | 106,365 | | |
Total Investments in Securities |
| | | $ | 2,671,153 | | | | | $ | 3,733,067 | | | | | $ | — | | | | | $ | 6,404,220 | | |
| | |
Shares |
| |
Value |
| | | ||||||||||
Common Stocks — 99.5% | | | | ||||||||||||||||
Austria — 1.3% | | | | ||||||||||||||||
ANDRITZ AG |
| | | | 211 | | | | | $ | 13,709 | | | | | ||||
Verbund AG |
| | | | 587 | | | | | | 52,427 | | | | | ||||
Total Austria |
| | | | | | | | | | 66,136 | | | | | ||||
Canada — 0.2% | | | | | | | | ||||||||||||
Ballard Power Systems, Inc.*
|
| | | | 2,294 | | | | | | 10,131 | | | | | ||||
China — 2.9% | | | | | | | | ||||||||||||
NXP Semiconductors NV |
| | | | 869 | | | | | | 142,290 | | | | | ||||
SITC International Holdings Co., Ltd.
|
| | | | 5,691 | | | | | | 10,483 | | | | | ||||
Total China |
| | | | | | | | | | 152,773 | | | | | ||||
Denmark — 7.1% | | | | | | | | ||||||||||||
AP Moller — Maersk A/S, Class B
|
| | | | 52 | | | | | | 93,929 | | | | | ||||
Chr Hansen Holding A/S |
| | | | 536 | | | | | | 41,744 | | | | | ||||
Dfds A/S |
| | | | 320 | | | | | | 12,873 | | | | | ||||
Orsted A/S |
| | | | 984 | | | | | | 88,412 | | | | | ||||
Vestas Wind Systems A/S*
|
| | | | 5,091 | | | | | | 140,605 | | | | | ||||
Total Denmark |
| | | | | | | | | | 377,563 | | | | | ||||
Faroe Islands — 0.3% | | | | | | | | ||||||||||||
Bakkafrost P/F |
| | | | 205 | | | | | | 14,880 | | | | | ||||
Finland — 0.3% | | | | | | | | ||||||||||||
Wartsila OYJ Abp |
| | | | 1,330 | | | | | | 15,417 | | | | | ||||
France — 9.1% | | | | | | | | ||||||||||||
Dassault Systemes SE |
| | | | 3,525 | | | | | | 142,705 | | | | | ||||
Legrand SA |
| | | | 1,352 | | | | | | 127,916 | | | | | ||||
L’Oreal SA |
| | | | 391 | | | | | | 186,802 | | | | | ||||
Neoen SA |
| | | | 462 | | | | | | 13,873 | | | | | ||||
Societe BIC SA |
| | | | 196 | | | | | | 12,107 | | | | | ||||
Total France |
| | | | | | | | | | 483,403 | | | | | ||||
Germany — 7.9% | | | | | | | | ||||||||||||
adidas AG |
| | | | 829 | | | | | | 145,922 | | | | | ||||
Encavis AG |
| | | | 650 | | | | | | 11,248 | | | | | ||||
Hapag-Lloyd AG |
| | | | 46 | | | | | | 14,280 | | | | | ||||
Nordex SE*
|
| | | | 854 | | | | | | 10,258 | | | | | ||||
Siemens AG |
| | | | 1,031 | | | | | | 169,481 | | | | | ||||
SMA Solar Technology AG*
|
| | | | 167 | | | | | | 18,031 | | | | | ||||
Zalando SE*
|
| | | | 1,222 | | | | | | 50,146 | | | | | ||||
Total Germany |
| | | | | | | | | | 419,366 | | | | | ||||
Ireland — 2.0% | | | | | | | | ||||||||||||
Kingspan Group PLC |
| | | | 798 | | | | | | 55,238 | | | | | ||||
Smurfit Kappa Group PLC |
| | | | 1,339 | | | | | | 49,513 | | | | | ||||
Total Ireland |
| | | | | | | | | | 104,751 | | | | | ||||
Japan — 8.8% | | | | | | | | ||||||||||||
FANUC Corp. |
| | | | 4,665 | | | | | | 157,219 | | | | | ||||
Kurita Water Industries Ltd. |
| | | | 291 | | | | | | 12,117 | | | | | ||||
Nippon Yusen K.K. |
| | | | 2,418 | | | | | | 56,878 | | | | | ||||
Nitto Denko Corp. |
| | | | 745 | | | | | | 47,929 | | | | | ||||
Panasonic Holdings Corp. |
| | | | 10,981 | | | | | | 102,701 | | | | | ||||
Rohm Co., Ltd. |
| | | | 432 | | | | | | 32,297 | | | | | ||||
TOTO Ltd. |
| | | | 388 | | | | | | 13,236 | | | | | ||||
Yaskawa Electric Corp. |
| | | | 1,120 | | | | | | 45,322 | | | | | ||||
Total Japan |
| | | | | | | | | | 467,699 | | | | |
| | |
Shares |
| |
Value |
| | | ||||||||||
Common Stocks (continued) | | | | ||||||||||||||||
Norway — 0.3% | | | | | | | | ||||||||||||
Leroy Seafood Group ASA |
| | | | 2,747 | | | | | $ | 14,402 | | | | | ||||
Portugal — 1.5% | | | | | | | | ||||||||||||
EDP — Energias de Portugal SA |
| | | | 14,475 | | | | | | 79,902 | | | | | ||||
Singapore — 2.6% | | | | | | | | ||||||||||||
STMicroelectronics NV |
| | | | 3,270 | | | | | | 139,222 | | | | | ||||
South Korea — 0.9% | | | | | | | | ||||||||||||
LG Electronics, Inc. |
| | | | 588 | | | | | | 48,019 | | | | | ||||
Spain — 3.7% | | | | | | | | ||||||||||||
EDP Renovaveis SA*
|
| | | | 610 | | | | | | 13,576 | | | | | ||||
Iberdrola SA |
| | | | 13,395 | | | | | | 174,203 | | | | | ||||
Solaria Energia y Medio Ambiente SA*
|
| | | | 700 | | | | | | 11,059 | | | | | ||||
Total Spain |
| | | | | | | | | | 198,838 | | | | | ||||
Sweden — 0.3% | | | | | | | | ||||||||||||
Thule Group AB |
| | | | 610 | | | | | | 17,585 | | | | | ||||
Switzerland — 5.4% | | | | | | | | ||||||||||||
DSM-Firmenich AG*
|
| | | | 904 | | | | | | 118,524 | | | | | ||||
Givaudan SA |
| | | | 48 | | | | | | 168,368 | | | | | ||||
Total Switzerland |
| | | | | | | | | | 286,892 | | | | | ||||
Taiwan — 0.2% | | | | | | | | ||||||||||||
Yang Ming Marine Transport Corp.
|
| | | | 5,971 | | | | | | 12,256 | | | | | ||||
United Kingdom — 5.3% | | | | | | | | ||||||||||||
Burberry Group PLC |
| | | | 1,970 | | | | | | 64,156 | | | | | ||||
DS Smith PLC |
| | | | 6,923 | | | | | | 26,983 | | | | | ||||
Kingfisher PLC |
| | | | 9,844 | | | | | | 31,860 | | | | | ||||
Pennon Group PLC |
| | | | 1,278 | | | | | | 13,814 | | | | | ||||
Severn Trent PLC |
| | | | 1,225 | | | | | | 45,144 | | | | | ||||
Spirax-Sarco Engineering PLC |
| | | | 380 | | | | | | 52,968 | | | | | ||||
United Utilities Group PLC |
| | | | 3,497 | | | | | | 47,558 | | | | | ||||
Total United Kingdom |
| | | | | | | | | | 282,483 | | | | | ||||
United States — 39.4% | | | | | | | | ||||||||||||
Acuity Brands, Inc. |
| | | | 167 | | | | | | 26,282 | | | | | ||||
Analog Devices, Inc. |
| | | | 841 | | | | | | 151,279 | | | | | ||||
Avangrid, Inc. |
| | | | 313 | | | | | | 12,601 | | | | | ||||
Badger Meter, Inc. |
| | | | 108 | | | | | | 14,292 | | | | | ||||
Ball Corp. |
| | | | 1,626 | | | | | | 86,471 | | | | | ||||
Brookfield Renewable Corp., Class A
|
| | | | 455 | | | | | | 15,202 | | | | | ||||
California Water Service Group |
| | | | 219 | | | | | | 12,281 | | | | | ||||
Crown Holdings, Inc. |
| | | | 614 | | | | | | 52,669 | | | | | ||||
Ecolab, Inc. |
| | | | 970 | | | | | | 162,805 | | | | | ||||
Enphase Energy, Inc.*
|
| | | | 690 | | | | | | 113,298 | | | | | ||||
First Solar, Inc.*
|
| | | | 521 | | | | | | 95,124 | | | | | ||||
Graphic Packaging Holding Co. |
| | | | 1,586 | | | | | | 39,111 | | | | | ||||
Intel Corp. |
| | | | 6,117 | | | | | | 189,994 | | | | | ||||
Microsoft Corp. |
| | | | 617 | | | | | | 189,579 | | | | | ||||
NIKE, Inc., Class B |
| | | | 1,303 | | | | | | 165,116 | | | | | ||||
O-I Glass, Inc.*
|
| | | | 578 | | | | | | 12,988 | | | | | ||||
Ormat Technologies, Inc. |
| | | | 152 | | | | | | 13,043 | | | | | ||||
Rockwell Automation, Inc. |
| | | | 530 | | | | | | 150,207 | | | | | ||||
Schneider Electric SE |
| | | | 979 | | | | | | 170,574 | | | | | ||||
Signify NV |
| | | | 366 | | | | | | 12,207 | | | | | ||||
Skyworks Solutions, Inc. |
| | | | 827 | | | | | | 87,579 | | | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks (continued) | | ||||||||||||
United States (continued) | | ||||||||||||
SolarEdge Technologies, Inc.*
|
| | | | 289 | | | | | $ | 82,547 | | |
Sunrun, Inc.*
|
| | | | 577 | | | | | | 12,140 | | |
Westrock Co. |
| | | | 1,320 | | | | | | 39,508 | | |
Williams-Sonoma, Inc. |
| | | | 343 | | | | | | 41,517 | | |
WillScot Mobile Mini Holdings Corp.*
|
| | | | 1,065 | | | | | | 48,351 | | |
Xylem, Inc. |
| | | | 938 | | | | | | 97,402 | | |
Total United States |
| | | | | | | | | | 2,094,167 | | |
Total Common Stocks | | | | | | | | | | | | | |
(Cost $5,357,207) |
| | | | | | | | | | 5,285,885 | | |
Short-Term Investment — 0.1% | | ||||||||||||
Money Market Fund — 0.1% | | ||||||||||||
Dreyfus Institutional
Preferred Government Money Market Fund, Institutional Shares, 4.81%(a) |
| | | | | | | | | | | | |
(Cost $3,019) |
| | | | 3,019 | | | | |
|
3,019 |
| |
|
| | |
Shares |
| |
Value |
| | | |||||||
Total Investments — 99.6% | | | | | | | | |||||||||
(Cost $5,360,226) |
| | | | | | $ | 5,288,904 | | | | | ||||
Other
Assets and Liabilities, Net — 0.4% |
| | | | | | | 21,550 | | | | | ||||
Net Assets — 100.0% |
| | | | | | $ | 5,310,454 | | | | | ||||
|
Description |
| |
Level 1
|
| |
Level 2
|
| |
Level 3
|
| |
Total |
| ||||||||||||
Asset Valuation Inputs | | | | | | | | | | | | | | ||||||||||||
Investments in Securities:(b) | | | | | | | | | | | | | | | | | | | | | | | | | |
Common Stocks |
| | | $ | 5,285,885 | | | | | $ | — | | | | | $ | — | | | | | $ | 5,285,885 | | |
Short-Term Investment: | | | | | | | | | | | | | | | | | | | | | | | | | |
Money Market Fund |
| | | | 3,019 | | | | | | — | | | | | | — | | | | | | 3,019 | | |
Total Investments in Securities |
| | | $ | 5,288,904 | | | | | $ | — | | | | | $ | — | | | | | $ | 5,288,904 | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks — 96.5% | | ||||||||||||
Belgium — 0.4% | | ||||||||||||
Umicore SA |
| | | | 675 | | | | | $ | 22,177 | | |
Canada — 0.2% | | ||||||||||||
Ballard Power Systems, Inc.*
|
| | | | 2,793 | | | | | | 12,335 | | |
China — 10.0% | | ||||||||||||
BYD Co., Ltd., Class H |
| | | | 6,511 | | | | | | 195,747 | | |
COSCO SHIPPING Holdings
Co., Ltd., Class H |
| | | | 69,079 | | | | | | 79,904 | | |
Flat Glass Group Co., Ltd., Class H
|
| | | | 11,346 | | | | | | 31,726 | | |
Li Auto, Inc.*
|
| | | | 2,878 | | | | | | 67,633 | | |
NIO, Inc.*(a)
|
| | | | 5,183 | | | | | | 40,790 | | |
NXP Semiconductors NV |
| | | | 874 | | | | | | 143,109 | | |
Xinyi Solar Holdings Ltd. |
| | | | 15,264 | | | | | | 16,314 | | |
XPeng, Inc.*(a)
|
| | | | 2,249 | | | | | | 21,366 | | |
Zhuzhou CRRC Times Electric Co., Ltd.
|
| | | | 5,801 | | | | | | 23,352 | | |
Total China |
| | | | | | | | | | 619,941 | | |
Denmark — 2.4% | | ||||||||||||
AP Moller — Maersk A/S, Class B
|
| | | | 33 | | | | | | 59,608 | | |
Vestas Wind Systems A/S*
|
| | | | 3,294 | | | | | | 90,975 | | |
Total Denmark |
| | | | | | | | | | 150,583 | | |
Finland — 0.3% | | ||||||||||||
Wartsila OYJ Abp |
| | | | 1,600 | | | | | | 18,547 | | |
France — 2.7% | | ||||||||||||
Alstom SA |
| | | | 1,251 | | | | | | 31,406 | | |
Getlink SE |
| | | | 1,169 | | | | | | 21,888 | | |
Legrand SA |
| | | | 875 | | | | | | 82,786 | | |
Neoen SA |
| | | | 562 | | | | | | 16,876 | | |
Valeo |
| | | | 764 | | | | | | 14,900 | | |
Total France |
| | | | | | | | | | 167,856 | | |
Germany — 12.2% | | ||||||||||||
Bayerische Motoren Werke AG |
| | | | 1,114 | | | | | | 124,756 | | |
Continental AG |
| | | | 365 | | | | | | 25,556 | | |
Infineon Technologies AG |
| | | | 4,392 | | | | | | 159,548 | | |
Knorr-Bremse AG |
| | | | 219 | | | | | | 15,338 | | |
Mercedes-Benz Group AG |
| | | | 2,439 | | | | | | 190,047 | | |
Nordex SE*
|
| | | | 1,040 | | | | | | 12,492 | | |
Siemens AG |
| | | | 1,241 | | | | | | 204,002 | | |
SMA Solar Technology AG*
|
| | | | 200 | | | | | | 21,594 | | |
Total Germany |
| | | | | | | | | | 753,333 | | |
Hong Kong — 0.4% | | ||||||||||||
MTR Corp., Ltd. |
| | | | 5,283 | | | | | | 26,348 | | |
Japan — 11.8% | | ||||||||||||
Aisin Corp. |
| | | | 559 | | | | | | 16,319 | | |
Central Japan Railway Co. |
| | | | 432 | | | | | | 53,443 | | |
Denso Corp. |
| | | | 1,306 | | | | | | 78,179 | | |
East Japan Railway Co. |
| | | | 949 | | | | | | 54,390 | | |
Honda Motor Co., Ltd. |
| | | | 4,756 | | | | | | 125,322 | | |
Koito Manufacturing Co., Ltd. |
| | | | 926 | | | | | | 17,783 | | |
Panasonic Holdings Corp. |
| | | | 7,105 | | | | | | 66,450 | | |
Shimano, Inc. |
| | | | 236 | | | | | | 36,432 | | |
Sumitomo Electric Industries Ltd.
|
| | | | 2,296 | | | | | | 29,070 | | |
TDK Corp. |
| | | | 1,254 | | | | | | 42,778 | | |
Toyota Motor Corp. |
| | | | 13,580 | | | | | | 185,202 | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks (continued) | | ||||||||||||
Japan (continued) | | ||||||||||||
Yamaha Motor Co., Ltd. |
| | | | 951 | | | | | $ | 24,444 | | |
Total Japan |
| | | | | | | | | | 729,812 | | |
Portugal — 0.8% | | ||||||||||||
EDP — Energias de Portugal SA |
| | | | 9,365 | | | | | | 51,695 | | |
Singapore — 1.5% | | ||||||||||||
STMicroelectronics NV |
| | | | 2,202 | | | | | | 93,752 | | |
South Korea — 1.5% | | ||||||||||||
Samsung SDI Co., Ltd. |
| | | | 174 | | | | | | 89,834 | | |
Spain — 3.9% | | ||||||||||||
EDP Renovaveis SA*
|
| | | | 743 | | | | | | 16,536 | | |
Iberdrola SA |
| | | | 16,115 | | | | | | 209,577 | | |
Solaria Energia y Medio Ambiente SA*
|
| | | | 853 | | | | | | 13,476 | | |
Total Spain |
| | | | | | | | | | 239,589 | | |
Sweden — 2.5% | | ||||||||||||
Thule Group AB |
| | | | 734 | | | | | | 21,160 | | |
Volvo AB, B Shares |
| | | | 6,520 | | | | | | 133,995 | | |
Total Sweden |
| | | | | | | | | | 155,155 | | |
Switzerland — 0.5% | | ||||||||||||
Landis+Gyr Group AG*
|
| | | | 207 | | | | | | 17,117 | | |
Stadler Rail AG |
| | | | 390 | | | | | | 16,248 | | |
Total Switzerland |
| | | | | | | | | | 33,365 | | |
Taiwan — 4.4% | | ||||||||||||
Compal Electronics, Inc. |
| | | | 19,451 | | | | | | 15,154 | | |
Evergreen Marine Corp Taiwan Ltd.
|
| | | | 6,138 | | | | | | 32,245 | | |
Giant Manufacturing Co., Ltd. |
| | | | 2,308 | | | | | | 13,776 | | |
Taiwan High Speed Rail Corp. |
| | | | 15,977 | | | | | | 16,137 | | |
Taiwan
Semiconductor Manufacturing Co., Ltd. |
| | | | 11,031 | | | | | | 180,127 | | |
Yang Ming Marine Transport Corp.
|
| | | | 7,271 | | | | | | 14,924 | | |
Total Taiwan |
| | | | | | | | | | 272,363 | | |
United States — 41.0% | | ||||||||||||
Alphabet, Inc., Class A*
|
| | | | 2,076 | | | | | | 222,838 | | |
Apple, Inc. |
| | | | 1,261 | | | | | | 213,967 | | |
Aptiv PLC*
|
| | | | 910 | | | | | | 93,603 | | |
Bloom Energy Corp., Class A*(a)
|
| | | | 723 | | | | | | 12,038 | | |
BorgWarner, Inc. |
| | | | 786 | | | | | | 37,830 | | |
Broadcom, Inc. |
| | | | 320 | | | | | | 200,480 | | |
Brookfield Renewable Corp., Class A
|
| | | | 548 | | | | | | 18,309 | | |
Eaton Corp. PLC |
| | | | 1,068 | | | | | | 178,484 | | |
Edison International |
| | | | 1,289 | | | | | | 94,870 | | |
Enphase Energy, Inc.*
|
| | | | 446 | | | | | | 73,233 | | |
First Solar, Inc.*
|
| | | | 337 | | | | | | 61,530 | | |
FuelCell Energy, Inc.*
|
| | | | 4,803 | | | | | | 9,030 | | |
Intel Corp. |
| | | | 7,359 | | | | | | 228,571 | | |
Lear Corp. |
| | | | 199 | | | | | | 25,404 | | |
NVIDIA Corp. |
| | | | 794 | | | | | | 220,327 | | |
Plug Power, Inc.*
|
| | | | 1,747 | | | | | | 15,775 | | |
QUALCOMM, Inc. |
| | | | 1,488 | | | | | | 173,798 | | |
Schneider Electric SE |
| | | | 1,178 | | | | | | 205,246 | | |
SolarEdge Technologies, Inc.*
|
| | | | 187 | | | | | | 53,413 | | |
Tesla, Inc.*
|
| | | | 940 | | | | | | 154,451 | | |
Texas Instruments, Inc. |
| | | | 1,094 | | | | | | 182,917 | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks (continued) | | ||||||||||||
United States (continued) | | ||||||||||||
Westinghouse
Air Brake Technologies Corp. |
| | | | 608 | | | | | $ | 59,383 | | |
Total United States |
| | | | | | | | | | 2,535,497 | | |
Total Common Stocks | | | | ||||||||||
(Cost $6,425,248) |
| | | | | | | | | | 5,972,182 | | |
Preferred Stock — 3.0% | | ||||||||||||
Germany — 3.0% | | ||||||||||||
Volkswagen AG, 21.51% | | | | | | | | | | | | | |
(Cost $250,050) |
| | | | 1,373 | | | | |
|
187,473 |
| |
Short-Term Investments — 1.2% | | ||||||||||||
Money Market Funds — 1.2% | | ||||||||||||
Dreyfus
Government Cash Management Fund, Institutional Shares, 4.76%(b)(c) |
| | | | 63,324 | | | | | | 63,324 | | |
Dreyfus
Institutional Preferred Government Money Market Fund, Institutional
Shares, 4.81%(b)
|
| | | | 8,453 | | | | | | 8,453 | | |
|
| | |
Shares |
| |
Value |
| |||
Short-Term Investments (continued) | | |||||||||
Total Short-Term Investments | | |||||||||
(Cost $71,777) |
| | | | | | $ | 71,777 | | |
Total Investments — 100.7% | | |||||||||
(Cost $6,747,075) |
| | | | | | | 6,231,432 | | |
Other
Assets and Liabilities, Net — (0.7)% |
| | | | | | | (42,842) | | |
Net Assets — 100.0% |
| | | | | | $ | 6,188,590 | | |
|
Description |
| |
Level 1
|
| |
Level 2
|
| |
Level 3
|
| |
Total |
| ||||||||||||
Asset Valuation Inputs | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments in Securities:(d) | | | | | | | | | | | | | | | | | | | | | | | | | |
Common Stocks |
| | | $ | 5,972,182 | | | | | $ | — | | | | | $ | — | | | | | $ | 5,972,182 | | |
Preferred Stock |
| | | | 187,473 | | | | | | — | | | | | | — | | | | | | 187,473 | | |
Short-Term Investments: | | | | | | | | | | | | | | | | | | | | | | | | | |
Money Market Funds |
| | | | 71,777 | | | | | | — | | | | | | — | | | | | | 71,777 | | |
Total Investments in Securities |
| | | $ | 6,231,432 | | | | | $ | — | | | | | $ | — | | | | | $ | 6,231,432 | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks — 99.8% | | ||||||||||||
Communication Services — 6.7% | | ||||||||||||
Match Group, Inc.*
|
| | | | 1,913 | | | | | $ | 70,590 | | |
Meta Platforms, Inc., Class A*
|
| | | | 359 | | | | | | 86,275 | | |
Omnicom Group, Inc. |
| | | | 815 | | | | | | 73,814 | | |
Spotify Technology SA*
|
| | | | 553 | | | | | | 73,881 | | |
Verizon Communications, Inc. |
| | | | 1,909 | | | | | | 74,126 | | |
Total Communication Services |
| | | | | | | | | | 378,686 | | |
Consumer Discretionary — 14.7% | | ||||||||||||
Best Buy Co., Inc. |
| | | | 916 | | | | | | 68,260 | | |
DoorDash, Inc., Class A*
|
| | | | 1,178 | | | | | | 72,082 | | |
eBay, Inc. |
| | | | 1,670 | | | | | | 77,538 | | |
Etsy, Inc.*
|
| | | | 667 | | | | | | 67,387 | | |
General Motors Co. |
| | | | 2,105 | | | | | | 69,549 | | |
Hasbro, Inc. |
| | | | 1,464 | | | | | | 86,698 | | |
McDonald’s Corp. |
| | | | 263 | | | | | | 77,782 | | |
PVH Corp. |
| | | | 966 | | | | | | 82,892 | | |
Starbucks Corp. |
| | | | 712 | | | | | | 81,375 | | |
Under Armour, Inc., Class A*
|
| | | | 8,140 | | | | | | 72,202 | | |
VF Corp. |
| | | | 3,280 | | | | | | 77,113 | | |
Total Consumer Discretionary |
| | | | | | | | | | 832,878 | | |
Consumer Staples — 16.1% | | ||||||||||||
Campbell Soup Co. |
| | | | 1,316 | | | | | | 71,459 | | |
Clorox Co. (The) |
| | | | 456 | | | | | | 75,523 | | |
Coca-Cola Co. (The) |
| | | | 1,170 | | | | | | 75,055 | | |
Estee Lauder Cos., Inc. (The),
Class A |
| | | | 299 | | | | | | 73,769 | | |
General Mills, Inc. |
| | | | 880 | | | | | | 77,994 | | |
Hershey Co. (The) |
| | | | 289 | | | | | | 78,914 | | |
J M Smucker Co. (The) |
| | | | 463 | | | | | | 71,492 | | |
Kimberly-Clark Corp. |
| | | | 560 | | | | | | 81,138 | | |
Mondelez International, Inc.,
Class A |
| | | | 1,058 | | | | | | 81,170 | | |
PepsiCo, Inc. |
| | | | 401 | | | | | | 76,547 | | |
Procter & Gamble Co. (The) |
| | | | 491 | | | | | | 76,783 | | |
Target Corp. |
| | | | 441 | | | | | | 69,568 | | |
Total Consumer Staples |
| | | | | | | | | | 909,412 | | |
Financials — 19.9% | | ||||||||||||
American Express Co. |
| | | | 449 | | | | | | 72,442 | | |
Bank of America Corp. |
| | | | 2,525 | | | | | | 73,932 | | |
BlackRock, Inc. |
| | | | 110 | | | | | | 73,832 | | |
Citigroup, Inc. |
| | | | 1,588 | | | | | | 74,747 | | |
Goldman Sachs Group, Inc. (The) |
| | | | 231 | | | | | | 79,335 | | |
Hartford Financial
Services Group, Inc. (The) |
| | | | 1,069 | | | | | | 75,888 | | |
JPMorgan Chase & Co. |
| | | | 558 | | | | | | 77,138 | | |
Mastercard, Inc., Class A |
| | | | 201 | | | | | | 76,386 | | |
MetLife, Inc. |
| | | | 1,280 | | | | | | 78,502 | | |
Moody’s Corp. |
| | | | 239 | | | | | | 74,836 | | |
PayPal Holdings, Inc.*
|
| | | | 962 | | | | | | 73,112 | | |
Raymond James Financial, Inc. |
| | | | 798 | | | | | | 72,243 | | |
S&P Global, Inc. |
| | | | 210 | | | | | | 76,142 | | |
Visa, Inc., Class A(a)
|
| | | | 323 | | | | | | 75,172 | | |
Wells Fargo & Co. |
| | | | 1,860 | | | | | | 73,935 | | |
Total Financials |
| | | | | | | | | | 1,127,642 | | |
Health Care — 15.0% | | ||||||||||||
Amgen, Inc. |
| | | | 306 | | | | | | 73,360 | | |
Biogen, Inc.*
|
| | | | 267 | | | | | | 81,229 | | |
BioMarin Pharmaceutical, Inc.*
|
| | | | 766 | | | | | | 73,567 | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks (continued) | | ||||||||||||
Health Care (continued) | | ||||||||||||
Boston Scientific Corp.*
|
| | | | 1,465 | | | | | $ | 76,356 | | |
Halozyme Therapeutics, Inc.*
|
| | | | 2,124 | | | | | | 68,244 | | |
Illumina, Inc.*
|
| | | | 313 | | | | | | 64,340 | | |
Johnson & Johnson |
| | | | 461 | | | | | | 75,466 | | |
Merck & Co., Inc. |
| | | | 675 | | | | | | 77,942 | | |
Shockwave Medical, Inc.*
|
| | | | 349 | | | | | | 101,266 | | |
Vertex Pharmaceuticals, Inc.*
|
| | | | 238 | | | | | | 81,094 | | |
Zoetis, Inc. |
| | | | 427 | | | | | | 75,058 | | |
Total Health Care |
| | | | | | | | | | 847,922 | | |
Industrials — 7.9% | | ||||||||||||
Automatic Data Processing, Inc. |
| | | | 329 | | | | | | 72,380 | | |
Cummins, Inc. |
| | | | 312 | | | | | | 73,332 | | |
Lyft, Inc., Class A*
|
| | | | 6,983 | | | | | | 71,576 | | |
Sunrun, Inc.*
|
| | | | 4,056 | | | | | | 85,338 | | |
Uber Technologies, Inc.*
|
| | | | 2,210 | | | | | | 68,621 | | |
Xylem, Inc. |
| | | | 742 | | | | | | 77,049 | | |
Total Industrials |
| | | | | | | | | | 448,296 | | |
Information Technology — 7.8% | | ||||||||||||
Accenture PLC, Class A |
| | | | 281 | | | | | | 78,761 | | |
Adobe, Inc.*
|
| | | | 196 | | | | | | 74,002 | | |
Autodesk, Inc.*
|
| | | | 353 | | | | | | 68,761 | | |
International Business Machines Corp.
|
| | | | 568 | | | | | | 71,801 | | |
Intuit, Inc. |
| | | | 170 | | | | | | 75,471 | | |
Salesforce, Inc.*
|
| | | | 380 | | | | | | 75,381 | | |
Total Information Technology |
| | | | | | | | | | 444,177 | | |
Materials — 7.8% | | ||||||||||||
Alcoa Corp. |
| | | | 1,794 | | | | | | 66,629 | | |
Dow, Inc. |
| | | | 1,404 | | | | | | 76,378 | | |
DuPont de Nemours, Inc. |
| | | | 1,040 | | | | | | 72,509 | | |
Ecolab, Inc. |
| | | | 454 | | | | | | 76,199 | | |
International Flavors & Fragrances,
Inc. |
| | | | 849 | | | | | | 82,319 | | |
Newmont Corp. |
| | | | 1,458 | | | | | | 69,109 | | |
Total Materials |
| | | | | | | | | | 443,143 | | |
Real Estate — 1.3% | | ||||||||||||
Zillow Group, Inc., Class C*
|
| | | | 1,730 | | | | | | 75,324 | | |
Utilities — 2.6% | | ||||||||||||
American Water Works Co., Inc. |
| | | | 495 | | | | | | 73,384 | | |
Sempra Energy |
| | | | 483 | | | | | | 75,102 | | |
Total Utilities |
| | | | | | | | | | 148,486 | | |
Total Common Stocks | | | | ||||||||||
(Cost $5,603,538) |
| | | | | | | | | | 5,655,966 | | |
Short-Term Investment — 0.1% | | ||||||||||||
Money Market Fund — 0.1% | | ||||||||||||
Dreyfus Institutional
Preferred Government Money Market Fund, Institutional Shares, 4.81%(b) |
| | | | | | | | | | | | |
(Cost $6,714) |
| | | | 6,714 | | | | |
|
6,714 |
| |
Total Investments — 99.9% | | ||||||||||||
(Cost $5,610,252) |
| | | | | | | | | | 5,662,680 | | |
Other
Assets and Liabilities, Net — 0.1% |
| | | | | | | | | | 4,407 | | |
Net Assets — 100.0% |
| | | | | | | | | $ | 5,667,087 | | |
|
Description |
| |
Level 1
|
| |
Level 2
|
| |
Level 3
|
| |
Total |
| ||||||||||||
Asset Valuation Inputs | | | | | | | | | | | | | | ||||||||||||
Investments in Securities(c) | | | | | | | | | | | | | | | | | | | | | | | | | |
Common Stocks |
| | | $ | 5,655,966 | | | | | $ | — | | | | | $ | — | | | | | $ | 5,655,966 | | |
Short-Term Investment: | | | | | | | | | | | | | | | | | | | | | | | | | |
Money Market Fund |
| | | | 6,714 | | | | | | — | | | | | | — | | | | | | 6,714 | | |
Total Investments in Securities |
| | | $ | 5,662,680 | | | | | $ | — | | | | | $ | — | | | | | $ | 5,662,680 | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks — 99.8% | | ||||||||||||
Australia — 0.4% | | ||||||||||||
Ramsay Health Care Ltd. |
| | | | 870 | | | | | $ | 37,181 | | |
Canada — 1.0% | | ||||||||||||
George Weston Ltd. |
| | | | 312 | | | | | | 41,849 | | |
Loblaw Cos. Ltd. |
| | | | 453 | | | | | | 42,561 | | |
Total Canada |
| | | | | | | | | | 84,410 | | |
China — 0.5% | | ||||||||||||
China
Traditional Chinese Medicine Holdings Co., Ltd. |
| | | | 75,093 | | | | | | 40,943 | | |
Denmark — 5.5% | | ||||||||||||
Novo Nordisk A/S, Class B |
| | | | 2,812 | | | | | | 468,410 | | |
Germany — 2.1% | | ||||||||||||
adidas AG |
| | | | 276 | | | | | | 48,582 | | |
Fresenius SE & Co. KGaA |
| | | | 1,431 | | | | | | 41,423 | | |
Puma SE |
| | | | 626 | | | | | | 36,600 | | |
Siemens Healthineers AG |
| | | | 775 | | | | | | 48,273 | | |
Total Germany |
| | | | | | | | | | 174,878 | | |
Italy — 1.1% | | ||||||||||||
Moncler SpA |
| | | | 653 | | | | | | 48,416 | | |
Technogym SpA |
| | | | 4,560 | | | | | | 41,608 | | |
Total Italy |
| | | | | | | | | | 90,024 | | |
Japan — 2.0% | | ||||||||||||
Asahi Intecc Co., Ltd. |
| | | | 2,323 | | | | | | 41,695 | | |
Asics Corp. |
| | | | 1,664 | | | | | | 46,132 | | |
Nihon Kohden Corp. |
| | | | 1,593 | | | | | | 43,989 | | |
Shimano, Inc. |
| | | | 253 | | | | | | 39,056 | | |
Total Japan |
| | | | | | | | | | 170,872 | | |
Malaysia — 0.4% | | ||||||||||||
IHH Healthcare Bhd |
| | | | 29,749 | | | | | | 38,216 | | |
Netherlands — 0.6% | | ||||||||||||
Basic-Fit NV*(a)
|
| | | | 1,154 | | | | | | 48,948 | | |
South Africa — 0.5% | | ||||||||||||
Netcare Ltd. |
| | | | 47,149 | | | | | | 41,131 | | |
South Korea — 0.4% | | ||||||||||||
Fila Holdings Corp. |
| | | | 1,328 | | | | | | 36,365 | | |
Spain — 0.5% | | ||||||||||||
Fluidra SA |
| | | | 2,344 | | | | | | 40,188 | | |
Sweden — 0.6% | | ||||||||||||
Thule Group AB |
| | | | 1,890 | | | | | | 54,486 | | |
Switzerland — 6.0% | | ||||||||||||
Mediclinic International PLC |
| | | | 6,678 | | | | | | 41,867 | | |
Novartis AG |
| | | | 4,625 | | | | | | 473,542 | | |
Total Switzerland |
| | | | | | | | | | 515,409 | | |
Taiwan — 1.3% | | ||||||||||||
Feng TAY Enterprise Co., Ltd. |
| | | | 6,540 | | | | | | 40,526 | | |
Giant Manufacturing Co., Ltd. |
| | | | 5,945 | | | | | | 35,485 | | |
Merida Industry Co., Ltd. |
| | | | 6,721 | | | | | | 37,494 | | |
Total Taiwan |
| | | | | | | | | | 113,505 | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks (continued) | | ||||||||||||
Thailand — 1.0% | | ||||||||||||
Bangkok Dusit Medical Services PCL
|
| | | | 47,254 | | | | | $ | 40,477 | | |
Bumrungrad Hospital PCL |
| | | | 6,369 | | | | | | 44,390 | | |
Total Thailand |
| | | | | | | | | | 84,867 | | |
United Kingdom — 5.7% | | ||||||||||||
AstraZeneca PLC |
| | | | 2,996 | | | | | | 442,315 | | |
Frasers Group PLC*
|
| | | | 4,183 | | | | | | 40,405 | | |
Total United Kingdom |
| | | | | | | | | | 482,720 | | |
United States — 70.2% | | ||||||||||||
Abbott Laboratories |
| | | | 3,952 | | | | | | 436,577 | | |
Acadia Healthcare Co., Inc.*
|
| | | | 495 | | | | | | 35,784 | | |
Alphabet, Inc., Class A*
|
| | | | 4,455 | | | | | | 478,200 | | |
Apple, Inc. |
| | | | 2,706 | | | | | | 459,154 | | |
Boston Scientific Corp.*
|
| | | | 1,554 | | | | | | 80,994 | | |
Bristol-Myers Squibb Co. |
| | | | 5,658 | | | | | | 377,785 | | |
Campbell Soup Co. |
| | | | 747 | | | | | | 40,562 | | |
Centene Corp.*
|
| | | | 613 | | | | | | 42,254 | | |
Cytokinetics, Inc.*(a)
|
| | | | 927 | | | | | | 34,670 | | |
Edwards Lifesciences Corp.*
|
| | | | 667 | | | | | | 58,683 | | |
Elevance Health, Inc. |
| | | | 260 | | | | | | 121,849 | | |
Eli Lilly & Co. |
| | | | 1,234 | | | | | | 488,491 | | |
Encompass Health Corp. |
| | | | 659 | | | | | | 42,275 | | |
Garmin Ltd. |
| | | | 404 | | | | | | 39,661 | | |
General Mills, Inc. |
| | | | 642 | | | | | | 56,900 | | |
HCA Healthcare, Inc. |
| | | | 229 | | | | | | 65,799 | | |
Inari Medical, Inc.*
|
| | | | 705 | | | | | | 46,826 | | |
Johnson & Johnson |
| | | | 2,546 | | | | | | 416,780 | | |
Kellogg Co. |
| | | | 587 | | | | | | 40,955 | | |
Lantheus Holdings, Inc.*
|
| | | | 548 | | | | | | 46,827 | | |
Medical Properties Trust, Inc. |
| | | | 3,764 | | | | | | 33,010 | | |
Medifast, Inc. |
| | | | 361 | | | | | | 33,086 | | |
Medtronic PLC |
| | | | 1,451 | | | | | | 131,968 | | |
Merck & Co., Inc. |
| | | | 3,613 | | | | | | 417,193 | | |
Merit Medical Systems, Inc.*
|
| | | | 562 | | | | | | 45,685 | | |
Molina Healthcare, Inc.*
|
| | | | 138 | | | | | | 41,109 | | |
NIKE, Inc., Class B |
| | | | 3,364 | | | | | | 426,286 | | |
Peloton Interactive, Inc.,
Class A*
|
| | | | 3,126 | | | | | | 27,759 | | |
Pentair PLC |
| | | | 716 | | | | | | 41,585 | | |
Penumbra, Inc.*
|
| | | | 149 | | | | | | 42,334 | | |
Pfizer, Inc. |
| | | | 9,510 | | | | | | 369,844 | | |
Planet Fitness, Inc., Class A*
|
| | | | 493 | | | | | | 40,988 | | |
Pool Corp. |
| | | | 111 | | | | | | 38,996 | | |
Rhythm Pharmaceuticals, Inc.*(a)
|
| | | | 1,638 | | | | | | 33,038 | | |
Sanofi(a) | | | | | 1,206 | | | | | | 133,142 | | |
Select Medical Holdings Corp. |
| | | | 1,440 | | | | | | 43,920 | | |
Shockwave Medical, Inc.*
|
| | | | 212 | | | | | | 61,514 | | |
Tenet Healthcare Corp.*
|
| | | | 670 | | | | | | 49,124 | | |
Under Armour, Inc., Class A*
|
| | | | 4,085 | | | | | | 36,234 | | |
United Therapeutics Corp.*
|
| | | | 159 | | | | | | 36,591 | | |
UnitedHealth Group, Inc. |
| | | | 820 | | | | | | 403,514 | | |
Vail Resorts, Inc.(a)
|
| | | | 167 | | | | | | 40,167 | | |
VF Corp. |
| | | | 1,642 | | | | | | 38,603 | | |
Total United States |
| | | | | | | | | | 5,976,716 | | |
Total Common Stocks | | | | ||||||||||
(Cost $7,660,009) |
| | | | | | | | | | 8,499,269 | | |
|
| | |
Shares |
| |
Value |
| ||||||
Short-Term Investments — 2.2% | | ||||||||||||
Money Market Funds — 2.2% | | ||||||||||||
Dreyfus Government Cash
Management Fund, Institutional Shares, 4.76%(b)(c) |
| | | | 183,068 | | | | | $ | 183,068 | | |
Dreyfus
Institutional Preferred Government Money Market Fund, Institutional
Shares, 4.81%(b)
|
| | | | 2,222 | | | | | | 2,222 | | |
Total Short-Term Investments | | | | ||||||||||
(Cost $185,290) |
| | | | | | | | | | 185,290 | | |
Total
Investments — 102.0% (Cost $7,845,299) |
| | | | | | | | | | 8,684,559 | | |
Other
Assets and Liabilities, Net — (2.0)% |
| | | | | | | | | | (164,638) | | |
Net Assets — 100.0% |
| | | | | | | | | $ | 8,519,921 | | |
|
Description |
| |
Level 1
|
| |
Level 2
|
| |
Level 3
|
| |
Total |
| ||||||||||||
Asset Valuation Inputs | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments in Securities:(d) | | | | | | | | | | | | | | | | | | | | | | | | | |
Common Stocks |
| | | $ | 8,499,269 | | | | | $ | — | | | | | $ | — | | | | | $ | 8,499,269 | | |
Short-Term Investments: | | | | | | | | | | | | | | | | | | | | | | | | | |
Money Market Funds |
| | | | 185,290 | | | | | | — | | | | | | — | | | | | | 185,290 | | |
Total Investments in Securities |
| | | $ | 8,684,559 | | | | | $ | — | | | | | $ | — | | | | | $ | 8,684,559 | | |
| | |
IQ Hedge Multi-Strategy Tracker ETF |
| |
IQ Merger Arbitrage ETF |
| |
IQ 500 International ETF |
| |
IQ
Candriam ESG International Equity ETF |
| ||||||||||||
Assets | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments, at value
(including securities on loan)(a) |
| | | $ | 665,770,438 | | | | | $ | 431,328,698 | | | | | $ | 202,330,144 | | | | | $ | 196,440,233 | | |
Investments in affiliates, at value
|
| | | | 18,603,843 | | | | | | — | | | | | | — | | | | | | — | | |
Cash |
| | | | 1,293,234 | | | | | | 1,036,691 | | | | | | 72 | | | | | | 73 | | |
Restricted Cash for swap contracts
|
| | | | — | | | | | | 10,625 | | | | | | — | | | | | | — | | |
Foreign currency(b)
|
| | | | — | | | | | | 17,844,281 | | | | | | 12,820 | | | | | | 22,850 | | |
Deposits at broker for swap contracts
|
| | | | 500,000 | | | | | | 500,000 | | | | | | — | | | | | | — | | |
Receivable for capital shares
transactions |
| | | | 2,937,058 | | | | | | — | | | | | | — | | | | | | — | | |
Due from broker |
| | | | 552,905 | | | | | | 13,188,496 | | | | | | — | | | | | | 1,385 | | |
Securities lending income receivable
|
| | | | 107,449 | | | | | | 3,150 | | | | | | 13,454 | | | | | | 3,596 | | |
Receivable for investments sold |
| | | | — | | | | | | 1,671,189 | | | | | | 15,455 | | | | | | 22,406 | | |
Due from advisor |
| | | | — | | | | | | — | | | | | | — | | | | | | 3,138 | | |
Reclaims receivable |
| | | | — | | | | | | 72,494 | | | | | | 376,940 | | | | | | 482,575 | | |
Dividend receivable |
| | | | — | | | | | | 1,841,738 | | | | | | 1,273,197 | | | | | | 777,486 | | |
Total Assets |
| | | | 689,764,927 | | | | | | 467,497,362 | | | | | | 204,022,082 | | | | | | 197,753,742 | | |
Liabilities | | | | | | | | | | | | | | | | | | | | | | | | | |
Collateral for investments on loan
|
| | | | 79,158,884 | | | | | | 5,702,321 | | | | | | 7,950,815 | | | | | | 5,033,377 | | |
Payable for investments purchased
|
| | | | 2,929,847 | | | | | | 27,123 | | | | | | 147 | | | | | | 185 | | |
Deposits from brokers for swap contracts
|
| | | | — | | | | | | 10,625 | | | | | | — | | | | | | — | | |
Due to broker |
| | | | 904,773 | | | | | | 1,270,675 | | | | | | 211 | | | | | | — | | |
Advisory fees payable |
| | | | 262,475 | | | | | | 285,638 | | | | | | 36,883 | | | | | | 24,044 | | |
Trustee fees payable |
| | | | 6,723 | | | | | | 5,409 | | | | | | 1,749 | | | | | | 1,768 | | |
Compliance fees payable |
| | | | 198 | | | | | | 158 | | | | | | 44 | | | | | | 44 | | |
Payable for capital shares repurchased
|
| | | | — | | | | | | — | | | | | | — | | | | | | 22,406 | | |
Accrued expenses and other liabilities
|
| | | | 2,800 | | | | | | 1,742 | | | | | | 628 | | | | | | 561 | | |
Total Liabilities |
| | | | 83,265,700 | | | | | | 7,303,691 | | | | | | 7,990,477 | | | | | | 5,082,385 | | |
Net Assets |
| | |
$ |
606,499,227 |
| | | |
$ |
460,193,671 |
| | | |
$ |
196,031,605 |
| | | |
$ |
192,671,357 |
| |
Composition of Net Assets | | | | | | | | | | | | | | | | | | | | | | | | | |
Paid-in capital |
| | | $ | 705,488,530 | | | | | $ | 526,471,894 | | | | | $ | 199,099,171 | | | | | $ | 187,778,604 | | |
Total distributable earnings/(accumulated
loss) |
| | | | (98,989,303) | | | | | | (66,278,223) | | | | | | (3,067,566) | | | | | | 4,892,753 | | |
Net Assets |
| | |
$ |
606,499,227 |
| | | |
$ |
460,193,671 |
| | | |
$ |
196,031,605 |
| | | |
$ |
192,671,357 |
| |
NET ASSET VALUE PER SHARE | | | | | | | | | | | | | | | | | | | | | | | | | |
Shares Outstanding (no
par value, unlimited shares authorized) |
| | | | 20,650,000 | | | | | | 14,500,000 | | | | | | 6,200,000 | | | | | | 7,050,000 | | |
Net Asset Value Per Share |
| | | $ | 29.37 | | | | | $ | 31.74 | | | | | $ | 31.62 | | | | | $ | 27.33 | | |
Investments, at cost |
| | | $ | 671,118,184 | | | | | $ | 431,170,508 | | | | | $ | 198,989,547 | | | | | $ | 185,456,162 | | |
Investments in affiliates, at cost
|
| | | $ | 18,754,311 | | | | | $ | — | | | | | $ | — | | | | | $ | — | | |
(a)Market value of securities on loan
|
| | | $ | 123,265,696 | | | | | $ | 5,424,691 | | | | | $ | 12,597,602 | | | | | $ | 8,530,514 | | |
(b)Cost of foreign currency |
| | | $ | — | | | | | $ | 17,683,221 | | | | | $ | 11,393 | | | | | $ | 22,822 | | |
| | |
IQ Candriam ESG U.S. Mid Cap Equity ETF |
| |
IQ Candriam ESG U.S. Large Cap Equity ETF |
| |
IQ Chaikin U.S. Large Cap ETF |
| |
IQ Chaikin U.S. Small Cap ETF |
| ||||||||||||
Assets | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments, at value
(including securities on loan)(a) |
| | | $ | 5,360,783 | | | | | $ | 376,238,766 | | | | | $ | 277,428,059 | | | | | $ | 245,743,527 | | |
Cash |
| | | | — | | | | | | 138 | | | | | | 102 | | | | | | 92 | | |
Dividend receivable |
| | | | 2,493 | | | | | | 248,779 | | | | | | 252,529 | | | | | | 92,312 | | |
Due from broker |
| | | | 163 | | | | | | — | | | | | | — | | | | | | — | | |
Receivable for capital shares
transactions |
| | | | — | | | | | | — | | | | | | 1,659 | | | | | | — | | |
Due from advisor |
| | | | — | | | | | | 5,701 | | | | | | — | | | | | | — | | |
Securities lending income receivable
|
| | | | — | | | | | | 492 | | | | | | — | | | | | | 3,163 | | |
Total Assets |
| | | | 5,363,439 | | | | | | 376,493,876 | | | | | | 277,682,349 | | | | | | 245,839,094 | | |
Liabilities | | | | | | | | | | | | | | | | | | | | | | | | | |
Cash due to custodian |
| | | | 9,326 | | | | | | — | | | | | | — | | | | | | — | | |
Due to broker |
| | | | 4,228 | | | | | | — | | | | | | — | | | | | | — | | |
Advisory fees payable |
| | | | 422 | | | | | | 27,878 | | | | | | 52,449 | | | | | | 64,364 | | |
Trustee fees payable |
| | | | 381 | | | | | | 3,701 | | | | | | 2,707 | | | | | | 2,095 | | |
Compliance fees payable |
| | | | 20 | | | | | | 97 | | | | | | 71 | | | | | | 39 | | |
Collateral for investments on loan
|
| | | | — | | | | | | 16,686 | | | | | | — | | | | | | 1,568,667 | | |
Accrued expenses and other liabilities
|
| | | | 369 | | | | | | 1,130 | | | | | | 849 | | | | | | 563 | | |
Total Liabilities |
| | | | 14,746 | | | | | | 49,492 | | | | | | 56,076 | | | | | | 1,635,728 | | |
Net Assets |
| | | $ | 5,348,693 | | | | | $ | 376,444,384 | | | | | $ | 277,626,273 | | | | | $ | 244,203,366 | | |
Composition of Net Assets | | | | | | | | | | | | | | | | | | | | | | | | | |
Paid-in capital |
| | | $ | 5,160,386 | | | | | $ | 361,509,220 | | | | | $ | 313,796,989 | | | | | $ | 342,494,877 | | |
Total distributable earnings/(accumulated
loss) |
| | | | 188,307 | | | | | | 14,935,164 | | | | | | (36,170,716) | | | | | | (98,291,511) | | |
Net Assets |
| | | $ | 5,348,693 | | | | | $ | 376,444,384 | | | | | $ | 277,626,273 | | | | | $ | 244,203,366 | | |
NET ASSET VALUE PER SHARE | | | | | | | | | | | | | | | | | | | | | | | | | |
Shares Outstanding (no
par value, unlimited shares authorized) |
| | | | 200,000 | | | | | | 10,550,000 | | | | | | 8,500,000 | | | | | | 7,950,000 | | |
Net Asset Value Per Share |
| | | $ | 26.74 | | | | | $ | 35.68 | | | | | $ | 32.66 | | | | | $ | 30.72 | | |
Investments, at cost |
| | | $ | 5,132,860 | | | | | $ | 354,219,106 | | | | | $ | 266,079,316 | | | | | $ | 256,208,166 | | |
(a)Market value of securities on loan
|
| | | $ | — | | | | | $ | 5,549,927 | | | | | $ | — | | | | | $ | 6,591,226 | | |
| | |
IQ CBRE NextGen Real Estate ETF |
| |
IQ FTSE International Equity Currency Neutral ETF |
| |
IQ U.S. Mid Cap R&D Leaders ETF |
| |
IQ U.S. Large Cap R&D Leaders ETF |
| ||||||||||||
Assets | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments, at value
(including securities on loan)(a) |
| | | $ | 23,499,806 | | | | | $ | 335,050,738 | | | | | $ | 4,259,684 | | | | | $ | 4,624,954 | | |
Cash |
| | | | 9 | | | | | | 119 | | | | | | 2 | | | | | | 2 | | |
Restricted Cash for
forward foreign currency contracts |
| | | | — | | | | | | 13,381 | | | | | | — | | | | | | — | | |
Foreign currency(b)
|
| | | | 45 | | | | | | 208,652 | | | | | | — | | | | | | — | | |
Dividend receivable |
| | | | 46,970 | | | | | | 1,386,537 | | | | | | 969 | | | | | | 3,467 | | |
Reclaims receivable |
| | | | 449 | | | | | | 731,777 | | | | | | — | | | | | | — | | |
Due from advisor |
| | | | 131 | | | | | | — | | | | | | — | | | | | | — | | |
Securities lending income receivable
|
| | | | 58 | | | | | | 8,034 | | | | | | 2,608 | | | | | | 398 | | |
Receivable for capital shares
transactions |
| | | | — | | | | | | 2,146,474 | | | | | | — | | | | | | — | | |
Receivable for investments sold |
| | | | 16,921 | | | | | | 115 | | | | | | — | | | | | | — | | |
Due from broker |
| | | | — | | | | | | 15,203 | | | | | | — | | | | | | — | | |
Unrealized appreciation
on forward foreign currency contracts |
| | | | — | | | | | | 1,389,329 | | | | | | — | | | | | | — | | |
Total Assets |
| | | | 23,564,389 | | | | | | 340,950,359 | | | | | | 4,263,263 | | | | | | 4,628,821 | | |
Liabilities | | | | | | | | | | | | | | | | | | | | | | | | | |
Collateral for investments on loan
|
| | | | 34,303 | | | | | | 9,578,003 | | | | | | 158,042 | | | | | | 25,838 | | |
Payable for capital shares repurchased
|
| | | | 16,921 | | | | | | — | | | | | | — | | | | | | — | | |
Advisory fees payable |
| | | | 11,563 | | | | | | 49,507 | | | | | | 460 | | | | | | 440 | | |
Trustee fees payable |
| | | | 336 | | | | | | 2,270 | | | | | | 39 | | | | | | 39 | | |
Payable for investments purchased
|
| | | | 2 | | | | | | 4,464,645 | | | | | | — | | | | | | — | | |
Compliance fees payable |
| | | | — | | | | | | 45 | | | | | | 1 | | | | | | 1 | | |
Deposits from brokers
for forward foreign currency contracts |
| | | | — | | | | | | 13,381 | | | | | | — | | | | | | — | | |
Unrealized depreciation
on forward foreign currency contracts |
| | | | — | | | | | | 1,598,479 | | | | | | — | | | | | | — | | |
Accrued expenses and other liabilities
|
| | | | 132 | | | | | | 1,309 | | | | | | 68 | | | | | | 69 | | |
Total Liabilities |
| | | | 63,257 | | | | | | 15,707,639 | | | | | | 158,610 | | | | | | 26,387 | | |
Net Assets |
| | | $ | 23,501,132 | | | | | $ | 325,242,720 | | | | | $ | 4,104,653 | | | | | $ | 4,602,434 | | |
Composition of Net Assets | | | | | | | | | | | | | | | | | | | | | | | | | |
Paid-in capital |
| | | $ | 40,930,123 | | | | | $ | 326,243,746 | | | | | $ | 5,139,287 | | | | | $ | 5,053,583 | | |
Total distributable earnings/(accumulated
loss) |
| | | | (17,428,991) | | | | | | (1,001,026) | | | | | | (1,034,634) | | | | | | (451,149) | | |
Net Assets |
| | | $ | 23,501,132 | | | | | $ | 325,242,720 | | | | | $ | 4,104,653 | | | | | $ | 4,602,434 | | |
NET ASSET VALUE PER SHARE | | | | | | | | | | | | | | | | | | | | | | | | | |
Shares Outstanding (no
par value, unlimited shares authorized) |
| | | | 1,200,000 | | | | | | 13,800,000 | | | | | | 200,000 | | | | | | 200,000 | | |
Net Asset Value Per Share |
| | | $ | 19.58 | | | | | $ | 23.57 | | | | | $ | 20.52 | | | | | $ | 23.01 | | |
Investments, at cost |
| | | $ | 25,786,095 | | | | | $ | 319,253,184 | | | | | $ | 4,898,457 | | | | | $ | 4,937,216 | | |
(a)Market value of securities on loan
|
| | | $ | 368,885 | | | | | $ | 16,361,707 | | | | | $ | 252,936 | | | | | $ | 34,363 | | |
(b)Cost of foreign currency |
| | | $ | 46 | | | | | $ | 206,674 | | | | | $ | — | | | | | $ | — | | |
| | |
IQ Global Equity R&D Leaders ETF |
| |
IQ Global Resources ETF |
| |
IQ Real Return ETF |
| |
IQ Clean Oceans ETF |
| ||||||||||||
Assets | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments, at value
(including securities on loan)(a) |
| | | $ | 5,733,156 | | | | | $ | 34,323,200 | | | | | $ | 6,404,220 | | | | | $ | 5,288,904 | | |
Cash |
| | | | 2 | | | | | | 13 | | | | | | 2 | | | | | | 2 | | |
Foreign currency(b)
|
| | | | 43 | | | | | | 17,550 | | | | | | — | | | | | | — | | |
Dividend receivable |
| | | | 13,623 | | | | | | 59,089 | | | | | | 1,889 | | | | | | 14,187 | | |
Reclaims receivable |
| | | | 4,980 | | | | | | 39,850 | | | | | | — | | | | | | 9,355 | | |
Securities lending income receivable
|
| | | | 37 | | | | | | 284 | | | | | | 15 | | | | | | 7 | | |
Receivable for investments sold |
| | | | — | | | | | | — | | | | | | 95,060 | | | | | | — | | |
Interest receivable |
| | | | — | | | | | | — | | | | | | 5,161 | | | | | | — | | |
Total Assets |
| | | | 5,751,841 | | | | | | 34,439,986 | | | | | | 6,506,347 | | | | | | 5,312,455 | | |
Liabilities | | | | | | | | | | | | | | | | | | | | | | | | | |
Advisory fees payable |
| | | | 742 | | | | | | 7,826 | | | | | | 515 | | | | | | 1,884 | | |
Trustee fees payable |
| | | | 33 | | | | | | 366 | | | | | | 146 | | | | | | 44 | | |
Payable for investments purchased
|
| | | | 1 | | | | | | 118 | | | | | | 146,257 | | | | | | — | | |
Compliance fees payable |
| | | | 1 | | | | | | 10 | | | | | | 6 | | | | | | 1 | | |
Collateral for investments on loan
|
| | | | — | | | | | | 140,158 | | | | | | 1,144 | | | | | | — | | |
Foreign currency due to custodian(b)
|
| | | | — | | | | | | — | | | | | | — | | | | | | 2 | | |
Accrued expenses and other liabilities
|
| | | | 66 | | | | | | 144 | | | | | | 80 | | | | | | 70 | | |
Total Liabilities |
| | | | 843 | | | | | | 148,622 | | | | | | 148,148 | | | | | | 2,001 | | |
Net Assets |
| | | $ | 5,750,998 | | | | | $ | 34,291,364 | | | | | $ | 6,358,199 | | | | | $ | 5,310,454 | | |
Composition of Net Assets | | | | | | | | | | | | | | | | | | | | | | | | | |
Paid-in capital |
| | | $ | 6,145,462 | | | | | $ | 92,873,508 | | | | | $ | 9,177,621 | | | | | $ | 6,215,912 | | |
Total distributable earnings/(accumulated
loss) |
| | | | (394,464) | | | | | | (58,582,144) | | | | | | (2,819,422) | | | | | | (905,458) | | |
Net Assets |
| | | $ | 5,750,998 | | | | | $ | 34,291,364 | | | | | $ | 6,358,199 | | | | | $ | 5,310,454 | | |
NET ASSET VALUE PER SHARE | | | | | | | | | | | | | | | | | | | | | | | | | |
Shares Outstanding (no
par value, unlimited shares authorized) |
| | | | 250,000 | | | | | | 1,000,000 | | | | | | 250,000 | | | | | | 250,000 | | |
Net Asset Value Per Share |
| | | $ | 23.00 | | | | | $ | 34.29 | | | | | $ | 25.43 | | | | | $ | 21.24 | | |
Investments, at cost |
| | | $ | 5,912,197 | | | | | $ | 31,017,353 | | | | | $ | 7,065,192 | | | | | $ | 5,360,226 | | |
(a)Market value of securities on loan
|
| | | $ | 5,745 | | | | | $ | 747,195 | | | | | $ | 173,429 | | | | | $ | — | | |
(b)Cost of foreign currency |
| | | $ | 30 | | | | | $ | 17,456 | | | | | $ | — | | | | | $ | (2) | | |
| | |
IQ Cleaner Transport ETF |
| |
IQ Engender Equality ETF |
| |
IQ Healthy Hearts ETF |
| |||||||||
Assets | | | | | | | | | | | | | | | | | | | |
Investments, at value (including
securities on loan)(a)
|
| | | $ | 6,231,432 | | | | | $ | 5,662,680 | | | | | $ | 8,684,559 | | |
Cash |
| | | | 2 | | | | | | 2 | | | | | | 3 | | |
Foreign currency(b)
|
| | | | — | | | | | | — | | | | | | 314 | | |
Reclaims receivable |
| | | | 12,449 | | | | | | — | | | | | | 12,842 | | |
Dividend receivable |
| | | | 9,952 | | | | | | 6,487 | | | | | | 8,109 | | |
Securities lending income receivable
|
| | | | 388 | | | | | | 8 | | | | | | 224 | | |
Total Assets |
| | | | 6,254,223 | | | | | | 5,669,177 | | | | | | 8,706,051 | | |
Liabilities | | | | | | | | | | | | | | | | | | | |
Collateral for investments on loan
|
| | | | 63,324 | | | | | | — | | | | | | 183,068 | | |
Advisory fees payable |
| | | | 2,214 | | | | | | 1,969 | | | | | | 2,944 | | |
Trustee fees payable |
| | | | 46 | | | | | | 49 | | | | | | 65 | | |
Compliance fees payable |
| | | | 1 | | | | | | 1 | | | | | | 1 | | |
Accrued expenses and other liabilities
|
| | | | 48 | | | | | | 71 | | | | | | 52 | | |
Total Liabilities |
| | | | 65,633 | | | | | | 2,090 | | | | | | 186,130 | | |
Net Assets |
| | | $ | 6,188,590 | | | | | $ | 5,667,087 | | | | | $ | 8,519,921 | | |
Composition of Net Assets | | | | | | | | | | | | | | | | | | | |
Paid-in capital |
| | | $ | 7,491,800 | | | | | $ | 6,398,834 | | | | | $ | 8,274,195 | | |
Total distributable earnings/(accumulated
loss) |
| | | | (1,303,210) | | | | | | (731,747) | | | | | | 245,726 | | |
Net Assets |
| | | $ | 6,188,590 | | | | | $ | 5,667,087 | | | | | $ | 8,519,921 | | |
NET ASSET VALUE PER SHARE | | | | | | | | | | | | | | | | | | | |
Shares Outstanding (no par value,
unlimited shares authorized) |
| | | | 300,000 | | | | | | 250,000 | | | | | | 300,000 | | |
Net Asset Value Per Share |
| | | $ | 20.63 | | | | | $ | 22.67 | | | | | $ | 28.40 | | |
Investments, at cost |
| | | $ | 6,747,075 | | | | | $ | 5,610,252 | | | | | $ | 7,845,299 | | |
(a)Market value of securities on loan
|
| | | $ | 72,382 | | | | | $ | 73,543 | | | | | $ | 277,614 | | |
(b)Cost of foreign currency |
| | | $ | — | | | | | $ | — | | | | | $ | 314 | | |
| | |
IQ Hedge Multi-Strategy Tracker ETF |
| |
IQ Merger Arbitrage ETF |
| |
IQ 500 International ETF |
| |
IQ
Candriam ESG International Equity ETF |
| ||||||||||||
Investment Income | | | | | | | | | | | | | | | | | | | | | | | | | |
Dividend income* |
| | | $ | 17,356,533 | | | | | $ | 10,226,293 | | | | | $ | 7,059,508 | | | | | $ | 5,862,323 | | |
Dividend income from affiliates |
| | | | 1,130,728 | | | | | | 18,270 | | | | | | — | | | | | | — | | |
Non-cash dividend income |
| | | | — | | | | | | 829,875 | | | | | | — | | | | | | 431,295 | | |
Interest income |
| | | | — | | | | | | 13,566 | | | | | | — | | | | | | — | | |
Securities lending income, net of
borrower rebates |
| | | | 1,595,230 | | | | | | 113,089 | | | | | | 114,952 | | | | | | 31,660 | | |
Total investment income. |
| | | | 20,082,491 | | | | | | 11,201,093 | | | | | | 7,174,460 | | | | | | 6,325,278 | | |
Expenses | | | | | | | | | | | | | | | | | | | | | | | | | |
Advisory fees (See Note 3) |
| | | | 4,938,578 | | | | | | 3,938,187 | | | | | | 471,065 | | | | | | 284,160 | | |
Trustee fees |
| | | | 54,144 | | | | | | 40,848 | | | | | | 15,068 | | | | | | 15,290 | | |
Proxy fees |
| | | | 52,969 | | | | | | 49,816 | | | | | | 3,510 | | | | | | 3,430 | | |
Compliance fees |
| | | | 1,592 | | | | | | 1,070 | | | | | | 442 | | | | | | 447 | | |
Miscellaneous |
| | | | 26,966 | | | | | | 19,078 | | | | | | 6,990 | | | | | | 7,012 | | |
Total expenses |
| | | | 5,074,249 | | | | | | 4,048,999 | | | | | | 497,075 | | | | | | 310,339 | | |
Waivers/Reimbursement (See Note 3)
|
| | | | (1,448,653) | | | | | | — | | | | | | (22,512) | | | | | | (22,750) | | |
Net expenses |
| | | | 3,625,596 | | | | | | 4,048,999 | | | | | | 474,563 | | | | | | 287,589 | | |
Net investment income |
| | | | 16,456,895 | | | | | | 7,152,094 | | | | | | 6,699,897 | | | | | | 6,037,689 | | |
Realized and Unrealized Gain (Loss) | | | | | | | | | | | | | | | | | | | | | | | | | |
Net realized gain (loss) from: | | | | | | | | | | | | | | | | | | | | | | | | | |
Investment securities |
| | | | (52,616,783) | | | | | | (31,897,112) | | | | | | (2,441,227) | | | | | | (4,917,362) | | |
Investment in affiliates |
| | | | (2,109,628) | | | | | | (21,778) | | | | | | — | | | | | | — | | |
In-Kind redemptions |
| | | | 6,303,788 | | | | | | (613,021) | | | | | | 5,486,793 | | | | | | 6,897,755 | | |
Affiliates in-kind redemptions |
| | | | (55,744) | | | | | | 115 | | | | | | — | | | | | | — | | |
Swap transactions |
| | | | (1,630,717) | | | | | | 9,045,469 | | | | | | — | | | | | | — | | |
Foreign currency transactions |
| | | | — | | | | | | (315,507) | | | | | | (141,765) | | | | | | (43,263) | | |
Net realized gain (loss) |
| | | | (50,109,084) | | | | | | (23,801,834) | | | | | | 2,903,801 | | | | | | 1,937,130 | | |
Net change in net
unrealized appreciation (depreciation) on: |
| | | | | | | | | | | | | | | | | | | | | | | | |
Investment securities |
| | | | 32,160,783 | | | | | | 13,585,573 | | | | | | 7,531,985 | | | | | | 6,863,196 | | |
Investment in affiliates |
| | | | 1,315,491 | | | | | | — | | | | | | — | | | | | | — | | |
Foreign currency translations |
| | | | — | | | | | | 47,089 | | | | | | 66,260 | | | | | | 46,303 | | |
Net change in net
unrealized appreciation (depreciation) |
| | | | 33,476,274 | | | | | | 13,632,662 | | | | | | 7,598,245 | | | | | | 6,909,499 | | |
Net realized and unrealized gain (loss)
|
| | | | (16,632,810) | | | | | | (10,169,172) | | | | | | 10,502,046 | | | | | | 8,846,629 | | |
Net Increase (Decrease)
in Net Assets Resulting from Operations |
| | | $ | (175,915) | | | | | $ | (3,017,078) | | | | | $ | 17,201,943 | | | | | $ | 14,884,318 | | |
*Net of foreign taxes withheld of:
|
| | | $ | — | | | | | $ | 384,044 | | | | | $ | 835,520 | | | | | $ | 636,111 | | |
| | |
IQ Candriam ESG U.S. Mid Cap Equity ETF** |
| |
IQ Candriam ESG U.S. Large Cap Equity ETF |
| |
IQ Chaikin U.S. Large Cap ETF |
| |
IQ Chaikin U.S. Small Cap ETF |
| ||||||||||||
Investment Income | | | | | | | | | | | | | | | | | | | | | | | | | |
Dividend income* |
| | | $ | 50,570 | | | | | $ | 5,942,199 | | | | | $ | 4,848,229 | | | | | $ | 4,016,659 | | |
Non-cash dividend income |
| | | | — | | | | | | — | | | | | | — | | | | | | 225,376 | | |
Securities lending income, net of
borrower rebates |
| | | | — | | | | | | 6,516 | | | | | | 7,979 | | | | | | 27,700 | | |
Total investment income |
| | | | 50,570 | | | | | | 5,948,715 | | | | | | 4,856,208 | | | | | | 4,269,735 | | |
Expenses | | | | | | | | | | | | | | | | | | | | | | | | | |
Advisory fees (See Note 3) |
| | | | 4,203 | | | | | | 347,450 | | | | | | 707,412 | | | | | | 818,765 | | |
Trustee fees |
| | | | 598 | | | | | | 30,967 | | | | | | 23,003 | | | | | | 18,803 | | |
Legal fees |
| | | | 363 | | | | | | — | | | | | | — | | | | | | — | | |
Compliance fees |
| | | | 28 | | | | | | 915 | | | | | | 673 | | | | | | 556 | | |
Proxy fees |
| | | | — | | | | | | 7,011 | | | | | | 4,691 | | | | | | 5,553 | | |
Miscellaneous |
| | | | 59 | | | | | | 14,624 | | | | | | 10,721 | | | | | | 8,031 | | |
Total expenses |
| | | | 5,251 | | | | | | 400,967 | | | | | | 746,500 | | | | | | 851,708 | | |
Waivers/Reimbursement (See Note 3)
|
| | | | (1,044) | | | | | | (46,513) | | | | | | (34,403) | | | | | | (27,368) | | |
Net expenses |
| | | | 4,207 | | | | | | 354,454 | | | | | | 712,097 | | | | | | 824,340 | | |
Net investment income |
| | | | 46,363 | | | | | | 5,594,261 | | | | | | 4,144,111 | | | | | | 3,445,395 | | |
Realized and Unrealized Gain (Loss) | | | | | | | | | | | | | | | | | | | | | | | | | |
Net realized gain (loss) from: | | | | | | | | | | | | | | | | | | | | | | | | | |
Investment securities |
| | | | (46,102) | | | | | | (5,589,459) | | | | | | (9,094,869) | | | | | | (16,528,792) | | |
In-Kind redemptions |
| | | | 100,931 | | | | | | 17,484,477 | | | | | | 1,725,837 | | | | | | 7,498,705 | | |
Net realized gain (loss) |
| | | | 54,829 | | | | | | 11,895,018 | | | | | | (7,369,032) | | | | | | (9,030,087) | | |
Net change in net
unrealized appreciation (depreciation) on: |
| | | | | | | | | | | | | | | | | | | | | | | | |
Investment securities |
| | | | 227,923 | | | | | | (10,880,947) | | | | | | 10,322,520 | | | | | | (196,040) | | |
Net change in net
unrealized appreciation (depreciation) |
| | | | 227,923 | | | | | | (10,880,947) | | | | | | 10,322,520 | | | | | | (196,040) | | |
Net realized and unrealized gain (loss)
|
| | | | 282,752 | | | | | | 1,014,071 | | | | | | 2,953,488 | | | | | | (9,226,127) | | |
Net Increase (Decrease)
in Net Assets Resulting from Operations |
| | | $ | 329,115 | | | | | $ | 6,608,332 | | | | | $ | 7,097,599 | | | | | $ | (5,780,732) | | |
*Net of foreign taxes withheld of:
|
| | | $ | 96 | | | | | $ | — | | | | | $ | 9,090 | | | | | $ | 2,026 | | |
| | |
IQ CBRE NextGen Real Estate ETF |
| |
IQ
FTSE International Equity Currency Neutral ETF |
| |
IQ U.S. Mid Cap R&D Leaders ETF |
| |
IQ U.S. Large Cap R&D Leaders ETF |
| ||||||||||||
Investment Income | | | | | | | | | | | | | | | | | | | | | | | | | |
Dividend income* |
| | | $ | 943,173 | | | | | $ | 8,708,359 | | | | | $ | 34,368 | | | | | $ | 67,549 | | |
Non-cash dividend income |
| | | | — | | | | | | 592,939 | | | | | | — | | | | | | — | | |
Securities lending income, net of
borrower rebates |
| | | | 1,622 | | | | | | 36,332 | | | | | | 5,918 | | | | | | 661 | | |
Total investment income |
| | | | 944,795 | | | | | | 9,337,630 | | | | | | 40,286 | | | | | | 68,210 | | |
Expenses | | | | | | | | | | | | | | | | | | | | | | | | | |
Advisory fees (See Note 3) |
| | | | 193,468 | | | | | | 644,706 | | | | | | 6,685 | | | | | | 5,983 | | |
Proxy fees |
| | | | 4,629 | | | | | | 10,147 | | | | | | 174 | | | | | | 128 | | |
Trustee fees |
| | | | 2,516 | | | | | | 21,118 | | | | | | 335 | | | | | | 339 | | |
Compliance fees |
| | | | 64 | | | | | | 620 | | | | | | 10 | | | | | | 10 | | |
Miscellaneous |
| | | | 1,189 | | | | | | 13,298 | | | | | | 220 | | | | | | 223 | | |
Total expenses |
| | | | 201,866 | | | | | | 689,889 | | | | | | 7,424 | | | | | | 6,683 | | |
Waivers/Reimbursement (See Note 3)
|
| | | | (1,973) | | | | | | (132,653) | | | | | | (566) | | | | | | (573) | | |
Net expenses |
| | | | 199,893 | | | | | | 557,236 | | | | | | 6,858 | | | | | | 6,110 | | |
Net investment income |
| | | | 744,902 | | | | | | 8,780,394 | | | | | | 33,428 | | | | | | 62,100 | | |
Realized and Unrealized Gain (Loss) | | | | | | | | | | | | | | | | | | | | | | | | | |
Net realized gain (loss) from: | | | | | | | | | | | | | | | | | | | | | | | | | |
Investment securities |
| | | | (8,417,014) | | | | | | (9,742,798) | | | | | | (360,556) | | | | | | (120,856) | | |
In-Kind redemptions |
| | | | (407,444) | | | | | | 6,875,302 | | | | | | — | | | | | | — | | |
Forward foreign currency contracts
|
| | | | — | | | | | | 7,913,790 | | | | | | — | | | | | | — | | |
Foreign currency transactions |
| | | | 3,574 | | | | | | (94,496) | | | | | | — | | | | | | — | | |
Net realized gain (loss) |
| | | | (8,820,884) | | | | | | 4,951,798 | | | | | | (360,556) | | | | | | (120,856) | | |
Net change in net
unrealized appreciation (depreciation) on: |
| | | | | | | | | | | | | | | | | | | | | | | | |
Investment securities |
| | | | 1,584,349 | | | | | | 21,110,561 | | | | | | (36,414) | | | | | | 229,960 | | |
Forward foreign currency contracts
|
| | | | — | | | | | | (7,375,002) | | | | | | — | | | | | | — | | |
Foreign currency translations |
| | | | 645 | | | | | | 88,657 | | | | | | — | | | | | | — | | |
Net change in net unrealized appreciation
(depreciation) |
| | | | 1,584,994 | | | | | | 13,824,216 | | | | | | (36,414) | | | | | | 229,960 | | |
Net realized and unrealized gain (loss)
|
| | | | (7,235,890) | | | | | | 18,776,014 | | | | | | (396,970) | | | | | | 109,104 | | |
Net Increase (Decrease)
in Net Assets Resulting from Operations |
| | | $ | (6,490,988) | | | | | $ | 27,556,408 | | | | | $ | (363,542) | | | | | $ | 171,204 | | |
*Net of foreign taxes withheld of:
|
| | | $ | 17,527 | | | | | $ | 811,669 | | | | | $ | — | | | | | $ | 15 | | |
| | |
IQ Global Equity R&D Leaders ETF |
| |
IQ Global Resources ETF |
| |
IQ Real Return ETF |
| |
IQ Clean Oceans ETF |
| ||||||||||||
Investment Income | | | | | | | | | | | | | | | | | | | | | | | | | |
Dividend income* |
| | | $ | 105,334 | | | | | $ | 1,485,301 | | | | | $ | 224,812 | | | | | $ | 128,038 | | |
Non-cash dividend income |
| | | | — | | | | | | 160,562 | | | | | | — | | | | | | — | | |
Interest income |
| | | | — | | | | | | — | | | | | | 382,725 | | | | | | — | | |
Securities lending income, net of
borrower rebates |
| | | | 1,262 | | | | | | 3,350 | | | | | | 1,677 | | | | | | 586 | | |
Total investment income |
| | | | 106,596 | | | | | | 1,649,213 | | | | | | 609,214 | | | | | | 128,624 | | |
Expenses | | | | | | | | | | | | | | | | | | | | | | | | | |
Advisory fees (See Note 3) |
| | | | 8,085 | | | | | | 112,234 | | | | | | 33,310 | | | | | | 22,251 | | |
Trustee fees |
| | | | 344 | | | | | | 3,106 | | | | | | 773 | | | | | | 302 | | |
Proxy fees |
| | | | 128 | | | | | | 4,103 | | | | | | 2,465 | | | | | | 280 | | |
Compliance fees |
| | | | 10 | | | | | | 90 | | | | | | 26 | | | | | | 11 | | |
Miscellaneous |
| | | | 221 | | | | | | 1,467 | | | | | | 328 | | | | | | 251 | | |
Total expenses |
| | | | 8,788 | | | | | | 121,000 | | | | | | 36,902 | | | | | | 23,095 | | |
Waivers/Reimbursement (See Note 3)
|
| | | | (573) | | | | | | (4,658) | | | | | | (6,877) | | | | | | (565) | | |
Net expenses |
| | | | 8,215 | | | | | | 116,342 | | | | | | 30,025 | | | | | | 22,530 | | |
Net investment income |
| | | | 98,381 | | | | | | 1,532,871 | | | | | | 579,189 | | | | | | 106,094 | | |
Realized and Unrealized Gain (Loss) | | | | | | | | | | | | | | | | | | | | | | | | | |
Net realized gain (loss) from: | | | | | | | | | | | | | | | | | | | | | | | | | |
Investment securities |
| | | | (174,578) | | | | | | (901,642) | | | | | | (157,386) | | | | | | (814,365) | | |
In-Kind redemptions |
| | | | — | | | | | | 1,946,102 | | | | | | (1,340,684) | | | | | | — | | |
Foreign currency transactions |
| | | | (1,074) | | | | | | (12,628) | | | | | | — | | | | | | (5,526) | | |
Net realized gain (loss) |
| | | | (175,652) | | | | | | 1,031,832 | | | | | | (1,498,070) | | | | | | (819,891) | | |
Net change in net
unrealized appreciation (depreciation) on: |
| | | | | | | | | | | | | | | | | | | | | | | | |
Investment securities |
| | | | 373,906 | | | | | | (1,362,840) | | | | | | 57,082 | | | | | | 840,705 | | |
Foreign currency translations |
| | | | 398 | | | | | | 3,875 | | | | | | — | | | | | | 534 | | |
Net change in net unrealized appreciation
(depreciation) |
| | | | 374,304 | | | | | | (1,358,965) | | | | | | 57,082 | | | | | | 841,239 | | |
Net realized and unrealized gain (loss)
|
| | | | 198,652 | | | | | | (327,133) | | | | | | (1,440,988) | | | | | | 21,348 | | |
Net Increase (Decrease)
in Net Assets Resulting from Operations |
| | | $ | 297,033 | | | | | $ | 1,205,738 | | | | | $ | (861,799) | | | | | $ | 127,442 | | |
*Net of foreign taxes withheld of:
|
| | | $ | 12,011 | | | | | $ | 60,651 | | | | | $ | 2 | | | | | $ | 14,186 | | |
| | |
IQ Cleaner Transport ETF |
| |
IQ Engender Equality ETF |
| |
IQ Healthy Hearts ETF |
| |||||||||
Investment Income | | | | | | | | | | | | | | | | | | | |
Dividend income* |
| | | $ | 172,431 | | | | | $ | 99,563 | | | | | $ | 126,559 | | |
Securities lending income, net of
borrower rebates |
| | | | 1,217 | | | | | | 95 | | | | | | 545 | | |
Total investment income |
| | | | 173,648 | | | | | | 99,658 | | | | | | 127,104 | | |
Expenses | | | | | | | | | | | | | | | | | | | |
Advisory fees (See Note 3) |
| | | | 23,010 | | | | | | 24,158 | | | | | | 33,409 | | |
Proxy fees |
| | | | 344 | | | | | | 254 | | | | | | 477 | | |
Trustee fees |
| | | | 298 | | | | | | 324 | | | | | | 594 | | |
Compliance fees |
| | | | 11 | | | | | | 13 | | | | | | 17 | | |
Miscellaneous |
| | | | 233 | | | | | | 256 | | | | | | 315 | | |
Total expenses |
| | | | 23,896 | | | | | | 25,005 | | | | | | 34,812 | | |
Waivers/Reimbursement (See Note 3)
|
| | | | (544) | | | | | | (594) | | | | | | (924) | | |
Net expenses |
| | | | 23,352 | | | | | | 24,411 | | | | | | 33,888 | | |
Net investment income |
| | | | 150,296 | | | | | | 75,247 | | | | | | 93,216 | | |
Realized and Unrealized Gain (Loss) | | | | | | | | | | | | | | | | | | | |
Net realized gain (loss) from: | | | | | | | | | | | | | | | | | | | |
Investment securities |
| | | | (742,874) | | | | | | (684,646) | | | | | | (456,443) | | |
In-Kind redemptions |
| | | | (51,933) | | | | | | — | | | | | | — | | |
Foreign currency transactions |
| | | | (894) | | | | | | — | | | | | | (1,383) | | |
Net realized gain (loss) |
| | | | (795,701) | | | | | | (684,646) | | | | | | (457,826) | | |
Net change in net unrealized appreciation (depreciation) on: | | | | | | | | | | | | | | | | | | | |
Investment securities |
| | | | 685,587 | | | | | | 899,945 | | | | | | 803,356 | | |
Foreign currency translations |
| | | | 520 | | | | | | — | | | | | | 900 | | |
Net change in net unrealized appreciation
(depreciation) |
| | | | 686,107 | | | | | | 899,945 | | | | | | 804,256 | | |
Net realized and unrealized gain (loss)
|
| | | | (109,594) | | | | | | 215,299 | | | | | | 346,430 | | |
Net Increase (Decrease) in Net Assets
Resulting from Operations |
| | | $ | 40,702 | | | | | $ | 290,546 | | | | | $ | 439,646 | | |
*Net of foreign taxes withheld of:
|
| | | $ | 23,244 | | | | | $ | — | | | | | $ | 7,317 | | |
| | |
IQ Hedge Multi-Strategy Tracker ETF |
| |
IQ Merger Arbitrage
ETF |
| ||||||||||||||||||
|
For the Year Ended
April 30, |
| |
For the Year Ended
April 30, |
| ||||||||||||||||||||
|
2023 |
| |
2022 |
| |
2023 |
| |
2022 |
| ||||||||||||||
Increase (Decrease) in
Net Assets from Operations |
| | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income |
| | | $ | 16,456,895 | | | | | $ | 10,548,049 | | | | | $ | 7,152,094 | | | | | $ | 1,951,662 | | |
Net realized gain (loss) |
| | | | (50,109,084) | | | | | | (372,625) | | | | | | (23,801,834) | | | | | | 11,394,354 | | |
Net change in net
unrealized appreciation (depreciation) |
| | | | 33,476,274 | | | | | | (66,883,511) | | | | | | 13,632,662 | | | | | | (53,357,233) | | |
Net increase (decrease)
in net assets resulting from operations |
| | | | (175,915) | | | | | | (56,708,087) | | | | | | (3,017,078) | | | | | | (40,011,217) | | |
Distributions to Shareholders |
| | | | (12,443,799) | | | | | | (2,417,467) | | | | | | — | | | | | | — | | |
Capital Share Transactions | | | | | | | | | | | | | | | | | | | | | | | | | |
Proceeds from shares created |
| | | | 266,615,756 | | | | | | 188,917,002 | | | | | | 40,919,459 | | | | | | 212,439,115 | | |
Cost of shares redeemed |
| | | | (404,767,304) | | | | | | (168,098,260) | | | | | | (169,342,336) | | | | | | (327,072,852) | | |
Net increase (decrease)
from capital share transactions |
| | | | (138,151,548) | | | | | | 20,818,742 | | | | | | (128,422,877) | | | | | | (114,633,737) | | |
Total increase (decrease) in net assets
|
| | | | (150,771,262) | | | | | | (38,306,812) | | | | | | (131,439,955) | | | | | | (154,644,954) | | |
Net Assets | | | | | | | | | | | | | | | | | | | | | | | | | |
Beginning of year |
| | | | 757,270,489 | | | | | | 795,577,301 | | | | | | 591,633,626 | | | | | | 746,278,580 | | |
End of year
|
| | | $ | 606,499,227 | | | | | $ | 757,270,489 | | | | | $ | 460,193,671 | | | | | $ | 591,633,626 | | |
Changes in Shares Outstanding | | | | | | | | | | | | | | | | | | | | | | | | | |
Shares outstanding, beginning of year
|
| | | | 25,450,000 | | | | | | 24,850,000 | | | | | | 18,600,000 | | | | | | 22,200,000 | | |
Shares created |
| | | | 9,200,000 | | | | | | 6,000,000 | | | | | | 1,300,000 | | | | | | 6,350,000 | | |
Shares redeemed |
| | | | (14,000,000) | | | | | | (5,400,000) | | | | | | (5,400,000) | | | | | | (9,950,000) | | |
Shares outstanding, end of year |
| | |
|
20,650,000 |
| | | |
|
25,450,000 |
| | | |
|
14,500,000 |
| | | |
|
18,600,000 |
| |
| | |
IQ 500 International
ETF |
| |
IQ Candriam ESG International Equity ETF |
| ||||||||||||||||||
| | |
For the Year Ended
April 30, |
| |
For the Year Ended
April 30, |
| ||||||||||||||||||
| | |
2023 |
| |
2022 |
| |
2023 |
| |
2022 |
| ||||||||||||
Increase (Decrease) in Net Assets from Operations | | | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income |
| | | $ | 6,699,897 | | | | | $ | 7,508,383 | | | | | $ | 6,037,689 | | | | | $ | 5,887,425 | | |
Net realized gain (loss) |
| | | | 2,903,801 | | | | | | 14,746,590 | | | | | | 1,937,130 | | | | | | 2,216,181 | | |
Net change in net
unrealized appreciation (depreciation) |
| | | | 7,598,245 | | | | | | (30,395,524) | | | | | | 6,909,499 | | | | | | (25,216,237) | | |
Net increase (decrease)
in net assets resulting from operations |
| | | | 17,201,943 | | | | | | (8,140,551) | | | | | | 14,884,318 | | | | | | (17,112,631) | | |
Distributions to Shareholders |
| | | | (6,462,947) | | | | | | (8,747,984) | | | | | | (5,958,535) | | | | | | (5,802,531) | | |
Capital Share Transactions | | | | | | | | | | | | | | | | | | | | | | | | | |
Proceeds from shares created |
| | | | 17,564,763 | | | | | | 39,551,613 | | | | | | 20,709,401 | | | | | | 48,137,169 | | |
Cost of shares redeemed |
| | | | (42,849,876) | | | | | | (56,421,480) | | | | | | (35,761,982) | | | | | | (13,374,956) | | |
Net increase (decrease)
from capital share transactions |
| | | | (25,285,113) | | | | | | (16,869,867) | | | | | | (15,052,581) | | | | | | 34,762,213 | | |
Total increase (decrease) in net assets
|
| | | | (14,546,117) | | | | | | (33,758,402) | | | | | | (6,126,798) | | | | | | 11,847,051 | | |
Net Assets | | | | | | | | | | | | | | | | | | | | | | | | | |
Beginning of year |
| | | | 210,577,722 | | | | | | 244,336,124 | | | | | | 198,798,155 | | | | | | 186,951,104 | | |
End of year |
| | |
$ |
196,031,605 |
| | | |
$ |
210,577,722 |
| | | |
$ |
192,671,357 |
| | | |
$ |
198,798,155 |
| |
Changes in Shares Outstanding | | | | | | | | | | | | | | | | | | | | | | | | | |
Shares outstanding, beginning of year
|
| | | | 7,000,000 | | | | | | 7,500,000 | | | | | | 7,600,000 | | | | | | 6,400,000 | | |
Shares created |
| | | | 650,000 | | | | | | 1,200,000 | | | | | | 850,000 | | | | | | 1,650,000 | | |
Shares redeemed |
| | | | (1,450,000) | | | | | | (1,700,000) | | | | | | (1,400,000) | | | | | | (450,000) | | |
Shares outstanding, end of year |
| | |
|
6,200,000 |
| | | |
|
7,000,000 |
| | | |
|
7,050,000 |
| | | |
|
7,600,000 |
| |
| | |
IQ Candriam ESG U.S. Mid Cap Equity ETF |
| |
IQ Candriam ESG U.S. Large Cap Equity ETF |
| ||||||||||||
| | |
For the
Period October 25, 2022* to April 30, 2023 |
| |
For the Year Ended April 30, |
| ||||||||||||
| | |
2023 |
| |
2022 |
| ||||||||||||
Increase (Decrease) in Net Assets from Operations | | | | | | | | | | | | | | | | | | | |
Net investment income |
| | | $ | 46,363 | | | | | $ | 5,594,261 | | | | | $ | 5,661,377 | | |
Net realized gain (loss) |
| | | | 54,829 | | | | | | 11,895,018 | | | | | | 32,244,112 | | |
Net change in net unrealized appreciation
(depreciation) |
| | | | 227,923 | | | | | | (10,880,947) | | | | | | (33,254,201) | | |
Net increase (decrease) in net assets
resulting from operations |
| | | | 329,115 | | | | | | 6,608,332 | | | | | | 4,651,288 | | |
Distributions to Shareholders |
| | | | (39,786) | | | | | | (5,433,110) | | | | | | (5,632,747) | | |
Capital Share Transactions | | | | | | | | | | | | | | | | | | | |
Proceeds from shares created |
| | | | 6,371,845 | | | | | | 35,271,704 | | | | | | 125,093,567 | | |
Cost of shares redeemed |
| | | | (1,312,481) | | | | | | (88,537,392) | | | | | | (106,279,575) | | |
Net increase (decrease) from capital
share transactions |
| | | | 5,059,364 | | | | | | (53,265,688) | | | | | | 18,813,992 | | |
Total increase (decrease) in net assets
|
| | | | 5,348,693 | | | | | | (52,090,466) | | | | | | 17,832,533 | | |
Net Assets | | | | | | | | | | | | | | | | | | | |
Beginning of period |
| | | | — | | | | | | 428,534,850 | | | | | | 410,702,317 | | |
End of period
|
| | | $ | 5,348,693 | | | | | $ | 376,444,384 | | | | | $ | 428,534,850 | | |
Changes in Shares Outstanding | | | | | | | | | | | | | | | | | | | |
Shares outstanding, beginning of period
|
| | | | — | | | | | | 12,050,000 | | | | | | 11,550,000 | | |
Shares created |
| | | | 250,000 | | | | | | 1,050,000 | | | | | | 3,250,000 | | |
Shares redeemed |
| | | | (50,000) | | | | | | (2,550,000) | | | | | | (2,750,000) | | |
Shares outstanding, end of period
|
| | |
|
200,000 |
| | | |
|
10,550,000 |
| | | |
|
12,050,000 |
| |
| | |
IQ Chaikin U.S. Large
Cap ETF |
| |
IQ Chaikin U.S. Small
Cap ETF |
| ||||||||||||||||||
| | |
For the Year Ended
April 30, |
| |
For the Year Ended
April 30, |
| ||||||||||||||||||
| | |
2023 |
| |
2022 |
| |
2023 |
| |
2022 |
| ||||||||||||
Increase (Decrease) in Net Assets from Operations | | | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income |
| | | $ | 4,144,111 | | | | | $ | 3,750,247 | | | | | $ | 3,445,395 | | | | | $ | 2,616,246 | | |
Net realized gain (loss) |
| | | | (7,369,032) | | | | | | 31,187,167 | | | | | | (9,030,087) | | | | | | 13,283,068 | | |
Net change in net
unrealized appreciation (depreciation) |
| | | | 10,322,520 | | | | | | (34,780,530) | | | | | | (196,040) | | | | | | (31,440,047) | | |
Net increase (decrease)
in net assets resulting from operations |
| | | | 7,097,599 | | | | | | 156,884 | | | | | | (5,780,732) | | | | | | (15,540,733) | | |
Distributions to Shareholders |
| | | | (4,210,806) | | | | | | (3,470,326) | | | | | | (3,441,045) | | | | | | (2,747,303) | | |
Capital Share Transactions | | | | | | | | | | | | | | | | | | | | | | | | | |
Proceeds from shares created |
| | | | 4,755,604 | | | | | | 15,815,556 | | | | | | 105,875,729 | | | | | | 31,395,599 | | |
Cost of shares redeemed |
| | | | (36,334,695) | | | | | | (11,791,217) | | | | | | (38,759,024) | | | | | | (33,458,171) | | |
Net increase (decrease)
from capital share transactions |
| | | | (31,579,091) | | | | | | 4,024,339 | | | | | | 67,116,705 | | | | | | (2,062,572) | | |
Total increase (decrease) in net assets
|
| | | | (28,692,298) | | | | | | 710,897 | | | | | | 57,894,928 | | | | | | (20,350,608) | | |
Net Assets | | | | | | | | | | | | | | | | | | | | | | | | | |
Beginning of year |
| | | | 306,318,571 | | | | | | 305,607,674 | | | | | | 186,308,438 | | | | | | 206,659,046 | | |
End of year |
| | |
$ |
277,626,273 |
| | | |
$ |
306,318,571 |
| | | |
$ |
244,203,366 |
| | | |
$ |
186,308,438 |
| |
Changes in Shares Outstanding | | | | | | | | | | | | | | | | | | | | | | | | | |
Shares outstanding, beginning of year
|
| | | | 9,500,000 | | | | | | 9,400,000 | | | | | | 5,850,000 | | | | | | 5,900,000 | | |
Shares created |
| | | | 150,000 | | | | | | 450,000 | | | | | | 3,300,000 | | | | | | 900,000 | | |
Shares redeemed |
| | | | (1,150,000) | | | | | | (350,000) | | | | | | (1,200,000) | | | | | | (950,000) | | |
Shares outstanding, end of year |
| | |
|
8,500,000 |
| | | |
|
9,500,000 |
| | | |
|
7,950,000 |
| | | |
|
5,850,000 |
| |
| | |
IQ CBRE NextGen Real Estate ETF |
| |
IQ FTSE International Equity Currency Neutral ETF |
| ||||||||||||||||||
| | |
For the Year Ended
April 30, |
| |
For the Year Ended
April 30, |
| ||||||||||||||||||
| | |
2023 |
| |
2022 |
| |
2023 |
| |
2022 |
| ||||||||||||
Increase (Decrease) in Net Assets from Operations | | | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income |
| | | $ | 744,902 | | | | | $ | 774,102 | | | | | $ | 8,780,394 | | | | | $ | 8,517,908 | | |
Net realized gain (loss) |
| | | | (8,820,884) | | | | | | 5,868,280 | | | | | | 4,951,798 | | | | | | 10,657,101 | | |
Net change in net
unrealized appreciation (depreciation) |
| | | | 1,584,994 | | | | | | (6,397,027) | | | | | | 13,824,216 | | | | | | (27,937,419) | | |
Net increase (decrease)
in net assets resulting from operations |
| | | | (6,490,988) | | | | | | 245,355 | | | | | | 27,556,408 | | | | | | (8,762,410) | | |
Distributions to Shareholders |
| | | | (1,257,827) | | | | | | (1,830,575) | | | | | | (13,451,645) | | | | | | (9,308,477) | | |
Capital Share Transactions | | | | | | | | | | | | | | | | | | | | | | | | | |
Proceeds from shares created |
| | | | 2,239,801 | | | | | | 8,980,685 | | | | | | 82,169,189 | | | | | | 3,703,984 | | |
Cost of shares redeemed |
| | | | (11,207,822) | | | | | | (19,486,633) | | | | | | (36,452,098) | | | | | | (30,599,986) | | |
Net increase (decrease)
from capital share transactions |
| | | | (8,968,021) | | | | | | (10,505,948) | | | | | | 45,717,091 | | | | | | (26,896,002) | | |
Total increase (decrease) in net assets
|
| | | | (16,716,836) | | | | | | (12,091,168) | | | | | | 59,821,854 | | | | | | (44,966,889) | | |
Net Assets | | | | | | | | | | | | | | | | | | | | | | | | | |
Beginning of year |
| | | | 40,217,968 | | | | | | 52,309,136 | | | | | | 265,420,866 | | | | | | 310,387,755 | | |
End of year
|
| | | $ | 23,501,132 | | | | | $ | 40,217,968 | | | | | $ | 325,242,720 | | | | | $ | 265,420,866 | | |
Changes in Shares Outstanding | | | | | | | | | | | | | | | | | | | | | | | | | |
Shares outstanding, beginning of year
|
| | | | 1,650,000 | | | | | | 2,050,000 | | | | | | 11,600,000 | | | | | | 12,750,000 | | |
Shares created |
| | | | 100,000 | | | | | | 350,000 | | | | | | 3,850,000 | | | | | | 150,000 | | |
Shares redeemed |
| | | | (550,000) | | | | | | (750,000) | | | | | | (1,650,000) | | | | | | (1,300,000) | | |
Shares outstanding, end of year |
| | |
|
1,200,000 |
| | | |
|
1,650,000 |
| | | |
|
13,800,000 |
| | | |
|
11,600,000 |
| |
| | |
IQ U.S. Mid Cap R&D Leaders ETF |
| |
IQ U.S. Large Cap R&D Leaders ETF |
| ||||||||||||||||||
| | |
For the Year Ended April 30, 2023 |
| |
For the
Period February 8, 2022* to April 30, 2022 |
| |
For the Year Ended April 30, 2023 |
| |
For the
Period February 8, 2022* to April 30, 2022 |
| ||||||||||||
Increase (Decrease) in Net Assets from Operations | | | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income |
| | | $ | 33,428 | | | | | $ | 6,772 | | | | | $ | 62,100 | | | | | $ | 13,366 | | |
Net realized gain (loss) |
| | | | (360,556) | | | | | | 76,601 | | | | | | (120,856) | | | | | | 44,314 | | |
Net change in net
unrealized appreciation (depreciation) |
| | | | (36,414) | | | | | | (602,359) | | | | | | 229,960 | | | | | | (542,222) | | |
Net increase (decrease)
in net assets resulting from operations |
| | | | (363,542) | | | | | | (518,986) | | | | | | 171,204 | | | | | | (484,542) | | |
Distributions to Shareholders |
| | | | (30,506) | | | | | | (6,272) | | | | | | (62,738) | | | | | | (8,288) | | |
Capital Share Transactions | | | | | | | | | | | | | | | | | | | | | | | | | |
Proceeds from shares created |
| | | | — | | | | | | 6,290,485 | | | | | | — | | | | | | 6,245,569 | | |
Cost of shares redeemed |
| | | | — | | | | | | (1,266,526) | | | | | | — | | | | | | (1,258,771) | | |
Net increase (decrease)
from capital share transactions |
| | | | — | | | | | | 5,023,959 | | | | | | — | | | | | | 4,986,798 | | |
Total increase (decrease) in net assets
|
| | | | (394,048) | | | | | | 4,498,701 | | | | | | 108,466 | | | | | | 4,493,968 | | |
Net Assets | | | | | | | | | | | | | | | | | | | | | | | | | |
Beginning of period |
| | | | 4,498,701 | | | | | | — | | | | | | 4,493,968 | | | | | | — | | |
End of period
|
| | | $ | 4,104,653 | | | | | $ | 4,498,701 | | | | | $ | 4,602,434 | | | | | $ | 4,493,968 | | |
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 Global Equity R&D Leaders ETF |
| |
IQ Global Resources
ETF |
| ||||||||||||||||||
| | |
For the
Year Ended April 30, 2023 |
| |
For the
Period February 8, 2022* to April 30, 2022 |
| |
For the Year Ended April 30, |
| |||||||||||||||
| | |
2023 |
| |
2022 |
| ||||||||||||||||||
Increase (Decrease) in Net Assets from Operations | | | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income |
| | | $ | 98,381 | | | | | $ | 23,275 | | | | | $ | 1,532,871 | | | | | $ | 919,655 | | |
Net realized gain (loss) |
| | | | (175,652) | | | | | | (4,103) | | | | | | 1,031,832 | | | | | | 2,389,043 | | |
Net change in net
unrealized appreciation (depreciation) |
| | | | 374,304 | | | | | | (553,303) | | | | | | (1,358,965) | | | | | | 1,624,630 | | |
Net increase (decrease)
in net assets resulting from operations |
| | | | 297,033 | | | | | | (534,131) | | | | | | 1,205,738 | | | | | | 4,933,328 | | |
Distributions to Shareholders |
| | | | (97,529) | | | | | | (11,114) | | | | | | (1,420,439) | | | | | | — | | |
Capital Share Transactions | | | | | | | | | | | | | | | | | | | | | | | | | |
Proceeds from shares created |
| | | | 1,094,164 | | | | | | 6,223,519 | | | | | | 8,695,439 | | | | | | 14,010,013 | | |
Cost of shares redeemed |
| | | | — | | | | | | (1,220,944) | | | | | | (8,259,764) | | | | | | (4,893,460) | | |
Net increase (decrease)
from capital share transactions |
| | | | 1,094,164 | | | | | | 5,002,575 | | | | | | 435,675 | | | | | | 9,116,553 | | |
Total increase (decrease) in net assets
|
| | | | 1,293,668 | | | | | | 4,457,330 | | | | | | 220,974 | | | | | | 14,049,881 | | |
Net Assets | | | | | | | | | | | | | | | | | | | | | | | | | |
Beginning of period |
| | | | 4,457,330 | | | | | | — | | | | | | 34,070,390 | | | | | | 20,020,509 | | |
End of period
|
| | | $ | 5,750,998 | | | | | $ | 4,457,330 | | | | | $ | 34,291,364 | | | | | $ | 34,070,390 | | |
Changes in Shares Outstanding | | | | | | | | | | | | | | | | | | | | | | | | | |
Shares outstanding, beginning of period
|
| | | | 200,000 | | | | | | — | | | | | | 1,000,000 | | | | | | 700,000 | | |
Shares created |
| | | | 50,000 | | | | | | 250,000 | | | | | | 250,000 | | | | | | 450,000 | | |
Shares redeemed |
| | | | — | | | | | | (50,000) | | | | | | (250,000) | | | | | | (150,000) | | |
Shares outstanding, end of period
|
| | |
|
250,000 |
| | | |
|
200,000 |
| | | |
|
1,000,000 |
| | | |
|
1,000,000 |
| |
| | |
IQ Real Return ETF
|
| |
IQ Clean Oceans ETF
|
| | | ||||||||||||||||||||||
| | |
For the Year Ended April 30, |
| |
For the
Year Ended April 30, 2023 |
| |
For the
Period October 21, 2021* to April 30, 2022 |
| | | |||||||||||||||||||
| | |
2023 |
| |
2022 |
| | | | | | | ||||||||||||||||||
Increase (Decrease) in Net Assets from Operations | | | | | | | | | | | | | | | | | | | | | | | | | | | | ||||
Net investment income |
| | | $ | 579,189 | | | | | $ | 369,143 | | | | | $ | 106,094 | | | | | $ | 51,936 | | | | | ||||
Net realized gain (loss) |
| | | | (1,498,070) | | | | | | 478,553 | | | | | | (819,891) | | | | | | 11,942 | | | | | ||||
Net change in net
unrealized appreciation (depreciation) |
| | | | 57,082 | | | | | | (855,230) | | | | | | 841,239 | | | | | | (921,579) | | | | | ||||
Net increase (decrease)
in net assets resulting from operations |
| | | | (861,799) | | | | | | (7,534) | | | | | | 127,442 | | | | | | (848,701) | | | | | ||||
Distributions to Shareholders |
| | | | (421,464) | | | | | | (307,104) | | | | | | (73,790) | | | | | | (34,323) | | | | | ||||
Capital Share Transactions | | | | | | | | | | | | | | | | | | | | | | | | | | | | ||||
Proceeds from shares created |
| | | | — | | | | | | 12,449,377 | | | | | | — | | | | | | 7,404,302 | | | | | ||||
Cost of shares redeemed |
| | | | (19,214,614) | | | | | | (38,513,996) | | | | | | — | | | | | | (1,264,476) | | | | | ||||
Net increase (decrease)
from capital share transactions |
| | | | (19,214,614) | | | | | | (26,064,619) | | | | | | — | | | | | | 6,139,826 | | | | | ||||
Total increase (decrease) in net assets
|
| | | | (20,497,877) | | | | | | (26,379,257) | | | | | | 53,652 | | | | | | 5,256,802 | | | | | ||||
Net Assets | | | | | | | | | | | | | | | | | | | | | | | | | | | | ||||
Beginning of period |
| | | | 26,856,076 | | | | | | 53,235,333 | | | | | | 5,256,802 | | | | | | — | | | | | ||||
End of period
|
| | | $ | 6,358,199 | | | | | $ | 26,856,076 | | | | | $ | 5,310,454 | | | | | $ | 5,256,802 | | | | | ||||
Changes in Shares Outstanding | | | | | | | | | | | | | | | | | | | | | | | | | | | | ||||
Shares outstanding, beginning of period
|
| | | | 1,000,000 | | | | | | 1,950,000 | | | | | | 250,000 | | | | | | — | | | | | ||||
Shares created |
| | | | — | | | | | | 450,000 | | | | | | — | | | | | | 300,000 | | | | | ||||
Shares redeemed |
| | | | (750,000) | | | | | | (1,400,000) | | | | | | — | | | | | | (50,000) | | | | | ||||
Shares outstanding, end of period
|
| | |
|
250,000 |
| | | |
|
1,000,000 |
| | | |
|
250,000 |
| | | |
|
250,000 |
| | | |
| | |
IQ Cleaner Transport
ETF |
| |
IQ Engender Equality
ETF |
| ||||||||||||||||||
| | |
For the Year Ended April 30, 2023 |
| |
For the
Period October 21, 2021* to April 30, 2022 |
| |
For the Year Ended April 30, 2023 |
| |
For the
Period October 21, 2021* to April 30, 2022 |
| ||||||||||||
Increase (Decrease) in Net Assets from Operations | | | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income |
| | | $ | 150,296 | | | | | $ | 32,833 | | | | | $ | 75,247 | | | | | $ | 50,111 | | |
Net realized gain (loss) |
| | | | (795,701) | | | | | | (97,242) | | | | | | (684,646) | | | | | | 12,314 | | |
Net change in net
unrealized appreciation (depreciation) |
| | | | 686,107 | | | | | | (1,201,606) | | | | | | 899,945 | | | | | | (847,517) | | |
Net increase (decrease)
in net assets resulting from operations |
| | | | 40,702 | | | | | | (1,266,015) | | | | | | 290,546 | | | | | | (785,092) | | |
Distributions to Shareholders |
| | | | (119,864) | | | | | | (27,324) | | | | | | (79,325) | | | | | | (40,598) | | |
Capital Share Transactions | | | | | | | | | | | | | | | | | | | | | | | | | |
Proceeds from shares created |
| | | | 1,052,907 | | | | | | 8,587,414 | | | | | | — | | | | | | 7,534,928 | | |
Cost of shares redeemed |
| | | | (962,562) | | | | | | (1,116,668) | | | | | | — | | | | | | (1,253,372) | | |
Net increase (decrease) from capital
share transactions |
| | | | 90,345 | | | | | | 7,470,746 | | | | | | — | | | | | | 6,281,556 | | |
Total increase (decrease) in net assets
|
| | | | 11,183 | | | | | | 6,177,407 | | | | | | 211,221 | | | | | | 5,455,866 | | |
Net Assets | | | | | | | | | | | | | | | | | | | | | | | | | |
Beginning of period |
| | | | 6,177,407 | | | | | | — | | | | | | 5,455,866 | | | | | | — | | |
End of period
|
| | | $ | 6,188,590 | | | | | $ | 6,177,407 | | | | | $ | 5,667,087 | | | | | $ | 5,455,866 | | |
Changes in Shares Outstanding | | | | | | | | | | | | | | | | | | | | | | | | | |
Shares outstanding, beginning of period
|
| | | | 300,000 | | | | | | — | | | | | | 250,000 | | | | | | — | | |
Shares created |
| | | | 50,000 | | | | | | 350,000 | | | | | | — | | | | | | 300,000 | | |
Shares redeemed |
| | | | (50,000) | | | | | | (50,000) | | | | | | — | | | | | | (50,000) | | |
Shares outstanding, end of period
|
| | |
|
300,000 |
| | | |
|
300,000 |
| | | |
|
250,000 |
| | | |
|
250,000 |
| |
| | |
IQ Healthy Hearts ETF
|
| |||||||||
| | |
For the Year Ended
April 30, |
| |||||||||
| | |
2023 |
| |
2022 |
| ||||||
Increase (Decrease) in Net Assets from Operations | | | | | | | | | | | | | |
Net investment income |
| | | $ | 93,216 | | | | | $ | 80,647 | | |
Net realized gain (loss) |
| | | | (457,826) | | | | | | 549,101 | | |
Net change in net unrealized appreciation
(depreciation) |
| | | | 804,256 | | | | | | (247,569) | | |
Net increase (decrease) in net assets
resulting from operations |
| | | | 439,646 | | | | | | 382,179 | | |
Distributions to Shareholders |
| | | | (95,171) | | | | | | (80,268) | | |
Capital Share Transactions | | | | | | | | | | | | | |
Proceeds from shares created |
| | | | 1,282,189 | | | | | | 4,190,216 | | |
Cost of shares redeemed |
| | | | — | | | | | | (4,158,314) | | |
Net increase (decrease) from capital
share transactions |
| | | | 1,282,189 | | | | | | 31,902 | | |
Total increase (decrease) in net assets
|
| | | | 1,626,664 | | | | | | 333,813 | | |
Net Assets | | | | | | | | | | | | | |
Beginning of period |
| | | | 6,893,257 | | | | | | 6,559,444 | | |
End of period |
| | |
$ |
8,519,921 |
| | | |
$ |
6,893,257 |
| |
Changes in Shares Outstanding | | | | | | | | | | | | | |
Shares outstanding, beginning of period
|
| | | | 250,000 | | | | | | 250,000 | | |
Shares created |
| | | | 50,000 | | | | | | 150,000 | | |
Shares redeemed |
| | | | — | | | | | | (150,000) | | |
Shares outstanding, end of period
|
| | |
|
300,000 |
| | | |
|
250,000 |
| |
| | |
IQ Hedge
Multi-Strategy Tracker ETF |
| |||||||||||||||||||||||||||
| | |
For the Year Ended
April 30, |
| |||||||||||||||||||||||||||
| | |
2023 |
| |
2022 |
| |
2021 |
| |
2020 |
| |
2019 |
| |||||||||||||||
Net asset value, beginning of year
|
| | | $ | 29.76 | | | | | $ | 32.02 | | | | | $ | 29.41 | | | | | $ | 30.29 | | | | | $ | 30.39 | | |
Income from Investment Operations | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income(a)(b)
|
| | | | 0.72 | | | | | | 0.41 | | | | | | 0.42 | | | | | | 0.75 | | | | | | 0.72 | | |
Net realized and unrealized gain (loss)
|
| | | | (0.54) | | | | | | (2.65) | | | | | | 2.79 | | | | | | (1.04) | | | | | | (0.27) | | |
Distributions of net
realized gains from investments in other investment companies |
| | | | — | | | | | | 0.07 | | | | | | 0.03 | | | | | | 0.00(c) | | | | | | — | | |
Net increase (decrease)
in net assets resulting from investment operations |
| | | | 0.18 | | | | | | (2.17) | | | | | | 3.24 | | | | | | (0.29) | | | | | | 0.45 | | |
Distributions from: | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income |
| | | | (0.57) | | | | | | (0.09) | | | | | | (0.63) | | | | | | (0.59) | | | | | | (0.55) | | |
Net asset value, end of year |
| | | $ | 29.37 | | | | | $ | 29.76 | | | | | $ | 32.02 | | | | | $ | 29.41 | | | | | $ | 30.29 | | |
Market price, end of year |
| | | $ | 29.38 | | | | | $ | 29.75 | | | | | $ | 32.01 | | | | | $ | 29.34 | | | | | $ | 30.28 | | |
Total Return | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Total investment return
based on net asset value(d)
|
| | | | 0.68% | | | | | | (6.80)% | | | | | | 11.01% | | | | | | (1.04)% | | | | | | 1.56% | | |
Total investment return
based on market price(e) |
| | | | 0.73% | | | | | | (6.80)% | | | | | | 11.26% | | | | | | (1.26)% | | | | | | 1.56% | | |
Ratios/Supplemental Data | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Net assets, end of year (000’s omitted)
|
| | | $ | 606,499 | | | | | $ | 757,270 | | | | | $ | 795,577 | | | | | $ | 739,660 | | | | | $ | 993,422 | | |
Ratio to average net assets of: | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Expenses net of waivers/reimbursements(f)
|
| | | | 0.55%(g) | | | | | | 0.54% | | | | | | 0.54% | | | | | | 0.54% | | | | | | 0.54% | | |
Expenses excluding
waivers/reimbursements(f)
|
| | | | 0.77% | | | | | | 0.76% | | | | | | 0.76% | | | | | | 0.76% | | | | | | 0.76% | | |
Net investment income (loss)(b)
|
| | | | 2.50% | | | | | | 1.29% | | | | | | 1.35% | | | | | | 2.49% | | | | | | 2.40% | | |
Portfolio turnover rate(h)
|
| | | | 94% | | | | | | 138% | | | | | | 163% | | | | | | 166% | | | | | | 137% | | |
| | |
IQ Merger Arbitrage
ETF |
| |||||||||||||||||||||||||||
| | |
For the Year Ended
April 30, |
| |||||||||||||||||||||||||||
| | |
2023 |
| |
2022 |
| |
2021 |
| |
2020 |
| |
2019 |
| |||||||||||||||
Net asset value, beginning of year
|
| | | $ | 31.81 | | | | | $ | 33.62 | | | | | $ | 31.53 | | | | | $ | 31.50 | | | | | $ | 30.72 | | |
Income from Investment Operations | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income(a)(b)
|
| | | | 0.43 | | | | | | 0.09 | | | | | | 0.31 | | | | | | 0.14 | | | | | | 0.07 | | |
Net realized and unrealized gain (loss)
|
| | | | (0.50) | | | | | | (1.90) | | | | | | 2.55 | | | | | | (0.11) | | | | | | 0.71 | | |
Distributions of net
realized gains from investments in other investment companies |
| | | | — | | | | | | 0.00(c) | | | | | | 0.00(c) | | | | | | 0.00(c) | | | | | | — | | |
Net increase (decrease)
in net assets resulting from investment operations |
| | | | (0.07) | | | | | | (1.81) | | | | | | 2.86 | | | | | | 0.03 | | | | | | 0.78 | | |
Distributions from: | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income |
| | | | — | | | | | | — | | | | | | (0.77) | | | | | | — | | | | | | — | | |
Net asset value, end of year |
| | | $ | 31.74 | | | | | $ | 31.81 | | | | | $ | 33.62 | | | | | $ | 31.53 | | | | | $ | 31.50 | | |
Market price, end of year |
| | | $ | 31.72 | | | | | $ | 31.78 | | | | | $ | 33.67 | | | | | $ | 31.45 | | | | | $ | 31.48 | | |
Total Return | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Total investment return
based on net asset value(d)
|
| | | | (0.21)% | | | | | | (5.38)% | | | | | | 9.07% | | | | | | 0.10% | | | | | | 2.52% | | |
Total investment return
based on market price(e)
|
| | | | (0.19)% | | | | | | (5.61)% | | | | | | 9.53% | | | | | | (0.10)% | | | | | | 2.37% | | |
Ratios/Supplemental Data | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Net assets, end of year (000’s omitted)
|
| | | $ | 460,194 | | | | | $ | 591,634 | | | | | $ | 746,279 | | | | | $ | 723,582 | | | | | $ | 985,800 | | |
Ratio to average net assets of: | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Expenses(f)
|
| | | | 0.77% | | | | | | 0.76% | | | | | | 0.76% | | | | | | 0.76% | | | | | | 0.76% | | |
Net investment income (loss)(b)
|
| | | | 1.36% | | | | | | 0.28% | | | | | | 0.94% | | | | | | 0.42% | | | | | | 0.21% | | |
Portfolio turnover rate(g)
|
| | | | 367% | | | | | | 314% | | | | | | 313% | | | | | | 308% | | | | | | 337% | | |
| | |
IQ 500 International
ETF |
| |||||||||||||||||||||||||||
| | |
For the Year Ended
April 30, |
| |
For the
Period December 13, 2018(a) to April 30, 2019 |
| ||||||||||||||||||||||||
| | |
2023 |
| |
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)
|
| | | | 1.01 | | | | | | 1.03 | | | | | | 0.77 | | | | | | 0.72 | | | | | | 0.39 | | |
Net realized and unrealized gain (loss)
|
| | | | 1.53 | | | | | | (2.35) | | | | | | 10.19 | | | | | | (5.40) | | | | | | 1.77 | | |
Net increase (decrease)
in net assets resulting from investment operations |
| | | | 2.54 | | | | | | (1.32) | | | | | | 10.96 | | | | | | (4.68) | | | | | | 2.16 | | |
Distributions from: | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income |
| | | | (1.00) | | | | | | (1.18) | | | | | | (0.67) | | | | | | (0.67) | | | | | | (0.02) | | |
Net asset value, end of period |
| | | $ | 31.62 | | | | | $ | 30.08 | | | | | $ | 32.58 | | | | | $ | 22.29 | | | | | $ | 27.64 | | |
Market price, end of period |
| | | $ | 31.70 | | | | | $ | 29.74 | | | | | $ | 32.52 | | | | | $ | 22.10 | | | | | $ | 27.65 | | |
Total Return | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Total investment return
based on net asset value(d)
|
| | | | 8.93% | | | | | | (4.29)% | | | | | | 49.88% | | | | | | (17.33)% | | | | | | 8.47% | | |
Total investment return
based on market price(e)
|
| | | | 10.47% | | | | | | (5.21)% | | | | | | 50.94% | | | | | | (18.07)% | | | | | | 8.52%(f) | | |
Ratios/Supplemental Data | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Net assets, end of period (000’s omitted)
|
| | | $ | 196,032 | | | | | $ | 210,578 | | | | | $ | 244,336 | | | | | $ | 218,451 | | | | | $ | 85,675 | | |
Ratio to average net assets of: | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Expenses net of
waivers/ reimbursements(g) |
| | | | 0.25% | | | | | | 0.25% | | | | | | 0.25% | | | | | | 0.25% | | | | | | 0.25%(h) | | |
Expenses excluding
waivers/ reimbursements(g)
|
| | | | 0.26% | | | | | | 0.26% | | | | | | 0.26% | | | | | | 0.26% | | | | | | 0.26%(h) | | |
Net investment income (loss)(c)
|
| | | | 3.56% | | | | | | 3.15% | | | | | | 2.86% | | | | | | 2.81% | | | | | | 3.90%(h) | | |
Portfolio turnover rate(i)
|
| | | | 20% | | | | | | 19% | | | | | | 9% | | | | | | 13% | | | | | | 0% | | |
| | |
IQ Candriam ESG
International Equity ETF |
| |||||||||||||||||||||
| | |
For the Year Ended
April 30, |
| |
For the
Period December 17, 2019(a) to April 30, 2020 |
| ||||||||||||||||||
| | |
2023 |
| |
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)
|
| | | | 0.79 | | | | | | 0.85 | | | | | | 0.62 | | | | | | 0.26 | | |
Net realized and unrealized gain (loss)
|
| | | | 1.16 | | | | | | (3.05) | | | | | | 8.01 | | | | | | (4.34) | | |
Net increase (decrease)
in net assets resulting from investment operations |
| | | | 1.95 | | | | | | (2.20) | | | | | | 8.63 | | | | | | (4.08) | | |
Distributions from: | | | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income |
| | | | (0.78) | | | | | | (0.85) | | | | | | (0.42) | | | | | | (0.11) | | |
Net asset value, end of period |
| | | $ | 27.33 | | | | | $ | 26.16 | | | | | $ | 29.21 | | | | | $ | 21.00 | | |
Market price, end of period |
| | | $ | 27.40 | | | | | $ | 25.79 | | | | | $ | 29.25 | | | | | $ | 20.87 | | |
Total Return | | | | | | | | | | | | | | | | | | | | | | | | | |
Total investment return based on net
asset value(d) |
| | | | 7.98% | | | | | | (7.82)% | | | | | | 41.45% | | | | | | (16.18)% | | |
Total investment return based on market
price(e)
|
| | | | 9.81% | | | | | | (9.25)% | | | | | | 42.51% | | | | | | (16.68)%(f) | | |
Ratios/Supplemental Data | | | | | | | | | | | | | | | | | | | | | | | | | |
Net assets, end of period (000’s omitted)
|
| | | $ | 192,671 | | | | | $ | 198,798 | | | | | $ | 186,951 | | | | | $ | 46,196 | | |
Ratio to average net assets of: | | | | | | | | | | | | | | | | | | | | | | | | | |
Expenses net of waivers/reimbursements(g)
|
| | | | 0.15% | | | | | | 0.15% | | | | | | 0.15% | | | | | | 0.15%(h) | | |
Expenses excluding
waivers/reimbursements(g)
|
| | | | 0.16% | | | | | | 0.16% | | | | | | 0.16% | | | | | | 0.16%(h) | | |
Net investment income (loss)(c)
|
| | | | 3.19% | | | | | | 2.90% | | | | | | 2.41% | | | | | | 3.20%(h) | | |
Portfolio turnover rate(i)
|
| | | | 17% | | | | | | 10% | | | | | | 21% | | | | | | 3% | | |
| | |
IQ Candriam ESG U.S. Mid Cap Equity ETF |
| |||
| | |
For the
Period October 25, 2022(a) to April 30, 2023 |
| |||
Net asset value, beginning of period
|
| | | $ | 25.00 | | |
Income from Investment Operations | | | | | | | |
Net investment income(b)(c)
|
| | | | 0.23 | | |
Net realized and unrealized gain (loss)
|
| | | | 1.69 | | |
Net increase (decrease) in net assets
resulting from investment operations |
| | | | 1.92 | | |
Distributions from: | | | | | | | |
Net investment income |
| | | | (0.18) | | |
Net asset value, end of period |
| | | $ | 26.74 | | |
Market price, end of period |
| | | $ | 26.75 | | |
Total Return | | | | | | | |
Total investment return based on net
asset value(d)
|
| | | | 6.85% | | |
Total investment return based on market
price(e)
|
| | | | 6.88%(f) | | |
Ratios/Supplemental Data | | | | | | | |
Net assets, end of period (000’s omitted)
|
| | | $ | 5,349 | | |
Ratio to average net assets of: | | | | | | | |
Expenses net of waivers/reimbursements(g)
|
| | | | 0.15%(h) | | |
Expenses excluding
waivers/reimbursements(g)
|
| | | | 0.19%(h) | | |
Net investment income (loss)(c)
|
| | | | 1.65%(h) | | |
Portfolio turnover rate(i)
|
| | | | 13% | | |
| | |
IQ Candriam ESG U.S.
Large Cap Equity ETF |
| |||||||||||||||||||||
| | |
For the Year Ended
April 30, |
| |
For the
Period December 17, 2019(a) to April 30, 2020 |
| ||||||||||||||||||
| | |
2023 |
| |
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)
|
| | | | 0.49 | | | | | | 0.46 | | | | | | 0.42 | | | | | | 0.15 | | |
Net realized and unrealized gain (loss)
|
| | | | 0.11 | | | | | | (0.01) | | | | | | 11.32 | | | | | | (1.08) | | |
Net increase (decrease)
in net assets resulting from investment operations |
| | | | 0.60 | | | | | | 0.45 | | | | | | 11.74 | | | | | | (0.93) | | |
Distributions from: | | | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income |
| | | | (0.48) | | | | | | (0.45) | | | | | | (0.31) | | | | | | (0.12) | | |
Net asset value, end of period |
| | | $ | 35.68 | | | | | $ | 35.56 | | | | | $ | 35.56 | | | | | $ | 24.13 | | |
Market price, end of period |
| | | $ | 35.68 | | | | | $ | 35.58 | | | | | $ | 35.57 | | | | | $ | 24.12 | | |
Total Return | | | | | | | | | | | | | | | | | | | | | | | | | |
Total investment return based on net
asset value(d)
|
| | | | 1.81% | | | | | | 1.21% | | | | | | 48.85% | | | | | | (3.59)% | | |
Total investment return based on market
price(e)
|
| | | | 1.75% | | | | | | 1.23% | | | | | | 49.00% | | | | | | (3.64)%(f) | | |
Ratios/Supplemental Data | | | | | | | | | | | | | | | | | | | | | | | | | |
Net assets, end of period (000’s omitted)
|
| | | $ | 376,444 | | | | | $ | 428,535 | | | | | $ | 410,702 | | | | | $ | 6,034 | | |
Ratio to average net assets of: | | | | | | | | | | | | | | | | | | | | | | | | | |
Expenses net of waivers/reimbursements(g)
|
| | | | 0.09% | | | | | | 0.09% | | | | | | 0.09% | | | | | | 0.09%(h) | | |
Expenses excluding
waivers/reimbursements(g)
|
| | | | 0.10% | | | | | | 0.10% | | | | | | 0.10% | | | | | | 0.11%(h) | | |
Net investment income (loss)(c)
|
| | | | 1.45% | | | | | | 1.21% | | | | | | 1.35% | | | | | | 1.67%(h) | | |
Portfolio turnover rate(i)
|
| | | | 19% | | | | | | 5% | | | | | | 21% | | | | | | 12% | | |
| | |
IQ Chaikin U.S. Large
Cap ETF |
| |||||||||||||||||||||||||||
| | |
For the Year Ended
April 30, |
| |||||||||||||||||||||||||||
| | |
2023 |
| |
2022 |
| |
2021 |
| |
2020 |
| |
2019 |
| |||||||||||||||
Net asset value, beginning of year
|
| | | $ | 32.24 | | | | | $ | 32.51 | | | | | $ | 21.95 | | | | | $ | 24.75 | | | | | $ | 25.30 | | |
Income from Investment Operations | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income(a)(b)
|
| | | | 0.46 | | | | | | 0.40 | | | | | | 0.38 | | | | | | 0.58 | | | | | | 0.48 | | |
Net realized and unrealized gain (loss)
|
| | | | 0.43 | | | | | | (0.30) | | | | | | 10.60 | | | | | | (2.80) | | | | | | (0.53) | | |
Net increase (decrease)
in net assets resulting from investment operations |
| | | | 0.89 | | | | | | 0.10 | | | | | | 10.98 | | | | | | (2.22) | | | | | | (0.05) | | |
Distributions from: | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income |
| | | | (0.47) | | | | | | (0.37) | | | | | | (0.42) | | | | | | (0.58) | | | | | | (0.50) | | |
Net asset value, end of year |
| | | $ | 32.66 | | | | | $ | 32.24 | | | | | $ | 32.51 | | | | | $ | 21.95 | | | | | $ | 24.75 | | |
Market price, end of year |
| | | $ | 32.66 | | | | | $ | 32.25 | | | | | $ | 32.54 | | | | | $ | 21.92 | | | | | $ | 24.75 | | |
Total Return | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Total investment return
based on net asset value(c)
|
| | | | 2.85% | | | | | | 0.24% | | | | | | 50.46% | | | | | | (9.04)% | | | | | | (0.13)% | | |
Total investment return
based on market price(d)
|
| | | | 2.83% | | | | | | 0.17% | | | | | | 50.82% | | | | | | (9.18)% | | | | | | (0.13)% | | |
Ratios/Supplemental Data | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Net assets, end of year (000’s omitted)
|
| | | $ | 277,626 | | | | | $ | 306,319 | | | | | $ | 305,608 | | | | | $ | 220,630 | | | | | $ | 278,412 | | |
Ratio to average net assets of: | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Expenses net of
waivers/ reimbursements(e) |
| | | | 0.25% | | | | | | 0.25% | | | | | | 0.25% | | | | | | 0.25% | | | | | | 0.25% | | |
Expenses
excluding waivers/ reimbursements(e) |
| | | | 0.26% | | | | | | 0.26% | | | | | | 0.26% | | | | | | 0.26% | | | | | | 0.26% | | |
Net investment income (loss)(b)
|
| | | | 1.46% | | | | | | 1.17% | | | | | | 1.43% | | | | | | 2.35% | | | | | | 1.97% | | |
Portfolio turnover rate(f)
|
| | | | 51% | | | | | | 65% | | | | | | 68% | | | | | | 58% | | | | | | 52% | | |
| | |
IQ Chaikin U.S. Small
Cap ETF |
| |||||||||||||||||||||||||||
| | |
For the Year Ended
April 30, |
| |||||||||||||||||||||||||||
| | |
2023 |
| |
2022 |
| |
2021 |
| |
2020 |
| |
2019 |
| |||||||||||||||
Net asset value, beginning of year
|
| | | $ | 31.85 | | | | | $ | 35.03 | | | | | $ | 20.02 | | | | | $ | 25.72 | | | | | $ | 27.13 | | |
Income from Investment Operations | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income(a)(b)
|
| | | | 0.47 | | | | | | 0.44 | | | | | | 0.35 | | | | | | 0.28 | | | | | | 0.27 | | |
Net realized and unrealized gain (loss)
|
| | | | (1.13) | | | | | | (3.16) | | | | | | 15.01 | | | | | | (5.72) | | | | | | (1.39) | | |
Net increase (decrease)
in net assets resulting from investment operations |
| | | | (0.66) | | | | | | (2.72) | | | | | | 15.36 | | | | | | (5.44) | | | | | | (1.12) | | |
Distributions from: | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income |
| | | | (0.47) | | | | | | (0.46) | | | | | | (0.35) | | | | | | (0.26) | | | | | | (0.29) | | |
Net asset value, end of year |
| | | $ | 30.72 | | | | | $ | 31.85 | | | | | $ | 35.03 | | | | | $ | 20.02 | | | | | $ | 25.72 | | |
Market price, end of year |
| | | $ | 30.71 | | | | | $ | 31.83 | | | | | $ | 35.03 | | | | | $ | 20.02 | | | | | $ | 25.72 | | |
Total Return | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Total investment return
based on net asset value(c)
|
| | | | (2.10)% | | | | | | (7.89)% | | | | | | 77.31% | | | | | | (21.35)% | | | | | | (4.10)% | | |
Total investment return
based on market price(d)
|
| | | | (2.07)% | | | | | | (7.95)% | | | | | | 77.34% | | | | | | (21.34)% | | | | | | (4.14)% | | |
Ratios/Supplemental Data | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Net assets, end of year (000’s omitted)
|
| | | $ | 244,203 | | | | | $ | 186,308 | | | | | $ | 206,659 | | | | | $ | 103,108 | | | | | $ | 348,555 | | |
Ratio to average net assets of: | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Expenses net of
waivers/ reimbursements(e) |
| | | | 0.35% | | | | | | 0.35% | | | | | | 0.35% | | | | | | 0.35% | | | | | | 0.35% | | |
Expenses excluding
waivers/ reimbursements(e) |
| | | | 0.36% | | | | | | 0.36% | | | | | | 0.36% | | | | | | 0.36% | | | | | | 0.36% | | |
Net investment income (loss)(b)
|
| | | | 1.47% | | | | | | 1.24% | | | | | | 1.29% | | | | | | 1.14% | | | | | | 1.01% | | |
Portfolio turnover rate(f)
|
| | | | 62% | | | | | | 64% | | | | | | 76% | | | | | | 43% | | | | | | 57% | | |
| | |
IQ CBRE NextGen Real
Estate ETF |
| |||||||||||||||||||||||||||
| | |
For the Year Ended
April 30, |
| |||||||||||||||||||||||||||
| | |
2023 |
| |
2022 |
| |
2021 |
| |
2020 |
| |
2019 |
| |||||||||||||||
Net asset value, beginning of year
|
| | | $ | 24.37 | | | | | $ | 25.52 | | | | | $ | 17.32 | | | | | $ | 25.13 | | | | | $ | 24.14 | | |
Income from Investment Operations | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income(a)(b)
|
| | | | 0.51 | | | | | | 0.41 | | | | | | 0.33 | | | | | | 0.66 | | | | | | 0.79 | | |
Net realized and unrealized gain (loss)
|
| | | | (4.46) | | | | | | (0.58) | | | | | | 8.67 | | | | | | (7.16) | | | | | | 1.81 | | |
Net increase (decrease)
in net assets resulting from investment operations |
| | | | (3.95) | | | | | | (0.17) | | | | | | 9.00 | | | | | | (6.50) | | | | | | 2.60 | | |
Distributions from: | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income |
| | | | (0.84) | | | | | | (0.98) | | | | | | (0.32) | | | | | | (0.62) | | | | | | (0.78) | | |
Return of capital |
| | | | — | | | | | | — | | | | | | (0.48) | | | | | | (0.69) | | | | | | (0.83) | | |
Total distributions
from net investment income and return of capital |
| | | | (0.84) | | | | | | (0.98) | | | | | | (0.80) | | | | | | (1.31) | | | | | | (1.61) | | |
Net asset value, end of year |
| | | $ | 19.58 | | | | | $ | 24.37 | | | | | $ | 25.52 | | | | | $ | 17.32 | | | | | $ | 25.13 | | |
Market price, end of year |
| | | $ | 19.58 | | | | | $ | 24.35 | | | | | $ | 25.51 | | | | | $ | 17.30 | | | | | $ | 25.12 | | |
Total Return | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Total investment return
based on net asset value(c)
|
| | | | (16.22)% | | | | | | (0.76)% | | | | | | 53.54% | | | | | | (27.15)% | | | | | | 11.16% | | |
Total investment return
based on market price(d)
|
| | | | (16.15)% | | | | | | (0.84)% | | | | | | 53.68% | | | | | | (27.21)% | | | | | | 11.24% | | |
Ratios/Supplemental Data | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Net assets, end of year (000’s omitted)
|
| | | $ | 23,501 | | | | | $ | 40,218 | | | | | $ | 52,309 | | | | | $ | 40,702 | | | | | $ | 71,615 | | |
Ratio to average net assets of: | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Expenses net of
waivers/ reimbursements(e) |
| | | | 0.66%(f) | | | | | | 0.70% | | | | | | 0.70% | | | | | | 0.70% | | | | | | 0.70% | | |
Expenses excluding
waivers/ reimbursements(e) |
| | | | 0.66% | | | | | | 0.70% | | | | | | 0.70% | | | | | | 0.70% | | | | | | 0.70% | | |
Net investment income (loss)(b)
|
| | | | 2.45% | | | | | | 1.58% | | | | | | 1.66% | | | | | | 2.72% | | | | | | 3.11% | | |
Portfolio turnover rate(g)
|
| | | | 137% | | | | | | 31% | | | | | | 38% | | | | | | 26% | | | | | | 26% | | |
| | |
IQ FTSE International
Equity Currency Neutral ETF |
| |||||||||||||||||||||||||||
| | |
For the Year Ended
April 30, |
| |||||||||||||||||||||||||||
| | |
2023 |
| |
2022 |
| |
2021 |
| |
2020 |
| |
2019 |
| |||||||||||||||
Net asset value, beginning of year
|
| | | $ | 22.88 | | | | | $ | 24.34 | | | | | $ | 18.02 | | | | | $ | 20.59 | | | | | $ | 21.63 | | |
Income from Investment Operations | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income(a)(b)
|
| | | | 0.71 | | | | | | 0.67 | | | | | | 0.51 | | | | | | 0.56 | | | | | | 0.62 | | |
Net realized and unrealized gain (loss)
|
| | | | 1.05 | | | | | | (1.40) | | | | | | 6.28 | | | | | | (2.51) | | | | | | (0.77) | | |
Net increase (decrease)
in net assets resulting from investment operations |
| | | | 1.76 | | | | | | (0.73) | | | | | | 6.79 | | | | | | (1.95) | | | | | | (0.15) | | |
Distributions from: | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income |
| | | | (0.82) | | | | | | (0.73) | | | | | | (0.47) | | | | | | (0.62) | | | | | | (0.70) | | |
Net realized gain |
| | | | (0.25) | | | | | | — | | | | | | — | | | | | | — | | | | | | (0.19) | | |
Total distributions
from net investment income and realized gains |
| | | | (1.07) | | | | | | (0.73) | | | | | | (0.47) | | | | | | (0.62) | | | | | | (0.89) | | |
Net asset value, end of year |
| | | $ | 23.57 | | | | | $ | 22.88 | | | | | $ | 24.34 | | | | | $ | 18.02 | | | | | $ | 20.59 | | |
Market price, end of year |
| | | $ | 23.68 | | | | | $ | 22.60 | | | | | $ | 24.36 | | | | | $ | 17.83 | | | | | $ | 20.65 | | |
Total Return | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Total investment return
based on net asset value(c)
|
| | | | 8.31% | | | | | | (3.16)% | | | | | | 38.14% | | | | | | (9.74)% | | | | | | (0.42)% | | |
Total investment return
based on market price(d)
|
| | | | 10.19% | | | | | | (4.45)% | | | | | | 39.70% | | | | | | (10.94)% | | | | | | (0.03)% | | |
Ratios/Supplemental Data | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Net assets, end of year (000’s omitted)
|
| | | $ | 325,243 | | | | | $ | 265,421 | | | | | $ | 310,388 | | | | | $ | 249,575 | | | | | $ | 281,079 | | |
Ratio to average net assets of: | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Expenses net of
waivers/ reimbursements(e) |
| | | | 0.21% | | | | | | 0.20% | | | | | | 0.20% | | | | | | 0.20% | | | | | | 0.20% | | |
Expenses excluding
waivers/ reimbursements(e) |
| | | | 0.26% | | | | | | 0.36% | | | | | | 0.36% | | | | | | 0.36% | | | | | | 0.36% | | |
Net investment income (loss)(b)
|
| | | | 3.25% | | | | | | 2.72% | | | | | | 2.41% | | | | | | 2.78% | | | | | | 3.03% | | |
Portfolio turnover rate(f)
|
| | | | 14% | | | | | | 8% | | | | | | 10% | | | | | | 8% | | | | | | 13% | | |
| | |
IQ U.S. Mid Cap R&D Leaders ETF |
| |||||||||
| | |
For the Year Ended April 30, 2023 |
| |
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)
|
| | | | 0.17 | | | | | | 0.03 | | |
Net realized and unrealized gain (loss)
|
| | | | (1.99) | | | | | | (2.56) | | |
Net increase (decrease) in net assets
resulting from investment operations |
| | | | (1.82) | | | | | | (2.53) | | |
Distributions from: | | | | | | | | | | | | | |
Net investment income |
| | | | (0.15) | | | | | | (0.03) | | |
Net asset value, end of period |
| | | $ | 20.52 | | | | | $ | 22.49 | | |
Market price, end of period |
| | | $ | 20.53 | | | | | $ | 22.49 | | |
Total Return | | | | | | | | | | | | | |
Total investment return based on net
asset value(d)
|
| | | | (8.07)% | | | | | | (10.10)% | | |
Total investment return based on market
price(e)
|
| | | | (8.03)% | | | | | | (10.11)%(f) | | |
Ratios/Supplemental Data | | | | | | | | | | | | | |
Net assets, end of period (000’s omitted)
|
| | | $ | 4,105 | | | | | $ | 4,499 | | |
Ratio to average net assets of: | | | | | | | | | | | | | |
Expenses net of waivers/reimbursements(g)
|
| | | | 0.16% | | | | | | 0.16%(h) | | |
Expenses excluding
waivers/reimbursements(g)
|
| | | | 0.18% | | | | | | 0.17%(h) | | |
Net investment income (loss)(c)
|
| | | | 0.80% | | | | | | 0.61%(h) | | |
Portfolio turnover rate(i)
|
| | | | 54% | | | | | | 8% | | |
| | |
IQ U.S. Large Cap R&D Leaders ETF |
| |||||||||
| | |
For the Year Ended April 30, 2023 |
| |
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)
|
| | | | 0.31 | | | | | | 0.07 | | |
Net realized and unrealized gain (loss)
|
| | | | 0.54 | | | | | | (2.39) | | |
Net increase (decrease) in net assets
resulting from investment operations |
| | | | 0.85 | | | | | | (2.32) | | |
Distributions from: | | | | | | | | | | | | | |
Net investment income |
| | | | (0.31) | | | | | | (0.04) | | |
Net asset value, end of period |
| | | $ | 23.01 | | | | | $ | 22.47 | | |
Market price, end of period |
| | | $ | 23.02 | | | | | $ | 22.45 | | |
Total Return | | | | | | | | | | | | | |
Total investment return based on net
asset value(d)
|
| | | | 3.95% | | | | | | (9.37)% | | |
Total investment return based on market
price(e)
|
| | | | 4.08% | | | | | | (9.43)%(f) | | |
Ratios/Supplemental Data | | | | | | | | | | | | | |
Net assets, end of period (000’s omitted)
|
| | | $ | 4,602 | | | | | $ | 4,494 | | |
Ratio to average net assets of: | | | | | | | | | | | | | |
Expenses net of waivers/reimbursements(g)
|
| | | | 0.14% | | | | | | 0.14%(h) | | |
Expenses excluding
waivers/reimbursements(g)
|
| | | | 0.16% | | | | | | 0.15%(h) | | |
Net investment income (loss)(c)
|
| | | | 1.45% | | | | | | 1.21%(h) | | |
Portfolio turnover rate(i)
|
| | | | 23% | | | | | | 3% | | |
| | |
IQ Global Equity R&D Leaders ETF |
| |||||||||
| | |
For the Year Ended April 30, 2023 |
| |
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)
|
| | | | 0.46 | | | | | | 0.12 | | |
Net realized and unrealized gain (loss)
|
| | | | 0.71 | | | | | | (2.69) | | |
Net increase (decrease) in net assets
resulting from investment operations |
| | | | 1.17 | | | | | | (2.57) | | |
Distributions from: | | | | | | | | | | | | | |
Net investment income |
| | | | (0.46) | | | | | | (0.06) | | |
Net asset value, end of period |
| | | $ | 23.00 | | | | | $ | 22.29 | | |
Market price, end of period |
| | | $ | 23.05 | | | | | $ | 22.12 | | |
Total Return | | | | | | | | | | | | | |
Total investment return based on net
asset value(d)
|
| | | | 5.54% | | | | | | (10.35)% | | |
Total investment return based on market
price(e)
|
| | | | 6.54% | | | | | | (11.03)%(f) | | |
Ratios/Supplemental Data | | | | | | | | | | | | | |
Net assets, end of period (000’s omitted)
|
| | | $ | 5,751 | | | | | $ | 4,457 | | |
Ratio to average net assets of: | | | | | | | | | | | | | |
Expenses net of waivers/reimbursements(g)
|
| | | | 0.18% | | | | | | 0.18%(h) | | |
Expenses excluding
waivers/reimbursements(g)
|
| | | | 0.20% | | | | | | 0.19%(h) | | |
Net investment income (loss)(c)
|
| | | | 2.19% | | | | | | 2.15%(h) | | |
Portfolio turnover rate(i)
|
| | | | 27% | | | | | | 12% | | |
| | |
IQ Global Resources
ETF |
| |||||||||||||||||||||||||||
| | |
For the Year Ended
April 30, |
| |||||||||||||||||||||||||||
| | |
2023 |
| |
2022 |
| |
2021 |
| |
2020 |
| |
2019 |
| |||||||||||||||
Net asset value, beginning of year
|
| | | $ | 34.07 | | | | | $ | 28.60 | | | | | $ | 24.16 | | | | | $ | 26.97 | | | | | $ | 27.76 | | |
Income from Investment Operations | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income(a)(b)
|
| | | | 1.35 | | | | | | 1.05 | | | | | | 0.71 | | | | | | 0.66 | | | | | | 0.65 | | |
Net realized and unrealized gain (loss)
|
| | | | 0.16(c) | | | | | | 4.42 | | | | | | 6.27 | | | | | | (3.00) | | | | | | (1.24) | | |
Distributions of net
realized gains from investments in other investment companies |
| | | | — | | | | | | — | | | | | | 0.01 | | | | | | 0.00(d) | | | | | | — | | |
Net increase (decrease)
in net assets resulting from investment operations |
| | | | 1.51 | | | | | | 5.47 | | | | | | 6.99 | | | | | | (2.34) | | | | | | (0.59) | | |
Distributions from: | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income |
| | | | (1.29) | | | | | | — | | | | | | (2.55) | | | | | | (0.47) | | | | | | (0.20) | | |
Net asset value, end of year |
| | | $ | 34.29 | | | | | $ | 34.07 | | | | | $ | 28.60 | | | | | $ | 24.16 | | | | | $ | 26.97 | | |
Market price, end of year |
| | | $ | 34.31 | | | | | $ | 33.92 | | | | | $ | 28.55 | | | | | $ | 23.99 | | | | | $ | 27.06 | | |
Total Return | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Total investment return
based on net asset value(e)
|
| | | | 4.79% | | | | | | 19.11% | | | | | | 30.07% | | | | | | (8.89)% | | | | | | (2.08)% | | |
Total investment return
based on market price(f)
|
| | | | 5.32% | | | | | | 18.81% | | | | | | 30.76% | | | | | | (9.81)% | | | | | | (1.38)% | | |
Ratios/Supplemental Data | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Net assets, end of year (000’s omitted)
|
| | | $ | 34,291 | | | | | $ | 34,070 | | | | | $ | 20,021 | | | | | $ | 22,948 | | | | | $ | 175,312 | | |
Ratio to average net assets of: | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Expenses net of
waivers/ reimbursements(g) |
| | | | 0.31%(h) | | | | | | 0.43% | | | | | | 0.76% | | | | | | 0.76% | | | | | | 0.76% | | |
Expenses excluding
waivers/ reimbursements(g)
|
| | | | 0.32% | | | | | | 0.43% | | | | | | 0.76% | | | | | | 0.76% | | | | | | 0.76% | | |
Net investment income (loss)(b)
|
| | | | 4.10% | | | | | | 3.40% | | | | | | 2.70% | | | | | | 2.48% | | | | | | 2.37% | | |
Portfolio turnover rate(i)
|
| | | | 17% | | | | | | 77% | | | | | | 98% | | | | | | 100% | | | | | | 132% | | |
| | |
IQ Real Return ETF
|
| |||||||||||||||||||||||||||
| | |
For the Year Ended
April 30, |
| |||||||||||||||||||||||||||
| | |
2023 |
| |
2022 |
| |
2021 |
| |
2020 |
| |
2019 |
| |||||||||||||||
Net asset value, beginning of year
|
| | | $ | 26.86 | | | | | $ | 27.30 | | | | | $ | 26.94 | | | | | $ | 27.83 | | | | | $ | 27.47 | | |
Income from Investment Operations | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income(a)(b)
|
| | | | 1.30 | | | | | | 0.22 | | | | | | 0.15 | | | | | | 0.54 | | | | | | 0.49 | | |
Net realized and unrealized gain (loss)
|
| | | | (1.92) | | | | | | (0.57) | | | | | | 0.44 | | | | | | (0.84) | | | | | | 0.22 | | |
Distributions of net
realized gains from investments in other investment companies |
| | | | — | | | | | | 0.11 | | | | | | 0.04 | | | | | | 0.00(c) | | | | | | — | | |
Net increase (decrease)
in net assets resulting from investment operations |
| | | | (0.62) | | | | | | (0.24) | | | | | | 0.63 | | | | | | (0.30) | | | | | | 0.71 | | |
Distributions from: | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income |
| | | | (0.81) | | | | | | (0.20) | | | | | | (0.27) | | | | | | (0.59) | | | | | | (0.35) | | |
Net asset value, end of year |
| | | $ | 25.43 | | | | | $ | 26.86 | | | | | $ | 27.30 | | | | | $ | 26.94 | | | | | $ | 27.83 | | |
Market price, end of year |
| | | $ | 25.43 | | | | | $ | 26.89 | | | | | $ | 27.29 | | | | | $ | 26.86 | | | | | $ | 27.80 | | |
Total Return | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Total investment return
based on net asset value(d)
|
| | | | (2.30)% | | | | | | (0.90)% | | | | | | 2.33% | | | | | | (1.13)% | | | | | | 2.64% | | |
Total investment return
based on market price(e)
|
| | | | (2.40)% | | | | | | (0.77)% | | | | | | 2.60% | | | | | | (1.33)% | | | | | | 2.53% | | |
Ratios/Supplemental Data | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Net assets, end of year (000’s omitted)
|
| | | $ | 6,358 | | | | | $ | 26,856 | | | | | $ | 53,235 | | | | | $ | 51,188 | | | | | $ | 57,046 | | |
Ratio to average net assets of: | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Expenses net of
waivers/ reimbursements(f) |
| | | | 0.26%(g) | | | | | | 0.21% | | | | | | 0.21% | | | | | | 0.21% | | | | | | 0.37% | | |
Expenses excluding
waivers/ reimbursements(f)
|
| | | | 0.32% | | | | | | 0.47% | | | | | | 0.49% | | | | | | 0.49% | | | | | | 0.49% | | |
Net investment income (loss)(b)
|
| | | | 5.04% | | | | | | 0.78% | | | | | | 0.56% | | | | | | 1.95% | | | | | | 1.77% | | |
Portfolio turnover rate(h)
|
| | | | 13% | | | | | | 114% | | | | | | 66% | | | | | | 68% | | | | | | 97% | | |
| | |
IQ Clean Oceans ETF
|
| |||||||||
| | |
For the Year Ended April 30, 2023 |
| |
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)
|
| | | | 0.42 | | | | | | 0.24 | | |
Net realized and unrealized gain (loss)
|
| | | | 0.09 | | | | | | (4.07) | | |
Net increase (decrease) in net assets
resulting from investment operations |
| | | | 0.51 | | | | | | (3.83) | | |
Distributions from: | | | | | | | | | | | | | |
Net investment income |
| | | | (0.30) | | | | | | (0.14) | | |
Net asset value, end of period |
| | | $ | 21.24 | | | | | $ | 21.03 | | |
Market price, end of period |
| | | $ | 21.25 | | | | | $ | 20.84 | | |
Total Return | | | | | | | | | | | | | |
Total investment return based on net
asset value(d)
|
| | | | 2.59% | | | | | | (15.36)% | | |
Total investment return based on market
price(e)
|
| | | | 3.55% | | | | | | (16.13)%(f) | | |
Ratios/Supplemental Data | | | | | | | | | | | | | |
Net assets, end of period (000’s omitted)
|
| | | $ | 5,310 | | | | | $ | 5,257 | | |
Ratio to average net assets of: | | | | | | | | | | | | | |
Expenses net of waivers/reimbursements(g)
|
| | | | 0.46%(h) | | | | | | 0.45%(i) | | |
Expenses excluding
waivers/reimbursements(g)
|
| | | | 0.47% | | | | | | 0.46%(i) | | |
Net investment income (loss)(c)
|
| | | | 2.15% | | | | | | 1.93%(i) | | |
Portfolio turnover rate(j)
|
| | | | 69% | | | | | | 25% | | |
| | |
IQ Cleaner Transport
ETF |
| |||||||||
| | |
For the Year Ended April 30, 2023 |
| |
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)
|
| | | | 0.58 | | | | | | 0.13 | | |
Net realized and unrealized gain (loss)
|
| | | | (0.09) | | | | | | (4.45) | | |
Net increase (decrease) in net assets
resulting from investment operations |
| | | | 0.49 | | | | | | (4.32) | | |
Distributions from: | | | | | | | | | | | | | |
Net investment income |
| | | | (0.45) | | | | | | (0.09) | | |
Net asset value, end of period |
| | | $ | 20.63 | | | | | $ | 20.59 | | |
Market price, end of period |
| | | $ | 20.63 | | | | | $ | 20.24 | | |
Total Return | | | | | | | | | | | | | |
Total investment return based on net
asset value(d)
|
| | | | 2.59% | | | | | | (17.30)% | | |
Total investment return based on market
price(e)
|
| | | | 4.39% | | | | | | (18.72)%(f) | | |
Ratios/Supplemental Data | | | | | | | | | | | | | |
Net assets, end of period (000’s omitted)
|
| | | $ | 6,189 | | | | | $ | 6,177 | | |
Ratio to average net assets of: | | | | | | | | | | | | | |
Expenses net of waivers/reimbursements(g)
|
| | | | 0.46%(h) | | | | | | 0.45%(i) | | |
Expenses excluding
waivers/reimbursements(g)
|
| | | | 0.47% | | | | | | 0.46%(i) | | |
Net investment income (loss)(c)
|
| | | | 2.94% | | | | | | 1.00%(i) | | |
Portfolio turnover rate(j)
|
| | | | 56% | | | | | | 19% | | |
| | |
IQ Engender Equality
ETF |
| |||||||||
| | |
For the Year Ended April 30, 2023 |
| |
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)
|
| | | | 0.30 | | | | | | 0.20 | | |
Net realized and unrealized gain (loss)
|
| | | | 0.87 | | | | | | (3.22) | | |
Net increase (decrease) in net assets
resulting from investment operations |
| | | | 1.17 | | | | | | (3.02) | | |
Distributions from: | | | | | | | | | | | | | |
Net investment income |
| | | | (0.32) | | | | | | (0.16) | | |
Net asset value, end of period |
| | | $ | 22.67 | | | | | $ | 21.82 | | |
Market price, end of period |
| | | $ | 22.67 | | | | | $ | 21.79 | | |
Total Return | | | | | | | | | | | | | |
Total investment return based on net
asset value(d)
|
| | | | 5.46% | | | | | | (12.10)% | | |
Total investment return based on market
price(e)
|
| | | | 5.63% | | | | | | (12.24)%(f) | | |
Ratios/Supplemental Data | | | | | | | | | | | | | |
Net assets, end of period (000’s omitted)
|
| | | $ | 5,667 | | | | | $ | 5,456 | | |
Ratio to average net assets of: | | | | | | | | | | | | | |
Expenses net of waivers/reimbursements(g)
|
| | | | 0.45% | | | | | | 0.45%(h) | | |
Expenses excluding
waivers/reimbursements(g)
|
| | | | 0.47% | | | | | | 0.46%(h) | | |
Net investment income (loss)(c)
|
| | | | 1.40% | | | | | | 1.61%(h) | | |
Portfolio turnover rate(i)
|
| | | | 77% | | | | | | 35% | | |
| | |
IQ Healthy Hearts ETF
|
| |||||||||||||||
| | |
For the Year Ended
April 30, |
| |
For the
Period January 14, 2021(a) to April 30, 2021 |
| ||||||||||||
| | |
2023 |
| |
2022 |
| ||||||||||||
Net asset value, beginning of period
|
| | | $ | 27.57 | | | | | $ | 26.24 | | | | | $ | 24.93 | | |
Income from Investment Operations | | | | | | | | | | | | | | | | | | | |
Net investment income(b)(c)
|
| | | | 0.33 | | | | | | 0.32 | | | | | | 0.14 | | |
Net realized and unrealized gain (loss)
|
| | | | 0.83 | | | | | | 1.33 | | | | | | 1.26 | | |
Net increase (decrease)
in net assets resulting from investment operations |
| | | | 1.16 | | | | | | 1.65 | | | | | | 1.40 | | |
Distributions from: | | | | | | | | | | | | | | | | | | | |
Net investment income |
| | | | (0.33) | | | | | | (0.32) | | | | | | (0.09) | | |
Net asset value, end of period |
| | | $ | 28.40 | | | | | $ | 27.57 | | | | | $ | 26.24 | | |
Market price, end of period |
| | | $ | 28.43 | | | | | $ | 27.51 | | | | | $ | 26.28 | | |
Total Return | | | | | | | | | | | | | | | | | | | |
Total investment return based on net
asset value(d)
|
| | | | 4.35% | | | | | | 6.32% | | | | | | 5.62% | | |
Total investment return based on market
price(e)
|
| | | | 4.70% | | | | | | 5.89% | | | | | | 5.77%(f) | | |
Ratios/Supplemental Data | | | | | | | | | | | | | | | | | | | |
Net assets, end of period (000’s omitted)
|
| | | $ | 8,520 | | | | | $ | 6,893 | | | | | $ | 6,559 | | |
Ratio to average net assets of: | | | | | | | | | | | | | | | | | | | |
Expenses net of waivers/reimbursements(g)
|
| | | | 0.46%(h) | | | | | | 0.45% | | | | | | 0.45%(i) | | |
Expenses excluding
waivers/reimbursements(g)
|
| | | | 0.47% | | | | | | 0.47% | | | | | | 0.46%(i) | | |
Net investment income (loss)(c)
|
| | | | 1.26% | | | | | | 1.15% | | | | | | 1.92%(i) | | |
Portfolio turnover rate(j)
|
| | | | 55% | | | | | | 31% | | | | | | 14% | | |
Funds
|
| |
Diversification Policy |
| |
Commencement
of Operations Date |
|
IQ Hedge Multi-Strategy Tracker ETF* | | |
Diversified |
| | March 25, 2009 | |
IQ Merger Arbitrage ETF | | |
Non-diversified |
| | November 17, 2009 | |
IQ 500 International ETF | | |
Diversified |
| | December 13, 2018 | |
IQ Candriam ESG International Equity ETF | | |
Diversified |
| | December 17, 2019 | |
IQ Candriam ESG U.S. Mid Cap Equity ETF | | |
Diversified |
| | October 25, 2022 | |
IQ Candriam ESG U.S. Large Cap Equity ETF | | |
Diversified |
| | December 17, 2019 | |
IQ Chaikin U.S. Large Cap ETF | | |
Diversified |
| | December 13, 2017 | |
IQ Chaikin U.S. Small Cap ETF | | |
Diversified |
| | May 16, 2017 | |
IQ CBRE NextGen Real Estate ETF | | |
Diversified |
| | June 14, 2011 | |
IQ FTSE International Equity Currency Neutral ETF | | |
Diversified |
| | July 22, 2015 | |
IQ U.S. Mid Cap R&D Leaders ETF | | |
Non-diversified |
| | February 8, 2022 | |
IQ U.S. Large Cap R&D Leaders ETF | | |
Non-diversified |
| | February 8, 2022 | |
IQ Global Equity R&D Leaders ETF | | |
Non-diversified |
| | February 8, 2022 | |
IQ Global Resources ETF | | |
Non-diversified |
| | October 27, 2009 | |
IQ Real Return ETF | | |
Diversified |
| | October 27, 2009 | |
IQ Clean Oceans ETF | | |
Non-diversified |
| | October 21, 2021 | |
IQ Cleaner Transport ETF | | |
Non-diversified |
| | October 21, 2021 | |
IQ Engender Equality ETF | | |
Non-diversified |
| | October 21, 2021 | |
IQ Healthy Hearts ETF | | |
Non-diversified |
| | January 14, 2021 | |
Fund
|
| |
Underlying
Index |
|
IQ Hedge Multi-Strategy Tracker ETF | | | IQ Hedge Multi-Strategy Index | |
IQ Merger Arbitrage ETF | | | IQ Merger Arbitrage Index | |
IQ 500 International ETF | | | IQ 500 International Index | |
IQ Candriam ESG International Equity ETF | | | IQ Candriam ESG International Equity Index | |
IQ Candriam ESG U.S. Mid Cap Equity ETF | | | IQ Candriam ESG U.S. Mid Cap Equity Index | |
IQ Candriam ESG U.S. Large Cap Equity ETF | | | IQ Candriam ESG US Equity 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 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 Net Tax (US RIC) Index | |
IQ U.S. Mid Cap R&D Leaders ETF | | | IQ U.S. Mid Cap R&D Leaders Index | |
IQ U.S. Large Cap R&D Leaders ETF | | | IQ U.S. Large Cap R&D Leaders Index | |
IQ Global Equity R&D Leaders ETF | | | IQ Global Equity R&D Leaders Index | |
IQ Global Resources ETF | | | IQ Global Resources Index | |
IQ Real Return ETF | | | Bloomberg IQ Multi-Asset Inflation Index | |
IQ Clean Oceans ETF | | | IQ Candriam Clean Oceans Index | |
IQ Cleaner Transport ETF | | | IQ Candriam Cleaner Transport Index | |
IQ Engender Equality ETF | | | Solactive Equileap US Select Gender Equality Index | |
IQ Healthy Hearts ETF | | | IQ Candriam Healthy Hearts 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
|
| | | $ | 79,158,884 | | | | | $ | — | | | | | $ | 1,155,398 | | | | | $ | 45,669,754 | | | | | $ | 125,984,036 | | |
IQ Merger Arbitrage ETF |
| | | | 5,702,321 | | | | | | — | | | | | | — | | | | | | — | | | | | | 5,702,321 | | |
IQ 500 International ETF |
| | | | 7,950,815 | | | | | | 30,226 | | | | | | 5,246 | | | | | | 5,263,522 | | | | | | 13,249,809 | | |
IQ Candriam ESG International Equity ETF
|
| | | | 5,033,377 | | | | | | 29,371 | | | | | | 2,226 | | | | | | 3,920,568 | | | | | | 8,985,542 | | |
IQ Candriam ESG U.S. Mid Cap Equity ETF
|
| | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | |
IQ Candriam ESG U.S. Large Cap Equity ETF
|
| | | | 16,686 | | | | | | — | | | | | | 300,646 | | | | | | 5,267,092 | | | | | | 5,584,424 | | |
IQ Chaikin U.S. Large Cap ETF |
| | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | |
IQ Chaikin U.S. Small Cap ETF |
| | | | 1,568,667 | | | | | | — | | | | | | 223,070 | | | | | | 4,879,658 | | | | | | 6,671,395 | | |
IQ CBRE NextGen Real Estate ETF |
| | | | 34,303 | | | | | | — | | | | | | 11,865 | | | | | | 325,609 | | | | | | 371,777 | | |
IQ FTSE International
Equity Currency Neutral ETF |
| | | | 9,578,003 | | | | | | 30,597 | | | | | | 10,043 | | | | | | 7,645,514 | | | | | | 17,264,157 | | |
IQ U.S. Mid Cap R&D Leaders ETF
|
| | | | 158,042 | | | | | | — | | | | | | 2,815 | | | | | | 98,183 | | | | | | 259,040 | | |
IQ U.S. Large Cap R&D Leaders ETF
|
| | | | 25,838 | | | | | | — | | | | | | 496 | | | | | | 8,677 | | | | | | 35,011 | | |
IQ Global Equity R&D Leaders ETF
|
| | | | — | | | | | | — | | | | | | 319 | | | | | | 5,584 | | | | | | 5,903 | | |
IQ Global Resources ETF |
| | | | 140,158 | | | | | | 6,518 | | | | | | — | | | | | | 633,147 | | | | | | 779,823 | | |
IQ Real Return ETF |
| | | | 1,144 | | | | | | — | | | | | | 14,663 | | | | | | 196,598 | | | | | | 212,405 | | |
IQ Clean Oceans ETF |
| | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | |
IQ Cleaner Transport ETF |
| | | | 63,324 | | | | | | — | | | | | | 184 | | | | | | 11,542 | | | | | | 75,050 | | |
IQ Engender Equality ETF |
| | | | — | | | | | | — | | | | | | 3,989 | | | | | | 69,829 | | | | | | 73,818 | | |
IQ Healthy Hearts ETF |
| | | | 183,068 | | | | | | — | | | | | | 4,343 | | | | | | 102,161 | | | | | | 289,572 | | |
| | |
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
|
| | | $ | 123,265,696 | | | | | $ | (123,265,696) | | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | — | | |
IQ Merger Arbitrage ETF |
| | | | 5,424,691 | | | | | | (5,424,691) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | |
IQ 500 International ETF |
| | | | 12,597,602 | | | | | | (12,597,602) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | |
IQ Candriam ESG International Equity
ETF |
| | | | 8,530,514 | | | | | | (8,530,514) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | |
IQ Candriam ESG U.S. Mid Cap Equity
ETF |
| | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | |
IQ Candriam ESG U.S.
Large Cap Equity ETF |
| | | | 5,549,927 | | | | | | (5,549,927) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | |
IQ Chaikin U.S. Large Cap ETF |
| | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | |
IQ Chaikin U.S. Small Cap ETF |
| | | | 6,591,226 | | | | | | (6,591,226) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | |
IQ CBRE NextGen Real Estate ETF |
| | | | 368,885 | | | | | | (368,885) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | |
IQ
FTSE International Equity Currency Neutral ETF |
| | | | 16,361,707 | | | | | | (16,361,707) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | |
IQ U.S. Mid Cap R&D Leaders ETF
|
| | | | 252,936 | | | | | | (252,936) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | |
IQ U.S. Large Cap R&D Leaders ETF
|
| | | | 34,363 | | | | | | (34,363) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | |
IQ Global Equity R&D Leaders ETF
|
| | | | 5,745 | | | | | | (5,745) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | |
IQ Global Resources ETF |
| | | | 747,195 | | | | | | (747,195) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | |
IQ Real Return ETF |
| | | | 173,429 | | | | | | (173,429) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | |
IQ Clean Oceans ETF |
| | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | |
IQ Cleaner Transport ETF |
| | | | 72,382 | | | | | | (72,382) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | |
IQ Engender Equality ETF |
| | | | 73,543 | | | | | | (73,543) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | |
IQ Healthy Hearts ETF |
| | | | 277,614 | | | | | | (277,614) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | |
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 |
| | | $ | 1,389,329 | | | | | $ | (1,389,329) | | | | | $ | — | | | | | $ | 1,598,479 | | | | | $ | (1,389,329) | | | | | $ | 209,150 | | |
Fund
|
| |
Rate
|
| |||
IQ Hedge Multi-Strategy Tracker ETF
|
| | | | 0.75% | | |
IQ Merger Arbitrage ETF |
| | | | 0.75% | | |
IQ 500 International ETF |
| | | | 0.25% | | |
IQ Candriam ESG International Equity ETF
|
| | | | 0.15% | | |
IQ Candriam ESG U.S. Mid Cap Equity ETF
|
| | | | 0.15% | | |
IQ Candriam ESG U.S. Large Cap Equity ETF
|
| | | | 0.09% | | |
IQ Chaikin U.S. Large Cap ETF |
| | | | 0.25% | | |
IQ Chaikin U.S. Small Cap ETF |
| | | | 0.35% | | |
IQ CBRE NextGen Real Estate ETF |
| | | | 0.60%* | | |
IQ FTSE International Equity Currency
Neutral ETF |
| | | | 0.19%** | | |
IQ U.S. Mid Cap R&D Leaders ETF
|
| | | | 0.16% | | |
IQ U.S. Large Cap R&D Leaders ETF
|
| | | | 0.14% | | |
IQ Global Equity R&D Leaders ETF
|
| | | | 0.18% | | |
IQ Global Resources ETF |
| | | | 0.30% | | |
IQ Real Return ETF |
| | | | 0.29% | | |
IQ Clean Oceans ETF |
| | | | 0.45% | | |
IQ Cleaner Transport ETF |
| | | | 0.45% | | |
IQ Engender Equality ETF |
| | | | 0.45% | | |
IQ Healthy Hearts ETF |
| | | | 0.45% | | |
Fund
|
| |
Rate
|
| |||
IQ Hedge Multi-Strategy Tracker ETF
|
| | | | 0.22% | | |
IQ Real Return ETF |
| | | | 0.06% | | |
Fund
|
| |
Rate
|
| |||
IQ 500 International ETF |
| | | | 0.25% | | |
IQ Candriam ESG International Equity ETF
|
| | | | 0.15% | | |
IQ Candriam ESG U.S. Mid Cap Equity ETF
|
| | | | 0.15% | | |
IQ Candriam ESG U.S. Large Cap Equity ETF
|
| | | | 0.09% | | |
IQ Chaikin U.S. Large Cap ETF |
| | | | 0.25% | | |
IQ Chaikin U.S. Small Cap ETF |
| | | | 0.35% | | |
IQ CBRE NextGen Real Estate ETF |
| | | | 0.60%* | | |
IQ FTSE International Equity Currency
Neutral ETF |
| | | | N/A** | | |
IQ U.S. Mid Cap R&D Leaders ETF
|
| | | | 0.16% | | |
IQ U.S. Large Cap R&D Leaders ETF
|
| | | | 0.14% | | |
IQ Global Equity R&D Leaders ETF
|
| | | | 0.18% | | |
IQ Global Resources ETF |
| | | | 0.30% | | |
IQ Clean Oceans ETF |
| | | | 0.45% | | |
IQ Cleaner Transport ETF |
| | | | 0.45% | | |
IQ Engender Equality ETF |
| | | | 0.45% | | |
IQ Healthy Hearts ETF |
| | | | 0.45% | | |
Funds
|
| |
Reimbursed Expenses |
| |||
IQ Hedge Multi-Strategy Tracker ETF
|
| | | $ | 1,448,653 | | |
IQ Merger Arbitrage ETF |
| | | | — | | |
IQ 500 International ETF |
| | | | 22,512 | | |
IQ Candriam ESG International Equity ETF
|
| | | | 22,750 | | |
IQ Candriam ESG U.S. Mid Cap Equity ETF
|
| | | | 1,044 | | |
IQ Candriam ESG U.S. Large Cap Equity ETF
|
| | | | 46,513 | | |
IQ Chaikin U.S. Large Cap ETF |
| | | | 34,403 | | |
IQ Chaikin U.S. Small Cap ETF |
| | | | 27,368 | | |
IQ CBRE NextGen Real Estate ETF |
| | | | 1,973 | | |
IQ FTSE International Equity Currency
Neutral ETF |
| | | | 132,653 | | |
IQ U.S. Mid Cap R&D Leaders ETF
|
| | | | 566 | | |
IQ U.S. Large Cap R&D Leaders ETF
|
| | | | 573 | | |
IQ Global Equity R&D Leaders ETF
|
| | | | 573 | | |
IQ Global Resources ETF |
| | | | 4,658 | | |
IQ Real Return ETF |
| | | | 6,877 | | |
IQ Clean Oceans ETF |
| | | | 565 | | |
IQ Cleaner Transport ETF |
| | | | 544 | | |
IQ Engender Equality ETF |
| | | | 594 | | |
IQ Healthy Hearts ETF |
| | | | 924 | | |
Fund
|
| |
Cost
|
| |
Gross Unrealized Appreciation |
| |
Gross Unrealized Depreciation |
| |
Net Unrealized Appreciation/ (Depreciation) |
| ||||||||||||
IQ Hedge Multi-Strategy Tracker ETF
|
| | | $ | 698,858,813 | | | | | $ | 757,468 | | | | | $ | (15,242,000) | | | | | | (14,484,532) | | |
IQ Merger Arbitrage ETF |
| | | | 431,354,290 | | | | | | 5,174,972 | | | | | | (5,200,564) | | | | | | (25,592) | | |
IQ 500 International ETF |
| | | | 200,315,790 | | | | | | 23,573,860 | | | | | | (21,559,506) | | | | | | 2,014,354 | | |
IQ Candriam ESG International Equity ETF
|
| | | | 186,052,873 | | | | | | 25,094,867 | | | | | | (14,707,507) | | | | | | 10,387,360 | | |
IQ Candriam ESG U.S. Mid Cap Equity ETF
|
| | | | 5,134,847 | | | | | | 512,938 | | | | | | (287,002) | | | | | | 225,936 | | |
IQ Candriam ESG U.S. Large Cap Equity ETF
|
| | | | 354,338,909 | | | | | | 53,038,653 | | | | | | (31,138,796) | | | | | | 21,899,857 | | |
IQ Chaikin U.S. Large Cap ETF |
| | | | 266,204,209 | | | | | | 23,572,435 | | | | | | (12,348,585) | | | | | | 11,223,850 | | |
IQ Chaikin U.S. Small Cap ETF |
| | | | 256,810,306 | | | | | | 14,116,263 | | | | | | (25,183,042) | | | | | | (11,066,779) | | |
IQ CBRE NextGen Real Estate ETF |
| | | | 25,953,722 | | | | | | 395,620 | | | | | | (2,849,536) | | | | | | (2,453,916) | | |
IQ FTSE International Equity Currency
Neutral ETF |
| | | | 323,298,733 | | | | | | 45,529,393 | | | | | | (33,777,388) | | | | | | 11,752,005 | | |
IQ U.S. Mid Cap R&D Leaders ETF
|
| | | | 4,928,603 | | | | | | 295,997 | | | | | | (964,916) | | | | | | (668,919) | | |
IQ U.S. Large Cap R&D Leaders ETF
|
| | | | 4,944,436 | | | | | | 360,989 | | | | | | (680,471) | | | | | | (319,482) | | |
IQ Global Equity R&D Leaders ETF
|
| | | | 5,932,607 | | | | | | 452,152 | | | | | | (651,603) | | | | | | (199,451) | | |
IQ Global Resources ETF |
| | | | 31,267,861 | | | | | | 4,951,154 | | | | | | (1,895,815) | | | | | | 3,055,339 | | |
IQ Real Return ETF |
| | | | 7,067,645 | | | | | | 103,325 | | | | | | (766,750) | | | | | | (663,425) | | |
IQ Clean Oceans ETF |
| | | | 5,381,887 | | | | | | 474,548 | | | | | | (567,531) | | | | | | (92,983) | | |
IQ Cleaner Transport ETF |
| | | | 6,768,990 | | | | | | 285,466 | | | | | | (823,024) | | | | | | (537,558) | | |
IQ Engender Equality ETF |
| | | | 5,636,314 | | | | | | 552,375 | | | | | | (526,009) | | | | | | 26,366 | | |
IQ Healthy Hearts ETF |
| | | | 7,863,439 | | | | | | 1,246,309 | | | | | | (425,189) | | | | | | 821,120 | | |
Fund
|
| |
Ordinary Income (Loss)1 |
| |
Net Capital Gain (Losses)2 |
| |
Net
Unrealized Appreciation/ Depreciation |
| |
Total Earnings/ (Losses) |
| ||||||||||||
IQ Hedge Multi-Strategy Tracker ETF
|
| | | $ | 8,175,332 | | | | | $ | (92,680,103) | | | | | $ | (14,484,532) | | | | | $ | (98,989,303) | | |
IQ Merger Arbitrage ETF |
| | | | 4,247,021 | | | | | | (70,588,070) | | | | | | 62,826 | | | | | | (66,278,223) | | |
IQ 500 International ETF |
| | | | 2,786,160 | | | | | | (7,862,152) | | | | | | 2,008,426 | | | | | | (3,067,566) | | |
IQ Candriam ESG International Equity ETF
|
| | | | 1,568,037 | | | | | | (7,061,312) | | | | | | 10,386,028 | | | | | | 4,892,753 | | |
IQ Candriam ESG U.S. Mid Cap Equity ETF
|
| | | | 3,237 | | | | | | (40,866) | | | | | | 225,936 | | | | | | 188,307 | | |
IQ Candriam ESG U.S. Large Cap Equity ETF
|
| | | | 307,832 | | | | | | (7,272,525) | | | | | | 21,899,857 | | | | | | 14,935,164 | | |
IQ Chaikin U.S. Large Cap ETF |
| | | | 57,288 | | | | | | (47,451,854) | | | | | | 11,223,850 | | | | | | (36,170,716) | | |
IQ Chaikin U.S. Small Cap ETF |
| | | | 8,879 | | | | | | (87,233,611) | | | | | | (11,066,779) | | | | | | (98,291,511) | | |
IQ CBRE NextGen Real Estate ETF |
| | | | — | | | | | | (14,975,720) | | | | | | (2,453,271) | | | | | | (17,428,991) | | |
IQ FTSE International Equity Currency
Neutral ETF |
| | | | 570,545 | | | | | | (13,321,686) | | | | | | 11,750,115 | | | | | | (1,001,026) | | |
IQ U.S. Mid Cap R&D Leaders ETF
|
| | | | 3,422 | | | | | | (369,137) | | | | | | (668,919) | | | | | | (1,034,634) | | |
IQ U.S. Large Cap R&D Leaders ETF
|
| | | | 4,440 | | | | | | (136,107) | | | | | | (319,482) | | | | | | (451,149) | | |
IQ Global Equity R&D Leaders ETF
|
| | | | 9,963 | | | | | | (205,018) | | | | | | (199,409) | | | | | | (394,464) | | |
IQ Global Resources ETF |
| | | | 99,804 | | | | | | (61,735,874) | | | | | | 3,053,926 | | | | | | (58,582,144) | | |
IQ Real Return ETF |
| | | | 47,604 | | | | | | (2,203,601) | | | | | | (663,425) | | | | | | (2,819,422) | | |
IQ Clean Oceans ETF |
| | | | 39,466 | | | | | | (851,923) | | | | | | (93,001) | | | | | | (905,458) | | |
IQ Cleaner Transport ETF |
| | | | 28,733 | | | | | | (794,529) | | | | | | (537,414) | | | | | | (1,303,210) | | |
IQ Engender Equality ETF |
| | | | 5,107 | | | | | | (763,220) | | | | | | 26,366 | | | | | | (731,747) | | |
IQ Healthy Hearts ETF |
| | | | 5,161 | | | | | | (581,002) | | | | | | 821,567 | | | | | | 245,726 | | |
Fund
|
| |
Total distributable earnings/ (accumulated loss) |
| |
Paid-in capital |
| ||||||
IQ Hedge Multi-Strategy Tracker ETF
|
| | | | 3,831,928 | | | | | | (3,831,928) | | |
IQ Merger Arbitrage ETF |
| | | | 809,328 | | | | | | (809,328) | | |
IQ 500 International ETF |
| | | | (5,076,205) | | | | | | 5,076,205 | | |
IQ Candriam ESG International Equity ETF
|
| | | | (6,764,612) | | | | | | 6,764,612 | | |
IQ Candriam ESG U.S. Mid Cap Equity ETF
|
| | | | (101,022) | | | | | | 101,022 | | |
IQ Candriam ESG U.S. Large Cap Equity ETF
|
| | | | (17,447,286) | | | | | | 17,447,286 | | |
IQ Chaikin U.S. Large Cap ETF |
| | | | (1,596,994) | | | | | | 1,596,994 | | |
IQ Chaikin U.S. Small Cap ETF |
| | | | (7,489,183) | | | | | | 7,489,183 | | |
IQ CBRE NextGen Real Estate ETF |
| | | | 716,311 | | | | | | (716,311) | | |
IQ FTSE International Equity Currency
Neutral ETF |
| | | | (7,186,217) | | | | | | 7,186,217 | | |
IQ U.S. Mid Cap R&D Leaders ETF
|
| | | | — | | | | | | — | | |
IQ U.S. Large Cap R&D Leaders ETF
|
| | | | — | | | | | | — | | |
IQ Global Equity R&D Leaders ETF
|
| | | | — | | | | | | — | | |
IQ Global Resources ETF |
| | | | (1,890,274) | | | | | | 1,890,274 | | |
IQ Real Return ETF |
| | | | 1,359,911 | | | | | | (1,359,911) | | |
IQ Clean Oceans ETF |
| | | | — | | | | | | — | | |
IQ Cleaner Transport ETF |
| | | | 51,933 | | | | | | (51,933) | | |
IQ Engender Equality ETF |
| | | | — | | | | | | — | | |
IQ Healthy Hearts ETF |
| | | | — | | | | | | — | | |
| | |
2023 |
| |
2022 |
| ||||||||||||||||||||||||||||||
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
|
| | | $ | 12,443,799 | | | | | $ | — | | | | | $ | — | | | | | $ | 2,417,467 | | | | | $ | — | | | | | $ | — | | |
IQ Merger Arbitrage ETF |
| | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | |
IQ 500 International ETF |
| | | | 6,462,947 | | | | | | — | | | | | | — | | | | | | 8,747,984 | | | | | | — | | | | | | — | | |
IQ Candriam ESG
International Equity ETF |
| | | | 5,958,535 | | | | | | — | | | | | | — | | | | | | 5,802,531 | | | | | | — | | | | | | — | | |
IQ Candriam ESG U.S.
Mid Cap Equity ETF |
| | | | 39,786 | | | | | | — | | | | | | — | | | | | | N/A | | | | | | N/A | | | | | | N/A | | |
IQ Candriam ESG U.S.
Large Cap Equity ETF |
| | | | 5,433,110 | | | | | | — | | | | | | — | | | | | | 5,632,747 | | | | | | — | | | | | | — | | |
IQ Chaikin U.S. Large Cap ETF |
| | | | 4,210,806 | | | | | | — | | | | | | — | | | | | | 3,470,326 | | | | | | — | | | | | | — | | |
IQ Chaikin U.S. Small Cap ETF |
| | | | 3,441,045 | | | | | | — | | | | | | — | | | | | | 2,747,303 | | | | | | — | | | | | | — | | |
IQ CBRE NextGen Real Estate ETF |
| | | | 1,257,827 | | | | | | — | | | | | | — | | | | | | 1,830,575 | | | | | | — | | | | | | — | | |
IQ FTSE International
Equity Currency Neutral ETF |
| | | | 13,451,645 | | | | | | — | | | | | | — | | | | | | 9,308,477 | | | | | | — | | | | | | — | | |
IQ U.S. Mid Cap R&D Leaders ETF
|
| | | | 30,506 | | | | | | — | | | | | | — | | | | | | 6,272 | | | | | | — | | | | | | — | | |
IQ U.S. Large Cap R&D Leaders ETF
|
| | | | 62,738 | | | | | | — | | | | | | — | | | | | | 8,288 | | | | | | — | | | | | | — | | |
IQ Global Equity R&D Leaders ETF
|
| | | | 97,529 | | | | | | — | | | | | | — | | | | | | 11,114 | | | | | | — | | | | | | — | | |
IQ Global Resources ETF |
| | | | 1,420,439 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | |
IQ Real Return ETF |
| | | | 421,464 | | | | | | — | | | | | | — | | | | | | 307,104 | | | | | | — | | | | | | — | | |
IQ Clean Oceans ETF |
| | | | 73,790 | | | | | | — | | | | | | — | | | | | | 34,323 | | | | | | — | | | | | | — | | |
IQ Cleaner Transport ETF |
| | | | 119,864 | | | | | | — | | | | | | — | | | | | | 27,324 | | | | | | — | | | | | | — | | |
IQ Engender Equality ETF |
| | | | 79,325 | | | | | | — | | | | | | — | | | | | | 40,598 | | | | | | — | | | | | | — | | |
IQ Healthy Hearts ETF |
| | | | 95,171 | | | | | | — | | | | | | — | | | | | | 80,268 | | | | | | — | | | | | | — | | |
Fund
|
| |
Late Year Ordinary Losses |
| |
Short-Term Post October Losses |
| |
Long-Term Post October Losses |
| |||||||||
IQ Hedge Multi-Strategy Tracker ETF
|
| | | $ | — | | | | | $ | — | | | | | $ | — | | |
IQ Merger Arbitrage ETF |
| | | | — | | | | | | — | | | | | | — | | |
IQ 500 International ETF |
| | | | — | | | | | | — | | | | | | — | | |
IQ Candriam ESG International Equity ETF
|
| | | | — | | | | | | — | | | | | | — | | |
IQ Candriam ESG U.S. Mid Cap Equity ETF
|
| | | | — | | | | | | — | | | | | | — | | |
IQ Candriam ESG U.S. Large Cap Equity ETF
|
| | | | — | | | | | | — | | | | | | — | | |
IQ Chaikin U.S. Large Cap ETF |
| | | | — | | | | | | — | | | | | | — | | |
IQ Chaikin U.S. Small Cap ETF |
| | | | — | | | | | | — | | | | | | — | | |
IQ CBRE NextGen Real Estate ETF |
| | | | — | | | | | | — | | | | | | — | | |
IQ FTSE International Equity Currency
Neutral ETF |
| | | | — | | | | | | 5,341,275 | | | | | | 7,980,411 | | |
IQ U.S. Mid Cap R&D Leaders ETF
|
| | | | — | | | | | | — | | | | | | — | | |
IQ U.S. Large Cap R&D Leaders ETF
|
| | | | — | | | | | | — | | | | | | — | | |
IQ Global Equity R&D Leaders ETF
|
| | | | — | | | | | | — | | | | | | — | | |
IQ Global Resources ETF |
| | | | — | | | | | | — | | | | | | — | | |
IQ Real Return ETF |
| | | | — | | | | | | — | | | | | | — | | |
IQ Clean Oceans ETF |
| | | | — | | | | | | — | | | | | | — | | |
IQ Cleaner Transport ETF |
| | | | — | | | | | | — | | | | | | — | | |
IQ Engender Equality ETF |
| | | | — | | | | | | — | | | | | | — | | |
IQ Healthy Hearts ETF |
| | | | — | | | | | | — | | | | | | — | | |
Fund
|
| |
Utilized in Current Year |
| |
Short-Term With No Expiration |
| |
Long-Term With No Expiration |
| |||||||||
IQ Hedge Multi-Strategy Tracker ETF
|
| | | $ | — | | | | | $ | 78,004,414 | | | | | $ | 14,675,689 | | |
IQ Merger Arbitrage ETF |
| | | | — | | | | | | 70,588,070 | | | | | | — | | |
IQ 500 International ETF |
| | | | — | | | | | | 3,499,512 | | | | | | 4,362,640 | | |
IQ Candriam ESG International Equity ETF
|
| | | | — | | | | | | 4,110,590 | | | | | | 2,950,722 | | |
IQ Candriam ESG U.S. Mid Cap Equity ETF
|
| | | | — | | | | | | 40,866 | | | | | | — | | |
IQ Candriam ESG U.S. Large Cap Equity ETF
|
| | | | — | | | | | | 6,392,175 | | | | | | 880,350 | | |
IQ Chaikin U.S. Large Cap ETF |
| | | | — | | | | | | 25,780,152 | | | | | | 21,671,702 | | |
IQ Chaikin U.S. Small Cap ETF |
| | | | — | | | | | | 46,879,810 | | | | | | 40,353,801 | | |
IQ CBRE NextGen Real Estate ETF |
| | | | — | | | | | | 789,419 | | | | | | 14,186,301 | | |
IQ FTSE International Equity Currency
Neutral ETF |
| | | | 2,170,970 | | | | | | — | | | | | | — | | |
IQ U.S. Mid Cap R&D Leaders ETF
|
| | | | — | | | | | | 323,547 | | | | | | 45,590 | | |
IQ U.S. Large Cap R&D Leaders ETF
|
| | | | — | | | | | | 114,904 | | | | | | 21,203 | | |
IQ Global Equity R&D Leaders ETF
|
| | | | — | | | | | | 168,411 | | | | | | 36,607 | | |
IQ Global Resources ETF |
| | | | — | | | | | | 33,053,219 | | | | | | 28,682,655 | | |
IQ Real Return ETF |
| | | | — | | | | | | 913,556 | | | | | | 1,290,045 | | |
IQ Clean Oceans ETF |
| | | | — | | | | | | 687,135 | | | | | | 164,788 | | |
IQ Cleaner Transport ETF |
| | | | — | | | | | | 612,884 | | | | | | 181,645 | | |
IQ Engender Equality ETF |
| | | | — | | | | | | 624,032 | | | | | | 139,188 | | |
IQ Healthy Hearts ETF |
| | | | — | | | | | | 276,922 | | | | | | 304,080 | | |
Fund
|
| |
% Ownership |
| |||
IQ Clean Oceans ETF |
| | | | 76.0% | | |
IQ Cleaner Transport ETF |
| | | | 63.3% | | |
IQ Engender Equality ETF |
| | | | 80.0% | | |
IQ Healthy Hearts ETF |
| | | | 66.3% | | |
Fund
|
| |
% Ownership |
| |||
IQ 500 International ETF |
| | | | 88.7% | | |
IQ Candriam ESG International Equity ETF
|
| | | | 91.5% | | |
IQ Candriam ESG U.S. Mid Cap Equity ETF
|
| | | | 95.0% | | |
IQ Candriam ESG U.S. Large Cap Equity ETF
|
| | | | 84.1% | | |
IQ Chaikin U.S. Large Cap ETF |
| | | | 98.2% | | |
IQ Chaikin U.S. Small Cap ETF |
| | | | 80.7% | | |
IQ FTSE International Equity Currency
Neutral ETF |
| | | | 36.4% | | |
IQ U.S. Mid Cap R&D Leaders ETF
|
| | | | 95.0% | | |
IQ U.S. Large Cap R&D Leaders ETF
|
| | | | 95.0% | | |
IQ Global Equity R&D Leaders ETF
|
| | | | 76.0% | | |
Fund
|
| |
Purchases
|
| |
Sales
|
| |
Purchases In-Kind
|
| |
Sales
In-Kind |
| ||||||||||||
IQ Hedge Multi-Strategy Tracker ETF
|
| | | $ | 624,034,202 | | | | | $ | 620,539,217 | | | | | $ | 266,034,986 | | | | | $ | 404,051,717 | | |
IQ Merger Arbitrage ETF |
| | | | 1,678,058,475 | | | | | | 1,688,371,866 | | | | | | 37,437,048 | | | | | | 152,929,916 | | |
IQ 500 International ETF |
| | | | 36,723,652 | | | | | | 36,822,907 | | | | | | 17,405,814 | | | | | | 42,756,406 | | |
IQ Candriam ESG International Equity ETF
|
| | | | 32,969,992 | | | | | | 33,319,659 | | | | | | 20,406,633 | | | | | | 35,461,468 | | |
IQ Candriam ESG U.S. Mid Cap Equity ETF
|
| | | | 725,621 | | | | | | 823,192 | | | | | | 6,365,665 | | | | | | 1,208,872 | | |
IQ Candriam ESG U.S. Large Cap Equity ETF
|
| | | | 75,860,610 | | | | | | 75,379,001 | | | | | | 35,275,688 | | | | | | 88,540,702 | | |
IQ Chaikin U.S. Large Cap ETF |
| | | | 145,153,350 | | | | | | 144,688,710 | | | | | | 4,761,120 | | | | | | 36,355,774 | | |
IQ Chaikin U.S. Small Cap ETF |
| | | | 144,223,131 | | | | | | 143,658,297 | | | | | | 105,911,664 | | | | | | 38,762,702 | | |
IQ CBRE NextGen Real Estate ETF |
| | | | 41,977,432 | | | | | | 42,520,344 | | | | | | 2,233,099 | | | | | | 10,783,665 | | |
IQ FTSE International Equity Currency
Neutral ETF |
| | | | 38,674,702 | | | | | | 38,914,620 | | | | | | 75,720,355 | | | | | | 34,669,350 | | |
IQ U.S. Mid Cap R&D Leaders ETF
|
| | | | 2,281,611 | | | | | | 2,276,802 | | | | | | — | | | | | | — | | |
IQ U.S. Large Cap R&D Leaders ETF
|
| | | | 988,253 | | | | | | 985,537 | | | | | | — | | | | | | — | | |
IQ Global Equity R&D Leaders ETF
|
| | | | 1,283,072 | | | | | | 1,217,077 | | | | | | 1,024,811 | | | | | | — | | |
IQ Global Resources ETF |
| | | | 6,407,950 | | | | | | 6,263,059 | | | | | | 8,558,050 | | | | | | 8,131,318 | | |
IQ Real Return ETF |
| | | | 2,319,208 | | | | | | 1,455,446 | | | | | | — | | | | | | 19,182,003 | | |
IQ Clean Oceans ETF |
| | | | 3,462,306 | | | | | | 3,443,626 | | | | | | — | | | | | | — | | |
IQ Cleaner Transport ETF |
| | | | 2,886,521 | | | | | | 2,850,093 | | | | | | 990,974 | | | | | | 935,242 | | |
IQ Engender Equality ETF |
| | | | 4,148,800 | | | | | | 4,153,166 | | | | | | — | | | | | | — | | |
IQ Healthy Hearts ETF |
| | | | 4,120,698 | | | | | | 4,100,438 | | | | | | 1,246,196 | | | | | | — | | |
| | |
Forward Currency Contract Risk |
| |||
IQ FTSE International Equity Currency Neutral ETF | | | | | | | |
Unrealized appreciation on forward
foreign currency contracts |
| | | $ | 1,389,329 | | |
| | |
Forward Currency Contract Risk |
| |||
IQ FTSE International Equity Currency Neutral ETF | | | | | | | |
Unrealized depreciation on forward
foreign currency contracts |
| | | $ | 1,598,479 | | |
Fund
|
| |
Forward Currency Contract Risk |
| |
Equity
Risk |
| ||||||
IQ Hedge Multi-Strategy Tracker ETF | | | | | | | | | | | | | |
Realized gain (loss) | | | | | | | | | | | | | |
Swap transactions |
| | | | | | | | | $ | (1,630,717) | | |
IQ Merger Arbitrage ETF | | | | | | | | | | | | | |
Realized gain (loss) | | | | | | | | | | | | | |
Swap transactions |
| | | | | | | | | $ | 9,045,469 | | |
IQ FTSE International Equity Currency Neutral ETF | | | | | | | | | | | | | |
Realized gain (loss) | | | | | | | | | | | | | |
Forward foreign currency contracts
|
| | | $ | 7,913,790 | | | | | | | | |
Change in unrealized appreciation (depreciation) | | | | | | | | | | | | | |
Forward foreign currency contracts
|
| | | $ | (7,375,002) | | | | | | | | |
| | |
Average Notional
Value |
| |||||||||||||||
Fund
|
| |
IQ Hedge Multi-Strategy Tracker ETF |
| |
IQ Merger Arbitrage ETF |
| |
IQ FTSE International Equity Currency Neutral ETF |
| |||||||||
Asset Derivatives | | | | | | | | | | | | | | | | | | | |
Swap contracts |
| | | $ | 66,841,513 | | | | | $ | — | | | | | $ | — | | |
Forward foreign currency contracts
|
| | | | — | | | | | | — | | | | | | 244,610,064 | | |
Liability Derivatives | | | | | | | | | | | | | | | | | | | |
Swap contracts |
| | | $ | (67,060,007) | | | | | $ | (56,928,280) | | | | | $ | — | | |
Forward foreign currency contracts
|
| | | | — | | | | | | — | | | | | | (244,061,014) | | |
| | IQ Hedge Multi-Strategy Tracker ETF(1) | | | | IQ U.S. Mid Cap R&D Leaders ETF(3) | | |
| | IQ Merger Arbitrage ETF(1) | | | | IQ U.S. Large Cap R&D Leaders ETF(3) | | |
| | IQ 500 International ETF(1) | | | | IQ Global Equity R&D Leaders ETF(3) | | |
| | IQ Candriam ESG International Equity ETF(1) | | | | IQ Global Resources ETF(1) | | |
| | IQ Candriam ESG U.S. Mid Cap Equity ETF(2) | | | | IQ Real Return ETF(1) | | |
| | IQ Candriam ESG U.S. Large Cap Equity ETF(1) | | | | IQ Clean Oceans ETF(4) | | |
| | IQ Chaikin U.S. Large Cap ETF(1) | | | | IQ Cleaner Transport ETF(4) | | |
| | IQ Chaikin U.S. Small Cap ETF(1) | | | | IQ Engender Equality ETF(4) | | |
| | IQ CBRE NextGen Real Estate ETF(1) | | | | IQ Healthy Hearts ETF(1) | | |
| | IQ FTSE International Equity Currency Neutral ETF(1) | | | | | | |
|
IQ Hedge Multi-Strategy Tracker ETF
|
| | | | 12.85% | | |
|
IQ Merger Arbitrage ETF |
| | | | 0.00% | | |
|
IQ 500 International ETF |
| | | | 73.14% | | |
|
IQ Candriam ESG International Equity ETF
|
| | | | 81.49% | | |
|
IQ Candriam ESG U.S. Mid Cap Equity ETF
|
| | | | 88.44% | | |
|
IQ Candriam ESG U.S. Large Cap Equity ETF
|
| | | | 100.00% | | |
|
IQ Chaikin U.S. Large Cap ETF |
| | | | 100.00% | | |
|
IQ Chaikin U.S. Small Cap ETF |
| | | | 100.00% | | |
|
IQ CBRE NextGen Real Estate ETF |
| | | | 2.56% | | |
|
IQ FTSE International Equity Currency
Neutral ETF |
| | | | 72.34% | | |
|
IQ U.S. Mid Cap R&D Leaders ETF
|
| | | | 100.00% | | |
|
IQ U.S. Large Cap R&D Leaders ETF
|
| | | | 100.00% | | |
|
IQ Global Equity R&D Leaders ETF
|
| | | | 100.00% | | |
|
IQ Global Resources ETF |
| | | | 89.65% | | |
|
IQ Real Return ETF |
| | | | 36.77% | | |
|
IQ Clean Oceans ETF |
| | | | 100.00% | | |
|
IQ Cleaner Transport ETF |
| | | | 100.00% | | |
|
IQ Engender Equality ETF |
| | | | 100.00% | | |
|
IQ Healthy Hearts ETF |
| | | | 100.00% | | |
|
IQ Hedge Multi-Strategy Tracker ETF
|
| | | | 4.24% | | |
|
IQ Merger Arbitrage ETF |
| | | | 0.00% | | |
|
IQ 500 International ETF |
| | | | 0.00% | | |
|
IQ Candriam ESG International Equity ETF
|
| | | | 0.00% | | |
|
IQ Candriam ESG U.S. Mid Cap Equity ETF
|
| | | | 84.24% | | |
|
IQ Candriam ESG U.S. Large Cap Equity ETF
|
| | | | 100.00% | | |
|
IQ Chaikin U.S. Large Cap ETF |
| | | | 100.00% | | |
|
IQ Chaikin U.S. Small Cap ETF |
| | | | 100.00% | | |
|
IQ CBRE NextGen Real Estate ETF |
| | | | 0.00% | | |
|
IQ FTSE International Equity Currency
Neutral ETF |
| | | | 0.00% | | |
|
IQ U.S. Mid Cap R&D Leaders ETF
|
| | | | 100.00% | | |
|
IQ U.S. Large Cap R&D Leaders ETF
|
| | | | 100.00% | | |
|
IQ Global Equity R&D Leaders ETF
|
| | | | 35.95% | | |
|
IQ Global Resources ETF |
| | | | 32.92% | | |
|
IQ Real Return ETF |
| | | | 35.86% | | |
|
IQ Clean Oceans ETF |
| | | | 26.44% | | |
|
IQ Cleaner Transport ETF |
| | | | 12.49% | | |
|
IQ Engender Equality ETF |
| | | | 100.00% | | |
|
IQ Healthy Hearts ETF |
| | | | 75.48% | | |
Fund |
| |
Foreign Taxes Per Share |
| |
Foreign Income Per Share |
| ||||||
IQ Hedge Multi-Strategy Tracker ETF
|
| | | | — | | | | | | — | | |
IQ Merger Arbitrage ETF |
| | | | — | | | | | | — | | |
IQ 500 International ETF |
| | | | 0.0900 | | | | | | 1.2721 | | |
IQ Candriam ESG International Equity ETF
|
| | | | 0.0674 | | | | | | 0.9819 | | |
IQ Candriam ESG U.S. Mid Cap Equity ETF
|
| | | | — | | | | | | — | | |
IQ Candriam ESG U.S. Large Cap Equity ETF
|
| | | | — | | | | | | — | | |
IQ Chaikin U.S. Large Cap ETF |
| | | | — | | | | | | — | | |
IQ Chaikin U.S. Small Cap ETF |
| | | | — | | | | | | — | | |
IQ CBRE NextGen Real Estate ETF |
| | | | — | | | | | | — | | |
IQ FTSE International Equity Currency
Neutral ETF |
| | | | 0.0469 | | | | | | 0.7320 | | |
IQ U.S. Mid Cap R&D Leaders ETF
|
| | | | — | | | | | | — | | |
IQ U.S. Large Cap R&D Leaders ETF
|
| | | | — | | | | | | — | | |
IQ Global Equity R&D Leaders ETF
|
| | | | — | | | | | | — | | |
IQ Global Resources ETF |
| | | | — | | | | | | — | | |
IQ Real Return ETF |
| | | | — | | | | | | — | | |
IQ Clean Oceans ETF |
| | | | 0.0539 | | | | | | 0.4466 | | |
IQ Cleaner Transport ETF |
| | | | 0.0711 | | | | | | 0.5630 | | |
IQ Engender Equality ETF |
| | | | — | | | | | | — | | |
IQ Healthy Hearts ETF |
| | | | — | | | | | | — | | |
|
Name and Year of Birth(1) |
| |
Position(s) Held with Trust |
| |
Term of Office and Length of Time Served(2) |
| |
Principal
Occupation(s) During Past 5 Years |
| |
Number of Portfolios in Fund Complex Overseen by Trustee(3) |
| |
Other Directorships Held by Trustee During Past 5 Years |
|
| Lofton Holder, 1964 | | |
Trustee |
| |
Since June 2022 |
| | Retired; formerly, Managing Partner and Co-Founder, Pine Street Alternative Asset Management, (2011 – 2019). | | |
29 |
| | Board Member, Golub Capital BDC, Inc., Golub Capital BDC 3, Inc., and Golub Capital Direct Lending Corporation (each, a business development company) (2021 – present); Board Member, Manning & Napier (investment manager) (2021 − present). | |
|
Michael A. Pignataro, 1959 |
| |
Trustee |
| |
Since April 2015
|
| | Retired; formerly, Director, Credit Suisse Asset Management (2001 to 2012); and Chief Financial Officer, Credit Suisse Funds (1996 to 2013). | | |
29 |
| | The New Ireland Fund, Inc. (closed-end fund) (2015 to 2023). | |
|
Paul D. Schaeffer, 1951 |
| |
Trustee
Chair of the Board
|
| |
Since
April 2015
Since March 2023
|
| | President, ASP (dba Aspiring Solution Partners) (financial services consulting) (2013 to present); Consultant and Executive Advisor, Aquiline Capital Partners LLC (private equity investment) (2014 to present). | | |
29 |
| | Management Board Member, RIA in a Box LLC (financial services consulting) (2018 to 2021); Context Capital Funds (mutual fund trust) (2 Portfolios) (2014 to 2018); Management Board Member, Altegris Investments, LLC (registered broker-dealer) (2016 to 2018); Management Board Member, AssetMark Inc. (financial services consulting) (2016 to 2017); PopTech! (conference operator) (2012 to 2016); Board Member, Pathways Core Training (nonprofit) (2019 to present); Board Member, Center for Collaborative Investigative Journalism (non-profit) (2020 − present). | |
| Michelle A. Shell, 1975 | | |
Trustee |
| |
Since June 2022 |
| | Visiting Scholar, Harvard Business School (2020 to present); Visiting Assistant Professor of Operations Management, Boston University Questrom School of Business (2020 to present); Business researcher and consultant, self-employed (2013 – 2020). | | |
29 |
| | U.S. Charitable Gift Trust (public charity offering donor-advised funds and trust products) (2017 – present); Pathstone (investment advisory firm offering comprehensive family office services) (2022 − present). | |
|
Name and Year of Birth(1) |
| |
Position(s) Held with Trust |
| |
Term of Office and Length of Time Served(2) |
| |
Principal
Occupation(s) During Past 5 Years |
| |
Number of Portfolios in Fund Complex Overseen by Trustee(3) |
| |
Other Directorships Held by Trustee During Past 5 Years |
|
| Interested Trustee | | |||||||||||||||
| Kirk C. Lehneis, 1974(4) | | |
President |
| |
Since January 2018 |
| | Chief Operating Officer and Senior Managing Director, New York Life Investment Management LLC (since 2016); Chief Executive Officer, IndexIQ Advisors LLC (since 2018); Chairman of the Board, NYLIM Service Company LLC (since September 2017); President, MainStay DefinedTerm Municipal Opportunities Fund, MainStay Funds, MainStay Funds Trust, and MainStay VP Funds Trust (since September 2017); President, MainStay CBRE Global Infrastructure Megatrends Fund (since 2021). | | |
29 |
| | None. | |
|
Name and Year of Birth(1) |
| |
Position(s) Held with Trust |
| |
Term of Office and Length of Time Served(2) |
| |
Principal
Occupation(s) During Past 5 Years |
|
| Jack
R. Benintende, 1964 |
| |
Vice President |
| |
Since March 2023
|
| | Chief Operating Officer, IndexIQ Advisors LLC (since February 2023), Treasurer and Principal Financial and Accounting Officer, MainStay Funds (since 2007) and MainStay Funds Trust (since 2009). | |
|
Adefolahan Oyefeso, 1974 |
| |
Treasurer, Principal Financial Officer and
Principal Accounting Officer |
| |
Since April 2018 |
| | Vice President of Operations & Finance, IndexIQ Advisors (2015 to present); Director of the Fund Administration Client Service Department at The Bank of New York Mellon (2007 to 2015). | |
| Matthew V. Curtin, 1982 | | |
Secretary and Chief Legal Officer
|
| |
Since June 2015 |
| | Chief Legal Officer, IndexIQ Advisors LLC (since 2015), Chief Compliance Officer, IndexIQ ETF Trust and IndexIQ Active ETF Trust (June 2015 to January 2017); Associate General Counsel, New York Life Insurance Company (since 2015). | |
| Kevin
M. Gleason, 1966 |
| |
Chief Compliance Officer |
| |
Since June 2022 |
| | Chief Compliance Officer, IndexIQ ETF Trust and IndexIQ Active ETF Trust, The MainStay Funds, MainStay Funds Trust, MainStay MacKay DefinedTerm Municipal Opportunities Fund, MainStay CBRE Global Infrastructure Megatrends Fund and MainStay VP Funds Trust (since 2022); Senior Vice President, Voya Investment Management, LLC and Chief Compliance Officer, Voya Family of Funds (2012 to 2022). | |